Sensex Market Regime Log

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

Today — 2026-10-15

At open (9:21)
⚡ VOLATILE

Final (15:36)
⚡ VOLATILE

Gap

+0.253%

+183.91 pts

Range

1430.97 pts

2.33× prev day

DE (trend strength)

0.943

0 = choppy · 1 = pure trend

VWAP

99.20%

time above VWAP

2 crosses · ABOVE

Opening Range

451.89 pts

direction: UP

breakout: UP

Opening Candles (9:21)

NORMAL

C1 body 56% ↑63 ↓67

C2 body 59% ↑41 ↓7

avg body 57% · U-wick 35% · L-wick 25%

OHLC

O 72,966

H 74,330

L 72,899

C 74,316

Regime Distribution (last 90 days)

↔ RANGING 13 days

⚡ VOLATILE 11 days

· NORMAL 5 days

↑ GAP_UP 4 days

↓ GAP_DOWN 4 days

↘ TRENDING_DOWN 2 days

Sensex 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	3t 3t	4t 4t	80.00% 10t	—	2t 2t	23.08% 13t	5t 5t
S2	4t 4t	4t 4t	54.55% 11t	—	2t 2t	61.54% 13t	5t 5t
S3	4t 4t	4t 4t	72.73% 11t	—	2t 2t	23.08% 13t	5t 5t
S8	4t 4t	4t 4t	27.27% 11t	—	2t 2t	30.77% 13t	5t 5t
S13	2t 2t	—	7t 7t	—	—	2t 2t	—
S14	4t 4t	4t 4t	70.00% 10t	—	2t 2t	33.33% 12t	5t 5t
S16	4t 4t	4t 4t	72.73% 11t	—	2t 2t	61.54% 13t	5t 5t
S17	4t 4t	4t 4t	80.00% 10t	—	2t 2t	18.18% 11t	5t 5t
S18	2t 2t	3t 3t	6t 6t	—	1t 1t	30.00% 10t	5t 5t
S20	4t 4t	4t 4t	9t 9t	—	1t 1t	9t 9t	5t 5t
S22	4t 4t	4t 4t	9t 9t	—	1t 1t	7t 7t	3t 3t
S23	—	—	—	—	—	—	—
S24	—	—	—	—	—	—	—

Today's Sensex 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 (VOLATILE)	Thu win rate	Recent 10 trades	Status
S1 ★ top pick	68.5	80% (10t)	8t	70%	✓ good
S3	66.0	72.73% (11t)	9t	70%	✓ good
S14	65.0	70% (10t)	8t	70%	✓ good
S16	62.0	72.73% (11t)	9t	60%	✓ good
S17	60.5	80% (10t)	8t	50%	✓ good
S2	59.6	54.55% (11t)	9t	70%	✓ good
S20	54.0	9t	6t	60%	neutral
S18	46.0	6t	6t	40%	neutral
S22	46.0	9t	6t	40%	neutral
S13	42.0	7t	3t	30%	neutral
S8	30.0	27.27% (11t)	9t	20%	blocked

Sensex 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	8t 8t	9t 9t	8t 8t	8t 8t
S2	8t 8t	9t 9t	9t 9t	9t 9t	8t 8t
S3	8t 8t	9t 9t	9t 9t	9t 9t	8t 8t
S8	8t 8t	9t 9t	9t 9t	9t 9t	8t 8t
S13	2t 2t	2t 2t	3t 3t	3t 3t	1t 1t
S14	8t 8t	8t 8t	8t 8t	8t 8t	7t 7t
S16	8t 8t	9t 9t	9t 9t	9t 9t	8t 8t
S17	8t 8t	9t 9t	9t 9t	8t 8t	5t 5t
S18	5t 5t	6t 6t	7t 7t	6t 6t	4t 4t
S20	6t 6t	7t 7t	7t 7t	6t 6t	6t 6t
S22	5t 5t	6t 6t	6t 6t	6t 6t	5t 5t
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	⚡ VOLATILE	NORMAL 57%	⚡ VOLATILE	+0.253%	—	1430.97	2.33×	0.943	99.20%	2	↑ UP	74,316
2026-10-14	Wed	⚡ VOLATILE	LOWER_WICK_DOM 37%	↔ RANGING	+0.022%	—	614.61	0.46×	0.436	36.00%	14	↓ DN	72,782
2026-10-13	Tue	⚡ VOLATILE	LOWER_WICK_DOM 45%	⚡ VOLATILE	+0.038%	—	1332.31	1.11×	0.812	76.80%	8	↑ UP	73,034
2026-10-12	Mon	↑ GAP_UP	NORMAL 45%	↑ GAP_UP	+0.413%	filled	1203.68	1.31×	0.703	0.00%	0	↓ DN	71,925
2026-10-09	Fri	⚡ VOLATILE	NORMAL 59%	⚡ VOLATILE	+0.256%	—	920.85	0.68×	0.755	96.00%	4	↑ UP	72,472
2026-10-08	Thu	⚡ VOLATILE	NORMAL 48%	⚡ VOLATILE	+0.040%	—	1362.99	2.48×	0.789	0.00%	0	↓ DN	71,593
2026-10-07	Wed	⚡ VOLATILE	NORMAL 67%	↔ RANGING	-0.140%	—	550.10	0.81×	0.594	48.00%	12	—	72,639
2026-10-06	Tue	⚡ VOLATILE	LOWER_WICK_DOM 39%	⚡ VOLATILE	+0.271%	—	680.54	0.86×	0.823	99.20%	2	↑ UP	73,068
2026-10-05	Mon	↑ GAP_UP	LOWER_WICK_DOM 51%	↑ GAP_UP	+0.600%	filled	790.92	0.62×	0.036	39.20%	4	↑ UP	72,312
2026-10-01	Thu	⚡ VOLATILE	NORMAL 63%	⚡ VOLATILE	-0.397%	—	1275.16	1.83×	0.222	26.40%	9	↑ UP	71,910
2026-09-30	Wed	⚡ VOLATILE	NORMAL 68%	⚡ VOLATILE	-0.121%	—	695.51	1.17×	0.056	61.60%	17	↑ UP	72,480
2026-09-29	Tue	↘ TRENDING_DOWN	STRONG_BEAR 91%	↔ RANGING	-0.190%	—	595.84	0.58×	0.176	68.80%	9	—	72,529
2026-09-28	Mon	↘ TRENDING_DOWN	STRONG_BEAR 82%	⚡ VOLATILE	-0.218%	—	1024.37	2.19×	0.940	4.80%	6	↓ DN	72,772
2026-09-25	Fri	⚡ VOLATILE	NORMAL 67%	↔ RANGING	-0.074%	—	467.80	0.59×	0.791	60.00%	10	↑ UP	73,896
2026-09-24	Thu	↓ GAP_DOWN	UPPER_WICK_DOM 18%	↓ GAP_DOWN	-0.741%	ran	796.23	2.16×	0.869	8.00%	6	↓ DN	73,581
2026-09-23	Wed	· NORMAL	NORMAL 68%	↔ RANGING	+0.160%	—	368.74	0.60×	0.484	71.20%	11	↑ UP	74,827
2026-09-22	Tue	⚡ VOLATILE	UPPER_WICK_DOM 16%	· NORMAL	+0.057%	—	610.45	1.23×	0.610	20.00%	8	↓ DN	74,529
2026-09-21	Mon	⚡ VOLATILE	NORMAL 41%	· NORMAL	+0.323%	—	496.77	1.15×	0.652	84.80%	6	↑ UP	74,859
2026-09-18	Fri	· NORMAL	NORMAL 58%	↔ RANGING	+0.351%	—	432.56	0.88×	0.648	67.20%	9	↑ UP	74,295
2026-09-17	Thu	⚡ VOLATILE	NORMAL 70%	↔ RANGING	-0.207%	—	493.69	0.95×	0.267	48.00%	11	↑ UP	74,315
2026-09-16	Wed	⚡ VOLATILE	REVERSAL 79%	↔ RANGING	+0.332%	—	521.71	0.37×	0.167	59.20%	20	—	74,336
2026-09-15	Tue	↑ GAP_UP	NORMAL 37%	↑ GAP_UP	+0.786%	filled	1400.74	1.87×	0.975	0.00%	0	↓ DN	74,004
2026-09-11	Fri	↓ GAP_DOWN	REVERSAL 79%	↓ GAP_DOWN	-0.792%	filled	750.96	2.43×	0.629	94.40%	5	↑ UP	74,782
2026-09-10	Thu	⚡ VOLATILE	UPPER_WICK_DOM 54%	↔ RANGING	-0.029%	—	309.09	0.64×	0.518	43.20%	18	↓ DN	74,903
2026-09-09	Wed	↓ GAP_DOWN	UPPER_WICK_DOM 49%	↓ GAP_DOWN	-0.691%	ran	485.04	1.12×	0.600	60.00%	10	↓ DN	74,764
2026-09-08	Tue	⚡ VOLATILE	NORMAL 62%	· NORMAL	-0.190%	—	434.45	0.90×	0.945	11.20%	8	↓ DN	75,578
2026-09-07	Mon	⚡ VOLATILE	LOWER_WICK_DOM 41%	↘ TRENDING_DOWN	-0.077%	—	485.27	1.32×	0.667	2.40%	3	↓ DN	76,133
2026-09-04	Fri	↑ GAP_UP	UPPER_WICK_DOM 19%	↑ GAP_UP	+0.662%	ran	366.63	0.48×	0.386	48.80%	12	↑ UP	76,515
2026-09-03	Thu	⚡ VOLATILE	UPPER_WICK_DOM 21%	⚡ VOLATILE	+0.202%	—	771.19	1.77×	0.742	14.40%	6	↓ DN	76,153
2026-09-02	Wed	↓ GAP_DOWN	NORMAL 54%	↓ GAP_DOWN	-0.615%	ran	434.63	0.76×	0.228	74.40%	9	↑ UP	76,570
2026-09-01	Tue	⚡ VOLATILE	NORMAL 39%	· NORMAL	+0.048%	—	575.47	1.45×	0.087	49.60%	4	↓ DN	76,944
2026-08-31	Mon	⚡ VOLATILE	LOWER_WICK_DOM 47%	↔ RANGING	-0.173%	—	396.13	1.08×	0.438	51.20%	9	↓ DN	76,957
2026-08-28	Fri	· NORMAL	LOWER_WICK_DOM 48%	· NORMAL	+0.253%	—	366.82	0.13×	0.372	38.40%	8	↑ UP	77,265
2026-08-27	Thu	⚡ VOLATILE	UPPER_WICK_DOM 28%	⚡ VOLATILE	+0.134%	—	2728.36	4.83×	0.236	15.20%	6	↓ DN	76,934
2026-08-26	Wed	· NORMAL	NORMAL 44%	↘ TRENDING_DOWN	+0.304%	—	564.59	1.03×	0.742	11.20%	2	↓ DN	77,473
2026-08-25	Tue	⚡ VOLATILE	NORMAL 69%	↔ RANGING	-0.095%	—	550.49	0.94×	0.655	56.80%	14	↓ DN	77,656
2026-08-24	Mon	· NORMAL	NORMAL 54%	⚡ VOLATILE	+0.114%	—	583.89	1.86×	0.446	2.40%	1	↓ DN	77,369
2026-08-21	Fri	↘ TRENDING_DOWN	STRONG_BEAR 89%	↔ RANGING	+0.211%	—	314.77	1.32×	0.509	36.80%	10	—	77,541
2026-08-20	Thu	· NORMAL	NORMAL 38%	↔ RANGING	—	—	238.27	—	0.291	65.60%	21	↑ UP	77,538