Research · live validation
Fear-Regime Demand Accumulation
Buys fresh weekly-confluent reversal demand zones in falling markets, when weak-hand selling meets institutional accumulation.
Burn-in · Candidate
Candidate research — not production, not validated, not a recommendation. No real orders are placed. Exact entry, stop and target levels are never published.
As of
2026-10-19
test running since 2026-06-16
Instrument
Cash Equity
NSE equities, PIT 20d turnover >= Rs 2cr, RS bottom tercile
Setup filter
DOWNTREND
DOWNTREND (NIFTY below 200SMA, prev close)
Data freshness
FRESH
71 signals · 0 missed · 0 record errors (30d)
Current sample warning
The live paper sample is very small— this strategy only trades in falling markets and can stay dormant for weeks; that patience is part of the design. Ratio metrics are shown as “Too early” rather than pretending tiny samples mean something. It is paper-only and not validated. Separate research modules (IV/OI overlays, options instrument selection) are not applied to this public result yet — they are being validated on their own first.
What is being tested here?
This strategy tests cash-equity / underlying stock movement only — buying the plain stock (delivery-style), long only, on paper, when weak-hand selling in a falling market meets fresh institutional demand. Futures, options, option selling and hedged positions are not part of this public result.
Variant 4R — balanced
4RPROVISIONAL (n = 34 < 200)
CAGR
-54.2%
Sharpe Ratio
-0.46
Sortino Ratio
-0.60
Calmar Ratio
-2.43
Max Drawdown
−22.30R
Win Rate
8.8%
Profit Factor
0.34
Expectancy
-0.656R
Risk-Reward Ratio
3.53×
Recovery Factor
-1.00
Net Result
-22.30R
Closed Trades
34
Net ₹ (after costs)
₹-22,298
Current Drawdown
−22.30R
Max Losing Streak
15
Best Move (avg MFE)
1.12R
Worst Dip (avg MAE)
-1.38R
Profitable Months
20%
Open Positions
12
Variant 5R — aggressive
5RPROVISIONAL (n = 34 < 200)
CAGR
-59.4%
Sharpe Ratio
-0.52
Sortino Ratio
-0.68
Calmar Ratio
-2.35
Max Drawdown
−25.27R
Win Rate
5.9%
Profit Factor
0.28
Expectancy
-0.743R
Risk-Reward Ratio
4.44×
Recovery Factor
-1.00
Net Result
-25.27R
Closed Trades
34
Net ₹ (after costs)
₹-25,268
Current Drawdown
−25.27R
Max Losing Streak
15
Best Move (avg MFE)
1.18R
Worst Dip (avg MAE)
-1.41R
Profitable Months
0%
Open Positions
12
Graduation gates & kill rules
- Expectancy > 0R after costs
- At least 200 closed trades
- Live max drawdown ≤ 1.5× backtest max drawdown
- Profit factor > 1.3 after full costs
A strategy is promoted, paused, or killed only by these objective gates on live paper data — never by tuning after the fact.
Paper trade book
risk ₹1,000/trade · cash-equity paper · exact price levels stay privateWorking18Awaiting entry6Profit booked5Stopped out63Timed out0Cancelled50net paper P&L · all variants · all-time−₹47,566
The counts and net paper P&L above are all-time across both variants combined (68 closed trades). The table shows the 60 most recent of those trades; date/status filters below slice only these visible rows, not the full history.
| Stock | Instrument | Status | Spotted | Exited | Days | Capital used | Profit / loss | Result | Best / worst |
|---|---|---|---|---|---|---|---|---|---|
| INGERRAND | Cash equity · Long (5R) | Awaiting confirmation | 2026-10-19 | — | 0 | — | — | — | 0R / 0R |
| INGERRAND | Cash equity · Long (4R) | Awaiting confirmation | 2026-10-19 | — | 0 | — | — | — | 0R / 0R |
| GHCL | Cash equity · Long (5R) | Awaiting confirmation | 2026-10-19 | — | 0 | — | — | — | 0R / 0R |
| GHCL | Cash equity · Long (4R) | Awaiting confirmation | 2026-10-19 | — | 0 | — | — | — | 0R / 0R |
| AVANTIFEED | Cash equity · Long (5R) | Awaiting confirmation | 2026-10-19 | — | 0 | — | — | — | 0R / 0R |
| AVANTIFEED | Cash equity · Long (4R) | Awaiting confirmation | 2026-10-19 | — | 0 | — | — | — | 0R / 0R |
| HUHTAMAKI | Cash equity · Long (5R) | Working | 2026-10-13 | — | 6 | ₹24,618 | — | — | 3.251R / -0.971R |
| HUHTAMAKI | Cash equity · Long (4R) | Working | 2026-10-13 | — | 6 | ₹24,618 | — | — | 3.251R / -0.971R |
| HCG | Cash equity · Long (5R) | Working | 2026-10-13 | — | 6 | ₹21,137 | — | — | 0.293R / -0.708R |
| HCG | Cash equity · Long (4R) | Working | 2026-10-13 | — | 6 | ₹21,137 | — | — | 0.293R / -0.708R |
| HEMIPROP | Cash equity · Long (5R) | Working | 2026-10-09 | — | 8 | ₹49,996 | — | — | 2.105R / -0.201R |
| HEMIPROP | Cash equity · Long (4R) | Working | 2026-10-09 | — | 8 | ₹49,996 | — | — | 2.105R / -0.201R |
| COSMOFIRST | Cash equity · Long (5R) | Working | 2026-10-09 | — | 8 | ₹13,567 | — | — | 0.014R / -0.889R |
| COSMOFIRST | Cash equity · Long (4R) | Working | 2026-10-09 | — | 8 | ₹13,567 | — | — | 0.014R / -0.889R |
| VIYASH | Cash equity · Long (5R) | Working | 2026-10-01 | — | 15 | ₹18,789 | — | — | 1.8R / -0.888R |
| VIYASH | Cash equity · Long (4R) | Working | 2026-10-01 | — | 15 | ₹18,789 | — | — | 1.8R / -0.888R |
| TMPV | Cash equity · Long (5R) | Working | 2026-10-01 | — | 15 | ₹17,324 | — | — | 0.1R / -0.952R |
| TMPV | Cash equity · Long (4R) | Working | 2026-10-01 | — | 15 | ₹17,324 | — | — | 0.1R / -0.952R |
| ETHOSLTD | Cash equity · Long (5R) | Working | 2026-10-01 | — | 15 | ₹13,015 | — | — | 0.419R / -0.405R |
| ETHOSLTD | Cash equity · Long (4R) | Working | 2026-10-01 | — | 15 | ₹13,015 | — | — | 0.419R / -0.405R |
| BERGEPAINT | Cash equity · Long (5R) | Working | 2026-10-01 | — | 15 | ₹26,137 | — | — | 1.365R / -0.063R |
| BERGEPAINT | Cash equity · Long (4R) | Working | 2026-10-01 | — | 15 | ₹26,137 | — | — | 1.365R / -0.063R |
| UFBL | Cash equity · Long (5R) | Working | 2026-07-24 | — | 9 | ₹10,493 | — | — | 2.203R / -0.357R |
| UFBL | Cash equity · Long (4R) | Working | 2026-07-24 | — | 9 | ₹10,493 | — | — | 2.203R / -0.357R |
| POLYMED | Cash equity · Long (4R) | Stopped out | 2026-10-14 | 2026-10-19 | 1 | ₹31,886 | −₹1,069 | -1.07R | 0.013R / -1.053R |
| POLYMED | Cash equity · Long (5R) | Stopped out | 2026-10-14 | 2026-10-19 | 1 | ₹31,886 | −₹1,069 | -1.07R | 0.013R / -1.053R |
| RELIGARE | Cash equity · Long (4R) | Cancelled (no entry) | 2026-10-14 | 2026-10-19 | 0 | — | — | — | 0R / 0R |
| RELIGARE | Cash equity · Long (5R) | Cancelled (no entry) | 2026-10-14 | 2026-10-19 | 0 | — | — | — | 0R / 0R |
| KRBL | Cash equity · Long (4R) | Stopped out | 2026-10-13 | 2026-10-19 | 5 | ₹21,310 | −₹1,058 | -1.06R | 0R / -1.619R |
| KRBL | Cash equity · Long (5R) | Stopped out | 2026-10-13 | 2026-10-19 | 5 | ₹21,310 | −₹1,058 | -1.06R | 0R / -1.619R |
| VTL | Cash equity · Long (4R) | Cancelled (no entry) | 2026-10-13 | 2026-10-14 | 0 | — | — | — | 0R / 0R |
| VTL | Cash equity · Long (5R) | Cancelled (no entry) | 2026-10-13 | 2026-10-14 | 0 | — | — | — | 0R / 0R |
| ARMANFIN | Cash equity · Long (4R) | Stopped out | 2026-10-01 | 2026-10-09 | 4 | ₹24,576 | −₹1,063 | -1.06R | 0.12R / -1.138R |
| ARMANFIN | Cash equity · Long (5R) | Stopped out | 2026-10-01 | 2026-10-09 | 4 | ₹24,576 | −₹1,063 | -1.06R | 0.12R / -1.138R |
| POKARNA | Cash equity · Long (4R) | Cancelled (no entry) | 2026-10-07 | 2026-10-08 | 0 | — | — | — | 0R / 0R |
| POKARNA | Cash equity · Long (5R) | Cancelled (no entry) | 2026-10-07 | 2026-10-08 | 0 | — | — | — | 0R / 0R |
| NATCOPHARM | Cash equity · Long (4R) | Stopped out | 2026-09-18 | 2026-10-08 | 15 | ₹52,259 | −₹1,141 | -1.14R | 2.658R / -1.573R |
| NATCOPHARM | Cash equity · Long (5R) | Stopped out | 2026-09-18 | 2026-10-08 | 15 | ₹52,259 | −₹1,141 | -1.14R | 2.658R / -1.573R |
| SUPRAJIT | Cash equity · Long (4R) | Stopped out | 2026-09-09 | 2026-10-08 | 26 | ₹11,510 | −₹1,034 | -1.03R | 0.099R / -1.052R |
| SUPRAJIT | Cash equity · Long (5R) | Stopped out | 2026-09-09 | 2026-10-08 | 26 | ₹11,510 | −₹1,034 | -1.03R | 0.099R / -1.052R |
| APOLLOHOSP | Cash equity · Long (4R) | Cancelled (no entry) | 2026-10-06 | 2026-10-07 | 0 | — | — | — | 0R / 0R |
| APOLLOHOSP | Cash equity · Long (5R) | Cancelled (no entry) | 2026-10-06 | 2026-10-07 | 0 | — | — | — | 0R / 0R |
| BHARATFORG | Cash equity · Long (4R) | Cancelled (no entry) | 2026-10-01 | 2026-10-05 | 0 | — | — | — | 0R / 0R |
| BHARATFORG | Cash equity · Long (5R) | Cancelled (no entry) | 2026-10-01 | 2026-10-05 | 0 | — | — | — | 0R / 0R |
| TVSHLTD | Cash equity · Long (4R) | Cancelled (no entry) | 2026-09-29 | 2026-10-01 | 0 | — | — | — | 0R / 0R |
| TVSHLTD | Cash equity · Long (5R) | Cancelled (no entry) | 2026-09-29 | 2026-10-01 | 0 | — | — | — | 0R / 0R |
| ENDURANCE | Cash equity · Long (4R) | Stopped out | 2026-09-25 | 2026-10-01 | 3 | ₹21,610 | −₹1,023 | -1.02R | 0.392R / -1.006R |
| ENDURANCE | Cash equity · Long (5R) | Stopped out | 2026-09-25 | 2026-10-01 | 3 | ₹21,610 | −₹1,023 | -1.02R | 0.392R / -1.006R |
| DCXINDIA | Cash equity · Long (4R) | Stopped out | 2026-09-21 | 2026-10-01 | 9 | ₹21,916 | −₹1,066 | -1.07R | 0.38R / -1.149R |
| DCXINDIA | Cash equity · Long (5R) | Stopped out | 2026-09-21 | 2026-10-01 | 9 | ₹21,916 | −₹1,066 | -1.07R | 0.38R / -1.149R |
| TATACHEM | Cash equity · Long (4R) | Stopped out | 2026-09-11 | 2026-10-01 | 16 | ₹5,146 | −₹970 | -0.97R | 0.72R / -1.003R |
| TATACHEM | Cash equity · Long (5R) | Stopped out | 2026-09-11 | 2026-10-01 | 16 | ₹5,146 | −₹970 | -0.97R | 0.72R / -1.003R |
| BEL | Cash equity · Long (4R) | Stopped out | 2026-07-29 | 2026-10-01 | 57 | ₹51,212 | −₹1,136 | -1.14R | 3.774R / -1.239R |
| BEL | Cash equity · Long (5R) | Stopped out | 2026-07-29 | 2026-10-01 | 57 | ₹51,212 | −₹1,136 | -1.14R | 3.774R / -1.239R |
| UBL | Cash equity · Long (4R) | Cancelled (no entry) | 2026-09-29 | 2026-09-30 | 0 | — | — | — | 0R / 0R |
| UBL | Cash equity · Long (5R) | Cancelled (no entry) | 2026-09-29 | 2026-09-30 | 0 | — | — | — | 0R / 0R |
| FIEMIND | Cash equity · Long (4R) | Stopped out | 2026-09-24 | 2026-09-30 | 3 | ₹27,525 | −₹1,072 | -1.07R | 0.152R / -1.361R |
| FIEMIND | Cash equity · Long (5R) | Stopped out | 2026-09-24 | 2026-09-30 | 3 | ₹27,525 | −₹1,072 | -1.07R | 0.152R / -1.361R |
| SAKSOFT | Cash equity · Long (4R) | Stopped out | 2026-09-16 | 2026-09-30 | 13 | ₹31,308 | −₹1,092 | -1.09R | 1.327R / -1.393R |
| SAKSOFT | Cash equity · Long (5R) | Stopped out | 2026-09-16 | 2026-09-30 | 13 | ₹31,308 | −₹1,092 | -1.09R | 1.327R / -1.393R |
Methodology
Signals are computed on each session's close using only data available at that close (no lookahead) and logged before the next open. Paper fills include adverse slippage; results are net of the full Indian delivery cost stack. All metrics come from one shared engine used identically by every strategy. Exact price levels stay in the private research database.
An R means one unit of planned risk — a +4R win made four times what the trade risked; −1R lost the planned risk. Ratio metrics show 'Too early' while the sample is below 30 closed trades, because small-sample ratios are noise, not information.