Research · live validation
Weekly Doji Low-IV Swing
Buys a weekly Doji (indecision candle) inside an uptrend and rides the continuation with a trailing stop — a positional swing that tends to work best when volatility is low.
Candidate · Historical replay · Candidate live-forward tracking
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
2026-07-21
test running since 2003-01-17
Instrument
Cash Equity
F&O universe (177 liquid NSE stocks)
Setup filter
WEEKLY DOJI · UPTREND
weekly Doji (body <=10% of range) with weekly close above the 30-week average; long, positional
Data freshness
FRESH
6363 signals · 0 missed · 0 record errors (30d)
What is being tested here?
Buys a weekly Doji (indecision candle) inside an uptrend and rides the continuation with a trailing stop — a positional swing that tends to work best when volatility is low. Both variants take exactly the same trades — the cash variant with no leverage and the MTF variant simulating 2.5× margin funding, where every rupee of interest and pledge cost is charged and shown.
Low-IV refinement (entry IV bottom tercile)
LOW_IVSTATISTICALLY MEANINGFUL (n = 556)
CAGR
13.1%
Sharpe Ratio
0.19
Sortino Ratio
0.32
Calmar Ratio
0.62
Max Drawdown
−21.30R
Win Rate
45.1%
Profit Factor
1.69
Expectancy
+0.152R
Risk-Reward Ratio
2.05×
Recovery Factor
3.97
Net Result
+84.58R
Closed Trades
556
Net ₹ (after costs)
₹84,580
Current Drawdown
−0.17R
Max Losing Streak
10
Best Move (avg MFE)
0.42R
Worst Dip (avg MAE)
-0.22R
Profitable Months
66.7%
Open Positions
0
Uptrend (validated baseline)
UPTRENDSTATISTICALLY MEANINGFUL (n = 6363)
CAGR
10.8%
Sharpe Ratio
0.18
Sortino Ratio
0.29
Calmar Ratio
0.18
Max Drawdown
−58.72R
Win Rate
45.3%
Profit Factor
1.61
Expectancy
+0.160R
Risk-Reward Ratio
1.94×
Recovery Factor
17.29
Net Result
+1015.08R
Closed Trades
6363
Net ₹ (after costs)
₹10,15,079
Current Drawdown
−30.27R
Max Losing Streak
11
Best Move (avg MFE)
0.46R
Worst Dip (avg MAE)
-0.26R
Profitable Months
64.8%
Open Positions
0
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
- Auto-flag to review if drawdown exceeds 1.5× backtest drawdown
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 privateWorking0Awaiting entry0Profit booked324Stopped out516Timed out3157Cancelled0net paper P&L · all variants · all-time₹10,99,660
The counts and net paper P&L above are all-time across both variants combined (7,243 closed trades). The table shows the 80 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 |
|---|---|---|---|---|---|---|---|---|---|
| AARTIIND | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-07-10 | 2026-07-17 | 1 | ₹6,777 | ₹107 | +0.11R | 0.144R / 0R |
| BHARTIARTL | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-07-10 | 2026-07-17 | 1 | ₹9,602 | −₹95 | -0.1R | 0R / -0.068R |
| CHOLAFIN | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-07-10 | 2026-07-17 | 1 | ₹7,231 | −₹44 | -0.04R | 0R / -0.013R |
| EICHERMOT | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-07-10 | 2026-07-17 | 1 | ₹7,366 | ₹166 | +0.17R | 0.245R / 0R |
| IDFCFIRSTB | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-07-10 | 2026-07-17 | 1 | ₹9,376 | −₹92 | -0.09R | 0R / -0.056R |
| LUPIN | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-07-10 | 2026-07-17 | 1 | ₹12,482 | −₹309 | -0.31R | 0R / -0.273R |
| MGL | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-07-10 | 2026-07-17 | 1 | ₹6,758 | −₹186 | -0.19R | 0R / -0.157R |
| PVRINOX | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-07-10 | 2026-07-17 | 1 | ₹8,016 | −₹56 | -0.06R | 0R / -0.023R |
| BHARTIARTL | Cash equity · Long (low_iv) | Timed out (8-wk cap) | 2026-07-10 | 2026-07-17 | 1 | ₹9,602 | −₹95 | -0.1R | 0R / -0.068R |
| LUPIN | Cash equity · Long (low_iv) | Timed out (8-wk cap) | 2026-07-10 | 2026-07-17 | 1 | ₹12,482 | −₹309 | -0.31R | 0R / -0.273R |
| CIPLA | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-07-03 | 2026-07-17 | 2 | ₹10,207 | −₹315 | -0.31R | 0R / -0.308R |
| JSWSTEEL | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-07-03 | 2026-07-17 | 2 | ₹9,842 | ₹19 | +0.02R | 0.061R / 0R |
| LALPATHLAB | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-07-03 | 2026-07-17 | 2 | ₹8,228 | ₹174 | +0.17R | 0.212R / 0R |
| NMDC | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-07-03 | 2026-07-17 | 2 | ₹7,942 | −₹236 | -0.24R | 0R / -0.204R |
| RECLTD | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-07-03 | 2026-07-17 | 2 | ₹8,764 | −₹276 | -0.28R | 0R / -0.243R |
| JSWSTEEL | Cash equity · Long (low_iv) | Timed out (8-wk cap) | 2026-07-03 | 2026-07-17 | 2 | ₹9,842 | ₹19 | +0.02R | 0.061R / 0R |
| NMDC | Cash equity · Long (low_iv) | Timed out (8-wk cap) | 2026-07-03 | 2026-07-17 | 2 | ₹7,942 | −₹236 | -0.24R | 0R / -0.204R |
| RECLTD | Cash equity · Long (low_iv) | Timed out (8-wk cap) | 2026-07-03 | 2026-07-17 | 2 | ₹8,764 | −₹276 | -0.28R | 0R / -0.243R |
| DIVISLAB | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-06-26 | 2026-07-17 | 3 | ₹6,754 | ₹463 | +0.46R | 0.815R / 0R |
| LICHSGFIN | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-06-26 | 2026-07-17 | 3 | ₹9,359 | −₹48 | -0.05R | 0R / -0.011R |
| MARICO | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-06-26 | 2026-07-17 | 3 | ₹12,292 | ₹325 | +0.32R | 0.385R / 0R |
| PIDILITIND | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-06-26 | 2026-07-17 | 3 | ₹11,053 | −₹131 | -0.13R | 0R / -0.094R |
| DIVISLAB | Cash equity · Long (low_iv) | Timed out (8-wk cap) | 2026-06-26 | 2026-07-17 | 3 | ₹6,754 | ₹463 | +0.46R | 0.815R / 0R |
| LICHSGFIN | Cash equity · Long (low_iv) | Timed out (8-wk cap) | 2026-06-26 | 2026-07-17 | 3 | ₹9,359 | −₹48 | -0.05R | 0R / -0.011R |
| MARICO | Cash equity · Long (low_iv) | Timed out (8-wk cap) | 2026-06-26 | 2026-07-17 | 3 | ₹12,292 | ₹325 | +0.32R | 0.385R / 0R |
| PIDILITIND | Cash equity · Long (low_iv) | Timed out (8-wk cap) | 2026-06-26 | 2026-07-17 | 3 | ₹11,053 | −₹131 | -0.13R | 0R / -0.094R |
| BANDHANBNK | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-06-19 | 2026-07-17 | 4 | ₹7,491 | ₹153 | +0.15R | 0.188R / 0R |
| LAURUSLABS | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-06-19 | 2026-07-17 | 4 | ₹8,477 | ₹666 | +0.67R | 0.782R / 0R |
| MOTHERSON | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-06-19 | 2026-07-17 | 4 | ₹7,423 | −₹102 | -0.1R | 0R / -0.071R |
| LAURUSLABS | Cash equity · Long (low_iv) | Timed out (8-wk cap) | 2026-06-19 | 2026-07-17 | 4 | ₹8,477 | ₹666 | +0.67R | 0.782R / 0R |
| MOTHERSON | Cash equity · Long (low_iv) | Timed out (8-wk cap) | 2026-06-19 | 2026-07-17 | 4 | ₹7,423 | −₹102 | -0.1R | 0R / -0.071R |
| EXIDEIND | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-06-12 | 2026-07-17 | 5 | ₹7,839 | ₹831 | +0.83R | 0.906R / 0R |
| MANAPPURAM | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-06-12 | 2026-07-17 | 5 | ₹6,714 | ₹414 | +0.41R | 0.455R / 0R |
| NESTLEIND | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-06-12 | 2026-07-17 | 5 | ₹11,006 | ₹371 | +0.37R | 0.424R / 0R |
| OBEROIRLTY | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-06-12 | 2026-07-17 | 5 | ₹8,114 | ₹1,325 | +1.32R | 1.402R / 0R |
| TITAN | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-06-12 | 2026-07-17 | 5 | ₹8,368 | ₹873 | +0.87R | 0.998R / 0R |
| MANAPPURAM | Cash equity · Long (low_iv) | Timed out (8-wk cap) | 2026-06-12 | 2026-07-17 | 5 | ₹6,714 | ₹414 | +0.41R | 0.455R / 0R |
| OBEROIRLTY | Cash equity · Long (low_iv) | Timed out (8-wk cap) | 2026-06-12 | 2026-07-17 | 5 | ₹8,114 | ₹1,325 | +1.32R | 1.402R / 0R |
| TITAN | Cash equity · Long (low_iv) | Timed out (8-wk cap) | 2026-06-12 | 2026-07-17 | 5 | ₹8,368 | ₹873 | +0.87R | 0.998R / 0R |
| ABCAPITAL | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-05-29 | 2026-07-17 | 7 | ₹7,629 | ₹770 | +0.77R | 0.838R / 0R |
| ASIANPAINT | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-05-29 | 2026-07-17 | 7 | ₹8,015 | ₹18 | +0.02R | 0.062R / 0R |
| AUBANK | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-05-29 | 2026-07-17 | 7 | ₹7,878 | ₹330 | +0.33R | 0.371R / 0R |
| IDEA | Cash equity · Long (uptrend) | Trailed out | 2026-05-29 | 2026-07-17 | 7 | ₹6,673 | −₹150 | -0.15R | 0R / -0.119R |
| IDEA | Cash equity · Long (low_iv) | Trailed out | 2026-05-29 | 2026-07-17 | 7 | ₹6,673 | −₹150 | -0.15R | 0R / -0.119R |
| ADANIPORTS | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-05-22 | 2026-07-17 | 8 | ₹8,934 | ₹216 | +0.22R | 0.26R / 0R |
| HAL | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-05-22 | 2026-07-17 | 8 | ₹4,368 | ₹107 | +0.11R | 0.232R / 0R |
| ADANIPORTS | Cash equity · Long (low_iv) | Timed out (8-wk cap) | 2026-05-22 | 2026-07-17 | 8 | ₹8,934 | ₹216 | +0.22R | 0.26R / 0R |
| HAL | Cash equity · Long (low_iv) | Timed out (8-wk cap) | 2026-05-22 | 2026-07-17 | 8 | ₹4,368 | ₹107 | +0.11R | 0.232R / 0R |
| DRREDDY | Cash equity · Long (uptrend) | Stopped out | 2026-07-03 | 2026-07-10 | 1 | ₹9,619 | −₹920 | -0.92R | 0R / -1R |
| PFC | Cash equity · Long (uptrend) | Trailed out | 2026-06-05 | 2026-07-10 | 5 | ₹7,340 | −₹461 | -0.46R | 0R / -0.447R |
| SIEMENS | Cash equity · Long (uptrend) | Trailed out | 2026-05-29 | 2026-07-10 | 6 | ₹3,844 | −₹372 | -0.37R | 0R / -0.694R |
| CHAMBLFERT | Cash equity · Long (uptrend) | Trailed out | 2026-05-15 | 2026-07-10 | 7 | ₹7,648 | ₹32 | +0.03R | 0.067R / 0R |
| TORNTPHARM | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-05-15 | 2026-07-10 | 8 | ₹8,811 | ₹955 | +0.96R | 1.205R / 0R |
| TORNTPOWER | Cash equity · Long (uptrend) | Trailed out | 2026-06-26 | 2026-07-03 | 1 | ₹5,777 | −₹339 | -0.34R | 0R / -0.355R |
| TATACHEM | Cash equity · Long (uptrend) | Trailed out | 2026-06-19 | 2026-07-03 | 2 | ₹6,562 | −₹355 | -0.35R | 0R / -0.326R |
| DEEPAKNTR | Cash equity · Long (uptrend) | Trailed out | 2026-06-05 | 2026-07-03 | 3 | ₹6,720 | −₹518 | -0.52R | 0R / -0.527R |
| COALINDIA | Cash equity · Long (uptrend) | Trailed out | 2026-05-29 | 2026-07-03 | 5 | ₹8,700 | −₹400 | -0.4R | 0R / -0.366R |
| CUMMINSIND | Cash equity · Long (uptrend) | Trailed out | 2026-05-22 | 2026-07-03 | 6 | ₹5,353 | ₹97 | +0.1R | 0.23R / 0R |
| NMDC | Cash equity · Long (uptrend) | Trailed out | 2026-05-29 | 2026-06-26 | 4 | ₹8,359 | −₹252 | -0.25R | 0R / -0.219R |
| JSWSTEEL | Cash equity · Long (uptrend) | Trailed out | 2026-05-08 | 2026-06-26 | 7 | ₹10,222 | −₹411 | -0.41R | 0R / -0.378R |
| DRREDDY | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-05-01 | 2026-06-26 | 8 | ₹9,260 | ₹2 | +0R | 0.041R / 0R |
| LUPIN | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-05-01 | 2026-06-26 | 8 | ₹11,526 | ₹270 | +0.27R | 0.319R / 0R |
| TMPV | Cash equity · Long (uptrend) | Trailed out | 2026-06-12 | 2026-06-19 | 1 | ₹7,410 | −₹611 | -0.61R | 0R / -0.597R |
| BHARATFORG | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-04-24 | 2026-06-19 | 8 | ₹7,424 | ₹708 | +0.71R | 0.777R / 0R |
| FEDERALBNK | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-04-24 | 2026-06-19 | 8 | ₹9,669 | ₹983 | +0.98R | 1.022R / 0R |
| BHARATFORG | Cash equity · Long (low_iv) | Timed out (8-wk cap) | 2026-04-24 | 2026-06-19 | 8 | ₹7,424 | ₹708 | +0.71R | 0.777R / 0R |
| BHEL | Cash equity · Long (uptrend) | Trailed out | 2026-05-15 | 2026-06-12 | 4 | ₹7,568 | −₹404 | -0.4R | 0R / -0.386R |
| HINDALCO | Cash equity · Long (uptrend) | Trailed out | 2026-05-08 | 2026-06-12 | 5 | ₹8,355 | −₹217 | -0.22R | 0R / -0.202R |
| NATIONALUM | Cash equity · Long (uptrend) | Trailed out | 2026-05-08 | 2026-06-12 | 5 | ₹6,431 | −₹431 | -0.43R | 0R / -0.414R |
| SAIL | Cash equity · Long (uptrend) | Trailed out | 2026-05-08 | 2026-06-12 | 5 | ₹8,135 | −₹69 | -0.07R | 0R / -0.035R |
| ASTRAL | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-04-17 | 2026-06-12 | 8 | ₹6,420 | −₹415 | -0.42R | 0R / -0.442R |
| GLENMARK | Cash equity · Long (uptrend) | Trailed out | 2026-05-29 | 2026-06-05 | 1 | ₹6,825 | −₹357 | -0.36R | 0R / -0.379R |
| TATACHEM | Cash equity · Long (uptrend) | Trailed out | 2026-05-29 | 2026-06-05 | 1 | ₹6,064 | −₹339 | -0.34R | 0R / -0.334R |
| JINDALSTEL | Cash equity · Long (uptrend) | Trailed out | 2026-05-08 | 2026-06-05 | 4 | ₹7,490 | −₹435 | -0.43R | 0R / -0.442R |
| MARICO | Cash equity · Long (uptrend) | Trailed out | 2026-04-10 | 2026-06-05 | 8 | ₹12,212 | ₹715 | +0.71R | 0.772R / 0R |
| COLPAL | Cash equity · Long (uptrend) | Trailed out | 2026-05-22 | 2026-05-29 | 1 | ₹8,628 | −₹423 | -0.42R | 0R / -0.427R |
| LICHSGFIN | Cash equity · Long (uptrend) | Trailed out | 2026-04-24 | 2026-05-29 | 5 | ₹9,193 | −₹165 | -0.17R | 0R / -0.132R |
| EXIDEIND | Cash equity · Long (uptrend) | Trailed out | 2026-05-08 | 2026-05-22 | 2 | ₹7,970 | −₹528 | -0.53R | 0R / -0.503R |
| MCX | Cash equity · Long (uptrend) | Timed out (8-wk cap) | 2026-03-27 | 2026-05-22 | 8 | ₹4,796 | ₹1,715 | +1.72R | 2.254R / 0R |
| TATASTEEL | Cash equity · Long (uptrend) | Trailed out | 2026-03-27 | 2026-05-22 | 8 | ₹8,115 | ₹636 | +0.64R | 0.675R / 0R |
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.