Nifty Market Regime Log

Daily BankNifty regime classification (used as proxy) · last 90 trading days · Nifty strategy calibration matrix

Today — 2026-10-15

At open (9:21)
· NORMAL
Final (15:36)
· NORMAL

Gap

+0.215%
+48.60 pts

Range

418.80 pts
2.11× prev day

DE (trend strength)

0.779
0 = choppy · 1 = pure trend

VWAP

94.40%
time above VWAP
4 crosses · ABOVE

Opening Range

143.45 pts
direction: UP
breakout: UP

Opening Candles (9:21)

NORMAL
C1 body 44% ↑22 ↓34
C2 body 54% ↑19 ↓1
avg body 49% · U-wick 41% · L-wick 35%

OHLC

O 22,671
H 23,056
L 22,637
C 22,997

Regime Distribution (last 90 days)

↔ RANGING 15 days
· NORMAL 14 days
↓ GAP_DOWN 4 days
↘ TRENDING_DOWN 3 days
↑ GAP_UP 2 days
↗ TRENDING_UP 1 days

Nifty Strategy Win Rate by Regime

Green = preferred (≥50% WR, 10+ trades) · Red = avoid · Gray = not enough data yet (<10 trades)

S# GAP UP GAP DOWN VOLATILE TRENDING UP TRENDING DOWN RANGING NORMAL
S1 2t
2t
4t
4t
— 1t
1t
3t
3t
13.33%
15t
64.29%
14t
S2 2t
2t
4t
4t
— 1t
1t
3t
3t
46.67%
15t
28.57%
14t
S3 2t
2t
4t
4t
— 1t
1t
3t
3t
20.00%
15t
76.92%
13t
S8 2t
2t
4t
4t
— 1t
1t
3t
3t
41.67%
12t
8.33%
12t
S13 1t
1t
4t
4t
— — 2t
2t
4t
4t
3t
3t
S14 2t
2t
4t
4t
— 1t
1t
3t
3t
33.33%
12t
75.00%
12t
S16 2t
2t
4t
4t
— 1t
1t
3t
3t
66.67%
12t
66.67%
12t
S17 2t
2t
4t
4t
— 1t
1t
3t
3t
8.33%
12t
45.45%
11t
S18 1t
1t
2t
2t
— 1t
1t
3t
3t
10.00%
10t
36.36%
11t
S20 2t
2t
4t
4t
— 1t
1t
3t
3t
16.67%
12t
33.33%
12t
S22 2t
2t
4t
4t
— 1t
1t
3t
3t
58.33%
12t
33.33%
12t
S23 — — — — — — —
S24 — — — — — — —

Today's Nifty Strategy Ranking — Composite Score

Score = Regime win rate (35%) + Thu win rate (25%) + Recent 10-trade win rate (40%). Null component = neutral 50. Blocked = that dimension has enough data and proves bad.

Strategy Score Regime (NORMAL) Thu win rate Recent 10 trades Status
S14 ★ top pick 66.8 75% (12t) 8t 70% ✓ good
S1 61.5 64.29% (14t) 60% (10t) 60% ✓ good
S16 59.8 66.67% (12t) 8t 60% ✓ good
S3 59.4 76.92% (13t) 50% (10t) 50% ✓ good
S13 54.0 3t 3t 60% neutral
S17 52.4 45.45% (11t) 7t 60% blocked
S20 44.2 33.33% (12t) 8t 50% blocked
S2 41.5 28.57% (14t) 30% (10t) 60% blocked
S22 40.2 33.33% (12t) 8t 40% blocked
S18 37.2 36.36% (11t) 8t 30% blocked
S8 35.4 8.33% (12t) 8t 50% blocked

Nifty Strategy Win Rate by Day of Week

Green = preferred (≥50% WR, 10+ trades) · Red = avoid · Gray = not enough data

Strategy Mon Tue Wed Thu Fri
S1 8t
8t
9t
9t
20.00%
10t
60.00%
10t
8t
8t
S2 8t
8t
9t
9t
30.00%
10t
30.00%
10t
8t
8t
S3 7t
7t
9t
9t
10.00%
10t
50.00%
10t
8t
8t
S8 6t
6t
7t
7t
7t
7t
8t
8t
6t
6t
S13 2t
2t
1t
1t
3t
3t
3t
3t
1t
1t
S14 6t
6t
7t
7t
7t
7t
8t
8t
6t
6t
S16 6t
6t
7t
7t
7t
7t
8t
8t
6t
6t
S17 6t
6t
7t
7t
7t
7t
7t
7t
6t
6t
S18 5t
5t
6t
6t
5t
5t
8t
8t
4t
4t
S20 6t
6t
7t
7t
7t
7t
8t
8t
6t
6t
S22 6t
6t
7t
7t
7t
7t
8t
8t
6t
6t
S23 — — — — —
S24 — — — — —

Daily Log — Last 90 Days

Date Day 9:21 type Candle structure Final Gap % Gap filled Range Exp× DE %↑VWAP VWAP× OR brk Close
2026-10-15 Thu · NORMAL NORMAL 49% · NORMAL +0.215% — 418.80 2.11× 0.779 94.40% 4 ↑ UP 22,997
2026-10-14 Wed · NORMAL LOWER_WICK_DOM 34% ↔ RANGING -0.027% — 198.85 0.46× 0.468 36.80% 17 ↓ DN 22,623
2026-10-13 Tue · NORMAL NORMAL 59% · NORMAL +0.004% — 433.25 1.25× 0.826 77.60% 8 ↑ UP 22,722
2026-10-12 Mon ⚡ VOLATILE REVERSAL 76% ↘ TRENDING_DOWN +0.323% — 346.10 1.21× 0.664 1.60% 3 ↓ DN 22,363
2026-10-09 Fri · NORMAL NORMAL 58% · NORMAL +0.374% — 285.30 0.68× 0.720 96.00% 4 ↑ UP 22,520
2026-10-08 Thu · NORMAL LOWER_WICK_DOM 42% ↘ TRENDING_DOWN -0.018% — 418.75 2.45× 0.877 0.00% 0 ↓ DN 22,232
2026-10-07 Wed · NORMAL NORMAL 51% ↔ RANGING -0.376% — 170.70 0.80× 0.512 45.60% 14 ↑ UP 22,603
2026-10-06 Tue · NORMAL NORMAL 44% ↗ TRENDING_UP +0.211% — 214.30 0.96× 0.807 98.40% 1 ↑ UP 22,776
2026-10-05 Mon ↑ GAP_UP NORMAL 69% ↑ GAP_UP +0.493% filled 224.30 0.57× 0.104 39.20% 4 ↑ UP 22,556
2026-10-01 Thu · NORMAL NORMAL 52% ↔ RANGING -0.339% — 392.90 1.84× 0.310 22.40% 15 ↓ DN 22,422
2026-09-30 Wed ⚡ VOLATILE UPPER_WICK_DOM 58% ↔ RANGING -0.225% — 214.05 1.17× 0.208 49.60% 16 ↑ UP 22,620
2026-09-29 Tue · NORMAL NORMAL 62% ↔ RANGING -0.210% — 183.50 0.58× 0.089 66.40% 13 — 22,716
2026-09-28 Mon ↘ TRENDING_DOWN STRONG_BEAR 75% · NORMAL -0.327% — 317.50 2.25× 0.897 1.60% 4 ↓ DN 22,780
2026-09-25 Fri · NORMAL NORMAL 73% ↔ RANGING -0.122% — 141.45 0.60× 0.746 52.80% 14 ↑ UP 23,141
2026-09-24 Thu ↓ GAP_DOWN UPPER_WICK_DOM 27% ↓ GAP_DOWN -0.960% ran 234.40 2.00× 0.677 12.00% 10 ↓ DN 23,063
2026-09-23 Wed ↗ TRENDING_UP STRONG_BULL 71% ↔ RANGING +0.099% — 117.20 0.58× 0.808 83.20% 10 ↑ UP 23,447
2026-09-22 Tue · NORMAL DOJI 23% · NORMAL +0.170% — 203.05 1.36× 0.616 20.80% 8 ↓ DN 23,329
2026-09-21 Mon · NORMAL NORMAL 48% · NORMAL -0.069% — 149.50 1.46× 0.563 86.40% 6 ↑ UP 23,414
2026-09-18 Fri · NORMAL NORMAL 50% ↔ RANGING +0.275% — 102.35 0.61× 0.114 68.00% 12 ↑ UP 23,346
2026-09-17 Thu · NORMAL NORMAL 56% ↔ RANGING -0.096% — 168.20 1.00× 0.448 56.80% 15 ↑ UP 23,271
2026-09-16 Wed ⚡ VOLATILE REVERSAL 78% ↔ RANGING +0.359% — 168.40 0.36× 0.095 68.00% 17 — 23,218
2026-09-15 Tue ↑ GAP_UP NORMAL 60% ↑ GAP_UP +0.761% filled 469.70 2.18× 0.974 0.00% 0 ↓ DN 23,119
2026-09-11 Fri ↓ GAP_DOWN REVERSAL 72% ↓ GAP_DOWN -0.884% ran 215.65 1.98× 0.593 93.60% 7 ↑ UP 23,398
2026-09-10 Thu ⚡ VOLATILE UPPER_WICK_DOM 36% ↔ RANGING +0.064% — 109.05 0.78× 0.286 36.80% 17 ↓ DN 23,478
2026-09-09 Wed ↓ GAP_DOWN REVERSAL 80% ↓ GAP_DOWN -0.478% ran 139.85 1.06× 0.647 64.00% 8 ↑ UP 23,432
2026-09-08 Tue · NORMAL NORMAL 41% · NORMAL -0.152% — 132.35 0.88× 0.816 12.00% 8 ↓ DN 23,635
2026-09-07 Mon · NORMAL NORMAL 30% ↘ TRENDING_DOWN -0.061% — 150.75 1.39× 0.690 0.80% 2 ↓ DN 23,779
2026-09-04 Fri ⚡ VOLATILE UPPER_WICK_DOM 15% · NORMAL +0.157% — 108.85 0.73× 0.121 43.20% 8 ↑ UP 23,898
2026-09-03 Thu · NORMAL NORMAL 34% · NORMAL +0.349% — 149.40 1.18× 0.833 14.40% 6 ↓ DN 23,873
2026-09-02 Wed ↓ GAP_DOWN NORMAL 43% ↓ GAP_DOWN -0.822% ran 126.40 0.51× 0.447 72.00% 11 ↑ UP 23,914
2026-09-01 Tue · NORMAL NORMAL 50% · NORMAL -0.012% — 249.90 0.58× 0.087 51.20% 5 ↓ DN 24,056
2026-08-31 Mon · NORMAL LOWER_WICK_DOM 50% · NORMAL -0.240% — 433.80 2.31× 0.086 51.20% 7 ↓ DN 24,080
2026-08-28 Fri ⚡ VOLATILE UPPER_WICK_DOM 37% ↔ RANGING +0.132% — 187.50 0.68× 0.283 36.80% 9 ↑ UP 24,176
2026-08-27 Thu ⚡ VOLATILE UPPER_WICK_DOM 31% · NORMAL +0.289% — 275.10 0.71× 0.679 12.80% 6 ↓ DN 24,091
2026-08-26 Wed · NORMAL NORMAL 52% · NORMAL +0.030% — 389.80 1.21× 0.344 11.20% 2 ↓ DN 24,208
2026-08-25 Tue · NORMAL NORMAL 66% ↔ RANGING -0.179% — 321.15 1.23× 0.494 55.20% 15 ↓ DN 24,335
2026-08-24 Mon · NORMAL NORMAL 36% · NORMAL +0.136% — 260.95 2.46× 0.253 6.40% 4 ↓ DN 24,219
2026-08-21 Fri ↘ TRENDING_DOWN STRONG_BEAR 84% ↔ RANGING +0.215% — 105.90 0.49× 0.303 40.80% 15 — 24,252
2026-08-20 Thu · NORMAL NORMAL 64% ↔ RANGING — — 218.30 — 0.029 81.60% 11 ↑ UP 24,232