R0549: 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 size of the move from the open to 10:15 (either direction) ≤ 0.09% (≈22 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) ≥ 0.646 AND 1-min RSI(14) ≥ 53.8 at 10:15

Target: price never trades back to the open after 10:15 · Decision time: 10:15 IST (uses bars up to 10:15 only) · Method: subgroup · Family: level / structure

0%train hit (n=44) vs base 40% · lift 0.00

0%OOS hit (n=21) vs base 46% · lift 0.00

[0%–15%]OOS Wilson 95% CI

2.3e-05OOS BH q (all) · family BH q 1.4e-05 · Holm 0.002

5.0e-04OOS 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 2.8e-10; train BH q 8.0e-08; train Holm 0.003 (corrections over all 9,242,869 hypotheses); whole-pipeline shuffled-label placebo family-wise p 0.010 (100 permutations). Extra conditions beat the best single condition OOS: True.

By year

year	rule days	hit	base (all days)
2022	5	0%	44%
2023	25	0%	37%
2024	14	0%	39%
2025 (OOS)	13	0%	50%
2026 (OOS)	8	0%	41%

Spot-points backtest (estimated costs)

enter at 10:15 price against 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)	44	50%	+9.8	+15.8	+429.6	+222.2	+1.3
OOS 2025–26	21	62%	+66.5	+76.6	+1397.4	+119.4	+4.9

equity curve

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