date,side,late_move_pct,gap_vs_1514_pct,gap_vs_official_pct,r1015_pct,expiry_close_vs_1514_pct,expiry_range_pct,definitions,cas,best_trade,best_pnl,momentum_ref_pnl,fade_ref_pnl
2024-01-10,up,0.1845206635325835,0.3646594968809591,0.3205558151045062,0.3394387575662128,0.1758510264146862,0.6143216778038983,>=1.0x 20d avg,False,no option data,,,
2024-01-24,up,0.1217921647040709,-0.0067580006571588,0.0030297451051986,-0.4483583884265729,-0.482148391712367,0.987833268472066,>=1.0x 20d avg,False,no option data,,,
2024-01-31,up,0.1276500637098276,0.2439288188092137,0.252926257842101,0.1939924474114729,-0.1389934024158212,0.8017434006899077,>=1.0x 20d avg,False,no option data,,,
2024-02-21,up,0.2843539514532978,-0.0610996580682088,0.1201538876583807,-0.7791337878846116,0.5539702331517793,1.7073960004616415,>=1.0x 20d avg; >=1.5x 20d avg,False,no option data,,,
2024-04-30,down,-0.615996113200834,-0.1579397926431913,-0.1636816877793934,0.249297123681913,0.1975353428996795,0.6310955579986394,>=1.0x 20d avg; >=1.5x 20d avg; abs>=0.3; abs>=0.5; top10% own-type rolling; top20% own-type rolling,False,no option data,,,
2024-06-19,down,-0.4254291879575378,0.3196376164348757,0.298307535295117,-0.0956998851601387,0.2381863808430084,0.7715537408021839,>=1.0x 20d avg; >=1.5x 20d avg; abs>=0.3; top10% own-type rolling; top20% own-type rolling,False,no option data,,,
2024-08-07,up,0.1685312236026082,-0.250314693081699,-0.2014610556641649,-0.6419327502941385,-0.7914633845343855,1.0728360222794444,>=1.0x 20d avg; >=1.5x 20d avg,False,no option data,,,
2024-08-28,down,-0.1534540106301829,-0.0604779554858381,-0.0680574876209205,0.2011939905271154,0.4051823420337719,0.77603396346174,>=1.0x 20d avg,False,no option data,,,
2024-09-04,up,0.1187440925806804,0.1602532318396354,0.2055661601590541,-0.0059499962316689,-0.2578331700389902,0.5858762956116824,>=1.0x 20d avg,False,no option data,,,
2024-09-11,down,-0.142563822875974,0.6385375482166111,0.5666484071039868,0.5031997156700774,1.9607921881557244,1.9754504400487447,>=1.0x 20d avg,False,no option data,,,
2024-09-18,up,0.1813596248875004,0.4124913571832422,0.4314837326692355,0.5251680793937563,0.131784488039921,0.9293859709601414,>=1.0x 20d avg; >=1.5x 20d avg; top20% own-type rolling,False,no option data,,,
2024-09-25,up,0.3074663232810692,-0.0466992472388794,0.004806925048495,0.1731523529310052,0.7629465495405885,0.9704987594911896,>=1.0x 20d avg; >=1.5x 20d avg; abs>=0.3; top10% own-type rolling; top20% own-type rolling,False,no option data,,,
2024-10-09,down,-0.2522539076387109,0.3840431858364468,0.3406459463732858,0.6445438035492801,0.1093261623913877,0.6193146891512717,>=1.0x 20d avg; >=1.5x 20d avg; top20% own-type rolling,False,"CE ITM1 next-day expiry, 15:15o->10:15",100.09692288709999,-72.29901805489999,42.830449902900014
2024-10-16,down,-0.2225872066304646,0.2371015932265852,0.22465790727757,-0.503840885606488,-0.87451237974705,1.2039314007417377,>=1.0x 20d avg; >=1.5x 20d avg; top20% own-type rolling,False,"PE ITM1 next-day expiry, 15:14c->09:45",109.56734275903999,-13.625256673299997,-1.4013090368999945
2024-11-19,down,-0.869460643244746,-0.0174523412741378,-0.1277717541509848,-0.7798216881522047,-0.607213776282256,1.0392656395325237,>=1.0x 20d avg; >=1.5x 20d avg; abs>=0.3; abs>=0.5; top10% own-type rolling; top20% own-type rolling,False,"PE ITM1 next-day expiry, 15:25c->10:15",101.72917193909998,-31.289896223459998,2.6360835488000034
2025-01-01,down,-0.1159145892500213,0.1813398933022236,0.1688925952600506,0.4168079545239234,1.8900629529548407,2.001478520384421,>=1.0x 20d avg,False,"CE ITM1 next-day expiry, 15:14c->11:00stop30",91.06711838676667,-18.054317664833334,-28.29904230229333
2025-01-22,up,0.1686468254397333,-0.1551960456306678,-0.1168196550689115,0.2367872907605317,0.1774285806792841,0.7777070269920149,>=1.0x 20d avg; >=1.5x 20d avg,False,"CE ITM1 following weekly, 15:25c->10:15",33.74881729786667,-27.184044657633336,6.664271206266665
2025-02-05,down,-0.1655772135419564,0.2789517995767321,0.277047471546199,-0.2854930293701097,-0.3903637134772597,0.9170382155525094,>=1.0x 20d avg,False,"PE ITM1 following weekly, 15:14c->10:15",30.835045798666645,-28.587676035893338,-1.8443754313933365
2025-02-12,up,0.2614015210001819,0.0182200329261972,0.0455625345787025,0.5752324680986742,-0.0874127770149835,1.0554604787964337,>=1.0x 20d avg; >=1.5x 20d avg; top10% own-type rolling; top20% own-type rolling,False,"CE ITM1 next-day expiry, 15:14c->10:15",88.92524547686668,-6.343539413033331,-15.875011129733327
2025-02-19,up,0.2582946000694974,-0.5180918005488366,-0.4875092116566337,-0.2953363019535748,-0.1168267585587523,0.4843079431297738,>=1.0x 20d avg; top20% own-type rolling,False,"PE ITM1 next-day expiry, 15:14c->09:15o",80.14048197806666,-49.66262842343333,22.973030959866662
2025-03-12,up,0.1381292399549982,0.3014628177318013,0.3159698271066435,0.3466266199454892,-0.3406196117692883,0.8040491684743344,>=1.0x 20d avg,False,"CE ITM1 next-day expiry, 15:25c->10:15",40.19985194006666,-7.584799740533331,-16.203521871933333
2025-03-26,down,-0.1013802161927701,-0.287216320695105,-0.225232417288812,0.4272076829301863,0.3850826225615833,0.99674700922709,>=1.0x 20d avg,False,"CE ITM1 next-day expiry, 15:25c->10:15",62.10560353596668,16.57221761956667,-53.447572743133335
2025-04-02,up,0.1244167962674902,-0.803205107604632,-0.7802471675592004,-0.3140834056410746,-0.3755717667727198,0.688583946610109,>=1.0x 20d avg,False,"PE ITM1 following weekly, 15:14c->09:15o",120.32605765166667,-49.97355767553333,52.81911721826667
2025-04-08,down,-0.1805562017178297,-0.3022851156762263,-0.3352436229385636,-0.6582802151950506,-0.5737202819552256,0.5124642673248021,>=1.0x 20d avg; top20% own-type rolling,False,"PE ITM1 following weekly, 15:25c->09:30",101.89914153176667,12.734409410266684,-91.81381058479333
2025-04-23,up,0.1832007015145853,-0.233821523086275,-0.2098323191095374,-0.1543057678715209,-0.3620329733550198,0.5412002564228886,>=1.0x 20d avg; >=1.5x 20d avg; top20% own-type rolling,False,"PE ITM1 next-day expiry, 15:15o->09:30",20.154882043366662,-14.010166075933338,3.247621683966664
2025-05-14,up,0.1786762123079377,0.1009341475624925,0.1116881326798324,-0.4013044421158906,1.591232916692853,2.520516182905644,>=1.0x 20d avg; >=1.5x 20d avg,False,"PE ITM1 next-day expiry, 15:25c->09:45",109.24218385356666,-0.7929313173333333,-31.736239896633336
2025-05-28,down,-0.1351787587765329,0.3095137079014876,0.2935062993764115,0.2131442309635023,0.3438592237913429,0.8699517142453048,>=1.0x 20d avg,False,"CE ITM1 next-day expiry, 15:25c->09:16",61.76075959036667,-64.09487075823333,-3.9482223447333276
2025-06-18,up,0.1048934826855196,-0.03949534619887,-0.035466638185877,0.0691168558480281,-0.0797967198711946,0.5227088165299997,>=1.0x 20d avg,False,"CE ITM1 next-day expiry, 15:25c->09:15o",2.3638735594666693,-29.938985262133336,-32.24930303033334
2025-07-02,up,0.2411578727710139,0.1789112533410852,0.2031162830898658,0.3372015609074186,-0.2130831063392735,0.7979324065036557,>=1.0x 20d avg; >=1.5x 20d avg; top10% own-type rolling; top20% own-type rolling,False,"CE ITM1 next-day expiry, 15:25c->10:15",41.87707714016667,-6.506446959833333,-21.827948264733326
2025-08-26,down,-0.3269292864061968,0.0032395221704728,-0.0657573936601818,-0.4612269690220771,-0.785989066612669,0.8951204697307265,>=1.0x 20d avg; >=1.5x 20d avg; abs>=0.3; top10% own-type rolling; top20% own-type rolling,False,"PE ITM1 next-day expiry, 15:25c->09:30",132.98004760896666,-1.192936521633336,-11.015697728033333
2025-09-08,down,-0.4177279059529248,0.3849608882160016,0.367131349868699,0.2178147867776925,0.4031289427201656,0.3141054756497573,>=1.0x 20d avg; >=1.5x 20d avg; abs>=0.3; top10% own-type rolling; top20% own-type rolling,False,"CE ITM1 next-day expiry, 15:14c->09:30",43.91675437096666,-21.670086796533333,10.28597605806666
2025-09-29,down,-0.1988760062781591,0.2122595085563228,0.2315820238766974,-0.0006087748811389,-0.1158701523763627,0.5848297358119882,>=1.0x 20d avg; top20% own-type rolling,False,"PE ITM1 next-day expiry, 15:25c->09:45",16.83339020766666,-19.788018768733334,-13.32062419903333
2025-11-24,down,-0.2739599703370121,0.1699133865548763,0.150234018374773,0.256989181025169,-0.2681626236784584,0.6746447615818456,>=1.0x 20d avg; >=1.5x 20d avg; top10% own-type rolling; top20% own-type rolling,False,"CE ITM1 next-day expiry, 15:25c->10:15",14.217946190666675,-23.556417383233335,-27.730464764433336
2025-12-08,up,0.1637181964387002,-0.4006368605163901,-0.3599692610518734,-0.6955795180421442,-0.506331063507004,0.7533359131189856,>=1.0x 20d avg,False,"PE ITM1 next-day expiry, 15:14c->09:45",144.15583902216665,-34.96799180883333,25.723868317266668
2026-01-23,down,-0.1506957719470736,0.0698718550179,0.0586857974381738,0.3345863685999983,0.5172513610039342,1.2540999806355233,>=1.0x 20d avg,False,"CE ITM1 following weekly, 15:14c->09:45",66.88457590074617,-24.27896055055385,2.280358680346154
2026-02-02,up,0.5251368441299142,4.869561057861915,4.861410054048876,2.473446820893344,2.5555628636176,2.789952344791716,>=1.0x 20d avg; >=1.5x 20d avg; abs>=0.3; abs>=0.5; top10% own-type rolling; top20% own-type rolling,False,"CE ITM1 next-day expiry, 15:15o->09:15o",895.4600030095461,815.6697576096462,-109.63755484805384
2026-02-23,up,0.1638095757507285,-0.2734121289198477,-0.2769027340255969,-0.8682682472454628,-1.1179561373827809,1.221992758273345,top20% own-type rolling,False,"PE ITM1 next-day expiry, 15:14c->11:00stop30",155.79055196434618,-55.91450665535385,10.196591817246148
2026-02-27,down,-0.4977504368659402,-2.021026784117874,-2.062858810937052,-1.149678757464878,-1.2007358579778191,1.5331036757138994,>=1.0x 20d avg; >=1.5x 20d avg; abs>=0.3; top10% own-type rolling; top20% own-type rolling,False,"PE ITM1 next-day expiry, 15:25c->11:00stop30",260.6661937783462,202.31402469484615,-115.31906792595385
2026-03-09,up,0.4207216367846378,0.9693234696041664,1.051895597020991,0.5823841781126715,0.8894821542184905,0.9308582525563716,>=1.0x 20d avg; >=1.5x 20d avg; abs>=0.3; top10% own-type rolling; top20% own-type rolling,False,"CE ITM1 next-day expiry, 15:25c->09:15o",111.59026446374615,26.407577891546165,-129.38924334115384
2026-03-23,down,-0.3975822046010657,1.6402145784510935,1.6248642429922633,0.8980752357364175,1.7910414607328118,1.9240978708753005,>=1.0x 20d avg; >=1.5x 20d avg; abs>=0.3; top10% own-type rolling; top20% own-type rolling,False,"CE ATM next-day expiry, 15:25c->09:15o",192.38233540114612,-181.18997468385385,179.22648977904612
2026-04-06,up,0.3297139714931507,-0.6553034339813801,-0.5640394892949985,-0.2773023160724475,0.5841835458592959,1.8902230815573269,>=1.0x 20d avg; abs>=0.3; top10% own-type rolling; top20% own-type rolling,False,"PE ITM1 next-day expiry, 15:14c->09:16",116.57008536434617,-146.30597164985383,56.14942349604617
2026-04-10,up,0.3135567425123664,-1.9473690773585628,-1.916792096662867,-1.712313108682717,-0.8955403793316941,1.4622933648126948,>=1.0x 20d avg; abs>=0.3; top20% own-type rolling,False,"PE ITM1 next-day expiry, 15:15o->09:30",352.21903236634614,-134.16787319165388,146.70576135624614
2026-05-11,down,-0.4624451473573487,-0.3492853617298452,-0.3915459662367726,-0.6565640654043636,-1.790323766316959,1.7187024143326628,>=1.0x 20d avg; >=1.5x 20d avg; abs>=0.3; top10% own-type rolling; top20% own-type rolling,False,"PE ITM1 next-day expiry, 15:25c->11:00stop30",136.19641948424618,4.568248084146157,-72.47138562855385
2026-06-15,down,-0.3368973675190956,0.3367780033216583,0.2934530621827136,0.2828851347950856,0.610436343505194,0.4797933198006922,>=1.0x 20d avg; >=1.5x 20d avg; abs>=0.3; top20% own-type rolling,False,"CE ITM1 next-day expiry, 15:14c->11:00stop30",35.89828282904616,-52.818055130153844,6.3917421724461505
2026-09-21,down,-0.0908303944938793,0.1069187758760525,0.1697680477315222,0.1239916342993696,-0.4268214605830378,0.8675146186350249,>=1.0x 20d avg; >=1.5x 20d avg,True,"PE ITM1 following weekly, 15:25c->11:00stop30",16.934202049846153,-21.67837578005384,-0.4367764853538476
2026-10-05,down,-0.079367366710481,0.3008593127716619,0.210589317579779,0.5466942084582316,1.0678730622197374,0.7554763716721875,>=1.0x 20d avg,True,no option data,,,
2026-10-16,up,0.1039185970989287,0.1377654742852119,0.0203057527925709,-0.1948613694363943,-0.9950689908733046,1.4284787404299493,>=1.0x 20d avg,True,no option data,,,