V6 Adaptive Trading
Updated: 2026-07-13 08:39:07 · Regime: BEAR · 0% Mom + 30% MR
Targets based on 25-year backtest CAGR. Profits compound — realized P&L adds to cash for next trades.
Equity Curve
Open Positions (1)
| Engine | Stock | Sentiment | Sector | Entry Date | Entry | Now | 1D | Peak | P&L | P&L ₹ | Days | Shares | Invested | Value |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MR | TITAN | ● +0.0 | Consumer Durables | 2026-06-30 | ₹4,277.50 | ₹4,584.40 | +0 | ₹4,663.40 | +7.17% | +10,742 | 13d | 35 | ₹149,712 | ₹160,454 |
Trade Stats
Recent Activity
| Date | Action | Stock | Price | Shares | Reason | P&L |
|---|---|---|---|---|---|---|
| 2026-06-30 | BUY | TITAN | ₹4277.5 | 35 | RSI=0.00 | |
| 2026-06-16 | SELL | PETRONET | ₹286.25 | 376 | MAX_HOLD_DAYS | 5.2% |
| 2026-06-10 | SELL | BAJAJ-AUTO | ₹10230.0 | 2 | MAX_HOLD_DAYS | -2.9% |
| 2026-06-10 | SELL | SUNPHARMA | ₹1775.0 | 26 | MAX_HOLD_DAYS | -3.0% |
| 2026-06-01 | BUY | PETRONET | ₹272.0 | 376 | RSI=0.00 | |
| 2026-05-29 | SELL | POWERGRID | ₹301.0 | 166 | MAX_HOLD_DAYS | -1.1% |
| 2026-05-26 | BUY | BAJAJ-AUTO | ₹10530.0 | 2 | RSI=0.00 | |
| 2026-05-26 | BUY | SUNPHARMA | ₹1830.0 | 26 | RSI=0.00 | |
| 2026-05-19 | SELL | UNITDSPR | ₹1316.5 | 28 | max_hold_days | 2.5% |
| 2026-05-19 | SELL | TITAN | ₹4159.5 | 7 | max_hold_days | -3.58% |
| 2026-05-19 | SELL | RELIANCE | ₹1340.2 | 26 | stop_loss | -6.0% |
| 2026-05-13 | BUY | POWERGRID | ₹304.25 | 166 | RSI=0.00 | |
| 2026-05-12 | SELL | TATACONSUM | ₹1269.7 | 31 | profit_target | 9.93% |
| 2026-05-08 | BUY | UNITDSPR | ₹1285.0 | 28 | RSI=0.00 | |
| 2026-05-08 | BUY | TATACONSUM | ₹1155.0 | 31 | RSI=0.00 | |
| 2026-05-08 | BUY | TITAN | ₹4314.0 | 7 | RSI=0.00 | |
| 2026-05-08 | BUY | RELIANCE | ₹1426.0 | 26 | RSI=0.00 |
📖 Dashboard Metrics & Charges
Metric Definitions
Total Equity — Cash + current value of all open positions
Portfolio P&L — Total Equity − ₹500,000 initial capital. Includes unrealized + realized − all costs
Today's P&L — Change in equity since previous trading day
Drawdown — How far equity has fallen from its peak (0% = at all-time high)
Cash — Available for trading. Charges already deducted from this
Unrealized P&L — Paper profit/loss on positions still held (not yet sold)
Realized P&L — Gross profit from closed trades (before deducting charges)
Peak Equity — Highest total equity ever reached
Closed Trades — Number of completed round-trip trades
Trading Charges — Total STT + Exchange + SEBI + Stamp + GST + DP across all trades
Est. STCG (20%) — Estimated tax on net realized gains after charges (informational, not deducted from equity)
Net Realized P&L — Realized P&L − Charges. Actual profit from completed trades
Key Relationships
Portfolio P&L = Total Equity − ₹500,000
Net Realized P&L = Realized P&L − Trading Charges
Total Equity = ₹500,000 + Portfolio P&L
Charges (per trade)
STT — 0.1% on both buy and sell (equity delivery)
Brokerage — ₹0 (models Groww/Zerodha equity delivery)
Exchange — 0.00325% NSE transaction charges
SEBI — 0.0001% regulatory turnover fee
Stamp Duty — 0.015% on buy value only
DP Charges — ₹14.75 flat on sell only
GST — 18% on Exchange + SEBI + DP charges
STCG — 20% on net realized profit after charges (estimated, not deducted)
Position Table
Invested — Entry price × shares (what you paid)
Value — Current price × shares (what it's worth now)
Win Rate — % of closed trades that were profitable
Profit Factor — Total gains ÷ total losses (>1 = profitable)
V6 Strategy Reference
Regime Detection
BULL — Nifty > 200 SMA AND Breadth > 60%
CHOPPY — Nifty > 200 SMA AND Breadth < 60%
BEAR — Nifty < 200 SMA
Capital Allocation
BULL — 65% Momentum + 30% MR + 5% Cash
CHOPPY — 36% Momentum + 55% MR + 9% Cash
BEAR — 0% Momentum + 30% MR + 70% Cash
Momentum Engine
Selection — Top 8 by 12-month return (skip last 21d)
Rebalance — Every 21 trading days
Trailing Stop — 12% from peak price
Trend Break — Exit if close < 50-day SMA
Max Hold — 42 days (2 rebalance cycles)
Safety
Kill Switch — Nifty drops 5% in 3 days = pause 5 days
Mean Reversion Engine
Entry — RSI(2) < 3 and above 200 SMA
Profit Target — +10% from entry
Stop Loss — -10% from entry
Trailing Stop — Activates at +5%, triggers at -3% from peak
Time Exit — 15 days (+3d if momentum > 1%)
Max Positions — 8 MR + 8 Momentum
Sector Cap — Max 3 stocks per NSE sector (shared across both engines)
Cooldown — 10 days per stock after exit
Universe — 179 stocks (Nifty 200 + legacy + 5 curated)
Liquidity — Avg daily turnover > ₹5 crore required
Backtest — 25yr CAGR: 14.76% | MaxDD: 35.8% | PF: 1.58 | WR: 48.5%
Walk-Forward Validation (5 windows, 8yr train → 5yr test)
| Window | CAGR | MaxDD | PF | WR | Final Eq |
|---|---|---|---|---|---|
| 2008-2012 (GFC) | -4.2% | 31.3% | 0.94 | 42.3% | 8.07L |
| 2011-2015 | +8.0% | 24.3% | 1.54 | 46.1% | 14.68L |
| 2014-2018 | +14.8% | 20.8% | 1.54 | 44.3% | 19.97L |
| 2017-2021 (COVID) | +25.9% | 12.7% | 1.82 | 46.4% | 31.56L |
| 2020-2026 | +20.5% | 22.2% | 1.87 | 46.3% | 32.43L |
| Mean (excl GFC) | +17.3% | 20.0% | 1.69 | 45.8% | 24.66L |
4/5 windows profitable. GFC loss -4.2% vs Nifty -50%+. Strategy improves in recent windows. PF CoV: 0.21.
V5 vs V6 Comparison
| Metric | V5 (MR) | V6 (Dual) |
|---|---|---|
| 25yr CAGR | 6.09% | 14.76% |
| Walk-fwd CAGR | 6.4% | 17.3% |
| Walk-fwd PF | 1.33 | 1.69 |
| MaxDD | 31.4% | 35.8% |
V6 Adaptive Dual Strategy · Paper Trading