grp tvdef split_by n days x2 x3 zero peak_min_med sig_time_med tv_med 0 NIFTY_raw tv1 all 26.0 24.0 50.0 11.5 38.5 14.0 305.0 0.1 1 NIFTY_raw tv10pct all 43.0 38.0 34.9 4.7 34.9 5.0 319.0 0.8 2 NIFTY_raw tv2 all 41.0 37.0 39.0 4.9 34.1 8.0 320.0 0.6 3 SENSEX_raw tv1 all 2.0 2.0 50.0 50.0 50.0 22.0 333.0 -0.1 4 SENSEX_raw tv10pct all 2.0 2.0 50.0 50.0 50.0 22.0 333.0 -0.1 5 SENSEX_raw tv2 all 2.0 2.0 50.0 50.0 50.0 22.0 333.0 -0.1 6 SENSEX_scaled tv1 all 40.0 32.0 42.5 20.0 37.5 11.5 322.0 1.0 7 SENSEX_scaled tv10pct all 58.0 43.0 32.8 19.0 44.8 9.0 322.0 2.2 8 SENSEX_scaled tv2 all 57.0 43.0 33.3 19.3 45.6 7.0 323.0 2.2 grp mode n days x2 x3 zero peak_min_med sig_time_med tv_med 0 NIFTY_raw counter 13.0 13.0 46.2 0.0 46.2 15.0 300.0 0.8 1 NIFTY_raw neutral 14.0 14.0 21.4 7.1 28.6 12.0 304.5 0.5 2 NIFTY_raw with 14.0 13.0 50.0 7.1 28.6 3.0 322.0 0.4 3 SENSEX_raw neutral 1.0 1.0 100.0 100.0 0.0 41.0 327.0 0.6 4 SENSEX_raw with 1.0 1.0 0.0 0.0 100.0 3.0 339.0 -0.7 5 SENSEX_scaled counter 11.0 10.0 18.2 0.0 36.4 7.0 323.0 3.0 6 SENSEX_scaled neutral 22.0 19.0 22.7 13.6 59.1 4.0 329.0 2.9 7 SENSEX_scaled with 24.0 22.0 50.0 33.3 37.5 11.5 312.5 0.4 grp win n days x2 x3 zero peak_min_med sig_time_med tv_med 0 NIFTY_raw W2 7.0 7.0 28.6 0.0 57.1 29.0 189.0 0.4 1 NIFTY_raw W3 12.0 12.0 41.7 16.7 33.3 23.5 277.5 1.3 2 NIFTY_raw W4 22.0 21.0 40.9 0.0 27.3 3.0 337.5 0.5 3 SENSEX_raw W4 2.0 2.0 50.0 50.0 50.0 22.0 333.0 -0.1 4 SENSEX_scaled W2 6.0 4.0 33.3 16.7 50.0 32.5 164.5 1.4 5 SENSEX_scaled W3 20.0 18.0 25.0 10.0 50.0 8.5 274.0 2.2 6 SENSEX_scaled W4 31.0 28.0 38.7 25.8 41.9 6.0 334.0 2.1 what grp n days x2 x3 zero peak_min_med sig_time_med ret_a ret_c 6 ITM-20 no time value (tv2) NIFTY_raw 41.0 37.0 39.02 4.88 34.15 8.0 320.0 -0.13 -0.09 0 OTM-20 all day NIFTY_raw 732.0 108.0 40.44 23.36 75.82 30.0 118.0 -0.26 -0.23 3 OTM-20 from 13:00 (t>=225) NIFTY_raw 196.0 75.0 41.33 20.92 75.00 16.0 271.5 -0.25 -0.38 7 ITM-20 no time value (tv2) SENSEX_raw 2.0 2.0 50.00 50.00 50.00 22.0 333.0 0.08 1.29 1 OTM-20 all day SENSEX_raw 1786.0 104.0 33.09 20.27 91.88 16.0 163.0 -0.59 -0.54 4 OTM-20 from 13:00 (t>=225) SENSEX_raw 633.0 104.0 33.81 19.59 88.94 9.0 292.0 -0.59 -0.67 8 ITM-20 no time value (tv2) SENSEX_scaled 57.0 43.0 33.33 19.30 45.61 7.0 323.0 -0.19 -0.01 2 OTM-20 all day SENSEX_scaled 1278.0 104.0 38.42 23.79 75.12 28.0 129.0 -0.29 -0.19 5 OTM-20 from 13:00 (t>=225) SENSEX_scaled 371.0 82.0 35.58 21.02 71.70 15.0 279.0 -0.34 -0.35 grp mode split exit n mean median win no_top3 p q_bh_primary random_mean random_pctile spot_same_dir spot_coinflip_mean train_mean counts 48 NIFTY_raw all train a 35 -3.23 -13.92 40.00 -6.44 0.40 NaN -2.70 10.00 -14.70 -7.94 -3.23 False 49 NIFTY_raw all train b 35 -1.30 -11.15 40.00 -3.81 0.53 NaN -1.09 43.33 -12.53 -9.14 -1.30 False 50 NIFTY_raw all train c 35 -1.30 -13.20 37.14 -6.23 0.80 NaN -0.93 0.00 -15.48 -10.50 -1.30 False 51 NIFTY_raw all test a 5 -2.76 1.32 60.00 -16.43 0.66 1.0 -2.76 0.00 -14.22 -14.51 -3.23 False 52 NIFTY_raw all test b 5 0.86 1.68 60.00 -11.25 0.88 1.0 0.86 0.00 -22.13 -14.81 -1.30 False 53 NIFTY_raw all test c 5 -6.19 -5.71 40.00 -15.64 0.22 1.0 -6.19 0.00 -23.82 -18.40 -1.30 False 54 NIFTY_raw counter train a 11 -2.25 -2.85 45.45 -12.59 0.75 NaN -1.51 20.00 -10.36 -8.32 -2.25 False 55 NIFTY_raw counter train b 11 2.19 4.22 63.64 -2.25 0.54 NaN -0.43 86.67 -10.60 -8.13 2.19 False 56 NIFTY_raw counter train c 11 -1.85 -21.95 45.45 -14.42 0.81 NaN -1.94 56.67 -12.41 -9.05 -1.85 False 57 NIFTY_raw counter test a 2 3.58 3.58 100.00 NaN NaN 1.0 3.58 0.00 3.15 -14.17 -2.25 False 58 NIFTY_raw counter test b 2 9.21 9.21 100.00 NaN NaN 1.0 9.21 0.00 -21.37 -21.37 2.19 False 59 NIFTY_raw counter test c 2 -1.77 -1.77 50.00 NaN NaN 1.0 -1.77 0.00 -10.59 -20.89 -1.85 False 60 NIFTY_raw with train a 11 -0.54 -6.88 45.45 -10.40 0.93 NaN -0.06 10.00 -11.60 -7.22 -0.54 False 61 NIFTY_raw with train b 11 -1.31 -11.15 36.36 -9.91 0.79 NaN -1.27 53.33 -14.50 -11.91 -1.31 False 62 NIFTY_raw with train c 11 2.00 -6.06 36.36 -10.91 0.80 NaN 2.53 3.33 -15.63 -11.96 2.00 False 63 NIFTY_raw with test a 2 -3.31 -3.31 50.00 NaN NaN 1.0 -3.31 0.00 -21.33 -13.99 -0.54 False 64 NIFTY_raw with test b 2 -1.42 -1.42 50.00 NaN NaN 1.0 -1.42 0.00 -21.58 -7.89 -1.31 False 65 NIFTY_raw with test c 2 -6.98 -6.98 50.00 NaN NaN 1.0 -6.98 0.00 -31.58 -15.12 2.00 False 66 NIFTY_raw neutral train a 13 -6.33 -15.41 30.77 -15.43 0.28 NaN -5.95 16.67 -20.98 -8.18 -6.33 False 67 NIFTY_raw neutral train b 13 -4.23 -11.15 23.08 -11.28 0.29 NaN -1.50 10.00 -12.51 -7.36 -4.23 False 68 NIFTY_raw neutral train c 13 -3.61 -14.55 30.77 -14.66 0.62 NaN -3.00 0.00 -17.96 -9.73 -3.61 False 69 NIFTY_raw neutral test a 1 -14.37 -14.37 0.00 NaN NaN NaN -14.37 0.00 -34.73 -18.22 -6.33 False 70 NIFTY_raw neutral test b 1 -11.26 -11.26 0.00 NaN NaN NaN -11.26 0.00 -24.73 -15.21 -4.23 False 71 NIFTY_raw neutral test c 1 -13.46 -13.46 0.00 NaN NaN NaN -13.46 0.00 -34.73 -19.37 -3.61 False 192 SENSEX_scaled all train a 41 -22.58 -62.66 36.59 -32.05 0.05 NaN -20.86 6.67 -49.16 -18.71 -22.58 False 193 SENSEX_scaled all train b 41 -9.05 -36.70 34.15 -19.77 0.31 NaN -4.16 10.00 -47.61 -26.48 -9.05 False 194 SENSEX_scaled all train c 41 -10.39 -60.35 36.59 -28.60 0.58 NaN -9.41 26.67 -43.73 -15.34 -10.39 False 195 SENSEX_scaled all test a 5 28.65 95.72 60.00 -74.64 0.53 1.0 29.49 6.67 -3.66 -21.39 -22.58 False 196 SENSEX_scaled all test b 5 37.16 26.32 60.00 -36.26 0.36 1.0 37.16 6.67 -68.92 -66.62 -9.05 False 197 SENSEX_scaled all test c 5 69.37 86.40 60.00 -72.33 0.34 1.0 70.21 6.67 38.86 9.05 -10.39 False 198 SENSEX_scaled counter train a 8 -27.57 -36.36 37.50 -60.19 0.16 NaN -27.47 46.67 -53.98 -23.04 -27.57 False 199 SENSEX_scaled counter train b 8 -24.85 -36.78 25.00 -36.86 0.02 NaN -24.60 10.00 -52.90 -43.52 -24.85 False 200 SENSEX_scaled counter train c 8 -26.87 -33.58 37.50 -57.88 0.15 NaN -26.57 30.00 -63.52 -32.20 -26.87 False 201 SENSEX_scaled counter test a 1 -75.62 -75.62 0.00 NaN NaN 1.0 -70.49 0.00 -109.19 -33.68 -27.57 False 202 SENSEX_scaled counter test b 1 -36.00 -36.00 0.00 NaN NaN 1.0 -35.99 0.00 -77.15 -77.15 -24.85 False 203 SENSEX_scaled counter test c 1 -73.31 -73.31 0.00 NaN NaN 1.0 -68.18 0.00 -109.19 8.81 -26.87 False 204 SENSEX_scaled with train a 18 -3.87 -47.48 44.44 -24.10 0.83 NaN -3.51 53.33 -38.55 -18.77 -3.87 False 205 SENSEX_scaled with train b 18 5.20 -36.59 38.89 -19.11 0.74 NaN 6.05 56.67 -43.35 -25.66 5.20 False 206 SENSEX_scaled with train c 18 10.76 -44.89 44.44 -22.01 0.65 NaN 11.26 60.00 -26.90 -6.99 10.76 False 207 SENSEX_scaled with test a 4 54.72 95.72 75.00 -73.67 0.29 1.0 54.48 26.67 22.72 -18.95 -3.87 False 208 SENSEX_scaled with test b 4 55.45 55.40 75.00 -36.51 0.25 1.0 55.45 26.67 -66.86 -63.93 5.20 False 209 SENSEX_scaled with test c 4 105.05 118.20 75.00 -71.36 0.22 1.0 104.81 26.67 75.88 7.75 10.76 False 210 SENSEX_scaled neutral train a 15 -42.38 -67.52 26.67 -64.47 0.01 NaN -38.15 3.33 -59.32 -18.97 -42.38 False 211 SENSEX_scaled neutral train b 15 -17.73 -36.71 33.33 -28.85 0.04 NaN -5.50 0.00 -49.91 -18.33 -17.73 False 212 SENSEX_scaled neutral train c 15 -26.98 -65.21 26.67 -61.15 0.28 NaN -25.06 20.00 -53.36 -16.31 -26.98 False 213 SENSEX_scaled neutral test a 0 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN -42.38 False 214 SENSEX_scaled neutral test b 0 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN -17.73 False 215 SENSEX_scaled neutral test c 0 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN -26.98 False grp exit filter train_n train_mean test_n test_mean 0 NIFTY_raw a L3_ER20=range<0.2 20 0.48 5 -2.76 1 NIFTY_raw b L3_ER20=range<0.2 20 2.20 5 0.86 2 NIFTY_raw c L3_ER20=range<0.2 20 2.42 5 -6.19 3 SENSEX_scaled a L1_VIX=<13 17 -6.08 3 41.05 4 SENSEX_scaled b L1_VIX=<13 17 5.65 3 45.77 5 SENSEX_scaled c L2_DMA_trend=up 16 14.16 5 69.37 grp n sig_vol_med sig_vol_nan_or0 fill_vol_med fill_vol_nan_or0 src_opt_panels src_eod negTV_contracts 0 NIFTY_raw 41 9451650.0 0.0 9161800.0 0.0 0.0 0.0 12 1 SENSEX_raw 2 3777300.0 0.0 4822240.0 0.0 0.0 0.0 3 2 SENSEX_scaled 57 1909970.0 0.0 1916970.0 0.0 0.0 0.0 20 primary counts 0 grp tvdef split exit n mean p q_bh_secondary 0 NIFTY_raw tv1 train a 25 -1.07 0.75 NaN 1 NIFTY_raw tv1 train b 25 2.94 0.50 NaN 2 NIFTY_raw tv1 train c 25 0.56 0.97 NaN 3 NIFTY_raw tv1 test a 1 5.85 NaN 1.0 4 NIFTY_raw tv1 test b 1 16.74 NaN 1.0 5 NIFTY_raw tv1 test c 1 -5.71 NaN 1.0 24 NIFTY_raw tv10pct train a 36 -5.76 0.10 NaN 25 NIFTY_raw tv10pct train b 36 -1.23 0.64 NaN 26 NIFTY_raw tv10pct train c 36 -3.40 0.41 NaN 27 NIFTY_raw tv10pct test a 5 -2.76 0.66 1.0 28 NIFTY_raw tv10pct test b 5 0.86 0.88 1.0 29 NIFTY_raw tv10pct test c 5 -6.19 0.22 1.0 72 SENSEX_raw tv1 train a 2 0.84 NaN NaN 73 SENSEX_raw tv1 train b 2 29.76 NaN NaN 74 SENSEX_raw tv1 train c 2 25.74 NaN NaN 75 SENSEX_raw tv1 test a 0 NaN NaN 1.0 76 SENSEX_raw tv1 test b 0 NaN NaN 1.0 77 SENSEX_raw tv1 test c 0 NaN NaN 1.0 96 SENSEX_raw tv10pct train a 2 0.84 NaN NaN 97 SENSEX_raw tv10pct train b 2 29.76 NaN NaN 98 SENSEX_raw tv10pct train c 2 25.74 NaN NaN 99 SENSEX_raw tv10pct test a 0 NaN NaN 1.0 100 SENSEX_raw tv10pct test b 0 NaN NaN 1.0 101 SENSEX_raw tv10pct test c 0 NaN NaN 1.0 144 SENSEX_scaled tv1 train a 31 -11.26 0.49 NaN 145 SENSEX_scaled tv1 train b 31 -3.31 0.86 NaN 146 SENSEX_scaled tv1 train c 31 2.30 0.73 NaN 147 SENSEX_scaled tv1 test a 4 11.88 0.83 1.0 148 SENSEX_scaled tv1 test b 4 25.33 0.60 1.0 149 SENSEX_scaled tv1 test c 4 65.12 0.49 1.0 168 SENSEX_scaled tv10pct train a 42 -21.84 0.06 NaN 169 SENSEX_scaled tv10pct train b 42 -8.48 0.34 NaN 170 SENSEX_scaled tv10pct train c 42 -9.89 0.62 NaN 171 SENSEX_scaled tv10pct test a 5 28.65 0.53 1.0 172 SENSEX_scaled tv10pct test b 5 37.16 0.36 1.0 173 SENSEX_scaled tv10pct test c 5 69.37 0.34 1.0