An objective method to test system performance is to evaluate it over historical data. Trendshikari NTS has been backtested with over 30 years Nifty Index spot data. During this period system encountered bull market, bear market, flat market and volatile market conditions. As we can see from the plots below using different position sizing algorithms, Trendshikari NTS has consistently pushed the equity curve upwards.
Note that the simulation moves 1:1 with Nifty spot. So the results in actual trading with the system may vary when trading with options. To put more specifically, we do loose a bit of time premium value when we buy options which is not captured in backtest. Typically in our comparison of backtest vs live results we loose a total of only around 5-6 points in trade slippage and option premium time value. But for that small price we do limit the downside risk of a large loosing trade which is also not captured in backtest.