Strategy Approach
A rules-driven, time-cycle strategy combining over a century of market timing research with modern quantitative filters. It captures high-probability momentum phases across major Indian indices with disciplined execution and automated risk control.
How it Works
Markets move in predictable rhythmic cycles influenced by natural, economic, and behavioral forces. CTCQP identifies “vibration points”—cycle turning zones backed by historical probability—and enters only when strong momentum confirms direction. It invests simultaneously across five major Indian equity indices, rotating into 100 stocks with fixed equal weights and clearly defined risk limits. The strategy is fully systematic: no intuition, no emotions. A rigorously walk-forward tested framework across global markets for more than 25 years has demonstrated consistent performance characteristics with controlled drawdowns.
Strategy Highlights
Time-Cycle Edge
Cycles exist globally, business cycles and markets reflect these rhythms. CTCQP translates 100+ years of Gann/Hurst/Elliott knowledge into quantitative signals that identify momentum shifts.
Multi-Index Diversification
This removes stock-specific risk and reduces concentration bias. Safety seekers tilt to Nifty 50; aggressive allocators tilt to Next 500. Adaptive to investor risk appetite without compromising the core engine.
Positive Edge + Stop Loss
The model is designed around survival and steady compounding. Walk-forward testing over 25 years indicated a 20% stop-loss as the most efficient parameter; tighter exits reduced returns while looser thresholds resulted in significantly higher drawdowns.
Best Suited To
Investors who want equity growth without stock-picking discretion. Those who value process over prediction, disciplined risk control over hype, and automation over behavioral mistakes. Ideal for long-term capital seeking consistent alpha through market cycles.
