SH's 315 Strategy - how to make it more comfortable and profitable!!

[Tradewithhunter]

Can someone provide me the values of 3 EMA and 15 EMA for the last 5-10 years (nifty futures or spot doesnt matter).

I have a crazy idea in mind...let me see the file and I will share it with all ...


Cheers
SH

 

[achopraa]

@SH,

Attached is the files with data for past several years.
Hope it helps.

Thanks,
AC

 

[rkkarnani]

Can someone provide me the values of 3 EMA and 15 EMA for the last 5-10 years (nifty futures or spot doesnt matter).

I have a crazy idea in mind...let me see the file and I will share it with all ...


Cheers
SH

Here is a link to a file for Nifty Futures data from inception with OHLC and 3 and 15 EMA values!!

http://tinyurl.com/7yv8jff

 

[Tradewithhunter]

@SH,

Attached is the files with data for past several years.
Hope it helps.

Thanks,
AC

Thanks, now need someone expert on Excel to help.

I was wondering what would be the results if our trades were based on only 3 EMA i.e

1. two consecutive upmove by 3 EMA generates a buy
2. Reverse when 2 consecutive downmoves my 3 EMA ...


will be interesting to see some results...

Cheers
SH

 

[achopraa]

Thanks, now need someone expert on Excel to help.

I was wondering what would be the results if our trades were based on only 3 EMA i.e

1. two consecutive upmove by 3 EMA generates a buy
2. Reverse when 2 consecutive downmoves my 3 EMA ...


will be interesting to see some results...

Cheers
SH

Wait for the results by 9PM
I have already incorporated the second part in my file that I follow.

Actually, Let me know the rules.
Two consecutive UP = BUY, what happens if it goes down next?
Two consecutive DOWN = SELL, what happens if it goes Up next?
Whats the entry/exit criteria?

 

[NTrader42]

Thanks, now need someone expert on Excel to help.

I was wondering what would be the results if our trades were based on only 3 EMA i.e

1. two consecutive upmove by 3 EMA generates a buy
2. Reverse when 2 consecutive downmoves my 3 EMA ...


will be interesting to see some results...

Cheers
SH

Hello

Trades as per only ema3, 2 ups => Buy, 2 downs => short,

394 trades, for 1965 points, win/loss is 154/240, cost not taken into account, so over all -ve results.

for comparison only the e3/e15 cross gives 217 trades for 5425 points,

Ticker	Trade	Date	Price	Ex. date	Ex. Price	% chg	Profit	% Profit	Contracts	Position value	Cum. Profit	# bars	Profit/bar	MAE	MFE	Scale In/Out	
NIFTY-I	Long	06/20/2000	1523	06/27/2000	1465	-3.81%	-58.00	-3.81%	1	1523.00	-58.00	6	-9.67	-5.19%	0.00%	0/0
NIFTY-I	Short	06/27/2000	1465	06/30/2000	1487	1.50%	-22.00	-1.50%	1	1465.00	-80.00	4	-5.50	-2.38%	0.68%	0/0
NIFTY-I	Long	06/30/2000	1487	07/17/2000	1513.5	1.78%	26.50	1.78%	1	1487.00	-53.50	8	3.31	-0.47%	5.18%	0/0
NIFTY-I	Short	07/17/2000	1513.5	08/10/2000	1367	-9.68%	146.50	9.68%	1	1513.50	93.00	12	12.21	0.00%	15.43%	0/0
NIFTY-I	Long	08/10/2000	1367	08/14/2000	1325	-3.07%	-42.00	-3.07%	1	1367.00	51.00	3	-14.00	-3.80%	0.21%	0/0
NIFTY-I	Short	08/14/2000	1325	08/18/2000	1353	2.11%	-28.00	-2.11%	1	1325.00	23.00	4	-7.00	-3.32%	1.51%	0/0
NIFTY-I	Long	08/18/2000	1353	08/30/2000	1372	1.40%	19.00	1.40%	1	1353.00	42.00	9	2.11	-2.07%	3.10%	0/0
NIFTY-I	Short	08/30/2000	1372	09/11/2000	1458	6.27%	-86.00	-6.27%	1	1372.00	-44.00	3	-28.67	-6.27%	0.13%	0/0
NIFTY-I	Long	09/11/2000	1458	09/19/2000	1340	-8.09%	-118.00	-8.09%	1	1458.00	-162.00	7	-16.86	-8.09%	1.51%	0/0
NIFTY-I	Short	09/19/2000	1340	10/04/2000	1290.05	-3.73%	49.95	3.73%	1	1340.00	-112.05	11	4.54	-2.46%	7.09%	0/0
NIFTY-I	Long	10/04/2000	1290.05	10/09/2000	1288	-0.16%	-2.05	-0.16%	1	1290.05	-114.10	4	-0.51	-1.32%	2.71%	0/0
NIFTY-I	Short	10/09/2000	1288	10/26/2000	1195	-7.22%	93.00	7.22%	1	1288.00	-21.10	14	6.64	0.00%	16.30%	0/0
NIFTY-I	Long	10/26/2000	1195	11/14/2000	1219	2.01%	24.00	2.01%	1	1195.00	2.90	14	1.71	-2.91%	7.11%	0/0
NIFTY-I	Short	11/14/2000	1219	11/16/2000	1266	3.86%	-47.00	-3.86%	1	1219.00	-44.10	3	-15.67	-4.43%	0.12%	0/0
NIFTY-I	Long	11/16/2000	1266	11/20/2000	1237	-2.29%	-29.00	-2.29%	1	1266.00	-73.10	3	-9.67	-3.48%	0.00%	0/0
NIFTY-I	Short	11/20/2000	1237	11/28/2000	1251.6	1.18%	-14.60	-1.18%	1	1237.00	-87.70	7	-2.09	-1.58%	1.78%	0/0
NIFTY-I	Long	11/28/2000	1251.6	12/19/2000	1320	5.47%	68.40	5.47%	1	1251.60	-19.30	16	4.28	-5.64%	9.13%	0/0
NIFTY-I	Short	12/19/2000	1320	01/01/2001	1266	-4.09%	54.00	4.09%	1	1320.00	34.70	9	6.00	-0.45%	8.33%	0/0
NIFTY-I	Long	01/01/2001	1266	01/12/2001	1290	1.90%	24.00	1.90%	1	1266.00	58.70	10	2.40	-2.05%	5.39%	0/0
NIFTY-I	Short	01/12/2001	1290	01/18/2001	1302	0.93%	-12.00	-0.93%	1	1290.00	46.70	5	-2.40	-1.71%	0.84%	0/0
NIFTY-I	Long	01/18/2001	1302	02/15/2001	1399.1	7.46%	97.10	7.46%	1	1302.00	143.80	20	4.85	-0.31%	9.02%	0/0
NIFTY-I	Short	02/15/2001	1399.1	03/02/2001	1372.1	-1.93%	27.00	1.93%	1	1399.10	170.80	12	2.25	-1.85%	7.58%	0/0
NIFTY-I	Long	03/02/2001	1372.1	03/07/2001	1302.05	-5.11%	-70.05	-5.11%	1	1372.10	100.75	3	-23.35	-7.66%	1.45%	0/0
NIFTY-I	Short	03/07/2001	1302.05	03/29/2001	1190	-8.61%	112.05	8.61%	1	1302.05	212.80	17	6.59	-0.99%	19.28%	0/0
NIFTY-I	Long	03/29/2001	1190	04/03/2001	1118	-6.05%	-72.00	-6.05%	1	1190.00	140.80	4	-18.00	-7.47%	0.84%	0/0
NIFTY-I	Short	04/03/2001	1118	04/19/2001	1104	-1.25%	14.00	1.25%	1	1118.00	154.80	11	1.27	-1.83%	9.92%	0/0
NIFTY-I	Long	04/19/2001	1104	04/30/2001	1109.9	0.53%	5.90	0.53%	1	1104.00	160.70	8	0.74	-1.63%	4.98%	0/0
NIFTY-I	Short	04/30/2001	1109.9	05/08/2001	1130	1.81%	-20.10	-1.81%	1	1109.90	140.60	6	-3.35	-2.63%	0.89%	0/0
NIFTY-I	Long	05/08/2001	1130	05/14/2001	1120.05	-0.88%	-9.95	-0.88%	1	1130.00	130.65	5	-1.99	-0.97%	1.67%	0/0
NIFTY-I	Short	05/14/2001	1120.05	05/18/2001	1152	2.85%	-31.95	-2.85%	1	1120.05	98.70	5	-6.39	-3.21%	1.79%	0/0
NIFTY-I	Long	05/18/2001	1152	06/01/2001	1152	0.00%	0.00	0.00%	1	1152.00	98.70	11	0.00	-1.19%	3.56%	0/0
NIFTY-I	Short	06/01/2001	1152	06/12/2001	1125	-2.34%	27.00	2.34%	1	1152.00	125.70	8	3.38	-0.15%	4.42%	0/0
NIFTY-I	Long	06/12/2001	1125	06/18/2001	1088	-3.29%	-37.00	-3.29%	1	1125.00	88.70	5	-7.40	-3.29%	0.49%	0/0
NIFTY-I	Short	06/18/2001	1088	06/28/2001	1100	1.10%	-12.00	-1.10%	1	1088.00	76.70	9	-1.33	-1.10%	2.29%	0/0
NIFTY-I	Long	06/28/2001	1100	07/05/2001	1075	-2.27%	-25.00	-2.27%	1	1100.00	51.70	6	-4.17	-3.18%	1.55%	0/0
NIFTY-I	Short	07/05/2001	1075	07/12/2001	1084	0.84%	-9.00	-0.84%	1	1075.00	42.70	6	-1.50	-0.84%	1.76%	0/0
NIFTY-I	Long	07/12/2001	1084	07/20/2001	1093.9	0.91%	9.90	0.91%	1	1084.00	52.60	7	1.41	-0.09%	2.86%	0/0
NIFTY-I	Short	07/20/2001	1093.9	08/01/2001	1072	-2.00%	21.90	2.00%	1	1093.90	74.50	9	2.43	0.00%	3.69%	0/0
NIFTY-I	Long	08/01/2001	1072	08/09/2001	1062	-0.93%	-10.00	-0.93%	1	1072.00	64.50	7	-1.43	-1.21%	0.47%	0/0
NIFTY-I	Short	08/09/2001	1062	08/17/2001	1078	1.51%	-16.00	-1.51%	1	1062.00	48.50	6	-2.67	-1.67%	0.18%	0/0
NIFTY-I	Long	08/17/2001	1078	08/21/2001	1068.1	-0.92%	-9.90	-0.92%	1	1078.00	38.60	3	-3.30	-1.20%	0.13%	0/0
NIFTY-I	Short	08/21/2001	1068.1	08/27/2001	1072.25	0.39%	-4.15	-0.39%	1	1068.10	34.45	4	-1.04	-0.39%	0.19%	0/0
NIFTY-I	Long	08/27/2001	1072.25	08/30/2001	1067.9	-0.41%	-4.35	-0.41%	1	1072.25	30.10	4	-1.09	-0.41%	0.30%	0/0
NIFTY-I	Short	08/30/2001	1067.9	09/28/2001	896.4	-16.06%	171.50	16.06%	1	1067.90	201.60	22	7.80	-0.26%	20.29%	0/0
NIFTY-I	Long	09/28/2001	896.4	10/31/2001	948.15	5.77%	51.75	5.77%	1	896.40	253.35	22	2.35	-1.61%	10.89%	0/0
NIFTY-I	Short	10/31/2001	948.15	11/05/2001	978	3.15%	-29.85	-3.15%	1	948.15	223.50	4	-7.46	-5.16%	0.28%	0/0
NIFTY-I	Long	11/05/2001	978	12/03/2001	1055	7.87%	77.00	7.87%	1	978.00	300.50	19	4.05	-0.71%	11.94%	0/0
NIFTY-I	Short	12/03/2001	1055	12/06/2001	1114.5	5.64%	-59.50	-5.64%	1	1055.00	241.00	4	-14.88	-5.64%	0.14%	0/0
NIFTY-I	Long	12/06/2001	1114.5	12/18/2001	1088	-2.38%	-26.50	-2.38%	1	1114.50	214.50	8	-3.31	-4.34%	0.85%	0/0
NIFTY-I	Short	12/18/2001	1088	01/01/2002	1062	-2.39%	26.00	2.39%	1	1088.00	240.50	10	2.60	-0.65%	6.57%	0/0
NIFTY-I	Long	01/01/2002	1062	01/11/2002	1089	2.54%	27.00	2.54%	1	1062.00	267.50	9	3.00	-1.51%	5.15%	0/0
NIFTY-I	Short	01/11/2002	1089	02/04/2002	1085	-0.37%	4.00	0.37%	1	1089.00	271.50	17	0.24	-2.66%	2.55%	0/0
NIFTY-I	Long	02/04/2002	1085	02/06/2002	1080	-0.46%	-5.00	-0.46%	1	1085.00	266.50	3	-1.67	-1.33%	0.00%	0/0
NIFTY-I	Short	02/06/2002	1080	02/08/2002	1109	2.69%	-29.00	-2.69%	1	1080.00	237.50	3	-9.67	-4.25%	0.37%	0/0
NIFTY-I	Long	02/08/2002	1109	02/21/2002	1147.6	3.48%	38.60	3.48%	1	1109.00	276.10	10	3.86	-0.36%	4.95%	0/0
NIFTY-I	Short	02/21/2002	1147.6	02/26/2002	1159	0.99%	-11.40	-0.99%	1	1147.60	264.70	4	-2.85	-1.03%	0.78%	0/0
NIFTY-I	Long	02/26/2002	1159	03/13/2002	1147.1	-1.03%	-11.90	-1.03%	1	1159.00	252.80	12	-0.99	-2.58%	3.62%	0/0
NIFTY-I	Short	03/13/2002	1147.1	03/19/2002	1170	2.00%	-22.90	-2.00%	1	1147.10	229.90	5	-4.58	-2.87%	0.00%	0/0
NIFTY-I	Long	03/19/2002	1170	03/21/2002	1160.15	-0.84%	-9.85	-0.84%	1	1170.00	220.05	3	-3.28	-1.24%	0.09%	0/0
NIFTY-I	Short	03/21/2002	1160.15	04/03/2002	1134	-2.25%	26.15	2.25%	1	1160.15	246.20	8	3.27	0.00%	2.77%	0/0
NIFTY-I	Long	04/03/2002	1134	04/10/2002	1134	0.00%	0.00	0.00%	1	1134.00	246.20	6	0.00	-0.70%	1.14%	0/0
NIFTY-I	Short	04/10/2002	1134	04/12/2002	1140.55	0.58%	-6.55	-0.58%	1	1134.00	239.65	3	-2.18	-1.39%	0.35%	0/0
NIFTY-I	Long	04/12/2002	1140.55	04/17/2002	1129.1	-1.00%	-11.45	-1.00%	1	1140.55	228.20	4	-2.86	-1.36%	1.26%	0/0
NIFTY-I	Short	04/17/2002	1129.1	05/03/2002	1097.95	-2.76%	31.15	2.76%	1	1129.10	259.35	12	2.60	-0.79%	3.99%	0/0
NIFTY-I	Long	05/03/2002	1097.95	05/16/2002	1108	0.92%	10.05	0.92%	1	1097.95	269.40	10	1.00	-0.29%	3.82%	0/0
NIFTY-I	Short	05/16/2002	1108	05/28/2002	1052.05	-5.05%	55.95	5.05%	1	1108.00	325.35	9	6.22	-0.35%	7.13%	0/0
NIFTY-I	Long	05/28/2002	1052.05	05/30/2002	1041	-1.05%	-11.05	-1.05%	1	1052.05	314.30	3	-3.68	-2.03%	0.19%	0/0
NIFTY-I	Short	05/30/2002	1041	06/05/2002	1053.5	1.20%	-12.50	-1.20%	1	1041.00	301.80	5	-2.50	-1.20%	1.31%	0/0
NIFTY-I	Long	06/05/2002	1053.5	06/20/2002	1058.65	0.49%	5.15	0.49%	1	1053.50	306.95	12	0.43	-0.70%	3.99%	0/0
NIFTY-I	Short	06/20/2002	1058.65	07/02/2002	1071	1.17%	-12.35	-1.17%	1	1058.65	294.60	9	-1.37	-1.45%	1.28%	0/0
NIFTY-I	Long	07/02/2002	1071	07/12/2002	1061	-0.93%	-10.00	-0.93%	1	1071.00	284.60	9	-1.11	-1.07%	1.20%	0/0
NIFTY-I	Short	07/12/2002	1061	08/07/2002	973.2	-8.28%	87.80	8.28%	1	1061.00	372.40	18	4.88	-0.46%	10.83%	0/0
NIFTY-I	Long	08/07/2002	973.2	08/29/2002	982	0.90%	8.80	0.90%	1	973.20	381.20	16	0.55	-2.37%	2.81%	0/0
NIFTY-I	Short	08/29/2002	982	09/03/2002	1008.9	2.74%	-26.90	-2.74%	1	982.00	354.30	4	-6.72	-3.77%	0.15%	0/0
NIFTY-I	Long	09/03/2002	1008.9	09/11/2002	987.6	-2.11%	-21.30	-2.11%	1	1008.90	333.00	6	-3.55	-2.96%	0.06%	0/0
NIFTY-I	Short	09/11/2002	987.6	09/13/2002	993	0.55%	-5.40	-0.55%	1	987.60	327.60	3	-1.80	-0.79%	0.05%	0/0
NIFTY-I	Long	09/13/2002	993	09/17/2002	982.5	-1.06%	-10.50	-1.06%	1	993.00	317.10	3	-3.50	-1.50%	0.00%	0/0
NIFTY-I	Short	09/17/2002	982.5	09/27/2002	971	-1.17%	11.50	1.17%	1	982.50	328.60	9	1.28	-0.85%	2.54%	0/0
NIFTY-I	Long	09/27/2002	971	10/03/2002	956.05	-1.54%	-14.95	-1.54%	1	971.00	313.65	4	-3.74	-2.11%	0.61%	0/0
NIFTY-I	Short	10/03/2002	956.05	10/09/2002	965.9	1.03%	-9.85	-1.03%	1	956.05	303.80	5	-1.97	-1.03%	1.10%	0/0
NIFTY-I	Long	10/09/2002	965.9	10/22/2002	970.95	0.52%	5.05	0.52%	1	965.90	308.85	9	0.56	-1.95%	1.46%	0/0
NIFTY-I	Short	10/22/2002	970.95	10/31/2002	939.75	-3.21%	31.20	3.21%	1	970.95	340.05	8	3.90	-0.06%	4.73%	0/0
NIFTY-I	Long	10/31/2002	939.75	11/12/2002	953.8	1.50%	14.05	1.50%	1	939.75	354.10	8	1.76	-0.02%	3.22%	0/0
NIFTY-I	Short	11/12/2002	953.8	11/14/2002	962.1	0.87%	-8.30	-0.87%	1	953.80	345.80	3	-2.77	-1.07%	0.28%	0/0
NIFTY-I	Long	11/14/2002	962.1	12/18/2002	1072	11.42%	109.90	11.42%	1	962.10	455.70	24	4.58	-0.21%	13.81%	0/0
NIFTY-I	Short	12/18/2002	1072	12/23/2002	1077.5	0.51%	-5.50	-0.51%	1	1072.00	450.20	4	-1.38	-0.92%	0.52%	0/0
NIFTY-I	Long	12/23/2002	1077.5	01/01/2003	1092.5	1.39%	15.00	1.39%	1	1077.50	465.20	7	2.14	-0.73%	2.35%	0/0
NIFTY-I	Short	01/01/2003	1092.5	01/10/2003	1104	1.05%	-11.50	-1.05%	1	1092.50	453.70	8	-1.44	-1.33%	1.28%	0/0
NIFTY-I	Long	01/10/2003	1104	01/14/2003	1079	-2.26%	-25.00	-2.26%	1	1104.00	428.70	3	-8.33	-2.50%	0.45%	0/0
NIFTY-I	Short	01/14/2003	1079	01/17/2003	1086.1	0.66%	-7.10	-0.66%	1	1079.00	421.60	4	-1.77	-1.02%	0.09%	0/0
NIFTY-I	Long	01/17/2003	1086.1	01/22/2003	1078.9	-0.66%	-7.20	-0.66%	1	1086.10	414.40	4	-1.80	-1.07%	0.45%	0/0
NIFTY-I	Short	01/22/2003	1078.9	02/04/2003	1059	-1.84%	19.90	1.84%	1	1078.90	434.30	10	1.99	-0.47%	4.30%	0/0
NIFTY-I	Long	02/04/2003	1059	02/12/2003	1050	-0.85%	-9.00	-0.85%	1	1059.00	425.30	7	-1.29	-1.50%	0.70%	0/0
NIFTY-I	Short	02/12/2003	1050	02/19/2003	1065.95	1.52%	-15.95	-1.52%	1	1050.00	409.35	5	-3.19	-1.61%	1.08%	0/0
NIFTY-I	Long	02/19/2003	1065.95	02/27/2003	1048.2	-1.67%	-17.75	-1.67%	1	1065.95	391.60	7	-2.54	-1.67%	1.02%	0/0
NIFTY-I	Short	02/27/2003	1048.2	03/04/2003	1061.1	1.23%	-12.90	-1.23%	1	1048.20	378.70	4	-3.22	-2.55%	0.16%	0/0
NIFTY-I	Long	03/04/2003	1061.1	03/06/2003	1046.5	-1.38%	-14.60	-1.38%	1	1061.10	364.10	3	-4.87	-2.25%	0.11%	0/0
NIFTY-I	Short	03/06/2003	1046.5	03/21/2003	1022.9	-2.26%	23.60	2.26%	1	1046.50	387.70	10	2.36	-0.05%	5.81%	0/0
NIFTY-I	Long	03/21/2003	1022.9	03/26/2003	1014	-0.87%	-8.90	-0.87%	1	1022.90	378.80	5	-1.78	-2.23%	1.52%	0/0
NIFTY-I	Short	03/26/2003	1014	04/04/2003	1008	-0.59%	6.00	0.59%	1	1014.00	384.80	8	0.75	-0.64%	3.85%	0/0
NIFTY-I	Long	04/04/2003	1008	04/10/2003	1005	-0.30%	-3.00	-0.30%	1	1008.00	381.80	5	-0.60	-0.58%	2.25%	0/0
NIFTY-I	Short	04/10/2003	1005	05/06/2003	945	-5.97%	60.00	5.97%	1	1005.00	441.80	16	3.75	0.00%	8.36%	0/0
NIFTY-I	Long	05/06/2003	945	05/12/2003	936.5	-0.90%	-8.50	-0.90%	1	945.00	433.30	5	-1.70	-1.37%	0.78%	0/0
NIFTY-I	Short	05/12/2003	936.5	05/15/2003	951.9	1.64%	-15.40	-1.64%	1	936.50	417.90	4	-3.85	-1.81%	0.47%	0/0
NIFTY-I	Long	05/15/2003	951.9	05/23/2003	965	1.38%	13.10	1.38%	1	951.90	431.00	7	1.87	-0.06%	2.74%	0/0
NIFTY-I	Short	05/23/2003	965	05/27/2003	985.1	2.08%	-20.10	-2.08%	1	965.00	410.90	3	-6.70	-2.20%	0.21%	0/0
NIFTY-I	Long	05/27/2003	985.1	07/21/2003	1146.5	16.38%	161.40	16.38%	1	985.10	572.30	40	4.03	-1.42%	19.61%	0/0
NIFTY-I	Short	07/21/2003	1146.5	07/28/2003	1166.9	1.78%	-20.40	-1.78%	1	1146.50	551.90	6	-3.40	-1.78%	3.49%	0/0
NIFTY-I	Long	07/28/2003	1166.9	08/07/2003	1168.5	0.14%	1.60	0.14%	1	1166.90	553.50	9	0.18	-1.23%	3.39%	0/0
NIFTY-I	Short	08/07/2003	1168.5	08/11/2003	1205	3.12%	-36.50	-3.12%	1	1168.50	517.00	3	-12.17	-4.36%	0.51%	0/0
NIFTY-I	Long	08/11/2003	1205	09/16/2003	1334.15	10.72%	129.15	10.72%	1	1205.00	646.15	26	4.97	-0.17%	18.91%	0/0
NIFTY-I	Short	09/16/2003	1334.15	09/25/2003	1363.35	2.19%	-29.20	-2.19%	1	1334.15	616.95	8	-3.65	-3.66%	3.75%	0/0
NIFTY-I	Long	09/25/2003	1363.35	10/22/2003	1518.85	11.41%	155.50	11.41%	1	1363.35	772.45	19	8.18	-0.54%	15.44%	0/0
NIFTY-I	Short	10/22/2003	1518.85	10/27/2003	1526.9	0.53%	-8.05	-0.53%	1	1518.85	764.40	5	-1.61	-0.73%	4.04%	0/0
NIFTY-I	Long	10/27/2003	1526.9	10/29/2003	1491.9	-2.29%	-35.00	-2.29%	1	1526.90	729.40	3	-11.67	-3.73%	0.07%	0/0
NIFTY-I	Short	10/29/2003	1491.9	10/31/2003	1528.7	2.47%	-36.80	-2.47%	1	1491.90	692.60	3	-12.27	-2.47%	0.92%	0/0
NIFTY-I	Long	10/31/2003	1528.7	11/15/2003	1551.15	1.47%	22.45	1.47%	1	1528.70	715.05	12	1.87	-0.37%	6.61%	0/0
NIFTY-I	Short	11/15/2003	1551.15	11/28/2003	1601.5	3.25%	-50.35	-3.25%	1	1551.15	664.70	10	-5.03	-3.25%	2.36%	0/0
NIFTY-I	Long	11/28/2003	1601.5	12/09/2003	1658	3.53%	56.50	3.53%	1	1601.50	721.20	8	7.06	-0.22%	5.32%	0/0
NIFTY-I	Short	12/09/2003	1658	12/11/2003	1689	1.87%	-31.00	-1.87%	1	1658.00	690.20	3	-10.33	-2.32%	0.00%	0/0
NIFTY-I	Long	12/11/2003	1689	01/08/2004	1934.4	14.53%	245.40	14.53%	1	1689.00	935.60	20	12.27	-0.83%	16.62%	0/0
NIFTY-I	Short	01/08/2004	1934.4	01/12/2004	1978	2.25%	-43.60	-2.25%	1	1934.40	892.00	3	-14.53	-4.88%	0.12%	0/0
NIFTY-I	Long	01/12/2004	1978	01/19/2004	1915	-3.19%	-63.00	-3.19%	1	1978.00	829.00	6	-10.50	-3.78%	1.18%	0/0
NIFTY-I	Short	01/19/2004	1915	01/28/2004	1903	-0.63%	12.00	0.63%	1	1915.00	841.00	7	1.71	-2.35%	7.45%	0/0
NIFTY-I	Long	01/28/2004	1903	01/30/2004	1860	-2.26%	-43.00	-2.26%	1	1903.00	798.00	3	-14.33	-3.68%	1.16%	0/0
NIFTY-I	Short	01/30/2004	1860	02/10/2004	1887	1.45%	-27.00	-1.45%	1	1860.00	771.00	7	-3.86	-1.50%	5.26%	0/0
NIFTY-I	Long	02/10/2004	1887	02/23/2004	1856.6	-1.61%	-30.40	-1.61%	1	1887.00	740.60	10	-3.04	-2.80%	2.67%	0/0
NIFTY-I	Short	02/23/2004	1856.6	03/03/2004	1852.7	-0.21%	3.90	0.21%	1	1856.60	744.50	7	0.56	-0.66%	4.91%	0/0
NIFTY-I	Long	03/03/2004	1852.7	03/11/2004	1831.5	-1.14%	-21.20	-1.14%	1	1852.70	723.30	7	-3.03	-1.60%	2.11%	0/0
NIFTY-I	Short	03/11/2004	1831.5	03/29/2004	1750.25	-4.44%	81.25	4.44%	1	1831.50	804.55	13	6.25	-0.23%	8.53%	0/0
NIFTY-I	Long	03/29/2004	1750.25	04/21/2004	1833.3	4.75%	83.05	4.75%	1	1750.25	887.60	17	4.89	-0.95%	8.04%	0/0
NIFTY-I	Short	04/21/2004	1833.3	04/23/2004	1892	3.20%	-58.70	-3.20%	1	1833.30	828.90	3	-19.57	-3.35%	0.25%	0/0
NIFTY-I	Long	04/23/2004	1892	04/29/2004	1811.1	-4.28%	-80.90	-4.28%	1	1892.00	748.00	4	-20.23	-4.97%	0.68%	0/0
NIFTY-I	Short	04/29/2004	1811.1	05/06/2004	1806.5	-0.25%	4.60	0.25%	1	1811.10	752.60	6	0.77	-0.28%	4.39%	0/0
NIFTY-I	Long	05/06/2004	1806.5	05/11/2004	1741.1	-3.62%	-65.40	-3.62%	1	1806.50	687.20	4	-16.35	-3.90%	1.21%	0/0
NIFTY-I	Short	05/11/2004	1741.1	05/25/2004	1589	-8.74%	152.10	8.74%	1	1741.10	839.30	11	13.83	0.00%	27.70%	0/0
NIFTY-I	Long	05/25/2004	1589	05/31/2004	1473	-7.30%	-116.00	-7.30%	1	1589.00	723.30	5	-23.20	-7.30%	2.45%	0/0
NIFTY-I	Short	05/31/2004	1473	06/08/2004	1529.4	3.83%	-56.40	-3.83%	1	1473.00	666.90	7	-8.06	-4.87%	2.49%	0/0
NIFTY-I	Long	06/08/2004	1529.4	06/15/2004	1464	-4.28%	-65.40	-4.28%	1	1529.40	601.50	6	-10.90	-4.44%	0.95%	0/0
NIFTY-I	Short	06/15/2004	1464	06/30/2004	1504	2.73%	-40.00	-2.73%	1	1464.00	561.50	12	-3.33	-3.59%	1.64%	0/0
NIFTY-I	Long	06/30/2004	1504	07/15/2004	1506.15	0.14%	2.15	0.14%	1	1504.00	563.65	12	0.18	-3.39%	4.52%	0/0
NIFTY-I	Short	07/15/2004	1506.15	07/19/2004	1550	2.91%	-43.85	-2.91%	1	1506.15	519.80	3	-14.62	-3.02%	0.21%	0/0
NIFTY-I	Long	07/19/2004	1550	07/29/2004	1595.25	2.92%	45.25	2.92%	1	1550.00	565.05	9	5.03	-0.55%	4.55%	0/0
NIFTY-I	Short	07/29/2004	1595.25	08/02/2004	1625.7	1.91%	-30.45	-1.91%	1	1595.25	534.60	3	-10.15	-2.12%	0.35%	0/0
NIFTY-I	Long	08/02/2004	1625.7	08/13/2004	1603.9	-1.34%	-21.80	-1.34%	1	1625.70	512.80	10	-2.18	-1.78%	2.08%	0/0
NIFTY-I	Short	08/13/2004	1603.9	08/26/2004	1604	0.01%	-0.10	-0.01%	1	1603.90	512.70	10	-0.01	-0.75%	1.90%	0/0
NIFTY-I	Long	08/26/2004	1604	09/27/2004	1718.15	7.12%	114.15	7.12%	1	1604.00	626.85	23	4.96	-0.87%	9.69%	0/0
NIFTY-I	Short	09/27/2004	1718.15	10/01/2004	1742	1.39%	-23.85	-1.39%	1	1718.15	603.00	5	-4.77	-1.68%	1.29%	0/0
NIFTY-I	Long	10/01/2004	1742	10/14/2004	1780	2.18%	38.00	2.18%	1	1742.00	641.00	10	3.80	-0.79%	4.88%	0/0
NIFTY-I	Short	10/14/2004	1780	10/28/2004	1795	0.84%	-15.00	-0.84%	1	1780.00	626.00	10	-1.50	-2.13%	1.61%	0/0
NIFTY-I	Long	10/28/2004	1795	11/23/2004	1881.7	4.83%	86.70	4.83%	1	1795.00	712.70	18	4.82	-1.05%	5.74%	0/0
NIFTY-I	Short	11/23/2004	1881.7	11/25/2004	1907.1	1.35%	-25.40	-1.35%	1	1881.70	687.30	3	-8.47	-1.45%	0.03%	0/0
NIFTY-I	Long	11/25/2004	1907.1	01/07/2005	1996.15	4.67%	89.05	4.67%	1	1907.10	776.35	31	2.87	-0.57%	11.27%	0/0
NIFTY-I	Short	01/07/2005	1996.15	01/28/2005	1962	-1.71%	34.15	1.71%	1	1996.15	810.50	14	2.44	-1.53%	5.20%	0/0
NIFTY-I	Long	01/28/2005	1962	02/09/2005	2067	5.35%	105.00	5.35%	1	1962.00	915.50	9	11.67	-0.05%	7.04%	0/0
NIFTY-I	Short	02/09/2005	2067	02/15/2005	2099.4	1.57%	-32.40	-1.57%	1	2067.00	883.10	5	-6.48	-2.55%	0.56%	0/0
NIFTY-I	Long	02/15/2005	2099.4	02/18/2005	2067	-1.54%	-32.40	-1.54%	1	2099.40	850.70	4	-8.10	-2.35%	0.36%	0/0
NIFTY-I	Short	02/18/2005	2067	03/04/2005	2134	3.24%	-67.00	-3.24%	1	2067.00	783.70	11	-6.09	-3.26%	1.57%	0/0
NIFTY-I	Long	03/04/2005	2134	03/15/2005	2138.1	0.19%	4.10	0.19%	1	2134.00	787.80	8	0.51	-0.37%	1.75%	0/0
NIFTY-I	Short	03/15/2005	2138.1	04/04/2005	2059.95	-3.66%	78.15	3.66%	1	2138.10	865.95	14	5.58	-0.04%	7.67%	0/0
NIFTY-I	Long	04/04/2005	2059.95	04/11/2005	2015	-2.18%	-44.95	-2.18%	1	2059.95	821.00	6	-7.49	-2.18%	0.19%	0/0
NIFTY-I	Short	04/11/2005	2015	04/15/2005	2000	-0.74%	15.00	0.74%	1	2015.00	836.00	4	3.75	-0.83%	1.08%	0/0
NIFTY-I	Long	04/15/2005	2000	04/19/2005	1919.4	-4.03%	-80.60	-4.03%	1	2000.00	755.40	3	-26.87	-4.97%	0.00%	0/0
NIFTY-I	Short	04/19/2005	1919.4	04/22/2005	1960	2.12%	-40.60	-2.12%	1	1919.40	714.80	4	-10.15	-2.12%	1.90%	0/0
NIFTY-I	Long	04/22/2005	1960	05/03/2005	1909	-2.60%	-51.00	-2.60%	1	1960.00	663.80	8	-6.38	-4.23%	0.24%	0/0
NIFTY-I	Short	05/03/2005	1909	05/06/2005	1946.2	1.95%	-37.20	-1.95%	1	1909.00	626.60	4	-9.30	-2.65%	0.52%	0/0
NIFTY-I	Long	05/06/2005	1946.2	05/19/2005	1982	1.84%	35.80	1.84%	1	1946.20	662.40	10	3.58	-0.22%	3.38%	0/0
NIFTY-I	Short	05/19/2005	1982	05/23/2005	1988.15	0.31%	-6.15	-0.31%	1	1982.00	656.25	3	-2.05	-0.55%	0.91%	0/0
NIFTY-I	Long	05/23/2005	1988.15	05/31/2005	2039	2.56%	50.85	2.56%	1	1988.15	707.10	7	7.26	-0.31%	4.39%	0/0
NIFTY-I	Short	05/31/2005	2039	06/02/2005	2066	1.32%	-27.00	-1.32%	1	2039.00	680.10	3	-9.00	-1.81%	0.14%	0/0
NIFTY-I	Long	06/02/2005	2066	06/13/2005	2078	0.58%	12.00	0.58%	1	2066.00	692.10	9	1.33	-1.54%	1.60%	0/0
NIFTY-I	Short	06/13/2005	2078	06/15/2005	2099	1.01%	-21.00	-1.01%	1	2078.00	671.10	3	-7.00	-1.01%	0.90%	0/0
NIFTY-I	Long	06/15/2005	2099	07/11/2005	2197.95	4.71%	98.95	4.71%	1	2099.00	770.05	19	5.21	-0.57%	6.18%	0/0
NIFTY-I	Short	07/11/2005	2197.95	07/13/2005	2212	0.64%	-14.05	-0.64%	1	2197.95	756.00	3	-4.68	-1.32%	0.87%	0/0
NIFTY-I	Long	07/13/2005	2212	07/15/2005	2175.1	-1.67%	-36.90	-1.67%	1	2212.00	719.10	3	-12.30	-2.05%	0.53%	0/0
NIFTY-I	Short	07/15/2005	2175.1	07/19/2005	2232.9	2.66%	-57.80	-2.66%	1	2175.10	661.30	3	-19.27	-5.14%	0.44%	0/0
NIFTY-I	Long	07/19/2005	2232.9	08/10/2005	2316	3.72%	83.10	3.72%	1	2232.90	744.40	16	5.19	-0.71%	5.96%	0/0
NIFTY-I	Short	08/10/2005	2316	08/12/2005	2383	2.89%	-67.00	-2.89%	1	2316.00	677.40	3	-22.33	-3.14%	0.17%	0/0
NIFTY-I	Long	08/12/2005	2383	08/24/2005	2325.1	-2.43%	-57.90	-2.43%	1	2383.00	619.50	8	-7.24	-2.51%	1.55%	0/0
NIFTY-I	Short	08/24/2005	2325.1	09/01/2005	2392	2.88%	-66.90	-2.88%	1	2325.10	552.60	7	-9.56	-2.88%	1.63%	0/0
NIFTY-I	Long	09/01/2005	2392	09/26/2005	2490	4.10%	98.00	4.10%	1	2392.00	650.60	17	5.76	-0.88%	7.40%	0/0
NIFTY-I	Short	09/26/2005	2490	09/28/2005	2578	3.53%	-88.00	-3.53%	1	2490.00	562.60	3	-29.33	-4.20%	0.30%	0/0
NIFTY-I	Long	09/28/2005	2578	10/10/2005	2570	-0.31%	-8.00	-0.31%	1	2578.00	554.60	9	-0.89	-1.65%	3.44%	0/0
NIFTY-I	Short	10/10/2005	2570	11/02/2005	2370	-7.78%	200.00	7.78%	1	2570.00	754.60	17	11.76	-0.81%	10.89%	0/0
NIFTY-I	Long	11/02/2005	2370	12/07/2005	2661	12.28%	291.00	12.28%	1	2370.00	1045.60	24	12.13	-0.55%	15.47%	0/0
NIFTY-I	Short	12/07/2005	2661	12/09/2005	2700	1.47%	-39.00	-1.47%	1	2661.00	1006.60	3	-13.00	-1.61%	0.29%	0/0
NIFTY-I	Long	12/09/2005	2700	12/27/2005	2734	1.26%	34.00	1.26%	1	2700.00	1040.60	13	2.62	-1.04%	5.44%	0/0
NIFTY-I	Short	12/27/2005	2734	12/29/2005	2801.35	2.46%	-67.35	-2.46%	1	2734.00	973.25	3	-22.45	-3.39%	0.21%	0/0
NIFTY-I	Long	12/29/2005	2801.35	01/13/2006	2825.05	0.85%	23.70	0.85%	1	2801.35	996.95	11	2.15	-0.19%	3.88%	0/0
NIFTY-I	Short	01/13/2006	2825.05	01/23/2006	2883.5	2.07%	-58.45	-2.07%	1	2825.05	938.50	7	-8.35	-2.86%	2.19%	0/0
NIFTY-I	Long	01/23/2006	2883.5	02/03/2006	2946.65	2.19%	63.15	2.19%	1	2883.50	1001.65	9	7.02	-0.75%	4.26%	0/0
NIFTY-I	Short	02/03/2006	2946.65	02/08/2006	2997.2	1.72%	-50.55	-1.72%	1	2946.65	951.10	4	-12.64	-2.23%	1.40%	0/0
NIFTY-I	Long	02/08/2006	2997.2	02/20/2006	2968.4	-0.96%	-28.80	-0.96%	1	2997.20	922.30	8	-3.60	-1.00%	1.26%	0/0
NIFTY-I	Short	02/20/2006	2968.4	02/22/2006	3037	2.31%	-68.60	-2.31%	1	2968.40	853.70	3	-22.87	-2.61%	0.44%	0/0
NIFTY-I	Long	02/22/2006	3037	03/10/2006	3131	3.10%	94.00	3.10%	1	3037.00	947.70	13	7.23	-0.70%	5.00%	0/0
NIFTY-I	Short	03/10/2006	3131	03/14/2006	3128	-0.10%	3.00	0.10%	1	3131.00	950.70	3	1.00	-2.14%	0.17%	0/0
NIFTY-I	Long	03/14/2006	3128	04/17/2006	3376.8	7.95%	248.80	7.95%	1	3128.00	1199.50	21	11.85	0.00%	13.33%	0/0
NIFTY-I	Short	04/17/2006	3376.8	04/19/2006	3542.2	4.90%	-165.40	-4.90%	1	3376.80	1034.10	3	-55.13	-4.90%	0.62%	0/0
NIFTY-I	Long	04/19/2006	3542.2	04/26/2006	3465.9	-2.15%	-76.30	-2.15%	1	3542.20	957.80	6	-12.72	-2.49%	1.54%	0/0
NIFTY-I	Short	04/26/2006	3465.9	05/03/2006	3596	3.75%	-130.10	-3.75%	1	3465.90	827.70	6	-21.68	-4.17%	2.28%	0/0
NIFTY-I	Long	05/03/2006	3596	05/15/2006	3638	1.17%	42.00	1.17%	1	3596.00	869.70	9	4.67	-0.92%	4.62%	0/0
NIFTY-I	Short	05/15/2006	3638	05/29/2006	3197	-12.12%	441.00	12.12%	1	3638.00	1310.70	11	40.09	-0.30%	20.23%	0/0
NIFTY-I	Long	05/29/2006	3197	06/01/2006	3058.4	-4.34%	-138.60	-4.34%	1	3197.00	1172.10	4	-34.65	-9.04%	0.87%	0/0
NIFTY-I	Short	06/01/2006	3058.4	06/19/2006	2855.55	-6.63%	202.85	6.63%	1	3058.40	1374.95	13	15.60	-1.19%	15.81%	0/0
NIFTY-I	Long	06/19/2006	2855.55	07/10/2006	3029	6.07%	173.45	6.07%	1	2855.55	1548.40	17	10.20	-2.11%	14.09%	0/0
NIFTY-I	Short	07/10/2006	3029	07/14/2006	3099	2.31%	-70.00	-2.31%	1	3029.00	1478.40	5	-14.00	-5.25%	0.00%	0/0
NIFTY-I	Long	07/14/2006	3099	07/18/2006	3007.4	-2.96%	-91.60	-2.96%	1	3099.00	1386.80	3	-30.53	-4.12%	0.35%	0/0
NIFTY-I	Short	07/18/2006	3007.4	07/26/2006	3031.2	0.79%	-23.80	-0.79%	1	3007.40	1363.00	7	-3.40	-1.40%	4.51%	0/0
NIFTY-I	Long	07/26/2006	3031.2	09/13/2006	3410	12.50%	378.80	12.50%	1	3031.20	1741.80	35	10.82	-0.36%	15.13%	0/0
NIFTY-I	Short	09/13/2006	3410	09/15/2006	3499.5	2.62%	-89.50	-2.62%	1	3410.00	1652.30	3	-29.83	-2.62%	0.09%	0/0
NIFTY-I	Long	09/15/2006	3499.5	10/05/2006	3538.4	1.11%	38.90	1.11%	1	3499.50	1691.20	14	2.78	-2.48%	3.04%	0/0
NIFTY-I	Short	10/05/2006	3538.4	10/09/2006	3554	0.44%	-15.60	-0.44%	1	3538.40	1675.60	3	-5.20	-1.37%	0.00%	0/0
NIFTY-I	Long	10/09/2006	3554	10/21/2006	3704.7	4.24%	150.70	4.24%	1	3554.00	1826.30	11	13.70	-0.53%	6.22%	0/0
NIFTY-I	Short	10/21/2006	3704.7	10/30/2006	3731.35	0.72%	-26.65	-0.72%	1	3704.70	1799.65	5	-5.33	-1.36%	1.44%	0/0
NIFTY-I	Long	10/30/2006	3731.35	11/09/2006	3794.4	1.69%	63.05	1.69%	1	3731.35	1862.70	9	7.01	-0.17%	2.90%	0/0
NIFTY-I	Short	11/09/2006	3794.4	11/13/2006	3843	1.28%	-48.60	-1.28%	1	3794.40	1814.10	3	-16.20	-1.45%	0.59%	0/0
NIFTY-I	Long	11/13/2006	3843	11/30/2006	3950	2.78%	107.00	2.78%	1	3843.00	1921.10	14	7.64	-1.04%	3.57%	0/0
NIFTY-I	Short	11/30/2006	3950	12/04/2006	4014.3	1.63%	-64.30	-1.63%	1	3950.00	1856.80	3	-21.43	-1.63%	0.56%	0/0
NIFTY-I	Long	12/04/2006	4014.3	12/12/2006	3825.65	-4.70%	-188.65	-4.70%	1	4014.30	1668.15	7	-26.95	-5.31%	0.41%	0/0
NIFTY-I	Short	12/12/2006	3825.65	12/18/2006	3850	0.64%	-24.35	-0.64%	1	3825.65	1643.80	5	-4.87	-1.80%	4.44%	0/0
NIFTY-I	Long	12/18/2006	3850	12/21/2006	3790	-1.56%	-60.00	-1.56%	1	3850.00	1583.80	4	-15.00	-2.23%	2.29%	0/0
NIFTY-I	Short	12/21/2006	3790	12/27/2006	3957	4.41%	-167.00	-4.41%	1	3790.00	1416.80	4	-41.75	-4.41%	1.09%	0/0
NIFTY-I	Long	12/27/2006	3957	01/08/2007	3954	-0.08%	-3.00	-0.08%	1	3957.00	1413.80	8	-0.38	-0.12%	1.84%	0/0
NIFTY-I	Short	01/08/2007	3954	01/15/2007	4076	3.09%	-122.00	-3.09%	1	3954.00	1291.80	6	-20.33	-3.09%	3.57%	0/0
NIFTY-I	Long	01/15/2007	4076	02/01/2007	4075	-0.02%	-1.00	-0.02%	1	4076.00	1290.80	12	-0.08	-0.60%	1.86%	0/0
NIFTY-I	Short	02/01/2007	4075	02/05/2007	4170	2.33%	-95.00	-2.33%	1	4075.00	1195.80	3	-31.67	-2.91%	0.10%	0/0
NIFTY-I	Long	02/05/2007	4170	02/13/2007	4040	-3.12%	-130.00	-3.12%	1	4170.00	1065.80	7	-18.57	-3.22%	1.68%	0/0
NIFTY-I	Short	02/13/2007	4040	02/20/2007	4179	3.44%	-139.00	-3.44%	1	4040.00	926.80	5	-27.80	-3.55%	1.63%	0/0
NIFTY-I	Long	02/20/2007	4179	02/22/2007	4100	-1.89%	-79.00	-1.89%	1	4179.00	847.80	3	-26.33	-1.99%	0.00%	0/0
NIFTY-I	Short	02/22/2007	4100	03/12/2007	3695	-9.88%	405.00	9.88%	1	4100.00	1252.80	13	31.15	-0.80%	14.27%	0/0
NIFTY-I	Long	03/12/2007	3695	03/16/2007	3640	-1.49%	-55.00	-1.49%	1	3695.00	1197.80	5	-11.00	-2.95%	2.14%	0/0
NIFTY-I	Short	03/16/2007	3640	03/21/2007	3695	1.51%	-55.00	-1.51%	1	3640.00	1142.80	4	-13.75	-2.06%	2.69%	0/0
NIFTY-I	Long	03/21/2007	3695	03/30/2007	3809	3.09%	114.00	3.09%	1	3695.00	1256.80	7	16.29	-0.78%	5.67%	0/0
NIFTY-I	Short	03/30/2007	3809	04/09/2007	3745	-1.68%	64.00	1.68%	1	3809.00	1320.80	6	10.67	-0.16%	5.87%	0/0
NIFTY-I	Long	04/09/2007	3745	05/03/2007	4124.9	10.14%	379.90	10.14%	1	3745.00	1700.70	17	22.35	-0.19%	12.63%	0/0
NIFTY-I	Short	05/03/2007	4124.9	05/15/2007	4135	0.24%	-10.10	-0.24%	1	4124.90	1690.60	9	-1.12	-1.51%	3.27%	0/0
NIFTY-I	Long	05/15/2007	4135	05/25/2007	4150	0.36%	15.00	0.36%	1	4135.00	1705.60	9	1.67	-0.82%	3.60%	0/0
NIFTY-I	Short	05/25/2007	4150	05/29/2007	4260	2.65%	-110.00	-2.65%	1	4150.00	1595.60	3	-36.67	-3.52%	0.00%	0/0
NIFTY-I	Long	05/29/2007	4260	06/08/2007	4125.4	-3.16%	-134.60	-3.16%	1	4260.00	1461.00	9	-14.96	-3.16%	1.27%	0/0
NIFTY-I	Short	06/08/2007	4125.4	06/18/2007	4165	0.96%	-39.60	-0.96%	1	4125.40	1421.40	7	-5.66	-1.61%	1.07%	0/0
NIFTY-I	Long	06/18/2007	4165	07/31/2007	4420	6.12%	255.00	6.12%	1	4165.00	1676.40	32	7.97	-1.28%	11.31%	0/0
NIFTY-I	Short	07/31/2007	4420	08/16/2007	4163.3	-5.81%	256.70	5.81%	1	4420.00	1933.10	12	21.39	-2.22%	5.81%	0/0
NIFTY-I	Long	08/16/2007	4163.3	08/20/2007	4220	1.36%	56.70	1.36%	1	4163.30	1989.80	3	18.90	-5.05%	1.36%	0/0
NIFTY-I	Short	08/20/2007	4220	08/28/2007	4295	1.78%	-75.00	-1.78%	1	4220.00	1914.80	7	-10.71	-2.08%	4.71%	0/0
NIFTY-I	Long	08/28/2007	4295	10/19/2007	5300	23.40%	1005.00	23.40%	1	4295.00	2919.80	38	26.45	-1.51%	33.81%	0/0
NIFTY-I	Short	10/19/2007	5300	10/25/2007	5475	3.30%	-175.00	-3.30%	1	5300.00	2744.80	5	-35.00	-5.09%	4.30%	0/0
NIFTY-I	Long	10/25/2007	5475	11/07/2007	5885	7.49%	410.00	7.49%	1	5475.00	3154.80	10	41.00	-0.14%	9.68%	0/0
NIFTY-I	Short	11/07/2007	5885	11/15/2007	5945	1.02%	-60.00	-1.02%	1	5885.00	3094.80	7	-8.57	-1.55%	7.22%	0/0
NIFTY-I	Long	11/15/2007	5945	11/22/2007	5568	-6.34%	-377.00	-6.34%	1	5945.00	2717.80	6	-62.83	-7.30%	0.71%	0/0
NIFTY-I	Short	11/22/2007	5568	11/27/2007	5725	2.82%	-157.00	-2.82%	1	5568.00	2560.80	4	-39.25	-4.02%	3.11%	0/0
NIFTY-I	Long	11/27/2007	5725	11/30/2007	5701.05	-0.42%	-23.95	-0.42%	1	5725.00	2536.85	4	-5.99	-1.99%	0.57%	0/0
NIFTY-I	Short	11/30/2007	5701.05	12/04/2007	5886	3.24%	-184.95	-3.24%	1	5701.05	2351.90	3	-61.65	-3.38%	0.32%	0/0
NIFTY-I	Long	12/04/2007	5886	12/17/2007	6020	2.28%	134.00	2.28%	1	5886.00	2485.90	10	13.40	-0.48%	5.36%	0/0
NIFTY-I	Short	12/17/2007	6020	12/27/2007	6099	1.31%	-79.00	-1.31%	1	6020.00	2406.90	7	-11.29	-1.36%	5.54%	0/0
NIFTY-I	Long	12/27/2007	6099	01/14/2008	6205.35	1.74%	106.35	1.74%	1	6099.00	2513.25	13	8.18	-0.85%	3.89%	0/0
NIFTY-I	Short	01/14/2008	6205.35	01/29/2008	5340	-13.95%	865.35	13.95%	1	6205.35	3378.60	12	72.11	-0.64%	28.77%	0/0
NIFTY-I	Long	01/29/2008	5340	02/01/2008	5121.85	-4.09%	-218.15	-4.09%	1	5340.00	3160.45	4	-54.54	-5.02%	0.99%	0/0
NIFTY-I	Short	02/01/2008	5121.85	02/05/2008	5432	6.06%	-310.15	-6.06%	1	5121.85	2850.30	3	-103.38	-8.44%	1.21%	0/0
NIFTY-I	Long	02/05/2008	5432	02/08/2008	5124	-5.67%	-308.00	-5.67%	1	5432.00	2542.30	4	-77.00	-6.42%	1.43%	0/0
NIFTY-I	Short	02/08/2008	5124	02/15/2008	5144.8	0.41%	-20.80	-0.41%	1	5124.00	2521.50	6	-3.47	-1.57%	7.37%	0/0
NIFTY-I	Long	02/15/2008	5144.8	02/22/2008	5137.7	-0.14%	-7.10	-0.14%	1	5144.80	2514.40	6	-1.18	-1.36%	4.33%	0/0
NIFTY-I	Short	02/22/2008	5137.7	02/27/2008	5350	4.13%	-212.30	-4.13%	1	5137.70	2302.10	4	-53.08	-4.13%	1.88%	0/0
NIFTY-I	Long	02/27/2008	5350	03/04/2008	4923.9	-7.96%	-426.10	-7.96%	1	5350.00	1876.00	5	-85.22	-8.83%	1.87%	0/0
NIFTY-I	Short	03/04/2008	4923.9	03/13/2008	4725	-4.04%	198.90	4.04%	1	4923.90	2074.90	7	28.41	-1.48%	6.65%	0/0
NIFTY-I	Long	03/13/2008	4725	03/19/2008	4694	-0.66%	-31.00	-0.66%	1	4725.00	2043.90	5	-6.20	-5.27%	0.72%	0/0
NIFTY-I	Short	03/19/2008	4694	03/26/2008	4904	4.47%	-210.00	-4.47%	1	4694.00	1833.90	4	-52.50	-4.50%	3.05%	0/0
NIFTY-I	Long	03/26/2008	4904	04/02/2008	4931	0.55%	27.00	0.55%	1	4904.00	1860.90	6	4.50	-5.77%	1.96%	0/0
NIFTY-I	Short	04/02/2008	4931	04/16/2008	4905.05	-0.53%	25.95	0.53%	1	4931.00	1886.85	10	2.59	-0.68%	6.08%	0/0
NIFTY-I	Long	04/16/2008	4905.05	05/07/2008	5141	4.81%	235.95	4.81%	1	4905.05	2122.80	14	16.85	-0.61%	7.48%	0/0
NIFTY-I	Short	05/07/2008	5141	05/16/2008	5142.1	0.02%	-1.10	-0.02%	1	5141.00	2121.70	8	-0.14	-0.66%	4.24%	0/0
NIFTY-I	Long	05/16/2008	5142.1	05/26/2008	4916.65	-4.38%	-225.45	-4.38%	1	5142.10	1896.25	6	-37.58	-4.38%	0.51%	0/0
NIFTY-I	Short	05/26/2008	4916.65	06/18/2008	4651	-5.40%	265.65	5.40%	1	4916.65	2161.90	18	14.76	-0.86%	11.89%	0/0
NIFTY-I	Long	06/18/2008	4651	06/20/2008	4512	-2.99%	-139.00	-2.99%	1	4651.00	2022.90	3	-46.33	-3.99%	0.15%	0/0
NIFTY-I	Short	06/20/2008	4512	07/08/2008	3869	-14.25%	643.00	14.25%	1	4512.00	2665.90	13	49.46	-0.11%	15.56%	0/0
NIFTY-I	Long	07/08/2008	3869	07/15/2008	3915	1.19%	46.00	1.19%	1	3869.00	2711.90	6	7.67	-0.72%	8.35%	0/0
NIFTY-I	Short	07/15/2008	3915	07/21/2008	4134	5.59%	-219.00	-5.59%	1	3915.00	2492.90	5	-43.80	-5.59%	3.93%	0/0
NIFTY-I	Long	07/21/2008	4134	07/29/2008	4289	3.75%	155.00	3.75%	1	4134.00	2647.90	7	22.14	-1.64%	9.77%	0/0
NIFTY-I	Short	07/29/2008	4289	08/01/2008	4270	-0.44%	19.00	0.44%	1	4289.00	2666.90	4	4.75	-1.35%	2.96%	0/0
NIFTY-I	Long	08/01/2008	4270	08/14/2008	4511.25	5.65%	241.25	5.65%	1	4270.00	2908.15	10	24.13	-0.42%	8.99%	0/0
NIFTY-I	Short	08/14/2008	4511.25	09/02/2008	4350	-3.57%	161.25	3.57%	1	4511.25	3069.40	13	12.40	-0.28%	6.72%	0/0
NIFTY-I	Long	09/02/2008	4350	09/12/2008	4345.1	-0.11%	-4.90	-0.11%	1	4350.00	3064.50	8	-0.61	-1.46%	4.92%	0/0
NIFTY-I	Short	09/12/2008	4345.1	09/23/2008	4157.9	-4.31%	187.20	4.31%	1	4345.10	3251.70	8	23.40	0.00%	12.27%	0/0
NIFTY-I	Long	09/23/2008	4157.9	09/29/2008	3989.8	-4.04%	-168.10	-4.04%	1	4157.90	3083.60	5	-33.62	-4.28%	2.07%	0/0
NIFTY-I	Short	09/29/2008	3989.8	10/15/2008	3451.15	-13.50%	538.65	13.50%	1	3989.80	3622.25	11	48.97	-0.67%	19.39%	0/0
NIFTY-I	Long	10/15/2008	3451.15	10/17/2008	3311	-4.06%	-140.15	-4.06%	1	3451.15	3482.10	3	-46.72	-10.14%	1.12%	0/0
NIFTY-I	Short	10/17/2008	3311	10/31/2008	2825.55	-14.66%	485.45	14.66%	1	3311.00	3967.55	10	48.54	-1.27%	32.71%	0/0
NIFTY-I	Long	10/31/2008	2825.55	11/07/2008	2883.3	2.04%	57.75	2.04%	1	2825.55	4025.30	6	9.63	-1.79%	16.75%	0/0
NIFTY-I	Short	11/07/2008	2883.3	11/11/2008	3142.7	9.00%	-259.40	-9.00%	1	2883.30	3765.90	3	-86.47	-10.22%	0.00%	0/0
NIFTY-I	Long	11/11/2008	3142.7	11/14/2008	2895	-7.88%	-247.70	-7.88%	1	3142.70	3518.20	3	-82.57	-11.38%	0.20%	0/0
NIFTY-I	Short	11/14/2008	2895	11/25/2008	2808.5	-2.99%	86.50	2.99%	1	2895.00	3604.70	8	10.81	-1.33%	13.81%	0/0
NIFTY-I	Long	11/25/2008	2808.5	12/03/2008	2679	-4.61%	-129.50	-4.61%	1	2808.50	3475.20	6	-21.58	-8.67%	1.26%	0/0
NIFTY-I	Short	12/03/2008	2679	12/11/2008	2952.5	10.21%	-273.50	-10.21%	1	2679.00	3201.70	6	-45.58	-10.21%	2.89%	0/0
NIFTY-I	Long	12/11/2008	2952.5	12/24/2008	2961.15	0.29%	8.65	0.29%	1	2952.50	3210.35	10	0.87	-5.13%	5.61%	0/0
NIFTY-I	Short	12/24/2008	2961.15	12/31/2008	3000	1.31%	-38.85	-1.31%	1	2961.15	3171.50	5	-7.77	-1.72%	4.86%	0/0
NIFTY-I	Long	12/31/2008	3000	01/12/2009	2850	-5.00%	-150.00	-5.00%	1	3000.00	3021.50	8	-18.75	-6.53%	4.93%	0/0
NIFTY-I	Short	01/12/2009	2850	01/20/2009	2780	-2.46%	70.00	2.46%	1	2850.00	3091.50	7	10.00	-0.28%	6.06%	0/0
NIFTY-I	Long	01/20/2009	2780	01/22/2009	2707	-2.63%	-73.00	-2.63%	1	2780.00	3018.50	3	-24.33	-4.01%	0.36%	0/0
NIFTY-I	Short	01/22/2009	2707	01/29/2009	2871	6.06%	-164.00	-6.06%	1	2707.00	2854.50	5	-32.80	-6.06%	2.64%	0/0
NIFTY-I	Long	01/29/2009	2871	02/04/2009	2795	-2.65%	-76.00	-2.65%	1	2871.00	2778.50	5	-15.20	-4.97%	0.17%	0/0
NIFTY-I	Short	02/04/2009	2795	02/10/2009	2906	3.97%	-111.00	-3.97%	1	2795.00	2667.50	5	-22.20	-4.40%	2.29%	0/0
NIFTY-I	Long	02/10/2009	2906	02/18/2009	2729.9	-6.06%	-176.10	-6.06%	1	2906.00	2491.40	7	-25.16	-6.06%	2.34%	0/0
NIFTY-I	Short	02/18/2009	2729.9	02/27/2009	2758.7	1.05%	-28.80	-1.05%	1	2729.90	2462.60	7	-4.11	-6.79%	2.01%	0/0
NIFTY-I	Long	02/27/2009	2758.7	03/03/2009	2638.1	-4.37%	-120.60	-4.37%	1	2758.70	2342.00	3	-40.20	-4.87%	0.00%	0/0
NIFTY-I	Short	03/03/2009	2638.1	03/16/2009	2712.5	2.82%	-74.40	-2.82%	1	2638.10	2267.60	8	-9.30	-3.18%	4.28%	0/0
NIFTY-I	Long	03/16/2009	2712.5	04/01/2009	3014.9	11.15%	302.40	11.15%	1	2712.50	2570.00	13	23.26	-0.56%	15.76%	0/0
NIFTY-I	Short	04/01/2009	3014.9	04/06/2009	3281.15	8.83%	-266.25	-8.83%	1	3014.90	2303.75	3	-88.75	-8.83%	2.12%	0/0
NIFTY-I	Long	04/06/2009	3281.15	04/20/2009	3399.7	3.61%	118.55	3.61%	1	3281.15	2422.30	8	14.82	-3.77%	7.10%	0/0
NIFTY-I	Short	04/20/2009	3399.7	04/27/2009	3427.8	0.83%	-28.10	-0.83%	1	3399.70	2394.20	6	-4.68	-2.79%	3.29%	0/0
NIFTY-I	Long	04/27/2009	3427.8	05/12/2009	3541.1	3.31%	113.30	3.31%	1	3427.80	2507.50	10	11.33	-2.49%	8.78%	0/0
NIFTY-I	Short	05/12/2009	3541.1	05/19/2009	4614	30.30%	-1072.90	-30.30%	1	3541.10	1434.60	6	-178.82	-30.30%	0.11%	0/0
NIFTY-I	Long	05/19/2009	4614	06/16/2009	4440	-3.77%	-174.00	-3.77%	1	4614.00	1260.60	21	-8.29	-11.36%	1.94%	0/0
NIFTY-I	Short	06/16/2009	4440	06/30/2009	4440	0.00%	0.00	0.00%	1	4440.00	1260.60	11	0.00	-2.45%	6.42%	0/0
NIFTY-I	Long	06/30/2009	4440	07/08/2009	4135.4	-6.86%	-304.60	-6.86%	1	4440.00	956.00	7	-43.51	-7.18%	0.96%	0/0
NIFTY-I	Short	07/08/2009	4135.4	07/16/2009	4285	3.62%	-149.60	-3.62%	1	4135.40	806.40	7	-21.37	-3.62%	5.55%	0/0
NIFTY-I	Long	07/16/2009	4285	08/10/2009	4541.3	5.98%	256.30	5.98%	1	4285.00	1062.70	18	14.24	-2.12%	10.40%	0/0
NIFTY-I	Short	08/10/2009	4541.3	08/17/2009	4499.9	-0.91%	41.40	0.91%	1	4541.30	1104.10	6	6.90	-1.82%	4.19%	0/0
NIFTY-I	Long	08/17/2009	4499.9	08/19/2009	4452.1	-1.06%	-47.80	-1.06%	1	4499.90	1056.30	3	-15.93	-3.15%	0.07%	0/0
NIFTY-I	Short	08/19/2009	4452.1	08/24/2009	4599.7	3.32%	-147.60	-3.32%	1	4452.10	908.70	4	-36.90	-3.32%	2.50%	0/0
NIFTY-I	Long	08/24/2009	4599.7	09/02/2009	4585.1	-0.32%	-14.60	-0.32%	1	4599.70	894.10	8	-1.82	-0.39%	3.35%	0/0
NIFTY-I	Short	09/02/2009	4585.1	09/08/2009	4820.6	5.14%	-235.50	-5.14%	1	4585.10	658.60	5	-47.10	-5.14%	0.30%	0/0
NIFTY-I	Long	09/08/2009	4820.6	10/09/2009	5020	4.14%	199.40	4.14%	1	4820.60	858.00	21	9.50	-0.84%	5.58%	0/0
NIFTY-I	Short	10/09/2009	5020	10/15/2009	5144.65	2.48%	-124.65	-2.48%	1	5020.00	733.35	4	-31.16	-2.48%	1.93%	0/0
NIFTY-I	Long	10/15/2009	5144.65	10/22/2009	5053	-1.78%	-91.65	-1.78%	1	5144.65	641.70	6	-15.27	-1.78%	0.46%	0/0
NIFTY-I	Short	10/22/2009	5053	11/06/2009	4814.95	-4.71%	238.05	4.71%	1	5053.00	879.75	11	21.64	-0.30%	10.32%	0/0
NIFTY-I	Long	11/06/2009	4814.95	11/30/2009	5003.05	3.91%	188.10	3.91%	1	4814.95	1067.85	17	11.06	-1.25%	6.75%	0/0
NIFTY-I	Short	11/30/2009	5003.05	12/02/2009	5147.7	2.89%	-144.65	-2.89%	1	5003.05	923.20	3	-48.22	-2.89%	0.26%	0/0
NIFTY-I	Long	12/02/2009	5147.7	12/15/2009	5111.25	-0.71%	-36.45	-0.71%	1	5147.70	886.75	10	-3.64	-1.88%	0.85%	0/0
NIFTY-I	Short	12/15/2009	5111.25	12/24/2009	5159.95	0.95%	-48.70	-0.95%	1	5111.25	838.05	8	-6.09	-0.99%	3.41%	0/0
NIFTY-I	Long	12/24/2009	5159.95	01/11/2010	5275	2.23%	115.05	2.23%	1	5159.95	953.10	10	11.51	-0.46%	2.78%	0/0
NIFTY-I	Short	01/11/2010	5275	01/15/2010	5268	-0.13%	7.00	0.13%	1	5275.00	960.10	5	1.40	-0.38%	1.87%	0/0
NIFTY-I	Long	01/15/2010	5268	01/21/2010	5192.65	-1.43%	-75.35	-1.43%	1	5268.00	884.75	5	-15.07	-1.43%	0.42%	0/0
NIFTY-I	Short	01/21/2010	5192.65	02/18/2010	4903.5	-5.57%	289.15	5.57%	1	5192.65	1173.90	20	14.46	-0.28%	10.12%	0/0
NIFTY-I	Long	02/18/2010	4903.5	02/23/2010	4832.3	-1.45%	-71.20	-1.45%	1	4903.50	1102.70	4	-17.80	-2.16%	0.28%	0/0
NIFTY-I	Short	02/23/2010	4832.3	03/03/2010	5032.3	4.14%	-200.00	-4.14%	1	4832.30	902.70	6	-33.33	-4.19%	0.05%	0/0
NIFTY-I	Long	03/03/2010	5032.3	03/25/2010	5214.95	3.63%	182.65	3.63%	1	5032.30	1085.35	16	11.42	-0.15%	4.96%	0/0
NIFTY-I	Short	03/25/2010	5214.95	03/29/2010	5291.5	1.47%	-76.55	-1.47%	1	5214.95	1008.80	3	-25.52	-1.82%	0.21%	0/0
NIFTY-I	Long	03/29/2010	5291.5	04/01/2010	5286.1	-0.10%	-5.40	-0.10%	1	5291.50	1003.40	4	-1.35	-0.88%	0.99%	0/0
NIFTY-I	Short	04/01/2010	5286.1	04/06/2010	5376	1.70%	-89.90	-1.70%	1	5286.10	913.50	3	-29.97	-1.70%	0.19%	0/0
NIFTY-I	Long	04/06/2010	5376	04/15/2010	5372.25	-0.07%	-3.75	-0.07%	1	5376.00	909.75	7	-0.54	-1.60%	0.41%	0/0
NIFTY-I	Short	04/15/2010	5372.25	04/23/2010	5269	-1.92%	103.25	1.92%	1	5372.25	1013.00	7	14.75	-0.10%	3.91%	0/0
NIFTY-I	Long	04/23/2010	5269	04/30/2010	5263.8	-0.10%	-5.20	-0.10%	1	5269.00	1007.80	6	-0.87	-1.35%	1.48%	0/0
NIFTY-I	Short	04/30/2010	5263.8	05/14/2010	5163.2	-1.91%	100.60	1.91%	1	5263.80	1108.40	11	9.15	-0.50%	5.47%	0/0
NIFTY-I	Long	05/14/2010	5163.2	05/18/2010	5055.55	-2.08%	-107.65	-2.08%	1	5163.20	1000.75	3	-35.88	-3.89%	0.75%	0/0
NIFTY-I	Short	05/18/2010	5055.55	05/28/2010	5025	-0.60%	30.55	0.60%	1	5055.55	1031.30	9	3.39	-1.03%	5.32%	0/0
NIFTY-I	Long	05/28/2010	5025	06/09/2010	5053.1	0.56%	28.10	0.56%	1	5025.00	1059.40	9	3.12	-1.82%	2.19%	0/0
NIFTY-I	Short	06/09/2010	5053.1	06/14/2010	5138.25	1.69%	-85.15	-1.69%	1	5053.10	974.25	4	-21.29	-1.69%	1.98%	0/0
NIFTY-I	Long	06/14/2010	5138.25	06/28/2010	5295	3.05%	156.75	3.05%	1	5138.25	1131.00	11	14.25	0.00%	4.66%	0/0
NIFTY-I	Short	06/28/2010	5295	07/12/2010	5369	1.40%	-74.00	-1.40%	1	5295.00	1057.00	11	-6.73	-1.40%	1.32%	0/0
NIFTY-I	Long	07/12/2010	5369	07/21/2010	5382	0.24%	13.00	0.24%	1	5369.00	1070.00	8	1.63	-0.35%	1.58%	0/0
NIFTY-I	Short	07/21/2010	5382	07/23/2010	5475.2	1.73%	-93.20	-1.73%	1	5382.00	976.80	3	-31.07	-1.73%	0.13%	0/0
NIFTY-I	Long	07/23/2010	5475.2	07/30/2010	5394.8	-1.47%	-80.40	-1.47%	1	5475.20	896.40	6	-13.40	-1.69%	0.01%	0/0
NIFTY-I	Short	07/30/2010	5394.8	08/04/2010	5442	0.87%	-47.20	-0.87%	1	5394.80	849.20	4	-11.80	-0.98%	0.48%	0/0
NIFTY-I	Long	08/04/2010	5442	08/12/2010	5371.7	-1.29%	-70.30	-1.29%	1	5442.00	778.90	7	-10.04	-1.29%	0.87%	0/0
NIFTY-I	Short	08/12/2010	5371.7	08/20/2010	5515	2.67%	-143.30	-2.67%	1	5371.70	635.60	7	-20.47	-3.02%	0.15%	0/0
NIFTY-I	Long	08/20/2010	5515	08/26/2010	5470.25	-0.81%	-44.75	-0.81%	1	5515.00	590.85	5	-8.95	-0.98%	0.51%	0/0
NIFTY-I	Short	08/26/2010	5470.25	09/03/2010	5500.05	0.54%	-29.80	-0.54%	1	5470.25	561.05	7	-4.26	-0.72%	2.09%	0/0
NIFTY-I	Long	09/03/2010	5500.05	10/11/2010	6182	12.40%	681.95	12.40%	1	5500.05	1243.00	26	26.23	-0.53%	13.60%	0/0
NIFTY-I	Short	10/11/2010	6182	11/02/2010	6156	-0.42%	26.00	0.42%	1	6182.00	1269.00	17	1.53	-2.20%	3.49%	0/0
NIFTY-I	Long	11/02/2010	6156	11/12/2010	6207.35	0.83%	51.35	0.83%	1	6156.00	1320.35	9	5.71	-0.45%	3.14%	0/0
NIFTY-I	Short	11/12/2010	6207.35	12/01/2010	5890	-5.11%	317.35	5.11%	1	6207.35	1637.70	13	24.41	-0.54%	7.74%	0/0
NIFTY-I	Long	12/01/2010	5890	12/10/2010	5765	-2.12%	-125.00	-2.12%	1	5890.00	1512.70	8	-15.63	-2.26%	3.46%	0/0
NIFTY-I	Short	12/10/2010	5765	12/14/2010	5931.45	2.89%	-166.45	-2.89%	1	5765.00	1346.25	3	-55.48	-3.82%	0.29%	0/0
NIFTY-I	Long	12/14/2010	5931.45	01/07/2011	6064.75	2.25%	133.30	2.25%	1	5931.45	1479.55	18	7.41	-1.15%	4.69%	0/0
NIFTY-I	Short	01/07/2011	6064.75	02/15/2011	5456	-10.04%	608.75	10.04%	1	6064.75	2088.30	27	22.55	-0.12%	14.67%	0/0
NIFTY-I	Long	02/15/2011	5456	02/24/2011	5418.55	-0.69%	-37.45	-0.69%	1	5456.00	2050.85	8	-4.68	-1.07%	2.44%	0/0
NIFTY-I	Short	02/24/2011	5418.55	03/03/2011	5506	1.61%	-87.45	-1.61%	1	5418.55	1963.40	5	-17.49	-2.52%	3.43%	0/0
NIFTY-I	Long	03/03/2011	5506	03/14/2011	5455.6	-0.92%	-50.40	-0.92%	1	5506.00	1913.00	8	-6.30	-1.92%	1.92%	0/0
NIFTY-I	Short	03/14/2011	5455.6	03/24/2011	5516	1.11%	-60.40	-1.11%	1	5455.60	1852.60	9	-6.71	-1.95%	1.80%	0/0
NIFTY-I	Long	03/24/2011	5516	04/11/2011	5836.9	5.82%	320.90	5.82%	1	5516.00	2173.50	13	24.68	-0.11%	8.77%	0/0
NIFTY-I	Short	04/11/2011	5836.9	04/25/2011	5890	0.91%	-53.10	-0.91%	1	5836.90	2120.40	8	-6.64	-1.90%	2.29%	0/0
NIFTY-I	Long	04/25/2011	5890	04/29/2011	5789.8	-1.70%	-100.20	-1.70%	1	5890.00	2020.20	5	-20.04	-8.43%	0.59%	0/0
NIFTY-I	Short	04/29/2011	5789.8	05/10/2011	5557	-4.02%	232.80	4.02%	1	5789.80	2253.00	8	29.10	-0.58%	5.98%	0/0
NIFTY-I	Long	05/10/2011	5557	05/18/2011	5459.85	-1.75%	-97.15	-1.75%	1	5557.00	2155.85	7	-13.88	-2.42%	1.18%	0/0
NIFTY-I	Short	05/18/2011	5459.85	05/30/2011	5497	0.68%	-37.15	-0.68%	1	5459.85	2118.70	9	-4.13	-1.15%	2.40%	0/0
NIFTY-I	Long	05/30/2011	5497	06/07/2011	5510.15	0.24%	13.15	0.24%	1	5497.00	2131.85	7	1.88	-1.02%	2.03%	0/0
NIFTY-I	Short	06/07/2011	5510.15	06/27/2011	5444.4	-1.19%	65.75	1.19%	1	5510.15	2197.60	15	4.38	-1.23%	5.95%	0/0
NIFTY-I	Long	06/27/2011	5444.4	07/12/2011	5587.3	2.62%	142.90	2.62%	1	5444.40	2340.50	12	11.91	0.00%	5.80%	0/0
NIFTY-I	Short	07/12/2011	5587.3	07/15/2011	5606	0.33%	-18.70	-0.33%	1	5587.30	2321.80	4	-4.67	-1.43%	1.52%	0/0
NIFTY-I	Long	07/15/2011	5606	07/19/2011	5662.1	1.00%	56.10	1.00%	1	5606.00	2377.90	3	18.70	-0.82%	1.00%	0/0
NIFTY-I	Short	07/19/2011	5662.1	07/26/2011	5700	0.67%	-37.90	-0.67%	1	5662.10	2340.00	6	-6.32	-0.84%	2.29%	0/0
NIFTY-I	Long	07/26/2011	5700	07/28/2011	5500	-3.51%	-200.00	-3.51%	1	5700.00	2140.00	3	-66.67	-3.51%	0.16%	0/0
NIFTY-I	Short	07/28/2011	5500	09/02/2011	5040	-8.36%	460.00	8.36%	1	5500.00	2600.00	24	19.17	-1.04%	14.22%	0/0
NIFTY-I	Long	09/02/2011	5040	09/13/2011	4972	-1.35%	-68.00	-1.35%	1	5040.00	2532.00	8	-8.50	-2.76%	2.66%	0/0
NIFTY-I	Short	09/13/2011	4972	09/16/2011	5124.7	3.07%	-152.70	-3.07%	1	4972.00	2379.30	4	-38.17	-3.07%	1.37%	0/0
NIFTY-I	Long	09/16/2011	5124.7	09/26/2011	4869.8	-4.97%	-254.90	-4.97%	1	5124.70	2124.40	6	-42.48	-5.97%	0.84%	0/0
NIFTY-I	Short	09/26/2011	4869.8	09/29/2011	4925.05	1.13%	-55.25	-1.13%	1	4869.80	2069.15	4	-13.81	-2.57%	2.33%	0/0
NIFTY-I	Long	09/29/2011	4925.05	10/04/2011	4823	-2.07%	-102.05	-2.07%	1	4925.05	1967.10	4	-25.51	-2.28%	2.26%	0/0
NIFTY-I	Short	10/04/2011	4823	10/11/2011	5028.9	4.27%	-205.90	-4.27%	1	4823.00	1761.20	5	-41.18	-4.27%	2.02%	0/0
NIFTY-I	Long	10/11/2011	5028.9	10/24/2011	5130.1	2.01%	101.20	2.01%	1	5028.90	1862.40	10	10.12	-1.17%	2.65%	0/0
NIFTY-I	Short	10/24/2011	5130.1	10/26/2011	5241.15	2.16%	-111.05	-2.16%	1	5130.10	1751.35	3	-37.02	-2.16%	0.85%	0/0
NIFTY-I	Long	10/26/2011	5241.15	11/03/2011	5258.5	0.33%	17.35	0.33%	1	5241.15	1768.70	6	2.89	-0.27%	3.08%	0/0
NIFTY-I	Short	11/03/2011	5258.5	11/08/2011	5316.9	1.11%	-58.40	-1.11%	1	5258.50	1710.30	3	-19.47	-1.82%	0.71%	0/0
NIFTY-I	Long	11/08/2011	5316.9	11/14/2011	5243.5	-1.38%	-73.40	-1.38%	1	5316.90	1636.90	4	-18.35	-2.93%	0.32%	0/0
NIFTY-I	Open Short	11/14/2011	5243.5	11/18/2011	4914.6	-6.27%	328.90	6.27%	1	5243.50	1965.80	6	54.82	-0.10%	7.60%	0/0

 

[rkkarnani]

Thanks, now need someone expert on Excel to help.

I was wondering what would be the results if our trades were based on only 3 EMA i.e

1. two consecutive upmove by 3 EMA generates a buy
2. Reverse when 2 consecutive downmoves my 3 EMA ...


will be interesting to see some results...

Cheers
SH

Posting a chart with Buy Sell arrows... "hopefully" they show Buy and Sell as per the conditions mentioned by you : Two Consecutive Up or Down Move of 3EMA!! The Green and Red Line denote where 315 cross happened : Green for Long and Red for Short!!
Eye balling it , seems okay.. would suggest to Buy above the High of the first BUY arrow in a move and Sell below the Low of first SELL arrow in a move...
A Buy is avoided on 25th July and a Sell on 21st Oct is avoided, again a Buy on 4th November is avoided!! This surely affects our entries as we are entering a day later. (I am doing this in present 315 strategy also along with other things that I dont follow as suggested by you in original strategy.)

All credit for the chart to Shravan, an old member here (ccmb420) No longer active!!

 

[NTrader42]

Hello

The above concept is very easy to test using amibroker and many different combination or twists can also be easily tested.

For e.g. if instead of 2 times up/down we consider 3 times, the profit increases to 2700 and number of trades reduce to 240.

This concept of using the direction of the slope of MA line to decide the long/short works very well with higher MA

For e.g. if we choose EMA45 we get just 102 trades with gain of 7291 points and win/loss of 40/62

List of Trades for ema45

Ticker	Trade	Date	Price	Ex. date	Ex. Price	% chg	Profit	% Profit	Contracts	Position value	Cum. Profit	# bars	Profit/bar	MAE	MFE	Scale In/Out	
NIFTY-I	Long	09/13/2000	1479.1	09/19/2000	1340	-9.40%	-139.10	-9.40%	1	1479.10	-139.10	5	-27.82	-9.40%	0.06%	0/0
NIFTY-I	Short	09/19/2000	1340	11/10/2000	1269	-5.30%	71.00	5.30%	1	1340.00	-68.10	38	1.87	-2.46%	19.55%	0/0
NIFTY-I	Long	11/10/2000	1269	11/14/2000	1219	-3.94%	-50.00	-3.94%	1	1269.00	-118.10	3	-16.67	-4.81%	0.00%	0/0
NIFTY-I	Short	11/14/2000	1219	11/29/2000	1274.9	4.59%	-55.90	-4.59%	1	1219.00	-174.00	12	-4.66	-4.59%	0.33%	0/0
NIFTY-I	Long	11/29/2000	1274.9	12/26/2000	1245	-2.35%	-29.90	-2.35%	1	1274.90	-203.90	19	-1.57	-7.37%	7.14%	0/0
NIFTY-I	Short	12/26/2000	1245	01/05/2001	1255	0.80%	-10.00	-0.80%	1	1245.00	-213.90	9	-1.11	-6.83%	2.81%	0/0
NIFTY-I	Long	01/05/2001	1255	02/27/2001	1323	5.42%	68.00	5.42%	1	1255.00	-145.90	37	1.84	0.00%	13.55%	0/0
NIFTY-I	Short	02/27/2001	1323	03/02/2001	1372.1	3.71%	-49.10	-3.71%	1	1323.00	-195.00	4	-12.27	-5.82%	2.27%	0/0
NIFTY-I	Long	03/02/2001	1372.1	03/07/2001	1302.05	-5.11%	-70.05	-5.11%	1	1372.10	-265.05	3	-23.35	-7.66%	1.45%	0/0
NIFTY-I	Short	03/07/2001	1302.05	05/25/2001	1169.9	-10.15%	132.15	10.15%	1	1302.05	-132.90	55	2.40	-0.99%	22.65%	0/0
NIFTY-I	Long	05/25/2001	1169.9	06/05/2001	1118.1	-4.43%	-51.80	-4.43%	1	1169.90	-184.70	8	-6.48	-4.43%	1.97%	0/0
NIFTY-I	Short	06/05/2001	1118.1	10/24/2001	992	-11.28%	126.10	11.28%	1	1118.10	-58.60	99	1.27	-1.82%	23.87%	0/0
NIFTY-I	Long	10/24/2001	992	10/31/2001	948.15	-4.42%	-43.85	-4.42%	1	992.00	-102.45	5	-8.77	-4.44%	0.20%	0/0
NIFTY-I	Short	10/31/2001	948.15	11/05/2001	978	3.15%	-29.85	-3.15%	1	948.15	-132.30	4	-7.46	-5.16%	0.28%	0/0
NIFTY-I	Long	11/05/2001	978	12/28/2001	1023	4.60%	45.00	4.60%	1	978.00	-87.30	36	1.25	-0.71%	14.92%	0/0
NIFTY-I	Short	12/28/2001	1023	01/01/2002	1062	3.81%	-39.00	-3.81%	1	1023.00	-126.30	3	-13.00	-4.24%	0.64%	0/0
NIFTY-I	Long	01/01/2002	1062	03/28/2002	1132	6.59%	70.00	6.59%	1	1062.00	-56.30	62	1.13	-1.51%	13.09%	0/0
NIFTY-I	Short	03/28/2002	1132	04/03/2002	1134	0.18%	-2.00	-0.18%	1	1132.00	-58.30	4	-0.50	-1.32%	0.35%	0/0
NIFTY-I	Long	04/03/2002	1134	04/10/2002	1134	0.00%	0.00	0.00%	1	1134.00	-58.30	6	0.00	-0.70%	1.14%	0/0
NIFTY-I	Short	04/10/2002	1134	04/12/2002	1140.55	0.58%	-6.55	-0.58%	1	1134.00	-64.85	3	-2.18	-1.39%	0.35%	0/0
NIFTY-I	Long	04/12/2002	1140.55	04/17/2002	1129.1	-1.00%	-11.45	-1.00%	1	1140.55	-76.30	4	-2.86	-1.36%	1.26%	0/0
NIFTY-I	Short	04/17/2002	1129.1	06/13/2002	1093.45	-3.16%	35.65	3.16%	1	1129.10	-40.65	41	0.87	-0.96%	9.01%	0/0
NIFTY-I	Long	06/13/2002	1093.45	06/17/2002	1088.35	-0.47%	-5.10	-0.47%	1	1093.45	-45.75	3	-1.70	-1.14%	0.14%	0/0
NIFTY-I	Short	06/17/2002	1088.35	07/10/2002	1079.5	-0.81%	8.85	0.81%	1	1088.35	-36.90	18	0.49	-0.66%	3.98%	0/0
NIFTY-I	Long	07/10/2002	1079.5	07/12/2002	1061	-1.71%	-18.50	-1.71%	1	1079.50	-55.40	3	-6.17	-1.85%	0.27%	0/0
NIFTY-I	Short	07/12/2002	1061	11/18/2002	990	-6.69%	71.00	6.69%	1	1061.00	15.60	86	0.83	-0.46%	12.81%	0/0
NIFTY-I	Long	11/18/2002	990	01/28/2003	1046.95	5.75%	56.95	5.75%	1	990.00	72.55	50	1.14	-0.18%	12.02%	0/0
NIFTY-I	Short	01/28/2003	1046.95	02/19/2003	1065.95	1.81%	-19.00	-1.81%	1	1046.95	53.55	16	-1.19	-1.91%	1.38%	0/0
NIFTY-I	Long	02/19/2003	1065.95	02/27/2003	1048.2	-1.67%	-17.75	-1.67%	1	1065.95	35.80	7	-2.54	-1.67%	1.02%	0/0
NIFTY-I	Short	02/27/2003	1048.2	03/04/2003	1061.1	1.23%	-12.90	-1.23%	1	1048.20	22.90	4	-3.22	-2.55%	0.16%	0/0
NIFTY-I	Long	03/04/2003	1061.1	03/06/2003	1046.5	-1.38%	-14.60	-1.38%	1	1061.10	8.30	3	-4.87	-2.25%	0.11%	0/0
NIFTY-I	Short	03/06/2003	1046.5	05/28/2003	977	-6.64%	69.50	6.64%	1	1046.50	77.80	56	1.24	-0.05%	11.99%	0/0
NIFTY-I	Long	05/28/2003	977	02/25/2004	1820	86.28%	843.00	86.28%	1	977.00	920.80	192	4.39	-0.14%	107.66%	0/0
NIFTY-I	Short	02/25/2004	1820	03/04/2004	1860	2.20%	-40.00	-2.20%	1	1820.00	880.80	6	-6.67	-2.61%	3.00%	0/0
NIFTY-I	Long	03/04/2004	1860	03/12/2004	1795.25	-3.48%	-64.75	-3.48%	1	1860.00	816.05	7	-9.25	-3.48%	1.70%	0/0
NIFTY-I	Short	03/12/2004	1795.25	04/05/2004	1835	2.21%	-39.75	-2.21%	1	1795.25	776.30	17	-2.34	-2.26%	6.68%	0/0
NIFTY-I	Long	04/05/2004	1835	04/29/2004	1811.1	-1.30%	-23.90	-1.30%	1	1835.00	752.40	17	-1.41	-2.02%	3.81%	0/0
NIFTY-I	Short	04/29/2004	1811.1	07/21/2004	1554.85	-14.15%	256.25	14.15%	1	1811.10	1008.65	60	4.27	-0.96%	30.50%	0/0
NIFTY-I	Long	07/21/2004	1554.85	08/24/2004	1582.15	1.76%	27.30	1.76%	1	1554.85	1035.95	25	1.09	-0.57%	6.73%	0/0
NIFTY-I	Short	08/24/2004	1582.15	08/26/2004	1604	1.38%	-21.85	-1.38%	1	1582.15	1014.10	3	-7.28	-1.38%	0.07%	0/0
NIFTY-I	Long	08/26/2004	1604	01/13/2005	1907.4	18.92%	303.40	18.92%	1	1604.00	1317.50	98	3.10	-0.87%	32.29%	0/0
NIFTY-I	Short	01/13/2005	1907.4	02/01/2005	2060.1	8.01%	-152.70	-8.01%	1	1907.40	1164.80	12	-12.72	-8.01%	0.79%	0/0
NIFTY-I	Long	02/01/2005	2060.1	03/24/2005	2022	-1.85%	-38.10	-1.85%	1	2060.10	1126.70	38	-1.00	-4.62%	5.40%	0/0
NIFTY-I	Short	03/24/2005	2022	05/24/2005	2015.15	-0.34%	6.85	0.34%	1	2022.00	1133.55	42	0.16	-2.12%	7.17%	0/0
NIFTY-I	Long	05/24/2005	2015.15	10/20/2005	2430.15	20.59%	415.00	20.59%	1	2015.15	1548.55	105	3.95	-0.52%	32.33%	0/0
NIFTY-I	Short	10/20/2005	2430.15	11/09/2005	2494.4	2.64%	-64.25	-2.64%	1	2430.15	1484.30	13	-4.94	-2.74%	5.77%	0/0
NIFTY-I	Long	11/09/2005	2494.4	05/22/2006	3262	30.77%	767.60	30.77%	1	2494.40	2251.90	132	5.82	-1.22%	50.82%	0/0
NIFTY-I	Short	05/22/2006	3262	07/04/2006	3150	-3.43%	112.00	3.43%	1	3262.00	2363.90	33	3.39	-0.25%	21.06%	0/0
NIFTY-I	Long	07/04/2006	3150	07/19/2006	3025	-3.97%	-125.00	-3.97%	1	3150.00	2238.90	12	-10.42	-6.62%	3.43%	0/0
NIFTY-I	Short	07/19/2006	3025	07/28/2006	3139	3.77%	-114.00	-3.77%	1	3025.00	2124.90	8	-14.25	-4.49%	5.06%	0/0
NIFTY-I	Long	07/28/2006	3139	12/14/2006	3777	20.32%	638.00	20.32%	1	3139.00	2762.90	97	6.58	-2.00%	28.41%	0/0
NIFTY-I	Short	12/14/2006	3777	12/18/2006	3850	1.93%	-73.00	-1.93%	1	3777.00	2689.90	3	-24.33	-3.12%	0.29%	0/0
NIFTY-I	Long	12/18/2006	3850	12/21/2006	3790	-1.56%	-60.00	-1.56%	1	3850.00	2629.90	4	-15.00	-2.23%	2.29%	0/0
NIFTY-I	Short	12/21/2006	3790	12/27/2006	3957	4.41%	-167.00	-4.41%	1	3790.00	2462.90	4	-41.75	-4.41%	1.09%	0/0
NIFTY-I	Long	12/27/2006	3957	02/26/2007	3920	-0.94%	-37.00	-0.94%	1	3957.00	2425.90	40	-0.93	-3.64%	7.15%	0/0
NIFTY-I	Short	02/26/2007	3920	03/26/2007	3872.2	-1.22%	47.80	1.22%	1	3920.00	2473.70	21	2.28	-1.28%	10.33%	0/0
NIFTY-I	Long	03/26/2007	3872.2	03/29/2007	3780.1	-2.38%	-92.10	-2.38%	1	3872.20	2381.60	3	-30.70	-2.97%	0.36%	0/0
NIFTY-I	Short	03/29/2007	3780.1	04/11/2007	3830	1.32%	-49.90	-1.32%	1	3780.10	2331.70	9	-5.54	-1.53%	5.15%	0/0
NIFTY-I	Long	04/11/2007	3830	08/03/2007	4347.7	13.52%	517.70	13.52%	1	3830.00	2849.40	81	6.39	-1.20%	21.04%	0/0
NIFTY-I	Short	08/03/2007	4347.7	08/10/2007	4244.4	-2.38%	103.30	2.38%	1	4347.70	2952.70	6	17.22	-3.59%	2.38%	0/0
NIFTY-I	Long	08/10/2007	4244.4	08/17/2007	4086	-3.73%	-158.40	-3.73%	1	4244.40	2794.30	5	-31.68	-4.01%	2.99%	0/0
NIFTY-I	Short	08/17/2007	4086	08/29/2007	4244	3.87%	-158.00	-3.87%	1	4086.00	2636.30	9	-17.56	-5.69%	3.26%	0/0
NIFTY-I	Long	08/29/2007	4244	01/18/2008	5862	38.12%	1618.00	38.12%	1	4244.00	4254.30	100	16.18	-0.33%	49.29%	0/0
NIFTY-I	Short	01/18/2008	5862	04/22/2008	5015	-14.45%	847.00	14.45%	1	5862.00	5101.30	63	13.44	-1.12%	24.60%	0/0
NIFTY-I	Long	04/22/2008	5015	05/15/2008	5035	0.40%	20.00	0.40%	1	5015.00	5121.30	17	1.18	-1.83%	5.12%	0/0
NIFTY-I	Short	05/15/2008	5035	05/20/2008	5111.7	1.52%	-76.70	-1.52%	1	5035.00	5044.60	3	-25.57	-2.64%	0.00%	0/0
NIFTY-I	Long	05/20/2008	5111.7	05/26/2008	4916.65	-3.82%	-195.05	-3.82%	1	5111.70	4849.55	5	-39.01	-3.82%	0.67%	0/0
NIFTY-I	Short	05/26/2008	4916.65	07/25/2008	4347.7	-11.57%	568.95	11.57%	1	4916.65	5418.50	45	12.64	-0.86%	23.50%	0/0
NIFTY-I	Long	07/25/2008	4347.7	08/25/2008	4386	0.88%	38.30	0.88%	1	4347.70	5456.80	21	1.82	-4.27%	7.05%	0/0
NIFTY-I	Short	08/25/2008	4386	09/05/2008	4360	-0.59%	26.00	0.59%	1	4386.00	5482.80	9	2.89	-3.60%	4.06%	0/0
NIFTY-I	Long	09/05/2008	4360	09/15/2008	4092.5	-6.14%	-267.50	-6.14%	1	4360.00	5215.30	7	-38.21	-6.14%	4.68%	0/0
NIFTY-I	Short	09/15/2008	4092.5	12/22/2008	3064.9	-25.11%	1027.60	25.11%	1	4092.50	6242.90	65	15.81	-5.68%	45.56%	0/0
NIFTY-I	Long	12/22/2008	3064.9	12/26/2008	2973.4	-2.99%	-91.50	-2.99%	1	3064.90	6151.40	4	-22.88	-5.23%	1.73%	0/0
NIFTY-I	Short	12/26/2008	2973.4	01/05/2009	3087	3.82%	-113.60	-3.82%	1	2973.40	6037.80	7	-16.23	-3.99%	5.26%	0/0
NIFTY-I	Long	01/05/2009	3087	01/12/2009	2850	-7.68%	-237.00	-7.68%	1	3087.00	5800.80	5	-47.40	-9.16%	1.98%	0/0
NIFTY-I	Short	01/12/2009	2850	02/11/2009	2876.55	0.93%	-26.55	-0.93%	1	2850.00	5774.25	22	-1.21	-3.47%	7.53%	0/0
NIFTY-I	Long	02/11/2009	2876.55	02/18/2009	2729.9	-5.10%	-146.65	-5.10%	1	2876.55	5627.60	6	-24.44	-5.10%	3.39%	0/0
NIFTY-I	Short	02/18/2009	2729.9	03/20/2009	2791.3	2.25%	-61.40	-2.25%	1	2729.90	5566.20	20	-3.07	-6.79%	7.50%	0/0
NIFTY-I	Long	03/20/2009	2791.3	07/10/2009	4095.05	46.71%	1303.75	46.71%	1	2791.30	6869.95	75	17.38	-0.94%	68.51%	0/0
NIFTY-I	Short	07/10/2009	4095.05	07/17/2009	4265.6	4.16%	-170.55	-4.16%	1	4095.05	6699.40	6	-28.43	-4.79%	4.62%	0/0
NIFTY-I	Long	07/17/2009	4265.6	10/29/2009	4769	11.80%	503.40	11.80%	1	4265.60	7202.80	71	7.09	-0.22%	21.17%	0/0
NIFTY-I	Short	10/29/2009	4769	11/11/2009	4887.15	2.48%	-118.15	-2.48%	1	4769.00	7084.65	9	-13.13	-3.74%	4.98%	0/0
NIFTY-I	Long	11/11/2009	4887.15	12/22/2009	4967.1	1.64%	79.95	1.64%	1	4887.15	7164.60	30	2.67	-1.76%	6.23%	0/0
NIFTY-I	Short	12/22/2009	4967.1	12/29/2009	5191.05	4.51%	-223.95	-4.51%	1	4967.10	6940.65	4	-55.99	-4.89%	0.00%	0/0
NIFTY-I	Long	12/29/2009	5191.05	01/25/2010	4996	-3.76%	-195.05	-3.76%	1	5191.05	6745.60	19	-10.27	-4.72%	2.16%	0/0
NIFTY-I	Short	01/25/2010	4996	03/04/2010	5072	1.52%	-76.00	-1.52%	1	4996.00	6669.60	27	-2.81	-1.86%	6.58%	0/0
NIFTY-I	Long	03/04/2010	5072	05/06/2010	5112.35	0.80%	40.35	0.80%	1	5072.00	6709.95	43	0.94	-0.43%	6.43%	0/0
NIFTY-I	Short	05/06/2010	5112.35	06/07/2010	5011.35	-1.98%	101.00	1.98%	1	5112.35	6810.95	23	4.39	-2.07%	6.37%	0/0
NIFTY-I	Long	06/07/2010	5011.35	06/09/2010	5053.1	0.83%	41.75	0.83%	1	5011.35	6852.70	3	13.92	-1.47%	0.86%	0/0
NIFTY-I	Short	06/09/2010	5053.1	06/14/2010	5138.25	1.69%	-85.15	-1.69%	1	5053.10	6767.55	4	-21.29	-1.69%	1.98%	0/0
NIFTY-I	Long	06/14/2010	5138.25	11/19/2010	6012.65	17.02%	874.40	17.02%	1	5138.25	7641.95	113	7.74	0.00%	23.56%	0/0
NIFTY-I	Short	11/19/2010	6012.65	12/06/2010	6035	0.37%	-22.35	-0.37%	1	6012.65	7619.60	12	-1.86	-0.44%	4.75%	0/0
NIFTY-I	Long	12/06/2010	6035	12/10/2010	5765	-4.47%	-270.00	-4.47%	1	6035.00	7349.60	5	-54.00	-4.61%	0.98%	0/0
NIFTY-I	Short	12/10/2010	5765	12/23/2010	6006.5	4.19%	-241.50	-4.19%	1	5765.00	7108.10	9	-26.83	-4.82%	0.29%	0/0
NIFTY-I	Long	12/23/2010	6006.5	01/11/2011	5774.25	-3.87%	-232.25	-3.87%	1	6006.50	6875.85	14	-16.59	-4.34%	3.39%	0/0
NIFTY-I	Short	01/11/2011	5774.25	03/28/2011	5670.35	-1.80%	103.90	1.80%	1	5774.25	6979.75	53	1.96	-1.92%	10.38%	0/0
NIFTY-I	Long	03/28/2011	5670.35	05/04/2011	5541.3	-2.28%	-129.05	-2.28%	1	5670.35	6850.70	25	-5.16	-4.88%	5.81%	0/0
NIFTY-I	Short	05/04/2011	5541.3	06/29/2011	5565	0.43%	-23.70	-0.43%	1	5541.30	6827.00	41	-0.58	-1.47%	6.48%	0/0
NIFTY-I	Long	06/29/2011	5565	07/29/2011	5479.9	-1.53%	-85.10	-1.53%	1	5565.00	6741.90	23	-3.70	-1.65%	3.50%	0/0
NIFTY-I	Short	07/29/2011	5479.9	10/14/2011	5060	-7.66%	419.90	7.66%	1	5479.90	7161.80	51	8.23	-1.41%	13.90%	0/0
NIFTY-I	Long	10/14/2011	5060	11/17/2011	5052	-0.16%	-8.00	-0.16%	1	5060.00	7153.80	22	-0.36	-1.24%	6.77%	0/0
NIFTY-I	Open Short	11/17/2011	5052	11/18/2011	4914.6	-2.72%	137.40	2.72%	1	5052.00	7291.20	3	45.80	0.00%	4.09%	0/0

 

[rkkarnani]

At first glance the chart seems to give a lot of whips!! And our Excel and Ami expert NTrader has already posted some analysis results!!

 

[Tradewithhunter]

Fab - so we have found another strategy for positional traders using 45 EMA

7000 odd points in 10 years .... 700 points per annum ..... Rs 35000 profit per lot per annum .... (70% per annum returns assuming 50K margin per lot)


I was wondering whats the result if we just follow 15 EMA instead of 3 EMA ...

cheers
SH