Research View

What actually happens after the market falls? A study of Nifty 50’s behaviour following 1%, 2%, and 3% declines. Using historical data, this report examines forward returns, downside risk, and the probability of recovery across different time horizons. It also explores volatility regimes and clustering effects to understand whether falls lead to rebounds, continuation, or uncertainty.

A data-driven analysis of whether SIP timing within a month impacts long-term returns in the Nifty 50. Simulates ₹10,000 monthly investments across different weeks and weekdays using data from 2005–2026. Compares performance using CAGR, corpus value, and average buy price, with rolling return validation.