📈 Price to Earnings Backtest

Screen for stocks whose P/E has fallen below a percentage discount to their own rolling median P/E. Build an equal-weight portfolio of qualifying stocks, hold for a configurable number of quarters, and benchmark the result against Nifty 50.

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What it does

Screens individual stocks whose P/E has fallen below a discount to their own rolling median P/E, buys an equal-weight portfolio, holds for a fixed number of quarters, then sells.

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How to use

Use the sidebar to set the lookback window (quarters of history), discount to median PE, and holding period. Click Run to execute the backtest.

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What you get

Interactive equity curve vs Nifty 50, 8 performance metrics (CAGR, Sharpe, Calmar, Max Drawdown, Win Ratio, and more), a filterable tradelog, and CSV downloads.

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Disclaimer: This tool is for educational purposes only. Past performance does not guarantee future results. Not SEBI-registered investment advice.