Strategy readiness & portfolio allocation
Evidence-based eligibility checks and a conservative hypothetical capital-allocation model. This page is advisory only: it does not modify paper accounts or place live orders.
The responsible allocation is 100% reserve. Strategies remain in paper observation; a high score or a recent winning streak does not override a failed gate.
Which strategies qualify?
A strategy must pass its individual assessment gates before receiving any proposed allocation.
| Strategy | Readiness | Closed trades | Gates passed | Win rate | PF | Expectancy | Suggested capital | Allocation note |
|---|---|---|---|---|---|---|---|---|
| VWAP + EMA Pullback | NOT EVALUATED | 0 | 2 / 13 | — | 0.00 | — | ₹0.00 | Does not currently pass every individual strategy readiness gate. |
| VWAP + EMA Pullback – Option Selling | NOT EVALUATED | 0 | 2 / 13 | — | 0.00 | — | ₹0.00 | Does not currently pass every individual strategy readiness gate. |
| Opening Range Breakout + Retest | NOT EVALUATED | 0 | 2 / 13 | — | 0.00 | — | ₹0.00 | Does not currently pass every individual strategy readiness gate. |
| Opening Range Breakout + Retest – Option Selling | NOT EVALUATED | 0 | 2 / 13 | — | 0.00 | — | ₹0.00 | Does not currently pass every individual strategy readiness gate. |
| EMA + RSI Pullback | NOT EVALUATED | 0 | 2 / 13 | — | 0.00 | — | ₹0.00 | Does not currently pass every individual strategy readiness gate. |
| EMA + RSI Pullback – Option Selling | NOT EVALUATED | 0 | 2 / 13 | — | 0.00 | — | ₹0.00 | Does not currently pass every individual strategy readiness gate. |
| Supertrend + VWAP Confirmation | NOT EVALUATED | 0 | 2 / 13 | — | 0.00 | — | ₹0.00 | Does not currently pass every individual strategy readiness gate. |
| Supertrend + VWAP Confirmation – Option Selling | NOT EVALUATED | 0 | 2 / 13 | — | 0.00 | — | ₹0.00 | Does not currently pass every individual strategy readiness gate. |
| 9/21 EMA Crossover | NOT EVALUATED | 0 | 2 / 13 | — | 0.00 | — | ₹0.00 | Does not currently pass every individual strategy readiness gate. |
| 9/21 EMA Crossover – Option Selling | NOT EVALUATED | 0 | 2 / 13 | — | 0.00 | — | ₹0.00 | Does not currently pass every individual strategy readiness gate. |
Why a strategy is not allocated
Failures are explicit; missing evidence is not treated as a pass.
VWAP + EMA Pullback
- At least 300 closed trades
0 / 300 - At least six observed market months
0 / 6 months - Wilson 95% lower bound above 55%
Not available - Profit factor at least 1.50
0.00 - Positive net expectancy
Not available - MTM drawdown at most 15% with 60 tracked days
0.00% · 0 days - At least 70% profitable months
Not available - Positive net after 2x slippage stress
₹0.00 - Decision-audit coverage at least 95%
0.0% - Effective daily sample at least 150
0.0 effective days - All closed trades have audited entry quotes within recorded spread/freshness limits
0 / 0 checked · 0 breaches
VWAP + EMA Pullback – Option Selling
- At least 300 closed trades
0 / 300 - At least six observed market months
0 / 6 months - Wilson 95% lower bound above 55%
Not available - Profit factor at least 1.50
0.00 - Positive net expectancy
Not available - MTM drawdown at most 15% with 60 tracked days
0.00% · 0 days - At least 70% profitable months
Not available - Positive net after 2x slippage stress
₹0.00 - Decision-audit coverage at least 95%
0.0% - Effective daily sample at least 150
0.0 effective days - All closed trades have audited entry quotes within recorded spread/freshness limits
0 / 0 checked · 0 breaches
Opening Range Breakout + Retest
- At least 300 closed trades
0 / 300 - At least six observed market months
0 / 6 months - Wilson 95% lower bound above 55%
Not available - Profit factor at least 1.50
0.00 - Positive net expectancy
Not available - MTM drawdown at most 15% with 60 tracked days
0.00% · 0 days - At least 70% profitable months
Not available - Positive net after 2x slippage stress
₹0.00 - Decision-audit coverage at least 95%
0.0% - Effective daily sample at least 150
0.0 effective days - All closed trades have audited entry quotes within recorded spread/freshness limits
0 / 0 checked · 0 breaches
Opening Range Breakout + Retest – Option Selling
- At least 300 closed trades
0 / 300 - At least six observed market months
0 / 6 months - Wilson 95% lower bound above 55%
Not available - Profit factor at least 1.50
0.00 - Positive net expectancy
Not available - MTM drawdown at most 15% with 60 tracked days
0.00% · 0 days - At least 70% profitable months
Not available - Positive net after 2x slippage stress
₹0.00 - Decision-audit coverage at least 95%
0.0% - Effective daily sample at least 150
0.0 effective days - All closed trades have audited entry quotes within recorded spread/freshness limits
0 / 0 checked · 0 breaches
EMA + RSI Pullback
- At least 300 closed trades
0 / 300 - At least six observed market months
0 / 6 months - Wilson 95% lower bound above 55%
Not available - Profit factor at least 1.50
0.00 - Positive net expectancy
Not available - MTM drawdown at most 15% with 60 tracked days
0.00% · 0 days - At least 70% profitable months
Not available - Positive net after 2x slippage stress
₹0.00 - Decision-audit coverage at least 95%
0.0% - Effective daily sample at least 150
0.0 effective days - All closed trades have audited entry quotes within recorded spread/freshness limits
0 / 0 checked · 0 breaches
EMA + RSI Pullback – Option Selling
- At least 300 closed trades
0 / 300 - At least six observed market months
0 / 6 months - Wilson 95% lower bound above 55%
Not available - Profit factor at least 1.50
0.00 - Positive net expectancy
Not available - MTM drawdown at most 15% with 60 tracked days
0.00% · 0 days - At least 70% profitable months
Not available - Positive net after 2x slippage stress
₹0.00 - Decision-audit coverage at least 95%
0.0% - Effective daily sample at least 150
0.0 effective days - All closed trades have audited entry quotes within recorded spread/freshness limits
0 / 0 checked · 0 breaches
Supertrend + VWAP Confirmation
- At least 300 closed trades
0 / 300 - At least six observed market months
0 / 6 months - Wilson 95% lower bound above 55%
Not available - Profit factor at least 1.50
0.00 - Positive net expectancy
Not available - MTM drawdown at most 15% with 60 tracked days
0.00% · 0 days - At least 70% profitable months
Not available - Positive net after 2x slippage stress
₹0.00 - Decision-audit coverage at least 95%
0.0% - Effective daily sample at least 150
0.0 effective days - All closed trades have audited entry quotes within recorded spread/freshness limits
0 / 0 checked · 0 breaches
Supertrend + VWAP Confirmation – Option Selling
- At least 300 closed trades
0 / 300 - At least six observed market months
0 / 6 months - Wilson 95% lower bound above 55%
Not available - Profit factor at least 1.50
0.00 - Positive net expectancy
Not available - MTM drawdown at most 15% with 60 tracked days
0.00% · 0 days - At least 70% profitable months
Not available - Positive net after 2x slippage stress
₹0.00 - Decision-audit coverage at least 95%
0.0% - Effective daily sample at least 150
0.0 effective days - All closed trades have audited entry quotes within recorded spread/freshness limits
0 / 0 checked · 0 breaches
9/21 EMA Crossover
- At least 300 closed trades
0 / 300 - At least six observed market months
0 / 6 months - Wilson 95% lower bound above 55%
Not available - Profit factor at least 1.50
0.00 - Positive net expectancy
Not available - MTM drawdown at most 15% with 60 tracked days
0.00% · 0 days - At least 70% profitable months
Not available - Positive net after 2x slippage stress
₹0.00 - Decision-audit coverage at least 95%
0.0% - Effective daily sample at least 150
0.0 effective days - All closed trades have audited entry quotes within recorded spread/freshness limits
0 / 0 checked · 0 breaches
9/21 EMA Crossover – Option Selling
- At least 300 closed trades
0 / 300 - At least six observed market months
0 / 6 months - Wilson 95% lower bound above 55%
Not available - Profit factor at least 1.50
0.00 - Positive net expectancy
Not available - MTM drawdown at most 15% with 60 tracked days
0.00% · 0 days - At least 70% profitable months
Not available - Positive net after 2x slippage stress
₹0.00 - Decision-audit coverage at least 95%
0.0% - Effective daily sample at least 150
0.0 effective days - All closed trades have audited entry quotes within recorded spread/freshness limits
0 / 0 checked · 0 breaches
Candidate return correlations
Correlation is calculated from complete aligned daily account-equity returns. A low historical correlation does not ensure diversification during future stress.
How proposed allocations are calculated
Conservative inverse-volatility weighting, penalised by average absolute correlation among individually qualified candidates. Maximum 70% of the notional research pool is deployable; each strategy is capped at the lower of its current virtual account capital and 40% of the deployable budget. Unallocated capital remains cash/reserve.
Aligned history: 0 complete daily mark days; minimum required: 60.
Last calculated: 2026-11-01 15:38:28 IST
These amounts are a hypothetical portfolio research proposal. They do not move money between the five existing paper accounts or change their position sizing.
Only strategies passing every individual readiness gate are considered. A strategy that fails or lacks evidence receives zero proposed allocation.
At least 60 complete aligned end-of-day equity-mark observations are required for portfolio allocation.
Weights use observed mark-to-market volatility and average absolute correlation as a conservative heuristic; this is not a globally optimal mean-variance portfolio and does not guarantee diversification.
The proposal assumes the current five virtual account capital values form a hypothetical research pool. It is not a real-money recommendation or order instruction.
A “pilot review candidate” is not an instruction or recommendation to invest. The allocation model is a conservative heuristic based on historical simulated returns, volatility and correlation. Before any live pilot, independent review of data quality, actual broker fills, option liquidity, regulatory requirements, capital risk and operational controls is required. Live order placement remains disabled.