This document contains a student's profile and details of a project analyzing commodity trading systems. It summarizes the profile of Sakshi Ojha, a finance specialization student with ID O-009. It then provides details of backtesting trading strategies for gold and crude oil commodities over 5 years of historical data. The conclusion is that crude oil had better performance metrics like higher probability of winning trades, lower drawdown, and higher compound annual growth rate, indicating it may be a better trading opportunity according to this analysis.

1. Name: Sakshi Ojha
Id: O-009
Roll no.: B1400054
Specialization: Finance

2. Company Profile
Jainam Share Consultants Pvt. Ltd. Was
incorporated in 2003.
It provides all types of services like equity
trading, derivatives trading, mutual funds,
etc.

3.  Jainam Commodities Pvt. Ltd. Was
incorporated in 2005 and is mainly
carrying on the broking business in the
commodity market.
 Jainam’s head office is Surat.
 The company has membership in NSE, BSE,
MCX, etc.

4. Industry Profile
 Capital markets are financial markets for
the buying and selling of long-term debt or
equity- backed securities.
A stock market or equity market is the
aggregation of buyers and sellers of stocks
(also called shares).
A stock exchange is a place or organization
by which stock traders can trade stocks.

5. Indian Stock Market
Indian Stock Market is one of the oldest
Stock Market in Asia.
Indian Stock Exchange:
Bombay Stock Exchange
National Stock Exchange
Calcutta Stock Exchange

6. Securities and Exchange
Board of India (SEBI)
SEBI was set up in 1988 to regulate the
functions of securities market.
SEBI promotes orderly and healthy
development in the stock market
SEBI is a body corporate having a separate
legal existence and perpetual succession.

7. Topic Profile
System Trading
A trading system is simply a group of specific rules,
or parameters, that determine entry and exit points
for a given equity. These points, known as signals,
are often marked on a chart in real time and prompt
the immediate execution of a trade.
 Basic tools for Trading :
Fundamental Analysis
Technical (Price) Analysis
News
Insider Information
Astrology
Intuitions

8. Technical Analysis
Technical Analysis is the study of market
action, primarily through the use of charts,
for the purpose of forecasting future price
trends.
Market action includes price, volume &
open interest.
Philosophy of Technical Analysis :
Market action discounts everything
Price moves in trends
History repeats itself

9. Charts
Charts are one of the most fundamental
aspects of technical analysis.
Type of Charts :
Line chart
Bar chart
Candlestick chart
Point & Figure chart

10. Candlestick
Charts
It is a type of financial chart used to
describe price movements of a secutiry,
derivative, or currency.
Each ‘candlestick’ show one day.

11. Commodity Market &
Commodity Exchange
A commodity market is a market that
trades in primary rather than manufactured
products.
 A commodities exchange is an exchange
where various commodities and derivatives
are traded.

12. Data Analysis
Data analysis is done from the data and
information collected from Jainam Share
Consultants Pvt. Ltd., Surat.
The data is collected after the back testing
in MS Excel.
Data is taken from the year 2009 to 2014.
Before doing the back testing optimization
was done using the software Trend Analyzer
by taking different moving averages.
The moving average giving maximum
profit/trade was selected.

13. Following result was
obtained after the back
testing of Commodity –
Gold.
Sr. no. Particulars Result
1 Gross profit/loss 12,171
2 Net profit/loss 8,966
3 Total trades 126
4 Winning trades 42
5 Losing trades 84
6 Probability in % 33.33
7 Max. cons. Loss 10
8 Max. cons. Profit 4
9 Duration in years 5
10 CAGR return in % 9
11 Max. DD 5,960

14. Following result was
obtained after the back
testing of Commodity –
Crude Oil.
Sr. no. Particulars Results
1 Gross profit/loss 6,229
2 Net profit/loss 3,866.53
3 Total trades 169
4 Winning trades 58
5 Losing trades 111
6 Probability in % 34.32
7 Max. cons. Loss 10
8 Max. cons. Profit 6
9 Duration in years 5
10 CAGR return in % 15
11 Max. DD 1,730

15. Conclusion
 Crude oil had more winning
probability as compared to Gold.
 Also Crude oil had less drawdown
than Gold.
 By comparing on actual basis i.e.
through CAGR (Compounded
Annual Growth Rate) it was found
that Crude oil had more CAGR of
15% than Gold which had CAGR of
9%.