I collected every strategy that finished in profit on the Rs 15,000 account, saved a read-only copy, and worked out what each one would do at today's open. Paper only. Every strategy of the big sweep (141 million) is on this page.
Backtest: every published backtest study
Honest status. Today's market has not traded yet (page built before 09:15 IST on 21 Oct), so there is no result to show yet. What is below is the plan each strategy would follow today. Wins and losses can only be counted after the exit rule is reached: the same day for intraday setups, up to 5 trading days later for the others. Backtest profit is not a promise: in the earlier test these rules did not beat random coin-flip entries.
Data window and inputs: the backtest behind every number on this page ran from 10 Nov 2021 to 19 Oct 2026 (real NSE daily option premiums from data/fyers/options_daily_nse/NIFTY/; the last premium print on disk is 16 Oct 2026). Today's plan uses the real 19 Oct 2026 close and the real last traded option prices on 19 Oct 15:29 (Fyers 1-minute data). Costs and slippage are modelled (Zerodha charges from config/strategy.yaml, 0.5% slippage per fill), not broker quotes.
157
Profitable strategies frozen
132 from the 1,000-strategy sweep + 25 from the big sweep
14
Give a signal for 21 Oct
9 buy a call (CE), 5 buy a put (PE)
143
No signal today
they stay out of the market
22,888.95
NIFTY close, 19 Oct
VIX 14.77; 20 Oct was a holiday
Rs 0
Real money used
paper test only, no order is placed
Strategies that give a signal for 21 Oct (14 of 157)
Signal is read from the 19 Oct daily close (the last complete day). Entry would be at the 21 Oct 09:15 open, one lot (65 units), with 0.5% slippage and full costs. "Last price" is the last traded price of that option on 19 Oct 15:29 (Fyers 1-minute data), so the real entry price will differ. Several rows buy the same option; they are separate strategies, so in a real account they would be the same position counted more than once.
| ID | Signal | Option setup | Today | Option to buy | Last price 19 Oct | Cash for one lot | Exit rule | Total return in backtest |
|---|---|---|---|---|---|---|---|---|
| s009p10 | EMA 5/20 trend every day | 2 strikes OTM, 5 days, no stop | BUY PE at 21 Oct open | NIFTY 27 Oct 2026 22800 PE | 128.25 | Rs 8,386 | sell at the close of day 5 after entry day | +12.6% |
| s020p03 | RSI(14) cross 50 | ATM, hold 3 days (3+ days to expiry) | BUY PE at 21 Oct open | NIFTY 27 Oct 2026 22900 PE | 171.75 | Rs 11,231 | sell at the close of day 3 after entry day | +67.3% |
| s020p08 | RSI(14) cross 50 | 1 strike ITM, 2 days, stop 25% | BUY PE at 21 Oct open | NIFTY 27 Oct 2026 22950 PE | 196.70 | Rs 12,862 | sell at the close of day 2 after entry day; stop-loss if the option loses 25% of the premium paid | +62.1% |
| s020p10 | RSI(14) cross 50 | 2 strikes OTM, 5 days, no stop | BUY PE at 21 Oct open | NIFTY 27 Oct 2026 22800 PE | 128.25 | Rs 8,386 | sell at the close of day 5 after entry day | +231.7% |
| s033p01 | 3-day momentum follow (>0.7%) | ATM, intraday close | BUY CE at 21 Oct open | NIFTY 27 Oct 2026 22900 CE | 171.00 | Rs 11,182 | sell the same day at the close | +4.7% |
| s033p04 | 3-day momentum follow (>0.7%) | ATM, 3 days, stop 30% / target 60% | BUY CE at 21 Oct open | NIFTY 27 Oct 2026 22900 CE | 171.00 | Rs 11,182 | sell at the close of day 3 after entry day; stop-loss if the option loses 30% of the premium paid; target at +60% | +7.1% |
| s033p05 | 3-day momentum follow (>0.7%) | ATM, 5 days, stop 40% / target 100% | BUY CE at 21 Oct open | NIFTY 27 Oct 2026 22900 CE | 171.00 | Rs 11,182 | sell at the close of day 5 after entry day; stop-loss if the option loses 40% of the premium paid; target at +100% | +7.6% |
| s033p10 | 3-day momentum follow (>0.7%) | 2 strikes OTM, 5 days, no stop | BUY CE at 21 Oct open | NIFTY 27 Oct 2026 23000 CE | 125.40 | Rs 8,200 | sell at the close of day 5 after entry day | +5.0% |
| s036p01 | 1-day reversal (>0.5%) | ATM, intraday close | BUY CE at 21 Oct open | NIFTY 27 Oct 2026 22900 CE | 171.00 | Rs 11,182 | sell the same day at the close | +1.4% |
| s038p07 | 3-day reversal (>0.7%) | 1 strike OTM, 3 days, stop 40% / target 100% | BUY PE at 21 Oct open | NIFTY 27 Oct 2026 22850 PE | 148.60 | Rs 9,717 | sell at the close of day 3 after entry day; stop-loss if the option loses 40% of the premium paid; target at +100% | +123.0% |
| s046p02 | Supertrend(2,10) state every day | ATM, hold 2 days | BUY CE at 21 Oct open | NIFTY 27 Oct 2026 22900 CE | 171.00 | Rs 11,182 | sell at the close of day 2 after entry day | +6.9% |
| s046p10 | Supertrend(2,10) state every day | 2 strikes OTM, 5 days, no stop | BUY CE at 21 Oct open | NIFTY 27 Oct 2026 23000 CE | 125.40 | Rs 8,200 | sell at the close of day 5 after entry day | +45.1% |
| s064p07 | Close near high/low fade | 1 strike OTM, 3 days, stop 40% / target 100% | BUY CE at 21 Oct open | NIFTY 27 Oct 2026 22950 CE | 146.85 | Rs 9,603 | sell at the close of day 3 after entry day; stop-loss if the option loses 40% of the premium paid; target at +100% | +54.1% |
| mega#21 | Close in the top 20% / bottom 20% of the day's range | fade | only when close above 10-day EMA | 2 strikes ITM, expiry 1+ days away, hold 5 days, stop 30%, target 200% | BUY CE at 21 Oct open | NIFTY 27 Oct 2026 22800 CE | 227.90 | Rs 14,903 | sell at the close of day 5 after entry day; stop-loss if the option loses 30% of the premium paid; target at +200% | +3,176.5% |
All 157 frozen strategies
132 from the 1,000-strategy sweep that ended above Rs 15,000 (no withdrawals), plus the 25 best real rules of the big sweep that passed the strict test. The big sweep has about 4.7 million "profitable" rules; listing all of them would be mostly luck, so only the top 25 are kept.
| ID | Signal | Option setup | Today | Total return |
|---|---|---|---|---|
| mega#1 | TEMA 3 above/below TEMA 8 (every day) | follow | only when 20-day return positive | 2 strikes ITM, expiry 1+ days away, hold 5 days, stop 20%, target 200% | no signal | +3,937.4% |
| mega#2 | Parabolic SAR(0.01,0.1) state | fade | only when VIX in the bottom half of the year | ATM, expiry 1+ days away, hold 5 days, stop 30%, target none | no signal | +3,817.8% |
| mega#10 | 5-day move bigger than 0.5 ATR up / down | fade | only when VIX in the bottom half of the year | ATM, expiry 4+ days away, hold 5 days, stop 20%, target none | no signal | +3,624.5% |
| mega#3 | Parabolic SAR(0.01,0.1) state | fade | only when VIX in the bottom half of the year | 1 strike ITM, expiry 1+ days away, hold 2 days, stop 30%, target none | no signal | +3,589.3% |
| mega#6 | Parabolic SAR(0.01,0.1) state | fade | only when VIX in the bottom half of the year | 1 strike OTM, expiry 1+ days away, hold 5 days, stop 30%, target none | no signal | +3,580.7% |
| mega#4 | Bank Nifty beats Nifty by 0.2% over 10 days / lags by that much | fade | only when VIX in the bottom half of the year | 1 strike OTM, expiry 1+ days away, hold 5 days, stop 30%, target none | no signal | +3,566.2% |
| mega#5 | Gap up / down more than 0.2% at the open | follow | only when 20-day return positive | ATM, expiry 1+ days away, hold 5 days, stop 30%, target none | no signal | +3,561.5% |
| mega#15 | Parabolic SAR(0.01,0.1) state | fade | only when VIX in the bottom half of the year | 1 strike OTM, expiry 4+ days away, hold 5 days, stop 30%, target none | no signal | +3,553.2% |
| mega#8 | Parabolic SAR(0.01,0.1) state | fade | only when VIX in the bottom half of the year | 1 strike OTM, expiry 1+ days away, hold 5 days, stop 50%, target none | no signal | +3,450.8% |
| mega#18 | Bank Nifty beats Nifty by 0.5% over 20 days / lags by that much | fade | only when close below 10-day EMA | 2 strikes ITM, expiry 4+ days away, hold 5 days, stop none, target 200% | no signal | +3,439.4% |
| mega#7 | Parabolic SAR(0.01,0.1) state | fade | only when VIX in the bottom half of the year | 1 strike ITM, expiry 1+ days away, hold 2 days, stop 20%, target none | no signal | +3,359.3% |
| mega#9 | Bank Nifty beats Nifty by 0.2% over 10 days / lags by that much | fade | only when VIX in the bottom half of the year | 1 strike OTM, expiry 1+ days away, hold 5 days, stop 50%, target none | no signal | +3,323.8% |
| mega#16 | Parabolic SAR(0.01,0.1) state | fade | only when VIX in the bottom half of the year | 1 strike OTM, expiry 2+ days away, hold 5 days, stop 30%, target none | no signal | +3,291.0% |
| mega#11 | TEMA 3 above/below TEMA 8 (every day) | follow | only when 20-day return positive | 1 strike ITM, expiry 1+ days away, hold 2 days, stop 20%, target 200% | no signal | +3,262.1% |
| mega#13 | Bank Nifty gaps up / down more than 0.3% | follow | only when ATR in the bottom half of the year | ATM, expiry 1+ days away, hold 5 days, stop 30%, target none | no signal | +3,210.5% |
| mega#19 | Parabolic SAR(0.05,0.5) state | puts only | only when ATR in the bottom half of the year | 2 strikes ITM, expiry 1+ days away, hold 2 days, stop 50%, target none | no signal | +3,192.8% |
| mega#21 | Close in the top 20% / bottom 20% of the day's range | fade | only when close above 10-day EMA | 2 strikes ITM, expiry 1+ days away, hold 5 days, stop 30%, target 200% | BUY CE | +3,176.5% |
| mega#20 | TEMA 3 above/below TEMA 8 (every day) | follow | only when 20-day return positive | 1 strike ITM, expiry 1+ days away, hold 3 days, stop 20%, target 200% | no signal | +3,159.4% |
| mega#12 | Bank Nifty beats Nifty by 0.5% over 10 days / lags by that much | fade | only when VIX in the bottom half of the year | 1 strike OTM, expiry 1+ days away, hold 5 days, stop 30%, target none | no signal | +3,127.9% |
| mega#22 | Bank Nifty beats Nifty by 0.2% over 10 days / lags by that much | fade | only when VIX in the bottom half of the year | 1 strike OTM, expiry 1+ days away, hold 5 days, stop 20%, target none | no signal | +3,114.0% |
| mega#25 | TEMA 3 above/below TEMA 8 (every day) | follow | only when RSI(14) above 50 | 1 strike ITM, expiry 1+ days away, hold 3 days, stop 20%, target 200% | no signal | +3,103.5% |
| mega#14 | Bank Nifty beats Nifty by 0.2% over 10 days / lags by that much | fade | only when VIX in the bottom half of the year | 2 strikes OTM, expiry 1+ days away, hold 5 days, stop 50%, target none | no signal | +3,103.2% |
| mega#23 | Parabolic SAR(0.01,0.1) state | fade | only when VIX in the bottom half of the year | 1 strike ITM, expiry 1+ days away, hold 2 days, stop 20%, target 200% | no signal | +3,069.5% |
| mega#17 | Parabolic SAR(0.01,0.1) state | fade | only when VIX in the bottom half of the year | 1 strike ITM, expiry 1+ days away, hold 3 days, stop 30%, target none | no signal | +3,054.5% |
| mega#24 | WMA(5) turns up / down | follow | only when VIX in the bottom half of the year | 2 strikes ITM, expiry 1+ days away, hold 5 days, stop none, target none | no signal | +2,899.1% |
| s084p07 | Always buy put, enter Fri | 1 strike OTM, 3 days, stop 40% / target 100% | no signal | +1,665.9% |
| s084p06 | Always buy put, enter Fri | 1 strike OTM, hold 2 days | no signal | +1,314.2% |
| s062p02 | Wide-range day fade | ATM, hold 2 days | no signal | +840.1% |
| s048p03 | MACD(5,35,5) signal cross | ATM, hold 3 days (3+ days to expiry) | no signal | +724.1% |
| s040p10 | 10-day reversal (>1.5%) | 2 strikes OTM, 5 days, no stop | no signal | +638.8% |
| s060p05 | 3 up closes: continuation | ATM, 5 days, stop 40% / target 100% | no signal | +602.8% |
| s093p10 | DI cross with ADX > 20 | 2 strikes OTM, 5 days, no stop | no signal | +539.7% |
| s041p10 | Supertrend(2,10) flip | 2 strikes OTM, 5 days, no stop | no signal | +517.7% |
| s001p06 | EMA 5/13 cross | 1 strike OTM, hold 2 days | no signal | +487.8% |
| s007p03 | EMA 20/50 cross | ATM, hold 3 days (3+ days to expiry) | no signal | +481.5% |
| s002p03 | EMA 5/20 cross | ATM, hold 3 days (3+ days to expiry) | no signal | +365.3% |
| s022p10 | RSI(14) cross 55/45 | 2 strikes OTM, 5 days, no stop | no signal | +357.9% |
| s096p02 | EMA 9/21 cross only when ADX > 20 | ATM, hold 2 days | no signal | +350.7% |
| s001p03 | EMA 5/13 cross | ATM, hold 3 days (3+ days to expiry) | no signal | +344.0% |
| s002p06 | EMA 5/20 cross | 1 strike OTM, hold 2 days | no signal | +343.4% |
| s071p01 | VIX +15% spike: buy call | ATM, intraday close | no signal | +312.2% |
| s007p07 | EMA 20/50 cross | 1 strike OTM, 3 days, stop 40% / target 100% | no signal | +239.2% |
| s020p10 | RSI(14) cross 50 | 2 strikes OTM, 5 days, no stop | BUY PE | +231.7% |
| s069p01 | VIX +8% spike: buy call | ATM, intraday close | no signal | +205.2% |
| s007p04 | EMA 20/50 cross | ATM, 3 days, stop 30% / target 60% | no signal | +199.3% |
| s100p03 | Supertrend(3,10) flip only when ADX > 20 | ATM, hold 3 days (3+ days to expiry) | no signal | +190.7% |
| s094p03 | DI cross with ADX > 25 | ATM, hold 3 days (3+ days to expiry) | no signal | +130.3% |
| s029p06 | Donchian 20-day fade | 1 strike OTM, hold 2 days | no signal | +128.4% |
| s042p06 | Supertrend(3,10) flip | 1 strike OTM, hold 2 days | no signal | +126.6% |
| s100p06 | Supertrend(3,10) flip only when ADX > 20 | 1 strike OTM, hold 2 days | no signal | +126.6% |
| s038p07 | 3-day reversal (>0.7%) | 1 strike OTM, 3 days, stop 40% / target 100% | BUY PE | +123.0% |
| s094p06 | DI cross with ADX > 25 | 1 strike OTM, hold 2 days | no signal | +121.7% |
| s082p04 | Always buy put, enter Wed | ATM, 3 days, stop 30% / target 60% | no signal | +114.3% |
| s007p09 | EMA 20/50 cross | ATM, next-day expiry ok, stop 30% / target 50% | no signal | +110.9% |
| s065p08 | Gap 0.3% follow | 1 strike ITM, 2 days, stop 25% | no signal | +95.5% |
| s043p02 | Supertrend(3,7) flip | ATM, hold 2 days | no signal | +89.6% |
| s065p05 | Gap 0.3% follow | ATM, 5 days, stop 40% / target 100% | no signal | +84.3% |
| s072p01 | VIX -8% drop: buy call | ATM, intraday close | no signal | +77.0% |
| s065p01 | Gap 0.3% follow | ATM, intraday close | no signal | +76.3% |
| s062p06 | Wide-range day fade | 1 strike OTM, hold 2 days | no signal | +73.4% |
| s052p06 | Bollinger(20,2.0) reversion | 1 strike OTM, hold 2 days | no signal | +73.0% |
| s035p08 | 10-day momentum follow (>1.5%) | 1 strike ITM, 2 days, stop 25% | no signal | +72.3% |
| s042p08 | Supertrend(3,10) flip | 1 strike ITM, 2 days, stop 25% | no signal | +69.2% |
| s100p08 | Supertrend(3,10) flip only when ADX > 20 | 1 strike ITM, 2 days, stop 25% | no signal | +69.2% |
| s060p03 | 3 up closes: continuation | ATM, hold 3 days (3+ days to expiry) | no signal | +68.2% |
| s020p03 | RSI(14) cross 50 | ATM, hold 3 days (3+ days to expiry) | BUY PE | +67.3% |
| s087p10 | Close crosses SMA(100) | 2 strikes OTM, 5 days, no stop | no signal | +65.2% |
| s096p10 | EMA 9/21 cross only when ADX > 20 | 2 strikes OTM, 5 days, no stop | no signal | +63.9% |
| s042p07 | Supertrend(3,10) flip | 1 strike OTM, 3 days, stop 40% / target 100% | no signal | +62.6% |
| s100p07 | Supertrend(3,10) flip only when ADX > 20 | 1 strike OTM, 3 days, stop 40% / target 100% | no signal | +62.6% |
| s042p01 | Supertrend(3,10) flip | ATM, intraday close | no signal | +62.5% |
| s020p08 | RSI(14) cross 50 | 1 strike ITM, 2 days, stop 25% | BUY PE | +62.1% |
| s080p09 | Always buy put, enter Mon | ATM, next-day expiry ok, stop 30% / target 50% | no signal | +59.5% |
| s096p06 | EMA 9/21 cross only when ADX > 20 | 1 strike OTM, hold 2 days | no signal | +58.9% |
| s043p10 | Supertrend(3,7) flip | 2 strikes OTM, 5 days, no stop | no signal | +58.5% |
| s080p04 | Always buy put, enter Mon | ATM, 3 days, stop 30% / target 60% | no signal | +57.2% |
| s001p04 | EMA 5/13 cross | ATM, 3 days, stop 30% / target 60% | no signal | +54.9% |
| s064p07 | Close near high/low fade | 1 strike OTM, 3 days, stop 40% / target 100% | BUY CE | +54.1% |
| s026p07 | Donchian 55-day breakout | 1 strike OTM, 3 days, stop 40% / target 100% | no signal | +51.2% |
| s023p07 | Donchian 5-day breakout | 1 strike OTM, 3 days, stop 40% / target 100% | no signal | +50.3% |
| s029p05 | Donchian 20-day fade | ATM, 5 days, stop 40% / target 100% | no signal | +47.2% |
| s052p10 | Bollinger(20,2.0) reversion | 2 strikes OTM, 5 days, no stop | no signal | +46.8% |
| s029p09 | Donchian 20-day fade | ATM, next-day expiry ok, stop 30% / target 50% | no signal | +45.5% |
| s046p10 | Supertrend(2,10) state every day | 2 strikes OTM, 5 days, no stop | BUY CE | +45.1% |
| s055p07 | Bollinger(10,2.0) breakout | 1 strike OTM, 3 days, stop 40% / target 100% | no signal | +44.8% |
| s056p10 | Bollinger(10,2.0) reversion | 2 strikes OTM, 5 days, no stop | no signal | +43.3% |
| s072p04 | VIX -8% drop: buy call | ATM, 3 days, stop 30% / target 60% | no signal | +40.2% |
| s004p03 | EMA 9/21 cross | ATM, hold 3 days (3+ days to expiry) | no signal | +38.5% |
| s071p04 | VIX +15% spike: buy call | ATM, 3 days, stop 30% / target 60% | no signal | +38.0% |
| s100p01 | Supertrend(3,10) flip only when ADX > 20 | ATM, intraday close | no signal | +37.9% |
| s071p09 | VIX +15% spike: buy call | ATM, next-day expiry ok, stop 30% / target 50% | no signal | +36.8% |
| s085p10 | Close crosses SMA(20) | 2 strikes OTM, 5 days, no stop | no signal | +35.9% |
| s062p01 | Wide-range day fade | ATM, intraday close | no signal | +35.9% |
| s062p04 | Wide-range day fade | ATM, 3 days, stop 30% / target 60% | no signal | +35.6% |
| s023p06 | Donchian 5-day breakout | 1 strike OTM, hold 2 days | no signal | +35.6% |
| s072p09 | VIX -8% drop: buy call | ATM, next-day expiry ok, stop 30% / target 50% | no signal | +35.5% |
| s056p04 | Bollinger(10,2.0) reversion | ATM, 3 days, stop 30% / target 60% | no signal | +35.3% |
| s003p10 | EMA 8/21 cross | 2 strikes OTM, 5 days, no stop | no signal | +35.1% |
| s004p10 | EMA 9/21 cross | 2 strikes OTM, 5 days, no stop | no signal | +35.1% |
| s014p02 | RSI(2) reversal 5/95 | ATM, hold 2 days | no signal | +35.1% |
| s044p10 | Supertrend(4,14) flip | 2 strikes OTM, 5 days, no stop | no signal | +33.0% |
| s024p07 | Donchian 10-day breakout | 1 strike OTM, 3 days, stop 40% / target 100% | no signal | +32.3% |
| s032p06 | 2-day momentum follow (>0.5%) | 1 strike OTM, hold 2 days | no signal | +28.5% |
| s062p09 | Wide-range day fade | ATM, next-day expiry ok, stop 30% / target 50% | no signal | +26.8% |
| s056p09 | Bollinger(10,2.0) reversion | ATM, next-day expiry ok, stop 30% / target 50% | no signal | +26.7% |
| s043p07 | Supertrend(3,7) flip | 1 strike OTM, 3 days, stop 40% / target 100% | no signal | +26.1% |
| s014p01 | RSI(2) reversal 5/95 | ATM, intraday close | no signal | +25.8% |
| s041p09 | Supertrend(2,10) flip | ATM, next-day expiry ok, stop 30% / target 50% | no signal | +25.6% |
| s016p01 | RSI(5) reversal 20/80 | ATM, intraday close | no signal | +25.3% |
| s053p07 | Bollinger(20,1.5) breakout | 1 strike OTM, 3 days, stop 40% / target 100% | no signal | +22.8% |
| s019p01 | RSI(14) reversal 35/65 | ATM, intraday close | no signal | +22.8% |
| s083p08 | Always buy put, enter Thu | 1 strike ITM, 2 days, stop 25% | no signal | +22.4% |
| s014p09 | RSI(2) reversal 5/95 | ATM, next-day expiry ok, stop 30% / target 50% | no signal | +22.3% |
| s004p07 | EMA 9/21 cross | 1 strike OTM, 3 days, stop 40% / target 100% | no signal | +21.9% |
| s003p07 | EMA 8/21 cross | 1 strike OTM, 3 days, stop 40% / target 100% | no signal | +21.9% |
| s055p01 | Bollinger(10,2.0) breakout | ATM, intraday close | no signal | +21.7% |
| s054p09 | Bollinger(20,1.5) reversion | ATM, next-day expiry ok, stop 30% / target 50% | no signal | +20.8% |
| s019p04 | RSI(14) reversal 35/65 | ATM, 3 days, stop 30% / target 60% | no signal | +20.4% |
| s041p04 | Supertrend(2,10) flip | ATM, 3 days, stop 30% / target 60% | no signal | +19.1% |
| s096p01 | EMA 9/21 cross only when ADX > 20 | ATM, intraday close | no signal | +16.8% |
| s060p01 | 3 up closes: continuation | ATM, intraday close | no signal | +15.7% |
| s023p04 | Donchian 5-day breakout | ATM, 3 days, stop 30% / target 60% | no signal | +15.4% |
| s016p09 | RSI(5) reversal 20/80 | ATM, next-day expiry ok, stop 30% / target 50% | no signal | +13.3% |
| s066p04 | Gap 0.6% follow | ATM, 3 days, stop 30% / target 60% | no signal | +12.8% |
| s009p10 | EMA 5/20 trend every day | 2 strikes OTM, 5 days, no stop | BUY PE | +12.6% |
| s096p07 | EMA 9/21 cross only when ADX > 20 | 1 strike OTM, 3 days, stop 40% / target 100% | no signal | +9.5% |
| s041p01 | Supertrend(2,10) flip | ATM, intraday close | no signal | +9.3% |
| s055p02 | Bollinger(10,2.0) breakout | ATM, hold 2 days | no signal | +8.9% |
| s014p06 | RSI(2) reversal 5/95 | 1 strike OTM, hold 2 days | no signal | +8.7% |
| s058p06 | Hammer / shooting star | 1 strike OTM, hold 2 days | no signal | +8.6% |
| s096p03 | EMA 9/21 cross only when ADX > 20 | ATM, hold 3 days (3+ days to expiry) | no signal | +8.6% |
| s054p01 | Bollinger(20,1.5) reversion | ATM, intraday close | no signal | +8.4% |
| s018p01 | RSI(14) reversal 30/70 | ATM, intraday close | no signal | +8.4% |
| s095p01 | RSI(2) 10/90 reversal with 200-day trend | ATM, intraday close | no signal | +8.3% |
| s033p05 | 3-day momentum follow (>0.7%) | ATM, 5 days, stop 40% / target 100% | BUY CE | +7.6% |
| s033p04 | 3-day momentum follow (>0.7%) | ATM, 3 days, stop 30% / target 60% | BUY CE | +7.1% |
| s046p02 | Supertrend(2,10) state every day | ATM, hold 2 days | BUY CE | +6.9% |
| s029p10 | Donchian 20-day fade | 2 strikes OTM, 5 days, no stop | no signal | +6.5% |
| s051p07 | Bollinger(20,2.0) breakout | 1 strike OTM, 3 days, stop 40% / target 100% | no signal | +6.2% |
| s022p03 | RSI(14) cross 55/45 | ATM, hold 3 days (3+ days to expiry) | no signal | +6.1% |
| s023p01 | Donchian 5-day breakout | ATM, intraday close | no signal | +5.8% |
| s066p01 | Gap 0.6% follow | ATM, intraday close | no signal | +5.8% |
| s058p08 | Hammer / shooting star | 1 strike ITM, 2 days, stop 25% | no signal | +5.6% |
| s014p03 | RSI(2) reversal 5/95 | ATM, hold 3 days (3+ days to expiry) | no signal | +5.0% |
| s033p10 | 3-day momentum follow (>0.7%) | 2 strikes OTM, 5 days, no stop | BUY CE | +5.0% |
| s033p01 | 3-day momentum follow (>0.7%) | ATM, intraday close | BUY CE | +4.7% |
| s021p07 | RSI(7) cross 60/40 | 1 strike OTM, 3 days, stop 40% / target 100% | no signal | +4.1% |
| s081p02 | Always buy put, enter Tue | ATM, hold 2 days | no signal | +3.7% |
| s013p05 | RSI(2) reversal 10/90 | ATM, 5 days, stop 40% / target 100% | no signal | +3.3% |
| s052p04 | Bollinger(20,2.0) reversion | ATM, 3 days, stop 30% / target 60% | no signal | +3.0% |
| s062p05 | Wide-range day fade | ATM, 5 days, stop 40% / target 100% | no signal | +2.8% |
| s023p05 | Donchian 5-day breakout | ATM, 5 days, stop 40% / target 100% | no signal | +2.4% |
| s080p02 | Always buy put, enter Mon | ATM, hold 2 days | no signal | +2.1% |
| s014p08 | RSI(2) reversal 5/95 | 1 strike ITM, 2 days, stop 25% | no signal | +1.8% |
| s036p01 | 1-day reversal (>0.5%) | ATM, intraday close | BUY CE | +1.4% |
| s055p06 | Bollinger(10,2.0) breakout | 1 strike OTM, hold 2 days | no signal | +0.6% |
| s042p02 | Supertrend(3,10) flip | ATM, hold 2 days | no signal | +0.4% |
Where the copy is
/home/algo/algotrading/results/forward_test/freeze_2026-10-21/- frozen_profitable_strategies.csv: the list with backtest numbers, locked on 2026-10-21 01:48 IST
- today_plan_2026-10-21.csv: signal, option, price, cash and exit rule for every strategy
- code_snapshot/: the code and result files that define these strategies
- MANIFEST.sha256: checksum of every file; all files are read-only, so the list cannot be edited after seeing today's result