When do the strategies work best?
Compare closed-trade outcomes by weekday, option expiry series, trading sessions to expiry and entry-time market regime. These are observations from recorded paper trades, not forward predictions.
Choose the comparison universe
Filters affect the tables below. Only closed trades are included.
Weekday performance
Shows execution-model and signal-strategy results by entry weekday. Compare Monday through Friday without assuming a weekday effect is causal.
This analysis will populate after trades with expiry and weekday metadata are closed.
Expiry-series performance
Compares WEEKLY, MONTHLY, QUARTERLY and other classified series, split by strategy, underlying and BUY/SELL execution.
This analysis will populate after trades with expiry and weekday metadata are closed.
Trading sessions to expiry
Groups trades by DTE: expiry day, one session before, two sessions before, three to four sessions, and five or more sessions.
This analysis will populate after trades with expiry and weekday metadata are closed.
Expiry-phase performance
Separates expiry day, one/two sessions before expiry, other expiry-week sessions and sessions outside expiry week.
This analysis will populate after trades with expiry and weekday metadata are closed.
Weekday × expiry series
Helps identify combinations such as Friday weekly-option performance. Small combinations remain explicitly flagged.
This analysis will populate after trades with expiry and weekday metadata are closed.
Market regime × expiry series
Combines entry-time regime from the trade audit with expiry type and execution model. Regime labels are descriptive, not causal.
This analysis will populate after trades with expiry and weekday metadata are closed.
Same signal: BUY versus SELL
Only signal groups where both BUY and SELL trades have closed are included.
Aggregate BUY net P&L: ₹0.00 · Aggregate SELL net P&L: ₹0.00 · BUY minus SELL: ₹0.00
INSUFFICIENTThis comparison populates after both execution models close trades linked to the same signal group.
How much trade-time metadata is available?
Historical trades created before v2.3.0 may not have expiry-series and DTE metadata. We do not infer missing historical fields from the current contract master.
All segments use CLOSED simulated trades only; open positions are excluded from win-rate and P&L summaries.
Trades recorded before expiry metadata was introduced may show UNKNOWN or blank expiry/session values and are not backfilled from today’s contract master.
Segments with fewer than 20 closed trades are labelled insufficient. Results are descriptive and subject to selection bias and correlated trades.
Weekday and expiry effects are observational. They do not prove that a weekday or expiry bucket caused the outcome.
Matched BUY/SELL comparison includes only signal groups where both execution models produced closed trades.
The report is limited to the latest 15,000 closed trades to protect shared-host resources.
Segments with fewer than 20 closed trades are insufficient for comparison; 20–49 are preliminary; larger samples remain observational. Trades may be correlated across the same sessions and strategies. Do not turn a high weekday win rate into a trading restriction without adequate segment samples, confidence intervals and later-period confirmation.