CAS RESEARCH DESK - MOMENTUM CALLS - PERFORMANCE REPORT
05 February 2012

Strategy: Momentum Calls

Product Philosophy: Momentum calls are derivative calls with objective of capturing short term momentum in the stock.

  • Stocks are identified based on various derivative parameters like Open Interest, Volumes, Put-Call ratio etc

  • Calls are released during market hours as an when opportunities are available with maximum holding period of 5 days

  • Each call includes target price and stop loss and position need to be taken in futures and option segment only

Investment Philosophy: We recommend investing 1 lot in each call and holding till we recommend the exit strategy.

Returns Calculation Strategy: Returns are calculated based on the assumption that 1 lot has been invested in each call for the period recommended (i.e. till the time we recommend exiting the position)

  • Total Calls Made: 12

  • Success Ratio: 58%

  • Profit/Loss: Total Profit/Loss (January 2012) is 21,125.

●  Click here for  Momentum Calls - Product Note

Momentum
Reco Date Company Buy/Sell Entry rate Target Stop Loss Exit Rate Margin/Lot Abs. Returns on Margin Profit/Loss
03-Jan-12 HINDALCO BUY 115.3 121 112 119.5 2000 22.70% 8,400
03-Jan-12 VIPIND BUY 82 88 79 85.25 2500 17.66% 8,125
05-Jan-12 STER SELL 95 90 98 92.2 2000 21.54% 5,600
05-Jan-12 SESAGOA BUY 168 174 164 164 1000 -15.38% -4,000
06-Jan-12 YESBANK SELL 245.5 232 252 247.5 1000 -5.56% -2,000
09-Jan-12 LT SELL 1050 990 1085 1085 250 -23.65% -8,750
10-Jan-12 VIPIND BUY 86 91 83 86.8 1250 2.17% 1,000
13-Jan-12 IDEA BUY 84 88 81.7 85 4000 9.52% 4,000
17-Jan-12 HINDZINC BUY 129.5 138 124 126 2000 -21.88% -7000
20-Jan-12 LT SELL 1270 1220 1305 1229 250 25.63% 10250
24-Jan-12 M&M BUY 678 710 660 695 500 19.77% 8500
27-Jan-12 HINDALCO BUY 144.5 151 141 143 2000 -6.67% -3000
Total Profit/Loss for month of January 2012     21,125

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