NSE Backtesting Articles

Learn what backtesting means, why it matters for Indian equity investors, and how to run your first backtest on NSE stocks using historical price and fundamental data.

Understand the difference between NIFTY50, NIFTY100, and NIFTY200 as backtesting universes for Indian equity strategies — liquidity, diversification, and survivorship bias explained.

A practical guide to reading Sharpe ratio, Sortino ratio, and maximum drawdown in backtest results for NSE equity strategies — what the numbers actually tell you.

Compare momentum and mean-reversion strategies on Indian NSE stocks — historical backtest patterns, typical holding periods, and which market conditions favour each approach.

Survivorship bias silently inflates backtest returns. Learn what it is, how it affects NSE backtests, and how ftInvstr controls for it using point-in-time universe membership.

Most fundamental backtests on Indian stocks treat quarterly results as if they were available on the period-end date. They were not. The filing arrived 30-60 days later. Anchoring data to the period end instead of the filing date silently inflates backtest returns by 1.5-3.5% CAGR. Here's why, by how much, and how to fix it.

Factor investing on Indian equities, anchored in 20 live backtested strategies on NSE — Momentum, Quality, Quality × Momentum, Profitability, Flow factors. Real CAGR, Sharpe, max drawdown, Monte Carlo distribution. Point-in-time XBRL data, survivorship-controlled.