Who wrote this article?

Sandeep Rao, Capitalmind's research team.

What topics does this article cover?

Capitalmind Chase, Capitalmind Factsheet

Chase Monthly Fact Sheet: Oct 2020

Returns Update October started on a positive note, with the index touching 12,000, of which the system could capture close to 600 points on the active component, then came the whipsaws, taking us out of trades, leading to one of the longest losing streaks of the year. With losses kept in check, we managed to close the month positive.

30 Oct 2020Sandeep Rao1 min read

Quick Facts

What is "Chase Monthly Fact Sheet: Oct 2020" about?: Returns Update October started on a positive note, with the index touching 12,000, of which the system could capture close to 600 points on the active component, then came the whipsaws, taking us out of trades, leading to one of the longest losing streaks of the year. With losses kept in check, we managed to close the month positive.
What category is this article in?: Premium Portfolio
Who wrote this article?: Sandeep Rao, Capitalmind's research team.
When was this article published?: Published 30 October 2020.
How long does this article take to read?: 1 min read
What topics does this article cover?: Capitalmind Chase, Capitalmind Factsheet
What does the "Returns Update" section say?: October started on a positive note with the index touching 12k mark, of the uptrend the trend following system could capture close to 600 points, then came the whipsaws, taking us out of trades, leading to one of the longest losing streaks of the year. With losses kept in check, we managed to close the month positive.
What does the "Summary of this month's activity" section say?: We took 9 trades this month, 5 of which were long. We closed the month with 122 points.
What does the "Open Positions" section say?: We currently have an Open Short Position initiated on 28th of Oct'20 at 11,817

October 2020 Monthly Update for the Capitalmind Chase Strategy

Returns Update

October started on a positive note with the index touching 12k mark, of the uptrend the trend following system could capture close to 600 points, then came the whipsaws, taking us out of trades, leading to one of the longest losing streaks of the year. With losses kept in check, we managed to close the month positive.

Overall Performance Summary since inception

Summary of this month’s activity

We took 9 trades this month, 5 of which were long. We closed the month with 122 points.

Our biggest winners and losers

This month the biggest winner made 641 points on futures and biggest loser took 126 points away. The YTD average size of winners stands at 296.69 and that of losers being -66.05[

](https://content.capitalmind.in/wp-content/uploads/2020/09/biggest-winner-looser.jpg)[](https://content.capitalmind.in/wp-content/uploads/2020/10/biggest-winner-looser-oct.jpg)

Note - Returns on the futures component includes slippages as captured in the model portfolio.

Open Positions

We currently have an Open Short Position initiated on 28th of Oct’20 at 11,817

Relevant Reading:

Introducing the CM Chase Strategy

Capitalmind Chase Sep’20 Factsheet

This article is for informational purposes. Like any strategy involving derivatives, there are risks involved. Premium members get regular actionable updates including stop losses on our slack forum. To know more, DM us on twitter @Capitalmind_in. For access to premium research, model portfolios and the vibrant member forum, you can subscribe to Capitalmind Premium here. Use coupon code WEEKEND15 to get 15% off regular price. Valid for this weekend.