Margin signal
Every NSE stock on every day since 2017, grouped by how high its MTF book was against its own last 120 days, then what its price did next. Past medians only; not investment advice.
Gap after 1 week
0.10 pts
−0.17% lowest group, −0.27% highest
Gap after 1 month
0.76 pts
+0.28% lowest group, −0.48% highest
Gap after 3 months
1.89 pts
+1.24% lowest group, −0.65% highest
Stocks studied
4,734
NSE, since 2017
Median return over the next 1 week
Left: MTF book low for that stock. Right: MTF book high.
Median return over the next 1 month
Left: MTF book low for that stock. Right: MTF book high.
Median return over the next 3 months
Left: MTF book low for that stock. Right: MTF book high.