Overview

Creates a stock basket of un-correlated stocks that can go up on a weekly timeframe.

The selection methodology utilizes Principal Component Analysis (PCA) to construct a diversified portfolio. PCA is applied to the historical returns of the top 100 stocks, with filtering to avoid issues with infinite values. This analysis identifies the principal components, and the five stocks that contribute most to these components are selected. The rationale behind this approach is that PCA helps create a diversified portfolio by capturing the variance in the data, thereby reducing exposure to common risks.

Backtested Results

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Backtesting results are based on past data. Historical data does not guarantee future results.

Key Parameters

Drawdown

Risk : Reward

Frequency of trade

Risk

This algo is managed by...

Stratzy

INH000009180 SEBI registered algo provider

Algos in market24

Active since5 Years

Deployed by12.5K users

Stratzy is a place where you can get tailored guidance for your portfolio to help you make the right investments. Gain access to battle tested algos, automation of your investments and insights about the market, right in the palm of your hand. Your wealth generation begins here.

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Frequently Asked Questions

How does the Algo work?

The Algo uses Principal Component Analysis (PCA) on the historical returns of the top 100 stocks to select 5 stocks that best capture market variance, aiming to build a well-diversified, risk-aware portfolio.

What is the amount I can start with?

How frequently does the Algo execute trades?

What is DDPI?

What is SIP?

Diversified Stocks

Overview

Backtesting results are based on past data. Historical data does not guarantee future results.