Low-Volatility Factor Basket

Ranks the universe by trailing realized volatility and holds the calmest names equal-weight, rebalancing slowly (delivery / CNC, BUY-only). The one long-only equity factor with documented, after-cost, out-of-sample support on the NSE. Judged on excess return vs holding the whole universe, not raw P&L. First run fetches daily history (~30–90s); later runs are cached.

Broadens the backtest universe ~93 → ~200 names. Run migration 008 in Supabase SQL editor first, then click once.

Window (days)Budget ₹ / nameBottom frac (0.2=quintile)Vol lookback (d)Rebalance (d)Exit rank ×N

Exclude ETFs (*BEES)As-of end date (blank = today)

Holds the calmest bottom 20% by 252d vol (the factor's real definition), ₹2,500/name, re-ranked every 63d over a 5.0-year continuous window. First multi-year run on ~200 names is slow (~2–3 min); may need a second run to warm the cache.