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Latest articles
Weekly market review, 19 to 23 October 2026: Nifty slips 2.4% to 22,600, small-caps lose 7% and breadth collapsesMarket review · 2026-10-27
Four sessions, four declines: Nifty 50 closed the week at 22,600 (-2.36%), India VIX jumped 20% to 16.86, only one sector index finished higher, and 2,368 of about 2,700 stocks fell on Friday.What the April 2026 STT rise did to option and futures trading costsResearch · 2026-10-27
STT on options premium rose from 0.10% to 0.15% and on futures from 0.02% to 0.05% from 1 April 2026. Worked examples of per-trade, monthly and yearly cost, and what they do to thin-edge strategies.Selling Nifty weekly option premium on EMA signals: five years, 3,300 trades, no edgeResearch · 2026-10-27
A rule-based ATM short seller on Nifty weekly options, tested on 1,250 sessions from December 2020: a 24% win rate, losses in every full year and no better than selling at random times.Buying the RSI-50 turn in Nifty 500 stocks: a back-test with 27 variantsResearch · 2026-10-27
A long-only rule that buys when RSI(14) crosses back above 50 after 50 days below it, tested on the Nifty 500 universe with a 25% drawdown limit: 5.0% a year against 12.4% for the index, and no variant beat chance.How to test a trading idea without fooling yourself: pre-registration and sealed hold-outsResearch · 2026-10-27
The checklist we use before publishing any back-test: written rules, three data windows, cost stress, random-entry controls, reality checks, and honest amendments. With real examples where ideas failed.Overnight Nifty strangles: how costs and slippage changed a 46% back-testResearch · 2026-10-27
A published back-test of an overnight short strangle claimed 46% gross CAGR. Re-costing it with standard charges and realistic slippage on Nifty and Sensex data shows what survives, and why we are forward paper-trading before believing it.Gamma exposure (GEX) explained, and what we could and could not test on Nifty optionsResearch · 2026-10-27
What dealer gamma exposure is, why traders say it dampens or amplifies moves, why Indian data cannot show dealer positioning, and the result of a daily open-interest version tested over five years.Why a 0.20-delta credit spread pays only about 14% of its widthResearch · 2026-10-27
We measured 291 Nifty weekly credit-spread set-ups across five years: a 0.20-delta short leg collects a median 14% of the spread width, which needs an 86% win rate just to break even.Break-even slippage: the one number to ask for before trading a high-turnover strategyResearch · 2026-10-27
A machine-learning long/short stock-futures study passed its development gate but failed once whole lots and costs were counted: its break-even slippage was 0.18% to 0.28% per round trip. How to compute and use that number.
Four sessions, four declines: Nifty 50 closed the week at 22,600 (-2.36%), India VIX jumped 20% to 16.86, only one sector index finished higher, and 2,368 of about 2,700 stocks fell on Friday.What the April 2026 STT rise did to option and futures trading costsResearch · 2026-10-27
STT on options premium rose from 0.10% to 0.15% and on futures from 0.02% to 0.05% from 1 April 2026. Worked examples of per-trade, monthly and yearly cost, and what they do to thin-edge strategies.Selling Nifty weekly option premium on EMA signals: five years, 3,300 trades, no edgeResearch · 2026-10-27
A rule-based ATM short seller on Nifty weekly options, tested on 1,250 sessions from December 2020: a 24% win rate, losses in every full year and no better than selling at random times.Buying the RSI-50 turn in Nifty 500 stocks: a back-test with 27 variantsResearch · 2026-10-27
A long-only rule that buys when RSI(14) crosses back above 50 after 50 days below it, tested on the Nifty 500 universe with a 25% drawdown limit: 5.0% a year against 12.4% for the index, and no variant beat chance.How to test a trading idea without fooling yourself: pre-registration and sealed hold-outsResearch · 2026-10-27
The checklist we use before publishing any back-test: written rules, three data windows, cost stress, random-entry controls, reality checks, and honest amendments. With real examples where ideas failed.Overnight Nifty strangles: how costs and slippage changed a 46% back-testResearch · 2026-10-27
A published back-test of an overnight short strangle claimed 46% gross CAGR. Re-costing it with standard charges and realistic slippage on Nifty and Sensex data shows what survives, and why we are forward paper-trading before believing it.Gamma exposure (GEX) explained, and what we could and could not test on Nifty optionsResearch · 2026-10-27
What dealer gamma exposure is, why traders say it dampens or amplifies moves, why Indian data cannot show dealer positioning, and the result of a daily open-interest version tested over five years.Why a 0.20-delta credit spread pays only about 14% of its widthResearch · 2026-10-27
We measured 291 Nifty weekly credit-spread set-ups across five years: a 0.20-delta short leg collects a median 14% of the spread width, which needs an 86% win rate just to break even.Break-even slippage: the one number to ask for before trading a high-turnover strategyResearch · 2026-10-27
A machine-learning long/short stock-futures study passed its development gate but failed once whole lots and costs were counted: its break-even slippage was 0.18% to 0.28% per round trip. How to compute and use that number.
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