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High Volume Momentum

Combines price momentum with volume confirmation. Filters for stocks trading above their 20-day average volume (institutional interest), then picks the top 15 by market cap. Weekly rebalancing.

About this strategy

Combines price momentum with volume confirmation. Filters for stocks trading above their 20-day average volume (institutional interest), then picks the top 15 by market cap. Weekly rebalancing.

volumemomentuminstitutional
Universe
NSE Stocks XNSE
Rebalance Details
Weekly (Every Friday) Equal Weighted

Strategy Rules

Filter

High Volume Filter

Filters the universe based on a condition:

volume > @MA(volume, 20)
Filter

Price Uptrend

Filters the universe based on a condition:

close > @MA(close, 50)
Rank

Top 15 by Market Cap

Selects the top 15 securities ranked by market_cap.