Krest — Strategy Directory

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— strategies

Variant

Horizon

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Sectors

Benchmark

CAGR –

Sharpe –

Max DD –

25 years5,000+ companieshundreds of start dates per strategy

Look-ahead and survivorship bias controlled

Free trial covers the most recent 10 years

Strategy ↕	CAGR ↕median · range	Volatility ↕median · range	Sharpe ↕median · range	Max DD ↕median · range	Win% ↕vs benchmark	Rho ↕all variants	Runsstart dates	Closest Indexcorrelation	Tilt	Sectors	Actions

Archived strategies are not visible in the active directory but their files are preserved on disk. Restore reinstates them; Delete forever permanently removes the folder.

Strategy	Archived	Created	Size	Status	Actions

0 strategies selected

About this view

Strategy Directory

A library of investment strategies, each one a set of rules for picking stocks. Open any row to read the rules, examine the outcomes, and inspect the actual companies the strategy picks. Tick two or more to compare them side by side. Or write your own in plain rules.

Numbers in each row show what the strategy actually delivered. The range beside each number is not error — it is the spread across many backtests with different start dates. A narrow range means the strategy was robust to when you started; a wide one means timing mattered.

01 What can I do on this page

Open a row. Each row expands in place. You see the rules, the universe it ran on, the sector filter, and the doorway into the eleven layer dashboard.
Tick two or more. A compare bar appears at the bottom of the screen. Compare strategies side by side across return, risk, regime behaviour and style.
Switch the Variant or Horizon. Every number in the table reframes in place. The same strategy looks different at 1Y, 3Y, 5Y and over the full ten year window.
Filter by sectors. Show only strategies that include all sectors, or only those that exclude financials.
Write your own. The New Strategy button opens a plain rules editor. More on this in section 04.

02 What is behind a row

Each row opens into a full strategy dashboard with eleven analytical layers:

Return path and rolling performance
Drawdown depth and recovery
Signal quality across the universe
Regime behaviour through bull, bear, sideways and crisis periods
Sector and size tilt
Closest real mutual funds, ranked by overlap
Persistence of returns across rebalances
Turnover and trading footprint
The actual companies the strategy picks, at every rebalance
Matched benchmark behaviour
Concentration and crowding

Every strategy carries its own matched benchmark, not a generic index.

03 How robust are the numbers

Every strategy is run as hundreds of backtests, not one. We move the start date through the available history and record the outcome each time. The number you see in the table is the median across those runs. The range is the spread from the tenth percentile to the ninetieth.

25 years of Indian market and fundamental data
The free trial backtests the most recent 10 years
Over 5,000 companies in the eligible universe at any time
Quarterly rebalancing, annual reconstruction
Look ahead bias controlled. Each rebalance uses only the data that was actually available on that date.
Survivorship bias controlled. Delisted and merged companies are present in the universe of every historical rebalance.
Market cap, delisting, IPO timing and other operational filters are applied at the date of the test, not retroactively.

04 Can I write my own strategy

Yes, and that is the point of the platform. Setup is seconds. The run itself takes longer because we are honestly testing it across the full history.

A strategy is just a few sentences. Filter by these conditions. Rank by this metric. Hold the top N. Rebalance quarterly. You type the rules in plain language.
Large library of pre computed metrics. Quality, value, momentum, growth, low volatility, profitability, accruals, financial strength — every common factor is already available to rank or filter by.
Define your own metric. Combine line items from the financial statements, or compose factors. Backtest using the metric you defined as if it were a built in one.
Full transparency. Every metric used in your strategy is traceable back to the summary financial statements the platform used at each rebalance. No black boxes about what a number means.

Click New Strategy at the top right to start. The first one usually takes a couple of minutes to write.

05 What do Variant, Horizon and the ranges mean

Variant is how the strategy holds the stocks it ranks. D10 takes the top 10% of the ranked universe. Top 10 and Top 30 hold fixed counts. Constrained builds an investable 30-stock portfolio after liquidity and diversification checks (illiquid names dropped, then rank order, no industry over 20%).
Horizon is how long you imagine holding. The same strategy can look very different at one year versus the full ten years — short horizons hide regime behaviour the long horizon reveals.
The range beside each median shows the tenth percentile to ninetieth percentile across many start dates. Tap any metric label to see its definition. The range is not an error bar — it is the honest spread across timing.

25 years of Indian market data; the free trial backtests the most recent 10. Quarterly rebalancing, annual reconstruction. Look ahead and survivorship bias controlled. All numbers are medians across hundreds of start dates.

Strategy Directory

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