R0072: PASS

Descriptive statistics, no trading costs in the probabilities (the backtest columns alone use estimated costs). Rules were discovered and tuned on 2022-01 → 2024-12 only, frozen, then tested once on 2025-01 → 2026-10. Millions of hypotheses were searched, so read the corrected p-values and the out-of-sample columns, not the training hit rates. Not investment advice; not a trading system.

Rule: When range so far (high−low since 09:15) > 0.47% (≈118 pts at 25,000) AND 1-min ADX(14) > 35.8 at 09:20

Target: the day closes more than 150 pts beyond the open in the direction of the move so far · Decision time: 09:20 IST (uses bars up to 09:20 only) · Method: tree · Family: level / structure

46%train hit (n=35) vs base 14% · lift 3.27

50%OOS hit (n=36) vs base 22% · lift 2.29

[34%–66%]OOS Wilson 95% CI

0.001OOS BH q (all) · family BH q 6.1e-04 · Holm 0.149

1.0e-03OOS matched-random placebo p

Verdict criteria

✔ Out-of-sample lift in the same direction as train
✔ OOS Wilson 95% CI excludes the OOS base rate
✔ OOS BH q ≤ 0.05 across all candidates tested OOS AND within its target family
✔ Train BH q ≤ 0.05 (across all hypotheses searched)
✔ Stable by year (same direction in ≥80% of years with ≥10 days, incl. every OOS year with ≥10)
✔ OOS matched-random placebo p ≤ 0.05
✔ OOS sample ≥ 20 days

Train p 1.2e-05; train BH q 6.4e-04; train Holm 1.000 (corrections over all 9,242,869 hypotheses); whole-pipeline shuffled-label placebo family-wise p 1.000 (100 permutations). Extra conditions beat the best single condition OOS: True.

By year

year	rule days	hit	base (all days)	lift
2022	22	59%	19%	3.16
2023	5	40%	7%	5.44
2024	8	12%	16%	0.79
2025 (OOS)	14	64%	21%	3.01
2026 (OOS)	22	41%	22%	1.82

Spot-points backtest (estimated costs)

enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close. Costs: Nifty futures round-trip model from nifty-setups-backtest/src/costs.py (brokerage, exchange, SEBI, stamp, GST, STT by date: 0.0125% → 0.02% from Oct-2024 → 0.05% from Apr-2026) + 0.5 pt slippage per side; spot used as a futures proxy (basis ignored); stop-first on ambiguous bars.

window	trades	win rate	avg net pts	avg gross pts	total net	max DD pts	PF
train 2022–24 (in-sample)	35	46%	+35.9	+41.7	+1256.5	+273.8	+1.9
OOS 2025–26	36	39%	+2.2	+12.0	+80.4	+653.2	+1.0

equity curve

trades.csv · Generated 2026-10-10 00:44 IST.