STRENGTH OF STOCKSFor Retail InvestorsLog in to your screeners, strategies and research.
STRENGTH OF STOCKSFor Retail Investors
Only filings that can move a stock — ranked by impact, with the number that matters and how traders play it.
| Published (IST) | Symbol | Company | Type | Announcement |
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| Symbol | Company | LTP | Change | % Chg | Added |
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Stocks activated by the optimised strategies — the gated EMA Conjunction books (10 positions, NIFTY 100 SMA / EMA gate), SMA Conjunction (weekly, 100-DMA gate) and Multi-TF RSI (Monthly 65 / Weekly 60) — newest date first. "Entered" = price broke above the signal high; "Ready" = waiting for that trigger. History keeps building with every daily scan.
Market data connections are managed by your administrator.
| ★ | Scorecard | Symbol | Screeners | Chart | TF | LTP | % Chg | Volume | Avg Mo Vol | ×Avg | Turnover | When |
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Type a stock a member calls out — get a straight ENTER / HOLD / SELL answer with a daily stop-loss. The call weighs Monthly + Weekly trend (higher timeframes), the Daily trend, Fundamentals and Sector strength.
Follow price and open interest together. See what is building, and what is unwinding.
Getting the latest available NSE futures report.
Stocks will appear here when the report is available.
Swipe the table for price and OI changes → · Tap a stock for its evidence.
| Stock / expiry | Positioning | Futures close | Price Δ | OI Δ | Open interest lakh shares | Turnover ₹ crore | Evidence |
|---|---|---|---|---|---|---|---|
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Each stock uses one futures expiry at a time. Price change compares the closing price with the previous close for that same contract. OI change compares outstanding shares with the previous session: previous OI = current OI − reported OI change. Near, next and far refer to the first, second and third listed expiries on the report date.
Price ↑ + OI ↑ = long buildup; price ↓ + OI ↑ = short buildup; price ↓ + OI ↓ = long unwinding; price ↑ + OI ↓ = short covering (short unwinding). These are conventional interpretations, not direct observations of trader intent. Every futures contract has both a long and a short side.
Expiry rollover and corporate actions can distort these readings. Unchanged values, missing baselines and contracts without trades remain unclassified. Report dates stay visible: this is daily exchange data, not a live intraday signal.
Start with direction and volatility, enter prices from your broker, then verify payoff, position size and trade quality before placing an order.
The strategy should fit both direction and volatility.
Replace every premium with the current executable price from your broker.
| Action | Type | Strike | Premium |
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Premiums begin as illustrations so the calculator is easy to explore. Enter current bid/ask prices before using the result.
Per-unit payoff before brokerage, taxes, slippage and early-exit effects.
A payoff chart cannot validate the underlying trade thesis.
Reopen your plan before the trade and compare it with what happened later.
Only the profitable strategies, consolidated and ranked: the equal-weight portfolio books (SMA/EMA Conjunction, Multi-TF RSI, Uptrend, Near 52-Week High) plus the profitable index systems (VWAP, EMA 12/26, Bollinger), each row's calendar-year return alongside the others. Methodology differs by family (index systems: realised P&L on one lot vs a ₹10L reference capital · portfolio scanners: mark-to-market equal-weight book) — this table is for scanning "which strategy, which year", not for adding rows together.
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Green = positive that year, red = negative, grey = not tested / no data that year. Verdict column is the headline read from that strategy's own dedicated backtest, not derived from this table. Educational research only — not investment advice; Strength_of_Stocks is not SEBI-registered.
A clean comparison of the production backtests for EMA Conjunction, SMA Conjunction, Multi-TF RSI, 52-Week High and Uptrend. Full-period results are shown beside each strategy's available forward/out-of-sample split.
851 full-period trades · 371 forward trades · 40.7% forward win rate · forward Sharpe 1.53.
495 full-period trades · 222 forward trades · 51.8% forward win rate · forward Sharpe 1.74.
1,378 full-period trades · 640 forward trades · 37.8% forward win rate · forward Sharpe 1.78.
New rules: within 2% of the 52-week high, above the 200-DMA; rank crowded signals by trailing 6-month momentum; exit below EMA-50 or 20% from the peak. 992 trades · 40.7% wins.
New rules: Monthly RSI >65 and Weekly RSI >55; rank by trailing 6-month momentum; exit when the uptrend conditions fail or at a 25% peak trail. 2,319 full-period trades · 992 OOS trades.
| Strategy | Test window | Full CAGR | Full max DD | Full Sharpe | Forward CAGR | Forward max DD | Forward Calmar |
|---|---|---|---|---|---|---|---|
| EMA Conjunction | 2013-01-04 → 2026-09-25 | 32.02% | −30.9% | 1.52 | 33.58% | −22.2% | 1.51 |
| SMA Conjunction | 2013-01-04 → 2026-09-25 | 31.84% | −19.6% | 1.54 | 42.63% | −16.4% | 2.60 |
| Multi-TF RSI | 2013-01-01 → 2026-09-28 | 29.41% | −20.9% | 1.69 | 36.37% | −20.9% | 1.74 |
| 52-Week High | 2016-09-28 → 2026-09-28 | 28.52% | −23.0% | 1.50 | — | — | — |
| Uptrend | 2017-07-27 → 2026-09-28 | 27.76% | −29.1% | 1.39 | 34.25% | −29.1% | 1.18 |
EMA, SMA and RSI forward/out-of-sample = 2021-01-01 onward. Uptrend OOS = 2023-01-27 onward. The 52-Week High optimization did not publish a reserved OOS split, so no forward figure is claimed. EMA and SMA use the cached full Nifty 500 research universe and the app's India cash-delivery cost model. The refreshed RSI run used 463 valid price series; the two new-rule searches each used 485 valid series from the 501-symbol list. Unavailable/delisted symbols were skipped. Results are historical simulations, not investment advice.
Realized profit/loss (₹) from each live paper-trading book's own closed trades — not a backtest, the actual forward-test ledger. Year-wise and month-wise, per strategy plus a grand total. A strategy showing all zeros just hasn't closed a trade yet (many of these desks are still young).
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Green = profit, red = loss, grey = no closed trade that period. Covers the sized-rupee paper books (AI Claude Top 3, EMA Conjunction, MTF RSI, Uptrend, 52-Week High, ORB x3, Zone Breakout) — not the un-sized index-point/R-multiple simulators, which don't have a rupee P&L to show. Educational simulation — no real orders are placed; not investment advice; not SEBI-registered.
NIFTY and BANK NIFTY · Latest untouched alert takes priority.
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A completed 5-minute candle qualifies when its entire low is strictly above the closing 5 EMA. The sell trigger is 0.05 index points below that candle’s low; stop loss is its high. EMA continues across sessions, with a 20-candle initial warm-up. Gaps in the candle history reset the warm-up.
An alert cannot trigger on its own candle. If its low remains unbroken and a newer qualifying candle closes, the newer alert replaces it. The old alert remains executable during the newer candle before that close. Alerts during an open trade are logged but do not create overlapping trades in the same index. Untriggered alerts expire at session end.
The trade is observed until its stop or the 15:30 IST session close. Targets at 1:3, 1:5 and 1:10 are independent milestones, not partial exits. Maximum R is the conservative favourable move before the stop or close; this can exceed 1:10. A gap-down entry uses the bar’s open and recalculates risk and target distances from that fill to the alert high. Stop gaps use the worse opening price.
If a candle includes both stop and favourable prices, the stop is counted first and that candle contributes no new target hits or maximum R. Entry times identify the entry candle, not an exact tick. Missing candles make affected trades unscored rather than inventing an outcome.
Historical replay is frozen at activation. Forward observation starts at activation and is retained across restarts. Candles recovered late are labelled; they are observations, not alerts known in real time. Completed candles are checked every minute during market hours while the app runs. Public Yahoo index data may be delayed. These are index-point simulations before costs, not futures/options trades or broker executions.
NIFTY and BANK NIFTY · Win → next trade 1 lot · Loss → next trade +1 lot · R:R 1:1 – 1:5, forward only.
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| Index | Target | Next lot to sell | Trades (W / L) | Futures P&L | Option P&L | Max lots hit | Peak notional |
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Entry/stop signal is identical to the 5 EMA desk above (sell 0.05 below a completed no-touch candle's low, stop at its high). Each R:R target (1:1 through 1:5) is replayed as its own independent trade — it exits at whichever the candles reach first: its own target, the shared stop, or the 15:25 session close — rather than tracking several milestones on one open position.
Lot sizing: a profitable trade resets the next trade to 1 lot; an unprofitable one (including a session-exit that closed on the losing side of the fill price) adds 1 lot to the next trade. This is uncapped by design and can compound quickly on a losing streak — that's exactly the risk this forward test is meant to surface, not hide.
Futures P&L = index points × lot size (NIFTY 75, BANK NIFTY 35) × lots. Option P&L models selling the ATM Call at entry and marking it to the exit index price, priced with Black-Scholes off the daily India VIX (Bank Nifty IV is VIX × 1.15, a fixed approximation, not a live Bank Nifty IV feed) and the nearest weekly Thursday expiry — before brokerage, slippage or bid-ask spread.
Historical replay runs the same ladder over whatever 5-minute candles the 5 EMA desk already had on disk before this tracker's first activation (up to its ~59-day Yahoo history limit) — useful to see how the lot ladder would have behaved recently, but it's a replay, not a record of alerts known in real time. Forward observation only counts trades entered after activation and is retained across restarts, same convention as the 5 EMA desk above. Peak notional is lots × entry price × lot size at the largest lot size reached — a rough proxy for the margin a broker would actually demand, not an exact SPAN figure.
5-EMA stacked above the 13 & 21, and a candle closed above all three → buy above that candle's high, then trail the 21-EMA. Weekly only — Daily was removed 2026-09-28 after a 102-framework search found it carried a −65.1% max drawdown; weekly ranks candidates by how extended each breakout already is above its 21-EMA (the search's winning rule).
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READY = the 5-EMA is stacked above the 13 & 21-EMA and a candle has just closed above all three. Place a buy-stop above that candle's high (the trigger); the initial stop is the 21-EMA. TRIGGERED = price broke the trigger within the last ~15 bars and is riding the trend; manage it by trailing the 21-EMA (exit on a close below it). Risk % is the entry-to-21-EMA distance.
Long-only trend-following on the WEEKLY timeframe only: expect a low win rate (~40%) but large winners (profit factor ~3.7, +3R/trade on the 12-year backtest). Daily was removed — its own backtest showed a −65.1% max drawdown, far worse than weekly's −30.9%. When more setups trigger than there's room for, the strongest (biggest %-gap above the 21-EMA) get priority. Skip names with an earnings/event pending and size small — deep drawdowns come from stacking too many at once. Signals refresh weekly via a scan. Educational research from public data, not investment advice; not SEBI-registered.
Long when the 9 EMA crosses above the 20 EMA, short when it crosses below; entry at the next open; one position at a time; opposite cross reverses. Only the four setups that survived an in-sample / out-of-sample test (out of 378 tried) are shown — the weekly and daily charts work, intraday mostly does not.
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| Year | Return % | Realised P&L (₹) | Trades closed |
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| Entry | Exit | Dir | Time in trade | Entry px | Exit px | R | How it ended | P&L (₹) | Equity (₹) |
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From flat only: LONG when the 12 EMA crosses above the 26 EMA, SHORT when it crosses below. Exit when NIFTY's close loses the 12 EMA, then stay flat until the next cross — a selective trend-rider, not an always-in-market flip (that design, tested as Golden/Death Cross, failed). Best of 44 EMA-pair/index/timeframe combinations swept; it sits on a broad plateau (all 42 neighbouring pairs positive), not an isolated spike.
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| Year | Strategy (mark-to-market) | Realised P&L (₹) | Trades | NIFTY same year |
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Not the backtest above — this watches NIFTY 1-hour bars live from whichever hour it was switched on, same rules, and only counts what actually happens going forward.
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| Entry time | Dir | Entry | Status | Exit | Exit time | P&L (pts) | P&L (₹) |
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Monthly & Weekly RSI above 50, price above the 21-EMA, and daily RSI crossing above 60 → buy above that candle's high, then trail the 50-EMA (the sensitivity-optimal stop).
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Filter: Monthly RSI(14) > 50 and Weekly RSI(14) > 50 and price above the daily 21-EMA — a higher-timeframe uptrend. Trigger: the daily candle where daily RSI crosses above 60. READY = that cross just happened; place a buy-stop above the signal candle's high, initial stop the 50-EMA. TRIGGERED = price broke the trigger within ~15 bars and is riding the trend; trail the 50-EMA (exit on a close below it).
Long-only momentum. The exit-stop sweep found the 50-EMA far better than the 21-EMA here (it lets the trend breathe): 12-year forward test ~33% CAGR vs the Nifty's ~9%, Sharpe ~1.7 — a genuine edge. Still a low win rate with a wide stop, so size small and skip names with an event pending. Educational research from public data, not investment advice; not SEBI-registered.
The EMA conjunction rules with simple averages: 5-SMA stacked above the 13 & 21, and a candle closed above all three → buy above that candle's high, then trail the 21-SMA. Weekly only — Daily was removed 2026-09-28 after a 102-framework search found it carried a −46.0% max drawdown. Weekly now also gates new entries on the Nifty 100-DMA and ranks candidates by breakout strength (the search's winning rule): CAGR 27%→32%, max drawdown −35%→−20%.
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READY = the 5-SMA is stacked above the 13 & 21-SMA and a candle has just closed above all three: place a buy-stop above that candle's high; the initial stop is the 21-SMA. TRIGGERED = price broke the trigger in the last ~15 bars and is riding the trend; trail the 21-SMA (exit on a close below it). Long-only trend-following on the WEEKLY timeframe only: low win rate (~50%), large winners. When more setups trigger than there's room for, the strongest (biggest %-gap above the 21-SMA) get priority. Backtest is on today's Nifty 500 list (survivorship bias); real India cash-delivery costs applied (india_equity_costs.py). Educational research, not investment advice; not SEBI-registered.
The weekly EMA conjunction traded as a 10-position book, ranked by breakout strength, with a NIFTY market gate that blocks new entries (open trades are never force-closed). Pick the gate: the 100-day EMA (highest CAGR, but lopsided between periods) or the 100-day SMA (best risk-adjusted, consistent in- and out-of-sample).
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Setups are the same as the EMA Conjunction desk (weekly). # ranks them by breakout strength (% above the 21-EMA); only the top 10 are slots in the 10-position book. READY = buy above the signal candle's high; TRIGGERED = already in the trend. Exit on a weekly close below the 21-EMA. When the market gate is OFF, READY setups are shown as BLOCKED (no new entries); trades already open are held to their normal 21-EMA exit. Backtested 2013–2026 on today's Nifty 500 list (survivorship bias) with real India cash-delivery costs. Educational research, not investment advice; not SEBI-registered.
A once-a-week rotation: hold the strongest NIFTY 500 trends while the market itself is trending, sit in cash when it isn't. Tested on the index as it actually was on each date — including the 162 companies that later delisted or merged — and tuned with a 102-framework search.
| Year | Strategy | Max DD in year | Nifty (same year) |
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Test method: every weekly signal is taken at Friday's close and filled at Monday's open, with 0.2% cost per side. The universe on each date is the official NSE NIFTY 500 list in force at the time (14 archived NSE snapshots, 2010–2026); prices come from NSE's daily bhavcopies, so delisted and bankrupt companies are in the test. Run on today's constituents instead, the same rules look ~5–10 points of CAGR better — that gap is survivorship bias, and the other portfolio rows in the year-by-year table (all tested on today's list) likely overstate by a similar amount.
Optimization: 102 configurations in three stages (Supertrend settings × momentum lookback × market switch → holdings × volatility target → breadth threshold × exit buffer), ranked by Calmar on 2012–2019 only. The winner was adopted only because it also held up on 2020–2026, which it never saw. Its one-knob neighbours score about the same, so it sits on a plateau, not a lucky spike. Caution: with only 10 holdings, a single stock matters more — across the whole search, 10-stock books were the best in-sample but the weakest out-of-sample on average.
Caveats: the official lists have a gap from Mar 2015 to Oct 2018, so a few names that joined and died inside it are missing (slightly flattering). Delisted names are price-only and a few demergers show as price drops (slightly harsh). Trend-following loses in choppy, sideways markets (2013, 2015, 2022 and 2025 were flat to negative). Expect the next drawdown to be deeper than the backtest's worst. Educational research from public data, not investment advice; Strength_of_Stocks is not SEBI-registered.
Daily close above 20-SMA → sell the ATM Put; below → sell the ATM Call. Weekly expiry, exit on the regime flip. Gap-realistic model · thin edge, fat tail · educational.
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Regime is set by the daily close versus its 20-day simple moving average. A close above the 20-SMA is bullish, so the strategy sells the at-the-money Put; a close below is bearish, so it sells the at-the-money Call. One position per index; the trend decides which option is short. The ATM strike is the nearest 50 points (NIFTY) or 100 points (BANK NIFTY) to spot. Expiry is the nearest weekly (Thursday); the position exits and reverses when the regime flips, and is rolled at expiry otherwise.
The tail is the whole story. Over 14+ years this is a thin edge (profit factor ~1.1–1.25) sitting on a fat left tail: single trades have lost 3–5× the credit taken on event gaps (COVID, the Sep-2019 tax-cut, Budget and election-result days). A daily-checked 2× stop is largely cosmetic — on ~90% of stop-outs the option had already gapped past it — so a naked stop does not save you. A far-OTM protective wing (credit spread) caps that tail but gives up most of the return. Go flat over scheduled events and size for a −4× day.
This is a model, not live option fills. NSE gives no free historical option prices for expired contracts, so the premium is priced with Black-Scholes (Indian index options are European) using the real daily spot and India VIX as the implied-volatility input (Bank Nifty’s IV is VIX scaled by the 20-day realised-volatility ratio). Stop-outs fill at the gap-realistic breached price, not a clean 2×. Educational research only, not investment advice; Strength_of_Stocks is not SEBI-registered.
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| Target | Profit factor | Net P&L (₹) | Hit target |
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| Date | Dir | Entry | SL | Exit | Reason | R | Lots | P&L (₹) | Equity (₹) |
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| Date | Dir | Entry | SL | Target | Status | Exit | Reason | P&L (pts) | P&L (₹) |
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Session VWAP (reset every trading day) computed on the NIFTYBEES.NS ETF — Yahoo Finance reports zero traded volume on the index ticker itself, so a real volume-weighted VWAP is computed on this large, liquid ETF that tracks NIFTY almost 1:1 intraday, then translated to a % distance from VWAP. Entry: NIFTY closes outside a volume-weighted VWAP band (k=2). Stop: NIFTY closes back through its own trailing 50-period SMA. The best risk-adjusted result found across every strategy backtested for this app so far — beats buying and holding NIFTY on both return AND drawdown.
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| Year | Return % | Realised P&L (₹) | Trades that year |
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Entry. Each trading day's session VWAP is computed fresh on NIFTYBEES.NS (volume-weighted, resets at the day's first bar), with a volume-weighted standard-deviation band at k=2 around it, expressed as a % distance so it applies to NIFTY's own price scale. A LONG signal fires when NIFTY's hourly close crosses above the upper band; SHORT when it crosses below the lower band. Stop. The position is closed when NIFTY's own close crosses back through its trailing 50-period SMA — the one exit rule already proven on this exact data by the Bollinger Band breakout work. Sizing. One NIFTY futures lot (75) per signal, no compounding/position-scaling — CAGR and drawdown are expressed against a stated ₹10,00,000 reference capital purely to convert rupees into a %. Why an ETF proxy. Index tickers (^NSEI) carry no real traded volume on Yahoo Finance, so a literal VWAP on the index is undefined; NIFTYBEES.NS is used only to generate the volume-weighted signal, while execution and P&L are booked on the real index, same as every other backtest in this app. Sample. ~2.9 years of 1-hour data (Yahoo Finance's own intraday retention cap) — the longest intraday sample available, but still a single multi-year window, not multiple independent market cycles; the same design tested on BANKNIFTY did NOT show an edge (it drops to ~2% CAGR once costs are included), and on 5-minute/15-minute NIFTY bars it lost money — this result is timeframe- and index-specific, not a universal law. Costs. The CAGR/drawdown above are net of a modelled 0.0125% of notional per side (brokerage + STT + slippage) on both the entry and the exit fill — the same assumption used everywhere else in this app; before that cost the raw backtest reads ~16% CAGR, but that number ignores real trading friction. Financing/margin interest is not modelled. Educational research only, not investment advice; Strength_of_Stocks is not SEBI-registered.
Not the backtest above — this watches NIFTY live from whichever hour it was switched on, same rules (session VWAP band breakout, trailing 50-SMA stop), 1-hour bars, and only counts what actually happens going forward.
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| Entry time | Dir | Entry | Status | Exit | Exit time | P&L (pts) | P&L (₹) |
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Strategies already backtested and found not worth trading — logged here so we never burn time re-testing a known dud.
Enter the most you're willing to lose on the trade plus your levels — get the quantity to buy/sell so the stop-out loss equals your risk.
Enter your quantity and levels — get the exact rupee risk, reward, and the reward-to-risk ratio.
Enter a one-time lumpsum and/or a monthly & yearly SIP, plus an expected annual return (CAGR) — see the combined corpus it grows to over different horizons. Fill only the lumpsum for a pure lumpsum projection.
Educational tools only — not investment advice. Figures ignore brokerage, taxes and slippage; SIP returns are assumed constant and not guaranteed.
Every daily pre-market brief and weekly market report, archived by date. Tap a card to open the PDF.
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Educational / directional market commentary — not investment advice, not SEBI-registered.
A live-data institutional scorecard — Fundamental Quality × Valuation × Technical × Forensic → one verdict, with multi-method fair value, investment-philosophy fit and quantifiable kill-switches. Nothing is mocked: unavailable data shows as “n/a”.
Educational research from public data (Yahoo Finance), not investment advice; Strength_of_Stocks is not SEBI-registered. Verify against filings before acting.
Monthly trend. Weekly structure. Daily strength.
One-hour levels for a defined trade.
The latest three qualifying picks will appear here.
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| Signal / stock | Entry | Stop | Target | Status | Net R | Record |
|---|---|---|---|---|---|---|
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Monthly trend. Weekly structure. Daily strength.
Ranked by a clear score; one-hour levels for the trade.
The three highest-scoring picks will appear here.
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| Signal / stock | Score | Entry | Stop | Target | Status | Net R | Record |
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Three baskets for three risk appetites. Each pick blends monthly & weekly technicals with fundamentals — growth & guidance, cash flows, promoter holding and leverage — and the large/mid/small mix is set by the basket's risk profile.
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Educational model portfolios generated by a rules-based screen — not investment advice and not a SEBI-registered recommendation. Do your own diligence and size positions to your risk. Stops shown are mechanical suggestions.
The AI Claude picks are auto-"executed" on a simulated ₹10 lakh book — sized at 1% risk, staged as Dhan bracket orders (stop-buy entry + stop-loss + target), then filled and managed from market data. This validates the full pipeline before a single rupee is at risk.
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Educational simulation — no real orders are placed and no funds move. Orders are modelled in Dhan's v2 API shape so live execution is a later config step (with your Dhan keys and a human-approval gate). Not investment advice; not SEBI-registered. Real fills, slippage, gaps and liquidity will differ.
The exact Strategy Rule Book (within 2% of the 52-week high, above the 200-DMA, up to 20 equal-weight positions, exit on a close below the 50-DMA or 20% below the peak) auto-"executed" on a simulated ₹3 lakh book. A signal from today's close only fills at the next available close — never the same close that generated it — so this runs a day more conservatively than the historical backtest.
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Educational simulation — no real orders are placed and no funds move. Orders are modelled in Dhan's v2 API shape so live execution is a later config step (with your Dhan keys and a human-approval gate). Not investment advice; not SEBI-registered. Real fills, slippage, gaps and liquidity will differ.
The strategy's best setup — Weekly timeframe, trailing 21-EMA exit (profit factor ~5, +2.9R/trade in the 12-year backtest) — auto-"executed" on a simulated ₹3 lakh book. Sized at 1% risk per trade, not equal-weight. Only enters on a breakout confirmed on the most recently closed week.
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Educational simulation — no real orders are placed and no funds move. Orders are modelled in Dhan's v2 API shape so live execution is a later config step (with your Dhan keys and a human-approval gate). Not investment advice; not SEBI-registered. Real fills, slippage, gaps and liquidity will differ.
Monthly & Weekly RSI > 50, price above the 21-EMA, daily RSI crossing above 60 — trailing the 50-EMA (the sensitivity-optimal stop; ~33% CAGR forward test vs Nifty's ~9%), auto-"executed" on a simulated ₹3 lakh book. Sized at 1% risk per trade. Only enters on a breakout confirmed in the last 2 sessions.
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Educational simulation — no real orders are placed and no funds move. Orders are modelled in Dhan's v2 API shape so live execution is a later config step (with your Dhan keys and a human-approval gate). Not investment advice; not SEBI-registered. Real fills, slippage, gaps and liquidity will differ.
The Screeners-tab "Uptrend" backtest's exact base case — Monthly RSI>60, Weekly RSI>50, price above the 50 & 200-DMA, up to 20 equal-weight positions, exit on a close below the 50-DMA or 20% below the peak (24.1% CAGR / -28.9% maxDD / Sharpe 1.21 vs Nifty 9.9% over 9.2 years) — auto-"executed" on a simulated ₹3 lakh book. A signal from today's close only fills at the next available close.
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Educational simulation — no real orders are placed and no funds move. Orders are modelled in Dhan's v2 API shape so live execution is a later config step (with your Dhan keys and a human-approval gate). Not investment advice; not SEBI-registered. Real fills, slippage, gaps and liquidity will differ.
When ON, this desk proposes a REAL Dhan order every time the Uptrend paper book above fills a buy or stages a sell — but nothing is ever sent to Dhan until you personally click Confirm on that specific order. No cron, no timer, no auto-approval exists anywhere in this. Rejecting (or ignoring) a proposal costs nothing; it just never gets sent.
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Admin-only actions. A proposal reflects the SAME symbol/qty/side the paper book just decided — it does not re-check price, margin, or whether you already hold the stock for real. Verify each order yourself before confirming; this is a bridge, not a substitute for judgment.
Daily sector leadership, the macro regime behind it, a scenario lab, a transparent scorecard and 14 years of stress-low history, built from NSE index data. Educational research, not investment advice.
Live index data and delayed stock data on one canvas — EMA, SMA, VWAP, Bollinger and RSI, with trigger-candle markers replayed from the EMA, SMA and RSI strategies, plus drawing tools and a saved layout.
Indices use Dhan near-live data when the token is active, otherwise delayed Yahoo Finance data; stocks are Yahoo (delayed). Strategy markers replay each strategy's own rules on these bars — educational charting, not investment advice.
NIFTY's at-the-money Call & Put, charted every trading day on the 5-minute and 15-minute timeframe (VWAP + 20 SMA). Generated after each day's close; pick an earlier day from the dropdown.
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Educational / directional only — not investment advice, not SEBI-registered. Premium charts, not the index.
| Symbol | Side | Qty | Entry | Exit | P&L | % | R | Setup | Status | Dates | Chart |
|---|