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 Nifty 500. This page is the scoreboard,
published after each session and never edited by hand.
The scoreboard is not live yet.
Figures appear here after the first end-of-day publish.
Return since cycle start
FRIDAY
—
Nifty 500
—
Against the index
—
Both measured from the same start date. Capital added mid-cycle is
excluded from FRIDAY's return, so top-ups cannot flatter the number.
Model portfolio
FRIDAY
—
Nifty 500
—
₹100 invested in FRIDAY at the cycle start, against ₹100 in the
Nifty 500 — a smallcase-style value index. The account's rupee balance is never
published.
Return against the Nifty 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.
The curve begins once two sessions have been recorded.
FRIDAYNifty 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.
FRIDAYNifty 500
What ₹100 invested in each has become, computed from the cumulative returns above.View the daily figures as a table
Date
FRIDAY
Nifty 500
FRIDAY ₹
Nifty ₹
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 it works
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.
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, a day counter and two percentages — and there is no code path by
which an instrument name could reach it. The account's absolute rupee balance is
likewise never published: the page shows returns and a value-of-₹100 index, not an
amount. The selection rules and the thresholds behind the score are also not
published. What you get is the outcome, on the same terms the covenant is judged on.