MSA Indicator on Bank Nifty : Intraday

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Since 30th September 2022 through to 13th October 2022 (14 days), the MSA Indicator was able to capture SIX over-sold points (where buying emerges) and SIX over-bought points (where selling emerges) as highlighted in the chart. This Long-Short strategy on India's Bank Nifty Index generated 6216 points amounting to 51.8% return (6216*25=155400; on a approximate investment of INR 3,00,000/-). It was assumed that on every opportunity encircled, one lot of 25 Bank Nifty was traded (maximum two lots of Bank Nifty futures were traded during this period).

However, during this period of 14 days, the Bank Nifty moved from 38681 (30th September at 12:15 pm) to 38545 (13th October @ 11:45 am).
To capture such forthcoming profitable move in future, you may subscribe the MSA Indicator

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ملاحظة

MSA Indicator is based on the Market Statistical Arbitrage Model ( MSA Model) that is developed from a group of quantitative algorithmic investment strategies aimed at exploiting the relative price moment over varying time frame. The MSA Model generate robust indicators, are based on the well-established financial principles of mean reversal and divergence in trends. The MSA model has enough leverage and adaptability for all segments of Financial Market (Equity, Indices, Forex, Commodity, Cryptos) and various category of investors based on their individual risk-taking capability and profile.

The SA Value generated through the MSA Model developed by in-house research team of a family of well-established Professionals from the field of Financial Markets, Science, Engineering and IT Applications at InvestSystemic.

The MSA Model indicators suggests over bought and over sold conditions of the market. The SA Value ranges from POSITIVE (over bought, if above 17.50) to NEGATIVE (over sold, if below -17.50).