Live · paper portfolio · Systematic
Zen v1
LiveLive paper record since Mon 5 Oct 2026, from Rs 50.00 L in cash at the close of 1 Oct 2026. Marked at the close of Wed 7 Oct 2026.
Systematic: positions are set by the strategy's rules alone, with no discretionary overrides. Simulated history is under Backtests.
NAV
Rs 49.54 L
Rs 49,54,207
Since inception
−0.92%
Today
−0.61%
1W —
vs Nifty 500
−1.85 pp
since inception
Drawdown
−0.92%
max −0.92%
Cash
Rs 6,375
Rs 6,375
Holdings
10
turnover 0.00x
NAV against benchmarks
Rebased to 100 at the first close in the range; the record starts at 100 at the close of 1 Oct 2026, all cash.
Chart as a table (month ends)
| Date | Zen v1 | Nifty 500 |
|---|---|---|
| 7 Oct 2026 | 99.08 | 100.94 |
| 1 Oct 2026 | 100.00 | 100.00 |
Returns
Simple returns to the close of 7 Oct 2026. A window that starts before inception shows a dash.
- 1D
- −0.61%
- 1W
- —
- 1M
- —
- 3M
- —
- YTD
- —
- Since inception
- −0.92%
Against each benchmark, since inception
| Benchmark | Kind | Excess return |
|---|---|---|
| Nifty 500 (statistics) | TR estimated | −1.85 pp |
| Nifty 50 | TR estimated | −1.74 pp |
| Nifty Midcap 150 | TR estimated | −1.82 pp |
| Nifty Smallcap 250 | TR estimated | −2.79 pp |
| Nifty200 Momentum 30 | Unavailable | — |
| Nifty500 Value 50 | Unavailable | — |
| Nifty200 Quality 30 | Unavailable | — |
| Nifty100 Low Volatility 30 | Unavailable | — |
| Nifty Alpha 50 | Unavailable | — |
Return since inception minus the benchmark's over the same closes, in percentage points. A dash: the index has no level at the base or the last close.
Drawdown
Fall from the running peak, drawn from the rebased NAV.
The interactive chart needs the charting library; the same figures are in the table below.
Holdings
10Marked at the close of 7 Oct 2026. Select a row for the holding's detail; click a heading to sort.
| BEPLBhansali Engineering Polymers Limited | Petrochemicals | 4,028 | 124.27 | 127.61 | Rs 5,14,013 | 10.38% | +Rs 13,448+2.69% | +0.27 pp | 2since 5 Oct 2026 | 30 Sep 2026Trading Window: Bhansali Engineering Polymers Limited has informed the Exchange regarding the Trading Window closure pursuant to SEBI (Prohibition of Insider Trading) Regulations, 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| GESHIPThe Great Eastern Shipping Company Limited | Shipping | 326 | 1,533.25 | 1,567.90 | Rs 5,11,135 | 10.32% | +Rs 11,296+2.26% | +0.23 pp | 2since 5 Oct 2026 | 6 Oct 2026Copy of Newspaper Publication: The Great Eastern Shipping Company Limited has informed the Exchange about Copy of Newspaper Publication |
| OILOil India Limited | Oil Exploration/Production | 1,125 | 444.97 | 453.75 | Rs 5,10,469 | 10.30% | +Rs 9,876+1.97% | +0.20 pp | 2since 5 Oct 2026 | 30 Sep 2026General Updates: Oil India Limited has informed the Exchange about General Updates - Change in Senior Management |
| AUROPHARMAAurobindo Pharma Limited | Pharmaceuticals | 294 | 1,697.41 | 1,682.00 | Rs 4,94,508 | 9.98% | −Rs 4,530−0.91% | −0.09 pp | 2since 5 Oct 2026 | 5 Oct 2026Certificate under SEBI (Depositories and Participants) Regulations, 2018: Aurobindo Pharma Limited has informed the Exchange about Certificate under SEBI (Depositories and Participants) Regulations, 2018 |
| UFLEXUFLEX Limited | Packaging | 767 | 652.58 | 643.15 | Rs 4,93,296 | 9.96% | −Rs 7,229−1.44% | −0.14 pp | 2since 5 Oct 2026 | 7 Oct 2026Certificate under SEBI (Depositories and Participants) Regulations, 2018: UFLEX Limited has informed the Exchange about Certificate under SEBI (Depositories and Participants) Regulations, 2018 |
| GHCLTEXTILGHCL Textiles Limited | Sector not known | 3,788 | 132.14 | 130.04 | Rs 4,92,592 | 9.94% | −Rs 7,949−1.59% | −0.16 pp | 2since 5 Oct 2026 | 6 Oct 2026Certificate under SEBI (Depositories and Participants) Regulations, 2018: Ghcl Textiles Limited has informed the Exchange about Certificate under SEBI (Depositories and Participants) Regulations, 2018 |
| GRASIMGrasim Industries Limited | Cement And Cement Products | 168 | 2,974.50 | 2,921.10 | Rs 4,90,745 | 9.91% | −Rs 8,970−1.80% | −0.18 pp | 2since 5 Oct 2026 | 24 Sep 2026Copy of Newspaper Publication: Newspaper Advertisement - Public Notice regarding loss of Share Certificates |
| BAJAJ-AUTOBajaj Auto Limited | Automobiles - 2 And 3 Wheelers | 49 | 10,057.96 | 9,884.00 | Rs 4,84,316 | 9.78% | −Rs 8,524−1.73% | −0.17 pp | 2since 5 Oct 2026 | 1 Oct 2026Press Release: Bajaj Auto Limited has informed the Exchange regarding a press release dated October 01, 2026, titled "Sales for the month of September 2026". |
| HEROMOTOCOHero MotoCorp Limited | Automobiles - 2 And 3 Wheelers | 96 | 5,210.38 | 5,004.00 | Rs 4,80,384 | 9.70% | −Rs 19,812−3.96% | −0.40 pp | 2since 5 Oct 2026 | 1 Oct 2026Press Release: Please find enclosed herewith a copy of the Press Release being issued by the Company. |
| HINDALCOHindalco Industries Limited | Aluminium | 523 | 955.59 | 910.85 | Rs 4,76,375 | 9.62% | −Rs 23,397−4.68% | −0.47 pp | 2since 5 Oct 2026 | 7 Oct 2026Certificate under SEBI (Depositories and Participants) Regulations, 2018: Hindalco Industries Limited has informed the Exchange about Certificate under SEBI (Depositories and Participants) Regulations, 2018 |
No holding matches the filter.
Prices in rupees. Contribution: each stock's gain or loss since inception (sales, dividends and the current value less the money put in) as a share of the starting capital, in percentage points.
BEPL
Bhansali Engineering Polymers Limited
Petrochemicals · INE922A01025 · Zen v1
- Value
- Rs 5,14,013
- Weight
- 10.38%
- Units
- 4,028
- Avg cost
- Rs 124.27
- Last price
- Rs 127.61
- Unrealised P&L
- +Rs 13,448 +2.69%
- Contribution
- +0.27 pp
- Dividends
- Rs 0.00
- First bought
- 5 Oct 2026
- Days held
- 2
Price since entry
Average cost Rs 124.27 to the last close Rs 127.61: +2.69%
Marks at each fill price and the last close only. buy sell last close
Fills
- 5 Oct 2026Buy4,028 at Rs 124.12charges Rs 593.67
Decisions
- 5 Oct 2026, 02:53 ISTInception decision
1058832ff2d8
Latest filing
30 Sep 2026, 16:33 IST · routine
Thesis
No thesis published for this holding.
GESHIP
The Great Eastern Shipping Company Limited
Shipping · INE017A01032 · Zen v1
- Value
- Rs 5,11,135
- Weight
- 10.32%
- Units
- 326
- Avg cost
- Rs 1,533.25
- Last price
- Rs 1,567.90
- Unrealised P&L
- +Rs 11,296 +2.26%
- Contribution
- +0.23 pp
- Dividends
- Rs 0.00
- First bought
- 5 Oct 2026
- Days held
- 2
Price since entry
Average cost Rs 1,533.25 to the last close Rs 1,567.90: +2.26%
Marks at each fill price and the last close only. buy sell last close
Fills
- 5 Oct 2026Buy326 at Rs 1,531.43charges Rs 592.81
Decisions
- 5 Oct 2026, 02:53 ISTInception decision
1058832ff2d8
Latest filing
6 Oct 2026, 15:06 IST · routine
Thesis
No thesis published for this holding.
OIL
Oil India Limited
Oil Exploration/Production · INE274J01014 · Zen v1
- Value
- Rs 5,10,469
- Weight
- 10.30%
- Units
- 1,125
- Avg cost
- Rs 444.97
- Last price
- Rs 453.75
- Unrealised P&L
- +Rs 9,876 +1.97%
- Contribution
- +0.20 pp
- Dividends
- Rs 0.00
- First bought
- 5 Oct 2026
- Days held
- 2
Price since entry
Average cost Rs 444.97 to the last close Rs 453.75: +1.97%
Marks at each fill price and the last close only. buy sell last close
Fills
- 5 Oct 2026Buy1,125 at Rs 444.44charges Rs 593.70
Decisions
- 5 Oct 2026, 02:53 ISTInception decision
1058832ff2d8
Latest filing
30 Sep 2026, 18:07 IST · other
Thesis
No thesis published for this holding.
AUROPHARMA
Aurobindo Pharma Limited
Pharmaceuticals · INE406A01037 · Zen v1
- Value
- Rs 4,94,508
- Weight
- 9.98%
- Units
- 294
- Avg cost
- Rs 1,697.41
- Last price
- Rs 1,682.00
- Unrealised P&L
- −Rs 4,530 −0.91%
- Contribution
- −0.09 pp
- Dividends
- Rs 0.00
- First bought
- 5 Oct 2026
- Days held
- 2
Price since entry
Average cost Rs 1,697.41 to the last close Rs 1,682.00: −0.91%
Marks at each fill price and the last close only. buy sell last close
Fills
- 5 Oct 2026Buy294 at Rs 1,695.39charges Rs 591.86
Decisions
- 5 Oct 2026, 02:53 ISTInception decision
1058832ff2d8
Latest filing
5 Oct 2026, 13:08 IST · routine
Thesis
No thesis published for this holding.
UFLEX
UFLEX Limited
Packaging · INE516A01017 · Zen v1
- Value
- Rs 4,93,296
- Weight
- 9.96%
- Units
- 767
- Avg cost
- Rs 652.58
- Last price
- Rs 643.15
- Unrealised P&L
- −Rs 7,229 −1.44%
- Contribution
- −0.14 pp
- Dividends
- Rs 0.00
- First bought
- 5 Oct 2026
- Days held
- 2
Price since entry
Average cost Rs 652.58 to the last close Rs 643.15: −1.44%
Marks at each fill price and the last close only. buy sell last close
Fills
- 5 Oct 2026Buy767 at Rs 651.80charges Rs 593.62
Decisions
- 5 Oct 2026, 02:53 ISTInception decision
1058832ff2d8
Latest filing
7 Oct 2026, 17:20 IST · routine
Thesis
No thesis published for this holding.
GHCLTEXTIL
GHCL Textiles Limited
Sector not known · INE0PA801013 · Zen v1
- Value
- Rs 4,92,592
- Weight
- 9.94%
- Units
- 3,788
- Avg cost
- Rs 132.14
- Last price
- Rs 130.04
- Unrealised P&L
- −Rs 7,949 −1.59%
- Contribution
- −0.16 pp
- Dividends
- Rs 0.00
- First bought
- 5 Oct 2026
- Days held
- 2
Price since entry
Average cost Rs 132.14 to the last close Rs 130.04: −1.59%
Marks at each fill price and the last close only. buy sell last close
Fills
- 5 Oct 2026Buy3,788 at Rs 131.98charges Rs 593.64
Decisions
- 5 Oct 2026, 02:53 ISTInception decision
1058832ff2d8
Latest filing
6 Oct 2026, 15:29 IST · routine
Thesis
No thesis published for this holding.
GRASIM
Grasim Industries Limited
Cement And Cement Products · INE047A01021 · Zen v1
- Value
- Rs 4,90,745
- Weight
- 9.91%
- Units
- 168
- Avg cost
- Rs 2,974.50
- Last price
- Rs 2,921.10
- Unrealised P&L
- −Rs 8,970 −1.80%
- Contribution
- −0.18 pp
- Dividends
- Rs 0.00
- First bought
- 5 Oct 2026
- Days held
- 2
Price since entry
Average cost Rs 2,974.50 to the last close Rs 2,921.10: −1.80%
Marks at each fill price and the last close only. buy sell last close
Fills
- 5 Oct 2026Buy168 at Rs 2,970.97charges Rs 592.66
Decisions
- 5 Oct 2026, 02:53 ISTInception decision
1058832ff2d8
Latest filing
24 Sep 2026, 17:30 IST · routine
Thesis
No thesis published for this holding.
BAJAJ-AUTO
Bajaj Auto Limited
Automobiles - 2 And 3 Wheelers · INE917I01010 · Zen v1
- Value
- Rs 4,84,316
- Weight
- 9.78%
- Units
- 49
- Avg cost
- Rs 10,057.96
- Last price
- Rs 9,884.00
- Unrealised P&L
- −Rs 8,524 −1.73%
- Contribution
- −0.17 pp
- Dividends
- Rs 0.00
- First bought
- 5 Oct 2026
- Days held
- 2
Price since entry
Average cost Rs 10,057.96 to the last close Rs 9,884.00: −1.73%
Marks at each fill price and the last close only. buy sell last close
Fills
- 5 Oct 2026Buy49 at Rs 10,046.04charges Rs 584.51
Decisions
- 5 Oct 2026, 02:53 ISTInception decision
1058832ff2d8
Latest filing
1 Oct 2026, 08:53 IST · other
Thesis
No thesis published for this holding.
HEROMOTOCO
Hero MotoCorp Limited
Automobiles - 2 And 3 Wheelers · INE158A01026 · Zen v1
- Value
- Rs 4,80,384
- Weight
- 9.70%
- Units
- 96
- Avg cost
- Rs 5,210.38
- Last price
- Rs 5,004.00
- Unrealised P&L
- −Rs 19,812 −3.96%
- Contribution
- −0.40 pp
- Dividends
- Rs 0.00
- First bought
- 5 Oct 2026
- Days held
- 2
Price since entry
Average cost Rs 5,210.38 to the last close Rs 5,004.00: −3.96%
Marks at each fill price and the last close only. buy sell last close
Fills
- 5 Oct 2026Buy96 at Rs 5,204.20charges Rs 593.23
Decisions
- 5 Oct 2026, 02:53 ISTInception decision
1058832ff2d8
Latest filing
1 Oct 2026, 15:42 IST · other
Thesis
No thesis published for this holding.
HINDALCO
Hindalco Industries Limited
Aluminium · INE038A01020 · Zen v1
- Value
- Rs 4,76,375
- Weight
- 9.62%
- Units
- 523
- Avg cost
- Rs 955.59
- Last price
- Rs 910.85
- Unrealised P&L
- −Rs 23,397 −4.68%
- Contribution
- −0.47 pp
- Dividends
- Rs 0.00
- First bought
- 5 Oct 2026
- Days held
- 2
Price since entry
Average cost Rs 955.59 to the last close Rs 910.85: −4.68%
Marks at each fill price and the last close only. buy sell last close
Fills
- 5 Oct 2026Buy523 at Rs 954.45charges Rs 592.73
Decisions
- 5 Oct 2026, 02:53 ISTInception decision
1058832ff2d8
Latest filing
7 Oct 2026, 14:44 IST · routine
Thesis
No thesis published for this holding.
Sector weights
Sum of the holdings' weights by NSE sector; cash is cash / NAV.
- Largest position
- 10.4%
- Top three positions
- 31.0%
- Effective number of holdings
- 9.99
Contribution by stock
Percentage points of the return since inception; with positions already sold they add up to it.
- BEPL+0.27 pp
- GESHIP+0.23 pp
- OIL+0.20 pp
- AUROPHARMA−0.09 pp
- UFLEX−0.14 pp
- GHCLTEXTIL−0.16 pp
- BAJAJ-AUTO−0.17 pp
- GRASIM−0.18 pp
- HEROMOTOCO−0.40 pp
- HINDALCO−0.47 pp
- Sold, and rounding0.00 pp
Return since inception −0.92%
Trades and decisions
11Newest first. A decision's sha256 is the hash of its canonical file, committed before the open it executes at.
| Time (IST) | Kind | Symbol | Side | Units | Price | Charges | Slippage | Reason | Decision · sha256 | Issue |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 Oct 2026, 09:15 ISTsession 5 Oct 2026 | Fill | HEROMOTOCO | Buy | 96 | Rs 5,204.20open Rs 5,199.00 | Rs 593.23 | Rs 499.10 | inception | v1-20261005-inception5925339878cc |
— |
| 5 Oct 2026, 09:15 ISTsession 5 Oct 2026 | Fill | BEPL | Buy | 4,028 | Rs 124.12open Rs 124.00 | Rs 593.67 | Rs 499.47 | inception | v1-20261005-inception5a6e0eea24d9 |
— |
| 5 Oct 2026, 09:15 ISTsession 5 Oct 2026 | Fill | GRASIM | Buy | 168 | Rs 2,970.97open Rs 2,968.00 | Rs 592.66 | Rs 498.62 | inception | v1-20261005-inception6c76b12f6b92 |
— |
| 5 Oct 2026, 09:15 ISTsession 5 Oct 2026 | Fill | GHCLTEXTIL | Buy | 3,788 | Rs 131.98open Rs 131.85 | Rs 593.64 | Rs 499.45 | inception | v1-20261005-inceptionf05b0b0b5676 |
— |
| 5 Oct 2026, 09:15 ISTsession 5 Oct 2026 | Fill | GESHIP | Buy | 326 | Rs 1,531.43open Rs 1,529.90 | Rs 592.81 | Rs 498.75 | inception | v1-20261005-inceptione70b1227e61c |
— |
| 5 Oct 2026, 09:15 ISTsession 5 Oct 2026 | Fill | UFLEX | Buy | 767 | Rs 651.80open Rs 651.15 | Rs 593.62 | Rs 499.43 | inception | v1-20261005-inceptione20f9ba07219 |
— |
| 5 Oct 2026, 09:15 ISTsession 5 Oct 2026 | Fill | AUROPHARMA | Buy | 294 | Rs 1,695.39open Rs 1,693.70 | Rs 591.86 | Rs 497.95 | inception | v1-20261005-inception4980f5606793 |
— |
| 5 Oct 2026, 09:15 ISTsession 5 Oct 2026 | Fill | OIL | Buy | 1,125 | Rs 444.44open Rs 444.00 | Rs 593.70 | Rs 499.50 | inception | v1-20261005-inception88459759327c |
— |
| 5 Oct 2026, 09:15 ISTsession 5 Oct 2026 | Fill | BAJAJ-AUTO | Buy | 49 | Rs 10,046.04open Rs 10,036.00 | Rs 584.51 | Rs 491.76 | inception | v1-20261005-inception49ca84bcfccc |
— |
| 5 Oct 2026, 09:15 ISTsession 5 Oct 2026 | Fill | HINDALCO | Buy | 523 | Rs 954.45open Rs 953.50 | Rs 592.73 | Rs 498.68 | inception | v1-20261005-inceptionc767ca08793e |
— |
| 5 Oct 2026, 02:53 IST | Inception decision | — | — | — | — | — | — | Inception from cash: 10 orders for the opening session of Mon 5 Oct 2026.10 orders
|
v1-20261005-inception1058832ff2d8 |
— |
Statistics
2626 of 26 statistics rest on fewer than 60 daily observations and are greyed: too early to read. Annualised figures (CAGR, Calmar) are shown after one year.
Return
| Cumulative returnNAV at the last close / NAV at the base (capital) - 1 | −0.92%too early | n = 3 |
|---|---|---|
| CAGR(NAV last / NAV base)^(365.25 / calendar days) - 1; withheld until a full year of history exists | withheldshown after one year | n = 3 |
| Best dayhighest daily return | +0.44%too early | n = 3 |
| Worst daylowest daily return | −0.74%too early | n = 3 |
| Positive daysshare of sessions with a positive return | 33.33%too early | n = 3 |
Risk
| Volatility (annualised)standard deviation of daily returns x sqrt(252) | 10.29%too early | n = 3 |
|---|---|---|
| Downside deviation (annualised)root mean square of negative daily returns (others counted as zero) x sqrt(252) | 8.82%too early | n = 3 |
| Maximum drawdownlargest fall of NAV from its running peak: value, peak, trough, recovery date (null if not recovered) and duration in sessions from peak to recovery (or to today)Peak 1 Oct 2026Trough 7 Oct 2026Recovered not yetDuration 3 sessions | −0.92%too early | n = 3 |
| Current drawdownNAV at the last close / highest NAV so far - 1 | −0.92%too early | n = 3 |
| VaR 95% (daily, historical)historical 95% value at risk: the 5th percentile of daily returns (a loss is negative) | −0.73%too early | n = 3 |
| CVaR 95% (daily, historical)historical 95% conditional value at risk: mean of the daily returns at or below the 95% VaR | −0.74%too early | n = 3 |
| VaR 99% (daily, historical)historical 99% value at risk: the 1st percentile of daily returns (a loss is negative) | −0.74%too early | n = 3 |
| CVaR 99% (daily, historical)historical 99% conditional value at risk: mean of the daily returns at or below the 99% VaR | −0.74%too early | n = 3 |
Risk-adjusted
| Sharpe ratio (zero risk-free)mean daily return / standard deviation x sqrt(252); zero risk-free rate, as zen | −7.46too early | n = 3 |
|---|---|---|
| Sortino ratiomean daily return / downside deviation (daily) x sqrt(252); zero target | −8.71too early | n = 3 |
| Calmar ratioCAGR / |maximum drawdown|; withheld with CAGR until a full year | withheldshown after one year | n = 3 |
Against the benchmark
| Betacovariance of daily returns with Nifty 500 (TR estimated) / its variance | 0.50too early | n = 3 |
|---|---|---|
| Alpha (Jensen, annualised)Jensen's alpha, annualised: (mean daily return - beta x mean daily Nifty 500 (TR estimated) return) x 252; zero risk-free rate | −116.28%too early | n = 3 |
| Correlationcorrelation of daily returns with Nifty 500 (TR estimated) | 0.67too early | n = 3 |
| Tracking error (annualised)standard deviation of daily return minus Nifty 500 (TR estimated) daily return x sqrt(252) | 10.31%too early | n = 3 |
| Information ratiomean daily active return x 252 / tracking error | −15.12too early | n = 3 |
| Up capturemean daily return on days Nifty 500 (TR estimated) rose / its mean return on those days | −19.26%too early | n = 2 |
| Down capturemean daily return on days Nifty 500 (TR estimated) fell / its mean return on those days | 95.33%too early | n = 1 |
Trading
| Turnover (annual, one-way)annual one-way turnover: (buys + sells) / 2 / average NAV / years, excluding fills in the first 5 sessions after the base (the initial build from cash), as zen's metrics.turnoverIncluding the initial build 30.51x | 0.00xtoo early | n = 3 |
|---|---|---|
| Hit rate (closed positions)share of closed positions (first buy to the sale that takes the holding to zero) whose proceeds, dividends and cash in lieu exceeded the money put inDaily observations 3 | —too early | n = 0 |
| Average holding period (closed positions)mean calendar days from first buy to final sale of closed positionsDaily observations 3 | —too early | n = 0 |
Monthly returns
return of each calendar month, from the previous month's last close (the first month from the base)
Too early: 3 daily observations so far. Read single months with care.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | −0.9% |
How this portfolio is run
Zen v1 ranks NSE companies on a blend of fundamental and market factors and holds a concentrated portfolio of its highest ranked names. It reviews the portfolio on a fixed schedule and only ever trades on information that was public before the open. I wrote the rules down before I ran the backtest, kept the last three and a half years back for an out-of-sample test, and have not changed a rule since. The rules themselves stay private.
It started from cash on 5 October 2026 with the same rebalance the backtest ran, and its scheduled reviews continue from there.