ix set metric at15 at20 at20_ci at25 smooth_fit_at20 ci_excludes_fit beats_both_neighbours special 0 NIFTY raw P(≥2×) % 37.654 39.293 35.2..43.6 38.804 39.159 False True False 1 NIFTY raw P(≥3×) % 23.545 22.467 18.6..26.3 23.506 23.605 False True False 2 NIFTY raw P(settle≈0) % 82.099 78.011 75.5..80.8 73.455 75.775 False False False 3 NIFTY raw ret/premium exit a -0.332 -0.291 -0.387..-0.196 -0.249 -0.271 False False False 4 NIFTY raw ret/premium exit b -0.218 -0.194 -0.244..-0.14 -0.180 -0.175 False False False 5 NIFTY raw ret/premium exit c -0.296 -0.287 -0.474..-0.072 -0.213 -0.228 False False False 6 SENSEX raw P(≥2×) % 32.992 33.824 30.6..36.8 36.405 34.661 False False False 7 SENSEX raw P(≥3×) % 19.426 21.091 17.9..24 22.764 21.366 False False False 8 SENSEX raw P(settle≈0) % 94.836 92.594 91.1..93.9 90.063 92.631 False False False 9 SENSEX raw ret/premium exit a -0.667 -0.566 -0.639..-0.492 -0.473 -0.563 False False False 10 SENSEX raw ret/premium exit b -0.425 -0.360 -0.404..-0.306 -0.280 -0.350 False False False 11 SENSEX raw ret/premium exit c -0.630 -0.551 -0.774..-0.271 -0.441 -0.514 False False False 12 SENSEX scaled P(≥2×) % 37.896 40.011 36.7..43.4 39.781 39.344 False True False 13 SENSEX scaled P(≥3×) % 24.260 24.734 21.3..28.3 24.878 24.681 False False False 14 SENSEX scaled P(settle≈0) % 82.135 76.889 74.8..79 73.358 75.754 False False False 15 SENSEX scaled ret/premium exit a -0.333 -0.261 -0.341..-0.176 -0.228 -0.258 False False False 16 SENSEX scaled ret/premium exit b -0.207 -0.154 -0.195..-0.108 -0.141 -0.168 False False False 17 SENSEX scaled ret/premium exit c -0.260 -0.201 -0.402..0.0123 -0.204 -0.231 False True False ix set L round n hold5 hold5_ci hold15 hold15_ci hold15_pct hold15_pct_ci up15 up15_ci 0 NIFTY raw 10 True 1397 61.3 59..64 36.6 34..39 17.5 16..19 33.0 31..35 1 NIFTY raw 17 False 1226 35.6 32..39 17.6 15..20 15.3 13..18 34.0 31..37 2 NIFTY raw 18 False 1203 35.2 32..38 17.1 15..19 15.2 13..17 34.7 33..37 3 NIFTY raw 20 True 1182 32.5 30..35 17.5 15..20 17.5 15..20 36.0 34..39 4 NIFTY raw 22 False 1157 30.5 28..33 16.3 14..18 16.9 15..19 34.6 32..37 5 NIFTY raw 23 False 1139 28.1 25..31 14.3 12..16 16.4 14..19 34.3 32..37 6 NIFTY raw 25 True 1104 25.5 23..28 11.7 10..13 14.4 12..17 34.1 31..37 7 NIFTY raw 30 True 1071 23.6 21..26 13.1 11..15 16.6 15..19 35.2 33..38 8 NIFTY raw 50 True 864 12.5 10..15 6.0 4..8 12.4 10..15 29.3 26..32 9 SENSEX raw 10 True 2999 62.4 60..65 38.8 37..41 18.6 17..20 32.7 31..34 10 SENSEX raw 17 False 2642 37.7 36..40 19.4 18..21 16.2 15..18 33.7 32..35 11 SENSEX raw 18 False 2602 37.5 35..40 18.9 17..21 16.9 15..19 34.4 33..36 12 SENSEX raw 20 True 2559 31.8 30..34 15.3 14..17 15.3 14..17 33.6 32..35 13 SENSEX raw 22 False 2502 29.8 28..32 15.2 14..17 15.9 15..17 33.3 32..35 14 SENSEX raw 23 False 2470 28.5 27..30 13.4 12..15 15.0 14..16 34.4 33..36 15 SENSEX raw 25 True 2423 27.5 25..30 13.2 12..15 15.5 14..17 35.3 34..37 16 SENSEX raw 30 True 2340 22.4 21..24 10.7 9..12 14.1 13..15 33.7 32..35 17 SENSEX raw 50 True 2089 17.7 16..19 9.7 8..11 16.4 15..18 36.8 35..39 18 SENSEX scaled 10 True 2291 56.4 54..59 30.2 28..32 14.4 13..16 34.8 33..37 19 SENSEX scaled 17 False 2035 32.7 31..35 17.1 15..19 14.6 13..16 35.5 33..37 20 SENSEX scaled 18 False 2006 32.9 31..35 17.1 15..19 15.8 14..17 35.6 33..38 21 SENSEX scaled 20 True 1950 30.8 29..33 14.7 13..16 14.7 13..17 36.0 34..38 22 SENSEX scaled 22 False 1923 29.4 28..31 15.5 14..17 17.2 16..19 37.0 35..39 23 SENSEX scaled 23 False 1899 25.6 24..27 13.9 12..15 15.9 14..18 36.3 34..39 24 SENSEX scaled 25 True 1848 24.8 23..27 13.6 12..15 15.9 14..18 37.3 35..40 25 SENSEX scaled 30 True 1767 23.5 22..26 12.2 11..14 16.5 15..18 35.9 34..38 26 SENSEX scaled 50 True 1487 12.6 11..15 7.3 6..9 14.7 12..17 31.9 29..35 ix set metric round_minus_nonround ci l20_minus_17_18_22_23 ci20 0 NIFTY raw hold5 1.11 -0.6..2.7 0.06 -2.5..2.7 1 NIFTY raw hold15 2.11 0.7..3.6 1.13 -1.2..3.5 2 NIFTY raw hold15_pct -0.03 -1.4..1.2 1.56 -0.9..3.8 3 NIFTY raw up15 -0.70 -1.9..0.4 1.63 -0.5..3.7 4 SENSEX raw hold5 0.73 -0.7..2.0 -1.65 -3.8..0.4 5 SENSEX raw hold15 1.94 1.0..3.0 -1.49 -3.0..0.1 6 SENSEX raw hold15_pct 0.08 -0.9..1.1 -0.71 -2.3..0.7 7 SENSEX raw up15 0.31 -0.6..1.2 -0.32 -1.9..1.1 8 SENSEX scaled hold5 1.39 0.2..2.6 0.55 -1.6..2.8 9 SENSEX scaled hold15 0.67 -0.4..1.8 -1.28 -3.2..0.5 10 SENSEX scaled hold15_pct -0.64 -1.7..0.4 -1.17 -2.9..0.7 11 SENSEX scaled up15 -0.79 -2.0..0.5 -0.09 -1.9..1.8 n mean median win p no_top3 best ix set L N exit split ret_mean x2 random_mean random_pctile q_bh_primary q_bh_sens counts 24 81 -10.11 -26.26 28.40 0.01 -13.47 91.21 NIFTY raw 20 10 half 2× / half 3× or close train -0.28 39.51 -6.91 0.00 NaN NaN False 25 71 5.09 -1.14 42.25 0.26 1.27 105.79 NIFTY raw 20 10 half 2× / half 3× or close test 0.08 52.11 -0.05 100.00 0.85 NaN False 26 81 -6.64 -15.17 27.16 0.02 -9.61 138.71 NIFTY raw 20 10 SL 50% + trail after 2× train -0.19 39.51 -3.74 3.33 NaN NaN False 27 71 3.29 -14.09 35.21 0.57 -5.74 250.44 NIFTY raw 20 10 SL 50% + trail after 2× test 0.13 52.11 1.03 80.00 0.85 NaN False 28 81 -11.54 -27.68 22.22 0.07 -19.52 332.45 NIFTY raw 20 10 hold to settlement train -0.28 39.51 -6.87 0.00 NaN NaN False 29 71 4.43 -24.62 28.17 0.56 -5.20 251.59 NIFTY raw 20 10 hold to settlement test 0.10 52.11 2.11 76.67 0.85 NaN False 30 66 -11.10 -19.79 31.82 0.02 -14.97 99.39 NIFTY raw 20 20 half 2× / half 3× or close train -0.21 39.39 -2.99 0.00 NaN NaN False 31 51 -0.28 -1.17 43.14 0.96 -4.47 80.15 NIFTY raw 20 20 half 2× / half 3× or close test 0.01 45.10 2.71 3.33 0.96 NaN False 32 66 -8.49 -16.56 30.30 0.01 -11.13 51.42 NIFTY raw 20 20 SL 50% + trail after 2× train -0.15 39.39 -1.62 0.00 NaN NaN False 33 51 9.25 -15.99 41.18 0.29 -3.77 246.89 NIFTY raw 20 20 SL 50% + trail after 2× test 0.30 45.10 3.31 96.67 0.85 NaN False 34 66 -11.73 -29.55 25.76 0.12 -21.05 317.69 NIFTY raw 20 20 hold to settlement train -0.21 39.39 -2.91 0.00 NaN NaN False 35 51 6.83 -21.02 33.33 0.51 -6.39 248.03 NIFTY raw 20 20 hold to settlement test 0.25 45.10 4.95 80.00 0.85 NaN False 108 114 -12.13 -29.70 24.56 0.00 -14.88 102.44 SENSEX raw 20 10 half 2× / half 3× or close train -0.39 37.72 -12.15 50.00 NaN NaN False 109 76 -6.43 -27.70 30.26 0.17 -10.61 124.90 SENSEX raw 20 10 half 2× / half 3× or close test -0.25 44.74 -7.51 80.00 0.85 NaN False 110 114 -4.20 -17.70 28.07 0.37 -10.66 442.57 SENSEX raw 20 10 SL 50% + trail after 2× train -0.14 37.72 -7.49 93.33 NaN NaN False 111 76 -7.25 -17.07 28.95 0.02 -10.67 135.38 SENSEX raw 20 10 SL 50% + trail after 2× test -0.23 44.74 -5.19 13.33 0.22 NaN False 112 114 -11.62 -31.32 7.89 0.23 -26.40 699.47 SENSEX raw 20 10 hold to settlement train -0.28 37.72 -10.67 36.67 NaN NaN False 113 76 0.84 -29.99 9.21 0.96 -24.26 828.62 SENSEX raw 20 10 hold to settlement test -0.31 44.74 0.18 56.67 0.96 NaN False 114 91 -13.68 -31.85 23.08 0.03 -19.15 171.64 SENSEX raw 20 20 half 2× / half 3× or close train -0.37 40.66 -9.76 3.33 NaN NaN False 115 67 -4.41 -28.05 29.85 0.49 -11.45 201.80 SENSEX raw 20 20 half 2× / half 3× or close test -0.23 43.28 -5.31 76.67 0.85 NaN False 116 91 -10.74 -20.80 26.37 0.01 -15.09 159.98 SENSEX raw 20 20 SL 50% + trail after 2× train -0.25 40.66 -4.82 0.00 NaN NaN False 117 67 -2.94 -18.60 25.37 0.63 -11.87 296.73 SENSEX raw 20 20 SL 50% + trail after 2× test -0.18 43.28 -2.45 46.67 0.85 NaN False 118 91 -9.10 -36.64 14.29 0.49 -28.36 662.11 SENSEX raw 20 20 hold to settlement train -0.33 40.66 -7.82 43.33 NaN NaN False 119 67 3.53 -31.84 10.45 0.86 -27.64 974.45 SENSEX raw 20 20 hold to settlement test -0.08 43.28 5.23 36.67 0.96 NaN False/workspace/research/popular-strategies/scripts/s19_why20_stats.py:65: RuntimeWarning: Mean of empty slice s=np.sort(x); return dict(n=len(x),mean=x.mean(),median=np.median(x),win=(x>0).mean()*100,p=stats.ttest_1samp(x,0).pvalue,no_top3=s[:-3].mean(),best=x.max()) /usr/local/lib/python3.13/dist-packages/numpy/_core/_methods.py:142: RuntimeWarning: invalid value encountered in scalar divide ret = ret.dtype.type(ret / rcount) L 10 15 20 25 30 40 50 ix N exit split NIFTY 10 SL 50% + trail after 2× test -4.70 -7.57 3.29 -0.97 -3.41 -3.88 14.73 train -3.61 0.55 -6.64 4.76 -7.32 3.09 6.38 half 2× / half 3× or close test -2.37 -9.43 5.09 -7.57 -7.50 -4.02 -0.90 train -5.87 -6.09 -10.11 -0.09 -5.86 -8.30 -1.55 hold to settlement test -6.61 -9.20 4.43 -9.03 -9.88 -6.65 -7.46 train 1.55 5.74 -11.54 12.25 -4.14 -1.86 -1.54 20 SL 50% + trail after 2× test -6.52 -9.01 9.25 -7.61 -3.00 -11.22 7.71 train -4.13 2.91 -8.49 5.97 -0.91 -3.41 1.61 half 2× / half 3× or close test -8.66 -9.89 -0.28 -4.89 -10.25 1.13 -5.47 train -6.67 -4.42 -11.10 3.63 -2.84 -10.50 1.95 hold to settlement test -7.08 -8.47 6.83 -5.35 -8.39 3.62 -3.22 train 2.60 10.36 -11.73 13.78 -1.44 -1.84 3.50 SENSEX 10 SL 50% + trail after 2× test -5.03 -4.77 -7.25 -7.30 -8.58 3.21 3.36 train -7.43 -6.78 -4.20 -3.82 -3.29 -3.38 -14.72 half 2× / half 3× or close test -9.81 -10.98 -6.43 -8.77 -11.75 -4.08 -12.30 train -11.62 -11.93 -12.13 -13.75 -12.54 -6.63 -13.82 hold to settlement test -1.62 -1.77 0.84 -25.25 -6.24 -7.70 -1.28 train -13.91 -11.84 -11.62 -16.10 -6.22 -3.86 -6.67 20 SL 50% + trail after 2× test -3.62 -6.15 -2.94 -10.79 8.35 -4.25 13.29 train -7.21 -12.11 -10.74 -11.48 -9.33 9.37 -4.07 half 2× / half 3× or close test -8.19 -7.91 -4.41 -8.89 -4.32 -1.46 -12.99 train -14.03 -17.30 -13.68 -14.16 -12.68 10.86 -3.62 hold to settlement test 5.55 -2.97 3.53 -25.97 9.07 -1.51 8.77 train -14.91 -15.62 -9.10 -14.77 -4.62 6.54 4.87