Our model analyses PE valuations, volatility regimes, drawdown patterns, momentum signals, and trend data from 14 years of NSE archives (2012-2026). Each day's score was validated against the actual Nifty return over the following 12 months. No hindsight adjustments.
Based on today's score bucket. Shows what Nifty returned over the next 12 months in similar conditions.
| Score Range | Trading days | Median 12M | Bad case (P10) | Good case (P75) | Chance of 15%+ | Chance of <7% |
|---|---|---|---|---|---|---|
| 80-100 | 82 | +57.7% | +20% | +65% | 99% | 0% |
| 70-79 | 162 | +17.1% | +5% | +25% | 55% | 14% |
| 60-69 | 381 | +15.1% | +2% | +28% | 50% | 25% |
| 35-59 | 1,324 | +11.8% | -4% | +25% | 42% | 35% |
| 0-34 | 938 | +8.5% | -4% | +15% | 27% | 46% |
Bad case and good case represent the range of outcomes observed. Tested across every trading day in our historical dataset.
The Shift Score is built on a proprietary multi-factor model that evaluates market conditions across several dimensions, including but not limited to:
The model is calibrated against 14 years of daily market data and continues to evolve as new signals are validated.
These factors (and others) are combined into the Shift Score using a multi-factor model.
Score alerts when markets become attractive or stretched, plus monthly sector updates.
Past performance does not guarantee future results. SIPshift provides market condition analysis, not investment advice.