R0144: WATCH

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 price vs prior-day low ≤ +0.96% (≈+239 pts at 25,000) AND 1-min RSI(14) > 70.3 AND opening-range size > 0.14% (≈36 pts at 25,000) at 09:30

Target: price at 13:00 is further in the move's direction than at 09:30 · Decision time: 09:30 IST (uses bars up to 09:30 only) · Method: rulefit · Family: direction (continuation / reversal)

91%train hit (n=32) vs base 49% · lift 1.84

77%OOS hit (n=26) vs base 53% · lift 1.45

[58%–89%]OOS Wilson 95% CI

0.031OOS BH q (all) · family BH q 0.923 · Holm 1.000

0.013OOS 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 1.8e-06; train BH q 1.4e-04; train Holm 1.000 (corrections over all 9,242,869 hypotheses); whole-pipeline shuffled-label placebo family-wise p 0.634 (100 permutations). Extra conditions beat the best single condition OOS: True.

By year

year	rule days	hit	base (all days)	lift
2022	4	100%	53%	1.89
2023	13	85%	48%	1.75
2024	15	93%	47%	2.00
2025 (OOS)	13	77%	56%	1.37
2026 (OOS)	13	77%	49%	1.57

Spot-points backtest (estimated costs)

enter at 09:30 price in the move direction; stop 0.4% of entry; exit at 13:00. 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)	32	81%	+44.4	+50.7	+1421.0	+95.2	+5.8
OOS 2025–26	26	54%	+13.2	+24.7	+341.9	+281.5	+1.6

equity curve

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