Nifty rule finder
Descriptive "if this happens early in the session, how often does that follow?" rules on Nifty 50 1-minute spot data. Each rule page states its definitions, conditional probabilities with Wilson 95% CIs, base rates, a by-year split and a threshold sweep.
Opening 30-minute move > 150 points: does it hold?
If Nifty moves more than 150 points from the open in the first 30 minutes, how often does it stay beyond ±150 for the rest of the day?
38 trigger days (2022-01-03 → 2026-10-09): (a) held ±150 at close 55%, (b) never re-crossed ±150 after 09:45 21%, (c) closed beyond open, same direction 79%, (d) close beyond 09:44 price (continued) 47%; median continuation after 09:45 -15 pts
ML-discovered day-structure rules (v3): 276 PASS · 105 WATCH · 591 FAIL
Searched 9,242,869 spot day-structure hypotheses (gap, opening move, opening range, TWAP, PDH/PDL/CPR, VIX, expiry) on 2022–24, froze 972 candidates and tested them once on 2025–26, with placebos and BH/Holm corrections.
Level/structure rules replicate; continuation-vs-reversal rules mostly fail. Full sortable table, CSV/JSON downloads, backtests with estimated costs. Descriptive statistics, no trading costs in the probabilities.
Research: how Nifty responds to sectors, oil, Dow, rupee & rates (factor regressions)
OLS (HAC), Ridge/Lasso/ElasticNet, rolling and quantile betas, gradient boosting + SHAP; explanatory vs pre-open forecasting framings, 2012-2026, frozen 2023-26 test.
Overnight Dow and the Hang Seng open explain ~40% of the opening gap; oil barely matters day to day; open-to-close is not forecastable from these factors.
Generated 2026-10-10 00:16 IST.