id,rule,T,target,family,method,dirn,n_tr,hit_tr,base_tr,lift_tr,n_te,hit_te,base_te,lift_te,ci_te,p_rand,p_perm_fw,p_te,q_bh_te,q_bh_te_fam,p_holm_te,q_bh_tr,p_holm_tr,p_tr,stable,by_year,adds,verdict,exploratory,bt_rule,bt_tr_n,bt_tr_win,bt_tr_avg,bt_tr_dd,bt_te_n,bt_te_win,bt_te_avg,bt_te_dd,bt_te_gross,conds
R0000,"When size of the opening gap ≥ 0.35% (≈87 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) ≥ 0.822 AND CPR width ≥ 0.20% (≈51 pts at 25,000) at 09:20",09:20,price at 13:00 is further in the move's direction than at 09:20,direction (continuation / reversal),subgroup,higher,30,0.7667,0.4559,1.682,14,0.5714,0.5125,1.115,"[0.3259, 0.7862]",0.36931534232883556,1.0,0.43241824218577973,0.6387698045662278,0.998924248677784,1.0,0.021271718871454872,1.0,0.0010674374841622859,False,2022:83/48(n23) 2023:75/44(n4) 2024:33/44(n3) 2025:60/52(n5) 2026:56/50(n9),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at 13:00,30,0.6333333333333333,17.557066238804502,300.9362951801064,14,0.5714285714285714,9.158165138218942,237.61059966260476,21.23625714285689,"[[""abs_gap_pct"", "">="", 0.3474], [""pos_rng"", "">="", 0.8215], [""cpr_width_pct"", "">="", 0.2022]]"
R0001,When India VIX (prior day's close) ≥ 15.2 AND India VIX change on the prior day (%) ≤ -1.33 AND 1-min RSI(14) ≥ 76.5 at 09:20,09:20,price at 13:00 is further in the move's direction than at 09:20,direction (continuation / reversal),subgroup,higher,30,0.7667,0.4559,1.682,6,0.6667,0.5125,1.301,"[0.3, 0.9032]",0.28385807096451776,1.0,0.3675251779609258,0.576184633835516,0.998924248677784,1.0,0.021271718871454872,1.0,0.0010674374841622859,False,2022:75/48(n24) 2023:–(n0) 2024:83/44(n6) 2025:50/52(n2) 2026:75/50(n4),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at 13:00,30,0.6333333333333333,17.960106202715384,146.53022805536597,6,0.6666666666666666,23.147272110076617,113.03137763601134,33.539633333333164,"[[""vix_prev"", "">="", 15.236], [""vix_chg"", ""<="", -1.3269], [""rsi_14"", "">="", 76.4762]]"
R0002,"When distance from TWAP in the move's direction > -0.01% (≈-2 pts at 25,000) AND distance from TWAP in the move's direction ≤ -0.00% (≈-1 pts at 25,000) AND opening gap vs prior close > -0.48% (≈-121 pts at 25,000) at 09:20",09:20,price at 13:00 is further in the move's direction than at 09:20,direction (continuation / reversal),rulefit,higher,30,0.7667,0.4559,1.682,14,0.5714,0.5125,1.115,"[0.3259, 0.7862]",0.3893053473263368,1.0,0.43241824218577973,0.6387698045662278,0.998924248677784,1.0,0.021271718871454872,1.0,0.0010674374841622859,True,2022:43/48(n7) 2023:80/44(n10) 2024:92/44(n13) 2025:67/52(n9) 2026:40/50(n5),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at 13:00,30,0.7,27.147388506268324,221.5695954309037,14,0.5714285714285714,20.947741424785512,355.4080557109788,31.594842857143053,"[[""twap_dir_pct"", "">"", -0.0095], [""twap_dir_pct"", ""<="", -0.0038], [""gap_pct"", "">"", -0.4829]]"
R0003,"When CPR width ≥ 0.30% (≈76 pts at 25,000) AND 1-min ADX(14) ≥ 36.8 AND price vs session TWAP (time-weighted VWAP) is positive at 09:20",09:20,price at 13:00 is further in the move's direction than at 09:20,direction (continuation / reversal),subgroup,higher,33,0.7576,0.4559,1.662,18,0.6111,0.5125,1.192,"[0.3862, 0.797]",0.2703648175912044,1.0,0.2750289346827982,0.4644346640155575,0.998924248677784,1.0,0.017718240762076252,1.0,0.0008378030642155741,True,2022:83/48(n24) 2023:50/44(n4) 2024:60/44(n5) 2025:57/52(n7) 2026:64/50(n11),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at 13:00,33,0.6060606060606061,18.923816873465466,199.1019116515946,18,0.4444444444444444,-17.96452650461656,758.7463404942432,-9.041044444444601,"[[""cpr_width_pct"", "">="", 0.3036], [""adx_14"", "">="", 36.778], [""dist_twap_pct"", "">"", 0.0]]"
R0004,"When size of the opening gap ≥ 0.35% (≈87 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) ≥ +0.04% (≈+10 pts at 25,000) AND prior-day range ≥ 0.99% (≈247 pts at 25,000) at 09:20",09:20,price at 13:00 is further in the move's direction than at 09:20,direction (continuation / reversal),subgroup,higher,36,0.75,0.4559,1.645,20,0.55,0.5125,1.073,"[0.3421, 0.7418]",0.4052973513243378,1.0,0.45651961110688116,0.6652729565155749,0.998924248677784,1.0,0.014682673133961667,1.0,0.0006523771087349583,True,2022:78/48(n27) 2023:75/44(n4) 2024:60/44(n5) 2025:20/52(n5) 2026:67/50(n15),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at 13:00,36,0.5833333333333334,11.279188240033756,191.80958007756152,20,0.5,0.13127249481312547,527.5776029333629,11.625600000000123,"[[""abs_gap_pct"", "">="", 0.3474], [""dist_twap_pct"", "">="", 0.0383], [""pdr_pct"", "">="", 0.9892]]"
R0005,"When price vs session TWAP (time-weighted VWAP) ≥ +0.04% (≈+10 pts at 25,000) AND India VIX (prior day's close) ≥ 15.2 AND 1-min ATR(14) as % of price ≥ 0.0876 at 09:20",09:20,price at 13:00 is further in the move's direction than at 09:20,direction (continuation / reversal),subgroup,higher,31,0.7419,0.4559,1.627,24,0.5833,0.5125,1.138,"[0.3883, 0.7553]",0.2303848075962019,1.0,0.31311289697935585,0.5080897092887043,0.998924248677784,1.0,0.03809215000278907,1.0,0.002349381963744255,True,2022:76/48(n29) 2023:–(n0) 2024:50/44(n2) 2025:67/52(n3) 2026:57/50(n21),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at 13:00,31,0.5806451612903226,15.672134292207279,306.13841822992765,24,0.5416666666666666,3.8022337717167467,685.5589077560094,16.50320833333338,"[[""dist_twap_pct"", "">="", 0.0383], [""vix_prev"", "">="", 15.236], [""atr14_pct"", "">="", 0.0876]]"
R0006,When India VIX change on the prior day (%) ≥ 0.773 AND opening gap vs prior close is positive AND 1-min Supertrend is down at 09:20,09:20,price at 13:00 is further in the move's direction than at 09:20,direction (continuation / reversal),subgroup,higher,31,0.7419,0.4559,1.627,16,0.4375,0.5125,0.854,"[0.231, 0.6682]",0.7861069465267366,1.0,0.8022005720006369,0.9293670512331573,0.998924248677784,1.0,0.03809215000278907,1.0,0.002349381963744255,False,2022:75/48(n12) 2023:78/44(n9) 2024:70/44(n10) 2025:50/52(n12) 2026:25/50(n4),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at 13:00,31,0.5806451612903226,32.413500930980526,266.5503960193107,16,0.3125,-27.050004156314223,812.8576506732587,-17.562662499999988,"[[""vix_chg"", "">="", 0.7733], [""gap_pct"", "">"", 0.0], [""supertrend_dir"", ""=="", -1.0]]"
R0007,"When distance from TWAP in the move's direction ≥ +0.03% (≈+7 pts at 25,000) AND prior-day range ≥ 0.99% (≈247 pts at 25,000) AND India VIX change on the prior day (%) ≤ -1.33 at 09:20",09:20,price at 13:00 is further in the move's direction than at 09:20,direction (continuation / reversal),subgroup,higher,45,0.7333,0.4559,1.609,22,0.7273,0.5125,1.419,"[0.5185, 0.8685]",0.02948525737131434,1.0,0.034220989711355725,0.08294963092129118,0.998924248677784,1.0,0.008100734154909122,1.0,0.0002989899514183824,True,2022:65/48(n23) 2023:89/44(n9) 2024:77/44(n13) 2025:82/52(n11) 2026:64/50(n11),True,WATCH,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at 13:00,45,0.5777777777777777,45.43709496074289,336.64703305093565,22,0.5909090909090909,25.368811127323134,119.62443504400937,35.685063636363836,"[[""twap_dir_pct"", "">="", 0.028], [""pdr_pct"", "">="", 0.9892], [""vix_chg"", ""<="", -1.3269]]"
R0008,"When price vs session TWAP (time-weighted VWAP) ≤ -0.01% (≈-3 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0504 AND 1-min RSI(14) > 50.7 at 09:20",09:20,price at 13:00 is further in the move's direction than at 09:20,direction (continuation / reversal),tree,lower,31,0.0645,0.4559,0.142,15,0.6667,0.5125,1.301,"[0.4171, 0.8482]",0.9120439780109945,0.8811881188118812,0.9283944510736126,0.983213908369607,0.998924248677784,1.0,0.0002925343732667448,1.0,4.522044492791232e-06,False,2022:0/48(n4) 2023:6/44(n18) 2024:11/44(n9) 2025:64/52(n11) 2026:75/50(n4),False,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at 13:00,31,0.8387096774193549,32.602604250864054,102.52929468192963,15,0.26666666666666666,-28.25465576909511,478.41501235288536,-18.48086666666689,"[[""dist_twap_pct"", ""<="", -0.0122], [""atr14_pct"", ""<="", 0.0504], [""rsi_14"", "">"", 50.734]]"
R0009,"When position in today's range so far (0 = at low, 1 = at high) ≤ 0.0756 AND 1-min ADX(14) > 30.7 AND position in today's range so far (0 = at low, 1 = at high) > 0.0158 at 09:20",09:20,price at 13:00 is further in the move's direction than at 09:20,direction (continuation / reversal),rulefit,lower,37,0.0811,0.4559,0.178,27,0.6296,0.5125,1.228,"[0.4423, 0.7847]",0.9440279860069966,0.6138613861386139,0.921571342000332,0.9814389832816433,0.998924248677784,1.0,0.00013060333302490878,1.0,1.6831714132719291e-06,False,2022:18/48(n11) 2023:0/44(n17) 2024:11/44(n9) 2025:59/52(n17) 2026:70/50(n10),False,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at 13:00,37,0.7567567567567568,34.02482461778701,169.8127244970899,27,0.25925925925925924,-36.21641458004225,977.8431936611407,-26.287533333333595,"[[""pos_rng"", ""<="", 0.0756], [""adx_14"", "">"", 30.6826], [""pos_rng"", "">"", 0.0158]]"
R0010,"When 1-min RSI(14) ≤ 75.9 AND 1-min ADX(14) > 49.5 AND CPR width ≤ 0.40% (≈100 pts at 25,000) at 09:20",09:20,price at 13:00 is further in the move's direction than at 09:20,direction (continuation / reversal),rulefit,lower,33,0.1212,0.4559,0.266,19,0.6316,0.5125,1.232,"[0.4104, 0.8085]",0.8895552223888056,1.0,0.8983108639842114,0.9766869796338407,0.998924248677784,1.0,0.0032026157706108805,1.0,9.006766396215167e-05,False,2022:6/48(n16) 2023:22/44(n9) 2024:12/44(n8) 2025:78/52(n9) 2026:50/50(n10),False,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at 13:00,33,0.7575757575757576,46.13611019126318,142.17312816177002,19,0.3684210526315789,-20.22165526264795,495.81280039200317,-9.132957894736473,"[[""rsi_14"", ""<="", 75.8611], [""adx_14"", "">"", 49.5064], [""cpr_width_pct"", ""<="", 0.4]]"
R0011,"When 1-min ATR(14) as % of price ≤ 0.0505 AND prior day's close-to-close return > +0.47% (≈+117 pts at 25,000) AND price vs prior-day low ≤ +1.12% (≈+279 pts at 25,000) at 09:20",09:20,price at 13:00 is further in the move's direction than at 09:20,direction (continuation / reversal),rulefit,lower,38,0.1316,0.4559,0.289,23,0.6087,0.5125,1.188,"[0.4079, 0.7784]",0.8600699650174912,1.0,0.8713304840693663,0.9652159143531606,0.998924248677784,1.0,0.001851936884622117,1.0,4.5006864110916816e-05,False,2022:0/48(n5) 2023:8/44(n24) 2024:33/44(n9) 2025:69/52(n16) 2026:43/50(n7),False,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at 13:00,38,0.7894736842105263,39.77898012022015,107.28360251724325,23,0.34782608695652173,-27.604823344139305,801.9846369923912,-18.03508695652177,"[[""atr14_pct"", ""<="", 0.0505], [""prevret_pct"", "">"", 0.47], [""dist_pdl_pct"", ""<="", 1.1152]]"
R0012,"When 1-min ADX(14) ≤ 31.9 AND 1-min EMA9 − EMA21 (as % of price) ≥ +0.05% (≈+14 pts at 25,000) AND expiry is 3+ trading days away at 09:20",09:20,price 30 min after 09:20 is further in the move's direction than at 09:20,direction (continuation / reversal),subgroup,higher,31,0.8065,0.502,1.606,16,0.625,0.5399,1.158,"[0.3864, 0.8152]",0.29185407296351823,1.0,0.3354901852202741,0.535720022695263,0.998924248677784,1.0,0.01948568112502125,1.0,0.0009503046072647685,True,2022:75/48(n8) 2023:91/54(n11) 2024:75/49(n12) 2025:58/54(n12) 2026:75/54(n4),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +30 min,31,0.7419354838709677,14.944767199117294,155.68549665026137,16,0.5625,-16.472096779133366,263.55354846613386,-7.052962500000376,"[[""adx_14"", ""<="", 31.9166], [""ema9_21_pct"", "">="", 0.0544], [""dte_cat"", ""=="", 3.0]]"
R0013,"When size of the move from the open to 09:20 (either direction) ≤ 0.09% (≈23 pts at 25,000) AND gap measured in the direction of the move so far ≤ -0.18% (≈-44 pts at 25,000) AND prior-day range ≥ 0.99% (≈247 pts at 25,000) at 09:20",09:20,price 30 min after 09:20 is further in the move's direction than at 09:20,direction (continuation / reversal),subgroup,higher,35,0.8,0.502,1.594,13,0.5385,0.5399,0.997,"[0.2914, 0.7679]",0.6126936531734133,1.0,0.6154317972729522,0.8040318641791795,0.998924248677784,1.0,0.013007066631579224,1.0,0.0005547339941637173,True,2022:67/48(n18) 2023:100/54(n5) 2024:92/49(n12) 2025:80/54(n5) 2026:38/54(n8),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +30 min,35,0.6285714285714286,16.151609044688197,123.37515163120037,13,0.46153846153846156,-13.871507775297856,285.6130672342663,-2.048184615385253,"[[""abs_mv_pct"", ""<="", 0.0911], [""gap_dir_pct"", ""<="", -0.1752], [""pdr_pct"", "">="", 0.9892]]"
R0014,"When range so far (high−low since 09:15) ≥ 0.27% (≈68 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) ≥ +0.01% (≈+3 pts at 25,000) AND CPR width ≥ 0.30% (≈76 pts at 25,000) at 09:20",09:20,price 30 min after 09:20 is further in the move's direction than at 09:20,direction (continuation / reversal),subgroup,higher,30,0.8,0.502,1.594,26,0.5769,0.5399,1.069,"[0.3895, 0.7446]",0.39480259870064965,1.0,0.4298902062817658,0.6387698045662278,0.998924248677784,1.0,0.02795020159041414,1.0,0.0015427704874358425,True,2022:82/48(n22) 2023:100/54(n3) 2024:60/49(n5) 2025:57/54(n7) 2026:58/54(n19),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +30 min,30,0.6333333333333333,18.288197248879293,168.98940428366285,26,0.5384615384615384,-5.308635316937854,364.9200751056577,4.940300000000207,"[[""rng_pct"", "">="", 0.2709], [""dist_twap_pct"", "">="", 0.0123], [""cpr_width_pct"", "">="", 0.3036]]"
R0015,"When distance from TWAP in the move's direction ≥ +0.03% (≈+7 pts at 25,000) AND prior-day range ≥ 0.99% (≈247 pts at 25,000) AND price is above the prior-day high at 09:20",09:20,price 30 min after 09:20 is further in the move's direction than at 09:20,direction (continuation / reversal),subgroup,higher,30,0.8,0.502,1.594,16,0.5,0.5399,0.926,"[0.28, 0.72]",0.7176411794102948,1.0,0.7167244848732224,0.866487810070612,0.998924248677784,1.0,0.02795020159041414,1.0,0.0015427704874358425,False,2022:81/48(n16) 2023:100/54(n5) 2024:67/49(n9) 2025:29/54(n7) 2026:67/54(n9),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +30 min,30,0.7,13.522797097364977,173.04755576420348,16,0.4375,-4.079232879306717,378.1795011540881,5.30918749999978,"[[""twap_dir_pct"", "">="", 0.028], [""pdr_pct"", "">="", 0.9892], [""pd_pos"", ""=="", 1.0]]"
R0016,"When CPR width ≥ 0.30% (≈76 pts at 25,000) AND 1-min ATR(14) as % of price ≥ 0.0876 AND price vs session TWAP (time-weighted VWAP) is positive at 09:20",09:20,price 30 min after 09:20 is further in the move's direction than at 09:20,direction (continuation / reversal),subgroup,higher,30,0.8,0.502,1.594,18,0.6111,0.5399,1.132,"[0.3862, 0.797]",0.3173413293353323,1.0,0.35837068985037884,0.5645645227464638,0.998924248677784,1.0,0.02795020159041414,1.0,0.0015427704874358425,True,2022:82/48(n22) 2023:100/54(n3) 2024:60/49(n5) 2025:67/54(n3) 2026:60/54(n15),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +30 min,30,0.6333333333333333,15.487385157453131,207.30307565884627,18,0.6111111111111112,4.4202952011623005,167.11404004448553,14.831555555555395,"[[""cpr_width_pct"", "">="", 0.3036], [""atr14_pct"", "">="", 0.0876], [""dist_twap_pct"", "">"", 0.0]]"
R0017,"When prior-day range ≥ 0.99% (≈247 pts at 25,000) AND the move from the open is DOWN AND expiry is 2 trading days away at 09:20",09:20,price 30 min after 09:20 is further in the move's direction than at 09:20,direction (continuation / reversal),subgroup,higher,34,0.7941,0.502,1.582,14,0.2857,0.5399,0.529,"[0.1172, 0.5465]",0.9940029985007496,1.0,0.9860657998423303,0.9998438728713133,0.998924248677784,1.0,0.018598833850486683,1.0,0.0008929498524204952,True,2022:86/48(n14) 2023:78/54(n9) 2024:73/49(n11) 2025:25/54(n8) 2026:33/54(n6),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +30 min,34,0.7352941176470589,13.372879958604997,108.58249475900436,14,0.2857142857142857,-46.28822054124372,677.6573679811794,-36.85005714285736,"[[""pdr_pct"", "">="", 0.9892], [""dir"", ""=="", -1.0], [""dte_cat"", ""=="", 2.0]]"
R0018,"When distance from TWAP in the move's direction ≥ +0.03% (≈+7 pts at 25,000) AND price vs prior-day low ≥ +1.04% (≈+260 pts at 25,000) AND CPR width ≥ 0.30% (≈76 pts at 25,000) at 09:20",09:20,price 30 min after 09:20 is further in the move's direction than at 09:20,direction (continuation / reversal),subgroup,higher,33,0.7879,0.502,1.569,14,0.5,0.5399,0.926,"[0.268, 0.732]",0.7371314342828585,1.0,0.7155958777122285,0.866487810070612,0.998924248677784,1.0,0.026387578603175584,1.0,0.0014279385331948044,True,2022:78/48(n18) 2023:100/54(n3) 2024:75/49(n12) 2025:40/54(n5) 2026:56/54(n9),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +30 min,33,0.6666666666666666,7.785311946639564,182.31463390110713,14,0.42857142857142855,13.13338182923221,122.96981980436084,23.23928571428587,"[[""twap_dir_pct"", "">="", 0.028], [""dist_pdl_pct"", "">="", 1.0416], [""cpr_width_pct"", "">="", 0.3036]]"
R0019,"When prior-day range ≥ 0.99% (≈247 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) ≥ +0.05% (≈+14 pts at 25,000) AND the move from the open is DOWN at 09:20",09:20,price 30 min after 09:20 is further in the move's direction than at 09:20,direction (continuation / reversal),subgroup,higher,45,0.7778,0.502,1.549,20,0.5,0.5399,0.926,"[0.2993, 0.7007]",0.8030984507746127,1.0,0.7204938804193592,0.8678067555980387,0.998924248677784,1.0,0.007575648483507641,1.0,0.0002742238384771098,False,2022:68/48(n19) 2023:89/54(n9) 2024:82/49(n17) 2025:50/54(n8) 2026:50/54(n12),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +30 min,45,0.7111111111111111,16.764265589326683,126.30099975190137,20,0.4,-8.399425331167642,376.05009725248397,1.7765999999995983,"[[""pdr_pct"", "">="", 0.9892], [""ema9_21_pct"", "">="", 0.0544], [""dir"", ""=="", -1.0]]"
R0020,"When price vs session TWAP (time-weighted VWAP) ≤ -0.01% (≈-3 pts at 25,000) AND prior-day range ≤ 0.78% (≈196 pts at 25,000) AND 1-min RSI(14) ≥ 64.6 at 09:20",09:20,price 30 min after 09:20 is further in the move's direction than at 09:20,direction (continuation / reversal),subgroup,lower,30,0.1,0.502,0.199,15,0.1333,0.5399,0.247,"[0.0374, 0.3788]",0.0009995002498750624,0.9900990099009901,0.0014317141233344756,0.005632952027806982,0.27488911168021934,1.0,0.0004472354993979275,1.0,7.636982208173057e-06,True,2022:0/48(n11) 2023:9/54(n11) 2024:25/49(n8) 2025:22/54(n9) 2026:0/54(n6),True,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at +30 min,30,0.8,17.021755076036595,78.256584368,15,0.7333333333333333,17.938688677413406,151.7145132198483,28.614360000000307,"[[""dist_twap_pct"", ""<="", -0.0102], [""pdr_pct"", ""<="", 0.7824], [""rsi_14"", "">="", 64.6078]]"
R0021,"When prior-day range ≤ 0.70% (≈176 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) > +0.04% (≈+11 pts at 25,000) at 09:20",09:20,price 30 min after 09:20 is further in the move's direction than at 09:20,direction (continuation / reversal),rulefit,lower,34,0.1471,0.502,0.293,30,0.5667,0.5399,1.05,"[0.392, 0.7262]",0.7716141929035483,1.0,0.6818149329695176,0.8529267887340684,0.998924248677784,1.0,0.0015145823626786115,1.0,3.490815251427069e-05,False,2022:12/48(n8) 2023:24/54(n17) 2024:0/49(n9) 2025:59/54(n17) 2026:54/54(n13),False,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at +30 min,34,0.8235294117647058,16.89264483809427,63.72170585109782,30,0.4,-15.188252678337266,542.4240439696712,-3.8353599999997336,"[[""pdr_pct"", ""<="", 0.7029], [""dist_twap_pct"", "">"", 0.0426]]"
R0022,"When gap measured in the direction of the move so far ≤ -0.18% (≈-44 pts at 25,000) AND range so far (high−low since 09:15) ≤ 0.18% (≈45 pts at 25,000) AND prior-day range ≤ 0.78% (≈196 pts at 25,000) at 09:20",09:20,price 30 min after 09:20 is further in the move's direction than at 09:20,direction (continuation / reversal),subgroup,lower,33,0.1818,0.502,0.362,9,0.3333,0.5399,0.617,"[0.1206, 0.6458]",0.1424287856071964,1.0,0.18195550520801704,0.3370015889275826,0.998924248677784,1.0,0.008064356395673657,1.0,0.00029684720705089047,True,2022:10/48(n10) 2023:15/54(n13) 2024:30/49(n10) 2025:43/54(n7) 2026:0/54(n2),True,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at +30 min,33,0.696969696969697,12.785409201013058,78.67614726786982,9,0.3333333333333333,-6.5479945292045585,140.36850877219857,3.2777777777777777,"[[""gap_dir_pct"", ""<="", -0.1752], [""rng_pct"", ""<="", 0.1815], [""pdr_pct"", ""<="", 0.7824]]"
R0023,"When size of the opening gap ≤ 0.11% (≈28 pts at 25,000) AND India VIX change on the prior day (%) ≤ -1.33 AND 1-min ATR(14) as % of price ≤ 0.0598 at 09:20",09:20,price 30 min after 09:20 is further in the move's direction than at 09:20,direction (continuation / reversal),subgroup,lower,37,0.1892,0.502,0.377,33,0.5455,0.5399,1.01,"[0.3799, 0.7016]",0.6191904047976012,1.0,0.5925215710367104,0.7867909385897303,0.998924248677784,1.0,0.005343931123057156,1.0,0.00017357817639688958,False,2022:0/48(n3) 2023:15/54(n20) 2024:29/49(n14) 2025:48/54(n23) 2026:70/54(n10),True,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at +30 min,37,0.6756756756756757,10.485765978332768,62.61159915549564,33,0.36363636363636365,-9.184213187331455,639.4629279455464,0.8148666666664102,"[[""abs_gap_pct"", ""<="", 0.1124], [""vix_chg"", ""<="", -1.3269], [""atr14_pct"", ""<="", 0.0598]]"
R0024,"When distance from TWAP in the move's direction > -0.01% (≈-2 pts at 25,000) AND distance from TWAP in the move's direction ≤ -0.00% (≈-1 pts at 25,000) AND 1-min ADX(14) > 22.7 at 09:20",09:20,price 60 min after 09:20 is further in the move's direction than at 09:20,direction (continuation / reversal),rulefit,higher,34,0.8235,0.4844,1.7,16,0.625,0.5376,1.163,"[0.3864, 0.8152]",0.3288355822088955,1.0,0.32877407311704254,0.5264718271330566,0.998924248677784,1.0,0.003335006100201986,1.0,9.52213122204377e-05,True,2022:75/53(n8) 2023:73/46(n11) 2024:93/46(n15) 2025:78/55(n9) 2026:43/52(n7),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +60 min,34,0.7647058823529411,26.02177159313687,83.5974376181465,16,0.5625,9.239277475718296,208.09198648629996,19.94459999999981,"[[""twap_dir_pct"", "">"", -0.0095], [""twap_dir_pct"", ""<="", -0.0028], [""adx_14"", "">"", 22.7419]]"
R0025,"When gap measured in the direction of the move so far ≤ -0.18% (≈-44 pts at 25,000) AND CPR width ≤ 0.13% (≈33 pts at 25,000) AND prior day's close-to-close return ≤ -0.10% (≈-25 pts at 25,000) at 09:20",09:20,price 60 min after 09:20 is further in the move's direction than at 09:20,direction (continuation / reversal),subgroup,higher,35,0.8,0.4844,1.652,22,0.4091,0.5376,0.761,"[0.2326, 0.6127]",0.9310344827586207,1.0,0.9225482068506905,0.9814389832816433,0.998924248677784,1.0,0.007172498231011514,1.0,0.00025503508581787714,False,2022:92/53(n12) 2023:69/46(n13) 2024:80/46(n10) 2025:50/55(n12) 2026:30/52(n10),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +60 min,35,0.6571428571428571,16.806080747382754,141.6892788223629,22,0.4090909090909091,-14.526562392878681,471.9428981333281,-4.3605363636366254,"[[""gap_dir_pct"", ""<="", -0.1752], [""cpr_width_pct"", ""<="", 0.1325], [""prevret_pct"", ""<="", -0.1019]]"
R0026,"When 1-min Bollinger %B ≤ 0.0162 AND prior day's close-to-close return > -0.77% (≈-193 pts at 25,000) AND price vs prior-day high ≤ -0.36% (≈-90 pts at 25,000) at 09:20",09:20,price 60 min after 09:20 is further in the move's direction than at 09:20,direction (continuation / reversal),rulefit,higher,42,0.7857,0.4844,1.622,35,0.6,0.5376,1.116,"[0.4357, 0.7445]",0.25787106446776614,1.0,0.28529377787404026,0.4748382741328204,0.998924248677784,1.0,0.004079254271141165,1.0,0.00012335825627498613,False,2022:77/53(n13) 2023:83/46(n18) 2024:73/46(n11) 2025:52/55(n23) 2026:75/52(n12),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +60 min,42,0.7142857142857143,18.167675097938474,193.25956412006025,35,0.5428571428571428,-1.7356259983931244,354.36379313600435,7.855508571428592,"[[""bb_pctb"", ""<="", 0.0162], [""prevret_pct"", "">"", -0.7722], [""dist_pdh_pct"", ""<="", -0.359]]"
R0027,When 1-min ADX(14) ≥ 42.7 AND 1-min ATR(14) as % of price ≥ 0.0692 AND prior day's close-to-close return is positive at 09:20,09:20,price 60 min after 09:20 is further in the move's direction than at 09:20,direction (continuation / reversal),subgroup,higher,31,0.7742,0.4844,1.598,15,0.4667,0.5376,0.868,"[0.2481, 0.6988]",0.7816091954022989,1.0,0.7911107253386199,0.9236433658174256,0.998924248677784,1.0,0.032537607033805815,1.0,0.001889201866169257,True,2022:75/53(n24) 2023:75/46(n4) 2024:100/46(n3) 2025:25/55(n4) 2026:55/52(n11),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +60 min,31,0.7096774193548387,17.746674839214418,129.9652906900971,15,0.3333333333333333,-10.3476096745937,287.2523269225129,1.1896533333330201,"[[""adx_14"", "">="", 42.7045], [""atr14_pct"", "">="", 0.0692], [""prevret_pct"", "">"", 0.0]]"
R0028,"When size of the move from the open to 09:20 (either direction) ≤ 0.09% (≈23 pts at 25,000) AND range so far (high−low since 09:15) ≤ 0.22% (≈56 pts at 25,000) AND price vs prior-day low ≥ +1.04% (≈+260 pts at 25,000) at 09:20",09:20,price 60 min after 09:20 is further in the move's direction than at 09:20,direction (continuation / reversal),subgroup,higher,34,0.7647,0.4844,1.579,3,0.3333,0.5376,0.62,"[0.0615, 0.7923]",0.9000499750124937,1.0,0.9011231657732136,0.97864996327549,0.998924248677784,1.0,0.02887402741046359,1.0,0.0016103750748898212,True,2022:62/53(n16) 2023:88/46(n8) 2024:90/46(n10) 2025:0/55(n2) 2026:100/52(n1),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +60 min,34,0.7058823529411765,8.572816848779743,191.63893260669005,3,0.3333333333333333,-11.75718075993823,68.92315796116375,-1.133333333331393,"[[""abs_mv_pct"", ""<="", 0.0911], [""rng_pct"", ""<="", 0.2235], [""dist_pdl_pct"", "">="", 1.0416]]"
R0029,"When move from the open to 09:20 ≤ -0.37% (≈-92 pts at 25,000) AND prior-day range ≤ 2.09% (≈522 pts at 25,000) at 09:20",09:20,price 60 min after 09:20 is further in the move's direction than at 09:20,direction (continuation / reversal),rulefit,higher,30,0.7667,0.4844,1.583,20,0.7,0.5376,1.302,"[0.481, 0.8545]",0.0814592703648176,1.0,0.10784507212191288,0.21975976960691682,0.998924248677784,1.0,0.04622475323668716,1.0,0.0030584604526092216,True,2022:86/53(n14) 2023:78/46(n9) 2024:57/46(n7) 2025:62/55(n8) 2026:75/52(n12),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +60 min,30,0.6666666666666666,4.211393306880532,164.5035928409538,20,0.6,9.897661146951867,249.68414213573334,19.61718000000019,"[[""mv_pct"", ""<="", -0.3695], [""pdr_pct"", ""<="", 2.0899]]"
R0030,"When prior-day range ≥ 0.99% (≈247 pts at 25,000) AND India VIX (prior day's close) ≤ 13.7 AND 1-min Supertrend is up at 09:20",09:20,price 60 min after 09:20 is further in the move's direction than at 09:20,direction (continuation / reversal),subgroup,higher,30,0.7667,0.4844,1.583,28,0.5714,0.5376,1.063,"[0.3907, 0.7349]",0.4357821089455272,1.0,0.43468782102405523,0.6401766091445177,0.998924248677784,1.0,0.04622475323668716,1.0,0.0030584604526092216,False,2022:100/53(n1) 2023:83/46(n18) 2024:64/46(n11) 2025:50/55(n18) 2026:70/52(n10),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +60 min,30,0.7333333333333333,17.53227933969988,109.53150375249999,28,0.5357142857142857,-8.87573997584806,413.6334982601241,0.32389285714309934,"[[""pdr_pct"", "">="", 0.9892], [""vix_prev"", ""<="", 13.684], [""supertrend_dir"", ""=="", 1.0]]"
R0031,"When range so far (high−low since 09:15) ≤ 0.22% (≈56 pts at 25,000) AND price vs prior-day low ≥ +1.04% (≈+260 pts at 25,000) AND prior day's close-to-close return ≥ +0.25% (≈+62 pts at 25,000) at 09:20",09:20,price 60 min after 09:20 is further in the move's direction than at 09:20,direction (continuation / reversal),subgroup,higher,41,0.7561,0.4844,1.561,7,0.4286,0.5376,0.797,"[0.1582, 0.7495]",0.8530734632683659,1.0,0.8303753829937432,0.9436916461192655,0.998924248677784,1.0,0.01579916055055009,1.0,0.0007207702101878546,True,2022:71/53(n17) 2023:90/46(n10) 2024:71/46(n14) 2025:33/55(n6) 2026:100/52(n1),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +60 min,41,0.6829268292682927,6.970711761148604,145.5476051004042,7,0.2857142857142857,-20.842845821999962,202.31163946481618,-11.530057142856615,"[[""rng_pct"", ""<="", 0.2235], [""dist_pdl_pct"", "">="", 1.0416], [""prevret_pct"", "">="", 0.2487]]"
R0032,When India VIX (prior day's close) ≤ 12.1 AND India VIX change on the prior day (%) ≤ -1.33 AND price is inside the prior-day range at 09:20,09:20,price 60 min after 09:20 is further in the move's direction than at 09:20,direction (continuation / reversal),subgroup,lower,32,0.125,0.4844,0.258,39,0.5897,0.5376,1.097,"[0.4342, 0.7292]",0.7876061969015492,1.0,0.7915585635040283,0.9236433658174256,0.998924248677784,1.0,0.0017063087197587816,1.0,4.057797362001979e-05,False,2022:–(n0) 2023:15/46(n27) 2024:0/46(n5) 2025:60/55(n25) 2026:57/52(n14),False,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at +60 min,32,0.71875,18.465069540560584,81.68830728615478,39,0.2564102564102564,-18.217467829228084,710.4812453398953,-8.030769230769437,"[[""vix_prev"", ""<="", 12.09], [""vix_chg"", ""<="", -1.3269], [""pd_pos"", ""=="", 0.0]]"
R0033,"When opening-range size ≤ 0.14% (≈35 pts at 25,000) AND India VIX (prior day's close) > 11.2 AND move from the open to 09:20 ≤ +0.09% (≈+23 pts at 25,000) at 09:20",09:20,price 60 min after 09:20 is further in the move's direction than at 09:20,direction (continuation / reversal),rulefit,lower,38,0.1316,0.4844,0.272,6,0.3333,0.5376,0.62,"[0.0968, 0.7]",0.24987506246876562,1.0,0.27617616851953936,0.4644346640155575,0.998924248677784,1.0,0.0005610682753042964,1.0,1.011649028987783e-05,False,2022:20/53(n5) 2023:12/46(n25) 2024:12/46(n8) 2025:33/55(n6) 2026:–(n0),True,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at +60 min,38,0.7894736842105263,20.175818010523653,53.890729904197826,6,0.6666666666666666,4.312632480333092,67.91253924773187,12.516666666666424,"[[""or_rng_pct"", ""<="", 0.1416], [""vix_prev"", "">"", 11.215], [""mv_pct"", ""<="", 0.0918]]"
R0034,"When size of the opening gap > 0.04% (≈10 pts at 25,000) AND size of the opening gap ≤ 0.11% (≈26 pts at 25,000) AND 1-min ADX(14) ≤ 35.4 at 09:20",09:20,price 60 min after 09:20 is further in the move's direction than at 09:20,direction (continuation / reversal),rulefit,lower,50,0.14,0.4844,0.289,39,0.641,0.5376,1.192,"[0.4842, 0.7726]",0.9265367316341829,0.27722772277227725,0.9284610642435461,0.983213908369607,0.998924248677784,1.0,5.8455010685825694e-05,1.0,6.373982203979028e-07,False,2022:18/53(n11) 2023:17/46(n18) 2024:10/46(n21) 2025:65/55(n26) 2026:62/52(n13),False,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at +60 min,50,0.74,26.3262691879773,155.53699570708147,39,0.3076923076923077,-24.842564471160305,968.8600143752519,-14.983738461538731,"[[""abs_gap_pct"", "">"", 0.0392], [""abs_gap_pct"", ""<="", 0.1051], [""adx_14"", ""<="", 35.3585]]"
R0035,"When India VIX (prior day's close) ≤ 11 AND range so far (high−low since 09:15) > 0.14% (≈34 pts at 25,000) AND prior-day range ≤ 0.93% (≈234 pts at 25,000) at 09:20",09:20,price 60 min after 09:20 is further in the move's direction than at 09:20,direction (continuation / reversal),rulefit,lower,32,0.1562,0.4844,0.323,52,0.6538,0.5376,1.216,"[0.518, 0.7685]",0.967016491754123,1.0,0.9668176709197475,0.9992166154187662,0.998924248677784,1.0,0.00649985894662874,1.0,0.00022405280233673115,False,2022:–(n0) 2023:13/46(n30) 2024:50/46(n2) 2025:64/55(n42) 2026:70/52(n10),True,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at +60 min,32,0.75,15.922033502768054,109.75846637841948,52,0.2692307692307692,-20.67146334860526,1074.9160941274738,-11.591346153846434,"[[""vix_prev"", ""<="", 10.975], [""rng_pct"", "">"", 0.137], [""pdr_pct"", ""<="", 0.9341]]"
R0036,"When size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND India VIX change on the prior day (%) ≥ 3.36 AND 1-min ATR(14) as % of price ≤ 0.0598 at 09:20",09:20,the close is further in the move's direction than the 09:20 price (continuation to close),direction (continuation / reversal),subgroup,higher,33,0.8182,0.4803,1.703,21,0.4762,0.5194,0.917,"[0.2834, 0.6763]",0.7341329335332334,1.0,0.7305530664160466,0.8740149541073053,0.998924248677784,1.0,0.004408817166500305,1.0,0.00013568359329551005,False,2022:100/54(n1) 2023:67/42(n12) 2024:90/48(n20) 2025:55/54(n11) 2026:40/50(n10),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,33,0.6363636363636364,42.153257546871906,361.1088861992995,21,0.47619047619047616,24.28623062745389,543.3638754699382,34.803019047619486,"[[""abs_gap_pct"", ""<="", 0.2212], [""vix_chg"", "">="", 3.3595], [""atr14_pct"", ""<="", 0.0598]]"
R0037,"When CPR width ≤ 0.11% (≈27 pts at 25,000) AND prior-day range > 0.87% (≈218 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) ≤ 0.917 at 09:20",09:20,the close is further in the move's direction than the 09:20 price (continuation to close),direction (continuation / reversal),rulefit,higher,47,0.8085,0.4803,1.683,26,0.5385,0.5194,1.037,"[0.3546, 0.7124]",0.4862568715642179,0.9900990099009901,0.5015609886180988,0.7127445627730878,0.998924248677784,1.0,0.0004407377524380784,1.0,7.510672568092147e-06,False,2022:80/54(n20) 2023:83/42(n12) 2024:80/48(n15) 2025:62/54(n16) 2026:40/50(n10),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,47,0.6808510638297872,55.66426549524466,247.70498387987305,26,0.34615384615384615,-15.041428435591477,793.6379454162161,-5.644500000000055,"[[""cpr_width_pct"", ""<="", 0.1096], [""pdr_pct"", "">"", 0.8739], [""pos_rng"", ""<="", 0.9168]]"
R0038,"When distance from TWAP in the move's direction > -0.01% (≈-3 pts at 25,000) AND prior-day range ≤ 0.44% (≈111 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) > -0.02% (≈-5 pts at 25,000) at 09:20",09:20,the close is further in the move's direction than the 09:20 price (continuation to close),direction (continuation / reversal),rulefit,higher,36,0.8056,0.4803,1.677,16,0.5,0.5194,0.963,"[0.28, 0.72]",0.6391804097951025,1.0,0.6576439521130495,0.8366883788663405,0.998924248677784,1.0,0.004130291002380525,1.0,0.0001252546484630753,True,2022:100/54(n1) 2023:79/42(n19) 2024:81/48(n16) 2025:56/54(n9) 2026:43/50(n7),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,36,0.6111111111111112,19.346352044372857,302.93744329389347,16,0.5,7.335460511448668,256.46804262951537,18.422312499999634,"[[""twap_dir_pct"", "">"", -0.0135], [""pdr_pct"", ""<="", 0.4437], [""dist_twap_pct"", "">"", -0.0185]]"
R0039,"When CPR width > 0.13% (≈32 pts at 25,000) AND India VIX change on the prior day (%) > 3.09 AND (it is Thursday or it is Friday) at 09:20",09:20,the close is further in the move's direction than the 09:20 price (continuation to close),direction (continuation / reversal),rulefit,higher,40,0.8,0.4803,1.666,21,0.5714,0.5194,1.1,"[0.3655, 0.7553]",0.351824087956022,1.0,0.39918719345069337,0.6139397975222689,0.998924248677784,1.0,0.0025351265986025937,1.0,6.718797830488439e-05,True,2022:77/54(n13) 2023:92/42(n13) 2024:71/48(n14) 2025:71/54(n7) 2026:50/50(n14),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,40,0.575,27.73536169891467,353.38325805481503,21,0.47619047619047616,-0.1817999307535044,633.8457746053004,10.98866666666661,"[[""cpr_width_pct"", "">"", 0.1269], [""vix_chg"", "">"", 3.0946], [""dow"", "">"", 2.5]]"
R0040,"When India VIX change on the prior day (%) > 3.25 AND size of the move from the open to 09:20 (either direction) ≤ 0.05% (≈14 pts at 25,000) at 09:20",09:20,the close is further in the move's direction than the 09:20 price (continuation to close),direction (continuation / reversal),tree,higher,30,0.8,0.4803,1.666,14,0.5,0.5194,0.963,"[0.268, 0.732]",0.6746626686656672,1.0,0.6602538070400004,0.8378155358262146,0.998924248677784,1.0,0.015035076662322037,1.0,0.0006741430462287846,True,2022:100/54(n4) 2023:82/42(n11) 2024:73/48(n15) 2025:57/54(n7) 2026:43/50(n7),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,30,0.6666666666666666,33.69675812372752,209.69614195282247,14,0.35714285714285715,0.8605704060475757,545.1671769804511,11.42162857142882,"[[""vix_chg"", "">"", 3.2492], [""abs_mv_pct"", ""<="", 0.0546]]"
R0041,"When India VIX change on the prior day (%) > 3.15 AND CPR width > 0.06% (≈15 pts at 25,000) AND prior day's close-to-close return > -0.26% (≈-65 pts at 25,000) at 09:20",09:20,the close is further in the move's direction than the 09:20 price (continuation to close),direction (continuation / reversal),rulefit,higher,45,0.7778,0.4803,1.619,18,0.6111,0.5194,1.177,"[0.3862, 0.797]",0.3148425787106447,1.0,0.2949386667644214,0.4875516736309823,0.998924248677784,1.0,0.0031175916837389546,1.0,8.690827367507161e-05,True,2022:100/54(n7) 2023:67/42(n18) 2024:80/48(n20) 2025:67/54(n12) 2026:50/50(n6),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,45,0.5555555555555556,18.283493655312824,380.49824626105385,18,0.4444444444444444,22.684865849023335,270.80007003572916,32.1705444444439,"[[""vix_chg"", "">"", 3.1483], [""cpr_width_pct"", "">"", 0.0582], [""prevret_pct"", "">"", -0.2597]]"
R0042,"When India VIX change on the prior day (%) > 3.64 AND 1-min ATR(14) as % of price ≤ 0.0639 AND 1-min EMA9 − EMA21 (as % of price) > -0.04% (≈-11 pts at 25,000) at 09:20",09:20,the close is further in the move's direction than the 09:20 price (continuation to close),direction (continuation / reversal),rulefit,higher,43,0.7674,0.4803,1.598,24,0.625,0.5194,1.203,"[0.4271, 0.7884]",0.2193903048475762,1.0,0.2033781138063775,0.3667597896471223,0.998924248677784,1.0,0.006646568556995267,1.0,0.00023058806957608718,True,2022:–(n0) 2023:71/42(n17) 2024:81/48(n26) 2025:67/54(n15) 2026:56/50(n9),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,43,0.6511627906976745,33.12461062709296,197.1606446990148,24,0.5833333333333334,48.11826485352184,430.21110012436293,58.11909166666692,"[[""vix_chg"", "">"", 3.6423], [""atr14_pct"", ""<="", 0.0639], [""ema9_21_pct"", "">"", -0.0438]]"
R0043,"When India VIX (prior day's close) > 13.8 AND prior day's close-to-close return > +0.70% (≈+174 pts at 25,000) AND price vs prior-day high ≤ +0.04% (≈+10 pts at 25,000) at 09:20",09:20,the close is further in the move's direction than the 09:20 price (continuation to close),direction (continuation / reversal),rulefit,higher,54,0.7407,0.4803,1.542,26,0.3462,0.5194,0.666,"[0.1941, 0.5378]",0.9725137431284357,1.0,0.9758632006137073,0.9992166154187662,0.998924248677784,1.0,0.0054503859269254395,1.0,0.00017827543626019944,False,2022:70/54(n33) 2023:67/42(n3) 2024:83/48(n18) 2025:40/54(n10) 2026:31/50(n16),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,54,0.5370370370370371,41.404012641934465,462.42628868985724,26,0.23076923076923078,-51.67214958264307,1527.1545276761326,-40.66156153846168,"[[""vix_prev"", "">"", 13.785], [""prevret_pct"", "">"", 0.6963], [""dist_pdh_pct"", ""<="", 0.0404]]"
R0044,"When India VIX (prior day's close) ≤ 13.8 AND opening-range size > 0.34% (≈84 pts at 25,000) AND size of the move from the open to 09:20 (either direction) > 0.09% (≈22 pts at 25,000) at 09:20",09:20,the close is further in the move's direction than the 09:20 price (continuation to close),direction (continuation / reversal),rulefit,lower,32,0.125,0.4803,0.26,54,0.6481,0.5194,1.248,"[0.5148, 0.7618]",0.9865067466266867,1.0,0.9796300389777406,0.9992166154187662,0.998924248677784,1.0,0.001976739291290568,1.0,4.9019507160956785e-05,False,2022:50/54(n2) 2023:12/42(n17) 2024:8/48(n13) 2025:68/54(n28) 2026:62/50(n26),False,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,32,0.71875,58.982950027564726,183.2164576146843,54,0.25925925925925924,-47.68355527665923,2574.911984939598,-37.812618518518626,"[[""vix_prev"", ""<="", 13.785], [""or_rng_pct"", "">"", 0.338], [""abs_mv_pct"", "">"", 0.0869]]"
R0045,"When size of the move from the open to 09:20 (either direction) ≤ 0.09% (≈23 pts at 25,000) AND 1-min ADX(14) ≥ 42.7 AND price vs session TWAP (time-weighted VWAP) is negative at 09:20",09:20,the close is further in the move's direction than the 09:20 price (continuation to close),direction (continuation / reversal),subgroup,lower,31,0.1613,0.4803,0.336,7,0.2857,0.5194,0.55,"[0.0822, 0.6411]",0.19090454772613694,1.0,0.19604058324467943,0.3562015690736782,0.998924248677784,1.0,0.01080376922619933,1.0,0.00043614159278926594,True,2022:7/54(n15) 2023:20/42(n10) 2024:33/48(n6) 2025:0/54(n2) 2026:40/50(n5),True,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,31,0.7096774193548387,57.413939180034234,141.7040696508028,7,0.5714285714285714,7.33197305395923,205.32945228714726,20.399714285714644,"[[""abs_mv_pct"", ""<="", 0.0911], [""adx_14"", "">="", 42.7045], [""dist_twap_pct"", ""<"", 0.0]]"
R0046,When India VIX (prior day's close) ≤ 12.1 AND India VIX change on the prior day (%) ≤ -1.33 AND 1-min EMA9 − EMA21 (as % of price) is positive at 09:20,09:20,the close is further in the move's direction than the 09:20 price (continuation to close),direction (continuation / reversal),subgroup,lower,36,0.1667,0.4803,0.347,39,0.641,0.5194,1.234,"[0.4842, 0.7726]",0.9615192403798101,1.0,0.9546364305836175,0.9934760284017946,0.998924248677784,1.0,0.005429371370261374,1.0,0.0001772585939963893,False,2022:–(n0) 2023:12/42(n32) 2024:50/48(n4) 2025:63/54(n27) 2026:67/50(n12),False,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,36,0.8333333333333334,33.88561287884418,122.27249129820916,39,0.3333333333333333,-24.185153971727424,971.6766086509074,-14.356682051281846,"[[""vix_prev"", ""<="", 12.09], [""vix_chg"", ""<="", -1.3269], [""ema9_21_pct"", "">"", 0.0]]"
R0047,"When 1-min ADX(14) > 51 AND size of the opening gap > 0.09% (≈22 pts at 25,000) AND CPR width ≤ 0.43% (≈107 pts at 25,000) at 09:20",09:20,the close is further in the move's direction than the 09:20 price (continuation to close),direction (continuation / reversal),rulefit,lower,36,0.1667,0.4803,0.347,16,0.5625,0.5194,1.083,"[0.3318, 0.769]",0.7286356821589205,1.0,0.7227667381151126,0.8686853898823749,0.998924248677784,1.0,0.005429371370261374,1.0,0.0001772585939963893,True,2022:7/54(n15) 2023:21/42(n14) 2024:29/48(n7) 2025:75/54(n8) 2026:38/50(n8),True,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,36,0.6666666666666666,40.31801438993438,174.54501264031023,16,0.3125,-10.1083329941561,486.5561371143193,0.22680000000059408,"[[""adx_14"", "">"", 50.9611], [""abs_gap_pct"", "">"", 0.0896], [""cpr_width_pct"", ""<="", 0.4286]]"
R0048,"When size of the move from the open to 09:20 (either direction) > 0.15% (≈37 pts at 25,000) AND (it is not expiry day) AND India VIX change on the prior day (%) ≤ -3.54 at 09:20",09:20,the day closes on the same side of the open as the move so far,level / structure,tree,higher,37,0.8919,0.5712,1.561,31,0.6452,0.6446,1.001,"[0.4695, 0.7888]",0.5897051474262869,1.0,0.578817805783764,0.7770868884279263,0.6210672806584913,1.0,0.0019940800916116953,1.0,4.954980631236358e-05,False,2022:87/60(n15) 2023:100/52(n10) 2024:83/59(n12) 2025:60/64(n10) 2026:67/65(n21),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,37,0.4594594594594595,33.94996478349764,295.8685973764719,31,0.3870967741935484,-21.784467362708124,813.7320286042931,-10.320154838709817,"[[""abs_mv_pct"", "">"", 0.1498], [""is_expiry"", ""<="", 0.5], [""vix_chg"", ""<="", -3.5374]]"
R0049,"When size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND India VIX change on the prior day (%) ≥ 3.36 AND 1-min ATR(14) as % of price ≤ 0.0598 at 09:20",09:20,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,33,0.8788,0.5712,1.538,21,0.619,0.6446,0.96,"[0.4088, 0.7925]",0.6746626686656672,1.0,0.6875597163658329,0.8548274883616691,0.7206508257096431,1.0,0.00801873156191866,1.0,0.00029482334602149834,False,2022:100/60(n1) 2023:83/52(n12) 2024:90/59(n20) 2025:64/64(n11) 2026:60/65(n10),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,33,0.6363636363636364,42.153257546871906,361.1088861992995,21,0.47619047619047616,24.28623062745389,543.3638754699382,34.803019047619486,"[[""abs_gap_pct"", ""<="", 0.2212], [""vix_chg"", "">="", 3.3595], [""atr14_pct"", ""<="", 0.0598]]"
R0050,"When size of the move from the open to 09:20 (either direction) ≥ 0.22% (≈54 pts at 25,000) AND gap measured in the direction of the move so far ≤ -0.18% (≈-44 pts at 25,000) AND 1-min RSI(14) ≤ 48.9 at 09:20",09:20,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,38,0.8684,0.5712,1.52,21,0.8095,0.6446,1.256,"[0.6, 0.9233]",0.05897051474262868,1.0,0.08434944558878886,0.18058956192137174,0.11375567432616479,1.0,0.005226623940830401,1.0,0.0001687822537148559,True,2022:95/60(n19) 2023:86/52(n7) 2024:75/59(n12) 2025:91/64(n11) 2026:70/65(n10),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,38,0.47368421052631576,10.320529428861516,621.5243546645055,21,0.38095238095238093,-24.912027974617814,572.7418066676483,-14.168000000000617,"[[""abs_mv_pct"", "">="", 0.2166], [""gap_dir_pct"", ""<="", -0.1752], [""rsi_14"", ""<="", 48.8818]]"
R0051,"When size of the move from the open to 09:20 (either direction) ≥ 0.14% (≈35 pts at 25,000) AND India VIX change on the prior day (%) ≤ -3.31 AND expiry is 3+ trading days away at 09:20",09:20,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,30,0.8667,0.5712,1.517,16,0.5625,0.6446,0.873,"[0.3318, 0.769]",0.8270864567716142,1.0,0.8290635844135766,0.9436916461192655,0.8448689560401786,1.0,0.021488957887442785,1.0,0.0010819470494628195,False,2022:86/60(n14) 2023:86/52(n7) 2024:89/59(n9) 2025:71/64(n7) 2026:44/65(n9),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,30,0.43333333333333335,8.950079538066877,376.1644210968005,16,0.3125,-29.626393464737127,742.5954310192968,-19.33681250000018,"[[""abs_mv_pct"", "">="", 0.1409], [""vix_chg"", ""<="", -3.3112], [""dte_cat"", ""=="", 3.0]]"
R0052,"When move from the open to 09:20 ≥ +0.12% (≈+29 pts at 25,000) AND price vs prior-day high ≥ -0.16% (≈-40 pts at 25,000) AND expiry is 3+ trading days away at 09:20",09:20,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,30,0.8667,0.5712,1.517,22,0.7273,0.6446,1.128,"[0.5185, 0.8685]",0.2128935532233883,1.0,0.28410354525439996,0.47448220960013193,0.33477531985889214,1.0,0.021488957887442785,1.0,0.0010819470494628195,True,2022:92/60(n13) 2023:83/52(n6) 2024:82/59(n11) 2025:77/64(n13) 2026:67/65(n9),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,30,0.5333333333333333,31.776644408038592,164.35190655716121,22,0.4090909090909091,13.965607783151201,280.9526162209566,23.990481818181333,"[[""mv_pct"", "">="", 0.1156], [""dist_pdh_pct"", "">="", -0.1596], [""dte_cat"", ""=="", 3.0]]"
R0053,"When India VIX change on the prior day (%) > 3.25 AND prior day's close-to-close return ≤ +1.20% (≈+300 pts at 25,000) AND prior day's close-to-close return > -0.25% (≈-62 pts at 25,000) at 09:20",09:20,the day closes on the same side of the open as the move so far,level / structure,rulefit,higher,54,0.8519,0.5712,1.491,18,0.7222,0.6446,1.12,"[0.4913, 0.875]",0.33483258370814595,1.0,0.3373874122491497,0.5376074831248746,0.38671305731481487,1.0,0.0009619022877723764,1.0,1.9787285905015075e-05,True,2022:100/60(n9) 2023:81/52(n21) 2024:83/59(n24) 2025:82/64(n11) 2026:57/65(n7),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,54,0.5185185185185185,21.984943889014104,380.669497264859,18,0.3888888888888889,8.25561855189117,492.93032220583336,18.145522222221594,"[[""vix_chg"", "">"", 3.2492], [""prevret_pct"", ""<="", 1.1983], [""prevret_pct"", "">"", -0.249]]"
R0054,"When size of the move from the open to 09:20 (either direction) ≥ 0.14% (≈35 pts at 25,000) AND opening gap vs prior close is positive AND it is Friday at 09:20",09:20,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,35,0.8571,0.5712,1.501,14,0.9286,0.6446,1.44,"[0.6853, 0.9873]",0.01899050474762619,1.0,0.018659049976445834,0.04982581477226745,0.03064670778254232,1.0,0.013764886989076571,1.0,0.0005980327253831576,True,2022:87/60(n15) 2023:60/52(n5) 2024:93/59(n15) 2025:86/64(n7) 2026:100/65(n7),True,WATCH,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,35,0.42857142857142855,18.543699307943537,294.0372554213011,14,0.5714285714285714,23.62551829564518,259.39513497054406,34.35668571428557,"[[""abs_mv_pct"", "">="", 0.1409], [""gap_pct"", "">"", 0.0], [""dow"", ""=="", 4.0]]"
R0055,When India VIX change on the prior day (%) is positive AND price is inside the CPR at 09:20,09:20,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,44,0.8409,0.5712,1.472,26,0.6923,0.6446,1.074,"[0.5001, 0.835]",0.37231384307846077,1.0,0.38839555819851473,0.6011472652371915,0.4391857465783205,1.0,0.0074456651810433485,1.0,0.0002678243505198135,True,2022:80/60(n15) 2023:92/52(n13) 2024:81/59(n16) 2025:68/64(n19) 2026:71/65(n7),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,44,0.5,2.618592600157673,536.0830597426124,26,0.4230769230769231,-0.793774128500153,597.4260849984472,8.646769230769468,"[[""vix_chg"", "">"", 0.0], [""cpr_pos"", ""=="", 0.0]]"
R0056,When India VIX (prior day's close) ≤ 12.1 AND India VIX change on the prior day (%) ≤ -1.33 AND 1-min EMA9 − EMA21 (as % of price) is positive at 09:20,09:20,the day closes on the same side of the open as the move so far,level / structure,subgroup,lower,36,0.1944,0.5712,0.34,39,0.7179,0.6446,1.114,"[0.5622, 0.8346]",0.8895552223888056,1.0,0.8705838900247976,0.9652159143531606,0.8856458950425278,1.0,0.0004926744429329188,1.0,8.614702366060748e-06,False,2022:–(n0) 2023:12/52(n32) 2024:75/59(n4) 2025:67/64(n27) 2026:83/65(n12),False,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,36,0.8333333333333334,33.88561287884418,122.27249129820916,39,0.3333333333333333,-24.185153971727424,971.6766086509074,-14.356682051281846,"[[""vix_prev"", ""<="", 12.09], [""vix_chg"", ""<="", -1.3269], [""ema9_21_pct"", "">"", 0.0]]"
R0057,"When size of the move from the open to 09:20 (either direction) ≤ 0.04% (≈9 pts at 25,000) AND 1-min ADX(14) > 41.6 at 09:20",09:20,the day closes on the same side of the open as the move so far,level / structure,rulefit,lower,30,0.2,0.5712,0.35,12,0.5833,0.6446,0.905,"[0.3195, 0.8067]",0.45327336331834084,1.0,0.43227308001556364,0.6387698045662278,0.4805294633412178,1.0,0.00275034811511031,1.0,7.435954051467956e-05,True,2022:18/60(n11) 2023:27/52(n15) 2024:0/59(n4) 2025:75/64(n4) 2026:50/65(n8),False,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,30,0.6666666666666666,27.13835140264663,260.06495499764117,12,0.4166666666666667,3.4036247027088407,250.30899065737435,15.680399999999585,"[[""abs_mv_pct"", ""<="", 0.0372], [""adx_14"", "">"", 41.6369]]"
R0058,"When size of the move from the open to 09:20 (either direction) ≤ 0.09% (≈23 pts at 25,000) AND 1-min ADX(14) ≥ 42.7 AND price vs session TWAP (time-weighted VWAP) is negative at 09:20",09:20,the day closes on the same side of the open as the move so far,level / structure,subgroup,lower,31,0.2258,0.5712,0.395,7,0.2857,0.6446,0.443,"[0.0822, 0.6411]",0.05997001499250375,1.0,0.059251362343630466,0.13239614758162946,0.08295190728108265,1.0,0.005825528749203834,1.0,0.00019479021488270467,True,2022:13/60(n15) 2023:30/52(n10) 2024:33/59(n6) 2025:0/64(n2) 2026:40/65(n5),True,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,31,0.7096774193548387,57.413939180034234,141.7040696508028,7,0.5714285714285714,7.33197305395923,205.32945228714726,20.399714285714644,"[[""abs_mv_pct"", ""<="", 0.0911], [""adx_14"", "">="", 42.7045], [""dist_twap_pct"", ""<"", 0.0]]"
R0059,"When India VIX change on the prior day (%) ≤ 3.25 AND prior-day range ≤ 0.62% (≈154 pts at 25,000) AND prior day's close-to-close return > +0.46% (≈+115 pts at 25,000) at 09:20",09:20,the day closes on the same side of the open as the move so far,level / structure,rulefit,lower,34,0.2353,0.5712,0.412,21,0.7619,0.6446,1.182,"[0.5491, 0.8937]",0.9095452273863068,1.0,0.9156505544112111,0.9814389832816433,0.928280217230676,1.0,0.00459613252203683,1.0,0.0001434166240251388,False,2022:22/60(n9) 2023:12/52(n16) 2024:44/59(n9) 2025:100/64(n11) 2026:50/65(n10),False,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,34,0.7941176470588235,34.44454379658063,194.2570368719621,21,0.42857142857142855,2.0375418499961873,553.0415444612323,13.364914285714415,"[[""vix_chg"", ""<="", 3.2492], [""pdr_pct"", ""<="", 0.6176], [""prevret_pct"", "">"", 0.4609]]"
R0060,"When price vs session TWAP (time-weighted VWAP) ≤ -0.04% (≈-10 pts at 25,000) AND CPR width ≤ 0.58% (≈146 pts at 25,000) AND 1-min ADX(14) ≤ 28.8 at 09:20",09:20,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,34,0.5882,0.251,2.343,32,0.3125,0.3462,0.903,"[0.1795, 0.4857]",0.7341329335332334,1.0,0.716685236924005,0.866487810070612,0.7445422602673409,1.0,0.002365680662774461,1.0,6.130074036735347e-05,False,2022:67/30(n12) 2023:18/18(n11) 2024:91/28(n11) 2025:33/36(n24) 2026:25/34(n8),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,34,0.5882352941176471,42.85638119096823,537.9035923086719,32,0.40625,-21.4581872464459,1355.8882907262487,-12.106787500000564,"[[""dist_twap_pct"", ""<="", -0.0389], [""cpr_width_pct"", ""<="", 0.585], [""adx_14"", ""<="", 28.8091]]"
R0061,"When size of the move from the open to 09:20 (either direction) ≥ 0.14% (≈35 pts at 25,000) AND India VIX (prior day's close) ≥ 15.2 AND it is Tuesday at 09:20",09:20,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,31,0.5806,0.251,2.313,19,0.3158,0.3462,0.912,"[0.1536, 0.5399]",0.6911544227886057,1.0,0.6912275176779045,0.8556887864597502,0.7232060149370245,1.0,0.005799133767946204,1.0,0.00019369431498369695,True,2022:61/30(n23) 2023:0/18(n1) 2024:57/28(n7) 2025:36/36(n11) 2026:25/34(n8),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,31,0.5161290322580645,60.305869726972574,342.52551519449503,19,0.21052631578947367,-40.957541253696576,999.9737035888803,-31.12950526315858,"[[""abs_mv_pct"", "">="", 0.1409], [""vix_prev"", "">="", 15.236], [""dow"", ""=="", 1.0]]"
R0062,"When size of the move from the open to 09:20 (either direction) ≥ 0.14% (≈35 pts at 25,000) AND India VIX change on the prior day (%) ≥ 3.36 AND 1-min EMA9 − EMA21 (as % of price) ≥ +0.05% (≈+14 pts at 25,000) at 09:20",09:20,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,31,0.5806,0.251,2.313,26,0.3846,0.3462,1.111,"[0.2243, 0.5747]",0.3798100949525237,1.0,0.4109728734746385,0.6214017853041792,0.46028961829159515,1.0,0.005799133767946204,1.0,0.00019369431498369695,False,2022:62/30(n16) 2023:57/18(n7) 2024:50/28(n8) 2025:46/36(n11) 2026:33/34(n15),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,31,0.45161290322580644,33.0220654706528,328.1413294435315,26,0.34615384615384615,-13.367875210786062,607.2000113675151,-2.562930769230661,"[[""abs_mv_pct"", "">="", 0.1409], [""vix_chg"", "">="", 3.3595], [""ema9_21_pct"", "">="", 0.0544]]"
R0063,"When size of the move from the open to 09:20 (either direction) ≥ 0.22% (≈54 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) ≤ -0.04% (≈-10 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 at 09:20",09:20,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,31,0.5806,0.251,2.313,17,0.3529,0.3462,1.019,"[0.1731, 0.587]",0.6176911544227887,1.0,0.5674120949852864,0.7681400505928947,0.6110591792149238,1.0,0.005799133767946204,1.0,0.00019369431498369695,True,2022:64/30(n14) 2023:60/18(n5) 2024:50/28(n12) 2025:36/36(n11) 2026:33/34(n6),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,31,0.41935483870967744,1.7334315852200823,603.9996905309038,17,0.23529411764705882,-40.66731906520924,982.6744941201523,-31.775211764706484,"[[""abs_mv_pct"", "">="", 0.2166], [""dist_twap_pct"", ""<="", -0.0391], [""vix_chg"", "">="", 0.7733]]"
R0064,"When price vs session TWAP (time-weighted VWAP) ≥ +0.04% (≈+10 pts at 25,000) AND India VIX (prior day's close) ≥ 15.2 AND 1-min ATR(14) as % of price ≥ 0.0876 at 09:20",09:20,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,31,0.5806,0.251,2.313,24,0.5417,0.3462,1.564,"[0.3507, 0.7211]",0.01899050474762619,1.0,0.03876265933457041,0.09280124353005527,0.05755667598163486,1.0,0.005799133767946204,1.0,0.00019369431498369695,True,2022:55/30(n29) 2023:–(n0) 2024:100/28(n2) 2025:67/36(n3) 2026:52/34(n21),True,WATCH,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,31,0.5483870967741935,38.01098973219089,225.2679330684532,24,0.5,16.8340359713707,434.58429982019265,29.538624999999836,"[[""dist_twap_pct"", "">="", 0.0383], [""vix_prev"", "">="", 15.236], [""atr14_pct"", "">="", 0.0876]]"
R0065,When India VIX change on the prior day (%) ≥ 0.773 AND opening gap vs prior close is positive AND 1-min Supertrend is down at 09:20,09:20,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,31,0.5806,0.251,2.313,16,0.3125,0.3462,0.903,"[0.1416, 0.556]",0.7206396801599201,1.0,0.6999031279602868,0.8595556585989043,0.7296862397883841,1.0,0.005799133767946204,1.0,0.00019369431498369695,False,2022:67/30(n12) 2023:44/18(n9) 2024:60/28(n10) 2025:25/36(n12) 2026:50/34(n4),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,31,0.6129032258064516,49.89227315312062,178.8783905399896,16,0.4375,-15.2821699318145,719.6070688111547,-5.7939125000002605,"[[""vix_chg"", "">="", 0.7733], [""gap_pct"", "">"", 0.0], [""supertrend_dir"", ""=="", -1.0]]"
R0066,"When opening gap vs prior close ≥ +0.41% (≈+103 pts at 25,000) AND prior day's close-to-close return ≤ -0.54% (≈-134 pts at 25,000) at 09:20",09:20,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,33,0.5758,0.251,2.294,12,0.3333,0.3462,0.963,"[0.1381, 0.6094]",0.6601699150424788,1.0,0.6431095681970298,0.8279503315066397,0.6813485154952316,1.0,0.004647006681113851,1.0,0.00014556955999589098,False,2022:61/30(n23) 2023:75/18(n4) 2024:33/28(n6) 2025:50/36(n4) 2026:25/34(n8),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,33,0.48484848484848486,27.737001063890443,329.2164980541154,12,0.25,-39.66885633027351,537.6565601429043,-28.854766666666364,"[[""gap_pct"", "">="", 0.4109], [""prevret_pct"", ""<="", -0.5369]]"
R0067,"When size of the move from the open to 09:20 (either direction) ≥ 0.14% (≈35 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) ≥ +0.04% (≈+10 pts at 25,000) AND India VIX (prior day's close) ≥ 15.2 at 09:20",09:20,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,30,0.5667,0.251,2.257,22,0.5,0.3462,1.444,"[0.3072, 0.6928]",0.05547226386806597,1.0,0.10009506811636126,0.20744649511535854,0.13137477690272417,1.0,0.011148786529780462,1.0,0.00045485956799563116,True,2022:59/30(n27) 2023:–(n0) 2024:33/28(n3) 2025:33/36(n6) 2026:56/34(n16),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,30,0.5333333333333333,22.038802045139334,373.06670686737897,22,0.45454545454545453,5.896121617806102,451.9277398261767,17.447063636363467,"[[""abs_mv_pct"", "">="", 0.1409], [""dist_twap_pct"", "">="", 0.0383], [""vix_prev"", "">="", 15.236]]"
R0068,"When range so far (high−low since 09:15) ≤ 0.13% (≈33 pts at 25,000) at 09:20",09:20,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,rulefit,lower,33,0.0,0.251,0.0,5,0.2,0.3462,0.578,"[0.0362, 0.6245]",0.4017991004497751,1.0,0.43566399279649226,0.6406435718580794,0.4824301841136298,1.0,0.00461225017182646,1.0,0.00014407632861191666,False,2022:0/30(n3) 2023:0/18(n24) 2024:0/28(n6) 2025:25/36(n4) 2026:0/34(n1),,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,33,0.6060606060606061,15.292091045693526,313.5820631189326,5,0.4,-7.656358654260197,134.94352888968046,0.5748800000001211,"[[""rng_pct"", ""<="", 0.1337]]"
R0069,"When size of the move from the open to 09:20 (either direction) ≤ 0.09% (≈23 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is positive AND it is Tuesday at 09:20",09:20,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,37,0.027,0.251,0.108,18,0.2222,0.3462,0.642,"[0.09, 0.4522]",0.22038980509745126,1.0,0.1976970359412558,0.35851029652033695,0.24268446165648935,1.0,0.013935763559923955,1.0,0.0006075688999676777,True,2022:0/30(n10) 2023:0/18(n14) 2024:8/28(n13) 2025:22/36(n9) 2026:22/34(n9),True,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,37,0.4864864864864865,17.004949748027695,327.37097562871213,18,0.5555555555555556,39.79345171660634,220.86697889556183,51.475944444444394,"[[""abs_mv_pct"", ""<="", 0.0911], [""dist_twap_pct"", "">"", 0.0], [""dow"", ""=="", 1.0]]"
R0070,"When price vs session TWAP (time-weighted VWAP) ≤ -0.01% (≈-3 pts at 25,000) AND price vs prior-day high ≥ -0.16% (≈-40 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0598 at 09:20",09:20,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,36,0.0278,0.251,0.111,23,0.3913,0.3462,1.13,"[0.2216, 0.5921]",0.7161419290354822,1.0,0.7532173572421432,0.8895835616517173,0.7756423923964627,1.0,0.016956243501868296,1.0,0.0007909044872599586,False,2022:0/30(n6) 2023:0/18(n20) 2024:10/28(n10) 2025:40/36(n15) 2026:38/34(n8),False,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,36,0.5833333333333334,31.460915703065982,133.47661959929678,23,0.34782608695652173,-18.53526849207862,426.3111753178083,-8.68358260869544,"[[""dist_twap_pct"", ""<="", -0.0102], [""dist_pdh_pct"", "">="", -0.1596], [""atr14_pct"", ""<="", 0.0598]]"
R0071,When India VIX (prior day's close) ≤ 12.1 AND India VIX change on the prior day (%) ≤ -1.33 AND 1-min EMA9 − EMA21 (as % of price) is positive at 09:20,09:20,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,36,0.0278,0.251,0.111,39,0.359,0.3462,1.037,"[0.2274, 0.5158]",0.6406796601699151,1.0,0.636908746638877,0.8232384331555698,0.6759970090679777,1.0,0.016956243501868296,1.0,0.0007909044872599586,False,2022:–(n0) 2023:3/18(n32) 2024:0/28(n4) 2025:41/36(n27) 2026:25/34(n12),False,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,36,0.8333333333333334,33.88561287884418,122.27249129820916,39,0.3333333333333333,-24.185153971727424,971.6766086509074,-14.356682051281846,"[[""vix_prev"", ""<="", 12.09], [""vix_chg"", ""<="", -1.3269], [""ema9_21_pct"", "">"", 0.0]]"
R0072,"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",09:20,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,tree,higher,35,0.4571,0.1398,3.271,36,0.5,0.2187,2.286,"[0.3447, 0.6553]",0.0009995002498750624,1.0,0.0001879113791474017,0.0010091152515540026,0.0006104524361252608,0.14882581228474215,0.000642895434766487,1.0,1.1973132092903056e-05,True,2022:59/19(n22) 2023:40/7(n5) 2024:12/16(n8) 2025:64/21(n14) 2026:41/22(n22),True,PASS,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,35,0.45714285714285713,35.899780933401125,273.7644135238507,36,0.3888888888888889,2.23461077165093,653.2400059060521,12.02568333333319,"[[""rng_pct"", "">"", 0.4715], [""adx_14"", "">"", 35.7851]]"
R0073,"When price vs prior-day high ≤ -0.43% (≈-108 pts at 25,000) AND India VIX change on the prior day (%) ≥ 3.36 AND 1-min ATR(14) as % of price ≥ 0.0876 at 09:20",09:20,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,31,0.4516,0.1398,3.231,17,0.4118,0.2187,1.883,"[0.2161, 0.6399]",0.0704647676161919,1.0,0.058127011064121256,0.13078577489427282,0.0819632673997681,1.0,0.002148219751038724,1.0,5.4237607309958896e-05,True,2022:53/19(n19) 2023:67/7(n3) 2024:22/16(n9) 2025:33/21(n3) 2026:43/22(n14),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,31,0.3225806451612903,-5.672175030033118,577.5287777747691,17,0.23529411764705882,-47.32462249643848,1196.6917008873504,-36.77145882352937,"[[""dist_pdh_pct"", ""<="", -0.434], [""vix_chg"", "">="", 3.3595], [""atr14_pct"", "">="", 0.0876]]"
R0074,"When range so far (high−low since 09:15) ≥ 0.37% (≈94 pts at 25,000) AND India VIX (prior day's close) ≥ 15.2 AND India VIX change on the prior day (%) ≥ 3.36 at 09:20",09:20,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,30,0.4333,0.1398,3.101,29,0.4138,0.2187,1.892,"[0.2551, 0.5926]",0.013493253373313344,1.0,0.01427120957319856,0.03974674987148711,0.02439381171232777,1.0,0.0054439731311202244,1.0,0.00017792909183860983,True,2022:52/19(n23) 2023:0/7(n2) 2024:20/16(n5) 2025:33/21(n9) 2026:45/22(n20),True,PASS,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,30,0.3333333333333333,7.086570524706648,652.6081317431823,29,0.3793103448275862,-16.144603049447454,1055.9387113805108,-5.442420689655434,"[[""rng_pct"", "">="", 0.3744], [""vix_prev"", "">="", 15.236], [""vix_chg"", "">="", 3.3595]]"
R0075,"When range so far (high−low since 09:15) ≥ 0.37% (≈94 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 AND opening gap vs prior close is positive at 09:20",09:20,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,30,0.4333,0.1398,3.101,31,0.3548,0.2187,1.623,"[0.2112, 0.5305]",0.05897051474262868,1.0,0.05843416205443618,0.131173222902799,0.08219925188518774,1.0,0.0054439731311202244,1.0,0.00017792909183860983,True,2022:59/19(n17) 2023:0/7(n3) 2024:30/16(n10) 2025:23/21(n13) 2026:44/22(n18),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,30,0.43333333333333335,23.95318597437579,721.3733300864504,31,0.45161290322580644,11.75921586900286,717.476787187404,22.56792258064501,"[[""rng_pct"", "">="", 0.3744], [""vix_chg"", "">="", 0.7733], [""gap_pct"", "">"", 0.0]]"
R0076,"When size of the move from the open to 09:20 (either direction) ≥ 0.14% (≈35 pts at 25,000) AND India VIX (prior day's close) ≥ 15.2 AND India VIX change on the prior day (%) ≥ 3.36 at 09:20",09:20,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,38,0.4211,0.1398,3.013,26,0.3077,0.2187,1.407,"[0.165, 0.4999]",0.19940029985007496,1.0,0.19120194026289097,0.34999677200664786,0.23520238676690353,1.0,0.0017913636619730044,1.0,4.3199939058582214e-05,True,2022:54/19(n28) 2023:0/7(n2) 2024:12/16(n8) 2025:25/21(n12) 2026:36/22(n14),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,38,0.34210526315789475,4.677530177840481,776.8590388879082,26,0.3076923076923077,-33.9346161319708,959.4224910464854,-23.746146153846404,"[[""abs_mv_pct"", "">="", 0.1409], [""vix_prev"", "">="", 15.236], [""vix_chg"", "">="", 3.3595]]"
R0077,"When size of the move from the open to 09:20 (either direction) ≥ 0.14% (≈35 pts at 25,000) AND India VIX (prior day's close) ≥ 15.2 AND it is Tuesday at 09:20",09:20,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,31,0.4194,0.1398,3.001,19,0.2105,0.2187,0.963,"[0.0851, 0.4333]",0.6231884057971014,1.0,0.623209016364897,0.8130995488680267,0.6638530826495642,1.0,0.007434022153814906,1.0,0.00026726183066485773,False,2022:48/19(n23) 2023:0/7(n1) 2024:29/16(n7) 2025:18/21(n11) 2026:25/22(n8),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,31,0.5161290322580645,60.305869726972574,342.52551519449503,19,0.21052631578947367,-40.957541253696576,999.9737035888803,-31.12950526315858,"[[""abs_mv_pct"", "">="", 0.1409], [""vix_prev"", "">="", 15.236], [""dow"", ""=="", 1.0]]"
R0078,"When range so far (high−low since 09:15) ≥ 0.37% (≈94 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) ≥ +0.01% (≈+3 pts at 25,000) AND CPR width ≥ 0.20% (≈51 pts at 25,000) at 09:20",09:20,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,31,0.4194,0.1398,3.001,29,0.5172,0.2187,2.365,"[0.3443, 0.6861]",0.0004997501249375312,1.0,0.0004011087338647709,0.0019111651437086143,0.0011561369387866926,0.3084526163420088,0.007434022153814906,1.0,0.00026726183066485773,True,2022:45/19(n20) 2023:33/7(n6) 2024:40/16(n5) 2025:60/21(n10) 2026:47/22(n19),True,PASS,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,31,0.3870967741935484,21.975450397694015,260.67616317464274,29,0.4827586206896552,-5.323373446069631,628.143627473942,5.192648275861726,"[[""rng_pct"", "">="", 0.3744], [""dist_twap_pct"", "">="", 0.0123], [""cpr_width_pct"", "">="", 0.2022]]"
R0079,"When gap measured in the direction of the move so far ≤ -0.18% (≈-44 pts at 25,000) AND 1-min Bollinger %B ≤ 0.0848 AND price vs session TWAP (time-weighted VWAP) is negative at 09:20",09:20,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,30,0.4,0.1398,2.862,16,0.0625,0.2187,0.286,"[0.0111, 0.2833]",0.9855072463768116,1.0,0.9807126040221223,0.9992166154187662,0.984059746015372,1.0,0.017380167356801444,1.0,0.0008171351758928495,False,2022:31/19(n16) 2023:40/7(n5) 2024:56/16(n9) 2025:12/21(n8) 2026:0/22(n8),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,30,0.5333333333333333,24.60862611005605,350.2411495536023,16,0.3125,-43.12997223818353,728.5022890091689,-33.260987500000056,"[[""gap_dir_pct"", ""<="", -0.1752], [""bb_pctb"", ""<="", 0.0848], [""dist_twap_pct"", ""<"", 0.0]]"
R0080,"When prior-day range ≤ 0.78% (≈196 pts at 25,000) AND expiry is 2 trading days away at 09:20",09:20,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,62,0.0,0.1398,0.0,39,0.1538,0.2187,0.704,"[0.0725, 0.2973]",0.19440279860069964,1.0,0.2203351990891887,0.3908135283114807,0.26879065781004763,1.0,0.005420461186821307,1.0,0.00017683963655511,True,2022:0/19(n12) 2023:0/7(n29) 2024:0/16(n21) 2025:14/21(n21) 2026:17/22(n18),True,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,62,0.5,16.530212224618406,295.8313814930374,39,0.38461538461538464,-17.5101080832121,1410.675506080408,-6.808912820512864,"[[""pdr_pct"", ""<="", 0.7824], [""dte_cat"", ""=="", 2.0]]"
R0081,"When size of the move from the open to 09:20 (either direction) ≤ 0.09% (≈23 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0598 AND the move from the open is UP at 09:20",09:20,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,61,0.0,0.1398,0.0,46,0.1522,0.2187,0.696,"[0.0757, 0.2822]",0.1184407796101949,1.0,0.1820224631553301,0.3370015889275826,0.22485127801540777,1.0,0.006071916217413582,1.0,0.00020556910526568404,True,2022:0/19(n10) 2023:0/7(n35) 2024:0/16(n16) 2025:19/21(n31) 2026:7/22(n15),True,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,61,0.5737704918032787,34.02928060013386,681.4648212680033,46,0.5434782608695652,11.259833735807046,407.2078498702545,21.406717391304323,"[[""abs_mv_pct"", ""<="", 0.0911], [""atr14_pct"", ""<="", 0.0598], [""dir"", ""=="", 1.0]]"
R0082,"When price vs prior-day high ≥ -0.16% (≈-40 pts at 25,000) AND India VIX (prior day's close) ≤ 12.1 AND it is not expiry day at 09:20",09:20,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,49,0.0,0.1398,0.0,36,0.1667,0.2187,0.762,"[0.0787, 0.3189]",0.3058470764617691,1.0,0.29974803146599205,0.49382218065244793,0.349706036710324,1.0,0.02394139977619939,1.0,0.0012516895580639337,False,2022:–(n0) 2023:0/7(n46) 2024:0/16(n3) 2025:23/21(n22) 2026:7/22(n14),False,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,49,0.5918367346938775,8.594483647681834,323.92429465776604,36,0.2777777777777778,-38.4755534906359,1436.7698471014783,-28.278955555555612,"[[""dist_pdh_pct"", "">="", -0.1596], [""vix_prev"", ""<="", 12.09], [""is_expiry"", ""=="", 0.0]]"
R0083,"When prior day's close-to-close return ≥ +0.67% (≈+167 pts at 25,000) AND India VIX (prior day's close) ≤ 13.7 at 09:20",09:20,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,45,0.0,0.1398,0.0,29,0.1034,0.2187,0.473,"[0.0358, 0.2639]",0.08095952023988005,1.0,0.0943978187721023,0.198194879335052,0.12557899872849806,1.0,0.03732309690896816,1.0,0.0022856491009757185,True,2022:0/19(n2) 2023:0/7(n31) 2024:0/16(n12) 2025:18/21(n17) 2026:0/22(n12),True,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,45,0.5555555555555556,13.730561891521543,355.4748167248242,29,0.2413793103448276,-34.308496651127875,994.9464028827082,-24.084013793103654,"[[""prevret_pct"", "">="", 0.6697], [""vix_prev"", ""<="", 13.684]]"
R0084,"When size of the move from the open to 09:20 (either direction) ≥ 0.22% (≈54 pts at 25,000) AND gap measured in the direction of the move so far ≤ -0.18% (≈-44 pts at 25,000) AND 1-min RSI(14) ≤ 48.9 at 09:20",09:20,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,38,0.7632,0.4043,1.887,21,0.7619,0.4966,1.534,"[0.5491, 0.8937]",0.01249375312343828,1.0,0.012276507710536408,0.03478940377446469,0.02135676489288582,1.0,0.0007745385535339142,1.0,1.5108618069400759e-05,True,2022:90/47(n19) 2023:57/32(n7) 2024:67/42(n12) 2025:91/51(n11) 2026:60/48(n10),True,PASS,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,38,0.47368421052631576,10.320529428861516,621.5243546645055,21,0.38095238095238093,-24.912027974617814,572.7418066676483,-14.168000000000617,"[[""abs_mv_pct"", "">="", 0.2166], [""gap_dir_pct"", ""<="", -0.1752], [""rsi_14"", ""<="", 48.8818]]"
R0085,"When size of the move from the open to 09:20 (either direction) > 0.25% (≈62 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) ≤ +0.09% (≈+22 pts at 25,000) AND prior-day range > 1.14% (≈284 pts at 25,000) at 09:20",09:20,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,tree,higher,41,0.7561,0.4043,1.87,19,0.5789,0.4966,1.166,"[0.3628, 0.7686]",0.2843578210894553,1.0,0.313041449204765,0.5080897092887043,0.36162745016188963,1.0,0.000566099243973638,1.0,1.0227169070253622e-05,False,2022:78/47(n23) 2023:33/32(n6) 2024:92/42(n12) 2025:100/51(n5) 2026:43/48(n14),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,41,0.36585365853658536,16.174496476738454,495.69048592102695,19,0.3157894736842105,-30.307238234291248,739.2674824188458,-20.154547368421365,"[[""abs_mv_pct"", "">"", 0.2474], [""ema9_21_pct"", ""<="", 0.0875], [""pdr_pct"", "">"", 1.1356]]"
R0086,"When size of the move from the open to 09:20 (either direction) ≤ 0.35% (≈88 pts at 25,000) AND price vs prior-day high > -1.42% (≈-354 pts at 25,000) AND prior day's close-to-close return ≤ -0.91% (≈-228 pts at 25,000) at 09:20",09:20,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,34,0.7353,0.4043,1.818,26,0.5385,0.4966,1.084,"[0.3546, 0.7124]",0.3983008495752124,1.0,0.4087908486180949,0.6198825348779847,0.4587195018844271,1.0,0.005685271767548823,1.0,0.00018861677701588207,False,2022:84/47(n19) 2023:75/32(n8) 2024:43/42(n7) 2025:50/51(n12) 2026:57/48(n14),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,34,0.5882352941176471,34.031047261058525,491.4761769482195,26,0.3076923076923077,-9.859985536632312,678.3000940296071,0.5910846153850658,"[[""abs_mv_pct"", ""<="", 0.3517], [""dist_pdh_pct"", "">"", -1.4154], [""prevret_pct"", ""<="", -0.914]]"
R0087,"When size of the move from the open to 09:20 (either direction) ≥ 0.22% (≈54 pts at 25,000) AND it is Tuesday AND expiry is 2 trading days away at 09:20",09:20,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,30,0.7333,0.4043,1.814,11,0.5455,0.4966,1.098,"[0.2801, 0.7873]",0.5257371314342829,1.0,0.4907511825756388,0.7008814257496062,0.5393676548681787,1.0,0.012643276003832252,1.0,0.0005345296657851065,True,2022:86/47(n14) 2023:62/32(n8) 2024:62/42(n8) 2025:55/51(n11) 2026:–(n0),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,30,0.5,44.830181333117345,349.5899267127512,11,0.36363636363636365,-22.732839948732003,608.7256982135173,-14.722527272727431,"[[""abs_mv_pct"", "">="", 0.2166], [""dow"", ""=="", 1.0], [""dte_cat"", ""=="", 2.0]]"
R0088,"When size of the move from the open to 09:20 (either direction) > 0.35% (≈88 pts at 25,000) AND price vs prior-day low ≤ +1.02% (≈+254 pts at 25,000) AND opening-range size ≤ 0.88% (≈220 pts at 25,000) at 09:20",09:20,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,47,0.7234,0.4043,1.789,29,0.6207,0.4966,1.25,"[0.44, 0.7731]",0.11444277861069466,1.0,0.12470057091726024,0.24787107347970747,0.16079810460383556,1.0,0.0009265006252252839,1.0,1.884833508545732e-05,False,2022:79/47(n28) 2023:38/32(n8) 2024:82/42(n11) 2025:80/51(n15) 2026:43/48(n14),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,47,0.40425531914893614,-12.353331876933051,737.583982742496,29,0.41379310344827586,-2.118294487076204,655.1753126983376,8.12097931034441,"[[""abs_mv_pct"", "">"", 0.3517], [""dist_pdl_pct"", ""<="", 1.0169], [""or_rng_pct"", ""<="", 0.8797]]"
R0089,"When size of the move from the open to 09:20 (either direction) ≥ 0.22% (≈54 pts at 25,000) AND gap measured in the direction of the move so far ≤ -0.40% (≈-100 pts at 25,000) AND India VIX (prior day's close) ≥ 15.2 at 09:20",09:20,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,32,0.7188,0.4043,1.778,10,0.5,0.4966,1.007,"[0.2366, 0.7634]",0.591704147926037,1.0,0.6146099997441388,0.8040318641791795,0.6558814516325836,1.0,0.014339148456068521,1.0,0.0006313456910979902,False,2022:79/47(n28) 2023:100/32(n1) 2024:0/42(n3) 2025:67/51(n3) 2026:43/48(n7),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,32,0.375,-6.157152763377294,369.3473839906195,10,0.4,-14.43516084053131,547.9412730463516,-4.3499400000000605,"[[""abs_mv_pct"", "">="", 0.2166], [""gap_dir_pct"", ""<="", -0.399], [""vix_prev"", "">="", 15.236]]"
R0090,"When size of the move from the open to 09:20 (either direction) ≤ 0.25% (≈62 pts at 25,000) AND prior day's close-to-close return > +0.90% (≈+226 pts at 25,000) AND India VIX change on the prior day (%) ≤ -2.9 at 09:20",09:20,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,35,0.7143,0.4043,1.767,20,0.3,0.4966,0.604,"[0.1455, 0.519]",0.9765117441279361,1.0,0.9777422979187264,0.9992166154187662,0.9827563609849762,1.0,0.010241446972589682,1.0,0.0004060950168625683,False,2022:65/47(n23) 2023:67/32(n3) 2024:89/42(n9) 2025:43/51(n7) 2026:23/48(n13),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,35,0.6571428571428571,55.34236711562842,208.98606432458746,20,0.25,-46.8747063117056,1177.54565554361,-34.81781000000028,"[[""abs_mv_pct"", ""<="", 0.2471], [""prevret_pct"", "">"", 0.9048], [""vix_chg"", ""<="", -2.8974]]"
R0091,"When size of the move from the open to 09:20 (either direction) ≥ 0.14% (≈35 pts at 25,000) AND CPR width ≥ 0.30% (≈76 pts at 25,000) AND the day opened inside the prior-day range at 09:20",09:20,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,38,0.7105,0.4043,1.757,23,0.4783,0.4966,0.963,"[0.2924, 0.6704]",0.6341829085457271,1.0,0.6489831209154536,0.8289835856108083,0.685102468758145,1.0,0.007296473604221704,1.0,0.0002612941531771468,True,2022:70/47(n20) 2023:50/32(n4) 2024:79/42(n14) 2025:44/51(n9) 2026:50/48(n14),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,38,0.4473684210526316,24.29516398427255,458.14101064800417,23,0.17391304347826086,-44.61347184369712,1026.1098524050337,-33.581878260869416,"[[""abs_mv_pct"", "">="", 0.1409], [""cpr_width_pct"", "">="", 0.3036], [""open_vs_pd"", ""=="", 0.0]]"
R0092,When India VIX (prior day's close) ≤ 12.1 AND India VIX change on the prior day (%) ≤ -1.33 AND 1-min EMA9 − EMA21 (as % of price) is positive at 09:20,09:20,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,36,0.0833,0.4043,0.206,39,0.5385,0.4966,1.084,"[0.3857, 0.6843]",0.736631684157921,1.0,0.752561035647313,0.8895835616517173,0.7756423923964627,1.0,0.0017035244292838388,1.0,4.0485957042457676e-05,False,2022:–(n0) 2023:3/32(n32) 2024:50/42(n4) 2025:56/51(n27) 2026:50/48(n12),False,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,36,0.8333333333333334,33.88561287884418,122.27249129820916,39,0.3333333333333333,-24.185153971727424,971.6766086509074,-14.356682051281846,"[[""vix_prev"", ""<="", 12.09], [""vix_chg"", ""<="", -1.3269], [""ema9_21_pct"", "">"", 0.0]]"
R0093,"When size of the opening gap ≤ 0.53% (≈132 pts at 25,000) AND gap measured in the direction of the move so far > +0.35% (≈+88 pts at 25,000) AND price vs prior-day low > -0.22% (≈-56 pts at 25,000) at 09:20",09:20,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,rulefit,lower,37,0.1081,0.4043,0.267,20,0.4,0.4966,0.806,"[0.2188, 0.6134]",0.2813593203398301,1.0,0.261674099434514,0.4462232011409607,0.3108371120555439,1.0,0.004979089770655981,1.0,0.00015881167385446536,False,2022:12/47(n17) 2023:12/32(n16) 2024:0/42(n4) 2025:25/51(n8) 2026:50/48(n12),True,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,37,0.5945945945945946,50.05768625021815,207.62315054782175,20,0.3,-14.763859528984815,692.6980477514646,-3.2478199999997743,"[[""abs_gap_pct"", ""<="", 0.5284], [""gap_dir_pct"", "">"", 0.3514], [""dist_pdl_pct"", "">"", -0.2228]]"
R0094,"When prior-day range ≤ 0.78% (≈196 pts at 25,000) AND the move from the open is DOWN AND expiry is 2 trading days away at 09:20",09:20,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,40,0.125,0.4043,0.309,19,0.4737,0.4966,0.954,"[0.2733, 0.6829]",0.5432283858070964,1.0,0.5120391141062871,0.7223541638770854,0.5606685271778339,1.0,0.0067561146185708045,1.0,0.0002353800172259164,False,2022:0/47(n5) 2023:14/32(n21) 2024:14/42(n14) 2025:64/51(n11) 2026:25/48(n8),False,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,40,0.55,8.606660001533257,227.5356233580729,19,0.3684210526315789,-23.919764545864656,686.5290743359819,-13.396536842105363,"[[""pdr_pct"", ""<="", 0.7824], [""dir"", ""=="", -1.0], [""dte_cat"", ""=="", 2.0]]"
R0095,When India VIX (prior day's close) ≤ 12.1 AND it is Wednesday at 09:20,09:20,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,31,0.129,0.4043,0.319,28,0.3214,0.4966,0.647,"[0.1793, 0.5066]",0.037481259370314844,1.0,0.04702424161831523,0.10961046247722399,0.06827223227547989,1.0,0.030886768038973042,1.0,0.0017629032275792494,False,2022:–(n0) 2023:14/32(n28) 2024:0/42(n3) 2025:22/51(n18) 2026:50/48(n10),True,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,31,0.7741935483870968,32.953998759886225,109.31847153340152,28,0.5357142857142857,20.022481258529957,346.3972390274323,30.139314285714004,"[[""vix_prev"", ""<="", 12.09], [""dow"", ""=="", 2.0]]"
R0096,"When gap measured in the direction of the move so far ≤ -0.17% (≈-43 pts at 25,000) AND size of the move from the open to 09:20 (either direction) ≤ 0.06% (≈16 pts at 25,000) AND 1-min ATR(14) as % of price > 0.0666 at 09:20",09:20,"the best favourable excursion after 09:20 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),tree,higher,38,0.8421,0.4749,1.773,16,0.375,0.5194,0.722,"[0.1848, 0.6136]",0.927536231884058,0.9702970297029703,0.9206623180775829,0.9814389832816433,0.998924248677784,1.0,0.0003750602986157448,1.0,6.163303662760715e-06,False,2022:71/50(n17) 2023:86/46(n7) 2024:100/47(n14) 2025:50/51(n4) 2026:33/53(n12),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,38,0.5526315789473685,31.530965751913726,352.5025553419202,16,0.375,-25.731498974862525,553.4739907493927,-12.885062500000231,"[[""gap_dir_pct"", ""<="", -0.1739], [""abs_mv_pct"", ""<="", 0.0627], [""atr14_pct"", "">"", 0.0666]]"
R0097,"When size of the move from the open to 09:20 (either direction) ≤ 0.01% (≈3 pts at 25,000) AND 1-min ADX(14) ≤ 43.5 at 09:20",09:20,"the best favourable excursion after 09:20 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,higher,31,0.8065,0.4749,1.698,14,0.5,0.5194,0.963,"[0.268, 0.732]",0.6636681659170415,1.0,0.6602538070400004,0.8378155358262146,0.998924248677784,1.0,0.008472565658005252,1.0,0.00031694258129591143,False,2022:67/50(n9) 2023:83/46(n12) 2024:90/47(n10) 2025:46/51(n13) 2026:100/53(n1),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,31,0.5806451612903226,45.61899910829046,229.26860797314907,14,0.42857142857142855,17.18853845325051,440.18667232093605,25.449442857143108,"[[""abs_mv_pct"", ""<="", 0.0103], [""adx_14"", ""<="", 43.456]]"
R0098,"When price vs session TWAP (time-weighted VWAP) ≥ +0.04% (≈+10 pts at 25,000) AND India VIX (prior day's close) ≥ 15.2 AND 1-min ATR(14) as % of price ≥ 0.0876 at 09:20",09:20,"the best favourable excursion after 09:20 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,31,0.7742,0.4749,1.63,24,0.625,0.5194,1.203,"[0.4271, 0.7884]",0.18240879560219891,1.0,0.2033781138063775,0.3667597896471223,0.998924248677784,1.0,0.02491708893292988,1.0,0.0013193250464232573,True,2022:76/50(n29) 2023:–(n0) 2024:100/47(n2) 2025:67/51(n3) 2026:62/53(n21),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,31,0.5483870967741935,38.01098973219089,225.2679330684532,24,0.5,16.8340359713707,434.58429982019265,29.538624999999836,"[[""dist_twap_pct"", "">="", 0.0383], [""vix_prev"", "">="", 15.236], [""atr14_pct"", "">="", 0.0876]]"
R0099,"When opening gap vs prior close > +0.64% (≈+160 pts at 25,000) AND move from the open to 09:20 > -0.19% (≈-47 pts at 25,000) AND India VIX (prior day's close) > 12.5 at 09:20",09:20,"the best favourable excursion after 09:20 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,higher,38,0.7632,0.4749,1.607,18,0.6667,0.5194,1.284,"[0.4375, 0.8372]",0.14592703648175911,1.0,0.15509142487204816,0.29845234202018345,0.998924248677784,1.0,0.013067960867686312,1.0,0.0005585215072559251,True,2022:80/50(n30) 2023:100/46(n1) 2024:57/47(n7) 2025:50/51(n8) 2026:80/53(n10),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,38,0.5,18.05062833179552,352.8627262573252,18,0.4444444444444444,2.053679044249059,324.3836118655008,13.643622222222499,"[[""gap_pct"", "">"", 0.6402], [""mv_pct"", "">"", -0.187], [""vix_prev"", "">"", 12.52]]"
R0100,"When size of the move from the open to 09:20 (either direction) ≤ 0.09% (≈23 pts at 25,000) AND opening gap vs prior close ≥ +0.41% (≈+103 pts at 25,000) AND CPR width ≥ 0.20% (≈51 pts at 25,000) at 09:20",09:20,"the best favourable excursion after 09:20 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,30,0.7667,0.4749,1.614,5,0.8,0.5194,1.54,"[0.3755, 0.9638]",0.19140429785107446,1.0,0.21263925556455684,0.3797222990928753,0.998924248677784,1.0,0.03602404726448824,1.0,0.002177401346655878,False,2022:71/50(n17) 2023:78/46(n9) 2024:100/47(n4) 2025:67/51(n3) 2026:100/53(n2),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,30,0.4666666666666667,20.88923591566533,169.4853633454978,5,0.6,28.454095412618592,101.93366544263121,39.258759999999896,"[[""abs_mv_pct"", ""<="", 0.0911], [""gap_pct"", "">="", 0.4109], [""cpr_width_pct"", "">="", 0.2022]]"
R0101,"When gap measured in the direction of the move so far ≤ -0.18% (≈-44 pts at 25,000) AND prior day's close-to-close return ≥ +0.67% (≈+167 pts at 25,000) AND 1-min RSI(14) ≥ 64.6 at 09:20",09:20,"the best favourable excursion after 09:20 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,33,0.7576,0.4749,1.595,11,0.4545,0.5194,0.875,"[0.2127, 0.7199]",0.8050974512743628,1.0,0.7675124960131203,0.9031745110469164,0.998924248677784,1.0,0.031239459117200215,1.0,0.0017928283274751058,True,2022:71/50(n14) 2023:71/46(n7) 2024:83/47(n12) 2025:43/51(n7) 2026:50/53(n4),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,33,0.5454545454545454,8.243567299148996,247.2206006374848,11,0.45454545454545453,-10.001390671598681,377.4099540938057,-0.5497818181813107,"[[""gap_dir_pct"", ""<="", -0.1752], [""prevret_pct"", "">="", 0.6697], [""rsi_14"", "">="", 64.6078]]"
R0102,"When size of the move from the open to 09:20 (either direction) ≤ 0.09% (≈23 pts at 25,000) AND gap measured in the direction of the move so far ≤ -0.18% (≈-44 pts at 25,000) AND CPR width ≥ 0.20% (≈51 pts at 25,000) at 09:20",09:20,"the best favourable excursion after 09:20 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,36,0.75,0.4749,1.579,18,0.4444,0.5194,0.856,"[0.2456, 0.6628]",0.8085957021489255,1.0,0.8082786864409489,0.9318340302964895,0.998924248677784,1.0,0.026893574513525628,1.0,0.0014642584820536947,False,2022:62/50(n16) 2023:70/46(n10) 2024:100/47(n10) 2025:38/51(n8) 2026:50/53(n10),False,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,36,0.4444444444444444,16.54206904251616,447.49871374348066,18,0.5,21.657701478141874,497.7479655969129,33.26243333333312,"[[""abs_mv_pct"", ""<="", 0.0911], [""gap_dir_pct"", ""<="", -0.1752], [""cpr_width_pct"", "">="", 0.2022]]"
R0103,"When size of the opening gap ≥ 0.55% (≈138 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) ≥ +0.04% (≈+10 pts at 25,000) at 09:20",09:20,"the best favourable excursion after 09:20 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,32,0.75,0.4749,1.579,20,0.55,0.5194,1.059,"[0.3421, 0.7418]",0.48825587206396803,1.0,0.4811390526936703,0.6918153242873485,0.998924248677784,1.0,0.04443154524854954,1.0,0.00289838340952138,True,2022:90/50(n21) 2023:33/46(n3) 2024:50/47(n8) 2025:57/51(n7) 2026:54/53(n13),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,32,0.5,14.742993503060658,426.5069948012731,20,0.45,13.521934012276663,349.6003306596745,25.075329999999667,"[[""abs_gap_pct"", "">="", 0.5504], [""dist_twap_pct"", "">="", 0.0383]]"
R0104,"When position in today's range so far (0 = at low, 1 = at high) ≤ 0.361 AND prior-day range ≥ 1.34% (≈336 pts at 25,000) AND price is below the CPR at 09:20",09:20,"the best favourable excursion after 09:20 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,lower,32,0.125,0.4749,0.263,14,0.5714,0.5194,1.1,"[0.3259, 0.7862]",0.712143928035982,1.0,0.7430161026952602,0.8839799899875066,0.998924248677784,1.0,0.0024117112197213865,1.0,6.287602648470966e-05,True,2022:14/50(n14) 2023:20/46(n5) 2024:8/47(n13) 2025:60/51(n5) 2026:56/53(n9),False,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,32,0.4375,52.79418398510885,325.0189029288905,14,0.2857142857142857,-22.054747838789837,431.4569411158401,-11.643085714285657,"[[""pos_rng"", ""<="", 0.3612], [""pdr_pct"", "">="", 1.345], [""cpr_pos"", ""=="", -1.0]]"
R0105,"When range so far (high−low since 09:15) ≥ 0.37% (≈94 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) ≤ 0.361 AND prior-day range ≥ 1.34% (≈336 pts at 25,000) at 09:20",09:20,"the best favourable excursion after 09:20 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,lower,30,0.1333,0.4749,0.281,16,0.375,0.5194,0.722,"[0.1848, 0.6136]",0.12993503248375812,1.0,0.18273883351401032,0.33768468854680234,0.998924248677784,1.0,0.005399165309593326,1.0,0.0001758810474752021,True,2022:15/50(n13) 2023:0/46(n4) 2024:15/47(n13) 2025:0/51(n1) 2026:40/53(n15),True,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,30,0.36666666666666664,24.691579954800236,282.82263236995107,16,0.4375,13.516224997844166,532.3472669848992,24.526187500000106,"[[""rng_pct"", "">="", 0.3744], [""pos_rng"", ""<="", 0.3612], [""pdr_pct"", "">="", 1.345]]"
R0106,"When gap measured in the direction of the move so far > -0.17% (≈-43 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) ≤ 0.377 AND 1-min EMA9 − EMA21 (as % of price) > -0.02% (≈-5 pts at 25,000) at 09:20",09:20,"the best favourable excursion after 09:20 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),tree,lower,39,0.1538,0.4749,0.324,31,0.6129,0.5194,1.18,"[0.4382, 0.7627]",0.887056471764118,1.0,0.8896837876668813,0.974509803075986,0.998924248677784,1.0,0.0021390442105106945,1.0,5.397257860548198e-05,False,2022:12/50(n8) 2023:12/46(n17) 2024:21/47(n14) 2025:52/51(n23) 2026:88/53(n8),False,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,39,0.6923076923076923,36.814041504807115,202.32535435597651,31,0.3548387096774194,-18.576081641192946,783.3235292853659,-8.793154838709714,"[[""gap_dir_pct"", "">"", -0.1739], [""pos_rng"", ""<="", 0.3772], [""ema9_21_pct"", "">"", -0.0208]]"
R0107,"When range so far (high−low since 09:15) ≥ 0.37% (≈94 pts at 25,000) AND CPR width ≥ 0.30% (≈76 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is negative at 09:20",09:20,"the best favourable excursion after 09:20 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,lower,31,0.1613,0.4749,0.34,20,0.4,0.5194,0.77,"[0.2188, 0.6134]",0.1679160419790105,1.0,0.19926036222821736,0.36067238749688507,0.998924248677784,1.0,0.012782652603213936,1.0,0.0005424841341742587,True,2022:19/50(n16) 2023:0/46(n2) 2024:15/47(n13) 2025:50/51(n6) 2026:36/53(n14),True,FAIL,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,31,0.3225806451612903,15.597450557866845,477.40069098889734,20,0.35,-27.9426867597318,890.6700457361959,-16.432809999999883,"[[""rng_pct"", "">="", 0.3744], [""cpr_width_pct"", "">="", 0.3036], [""dist_twap_pct"", ""<"", 0.0]]"
R0108,"When size of the move from the open to 09:20 (either direction) > 0.30% (≈74 pts at 25,000) AND prior day's close-to-close return > -0.51% (≈-127 pts at 25,000) AND India VIX change on the prior day (%) > -4.89 at 09:20",09:20,price never trades back to the open after 09:20,level / structure,rulefit,higher,45,0.6889,0.2062,3.34,37,0.6216,0.2802,2.219,"[0.461, 0.7594]",0.0004997501249375312,0.009900990099009901,1.5354579363594164e-05,0.00012541723648246662,7.586968626717117e-05,0.013112810776509417,3.6844242743954307e-09,7.607844495363894e-05,8.249512176209945e-12,True,2022:74/22(n19) 2023:70/20(n10) 2024:62/20(n16) 2025:64/28(n22) 2026:60/28(n15),True,PASS,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,45,0.5333333333333333,9.792469890017006,755.1422686364098,37,0.5135135135135135,23.313922511728606,430.22526559236144,33.29416216216172,"[[""abs_mv_pct"", "">"", 0.2966], [""prevret_pct"", "">"", -0.5073], [""vix_chg"", "">"", -4.8911]]"
R0109,"When size of the move from the open to 09:20 (either direction) > 0.30% (≈74 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) > 0.116 AND price vs prior-day low ≤ +1.00% (≈+249 pts at 25,000) at 09:20",09:20,price never trades back to the open after 09:20,level / structure,rulefit,higher,42,0.5952,0.2062,2.886,31,0.5806,0.2802,2.072,"[0.4077, 0.7358]",0.0004997501249375312,0.019801980198019802,0.0004370901271530499,0.0020524232057621476,0.0012476164794465697,0.33481103739923623,1.104600239484529e-05,0.7993172363507085,8.716717441485495e-08,False,2022:56/22(n23) 2023:71/20(n7) 2024:58/20(n12) 2025:79/28(n19) 2026:25/28(n12),True,WATCH,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,42,0.5,19.146938160727068,437.8624568886946,31,0.45161290322580644,-6.497408072242101,608.0429425503014,2.8992451612900747,"[[""abs_mv_pct"", "">"", 0.2973], [""pos_rng"", "">"", 0.1157], [""dist_pdl_pct"", ""<="", 0.9958]]"
R0110,"When size of the move from the open to 09:20 (either direction) ≥ 0.22% (≈54 pts at 25,000) AND gap measured in the direction of the move so far ≤ -0.18% (≈-44 pts at 25,000) AND 1-min RSI(14) ≤ 48.9 at 09:20",09:20,price never trades back to the open after 09:20,level / structure,subgroup,higher,38,0.5789,0.2062,2.807,21,0.5238,0.2802,1.87,"[0.3237, 0.7166]",0.009995002498750625,0.43564356435643564,0.01579241951188759,0.04373285403291948,0.026837984604017057,1.0,9.227505584032022e-05,1.0,1.1066973945127707e-06,True,2022:53/22(n19) 2023:86/20(n7) 2024:50/20(n12) 2025:73/28(n11) 2026:30/28(n10),True,PASS,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,38,0.47368421052631576,10.320529428861516,621.5243546645055,21,0.38095238095238093,-24.912027974617814,572.7418066676483,-14.168000000000617,"[[""abs_mv_pct"", "">="", 0.2166], [""gap_dir_pct"", ""<="", -0.1752], [""rsi_14"", ""<="", 48.8818]]"
R0111,"When move from the open to 09:20 ≤ -0.26% (≈-66 pts at 25,000) AND prior day's close-to-close return > -0.46% (≈-116 pts at 25,000) AND CPR width ≤ 0.53% (≈131 pts at 25,000) at 09:20",09:20,price never trades back to the open after 09:20,level / structure,rulefit,higher,44,0.5682,0.2062,2.755,41,0.6341,0.2802,2.263,"[0.4812, 0.7641]",0.0004997501249375312,0.13861386138613863,2.493902579779701e-06,2.8186898924951973e-05,1.705133391756354e-05,0.002212091588264595,3.211589637623379e-05,1.0,3.1106722094854537e-07,True,2022:50/22(n16) 2023:57/20(n14) 2024:64/20(n14) 2025:65/28(n20) 2026:62/28(n21),True,PASS,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,44,0.45454545454545453,22.703040665925556,857.258886595368,41,0.4634146341463415,12.307912479094746,645.1323201775311,22.83896097560962,"[[""mv_pct"", ""<="", -0.2642], [""prevret_pct"", "">"", -0.4646], [""cpr_width_pct"", ""<="", 0.5259]]"
R0112,"When 1-min RSI(14) > 75.8 AND move from the open to 09:20 > +0.15% (≈+38 pts at 25,000) at 09:20",09:20,price never trades back to the open after 09:20,level / structure,rulefit,higher,39,0.5641,0.2062,2.735,32,0.4062,0.2802,1.45,"[0.2552, 0.5774]",0.019490254872563718,0.6831683168316832,0.08522541998395589,0.1820639741195717,0.11467402048184454,1.0,0.00015320639892240715,1.0,2.0423499712941377e-06,False,2022:61/22(n18) 2023:80/20(n10) 2024:27/20(n11) 2025:27/28(n15) 2026:53/28(n17),True,FAIL,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,39,0.5641025641025641,41.11158250895383,422.839289738532,32,0.46875,-3.700146363890453,506.9834500436324,7.075381249999509,"[[""rsi_14"", "">"", 75.7703], [""mv_pct"", "">"", 0.1531]]"
R0113,"When size of the move from the open to 09:20 (either direction) ≥ 0.14% (≈35 pts at 25,000) AND price vs prior-day low ≥ +1.04% (≈+260 pts at 25,000) AND 1-min ADX(14) ≥ 36.8 at 09:20",09:20,price never trades back to the open after 09:20,level / structure,subgroup,higher,38,0.5526,0.2062,2.68,21,0.4762,0.2802,1.7,"[0.2834, 0.6763]",0.030984507746126936,0.9405940594059405,0.044059389565792945,0.10344378419794864,0.06428516393222394,1.0,0.00035050925030579084,1.0,5.643381301223274e-06,True,2022:60/22(n20) 2023:62/20(n8) 2024:40/20(n10) 2025:50/28(n10) 2026:46/28(n11),True,WATCH,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,38,0.5,26.683214479531486,385.2872891538725,21,0.47619047619047616,33.197134458768836,391.7656401390768,43.02785714285762,"[[""abs_mv_pct"", "">="", 0.1409], [""dist_pdl_pct"", "">="", 1.0416], [""adx_14"", "">="", 36.778]]"
R0114,"When move from the open to 09:20 > +0.17% (≈+43 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) ≤ +0.08% (≈+19 pts at 25,000) AND India VIX change on the prior day (%) > -3.53 at 09:20",09:20,price never trades back to the open after 09:20,level / structure,rulefit,higher,38,0.5526,0.2062,2.68,38,0.5,0.2802,1.785,"[0.3485, 0.6515]",0.0014992503748125937,0.9405940594059405,0.0033528288799450495,0.011722840544268302,0.007142983265969888,1.0,0.00035050925030579084,1.0,5.643381301223274e-06,True,2022:55/22(n20) 2023:60/20(n5) 2024:54/20(n13) 2025:60/28(n20) 2026:39/28(n18),True,PASS,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,38,0.5,12.074612439287435,381.51893009724597,38,0.4473684210526316,1.8048476923482735,484.59453941899847,12.157552631579165,"[[""mv_pct"", "">"", 0.1721], [""ema9_21_pct"", ""<="", 0.0768], [""vix_chg"", "">"", -3.5339]]"
R0115,"When size of the move from the open to 09:20 (either direction) ≥ 0.22% (≈54 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 AND 1-min RSI(14) ≤ 48.9 at 09:20",09:20,price never trades back to the open after 09:20,level / structure,subgroup,higher,40,0.55,0.2062,2.667,27,0.5185,0.2802,1.851,"[0.3399, 0.6926]",0.013993003498250875,0.8514851485148515,0.007530633181672356,0.022732221902439533,0.013837538471322955,1.0,0.00024560992340006473,1.0,3.6514946703239376e-06,True,2022:57/22(n21) 2023:67/20(n9) 2024:40/20(n10) 2025:67/28(n15) 2026:33/28(n12),True,PASS,False,enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close,40,0.45,5.489773069596223,551.6897933447106,27,0.3333333333333333,-19.93041398866406,1024.823938345184,-9.769918518518992,"[[""abs_mv_pct"", "">="", 0.2166], [""vix_chg"", "">="", 0.7733], [""rsi_14"", ""<="", 48.8818]]"
R0116,"When size of the move from the open to 09:20 (either direction) ≤ 0.04% (≈10 pts at 25,000) AND prior-day range ≤ 0.78% (≈196 pts at 25,000) AND price has not touched the prior-day low yet at 09:20",09:20,price never trades back to the open after 09:20,level / structure,subgroup,lower,54,0.0,0.2062,0.0,19,0.0526,0.2802,0.188,"[0.0094, 0.2464]",0.015492253873063468,0.9900990099009901,0.016265928259151522,0.0445365697687191,0.027405059645791104,1.0,0.0004481928083896899,1.0,7.659535996932016e-06,True,2022:0/22(n8) 2023:0/20(n29) 2024:0/20(n17) 2025:8/28(n13) 2026:0/28(n6),False,WATCH,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,54,0.5,0.10887784391502171,481.55884181520463,19,0.5263157894736842,21.811208195513302,333.7552909442107,32.00586315789482,"[[""abs_mv_pct"", ""<="", 0.0411], [""pdr_pct"", ""<="", 0.7824], [""touched_pdl"", ""=="", 0.0]]"
R0117,"When size of the move from the open to 09:20 (either direction) ≤ 0.04% (≈10 pts at 25,000) AND 1-min ADX(14) ≥ 36.8 at 09:20",09:20,price never trades back to the open after 09:20,level / structure,subgroup,lower,53,0.0,0.2062,0.0,24,0.0,0.2802,0.0,"[0.0, 0.138]",0.0009995002498750624,1.0,0.0003744048768323573,0.0018105549267713997,0.001095273968046896,0.28904056491457986,0.0005392831922470357,1.0,9.649706016535855e-06,True,2022:0/22(n16) 2023:0/20(n22) 2024:0/20(n15) 2025:0/28(n10) 2026:0/28(n14),True,PASS,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,53,0.4716981132075472,-3.8531860301183336,1004.3092760870188,24,0.375,-13.541813902409004,570.4521353562096,-2.3825083333335897,"[[""abs_mv_pct"", ""<="", 0.0411], [""adx_14"", "">="", 36.778]]"
R0118,"When size of the move from the open to 09:20 (either direction) ≤ 0.04% (≈10 pts at 25,000) AND gap measured in the direction of the move so far ≤ -0.18% (≈-44 pts at 25,000) at 09:20",09:20,price never trades back to the open after 09:20,level / structure,subgroup,lower,52,0.0,0.2062,0.0,18,0.0,0.2802,0.0,"[0.0, 0.1759]",0.0024987506246876563,1.0,0.0026915727500066077,0.009689661900023787,0.005905390958969721,1.0,0.0006515861148247493,1.0,1.2156980036762742e-05,True,2022:0/22(n18) 2023:0/20(n19) 2024:0/20(n15) 2025:0/28(n9) 2026:0/28(n9),True,WATCH,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,52,0.34615384615384615,-31.585961393144924,1642.4699924435358,18,0.6111111111111112,28.106384414873716,264.7362542088485,39.06588888888877,"[[""abs_mv_pct"", ""<="", 0.0411], [""gap_dir_pct"", ""<="", -0.1752]]"
R0119,"When size of the move from the open to 09:20 (either direction) ≤ 0.09% (≈23 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) ≥ 0.586 AND prior-day range ≤ 0.78% (≈196 pts at 25,000) at 09:20",09:20,price never trades back to the open after 09:20,level / structure,subgroup,lower,51,0.0,0.2062,0.0,36,0.0556,0.2802,0.198,"[0.0154, 0.1814]",0.0004997501249375312,1.0,0.0008002548563662013,0.003426641940035012,0.0020820790068288774,0.5969901228491862,0.0007838771761869962,1.0,1.5315716702766838e-05,True,2022:0/22(n7) 2023:0/20(n29) 2024:0/20(n15) 2025:6/28(n17) 2026:5/28(n19),True,PASS,False,enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close,51,0.4117647058823529,4.533857818087362,724.8640179732032,36,0.6111111111111112,38.633034201692425,228.9179388702167,49.75576666666661,"[[""abs_mv_pct"", ""<="", 0.0911], [""pos_rng"", "">="", 0.5859], [""pdr_pct"", ""<="", 0.7824]]"
R0120,"When price vs prior-day high > -0.16% (≈-41 pts at 25,000) AND gap measured in the direction of the move so far ≤ +0.35% (≈+87 pts at 25,000) at 09:20",09:20,price reaches the prior-day high after 09:20 (days not yet at PDH),level / structure,rulefit,higher,32,0.9062,0.287,3.158,27,0.7778,0.2573,3.023,"[0.5924, 0.8939]",0.0004997501249375312,0.009900990099009901,2.283217287896852e-08,5.412895619111561e-07,3.2744677202032903e-07,2.127958512319866e-05,4.172779360364681e-10,6.5338983676253694e-06,7.081139445698086e-13,True,2022:100/24(n5) 2023:85/28(n13) 2024:93/33(n14) 2025:80/28(n15) 2026:75/23(n12),False,PASS,False,"enter long at 09:20 price, take profit at PDH; stop 0.4% of entry; exit at close",32,0.8125,6.349702487462196,104.53780316960135,27,0.6296296296296297,-18.21050313267013,505.5900188341389,-7.566466666666707,"[[""dist_pdh_pct"", "">"", -0.1649], [""gap_dir_pct"", ""<="", 0.3477]]"
R0121,"When prior-day range > 0.39% (≈98 pts at 25,000) AND prior day's close-to-close return > +0.06% (≈+16 pts at 25,000) AND 1-min RSI(14) > 48.1 at 09:20",09:20,price reaches the prior-day high after 09:20 (days not yet at PDH),level / structure,rulefit,higher,37,0.7568,0.287,2.637,31,0.6129,0.2573,2.382,"[0.4382, 0.7627]",0.0004997501249375312,0.009900990099009901,3.134754316199205e-05,0.00023083190873830512,0.00013963905590341912,0.026363283799235315,1.583658725323625e-06,0.08182276377783113,8.902573833848585e-09,True,2022:83/24(n6) 2023:62/28(n8) 2024:78/33(n23) 2025:65/28(n17) 2026:57/23(n14),True,PASS,False,"enter long at 09:20 price, take profit at PDH; stop 0.4% of entry; exit at close",37,0.6216216216216216,-1.1800645627740514,380.9557055844587,31,0.7096774193548387,-4.556024194382613,447.94197722384916,5.907587096774331,"[[""pdr_pct"", "">"", 0.3931], [""prevret_pct"", "">"", 0.0631], [""rsi_14"", "">"", 48.0831]]"
R0122,"When price vs prior-day high > -0.39% (≈-98 pts at 25,000) AND CPR width > 0.09% (≈23 pts at 25,000) AND CPR width ≤ 0.30% (≈75 pts at 25,000) at 09:20",09:20,price reaches the prior-day high after 09:20 (days not yet at PDH),level / structure,rulefit,higher,71,0.7183,0.287,2.503,55,0.5818,0.2573,2.261,"[0.4503, 0.7026]",0.0004997501249375312,0.009900990099009901,3.5652029621201355e-07,5.414651998719956e-06,3.2755302214478742e-06,0.00032407694925672034,9.645372681543533e-11,1.2651194248410858e-06,1.3706996190476605e-13,True,2022:69/24(n16) 2023:69/28(n35) 2024:80/33(n20) 2025:63/28(n35) 2026:50/23(n20),False,PASS,False,"enter long at 09:20 price, take profit at PDH; stop 0.4% of entry; exit at close",71,0.6619718309859155,3.8768133374936324,481.2586524434631,55,0.5272727272727272,-22.69457030459664,1370.1276861638878,-12.439839999999888,"[[""dist_pdh_pct"", "">"", -0.3909], [""cpr_width_pct"", "">"", 0.092], [""cpr_width_pct"", ""<="", 0.2992]]"
R0123,"When price vs prior-day high > -0.39% (≈-98 pts at 25,000) AND 1-min RSI(14) ≤ 78.3 AND 1-min ADX(14) > 30.7 at 09:20",09:20,price reaches the prior-day high after 09:20 (days not yet at PDH),level / structure,rulefit,higher,66,0.697,0.287,2.429,47,0.5957,0.2573,2.315,"[0.4534, 0.7236]",0.0004997501249375312,0.009900990099009901,9.798423286006666e-07,1.2531667676313787e-05,7.580885384436735e-06,0.0008789185687547979,5.443140929870704e-09,0.00011944783331300773,1.2954069892623804e-11,True,2022:61/24(n18) 2023:75/28(n24) 2024:71/33(n24) 2025:61/28(n31) 2026:56/23(n16),True,PASS,False,"enter long at 09:20 price, take profit at PDH; stop 0.4% of entry; exit at close",66,0.6212121212121212,0.4163599817176559,566.3622925920056,47,0.574468085106383,-14.690248327815176,792.9714747081141,-4.8040212765958366,"[[""dist_pdh_pct"", "">"", -0.3909], [""rsi_14"", ""<="", 78.3447], [""adx_14"", "">"", 30.7089]]"
R0124,"When price vs prior-day high > -0.63% (≈-157 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0683 AND 1-min EMA9 − EMA21 (as % of price) > +0.05% (≈+13 pts at 25,000) at 09:20",09:20,price reaches the prior-day high after 09:20 (days not yet at PDH),level / structure,rulefit,higher,36,0.6944,0.287,2.42,29,0.4828,0.2573,1.876,"[0.3139, 0.6557]",0.01649175412293853,0.37623762376237624,0.007427363010545546,0.02263133807601966,0.013776938328709088,1.0,8.320613858026227e-05,1.0,9.735967364239335e-07,True,2022:80/24(n5) 2023:69/28(n16) 2024:67/33(n15) 2025:52/28(n21) 2026:38/23(n8),True,PASS,False,"enter long at 09:20 price, take profit at PDH; stop 0.4% of entry; exit at close",36,0.6388888888888888,3.609685448336341,283.49772055609435,29,0.5862068965517241,-5.704260104366891,296.99610226782147,4.003599999999881,"[[""dist_pdh_pct"", "">"", -0.6273], [""atr14_pct"", ""<="", 0.0683], [""ema9_21_pct"", "">"", 0.0527]]"
R0125,"When prior-day range ≤ 0.78% (≈196 pts at 25,000) AND opening gap vs prior close is negative AND price has not touched the prior-day low yet at 09:20",09:20,price reaches the prior-day high after 09:20 (days not yet at PDH),level / structure,subgroup,higher,38,0.6842,0.287,2.384,33,0.5152,0.2573,2.002,"[0.3522, 0.675]",0.0014992503748125937,0.3564356435643564,0.0013481559722135093,0.00541490745864269,0.0032892768118736246,0.9855020156880753,7.837459399319105e-05,1.0,9.069043336385881e-07,True,2022:40/24(n5) 2023:61/28(n18) 2024:87/33(n15) 2025:50/28(n26) 2026:57/23(n7),True,PASS,False,"enter long at 09:20 price, take profit at PDH; stop 0.4% of entry; exit at close",38,0.7105263157894737,15.190870235957444,216.1583485253645,33,0.5454545454545454,-18.513863652470405,803.2867042101997,-9.15261212121208,"[[""pdr_pct"", ""<="", 0.7824], [""gap_pct"", ""<"", 0.0], [""touched_pdl"", ""=="", 0.0]]"
R0126,"When price vs prior-day high > -0.26% (≈-66 pts at 25,000) AND 1-min Bollinger %B > 0.0425 at 09:20",09:20,price reaches the prior-day high after 09:20 (days not yet at PDH),level / structure,rulefit,higher,73,0.6712,0.287,2.339,55,0.7273,0.2573,2.826,"[0.5977, 0.8272]",0.0004997501249375312,0.009900990099009901,4.122068353078742e-13,4.006650439192537e-11,2.4237761916103005e-11,3.969551824014829e-10,9.26520419225784e-09,0.00021816506190140648,2.366404580294612e-11,True,2022:86/24(n14) 2023:53/28(n30) 2024:72/33(n29) 2025:72/28(n32) 2026:74/23(n23),True,PASS,False,"enter long at 09:20 price, take profit at PDH; stop 0.4% of entry; exit at close",73,0.6027397260273972,-13.340352017506003,996.0745277542387,55,0.6363636363636364,-12.27622177807588,793.3078681380537,-1.7463309090910613,"[[""dist_pdh_pct"", "">"", -0.2626], [""bb_pctb"", "">"", 0.0425]]"
R0127,"When move from the open to 09:20 ≥ +0.01% (≈+1 pts at 25,000) AND price is above the CPR AND it is not expiry day at 09:20",09:20,price reaches the prior-day high after 09:20 (days not yet at PDH),level / structure,subgroup,higher,49,0.6735,0.287,2.347,42,0.6905,0.2573,2.683,"[0.5397, 0.8093]",0.0004997501249375312,0.009900990099009901,5.019601442793773e-09,1.5247039382486084e-07,9.223517651133557e-08,4.72344495766894e-06,6.573224698885748e-06,0.4320114376237134,4.707713107176353e-08,True,2022:68/24(n19) 2023:56/28(n16) 2024:79/33(n14) 2025:72/28(n25) 2026:65/23(n17),True,PASS,False,"enter long at 09:20 price, take profit at PDH; stop 0.4% of entry; exit at close",49,0.5306122448979592,-9.66045577140549,837.9905393729841,42,0.7380952380952381,11.129643984373041,247.07871551303498,21.340485714285542,"[[""mv_pct"", "">="", 0.0058], [""cpr_pos"", ""=="", 1.0], [""is_expiry"", ""=="", 0.0]]"
R0128,"When price vs prior-day high ≤ -0.92% (≈-230 pts at 25,000) AND range so far (high−low since 09:15) ≤ 0.41% (≈102 pts at 25,000) at 09:20",09:20,price reaches the prior-day high after 09:20 (days not yet at PDH),level / structure,tree,lower,90,0.0,0.287,0.0,46,0.0,0.2573,0.0,"[-0.0, 0.0771]",0.0004997501249375312,0.009900990099009901,1.1392989314915297e-06,1.4197417453971371e-05,8.588561175859223e-06,0.001019672543684919,8.588216328221238e-11,1.113442049873673e-06,1.2063441837085036e-13,True,2022:0/24(n44) 2023:0/28(n19) 2024:0/33(n27) 2025:0/28(n22) 2026:0/23(n24),True,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""dist_pdh_pct"", ""<="", -0.918], [""rng_pct"", ""<="", 0.4075]]"
R0129,"When price vs prior-day high ≤ -0.88% (≈-221 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) is negative AND India VIX change on the prior day (%) is positive at 09:20",09:20,price reaches the prior-day high after 09:20 (days not yet at PDH),level / structure,subgroup,lower,82,0.0,0.287,0.0,47,0.0,0.2573,0.0,"[0.0, 0.0756]",0.0004997501249375312,0.009900990099009901,8.4612428788296e-07,1.1113956862462664e-05,6.723257855070007e-06,0.0007606657348067811,9.55500829216706e-10,1.6654387286232086e-05,1.8052739880454149e-12,True,2022:0/24(n38) 2023:0/28(n19) 2024:0/33(n25) 2025:0/28(n21) 2026:0/23(n26),True,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""dist_pdh_pct"", ""<="", -0.8838], [""ema9_21_pct"", ""<"", 0.0], [""vix_chg"", "">"", 0.0]]"
R0130,"When opening gap vs prior close ≤ -0.23% (≈-58 pts at 25,000) AND price vs prior-day high ≤ -0.88% (≈-221 pts at 25,000) AND prior day's close-to-close return is negative at 09:20",09:20,price reaches the prior-day high after 09:20 (days not yet at PDH),level / structure,subgroup,lower,72,0.0,0.287,0.0,41,0.0244,0.2573,0.095,"[0.0043, 0.126]",0.0004997501249375312,0.009900990099009901,7.667862687089971e-05,0.0004808491956033195,0.00029088408129089696,0.06272311678039597,1.8783846379756368e-08,0.000489733278642003,5.313528163659033e-11,True,2022:0/24(n40) 2023:0/28(n12) 2024:0/33(n20) 2025:0/28(n16) 2026:4/23(n25),True,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""gap_pct"", ""<="", -0.2327], [""dist_pdh_pct"", ""<="", -0.8838], [""prevret_pct"", ""<"", 0.0]]"
R0131,"When price vs prior-day high ≤ -0.88% (≈-221 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is negative AND India VIX change on the prior day (%) is positive at 09:20",09:20,price reaches the prior-day high after 09:20 (days not yet at PDH),level / structure,subgroup,lower,60,0.0,0.287,0.0,29,0.0,0.2573,0.0,"[0.0, 0.117]",0.0009995002498750624,0.009900990099009901,0.00017910086121295896,0.0009671446505499784,0.000585062813295666,0.14211930126758426,6.354938424398839e-07,0.02829374658204089,3.076031805375362e-09,True,2022:0/24(n23) 2023:0/28(n14) 2024:0/33(n23) 2025:0/28(n15) 2026:0/23(n14),True,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""dist_pdh_pct"", ""<="", -0.8838], [""dist_twap_pct"", ""<"", 0.0], [""vix_chg"", "">"", 0.0]]"
R0132,"When price vs prior-day low ≤ +0.35% (≈+87 pts at 25,000) AND (it is Wednesday or it is Thursday or it is Friday) AND India VIX change on the prior day (%) ≤ -0.755 at 09:20",09:20,price reaches the prior-day low after 09:20 (days not yet at PDL),level / structure,tree,higher,31,0.9355,0.3042,3.075,31,0.5161,0.2921,1.767,"[0.3484, 0.6803]",0.01249375312343828,0.009900990099009901,0.007218903190524439,0.022242802985379947,0.01354122676046328,1.0,2.924109679336321e-10,4.391871069489431e-06,4.759377852908617e-13,True,2022:100/29(n3) 2023:94/30(n17) 2024:91/32(n11) 2025:52/32(n21) 2026:50/25(n10),False,PASS,False,"enter short at 09:20 price, take profit at PDL; stop 0.4% of entry; exit at close",31,0.9354838709677419,30.905948052076013,76.60857538174741,31,0.5161290322580645,-8.54345329503486,413.63968509108577,1.312180645161143,"[[""dist_pdl_pct"", ""<="", 0.349], [""dow"", "">"", 1.5], [""vix_chg"", ""<="", -0.7546]]"
R0133,"When price vs prior-day low ≤ +0.25% (≈+63 pts at 25,000) AND (it is Wednesday or it is Thursday or it is Friday) AND prior-day range ≤ 1.97% (≈493 pts at 25,000) at 09:20",09:20,price reaches the prior-day low after 09:20 (days not yet at PDL),level / structure,rulefit,higher,41,0.9024,0.3042,2.967,26,0.6923,0.2921,2.37,"[0.5001, 0.835]",0.0004997501249375312,0.009900990099009901,2.8328501848175067e-05,0.00021019315875134476,0.0001271538861582209,0.023852598556163406,3.898639040218161e-12,3.45710930633308e-08,3.743893819221758e-15,True,2022:75/29(n8) 2023:100/30(n20) 2024:85/32(n13) 2025:68/32(n19) 2026:71/25(n7),False,PASS,False,"enter short at 09:20 price, take profit at PDL; stop 0.4% of entry; exit at close",41,0.8780487804878049,15.487895878224824,109.4773389072551,26,0.6153846153846154,-7.722364029198768,513.9768642155888,2.1616000000001523,"[[""dist_pdl_pct"", ""<="", 0.2512], [""dow"", "">"", 1.5], [""pdr_pct"", ""<="", 1.9718]]"
R0134,"When price vs prior-day low ≤ +0.41% (≈+103 pts at 25,000) AND size of the move from the open to 09:20 (either direction) > 0.10% (≈26 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) > -0.01% (≈-3 pts at 25,000) at 09:20",09:20,price reaches the prior-day low after 09:20 (days not yet at PDL),level / structure,rulefit,higher,37,0.8919,0.3042,2.932,24,0.75,0.2921,2.568,"[0.551, 0.88]",0.0004997501249375312,0.009900990099009901,4.638013147511708e-06,4.695988311855604e-05,2.8407830528509207e-05,0.004069092060987053,1.859783929685529e-10,2.6461065082793683e-06,2.867282983023863e-13,True,2022:100/29(n3) 2023:84/30(n19) 2024:93/32(n15) 2025:67/32(n18) 2026:100/25(n6),True,PASS,False,"enter short at 09:20 price, take profit at PDL; stop 0.4% of entry; exit at close",37,0.8648648648648649,27.785058976844986,104.93807764933831,24,0.625,3.250410612951381,304.3577616699711,12.700191666666493,"[[""dist_pdl_pct"", ""<="", 0.4121], [""abs_mv_pct"", "">"", 0.104], [""dist_twap_pct"", "">"", -0.0124]]"
R0135,"When price vs prior-day low ≤ +0.25% (≈+63 pts at 25,000) AND 1-min Bollinger %B > -0.0364 AND 1-min ATR(14) as % of price ≤ 0.0707 at 09:20",09:20,price reaches the prior-day low after 09:20 (days not yet at PDL),level / structure,rulefit,higher,52,0.8462,0.3042,2.782,41,0.7561,0.2921,2.589,"[0.6066, 0.8618]",0.0004997501249375312,0.009900990099009901,1.0918775273291386e-09,4.422103985683011e-08,2.6750999419563896e-08,1.0361917734353525e-06,1.8415296193568752e-12,1.5008102109426655e-08,1.6251833824642578e-15,True,2022:75/29(n8) 2023:91/30(n22) 2024:82/32(n22) 2025:75/32(n32) 2026:78/25(n9),True,PASS,False,"enter short at 09:20 price, take profit at PDL; stop 0.4% of entry; exit at close",52,0.8076923076923077,10.267188407020567,172.55410226314285,41,0.6829268292682927,-4.184076115357732,595.7445199475421,5.324521951219627,"[[""dist_pdl_pct"", ""<="", 0.2512], [""bb_pctb"", "">"", -0.0364], [""atr14_pct"", ""<="", 0.0707]]"
R0136,"When (it is Tuesday or it is Wednesday or it is Thursday or it is Friday) AND price vs prior-day low ≤ +0.28% (≈+70 pts at 25,000) AND CPR width > 0.04% (≈10 pts at 25,000) at 09:20",09:20,price reaches the prior-day low after 09:20 (days not yet at PDL),level / structure,rulefit,higher,52,0.8269,0.3042,2.718,41,0.7073,0.2921,2.422,"[0.5552, 0.8239]",0.0004997501249375312,0.009900990099009901,4.708152372280981e-08,9.948530664906769e-07,6.018246945437427e-07,4.3644572491044694e-05,1.6139868570403992e-11,1.6990414227470906e-07,1.8403168417023726e-14,True,2022:71/29(n7) 2023:95/30(n21) 2024:75/32(n24) 2025:66/32(n29) 2026:83/25(n12),True,PASS,False,"enter short at 09:20 price, take profit at PDL; stop 0.4% of entry; exit at close",52,0.8269230769230769,11.157166807548029,142.31487827874156,41,0.6341463414634146,-10.881512309505228,651.0524179503163,-1.102956097560797,"[[""dow"", "">"", 0.5], [""dist_pdl_pct"", ""<="", 0.2795], [""cpr_width_pct"", "">"", 0.0399]]"
R0137,"When price vs prior-day low ≤ +0.41% (≈+103 pts at 25,000) AND opening-range size > 0.24% (≈61 pts at 25,000) AND 1-min ADX(14) > 21.6 at 09:20",09:20,price reaches the prior-day low after 09:20 (days not yet at PDL),level / structure,rulefit,higher,55,0.8182,0.3042,2.69,45,0.6444,0.2921,2.207,"[0.4984, 0.7678]",0.0004997501249375312,0.009900990099009901,1.033624676164121e-06,1.3047833574435398e-05,7.893133890707832e-06,0.0009261277098430524,8.935552141158961e-12,8.751124010251912e-08,9.478026053590336e-15,True,2022:90/29(n10) 2023:82/30(n22) 2024:78/32(n23) 2025:69/32(n32) 2026:54/25(n13),True,PASS,False,"enter short at 09:20 price, take profit at PDL; stop 0.4% of entry; exit at close",55,0.8,17.84916126435703,160.0315808358655,45,0.6,-3.5608406225533793,395.42378117607825,5.903955555555391,"[[""dist_pdl_pct"", ""<="", 0.4121], [""or_rng_pct"", "">"", 0.2434], [""adx_14"", "">"", 21.6317]]"
R0138,"When price vs prior-day low ≤ +0.30% (≈+76 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) > 0.132 AND 1-min ADX(14) ≤ 40.7 at 09:20",09:20,price reaches the prior-day low after 09:20 (days not yet at PDL),level / structure,rulefit,higher,60,0.8167,0.3042,2.685,44,0.6136,0.2921,2.101,"[0.4662, 0.7428]",0.0004997501249375312,0.009900990099009901,9.452106507575016e-06,8.58639955641394e-05,5.194241706966457e-05,0.008185524235559963,8.138898506526366e-13,6.1187236618562805e-09,6.62533163275433e-16,True,2022:75/29(n12) 2023:95/30(n20) 2024:75/32(n28) 2025:58/32(n33) 2026:73/25(n11),False,PASS,False,"enter short at 09:20 price, take profit at PDL; stop 0.4% of entry; exit at close",60,0.8,12.356000615613231,188.8006297496142,44,0.5681818181818182,-13.054423262544558,775.2025278978947,-3.6708500000000144,"[[""dist_pdl_pct"", ""<="", 0.3037], [""pos_rng"", "">"", 0.1324], [""adx_14"", ""<="", 40.662]]"
R0139,"When prior day's close-to-close return > -0.42% (≈-104 pts at 25,000) AND price vs prior-day low ≤ +0.24% (≈+61 pts at 25,000) at 09:20",09:20,price reaches the prior-day low after 09:20 (days not yet at PDL),level / structure,rulefit,higher,42,0.8095,0.3042,2.661,32,0.6875,0.2921,2.354,"[0.5143, 0.8205]",0.0004997501249375312,0.009900990099009901,4.298461416500098e-06,4.49258548047107e-05,2.71773689559361e-05,0.003782646046520086,1.4183096243893202e-08,0.0003545776140760575,3.8466612113826863e-11,True,2022:67/29(n6) 2023:100/30(n16) 2024:70/32(n20) 2025:69/32(n26) 2026:67/25(n6),False,PASS,False,"enter short at 09:20 price, take profit at PDL; stop 0.4% of entry; exit at close",42,0.7857142857142857,3.8113286904832817,302.73898909265375,32,0.625,-7.804193851944572,532.2229730534709,1.5876437500000975,"[[""prevret_pct"", "">"", -0.4163], [""dist_pdl_pct"", ""<="", 0.2424]]"
R0140,"When position in today's range so far (0 = at low, 1 = at high) ≥ 0.586 AND price vs prior-day low ≥ +1.04% (≈+260 pts at 25,000) AND price has already touched the prior-day high at 09:20",09:20,price reaches the prior-day low after 09:20 (days not yet at PDL),level / structure,subgroup,lower,58,0.0,0.3042,0.0,27,0.0,0.2921,0.0,"[0.0, 0.1246]",0.0009995002498750624,0.009900990099009901,8.909356762371601e-05,0.0005345614057422961,0.0003233766528564507,0.07225488334283368,3.3565975706154144e-07,0.013464449906806559,1.463116695936342e-09,True,2022:0/29(n29) 2023:0/30(n13) 2024:0/32(n16) 2025:0/32(n17) 2026:0/25(n10),True,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""pos_rng"", "">="", 0.5859], [""dist_pdl_pct"", "">="", 1.0416], [""touched_pdh"", ""=="", 1.0]]"
R0141,"When price vs prior-day low ≥ +1.04% (≈+260 pts at 25,000) AND CPR width ≥ 0.20% (≈51 pts at 25,000) AND India VIX change on the prior day (%) ≤ -1.33 at 09:20",09:20,price reaches the prior-day low after 09:20 (days not yet at PDL),level / structure,subgroup,lower,56,0.0,0.3042,0.0,19,0.0,0.2921,0.0,"[0.0, 0.1682]",0.0009995002498750624,0.009900990099009901,0.0014121859161110222,0.005594074965379594,0.0033978825715639013,1.0,6.270229695890472e-07,0.027797998012375317,3.022072394323978e-09,True,2022:0/29(n29) 2023:0/30(n11) 2024:0/32(n16) 2025:0/32(n12) 2026:0/25(n7),True,WATCH,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""dist_pdl_pct"", "">="", 1.0416], [""cpr_width_pct"", "">="", 0.2022], [""vix_chg"", ""<="", -1.3269]]"
R0142,"When 1-min ADX(14) ≤ 34.5 AND price vs prior-day low > +1.04% (≈+261 pts at 25,000) AND distance from TWAP in the move's direction ≤ +0.10% (≈+26 pts at 25,000) at 09:20",09:20,price reaches the prior-day low after 09:20 (days not yet at PDL),level / structure,rulefit,lower,53,0.0,0.3042,0.0,21,0.0,0.2921,0.0,"[0.0, 0.1546]",0.0004997501249375312,0.009900990099009901,0.0007077510045077849,0.0030849057236841566,0.0018745837416692683,0.5308132533808387,1.5949205137495428e-06,0.08245193517706437,8.971058941690613e-09,True,2022:0/29(n21) 2023:0/30(n9) 2024:0/32(n23) 2025:0/32(n13) 2026:0/25(n8),True,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""adx_14"", ""<="", 34.5437], [""dist_pdl_pct"", "">"", 1.0446], [""twap_dir_pct"", ""<="", 0.1021]]"
R0143,"When range so far (high−low since 09:15) ≥ 0.27% (≈68 pts at 25,000) AND price vs prior-day low ≥ +1.04% (≈+260 pts at 25,000) AND CPR width ≥ 0.20% (≈51 pts at 25,000) at 09:20",09:20,price reaches the prior-day low after 09:20 (days not yet at PDL),level / structure,subgroup,lower,50,0.0,0.3042,0.0,29,0.0,0.2921,0.0,"[0.0, 0.117]",0.0004997501249375312,0.009900990099009901,4.4651388504507675e-05,0.00030780957181830823,0.00018620579035922349,0.03714995523575038,4.050620515582475e-06,0.24452586911163474,2.663069841954919e-08,True,2022:0/29(n28) 2023:0/30(n8) 2024:0/32(n14) 2025:0/32(n13) 2026:0/25(n16),True,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""rng_pct"", "">="", 0.2709], [""dist_pdl_pct"", "">="", 1.0416], [""cpr_width_pct"", "">="", 0.2022]]"
R0144,"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",09:30,price at 13:00 is further in the move's direction than at 09:30,direction (continuation / reversal),rulefit,higher,32,0.9062,0.4932,1.837,26,0.7692,0.5297,1.452,"[0.5795, 0.8897]",0.013493253373313344,0.6336633663366337,0.010713398815303667,0.03146049440626938,0.9229637396388423,1.0,0.00013700645877087606,1.0,1.785081754420656e-06,True,2022:100/53(n4) 2023:85/48(n13) 2024:93/47(n15) 2025:77/56(n13) 2026:77/49(n13),True,WATCH,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at 13:00,32,0.8125,44.406940083867106,95.24197987921468,26,0.5384615384615384,13.15107843303045,281.52642545379825,24.672961538461657,"[[""dist_pdl_pct"", ""<="", 0.9577], [""rsi_14"", "">"", 70.3254], [""or_rng_pct"", "">"", 0.1437]]"
R0145,When 1-min RSI(14) ≥ 68.2 AND 1-min ADX(14) ≥ 40 AND the day opened inside the prior-day range at 09:30,09:30,price at 13:00 is further in the move's direction than at 09:30,direction (continuation / reversal),subgroup,higher,38,0.8158,0.4932,1.654,19,0.5789,0.5297,1.093,"[0.3628, 0.7686]",0.40729635182408797,1.0,0.42267599313085324,0.6310922662414583,0.998924248677784,1.0,0.003004382016891045,1.0,8.298589345562881e-05,False,2022:67/53(n9) 2023:92/48(n12) 2024:82/47(n17) 2025:83/56(n6) 2026:46/49(n13),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at 13:00,38,0.7105263157894737,29.231761931872896,211.41181649907264,19,0.3684210526315789,-25.3090424995469,698.3103016841127,-13.036421052631532,"[[""rsi_14"", "">="", 68.1629], [""adx_14"", "">="", 39.9837], [""open_vs_pd"", ""=="", 0.0]]"
R0146,"When price vs session TWAP (time-weighted VWAP) > +0.16% (≈+39 pts at 25,000) AND India VIX change on the prior day (%) ≤ 6.5 at 09:30",09:30,price at 13:00 is further in the move's direction than at 09:30,direction (continuation / reversal),rulefit,higher,30,0.8,0.4932,1.622,12,0.4167,0.5297,0.787,"[0.1933, 0.6805]",0.8910544727636182,1.0,0.8583967194409284,0.958840453660724,0.998924248677784,1.0,0.021882773055256276,1.0,0.0011091500974447091,True,2022:82/53(n17) 2023:33/48(n3) 2024:90/47(n10) 2025:57/56(n7) 2026:20/49(n5),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at 13:00,30,0.5666666666666667,16.76018420746282,275.5915821835864,12,0.3333333333333333,-37.789250863768274,553.5231423493894,-27.470100000000457,"[[""dist_twap_pct"", "">"", 0.1574], [""vix_chg"", ""<="", 6.5024]]"
R0147,"When size of the move from the open to 09:30 (either direction) ≤ 0.05% (≈13 pts at 25,000) AND price vs prior-day high ≥ -0.15% (≈-38 pts at 25,000) AND CPR width ≤ 0.13% (≈33 pts at 25,000) at 09:30",09:30,price at 13:00 is further in the move's direction than at 09:30,direction (continuation / reversal),subgroup,higher,30,0.8,0.4932,1.622,9,0.5556,0.5297,1.049,"[0.2666, 0.8112]",0.5017491254372813,1.0,0.5726994422456309,0.7742195519648862,0.998924248677784,1.0,0.021882773055256276,1.0,0.0011091500974447091,True,2022:33/53(n3) 2023:76/48(n17) 2024:100/47(n10) 2025:67/56(n3) 2026:50/49(n6),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at 13:00,30,0.6666666666666666,17.389167430171128,176.86078814546835,9,0.5555555555555556,-10.678408824623876,207.11215577469733,1.5397777777777972,"[[""abs_mv_pct"", ""<="", 0.0526], [""dist_pdh_pct"", "">="", -0.1519], [""cpr_width_pct"", ""<="", 0.1326]]"
R0148,"When price vs session TWAP (time-weighted VWAP) ≥ +0.07% (≈+18 pts at 25,000) AND India VIX change on the prior day (%) ≤ -1.33 AND the first opening-range break was upward at 09:30",09:30,price at 13:00 is further in the move's direction than at 09:30,direction (continuation / reversal),subgroup,higher,30,0.8,0.4932,1.622,20,0.5,0.5297,0.944,"[0.2993, 0.7007]",0.743128435782109,1.0,0.6885384690779398,0.8548274883616691,0.998924248677784,1.0,0.021882773055256276,1.0,0.0011091500974447091,True,2022:81/53(n16) 2023:88/48(n8) 2024:67/47(n6) 2025:33/56(n9) 2026:64/49(n11),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at 13:00,30,0.7666666666666667,34.50320712668273,272.33580336915105,20,0.45,-10.774911022578056,372.6837423504119,0.2781700000001365,"[[""dist_twap_pct"", "">="", 0.0714], [""vix_chg"", ""<="", -1.3269], [""or_first_break"", ""=="", 1.0]]"
R0149,"When range so far (high−low since 09:15) ≥ 0.37% (≈91 pts at 25,000) AND India VIX change on the prior day (%) is negative AND the first opening-range break was upward at 09:30",09:30,price at 13:00 is further in the move's direction than at 09:30,direction (continuation / reversal),subgroup,higher,45,0.7778,0.4932,1.577,30,0.6,0.5297,1.133,"[0.4232, 0.7541]",0.36431784107946025,1.0,0.2792054567487356,0.46871796884243694,0.998924248677784,1.0,0.005344359742039464,1.0,0.00017359285506722208,False,2022:77/53(n26) 2023:86/48(n7) 2024:75/47(n12) 2025:53/56(n17) 2026:69/49(n13),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at 13:00,45,0.6666666666666666,27.1133046618843,231.6945141441439,30,0.5333333333333333,-8.121706784452194,422.1151367325474,2.084306666666938,"[[""rng_pct"", "">="", 0.3655], [""vix_chg"", ""<"", 0.0], [""or_first_break"", ""=="", 1.0]]"
R0150,"When move from the open to 09:30 ≤ -0.09% (≈-22 pts at 25,000) AND size of the opening gap ≥ 0.35% (≈87 pts at 25,000) AND the day opened inside the prior-day range at 09:30",09:30,price at 13:00 is further in the move's direction than at 09:30,direction (continuation / reversal),subgroup,higher,32,0.7812,0.4932,1.584,12,0.4167,0.5297,0.787,"[0.1933, 0.6805]",0.8140929535232384,1.0,0.8583967194409284,0.958840453660724,0.998924248677784,1.0,0.029106562387863587,1.0,0.0016274555835136327,False,2022:79/53(n19) 2023:83/48(n6) 2024:71/47(n7) 2025:0/56(n5) 2026:71/49(n7),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at 13:00,32,0.71875,38.59116728061774,230.64039739956888,12,0.16666666666666666,-47.850708309952644,574.2084997194318,-37.04960000000028,"[[""mv_pct"", ""<="", -0.089], [""abs_gap_pct"", "">="", 0.3474], [""open_vs_pd"", ""=="", 0.0]]"
R0151,When 1-min ADX(14) ≥ 40 AND opening gap vs prior close is positive AND price has not touched the prior-day high yet at 09:30,09:30,price at 13:00 is further in the move's direction than at 09:30,direction (continuation / reversal),subgroup,higher,32,0.7812,0.4932,1.584,22,0.6818,0.5297,1.287,"[0.4732, 0.8364]",0.10194902548725637,1.0,0.11118750677174882,0.22468660412087288,0.998924248677784,1.0,0.029106562387863587,1.0,0.0016274555835136327,True,2022:78/53(n9) 2023:82/48(n11) 2024:75/47(n12) 2025:64/56(n11) 2026:73/49(n11),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at 13:00,32,0.71875,31.429177490275027,211.41181649907264,22,0.5909090909090909,12.174118781699509,237.6320258373489,22.636754545454757,"[[""adx_14"", "">="", 39.9837], [""gap_pct"", "">"", 0.0], [""touched_pdh"", ""=="", 0.0]]"
R0152,"When 1-min Bollinger %B ≤ 0.233 AND opening-range size ≤ 0.48% (≈121 pts at 25,000) AND 1-min Bollinger %B > 0.135 at 09:30",09:30,price at 13:00 is further in the move's direction than at 09:30,direction (continuation / reversal),rulefit,lower,35,0.1143,0.4932,0.232,37,0.5405,0.5297,1.021,"[0.3838, 0.6896]",0.7246376811594203,0.8910891089108911,0.6153885883174858,0.8040318641791795,0.998924248677784,1.0,0.0003183292019313628,1.0,5.003380783583611e-06,False,2022:29/53(n7) 2023:15/48(n13) 2024:0/47(n15) 2025:57/56(n21) 2026:50/49(n16),True,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at 13:00,35,0.8571428571428571,45.69277043660968,139.77493341455937,37,0.43243243243243246,4.311929951483434,420.9531498581696,14.270383783783767,"[[""bb_pctb"", ""<="", 0.2328], [""or_rng_pct"", ""<="", 0.4842], [""bb_pctb"", "">"", 0.1345]]"
R0153,"When size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND prior day's close-to-close return ≥ +0.67% (≈+167 pts at 25,000) AND opening gap vs prior close is positive at 09:30",09:30,price at 13:00 is further in the move's direction than at 09:30,direction (continuation / reversal),subgroup,lower,31,0.1613,0.4932,0.327,19,0.5263,0.5297,0.994,"[0.3171, 0.7267]",0.5057471264367817,1.0,0.5773240068691468,0.7761534366207616,0.998924248677784,1.0,0.0071972298122306875,1.0,0.00025636533075504167,False,2022:30/53(n10) 2023:12/48(n8) 2024:8/47(n13) 2025:60/56(n15) 2026:25/49(n4),False,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at 13:00,31,0.7419354838709677,39.27473239264001,183.79619972782814,19,0.3684210526315789,-21.473127565974355,430.3261783468391,-12.154421052631445,"[[""abs_gap_pct"", ""<="", 0.2212], [""prevret_pct"", "">="", 0.6697], [""gap_pct"", "">"", 0.0]]"
R0154,When India VIX (prior day's close) ≤ 13.7 AND 1-min EMA9 − EMA21 (as % of price) is negative AND it is Friday at 09:30,09:30,price at 13:00 is further in the move's direction than at 09:30,direction (continuation / reversal),subgroup,lower,30,0.1667,0.4932,0.338,28,0.5714,0.5297,1.079,"[0.3907, 0.7349]",0.7616191904047976,1.0,0.7351204534844044,0.8756581872387758,0.998924248677784,1.0,0.010641599491831787,1.0,0.0004276866067241059,False,2022:50/53(n2) 2023:20/48(n15) 2024:8/47(n13) 2025:71/56(n17) 2026:36/49(n11),False,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at 13:00,30,0.7666666666666667,42.993748612291014,107.02772310300179,28,0.42857142857142855,-2.6953538976367244,601.1615499304185,6.849321428571654,"[[""vix_prev"", ""<="", 13.684], [""ema9_21_pct"", ""<"", 0.0], [""dow"", ""=="", 4.0]]"
R0155,"When opening-range size ≥ 0.27% (≈68 pts at 25,000) AND India VIX (prior day's close) ≤ 13.7 AND price is below the CPR at 09:30",09:30,price at 13:00 is further in the move's direction than at 09:30,direction (continuation / reversal),subgroup,lower,34,0.1765,0.4932,0.358,54,0.4444,0.5297,0.839,"[0.32, 0.5762]",0.18190904547726136,1.0,0.13171262407209505,0.2598260737497135,0.998924248677784,1.0,0.007356730660030769,1.0,0.000263981379270224,True,2022:0/53(n2) 2023:21/48(n19) 2024:15/47(n13) 2025:37/56(n19) 2026:49/49(n35),True,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at 13:00,34,0.7941176470588235,46.09260896290153,111.13159649194881,54,0.46296296296296297,1.1154340620830216,775.5574460249209,12.264433333333525,"[[""or_rng_pct"", "">="", 0.2709], [""vix_prev"", ""<="", 13.684], [""cpr_pos"", ""=="", -1.0]]"
R0156,"When 1-min ADX(14) ≤ 21.7 AND gap measured in the direction of the move so far ≤ -0.15% (≈-36 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) > 0.175 at 09:30",09:30,price 30 min after 09:30 is further in the move's direction than at 09:30,direction (continuation / reversal),rulefit,higher,33,0.9394,0.5177,1.815,16,0.1875,0.5183,0.362,"[0.0659, 0.4301]",1.0,0.16831683168316833,0.9986783509346837,1.0,0.998924248677784,1.0,3.619994385159803e-05,1.0,3.5884784859104005e-07,False,2022:100/54(n10) 2023:75/49(n8) 2024:100/52(n15) 2025:17/49(n6) 2026:20/55(n10),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +30 min,33,0.8181818181818182,26.501732753972686,42.152332608097765,16,0.1875,-31.440201032565287,503.04321652104454,-20.47729999999933,"[[""adx_14"", ""<="", 21.7246], [""gap_dir_pct"", ""<="", -0.1456], [""pos_rng"", "">"", 0.1755]]"
R0157,"When 1-min ADX(14) ≤ 18.6 AND 1-min EMA9 − EMA21 (as % of price) > -0.01% (≈-2 pts at 25,000) AND India VIX (prior day's close) > 11.7 at 09:30",09:30,price 30 min after 09:30 is further in the move's direction than at 09:30,direction (continuation / reversal),rulefit,higher,32,0.9062,0.5177,1.751,15,0.4,0.5183,0.772,"[0.1982, 0.6425]",0.8885557221389305,0.9801980198019802,0.8801738091908419,0.9661069140700841,0.998924248677784,1.0,0.00038351965554924496,1.0,6.327147412391825e-06,True,2022:100/54(n10) 2023:86/49(n7) 2024:87/52(n15) 2025:25/49(n8) 2026:57/55(n7),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +30 min,32,0.84375,12.35507618045765,107.08785476534939,15,0.3333333333333333,-9.268772757467877,200.98744143076465,0.9264533333334839,"[[""adx_14"", ""<="", 18.5986], [""ema9_21_pct"", "">"", -0.0093], [""vix_prev"", "">"", 11.695]]"
R0158,"When price vs prior-day low > +1.46% (≈+366 pts at 25,000) AND India VIX (prior day's close) ≤ 21.4 AND range so far (high−low since 09:15) > 0.30% (≈74 pts at 25,000) at 09:30",09:30,price 30 min after 09:30 is further in the move's direction than at 09:30,direction (continuation / reversal),rulefit,higher,40,0.85,0.5177,1.642,20,0.55,0.5183,1.061,"[0.3421, 0.7418]",0.5197401299350325,1.0,0.4771774189479779,0.6902030524068966,0.998924248677784,1.0,0.0010555985296516579,1.0,2.2254452063147462e-05,False,2022:100/54(n23) 2023:83/49(n6) 2024:55/52(n11) 2025:56/49(n9) 2026:55/55(n11),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +30 min,40,0.6,6.6390741072412,232.40716932088185,20,0.45,-6.304047178384158,182.45222558776598,4.072700000000259,"[[""dist_pdl_pct"", "">"", 1.4626], [""vix_prev"", ""<="", 21.375], [""rng_pct"", "">"", 0.2972]]"
R0159,"When price vs prior-day low > +1.46% (≈+366 pts at 25,000) AND opening-range size > 0.18% (≈45 pts at 25,000) AND prior-day range ≤ 1.65% (≈412 pts at 25,000) at 09:30",09:30,price 30 min after 09:30 is further in the move's direction than at 09:30,direction (continuation / reversal),rulefit,higher,34,0.8529,0.5177,1.648,22,0.5,0.5183,0.965,"[0.3072, 0.6928]",0.6876561719140429,1.0,0.6501507689006,0.8289835856108083,0.998924248677784,1.0,0.003183492279880436,1.0,8.934122575690148e-05,False,2022:95/54(n20) 2023:75/49(n8) 2024:67/52(n6) 2025:40/49(n10) 2026:58/55(n12),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +30 min,34,0.6176470588235294,7.277684260344712,78.03066552566031,22,0.4090909090909091,-7.163808230089725,192.24671491846448,3.2933636363637064,"[[""dist_pdl_pct"", "">"", 1.4626], [""or_rng_pct"", "">"", 0.1786], [""pdr_pct"", ""<="", 1.6474]]"
R0160,"When price vs session TWAP (time-weighted VWAP) ≥ +0.07% (≈+18 pts at 25,000) AND India VIX change on the prior day (%) ≤ -1.33 AND the first opening-range break was upward at 09:30",09:30,price 30 min after 09:30 is further in the move's direction than at 09:30,direction (continuation / reversal),subgroup,higher,30,0.8333,0.5177,1.61,20,0.65,0.5183,1.254,"[0.4329, 0.8188]",0.19740129935032483,1.0,0.16993754394963845,0.3188789434730667,0.998924248677784,1.0,0.014755831407386682,1.0,0.0006566908996123022,False,2022:81/54(n16) 2023:88/49(n8) 2024:83/52(n6) 2025:78/49(n9) 2026:55/55(n11),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +30 min,30,0.7333333333333333,17.78802450348349,41.30190012639929,20,0.5,8.366592719484425,127.85763992752399,19.42565999999988,"[[""dist_twap_pct"", "">="", 0.0714], [""vix_chg"", ""<="", -1.3269], [""or_first_break"", ""=="", 1.0]]"
R0161,"When prior-day range ≤ 0.60% (≈150 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is negative AND price has already touched the prior-day high at 09:30",09:30,price 30 min after 09:30 is further in the move's direction than at 09:30,direction (continuation / reversal),subgroup,higher,30,0.8333,0.5177,1.61,18,0.4444,0.5183,0.858,"[0.2456, 0.6628]",0.7861069465267366,1.0,0.8056922363337524,0.9311924538839564,0.998924248677784,1.0,0.014755831407386682,1.0,0.0006566908996123022,False,2022:0/54(n1) 2023:86/49(n14) 2024:87/52(n15) 2025:42/49(n12) 2026:50/55(n6),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +30 min,30,0.7,12.91674714162336,110.85375601820431,18,0.3333333333333333,-16.33611142603402,333.569361998142,-6.093188888888714,"[[""pdr_pct"", ""<="", 0.5982], [""dist_twap_pct"", ""<"", 0.0], [""touched_pdh"", ""=="", 1.0]]"
R0162,"When move from the open to 09:30 ≥ +0.02% (≈+5 pts at 25,000) AND distance from TWAP in the move's direction ≤ +0.02% (≈+6 pts at 25,000) AND 1-min Bollinger %B ≥ 0.624 at 09:30",09:30,price 30 min after 09:30 is further in the move's direction than at 09:30,direction (continuation / reversal),subgroup,higher,34,0.8235,0.5177,1.591,16,0.9375,0.5183,1.809,"[0.7167, 0.9889]",0.001999000499750125,1.0,0.00042999791718078867,0.0020289222111637213,0.16511920019742285,0.3298084024776649,0.010557297133034734,1.0,0.0004228792553769091,True,2022:83/54(n12) 2023:77/49(n13) 2024:89/52(n9) 2025:88/49(n8) 2026:100/55(n8),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +30 min,34,0.6470588235294118,8.3366106152892,78.79807501377519,16,0.875,31.067264539212665,20.493994124833307,42.390625,"[[""mv_pct"", "">="", 0.0194], [""twap_dir_pct"", ""<="", 0.0222], [""bb_pctb"", "">="", 0.6239]]"
R0163,"When move from the open to 09:30 ≥ +0.02% (≈+5 pts at 25,000) AND distance from TWAP in the move's direction ≤ +0.02% (≈+6 pts at 25,000) AND price is above the prior-day high at 09:30",09:30,price 30 min after 09:30 is further in the move's direction than at 09:30,direction (continuation / reversal),subgroup,higher,33,0.8182,0.5177,1.581,12,0.5833,0.5183,1.126,"[0.3195, 0.8067]",0.4122938530734633,1.0,0.43744080669247964,0.6422846889804988,0.998924248677784,1.0,0.01511351937827063,1.0,0.0006788131579206775,True,2022:75/54(n12) 2023:83/49(n12) 2024:89/52(n9) 2025:38/49(n8) 2026:100/55(n4),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +30 min,33,0.6060606060606061,1.239191107678307,162.6349733316727,12,0.5,-14.895823875320351,340.1945887663607,-4.318200000000313,"[[""mv_pct"", "">="", 0.0194], [""twap_dir_pct"", ""<="", 0.0222], [""pd_pos"", ""=="", 1.0]]"
R0164,"When 1-min Bollinger %B ≤ 0.23 AND opening-range size ≤ 0.32% (≈80 pts at 25,000) AND range so far (high−low since 09:15) > 0.28% (≈70 pts at 25,000) at 09:30",09:30,price 30 min after 09:30 is further in the move's direction than at 09:30,direction (continuation / reversal),rulefit,lower,37,0.1351,0.5177,0.261,25,0.64,0.5183,1.235,"[0.4452, 0.7975]",0.9445277361319341,0.7821782178217822,0.9230067446050952,0.9814389832816433,0.998924248677784,1.0,0.00019606930729157513,1.0,2.7641221516840836e-06,False,2022:14/54(n7) 2023:24/49(n17) 2024:0/52(n13) 2025:61/49(n18) 2026:71/55(n7),False,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at +30 min,37,0.8108108108108109,33.039818132751385,66.5833247855,25,0.36,-13.304299636999147,377.28208757179783,-4.293008000000263,"[[""bb_pctb"", ""<="", 0.2296], [""or_rng_pct"", ""<="", 0.3183], [""rng_pct"", "">"", 0.2784]]"
R0165,"When 1-min Bollinger %B ≤ 0.188 AND opening-range size ≤ 0.27% (≈68 pts at 25,000) at 09:30",09:30,price 30 min after 09:30 is further in the move's direction than at 09:30,direction (continuation / reversal),tree,lower,37,0.1622,0.5177,0.313,26,0.7692,0.5183,1.484,"[0.5795, 0.8897]",0.999000499750125,1.0,0.9977579359236094,1.0,0.998924248677784,1.0,0.000828639961254633,1.0,1.642761887249256e-05,False,2022:17/54(n6) 2023:21/49(n19) 2024:8/52(n12) 2025:81/49(n21) 2026:60/55(n5),False,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at +30 min,37,0.7567567567567568,26.251812666183877,66.5833247855,26,0.23076923076923078,-28.64811681915248,744.8510372979644,-20.125969230769233,"[[""bb_pctb"", ""<="", 0.1877], [""or_rng_pct"", ""<="", 0.2715]]"
R0166,"When size of the move from the open to 09:30 (either direction) ≤ 0.11% (≈29 pts at 25,000) AND 1-min Bollinger %B ≤ 0.301 AND price has not touched the prior-day high yet at 09:30",09:30,price 30 min after 09:30 is further in the move's direction than at 09:30,direction (continuation / reversal),subgroup,lower,30,0.1667,0.5177,0.322,22,0.5,0.5183,0.965,"[0.3072, 0.6928]",0.5012493753123438,1.0,0.5155849676417441,0.7231581364325761,0.998924248677784,1.0,0.004883003002540442,1.0,0.00015502721404860628,False,2022:15/54(n13) 2023:0/49(n4) 2024:23/52(n13) 2025:67/49(n12) 2026:30/55(n10),True,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at +30 min,30,0.7,19.33739880962632,90.0974447170949,22,0.45454545454545453,0.8446662546531937,195.842254344492,10.461363636364034,"[[""abs_mv_pct"", ""<="", 0.1149], [""bb_pctb"", ""<="", 0.3008], [""touched_pdh"", ""=="", 0.0]]"
R0167,"When size of the move from the open to 09:30 (either direction) ≤ 0.11% (≈29 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) ≤ 0.366 AND price vs prior-day low ≤ +0.40% (≈+100 pts at 25,000) at 09:30",09:30,price 30 min after 09:30 is further in the move's direction than at 09:30,direction (continuation / reversal),subgroup,lower,33,0.1818,0.5177,0.351,36,0.5833,0.5183,1.126,"[0.422, 0.7286]",0.8685657171414293,1.0,0.8283331471496393,0.9436916461192655,0.998924248677784,1.0,0.00472679959614718,1.0,0.00014866284364744247,False,2022:10/54(n10) 2023:0/49(n5) 2024:28/52(n18) 2025:64/49(n22) 2026:50/55(n14),False,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at +30 min,33,0.7272727272727273,16.23259266183852,123.9809182172279,36,0.3055555555555556,-10.9585841194261,417.05510892169673,-0.9484111111105449,"[[""abs_mv_pct"", ""<="", 0.1149], [""pos_rng"", ""<="", 0.3662], [""dist_pdl_pct"", ""<="", 0.4018]]"
R0168,"When 1-min EMA9 − EMA21 (as % of price) > -0.01% (≈-2 pts at 25,000) AND 1-min Bollinger %B ≤ 0.45 AND opening gap vs prior close > +0.18% (≈+45 pts at 25,000) at 09:30",09:30,price 60 min after 09:30 is further in the move's direction than at 09:30,direction (continuation / reversal),tree,higher,30,0.9,0.5068,1.776,14,0.5,0.5297,0.944,"[0.268, 0.732]",0.6711644177911045,1.0,0.6886110322913446,0.8548274883616691,0.998924248677784,1.0,0.0006310801252061856,1.0,1.1683842628930505e-05,False,2022:92/53(n12) 2023:100/48(n8) 2024:80/51(n10) 2025:50/54(n10) 2026:50/52(n4),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +60 min,30,0.8,23.99448758387359,83.83517077249996,14,0.5,-8.738504805461954,141.6165412247348,0.3463714285714689,"[[""ema9_21_pct"", "">"", -0.0096], [""bb_pctb"", ""<="", 0.4502], [""gap_pct"", "">"", 0.1802]]"
R0169,"When price vs prior-day low ≤ +0.97% (≈+243 pts at 25,000) AND 1-min RSI(14) > 71.6 AND range so far (high−low since 09:15) ≤ 0.32% (≈80 pts at 25,000) at 09:30",09:30,price 60 min after 09:30 is further in the move's direction than at 09:30,direction (continuation / reversal),rulefit,higher,32,0.875,0.5068,1.727,8,0.375,0.5297,0.708,"[0.1368, 0.6943]",0.8860569715142429,1.0,0.8910110442325756,0.974509803075986,0.998924248677784,1.0,0.0012242968530627163,1.0,2.6771723602262228e-05,True,2022:100/53(n3) 2023:79/48(n14) 2024:93/51(n15) 2025:50/54(n2) 2026:33/52(n6),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +60 min,32,0.8125,19.830901432684186,95.24197987921474,8,0.375,-15.1678795369364,130.6795384663212,-1.456250000000182,"[[""dist_pdl_pct"", ""<="", 0.9718], [""rsi_14"", "">"", 71.5692], [""rng_pct"", ""<="", 0.319]]"
R0170,"When distance from TWAP in the move's direction ≥ +0.11% (≈+28 pts at 25,000) AND opening gap vs prior close is positive AND the first opening-range break was upward at 09:30",09:30,price 60 min after 09:30 is further in the move's direction than at 09:30,direction (continuation / reversal),subgroup,higher,30,0.8333,0.5068,1.644,14,0.5714,0.5297,1.079,"[0.3259, 0.7862]",0.5212393803098451,1.0,0.4842509029215357,0.6942358077282194,0.998924248677784,1.0,0.010641599491831787,1.0,0.00042768711739585156,False,2022:84/53(n19) 2023:60/48(n5) 2024:100/51(n6) 2025:75/54(n8) 2026:33/52(n6),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +60 min,30,0.7333333333333333,18.923826415616364,108.23794378504863,14,0.5714285714285714,-14.57898441583778,280.7032935262333,-4.879342857142286,"[[""twap_dir_pct"", "">="", 0.1136], [""gap_pct"", "">"", 0.0], [""or_first_break"", ""=="", 1.0]]"
R0171,"When price vs session TWAP (time-weighted VWAP) ≤ +0.02% (≈+5 pts at 25,000) AND prior-day range ≤ 0.47% (≈118 pts at 25,000) AND India VIX (prior day's close) ≤ 14 at 09:30",09:30,price 60 min after 09:30 is further in the move's direction than at 09:30,direction (continuation / reversal),rulefit,higher,30,0.8333,0.5068,1.644,22,0.5455,0.5297,1.03,"[0.3466, 0.7308]",0.4847576211894053,1.0,0.5276523836328781,0.7316378272341763,0.998924248677784,1.0,0.010641599491831787,1.0,0.00042768711739585156,True,2022:100/53(n2) 2023:82/48(n17) 2024:82/51(n11) 2025:56/54(n9) 2026:54/52(n13),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +60 min,30,0.7,13.17199266784719,119.27557427308716,22,0.4090909090909091,-14.468042499947067,428.0196858481787,-2.8422090909091575,"[[""dist_twap_pct"", ""<="", 0.0194], [""pdr_pct"", ""<="", 0.4703], [""vix_prev"", ""<="", 13.96]]"
R0172,When 1-min Bollinger %B ≤ 0.449 AND opening gap vs prior close is positive AND 1-min EMA9 − EMA21 (as % of price) is positive at 09:30,09:30,price 60 min after 09:30 is further in the move's direction than at 09:30,direction (continuation / reversal),subgroup,higher,40,0.825,0.5068,1.628,15,0.4,0.5297,0.755,"[0.1982, 0.6425]",0.8975512243878061,1.0,0.897170007217981,0.9765389104321137,0.998924248677784,1.0,0.0023375299769908143,1.0,6.036036588513281e-05,False,2022:91/53(n11) 2023:92/48(n13) 2024:69/51(n16) 2025:36/54(n11) 2026:50/52(n4),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +60 min,40,0.725,16.599033919205823,135.44366511826388,15,0.4,-28.708750130283537,446.22348653060214,-19.277706666666443,"[[""bb_pctb"", ""<="", 0.4492], [""gap_pct"", "">"", 0.0], [""ema9_21_pct"", "">"", 0.0]]"
R0173,"When 1-min EMA9 − EMA21 (as % of price) > -0.01% (≈-2 pts at 25,000) AND 1-min Bollinger %B ≤ 0.459 AND price vs prior-day high > -0.86% (≈-216 pts at 25,000) at 09:30",09:30,price 60 min after 09:30 is further in the move's direction than at 09:30,direction (continuation / reversal),rulefit,higher,60,0.8,0.5068,1.579,30,0.4333,0.5297,0.818,"[0.2738, 0.608]",0.889055472263868,0.900990099009901,0.8925104766473326,0.974509803075986,0.998924248677784,1.0,0.00032891618712466316,1.0,5.206614553814037e-06,False,2022:85/53(n20) 2023:83/48(n18) 2024:73/51(n22) 2025:38/54(n21) 2026:56/52(n9),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +60 min,60,0.6833333333333333,13.770345889149432,164.51745354840358,30,0.4,-17.87434870465961,611.5764553251311,-8.041926666666404,"[[""ema9_21_pct"", "">"", -0.0093], [""bb_pctb"", ""<="", 0.4592], [""dist_pdh_pct"", "">"", -0.8628]]"
R0174,"When opening gap vs prior close ≥ +0.21% (≈+53 pts at 25,000) AND 1-min Bollinger %B ≤ 0.449 AND it is not expiry day at 09:30",09:30,price 60 min after 09:30 is further in the move's direction than at 09:30,direction (continuation / reversal),subgroup,higher,31,0.8065,0.5068,1.591,15,0.4667,0.5297,0.881,"[0.2481, 0.6988]",0.7576211894052973,1.0,0.7727112910103127,0.9081927144643578,0.998924248677784,1.0,0.022332080785148797,1.0,0.0011415265579061416,True,2022:90/53(n10) 2023:89/48(n9) 2024:67/51(n12) 2025:44/54(n9) 2026:50/52(n6),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +60 min,31,0.7096774193548387,15.029942046026129,142.19680706809183,15,0.4666666666666667,-17.61323664781121,287.3433350089341,-7.718866666666872,"[[""gap_pct"", "">="", 0.2104], [""bb_pctb"", ""<="", 0.4492], [""is_expiry"", ""=="", 0.0]]"
R0175,"When gap measured in the direction of the move so far ≤ -0.16% (≈-39 pts at 25,000) AND opening-range size ≥ 0.37% (≈94 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 at 09:30",09:30,price 60 min after 09:30 is further in the move's direction than at 09:30,direction (continuation / reversal),subgroup,higher,30,0.8,0.5068,1.579,26,0.5,0.5297,0.944,"[0.3206, 0.6794]",0.6836581709145427,1.0,0.6919458705322672,0.8556887864597502,0.998924248677784,1.0,0.03183102005721143,1.0,0.0018362281541865833,True,2022:85/53(n13) 2023:50/48(n4) 2024:85/51(n13) 2025:33/54(n9) 2026:59/52(n17),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +60 min,30,0.7,15.343351924037522,146.52439339930834,26,0.34615384615384615,-30.51423325273785,894.8270564641539,-20.00556923076916,"[[""gap_dir_pct"", ""<="", -0.1554], [""or_rng_pct"", "">="", 0.3744], [""vix_chg"", "">="", 0.7733]]"
R0176,"When prior day's close-to-close return > +0.78% (≈+194 pts at 25,000) AND prior-day range ≤ 1.05% (≈263 pts at 25,000) AND 1-min ADX(14) ≤ 43.2 at 09:30",09:30,price 60 min after 09:30 is further in the move's direction than at 09:30,direction (continuation / reversal),rulefit,lower,32,0.0938,0.5068,0.185,18,0.5,0.5297,0.944,"[0.2903, 0.7097]",0.47876061969015493,0.6336633663366337,0.4916726600087829,0.7008814257496062,0.998924248677784,1.0,0.00013700645877087606,1.0,1.785078920031996e-06,True,2022:19/53(n16) 2023:0/48(n11) 2024:0/51(n5) 2025:56/54(n9) 2026:44/52(n9),False,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at +60 min,32,0.84375,25.533682320786106,104.37273667393845,18,0.3888888888888889,-6.380947923683867,351.04518776165037,4.931788888888453,"[[""prevret_pct"", "">"", 0.775], [""pdr_pct"", ""<="", 1.0516], [""adx_14"", ""<="", 43.2368]]"
R0177,"When India VIX (prior day's close) ≤ 12.1 AND 1-min EMA9 − EMA21 (as % of price) ≤ -0.00% (≈-1 pts at 25,000) AND price is inside the prior-day range at 09:30",09:30,price 60 min after 09:30 is further in the move's direction than at 09:30,direction (continuation / reversal),subgroup,lower,31,0.129,0.5068,0.255,25,0.68,0.5297,1.284,"[0.4841, 0.828]",0.95952023988006,1.0,0.9577876296783779,0.9946256154352386,0.998924248677784,1.0,0.0011469973300488397,1.0,2.4668920357998026e-05,False,2022:–(n0) 2023:11/48(n28) 2024:33/51(n3) 2025:74/54(n19) 2026:50/52(n6),False,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at +60 min,31,0.7741935483870968,16.362660234390557,56.748381283001464,25,0.28,-19.808863220270084,495.221580506752,-10.301999999999826,"[[""vix_prev"", ""<="", 12.09], [""ema9_21_pct"", ""<="", -0.004], [""pd_pos"", ""=="", 0.0]]"
R0178,"When 1-min EMA9 − EMA21 (as % of price) ≤ -0.01% (≈-2 pts at 25,000) AND range so far (high−low since 09:15) ≤ 0.37% (≈94 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) > -0.04% (≈-10 pts at 25,000) at 09:30",09:30,price 60 min after 09:30 is further in the move's direction than at 09:30,direction (continuation / reversal),rulefit,lower,51,0.1569,0.5068,0.31,30,0.5,0.5297,0.944,"[0.3315, 0.6685]",0.44127936031984005,0.21782178217821782,0.44196082605432274,0.6469667513927737,0.998924248677784,1.0,4.1535432586890165e-05,1.0,4.224603872989593e-07,True,2022:17/53(n6) 2023:15/48(n26) 2024:16/51(n19) 2025:52/54(n25) 2026:40/52(n5),True,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at +60 min,51,0.803921568627451,31.454476185264447,76.67083389361395,30,0.4666666666666667,-1.3794243819851697,180.4599432544925,7.844453333333271,"[[""ema9_21_pct"", ""<="", -0.0096], [""rng_pct"", ""<="", 0.3742], [""ema9_21_pct"", "">"", -0.0397]]"
R0179,"When 1-min EMA9 − EMA21 (as % of price) ≤ -0.01% (≈-2 pts at 25,000) AND size of the move from the open to 09:30 (either direction) ≤ 0.27% (≈68 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) > -0.03% (≈-7 pts at 25,000) at 09:30",09:30,price 60 min after 09:30 is further in the move's direction than at 09:30,direction (continuation / reversal),tree,lower,39,0.1538,0.5068,0.304,21,0.4762,0.5297,0.899,"[0.2834, 0.6763]",0.375312343828086,1.0,0.3914562842424221,0.6049213168261277,0.998924248677784,1.0,0.0005469670228710532,1.0,9.820632354144573e-06,True,2022:17/53(n6) 2023:19/48(n16) 2024:12/51(n17) 2025:47/54(n17) 2026:50/52(n4),True,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at +60 min,39,0.8205128205128205,25.99207317628983,75.55167602573661,21,0.42857142857142855,-11.787174950029332,354.2806258219132,-2.552485714286117,"[[""ema9_21_pct"", ""<="", -0.0096], [""abs_mv_pct"", ""<="", 0.2715], [""ema9_21_pct"", "">"", -0.0268]]"
R0180,When 1-min ADX(14) ≤ 19.3 AND India VIX (prior day's close) > 12.8 AND 1-min Bollinger %B > 0.0986 at 09:30,09:30,the close is further in the move's direction than the 09:30 price (continuation to close),direction (continuation / reversal),rulefit,higher,36,0.8889,0.4986,1.783,17,0.5882,0.5251,1.12,"[0.3601, 0.7839]",0.36681659170414793,0.6336633663366337,0.39239216732219806,0.6054050581542485,0.998924248677784,1.0,0.00013774692684461517,1.0,1.7978441831023456e-06,True,2022:93/55(n14) 2023:100/45(n4) 2024:83/50(n18) 2025:75/55(n8) 2026:44/50(n9),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,36,0.6666666666666666,66.96188875155948,193.47656252300908,17,0.4117647058823529,-10.885582781215108,723.3523630610725,0.25271764705929156,"[[""adx_14"", ""<="", 19.2625], [""vix_prev"", "">"", 12.825], [""bb_pctb"", "">"", 0.0986]]"
R0181,"When 1-min ADX(14) ≤ 19.3 AND 1-min EMA9 − EMA21 (as % of price) > -0.01% (≈-2 pts at 25,000) AND size of the move from the open to 09:30 (either direction) > 0.01% (≈3 pts at 25,000) at 09:30",09:30,the close is further in the move's direction than the 09:30 price (continuation to close),direction (continuation / reversal),rulefit,higher,38,0.8421,0.4986,1.689,27,0.4074,0.5251,0.776,"[0.2451, 0.5927]",0.9390304847576212,1.0,0.9219765899492451,0.9814389832816433,0.998924248677784,1.0,0.001070264689543205,1.0,2.2653993019299826e-05,False,2022:100/55(n11) 2023:73/45(n11) 2024:81/50(n16) 2025:39/55(n18) 2026:44/50(n9),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,38,0.631578947368421,54.75663876472663,212.25810655381292,27,0.3333333333333333,-30.668190056030898,1076.1584435849607,-20.76397037036993,"[[""adx_14"", ""<="", 19.2852], [""ema9_21_pct"", "">"", -0.0098], [""abs_mv_pct"", "">"", 0.0116]]"
R0182,"When prior day's close-to-close return ≤ -0.94% (≈-235 pts at 25,000) AND India VIX change on the prior day (%) ≤ 6.05 AND 1-min RSI(14) > 24.8 at 09:30",09:30,the close is further in the move's direction than the 09:30 price (continuation to close),direction (continuation / reversal),rulefit,higher,38,0.8421,0.4986,1.689,18,0.6111,0.5251,1.164,"[0.3862, 0.797]",0.29685157421289354,1.0,0.31220109948695524,0.5080897092887043,0.998924248677784,1.0,0.001070264689543205,1.0,2.2653993019299826e-05,True,2022:94/55(n17) 2023:83/45(n6) 2024:73/50(n15) 2025:56/55(n9) 2026:67/50(n9),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,38,0.47368421052631576,8.959924809384733,568.7969230431385,18,0.3888888888888889,-13.425211463459805,533.2590776008522,-3.4871888888889466,"[[""prevret_pct"", ""<="", -0.9403], [""vix_chg"", ""<="", 6.0528], [""rsi_14"", "">"", 24.842]]"
R0183,"When range so far (high−low since 09:15) ≥ 0.37% (≈91 pts at 25,000) AND CPR width ≤ 0.13% (≈33 pts at 25,000) AND 1-min ADX(14) ≤ 31.6 at 09:30",09:30,the close is further in the move's direction than the 09:30 price (continuation to close),direction (continuation / reversal),subgroup,higher,36,0.8056,0.4986,1.616,25,0.32,0.5251,0.609,"[0.172, 0.5159]",0.9940029985007496,1.0,0.988449035849596,0.9998438728713133,0.998924248677784,1.0,0.007996729867791952,1.0,0.00029394260365721726,False,2022:88/55(n17) 2023:60/45(n5) 2024:79/50(n14) 2025:35/55(n17) 2026:25/50(n8),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,36,0.6111111111111112,22.868636695042458,404.4186404676242,25,0.2,-66.20859276809769,1655.2148192024424,-56.69645599999989,"[[""rng_pct"", "">="", 0.3655], [""cpr_width_pct"", ""<="", 0.1326], [""adx_14"", ""<="", 31.6369]]"
R0184,"When price vs prior-day low > +0.41% (≈+102 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.043 AND opening-range size > 0.14% (≈35 pts at 25,000) at 09:30",09:30,the close is further in the move's direction than the 09:30 price (continuation to close),direction (continuation / reversal),rulefit,higher,35,0.8,0.4986,1.604,12,0.5,0.5251,0.952,"[0.2538, 0.7462]",0.672663668165917,1.0,0.6787961246035398,0.8513417201479235,0.998924248677784,1.0,0.01161519834533096,1.0,0.0004792747832012326,True,2022:100/55(n3) 2023:65/45(n20) 2024:100/50(n12) 2025:50/55(n6) 2026:50/50(n6),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,35,0.6571428571428571,30.50488630426462,166.00345379730277,12,0.3333333333333333,-3.640853534941256,338.0237307127752,7.0896333333327375,"[[""dist_pdl_pct"", "">"", 0.4072], [""atr14_pct"", ""<="", 0.043], [""or_rng_pct"", "">"", 0.142]]"
R0185,"When size of the move from the open to 09:30 (either direction) ≤ 0.05% (≈13 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is negative AND 1-min EMA9 − EMA21 (as % of price) is positive at 09:30",09:30,the close is further in the move's direction than the 09:30 price (continuation to close),direction (continuation / reversal),subgroup,higher,34,0.7941,0.4986,1.593,14,0.7143,0.5251,1.36,"[0.4535, 0.8828]",0.10594702648675662,1.0,0.12446773899219388,0.24787107347970747,0.998924248677784,1.0,0.016710884693010426,1.0,0.0007766142535394513,True,2022:75/55(n8) 2023:69/45(n16) 2024:100/50(n10) 2025:83/55(n6) 2026:62/50(n8),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,34,0.5588235294117647,39.779660512341444,216.6953729048089,14,0.5,27.45018285522971,340.7991524698508,39.70511428571418,"[[""abs_mv_pct"", ""<="", 0.0526], [""dist_twap_pct"", ""<"", 0.0], [""ema9_21_pct"", "">"", 0.0]]"
R0186,"When move from the open to 09:30 ≤ +0.53% (≈+133 pts at 25,000) AND size of the move from the open to 09:30 (either direction) ≤ 0.15% (≈38 pts at 25,000) AND CPR width > 0.40% (≈99 pts at 25,000) at 09:30",09:30,the close is further in the move's direction than the 09:30 price (continuation to close),direction (continuation / reversal),rulefit,higher,34,0.7941,0.4986,1.593,9,0.5556,0.5251,1.058,"[0.2666, 0.8112]",0.553223388305847,1.0,0.5615969376670692,0.7613280661260686,0.998924248677784,1.0,0.016710884693010426,1.0,0.0007766142535394513,True,2022:83/55(n18) 2023:33/45(n3) 2024:85/50(n13) 2025:60/55(n5) 2026:50/50(n4),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,34,0.5882352941176471,33.87173563563506,220.52963962553974,9,0.4444444444444444,-11.215567887837777,321.7508474973946,-1.6046666666669707,"[[""mv_pct"", ""<="", 0.531], [""abs_mv_pct"", ""<="", 0.1525], [""cpr_width_pct"", "">"", 0.3963]]"
R0187,"When 1-min ADX(14) ≤ 18.8 AND CPR width ≤ 0.15% (≈37 pts at 25,000) AND 1-min Bollinger %B ≤ 0.976 at 09:30",09:30,the close is further in the move's direction than the 09:30 price (continuation to close),direction (continuation / reversal),rulefit,higher,33,0.7879,0.4986,1.58,21,0.5714,0.5251,1.088,"[0.3655, 0.7553]",0.456271864067966,1.0,0.41991983489565665,0.6298797523434849,0.998924248677784,1.0,0.023921133832151623,1.0,0.001250146058511055,True,2022:90/55(n10) 2023:67/45(n12) 2024:82/50(n11) 2025:62/55(n16) 2026:40/50(n5),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,33,0.6363636363636364,41.50069211588196,212.75090429392606,21,0.42857142857142855,2.043823795513544,457.09577746445484,11.417533333333267,"[[""adx_14"", ""<="", 18.795], [""cpr_width_pct"", ""<="", 0.1498], [""bb_pctb"", ""<="", 0.9756]]"
R0188,"When opening-range size ≥ 0.27% (≈68 pts at 25,000) AND India VIX (prior day's close) ≤ 13.7 AND price vs session TWAP (time-weighted VWAP) is positive at 09:30",09:30,the close is further in the move's direction than the 09:30 price (continuation to close),direction (continuation / reversal),subgroup,lower,31,0.1613,0.4986,0.323,51,0.6667,0.5251,1.27,"[0.5297, 0.7803]",0.9900049975012494,1.0,0.9856366296348164,0.9998438728713133,0.998924248677784,1.0,0.0060278289753736836,1.0,0.0002036842051949497,False,2022:33/55(n3) 2023:19/45(n21) 2024:0/50(n7) 2025:68/55(n28) 2026:65/50(n23),False,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,31,0.8387096774193549,60.68054002159178,160.05891875962772,51,0.3137254901960784,-35.03751382569895,1994.1971938947515,-24.45940392156876,"[[""or_rng_pct"", "">="", 0.2709], [""vix_prev"", ""<="", 13.684], [""dist_twap_pct"", "">"", 0.0]]"
R0189,"When 1-min ADX(14) ≤ 42.7 AND price vs prior-day high > +0.10% (≈+26 pts at 25,000) AND CPR width ≤ 0.27% (≈66 pts at 25,000) at 09:30",09:30,the close is further in the move's direction than the 09:30 price (continuation to close),direction (continuation / reversal),rulefit,lower,36,0.1667,0.4986,0.334,14,0.7143,0.5251,1.36,"[0.4535, 0.8828]",0.9480259870064968,1.0,0.9566896806564478,0.9945479888749382,0.998924248677784,1.0,0.002750733273635743,1.0,7.43702514246609e-05,False,2022:18/55(n11) 2023:12/45(n16) 2024:22/50(n9) 2025:73/55(n11) 2026:67/50(n3),False,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,36,0.6666666666666666,34.934281270622044,169.28023508744116,14,0.21428571428571427,-50.1679496186684,811.0806808873051,-40.836914285714684,"[[""adx_14"", ""<="", 42.7399], [""dist_pdh_pct"", "">"", 0.1031], [""cpr_width_pct"", ""<="", 0.2654]]"
R0190,"When gap measured in the direction of the move so far ≤ -0.39% (≈-98 pts at 25,000) AND India VIX (prior day's close) ≤ 13.7 AND it is not expiry day at 09:30",09:30,the close is further in the move's direction than the 09:30 price (continuation to close),direction (continuation / reversal),subgroup,lower,34,0.1765,0.4986,0.354,23,0.4783,0.5251,0.911,"[0.2924, 0.6704]",0.4112943528235882,1.0,0.40374218099889897,0.6154744601598949,0.998924248677784,1.0,0.006112675645392675,1.0,0.00020738420659575783,False,2022:–(n0) 2023:19/45(n21) 2024:15/50(n13) 2025:57/55(n14) 2026:33/50(n9),True,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,34,0.7352941176470589,47.97774736201056,225.98696503007187,23,0.5217391304347826,24.184528435518274,494.92486563434363,34.61546956521725,"[[""gap_dir_pct"", ""<="", -0.3934], [""vix_prev"", ""<="", 13.684], [""is_expiry"", ""=="", 0.0]]"
R0191,"When opening-range size ≥ 0.27% (≈68 pts at 25,000) AND India VIX (prior day's close) ≤ 13.7 AND 1-min ADX(14) ≥ 40 at 09:30",09:30,the close is further in the move's direction than the 09:30 price (continuation to close),direction (continuation / reversal),subgroup,lower,36,0.1944,0.4986,0.39,43,0.6279,0.5251,1.196,"[0.4786, 0.7562]",0.9650174912543729,1.0,0.9344167911172484,0.9853243980443671,0.998924248677784,1.0,0.008789282466925485,1.0,0.00033225246681654614,False,2022:33/55(n3) 2023:25/45(n20) 2024:8/50(n13) 2025:65/55(n17) 2026:62/50(n26),False,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,36,0.8055555555555556,74.0473032313767,173.91053078792987,43,0.2558139534883721,-32.05706895040564,1542.1697403557273,-21.03690697674426,"[[""or_rng_pct"", "">="", 0.2709], [""vix_prev"", ""<="", 13.684], [""adx_14"", "">="", 39.9837]]"
R0192,"When move from the open to 09:30 ≥ +0.15% (≈+38 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.11% (≈+28 pts at 25,000) AND 1-min ATR(14) as % of price ≥ 0.0659 at 09:30",09:30,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,34,0.9118,0.6101,1.495,18,0.7222,0.6758,1.069,"[0.4913, 0.875]",0.42478760619690153,1.0,0.44491868837425613,0.6493407884381035,0.49175223451891464,1.0,0.005558989131694082,1.0,0.00018296628868021898,True,2022:91/63(n22) 2023:100/59(n3) 2024:89/61(n9) 2025:82/69(n11) 2026:57/66(n7),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,34,0.5,34.7109226041376,209.71253284781756,18,0.3888888888888889,-27.994659444387935,634.7975378971313,-18.430099999999584,"[[""mv_pct"", "">="", 0.1535], [""twap_dir_pct"", "">="", 0.1136], [""atr14_pct"", "">="", 0.0659]]"
R0193,"When move from the open to 09:30 ≥ +0.15% (≈+38 pts at 25,000) AND India VIX change on the prior day (%) is negative AND price has already touched the prior-day high at 09:30",09:30,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,33,0.9091,0.6101,1.49,17,0.7059,0.6758,1.045,"[0.4687, 0.8672]",0.45577211394302847,1.0,0.5101185861709071,0.7217398337090564,0.5596077027397265,1.0,0.007587608154101484,1.0,0.00027479466913576717,True,2022:75/63(n12) 2023:100/59(n10) 2024:100/61(n11) 2025:71/69(n7) 2026:70/66(n10),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,33,0.6060606060606061,35.94578873083656,288.42445894460604,17,0.6470588235294118,29.140749181078863,330.2928217501351,40.28043529411769,"[[""mv_pct"", "">="", 0.1535], [""vix_chg"", ""<"", 0.0], [""touched_pdh"", ""=="", 1.0]]"
R0194,"When gap measured in the direction of the move so far ≤ -0.16% (≈-39 pts at 25,000) AND range so far (high−low since 09:15) ≥ 0.47% (≈117 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.06% (≈+16 pts at 25,000) at 09:30",09:30,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,32,0.9062,0.6101,1.486,20,0.7,0.6758,1.036,"[0.481, 0.8545]",0.5047476261869065,1.0,0.5144707674245844,0.7226381299663237,0.5612408371904557,1.0,0.010340525573261728,1.0,0.0004116354975306823,False,2022:94/63(n18) 2023:100/59(n7) 2024:71/61(n7) 2025:80/69(n10) 2026:60/66(n10),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,32,0.375,4.977488506836462,411.5088511546522,20,0.3,-29.02782140644611,998.7324393261624,-18.59751000000015,"[[""gap_dir_pct"", ""<="", -0.1554], [""rng_pct"", "">="", 0.4676], [""twap_dir_pct"", "">="", 0.0636]]"
R0195,"When move from the open to 09:30 ≤ -0.09% (≈-22 pts at 25,000) AND gap measured in the direction of the move so far ≤ -0.16% (≈-39 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) ≤ -0.00% (≈-1 pts at 25,000) at 09:30",09:30,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,31,0.9032,0.6101,1.481,20,0.7,0.6758,1.036,"[0.481, 0.8545]",0.5412293853073463,1.0,0.5144707674245844,0.7226381299663237,0.5612408371904557,1.0,0.014053740502661984,1.0,0.0006149157395399149,True,2022:100/63(n8) 2023:100/59(n8) 2024:80/61(n15) 2025:69/69(n13) 2026:71/66(n7),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,31,0.45161290322580644,1.4400447271430887,630.7868409956325,20,0.4,-1.2778963043606872,430.04390500583656,8.290619999999944,"[[""mv_pct"", ""<="", -0.089], [""gap_dir_pct"", ""<="", -0.1554], [""ema9_21_pct"", ""<="", -0.004]]"
R0196,"When size of the opening gap ≥ 0.35% (≈87 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.06% (≈+16 pts at 25,000) AND 1-min ADX(14) ≤ 31.6 at 09:30",09:30,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,31,0.9032,0.6101,1.481,13,0.4615,0.6758,0.683,"[0.2321, 0.7086]",0.9775112443778111,1.0,0.9706664173378696,0.9992166154187662,0.9773148174566222,1.0,0.014053740502661984,1.0,0.0006149157395399149,True,2022:85/63(n13) 2023:100/59(n8) 2024:90/61(n10) 2025:57/69(n7) 2026:33/66(n6),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,31,0.5161290322580645,27.71772005901225,213.66348362561274,13,0.23076923076923078,-53.73697284539101,749.1572682596907,-43.48978461538494,"[[""abs_gap_pct"", "">="", 0.3474], [""twap_dir_pct"", "">="", 0.0636], [""adx_14"", ""<="", 31.6369]]"
R0197,"When gap measured in the direction of the move so far ≤ -0.16% (≈-39 pts at 25,000) AND 1-min Bollinger %B ≤ 0.449 AND price has already touched the prior-day high at 09:30",09:30,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,31,0.9032,0.6101,1.481,13,0.6154,0.6758,0.911,"[0.3552, 0.8229]",0.8120939530234883,1.0,0.780861137049529,0.9144542472435447,0.799906530636103,1.0,0.014053740502661984,1.0,0.0006149157395399149,False,2022:80/63(n10) 2023:89/59(n9) 2024:100/61(n12) 2025:60/69(n10) 2026:67/66(n3),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,31,0.5806451612903226,34.924771638245325,413.82374119395683,13,0.15384615384615385,-21.562979620037442,608.0858454645049,-12.870969230769193,"[[""gap_dir_pct"", ""<="", -0.1554], [""bb_pctb"", ""<="", 0.4492], [""touched_pdh"", ""=="", 1.0]]"
R0198,"When range so far (high−low since 09:15) ≥ 0.37% (≈91 pts at 25,000) AND India VIX change on the prior day (%) is negative AND price is above the opening-range high at 09:30",09:30,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,31,0.9032,0.6101,1.481,25,0.76,0.6758,1.125,"[0.5657, 0.885]",0.18840579710144928,1.0,0.25122670726863755,0.4321992610693596,0.2996375332128983,1.0,0.014053740502661984,1.0,0.0006149157395399149,True,2022:93/63(n15) 2023:83/59(n6) 2024:90/61(n10) 2025:77/69(n13) 2026:75/66(n12),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,31,0.5806451612903226,27.331812138819018,317.28344618008475,25,0.4,-15.709802650797752,517.2218618562802,-5.056736000000237,"[[""rng_pct"", "">="", 0.3655], [""vix_chg"", ""<"", 0.0], [""or_state"", ""=="", 1.0]]"
R0199,"When size of the move from the open to 09:30 (either direction) ≥ 0.18% (≈46 pts at 25,000) AND CPR width ≤ 0.13% (≈33 pts at 25,000) AND 1-min ADX(14) ≤ 31.6 at 09:30",09:30,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,39,0.8974,0.6101,1.471,31,0.6774,0.6758,1.002,"[0.5014, 0.8143]",0.6191904047976012,1.0,0.5769921802632317,0.7761534366207616,0.6202402230251924,1.0,0.004518948522635508,1.0,0.00014010669435997504,False,2022:100/63(n11) 2023:78/59(n9) 2024:90/61(n19) 2025:65/69(n23) 2026:75/66(n8),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,39,0.5641025641025641,22.668837515672255,410.6455640063284,31,0.3225806451612903,-37.52665749672171,1166.0729173132638,-27.965187096774308,"[[""abs_mv_pct"", "">="", 0.1825], [""cpr_width_pct"", ""<="", 0.1326], [""adx_14"", ""<="", 31.6369]]"
R0200,"When size of the move from the open to 09:30 (either direction) ≤ 0.15% (≈38 pts at 25,000) AND CPR width ≤ 0.40% (≈101 pts at 25,000) AND range so far (high−low since 09:15) > 0.32% (≈81 pts at 25,000) at 09:30",09:30,the day closes on the same side of the open as the move so far,level / structure,tree,lower,81,0.2963,0.6101,0.486,63,0.5873,0.6758,0.869,"[0.4642, 0.7004]",0.07396301849075462,0.009900990099009901,0.08771635127908642,0.1857522732968889,0.11722094216387004,1.0,3.362039997976218e-06,0.1964602228663001,2.1391432707851145e-08,True,2022:24/63(n34) 2023:35/59(n23) 2024:33/61(n24) 2025:53/69(n34) 2026:66/66(n29),True,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,81,0.6049382716049383,39.32184062936329,239.50609961047894,63,0.3968253968253968,-8.958470641728502,1225.3327721965766,1.859469841270015,"[[""abs_mv_pct"", ""<="", 0.1525], [""cpr_width_pct"", ""<="", 0.4043], [""rng_pct"", "">"", 0.3245]]"
R0201,"When opening-range size ≤ 0.22% (≈56 pts at 25,000) AND price has already touched the prior-day low AND it is not expiry day at 09:30",09:30,the day closes on the same side of the open as the move so far,level / structure,subgroup,lower,30,0.3,0.6101,0.492,9,0.0,0.6758,0.0,"[0.0, 0.2992]",0.0004997501249375312,1.0,3.956654282478019e-05,0.00028072028923858646,0.00016981844657642885,0.03307762980151624,0.022445917898629982,1.0,0.0011497533751810573,True,2022:20/63(n5) 2023:46/59(n13) 2024:17/61(n12) 2025:0/69(n5) 2026:0/66(n4),True,WATCH,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,30,0.6333333333333333,51.84682845506092,294.2058133112894,9,1.0,108.29796576662413,0.0,119.67222222222215,"[[""or_rng_pct"", ""<="", 0.2235], [""touched_pdl"", ""=="", 1.0], [""is_expiry"", ""=="", 0.0]]"
R0202,When India VIX (prior day's close) ≤ 13.7 AND opening gap vs prior close is negative AND it is Friday at 09:30,09:30,the day closes on the same side of the open as the move so far,level / structure,subgroup,lower,30,0.3,0.6101,0.492,33,0.5758,0.6758,0.852,"[0.4081, 0.7276]",0.12393803098450774,1.0,0.1489415487987918,0.29070519163137676,0.18956197119846227,1.0,0.022445917898629982,1.0,0.0011497533751810573,False,2022:100/63(n1) 2023:39/59(n18) 2024:9/61(n11) 2025:71/69(n21) 2026:33/66(n12),True,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,30,0.7666666666666667,51.616689478602254,154.82405474300413,33,0.45454545454545453,-4.572935468671734,986.7865203103073,4.991969696969825,"[[""vix_prev"", ""<="", 13.684], [""gap_pct"", ""<"", 0.0], [""dow"", ""=="", 4.0]]"
R0203,"When 1-min ADX(14) ≤ 42.7 AND price vs prior-day high > +0.10% (≈+26 pts at 25,000) AND distance from TWAP in the move's direction ≤ +0.10% (≈+24 pts at 25,000) at 09:30",09:30,the day closes on the same side of the open as the move so far,level / structure,rulefit,lower,42,0.3095,0.6101,0.507,15,0.8,0.6758,1.184,"[0.5481, 0.9295]",0.9095452273863068,1.0,0.9093678975174277,0.9814389832816433,0.9235031498104447,1.0,0.004894181938015745,1.0,0.0001554658698960926,False,2022:33/63(n15) 2023:20/59(n15) 2024:42/61(n12) 2025:90/69(n10) 2026:60/66(n5),False,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,42,0.5714285714285714,29.179540399326097,244.31533853156992,15,0.26666666666666666,-31.719294779497975,584.5188079184172,-22.01861333333339,"[[""adx_14"", ""<="", 42.7399], [""dist_pdh_pct"", "">"", 0.1031], [""twap_dir_pct"", ""<="", 0.0976]]"
R0204,"When move from the open to 09:30 ≥ +0.15% (≈+38 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.11% (≈+28 pts at 25,000) AND 1-min ATR(14) as % of price ≥ 0.0659 at 09:30",09:30,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,34,0.6765,0.2772,2.441,18,0.5556,0.3676,1.511,"[0.3372, 0.7544]",0.06696651674162919,0.801980198019802,0.08137308280100725,0.1746018465399096,0.1099939601999822,1.0,0.00020753371924874252,1.0,2.9636899760019615e-06,True,2022:68/32(n22) 2023:67/21(n3) 2024:67/30(n9) 2025:64/39(n11) 2026:43/34(n7),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,34,0.5,34.7109226041376,209.71253284781756,18,0.3888888888888889,-27.994659444387935,634.7975378971313,-18.430099999999584,"[[""mv_pct"", "">="", 0.1535], [""twap_dir_pct"", "">="", 0.1136], [""atr14_pct"", "">="", 0.0659]]"
R0205,"When size of the move from the open to 09:30 (either direction) ≥ 0.29% (≈73 pts at 25,000) AND size of the opening gap ≥ 0.35% (≈87 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.11% (≈+28 pts at 25,000) at 09:30",09:30,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,31,0.6774,0.2772,2.444,15,0.5333,0.3676,1.451,"[0.3012, 0.7519]",0.1424287856071964,0.9900990099009901,0.1441022827225389,0.28239398952884637,0.18380074238796718,1.0,0.0004756793401250804,1.0,8.256135888134506e-06,False,2022:65/32(n23) 2023:67/21(n3) 2024:80/30(n5) 2025:62/39(n8) 2026:43/34(n7),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,31,0.4838709677419355,25.694400761007515,296.96880035764633,15,0.26666666666666666,-39.79870630900282,789.6447337989885,-29.91160000000018,"[[""abs_mv_pct"", "">="", 0.2903], [""abs_gap_pct"", "">="", 0.3474], [""twap_dir_pct"", "">="", 0.1136]]"
R0206,"When range so far (high−low since 09:15) ≥ 0.37% (≈91 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.11% (≈+28 pts at 25,000) AND 1-min RSI(14) ≥ 57.8 at 09:30",09:30,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,33,0.6667,0.2772,2.405,20,0.55,0.3676,1.496,"[0.3421, 0.7418]",0.07196401799100449,0.9900990099009901,0.07423025582886436,0.16033735259034704,0.1010356259892876,1.0,0.00043069627720135545,1.0,7.296311759959536e-06,True,2022:71/32(n17) 2023:60/21(n5) 2024:64/30(n11) 2025:62/39(n13) 2026:43/34(n7),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,33,0.48484848484848486,24.928282819869906,313.51873412553743,20,0.45,-16.386488490209217,632.4510604384903,-6.9402599999999435,"[[""rng_pct"", "">="", 0.3655], [""twap_dir_pct"", "">="", 0.1136], [""rsi_14"", "">="", 57.7978]]"
R0207,"When range so far (high−low since 09:15) ≥ 0.47% (≈117 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.11% (≈+28 pts at 25,000) AND price has not touched the prior-day low yet at 09:30",09:30,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,33,0.6667,0.2772,2.405,18,0.4444,0.3676,1.209,"[0.2456, 0.6628]",0.2993503248375812,0.9900990099009901,0.32701779069022546,0.5253905661998333,0.3755594939958058,1.0,0.00043069627720135545,1.0,7.296311759959536e-06,True,2022:68/32(n22) 2023:0/21(n3) 2024:88/30(n8) 2025:40/39(n10) 2026:50/34(n8),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,33,0.5757575757575758,55.97762949050152,219.00799886817217,18,0.3888888888888889,-12.066750513449888,555.9027811698736,-2.1761777777776135,"[[""rng_pct"", "">="", 0.4676], [""twap_dir_pct"", "">="", 0.1136], [""touched_pdl"", ""=="", 0.0]]"
R0208,"When size of the move from the open to 09:30 (either direction) ≥ 0.29% (≈73 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.11% (≈+28 pts at 25,000) AND price has not touched the prior-day low yet at 09:30",09:30,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,30,0.6667,0.2772,2.405,17,0.5294,0.3676,1.44,"[0.3096, 0.7384]",0.13243378310844578,1.0,0.1295680596108587,0.2564972585371786,0.1663450197624125,1.0,0.0009842653547390743,1.0,2.036828810040448e-05,True,2022:73/32(n15) 2023:0/21(n4) 2024:82/30(n11) 2025:54/39(n13) 2026:50/34(n4),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,30,0.5333333333333333,42.309395471162745,236.11075175018829,17,0.4117647058823529,3.288376369689874,361.4104475938263,11.698399999999845,"[[""abs_mv_pct"", "">="", 0.2903], [""twap_dir_pct"", "">="", 0.1136], [""touched_pdl"", ""=="", 0.0]]"
R0209,"When size of the move from the open to 09:30 (either direction) > 0.13% (≈32 pts at 25,000) AND distance from TWAP in the move's direction > +0.15% (≈+37 pts at 25,000) AND range so far (high−low since 09:15) > 0.47% (≈119 pts at 25,000) at 09:30",09:30,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,tree,higher,50,0.66,0.2772,2.381,26,0.4615,0.3676,1.256,"[0.2876, 0.6454]",0.1924037981009495,0.009900990099009901,0.21291013683705456,0.3797222990928753,0.26081491762539183,1.0,5.681223936648974e-06,0.3647389247784425,3.9739627509182065e-08,True,2022:60/32(n30) 2023:67/21(n6) 2024:79/30(n14) 2025:58/39(n12) 2026:36/34(n14),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,50,0.46,28.996951993891674,361.1689356593422,26,0.3076923076923077,-37.00034932590751,1056.1144078013785,-26.28740769230773,"[[""abs_mv_pct"", "">"", 0.1294], [""twap_dir_pct"", "">"", 0.1466], [""rng_pct"", "">"", 0.4747]]"
R0210,"When range so far (high−low since 09:15) ≥ 0.47% (≈117 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.11% (≈+28 pts at 25,000) AND opening gap vs prior close is positive at 09:30",09:30,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,32,0.6562,0.2772,2.368,15,0.3333,0.3676,0.907,"[0.1518, 0.5829]",0.672663668165917,1.0,0.6994262650158883,0.8595556585989043,0.7296862397883841,1.0,0.0008821283102132293,1.0,1.7717258516590886e-05,True,2022:67/32(n18) 2023:50/21(n4) 2024:70/30(n10) 2025:25/39(n8) 2026:43/34(n7),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,32,0.46875,24.00221426974033,282.4440875118152,15,0.26666666666666666,-49.77520911067252,746.6281366600876,-39.919893333333555,"[[""rng_pct"", "">="", 0.4676], [""twap_dir_pct"", "">="", 0.1136], [""gap_pct"", "">"", 0.0]]"
R0211,"When distance from TWAP in the move's direction > +0.11% (≈+28 pts at 25,000) AND size of the move from the open to 09:30 (either direction) > 0.31% (≈77 pts at 25,000) AND 1-min Bollinger %B > 0.0376 at 09:30",09:30,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,57,0.6491,0.2772,2.342,36,0.5556,0.3676,1.511,"[0.3958, 0.7046]",0.01899050474762619,0.009900990099009901,0.01656455673883654,0.04497415963728805,0.027670339097829223,1.0,1.9075915016851105e-06,0.10131270275960476,1.1024891776408053e-08,True,2022:60/32(n30) 2023:56/21(n9) 2024:78/30(n18) 2025:55/39(n22) 2026:57/34(n14),True,PASS,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,57,0.45614035087719296,18.139697898372358,453.5997778653215,36,0.3611111111111111,-14.073727304066544,948.0233943197213,-4.28402222222212,"[[""twap_dir_pct"", "">"", 0.1135], [""abs_mv_pct"", "">"", 0.307], [""bb_pctb"", "">"", 0.0376]]"
R0212,When 1-min Bollinger %B ≥ 0.624 AND price has already touched the prior-day high AND expiry is 2 trading days away at 09:30,09:30,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,32,0.0,0.2772,0.0,22,0.5,0.3676,1.36,"[0.3072, 0.6928]",0.9470264867566217,1.0,0.932259423684284,0.9849523476316566,0.9418703455779365,1.0,0.002377708801320633,1.0,6.167544545156089e-05,False,2022:0/32(n13) 2023:0/21(n16) 2024:0/30(n3) 2025:46/39(n13) 2026:56/34(n9),False,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,32,0.53125,13.49784373702781,224.9513010829481,22,0.2727272727272727,-33.95264202592073,753.6216492981073,-23.837390909090985,"[[""bb_pctb"", "">="", 0.6239], [""touched_pdh"", ""=="", 1.0], [""dte_cat"", ""=="", 2.0]]"
R0213,"When size of the move from the open to 09:30 (either direction) ≤ 0.05% (≈13 pts at 25,000) AND India VIX (prior day's close) ≤ 13.7 AND no opening-range break yet at 09:30",09:30,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,30,0.0,0.2772,0.0,25,0.2,0.3676,0.544,"[0.0886, 0.3913]",0.07196401799100449,1.0,0.05866430583796606,0.13138641768318665,0.08232604256020057,1.0,0.003944794606963436,1.0,0.00011804419943335504,True,2022:0/32(n1) 2023:0/21(n18) 2024:0/30(n11) 2025:27/39(n11) 2026:14/34(n14),True,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,30,0.3,-19.76091440800945,785.8194230715828,25,0.4,-6.060640897566215,425.85189540396135,5.416064000000042,"[[""abs_mv_pct"", ""<="", 0.0526], [""vix_prev"", ""<="", 13.684], [""or_first_break"", ""=="", 0.0]]"
R0214,"When prior-day range ≤ 0.78% (≈196 pts at 25,000) AND 1-min Bollinger %B ≥ 0.707 AND price is inside the opening range at 09:30",09:30,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,30,0.0,0.2772,0.0,19,0.4211,0.3676,1.145,"[0.2314, 0.6372]",0.760119940029985,1.0,0.7673739146354726,0.9031745110469164,0.7888389192406606,1.0,0.003944794606963436,1.0,0.00011804419943335504,False,2022:0/32(n7) 2023:0/21(n15) 2024:0/30(n8) 2025:50/39(n10) 2026:33/34(n9),False,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,30,0.5333333333333333,16.464408431267263,306.8365279724801,19,0.3157894736842105,-45.19782200453712,858.7586180862054,-34.242621052631876,"[[""pdr_pct"", ""<="", 0.7824], [""bb_pctb"", "">="", 0.7074], [""or_state"", ""=="", 0.0]]"
R0215,"When prior-day range ≤ 0.78% (≈196 pts at 25,000) AND 1-min Bollinger %B ≥ 0.624 AND price is inside the opening range at 09:30",09:30,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,71,0.0282,0.2772,0.102,41,0.3415,0.3676,0.929,"[0.2156, 0.4945]",0.42328835582208896,0.019801980198019802,0.43231307161140176,0.6387698045662278,0.4805294633412178,1.0,9.975274542758187e-06,0.7078543056979998,7.71809109874048e-08,False,2022:6/32(n16) 2023:0/21(n35) 2024:5/30(n20) 2025:32/39(n22) 2026:37/34(n19),False,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,71,0.5070422535211268,18.54444204862572,415.8873470756787,41,0.3170731707317073,-29.94311708199676,1227.6678003618674,-19.05562926829305,"[[""pdr_pct"", ""<="", 0.7824], [""bb_pctb"", "">="", 0.6239], [""or_state"", ""=="", 0.0]]"
R0216,"When range so far (high−low since 09:15) > 0.47% (≈118 pts at 25,000) AND distance from TWAP in the move's direction > +0.16% (≈+39 pts at 25,000) AND India VIX (prior day's close) ≤ 21.1 at 09:30",09:30,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,30,0.6667,0.1481,4.502,20,0.4,0.2306,1.735,"[0.2188, 0.6134]",0.04897551224387806,0.009900990099009901,0.0683531945183586,0.15031516984580218,0.09434666285632595,1.0,9.486430082046401e-08,0.0031258610534863453,3.3940578041406365e-10,True,2022:80/20(n10) 2023:33/7(n6) 2024:71/18(n14) 2025:40/23(n10) 2026:40/23(n10),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,30,0.5,46.45792605065092,357.9936015618415,20,0.4,-8.238772764345217,509.112003313052,2.254989999999998,"[[""rng_pct"", "">"", 0.4712], [""twap_dir_pct"", "">"", 0.1578], [""vix_prev"", ""<="", 21.095]]"
R0217,"When range so far (high−low since 09:15) > 0.48% (≈119 pts at 25,000) AND India VIX (prior day's close) ≤ 20.2 AND India VIX (prior day's close) > 14.5 at 09:30",09:30,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,56,0.5,0.1481,3.376,46,0.2826,0.2306,1.226,"[0.1732, 0.4255]",0.22338830584707647,0.009900990099009901,0.24829145947083583,0.42942935694955947,0.2973429290607973,1.0,2.8835724265882776e-07,0.011310845068630431,1.228975208894468e-09,False,2022:57/20(n30) 2023:25/7(n8) 2024:50/18(n18) 2025:23/23(n22) 2026:33/23(n24),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,56,0.5,38.86882552752729,471.77154723505373,46,0.2826086956521739,-36.47690757130248,1748.5405619414662,-25.33861304347825,"[[""rng_pct"", "">"", 0.4756], [""vix_prev"", ""<="", 20.17], [""vix_prev"", "">"", 14.5]]"
R0218,"When range so far (high−low since 09:15) ≥ 0.47% (≈117 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 AND 1-min Supertrend is down at 09:30",09:30,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,32,0.5,0.1481,3.376,32,0.3438,0.2306,1.491,"[0.2041, 0.5169]",0.07296351824087956,0.9504950495049505,0.09852472859119799,0.20506645865234355,0.1298935883668709,1.0,0.00036272498805318016,1.0,5.899201390188496e-06,True,2022:58/20(n19) 2023:25/7(n4) 2024:44/18(n9) 2025:31/23(n13) 2026:37/23(n19),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,32,0.40625,22.01582530608938,322.1699276122773,32,0.25,-41.238190029275245,1813.4269265815922,-31.058806249999975,"[[""rng_pct"", "">="", 0.4676], [""vix_chg"", "">="", 0.7733], [""supertrend_dir"", ""=="", -1.0]]"
R0219,"When size of the move from the open to 09:30 (either direction) ≥ 0.29% (≈73 pts at 25,000) AND India VIX change on the prior day (%) ≥ 3.36 AND 1-min ATR(14) as % of price ≥ 0.0659 at 09:30",09:30,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,35,0.4857,0.1481,3.28,24,0.3333,0.2306,1.446,"[0.1797, 0.5329]",0.17391304347826086,0.8910891089108911,0.16884736945004722,0.31806132384776337,0.2112388366736761,1.0,0.0003103357183993017,1.0,4.8444426324732045e-06,True,2022:57/20(n21) 2023:50/7(n4) 2024:30/18(n10) 2025:33/23(n9) 2026:33/23(n15),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,35,0.45714285714285713,23.544292126239053,662.5018523221406,24,0.25,-46.31205795981774,1441.808045334475,-36.129925000000334,"[[""abs_mv_pct"", "">="", 0.2903], [""vix_chg"", "">="", 3.3595], [""atr14_pct"", "">="", 0.0659]]"
R0220,"When opening-range size ≥ 0.37% (≈94 pts at 25,000) AND India VIX (prior day's close) ≥ 15.2 AND India VIX change on the prior day (%) ≥ 3.36 at 09:30",09:30,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,30,0.4667,0.1481,3.151,29,0.3448,0.2306,1.495,"[0.1994, 0.5266]",0.11444277861069466,1.0,0.11028255048091426,0.22332216472385139,0.14314821122025959,1.0,0.00251909289176694,1.0,6.670362532484318e-05,True,2022:56/20(n23) 2023:0/7(n2) 2024:20/18(n5) 2025:33/23(n9) 2026:35/23(n20),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,30,0.3333333333333333,13.794539490825345,651.7534405435904,29,0.3103448275862069,-38.58502362528986,1597.583026451985,-27.886151724138095,"[[""or_rng_pct"", "">="", 0.3744], [""vix_prev"", "">="", 15.236], [""vix_chg"", "">="", 3.3595]]"
R0221,"When opening-range size ≥ 0.37% (≈94 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 AND opening gap vs prior close is positive at 09:30",09:30,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,30,0.4667,0.1481,3.151,31,0.3226,0.2306,1.399,"[0.1857, 0.4986]",0.15142428785607195,1.0,0.15751967964374036,0.30139592246794417,0.19833312982980583,1.0,0.00251909289176694,1.0,6.670362532484318e-05,False,2022:59/20(n17) 2023:0/7(n3) 2024:40/18(n10) 2025:23/23(n13) 2026:39/23(n18),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,30,0.5333333333333333,42.15869398099538,487.3853997015775,31,0.3870967741935484,-5.700239884481289,948.2112605002142,5.10846451612909,"[[""or_rng_pct"", "">="", 0.3744], [""vix_chg"", "">="", 0.7733], [""gap_pct"", "">"", 0.0]]"
R0222,"When prior day's close-to-close return ≤ -0.97% (≈-241 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) > -0.06% (≈-15 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) ≤ +0.18% (≈+46 pts at 25,000) at 09:30",09:30,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,43,0.4651,0.1481,3.141,27,0.3704,0.2306,1.606,"[0.2153, 0.5577]",0.07446276861569215,0.5544554455445545,0.07232292338308215,0.1569149141257943,0.09889739290523791,1.0,0.00012036511356174244,1.0,1.5249979874915298e-06,True,2022:63/20(n19) 2023:17/7(n6) 2024:39/18(n18) 2025:22/23(n9) 2026:44/23(n18),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,43,0.4418604651162791,16.67739191336095,684.6177721091829,27,0.4074074074074074,-10.249007013276186,548.9681512216304,0.40168888888877485,"[[""prevret_pct"", ""<="", -0.9655], [""ema9_21_pct"", "">"", -0.0602], [""ema9_21_pct"", ""<="", 0.1824]]"
R0223,"When size of the move from the open to 09:30 (either direction) ≥ 0.29% (≈73 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.06% (≈+16 pts at 25,000) AND 1-min ATR(14) as % of price ≥ 0.0833 at 09:30",09:30,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,41,0.4634,0.1481,3.129,23,0.3478,0.2306,1.508,"[0.1881, 0.5511]",0.13143428285857073,0.8118811881188119,0.1392866465557363,0.2735083241458095,0.17804466994515858,1.0,0.00021414913014850592,1.0,3.0811348669064304e-06,True,2022:45/20(n29) 2023:40/7(n5) 2024:57/18(n7) 2025:46/23(n11) 2026:25/23(n12),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,41,0.4146341463414634,11.650075901700534,489.91051685125143,23,0.2608695652173913,-31.835774434140895,788.1497341615972,-21.673991304347904,"[[""abs_mv_pct"", "">="", 0.2903], [""twap_dir_pct"", "">="", 0.0636], [""atr14_pct"", "">="", 0.0833]]"
R0224,"When size of the move from the open to 09:30 (either direction) ≤ 0.11% (≈29 pts at 25,000) AND the move from the open is UP AND price is above the CPR at 09:30",09:30,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,90,0.0,0.1481,0.0,38,0.1316,0.2306,0.571,"[0.0575, 0.2733]",0.044977511244377814,0.43564356435643564,0.09967515541121055,0.2070176304694373,0.13111631181608904,1.0,9.088965180951282e-05,1.0,1.08668904988456e-06,True,2022:0/20(n21) 2023:0/7(n39) 2024:0/18(n30) 2025:13/23(n23) 2026:13/23(n15),True,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,90,0.45555555555555555,21.93459273539162,441.9868265417815,38,0.3684210526315789,-22.20017456289196,1024.1560791101906,-11.465921052631145,"[[""abs_mv_pct"", ""<="", 0.1149], [""dir"", ""=="", 1.0], [""cpr_pos"", ""=="", 1.0]]"
R0225,"When size of the move from the open to 09:30 (either direction) ≤ 0.11% (≈29 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is positive AND price has already touched the prior-day high at 09:30",09:30,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,73,0.0,0.1481,0.0,34,0.1471,0.2306,0.638,"[0.0645, 0.3013]",0.16241879060469766,1.0,0.17099472823842404,0.3201140511237686,0.2128913429549663,1.0,0.0008348210595516533,1.0,1.657600836908553e-05,False,2022:0/20(n22) 2023:0/7(n35) 2024:0/18(n16) 2025:28/23(n18) 2026:0/23(n16),False,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,73,0.4794520547945205,10.398555441244286,329.9981864953931,34,0.4117647058823529,-8.713877006290787,747.4888631613909,2.4290941176469083,"[[""abs_mv_pct"", ""<="", 0.1149], [""dist_twap_pct"", "">"", 0.0], [""touched_pdh"", ""=="", 1.0]]"
R0226,"When size of the move from the open to 09:30 (either direction) ≤ 0.11% (≈29 pts at 25,000) AND gap measured in the direction of the move so far ≥ +0.03% (≈+8 pts at 25,000) AND India VIX change on the prior day (%) is negative at 09:30",09:30,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,64,0.0,0.1481,0.0,35,0.2,0.2306,0.867,"[0.1004, 0.3589]",0.3758120939530235,1.0,0.42332826575978133,0.6310967397523121,0.4723283117016156,1.0,0.0026237596941910764,1.0,7.014107663298843e-05,False,2022:0/20(n19) 2023:0/7(n27) 2024:0/18(n18) 2025:15/23(n20) 2026:27/23(n15),False,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,64,0.515625,28.09488850203819,310.85025101244304,35,0.45714285714285713,-2.0359078185829995,560.1772130731542,8.878165714285881,"[[""abs_mv_pct"", ""<="", 0.1149], [""gap_dir_pct"", "">="", 0.0335], [""vix_chg"", ""<"", 0.0]]"
R0227,"When opening gap vs prior close ≥ +0.21% (≈+53 pts at 25,000) AND range so far (high−low since 09:15) ≤ 0.29% (≈72 pts at 25,000) AND price vs prior-day high ≥ +0.13% (≈+32 pts at 25,000) at 09:30",09:30,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,63,0.0,0.1481,0.0,20,0.15,0.2306,0.65,"[0.0524, 0.3604]",0.26786606696651677,1.0,0.28939569797069387,0.480021533152755,0.33897344702543425,1.0,0.0029854592371806096,1.0,8.233466111588548e-05,False,2022:0/20(n24) 2023:0/7(n26) 2024:0/18(n13) 2025:30/23(n10) 2026:0/23(n10),False,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,63,0.42857142857142855,12.524458140070562,608.5110943442046,20,0.3,-3.2479555467623937,432.62293959738065,8.601539999999478,"[[""gap_pct"", "">="", 0.2104], [""rng_pct"", ""<="", 0.2898], [""dist_pdh_pct"", "">="", 0.1295]]"
R0228,"When prior day's close-to-close return ≤ -0.91% (≈-228 pts at 25,000) AND distance from TWAP in the move's direction > -0.03% (≈-7 pts at 25,000) AND price vs prior-day high > -1.63% (≈-408 pts at 25,000) at 09:30",09:30,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,42,0.8333,0.4457,1.87,28,0.5714,0.5251,1.088,"[0.3907, 0.7349]",0.34132933533233384,0.26732673267326734,0.38294805896763473,0.5984333011519951,0.435538604783306,1.0,5.009802400299435e-05,1.0,5.307766558757053e-07,True,2022:83/51(n23) 2023:78/36(n9) 2024:90/46(n10) 2025:58/55(n12) 2026:56/50(n16),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,42,0.5238095238095238,27.57339785576467,226.58211789130849,28,0.35714285714285715,-18.43817865308025,842.804983850271,-8.16850714285738,"[[""prevret_pct"", ""<="", -0.911], [""twap_dir_pct"", "">"", -0.0264], [""dist_pdh_pct"", "">"", -1.6332]]"
R0229,"When size of the move from the open to 09:30 (either direction) > 0.15% (≈38 pts at 25,000) AND distance from TWAP in the move's direction > +0.13% (≈+33 pts at 25,000) AND India VIX change on the prior day (%) ≤ -2.51 at 09:30",09:30,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,30,0.8333,0.4457,1.87,11,0.4545,0.5251,0.866,"[0.2127, 0.7199]",0.7446276861569215,1.0,0.7792658405348124,0.9136868480094544,0.7996654698681844,1.0,0.0013205847024937085,1.0,2.941703767151029e-05,False,2022:80/51(n15) 2023:83/36(n6) 2024:89/46(n9) 2025:25/55(n4) 2026:57/50(n7),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,30,0.6333333333333333,60.82084514463575,190.8154848726167,11,0.45454545454545453,4.5223334039823175,332.1998276712771,15.905909090909104,"[[""abs_mv_pct"", "">"", 0.1524], [""twap_dir_pct"", "">"", 0.1305], [""vix_chg"", ""<="", -2.5121]]"
R0230,"When prior day's close-to-close return ≤ -0.96% (≈-240 pts at 25,000) AND price vs prior-day high > -1.64% (≈-409 pts at 25,000) AND India VIX (prior day's close) > 14.3 at 09:30",09:30,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,40,0.825,0.4457,1.851,21,0.4762,0.5251,0.907,"[0.2834, 0.6763]",0.7326336831584208,0.6435643564356436,0.7479053470757122,0.8875700213363558,0.7728793393330734,1.0,0.00014167604939166082,1.0,1.8657573106361615e-06,False,2022:88/51(n24) 2023:100/36(n3) 2024:69/46(n13) 2025:50/55(n8) 2026:46/50(n13),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,40,0.45,10.780317280027514,769.8579805911164,21,0.3333333333333333,-33.549496655716176,1023.8754249683348,-22.912028571428458,"[[""prevret_pct"", ""<="", -0.961], [""dist_pdh_pct"", "">"", -1.6365], [""vix_prev"", "">"", 14.255]]"
R0231,"When move from the open to 09:30 ≥ +0.15% (≈+38 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.11% (≈+28 pts at 25,000) AND 1-min ATR(14) as % of price ≥ 0.0659 at 09:30",09:30,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,34,0.8235,0.4457,1.848,18,0.6111,0.5251,1.164,"[0.3862, 0.797]",0.3543228385807096,1.0,0.31220109948695524,0.5080897092887043,0.3613666269652159,1.0,0.0007215659984062501,1.0,1.3811983381601224e-05,True,2022:77/51(n22) 2023:100/36(n3) 2024:89/46(n9) 2025:73/55(n11) 2026:43/50(n7),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,34,0.5,34.7109226041376,209.71253284781756,18,0.3888888888888889,-27.994659444387935,634.7975378971313,-18.430099999999584,"[[""mv_pct"", "">="", 0.1535], [""twap_dir_pct"", "">="", 0.1136], [""atr14_pct"", "">="", 0.0659]]"
R0232,"When size of the move from the open to 09:30 (either direction) > 0.13% (≈32 pts at 25,000) AND 1-min RSI(14) > 69 AND 1-min RSI(14) ≤ 75.4 at 09:30",09:30,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,tree,higher,39,0.8205,0.4457,1.841,25,0.64,0.5251,1.219,"[0.4452, 0.7975]",0.14342828585707146,0.8316831683168316,0.17125443064234536,0.3201140511237686,0.2128913429549663,1.0,0.00023597950805239455,1.0,3.4732345850025306e-06,True,2022:88/51(n16) 2023:75/36(n12) 2024:82/46(n11) 2025:89/55(n9) 2026:50/50(n16),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,39,0.6153846153846154,39.096208186176305,146.62598776930633,25,0.44,-17.88693401870569,918.4557251094866,-6.303879999999918,"[[""abs_mv_pct"", "">"", 0.1294], [""rsi_14"", "">"", 68.9753], [""rsi_14"", ""<="", 75.3532]]"
R0233,"When size of the move from the open to 09:30 (either direction) > 0.15% (≈38 pts at 25,000) AND opening-range size ≤ 0.20% (≈51 pts at 25,000) AND CPR width > 0.04% (≈11 pts at 25,000) at 09:30",09:30,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,44,0.8182,0.4457,1.836,14,0.7143,0.5251,1.36,"[0.4535, 0.8828]",0.1184407796101949,0.3465346534653465,0.12446773899219388,0.24787107347970747,0.16079810460383556,1.0,7.63241956897839e-05,1.0,8.789999791829167e-07,True,2022:73/51(n11) 2023:81/36(n21) 2024:92/46(n12) 2025:64/55(n11) 2026:100/50(n3),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,44,0.6818181818181818,35.443272717294015,273.3727243806445,14,0.5714285714285714,46.0310130689517,224.84437325510237,54.83651428571492,"[[""abs_mv_pct"", "">"", 0.1529], [""or_rng_pct"", ""<="", 0.2039], [""cpr_width_pct"", "">"", 0.0436]]"
R0234,"When prior day's close-to-close return ≤ -0.94% (≈-235 pts at 25,000) AND 1-min ADX(14) > 27 AND CPR width > 0.24% (≈59 pts at 25,000) at 09:30",09:30,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,42,0.8095,0.4457,1.816,32,0.5625,0.5251,1.071,"[0.3933, 0.7183]",0.3713143428285857,0.801980198019802,0.40398426500207096,0.6154744601598949,0.4550627352896891,1.0,0.00020856791576164804,1.0,2.980670240038223e-06,False,2022:83/51(n23) 2023:71/36(n7) 2024:83/46(n12) 2025:69/55(n13) 2026:47/50(n19),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,42,0.42857142857142855,8.613615285464759,580.2873123079942,32,0.34375,-29.364437742600465,1397.4890601302347,-19.176462499999957,"[[""prevret_pct"", ""<="", -0.9403], [""adx_14"", "">"", 27.0192], [""cpr_width_pct"", "">"", 0.2376]]"
R0235,"When size of the move from the open to 09:30 (either direction) ≥ 0.29% (≈73 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.11% (≈+28 pts at 25,000) AND price has not touched the prior-day low yet at 09:30",09:30,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,30,0.8,0.4457,1.795,17,0.6471,0.5251,1.232,"[0.413, 0.8269]",0.24987506246876562,1.0,0.2235282840922158,0.39218319880439306,0.2709992392705627,1.0,0.004986265402768432,1.0,0.00015920993992188194,True,2022:87/51(n15) 2023:25/36(n4) 2024:91/46(n11) 2025:69/55(n13) 2026:50/50(n4),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,30,0.5333333333333333,42.309395471162745,236.11075175018829,17,0.4117647058823529,3.288376369689874,361.4104475938263,11.698399999999845,"[[""abs_mv_pct"", "">="", 0.2903], [""twap_dir_pct"", "">="", 0.1136], [""touched_pdl"", ""=="", 0.0]]"
R0236,"When size of the move from the open to 09:30 (either direction) ≤ 0.05% (≈13 pts at 25,000) AND opening gap vs prior close is negative AND the day opened inside the prior-day range at 09:30",09:30,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,30,0.0667,0.4457,0.15,14,0.4286,0.5251,0.816,"[0.2138, 0.6741]",0.31334332833583206,1.0,0.32381940919993535,0.5211133538780417,0.372614114695816,1.0,0.0006699908130845495,1.0,1.2606125037789441e-05,True,2022:0/51(n5) 2023:0/36(n10) 2024:13/46(n15) 2025:38/55(n8) 2026:50/50(n6),False,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,30,0.5,23.91136266561225,285.031293413704,14,0.42857142857142855,-6.383665422620448,394.51805144555686,3.8426285714288366,"[[""abs_mv_pct"", ""<="", 0.0526], [""gap_pct"", ""<"", 0.0], [""open_vs_pd"", ""=="", 0.0]]"
R0237,"When distance from TWAP in the move's direction ≤ -0.03% (≈-7 pts at 25,000) AND India VIX (prior day's close) ≤ 13.1 AND prior-day range > 0.33% (≈82 pts at 25,000) at 09:30",09:30,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,rulefit,lower,35,0.0857,0.4457,0.192,30,0.3667,0.5251,0.698,"[0.2187, 0.5449]",0.04997501249375312,0.9900990099009901,0.05976294927257936,0.13323299700217234,0.08346939233319872,1.0,0.0004736915819542668,1.0,8.219021612526546e-06,True,2022:–(n0) 2023:8/36(n24) 2024:9/46(n11) 2025:42/55(n19) 2026:27/50(n11),True,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,35,0.6,23.977105220029735,116.84070011065984,30,0.4666666666666667,-12.04014461133216,520.9986318728497,-1.7808133333335718,"[[""twap_dir_pct"", ""<="", -0.0271], [""vix_prev"", ""<="", 13.125], [""pdr_pct"", "">"", 0.3289]]"
R0238,"When size of the move from the open to 09:30 (either direction) ≤ 0.05% (≈13 pts at 25,000) AND distance from TWAP in the move's direction ≤ +0.02% (≈+6 pts at 25,000) AND the day opened inside the prior-day range at 09:30",09:30,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,50,0.1,0.4457,0.224,29,0.3103,0.5251,0.591,"[0.1728, 0.4923]",0.009995002498750625,0.1188118811881188,0.016134690859554636,0.04430203252962459,0.02726206386614404,1.0,2.7010323680806256e-05,1.0,2.5307889376435654e-07,True,2022:20/51(n10) 2023:10/36(n21) 2024:5/46(n19) 2025:35/55(n20) 2026:22/50(n9),True,PASS,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,50,0.44,2.5939681376396675,372.95025147749885,29,0.4827586206896552,4.383741704233331,229.09649219317862,14.545048275862113,"[[""abs_mv_pct"", ""<="", 0.0526], [""twap_dir_pct"", ""<="", 0.0222], [""open_vs_pd"", ""=="", 0.0]]"
R0239,"When size of the move from the open to 09:30 (either direction) ≤ 0.05% (≈13 pts at 25,000) AND prior day's close-to-close return is positive AND price is inside the prior-day range at 09:30",09:30,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,41,0.0976,0.4457,0.219,19,0.2632,0.5251,0.501,"[0.1181, 0.4879]",0.020989505247376312,0.801980198019802,0.019028864600705818,0.050535673201874465,0.0310804788478195,1.0,0.0002111797173890871,1.0,3.026700856840787e-06,True,2022:22/51(n9) 2023:0/36(n15) 2024:12/46(n17) 2025:30/55(n10) 2026:22/50(n9),True,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,41,0.5121951219512195,26.446013869486467,370.4816088072722,19,0.42105263157894735,20.68745152165363,300.2395531500613,31.18575789473643,"[[""abs_mv_pct"", ""<="", 0.0526], [""prevret_pct"", "">"", 0.0], [""pd_pos"", ""=="", 0.0]]"
R0240,"When 1-min ADX(14) ≤ 18.6 AND 1-min ATR(14) as % of price > 0.0377 AND 1-min EMA9 − EMA21 (as % of price) > -0.01% (≈-2 pts at 25,000) at 09:30",09:30,"the best favourable excursion after 09:30 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,higher,34,0.8529,0.4973,1.715,24,0.375,0.5342,0.702,"[0.2116, 0.5729]",0.9700149925037481,1.0,0.9617659614260844,0.9966274141856653,0.998924248677784,1.0,0.001474242988306513,1.0,3.375962600267663e-05,False,2022:100/52(n10) 2023:80/48(n10) 2024:79/49(n14) 2025:38/55(n16) 2026:38/51(n8),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,34,0.6764705882352942,67.55199854310216,212.25810655381292,24,0.2916666666666667,-34.32798369110201,1186.0176835387908,-24.535008333333128,"[[""adx_14"", ""<="", 18.5986], [""atr14_pct"", "">"", 0.0377], [""ema9_21_pct"", "">"", -0.0098]]"
R0241,"When opening-range size ≤ 0.18% (≈45 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) ≤ -0.02% (≈-5 pts at 25,000) AND price is above the CPR at 09:30",09:30,"the best favourable excursion after 09:30 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,31,0.8387,0.4973,1.687,9,0.2222,0.5342,0.416,"[0.0632, 0.5474]",0.9900049975012494,1.0,0.9883215199075244,0.9998438728713133,0.998924248677784,1.0,0.005278109513031834,1.0,0.00017101021903835766,True,2022:75/52(n8) 2023:75/48(n12) 2024:100/49(n11) 2025:29/55(n7) 2026:0/51(n2),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,31,0.7096774193548387,61.81253011299017,80.4831047219568,9,0.2222222222222222,-47.49565167551114,534.0684315675472,-37.63353333333321,"[[""or_rng_pct"", ""<="", 0.1815], [""dist_twap_pct"", ""<="", -0.0189], [""cpr_pos"", ""=="", 1.0]]"
R0242,"When gap measured in the direction of the move so far ≤ -0.16% (≈-39 pts at 25,000) AND price vs prior-day low ≥ +0.66% (≈+166 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0562 at 09:30",09:30,"the best favourable excursion after 09:30 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,31,0.8065,0.4973,1.622,12,0.5,0.5342,0.936,"[0.2538, 0.7462]",0.7241379310344828,1.0,0.7016408485055571,0.8595556585989043,0.998924248677784,1.0,0.016924507670208266,1.0,0.0007891669273750953,True,2022:100/52(n5) 2023:71/48(n14) 2024:83/49(n12) 2025:33/55(n6) 2026:67/51(n6),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,31,0.5806451612903226,25.77921490258591,264.3146825378491,12,0.4166666666666667,15.92505995795194,250.74610944881283,27.176716666666834,"[[""gap_dir_pct"", ""<="", -0.1554], [""dist_pdl_pct"", "">="", 0.6637], [""atr14_pct"", ""<="", 0.0562]]"
R0243,"When 1-min ADX(14) ≤ 19.1 AND India VIX (prior day's close) > 12.8 AND price vs session TWAP (time-weighted VWAP) > -0.18% (≈-46 pts at 25,000) at 09:30",09:30,"the best favourable excursion after 09:30 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,higher,40,0.8,0.4973,1.609,17,0.5882,0.5342,1.101,"[0.3601, 0.7839]",0.40379810094952523,1.0,0.42205741670541974,0.6310922662414583,0.998924248677784,1.0,0.004988284241315558,1.0,0.00015930059562799985,True,2022:85/52(n13) 2023:86/48(n7) 2024:75/49(n20) 2025:78/55(n9) 2026:38/51(n8),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,40,0.625,56.14457887402996,201.93329362197642,17,0.4117647058823529,-6.978254403602056,612.5196765497174,3.7284588235298166,"[[""adx_14"", ""<="", 19.1297], [""vix_prev"", "">"", 12.775], [""dist_twap_pct"", "">"", -0.1838]]"
R0244,"When size of the move from the open to 09:30 (either direction) ≤ 0.11% (≈29 pts at 25,000) AND prior-day range ≥ 1.34% (≈336 pts at 25,000) AND CPR width ≥ 0.30% (≈76 pts at 25,000) at 09:30",09:30,"the best favourable excursion after 09:30 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,30,0.8,0.4973,1.609,11,0.6364,0.5342,1.191,"[0.3538, 0.8483]",0.3468265867066467,1.0,0.3565498277182528,0.5626078450359443,0.998924248677784,1.0,0.024540807499263375,1.0,0.0012931286652671024,True,2022:82/52(n11) 2023:50/48(n2) 2024:82/49(n17) 2025:71/55(n7) 2026:50/51(n4),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,30,0.5666666666666667,22.76667998304294,220.52963962553974,11,0.45454545454545453,-16.54832725605453,300.1948532515873,-6.603672727273079,"[[""abs_mv_pct"", ""<="", 0.1149], [""pdr_pct"", "">="", 1.345], [""cpr_width_pct"", "">="", 0.3039]]"
R0245,When 1-min ADX(14) ≤ 18.6 AND (it is Wednesday or it is Thursday or it is Friday) AND 1-min Bollinger %B ≤ 0.967 at 09:30,09:30,"the best favourable excursion after 09:30 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,higher,31,0.7742,0.4973,1.557,22,0.4091,0.5342,0.766,"[0.2326, 0.6127]",0.9315342328835582,1.0,0.9178372575589013,0.9814389832816433,0.998924248677784,1.0,0.04578312130505076,1.0,0.0030209974808968407,False,2022:89/52(n9) 2023:70/48(n10) 2024:75/49(n12) 2025:44/55(n16) 2026:33/51(n6),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,31,0.6129032258064516,47.81184601440308,176.79661902077453,22,0.3181818181818182,-33.31294389834108,1027.2381562729402,-23.983636363636005,"[[""adx_14"", ""<="", 18.5986], [""dow"", "">"", 1.5], [""bb_pctb"", ""<="", 0.967]]"
R0246,"When gap measured in the direction of the move so far ≤ -0.16% (≈-39 pts at 25,000) AND prior day's close-to-close return is positive AND expiry is 1 trading day away at 09:30",09:30,"the best favourable excursion after 09:30 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,39,0.7692,0.4973,1.547,13,0.5385,0.5342,1.008,"[0.2914, 0.7679]",0.623688155922039,1.0,0.5994963804399769,0.7912885686206675,0.998924248677784,1.0,0.01941034158999195,1.0,0.0009459339975620747,True,2022:67/52(n18) 2023:73/48(n11) 2024:100/49(n10) 2025:56/55(n9) 2026:50/51(n4),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,39,0.5128205128205128,11.869423587068074,269.5243749820425,13,0.46153846153846156,-2.3607404851033786,173.23926089561644,7.449876923077682,"[[""gap_dir_pct"", ""<="", -0.1554], [""prevret_pct"", "">"", 0.0], [""dte_cat"", ""=="", 1.0]]"
R0247,"When price vs prior-day low ≥ +0.66% (≈+166 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 AND the move from the open is DOWN at 09:30",09:30,"the best favourable excursion after 09:30 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,43,0.7674,0.4973,1.543,18,0.4444,0.5342,0.832,"[0.2456, 0.6628]",0.8460769615192404,1.0,0.8413002596901173,0.9497605719149756,0.998924248677784,1.0,0.012604344302992825,1.0,0.0005324274892806061,True,2022:88/52(n16) 2023:75/48(n12) 2024:67/49(n15) 2025:29/55(n7) 2026:55/51(n11),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,43,0.5581395348837209,46.926977934811696,362.8661131658371,18,0.2777777777777778,-14.080794976849843,822.2550336075092,-3.7212222222224227,"[[""dist_pdl_pct"", "">="", 0.6637], [""vix_chg"", "">="", 0.7733], [""dir"", ""=="", -1.0]]"
R0248,"When 1-min Bollinger %B ≤ 0.287 AND position in today's range so far (0 = at low, 1 = at high) > 0.0719 AND size of the opening gap > 0.15% (≈38 pts at 25,000) at 09:30",09:30,"the best favourable excursion after 09:30 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),tree,lower,38,0.1579,0.4973,0.318,24,0.4583,0.5342,0.858,"[0.2789, 0.6493]",0.2818590704647676,1.0,0.2936016247366814,0.48616827809889995,0.998924248677784,1.0,0.0012732612793296219,1.0,2.8083640556902126e-05,False,2022:33/52(n15) 2023:14/48(n7) 2024:0/49(n16) 2025:38/55(n13) 2026:55/51(n11),True,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,38,0.5789473684210527,40.618215402348106,310.597027251074,24,0.4583333333333333,12.037419022752218,453.7094838809107,22.311625000000276,"[[""bb_pctb"", ""<="", 0.2871], [""pos_rng"", "">"", 0.0719], [""abs_gap_pct"", "">"", 0.1504]]"
R0249,"When opening-range size ≥ 0.27% (≈68 pts at 25,000) AND India VIX (prior day's close) ≤ 13.7 AND 1-min Supertrend is down at 09:30",09:30,"the best favourable excursion after 09:30 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,lower,36,0.1667,0.4973,0.335,57,0.4386,0.5342,0.821,"[0.3177, 0.5672]",0.0814592703648176,1.0,0.09440764314005048,0.198194879335052,0.998924248677784,1.0,0.002897497208679428,1.0,7.94451514574958e-05,True,2022:0/52(n3) 2023:25/48(n20) 2024:8/49(n13) 2025:41/55(n22) 2026:46/51(n35),True,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,36,0.7777777777777778,58.866796796241864,217.13495657192152,57,0.45614035087719296,-0.006308668229584843,602.5374247710646,11.086624561403784,"[[""or_rng_pct"", "">="", 0.2709], [""vix_prev"", ""<="", 13.684], [""supertrend_dir"", ""=="", -1.0]]"
R0250,When India VIX (prior day's close) ≤ 13.7 AND opening gap vs prior close is negative AND it is Friday at 09:30,09:30,"the best favourable excursion after 09:30 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,lower,30,0.1667,0.4973,0.335,33,0.5152,0.5342,0.964,"[0.3522, 0.675]",0.45177411294352826,1.0,0.4803307588914112,0.6918153242873485,0.998924248677784,1.0,0.00942486438076798,1.0,0.0003629016795465823,False,2022:100/52(n1) 2023:22/48(n18) 2024:0/49(n11) 2025:71/55(n21) 2026:17/51(n12),True,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,30,0.7666666666666667,51.616689478602254,154.82405474300413,33,0.45454545454545453,-4.572935468671734,986.7865203103073,4.991969696969825,"[[""vix_prev"", ""<="", 13.684], [""gap_pct"", ""<"", 0.0], [""dow"", ""=="", 4.0]]"
R0251,"When India VIX (prior day's close) ≤ 13.7 AND 1-min EMA9 − EMA21 (as % of price) ≤ -0.07% (≈-16 pts at 25,000) AND it is not expiry day at 09:30",09:30,"the best favourable excursion after 09:30 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,lower,35,0.1714,0.4973,0.345,41,0.6098,0.5342,1.141,"[0.4573, 0.7434]",0.8910544727636182,1.0,0.8702018373414088,0.9652159143531606,0.998924248677784,1.0,0.004330045707759154,1.0,0.00013265694248783128,False,2022:33/52(n3) 2023:28/48(n18) 2024:0/49(n14) 2025:69/55(n16) 2026:56/51(n25),False,FAIL,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,35,0.7142857142857143,64.69068934003916,110.0609603259727,41,0.36585365853658536,-15.32119982551272,723.5218767139327,-4.191048780487862,"[[""vix_prev"", ""<="", 13.684], [""ema9_21_pct"", ""<="", -0.065], [""is_expiry"", ""=="", 0.0]]"
R0252,"When prior-day range ≤ 2.07% (≈518 pts at 25,000) AND size of the move from the open to 09:30 (either direction) > 0.37% (≈93 pts at 25,000) AND prior day's close-to-close return > -0.04% (≈-9 pts at 25,000) at 09:30",09:30,price never trades back to the open after 09:30,level / structure,rulefit,higher,37,0.7568,0.2609,2.901,25,0.6,0.3356,1.788,"[0.4074, 0.766]",0.010494752623688156,0.009900990099009901,0.0060186676716216725,0.019243897950053504,0.011718465532826303,1.0,2.0756973710715848e-07,0.007722431563251051,8.388918559419056e-10,True,2022:71/28(n14) 2023:83/26(n12) 2024:73/25(n11) 2025:55/35(n11) 2026:64/32(n14),True,PASS,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,37,0.3783783783783784,2.3276553401063405,457.12494124019656,25,0.36,-8.792004602247436,540.8900787989814,0.9641679999994812,"[[""pdr_pct"", ""<="", 2.0729], [""abs_mv_pct"", "">"", 0.3737], [""prevret_pct"", "">"", -0.0368]]"
R0253,"When India VIX (prior day's close) ≤ 15.9 AND size of the move from the open to 09:30 (either direction) > 0.25% (≈62 pts at 25,000) AND India VIX change on the prior day (%) ≤ -2.36 at 09:30",09:30,price never trades back to the open after 09:30,level / structure,rulefit,higher,32,0.75,0.2609,2.875,28,0.75,0.3356,2.235,"[0.5664, 0.8732]",0.0004997501249375312,0.009900990099009901,8.840560205354534e-06,8.106626905287365e-05,4.904008868630628e-05,0.007664765698042381,3.278114789665065e-06,0.19095732172255933,2.0791834378408345e-08,True,2022:50/28(n2) 2023:81/26(n16) 2024:71/25(n14) 2025:80/35(n15) 2026:69/32(n13),True,PASS,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,32,0.53125,20.90278175494754,258.9592015706201,28,0.5714285714285714,36.091772664457594,323.3282707197056,46.45726428571392,"[[""vix_prev"", ""<="", 15.925], [""abs_mv_pct"", "">"", 0.2499], [""vix_chg"", ""<="", -2.3637]]"
R0254,"When size of the move from the open to 09:30 (either direction) ≥ 0.29% (≈73 pts at 25,000) AND range so far (high−low since 09:15) ≥ 0.47% (≈117 pts at 25,000) AND prior day's close-to-close return is positive at 09:30",09:30,price never trades back to the open after 09:30,level / structure,subgroup,higher,34,0.7353,0.2609,2.819,31,0.5484,0.3356,1.634,"[0.3777, 0.7084]",0.013993003498250875,0.009900990099009901,0.01192490265851659,0.03399121813512647,0.020806655083702535,1.0,3.197395937192556e-06,0.1855054691481927,2.0197679822992174e-08,True,2022:67/28(n15) 2023:100/26(n7) 2024:67/25(n12) 2025:62/35(n13) 2026:50/32(n18),False,PASS,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,34,0.4411764705882353,19.625887165679607,342.9118992712888,31,0.3225806451612903,-18.112311664128224,675.1550848719195,-8.681703225806666,"[[""abs_mv_pct"", "">="", 0.2903], [""rng_pct"", "">="", 0.4676], [""prevret_pct"", "">"", 0.0]]"
R0255,"When size of the move from the open to 09:30 (either direction) ≥ 0.29% (≈73 pts at 25,000) AND price vs prior-day low ≥ +0.66% (≈+166 pts at 25,000) AND prior day's close-to-close return is positive at 09:30",09:30,price never trades back to the open after 09:30,level / structure,subgroup,higher,33,0.7273,0.2609,2.788,16,0.625,0.3356,1.862,"[0.3864, 0.8152]",0.015992003998001,0.009900990099009901,0.016777883893358807,0.04542647115416368,0.02794729668355518,1.0,7.75364154524991e-06,0.5250952057771304,5.723330581297001e-08,True,2022:69/28(n16) 2023:100/26(n7) 2024:60/25(n10) 2025:71/35(n7) 2026:56/32(n9),True,WATCH,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,33,0.3939393939393939,22.580771875866702,365.22580222323467,16,0.5625,9.633865341017007,259.9766293318544,18.680637500000103,"[[""abs_mv_pct"", "">="", 0.2903], [""dist_pdl_pct"", "">="", 0.6637], [""prevret_pct"", "">"", 0.0]]"
R0256,"When size of the move from the open to 09:30 (either direction) > 0.33% (≈81 pts at 25,000) AND (price is above the opening-range high) at 09:30",09:30,price never trades back to the open after 09:30,level / structure,rulefit,higher,32,0.7188,0.2609,2.755,26,0.5,0.3356,1.49,"[0.3206, 0.6794]",0.006496751624187906,0.06930693069306931,0.06131452303655151,0.13606784564275815,0.08543350603197224,1.0,1.8441857318479444e-05,1.0,1.6048414293194647e-07,False,2022:78/28(n18) 2023:71/26(n7) 2024:57/25(n7) 2025:62/35(n16) 2026:30/32(n10),False,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,32,0.5,20.053911775843744,206.94924840686872,26,0.38461538461538464,-11.122323788211544,451.5751370529676,-1.3812153846156434,"[[""abs_mv_pct"", "">"", 0.3258], [""or_state"", "">"", 0.5]]"
R0257,"When size of the move from the open to 09:30 (either direction) ≥ 0.29% (≈73 pts at 25,000) AND size of the opening gap ≥ 0.35% (≈87 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.06% (≈+16 pts at 25,000) at 09:30",09:30,price never trades back to the open after 09:30,level / structure,subgroup,higher,48,0.7083,0.2609,2.715,24,0.5833,0.3356,1.738,"[0.3883, 0.7553]",0.0069965017491254375,0.009900990099009901,0.011041481577389099,0.03223768978591453,0.01967910154271483,1.0,6.877872256711441e-08,0.002158668221072602,2.3434804818786614e-10,True,2022:71/28(n31) 2023:88/26(n8) 2024:56/25(n9) 2025:64/35(n11) 2026:54/32(n13),True,PASS,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,48,0.4583333333333333,11.544649844567573,447.6955875955739,24,0.3333333333333333,-7.742404413569752,628.1068996406916,2.6085833333333235,"[[""abs_mv_pct"", "">="", 0.2903], [""abs_gap_pct"", "">="", 0.3474], [""twap_dir_pct"", "">="", 0.0636]]"
R0258,"When move from the open to 09:30 > +0.31% (≈+77 pts at 25,000) AND opening-range size ≤ 0.60% (≈150 pts at 25,000) AND CPR width ≤ 0.43% (≈107 pts at 25,000) at 09:30",09:30,price never trades back to the open after 09:30,level / structure,rulefit,higher,37,0.7027,0.2609,2.694,25,0.48,0.3356,1.43,"[0.3003, 0.665]",0.01699150424787606,0.009900990099009901,0.09598911730448195,0.20064821939775584,0.12712072291674636,1.0,6.687679926336039e-06,0.4411619198602804,4.8075571018638456e-08,True,2022:74/28(n19) 2023:86/26(n7) 2024:55/25(n11) 2025:58/35(n12) 2026:38/32(n13),True,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,37,0.5135135135135135,22.02418359732768,428.9693196833915,25,0.4,-16.60967642304776,661.60910893966,-6.218512000000046,"[[""mv_pct"", "">"", 0.3075], [""or_rng_pct"", ""<="", 0.5992], [""cpr_width_pct"", ""<="", 0.4286]]"
R0259,"When move from the open to 09:30 ≤ -0.45% (≈-113 pts at 25,000) at 09:30",09:30,price never trades back to the open after 09:30,level / structure,rulefit,higher,30,0.7,0.2609,2.683,24,0.5,0.3356,1.49,"[0.3143, 0.6857]",0.136431784107946,0.46534653465346537,0.0709376166210122,0.15459946940722838,0.09722918082320552,1.0,0.00010000613972249474,1.0,1.2188630657730576e-06,True,2022:62/28(n13) 2023:78/26(n9) 2024:75/25(n8) 2025:71/35(n7) 2026:41/32(n17),,FAIL,False,enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close,30,0.36666666666666664,-7.150402329917157,816.5123816067169,24,0.2916666666666667,-23.792874593072145,924.8155181051175,-13.18355833333347,"[[""mv_pct"", ""<="", -0.4516]]"
R0260,"When size of the move from the open to 09:30 (either direction) ≤ 0.05% (≈13 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) ≥ +0.02% (≈+5 pts at 25,000) at 09:30",09:30,price never trades back to the open after 09:30,level / structure,subgroup,lower,64,0.0,0.2609,0.0,23,0.087,0.3356,0.259,"[0.0242, 0.268]",0.001999000499750125,0.009900990099009901,0.006355293592839868,0.020056316143637506,0.012212132786241316,1.0,1.4352896962997333e-06,0.07287537186142719,7.9282905269218e-09,True,2022:0/28(n18) 2023:0/26(n23) 2024:0/25(n23) 2025:12/35(n16) 2026:0/32(n7),False,PASS,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,64,0.453125,7.4238466923466735,399.4745686774248,23,0.5652173913043478,28.868412448016567,277.3308782979473,38.94906086956515,"[[""abs_mv_pct"", ""<="", 0.0526], [""dist_twap_pct"", "">="", 0.0206]]"
R0261,"When size of the move from the open to 09:30 (either direction) ≤ 0.05% (≈13 pts at 25,000) AND size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND it is not expiry day at 09:30",09:30,price never trades back to the open after 09:30,level / structure,subgroup,lower,59,0.0,0.2609,0.0,27,0.037,0.3356,0.11,"[0.0066, 0.1828]",0.0004997501249375312,0.009900990099009901,0.00023486934094032474,0.001189026038510394,0.0007192873566297446,0.18343295527439363,5.213291008813826e-06,0.3298956857039898,3.593967303773408e-08,True,2022:0/28(n8) 2023:0/26(n23) 2024:0/25(n28) 2025:6/35(n17) 2026:0/32(n10),True,PASS,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,59,0.423728813559322,4.759015142195894,692.5601269035701,27,0.5925925925925926,13.883791989279382,223.75957857257225,24.541940740740824,"[[""abs_mv_pct"", ""<="", 0.0526], [""abs_gap_pct"", ""<="", 0.2212], [""is_expiry"", ""=="", 0.0]]"
R0262,"When size of the move from the open to 09:30 (either direction) ≤ 0.05% (≈13 pts at 25,000) AND no opening-range break yet AND it is not expiry day at 09:30",09:30,price never trades back to the open after 09:30,level / structure,subgroup,lower,57,0.0,0.2609,0.0,35,0.0857,0.3356,0.255,"[0.0296, 0.2238]",0.0004997501249375312,0.009900990099009901,0.0006177113191084919,0.0027541990925387806,0.0016737984130681717,0.46637204592691134,8.70108517417668e-06,0.6034521246856676,6.578576783267347e-08,True,2022:0/28(n12) 2023:0/26(n18) 2024:0/25(n27) 2025:17/35(n18) 2026:0/32(n17),False,PASS,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,57,0.40350877192982454,3.262515077193617,523.0525547906682,35,0.45714285714285713,4.426839564592475,559.2080096470004,15.516760000000067,"[[""abs_mv_pct"", ""<="", 0.0526], [""or_first_break"", ""=="", 0.0], [""is_expiry"", ""=="", 0.0]]"
R0263,"When size of the move from the open to 09:30 (either direction) ≤ 0.11% (≈29 pts at 25,000) AND size of the opening gap ≤ 0.11% (≈28 pts at 25,000) AND it is not expiry day at 09:30",09:30,price never trades back to the open after 09:30,level / structure,subgroup,lower,50,0.0,0.2609,0.0,39,0.1538,0.3356,0.458,"[0.0725, 0.2973]",0.0079960019990005,0.27722772277227725,0.009481298189205638,0.028269392146956687,0.01720680041744727,1.0,5.1310364339038155e-05,1.0,5.458638573648098e-07,True,2022:0/28(n6) 2023:0/26(n19) 2024:0/25(n25) 2025:17/35(n23) 2026:12/32(n16),False,PASS,False,enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close,50,0.42,1.118865779589394,320.92087772690655,39,0.4358974358974359,-0.2753570959952444,631.9107762292526,10.222210256410435,"[[""abs_mv_pct"", ""<="", 0.1149], [""abs_gap_pct"", ""<="", 0.1124], [""is_expiry"", ""=="", 0.0]]"
R0264,"When price vs prior-day high > -0.52% (≈-131 pts at 25,000) AND gap measured in the direction of the move so far > +0.17% (≈+43 pts at 25,000) AND India VIX change on the prior day (%) ≤ 7.76 at 09:30",09:30,price reaches the prior-day high after 09:30 (days not yet at PDH),level / structure,rulefit,higher,31,0.7419,0.2579,2.877,13,0.6154,0.2349,2.62,"[0.3552, 0.8229]",0.008995502248875561,0.009900990099009901,0.003732469814604025,0.012799864708349946,0.0077980438351019105,1.0,6.640254277292534e-06,0.43729385233403323,4.765346197886079e-08,True,2022:73/22(n11) 2023:77/25(n13) 2024:71/30(n7) 2025:43/27(n7) 2026:83/19(n6),True,WATCH,False,"enter long at 09:30 price, take profit at PDH; stop 0.4% of entry; exit at close",31,0.6451612903225806,6.665493330146975,221.0641215551696,13,0.6923076923076923,5.292306197778538,304.76562574900885,15.781476923076788,"[[""dist_pdh_pct"", "">"", -0.5234], [""gap_dir_pct"", "">"", 0.1729], [""vix_chg"", ""<="", 7.7595]]"
R0265,"When price vs prior-day high > -0.42% (≈-105 pts at 25,000) AND CPR width > 0.06% (≈16 pts at 25,000) AND price vs prior-day low ≤ +0.74% (≈+185 pts at 25,000) at 09:30",09:30,price reaches the prior-day high after 09:30 (days not yet at PDH),level / structure,rulefit,higher,65,0.7231,0.2579,2.804,54,0.5,0.2349,2.129,"[0.3711, 0.6289]",0.0004997501249375312,0.009900990099009901,2.0471558246707142e-05,0.00016177524077885645,9.786403454523416e-05,0.017400824509701072,1.0739860188396517e-11,1.0750746588112177e-07,1.1644018642687839e-14,True,2022:75/22(n12) 2023:66/25(n32) 2024:81/30(n21) 2025:47/27(n38) 2026:56/19(n16),False,PASS,False,"enter long at 09:30 price, take profit at PDH; stop 0.4% of entry; exit at close",65,0.6923076923076923,7.86454928528787,198.53138235130166,54,0.48148148148148145,-25.182917977034872,1431.5054216419924,-15.362696296296471,"[[""dist_pdh_pct"", "">"", -0.4183], [""cpr_width_pct"", "">"", 0.0641], [""dist_pdl_pct"", ""<="", 0.7416]]"
R0266,"When prior-day range ≤ 0.78% (≈196 pts at 25,000) AND opening gap vs prior close is negative AND price has not touched the prior-day low yet at 09:30",09:30,price reaches the prior-day high after 09:30 (days not yet at PDH),level / structure,subgroup,higher,33,0.697,0.2579,2.702,28,0.5714,0.2349,2.433,"[0.3907, 0.7349]",0.0009995002498750624,0.13861386138613863,0.00013304469778310506,0.0007518572456115006,0.00045482722265387075,0.10656880292426715,3.264043890436521e-05,1.0,3.179971762512569e-07,True,2022:50/22(n4) 2023:60/25(n15) 2024:86/30(n14) 2025:52/27(n23) 2026:80/19(n5),True,PASS,False,"enter long at 09:30 price, take profit at PDH; stop 0.4% of entry; exit at close",33,0.6060606060606061,4.177856553762509,175.38920000499184,28,0.5714285714285714,-11.070766881334594,587.8450715986734,-1.800021428571329,"[[""pdr_pct"", ""<="", 0.7824], [""gap_pct"", ""<"", 0.0], [""touched_pdl"", ""=="", 0.0]]"
R0267,"When price vs prior-day high > -0.42% (≈-104 pts at 25,000) AND size of the opening gap > 0.12% (≈29 pts at 25,000) AND (it is Monday or it is Tuesday or it is Wednesday) at 09:30",09:30,price reaches the prior-day high after 09:30 (days not yet at PDH),level / structure,rulefit,higher,51,0.6863,0.2579,2.661,28,0.6429,0.2349,2.737,"[0.4583, 0.7929]",0.0004997501249375312,0.009900990099009901,5.075424818017053e-06,5.0339927786863016e-05,3.0452548908102317e-05,0.004440996715764921,1.0017545574005751e-07,0.0033253165405496814,3.6107244492808627e-10,True,2022:73/22(n15) 2023:67/25(n18) 2024:67/30(n18) 2025:56/27(n16) 2026:75/19(n12),True,PASS,False,"enter long at 09:30 price, take profit at PDH; stop 0.4% of entry; exit at close",51,0.6078431372549019,-3.7647238394565106,481.34032060945844,28,0.6428571428571429,-13.110620697924643,462.54731263214387,-2.815714285714421,"[[""dist_pdh_pct"", "">"", -0.416], [""abs_gap_pct"", "">"", 0.1166], [""dow"", ""<="", 2.5]]"
R0268,"When price vs prior-day high > -0.25% (≈-61 pts at 25,000) AND 1-min Bollinger %B > 0.566 AND size of the opening gap > 0.12% (≈29 pts at 25,000) at 09:30",09:30,price reaches the prior-day high after 09:30 (days not yet at PDH),level / structure,rulefit,higher,32,0.6875,0.2579,2.666,18,0.8333,0.2349,3.548,"[0.6078, 0.9416]",0.0004997501249375312,0.3465346534653465,1.416600840047881e-07,2.4588143152259647e-06,1.487430882050275e-06,0.00012990229703239067,7.534872918348438e-05,1.0,8.653365371831716e-07,True,2022:86/22(n7) 2023:58/25(n12) 2024:69/30(n13) 2025:78/27(n9) 2026:89/19(n9),True,WATCH,False,"enter long at 09:30 price, take profit at PDH; stop 0.4% of entry; exit at close",32,0.5,-28.879868738888057,924.155799644418,18,0.7777777777777778,-1.7889362744676456,175.7607054168733,9.153433333333346,"[[""dist_pdh_pct"", "">"", -0.2459], [""bb_pctb"", "">"", 0.5663], [""abs_gap_pct"", "">"", 0.1178]]"
R0269,"When price vs prior-day high > -0.35% (≈-87 pts at 25,000) AND move from the open to 09:30 ≤ -0.08% (≈-20 pts at 25,000) at 09:30",09:30,price reaches the prior-day high after 09:30 (days not yet at PDH),level / structure,rulefit,higher,31,0.6774,0.2579,2.626,15,0.5333,0.2349,2.27,"[0.3012, 0.7519]",0.0009995002498750624,0.7029702970297029,0.011805527772215734,0.033949624244360044,0.020783384221745065,1.0,0.00017002469131269764,1.0,2.324307931905173e-06,True,2022:75/22(n4) 2023:64/25(n14) 2024:69/30(n13) 2025:50/27(n10) 2026:60/19(n5),False,WATCH,False,"enter long at 09:30 price, take profit at PDH; stop 0.4% of entry; exit at close",31,0.6129032258064516,-2.6005248224544704,271.69454726689924,15,0.5333333333333333,-9.521288476706381,257.37507070834886,0.6137199999997393,"[[""dist_pdh_pct"", "">"", -0.3483], [""mv_pct"", ""<="", -0.0805]]"
R0270,"When price vs prior-day high > -0.42% (≈-105 pts at 25,000) AND 1-min RSI(14) ≤ 44.7 at 09:30",09:30,price reaches the prior-day high after 09:30 (days not yet at PDH),level / structure,rulefit,higher,31,0.6774,0.2579,2.626,21,0.381,0.2349,1.622,"[0.2075, 0.5912]",0.03798100949525238,0.7029702970297029,0.09715589640157554,0.2026513547260331,0.12837677996432903,1.0,0.00017002469131269764,1.0,2.324307931905173e-06,True,2022:57/22(n7) 2023:64/25(n11) 2024:77/30(n13) 2025:40/27(n15) 2026:33/19(n6),False,FAIL,False,"enter long at 09:30 price, take profit at PDH; stop 0.4% of entry; exit at close",31,0.7096774193548387,13.272303497055093,225.39726415108316,21,0.38095238095238093,-26.912526636784385,565.1630593724719,-17.6500095238097,"[[""dist_pdh_pct"", "">"", -0.4183], [""rsi_14"", ""<="", 44.7072]]"
R0271,"When opening-range size ≤ 0.22% (≈56 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is positive AND price is above the CPR at 09:30",09:30,price reaches the prior-day high after 09:30 (days not yet at PDH),level / structure,subgroup,higher,31,0.6774,0.2579,2.626,15,0.6667,0.2349,2.838,"[0.4171, 0.8482]",0.0009995002498750624,0.7029702970297029,0.00046505842636639593,0.002173253800135273,0.001321035529968313,0.35576969617029286,0.00017002469131269764,1.0,2.324307931905173e-06,True,2022:50/22(n2) 2023:67/25(n12) 2024:71/30(n17) 2025:73/27(n11) 2026:50/19(n4),True,WATCH,False,"enter long at 09:30 price, take profit at PDH; stop 0.4% of entry; exit at close",31,0.6451612903225806,-4.9617417976294185,232.0304343366148,15,0.7333333333333333,14.558087919906717,209.78623657722446,24.330346666667175,"[[""or_rng_pct"", ""<="", 0.2235], [""dist_twap_pct"", "">"", 0.0], [""cpr_pos"", ""=="", 1.0]]"
R0272,"When price vs prior-day high ≤ -0.93% (≈-232 pts at 25,000) AND 1-min ATR(14) as % of price ≥ 0.0659 AND India VIX change on the prior day (%) is positive at 09:30",09:30,price reaches the prior-day high after 09:30 (days not yet at PDH),level / structure,subgroup,lower,77,0.0,0.2579,0.0,45,0.0222,0.2349,0.095,"[0.0039, 0.1157]",0.0004997501249375312,0.009900990099009901,8.6708371531703e-05,0.000523481597073387,0.0003166740525505675,0.07040719768374283,6.289406269854014e-08,0.001950486082609917,2.117388604112504e-10,True,2022:0/22(n37) 2023:0/25(n8) 2024:0/30(n32) 2025:0/27(n17) 2026:4/19(n28),False,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""dist_pdh_pct"", ""<="", -0.9286], [""atr14_pct"", "">="", 0.0659], [""vix_chg"", "">"", 0.0]]"
R0273,"When opening gap vs prior close ≤ +0.04% (≈+9 pts at 25,000) AND price vs prior-day high ≤ -0.93% (≈-232 pts at 25,000) AND India VIX change on the prior day (%) is positive at 09:30",09:30,price reaches the prior-day high after 09:30 (days not yet at PDH),level / structure,subgroup,lower,70,0.0,0.2579,0.0,50,0.02,0.2349,0.085,"[0.0035, 0.105]",0.0004997501249375312,0.009900990099009901,2.508824042194307e-05,0.00019133089481367644,0.00011574338081321167,0.021224651396963837,3.8435400044238257e-07,0.015722139467208338,1.7085968837356254e-09,True,2022:0/22(n31) 2023:0/25(n16) 2024:0/30(n23) 2025:0/27(n19) 2026:3/19(n31),False,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""gap_pct"", ""<="", 0.0365], [""dist_pdh_pct"", ""<="", -0.9286], [""vix_chg"", "">"", 0.0]]"
R0274,"When price vs prior-day high ≤ -0.93% (≈-232 pts at 25,000) AND 1-min ATR(14) as % of price ≥ 0.0833 AND prior day's close-to-close return is negative at 09:30",09:30,price reaches the prior-day high after 09:30 (days not yet at PDH),level / structure,subgroup,lower,70,0.0,0.2579,0.0,28,0.0357,0.2349,0.152,"[0.0063, 0.1771]",0.0029985007496251873,0.009900990099009901,0.005323935588559788,0.017307242113980315,0.010540316922805238,1.0,3.8435400044238257e-07,0.015722139467208338,1.7085968837356254e-09,True,2022:0/22(n41) 2023:0/25(n8) 2024:0/30(n21) 2025:0/27(n11) 2026:6/19(n17),False,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""dist_pdh_pct"", ""<="", -0.9286], [""atr14_pct"", "">="", 0.0833], [""prevret_pct"", ""<"", 0.0]]"
R0275,"When opening gap vs prior close ≤ -0.23% (≈-58 pts at 25,000) AND price vs prior-day high ≤ -0.93% (≈-232 pts at 25,000) AND prior day's close-to-close return is negative at 09:30",09:30,price reaches the prior-day high after 09:30 (days not yet at PDH),level / structure,subgroup,lower,69,0.0,0.2579,0.0,39,0.0256,0.2349,0.109,"[0.0045, 0.1318]",0.0009995002498750624,0.009900990099009901,0.00037851932477882185,0.0018213900182426478,0.0011018285295541943,0.29183839940447165,4.965036092108645e-07,0.02118245518267144,2.3024385283396397e-09,True,2022:0/22(n40) 2023:0/25(n10) 2024:0/30(n19) 2025:0/27(n14) 2026:4/19(n25),False,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""gap_pct"", ""<="", -0.2327], [""dist_pdh_pct"", ""<="", -0.9286], [""prevret_pct"", ""<"", 0.0]]"
R0276,"When price vs prior-day low ≤ +0.23% (≈+56 pts at 25,000) AND (it is Wednesday or it is Thursday or it is Friday) at 09:30",09:30,price reaches the prior-day low after 09:30 (days not yet at PDL),level / structure,rulefit,higher,30,0.9667,0.2764,3.498,18,0.7222,0.264,2.735,"[0.4913, 0.875]",0.0004997501249375312,0.009900990099009901,6.397101179964718e-05,0.00042013394235984505,0.0002541551009337334,0.052840055746508574,2.9737107697912105e-12,2.5793508593881618e-08,2.7932622331147707e-15,True,2022:100/27(n6) 2023:100/27(n13) 2024:91/29(n11) 2025:79/29(n14) 2026:50/22(n4),False,WATCH,False,"enter short at 09:30 price, take profit at PDL; stop 0.4% of entry; exit at close",30,0.9333333333333333,17.074295836151546,210.88606429465472,18,0.7222222222222222,-8.53428470317235,276.0704270902046,1.1375666666667206,"[[""dist_pdl_pct"", ""<="", 0.225], [""dow"", "">"", 1.5]]"
R0277,"When price vs prior-day low ≤ +0.32% (≈+80 pts at 25,000) AND (it is Wednesday or it is Thursday or it is Friday) AND 1-min ADX(14) ≤ 36.4 at 09:30",09:30,price reaches the prior-day low after 09:30 (days not yet at PDL),level / structure,rulefit,higher,44,0.9091,0.2764,3.289,33,0.5758,0.264,2.181,"[0.4081, 0.7276]",0.0004997501249375312,0.009900990099009901,0.00015174915421541123,0.0008333343384032752,0.000504115834342722,0.12079232675546735,7.032046184959001e-15,3.2583689993002423e-11,3.527046339361333e-18,True,2022:78/27(n9) 2023:100/27(n17) 2024:89/29(n18) 2025:56/29(n25) 2026:62/22(n8),False,PASS,False,"enter short at 09:30 price, take profit at PDL; stop 0.4% of entry; exit at close",44,0.8863636363636364,24.16585097087724,150.81773928745474,33,0.6060606060606061,-14.027646947521383,538.6808027034693,-4.336490909090626,"[[""dist_pdl_pct"", ""<="", 0.3181], [""dow"", "">"", 1.5], [""adx_14"", ""<="", 36.4353]]"
R0278,"When price vs prior-day low ≤ +0.40% (≈+100 pts at 25,000) AND 1-min RSI(14) ≤ 48 AND 1-min ADX(14) ≤ 31.6 at 09:30",09:30,price reaches the prior-day low after 09:30 (days not yet at PDL),level / structure,subgroup,higher,37,0.8649,0.2764,3.129,20,0.75,0.264,2.841,"[0.5313, 0.8881]",0.0004997501249375312,0.009900990099009901,7.934497155879756e-06,7.415703111072234e-05,4.4860426227474004e-05,0.006895078028459508,1.628180519382975e-10,2.2703189387465905e-06,2.460009002960363e-13,True,2022:89/27(n9) 2023:85/27(n13) 2024:87/29(n15) 2025:75/29(n16) 2026:75/22(n4),True,PASS,False,"enter short at 09:30 price, take profit at PDL; stop 0.4% of entry; exit at close",37,0.8108108108108109,11.389563365891405,113.39430989670836,20,0.8,10.275359919964718,127.62466301574827,19.865610000000014,"[[""dist_pdl_pct"", ""<="", 0.4018], [""rsi_14"", ""<="", 48.0369], [""adx_14"", ""<="", 31.6369]]"
R0279,"When price vs prior-day low ≤ +0.32% (≈+80 pts at 25,000) AND 1-min ADX(14) ≤ 35 AND 1-min EMA9 − EMA21 (as % of price) ≤ +0.02% (≈+4 pts at 25,000) at 09:30",09:30,price reaches the prior-day low after 09:30 (days not yet at PDL),level / structure,rulefit,higher,52,0.8462,0.2764,3.062,30,0.7333,0.264,2.777,"[0.5555, 0.8582]",0.0004997501249375312,0.009900990099009901,1.0840587066191518e-07,2.0263558900650298e-06,1.2258202297924256e-06,9.984180687962389e-05,5.2658661687347906e-14,2.98286296557451e-10,3.22918451450397e-17,True,2022:82/27(n11) 2023:86/27(n21) 2024:85/29(n20) 2025:76/29(n21) 2026:67/22(n9),True,PASS,False,"enter short at 09:30 price, take profit at PDL; stop 0.4% of entry; exit at close",52,0.8076923076923077,12.130526042935733,136.69679840721108,30,0.8,4.4486398462903525,269.7126880284185,14.562553333333563,"[[""dist_pdl_pct"", ""<="", 0.3181], [""adx_14"", ""<="", 34.9697], [""ema9_21_pct"", ""<="", 0.0167]]"
R0280,"When price vs prior-day low ≤ +0.27% (≈+66 pts at 25,000) AND India VIX (prior day's close) ≤ 13.9 at 09:30",09:30,price reaches the prior-day low after 09:30 (days not yet at PDL),level / structure,rulefit,higher,32,0.8438,0.2764,3.053,31,0.7097,0.264,2.688,"[0.5341, 0.839]",0.0004997501249375312,0.009900990099009901,2.7962612117063514e-07,4.455681799637005e-06,2.695412446693991e-06,0.00025501902250761924,2.4200334308541792e-08,0.000656624815213237,7.125100415664744e-11,True,2022:100/27(n1) 2023:90/27(n21) 2024:70/29(n10) 2025:74/29(n27) 2026:50/22(n4),False,PASS,False,"enter short at 09:30 price, take profit at PDL; stop 0.4% of entry; exit at close",32,0.84375,13.656991968741723,210.6118537978818,31,0.7419354838709677,0.8520918590918156,441.56885461095607,10.080038709677835,"[[""dist_pdl_pct"", ""<="", 0.2654], [""vix_prev"", ""<="", 13.855]]"
R0281,"When price vs prior-day low ≤ +0.40% (≈+100 pts at 25,000) AND 1-min ADX(14) ≤ 31.6 AND India VIX change on the prior day (%) is negative at 09:30",09:30,price reaches the prior-day low after 09:30 (days not yet at PDL),level / structure,subgroup,higher,36,0.8056,0.2764,2.915,30,0.5,0.264,1.894,"[0.3315, 0.6685]",0.0069965017491254375,0.009900990099009901,0.004844185723348597,0.015907258523969042,0.009688371446697194,1.0,3.863877911386488e-08,0.001112977590996591,1.2079231270021523e-10,True,2022:80/27(n5) 2023:79/27(n19) 2024:83/29(n12) 2025:54/29(n24) 2026:33/22(n6),False,PASS,False,"enter short at 09:30 price, take profit at PDL; stop 0.4% of entry; exit at close",36,0.8055555555555556,18.42756791196258,136.76271130496295,30,0.6,-7.8750664847165,480.62517705910597,1.569673333333776,"[[""dist_pdl_pct"", ""<="", 0.4018], [""adx_14"", ""<="", 31.6369], [""vix_chg"", ""<"", 0.0]]"
R0282,"When distance from TWAP in the move's direction ≥ +0.06% (≈+16 pts at 25,000) AND price vs prior-day low ≤ +0.40% (≈+100 pts at 25,000) AND 1-min RSI(14) ≤ 48 at 09:30",09:30,price reaches the prior-day low after 09:30 (days not yet at PDL),level / structure,subgroup,higher,31,0.8065,0.2764,2.918,18,0.7222,0.264,2.735,"[0.4913, 0.875]",0.0014992503748125937,0.009900990099009901,6.397101179964718e-05,0.00042013394235984505,0.0002541551009337334,0.052840055746508574,5.37327497278792e-07,0.02318922515503999,2.5207022064262107e-09,True,2022:83/27(n12) 2023:69/27(n13) 2024:100/29(n6) 2025:71/29(n14) 2026:75/22(n4),True,WATCH,False,"enter short at 09:30 price, take profit at PDL; stop 0.4% of entry; exit at close",31,0.7741935483870968,3.6668360442130195,232.12957396827238,18,0.7777777777777778,4.188252281282835,168.60351499389492,13.525177777777571,"[[""twap_dir_pct"", "">="", 0.0636], [""dist_pdl_pct"", ""<="", 0.4018], [""rsi_14"", ""<="", 48.0369]]"
R0283,"When price vs session TWAP (time-weighted VWAP) ≤ -0.02% (≈-5 pts at 25,000) AND price vs prior-day low ≤ +0.40% (≈+100 pts at 25,000) AND prior day's close-to-close return ≤ -0.10% (≈-25 pts at 25,000) at 09:30",09:30,price reaches the prior-day low after 09:30 (days not yet at PDL),level / structure,subgroup,higher,33,0.7879,0.2764,2.851,24,0.625,0.264,2.367,"[0.4271, 0.7884]",0.0029985007496251873,0.009900990099009901,0.00021714836169340484,0.0011082260518072466,0.0006704083523278406,0.17014748379293496,6.158483904881243e-07,0.027223299376109084,2.959552256848118e-09,True,2022:90/27(n10) 2023:69/27(n13) 2024:80/29(n10) 2025:67/29(n18) 2026:50/22(n6),True,PASS,False,"enter short at 09:30 price, take profit at PDL; stop 0.4% of entry; exit at close",33,0.7272727272727273,-4.327697233404428,250.4858129839426,24,0.6666666666666666,-12.369861521616821,540.3552393458349,-2.46082499999981,"[[""dist_twap_pct"", ""<="", -0.0189], [""dist_pdl_pct"", ""<="", 0.4018], [""prevret_pct"", ""<="", -0.1019]]"
R0284,"When size of the move from the open to 09:30 (either direction) ≥ 0.18% (≈46 pts at 25,000) AND price vs prior-day low ≥ +1.07% (≈+269 pts at 25,000) AND it is not expiry day at 09:30",09:30,price reaches the prior-day low after 09:30 (days not yet at PDL),level / structure,subgroup,lower,62,0.0,0.2764,0.0,27,0.0,0.264,0.0,"[0.0, 0.1246]",0.0014992503748125937,0.009900990099009901,0.0002542613407451292,0.001280528617638682,0.000774640768695005,0.19832384578120077,7.819059992602299e-07,0.0358862137704969,3.902056398492434e-09,True,2022:0/27(n27) 2023:0/27(n11) 2024:0/29(n24) 2025:0/29(n14) 2026:0/22(n13),False,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""abs_mv_pct"", "">="", 0.1825], [""dist_pdl_pct"", "">="", 1.0749], [""is_expiry"", ""=="", 0.0]]"
R0285,"When price vs prior-day high ≥ +0.13% (≈+32 pts at 25,000) AND prior day's close-to-close return ≥ +0.25% (≈+62 pts at 25,000) AND India VIX change on the prior day (%) ≤ -1.33 at 09:30",09:30,price reaches the prior-day low after 09:30 (days not yet at PDL),level / structure,subgroup,lower,57,0.0,0.2764,0.0,22,0.0455,0.264,0.172,"[0.0081, 0.218]",0.0239880059970015,0.009900990099009901,0.010470972311078977,0.030841772988996263,0.018771133289373288,1.0,3.1256565349875926e-06,0.1806165394917264,1.9664895517405203e-08,True,2022:0/27(n30) 2023:0/27(n15) 2024:0/29(n12) 2025:0/29(n11) 2026:9/22(n11),False,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""dist_pdh_pct"", "">="", 0.1295], [""prevret_pct"", "">="", 0.2487], [""vix_chg"", ""<="", -1.3269]]"
R0286,"When price vs prior-day low ≥ +1.07% (≈+269 pts at 25,000) AND CPR width ≥ 0.20% (≈51 pts at 25,000) AND India VIX change on the prior day (%) ≤ -1.33 at 09:30",09:30,price reaches the prior-day low after 09:30 (days not yet at PDL),level / structure,subgroup,lower,56,0.0,0.2764,0.0,18,0.0,0.264,0.0,"[0.0, 0.1759]",0.0014992503748125937,0.009900990099009901,0.004013471855454561,0.013498597382359284,0.008222722825809345,1.0,4.116963686037909e-06,0.2495180827296306,2.717510704578555e-08,True,2022:0/27(n29) 2023:0/27(n10) 2024:0/29(n17) 2025:0/29(n11) 2026:0/22(n7),False,WATCH,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""dist_pdl_pct"", "">="", 1.0749], [""cpr_width_pct"", "">="", 0.203], [""vix_chg"", ""<="", -1.3269]]"
R0287,"When price vs prior-day low ≥ +1.07% (≈+269 pts at 25,000) AND CPR width ≥ 0.20% (≈51 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) ≥ +0.09% (≈+22 pts at 25,000) at 09:30",09:30,price reaches the prior-day low after 09:30 (days not yet at PDL),level / structure,subgroup,lower,56,0.0,0.2764,0.0,17,0.0,0.264,0.0,"[0.0, 0.1843]",0.013993003498250875,0.009900990099009901,0.005453282386559338,0.017668634932452257,0.010760167930526478,1.0,4.116963686037909e-06,0.2495180827296306,2.717510704578555e-08,True,2022:0/27(n37) 2023:0/27(n10) 2024:0/29(n9) 2025:0/29(n5) 2026:0/22(n12),False,WATCH,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""dist_pdl_pct"", "">="", 1.0749], [""cpr_width_pct"", "">="", 0.203], [""ema9_21_pct"", "">="", 0.0899]]"
R0288,"When price vs prior-day low ≤ +0.37% (≈+93 pts at 25,000) AND 1-min ATR(14) as % of price ≥ 0.0596 AND the first opening-range break was upward at 09:45",09:45,price at 13:00 is further in the move's direction than at 09:45,direction (continuation / reversal),subgroup,higher,31,0.8065,0.4946,1.631,10,0.4,0.533,0.75,"[0.1682, 0.6873]",0.8830584707646177,1.0,0.8769746037015609,0.9659779270128322,0.998924248677784,1.0,0.015598810189157541,1.0,0.0007087656987018586,True,2022:80/50(n15) 2023:100/46(n4) 2024:75/52(n12) 2025:25/55(n4) 2026:50/51(n6),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at 13:00,31,0.7096774193548387,23.53584684597294,140.82540824161265,10,0.4,-26.137008073542898,546.8887938068682,-15.421580000000176,"[[""dist_pdl_pct"", ""<="", 0.3706], [""atr14_pct"", "">="", 0.0596], [""or_first_break"", ""=="", 1.0]]"
R0289,"When CPR width > 0.08% (≈19 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0442 AND 1-min ATR(14) as % of price > 0.0416 at 09:45",09:45,price at 13:00 is further in the move's direction than at 09:45,direction (continuation / reversal),rulefit,higher,30,0.8,0.4946,1.618,22,0.6818,0.533,1.279,"[0.4732, 0.8364]",0.15242378810594703,1.0,0.11727137080170694,0.2350263348850704,0.998924248677784,1.0,0.02273054724212868,1.0,0.0011676185828124693,True,2022:86/50(n7) 2023:80/46(n15) 2024:75/52(n8) 2025:65/55(n17) 2026:80/51(n5),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at 13:00,30,0.7666666666666667,30.16495473752248,172.31076729213146,22,0.5909090909090909,6.107032865807931,239.90649471143416,15.675845454545858,"[[""cpr_width_pct"", "">"", 0.0755], [""atr14_pct"", ""<="", 0.0442], [""atr14_pct"", "">"", 0.0416]]"
R0290,When the first opening-range break was upward AND it is Monday AND expiry is 3+ trading days away at 09:45,09:45,price at 13:00 is further in the move's direction than at 09:45,direction (continuation / reversal),subgroup,higher,33,0.7879,0.4946,1.593,9,0.2222,0.533,0.417,"[0.0632, 0.5474]",0.9940029985007496,1.0,0.9880971721696805,0.9998438728713133,0.998924248677784,1.0,0.021219765344588838,1.0,0.0010635700075005913,True,2022:85/50(n13) 2023:78/46(n9) 2024:73/52(n11) 2025:22/55(n9) 2026:–(n0),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at 13:00,33,0.7575757575757576,12.421101871232036,187.03353435747985,9,0.2222222222222222,-25.938806039542584,310.91575099005007,-17.907711111110984,"[[""or_first_break"", ""=="", 1.0], [""dow"", ""=="", 0.0], [""dte_cat"", ""=="", 3.0]]"
R0291,"When position in today's range so far (0 = at low, 1 = at high) > 0.432 AND India VIX (prior day's close) > 13.4 AND 1-min ATR(14) as % of price ≤ 0.0449 at 09:45",09:45,price at 13:00 is further in the move's direction than at 09:45,direction (continuation / reversal),rulefit,higher,41,0.7805,0.4946,1.578,9,0.4444,0.533,0.834,"[0.1888, 0.7334]",0.815592203898051,1.0,0.8066640238438869,0.9312083505656271,0.998924248677784,1.0,0.008791412137743232,1.0,0.00033235585221500527,True,2022:71/50(n21) 2023:40/46(n5) 2024:100/52(n15) 2025:40/55(n5) 2026:50/51(n4),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at 13:00,41,0.7317073170731707,21.42761295389102,276.6967807457812,9,0.3333333333333333,-31.789546275946083,437.8936819966305,-21.309066666665686,"[[""pos_rng"", "">"", 0.4317], [""vix_prev"", "">"", 13.425], [""atr14_pct"", ""<="", 0.0449]]"
R0292,"When CPR width ≥ 0.20% (≈51 pts at 25,000) AND the first opening-range break was upward AND expiry is 3+ trading days away at 09:45",09:45,price at 13:00 is further in the move's direction than at 09:45,direction (continuation / reversal),subgroup,higher,40,0.75,0.4946,1.516,16,0.4375,0.533,0.821,"[0.231, 0.6682]",0.881559220389805,1.0,0.845216902955913,0.9519708339202172,0.998924248677784,1.0,0.030926176743530206,1.0,0.001767498226534412,False,2022:71/50(n17) 2023:77/46(n13) 2024:80/52(n10) 2025:40/55(n10) 2026:50/51(n6),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at 13:00,40,0.7,18.353169861226576,252.20567647478958,16,0.375,-20.344917139152457,432.45663860475634,-10.358275000000276,"[[""cpr_width_pct"", "">="", 0.2029], [""or_first_break"", ""=="", 1.0], [""dte_cat"", ""=="", 3.0]]"
R0293,"When CPR width ≥ 0.20% (≈51 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 AND the first opening-range break was upward at 09:45",09:45,price at 13:00 is further in the move's direction than at 09:45,direction (continuation / reversal),subgroup,higher,42,0.7381,0.4946,1.492,25,0.36,0.533,0.675,"[0.2025, 0.5548]",0.9865067466266867,1.0,0.9738152909603928,0.9992166154187662,0.998924248677784,1.0,0.03744954724400123,1.0,0.002295090532741512,False,2022:67/50(n21) 2023:75/46(n8) 2024:85/52(n13) 2025:38/55(n13) 2026:33/51(n12),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at 13:00,42,0.6666666666666666,24.69968492324044,159.33412007895149,25,0.32,-38.94609071728612,1174.3813379920318,-28.918711999999797,"[[""cpr_width_pct"", "">="", 0.2029], [""vix_chg"", "">="", 0.7733], [""or_first_break"", ""=="", 1.0]]"
R0294,When 1-min ADX(14) ≤ 19.2 AND India VIX change on the prior day (%) is positive AND the move from the open is DOWN at 09:45,09:45,price at 13:00 is further in the move's direction than at 09:45,direction (continuation / reversal),subgroup,higher,47,0.7234,0.4946,1.463,28,0.3929,0.533,0.737,"[0.2357, 0.5759]",0.9390304847576212,1.0,0.9532719620472346,0.9931193430974405,0.998924248677784,1.0,0.03902213761460958,1.0,0.002424223969123886,False,2022:78/50(n9) 2023:78/46(n18) 2024:65/52(n20) 2025:39/55(n18) 2026:40/51(n10),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at 13:00,47,0.6595744680851063,27.71612447050898,450.70567839740215,28,0.32142857142857145,-15.816276292119468,700.2087180127198,-5.653992857143099,"[[""adx_14"", ""<="", 19.1742], [""vix_chg"", "">"", 0.0], [""dir"", ""=="", -1.0]]"
R0295,When the move from the open is UP AND it is Monday AND 1-min Supertrend is up at 09:45,09:45,price at 13:00 is further in the move's direction than at 09:45,direction (continuation / reversal),subgroup,higher,50,0.72,0.4946,1.456,38,0.5789,0.533,1.086,"[0.4219, 0.7215]",0.4577711144427786,1.0,0.34422603011285824,0.5458200673241406,0.998924248677784,1.0,0.03414231260321052,1.0,0.0020198587332500694,True,2022:83/50(n18) 2023:61/46(n18) 2024:71/52(n14) 2025:58/55(n24) 2026:57/51(n14),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at 13:00,50,0.66,6.811256509880511,216.33990384948277,38,0.47368421052631576,-10.738579153905867,742.9863710649988,-0.6848473684210483,"[[""dir"", ""=="", 1.0], [""dow"", ""=="", 0.0], [""supertrend_dir"", ""=="", 1.0]]"
R0296,"When position in today's range so far (0 = at low, 1 = at high) ≤ 0.432 AND 1-min EMA9 − EMA21 (as % of price) > +0.00% (≈+1 pts at 25,000) AND 1-min ADX(14) > 15 at 09:45",09:45,price at 13:00 is further in the move's direction than at 09:45,direction (continuation / reversal),rulefit,lower,35,0.0571,0.4946,0.116,19,0.6316,0.533,1.185,"[0.4104, 0.8085]",0.904047976011994,0.009900990099009901,0.8626966987675919,0.9616298064244257,0.998924248677784,1.0,7.059512797673605e-06,0.4716806678816497,5.140617148716724e-08,True,2022:0/50(n10) 2023:8/46(n13) 2024:8/52(n12) 2025:78/55(n9) 2026:50/51(n10),False,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at 13:00,35,0.8,41.97676331215034,104.18069922384211,19,0.3157894736842105,-36.71797215784109,697.6414709989807,-25.98482105263132,"[[""pos_rng"", ""<="", 0.4317], [""ema9_21_pct"", "">"", 0.0028], [""adx_14"", "">"", 15.0481]]"
R0297,When 1-min ATR(14) as % of price ≤ 0.0336 AND India VIX change on the prior day (%) ≤ 1.11 AND (the day opened above the prior-day high or the day opened inside the prior-day range) at 09:45,09:45,price at 13:00 is further in the move's direction than at 09:45,direction (continuation / reversal),rulefit,lower,32,0.0938,0.4946,0.19,13,0.4615,0.533,0.866,"[0.2321, 0.7086]",0.3793103448275862,0.8217821782178217,0.40397666666812826,0.6154744601598949,0.998924248677784,1.0,0.0002313801452156879,1.0,3.392046458396297e-06,True,2022:25/50(n4) 2023:9/46(n22) 2024:0/52(n6) 2025:46/55(n11) 2026:50/51(n2),True,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at 13:00,32,0.8125,19.04442633203484,84.97323349888944,13,0.5384615384615384,7.004667389180795,121.7680513039449,16.461646153846793,"[[""atr14_pct"", ""<="", 0.0336], [""vix_chg"", ""<="", 1.1062], [""open_vs_pd"", "">"", -0.5]]"
R0298,"When distance from TWAP in the move's direction > +0.25% (≈+62 pts at 25,000) AND size of the move from the open to 09:45 (either direction) ≤ 0.70% (≈175 pts at 25,000) AND 1-min RSI(14) ≤ 73.5 at 09:45",09:45,price at 13:00 is further in the move's direction than at 09:45,direction (continuation / reversal),rulefit,lower,33,0.1515,0.4946,0.306,11,0.3636,0.533,0.682,"[0.1517, 0.6462]",0.2223888055972014,1.0,0.20510779305711313,0.36851159861647687,0.998924248677784,1.0,0.0030683680497895264,1.0,8.517423095605365e-05,False,2022:10/50(n20) 2023:0/46(n4) 2024:33/52(n9) 2025:50/55(n6) 2026:20/51(n5),True,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at 13:00,33,0.6060606060606061,28.715553364402997,172.50703868788446,11,0.45454545454545453,-22.038482609956056,383.24385997188983,-12.869163636364233,"[[""twap_dir_pct"", "">"", 0.2466], [""abs_mv_pct"", ""<="", 0.7002], [""rsi_14"", ""<="", 73.5401]]"
R0299,"When CPR width ≤ 0.13% (≈33 pts at 25,000) AND prior day's close-to-close return ≤ -0.54% (≈-134 pts at 25,000) at 09:45",09:45,price at 13:00 is further in the move's direction than at 09:45,direction (continuation / reversal),subgroup,lower,30,0.1667,0.4946,0.337,14,0.4286,0.533,0.804,"[0.2138, 0.6741]",0.3103448275862069,1.0,0.30239811193023314,0.4965050081016666,0.998924248677784,1.0,0.010223999488888098,1.0,0.0004049847419530883,True,2022:6/50(n16) 2023:40/46(n10) 2024:0/52(n4) 2025:43/55(n7) 2026:43/51(n7),True,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at 13:00,30,0.7,52.584496692932426,141.6740365028889,14,0.5714285714285714,18.76558336156291,162.70466941891453,28.35989999999973,"[[""cpr_width_pct"", ""<="", 0.1325], [""prevret_pct"", ""<="", -0.5369]]"
R0300,"When gap measured in the direction of the move so far ≤ -0.15% (≈-38 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0491 AND price is inside the prior-day range at 09:45",09:45,price 30 min after 09:45 is further in the move's direction than at 09:45,direction (continuation / reversal),subgroup,higher,45,0.8222,0.5136,1.601,32,0.4688,0.4989,0.94,"[0.3087, 0.6355]",0.6786606696651675,1.0,0.697176659482017,0.8595556585989043,0.998924248677784,1.0,0.001472998446760326,1.0,3.3716572460968766e-05,False,2022:89/56(n9) 2023:87/50(n23) 2024:69/48(n13) 2025:39/47(n23) 2026:67/54(n9),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +30 min,45,0.7555555555555555,12.96226034026421,65.36560207990146,32,0.375,-14.35310667801399,469.5800300281157,-4.468749999999886,"[[""gap_dir_pct"", ""<="", -0.1522], [""atr14_pct"", ""<="", 0.0491], [""pd_pos"", ""=="", 0.0]]"
R0301,"When size of the move from the open to 09:45 (either direction) ≥ 0.21% (≈52 pts at 25,000) AND price vs prior-day low ≥ +0.67% (≈+167 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0491 at 09:45",09:45,price 30 min after 09:45 is further in the move's direction than at 09:45,direction (continuation / reversal),subgroup,higher,36,0.8056,0.5136,1.568,15,0.6667,0.4989,1.336,"[0.4171, 0.8482]",0.10794602698650675,1.0,0.14880084392412862,0.29070519163137676,0.998924248677784,1.0,0.013256602775222715,1.0,0.0005694353099060014,True,2022:91/56(n11) 2023:75/50(n16) 2024:78/48(n9) 2025:70/47(n10) 2026:60/54(n5),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +30 min,36,0.5555555555555556,7.117999442597677,95.81213488388978,15,0.4666666666666667,-4.725455991173116,158.4436984336011,5.923333333333721,"[[""abs_mv_pct"", "">="", 0.2086], [""dist_pdl_pct"", "">="", 0.6666], [""atr14_pct"", ""<="", 0.0491]]"
R0302,"When gap measured in the direction of the move so far ≤ -0.15% (≈-38 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0491 AND 1-min Supertrend is down at 09:45",09:45,price 30 min after 09:45 is further in the move's direction than at 09:45,direction (continuation / reversal),subgroup,higher,36,0.8056,0.5136,1.568,25,0.48,0.4989,0.962,"[0.3003, 0.665]",0.6451774112943528,1.0,0.6507350574290605,0.8289835856108083,0.998924248677784,1.0,0.013256602775222715,1.0,0.0005694353099060014,False,2022:100/56(n9) 2023:76/50(n17) 2024:70/48(n10) 2025:44/47(n18) 2026:57/54(n7),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +30 min,36,0.6944444444444444,10.497021414366339,160.0854681749026,25,0.48,-10.358407746935224,269.24081000504873,-0.6300000000001456,"[[""gap_dir_pct"", ""<="", -0.1522], [""atr14_pct"", ""<="", 0.0491], [""supertrend_dir"", ""=="", -1.0]]"
R0303,"When gap measured in the direction of the move so far ≤ -0.15% (≈-38 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) ≤ -0.03% (≈-7 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0491 at 09:45",09:45,price 30 min after 09:45 is further in the move's direction than at 09:45,direction (continuation / reversal),subgroup,higher,30,0.8,0.5136,1.558,24,0.5,0.4989,1.002,"[0.3143, 0.6857]",0.5232383808095952,1.0,0.576179356343818,0.7761534366207616,0.998924248677784,1.0,0.03804327013092813,1.0,0.00234410863933653,False,2022:100/56(n9) 2023:67/50(n15) 2024:83/48(n6) 2025:42/47(n19) 2026:80/54(n5),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +30 min,30,0.7666666666666667,8.422100727319405,223.44130406881573,24,0.4583333333333333,-10.73318587801276,311.92063579426815,-1.520833333333485,"[[""gap_dir_pct"", ""<="", -0.1522], [""dist_twap_pct"", ""<="", -0.0283], [""atr14_pct"", ""<="", 0.0491]]"
R0304,"When India VIX change on the prior day (%) > 1.15 AND prior-day range ≤ 0.61% (≈152 pts at 25,000) at 09:45",09:45,price 30 min after 09:45 is further in the move's direction than at 09:45,direction (continuation / reversal),rulefit,higher,43,0.7907,0.5136,1.54,22,0.5,0.4989,1.002,"[0.3072, 0.6928]",0.545727136431784,1.0,0.5798750404100459,0.777432467970434,0.998924248677784,1.0,0.008870834629371563,1.0,0.0003362231219224208,False,2022:100/56(n6) 2023:75/50(n24) 2024:77/48(n13) 2025:43/47(n14) 2026:62/54(n8),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +30 min,43,0.5116279069767442,3.2729438655138856,68.28636310210217,22,0.36363636363636365,-4.454337158018266,230.41810921466555,5.752272727272529,"[[""vix_chg"", "">"", 1.1538], [""pdr_pct"", ""<="", 0.6089]]"
R0305,"When gap measured in the direction of the move so far ≤ -0.15% (≈-38 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 AND 1-min ADX(14) ≤ 19.2 at 09:45",09:45,price 30 min after 09:45 is further in the move's direction than at 09:45,direction (continuation / reversal),subgroup,higher,38,0.7895,0.5136,1.537,18,0.3333,0.4989,0.668,"[0.1628, 0.5625]",0.9425287356321839,1.0,0.9508981630006098,0.9927744515967698,0.998924248677784,1.0,0.018103251515539837,1.0,0.0008610790743962585,False,2022:92/56(n12) 2023:67/50(n9) 2024:76/48(n17) 2025:31/47(n13) 2026:40/54(n5),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +30 min,38,0.7368421052631579,15.314531215450373,105.50536450762479,18,0.3333333333333333,-14.354570297028122,437.11265218492673,-5.0833333333335355,"[[""gap_dir_pct"", ""<="", -0.1522], [""vix_chg"", "">="", 0.7733], [""adx_14"", ""<="", 19.1742]]"
R0306,"When gap measured in the direction of the move so far > -1.08% (≈-270 pts at 25,000) AND 1-min ADX(14) > 50 AND (it is Monday or it is Tuesday or it is Wednesday or it is Thursday) at 09:45",09:45,price 30 min after 09:45 is further in the move's direction than at 09:45,direction (continuation / reversal),rulefit,higher,49,0.7755,0.5136,1.51,36,0.3889,0.4989,0.78,"[0.2478, 0.5514]",0.9550224887556222,1.0,0.9319710408234902,0.9849523476316566,0.998924248677784,1.0,0.008051466710756992,1.0,0.0002962621108007875,False,2022:81/56(n16) 2023:79/50(n19) 2024:71/48(n14) 2025:50/47(n16) 2026:30/54(n20),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +30 min,49,0.5918367346938775,4.617566534478392,130.23277975612413,36,0.2777777777777778,-17.122930961110153,766.3719551777147,-5.819422222221975,"[[""gap_dir_pct"", "">"", -1.0795], [""adx_14"", "">"", 50.0353], [""dow"", ""<="", 3.5]]"
R0307,When 1-min Bollinger %B ≤ 0.407 AND the day opened below the prior-day low AND 1-min Supertrend is down at 09:45,09:45,price 30 min after 09:45 is further in the move's direction than at 09:45,direction (continuation / reversal),subgroup,higher,36,0.7778,0.5136,1.514,27,0.3333,0.4989,0.668,"[0.1864, 0.5218]",0.9815092453773113,1.0,0.9731564165953143,0.9992166154187662,0.998924248677784,1.0,0.03469515875961913,1.0,0.0020661423157964653,False,2022:88/56(n17) 2023:71/50(n7) 2024:67/48(n12) 2025:23/47(n13) 2026:43/54(n14),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +30 min,36,0.6944444444444444,12.81519375922919,158.58459941184384,27,0.3333333333333333,-9.969081764584265,308.6404712981354,0.4785407407407884,"[[""bb_pctb"", ""<="", 0.4067], [""open_vs_pd"", ""=="", -1.0], [""supertrend_dir"", ""=="", -1.0]]"
R0308,"When size of the opening gap ≤ 0.15% (≈37 pts at 25,000) AND gap measured in the direction of the move so far ≤ -0.07% (≈-18 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) > 0.465 at 09:45",09:45,price 30 min after 09:45 is further in the move's direction than at 09:45,direction (continuation / reversal),tree,lower,32,0.0938,0.5136,0.183,26,0.3462,0.4989,0.694,"[0.1941, 0.5378]",0.10344827586206896,0.46534653465346537,0.0861361683191618,0.1833272976208647,0.998924248677784,1.0,0.00010138869700388462,1.0,1.2392566264129526e-06,True,2022:0/56(n4) 2023:0/50(n9) 2024:16/48(n19) 2025:24/47(n17) 2026:56/54(n9),True,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at +30 min,32,0.8125,18.503819480855206,108.33462721123266,26,0.5769230769230769,-8.297681479647931,366.96800349182786,1.5538461538463497,"[[""abs_gap_pct"", ""<="", 0.1474], [""gap_dir_pct"", ""<="", -0.072], [""pos_rng"", "">"", 0.4646]]"
R0309,"When size of the opening gap ≤ 0.14% (≈35 pts at 25,000) AND opening gap vs prior close ≤ -0.07% (≈-17 pts at 25,000) AND prior day's close-to-close return ≤ +0.95% (≈+238 pts at 25,000) at 09:45",09:45,price 30 min after 09:45 is further in the move's direction than at 09:45,direction (continuation / reversal),rulefit,lower,33,0.1212,0.5136,0.236,39,0.4103,0.4989,0.822,"[0.2708, 0.5658]",0.16391804097951024,0.9405940594059405,0.17201025817602544,0.32090973310383253,0.998924248677784,1.0,0.00034022036545037105,1.0,5.431603278872356e-06,True,2022:33/56(n3) 2023:10/50(n10) 2024:10/48(n20) 2025:35/47(n23) 2026:50/54(n16),True,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at +30 min,33,0.7575757575757576,18.342701392156297,76.98801363124804,39,0.5384615384615384,-5.851744868362742,306.4325371911997,4.38725128205167,"[[""abs_gap_pct"", ""<="", 0.1394], [""gap_pct"", ""<="", -0.0675], [""prevret_pct"", ""<="", 0.9527]]"
R0310,"When India VIX change on the prior day (%) ≤ 4.54 AND gap measured in the direction of the move so far > -0.14% (≈-35 pts at 25,000) AND gap measured in the direction of the move so far ≤ -0.08% (≈-20 pts at 25,000) at 09:45",09:45,price 30 min after 09:45 is further in the move's direction than at 09:45,direction (continuation / reversal),rulefit,lower,45,0.1333,0.5136,0.26,35,0.3429,0.4989,0.687,"[0.2083, 0.5085]",0.047976011994003,0.0891089108910891,0.04605247763465455,0.10760338524251016,0.998924248677784,1.0,2.3605705798150388e-05,1.0,2.1542203815375801e-07,True,2022:0/56(n8) 2023:19/50(n16) 2024:14/48(n21) 2025:28/47(n25) 2026:50/54(n10),True,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at +30 min,45,0.8444444444444444,15.431830619649938,116.44954826453346,35,0.5428571428571428,3.2679890705491483,161.7767597632399,13.129999999999772,"[[""vix_chg"", ""<="", 4.5354], [""gap_dir_pct"", "">"", -0.1393], [""gap_dir_pct"", ""<="", -0.0785]]"
R0311,"When size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND range so far (high−low since 09:15) ≤ 0.35% (≈88 pts at 25,000) AND distance from TWAP in the move's direction ≤ -0.02% (≈-5 pts at 25,000) at 09:45",09:45,price 30 min after 09:45 is further in the move's direction than at 09:45,direction (continuation / reversal),subgroup,lower,31,0.1935,0.5136,0.377,14,0.5,0.4989,1.002,"[0.268, 0.732]",0.6071964017991005,1.0,0.6080725999874468,0.7979529022624724,0.998924248677784,1.0,0.012219220769549703,1.0,0.0005106937179410788,True,2022:20/56(n5) 2023:9/50(n11) 2024:27/48(n15) 2025:38/47(n8) 2026:67/54(n6),False,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at +30 min,31,0.7419354838709677,12.973926233595813,112.46335016313122,14,0.2857142857142857,-16.91930651213619,244.35143097030448,-6.553571428571169,"[[""abs_gap_pct"", ""<="", 0.2212], [""rng_pct"", ""<="", 0.3526], [""twap_dir_pct"", ""<="", -0.0217]]"
R0312,"When price vs prior-day high ≤ -0.49% (≈-123 pts at 25,000) AND 1-min RSI(14) ≤ 48.1 AND it is Tuesday at 09:45",09:45,price 60 min after 09:45 is further in the move's direction than at 09:45,direction (continuation / reversal),subgroup,higher,32,0.8438,0.5027,1.678,24,0.625,0.5262,1.188,"[0.4271, 0.7884]",0.19490254872563717,1.0,0.22297094907727405,0.39191277125336416,0.998924248677784,1.0,0.004194262583965639,1.0,0.0001276479718669368,True,2022:94/51(n16) 2023:75/48(n8) 2024:75/51(n8) 2025:55/50(n11) 2026:69/56(n13),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +60 min,32,0.75,12.704561380301197,218.6860710165646,24,0.3333333333333333,-7.18329587971001,302.1955711414772,3.9496999999999693,"[[""dist_pdh_pct"", ""<="", -0.4918], [""rsi_14"", ""<="", 48.076], [""dow"", ""=="", 1.0]]"
R0313,"When size of the move from the open to 09:45 (either direction) ≥ 0.21% (≈52 pts at 25,000) AND prior day's close-to-close return is positive AND it is Tuesday at 09:45",09:45,price 60 min after 09:45 is further in the move's direction than at 09:45,direction (continuation / reversal),subgroup,higher,30,0.8333,0.5027,1.658,24,0.625,0.5262,1.188,"[0.4271, 0.7884]",0.17541229385307347,1.0,0.22297094907727405,0.39191277125336416,0.998924248677784,1.0,0.00942486438076798,1.0,0.00036290124117394225,True,2022:83/51(n12) 2023:90/48(n10) 2024:75/51(n8) 2025:59/50(n17) 2026:71/56(n7),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +60 min,30,0.6333333333333333,12.157807295466284,177.5809880053286,24,0.4166666666666667,-4.566651681060827,346.85002692515434,4.886333333333823,"[[""abs_mv_pct"", "">="", 0.2086], [""prevret_pct"", "">"", 0.0], [""dow"", ""=="", 1.0]]"
R0314,"When 1-min Bollinger %B > 0.133 AND price vs prior-day low > -0.26% (≈-66 pts at 25,000) AND price vs prior-day low ≤ -0.09% (≈-21 pts at 25,000) at 09:45",09:45,price 60 min after 09:45 is further in the move's direction than at 09:45,direction (continuation / reversal),rulefit,higher,35,0.8286,0.5027,1.648,29,0.5517,0.5262,1.049,"[0.3755, 0.7159]",0.4707646176911544,1.0,0.46579857001275204,0.6747484501526005,0.998924248677784,1.0,0.004330045707759154,1.0,0.00013265675852566284,False,2022:80/51(n15) 2023:83/48(n12) 2024:88/51(n8) 2025:47/50(n15) 2026:64/56(n14),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +60 min,35,0.7714285714285715,18.569345100275825,107.66307690106433,29,0.3793103448275862,-16.121516949367898,639.2034174428475,-5.501103448275836,"[[""bb_pctb"", "">"", 0.1333], [""dist_pdl_pct"", "">"", -0.2634], [""dist_pdl_pct"", ""<="", -0.0853]]"
R0315,"When size of the move from the open to 09:45 (either direction) ≥ 0.21% (≈52 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0491 AND opening gap vs prior close is positive at 09:45",09:45,price 60 min after 09:45 is further in the move's direction than at 09:45,direction (continuation / reversal),subgroup,higher,48,0.8125,0.5027,1.616,30,0.6333,0.5262,1.204,"[0.4551, 0.7813]",0.1344327836081959,1.0,0.16055100532463884,0.30659248953938895,0.998924248677784,1.0,0.0008910919444550939,1.0,1.7956870684883328e-05,True,2022:80/51(n10) 2023:85/48(n26) 2024:75/51(n12) 2025:60/50(n20) 2026:70/56(n10),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +60 min,48,0.6458333333333334,12.32251098733559,100.70881281860477,30,0.5333333333333333,-9.349092611677039,323.92367675372617,0.6731733333336403,"[[""abs_mv_pct"", "">="", 0.2086], [""atr14_pct"", ""<="", 0.0491], [""gap_pct"", "">"", 0.0]]"
R0316,"When size of the move from the open to 09:45 (either direction) ≥ 0.21% (≈52 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0491 AND price is above the CPR at 09:45",09:45,price 60 min after 09:45 is further in the move's direction than at 09:45,direction (continuation / reversal),subgroup,higher,43,0.814,0.5027,1.619,27,0.4815,0.5262,0.915,"[0.3074, 0.6601]",0.7841079460269865,1.0,0.7449706048754756,0.8852217945464086,0.998924248677784,1.0,0.001965770467487062,1.0,4.8669094751703016e-05,False,2022:82/51(n11) 2023:77/48(n22) 2024:90/51(n10) 2025:41/50(n17) 2026:60/56(n10),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +60 min,43,0.6046511627906976,8.992822134051671,69.12241853738539,27,0.37037037037037035,-13.57344899702963,376.2193663670934,-3.1703703703701818,"[[""abs_mv_pct"", "">="", 0.2086], [""atr14_pct"", ""<="", 0.0491], [""cpr_pos"", ""=="", 1.0]]"
R0317,When India VIX (prior day's close) ≥ 15.2 AND price has not touched the prior-day high yet AND it is Tuesday at 09:45,09:45,price 60 min after 09:45 is further in the move's direction than at 09:45,direction (continuation / reversal),subgroup,higher,35,0.8,0.5027,1.591,12,0.5833,0.5262,1.109,"[0.3195, 0.8067]",0.44577711144427784,1.0,0.45964173324870594,0.666823529429466,0.998924248677784,1.0,0.013286979440504998,1.0,0.0005711706684746172,True,2022:86/51(n22) 2023:100/48(n2) 2024:64/51(n11) 2025:50/50(n6) 2026:67/56(n6),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +60 min,35,0.7428571428571429,11.876311262552587,226.13010978919675,12,0.5,-9.938524513136208,230.63838735731838,0.9580166666664809,"[[""vix_prev"", "">="", 15.236], [""touched_pdh"", ""=="", 0.0], [""dow"", ""=="", 1.0]]"
R0318,"When move from the open to 09:45 ≤ -0.25% (≈-61 pts at 25,000) AND it is Tuesday at 09:45",09:45,price 60 min after 09:45 is further in the move's direction than at 09:45,direction (continuation / reversal),subgroup,higher,30,0.8,0.5027,1.591,30,0.6,0.5262,1.14,"[0.4232, 0.7541]",0.20389805097451275,1.0,0.2664330065085235,0.45349574860769415,0.998924248677784,1.0,0.028474316428563635,1.0,0.001582017498968119,True,2022:79/51(n14) 2023:80/48(n10) 2024:83/51(n6) 2025:56/50(n16) 2026:64/56(n14),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +60 min,30,0.7,13.829254764976126,182.53062820292712,30,0.36666666666666664,-4.022313651812385,440.6487382422905,6.057093333333614,"[[""mv_pct"", ""<="", -0.2453], [""dow"", ""=="", 1.0]]"
R0319,"When size of the move from the open to 09:45 (either direction) ≥ 0.21% (≈52 pts at 25,000) AND range so far (high−low since 09:15) ≤ 0.35% (≈88 pts at 25,000) AND opening gap vs prior close is positive at 09:45",09:45,price 60 min after 09:45 is further in the move's direction than at 09:45,direction (continuation / reversal),subgroup,higher,30,0.8,0.5027,1.591,10,0.6,0.5262,1.14,"[0.3127, 0.8318]",0.3968015992003998,1.0,0.44286375216363505,0.6473136347414334,0.998924248677784,1.0,0.028474316428563635,1.0,0.001582017498968119,True,2022:100/51(n4) 2023:93/48(n15) 2024:55/51(n11) 2025:62/50(n8) 2026:50/56(n2),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +60 min,30,0.6,3.5039865063624442,276.56057950669356,10,0.6,-3.5381750804877994,126.91487063969082,5.474999999999636,"[[""abs_mv_pct"", "">="", 0.2086], [""rng_pct"", ""<="", 0.3526], [""gap_pct"", "">"", 0.0]]"
R0320,"When 1-min EMA9 − EMA21 (as % of price) > +0.07% (≈+18 pts at 25,000) AND (it is Tuesday or it is Wednesday or it is Thursday or it is Friday) AND 1-min Bollinger %B ≤ 1.01 at 09:45",09:45,price 60 min after 09:45 is further in the move's direction than at 09:45,direction (continuation / reversal),rulefit,lower,30,0.1333,0.5027,0.265,27,0.5185,0.5262,0.985,"[0.3399, 0.6926]",0.5207396301849075,1.0,0.543429682850263,0.7450122027227866,0.998924248677784,1.0,0.002095453907477766,1.0,5.2660502824701175e-05,False,2022:10/51(n19) 2023:0/48(n3) 2024:25/51(n8) 2025:50/50(n16) 2026:55/56(n11),False,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at +60 min,30,0.7666666666666667,24.95425362579682,74.6918305020974,27,0.4444444444444444,-1.6626882644154135,290.12617106067404,8.212518518518428,"[[""ema9_21_pct"", "">"", 0.0711], [""dow"", "">"", 0.5], [""bb_pctb"", ""<="", 1.0054]]"
R0321,"When opening-range size ≥ 0.37% (≈91 pts at 25,000) AND India VIX (prior day's close) ≥ 15.2 AND it is Wednesday at 09:45",09:45,price 60 min after 09:45 is further in the move's direction than at 09:45,direction (continuation / reversal),subgroup,lower,32,0.1875,0.5027,0.373,14,0.5,0.5262,0.95,"[0.268, 0.732]",0.4447776111944028,1.0,0.5263378512931329,0.7308577020813217,0.998924248677784,1.0,0.011597692015267858,1.0,0.00047840938025251763,False,2022:22/51(n27) 2023:0/48(n1) 2024:0/51(n4) 2025:25/50(n4) 2026:60/56(n10),True,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at +60 min,32,0.65625,11.947628886290987,95.75687897968676,14,0.35714285714285715,-10.181969917534545,333.86092853141844,1.3690285714281865,"[[""or_rng_pct"", "">="", 0.3655], [""vix_prev"", "">="", 15.236], [""dow"", ""=="", 2.0]]"
R0322,"When opening-range size ≥ 0.37% (≈91 pts at 25,000) AND price vs prior-day high ≤ -0.49% (≈-123 pts at 25,000) AND expiry is 1 trading day away at 09:45",09:45,price 60 min after 09:45 is further in the move's direction than at 09:45,direction (continuation / reversal),subgroup,lower,34,0.2059,0.5027,0.41,25,0.56,0.5262,1.064,"[0.3707, 0.7333]",0.6821589205397302,1.0,0.7036225830980272,0.8595556585989043,0.998924248677784,1.0,0.016019325647111535,1.0,0.000734096911945437,True,2022:11/51(n18) 2023:25/48(n4) 2024:33/51(n12) 2025:67/50(n6) 2026:53/56(n19),False,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at +60 min,34,0.6176470588235294,7.323372269344301,246.5918621138597,25,0.32,-22.07300294708226,551.8250736770565,-11.452943999999988,"[[""or_rng_pct"", "">="", 0.3655], [""dist_pdh_pct"", ""<="", -0.4918], [""dte_cat"", ""=="", 1.0]]"
R0323,"When price vs prior-day high ≤ +0.71% (≈+178 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) > +0.01% (≈+4 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) ≤ +0.00% (≈+1 pts at 25,000) at 09:45",09:45,price 60 min after 09:45 is further in the move's direction than at 09:45,direction (continuation / reversal),rulefit,lower,49,0.2245,0.5027,0.447,32,0.4688,0.5262,0.891,"[0.3087, 0.6355]",0.24387806096951525,1.0,0.31731178997092513,0.5131897834471535,0.998924248677784,1.0,0.0040464377700102395,1.0,0.00012203961572527018,True,2022:25/51(n16) 2023:31/48(n13) 2024:15/51(n20) 2025:38/50(n13) 2026:53/56(n19),True,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at +60 min,49,0.7142857142857143,19.7365259779941,112.20754933420073,32,0.5,-11.523653614495608,584.2344343118266,-0.7653374999994185,"[[""dist_pdh_pct"", ""<="", 0.7102], [""dist_twap_pct"", "">"", 0.0149], [""ema9_21_pct"", ""<="", 0.0037]]"
R0324,"When CPR width ≥ 0.20% (≈51 pts at 25,000) AND India VIX change on the prior day (%) ≥ 3.36 AND the first opening-range break was upward at 09:45",09:45,the close is further in the move's direction than the 09:45 price (continuation to close),direction (continuation / reversal),subgroup,higher,31,0.871,0.5285,1.648,17,0.5294,0.5421,0.977,"[0.3096, 0.7384]",0.6036981509245377,1.0,0.6380616018903662,0.8236333028385603,0.998924248677784,1.0,0.004053265760593698,1.0,0.0001223329166632935,True,2022:93/59(n14) 2023:86/49(n7) 2024:80/51(n10) 2025:43/58(n7) 2026:60/50(n10),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,31,0.6774193548387096,47.83677919718151,179.1967829467598,17,0.35294117647058826,-39.41807689330276,850.6906181399551,-28.87883529411706,"[[""cpr_width_pct"", "">="", 0.2029], [""vix_chg"", "">="", 3.3595], [""or_first_break"", ""=="", 1.0]]"
R0325,"When India VIX (prior day's close) > 13.9 AND India VIX change on the prior day (%) > 3.74 AND move from the open to 09:45 > -0.12% (≈-29 pts at 25,000) at 09:45",09:45,the close is further in the move's direction than the 09:45 price (continuation to close),direction (continuation / reversal),tree,higher,55,0.8182,0.5285,1.548,29,0.5517,0.5421,1.018,"[0.3755, 0.7159]",0.4387806096951524,1.0,0.5349855638617896,0.7403860414912121,0.998924248677784,1.0,0.0007416573787068436,1.0,1.4333637225278913e-05,True,2022:84/59(n25) 2023:86/49(n7) 2024:78/51(n23) 2025:60/58(n10) 2026:53/50(n19),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,55,0.5636363636363636,39.87430807363519,687.5050328737383,29,0.3793103448275862,-29.42611089146424,1022.5750002753043,-18.460565517241022,"[[""vix_prev"", "">"", 13.925], [""vix_chg"", "">"", 3.7425], [""mv_pct"", "">"", -0.1151]]"
R0326,"When CPR width ≥ 0.20% (≈51 pts at 25,000) AND price is inside the opening range AND the first opening-range break was upward at 09:45",09:45,the close is further in the move's direction than the 09:45 price (continuation to close),direction (continuation / reversal),subgroup,higher,32,0.8125,0.5285,1.537,15,0.5333,0.5421,0.984,"[0.3012, 0.7519]",0.655672163918041,1.0,0.63024464805755,0.819863973999964,0.998924248677784,1.0,0.02931261842384137,1.0,0.0016417677501985013,False,2022:87/59(n15) 2023:78/49(n9) 2024:75/51(n8) 2025:44/58(n9) 2026:67/50(n6),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,32,0.71875,53.63455535274558,135.07915616160741,15,0.2,-46.1077153335758,984.1351239176967,-36.20221333333393,"[[""cpr_width_pct"", "">="", 0.2029], [""or_state"", ""=="", 0.0], [""or_first_break"", ""=="", 1.0]]"
R0327,"When size of the opening gap ≤ 0.31% (≈76 pts at 25,000) AND size of the move from the open to 09:45 (either direction) > 0.02% (≈4 pts at 25,000) AND size of the move from the open to 09:45 (either direction) ≤ 0.07% (≈17 pts at 25,000) at 09:45",09:45,the close is further in the move's direction than the 09:45 price (continuation to close),direction (continuation / reversal),rulefit,higher,51,0.8039,0.5285,1.521,35,0.4571,0.5421,0.843,"[0.3047, 0.6181]",0.9265367316341829,1.0,0.8806283187922783,0.9661069140700841,0.998924248677784,1.0,0.0029904623041940998,1.0,8.253411159331523e-05,False,2022:80/59(n10) 2023:72/49(n18) 2024:87/51(n23) 2025:44/58(n25) 2026:50/50(n10),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,51,0.6470588235294118,43.963749331265234,385.0904095695055,35,0.45714285714285713,-6.774346215676448,820.128978972345,2.464822857143112,"[[""abs_gap_pct"", ""<="", 0.3053], [""abs_mv_pct"", "">"", 0.0169], [""abs_mv_pct"", ""<="", 0.0691]]"
R0328,"When prior-day range ≤ 0.67% (≈168 pts at 25,000) AND 1-min ATR(14) as % of price > 0.0513 AND 1-min EMA9 − EMA21 (as % of price) ≤ +0.08% (≈+20 pts at 25,000) at 09:45",09:45,the close is further in the move's direction than the 09:45 price (continuation to close),direction (continuation / reversal),rulefit,higher,41,0.8049,0.5285,1.523,24,0.6667,0.5421,1.23,"[0.4671, 0.8203]",0.1549225387306347,1.0,0.15391845276966581,0.2974328749346226,0.998924248677784,1.0,0.011109230847282877,1.0,0.0004528911671701097,False,2022:88/59(n8) 2023:70/49(n10) 2024:83/51(n23) 2025:53/58(n15) 2026:89/50(n9),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,41,0.6341463414634146,35.230505887065625,313.8978498154638,24,0.5833333333333334,39.853013389711144,212.68127162956114,49.51334999999987,"[[""pdr_pct"", ""<="", 0.674], [""atr14_pct"", "">"", 0.0513], [""ema9_21_pct"", ""<="", 0.081]]"
R0329,"When prior day's close-to-close return > -0.41% (≈-102 pts at 25,000) AND CPR width ≤ 0.02% (≈5 pts at 25,000) AND 1-min ATR(14) as % of price > 0.036 at 09:45",09:45,the close is further in the move's direction than the 09:45 price (continuation to close),direction (continuation / reversal),rulefit,higher,31,0.8065,0.5285,1.526,23,0.4348,0.5421,0.802,"[0.2563, 0.6319]",0.9055472263868066,1.0,0.8928409825748548,0.974509803075986,0.998924248677784,1.0,0.04046607947950192,1.0,0.002551744102084587,False,2022:67/59(n9) 2023:100/49(n6) 2024:81/51(n16) 2025:38/58(n13) 2026:50/50(n10),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,31,0.6451612903225806,45.430837510451184,124.39036560722172,23,0.43478260869565216,-7.896545112008331,587.7504880373141,3.174165217391261,"[[""prevret_pct"", "">"", -0.4074], [""cpr_width_pct"", ""<="", 0.022], [""atr14_pct"", "">"", 0.036]]"
R0330,"When 1-min ADX(14) ≤ 17.3 AND 1-min Bollinger %B > 0.193 AND CPR width ≤ 0.13% (≈33 pts at 25,000) at 09:45",09:45,the close is further in the move's direction than the 09:45 price (continuation to close),direction (continuation / reversal),rulefit,higher,44,0.7955,0.5285,1.505,24,0.5,0.5421,0.922,"[0.3143, 0.6857]",0.7876061969015492,1.0,0.732841756787504,0.8740149541073053,0.998924248677784,1.0,0.011098419480934653,1.0,0.00045221987415089865,True,2022:80/59(n10) 2023:83/49(n24) 2024:70/51(n10) 2025:65/58(n17) 2026:14/50(n7),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,44,0.6590909090909091,24.711605168687548,316.30373915222015,24,0.4166666666666667,-23.03673114427041,683.4973315584806,-13.892141666667309,"[[""adx_14"", ""<="", 17.2818], [""bb_pctb"", "">"", 0.1927], [""cpr_width_pct"", ""<="", 0.1339]]"
R0331,"When prior-day range ≥ 0.99% (≈247 pts at 25,000) AND India VIX (prior day's close) ≥ 18.8 AND India VIX change on the prior day (%) ≥ 3.36 at 09:45",09:45,the close is further in the move's direction than the 09:45 price (continuation to close),direction (continuation / reversal),subgroup,higher,34,0.7941,0.5285,1.502,16,0.375,0.5421,0.692,"[0.1848, 0.6136]",0.9130434782608695,1.0,0.9445639463777681,0.9882843443263624,0.998924248677784,1.0,0.040166187707748074,1.0,0.0025247390249524136,False,2022:83/59(n30) 2023:–(n0) 2024:50/51(n4) 2025:50/58(n2) 2026:36/50(n14),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,34,0.47058823529411764,32.25905811395299,302.15825646393563,16,0.1875,-60.83355029910913,1017.3894351485318,-50.206612499999665,"[[""pdr_pct"", "">="", 0.9892], [""vix_prev"", "">="", 18.818], [""vix_chg"", "">="", 3.3595]]"
R0332,"When size of the move from the open to 09:45 (either direction) ≤ 0.02% (≈4 pts at 25,000) AND CPR width > 0.07% (≈17 pts at 25,000) AND India VIX (prior day's close) > 10.9 at 09:45",09:45,the close is further in the move's direction than the 09:45 price (continuation to close),direction (continuation / reversal),rulefit,lower,30,0.2,0.5285,0.378,12,0.6667,0.5421,1.23,"[0.3906, 0.8619]",0.9145427286356822,1.0,0.8770399642970848,0.9659779270128322,0.998924248677784,1.0,0.011507744132203245,1.0,0.00047311530329351555,True,2022:29/59(n14) 2023:10/49(n10) 2024:17/51(n6) 2025:75/58(n4) 2026:62/50(n8),False,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,30,0.7333333333333333,53.465577900694164,155.55850552243203,12,0.25,-55.253249754005644,741.9620906226147,-42.90565,"[[""abs_mv_pct"", ""<="", 0.0167], [""cpr_width_pct"", "">"", 0.0681], [""vix_prev"", "">"", 10.92]]"
R0333,"When India VIX (prior day's close) ≤ 13.9 AND opening-range size > 0.33% (≈83 pts at 25,000) AND 1-min RSI(14) ≤ 55.2 at 09:45",09:45,the close is further in the move's direction than the 09:45 price (continuation to close),direction (continuation / reversal),tree,lower,70,0.2143,0.5285,0.405,80,0.5,0.5421,0.922,"[0.393, 0.607]",0.24887556221889057,0.04950495049504951,0.2592070560745497,0.44357263821208154,0.998924248677784,1.0,1.6871890390202874e-05,1.0,1.4469544115042648e-07,True,2022:0/59(n3) 2023:18/49(n39) 2024:29/51(n28) 2025:54/58(n43) 2026:46/50(n37),True,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,70,0.6714285714285714,44.638681815431184,294.3928863060646,80,0.425,-9.537334693926649,1169.5427444431277,0.5762725000000046,"[[""vix_prev"", ""<="", 13.925], [""or_rng_pct"", "">"", 0.3309], [""rsi_14"", ""<="", 55.174]]"
R0334,"When India VIX (prior day's close) ≤ 16.7 AND size of the opening gap > 0.49% (≈124 pts at 25,000) AND 1-min Bollinger %B > 0.0465 at 09:45",09:45,the close is further in the move's direction than the 09:45 price (continuation to close),direction (continuation / reversal),rulefit,lower,57,0.2281,0.5285,0.432,43,0.5116,0.5421,0.944,"[0.3675, 0.6538]",0.42778610694652675,0.9900990099009901,0.40045393921426153,0.614915053580193,0.998924248677784,1.0,0.0004175413545030604,1.0,7.022875675155605e-06,False,2022:38/59(n8) 2023:23/49(n26) 2024:17/51(n23) 2025:59/58(n22) 2026:43/50(n21),True,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,57,0.631578947368421,34.2655367750763,253.6833457898835,43,0.4186046511627907,1.4147282852472542,629.7943074688396,12.15486046511627,"[[""vix_prev"", ""<="", 16.675], [""abs_gap_pct"", "">"", 0.4947], [""bb_pctb"", "">"", 0.0465]]"
R0335,"When size of the move from the open to 09:45 (either direction) ≥ 0.35% (≈89 pts at 25,000) AND 1-min Bollinger %B ≤ 0.197 AND opening gap vs prior close is positive at 09:45",09:45,the close is further in the move's direction than the 09:45 price (continuation to close),direction (continuation / reversal),subgroup,lower,31,0.2258,0.5285,0.427,11,0.3636,0.5421,0.671,"[0.1517, 0.6462]",0.22638680659670166,1.0,0.18792200080570987,0.3452933549775992,0.998924248677784,1.0,0.022538407881023036,1.0,0.0011556224623033334,True,2022:44/59(n9) 2023:18/49(n11) 2024:9/51(n11) 2025:50/58(n4) 2026:29/50(n7),True,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,31,0.6774193548387096,48.55156046927287,143.31447242242078,11,0.36363636363636365,13.38925233309265,334.34798978523236,22.855309090908122,"[[""abs_mv_pct"", "">="", 0.3543], [""bb_pctb"", ""<="", 0.1968], [""gap_pct"", "">"", 0.0]]"
R0336,"When prior-day range ≥ 1.34% (≈336 pts at 25,000) AND the first opening-range break was upward AND price is inside the prior-day range at 09:45",09:45,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,31,1.0,0.6617,1.511,17,0.8235,0.6902,1.193,"[0.5897, 0.9381]",0.1359320339830085,0.9405940594059405,0.1785309576472932,0.3324369556190977,0.22146878290423713,1.0,0.00034411277155534044,1.0,5.510818768916845e-06,True,2022:100/71(n16) 2023:100/62(n4) 2024:100/66(n11) 2025:75/71(n8) 2026:89/66(n9),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,31,0.5161290322580645,13.700878571902562,361.64633605982146,17,0.23529411764705882,-46.22562387139525,863.0769788867661,-36.19492941176492,"[[""pdr_pct"", "">="", 1.345], [""or_first_break"", ""=="", 1.0], [""pd_pos"", ""=="", 0.0]]"
R0337,"When size of the move from the open to 09:45 (either direction) > 0.21% (≈52 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) > -0.07% (≈-18 pts at 25,000) AND (it is Monday) at 09:45",09:45,the day closes on the same side of the open as the move so far,level / structure,tree,higher,32,0.9688,0.6617,1.464,32,0.6562,0.6902,0.951,"[0.4831, 0.7959]",0.7156421789105447,1.0,0.7327420739350399,0.8740149541073053,0.7585428511862737,1.0,0.0024227824278994373,1.0,6.330702324310187e-05,False,2022:100/71(n15) 2023:92/62(n12) 2024:100/66(n5) 2025:53/71(n17) 2026:80/66(n15),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,32,0.5625,3.859809054829678,320.664867229212,32,0.34375,-33.46909945431334,1105.5631151104953,-23.821556249999958,"[[""abs_mv_pct"", "">"", 0.2077], [""dist_twap_pct"", "">"", -0.072], [""dow"", ""<="", 0.5]]"
R0338,"When position in today's range so far (0 = at low, 1 = at high) ≥ 0.851 AND India VIX (prior day's close) ≥ 15.2 AND price has not touched the prior-day high yet at 09:45",09:45,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,30,0.9667,0.6617,1.461,14,0.7143,0.6902,1.035,"[0.4535, 0.8828]",0.5067466266866567,1.0,0.5521099730843347,0.7547832543431412,0.5967659267896854,1.0,0.004419912535096132,1.0,0.00013607718239050674,False,2022:100/71(n25) 2023:50/62(n2) 2024:100/66(n3) 2025:57/71(n7) 2026:86/66(n7),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,30,0.5,6.893431700845341,302.3431687154502,14,0.5,-2.68745088674435,548.6358278713006,8.739771428571528,"[[""pos_rng"", "">="", 0.8509], [""vix_prev"", "">="", 15.236], [""touched_pdh"", ""=="", 0.0]]"
R0339,"When size of the move from the open to 09:45 (either direction) ≥ 0.21% (≈52 pts at 25,000) AND size of the opening gap ≥ 0.35% (≈87 pts at 25,000) AND 1-min RSI(14) ≥ 54.6 at 09:45",09:45,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,49,0.9388,0.6617,1.419,20,0.75,0.6902,1.087,"[0.5313, 0.8881]",0.3548225887056472,1.0,0.37948387409120565,0.5939747594471044,0.4324351123364901,1.0,0.0005151693650861203,1.0,9.10936987960042e-06,False,2022:94/71(n34) 2023:100/62(n10) 2024:80/66(n5) 2025:64/71(n11) 2026:89/66(n9),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,49,0.40816326530612246,-0.8897667999449851,322.585808981441,20,0.4,-22.665707369296452,557.3926987520719,-12.460330000000067,"[[""abs_mv_pct"", "">="", 0.2086], [""abs_gap_pct"", "">="", 0.3474], [""rsi_14"", "">="", 54.5573]]"
R0340,"When position in today's range so far (0 = at low, 1 = at high) ≥ 0.63 AND prior-day range ≥ 1.34% (≈336 pts at 25,000) AND price is inside the prior-day range at 09:45",09:45,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,35,0.9429,0.6617,1.425,16,0.8125,0.6902,1.177,"[0.5699, 0.9341]",0.17891054472763618,1.0,0.22014127105518394,0.3908135283114807,0.26879065781004763,1.0,0.00559080790312188,1.0,0.00018427607571697496,True,2022:100/71(n19) 2023:80/62(n5) 2024:91/66(n11) 2025:67/71(n6) 2026:90/66(n10),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,35,0.5142857142857142,23.495727250834992,307.9608810813321,16,0.3125,-40.072578246713405,718.4026250204615,-29.83771250000018,"[[""pos_rng"", "">="", 0.6305], [""pdr_pct"", "">="", 1.345], [""pd_pos"", ""=="", 0.0]]"
R0341,"When opening gap vs prior close ≤ +0.04% (≈+9 pts at 25,000) AND India VIX (prior day's close) ≥ 15.2 AND 1-min EMA9 − EMA21 (as % of price) is positive at 09:45",09:45,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,34,0.9412,0.6617,1.422,21,0.5714,0.6902,0.828,"[0.3655, 0.7553]",0.9180409795102449,1.0,0.9180237001894189,0.9814389832816433,0.9290842266977251,1.0,0.007346275978057614,1.0,0.0002634887442623366,False,2022:92/71(n24) 2023:100/62(n3) 2024:100/66(n7) 2025:69/71(n13) 2026:38/66(n8),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,34,0.47058823529411764,33.103909747173944,277.366599526452,21,0.38095238095238093,-28.08104282022869,791.1971731295368,-18.506276190476324,"[[""gap_pct"", ""<="", 0.0365], [""vix_prev"", "">="", 15.236], [""ema9_21_pct"", "">"", 0.0]]"
R0342,"When size of the move from the open to 09:45 (either direction) ≥ 0.21% (≈52 pts at 25,000) AND India VIX change on the prior day (%) ≥ 3.36 AND price vs session TWAP (time-weighted VWAP) is positive at 09:45",09:45,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,32,0.9375,0.6617,1.417,25,0.84,0.6902,1.217,"[0.6535, 0.936]",0.037481259370314844,1.0,0.07486975253055293,0.1610030961497731,0.10143643891236204,1.0,0.012672823402602066,1.0,0.00053612026616576,True,2022:100/71(n12) 2023:100/62(n8) 2024:83/66(n12) 2025:100/71(n8) 2026:76/66(n17),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,32,0.46875,22.91658711691923,265.8143102587419,25,0.32,-43.74214565347498,1170.7950144099214,-32.83027999999962,"[[""abs_mv_pct"", "">="", 0.2086], [""vix_chg"", "">="", 3.3595], [""dist_twap_pct"", "">"", 0.0]]"
R0343,"When CPR width ≥ 0.20% (≈51 pts at 25,000) AND 1-min ATR(14) as % of price ≥ 0.0728 AND the first opening-range break was upward at 09:45",09:45,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,32,0.9375,0.6617,1.417,15,0.7333,0.6902,1.062,"[0.4805, 0.891]",0.43228385807096453,1.0,0.48203110141121397,0.6920741958223042,0.530775819531449,1.0,0.012672823402602066,1.0,0.00053612026616576,False,2022:95/71(n20) 2023:100/62(n4) 2024:88/66(n8) 2025:67/71(n6) 2026:78/66(n9),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,32,0.53125,7.512725284829791,461.80882218852025,15,0.26666666666666666,-52.47629903189508,787.1444854784261,-43.521799999999594,"[[""cpr_width_pct"", "">="", 0.2029], [""atr14_pct"", "">="", 0.0728], [""or_first_break"", ""=="", 1.0]]"
R0344,"When size of the move from the open to 09:45 (either direction) ≤ 0.02% (≈4 pts at 25,000) AND CPR width > 0.07% (≈17 pts at 25,000) AND India VIX (prior day's close) > 10.9 at 09:45",09:45,the day closes on the same side of the open as the move so far,level / structure,rulefit,lower,30,0.2,0.6617,0.302,12,0.6667,0.6902,0.966,"[0.3906, 0.8619]",0.5732133933033483,0.27722772277227725,0.537437313747044,0.7415814651376236,0.5819763176487327,1.0,5.336343208565843e-05,1.0,5.722086674613269e-07,True,2022:29/71(n14) 2023:10/62(n10) 2024:17/66(n6) 2025:75/71(n4) 2026:62/66(n8),False,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,30,0.7333333333333333,53.465577900694164,155.55850552243203,12,0.25,-55.253249754005644,741.9620906226147,-42.90565,"[[""abs_mv_pct"", ""<="", 0.0167], [""cpr_width_pct"", "">"", 0.0681], [""vix_prev"", "">"", 10.92]]"
R0345,When India VIX (prior day's close) ≤ 11.9 AND India VIX change on the prior day (%) ≤ 2.2 AND India VIX (prior day's close) > 11.3 at 09:45,09:45,the day closes on the same side of the open as the move so far,level / structure,rulefit,lower,42,0.3333,0.6617,0.504,41,0.7073,0.6902,1.025,"[0.5552, 0.8239]",0.6606696651674163,1.0,0.6505454912969365,0.8289835856108083,0.6855210553451588,1.0,0.0012832060485451775,1.0,2.8383509556915586e-05,False,2022:–(n0) 2023:30/62(n37) 2024:60/66(n5) 2025:71/71(n21) 2026:70/66(n20),False,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,42,0.6904761904761905,32.28011551246946,252.27677496278238,41,0.34146341463414637,-10.00597068631861,1095.4345323525686,0.925800000000092,"[[""vix_prev"", ""<="", 11.905], [""vix_chg"", ""<="", 2.2029], [""vix_prev"", "">"", 11.28]]"
R0346,"When India VIX (prior day's close) ≤ 11.8 AND 1-min RSI(14) ≤ 54.6 AND 1-min EMA9 − EMA21 (as % of price) > -0.03% (≈-8 pts at 25,000) at 09:45",09:45,the day closes on the same side of the open as the move so far,level / structure,rulefit,lower,54,0.3704,0.6617,0.56,46,0.6957,0.6902,1.008,"[0.5519, 0.8092]",0.5822088955522239,1.0,0.5868740720523542,0.7846514415885671,0.6285645799030679,1.0,0.0010852472629237825,1.0,2.3066439710783076e-05,False,2022:–(n0) 2023:36/62(n50) 2024:50/66(n4) 2025:69/71(n26) 2026:70/66(n20),False,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,54,0.6481481481481481,31.856094650719495,228.97262057014655,46,0.391304347826087,-22.133208574070085,1220.6144631002587,-11.6372478260867,"[[""vix_prev"", ""<="", 11.755], [""rsi_14"", ""<="", 54.5786], [""ema9_21_pct"", "">"", -0.0335]]"
R0347,"When distance from TWAP in the move's direction ≤ +0.04% (≈+9 pts at 25,000) AND India VIX (prior day's close) ≤ 12.1 AND opening gap vs prior close is negative at 09:45",09:45,the day closes on the same side of the open as the move so far,level / structure,subgroup,lower,30,0.3667,0.6617,0.554,29,0.6552,0.6902,0.949,"[0.4734, 0.8006]",0.4567716141929036,1.0,0.4085461103917758,0.6198825348779847,0.4587195018844271,1.0,0.03151415778726575,1.0,0.0018133120841763882,True,2022:–(n0) 2023:39/62(n28) 2024:0/66(n2) 2025:69/71(n13) 2026:62/66(n16),True,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,30,0.6666666666666666,39.288712971740125,109.98580387038925,29,0.3793103448275862,-28.41647277417394,1107.894333443051,-17.43414482758591,"[[""twap_dir_pct"", ""<="", 0.0359], [""vix_prev"", ""<="", 12.09], [""gap_pct"", ""<"", 0.0]]"
R0348,"When size of the move from the open to 09:45 (either direction) > 0.38% (≈95 pts at 25,000) AND 1-min ADX(14) > 41.7 AND CPR width > 0.18% (≈46 pts at 25,000) at 09:45",09:45,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,31,0.7419,0.3071,2.416,15,0.5333,0.3804,1.402,"[0.3012, 0.7519]",0.16491754122938532,0.5544554455445545,0.16956712257195222,0.3187993097484285,0.2116888918732652,1.0,0.00012353362165674485,1.0,1.5752597722316806e-06,False,2022:68/35(n19) 2023:71/21(n7) 2024:100/36(n5) 2025:67/40(n6) 2026:44/36(n9),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,31,0.4838709677419355,21.28369273134104,346.62785760304115,15,0.3333333333333333,-38.09898837804731,664.6448203477466,-27.29394666666679,"[[""abs_mv_pct"", "">"", 0.3781], [""adx_14"", "">"", 41.6604], [""cpr_width_pct"", "">"", 0.1839]]"
R0349,"When size of the move from the open to 09:45 (either direction) ≥ 0.35% (≈89 pts at 25,000) AND move from the open to 09:45 ≥ +0.02% (≈+6 pts at 25,000) AND CPR width ≥ 0.20% (≈51 pts at 25,000) at 09:45",09:45,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,32,0.7188,0.3071,2.341,21,0.619,0.3804,1.627,"[0.4088, 0.7925]",0.015992003998001,0.8613861386138614,0.022840958929987963,0.05857892369379499,0.036006659117514536,1.0,0.0002626761899829423,1.0,3.963388871054119e-06,True,2022:72/35(n18) 2023:71/21(n7) 2024:71/36(n7) 2025:67/40(n12) 2026:56/36(n9),True,WATCH,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,32,0.5,26.74164657558915,371.93089459828593,21,0.3333333333333333,-34.457870204428914,800.856647366054,-25.078638095238386,"[[""abs_mv_pct"", "">="", 0.3543], [""mv_pct"", "">="", 0.0239], [""cpr_width_pct"", "">="", 0.2029]]"
R0350,"When size of the move from the open to 09:45 (either direction) > 0.33% (≈84 pts at 25,000) AND CPR width > 0.05% (≈13 pts at 25,000) AND opening-range size > 0.66% (≈164 pts at 25,000) at 09:45",09:45,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,32,0.7188,0.3071,2.341,27,0.5556,0.3804,1.46,"[0.3731, 0.7241]",0.04397801099450275,0.8613861386138614,0.04865189795591379,0.11232694729963945,0.07011597058352283,1.0,0.0002626761899829423,1.0,3.963388871054119e-06,True,2022:76/35(n21) 2023:50/21(n6) 2024:80/36(n5) 2025:80/40(n10) 2026:41/36(n17),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,32,0.34375,-4.932364789593667,866.0116075813921,27,0.2222222222222222,-52.801818086865694,1488.1492776581213,-43.19730370370383,"[[""abs_mv_pct"", "">"", 0.3347], [""cpr_width_pct"", "">"", 0.0527], [""or_rng_pct"", "">"", 0.6564]]"
R0351,"When CPR width ≥ 0.20% (≈51 pts at 25,000) AND India VIX change on the prior day (%) ≥ 3.36 AND the first opening-range break was upward at 09:45",09:45,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,31,0.7097,0.3071,2.311,17,0.5294,0.3804,1.392,"[0.3096, 0.7384]",0.08395802098950525,1.0,0.1549074588665087,0.29845234202018345,0.19546263050108822,1.0,0.0005261107619008223,1.0,9.352529724958808e-06,True,2022:64/35(n14) 2023:71/21(n7) 2024:80/36(n10) 2025:43/40(n7) 2026:60/36(n10),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,31,0.6774193548387096,47.83677919718151,179.1967829467598,17,0.35294117647058826,-39.41807689330276,850.6906181399551,-28.87883529411706,"[[""cpr_width_pct"", "">="", 0.2029], [""vix_chg"", "">="", 3.3595], [""or_first_break"", ""=="", 1.0]]"
R0352,"When size of the move from the open to 09:45 (either direction) ≥ 0.35% (≈89 pts at 25,000) AND prior day's close-to-close return ≤ -0.10% (≈-25 pts at 25,000) AND India VIX change on the prior day (%) ≥ 3.36 at 09:45",09:45,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,33,0.697,0.3071,2.27,27,0.5185,0.3804,1.363,"[0.3399, 0.6926]",0.0734632683658171,1.0,0.10151813810907319,0.20950239966458417,0.1329458022452896,1.0,0.0005223580960389719,1.0,9.258805558540836e-06,True,2022:79/35(n19) 2023:71/21(n7) 2024:43/36(n7) 2025:60/40(n10) 2026:47/36(n17),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,33,0.45454545454545453,18.408425121032167,331.0749545789662,27,0.2222222222222222,-48.41991318203,1594.1333570642623,-38.018170370370406,"[[""abs_mv_pct"", "">="", 0.3543], [""prevret_pct"", ""<="", -0.1019], [""vix_chg"", "">="", 3.3595]]"
R0353,"When size of the move from the open to 09:45 (either direction) ≥ 0.35% (≈89 pts at 25,000) AND the first opening-range break was upward AND it is not expiry day at 09:45",09:45,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,36,0.6944,0.3071,2.262,33,0.5758,0.3804,1.514,"[0.4081, 0.7276]",0.009995002498750625,0.8613861386138614,0.017779435236349582,0.04787149875271965,0.029448754701333957,1.0,0.00026140558511481254,1.0,3.941429064326508e-06,True,2022:67/35(n18) 2023:75/21(n8) 2024:70/36(n10) 2025:59/40(n22) 2026:55/36(n11),False,PASS,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,36,0.6111111111111112,28.944282089914168,481.91447903554365,33,0.42424242424242425,-20.251951441718926,845.465325431619,-10.909266666666305,"[[""abs_mv_pct"", "">="", 0.3543], [""or_first_break"", ""=="", 1.0], [""is_expiry"", ""=="", 0.0]]"
R0354,"When size of the move from the open to 09:45 (either direction) ≥ 0.35% (≈89 pts at 25,000) AND CPR width ≥ 0.20% (≈51 pts at 25,000) AND India VIX change on the prior day (%) is positive at 09:45",09:45,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,40,0.675,0.3071,2.198,27,0.4815,0.3804,1.266,"[0.3074, 0.6601]",0.16991504247876063,0.8514851485148515,0.1876236310531412,0.3452933549775992,0.23128447601519292,1.0,0.0002457614649705337,1.0,3.6539023236454767e-06,True,2022:79/35(n19) 2023:58/21(n12) 2024:56/36(n9) 2025:55/40(n11) 2026:44/36(n16),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,40,0.45,23.143032054749607,384.15960135605394,27,0.2222222222222222,-60.33906334837358,1706.3960834791337,-50.751444444444736,"[[""abs_mv_pct"", "">="", 0.3543], [""cpr_width_pct"", "">="", 0.2029], [""vix_chg"", "">"", 0.0]]"
R0355,"When size of the move from the open to 09:45 (either direction) ≥ 0.35% (≈89 pts at 25,000) AND opening-range size ≥ 0.47% (≈117 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 at 09:45",09:45,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,37,0.6757,0.3071,2.2,34,0.5588,0.3804,1.469,"[0.3945, 0.7112]",0.01899050474762619,1.0,0.026139273583899555,0.06498049596815951,0.040025762675346195,1.0,0.0004915804023046593,1.0,8.592966365698702e-06,True,2022:78/35(n23) 2023:50/21(n6) 2024:50/36(n8) 2025:69/40(n13) 2026:48/36(n21),False,WATCH,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,37,0.3783783783783784,7.338370866045984,348.12361791168735,34,0.23529411764705882,-41.39562933412959,1842.2311387751595,-31.07080000000015,"[[""abs_mv_pct"", "">="", 0.3543], [""or_rng_pct"", "">="", 0.4676], [""vix_chg"", "">="", 0.7733]]"
R0356,"When CPR width > 0.02% (≈5 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) > 0.0081 AND size of the move from the open to 09:45 (either direction) ≤ 0.02% (≈4 pts at 25,000) at 09:45",09:45,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,rulefit,lower,38,0.0,0.3071,0.0,18,0.2778,0.3804,0.73,"[0.125, 0.5087]",0.27136431784107945,0.6237623762376238,0.2609261137453629,0.4457296705808308,0.3105760220288935,1.0,0.00013589915327881342,1.0,1.7674197825573777e-06,True,2022:0/35(n15) 2023:0/21(n16) 2024:0/36(n7) 2025:43/40(n7) 2026:18/36(n11),False,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,38,0.631578947368421,42.16874199073368,229.3921100985043,18,0.2777777777777778,-48.141443937386356,1057.482869011348,-36.32496666666662,"[[""cpr_width_pct"", "">"", 0.022], [""pos_rng"", "">"", 0.0081], [""abs_mv_pct"", ""<="", 0.0176]]"
R0357,"When size of the move from the open to 09:45 (either direction) ≤ 0.07% (≈18 pts at 25,000) AND India VIX (prior day's close) ≤ 13.7 AND 1-min ADX(14) ≤ 24.8 at 09:45",09:45,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,30,0.0,0.3071,0.0,30,0.1667,0.3804,0.438,"[0.0734, 0.3356]",0.009995002498750625,1.0,0.010114166675264522,0.02988136780655658,0.018186941911484827,1.0,0.0014576168417100965,1.0,3.3250702413959234e-05,True,2022:0/35(n1) 2023:0/21(n23) 2024:0/36(n6) 2025:20/40(n15) 2026:13/36(n15),True,PASS,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,30,0.5,9.318912509555766,228.43826424090588,30,0.43333333333333335,-12.834884102282967,747.1439889870427,-2.131886666666469,"[[""abs_mv_pct"", ""<="", 0.0702], [""vix_prev"", ""<="", 13.684], [""adx_14"", ""<="", 24.7969]]"
R0358,"When distance from TWAP in the move's direction ≤ +0.04% (≈+9 pts at 25,000) AND India VIX (prior day's close) ≤ 12.1 AND 1-min EMA9 − EMA21 (as % of price) is negative at 09:45",09:45,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,35,0.0286,0.3071,0.093,32,0.5,0.3804,1.314,"[0.3363, 0.6637]",0.9400299850074962,1.0,0.940721235992976,0.9853243980443671,0.9487891711215606,1.0,0.00313892619655279,1.0,8.770100027411171e-05,False,2022:–(n0) 2023:0/21(n32) 2024:33/36(n3) 2025:67/40(n18) 2026:29/36(n14),False,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,35,0.6,29.454900972976038,141.38278533599146,32,0.25,-42.36661722116584,1639.474264504899,-31.858693749999702,"[[""twap_dir_pct"", ""<="", 0.0359], [""vix_prev"", ""<="", 12.09], [""ema9_21_pct"", ""<"", 0.0]]"
R0359,When India VIX (prior day's close) ≤ 12.1 AND price is inside the opening range AND price is below the CPR at 09:45,09:45,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,34,0.0294,0.3071,0.096,46,0.3478,0.3804,0.914,"[0.2268, 0.4923]",0.3423288355822089,1.0,0.3852676445855932,0.6001284463737125,0.4373308397998626,1.0,0.004074388718847913,1.0,0.0001231674794422139,False,2022:–(n0) 2023:3/21(n33) 2024:0/36(n1) 2025:48/40(n21) 2026:24/36(n25),False,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,34,0.6470588235294118,31.822094418232577,142.68638239546988,46,0.4782608695652174,-1.0375784319251025,854.6354093520384,9.752108695652208,"[[""vix_prev"", ""<="", 12.09], [""or_state"", ""=="", 0.0], [""cpr_pos"", ""=="", -1.0]]"
R0360,"When India VIX (prior day's close) > 15.4 AND India VIX (prior day's close) ≤ 18.9 AND opening-range size > 0.47% (≈118 pts at 25,000) at 09:45",09:45,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,34,0.5882,0.1698,3.464,34,0.2941,0.2506,1.174,"[0.1683, 0.4617]",0.3373313343328336,0.019801980198019802,0.3388944838599547,0.5391251036200916,0.3876847402911544,1.0,1.1836920045188293e-05,0.867812802012601,9.464675696903643e-08,False,2022:82/23(n17) 2023:0/7(n5) 2024:50/21(n12) 2025:19/25(n16) 2026:39/25(n18),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,34,0.5,40.42748362804262,433.68866889136325,34,0.3235294117647059,-27.788179714425382,1108.2764749975534,-16.349958823529317,"[[""vix_prev"", "">"", 15.445], [""vix_prev"", ""<="", 18.91], [""or_rng_pct"", "">"", 0.4729]]"
R0361,"When size of the move from the open to 09:45 (either direction) ≥ 0.35% (≈89 pts at 25,000) AND prior day's close-to-close return ≤ -0.10% (≈-25 pts at 25,000) AND India VIX change on the prior day (%) ≥ 3.36 at 09:45",09:45,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,33,0.5455,0.1698,3.212,27,0.4074,0.2506,1.626,"[0.2451, 0.5927]",0.047976011994003,0.693069306930693,0.05356208360859116,0.12192586713712085,0.07644297369381457,1.0,0.00015568270242329892,1.0,2.087841922121802e-06,True,2022:74/23(n19) 2023:29/7(n7) 2024:29/21(n7) 2025:40/25(n10) 2026:41/25(n17),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,33,0.45454545454545453,18.408425121032167,331.0749545789662,27,0.2222222222222222,-48.41991318203,1594.1333570642623,-38.018170370370406,"[[""abs_mv_pct"", "">="", 0.3543], [""prevret_pct"", ""<="", -0.1019], [""vix_chg"", "">="", 3.3595]]"
R0362,"When 1-min ADX(14) > 10.6 AND range so far (high−low since 09:15) > 0.90% (≈225 pts at 25,000) at 09:45",09:45,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,32,0.5312,0.1698,3.128,21,0.5714,0.2506,2.281,"[0.3655, 0.7553]",0.0034982508745627187,0.9900990099009901,0.0017233660722633184,0.006620995344821919,0.00403720816928618,1.0,0.0004056880699992333,1.0,6.773765642122774e-06,True,2022:63/23(n19) 2023:50/7(n4) 2024:33/21(n9) 2025:67/25(n9) 2026:50/25(n12),False,PASS,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,32,0.25,-24.48846001000233,1059.0444966108698,21,0.2857142857142857,-35.168541945348146,801.0395701650586,-25.516219047619373,"[[""adx_14"", "">"", 10.5789], [""rng_pct"", "">"", 0.8995]]"
R0363,"When position in today's range so far (0 = at low, 1 = at high) > 0.0493 AND price vs session TWAP (time-weighted VWAP) ≤ -0.19% (≈-47 pts at 25,000) at 09:45",09:45,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,38,0.5263,0.1698,3.099,13,0.2308,0.2506,0.921,"[0.0818, 0.5026]",0.663168415792104,0.44554455445544555,0.6691154010526819,0.8455755988999757,0.7038280068318012,1.0,9.420572967452719e-05,1.0,1.133939954676359e-06,True,2022:52/23(n21) 2023:33/7(n3) 2024:57/21(n14) 2025:29/25(n7) 2026:17/25(n6),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,38,0.5263157894736842,21.117051315824003,357.86712502380146,13,0.38461538461538464,-22.72051925767495,448.3312810487348,-12.534338461538796,"[[""pos_rng"", "">"", 0.0493], [""dist_twap_pct"", ""<="", -0.1885]]"
R0364,"When size of the move from the open to 09:45 (either direction) ≥ 0.35% (≈89 pts at 25,000) AND opening-range size ≥ 0.47% (≈117 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 at 09:45",09:45,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,37,0.5135,0.1698,3.024,34,0.4412,0.2506,1.761,"[0.2888, 0.6055]",0.0074962518740629685,0.8514851485148515,0.011914996779459685,0.03399121813512647,0.020806655083702535,1.0,0.00024019769315390137,1.0,3.5496644281421383e-06,True,2022:65/23(n23) 2023:17/7(n6) 2024:38/21(n8) 2025:46/25(n13) 2026:43/25(n21),True,PASS,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,37,0.3783783783783784,7.338370866045984,348.12361791168735,34,0.23529411764705882,-41.39562933412959,1842.2311387751595,-31.07080000000015,"[[""abs_mv_pct"", "">="", 0.3543], [""or_rng_pct"", "">="", 0.4676], [""vix_chg"", "">="", 0.7733]]"
R0365,"When size of the move from the open to 09:45 (either direction) ≥ 0.35% (≈89 pts at 25,000) AND CPR width ≥ 0.20% (≈51 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 at 09:45",09:45,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,36,0.5,0.1698,2.944,25,0.44,0.2506,1.756,"[0.2667, 0.6293]",0.025987006496751622,1.0,0.03014726966769432,0.07418518004303515,0.045687099393309956,1.0,0.0005945134380906908,1.0,1.0853770737607277e-05,True,2022:65/23(n17) 2023:30/7(n10) 2024:44/21(n9) 2025:50/25(n10) 2026:40/25(n15),False,WATCH,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,36,0.4444444444444444,26.73911582755377,311.53891426605776,25,0.2,-69.06906314614916,1803.9679517267764,-59.35459200000027,"[[""abs_mv_pct"", "">="", 0.3543], [""cpr_width_pct"", "">="", 0.2029], [""vix_chg"", "">="", 0.7733]]"
R0366,"When opening-range size > 0.74% (≈186 pts at 25,000) at 09:45",09:45,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,30,0.5,0.1698,2.944,25,0.52,0.2506,2.075,"[0.335, 0.6997]",0.004497751124437781,1.0,0.003443801530359515,0.011977987906973289,0.007298072390251066,1.0,0.0024975729355328847,1.0,6.597521758719127e-05,True,2022:65/23(n17) 2023:29/7(n7) 2024:33/21(n6) 2025:73/25(n11) 2026:36/25(n14),,PASS,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,30,0.3,-19.15872155423364,924.455137445444,25,0.2,-47.405092644034745,1344.091554857262,-37.73318400000004,"[[""or_rng_pct"", "">"", 0.7425]]"
R0367,"When size of the move from the open to 09:45 (either direction) ≥ 0.21% (≈52 pts at 25,000) AND opening-range size ≥ 0.47% (≈117 pts at 25,000) AND India VIX change on the prior day (%) ≥ 3.36 at 09:45",09:45,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,30,0.5,0.1698,2.944,31,0.4516,0.2506,1.802,"[0.2916, 0.6223]",0.0069965017491254375,1.0,0.011771605616897803,0.033949624244360044,0.020783384221745065,1.0,0.0024975729355328847,1.0,6.597521758719127e-05,True,2022:62/23(n21) 2023:20/7(n5) 2024:25/21(n4) 2025:38/25(n8) 2026:48/25(n23),True,PASS,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,30,0.3333333333333333,-1.5569353943082567,555.4449546177582,31,0.25806451612903225,-43.23310052566621,1785.800075352842,-32.430999999999905,"[[""abs_mv_pct"", "">="", 0.2086], [""or_rng_pct"", "">="", 0.4676], [""vix_chg"", "">="", 3.3595]]"
R0368,When India VIX (prior day's close) ≤ 13.7 AND 1-min EMA9 − EMA21 (as % of price) is positive AND the day opened above the prior-day high at 09:45,09:45,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,74,0.0,0.1698,0.0,37,0.1351,0.2506,0.539,"[0.0591, 0.2798]",0.06596701649175413,0.693069306930693,0.07010646221429903,0.1531314185894352,0.09631448547198092,1.0,0.00015554781679632791,1.0,2.0850737368918064e-06,True,2022:0/23(n2) 2023:0/7(n52) 2024:0/21(n20) 2025:23/25(n22) 2026:0/25(n15),True,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,74,0.5,13.244959479032005,332.26131800666315,37,0.40540540540540543,-4.7620584619881825,694.666638281553,6.047637837837888,"[[""vix_prev"", ""<="", 13.684], [""ema9_21_pct"", "">"", 0.0], [""open_vs_pd"", ""=="", 1.0]]"
R0369,"When opening gap vs prior close ≥ +0.21% (≈+53 pts at 25,000) AND India VIX (prior day's close) ≤ 13.7 AND 1-min EMA9 − EMA21 (as % of price) ≥ +0.02% (≈+4 pts at 25,000) at 09:45",09:45,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,62,0.0,0.1698,0.0,34,0.0882,0.2506,0.352,"[0.0305, 0.2296]",0.010994502748625687,1.0,0.016449637910836618,0.0447872494379081,0.02755665838054681,1.0,0.0009498426769079179,1.0,1.946079809325505e-05,True,2022:0/23(n1) 2023:0/7(n44) 2024:0/21(n17) 2025:14/25(n22) 2026:0/25(n12),True,PASS,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,62,0.4838709677419355,4.8123504153343095,338.6053024023119,34,0.29411764705882354,-26.059988082972293,1098.7227253395272,-15.630823529411881,"[[""gap_pct"", "">="", 0.2104], [""vix_prev"", ""<="", 13.684], [""ema9_21_pct"", "">="", 0.0158]]"
R0370,"When gap measured in the direction of the move so far ≥ +0.03% (≈+7 pts at 25,000) AND 1-min ADX(14) ≤ 24.8 at 09:45",09:45,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,56,0.0,0.1698,0.0,36,0.2222,0.2506,0.887,"[0.1172, 0.3809]",0.41629185407296354,1.0,0.43318447046603403,0.6389306605356374,0.4805895634604302,1.0,0.002309023484437908,1.0,5.94538880797053e-05,True,2022:0/23(n14) 2023:0/7(n25) 2024:0/21(n17) 2025:22/25(n18) 2026:22/25(n18),True,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,56,0.39285714285714285,10.150169648360773,499.92741428877486,36,0.4444444444444444,4.589782667279422,537.7464113777653,15.536005555555878,"[[""gap_dir_pct"", "">="", 0.0292], [""adx_14"", ""<="", 24.7969]]"
R0371,"When gap measured in the direction of the move so far ≥ +0.03% (≈+7 pts at 25,000) AND India VIX change on the prior day (%) ≤ -1.33 AND 1-min ATR(14) as % of price ≤ 0.0491 at 09:45",09:45,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,53,0.0,0.1698,0.0,42,0.2619,0.2506,1.045,"[0.153, 0.4107]",0.6646676661669165,1.0,0.6454828756896631,0.8289835856108083,0.6826329692545358,1.0,0.0035714775546301686,1.0,0.0001039178298028479,False,2022:0/23(n16) 2023:0/7(n25) 2024:0/21(n12) 2025:25/25(n24) 2026:28/25(n18),False,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,53,0.49056603773584906,0.47902785728600433,512.4910095209614,42,0.3333333333333333,-21.61985845488008,1113.6803049106738,-10.785357142857244,"[[""gap_dir_pct"", "">="", 0.0292], [""vix_chg"", ""<="", -1.3269], [""atr14_pct"", ""<="", 0.0491]]"
R0372,"When India VIX change on the prior day (%) > -2.16 AND prior day's close-to-close return ≤ -0.91% (≈-227 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) > +0.02% (≈+5 pts at 25,000) at 09:45",09:45,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,34,0.8824,0.4891,1.804,19,0.6316,0.549,1.15,"[0.4104, 0.8085]",0.23888055972013994,0.8316831683168316,0.3137068758855677,0.5082051389346197,0.3616855745504193,1.0,0.0002350319652492095,1.0,3.4547111723381127e-06,True,2022:95/57(n20) 2023:75/39(n4) 2024:80/51(n10) 2025:50/57(n6) 2026:69/52(n13),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,34,0.5882352941176471,35.69891870331841,212.30715010820768,19,0.3684210526315789,-27.217196868118172,774.1844006940407,-16.910336842104652,"[[""vix_chg"", "">"", -2.157], [""prevret_pct"", ""<="", -0.9081], [""ema9_21_pct"", "">"", 0.0199]]"
R0373,"When price vs session TWAP (time-weighted VWAP) ≥ +0.09% (≈+22 pts at 25,000) AND India VIX (prior day's close) ≥ 15.2 AND price is inside the prior-day range at 09:45",09:45,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,33,0.8788,0.4891,1.797,16,0.5625,0.549,1.025,"[0.3318, 0.769]",0.5592203898050975,0.9801980198019802,0.559595447650183,0.7596742669217568,0.6037470150794635,1.0,0.0003799605526428996,1.0,6.259058076420856e-06,True,2022:93/57(n27) 2023:50/39(n2) 2024:75/51(n4) 2025:60/57(n10) 2026:50/52(n6),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,33,0.48484848484848486,12.727140956087895,226.56270066393478,16,0.3125,-39.590848541978104,741.4119653203542,-30.307312499999853,"[[""dist_twap_pct"", "">="", 0.0891], [""vix_prev"", "">="", 15.236], [""pd_pos"", ""=="", 0.0]]"
R0374,"When position in today's range so far (0 = at low, 1 = at high) ≥ 0.63 AND prior-day range ≥ 1.34% (≈336 pts at 25,000) AND India VIX change on the prior day (%) is positive at 09:45",09:45,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,32,0.875,0.4891,1.789,17,0.6471,0.549,1.179,"[0.413, 0.8269]",0.2143928035982009,1.0,0.28730767980560523,0.47737276029239023,0.3371994325862193,1.0,0.0006134167070784183,1.0,1.1297440231607194e-05,True,2022:100/57(n15) 2023:75/39(n4) 2024:77/51(n13) 2025:60/57(n5) 2026:67/52(n12),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,32,0.59375,29.184853402489903,166.58286044305987,17,0.4117647058823529,-16.534752088863936,478.86647491346645,-5.5950470588237184,"[[""pos_rng"", "">="", 0.6305], [""pdr_pct"", "">="", 1.345], [""vix_chg"", "">"", 0.0]]"
R0375,"When CPR width ≥ 0.20% (≈51 pts at 25,000) AND prior day's close-to-close return ≤ -0.54% (≈-134 pts at 25,000) AND the first opening-range break was upward at 09:45",09:45,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,38,0.8684,0.4891,1.775,20,0.7,0.549,1.275,"[0.481, 0.8545]",0.10444777611194403,0.7029702970297029,0.127997576098122,0.2539053958517849,0.16468834736476093,1.0,0.00016725889796513225,1.0,2.2791361017898784e-06,False,2022:85/57(n20) 2023:88/39(n8) 2024:90/51(n10) 2025:50/57(n10) 2026:90/52(n10),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,38,0.6578947368421053,36.02359872221116,157.35817910785585,20,0.35,-32.9020868741178,1033.688388760319,-23.12793999999976,"[[""cpr_width_pct"", "">="", 0.2029], [""prevret_pct"", ""<="", -0.5369], [""or_first_break"", ""=="", 1.0]]"
R0376,"When opening gap vs prior close ≤ +0.04% (≈+9 pts at 25,000) AND CPR width ≥ 0.20% (≈51 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) ≥ +0.02% (≈+4 pts at 25,000) at 09:45",09:45,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,31,0.871,0.4891,1.781,20,0.65,0.549,1.184,"[0.4329, 0.8188]",0.22188905547226387,1.0,0.24905773635988676,0.4299895554916695,0.2976543678447427,1.0,0.0009818549263805986,1.0,2.031054603924294e-05,True,2022:100/57(n11) 2023:80/39(n5) 2024:80/51(n15) 2025:60/57(n10) 2026:70/52(n10),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,31,0.6129032258064516,54.25328938259031,218.37081291230493,20,0.4,-19.80375126428587,503.17237159945614,-10.255230000000301,"[[""gap_pct"", ""<="", 0.0365], [""cpr_width_pct"", "">="", 0.2029], [""ema9_21_pct"", "">="", 0.0158]]"
R0377,"When size of the move from the open to 09:45 (either direction) ≥ 0.35% (≈89 pts at 25,000) AND opening gap vs prior close ≤ +0.04% (≈+9 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) is positive at 09:45",09:45,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,30,0.8667,0.4891,1.772,18,0.6111,0.549,1.113,"[0.3862, 0.797]",0.4672663668165917,1.0,0.3880837413630275,0.6011472652371915,0.4391857465783205,1.0,0.0015628994272040989,1.0,3.635968919877581e-05,True,2022:94/57(n16) 2023:75/39(n4) 2024:80/51(n10) 2025:64/57(n14) 2026:50/52(n4),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,30,0.43333333333333335,17.822080445387517,382.5503825799484,18,0.3888888888888889,-30.5998787804874,567.1245766365103,-22.213888888888405,"[[""abs_mv_pct"", "">="", 0.3543], [""gap_pct"", ""<="", 0.0365], [""ema9_21_pct"", "">"", 0.0]]"
R0378,"When opening-range size ≥ 0.47% (≈117 pts at 25,000) AND CPR width ≥ 0.20% (≈51 pts at 25,000) AND the first opening-range break was upward at 09:45",09:45,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,30,0.8667,0.4891,1.772,18,0.7778,0.549,1.417,"[0.5478, 0.91]",0.030484757621189407,1.0,0.04031550389061531,0.09581092856156011,0.05956159871276835,1.0,0.0015628994272040989,1.0,3.635968919877581e-05,True,2022:82/57(n22) 2023:100/39(n4) 2024:100/51(n4) 2025:88/57(n8) 2026:70/52(n10),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,30,0.5333333333333333,26.62055484812041,334.36554489924885,18,0.1111111111111111,-74.38908650853926,1339.0035571537069,-65.1682777777779,"[[""or_rng_pct"", "">="", 0.4676], [""cpr_width_pct"", "">="", 0.2029], [""or_first_break"", ""=="", 1.0]]"
R0379,"When prior-day range ≥ 1.34% (≈336 pts at 25,000) AND 1-min RSI(14) ≥ 54.6 AND price is inside the prior-day range at 09:45",09:45,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,30,0.8667,0.4891,1.772,16,0.625,0.549,1.138,"[0.3864, 0.8152]",0.3568215892053973,1.0,0.36289587535502155,0.5698461887642665,0.4143354848713644,1.0,0.0015628994272040989,1.0,3.635968919877581e-05,False,2022:90/57(n19) 2023:50/39(n4) 2024:100/51(n7) 2025:50/57(n8) 2026:75/52(n8),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,30,0.4666666666666667,17.97022260919419,307.9608810813321,16,0.375,-38.73273173870729,696.9650808923634,-28.952187500000264,"[[""pdr_pct"", "">="", 1.345], [""rsi_14"", "">="", 54.5573], [""pd_pos"", ""=="", 0.0]]"
R0380,"When size of the move from the open to 09:45 (either direction) ≤ 0.07% (≈18 pts at 25,000) AND India VIX (prior day's close) ≤ 13.7 AND 1-min ADX(14) ≤ 24.8 at 09:45",09:45,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,30,0.1,0.4891,0.204,30,0.3333,0.549,0.607,"[0.1923, 0.5122]",0.01649175412293853,1.0,0.014242801167802448,0.03974674987148711,0.02439381171232777,1.0,0.0007362875553166479,1.0,1.41747121584266e-05,True,2022:100/57(n1) 2023:9/39(n23) 2024:0/51(n6) 2025:27/57(n15) 2026:40/52(n15),False,PASS,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,30,0.5,9.318912509555766,228.43826424090588,30,0.43333333333333335,-12.834884102282967,747.1439889870427,-2.131886666666469,"[[""abs_mv_pct"", ""<="", 0.0702], [""vix_prev"", ""<="", 13.684], [""adx_14"", ""<="", 24.7969]]"
R0381,"When size of the move from the open to 09:45 (either direction) ≤ 0.13% (≈33 pts at 25,000) AND India VIX (prior day's close) ≤ 12.1 AND 1-min ADX(14) ≤ 24.8 at 09:45",09:45,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,37,0.1081,0.4891,0.221,30,0.3333,0.549,0.607,"[0.1923, 0.5122]",0.011494252873563218,0.6831683168316832,0.014242801167802448,0.03974674987148711,0.02439381171232777,1.0,0.0001524273830089475,1.0,2.0305633718825506e-06,True,2022:–(n0) 2023:9/39(n35) 2024:50/51(n2) 2025:44/57(n16) 2026:21/52(n14),True,PASS,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,37,0.5675675675675675,19.871589231858803,117.58244540306919,30,0.4,-15.364345485069636,858.0689345342158,-4.23138666666661,"[[""abs_mv_pct"", ""<="", 0.1301], [""vix_prev"", ""<="", 12.09], [""adx_14"", ""<="", 24.7969]]"
R0382,"When size of the move from the open to 09:45 (either direction) ≤ 0.13% (≈33 pts at 25,000) AND prior-day range ≤ 0.60% (≈150 pts at 25,000) AND 1-min ADX(14) ≤ 24.8 at 09:45",09:45,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,32,0.125,0.4891,0.256,20,0.3,0.549,0.546,"[0.1455, 0.519]",0.019490254872563718,1.0,0.02189652592139756,0.05706011580589391,0.035082172320931235,1.0,0.0014314815977084353,1.0,3.248965673416699e-05,True,2022:0/57(n3) 2023:5/39(n19) 2024:30/51(n10) 2025:29/57(n14) 2026:33/52(n6),True,WATCH,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,32,0.5625,16.082260855676477,327.3315899509481,20,0.45,-5.719351650352827,321.89907020507593,4.646250000000146,"[[""abs_mv_pct"", ""<="", 0.1301], [""pdr_pct"", ""<="", 0.5982], [""adx_14"", ""<="", 24.7969]]"
R0383,"When range so far (high−low since 09:15) ≤ 0.28% (≈69 pts at 25,000) AND prior-day range ≤ 0.78% (≈196 pts at 25,000) AND India VIX (prior day's close) ≤ 12.1 at 09:45",09:45,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,41,0.1463,0.4891,0.299,32,0.4062,0.549,0.74,"[0.2552, 0.5774]",0.0704647676161919,1.0,0.07456072877309713,0.16069407620277254,0.10125105893436748,1.0,0.0005164954699330974,1.0,9.142037919292672e-06,False,2022:–(n0) 2023:16/39(n38) 2024:0/51(n3) 2025:61/57(n18) 2026:14/52(n14),False,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,41,0.5365853658536586,19.058503004315874,219.5708237772261,32,0.4375,-11.0118754591105,821.9088593665309,-0.020631249999837564,"[[""rng_pct"", ""<="", 0.2779], [""pdr_pct"", ""<="", 0.7824], [""vix_prev"", ""<="", 12.09]]"
R0384,"When 1-min ATR(14) as % of price > 0.0583 AND (the first opening-range break was upward) AND move from the open to 09:45 ≤ +0.18% (≈+44 pts at 25,000) at 09:45",09:45,"the best favourable excursion after 09:45 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,higher,31,0.9032,0.5027,1.797,7,0.2857,0.5262,0.543,"[0.0822, 0.6411]",0.9560219890054973,0.9207920792079208,0.9529682393649695,0.9931193430974405,0.998924248677784,1.0,0.0003354556709404408,1.0,5.329512730219268e-06,True,2022:100/53(n10) 2023:88/46(n8) 2024:85/52(n13) 2025:40/56(n5) 2026:0/49(n2),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,31,0.6774193548387096,36.027556900022745,144.7719367655866,7,0.14285714285714285,-55.73087284906745,518.0881896230388,-45.78214285714317,"[[""atr14_pct"", "">"", 0.0583], [""or_first_break"", "">"", 0.5], [""mv_pct"", ""<="", 0.1756]]"
R0385,"When range so far (high−low since 09:15) ≥ 0.44% (≈110 pts at 25,000) AND price is inside the opening range AND the first opening-range break was upward at 09:45",09:45,"the best favourable excursion after 09:45 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,30,0.8333,0.5027,1.658,20,0.55,0.5262,1.045,"[0.3421, 0.7418]",0.431784107946027,1.0,0.5058476614800493,0.7177867546840992,0.998924248677784,1.0,0.00942486438076798,1.0,0.00036290124117394225,False,2022:85/53(n13) 2023:57/46(n7) 2024:100/52(n10) 2025:55/56(n11) 2026:56/49(n9),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,30,0.6666666666666666,56.00488524232482,205.3443056318601,20,0.35,-11.6262601213864,661.3169938587853,-2.1451600000003963,"[[""rng_pct"", "">="", 0.4386], [""or_state"", ""=="", 0.0], [""or_first_break"", ""=="", 1.0]]"
R0386,"When prior-day range ≥ 0.99% (≈247 pts at 25,000) AND India VIX change on the prior day (%) ≥ 3.36 AND 1-min Supertrend is up at 09:45",09:45,"the best favourable excursion after 09:45 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,38,0.8158,0.5027,1.623,27,0.4074,0.5262,0.774,"[0.2451, 0.5927]",0.8845577211394303,1.0,0.9236181025917442,0.9814389832816433,0.998924248677784,1.0,0.004330045707759154,1.0,0.00013264272114121983,False,2022:88/53(n17) 2023:86/46(n7) 2024:71/52(n14) 2025:67/56(n6) 2026:33/49(n21),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,38,0.5263157894736842,38.787982726299276,290.95872711513016,27,0.3333333333333333,-19.320780898405946,1109.422501092883,-8.359970370369815,"[[""pdr_pct"", "">="", 0.9892], [""vix_chg"", "">="", 3.3595], [""supertrend_dir"", ""=="", 1.0]]"
R0387,"When CPR width ≥ 0.20% (≈51 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 AND the first opening-range break was upward at 09:45",09:45,"the best favourable excursion after 09:45 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,42,0.8095,0.5027,1.61,25,0.4,0.5262,0.76,"[0.234, 0.5926]",0.9160419790104948,1.0,0.9285909134601844,0.983213908369607,0.998924248677784,1.0,0.0028959247901871035,1.0,7.939220075636158e-05,False,2022:81/53(n21) 2023:88/46(n8) 2024:77/52(n13) 2025:38/56(n13) 2026:42/49(n12),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,42,0.6904761904761905,42.93420523811811,163.4335142055536,25,0.36,-33.43058270574823,1213.1212640729736,-23.399871999999743,"[[""cpr_width_pct"", "">="", 0.2029], [""vix_chg"", "">="", 0.7733], [""or_first_break"", ""=="", 1.0]]"
R0388,"When India VIX change on the prior day (%) > 3.61 AND price vs session TWAP (time-weighted VWAP) > -0.12% (≈-29 pts at 25,000) AND India VIX (prior day's close) > 13.8 at 09:45",09:45,"the best favourable excursion after 09:45 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),tree,higher,70,0.8,0.5027,1.591,41,0.4634,0.5262,0.881,"[0.3206, 0.6125]",0.7691154422788605,0.27722772277227725,0.8318516680748762,0.9436916461192655,0.998924248677784,1.0,5.097664096197737e-05,1.0,5.418557857513063e-07,False,2022:79/53(n29) 2023:60/46(n10) 2024:87/52(n31) 2025:50/56(n16) 2026:44/49(n25),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,70,0.5571428571428572,42.68293240987913,654.6114888753655,41,0.3902439024390244,-17.703754962001053,1311.075260045416,-7.082975609755877,"[[""vix_chg"", "">"", 3.608], [""dist_twap_pct"", "">"", -0.1159], [""vix_prev"", "">"", 13.775]]"
R0389,"When prior-day range ≥ 1.34% (≈336 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 AND 1-min Supertrend is up at 09:45",09:45,"the best favourable excursion after 09:45 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,35,0.8,0.5027,1.591,18,0.3889,0.5262,0.739,"[0.203, 0.6138]",0.8740629685157422,1.0,0.9199406480004882,0.9814389832816433,0.998924248677784,1.0,0.013286979440504998,1.0,0.0005711706684746172,False,2022:80/53(n15) 2023:75/46(n4) 2024:81/52(n16) 2025:50/56(n2) 2026:38/49(n16),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,35,0.5428571428571428,28.88600620803184,318.5085784140408,18,0.2777777777777778,-45.95760378184994,929.6406951303961,-34.743066666666586,"[[""pdr_pct"", "">="", 1.345], [""vix_chg"", "">="", 0.7733], [""supertrend_dir"", ""=="", 1.0]]"
R0390,When India VIX change on the prior day (%) ≥ 3.36 AND 1-min RSI(14) ≥ 54.6 AND 1-min ADX(14) ≥ 30.7 at 09:45,09:45,"the best favourable excursion after 09:45 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,30,0.8,0.5027,1.591,21,0.4286,0.5262,0.814,"[0.2447, 0.6345]",0.8210894552723638,1.0,0.8674508978765431,0.9647165591945078,0.998924248677784,1.0,0.028474316428563635,1.0,0.001582017498968119,False,2022:82/53(n11) 2023:91/46(n11) 2024:62/52(n8) 2025:50/56(n8) 2026:38/49(n13),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,30,0.6,40.27499573657837,340.0323420946742,21,0.23809523809523808,-46.523073918499634,1054.2259253615393,-35.4433714285707,"[[""vix_chg"", "">="", 3.3595], [""rsi_14"", "">="", 54.5573], [""adx_14"", "">="", 30.7234]]"
R0391,"When size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND India VIX change on the prior day (%) ≥ 3.36 AND price has not touched the prior-day low yet at 09:45",09:45,"the best favourable excursion after 09:45 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,38,0.7895,0.5027,1.57,23,0.5217,0.5262,0.992,"[0.3296, 0.7076]",0.5687156421789106,1.0,0.6003227417388376,0.7912885686206675,0.998924248677784,1.0,0.012620898274174954,1.0,0.0005334291737684316,False,2022:75/53(n4) 2023:62/46(n8) 2024:85/52(n26) 2025:64/56(n11) 2026:42/49(n12),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,38,0.631578947368421,57.810542651307564,214.58806861211315,23,0.5652173913043478,21.174634819617204,287.6907068445736,32.74980869565242,"[[""abs_gap_pct"", ""<="", 0.2212], [""vix_chg"", "">="", 3.3595], [""touched_pdl"", ""=="", 0.0]]"
R0392,"When position in today's range so far (0 = at low, 1 = at high) ≤ 0.0686 AND move from the open to 09:45 ≤ -0.40% (≈-101 pts at 25,000) AND range so far (high−low since 09:15) ≤ 1.03% (≈258 pts at 25,000) at 09:45",09:45,"the best favourable excursion after 09:45 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,lower,31,0.1613,0.5027,0.321,14,0.5,0.5262,0.95,"[0.268, 0.732]",0.4942528735632184,1.0,0.5263378512931329,0.7308577020813217,0.998924248677784,1.0,0.005278109513031834,1.0,0.0001710104389135763,True,2022:0/53(n8) 2023:17/46(n12) 2024:27/52(n11) 2025:57/56(n7) 2026:43/49(n7),True,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,31,0.6451612903225806,52.29473885892158,264.03744178542377,14,0.2857142857142857,-0.19910753149508054,356.37806485276104,10.408371428570847,"[[""pos_rng"", ""<="", 0.0686], [""mv_pct"", ""<="", -0.4029], [""rng_pct"", ""<="", 1.0314]]"
R0393,"When size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND opening-range size ≥ 0.37% (≈91 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) ≤ -0.12% (≈-29 pts at 25,000) at 09:45",09:45,"the best favourable excursion after 09:45 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,lower,31,0.1935,0.5027,0.385,16,0.5625,0.5262,1.069,"[0.3318, 0.769]",0.7061469265367316,1.0,0.7039159508690616,0.8595556585989043,0.998924248677784,1.0,0.016924507670208266,1.0,0.00078916785353437,False,2022:20/53(n15) 2023:0/46(n7) 2024:33/52(n9) 2025:50/56(n6) 2026:60/49(n10),False,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,31,0.6451612903225806,67.37320784357665,149.74508571606492,16,0.25,-23.72091978756187,615.4309395130178,-12.975850000000264,"[[""abs_gap_pct"", ""<="", 0.2212], [""or_rng_pct"", "">="", 0.3655], [""dist_twap_pct"", ""<="", -0.1173]]"
R0394,"When price vs prior-day low ≥ +0.67% (≈+167 pts at 25,000) AND the move from the open is UP AND it is weekly-expiry day at 09:45",09:45,"the best favourable excursion after 09:45 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,lower,31,0.1935,0.5027,0.385,16,0.6875,0.5262,1.307,"[0.444, 0.8584]",0.9620189905047476,1.0,0.9406576068592998,0.9853243980443671,0.998924248677784,1.0,0.016924507670208266,1.0,0.00078916785353437,False,2022:8/53(n12) 2023:15/46(n13) 2024:50/52(n6) 2025:75/56(n12) 2026:50/49(n4),False,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,31,0.6451612903225806,38.695269582610585,319.2339683454678,16,0.375,-28.113003634572706,674.089624906055,-18.651949999999943,"[[""dist_pdl_pct"", "">="", 0.6666], [""dir"", ""=="", 1.0], [""dte_cat"", ""=="", 0.0]]"
R0395,"When size of the move from the open to 09:45 (either direction) ≥ 0.35% (≈89 pts at 25,000) AND CPR width ≥ 0.20% (≈51 pts at 25,000) AND price is below the opening-range low at 09:45",09:45,"the best favourable excursion after 09:45 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,lower,30,0.2,0.5027,0.398,12,0.4167,0.5262,0.792,"[0.1933, 0.6805]",0.2518740629685157,1.0,0.31846219321000824,0.513989757691023,0.998924248677784,1.0,0.024540807499263375,1.0,0.0012931301071565267,False,2022:22/53(n18) 2023:25/46(n8) 2024:0/52(n4) 2025:50/56(n8) 2026:25/49(n4),True,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,30,0.43333333333333335,2.6518960254950548,796.65559369458,12,0.4166666666666667,-14.824508450359843,266.1252432477636,-6.221250000000509,"[[""abs_mv_pct"", "">="", 0.3543], [""cpr_width_pct"", "">="", 0.2029], [""or_state"", ""=="", -1.0]]"
R0396,"When size of the move from the open to 09:45 (either direction) > 0.19% (≈48 pts at 25,000) AND move from the open to 09:45 > +0.33% (≈+83 pts at 25,000) AND range so far (high−low since 09:15) ≤ 0.67% (≈168 pts at 25,000) at 09:45",09:45,price never trades back to the open after 09:45,level / structure,rulefit,higher,38,0.8421,0.3234,2.604,27,0.6667,0.3986,1.672,"[0.4782, 0.8136]",0.0014992503748125937,0.009900990099009901,0.0044217626936461025,0.01482052875249659,0.00902776549952746,1.0,3.7966342037345405e-08,0.0010907783246018109,1.1838207135861112e-10,True,2022:93/36(n14) 2023:90/31(n10) 2024:71/30(n14) 2025:60/42(n15) 2026:75/38(n12),True,PASS,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,38,0.631578947368421,35.234691893230575,249.44509857324238,27,0.5555555555555556,0.5899367216531202,417.65514988512894,11.344325925926064,"[[""abs_mv_pct"", "">"", 0.1928], [""mv_pct"", "">"", 0.332], [""rng_pct"", ""<="", 0.6718]]"
R0397,"When size of the move from the open to 09:45 (either direction) > 0.20% (≈49 pts at 25,000) AND (price is above the CPR or price is inside the CPR) AND 1-min ADX(14) > 47.5 at 09:45",09:45,price never trades back to the open after 09:45,level / structure,rulefit,higher,30,0.8,0.3234,2.474,18,0.6667,0.3986,1.672,"[0.4375, 0.8372]",0.0074962518740629685,0.0891089108910891,0.019692888507887744,0.05201491203713828,0.031987343764193356,1.0,2.3965808454721234e-05,1.0,2.193253890928785e-07,True,2022:73/36(n11) 2023:91/31(n11) 2024:75/30(n8) 2025:67/42(n9) 2026:67/38(n9),True,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,30,0.6,23.094684844730786,292.9632525551715,18,0.5555555555555556,2.329096292350293,334.18167758095336,12.884888888889085,"[[""abs_mv_pct"", "">"", 0.1953], [""cpr_pos"", "">"", -0.5], [""adx_14"", "">"", 47.4984]]"
R0398,"When size of the move from the open to 09:45 (either direction) ≥ 0.35% (≈89 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) ≥ 0.851 AND it is not expiry day at 09:45",09:45,price never trades back to the open after 09:45,level / structure,subgroup,higher,34,0.7941,0.3234,2.456,28,0.5714,0.3986,1.433,"[0.3907, 0.7349]",0.010994502748625687,0.009900990099009901,0.04841309546881142,0.11204173522782072,0.06994324357656294,1.0,6.414028935598637e-06,0.4195444361468233,4.5716998291032604e-08,True,2022:78/36(n18) 2023:100/31(n7) 2024:67/30(n9) 2025:50/42(n18) 2026:70/38(n10),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,34,0.5882352941176471,20.964772698470274,450.4867694611216,28,0.4642857142857143,-24.273738881523716,856.8156165375583,-14.676064285713958,"[[""abs_mv_pct"", "">="", 0.3543], [""pos_rng"", "">="", 0.8509], [""is_expiry"", ""=="", 0.0]]"
R0399,"When size of the move from the open to 09:45 (either direction) > 0.25% (≈62 pts at 25,000) AND 1-min RSI(14) > 50.3 AND price vs session TWAP (time-weighted VWAP) ≤ +0.17% (≈+43 pts at 25,000) at 09:45",09:45,price never trades back to the open after 09:45,level / structure,rulefit,higher,68,0.7794,0.3234,2.41,56,0.6429,0.3986,1.613,"[0.5119, 0.7554]",0.0004997501249375312,0.009900990099009901,0.00019164916977608895,0.0010179398525811938,0.000615790775018253,0.15140284412311028,2.500858045812579e-11,2.7778581947303024e-07,3.0090269944842545e-14,True,2022:83/36(n29) 2023:88/31(n17) 2024:64/30(n22) 2025:55/42(n29) 2026:74/38(n27),True,PASS,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,68,0.5588235294117647,30.31147530207856,344.70607417587644,56,0.5357142857142857,4.670790383954274,465.63722713143557,15.545010714285647,"[[""abs_mv_pct"", "">"", 0.2488], [""rsi_14"", "">"", 50.3465], [""dist_twap_pct"", ""<="", 0.1711]]"
R0400,"When size of the move from the open to 09:45 (either direction) ≥ 0.35% (≈89 pts at 25,000) AND opening gap vs prior close ≤ +0.04% (≈+9 pts at 25,000) AND 1-min Supertrend is up at 09:45",09:45,price never trades back to the open after 09:45,level / structure,subgroup,higher,32,0.7812,0.3234,2.416,24,0.5833,0.3986,1.463,"[0.3883, 0.7553]",0.02348825587206397,0.12871287128712872,0.05198533263752956,0.11889351370277348,0.07455457461187166,1.0,2.9055500749213845e-05,1.0,2.762685079539599e-07,True,2022:82/36(n17) 2023:50/31(n4) 2024:82/30(n11) 2025:72/42(n18) 2026:17/38(n6),False,FAIL,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,32,0.4375,16.193039230593705,413.63836163619067,24,0.375,-24.922082174839158,653.4264912735215,-16.343616666666396,"[[""abs_mv_pct"", "">="", 0.3543], [""gap_pct"", ""<="", 0.0365], [""supertrend_dir"", ""=="", 1.0]]"
R0401,"When size of the move from the open to 09:45 (either direction) ≥ 0.21% (≈52 pts at 25,000) AND price vs prior-day low ≥ +0.67% (≈+167 pts at 25,000) AND India VIX (prior day's close) ≤ 13.7 at 09:45",09:45,price never trades back to the open after 09:45,level / structure,subgroup,higher,31,0.7742,0.3234,2.394,23,0.7391,0.3986,1.854,"[0.5353, 0.8745]",0.0004997501249375312,0.297029702970297,0.0009790714047718861,0.004119729027871313,0.0025030173304603004,0.7264709823407395,6.10515820690612e-05,1.0,6.711867000900528e-07,True,2022:50/36(n2) 2023:79/31(n19) 2024:80/30(n10) 2025:69/42(n16) 2026:86/38(n7),True,PASS,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,31,0.5483870967741935,11.472088223943578,189.5100340773604,23,0.5652173913043478,5.515685485141032,292.87071937707896,14.981695652174297,"[[""abs_mv_pct"", "">="", 0.2086], [""dist_pdl_pct"", "">="", 0.6666], [""vix_prev"", ""<="", 13.684]]"
R0402,"When size of the move from the open to 09:45 (either direction) > 0.15% (≈36 pts at 25,000) AND 1-min ADX(14) > 51 AND 1-min Bollinger %B ≤ 0.906 at 09:45",09:45,price never trades back to the open after 09:45,level / structure,rulefit,higher,41,0.7561,0.3234,2.338,28,0.6071,0.3986,1.523,"[0.4241, 0.7643]",0.010994502748625687,0.009900990099009901,0.020741538294377117,0.05448858168144475,0.03350556186014765,1.0,4.896294016917415e-06,0.3064365049071701,3.338140651739745e-08,True,2022:73/36(n15) 2023:76/31(n17) 2024:78/30(n9) 2025:58/42(n12) 2026:62/38(n16),True,WATCH,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,41,0.4878048780487805,13.947869744827065,219.30830805964524,28,0.5357142857142857,-9.8680028920707,627.4361128949233,1.0416571428572101,"[[""abs_mv_pct"", "">"", 0.1457], [""adx_14"", "">"", 50.9559], [""bb_pctb"", ""<="", 0.9059]]"
R0403,"When size of the move from the open to 09:45 (either direction) ≥ 0.21% (≈52 pts at 25,000) AND 1-min RSI(14) ≥ 54.6 AND 1-min ATR(14) as % of price ≤ 0.0491 at 09:45",09:45,price never trades back to the open after 09:45,level / structure,subgroup,higher,33,0.7576,0.3234,2.343,29,0.6207,0.3986,1.557,"[0.44, 0.7731]",0.00399800099950025,0.3465346534653465,0.012955089136355942,0.03649955547982022,0.022404683565227332,1.0,6.976216736731182e-05,1.0,7.870866002101741e-07,True,2022:75/36(n8) 2023:75/31(n16) 2024:78/30(n9) 2025:61/42(n18) 2026:64/38(n11),True,PASS,False,enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close,33,0.6060606060606061,22.260261328449644,217.47484811163133,29,0.5172413793103449,-1.6352286433128467,287.5768486356727,9.143917241379878,"[[""abs_mv_pct"", "">="", 0.2086], [""rsi_14"", "">="", 54.5573], [""atr14_pct"", ""<="", 0.0491]]"
R0404,"When size of the move from the open to 09:45 (either direction) ≤ 0.06% (≈16 pts at 25,000) AND prior-day range ≤ 1.03% (≈257 pts at 25,000) at 09:45",09:45,price never trades back to the open after 09:45,level / structure,tree,lower,95,0.0,0.3234,0.0,57,0.0526,0.3986,0.132,"[0.0181, 0.1437]",0.0004997501249375312,0.009900990099009901,2.3860912087282013e-09,8.685678969890214e-08,5.254299623760746e-08,2.2596283746656067e-06,2.1550668140772362e-13,1.4122902101219895e-09,1.5290629096570033e-16,True,2022:0/36(n27) 2023:0/31(n40) 2024:0/30(n28) 2025:3/42(n29) 2026:7/38(n28),True,PASS,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,95,0.4631578947368421,0.3888151672696252,615.7765187630583,57,0.45614035087719296,-4.872327068761444,1203.9078982413196,5.991982456140313,"[[""abs_mv_pct"", ""<="", 0.0646], [""pdr_pct"", ""<="", 1.0299]]"
R0405,"When size of the move from the open to 09:45 (either direction) ≤ 0.07% (≈18 pts at 25,000) AND CPR width ≤ 0.13% (≈33 pts at 25,000) AND it is not expiry day at 09:45",09:45,price never trades back to the open after 09:45,level / structure,subgroup,lower,51,0.0,0.3234,0.0,29,0.069,0.3986,0.173,"[0.0191, 0.2196]",0.0004997501249375312,0.009900990099009901,7.817589734606184e-05,0.00048709597577161607,0.00029466299768900233,0.06386970813173252,8.764031557222306e-07,0.0409780267912004,4.456131825120744e-09,True,2022:0/36(n12) 2023:0/31(n23) 2024:0/30(n16) 2025:7/42(n14) 2026:7/38(n15),False,PASS,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,51,0.37254901960784315,-14.578567849790831,900.815729126252,29,0.41379310344827586,-8.204953923203295,592.1102088176033,2.8236482758624457,"[[""abs_mv_pct"", ""<="", 0.0702], [""cpr_width_pct"", ""<="", 0.1325], [""is_expiry"", ""=="", 0.0]]"
R0406,"When size of the move from the open to 09:45 (either direction) ≤ 0.07% (≈18 pts at 25,000) AND the first opening-range break was downward at 09:45",09:45,price never trades back to the open after 09:45,level / structure,subgroup,lower,42,0.0,0.3234,0.0,16,0.125,0.3986,0.314,"[0.035, 0.3602]",0.01199400299850075,0.04950495049504951,0.018822538029275894,0.05012467661494841,0.030829115212295893,1.0,1.739987616778431e-05,1.0,1.4989745497161039e-07,True,2022:0/36(n16) 2023:0/31(n10) 2024:0/30(n16) 2025:9/42(n11) 2026:20/38(n5),False,FAIL,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,42,0.38095238095238093,7.223696048220013,969.604024073448,16,0.3125,-34.307001022283906,548.9120163565424,-24.77314999999976,"[[""abs_mv_pct"", ""<="", 0.0702], [""or_first_break"", ""=="", -1.0]]"
R0407,"When size of the move from the open to 09:45 (either direction) ≤ 0.07% (≈18 pts at 25,000) AND range so far (high−low since 09:15) ≤ 0.35% (≈88 pts at 25,000) AND 1-min ADX(14) ≤ 24.8 at 09:45",09:45,price never trades back to the open after 09:45,level / structure,subgroup,lower,41,0.0,0.3234,0.0,28,0.0,0.3986,0.0,"[0.0, 0.1206]",0.0004997501249375312,0.0891089108910891,6.544905579817876e-07,9.10489453816864e-06,5.507899165064979e-06,0.000591659464415536,2.4174694204028588e-05,1.0,2.2153519364771102e-07,True,2022:0/36(n11) 2023:0/31(n17) 2024:0/30(n13) 2025:0/42(n16) 2026:0/38(n12),True,PASS,False,enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close,41,0.4146341463414634,-2.2148179263211767,651.0879995443897,28,0.4642857142857143,-5.519278036776228,545.1166825270942,5.043657142857228,"[[""abs_mv_pct"", ""<="", 0.0702], [""rng_pct"", ""<="", 0.3526], [""adx_14"", ""<="", 24.7969]]"
R0408,"When price vs prior-day high > -0.38% (≈-95 pts at 25,000) AND move from the open to 09:45 > +0.12% (≈+30 pts at 25,000) at 09:45",09:45,price reaches the prior-day high after 09:45 (days not yet at PDH),level / structure,rulefit,higher,32,0.8438,0.2372,3.557,23,0.7826,0.1972,3.969,"[0.581, 0.9034]",0.0004997501249375312,0.009900990099009901,2.433601777793985e-09,8.685678969890214e-08,5.254299623760746e-08,2.3021872817931096e-06,8.001885894396238e-10,1.3649141851921122e-05,1.4794565199326888e-12,True,2022:100/20(n9) 2023:83/22(n12) 2024:73/28(n11) 2025:81/22(n16) 2026:71/17(n7),True,PASS,False,"enter long at 09:45 price, take profit at PDH; stop 0.4% of entry; exit at close",32,0.71875,2.0280267797113636,212.42421494022452,23,0.6521739130434783,2.4729972190321554,194.32361448206927,12.527269565217505,"[[""dist_pdh_pct"", "">"", -0.3799], [""mv_pct"", "">"", 0.1198]]"
R0409,"When price vs prior-day high > -0.43% (≈-107 pts at 25,000) AND CPR width > 0.10% (≈26 pts at 25,000) AND India VIX (prior day's close) > 13.9 at 09:45",09:45,price reaches the prior-day high after 09:45 (days not yet at PDH),level / structure,rulefit,higher,30,0.8333,0.2372,3.513,16,0.5,0.1972,2.536,"[0.28, 0.72]",0.005997001499250375,0.009900990099009901,0.006402302634832325,0.020139282074618188,0.012262390714271685,1.0,7.528230172925601e-09,0.00017230645266170207,1.8688487451004436e-11,True,2022:78/20(n18) 2023:80/22(n5) 2024:100/28(n7) 2025:36/22(n11) 2026:80/17(n5),False,WATCH,False,"enter long at 09:45 price, take profit at PDH; stop 0.4% of entry; exit at close",30,0.7,9.596575914585749,245.73196013078956,16,0.5625,-12.333151359554778,495.0480042905776,-2.4823499999997694,"[[""dist_pdh_pct"", "">"", -0.4269], [""cpr_width_pct"", "">"", 0.1028], [""vix_prev"", "">"", 13.95]]"
R0410,"When price vs prior-day high > -0.38% (≈-95 pts at 25,000) AND CPR width > 0.06% (≈16 pts at 25,000) AND India VIX change on the prior day (%) > -2.59 at 09:45",09:45,price reaches the prior-day high after 09:45 (days not yet at PDH),level / structure,rulefit,higher,51,0.8039,0.2372,3.389,25,0.6,0.1972,3.043,"[0.4074, 0.766]",0.0004997501249375312,0.009900990099009901,1.1322686353337433e-05,9.91500102292251e-05,5.997963581767938e-05,0.00976717577929721,6.947317819655522e-14,4.078955325299619e-10,4.4158899353086356e-17,True,2022:85/20(n13) 2023:82/22(n22) 2024:75/28(n16) 2025:60/22(n15) 2026:60/17(n10),False,PASS,False,"enter long at 09:45 price, take profit at PDH; stop 0.4% of entry; exit at close",51,0.7450980392156863,9.934624305432475,212.83447493438916,25,0.52,-13.777365287954241,527.810346812737,-3.2617439999998896,"[[""dist_pdh_pct"", "">"", -0.3812], [""cpr_width_pct"", "">"", 0.0645], [""vix_chg"", "">"", -2.592]]"
R0411,"When price vs prior-day high > -0.38% (≈-95 pts at 25,000) AND distance from TWAP in the move's direction > +0.05% (≈+11 pts at 25,000) AND size of the opening gap > 0.08% (≈19 pts at 25,000) at 09:45",09:45,price reaches the prior-day high after 09:45 (days not yet at PDH),level / structure,rulefit,higher,40,0.8,0.2372,3.373,20,0.65,0.1972,3.296,"[0.4329, 0.8188]",0.0004997501249375312,0.009900990099009901,1.2893113078531199e-05,0.00010711201634472072,6.479615803569526e-05,0.011036504795222706,1.308694377948634e-10,1.775117951948011e-06,1.9233534987950434e-13,True,2022:83/20(n12) 2023:80/22(n15) 2024:77/28(n13) 2025:54/22(n13) 2026:86/17(n7),True,PASS,False,"enter long at 09:45 price, take profit at PDH; stop 0.4% of entry; exit at close",40,0.75,13.738099029438326,152.91596816578163,20,0.55,-6.300188487326823,437.65617037235967,3.663260000000264,"[[""dist_pdh_pct"", "">"", -0.3811], [""twap_dir_pct"", "">"", 0.0458], [""abs_gap_pct"", "">"", 0.0759]]"
R0412,"When price vs prior-day high > -0.38% (≈-95 pts at 25,000) AND India VIX (prior day's close) > 13.4 AND prior day's close-to-close return > -0.82% (≈-204 pts at 25,000) at 09:45",09:45,price reaches the prior-day high after 09:45 (days not yet at PDH),level / structure,rulefit,higher,52,0.7885,0.2372,3.324,18,0.5556,0.1972,2.817,"[0.3372, 0.7544]",0.0009995002498750624,0.009900990099009901,0.0008100943269053084,0.0034384789770827936,0.002089190632545269,0.6027101792175494,2.2528211820192957e-13,1.482426014739961e-09,1.605002460123265e-16,True,2022:87/20(n15) 2023:78/22(n9) 2024:75/28(n28) 2025:46/22(n13) 2026:80/17(n5),False,WATCH,False,"enter long at 09:45 price, take profit at PDH; stop 0.4% of entry; exit at close",52,0.6730769230769231,4.497878586353661,262.1626544277071,18,0.5555555555555556,-21.301299244633597,632.7342353207772,-12.426311111111216,"[[""dist_pdh_pct"", "">"", -0.3812], [""vix_prev"", "">"", 13.375], [""prevret_pct"", "">"", -0.8159]]"
R0413,"When price vs prior-day high > -0.22% (≈-54 pts at 25,000) AND price vs prior-day low > +0.25% (≈+63 pts at 25,000) AND CPR width ≤ 0.35% (≈89 pts at 25,000) at 09:45",09:45,price reaches the prior-day high after 09:45 (days not yet at PDH),level / structure,rulefit,higher,32,0.7812,0.2372,3.294,23,0.8261,0.1972,4.189,"[0.6286, 0.9302]",0.0004997501249375312,0.009900990099009901,1.5478681612684278e-10,7.522639263764559e-09,4.550732394129178e-09,1.4751183576888118e-07,7.624855316291059e-08,0.0024261933410313877,2.634033034646703e-10,True,2022:83/20(n6) 2023:73/22(n15) 2024:82/28(n11) 2025:87/22(n15) 2026:75/17(n8),True,PASS,False,"enter long at 09:45 price, take profit at PDH; stop 0.4% of entry; exit at close",32,0.78125,-1.1330540441334414,110.90822685450274,23,0.6956521739130435,0.6661070305274415,137.13981641181368,10.762669565217632,"[[""dist_pdh_pct"", "">"", -0.2154], [""dist_pdl_pct"", "">"", 0.251], [""cpr_width_pct"", ""<="", 0.3546]]"
R0414,"When price vs prior-day high > -0.45% (≈-112 pts at 25,000) AND CPR width > 0.11% (≈28 pts at 25,000) at 09:45",09:45,price reaches the prior-day high after 09:45 (days not yet at PDH),level / structure,rulefit,higher,62,0.6774,0.2372,2.856,43,0.4651,0.1972,2.359,"[0.3251, 0.6108]",0.0004997501249375312,0.009900990099009901,6.570426315868598e-05,0.0004286210992633743,0.0002592893069617943,0.05414031284275725,3.3038938365735376e-10,5.021654295437456e-06,5.441966776182632e-13,True,2022:78/20(n18) 2023:68/22(n22) 2024:59/28(n22) 2025:39/22(n31) 2026:67/17(n12),False,PASS,False,"enter long at 09:45 price, take profit at PDH; stop 0.4% of entry; exit at close",62,0.5967741935483871,-5.383055595736786,399.35089305273186,43,0.46511627906976744,-24.41754222004412,1271.2771419695257,-14.883376744185943,"[[""dist_pdh_pct"", "">"", -0.4498], [""cpr_width_pct"", "">"", 0.1124]]"
R0415,"When move from the open to 09:45 ≥ +0.16% (≈+40 pts at 25,000) AND price is above the CPR at 09:45",09:45,price reaches the prior-day high after 09:45 (days not yet at PDH),level / structure,subgroup,higher,31,0.6774,0.2372,2.856,25,0.68,0.1972,3.449,"[0.4841, 0.828]",0.0004997501249375312,0.26732673267326734,2.1523780354393667e-07,3.6070887076673527e-06,2.1820660083419783e-06,0.00019694259024270204,4.914146690806242e-05,1.0,5.180971408295276e-07,True,2022:75/20(n12) 2023:85/22(n13) 2024:17/28(n6) 2025:73/22(n15) 2026:60/17(n10),True,PASS,False,"enter long at 09:45 price, take profit at PDH; stop 0.4% of entry; exit at close",31,0.6451612903225806,-6.0349222117033126,536.0632765940347,25,0.68,12.851038057606042,148.5090892624046,23.272936000000044,"[[""mv_pct"", "">="", 0.1587], [""cpr_pos"", ""=="", 1.0]]"
R0416,"When opening gap vs prior close ≤ -0.23% (≈-58 pts at 25,000) AND price vs prior-day high ≤ -0.99% (≈-246 pts at 25,000) AND prior day's close-to-close return is negative at 09:45",09:45,price reaches the prior-day high after 09:45 (days not yet at PDH),level / structure,subgroup,lower,67,0.0,0.2372,0.0,39,0.0256,0.1972,0.13,"[0.0045, 0.1318]",0.0029985007496251873,0.009900990099009901,0.0020159800388800638,0.007536663837659315,0.00459455915837782,1.0,4.023344841422087e-06,0.24273631521731925,2.6435704710778093e-08,True,2022:0/20(n39) 2023:0/22(n10) 2024:0/28(n18) 2025:0/22(n14) 2026:4/17(n25),False,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""gap_pct"", ""<="", -0.2327], [""dist_pdh_pct"", ""<="", -0.9859], [""prevret_pct"", ""<"", 0.0]]"
R0417,"When price vs prior-day low ≤ +0.06% (≈+15 pts at 25,000) AND 1-min ATR(14) as % of price ≥ 0.0596 AND prior day's close-to-close return is negative at 09:45",09:45,price reaches the prior-day high after 09:45 (days not yet at PDH),level / structure,subgroup,lower,66,0.0,0.2372,0.0,37,0.0,0.1972,0.0,"[0.0, 0.0941]",0.0004997501249375312,0.009900990099009901,0.0002956723800877016,0.001473813094591005,0.0008915659461106079,0.23003311170823187,5.059484508201115e-06,0.31813194144515894,3.4656564231650254e-08,True,2022:0/20(n36) 2023:0/22(n6) 2024:0/28(n24) 2025:0/22(n16) 2026:0/17(n21),True,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""dist_pdl_pct"", ""<="", 0.0591], [""atr14_pct"", "">="", 0.0596], [""prevret_pct"", ""<"", 0.0]]"
R0418,When prior day's close-to-close return is negative AND the move from the open is UP AND price is below the CPR at 09:45,09:45,price reaches the prior-day high after 09:45 (days not yet at PDH),level / structure,subgroup,lower,64,0.0,0.2372,0.0,42,0.0476,0.1972,0.241,"[0.0132, 0.1579]",0.0004997501249375312,0.009900990099009901,0.006237345268441901,0.019812743793874273,0.012064338874486309,1.0,8.00678735657568e-06,0.5464353887022876,5.956274886763305e-08,True,2022:0/20(n26) 2023:0/22(n14) 2024:0/28(n24) 2025:5/22(n20) 2026:4/17(n22),True,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""prevret_pct"", ""<"", 0.0], [""dir"", ""=="", 1.0], [""cpr_pos"", ""=="", -1.0]]"
R0419,"When size of the opening gap ≥ 0.35% (≈87 pts at 25,000) AND prior day's close-to-close return ≤ -0.10% (≈-25 pts at 25,000) AND price is below the CPR at 09:45",09:45,price reaches the prior-day high after 09:45 (days not yet at PDH),level / structure,subgroup,lower,63,0.0,0.2372,0.0,34,0.0,0.1972,0.0,"[0.0, 0.1015]",0.0009995002498750624,0.019801980198019802,0.000571427630793655,0.002559574456826879,0.0015555529949382832,0.4319992888800032,1.0060949916766145e-05,0.7161308534225727,7.808531130638508e-08,True,2022:0/20(n39) 2023:0/22(n11) 2024:0/28(n13) 2025:0/22(n13) 2026:0/17(n21),True,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""abs_gap_pct"", "">="", 0.3474], [""prevret_pct"", ""<="", -0.1019], [""cpr_pos"", ""=="", -1.0]]"
R0420,"When price vs prior-day low ≤ +0.21% (≈+53 pts at 25,000) AND opening-range size ≤ 0.44% (≈109 pts at 25,000) at 09:45",09:45,price reaches the prior-day low after 09:45 (days not yet at PDL),level / structure,rulefit,higher,39,0.8718,0.2588,3.368,20,0.7,0.223,3.139,"[0.481, 0.8545]",0.0004997501249375312,0.009900990099009901,7.220461791610808e-06,6.948800852916541e-05,4.203595577690252e-05,0.006296242682284624,3.1710314458545243e-12,2.7641135278268398e-08,2.993361624521642e-15,True,2022:100/26(n9) 2023:90/26(n20) 2024:70/26(n10) 2025:71/24(n17) 2026:67/20(n3),False,PASS,False,"enter short at 09:45 price, take profit at PDL; stop 0.4% of entry; exit at close",39,0.8461538461538461,12.023556407661033,93.5601422095321,20,0.65,-9.296352781707006,319.7554432066434,-0.048359999999956924,"[[""dist_pdl_pct"", ""<="", 0.2117], [""or_rng_pct"", ""<="", 0.4361]]"
R0421,"When price vs prior-day low ≤ +0.32% (≈+81 pts at 25,000) AND size of the move from the open to 09:45 (either direction) > 0.04% (≈10 pts at 25,000) AND size of the opening gap > 0.16% (≈41 pts at 25,000) at 09:45",09:45,price reaches the prior-day low after 09:45 (days not yet at PDL),level / structure,rulefit,higher,32,0.8438,0.2588,3.26,23,0.7391,0.223,3.315,"[0.5353, 0.8745]",0.0004997501249375312,0.009900990099009901,2.0436239749463828e-07,3.484916673066463e-06,2.108159468892058e-06,0.00018719595610508865,5.690924692044645e-09,0.00012559899552128638,1.3621347112255262e-11,True,2022:91/26(n11) 2023:77/26(n13) 2024:88/26(n8) 2025:81/24(n16) 2026:57/20(n7),True,PASS,False,"enter short at 09:45 price, take profit at PDL; stop 0.4% of entry; exit at close",32,0.84375,13.396276049640846,125.96418956121045,23,0.6521739130434783,3.28788369985661,224.4782827256571,13.277660869564937,"[[""dist_pdl_pct"", ""<="", 0.3222], [""abs_mv_pct"", "">"", 0.0405], [""abs_gap_pct"", "">"", 0.1625]]"
R0422,"When price vs prior-day low ≤ +0.36% (≈+90 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) > 0.0624 AND distance from TWAP in the move's direction > +0.04% (≈+11 pts at 25,000) at 09:45",09:45,price reaches the prior-day low after 09:45 (days not yet at PDL),level / structure,rulefit,higher,31,0.8387,0.2588,3.24,17,0.5882,0.223,2.638,"[0.3601, 0.7839]",0.0069965017491254375,0.009900990099009901,0.0012255013560520031,0.004963280492010612,0.0030150409931321252,0.8982924939861183,1.6079943107065455e-08,0.0004102346486883982,4.450708805978485e-11,True,2022:100/26(n12) 2023:83/26(n12) 2024:57/26(n7) 2025:62/24(n13) 2026:50/20(n4),True,WATCH,False,"enter short at 09:45 price, take profit at PDL; stop 0.4% of entry; exit at close",31,0.8387096774193549,10.634069314805535,249.22647592192828,17,0.5882352941176471,-9.56959473832358,349.18661483895875,-0.05628235294053036,"[[""dist_pdl_pct"", ""<="", 0.3618], [""pos_rng"", "">"", 0.0624], [""twap_dir_pct"", "">"", 0.0432]]"
R0423,"When price vs prior-day low ≤ +0.73% (≈+183 pts at 25,000) AND 1-min ATR(14) as % of price > 0.0582 AND price vs prior-day high > -0.57% (≈-142 pts at 25,000) at 09:45",09:45,price reaches the prior-day low after 09:45 (days not yet at PDL),level / structure,rulefit,higher,31,0.8387,0.2588,3.24,16,0.3125,0.223,1.401,"[0.1416, 0.556]",0.5492253873063468,0.009900990099009901,0.27523679962973113,0.4644346640155575,0.32563226998447065,1.0,1.6079943107065455e-08,0.0004102346486883982,4.450708805978485e-11,False,2022:75/26(n8) 2023:100/26(n4) 2024:84/26(n19) 2025:18/24(n11) 2026:60/20(n5),False,FAIL,False,"enter short at 09:45 price, take profit at PDL; stop 0.4% of entry; exit at close",31,0.7741935483870968,59.79913573652935,152.44542984196988,16,0.4375,-13.63121338807051,398.67122290621705,-3.9113124999998945,"[[""dist_pdl_pct"", ""<="", 0.7329], [""atr14_pct"", "">"", 0.0582], [""dist_pdh_pct"", "">"", -0.5688]]"
R0424,"When prior-day range ≤ 0.78% (≈196 pts at 25,000) AND CPR width ≤ 0.13% (≈33 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) ≤ -0.01% (≈-3 pts at 25,000) at 09:45",09:45,price reaches the prior-day low after 09:45 (days not yet at PDL),level / structure,subgroup,higher,30,0.8,0.2588,3.091,30,0.6667,0.223,2.99,"[0.4878, 0.8077]",0.0004997501249375312,0.009900990099009901,2.5724138135238024e-07,4.1673103779085595e-06,2.5209655372533267e-06,0.00023486138117472316,3.9351975065872803e-07,0.016153616463436413,1.7555155091899857e-09,True,2022:67/26(n6) 2023:79/26(n14) 2024:90/26(n10) 2025:67/24(n24) 2026:67/20(n6),True,PASS,False,"enter short at 09:45 price, take profit at PDL; stop 0.4% of entry; exit at close",30,0.8,16.394956706337226,133.29849161139475,30,0.6333333333333333,-0.6241058290625119,242.76903337467985,8.870080000000355,"[[""pdr_pct"", ""<="", 0.7824], [""cpr_width_pct"", ""<="", 0.1325], [""ema9_21_pct"", ""<="", -0.0103]]"
R0425,"When price vs prior-day low ≤ +0.32% (≈+81 pts at 25,000) AND size of the move from the open to 09:45 (either direction) > 0.02% (≈5 pts at 25,000) AND opening gap vs prior close > +0.07% (≈+18 pts at 25,000) at 09:45",09:45,price reaches the prior-day low after 09:45 (days not yet at PDL),level / structure,rulefit,higher,39,0.7949,0.2588,3.071,29,0.6207,0.223,2.783,"[0.44, 0.7731]",0.0014992503748125937,0.009900990099009901,4.784066924378859e-06,4.7939309798930415e-05,2.9000323211698647e-05,0.0041908426257558805,3.518067688300398e-09,7.203398926942752e-05,7.810807124023122e-12,True,2022:100/26(n10) 2023:82/26(n17) 2024:58/26(n12) 2025:64/24(n25) 2026:50/20(n4),True,PASS,False,"enter short at 09:45 price, take profit at PDL; stop 0.4% of entry; exit at close",39,0.7948717948717948,12.477101819465927,246.46975419130752,29,0.5862068965517241,-4.928934866834105,531.5724496476901,4.002813793103495,"[[""dist_pdl_pct"", ""<="", 0.3222], [""abs_mv_pct"", "">"", 0.0188], [""gap_pct"", "">"", 0.0732]]"
R0426,"When 1-min EMA9 − EMA21 (as % of price) ≤ -0.00% (≈-1 pts at 25,000) AND (it is not expiry day) AND price vs prior-day low ≤ +0.25% (≈+63 pts at 25,000) at 09:45",09:45,price reaches the prior-day low after 09:45 (days not yet at PDL),level / structure,rulefit,higher,37,0.7838,0.2588,3.028,21,0.619,0.223,2.776,"[0.4088, 0.7925]",0.0004997501249375312,0.009900990099009901,0.00010834654827921724,0.0006344147284783082,0.00038378174932638396,0.08743566446132832,2.4912624823817934e-08,0.0006783535796852672,7.360958853127398e-11,True,2022:77/26(n13) 2023:81/26(n16) 2024:75/26(n8) 2025:50/24(n16) 2026:100/20(n5),False,PASS,False,"enter short at 09:45 price, take profit at PDL; stop 0.4% of entry; exit at close",37,0.7297297297297297,-2.857520467134428,292.0148929406862,21,0.6190476190476191,-21.152191098353544,570.0723325871911,-11.689609523809937,"[[""ema9_21_pct"", ""<="", -0.0038], [""is_expiry"", ""<="", 0.5], [""dist_pdl_pct"", ""<="", 0.2522]]"
R0427,"When price vs prior-day low ≤ +0.37% (≈+93 pts at 25,000) AND CPR width ≤ 0.13% (≈33 pts at 25,000) AND prior day's close-to-close return is positive at 09:45",09:45,price reaches the prior-day low after 09:45 (days not yet at PDL),level / structure,subgroup,higher,32,0.7812,0.2588,3.018,23,0.4348,0.223,1.95,"[0.2563, 0.6319]",0.10594702648675662,0.009900990099009901,0.019189180336309546,0.050822570264013295,0.03125550702977843,1.0,4.2679841943015114e-07,0.01775998788263847,1.9302089738083146e-09,True,2022:100/26(n2) 2023:81/26(n16) 2024:71/26(n14) 2025:47/24(n19) 2026:25/20(n4),False,FAIL,False,"enter short at 09:45 price, take profit at PDL; stop 0.4% of entry; exit at close",32,0.84375,23.2640673396034,173.17828299696828,23,0.6086956521739131,-2.809877555465631,218.06805915532163,6.188330434782667,"[[""dist_pdl_pct"", ""<="", 0.3706], [""cpr_width_pct"", ""<="", 0.1325], [""prevret_pct"", "">"", 0.0]]"
R0428,"When price vs prior-day low ≥ +0.67% (≈+167 pts at 25,000) AND CPR width ≥ 0.20% (≈51 pts at 25,000) AND India VIX change on the prior day (%) ≤ -1.33 at 09:45",09:45,price reaches the prior-day low after 09:45 (days not yet at PDL),level / structure,subgroup,lower,72,0.0,0.2588,0.0,30,0.0,0.223,0.0,"[-0.0, 0.1135]",0.0004997501249375312,0.009900990099009901,0.0005160466812762271,0.0023772387402866955,0.001444930707573436,0.393227571132485,2.1226906986653127e-07,0.007916004763122647,8.599281296838024e-10,True,2022:0/26(n36) 2023:0/26(n17) 2024:0/26(n19) 2025:0/24(n19) 2026:0/20(n11),True,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""dist_pdl_pct"", "">="", 0.6666], [""cpr_width_pct"", "">="", 0.2029], [""vix_chg"", ""<="", -1.3269]]"
R0429,"When price vs prior-day low ≥ +0.67% (≈+167 pts at 25,000) AND CPR width ≥ 0.20% (≈51 pts at 25,000) AND expiry is 3+ trading days away at 09:45",09:45,price reaches the prior-day low after 09:45 (days not yet at PDL),level / structure,subgroup,lower,62,0.0,0.2588,0.0,25,0.0,0.223,0.0,"[0.0, 0.1332]",0.0009995002498750624,0.009900990099009901,0.0018221081801921522,0.006918316996667078,0.004218108700602305,1.0,2.7877933961999934e-06,0.15794081216651312,1.7193898381960927e-08,True,2022:0/26(n20) 2023:0/26(n18) 2024:0/26(n24) 2025:0/24(n16) 2026:0/20(n9),True,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""dist_pdl_pct"", "">="", 0.6666], [""cpr_width_pct"", "">="", 0.2029], [""dte_cat"", ""=="", 3.0]]"
R0430,"When opening-range size ≥ 0.37% (≈91 pts at 25,000) AND price vs prior-day low ≥ +1.08% (≈+270 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) is positive at 09:45",09:45,price reaches the prior-day low after 09:45 (days not yet at PDL),level / structure,subgroup,lower,59,0.0,0.2588,0.0,38,0.0,0.223,0.0,"[0.0, 0.0918]",0.0004997501249375312,0.009900990099009901,6.856030168479719e-05,0.00044058925007265905,0.0002665292994266703,0.05635656798490329,5.983301134865939e-06,0.38759539443260493,4.223261911844189e-08,True,2022:0/26(n34) 2023:0/26(n8) 2024:0/26(n17) 2025:0/24(n17) 2026:0/20(n21),False,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""or_rng_pct"", "">="", 0.3655], [""dist_pdl_pct"", "">="", 1.0817], [""ema9_21_pct"", "">"", 0.0]]"
R0431,"When price vs prior-day high ≥ -0.17% (≈-44 pts at 25,000) AND CPR width ≥ 0.20% (≈51 pts at 25,000) AND prior day's close-to-close return ≥ +0.67% (≈+167 pts at 25,000) at 09:45",09:45,price reaches the prior-day low after 09:45 (days not yet at PDL),level / structure,subgroup,lower,59,0.0,0.2588,0.0,26,0.0,0.223,0.0,"[0.0, 0.1287]",0.0014992503748125937,0.009900990099009901,0.0014157844048182922,0.005594074965379594,0.0033978825715639013,1.0,5.983301134865939e-06,0.38759539443260493,4.223261911844189e-08,True,2022:0/26(n24) 2023:0/26(n16) 2024:0/26(n19) 2025:0/24(n17) 2026:0/20(n9),True,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""dist_pdh_pct"", "">="", -0.1746], [""cpr_width_pct"", "">="", 0.2029], [""prevret_pct"", "">="", 0.6697]]"
R0432,"When 1-min ATR(14) as % of price > 0.024 AND move from the open to 10:15 > +0.23% (≈+58 pts at 25,000) AND move from the open to 10:15 ≤ +0.29% (≈+73 pts at 25,000) at 10:15",10:15,price at 13:00 is further in the move's direction than at 10:15,direction (continuation / reversal),rulefit,higher,37,0.8378,0.5142,1.629,18,0.2778,0.5034,0.552,"[0.125, 0.5087]",0.9940029985007496,1.0,0.9856410912205226,0.9998438728713133,0.998924248677784,1.0,0.003032639312950642,1.0,8.390453826241506e-05,True,2022:85/55(n13) 2023:92/48(n12) 2024:75/52(n12) 2025:33/52(n9) 2026:22/48(n9),False,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at 13:00,37,0.7027027027027027,17.41516868654063,161.7727364369822,18,0.2222222222222222,-35.751095156118204,643.5197128101277,-24.71611111111128,"[[""atr14_pct"", "">"", 0.024], [""mv_pct"", "">"", 0.2312], [""mv_pct"", ""<="", 0.2908]]"
R0433,"When position in today's range so far (0 = at low, 1 = at high) ≥ 0.646 AND India VIX (prior day's close) ≥ 18.8 AND India VIX change on the prior day (%) is negative at 10:15",10:15,price at 13:00 is further in the move's direction than at 10:15,direction (continuation / reversal),subgroup,higher,31,0.8387,0.5142,1.631,5,0.4,0.5034,0.795,"[0.1176, 0.7693]",0.7931034482758621,1.0,0.816741884023971,0.9350859886882052,0.998924248677784,1.0,0.009141300800499299,1.0,0.00034947006841261395,False,2022:83/55(n29) 2023:–(n0) 2024:100/52(n2) 2025:0/52(n1) 2026:50/48(n4),False,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at 13:00,31,0.7419354838709677,25.259196921139267,168.5962594854583,5,0.4,-9.762272058559471,180.02777837564497,0.9433199999999488,"[[""pos_rng"", "">="", 0.6456], [""vix_prev"", "">="", 18.818], [""vix_chg"", ""<"", 0.0]]"
R0434,"When (it is Tuesday or it is Wednesday or it is Thursday or it is Friday) AND 1-min Bollinger %B > 0.874 AND size of the opening gap > 0.26% (≈65 pts at 25,000) at 10:15",10:15,price at 13:00 is further in the move's direction than at 10:15,direction (continuation / reversal),rulefit,higher,43,0.814,0.5142,1.583,19,0.5263,0.5034,1.045,"[0.3171, 0.7267]",0.4757621189405297,1.0,0.5120391141062879,0.7223541638770854,0.998924248677784,1.0,0.0032102445869622845,1.0,9.033033111722577e-05,True,2022:73/55(n15) 2023:80/48(n10) 2024:89/52(n18) 2025:50/52(n6) 2026:54/48(n13),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at 13:00,43,0.7674418604651163,33.890322299467215,127.65181713719375,19,0.42105263157894735,-0.46654797536812964,237.5045496696124,10.946063157894777,"[[""dow"", "">"", 0.5], [""bb_pctb"", "">"", 0.8736], [""abs_gap_pct"", "">"", 0.2608]]"
R0435,"When distance from TWAP in the move's direction > +0.07% (≈+17 pts at 25,000) AND price vs prior-day high > +0.28% (≈+71 pts at 25,000) AND prior day's close-to-close return ≤ +0.88% (≈+219 pts at 25,000) at 10:15",10:15,price at 13:00 is further in the move's direction than at 10:15,direction (continuation / reversal),rulefit,higher,46,0.8043,0.5142,1.564,19,0.4737,0.5034,0.941,"[0.2733, 0.6829]",0.8025987006496752,1.0,0.6869585507952355,0.8548274883616691,0.998924248677784,1.0,0.0031993086259853665,1.0,8.990762706434215e-05,False,2022:81/55(n16) 2023:75/48(n12) 2024:83/52(n18) 2025:50/52(n14) 2026:40/48(n5),False,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at 13:00,46,0.6521739130434783,12.643222940884716,356.3128868242087,19,0.3157894736842105,-6.839062663175377,275.2083511977959,3.178231578947146,"[[""twap_dir_pct"", "">"", 0.0687], [""dist_pdh_pct"", "">"", 0.2832], [""prevret_pct"", ""<="", 0.876]]"
R0436,"When range so far (high−low since 09:15) ≥ 0.55% (≈138 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.12% (≈+30 pts at 25,000) AND price is above the prior-day high at 10:15",10:15,price at 13:00 is further in the move's direction than at 10:15,direction (continuation / reversal),subgroup,higher,31,0.8065,0.5142,1.568,23,0.6087,0.5034,1.209,"[0.4079, 0.7784]",0.26636681659170414,1.0,0.21188341197927393,0.37928301370875556,0.998924248677784,1.0,0.027567421711632747,1.0,0.001513220279323135,True,2022:82/55(n17) 2023:50/48(n4) 2024:90/52(n10) 2025:64/52(n14) 2026:56/48(n9),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at 13:00,31,0.7096774193548387,22.152090122872455,250.3518697680936,23,0.4782608695652174,-10.929854250527592,347.09788495782374,-1.2700260869566156,"[[""rng_pct"", "">="", 0.5524], [""twap_dir_pct"", "">="", 0.1204], [""pd_pos"", ""=="", 1.0]]"
R0437,"When range so far (high−low since 09:15) ≥ 0.55% (≈138 pts at 25,000) AND India VIX change on the prior day (%) is negative AND price is above the opening-range high at 10:15",10:15,price at 13:00 is further in the move's direction than at 10:15,direction (continuation / reversal),subgroup,higher,30,0.8,0.5142,1.556,16,0.5625,0.5034,1.117,"[0.3318, 0.769]",0.4272863568215892,1.0,0.41258127031314223,0.6217503794486422,0.998924248677784,1.0,0.038724521042405605,1.0,0.0023997267613575166,False,2022:88/55(n16) 2023:40/48(n5) 2024:89/52(n9) 2025:57/52(n7) 2026:56/48(n9),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at 13:00,30,0.7,33.542783143893566,146.92245092784185,16,0.5,-16.524976373514107,293.27080408607884,-5.728349999999637,"[[""rng_pct"", "">="", 0.5524], [""vix_chg"", ""<"", 0.0], [""or_state"", ""=="", 1.0]]"
R0438,"When price vs prior-day high ≥ -0.18% (≈-44 pts at 25,000) AND 1-min ADX(14) ≤ 20.4 AND expiry is 2 trading days away at 10:15",10:15,price at 13:00 is further in the move's direction than at 10:15,direction (continuation / reversal),subgroup,higher,30,0.8,0.5142,1.556,13,0.3846,0.5034,0.764,"[0.1771, 0.6448]",0.88055972013993,1.0,0.871871988479501,0.9652159143531606,0.998924248677784,1.0,0.038724521042405605,1.0,0.0023997267613575166,False,2022:78/55(n9) 2023:83/48(n12) 2024:78/52(n9) 2025:75/52(n4) 2026:22/48(n9),False,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at 13:00,30,0.7333333333333333,22.485708289976717,59.274587970197814,13,0.3076923076923077,-28.95744369469008,506.3056181006348,-16.887830769231257,"[[""dist_pdh_pct"", "">="", -0.1751], [""adx_14"", ""<="", 20.3607], [""dte_cat"", ""=="", 2.0]]"
R0439,"When prior-day range ≥ 0.99% (≈247 pts at 25,000) AND expiry is 1 trading day away AND 1-min Supertrend is up at 10:15",10:15,price at 13:00 is further in the move's direction than at 10:15,direction (continuation / reversal),subgroup,higher,38,0.7895,0.5142,1.535,15,0.4,0.5034,0.795,"[0.1982, 0.6425]",0.8810594702648675,1.0,0.8552983116366007,0.9577764503580368,0.998924248677784,1.0,0.01848360789375045,1.0,0.0008860036019721126,True,2022:81/55(n21) 2023:67/48(n6) 2024:82/52(n11) 2025:56/52(n9) 2026:17/48(n6),False,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at 13:00,38,0.7105263157894737,22.613912616725962,191.588075464825,15,0.3333333333333333,-36.41385473690434,722.0645458206302,-26.44997333333352,"[[""pdr_pct"", "">="", 0.9892], [""dte_cat"", ""=="", 1.0], [""supertrend_dir"", ""=="", 1.0]]"
R0440,"When price vs session TWAP (time-weighted VWAP) ≤ -0.03% (≈-8 pts at 25,000) AND price vs prior-day low ≥ +0.66% (≈+165 pts at 25,000) AND 1-min ADX(14) ≤ 20.4 at 10:15",10:15,price at 13:00 is further in the move's direction than at 10:15,direction (continuation / reversal),subgroup,lower,30,0.1333,0.5142,0.259,11,0.4545,0.5034,0.903,"[0.2127, 0.7199]",0.5562218890554723,1.0,0.49075118257563866,0.7008814257496062,0.998924248677784,1.0,0.001382730152896271,1.0,3.111379945261355e-05,True,2022:17/55(n12) 2023:14/48(n7) 2024:9/52(n11) 2025:40/52(n5) 2026:50/48(n6),True,FAIL,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at 13:00,30,0.7333333333333333,26.581899441773217,95.91613804001747,11,0.36363636363636365,-35.358375401377934,397.2698054977254,-25.913872727272643,"[[""dist_twap_pct"", ""<="", -0.0314], [""dist_pdl_pct"", "">="", 0.6585], [""adx_14"", ""<="", 20.3607]]"
R0441,"When prior day's close-to-close return ≤ -1.34% (≈-336 pts at 25,000) AND size of the opening gap > 0.04% (≈10 pts at 25,000) AND gap measured in the direction of the move so far ≤ +1.03% (≈+257 pts at 25,000) at 10:15",10:15,price at 13:00 is further in the move's direction than at 10:15,direction (continuation / reversal),rulefit,lower,31,0.1613,0.5142,0.314,21,0.2857,0.5034,0.568,"[0.1381, 0.4996]",0.03948025987006497,1.0,0.03659619157385505,0.08804826289551264,0.998924248677784,1.0,0.0035481789399304706,1.0,0.00010314586818755714,True,2022:17/55(n18) 2023:40/48(n5) 2024:0/52(n8) 2025:0/52(n5) 2026:38/48(n16),False,WATCH,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at 13:00,31,0.5806451612903226,23.110672621908552,214.72393176532216,21,0.47619047619047616,-4.6493397660729805,410.2613365440939,5.566542857142936,"[[""prevret_pct"", ""<="", -1.3445], [""abs_gap_pct"", "">"", 0.0384], [""gap_dir_pct"", ""<="", 1.0295]]"
R0442,"When size of the move from the open to 10:15 (either direction) ≤ 0.09% (≈22 pts at 25,000) AND prior day's close-to-close return ≥ +0.25% (≈+62 pts at 25,000) AND India VIX change on the prior day (%) is negative at 10:15",10:15,price at 13:00 is further in the move's direction than at 10:15,direction (continuation / reversal),subgroup,lower,30,0.1667,0.5142,0.324,29,0.4138,0.5034,0.822,"[0.2551, 0.5926]",0.1969015492253873,1.0,0.2180539256788664,0.38818391164809185,0.998924248677784,1.0,0.005474345049933944,1.0,0.00017940327976142381,True,2022:29/55(n7) 2023:10/48(n10) 2024:15/52(n13) 2025:47/52(n15) 2026:36/48(n14),True,FAIL,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at 13:00,30,0.6666666666666666,14.392185877418745,122.3553679573134,29,0.4827586206896552,5.987504088630622,181.399424037924,16.946468965517223,"[[""abs_mv_pct"", ""<="", 0.0889], [""prevret_pct"", "">="", 0.2487], [""vix_chg"", ""<"", 0.0]]"
R0443,"When price vs prior-day low ≥ +0.66% (≈+165 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) ≤ -0.01% (≈-2 pts at 25,000) AND no opening-range break yet at 10:15",10:15,price at 13:00 is further in the move's direction than at 10:15,direction (continuation / reversal),subgroup,lower,30,0.1667,0.5142,0.324,19,0.5789,0.5034,1.15,"[0.3628, 0.7686]",0.809095452273863,1.0,0.8123694463430267,0.9333606404792222,0.998924248677784,1.0,0.005474345049933944,1.0,0.00017940327976142381,True,2022:27/55(n11) 2023:11/48(n9) 2024:10/52(n10) 2025:86/52(n7) 2026:42/48(n12),False,FAIL,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at 13:00,30,0.7333333333333333,28.088997839735743,108.33441397838885,19,0.3684210526315789,-24.900409995381366,473.10778991224595,-14.027557894737058,"[[""dist_pdl_pct"", "">="", 0.6585], [""ema9_21_pct"", ""<="", -0.0085], [""or_first_break"", ""=="", 0.0]]"
R0444,"When India VIX (prior day's close) > 11.2 AND India VIX (prior day's close) ≤ 13 AND move from the open to 10:15 > +0.22% (≈+55 pts at 25,000) at 10:15",10:15,price 30 min after 10:15 is further in the move's direction than at 10:15,direction (continuation / reversal),rulefit,higher,34,0.8235,0.4817,1.71,18,0.5556,0.5444,1.02,"[0.3372, 0.7544]",0.6471764117941029,1.0,0.5588697168876515,0.7596742669217568,0.998924248677784,1.0,0.003027955130802842,1.0,8.376740543454824e-05,False,2022:–(n0) 2023:83/45(n23) 2024:82/52(n11) 2025:55/56(n11) 2026:57/52(n7),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +30 min,34,0.5882352941176471,1.3513582479207804,104.05229361509272,18,0.3333333333333333,-20.50139110572901,413.2081928213889,-10.26243333333332,"[[""vix_prev"", "">"", 11.21], [""vix_prev"", ""<="", 12.985], [""mv_pct"", "">"", 0.2192]]"
R0445,"When move from the open to 10:15 ≤ +0.07% (≈+17 pts at 25,000) AND prior day's close-to-close return ≤ +0.42% (≈+105 pts at 25,000) AND 1-min Bollinger %B > 0.838 at 10:15",10:15,price 30 min after 10:15 is further in the move's direction than at 10:15,direction (continuation / reversal),rulefit,higher,43,0.7674,0.4817,1.593,21,0.6667,0.5444,1.225,"[0.4537, 0.8281]",0.13843078460769614,1.0,0.18309017477121686,0.33769193525165614,0.998924248677784,1.0,0.007009564119980872,1.0,0.000247003350238267,True,2022:73/48(n11) 2023:75/45(n16) 2024:81/52(n16) 2025:67/56(n9) 2026:67/52(n12),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +30 min,43,0.6744186046511628,7.850697858304643,84.05301514990435,21,0.38095238095238093,-11.114386320663556,262.64580554577384,0.18348571428577998,"[[""mv_pct"", ""<="", 0.068], [""prevret_pct"", ""<="", 0.4212], [""bb_pctb"", "">"", 0.8382]]"
R0446,When India VIX change on the prior day (%) is negative AND price has not touched the prior-day high yet AND expiry is 2 trading days away at 10:15,10:15,price 30 min after 10:15 is further in the move's direction than at 10:15,direction (continuation / reversal),subgroup,higher,30,0.7667,0.4817,1.592,25,0.6,0.5444,1.102,"[0.4074, 0.766]",0.3428285857071464,1.0,0.3628680171948378,0.5698461887642665,0.998924248677784,1.0,0.04311062703884224,1.0,0.002778568966068131,True,2022:67/48(n9) 2023:83/45(n6) 2024:80/52(n15) 2025:58/56(n12) 2026:62/52(n13),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +30 min,30,0.6333333333333333,12.753171525801706,141.19613232855448,25,0.32,-10.754341879432923,290.2518756086289,0.23702399999965565,"[[""vix_chg"", ""<"", 0.0], [""touched_pdh"", ""=="", 0.0], [""dte_cat"", ""=="", 2.0]]"
R0447,When the first opening-range break was downward AND the day opened inside the prior-day range AND 1-min Supertrend is up at 10:15,10:15,price 30 min after 10:15 is further in the move's direction than at 10:15,direction (continuation / reversal),subgroup,higher,43,0.7442,0.4817,1.545,27,0.7037,0.5444,1.293,"[0.5152, 0.8415]",0.047976011994003,1.0,0.06930052716199195,0.15205442980012682,0.998924248677784,1.0,0.017680477467640277,1.0,0.0008355105226819568,True,2022:83/48(n12) 2023:69/45(n16) 2024:73/52(n15) 2025:65/56(n17) 2026:80/52(n10),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +30 min,43,0.6511627906976745,4.368127697454868,198.17951711235156,27,0.48148148148148145,5.492371068396613,162.615050430187,15.757525925926059,"[[""or_first_break"", ""=="", -1.0], [""open_vs_pd"", ""=="", 0.0], [""supertrend_dir"", ""=="", 1.0]]"
R0448,"When size of the move from the open to 10:15 (either direction) > 0.22% (≈55 pts at 25,000) AND size of the move from the open to 10:15 (either direction) ≤ 0.27% (≈67 pts at 25,000) AND size of the opening gap > 0.17% (≈43 pts at 25,000) at 10:15",10:15,price 30 min after 10:15 is further in the move's direction than at 10:15,direction (continuation / reversal),rulefit,higher,52,0.7308,0.4817,1.517,23,0.4783,0.5444,0.878,"[0.2924, 0.6704]",0.800599700149925,1.0,0.8015740472424043,0.9293670512331573,0.998924248677784,1.0,0.011301256229695465,1.0,0.00046278829432409407,False,2022:67/48(n24) 2023:87/45(n15) 2024:69/52(n13) 2025:50/56(n14) 2026:44/52(n9),False,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +30 min,52,0.5576923076923077,5.079534183068987,143.55190517330254,23,0.34782608695652173,-7.752172191163197,178.29996039675353,2.51837391304371,"[[""abs_mv_pct"", "">"", 0.2219], [""abs_mv_pct"", ""<="", 0.2693], [""abs_gap_pct"", "">"", 0.1704]]"
R0449,"When size of the move from the open to 10:15 (either direction) ≤ 0.08% (≈20 pts at 25,000) AND prior day's close-to-close return ≤ +0.19% (≈+47 pts at 25,000) AND 1-min ATR(14) as % of price > 0.0328 at 10:15",10:15,price 30 min after 10:15 is further in the move's direction than at 10:15,direction (continuation / reversal),rulefit,higher,48,0.7292,0.4817,1.514,25,0.36,0.5444,0.661,"[0.2025, 0.5548]",0.9825087456271864,1.0,0.9800669302985014,0.9992166154187662,0.998924248677784,1.0,0.0182655579688466,1.0,0.0008724327494919386,False,2022:44/48(n9) 2023:74/45(n19) 2024:85/52(n20) 2025:36/56(n14) 2026:36/52(n11),False,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +30 min,48,0.5625,5.9031131431620665,108.79663385762228,25,0.32,-12.671201718962596,331.6887799418396,-2.754520000000048,"[[""abs_mv_pct"", ""<="", 0.082], [""prevret_pct"", ""<="", 0.1878], [""atr14_pct"", "">"", 0.0328]]"
R0450,When 1-min Bollinger %B ≥ 0.614 AND the first opening-range break was downward AND price has not touched the prior-day high yet at 10:15,10:15,price 30 min after 10:15 is further in the move's direction than at 10:15,direction (continuation / reversal),subgroup,higher,46,0.7174,0.4817,1.489,35,0.5143,0.5444,0.945,"[0.3557, 0.6701]",0.6636681659170415,1.0,0.7020801531651649,0.8595556585989043,0.998924248677784,1.0,0.034342605326217655,1.0,0.0020358137621666926,False,2022:93/48(n14) 2023:53/45(n15) 2024:71/52(n17) 2025:46/56(n22) 2026:62/52(n13),False,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +30 min,46,0.6521739130434783,4.933434128228988,165.3479312159538,35,0.37142857142857144,-9.083880504297866,455.27745104483904,1.1386628571427926,"[[""bb_pctb"", "">="", 0.6143], [""or_first_break"", ""=="", -1.0], [""touched_pdh"", ""=="", 0.0]]"
R0451,"When size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND prior day's close-to-close return ≤ -0.10% (≈-25 pts at 25,000) AND 1-min Supertrend is up at 10:15",10:15,price 30 min after 10:15 is further in the move's direction than at 10:15,direction (continuation / reversal),subgroup,higher,45,0.7111,0.4817,1.476,51,0.6078,0.5444,1.116,"[0.4708, 0.7297]",0.2703648175912044,1.0,0.22165782719085686,0.3917298327809325,0.998924248677784,1.0,0.04643407249446775,1.0,0.003075925375819753,True,2022:57/48(n14) 2023:80/45(n15) 2024:75/52(n16) 2025:62/56(n32) 2026:58/52(n19),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +30 min,45,0.6222222222222222,3.1429993435881936,162.88281746462766,51,0.5098039215686274,3.0825525784219407,130.4083905768747,13.022549019608014,"[[""abs_gap_pct"", ""<="", 0.2212], [""prevret_pct"", ""<="", -0.1019], [""supertrend_dir"", ""=="", 1.0]]"
R0452,"When distance from TWAP in the move's direction ≤ -0.09% (≈-23 pts at 25,000) AND move from the open to 10:15 > -0.31% (≈-78 pts at 25,000) AND CPR width ≤ 0.41% (≈103 pts at 25,000) at 10:15",10:15,price 30 min after 10:15 is further in the move's direction than at 10:15,direction (continuation / reversal),rulefit,lower,31,0.129,0.4817,0.268,32,0.5312,0.5444,0.976,"[0.3645, 0.6913]",0.4687656171914043,1.0,0.5089730766504781,0.7211688491315812,0.998924248677784,1.0,0.0028639681325824885,1.0,7.815483064051764e-05,False,2022:18/48(n11) 2023:9/45(n11) 2024:11/52(n9) 2025:47/56(n19) 2026:62/52(n13),True,FAIL,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at +30 min,31,0.7096774193548387,11.425668882443912,133.51225085732966,32,0.46875,-5.508488369805187,313.1296995600784,3.94764374999977,"[[""twap_dir_pct"", ""<="", -0.0906], [""mv_pct"", "">"", -0.3121], [""cpr_width_pct"", ""<="", 0.4134]]"
R0453,"When prior day's close-to-close return ≥ +0.25% (≈+62 pts at 25,000) AND price is inside the opening range AND it is Friday at 10:15",10:15,price 30 min after 10:15 is further in the move's direction than at 10:15,direction (continuation / reversal),subgroup,lower,33,0.1515,0.4817,0.315,17,0.5294,0.5444,0.972,"[0.3096, 0.7384]",0.5417291354322838,1.0,0.54432146087927,0.7451837464431696,0.998924248677784,1.0,0.004825194947530409,1.0,0.0001525800224538693,False,2022:8/48(n13) 2023:20/45(n10) 2024:20/52(n10) 2025:58/56(n12) 2026:40/52(n5),True,FAIL,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at +30 min,33,0.7272727272727273,11.951713643263835,57.628320406101466,17,0.29411764705882354,-19.55187436281367,334.44011011307856,-10.100141176470917,"[[""prevret_pct"", "">="", 0.2487], [""or_state"", ""=="", 0.0], [""dow"", ""=="", 4.0]]"
R0454,When India VIX (prior day's close) ≤ 11.2 AND India VIX (prior day's close) > 10.2 AND India VIX change on the prior day (%) ≤ -0.766 at 10:15,10:15,price 30 min after 10:15 is further in the move's direction than at 10:15,direction (continuation / reversal),rulefit,lower,33,0.1515,0.4817,0.315,26,0.5769,0.5444,1.06,"[0.3895, 0.7446]",0.6826586706646677,1.0,0.6998805733355726,0.8595556585989043,0.998924248677784,1.0,0.004825194947530409,1.0,0.0001525800224538693,False,2022:–(n0) 2023:16/45(n31) 2024:0/52(n2) 2025:61/56(n18) 2026:50/52(n8),False,FAIL,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at +30 min,33,0.7878787878787878,10.719056573502588,39.325807068501454,26,0.23076923076923078,-16.040609543485687,417.05584813062796,-5.834615384615272,"[[""vix_prev"", ""<="", 11.235], [""vix_prev"", "">"", 10.22], [""vix_chg"", ""<="", -0.7659]]"
R0455,"When prior-day range ≤ 0.78% (≈196 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0318 AND no opening-range break yet at 10:15",10:15,price 30 min after 10:15 is further in the move's direction than at 10:15,direction (continuation / reversal),subgroup,lower,46,0.1739,0.4817,0.361,33,0.5758,0.5444,1.058,"[0.4081, 0.7276]",0.6741629185407296,1.0,0.7024480547674284,0.8595556585989043,0.998924248677784,1.0,0.0012490307362341695,1.0,2.7416586326484058e-05,False,2022:0/48(n7) 2023:24/45(n33) 2024:0/52(n6) 2025:52/56(n21) 2026:67/52(n12),False,FAIL,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at +30 min,46,0.6739130434782609,3.8049705805370357,55.88183394089927,33,0.30303030303030304,-11.242223502868509,453.62085322580845,-0.3303030303028539,"[[""pdr_pct"", ""<="", 0.7824], [""atr14_pct"", ""<="", 0.0318], [""or_first_break"", ""=="", 0.0]]"
R0456,When 1-min ADX(14) ≤ 15.4 AND 1-min EMA9 − EMA21 (as % of price) is positive AND the day opened inside the prior-day range at 10:15,10:15,price 60 min after 10:15 is further in the move's direction than at 10:15,direction (continuation / reversal),subgroup,higher,41,0.8293,0.4939,1.679,29,0.4483,0.5216,0.859,"[0.2841, 0.6245]",0.8580709645177411,1.0,0.83563247409842,0.945419167304555,0.998924248677784,1.0,0.0008953974925501468,1.0,1.8053612153232714e-05,False,2022:100/51(n11) 2023:73/44(n15) 2024:80/54(n15) 2025:58/54(n19) 2026:20/50(n10),False,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +60 min,41,0.7317073170731707,11.523149022374389,97.315302123267,29,0.41379310344827586,-9.5729966230564,564.772852691003,0.26528275862074224,"[[""adx_14"", ""<="", 15.3698], [""ema9_21_pct"", "">"", 0.0], [""open_vs_pd"", ""=="", 0.0]]"
R0457,"When India VIX change on the prior day (%) > 3.28 AND price vs prior-day high ≤ -0.00% (≈-0 pts at 25,000) AND prior-day range ≤ 0.89% (≈223 pts at 25,000) at 10:15",10:15,price 60 min after 10:15 is further in the move's direction than at 10:15,direction (continuation / reversal),rulefit,higher,30,0.8333,0.4939,1.687,22,0.4545,0.5216,0.871,"[0.2692, 0.6534]",0.7586206896551724,1.0,0.8004461348790076,0.9293670512331573,0.998924248677784,1.0,0.007118637978851337,1.0,0.0002526416781240309,False,2022:100/51(n6) 2023:44/44(n9) 2024:100/54(n15) 2025:44/54(n9) 2026:46/50(n13),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +60 min,30,0.6333333333333333,19.597447348713263,122.28922017770073,22,0.4090909090909091,-17.942353517199994,455.1332788792666,-6.454545454545454,"[[""vix_chg"", "">"", 3.2822], [""dist_pdh_pct"", ""<="", -0.0004], [""pdr_pct"", ""<="", 0.8918]]"
R0458,"When opening gap vs prior close ≤ +0.04% (≈+9 pts at 25,000) AND price vs prior-day low ≤ +0.37% (≈+94 pts at 25,000) AND India VIX change on the prior day (%) ≥ 3.36 at 10:15",10:15,price 60 min after 10:15 is further in the move's direction than at 10:15,direction (continuation / reversal),subgroup,higher,32,0.8125,0.4939,1.645,31,0.3548,0.5216,0.68,"[0.2112, 0.5305]",0.9785107446276862,1.0,0.9797316454987123,0.9992166154187662,0.998924248677784,1.0,0.010408809014284206,1.0,0.00041556770790899763,False,2022:78/51(n9) 2023:89/44(n9) 2024:79/54(n14) 2025:33/54(n12) 2026:37/50(n19),False,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +60 min,32,0.65625,14.956764629256805,128.46943689094502,31,0.2903225806451613,-34.63518601066111,1145.6913522418947,-24.434974193548353,"[[""gap_pct"", ""<="", 0.0365], [""dist_pdl_pct"", ""<="", 0.3748], [""vix_chg"", "">="", 3.3595]]"
R0459,"When size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND 1-min ADX(14) ≤ 15.4 AND 1-min EMA9 − EMA21 (as % of price) is positive at 10:15",10:15,price 60 min after 10:15 is further in the move's direction than at 10:15,direction (continuation / reversal),subgroup,higher,32,0.8125,0.4939,1.645,23,0.4348,0.5216,0.833,"[0.2563, 0.6319]",0.8990504747626187,1.0,0.8514079552276443,0.95562186198761,0.998924248677784,1.0,0.010408809014284206,1.0,0.00041556770790899763,False,2022:100/51(n8) 2023:67/44(n15) 2024:89/54(n9) 2025:50/54(n14) 2026:33/50(n9),False,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +60 min,32,0.71875,15.495726123378784,162.5813297352699,23,0.391304347826087,-16.84132308692248,406.7810587344162,-6.498295652174104,"[[""abs_gap_pct"", ""<="", 0.2212], [""adx_14"", ""<="", 15.3698], [""ema9_21_pct"", "">"", 0.0]]"
R0460,"When opening-range size ≥ 0.44% (≈110 pts at 25,000) AND 1-min ADX(14) ≤ 15.4 AND price vs session TWAP (time-weighted VWAP) is positive at 10:15",10:15,price 60 min after 10:15 is further in the move's direction than at 10:15,direction (continuation / reversal),subgroup,higher,31,0.8065,0.4939,1.633,18,0.5556,0.5216,1.065,"[0.3372, 0.7544]",0.44177911044477763,1.0,0.48070177913170264,0.6918153242873485,0.998924248677784,1.0,0.015276260158816207,1.0,0.000690110660371115,True,2022:79/51(n19) 2023:100/44(n7) 2024:60/54(n5) 2025:64/54(n11) 2026:43/50(n7),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +60 min,31,0.5483870967741935,5.78507307312063,157.495217115368,18,0.5,-1.435151297936886,405.487171910091,9.000177777777935,"[[""or_rng_pct"", "">="", 0.4386], [""adx_14"", ""<="", 15.3698], [""dist_twap_pct"", "">"", 0.0]]"
R0461,"When price vs prior-day low ≤ +0.37% (≈+94 pts at 25,000) AND India VIX change on the prior day (%) ≥ 3.36 AND price is inside the opening range at 10:15",10:15,price 60 min after 10:15 is further in the move's direction than at 10:15,direction (continuation / reversal),subgroup,higher,31,0.8065,0.4939,1.633,34,0.3824,0.5216,0.733,"[0.239, 0.5496]",0.9610194902548725,1.0,0.9642130645241345,0.9980991466639603,0.998924248677784,1.0,0.015276260158816207,1.0,0.000690110660371115,False,2022:78/51(n9) 2023:86/44(n7) 2024:80/54(n15) 2025:38/54(n13) 2026:38/50(n21),False,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +60 min,31,0.6774193548387096,22.415354679410093,116.49564923942273,34,0.35294117647058826,-30.851317629154437,1109.3463008921178,-20.39103529411766,"[[""dist_pdl_pct"", ""<="", 0.3748], [""vix_chg"", "">="", 3.3595], [""or_state"", ""=="", 0.0]]"
R0462,"When opening gap vs prior close ≤ +0.04% (≈+9 pts at 25,000) AND price vs prior-day high ≤ -0.98% (≈-246 pts at 25,000) AND India VIX change on the prior day (%) ≥ 3.36 at 10:15",10:15,price 60 min after 10:15 is further in the move's direction than at 10:15,direction (continuation / reversal),subgroup,higher,34,0.7941,0.4939,1.608,19,0.2632,0.5216,0.504,"[0.1181, 0.4879]",0.9910044977511244,1.0,0.9942706854435469,1.0,0.998924248677784,1.0,0.014439597852815352,1.0,0.0006372525587611442,False,2022:82/51(n11) 2023:86/44(n7) 2024:75/54(n16) 2025:17/54(n6) 2026:31/50(n13),False,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +60 min,34,0.6470588235294118,13.616291546148194,174.20468206690006,19,0.21052631578947367,-51.54944676304052,991.0385729083033,-41.978115789473556,"[[""gap_pct"", ""<="", 0.0365], [""dist_pdh_pct"", ""<="", -0.9839], [""vix_chg"", "">="", 3.3595]]"
R0463,"When size of the move from the open to 10:15 (either direction) > 0.22% (≈56 pts at 25,000) AND size of the move from the open to 10:15 (either direction) ≤ 0.27% (≈67 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) > -0.02% (≈-6 pts at 25,000) at 10:15",10:15,price 60 min after 10:15 is further in the move's direction than at 10:15,direction (continuation / reversal),rulefit,higher,55,0.7818,0.4939,1.583,29,0.6897,0.5216,1.322,"[0.5077, 0.8272]",0.020989505247376312,1.0,0.050726568671247696,0.11683939513851366,0.998924248677784,1.0,0.0010592120198887776,1.0,2.235919266426907e-05,True,2022:75/51(n20) 2023:73/44(n22) 2024:92/54(n13) 2025:75/54(n16) 2026:62/50(n13),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +60 min,55,0.6727272727272727,11.21348106140158,107.89735258380065,29,0.5862068965517241,1.5113266492355306,209.16378409063338,11.893406896551385,"[[""abs_mv_pct"", "">"", 0.2233], [""abs_mv_pct"", ""<="", 0.2689], [""ema9_21_pct"", "">"", -0.0236]]"
R0464,"When prior day's close-to-close return > +0.61% (≈+154 pts at 25,000) AND 1-min Bollinger %B ≤ 0.331 AND move from the open to 10:15 > -0.62% (≈-154 pts at 25,000) at 10:15",10:15,price 60 min after 10:15 is further in the move's direction than at 10:15,direction (continuation / reversal),rulefit,lower,42,0.1905,0.4939,0.386,27,0.4444,0.5216,0.852,"[0.2759, 0.6269]",0.21739130434782608,1.0,0.2706423003430447,0.45830020197463317,0.998924248677784,1.0,0.0033225870395879086,1.0,9.480395383902103e-05,False,2022:35/51(n17) 2023:0/44(n8) 2024:12/54(n17) 2025:36/54(n14) 2026:54/50(n13),True,FAIL,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at +60 min,42,0.7619047619047619,11.934272366710147,93.95990762267414,27,0.48148148148148145,-5.536945719320663,429.3226598828586,4.779185185185067,"[[""prevret_pct"", "">"", 0.6148], [""bb_pctb"", ""<="", 0.3309], [""mv_pct"", "">"", -0.6172]]"
R0465,"When prior day's close-to-close return ≥ +0.25% (≈+62 pts at 25,000) AND India VIX (prior day's close) ≤ 12.1 AND India VIX change on the prior day (%) is negative at 10:15",10:15,price 60 min after 10:15 is further in the move's direction than at 10:15,direction (continuation / reversal),subgroup,lower,36,0.1944,0.4939,0.394,37,0.6216,0.5216,1.192,"[0.461, 0.7594]",0.9205397301349325,1.0,0.9172870616756346,0.9814389832816433,0.998924248677784,1.0,0.010316863201249363,1.0,0.0004105372785678901,False,2022:–(n0) 2023:19/44(n32) 2024:25/54(n4) 2025:65/54(n26) 2026:55/50(n11),False,FAIL,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at +60 min,36,0.6944444444444444,19.168695889880613,92.02229078759854,37,0.24324324324324326,-13.915867174009485,554.9869994383441,-3.8459459459457297,"[[""prevret_pct"", "">="", 0.2487], [""vix_prev"", ""<="", 12.09], [""vix_chg"", ""<"", 0.0]]"
R0466,"When prior day's close-to-close return > +0.33% (≈+83 pts at 25,000) AND India VIX change on the prior day (%) > -3.87 AND (expiry is 3+ trading days away) at 10:15",10:15,price 60 min after 10:15 is further in the move's direction than at 10:15,direction (continuation / reversal),tree,lower,53,0.2075,0.4939,0.42,25,0.56,0.5216,1.074,"[0.3707, 0.7333]",0.7006496751624188,1.0,0.7193088787983997,0.867796241007874,0.998924248677784,1.0,0.0014477554964673195,1.0,3.2945010209705596e-05,False,2022:18/51(n11) 2023:25/44(n16) 2024:19/54(n26) 2025:63/54(n19) 2026:33/50(n6),True,FAIL,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at +60 min,53,0.7358490566037735,9.33239220062109,148.7404543620903,25,0.4,-10.377180161003103,377.1557960731662,-1.2485840000007011,"[[""prevret_pct"", "">"", 0.3306], [""vix_chg"", "">"", -3.8687], [""dte_cat"", "">"", 2.5]]"
R0467,"When 1-min ADX(14) > 40.3 AND gap measured in the direction of the move so far > +0.09% (≈+23 pts at 25,000) AND distance from TWAP in the move's direction > +0.07% (≈+17 pts at 25,000) at 10:15",10:15,price 60 min after 10:15 is further in the move's direction than at 10:15,direction (continuation / reversal),rulefit,lower,38,0.2105,0.4939,0.426,15,0.6667,0.5216,1.278,"[0.4171, 0.8482]",0.9255372313843079,1.0,0.9182244454434215,0.9814389832816433,0.998924248677784,1.0,0.014148984111327135,1.0,0.0006204363123927334,True,2022:33/51(n15) 2023:0/44(n11) 2024:25/54(n12) 2025:75/54(n8) 2026:57/50(n7),False,FAIL,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at +60 min,38,0.6052631578947368,9.578682838315979,81.498041081,15,0.26666666666666666,-15.418674942502806,275.3618059240846,-5.4066666666665695,"[[""adx_14"", "">"", 40.2728], [""gap_dir_pct"", "">"", 0.0933], [""twap_dir_pct"", "">"", 0.0688]]"
R0468,"When move from the open to 10:15 > +0.22% (≈+56 pts at 25,000) AND size of the move from the open to 10:15 (either direction) ≤ 0.27% (≈68 pts at 25,000) AND 1-min Bollinger %B ≤ 0.946 at 10:15",10:15,the close is further in the move's direction than the 10:15 price (continuation to close),direction (continuation / reversal),rulefit,higher,34,0.8824,0.5102,1.73,9,0.5556,0.5376,1.033,"[0.2666, 0.8112]",0.5837081459270365,1.0,0.5918020281923441,0.7867909385897303,0.998924248677784,1.0,0.0005760114290617622,1.0,1.0451424631644238e-05,True,2022:100/58(n9) 2023:73/46(n15) 2024:100/49(n10) 2025:67/56(n3) 2026:50/51(n6),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,34,0.7058823529411765,38.295709787172385,220.28949718726687,9,0.4444444444444444,13.098483440934224,257.8323660090312,25.22602222222243,"[[""mv_pct"", "">"", 0.222], [""abs_mv_pct"", ""<="", 0.274], [""bb_pctb"", ""<="", 0.9457]]"
R0469,"When position in today's range so far (0 = at low, 1 = at high) ≤ 0.983 AND distance from TWAP in the move's direction > +0.14% (≈+36 pts at 25,000) AND range so far (high−low since 09:15) ≤ 0.46% (≈115 pts at 25,000) at 10:15",10:15,the close is further in the move's direction than the 10:15 price (continuation to close),direction (continuation / reversal),rulefit,higher,34,0.8235,0.5102,1.614,14,0.5,0.5376,0.93,"[0.268, 0.732]",0.7026486756621689,1.0,0.7096515793500957,0.8633058011618185,0.998924248677784,1.0,0.008249711471922232,1.0,0.0003061727939275594,True,2022:80/58(n5) 2023:76/46(n17) 2024:92/49(n12) 2025:57/56(n7) 2026:43/51(n7),False,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,34,0.7058823529411765,36.61922185531353,167.3936492936225,14,0.35714285714285715,-33.43823189344991,554.0806598999428,-23.154571428570957,"[[""pos_rng"", ""<="", 0.9826], [""twap_dir_pct"", "">"", 0.1425], [""rng_pct"", ""<="", 0.4603]]"
R0470,"When range so far (high−low since 09:15) ≥ 0.71% (≈176 pts at 25,000) AND price is above the opening-range high AND it is not expiry day at 10:15",10:15,the close is further in the move's direction than the 10:15 price (continuation to close),direction (continuation / reversal),subgroup,higher,30,0.8,0.5102,1.568,16,0.625,0.5376,1.163,"[0.3864, 0.8152]",0.3423288355822089,1.0,0.32877407311704254,0.5264718271330566,0.998924248677784,1.0,0.03481396808749486,1.0,0.0020749953913115782,True,2022:79/58(n14) 2023:75/46(n4) 2024:83/49(n12) 2025:56/56(n9) 2026:71/51(n7),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,30,0.5333333333333333,21.63365199064355,288.4373855696422,16,0.5,-5.360290196538454,306.754609408118,5.00272500000051,"[[""rng_pct"", "">="", 0.7054], [""or_state"", ""=="", 1.0], [""is_expiry"", ""=="", 0.0]]"
R0471,"When opening-range size ≥ 0.44% (≈110 pts at 25,000) AND price vs prior-day low ≥ +0.66% (≈+165 pts at 25,000) AND price is above the opening-range high at 10:15",10:15,the close is further in the move's direction than the 10:15 price (continuation to close),direction (continuation / reversal),subgroup,higher,30,0.8,0.5102,1.568,26,0.6154,0.5376,1.145,"[0.4253, 0.7757]",0.30134932533733133,1.0,0.27612826822012304,0.4644346640155575,0.998924248677784,1.0,0.03481396808749486,1.0,0.0020749953913115782,False,2022:75/58(n16) 2023:75/46(n4) 2024:90/49(n10) 2025:50/56(n14) 2026:75/51(n12),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,30,0.6,30.53873239725352,210.28655566709358,26,0.46153846153846156,-16.738131178881904,500.4766092337947,-5.936253846153424,"[[""or_rng_pct"", "">="", 0.4386], [""dist_pdl_pct"", "">="", 0.6585], [""or_state"", ""=="", 1.0]]"
R0472,"When move from the open to 10:15 ≥ +0.23% (≈+58 pts at 25,000) AND size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND the day opened inside the prior-day range at 10:15",10:15,the close is further in the move's direction than the 10:15 price (continuation to close),direction (continuation / reversal),subgroup,higher,38,0.7895,0.5102,1.547,46,0.4565,0.5376,0.849,"[0.3215, 0.5982]",0.9305347326336831,1.0,0.8943032349215839,0.974509803075986,0.998924248677784,1.0,0.01614507453048504,1.0,0.0007422996671624213,False,2022:79/58(n14) 2023:82/46(n11) 2024:77/49(n13) 2025:48/56(n23) 2026:44/51(n23),False,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,38,0.631578947368421,37.1559433994743,184.57897894254052,46,0.391304347826087,-27.806471171942068,1279.097673909335,-17.1434913043477,"[[""mv_pct"", "">="", 0.232], [""abs_gap_pct"", ""<="", 0.2212], [""open_vs_pd"", ""=="", 0.0]]"
R0473,"When move from the open to 10:15 ≥ +0.23% (≈+58 pts at 25,000) AND it is Monday at 10:15",10:15,the close is further in the move's direction than the 10:15 price (continuation to close),direction (continuation / reversal),subgroup,higher,32,0.7812,0.5102,1.531,23,0.5652,0.5376,1.051,"[0.3681, 0.7437]",0.5337331334332833,1.0,0.47960679188688426,0.6918153242873485,0.998924248677784,1.0,0.046157154447075445,1.0,0.0030530571405912627,False,2022:78/58(n18) 2023:75/46(n8) 2024:83/49(n6) 2025:53/56(n15) 2026:62/51(n8),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,32,0.6875,20.062415542404075,225.4871387266783,23,0.4782608695652174,-3.9794800116287217,299.8883854741193,6.016000000000096,"[[""mv_pct"", "">="", 0.232], [""dow"", ""=="", 0.0]]"
R0474,"When range so far (high−low since 09:15) ≥ 0.55% (≈138 pts at 25,000) AND CPR width ≤ 0.13% (≈33 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) ≥ +0.01% (≈+2 pts at 25,000) at 10:15",10:15,the close is further in the move's direction than the 10:15 price (continuation to close),direction (continuation / reversal),subgroup,higher,32,0.7812,0.5102,1.531,18,0.6667,0.5376,1.24,"[0.4375, 0.8372]",0.1774112943528236,1.0,0.19515646271796414,0.35589508773332296,0.998924248677784,1.0,0.046157154447075445,1.0,0.0030530571405912627,True,2022:86/58(n14) 2023:67/46(n3) 2024:73/49(n15) 2025:67/56(n9) 2026:67/51(n9),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,32,0.53125,16.84587708754922,325.8316237515895,18,0.6666666666666666,37.96192613177518,200.36870084709062,48.871544444445234,"[[""rng_pct"", "">="", 0.5524], [""cpr_width_pct"", ""<="", 0.1325], [""ema9_21_pct"", "">="", 0.009]]"
R0475,"When 1-min Bollinger %B ≤ 0.077 AND gap measured in the direction of the move so far > -0.14% (≈-35 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0766 at 10:15",10:15,the close is further in the move's direction than the 10:15 price (continuation to close),direction (continuation / reversal),rulefit,higher,32,0.7812,0.5102,1.531,31,0.7097,0.5376,1.32,"[0.5341, 0.839]",0.041979010494752625,1.0,0.03909204023928884,0.09335986022749079,0.998924248677784,1.0,0.046157154447075445,1.0,0.0030530571405912627,True,2022:75/58(n8) 2023:87/46(n15) 2024:67/49(n9) 2025:71/56(n17) 2026:71/51(n14),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,32,0.65625,37.433412094414194,293.4233806938757,31,0.6129032258064516,10.64288812694453,220.1809156684552,21.04767096774172,"[[""bb_pctb"", ""<="", 0.077], [""gap_dir_pct"", "">"", -0.1398], [""atr14_pct"", ""<="", 0.0766]]"
R0476,"When prior-day range ≤ 0.58% (≈144 pts at 25,000) AND 1-min ADX(14) ≤ 18.2 AND opening-range size ≤ 0.37% (≈94 pts at 25,000) at 10:15",10:15,the close is further in the move's direction than the 10:15 price (continuation to close),direction (continuation / reversal),rulefit,lower,31,0.129,0.5102,0.253,17,0.6471,0.5376,1.204,"[0.413, 0.8269]",0.8820589705147426,1.0,0.8753354345215432,0.9659779270128322,0.998924248677784,1.0,0.0010086535582030484,1.0,2.099628949104707e-05,False,2022:0/58(n2) 2023:13/46(n15) 2024:14/49(n14) 2025:70/56(n10) 2026:57/51(n7),True,FAIL,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,31,0.7741935483870968,34.184118157067644,88.94094880410148,17,0.35294117647058826,-41.08444333474524,702.6555094978145,-30.62020000000035,"[[""pdr_pct"", ""<="", 0.5767], [""adx_14"", ""<="", 18.2129], [""or_rng_pct"", ""<="", 0.3741]]"
R0477,"When distance from TWAP in the move's direction ≤ -0.09% (≈-24 pts at 25,000) AND size of the move from the open to 10:15 (either direction) > 0.04% (≈10 pts at 25,000) at 10:15",10:15,the close is further in the move's direction than the 10:15 price (continuation to close),direction (continuation / reversal),rulefit,lower,32,0.1562,0.5102,0.306,30,0.7333,0.5376,1.364,"[0.5555, 0.8582]",0.993503248375812,1.0,0.9915219555361349,1.0,0.998924248677784,1.0,0.0026557301680012234,1.0,7.122187135332539e-05,False,2022:15/58(n13) 2023:17/46(n6) 2024:15/49(n13) 2025:86/56(n14) 2026:62/51(n16),False,FAIL,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,32,0.65625,33.29984357957374,292.2572525881806,30,0.2,-44.7202045808629,1394.1694205104718,-34.73471333333376,"[[""twap_dir_pct"", ""<="", -0.0949], [""abs_mv_pct"", "">"", 0.0414]]"
R0478,"When size of the move from the open to 10:15 (either direction) ≤ 0.15% (≈38 pts at 25,000) AND price vs prior-day low > +0.16% (≈+40 pts at 25,000) AND opening gap vs prior close ≤ +0.05% (≈+13 pts at 25,000) at 10:15",10:15,the close is further in the move's direction than the 10:15 price (continuation to close),direction (continuation / reversal),rulefit,lower,60,0.2,0.5102,0.392,32,0.5312,0.5376,0.988,"[0.3645, 0.6913]",0.49725137431284355,0.5544554455445545,0.5400887438733992,0.7425265333026083,0.998924248677784,1.0,0.00011827069078740473,1.0,1.4931303321567048e-06,False,2022:17/58(n12) 2023:18/46(n22) 2024:23/49(n26) 2025:56/56(n23) 2026:44/51(n9),True,FAIL,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,60,0.6333333333333333,18.235022481271912,393.9096427854173,32,0.46875,-8.314235734130985,543.3117367764853,1.307387500000118,"[[""abs_mv_pct"", ""<="", 0.1531], [""dist_pdl_pct"", "">"", 0.1589], [""gap_pct"", ""<="", 0.0533]]"
R0479,"When size of the opening gap ≤ 0.11% (≈28 pts at 25,000) AND range so far (high−low since 09:15) ≤ 0.45% (≈112 pts at 25,000) AND prior day's close-to-close return ≥ +0.25% (≈+62 pts at 25,000) at 10:15",10:15,the close is further in the move's direction than the 10:15 price (continuation to close),direction (continuation / reversal),subgroup,lower,31,0.1935,0.5102,0.379,18,0.5556,0.5376,1.033,"[0.3372, 0.7544]",0.6486756621689156,1.0,0.6489250188116003,0.8289835856108083,0.998924248677784,1.0,0.013551144352844338,1.0,0.0005863287793481823,False,2022:0/58(n2) 2023:19/46(n16) 2024:23/49(n13) 2025:58/56(n12) 2026:50/51(n6),True,FAIL,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,31,0.7419354838709677,51.495612064188784,100.9017665635015,18,0.4444444444444444,-18.368469086068693,432.38337635827645,-8.514011111111257,"[[""abs_gap_pct"", ""<="", 0.1124], [""rng_pct"", ""<="", 0.4484], [""prevret_pct"", "">="", 0.2487]]"
R0480,"When size of the move from the open to 10:15 (either direction) ≥ 0.43% (≈108 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.12% (≈+30 pts at 25,000) AND price has already touched the prior-day high at 10:15",10:15,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,36,1.0,0.6893,1.451,25,0.92,0.713,1.29,"[0.7503, 0.9778]",0.009995002498750625,0.8118811881188119,0.012671235985367775,0.03580360865632987,0.021978427018868,1.0,0.00021211293636047,1.0,3.0429446768735163e-06,True,2022:100/73(n14) 2023:100/64(n7) 2024:100/69(n15) 2025:94/73(n16) 2026:89/69(n9),True,PASS,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,36,0.5833333333333334,46.36351837994396,332.36803489114664,25,0.44,4.862419485792754,768.1738975389026,14.415351999999984,"[[""abs_mv_pct"", "">="", 0.4336], [""twap_dir_pct"", "">="", 0.1204], [""touched_pdh"", ""=="", 1.0]]"
R0481,"When size of the move from the open to 10:15 (either direction) ≥ 0.43% (≈108 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 AND 1-min EMA9 − EMA21 (as % of price) ≤ -0.03% (≈-7 pts at 25,000) at 10:15",10:15,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,35,1.0,0.6893,1.451,13,0.8462,0.713,1.187,"[0.5776, 0.9567]",0.24987506246876562,0.8811881188118812,0.2322115124233629,0.405223680566443,0.2797958387396258,1.0,0.00028690885757523077,1.0,4.4146658060770225e-06,False,2022:100/73(n20) 2023:100/64(n7) 2024:100/69(n8) 2025:86/73(n7) 2026:83/69(n6),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,35,0.4,6.520443400706379,558.6983163703426,13,0.15384615384615385,-60.05514899090501,780.7169368817652,-51.09635384615467,"[[""abs_mv_pct"", "">="", 0.4336], [""vix_chg"", "">="", 0.7733], [""ema9_21_pct"", ""<="", -0.0294]]"
R0482,When 1-min ADX(14) ≥ 25.1 AND opening gap vs prior close is positive AND it is Friday at 10:15,10:15,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,32,1.0,0.6893,1.451,15,0.8667,0.713,1.216,"[0.6212, 0.9626]",0.13193403298350825,1.0,0.150445613681995,0.29246627299779826,0.19065090699356263,1.0,0.0007069910871996107,1.0,1.3480598093186456e-05,True,2022:100/73(n11) 2023:100/64(n8) 2024:100/69(n13) 2025:100/73(n7) 2026:75/69(n8),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,32,0.53125,18.203735703958124,216.50979177331305,15,0.4,-34.624885856629504,579.0283917770832,-23.629319999999765,"[[""adx_14"", "">="", 25.1133], [""gap_pct"", "">"", 0.0], [""dow"", ""=="", 4.0]]"
R0483,"When size of the move from the open to 10:15 (either direction) ≥ 0.43% (≈108 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.12% (≈+30 pts at 25,000) AND price vs prior-day low ≥ +0.66% (≈+165 pts at 25,000) at 10:15",10:15,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,31,1.0,0.6893,1.451,28,0.8929,0.713,1.252,"[0.728, 0.9629]",0.01249375312343828,1.0,0.02210413105429765,0.05729390769273951,0.035222842980832024,1.0,0.0009537244506119404,1.0,1.9557481902235404e-05,True,2022:100/73(n17) 2023:100/64(n5) 2024:100/69(n9) 2025:93/73(n15) 2026:85/69(n13),True,WATCH,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,31,0.5483870967741935,23.02491237356352,395.9084879623505,28,0.4642857142857143,-10.924484278191642,482.66109641437237,-0.5190714285711563,"[[""abs_mv_pct"", "">="", 0.4336], [""twap_dir_pct"", "">="", 0.1204], [""dist_pdl_pct"", "">="", 0.6585]]"
R0484,"When price vs prior-day high ≥ +0.16% (≈+41 pts at 25,000) AND 1-min ADX(14) ≥ 25.1 AND expiry is 3+ trading days away at 10:15",10:15,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,30,1.0,0.6893,1.451,15,0.8667,0.713,1.216,"[0.6212, 0.9626]",0.13193403298350825,1.0,0.150445613681995,0.29246627299779826,0.19065090699356263,1.0,0.0012827710245759648,1.0,2.837374838358182e-05,True,2022:100/73(n11) 2023:100/64(n8) 2024:100/69(n11) 2025:90/73(n10) 2026:80/69(n5),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,30,0.5666666666666667,27.94423349641501,208.34912203560498,15,0.5333333333333333,15.476335134933967,150.9257336779154,25.975666666666804,"[[""dist_pdh_pct"", "">="", 0.1644], [""adx_14"", "">="", 25.1133], [""dte_cat"", ""=="", 3.0]]"
R0485,"When size of the move from the open to 10:15 (either direction) ≥ 0.43% (≈108 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.20% (≈+50 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 at 10:15",10:15,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,40,0.975,0.6893,1.415,17,0.8824,0.713,1.238,"[0.6566, 0.9671]",0.08845577211394302,1.0,0.09501073736576268,0.19903111361965803,0.1261090599798385,1.0,0.0006892657121236421,1.0,1.3072296304580965e-05,True,2022:94/73(n18) 2023:100/64(n7) 2024:100/69(n15) 2025:90/73(n10) 2026:86/69(n7),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,40,0.325,-8.12915097958028,686.0008578637066,17,0.4117647058823529,-21.395130526275118,679.4302428690982,-12.159623529411927,"[[""abs_mv_pct"", "">="", 0.4336], [""twap_dir_pct"", "">="", 0.1998], [""vix_chg"", "">="", 0.7733]]"
R0486,"When size of the move from the open to 10:15 (either direction) ≥ 0.43% (≈108 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 AND 1-min Bollinger %B ≤ 0.398 at 10:15",10:15,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,38,0.9737,0.6893,1.413,16,0.8125,0.713,1.14,"[0.5699, 0.9341]",0.28735632183908044,1.0,0.2828087643578162,0.47394848095827125,0.3339187820128432,1.0,0.00120486887035789,1.0,2.621092959683095e-05,False,2022:95/73(n20) 2023:100/64(n9) 2024:100/69(n9) 2025:86/73(n7) 2026:78/69(n9),False,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,38,0.5,16.17439145185488,397.99727367634523,16,0.25,-40.180883578232695,741.0151490126796,-30.42151250000029,"[[""abs_mv_pct"", "">="", 0.4336], [""vix_chg"", "">="", 0.7733], [""bb_pctb"", ""<="", 0.3982]]"
R0487,"When size of the move from the open to 10:15 (either direction) ≥ 0.43% (≈108 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) ≥ +0.03% (≈+7 pts at 25,000) at 10:15",10:15,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,36,0.9722,0.6893,1.41,22,0.9091,0.713,1.275,"[0.7218, 0.9747]",0.017491254372813594,1.0,0.027702945648013386,0.0686919978823189,0.04230995335332953,1.0,0.002088083721681444,1.0,5.2424905328199775e-05,True,2022:94/73(n17) 2023:100/64(n2) 2024:100/69(n17) 2025:100/73(n11) 2026:82/69(n11),True,WATCH,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,36,0.5,28.998802039605053,312.8784214527481,22,0.4090909090909091,-23.552027136663263,543.4337479703379,-12.883590909090344,"[[""abs_mv_pct"", "">="", 0.4336], [""ema9_21_pct"", "">="", 0.0281]]"
R0488,"When size of the move from the open to 10:15 (either direction) ≤ 0.09% (≈23 pts at 25,000) AND (it is weekly-expiry day or expiry is 1 trading day away) AND position in today's range so far (0 = at low, 1 = at high) > 0.366 at 10:15",10:15,the day closes on the same side of the open as the move so far,level / structure,rulefit,lower,49,0.2245,0.6893,0.326,30,0.4667,0.713,0.655,"[0.3023, 0.6386]",0.00399800099950025,0.009900990099009901,0.003947497266565213,0.013366859048599328,0.00814267093558809,1.0,1.98770248914345e-08,0.0005253100622864701,5.699752617099518e-11,True,2022:22/73(n9) 2023:15/64(n20) 2024:30/69(n20) 2025:45/73(n20) 2026:50/69(n10),True,PASS,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,49,0.7142857142857143,42.55756383483134,305.82831477332843,30,0.5,8.718216716230614,244.53177621646668,18.89159333333337,"[[""abs_mv_pct"", ""<="", 0.0936], [""dte_cat"", ""<="", 1.5], [""pos_rng"", "">"", 0.366]]"
R0489,"When size of the move from the open to 10:15 (either direction) ≤ 0.15% (≈38 pts at 25,000) AND India VIX (prior day's close) > 18.1 AND (the first opening-range break was upward or no opening-range break yet) at 10:15",10:15,the day closes on the same side of the open as the move so far,level / structure,rulefit,lower,30,0.2333,0.6893,0.339,5,0.8,0.713,1.122,"[0.3755, 0.9638]",0.8610694652673663,0.31683168316831684,0.8157535679229261,0.9350859886882052,0.8327484339213204,1.0,6.537216165704125e-05,1.0,7.287440781098275e-07,False,2022:27/73(n26) 2023:–(n0) 2024:0/69(n4) 2025:–(n0) 2026:80/69(n5),False,FAIL,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,30,0.6666666666666666,31.00202062668379,142.4225249737379,5,0.2,-57.73721438355718,421.5969773878328,-46.91155999999974,"[[""abs_mv_pct"", ""<="", 0.1531], [""vix_prev"", "">"", 18.14], [""or_first_break"", "">"", -0.5]]"
R0490,"When size of the move from the open to 10:15 (either direction) ≤ 0.13% (≈33 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) > +0.03% (≈+7 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) ≤ 0.965 at 10:15",10:15,the day closes on the same side of the open as the move so far,level / structure,rulefit,lower,32,0.25,0.6893,0.363,22,0.5909,0.713,0.829,"[0.3873, 0.7674]",0.13943028485757122,0.3465346534653465,0.15149457385213952,0.2939176163358875,0.19156733209689902,1.0,7.204436074436783e-05,1.0,8.180966289413616e-07,True,2022:0/73(n5) 2023:23/64(n13) 2024:36/69(n14) 2025:56/73(n16) 2026:67/69(n6),False,FAIL,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,32,0.65625,25.353417525472786,238.529657106262,22,0.4090909090909091,1.771019695775454,323.8494044454976,11.065127272727047,"[[""abs_mv_pct"", ""<="", 0.1303], [""ema9_21_pct"", "">"", 0.0267], [""pos_rng"", ""<="", 0.9654]]"
R0491,"When distance from TWAP in the move's direction ≤ -0.09% (≈-23 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) ≤ +0.16% (≈+39 pts at 25,000) at 10:15",10:15,the day closes on the same side of the open as the move so far,level / structure,rulefit,lower,31,0.2581,0.6893,0.374,35,0.7429,0.713,1.042,"[0.5793, 0.8584]",0.7596201899050474,0.6633663366336634,0.7116702496428455,0.8646793533160573,0.7406408969734393,1.0,0.00014955312196583684,1.0,1.987775720571721e-06,False,2022:9/73(n11) 2023:30/64(n10) 2024:40/69(n10) 2025:74/73(n19) 2026:75/69(n16),False,FAIL,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,31,0.6451612903225806,46.117221668020875,211.2333944712509,35,0.22857142857142856,-39.02631454368484,1365.9210090289694,-29.295011428571783,"[[""twap_dir_pct"", ""<="", -0.0904], [""dist_twap_pct"", ""<="", 0.1557]]"
R0492,"When size of the move from the open to 10:15 (either direction) ≥ 0.43% (≈108 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.12% (≈+30 pts at 25,000) AND price has already touched the prior-day high at 10:15",10:15,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,36,0.8611,0.3297,2.612,25,0.68,0.3827,1.777,"[0.4841, 0.828]",0.0029985007496251873,0.009900990099009901,0.002497250401606307,0.009057191755079592,0.005520237729866573,1.0,4.0497158739473646e-08,0.0011735096807704818,1.2736433973020275e-10,True,2022:93/38(n14) 2023:71/24(n7) 2024:87/37(n15) 2025:69/39(n16) 2026:67/37(n9),True,PASS,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,36,0.5833333333333334,46.36351837994396,332.36803489114664,25,0.44,4.862419485792754,768.1738975389026,14.415351999999984,"[[""abs_mv_pct"", "">="", 0.4336], [""twap_dir_pct"", "">="", 0.1204], [""touched_pdh"", ""=="", 1.0]]"
R0493,"When size of the move from the open to 10:15 (either direction) > 0.67% (≈167 pts at 25,000) AND 1-min RSI(14) > 29.1 AND prior-day range ≤ 1.56% (≈390 pts at 25,000) at 10:15",10:15,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,31,0.8387,0.3297,2.544,19,0.7895,0.3827,2.063,"[0.5667, 0.9149]",0.0009995002498750624,0.009900990099009901,0.0003651110415322692,0.0017757579012113685,0.0010742239155476182,0.2825959461459764,2.475502526387735e-06,0.13736272055613918,1.4951786511106204e-08,True,2022:86/38(n14) 2023:67/24(n6) 2024:91/37(n11) 2025:86/39(n14) 2026:60/37(n5),True,WATCH,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,31,0.5161290322580645,43.410074784043765,369.46463733008324,19,0.47368421052631576,9.107120714457988,305.7157722532728,18.48152631578954,"[[""abs_mv_pct"", "">"", 0.669], [""rsi_14"", "">"", 29.103], [""pdr_pct"", ""<="", 1.5616]]"
R0494,"When size of the move from the open to 10:15 (either direction) > 0.54% (≈134 pts at 25,000) AND price vs prior-day high > -0.65% (≈-163 pts at 25,000) at 10:15",10:15,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,tree,higher,34,0.8235,0.3297,2.498,26,0.6538,0.3827,1.709,"[0.4622, 0.8059]",0.0029985007496251873,0.009900990099009901,0.0046508597765716215,0.015428790794633503,0.00939761356915503,1.0,1.5579524939901147e-06,0.08018958901810987,8.72469133138448e-09,True,2022:88/38(n16) 2023:83/24(n6) 2024:75/37(n12) 2025:67/39(n15) 2026:64/37(n11),False,PASS,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,34,0.5882352941176471,18.044297898053188,207.35503051128467,26,0.38461538461538464,-13.771626991230347,636.5604390486826,-4.166976923076968,"[[""abs_mv_pct"", "">"", 0.5365], [""dist_pdh_pct"", "">"", -0.6534]]"
R0495,"When size of the move from the open to 10:15 (either direction) > 0.54% (≈134 pts at 25,000) AND price vs prior-day low > +0.24% (≈+59 pts at 25,000) AND price vs prior-day low ≤ +2.65% (≈+661 pts at 25,000) at 10:15",10:15,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,41,0.8049,0.3297,2.441,25,0.6,0.3827,1.568,"[0.4074, 0.766]",0.01699150424787606,0.009900990099009901,0.022649369328435955,0.05847736814738748,0.03594730364336258,1.0,2.6225723331832513e-07,0.010144828878117742,1.1022166911035587e-09,True,2022:83/38(n18) 2023:88/24(n8) 2024:73/37(n15) 2025:62/39(n16) 2026:56/37(n9),False,WATCH,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,41,0.5609756097560976,11.41078500508111,314.79663856682083,25,0.36,-27.325178770836548,961.6276065476073,-17.6763519999999,"[[""abs_mv_pct"", "">"", 0.5365], [""dist_pdl_pct"", "">"", 0.237], [""dist_pdl_pct"", ""<="", 2.6451]]"
R0496,"When gap measured in the direction of the move so far > -0.01% (≈-2 pts at 25,000) AND size of the move from the open to 10:15 (either direction) > 0.55% (≈137 pts at 25,000) AND distance from TWAP in the move's direction > +0.13% (≈+31 pts at 25,000) at 10:15",10:15,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,36,0.8056,0.3297,2.443,19,0.6316,0.3827,1.65,"[0.4104, 0.8085]",0.02048975512243878,0.009900990099009901,0.024522377399185762,0.06223433637600147,0.038348824230641565,1.0,2.067487727532596e-06,0.11154641749392365,1.2139641320457063e-08,True,2022:80/38(n20) 2023:75/24(n8) 2024:88/37(n8) 2025:67/39(n9) 2026:60/37(n10),False,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,36,0.5555555555555556,16.870058466023668,313.26171651418736,19,0.47368421052631576,-7.4457630986360615,408.7658125125572,2.3573473684212476,"[[""gap_dir_pct"", "">"", -0.0089], [""abs_mv_pct"", "">"", 0.5475], [""twap_dir_pct"", "">"", 0.1259]]"
R0497,"When size of the move from the open to 10:15 (either direction) ≥ 0.43% (≈108 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.12% (≈+30 pts at 25,000) AND prior day's close-to-close return ≥ +0.25% (≈+62 pts at 25,000) at 10:15",10:15,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,30,0.8,0.3297,2.426,18,0.7222,0.3827,1.887,"[0.4913, 0.875]",0.0029985007496251873,0.1485148514851485,0.003661369336188284,0.012657024361162396,0.007711409286708201,1.0,3.386235282535923e-05,1.0,3.3162715120150374e-07,True,2022:75/38(n16) 2023:50/24(n4) 2024:100/37(n10) 2025:78/39(n9) 2026:67/37(n9),True,WATCH,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,30,0.5333333333333333,13.257664668363466,469.6515249342019,18,0.3888888888888889,2.7831046968366766,400.62652115203684,12.043066666666668,"[[""abs_mv_pct"", "">="", 0.4336], [""twap_dir_pct"", "">="", 0.1204], [""prevret_pct"", "">="", 0.2487]]"
R0498,"When size of the move from the open to 10:15 (either direction) > 0.63% (≈158 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) > 0.0637 at 10:15",10:15,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,47,0.7872,0.3297,2.388,25,0.8,0.3827,2.09,"[0.6087, 0.9114]",0.0004997501249375312,0.009900990099009901,2.5195838000154923e-05,0.00019133089481367644,0.00011574338081321167,0.02129048311013091,9.06807863690397e-08,0.0029666563454279313,3.2211119491884085e-10,True,2022:83/38(n23) 2023:67/24(n6) 2024:78/37(n18) 2025:88/39(n16) 2026:67/37(n9),True,PASS,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,47,0.44680851063829785,17.483874592276027,678.6543733373721,25,0.4,-8.345886905482905,582.6375376056857,1.2176080000000367,"[[""abs_mv_pct"", "">"", 0.6326], [""pos_rng"", "">"", 0.0637]]"
R0499,"When size of the move from the open to 10:15 (either direction) > 0.38% (≈95 pts at 25,000) AND range so far (high−low since 09:15) > 0.62% (≈156 pts at 25,000) AND price vs prior-day high > -0.67% (≈-168 pts at 25,000) at 10:15",10:15,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,60,0.7833,0.3297,2.376,44,0.5227,0.3827,1.366,"[0.3794, 0.6625]",0.026486756621689155,0.009900990099009901,0.04105760881891421,0.09709974640385549,0.06035468496380389,1.0,7.996035357636412e-10,1.362402603187785e-05,1.476731127043492e-12,True,2022:83/38(n29) 2023:78/24(n9) 2024:73/37(n22) 2025:50/39(n26) 2026:56/37(n18),False,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,60,0.55,26.81111054524403,491.87744932782334,44,0.3181818181818182,-32.74376049023377,1719.2235988469795,-23.098313636363525,"[[""abs_mv_pct"", "">"", 0.381], [""rng_pct"", "">"", 0.625], [""dist_pdh_pct"", "">"", -0.6721]]"
R0500,"When size of the move from the open to 10:15 (either direction) ≤ 0.09% (≈22 pts at 25,000) AND range so far (high−low since 09:15) ≤ 0.35% (≈87 pts at 25,000) AND India VIX (prior day's close) ≤ 12.1 at 10:15",10:15,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,33,0.0,0.3297,0.0,23,0.1739,0.3827,0.454,"[0.0698, 0.3714]",0.02348825587206397,0.8514851485148515,0.027986945910345222,0.06904393762653695,0.04252280153819894,1.0,0.0002480669473892504,1.0,3.694808662357536e-06,True,2022:–(n0) 2023:0/24(n29) 2024:0/37(n4) 2025:10/39(n10) 2026:23/37(n13),False,WATCH,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,33,0.5757575757575758,12.495889811652086,215.8432503742862,23,0.2608695652173913,-28.78056128627561,769.8216671408064,-16.75007826086917,"[[""abs_mv_pct"", ""<="", 0.0889], [""rng_pct"", ""<="", 0.347], [""vix_prev"", ""<="", 12.09]]"
R0501,"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 the day opened inside the prior-day range at 10:15",10:15,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,31,0.0,0.3297,0.0,18,0.0,0.3827,0.0,"[0.0, 0.1759]",0.0004997501249375312,0.9900990099009901,0.00016946728484806635,0.0009254056228782051,0.0005598132780374326,0.13472649145421275,0.0004739468435810964,1.0,8.223809595650035e-06,True,2022:0/38(n3) 2023:0/24(n16) 2024:0/37(n12) 2025:0/39(n14) 2026:0/37(n4),True,WATCH,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,31,0.6129032258064516,30.64013696447217,227.07541360322176,18,0.8333333333333334,89.17715378602571,101.25861539569122,97.86815555555566,"[[""abs_mv_pct"", ""<="", 0.0889], [""pos_rng"", "">="", 0.6456], [""open_vs_pd"", ""=="", 0.0]]"
R0502,"When size of the move from the open to 10:15 (either direction) ≤ 0.09% (≈22 pts at 25,000) AND India VIX (prior day's close) ≤ 12.1 AND India VIX change on the prior day (%) is negative at 10:15",10:15,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,30,0.0,0.3297,0.0,23,0.1739,0.3827,0.454,"[0.0698, 0.3714]",0.02448775612193903,1.0,0.027986945910345222,0.06904393762653695,0.04252280153819894,1.0,0.0006558815251523668,1.0,1.2269125062666605e-05,True,2022:–(n0) 2023:0/24(n26) 2024:0/37(n4) 2025:9/39(n11) 2026:25/37(n12),False,WATCH,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,30,0.5666666666666667,12.668045476683112,126.76605516189434,23,0.391304347826087,-13.102454133679316,435.488525123988,-1.6726260869562912,"[[""abs_mv_pct"", ""<="", 0.0889], [""vix_prev"", ""<="", 12.09], [""vix_chg"", ""<"", 0.0]]"
R0503,"When prior-day range ≤ 0.78% (≈196 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is negative AND price is above the prior-day high at 10:15",10:15,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,30,0.0,0.3297,0.0,13,0.4615,0.3827,1.206,"[0.2321, 0.7086]",0.7986006996501749,1.0,0.809123376101067,0.9318340302964895,0.8274166002563954,1.0,0.0006558815251523668,1.0,1.2269125062666605e-05,False,2022:0/38(n7) 2023:0/24(n15) 2024:0/37(n8) 2025:25/39(n8) 2026:80/37(n5),False,FAIL,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,30,0.6333333333333333,45.953475556420045,125.23135456790068,13,0.23076923076923078,-50.52138903432106,760.0987804395093,-39.58127692307691,"[[""pdr_pct"", ""<="", 0.7824], [""dist_twap_pct"", ""<"", 0.0], [""pd_pos"", ""=="", 1.0]]"
R0504,"When range so far (high−low since 09:15) > 0.84% (≈211 pts at 25,000) AND size of the move from the open to 10:15 (either direction) > 0.70% (≈175 pts at 25,000) at 10:15",10:15,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,34,0.6765,0.1872,3.613,26,0.7692,0.2528,3.042,"[0.5795, 0.8897]",0.0004997501249375312,0.009900990099009901,5.046444251390748e-08,1.0219049609066265e-06,6.181894207953666e-07,4.667960932536442e-05,2.8317620501837937e-07,0.011072522503434969,1.2030640290002728e-09,True,2022:65/25(n20) 2023:67/8(n6) 2024:75/23(n8) 2025:75/25(n16) 2026:80/26(n10),True,PASS,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,34,0.4411764705882353,15.373319143482009,547.1685526049607,26,0.46153846153846156,4.996745798297882,276.74976277910326,13.968276923076981,"[[""rng_pct"", "">"", 0.8445], [""abs_mv_pct"", "">"", 0.6987]]"
R0505,"When size of the move from the open to 10:15 (either direction) > 0.63% (≈158 pts at 25,000) AND India VIX (prior day's close) ≤ 21 AND distance from TWAP in the move's direction > +0.15% (≈+38 pts at 25,000) at 10:15",10:15,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,36,0.6667,0.1872,3.56,20,0.65,0.2528,2.571,"[0.4329, 0.8188]",0.0004997501249375312,0.009900990099009901,0.00020783175578750898,0.0010802805701896187,0.0006535030609789052,0.16335576004898206,2.0048881556299623e-07,0.007414842888061497,8.054589098147706e-10,True,2022:62/25(n13) 2023:29/8(n7) 2024:88/23(n16) 2025:64/25(n14) 2026:67/26(n6),False,PASS,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,36,0.5277777777777778,18.12282593836936,508.0300217070567,20,0.3,-40.529831771359326,984.2803888189178,-30.830319999999848,"[[""abs_mv_pct"", "">"", 0.6313], [""vix_prev"", ""<="", 21.04], [""twap_dir_pct"", "">"", 0.1518]]"
R0506,"When opening-range size ≥ 0.44% (≈110 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.12% (≈+30 pts at 25,000) AND it is Friday at 10:15",10:15,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,30,0.6333,0.1872,3.382,16,0.625,0.2528,2.472,"[0.3864, 0.8152]",0.0014992503748125937,0.06930693069306931,0.0018055791064489955,0.006882442711640877,0.004196365670324148,1.0,2.1338753143872613e-05,1.0,1.9120190891187422e-07,True,2022:54/25(n13) 2023:50/8(n2) 2024:73/23(n15) 2025:56/25(n9) 2026:71/26(n7),True,WATCH,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,30,0.5333333333333333,36.663198350800165,314.8280092842897,16,0.5,-19.100413054716157,592.49504659098,-8.87502500000005,"[[""or_rng_pct"", "">="", 0.4386], [""twap_dir_pct"", "">="", 0.1204], [""dow"", ""=="", 4.0]]"
R0507,"When size of the move from the open to 10:15 (either direction) ≥ 0.43% (≈108 pts at 25,000) AND opening gap vs prior close ≤ +0.04% (≈+9 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.20% (≈+50 pts at 25,000) at 10:15",10:15,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,38,0.5789,0.1872,3.092,20,0.7,0.2528,2.768,"[0.481, 0.8545]",0.0004997501249375312,0.06930693069306931,3.387592537687926e-05,0.0002475744320776439,0.0001497672490346241,0.028455777316578577,2.1081456834527903e-05,1.0,1.88326244737444e-07,True,2022:33/25(n18) 2023:67/8(n6) 2024:86/23(n14) 2025:55/25(n11) 2026:89/26(n9),True,PASS,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,38,0.5,12.259426799138918,633.1852239154018,20,0.55,16.818166873153235,519.4109424584349,26.246840000000155,"[[""abs_mv_pct"", "">="", 0.4336], [""gap_pct"", ""<="", 0.0365], [""twap_dir_pct"", "">="", 0.1998]]"
R0508,"When size of the move from the open to 10:15 (either direction) ≥ 0.43% (≈108 pts at 25,000) AND opening gap vs prior close ≤ +0.04% (≈+9 pts at 25,000) AND 1-min ATR(14) as % of price ≥ 0.0588 at 10:15",10:15,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,32,0.5625,0.1872,3.004,12,0.4167,0.2528,1.648,"[0.1933, 0.6805]",0.16141929035482258,0.8910891089108911,0.1635785731339355,0.31115141504145855,0.2055217970144318,1.0,0.0003167569367418088,1.0,4.966994480665241e-06,True,2022:47/25(n17) 2023:33/8(n3) 2024:75/23(n12) 2025:25/25(n8) 2026:75/26(n4),False,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,32,0.4375,22.611076590769173,774.2635165280842,12,0.25,-56.77628937189784,800.9922074290619,-48.34765000000092,"[[""abs_mv_pct"", "">="", 0.4336], [""gap_pct"", ""<="", 0.0365], [""atr14_pct"", "">="", 0.0588]]"
R0509,"When size of the move from the open to 10:15 (either direction) ≥ 0.43% (≈108 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.12% (≈+30 pts at 25,000) AND price has already touched the prior-day high at 10:15",10:15,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,36,0.5556,0.1872,2.967,25,0.56,0.2528,2.215,"[0.3707, 0.7333]",0.0009995002498750624,0.6336633663366337,0.0010337821206633986,0.004312601808089371,0.0026201029609917168,0.7649987692909149,0.0001376312214344236,1.0,1.795946866411915e-06,True,2022:64/25(n14) 2023:14/8(n7) 2024:67/23(n15) 2025:50/25(n16) 2026:67/26(n9),True,PASS,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,36,0.5833333333333334,46.36351837994396,332.36803489114664,25,0.44,4.862419485792754,768.1738975389026,14.415351999999984,"[[""abs_mv_pct"", "">="", 0.4336], [""twap_dir_pct"", "">="", 0.1204], [""touched_pdh"", ""=="", 1.0]]"
R0510,"When size of the move from the open to 10:15 (either direction) ≥ 0.43% (≈108 pts at 25,000) AND size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND range so far (high−low since 09:15) ≥ 0.71% (≈176 pts at 25,000) at 10:15",10:15,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,35,0.5429,0.1872,2.899,25,0.48,0.2528,1.898,"[0.3003, 0.665]",0.01199400299850075,0.9207920792079208,0.011779657074748918,0.033949624244360044,0.020783384221745065,1.0,0.0003378821320058402,1.0,5.382502458548305e-06,True,2022:55/25(n11) 2023:40/8(n10) 2024:64/23(n14) 2025:50/25(n18) 2026:43/26(n7),False,PASS,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,35,0.42857142857142855,-5.449545137102171,666.7892008228422,25,0.28,-42.23342961685727,1055.8357404214316,-33.096319999999835,"[[""abs_mv_pct"", "">="", 0.4336], [""abs_gap_pct"", ""<="", 0.2212], [""rng_pct"", "">="", 0.7054]]"
R0511,"When range so far (high−low since 09:15) > 0.88% (≈221 pts at 25,000) AND 1-min Bollinger %B ≤ 0.843 at 10:15",10:15,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,61,0.541,0.1872,2.889,35,0.5143,0.2528,2.034,"[0.3557, 0.6701]",0.0004997501249375312,0.009900990099009901,0.0008042666660628894,0.0034287157868996866,0.0020832986768501275,0.5991786662168526,3.212256099780258e-07,0.012764759211081599,1.3870275662484243e-09,True,2022:54/25(n41) 2023:17/8(n6) 2024:71/23(n14) 2025:50/25(n16) 2026:53/26(n19),False,PASS,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,61,0.39344262295081966,9.05106520811304,1231.9608541305038,35,0.37142857142857144,-24.670317943149232,1212.455272407664,-14.935102857143127,"[[""rng_pct"", "">"", 0.8849], [""bb_pctb"", ""<="", 0.8427]]"
R0512,"When gap measured in the direction of the move so far ≥ +0.04% (≈+11 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0388 AND India VIX change on the prior day (%) is negative at 10:15",10:15,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,77,0.0,0.1872,0.0,53,0.2453,0.2528,0.97,"[0.1493, 0.3757]",0.49025487256371814,0.09900990099009901,0.5229437291908043,0.7292701646678075,0.5673264073140092,1.0,2.5227043174685372e-05,1.0,2.332913638996974e-07,False,2022:0/25(n21) 2023:0/8(n42) 2024:0/23(n14) 2025:17/25(n29) 2026:33/26(n24),False,FAIL,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,77,0.5064935064935064,10.344641862147581,573.1070373823635,53,0.33962264150943394,-21.9016886935285,1160.78950075701,-11.15423018867927,"[[""gap_dir_pct"", "">="", 0.0423], [""atr14_pct"", ""<="", 0.0388], [""vix_chg"", ""<"", 0.0]]"
R0513,"When size of the move from the open to 10:15 (either direction) ≤ 0.17% (≈43 pts at 25,000) AND India VIX (prior day's close) ≤ 12.1 AND 1-min ATR(14) as % of price ≤ 0.0388 at 10:15",10:15,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,72,0.0,0.1872,0.0,69,0.0725,0.2528,0.287,"[0.0313, 0.1587]",0.0004997501249375312,0.27722772277227725,0.00011703840474350133,0.0006812055653334329,0.00041208731730047176,0.09433295422326207,6.0010985383660664e-05,1.0,6.578123086166172e-07,True,2022:–(n0) 2023:0/8(n67) 2024:0/23(n5) 2025:7/25(n43) 2026:8/26(n26),True,PASS,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,72,0.5416666666666666,5.10387418456445,399.7017707004643,69,0.36231884057971014,-20.268918157426903,1506.4241104189239,-9.763921739130467,"[[""abs_mv_pct"", ""<="", 0.1722], [""vix_prev"", ""<="", 12.09], [""atr14_pct"", ""<="", 0.0388]]"
R0514,"When size of the move from the open to 10:15 (either direction) ≤ 0.17% (≈43 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0388 AND 1-min Supertrend is down at 10:15",10:15,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,71,0.0,0.1872,0.0,60,0.0833,0.2528,0.33,"[0.0361, 0.1807]",0.0014992503748125937,0.3465346534653465,0.0008170454340497991,0.003452905051723499,0.0020979157869924973,0.6070647574990007,7.137510151981867e-05,1.0,8.093617241889067e-07,True,2022:0/25(n12) 2023:0/8(n38) 2024:0/23(n21) 2025:10/25(n38) 2026:4/26(n22),True,PASS,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,71,0.5070422535211268,6.210515536037175,387.13460125683906,60,0.31666666666666665,-29.992199181310205,1799.531950878612,-19.329739999999948,"[[""abs_mv_pct"", ""<="", 0.1722], [""atr14_pct"", ""<="", 0.0388], [""supertrend_dir"", ""=="", -1.0]]"
R0515,"When size of the move from the open to 10:15 (either direction) ≤ 0.09% (≈22 pts at 25,000) AND India VIX (prior day's close) ≤ 13.7 AND 1-min ATR(14) as % of price ≤ 0.0388 at 10:15",10:15,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,67,0.0,0.1872,0.0,57,0.0526,0.2528,0.208,"[0.0181, 0.1437]",0.0004997501249375312,0.6336633663366337,8.137540413887556e-05,0.0005006132457151079,0.00030284011160543563,0.06632095437318358,0.00014099415371897586,1.0,1.8548351989299062e-06,True,2022:0/25(n2) 2023:0/8(n51) 2024:0/23(n14) 2025:3/25(n32) 2026:8/26(n25),True,PASS,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,67,0.5671641791044776,6.403862060490094,236.56553877689865,57,0.42105263157894735,-6.6052305532887825,583.8291271196974,4.362592982456319,"[[""abs_mv_pct"", ""<="", 0.0889], [""vix_prev"", ""<="", 13.684], [""atr14_pct"", ""<="", 0.0388]]"
R0516,"When range so far (high−low since 09:15) > 0.93% (≈233 pts at 25,000) AND distance from TWAP in the move's direction > -0.04% (≈-11 pts at 25,000) AND size of the move from the open to 10:15 (either direction) > 0.67% (≈167 pts at 25,000) at 10:15",10:15,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,31,0.9355,0.5183,1.805,17,0.7647,0.574,1.332,"[0.5274, 0.9045]",0.09895052473763119,0.46534653465346537,0.08680771217475851,0.18422946775953117,0.11627092200172666,1.0,0.00010047552359151249,1.0,1.2256926622582021e-06,True,2022:94/61(n18) 2023:80/41(n5) 2024:100/54(n8) 2025:80/60(n10) 2026:71/55(n7),False,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,31,0.3548387096774194,-7.545169844473976,737.3538599861402,17,0.47058823529411764,4.660493764212866,272.6731007705713,13.843364705882456,"[[""rng_pct"", "">"", 0.9324], [""twap_dir_pct"", "">"", -0.0449], [""abs_mv_pct"", "">"", 0.6685]]"
R0517,"When move from the open to 10:15 ≥ +0.23% (≈+58 pts at 25,000) AND range so far (high−low since 09:15) ≥ 0.71% (≈176 pts at 25,000) AND price is above the opening-range high at 10:15",10:15,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,30,0.9333,0.5183,1.801,18,0.8333,0.574,1.452,"[0.6078, 0.9416]",0.02048975512243878,0.7029702970297029,0.019786859456719257,0.0521214834469678,0.032051441764603096,1.0,0.00016348023791036055,1.0,2.217635639912122e-06,True,2022:87/61(n15) 2023:100/41(n4) 2024:100/54(n11) 2025:80/60(n10) 2026:88/55(n8),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,30,0.5,13.340420158864207,245.60497906339987,18,0.3888888888888889,-18.454964557883233,357.47851300564434,-8.020733333332828,"[[""mv_pct"", "">="", 0.232], [""rng_pct"", "">="", 0.7054], [""or_state"", ""=="", 1.0]]"
R0518,"When opening-range size ≥ 0.44% (≈110 pts at 25,000) AND price vs prior-day low ≥ +0.66% (≈+165 pts at 25,000) AND price is above the opening-range high at 10:15",10:15,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,30,0.9333,0.5183,1.801,26,0.8077,0.574,1.407,"[0.6212, 0.9149]",0.01199400299850075,0.7029702970297029,0.011120461924272343,0.03236254188740334,0.019754778282393165,1.0,0.00016348023791036055,1.0,2.217635639912122e-06,True,2022:94/61(n16) 2023:75/41(n4) 2024:100/54(n10) 2025:71/60(n14) 2026:92/55(n12),True,PASS,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,30,0.6,30.53873239725352,210.28655566709358,26,0.46153846153846156,-16.738131178881904,500.4766092337947,-5.936253846153424,"[[""or_rng_pct"", "">="", 0.4386], [""dist_pdl_pct"", "">="", 0.6585], [""or_state"", ""=="", 1.0]]"
R0519,"When size of the move from the open to 10:15 (either direction) ≥ 0.43% (≈108 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 AND price has already touched the prior-day low at 10:15",10:15,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,39,0.9231,0.5183,1.781,21,0.8095,0.574,1.41,"[0.6, 0.9233]",0.02148925537231384,0.0297029702970297,0.021574517299345886,0.056372125846677966,0.03466069992353929,1.0,1.4324555823322512e-05,1.0,1.1858104494023433e-07,True,2022:95/61(n21) 2023:83/41(n6) 2024:92/54(n12) 2025:91/60(n11) 2026:70/55(n10),True,WATCH,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,39,0.358974358974359,-15.68299962702105,1086.3425447087268,21,0.3333333333333333,-13.834617969566807,778.6763768458036,-4.159838095238575,"[[""abs_mv_pct"", "">="", 0.4336], [""vix_chg"", "">="", 0.7733], [""touched_pdl"", ""=="", 1.0]]"
R0520,"When size of the move from the open to 10:15 (either direction) ≥ 0.43% (≈108 pts at 25,000) AND opening gap vs prior close ≤ +0.04% (≈+9 pts at 25,000) AND India VIX change on the prior day (%) is positive at 10:15",10:15,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,36,0.9167,0.5183,1.769,25,0.8,0.574,1.394,"[0.6087, 0.9114]",0.014492753623188406,0.297029702970297,0.015910321092706625,0.04383098304380834,0.026960428825681546,1.0,6.102755977005229e-05,1.0,6.705731735250473e-07,True,2022:94/61(n18) 2023:86/41(n7) 2024:91/54(n11) 2025:85/60(n13) 2026:75/55(n12),True,PASS,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,36,0.4166666666666667,2.411851974901131,565.7819802108801,25,0.4,-14.293837271410512,667.1351276648768,-4.614904000000243,"[[""abs_mv_pct"", "">="", 0.4336], [""gap_pct"", ""<="", 0.0365], [""vix_chg"", "">"", 0.0]]"
R0521,"When size of the move from the open to 10:15 (either direction) ≥ 0.43% (≈108 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.12% (≈+30 pts at 25,000) AND price has already touched the prior-day high at 10:15",10:15,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,36,0.9167,0.5183,1.769,25,0.88,0.574,1.533,"[0.7004, 0.9583]",0.0014992503748125937,0.297029702970297,0.0010577717143762581,0.004375123856909459,0.002657990461765982,0.7806355252096785,6.102755977005229e-05,1.0,6.705731735250473e-07,True,2022:93/61(n14) 2023:86/41(n7) 2024:93/54(n15) 2025:88/60(n16) 2026:89/55(n9),True,PASS,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,36,0.5833333333333334,46.36351837994396,332.36803489114664,25,0.44,4.862419485792754,768.1738975389026,14.415351999999984,"[[""abs_mv_pct"", "">="", 0.4336], [""twap_dir_pct"", "">="", 0.1204], [""touched_pdh"", ""=="", 1.0]]"
R0522,"When range so far (high−low since 09:15) > 0.93% (≈233 pts at 25,000) AND distance from TWAP in the move's direction > -0.04% (≈-11 pts at 25,000) at 10:15",10:15,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,52,0.9038,0.5183,1.744,26,0.7692,0.574,1.34,"[0.5795, 0.8897]",0.021989005497251374,0.009900990099009901,0.031876518320820904,0.07824236315110586,0.04818352897851592,1.0,1.1051044780410887e-06,0.05362578399061702,5.83263830227156e-09,True,2022:91/61(n33) 2023:86/41(n7) 2024:92/54(n12) 2025:80/60(n15) 2026:73/55(n11),True,WATCH,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,52,0.36538461538461536,-8.647878878378542,1124.267619148357,26,0.46153846153846156,-4.706766939154584,529.4140113940075,5.126838461538332,"[[""rng_pct"", "">"", 0.9324], [""twap_dir_pct"", "">"", -0.0449]]"
R0523,"When size of the move from the open to 10:15 (either direction) ≥ 0.43% (≈108 pts at 25,000) AND opening-range size ≥ 0.58% (≈144 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.20% (≈+50 pts at 25,000) at 10:15",10:15,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,34,0.9118,0.5183,1.759,22,0.7727,0.574,1.346,"[0.5656, 0.8988]",0.04147926036981509,0.7029702970297029,0.04434335452966684,0.1038596159104486,0.06453933778080223,1.0,0.00015661103305806987,1.0,2.1046801442577076e-06,True,2022:90/61(n20) 2023:100/41(n4) 2024:90/54(n10) 2025:77/60(n13) 2026:78/55(n9),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,34,0.35294117647058826,-16.73890105947997,896.0204454807292,22,0.45454545454545453,-4.935434898944648,573.9306942889594,4.018718181818258,"[[""abs_mv_pct"", "">="", 0.4336], [""or_rng_pct"", "">="", 0.576], [""twap_dir_pct"", "">="", 0.1998]]"
R0524,"When size of the move from the open to 10:15 (either direction) ≤ 0.09% (≈22 pts at 25,000) AND opening gap vs prior close ≥ +0.21% (≈+53 pts at 25,000) AND opening-range size ≤ 0.35% (≈88 pts at 25,000) at 10:15",10:15,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,34,0.0588,0.5183,0.113,21,0.2857,0.574,0.498,"[0.1381, 0.4996]",0.0074962518740629685,0.009900990099009901,0.007231199324465086,0.022242802985379947,0.01354122676046328,1.0,3.505667541391025e-06,0.2065251426372047,2.2488514846242987e-08,True,2022:12/61(n8) 2023:6/41(n18) 2024:0/54(n8) 2025:10/60(n10) 2026:46/55(n11),True,PASS,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,34,0.6176470588235294,36.00459975863131,239.43734378527046,21,0.5238095238095238,-0.6445772936319842,413.1814539333819,10.71240000000017,"[[""abs_mv_pct"", ""<="", 0.0889], [""gap_pct"", "">="", 0.2104], [""or_rng_pct"", ""<="", 0.3526]]"
R0525,"When size of the move from the open to 10:15 (either direction) ≤ 0.09% (≈22 pts at 25,000) AND range so far (high−low since 09:15) ≤ 0.35% (≈87 pts at 25,000) AND India VIX (prior day's close) ≤ 12.1 at 10:15",10:15,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,33,0.0606,0.5183,0.117,23,0.4783,0.574,0.833,"[0.2924, 0.6704]",0.24237881059470265,0.009900990099009901,0.23519554627521372,0.4089625598917848,0.2828118225149809,1.0,6.209813632735261e-06,0.4039706283765122,4.4018212266077645e-08,True,2022:–(n0) 2023:7/41(n29) 2024:0/54(n4) 2025:50/60(n10) 2026:46/55(n13),False,FAIL,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,33,0.5757575757575758,12.495889811652086,215.8432503742862,23,0.2608695652173913,-28.78056128627561,769.8216671408064,-16.75007826086917,"[[""abs_mv_pct"", ""<="", 0.0889], [""rng_pct"", ""<="", 0.347], [""vix_prev"", ""<="", 12.09]]"
R0526,"When size of the move from the open to 10:15 (either direction) ≤ 0.17% (≈43 pts at 25,000) AND opening-range size ≤ 0.28% (≈69 pts at 25,000) AND India VIX (prior day's close) ≤ 12.1 at 10:15",10:15,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,42,0.0714,0.5183,0.138,34,0.5,0.574,0.871,"[0.3407, 0.6593]",0.22688655672163918,0.009900990099009901,0.24099329876687647,0.41829551143107846,0.28919195852025176,1.0,3.343205621511574e-07,0.01339415986999524,1.4554707094085638e-09,False,2022:–(n0) 2023:8/41(n39) 2024:0/54(n3) 2025:61/60(n18) 2026:38/55(n16),False,FAIL,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,42,0.5476190476190477,12.572571590551211,298.65869926230414,34,0.35294117647058826,-27.390797283078097,952.3778917136517,-16.143252941176424,"[[""abs_mv_pct"", ""<="", 0.1722], [""or_rng_pct"", ""<="", 0.2779], [""vix_prev"", ""<="", 12.09]]"
R0527,"When size of the move from the open to 10:15 (either direction) ≤ 0.09% (≈22 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) is negative AND price has already touched the prior-day high at 10:15",10:15,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,31,0.0968,0.5183,0.187,24,0.3333,0.574,0.581,"[0.1797, 0.5329]",0.010994502748625687,0.6336633663366337,0.015064548605702482,0.04183640355640803,0.025675230667110315,1.0,0.0001383321294306538,1.0,1.8077550530573392e-06,True,2022:17/61(n6) 2023:7/41(n15) 2024:10/54(n10) 2025:36/60(n11) 2026:31/55(n13),False,PASS,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,31,0.6129032258064516,30.215376050178733,240.66039193260238,24,0.375,-12.621534843734707,450.2112224434402,-1.4441916666661807,"[[""abs_mv_pct"", ""<="", 0.0889], [""ema9_21_pct"", ""<"", 0.0], [""touched_pdh"", ""=="", 1.0]]"
R0528,"When range so far (high−low since 09:15) ≤ 0.45% (≈112 pts at 25,000) AND 1-min ADX(14) ≥ 25.1 AND 1-min Bollinger %B ≥ 0.614 at 10:15",10:15,"the best favourable excursion after 10:15 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,32,0.7812,0.5047,1.548,24,0.3333,0.5148,0.647,"[0.1797, 0.5329]",0.953023488255872,1.0,0.9771304196626058,0.9992166154187662,0.998924248677784,1.0,0.03993371451612015,1.0,0.0025061040071854323,False,2022:67/52(n9) 2023:81/47(n16) 2024:86/52(n7) 2025:25/56(n8) 2026:38/46(n16),False,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,32,0.6875,29.64148036267592,118.89994682950044,24,0.4166666666666667,-24.3709626760325,845.5924535361498,-12.238374999999905,"[[""rng_pct"", ""<="", 0.4484], [""adx_14"", "">="", 25.1133], [""bb_pctb"", "">="", 0.6143]]"
R0529,"When prior day's close-to-close return ≤ -0.10% (≈-25 pts at 25,000) AND the first opening-range break was upward AND expiry is 3+ trading days away at 10:15",10:15,"the best favourable excursion after 10:15 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,45,0.7333,0.5047,1.453,25,0.52,0.5148,1.01,"[0.335, 0.6997]",0.4607696151924038,1.0,0.5594537249727078,0.7596742669217568,0.998924248677784,1.0,0.04580603684138237,1.0,0.0030228200345057037,False,2022:50/52(n16) 2023:83/47(n12) 2024:88/52(n17) 2025:54/56(n13) 2026:50/46(n12),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,45,0.6222222222222222,27.69097139032832,407.4097033795565,25,0.44,-3.520259642722357,602.676590077517,7.252736000000441,"[[""prevret_pct"", ""<="", -0.1019], [""or_first_break"", ""=="", 1.0], [""dte_cat"", ""=="", 3.0]]"
R0530,"When 1-min Bollinger %B ≤ 0.0783 AND gap measured in the direction of the move so far ≤ +0.63% (≈+157 pts at 25,000) AND size of the move from the open to 10:15 (either direction) > 0.01% (≈3 pts at 25,000) at 10:15",10:15,"the best favourable excursion after 10:15 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,higher,61,0.7049,0.5047,1.397,40,0.55,0.5148,1.068,"[0.3983, 0.6929]",0.4222888555722139,1.0,0.3877614026561607,0.6011472652371915,0.998924248677784,1.0,0.03858157728997738,1.0,0.002389708227026219,False,2022:82/52(n22) 2023:68/47(n19) 2024:60/52(n20) 2025:48/56(n25) 2026:67/46(n15),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,61,0.5737704918032787,34.84883593617158,297.73252236621624,40,0.55,10.599007394480541,454.759883773585,20.69587499999998,"[[""bb_pctb"", ""<="", 0.0783], [""gap_dir_pct"", ""<="", 0.6296], [""abs_mv_pct"", "">"", 0.0135]]"
R0531,"When CPR width > 0.05% (≈12 pts at 25,000) AND CPR width ≤ 0.13% (≈32 pts at 25,000) AND India VIX change on the prior day (%) > -1.36 at 10:15",10:15,"the best favourable excursion after 10:15 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,higher,98,0.6939,0.5047,1.375,64,0.5,0.5148,0.971,"[0.381, 0.619]",0.6656671664167916,1.0,0.6415936873958228,0.8270942495341376,0.998924248677784,1.0,0.006545390574652088,1.0,0.00022603588023836725,False,2022:64/52(n25) 2023:64/47(n39) 2024:79/52(n34) 2025:60/56(n37) 2026:37/46(n27),False,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,98,0.5306122448979592,6.29841599114837,624.8996742971971,64,0.390625,-18.347295553055243,1449.550165565282,-8.20510312499988,"[[""cpr_width_pct"", "">"", 0.0472], [""cpr_width_pct"", ""<="", 0.1266], [""vix_chg"", "">"", -1.3641]]"
R0532,"When prior day's close-to-close return ≤ +0.57% (≈+143 pts at 25,000) AND price vs prior-day low > +0.37% (≈+91 pts at 25,000) AND price vs prior-day low ≤ +0.65% (≈+164 pts at 25,000) at 10:15",10:15,"the best favourable excursion after 10:15 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,higher,122,0.6803,0.5047,1.348,53,0.4717,0.5148,0.916,"[0.3438, 0.6034]",0.8465767116441779,1.0,0.7779846284606557,0.9132863029755524,0.998924248677784,1.0,0.004229746021772699,1.0,0.00012892373547476583,False,2022:77/52(n30) 2023:70/47(n43) 2024:61/52(n49) 2025:49/56(n35) 2026:44/46(n18),False,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,122,0.5491803278688525,25.18090356528549,462.8437095015638,53,0.41509433962264153,-9.420429152615249,888.8637350651439,0.14159999999997727,"[[""prevret_pct"", ""<="", 0.5727], [""dist_pdl_pct"", "">"", 0.3657], [""dist_pdl_pct"", ""<="", 0.6541]]"
R0533,"When range so far (high−low since 09:15) ≤ 0.70% (≈174 pts at 25,000) AND 1-min ATR(14) as % of price > 0.0388 AND CPR width ≤ 0.15% (≈37 pts at 25,000) at 10:15",10:15,"the best favourable excursion after 10:15 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,higher,118,0.6695,0.5047,1.326,59,0.5763,0.5148,1.119,"[0.4493, 0.6939]",0.21839080459770116,1.0,0.20795074461846236,0.37293011765524986,0.998924248677784,1.0,0.010739156660612011,1.0,0.000432787691199938,True,2022:68/52(n31) 2023:75/47(n24) 2024:64/52(n63) 2025:57/56(n35) 2026:58/46(n24),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,118,0.5254237288135594,10.511119648994496,1381.5468952927129,59,0.4576271186440678,2.9544553745067557,768.308124392973,12.611189830508657,"[[""rng_pct"", ""<="", 0.698], [""atr14_pct"", "">"", 0.0388], [""cpr_width_pct"", ""<="", 0.1498]]"
R0534,"When prior-day range > 0.86% (≈215 pts at 25,000) AND prior-day range ≤ 1.70% (≈425 pts at 25,000) AND gap measured in the direction of the move so far ≤ -0.34% (≈-85 pts at 25,000) at 10:15",10:15,"the best favourable excursion after 10:15 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,higher,87,0.6667,0.5047,1.321,39,0.5128,0.5148,0.996,"[0.362, 0.6614]",0.5032483758120939,1.0,0.5738410007488908,0.7746853510110026,0.998924248677784,1.0,0.048906858088269806,1.0,0.003305497415338335,False,2022:68/52(n47) 2023:59/47(n22) 2024:72/52(n18) 2025:61/56(n18) 2026:43/46(n21),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,87,0.47126436781609193,9.06368682509641,554.7854479359033,39,0.4358974358974359,-13.250303735241681,881.1388669274043,-3.1045743589742276,"[[""pdr_pct"", "">"", 0.8606], [""pdr_pct"", ""<="", 1.7015], [""gap_dir_pct"", ""<="", -0.3418]]"
R0535,"When prior day's close-to-close return ≤ +0.44% (≈+109 pts at 25,000) AND CPR width > 0.05% (≈13 pts at 25,000) AND prior day's close-to-close return > -0.04% (≈-11 pts at 25,000) at 10:15",10:15,"the best favourable excursion after 10:15 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,higher,134,0.6493,0.5047,1.286,72,0.5556,0.5148,1.079,"[0.4409, 0.6646]",0.2733633183408296,1.0,0.28342742818951133,0.4741677456113684,0.998924248677784,1.0,0.020714040153750245,1.0,0.0010302813922594015,True,2022:71/52(n35) 2023:56/47(n52) 2024:70/52(n47) 2025:62/56(n42) 2026:47/46(n30),True,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,134,0.4925373134328358,14.540235819681822,830.1802378287157,72,0.4722222222222222,3.715782074962531,627.1746779526586,14.011319444444375,"[[""prevret_pct"", ""<="", 0.4356], [""cpr_width_pct"", "">"", 0.0511], [""prevret_pct"", "">"", -0.0438]]"
R0536,"When distance from TWAP in the move's direction ≤ +0.06% (≈+14 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) ≤ -0.01% (≈-2 pts at 25,000) AND price is above the CPR at 10:15",10:15,"the best favourable excursion after 10:15 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,lower,33,0.1818,0.5047,0.36,35,0.5429,0.5148,1.054,"[0.3819, 0.6953]",0.7621189405297352,1.0,0.6910873469680273,0.8556887864597502,0.998924248677784,1.0,0.007353715740680734,1.0,0.0002638615525384535,False,2022:0/52(n9) 2023:25/47(n12) 2024:25/52(n12) 2025:67/56(n18) 2026:41/46(n17),True,FAIL,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,33,0.6666666666666666,45.6628482601851,193.3955667140205,35,0.34285714285714286,-26.124964708429356,1041.3307246254437,-15.516588571428292,"[[""twap_dir_pct"", ""<="", 0.0573], [""ema9_21_pct"", ""<="", -0.0085], [""cpr_pos"", ""=="", 1.0]]"
R0537,"When prior-day range ≤ 0.85% (≈213 pts at 25,000) AND 1-min ADX(14) ≤ 18.7 AND opening-range size ≤ 0.35% (≈86 pts at 25,000) at 10:15",10:15,"the best favourable excursion after 10:15 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,lower,55,0.2,0.5047,0.396,26,0.5769,0.5148,1.121,"[0.3895, 0.7446]",0.7581209395302348,0.9801980198019802,0.7962617892779056,0.9266807490546684,0.998924248677784,1.0,0.00038250831846797323,1.0,6.307514384733293e-06,False,2022:17/52(n12) 2023:20/47(n25) 2024:22/52(n18) 2025:62/56(n16) 2026:50/46(n10),False,FAIL,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,55,0.6727272727272727,25.19996659081271,188.7951472951396,26,0.4230769230769231,-25.287238658410594,909.4495792720019,-14.751746153846257,"[[""pdr_pct"", ""<="", 0.8508], [""adx_14"", ""<="", 18.734], [""or_rng_pct"", ""<="", 0.3459]]"
R0538,"When range so far (high−low since 09:15) ≤ 0.35% (≈87 pts at 25,000) AND prior-day range ≤ 0.60% (≈150 pts at 25,000) AND 1-min ADX(14) ≤ 20.4 at 10:15",10:15,"the best favourable excursion after 10:15 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,lower,31,0.1935,0.5047,0.383,17,0.6471,0.5148,1.257,"[0.413, 0.8269]",0.904047976011994,1.0,0.909953757157559,0.9814389832816433,0.998924248677784,1.0,0.015920183656201157,1.0,0.000728310066604259,True,2022:33/52(n3) 2023:19/47(n16) 2024:17/52(n12) 2025:78/56(n9) 2026:50/46(n8),True,FAIL,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,31,0.7096774193548387,21.952668730052032,98.65776283640142,17,0.4117647058823529,-34.933541810775814,695.9515754749699,-23.623141176470895,"[[""rng_pct"", ""<="", 0.347], [""pdr_pct"", ""<="", 0.5982], [""adx_14"", ""<="", 20.3607]]"
R0539,"When distance from TWAP in the move's direction ≤ +0.06% (≈+14 pts at 25,000) AND it is weekly-expiry day AND 1-min Supertrend is down at 10:15",10:15,"the best favourable excursion after 10:15 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,lower,30,0.2,0.5047,0.396,18,0.6111,0.5148,1.187,"[0.3862, 0.797]",0.8855572213893054,1.0,0.854004048843843,0.9574301447245851,0.998924248677784,1.0,0.023182233767287494,1.0,0.0011981921010107812,False,2022:20/52(n10) 2023:11/47(n9) 2024:27/52(n11) 2025:75/56(n8) 2026:50/46(n10),False,FAIL,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,30,0.6,37.42204655168067,123.16662688512571,18,0.4444444444444444,-27.159804406411276,592.5046273892151,-15.855222222222235,"[[""twap_dir_pct"", ""<="", 0.0573], [""dte_cat"", ""=="", 0.0], [""supertrend_dir"", ""=="", -1.0]]"
R0540,"When size of the move from the open to 10:15 (either direction) > 0.53% (≈132 pts at 25,000) AND prior day's close-to-close return > -0.08% (≈-19 pts at 25,000) at 10:15",10:15,price never trades back to the open after 10:15,level / structure,tree,higher,41,0.9024,0.403,2.239,22,0.6818,0.4647,1.467,"[0.4732, 0.8364]",0.02848575712143928,0.009900990099009901,0.033438957552509016,0.08125666685259691,0.050030806719784486,1.0,2.3475138889483083e-08,0.0006339144010831227,6.878569701073014e-11,True,2022:88/44(n16) 2023:100/37(n12) 2024:85/39(n13) 2025:70/50(n10) 2026:67/41(n12),False,WATCH,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,41,0.5121951219512195,16.30471572253756,526.3935020537498,22,0.36363636363636365,-29.98406543092276,730.1454466010483,-20.409309090909368,"[[""abs_mv_pct"", "">"", 0.5277], [""prevret_pct"", "">"", -0.0751]]"
R0541,"When size of the move from the open to 10:15 (either direction) ≥ 0.43% (≈108 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.12% (≈+30 pts at 25,000) AND price has already touched the prior-day high at 10:15",10:15,price never trades back to the open after 10:15,level / structure,subgroup,higher,36,0.8889,0.403,2.206,25,0.84,0.4647,1.808,"[0.6535, 0.936]",0.0004997501249375312,0.009900990099009901,0.00012524911801292934,0.0007161302512268665,0.0004332145964211908,0.10057504176438226,7.649601318956516e-07,0.03501001568271945,3.806729947884406e-09,True,2022:93/44(n14) 2023:100/37(n7) 2024:80/39(n15) 2025:81/50(n16) 2026:89/41(n9),True,PASS,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,36,0.5833333333333334,46.36351837994396,332.36803489114664,25,0.44,4.862419485792754,768.1738975389026,14.415351999999984,"[[""abs_mv_pct"", "">="", 0.4336], [""twap_dir_pct"", "">="", 0.1204], [""touched_pdh"", ""=="", 1.0]]"
R0542,"When size of the move from the open to 10:15 (either direction) ≥ 0.43% (≈108 pts at 25,000) AND India VIX change on the prior day (%) ≤ -1.33 AND 1-min ADX(14) ≥ 25.1 at 10:15",10:15,price never trades back to the open after 10:15,level / structure,subgroup,higher,33,0.8788,0.403,2.181,19,0.8947,0.4647,1.925,"[0.6861, 0.9706]",0.0004997501249375312,0.009900990099009901,0.00011850895961338998,0.0006856589806203278,0.0004147813586468649,0.09539971248877893,5.80530175628676e-06,0.3740213226146693,4.075199960674049e-08,True,2022:75/44(n12) 2023:100/37(n9) 2024:92/39(n12) 2025:100/50(n8) 2026:82/41(n11),True,WATCH,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,33,0.42424242424242425,-2.607974924703758,644.7264958131884,19,0.5263157894736842,18.083101711253505,379.84468775185474,29.140652631579304,"[[""abs_mv_pct"", "">="", 0.4336], [""vix_chg"", ""<="", -1.3269], [""adx_14"", "">="", 25.1133]]"
R0543,"When move from the open to 10:15 ≤ +0.24% (≈+60 pts at 25,000) AND size of the move from the open to 10:15 (either direction) > 0.67% (≈167 pts at 25,000) at 10:15",10:15,price never trades back to the open after 10:15,level / structure,rulefit,higher,32,0.875,0.403,2.171,17,0.6471,0.4647,1.392,"[0.413, 0.8269]",0.1294352823588206,0.019801980198019802,0.10304681903877906,0.21220658496968908,0.13464784354400464,1.0,1.125709462799797e-05,0.8175157436226772,8.915433519167128e-08,True,2022:75/44(n12) 2023:91/37(n11) 2024:100/39(n9) 2025:75/50(n8) 2026:56/41(n9),False,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,32,0.46875,23.439920687924094,637.0537103297166,17,0.35294117647058826,-22.153152540997127,612.9045645987446,-12.236882352941286,"[[""mv_pct"", ""<="", 0.2389], [""abs_mv_pct"", "">"", 0.6676]]"
R0544,"When size of the move from the open to 10:15 (either direction) ≥ 0.43% (≈108 pts at 25,000) AND India VIX change on the prior day (%) ≤ -1.33 AND prior day's close-to-close return is positive at 10:15",10:15,price never trades back to the open after 10:15,level / structure,subgroup,higher,32,0.875,0.403,2.171,19,0.6316,0.4647,1.359,"[0.4104, 0.8085]",0.10394802598700649,0.019801980198019802,0.10967646102158135,0.22255849710433628,0.1426764581431191,1.0,1.125709462799797e-05,0.8175157436226772,8.915433519167128e-08,True,2022:76/44(n17) 2023:100/37(n6) 2024:100/39(n9) 2025:62/50(n8) 2026:64/41(n11),False,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,32,0.53125,32.24062502266061,407.01684363025623,19,0.42105263157894735,2.309442633615548,413.55508424016614,12.622747368421283,"[[""abs_mv_pct"", "">="", 0.4336], [""vix_chg"", ""<="", -1.3269], [""prevret_pct"", "">"", 0.0]]"
R0545,"When move from the open to 10:15 ≥ +0.23% (≈+58 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is positive AND the day opened below the prior-day low at 10:15",10:15,price never trades back to the open after 10:15,level / structure,subgroup,higher,31,0.871,0.403,2.161,19,0.5789,0.4647,1.246,"[0.3628, 0.7686]",0.15092453773113443,0.06930693069306931,0.22086684627989134,0.3910429409545617,0.2688813780798677,1.0,2.1643144365460256e-05,1.0,1.942501493833918e-07,True,2022:94/44(n16) 2023:50/37(n2) 2024:85/39(n13) 2025:58/50(n12) 2026:57/41(n7),False,FAIL,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,31,0.5161290322580645,3.0041305687855386,279.77102024208756,19,0.42105263157894735,-11.335163099277125,463.5724649737458,-1.064599999999796,"[[""mv_pct"", "">="", 0.232], [""dist_twap_pct"", "">"", 0.0], [""open_vs_pd"", ""=="", -1.0]]"
R0546,"When CPR width ≤ 0.62% (≈154 pts at 25,000) AND opening-range size ≤ 0.69% (≈173 pts at 25,000) AND size of the move from the open to 10:15 (either direction) > 0.59% (≈148 pts at 25,000) at 10:15",10:15,price never trades back to the open after 10:15,level / structure,rulefit,higher,31,0.871,0.403,2.161,12,0.9167,0.4647,1.973,"[0.6461, 0.9851]",0.0024987506246876563,0.06930693069306931,0.0015029321875150864,0.005843400345058656,0.0035634037349148015,1.0,2.1643144365460256e-05,1.0,1.942501493833918e-07,True,2022:75/44(n12) 2023:100/37(n10) 2024:89/39(n9) 2025:100/50(n7) 2026:80/41(n5),True,WATCH,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,31,0.5806451612903226,14.654255750465989,253.5118758324686,12,0.3333333333333333,-34.85097731072804,696.7098650054302,-24.58156666666643,"[[""cpr_width_pct"", ""<="", 0.6162], [""or_rng_pct"", ""<="", 0.6931], [""abs_mv_pct"", "">"", 0.5935]]"
R0547,"When size of the move from the open to 10:15 (either direction) ≥ 0.43% (≈108 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.12% (≈+30 pts at 25,000) AND prior day's close-to-close return ≥ +0.25% (≈+62 pts at 25,000) at 10:15",10:15,price never trades back to the open after 10:15,level / structure,subgroup,higher,30,0.8667,0.403,2.151,18,0.8333,0.4647,1.793,"[0.6078, 0.9416]",0.0009995002498750624,0.21782178217821782,0.0015029240018109597,0.005843400345058656,0.0035634037349148015,1.0,4.143619170098283e-05,1.0,4.2139272030332606e-07,True,2022:81/44(n16) 2023:100/37(n4) 2024:90/39(n10) 2025:89/50(n9) 2026:78/41(n9),True,WATCH,False,enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close,30,0.5333333333333333,13.257664668363466,469.6515249342019,18,0.3888888888888889,2.7831046968366766,400.62652115203684,12.043066666666668,"[[""abs_mv_pct"", "">="", 0.4336], [""twap_dir_pct"", "">="", 0.1204], [""prevret_pct"", "">="", 0.2487]]"
R0548,"When size of the move from the open to 10:15 (either direction) ≤ 0.17% (≈43 pts at 25,000) AND the move from the open is UP AND no opening-range break yet at 10:15",10:15,price never trades back to the open after 10:15,level / structure,subgroup,lower,50,0.0,0.403,0.0,44,0.2727,0.4647,0.587,"[0.1635, 0.4185]",0.0079960019990005,0.009900990099009901,0.007273927312670846,0.022303650939798306,0.013577997650318913,1.0,5.319983609750398e-09,0.00011616276897413575,1.2597655691821117e-11,True,2022:0/44(n16) 2023:0/37(n18) 2024:0/39(n16) 2025:34/50(n29) 2026:13/41(n15),False,PASS,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,50,0.54,4.105528327626032,310.83824975212167,44,0.36363636363636365,-19.320990158837226,1264.1207788051722,-9.786218181818102,"[[""abs_mv_pct"", ""<="", 0.1722], [""dir"", ""=="", 1.0], [""or_first_break"", ""=="", 0.0]]"
R0549,"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",10:15,price never trades back to the open after 10:15,level / structure,subgroup,lower,44,0.0,0.403,0.0,21,0.0,0.4647,0.0,"[0.0, 0.1546]",0.0004997501249375312,0.009900990099009901,1.9983436859291087e-06,2.3487192974774846e-05,1.4208301923011943e-05,0.0017805242241628358,7.99419623002096e-08,0.0025625440783292584,2.7821373442713964e-10,True,2022:0/44(n5) 2023:0/37(n25) 2024:0/39(n14) 2025:0/50(n13) 2026:0/41(n8),True,PASS,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,44,0.5,9.763857238752959,222.20797340060807,21,0.6190476190476191,66.54507046016843,119.37787706051154,76.61110476190498,"[[""abs_mv_pct"", ""<="", 0.0889], [""pos_rng"", "">="", 0.6456], [""rsi_14"", "">="", 53.8153]]"
R0550,"When size of the move from the open to 10:15 (either direction) ≤ 0.09% (≈22 pts at 25,000) AND CPR width ≤ 0.13% (≈33 pts at 25,000) AND opening gap vs prior close is positive at 10:15",10:15,price never trades back to the open after 10:15,level / structure,subgroup,lower,43,0.0,0.403,0.0,25,0.08,0.4647,0.172,"[0.0222, 0.2497]",0.0004997501249375312,0.009900990099009901,4.0821403710223814e-05,0.00028752466961114165,0.00017393467667834497,0.03408587209803689,1.2488404997743617e-07,0.004291178733859141,4.660079985686017e-10,True,2022:0/44(n4) 2023:0/37(n28) 2024:0/39(n11) 2025:10/50(n10) 2026:7/41(n15),True,PASS,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,43,0.627906976744186,25.95586334426834,220.58704261978133,25,0.48,21.712974118644123,483.03349886354704,33.40318400000033,"[[""abs_mv_pct"", ""<="", 0.0889], [""cpr_width_pct"", ""<="", 0.1325], [""gap_pct"", "">"", 0.0]]"
R0551,"When size of the move from the open to 10:15 (either direction) ≤ 0.09% (≈22 pts at 25,000) AND 1-min Bollinger %B ≥ 0.821 AND it is not expiry day at 10:15",10:15,price never trades back to the open after 10:15,level / structure,subgroup,lower,38,0.0,0.403,0.0,12,0.0,0.4647,0.0,"[0.0, 0.2425]",0.0004997501249375312,0.009900990099009901,0.0005536561193323873,0.002506269352465669,0.0015232230084357807,0.420224994573282,1.1533133808416497e-06,0.05648778078044395,6.144229046849379e-09,True,2022:0/44(n8) 2023:0/37(n18) 2024:0/39(n12) 2025:0/50(n6) 2026:0/41(n6),True,WATCH,False,enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close,38,0.39473684210526316,-14.671533818614963,610.7086929368025,12,0.5833333333333334,79.79707936480864,252.6490130128235,90.63609999999971,"[[""abs_mv_pct"", ""<="", 0.0889], [""bb_pctb"", "">="", 0.8205], [""is_expiry"", ""=="", 0.0]]"
R0552,"When price vs prior-day high > -0.26% (≈-66 pts at 25,000) AND 1-min ATR(14) as % of price > 0.0301 AND range so far (high−low since 09:15) > 0.32% (≈80 pts at 25,000) at 10:15",10:15,price reaches the prior-day high after 10:15 (days not yet at PDH),level / structure,rulefit,higher,30,0.9333,0.2058,4.535,14,0.6429,0.1618,3.974,"[0.3876, 0.8366]",0.0004997501249375312,0.009900990099009901,6.935201158551115e-05,0.00044058925007265905,0.0002665292994266703,0.05690321873066798,5.439516092046426e-14,3.0888337021072053e-10,3.3439109041800543e-17,False,2022:100/18(n8) 2023:88/18(n8) 2024:93/25(n14) 2025:38/18(n8) 2026:100/13(n6),True,FAIL,False,"enter long at 10:15 price, take profit at PDH; stop 0.4% of entry; exit at close",30,0.8,9.67715993206144,130.65309532575537,14,0.5714285714285714,-19.669794390349786,485.01946586100723,-10.3381285714287,"[[""dist_pdh_pct"", "">"", -0.2632], [""atr14_pct"", "">"", 0.0301], [""rng_pct"", "">"", 0.318]]"
R0553,"When price vs prior-day high > -0.27% (≈-67 pts at 25,000) AND 1-min ATR(14) as % of price > 0.0301 AND price vs prior-day low ≤ +0.72% (≈+180 pts at 25,000) at 10:15",10:15,price reaches the prior-day high after 10:15 (days not yet at PDH),level / structure,rulefit,higher,30,0.9,0.2058,4.373,11,0.5455,0.1618,3.372,"[0.2801, 0.7873]",0.005497251374312844,0.009900990099009901,0.0039467521505024035,0.013366859048599328,0.00814267093558809,1.0,1.4084242861919165e-12,1.1233741404652216e-08,1.216446005744544e-15,False,2022:100/18(n6) 2023:83/18(n6) 2024:89/25(n18) 2025:40/18(n5) 2026:67/13(n6),False,FAIL,False,"enter long at 10:15 price, take profit at PDH; stop 0.4% of entry; exit at close",30,0.8666666666666667,17.222498403520103,131.82380395312464,11,0.45454545454545453,-19.651120941474982,326.8732212103698,-8.69121818181818,"[[""dist_pdh_pct"", "">"", -0.2693], [""atr14_pct"", "">"", 0.0301], [""dist_pdl_pct"", ""<="", 0.7183]]"
R0554,"When price vs prior-day high > -0.31% (≈-76 pts at 25,000) AND range so far (high−low since 09:15) > 0.32% (≈79 pts at 25,000) AND CPR width > 0.08% (≈19 pts at 25,000) at 10:15",10:15,price reaches the prior-day high after 10:15 (days not yet at PDH),level / structure,rulefit,higher,34,0.8529,0.2058,4.144,13,0.5385,0.1618,3.329,"[0.2914, 0.7679]",0.010494752623688156,0.009900990099009901,0.0020041261951046826,0.007521276685875488,0.0045853159638970945,1.0,2.4662118163118216e-12,2.0896752788963365e-08,2.26292749731069e-15,True,2022:90/18(n10) 2023:86/18(n14) 2024:80/25(n10) 2025:56/18(n9) 2026:50/13(n4),False,WATCH,False,"enter long at 10:15 price, take profit at PDH; stop 0.4% of entry; exit at close",34,0.7352941176470589,4.361765543014174,185.2829331949867,13,0.5384615384615384,-20.112657141947174,312.53832769101325,-10.156307692307633,"[[""dist_pdh_pct"", "">"", -0.3059], [""rng_pct"", "">"", 0.3177], [""cpr_width_pct"", "">"", 0.0772]]"
R0555,"When price vs prior-day high > -0.39% (≈-98 pts at 25,000) AND 1-min ATR(14) as % of price > 0.0301 AND size of the opening gap > 0.17% (≈41 pts at 25,000) at 10:15",10:15,price reaches the prior-day high after 10:15 (days not yet at PDH),level / structure,rulefit,higher,31,0.8387,0.2058,4.075,17,0.4706,0.1618,2.909,"[0.2616, 0.6904]",0.0069965017491254375,0.009900990099009901,0.0028571169299508757,0.010247666626982477,0.006245296486286672,1.0,1.1053745250208098e-10,1.4701269752117157e-06,1.5928477725641427e-13,True,2022:64/18(n11) 2023:100/18(n7) 2024:92/25(n13) 2025:33/18(n9) 2026:62/13(n8),False,WATCH,False,"enter long at 10:15 price, take profit at PDH; stop 0.4% of entry; exit at close",31,0.7419354838709677,12.948893970386035,318.04900890108047,17,0.5294117647058824,-26.975845397328612,542.6310053775992,-16.73637647058807,"[[""dist_pdh_pct"", "">"", -0.3933], [""atr14_pct"", "">"", 0.0301], [""abs_gap_pct"", "">"", 0.1655]]"
R0556,"When prior day's close-to-close return ≤ +1.85% (≈+461 pts at 25,000) AND India VIX (prior day's close) > 13.6 AND price vs prior-day high > -0.31% (≈-77 pts at 25,000) at 10:15",10:15,price reaches the prior-day high after 10:15 (days not yet at PDH),level / structure,rulefit,higher,33,0.8182,0.2058,3.975,14,0.5,0.1618,3.091,"[0.268, 0.732]",0.00849575212393803,0.009900990099009901,0.0034504491913091777,0.011977987906973289,0.007298072390251066,1.0,1.1773159554527877e-10,1.5787207010695798e-06,1.7105268900571332e-13,True,2022:82/18(n11) 2023:83/18(n6) 2024:81/25(n16) 2025:33/18(n9) 2026:80/13(n5),False,WATCH,False,"enter long at 10:15 price, take profit at PDH; stop 0.4% of entry; exit at close",33,0.696969696969697,0.45745028511233377,285.89910319541883,14,0.5,-30.94277322524165,593.7922306996444,-21.192271428571466,"[[""prevret_pct"", ""<="", 1.8458], [""vix_prev"", "">"", 13.585], [""dist_pdh_pct"", "">"", -0.3073]]"
R0557,"When price vs prior-day high > -0.40% (≈-100 pts at 25,000) AND 1-min ATR(14) as % of price > 0.0306 AND price vs prior-day low ≤ +0.98% (≈+245 pts at 25,000) at 10:15",10:15,price reaches the prior-day high after 10:15 (days not yet at PDH),level / structure,rulefit,higher,50,0.76,0.2058,3.693,32,0.4375,0.1618,2.705,"[0.2817, 0.6067]",0.0009995002498750624,0.009900990099009901,0.00021317481700795204,0.0011021591602751563,0.0006667382574504033,0.16734223135124235,1.936141622428066e-13,1.2514202014935863e-09,1.3548784488739082e-16,True,2022:80/18(n10) 2023:77/18(n13) 2024:74/25(n27) 2025:39/18(n18) 2026:50/13(n14),False,PASS,False,"enter long at 10:15 price, take profit at PDH; stop 0.4% of entry; exit at close",50,0.74,6.526581161696907,331.30851934837335,32,0.5,-12.500705114063344,673.9368786466065,-2.2281250000002046,"[[""dist_pdh_pct"", "">"", -0.4014], [""atr14_pct"", "">"", 0.0306], [""dist_pdl_pct"", ""<="", 0.9786]]"
R0558,"When price vs prior-day high > -0.33% (≈-82 pts at 25,000) AND distance from TWAP in the move's direction > -0.01% (≈-3 pts at 25,000) AND 1-min ATR(14) as % of price > 0.0308 at 10:15",10:15,price reaches the prior-day high after 10:15 (days not yet at PDH),level / structure,rulefit,higher,36,0.75,0.2058,3.644,22,0.5455,0.1618,3.372,"[0.3466, 0.7308]",0.0004997501249375312,0.009900990099009901,4.156429168158059e-05,0.0002906510180899017,0.00017582592452352076,0.03466461926243821,3.3893968591925518e-09,6.916993994172217e-05,7.500196525674578e-12,True,2022:88/18(n8) 2023:70/18(n10) 2024:72/25(n18) 2025:42/18(n12) 2026:70/13(n10),False,PASS,False,"enter long at 10:15 price, take profit at PDH; stop 0.4% of entry; exit at close",36,0.6388888888888888,-9.127941203650742,353.3407381344586,22,0.5,-13.614019936585542,607.6362922096746,-3.7856272727274867,"[[""dist_pdh_pct"", "">"", -0.3267], [""twap_dir_pct"", "">"", -0.0105], [""atr14_pct"", "">"", 0.0308]]"
R0559,"When price vs prior-day high > -0.28% (≈-70 pts at 25,000) AND prior-day range > 0.37% (≈92 pts at 25,000) AND India VIX change on the prior day (%) > -8.51 at 10:15",10:15,price reaches the prior-day high after 10:15 (days not yet at PDH),level / structure,rulefit,higher,55,0.7091,0.2058,3.445,32,0.625,0.1618,3.864,"[0.4525, 0.7707]",0.0004997501249375312,0.009900990099009901,4.589047396597807e-09,1.438888409513893e-07,8.70438667483713e-08,4.322882647595134e-06,2.970666994347977e-12,2.5764142268285252e-08,2.790081756858697e-15,True,2022:90/18(n10) 2023:52/18(n21) 2024:79/25(n24) 2025:59/18(n22) 2026:70/13(n10),False,PASS,False,"enter long at 10:15 price, take profit at PDH; stop 0.4% of entry; exit at close",55,0.6545454545454545,-4.553067308612785,525.2511507598174,32,0.53125,-13.95670712264368,546.0390834675355,-4.2799312499998905,"[[""dist_pdh_pct"", "">"", -0.2809], [""pdr_pct"", "">"", 0.366], [""vix_chg"", "">"", -8.5084]]"
R0560,"When opening gap vs prior close ≤ -0.23% (≈-58 pts at 25,000) AND price vs prior-day high ≤ -0.98% (≈-246 pts at 25,000) AND prior day's close-to-close return is negative at 10:15",10:15,price reaches the prior-day high after 10:15 (days not yet at PDH),level / structure,subgroup,lower,71,0.0,0.2058,0.0,40,0.025,0.1618,0.155,"[0.0044, 0.1288]",0.0074962518740629685,0.0594059405940594,0.007501001489657159,0.022713312921952517,0.01382629741667213,1.0,1.810726959755292e-05,1.0,1.5689859012373926e-07,True,2022:0/18(n38) 2023:0/18(n12) 2024:0/25(n21) 2025:0/18(n16) 2026:4/13(n24),False,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""gap_pct"", ""<="", -0.2327], [""dist_pdh_pct"", ""<="", -0.9839], [""prevret_pct"", ""<"", 0.0]]"
R0561,"When price vs prior-day high ≤ -0.98% (≈-246 pts at 25,000) AND prior day's close-to-close return is negative AND price is inside the opening range at 10:15",10:15,price reaches the prior-day high after 10:15 (days not yet at PDH),level / structure,subgroup,lower,66,0.0,0.2058,0.0,49,0.0204,0.1618,0.126,"[0.0036, 0.1069]",0.001999000499750125,0.25742574257425743,0.0018378184596763614,0.006950815341655344,0.004237793154077257,1.0,4.7492278721287714e-05,1.0,4.96592429179465e-07,True,2022:0/18(n28) 2023:0/18(n14) 2024:0/25(n24) 2025:0/18(n19) 2026:3/13(n30),False,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""dist_pdh_pct"", ""<="", -0.9839], [""prevret_pct"", ""<"", 0.0], [""or_state"", ""=="", 0.0]]"
R0562,"When CPR width ≥ 0.20% (≈51 pts at 25,000) AND opening gap vs prior close is negative AND prior day's close-to-close return is negative at 10:15",10:15,price reaches the prior-day high after 10:15 (days not yet at PDH),level / structure,subgroup,lower,61,0.0,0.2058,0.0,37,0.0541,0.1618,0.334,"[0.015, 0.177]",0.012993503248375811,0.5544554455445545,0.04811848378907132,0.11162569509063801,0.06968883859106881,1.0,0.00012331108036953492,1.0,1.57174159770254e-06,True,2022:0/18(n28) 2023:0/18(n12) 2024:0/25(n21) 2025:0/18(n16) 2026:10/13(n21),True,FAIL,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""cpr_width_pct"", "">="", 0.2029], [""gap_pct"", ""<"", 0.0], [""prevret_pct"", ""<"", 0.0]]"
R0563,"When CPR width ≥ 0.30% (≈76 pts at 25,000) AND price is below the CPR at 10:15",10:15,price reaches the prior-day high after 10:15 (days not yet at PDH),level / structure,subgroup,lower,59,0.0,0.2058,0.0,29,0.0345,0.1618,0.213,"[0.0061, 0.1718]",0.02798600699650175,0.7425742574257426,0.03952986537384701,0.09417409103769435,0.05854801219098752,1.0,0.0001800944723502748,1.0,2.4919169754920246e-06,True,2022:0/18(n31) 2023:0/18(n9) 2024:0/25(n19) 2025:0/18(n11) 2026:6/13(n18),True,FAIL,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""cpr_width_pct"", "">="", 0.304], [""cpr_pos"", ""=="", -1.0]]"
R0564,"When price vs prior-day low ≤ +0.42% (≈+104 pts at 25,000) AND 1-min ATR(14) as % of price > 0.0459 at 10:15",10:15,price reaches the prior-day low after 10:15 (days not yet at PDL),level / structure,tree,higher,39,0.7949,0.2119,3.751,16,0.6875,0.1801,3.816,"[0.444, 0.8584]",0.0004997501249375312,0.009900990099009901,1.1520765936191551e-05,9.947612146391839e-05,6.017691298434569e-05,0.009919379471060925,2.127687368080192e-11,2.3272700565084517e-07,2.520895229375877e-14,True,2022:69/21(n13) 2023:100/21(n5) 2024:81/21(n21) 2025:64/18(n11) 2026:80/17(n5),True,WATCH,False,"enter short at 10:15 price, take profit at PDL; stop 0.4% of entry; exit at close",39,0.717948717948718,10.75790970477118,289.75245220429395,16,0.625,1.219613891645161,199.64213612067851,10.52501250000023,"[[""dist_pdl_pct"", ""<="", 0.4174], [""atr14_pct"", "">"", 0.0459]]"
R0565,"When price vs prior-day low ≤ +0.37% (≈+94 pts at 25,000) AND 1-min Bollinger %B ≤ 0.398 AND price is below the CPR at 10:15",10:15,price reaches the prior-day low after 10:15 (days not yet at PDL),level / structure,subgroup,higher,32,0.7812,0.2119,3.687,19,0.4737,0.1801,2.629,"[0.2733, 0.6829]",0.025987006496751622,0.009900990099009901,0.0032057469630487855,0.011289804522041374,0.006879486183476956,1.0,7.80288680026217e-09,0.00017926051564019977,1.944291170813284e-11,True,2022:88/21(n8) 2023:56/21(n9) 2024:87/21(n15) 2025:54/18(n13) 2026:33/17(n6),False,WATCH,False,"enter short at 10:15 price, take profit at PDL; stop 0.4% of entry; exit at close",32,0.6875,-1.2421556759473993,442.95660860999004,19,0.5263157894736842,-14.839203585481156,340.86711164829387,-5.8023999999995315,"[[""dist_pdl_pct"", ""<="", 0.3748], [""bb_pctb"", ""<="", 0.3982], [""cpr_pos"", ""=="", -1.0]]"
R0566,"When move from the open to 10:15 ≤ -0.11% (≈-28 pts at 25,000) AND 1-min Bollinger %B ≤ 0.398 AND price is below the CPR at 10:15",10:15,price reaches the prior-day low after 10:15 (days not yet at PDL),level / structure,subgroup,higher,31,0.7742,0.2119,3.654,21,0.5714,0.1801,3.172,"[0.3655, 0.7553]",0.0024987506246876563,0.009900990099009901,6.742520395818161e-05,0.0004369153216490169,0.00026430679951607196,0.05549094285758347,2.4384803479250735e-08,0.0006626726505759753,7.190756502450246e-11,True,2022:90/21(n10) 2023:56/21(n9) 2024:83/21(n12) 2025:57/18(n14) 2026:57/17(n7),True,PASS,False,"enter short at 10:15 price, take profit at PDL; stop 0.4% of entry; exit at close",31,0.7096774193548387,6.674666343345263,345.68016815743874,21,0.5714285714285714,1.6434625000044991,373.7284598167214,10.852752380952422,"[[""mv_pct"", ""<="", -0.112], [""bb_pctb"", ""<="", 0.3982], [""cpr_pos"", ""=="", -1.0]]"
R0567,"When price vs prior-day low ≤ +0.66% (≈+165 pts at 25,000) AND size of the move from the open to 10:15 (either direction) > 0.34% (≈85 pts at 25,000) AND India VIX change on the prior day (%) ≤ 4.9 at 10:15",10:15,price reaches the prior-day low after 10:15 (days not yet at PDL),level / structure,rulefit,higher,34,0.7647,0.2119,3.609,17,0.3529,0.1801,1.959,"[0.1731, 0.587]",0.2178910544727636,0.009900990099009901,0.06971683966714734,0.152623351703755,0.0960035169186947,1.0,7.160858265722332e-09,0.0001627365833436059,1.76502201870097e-11,True,2022:90/21(n10) 2023:62/21(n8) 2024:75/21(n16) 2025:22/18(n9) 2026:50/17(n8),True,FAIL,False,"enter short at 10:15 price, take profit at PDL; stop 0.4% of entry; exit at close",34,0.7647058823529411,23.80111998650064,321.60432948812377,17,0.35294117647058826,-26.00164611929186,557.2898948519992,-16.185235294117934,"[[""dist_pdl_pct"", ""<="", 0.6617], [""abs_mv_pct"", "">"", 0.3411], [""vix_chg"", ""<="", 4.8971]]"
R0568,"When price vs prior-day low ≤ +0.43% (≈+108 pts at 25,000) AND gap measured in the direction of the move so far ≤ -0.16% (≈-40 pts at 25,000) AND 1-min ADX(14) ≤ 39.4 at 10:15",10:15,price reaches the prior-day low after 10:15 (days not yet at PDL),level / structure,rulefit,higher,45,0.7556,0.2119,3.566,22,0.3636,0.1801,2.019,"[0.1973, 0.5705]",0.22938530734632684,0.009900990099009901,0.0322869613700535,0.07885157399922613,0.04855430507823902,1.0,1.7178267952949955e-11,1.821379167412842e-07,1.9728432191407645e-14,True,2022:75/21(n12) 2023:67/21(n15) 2024:83/21(n18) 2025:43/18(n14) 2026:25/17(n8),False,FAIL,False,"enter short at 10:15 price, take profit at PDL; stop 0.4% of entry; exit at close",45,0.7555555555555555,19.413115387932848,210.5612886841933,22,0.45454545454545453,-17.080211884288754,494.5800510669208,-7.295563636363526,"[[""dist_pdl_pct"", ""<="", 0.4325], [""gap_dir_pct"", ""<="", -0.162], [""adx_14"", ""<="", 39.4004]]"
R0569,"When move from the open to 10:15 ≤ -0.11% (≈-28 pts at 25,000) AND price vs prior-day low ≤ +0.37% (≈+94 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) ≤ -0.01% (≈-2 pts at 25,000) at 10:15",10:15,price reaches the prior-day low after 10:15 (days not yet at PDL),level / structure,subgroup,higher,36,0.75,0.2119,3.54,20,0.5,0.1801,2.776,"[0.2993, 0.7007]",0.030484757621189407,0.009900990099009901,0.0011293581108144733,0.00461233648618348,0.002801951768602997,0.8300782114486378,6.325543301852272e-09,0.00014194052420590127,1.5394221321525277e-11,True,2022:75/21(n12) 2023:58/21(n12) 2024:92/21(n12) 2025:50/18(n16) 2026:50/17(n4),True,PASS,False,"enter short at 10:15 price, take profit at PDL; stop 0.4% of entry; exit at close",36,0.6388888888888888,-3.4458083191339473,315.49458358804395,20,0.5,-23.85024192152532,561.9551923656993,-15.239919999999803,"[[""mv_pct"", ""<="", -0.112], [""dist_pdl_pct"", ""<="", 0.3748], [""ema9_21_pct"", ""<="", -0.0085]]"
R0570,"When price vs session TWAP (time-weighted VWAP) ≤ -0.03% (≈-8 pts at 25,000) AND price vs prior-day high ≤ -0.52% (≈-130 pts at 25,000) AND price vs prior-day low ≤ +0.37% (≈+94 pts at 25,000) at 10:15",10:15,price reaches the prior-day low after 10:15 (days not yet at PDL),level / structure,subgroup,higher,31,0.7419,0.2119,3.502,13,0.3846,0.1801,2.135,"[0.1771, 0.6448]",0.19090454772613694,0.009900990099009901,0.06825343801597761,0.15031516984580218,0.09434666285632595,1.0,2.0246843470517218e-07,0.007500312918789559,8.147482086378346e-10,True,2022:73/21(n11) 2023:64/21(n11) 2024:89/21(n9) 2025:38/18(n8) 2026:40/17(n5),False,FAIL,False,"enter short at 10:15 price, take profit at PDL; stop 0.4% of entry; exit at close",31,0.6451612903225806,-1.3958257257016315,374.8880277530428,13,0.5384615384615384,-17.808271145658146,316.64508928262075,-7.97266153846151,"[[""dist_twap_pct"", ""<="", -0.0314], [""dist_pdh_pct"", ""<="", -0.5213], [""dist_pdl_pct"", ""<="", 0.3748]]"
R0571,"When price vs prior-day low ≤ +0.66% (≈+165 pts at 25,000) AND 1-min ATR(14) as % of price > 0.0459 AND opening-range size ≤ 0.47% (≈118 pts at 25,000) at 10:15",10:15,price reaches the prior-day low after 10:15 (days not yet at PDL),level / structure,rulefit,higher,41,0.7317,0.2119,3.453,15,0.3333,0.1801,1.85,"[0.1518, 0.5829]",0.23638180909545228,0.009900990099009901,0.11701282102405308,0.2350263348850704,0.15154964485053568,1.0,1.535348172091004e-09,2.8434256532444466e-05,3.0825337922124354e-12,True,2022:60/21(n5) 2023:86/21(n7) 2024:72/21(n29) 2025:33/18(n12) 2026:33/17(n3),False,FAIL,False,"enter short at 10:15 price, take profit at PDL; stop 0.4% of entry; exit at close",41,0.7073170731707317,20.15501507141563,451.0070739045109,15,0.4,-21.51560130526965,508.80292728952236,-13.383840000000054,"[[""dist_pdl_pct"", ""<="", 0.6617], [""atr14_pct"", "">"", 0.0459], [""or_rng_pct"", ""<="", 0.4735]]"
R0572,"When prior day's close-to-close return ≥ +0.25% (≈+62 pts at 25,000) AND India VIX change on the prior day (%) ≤ -1.33 AND price is above the prior-day high at 10:15",10:15,price reaches the prior-day low after 10:15 (days not yet at PDL),level / structure,subgroup,lower,80,0.0,0.2119,0.0,38,0.0526,0.1801,0.292,"[0.0146, 0.1729]",0.04897551224387806,0.009900990099009901,0.02282296696523916,0.05857892369379499,0.036006659117514536,1.0,1.852346028064111e-06,0.09809846290058553,1.0674939083401802e-08,True,2022:0/21(n36) 2023:0/21(n23) 2024:0/21(n21) 2025:0/18(n19) 2026:10/17(n19),False,WATCH,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""prevret_pct"", "">="", 0.2487], [""vix_chg"", ""<="", -1.3269], [""pd_pos"", ""=="", 1.0]]"
R0573,"When CPR width ≥ 0.20% (≈51 pts at 25,000) AND price is above the prior-day high AND it is not expiry day at 10:15",10:15,price reaches the prior-day low after 10:15 (days not yet at PDL),level / structure,subgroup,lower,73,0.0,0.2119,0.0,31,0.0,0.1801,0.0,"[-0.0, 0.1103]",0.001999000499750125,0.009900990099009901,0.0021174576324797995,0.007885704286476494,0.004807201111575761,1.0,7.672340812451957e-06,0.5185839534242846,5.652278561367591e-08,True,2022:0/21(n31) 2023:0/21(n22) 2024:0/21(n20) 2025:0/18(n19) 2026:0/17(n12),True,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""cpr_width_pct"", "">="", 0.2029], [""pd_pos"", ""=="", 1.0], [""is_expiry"", ""=="", 0.0]]"
R0574,"When price vs prior-day low ≥ +0.66% (≈+165 pts at 25,000) AND CPR width ≥ 0.20% (≈51 pts at 25,000) AND India VIX change on the prior day (%) ≤ -1.33 at 10:15",10:15,price reaches the prior-day low after 10:15 (days not yet at PDL),level / structure,subgroup,lower,72,0.0,0.2119,0.0,29,0.0,0.1801,0.0,"[0.0, 0.117]",0.0014992503748125937,0.019801980198019802,0.0031502339777873165,0.011134645186942805,0.006785119336772681,1.0,9.35367675683283e-06,0.6578031636189313,7.171861010688195e-08,True,2022:0/21(n36) 2023:0/21(n18) 2024:0/21(n18) 2025:0/18(n18) 2026:0/17(n11),True,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""dist_pdl_pct"", "">="", 0.6585], [""cpr_width_pct"", "">="", 0.2029], [""vix_chg"", ""<="", -1.3269]]"
R0575,"When price vs prior-day high ≥ +0.16% (≈+41 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0388 AND price vs session TWAP (time-weighted VWAP) is positive at 10:15",10:15,price reaches the prior-day low after 10:15 (days not yet at PDL),level / structure,subgroup,lower,68,0.0,0.2119,0.0,27,0.037,0.1801,0.206,"[0.0066, 0.1828]",0.13143428285857073,0.06930693069306931,0.03249193082174493,0.07915327508455156,0.04873789623261739,1.0,2.0869583235537397e-05,1.0,1.8589388076167627e-07,True,2022:0/21(n22) 2023:0/21(n35) 2024:0/21(n11) 2025:0/18(n15) 2026:8/17(n12),False,FAIL,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""dist_pdh_pct"", "">="", 0.1644], [""atr14_pct"", ""<="", 0.0388], [""dist_twap_pct"", "">"", 0.0]]"
R0576,"When prior-day range ≥ 0.99% (≈247 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 AND expiry is 1 trading day away at 11:00",11:00,price at 13:00 is further in the move's direction than at 11:00,direction (continuation / reversal),subgroup,higher,34,0.8235,0.5251,1.568,16,0.25,0.5262,0.475,"[0.1018, 0.495]",0.9945027486256871,1.0,0.9939764160823141,1.0,0.998924248677784,1.0,0.0134337647109801,1.0,0.0005788155380715186,False,2022:83/56(n18) 2023:80/50(n5) 2024:82/52(n11) 2025:20/55(n5) 2026:27/50(n11),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at 13:00,34,0.7352941176470589,29.511917526215257,175.51316098539974,16,0.1875,-57.46655456232809,989.2558929536157,-46.76133750000008,"[[""pdr_pct"", "">="", 0.9892], [""vix_chg"", "">="", 0.7733], [""dte_cat"", ""=="", 1.0]]"
R0577,"When CPR width ≥ 0.20% (≈51 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 AND expiry is 1 trading day away at 11:00",11:00,price at 13:00 is further in the move's direction than at 11:00,direction (continuation / reversal),subgroup,higher,34,0.8235,0.5251,1.568,16,0.1875,0.5262,0.356,"[0.0659, 0.4301]",1.0,1.0,0.998924248677784,1.0,0.998924248677784,1.0,0.0134337647109801,1.0,0.0005788155380715186,True,2022:88/56(n17) 2023:100/50(n5) 2024:67/52(n12) 2025:29/55(n7) 2026:11/50(n9),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at 13:00,34,0.7647058823529411,30.86543979040495,157.81666262499743,16,0.1875,-61.3536993555204,1036.7094958491896,-51.05991250000034,"[[""cpr_width_pct"", "">="", 0.2023], [""vix_chg"", "">="", 0.7733], [""dte_cat"", ""=="", 1.0]]"
R0578,"When move from the open to 11:00 ≤ -0.34% (≈-85 pts at 25,000) AND 1-min ADX(14) ≥ 28.7 AND 1-min EMA9 − EMA21 (as % of price) ≤ -0.00% (≈-1 pts at 25,000) at 11:00",11:00,price at 13:00 is further in the move's direction than at 11:00,direction (continuation / reversal),subgroup,higher,31,0.8065,0.5251,1.536,26,0.4231,0.5262,0.804,"[0.2554, 0.6105]",0.8510744627686156,1.0,0.8942794954445419,0.974509803075986,0.998924248677784,1.0,0.036951544906687776,1.0,0.0022555114119376706,False,2022:78/56(n9) 2023:67/50(n6) 2024:88/52(n16) 2025:44/55(n16) 2026:40/50(n10),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at 13:00,31,0.6451612903225806,41.143619314354176,109.09118176120137,26,0.38461538461538464,-28.27949635146027,804.1879237290827,-18.277515384614443,"[[""mv_pct"", ""<="", -0.3398], [""adx_14"", "">="", 28.7295], [""ema9_21_pct"", ""<="", -0.0043]]"
R0579,"When position in today's range so far (0 = at low, 1 = at high) ≤ 0.471 AND price vs prior-day high ≤ -0.28% (≈-70 pts at 25,000) AND price vs prior-day high > -0.41% (≈-104 pts at 25,000) at 11:00",11:00,price at 13:00 is further in the move's direction than at 11:00,direction (continuation / reversal),rulefit,higher,35,0.8,0.5251,1.524,19,0.7368,0.5262,1.4,"[0.5121, 0.8819]",0.02448775612193903,1.0,0.051811020113682084,0.11877431969457308,0.998924248677784,1.0,0.026550248747346576,1.0,0.0014394184530305597,True,2022:83/56(n12) 2023:85/50(n13) 2024:70/52(n10) 2025:69/55(n13) 2026:83/50(n6),True,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at 13:00,35,0.6857142857142857,27.43441185476518,68.16626886771934,19,0.7368421052631579,9.289375525666356,168.27260951824948,18.938957894736966,"[[""pos_rng"", ""<="", 0.471], [""dist_pdh_pct"", ""<="", -0.2792], [""dist_pdh_pct"", "">"", -0.415]]"
R0580,"When size of the move from the open to 11:00 (either direction) > 0.31% (≈78 pts at 25,000) AND 1-min ADX(14) > 37.4 AND gap measured in the direction of the move so far ≤ +1.72% (≈+430 pts at 25,000) at 11:00",11:00,price at 13:00 is further in the move's direction than at 11:00,direction (continuation / reversal),rulefit,higher,33,0.7879,0.5251,1.5,28,0.5714,0.5262,1.086,"[0.3907, 0.7349]",0.4987506246876562,1.0,0.3873644839181637,0.6011472652371915,0.998924248677784,1.0,0.049826310657065706,1.0,0.0033948085427736602,True,2022:80/56(n10) 2023:83/50(n6) 2024:76/52(n17) 2025:64/55(n22) 2026:33/50(n6),True,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at 13:00,33,0.696969696969697,44.579227724883005,234.2485956087644,28,0.5357142857142857,-5.853354112088595,499.6612318192065,3.3128285714287165,"[[""abs_mv_pct"", "">"", 0.313], [""adx_14"", "">"", 37.3637], [""gap_dir_pct"", ""<="", 1.7213]]"
R0581,"When India VIX change on the prior day (%) ≤ 0.326 AND CPR width ≤ 0.17% (≈42 pts at 25,000) AND size of the move from the open to 11:00 (either direction) > 0.43% (≈107 pts at 25,000) at 11:00",11:00,price at 13:00 is further in the move's direction than at 11:00,direction (continuation / reversal),rulefit,higher,46,0.7826,0.5251,1.49,36,0.6389,0.5262,1.214,"[0.4757, 0.7752]",0.11794102948525736,1.0,0.1171104125346982,0.2350263348850704,0.998924248677784,1.0,0.013180617508875205,1.0,0.0005647638820367817,True,2022:94/56(n16) 2023:55/50(n11) 2024:79/52(n19) 2025:60/55(n20) 2026:69/50(n16),True,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at 13:00,46,0.782608695652174,26.144800481464877,208.90805034983487,36,0.5,-8.064220831656485,473.3719313617045,2.249450000000555,"[[""vix_chg"", ""<="", 0.326], [""cpr_width_pct"", ""<="", 0.1677], [""abs_mv_pct"", "">"", 0.4272]]"
R0582,"When range so far (high−low since 09:15) ≥ 0.63% (≈157 pts at 25,000) AND opening-range size ≥ 0.44% (≈110 pts at 25,000) AND expiry is 1 trading day away at 11:00",11:00,price at 13:00 is further in the move's direction than at 11:00,direction (continuation / reversal),subgroup,higher,39,0.7692,0.5251,1.465,29,0.4483,0.5262,0.852,"[0.2841, 0.6245]",0.8580709645177411,1.0,0.8476058294807624,0.9535565581658576,0.998924248677784,1.0,0.04583535783745799,1.0,0.0030259401782665282,False,2022:74/56(n23) 2023:75/50(n4) 2024:83/52(n12) 2025:33/55(n12) 2026:53/50(n17),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at 13:00,39,0.6666666666666666,24.224528689910155,231.58570256623108,29,0.3793103448275862,-37.305283922983115,1152.497133114914,-27.077220689655125,"[[""rng_pct"", "">="", 0.6266], [""or_rng_pct"", "">="", 0.4386], [""dte_cat"", ""=="", 1.0]]"
R0583,"When position in today's range so far (0 = at low, 1 = at high) ≤ 0.392 AND 1-min Bollinger %B ≥ 0.656 AND price is inside the prior-day range at 11:00",11:00,price at 13:00 is further in the move's direction than at 11:00,direction (continuation / reversal),subgroup,higher,39,0.7692,0.5251,1.465,23,0.5217,0.5262,0.992,"[0.3296, 0.7076]",0.5332333833083458,1.0,0.6003227417388376,0.7912885686206675,0.998924248677784,1.0,0.04583535783745799,1.0,0.0030259401782665282,False,2022:69/56(n13) 2023:85/50(n13) 2024:77/52(n13) 2025:40/55(n15) 2026:75/50(n8),True,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at 13:00,39,0.6410256410256411,26.458292436850634,129.2323833507428,23,0.5217391304347826,0.9997551619156961,404.03577589308384,10.707565217391991,"[[""pos_rng"", ""<="", 0.3923], [""bb_pctb"", "">="", 0.6562], [""pd_pos"", ""=="", 0.0]]"
R0584,"When position in today's range so far (0 = at low, 1 = at high) ≤ 0.317 AND distance from TWAP in the move's direction ≤ +0.04% (≈+9 pts at 25,000) AND CPR width ≤ 0.43% (≈107 pts at 25,000) at 11:00",11:00,price at 13:00 is further in the move's direction than at 11:00,direction (continuation / reversal),rulefit,lower,30,0.1667,0.5251,0.317,24,0.4167,0.5262,0.792,"[0.2447, 0.6117]",0.2288855572213893,1.0,0.19208068776885878,0.3509444144949826,0.998924248677784,1.0,0.0037958939085081713,1.0,0.00011223816129165621,True,2022:33/56(n12) 2023:9/50(n11) 2024:0/52(n7) 2025:47/55(n15) 2026:33/50(n9),True,FAIL,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at 13:00,30,0.8333333333333334,36.91165876495767,74.23961140006803,24,0.5,-0.5231592705712416,224.29273374538064,10.210383333333084,"[[""pos_rng"", ""<="", 0.3168], [""twap_dir_pct"", ""<="", 0.0374], [""cpr_width_pct"", ""<="", 0.4282]]"
R0585,When India VIX change on the prior day (%) ≤ -5.59 AND 1-min RSI(14) ≤ 53 at 11:00,11:00,price at 13:00 is further in the move's direction than at 11:00,direction (continuation / reversal),tree,lower,41,0.1951,0.5251,0.372,20,0.25,0.5262,0.475,"[0.1119, 0.4687]",0.011494252873563218,1.0,0.011501788043089638,0.03337235217278546,0.9229637396388423,1.0,0.0013259692351339422,1.0,2.9556636099182082e-05,True,2022:33/56(n15) 2023:0/50(n9) 2024:18/52(n17) 2025:33/55(n6) 2026:21/50(n14),True,WATCH,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at 13:00,41,0.7560975609756098,16.458764002905916,149.13893151466965,20,0.65,5.8057076602388324,171.22527855224462,18.174069999999666,"[[""vix_chg"", ""<="", -5.5886], [""rsi_14"", ""<="", 52.9872]]"
R0586,"When India VIX change on the prior day (%) ≤ -5.49 AND price vs session TWAP (time-weighted VWAP) ≤ +0.15% (≈+39 pts at 25,000) AND prior day's close-to-close return ≤ +1.27% (≈+318 pts at 25,000) at 11:00",11:00,price at 13:00 is further in the move's direction than at 11:00,direction (continuation / reversal),rulefit,lower,44,0.2045,0.5251,0.39,25,0.36,0.5262,0.684,"[0.2025, 0.5548]",0.08045977011494253,1.0,0.07140908653981562,0.15527881905302188,0.998924248677784,1.0,0.0012118915820424447,1.0,2.6403168935863008e-05,True,2022:38/56(n13) 2023:14/50(n14) 2024:12/52(n17) 2025:50/55(n6) 2026:32/50(n19),True,FAIL,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at 13:00,44,0.7045454545454546,9.378273815322261,234.72698685893323,25,0.56,13.562470154034731,190.11635206271052,26.24231199999951,"[[""vix_chg"", ""<="", -5.4896], [""dist_twap_pct"", ""<="", 0.1548], [""prevret_pct"", ""<="", 1.2711]]"
R0587,"When range so far (high−low since 09:15) ≤ 0.39% (≈98 pts at 25,000) AND expiry is 1 trading day away at 11:00",11:00,price at 13:00 is further in the move's direction than at 11:00,direction (continuation / reversal),subgroup,lower,30,0.2333,0.5251,0.444,22,0.5909,0.5262,1.123,"[0.3873, 0.7674]",0.7996001999000499,1.0,0.7935776624971449,0.924889074277248,0.998924248677784,1.0,0.03602404726448824,1.0,0.0021773989880270453,False,2022:25/56(n4) 2023:28/50(n18) 2024:12/52(n8) 2025:60/55(n15) 2026:57/50(n7),False,FAIL,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at 13:00,30,0.6333333333333333,3.6773016912765453,98.3086505497073,22,0.3181818181818182,-14.807324522549216,333.610191652882,-4.572727272727537,"[[""rng_pct"", ""<="", 0.3916], [""dte_cat"", ""=="", 1.0]]"
R0588,"When 1-min ADX(14) > 20.1 AND prior-day range ≤ 0.67% (≈168 pts at 25,000) AND range so far (high−low since 09:15) > 0.54% (≈136 pts at 25,000) at 11:00",11:00,price 30 min after 11:00 is further in the move's direction than at 11:00,direction (continuation / reversal),tree,higher,40,0.85,0.5156,1.649,32,0.4688,0.5011,0.935,"[0.3087, 0.6355]",0.7076461769115442,1.0,0.7061776899398278,0.8601562839868578,0.998924248677784,1.0,0.0009661637893750701,1.0,1.9903486115331544e-05,True,2022:78/48(n9) 2023:91/51(n11) 2024:85/55(n20) 2025:52/52(n23) 2026:33/48(n9),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +30 min,40,0.65,6.608887909938064,61.08690968889417,32,0.375,-12.961862982110524,415.158782532229,-3.2265624999995453,"[[""adx_14"", "">"", 20.1109], [""pdr_pct"", ""<="", 0.672], [""rng_pct"", "">"", 0.543]]"
R0589,"When 1-min ADX(14) > 36.2 AND prior day's close-to-close return > -0.17% (≈-42 pts at 25,000) AND prior-day range > 0.33% (≈82 pts at 25,000) at 11:00",11:00,price 30 min after 11:00 is further in the move's direction than at 11:00,direction (continuation / reversal),rulefit,higher,37,0.8378,0.5156,1.625,27,0.4074,0.5011,0.813,"[0.2451, 0.5927]",0.9120439780109945,1.0,0.8785231352668146,0.9659779270128322,0.998924248677784,1.0,0.0031918671427982573,1.0,8.963973593027756e-05,False,2022:67/48(n6) 2023:80/51(n15) 2024:94/55(n16) 2025:48/52(n21) 2026:17/48(n6),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +30 min,37,0.6756756756756757,11.952821944405631,50.631902053300735,27,0.2962962962962963,-18.90600420482385,531.2270818354114,-9.160851851851476,"[[""adx_14"", "">"", 36.2061], [""prevret_pct"", "">"", -0.1675], [""pdr_pct"", "">"", 0.3263]]"
R0590,"When move from the open to 11:00 ≥ +0.24% (≈+61 pts at 25,000) AND prior-day range ≤ 0.78% (≈196 pts at 25,000) AND price is above the CPR at 11:00",11:00,price 30 min after 11:00 is further in the move's direction than at 11:00,direction (continuation / reversal),subgroup,higher,31,0.8387,0.5156,1.627,25,0.56,0.5011,1.117,"[0.3707, 0.7333]",0.3773113443278361,1.0,0.3492649425709405,0.5520089824048036,0.998924248677784,1.0,0.009555917492934699,1.0,0.0003694893407244512,True,2022:100/48(n6) 2023:67/51(n15) 2024:100/55(n10) 2025:69/52(n16) 2026:33/48(n9),True,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +30 min,31,0.6774193548387096,5.122415308322582,46.5637598483,25,0.44,-5.976848244137451,228.8746038903348,4.274000000000087,"[[""mv_pct"", "">="", 0.2441], [""pdr_pct"", ""<="", 0.7824], [""cpr_pos"", ""=="", 1.0]]"
R0591,"When range so far (high−low since 09:15) ≥ 0.83% (≈208 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is positive AND prior day's close-to-close return is positive at 11:00",11:00,price 30 min after 11:00 is further in the move's direction than at 11:00,direction (continuation / reversal),subgroup,higher,30,0.8333,0.5156,1.616,12,0.6667,0.5011,1.33,"[0.3906, 0.8619]",0.20339830084957522,1.0,0.19605744799837227,0.3562015690736782,0.998924248677784,1.0,0.013904301336409247,1.0,0.0006060649379228348,False,2022:90/48(n19) 2023:75/51(n4) 2024:71/55(n7) 2025:67/52(n6) 2026:67/48(n6),True,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +30 min,30,0.6,6.368967901573187,44.008295949099995,12,0.5833333333333334,-15.797063090681084,250.01418634229384,-5.96388333333319,"[[""rng_pct"", "">="", 0.833], [""dist_twap_pct"", "">"", 0.0], [""prevret_pct"", "">"", 0.0]]"
R0592,"When price vs session TWAP (time-weighted VWAP) ≥ +0.11% (≈+29 pts at 25,000) AND prior-day range ≤ 0.78% (≈196 pts at 25,000) AND India VIX change on the prior day (%) is negative at 11:00",11:00,price 30 min after 11:00 is further in the move's direction than at 11:00,direction (continuation / reversal),subgroup,higher,30,0.8333,0.5156,1.616,18,0.5556,0.5011,1.109,"[0.3372, 0.7544]",0.4527736131934033,1.0,0.41107134562817615,0.6214017853041792,0.998924248677784,1.0,0.013904301336409247,1.0,0.0006060649379228348,True,2022:83/48(n6) 2023:77/51(n13) 2024:91/55(n11) 2025:62/52(n13) 2026:40/48(n5),True,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +30 min,30,0.5666666666666667,1.1432537243232848,84.64831148050072,18,0.3888888888888889,-8.180032714678816,147.2405888642187,2.1361111111113535,"[[""dist_twap_pct"", "">="", 0.1144], [""pdr_pct"", ""<="", 0.7824], [""vix_chg"", ""<"", 0.0]]"
R0593,"When size of the move from the open to 11:00 (either direction) ≤ 0.18% (≈46 pts at 25,000) AND move from the open to 11:00 ≥ +0.06% (≈+14 pts at 25,000) AND 1-min ADX(14) ≥ 22.3 at 11:00",11:00,price 30 min after 11:00 is further in the move's direction than at 11:00,direction (continuation / reversal),subgroup,higher,33,0.8182,0.5156,1.587,32,0.375,0.5011,0.748,"[0.2293, 0.5475]",0.974512743628186,1.0,0.9463302831490712,0.9890677798074163,0.998924248677784,1.0,0.014216565362725283,1.0,0.0006239873249974487,False,2022:91/48(n11) 2023:64/51(n11) 2024:91/55(n11) 2025:48/52(n21) 2026:18/48(n11),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +30 min,33,0.6363636363636364,0.6699593320457193,82.06896889529926,32,0.3125,-13.787033666952293,451.67268066140525,-3.556249999999409,"[[""abs_mv_pct"", ""<="", 0.1847], [""mv_pct"", "">="", 0.0559], [""adx_14"", "">="", 22.3435]]"
R0594,"When CPR width ≤ 0.06% (≈16 pts at 25,000) AND 1-min ADX(14) ≥ 22.3 AND price has not touched the prior-day low yet at 11:00",11:00,price 30 min after 11:00 is further in the move's direction than at 11:00,direction (continuation / reversal),subgroup,higher,32,0.8125,0.5156,1.576,26,0.5385,0.5011,1.074,"[0.3546, 0.7124]",0.45327336331834084,1.0,0.4271040382370062,0.635750574527366,0.998924248677784,1.0,0.02024759002908545,1.0,0.000999715581188282,True,2022:57/48(n7) 2023:89/51(n9) 2024:88/55(n16) 2025:53/52(n17) 2026:56/48(n9),True,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +30 min,32,0.5,3.6670384749810454,65.43164395949782,26,0.3076923076923077,-11.293538472216413,339.1950097470418,-0.8758384615385484,"[[""cpr_width_pct"", ""<="", 0.0623], [""adx_14"", "">="", 22.3435], [""touched_pdl"", ""=="", 0.0]]"
R0595,When India VIX change on the prior day (%) ≤ -3.31 AND price vs session TWAP (time-weighted VWAP) is positive AND price is inside the prior-day range at 11:00,11:00,price 30 min after 11:00 is further in the move's direction than at 11:00,direction (continuation / reversal),subgroup,higher,32,0.8125,0.5156,1.576,18,0.6111,0.5011,1.219,"[0.3862, 0.797]",0.22338830584707647,1.0,0.24339344551119213,0.4217084296557554,0.998924248677784,1.0,0.02024759002908545,1.0,0.000999715581188282,True,2022:77/48(n13) 2023:86/51(n7) 2024:83/55(n12) 2025:57/52(n7) 2026:64/48(n11),True,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +30 min,32,0.5625,0.24334490652456742,141.06118462710583,18,0.16666666666666666,-15.8122011510511,284.6196207189198,-4.4249999999996765,"[[""vix_chg"", ""<="", -3.3112], [""dist_twap_pct"", "">"", 0.0], [""pd_pos"", ""=="", 0.0]]"
R0596,"When 1-min ADX(14) ≤ 20.1 AND (price is below the CPR or price is inside the CPR) AND price vs prior-day high > -0.61% (≈-153 pts at 25,000) at 11:00",11:00,price 30 min after 11:00 is further in the move's direction than at 11:00,direction (continuation / reversal),tree,lower,51,0.1373,0.5156,0.266,27,0.4815,0.5011,0.961,"[0.3074, 0.6601]",0.4852573713143428,0.009900990099009901,0.4952341761098348,0.7047842154886668,0.998924248677784,1.0,5.3248782840046655e-06,0.3382014630614886,3.684547682454467e-08,True,2022:19/48(n16) 2023:10/51(n21) 2024:14/55(n14) 2025:50/52(n18) 2026:44/48(n9),True,FAIL,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at +30 min,51,0.6274509803921569,4.081865603824883,144.55752734334112,27,0.2962962962962963,-13.227858001210725,388.8034432567047,-3.598148148148337,"[[""adx_14"", ""<="", 20.1109], [""cpr_pos"", ""<="", 0.5], [""dist_pdh_pct"", "">"", -0.6117]]"
R0597,When 1-min ADX(14) ≤ 18.5 AND opening gap vs prior close is positive AND price is below the CPR at 11:00,11:00,price 30 min after 11:00 is further in the move's direction than at 11:00,direction (continuation / reversal),subgroup,lower,36,0.1389,0.5156,0.269,13,0.7692,0.5011,1.535,"[0.4974, 0.9182]",0.9890054972513743,0.9405940594059405,0.9885287673141276,0.9998438728713133,0.998924248677784,1.0,0.00034738631179384057,1.0,5.578028914116093e-06,True,2022:13/48(n15) 2023:14/51(n14) 2024:14/55(n7) 2025:78/52(n9) 2026:75/48(n4),False,FAIL,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at +30 min,36,0.6944444444444444,6.858546044544251,41.62489539919932,13,0.15384615384615385,-17.204778076770246,306.28025882705714,-8.453846153845985,"[[""adx_14"", ""<="", 18.4603], [""gap_pct"", "">"", 0.0], [""cpr_pos"", ""=="", -1.0]]"
R0598,"When opening gap vs prior close ≥ +0.21% (≈+53 pts at 25,000) AND prior-day range ≥ 1.34% (≈336 pts at 25,000) AND the first opening-range break was downward at 11:00",11:00,price 30 min after 11:00 is further in the move's direction than at 11:00,direction (continuation / reversal),subgroup,lower,31,0.1935,0.5156,0.375,11,0.5455,0.5011,1.088,"[0.2801, 0.7873]",0.735632183908046,1.0,0.7230107823197955,0.8686853898823749,0.998924248677784,1.0,0.011450091094051042,1.0,0.0004703225951461959,True,2022:25/48(n16) 2023:0/51(n4) 2024:18/55(n11) 2025:100/52(n5) 2026:17/48(n6),False,FAIL,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at +30 min,31,0.7419354838709677,10.815841899615348,82.34600166832128,11,0.45454545454545453,2.492891616891463,119.17856804686375,12.841509090909478,"[[""gap_pct"", "">="", 0.2104], [""pdr_pct"", "">="", 1.345], [""or_first_break"", ""=="", -1.0]]"
R0599,"When position in today's range so far (0 = at low, 1 = at high) ≤ 0.378 AND price vs prior-day high > -0.12% (≈-29 pts at 25,000) AND 1-min ADX(14) ≤ 42.5 at 11:00",11:00,price 30 min after 11:00 is further in the move's direction than at 11:00,direction (continuation / reversal),rulefit,lower,45,0.2,0.5156,0.388,21,0.5714,0.5011,1.14,"[0.3655, 0.7553]",0.8030984507746127,1.0,0.8054583877208782,0.9311924538839564,0.998924248677784,1.0,0.0012411318614254853,1.0,2.720753215244195e-05,False,2022:33/48(n15) 2023:12/51(n16) 2024:14/55(n14) 2025:64/52(n11) 2026:50/48(n10),False,FAIL,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at +30 min,45,0.7111111111111111,7.736651860637101,116.81373873012788,21,0.38095238095238093,-7.175385161909387,195.29494650883336,3.6642857142860956,"[[""pos_rng"", ""<="", 0.3779], [""dist_pdh_pct"", "">"", -0.1174], [""adx_14"", ""<="", 42.5423]]"
R0600,"When prior day's close-to-close return ≥ +0.67% (≈+167 pts at 25,000) AND India VIX change on the prior day (%) ≤ -3.31 AND 1-min Supertrend is up at 11:00",11:00,price 60 min after 11:00 is further in the move's direction than at 11:00,direction (continuation / reversal),subgroup,higher,32,0.9062,0.5102,1.776,24,0.4167,0.5057,0.824,"[0.2447, 0.6117]",0.800599700149925,0.8811881188118812,0.8592078550807516,0.958840453660724,0.998924248677784,1.0,0.00028226471290277285,1.0,4.328975355251671e-06,False,2022:95/52(n19) 2023:83/53(n6) 2024:86/48(n7) 2025:33/53(n6) 2026:44/48(n18),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +60 min,32,0.8125,21.467525045319206,98.77076429329225,24,0.2916666666666667,-17.860720145993678,428.6572835038483,-5.9123666666667605,"[[""prevret_pct"", "">="", 0.6697], [""vix_chg"", ""<="", -3.3112], [""supertrend_dir"", ""=="", 1.0]]"
R0601,"When size of the move from the open to 11:00 (either direction) ≤ 0.18% (≈46 pts at 25,000) AND move from the open to 11:00 ≥ +0.06% (≈+14 pts at 25,000) AND 1-min ADX(14) ≥ 22.3 at 11:00",11:00,price 60 min after 11:00 is further in the move's direction than at 11:00,direction (continuation / reversal),subgroup,higher,33,0.8485,0.5102,1.663,32,0.3438,0.5057,0.68,"[0.2041, 0.5169]",0.9765117441279361,1.0,0.9784839107017703,0.9992166154187662,0.998924248677784,1.0,0.0036250003539591556,1.0,0.00010581362458970546,False,2022:100/52(n11) 2023:73/53(n11) 2024:82/48(n11) 2025:43/53(n21) 2026:18/48(n11),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +60 min,33,0.6666666666666666,9.290815423166825,109.6398254567024,32,0.25,-20.3966828176522,702.5226873269044,-10.168831249999698,"[[""abs_mv_pct"", ""<="", 0.1847], [""mv_pct"", "">="", 0.0559], [""adx_14"", "">="", 22.3435]]"
R0602,"When size of the move from the open to 11:00 (either direction) ≥ 0.30% (≈74 pts at 25,000) AND opening-range size ≤ 0.35% (≈88 pts at 25,000) AND CPR width ≤ 0.13% (≈33 pts at 25,000) at 11:00",11:00,price 60 min after 11:00 is further in the move's direction than at 11:00,direction (continuation / reversal),subgroup,higher,33,0.8485,0.5102,1.663,20,0.6,0.5057,1.186,"[0.3866, 0.7812]",0.2958520739630185,1.0,0.2684184320659534,0.45532760203858064,0.998924248677784,1.0,0.0036250003539591556,1.0,0.00010581362458970546,True,2022:50/52(n4) 2023:100/53(n14) 2024:80/48(n15) 2025:64/53(n14) 2026:50/48(n6),True,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +60 min,33,0.7272727272727273,13.502735974170248,61.393107620696355,20,0.55,4.372889116351059,88.39675739950697,13.825000000000546,"[[""abs_mv_pct"", "">="", 0.2967], [""or_rng_pct"", ""<="", 0.3526], [""cpr_width_pct"", ""<="", 0.1323]]"
R0603,"When move from the open to 11:00 > +0.21% (≈+52 pts at 25,000) AND size of the opening gap ≤ 0.43% (≈108 pts at 25,000) AND size of the opening gap > 0.24% (≈61 pts at 25,000) at 11:00",11:00,price 60 min after 11:00 is further in the move's direction than at 11:00,direction (continuation / reversal),tree,higher,44,0.8409,0.5102,1.648,21,0.381,0.5057,0.753,"[0.2075, 0.5912]",0.8950524737631185,1.0,0.9139186206120347,0.9814389832816433,0.998924248677784,1.0,0.000544025391837709,1.0,9.755649131937232e-06,False,2022:79/52(n14) 2023:91/53(n11) 2024:84/48(n19) 2025:46/53(n13) 2026:25/48(n8),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +60 min,44,0.7727272727272727,10.260023232321345,111.49484241808102,21,0.3333333333333333,-18.566100952908442,408.25395110954327,-8.478533333333049,"[[""mv_pct"", "">"", 0.2095], [""abs_gap_pct"", ""<="", 0.4315], [""abs_gap_pct"", "">"", 0.2425]]"
R0604,"When prior-day range ≤ 0.66% (≈166 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) ≤ 0.182 AND India VIX change on the prior day (%) > -5.53 at 11:00",11:00,price 60 min after 11:00 is further in the move's direction than at 11:00,direction (continuation / reversal),rulefit,higher,41,0.8293,0.5102,1.625,39,0.5385,0.5057,1.065,"[0.3857, 0.6843]",0.5467266366816592,1.0,0.40204835358753355,0.6154744601598949,0.998924248677784,1.0,0.0018162465416177564,1.0,4.391392742182084e-05,True,2022:80/52(n10) 2023:82/53(n17) 2024:86/48(n14) 2025:56/53(n25) 2026:50/48(n14),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +60 min,41,0.6829268292682927,18.378762031015132,30.49740323659853,39,0.358974358974359,-6.634292072084475,267.64849333135896,3.7820512820510954,"[[""pdr_pct"", ""<="", 0.6637], [""pos_rng"", ""<="", 0.1821], [""vix_chg"", "">"", -5.5301]]"
R0605,"When position in today's range so far (0 = at low, 1 = at high) ≤ 0.205 AND prior-day range ≤ 0.78% (≈196 pts at 25,000) AND price has not touched the prior-day high yet at 11:00",11:00,price 60 min after 11:00 is further in the move's direction than at 11:00,direction (continuation / reversal),subgroup,higher,30,0.8333,0.5102,1.633,45,0.4889,0.5057,0.967,"[0.3496, 0.63]",0.7816091954022989,1.0,0.6459629457521193,0.8289835856108083,0.998924248677784,1.0,0.011809263782360715,1.0,0.000489448090090915,False,2022:83/52(n6) 2023:83/53(n12) 2024:83/48(n12) 2025:48/53(n27) 2026:50/48(n18),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +60 min,30,0.6333333333333333,8.967299276826584,76.03298011391195,45,0.3333333333333333,-14.724115859513905,748.0842461926414,-4.14486222222234,"[[""pos_rng"", ""<="", 0.2047], [""pdr_pct"", ""<="", 0.7824], [""touched_pdh"", ""=="", 0.0]]"
R0606,"When prior day's close-to-close return ≤ +0.34% (≈+84 pts at 25,000) AND prior day's close-to-close return > +0.21% (≈+53 pts at 25,000) AND India VIX change on the prior day (%) > -4.88 at 11:00",11:00,price 60 min after 11:00 is further in the move's direction than at 11:00,direction (continuation / reversal),rulefit,higher,42,0.8095,0.5102,1.587,19,0.5263,0.5057,1.041,"[0.3171, 0.7267]",0.5487256371814093,1.0,0.520060194062003,0.7262909606727973,0.998924248677784,1.0,0.0039176727802059065,1.0,0.00011703847735017515,False,2022:92/52(n13) 2023:79/53(n19) 2024:70/48(n10) 2025:46/53(n11) 2026:62/48(n8),True,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +60 min,42,0.7380952380952381,12.521549848588009,61.77031614129419,19,0.3684210526315789,-5.121600253025683,242.79382938348246,5.636842105263656,"[[""prevret_pct"", ""<="", 0.336], [""prevret_pct"", "">"", 0.2123], [""vix_chg"", "">"", -4.8849]]"
R0607,"When size of the move from the open to 11:00 (either direction) ≥ 0.30% (≈74 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) ≥ +0.04% (≈+10 pts at 25,000) AND CPR width ≤ 0.13% (≈33 pts at 25,000) at 11:00",11:00,price 60 min after 11:00 is further in the move's direction than at 11:00,direction (continuation / reversal),subgroup,higher,37,0.8108,0.5102,1.589,25,0.48,0.5057,0.949,"[0.3003, 0.665]",0.6281859070464768,1.0,0.6759126970444779,0.849220079876107,0.998924248677784,1.0,0.008249119761537277,1.0,0.00030614904872070913,False,2022:75/52(n12) 2023:90/53(n10) 2024:80/48(n15) 2025:38/53(n16) 2026:67/48(n9),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +60 min,37,0.7027027027027027,7.521748225126969,59.25953430809781,25,0.4,-22.242531602588443,574.4274357013948,-12.286175999999687,"[[""abs_mv_pct"", "">="", 0.2967], [""dist_twap_pct"", "">="", 0.0381], [""cpr_width_pct"", ""<="", 0.1323]]"
R0608,"When 1-min EMA9 − EMA21 (as % of price) ≤ -0.04% (≈-10 pts at 25,000) AND 1-min ADX(14) ≤ 42.8 AND opening gap vs prior close > -0.32% (≈-79 pts at 25,000) at 11:00",11:00,price 60 min after 11:00 is further in the move's direction than at 11:00,direction (continuation / reversal),rulefit,lower,31,0.1613,0.5102,0.316,23,0.4348,0.5057,0.86,"[0.2563, 0.6319]",0.25087456271864067,1.0,0.3188640163453568,0.513989757691023,0.998924248677784,1.0,0.004084801214806757,1.0,0.00012353439491258488,True,2022:18/52(n11) 2023:17/53(n6) 2024:14/48(n14) 2025:42/53(n12) 2026:46/48(n11),True,FAIL,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at +60 min,31,0.6774193548387096,6.751993454479737,162.5780177473082,23,0.4782608695652174,8.690837988853193,246.05328983886739,18.623947826086805,"[[""ema9_21_pct"", ""<="", -0.039], [""adx_14"", ""<="", 42.8066], [""gap_pct"", "">"", -0.316]]"
R0609,"When size of the opening gap ≤ 0.11% (≈28 pts at 25,000) AND price is inside the prior-day range AND price is below the CPR at 11:00",11:00,price 60 min after 11:00 is further in the move's direction than at 11:00,direction (continuation / reversal),subgroup,lower,32,0.1875,0.5102,0.368,22,0.3182,0.5057,0.629,"[0.1636, 0.5268]",0.03498250874562719,1.0,0.060226313594723496,0.13395875701160467,0.998924248677784,1.0,0.009157654089033206,1.0,0.00035022199700270946,True,2022:0/52(n6) 2023:15/53(n13) 2024:31/48(n13) 2025:36/53(n14) 2026:25/48(n8),True,FAIL,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at +60 min,32,0.6875,9.535122058828215,87.47048109389925,22,0.5,3.938197622167736,127.4824254840205,13.777272727272164,"[[""abs_gap_pct"", ""<="", 0.1124], [""pd_pos"", ""=="", 0.0], [""cpr_pos"", ""=="", -1.0]]"
R0610,"When opening-range size ≥ 0.58% (≈144 pts at 25,000) AND 1-min Bollinger %B ≤ 0.412 AND price is inside the prior-day range at 11:00",11:00,price 60 min after 11:00 is further in the move's direction than at 11:00,direction (continuation / reversal),subgroup,lower,32,0.1875,0.5102,0.368,11,0.5455,0.5057,1.079,"[0.2801, 0.7873]",0.7331334332833583,1.0,0.7125947458625767,0.8647217140804302,0.998924248677784,1.0,0.009157654089033206,1.0,0.00035022199700270946,False,2022:16/52(n19) 2023:17/53(n6) 2024:29/48(n7) 2025:40/53(n5) 2026:67/48(n6),False,FAIL,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at +60 min,32,0.75,12.94899410225568,98.79878244507407,11,0.45454545454545453,1.5756649451870979,263.3924311203647,12.161363636363438,"[[""or_rng_pct"", "">="", 0.576], [""bb_pctb"", ""<="", 0.4116], [""pd_pos"", ""=="", 0.0]]"
R0611,"When move from the open to 11:00 ≤ +0.21% (≈+52 pts at 25,000) AND move from the open to 11:00 > +0.18% (≈+44 pts at 25,000) at 11:00",11:00,price 60 min after 11:00 is further in the move's direction than at 11:00,direction (continuation / reversal),tree,lower,31,0.1935,0.5102,0.379,11,0.2727,0.5057,0.539,"[0.0975, 0.5657]",0.13993003498250875,1.0,0.10610659250221223,0.21712759560452694,0.998924248677784,1.0,0.013551144352844338,1.0,0.0005863287793481823,True,2022:23/52(n13) 2023:25/53(n8) 2024:10/48(n10) 2025:33/53(n6) 2026:20/48(n5),True,FAIL,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at +60 min,31,0.6129032258064516,5.702664356220695,144.34432450226433,11,0.5454545454545454,14.257842404848253,59.054532755101455,24.431818181818183,"[[""mv_pct"", ""<="", 0.2095], [""mv_pct"", "">"", 0.1773]]"
R0612,"When opening gap vs prior close ≤ -0.23% (≈-58 pts at 25,000) AND 1-min ADX(14) ≥ 22.3 AND 1-min Bollinger %B ≤ 0.412 at 11:00",11:00,the close is further in the move's direction than the 11:00 price (continuation to close),direction (continuation / reversal),subgroup,higher,30,0.8333,0.5251,1.587,25,0.64,0.5376,1.191,"[0.4452, 0.7975]",0.191904047976012,1.0,0.20503017800373602,0.36851159861647687,0.998924248677784,1.0,0.018288555030171846,1.0,0.0008740383210053978,True,2022:80/58(n15) 2023:83/49(n6) 2024:89/50(n9) 2025:75/58(n12) 2026:54/49(n13),True,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,30,0.6333333333333333,49.71827218284939,348.2299583814621,25,0.52,-0.3188798665406395,278.6199103767229,10.555448000000178,"[[""gap_pct"", ""<="", -0.2327], [""adx_14"", "">="", 22.3435], [""bb_pctb"", ""<="", 0.4116]]"
R0613,"When size of the opening gap ≥ 0.35% (≈87 pts at 25,000) AND India VIX (prior day's close) ≥ 15.2 AND it is Wednesday at 11:00",11:00,the close is further in the move's direction than the 11:00 price (continuation to close),direction (continuation / reversal),subgroup,higher,35,0.8286,0.5251,1.578,11,0.5455,0.5376,1.015,"[0.2801, 0.7873]",0.5037481259370314,1.0,0.6007931724712476,0.7912885686206675,0.998924248677784,1.0,0.009443622111299907,1.0,0.0003636648093317585,False,2022:78/58(n27) 2023:100/49(n2) 2024:100/50(n6) 2025:50/58(n2) 2026:56/49(n9),True,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,35,0.7142857142857143,49.421553000860705,233.87735441817085,11,0.45454545454545453,-15.155638902223927,271.9553199873405,-2.6081818181820298,"[[""abs_gap_pct"", "">="", 0.3474], [""vix_prev"", "">="", 15.236], [""dow"", ""=="", 2.0]]"
R0614,"When CPR width ≥ 0.20% (≈51 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) ≤ -0.02% (≈-5 pts at 25,000) AND India VIX change on the prior day (%) is positive at 11:00",11:00,the close is further in the move's direction than the 11:00 price (continuation to close),direction (continuation / reversal),subgroup,higher,39,0.8205,0.5251,1.563,30,0.4667,0.5376,0.868,"[0.3023, 0.6386]",0.8190904547726137,1.0,0.8320408855187351,0.9436916461192655,0.998924248677784,1.0,0.0068790176190226555,1.0,0.00024104444754162013,False,2022:79/58(n19) 2023:100/49(n11) 2024:67/50(n9) 2025:46/58(n13) 2026:47/49(n17),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,39,0.6666666666666666,35.82901975058594,150.14478534351508,30,0.26666666666666666,-39.784150319338735,1389.4512142216458,-30.135033333333194,"[[""cpr_width_pct"", "">="", 0.2023], [""ema9_21_pct"", ""<="", -0.0184], [""vix_chg"", "">"", 0.0]]"
R0615,"When size of the move from the open to 11:00 (either direction) ≥ 0.30% (≈74 pts at 25,000) AND size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND 1-min RSI(14) ≤ 48.6 at 11:00",11:00,the close is further in the move's direction than the 11:00 price (continuation to close),direction (continuation / reversal),subgroup,higher,38,0.8158,0.5251,1.554,46,0.4783,0.5376,0.89,"[0.3412, 0.6186]",0.8605697151424287,1.0,0.8302169374381663,0.9436916461192655,0.998924248677784,1.0,0.009757180011639423,1.0,0.0003798640240999133,False,2022:83/58(n12) 2023:92/49(n13) 2024:69/50(n13) 2025:54/58(n26) 2026:40/49(n20),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,38,0.6578947368421053,36.26420608386104,218.40620499609918,46,0.3695652173913043,-10.899845357497588,700.937874596128,-0.8301565217388998,"[[""abs_mv_pct"", "">="", 0.2967], [""abs_gap_pct"", ""<="", 0.2212], [""rsi_14"", ""<="", 48.6372]]"
R0616,"When size of the opening gap ≥ 0.35% (≈87 pts at 25,000) AND opening-range size ≤ 0.35% (≈88 pts at 25,000) AND India VIX change on the prior day (%) is positive at 11:00",11:00,the close is further in the move's direction than the 11:00 price (continuation to close),direction (continuation / reversal),subgroup,higher,33,0.8182,0.5251,1.558,14,0.6429,0.5376,1.196,"[0.3876, 0.8366]",0.22438780609695153,1.0,0.30352805144031203,0.4975198414839516,0.998924248677784,1.0,0.01895331173683192,1.0,0.0009162414610592773,True,2022:100/58(n12) 2023:77/49(n13) 2024:62/50(n8) 2025:60/58(n5) 2026:67/49(n9),True,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,33,0.696969696969697,22.131305943449846,177.3079270986118,14,0.5714285714285714,20.079256850324818,221.42760154843023,32.18042857142843,"[[""abs_gap_pct"", "">="", 0.3474], [""or_rng_pct"", ""<="", 0.3526], [""vix_chg"", "">"", 0.0]]"
R0617,"When India VIX change on the prior day (%) ≥ 3.36 AND 1-min RSI(14) ≤ 48.6 AND 1-min EMA9 − EMA21 (as % of price) ≤ -0.02% (≈-5 pts at 25,000) at 11:00",11:00,the close is further in the move's direction than the 11:00 price (continuation to close),direction (continuation / reversal),subgroup,higher,32,0.8125,0.5251,1.547,26,0.4615,0.5376,0.859,"[0.2876, 0.6454]",0.8235882058970515,1.0,0.8350742513306127,0.945419167304555,0.998924248677784,1.0,0.026588591999209123,1.0,0.0014419981147562677,False,2022:71/58(n14) 2023:82/49(n11) 2024:100/50(n7) 2025:50/58(n10) 2026:44/49(n16),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,32,0.59375,16.87817497787778,255.979659284596,26,0.38461538461538464,-12.486865954979997,916.6407693412891,-1.9108230769224275,"[[""vix_chg"", "">="", 3.3595], [""rsi_14"", ""<="", 48.6372], [""ema9_21_pct"", ""<="", -0.0184]]"
R0618,"When 1-min RSI(14) ≤ 36.9 AND position in today's range so far (0 = at low, 1 = at high) > 0.23 at 11:00",11:00,the close is further in the move's direction than the 11:00 price (continuation to close),direction (continuation / reversal),tree,higher,31,0.8065,0.5251,1.536,18,0.5556,0.5376,1.033,"[0.3372, 0.7544]",0.5057471264367817,1.0,0.5354849662225536,0.7403860414912121,0.998924248677784,1.0,0.036951544906687776,1.0,0.0022555114119376706,True,2022:100/58(n10) 2023:75/49(n12) 2024:67/50(n9) 2025:60/58(n10) 2026:50/49(n8),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,31,0.6774193548387096,32.29458746990288,142.95492567933667,18,0.4444444444444444,-2.822037125904519,289.79173058704293,7.672533333334286,"[[""rsi_14"", ""<="", 36.8917], [""pos_rng"", "">"", 0.2296]]"
R0619,"When opening gap vs prior close ≤ +0.04% (≈+9 pts at 25,000) AND gap measured in the direction of the move so far ≤ -0.16% (≈-39 pts at 25,000) AND 1-min ATR(14) as % of price ≥ 0.046 at 11:00",11:00,the close is further in the move's direction than the 11:00 price (continuation to close),direction (continuation / reversal),subgroup,higher,31,0.8065,0.5251,1.536,12,0.5833,0.5376,1.085,"[0.3195, 0.8067]",0.39030484757621187,1.0,0.49177071230579367,0.7008814257496062,0.998924248677784,1.0,0.036951544906687776,1.0,0.0022555114119376706,True,2022:78/58(n18) 2023:100/49(n3) 2024:80/50(n10) 2025:60/58(n5) 2026:57/49(n7),True,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,31,0.4838709677419355,23.906517457462442,216.32107849843135,12,0.5,14.697827921528008,299.9051900852778,25.448183333333873,"[[""gap_pct"", ""<="", 0.0365], [""gap_dir_pct"", ""<="", -0.157], [""atr14_pct"", "">="", 0.046]]"
R0620,"When opening-range size ≤ 0.22% (≈55 pts at 25,000) AND India VIX change on the prior day (%) ≤ 3.79 AND price vs prior-day high > -0.47% (≈-118 pts at 25,000) at 11:00",11:00,the close is further in the move's direction than the 11:00 price (continuation to close),direction (continuation / reversal),rulefit,lower,37,0.1892,0.5251,0.36,11,0.5455,0.5376,1.015,"[0.2801, 0.7873]",0.5767116441779111,1.0,0.6349746108422218,0.821831320557443,0.998924248677784,1.0,0.0022046393062078685,1.0,5.601003345213825e-05,True,2022:33/58(n3) 2023:19/49(n21) 2024:15/50(n13) 2025:62/58(n8) 2026:33/49(n3),True,FAIL,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,37,0.7027027027027027,27.25687498830662,98.60512277579846,11,0.36363636363636365,-20.059973225300332,353.3057193520824,-10.344036363637066,"[[""or_rng_pct"", ""<="", 0.2214], [""vix_chg"", ""<="", 3.7938], [""dist_pdh_pct"", "">"", -0.4725]]"
R0621,"When size of the move from the open to 11:00 (either direction) ≤ 0.03% (≈7 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) ≤ 0.833 AND position in today's range so far (0 = at low, 1 = at high) > 0.451 at 11:00",11:00,the close is further in the move's direction than the 11:00 price (continuation to close),direction (continuation / reversal),rulefit,lower,30,0.2,0.5251,0.381,18,0.5556,0.5376,1.033,"[0.3372, 0.7544]",0.688655672163918,1.0,0.6489250188116003,0.8289835856108083,0.998924248677784,1.0,0.012794997329988813,1.0,0.0005432863596927977,True,2022:50/58(n4) 2023:19/49(n16) 2024:10/50(n10) 2025:50/58(n10) 2026:62/49(n8),False,FAIL,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,30,0.6666666666666666,26.80788830488034,209.85088167248136,18,0.3333333333333333,-20.28984972638899,460.89360183667293,-10.15693333333325,"[[""abs_mv_pct"", ""<="", 0.0296], [""pos_rng"", ""<="", 0.833], [""pos_rng"", "">"", 0.4513]]"
R0622,"When size of the move from the open to 11:00 (either direction) ≤ 0.04% (≈9 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) > 0.376 AND CPR width > 0.07% (≈17 pts at 25,000) at 11:00",11:00,the close is further in the move's direction than the 11:00 price (continuation to close),direction (continuation / reversal),rulefit,lower,36,0.2222,0.5251,0.423,20,0.55,0.5376,1.023,"[0.3421, 0.7418]",0.6406796601699151,1.0,0.6289705130814822,0.8195165398327087,0.998924248677784,1.0,0.010211974881647629,1.0,0.0004044531905515083,True,2022:62/58(n8) 2023:14/49(n14) 2024:7/50(n14) 2025:46/58(n11) 2026:67/49(n9),False,FAIL,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,36,0.6388888888888888,17.58139110123733,375.4182177990266,20,0.35,-19.86826523518514,406.9467320024758,-9.576990000000114,"[[""abs_mv_pct"", ""<="", 0.0365], [""pos_rng"", "">"", 0.3759], [""cpr_width_pct"", "">"", 0.0687]]"
R0623,"When 1-min EMA9 − EMA21 (as % of price) > +0.03% (≈+7 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) ≤ +0.03% (≈+9 pts at 25,000) AND prior-day range > 0.48% (≈121 pts at 25,000) at 11:00",11:00,the close is further in the move's direction than the 11:00 price (continuation to close),direction (continuation / reversal),rulefit,lower,31,0.2258,0.5251,0.43,17,0.6471,0.5376,1.204,"[0.413, 0.8269]",0.8910544727636182,1.0,0.8753354345215432,0.9659779270128322,0.998924248677784,1.0,0.02491708893292988,1.0,0.0013193235367115756,True,2022:27/58(n11) 2023:23/49(n13) 2024:14/50(n7) 2025:88/58(n8) 2026:44/49(n9),False,FAIL,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,31,0.7096774193548387,48.68756808073569,175.35406396389317,17,0.29411764705882354,-4.641993041346716,506.5861617351235,5.601364705882374,"[[""ema9_21_pct"", "">"", 0.0265], [""ema9_21_pct"", ""<="", 0.0341], [""pdr_pct"", "">"", 0.4825]]"
R0624,"When move from the open to 11:00 ≤ -0.34% (≈-85 pts at 25,000) AND 1-min RSI(14) ≤ 41.6 AND it is not expiry day at 11:00",11:00,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,35,1.0,0.7273,1.375,25,0.92,0.7335,1.254,"[0.7503, 0.9778]",0.0239880059970015,1.0,0.02143224287676216,0.05615132096014237,0.034526462497359314,1.0,0.0012996941643919828,1.0,2.8869283997713307e-05,True,2022:100/77(n18) 2023:100/68(n6) 2024:100/74(n11) 2025:100/78(n12) 2026:85/68(n13),True,WATCH,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,35,0.6,33.522486811055416,292.03855282437337,25,0.48,-0.13165810944260037,505.07696390211936,10.24327200000087,"[[""mv_pct"", ""<="", -0.3398], [""rsi_14"", ""<="", 41.6275], [""is_expiry"", ""=="", 0.0]]"
R0625,"When size of the move from the open to 11:00 (either direction) ≥ 0.50% (≈126 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) ≤ -0.02% (≈-5 pts at 25,000) AND it is not expiry day at 11:00",11:00,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,32,1.0,0.7273,1.375,21,0.9048,0.7335,1.234,"[0.7109, 0.9735]",0.06146926536731634,1.0,0.05417433771315823,0.1230314398532472,0.0771295655577168,1.0,0.0027710202647461954,1.0,7.504885462010231e-05,True,2022:100/77(n15) 2023:100/68(n5) 2024:100/74(n12) 2025:100/78(n12) 2026:78/68(n9),True,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,32,0.53125,39.87464664198306,443.26145356452764,21,0.2857142857142857,-44.04697274524195,1014.881249246503,-34.39634285714246,"[[""abs_mv_pct"", "">="", 0.504], [""ema9_21_pct"", ""<="", -0.0184], [""is_expiry"", ""=="", 0.0]]"
R0626,"When distance from TWAP in the move's direction ≥ +0.11% (≈+26 pts at 25,000) AND the day opened inside the prior-day range AND it is Monday at 11:00",11:00,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,32,1.0,0.7273,1.375,17,0.8235,0.7335,1.123,"[0.5897, 0.9381]",0.34182908545727136,1.0,0.2973259156300164,0.490663480462438,0.3475698576350888,1.0,0.0027710202647461954,1.0,7.504885462010231e-05,True,2022:100/77(n9) 2023:100/68(n11) 2024:100/74(n12) 2025:100/78(n11) 2026:50/68(n6),True,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,32,0.53125,13.63721135100135,526.387468981543,17,0.5294117647058824,9.100720784962945,359.09793494843325,18.87637647058813,"[[""twap_dir_pct"", "">="", 0.1059], [""open_vs_pd"", ""=="", 0.0], [""dow"", ""=="", 0.0]]"
R0627,"When size of the move from the open to 11:00 (either direction) ≥ 0.50% (≈126 pts at 25,000) AND size of the opening gap ≥ 0.35% (≈87 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 at 11:00",11:00,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,30,1.0,0.7273,1.375,13,0.8462,0.7335,1.154,"[0.5776, 0.9567]",0.23138430784607697,1.0,0.2849670264795574,0.4748382741328204,0.3351212231399595,1.0,0.004565153446817832,1.0,0.0001418892323088736,False,2022:100/77(n20) 2023:100/68(n6) 2024:100/74(n4) 2025:100/78(n5) 2026:75/68(n8),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,30,0.43333333333333335,13.47620466847413,363.7331305658681,13,0.38461538461538464,-6.420203073125732,525.4163592308767,4.186784615385057,"[[""abs_mv_pct"", "">="", 0.504], [""abs_gap_pct"", "">="", 0.3474], [""vix_chg"", "">="", 0.7733]]"
R0628,"When range so far (high−low since 09:15) ≥ 0.83% (≈208 pts at 25,000) AND India VIX change on the prior day (%) ≥ 3.36 AND price is below the CPR at 11:00",11:00,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,30,1.0,0.7273,1.375,15,0.7333,0.7335,1.0,"[0.4805, 0.891]",0.6081959020489756,1.0,0.6309241281398901,0.819863973999964,0.6708560349841869,1.0,0.004565153446817832,1.0,0.0001418892323088736,False,2022:100/77(n15) 2023:100/68(n7) 2024:100/74(n8) 2025:100/78(n6) 2026:56/68(n9),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,30,0.6333333333333333,45.77553313314771,297.2210595105736,15,0.4,-20.650707299953485,729.1231148078436,-11.226546666666643,"[[""rng_pct"", "">="", 0.833], [""vix_chg"", "">="", 3.3595], [""cpr_pos"", ""=="", -1.0]]"
R0629,"When move from the open to 11:00 ≤ -0.34% (≈-85 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 AND 1-min EMA9 − EMA21 (as % of price) is negative at 11:00",11:00,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,43,0.9767,0.7273,1.343,28,0.75,0.7335,1.023,"[0.5664, 0.8732]",0.5182408795602199,1.0,0.5199076723132907,0.7262909606727973,0.5650752519782162,1.0,0.0016415361234665858,1.0,3.869412822922319e-05,False,2022:96/77(n22) 2023:100/68(n10) 2024:100/74(n11) 2025:100/78(n10) 2026:61/68(n18),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,43,0.6046511627906976,25.645262235855146,247.9068432249394,28,0.35714285714285715,-20.649861447501742,974.6733876493442,-10.087364285713843,"[[""mv_pct"", ""<="", -0.3398], [""vix_chg"", "">="", 0.7733], [""ema9_21_pct"", ""<"", 0.0]]"
R0630,"When size of the move from the open to 11:00 (either direction) ≥ 0.30% (≈74 pts at 25,000) AND move from the open to 11:00 ≥ +0.06% (≈+14 pts at 25,000) AND 1-min ADX(14) ≤ 18.5 at 11:00",11:00,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,41,0.9756,0.7273,1.341,28,0.75,0.7335,1.023,"[0.5664, 0.8732]",0.3663168415792104,1.0,0.5199076723132907,0.7262909606727973,0.5650752519782162,1.0,0.0026180811601451454,1.0,6.995216585113182e-05,False,2022:100/77(n15) 2023:91/68(n11) 2024:100/74(n15) 2025:71/78(n14) 2026:79/68(n14),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,41,0.43902439024390244,-7.734054104075542,681.6532307854532,28,0.35714285714285715,-17.17557880743042,553.6069690398137,-5.821528571428514,"[[""abs_mv_pct"", "">="", 0.2967], [""mv_pct"", "">="", 0.0559], [""adx_14"", ""<="", 18.4603]]"
R0631,"When range so far (high−low since 09:15) ≥ 0.63% (≈157 pts at 25,000) AND 1-min Bollinger %B ≤ 0.174 AND it is not expiry day at 11:00",11:00,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,38,0.9737,0.7273,1.339,28,0.7143,0.7335,0.974,"[0.5294, 0.8475]",0.6426786606696652,1.0,0.6806363763925956,0.8525496879556739,0.7146681952122254,1.0,0.005239511833614247,1.0,0.00016935489601114013,False,2022:95/77(n21) 2023:100/68(n4) 2024:100/74(n13) 2025:92/78(n13) 2026:53/68(n15),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,38,0.5263157894736842,26.010825012171846,301.4583718592181,28,0.2857142857142857,-46.78652533955817,1310.0227095076289,-36.48494285714268,"[[""rng_pct"", "">="", 0.6266], [""bb_pctb"", ""<="", 0.1745], [""is_expiry"", ""=="", 0.0]]"
R0632,"When size of the move from the open to 11:00 (either direction) ≤ 0.03% (≈7 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) ≤ 0.816 AND 1-min ADX(14) > 11.7 at 11:00",11:00,the day closes on the same side of the open as the move so far,level / structure,rulefit,lower,36,0.25,0.7273,0.344,19,0.6316,0.7335,0.861,"[0.4104, 0.8085]",0.25737131434282856,0.009900990099009901,0.22277727481317067,0.39191277125336416,0.27064677188046354,1.0,1.303481003115592e-06,0.06499684612507164,7.07045870413216e-09,True,2022:71/77(n7) 2023:12/68(n16) 2024:15/74(n13) 2025:60/78(n10) 2026:67/68(n9),False,FAIL,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,36,0.6388888888888888,22.687852925519273,291.57699877090374,19,0.3157894736842105,-9.691314817524214,500.1124921175077,0.6829052631577437,"[[""abs_mv_pct"", ""<="", 0.0296], [""pos_rng"", ""<="", 0.816], [""adx_14"", "">"", 11.7291]]"
R0633,"When size of the move from the open to 11:00 (either direction) ≤ 0.18% (≈46 pts at 25,000) AND size of the opening gap ≤ 0.11% (≈28 pts at 25,000) AND 1-min ADX(14) ≤ 18.5 at 11:00",11:00,the day closes on the same side of the open as the move so far,level / structure,subgroup,lower,30,0.3333,0.7273,0.458,15,0.7333,0.7335,1.0,"[0.4805, 0.891]",0.6366816591704147,1.0,0.5967548236947479,0.7902529817865053,0.6379851569682031,1.0,0.0007960736690805652,1.0,1.5599837146331857e-05,True,2022:0/77(n2) 2023:29/68(n17) 2024:46/74(n11) 2025:78/78(n9) 2026:67/68(n6),False,FAIL,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,30,0.6333333333333333,24.6338736282276,331.10529940165713,15,0.26666666666666666,-30.533742679003755,458.0061401850563,-20.28477333333358,"[[""abs_mv_pct"", ""<="", 0.1847], [""abs_gap_pct"", ""<="", 0.1124], [""adx_14"", ""<="", 18.4603]]"
R0634,"When size of the move from the open to 11:00 (either direction) ≤ 0.05% (≈12 pts at 25,000) AND 1-min RSI(14) > 34.9 AND position in today's range so far (0 = at low, 1 = at high) ≤ 0.875 at 11:00",11:00,the day closes on the same side of the open as the move so far,level / structure,rulefit,lower,64,0.3438,0.7273,0.473,34,0.5,0.7335,0.682,"[0.3407, 0.6593]",0.0024987506246876563,0.009900990099009901,0.003081970741960239,0.010933122486077928,0.006662495574531694,1.0,9.964903963856254e-08,0.003304676405139152,3.588300327842228e-10,True,2022:64/77(n14) 2023:31/68(n29) 2024:19/74(n21) 2025:44/78(n18) 2026:56/68(n16),False,PASS,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,64,0.59375,10.505289406304527,499.9891173499682,34,0.4411764705882353,1.2262815107225038,411.8462743081425,11.580705882352905,"[[""abs_mv_pct"", ""<="", 0.046], [""rsi_14"", "">"", 34.9193], [""pos_rng"", ""<="", 0.8754]]"
R0635,"When size of the move from the open to 11:00 (either direction) ≤ 0.13% (≈33 pts at 25,000) AND size of the opening gap ≤ 0.08% (≈19 pts at 25,000) at 11:00",11:00,the day closes on the same side of the open as the move so far,level / structure,rulefit,lower,31,0.3548,0.7273,0.488,19,0.4211,0.7335,0.574,"[0.2314, 0.6372]",0.004997501249375313,1.0,0.0039605508292146156,0.013366859048599328,0.00814267093558809,1.0,0.0014372306660885732,1.0,3.264812991319286e-05,True,2022:0/77(n1) 2023:41/68(n22) 2024:25/74(n8) 2025:30/78(n10) 2026:56/68(n9),True,WATCH,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,31,0.6129032258064516,17.733938034652162,197.46032326124367,19,0.631578947368421,26.27827648730602,189.4480850354517,37.60437894736835,"[[""abs_mv_pct"", ""<="", 0.1328], [""abs_gap_pct"", ""<="", 0.0751]]"
R0636,"When size of the move from the open to 11:00 (either direction) > 0.64% (≈159 pts at 25,000) AND range so far (high−low since 09:15) ≤ 0.99% (≈247 pts at 25,000) at 11:00",11:00,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,tree,higher,35,0.8857,0.346,2.56,20,0.7,0.4055,1.726,"[0.481, 0.8545]",0.0034982508745627187,0.009900990099009901,0.007453775414014358,0.02264084282006861,0.013782452652328437,1.0,3.4257878542463354e-08,0.0009709898769207799,1.0537699331676947e-10,True,2022:88/39(n17) 2023:100/25(n4) 2024:86/40(n14) 2025:70/44(n10) 2026:70/37(n10),False,PASS,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,35,0.6571428571428571,38.440722980084,296.3377094492356,20,0.4,-36.23441762161174,916.2313832543815,-25.63409999999967,"[[""abs_mv_pct"", "">"", 0.6371], [""rng_pct"", ""<="", 0.988]]"
R0637,"When size of the move from the open to 11:00 (either direction) ≥ 0.50% (≈126 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.19% (≈+48 pts at 25,000) AND price has already touched the prior-day high at 11:00",11:00,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,35,0.8571,0.346,2.477,24,0.8333,0.4055,2.055,"[0.6415, 0.9332]",0.0004997501249375312,0.009900990099009901,2.1883843453887565e-05,0.00017154109546111865,0.00010377177379746684,0.018579383092350542,2.9482788129520225e-07,0.011597687758177757,1.260157455271546e-09,True,2022:87/39(n15) 2023:100/25(n3) 2024:82/40(n17) 2025:88/44(n16) 2026:75/37(n8),True,PASS,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,35,0.5714285714285714,48.696093953365505,264.15994789147476,24,0.5416666666666666,-2.7280471318567265,547.0173104255678,6.80129166666696,"[[""abs_mv_pct"", "">="", 0.504], [""twap_dir_pct"", "">="", 0.1939], [""touched_pdh"", ""=="", 1.0]]"
R0638,"When size of the move from the open to 11:00 (either direction) ≥ 0.50% (≈126 pts at 25,000) AND range so far (high−low since 09:15) ≥ 0.83% (≈208 pts at 25,000) AND India VIX change on the prior day (%) ≥ 3.36 at 11:00",11:00,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,31,0.8387,0.346,2.424,15,0.6667,0.4055,1.644,"[0.4171, 0.8482]",0.018490754622688656,0.009900990099009901,0.037311631352034524,0.08954791524488286,0.05554237781011721,1.0,6.515258261034655e-06,0.4279576802534007,4.663519209152394e-08,True,2022:75/39(n16) 2023:100/25(n5) 2024:90/40(n10) 2025:80/44(n5) 2026:60/37(n10),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,31,0.5806451612903226,31.041339504970534,279.04774908796435,15,0.26666666666666666,-42.09091333228373,831.6858083025528,-31.701319999999637,"[[""abs_mv_pct"", "">="", 0.504], [""rng_pct"", "">="", 0.833], [""vix_chg"", "">="", 3.3595]]"
R0639,"When size of the move from the open to 11:00 (either direction) > 0.64% (≈159 pts at 25,000) AND move from the open to 11:00 > -0.82% (≈-205 pts at 25,000) at 11:00",11:00,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,58,0.8276,0.346,2.392,35,0.7714,0.4055,1.903,"[0.6098, 0.8793]",0.0004997501249375312,0.009900990099009901,1.1762149642805243e-05,0.00010028780221760259,6.066792973657441e-05,0.010103686543169704,8.911927657681508e-11,1.158520862965885e-06,1.2551889921592297e-13,True,2022:87/39(n30) 2023:60/25(n5) 2024:83/40(n23) 2025:80/44(n20) 2026:73/37(n15),False,PASS,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,58,0.5344827586206896,24.846614793882154,520.0926971452321,35,0.45714285714285713,-21.938228222333247,954.7688906249589,-11.869742857142722,"[[""abs_mv_pct"", "">"", 0.6371], [""mv_pct"", "">"", -0.819]]"
R0640,"When size of the move from the open to 11:00 (either direction) ≥ 0.50% (≈126 pts at 25,000) AND prior day's close-to-close return is positive AND price is below the opening-range low at 11:00",11:00,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,30,0.8333,0.346,2.408,22,0.5455,0.4055,1.345,"[0.3466, 0.7308]",0.2128935532233883,0.0297029702970297,0.13178421230309545,0.2598260737497135,0.16882160530331183,1.0,1.3804922605783264e-05,1.0,1.1349381441717487e-07,False,2022:88/39(n8) 2023:80/25(n5) 2024:82/40(n17) 2025:40/44(n10) 2026:67/37(n12),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,30,0.6333333333333333,30.22073360236135,331.38367545937194,22,0.36363636363636365,-15.6423705254169,705.7640146705057,-5.942799999999724,"[[""abs_mv_pct"", "">="", 0.504], [""prevret_pct"", "">"", 0.0], [""or_state"", ""=="", -1.0]]"
R0641,"When size of the move from the open to 11:00 (either direction) ≥ 0.50% (≈126 pts at 25,000) AND range so far (high−low since 09:15) ≥ 0.83% (≈208 pts at 25,000) AND price has already touched the prior-day high at 11:00",11:00,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,35,0.8286,0.346,2.395,22,0.7273,0.4055,1.794,"[0.5185, 0.8685]",0.0014992503748125937,0.009900990099009901,0.002274815195817974,0.008375455948238904,0.005105310439469346,1.0,2.072414483347463e-06,0.11186152946546173,1.2173965555251017e-08,True,2022:93/39(n14) 2023:80/25(n5) 2024:75/40(n16) 2025:86/44(n14) 2026:50/37(n8),True,PASS,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,35,0.4857142857142857,32.06830922254695,299.3752647723644,22,0.5,-9.735501499937124,513.6953886435127,-0.06038181818141972,"[[""abs_mv_pct"", "">="", 0.504], [""rng_pct"", "">="", 0.833], [""touched_pdh"", ""=="", 1.0]]"
R0642,"When size of the move from the open to 11:00 (either direction) ≥ 0.50% (≈126 pts at 25,000) AND range so far (high−low since 09:15) ≥ 0.83% (≈208 pts at 25,000) AND 1-min ADX(14) ≥ 28.7 at 11:00",11:00,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,40,0.825,0.346,2.384,17,0.8235,0.4055,2.031,"[0.5897, 0.9381]",0.0014992503748125937,0.009900990099009901,0.0005327726144965627,0.0024427121758993347,0.0014846933522463454,0.40543995963188423,3.0655471378414615e-07,0.01210609689571768,1.3154212727014762e-09,True,2022:92/39(n13) 2023:80/25(n5) 2024:77/40(n22) 2025:91/44(n11) 2026:67/37(n6),True,WATCH,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,40,0.475,25.792453752909815,669.1503516966598,17,0.5294117647058824,3.7791699346068146,410.4410715768845,13.18656470588287,"[[""abs_mv_pct"", "">="", 0.504], [""rng_pct"", "">="", 0.833], [""adx_14"", "">="", 28.7295]]"
R0643,"When size of the move from the open to 11:00 (either direction) ≥ 0.30% (≈74 pts at 25,000) AND size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND 1-min RSI(14) ≤ 48.6 at 11:00",11:00,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,38,0.8158,0.346,2.358,46,0.5435,0.4055,1.34,"[0.4018, 0.6785]",0.049475262368815595,0.009900990099009901,0.040614506244664075,0.09628609773125239,0.0598529565710839,1.0,1.3696417647506746e-06,0.06887435529259858,7.49260825303143e-09,True,2022:75/39(n12) 2023:85/25(n13) 2024:85/40(n13) 2025:62/44(n26) 2026:45/37(n20),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,38,0.6578947368421053,36.26420608386104,218.40620499609918,46,0.3695652173913043,-10.899845357497588,700.937874596128,-0.8301565217388998,"[[""abs_mv_pct"", "">="", 0.2967], [""abs_gap_pct"", ""<="", 0.2212], [""rsi_14"", ""<="", 48.6372]]"
R0644,"When size of the move from the open to 11:00 (either direction) ≤ 0.18% (≈46 pts at 25,000) AND prior day's close-to-close return ≤ -0.10% (≈-25 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0296 at 11:00",11:00,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,40,0.0,0.346,0.0,29,0.1724,0.4055,0.425,"[0.076, 0.3455]",0.006496751624187906,0.019801980198019802,0.006789060967008025,0.0212185442441537,0.012918989801296825,1.0,1.0702604684111399e-05,0.770189658050982,8.398705239119671e-08,True,2022:0/39(n8) 2023:0/25(n26) 2024:0/40(n6) 2025:24/44(n17) 2026:8/37(n12),True,PASS,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,40,0.525,-4.648448159966989,623.4655752769684,29,0.5172413793103449,9.63062081629837,491.8538655114694,20.605131034482397,"[[""abs_mv_pct"", ""<="", 0.1847], [""prevret_pct"", ""<="", -0.1019], [""atr14_pct"", ""<="", 0.0296]]"
R0645,"When size of the move from the open to 11:00 (either direction) ≤ 0.10% (≈24 pts at 25,000) AND range so far (high−low since 09:15) ≤ 0.39% (≈98 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is positive at 11:00",11:00,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,39,0.0,0.346,0.0,24,0.0833,0.4055,0.206,"[0.0232, 0.2585]",0.0014992503748125937,0.039603960396039604,0.0005543702785803692,0.002506269352465669,0.0015232230084357807,0.420224994573282,1.5315538538308005e-05,1.0,1.284200341103405e-07,True,2022:0/39(n2) 2023:0/25(n26) 2024:0/40(n11) 2025:0/44(n11) 2026:15/37(n13),True,PASS,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,39,0.46153846153846156,-2.1181841388952827,294.01677622682115,24,0.5416666666666666,8.461990846911297,231.11077855529288,20.01829999999988,"[[""abs_mv_pct"", ""<="", 0.0953], [""rng_pct"", ""<="", 0.3916], [""dist_twap_pct"", "">"", 0.0]]"
R0646,"When size of the move from the open to 11:00 (either direction) ≤ 0.18% (≈46 pts at 25,000) AND gap measured in the direction of the move so far ≥ +0.05% (≈+13 pts at 25,000) AND 1-min RSI(14) ≤ 48.6 at 11:00",11:00,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,37,0.0,0.346,0.0,24,0.3333,0.4055,0.822,"[0.1797, 0.5329]",0.3003498250874563,0.12871287128712872,0.3083760617026736,0.5046153736952841,0.3583500479865061,1.0,3.117984950128376e-05,1.0,3.0024353432351397e-07,True,2022:0/39(n16) 2023:0/25(n5) 2024:0/40(n16) 2025:36/44(n14) 2026:30/37(n10),False,FAIL,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,37,0.5405405405405406,19.177873919541955,242.54961730013957,24,0.3333333333333333,-15.105443285910253,683.553610486315,-4.709900000000137,"[[""abs_mv_pct"", ""<="", 0.1847], [""gap_dir_pct"", "">="", 0.0534], [""rsi_14"", ""<="", 48.6372]]"
R0647,"When size of the move from the open to 11:00 (either direction) ≤ 0.10% (≈24 pts at 25,000) AND range so far (high−low since 09:15) ≤ 0.39% (≈98 pts at 25,000) AND India VIX (prior day's close) ≤ 12.1 at 11:00",11:00,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,36,0.0,0.346,0.0,24,0.125,0.4055,0.308,"[0.0434, 0.31]",0.0034982508745627187,0.2376237623762376,0.002996522235658377,0.010668936311574881,0.006501679241945113,1.0,4.4471286852912736e-05,1.0,4.5908605935640993e-07,True,2022:–(n0) 2023:0/25(n33) 2024:0/40(n3) 2025:0/44(n12) 2026:25/37(n12),True,PASS,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,36,0.5555555555555556,4.849333179563707,176.55303440449097,24,0.5,4.681129726247924,265.70996837713295,15.979483333333215,"[[""abs_mv_pct"", ""<="", 0.0953], [""rng_pct"", ""<="", 0.3916], [""vix_prev"", ""<="", 12.09]]"
R0648,"When size of the move from the open to 11:00 (either direction) > 0.20% (≈50 pts at 25,000) AND 1-min ATR(14) as % of price > 0.0503 AND (the first opening-range break was upward) at 11:00",11:00,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,32,0.75,0.1981,3.786,14,0.3571,0.2528,1.412,"[0.1634, 0.6124]",0.2638680659670165,0.009900990099009901,0.26687198374856075,0.45349574860769415,0.3163724323470841,1.0,1.8465353126056525e-08,0.00047977696016229625,5.205453426339039e-11,True,2022:77/25(n13) 2023:50/9(n2) 2024:76/25(n17) 2025:38/26(n8) 2026:33/24(n6),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,32,0.5,54.24024265571168,243.4016805321844,14,0.5,-8.406714689970102,471.30409146148554,1.189714285714477,"[[""abs_mv_pct"", "">"", 0.2007], [""atr14_pct"", "">"", 0.0503], [""or_first_break"", "">"", 0.5]]"
R0649,"When size of the move from the open to 11:00 (either direction) > 0.46% (≈116 pts at 25,000) AND 1-min ADX(14) > 33.9 AND 1-min RSI(14) ≤ 75.3 at 11:00",11:00,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,38,0.7368,0.1981,3.72,24,0.625,0.2528,2.472,"[0.4271, 0.7884]",0.0004997501249375312,0.009900990099009901,0.00012828778497914775,0.0007292147777762083,0.0004411299272967186,0.10288680355327649,1.2002763980157312e-09,2.1517469904381303e-05,2.3325403249963365e-12,True,2022:82/25(n11) 2023:50/9(n4) 2024:74/25(n23) 2025:62/26(n16) 2026:62/24(n8),True,PASS,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,38,0.5526315789473685,40.15636167548528,822.4006406364183,24,0.5833333333333334,6.681561504277606,522.2701991491871,16.274000000000342,"[[""abs_mv_pct"", "">"", 0.4634], [""adx_14"", "">"", 33.8774], [""rsi_14"", ""<="", 75.3405]]"
R0650,"When size of the move from the open to 11:00 (either direction) ≥ 0.30% (≈74 pts at 25,000) AND 1-min ADX(14) ≥ 28.7 AND 1-min ATR(14) as % of price ≥ 0.046 at 11:00",11:00,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,36,0.7222,0.1981,3.646,23,0.4348,0.2528,1.72,"[0.2563, 0.6319]",0.05247376311844078,0.009900990099009901,0.04381023099709864,0.10310785600285684,0.06408063638381592,1.0,1.2129277057554421e-08,0.0002965967902236945,3.217460021310691e-11,True,2022:77/25(n13) 2023:0/9(n1) 2024:73/25(n22) 2025:50/26(n16) 2026:29/24(n7),True,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,36,0.5277777777777778,54.221209001574124,485.4319115187002,23,0.391304347826087,-16.815588832728533,1025.105958453035,-7.831234782608669,"[[""abs_mv_pct"", "">="", 0.2967], [""adx_14"", "">="", 28.7295], [""atr14_pct"", "">="", 0.046]]"
R0651,"When size of the move from the open to 11:00 (either direction) > 0.70% (≈176 pts at 25,000) AND India VIX (prior day's close) ≤ 20.4 AND opening-range size > 0.48% (≈121 pts at 25,000) at 11:00",11:00,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,39,0.7179,0.1981,3.624,24,0.7917,0.2528,3.131,"[0.5953, 0.9076]",0.0004997501249375312,0.009900990099009901,4.86787782877431e-08,1.0067185637380062e-06,6.090025879402754e-07,4.507654869445011e-05,3.056250406544213e-09,6.172610025611282e-05,6.692896380859819e-12,True,2022:85/25(n13) 2023:57/9(n7) 2024:68/25(n19) 2025:80/26(n15) 2026:78/24(n9),True,PASS,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,39,0.5641025641025641,24.053022740650743,557.124038965172,24,0.5833333333333334,2.416915905305333,436.3119036001584,12.44036666666716,"[[""abs_mv_pct"", "">"", 0.7029], [""vix_prev"", ""<="", 20.36], [""or_rng_pct"", "">"", 0.4833]]"
R0652,"When size of the move from the open to 11:00 (either direction) ≥ 0.50% (≈126 pts at 25,000) AND 1-min ADX(14) ≥ 28.7 AND the day opened inside the prior-day range at 11:00",11:00,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,32,0.7188,0.1981,3.628,19,0.6316,0.2528,2.498,"[0.4104, 0.8085]",0.0004997501249375312,0.009900990099009901,0.0005419523237473851,0.0024731345478049686,0.0015031507847333135,0.41188376604801263,1.4859040731028752e-07,0.0052493616110563185,5.701234006833753e-10,True,2022:67/25(n9) 2023:33/9(n3) 2024:80/25(n20) 2025:69/26(n16) 2026:33/24(n3),True,WATCH,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,32,0.40625,24.81702040493074,617.6994836340318,19,0.5263157894736842,12.641195339241941,301.10153416765536,21.15441052631592,"[[""abs_mv_pct"", "">="", 0.504], [""adx_14"", "">="", 28.7295], [""open_vs_pd"", ""=="", 0.0]]"
R0653,"When size of the move from the open to 11:00 (either direction) ≥ 0.50% (≈126 pts at 25,000) AND 1-min ADX(14) ≥ 28.7 AND price is below the CPR at 11:00",11:00,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,31,0.7097,0.1981,3.582,12,0.5,0.2528,1.977,"[0.2538, 0.7462]",0.059470264867566215,0.009900990099009901,0.05719299975771963,0.12928278084768252,0.0810349008615401,1.0,4.5410466405889616e-07,0.01911352187903096,2.07742440307943e-09,False,2022:75/25(n8) 2023:60/9(n5) 2024:72/25(n18) 2025:57/26(n7) 2026:40/24(n5),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,31,0.5161290322580645,33.90806668713429,451.27928505679597,12,0.5,3.2341490478767105,360.075343297896,13.667250000000422,"[[""abs_mv_pct"", "">="", 0.504], [""adx_14"", "">="", 28.7295], [""cpr_pos"", ""=="", -1.0]]"
R0654,"When size of the move from the open to 11:00 (either direction) ≥ 0.50% (≈126 pts at 25,000) AND range so far (high−low since 09:15) ≥ 0.83% (≈208 pts at 25,000) AND 1-min ADX(14) ≥ 28.7 at 11:00",11:00,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,40,0.7,0.1981,3.534,17,0.7647,0.2528,3.024,"[0.5274, 0.9045]",0.0004997501249375312,0.009900990099009901,1.4130353976835143e-05,0.0001163957971651166,7.041227235914461e-05,0.012081452650194047,7.305585349500707e-09,0.00016648364521738604,1.8056741614464474e-11,True,2022:77/25(n13) 2023:60/9(n5) 2024:68/25(n22) 2025:82/26(n11) 2026:67/24(n6),True,WATCH,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,40,0.475,25.792453752909815,669.1503516966598,17,0.5294117647058824,3.7791699346068146,410.4410715768845,13.18656470588287,"[[""abs_mv_pct"", "">="", 0.504], [""rng_pct"", "">="", 0.833], [""adx_14"", "">="", 28.7295]]"
R0655,"When size of the move from the open to 11:00 (either direction) ≥ 0.50% (≈126 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.19% (≈+48 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 at 11:00",11:00,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,40,0.7,0.1981,3.534,18,0.7222,0.2528,2.856,"[0.4913, 0.875]",0.0004997501249375312,0.009900990099009901,3.9004998521608586e-05,0.00027877101884561434,0.00016863925831401357,0.032647183762586386,7.305585349500707e-09,0.00016648364521738604,1.8056741614464474e-11,True,2022:67/25(n21) 2023:75/9(n4) 2024:73/25(n15) 2025:67/26(n9) 2026:78/24(n9),True,WATCH,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,40,0.525,30.467622512491165,383.82074340828717,18,0.4444444444444444,-14.86783308464335,762.4194132330828,-4.479244444443895,"[[""abs_mv_pct"", "">="", 0.504], [""twap_dir_pct"", "">="", 0.1939], [""vix_chg"", "">="", 0.7733]]"
R0656,"When size of the move from the open to 11:00 (either direction) ≤ 0.18% (≈46 pts at 25,000) AND price vs prior-day high ≥ -0.17% (≈-42 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0296 at 11:00",11:00,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,92,0.0,0.1981,0.0,36,0.0278,0.2528,0.11,"[0.0049, 0.1417]",0.0014992503748125937,0.009900990099009901,0.0003653822841998701,0.0017757579012113685,0.0010742239155476182,0.2825959461459764,6.267396091111413e-07,0.027782949892185563,3.0204354457741073e-09,True,2022:0/25(n18) 2023:0/9(n50) 2024:0/25(n24) 2025:0/26(n22) 2026:7/24(n14),True,PASS,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,92,0.4673913043478261,0.7857060383855479,411.26740225124695,36,0.4444444444444444,0.7704779460061724,538.753743690124,10.965905555555562,"[[""abs_mv_pct"", ""<="", 0.1847], [""dist_pdh_pct"", "">="", -0.1682], [""atr14_pct"", ""<="", 0.0296]]"
R0657,"When size of the move from the open to 11:00 (either direction) ≤ 0.18% (≈46 pts at 25,000) AND range so far (high−low since 09:15) ≤ 0.50% (≈125 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) ≥ 0.644 at 11:00",11:00,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,82,0.0,0.1981,0.0,47,0.0213,0.2528,0.084,"[0.0038, 0.1111]",0.0004997501249375312,0.009900990099009901,1.8978675919858953e-05,0.00015245680160415621,9.222695405683525e-05,0.01616983188371983,4.156118204405624e-06,0.25222993635441787,2.747069238669852e-08,True,2022:0/25(n14) 2023:0/9(n43) 2024:0/25(n25) 2025:0/26(n25) 2026:4/24(n22),True,PASS,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,82,0.47560975609756095,2.25647676250466,410.77528759332114,47,0.425531914893617,4.073107389097492,440.04379941245793,15.148131914893732,"[[""abs_mv_pct"", ""<="", 0.1847], [""rng_pct"", ""<="", 0.4989], [""pos_rng"", "">="", 0.644]]"
R0658,"When size of the move from the open to 11:00 (either direction) ≤ 0.18% (≈46 pts at 25,000) AND range so far (high−low since 09:15) ≤ 0.50% (≈125 pts at 25,000) AND 1-min Supertrend is down at 11:00",11:00,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,79,0.0,0.1981,0.0,64,0.0312,0.2528,0.124,"[0.0086, 0.107]",0.0004997501249375312,0.009900990099009901,2.005593638792502e-06,2.3487192974774846e-05,1.4208301923011943e-05,0.001784978338525327,7.277537037353907e-06,0.4887937908487053,5.327330247213991e-08,True,2022:0/25(n15) 2023:0/9(n42) 2024:0/25(n22) 2025:6/26(n35) 2026:0/24(n29),True,PASS,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,79,0.5316455696202531,-0.19946452028988362,361.8430586463829,64,0.390625,-10.726178870059,812.3452335281207,0.09073124999957827,"[[""abs_mv_pct"", ""<="", 0.1847], [""rng_pct"", ""<="", 0.4989], [""supertrend_dir"", ""=="", -1.0]]"
R0659,"When distance from TWAP in the move's direction ≤ +0.06% (≈+14 pts at 25,000) AND price vs prior-day high ≥ -0.17% (≈-42 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0296 at 11:00",11:00,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,78,0.0,0.1981,0.0,31,0.0323,0.2528,0.128,"[0.0057, 0.1619]",0.001999000499750125,0.019801980198019802,0.0013678589654348122,0.005471435861739249,0.003323558147420122,0.9985370447674129,8.77400062909661e-06,0.6093904177267524,6.643388108461747e-08,True,2022:0/25(n17) 2023:0/9(n40) 2024:0/25(n21) 2025:6/26(n17) 2026:0/24(n14),True,PASS,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,78,0.4358974358974359,-6.442089560033931,612.8417955455611,31,0.41935483870967744,9.211329024987469,270.0290111759324,19.631767741935384,"[[""twap_dir_pct"", ""<="", 0.0553], [""dist_pdh_pct"", "">="", -0.1682], [""atr14_pct"", ""<="", 0.0296]]"
R0660,"When size of the move from the open to 11:00 (either direction) ≥ 0.30% (≈74 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) ≤ 0.205 AND opening gap vs prior close is negative at 11:00",11:00,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,37,0.9459,0.5441,1.739,39,0.7949,0.5923,1.342,"[0.6447, 0.8922]",0.004997501249375313,0.06930693069306931,0.006296649727065694,0.019935972425758484,0.012139114883654519,1.0,1.8983941852105785e-05,1.0,1.658403760314258e-07,True,2022:93/61(n15) 2023:90/45(n10) 2024:100/57(n12) 2025:89/64(n18) 2026:71/53(n21),True,PASS,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,37,0.5945945945945946,33.48454474307484,226.72669028223396,39,0.4358974358974359,-9.61813060459304,630.7486460072663,1.0577384615386949,"[[""abs_mv_pct"", "">="", 0.2967], [""pos_rng"", ""<="", 0.2047], [""gap_pct"", ""<"", 0.0]]"
R0661,"When size of the move from the open to 11:00 (either direction) ≥ 0.30% (≈74 pts at 25,000) AND size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) ≤ -0.00% (≈-1 pts at 25,000) at 11:00",11:00,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,36,0.9444,0.5441,1.736,46,0.8043,0.5923,1.358,"[0.6683, 0.8935]",0.0024987506246876563,0.12871287128712872,0.0019427767791892776,0.007319298563457278,0.004462315414700372,1.0,3.017692690498239e-05,1.0,2.8886744600319736e-07,True,2022:91/61(n11) 2023:100/45(n13) 2024:92/57(n12) 2025:88/64(n26) 2026:70/53(n20),True,PASS,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,36,0.6666666666666666,37.832959513469866,215.56335150652785,46,0.41304347826086957,-4.133086324215852,582.1127583181602,5.773147826087354,"[[""abs_mv_pct"", "">="", 0.2967], [""abs_gap_pct"", ""<="", 0.2212], [""ema9_21_pct"", ""<="", -0.0043]]"
R0662,"When size of the move from the open to 11:00 (either direction) ≥ 0.30% (≈74 pts at 25,000) AND range so far (high−low since 09:15) ≥ 0.83% (≈208 pts at 25,000) AND India VIX change on the prior day (%) ≥ 3.36 at 11:00",11:00,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,36,0.9444,0.5441,1.736,24,0.625,0.5923,1.055,"[0.4271, 0.7884]",0.3543228385807096,0.12871287128712872,0.45800639261765375,0.6654442655072638,0.5052678402611265,1.0,3.017692690498239e-05,1.0,2.8886744600319736e-07,True,2022:94/61(n17) 2023:100/45(n6) 2024:92/57(n13) 2025:75/64(n8) 2026:56/53(n16),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,36,0.5833333333333334,42.95044348845018,220.0432421472658,24,0.25,-44.299538139844664,1283.0980817690968,-34.18474166666647,"[[""abs_mv_pct"", "">="", 0.2967], [""rng_pct"", "">="", 0.833], [""vix_chg"", "">="", 3.3595]]"
R0663,"When move from the open to 11:00 ≤ -0.34% (≈-85 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) ≤ -0.13% (≈-32 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 at 11:00",11:00,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,35,0.9429,0.5441,1.733,17,0.6471,0.5923,1.093,"[0.413, 0.8269]",0.42828585707146427,0.26732673267326734,0.42191208340538844,0.6310922662414583,0.47164316547978785,1.0,4.791800134054994e-05,1.0,5.024177479864786e-07,False,2022:89/61(n18) 2023:100/45(n7) 2024:100/57(n10) 2025:100/64(n7) 2026:40/53(n10),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,35,0.6,39.750646029445996,260.35544924699525,17,0.35294117647058826,-35.00687141435738,991.5940811633707,-24.57771764705852,"[[""mv_pct"", ""<="", -0.3398], [""dist_twap_pct"", ""<="", -0.1272], [""vix_chg"", "">="", 0.7733]]"
R0664,"When size of the move from the open to 11:00 (either direction) > 0.35% (≈87 pts at 25,000) AND opening gap vs prior close ≤ +0.27% (≈+68 pts at 25,000) AND 1-min RSI(14) ≤ 52.4 at 11:00",11:00,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,95,0.9263,0.5441,1.702,70,0.7857,0.5923,1.327,"[0.6761, 0.8656]",0.0009995002498750624,0.009900990099009901,0.0005054932476782029,0.0023397116035391106,0.0014221532518410684,0.3856913479784688,6.813303278845225e-13,5.054134088316808e-09,5.472539266990255e-16,True,2022:92/61(n38) 2023:96/45(n24) 2024:91/57(n33) 2025:86/64(n36) 2026:71/53(n34),True,PASS,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,95,0.5789473684210527,22.106833756994316,369.2578307200017,70,0.4142857142857143,-7.9127955677691215,916.5304244590931,2.3361400000001593,"[[""abs_mv_pct"", "">"", 0.3464], [""gap_pct"", ""<="", 0.271], [""rsi_14"", ""<="", 52.3992]]"
R0665,"When size of the move from the open to 11:00 (either direction) ≥ 0.50% (≈126 pts at 25,000) AND 1-min ADX(14) ≥ 28.7 AND the day opened inside the prior-day range at 11:00",11:00,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,32,0.9375,0.5441,1.723,19,0.9474,0.5923,1.6,"[0.7536, 0.9906]",0.0009995002498750624,0.7623762376237624,0.0006703384143661113,0.0029616769943811828,0.0017998127289829838,0.5047648260176818,0.0001876122749863103,1.0,2.617781029618208e-06,True,2022:89/61(n9) 2023:100/45(n3) 2024:95/57(n20) 2025:100/64(n16) 2026:67/53(n3),True,WATCH,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,32,0.40625,24.81702040493074,617.6994836340318,19,0.5263157894736842,12.641195339241941,301.10153416765536,21.15441052631592,"[[""abs_mv_pct"", "">="", 0.504], [""adx_14"", "">="", 28.7295], [""open_vs_pd"", ""=="", 0.0]]"
R0666,"When size of the move from the open to 11:00 (either direction) ≥ 0.30% (≈74 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) ≤ -0.00% (≈-1 pts at 25,000) AND opening gap vs prior close is negative at 11:00",11:00,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,42,0.9286,0.5441,1.707,45,0.7778,0.5923,1.313,"[0.6373, 0.8746]",0.004997501249375313,0.0297029702970297,0.007090977384828933,0.022020543188670038,0.01340673537710422,1.0,1.4179995878829972e-05,1.0,1.1704377132118785e-07,True,2022:91/61(n22) 2023:100/45(n9) 2024:91/57(n11) 2025:86/64(n21) 2026:71/53(n24),True,PASS,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,42,0.5,17.79217602891183,360.161437706042,45,0.4444444444444444,-4.48546879864504,464.961019526083,5.803111111111341,"[[""abs_mv_pct"", "">="", 0.2967], [""ema9_21_pct"", ""<="", -0.0043], [""gap_pct"", ""<"", 0.0]]"
R0667,"When size of the move from the open to 11:00 (either direction) ≥ 0.30% (≈74 pts at 25,000) AND opening gap vs prior close ≤ -0.23% (≈-58 pts at 25,000) AND 1-min Supertrend is down at 11:00",11:00,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,31,0.9355,0.5441,1.719,25,0.76,0.5923,1.283,"[0.5657, 0.885]",0.05147426286856572,0.8811881188118812,0.06333897275520337,0.13992154890467653,0.08783800938693297,1.0,0.0002925343732667448,1.0,4.5220511275888435e-06,True,2022:95/61(n20) 2023:100/45(n3) 2024:88/57(n8) 2025:82/64(n11) 2026:71/53(n14),True,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,31,0.5161290322580645,30.020311700524722,347.3293027086666,25,0.44,-7.407454273241337,390.1471653890018,3.419728000000032,"[[""abs_mv_pct"", "">="", 0.2967], [""gap_pct"", ""<="", -0.2327], [""supertrend_dir"", ""=="", -1.0]]"
R0668,"When size of the move from the open to 11:00 (either direction) ≤ 0.10% (≈24 pts at 25,000) AND prior-day range ≤ 0.60% (≈150 pts at 25,000) AND opening gap vs prior close is positive at 11:00",11:00,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,32,0.0625,0.5441,0.115,13,0.3846,0.5923,0.649,"[0.1771, 0.6448]",0.07546226886556721,0.009900990099009901,0.10819323654172315,0.2200080040137132,0.14105903123399827,1.0,2.9111580734946906e-06,0.16617488986123177,1.8091136916844923e-08,True,2022:0/61(n3) 2023:5/45(n20) 2024:11/57(n9) 2025:40/64(n10) 2026:33/53(n3),False,FAIL,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,32,0.53125,8.689740604761296,315.5231190224356,13,0.3076923076923077,-16.220522354519606,262.62766164203566,-6.308246153846155,"[[""abs_mv_pct"", ""<="", 0.0953], [""pdr_pct"", ""<="", 0.5982], [""gap_pct"", "">"", 0.0]]"
R0669,"When size of the move from the open to 11:00 (either direction) ≤ 0.29% (≈73 pts at 25,000) AND price vs prior-day low ≤ +0.32% (≈+79 pts at 25,000) AND price vs prior-day low > +0.16% (≈+40 pts at 25,000) at 11:00",11:00,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,rulefit,lower,41,0.0976,0.5441,0.179,27,0.6296,0.5923,1.063,"[0.4423, 0.7847]",0.6606696651674163,0.009900990099009901,0.7195923562266938,0.867796241007874,0.7462439249758306,1.0,9.067501406894635e-07,0.042669802169077266,4.640256359211801e-09,False,2022:17/61(n12) 2023:5/45(n20) 2024:11/57(n9) 2025:70/64(n20) 2026:43/53(n7),False,FAIL,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,41,0.5365853658536586,12.087871596081976,161.10402883344364,27,0.25925925925925924,-25.34145304424484,775.8081572663376,-15.530096296296337,"[[""abs_mv_pct"", ""<="", 0.2911], [""dist_pdl_pct"", ""<="", 0.3173], [""dist_pdl_pct"", "">"", 0.1597]]"
R0670,"When size of the move from the open to 11:00 (either direction) ≤ 0.10% (≈24 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0248 AND price is inside the prior-day range at 11:00",11:00,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,30,0.1,0.5441,0.184,15,0.2667,0.5923,0.45,"[0.109, 0.5195]",0.011494252873563218,0.3465346534653465,0.0110443937229522,0.03223768978591453,0.01967910154271483,1.0,7.654130947869056e-05,1.0,8.822291439283948e-07,True,2022:50/61(n2) 2023:5/45(n20) 2024:12/57(n8) 2025:27/64(n11) 2026:25/53(n4),True,WATCH,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,30,0.43333333333333335,-8.546842006660473,350.1170005101687,15,0.4,1.1586050324054071,201.23891945509246,11.365653333333224,"[[""abs_mv_pct"", ""<="", 0.0953], [""atr14_pct"", ""<="", 0.0248], [""pd_pos"", ""=="", 0.0]]"
R0671,"When size of the move from the open to 11:00 (either direction) ≤ 0.10% (≈24 pts at 25,000) AND range so far (high−low since 09:15) ≤ 0.39% (≈98 pts at 25,000) AND India VIX (prior day's close) ≤ 12.1 at 11:00",11:00,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,36,0.1111,0.5441,0.204,24,0.2083,0.5923,0.352,"[0.0924, 0.4047]",0.0014992503748125937,0.04950495049504951,0.00014669871354487324,0.0008101769861682772,0.0004901070657067356,0.11691887469526396,1.6320295559502318e-05,1.0,1.389602016686889e-07,True,2022:–(n0) 2023:12/45(n33) 2024:0/57(n3) 2025:17/64(n12) 2026:25/53(n12),True,PASS,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,36,0.5555555555555556,4.849333179563707,176.55303440449097,24,0.5,4.681129726247924,265.70996837713295,15.979483333333215,"[[""abs_mv_pct"", ""<="", 0.0953], [""rng_pct"", ""<="", 0.3916], [""vix_prev"", ""<="", 12.09]]"
R0672,"When distance from TWAP in the move's direction ≤ -0.04% (≈-9 pts at 25,000) AND size of the opening gap > 0.31% (≈77 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) > 0.52 at 11:00",11:00,"the best favourable excursion after 11:00 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,higher,30,0.9,0.536,1.679,16,0.5625,0.5011,1.122,"[0.3318, 0.769]",0.4352823588205897,1.0,0.4053924149646777,0.6166532509321858,0.998924248677784,1.0,0.0018429048483938784,1.0,4.470308902186677e-05,True,2022:92/56(n13) 2023:100/51(n7) 2024:80/54(n10) 2025:67/53(n9) 2026:43/46(n7),True,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,30,0.7,45.65964170745555,138.7729883870261,16,0.3125,-46.69349068631756,747.0958509810811,-37.20342500000015,"[[""twap_dir_pct"", ""<="", -0.0376], [""abs_gap_pct"", "">"", 0.3084], [""pos_rng"", "">"", 0.5201]]"
R0673,"When 1-min ADX(14) > 9.99 AND position in today's range so far (0 = at low, 1 = at high) ≤ 0.195 AND 1-min Bollinger %B > 0.444 at 11:00",11:00,"the best favourable excursion after 11:00 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,higher,35,0.8571,0.536,1.599,21,0.5714,0.5011,1.14,"[0.3655, 0.7553]",0.3633183408295852,1.0,0.3356517426146246,0.535720022695263,0.998924248677784,1.0,0.004178361481625025,1.0,0.0001270889960347512,True,2022:86/56(n14) 2023:77/51(n13) 2024:100/54(n8) 2025:56/53(n16) 2026:60/46(n5),True,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,35,0.6285714285714286,50.50187049649108,164.95333465050828,21,0.5238095238095238,12.382393394700129,245.78091958643103,21.906152380952594,"[[""adx_14"", "">"", 9.9906], [""pos_rng"", ""<="", 0.1947], [""bb_pctb"", "">"", 0.4436]]"
R0674,"When size of the move from the open to 11:00 (either direction) ≥ 0.30% (≈74 pts at 25,000) AND size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) ≤ 0.205 at 11:00",11:00,"the best favourable excursion after 11:00 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,33,0.8485,0.536,1.583,37,0.4595,0.5011,0.917,"[0.3104, 0.6162]",0.8250874562718641,1.0,0.748773063267296,0.8875700213363558,0.998924248677784,1.0,0.008694349690541723,1.0,0.0003280562061006704,False,2022:78/56(n9) 2023:83/51(n12) 2024:92/54(n12) 2025:44/53(n25) 2026:50/46(n12),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,33,0.6363636363636364,25.499846465530787,194.733017616422,37,0.3783783783783784,-8.730565920855527,632.8794409991219,0.8403837837841648,"[[""abs_mv_pct"", "">="", 0.2967], [""abs_gap_pct"", ""<="", 0.2212], [""pos_rng"", ""<="", 0.2047]]"
R0675,"When size of the move from the open to 11:00 (either direction) ≥ 0.30% (≈74 pts at 25,000) AND size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND 1-min RSI(14) ≤ 48.6 at 11:00",11:00,"the best favourable excursion after 11:00 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,38,0.8421,0.536,1.571,46,0.4783,0.5011,0.954,"[0.3412, 0.6186]",0.7236381809095452,1.0,0.676230804345789,0.849220079876107,0.998924248677784,1.0,0.004713233705974499,1.0,0.00014816683132427415,False,2022:83/56(n12) 2023:92/51(n13) 2024:77/54(n13) 2025:50/53(n26) 2026:45/46(n20),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,38,0.6578947368421053,36.26420608386104,218.40620499609918,46,0.3695652173913043,-10.899845357497588,700.937874596128,-0.8301565217388998,"[[""abs_mv_pct"", "">="", 0.2967], [""abs_gap_pct"", ""<="", 0.2212], [""rsi_14"", ""<="", 48.6372]]"
R0676,"When India VIX change on the prior day (%) > -5.71 AND India VIX (prior day's close) ≤ 11.1 AND 1-min EMA9 − EMA21 (as % of price) ≤ +0.03% (≈+9 pts at 25,000) at 11:00",11:00,"the best favourable excursion after 11:00 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,higher,41,0.8293,0.536,1.547,59,0.5763,0.5011,1.15,"[0.4493, 0.6939]",0.18790604697651175,1.0,0.15290341769585652,0.29606000398480586,0.998924248677784,1.0,0.005133441773540511,1.0,0.00016501225089883608,True,2022:–(n0) 2023:82/51(n38) 2024:100/54(n3) 2025:58/53(n45) 2026:57/46(n14),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,41,0.6585365853658537,27.34541795384835,169.68819400038362,59,0.576271186440678,11.24925861107643,359.7507723433549,20.370786440678476,"[[""vix_chg"", "">"", -5.7062], [""vix_prev"", ""<="", 11.105], [""ema9_21_pct"", ""<="", 0.0345]]"
R0677,"When size of the opening gap ≥ 0.55% (≈138 pts at 25,000) AND distance from TWAP in the move's direction ≤ +0.00% (≈+0 pts at 25,000) AND India VIX (prior day's close) ≥ 15.2 at 11:00",11:00,"the best favourable excursion after 11:00 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,30,0.8333,0.536,1.555,14,0.4286,0.5011,0.855,"[0.2138, 0.6741]",0.7976011994002998,1.0,0.7905214172914099,0.9236433658174256,0.998924248677784,1.0,0.024822572104606,1.0,0.0013123734584469414,False,2022:86/56(n28) 2023:100/51(n1) 2024:0/54(n1) 2025:60/53(n5) 2026:33/46(n9),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,30,0.6333333333333333,39.43429924300364,181.51976586331148,14,0.21428571428571427,-45.525022141748856,844.4801031140279,-34.55741428571413,"[[""abs_gap_pct"", "">="", 0.5504], [""twap_dir_pct"", ""<="", 0.001], [""vix_prev"", "">="", 15.236]]"
R0678,When 1-min ATR(14) as % of price ≤ 0.0296 AND opening gap vs prior close is positive AND it is weekly-expiry day at 11:00,11:00,"the best favourable excursion after 11:00 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,30,0.8333,0.536,1.555,16,0.5,0.5011,0.998,"[0.28, 0.72]",0.6586706646676662,1.0,0.6017648784335965,0.7914958888192907,0.998924248677784,1.0,0.024822572104606,1.0,0.0013123734584469414,True,2022:82/56(n11) 2023:86/51(n14) 2024:80/54(n5) 2025:53/53(n15) 2026:0/46(n1),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,30,0.7,20.568309123552282,87.89657083274312,16,0.5625,5.961660295462667,212.20033003997477,14.242912500000557,"[[""atr14_pct"", ""<="", 0.0296], [""gap_pct"", "">"", 0.0], [""dte_cat"", ""=="", 0.0]]"
R0679,"When move from the open to 11:00 ≤ -0.34% (≈-85 pts at 25,000) AND size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.11% (≈+26 pts at 25,000) at 11:00",11:00,"the best favourable excursion after 11:00 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,32,0.8125,0.536,1.516,22,0.5,0.5011,0.998,"[0.3072, 0.6928]",0.6501749125437282,1.0,0.588303455204477,0.7854820857949885,0.998924248677784,1.0,0.03587473474942464,1.0,0.002163921856164409,False,2022:86/56(n7) 2023:82/51(n11) 2024:79/54(n14) 2025:47/53(n15) 2026:57/46(n7),True,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,32,0.59375,26.835514811502343,230.2840042426193,22,0.45454545454545453,3.3623031963477317,393.94083260037195,12.812809090909717,"[[""mv_pct"", ""<="", -0.3398], [""abs_gap_pct"", ""<="", 0.2212], [""twap_dir_pct"", "">="", 0.1059]]"
R0680,"When India VIX change on the prior day (%) ≤ -5.69 AND prior day's close-to-close return ≤ +0.72% (≈+179 pts at 25,000) at 11:00",11:00,"the best favourable excursion after 11:00 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,lower,31,0.1613,0.536,0.301,16,0.3125,0.5011,0.624,"[0.1416, 0.556]",0.14192903548225888,1.0,0.10339620339862603,0.21247591903480864,0.998924248677784,1.0,0.001617973071758218,1.0,3.802421896287577e-05,True,2022:33/56(n6) 2023:11/51(n9) 2024:12/54(n16) 2025:50/53(n6) 2026:20/46(n10),True,FAIL,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,31,0.5806451612903226,15.702830142348697,136.6291015506279,16,0.5625,59.75914784569309,135.79958611918232,71.79330000000004,"[[""vix_chg"", ""<="", -5.6945], [""prevret_pct"", ""<="", 0.7165]]"
R0681,"When distance from TWAP in the move's direction ≤ +0.12% (≈+30 pts at 25,000) AND distance from TWAP in the move's direction > +0.10% (≈+25 pts at 25,000) AND prior day's close-to-close return > -0.21% (≈-53 pts at 25,000) at 11:00",11:00,"the best favourable excursion after 11:00 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,lower,31,0.1613,0.536,0.301,21,0.3333,0.5011,0.665,"[0.1719, 0.5463]",0.09945027486256872,1.0,0.09286739517442716,0.19580717594261,0.998924248677784,1.0,0.001617973071758218,1.0,3.802421896287577e-05,True,2022:12/56(n8) 2023:25/51(n12) 2024:9/54(n11) 2025:20/53(n10) 2026:46/46(n11),True,FAIL,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,31,0.6774193548387096,33.18181217139207,127.08374894929513,21,0.42857142857142855,-14.555006656273914,474.73865113112083,-2.7106095238091905,"[[""twap_dir_pct"", ""<="", 0.1202], [""twap_dir_pct"", "">"", 0.1017], [""prevret_pct"", "">"", -0.2111]]"
R0682,"When opening-range size ≤ 0.55% (≈138 pts at 25,000) AND India VIX change on the prior day (%) ≤ -5.59 AND 1-min ADX(14) > 14.3 at 11:00",11:00,"the best favourable excursion after 11:00 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,lower,41,0.1951,0.536,0.364,24,0.4583,0.5011,0.915,"[0.2789, 0.6493]",0.5077461269365318,1.0,0.41500913433871095,0.6244409885096394,0.998924248677784,1.0,0.0008139116706552415,1.0,1.6062192850964205e-05,False,2022:36/56(n11) 2023:17/51(n12) 2024:11/54(n18) 2025:44/53(n9) 2026:47/46(n15),True,FAIL,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,41,0.5853658536585366,16.859109485642964,185.45826732364105,24,0.4583333333333333,22.50117457615559,560.8163567086402,34.121700000000146,"[[""or_rng_pct"", ""<="", 0.5531], [""vix_chg"", ""<="", -5.5886], [""adx_14"", "">"", 14.2636]]"
R0683,When India VIX (prior day's close) > 11.1 AND India VIX (prior day's close) ≤ 11.6 AND 1-min Bollinger %B > -0.0801 at 11:00,11:00,"the best favourable excursion after 11:00 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,lower,51,0.2157,0.536,0.402,38,0.3421,0.5011,0.683,"[0.2121, 0.5011]",0.02498750624687656,0.9504950495049505,0.03536782980468685,0.08551624519939208,0.998924248677784,1.0,0.0003636417117238568,1.0,5.9207988862274975e-06,True,2022:–(n0) 2023:20/51(n45) 2024:33/54(n6) 2025:32/53(n19) 2026:37/46(n19),True,WATCH,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,51,0.6862745098039216,31.98024380547332,204.33221599254944,38,0.5526315789473685,17.113072828699778,230.5207526892284,28.019121052631817,"[[""vix_prev"", "">"", 11.105], [""vix_prev"", ""<="", 11.605], [""bb_pctb"", "">"", -0.0801]]"
R0684,"When size of the move from the open to 11:00 (either direction) ≥ 0.30% (≈74 pts at 25,000) AND size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND price has already touched the prior-day high at 11:00",11:00,price never trades back to the open after 11:00,level / structure,subgroup,higher,44,0.9318,0.4668,1.996,48,0.6667,0.5239,1.272,"[0.5254, 0.7832]",0.01999000499750125,0.009900990099009901,0.03221525511763691,0.07885157399922613,0.04855430507823902,1.0,3.725467328899456e-08,0.0010675923057149354,1.158647643243064e-10,False,2022:92/50(n12) 2023:93/42(n14) 2024:94/48(n18) 2025:77/58(n35) 2026:38/46(n13),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,44,0.6590909090909091,48.64746054013717,254.97931372351695,48,0.4791666666666667,-15.410535222115456,1039.0441952406015,-5.729962499999904,"[[""abs_mv_pct"", "">="", 0.2967], [""abs_gap_pct"", ""<="", 0.2212], [""touched_pdh"", ""=="", 1.0]]"
R0685,"When size of the move from the open to 11:00 (either direction) > 0.43% (≈106 pts at 25,000) AND (it is Monday) AND CPR width > 0.05% (≈12 pts at 25,000) at 11:00",11:00,price never trades back to the open after 11:00,level / structure,rulefit,higher,40,0.925,0.4668,1.982,23,0.7826,0.5239,1.494,"[0.581, 0.9034]",0.00849575212393803,0.009900990099009901,0.009932661921638192,0.029434595694610738,0.017915353404672568,1.0,4.0794789864082034e-07,0.016868784006344752,1.8332978500337672e-09,True,2022:89/50(n18) 2023:100/42(n10) 2024:92/48(n12) 2025:92/58(n12) 2026:64/46(n11),False,PASS,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,40,0.475,8.116842905306124,676.1453499305804,23,0.391304347826087,-30.250257958172547,933.6667153836813,-19.777269565217505,"[[""abs_mv_pct"", "">"", 0.4255], [""dow"", ""<="", 0.5], [""cpr_width_pct"", "">"", 0.0474]]"
R0686,"When size of the move from the open to 11:00 (either direction) ≥ 0.30% (≈74 pts at 25,000) AND size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) ≤ -0.00% (≈-1 pts at 25,000) at 11:00",11:00,price never trades back to the open after 11:00,level / structure,subgroup,higher,36,0.9167,0.4668,1.964,46,0.7391,0.5239,1.411,"[0.5974, 0.844]",0.0034982508745627187,0.009900990099009901,0.0023376857755120044,0.008542220202246873,0.005206663772731282,1.0,4.239083836719431e-06,0.2584168991143591,2.814538395943922e-08,True,2022:82/50(n11) 2023:92/42(n13) 2024:100/48(n12) 2025:85/58(n26) 2026:60/46(n20),True,PASS,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,36,0.6666666666666666,37.832959513469866,215.56335150652785,46,0.41304347826086957,-4.133086324215852,582.1127583181602,5.773147826087354,"[[""abs_mv_pct"", "">="", 0.2967], [""abs_gap_pct"", ""<="", 0.2212], [""ema9_21_pct"", ""<="", -0.0043]]"
R0687,"When range so far (high−low since 09:15) ≥ 0.63% (≈157 pts at 25,000) AND price is above the opening-range high AND expiry is 3+ trading days away at 11:00",11:00,price never trades back to the open after 11:00,level / structure,subgroup,higher,34,0.9118,0.4668,1.953,23,0.7826,0.5239,1.494,"[0.581, 0.9034]",0.00399800099950025,0.0297029702970297,0.009932661921638192,0.029434595694610738,0.017915353404672568,1.0,1.332425555868927e-05,0.9974757407234361,1.0880692575635863e-07,True,2022:100/50(n13) 2023:100/42(n6) 2024:80/48(n15) 2025:80/58(n15) 2026:75/46(n8),True,PASS,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,34,0.5588235294117647,26.792449988601657,254.14976300151886,23,0.6956521739130435,16.805887475133154,329.56633928841296,26.75615652173877,"[[""rng_pct"", "">="", 0.6266], [""or_state"", ""=="", 1.0], [""dte_cat"", ""=="", 3.0]]"
R0688,"When size of the move from the open to 11:00 (either direction) ≥ 0.30% (≈74 pts at 25,000) AND size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) ≤ 0.205 at 11:00",11:00,price never trades back to the open after 11:00,level / structure,subgroup,higher,33,0.9091,0.4668,1.948,37,0.7838,0.5239,1.496,"[0.628, 0.8861]",0.0014992503748125937,0.0891089108910891,0.0010185852299544585,0.00426752087722299,0.00259276240352044,0.7547716553962538,2.3388518186124425e-05,1.0,2.1311865165153496e-07,True,2022:78/50(n9) 2023:92/42(n12) 2024:100/48(n12) 2025:80/58(n25) 2026:75/46(n12),True,PASS,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,33,0.6363636363636364,25.499846465530787,194.733017616422,37,0.3783783783783784,-8.730565920855527,632.8794409991219,0.8403837837841648,"[[""abs_mv_pct"", "">="", 0.2967], [""abs_gap_pct"", ""<="", 0.2212], [""pos_rng"", ""<="", 0.2047]]"
R0689,"When size of the move from the open to 11:00 (either direction) ≥ 0.30% (≈74 pts at 25,000) AND 1-min Bollinger %B ≤ 0.412 AND the first opening-range break was upward at 11:00",11:00,price never trades back to the open after 11:00,level / structure,subgroup,higher,32,0.9062,0.4668,1.942,27,0.5926,0.5239,1.131,"[0.4073, 0.7549]",0.16091954022988506,0.21782178217821782,0.30213061482005993,0.4965050081016666,0.3517877257706836,1.0,4.099926334413219e-05,1.0,4.1628393381500636e-07,False,2022:93/50(n14) 2023:88/42(n8) 2024:90/48(n10) 2025:50/58(n14) 2026:69/46(n13),False,FAIL,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,32,0.53125,3.9115382590118806,259.3307635614497,27,0.2962962962962963,-15.407996091694631,670.5353458760272,-5.187059259259344,"[[""abs_mv_pct"", "">="", 0.2967], [""bb_pctb"", ""<="", 0.4116], [""or_first_break"", ""=="", 1.0]]"
R0690,"When size of the move from the open to 11:00 (either direction) ≥ 0.50% (≈126 pts at 25,000) AND 1-min ADX(14) ≥ 28.7 AND the day opened inside the prior-day range at 11:00",11:00,price never trades back to the open after 11:00,level / structure,subgroup,higher,32,0.9062,0.4668,1.942,19,1.0,0.5239,1.909,"[0.8318, 1.0]",0.0004997501249375312,0.21782178217821782,4.6345012084135e-06,4.695988311855604e-05,2.8407830528509207e-05,0.004069092060987053,4.099926334413219e-05,1.0,4.1628393381500636e-07,True,2022:89/50(n9) 2023:100/42(n3) 2024:90/48(n20) 2025:100/58(n16) 2026:100/46(n3),True,WATCH,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,32,0.40625,24.81702040493074,617.6994836340318,19,0.5263157894736842,12.641195339241941,301.10153416765536,21.15441052631592,"[[""abs_mv_pct"", "">="", 0.504], [""adx_14"", "">="", 28.7295], [""open_vs_pd"", ""=="", 0.0]]"
R0691,"When move from the open to 11:00 ≤ -0.34% (≈-85 pts at 25,000) AND size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.11% (≈+26 pts at 25,000) at 11:00",11:00,price never trades back to the open after 11:00,level / structure,subgroup,higher,32,0.9062,0.4668,1.942,22,0.9091,0.5239,1.735,"[0.7218, 0.9747]",0.0004997501249375312,0.21782178217821782,0.00014111865147849748,0.0007883179841212618,0.00047688371878940527,0.11275380253131949,4.099926334413219e-05,1.0,4.1628393381500636e-07,True,2022:86/50(n7) 2023:91/42(n11) 2024:93/48(n14) 2025:93/58(n15) 2026:86/46(n7),True,PASS,False,enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close,32,0.59375,26.835514811502343,230.2840042426193,22,0.45454545454545453,3.3623031963477317,393.94083260037195,12.812809090909717,"[[""mv_pct"", ""<="", -0.3398], [""abs_gap_pct"", ""<="", 0.2212], [""twap_dir_pct"", "">="", 0.1059]]"
R0692,"When size of the move from the open to 11:00 (either direction) ≤ 0.10% (≈24 pts at 25,000) AND price has not touched the prior-day low yet AND 1-min Supertrend is down at 11:00",11:00,price never trades back to the open after 11:00,level / structure,subgroup,lower,47,0.0,0.4668,0.0,29,0.1034,0.5239,0.197,"[0.0358, 0.2639]",0.0004997501249375312,0.009900990099009901,2.4250256179348425e-06,2.8061010721817464e-05,1.69751793255439e-05,0.0021558477743440748,1.8921192655669782e-10,2.7017333286012313e-06,2.9275755846884077e-13,True,2022:0/50(n7) 2023:0/42(n26) 2024:0/48(n14) 2025:15/58(n20) 2026:0/46(n9),True,PASS,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,47,0.46808510638297873,-1.5476961268470233,470.57644859140794,29,0.5517241379310345,22.67279198010646,597.0206014426992,32.3641379310344,"[[""abs_mv_pct"", ""<="", 0.0953], [""touched_pdl"", ""=="", 0.0], [""supertrend_dir"", ""=="", -1.0]]"
R0693,"When size of the move from the open to 11:00 (either direction) ≤ 0.10% (≈24 pts at 25,000) AND price is inside the opening range AND the first opening-range break was downward at 11:00",11:00,price never trades back to the open after 11:00,level / structure,subgroup,lower,38,0.0,0.4668,0.0,20,0.15,0.5239,0.286,"[0.0524, 0.3604]",0.0009995002498750624,0.009900990099009901,0.0006341682949806496,0.0028146647612839787,0.001710508979122119,0.47816289441540977,2.799942365129041e-08,0.00077389997666471,8.398128566841357e-11,True,2022:0/50(n7) 2023:0/42(n17) 2024:0/48(n14) 2025:18/58(n11) 2026:11/46(n9),False,PASS,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,38,0.47368421052631576,-12.818239768796508,501.9301410165752,20,0.45,-13.529543284334551,611.5468407020248,-3.58888999999981,"[[""abs_mv_pct"", ""<="", 0.0953], [""or_state"", ""=="", 0.0], [""or_first_break"", ""=="", -1.0]]"
R0694,"When size of the move from the open to 11:00 (either direction) ≤ 0.07% (≈19 pts at 25,000) AND India VIX change on the prior day (%) ≤ 8.54 AND position in today's range so far (0 = at low, 1 = at high) > 0.257 at 11:00",11:00,price never trades back to the open after 11:00,level / structure,rulefit,lower,107,0.0187,0.4668,0.04,52,0.0769,0.5239,0.147,"[0.0303, 0.1817]",0.0004997501249375312,0.009900990099009901,7.431462466420936e-12,5.159558226686535e-10,3.1212142358967933e-10,7.1267725052976776e-09,5.594179447162522e-22,4.955968413293655e-19,5.362450760890362e-26,True,2022:6/50(n18) 2023:2/42(n52) 2024:0/48(n37) 2025:7/58(n28) 2026:8/46(n24),True,PASS,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,107,0.4392523364485981,-6.2447182748961385,717.3684528202854,52,0.5,2.5356263567642072,518.8582783345641,13.38213076923064,"[[""abs_mv_pct"", ""<="", 0.0746], [""vix_chg"", ""<="", 8.5356], [""pos_rng"", "">"", 0.2567]]"
R0695,"When size of the move from the open to 11:00 (either direction) ≤ 0.10% (≈24 pts at 25,000) AND size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) is negative at 11:00",11:00,price never trades back to the open after 11:00,level / structure,subgroup,lower,34,0.0,0.4668,0.0,21,0.0476,0.5239,0.091,"[0.0085, 0.2267]",0.0004997501249375312,0.009900990099009901,4.106909714298214e-06,4.386721145382268e-05,2.6536955077003844e-05,0.0036222943680110247,2.4983303886773657e-07,0.009560485666423583,1.0386811577516372e-09,True,2022:0/50(n2) 2023:0/42(n19) 2024:0/48(n13) 2025:0/58(n11) 2026:10/46(n10),True,PASS,False,enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close,34,0.5,7.485808776748348,234.7639818446723,21,0.6190476190476191,45.728760175326485,240.81813435222287,56.40748571428551,"[[""abs_mv_pct"", ""<="", 0.0953], [""abs_gap_pct"", ""<="", 0.2212], [""ema9_21_pct"", ""<"", 0.0]]"
R0696,"When price vs prior-day high > -0.25% (≈-64 pts at 25,000) AND price vs prior-day low > +0.36% (≈+89 pts at 25,000) AND 1-min ADX(14) > 13.5 at 11:00",11:00,price reaches the prior-day high after 11:00 (days not yet at PDH),level / structure,rulefit,higher,30,0.8667,0.1881,4.607,15,0.6,0.1128,5.317,"[0.3575, 0.8018]",0.0009995002498750624,0.009900990099009901,7.823338225377463e-06,7.382800733074655e-05,4.466138715069853e-05,0.006806304256078393,3.5267778158323003e-12,3.108002070150598e-08,3.3658063436208736e-15,True,2022:67/16(n6) 2023:92/18(n12) 2024:92/22(n12) 2025:80/12(n5) 2026:50/10(n10),True,WATCH,False,"enter long at 11:00 price, take profit at PDH; stop 0.4% of entry; exit at close",30,0.8666666666666667,12.805756769104581,104.48726698528947,15,0.6,-14.046199673287155,289.8275010986066,-1.579320000000492,"[[""dist_pdh_pct"", "">"", -0.2542], [""dist_pdl_pct"", "">"", 0.3565], [""adx_14"", "">"", 13.5369]]"
R0697,"When price vs prior-day high > -0.28% (≈-70 pts at 25,000) AND move from the open to 11:00 > -0.03% (≈-7 pts at 25,000) AND prior-day range ≤ 1.14% (≈285 pts at 25,000) at 11:00",11:00,price reaches the prior-day high after 11:00 (days not yet at PDH),level / structure,rulefit,higher,38,0.8158,0.1881,4.337,16,0.5,0.1128,4.431,"[0.28, 0.72]",0.0014992503748125937,0.009900990099009901,0.00014588981061691331,0.0008101769861682772,0.0004901070657067356,0.11642006887229682,2.729339049093788e-13,1.8357804551610677e-09,1.9876059197041834e-16,True,2022:86/16(n7) 2023:76/18(n17) 2024:86/22(n14) 2025:60/12(n10) 2026:33/10(n6),False,WATCH,False,"enter long at 11:00 price, take profit at PDH; stop 0.4% of entry; exit at close",38,0.7631578947368421,3.6888977010210295,118.90992761192973,16,0.625,-9.63493468051514,185.31269034092895,1.2772749999992357,"[[""dist_pdh_pct"", "">"", -0.2785], [""mv_pct"", "">"", -0.0291], [""pdr_pct"", ""<="", 1.1399]]"
R0698,"When price vs prior-day high > -0.25% (≈-64 pts at 25,000) AND range so far (high−low since 09:15) ≤ 0.59% (≈149 pts at 25,000) at 11:00",11:00,price reaches the prior-day high after 11:00 (days not yet at PDH),level / structure,rulefit,higher,39,0.7436,0.1881,3.953,21,0.5238,0.1128,4.642,"[0.3237, 0.7166]",0.0004997501249375312,0.009900990099009901,4.4899241060267146e-06,4.642772586231879e-05,2.8085908237699024e-05,0.0039466432891974825,1.0818257834969551e-10,1.4370816635013595e-06,1.5570412604419682e-13,True,2022:100/16(n4) 2023:62/18(n21) 2024:86/22(n14) 2025:64/12(n11) 2026:40/10(n10),False,PASS,False,"enter long at 11:00 price, take profit at PDH; stop 0.4% of entry; exit at close",39,0.7435897435897436,7.333800476338324,258.9269983025117,21,0.5714285714285714,-10.089170141311063,309.85716207276187,1.2487333333325903,"[[""dist_pdh_pct"", "">"", -0.2542], [""rng_pct"", ""<="", 0.5944]]"
R0699,"When prior-day range ≤ 0.78% (≈196 pts at 25,000) AND price is above the CPR at 11:00",11:00,price reaches the prior-day high after 11:00 (days not yet at PDH),level / structure,subgroup,higher,30,0.7,0.1881,3.721,17,0.6471,0.1128,5.734,"[0.413, 0.8269]",0.0004997501249375312,0.009900990099009901,2.431066807782047e-07,4.005079554515508e-06,2.4228259033488873e-06,0.00022219950623127908,5.874849412145975e-07,0.02578622891014449,2.8032257475884806e-09,True,2022:100/16(n4) 2023:46/18(n13) 2024:85/22(n13) 2025:73/12(n11) 2026:50/10(n6),True,WATCH,False,"enter long at 11:00 price, take profit at PDH; stop 0.4% of entry; exit at close",30,0.6666666666666666,0.12724149003749824,446.47770118738305,17,0.6470588235294118,6.9237936527730355,137.3445049210352,17.332988235293563,"[[""pdr_pct"", ""<="", 0.7824], [""cpr_pos"", ""=="", 1.0]]"
R0700,"When range so far (high−low since 09:15) ≤ 0.50% (≈125 pts at 25,000) AND the move from the open is UP AND price is above the CPR at 11:00",11:00,price reaches the prior-day high after 11:00 (days not yet at PDH),level / structure,subgroup,higher,30,0.7,0.1881,3.721,16,0.375,0.1128,3.323,"[0.1848, 0.6136]",0.03548225887056472,0.009900990099009901,0.006045717800918893,0.019267008860633324,0.011732284049307951,1.0,5.874849412145975e-07,0.02578622891014449,2.8032257475884806e-09,True,2022:67/16(n3) 2023:62/18(n16) 2024:82/22(n11) 2025:50/12(n10) 2026:17/10(n6),True,WATCH,False,"enter long at 11:00 price, take profit at PDH; stop 0.4% of entry; exit at close",30,0.6666666666666666,-0.5322870619754086,258.078928204004,16,0.625,-4.902158946621299,235.69820113481975,6.005399999999327,"[[""rng_pct"", ""<="", 0.4989], [""dir"", ""=="", 1.0], [""cpr_pos"", ""=="", 1.0]]"
R0701,"When size of the opening gap ≤ 0.43% (≈108 pts at 25,000) AND (price is above the CPR) AND 1-min ADX(14) > 14.1 at 11:00",11:00,price reaches the prior-day high after 11:00 (days not yet at PDH),level / structure,rulefit,higher,62,0.6613,0.1881,3.515,31,0.2903,0.1128,2.573,"[0.161, 0.4659]",0.017491254372813594,0.009900990099009901,0.005860875155668677,0.018801223271650014,0.011449151466887648,1.0,1.1126411734050858e-12,8.622404451367904e-09,9.336543600185015e-16,True,2022:77/16(n13) 2023:59/18(n22) 2024:67/22(n27) 2025:33/12(n18) 2026:23/10(n13),False,PASS,False,"enter long at 11:00 price, take profit at PDH; stop 0.4% of entry; exit at close",62,0.6451612903225806,4.713863612062959,464.27383239745393,31,0.4838709677419355,-23.19902984885121,730.8726914691814,-12.48255483870995,"[[""abs_gap_pct"", ""<="", 0.4333], [""cpr_pos"", "">"", 0.5], [""adx_14"", "">"", 14.106]]"
R0702,When India VIX change on the prior day (%) is negative AND the move from the open is UP AND price is above the CPR at 11:00,11:00,price reaches the prior-day high after 11:00 (days not yet at PDH),level / structure,subgroup,higher,31,0.6452,0.1881,3.43,17,0.3529,0.1128,3.128,"[0.1731, 0.587]",0.04447776111944028,0.009900990099009901,0.008461683908380991,0.025306943873680997,0.015403932316185831,1.0,8.034593590300246e-06,0.548966206528961,5.983914232356732e-08,True,2022:67/16(n9) 2023:70/18(n10) 2024:58/22(n12) 2025:50/12(n10) 2026:14/10(n7),False,WATCH,False,"enter long at 11:00 price, take profit at PDH; stop 0.4% of entry; exit at close",31,0.6129032258064516,-9.595794691793769,396.6524720379115,17,0.5882352941176471,-13.587476350156127,247.30199208629955,-2.396364705882982,"[[""vix_chg"", ""<"", 0.0], [""dir"", ""=="", 1.0], [""cpr_pos"", ""=="", 1.0]]"
R0703,"When range so far (high−low since 09:15) ≤ 0.50% (≈125 pts at 25,000) AND opening-range size ≤ 0.35% (≈88 pts at 25,000) AND price is above the CPR at 11:00",11:00,price reaches the prior-day high after 11:00 (days not yet at PDH),level / structure,subgroup,higher,33,0.6364,0.1881,3.383,22,0.4545,0.1128,4.028,"[0.2692, 0.6534]",0.0004997501249375312,0.009900990099009901,5.95031695654895e-05,0.000396144389162026,0.00023964290208567006,0.04920912123065982,5.532414493564792e-06,0.3535160302256385,3.851555998655977e-08,True,2022:67/16(n3) 2023:50/18(n16) 2024:79/22(n14) 2025:54/12(n13) 2026:33/10(n9),True,PASS,False,"enter long at 11:00 price, take profit at PDH; stop 0.4% of entry; exit at close",33,0.6060606060606061,-2.0387232240294746,416.9476624094158,22,0.6818181818181818,0.5748722939370032,289.8275010986066,11.407390909090198,"[[""rng_pct"", ""<="", 0.4989], [""or_rng_pct"", ""<="", 0.3526], [""cpr_pos"", ""=="", 1.0]]"
R0704,"When price vs prior-day high ≤ -1.03% (≈-257 pts at 25,000) AND prior day's close-to-close return is negative AND India VIX change on the prior day (%) is positive at 11:00",11:00,price reaches the prior-day high after 11:00 (days not yet at PDH),level / structure,subgroup,lower,86,0.0,0.1881,0.0,48,0.0208,0.1128,0.185,"[0.0037, 0.109]",0.020989505247376312,0.009900990099009901,0.022681036822597818,0.05847736814738748,0.03594730364336258,1.0,4.840236105420115e-06,0.30215434467141344,3.291417640758106e-08,True,2022:0/16(n36) 2023:0/18(n20) 2024:0/22(n30) 2025:0/12(n18) 2026:3/10(n30),False,WATCH,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""dist_pdh_pct"", ""<="", -1.0294], [""prevret_pct"", ""<"", 0.0], [""vix_chg"", "">"", 0.0]]"
R0705,"When size of the opening gap ≥ 0.35% (≈87 pts at 25,000) AND prior day's close-to-close return is negative AND price is below the CPR at 11:00",11:00,price reaches the prior-day high after 11:00 (days not yet at PDH),level / structure,subgroup,lower,77,0.0,0.1881,0.0,37,0.0,0.1128,0.0,"[0.0, 0.0941]",0.005497251374312844,0.0891089108910891,0.011914169537030913,0.03399121813512647,0.020806655083702535,1.0,2.355004552141565e-05,1.0,2.1475866821320114e-07,True,2022:0/16(n47) 2023:0/18(n15) 2024:0/22(n15) 2025:0/12(n15) 2026:0/10(n22),True,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""abs_gap_pct"", "">="", 0.3474], [""prevret_pct"", ""<"", 0.0], [""cpr_pos"", ""=="", -1.0]]"
R0706,"When opening gap vs prior close ≤ -0.23% (≈-58 pts at 25,000) AND price vs prior-day high ≤ -1.03% (≈-257 pts at 25,000) AND price vs prior-day low ≤ +0.37% (≈+94 pts at 25,000) at 11:00",11:00,price reaches the prior-day high after 11:00 (days not yet at PDH),level / structure,subgroup,lower,76,0.0,0.1881,0.0,47,0.0213,0.1128,0.189,"[0.0038, 0.1111]",0.031484257871064465,0.12871287128712872,0.025108244269226646,0.06290003461259872,0.038749731313137185,1.0,2.8048712046457142e-05,1.0,2.6451982419674345e-07,True,2022:0/16(n43) 2023:0/18(n12) 2024:0/22(n21) 2025:0/12(n15) 2026:3/10(n32),False,WATCH,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""gap_pct"", ""<="", -0.2327], [""dist_pdh_pct"", ""<="", -1.0294], [""dist_pdl_pct"", ""<="", 0.3745]]"
R0707,"When size of the opening gap > 0.43% (≈108 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) ≤ +0.03% (≈+8 pts at 25,000) AND price vs prior-day high ≤ -0.54% (≈-135 pts at 25,000) at 11:00",11:00,price reaches the prior-day high after 11:00 (days not yet at PDH),level / structure,rulefit,lower,74,0.0,0.1881,0.0,35,0.0571,0.1128,0.506,"[0.0158, 0.1861]",0.1679160419790105,0.19801980198019803,0.22824188188123362,0.39973172826767406,0.2761444990661839,1.0,3.971772319206097e-05,1.0,4.013037998464959e-07,True,2022:0/16(n50) 2023:0/18(n9) 2024:0/22(n15) 2025:9/12(n11) 2026:4/10(n24),True,FAIL,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""abs_gap_pct"", "">"", 0.4333], [""ema9_21_pct"", ""<="", 0.0323], [""dist_pdh_pct"", ""<="", -0.5417]]"
R0708,"When (price is below the CPR or price is inside the CPR) AND prior-day range ≤ 1.30% (≈326 pts at 25,000) AND size of the move from the open to 11:00 (either direction) > 0.31% (≈77 pts at 25,000) at 11:00",11:00,price reaches the prior-day low after 11:00 (days not yet at PDL),level / structure,rulefit,higher,33,0.7879,0.1777,4.434,20,0.4,0.1553,2.576,"[0.2188, 0.6134]",0.07446276861569215,0.009900990099009901,0.007336559247922871,0.022424954682330286,0.013651572271451418,1.0,5.3985647376943155e-11,6.575402535795812e-07,7.123426237126142e-14,True,2022:81/19(n16) 2023:70/20(n10) 2024:86/14(n7) 2025:42/15(n12) 2026:38/16(n8),False,WATCH,False,"enter short at 11:00 price, take profit at PDL; stop 0.4% of entry; exit at close",33,0.7878787878787878,32.59703904291844,225.48770327302267,20,0.5,-2.6214145996212337,293.50594022368153,7.311240000000543,"[[""cpr_pos"", ""<="", 0.5], [""pdr_pct"", ""<="", 1.3036], [""abs_mv_pct"", "">"", 0.3089]]"
R0709,"When price vs prior-day low ≤ +0.25% (≈+61 pts at 25,000) at 11:00",11:00,price reaches the prior-day low after 11:00 (days not yet at PDL),level / structure,rulefit,higher,30,0.7667,0.1777,4.315,20,0.65,0.1553,4.185,"[0.4329, 0.8188]",0.0004997501249375312,0.009900990099009901,7.992718208269548e-07,1.0642359038956166e-05,6.437970282825335e-06,0.0007193446387442593,2.817247905775422e-09,5.621463420797445e-05,6.0951319738266455e-12,True,2022:86/19(n7) 2023:67/20(n15) 2024:88/14(n8) 2025:60/15(n15) 2026:80/16(n5),,PASS,False,"enter short at 11:00 price, take profit at PDL; stop 0.4% of entry; exit at close",30,0.7666666666666667,10.396582819198121,109.94559906308062,20,0.6,-0.38952107307609046,283.2120670930605,9.330080000000454,"[[""dist_pdl_pct"", ""<="", 0.2456]]"
R0710,"When price vs prior-day low ≤ +0.46% (≈+114 pts at 25,000) AND 1-min ADX(14) ≤ 33.1 AND 1-min ATR(14) as % of price > 0.0285 at 11:00",11:00,price reaches the prior-day low after 11:00 (days not yet at PDL),level / structure,rulefit,higher,40,0.75,0.1777,4.221,25,0.56,0.1553,3.606,"[0.3707, 0.7333]",0.0004997501249375312,0.009900990099009901,3.808454985340681e-06,4.159346343540609e-05,2.5161477880677757e-05,0.003366674207041162,7.616486052134164e-12,7.339195942307249e-08,7.948681784723569e-15,True,2022:75/19(n12) 2023:87/20(n15) 2024:62/14(n13) 2025:44/15(n16) 2026:78/16(n9),True,PASS,False,"enter short at 11:00 price, take profit at PDL; stop 0.4% of entry; exit at close",40,0.725,18.556393643717932,272.43697804038584,25,0.64,11.634499005562482,229.47819417280124,20.944216000000015,"[[""dist_pdl_pct"", ""<="", 0.4557], [""adx_14"", ""<="", 33.1461], [""atr14_pct"", "">"", 0.0285]]"
R0711,"When price vs session TWAP (time-weighted VWAP) ≤ -0.04% (≈-9 pts at 25,000) AND price vs prior-day low ≤ +0.37% (≈+94 pts at 25,000) AND price is below the CPR at 11:00",11:00,price reaches the prior-day low after 11:00 (days not yet at PDL),level / structure,subgroup,higher,32,0.7188,0.1777,4.045,23,0.6957,0.1553,4.479,"[0.4913, 0.844]",0.0004997501249375312,0.009900990099009901,9.308633758812955e-09,2.5133311148794976e-07,1.5204101806061158e-07,8.722189832007739e-06,2.016631142178142e-08,0.0005334365419866848,5.7879421356833845e-11,True,2022:58/19(n12) 2023:75/20(n12) 2024:88/14(n8) 2025:60/15(n15) 2026:88/16(n8),True,PASS,False,"enter short at 11:00 price, take profit at PDL; stop 0.4% of entry; exit at close",32,0.71875,5.188022328806335,293.30822177601334,23,0.6956521739130435,18.41235942494825,123.19964474486306,28.236930434782824,"[[""dist_twap_pct"", ""<="", -0.0377], [""dist_pdl_pct"", ""<="", 0.3745], [""cpr_pos"", ""=="", -1.0]]"
R0712,"When (price is below the CPR) AND prior-day range ≤ 1.21% (≈302 pts at 25,000) at 11:00",11:00,price reaches the prior-day low after 11:00 (days not yet at PDL),level / structure,rulefit,higher,42,0.7143,0.1777,4.02,33,0.5758,0.1553,3.707,"[0.4081, 0.7276]",0.0004997501249375312,0.009900990099009901,3.7861988529567925e-08,8.250631412926674e-07,4.991122706585272e-07,3.5173787343968604e-05,5.394142355682842e-11,6.569478124069225e-07,7.11700728719105e-14,True,2022:82/19(n11) 2023:63/20(n19) 2024:75/14(n12) 2025:55/15(n20) 2026:62/16(n13),True,PASS,False,"enter short at 11:00 price, take profit at PDL; stop 0.4% of entry; exit at close",42,0.7380952380952381,13.491168725971344,139.1941541297308,33,0.6060606060606061,11.690369362679238,223.7664233483888,21.886393939394168,"[[""cpr_pos"", ""<="", -0.5], [""pdr_pct"", ""<="", 1.2099]]"
R0713,"When gap measured in the direction of the move so far ≤ -0.16% (≈-39 pts at 25,000) AND price vs prior-day low ≤ +0.37% (≈+94 pts at 25,000) at 11:00",11:00,price reaches the prior-day low after 11:00 (days not yet at PDL),level / structure,subgroup,higher,32,0.6875,0.1777,3.869,19,0.5789,0.1553,3.728,"[0.3628, 0.7686]",0.0014992503748125937,0.009900990099009901,2.82018451479963e-05,0.00021019315875134476,0.0001271538861582209,0.023774155459760884,1.6112044802477125e-07,0.005751293993836089,6.24662648781377e-10,True,2022:73/19(n11) 2023:62/20(n13) 2024:75/14(n8) 2025:58/15(n12) 2026:57/16(n7),True,WATCH,False,"enter short at 11:00 price, take profit at PDL; stop 0.4% of entry; exit at close",32,0.71875,11.375712747376042,191.995466632013,19,0.5789473684210527,2.348844295514924,397.0369324005482,12.075673684210702,"[[""gap_dir_pct"", ""<="", -0.157], [""dist_pdl_pct"", ""<="", 0.3745]]"
R0714,"When gap measured in the direction of the move so far ≤ -0.16% (≈-39 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is negative AND price is below the CPR at 11:00",11:00,price reaches the prior-day low after 11:00 (days not yet at PDL),level / structure,subgroup,higher,31,0.6774,0.1777,3.812,10,0.8,0.1553,5.151,"[0.4902, 0.9433]",0.0004997501249375312,0.009900990099009901,1.1317700787134658e-05,9.91500102292251e-05,5.997963581767938e-05,0.00976717577929721,5.196953915323017e-07,0.022336748427680263,2.4279889865518594e-09,False,2022:64/19(n14) 2023:67/20(n9) 2024:75/14(n8) 2025:67/15(n6) 2026:100/16(n4),True,FAIL,False,"enter short at 11:00 price, take profit at PDL; stop 0.4% of entry; exit at close",31,0.8064516129032258,20.348530602940354,226.0127567481805,10,0.7,33.66577469821173,126.9102941014304,43.990559999999824,"[[""gap_dir_pct"", ""<="", -0.157], [""dist_twap_pct"", ""<"", 0.0], [""cpr_pos"", ""=="", -1.0]]"
R0715,"When price vs prior-day low ≤ +0.37% (≈+94 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is negative AND 1-min Supertrend is down at 11:00",11:00,price reaches the prior-day low after 11:00 (days not yet at PDL),level / structure,subgroup,higher,30,0.6667,0.1777,3.752,32,0.5625,0.1553,3.622,"[0.3933, 0.7183]",0.0004997501249375312,0.009900990099009901,1.4141796179710228e-07,2.4588143152259647e-06,1.487430882050275e-06,0.0001298216889297399,1.6440205645939134e-06,0.08550065617859665,9.30308625925083e-09,True,2022:38/19(n8) 2023:77/20(n13) 2024:78/14(n9) 2025:46/15(n22) 2026:80/16(n10),True,PASS,False,"enter short at 11:00 price, take profit at PDL; stop 0.4% of entry; exit at close",30,0.7,6.37439531825922,293.92617949794567,32,0.5625,0.8574444363988603,538.8371807154095,10.447562500000231,"[[""dist_pdl_pct"", ""<="", 0.3745], [""dist_twap_pct"", ""<"", 0.0], [""supertrend_dir"", ""=="", -1.0]]"
R0716,When price is above the prior-day high AND expiry is 3+ trading days away at 11:00,11:00,price reaches the prior-day low after 11:00 (days not yet at PDL),level / structure,subgroup,lower,82,0.0,0.1777,0.0,47,0.0638,0.1553,0.411,"[0.0219, 0.1716]",0.12543728135932034,0.0891089108910891,0.05273957372533154,0.12033536540146071,0.07545223686251812,1.0,2.364902562365097e-05,1.0,2.1583527858165049e-07,True,2022:0/19(n26) 2023:0/20(n25) 2024:0/14(n31) 2025:3/15(n30) 2026:12/16(n17),False,FAIL,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""pd_pos"", ""=="", 1.0], [""dte_cat"", ""=="", 3.0]]"
R0717,"When move from the open to 11:00 ≥ +0.24% (≈+61 pts at 25,000) AND price is above the CPR AND it is not expiry day at 11:00",11:00,price reaches the prior-day low after 11:00 (days not yet at PDL),level / structure,subgroup,lower,79,0.0,0.1777,0.0,60,0.0333,0.1553,0.215,"[0.0092, 0.1136]",0.05297351324337831,0.19801980198019803,0.0028744978272920597,0.01027210252988192,0.006260017490547152,1.0,3.8645149716007095e-05,1.0,3.88158672830368e-07,True,2022:0/19(n29) 2023:0/20(n24) 2024:0/14(n26) 2025:3/15(n35) 2026:4/16(n25),True,WATCH,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""mv_pct"", "">="", 0.2441], [""cpr_pos"", ""=="", 1.0], [""is_expiry"", ""=="", 0.0]]"
R0718,"When prior day's close-to-close return ≥ +0.25% (≈+62 pts at 25,000) AND India VIX change on the prior day (%) ≤ -1.33 AND price is above the prior-day high at 11:00",11:00,price reaches the prior-day low after 11:00 (days not yet at PDL),level / structure,subgroup,lower,78,0.0,0.1777,0.0,41,0.0488,0.1553,0.314,"[0.0135, 0.1614]",0.1184407796101949,0.25742574257425743,0.035820139627799535,0.0863949769682907,0.053457467261792194,1.0,4.553688274014342e-05,1.0,4.720321524957229e-07,True,2022:0/19(n35) 2023:0/20(n23) 2024:0/14(n20) 2025:0/15(n22) 2026:10/16(n19),False,FAIL,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""prevret_pct"", "">="", 0.2487], [""vix_chg"", ""<="", -1.3269], [""pd_pos"", ""=="", 1.0]]"
R0719,"When price vs prior-day high ≥ -0.17% (≈-42 pts at 25,000) AND India VIX change on the prior day (%) is negative AND price is above the opening-range high at 11:00",11:00,price reaches the prior-day low after 11:00 (days not yet at PDL),level / structure,subgroup,lower,77,0.0,0.1777,0.0,39,0.0,0.1553,0.0,"[0.0, 0.0897]",0.015492253873063468,0.27722772277227725,0.0013846388440560094,0.005515856378780496,0.003350484116481208,1.0,5.35024280475416e-05,1.0,5.740290468457962e-07,True,2022:0/19(n21) 2023:0/20(n31) 2024:0/14(n25) 2025:0/15(n22) 2026:0/16(n17),True,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""dist_pdh_pct"", "">="", -0.1682], [""vix_chg"", ""<"", 0.0], [""or_state"", ""=="", 1.0]]"
R0720,"When opening gap vs prior close ≤ +0.04% (≈+9 pts at 25,000) AND range so far (high−low since 09:15) ≥ 1.04% (≈260 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 at 13:00",13:00,price 30 min after 13:00 is further in the move's direction than at 13:00,direction (continuation / reversal),subgroup,higher,30,0.8333,0.5088,1.638,19,0.4211,0.4989,0.844,"[0.2314, 0.6372]",0.8065967016491754,1.0,0.8177192287911259,0.9350859886882052,0.998924248677784,1.0,0.0113285320426002,1.0,0.00046418714307190184,False,2022:77/45(n13) 2023:80/50(n5) 2024:92/58(n12) 2025:60/49(n5) 2026:36/51(n14),False,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +30 min,30,0.5333333333333333,11.340221560204924,103.1511639077541,19,0.42105263157894735,-11.114016095496277,344.09879066681646,-0.8631578947373016,"[[""gap_pct"", ""<="", 0.0365], [""rng_pct"", "">="", 1.04], [""vix_chg"", "">="", 0.7733]]"
R0721,"When size of the opening gap ≤ 0.11% (≈28 pts at 25,000) AND India VIX change on the prior day (%) is positive AND the move from the open is UP at 13:00",13:00,price 30 min after 13:00 is further in the move's direction than at 13:00,direction (continuation / reversal),subgroup,higher,33,0.8182,0.5088,1.608,26,0.3846,0.4989,0.771,"[0.2243, 0.5747]",0.8735632183908046,1.0,0.9138638316808382,0.9814389832816433,0.998924248677784,1.0,0.011476246004585371,1.0,0.00047153971890604584,False,2022:88/45(n8) 2023:71/50(n7) 2024:83/58(n18) 2025:37/49(n19) 2026:43/51(n7),False,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +30 min,33,0.5757575757575758,4.39608936718777,125.38037312229855,26,0.38461538461538464,-12.61546580782732,365.07503980977555,-3.625,"[[""abs_gap_pct"", ""<="", 0.1124], [""vix_chg"", "">"", 0.0], [""dir"", ""=="", 1.0]]"
R0722,When 1-min ADX(14) ≥ 32 AND price vs session TWAP (time-weighted VWAP) is positive AND India VIX change on the prior day (%) is positive at 13:00,13:00,price 30 min after 13:00 is further in the move's direction than at 13:00,direction (continuation / reversal),subgroup,higher,33,0.8182,0.5088,1.608,24,0.375,0.4989,0.752,"[0.2116, 0.5729]",0.8710644677661169,1.0,0.9225946884111262,0.9814389832816433,0.998924248677784,1.0,0.011476246004585371,1.0,0.00047153971890604584,False,2022:80/45(n10) 2023:88/50(n8) 2024:80/58(n15) 2025:38/49(n13) 2026:36/51(n11),False,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +30 min,33,0.5151515151515151,6.4831953955288535,73.93269705684854,24,0.3333333333333333,-13.679297746393098,425.3986835901656,-3.4333333333336973,"[[""adx_14"", "">="", 32.0139], [""dist_twap_pct"", "">"", 0.0], [""vix_chg"", "">"", 0.0]]"
R0723,"When opening-range size ≤ 0.35% (≈88 pts at 25,000) AND 1-min Bollinger %B ≤ 0.157 AND the move from the open is UP at 13:00",13:00,price 30 min after 13:00 is further in the move's direction than at 13:00,direction (continuation / reversal),subgroup,higher,32,0.8125,0.5088,1.597,7,0.2857,0.4989,0.573,"[0.0822, 0.6411]",0.9180409795102449,1.0,0.9367491509969073,0.9853243980443671,0.998924248677784,1.0,0.016532516780783137,1.0,0.0007652912642393187,False,2022:60/45(n5) 2023:89/50(n9) 2024:83/58(n18) 2025:67/49(n3) 2026:0/51(n4),False,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +30 min,32,0.5,3.030878660306455,97.59813675379854,7,0.14285714285714285,-21.15971324907321,148.11799274351247,-9.778571428571013,"[[""or_rng_pct"", ""<="", 0.3526], [""bb_pctb"", ""<="", 0.1566], [""dir"", ""=="", 1.0]]"
R0724,"When range so far (high−low since 09:15) ≥ 1.04% (≈260 pts at 25,000) AND price vs prior-day high ≤ -0.54% (≈-134 pts at 25,000) AND 1-min Supertrend is up at 13:00",13:00,price 30 min after 13:00 is further in the move's direction than at 13:00,direction (continuation / reversal),subgroup,higher,31,0.8065,0.5088,1.585,18,0.4444,0.4989,0.891,"[0.2456, 0.6628]",0.751624187906047,1.0,0.7566065544888083,0.8925019065086428,0.998924248677784,1.0,0.023693174466000215,1.0,0.0012343413971074083,False,2022:77/45(n13) 2023:60/50(n5) 2024:92/58(n13) 2025:38/49(n8) 2026:50/51(n10),True,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +30 min,31,0.5483870967741935,5.504332022545094,145.04716304000175,18,0.4444444444444444,-12.960444348539456,356.23474899082083,-3.425000000000283,"[[""rng_pct"", "">="", 1.04], [""dist_pdh_pct"", ""<="", -0.5355], [""supertrend_dir"", ""=="", 1.0]]"
R0725,"When CPR width ≥ 0.20% (≈51 pts at 25,000) AND 1-min RSI(14) ≥ 52.7 AND 1-min ADX(14) ≥ 32 at 13:00",13:00,price 30 min after 13:00 is further in the move's direction than at 13:00,direction (continuation / reversal),subgroup,higher,30,0.8,0.5088,1.572,19,0.4211,0.4989,0.844,"[0.2314, 0.6372]",0.7941029485257372,1.0,0.8177192287911259,0.9350859886882052,0.998924248677784,1.0,0.03362487079448134,1.0,0.001977725572393445,False,2022:80/45(n15) 2023:83/50(n6) 2024:78/58(n9) 2025:56/49(n9) 2026:30/51(n10),False,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +30 min,30,0.5333333333333333,14.602584108041777,73.93269705684854,19,0.3684210526315789,-11.176123118138905,237.4023772681073,-0.4184210526316172,"[[""cpr_width_pct"", "">="", 0.2031], [""rsi_14"", "">="", 52.7376], [""adx_14"", "">="", 32.0139]]"
R0726,"When India VIX (prior day's close) ≤ 14.1 AND India VIX (prior day's close) > 13.6 AND opening-range size ≤ 0.53% (≈133 pts at 25,000) at 13:00",13:00,price 30 min after 13:00 is further in the move's direction than at 13:00,direction (continuation / reversal),rulefit,higher,57,0.7895,0.5088,1.552,18,0.6667,0.4989,1.336,"[0.4375, 0.8372]",0.10644677661169415,1.0,0.1170175248769416,0.2350263348850704,0.998924248677784,1.0,0.0011054983520882372,1.0,2.3599369400402633e-05,True,2022:56/45(n9) 2023:71/50(n14) 2024:88/58(n34) 2025:57/49(n14) 2026:100/51(n4),True,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +30 min,57,0.5789473684210527,7.584088720891457,60.50876251160146,18,0.5555555555555556,2.4106642820507123,109.29123657334789,11.256633333333916,"[[""vix_prev"", ""<="", 14.13], [""vix_prev"", "">"", 13.615], [""or_rng_pct"", ""<="", 0.5336]]"
R0727,"When move from the open to 13:00 ≥ +0.06% (≈+16 pts at 25,000) AND size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND range so far (high−low since 09:15) ≥ 0.79% (≈198 pts at 25,000) at 13:00",13:00,price 30 min after 13:00 is further in the move's direction than at 13:00,direction (continuation / reversal),subgroup,higher,34,0.7941,0.5088,1.561,37,0.5676,0.4989,1.138,"[0.4091, 0.7133]",0.12743628185907047,1.0,0.25122693673270385,0.4321992610693596,0.998924248677784,1.0,0.022855453068028008,1.0,0.001176200865472002,True,2022:80/45(n10) 2023:60/50(n5) 2024:84/58(n19) 2025:59/49(n22) 2026:53/51(n15),True,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +30 min,34,0.5882352941176471,3.8938041909351333,118.8917923102978,37,0.4594594594594595,-4.667429765848683,294.1915142815346,5.0716702702702605,"[[""mv_pct"", "">="", 0.0637], [""abs_gap_pct"", ""<="", 0.2212], [""rng_pct"", "">="", 0.7939]]"
R0728,"When India VIX change on the prior day (%) > -3.25 AND size of the opening gap > 1.08% (≈270 pts at 25,000) AND 1-min Bollinger %B > -0.199 at 13:00",13:00,price 30 min after 13:00 is further in the move's direction than at 13:00,direction (continuation / reversal),rulefit,lower,31,0.129,0.5088,0.254,17,0.7059,0.4989,1.415,"[0.4687, 0.8672]",0.9810094952523738,1.0,0.9760119560902778,0.9992166154187662,0.998924248677784,1.0,0.0010595499554699364,1.0,2.237689356423854e-05,False,2022:17/45(n23) 2023:0/50(n2) 2024:0/58(n6) 2025:80/49(n5) 2026:67/51(n12),False,FAIL,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at +30 min,31,0.7096774193548387,19.27280224476155,43.78910585059964,17,0.23529411764705882,-20.700903118594958,374.14397244516266,-11.023529411764791,"[[""vix_chg"", "">"", -3.2539], [""abs_gap_pct"", "">"", 1.0795], [""bb_pctb"", "">"", -0.1986]]"
R0729,"When opening gap vs prior close ≥ +0.21% (≈+53 pts at 25,000) AND 1-min Bollinger %B ≥ 0.815 AND price has already touched the prior-day high at 13:00",13:00,price 30 min after 13:00 is further in the move's direction than at 13:00,direction (continuation / reversal),subgroup,lower,36,0.1389,0.5088,0.273,21,0.7619,0.4989,1.527,"[0.5491, 0.8937]",0.9970014992503748,0.9900990099009901,0.9965103256587393,1.0,0.998924248677784,1.0,0.0004661244096159244,1.0,8.059431995578441e-06,False,2022:19/45(n16) 2023:17/50(n12) 2024:0/58(n8) 2025:78/49(n18) 2026:67/51(n3),False,FAIL,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at +30 min,36,0.5555555555555556,7.841620238311121,43.14585003350075,21,0.09523809523809523,-30.187594711403367,633.9394889394706,-21.07712380952424,"[[""gap_pct"", "">="", 0.2104], [""bb_pctb"", "">="", 0.815], [""touched_pdh"", ""=="", 1.0]]"
R0730,When India VIX (prior day's close) > 16.7 AND 1-min ADX(14) ≤ 40 AND India VIX (prior day's close) ≤ 18.1 at 13:00,13:00,price 30 min after 13:00 is further in the move's direction than at 13:00,direction (continuation / reversal),rulefit,lower,40,0.15,0.5088,0.295,23,0.4348,0.4989,0.872,"[0.2563, 0.6319]",0.34182908545727136,0.900990099009901,0.34286756411023855,0.544554366528026,0.998924248677784,1.0,0.00031976269893257877,1.0,5.03224295660081e-06,False,2022:15/45(n34) 2023:0/50(n3) 2024:33/58(n3) 2025:50/49(n14) 2026:33/51(n9),True,FAIL,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at +30 min,40,0.7,11.775411751328402,103.83810466867665,23,0.2608695652173913,0.9981039807453126,123.14879651499524,11.291304347825802,"[[""vix_prev"", "">"", 16.735], [""adx_14"", ""<="", 39.9632], [""vix_prev"", ""<="", 18.055]]"
R0731,"When India VIX (prior day's close) > 14.3 AND 1-min ADX(14) ≤ 14.8 AND price vs prior-day low > +0.33% (≈+83 pts at 25,000) at 13:00",13:00,price 30 min after 13:00 is further in the move's direction than at 13:00,direction (continuation / reversal),rulefit,lower,33,0.1515,0.5088,0.298,14,0.6429,0.4989,1.289,"[0.3876, 0.8366]",0.9425287356321839,1.0,0.9116010869567672,0.9814389832816433,0.998924248677784,1.0,0.0018038607554011132,1.0,4.355166677492571e-05,True,2022:18/45(n17) 2023:25/50(n4) 2024:8/58(n12) 2025:56/49(n9) 2026:80/51(n5),False,FAIL,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at +30 min,33,0.5757575757575758,5.400477185293436,116.47111640812423,14,0.2857142857142857,-20.269556777190505,302.4655369891055,-10.296428571428416,"[[""vix_prev"", "">"", 14.34], [""adx_14"", ""<="", 14.8148], [""dist_pdl_pct"", "">"", 0.3334]]"
R0732,"When India VIX change on the prior day (%) > 4.9 AND prior day's close-to-close return ≤ -0.08% (≈-21 pts at 25,000) AND prior day's close-to-close return > -0.96% (≈-240 pts at 25,000) at 13:00",13:00,price 60 min after 13:00 is further in the move's direction than at 13:00,direction (continuation / reversal),tree,higher,30,0.9333,0.5347,1.746,19,0.4211,0.5581,0.754,"[0.2314, 0.6372]",0.9290354822588706,0.8910891089108911,0.9237472375261331,0.9814389832816433,0.998924248677784,1.0,0.00031677920659133014,1.0,4.969182229507998e-06,False,2022:100/54(n7) 2023:88/49(n8) 2024:93/58(n15) 2025:46/57(n11) 2026:38/55(n8),False,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +60 min,30,0.8666666666666667,23.772670756083514,53.01174321819781,19,0.3684210526315789,-20.19397022440843,596.3071341048978,-9.7470315789473,"[[""vix_chg"", "">"", 4.9049], [""prevret_pct"", ""<="", -0.0829], [""prevret_pct"", "">"", -0.961]]"
R0733,"When prior day's close-to-close return ≤ +0.11% (≈+27 pts at 25,000) AND prior-day range ≤ 0.49% (≈121 pts at 25,000) AND opening-range size > 0.19% (≈48 pts at 25,000) at 13:00",13:00,price 60 min after 13:00 is further in the move's direction than at 13:00,direction (continuation / reversal),rulefit,higher,31,0.871,0.5347,1.629,21,0.5238,0.5581,0.939,"[0.3237, 0.7166]",0.7076461769115442,1.0,0.7056026921553061,0.8601562839868578,0.998924248677784,1.0,0.004990175308483123,1.0,0.00015938769169728442,False,2022:75/54(n4) 2023:86/49(n14) 2024:92/58(n13) 2025:50/57(n12) 2026:56/55(n9),False,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +60 min,31,0.6774193548387096,14.222419333041772,38.85058807020218,21,0.23809523809523808,-12.430841195919433,284.0686424989718,-1.7166666666668053,"[[""prevret_pct"", ""<="", 0.1098], [""pdr_pct"", ""<="", 0.4851], [""or_rng_pct"", "">"", 0.1927]]"
R0734,"When size of the move from the open to 13:00 (either direction) > 0.07% (≈17 pts at 25,000) AND India VIX change on the prior day (%) > 7.08 at 13:00",13:00,price 60 min after 13:00 is further in the move's direction than at 13:00,direction (continuation / reversal),rulefit,higher,43,0.814,0.5347,1.522,32,0.5625,0.5581,1.008,"[0.3933, 0.7183]",0.5032483758120939,1.0,0.5533927014406581,0.7554743058993254,0.998924248677784,1.0,0.0072048712417217995,1.0,0.00025671494730032825,True,2022:75/54(n16) 2023:91/49(n11) 2024:81/58(n16) 2025:44/57(n9) 2026:61/55(n23),True,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +60 min,43,0.7441860465116279,19.920208046528288,120.49826507911953,32,0.4375,-15.964162729713383,541.4384004349267,-5.493831249999744,"[[""abs_mv_pct"", "">"", 0.0676], [""vix_chg"", "">"", 7.0809]]"
R0735,"When position in today's range so far (0 = at low, 1 = at high) ≤ 0.396 AND India VIX change on the prior day (%) ≥ 3.36 AND the day opened inside the prior-day range at 13:00",13:00,price 60 min after 13:00 is further in the move's direction than at 13:00,direction (continuation / reversal),subgroup,higher,33,0.8182,0.5347,1.53,23,0.6087,0.5581,1.091,"[0.4079, 0.7784]",0.4302848575712144,1.0,0.3935323892545201,0.6062020322589438,0.998924248677784,1.0,0.025143810626716435,1.0,0.0013358263768802853,False,2022:50/54(n10) 2023:100/49(n8) 2024:93/58(n15) 2025:71/57(n14) 2026:44/55(n9),True,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +60 min,33,0.6363636363636364,19.904247753166104,110.00671070312714,23,0.4782608695652174,-9.511179415393544,341.55597075045364,1.0647043478262355,"[[""pos_rng"", ""<="", 0.3962], [""vix_chg"", "">="", 3.3595], [""open_vs_pd"", ""=="", 0.0]]"
R0736,"When prior-day range ≥ 0.99% (≈247 pts at 25,000) AND prior day's close-to-close return is negative AND it is Tuesday at 13:00",13:00,price 60 min after 13:00 is further in the move's direction than at 13:00,direction (continuation / reversal),subgroup,higher,32,0.8125,0.5347,1.52,13,0.4615,0.5581,0.827,"[0.2321, 0.7086]",0.8310844577711144,1.0,0.8364819793023841,0.945419167304555,0.998924248677784,1.0,0.03468600222363457,1.0,0.002065548246536346,True,2022:80/54(n15) 2023:80/49(n5) 2024:83/58(n12) 2025:50/57(n6) 2026:43/55(n7),False,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +60 min,32,0.75,30.495902870409793,140.56376571494462,13,0.3076923076923077,-9.198864885857349,265.9375759268528,0.9253692307689702,"[[""pdr_pct"", "">="", 0.9892], [""prevret_pct"", ""<"", 0.0], [""dow"", ""=="", 1.0]]"
R0737,"When prior day's close-to-close return ≤ -0.10% (≈-25 pts at 25,000) AND 1-min ATR(14) as % of price ≥ 0.0333 AND it is Tuesday at 13:00",13:00,price 60 min after 13:00 is further in the move's direction than at 13:00,direction (continuation / reversal),subgroup,higher,32,0.8125,0.5347,1.52,21,0.5714,0.5581,1.024,"[0.3655, 0.7553]",0.5387306346826587,1.0,0.5417270287105388,0.7437269377212481,0.998924248677784,1.0,0.03468600222363457,1.0,0.002065548246536346,False,2022:69/54(n16) 2023:75/49(n4) 2024:100/58(n12) 2025:50/57(n12) 2026:67/55(n9),False,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +60 min,32,0.78125,31.40727263136882,214.08922905776407,21,0.42857142857142855,-14.11275095552231,393.2351464358773,-4.042895238095385,"[[""prevret_pct"", ""<="", -0.1019], [""atr14_pct"", "">="", 0.0333], [""dow"", ""=="", 1.0]]"
R0738,"When size of the opening gap ≤ 0.11% (≈28 pts at 25,000) AND price vs prior-day high ≥ -0.16% (≈-40 pts at 25,000) AND the day opened inside the prior-day range at 13:00",13:00,price 60 min after 13:00 is further in the move's direction than at 13:00,direction (continuation / reversal),subgroup,higher,41,0.8049,0.5347,1.505,45,0.3556,0.5581,0.637,"[0.2322, 0.5016]",0.9995002498750625,1.0,0.9980280929999572,1.0,0.998924248677784,1.0,0.013835039979791143,1.0,0.0006023469312859105,False,2022:71/54(n7) 2023:87/49(n15) 2024:79/58(n19) 2025:41/57(n32) 2026:23/55(n13),False,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +60 min,41,0.5609756097560976,5.398264506761988,126.9433380692534,45,0.24444444444444444,-25.902742449493527,1226.6410035961746,-15.967897777777802,"[[""abs_gap_pct"", ""<="", 0.1124], [""dist_pdh_pct"", "">="", -0.1616], [""open_vs_pd"", ""=="", 0.0]]"
R0739,"When prior-day range ≥ 0.99% (≈247 pts at 25,000) AND India VIX change on the prior day (%) ≥ 3.36 AND price is below the CPR at 13:00",13:00,price 60 min after 13:00 is further in the move's direction than at 13:00,direction (continuation / reversal),subgroup,higher,41,0.8049,0.5347,1.505,18,0.6111,0.5581,1.095,"[0.3862, 0.797]",0.40879560219890054,1.0,0.41853519934143346,0.6287731279132509,0.998924248677784,1.0,0.013835039979791143,1.0,0.0006023469312859105,True,2022:65/54(n17) 2023:88/49(n8) 2024:94/58(n16) 2025:67/57(n6) 2026:58/55(n12),True,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +60 min,41,0.6829268292682927,17.418431142253244,161.26819655862647,18,0.5,0.26230714973088926,271.8748543732337,9.811111111111233,"[[""pdr_pct"", "">="", 0.9892], [""vix_chg"", "">="", 3.3595], [""cpr_pos"", ""=="", -1.0]]"
R0740,"When move from the open to 13:00 ≤ -0.02% (≈-5 pts at 25,000) AND move from the open to 13:00 > -0.24% (≈-60 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) ≤ -0.11% (≈-28 pts at 25,000) at 13:00",13:00,price 60 min after 13:00 is further in the move's direction than at 13:00,direction (continuation / reversal),rulefit,lower,41,0.2195,0.5347,0.411,19,0.4211,0.5581,0.754,"[0.2314, 0.6372]",0.14792603698150925,1.0,0.16552988811086752,0.31424814696047504,0.998924248677784,1.0,0.0027881920081260555,1.0,7.562071226726939e-05,True,2022:21/54(n14) 2023:23/49(n13) 2024:21/58(n14) 2025:43/57(n7) 2026:42/55(n12),True,FAIL,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at +60 min,41,0.6097560975609756,9.597819676322851,227.66910714286382,19,0.2631578947368421,-23.279876697842955,488.6827541930103,-12.091484210526495,"[[""mv_pct"", ""<="", -0.0216], [""mv_pct"", "">"", -0.2383], [""dist_twap_pct"", ""<="", -0.1128]]"
R0741,"When India VIX change on the prior day (%) ≤ -2.36 AND distance from TWAP in the move's direction ≤ +0.03% (≈+9 pts at 25,000) AND India VIX change on the prior day (%) > -6.21 at 13:00",13:00,price 60 min after 13:00 is further in the move's direction than at 13:00,direction (continuation / reversal),rulefit,lower,41,0.2195,0.5347,0.411,25,0.6,0.5581,1.075,"[0.4074, 0.766]",0.7346326836581709,1.0,0.7313938141452705,0.8740149541073053,0.998924248677784,1.0,0.0027881920081260555,1.0,7.562071226726939e-05,False,2022:0/54(n11) 2023:20/49(n15) 2024:40/58(n15) 2025:50/57(n14) 2026:73/55(n11),False,FAIL,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at +60 min,41,0.6097560975609756,6.644195509019777,72.57185684009636,25,0.28,2.7222694415177675,218.7491412847715,12.930568000000495,"[[""vix_chg"", ""<="", -2.364], [""twap_dir_pct"", ""<="", 0.0341], [""vix_chg"", "">"", -6.212]]"
R0742,"When size of the move from the open to 13:00 (either direction) ≤ 0.11% (≈28 pts at 25,000) AND CPR width ≤ 0.06% (≈16 pts at 25,000) AND it is not expiry day at 13:00",13:00,price 60 min after 13:00 is further in the move's direction than at 13:00,direction (continuation / reversal),subgroup,lower,32,0.2188,0.5347,0.409,18,0.5556,0.5581,0.995,"[0.3372, 0.7544]",0.5872063968015993,1.0,0.5814648006585665,0.7784900636916345,0.998924248677784,1.0,0.012646939955387971,1.0,0.0005346873061131731,True,2022:0/54(n3) 2023:33/49(n15) 2024:14/58(n14) 2025:44/57(n9) 2026:67/55(n9),False,FAIL,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at +60 min,32,0.53125,7.868120648337683,42.38972660060364,18,0.3333333333333333,-0.49214863533171216,137.52200272302278,11.377777777778546,"[[""abs_mv_pct"", ""<="", 0.1119], [""cpr_width_pct"", ""<="", 0.0624], [""is_expiry"", ""=="", 0.0]]"
R0743,"When range so far (high−low since 09:15) > 0.42% (≈104 pts at 25,000) AND range so far (high−low since 09:15) ≤ 0.47% (≈117 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0267 at 13:00",13:00,price 60 min after 13:00 is further in the move's direction than at 13:00,direction (continuation / reversal),rulefit,lower,32,0.2188,0.5347,0.409,22,0.5909,0.5581,1.059,"[0.3873, 0.7674]",0.7056471764117941,1.0,0.6973709900063583,0.8595556585989043,0.998924248677784,1.0,0.012646939955387971,1.0,0.0005346873061131731,False,2022:0/54(n5) 2023:25/49(n20) 2024:29/58(n7) 2025:46/57(n11) 2026:73/55(n11),True,FAIL,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at +60 min,32,0.5625,2.056055447671829,50.500184101507266,22,0.3181818181818182,-8.65775941630232,201.40872751525313,2.202272727273091,"[[""rng_pct"", "">"", 0.4164], [""rng_pct"", ""<="", 0.4683], [""atr14_pct"", ""<="", 0.0267]]"
R0744,When (it is Thursday or it is Friday) AND 1-min ATR(14) as % of price ≤ 0.0222 at 13:00,13:00,the close is further in the move's direction than the 13:00 price (continuation to close),direction (continuation / reversal),rulefit,higher,31,0.8387,0.5224,1.605,18,0.5,0.5239,0.954,"[0.2903, 0.7097]",0.7081459270364817,1.0,0.6702074444544264,0.8455755988999757,0.998924248677784,1.0,0.01177535191024499,1.0,0.00048781070802592747,True,2022:75/56(n8) 2023:94/50(n16) 2024:71/51(n7) 2025:58/55(n12) 2026:33/49(n6),False,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,31,0.7419354838709677,23.277020708026246,156.5737291928728,18,0.5,-1.758547374694808,308.2190058792725,8.145422222221896,"[[""dow"", "">"", 2.5], [""atr14_pct"", ""<="", 0.0222]]"
R0745,When (it is Monday or it is Tuesday or it is Wednesday) AND India VIX change on the prior day (%) > 5.3 AND 1-min Bollinger %B > 0.3 at 13:00,13:00,the close is further in the move's direction than the 13:00 price (continuation to close),direction (continuation / reversal),rulefit,higher,45,0.8222,0.5224,1.574,26,0.5,0.5239,0.954,"[0.3206, 0.6794]",0.6381809095452274,1.0,0.6707189164114005,0.8455755988999757,0.998924248677784,1.0,0.0021834557242411436,1.0,5.532916953695478e-05,False,2022:80/56(n15) 2023:100/50(n9) 2024:76/51(n21) 2025:30/55(n10) 2026:62/49(n16),True,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,45,0.7555555555555555,51.2861591398599,171.3882443203015,26,0.38461538461538464,-8.079649817144421,251.37167500993553,2.5036307692309774,"[[""dow"", ""<="", 2.5], [""vix_chg"", "">"", 5.3019], [""bb_pctb"", "">"", 0.3002]]"
R0746,"When distance from TWAP in the move's direction > +0.50% (≈+124 pts at 25,000) AND gap measured in the direction of the move so far > -0.97% (≈-243 pts at 25,000) AND 1-min RSI(14) > 23.6 at 13:00",13:00,the close is further in the move's direction than the 13:00 price (continuation to close),direction (continuation / reversal),rulefit,higher,46,0.8043,0.5224,1.54,23,0.5217,0.5239,0.996,"[0.3296, 0.7076]",0.5757121439280359,1.0,0.5917516125758205,0.7867909385897303,0.998924248677784,1.0,0.004514802055744679,1.0,0.00013992421263186888,True,2022:83/56(n24) 2023:40/50(n5) 2024:88/51(n17) 2025:44/55(n9) 2026:57/49(n14),True,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,46,0.6521739130434783,33.31525312620433,264.1840321745318,23,0.4782608695652174,-6.484153308585917,430.65828414736444,4.563278260869518,"[[""twap_dir_pct"", "">"", 0.4962], [""gap_dir_pct"", "">"", -0.9737], [""rsi_14"", "">"", 23.6112]]"
R0747,"When position in today's range so far (0 = at low, 1 = at high) ≤ 0.396 AND distance from TWAP in the move's direction ≤ +0.08% (≈+19 pts at 25,000) AND India VIX change on the prior day (%) is positive at 13:00",13:00,the close is further in the move's direction than the 13:00 price (continuation to close),direction (continuation / reversal),subgroup,higher,36,0.8056,0.5224,1.542,30,0.7333,0.5239,1.4,"[0.5555, 0.8582]",0.015992003998001,1.0,0.01591804219595097,0.04383098304380834,0.998924248677784,1.0,0.017601907471731713,1.0,0.0008309063621502319,True,2022:83/56(n12) 2023:73/50(n11) 2024:85/51(n13) 2025:81/55(n16) 2026:64/49(n14),True,WATCH,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,36,0.7222222222222222,21.47991372154421,211.2002430716234,30,0.6,26.44109011317219,228.34306706881,36.563013333333465,"[[""pos_rng"", ""<="", 0.3962], [""twap_dir_pct"", ""<="", 0.0768], [""vix_chg"", "">"", 0.0]]"
R0748,"When distance from TWAP in the move's direction ≤ +0.08% (≈+19 pts at 25,000) AND prior day's close-to-close return ≤ -0.54% (≈-134 pts at 25,000) AND price is inside the prior-day range at 13:00",13:00,the close is further in the move's direction than the 13:00 price (continuation to close),direction (continuation / reversal),subgroup,higher,31,0.8065,0.5224,1.544,20,0.5,0.5239,0.954,"[0.2993, 0.7007]",0.6746626686656672,1.0,0.6698133793935289,0.8455755988999757,0.998924248677784,1.0,0.034488857501332744,1.0,0.002048401495304556,True,2022:79/56(n14) 2023:88/50(n8) 2024:78/51(n9) 2025:58/55(n12) 2026:38/49(n8),False,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,31,0.7741935483870968,36.198772314854104,236.72508616360878,20,0.4,-9.23408761082932,522.7940424495035,0.5449299999994764,"[[""twap_dir_pct"", ""<="", 0.0768], [""prevret_pct"", ""<="", -0.5369], [""pd_pos"", ""=="", 0.0]]"
R0749,When 1-min RSI(14) ≤ 47.1 AND India VIX change on the prior day (%) is negative AND it is weekly-expiry day at 13:00,13:00,the close is further in the move's direction than the 13:00 price (continuation to close),direction (continuation / reversal),subgroup,higher,31,0.8065,0.5224,1.544,17,0.4706,0.5239,0.898,"[0.2616, 0.6904]",0.7391304347826086,1.0,0.7527559364123392,0.8895835616517173,0.998924248677784,1.0,0.034488857501332744,1.0,0.002048401495304556,True,2022:64/56(n11) 2023:89/50(n9) 2024:91/51(n11) 2025:44/55(n9) 2026:50/49(n8),False,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,31,0.7096774193548387,19.93877518183812,151.69803634653738,17,0.29411764705882354,5.075294789054161,293.65159975343164,16.146847058823315,"[[""rsi_14"", ""<="", 47.1103], [""vix_chg"", ""<"", 0.0], [""dte_cat"", ""=="", 0.0]]"
R0750,"When move from the open to 13:00 ≥ +0.06% (≈+16 pts at 25,000) AND distance from TWAP in the move's direction ≤ +0.08% (≈+19 pts at 25,000) AND prior day's close-to-close return ≤ -0.10% (≈-25 pts at 25,000) at 13:00",13:00,the close is further in the move's direction than the 13:00 price (continuation to close),direction (continuation / reversal),subgroup,higher,35,0.8,0.5224,1.531,35,0.6,0.5239,1.145,"[0.4357, 0.7445]",0.20389805097451275,1.0,0.2327398169927622,0.40541774572932765,0.998924248677784,1.0,0.024555105764173926,1.0,0.001294436450729648,True,2022:80/56(n15) 2023:80/50(n10) 2024:80/51(n10) 2025:61/55(n18) 2026:59/49(n17),True,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,35,0.7142857142857143,20.606397460279492,112.08518615301,35,0.42857142857142855,-0.617835829818816,496.2347406831453,9.736354285714125,"[[""mv_pct"", "">="", 0.0637], [""twap_dir_pct"", ""<="", 0.0768], [""prevret_pct"", ""<="", -0.1019]]"
R0751,"When opening-range size ≤ 0.35% (≈88 pts at 25,000) AND price vs prior-day high ≥ -0.16% (≈-40 pts at 25,000) AND it is weekly-expiry day at 13:00",13:00,the close is further in the move's direction than the 13:00 price (continuation to close),direction (continuation / reversal),subgroup,higher,35,0.8,0.5224,1.531,13,0.3077,0.5239,0.587,"[0.1268, 0.5763]",0.9800099950024987,1.0,0.9683128138683165,0.9992166154187662,0.998924248677784,1.0,0.024555105764173926,1.0,0.001294436450729648,True,2022:67/56(n9) 2023:80/50(n15) 2024:91/51(n11) 2025:44/55(n9) 2026:0/49(n4),False,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,35,0.7142857142857143,11.987356829161762,153.53290086464511,13,0.23076923076923078,-47.54346876004741,618.0650938806164,-37.70510769230728,"[[""or_rng_pct"", ""<="", 0.3526], [""dist_pdh_pct"", "">="", -0.1616], [""dte_cat"", ""=="", 0.0]]"
R0752,When India VIX change on the prior day (%) ≤ -3.31 AND price is inside the prior-day range AND price has not touched the prior-day low yet at 13:00,13:00,the close is further in the move's direction than the 13:00 price (continuation to close),direction (continuation / reversal),subgroup,lower,32,0.1875,0.5224,0.359,29,0.5517,0.5239,1.053,"[0.3755, 0.7159]",0.7511244377811095,1.0,0.6851962645900453,0.8548274883616691,0.998924248677784,1.0,0.006088562350758881,1.0,0.00020642053747555586,False,2022:25/56(n12) 2023:0/50(n7) 2024:23/51(n13) 2025:73/55(n15) 2026:36/49(n14),False,FAIL,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,32,0.65625,16.750213068126044,117.79771203988537,29,0.3448275862068966,-28.148544382798697,816.307787101162,-17.81642068965473,"[[""vix_chg"", ""<="", -3.3112], [""pd_pos"", ""=="", 0.0], [""touched_pdl"", ""=="", 0.0]]"
R0753,When 1-min ADX(14) > 29.7 AND India VIX (prior day's close) ≤ 15.2 AND 1-min Bollinger %B > 0.572 at 13:00,13:00,the close is further in the move's direction than the 13:00 price (continuation to close),direction (continuation / reversal),rulefit,lower,34,0.2059,0.5224,0.394,37,0.5135,0.5239,0.98,"[0.3589, 0.6655]",0.5602198900549725,1.0,0.5140101941306803,0.7226381299663237,0.998924248677784,1.0,0.008440096838793173,1.0,0.0003151726400005738,True,2022:0/56(n1) 2023:29/50(n17) 2024:12/51(n16) 2025:55/55(n22) 2026:47/49(n15),False,FAIL,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,34,0.7058823529411765,28.310598253097794,169.16238221577908,37,0.35135135135135137,-22.969875445199065,969.3372865612114,-12.572486486486111,"[[""adx_14"", "">"", 29.671], [""vix_prev"", ""<="", 15.235], [""bb_pctb"", "">"", 0.5718]]"
R0754,"When move from the open to 13:00 ≤ +0.14% (≈+35 pts at 25,000) AND 1-min Bollinger %B ≤ 0.0116 AND position in today's range so far (0 = at low, 1 = at high) ≤ 0.749 at 13:00",13:00,the close is further in the move's direction than the 13:00 price (continuation to close),direction (continuation / reversal),rulefit,lower,33,0.2121,0.5224,0.406,21,0.4762,0.5239,0.909,"[0.2834, 0.6763]",0.3498250874562719,1.0,0.41217100376587057,0.6217503794486422,0.998924248677784,1.0,0.012545873538879758,1.0,0.0005292308049656594,False,2022:50/56(n8) 2023:0/50(n9) 2024:19/51(n16) 2025:64/55(n14) 2026:14/49(n7),True,FAIL,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,33,0.7575757575757576,29.21779001163363,225.15403715280738,21,0.5238095238095238,2.755476732910372,302.96456250360154,12.914676190476582,"[[""mv_pct"", ""<="", 0.1409], [""bb_pctb"", ""<="", 0.0116], [""pos_rng"", ""<="", 0.7488]]"
R0755,"When prior-day range ≤ 0.78% (≈196 pts at 25,000) AND 1-min ADX(14) ≥ 32 AND it is not expiry day at 13:00",13:00,the close is further in the move's direction than the 13:00 price (continuation to close),direction (continuation / reversal),subgroup,lower,37,0.2162,0.5224,0.414,31,0.4194,0.5239,0.8,"[0.2642, 0.5923]",0.16591704147926037,1.0,0.1621119308812815,0.30896626826785417,0.998924248677784,1.0,0.007586666331080461,1.0,0.00027473597001977134,True,2022:0/56(n6) 2023:25/50(n16) 2024:27/51(n15) 2025:41/55(n17) 2026:43/49(n14),True,FAIL,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,37,0.7027027027027027,15.307639452190866,124.09603825850398,31,0.41935483870967744,-8.44541494885456,531.8926152043229,2.7895612903226836,"[[""pdr_pct"", ""<="", 0.7824], [""adx_14"", "">="", 32.0139], [""is_expiry"", ""=="", 0.0]]"
R0756,"When size of the move from the open to 13:00 (either direction) > 0.29% (≈73 pts at 25,000) AND prior-day range ≤ 0.99% (≈248 pts at 25,000) AND (expiry is 2 trading days away or expiry is 3+ trading days away) at 13:00",13:00,the day closes on the same side of the open as the move so far,level / structure,tree,higher,115,1.0,0.7905,1.265,72,0.9583,0.8314,1.153,"[0.8845, 0.9857]",0.0014992503748125937,0.009900990099009901,0.0010432461036799466,0.0043334838152859325,0.0026327412401880197,0.7709588706194805,1.772129028425796e-09,3.3355064134374564e-05,3.6161131801000393e-12,True,2022:100/80(n34) 2023:100/76(n34) 2024:100/81(n47) 2025:98/85(n47) 2026:92/81(n25),True,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,115,0.4608695652173913,-4.4496405149386415,1192.0334248623712,72,0.5138888888888888,4.301330250433284,644.8222825150034,14.265697222222066,"[[""abs_mv_pct"", "">"", 0.2925], [""pdr_pct"", ""<="", 0.994], [""dte_cat"", "">"", 1.5]]"
R0757,"When move from the open to 13:00 ≤ -0.43% (≈-107 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 at 13:00",13:00,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,65,1.0,0.7905,1.265,28,1.0,0.8314,1.203,"[0.8794, 1.0]",0.004997501249375313,0.2376237623762376,0.005691066207009857,0.01831694156693239,0.011154489765739321,1.0,4.462867536866383e-05,1.0,4.6110730930305426e-07,True,2022:100/80(n23) 2023:100/76(n22) 2024:100/81(n20) 2025:100/85(n13) 2026:100/81(n15),True,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,65,0.49230769230769234,3.4181140247716386,715.3385034616102,28,0.5,16.179817096625797,443.598680769285,26.371371428571496,"[[""mv_pct"", ""<="", -0.4276], [""vix_chg"", "">="", 0.7733]]"
R0758,"When size of the move from the open to 13:00 (either direction) ≥ 0.64% (≈160 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.30% (≈+74 pts at 25,000) AND 1-min Supertrend is down at 13:00",13:00,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,61,1.0,0.7905,1.265,22,1.0,0.8314,1.203,"[0.8513, 1.0]",0.017991004497751123,0.44554455445544555,0.01722755212866694,0.046514390747400734,0.028615256078124745,1.0,9.733691129013041e-05,1.0,1.1809915925153094e-06,True,2022:100/80(n26) 2023:100/76(n15) 2024:100/81(n20) 2025:100/85(n9) 2026:100/81(n13),False,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,61,0.4918032786885246,0.37003332406782163,728.102141655575,22,0.4090909090909091,-13.480002436018202,423.56146564911546,-3.1521727272728723,"[[""abs_mv_pct"", "">="", 0.6409], [""twap_dir_pct"", "">="", 0.2977], [""supertrend_dir"", ""=="", -1.0]]"
R0759,"When size of the move from the open to 13:00 (either direction) ≥ 0.38% (≈94 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 AND 1-min ADX(14) ≥ 24.2 at 13:00",13:00,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,60,1.0,0.7905,1.265,31,1.0,0.8314,1.203,"[0.8897, 1.0]",0.0029985007496251873,0.5544554455445545,0.0032709858894362873,0.011477972146325167,0.006993962556321952,1.0,0.00011827367194735736,1.0,1.4940254849998624e-06,True,2022:100/80(n21) 2023:100/76(n15) 2024:100/81(n24) 2025:100/85(n17) 2026:100/81(n14),True,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,60,0.48333333333333334,10.48588449199425,409.70054238802567,31,0.45161290322580644,-4.900981540438767,633.4177712109386,4.8182258064516645,"[[""abs_mv_pct"", "">="", 0.3774], [""vix_chg"", "">="", 0.7733], [""adx_14"", "">="", 24.1906]]"
R0760,"When move from the open to 13:00 ≤ -0.43% (≈-107 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) ≤ 0.195 AND the day opened inside the prior-day range at 13:00",13:00,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,60,1.0,0.7905,1.265,35,1.0,0.8314,1.203,"[0.9011, 1.0]",0.0029985007496251873,0.5544554455445545,0.0015631190196336727,0.0060531939724459355,0.0036912208174481906,1.0,0.00011827367194735736,1.0,1.4940254849998624e-06,True,2022:100/80(n19) 2023:100/76(n20) 2024:100/81(n21) 2025:100/85(n19) 2026:100/81(n16),True,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,60,0.48333333333333334,-4.789014986392976,654.214575360968,35,0.5428571428571428,8.140971619637472,398.34679551364616,17.92362857142881,"[[""mv_pct"", ""<="", -0.4276], [""pos_rng"", ""<="", 0.1946], [""open_vs_pd"", ""=="", 0.0]]"
R0761,"When size of the move from the open to 13:00 (either direction) ≥ 0.64% (≈160 pts at 25,000) AND price vs prior-day low ≤ -0.08% (≈-19 pts at 25,000) at 13:00",13:00,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,58,1.0,0.7905,1.265,33,1.0,0.8314,1.203,"[0.8957, 1.0]",0.0014992503748125937,0.7128712871287128,0.002261181164066963,0.008356912895334936,0.005094155266173847,1.0,0.00017396029547795219,1.0,2.391004565489738e-06,True,2022:100/80(n20) 2023:100/76(n16) 2024:100/81(n22) 2025:100/85(n15) 2026:100/81(n18),False,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,58,0.5172413793103449,1.3007765539634693,600.2173503611807,33,0.45454545454545453,0.6130450573924764,490.1337064556359,10.555624242424418,"[[""abs_mv_pct"", "">="", 0.6409], [""dist_pdl_pct"", ""<="", -0.0752]]"
R0762,"When move from the open to 13:00 ≤ -0.43% (≈-107 pts at 25,000) AND size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is negative at 13:00",13:00,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,51,1.0,0.7905,1.265,42,1.0,0.8314,1.203,"[0.9162, 1.0]",0.0004997501249375312,1.0,0.00042932922947390764,0.0020289222111637213,0.001231441887466623,0.32972484823596104,0.0006608821509833156,1.0,1.2398204749418602e-05,True,2022:100/80(n10) 2023:100/76(n19) 2024:100/81(n22) 2025:100/85(n24) 2026:100/81(n18),True,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,51,0.47058823529411764,0.1557132616964344,628.5864658100796,42,0.4523809523809524,11.590545757316754,390.90853176199545,21.620704761904822,"[[""mv_pct"", ""<="", -0.4276], [""abs_gap_pct"", ""<="", 0.2212], [""dist_twap_pct"", ""<"", 0.0]]"
R0763,"When size of the move from the open to 13:00 (either direction) ≥ 0.64% (≈160 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.30% (≈+74 pts at 25,000) AND price has not touched the prior-day high yet at 13:00",13:00,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,50,1.0,0.7905,1.265,20,1.0,0.8314,1.203,"[0.8389, 1.0]",0.01999000499750125,1.0,0.02492108143207973,0.06259248359685142,0.03856209442648127,1.0,0.0007994747377691566,1.0,1.568447564002248e-05,True,2022:100/80(n20) 2023:100/76(n13) 2024:100/81(n17) 2025:100/85(n6) 2026:100/81(n14),False,WATCH,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,50,0.38,-11.701214918223322,972.0780932427792,20,0.45,-9.13943238860018,441.804756253286,1.982680000000073,"[[""abs_mv_pct"", "">="", 0.6409], [""twap_dir_pct"", "">="", 0.2977], [""touched_pdh"", ""=="", 0.0]]"
R0764,"When size of the move from the open to 13:00 (either direction) ≤ 0.11% (≈28 pts at 25,000) AND CPR width ≤ 0.13% (≈33 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) is negative at 13:00",13:00,the day closes on the same side of the open as the move so far,level / structure,subgroup,lower,30,0.3667,0.7905,0.464,19,0.6842,0.8314,0.823,"[0.4601, 0.8464]",0.07646176911544228,0.46534653465346537,0.08619400721474811,0.1833272976208647,0.11571250283623719,1.0,9.991236435453866e-05,1.0,1.2175579975695661e-06,True,2022:25/80(n4) 2023:33/76(n15) 2024:46/81(n11) 2025:60/85(n10) 2026:78/81(n9),False,FAIL,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,30,0.6666666666666666,24.932305764450106,104.36636396205904,19,0.3157894736842105,-8.7788961524902,406.9135129893697,2.9513263157898204,"[[""abs_mv_pct"", ""<="", 0.1119], [""cpr_width_pct"", ""<="", 0.1322], [""ema9_21_pct"", ""<"", 0.0]]"
R0765,"When size of the move from the open to 13:00 (either direction) ≤ 0.11% (≈28 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0273 AND price vs session TWAP (time-weighted VWAP) is negative at 13:00",13:00,the day closes on the same side of the open as the move so far,level / structure,subgroup,lower,30,0.3667,0.7905,0.464,26,0.6538,0.8314,0.786,"[0.4622, 0.8059]",0.015492253873063468,0.46534653465346537,0.02201521085650521,0.05721600254685312,0.03517647821637246,1.0,9.991236435453866e-05,1.0,1.2175579975695661e-06,True,2022:29/80(n7) 2023:47/76(n17) 2024:17/81(n6) 2025:64/85(n14) 2026:67/81(n12),False,WATCH,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,30,0.6666666666666666,13.294510403052277,211.2624639410339,26,0.34615384615384615,-10.538206653560533,359.9371143076647,0.5335230769231623,"[[""abs_mv_pct"", ""<="", 0.1119], [""atr14_pct"", ""<="", 0.0273], [""dist_twap_pct"", ""<"", 0.0]]"
R0766,"When size of the move from the open to 13:00 (either direction) ≤ 0.11% (≈28 pts at 25,000) AND India VIX (prior day's close) ≤ 12.1 AND price is inside the opening range at 13:00",13:00,the day closes on the same side of the open as the move so far,level / structure,subgroup,lower,34,0.3824,0.7905,0.484,29,0.5862,0.8314,0.705,"[0.4074, 0.7449]",0.001999000499750125,0.27722772277227725,0.0015887204138034718,0.0061279215960991056,0.003736670413265766,1.0,5.355252355282243e-05,1.0,5.745896986376149e-07,True,2022:–(n0) 2023:39/76(n31) 2024:33/81(n3) 2025:61/85(n18) 2026:55/81(n11),False,PASS,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,34,0.6764705882352942,14.141086396148056,149.20119662139416,29,0.41379310344827586,3.134737674147069,352.1292144125346,13.490503448275785,"[[""abs_mv_pct"", ""<="", 0.1119], [""vix_prev"", ""<="", 12.09], [""or_state"", ""=="", 0.0]]"
R0767,"When (it is Monday or it is Tuesday or it is Wednesday) AND size of the move from the open to 13:00 (either direction) ≤ 0.16% (≈39 pts at 25,000) AND size of the opening gap ≤ 0.24% (≈59 pts at 25,000) at 13:00",13:00,the day closes on the same side of the open as the move so far,level / structure,rulefit,lower,56,0.3929,0.7905,0.497,43,0.5814,0.8314,0.699,"[0.4333, 0.7162]",0.0009995002498750624,0.009900990099009901,9.81516079515088e-05,0.0005817278227369913,0.00035190942363101934,0.07940465083277062,7.098831693208487e-08,0.0022373243522650784,2.4289054870053704e-10,True,2022:57/80(n7) 2023:46/76(n24) 2024:28/81(n25) 2025:52/85(n25) 2026:67/81(n18),True,PASS,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,56,0.6428571428571429,16.5786921097429,203.9776867418058,43,0.4883720930232558,-7.723260975306873,873.7558082262652,2.230297674418601,"[[""dow"", ""<="", 2.5], [""abs_mv_pct"", ""<="", 0.156], [""abs_gap_pct"", ""<="", 0.238]]"
R0768,"When size of the move from the open to 13:00 (either direction) > 0.95% (≈237 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) > -0.09% (≈-22 pts at 25,000) AND opening gap vs prior close > -0.21% (≈-53 pts at 25,000) at 13:00",13:00,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,38,1.0,0.3619,2.763,21,1.0,0.4533,2.206,"[0.8454, 1.0]",0.0004997501249375312,0.009900990099009901,6.083586388398432e-08,1.206784891739444e-06,7.300303666078118e-07,5.621233822880151e-05,5.46443947368812e-14,3.1128100087435606e-10,3.36987411592897e-17,True,2022:100/40(n15) 2023:100/25(n4) 2024:100/43(n19) 2025:100/46(n14) 2026:100/45(n7),False,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,38,0.5526315789473685,20.455925485647867,408.8381053271479,21,0.5238095238095238,22.219253168993458,436.26964991431635,31.271266666666982,"[[""abs_mv_pct"", "">"", 0.9471], [""ema9_21_pct"", "">"", -0.0893], [""gap_pct"", "">"", -0.2111]]"
R0769,"When size of the move from the open to 13:00 (either direction) > 0.78% (≈194 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0466 at 13:00",13:00,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,tree,higher,60,0.9833,0.3619,2.717,38,0.8421,0.4533,1.858,"[0.6958, 0.9256]",0.0004997501249375312,0.009900990099009901,8.719474502334301e-07,1.1300438955025254e-05,6.836068009830091e-06,0.0007830088103096203,6.009079729742164e-21,6.471025462813175e-18,7.001915605351878e-25,True,2022:100/40(n24) 2023:100/25(n14) 2024:96/43(n22) 2025:90/46(n20) 2026:78/45(n18),False,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,60,0.5333333333333333,6.09260452918338,466.5736420006965,38,0.4473684210526316,-3.502881069816057,428.7609925358176,6.787047368421362,"[[""abs_mv_pct"", "">"", 0.7775], [""atr14_pct"", ""<="", 0.0466]]"
R0770,"When size of the move from the open to 13:00 (either direction) > 0.78% (≈194 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0724 AND opening-range size ≤ 0.78% (≈195 pts at 25,000) at 13:00",13:00,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,78,0.9615,0.3619,2.657,39,0.8718,0.4533,1.923,"[0.7329, 0.944]",0.0004997501249375312,0.009900990099009901,6.596488539894466e-08,1.282357372155484e-06,7.757470522915892e-07,6.088558922322592e-05,5.499759117805396e-25,2.9312028862374047e-22,3.171495354732688e-29,True,2022:97/40(n29) 2023:100/25(n14) 2024:94/43(n35) 2025:95/46(n21) 2026:78/45(n18),False,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,78,0.5641025641025641,11.585641211442494,453.9626914179484,39,0.4358974358974359,-6.738305135564722,706.2267357476763,3.6838256410258348,"[[""abs_mv_pct"", "">"", 0.7775], [""atr14_pct"", ""<="", 0.0724], [""or_rng_pct"", ""<="", 0.781]]"
R0771,"When size of the move from the open to 13:00 (either direction) ≥ 0.64% (≈160 pts at 25,000) AND size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND it is not expiry day at 13:00",13:00,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,37,0.973,0.3619,2.688,25,0.84,0.4533,1.853,"[0.6535, 0.936]",0.0004997501249375312,0.009900990099009901,8.030897364749258e-05,0.0004971995056392534,0.0003007750095842397,0.06553212249635394,6.119880086277227e-12,5.6949237610310613e-08,6.167639398943377e-15,True,2022:100/40(n10) 2023:100/25(n10) 2024:94/43(n17) 2025:88/46(n16) 2026:78/45(n9),False,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,37,0.5135135135135135,-3.459307562217327,484.4847907420411,25,0.48,-0.6369076370006627,319.8500777540874,8.906984000000666,"[[""abs_mv_pct"", "">="", 0.6409], [""abs_gap_pct"", ""<="", 0.2212], [""is_expiry"", ""=="", 0.0]]"
R0772,"When size of the move from the open to 13:00 (either direction) ≥ 0.64% (≈160 pts at 25,000) AND opening-range size ≥ 0.44% (≈110 pts at 25,000) AND 1-min ADX(14) ≥ 32 at 13:00",13:00,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,35,0.9714,0.3619,2.684,13,0.6923,0.4533,1.527,"[0.4237, 0.8732]",0.06596701649175413,0.009900990099009901,0.07317666060313405,0.15841361716313204,0.09983265994116663,1.0,3.5533036878913975e-11,4.1155964195843306e-07,4.4583194750976716e-14,True,2022:94/40(n17) 2023:100/25(n3) 2024:100/43(n15) 2025:83/46(n6) 2026:57/45(n7),False,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,35,0.4857142857142857,-0.1715948040457428,461.41194734891445,13,0.15384615384615385,-64.15630246739842,834.0319320761794,-53.959723076923325,"[[""abs_mv_pct"", "">="", 0.6409], [""or_rng_pct"", "">="", 0.4386], [""adx_14"", "">="", 32.0139]]"
R0773,"When size of the move from the open to 13:00 (either direction) ≥ 0.64% (≈160 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) ≤ -0.18% (≈-46 pts at 25,000) AND price vs prior-day low ≤ -0.08% (≈-19 pts at 25,000) at 13:00",13:00,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,48,0.9583,0.3619,2.648,24,0.7917,0.4533,1.746,"[0.5953, 0.9076]",0.0004997501249375312,0.009900990099009901,0.0007644855911337918,0.0033173214043841323,0.0020157736663079357,0.5725997077592101,9.079028792718915e-15,4.310322887680376e-11,4.6658009288474016e-18,True,2022:94/40(n16) 2023:92/25(n13) 2024:100/43(n19) 2025:73/46(n11) 2026:85/45(n13),False,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,48,0.5208333333333334,4.422433072525691,504.973830870133,24,0.4166666666666667,-1.6711892282559067,440.7127223165129,8.138583333333372,"[[""abs_mv_pct"", "">="", 0.6409], [""dist_twap_pct"", ""<="", -0.1821], [""dist_pdl_pct"", ""<="", -0.0752]]"
R0774,"When size of the move from the open to 13:00 (either direction) ≥ 0.64% (≈160 pts at 25,000) AND India VIX (prior day's close) ≤ 13.7 at 13:00",13:00,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,31,0.9677,0.3619,2.674,25,0.88,0.4533,1.941,"[0.7004, 0.9583]",0.0004997501249375312,0.009900990099009901,1.1564610828624257e-05,9.947612146391839e-05,6.017691298434569e-05,0.009945565312616861,1.1891346011187579e-09,2.1278645390379216e-05,2.3066424790244467e-12,True,2022:100/40(n2) 2023:93/25(n15) 2024:100/43(n14) 2025:92/46(n12) 2026:85/45(n13),True,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,31,0.5161290322580645,-4.769953953127577,217.3154219303261,25,0.4,1.7955140979392992,509.1713085941643,11.976328000000358,"[[""abs_mv_pct"", "">="", 0.6409], [""vix_prev"", ""<="", 13.684]]"
R0775,"When size of the move from the open to 13:00 (either direction) ≥ 0.64% (≈160 pts at 25,000) AND size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) is negative at 13:00",13:00,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,31,0.9677,0.3619,2.674,12,0.9167,0.4533,2.022,"[0.6461, 0.9851]",0.001999000499750125,0.009900990099009901,0.0011647139751415588,0.0047368283842577205,0.0028775286444673804,0.8549000577539042,1.1891346011187579e-09,2.1278645390379216e-05,2.3066424790244467e-12,False,2022:100/40(n7) 2023:100/25(n8) 2024:94/43(n16) 2025:100/46(n6) 2026:83/45(n6),True,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,31,0.5483870967741935,-2.8517263788588276,366.40129004352656,12,0.5833333333333334,9.241918306123738,112.566061766151,19.10781666666723,"[[""abs_mv_pct"", "">="", 0.6409], [""abs_gap_pct"", ""<="", 0.2212], [""ema9_21_pct"", ""<"", 0.0]]"
R0776,"When size of the move from the open to 13:00 (either direction) ≤ 0.23% (≈59 pts at 25,000) AND India VIX (prior day's close) ≤ 13.7 AND the first opening-range break was downward at 13:00",13:00,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,57,0.0,0.3619,0.0,51,0.2353,0.4533,0.519,"[0.14, 0.3676]",0.0009995002498750624,0.009900990099009901,0.0010771599672416688,0.0044177193593202616,0.0026837714438055138,0.7927897358898682,6.227121342199865e-09,0.00013939736305384315,1.511831476990153e-11,True,2022:0/40(n1) 2023:0/25(n41) 2024:0/43(n15) 2025:24/46(n29) 2026:23/45(n22),False,PASS,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,57,0.5263157894736842,2.526550077490077,219.77075683769795,51,0.49019607843137253,-9.513273902513719,734.4549445161804,0.7404549019608085,"[[""abs_mv_pct"", ""<="", 0.2343], [""vix_prev"", ""<="", 13.684], [""or_first_break"", ""=="", -1.0]]"
R0777,"When size of the move from the open to 13:00 (either direction) ≤ 0.23% (≈59 pts at 25,000) AND gap measured in the direction of the move so far ≤ -0.15% (≈-36 pts at 25,000) AND India VIX (prior day's close) ≤ 13.7 at 13:00",13:00,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,53,0.0,0.3619,0.0,33,0.1515,0.4533,0.334,"[0.0665, 0.3092]",0.0004997501249375312,0.009900990099009901,0.00025679493334644627,0.0012866220371791019,0.0007783269113799506,0.20004325307688164,3.0100876209630966e-08,0.000840331241086769,9.11929765121724e-11,True,2022:–(n0) 2023:0/25(n36) 2024:0/43(n17) 2025:19/46(n21) 2026:8/45(n12),True,PASS,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,53,0.5849056603773585,7.854753317934667,204.17683096769719,33,0.3939393939393939,-14.683748248856332,674.6779928296223,-4.42753333333332,"[[""abs_mv_pct"", ""<="", 0.2343], [""gap_dir_pct"", ""<="", -0.1453], [""vix_prev"", ""<="", 13.684]]"
R0778,"When size of the move from the open to 13:00 (either direction) ≤ 0.11% (≈28 pts at 25,000) AND range so far (high−low since 09:15) ≤ 0.61% (≈153 pts at 25,000) AND India VIX change on the prior day (%) ≤ -1.33 at 13:00",13:00,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,49,0.0,0.3619,0.0,24,0.125,0.4533,0.276,"[0.0434, 0.31]",0.0004997501249375312,0.009900990099009901,0.0006932423695580033,0.0030352774018485547,0.001844463861086452,0.5206250195380605,1.440587259127255e-07,0.005064831965613834,5.500718229326669e-10,True,2022:0/40(n9) 2023:0/25(n24) 2024:0/43(n16) 2025:8/46(n12) 2026:17/45(n12),False,PASS,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,49,0.5306122448979592,3.0383046111475993,235.32213822451325,24,0.4583333333333333,-15.356273365940675,619.2569815221508,-4.099258333333334,"[[""abs_mv_pct"", ""<="", 0.1119], [""rng_pct"", ""<="", 0.6114], [""vix_chg"", ""<="", -1.3269]]"
R0779,"When size of the move from the open to 13:00 (either direction) ≤ 0.11% (≈28 pts at 25,000) AND opening-range size ≤ 0.35% (≈88 pts at 25,000) AND India VIX (prior day's close) ≤ 13.7 at 13:00",13:00,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,49,0.0,0.3619,0.0,30,0.1,0.4533,0.221,"[0.0346, 0.2562]",0.0004997501249375312,0.009900990099009901,3.580216726321837e-05,0.0002596993028346885,0.00015710204739382392,0.030038018333840216,1.440587259127255e-07,0.005064831965613834,5.500718229326669e-10,True,2022:0/40(n1) 2023:0/25(n35) 2024:0/43(n13) 2025:8/46(n13) 2026:12/45(n17),True,PASS,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,49,0.5510204081632653,6.806271381564086,219.4699821297993,30,0.43333333333333335,-4.895258461019181,487.4381443672106,7.04040000000047,"[[""abs_mv_pct"", ""<="", 0.1119], [""or_rng_pct"", ""<="", 0.3526], [""vix_prev"", ""<="", 13.684]]"
R0780,"When size of the move from the open to 13:00 (either direction) > 0.95% (≈237 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) > -0.04% (≈-11 pts at 25,000) at 13:00",13:00,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,42,1.0,0.2068,4.836,27,0.9259,0.2802,3.305,"[0.7663, 0.9794]",0.0004997501249375312,0.009900990099009901,2.875819245054857e-12,2.329413588494434e-10,1.40915143007688e-10,2.7636622944977177e-09,6.123537691431794e-25,3.312640343985098e-22,3.584205175973608e-29,True,2022:100/26(n20) 2023:100/10(n4) 2024:100/26(n18) 2025:88/27(n16) 2026:100/30(n11),True,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,42,0.5714285714285714,21.090612289442227,334.21909333222334,27,0.5925925925925926,27.371931330204436,393.6444489719475,36.444785185185474,"[[""abs_mv_pct"", "">"", 0.9471], [""ema9_21_pct"", "">"", -0.0438]]"
R0781,"When size of the move from the open to 13:00 (either direction) > 0.79% (≈197 pts at 25,000) AND range so far (high−low since 09:15) > 1.15% (≈288 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0501 at 13:00",13:00,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,tree,higher,38,1.0,0.2068,4.836,23,1.0,0.2802,3.569,"[0.8569, 1.0]",0.0004997501249375312,0.009900990099009901,1.954940741567481e-13,2.2503762589609148e-11,1.3613387245566028e-11,1.886517815612619e-10,2.1901260757394683e-22,1.8110724015286037e-19,1.959601790998596e-26,True,2022:100/26(n17) 2023:100/10(n4) 2024:100/26(n17) 2025:100/27(n12) 2026:100/30(n11),True,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,38,0.5789473684210527,12.00014051203812,413.87881250380474,23,0.5217391304347826,11.840954563746891,312.86789594122195,21.67962608695677,"[[""abs_mv_pct"", "">"", 0.7879], [""rng_pct"", "">"", 1.1502], [""atr14_pct"", ""<="", 0.0501]]"
R0782,"When size of the move from the open to 13:00 (either direction) > 0.80% (≈200 pts at 25,000) AND range so far (high−low since 09:15) > 1.04% (≈260 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0724 at 13:00",13:00,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,rulefit_l1sel,higher,72,0.9444,0.2068,4.567,39,0.8718,0.2802,3.112,"[0.7329, 0.944]",0.0004997501249375312,0.009900990099009901,1.922445287706412e-14,3.1143613660843877e-12,1.8839963819522838e-12,1.8590045932121004e-11,1.674288800767539e-36,2.193287480209202e-34,2.3729843287895525e-41,True,2022:97/26(n33) 2023:80/10(n10) 2024:97/26(n29) 2025:90/27(n20) 2026:84/30(n19),True,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,72,0.5833333333333334,16.102600674159525,591.8712637417632,39,0.46153846153846156,-2.842406667678952,572.7109562347022,7.32296410256421,"[[""abs_mv_pct"", "">"", 0.7986], [""rng_pct"", "">"", 1.0403], [""atr14_pct"", ""<="", 0.0724]]"
R0783,"When size of the move from the open to 13:00 (either direction) ≥ 0.64% (≈160 pts at 25,000) AND range so far (high−low since 09:15) ≥ 1.04% (≈260 pts at 25,000) AND price vs prior-day low ≤ -0.08% (≈-19 pts at 25,000) at 13:00",13:00,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,41,0.9024,0.2068,4.364,18,0.8889,0.2802,3.173,"[0.672, 0.969]",0.0004997501249375312,0.009900990099009901,1.1968584202430822e-07,2.1949931782571242e-06,1.327835379439495e-06,0.00011011097466236355,1.4271483155372544e-17,3.608270928490994e-14,3.904911007603501e-21,True,2022:93/26(n14) 2023:78/10(n9) 2024:94/26(n18) 2025:83/27(n6) 2026:92/30(n12),True,WATCH,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,41,0.4878048780487805,-0.6687903725846552,522.7624833059459,18,0.5555555555555556,23.794588143630577,359.0993784677339,34.01214444444445,"[[""abs_mv_pct"", "">="", 0.6409], [""rng_pct"", "">="", 1.04], [""dist_pdl_pct"", ""<="", -0.0752]]"
R0784,"When size of the move from the open to 13:00 (either direction) > 0.81% (≈203 pts at 25,000) AND 1-min Bollinger %B > 0.251 at 13:00",13:00,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,59,0.8814,0.2068,4.262,33,0.8182,0.2802,2.92,"[0.6561, 0.9139]",0.0004997501249375312,0.009900990099009901,2.0218662665631095e-10,9.358352433806394e-09,5.661225546376707e-09,1.9248166857680803e-07,5.1813307364352925e-24,3.3073289263984716e-21,3.578495119684777e-28,True,2022:86/26(n29) 2023:86/10(n7) 2024:91/26(n23) 2025:78/27(n18) 2026:87/30(n15),True,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,59,0.5423728813559322,16.418866055517803,443.532200236901,33,0.48484848484848486,4.191360302151325,423.9813761257068,14.408793939394165,"[[""abs_mv_pct"", "">"", 0.8118], [""bb_pctb"", "">"", 0.251]]"
R0785,"When range so far (high−low since 09:15) ≥ 1.04% (≈260 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) ≤ -0.01% (≈-1 pts at 25,000) AND price is below the opening-range low at 13:00",13:00,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,42,0.881,0.2068,4.26,19,0.7895,0.2802,2.818,"[0.5667, 0.9149]",0.0004997501249375312,0.009900990099009901,5.915149922913709e-06,5.804428533635319e-05,3.5113209647917354e-05,0.005169841032626582,8.146895516546095e-17,2.4209529340344435e-13,2.6201075726416963e-20,True,2022:90/26(n19) 2023:57/10(n7) 2024:100/26(n16) 2025:83/27(n6) 2026:77/30(n13),True,WATCH,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,42,0.5,5.521707841669974,400.82795090390937,19,0.47368421052631576,-10.090206136489721,477.5232210035501,1.1422210526311813,"[[""rng_pct"", "">="", 1.04], [""ema9_21_pct"", ""<="", -0.0052], [""or_state"", ""=="", -1.0]]"
R0786,"When size of the move from the open to 13:00 (either direction) ≥ 0.64% (≈160 pts at 25,000) AND size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND range so far (high−low since 09:15) ≥ 1.04% (≈260 pts at 25,000) at 13:00",13:00,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,34,0.8824,0.2068,4.267,15,0.8667,0.2802,3.093,"[0.6212, 0.9626]",0.0004997501249375312,0.009900990099009901,3.7710050560709167e-06,4.159346343540609e-05,2.5161477880677757e-05,0.003337339474622761,1.626588230090128e-13,1.0274633905014856e-09,1.1123888267160014e-16,True,2022:100/26(n8) 2023:88/10(n8) 2024:83/26(n18) 2025:83/27(n12) 2026:100/30(n3),True,WATCH,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,34,0.47058823529411764,-5.55312471286086,558.781108763275,15,0.5333333333333333,9.255699177017702,330.47624778634395,17.73270666666722,"[[""abs_mv_pct"", "">="", 0.6409], [""abs_gap_pct"", ""<="", 0.2212], [""rng_pct"", "">="", 1.04]]"
R0787,"When size of the move from the open to 13:00 (either direction) ≥ 0.64% (≈160 pts at 25,000) AND opening gap vs prior close ≤ +0.04% (≈+9 pts at 25,000) AND range so far (high−low since 09:15) ≥ 1.04% (≈260 pts at 25,000) at 13:00",13:00,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,40,0.875,0.2068,4.231,26,0.8462,0.2802,3.02,"[0.6647, 0.9385]",0.0004997501249375312,0.009900990099009901,2.999515596635535e-09,1.0053548827343931e-07,6.081776451109292e-08,2.831542723223945e-06,1.1401970741448827e-15,4.386791464545898e-12,4.748112883979697e-19,True,2022:78/26(n18) 2023:83/10(n6) 2024:100/26(n16) 2025:90/27(n10) 2026:81/30(n16),True,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,40,0.65,13.484584755048957,224.0242311297588,26,0.46153846153846156,-9.661740617473564,271.58781192395946,1.270546153846226,"[[""abs_mv_pct"", "">="", 0.6409], [""gap_pct"", ""<="", 0.0365], [""rng_pct"", "">="", 1.04]]"
R0788,"When size of the move from the open to 13:00 (either direction) ≤ 0.28% (≈71 pts at 25,000) AND India VIX change on the prior day (%) ≤ 4.93 AND move from the open to 13:00 ≤ +0.15% (≈+39 pts at 25,000) at 13:00",13:00,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,rulefit,lower,247,0.004,0.2068,0.02,139,0.0647,0.2802,0.231,"[0.0344, 0.1185]",0.0004997501249375312,0.009900990099009901,1.4472826010939715e-10,7.403993096122844e-09,4.478958786543449e-09,1.3807076014436488e-07,1.1432115933892423e-19,1.6962538003568585e-16,1.8354971866307267e-23,True,2022:0/26(n60) 2023:1/10(n105) 2024:0/26(n82) 2025:1/27(n77) 2026:13/30(n62),False,PASS,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,247,0.5060728744939271,3.2586244801392166,450.30772695062865,139,0.4244604316546763,-7.683509669142594,1449.400295566761,2.9126863309354496,"[[""abs_mv_pct"", ""<="", 0.284], [""vix_chg"", ""<="", 4.9342], [""mv_pct"", ""<="", 0.1543]]"
R0789,"When size of the move from the open to 13:00 (either direction) ≤ 0.23% (≈59 pts at 25,000) AND India VIX change on the prior day (%) ≤ -1.33 at 13:00",13:00,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,121,0.0,0.2068,0.0,65,0.0615,0.2802,0.22,"[0.0242, 0.1478]",0.0004997501249375312,0.009900990099009901,9.6753462739259e-06,8.70781164653331e-05,5.2676885269152115e-05,0.008369174526945904,7.293695625418561e-10,1.2335783753192105e-05,1.3370781158652372e-12,True,2022:0/26(n32) 2023:0/10(n43) 2024:0/26(n46) 2025:0/27(n36) 2026:14/30(n29),True,PASS,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,121,0.4793388429752066,-1.1238595321144078,460.9724936305367,65,0.4153846153846154,-1.7122048397123166,768.5032570983665,8.925295384615591,"[[""abs_mv_pct"", ""<="", 0.2343], [""vix_chg"", ""<="", -1.3269]]"
R0790,"When size of the move from the open to 13:00 (either direction) ≤ 0.23% (≈59 pts at 25,000) AND price vs prior-day low ≤ +0.35% (≈+89 pts at 25,000) at 13:00",13:00,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,110,0.0,0.2068,0.0,88,0.0909,0.2802,0.324,"[0.0468, 0.1693]",0.0004997501249375312,0.009900990099009901,1.2202697173253292e-05,0.00010313931871654086,6.23929211988951e-05,0.010469914174651325,6.967691092445493e-09,0.00015765335343694952,1.709871354433874e-11,True,2022:0/26(n24) 2023:0/10(n47) 2024:0/26(n39) 2025:2/27(n44) 2026:16/30(n44),False,PASS,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,110,0.4909090909090909,-1.2534838221995657,775.3407223420207,88,0.36363636363636365,-19.978882989858334,1896.9907940305704,-9.410888636363614,"[[""abs_mv_pct"", ""<="", 0.2343], [""dist_pdl_pct"", ""<="", 0.3547]]"
R0791,"When size of the move from the open to 13:00 (either direction) ≤ 0.23% (≈59 pts at 25,000) AND India VIX change on the prior day (%) is negative AND price is inside the opening range at 13:00",13:00,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,104,0.0,0.2068,0.0,73,0.0274,0.2802,0.098,"[0.0075, 0.0945]",0.0004997501249375312,0.009900990099009901,1.6153343851657766e-08,4.025910313797781e-07,2.435427226865325e-07,1.5087223157448354e-05,2.3435076303388046e-08,0.0006327160076439463,6.86556302099642e-11,True,2022:0/26(n26) 2023:0/10(n42) 2024:0/26(n36) 2025:0/27(n40) 2026:6/30(n33),True,PASS,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,104,0.5192307692307693,-3.497900089999281,684.5246492487178,73,0.4246575342465753,1.5905048342876578,616.7523628237884,11.984572602739991,"[[""abs_mv_pct"", ""<="", 0.2343], [""vix_chg"", ""<"", 0.0], [""or_state"", ""=="", 0.0]]"
R0792,"When size of the move from the open to 13:00 (either direction) ≥ 0.64% (≈160 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.30% (≈+74 pts at 25,000) AND price vs prior-day high ≤ -0.54% (≈-134 pts at 25,000) at 13:00",13:00,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,60,1.0,0.6,1.667,26,1.0,0.6651,1.503,"[0.8713, 1.0]",0.0004997501249375312,0.009900990099009901,2.4881503024158153e-05,0.00019133089481367644,0.00011574338081321167,0.021074633061461956,7.095262085084302e-11,9.022245177057574e-07,9.774758900950835e-14,True,2022:100/64(n20) 2023:100/52(n16) 2024:100/64(n24) 2025:100/69(n9) 2026:100/63(n17),True,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,60,0.5,4.048454500002918,445.38867640523523,26,0.46153846153846156,5.846059543569724,416.1425893221739,16.353476923076624,"[[""abs_mv_pct"", "">="", 0.6409], [""twap_dir_pct"", "">="", 0.2977], [""dist_pdh_pct"", ""<="", -0.5355]]"
R0793,"When size of the move from the open to 13:00 (either direction) ≥ 0.64% (≈160 pts at 25,000) AND price vs prior-day low ≤ -0.08% (≈-19 pts at 25,000) at 13:00",13:00,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,58,1.0,0.6,1.667,33,0.9394,0.6651,1.412,"[0.8039, 0.9832]",0.0004997501249375312,0.009900990099009901,0.00021702485177670276,0.0011082260518072466,0.0006704083523278406,0.17014748379293496,1.7757260164931833e-10,2.505797801109275e-06,2.7152105900341293e-13,True,2022:100/64(n20) 2023:100/52(n16) 2024:100/64(n22) 2025:100/69(n15) 2026:89/63(n18),False,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,58,0.5172413793103449,1.3007765539634693,600.2173503611807,33,0.45454545454545453,0.6130450573924764,490.1337064556359,10.555624242424418,"[[""abs_mv_pct"", "">="", 0.6409], [""dist_pdl_pct"", ""<="", -0.0752]]"
R0794,"When size of the move from the open to 13:00 (either direction) ≥ 0.64% (≈160 pts at 25,000) AND size of the opening gap ≤ 0.22% (≈55 pts at 25,000) at 13:00",13:00,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,48,1.0,0.6,1.667,31,0.9677,0.6651,1.455,"[0.8381, 0.9943]",0.0004997501249375312,0.009900990099009901,5.3794465912006506e-05,0.0003631126449060439,0.00021966073580735991,0.04459561224105339,1.621595409751324e-08,0.0004138981914800391,4.4904601063355044e-11,True,2022:100/64(n11) 2023:100/52(n13) 2024:100/64(n24) 2025:100/69(n21) 2026:90/63(n10),False,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,48,0.5208333333333334,-4.594547662366615,598.6853052355026,31,0.4838709677419355,4.812358939869673,234.05167490605265,14.318535483871411,"[[""abs_mv_pct"", "">="", 0.6409], [""abs_gap_pct"", ""<="", 0.2212]]"
R0795,"When range so far (high−low since 09:15) ≥ 1.04% (≈260 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is negative AND price is below the prior-day low at 13:00",13:00,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,48,1.0,0.6,1.667,23,1.0,0.6651,1.503,"[0.8569, 1.0]",0.0004997501249375312,0.009900990099009901,8.455155861424224e-05,0.0005168812262455563,0.0003126812356300279,0.06882496871199317,1.621595409751324e-08,0.0004138981914800391,4.4904601063355044e-11,True,2022:100/64(n17) 2023:100/52(n9) 2024:100/64(n22) 2025:100/69(n8) 2026:100/63(n15),True,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,48,0.5416666666666666,5.364630135201853,384.82246382567365,23,0.6086956521739131,44.11357733035136,297.60515950267904,53.86070434782596,"[[""rng_pct"", "">="", 1.04], [""dist_twap_pct"", ""<"", 0.0], [""pd_pos"", ""=="", -1.0]]"
R0796,"When size of the move from the open to 13:00 (either direction) ≥ 0.64% (≈160 pts at 25,000) AND price vs prior-day high ≤ -0.54% (≈-134 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 at 13:00",13:00,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,47,1.0,0.6,1.667,21,1.0,0.6651,1.503,"[0.8454, 1.0]",0.0004997501249375312,0.009900990099009901,0.00019111067892305526,0.0010179398525811938,0.000615790775018253,0.1511685470281367,2.525909397948782e-08,0.0006896964011751549,7.484099879834427e-11,True,2022:100/64(n18) 2023:100/52(n9) 2024:100/64(n20) 2025:100/69(n8) 2026:100/63(n13),True,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,47,0.5319148936170213,5.747185235724421,395.35045275498464,21,0.47619047619047616,19.935437279604407,255.7592202201726,31.050380952380994,"[[""abs_mv_pct"", "">="", 0.6409], [""dist_pdh_pct"", ""<="", -0.5355], [""vix_chg"", "">="", 0.7733]]"
R0797,"When size of the move from the open to 13:00 (either direction) ≥ 0.64% (≈160 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) is negative AND the day opened inside the prior-day range at 13:00",13:00,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,46,1.0,0.6,1.667,21,0.9524,0.6651,1.432,"[0.7733, 0.9915]",0.001999000499750125,0.009900990099009901,0.00221151706877056,0.008204559507041926,0.005001430909373421,1.0,3.976508813821474e-08,0.0011492935071479886,1.247349930407171e-10,True,2022:100/64(n16) 2023:100/52(n12) 2024:100/64(n18) 2025:100/69(n10) 2026:91/63(n11),False,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,46,0.5217391304347826,-1.6572904368778736,552.0712081594606,21,0.5714285714285714,0.7846027215329695,226.1146662817634,10.53720952381021,"[[""abs_mv_pct"", "">="", 0.6409], [""ema9_21_pct"", ""<"", 0.0], [""open_vs_pd"", ""=="", 0.0]]"
R0798,"When size of the move from the open to 13:00 (either direction) ≥ 0.64% (≈160 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) ≤ 0.195 AND price has not touched the prior-day high yet at 13:00",13:00,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,45,1.0,0.6,1.667,23,0.9565,0.6651,1.438,"[0.7901, 0.9923]",0.0004997501249375312,0.009900990099009901,0.0010635543657195607,0.004380401879150055,0.002661148795928092,0.7838395675353163,6.188654248546736e-08,0.0019150608456728595,2.0789164680698993e-10,True,2022:100/64(n16) 2023:100/52(n13) 2024:100/64(n16) 2025:100/69(n9) 2026:93/63(n14),False,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,45,0.4444444444444444,-9.057393849221521,884.7559855052475,23,0.4782608695652174,-11.26438263266219,325.29728111309447,-1.1516956521734993,"[[""abs_mv_pct"", "">="", 0.6409], [""pos_rng"", ""<="", 0.1946], [""touched_pdh"", ""=="", 0.0]]"
R0799,"When range so far (high−low since 09:15) ≥ 1.04% (≈260 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) ≤ -0.01% (≈-1 pts at 25,000) AND price is below the opening-range low at 13:00",13:00,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,42,1.0,0.6,1.667,19,0.8947,0.6651,1.345,"[0.6861, 0.9706]",0.015492253873063468,0.009900990099009901,0.023284061395692546,0.05955817809635041,0.0366070270071316,1.0,2.3354143866929292e-07,0.008859249499663314,9.624612130758188e-10,True,2022:100/64(n19) 2023:100/52(n7) 2024:100/64(n16) 2025:83/69(n6) 2026:92/63(n13),True,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,42,0.5,5.521707841669974,400.82795090390937,19,0.47368421052631576,-10.090206136489721,477.5232210035501,1.1422210526311813,"[[""rng_pct"", "">="", 1.04], [""ema9_21_pct"", ""<="", -0.0052], [""or_state"", ""=="", -1.0]]"
R0800,"When size of the move from the open to 13:00 (either direction) ≤ 0.11% (≈28 pts at 25,000) AND range so far (high−low since 09:15) ≤ 0.47% (≈119 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is negative at 13:00",13:00,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,30,0.0333,0.6,0.056,20,0.2,0.6651,0.301,"[0.0807, 0.416]",0.0004997501249375312,0.009900990099009901,2.6747285792833843e-05,0.00020153768829949222,0.0001219178608231496,0.022574709209151764,3.444516078216115e-08,0.0009773593477838492,1.0606859906614176e-10,True,2022:0/64(n4) 2023:6/52(n17) 2024:0/64(n9) 2025:0/69(n9) 2026:36/63(n11),True,PASS,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,30,0.6,13.69350439985343,102.58582670679564,20,0.4,0.8210761533239591,206.24202240852298,12.720980000000054,"[[""abs_mv_pct"", ""<="", 0.1119], [""rng_pct"", ""<="", 0.4743], [""dist_twap_pct"", ""<"", 0.0]]"
R0801,"When size of the move from the open to 13:00 (either direction) ≤ 0.08% (≈20 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0369 AND position in today's range so far (0 = at low, 1 = at high) ≤ 0.814 at 13:00",13:00,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,rulefit,lower,72,0.0556,0.6,0.093,51,0.2549,0.6651,0.383,"[0.1555, 0.3887]",0.0004997501249375312,0.009900990099009901,2.5020474398860698e-09,8.685678969890214e-08,5.254299623760746e-08,2.364434830692336e-06,1.1688295921285151e-18,2.2320034330964784e-15,2.415337186933477e-22,True,2022:0/64(n15) 2023:6/52(n32) 2024:8/64(n25) 2025:21/69(n28) 2026:30/63(n23),True,PASS,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,72,0.625,15.812280524223796,129.64900335940973,51,0.47058823529411764,-4.825619003091126,568.6061767305048,6.231392156862949,"[[""abs_mv_pct"", ""<="", 0.0795], [""atr14_pct"", ""<="", 0.0369], [""pos_rng"", ""<="", 0.8142]]"
R0802,"When size of the move from the open to 13:00 (either direction) ≤ 0.11% (≈28 pts at 25,000) AND distance from TWAP in the move's direction ≤ +0.00% (≈+0 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0273 at 13:00",13:00,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,36,0.0556,0.6,0.093,22,0.2727,0.6651,0.41,"[0.1315, 0.4815]",0.0009995002498750624,0.009900990099009901,0.0001945759521660475,0.0010278686168771639,0.0006217970645306301,0.1535204262590115,5.7999251784307775e-09,0.0001282355272125958,1.3907342160703707e-11,True,2022:0/64(n5) 2023:0/52(n21) 2024:20/64(n10) 2025:18/69(n11) 2026:36/63(n11),True,PASS,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,36,0.5555555555555556,10.926250659975175,186.60203893819556,22,0.45454545454545453,-11.745731947931311,482.99529715884773,-0.5256818181815933,"[[""abs_mv_pct"", ""<="", 0.1119], [""twap_dir_pct"", ""<="", 0.0001], [""atr14_pct"", ""<="", 0.0273]]"
R0803,"When size of the move from the open to 13:00 (either direction) ≤ 0.11% (≈28 pts at 25,000) AND range so far (high−low since 09:15) ≤ 0.47% (≈119 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) is negative at 13:00",13:00,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,34,0.0588,0.6,0.098,26,0.2692,0.6651,0.405,"[0.137, 0.4608]",0.0004997501249375312,0.009900990099009901,4.2816293109899705e-05,0.00029726740644873224,0.00017982843106157878,0.035665972160546455,2.60649185982551e-08,0.0007149230358350658,7.75794847598028e-11,True,2022:0/64(n3) 2023:10/52(n19) 2024:0/64(n12) 2025:8/69(n12) 2026:43/63(n14),True,PASS,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,34,0.6176470588235294,14.5511883605748,148.0759426137509,26,0.46153846153846156,6.6180392106822215,363.5419894178774,18.745423076922982,"[[""abs_mv_pct"", ""<="", 0.1119], [""rng_pct"", ""<="", 0.4743], [""ema9_21_pct"", ""<"", 0.0]]"
R0804,"When India VIX change on the prior day (%) ≤ 6.11 AND (it is Thursday or it is Friday) AND prior-day range ≤ 0.53% (≈132 pts at 25,000) at 13:00",13:00,"the best favourable excursion after 13:00 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),tree,higher,31,0.9032,0.517,1.747,27,0.6667,0.5513,1.209,"[0.4782, 0.8136]",0.18190904547726136,1.0,0.1556742154364537,0.29845234202018345,0.998924248677784,1.0,0.0005910355920752241,1.0,1.0771413444666082e-05,True,2022:75/53(n4) 2023:93/49(n15) 2024:92/53(n12) 2025:61/57(n18) 2026:78/52(n9),True,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,31,0.7419354838709677,35.92709993647078,54.81336584029708,27,0.5185185185185185,-2.4294551844386922,548.5106367626896,7.330170370369968,"[[""vix_chg"", ""<="", 6.1109], [""dow"", "">"", 2.5], [""pdr_pct"", ""<="", 0.5262]]"
R0805,"When India VIX change on the prior day (%) > 6.11 AND opening gap vs prior close > -0.13% (≈-32 pts at 25,000) AND India VIX change on the prior day (%) ≤ 10.1 at 13:00",13:00,"the best favourable excursion after 13:00 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,higher,38,0.8947,0.517,1.731,22,0.5455,0.5513,0.989,"[0.3466, 0.7308]",0.5832083958020989,0.594059405940594,0.6083159470951565,0.7979529022624724,0.998924248677784,1.0,0.00012869824111751883,1.0,1.6534261536911203e-06,True,2022:82/53(n17) 2023:100/49(n7) 2024:93/53(n14) 2025:33/57(n9) 2026:69/52(n13),False,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,38,0.6842105263157895,16.73288144974171,211.00358534305008,22,0.2727272727272727,-19.523805890986157,429.52372960169544,-8.532272727272522,"[[""vix_chg"", "">"", 6.1124], [""gap_pct"", "">"", -0.1279], [""vix_chg"", ""<="", 10.143]]"
R0806,"When size of the move from the open to 13:00 (either direction) > 0.22% (≈54 pts at 25,000) AND India VIX change on the prior day (%) > 6.94 AND move from the open to 13:00 > -0.99% (≈-248 pts at 25,000) at 13:00",13:00,"the best favourable excursion after 13:00 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,higher,32,0.875,0.517,1.692,23,0.3913,0.5513,0.71,"[0.2216, 0.5921]",0.9320339830084957,1.0,0.9599441100119133,0.9958011472055279,0.998924248677784,1.0,0.0017950705331319008,1.0,4.331888325378627e-05,False,2022:86/53(n14) 2023:88/49(n8) 2024:90/53(n10) 2025:38/57(n8) 2026:40/52(n15),False,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,32,0.6875,43.18844755881,147.54082174796133,23,0.30434782608695654,-28.063940281341864,691.5756282638789,-17.54818260869544,"[[""abs_mv_pct"", "">"", 0.2156], [""vix_chg"", "">"", 6.9425], [""mv_pct"", "">"", -0.9931]]"
R0807,When India VIX change on the prior day (%) ≤ 6.94 AND (it is Thursday or it is Friday) AND 1-min ATR(14) as % of price ≤ 0.0226 at 13:00,13:00,"the best favourable excursion after 13:00 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,higher,39,0.8462,0.517,1.637,21,0.5238,0.5513,0.95,"[0.3237, 0.7166]",0.7351324337831084,1.0,0.6831851533616677,0.8535423766934974,0.998924248677784,1.0,0.0015356727574204298,1.0,3.552430770860231e-05,True,2022:67/53(n9) 2023:91/49(n22) 2024:88/53(n8) 2025:60/57(n15) 2026:33/52(n6),False,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,39,0.717948717948718,21.718634486984858,156.5737291928728,21,0.47619047619047616,-5.101942659112948,383.70594897613796,4.583504761904416,"[[""vix_chg"", ""<="", 6.9425], [""dow"", "">"", 2.5], [""atr14_pct"", ""<="", 0.0226]]"
R0808,"When range so far (high−low since 09:15) ≥ 0.79% (≈198 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is negative AND the day opened below the prior-day low at 13:00",13:00,"the best favourable excursion after 13:00 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,32,0.8438,0.517,1.632,15,0.7333,0.5513,1.33,"[0.4805, 0.891]",0.11244377811094453,1.0,0.1223645875182689,0.2447291750365378,0.998924248677784,1.0,0.0068087764957242706,1.0,0.00023791848305420332,True,2022:81/53(n16) 2023:100/49(n3) 2024:85/53(n13) 2025:67/57(n6) 2026:78/52(n9),True,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,32,0.6875,29.67601120157991,265.3420754083719,15,0.6,40.96720876899248,103.65491952053594,50.747293333333076,"[[""rng_pct"", "">="", 0.7939], [""dist_twap_pct"", ""<"", 0.0], [""open_vs_pd"", ""=="", -1.0]]"
R0809,"When India VIX change on the prior day (%) > 6.11 AND size of the opening gap ≤ 0.43% (≈107 pts at 25,000) at 13:00",13:00,"the best favourable excursion after 13:00 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),tree,higher,43,0.8372,0.517,1.619,27,0.6667,0.5513,1.209,"[0.4782, 0.8136]",0.13093453273363317,1.0,0.1556742154364537,0.29845234202018345,0.998924248677784,1.0,0.0011134283421515277,1.0,2.381105617383036e-05,False,2022:89/53(n9) 2023:85/49(n13) 2024:81/53(n21) 2025:55/57(n11) 2026:75/52(n16),True,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,43,0.5813953488372093,15.391315292070896,188.38508289015823,27,0.4444444444444444,8.121643797433558,218.94102932471858,18.86739259259277,"[[""vix_chg"", "">"", 6.1109], [""abs_gap_pct"", ""<="", 0.4261]]"
R0810,When (it is Monday or it is Tuesday or it is Wednesday) AND India VIX change on the prior day (%) > 6.57 AND (the day opened above the prior-day high or the day opened inside the prior-day range) at 13:00,13:00,"the best favourable excursion after 13:00 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,higher,37,0.8378,0.517,1.621,22,0.4091,0.5513,0.742,"[0.2326, 0.6127]",0.9335332333833083,1.0,0.9397595535110213,0.9853243980443671,0.998924248677784,1.0,0.003352342101329226,1.0,9.595712031863368e-05,False,2022:83/53(n12) 2023:90/49(n10) 2024:80/53(n15) 2025:36/57(n11) 2026:46/52(n11),False,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,37,0.6486486486486487,31.110462825306048,220.27097222177065,22,0.2727272727272727,-23.87014847784684,525.1432665126305,-13.240372727272684,"[[""dow"", ""<="", 2.5], [""vix_chg"", "">"", 6.5732], [""open_vs_pd"", "">"", -0.5]]"
R0811,"When distance from TWAP in the move's direction ≤ +0.08% (≈+19 pts at 25,000) AND prior day's close-to-close return ≤ -0.54% (≈-134 pts at 25,000) AND price is inside the prior-day range at 13:00",13:00,"the best favourable excursion after 13:00 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,31,0.8387,0.517,1.622,20,0.55,0.5513,0.998,"[0.3421, 0.7418]",0.5352323838080959,1.0,0.5957925023921289,0.7900549963508176,0.998924248677784,1.0,0.009965711746774708,1.0,0.00039130968998298877,True,2022:79/53(n14) 2023:75/49(n8) 2024:100/53(n9) 2025:58/57(n12) 2026:50/52(n8),False,FAIL,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,31,0.7741935483870968,36.198772314854104,236.72508616360878,20,0.4,-9.23408761082932,522.7940424495035,0.5449299999994764,"[[""twap_dir_pct"", ""<="", 0.0768], [""prevret_pct"", ""<="", -0.5369], [""pd_pos"", ""=="", 0.0]]"
R0812,"When CPR width ≤ 0.06% (≈16 pts at 25,000) AND 1-min ADX(14) ≤ 19.7 AND price has not touched the prior-day low yet at 13:00",13:00,"the best favourable excursion after 13:00 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,lower,31,0.1613,0.517,0.312,24,0.625,0.5513,1.134,"[0.4271, 0.7884]",0.8855572213893054,1.0,0.8238176942004296,0.9409527600033109,0.998924248677784,1.0,0.003231668130500163,1.0,9.116419209342375e-05,False,2022:0/53(n5) 2023:23/49(n13) 2024:15/53(n13) 2025:67/57(n12) 2026:58/52(n12),False,FAIL,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,31,0.6774193548387096,14.98645460931451,121.33416020224652,24,0.375,-10.056260694899153,393.96435627075834,0.7364333333339346,"[[""cpr_width_pct"", ""<="", 0.0624], [""adx_14"", ""<="", 19.6829], [""touched_pdl"", ""=="", 0.0]]"
R0813,"When price vs prior-day high ≤ -0.54% (≈-134 pts at 25,000) AND India VIX change on the prior day (%) is negative AND price has not touched the prior-day low yet at 13:00",13:00,"the best favourable excursion after 13:00 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,lower,32,0.1875,0.517,0.363,19,0.7368,0.5513,1.337,"[0.5121, 0.8819]",0.9660169915042479,1.0,0.971319466787903,0.9992166154187662,0.998924248677784,1.0,0.007301835675963667,1.0,0.0002615829053932728,False,2022:17/53(n12) 2023:33/49(n9) 2024:9/53(n11) 2025:82/57(n11) 2026:62/52(n8),False,FAIL,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,32,0.5,18.36185106291997,117.16988253229124,19,0.15789473684210525,-43.61204297994542,828.628816618963,-34.68064210526254,"[[""dist_pdh_pct"", ""<="", -0.5355], [""vix_chg"", ""<"", 0.0], [""touched_pdl"", ""=="", 0.0]]"
R0814,"When India VIX (prior day's close) ≤ 13.7 AND 1-min EMA9 − EMA21 (as % of price) ≤ -0.01% (≈-1 pts at 25,000) AND price is inside the opening range at 13:00",13:00,"the best favourable excursion after 13:00 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,lower,36,0.1944,0.517,0.376,35,0.5429,0.5513,0.985,"[0.3819, 0.6953]",0.5247376311844077,1.0,0.5255281618770913,0.7308577020813217,0.998924248677784,1.0,0.0045722827594345105,1.0,0.00014225160740639203,False,2022:33/53(n3) 2023:18/49(n22) 2024:18/53(n11) 2025:65/57(n17) 2026:44/52(n18),True,FAIL,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,36,0.6944444444444444,27.04326160552965,160.52441046655122,35,0.4857142857142857,5.35456906945171,231.08354693217223,16.273748571428484,"[[""vix_prev"", ""<="", 13.684], [""ema9_21_pct"", ""<="", -0.0052], [""or_state"", ""=="", 0.0]]"
R0815,When 1-min ADX(14) ≤ 19.7 AND India VIX change on the prior day (%) is positive AND it is Tuesday at 13:00,13:00,"the best favourable excursion after 13:00 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,lower,31,0.1935,0.517,0.374,21,0.8095,0.5513,1.469,"[0.6, 0.9233]",0.9930034982508745,1.0,0.9967622690336709,1.0,0.998924248677784,1.0,0.010949031008282501,1.0,0.00044400294512119624,False,2022:21/53(n14) 2023:10/49(n10) 2024:29/53(n7) 2025:82/57(n11) 2026:80/52(n10),False,FAIL,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,31,0.5806451612903226,33.2310781199179,170.48009357182136,21,0.23809523809523808,-48.52542517911823,1057.4333009223972,-38.285790476190286,"[[""adx_14"", ""<="", 19.6829], [""vix_chg"", "">"", 0.0], [""dow"", ""=="", 1.0]]"
R0816,"When size of the move from the open to 13:00 (either direction) ≥ 0.64% (≈160 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.30% (≈+74 pts at 25,000) AND 1-min Supertrend is down at 13:00",13:00,price never trades back to the open after 13:00,level / structure,subgroup,higher,61,1.0,0.6095,1.641,22,1.0,0.6674,1.498,"[0.8513, 1.0]",0.0004997501249375312,0.009900990099009901,0.00013704658008836234,0.0007699958141380821,0.00046579993694772863,0.10963726407068987,1.067011301843939e-10,1.4146360694196405e-06,1.5327177150927896e-13,True,2022:100/61(n26) 2023:100/60(n15) 2024:100/61(n20) 2025:100/72(n9) 2026:100/60(n13),False,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,61,0.4918032786885246,0.37003332406782163,728.102141655575,22,0.4090909090909091,-13.480002436018202,423.56146564911546,-3.1521727272728723,"[[""abs_mv_pct"", "">="", 0.6409], [""twap_dir_pct"", "">="", 0.2977], [""supertrend_dir"", ""=="", -1.0]]"
R0817,"When size of the move from the open to 13:00 (either direction) ≥ 0.64% (≈160 pts at 25,000) AND price vs prior-day low ≤ -0.08% (≈-19 pts at 25,000) at 13:00",13:00,price never trades back to the open after 13:00,level / structure,subgroup,higher,58,1.0,0.6095,1.641,33,1.0,0.6674,1.498,"[0.8957, 1.0]",0.0004997501249375312,0.009900990099009901,1.6043617662126854e-06,1.9252341194552224e-05,1.1646478006580976e-05,0.0014310906954617154,4.0089485791788175e-10,6.245446212202152e-06,6.768463675239859e-13,True,2022:100/61(n20) 2023:100/60(n16) 2024:100/61(n22) 2025:100/72(n15) 2026:100/60(n18),False,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,58,0.5172413793103449,1.3007765539634693,600.2173503611807,33,0.45454545454545453,0.6130450573924764,490.1337064556359,10.555624242424418,"[[""abs_mv_pct"", "">="", 0.6409], [""dist_pdl_pct"", ""<="", -0.0752]]"
R0818,"When move from the open to 13:00 ≤ -0.43% (≈-107 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 AND 1-min Supertrend is down at 13:00",13:00,price never trades back to the open after 13:00,level / structure,subgroup,higher,53,1.0,0.6095,1.641,21,0.9524,0.6674,1.427,"[0.7733, 0.9915]",0.0014992503748125937,0.009900990099009901,0.0023540055684385303,0.00856963824914701,0.005223227449969268,1.0,3.612723871558324e-09,7.419511726330572e-05,8.045196296548721e-12,True,2022:100/61(n19) 2023:100/60(n19) 2024:100/61(n15) 2025:90/72(n10) 2026:100/60(n11),True,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,53,0.4528301886792453,-5.648630195221268,691.6074353026945,21,0.42857142857142855,-8.209238832355762,474.49526863723224,2.3311523809525605,"[[""mv_pct"", ""<="", -0.4276], [""vix_chg"", "">="", 0.7733], [""supertrend_dir"", ""=="", -1.0]]"
R0819,"When size of the move from the open to 13:00 (either direction) ≥ 0.64% (≈160 pts at 25,000) AND CPR width ≥ 0.20% (≈51 pts at 25,000) AND India VIX change on the prior day (%) is positive at 13:00",13:00,price never trades back to the open after 13:00,level / structure,subgroup,higher,50,1.0,0.6095,1.641,18,1.0,0.6674,1.498,"[0.8241, 1.0]",0.0009995002498750624,0.009900990099009901,0.0006906464789181062,0.0030352774018485547,0.001844463861086452,0.5193661521464159,1.3245239178942963e-08,0.0003274952431567193,3.552749365206344e-11,True,2022:100/61(n26) 2023:100/60(n10) 2024:100/61(n14) 2025:100/72(n6) 2026:100/60(n12),False,WATCH,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,50,0.54,15.93428576377174,396.7637651296867,18,0.2777777777777778,-42.969312996808505,773.4476339425532,-31.836566666666233,"[[""abs_mv_pct"", "">="", 0.6409], [""cpr_width_pct"", "">="", 0.2031], [""vix_chg"", "">"", 0.0]]"
R0820,"When size of the move from the open to 13:00 (either direction) ≥ 0.64% (≈160 pts at 25,000) AND size of the opening gap ≤ 0.22% (≈55 pts at 25,000) at 13:00",13:00,price never trades back to the open after 13:00,level / structure,subgroup,higher,48,1.0,0.6095,1.641,31,1.0,0.6674,1.498,"[0.8897, 1.0]",0.0004997501249375312,0.009900990099009901,3.6016051898831128e-06,4.0238623500763054e-05,2.4341883352313453e-05,0.003191022198236438,3.1423252263950075e-08,0.0008811837138560997,9.562758486357295e-11,True,2022:100/61(n11) 2023:100/60(n13) 2024:100/61(n24) 2025:100/72(n21) 2026:100/60(n10),False,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,48,0.5208333333333334,-4.594547662366615,598.6853052355026,31,0.4838709677419355,4.812358939869673,234.05167490605265,14.318535483871411,"[[""abs_mv_pct"", "">="", 0.6409], [""abs_gap_pct"", ""<="", 0.2212]]"
R0821,"When size of the move from the open to 13:00 (either direction) ≥ 0.64% (≈160 pts at 25,000) AND price vs prior-day high ≤ -0.54% (≈-134 pts at 25,000) AND India VIX change on the prior day (%) ≥ 0.773 at 13:00",13:00,price never trades back to the open after 13:00,level / structure,subgroup,higher,47,1.0,0.6095,1.641,21,1.0,0.6674,1.498,"[0.8454, 1.0]",0.0004997501249375312,0.009900990099009901,0.00020533600224843383,0.0010730462052982671,0.0006491267167853715,0.16180476977176586,4.849361196132566e-08,0.0014454138111447813,1.5688900042611458e-10,True,2022:100/61(n18) 2023:100/60(n9) 2024:100/61(n20) 2025:100/72(n8) 2026:100/60(n13),False,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,47,0.5319148936170213,5.747185235724421,395.35045275498464,21,0.47619047619047616,19.935437279604407,255.7592202201726,31.050380952380994,"[[""abs_mv_pct"", "">="", 0.6409], [""dist_pdh_pct"", ""<="", -0.5355], [""vix_chg"", "">="", 0.7733]]"
R0822,"When size of the move from the open to 13:00 (either direction) ≥ 0.64% (≈160 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) is negative AND the day opened inside the prior-day range at 13:00",13:00,price never trades back to the open after 13:00,level / structure,subgroup,higher,46,1.0,0.6095,1.641,21,1.0,0.6674,1.498,"[0.8454, 1.0]",0.0004997501249375312,0.009900990099009901,0.00020533600224843383,0.0010730462052982671,0.0006491267167853715,0.16180476977176586,7.474014600850771e-08,0.0023708864560475136,2.573960064956264e-10,True,2022:100/61(n16) 2023:100/60(n12) 2024:100/61(n18) 2025:100/72(n10) 2026:100/60(n11),False,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,46,0.5217391304347826,-1.6572904368778736,552.0712081594606,21,0.5714285714285714,0.7846027215329695,226.1146662817634,10.53720952381021,"[[""abs_mv_pct"", "">="", 0.6409], [""ema9_21_pct"", ""<"", 0.0], [""open_vs_pd"", ""=="", 0.0]]"
R0823,"When size of the move from the open to 13:00 (either direction) ≥ 0.64% (≈160 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) ≤ 0.195 AND price has not touched the prior-day high yet at 13:00",13:00,price never trades back to the open after 13:00,level / structure,subgroup,higher,45,1.0,0.6095,1.641,23,1.0,0.6674,1.498,"[0.8569, 1.0]",0.0004997501249375312,0.009900990099009901,9.146844639154946e-05,0.0005454437416723072,0.0003299597943449759,0.07408944157715507,1.1460373444908984e-07,0.003888793313751432,4.222903070320592e-10,True,2022:100/61(n16) 2023:100/60(n13) 2024:100/61(n16) 2025:100/72(n9) 2026:100/60(n14),False,PASS,False,enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close,45,0.4444444444444444,-9.057393849221521,884.7559855052475,23,0.4782608695652174,-11.26438263266219,325.29728111309447,-1.1516956521734993,"[[""abs_mv_pct"", "">="", 0.6409], [""pos_rng"", ""<="", 0.1946], [""touched_pdh"", ""=="", 0.0]]"
R0824,"When size of the move from the open to 13:00 (either direction) ≤ 0.07% (≈17 pts at 25,000) AND India VIX (prior day's close) > 12.6 at 13:00",13:00,price never trades back to the open after 13:00,level / structure,tree,lower,60,0.0,0.6095,0.0,27,0.1481,0.6674,0.222,"[0.0592, 0.3248]",0.0004997501249375312,0.009900990099009901,3.819736765243831e-08,8.250631412926674e-07,4.991122706585272e-07,3.5447157181462746e-05,5.429395699337423e-21,5.787068929633523e-18,6.261839062626218e-25,True,2022:0/61(n22) 2023:0/60(n7) 2024:0/61(n31) 2025:12/72(n16) 2026:18/60(n11),False,PASS,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,60,0.45,-2.8121509145332197,455.1969856556179,27,0.4444444444444444,-7.991036796408412,534.4079967195153,2.543666666666805,"[[""abs_mv_pct"", ""<="", 0.0679], [""vix_prev"", "">"", 12.555]]"
R0825,"When prior day's close-to-close return > +0.24% (≈+59 pts at 25,000) AND size of the opening gap ≤ 0.62% (≈154 pts at 25,000) AND size of the move from the open to 13:00 (either direction) ≤ 0.06% (≈15 pts at 25,000) at 13:00",13:00,price never trades back to the open after 13:00,level / structure,rulefit,lower,30,0.0,0.6095,0.0,16,0.25,0.6674,0.375,"[0.1018, 0.495]",0.0004997501249375312,0.009900990099009901,0.0007741616635566144,0.0033295802521107485,0.0020231424807612857,0.5782987626767909,6.225473671322986e-10,1.032503190367462e-05,1.1190924057133278e-12,True,2022:0/61(n7) 2023:0/60(n12) 2024:0/61(n11) 2025:30/72(n10) 2026:17/60(n6),False,WATCH,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,30,0.5,6.800034602633998,227.22741193833116,16,0.375,-6.1051736918178525,511.3113708309311,3.9050250000000233,"[[""prevret_pct"", "">"", 0.2363], [""abs_gap_pct"", ""<="", 0.6154], [""abs_mv_pct"", ""<="", 0.0602]]"
R0826,"When size of the move from the open to 13:00 (either direction) ≤ 0.06% (≈16 pts at 25,000) AND (price is above the opening-range high or price is inside the opening range) at 13:00",13:00,price never trades back to the open after 13:00,level / structure,rulefit,lower,78,0.0256,0.6095,0.042,48,0.125,0.6674,0.187,"[0.0586, 0.247]",0.0004997501249375312,0.009900990099009901,9.67137228272487e-15,1.880114771761715e-12,1.1373533804484445e-12,9.361888369677674e-12,3.105660845612102e-24,1.9175839259466913e-21,2.0748013779180157e-28,True,2022:0/61(n19) 2023:7/60(n28) 2024:0/61(n31) 2025:16/72(n25) 2026:9/60(n23),False,PASS,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,78,0.5,-3.8194338238503063,416.72774731436255,48,0.4375,-8.376555470933019,878.3447896349737,2.8513541666668516,"[[""abs_mv_pct"", ""<="", 0.0645], [""or_state"", "">"", -0.5]]"
R0827,"When size of the move from the open to 13:00 (either direction) ≤ 0.11% (≈28 pts at 25,000) AND CPR width ≤ 0.06% (≈16 pts at 25,000) AND it is not expiry day at 13:00",13:00,price never trades back to the open after 13:00,level / structure,subgroup,lower,32,0.0312,0.6095,0.051,18,0.1667,0.6674,0.25,"[0.0584, 0.3922]",0.0004997501249375312,0.009900990099009901,1.7957480933379714e-05,0.00014545559556037568,8.79916565735606e-05,0.015317731236172897,3.856577703004564e-09,8.01745177001672e-05,8.693799838535316e-12,True,2022:0/61(n3) 2023:7/60(n15) 2024:0/61(n14) 2025:22/72(n9) 2026:11/60(n9),False,WATCH,False,enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close,32,0.59375,14.057299799347959,199.5696800098213,18,0.3333333333333333,-16.84323267386505,515.7158258092221,-4.978122222221525,"[[""abs_mv_pct"", ""<="", 0.1119], [""cpr_width_pct"", ""<="", 0.0624], [""is_expiry"", ""=="", 0.0]]"
R0828,"When price vs prior-day high > -0.24% (≈-61 pts at 25,000) at 13:00",13:00,price reaches the prior-day high after 13:00 (days not yet at PDH),level / structure,rulefit,higher,31,0.6452,0.123,5.245,19,0.4211,0.0617,6.821,"[0.2314, 0.6372]",0.0004997501249375312,0.009900990099009901,8.58501886715974e-06,7.947274608456446e-05,4.807610565609454e-05,0.007451796376694655,1.0437340025725513e-08,0.0002494512164827974,2.705864831541318e-11,True,2022:100/12(n4) 2023:50/10(n10) 2024:65/15(n17) 2025:42/5(n12) 2026:43/7(n7),,WATCH,False,"enter long at 13:00 price, take profit at PDH; stop 0.4% of entry; exit at close",31,0.6451612903225806,2.0947017105539762,185.9115979716275,19,0.42105263157894735,-17.237908484627567,327.5202612079239,-7.091442105262869,"[[""dist_pdh_pct"", "">"", -0.2447]]"
R0829,"When price vs prior-day high > -0.37% (≈-92 pts at 25,000) AND 1-min RSI(14) > 52.7 at 13:00",13:00,price reaches the prior-day high after 13:00 (days not yet at PDH),level / structure,rulefit,higher,30,0.6333,0.123,5.149,19,0.2632,0.0617,4.263,"[0.1181, 0.4879]",0.0074962518740629685,0.009900990099009901,0.005015331569083869,0.016358732500501745,0.009962888387234173,1.0,4.4517812985440766e-08,0.0013127554694074858,1.424850294371038e-10,True,2022:71/12(n7) 2023:64/10(n11) 2024:58/15(n12) 2025:20/5(n10) 2026:33/7(n9),False,WATCH,False,"enter long at 13:00 price, take profit at PDH; stop 0.4% of entry; exit at close",30,0.7,10.334363404415472,143.3362197283875,19,0.42105263157894735,-23.194185263173964,440.6895200003054,-12.376989473683926,"[[""dist_pdh_pct"", "">"", -0.3661], [""rsi_14"", "">"", 52.7326]]"
R0830,"When price vs prior-day high > -0.37% (≈-92 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) > -0.03% (≈-6 pts at 25,000) AND 1-min Bollinger %B ≤ 0.948 at 13:00",13:00,price reaches the prior-day high after 13:00 (days not yet at PDH),level / structure,rulefit,higher,42,0.5952,0.123,4.84,29,0.3793,0.0617,6.145,"[0.2269, 0.56]",0.0004997501249375312,0.009900990099009901,6.03635821000096e-07,8.757224149434229e-06,5.297580041015767e-06,0.000546894053826087,5.967953974341895e-10,9.808138417789207e-06,1.063050814996566e-12,True,2022:89/12(n9) 2023:47/10(n15) 2024:56/15(n18) 2025:33/5(n18) 2026:46/7(n11),True,PASS,False,"enter long at 13:00 price, take profit at PDH; stop 0.4% of entry; exit at close",42,0.6428571428571429,6.568315571780586,235.74324672973603,29,0.4827586206896552,-11.687700218162153,338.9433063267025,-1.4914275862066806,"[[""dist_pdh_pct"", "">"", -0.3661], [""dist_twap_pct"", "">"", -0.0255], [""bb_pctb"", ""<="", 0.9479]]"
R0831,"When India VIX (prior day's close) > 13.4 AND 1-min ATR(14) as % of price ≤ 0.0351 AND price vs prior-day high > -0.66% (≈-164 pts at 25,000) at 13:00",13:00,price reaches the prior-day high after 13:00 (days not yet at PDH),level / structure,rulefit,higher,42,0.5714,0.123,4.646,25,0.0,0.0617,0.0,"[0.0, 0.1332]",1.0,0.009900990099009901,1.0,1.0,1.0,1.0,4.598242196423411e-09,9.806471567911661e-05,1.063436311720385e-11,False,2022:60/12(n15) 2023:40/10(n10) 2024:65/15(n17) 2025:0/5(n19) 2026:0/7(n6),False,FAIL,False,"enter long at 13:00 price, take profit at PDH; stop 0.4% of entry; exit at close",42,0.7380952380952381,25.813509831562232,125.44717720456549,25,0.24,-31.737563039072302,824.926580115249,-21.990399999999646,"[[""vix_prev"", "">"", 13.385], [""atr14_pct"", ""<="", 0.0351], [""dist_pdh_pct"", "">"", -0.6557]]"
R0832,"When price vs prior-day high > -0.53% (≈-131 pts at 25,000) AND 1-min RSI(14) > 50.2 AND (price is above the CPR or price is inside the CPR) at 13:00",13:00,price reaches the prior-day high after 13:00 (days not yet at PDH),level / structure,rulefit,higher,48,0.5625,0.123,4.573,30,0.2667,0.0617,4.32,"[0.1418, 0.4445]",0.0004997501249375312,0.009900990099009901,0.00036021831166088616,0.001768344439062532,0.0010697392285686923,0.27919035876239906,4.881982298876307e-10,7.806156995212941e-06,8.46025941370578e-13,True,2022:50/12(n14) 2023:56/10(n16) 2024:61/15(n18) 2025:23/5(n22) 2026:38/7(n8),True,PASS,False,"enter long at 13:00 price, take profit at PDH; stop 0.4% of entry; exit at close",48,0.6875,13.676720311927758,157.12566763219115,30,0.36666666666666664,-19.831620292214858,630.7678587604304,-10.241339999999886,"[[""dist_pdh_pct"", "">"", -0.5251], [""rsi_14"", "">"", 50.2228], [""cpr_pos"", "">"", -0.5]]"
R0833,"When price vs prior-day high > -0.52% (≈-130 pts at 25,000) AND India VIX (prior day's close) > 14.9 at 13:00",13:00,price reaches the prior-day high after 13:00 (days not yet at PDH),level / structure,rulefit,higher,37,0.5405,0.123,4.395,12,0.1667,0.0617,2.7,"[0.047, 0.448]",0.18340829585207397,0.009900990099009901,0.16695550858865027,0.31510826087022925,0.2093173540514421,1.0,5.175991835633335e-07,0.02222039724254606,2.4153290916781506e-09,False,2022:50/12(n24) 2023:60/10(n5) 2024:62/15(n8) 2025:0/5(n7) 2026:40/7(n5),False,FAIL,False,"enter long at 13:00 price, take profit at PDH; stop 0.4% of entry; exit at close",37,0.6756756756756757,12.844167785993545,205.97048502060574,12,0.25,-38.45788090016257,461.49457080195083,-27.53733333333336,"[[""dist_pdh_pct"", "">"", -0.5192], [""vix_prev"", "">"", 14.86]]"
R0834,"When price vs prior-day high > -0.52% (≈-130 pts at 25,000) AND India VIX (prior day's close) > 13.4 AND position in today's range so far (0 = at low, 1 = at high) ≤ 0.819 at 13:00",13:00,price reaches the prior-day high after 13:00 (days not yet at PDH),level / structure,rulefit,higher,33,0.5152,0.123,4.188,14,0.2143,0.0617,3.471,"[0.0757, 0.4759]",0.0384807596201899,0.0297029702970297,0.051282892678833125,0.11784154062370165,0.07372699485367697,1.0,1.3431023652252614e-05,1.0,1.0990403649460161e-07,False,2022:54/12(n13) 2023:38/10(n8) 2024:58/15(n12) 2025:0/5(n10) 2026:75/7(n4),False,FAIL,False,"enter long at 13:00 price, take profit at PDH; stop 0.4% of entry; exit at close",33,0.6666666666666666,21.858407767837345,137.8312853200014,14,0.35714285714285715,-24.48206592912172,567.3829182980814,-14.925014285715017,"[[""dist_pdh_pct"", "">"", -0.5192], [""vix_prev"", "">"", 13.375], [""pos_rng"", ""<="", 0.8193]]"
R0835,"When size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND the move from the open is UP AND price is above the CPR at 13:00",13:00,price reaches the prior-day high after 13:00 (days not yet at PDH),level / structure,subgroup,higher,32,0.5,0.123,4.065,18,0.2778,0.0617,4.5,"[0.125, 0.5087]",0.011494252873563218,0.2376237623762376,0.0038913831484178843,0.013271664632498889,0.00808527664759617,1.0,4.487392075901917e-05,1.0,4.640484565981158e-07,True,2022:62/12(n8) 2023:57/10(n7) 2024:41/15(n17) 2025:40/5(n10) 2026:12/7(n8),False,WATCH,False,"enter long at 13:00 price, take profit at PDH; stop 0.4% of entry; exit at close",32,0.5625,-5.81681000538237,390.8597402789677,18,0.5555555555555556,3.0809893108613444,196.8616202031987,13.694655555556084,"[[""abs_gap_pct"", ""<="", 0.2212], [""dir"", ""=="", 1.0], [""cpr_pos"", ""=="", 1.0]]"
R0836,"When price vs prior-day high ≤ -0.52% (≈-130 pts at 25,000) AND CPR width > 0.06% (≈14 pts at 25,000) AND opening gap vs prior close ≤ +0.24% (≈+60 pts at 25,000) at 13:00",13:00,price reaches the prior-day high after 13:00 (days not yet at PDH),level / structure,rulefit,lower,189,0.0,0.123,0.0,150,0.0067,0.0617,0.108,"[0.0012, 0.0368]",0.0004997501249375312,0.009900990099009901,0.0007681613738554882,0.003318457135055709,0.002016423606370656,0.5745847076439051,1.2653608640386087e-08,0.00031124326287432366,3.376396981260278e-11,True,2022:0/12(n75) 2023:0/10(n51) 2024:0/15(n63) 2025:0/5(n73) 2026:1/7(n77),True,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""dist_pdh_pct"", ""<="", -0.5192], [""cpr_width_pct"", "">"", 0.0573], [""gap_pct"", ""<="", 0.2394]]"
R0837,"When price vs prior-day high ≤ -0.51% (≈-127 pts at 25,000) AND distance from TWAP in the move's direction > +0.05% (≈+11 pts at 25,000) at 13:00",13:00,price reaches the prior-day high after 13:00 (days not yet at PDH),level / structure,rulefit,lower,185,0.0,0.123,0.0,127,0.0,0.0617,0.0,"[0.0, 0.0294]",0.0004997501249375312,0.009900990099009901,0.00030600521091109055,0.001517536045946837,0.0009180156327332716,0.23776604887791736,1.990322851986651e-08,0.0005260223609257391,5.707481864333054e-11,True,2022:0/12(n68) 2023:0/10(n52) 2024:0/15(n65) 2025:0/5(n64) 2026:0/7(n63),True,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""dist_pdh_pct"", ""<="", -0.509], [""twap_dir_pct"", "">"", 0.0454]]"
R0838,"When price vs prior-day high ≤ -0.54% (≈-134 pts at 25,000) AND 1-min RSI(14) ≤ 47.1 at 13:00",13:00,price reaches the prior-day high after 13:00 (days not yet at PDH),level / structure,subgroup,lower,125,0.0,0.123,0.0,88,0.0,0.0617,0.0,"[0.0, 0.0418]",0.0024987506246876563,0.04950495049504951,0.0036720996603372383,0.012657024361162396,0.007711409286708201,1.0,1.7417930219178296e-05,1.0,1.500756017200851e-07,True,2022:0/12(n47) 2023:0/10(n41) 2024:0/15(n37) 2025:0/5(n46) 2026:0/7(n42),True,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""dist_pdh_pct"", ""<="", -0.5355], [""rsi_14"", ""<="", 47.1103]]"
R0839,"When price vs prior-day high ≤ -0.54% (≈-134 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) is negative AND it is not expiry day at 13:00",13:00,price reaches the prior-day high after 13:00 (days not yet at PDH),level / structure,subgroup,lower,118,0.0,0.123,0.0,78,0.0128,0.0617,0.208,"[0.0023, 0.0691]",0.030484757621189407,0.18811881188118812,0.042579548281383134,0.1004546624502534,0.062435846357738856,1.0,3.761764769520535e-05,1.0,3.760922705080572e-07,True,2022:0/12(n42) 2023:0/10(n41) 2024:0/15(n35) 2025:0/5(n42) 2026:3/7(n36),False,FAIL,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""dist_pdh_pct"", ""<="", -0.5355], [""ema9_21_pct"", ""<"", 0.0], [""is_expiry"", ""=="", 0.0]]"
R0840,"When price vs prior-day low ≤ +0.39% (≈+98 pts at 25,000) AND India VIX change on the prior day (%) > -2.97 AND size of the move from the open to 13:00 (either direction) > 0.10% (≈24 pts at 25,000) at 13:00",13:00,price reaches the prior-day low after 13:00 (days not yet at PDL),level / structure,rulefit,higher,40,0.65,0.0995,6.53,18,0.3889,0.0823,4.725,"[0.203, 0.6138]",0.0029985007496251873,0.009900990099009901,0.00035978139015773077,0.001768344439062532,0.0010697392285686923,0.27919035876239906,1.4799328085968915e-13,9.308355193205966e-10,1.0077711906669708e-16,True,2022:88/10(n8) 2023:56/11(n23) 2024:67/8(n9) 2025:25/8(n12) 2026:67/9(n6),False,WATCH,False,"enter short at 13:00 price, take profit at PDL; stop 0.4% of entry; exit at close",40,0.7,19.94867578084496,109.79055274289863,18,0.3888888888888889,-20.20128242452404,450.4362614551653,-9.688322222222471,"[[""dist_pdl_pct"", ""<="", 0.3933], [""vix_chg"", "">"", -2.9721], [""abs_mv_pct"", "">"", 0.0961]]"
R0841,"When price vs prior-day low ≤ +0.39% (≈+99 pts at 25,000) AND (it is weekly-expiry day or expiry is 1 trading day away) at 13:00",13:00,price reaches the prior-day low after 13:00 (days not yet at PDL),level / structure,tree,higher,30,0.6333,0.0995,6.362,18,0.6111,0.0823,7.425,"[0.3862, 0.797]",0.0004997501249375312,0.009900990099009901,2.1596056905322696e-08,5.247841827993414e-07,3.1746203650824366e-07,2.0149121092666076e-05,1.6642528432948301e-09,3.10469644011404e-05,3.3658248753401416e-12,True,2022:64/10(n11) 2023:64/11(n14) 2024:60/8(n5) 2025:56/8(n9) 2026:67/9(n9),True,WATCH,False,"enter short at 13:00 price, take profit at PDL; stop 0.4% of entry; exit at close",30,0.6666666666666666,14.605356162362478,148.76289446703964,18,0.6666666666666666,3.132499208507624,212.40384454680932,14.405966666666346,"[[""dist_pdl_pct"", ""<="", 0.3945], [""dte_cat"", ""<="", 1.5]]"
R0842,"When price vs prior-day low ≤ +0.39% (≈+99 pts at 25,000) AND India VIX (prior day's close) > 12.6 at 13:00",13:00,price reaches the prior-day low after 13:00 (days not yet at PDL),level / structure,rulefit,higher,37,0.5946,0.0995,5.973,19,0.5263,0.0823,6.395,"[0.3171, 0.7267]",0.0004997501249375312,0.009900990099009901,6.557022815553547e-07,9.10489453816864e-06,5.507899165064979e-06,0.0005920991602444852,2.383327048817148e-10,3.4948306609928037e-06,3.7871276078864105e-13,True,2022:62/10(n13) 2023:70/11(n10) 2024:50/8(n14) 2025:40/8(n10) 2026:67/9(n9),True,WATCH,False,"enter short at 13:00 price, take profit at PDL; stop 0.4% of entry; exit at close",37,0.5945945945945946,6.932306125082514,154.8476854109411,19,0.5789473684210527,-2.003426934732181,317.61742140235503,8.717136842104848,"[[""dist_pdl_pct"", ""<="", 0.3945], [""vix_prev"", "">"", 12.57]]"
R0843,"When price vs session TWAP (time-weighted VWAP) ≤ -0.04% (≈-11 pts at 25,000) AND the first opening-range break was downward AND price is below the CPR at 13:00",13:00,price reaches the prior-day low after 13:00 (days not yet at PDL),level / structure,subgroup,higher,37,0.5676,0.0995,5.701,18,0.5,0.0823,6.075,"[0.2903, 0.7097]",0.0004997501249375312,0.009900990099009901,4.225259497496203e-06,4.464078512572075e-05,2.7004919397040946e-05,0.0037224536172941547,2.2553403833805187e-09,4.383021216889798e-05,4.752069294321449e-12,True,2022:64/10(n11) 2023:53/11(n17) 2024:56/8(n9) 2025:33/8(n9) 2026:67/9(n9),True,WATCH,False,"enter short at 13:00 price, take profit at PDL; stop 0.4% of entry; exit at close",37,0.6486486486486487,15.712552562229071,144.08284988589827,18,0.5555555555555556,-10.485208113954709,253.40792589827348,0.427333333332879,"[[""dist_twap_pct"", ""<="", -0.0421], [""or_first_break"", ""=="", -1.0], [""cpr_pos"", ""=="", -1.0]]"
R0844,"When price vs prior-day low ≤ +0.35% (≈+89 pts at 25,000) AND CPR width ≤ 0.13% (≈33 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is negative at 13:00",13:00,price reaches the prior-day low after 13:00 (days not yet at PDL),level / structure,subgroup,higher,30,0.5667,0.0995,5.692,15,0.6,0.0823,7.29,"[0.3575, 0.8018]",0.0004997501249375312,0.009900990099009901,5.471454328811734e-07,8.057960011522735e-06,4.874568402032273e-06,0.0004962609076232243,1.5910902196227808e-07,0.005671673600754022,6.160117979514933e-10,False,2022:60/10(n5) 2023:50/11(n16) 2024:67/8(n9) 2025:62/8(n8) 2026:57/9(n7),True,FAIL,False,"enter short at 13:00 price, take profit at PDL; stop 0.4% of entry; exit at close",30,0.6333333333333333,12.153960227746806,91.11120740729638,15,0.6666666666666666,16.389590801443426,35.89694207840404,26.13999999999966,"[[""dist_pdl_pct"", ""<="", 0.3547], [""cpr_width_pct"", ""<="", 0.1322], [""dist_twap_pct"", ""<"", 0.0]]"
R0845,"When price vs prior-day low ≤ +0.39% (≈+99 pts at 25,000) AND gap measured in the direction of the move so far ≤ -0.09% (≈-21 pts at 25,000) at 13:00",13:00,price reaches the prior-day low after 13:00 (days not yet at PDL),level / structure,rulefit,higher,41,0.561,0.0995,5.635,19,0.4211,0.0823,5.116,"[0.2314, 0.6372]",0.001999000499750125,0.009900990099009901,6.930964522614858e-05,0.00044058925007265905,0.0002665292994266703,0.05690321873066798,3.6067326014256003e-10,5.545833342960776e-06,6.010135546350067e-13,True,2022:73/10(n11) 2023:53/11(n19) 2024:46/8(n11) 2025:36/8(n11) 2026:50/9(n8),True,WATCH,False,"enter short at 13:00 price, take profit at PDL; stop 0.4% of entry; exit at close",41,0.6341463414634146,11.920259722545104,133.82269504611588,19,0.47368421052631576,-13.969366795399003,330.09214895966977,-3.5139999999999803,"[[""dist_pdl_pct"", ""<="", 0.3945], [""gap_dir_pct"", ""<="", -0.0857]]"
R0846,"When 1-min ATR(14) as % of price ≤ 0.074 AND price vs prior-day low > +0.23% (≈+58 pts at 25,000) AND price vs prior-day low ≤ +0.35% (≈+88 pts at 25,000) at 13:00",13:00,price reaches the prior-day low after 13:00 (days not yet at PDL),level / structure,rulefit,higher,31,0.5484,0.0995,5.509,22,0.3182,0.0823,3.866,"[0.1636, 0.5268]",0.010494752623688156,0.009900990099009901,0.001437214097629765,0.005632952027806982,0.0034352922333589506,1.0,2.898233695530675e-07,0.0113786987255833,1.236352656097138e-09,True,2022:62/10(n8) 2023:62/11(n13) 2024:40/8(n10) 2025:21/8(n14) 2026:50/9(n8),False,PASS,False,"enter short at 13:00 price, take profit at PDL; stop 0.4% of entry; exit at close",31,0.5806451612903226,7.561124664229876,260.6174543079393,22,0.6363636363636364,6.878673230445515,280.83269540638963,17.036381818181326,"[[""atr14_pct"", ""<="", 0.074], [""dist_pdl_pct"", "">"", 0.2324], [""dist_pdl_pct"", ""<="", 0.3508]]"
R0847,"When move from the open to 13:00 ≤ -0.14% (≈-35 pts at 25,000) AND price vs prior-day low ≤ +0.35% (≈+89 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is negative at 13:00",13:00,price reaches the prior-day low after 13:00 (days not yet at PDL),level / structure,subgroup,higher,33,0.5455,0.0995,5.479,21,0.5714,0.0823,6.943,"[0.3655, 0.7553]",0.0004997501249375312,0.009900990099009901,1.3967952540043141e-08,3.590240973690297e-07,2.1718741692694386e-07,1.307400357748038e-05,1.1730122932428694e-07,0.003997208311849052,4.3407019471752617e-10,True,2022:62/10(n8) 2023:53/11(n15) 2024:50/8(n10) 2025:50/8(n10) 2026:64/9(n11),True,PASS,False,"enter short at 13:00 price, take profit at PDL; stop 0.4% of entry; exit at close",33,0.5757575757575758,11.04649208017733,99.23267472719931,21,0.5714285714285714,1.9147407477760787,212.40384454680932,12.41463809523789,"[[""mv_pct"", ""<="", -0.1417], [""dist_pdl_pct"", ""<="", 0.3547], [""dist_twap_pct"", ""<"", 0.0]]"
R0848,"When price vs prior-day low ≥ +1.18% (≈+295 pts at 25,000) AND CPR width ≥ 0.20% (≈51 pts at 25,000) at 13:00",13:00,price reaches the prior-day low after 13:00 (days not yet at PDL),level / structure,subgroup,lower,101,0.0,0.0995,0.0,43,0.0,0.0823,0.0,"[0.0, 0.082]",0.018490754622688656,1.0,0.024890828147488997,0.06259248359685142,0.03856209442648127,1.0,0.002018721059851641,1.0,5.0300348838447484e-05,True,2022:0/10(n50) 2023:0/11(n20) 2024:0/8(n31) 2025:0/8(n23) 2026:0/9(n20),False,WATCH,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""dist_pdl_pct"", "">="", 1.1785], [""cpr_width_pct"", "">="", 0.2031]]"
R0849,"When price vs prior-day low ≥ +0.68% (≈+171 pts at 25,000) AND the day opened inside the prior-day range AND it is not expiry day at 13:00",13:00,price reaches the prior-day low after 13:00 (days not yet at PDL),level / structure,subgroup,lower,101,0.0,0.0995,0.0,63,0.0,0.0823,0.0,"[-0.0, 0.0575]",0.041979010494752625,1.0,0.004466950452958874,0.014920535533594589,0.009088466665535703,1.0,0.002018721059851641,1.0,5.0300348838447484e-05,True,2022:0/10(n30) 2023:0/11(n28) 2024:0/8(n43) 2025:0/8(n35) 2026:0/9(n28),True,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""dist_pdl_pct"", "">="", 0.6839], [""open_vs_pd"", ""=="", 0.0], [""is_expiry"", ""=="", 0.0]]"
R0850,When 1-min ATR(14) as % of price ≤ 0.0273 AND price vs session TWAP (time-weighted VWAP) is positive AND prior day's close-to-close return is positive at 13:00,13:00,price reaches the prior-day low after 13:00 (days not yet at PDL),level / structure,subgroup,lower,99,0.0,0.0995,0.0,47,0.0213,0.0823,0.259,"[0.0038, 0.1111]",0.11144427786106946,1.0,0.09206796751832708,0.1945436183213346,0.12275729002443611,1.0,0.0023876959627660965,1.0,6.203680073474911e-05,True,2022:0/10(n26) 2023:0/11(n42) 2024:0/8(n31) 2025:3/8(n35) 2026:0/9(n12),True,FAIL,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""atr14_pct"", ""<="", 0.0273], [""dist_twap_pct"", "">"", 0.0], [""prevret_pct"", "">"", 0.0]]"
R0851,When India VIX (prior day's close) ≤ 13.7 AND 1-min EMA9 − EMA21 (as % of price) is positive AND price is above the CPR at 13:00,13:00,price reaches the prior-day low after 13:00 (days not yet at PDL),level / structure,subgroup,lower,93,0.0,0.0995,0.0,66,0.0152,0.0823,0.184,"[0.0027, 0.081]",0.07196401799100449,1.0,0.02388734965757477,0.06094095503192304,0.037455364263077245,1.0,0.003904102762165655,1.0,0.00011638166899841948,True,2022:0/10(n3) 2023:0/11(n64) 2024:0/8(n26) 2025:2/8(n48) 2026:0/9(n18),True,FAIL,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""vix_prev"", ""<="", 13.684], [""ema9_21_pct"", "">"", 0.0], [""cpr_pos"", ""=="", 1.0]]"
R0852,"When prior day's close-to-close return ≤ -0.63% (≈-157 pts at 25,000) AND 1-min Bollinger %B ≤ 0.754 AND India VIX change on the prior day (%) ≤ 2.5 at 14:30",14:30,price 30 min after 14:30 is further in the move's direction than at 14:30,direction (continuation / reversal),rulefit,higher,31,0.871,0.5061,1.721,15,0.4,0.5103,0.784,"[0.1982, 0.6425]",0.8740629685157422,1.0,0.8671421274877755,0.9647165591945078,0.998924248677784,1.0,0.0018526103801292835,1.0,4.502880475222119e-05,True,2022:93/54(n14) 2023:86/53(n7) 2024:80/45(n10) 2025:33/54(n9) 2026:50/47(n6),False,FAIL,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at +30 min,31,0.6451612903225806,16.45738804441935,29.649039842098546,15,0.3333333333333333,-14.862105025894921,222.93157538842382,-4.963333333333382,"[[""prevret_pct"", ""<="", -0.6288], [""bb_pctb"", ""<="", 0.7538], [""vix_chg"", ""<="", 2.4998]]"
R0853,"When size of the move from the open to 14:30 (either direction) ≥ 0.45% (≈112 pts at 25,000) AND opening gap vs prior close ≥ +0.41% (≈+103 pts at 25,000) AND prior day's close-to-close return ≤ -0.10% (≈-25 pts at 25,000) at 14:30",14:30,price 30 min after 14:30 is further in the move's direction than at 14:30,direction (continuation / reversal),subgroup,higher,30,0.8667,0.5061,1.712,9,0.7778,0.5103,1.524,"[0.4526, 0.9368]",0.1089455272363818,1.0,0.10035344797517151,0.2075394711316313,0.998924248677784,1.0,0.002857580147426089,1.0,7.79370197937835e-05,False,2022:79/54(n19) 2023:100/53(n6) 2024:100/45(n5) 2025:60/54(n5) 2026:100/47(n4),True,FAIL,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at +30 min,30,0.7666666666666667,13.099188697967755,71.9240317170739,9,0.6666666666666666,6.58817927526008,104.68577500657722,17.679755555555555,"[[""abs_mv_pct"", "">="", 0.4474], [""gap_pct"", "">="", 0.4109], [""prevret_pct"", ""<="", -0.1019]]"
R0854,"When prior day's close-to-close return ≤ -1.38% (≈-346 pts at 25,000) AND CPR width ≤ 0.74% (≈184 pts at 25,000) at 14:30",14:30,price 30 min after 14:30 is further in the move's direction than at 14:30,direction (continuation / reversal),rulefit,higher,32,0.8125,0.5061,1.605,21,0.5238,0.5103,1.027,"[0.3237, 0.7166]",0.5052473763118441,1.0,0.5378754453930294,0.7415814651376236,0.998924248677784,1.0,0.015206276212345013,1.0,0.000685728378874038,True,2022:82/54(n22) 2023:67/53(n3) 2024:86/45(n7) 2025:60/54(n5) 2026:50/47(n16),False,FAIL,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at +30 min,32,0.78125,20.57713460451627,119.77661710843876,21,0.42857142857142855,-11.790653885954134,285.34337091797846,-1.5673523809521048,"[[""prevret_pct"", ""<="", -1.3831], [""cpr_width_pct"", ""<="", 0.7379]]"
R0855,When 1-min ATR(14) as % of price ≥ 0.0384 AND price is inside the prior-day range AND expiry is 1 trading day away at 14:30,14:30,price 30 min after 14:30 is further in the move's direction than at 14:30,direction (continuation / reversal),subgroup,higher,32,0.8125,0.5061,1.605,10,0.7,0.5103,1.372,"[0.3968, 0.8922]",0.21389305347326337,1.0,0.1892092091818508,0.34700254966935656,0.998924248677784,1.0,0.015206276212345013,1.0,0.000685728378874038,True,2022:82/54(n11) 2023:67/53(n3) 2024:83/45(n18) 2025:67/54(n6) 2026:75/47(n4),True,FAIL,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at +30 min,32,0.71875,15.356510943113932,109.49378434385642,10,0.7,19.584949216298533,37.919256874052394,29.020000000000074,"[[""atr14_pct"", "">="", 0.0384], [""pd_pos"", ""=="", 0.0], [""dte_cat"", ""=="", 1.0]]"
R0856,"When prior day's close-to-close return ≤ -0.54% (≈-134 pts at 25,000) AND 1-min RSI(14) ≤ 47.3 AND price is inside the prior-day range at 14:30",14:30,price 30 min after 14:30 is further in the move's direction than at 14:30,direction (continuation / reversal),subgroup,higher,31,0.8065,0.5061,1.593,16,0.4375,0.5103,0.857,"[0.231, 0.6682]",0.847576211894053,1.0,0.7970217142075131,0.9266807490546684,0.998924248677784,1.0,0.0219257224348989,1.0,0.001111860769284843,True,2022:80/54(n10) 2023:100/53(n5) 2024:75/45(n16) 2025:56/54(n9) 2026:29/47(n7),False,FAIL,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at +30 min,31,0.6129032258064516,5.244712213013366,73.82652172680073,16,0.375,-17.14261666036368,276.2040099449841,-7.206624999999121,"[[""prevret_pct"", ""<="", -0.5369], [""rsi_14"", ""<="", 47.2967], [""pd_pos"", ""=="", 0.0]]"
R0857,"When prior day's close-to-close return ≤ -0.10% (≈-25 pts at 25,000) AND 1-min Bollinger %B ≤ 0.41 AND price is above the opening-range high at 14:30",14:30,price 30 min after 14:30 is further in the move's direction than at 14:30,direction (continuation / reversal),subgroup,higher,30,0.8,0.5061,1.581,26,0.6923,0.5103,1.357,"[0.5001, 0.835]",0.07196401799100449,1.0,0.04717645402603565,0.10970218496006376,0.998924248677784,1.0,0.03120696561025201,1.0,0.0017908791212902717,True,2022:89/54(n9) 2023:71/53(n7) 2024:79/45(n14) 2025:80/54(n15) 2026:55/47(n11),True,FAIL,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at +30 min,30,0.6666666666666666,10.86807416474338,27.016368449098536,26,0.4230769230769231,-5.1232796247943515,289.31095631924984,4.9116461538464,"[[""prevret_pct"", ""<="", -0.1019], [""bb_pctb"", ""<="", 0.4099], [""or_state"", ""=="", 1.0]]"
R0858,"When prior day's close-to-close return ≤ -0.10% (≈-25 pts at 25,000) AND 1-min ATR(14) as % of price ≥ 0.0384 AND price has already touched the prior-day high at 14:30",14:30,price 30 min after 14:30 is further in the move's direction than at 14:30,direction (continuation / reversal),subgroup,higher,34,0.7941,0.5061,1.569,23,0.5217,0.5103,1.023,"[0.3296, 0.7076]",0.5122438780609695,1.0,0.539591515259437,0.7425265333026083,0.998924248677784,1.0,0.021069901075765295,1.0,0.0010536057276166212,True,2022:76/54(n21) 2023:100/53(n2) 2024:82/45(n11) 2025:56/54(n9) 2026:50/47(n14),False,FAIL,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at +30 min,34,0.6764705882352942,23.742896358954635,71.92403171707392,23,0.391304347826087,-10.31536491630718,289.47011239001733,0.16186086956503973,"[[""prevret_pct"", ""<="", -0.1019], [""atr14_pct"", "">="", 0.0384], [""touched_pdh"", ""=="", 1.0]]"
R0859,"When opening gap vs prior close ≥ +0.41% (≈+103 pts at 25,000) AND prior day's close-to-close return ≤ -0.10% (≈-25 pts at 25,000) AND 1-min ATR(14) as % of price ≥ 0.0384 at 14:30",14:30,price 30 min after 14:30 is further in the move's direction than at 14:30,direction (continuation / reversal),subgroup,higher,32,0.7812,0.5061,1.544,14,0.5,0.5103,0.98,"[0.268, 0.732]",0.592703648175912,1.0,0.6344643171328965,0.821831320557443,0.998924248677784,1.0,0.04146972867214841,1.0,0.0026337621636091445,False,2022:78/54(n23) 2023:100/53(n3) 2024:67/45(n6) 2025:60/54(n5) 2026:44/47(n9),False,FAIL,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at +30 min,32,0.75,17.697456955732292,71.9240317170739,14,0.42857142857142855,-15.6576910180113,305.518793022189,-5.184085714285694,"[[""gap_pct"", "">="", 0.4109], [""prevret_pct"", ""<="", -0.1019], [""atr14_pct"", "">="", 0.0384]]"
R0860,"When 1-min ADX(14) > 24 AND prior day's close-to-close return > +0.81% (≈+203 pts at 25,000) at 14:30",14:30,price 30 min after 14:30 is further in the move's direction than at 14:30,direction (continuation / reversal),rulefit,lower,34,0.1765,0.5061,0.349,21,0.5238,0.5103,1.027,"[0.3237, 0.7166]",0.6496751624187906,1.0,0.6330406790120999,0.8215160747660362,0.998924248677784,1.0,0.004707368042737083,1.0,0.00014794067394596503,False,2022:16/54(n19) 2023:0/53(n5) 2024:30/45(n10) 2025:40/54(n10) 2026:64/47(n11),True,FAIL,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at +30 min,34,0.6764705882352942,13.0624402264902,94.68890827741319,21,0.2857142857142857,-24.61853696905252,536.5024816987725,-14.23099047619031,"[[""adx_14"", "">"", 24.0348], [""prevret_pct"", "">"", 0.8136]]"
R0861,"When gap measured in the direction of the move so far ≤ -0.15% (≈-38 pts at 25,000) AND India VIX change on the prior day (%) ≤ -3.31 AND the first opening-range break was downward at 14:30",14:30,price 30 min after 14:30 is further in the move's direction than at 14:30,direction (continuation / reversal),subgroup,lower,33,0.1818,0.5061,0.359,15,0.5333,0.5103,1.045,"[0.3012, 0.7519]",0.7446276861569215,1.0,0.6676411248976073,0.8455755988999757,0.998924248677784,1.0,0.0070428176958379895,1.0,0.000248681356113796,True,2022:15/54(n13) 2023:12/53(n8) 2024:25/45(n12) 2025:33/54(n6) 2026:67/47(n9),False,FAIL,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at +30 min,33,0.696969696969697,11.426355429599715,77.76173826569854,15,0.26666666666666666,-13.64553695135192,214.26685049274548,-2.1766666666662786,"[[""gap_dir_pct"", ""<="", -0.1502], [""vix_chg"", ""<="", -3.3112], [""or_first_break"", ""=="", -1.0]]"
R0862,"When size of the opening gap > 0.02% (≈5 pts at 25,000) AND India VIX change on the prior day (%) ≤ -3.52 AND gap measured in the direction of the move so far ≤ -0.26% (≈-65 pts at 25,000) at 14:30",14:30,price 30 min after 14:30 is further in the move's direction than at 14:30,direction (continuation / reversal),rulefit,lower,41,0.1951,0.5061,0.386,17,0.5882,0.5103,1.153,"[0.3601, 0.7839]",0.8665667166416792,1.0,0.8116817022412066,0.9333606404792222,0.998924248677784,1.0,0.002971694896796135,1.0,8.18949376781298e-05,False,2022:20/54(n20) 2023:12/53(n8) 2024:23/45(n13) 2025:40/54(n5) 2026:67/47(n12),False,FAIL,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at +30 min,41,0.7317073170731707,9.112832394722501,103.00461869677196,17,0.23529411764705882,-13.177688629347683,224.0207066989106,-1.2294117647057539,"[[""abs_gap_pct"", "">"", 0.0188], [""vix_chg"", ""<="", -3.5221], [""gap_dir_pct"", ""<="", -0.2599]]"
R0863,"When prior day's close-to-close return > -1.38% (≈-346 pts at 25,000) AND prior-day range > 1.58% (≈394 pts at 25,000) AND price vs prior-day low > +1.20% (≈+301 pts at 25,000) at 14:30",14:30,price 30 min after 14:30 is further in the move's direction than at 14:30,direction (continuation / reversal),tree,lower,36,0.1944,0.5061,0.384,13,0.6154,0.5103,1.206,"[0.3552, 0.8229]",0.8535732133933034,1.0,0.849808651863059,0.9549294908796455,0.998924248677784,1.0,0.006788438928864705,1.0,0.00023672179488872034,True,2022:31/54(n16) 2023:0/53(n2) 2024:11/45(n18) 2025:75/54(n4) 2026:56/47(n9),False,FAIL,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at +30 min,36,0.5555555555555556,12.853505514791836,55.73433161320253,13,0.3076923076923077,-24.937260914235445,360.5235878122538,-13.662784615384926,"[[""prevret_pct"", "">"", -1.3826], [""pdr_pct"", "">"", 1.5761], [""dist_pdl_pct"", "">"", 1.2026]]"
R0864,"When prior day's close-to-close return ≤ -1.35% (≈-337 pts at 25,000) AND gap measured in the direction of the move so far ≤ +1.72% (≈+431 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) ≤ 0.982 at 14:30",14:30,the close is further in the move's direction than the 14:30 price (continuation to close),direction (continuation / reversal),rulefit,higher,35,0.8857,0.5183,1.709,21,0.4286,0.5148,0.832,"[0.2447, 0.6345]",0.8035982008995503,1.0,0.8434712206600559,0.951106759259367,0.998924248677784,1.0,0.000519248918010968,1.0,9.197831968979583e-06,False,2022:91/58(n22) 2023:80/49(n5) 2024:88/48(n8) 2025:60/54(n5) 2026:38/48(n16),False,FAIL,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,35,0.8,42.058873784403055,75.4458603685639,21,0.3333333333333333,-23.43763079857735,691.46923715594,-13.21739047619052,"[[""prevret_pct"", ""<="", -1.3465], [""gap_dir_pct"", ""<="", 1.7227], [""pos_rng"", ""<="", 0.9824]]"
R0865,"When size of the opening gap ≥ 0.55% (≈138 pts at 25,000) AND price vs prior-day high ≥ +0.25% (≈+62 pts at 25,000) AND 1-min Supertrend is up at 14:30",14:30,the close is further in the move's direction than the 14:30 price (continuation to close),direction (continuation / reversal),subgroup,higher,32,0.8438,0.5183,1.628,17,0.4706,0.5148,0.914,"[0.2616, 0.6904]",0.7096451774112944,1.0,0.7280348265275061,0.8725645516457903,0.998924248677784,1.0,0.007097618322722377,1.0,0.0002515931335175032,False,2022:86/58(n21) 2023:83/49(n6) 2024:80/48(n5) 2025:56/54(n9) 2026:38/48(n8),False,FAIL,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,32,0.75,12.55450388734649,112.38792717450073,17,0.47058823529411764,-5.3738039597232286,173.74938357127067,5.615752941177241,"[[""abs_gap_pct"", "">="", 0.5504], [""dist_pdh_pct"", "">="", 0.2488], [""supertrend_dir"", ""=="", 1.0]]"
R0866,"When range so far (high−low since 09:15) ≤ 0.54% (≈134 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) ≥ +0.01% (≈+2 pts at 25,000) AND price has already touched the prior-day high at 14:30",14:30,the close is further in the move's direction than the 14:30 price (continuation to close),direction (continuation / reversal),subgroup,higher,32,0.8438,0.5183,1.628,12,0.3333,0.5148,0.647,"[0.1381, 0.6094]",0.9340329835082459,1.0,0.9402866714207476,0.9853243980443671,0.998924248677784,1.0,0.007097618322722377,1.0,0.0002515931335175032,True,2022:100/58(n10) 2023:87/49(n15) 2024:57/48(n7) 2025:60/54(n5) 2026:14/48(n7),False,FAIL,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,32,0.6875,15.14695135244975,117.9679849858993,12,0.16666666666666666,-23.468391906103438,305.83671996020865,-11.049299999999675,"[[""rng_pct"", ""<="", 0.5353], [""ema9_21_pct"", "">="", 0.0069], [""touched_pdh"", ""=="", 1.0]]"
R0867,"When price vs prior-day low ≥ +0.75% (≈+186 pts at 25,000) AND 1-min ADX(14) ≤ 20.5 AND expiry is 1 trading day away at 14:30",14:30,the close is further in the move's direction than the 14:30 price (continuation to close),direction (continuation / reversal),subgroup,higher,31,0.8387,0.5183,1.618,18,0.5556,0.5148,1.079,"[0.3372, 0.7544]",0.4432783608195902,1.0,0.4573093144117686,0.6654261281560465,0.998924248677784,1.0,0.01035768933076178,1.0,0.00041277260086012776,True,2022:93/58(n15) 2023:91/49(n11) 2024:40/48(n5) 2025:55/54(n11) 2026:57/48(n7),True,FAIL,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,31,0.7419354838709677,20.013370545545065,121.23839138449705,18,0.5,3.6183480176271328,134.8212567714354,13.883800000000015,"[[""dist_pdl_pct"", "">="", 0.7458], [""adx_14"", ""<="", 20.5389], [""dte_cat"", ""=="", 1.0]]"
R0868,"When CPR width ≥ 0.30% (≈76 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is negative AND the first opening-range break was upward at 14:30",14:30,the close is further in the move's direction than the 14:30 price (continuation to close),direction (continuation / reversal),subgroup,higher,31,0.8387,0.5183,1.618,9,0.3333,0.5148,0.647,"[0.1206, 0.6458]",0.928535732133933,1.0,0.9238854626571024,0.9814389832816433,0.998924248677784,1.0,0.01035768933076178,1.0,0.00041277260086012776,True,2022:100/58(n12) 2023:100/49(n4) 2024:67/48(n15) 2025:0/54(n3) 2026:50/48(n6),False,FAIL,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,31,0.7419354838709677,20.07369729235319,219.75445480234487,9,0.3333333333333333,-24.415693143105564,230.1306700813365,-14.599244444443887,"[[""cpr_width_pct"", "">="", 0.3046], [""dist_twap_pct"", ""<"", 0.0], [""or_first_break"", ""=="", 1.0]]"
R0869,When 1-min ATR(14) as % of price ≥ 0.0384 AND expiry is 1 trading day away AND 1-min Supertrend is up at 14:30,14:30,the close is further in the move's direction than the 14:30 price (continuation to close),direction (continuation / reversal),subgroup,higher,30,0.8333,0.5183,1.608,11,0.7273,0.5148,1.413,"[0.4343, 0.9025]",0.11794102948525736,1.0,0.13351370025979767,0.2627030701468084,0.998924248677784,1.0,0.015025310620627282,1.0,0.0006735833465595216,False,2022:89/58(n18) 2023:67/49(n3) 2024:78/48(n9) 2025:50/54(n6) 2026:100/48(n5),True,FAIL,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,30,0.7333333333333333,28.79049089293982,100.80390579770369,11,0.5454545454545454,16.28709095010622,98.24108406939493,25.562163636363536,"[[""atr14_pct"", "">="", 0.0384], [""dte_cat"", ""=="", 1.0], [""supertrend_dir"", ""=="", 1.0]]"
R0870,When 1-min ADX(14) ≤ 20.5 AND 1-min ATR(14) as % of price ≥ 0.0384 AND the move from the open is UP at 14:30,14:30,the close is further in the move's direction than the 14:30 price (continuation to close),direction (continuation / reversal),subgroup,higher,35,0.8286,0.5183,1.599,25,0.6,0.5148,1.165,"[0.4074, 0.766]",0.19540229885057472,1.0,0.2579517466145895,0.4422029941964392,0.998924248677784,1.0,0.007481837091443979,1.0,0.000269746593690618,True,2022:77/58(n22) 2023:100/49(n2) 2024:91/48(n11) 2025:62/54(n8) 2026:59/48(n17),True,FAIL,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,35,0.8285714285714286,23.080910052138506,103.12692506241325,25,0.44,-14.377381770693251,484.1373100464941,-3.420423999999475,"[[""adx_14"", ""<="", 20.5389], [""atr14_pct"", "">="", 0.0384], [""dir"", ""=="", 1.0]]"
R0871,"When size of the opening gap > 0.39% (≈99 pts at 25,000) AND range so far (high−low since 09:15) ≤ 0.78% (≈195 pts at 25,000) AND distance from TWAP in the move's direction > +0.11% (≈+29 pts at 25,000) at 14:30",14:30,the close is further in the move's direction than the 14:30 price (continuation to close),direction (continuation / reversal),rulefit,higher,38,0.8158,0.5183,1.574,19,0.3684,0.5148,0.716,"[0.1915, 0.5896]",0.9405297351324338,1.0,0.9346722682964922,0.9853243980443671,0.998924248677784,1.0,0.0076587834305559144,1.0,0.00027822004385874197,True,2022:73/58(n22) 2023:92/49(n13) 2024:100/48(n3) 2025:22/54(n9) 2026:50/48(n10),False,FAIL,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,38,0.7105263157894737,17.885791608395646,180.0101585165665,19,0.3157894736842105,-9.037169437012436,194.88358042306305,2.5710526315790623,"[[""abs_gap_pct"", "">"", 0.3943], [""rng_pct"", ""<="", 0.7801], [""twap_dir_pct"", "">"", 0.1142]]"
R0872,"When 1-min Bollinger %B > 0.117 AND position in today's range so far (0 = at low, 1 = at high) ≤ 0.0808 at 14:30",14:30,the close is further in the move's direction than the 14:30 price (continuation to close),direction (continuation / reversal),rulefit,lower,30,0.1667,0.5183,0.322,31,0.3871,0.5148,0.752,"[0.2373, 0.5618]",0.05897051474262868,1.0,0.10678742873042193,0.21806172421422293,0.998924248677784,1.0,0.004777149786996054,1.0,0.0001507254745659062,False,2022:14/58(n7) 2023:11/49(n9) 2024:21/48(n14) 2025:32/54(n19) 2026:50/48(n12),True,FAIL,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,30,0.8,15.107622010149278,107.71092113902353,31,0.5161290322580645,-5.797351947168465,474.2929669508722,4.481238709677376,"[[""bb_pctb"", "">"", 0.1166], [""pos_rng"", ""<="", 0.0808]]"
R0873,"When price vs session TWAP (time-weighted VWAP) ≤ -0.04% (≈-10 pts at 25,000) AND price vs prior-day low ≤ -0.72% (≈-180 pts at 25,000) AND (1-min Supertrend is down) at 14:30",14:30,the close is further in the move's direction than the 14:30 price (continuation to close),direction (continuation / reversal),rulefit,lower,34,0.1765,0.5183,0.34,20,0.35,0.5148,0.68,"[0.1812, 0.5671]",0.07746126936531735,1.0,0.10520548062023641,0.21573782101871264,0.998924248677784,1.0,0.003027955130802842,1.0,8.376728706282056e-05,True,2022:27/58(n11) 2023:14/49(n7) 2024:12/48(n16) 2025:42/54(n12) 2026:25/48(n8),True,FAIL,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,34,0.7058823529411765,15.210022297742936,143.30336903662555,20,0.5,-3.771799118719777,186.97283820433256,5.534389999999621,"[[""dist_twap_pct"", ""<="", -0.0416], [""dist_pdl_pct"", ""<="", -0.718], [""supertrend_dir"", ""<="", 0.0]]"
R0874,When India VIX (prior day's close) ≤ 13.7 AND 1-min RSI(14) ≤ 40.8 AND opening gap vs prior close is positive at 14:30,14:30,the close is further in the move's direction than the 14:30 price (continuation to close),direction (continuation / reversal),subgroup,lower,32,0.1875,0.5183,0.362,27,0.5185,0.5148,1.007,"[0.3399, 0.6926]",0.5397301349325337,1.0,0.5904041581135371,0.7867909385897303,0.998924248677784,1.0,0.007009564119980872,1.0,0.00024716716522596655,True,2022:–(n0) 2023:15/49(n20) 2024:25/48(n12) 2025:53/54(n19) 2026:50/48(n8),True,FAIL,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,32,0.65625,3.5156366626533972,114.21005071829781,27,0.2962962962962963,-24.4254766269501,666.5343820448164,-14.782874074073739,"[[""vix_prev"", ""<="", 13.684], [""rsi_14"", ""<="", 40.8093], [""gap_pct"", "">"", 0.0]]"
R0875,"When prior day's close-to-close return > -1.35% (≈-337 pts at 25,000) AND price vs prior-day high ≤ -1.42% (≈-354 pts at 25,000) AND size of the opening gap ≤ 0.43% (≈107 pts at 25,000) at 14:30",14:30,the close is further in the move's direction than the 14:30 price (continuation to close),direction (continuation / reversal),tree,lower,45,0.2,0.5183,0.386,28,0.2857,0.5148,0.555,"[0.1525, 0.4706]",0.004497751124437781,1.0,0.012017757026547424,0.03415573049650321,0.9229637396388423,1.0,0.0010915113455087068,1.0,2.3232881971891567e-05,True,2022:27/58(n15) 2023:8/49(n12) 2024:22/48(n18) 2025:31/54(n16) 2026:25/48(n12),True,WATCH,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,45,0.7111111111111111,20.170761477369712,161.88094036669366,28,0.6428571428571429,17.653277101268852,92.4552210688326,27.43750000000026,"[[""prevret_pct"", "">"", -1.3465], [""dist_pdh_pct"", ""<="", -1.417], [""abs_gap_pct"", ""<="", 0.4274]]"
R0876,"When size of the move from the open to 14:30 (either direction) ≥ 0.45% (≈112 pts at 25,000) AND size of the opening gap ≤ 0.22% (≈55 pts at 25,000) at 14:30",14:30,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,110,1.0,0.8725,1.146,88,1.0,0.9066,1.103,"[0.9582, 1.0]",0.0004997501249375312,0.27722772277227725,0.00017899156330930007,0.0009671446505499784,0.000585062813295666,0.14211930126758426,5.6042805948032484e-05,1.0,6.06475065192426e-07,True,2022:100/87(n25) 2023:100/87(n39) 2024:100/88(n46) 2025:100/92(n55) 2026:100/88(n33),False,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,110,0.43636363636363634,-4.95148626765639,1219.132591267693,88,0.42045454545454547,-3.569878673048828,757.4614712659744,6.352102272727404,"[[""abs_mv_pct"", "">="", 0.4474], [""abs_gap_pct"", ""<="", 0.2212]]"
R0877,"When size of the move from the open to 14:30 (either direction) ≥ 0.76% (≈190 pts at 25,000) AND it is not expiry day at 14:30",14:30,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,109,1.0,0.8725,1.146,57,1.0,0.9066,1.103,"[0.9369, 1.0]",0.0029985007496251873,0.31683168316831684,0.0037398781658141817,0.012799864708349946,0.0077980438351019105,1.0,6.282066533996078e-05,1.0,6.951355004933889e-07,True,2022:100/87(n46) 2023:100/87(n22) 2024:100/88(n41) 2025:100/92(n31) 2026:100/88(n26),False,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,109,0.44036697247706424,-3.38216624657867,995.7005573296982,57,0.3684210526315789,-4.303192560172267,595.6558984356641,5.440175438596557,"[[""abs_mv_pct"", "">="", 0.7607], [""is_expiry"", ""=="", 0.0]]"
R0878,"When size of the move from the open to 14:30 (either direction) ≥ 0.76% (≈190 pts at 25,000) AND range so far (high−low since 09:15) ≥ 1.24% (≈309 pts at 25,000) at 14:30",14:30,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,98,1.0,0.8725,1.146,49,1.0,0.9066,1.103,"[0.9273, 1.0]",0.005497251374312844,0.8217821782178217,0.008194246791522128,0.024582740374566384,0.01496340718451867,1.0,0.00021621027459200557,1.0,3.1181081401701792e-06,True,2022:100/87(n45) 2023:100/87(n13) 2024:100/88(n40) 2025:100/92(n24) 2026:100/88(n25),False,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,98,0.45918367346938777,-3.3737472124591097,857.7868194550097,49,0.40816326530612246,-0.07480677092309966,454.3346568347098,10.023738775510333,"[[""abs_mv_pct"", "">="", 0.7607], [""rng_pct"", "">="", 1.2354]]"
R0879,"When size of the move from the open to 14:30 (either direction) > 0.59% (≈147 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) ≤ +0.05% (≈+13 pts at 25,000) at 14:30",14:30,the day closes on the same side of the open as the move so far,level / structure,rulefit,higher,195,0.9949,0.8725,1.14,115,1.0,0.9066,1.103,"[0.9677, 1.0]",0.0004997501249375312,0.009900990099009901,1.2680414807888817e-05,0.00010625313097644768,6.427658540550538e-05,0.010867115490360716,5.038249378830768e-08,0.0015146838366949704,1.6441215830355607e-10,True,2022:100/87(n84) 2023:100/87(n44) 2024:98/88(n67) 2025:100/92(n62) 2026:100/88(n53),False,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,195,0.4461538461538462,-4.1874358064645145,1636.4821816203773,115,0.4,-3.9279414921025113,855.2201615712657,6.203041739130498,"[[""abs_mv_pct"", "">"", 0.5862], [""ema9_21_pct"", ""<="", 0.0514]]"
R0880,"When size of the move from the open to 14:30 (either direction) ≥ 0.45% (≈112 pts at 25,000) AND price vs prior-day low ≤ +0.35% (≈+88 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) is negative at 14:30",14:30,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,93,1.0,0.8725,1.146,53,1.0,0.9066,1.103,"[0.9324, 1.0]",0.0034982508745627187,0.9702970297029703,0.005535836401205018,0.017876521534788296,0.0108865277722694,1.0,0.00037532833632493505,1.0,6.16841757695613e-06,True,2022:100/87(n31) 2023:100/87(n27) 2024:100/88(n35) 2025:100/92(n30) 2026:100/88(n23),False,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,93,0.3870967741935484,-3.936462865667199,711.0753633790407,53,0.4339622641509434,-3.2145835781037677,356.31241489255603,6.849403773584853,"[[""abs_mv_pct"", "">="", 0.4474], [""dist_pdl_pct"", ""<="", 0.3513], [""ema9_21_pct"", ""<"", 0.0]]"
R0881,"When size of the move from the open to 14:30 (either direction) ≥ 0.45% (≈112 pts at 25,000) AND the day opened inside the prior-day range AND price has already touched the prior-day low at 14:30",14:30,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,92,1.0,0.8725,1.146,51,1.0,0.9066,1.103,"[0.93, 1.0]",0.004497751124437781,0.9900990099009901,0.006735132490824926,0.02111789929381235,0.012857980209756677,1.0,0.00041954481258353436,1.0,7.070176971330427e-06,True,2022:100/87(n33) 2023:100/87(n27) 2024:100/88(n32) 2025:100/92(n27) 2026:100/88(n24),False,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,92,0.41304347826086957,-7.385026569566617,964.7451219591619,51,0.37254901960784315,-5.30865868923941,579.3204896930542,4.64766274509812,"[[""abs_mv_pct"", "">="", 0.4474], [""open_vs_pd"", ""=="", 0.0], [""touched_pdl"", ""=="", 1.0]]"
R0882,"When size of the move from the open to 14:30 (either direction) ≥ 0.76% (≈190 pts at 25,000) AND opening-range size ≥ 0.44% (≈110 pts at 25,000) at 14:30",14:30,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,91,1.0,0.8725,1.146,55,1.0,0.9066,1.103,"[0.9347, 1.0]",0.00399800099950025,0.9900990099009901,0.004550093810723684,0.015146202685011715,0.009225707450708711,1.0,0.000468029469552794,1.0,8.103764341874854e-06,True,2022:100/87(n47) 2023:100/87(n14) 2024:100/88(n30) 2025:100/92(n29) 2026:100/88(n26),False,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,91,0.4725274725274725,-0.3670219647538631,592.2027833325205,55,0.34545454545454546,-14.397244954976612,791.8484725237134,-4.469210909090709,"[[""abs_mv_pct"", "">="", 0.7607], [""or_rng_pct"", "">="", 0.4386]]"
R0883,"When size of the move from the open to 14:30 (either direction) ≥ 0.45% (≈112 pts at 25,000) AND India VIX (prior day's close) ≤ 13.7 at 14:30",14:30,the day closes on the same side of the open as the move so far,level / structure,subgroup,higher,88,1.0,0.8725,1.146,86,1.0,0.9066,1.103,"[0.9572, 1.0]",0.0004997501249375312,1.0,0.0002177686994806421,0.0011082260518072466,0.0006704083523278406,0.17029512299386212,0.0006534423358485996,1.0,1.2202711930839157e-05,True,2022:100/87(n4) 2023:100/87(n52) 2024:100/88(n32) 2025:100/92(n50) 2026:100/88(n36),False,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,88,0.3977272727272727,-8.789200652259508,949.0448829367346,86,0.3953488372093023,-4.107871043686944,786.1787123372885,5.940741860465286,"[[""abs_mv_pct"", "">="", 0.4474], [""vix_prev"", ""<="", 13.684]]"
R0884,"When size of the move from the open to 14:30 (either direction) ≤ 0.05% (≈12 pts at 25,000) AND price vs prior-day high ≤ +0.13% (≈+32 pts at 25,000) AND price vs prior-day low > +0.25% (≈+63 pts at 25,000) at 14:30",14:30,the day closes on the same side of the open as the move so far,level / structure,rulefit,lower,32,0.2812,0.8725,0.322,18,0.5556,0.9066,0.613,"[0.3372, 0.7544]",0.0004997501249375312,0.009900990099009901,0.00010698050091095973,0.000630212405366381,0.0003812396032463292,0.08644024473605547,3.712094618328158e-11,4.318769576226122e-07,4.678438070355072e-14,True,2022:17/87(n6) 2023:25/87(n12) 2024:36/88(n14) 2025:46/92(n11) 2026:71/88(n7),True,WATCH,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,32,0.71875,26.065446418225214,32.070258923702184,18,0.3888888888888889,-0.16705934522806073,150.75856168277,9.250699999999496,"[[""abs_mv_pct"", ""<="", 0.0476], [""dist_pdh_pct"", ""<="", 0.1274], [""dist_pdl_pct"", "">"", 0.2504]]"
R0885,"When size of the move from the open to 14:30 (either direction) ≤ 0.11% (≈26 pts at 25,000) AND 1-min ADX(14) > 22 AND prior-day range > 0.73% (≈181 pts at 25,000) at 14:30",14:30,the day closes on the same side of the open as the move so far,level / structure,rulefit,lower,33,0.303,0.8725,0.347,21,0.619,0.9066,0.683,"[0.4088, 0.7925]",0.0004997501249375312,0.009900990099009901,0.0003849917496491572,0.0018434087717191174,0.001115148516225145,0.29644364722985106,9.550057132105712e-11,1.251189078167711e-06,1.3556045160136634e-13,True,2022:17/87(n12) 2023:44/87(n9) 2024:33/88(n12) 2025:62/92(n13) 2026:62/88(n8),True,PASS,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,33,0.696969696969697,21.25034221118456,75.46444495720732,21,0.3333333333333333,-10.275541953573562,258.91909797344846,-0.47831428571433726,"[[""abs_mv_pct"", ""<="", 0.106], [""adx_14"", "">"", 22.049], [""pdr_pct"", "">"", 0.7253]]"
R0886,"When size of the move from the open to 14:30 (either direction) ≤ 0.10% (≈25 pts at 25,000) AND 1-min ADX(14) > 24.3 AND price vs prior-day low > -0.12% (≈-30 pts at 25,000) at 14:30",14:30,the day closes on the same side of the open as the move so far,level / structure,rulefit,lower,36,0.3333,0.8725,0.382,28,0.6071,0.9066,0.67,"[0.4241, 0.7643]",0.0004997501249375312,0.009900990099009901,2.23101731177209e-05,0.00017348390616339773,0.00010494705434575912,0.018919026803827323,1.229485756445488e-10,1.6587301447921039e-06,1.7972322290118998e-13,True,2022:36/87(n11) 2023:36/87(n14) 2024:27/88(n11) 2025:59/92(n17) 2026:64/88(n11),True,PASS,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,36,0.6944444444444444,19.049125138682395,154.60485142302576,28,0.35714285714285715,-8.569595975308976,283.081404257055,1.6617142857140996,"[[""abs_mv_pct"", ""<="", 0.1013], [""adx_14"", "">"", 24.3156], [""dist_pdl_pct"", "">"", -0.121]]"
R0887,"When size of the move from the open to 14:30 (either direction) ≤ 0.06% (≈14 pts at 25,000) AND range so far (high−low since 09:15) > 0.52% (≈129 pts at 25,000) AND CPR width ≤ 0.43% (≈107 pts at 25,000) at 14:30",14:30,the day closes on the same side of the open as the move so far,level / structure,rulefit,lower,37,0.3514,0.8725,0.403,22,0.5909,0.9066,0.652,"[0.3873, 0.7674]",0.0004997501249375312,0.009900990099009901,8.648270863299391e-05,0.000523481597073387,0.0003166740525505675,0.07031044211862404,2.7730201175313907e-10,4.143935343849263e-06,4.4906581624395913e-13,True,2022:33/87(n12) 2023:42/87(n12) 2024:31/88(n13) 2025:54/92(n13) 2026:67/88(n9),True,PASS,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,37,0.6486486486486487,19.35372053018915,104.24097214740294,22,0.3181818181818182,-18.773293792157975,538.3020992869443,-8.965863636364123,"[[""abs_mv_pct"", ""<="", 0.0552], [""rng_pct"", "">"", 0.5159], [""cpr_width_pct"", ""<="", 0.429]]"
R0888,"When size of the move from the open to 14:30 (either direction) > 1.08% (≈269 pts at 25,000) at 14:30",14:30,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,tree,higher,62,1.0,0.384,2.604,33,1.0,0.4715,2.121,"[0.8957, 1.0]",0.0004997501249375312,0.009900990099009901,1.6814820366530387e-11,1.089600359751169e-09,6.591409583679912e-10,1.6108597911136112e-08,3.6615353083870727e-22,3.1230017158070915e-19,3.379134355419484e-26,True,2022:100/43(n29) 2023:100/26(n7) 2024:100/46(n26) 2025:100/47(n16) 2026:100/47(n17),,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,62,0.3870967741935484,-14.986098828824895,968.9353519658598,33,0.42424242424242425,3.0069235848122036,369.19681191040706,12.933236363636587,"[[""abs_mv_pct"", "">"", 1.0757]]"
R0889,"When size of the move from the open to 14:30 (either direction) ≥ 0.76% (≈190 pts at 25,000) AND price has already touched the prior-day high AND it is not expiry day at 14:30",14:30,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,50,1.0,0.384,2.604,23,1.0,0.4715,2.121,"[0.8569, 1.0]",0.0004997501249375312,0.009900990099009901,3.094809917716419e-08,6.995709860512463e-07,4.2319726316680334e-07,2.8781732234762696e-05,1.2260501128184004e-17,3.038563376707121e-14,3.2883493530816186e-21,True,2022:100/43(n21) 2023:100/26(n11) 2024:100/46(n18) 2025:100/47(n16) 2026:100/47(n7),True,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,50,0.48,1.9353003815103944,500.6786468673586,23,0.43478260869565216,9.117478522845753,247.15595101843707,18.171426086956078,"[[""abs_mv_pct"", "">="", 0.7607], [""touched_pdh"", ""=="", 1.0], [""is_expiry"", ""=="", 0.0]]"
R0890,"When size of the move from the open to 14:30 (either direction) ≥ 0.76% (≈190 pts at 25,000) AND move from the open to 14:30 ≥ +0.08% (≈+20 pts at 25,000) AND opening-range size ≥ 0.44% (≈110 pts at 25,000) at 14:30",14:30,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,43,1.0,0.384,2.604,26,1.0,0.4715,2.121,"[0.8713, 1.0]",0.0004997501249375312,0.009900990099009901,3.244527470689335e-09,1.0512269005033445e-07,6.359273842551097e-08,3.059589404860043e-06,5.521413081089131e-15,2.4679828652742642e-11,2.6714388463831512e-18,True,2022:100/43(n24) 2023:100/26(n4) 2024:100/46(n15) 2025:100/47(n15) 2026:100/47(n11),True,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,43,0.5813953488372093,7.269219522485268,248.3828729834919,26,0.34615384615384615,-10.172889309067198,459.0250124576515,-0.23153076923000088,"[[""abs_mv_pct"", "">="", 0.7607], [""mv_pct"", "">="", 0.0811], [""or_rng_pct"", "">="", 0.4386]]"
R0891,"When size of the move from the open to 14:30 (either direction) ≥ 0.76% (≈190 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.20% (≈+50 pts at 25,000) AND India VIX change on the prior day (%) ≤ -1.33 at 14:30",14:30,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,43,1.0,0.384,2.604,25,1.0,0.4715,2.121,"[0.8668, 1.0]",0.0004997501249375312,0.009900990099009901,6.8809060851817306e-09,2.026739610544437e-07,1.2260523569960174e-07,6.4680517200708265e-06,5.521413081089131e-15,2.4679828652742642e-11,2.6714388463831512e-18,True,2022:100/43(n18) 2023:100/26(n7) 2024:100/46(n18) 2025:100/47(n14) 2026:100/47(n11),True,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,43,0.3953488372093023,-8.710000203276632,793.5747716084774,25,0.2,-20.23679091338276,505.91977283456896,-10.168887999999715,"[[""abs_mv_pct"", "">="", 0.7607], [""twap_dir_pct"", "">="", 0.2014], [""vix_chg"", ""<="", -1.3269]]"
R0892,"When size of the move from the open to 14:30 (either direction) ≥ 0.76% (≈190 pts at 25,000) AND India VIX change on the prior day (%) ≥ 3.36 at 14:30",14:30,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,42,1.0,0.384,2.604,20,1.0,0.4715,2.121,"[0.8389, 1.0]",0.0004997501249375312,0.009900990099009901,2.952001027367166e-07,4.627975804194976e-06,2.7996396840191834e-06,0.00026892729359314884,1.3107067371167367e-14,6.426915505915392e-11,6.9570684733222e-18,True,2022:100/43(n18) 2023:100/26(n9) 2024:100/46(n15) 2025:100/47(n10) 2026:100/47(n10),True,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,42,0.5238095238095238,9.15917604644243,417.0429667334042,20,0.4,-14.45401383232774,424.1694464184072,-4.295759999999791,"[[""abs_mv_pct"", "">="", 0.7607], [""vix_chg"", "">="", 3.3595]]"
R0893,"When size of the move from the open to 14:30 (either direction) ≥ 0.76% (≈190 pts at 25,000) AND prior day's close-to-close return ≤ -0.10% (≈-25 pts at 25,000) AND 1-min Supertrend is up at 14:30",14:30,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,42,1.0,0.384,2.604,19,1.0,0.4715,2.121,"[0.8318, 1.0]",0.0004997501249375312,0.009900990099009901,6.260523917942927e-07,8.948866541530183e-06,5.41351185845653e-06,0.0005665774145738349,1.3107067371167367e-14,6.426915505915392e-11,6.9570684733222e-18,True,2022:100/43(n22) 2023:100/26(n9) 2024:100/46(n11) 2025:100/47(n9) 2026:100/47(n10),True,WATCH,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,42,0.5476190476190477,7.087140580261591,284.3801777094051,19,0.47368421052631576,-15.069443016503884,286.31941731357387,-4.4927999999997965,"[[""abs_mv_pct"", "">="", 0.7607], [""prevret_pct"", ""<="", -0.1019], [""supertrend_dir"", ""=="", 1.0]]"
R0894,"When size of the move from the open to 14:30 (either direction) ≥ 0.76% (≈190 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is positive AND prior day's close-to-close return is negative at 14:30",14:30,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,37,1.0,0.384,2.604,21,1.0,0.4715,2.121,"[0.8454, 1.0]",0.0004997501249375312,0.009900990099009901,1.391945814726659e-07,2.4588143152259647e-06,1.487430882050275e-06,0.00012791982037337995,1.0012500428400006e-12,7.696208058415561e-09,8.333577571604796e-16,True,2022:100/43(n17) 2023:100/26(n6) 2024:100/46(n14) 2025:100/47(n13) 2026:100/47(n8),True,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,37,0.5945945945945946,14.62288221495316,216.87047704755514,21,0.47619047619047616,2.8857180597307077,292.7700389259086,12.988895238095816,"[[""abs_mv_pct"", "">="", 0.7607], [""dist_twap_pct"", "">"", 0.0], [""prevret_pct"", ""<"", 0.0]]"
R0895,"When size of the move from the open to 14:30 (either direction) ≥ 0.76% (≈190 pts at 25,000) AND opening gap vs prior close ≥ +0.21% (≈+53 pts at 25,000) AND it is not expiry day at 14:30",14:30,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,36,1.0,0.384,2.604,16,1.0,0.4715,2.121,"[0.8064, 1.0]",0.0004997501249375312,0.009900990099009901,5.971634293863496e-06,5.804428533635319e-05,3.5113209647917354e-05,0.005213236738542832,2.3747441518271927e-12,2.004114899441155e-08,2.1702637839489336e-15,True,2022:100/43(n14) 2023:100/26(n9) 2024:100/46(n13) 2025:100/47(n10) 2026:100/47(n6),True,WATCH,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,36,0.4444444444444444,-0.22493626360348554,228.19800876446104,16,0.25,-18.185680957445946,372.8440127065714,-8.849937499999896,"[[""abs_mv_pct"", "">="", 0.7607], [""gap_pct"", "">="", 0.2104], [""is_expiry"", ""=="", 0.0]]"
R0896,"When size of the move from the open to 14:30 (either direction) ≤ 0.13% (≈32 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is positive at 14:30",14:30,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,81,0.0,0.384,0.0,35,0.1143,0.4715,0.242,"[0.0454, 0.2595]",0.0004997501249375312,0.009900990099009901,7.75284181354596e-06,7.382800733074655e-05,4.466138715069853e-05,0.006752725219598531,3.113701245709849e-14,1.672019328494492e-10,1.8100350435778134e-17,True,2022:0/43(n24) 2023:0/26(n32) 2024:0/46(n25) 2025:11/47(n18) 2026:12/47(n17),False,PASS,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,81,0.49382716049382713,3.577831092270163,361.15329234424007,35,0.2,-30.240793441208123,1132.5133061005788,-19.22359428571425,"[[""abs_mv_pct"", ""<="", 0.1297], [""dist_twap_pct"", "">"", 0.0]]"
R0897,"When size of the move from the open to 14:30 (either direction) ≤ 0.13% (≈32 pts at 25,000) AND opening gap vs prior close is positive AND it is not expiry day at 14:30",14:30,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,78,0.0,0.384,0.0,37,0.027,0.4715,0.057,"[0.0048, 0.1382]",0.0004997501249375312,0.009900990099009901,1.9209331463039644e-09,7.468588072829813e-08,4.518034760106924e-08,1.8210446226961583e-06,1.1644910404994652e-13,7.152204497134918e-10,7.74322554491437e-17,True,2022:0/43(n16) 2023:0/26(n35) 2024:0/46(n27) 2025:0/47(n18) 2026:5/47(n19),True,PASS,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,78,0.38461538461538464,-6.85494200328089,773.2832413791066,37,0.2972972972972973,-11.032093888698709,505.69105314155934,-0.46574594594622376,"[[""abs_mv_pct"", ""<="", 0.1297], [""gap_pct"", "">"", 0.0], [""is_expiry"", ""=="", 0.0]]"
R0898,"When size of the move from the open to 14:30 (either direction) ≤ 0.13% (≈32 pts at 25,000) AND 1-min Supertrend is up at 14:30",14:30,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,77,0.0,0.384,0.0,42,0.119,0.4715,0.252,"[0.0519, 0.25]",0.0004997501249375312,0.009900990099009901,1.3056558963473711e-06,1.586371914062056e-05,9.596570838153177e-06,0.0011659507154382024,1.8130836703951858e-13,1.1610186592898766e-09,1.2569950044615315e-16,True,2022:0/43(n24) 2023:0/26(n33) 2024:0/46(n20) 2025:9/47(n22) 2026:15/47(n20),False,PASS,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,77,0.37662337662337664,-8.270913520947955,672.1537080323965,42,0.30952380952380953,-14.611934110570349,742.5152099816869,-4.369966666667009,"[[""abs_mv_pct"", ""<="", 0.1297], [""supertrend_dir"", ""=="", 1.0]]"
R0899,"When size of the move from the open to 14:30 (either direction) ≤ 0.13% (≈32 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0319 AND it is not expiry day at 14:30",14:30,the day closes more than 100 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,75,0.0,0.384,0.0,37,0.0811,0.4715,0.172,"[0.028, 0.213]",0.0004997501249375312,0.009900990099009901,3.4356438305807163e-07,5.300707624324534e-06,3.206600908542002e-06,0.0003126435885828452,4.3900174967399627e-13,3.0593982292327017e-09,3.3125072385835983e-16,True,2022:0/43(n13) 2023:0/26(n42) 2024:0/46(n20) 2025:5/47(n20) 2026:12/47(n17),True,PASS,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,75,0.4,-5.637366073936511,822.7225667186439,37,0.2702702702702703,-20.39641704600937,887.9337453836383,-9.548616216216033,"[[""abs_mv_pct"", ""<="", 0.1297], [""atr14_pct"", ""<="", 0.0319], [""is_expiry"", ""=="", 0.0]]"
R0900,"When size of the move from the open to 14:30 (either direction) > 1.08% (≈271 pts at 25,000) AND opening-range size > 0.44% (≈109 pts at 25,000) at 14:30",14:30,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,45,1.0,0.2212,4.521,21,1.0,0.2938,3.403,"[0.8454, 1.0]",0.0004997501249375312,0.009900990099009901,6.7706285967422556e-12,5.062346920025748e-10,3.0624073960649587e-10,6.4998034528725655e-09,1.2185224061577278e-25,6.014769805554536e-23,6.507816988589122e-30,True,2022:100/28(n25) 2023:100/10(n3) 2024:100/28(n17) 2025:100/28(n10) 2026:100/31(n11),False,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,45,0.4222222222222222,-11.02647842168013,642.2826244903648,21,0.42857142857142855,-5.896637131451102,353.816182662187,4.3874761904766535,"[[""abs_mv_pct"", "">"", 1.0822], [""or_rng_pct"", "">"", 0.4375]]"
R0901,"When size of the move from the open to 14:30 (either direction) ≥ 0.76% (≈190 pts at 25,000) AND move from the open to 14:30 ≥ +0.08% (≈+20 pts at 25,000) AND range so far (high−low since 09:15) ≥ 1.24% (≈309 pts at 25,000) at 14:30",14:30,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,40,1.0,0.2212,4.521,20,0.9,0.2938,3.063,"[0.699, 0.9721]",0.0004997501249375312,0.009900990099009901,2.6411858848161327e-08,6.11245876200305e-07,3.697660238742585e-07,2.4589440587638196e-05,1.4334031315028012e-22,1.1365917749859935e-19,1.2298007072065193e-26,True,2022:100/28(n20) 2023:100/10(n1) 2024:100/28(n19) 2025:82/28(n11) 2026:100/31(n9),True,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,40,0.625,9.393351175325709,163.17477271830023,20,0.3,-20.76958619620956,644.0073768538948,-10.338219999999273,"[[""abs_mv_pct"", "">="", 0.7607], [""mv_pct"", "">="", 0.0811], [""rng_pct"", "">="", 1.2354]]"
R0902,"When size of the move from the open to 14:30 (either direction) > 0.87% (≈217 pts at 25,000) AND India VIX change on the prior day (%) > 0.305 AND range so far (high−low since 09:15) > 1.37% (≈343 pts at 25,000) at 14:30",14:30,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,32,1.0,0.2212,4.521,20,0.85,0.2938,2.893,"[0.6396, 0.9476]",0.0004997501249375312,0.009900990099009901,3.9093457955889966e-07,5.845975558942315e-06,3.536454350471277e-06,0.0003549685982394809,8.269674725851824e-18,1.985033549591526e-14,2.1481954376687833e-21,True,2022:100/28(n18) 2023:100/10(n3) 2024:100/28(n11) 2025:78/28(n9) 2026:91/31(n11),False,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,32,0.53125,-1.361894446170341,380.2906725950737,20,0.5,-3.8098383464766057,262.2672478474399,6.5572200000000525,"[[""abs_mv_pct"", "">"", 0.8664], [""vix_chg"", "">"", 0.3048], [""rng_pct"", "">"", 1.3739]]"
R0903,"When size of the move from the open to 14:30 (either direction) > 1.00% (≈250 pts at 25,000) AND prior day's close-to-close return > -0.91% (≈-226 pts at 25,000) at 14:30",14:30,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,56,0.9821,0.2212,4.441,34,0.9706,0.2938,3.303,"[0.8508, 0.9948]",0.0004997501249375312,0.009900990099009901,6.820095668999977e-17,2.2097109967559927e-14,1.3367387511239955e-14,6.615492798929977e-14,2.87708918566988e-30,7.3834693467529165e-28,7.988507738993445e-35,True,2022:100/28(n22) 2023:83/10(n6) 2024:100/28(n28) 2025:100/28(n18) 2026:94/31(n16),False,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,56,0.4107142857142857,-15.816159026315587,918.1305820886587,34,0.4117647058823529,-0.5817927865821678,407.66319433222975,8.871764705882443,"[[""abs_mv_pct"", "">"", 1.0008], [""prevret_pct"", "">"", -0.905]]"
R0904,"When size of the move from the open to 14:30 (either direction) > 0.70% (≈175 pts at 25,000) AND range so far (high−low since 09:15) > 1.26% (≈314 pts at 25,000) AND opening-range size > 0.42% (≈106 pts at 25,000) at 14:30",14:30,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,tree,higher,70,0.9714,0.2212,4.392,35,0.9429,0.2938,3.209,"[0.8139, 0.9842]",0.0004997501249375312,0.009900990099009901,8.53234981600468e-16,2.0733610052891372e-13,1.254255422952688e-13,8.267846971708535e-13,6.0780403157044525e-37,7.536669695482205e-35,8.154145635379578e-42,True,2022:97/28(n37) 2023:86/10(n7) 2024:100/28(n26) 2025:88/28(n16) 2026:100/31(n19),True,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,70,0.5,2.034908730288667,757.8953801393004,35,0.45714285714285713,1.5255341957035906,200.76529041886403,11.822971428571535,"[[""abs_mv_pct"", "">"", 0.7012], [""rng_pct"", "">"", 1.2562], [""or_rng_pct"", "">"", 0.4235]]"
R0905,"When 1-min ATR(14) as % of price > 0.0604 AND India VIX (prior day's close) > 12.8 AND size of the move from the open to 14:30 (either direction) > 0.61% (≈152 pts at 25,000) at 14:30",14:30,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,38,0.9737,0.2212,4.402,10,0.9,0.2938,3.063,"[0.5958, 0.9821]",0.0004997501249375312,0.009900990099009901,0.00012015178724975796,0.0006910505160163594,0.00041804290475063713,0.0966020369488054,1.9815758736487288e-19,3.1323362540163216e-16,3.3895010913155214e-23,True,2022:100/28(n22) 2023:100/10(n2) 2024:93/28(n14) 2025:75/28(n4) 2026:100/31(n6),True,WATCH,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,38,0.5789473684210527,7.215082796176557,450.46043849600846,10,0.6,50.95733216440783,105.15987082230112,60.14480000000003,"[[""atr14_pct"", "">"", 0.0604], [""vix_prev"", "">"", 12.83], [""abs_mv_pct"", "">"", 0.6087]]"
R0906,"When size of the move from the open to 14:30 (either direction) ≥ 0.76% (≈190 pts at 25,000) AND prior-day range ≥ 1.34% (≈336 pts at 25,000) AND it is not expiry day at 14:30",14:30,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,32,0.9688,0.2212,4.38,14,0.9286,0.2938,3.16,"[0.6853, 0.9873]",0.0004997501249375312,0.009900990099009901,1.239861872847107e-06,1.5255009372245419e-05,9.228339002963276e-06,0.0011084365143253136,6.160789522104189e-16,2.25641942785312e-12,2.4422214367627356e-19,True,2022:94/28(n17) 2023:100/10(n2) 2024:100/28(n13) 2025:83/28(n6) 2026:100/31(n8),True,WATCH,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,32,0.5,3.040799936094074,259.59987847506306,14,0.2857142857142857,-12.619038968409455,386.5912570066998,-2.2163428571423407,"[[""abs_mv_pct"", "">="", 0.7607], [""pdr_pct"", "">="", 1.345], [""is_expiry"", ""=="", 0.0]]"
R0907,"When size of the move from the open to 14:30 (either direction) ≥ 0.76% (≈190 pts at 25,000) AND India VIX change on the prior day (%) ≥ 3.36 AND 1-min ATR(14) as % of price ≥ 0.0384 at 14:30",14:30,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,32,0.9688,0.2212,4.38,11,0.8182,0.2938,2.784,"[0.523, 0.9486]",0.0009995002498750624,0.009900990099009901,0.0004867020806553895,0.00226351398276095,0.001375869343391197,0.3718403896207176,6.160789522104189e-16,2.25641942785312e-12,2.4422214367627356e-19,True,2022:100/28(n16) 2023:80/10(n5) 2024:100/28(n11) 2025:67/28(n6) 2026:100/31(n5),False,WATCH,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,32,0.625,19.19324007937954,199.0829173342256,11,0.45454545454545453,-10.303568333058617,314.4180887691173,-0.4967999999998111,"[[""abs_mv_pct"", "">="", 0.7607], [""vix_chg"", "">="", 3.3595], [""atr14_pct"", "">="", 0.0384]]"
R0908,"When size of the move from the open to 14:30 (either direction) ≤ 0.26% (≈65 pts at 25,000) AND India VIX (prior day's close) ≤ 13.7 at 14:30",14:30,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,149,0.0,0.2212,0.0,104,0.0288,0.2938,0.098,"[0.0099, 0.0814]",0.0004997501249375312,0.009900990099009901,2.7185390917717607e-12,2.329413588494434e-10,1.40915143007688e-10,2.6152346062844337e-09,1.9125765567892713e-13,1.2352341646209128e-09,1.337353400392136e-16,True,2022:0/28(n6) 2023:0/10(n102) 2024:0/28(n41) 2025:2/28(n57) 2026:4/31(n47),False,PASS,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,149,0.40939597315436244,-7.6436480478993705,1228.9157515865932,104,0.36538461538461536,-16.35623806360652,1795.3569711831015,-5.7752307692306974,"[[""abs_mv_pct"", ""<="", 0.2596], [""vix_prev"", ""<="", 13.684]]"
R0909,"When size of the move from the open to 14:30 (either direction) ≤ 0.26% (≈65 pts at 25,000) AND 1-min Supertrend is up at 14:30",14:30,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,149,0.0,0.2212,0.0,81,0.0247,0.2938,0.084,"[0.0068, 0.0856]",0.0004997501249375312,0.009900990099009901,3.4335179489285673e-10,1.4510345418950294e-08,8.777863278130424e-09,3.261842051482139e-07,1.9125765567892713e-13,1.2352341646209128e-09,1.337353400392136e-16,True,2022:0/28(n45) 2023:0/10(n63) 2024:0/28(n41) 2025:0/28(n42) 2026:5/31(n39),False,PASS,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,149,0.3624161073825503,-9.530234294866913,1567.5355608652605,81,0.3950617283950617,-10.826248231874825,951.9831378259549,-0.27124197530887345,"[[""abs_mv_pct"", ""<="", 0.2596], [""supertrend_dir"", ""=="", 1.0]]"
R0910,"When size of the move from the open to 14:30 (either direction) ≤ 0.26% (≈65 pts at 25,000) AND range so far (high−low since 09:15) ≤ 0.68% (≈171 pts at 25,000) AND distance from TWAP in the move's direction ≤ +0.10% (≈+24 pts at 25,000) at 14:30",14:30,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,142,0.0,0.2212,0.0,71,0.0282,0.2938,0.096,"[0.0078, 0.097]",0.0004997501249375312,0.009900990099009901,8.615186878527003e-09,2.3925604702652134e-07,1.4473513955925364e-07,8.081045292058328e-06,9.344530794348274e-13,7.1053337966773705e-09,7.693701960396752e-16,True,2022:0/28(n25) 2023:0/10(n66) 2024:0/28(n51) 2025:0/28(n39) 2026:6/31(n32),False,PASS,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,142,0.4154929577464789,-4.631876019512081,694.0178478359143,71,0.38028169014084506,-15.987821952213595,1361.107656254419,-5.397949295774722,"[[""abs_mv_pct"", ""<="", 0.2596], [""rng_pct"", ""<="", 0.6847], [""twap_dir_pct"", ""<="", 0.0978]]"
R0911,"When size of the move from the open to 14:30 (either direction) ≤ 0.26% (≈65 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0319 AND it is not expiry day at 14:30",14:30,the day closes more than 150 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,133,0.0,0.2212,0.0,77,0.013,0.2938,0.044,"[0.0023, 0.07]",0.0004997501249375312,0.009900990099009901,7.658572808778558e-11,4.378901629489858e-09,2.6489651832716423e-09,7.321595605192301e-08,7.043746831193939e-12,6.737401581784331e-08,7.296855111619775e-15,True,2022:0/28(n23) 2023:0/10(n72) 2024:0/28(n38) 2025:0/28(n48) 2026:3/31(n29),True,PASS,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,133,0.42105263157894735,-5.540537135986629,1020.1232586204131,77,0.35064935064935066,-11.407101354387398,1072.16545233966,-1.0720623376622966,"[[""abs_mv_pct"", ""<="", 0.2596], [""atr14_pct"", ""<="", 0.0319], [""is_expiry"", ""=="", 0.0]]"
R0912,"When size of the move from the open to 14:30 (either direction) > 0.61% (≈153 pts at 25,000) AND CPR width > 0.05% (≈11 pts at 25,000) at 14:30",14:30,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,rulefit,higher,176,1.0,0.6526,1.532,98,0.9694,0.7198,1.347,"[0.9138, 0.9895]",0.0004997501249375312,0.009900990099009901,9.905402732006089e-11,5.348917475283288e-09,3.2357648924553228e-09,9.459659609065815e-08,1.4505894232954528e-28,4.4676670261761366e-26,4.8337971940855106e-33,True,2022:100/71(n78) 2023:100/57(n37) 2024:100/68(n61) 2025:98/75(n52) 2026:96/69(n46),False,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,176,0.4659090909090909,-1.060414518625229,1110.9731763112643,98,0.40816326530612246,-3.4520670406969605,782.5347600165858,6.626395918367461,"[[""abs_mv_pct"", "">"", 0.6132], [""cpr_width_pct"", "">"", 0.0455]]"
R0913,"When size of the move from the open to 14:30 (either direction) ≥ 0.76% (≈190 pts at 25,000) AND it is not expiry day at 14:30",14:30,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,109,1.0,0.6526,1.532,57,1.0,0.7198,1.389,"[0.9369, 1.0]",0.0004997501249375312,0.009900990099009901,7.272538942366626e-09,2.079090544700106e-07,1.2577214406210519e-07,6.828914066882262e-06,4.2184962612644335e-17,1.1656438128355495e-13,1.2615048061521691e-20,True,2022:100/71(n46) 2023:100/57(n22) 2024:100/68(n41) 2025:100/75(n31) 2026:100/69(n26),False,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,109,0.44036697247706424,-3.38216624657867,995.7005573296982,57,0.3684210526315789,-4.303192560172267,595.6558984356641,5.440175438596557,"[[""abs_mv_pct"", "">="", 0.7607], [""is_expiry"", ""=="", 0.0]]"
R0914,"When size of the move from the open to 14:30 (either direction) ≥ 0.76% (≈190 pts at 25,000) AND range so far (high−low since 09:15) ≥ 1.24% (≈309 pts at 25,000) at 14:30",14:30,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,98,1.0,0.6526,1.532,49,1.0,0.7198,1.389,"[0.9273, 1.0]",0.0004997501249375312,0.009900990099009901,1.0090334334279993e-07,1.923099014298069e-06,1.1633561938346345e-06,9.303288256206153e-05,3.01803190381971e-15,1.2736311667745177e-11,1.3785904244587711e-18,True,2022:100/71(n45) 2023:100/57(n13) 2024:100/68(n40) 2025:100/75(n24) 2026:100/69(n25),False,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,98,0.45918367346938777,-3.3737472124591097,857.7868194550097,49,0.40816326530612246,-0.07480677092309966,454.3346568347098,10.023738775510333,"[[""abs_mv_pct"", "">="", 0.7607], [""rng_pct"", "">="", 1.2354]]"
R0915,"When size of the move from the open to 14:30 (either direction) ≥ 0.76% (≈190 pts at 25,000) AND opening-range size ≥ 0.44% (≈110 pts at 25,000) at 14:30",14:30,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,91,1.0,0.6526,1.532,55,1.0,0.7198,1.389,"[0.9347, 1.0]",0.0004997501249375312,0.009900990099009901,1.4035921502081407e-08,3.590240973690297e-07,2.1718741692694386e-07,1.3123586604446115e-05,4.5299997485325954e-14,2.5248567551010284e-10,2.7333297266861927e-17,True,2022:100/71(n47) 2023:100/57(n14) 2024:100/68(n30) 2025:100/75(n29) 2026:100/69(n26),False,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,91,0.4725274725274725,-0.3670219647538631,592.2027833325205,55,0.34545454545454546,-14.397244954976612,791.8484725237134,-4.469210909090709,"[[""abs_mv_pct"", "">="", 0.7607], [""or_rng_pct"", "">="", 0.4386]]"
R0916,"When size of the move from the open to 14:30 (either direction) ≥ 0.76% (≈190 pts at 25,000) AND the day opened inside the prior-day range at 14:30",14:30,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,83,1.0,0.6526,1.532,43,1.0,0.7198,1.389,"[0.918, 1.0]",0.0004997501249375312,0.009900990099009901,7.253876915915477e-07,9.792733836485893e-06,5.923999481330973e-06,0.000654299697815576,9.985650229046372e-13,7.668611553922181e-09,8.303691138067396e-16,True,2022:100/71(n32) 2023:100/57(n17) 2024:100/68(n34) 2025:100/75(n25) 2026:100/69(n18),False,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,83,0.46987951807228917,-4.030741500083771,842.7144873102507,43,0.2558139534883721,-16.72622669182529,766.0853098811565,-7.034897674418337,"[[""abs_mv_pct"", "">="", 0.7607], [""open_vs_pd"", ""=="", 0.0]]"
R0917,"When size of the move from the open to 14:30 (either direction) ≥ 0.76% (≈190 pts at 25,000) AND prior-day range ≥ 0.99% (≈247 pts at 25,000) at 14:30",14:30,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,81,1.0,0.6526,1.532,33,1.0,0.7198,1.389,"[0.8957, 1.0]",0.0004997501249375312,0.009900990099009901,1.9424263390732956e-05,0.00015475724603108553,9.361858093238507e-05,0.016530048145513745,2.1566333709076283e-12,1.8002393761128812e-08,1.9494674017270214e-15,True,2022:100/71(n48) 2023:100/57(n11) 2024:100/68(n22) 2025:100/75(n15) 2026:100/69(n18),False,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,81,0.48148148148148145,-0.7980954099409316,467.98186886047944,33,0.2727272727272727,-24.014546743275258,795.5834353382515,-14.322836363636187,"[[""abs_mv_pct"", "">="", 0.7607], [""pdr_pct"", "">="", 0.9892]]"
R0918,"When size of the move from the open to 14:30 (either direction) ≥ 0.76% (≈190 pts at 25,000) AND price has not touched the prior-day high yet at 14:30",14:30,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,81,1.0,0.6526,1.532,43,1.0,0.7198,1.389,"[0.918, 1.0]",0.0004997501249375312,0.009900990099009901,7.253876915915477e-07,9.792733836485893e-06,5.923999481330973e-06,0.000654299697815576,2.1566333709076283e-12,1.8002393761128812e-08,1.9494674017270214e-15,True,2022:100/71(n36) 2023:100/57(n15) 2024:100/68(n30) 2025:100/75(n18) 2026:100/69(n25),False,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,81,0.4444444444444444,-4.610338482220893,842.8012178518652,43,0.27906976744186046,-22.205803184244687,954.8495369225219,-11.78072558139506,"[[""abs_mv_pct"", "">="", 0.7607], [""touched_pdh"", ""=="", 0.0]]"
R0919,"When size of the move from the open to 14:30 (either direction) ≥ 0.45% (≈112 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.37% (≈+92 pts at 25,000) AND price has already touched the prior-day low at 14:30",14:30,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,higher,79,1.0,0.6526,1.532,35,1.0,0.7198,1.389,"[0.9011, 1.0]",0.0004997501249375312,0.009900990099009901,1.0064441576917046e-05,8.97489652547098e-05,5.429258391951581e-05,0.008695677522456327,4.6862356480492685e-12,4.226134368590623e-08,4.5767877046554204e-15,True,2022:100/71(n36) 2023:100/57(n15) 2024:100/68(n28) 2025:100/75(n11) 2026:100/69(n24),True,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,79,0.3670886075949367,-10.594422391902633,1301.2634164281053,35,0.2857142857142857,-13.331510910820079,575.5442605334612,-2.090799999999789,"[[""abs_mv_pct"", "">="", 0.4474], [""twap_dir_pct"", "">="", 0.3662], [""touched_pdl"", ""=="", 1.0]]"
R0920,"When size of the move from the open to 14:30 (either direction) ≤ 0.13% (≈32 pts at 25,000) AND 1-min Bollinger %B ≥ 0.631 AND prior day's close-to-close return is positive at 14:30",14:30,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,33,0.0303,0.6526,0.046,16,0.4375,0.7198,0.608,"[0.231, 0.6682]",0.01699150424787606,0.009900990099009901,0.016343783357084668,0.04462403770529859,0.027457556039902242,1.0,6.491684317961006e-11,8.149005366536776e-07,8.828527409896347e-14,True,2022:8/71(n13) 2023:0/57(n12) 2024:0/68(n8) 2025:44/75(n9) 2026:43/69(n7),False,WATCH,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,33,0.5454545454545454,4.983371015968423,126.4553588781515,16,0.1875,-30.57604582957708,489.21673327323333,-20.923912500000597,"[[""abs_mv_pct"", ""<="", 0.1297], [""bb_pctb"", "">="", 0.6312], [""prevret_pct"", "">"", 0.0]]"
R0921,"When size of the move from the open to 14:30 (either direction) ≤ 0.13% (≈32 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0267 AND the day opened inside the prior-day range at 14:30",14:30,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,31,0.0323,0.6526,0.049,19,0.2632,0.7198,0.366,"[0.1181, 0.4879]",0.0004997501249375312,0.009900990099009901,4.719956270963642e-05,0.0003208249996766895,0.00019407932079207145,0.03917563704899823,4.0635005869832786e-10,6.349016398863186e-06,6.880747491593281e-13,True,2022:33/71(n3) 2023:0/57(n15) 2024:0/68(n13) 2025:36/75(n11) 2026:12/69(n8),True,WATCH,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,31,0.45161290322580644,-1.715176456370944,164.92085082100584,19,0.3157894736842105,-17.041775088792924,407.8460011384585,-6.147221052631625,"[[""abs_mv_pct"", ""<="", 0.1297], [""atr14_pct"", ""<="", 0.0267], [""open_vs_pd"", ""=="", 0.0]]"
R0922,"When size of the move from the open to 14:30 (either direction) ≤ 0.13% (≈32 pts at 25,000) AND range so far (high−low since 09:15) ≤ 0.54% (≈134 pts at 25,000) AND 1-min ATR(14) as % of price ≤ 0.0267 at 14:30",14:30,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,subgroup,lower,40,0.05,0.6526,0.077,21,0.2857,0.7198,0.397,"[0.1381, 0.4996]",0.0004997501249375312,0.009900990099009901,4.523646393587784e-05,0.00030964678130755816,0.00018731718869222653,0.037591501530714486,2.623893048740367e-12,2.2340202126830047e-08,2.4192506202744415e-15,True,2022:0/71(n4) 2023:9/57(n23) 2024:0/68(n13) 2025:30/75(n10) 2026:27/69(n11),True,PASS,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,40,0.375,-5.270496888854964,322.63786481740726,21,0.23809523809523808,-25.302481808118014,575.5006713720223,-13.624800000000029,"[[""abs_mv_pct"", ""<="", 0.1297], [""rng_pct"", ""<="", 0.5353], [""atr14_pct"", ""<="", 0.0267]]"
R0923,"When size of the move from the open to 14:30 (either direction) ≤ 0.07% (≈16 pts at 25,000) AND price vs prior-day low > -0.06% (≈-15 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) ≤ 0.903 at 14:30",14:30,the day closes more than 50 pts beyond the open in the direction of the move so far,level / structure,rulefit,lower,67,0.0597,0.6526,0.091,37,0.2162,0.7198,0.3,"[0.1139, 0.372]",0.0004997501249375312,0.009900990099009901,2.930725328655768e-10,1.2948477361151848e-08,7.833029514770869e-09,2.787119787551635e-07,2.494926808521487e-20,3.1132485769909116e-17,3.368725291935671e-24,True,2022:12/71(n17) 2023:0/57(n26) 2024:8/68(n24) 2025:20/75(n20) 2026:24/69(n17),True,PASS,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,67,0.5373134328358209,9.399371213140668,161.4951062749082,37,0.40540540540540543,-9.087618098885248,501.43522656807204,1.4901243243239641,"[[""abs_mv_pct"", ""<="", 0.0659], [""dist_pdl_pct"", "">"", -0.0614], [""pos_rng"", ""<="", 0.9027]]"
R0924,"When prior day's close-to-close return ≤ -1.07% (≈-268 pts at 25,000) AND gap measured in the direction of the move so far ≤ +0.06% (≈+16 pts at 25,000) at 14:30",14:30,"the best favourable excursion after 14:30 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),tree,higher,30,0.9333,0.5332,1.75,21,0.619,0.4897,1.264,"[0.4088, 0.7925]",0.10594702648675662,0.8811881188118812,0.16686084100803333,0.31510826087022925,0.998924248677784,1.0,0.0002986030809498966,1.0,4.631757056795534e-06,True,2022:94/58(n16) 2023:75/53(n4) 2024:100/50(n10) 2025:67/51(n6) 2026:60/47(n15),True,FAIL,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,30,0.7333333333333333,38.805519775732016,105.18560224300597,21,0.47619047619047616,-5.194092635932569,435.35795018527074,4.84963809523816,"[[""prevret_pct"", ""<="", -1.0713], [""gap_dir_pct"", ""<="", 0.0634]]"
R0925,"When prior day's close-to-close return ≤ -1.14% (≈-285 pts at 25,000) AND gap measured in the direction of the move so far ≤ +1.58% (≈+395 pts at 25,000) AND 1-min ADX(14) > 11.7 at 14:30",14:30,"the best favourable excursion after 14:30 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,higher,44,0.9091,0.5332,1.705,32,0.5312,0.4897,1.085,"[0.3645, 0.6913]",0.2908545727136432,0.06930693069306931,0.3846842886734596,0.6001284463737125,0.998924248677784,1.0,1.9621464987788336e-05,1.0,1.724900455316164e-07,False,2022:96/58(n25) 2023:80/53(n5) 2024:86/50(n14) 2025:50/51(n10) 2026:55/47(n22),True,FAIL,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,44,0.7045454545454546,34.094029521089425,150.73800233968927,32,0.34375,-22.642245987147895,811.6495253387473,-12.496287500000108,"[[""prevret_pct"", ""<="", -1.1393], [""gap_dir_pct"", ""<="", 1.5794], [""adx_14"", "">"", 11.7485]]"
R0926,When 1-min ATR(14) as % of price ≥ 0.0384 AND price is inside the prior-day range AND it is Wednesday at 14:30,14:30,"the best favourable excursion after 14:30 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,31,0.871,0.5332,1.633,9,0.4444,0.4897,0.907,"[0.1888, 0.7334]",0.7241379310344828,1.0,0.7255051271599529,0.8706061525919434,0.998924248677784,1.0,0.004755479988445497,1.0,0.00014981538969602857,True,2022:91/58(n11) 2023:100/53(n3) 2024:82/50(n17) 2025:50/51(n4) 2026:40/47(n5),False,FAIL,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,31,0.6451612903225806,16.76680007553875,132.20150374609852,9,0.4444444444444444,-22.773867426278894,247.3645480786335,-11.822888888889187,"[[""atr14_pct"", "">="", 0.0384], [""pd_pos"", ""=="", 0.0], [""dow"", ""=="", 2.0]]"
R0927,"When prior day's close-to-close return ≤ -0.97% (≈-241 pts at 25,000) AND 1-min ADX(14) > 21 AND opening-range size ≤ 1.30% (≈324 pts at 25,000) at 14:30",14:30,"the best favourable excursion after 14:30 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,higher,40,0.85,0.5332,1.594,21,0.619,0.4897,1.264,"[0.4088, 0.7925]",0.11244377811094453,1.0,0.16686084100803333,0.31510826087022925,0.998924248677784,1.0,0.0020329171946695352,1.0,5.0755027534581085e-05,True,2022:91/58(n22) 2023:100/53(n4) 2024:71/50(n14) 2025:62/51(n8) 2026:62/47(n13),True,FAIL,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,40,0.575,17.66005308976515,134.35133510188984,21,0.47619047619047616,-17.368882080517608,415.7776167798016,-7.407152380952279,"[[""prevret_pct"", ""<="", -0.9655], [""adx_14"", "">"", 21.0043], [""or_rng_pct"", ""<="", 1.2958]]"
R0928,When India VIX change on the prior day (%) ≤ -1.33 AND the day opened inside the prior-day range AND it is weekly-expiry day at 14:30,14:30,"the best favourable excursion after 14:30 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,31,0.8387,0.5332,1.573,18,0.5,0.4897,1.021,"[0.2903, 0.7097]",0.5962018990504747,1.0,0.5582021902896735,0.7596742669217568,0.998924248677784,1.0,0.016241785185034392,1.0,0.0007478935852480082,True,2022:75/58(n8) 2023:90/53(n10) 2024:85/50(n13) 2025:54/51(n13) 2026:40/47(n5),True,FAIL,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,31,0.6774193548387096,10.371808414627257,164.9249093510384,18,0.3333333333333333,-5.106783615508687,215.9426303249168,4.545144444444102,"[[""vix_chg"", ""<="", -1.3269], [""open_vs_pd"", ""=="", 0.0], [""dte_cat"", ""=="", 0.0]]"
R0929,When (it is Wednesday or it is Thursday or it is Friday) AND 1-min ADX(14) ≤ 20.7 AND 1-min ADX(14) > 18.7 at 14:30,14:30,"the best favourable excursion after 14:30 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,higher,46,0.8261,0.5332,1.549,28,0.4643,0.4897,0.948,"[0.2953, 0.6419]",0.688655672163918,1.0,0.6759381033795837,0.849220079876107,0.998924248677784,1.0,0.0024344313790140098,1.0,6.369461417427176e-05,False,2022:100/58(n10) 2023:90/53(n19) 2024:65/50(n17) 2025:38/51(n13) 2026:53/47(n15),False,FAIL,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,46,0.717391304347826,23.42092216263325,198.70157191058388,28,0.2857142857142857,-3.11750302206593,312.20989849452747,7.360714285714104,"[[""dow"", "">"", 1.5], [""adx_14"", ""<="", 20.717], [""adx_14"", "">"", 18.7148]]"
R0930,When 1-min ATR(14) as % of price ≥ 0.0384 AND prior day's close-to-close return is negative AND expiry is 1 trading day away at 14:30,14:30,"the best favourable excursion after 14:30 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,30,0.8333,0.5332,1.563,14,0.7857,0.4897,1.604,"[0.5241, 0.9243]",0.022488755622188907,1.0,0.024023377580619145,0.0611275471423084,0.998924248677784,1.0,0.023010395114099216,1.0,0.001186965347413835,True,2022:80/58(n15) 2023:100/53(n3) 2024:83/50(n12) 2025:67/51(n6) 2026:88/47(n8),True,FAIL,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,30,0.7,19.394133552238113,120.72894643210509,14,0.7142857142857143,23.62856873576514,98.24108406939493,34.11312857142885,"[[""atr14_pct"", "">="", 0.0384], [""prevret_pct"", ""<"", 0.0], [""dte_cat"", ""=="", 1.0]]"
R0931,When 1-min ATR(14) as % of price ≥ 0.0384 AND expiry is 1 trading day away AND 1-min Supertrend is up at 14:30,14:30,"the best favourable excursion after 14:30 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,higher,30,0.8333,0.5332,1.563,11,0.6364,0.4897,1.299,"[0.3538, 0.8483]",0.2193903048475762,1.0,0.25177360328389853,0.43237445652287876,0.998924248677784,1.0,0.023010395114099216,1.0,0.001186965347413835,False,2022:83/58(n18) 2023:67/53(n3) 2024:89/50(n9) 2025:50/51(n6) 2026:80/47(n5),True,FAIL,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,30,0.7333333333333333,28.79049089293982,100.80390579770369,11,0.5454545454545454,16.28709095010622,98.24108406939493,25.562163636363536,"[[""atr14_pct"", "">="", 0.0384], [""dte_cat"", ""=="", 1.0], [""supertrend_dir"", ""=="", 1.0]]"
R0932,"When distance from TWAP in the move's direction ≤ +0.10% (≈+24 pts at 25,000) AND 1-min RSI(14) ≤ 40.8 AND price has not touched the prior-day low yet at 14:30",14:30,"the best favourable excursion after 14:30 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,lower,30,0.1667,0.5332,0.313,24,0.625,0.4897,1.276,"[0.4271, 0.7884]",0.9470264867566217,1.0,0.9375796796283629,0.9853243980443671,0.998924248677784,1.0,0.0028649495563321126,1.0,7.819156463051392e-05,False,2022:43/58(n7) 2023:0/53(n9) 2024:14/50(n14) 2025:64/51(n14) 2026:60/47(n10),False,FAIL,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,30,0.7,21.158385112945826,148.89634742412454,24,0.3333333333333333,-29.29506014204357,748.1573289727799,-19.425724999999904,"[[""twap_dir_pct"", ""<="", 0.0978], [""rsi_14"", ""<="", 40.8093], [""touched_pdl"", ""=="", 0.0]]"
R0933,"When CPR width ≤ 0.13% (≈33 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) ≥ +0.02% (≈+5 pts at 25,000) AND price has already touched the prior-day low at 14:30",14:30,"the best favourable excursion after 14:30 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),subgroup,lower,30,0.1667,0.5332,0.313,17,0.4118,0.4897,0.841,"[0.2161, 0.6399]",0.37381309345327335,1.0,0.34554543410174354,0.5470198077310989,0.998924248677784,1.0,0.0028649495563321126,1.0,7.819156463051392e-05,False,2022:10/58(n10) 2023:18/53(n11) 2024:22/50(n9) 2025:14/51(n7) 2026:60/47(n10),True,FAIL,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,30,0.7666666666666667,32.58451824833151,101.70541010885279,17,0.23529411764705882,-44.298999218234385,791.1659197571845,-32.78007058823491,"[[""cpr_width_pct"", ""<="", 0.132], [""ema9_21_pct"", "">="", 0.0215], [""touched_pdl"", ""=="", 1.0]]"
R0934,"When position in today's range so far (0 = at low, 1 = at high) > 0.012 AND 1-min RSI(14) ≤ 35.6 AND (the day opened below the prior-day low or the day opened inside the prior-day range) at 14:30",14:30,"the best favourable excursion after 14:30 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,lower,39,0.1795,0.5332,0.337,33,0.5758,0.4897,1.176,"[0.4081, 0.7276]",0.8700649675162418,1.0,0.8775840468366645,0.9659779270128322,0.998924248677784,1.0,0.0006374228120578489,1.0,1.1834729447276959e-05,False,2022:25/58(n12) 2023:22/53(n9) 2024:11/50(n18) 2025:63/51(n19) 2026:50/47(n14),True,FAIL,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,39,0.717948717948718,18.40126325366026,73.54240257124216,33,0.3333333333333333,-16.138315142049294,552.006719839582,-5.826327272726992,"[[""pos_rng"", "">"", 0.012], [""rsi_14"", ""<="", 35.6147], [""open_vs_pd"", ""<="", 0.5]]"
R0935,"When India VIX (prior day's close) ≤ 15.5 AND India VIX change on the prior day (%) ≤ -4.88 AND size of the opening gap > 0.13% (≈32 pts at 25,000) at 14:30",14:30,"the best favourable excursion after 14:30 (in the move's direction, to close) exceeds the worst adverse excursion",direction (continuation / reversal),rulefit,lower,40,0.2,0.5332,0.375,18,0.4444,0.4897,0.907,"[0.2456, 0.6628]",0.47426286856571714,1.0,0.44179780971032645,0.6469667513927737,0.998924248677784,1.0,0.0014335897121388146,1.0,3.255444172097354e-05,True,2022:50/58(n2) 2023:11/53(n18) 2024:25/50(n20) 2025:80/51(n5) 2026:31/47(n13),True,FAIL,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,40,0.6,7.301288235296283,134.647649231853,18,0.3333333333333333,-18.994285323929503,348.78153354299695,-6.549344444444311,"[[""vix_prev"", ""<="", 15.535], [""vix_chg"", ""<="", -4.8849], [""abs_gap_pct"", "">"", 0.1295]]"
R0936,"When size of the move from the open to 14:30 (either direction) ≥ 0.76% (≈190 pts at 25,000) AND it is not expiry day at 14:30",14:30,price never trades back to the open after 14:30,level / structure,subgroup,higher,109,1.0,0.7612,1.314,57,1.0,0.7973,1.254,"[0.9369, 1.0]",0.0004997501249375312,0.009900990099009901,2.4626396872367677e-06,2.8161009129342803e-05,1.7035672189355523e-05,0.00218682404226625,1.6043493607729984e-10,2.2344931427785985e-06,2.421179390253814e-13,True,2022:100/77(n46) 2023:100/76(n22) 2024:100/75(n41) 2025:100/84(n31) 2026:100/74(n26),False,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,109,0.44036697247706424,-3.38216624657867,995.7005573296982,57,0.3684210526315789,-4.303192560172267,595.6558984356641,5.440175438596557,"[[""abs_mv_pct"", "">="", 0.7607], [""is_expiry"", ""=="", 0.0]]"
R0937,"When size of the move from the open to 14:30 (either direction) > 0.60% (≈151 pts at 25,000) AND distance from TWAP in the move's direction > -0.09% (≈-23 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) ≤ +0.06% (≈+16 pts at 25,000) at 14:30",14:30,price never trades back to the open after 14:30,level / structure,rulefit,higher,197,0.9949,0.7612,1.307,108,1.0,0.7973,1.254,"[0.9657, 1.0]",0.0004997501249375312,0.009900990099009901,2.3614600547992052e-11,1.4345869832905171e-09,8.67836570138708e-10,2.2599172724428394e-08,2.472170990941149e-18,5.239800959985863e-15,5.670320006477681e-22,True,2022:100/77(n87) 2023:100/76(n41) 2024:99/75(n69) 2025:100/84(n60) 2026:100/74(n48),True,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,197,0.4467005076142132,-3.863563431172563,1610.9980275530202,108,0.37962962962962965,-6.913386888901215,967.4188285112533,3.154798148148243,"[[""abs_mv_pct"", "">"", 0.6026], [""twap_dir_pct"", "">"", -0.0905], [""ema9_21_pct"", ""<="", 0.0633]]"
R0938,"When size of the move from the open to 14:30 (either direction) ≥ 0.76% (≈190 pts at 25,000) AND opening-range size ≥ 0.44% (≈110 pts at 25,000) at 14:30",14:30,price never trades back to the open after 14:30,level / structure,subgroup,higher,91,1.0,0.7612,1.314,55,1.0,0.7973,1.254,"[0.9347, 1.0]",0.0004997501249375312,0.009900990099009901,3.874305168685368e-06,4.1842495821801975e-05,2.5312127102077734e-05,0.0034210114639491797,1.2373037474324682e-08,0.00030322205072267196,3.2893496253068836e-11,True,2022:100/77(n47) 2023:100/76(n14) 2024:100/75(n30) 2025:100/84(n29) 2026:100/74(n26),False,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,91,0.4725274725274725,-0.3670219647538631,592.2027833325205,55,0.34545454545454546,-14.397244954976612,791.8484725237134,-4.469210909090709,"[[""abs_mv_pct"", "">="", 0.7607], [""or_rng_pct"", "">="", 0.4386]]"
R0939,"When size of the move from the open to 14:30 (either direction) ≥ 0.76% (≈190 pts at 25,000) AND prior-day range ≥ 0.99% (≈247 pts at 25,000) at 14:30",14:30,price never trades back to the open after 14:30,level / structure,subgroup,higher,81,1.0,0.7612,1.314,33,1.0,0.7973,1.254,"[0.8957, 1.0]",0.0004997501249375312,0.009900990099009901,0.0005661301645336296,0.0025475857404013333,0.0015483001709105779,0.42856053455195764,1.3340203231782598e-07,0.004637895201872282,5.036817165565683e-10,True,2022:100/77(n48) 2023:100/76(n11) 2024:100/75(n22) 2025:100/84(n15) 2026:100/74(n18),False,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,81,0.48148148148148145,-0.7980954099409316,467.98186886047944,33,0.2727272727272727,-24.014546743275258,795.5834353382515,-14.322836363636187,"[[""abs_mv_pct"", "">="", 0.7607], [""pdr_pct"", "">="", 0.9892]]"
R0940,"When size of the move from the open to 14:30 (either direction) ≥ 0.76% (≈190 pts at 25,000) AND price has not touched the prior-day high yet at 14:30",14:30,price never trades back to the open after 14:30,level / structure,subgroup,higher,81,1.0,0.7612,1.314,43,1.0,0.7973,1.254,"[0.918, 1.0]",0.0004997501249375312,0.009900990099009901,5.87423797671509e-05,0.0003937765043701426,0.0002382104779523085,0.04863869044720095,1.3340203231782598e-07,0.004637895201872282,5.036817165565683e-10,True,2022:100/77(n36) 2023:100/76(n15) 2024:100/75(n30) 2025:100/84(n18) 2026:100/74(n25),False,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,81,0.4444444444444444,-4.610338482220893,842.8012178518652,43,0.27906976744186046,-22.205803184244687,954.8495369225219,-11.78072558139506,"[[""abs_mv_pct"", "">="", 0.7607], [""touched_pdh"", ""=="", 0.0]]"
R0941,"When position in today's range so far (0 = at low, 1 = at high) ≤ 0.422 AND distance from TWAP in the move's direction ≥ +0.37% (≈+92 pts at 25,000) at 14:30",14:30,price never trades back to the open after 14:30,level / structure,subgroup,higher,81,1.0,0.7612,1.314,40,0.95,0.7973,1.192,"[0.835, 0.9862]",0.004497751124437781,0.009900990099009901,0.007141218479113651,0.022105937457638437,0.013458450210637265,1.0,1.3340203231782598e-07,0.004637895201872282,5.036817165565683e-10,True,2022:100/77(n37) 2023:100/76(n15) 2024:100/75(n29) 2025:95/84(n19) 2026:95/74(n21),True,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,81,0.43209876543209874,-1.217197619163539,562.387886851541,40,0.3,-14.138581700690946,735.5404044814488,-3.959970000000067,"[[""pos_rng"", ""<="", 0.4219], [""twap_dir_pct"", "">="", 0.3662]]"
R0942,"When size of the move from the open to 14:30 (either direction) ≥ 0.45% (≈112 pts at 25,000) AND size of the opening gap ≤ 0.22% (≈55 pts at 25,000) AND distance from TWAP in the move's direction ≥ +0.20% (≈+50 pts at 25,000) at 14:30",14:30,price never trades back to the open after 14:30,level / structure,subgroup,higher,78,1.0,0.7612,1.314,42,1.0,0.7973,1.254,"[0.9162, 1.0]",0.0004997501249375312,0.009900990099009901,7.367972776508353e-05,0.00046504347654325446,0.000281322596921228,0.06034369703960341,2.700571010093338e-07,0.010510817518426368,1.1420103271019877e-09,True,2022:100/77(n20) 2023:100/76(n26) 2024:100/75(n32) 2025:100/84(n26) 2026:100/74(n16),True,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,78,0.47435897435897434,-1.5010527585556912,697.6371456709014,42,0.30952380952380953,-5.53070004930246,690.1410849021411,4.228919047619327,"[[""abs_mv_pct"", "">="", 0.4474], [""abs_gap_pct"", ""<="", 0.2212], [""twap_dir_pct"", "">="", 0.2014]]"
R0943,"When size of the move from the open to 14:30 (either direction) ≥ 0.45% (≈112 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) is negative AND price is below the prior-day low at 14:30",14:30,price never trades back to the open after 14:30,level / structure,subgroup,higher,76,1.0,0.7612,1.314,45,1.0,0.7973,1.254,"[0.9213, 1.0]",0.0004997501249375312,0.009900990099009901,3.7338647690059674e-05,0.00026883826336842963,0.00016263055438337103,0.03128978676427001,4.341297317010435e-07,0.018134684173542196,1.970966583143274e-09,True,2022:100/77(n24) 2023:100/76(n21) 2024:100/75(n31) 2025:100/84(n24) 2026:100/74(n21),True,PASS,False,enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close,76,0.3684210526315789,-6.19839613253323,681.3114834297702,45,0.4,-2.4017326090729525,325.9732513813166,7.696386666666674,"[[""abs_mv_pct"", "">="", 0.4474], [""ema9_21_pct"", ""<"", 0.0], [""pd_pos"", ""=="", -1.0]]"
R0944,"When size of the move from the open to 14:30 (either direction) ≤ 0.04% (≈11 pts at 25,000) AND opening-range size > 0.27% (≈68 pts at 25,000) at 14:30",14:30,price never trades back to the open after 14:30,level / structure,rulefit,lower,39,0.0,0.7612,0.0,29,0.1379,0.7973,0.173,"[0.055, 0.3056]",0.0004997501249375312,0.009900990099009901,4.7029395785269434e-14,6.5303675290402696e-12,3.950469245962633e-12,4.5430396328570273e-11,9.149120293905971e-21,1.0245774160961293e-17,1.108640047714047e-24,True,2022:0/77(n10) 2023:0/76(n15) 2024:0/75(n14) 2025:18/84(n17) 2026:8/74(n12),False,PASS,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,39,0.5384615384615384,4.578929193526823,151.74801356526902,29,0.3793103448275862,-13.470161529509477,515.9243202152436,-3.2733241379312954,"[[""abs_mv_pct"", ""<="", 0.0446], [""or_rng_pct"", "">"", 0.2724]]"
R0945,"When size of the move from the open to 14:30 (either direction) ≤ 0.08% (≈20 pts at 25,000) AND opening-range size > 0.31% (≈78 pts at 25,000) at 14:30",14:30,price never trades back to the open after 14:30,level / structure,rulefit,lower,66,0.0909,0.7612,0.119,42,0.1905,0.7973,0.239,"[0.0998, 0.333]",0.0004997501249375312,0.009900990099009901,5.572522750151134e-17,2.2097109967559927e-14,1.3367387511239955e-14,5.410919590396751e-14,3.5290764212993234e-26,1.6232945371411512e-23,1.756354172928004e-30,True,2022:13/77(n23) 2023:5/76(n21) 2024:9/75(n22) 2025:26/84(n27) 2026:7/74(n15),False,PASS,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,66,0.48484848484848486,1.5720091072672626,327.36890906870417,42,0.3333333333333333,-16.481798637060276,785.9886035613673,-6.568690476190785,"[[""abs_mv_pct"", ""<="", 0.0815], [""or_rng_pct"", "">"", 0.3125]]"
R0946,"When size of the move from the open to 14:30 (either direction) ≤ 0.08% (≈21 pts at 25,000) AND 1-min ADX(14) > 19.2 at 14:30",14:30,price never trades back to the open after 14:30,level / structure,rulefit,lower,55,0.1091,0.7612,0.143,36,0.2222,0.7973,0.279,"[0.1172, 0.3809]",0.0004997501249375312,0.009900990099009901,2.0836817212601065e-13,2.2503762589609148e-11,1.3613387245566028e-11,2.0086691792947426e-10,2.849786051126147e-20,3.620351427496495e-17,3.917450904060439e-24,True,2022:6/77(n16) 2023:17/76(n18) 2024:10/75(n21) 2025:27/84(n22) 2026:14/74(n14),False,PASS,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,55,0.5454545454545454,11.98526725411288,236.69015760300658,36,0.3888888888888889,-13.922660253771381,684.086591220353,-3.3391500000001946,"[[""abs_mv_pct"", ""<="", 0.0826], [""adx_14"", "">"", 19.2372]]"
R0947,"When size of the move from the open to 14:30 (either direction) ≤ 0.06% (≈14 pts at 25,000) AND size of the move from the open to 14:30 (either direction) > 0.00% (≈0 pts at 25,000) at 14:30",14:30,price never trades back to the open after 14:30,level / structure,rulefit,lower,66,0.1364,0.7612,0.179,38,0.1053,0.7973,0.132,"[0.0417, 0.2413]",0.0004997501249375312,0.009900990099009901,8.370085291460271e-20,8.135722903299383e-17,4.921610151378639e-17,8.135722903299383e-17,2.6064128634070176e-22,2.1813702480159904e-19,2.360271000997281e-26,True,2022:12/77(n17) 2023:16/76(n25) 2024:12/75(n24) 2025:15/84(n20) 2026:6/74(n18),False,PASS,False,enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close,66,0.48484848484848486,2.210130770788527,212.23314288100948,38,0.3684210526315789,-13.678867550158133,684.9903238153271,-2.983963157894993,"[[""abs_mv_pct"", ""<="", 0.0569], [""abs_mv_pct"", "">"", 0.0017]]"
R0948,"When price vs prior-day high > -0.31% (≈-76 pts at 25,000) AND size of the opening gap ≤ 0.29% (≈72 pts at 25,000) at 14:30",14:30,price reaches the prior-day high after 14:30 (days not yet at PDH),level / structure,rulefit,higher,30,0.4667,0.0708,6.589,15,0.2667,0.0339,7.867,"[0.109, 0.5195]",0.009995002498750625,0.009900990099009901,0.001334413086528728,0.005381948216207152,0.0032693120619953836,0.9767903793390289,1.4168319120006163e-06,0.07168037447168761,7.798127727147853e-09,True,2022:100/7(n4) 2023:31/6(n13) 2024:46/8(n13) 2025:38/3(n8) 2026:14/4(n7),True,WATCH,False,"enter long at 14:30 price, take profit at PDH; stop 0.4% of entry; exit at close",30,0.5666666666666667,-0.25754831015721746,324.41482950771433,15,0.4,-8.145402464382567,204.81206310411096,2.993333333333673,"[[""dist_pdh_pct"", "">"", -0.3054], [""abs_gap_pct"", ""<="", 0.287]]"
R0949,"When range so far (high−low since 09:15) ≤ 0.68% (≈171 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) ≥ +0.07% (≈+17 pts at 25,000) at 14:30",14:30,price reaches the prior-day high after 14:30 (days not yet at PDH),level / structure,subgroup,higher,30,0.4333,0.0708,6.119,27,0.1111,0.0339,3.278,"[0.0385, 0.2806]",0.32233883058470764,0.019801980198019802,0.06221614684844874,0.13775420213369516,0.08648485661202804,1.0,1.0839313361532566e-05,0.7819907779745072,8.52756336151905e-08,True,2022:50/7(n6) 2023:38/6(n13) 2024:46/8(n11) 2025:7/3(n15) 2026:17/4(n12),True,FAIL,False,"enter long at 14:30 price, take profit at PDH; stop 0.4% of entry; exit at close",30,0.7333333333333333,19.701270430592793,120.3702216640271,27,0.3333333333333333,-5.641770450216768,261.85816825693655,4.914814814814572,"[[""rng_pct"", ""<="", 0.6847], [""dist_twap_pct"", "">="", 0.0665]]"
R0950,"When price vs prior-day high > -0.33% (≈-84 pts at 25,000) AND price vs prior-day low ≤ +0.83% (≈+207 pts at 25,000) at 14:30",14:30,price reaches the prior-day high after 14:30 (days not yet at PDH),level / structure,rulefit,higher,37,0.4324,0.0708,6.106,21,0.1905,0.0339,5.619,"[0.0767, 0.4]",0.031984007996002,0.009900990099009901,0.004974655725495012,0.016280691465256403,0.009915584971495143,1.0,5.205020083916914e-07,0.022376483584684193,2.4323097567671275e-09,True,2022:62/7(n8) 2023:21/6(n14) 2024:53/8(n15) 2025:18/3(n11) 2026:20/4(n10),False,PASS,False,"enter long at 14:30 price, take profit at PDH; stop 0.4% of entry; exit at close",37,0.5675675675675675,2.051372500914283,236.70325350176392,21,0.2857142857142857,-14.718054168676295,309.0791375422022,-3.4380952380950993,"[[""dist_pdh_pct"", "">"", -0.3341], [""dist_pdl_pct"", ""<="", 0.8299]]"
R0951,"When price vs prior-day high > -0.43% (≈-108 pts at 25,000) AND CPR width > 0.11% (≈27 pts at 25,000) at 14:30",14:30,price reaches the prior-day high after 14:30 (days not yet at PDH),level / structure,rulefit,higher,37,0.4324,0.0708,6.106,28,0.1786,0.0339,5.268,"[0.0788, 0.3559]",0.017991004497751123,0.009900990099009901,0.0022902673996030186,0.00840052797137409,0.005120445745120056,1.0,5.205020083916914e-07,0.022376483584684193,2.4323097567671275e-09,True,2022:54/7(n13) 2023:46/6(n11) 2024:31/8(n13) 2025:18/3(n17) 2026:18/4(n11),True,PASS,False,"enter long at 14:30 price, take profit at PDH; stop 0.4% of entry; exit at close",37,0.6756756756756757,1.7927539523353702,257.89718705180707,28,0.35714285714285715,-12.642138086265536,353.979866415435,-1.9767500000000706,"[[""dist_pdh_pct"", "">"", -0.4307], [""cpr_width_pct"", "">"", 0.1094]]"
R0952,"When range so far (high−low since 09:15) ≤ 0.68% (≈171 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) ≥ 0.665 AND price is inside the prior-day range at 14:30",14:30,price reaches the prior-day high after 14:30 (days not yet at PDH),level / structure,subgroup,higher,30,0.4,0.0708,5.648,29,0.1724,0.0339,5.086,"[0.076, 0.3455]",0.026486756621689155,0.3465346534653465,0.0026908223350452895,0.009689661900023787,0.005905390958969721,1.0,7.216004024815043e-05,1.0,8.19418029657823e-07,True,2022:40/7(n5) 2023:31/6(n13) 2024:50/8(n12) 2025:18/3(n17) 2026:17/4(n12),True,PASS,False,"enter long at 14:30 price, take profit at PDH; stop 0.4% of entry; exit at close",30,0.6333333333333333,9.661402212524836,138.02415036953218,29,0.3448275862068966,-3.29315996380419,249.16173578772305,7.365517241379009,"[[""rng_pct"", ""<="", 0.6847], [""pos_rng"", "">="", 0.6655], [""pd_pos"", ""=="", 0.0]]"
R0953,"When price vs prior-day high > -0.44% (≈-109 pts at 25,000) AND size of the opening gap > 0.17% (≈43 pts at 25,000) at 14:30",14:30,price reaches the prior-day high after 14:30 (days not yet at PDH),level / structure,rulefit,higher,36,0.3889,0.0708,5.491,17,0.1765,0.0339,5.206,"[0.0619, 0.4103]",0.10294852573713144,0.039603960396039604,0.018548042328156624,0.04966583234977476,0.03054971677578738,1.0,1.5990401326074306e-05,1.0,1.3541776517642587e-07,True,2022:38/7(n13) 2023:30/6(n10) 2024:46/8(n13) 2025:17/3(n12) 2026:20/4(n5),True,FAIL,False,"enter long at 14:30 price, take profit at PDH; stop 0.4% of entry; exit at close",36,0.5833333333333334,-0.6381416485603992,252.6895406345117,17,0.23529411764705882,-14.651084866239454,249.0684427260707,-4.450000000000085,"[[""dist_pdh_pct"", "">"", -0.4351], [""abs_gap_pct"", "">"", 0.1709]]"
R0954,When 1-min EMA9 − EMA21 (as % of price) is positive AND price is above the opening-range high AND price is above the CPR at 14:30,14:30,price reaches the prior-day high after 14:30 (days not yet at PDH),level / structure,subgroup,higher,32,0.375,0.0708,5.295,16,0.25,0.0339,7.375,"[0.1018, 0.495]",0.02048975512243878,0.6435643564356436,0.0017316023140178237,0.006626446650493404,0.004040405399374922,1.0,0.00014200102258438236,1.0,1.8707436529753355e-06,True,2022:36/7(n11) 2023:33/6(n6) 2024:40/8(n15) 2025:25/3(n8) 2026:25/4(n8),True,WATCH,False,"enter long at 14:30 price, take profit at PDH; stop 0.4% of entry; exit at close",32,0.5625,-8.57444830123902,447.1317705301794,16,0.4375,-4.67461566799318,242.80915479561799,6.175000000000409,"[[""ema9_21_pct"", "">"", 0.0], [""or_state"", ""=="", 1.0], [""cpr_pos"", ""=="", 1.0]]"
R0955,"When price vs prior-day high > -0.54% (≈-134 pts at 25,000) AND India VIX (prior day's close) > 14.6 at 14:30",14:30,price reaches the prior-day high after 14:30 (days not yet at PDH),level / structure,rulefit,higher,35,0.3714,0.0708,5.245,15,0.0667,0.0339,1.967,"[0.0119, 0.2982]",0.4912543728135932,0.32673267326732675,0.4038676906899866,0.6154744601598949,0.4550627352896891,1.0,6.700429463665055e-05,1.0,7.500919217127139e-07,True,2022:38/7(n21) 2023:50/6(n4) 2024:30/8(n10) 2025:0/3(n9) 2026:17/4(n6),False,FAIL,False,"enter long at 14:30 price, take profit at PDH; stop 0.4% of entry; exit at close",35,0.6571428571428571,1.1536362856931135,190.23284056836764,15,0.26666666666666666,-18.91858278027694,283.778741704154,-8.003079999999319,"[[""dist_pdh_pct"", "">"", -0.5354], [""vix_prev"", "">"", 14.585]]"
R0956,"When price vs prior-day high ≤ -0.54% (≈-135 pts at 25,000) AND distance from TWAP in the move's direction > -0.45% (≈-112 pts at 25,000) at 14:30",14:30,price reaches the prior-day high after 14:30 (days not yet at PDH),level / structure,rulefit,lower,261,0.0,0.0708,0.0,179,0.0112,0.0339,0.33,"[0.0031, 0.0398]",0.034482758620689655,0.009900990099009901,0.056072050775979015,0.12704436679312728,0.07963856487023108,1.0,1.663346760566324e-06,0.0867441876652473,9.438542393945274e-09,True,2022:0/7(n98) 2023:0/6(n73) 2024:0/8(n90) 2025:0/3(n92) 2026:2/4(n87),False,FAIL,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""dist_pdh_pct"", ""<="", -0.5397], [""twap_dir_pct"", "">"", -0.4496]]"
R0957,"When price vs prior-day low ≤ +0.35% (≈+88 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is negative at 14:30",14:30,price reaches the prior-day high after 14:30 (days not yet at PDH),level / structure,subgroup,lower,169,0.0,0.0708,0.0,125,0.0,0.0339,0.0,"[0.0, 0.0298]",0.09495252373813093,0.9900990099009901,0.013423182776604122,0.03770905681751216,0.023146133350859893,1.0,0.0004691374569719179,1.0,8.124268425236373e-06,True,2022:0/7(n50) 2023:0/6(n62) 2024:0/8(n57) 2025:0/3(n69) 2026:0/4(n56),False,WATCH,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""dist_pdl_pct"", ""<="", 0.3513], [""dist_twap_pct"", ""<"", 0.0]]"
R0958,"When 1-min Bollinger %B ≤ 0.622 AND 1-min RSI(14) ≤ 55 AND position in today's range so far (0 = at low, 1 = at high) ≤ 0.665 at 14:30",14:30,price reaches the prior-day high after 14:30 (days not yet at PDH),level / structure,rulefit,lower,161,0.0,0.0708,0.0,116,0.0,0.0339,0.0,"[0.0, 0.0321]",0.10394802598700649,1.0,0.018308379564202393,0.04915951639890809,0.030239683100424176,1.0,0.0007538551729504991,1.0,1.4621474210010867e-05,True,2022:0/7(n49) 2023:0/6(n46) 2024:0/8(n66) 2025:0/3(n67) 2026:0/4(n49),False,WATCH,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""bb_pctb"", ""<="", 0.6224], [""rsi_14"", ""<="", 54.9622], [""pos_rng"", ""<="", 0.6651]]"
R0959,"When move from the open to 14:30 ≤ -0.16% (≈-39 pts at 25,000) AND price vs prior-day high ≤ -0.57% (≈-142 pts at 25,000) at 14:30",14:30,price reaches the prior-day high after 14:30 (days not yet at PDH),level / structure,subgroup,lower,155,0.0,0.0708,0.0,106,0.0,0.0339,0.0,"[-0.0, 0.035]",0.2563718140929535,1.0,0.025847673979060685,0.06458596171631616,0.039786471988711214,1.0,0.001072712879640251,1.0,2.2719372725296584e-05,True,2022:0/7(n54) 2023:0/6(n52) 2024:0/8(n49) 2025:0/3(n59) 2026:0/4(n47),True,FAIL,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""mv_pct"", ""<="", -0.1578], [""dist_pdh_pct"", ""<="", -0.5696]]"
R0960,"When (price is below the CPR) AND price vs prior-day low ≤ +0.38% (≈+96 pts at 25,000) at 14:30",14:30,price reaches the prior-day low after 14:30 (days not yet at PDL),level / structure,rulefit,higher,32,0.5312,0.0524,10.142,23,0.1739,0.0304,5.714,"[0.0698, 0.3714]",0.06896551724137931,0.009900990099009901,0.0047781521597896085,0.015743606438357625,0.009588919692683582,1.0,6.536907168605194e-11,8.216149081286221e-07,8.901296082857495e-14,True,2022:100/4(n2) 2023:50/6(n18) 2024:50/5(n12) 2025:20/4(n15) 2026:12/1(n8),True,WATCH,False,"enter short at 14:30 price, take profit at PDL; stop 0.4% of entry; exit at close",32,0.65625,14.272799590158142,116.43691790283367,23,0.391304347826087,-10.36860183901976,246.2470803344999,-0.6551739130442477,"[[""cpr_pos"", ""<="", -0.5], [""dist_pdl_pct"", ""<="", 0.3835]]"
R0961,"When price vs prior-day low ≤ +0.35% (≈+88 pts at 25,000) AND 1-min EMA9 − EMA21 (as % of price) is negative at 14:30",14:30,price reaches the prior-day low after 14:30 (days not yet at PDL),level / structure,subgroup,higher,30,0.5,0.0524,9.545,23,0.1739,0.0304,5.714,"[0.0698, 0.3714]",0.09145427286356822,0.009900990099009901,0.0047781521597896085,0.015743606438357625,0.009588919692683582,1.0,3.9549789919420875e-09,8.252337892206379e-05,8.948571667356194e-12,True,2022:67/4(n3) 2023:53/6(n15) 2024:42/5(n12) 2025:22/4(n18) 2026:0/1(n5),False,WATCH,False,"enter short at 14:30 price, take profit at PDL; stop 0.4% of entry; exit at close",30,0.6666666666666666,6.801933028139974,134.98513896253652,23,0.391304347826087,-13.15691307095637,310.378238669042,-3.7203913043487535,"[[""dist_pdl_pct"", ""<="", 0.3513], [""ema9_21_pct"", ""<"", 0.0]]"
R0962,When 1-min EMA9 − EMA21 (as % of price) is negative AND the move from the open is DOWN AND price is below the CPR at 14:30,14:30,price reaches the prior-day low after 14:30 (days not yet at PDL),level / structure,subgroup,higher,33,0.4848,0.0524,9.256,21,0.1429,0.0304,4.694,"[0.0498, 0.3464]",0.22788605697151423,0.009900990099009901,0.024885043537723618,0.06259248359685142,0.03856209442648127,1.0,1.5811166469938559e-09,2.931179754336831e-05,3.17767381908776e-12,True,2022:20/4(n5) 2023:69/6(n13) 2024:40/5(n15) 2025:23/4(n13) 2026:0/1(n8),True,FAIL,False,"enter short at 14:30 price, take profit at PDL; stop 0.4% of entry; exit at close",33,0.6060606060606061,7.9691071106876565,114.56402010363726,21,0.3333333333333333,-16.356513397728794,393.23271047503704,-6.779495238096431,"[[""ema9_21_pct"", ""<"", 0.0], [""dir"", ""=="", -1.0], [""cpr_pos"", ""=="", -1.0]]"
R0963,"When move from the open to 14:30 ≤ -0.16% (≈-39 pts at 25,000) AND opening gap vs prior close is positive AND price is below the CPR at 14:30",14:30,price reaches the prior-day low after 14:30 (days not yet at PDL),level / structure,subgroup,higher,30,0.4,0.0524,7.636,12,0.0833,0.0304,2.738,"[0.0149, 0.3539]",0.6226886556721639,0.009900990099009901,0.3098804596808049,0.506224885394525,0.35938798874223526,1.0,4.518709579398971e-06,0.2783610220632469,3.031973413181182e-08,True,2022:20/4(n5) 2023:54/6(n13) 2024:33/5(n12) 2025:17/4(n6) 2026:0/1(n6),False,FAIL,False,"enter short at 14:30 price, take profit at PDL; stop 0.4% of entry; exit at close",30,0.5666666666666667,10.289921419240406,65.99348391157982,12,0.25,-30.41563149332058,364.98757791984696,-20.397450000000692,"[[""mv_pct"", ""<="", -0.1578], [""gap_pct"", "">"", 0.0], [""cpr_pos"", ""=="", -1.0]]"
R0964,"When price vs session TWAP (time-weighted VWAP) ≤ -0.05% (≈-12 pts at 25,000) AND price vs prior-day high ≤ -0.57% (≈-142 pts at 25,000) AND price is below the CPR at 14:30",14:30,price reaches the prior-day low after 14:30 (days not yet at PDL),level / structure,subgroup,higher,30,0.3667,0.0524,7.0,14,0.2143,0.0304,7.041,"[0.0757, 0.4759]",0.04997501249375312,0.16831683168316833,0.007975990832660975,0.0240020529081934,0.01461022619814534,1.0,3.551931932679642e-05,1.0,3.504958469151148e-07,True,2022:17/4(n6) 2023:50/6(n12) 2024:33/5(n12) 2025:29/4(n7) 2026:14/1(n7),True,WATCH,False,"enter short at 14:30 price, take profit at PDL; stop 0.4% of entry; exit at close",30,0.5333333333333333,4.687405341390898,129.7980990139361,14,0.35714285714285715,-15.115050995845817,315.5302493388298,-5.8585285714296855,"[[""dist_twap_pct"", ""<="", -0.0482], [""dist_pdh_pct"", ""<="", -0.5696], [""cpr_pos"", ""=="", -1.0]]"
R0965,When price is below the CPR AND it is not expiry day at 14:30,14:30,price reaches the prior-day low after 14:30 (days not yet at PDL),level / structure,subgroup,higher,32,0.3438,0.0524,6.562,21,0.1429,0.0304,4.694,"[0.0498, 0.3464]",0.16041979010494753,0.32673267326732675,0.024885043537723618,0.06259248359685142,0.03856209442648127,1.0,6.706247042713769e-05,1.0,7.508012260402891e-07,True,2022:20/4(n5) 2023:38/6(n13) 2024:36/5(n14) 2025:17/4(n12) 2026:11/1(n9),True,FAIL,False,"enter short at 14:30 price, take profit at PDL; stop 0.4% of entry; exit at close",32,0.5,5.992142073795826,106.69717747330145,21,0.2857142857142857,-16.47743944735768,353.79546643155663,-6.910428571429553,"[[""cpr_pos"", ""=="", -1.0], [""is_expiry"", ""=="", 0.0]]"
R0966,"When distance from TWAP in the move's direction ≥ +0.20% (≈+50 pts at 25,000) AND 1-min Bollinger %B ≤ 0.41 AND price is below the opening-range low at 14:30",14:30,price reaches the prior-day low after 14:30 (days not yet at PDL),level / structure,subgroup,higher,32,0.3438,0.0524,6.562,15,0.0,0.0304,0.0,"[-0.0, 0.2039]",1.0,0.32673267326732675,1.0,1.0,1.0,1.0,6.706247042713769e-05,1.0,7.508012260402891e-07,True,2022:14/4(n14) 2023:58/6(n12) 2024:33/5(n6) 2025:0/4(n8) 2026:0/1(n7),False,FAIL,False,"enter short at 14:30 price, take profit at PDL; stop 0.4% of entry; exit at close",32,0.6875,14.831849607183935,141.5672927185705,15,0.2,-33.677335329544455,512.9292679802122,-23.554626666667172,"[[""twap_dir_pct"", "">="", 0.2014], [""bb_pctb"", ""<="", 0.4099], [""or_state"", ""=="", -1.0]]"
R0967,"When price vs session TWAP (time-weighted VWAP) ≤ -0.05% (≈-12 pts at 25,000) AND price vs prior-day high ≤ -0.57% (≈-142 pts at 25,000) AND price is below the opening-range low at 14:30",14:30,price reaches the prior-day low after 14:30 (days not yet at PDL),level / structure,subgroup,higher,30,0.3333,0.0524,6.364,13,0.1538,0.0304,5.055,"[0.0433, 0.4224]",0.255872063968016,0.8514851485148515,0.057836801477272756,0.13043473558215574,0.08175009439576053,1.0,0.00023946164828323238,1.0,3.536248130398854e-06,True,2022:12/4(n8) 2023:60/6(n10) 2024:25/5(n12) 2025:29/4(n7) 2026:0/1(n6),True,FAIL,False,"enter short at 14:30 price, take profit at PDL; stop 0.4% of entry; exit at close",30,0.5666666666666667,9.184271476377903,117.94813012823985,13,0.3076923076923077,-20.710182752614152,370.8761939550744,-11.405338461539381,"[[""dist_twap_pct"", ""<="", -0.0482], [""dist_pdh_pct"", ""<="", -0.5696], [""or_state"", ""=="", -1.0]]"
R0968,"When (price is above the CPR or price is inside the CPR) AND India VIX (prior day's close) ≤ 18.2 AND price vs prior-day low > +0.38% (≈+94 pts at 25,000) at 14:30",14:30,price reaches the prior-day low after 14:30 (days not yet at PDL),level / structure,rulefit,lower,269,0.0,0.0524,0.0,161,0.0,0.0304,0.0,"[0.0, 0.0233]",0.0029985007496251873,0.4158415841584158,0.006900830367143211,0.02149874075917693,0.013089316954452285,1.0,8.742672685681837e-05,1.0,1.0363756298527025e-06,True,2022:0/4(n47) 2023:0/6(n122) 2024:0/5(n100) 2025:0/4(n105) 2026:0/1(n56),True,PASS,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""cpr_pos"", "">"", -0.5], [""vix_prev"", ""<="", 18.205], [""dist_pdl_pct"", "">"", 0.3777]]"
R0969,"When 1-min EMA9 − EMA21 (as % of price) > -0.01% (≈-1 pts at 25,000) AND (price is above the CPR or price is inside the CPR) at 14:30",14:30,price reaches the prior-day low after 14:30 (days not yet at PDL),level / structure,rulefit,lower,247,0.0,0.0524,0.0,132,0.0152,0.0304,0.498,"[0.0042, 0.0536]",0.5352323838080959,0.8217821782178217,0.23104988517852668,0.4039217417149783,0.2789678285112396,1.0,0.00023101504639169718,1.0,3.3851194746132054e-06,True,2022:0/4(n78) 2023:0/6(n90) 2024:0/5(n79) 2025:3/4(n74) 2026:0/1(n58),True,FAIL,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""ema9_21_pct"", "">"", -0.0056], [""cpr_pos"", "">"", -0.5]]"
R0970,"When move from the open to 14:30 ≥ +0.08% (≈+20 pts at 25,000) AND price is above the CPR at 14:30",14:30,price reaches the prior-day low after 14:30 (days not yet at PDL),level / structure,subgroup,lower,194,0.0,0.0524,0.0,118,0.0,0.0304,0.0,"[0.0, 0.0315]",1.0,1.0,0.02606688822009306,0.06496670602546271,0.0400191390950776,1.0,0.0022827282593939177,1.0,5.8611601359667004e-05,True,2022:0/4(n58) 2023:0/6(n75) 2024:0/5(n61) 2025:0/4(n71) 2026:0/1(n47),False,FAIL,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""mv_pct"", "">="", 0.0811], [""cpr_pos"", ""=="", 1.0]]"
R0971,When 1-min Supertrend is up AND it is not expiry day at 14:30,14:30,price reaches the prior-day low after 14:30 (days not yet at PDL),level / structure,subgroup,lower,176,0.0,0.0524,0.0,102,0.0098,0.0304,0.322,"[0.0017, 0.0535]",0.3363318340829585,1.0,0.1795938600584252,0.3337767341812415,0.22231829413548215,1.0,0.004869374743579199,1.0,0.00015437448506102657,False,2022:0/4(n59) 2023:0/6(n69) 2024:0/5(n48) 2025:0/4(n56) 2026:2/1(n46),True,FAIL,False,n/a (lower-probability reach rule),0,,,,0,,,,,"[[""supertrend_dir"", ""=="", 1.0], [""is_expiry"", ""=="", 0.0]]"