Positioning
Risk metric envelope — Bollinger + Fibonacci tiers
Shape · attractors · containmentEach metric is bounded by adaptive Bollinger tiers (±1σ inner, ±2σ outer around a 63-day rolling mean). Dashed horizontal lines mark the hard floor (5th percentile) and ceiling (95th percentile). Gold dots are attractor levels (KDE density peaks). Fibonacci retracement levels drawn between smoothed swing high and low.
Composite signal
Position [-1,+1] · signalsComposite of four risk metrics normalised to their expanding percentile bands. −1 = floor, +1 = ceiling. Triangles = BUY, squares = SELL.
Nifty relationship
Composite vs. Nifty 60d momentumWhen Nifty momentum (blue) leads and composite follows, the fund is market-driven. Independent movement = fund-specific signal.
Mean reversion evidence
Reversal rate from extremesHow often each metric reverts toward its median after reaching the bottom 10%/20% or top 80%/90% zone within 60 trading days.
Signal backtest
Forward returns after signalsAverage forward returns following BUY and SELL signals, compared to HOLD baseline. Hit rate = % of signals producing positive returns.
How to use this dashboard
This dashboard tracks the risk regime of each fund — whether its risk-return profile is historically stretched, compressed, or mid-range — and generates timing signals from that position.
We compute six rolling metrics over a 24-month window: Sharpe Ratio (return per unit of risk), Std Dev (volatility), Max Drawdown (worst loss from peak), Information Ratio (outperformance consistency vs Nifty), Correlation (how closely the fund tracks Nifty), and Beta (sensitivity to Nifty moves). Each metric oscillates between a historical floor (5th percentile) and ceiling (95th percentile) — visible on the envelope charts above.
Four of these metrics (Sharpe, Std Dev, Max DD, Info Ratio) are combined into a single Composite score normalised to [−1, +1]. A value near −1 means the fund's risk profile is at its most attractive (historically cheap risk); near +1 means stretched. The Slope measures the 20-day direction of this composite — positive means improving, negative means deteriorating.
Signals are generated from the composite level and slope together: BUY fires when the composite is low and turning up (contrarian entry); SELL fires when it is high and rolling over. HOLD means neither condition is met. Each signal carries a strength tier (Strong, Medium, Early, Floor) reflecting how extreme the setup is, and a confidence score based on the backtest hit rate at the 3-month horizon.
The Nifty relationship chart shows whether the fund's composite moves with the market or independently. High correlation means market timing matters; low correlation means the fund has its own cycle. The mean reversion table shows how reliably each metric snaps back after hitting extremes — the statistical basis for the signals. The backtest table shows what happened historically after each signal type at 3, 6, and 12-month horizons.
Select any fund from the left panel. Read the dark interpretation box for the current call, check the envelope charts for visual context, and consult the backtest for historical edge. The summary table below compares all funds at a glance.