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Pullback in an uptrend backtest
Buys a sharp 2-day dip (RSI-2 under 10) in a share that is above its 200-day average, and sells the bounce.
Passed 1 of 5
- Trades
- 12,362
- 2010-2026
- Win rate
- 57%
- Average trade
- −0.16%
- median +0.55%
- Profit factor
- 0.92
- gains ÷ losses
- Portfolio a year
- −2.3%
- basket +15.2%
- Worst fall
- −62%
- basket −59%
The rules
Buy
Close above the 200-day average and the 2-day RSI under 10.
Checked on each close for the 100 most traded shares; bought at the next session's open. Average hold: 5 sessions.
Sell
Sold at the next open after a close above the 5-day average, at a 3 × ATR(20) stop, or at the close of the 10th session.
How trades ended: stop 9%, exit rule 88%, time limit 3%.
Growth of Rs 100 in a 10-share portfolio
Oct 2026Pullback in an uptrendRs 68Top-100 basketRs 1,072KSE-100 (no dividends)Rs 1,770
Since 2019: −0.8% a year, Sharpe 0.06 (basket +15.1%, Sharpe 0.67). The KSE-100 grew +18.7% a year from 2010 before dividends (worst fall −49%); the strategy and basket lines include dividends.
Pass checks
- ✓At least 300 trades from 2010 on, so the result is not luck of a few trades12362 trades
- ✗2010-2018: average trade after costs above 0 and profit factor 1.2 or more-0.28% a trade, profit factor 0.85
- ✗2019-today: average trade after costs above 0 and profit factor 1.2 or more-0.01% a trade, profit factor 0.99
- ✗Trades add up to a gain in at least 65% of calendar years4 of 17 years up
- ✗A 10-share portfolio from 2019 on has a better return-for-risk (Sharpe) than simply holding the 100 most traded sharesSharpe 0.06 vs 0.67 for the basket
2010-2018
6742 trades, −0.28% a trade, 57% winners, profit factor 0.85
2019-today
5620 trades, −0.01% a trade, 57% winners, profit factor 0.99
Year by year
| Year | Trades | Win rate | Avg trade | 10-share portfolio | Top-100 basket |
|---|---|---|---|---|---|
| 2026to 9 Oct | 574 | 55% | −0.65% | −8.1% | −14.6% |
| 2025 | 1092 | 61% | +0.59% | +15.8% | +34.0% |
| 2024 | 985 | 61% | +0.82% | +21.5% | +78.8% |
| 2023 | 573 | 54% | −0.12% | +3.5% | +57.6% |
| 2022 | 349 | 48% | −1.05% | −28.0% | −22.2% |
| 2021 | 851 | 55% | −0.18% | +15.4% | −8.4% |
| 2020 | 924 | 58% | −0.56% | −7.4% | +32.8% |
| 2019 | 272 | 56% | −0.16% | −7.2% | +0.1% |
| 2018 | 536 | 51% | −0.71% | +4.5% | −8.6% |
| 2017 | 739 | 56% | −0.58% | −25.5% | −17.6% |
| 2016 | 756 | 60% | +0.10% | +36.7% | +64.8% |
| 2015 | 972 | 55% | −0.08% | −17.6% | +19.0% |
| 2014 | 965 | 59% | +0.18% | +38.5% | +53.3% |
| 2013 | 900 | 58% | −0.59% | +4.1% | +42.1% |
| 2012 | 740 | 60% | −0.01% | +0.4% | +57.5% |
| 2011 | 641 | 57% | −0.47% | −20.7% | −24.0% |
| 2010 | 493 | 57% | −0.91% | −29.7% | −8.7% |
Live since launch
Full track recordThis strategy failed the test. Its live signals are tracked for the record but not shown as signals.
No live trade has closed yet.
Latest backtest trades
| Share | Signal | Bought | Sold | Why sold | Sessions | Return after costs |
|---|---|---|---|---|---|---|
| FABL | 5 Oct 2026 | 94.00 6 Oct 2026 | 93.53 7 Oct 2026 | Exit rule | 2 | −1.00% |
| MTL | 5 Oct 2026 | 295.64 6 Oct 2026 | 298.00 7 Oct 2026 | Exit rule | 2 | +0.30% |
| FCL | 5 Oct 2026 | 26.30 6 Oct 2026 | 27.20 7 Oct 2026 | Exit rule | 2 | +2.92% |
| NICL | 5 Oct 2026 | 259.01 6 Oct 2026 | 260.51 7 Oct 2026 | Exit rule | 2 | +0.08% |
| FCEPL | 5 Oct 2026 | 133.00 6 Oct 2026 | 135.00 7 Oct 2026 | Exit rule | 2 | +1.00% |
| FFC | 5 Oct 2026 | 534.46 6 Oct 2026 | 540.90 7 Oct 2026 | Exit rule | 2 | +0.70% |
| PRL | 5 Oct 2026 | 87.20 6 Oct 2026 | 94.74 7 Oct 2026 | Exit rule | 2 | +8.15% |
| BERG | 2 Oct 2026 | 116.10 5 Oct 2026 | 118.00 8 Oct 2026 | Exit rule | 4 | +1.14% |
| CNERGY | 2 Oct 2026 | 12.61 5 Oct 2026 | 12.92 7 Oct 2026 | Exit rule | 3 | +1.96% |
| MACFL | 1 Oct 2026 | 68.00 2 Oct 2026 | 70.20 7 Oct 2026 | Exit rule | 4 | +2.74% |
| AKBL | 1 Oct 2026 | 104.84 2 Oct 2026 | 107.20 7 Oct 2026 | Exit rule | 4 | +1.75% |
| OGDC | 1 Oct 2026 | 307.07 2 Oct 2026 | 311.96 7 Oct 2026 | Exit rule | 4 | +1.09% |
| MDTL | 30 Sep 2026 | 7.75 1 Oct 2026 | 7.15 8 Oct 2026 | Exit rule | 6 | −8.24% |
| GHNI | 29 Sep 2026 | 1,050.66 30 Sep 2026 | 1,037.00 7 Oct 2026 | Exit rule | 6 | −1.80% |
| UBL | 29 Sep 2026 | 421.16 30 Sep 2026 | 420.20 5 Oct 2026 | Exit rule | 4 | −0.73% |
| ILP | 28 Sep 2026 | 96.72 29 Sep 2026 | 95.00 7 Oct 2026 | Exit rule | 7 | −2.28% |
| OBOY | 28 Sep 2026 | 16.50 29 Sep 2026 | 19.24 1 Oct 2026 | Exit rule | 3 | +16.11% |
| AICL | 28 Sep 2026 | 96.70 29 Sep 2026 | 96.97 5 Oct 2026 | Exit rule | 5 | −0.22% |
| DBCI | 25 Sep 2026 | 10.12 28 Sep 2026 | 11.50 30 Sep 2026 | Exit rule | 3 | +13.14% |
| CLVL | 25 Sep 2026 | 26.10 28 Sep 2026 | 31.46 30 Sep 2026 | Exit rule | 3 | +20.04% |
Best and worst trades
| Share | Signal | Bought | Sold | Why sold | Sessions | Return after costs |
|---|---|---|---|---|---|---|
| THCCL | 24 Oct 2025 | 73.01 27 Oct 2025 | 96.00 29 Oct 2025 | Exit rule | 3 | +30.99% |
| DCH | 7 Sep 2015 | 5.75 8 Sep 2015 | 7.50 10 Sep 2015 | Exit rule | 3 | +29.93% |
| JPGL | 27 Oct 2016 | 4.81 28 Oct 2016 | 6.11 2 Nov 2016 | Exit rule | 4 | +26.59% |
| PAEL | 8 May 2025 | 36.10 9 May 2025 | 45.50 13 May 2025 | Exit rule | 3 | +25.54% |
| CHCC | 26 Mar 2020 | 39.16 27 Mar 2020 | 49.17 31 Mar 2020 | Exit rule | 3 | +25.08% |
| Share | Signal | Bought | Sold | Why sold | Sessions | Return after costs |
|---|---|---|---|---|---|---|
| PREMA | 30 Apr 2025 | 66.20 2 May 2025 | 42.57 9 May 2025 | Stop | 6 | −36.19% |
| SGPL | 15 May 2026 | 20.66 18 May 2026 | 13.30 22 May 2026 | Stop | 5 | −36.12% |
| CLOUD | 9 Oct 2017 | 8.18 10 Oct 2017 | 5.43 16 Oct 2017 | Stop | 5 | −34.06% |
| FNEL | 9 Mar 2020 | 1.29 10 Mar 2020 | 0.88 17 Mar 2020 | Stop | 6 | −32.48% |
| SGPL | 17 Jul 2026 | 32.34 20 Jul 2026 | 22.29 24 Jul 2026 | Stop | 5 | −31.56% |
Prices in the backtest tables are adjusted for later bonus shares, rights and dividends, so they can differ from the prices printed at the time. Past results do not promise future ones. How we tested.