FRIDAY

An automated strategy, marked against the index every day.

FRIDAY is a rules-based system that trades Indian listed equities with real capital. It has one job: finish a 365-day cycle ahead of the Top 500. This page is the scoreboard, published after each session and never edited by hand.

Return since cycle start

Portfolio · FRIDAY + EDITH
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FRIDAY
—
EDITH
—
Top 500
—
Against the index
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Portfolio = the whole account. FRIDAY and EDITH are the two sleeves inside it. Mid-cycle capital added to EDITH is excluded from FRIDAY's and EDITH's own return, so top-ups cannot flatter either sleeve.

Model portfolio

Current value · Portfolio
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FRIDAY
—
EDITH
—
Top 500
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Invested on day 0
₹100.00

A notional ₹100 compounded each session by the day's return — like a smallcase model portfolio. Real rupee balances are never published.

Today, in plain words

The same published figures, read out as sentences. Written by the page from the numbers below it, never by hand.

Portfolio stats

Risk measures computed from the same daily series, the way a smallcase model portfolio reports them.

Max drawdown—
Volatility · annualised—
CAGR · annualised—
Days in cycle—

Risk gauges

Read-only analysis run each session: the market's volatility regime, a one-day volatility forecast, concentration limits, and the position-sizing band. No names, no counts, no thresholds.

Volatility regime—
Vol forecast · 1 day—
Concentration—
Sizing band—

EDITH · CANSLIM sleeve

A second rules-based sleeve inside the same account. EDITH screens for CANSLIM-style earnings acceleration and price leadership, runs on its own dedicated capital, and opens new positions only while market breadth is healthy. The classic CANSLIM market regime is recorded and shown here; it is not a gate. System state only — no names, no counts, no amounts, no trade activity.

Mode—
Capital—
Market regime—
Return—

Return against the Top 500

Both lines start at zero on the first day of the cycle. The gap between them is the only number the covenant is judged on.

Portfolio · FRIDAY + EDITH Top 500
Cumulative percentage return since the cycle began. Hover for any day.

Value of ₹100 invested

Both lines start at 100 on the first day of the cycle and move with each day's return, like a model portfolio.

Portfolio · FRIDAY + EDITH Top 500
What ₹100 invested in each has become, computed from the cumulative returns above.
View the daily figures as a table
DatePortfolioTop 500Portfolio ₹Top 500 ₹

What FRIDAY is

FRIDAY is an autopilot for a single equity account. It is not a fund, it takes no outside money, and it manages a single account and nothing else. It runs on a fixed daily schedule without a human in the loop: it forms tomorrow's plan the previous evening, and the next day it either executes that plan or does nothing at all.

Everything it does is delivery-based cash equity. No leverage, no derivatives, no intraday positions, no short selling. A position is bought outright and held until a rule sells it.

How a trading day runs

The same four moves, every session, in the same order. None of them involves a person.

  1. 1

    Evening, after the close

    Every stock in the universe is scored again. Tomorrow's plan, if there is one, is written down and cannot change overnight.

  2. 2

    Before the open

    The market filter and the account are checked. A weak market or a deepening drawdown can cancel the plan; nothing is ever added to it.

  3. 3

    During the session

    The plan is executed as written, or nothing happens. Exits fire on their own rules. Nobody watches a screen.

  4. 4

    After the close

    The account is marked against the Top 500 and this page is published. The number you see is the number the covenant is judged on.

From the whole market to one position

Five stages, each a rule. A stock has to clear all of them to be bought, and keeps having to clear the last one to stay.

  1. The universe

    Indian listed equities, broad enough to matter and liquid enough to trade cleanly.

  2. One score

    Each stock becomes a single number out of 100: trend quality, momentum against the index, volume participation, relative strength, and reward against risk.

  3. The market filter

    A read of the market's own breadth and volatility decides whether new buying is open, throttled or shut, whatever the scores say.

  4. Size by risk

    Position size comes from the stock's own volatility, so every new position risks the same small fraction of the account.

  5. Hold or exit by rule

    Losers leave on a stop ladder. Winners stay while the rules that bought them still hold. Every position is re-scored each week.

The rules it lives by

One score decides everything

Every candidate is reduced to a single number out of 100, built from trend quality, momentum relative to the index, participation from volume, relative strength and the reward available against the risk taken. Only high scores are bought, and the same score is re-applied to open positions every week. There are no favourites and no discretionary overrides.

Risk is fixed before entry

Position size is set from the stock's own volatility, so that every trade puts the same small fraction of capital at risk regardless of which stock it is. Size is recalculated from live account equity on every run, so exposure scales with the account rather than drifting.

Exits are mechanical

Losers are cut on a stop ladder rather than on judgment; winners are held while the rules that bought them still hold. Falling equity tightens the system automatically, halving new position sizes and then pausing new entries entirely if the drawdown deepens.

It trades rarely

A broad market filter throttles or stops new buying when the market's internals are weak, whatever the individual scores say. The normal cadence is nought to two new positions a week, frequently none. Doing nothing is the default state, not a failure of the system.

EDITH, the second sleeve

EDITH runs inside the same account on its own ring-fenced capital and its own buying window. It looks for a different thing: CANSLIM-style earnings acceleration and price leadership rather than FRIDAY's composite score. It opens new positions only while market breadth is healthy, sizes them in fixed slices of its own capital, and exits on the same mechanical ladder. Its return is reported separately above, from the day its capital was confirmed, so a top-up to EDITH can never flatter FRIDAY.

What this page will never show

No holdings. Not the names, not the number of positions, not entry or exit prices, not what was bought or sold on any given day. The published file contains aggregate figures only — dates, day counters, two percentages, and EDITH's numeric status enums (mode, capital-confirmed, and market regime — no watchlist or trade counts) — and there is no code path by which an instrument name could reach it. The account's absolute rupee balance and EDITH's rupee allocation are likewise never published: the page shows returns and a value-of-₹100 index, not an amount. The selection rules, the weights inside the score and the thresholds behind every filter are also not published. What you get is the outcome, on the same terms the covenant is judged on.