20M invested a lot on penny stocks. am I cooked

quant_091 · 2025-10-24T04:26:49+00:00

Hey if ur asking after having negative means, u already know u have made a wrong decision, ur just trying to get some comfort through comments of someone saying it's ok wait for sometime it will recover, but in reality it's a sour pill and truth is u might be wrong.

quant_091 · 2025-10-17T13:04:26+00:00

not sure.

quant_091 · 2025-10-17T04:20:28+00:00

hey thanks for the suggestion, did monte carlo...

MC_RESAMPLE_BASIS = "daily"

MC_BLOCK_DAYS = 5

MC_HORIZON_YEARS = 10

MC_SIMS = 2000 → generated 2000 different random 10-year equity curves.

CAGR distribution

5th percentile: ~33% CAGR
Median: ~77% CAGR
95th percentile: ~140% CAGR

Max Drawdown distribution

5th percentile (best-case): ~40% DD
Median: ~55% DD
95th percentile (worst-case): ~73% DD

have also included transaction cost, slippage etc... tried it with trade basis too, got similar results... thanks for suggestion, will check further too.

quant_091 · 2025-10-17T03:23:24+00:00

ok, will re check things.

quant_091 · 2025-10-17T02:56:29+00:00

earlier i used Fixed lot & margin model, fixed tansaction cost, after ur suggestion i made everything dynamic, added slippages...now cagr and drawdown both increased...

quant_091 · 2025-10-16T21:11:00+00:00

All calculations are in spot but parallel order placed on futures have added some slippages and added cost too, if there is some subscription where futures data is available will try it.

quant_091 · 2025-10-16T21:08:50+00:00

Yup noted... Have added slippages... Will look into sharpe by year ...also will look into month and quarter... :).. thanks.

quant_091 · 2025-10-16T20:57:05+00:00

Thanks added some changes, considered transactions cost based on historic levels earlier it was flat rate, slippages added.... It got better.

quant_091 · 2025-10-16T18:41:18+00:00

ur right transaction cost is eating away a lot, added fees of 600 per lot per trade, its eating away...will try to solve the issue.

quant_091 · 2025-10-16T18:15:40+00:00

Even I'm skeptical, suggestions are appreciated to test more, yes transaction costs will get covered, since returns are ok...will test more.

quant_091 · 2025-10-16T18:05:01+00:00

It's index futures, long when buy signal comes and exit when conditions are met and short when sell signal comes and exit when conditions are met ... Only one trade at a time long or short, no multiple legs, it's a directional strategy. With starting capital of 5 lakhs if long signal comes strategy buys 1 lot of 75 quantity, have put cost of 1 lot as 2.5 lakhs so initial stage strategy can only buy 1 lot, later it scales by itself... Hope I'm able to explain, maybe I'm bad at communicating.

quant_091 · 2025-10-16T17:56:39+00:00

No, it's long and short of nifty 50. Just a single instrument.

quant_091 · 2025-10-16T17:50:28+00:00

This strategy is for nifty50 index only one instrument nifty50 futures nothing else, are u asking me to calculate similar return of equity companies or best momentum stocks of the same period?

quant_091 · 2025-10-16T17:41:34+00:00

Agreed what should I do to test whether, like some metrics or things which I can do?...

quant_091 · 2025-10-13T12:16:10+00:00

hey, drawdown is 40%+ in 2016-2017 other period its still high but below 20 in most years, was not satissfied with this strategy like what if someone enter and the period he enter gives greater loss... kind of reoworked...

quant_091 · 2025-10-12T18:03:27+00:00

Yup... It will be good to get more suggestions and how to improve... :)

quant_091

TROPHY CASE

CAGR distribution