{"generated":"2026-10-10 00:44","hypotheses":9242869,"rows":[{"id":"R0000","rule":"When size of the opening gap \u2265 0.35% (\u224887 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) \u2265 0.822 AND CPR width \u2265 0.20% (\u224851 pts at 25,000) at 09:20","T":"09:20","target":"price at 13:00 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.7667,"base_tr":0.4559,"lift_tr":1.682,"n_te":14,"hit_te":0.5714,"base_te":0.5125,"lift_te":1.115,"ci_te":[0.3259,0.7862],"p_rand":0.36931534232883556,"p_perm_fw":1.0,"p_te":0.43241824218577973,"q_bh_te":0.6387698045662278,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.021271718871454872,"p_holm_tr":1.0,"p_tr":0.0010674374841622859,"stable":false,"by_year":"2022:83/48(n23) 2023:75/44(n4) 2024:33/44(n3) 2025:60/52(n5) 2026:56/50(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":30,"bt_tr_win":0.6333333333333333,"bt_tr_avg":17.557066238804502,"bt_tr_dd":300.9362951801064,"bt_te_n":14,"bt_te_win":0.5714285714285714,"bt_te_avg":9.158165138218942,"bt_te_dd":237.61059966260476,"bt_te_gross":21.23625714285689,"eq":false,"page":false,"conds":[["abs_gap_pct",">=",0.3474],["pos_rng",">=",0.8215],["cpr_width_pct",">=",0.2022]]},{"id":"R0001","rule":"When India VIX (prior day's close) \u2265 15.2 AND India VIX change on the prior day (%) \u2264 -1.33 AND 1-min RSI(14) \u2265 76.5 at 09:20","T":"09:20","target":"price at 13:00 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.7667,"base_tr":0.4559,"lift_tr":1.682,"n_te":6,"hit_te":0.6667,"base_te":0.5125,"lift_te":1.301,"ci_te":[0.3,0.9032],"p_rand":0.28385807096451776,"p_perm_fw":1.0,"p_te":0.3675251779609258,"q_bh_te":0.576184633835516,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.021271718871454872,"p_holm_tr":1.0,"p_tr":0.0010674374841622859,"stable":false,"by_year":"2022:75/48(n24) 2023:\u2013(n0) 2024:83/44(n6) 2025:50/52(n2) 2026:75/50(n4)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":30,"bt_tr_win":0.6333333333333333,"bt_tr_avg":17.960106202715384,"bt_tr_dd":146.53022805536597,"bt_te_n":6,"bt_te_win":0.6666666666666666,"bt_te_avg":23.147272110076617,"bt_te_dd":113.03137763601134,"bt_te_gross":33.539633333333164,"eq":false,"page":false,"conds":[["vix_prev",">=",15.236],["vix_chg","<=",-1.3269],["rsi_14",">=",76.4762]]},{"id":"R0002","rule":"When distance from TWAP in the move's direction > -0.01% (\u2248-2 pts at 25,000) AND distance from TWAP in the move's direction \u2264 -0.00% (\u2248-1 pts at 25,000) AND opening gap vs prior close > -0.48% (\u2248-121 pts at 25,000) at 09:20","T":"09:20","target":"price at 13:00 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":30,"hit_tr":0.7667,"base_tr":0.4559,"lift_tr":1.682,"n_te":14,"hit_te":0.5714,"base_te":0.5125,"lift_te":1.115,"ci_te":[0.3259,0.7862],"p_rand":0.3893053473263368,"p_perm_fw":1.0,"p_te":0.43241824218577973,"q_bh_te":0.6387698045662278,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.021271718871454872,"p_holm_tr":1.0,"p_tr":0.0010674374841622859,"stable":true,"by_year":"2022:43/48(n7) 2023:80/44(n10) 2024:92/44(n13) 2025:67/52(n9) 2026:40/50(n5)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":30,"bt_tr_win":0.7,"bt_tr_avg":27.147388506268324,"bt_tr_dd":221.5695954309037,"bt_te_n":14,"bt_te_win":0.5714285714285714,"bt_te_avg":20.947741424785512,"bt_te_dd":355.4080557109788,"bt_te_gross":31.594842857143053,"eq":false,"page":false,"conds":[["twap_dir_pct",">",-0.0095],["twap_dir_pct","<=",-0.0038],["gap_pct",">",-0.4829]]},{"id":"R0003","rule":"When CPR width \u2265 0.30% (\u224876 pts at 25,000) AND 1-min ADX(14) \u2265 36.8 AND price vs session TWAP (time-weighted VWAP) is positive at 09:20","T":"09:20","target":"price at 13:00 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.7576,"base_tr":0.4559,"lift_tr":1.662,"n_te":18,"hit_te":0.6111,"base_te":0.5125,"lift_te":1.192,"ci_te":[0.3862,0.797],"p_rand":0.2703648175912044,"p_perm_fw":1.0,"p_te":0.2750289346827982,"q_bh_te":0.4644346640155575,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.017718240762076252,"p_holm_tr":1.0,"p_tr":0.0008378030642155741,"stable":true,"by_year":"2022:83/48(n24) 2023:50/44(n4) 2024:60/44(n5) 2025:57/52(n7) 2026:64/50(n11)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":33,"bt_tr_win":0.6060606060606061,"bt_tr_avg":18.923816873465466,"bt_tr_dd":199.1019116515946,"bt_te_n":18,"bt_te_win":0.4444444444444444,"bt_te_avg":-17.96452650461656,"bt_te_dd":758.7463404942432,"bt_te_gross":-9.041044444444601,"eq":false,"page":false,"conds":[["cpr_width_pct",">=",0.3036],["adx_14",">=",36.778],["dist_twap_pct",">",0.0]]},{"id":"R0004","rule":"When size of the opening gap \u2265 0.35% (\u224887 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) \u2265 +0.04% (\u2248+10 pts at 25,000) AND prior-day range \u2265 0.99% (\u2248247 pts at 25,000) at 09:20","T":"09:20","target":"price at 13:00 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":36,"hit_tr":0.75,"base_tr":0.4559,"lift_tr":1.645,"n_te":20,"hit_te":0.55,"base_te":0.5125,"lift_te":1.073,"ci_te":[0.3421,0.7418],"p_rand":0.4052973513243378,"p_perm_fw":1.0,"p_te":0.45651961110688116,"q_bh_te":0.6652729565155749,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.014682673133961667,"p_holm_tr":1.0,"p_tr":0.0006523771087349583,"stable":true,"by_year":"2022:78/48(n27) 2023:75/44(n4) 2024:60/44(n5) 2025:20/52(n5) 2026:67/50(n15)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":36,"bt_tr_win":0.5833333333333334,"bt_tr_avg":11.279188240033756,"bt_tr_dd":191.80958007756152,"bt_te_n":20,"bt_te_win":0.5,"bt_te_avg":0.13127249481312547,"bt_te_dd":527.5776029333629,"bt_te_gross":11.625600000000123,"eq":false,"page":false,"conds":[["abs_gap_pct",">=",0.3474],["dist_twap_pct",">=",0.0383],["pdr_pct",">=",0.9892]]},{"id":"R0005","rule":"When price vs session TWAP (time-weighted VWAP) \u2265 +0.04% (\u2248+10 pts at 25,000) AND India VIX (prior day's close) \u2265 15.2 AND 1-min ATR(14) as % of price \u2265 0.0876 at 09:20","T":"09:20","target":"price at 13:00 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.7419,"base_tr":0.4559,"lift_tr":1.627,"n_te":24,"hit_te":0.5833,"base_te":0.5125,"lift_te":1.138,"ci_te":[0.3883,0.7553],"p_rand":0.2303848075962019,"p_perm_fw":1.0,"p_te":0.31311289697935585,"q_bh_te":0.5080897092887043,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.03809215000278907,"p_holm_tr":1.0,"p_tr":0.002349381963744255,"stable":true,"by_year":"2022:76/48(n29) 2023:\u2013(n0) 2024:50/44(n2) 2025:67/52(n3) 2026:57/50(n21)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":31,"bt_tr_win":0.5806451612903226,"bt_tr_avg":15.672134292207279,"bt_tr_dd":306.13841822992765,"bt_te_n":24,"bt_te_win":0.5416666666666666,"bt_te_avg":3.8022337717167467,"bt_te_dd":685.5589077560094,"bt_te_gross":16.50320833333338,"eq":false,"page":false,"conds":[["dist_twap_pct",">=",0.0383],["vix_prev",">=",15.236],["atr14_pct",">=",0.0876]]},{"id":"R0006","rule":"When India VIX change on the prior day (%) \u2265 0.773 AND opening gap vs prior close is positive AND 1-min Supertrend is down at 09:20","T":"09:20","target":"price at 13:00 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.7419,"base_tr":0.4559,"lift_tr":1.627,"n_te":16,"hit_te":0.4375,"base_te":0.5125,"lift_te":0.854,"ci_te":[0.231,0.6682],"p_rand":0.7861069465267366,"p_perm_fw":1.0,"p_te":0.8022005720006369,"q_bh_te":0.9293670512331573,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.03809215000278907,"p_holm_tr":1.0,"p_tr":0.002349381963744255,"stable":false,"by_year":"2022:75/48(n12) 2023:78/44(n9) 2024:70/44(n10) 2025:50/52(n12) 2026:25/50(n4)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":31,"bt_tr_win":0.5806451612903226,"bt_tr_avg":32.413500930980526,"bt_tr_dd":266.5503960193107,"bt_te_n":16,"bt_te_win":0.3125,"bt_te_avg":-27.050004156314223,"bt_te_dd":812.8576506732587,"bt_te_gross":-17.562662499999988,"eq":false,"page":false,"conds":[["vix_chg",">=",0.7733],["gap_pct",">",0.0],["supertrend_dir","==",-1.0]]},{"id":"R0007","rule":"When distance from TWAP in the move's direction \u2265 +0.03% (\u2248+7 pts at 25,000) AND prior-day range \u2265 0.99% (\u2248247 pts at 25,000) AND India VIX change on the prior day (%) \u2264 -1.33 at 09:20","T":"09:20","target":"price at 13:00 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":45,"hit_tr":0.7333,"base_tr":0.4559,"lift_tr":1.609,"n_te":22,"hit_te":0.7273,"base_te":0.5125,"lift_te":1.419,"ci_te":[0.5185,0.8685],"p_rand":0.02948525737131434,"p_perm_fw":1.0,"p_te":0.034220989711355725,"q_bh_te":0.08294963092129118,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.008100734154909122,"p_holm_tr":1.0,"p_tr":0.0002989899514183824,"stable":true,"by_year":"2022:65/48(n23) 2023:89/44(n9) 2024:77/44(n13) 2025:82/52(n11) 2026:64/50(n11)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":45,"bt_tr_win":0.5777777777777777,"bt_tr_avg":45.43709496074289,"bt_tr_dd":336.64703305093565,"bt_te_n":22,"bt_te_win":0.5909090909090909,"bt_te_avg":25.368811127323134,"bt_te_dd":119.62443504400937,"bt_te_gross":35.685063636363836,"eq":true,"page":true,"conds":[["twap_dir_pct",">=",0.028],["pdr_pct",">=",0.9892],["vix_chg","<=",-1.3269]]},{"id":"R0008","rule":"When price vs session TWAP (time-weighted VWAP) \u2264 -0.01% (\u2248-3 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0504 AND 1-min RSI(14) > 50.7 at 09:20","T":"09:20","target":"price at 13:00 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"tree","dirn":"lower","n_tr":31,"hit_tr":0.0645,"base_tr":0.4559,"lift_tr":0.142,"n_te":15,"hit_te":0.6667,"base_te":0.5125,"lift_te":1.301,"ci_te":[0.4171,0.8482],"p_rand":0.9120439780109945,"p_perm_fw":0.8811881188118812,"p_te":0.9283944510736126,"q_bh_te":0.983213908369607,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0002925343732667448,"p_holm_tr":1.0,"p_tr":4.522044492791232e-06,"stable":false,"by_year":"2022:0/48(n4) 2023:6/44(n18) 2024:11/44(n9) 2025:64/52(n11) 2026:75/50(n4)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":31,"bt_tr_win":0.8387096774193549,"bt_tr_avg":32.602604250864054,"bt_tr_dd":102.52929468192963,"bt_te_n":15,"bt_te_win":0.26666666666666666,"bt_te_avg":-28.25465576909511,"bt_te_dd":478.41501235288536,"bt_te_gross":-18.48086666666689,"eq":false,"page":false,"conds":[["dist_twap_pct","<=",-0.0122],["atr14_pct","<=",0.0504],["rsi_14",">",50.734]]},{"id":"R0009","rule":"When position in today's range so far (0 = at low, 1 = at high) \u2264 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","T":"09:20","target":"price at 13:00 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":37,"hit_tr":0.0811,"base_tr":0.4559,"lift_tr":0.178,"n_te":27,"hit_te":0.6296,"base_te":0.5125,"lift_te":1.228,"ci_te":[0.4423,0.7847],"p_rand":0.9440279860069966,"p_perm_fw":0.6138613861386139,"p_te":0.921571342000332,"q_bh_te":0.9814389832816433,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.00013060333302490878,"p_holm_tr":1.0,"p_tr":1.6831714132719291e-06,"stable":false,"by_year":"2022:18/48(n11) 2023:0/44(n17) 2024:11/44(n9) 2025:59/52(n17) 2026:70/50(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":37,"bt_tr_win":0.7567567567567568,"bt_tr_avg":34.02482461778701,"bt_tr_dd":169.8127244970899,"bt_te_n":27,"bt_te_win":0.25925925925925924,"bt_te_avg":-36.21641458004225,"bt_te_dd":977.8431936611407,"bt_te_gross":-26.287533333333595,"eq":false,"page":false,"conds":[["pos_rng","<=",0.0756],["adx_14",">",30.6826],["pos_rng",">",0.0158]]},{"id":"R0010","rule":"When 1-min RSI(14) \u2264 75.9 AND 1-min ADX(14) > 49.5 AND CPR width \u2264 0.40% (\u2248100 pts at 25,000) at 09:20","T":"09:20","target":"price at 13:00 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":33,"hit_tr":0.1212,"base_tr":0.4559,"lift_tr":0.266,"n_te":19,"hit_te":0.6316,"base_te":0.5125,"lift_te":1.232,"ci_te":[0.4104,0.8085],"p_rand":0.8895552223888056,"p_perm_fw":1.0,"p_te":0.8983108639842114,"q_bh_te":0.9766869796338407,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0032026157706108805,"p_holm_tr":1.0,"p_tr":9.006766396215167e-05,"stable":false,"by_year":"2022:6/48(n16) 2023:22/44(n9) 2024:12/44(n8) 2025:78/52(n9) 2026:50/50(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":33,"bt_tr_win":0.7575757575757576,"bt_tr_avg":46.13611019126318,"bt_tr_dd":142.17312816177002,"bt_te_n":19,"bt_te_win":0.3684210526315789,"bt_te_avg":-20.22165526264795,"bt_te_dd":495.81280039200317,"bt_te_gross":-9.132957894736473,"eq":false,"page":false,"conds":[["rsi_14","<=",75.8611],["adx_14",">",49.5064],["cpr_width_pct","<=",0.4]]},{"id":"R0011","rule":"When 1-min ATR(14) as % of price \u2264 0.0505 AND prior day's close-to-close return > +0.47% (\u2248+117 pts at 25,000) AND price vs prior-day low \u2264 +1.12% (\u2248+279 pts at 25,000) at 09:20","T":"09:20","target":"price at 13:00 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":38,"hit_tr":0.1316,"base_tr":0.4559,"lift_tr":0.289,"n_te":23,"hit_te":0.6087,"base_te":0.5125,"lift_te":1.188,"ci_te":[0.4079,0.7784],"p_rand":0.8600699650174912,"p_perm_fw":1.0,"p_te":0.8713304840693663,"q_bh_te":0.9652159143531606,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.001851936884622117,"p_holm_tr":1.0,"p_tr":4.5006864110916816e-05,"stable":false,"by_year":"2022:0/48(n5) 2023:8/44(n24) 2024:33/44(n9) 2025:69/52(n16) 2026:43/50(n7)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":38,"bt_tr_win":0.7894736842105263,"bt_tr_avg":39.77898012022015,"bt_tr_dd":107.28360251724325,"bt_te_n":23,"bt_te_win":0.34782608695652173,"bt_te_avg":-27.604823344139305,"bt_te_dd":801.9846369923912,"bt_te_gross":-18.03508695652177,"eq":false,"page":false,"conds":[["atr14_pct","<=",0.0505],["prevret_pct",">",0.47],["dist_pdl_pct","<=",1.1152]]},{"id":"R0012","rule":"When 1-min ADX(14) \u2264 31.9 AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2265 +0.05% (\u2248+14 pts at 25,000) AND expiry is 3+ trading days away at 09:20","T":"09:20","target":"price 30 min after 09:20 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.8065,"base_tr":0.502,"lift_tr":1.606,"n_te":16,"hit_te":0.625,"base_te":0.5399,"lift_te":1.158,"ci_te":[0.3864,0.8152],"p_rand":0.29185407296351823,"p_perm_fw":1.0,"p_te":0.3354901852202741,"q_bh_te":0.535720022695263,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.01948568112502125,"p_holm_tr":1.0,"p_tr":0.0009503046072647685,"stable":true,"by_year":"2022:75/48(n8) 2023:91/54(n11) 2024:75/49(n12) 2025:58/54(n12) 2026:75/54(n4)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":31,"bt_tr_win":0.7419354838709677,"bt_tr_avg":14.944767199117294,"bt_tr_dd":155.68549665026137,"bt_te_n":16,"bt_te_win":0.5625,"bt_te_avg":-16.472096779133366,"bt_te_dd":263.55354846613386,"bt_te_gross":-7.052962500000376,"eq":false,"page":false,"conds":[["adx_14","<=",31.9166],["ema9_21_pct",">=",0.0544],["dte_cat","==",3.0]]},{"id":"R0013","rule":"When size of the move from the open to 09:20 (either direction) \u2264 0.09% (\u224823 pts at 25,000) AND gap measured in the direction of the move so far \u2264 -0.18% (\u2248-44 pts at 25,000) AND prior-day range \u2265 0.99% (\u2248247 pts at 25,000) at 09:20","T":"09:20","target":"price 30 min after 09:20 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":35,"hit_tr":0.8,"base_tr":0.502,"lift_tr":1.594,"n_te":13,"hit_te":0.5385,"base_te":0.5399,"lift_te":0.997,"ci_te":[0.2914,0.7679],"p_rand":0.6126936531734133,"p_perm_fw":1.0,"p_te":0.6154317972729522,"q_bh_te":0.8040318641791795,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.013007066631579224,"p_holm_tr":1.0,"p_tr":0.0005547339941637173,"stable":true,"by_year":"2022:67/48(n18) 2023:100/54(n5) 2024:92/49(n12) 2025:80/54(n5) 2026:38/54(n8)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":35,"bt_tr_win":0.6285714285714286,"bt_tr_avg":16.151609044688197,"bt_tr_dd":123.37515163120037,"bt_te_n":13,"bt_te_win":0.46153846153846156,"bt_te_avg":-13.871507775297856,"bt_te_dd":285.6130672342663,"bt_te_gross":-2.048184615385253,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.0911],["gap_dir_pct","<=",-0.1752],["pdr_pct",">=",0.9892]]},{"id":"R0014","rule":"When range so far (high\u2212low since 09:15) \u2265 0.27% (\u224868 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) \u2265 +0.01% (\u2248+3 pts at 25,000) AND CPR width \u2265 0.30% (\u224876 pts at 25,000) at 09:20","T":"09:20","target":"price 30 min after 09:20 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8,"base_tr":0.502,"lift_tr":1.594,"n_te":26,"hit_te":0.5769,"base_te":0.5399,"lift_te":1.069,"ci_te":[0.3895,0.7446],"p_rand":0.39480259870064965,"p_perm_fw":1.0,"p_te":0.4298902062817658,"q_bh_te":0.6387698045662278,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.02795020159041414,"p_holm_tr":1.0,"p_tr":0.0015427704874358425,"stable":true,"by_year":"2022:82/48(n22) 2023:100/54(n3) 2024:60/49(n5) 2025:57/54(n7) 2026:58/54(n19)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":30,"bt_tr_win":0.6333333333333333,"bt_tr_avg":18.288197248879293,"bt_tr_dd":168.98940428366285,"bt_te_n":26,"bt_te_win":0.5384615384615384,"bt_te_avg":-5.308635316937854,"bt_te_dd":364.9200751056577,"bt_te_gross":4.940300000000207,"eq":false,"page":false,"conds":[["rng_pct",">=",0.2709],["dist_twap_pct",">=",0.0123],["cpr_width_pct",">=",0.3036]]},{"id":"R0015","rule":"When distance from TWAP in the move's direction \u2265 +0.03% (\u2248+7 pts at 25,000) AND prior-day range \u2265 0.99% (\u2248247 pts at 25,000) AND price is above the prior-day high at 09:20","T":"09:20","target":"price 30 min after 09:20 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8,"base_tr":0.502,"lift_tr":1.594,"n_te":16,"hit_te":0.5,"base_te":0.5399,"lift_te":0.926,"ci_te":[0.28,0.72],"p_rand":0.7176411794102948,"p_perm_fw":1.0,"p_te":0.7167244848732224,"q_bh_te":0.866487810070612,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.02795020159041414,"p_holm_tr":1.0,"p_tr":0.0015427704874358425,"stable":false,"by_year":"2022:81/48(n16) 2023:100/54(n5) 2024:67/49(n9) 2025:29/54(n7) 2026:67/54(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":30,"bt_tr_win":0.7,"bt_tr_avg":13.522797097364977,"bt_tr_dd":173.04755576420348,"bt_te_n":16,"bt_te_win":0.4375,"bt_te_avg":-4.079232879306717,"bt_te_dd":378.1795011540881,"bt_te_gross":5.30918749999978,"eq":false,"page":false,"conds":[["twap_dir_pct",">=",0.028],["pdr_pct",">=",0.9892],["pd_pos","==",1.0]]},{"id":"R0016","rule":"When CPR width \u2265 0.30% (\u224876 pts at 25,000) AND 1-min ATR(14) as % of price \u2265 0.0876 AND price vs session TWAP (time-weighted VWAP) is positive at 09:20","T":"09:20","target":"price 30 min after 09:20 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8,"base_tr":0.502,"lift_tr":1.594,"n_te":18,"hit_te":0.6111,"base_te":0.5399,"lift_te":1.132,"ci_te":[0.3862,0.797],"p_rand":0.3173413293353323,"p_perm_fw":1.0,"p_te":0.35837068985037884,"q_bh_te":0.5645645227464638,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.02795020159041414,"p_holm_tr":1.0,"p_tr":0.0015427704874358425,"stable":true,"by_year":"2022:82/48(n22) 2023:100/54(n3) 2024:60/49(n5) 2025:67/54(n3) 2026:60/54(n15)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":30,"bt_tr_win":0.6333333333333333,"bt_tr_avg":15.487385157453131,"bt_tr_dd":207.30307565884627,"bt_te_n":18,"bt_te_win":0.6111111111111112,"bt_te_avg":4.4202952011623005,"bt_te_dd":167.11404004448553,"bt_te_gross":14.831555555555395,"eq":false,"page":false,"conds":[["cpr_width_pct",">=",0.3036],["atr14_pct",">=",0.0876],["dist_twap_pct",">",0.0]]},{"id":"R0017","rule":"When prior-day range \u2265 0.99% (\u2248247 pts at 25,000) AND the move from the open is DOWN AND expiry is 2 trading days away at 09:20","T":"09:20","target":"price 30 min after 09:20 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":34,"hit_tr":0.7941,"base_tr":0.502,"lift_tr":1.582,"n_te":14,"hit_te":0.2857,"base_te":0.5399,"lift_te":0.529,"ci_te":[0.1172,0.5465],"p_rand":0.9940029985007496,"p_perm_fw":1.0,"p_te":0.9860657998423303,"q_bh_te":0.9998438728713133,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.018598833850486683,"p_holm_tr":1.0,"p_tr":0.0008929498524204952,"stable":true,"by_year":"2022:86/48(n14) 2023:78/54(n9) 2024:73/49(n11) 2025:25/54(n8) 2026:33/54(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":34,"bt_tr_win":0.7352941176470589,"bt_tr_avg":13.372879958604997,"bt_tr_dd":108.58249475900436,"bt_te_n":14,"bt_te_win":0.2857142857142857,"bt_te_avg":-46.28822054124372,"bt_te_dd":677.6573679811794,"bt_te_gross":-36.85005714285736,"eq":false,"page":false,"conds":[["pdr_pct",">=",0.9892],["dir","==",-1.0],["dte_cat","==",2.0]]},{"id":"R0018","rule":"When distance from TWAP in the move's direction \u2265 +0.03% (\u2248+7 pts at 25,000) AND price vs prior-day low \u2265 +1.04% (\u2248+260 pts at 25,000) AND CPR width \u2265 0.30% (\u224876 pts at 25,000) at 09:20","T":"09:20","target":"price 30 min after 09:20 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.7879,"base_tr":0.502,"lift_tr":1.569,"n_te":14,"hit_te":0.5,"base_te":0.5399,"lift_te":0.926,"ci_te":[0.268,0.732],"p_rand":0.7371314342828585,"p_perm_fw":1.0,"p_te":0.7155958777122285,"q_bh_te":0.866487810070612,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.026387578603175584,"p_holm_tr":1.0,"p_tr":0.0014279385331948044,"stable":true,"by_year":"2022:78/48(n18) 2023:100/54(n3) 2024:75/49(n12) 2025:40/54(n5) 2026:56/54(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":33,"bt_tr_win":0.6666666666666666,"bt_tr_avg":7.785311946639564,"bt_tr_dd":182.31463390110713,"bt_te_n":14,"bt_te_win":0.42857142857142855,"bt_te_avg":13.13338182923221,"bt_te_dd":122.96981980436084,"bt_te_gross":23.23928571428587,"eq":false,"page":false,"conds":[["twap_dir_pct",">=",0.028],["dist_pdl_pct",">=",1.0416],["cpr_width_pct",">=",0.3036]]},{"id":"R0019","rule":"When prior-day range \u2265 0.99% (\u2248247 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2265 +0.05% (\u2248+14 pts at 25,000) AND the move from the open is DOWN at 09:20","T":"09:20","target":"price 30 min after 09:20 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":45,"hit_tr":0.7778,"base_tr":0.502,"lift_tr":1.549,"n_te":20,"hit_te":0.5,"base_te":0.5399,"lift_te":0.926,"ci_te":[0.2993,0.7007],"p_rand":0.8030984507746127,"p_perm_fw":1.0,"p_te":0.7204938804193592,"q_bh_te":0.8678067555980387,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.007575648483507641,"p_holm_tr":1.0,"p_tr":0.0002742238384771098,"stable":false,"by_year":"2022:68/48(n19) 2023:89/54(n9) 2024:82/49(n17) 2025:50/54(n8) 2026:50/54(n12)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":45,"bt_tr_win":0.7111111111111111,"bt_tr_avg":16.764265589326683,"bt_tr_dd":126.30099975190137,"bt_te_n":20,"bt_te_win":0.4,"bt_te_avg":-8.399425331167642,"bt_te_dd":376.05009725248397,"bt_te_gross":1.7765999999995983,"eq":false,"page":false,"conds":[["pdr_pct",">=",0.9892],["ema9_21_pct",">=",0.0544],["dir","==",-1.0]]},{"id":"R0020","rule":"When price vs session TWAP (time-weighted VWAP) \u2264 -0.01% (\u2248-3 pts at 25,000) AND prior-day range \u2264 0.78% (\u2248196 pts at 25,000) AND 1-min RSI(14) \u2265 64.6 at 09:20","T":"09:20","target":"price 30 min after 09:20 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.1,"base_tr":0.502,"lift_tr":0.199,"n_te":15,"hit_te":0.1333,"base_te":0.5399,"lift_te":0.247,"ci_te":[0.0374,0.3788],"p_rand":0.0009995002498750624,"p_perm_fw":0.9900990099009901,"p_te":0.0014317141233344756,"q_bh_te":0.005632952027806982,"q_bh_te_fam":0.27488911168021934,"p_holm_te":1.0,"q_bh_tr":0.0004472354993979275,"p_holm_tr":1.0,"p_tr":7.636982208173057e-06,"stable":true,"by_year":"2022:0/48(n11) 2023:9/54(n11) 2024:25/49(n8) 2025:22/54(n9) 2026:0/54(n6)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":30,"bt_tr_win":0.8,"bt_tr_avg":17.021755076036595,"bt_tr_dd":78.256584368,"bt_te_n":15,"bt_te_win":0.7333333333333333,"bt_te_avg":17.938688677413406,"bt_te_dd":151.7145132198483,"bt_te_gross":28.614360000000307,"eq":false,"page":false,"conds":[["dist_twap_pct","<=",-0.0102],["pdr_pct","<=",0.7824],["rsi_14",">=",64.6078]]},{"id":"R0021","rule":"When prior-day range \u2264 0.70% (\u2248176 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) > +0.04% (\u2248+11 pts at 25,000) at 09:20","T":"09:20","target":"price 30 min after 09:20 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":34,"hit_tr":0.1471,"base_tr":0.502,"lift_tr":0.293,"n_te":30,"hit_te":0.5667,"base_te":0.5399,"lift_te":1.05,"ci_te":[0.392,0.7262],"p_rand":0.7716141929035483,"p_perm_fw":1.0,"p_te":0.6818149329695176,"q_bh_te":0.8529267887340684,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0015145823626786115,"p_holm_tr":1.0,"p_tr":3.490815251427069e-05,"stable":false,"by_year":"2022:12/48(n8) 2023:24/54(n17) 2024:0/49(n9) 2025:59/54(n17) 2026:54/54(n13)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":34,"bt_tr_win":0.8235294117647058,"bt_tr_avg":16.89264483809427,"bt_tr_dd":63.72170585109782,"bt_te_n":30,"bt_te_win":0.4,"bt_te_avg":-15.188252678337266,"bt_te_dd":542.4240439696712,"bt_te_gross":-3.8353599999997336,"eq":false,"page":false,"conds":[["pdr_pct","<=",0.7029],["dist_twap_pct",">",0.0426]]},{"id":"R0022","rule":"When gap measured in the direction of the move so far \u2264 -0.18% (\u2248-44 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 0.18% (\u224845 pts at 25,000) AND prior-day range \u2264 0.78% (\u2248196 pts at 25,000) at 09:20","T":"09:20","target":"price 30 min after 09:20 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":33,"hit_tr":0.1818,"base_tr":0.502,"lift_tr":0.362,"n_te":9,"hit_te":0.3333,"base_te":0.5399,"lift_te":0.617,"ci_te":[0.1206,0.6458],"p_rand":0.1424287856071964,"p_perm_fw":1.0,"p_te":0.18195550520801704,"q_bh_te":0.3370015889275826,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.008064356395673657,"p_holm_tr":1.0,"p_tr":0.00029684720705089047,"stable":true,"by_year":"2022:10/48(n10) 2023:15/54(n13) 2024:30/49(n10) 2025:43/54(n7) 2026:0/54(n2)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":33,"bt_tr_win":0.696969696969697,"bt_tr_avg":12.785409201013058,"bt_tr_dd":78.67614726786982,"bt_te_n":9,"bt_te_win":0.3333333333333333,"bt_te_avg":-6.5479945292045585,"bt_te_dd":140.36850877219857,"bt_te_gross":3.2777777777777777,"eq":false,"page":false,"conds":[["gap_dir_pct","<=",-0.1752],["rng_pct","<=",0.1815],["pdr_pct","<=",0.7824]]},{"id":"R0023","rule":"When size of the opening gap \u2264 0.11% (\u224828 pts at 25,000) AND India VIX change on the prior day (%) \u2264 -1.33 AND 1-min ATR(14) as % of price \u2264 0.0598 at 09:20","T":"09:20","target":"price 30 min after 09:20 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":37,"hit_tr":0.1892,"base_tr":0.502,"lift_tr":0.377,"n_te":33,"hit_te":0.5455,"base_te":0.5399,"lift_te":1.01,"ci_te":[0.3799,0.7016],"p_rand":0.6191904047976012,"p_perm_fw":1.0,"p_te":0.5925215710367104,"q_bh_te":0.7867909385897303,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.005343931123057156,"p_holm_tr":1.0,"p_tr":0.00017357817639688958,"stable":false,"by_year":"2022:0/48(n3) 2023:15/54(n20) 2024:29/49(n14) 2025:48/54(n23) 2026:70/54(n10)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":37,"bt_tr_win":0.6756756756756757,"bt_tr_avg":10.485765978332768,"bt_tr_dd":62.61159915549564,"bt_te_n":33,"bt_te_win":0.36363636363636365,"bt_te_avg":-9.184213187331455,"bt_te_dd":639.4629279455464,"bt_te_gross":0.8148666666664102,"eq":false,"page":false,"conds":[["abs_gap_pct","<=",0.1124],["vix_chg","<=",-1.3269],["atr14_pct","<=",0.0598]]},{"id":"R0024","rule":"When distance from TWAP in the move's direction > -0.01% (\u2248-2 pts at 25,000) AND distance from TWAP in the move's direction \u2264 -0.00% (\u2248-1 pts at 25,000) AND 1-min ADX(14) > 22.7 at 09:20","T":"09:20","target":"price 60 min after 09:20 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":34,"hit_tr":0.8235,"base_tr":0.4844,"lift_tr":1.7,"n_te":16,"hit_te":0.625,"base_te":0.5376,"lift_te":1.163,"ci_te":[0.3864,0.8152],"p_rand":0.3288355822088955,"p_perm_fw":1.0,"p_te":0.32877407311704254,"q_bh_te":0.5264718271330566,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.003335006100201986,"p_holm_tr":1.0,"p_tr":9.52213122204377e-05,"stable":true,"by_year":"2022:75/53(n8) 2023:73/46(n11) 2024:93/46(n15) 2025:78/55(n9) 2026:43/52(n7)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":34,"bt_tr_win":0.7647058823529411,"bt_tr_avg":26.02177159313687,"bt_tr_dd":83.5974376181465,"bt_te_n":16,"bt_te_win":0.5625,"bt_te_avg":9.239277475718296,"bt_te_dd":208.09198648629996,"bt_te_gross":19.94459999999981,"eq":false,"page":false,"conds":[["twap_dir_pct",">",-0.0095],["twap_dir_pct","<=",-0.0028],["adx_14",">",22.7419]]},{"id":"R0025","rule":"When gap measured in the direction of the move so far \u2264 -0.18% (\u2248-44 pts at 25,000) AND CPR width \u2264 0.13% (\u224833 pts at 25,000) AND prior day's close-to-close return \u2264 -0.10% (\u2248-25 pts at 25,000) at 09:20","T":"09:20","target":"price 60 min after 09:20 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":35,"hit_tr":0.8,"base_tr":0.4844,"lift_tr":1.652,"n_te":22,"hit_te":0.4091,"base_te":0.5376,"lift_te":0.761,"ci_te":[0.2326,0.6127],"p_rand":0.9310344827586207,"p_perm_fw":1.0,"p_te":0.9225482068506905,"q_bh_te":0.9814389832816433,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.007172498231011514,"p_holm_tr":1.0,"p_tr":0.00025503508581787714,"stable":false,"by_year":"2022:92/53(n12) 2023:69/46(n13) 2024:80/46(n10) 2025:50/55(n12) 2026:30/52(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":35,"bt_tr_win":0.6571428571428571,"bt_tr_avg":16.806080747382754,"bt_tr_dd":141.6892788223629,"bt_te_n":22,"bt_te_win":0.4090909090909091,"bt_te_avg":-14.526562392878681,"bt_te_dd":471.9428981333281,"bt_te_gross":-4.3605363636366254,"eq":false,"page":false,"conds":[["gap_dir_pct","<=",-0.1752],["cpr_width_pct","<=",0.1325],["prevret_pct","<=",-0.1019]]},{"id":"R0026","rule":"When 1-min Bollinger %B \u2264 0.0162 AND prior day's close-to-close return > -0.77% (\u2248-193 pts at 25,000) AND price vs prior-day high \u2264 -0.36% (\u2248-90 pts at 25,000) at 09:20","T":"09:20","target":"price 60 min after 09:20 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":42,"hit_tr":0.7857,"base_tr":0.4844,"lift_tr":1.622,"n_te":35,"hit_te":0.6,"base_te":0.5376,"lift_te":1.116,"ci_te":[0.4357,0.7445],"p_rand":0.25787106446776614,"p_perm_fw":1.0,"p_te":0.28529377787404026,"q_bh_te":0.4748382741328204,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.004079254271141165,"p_holm_tr":1.0,"p_tr":0.00012335825627498613,"stable":false,"by_year":"2022:77/53(n13) 2023:83/46(n18) 2024:73/46(n11) 2025:52/55(n23) 2026:75/52(n12)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":42,"bt_tr_win":0.7142857142857143,"bt_tr_avg":18.167675097938474,"bt_tr_dd":193.25956412006025,"bt_te_n":35,"bt_te_win":0.5428571428571428,"bt_te_avg":-1.7356259983931244,"bt_te_dd":354.36379313600435,"bt_te_gross":7.855508571428592,"eq":false,"page":false,"conds":[["bb_pctb","<=",0.0162],["prevret_pct",">",-0.7722],["dist_pdh_pct","<=",-0.359]]},{"id":"R0027","rule":"When 1-min ADX(14) \u2265 42.7 AND 1-min ATR(14) as % of price \u2265 0.0692 AND prior day's close-to-close return is positive at 09:20","T":"09:20","target":"price 60 min after 09:20 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.7742,"base_tr":0.4844,"lift_tr":1.598,"n_te":15,"hit_te":0.4667,"base_te":0.5376,"lift_te":0.868,"ci_te":[0.2481,0.6988],"p_rand":0.7816091954022989,"p_perm_fw":1.0,"p_te":0.7911107253386199,"q_bh_te":0.9236433658174256,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.032537607033805815,"p_holm_tr":1.0,"p_tr":0.001889201866169257,"stable":true,"by_year":"2022:75/53(n24) 2023:75/46(n4) 2024:100/46(n3) 2025:25/55(n4) 2026:55/52(n11)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":31,"bt_tr_win":0.7096774193548387,"bt_tr_avg":17.746674839214418,"bt_tr_dd":129.9652906900971,"bt_te_n":15,"bt_te_win":0.3333333333333333,"bt_te_avg":-10.3476096745937,"bt_te_dd":287.2523269225129,"bt_te_gross":1.1896533333330201,"eq":false,"page":false,"conds":[["adx_14",">=",42.7045],["atr14_pct",">=",0.0692],["prevret_pct",">",0.0]]},{"id":"R0028","rule":"When size of the move from the open to 09:20 (either direction) \u2264 0.09% (\u224823 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 0.22% (\u224856 pts at 25,000) AND price vs prior-day low \u2265 +1.04% (\u2248+260 pts at 25,000) at 09:20","T":"09:20","target":"price 60 min after 09:20 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":34,"hit_tr":0.7647,"base_tr":0.4844,"lift_tr":1.579,"n_te":3,"hit_te":0.3333,"base_te":0.5376,"lift_te":0.62,"ci_te":[0.0615,0.7923],"p_rand":0.9000499750124937,"p_perm_fw":1.0,"p_te":0.9011231657732136,"q_bh_te":0.97864996327549,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.02887402741046359,"p_holm_tr":1.0,"p_tr":0.0016103750748898212,"stable":true,"by_year":"2022:62/53(n16) 2023:88/46(n8) 2024:90/46(n10) 2025:0/55(n2) 2026:100/52(n1)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":34,"bt_tr_win":0.7058823529411765,"bt_tr_avg":8.572816848779743,"bt_tr_dd":191.63893260669005,"bt_te_n":3,"bt_te_win":0.3333333333333333,"bt_te_avg":-11.75718075993823,"bt_te_dd":68.92315796116375,"bt_te_gross":-1.133333333331393,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.0911],["rng_pct","<=",0.2235],["dist_pdl_pct",">=",1.0416]]},{"id":"R0029","rule":"When move from the open to 09:20 \u2264 -0.37% (\u2248-92 pts at 25,000) AND prior-day range \u2264 2.09% (\u2248522 pts at 25,000) at 09:20","T":"09:20","target":"price 60 min after 09:20 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":30,"hit_tr":0.7667,"base_tr":0.4844,"lift_tr":1.583,"n_te":20,"hit_te":0.7,"base_te":0.5376,"lift_te":1.302,"ci_te":[0.481,0.8545],"p_rand":0.0814592703648176,"p_perm_fw":1.0,"p_te":0.10784507212191288,"q_bh_te":0.21975976960691682,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.04622475323668716,"p_holm_tr":1.0,"p_tr":0.0030584604526092216,"stable":true,"by_year":"2022:86/53(n14) 2023:78/46(n9) 2024:57/46(n7) 2025:62/55(n8) 2026:75/52(n12)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":30,"bt_tr_win":0.6666666666666666,"bt_tr_avg":4.211393306880532,"bt_tr_dd":164.5035928409538,"bt_te_n":20,"bt_te_win":0.6,"bt_te_avg":9.897661146951867,"bt_te_dd":249.68414213573334,"bt_te_gross":19.61718000000019,"eq":false,"page":false,"conds":[["mv_pct","<=",-0.3695],["pdr_pct","<=",2.0899]]},{"id":"R0030","rule":"When prior-day range \u2265 0.99% (\u2248247 pts at 25,000) AND India VIX (prior day's close) \u2264 13.7 AND 1-min Supertrend is up at 09:20","T":"09:20","target":"price 60 min after 09:20 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.7667,"base_tr":0.4844,"lift_tr":1.583,"n_te":28,"hit_te":0.5714,"base_te":0.5376,"lift_te":1.063,"ci_te":[0.3907,0.7349],"p_rand":0.4357821089455272,"p_perm_fw":1.0,"p_te":0.43468782102405523,"q_bh_te":0.6401766091445177,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.04622475323668716,"p_holm_tr":1.0,"p_tr":0.0030584604526092216,"stable":false,"by_year":"2022:100/53(n1) 2023:83/46(n18) 2024:64/46(n11) 2025:50/55(n18) 2026:70/52(n10)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":30,"bt_tr_win":0.7333333333333333,"bt_tr_avg":17.53227933969988,"bt_tr_dd":109.53150375249999,"bt_te_n":28,"bt_te_win":0.5357142857142857,"bt_te_avg":-8.87573997584806,"bt_te_dd":413.6334982601241,"bt_te_gross":0.32389285714309934,"eq":false,"page":false,"conds":[["pdr_pct",">=",0.9892],["vix_prev","<=",13.684],["supertrend_dir","==",1.0]]},{"id":"R0031","rule":"When range so far (high\u2212low since 09:15) \u2264 0.22% (\u224856 pts at 25,000) AND price vs prior-day low \u2265 +1.04% (\u2248+260 pts at 25,000) AND prior day's close-to-close return \u2265 +0.25% (\u2248+62 pts at 25,000) at 09:20","T":"09:20","target":"price 60 min after 09:20 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":41,"hit_tr":0.7561,"base_tr":0.4844,"lift_tr":1.561,"n_te":7,"hit_te":0.4286,"base_te":0.5376,"lift_te":0.797,"ci_te":[0.1582,0.7495],"p_rand":0.8530734632683659,"p_perm_fw":1.0,"p_te":0.8303753829937432,"q_bh_te":0.9436916461192655,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.01579916055055009,"p_holm_tr":1.0,"p_tr":0.0007207702101878546,"stable":true,"by_year":"2022:71/53(n17) 2023:90/46(n10) 2024:71/46(n14) 2025:33/55(n6) 2026:100/52(n1)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":41,"bt_tr_win":0.6829268292682927,"bt_tr_avg":6.970711761148604,"bt_tr_dd":145.5476051004042,"bt_te_n":7,"bt_te_win":0.2857142857142857,"bt_te_avg":-20.842845821999962,"bt_te_dd":202.31163946481618,"bt_te_gross":-11.530057142856615,"eq":false,"page":false,"conds":[["rng_pct","<=",0.2235],["dist_pdl_pct",">=",1.0416],["prevret_pct",">=",0.2487]]},{"id":"R0032","rule":"When India VIX (prior day's close) \u2264 12.1 AND India VIX change on the prior day (%) \u2264 -1.33 AND price is inside the prior-day range at 09:20","T":"09:20","target":"price 60 min after 09:20 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":32,"hit_tr":0.125,"base_tr":0.4844,"lift_tr":0.258,"n_te":39,"hit_te":0.5897,"base_te":0.5376,"lift_te":1.097,"ci_te":[0.4342,0.7292],"p_rand":0.7876061969015492,"p_perm_fw":1.0,"p_te":0.7915585635040283,"q_bh_te":0.9236433658174256,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0017063087197587816,"p_holm_tr":1.0,"p_tr":4.057797362001979e-05,"stable":false,"by_year":"2022:\u2013(n0) 2023:15/46(n27) 2024:0/46(n5) 2025:60/55(n25) 2026:57/52(n14)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":32,"bt_tr_win":0.71875,"bt_tr_avg":18.465069540560584,"bt_tr_dd":81.68830728615478,"bt_te_n":39,"bt_te_win":0.2564102564102564,"bt_te_avg":-18.217467829228084,"bt_te_dd":710.4812453398953,"bt_te_gross":-8.030769230769437,"eq":false,"page":false,"conds":[["vix_prev","<=",12.09],["vix_chg","<=",-1.3269],["pd_pos","==",0.0]]},{"id":"R0033","rule":"When opening-range size \u2264 0.14% (\u224835 pts at 25,000) AND India VIX (prior day's close) > 11.2 AND move from the open to 09:20 \u2264 +0.09% (\u2248+23 pts at 25,000) at 09:20","T":"09:20","target":"price 60 min after 09:20 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":38,"hit_tr":0.1316,"base_tr":0.4844,"lift_tr":0.272,"n_te":6,"hit_te":0.3333,"base_te":0.5376,"lift_te":0.62,"ci_te":[0.0968,0.7],"p_rand":0.24987506246876562,"p_perm_fw":1.0,"p_te":0.27617616851953936,"q_bh_te":0.4644346640155575,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0005610682753042964,"p_holm_tr":1.0,"p_tr":1.011649028987783e-05,"stable":false,"by_year":"2022:20/53(n5) 2023:12/46(n25) 2024:12/46(n8) 2025:33/55(n6) 2026:\u2013(n0)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":38,"bt_tr_win":0.7894736842105263,"bt_tr_avg":20.175818010523653,"bt_tr_dd":53.890729904197826,"bt_te_n":6,"bt_te_win":0.6666666666666666,"bt_te_avg":4.312632480333092,"bt_te_dd":67.91253924773187,"bt_te_gross":12.516666666666424,"eq":false,"page":false,"conds":[["or_rng_pct","<=",0.1416],["vix_prev",">",11.215],["mv_pct","<=",0.0918]]},{"id":"R0034","rule":"When size of the opening gap > 0.04% (\u224810 pts at 25,000) AND size of the opening gap \u2264 0.11% (\u224826 pts at 25,000) AND 1-min ADX(14) \u2264 35.4 at 09:20","T":"09:20","target":"price 60 min after 09:20 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":50,"hit_tr":0.14,"base_tr":0.4844,"lift_tr":0.289,"n_te":39,"hit_te":0.641,"base_te":0.5376,"lift_te":1.192,"ci_te":[0.4842,0.7726],"p_rand":0.9265367316341829,"p_perm_fw":0.27722772277227725,"p_te":0.9284610642435461,"q_bh_te":0.983213908369607,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":5.8455010685825694e-05,"p_holm_tr":1.0,"p_tr":6.373982203979028e-07,"stable":false,"by_year":"2022:18/53(n11) 2023:17/46(n18) 2024:10/46(n21) 2025:65/55(n26) 2026:62/52(n13)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":50,"bt_tr_win":0.74,"bt_tr_avg":26.3262691879773,"bt_tr_dd":155.53699570708147,"bt_te_n":39,"bt_te_win":0.3076923076923077,"bt_te_avg":-24.842564471160305,"bt_te_dd":968.8600143752519,"bt_te_gross":-14.983738461538731,"eq":false,"page":false,"conds":[["abs_gap_pct",">",0.0392],["abs_gap_pct","<=",0.1051],["adx_14","<=",35.3585]]},{"id":"R0035","rule":"When India VIX (prior day's close) \u2264 11 AND range so far (high\u2212low since 09:15) > 0.14% (\u224834 pts at 25,000) AND prior-day range \u2264 0.93% (\u2248234 pts at 25,000) at 09:20","T":"09:20","target":"price 60 min after 09:20 is further in the move's direction than at 09:20","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":32,"hit_tr":0.1562,"base_tr":0.4844,"lift_tr":0.323,"n_te":52,"hit_te":0.6538,"base_te":0.5376,"lift_te":1.216,"ci_te":[0.518,0.7685],"p_rand":0.967016491754123,"p_perm_fw":1.0,"p_te":0.9668176709197475,"q_bh_te":0.9992166154187662,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.00649985894662874,"p_holm_tr":1.0,"p_tr":0.00022405280233673115,"stable":false,"by_year":"2022:\u2013(n0) 2023:13/46(n30) 2024:50/46(n2) 2025:64/55(n42) 2026:70/52(n10)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":32,"bt_tr_win":0.75,"bt_tr_avg":15.922033502768054,"bt_tr_dd":109.75846637841948,"bt_te_n":52,"bt_te_win":0.2692307692307692,"bt_te_avg":-20.67146334860526,"bt_te_dd":1074.9160941274738,"bt_te_gross":-11.591346153846434,"eq":false,"page":false,"conds":[["vix_prev","<=",10.975],["rng_pct",">",0.137],["pdr_pct","<=",0.9341]]},{"id":"R0036","rule":"When size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND India VIX change on the prior day (%) \u2265 3.36 AND 1-min ATR(14) as % of price \u2264 0.0598 at 09:20","T":"09:20","target":"the close is further in the move's direction than the 09:20 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.8182,"base_tr":0.4803,"lift_tr":1.703,"n_te":21,"hit_te":0.4762,"base_te":0.5194,"lift_te":0.917,"ci_te":[0.2834,0.6763],"p_rand":0.7341329335332334,"p_perm_fw":1.0,"p_te":0.7305530664160466,"q_bh_te":0.8740149541073053,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.004408817166500305,"p_holm_tr":1.0,"p_tr":0.00013568359329551005,"stable":false,"by_year":"2022:100/54(n1) 2023:67/42(n12) 2024:90/48(n20) 2025:55/54(n11) 2026:40/50(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.6363636363636364,"bt_tr_avg":42.153257546871906,"bt_tr_dd":361.1088861992995,"bt_te_n":21,"bt_te_win":0.47619047619047616,"bt_te_avg":24.28623062745389,"bt_te_dd":543.3638754699382,"bt_te_gross":34.803019047619486,"eq":true,"page":false,"conds":[["abs_gap_pct","<=",0.2212],["vix_chg",">=",3.3595],["atr14_pct","<=",0.0598]]},{"id":"R0037","rule":"When CPR width \u2264 0.11% (\u224827 pts at 25,000) AND prior-day range > 0.87% (\u2248218 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) \u2264 0.917 at 09:20","T":"09:20","target":"the close is further in the move's direction than the 09:20 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":47,"hit_tr":0.8085,"base_tr":0.4803,"lift_tr":1.683,"n_te":26,"hit_te":0.5385,"base_te":0.5194,"lift_te":1.037,"ci_te":[0.3546,0.7124],"p_rand":0.4862568715642179,"p_perm_fw":0.9900990099009901,"p_te":0.5015609886180988,"q_bh_te":0.7127445627730878,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0004407377524380784,"p_holm_tr":1.0,"p_tr":7.510672568092147e-06,"stable":false,"by_year":"2022:80/54(n20) 2023:83/42(n12) 2024:80/48(n15) 2025:62/54(n16) 2026:40/50(n10)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":47,"bt_tr_win":0.6808510638297872,"bt_tr_avg":55.66426549524466,"bt_tr_dd":247.70498387987305,"bt_te_n":26,"bt_te_win":0.34615384615384615,"bt_te_avg":-15.041428435591477,"bt_te_dd":793.6379454162161,"bt_te_gross":-5.644500000000055,"eq":false,"page":false,"conds":[["cpr_width_pct","<=",0.1096],["pdr_pct",">",0.8739],["pos_rng","<=",0.9168]]},{"id":"R0038","rule":"When distance from TWAP in the move's direction > -0.01% (\u2248-3 pts at 25,000) AND prior-day range \u2264 0.44% (\u2248111 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) > -0.02% (\u2248-5 pts at 25,000) at 09:20","T":"09:20","target":"the close is further in the move's direction than the 09:20 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":36,"hit_tr":0.8056,"base_tr":0.4803,"lift_tr":1.677,"n_te":16,"hit_te":0.5,"base_te":0.5194,"lift_te":0.963,"ci_te":[0.28,0.72],"p_rand":0.6391804097951025,"p_perm_fw":1.0,"p_te":0.6576439521130495,"q_bh_te":0.8366883788663405,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.004130291002380525,"p_holm_tr":1.0,"p_tr":0.0001252546484630753,"stable":true,"by_year":"2022:100/54(n1) 2023:79/42(n19) 2024:81/48(n16) 2025:56/54(n9) 2026:43/50(n7)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.6111111111111112,"bt_tr_avg":19.346352044372857,"bt_tr_dd":302.93744329389347,"bt_te_n":16,"bt_te_win":0.5,"bt_te_avg":7.335460511448668,"bt_te_dd":256.46804262951537,"bt_te_gross":18.422312499999634,"eq":false,"page":false,"conds":[["twap_dir_pct",">",-0.0135],["pdr_pct","<=",0.4437],["dist_twap_pct",">",-0.0185]]},{"id":"R0039","rule":"When CPR width > 0.13% (\u224832 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","T":"09:20","target":"the close is further in the move's direction than the 09:20 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":40,"hit_tr":0.8,"base_tr":0.4803,"lift_tr":1.666,"n_te":21,"hit_te":0.5714,"base_te":0.5194,"lift_te":1.1,"ci_te":[0.3655,0.7553],"p_rand":0.351824087956022,"p_perm_fw":1.0,"p_te":0.39918719345069337,"q_bh_te":0.6139397975222689,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0025351265986025937,"p_holm_tr":1.0,"p_tr":6.718797830488439e-05,"stable":true,"by_year":"2022:77/54(n13) 2023:92/42(n13) 2024:71/48(n14) 2025:71/54(n7) 2026:50/50(n14)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":40,"bt_tr_win":0.575,"bt_tr_avg":27.73536169891467,"bt_tr_dd":353.38325805481503,"bt_te_n":21,"bt_te_win":0.47619047619047616,"bt_te_avg":-0.1817999307535044,"bt_te_dd":633.8457746053004,"bt_te_gross":10.98866666666661,"eq":false,"page":false,"conds":[["cpr_width_pct",">",0.1269],["vix_chg",">",3.0946],["dow",">",2.5]]},{"id":"R0040","rule":"When India VIX change on the prior day (%) > 3.25 AND size of the move from the open to 09:20 (either direction) \u2264 0.05% (\u224814 pts at 25,000) at 09:20","T":"09:20","target":"the close is further in the move's direction than the 09:20 price (continuation to close)","family":"direction (continuation / reversal)","method":"tree","dirn":"higher","n_tr":30,"hit_tr":0.8,"base_tr":0.4803,"lift_tr":1.666,"n_te":14,"hit_te":0.5,"base_te":0.5194,"lift_te":0.963,"ci_te":[0.268,0.732],"p_rand":0.6746626686656672,"p_perm_fw":1.0,"p_te":0.6602538070400004,"q_bh_te":0.8378155358262146,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.015035076662322037,"p_holm_tr":1.0,"p_tr":0.0006741430462287846,"stable":true,"by_year":"2022:100/54(n4) 2023:82/42(n11) 2024:73/48(n15) 2025:57/54(n7) 2026:43/50(n7)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6666666666666666,"bt_tr_avg":33.69675812372752,"bt_tr_dd":209.69614195282247,"bt_te_n":14,"bt_te_win":0.35714285714285715,"bt_te_avg":0.8605704060475757,"bt_te_dd":545.1671769804511,"bt_te_gross":11.42162857142882,"eq":false,"page":false,"conds":[["vix_chg",">",3.2492],["abs_mv_pct","<=",0.0546]]},{"id":"R0041","rule":"When India VIX change on the prior day (%) > 3.15 AND CPR width > 0.06% (\u224815 pts at 25,000) AND prior day's close-to-close return > -0.26% (\u2248-65 pts at 25,000) at 09:20","T":"09:20","target":"the close is further in the move's direction than the 09:20 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":45,"hit_tr":0.7778,"base_tr":0.4803,"lift_tr":1.619,"n_te":18,"hit_te":0.6111,"base_te":0.5194,"lift_te":1.177,"ci_te":[0.3862,0.797],"p_rand":0.3148425787106447,"p_perm_fw":1.0,"p_te":0.2949386667644214,"q_bh_te":0.4875516736309823,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0031175916837389546,"p_holm_tr":1.0,"p_tr":8.690827367507161e-05,"stable":true,"by_year":"2022:100/54(n7) 2023:67/42(n18) 2024:80/48(n20) 2025:67/54(n12) 2026:50/50(n6)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":45,"bt_tr_win":0.5555555555555556,"bt_tr_avg":18.283493655312824,"bt_tr_dd":380.49824626105385,"bt_te_n":18,"bt_te_win":0.4444444444444444,"bt_te_avg":22.684865849023335,"bt_te_dd":270.80007003572916,"bt_te_gross":32.1705444444439,"eq":false,"page":false,"conds":[["vix_chg",">",3.1483],["cpr_width_pct",">",0.0582],["prevret_pct",">",-0.2597]]},{"id":"R0042","rule":"When India VIX change on the prior day (%) > 3.64 AND 1-min ATR(14) as % of price \u2264 0.0639 AND 1-min EMA9 \u2212 EMA21 (as % of price) > -0.04% (\u2248-11 pts at 25,000) at 09:20","T":"09:20","target":"the close is further in the move's direction than the 09:20 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":43,"hit_tr":0.7674,"base_tr":0.4803,"lift_tr":1.598,"n_te":24,"hit_te":0.625,"base_te":0.5194,"lift_te":1.203,"ci_te":[0.4271,0.7884],"p_rand":0.2193903048475762,"p_perm_fw":1.0,"p_te":0.2033781138063775,"q_bh_te":0.3667597896471223,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.006646568556995267,"p_holm_tr":1.0,"p_tr":0.00023058806957608718,"stable":true,"by_year":"2022:\u2013(n0) 2023:71/42(n17) 2024:81/48(n26) 2025:67/54(n15) 2026:56/50(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":43,"bt_tr_win":0.6511627906976745,"bt_tr_avg":33.12461062709296,"bt_tr_dd":197.1606446990148,"bt_te_n":24,"bt_te_win":0.5833333333333334,"bt_te_avg":48.11826485352184,"bt_te_dd":430.21110012436293,"bt_te_gross":58.11909166666692,"eq":true,"page":false,"conds":[["vix_chg",">",3.6423],["atr14_pct","<=",0.0639],["ema9_21_pct",">",-0.0438]]},{"id":"R0043","rule":"When India VIX (prior day's close) > 13.8 AND prior day's close-to-close return > +0.70% (\u2248+174 pts at 25,000) AND price vs prior-day high \u2264 +0.04% (\u2248+10 pts at 25,000) at 09:20","T":"09:20","target":"the close is further in the move's direction than the 09:20 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":54,"hit_tr":0.7407,"base_tr":0.4803,"lift_tr":1.542,"n_te":26,"hit_te":0.3462,"base_te":0.5194,"lift_te":0.666,"ci_te":[0.1941,0.5378],"p_rand":0.9725137431284357,"p_perm_fw":1.0,"p_te":0.9758632006137073,"q_bh_te":0.9992166154187662,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0054503859269254395,"p_holm_tr":1.0,"p_tr":0.00017827543626019944,"stable":false,"by_year":"2022:70/54(n33) 2023:67/42(n3) 2024:83/48(n18) 2025:40/54(n10) 2026:31/50(n16)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":54,"bt_tr_win":0.5370370370370371,"bt_tr_avg":41.404012641934465,"bt_tr_dd":462.42628868985724,"bt_te_n":26,"bt_te_win":0.23076923076923078,"bt_te_avg":-51.67214958264307,"bt_te_dd":1527.1545276761326,"bt_te_gross":-40.66156153846168,"eq":false,"page":false,"conds":[["vix_prev",">",13.785],["prevret_pct",">",0.6963],["dist_pdh_pct","<=",0.0404]]},{"id":"R0044","rule":"When India VIX (prior day's close) \u2264 13.8 AND opening-range size > 0.34% (\u224884 pts at 25,000) AND size of the move from the open to 09:20 (either direction) > 0.09% (\u224822 pts at 25,000) at 09:20","T":"09:20","target":"the close is further in the move's direction than the 09:20 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":32,"hit_tr":0.125,"base_tr":0.4803,"lift_tr":0.26,"n_te":54,"hit_te":0.6481,"base_te":0.5194,"lift_te":1.248,"ci_te":[0.5148,0.7618],"p_rand":0.9865067466266867,"p_perm_fw":1.0,"p_te":0.9796300389777406,"q_bh_te":0.9992166154187662,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.001976739291290568,"p_holm_tr":1.0,"p_tr":4.9019507160956785e-05,"stable":false,"by_year":"2022:50/54(n2) 2023:12/42(n17) 2024:8/48(n13) 2025:68/54(n28) 2026:62/50(n26)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.71875,"bt_tr_avg":58.982950027564726,"bt_tr_dd":183.2164576146843,"bt_te_n":54,"bt_te_win":0.25925925925925924,"bt_te_avg":-47.68355527665923,"bt_te_dd":2574.911984939598,"bt_te_gross":-37.812618518518626,"eq":false,"page":false,"conds":[["vix_prev","<=",13.785],["or_rng_pct",">",0.338],["abs_mv_pct",">",0.0869]]},{"id":"R0045","rule":"When size of the move from the open to 09:20 (either direction) \u2264 0.09% (\u224823 pts at 25,000) AND 1-min ADX(14) \u2265 42.7 AND price vs session TWAP (time-weighted VWAP) is negative at 09:20","T":"09:20","target":"the close is further in the move's direction than the 09:20 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":31,"hit_tr":0.1613,"base_tr":0.4803,"lift_tr":0.336,"n_te":7,"hit_te":0.2857,"base_te":0.5194,"lift_te":0.55,"ci_te":[0.0822,0.6411],"p_rand":0.19090454772613694,"p_perm_fw":1.0,"p_te":0.19604058324467943,"q_bh_te":0.3562015690736782,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.01080376922619933,"p_holm_tr":1.0,"p_tr":0.00043614159278926594,"stable":true,"by_year":"2022:7/54(n15) 2023:20/42(n10) 2024:33/48(n6) 2025:0/54(n2) 2026:40/50(n5)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.7096774193548387,"bt_tr_avg":57.413939180034234,"bt_tr_dd":141.7040696508028,"bt_te_n":7,"bt_te_win":0.5714285714285714,"bt_te_avg":7.33197305395923,"bt_te_dd":205.32945228714726,"bt_te_gross":20.399714285714644,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.0911],["adx_14",">=",42.7045],["dist_twap_pct","<",0.0]]},{"id":"R0046","rule":"When India VIX (prior day's close) \u2264 12.1 AND India VIX change on the prior day (%) \u2264 -1.33 AND 1-min EMA9 \u2212 EMA21 (as % of price) is positive at 09:20","T":"09:20","target":"the close is further in the move's direction than the 09:20 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":36,"hit_tr":0.1667,"base_tr":0.4803,"lift_tr":0.347,"n_te":39,"hit_te":0.641,"base_te":0.5194,"lift_te":1.234,"ci_te":[0.4842,0.7726],"p_rand":0.9615192403798101,"p_perm_fw":1.0,"p_te":0.9546364305836175,"q_bh_te":0.9934760284017946,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.005429371370261374,"p_holm_tr":1.0,"p_tr":0.0001772585939963893,"stable":false,"by_year":"2022:\u2013(n0) 2023:12/42(n32) 2024:50/48(n4) 2025:63/54(n27) 2026:67/50(n12)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.8333333333333334,"bt_tr_avg":33.88561287884418,"bt_tr_dd":122.27249129820916,"bt_te_n":39,"bt_te_win":0.3333333333333333,"bt_te_avg":-24.185153971727424,"bt_te_dd":971.6766086509074,"bt_te_gross":-14.356682051281846,"eq":false,"page":false,"conds":[["vix_prev","<=",12.09],["vix_chg","<=",-1.3269],["ema9_21_pct",">",0.0]]},{"id":"R0047","rule":"When 1-min ADX(14) > 51 AND size of the opening gap > 0.09% (\u224822 pts at 25,000) AND CPR width \u2264 0.43% (\u2248107 pts at 25,000) at 09:20","T":"09:20","target":"the close is further in the move's direction than the 09:20 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":36,"hit_tr":0.1667,"base_tr":0.4803,"lift_tr":0.347,"n_te":16,"hit_te":0.5625,"base_te":0.5194,"lift_te":1.083,"ci_te":[0.3318,0.769],"p_rand":0.7286356821589205,"p_perm_fw":1.0,"p_te":0.7227667381151126,"q_bh_te":0.8686853898823749,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.005429371370261374,"p_holm_tr":1.0,"p_tr":0.0001772585939963893,"stable":true,"by_year":"2022:7/54(n15) 2023:21/42(n14) 2024:29/48(n7) 2025:75/54(n8) 2026:38/50(n8)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.6666666666666666,"bt_tr_avg":40.31801438993438,"bt_tr_dd":174.54501264031023,"bt_te_n":16,"bt_te_win":0.3125,"bt_te_avg":-10.1083329941561,"bt_te_dd":486.5561371143193,"bt_te_gross":0.22680000000059408,"eq":false,"page":false,"conds":[["adx_14",">",50.9611],["abs_gap_pct",">",0.0896],["cpr_width_pct","<=",0.4286]]},{"id":"R0048","rule":"When size of the move from the open to 09:20 (either direction) > 0.15% (\u224837 pts at 25,000) AND (it is not expiry day) AND India VIX change on the prior day (%) \u2264 -3.54 at 09:20","T":"09:20","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"tree","dirn":"higher","n_tr":37,"hit_tr":0.8919,"base_tr":0.5712,"lift_tr":1.561,"n_te":31,"hit_te":0.6452,"base_te":0.6446,"lift_te":1.001,"ci_te":[0.4695,0.7888],"p_rand":0.5897051474262869,"p_perm_fw":1.0,"p_te":0.578817805783764,"q_bh_te":0.7770868884279263,"q_bh_te_fam":0.6210672806584913,"p_holm_te":1.0,"q_bh_tr":0.0019940800916116953,"p_holm_tr":1.0,"p_tr":4.954980631236358e-05,"stable":false,"by_year":"2022:87/60(n15) 2023:100/52(n10) 2024:83/59(n12) 2025:60/64(n10) 2026:67/65(n21)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":37,"bt_tr_win":0.4594594594594595,"bt_tr_avg":33.94996478349764,"bt_tr_dd":295.8685973764719,"bt_te_n":31,"bt_te_win":0.3870967741935484,"bt_te_avg":-21.784467362708124,"bt_te_dd":813.7320286042931,"bt_te_gross":-10.320154838709817,"eq":false,"page":false,"conds":[["abs_mv_pct",">",0.1498],["is_expiry","<=",0.5],["vix_chg","<=",-3.5374]]},{"id":"R0049","rule":"When size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND India VIX change on the prior day (%) \u2265 3.36 AND 1-min ATR(14) as % of price \u2264 0.0598 at 09:20","T":"09:20","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.8788,"base_tr":0.5712,"lift_tr":1.538,"n_te":21,"hit_te":0.619,"base_te":0.6446,"lift_te":0.96,"ci_te":[0.4088,0.7925],"p_rand":0.6746626686656672,"p_perm_fw":1.0,"p_te":0.6875597163658329,"q_bh_te":0.8548274883616691,"q_bh_te_fam":0.7206508257096431,"p_holm_te":1.0,"q_bh_tr":0.00801873156191866,"p_holm_tr":1.0,"p_tr":0.00029482334602149834,"stable":false,"by_year":"2022:100/60(n1) 2023:83/52(n12) 2024:90/59(n20) 2025:64/64(n11) 2026:60/65(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.6363636363636364,"bt_tr_avg":42.153257546871906,"bt_tr_dd":361.1088861992995,"bt_te_n":21,"bt_te_win":0.47619047619047616,"bt_te_avg":24.28623062745389,"bt_te_dd":543.3638754699382,"bt_te_gross":34.803019047619486,"eq":true,"page":false,"conds":[["abs_gap_pct","<=",0.2212],["vix_chg",">=",3.3595],["atr14_pct","<=",0.0598]]},{"id":"R0050","rule":"When size of the move from the open to 09:20 (either direction) \u2265 0.22% (\u224854 pts at 25,000) AND gap measured in the direction of the move so far \u2264 -0.18% (\u2248-44 pts at 25,000) AND 1-min RSI(14) \u2264 48.9 at 09:20","T":"09:20","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":38,"hit_tr":0.8684,"base_tr":0.5712,"lift_tr":1.52,"n_te":21,"hit_te":0.8095,"base_te":0.6446,"lift_te":1.256,"ci_te":[0.6,0.9233],"p_rand":0.05897051474262868,"p_perm_fw":1.0,"p_te":0.08434944558878886,"q_bh_te":0.18058956192137174,"q_bh_te_fam":0.11375567432616479,"p_holm_te":1.0,"q_bh_tr":0.005226623940830401,"p_holm_tr":1.0,"p_tr":0.0001687822537148559,"stable":true,"by_year":"2022:95/60(n19) 2023:86/52(n7) 2024:75/59(n12) 2025:91/64(n11) 2026:70/65(n10)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.47368421052631576,"bt_tr_avg":10.320529428861516,"bt_tr_dd":621.5243546645055,"bt_te_n":21,"bt_te_win":0.38095238095238093,"bt_te_avg":-24.912027974617814,"bt_te_dd":572.7418066676483,"bt_te_gross":-14.168000000000617,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2166],["gap_dir_pct","<=",-0.1752],["rsi_14","<=",48.8818]]},{"id":"R0051","rule":"When size of the move from the open to 09:20 (either direction) \u2265 0.14% (\u224835 pts at 25,000) AND India VIX change on the prior day (%) \u2264 -3.31 AND expiry is 3+ trading days away at 09:20","T":"09:20","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8667,"base_tr":0.5712,"lift_tr":1.517,"n_te":16,"hit_te":0.5625,"base_te":0.6446,"lift_te":0.873,"ci_te":[0.3318,0.769],"p_rand":0.8270864567716142,"p_perm_fw":1.0,"p_te":0.8290635844135766,"q_bh_te":0.9436916461192655,"q_bh_te_fam":0.8448689560401786,"p_holm_te":1.0,"q_bh_tr":0.021488957887442785,"p_holm_tr":1.0,"p_tr":0.0010819470494628195,"stable":false,"by_year":"2022:86/60(n14) 2023:86/52(n7) 2024:89/59(n9) 2025:71/64(n7) 2026:44/65(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.43333333333333335,"bt_tr_avg":8.950079538066877,"bt_tr_dd":376.1644210968005,"bt_te_n":16,"bt_te_win":0.3125,"bt_te_avg":-29.626393464737127,"bt_te_dd":742.5954310192968,"bt_te_gross":-19.33681250000018,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.1409],["vix_chg","<=",-3.3112],["dte_cat","==",3.0]]},{"id":"R0052","rule":"When move from the open to 09:20 \u2265 +0.12% (\u2248+29 pts at 25,000) AND price vs prior-day high \u2265 -0.16% (\u2248-40 pts at 25,000) AND expiry is 3+ trading days away at 09:20","T":"09:20","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8667,"base_tr":0.5712,"lift_tr":1.517,"n_te":22,"hit_te":0.7273,"base_te":0.6446,"lift_te":1.128,"ci_te":[0.5185,0.8685],"p_rand":0.2128935532233883,"p_perm_fw":1.0,"p_te":0.28410354525439996,"q_bh_te":0.47448220960013193,"q_bh_te_fam":0.33477531985889214,"p_holm_te":1.0,"q_bh_tr":0.021488957887442785,"p_holm_tr":1.0,"p_tr":0.0010819470494628195,"stable":true,"by_year":"2022:92/60(n13) 2023:83/52(n6) 2024:82/59(n11) 2025:77/64(n13) 2026:67/65(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.5333333333333333,"bt_tr_avg":31.776644408038592,"bt_tr_dd":164.35190655716121,"bt_te_n":22,"bt_te_win":0.4090909090909091,"bt_te_avg":13.965607783151201,"bt_te_dd":280.9526162209566,"bt_te_gross":23.990481818181333,"eq":false,"page":false,"conds":[["mv_pct",">=",0.1156],["dist_pdh_pct",">=",-0.1596],["dte_cat","==",3.0]]},{"id":"R0053","rule":"When India VIX change on the prior day (%) > 3.25 AND prior day's close-to-close return \u2264 +1.20% (\u2248+300 pts at 25,000) AND prior day's close-to-close return > -0.25% (\u2248-62 pts at 25,000) at 09:20","T":"09:20","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":54,"hit_tr":0.8519,"base_tr":0.5712,"lift_tr":1.491,"n_te":18,"hit_te":0.7222,"base_te":0.6446,"lift_te":1.12,"ci_te":[0.4913,0.875],"p_rand":0.33483258370814595,"p_perm_fw":1.0,"p_te":0.3373874122491497,"q_bh_te":0.5376074831248746,"q_bh_te_fam":0.38671305731481487,"p_holm_te":1.0,"q_bh_tr":0.0009619022877723764,"p_holm_tr":1.0,"p_tr":1.9787285905015075e-05,"stable":true,"by_year":"2022:100/60(n9) 2023:81/52(n21) 2024:83/59(n24) 2025:82/64(n11) 2026:57/65(n7)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":54,"bt_tr_win":0.5185185185185185,"bt_tr_avg":21.984943889014104,"bt_tr_dd":380.669497264859,"bt_te_n":18,"bt_te_win":0.3888888888888889,"bt_te_avg":8.25561855189117,"bt_te_dd":492.93032220583336,"bt_te_gross":18.145522222221594,"eq":false,"page":false,"conds":[["vix_chg",">",3.2492],["prevret_pct","<=",1.1983],["prevret_pct",">",-0.249]]},{"id":"R0054","rule":"When size of the move from the open to 09:20 (either direction) \u2265 0.14% (\u224835 pts at 25,000) AND opening gap vs prior close is positive AND it is Friday at 09:20","T":"09:20","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":35,"hit_tr":0.8571,"base_tr":0.5712,"lift_tr":1.501,"n_te":14,"hit_te":0.9286,"base_te":0.6446,"lift_te":1.44,"ci_te":[0.6853,0.9873],"p_rand":0.01899050474762619,"p_perm_fw":1.0,"p_te":0.018659049976445834,"q_bh_te":0.04982581477226745,"q_bh_te_fam":0.03064670778254232,"p_holm_te":1.0,"q_bh_tr":0.013764886989076571,"p_holm_tr":1.0,"p_tr":0.0005980327253831576,"stable":true,"by_year":"2022:87/60(n15) 2023:60/52(n5) 2024:93/59(n15) 2025:86/64(n7) 2026:100/65(n7)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":35,"bt_tr_win":0.42857142857142855,"bt_tr_avg":18.543699307943537,"bt_tr_dd":294.0372554213011,"bt_te_n":14,"bt_te_win":0.5714285714285714,"bt_te_avg":23.62551829564518,"bt_te_dd":259.39513497054406,"bt_te_gross":34.35668571428557,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.1409],["gap_pct",">",0.0],["dow","==",4.0]]},{"id":"R0055","rule":"When India VIX change on the prior day (%) is positive AND price is inside the CPR at 09:20","T":"09:20","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":44,"hit_tr":0.8409,"base_tr":0.5712,"lift_tr":1.472,"n_te":26,"hit_te":0.6923,"base_te":0.6446,"lift_te":1.074,"ci_te":[0.5001,0.835],"p_rand":0.37231384307846077,"p_perm_fw":1.0,"p_te":0.38839555819851473,"q_bh_te":0.6011472652371915,"q_bh_te_fam":0.4391857465783205,"p_holm_te":1.0,"q_bh_tr":0.0074456651810433485,"p_holm_tr":1.0,"p_tr":0.0002678243505198135,"stable":true,"by_year":"2022:80/60(n15) 2023:92/52(n13) 2024:81/59(n16) 2025:68/64(n19) 2026:71/65(n7)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":44,"bt_tr_win":0.5,"bt_tr_avg":2.618592600157673,"bt_tr_dd":536.0830597426124,"bt_te_n":26,"bt_te_win":0.4230769230769231,"bt_te_avg":-0.793774128500153,"bt_te_dd":597.4260849984472,"bt_te_gross":8.646769230769468,"eq":false,"page":false,"conds":[["vix_chg",">",0.0],["cpr_pos","==",0.0]]},{"id":"R0056","rule":"When India VIX (prior day's close) \u2264 12.1 AND India VIX change on the prior day (%) \u2264 -1.33 AND 1-min EMA9 \u2212 EMA21 (as % of price) is positive at 09:20","T":"09:20","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":36,"hit_tr":0.1944,"base_tr":0.5712,"lift_tr":0.34,"n_te":39,"hit_te":0.7179,"base_te":0.6446,"lift_te":1.114,"ci_te":[0.5622,0.8346],"p_rand":0.8895552223888056,"p_perm_fw":1.0,"p_te":0.8705838900247976,"q_bh_te":0.9652159143531606,"q_bh_te_fam":0.8856458950425278,"p_holm_te":1.0,"q_bh_tr":0.0004926744429329188,"p_holm_tr":1.0,"p_tr":8.614702366060748e-06,"stable":false,"by_year":"2022:\u2013(n0) 2023:12/52(n32) 2024:75/59(n4) 2025:67/64(n27) 2026:83/65(n12)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.8333333333333334,"bt_tr_avg":33.88561287884418,"bt_tr_dd":122.27249129820916,"bt_te_n":39,"bt_te_win":0.3333333333333333,"bt_te_avg":-24.185153971727424,"bt_te_dd":971.6766086509074,"bt_te_gross":-14.356682051281846,"eq":false,"page":false,"conds":[["vix_prev","<=",12.09],["vix_chg","<=",-1.3269],["ema9_21_pct",">",0.0]]},{"id":"R0057","rule":"When size of the move from the open to 09:20 (either direction) \u2264 0.04% (\u22489 pts at 25,000) AND 1-min ADX(14) > 41.6 at 09:20","T":"09:20","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":30,"hit_tr":0.2,"base_tr":0.5712,"lift_tr":0.35,"n_te":12,"hit_te":0.5833,"base_te":0.6446,"lift_te":0.905,"ci_te":[0.3195,0.8067],"p_rand":0.45327336331834084,"p_perm_fw":1.0,"p_te":0.43227308001556364,"q_bh_te":0.6387698045662278,"q_bh_te_fam":0.4805294633412178,"p_holm_te":1.0,"q_bh_tr":0.00275034811511031,"p_holm_tr":1.0,"p_tr":7.435954051467956e-05,"stable":true,"by_year":"2022:18/60(n11) 2023:27/52(n15) 2024:0/59(n4) 2025:75/64(n4) 2026:50/65(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6666666666666666,"bt_tr_avg":27.13835140264663,"bt_tr_dd":260.06495499764117,"bt_te_n":12,"bt_te_win":0.4166666666666667,"bt_te_avg":3.4036247027088407,"bt_te_dd":250.30899065737435,"bt_te_gross":15.680399999999585,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.0372],["adx_14",">",41.6369]]},{"id":"R0058","rule":"When size of the move from the open to 09:20 (either direction) \u2264 0.09% (\u224823 pts at 25,000) AND 1-min ADX(14) \u2265 42.7 AND price vs session TWAP (time-weighted VWAP) is negative at 09:20","T":"09:20","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":31,"hit_tr":0.2258,"base_tr":0.5712,"lift_tr":0.395,"n_te":7,"hit_te":0.2857,"base_te":0.6446,"lift_te":0.443,"ci_te":[0.0822,0.6411],"p_rand":0.05997001499250375,"p_perm_fw":1.0,"p_te":0.059251362343630466,"q_bh_te":0.13239614758162946,"q_bh_te_fam":0.08295190728108265,"p_holm_te":1.0,"q_bh_tr":0.005825528749203834,"p_holm_tr":1.0,"p_tr":0.00019479021488270467,"stable":true,"by_year":"2022:13/60(n15) 2023:30/52(n10) 2024:33/59(n6) 2025:0/64(n2) 2026:40/65(n5)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.7096774193548387,"bt_tr_avg":57.413939180034234,"bt_tr_dd":141.7040696508028,"bt_te_n":7,"bt_te_win":0.5714285714285714,"bt_te_avg":7.33197305395923,"bt_te_dd":205.32945228714726,"bt_te_gross":20.399714285714644,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.0911],["adx_14",">=",42.7045],["dist_twap_pct","<",0.0]]},{"id":"R0059","rule":"When India VIX change on the prior day (%) \u2264 3.25 AND prior-day range \u2264 0.62% (\u2248154 pts at 25,000) AND prior day's close-to-close return > +0.46% (\u2248+115 pts at 25,000) at 09:20","T":"09:20","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":34,"hit_tr":0.2353,"base_tr":0.5712,"lift_tr":0.412,"n_te":21,"hit_te":0.7619,"base_te":0.6446,"lift_te":1.182,"ci_te":[0.5491,0.8937],"p_rand":0.9095452273863068,"p_perm_fw":1.0,"p_te":0.9156505544112111,"q_bh_te":0.9814389832816433,"q_bh_te_fam":0.928280217230676,"p_holm_te":1.0,"q_bh_tr":0.00459613252203683,"p_holm_tr":1.0,"p_tr":0.0001434166240251388,"stable":false,"by_year":"2022:22/60(n9) 2023:12/52(n16) 2024:44/59(n9) 2025:100/64(n11) 2026:50/65(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.7941176470588235,"bt_tr_avg":34.44454379658063,"bt_tr_dd":194.2570368719621,"bt_te_n":21,"bt_te_win":0.42857142857142855,"bt_te_avg":2.0375418499961873,"bt_te_dd":553.0415444612323,"bt_te_gross":13.364914285714415,"eq":false,"page":false,"conds":[["vix_chg","<=",3.2492],["pdr_pct","<=",0.6176],["prevret_pct",">",0.4609]]},{"id":"R0060","rule":"When price vs session TWAP (time-weighted VWAP) \u2264 -0.04% (\u2248-10 pts at 25,000) AND CPR width \u2264 0.58% (\u2248146 pts at 25,000) AND 1-min ADX(14) \u2264 28.8 at 09:20","T":"09:20","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":34,"hit_tr":0.5882,"base_tr":0.251,"lift_tr":2.343,"n_te":32,"hit_te":0.3125,"base_te":0.3462,"lift_te":0.903,"ci_te":[0.1795,0.4857],"p_rand":0.7341329335332334,"p_perm_fw":1.0,"p_te":0.716685236924005,"q_bh_te":0.866487810070612,"q_bh_te_fam":0.7445422602673409,"p_holm_te":1.0,"q_bh_tr":0.002365680662774461,"p_holm_tr":1.0,"p_tr":6.130074036735347e-05,"stable":false,"by_year":"2022:67/30(n12) 2023:18/18(n11) 2024:91/28(n11) 2025:33/36(n24) 2026:25/34(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.5882352941176471,"bt_tr_avg":42.85638119096823,"bt_tr_dd":537.9035923086719,"bt_te_n":32,"bt_te_win":0.40625,"bt_te_avg":-21.4581872464459,"bt_te_dd":1355.8882907262487,"bt_te_gross":-12.106787500000564,"eq":false,"page":false,"conds":[["dist_twap_pct","<=",-0.0389],["cpr_width_pct","<=",0.585],["adx_14","<=",28.8091]]},{"id":"R0061","rule":"When size of the move from the open to 09:20 (either direction) \u2265 0.14% (\u224835 pts at 25,000) AND India VIX (prior day's close) \u2265 15.2 AND it is Tuesday at 09:20","T":"09:20","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.5806,"base_tr":0.251,"lift_tr":2.313,"n_te":19,"hit_te":0.3158,"base_te":0.3462,"lift_te":0.912,"ci_te":[0.1536,0.5399],"p_rand":0.6911544227886057,"p_perm_fw":1.0,"p_te":0.6912275176779045,"q_bh_te":0.8556887864597502,"q_bh_te_fam":0.7232060149370245,"p_holm_te":1.0,"q_bh_tr":0.005799133767946204,"p_holm_tr":1.0,"p_tr":0.00019369431498369695,"stable":true,"by_year":"2022:61/30(n23) 2023:0/18(n1) 2024:57/28(n7) 2025:36/36(n11) 2026:25/34(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.5161290322580645,"bt_tr_avg":60.305869726972574,"bt_tr_dd":342.52551519449503,"bt_te_n":19,"bt_te_win":0.21052631578947367,"bt_te_avg":-40.957541253696576,"bt_te_dd":999.9737035888803,"bt_te_gross":-31.12950526315858,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.1409],["vix_prev",">=",15.236],["dow","==",1.0]]},{"id":"R0062","rule":"When size of the move from the open to 09:20 (either direction) \u2265 0.14% (\u224835 pts at 25,000) AND India VIX change on the prior day (%) \u2265 3.36 AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2265 +0.05% (\u2248+14 pts at 25,000) at 09:20","T":"09:20","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.5806,"base_tr":0.251,"lift_tr":2.313,"n_te":26,"hit_te":0.3846,"base_te":0.3462,"lift_te":1.111,"ci_te":[0.2243,0.5747],"p_rand":0.3798100949525237,"p_perm_fw":1.0,"p_te":0.4109728734746385,"q_bh_te":0.6214017853041792,"q_bh_te_fam":0.46028961829159515,"p_holm_te":1.0,"q_bh_tr":0.005799133767946204,"p_holm_tr":1.0,"p_tr":0.00019369431498369695,"stable":false,"by_year":"2022:62/30(n16) 2023:57/18(n7) 2024:50/28(n8) 2025:46/36(n11) 2026:33/34(n15)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.45161290322580644,"bt_tr_avg":33.0220654706528,"bt_tr_dd":328.1413294435315,"bt_te_n":26,"bt_te_win":0.34615384615384615,"bt_te_avg":-13.367875210786062,"bt_te_dd":607.2000113675151,"bt_te_gross":-2.562930769230661,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.1409],["vix_chg",">=",3.3595],["ema9_21_pct",">=",0.0544]]},{"id":"R0063","rule":"When size of the move from the open to 09:20 (either direction) \u2265 0.22% (\u224854 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) \u2264 -0.04% (\u2248-10 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 at 09:20","T":"09:20","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.5806,"base_tr":0.251,"lift_tr":2.313,"n_te":17,"hit_te":0.3529,"base_te":0.3462,"lift_te":1.019,"ci_te":[0.1731,0.587],"p_rand":0.6176911544227887,"p_perm_fw":1.0,"p_te":0.5674120949852864,"q_bh_te":0.7681400505928947,"q_bh_te_fam":0.6110591792149238,"p_holm_te":1.0,"q_bh_tr":0.005799133767946204,"p_holm_tr":1.0,"p_tr":0.00019369431498369695,"stable":true,"by_year":"2022:64/30(n14) 2023:60/18(n5) 2024:50/28(n12) 2025:36/36(n11) 2026:33/34(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.41935483870967744,"bt_tr_avg":1.7334315852200823,"bt_tr_dd":603.9996905309038,"bt_te_n":17,"bt_te_win":0.23529411764705882,"bt_te_avg":-40.66731906520924,"bt_te_dd":982.6744941201523,"bt_te_gross":-31.775211764706484,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2166],["dist_twap_pct","<=",-0.0391],["vix_chg",">=",0.7733]]},{"id":"R0064","rule":"When price vs session TWAP (time-weighted VWAP) \u2265 +0.04% (\u2248+10 pts at 25,000) AND India VIX (prior day's close) \u2265 15.2 AND 1-min ATR(14) as % of price \u2265 0.0876 at 09:20","T":"09:20","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.5806,"base_tr":0.251,"lift_tr":2.313,"n_te":24,"hit_te":0.5417,"base_te":0.3462,"lift_te":1.564,"ci_te":[0.3507,0.7211],"p_rand":0.01899050474762619,"p_perm_fw":1.0,"p_te":0.03876265933457041,"q_bh_te":0.09280124353005527,"q_bh_te_fam":0.05755667598163486,"p_holm_te":1.0,"q_bh_tr":0.005799133767946204,"p_holm_tr":1.0,"p_tr":0.00019369431498369695,"stable":true,"by_year":"2022:55/30(n29) 2023:\u2013(n0) 2024:100/28(n2) 2025:67/36(n3) 2026:52/34(n21)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.5483870967741935,"bt_tr_avg":38.01098973219089,"bt_tr_dd":225.2679330684532,"bt_te_n":24,"bt_te_win":0.5,"bt_te_avg":16.8340359713707,"bt_te_dd":434.58429982019265,"bt_te_gross":29.538624999999836,"eq":true,"page":true,"conds":[["dist_twap_pct",">=",0.0383],["vix_prev",">=",15.236],["atr14_pct",">=",0.0876]]},{"id":"R0065","rule":"When India VIX change on the prior day (%) \u2265 0.773 AND opening gap vs prior close is positive AND 1-min Supertrend is down at 09:20","T":"09:20","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.5806,"base_tr":0.251,"lift_tr":2.313,"n_te":16,"hit_te":0.3125,"base_te":0.3462,"lift_te":0.903,"ci_te":[0.1416,0.556],"p_rand":0.7206396801599201,"p_perm_fw":1.0,"p_te":0.6999031279602868,"q_bh_te":0.8595556585989043,"q_bh_te_fam":0.7296862397883841,"p_holm_te":1.0,"q_bh_tr":0.005799133767946204,"p_holm_tr":1.0,"p_tr":0.00019369431498369695,"stable":false,"by_year":"2022:67/30(n12) 2023:44/18(n9) 2024:60/28(n10) 2025:25/36(n12) 2026:50/34(n4)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.6129032258064516,"bt_tr_avg":49.89227315312062,"bt_tr_dd":178.8783905399896,"bt_te_n":16,"bt_te_win":0.4375,"bt_te_avg":-15.2821699318145,"bt_te_dd":719.6070688111547,"bt_te_gross":-5.7939125000002605,"eq":false,"page":false,"conds":[["vix_chg",">=",0.7733],["gap_pct",">",0.0],["supertrend_dir","==",-1.0]]},{"id":"R0066","rule":"When opening gap vs prior close \u2265 +0.41% (\u2248+103 pts at 25,000) AND prior day's close-to-close return \u2264 -0.54% (\u2248-134 pts at 25,000) at 09:20","T":"09:20","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.5758,"base_tr":0.251,"lift_tr":2.294,"n_te":12,"hit_te":0.3333,"base_te":0.3462,"lift_te":0.963,"ci_te":[0.1381,0.6094],"p_rand":0.6601699150424788,"p_perm_fw":1.0,"p_te":0.6431095681970298,"q_bh_te":0.8279503315066397,"q_bh_te_fam":0.6813485154952316,"p_holm_te":1.0,"q_bh_tr":0.004647006681113851,"p_holm_tr":1.0,"p_tr":0.00014556955999589098,"stable":false,"by_year":"2022:61/30(n23) 2023:75/18(n4) 2024:33/28(n6) 2025:50/36(n4) 2026:25/34(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.48484848484848486,"bt_tr_avg":27.737001063890443,"bt_tr_dd":329.2164980541154,"bt_te_n":12,"bt_te_win":0.25,"bt_te_avg":-39.66885633027351,"bt_te_dd":537.6565601429043,"bt_te_gross":-28.854766666666364,"eq":false,"page":false,"conds":[["gap_pct",">=",0.4109],["prevret_pct","<=",-0.5369]]},{"id":"R0067","rule":"When size of the move from the open to 09:20 (either direction) \u2265 0.14% (\u224835 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) \u2265 +0.04% (\u2248+10 pts at 25,000) AND India VIX (prior day's close) \u2265 15.2 at 09:20","T":"09:20","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.5667,"base_tr":0.251,"lift_tr":2.257,"n_te":22,"hit_te":0.5,"base_te":0.3462,"lift_te":1.444,"ci_te":[0.3072,0.6928],"p_rand":0.05547226386806597,"p_perm_fw":1.0,"p_te":0.10009506811636126,"q_bh_te":0.20744649511535854,"q_bh_te_fam":0.13137477690272417,"p_holm_te":1.0,"q_bh_tr":0.011148786529780462,"p_holm_tr":1.0,"p_tr":0.00045485956799563116,"stable":true,"by_year":"2022:59/30(n27) 2023:\u2013(n0) 2024:33/28(n3) 2025:33/36(n6) 2026:56/34(n16)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.5333333333333333,"bt_tr_avg":22.038802045139334,"bt_tr_dd":373.06670686737897,"bt_te_n":22,"bt_te_win":0.45454545454545453,"bt_te_avg":5.896121617806102,"bt_te_dd":451.9277398261767,"bt_te_gross":17.447063636363467,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.1409],["dist_twap_pct",">=",0.0383],["vix_prev",">=",15.236]]},{"id":"R0068","rule":"When range so far (high\u2212low since 09:15) \u2264 0.13% (\u224833 pts at 25,000) at 09:20","T":"09:20","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":33,"hit_tr":0.0,"base_tr":0.251,"lift_tr":0.0,"n_te":5,"hit_te":0.2,"base_te":0.3462,"lift_te":0.578,"ci_te":[0.0362,0.6245],"p_rand":0.4017991004497751,"p_perm_fw":1.0,"p_te":0.43566399279649226,"q_bh_te":0.6406435718580794,"q_bh_te_fam":0.4824301841136298,"p_holm_te":1.0,"q_bh_tr":0.00461225017182646,"p_holm_tr":1.0,"p_tr":0.00014407632861191666,"stable":false,"by_year":"2022:0/30(n3) 2023:0/18(n24) 2024:0/28(n6) 2025:25/36(n4) 2026:0/34(n1)","adds":null,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.6060606060606061,"bt_tr_avg":15.292091045693526,"bt_tr_dd":313.5820631189326,"bt_te_n":5,"bt_te_win":0.4,"bt_te_avg":-7.656358654260197,"bt_te_dd":134.94352888968046,"bt_te_gross":0.5748800000001211,"eq":false,"page":false,"conds":[["rng_pct","<=",0.1337]]},{"id":"R0069","rule":"When size of the move from the open to 09:20 (either direction) \u2264 0.09% (\u224823 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is positive AND it is Tuesday at 09:20","T":"09:20","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":37,"hit_tr":0.027,"base_tr":0.251,"lift_tr":0.108,"n_te":18,"hit_te":0.2222,"base_te":0.3462,"lift_te":0.642,"ci_te":[0.09,0.4522],"p_rand":0.22038980509745126,"p_perm_fw":1.0,"p_te":0.1976970359412558,"q_bh_te":0.35851029652033695,"q_bh_te_fam":0.24268446165648935,"p_holm_te":1.0,"q_bh_tr":0.013935763559923955,"p_holm_tr":1.0,"p_tr":0.0006075688999676777,"stable":true,"by_year":"2022:0/30(n10) 2023:0/18(n14) 2024:8/28(n13) 2025:22/36(n9) 2026:22/34(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":37,"bt_tr_win":0.4864864864864865,"bt_tr_avg":17.004949748027695,"bt_tr_dd":327.37097562871213,"bt_te_n":18,"bt_te_win":0.5555555555555556,"bt_te_avg":39.79345171660634,"bt_te_dd":220.86697889556183,"bt_te_gross":51.475944444444394,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.0911],["dist_twap_pct",">",0.0],["dow","==",1.0]]},{"id":"R0070","rule":"When price vs session TWAP (time-weighted VWAP) \u2264 -0.01% (\u2248-3 pts at 25,000) AND price vs prior-day high \u2265 -0.16% (\u2248-40 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0598 at 09:20","T":"09:20","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":36,"hit_tr":0.0278,"base_tr":0.251,"lift_tr":0.111,"n_te":23,"hit_te":0.3913,"base_te":0.3462,"lift_te":1.13,"ci_te":[0.2216,0.5921],"p_rand":0.7161419290354822,"p_perm_fw":1.0,"p_te":0.7532173572421432,"q_bh_te":0.8895835616517173,"q_bh_te_fam":0.7756423923964627,"p_holm_te":1.0,"q_bh_tr":0.016956243501868296,"p_holm_tr":1.0,"p_tr":0.0007909044872599586,"stable":false,"by_year":"2022:0/30(n6) 2023:0/18(n20) 2024:10/28(n10) 2025:40/36(n15) 2026:38/34(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.5833333333333334,"bt_tr_avg":31.460915703065982,"bt_tr_dd":133.47661959929678,"bt_te_n":23,"bt_te_win":0.34782608695652173,"bt_te_avg":-18.53526849207862,"bt_te_dd":426.3111753178083,"bt_te_gross":-8.68358260869544,"eq":false,"page":false,"conds":[["dist_twap_pct","<=",-0.0102],["dist_pdh_pct",">=",-0.1596],["atr14_pct","<=",0.0598]]},{"id":"R0071","rule":"When India VIX (prior day's close) \u2264 12.1 AND India VIX change on the prior day (%) \u2264 -1.33 AND 1-min EMA9 \u2212 EMA21 (as % of price) is positive at 09:20","T":"09:20","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":36,"hit_tr":0.0278,"base_tr":0.251,"lift_tr":0.111,"n_te":39,"hit_te":0.359,"base_te":0.3462,"lift_te":1.037,"ci_te":[0.2274,0.5158],"p_rand":0.6406796601699151,"p_perm_fw":1.0,"p_te":0.636908746638877,"q_bh_te":0.8232384331555698,"q_bh_te_fam":0.6759970090679777,"p_holm_te":1.0,"q_bh_tr":0.016956243501868296,"p_holm_tr":1.0,"p_tr":0.0007909044872599586,"stable":false,"by_year":"2022:\u2013(n0) 2023:3/18(n32) 2024:0/28(n4) 2025:41/36(n27) 2026:25/34(n12)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.8333333333333334,"bt_tr_avg":33.88561287884418,"bt_tr_dd":122.27249129820916,"bt_te_n":39,"bt_te_win":0.3333333333333333,"bt_te_avg":-24.185153971727424,"bt_te_dd":971.6766086509074,"bt_te_gross":-14.356682051281846,"eq":false,"page":false,"conds":[["vix_prev","<=",12.09],["vix_chg","<=",-1.3269],["ema9_21_pct",">",0.0]]},{"id":"R0072","rule":"When range so far (high\u2212low since 09:15) > 0.47% (\u2248118 pts at 25,000) AND 1-min ADX(14) > 35.8 at 09:20","T":"09:20","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"tree","dirn":"higher","n_tr":35,"hit_tr":0.4571,"base_tr":0.1398,"lift_tr":3.271,"n_te":36,"hit_te":0.5,"base_te":0.2187,"lift_te":2.286,"ci_te":[0.3447,0.6553],"p_rand":0.0009995002498750624,"p_perm_fw":1.0,"p_te":0.0001879113791474017,"q_bh_te":0.0010091152515540026,"q_bh_te_fam":0.0006104524361252608,"p_holm_te":0.14882581228474215,"q_bh_tr":0.000642895434766487,"p_holm_tr":1.0,"p_tr":1.1973132092903056e-05,"stable":true,"by_year":"2022:59/19(n22) 2023:40/7(n5) 2024:12/16(n8) 2025:64/21(n14) 2026:41/22(n22)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":35,"bt_tr_win":0.45714285714285713,"bt_tr_avg":35.899780933401125,"bt_tr_dd":273.7644135238507,"bt_te_n":36,"bt_te_win":0.3888888888888889,"bt_te_avg":2.23461077165093,"bt_te_dd":653.2400059060521,"bt_te_gross":12.02568333333319,"eq":true,"page":true,"conds":[["rng_pct",">",0.4715],["adx_14",">",35.7851]]},{"id":"R0073","rule":"When price vs prior-day high \u2264 -0.43% (\u2248-108 pts at 25,000) AND India VIX change on the prior day (%) \u2265 3.36 AND 1-min ATR(14) as % of price \u2265 0.0876 at 09:20","T":"09:20","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.4516,"base_tr":0.1398,"lift_tr":3.231,"n_te":17,"hit_te":0.4118,"base_te":0.2187,"lift_te":1.883,"ci_te":[0.2161,0.6399],"p_rand":0.0704647676161919,"p_perm_fw":1.0,"p_te":0.058127011064121256,"q_bh_te":0.13078577489427282,"q_bh_te_fam":0.0819632673997681,"p_holm_te":1.0,"q_bh_tr":0.002148219751038724,"p_holm_tr":1.0,"p_tr":5.4237607309958896e-05,"stable":true,"by_year":"2022:53/19(n19) 2023:67/7(n3) 2024:22/16(n9) 2025:33/21(n3) 2026:43/22(n14)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.3225806451612903,"bt_tr_avg":-5.672175030033118,"bt_tr_dd":577.5287777747691,"bt_te_n":17,"bt_te_win":0.23529411764705882,"bt_te_avg":-47.32462249643848,"bt_te_dd":1196.6917008873504,"bt_te_gross":-36.77145882352937,"eq":false,"page":false,"conds":[["dist_pdh_pct","<=",-0.434],["vix_chg",">=",3.3595],["atr14_pct",">=",0.0876]]},{"id":"R0074","rule":"When range so far (high\u2212low since 09:15) \u2265 0.37% (\u224894 pts at 25,000) AND India VIX (prior day's close) \u2265 15.2 AND India VIX change on the prior day (%) \u2265 3.36 at 09:20","T":"09:20","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.4333,"base_tr":0.1398,"lift_tr":3.101,"n_te":29,"hit_te":0.4138,"base_te":0.2187,"lift_te":1.892,"ci_te":[0.2551,0.5926],"p_rand":0.013493253373313344,"p_perm_fw":1.0,"p_te":0.01427120957319856,"q_bh_te":0.03974674987148711,"q_bh_te_fam":0.02439381171232777,"p_holm_te":1.0,"q_bh_tr":0.0054439731311202244,"p_holm_tr":1.0,"p_tr":0.00017792909183860983,"stable":true,"by_year":"2022:52/19(n23) 2023:0/7(n2) 2024:20/16(n5) 2025:33/21(n9) 2026:45/22(n20)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.3333333333333333,"bt_tr_avg":7.086570524706648,"bt_tr_dd":652.6081317431823,"bt_te_n":29,"bt_te_win":0.3793103448275862,"bt_te_avg":-16.144603049447454,"bt_te_dd":1055.9387113805108,"bt_te_gross":-5.442420689655434,"eq":true,"page":true,"conds":[["rng_pct",">=",0.3744],["vix_prev",">=",15.236],["vix_chg",">=",3.3595]]},{"id":"R0075","rule":"When range so far (high\u2212low since 09:15) \u2265 0.37% (\u224894 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 AND opening gap vs prior close is positive at 09:20","T":"09:20","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.4333,"base_tr":0.1398,"lift_tr":3.101,"n_te":31,"hit_te":0.3548,"base_te":0.2187,"lift_te":1.623,"ci_te":[0.2112,0.5305],"p_rand":0.05897051474262868,"p_perm_fw":1.0,"p_te":0.05843416205443618,"q_bh_te":0.131173222902799,"q_bh_te_fam":0.08219925188518774,"p_holm_te":1.0,"q_bh_tr":0.0054439731311202244,"p_holm_tr":1.0,"p_tr":0.00017792909183860983,"stable":true,"by_year":"2022:59/19(n17) 2023:0/7(n3) 2024:30/16(n10) 2025:23/21(n13) 2026:44/22(n18)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.43333333333333335,"bt_tr_avg":23.95318597437579,"bt_tr_dd":721.3733300864504,"bt_te_n":31,"bt_te_win":0.45161290322580644,"bt_te_avg":11.75921586900286,"bt_te_dd":717.476787187404,"bt_te_gross":22.56792258064501,"eq":false,"page":false,"conds":[["rng_pct",">=",0.3744],["vix_chg",">=",0.7733],["gap_pct",">",0.0]]},{"id":"R0076","rule":"When size of the move from the open to 09:20 (either direction) \u2265 0.14% (\u224835 pts at 25,000) AND India VIX (prior day's close) \u2265 15.2 AND India VIX change on the prior day (%) \u2265 3.36 at 09:20","T":"09:20","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":38,"hit_tr":0.4211,"base_tr":0.1398,"lift_tr":3.013,"n_te":26,"hit_te":0.3077,"base_te":0.2187,"lift_te":1.407,"ci_te":[0.165,0.4999],"p_rand":0.19940029985007496,"p_perm_fw":1.0,"p_te":0.19120194026289097,"q_bh_te":0.34999677200664786,"q_bh_te_fam":0.23520238676690353,"p_holm_te":1.0,"q_bh_tr":0.0017913636619730044,"p_holm_tr":1.0,"p_tr":4.3199939058582214e-05,"stable":true,"by_year":"2022:54/19(n28) 2023:0/7(n2) 2024:12/16(n8) 2025:25/21(n12) 2026:36/22(n14)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.34210526315789475,"bt_tr_avg":4.677530177840481,"bt_tr_dd":776.8590388879082,"bt_te_n":26,"bt_te_win":0.3076923076923077,"bt_te_avg":-33.9346161319708,"bt_te_dd":959.4224910464854,"bt_te_gross":-23.746146153846404,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.1409],["vix_prev",">=",15.236],["vix_chg",">=",3.3595]]},{"id":"R0077","rule":"When size of the move from the open to 09:20 (either direction) \u2265 0.14% (\u224835 pts at 25,000) AND India VIX (prior day's close) \u2265 15.2 AND it is Tuesday at 09:20","T":"09:20","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.4194,"base_tr":0.1398,"lift_tr":3.001,"n_te":19,"hit_te":0.2105,"base_te":0.2187,"lift_te":0.963,"ci_te":[0.0851,0.4333],"p_rand":0.6231884057971014,"p_perm_fw":1.0,"p_te":0.623209016364897,"q_bh_te":0.8130995488680267,"q_bh_te_fam":0.6638530826495642,"p_holm_te":1.0,"q_bh_tr":0.007434022153814906,"p_holm_tr":1.0,"p_tr":0.00026726183066485773,"stable":false,"by_year":"2022:48/19(n23) 2023:0/7(n1) 2024:29/16(n7) 2025:18/21(n11) 2026:25/22(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.5161290322580645,"bt_tr_avg":60.305869726972574,"bt_tr_dd":342.52551519449503,"bt_te_n":19,"bt_te_win":0.21052631578947367,"bt_te_avg":-40.957541253696576,"bt_te_dd":999.9737035888803,"bt_te_gross":-31.12950526315858,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.1409],["vix_prev",">=",15.236],["dow","==",1.0]]},{"id":"R0078","rule":"When range so far (high\u2212low since 09:15) \u2265 0.37% (\u224894 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) \u2265 +0.01% (\u2248+3 pts at 25,000) AND CPR width \u2265 0.20% (\u224851 pts at 25,000) at 09:20","T":"09:20","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.4194,"base_tr":0.1398,"lift_tr":3.001,"n_te":29,"hit_te":0.5172,"base_te":0.2187,"lift_te":2.365,"ci_te":[0.3443,0.6861],"p_rand":0.0004997501249375312,"p_perm_fw":1.0,"p_te":0.0004011087338647709,"q_bh_te":0.0019111651437086143,"q_bh_te_fam":0.0011561369387866926,"p_holm_te":0.3084526163420088,"q_bh_tr":0.007434022153814906,"p_holm_tr":1.0,"p_tr":0.00026726183066485773,"stable":true,"by_year":"2022:45/19(n20) 2023:33/7(n6) 2024:40/16(n5) 2025:60/21(n10) 2026:47/22(n19)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.3870967741935484,"bt_tr_avg":21.975450397694015,"bt_tr_dd":260.67616317464274,"bt_te_n":29,"bt_te_win":0.4827586206896552,"bt_te_avg":-5.323373446069631,"bt_te_dd":628.143627473942,"bt_te_gross":5.192648275861726,"eq":true,"page":true,"conds":[["rng_pct",">=",0.3744],["dist_twap_pct",">=",0.0123],["cpr_width_pct",">=",0.2022]]},{"id":"R0079","rule":"When gap measured in the direction of the move so far \u2264 -0.18% (\u2248-44 pts at 25,000) AND 1-min Bollinger %B \u2264 0.0848 AND price vs session TWAP (time-weighted VWAP) is negative at 09:20","T":"09:20","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.4,"base_tr":0.1398,"lift_tr":2.862,"n_te":16,"hit_te":0.0625,"base_te":0.2187,"lift_te":0.286,"ci_te":[0.0111,0.2833],"p_rand":0.9855072463768116,"p_perm_fw":1.0,"p_te":0.9807126040221223,"q_bh_te":0.9992166154187662,"q_bh_te_fam":0.984059746015372,"p_holm_te":1.0,"q_bh_tr":0.017380167356801444,"p_holm_tr":1.0,"p_tr":0.0008171351758928495,"stable":false,"by_year":"2022:31/19(n16) 2023:40/7(n5) 2024:56/16(n9) 2025:12/21(n8) 2026:0/22(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.5333333333333333,"bt_tr_avg":24.60862611005605,"bt_tr_dd":350.2411495536023,"bt_te_n":16,"bt_te_win":0.3125,"bt_te_avg":-43.12997223818353,"bt_te_dd":728.5022890091689,"bt_te_gross":-33.260987500000056,"eq":false,"page":false,"conds":[["gap_dir_pct","<=",-0.1752],["bb_pctb","<=",0.0848],["dist_twap_pct","<",0.0]]},{"id":"R0080","rule":"When prior-day range \u2264 0.78% (\u2248196 pts at 25,000) AND expiry is 2 trading days away at 09:20","T":"09:20","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":62,"hit_tr":0.0,"base_tr":0.1398,"lift_tr":0.0,"n_te":39,"hit_te":0.1538,"base_te":0.2187,"lift_te":0.704,"ci_te":[0.0725,0.2973],"p_rand":0.19440279860069964,"p_perm_fw":1.0,"p_te":0.2203351990891887,"q_bh_te":0.3908135283114807,"q_bh_te_fam":0.26879065781004763,"p_holm_te":1.0,"q_bh_tr":0.005420461186821307,"p_holm_tr":1.0,"p_tr":0.00017683963655511,"stable":true,"by_year":"2022:0/19(n12) 2023:0/7(n29) 2024:0/16(n21) 2025:14/21(n21) 2026:17/22(n18)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":62,"bt_tr_win":0.5,"bt_tr_avg":16.530212224618406,"bt_tr_dd":295.8313814930374,"bt_te_n":39,"bt_te_win":0.38461538461538464,"bt_te_avg":-17.5101080832121,"bt_te_dd":1410.675506080408,"bt_te_gross":-6.808912820512864,"eq":false,"page":false,"conds":[["pdr_pct","<=",0.7824],["dte_cat","==",2.0]]},{"id":"R0081","rule":"When size of the move from the open to 09:20 (either direction) \u2264 0.09% (\u224823 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0598 AND the move from the open is UP at 09:20","T":"09:20","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":61,"hit_tr":0.0,"base_tr":0.1398,"lift_tr":0.0,"n_te":46,"hit_te":0.1522,"base_te":0.2187,"lift_te":0.696,"ci_te":[0.0757,0.2822],"p_rand":0.1184407796101949,"p_perm_fw":1.0,"p_te":0.1820224631553301,"q_bh_te":0.3370015889275826,"q_bh_te_fam":0.22485127801540777,"p_holm_te":1.0,"q_bh_tr":0.006071916217413582,"p_holm_tr":1.0,"p_tr":0.00020556910526568404,"stable":true,"by_year":"2022:0/19(n10) 2023:0/7(n35) 2024:0/16(n16) 2025:19/21(n31) 2026:7/22(n15)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":61,"bt_tr_win":0.5737704918032787,"bt_tr_avg":34.02928060013386,"bt_tr_dd":681.4648212680033,"bt_te_n":46,"bt_te_win":0.5434782608695652,"bt_te_avg":11.259833735807046,"bt_te_dd":407.2078498702545,"bt_te_gross":21.406717391304323,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.0911],["atr14_pct","<=",0.0598],["dir","==",1.0]]},{"id":"R0082","rule":"When price vs prior-day high \u2265 -0.16% (\u2248-40 pts at 25,000) AND India VIX (prior day's close) \u2264 12.1 AND it is not expiry day at 09:20","T":"09:20","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":49,"hit_tr":0.0,"base_tr":0.1398,"lift_tr":0.0,"n_te":36,"hit_te":0.1667,"base_te":0.2187,"lift_te":0.762,"ci_te":[0.0787,0.3189],"p_rand":0.3058470764617691,"p_perm_fw":1.0,"p_te":0.29974803146599205,"q_bh_te":0.49382218065244793,"q_bh_te_fam":0.349706036710324,"p_holm_te":1.0,"q_bh_tr":0.02394139977619939,"p_holm_tr":1.0,"p_tr":0.0012516895580639337,"stable":false,"by_year":"2022:\u2013(n0) 2023:0/7(n46) 2024:0/16(n3) 2025:23/21(n22) 2026:7/22(n14)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":49,"bt_tr_win":0.5918367346938775,"bt_tr_avg":8.594483647681834,"bt_tr_dd":323.92429465776604,"bt_te_n":36,"bt_te_win":0.2777777777777778,"bt_te_avg":-38.4755534906359,"bt_te_dd":1436.7698471014783,"bt_te_gross":-28.278955555555612,"eq":false,"page":false,"conds":[["dist_pdh_pct",">=",-0.1596],["vix_prev","<=",12.09],["is_expiry","==",0.0]]},{"id":"R0083","rule":"When prior day's close-to-close return \u2265 +0.67% (\u2248+167 pts at 25,000) AND India VIX (prior day's close) \u2264 13.7 at 09:20","T":"09:20","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":45,"hit_tr":0.0,"base_tr":0.1398,"lift_tr":0.0,"n_te":29,"hit_te":0.1034,"base_te":0.2187,"lift_te":0.473,"ci_te":[0.0358,0.2639],"p_rand":0.08095952023988005,"p_perm_fw":1.0,"p_te":0.0943978187721023,"q_bh_te":0.198194879335052,"q_bh_te_fam":0.12557899872849806,"p_holm_te":1.0,"q_bh_tr":0.03732309690896816,"p_holm_tr":1.0,"p_tr":0.0022856491009757185,"stable":true,"by_year":"2022:0/19(n2) 2023:0/7(n31) 2024:0/16(n12) 2025:18/21(n17) 2026:0/22(n12)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":45,"bt_tr_win":0.5555555555555556,"bt_tr_avg":13.730561891521543,"bt_tr_dd":355.4748167248242,"bt_te_n":29,"bt_te_win":0.2413793103448276,"bt_te_avg":-34.308496651127875,"bt_te_dd":994.9464028827082,"bt_te_gross":-24.084013793103654,"eq":false,"page":false,"conds":[["prevret_pct",">=",0.6697],["vix_prev","<=",13.684]]},{"id":"R0084","rule":"When size of the move from the open to 09:20 (either direction) \u2265 0.22% (\u224854 pts at 25,000) AND gap measured in the direction of the move so far \u2264 -0.18% (\u2248-44 pts at 25,000) AND 1-min RSI(14) \u2264 48.9 at 09:20","T":"09:20","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":38,"hit_tr":0.7632,"base_tr":0.4043,"lift_tr":1.887,"n_te":21,"hit_te":0.7619,"base_te":0.4966,"lift_te":1.534,"ci_te":[0.5491,0.8937],"p_rand":0.01249375312343828,"p_perm_fw":1.0,"p_te":0.012276507710536408,"q_bh_te":0.03478940377446469,"q_bh_te_fam":0.02135676489288582,"p_holm_te":1.0,"q_bh_tr":0.0007745385535339142,"p_holm_tr":1.0,"p_tr":1.5108618069400759e-05,"stable":true,"by_year":"2022:90/47(n19) 2023:57/32(n7) 2024:67/42(n12) 2025:91/51(n11) 2026:60/48(n10)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.47368421052631576,"bt_tr_avg":10.320529428861516,"bt_tr_dd":621.5243546645055,"bt_te_n":21,"bt_te_win":0.38095238095238093,"bt_te_avg":-24.912027974617814,"bt_te_dd":572.7418066676483,"bt_te_gross":-14.168000000000617,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.2166],["gap_dir_pct","<=",-0.1752],["rsi_14","<=",48.8818]]},{"id":"R0085","rule":"When size of the move from the open to 09:20 (either direction) > 0.25% (\u224862 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 +0.09% (\u2248+22 pts at 25,000) AND prior-day range > 1.14% (\u2248284 pts at 25,000) at 09:20","T":"09:20","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"tree","dirn":"higher","n_tr":41,"hit_tr":0.7561,"base_tr":0.4043,"lift_tr":1.87,"n_te":19,"hit_te":0.5789,"base_te":0.4966,"lift_te":1.166,"ci_te":[0.3628,0.7686],"p_rand":0.2843578210894553,"p_perm_fw":1.0,"p_te":0.313041449204765,"q_bh_te":0.5080897092887043,"q_bh_te_fam":0.36162745016188963,"p_holm_te":1.0,"q_bh_tr":0.000566099243973638,"p_holm_tr":1.0,"p_tr":1.0227169070253622e-05,"stable":false,"by_year":"2022:78/47(n23) 2023:33/32(n6) 2024:92/42(n12) 2025:100/51(n5) 2026:43/48(n14)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":41,"bt_tr_win":0.36585365853658536,"bt_tr_avg":16.174496476738454,"bt_tr_dd":495.69048592102695,"bt_te_n":19,"bt_te_win":0.3157894736842105,"bt_te_avg":-30.307238234291248,"bt_te_dd":739.2674824188458,"bt_te_gross":-20.154547368421365,"eq":false,"page":false,"conds":[["abs_mv_pct",">",0.2474],["ema9_21_pct","<=",0.0875],["pdr_pct",">",1.1356]]},{"id":"R0086","rule":"When size of the move from the open to 09:20 (either direction) \u2264 0.35% (\u224888 pts at 25,000) AND price vs prior-day high > -1.42% (\u2248-354 pts at 25,000) AND prior day's close-to-close return \u2264 -0.91% (\u2248-228 pts at 25,000) at 09:20","T":"09:20","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":34,"hit_tr":0.7353,"base_tr":0.4043,"lift_tr":1.818,"n_te":26,"hit_te":0.5385,"base_te":0.4966,"lift_te":1.084,"ci_te":[0.3546,0.7124],"p_rand":0.3983008495752124,"p_perm_fw":1.0,"p_te":0.4087908486180949,"q_bh_te":0.6198825348779847,"q_bh_te_fam":0.4587195018844271,"p_holm_te":1.0,"q_bh_tr":0.005685271767548823,"p_holm_tr":1.0,"p_tr":0.00018861677701588207,"stable":false,"by_year":"2022:84/47(n19) 2023:75/32(n8) 2024:43/42(n7) 2025:50/51(n12) 2026:57/48(n14)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.5882352941176471,"bt_tr_avg":34.031047261058525,"bt_tr_dd":491.4761769482195,"bt_te_n":26,"bt_te_win":0.3076923076923077,"bt_te_avg":-9.859985536632312,"bt_te_dd":678.3000940296071,"bt_te_gross":0.5910846153850658,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.3517],["dist_pdh_pct",">",-1.4154],["prevret_pct","<=",-0.914]]},{"id":"R0087","rule":"When size of the move from the open to 09:20 (either direction) \u2265 0.22% (\u224854 pts at 25,000) AND it is Tuesday AND expiry is 2 trading days away at 09:20","T":"09:20","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.7333,"base_tr":0.4043,"lift_tr":1.814,"n_te":11,"hit_te":0.5455,"base_te":0.4966,"lift_te":1.098,"ci_te":[0.2801,0.7873],"p_rand":0.5257371314342829,"p_perm_fw":1.0,"p_te":0.4907511825756388,"q_bh_te":0.7008814257496062,"q_bh_te_fam":0.5393676548681787,"p_holm_te":1.0,"q_bh_tr":0.012643276003832252,"p_holm_tr":1.0,"p_tr":0.0005345296657851065,"stable":true,"by_year":"2022:86/47(n14) 2023:62/32(n8) 2024:62/42(n8) 2025:55/51(n11) 2026:\u2013(n0)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.5,"bt_tr_avg":44.830181333117345,"bt_tr_dd":349.5899267127512,"bt_te_n":11,"bt_te_win":0.36363636363636365,"bt_te_avg":-22.732839948732003,"bt_te_dd":608.7256982135173,"bt_te_gross":-14.722527272727431,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2166],["dow","==",1.0],["dte_cat","==",2.0]]},{"id":"R0088","rule":"When size of the move from the open to 09:20 (either direction) > 0.35% (\u224888 pts at 25,000) AND price vs prior-day low \u2264 +1.02% (\u2248+254 pts at 25,000) AND opening-range size \u2264 0.88% (\u2248220 pts at 25,000) at 09:20","T":"09:20","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":47,"hit_tr":0.7234,"base_tr":0.4043,"lift_tr":1.789,"n_te":29,"hit_te":0.6207,"base_te":0.4966,"lift_te":1.25,"ci_te":[0.44,0.7731],"p_rand":0.11444277861069466,"p_perm_fw":1.0,"p_te":0.12470057091726024,"q_bh_te":0.24787107347970747,"q_bh_te_fam":0.16079810460383556,"p_holm_te":1.0,"q_bh_tr":0.0009265006252252839,"p_holm_tr":1.0,"p_tr":1.884833508545732e-05,"stable":false,"by_year":"2022:79/47(n28) 2023:38/32(n8) 2024:82/42(n11) 2025:80/51(n15) 2026:43/48(n14)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":47,"bt_tr_win":0.40425531914893614,"bt_tr_avg":-12.353331876933051,"bt_tr_dd":737.583982742496,"bt_te_n":29,"bt_te_win":0.41379310344827586,"bt_te_avg":-2.118294487076204,"bt_te_dd":655.1753126983376,"bt_te_gross":8.12097931034441,"eq":false,"page":false,"conds":[["abs_mv_pct",">",0.3517],["dist_pdl_pct","<=",1.0169],["or_rng_pct","<=",0.8797]]},{"id":"R0089","rule":"When size of the move from the open to 09:20 (either direction) \u2265 0.22% (\u224854 pts at 25,000) AND gap measured in the direction of the move so far \u2264 -0.40% (\u2248-100 pts at 25,000) AND India VIX (prior day's close) \u2265 15.2 at 09:20","T":"09:20","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.7188,"base_tr":0.4043,"lift_tr":1.778,"n_te":10,"hit_te":0.5,"base_te":0.4966,"lift_te":1.007,"ci_te":[0.2366,0.7634],"p_rand":0.591704147926037,"p_perm_fw":1.0,"p_te":0.6146099997441388,"q_bh_te":0.8040318641791795,"q_bh_te_fam":0.6558814516325836,"p_holm_te":1.0,"q_bh_tr":0.014339148456068521,"p_holm_tr":1.0,"p_tr":0.0006313456910979902,"stable":false,"by_year":"2022:79/47(n28) 2023:100/32(n1) 2024:0/42(n3) 2025:67/51(n3) 2026:43/48(n7)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.375,"bt_tr_avg":-6.157152763377294,"bt_tr_dd":369.3473839906195,"bt_te_n":10,"bt_te_win":0.4,"bt_te_avg":-14.43516084053131,"bt_te_dd":547.9412730463516,"bt_te_gross":-4.3499400000000605,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2166],["gap_dir_pct","<=",-0.399],["vix_prev",">=",15.236]]},{"id":"R0090","rule":"When size of the move from the open to 09:20 (either direction) \u2264 0.25% (\u224862 pts at 25,000) AND prior day's close-to-close return > +0.90% (\u2248+226 pts at 25,000) AND India VIX change on the prior day (%) \u2264 -2.9 at 09:20","T":"09:20","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":35,"hit_tr":0.7143,"base_tr":0.4043,"lift_tr":1.767,"n_te":20,"hit_te":0.3,"base_te":0.4966,"lift_te":0.604,"ci_te":[0.1455,0.519],"p_rand":0.9765117441279361,"p_perm_fw":1.0,"p_te":0.9777422979187264,"q_bh_te":0.9992166154187662,"q_bh_te_fam":0.9827563609849762,"p_holm_te":1.0,"q_bh_tr":0.010241446972589682,"p_holm_tr":1.0,"p_tr":0.0004060950168625683,"stable":false,"by_year":"2022:65/47(n23) 2023:67/32(n3) 2024:89/42(n9) 2025:43/51(n7) 2026:23/48(n13)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":35,"bt_tr_win":0.6571428571428571,"bt_tr_avg":55.34236711562842,"bt_tr_dd":208.98606432458746,"bt_te_n":20,"bt_te_win":0.25,"bt_te_avg":-46.8747063117056,"bt_te_dd":1177.54565554361,"bt_te_gross":-34.81781000000028,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.2471],["prevret_pct",">",0.9048],["vix_chg","<=",-2.8974]]},{"id":"R0091","rule":"When size of the move from the open to 09:20 (either direction) \u2265 0.14% (\u224835 pts at 25,000) AND CPR width \u2265 0.30% (\u224876 pts at 25,000) AND the day opened inside the prior-day range at 09:20","T":"09:20","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":38,"hit_tr":0.7105,"base_tr":0.4043,"lift_tr":1.757,"n_te":23,"hit_te":0.4783,"base_te":0.4966,"lift_te":0.963,"ci_te":[0.2924,0.6704],"p_rand":0.6341829085457271,"p_perm_fw":1.0,"p_te":0.6489831209154536,"q_bh_te":0.8289835856108083,"q_bh_te_fam":0.685102468758145,"p_holm_te":1.0,"q_bh_tr":0.007296473604221704,"p_holm_tr":1.0,"p_tr":0.0002612941531771468,"stable":true,"by_year":"2022:70/47(n20) 2023:50/32(n4) 2024:79/42(n14) 2025:44/51(n9) 2026:50/48(n14)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.4473684210526316,"bt_tr_avg":24.29516398427255,"bt_tr_dd":458.14101064800417,"bt_te_n":23,"bt_te_win":0.17391304347826086,"bt_te_avg":-44.61347184369712,"bt_te_dd":1026.1098524050337,"bt_te_gross":-33.581878260869416,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.1409],["cpr_width_pct",">=",0.3036],["open_vs_pd","==",0.0]]},{"id":"R0092","rule":"When India VIX (prior day's close) \u2264 12.1 AND India VIX change on the prior day (%) \u2264 -1.33 AND 1-min EMA9 \u2212 EMA21 (as % of price) is positive at 09:20","T":"09:20","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":36,"hit_tr":0.0833,"base_tr":0.4043,"lift_tr":0.206,"n_te":39,"hit_te":0.5385,"base_te":0.4966,"lift_te":1.084,"ci_te":[0.3857,0.6843],"p_rand":0.736631684157921,"p_perm_fw":1.0,"p_te":0.752561035647313,"q_bh_te":0.8895835616517173,"q_bh_te_fam":0.7756423923964627,"p_holm_te":1.0,"q_bh_tr":0.0017035244292838388,"p_holm_tr":1.0,"p_tr":4.0485957042457676e-05,"stable":false,"by_year":"2022:\u2013(n0) 2023:3/32(n32) 2024:50/42(n4) 2025:56/51(n27) 2026:50/48(n12)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.8333333333333334,"bt_tr_avg":33.88561287884418,"bt_tr_dd":122.27249129820916,"bt_te_n":39,"bt_te_win":0.3333333333333333,"bt_te_avg":-24.185153971727424,"bt_te_dd":971.6766086509074,"bt_te_gross":-14.356682051281846,"eq":false,"page":false,"conds":[["vix_prev","<=",12.09],["vix_chg","<=",-1.3269],["ema9_21_pct",">",0.0]]},{"id":"R0093","rule":"When size of the opening gap \u2264 0.53% (\u2248132 pts at 25,000) AND gap measured in the direction of the move so far > +0.35% (\u2248+88 pts at 25,000) AND price vs prior-day low > -0.22% (\u2248-56 pts at 25,000) at 09:20","T":"09:20","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":37,"hit_tr":0.1081,"base_tr":0.4043,"lift_tr":0.267,"n_te":20,"hit_te":0.4,"base_te":0.4966,"lift_te":0.806,"ci_te":[0.2188,0.6134],"p_rand":0.2813593203398301,"p_perm_fw":1.0,"p_te":0.261674099434514,"q_bh_te":0.4462232011409607,"q_bh_te_fam":0.3108371120555439,"p_holm_te":1.0,"q_bh_tr":0.004979089770655981,"p_holm_tr":1.0,"p_tr":0.00015881167385446536,"stable":false,"by_year":"2022:12/47(n17) 2023:12/32(n16) 2024:0/42(n4) 2025:25/51(n8) 2026:50/48(n12)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":37,"bt_tr_win":0.5945945945945946,"bt_tr_avg":50.05768625021815,"bt_tr_dd":207.62315054782175,"bt_te_n":20,"bt_te_win":0.3,"bt_te_avg":-14.763859528984815,"bt_te_dd":692.6980477514646,"bt_te_gross":-3.2478199999997743,"eq":false,"page":false,"conds":[["abs_gap_pct","<=",0.5284],["gap_dir_pct",">",0.3514],["dist_pdl_pct",">",-0.2228]]},{"id":"R0094","rule":"When prior-day range \u2264 0.78% (\u2248196 pts at 25,000) AND the move from the open is DOWN AND expiry is 2 trading days away at 09:20","T":"09:20","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":40,"hit_tr":0.125,"base_tr":0.4043,"lift_tr":0.309,"n_te":19,"hit_te":0.4737,"base_te":0.4966,"lift_te":0.954,"ci_te":[0.2733,0.6829],"p_rand":0.5432283858070964,"p_perm_fw":1.0,"p_te":0.5120391141062871,"q_bh_te":0.7223541638770854,"q_bh_te_fam":0.5606685271778339,"p_holm_te":1.0,"q_bh_tr":0.0067561146185708045,"p_holm_tr":1.0,"p_tr":0.0002353800172259164,"stable":false,"by_year":"2022:0/47(n5) 2023:14/32(n21) 2024:14/42(n14) 2025:64/51(n11) 2026:25/48(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":40,"bt_tr_win":0.55,"bt_tr_avg":8.606660001533257,"bt_tr_dd":227.5356233580729,"bt_te_n":19,"bt_te_win":0.3684210526315789,"bt_te_avg":-23.919764545864656,"bt_te_dd":686.5290743359819,"bt_te_gross":-13.396536842105363,"eq":false,"page":false,"conds":[["pdr_pct","<=",0.7824],["dir","==",-1.0],["dte_cat","==",2.0]]},{"id":"R0095","rule":"When India VIX (prior day's close) \u2264 12.1 AND it is Wednesday at 09:20","T":"09:20","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":31,"hit_tr":0.129,"base_tr":0.4043,"lift_tr":0.319,"n_te":28,"hit_te":0.3214,"base_te":0.4966,"lift_te":0.647,"ci_te":[0.1793,0.5066],"p_rand":0.037481259370314844,"p_perm_fw":1.0,"p_te":0.04702424161831523,"q_bh_te":0.10961046247722399,"q_bh_te_fam":0.06827223227547989,"p_holm_te":1.0,"q_bh_tr":0.030886768038973042,"p_holm_tr":1.0,"p_tr":0.0017629032275792494,"stable":false,"by_year":"2022:\u2013(n0) 2023:14/32(n28) 2024:0/42(n3) 2025:22/51(n18) 2026:50/48(n10)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.7741935483870968,"bt_tr_avg":32.953998759886225,"bt_tr_dd":109.31847153340152,"bt_te_n":28,"bt_te_win":0.5357142857142857,"bt_te_avg":20.022481258529957,"bt_te_dd":346.3972390274323,"bt_te_gross":30.139314285714004,"eq":false,"page":false,"conds":[["vix_prev","<=",12.09],["dow","==",2.0]]},{"id":"R0096","rule":"When gap measured in the direction of the move so far \u2264 -0.17% (\u2248-43 pts at 25,000) AND size of the move from the open to 09:20 (either direction) \u2264 0.06% (\u224816 pts at 25,000) AND 1-min ATR(14) as % of price > 0.0666 at 09:20","T":"09:20","target":"the best favourable excursion after 09:20 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"tree","dirn":"higher","n_tr":38,"hit_tr":0.8421,"base_tr":0.4749,"lift_tr":1.773,"n_te":16,"hit_te":0.375,"base_te":0.5194,"lift_te":0.722,"ci_te":[0.1848,0.6136],"p_rand":0.927536231884058,"p_perm_fw":0.9702970297029703,"p_te":0.9206623180775829,"q_bh_te":0.9814389832816433,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0003750602986157448,"p_holm_tr":1.0,"p_tr":6.163303662760715e-06,"stable":false,"by_year":"2022:71/50(n17) 2023:86/46(n7) 2024:100/47(n14) 2025:50/51(n4) 2026:33/53(n12)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.5526315789473685,"bt_tr_avg":31.530965751913726,"bt_tr_dd":352.5025553419202,"bt_te_n":16,"bt_te_win":0.375,"bt_te_avg":-25.731498974862525,"bt_te_dd":553.4739907493927,"bt_te_gross":-12.885062500000231,"eq":false,"page":false,"conds":[["gap_dir_pct","<=",-0.1739],["abs_mv_pct","<=",0.0627],["atr14_pct",">",0.0666]]},{"id":"R0097","rule":"When size of the move from the open to 09:20 (either direction) \u2264 0.01% (\u22483 pts at 25,000) AND 1-min ADX(14) \u2264 43.5 at 09:20","T":"09:20","target":"the best favourable excursion after 09:20 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":31,"hit_tr":0.8065,"base_tr":0.4749,"lift_tr":1.698,"n_te":14,"hit_te":0.5,"base_te":0.5194,"lift_te":0.963,"ci_te":[0.268,0.732],"p_rand":0.6636681659170415,"p_perm_fw":1.0,"p_te":0.6602538070400004,"q_bh_te":0.8378155358262146,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.008472565658005252,"p_holm_tr":1.0,"p_tr":0.00031694258129591143,"stable":false,"by_year":"2022:67/50(n9) 2023:83/46(n12) 2024:90/47(n10) 2025:46/51(n13) 2026:100/53(n1)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.5806451612903226,"bt_tr_avg":45.61899910829046,"bt_tr_dd":229.26860797314907,"bt_te_n":14,"bt_te_win":0.42857142857142855,"bt_te_avg":17.18853845325051,"bt_te_dd":440.18667232093605,"bt_te_gross":25.449442857143108,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.0103],["adx_14","<=",43.456]]},{"id":"R0098","rule":"When price vs session TWAP (time-weighted VWAP) \u2265 +0.04% (\u2248+10 pts at 25,000) AND India VIX (prior day's close) \u2265 15.2 AND 1-min ATR(14) as % of price \u2265 0.0876 at 09:20","T":"09:20","target":"the best favourable excursion after 09:20 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.7742,"base_tr":0.4749,"lift_tr":1.63,"n_te":24,"hit_te":0.625,"base_te":0.5194,"lift_te":1.203,"ci_te":[0.4271,0.7884],"p_rand":0.18240879560219891,"p_perm_fw":1.0,"p_te":0.2033781138063775,"q_bh_te":0.3667597896471223,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.02491708893292988,"p_holm_tr":1.0,"p_tr":0.0013193250464232573,"stable":true,"by_year":"2022:76/50(n29) 2023:\u2013(n0) 2024:100/47(n2) 2025:67/51(n3) 2026:62/53(n21)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.5483870967741935,"bt_tr_avg":38.01098973219089,"bt_tr_dd":225.2679330684532,"bt_te_n":24,"bt_te_win":0.5,"bt_te_avg":16.8340359713707,"bt_te_dd":434.58429982019265,"bt_te_gross":29.538624999999836,"eq":false,"page":false,"conds":[["dist_twap_pct",">=",0.0383],["vix_prev",">=",15.236],["atr14_pct",">=",0.0876]]},{"id":"R0099","rule":"When opening gap vs prior close > +0.64% (\u2248+160 pts at 25,000) AND move from the open to 09:20 > -0.19% (\u2248-47 pts at 25,000) AND India VIX (prior day's close) > 12.5 at 09:20","T":"09:20","target":"the best favourable excursion after 09:20 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":38,"hit_tr":0.7632,"base_tr":0.4749,"lift_tr":1.607,"n_te":18,"hit_te":0.6667,"base_te":0.5194,"lift_te":1.284,"ci_te":[0.4375,0.8372],"p_rand":0.14592703648175911,"p_perm_fw":1.0,"p_te":0.15509142487204816,"q_bh_te":0.29845234202018345,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.013067960867686312,"p_holm_tr":1.0,"p_tr":0.0005585215072559251,"stable":true,"by_year":"2022:80/50(n30) 2023:100/46(n1) 2024:57/47(n7) 2025:50/51(n8) 2026:80/53(n10)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.5,"bt_tr_avg":18.05062833179552,"bt_tr_dd":352.8627262573252,"bt_te_n":18,"bt_te_win":0.4444444444444444,"bt_te_avg":2.053679044249059,"bt_te_dd":324.3836118655008,"bt_te_gross":13.643622222222499,"eq":false,"page":false,"conds":[["gap_pct",">",0.6402],["mv_pct",">",-0.187],["vix_prev",">",12.52]]},{"id":"R0100","rule":"When size of the move from the open to 09:20 (either direction) \u2264 0.09% (\u224823 pts at 25,000) AND opening gap vs prior close \u2265 +0.41% (\u2248+103 pts at 25,000) AND CPR width \u2265 0.20% (\u224851 pts at 25,000) at 09:20","T":"09:20","target":"the best favourable excursion after 09:20 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.7667,"base_tr":0.4749,"lift_tr":1.614,"n_te":5,"hit_te":0.8,"base_te":0.5194,"lift_te":1.54,"ci_te":[0.3755,0.9638],"p_rand":0.19140429785107446,"p_perm_fw":1.0,"p_te":0.21263925556455684,"q_bh_te":0.3797222990928753,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.03602404726448824,"p_holm_tr":1.0,"p_tr":0.002177401346655878,"stable":false,"by_year":"2022:71/50(n17) 2023:78/46(n9) 2024:100/47(n4) 2025:67/51(n3) 2026:100/53(n2)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.4666666666666667,"bt_tr_avg":20.88923591566533,"bt_tr_dd":169.4853633454978,"bt_te_n":5,"bt_te_win":0.6,"bt_te_avg":28.454095412618592,"bt_te_dd":101.93366544263121,"bt_te_gross":39.258759999999896,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.0911],["gap_pct",">=",0.4109],["cpr_width_pct",">=",0.2022]]},{"id":"R0101","rule":"When gap measured in the direction of the move so far \u2264 -0.18% (\u2248-44 pts at 25,000) AND prior day's close-to-close return \u2265 +0.67% (\u2248+167 pts at 25,000) AND 1-min RSI(14) \u2265 64.6 at 09:20","T":"09:20","target":"the best favourable excursion after 09:20 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.7576,"base_tr":0.4749,"lift_tr":1.595,"n_te":11,"hit_te":0.4545,"base_te":0.5194,"lift_te":0.875,"ci_te":[0.2127,0.7199],"p_rand":0.8050974512743628,"p_perm_fw":1.0,"p_te":0.7675124960131203,"q_bh_te":0.9031745110469164,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.031239459117200215,"p_holm_tr":1.0,"p_tr":0.0017928283274751058,"stable":true,"by_year":"2022:71/50(n14) 2023:71/46(n7) 2024:83/47(n12) 2025:43/51(n7) 2026:50/53(n4)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.5454545454545454,"bt_tr_avg":8.243567299148996,"bt_tr_dd":247.2206006374848,"bt_te_n":11,"bt_te_win":0.45454545454545453,"bt_te_avg":-10.001390671598681,"bt_te_dd":377.4099540938057,"bt_te_gross":-0.5497818181813107,"eq":false,"page":false,"conds":[["gap_dir_pct","<=",-0.1752],["prevret_pct",">=",0.6697],["rsi_14",">=",64.6078]]},{"id":"R0102","rule":"When size of the move from the open to 09:20 (either direction) \u2264 0.09% (\u224823 pts at 25,000) AND gap measured in the direction of the move so far \u2264 -0.18% (\u2248-44 pts at 25,000) AND CPR width \u2265 0.20% (\u224851 pts at 25,000) at 09:20","T":"09:20","target":"the best favourable excursion after 09:20 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":36,"hit_tr":0.75,"base_tr":0.4749,"lift_tr":1.579,"n_te":18,"hit_te":0.4444,"base_te":0.5194,"lift_te":0.856,"ci_te":[0.2456,0.6628],"p_rand":0.8085957021489255,"p_perm_fw":1.0,"p_te":0.8082786864409489,"q_bh_te":0.9318340302964895,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.026893574513525628,"p_holm_tr":1.0,"p_tr":0.0014642584820536947,"stable":false,"by_year":"2022:62/50(n16) 2023:70/46(n10) 2024:100/47(n10) 2025:38/51(n8) 2026:50/53(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.4444444444444444,"bt_tr_avg":16.54206904251616,"bt_tr_dd":447.49871374348066,"bt_te_n":18,"bt_te_win":0.5,"bt_te_avg":21.657701478141874,"bt_te_dd":497.7479655969129,"bt_te_gross":33.26243333333312,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.0911],["gap_dir_pct","<=",-0.1752],["cpr_width_pct",">=",0.2022]]},{"id":"R0103","rule":"When size of the opening gap \u2265 0.55% (\u2248138 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) \u2265 +0.04% (\u2248+10 pts at 25,000) at 09:20","T":"09:20","target":"the best favourable excursion after 09:20 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.75,"base_tr":0.4749,"lift_tr":1.579,"n_te":20,"hit_te":0.55,"base_te":0.5194,"lift_te":1.059,"ci_te":[0.3421,0.7418],"p_rand":0.48825587206396803,"p_perm_fw":1.0,"p_te":0.4811390526936703,"q_bh_te":0.6918153242873485,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.04443154524854954,"p_holm_tr":1.0,"p_tr":0.00289838340952138,"stable":true,"by_year":"2022:90/50(n21) 2023:33/46(n3) 2024:50/47(n8) 2025:57/51(n7) 2026:54/53(n13)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.5,"bt_tr_avg":14.742993503060658,"bt_tr_dd":426.5069948012731,"bt_te_n":20,"bt_te_win":0.45,"bt_te_avg":13.521934012276663,"bt_te_dd":349.6003306596745,"bt_te_gross":25.075329999999667,"eq":false,"page":false,"conds":[["abs_gap_pct",">=",0.5504],["dist_twap_pct",">=",0.0383]]},{"id":"R0104","rule":"When position in today's range so far (0 = at low, 1 = at high) \u2264 0.361 AND prior-day range \u2265 1.34% (\u2248336 pts at 25,000) AND price is below the CPR at 09:20","T":"09:20","target":"the best favourable excursion after 09:20 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":32,"hit_tr":0.125,"base_tr":0.4749,"lift_tr":0.263,"n_te":14,"hit_te":0.5714,"base_te":0.5194,"lift_te":1.1,"ci_te":[0.3259,0.7862],"p_rand":0.712143928035982,"p_perm_fw":1.0,"p_te":0.7430161026952602,"q_bh_te":0.8839799899875066,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0024117112197213865,"p_holm_tr":1.0,"p_tr":6.287602648470966e-05,"stable":true,"by_year":"2022:14/50(n14) 2023:20/46(n5) 2024:8/47(n13) 2025:60/51(n5) 2026:56/53(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.4375,"bt_tr_avg":52.79418398510885,"bt_tr_dd":325.0189029288905,"bt_te_n":14,"bt_te_win":0.2857142857142857,"bt_te_avg":-22.054747838789837,"bt_te_dd":431.4569411158401,"bt_te_gross":-11.643085714285657,"eq":false,"page":false,"conds":[["pos_rng","<=",0.3612],["pdr_pct",">=",1.345],["cpr_pos","==",-1.0]]},{"id":"R0105","rule":"When range so far (high\u2212low since 09:15) \u2265 0.37% (\u224894 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) \u2264 0.361 AND prior-day range \u2265 1.34% (\u2248336 pts at 25,000) at 09:20","T":"09:20","target":"the best favourable excursion after 09:20 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.1333,"base_tr":0.4749,"lift_tr":0.281,"n_te":16,"hit_te":0.375,"base_te":0.5194,"lift_te":0.722,"ci_te":[0.1848,0.6136],"p_rand":0.12993503248375812,"p_perm_fw":1.0,"p_te":0.18273883351401032,"q_bh_te":0.33768468854680234,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.005399165309593326,"p_holm_tr":1.0,"p_tr":0.0001758810474752021,"stable":true,"by_year":"2022:15/50(n13) 2023:0/46(n4) 2024:15/47(n13) 2025:0/51(n1) 2026:40/53(n15)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.36666666666666664,"bt_tr_avg":24.691579954800236,"bt_tr_dd":282.82263236995107,"bt_te_n":16,"bt_te_win":0.4375,"bt_te_avg":13.516224997844166,"bt_te_dd":532.3472669848992,"bt_te_gross":24.526187500000106,"eq":false,"page":false,"conds":[["rng_pct",">=",0.3744],["pos_rng","<=",0.3612],["pdr_pct",">=",1.345]]},{"id":"R0106","rule":"When gap measured in the direction of the move so far > -0.17% (\u2248-43 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) \u2264 0.377 AND 1-min EMA9 \u2212 EMA21 (as % of price) > -0.02% (\u2248-5 pts at 25,000) at 09:20","T":"09:20","target":"the best favourable excursion after 09:20 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"tree","dirn":"lower","n_tr":39,"hit_tr":0.1538,"base_tr":0.4749,"lift_tr":0.324,"n_te":31,"hit_te":0.6129,"base_te":0.5194,"lift_te":1.18,"ci_te":[0.4382,0.7627],"p_rand":0.887056471764118,"p_perm_fw":1.0,"p_te":0.8896837876668813,"q_bh_te":0.974509803075986,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0021390442105106945,"p_holm_tr":1.0,"p_tr":5.397257860548198e-05,"stable":false,"by_year":"2022:12/50(n8) 2023:12/46(n17) 2024:21/47(n14) 2025:52/51(n23) 2026:88/53(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":39,"bt_tr_win":0.6923076923076923,"bt_tr_avg":36.814041504807115,"bt_tr_dd":202.32535435597651,"bt_te_n":31,"bt_te_win":0.3548387096774194,"bt_te_avg":-18.576081641192946,"bt_te_dd":783.3235292853659,"bt_te_gross":-8.793154838709714,"eq":false,"page":false,"conds":[["gap_dir_pct",">",-0.1739],["pos_rng","<=",0.3772],["ema9_21_pct",">",-0.0208]]},{"id":"R0107","rule":"When range so far (high\u2212low since 09:15) \u2265 0.37% (\u224894 pts at 25,000) AND CPR width \u2265 0.30% (\u224876 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is negative at 09:20","T":"09:20","target":"the best favourable excursion after 09:20 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":31,"hit_tr":0.1613,"base_tr":0.4749,"lift_tr":0.34,"n_te":20,"hit_te":0.4,"base_te":0.5194,"lift_te":0.77,"ci_te":[0.2188,0.6134],"p_rand":0.1679160419790105,"p_perm_fw":1.0,"p_te":0.19926036222821736,"q_bh_te":0.36067238749688507,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.012782652603213936,"p_holm_tr":1.0,"p_tr":0.0005424841341742587,"stable":true,"by_year":"2022:19/50(n16) 2023:0/46(n2) 2024:15/47(n13) 2025:50/51(n6) 2026:36/53(n14)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.3225806451612903,"bt_tr_avg":15.597450557866845,"bt_tr_dd":477.40069098889734,"bt_te_n":20,"bt_te_win":0.35,"bt_te_avg":-27.9426867597318,"bt_te_dd":890.6700457361959,"bt_te_gross":-16.432809999999883,"eq":false,"page":false,"conds":[["rng_pct",">=",0.3744],["cpr_width_pct",">=",0.3036],["dist_twap_pct","<",0.0]]},{"id":"R0108","rule":"When size of the move from the open to 09:20 (either direction) > 0.30% (\u224874 pts at 25,000) AND prior day's close-to-close return > -0.51% (\u2248-127 pts at 25,000) AND India VIX change on the prior day (%) > -4.89 at 09:20","T":"09:20","target":"price never trades back to the open after 09:20","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":45,"hit_tr":0.6889,"base_tr":0.2062,"lift_tr":3.34,"n_te":37,"hit_te":0.6216,"base_te":0.2802,"lift_te":2.219,"ci_te":[0.461,0.7594],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.5354579363594164e-05,"q_bh_te":0.00012541723648246662,"q_bh_te_fam":7.586968626717117e-05,"p_holm_te":0.013112810776509417,"q_bh_tr":3.6844242743954307e-09,"p_holm_tr":7.607844495363894e-05,"p_tr":8.249512176209945e-12,"stable":true,"by_year":"2022:74/22(n19) 2023:70/20(n10) 2024:62/20(n16) 2025:64/28(n22) 2026:60/28(n15)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":45,"bt_tr_win":0.5333333333333333,"bt_tr_avg":9.792469890017006,"bt_tr_dd":755.1422686364098,"bt_te_n":37,"bt_te_win":0.5135135135135135,"bt_te_avg":23.313922511728606,"bt_te_dd":430.22526559236144,"bt_te_gross":33.29416216216172,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.2966],["prevret_pct",">",-0.5073],["vix_chg",">",-4.8911]]},{"id":"R0109","rule":"When size of the move from the open to 09:20 (either direction) > 0.30% (\u224874 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 \u2264 +1.00% (\u2248+249 pts at 25,000) at 09:20","T":"09:20","target":"price never trades back to the open after 09:20","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":42,"hit_tr":0.5952,"base_tr":0.2062,"lift_tr":2.886,"n_te":31,"hit_te":0.5806,"base_te":0.2802,"lift_te":2.072,"ci_te":[0.4077,0.7358],"p_rand":0.0004997501249375312,"p_perm_fw":0.019801980198019802,"p_te":0.0004370901271530499,"q_bh_te":0.0020524232057621476,"q_bh_te_fam":0.0012476164794465697,"p_holm_te":0.33481103739923623,"q_bh_tr":1.104600239484529e-05,"p_holm_tr":0.7993172363507085,"p_tr":8.716717441485495e-08,"stable":false,"by_year":"2022:56/22(n23) 2023:71/20(n7) 2024:58/20(n12) 2025:79/28(n19) 2026:25/28(n12)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":42,"bt_tr_win":0.5,"bt_tr_avg":19.146938160727068,"bt_tr_dd":437.8624568886946,"bt_te_n":31,"bt_te_win":0.45161290322580644,"bt_te_avg":-6.497408072242101,"bt_te_dd":608.0429425503014,"bt_te_gross":2.8992451612900747,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.2973],["pos_rng",">",0.1157],["dist_pdl_pct","<=",0.9958]]},{"id":"R0110","rule":"When size of the move from the open to 09:20 (either direction) \u2265 0.22% (\u224854 pts at 25,000) AND gap measured in the direction of the move so far \u2264 -0.18% (\u2248-44 pts at 25,000) AND 1-min RSI(14) \u2264 48.9 at 09:20","T":"09:20","target":"price never trades back to the open after 09:20","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":38,"hit_tr":0.5789,"base_tr":0.2062,"lift_tr":2.807,"n_te":21,"hit_te":0.5238,"base_te":0.2802,"lift_te":1.87,"ci_te":[0.3237,0.7166],"p_rand":0.009995002498750625,"p_perm_fw":0.43564356435643564,"p_te":0.01579241951188759,"q_bh_te":0.04373285403291948,"q_bh_te_fam":0.026837984604017057,"p_holm_te":1.0,"q_bh_tr":9.227505584032022e-05,"p_holm_tr":1.0,"p_tr":1.1066973945127707e-06,"stable":true,"by_year":"2022:53/22(n19) 2023:86/20(n7) 2024:50/20(n12) 2025:73/28(n11) 2026:30/28(n10)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.47368421052631576,"bt_tr_avg":10.320529428861516,"bt_tr_dd":621.5243546645055,"bt_te_n":21,"bt_te_win":0.38095238095238093,"bt_te_avg":-24.912027974617814,"bt_te_dd":572.7418066676483,"bt_te_gross":-14.168000000000617,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.2166],["gap_dir_pct","<=",-0.1752],["rsi_14","<=",48.8818]]},{"id":"R0111","rule":"When move from the open to 09:20 \u2264 -0.26% (\u2248-66 pts at 25,000) AND prior day's close-to-close return > -0.46% (\u2248-116 pts at 25,000) AND CPR width \u2264 0.53% (\u2248131 pts at 25,000) at 09:20","T":"09:20","target":"price never trades back to the open after 09:20","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":44,"hit_tr":0.5682,"base_tr":0.2062,"lift_tr":2.755,"n_te":41,"hit_te":0.6341,"base_te":0.2802,"lift_te":2.263,"ci_te":[0.4812,0.7641],"p_rand":0.0004997501249375312,"p_perm_fw":0.13861386138613863,"p_te":2.493902579779701e-06,"q_bh_te":2.8186898924951973e-05,"q_bh_te_fam":1.705133391756354e-05,"p_holm_te":0.002212091588264595,"q_bh_tr":3.211589637623379e-05,"p_holm_tr":1.0,"p_tr":3.1106722094854537e-07,"stable":true,"by_year":"2022:50/22(n16) 2023:57/20(n14) 2024:64/20(n14) 2025:65/28(n20) 2026:62/28(n21)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":44,"bt_tr_win":0.45454545454545453,"bt_tr_avg":22.703040665925556,"bt_tr_dd":857.258886595368,"bt_te_n":41,"bt_te_win":0.4634146341463415,"bt_te_avg":12.307912479094746,"bt_te_dd":645.1323201775311,"bt_te_gross":22.83896097560962,"eq":true,"page":true,"conds":[["mv_pct","<=",-0.2642],["prevret_pct",">",-0.4646],["cpr_width_pct","<=",0.5259]]},{"id":"R0112","rule":"When 1-min RSI(14) > 75.8 AND move from the open to 09:20 > +0.15% (\u2248+38 pts at 25,000) at 09:20","T":"09:20","target":"price never trades back to the open after 09:20","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":39,"hit_tr":0.5641,"base_tr":0.2062,"lift_tr":2.735,"n_te":32,"hit_te":0.4062,"base_te":0.2802,"lift_te":1.45,"ci_te":[0.2552,0.5774],"p_rand":0.019490254872563718,"p_perm_fw":0.6831683168316832,"p_te":0.08522541998395589,"q_bh_te":0.1820639741195717,"q_bh_te_fam":0.11467402048184454,"p_holm_te":1.0,"q_bh_tr":0.00015320639892240715,"p_holm_tr":1.0,"p_tr":2.0423499712941377e-06,"stable":false,"by_year":"2022:61/22(n18) 2023:80/20(n10) 2024:27/20(n11) 2025:27/28(n15) 2026:53/28(n17)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":39,"bt_tr_win":0.5641025641025641,"bt_tr_avg":41.11158250895383,"bt_tr_dd":422.839289738532,"bt_te_n":32,"bt_te_win":0.46875,"bt_te_avg":-3.700146363890453,"bt_te_dd":506.9834500436324,"bt_te_gross":7.075381249999509,"eq":false,"page":false,"conds":[["rsi_14",">",75.7703],["mv_pct",">",0.1531]]},{"id":"R0113","rule":"When size of the move from the open to 09:20 (either direction) \u2265 0.14% (\u224835 pts at 25,000) AND price vs prior-day low \u2265 +1.04% (\u2248+260 pts at 25,000) AND 1-min ADX(14) \u2265 36.8 at 09:20","T":"09:20","target":"price never trades back to the open after 09:20","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":38,"hit_tr":0.5526,"base_tr":0.2062,"lift_tr":2.68,"n_te":21,"hit_te":0.4762,"base_te":0.2802,"lift_te":1.7,"ci_te":[0.2834,0.6763],"p_rand":0.030984507746126936,"p_perm_fw":0.9405940594059405,"p_te":0.044059389565792945,"q_bh_te":0.10344378419794864,"q_bh_te_fam":0.06428516393222394,"p_holm_te":1.0,"q_bh_tr":0.00035050925030579084,"p_holm_tr":1.0,"p_tr":5.643381301223274e-06,"stable":true,"by_year":"2022:60/22(n20) 2023:62/20(n8) 2024:40/20(n10) 2025:50/28(n10) 2026:46/28(n11)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.5,"bt_tr_avg":26.683214479531486,"bt_tr_dd":385.2872891538725,"bt_te_n":21,"bt_te_win":0.47619047619047616,"bt_te_avg":33.197134458768836,"bt_te_dd":391.7656401390768,"bt_te_gross":43.02785714285762,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.1409],["dist_pdl_pct",">=",1.0416],["adx_14",">=",36.778]]},{"id":"R0114","rule":"When move from the open to 09:20 > +0.17% (\u2248+43 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 +0.08% (\u2248+19 pts at 25,000) AND India VIX change on the prior day (%) > -3.53 at 09:20","T":"09:20","target":"price never trades back to the open after 09:20","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":38,"hit_tr":0.5526,"base_tr":0.2062,"lift_tr":2.68,"n_te":38,"hit_te":0.5,"base_te":0.2802,"lift_te":1.785,"ci_te":[0.3485,0.6515],"p_rand":0.0014992503748125937,"p_perm_fw":0.9405940594059405,"p_te":0.0033528288799450495,"q_bh_te":0.011722840544268302,"q_bh_te_fam":0.007142983265969888,"p_holm_te":1.0,"q_bh_tr":0.00035050925030579084,"p_holm_tr":1.0,"p_tr":5.643381301223274e-06,"stable":true,"by_year":"2022:55/22(n20) 2023:60/20(n5) 2024:54/20(n13) 2025:60/28(n20) 2026:39/28(n18)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.5,"bt_tr_avg":12.074612439287435,"bt_tr_dd":381.51893009724597,"bt_te_n":38,"bt_te_win":0.4473684210526316,"bt_te_avg":1.8048476923482735,"bt_te_dd":484.59453941899847,"bt_te_gross":12.157552631579165,"eq":true,"page":true,"conds":[["mv_pct",">",0.1721],["ema9_21_pct","<=",0.0768],["vix_chg",">",-3.5339]]},{"id":"R0115","rule":"When size of the move from the open to 09:20 (either direction) \u2265 0.22% (\u224854 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 AND 1-min RSI(14) \u2264 48.9 at 09:20","T":"09:20","target":"price never trades back to the open after 09:20","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":40,"hit_tr":0.55,"base_tr":0.2062,"lift_tr":2.667,"n_te":27,"hit_te":0.5185,"base_te":0.2802,"lift_te":1.851,"ci_te":[0.3399,0.6926],"p_rand":0.013993003498250875,"p_perm_fw":0.8514851485148515,"p_te":0.007530633181672356,"q_bh_te":0.022732221902439533,"q_bh_te_fam":0.013837538471322955,"p_holm_te":1.0,"q_bh_tr":0.00024560992340006473,"p_holm_tr":1.0,"p_tr":3.6514946703239376e-06,"stable":true,"by_year":"2022:57/22(n21) 2023:67/20(n9) 2024:40/20(n10) 2025:67/28(n15) 2026:33/28(n12)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:20 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":40,"bt_tr_win":0.45,"bt_tr_avg":5.489773069596223,"bt_tr_dd":551.6897933447106,"bt_te_n":27,"bt_te_win":0.3333333333333333,"bt_te_avg":-19.93041398866406,"bt_te_dd":1024.823938345184,"bt_te_gross":-9.769918518518992,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.2166],["vix_chg",">=",0.7733],["rsi_14","<=",48.8818]]},{"id":"R0116","rule":"When size of the move from the open to 09:20 (either direction) \u2264 0.04% (\u224810 pts at 25,000) AND prior-day range \u2264 0.78% (\u2248196 pts at 25,000) AND price has not touched the prior-day low yet at 09:20","T":"09:20","target":"price never trades back to the open after 09:20","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":54,"hit_tr":0.0,"base_tr":0.2062,"lift_tr":0.0,"n_te":19,"hit_te":0.0526,"base_te":0.2802,"lift_te":0.188,"ci_te":[0.0094,0.2464],"p_rand":0.015492253873063468,"p_perm_fw":0.9900990099009901,"p_te":0.016265928259151522,"q_bh_te":0.0445365697687191,"q_bh_te_fam":0.027405059645791104,"p_holm_te":1.0,"q_bh_tr":0.0004481928083896899,"p_holm_tr":1.0,"p_tr":7.659535996932016e-06,"stable":true,"by_year":"2022:0/22(n8) 2023:0/20(n29) 2024:0/20(n17) 2025:8/28(n13) 2026:0/28(n6)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":54,"bt_tr_win":0.5,"bt_tr_avg":0.10887784391502171,"bt_tr_dd":481.55884181520463,"bt_te_n":19,"bt_te_win":0.5263157894736842,"bt_te_avg":21.811208195513302,"bt_te_dd":333.7552909442107,"bt_te_gross":32.00586315789482,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0411],["pdr_pct","<=",0.7824],["touched_pdl","==",0.0]]},{"id":"R0117","rule":"When size of the move from the open to 09:20 (either direction) \u2264 0.04% (\u224810 pts at 25,000) AND 1-min ADX(14) \u2265 36.8 at 09:20","T":"09:20","target":"price never trades back to the open after 09:20","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":53,"hit_tr":0.0,"base_tr":0.2062,"lift_tr":0.0,"n_te":24,"hit_te":0.0,"base_te":0.2802,"lift_te":0.0,"ci_te":[0.0,0.138],"p_rand":0.0009995002498750624,"p_perm_fw":1.0,"p_te":0.0003744048768323573,"q_bh_te":0.0018105549267713997,"q_bh_te_fam":0.001095273968046896,"p_holm_te":0.28904056491457986,"q_bh_tr":0.0005392831922470357,"p_holm_tr":1.0,"p_tr":9.649706016535855e-06,"stable":true,"by_year":"2022:0/22(n16) 2023:0/20(n22) 2024:0/20(n15) 2025:0/28(n10) 2026:0/28(n14)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":53,"bt_tr_win":0.4716981132075472,"bt_tr_avg":-3.8531860301183336,"bt_tr_dd":1004.3092760870188,"bt_te_n":24,"bt_te_win":0.375,"bt_te_avg":-13.541813902409004,"bt_te_dd":570.4521353562096,"bt_te_gross":-2.3825083333335897,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0411],["adx_14",">=",36.778]]},{"id":"R0118","rule":"When size of the move from the open to 09:20 (either direction) \u2264 0.04% (\u224810 pts at 25,000) AND gap measured in the direction of the move so far \u2264 -0.18% (\u2248-44 pts at 25,000) at 09:20","T":"09:20","target":"price never trades back to the open after 09:20","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":52,"hit_tr":0.0,"base_tr":0.2062,"lift_tr":0.0,"n_te":18,"hit_te":0.0,"base_te":0.2802,"lift_te":0.0,"ci_te":[0.0,0.1759],"p_rand":0.0024987506246876563,"p_perm_fw":1.0,"p_te":0.0026915727500066077,"q_bh_te":0.009689661900023787,"q_bh_te_fam":0.005905390958969721,"p_holm_te":1.0,"q_bh_tr":0.0006515861148247493,"p_holm_tr":1.0,"p_tr":1.2156980036762742e-05,"stable":true,"by_year":"2022:0/22(n18) 2023:0/20(n19) 2024:0/20(n15) 2025:0/28(n9) 2026:0/28(n9)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":52,"bt_tr_win":0.34615384615384615,"bt_tr_avg":-31.585961393144924,"bt_tr_dd":1642.4699924435358,"bt_te_n":18,"bt_te_win":0.6111111111111112,"bt_te_avg":28.106384414873716,"bt_te_dd":264.7362542088485,"bt_te_gross":39.06588888888877,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0411],["gap_dir_pct","<=",-0.1752]]},{"id":"R0119","rule":"When size of the move from the open to 09:20 (either direction) \u2264 0.09% (\u224823 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) \u2265 0.586 AND prior-day range \u2264 0.78% (\u2248196 pts at 25,000) at 09:20","T":"09:20","target":"price never trades back to the open after 09:20","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":51,"hit_tr":0.0,"base_tr":0.2062,"lift_tr":0.0,"n_te":36,"hit_te":0.0556,"base_te":0.2802,"lift_te":0.198,"ci_te":[0.0154,0.1814],"p_rand":0.0004997501249375312,"p_perm_fw":1.0,"p_te":0.0008002548563662013,"q_bh_te":0.003426641940035012,"q_bh_te_fam":0.0020820790068288774,"p_holm_te":0.5969901228491862,"q_bh_tr":0.0007838771761869962,"p_holm_tr":1.0,"p_tr":1.5315716702766838e-05,"stable":true,"by_year":"2022:0/22(n7) 2023:0/20(n29) 2024:0/20(n15) 2025:6/28(n17) 2026:5/28(n19)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:20 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":51,"bt_tr_win":0.4117647058823529,"bt_tr_avg":4.533857818087362,"bt_tr_dd":724.8640179732032,"bt_te_n":36,"bt_te_win":0.6111111111111112,"bt_te_avg":38.633034201692425,"bt_te_dd":228.9179388702167,"bt_te_gross":49.75576666666661,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0911],["pos_rng",">=",0.5859],["pdr_pct","<=",0.7824]]},{"id":"R0120","rule":"When price vs prior-day high > -0.16% (\u2248-41 pts at 25,000) AND gap measured in the direction of the move so far \u2264 +0.35% (\u2248+87 pts at 25,000) at 09:20","T":"09:20","target":"price reaches the prior-day high after 09:20 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":32,"hit_tr":0.9062,"base_tr":0.287,"lift_tr":3.158,"n_te":27,"hit_te":0.7778,"base_te":0.2573,"lift_te":3.023,"ci_te":[0.5924,0.8939],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.283217287896852e-08,"q_bh_te":5.412895619111561e-07,"q_bh_te_fam":3.2744677202032903e-07,"p_holm_te":2.127958512319866e-05,"q_bh_tr":4.172779360364681e-10,"p_holm_tr":6.5338983676253694e-06,"p_tr":7.081139445698086e-13,"stable":true,"by_year":"2022:100/24(n5) 2023:85/28(n13) 2024:93/33(n14) 2025:80/28(n15) 2026:75/23(n12)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 09:20 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.8125,"bt_tr_avg":6.349702487462196,"bt_tr_dd":104.53780316960135,"bt_te_n":27,"bt_te_win":0.6296296296296297,"bt_te_avg":-18.21050313267013,"bt_te_dd":505.5900188341389,"bt_te_gross":-7.566466666666707,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.1649],["gap_dir_pct","<=",0.3477]]},{"id":"R0121","rule":"When prior-day range > 0.39% (\u224898 pts at 25,000) AND prior day's close-to-close return > +0.06% (\u2248+16 pts at 25,000) AND 1-min RSI(14) > 48.1 at 09:20","T":"09:20","target":"price reaches the prior-day high after 09:20 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":37,"hit_tr":0.7568,"base_tr":0.287,"lift_tr":2.637,"n_te":31,"hit_te":0.6129,"base_te":0.2573,"lift_te":2.382,"ci_te":[0.4382,0.7627],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":3.134754316199205e-05,"q_bh_te":0.00023083190873830512,"q_bh_te_fam":0.00013963905590341912,"p_holm_te":0.026363283799235315,"q_bh_tr":1.583658725323625e-06,"p_holm_tr":0.08182276377783113,"p_tr":8.902573833848585e-09,"stable":true,"by_year":"2022:83/24(n6) 2023:62/28(n8) 2024:78/33(n23) 2025:65/28(n17) 2026:57/23(n14)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 09:20 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":37,"bt_tr_win":0.6216216216216216,"bt_tr_avg":-1.1800645627740514,"bt_tr_dd":380.9557055844587,"bt_te_n":31,"bt_te_win":0.7096774193548387,"bt_te_avg":-4.556024194382613,"bt_te_dd":447.94197722384916,"bt_te_gross":5.907587096774331,"eq":true,"page":true,"conds":[["pdr_pct",">",0.3931],["prevret_pct",">",0.0631],["rsi_14",">",48.0831]]},{"id":"R0122","rule":"When price vs prior-day high > -0.39% (\u2248-98 pts at 25,000) AND CPR width > 0.09% (\u224823 pts at 25,000) AND CPR width \u2264 0.30% (\u224875 pts at 25,000) at 09:20","T":"09:20","target":"price reaches the prior-day high after 09:20 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":71,"hit_tr":0.7183,"base_tr":0.287,"lift_tr":2.503,"n_te":55,"hit_te":0.5818,"base_te":0.2573,"lift_te":2.261,"ci_te":[0.4503,0.7026],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":3.5652029621201355e-07,"q_bh_te":5.414651998719956e-06,"q_bh_te_fam":3.2755302214478742e-06,"p_holm_te":0.00032407694925672034,"q_bh_tr":9.645372681543533e-11,"p_holm_tr":1.2651194248410858e-06,"p_tr":1.3706996190476605e-13,"stable":true,"by_year":"2022:69/24(n16) 2023:69/28(n35) 2024:80/33(n20) 2025:63/28(n35) 2026:50/23(n20)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 09:20 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":71,"bt_tr_win":0.6619718309859155,"bt_tr_avg":3.8768133374936324,"bt_tr_dd":481.2586524434631,"bt_te_n":55,"bt_te_win":0.5272727272727272,"bt_te_avg":-22.69457030459664,"bt_te_dd":1370.1276861638878,"bt_te_gross":-12.439839999999888,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.3909],["cpr_width_pct",">",0.092],["cpr_width_pct","<=",0.2992]]},{"id":"R0123","rule":"When price vs prior-day high > -0.39% (\u2248-98 pts at 25,000) AND 1-min RSI(14) \u2264 78.3 AND 1-min ADX(14) > 30.7 at 09:20","T":"09:20","target":"price reaches the prior-day high after 09:20 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":66,"hit_tr":0.697,"base_tr":0.287,"lift_tr":2.429,"n_te":47,"hit_te":0.5957,"base_te":0.2573,"lift_te":2.315,"ci_te":[0.4534,0.7236],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":9.798423286006666e-07,"q_bh_te":1.2531667676313787e-05,"q_bh_te_fam":7.580885384436735e-06,"p_holm_te":0.0008789185687547979,"q_bh_tr":5.443140929870704e-09,"p_holm_tr":0.00011944783331300773,"p_tr":1.2954069892623804e-11,"stable":true,"by_year":"2022:61/24(n18) 2023:75/28(n24) 2024:71/33(n24) 2025:61/28(n31) 2026:56/23(n16)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 09:20 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":66,"bt_tr_win":0.6212121212121212,"bt_tr_avg":0.4163599817176559,"bt_tr_dd":566.3622925920056,"bt_te_n":47,"bt_te_win":0.574468085106383,"bt_te_avg":-14.690248327815176,"bt_te_dd":792.9714747081141,"bt_te_gross":-4.8040212765958366,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.3909],["rsi_14","<=",78.3447],["adx_14",">",30.7089]]},{"id":"R0124","rule":"When price vs prior-day high > -0.63% (\u2248-157 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0683 AND 1-min EMA9 \u2212 EMA21 (as % of price) > +0.05% (\u2248+13 pts at 25,000) at 09:20","T":"09:20","target":"price reaches the prior-day high after 09:20 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":36,"hit_tr":0.6944,"base_tr":0.287,"lift_tr":2.42,"n_te":29,"hit_te":0.4828,"base_te":0.2573,"lift_te":1.876,"ci_te":[0.3139,0.6557],"p_rand":0.01649175412293853,"p_perm_fw":0.37623762376237624,"p_te":0.007427363010545546,"q_bh_te":0.02263133807601966,"q_bh_te_fam":0.013776938328709088,"p_holm_te":1.0,"q_bh_tr":8.320613858026227e-05,"p_holm_tr":1.0,"p_tr":9.735967364239335e-07,"stable":true,"by_year":"2022:80/24(n5) 2023:69/28(n16) 2024:67/33(n15) 2025:52/28(n21) 2026:38/23(n8)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 09:20 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.6388888888888888,"bt_tr_avg":3.609685448336341,"bt_tr_dd":283.49772055609435,"bt_te_n":29,"bt_te_win":0.5862068965517241,"bt_te_avg":-5.704260104366891,"bt_te_dd":296.99610226782147,"bt_te_gross":4.003599999999881,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.6273],["atr14_pct","<=",0.0683],["ema9_21_pct",">",0.0527]]},{"id":"R0125","rule":"When prior-day range \u2264 0.78% (\u2248196 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","T":"09:20","target":"price reaches the prior-day high after 09:20 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":38,"hit_tr":0.6842,"base_tr":0.287,"lift_tr":2.384,"n_te":33,"hit_te":0.5152,"base_te":0.2573,"lift_te":2.002,"ci_te":[0.3522,0.675],"p_rand":0.0014992503748125937,"p_perm_fw":0.3564356435643564,"p_te":0.0013481559722135093,"q_bh_te":0.00541490745864269,"q_bh_te_fam":0.0032892768118736246,"p_holm_te":0.9855020156880753,"q_bh_tr":7.837459399319105e-05,"p_holm_tr":1.0,"p_tr":9.069043336385881e-07,"stable":true,"by_year":"2022:40/24(n5) 2023:61/28(n18) 2024:87/33(n15) 2025:50/28(n26) 2026:57/23(n7)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 09:20 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.7105263157894737,"bt_tr_avg":15.190870235957444,"bt_tr_dd":216.1583485253645,"bt_te_n":33,"bt_te_win":0.5454545454545454,"bt_te_avg":-18.513863652470405,"bt_te_dd":803.2867042101997,"bt_te_gross":-9.15261212121208,"eq":true,"page":true,"conds":[["pdr_pct","<=",0.7824],["gap_pct","<",0.0],["touched_pdl","==",0.0]]},{"id":"R0126","rule":"When price vs prior-day high > -0.26% (\u2248-66 pts at 25,000) AND 1-min Bollinger %B > 0.0425 at 09:20","T":"09:20","target":"price reaches the prior-day high after 09:20 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":73,"hit_tr":0.6712,"base_tr":0.287,"lift_tr":2.339,"n_te":55,"hit_te":0.7273,"base_te":0.2573,"lift_te":2.826,"ci_te":[0.5977,0.8272],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":4.122068353078742e-13,"q_bh_te":4.006650439192537e-11,"q_bh_te_fam":2.4237761916103005e-11,"p_holm_te":3.969551824014829e-10,"q_bh_tr":9.26520419225784e-09,"p_holm_tr":0.00021816506190140648,"p_tr":2.366404580294612e-11,"stable":true,"by_year":"2022:86/24(n14) 2023:53/28(n30) 2024:72/33(n29) 2025:72/28(n32) 2026:74/23(n23)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 09:20 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":73,"bt_tr_win":0.6027397260273972,"bt_tr_avg":-13.340352017506003,"bt_tr_dd":996.0745277542387,"bt_te_n":55,"bt_te_win":0.6363636363636364,"bt_te_avg":-12.27622177807588,"bt_te_dd":793.3078681380537,"bt_te_gross":-1.7463309090910613,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.2626],["bb_pctb",">",0.0425]]},{"id":"R0127","rule":"When move from the open to 09:20 \u2265 +0.01% (\u2248+1 pts at 25,000) AND price is above the CPR AND it is not expiry day at 09:20","T":"09:20","target":"price reaches the prior-day high after 09:20 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":49,"hit_tr":0.6735,"base_tr":0.287,"lift_tr":2.347,"n_te":42,"hit_te":0.6905,"base_te":0.2573,"lift_te":2.683,"ci_te":[0.5397,0.8093],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":5.019601442793773e-09,"q_bh_te":1.5247039382486084e-07,"q_bh_te_fam":9.223517651133557e-08,"p_holm_te":4.72344495766894e-06,"q_bh_tr":6.573224698885748e-06,"p_holm_tr":0.4320114376237134,"p_tr":4.707713107176353e-08,"stable":true,"by_year":"2022:68/24(n19) 2023:56/28(n16) 2024:79/33(n14) 2025:72/28(n25) 2026:65/23(n17)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 09:20 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":49,"bt_tr_win":0.5306122448979592,"bt_tr_avg":-9.66045577140549,"bt_tr_dd":837.9905393729841,"bt_te_n":42,"bt_te_win":0.7380952380952381,"bt_te_avg":11.129643984373041,"bt_te_dd":247.07871551303498,"bt_te_gross":21.340485714285542,"eq":true,"page":true,"conds":[["mv_pct",">=",0.0058],["cpr_pos","==",1.0],["is_expiry","==",0.0]]},{"id":"R0128","rule":"When price vs prior-day high \u2264 -0.92% (\u2248-230 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 0.41% (\u2248102 pts at 25,000) at 09:20","T":"09:20","target":"price reaches the prior-day high after 09:20 (days not yet at PDH)","family":"level / structure","method":"tree","dirn":"lower","n_tr":90,"hit_tr":0.0,"base_tr":0.287,"lift_tr":0.0,"n_te":46,"hit_te":0.0,"base_te":0.2573,"lift_te":0.0,"ci_te":[-0.0,0.0771],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.1392989314915297e-06,"q_bh_te":1.4197417453971371e-05,"q_bh_te_fam":8.588561175859223e-06,"p_holm_te":0.001019672543684919,"q_bh_tr":8.588216328221238e-11,"p_holm_tr":1.113442049873673e-06,"p_tr":1.2063441837085036e-13,"stable":true,"by_year":"2022:0/24(n44) 2023:0/28(n19) 2024:0/33(n27) 2025:0/28(n22) 2026:0/23(n24)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["dist_pdh_pct","<=",-0.918],["rng_pct","<=",0.4075]]},{"id":"R0129","rule":"When price vs prior-day high \u2264 -0.88% (\u2248-221 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) is negative AND India VIX change on the prior day (%) is positive at 09:20","T":"09:20","target":"price reaches the prior-day high after 09:20 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":82,"hit_tr":0.0,"base_tr":0.287,"lift_tr":0.0,"n_te":47,"hit_te":0.0,"base_te":0.2573,"lift_te":0.0,"ci_te":[0.0,0.0756],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":8.4612428788296e-07,"q_bh_te":1.1113956862462664e-05,"q_bh_te_fam":6.723257855070007e-06,"p_holm_te":0.0007606657348067811,"q_bh_tr":9.55500829216706e-10,"p_holm_tr":1.6654387286232086e-05,"p_tr":1.8052739880454149e-12,"stable":true,"by_year":"2022:0/24(n38) 2023:0/28(n19) 2024:0/33(n25) 2025:0/28(n21) 2026:0/23(n26)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["dist_pdh_pct","<=",-0.8838],["ema9_21_pct","<",0.0],["vix_chg",">",0.0]]},{"id":"R0130","rule":"When opening gap vs prior close \u2264 -0.23% (\u2248-58 pts at 25,000) AND price vs prior-day high \u2264 -0.88% (\u2248-221 pts at 25,000) AND prior day's close-to-close return is negative at 09:20","T":"09:20","target":"price reaches the prior-day high after 09:20 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":72,"hit_tr":0.0,"base_tr":0.287,"lift_tr":0.0,"n_te":41,"hit_te":0.0244,"base_te":0.2573,"lift_te":0.095,"ci_te":[0.0043,0.126],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":7.667862687089971e-05,"q_bh_te":0.0004808491956033195,"q_bh_te_fam":0.00029088408129089696,"p_holm_te":0.06272311678039597,"q_bh_tr":1.8783846379756368e-08,"p_holm_tr":0.000489733278642003,"p_tr":5.313528163659033e-11,"stable":true,"by_year":"2022:0/24(n40) 2023:0/28(n12) 2024:0/33(n20) 2025:0/28(n16) 2026:4/23(n25)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["gap_pct","<=",-0.2327],["dist_pdh_pct","<=",-0.8838],["prevret_pct","<",0.0]]},{"id":"R0131","rule":"When price vs prior-day high \u2264 -0.88% (\u2248-221 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","T":"09:20","target":"price reaches the prior-day high after 09:20 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":60,"hit_tr":0.0,"base_tr":0.287,"lift_tr":0.0,"n_te":29,"hit_te":0.0,"base_te":0.2573,"lift_te":0.0,"ci_te":[0.0,0.117],"p_rand":0.0009995002498750624,"p_perm_fw":0.009900990099009901,"p_te":0.00017910086121295896,"q_bh_te":0.0009671446505499784,"q_bh_te_fam":0.000585062813295666,"p_holm_te":0.14211930126758426,"q_bh_tr":6.354938424398839e-07,"p_holm_tr":0.02829374658204089,"p_tr":3.076031805375362e-09,"stable":true,"by_year":"2022:0/24(n23) 2023:0/28(n14) 2024:0/33(n23) 2025:0/28(n15) 2026:0/23(n14)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["dist_pdh_pct","<=",-0.8838],["dist_twap_pct","<",0.0],["vix_chg",">",0.0]]},{"id":"R0132","rule":"When price vs prior-day low \u2264 +0.35% (\u2248+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 (%) \u2264 -0.755 at 09:20","T":"09:20","target":"price reaches the prior-day low after 09:20 (days not yet at PDL)","family":"level / structure","method":"tree","dirn":"higher","n_tr":31,"hit_tr":0.9355,"base_tr":0.3042,"lift_tr":3.075,"n_te":31,"hit_te":0.5161,"base_te":0.2921,"lift_te":1.767,"ci_te":[0.3484,0.6803],"p_rand":0.01249375312343828,"p_perm_fw":0.009900990099009901,"p_te":0.007218903190524439,"q_bh_te":0.022242802985379947,"q_bh_te_fam":0.01354122676046328,"p_holm_te":1.0,"q_bh_tr":2.924109679336321e-10,"p_holm_tr":4.391871069489431e-06,"p_tr":4.759377852908617e-13,"stable":true,"by_year":"2022:100/29(n3) 2023:94/30(n17) 2024:91/32(n11) 2025:52/32(n21) 2026:50/25(n10)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 09:20 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.9354838709677419,"bt_tr_avg":30.905948052076013,"bt_tr_dd":76.60857538174741,"bt_te_n":31,"bt_te_win":0.5161290322580645,"bt_te_avg":-8.54345329503486,"bt_te_dd":413.63968509108577,"bt_te_gross":1.312180645161143,"eq":true,"page":true,"conds":[["dist_pdl_pct","<=",0.349],["dow",">",1.5],["vix_chg","<=",-0.7546]]},{"id":"R0133","rule":"When price vs prior-day low \u2264 +0.25% (\u2248+63 pts at 25,000) AND (it is Wednesday or it is Thursday or it is Friday) AND prior-day range \u2264 1.97% (\u2248493 pts at 25,000) at 09:20","T":"09:20","target":"price reaches the prior-day low after 09:20 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":41,"hit_tr":0.9024,"base_tr":0.3042,"lift_tr":2.967,"n_te":26,"hit_te":0.6923,"base_te":0.2921,"lift_te":2.37,"ci_te":[0.5001,0.835],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.8328501848175067e-05,"q_bh_te":0.00021019315875134476,"q_bh_te_fam":0.0001271538861582209,"p_holm_te":0.023852598556163406,"q_bh_tr":3.898639040218161e-12,"p_holm_tr":3.45710930633308e-08,"p_tr":3.743893819221758e-15,"stable":true,"by_year":"2022:75/29(n8) 2023:100/30(n20) 2024:85/32(n13) 2025:68/32(n19) 2026:71/25(n7)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 09:20 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":41,"bt_tr_win":0.8780487804878049,"bt_tr_avg":15.487895878224824,"bt_tr_dd":109.4773389072551,"bt_te_n":26,"bt_te_win":0.6153846153846154,"bt_te_avg":-7.722364029198768,"bt_te_dd":513.9768642155888,"bt_te_gross":2.1616000000001523,"eq":true,"page":true,"conds":[["dist_pdl_pct","<=",0.2512],["dow",">",1.5],["pdr_pct","<=",1.9718]]},{"id":"R0134","rule":"When price vs prior-day low \u2264 +0.41% (\u2248+103 pts at 25,000) AND size of the move from the open to 09:20 (either direction) > 0.10% (\u224826 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) > -0.01% (\u2248-3 pts at 25,000) at 09:20","T":"09:20","target":"price reaches the prior-day low after 09:20 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":37,"hit_tr":0.8919,"base_tr":0.3042,"lift_tr":2.932,"n_te":24,"hit_te":0.75,"base_te":0.2921,"lift_te":2.568,"ci_te":[0.551,0.88],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":4.638013147511708e-06,"q_bh_te":4.695988311855604e-05,"q_bh_te_fam":2.8407830528509207e-05,"p_holm_te":0.004069092060987053,"q_bh_tr":1.859783929685529e-10,"p_holm_tr":2.6461065082793683e-06,"p_tr":2.867282983023863e-13,"stable":true,"by_year":"2022:100/29(n3) 2023:84/30(n19) 2024:93/32(n15) 2025:67/32(n18) 2026:100/25(n6)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 09:20 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":37,"bt_tr_win":0.8648648648648649,"bt_tr_avg":27.785058976844986,"bt_tr_dd":104.93807764933831,"bt_te_n":24,"bt_te_win":0.625,"bt_te_avg":3.250410612951381,"bt_te_dd":304.3577616699711,"bt_te_gross":12.700191666666493,"eq":true,"page":true,"conds":[["dist_pdl_pct","<=",0.4121],["abs_mv_pct",">",0.104],["dist_twap_pct",">",-0.0124]]},{"id":"R0135","rule":"When price vs prior-day low \u2264 +0.25% (\u2248+63 pts at 25,000) AND 1-min Bollinger %B > -0.0364 AND 1-min ATR(14) as % of price \u2264 0.0707 at 09:20","T":"09:20","target":"price reaches the prior-day low after 09:20 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":52,"hit_tr":0.8462,"base_tr":0.3042,"lift_tr":2.782,"n_te":41,"hit_te":0.7561,"base_te":0.2921,"lift_te":2.589,"ci_te":[0.6066,0.8618],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.0918775273291386e-09,"q_bh_te":4.422103985683011e-08,"q_bh_te_fam":2.6750999419563896e-08,"p_holm_te":1.0361917734353525e-06,"q_bh_tr":1.8415296193568752e-12,"p_holm_tr":1.5008102109426655e-08,"p_tr":1.6251833824642578e-15,"stable":true,"by_year":"2022:75/29(n8) 2023:91/30(n22) 2024:82/32(n22) 2025:75/32(n32) 2026:78/25(n9)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 09:20 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":52,"bt_tr_win":0.8076923076923077,"bt_tr_avg":10.267188407020567,"bt_tr_dd":172.55410226314285,"bt_te_n":41,"bt_te_win":0.6829268292682927,"bt_te_avg":-4.184076115357732,"bt_te_dd":595.7445199475421,"bt_te_gross":5.324521951219627,"eq":true,"page":true,"conds":[["dist_pdl_pct","<=",0.2512],["bb_pctb",">",-0.0364],["atr14_pct","<=",0.0707]]},{"id":"R0136","rule":"When (it is Tuesday or it is Wednesday or it is Thursday or it is Friday) AND price vs prior-day low \u2264 +0.28% (\u2248+70 pts at 25,000) AND CPR width > 0.04% (\u224810 pts at 25,000) at 09:20","T":"09:20","target":"price reaches the prior-day low after 09:20 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":52,"hit_tr":0.8269,"base_tr":0.3042,"lift_tr":2.718,"n_te":41,"hit_te":0.7073,"base_te":0.2921,"lift_te":2.422,"ci_te":[0.5552,0.8239],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":4.708152372280981e-08,"q_bh_te":9.948530664906769e-07,"q_bh_te_fam":6.018246945437427e-07,"p_holm_te":4.3644572491044694e-05,"q_bh_tr":1.6139868570403992e-11,"p_holm_tr":1.6990414227470906e-07,"p_tr":1.8403168417023726e-14,"stable":true,"by_year":"2022:71/29(n7) 2023:95/30(n21) 2024:75/32(n24) 2025:66/32(n29) 2026:83/25(n12)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 09:20 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":52,"bt_tr_win":0.8269230769230769,"bt_tr_avg":11.157166807548029,"bt_tr_dd":142.31487827874156,"bt_te_n":41,"bt_te_win":0.6341463414634146,"bt_te_avg":-10.881512309505228,"bt_te_dd":651.0524179503163,"bt_te_gross":-1.102956097560797,"eq":true,"page":true,"conds":[["dow",">",0.5],["dist_pdl_pct","<=",0.2795],["cpr_width_pct",">",0.0399]]},{"id":"R0137","rule":"When price vs prior-day low \u2264 +0.41% (\u2248+103 pts at 25,000) AND opening-range size > 0.24% (\u224861 pts at 25,000) AND 1-min ADX(14) > 21.6 at 09:20","T":"09:20","target":"price reaches the prior-day low after 09:20 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":55,"hit_tr":0.8182,"base_tr":0.3042,"lift_tr":2.69,"n_te":45,"hit_te":0.6444,"base_te":0.2921,"lift_te":2.207,"ci_te":[0.4984,0.7678],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.033624676164121e-06,"q_bh_te":1.3047833574435398e-05,"q_bh_te_fam":7.893133890707832e-06,"p_holm_te":0.0009261277098430524,"q_bh_tr":8.935552141158961e-12,"p_holm_tr":8.751124010251912e-08,"p_tr":9.478026053590336e-15,"stable":true,"by_year":"2022:90/29(n10) 2023:82/30(n22) 2024:78/32(n23) 2025:69/32(n32) 2026:54/25(n13)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 09:20 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":55,"bt_tr_win":0.8,"bt_tr_avg":17.84916126435703,"bt_tr_dd":160.0315808358655,"bt_te_n":45,"bt_te_win":0.6,"bt_te_avg":-3.5608406225533793,"bt_te_dd":395.42378117607825,"bt_te_gross":5.903955555555391,"eq":true,"page":true,"conds":[["dist_pdl_pct","<=",0.4121],["or_rng_pct",">",0.2434],["adx_14",">",21.6317]]},{"id":"R0138","rule":"When price vs prior-day low \u2264 +0.30% (\u2248+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) \u2264 40.7 at 09:20","T":"09:20","target":"price reaches the prior-day low after 09:20 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":60,"hit_tr":0.8167,"base_tr":0.3042,"lift_tr":2.685,"n_te":44,"hit_te":0.6136,"base_te":0.2921,"lift_te":2.101,"ci_te":[0.4662,0.7428],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":9.452106507575016e-06,"q_bh_te":8.58639955641394e-05,"q_bh_te_fam":5.194241706966457e-05,"p_holm_te":0.008185524235559963,"q_bh_tr":8.138898506526366e-13,"p_holm_tr":6.1187236618562805e-09,"p_tr":6.62533163275433e-16,"stable":true,"by_year":"2022:75/29(n12) 2023:95/30(n20) 2024:75/32(n28) 2025:58/32(n33) 2026:73/25(n11)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 09:20 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":60,"bt_tr_win":0.8,"bt_tr_avg":12.356000615613231,"bt_tr_dd":188.8006297496142,"bt_te_n":44,"bt_te_win":0.5681818181818182,"bt_te_avg":-13.054423262544558,"bt_te_dd":775.2025278978947,"bt_te_gross":-3.6708500000000144,"eq":true,"page":true,"conds":[["dist_pdl_pct","<=",0.3037],["pos_rng",">",0.1324],["adx_14","<=",40.662]]},{"id":"R0139","rule":"When prior day's close-to-close return > -0.42% (\u2248-104 pts at 25,000) AND price vs prior-day low \u2264 +0.24% (\u2248+61 pts at 25,000) at 09:20","T":"09:20","target":"price reaches the prior-day low after 09:20 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":42,"hit_tr":0.8095,"base_tr":0.3042,"lift_tr":2.661,"n_te":32,"hit_te":0.6875,"base_te":0.2921,"lift_te":2.354,"ci_te":[0.5143,0.8205],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":4.298461416500098e-06,"q_bh_te":4.49258548047107e-05,"q_bh_te_fam":2.71773689559361e-05,"p_holm_te":0.003782646046520086,"q_bh_tr":1.4183096243893202e-08,"p_holm_tr":0.0003545776140760575,"p_tr":3.8466612113826863e-11,"stable":true,"by_year":"2022:67/29(n6) 2023:100/30(n16) 2024:70/32(n20) 2025:69/32(n26) 2026:67/25(n6)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 09:20 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":42,"bt_tr_win":0.7857142857142857,"bt_tr_avg":3.8113286904832817,"bt_tr_dd":302.73898909265375,"bt_te_n":32,"bt_te_win":0.625,"bt_te_avg":-7.804193851944572,"bt_te_dd":532.2229730534709,"bt_te_gross":1.5876437500000975,"eq":true,"page":true,"conds":[["prevret_pct",">",-0.4163],["dist_pdl_pct","<=",0.2424]]},{"id":"R0140","rule":"When position in today's range so far (0 = at low, 1 = at high) \u2265 0.586 AND price vs prior-day low \u2265 +1.04% (\u2248+260 pts at 25,000) AND price has already touched the prior-day high at 09:20","T":"09:20","target":"price reaches the prior-day low after 09:20 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":58,"hit_tr":0.0,"base_tr":0.3042,"lift_tr":0.0,"n_te":27,"hit_te":0.0,"base_te":0.2921,"lift_te":0.0,"ci_te":[0.0,0.1246],"p_rand":0.0009995002498750624,"p_perm_fw":0.009900990099009901,"p_te":8.909356762371601e-05,"q_bh_te":0.0005345614057422961,"q_bh_te_fam":0.0003233766528564507,"p_holm_te":0.07225488334283368,"q_bh_tr":3.3565975706154144e-07,"p_holm_tr":0.013464449906806559,"p_tr":1.463116695936342e-09,"stable":true,"by_year":"2022:0/29(n29) 2023:0/30(n13) 2024:0/32(n16) 2025:0/32(n17) 2026:0/25(n10)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["pos_rng",">=",0.5859],["dist_pdl_pct",">=",1.0416],["touched_pdh","==",1.0]]},{"id":"R0141","rule":"When price vs prior-day low \u2265 +1.04% (\u2248+260 pts at 25,000) AND CPR width \u2265 0.20% (\u224851 pts at 25,000) AND India VIX change on the prior day (%) \u2264 -1.33 at 09:20","T":"09:20","target":"price reaches the prior-day low after 09:20 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":56,"hit_tr":0.0,"base_tr":0.3042,"lift_tr":0.0,"n_te":19,"hit_te":0.0,"base_te":0.2921,"lift_te":0.0,"ci_te":[0.0,0.1682],"p_rand":0.0009995002498750624,"p_perm_fw":0.009900990099009901,"p_te":0.0014121859161110222,"q_bh_te":0.005594074965379594,"q_bh_te_fam":0.0033978825715639013,"p_holm_te":1.0,"q_bh_tr":6.270229695890472e-07,"p_holm_tr":0.027797998012375317,"p_tr":3.022072394323978e-09,"stable":true,"by_year":"2022:0/29(n29) 2023:0/30(n11) 2024:0/32(n16) 2025:0/32(n12) 2026:0/25(n7)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["dist_pdl_pct",">=",1.0416],["cpr_width_pct",">=",0.2022],["vix_chg","<=",-1.3269]]},{"id":"R0142","rule":"When 1-min ADX(14) \u2264 34.5 AND price vs prior-day low > +1.04% (\u2248+261 pts at 25,000) AND distance from TWAP in the move's direction \u2264 +0.10% (\u2248+26 pts at 25,000) at 09:20","T":"09:20","target":"price reaches the prior-day low after 09:20 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":53,"hit_tr":0.0,"base_tr":0.3042,"lift_tr":0.0,"n_te":21,"hit_te":0.0,"base_te":0.2921,"lift_te":0.0,"ci_te":[0.0,0.1546],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.0007077510045077849,"q_bh_te":0.0030849057236841566,"q_bh_te_fam":0.0018745837416692683,"p_holm_te":0.5308132533808387,"q_bh_tr":1.5949205137495428e-06,"p_holm_tr":0.08245193517706437,"p_tr":8.971058941690613e-09,"stable":true,"by_year":"2022:0/29(n21) 2023:0/30(n9) 2024:0/32(n23) 2025:0/32(n13) 2026:0/25(n8)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["adx_14","<=",34.5437],["dist_pdl_pct",">",1.0446],["twap_dir_pct","<=",0.1021]]},{"id":"R0143","rule":"When range so far (high\u2212low since 09:15) \u2265 0.27% (\u224868 pts at 25,000) AND price vs prior-day low \u2265 +1.04% (\u2248+260 pts at 25,000) AND CPR width \u2265 0.20% (\u224851 pts at 25,000) at 09:20","T":"09:20","target":"price reaches the prior-day low after 09:20 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":50,"hit_tr":0.0,"base_tr":0.3042,"lift_tr":0.0,"n_te":29,"hit_te":0.0,"base_te":0.2921,"lift_te":0.0,"ci_te":[0.0,0.117],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":4.4651388504507675e-05,"q_bh_te":0.00030780957181830823,"q_bh_te_fam":0.00018620579035922349,"p_holm_te":0.03714995523575038,"q_bh_tr":4.050620515582475e-06,"p_holm_tr":0.24452586911163474,"p_tr":2.663069841954919e-08,"stable":true,"by_year":"2022:0/29(n28) 2023:0/30(n8) 2024:0/32(n14) 2025:0/32(n13) 2026:0/25(n16)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["rng_pct",">=",0.2709],["dist_pdl_pct",">=",1.0416],["cpr_width_pct",">=",0.2022]]},{"id":"R0144","rule":"When price vs prior-day low \u2264 +0.96% (\u2248+239 pts at 25,000) AND 1-min RSI(14) > 70.3 AND opening-range size > 0.14% (\u224836 pts at 25,000) at 09:30","T":"09:30","target":"price at 13:00 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":32,"hit_tr":0.9062,"base_tr":0.4932,"lift_tr":1.837,"n_te":26,"hit_te":0.7692,"base_te":0.5297,"lift_te":1.452,"ci_te":[0.5795,0.8897],"p_rand":0.013493253373313344,"p_perm_fw":0.6336633663366337,"p_te":0.010713398815303667,"q_bh_te":0.03146049440626938,"q_bh_te_fam":0.9229637396388423,"p_holm_te":1.0,"q_bh_tr":0.00013700645877087606,"p_holm_tr":1.0,"p_tr":1.785081754420656e-06,"stable":true,"by_year":"2022:100/53(n4) 2023:85/48(n13) 2024:93/47(n15) 2025:77/56(n13) 2026:77/49(n13)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":32,"bt_tr_win":0.8125,"bt_tr_avg":44.406940083867106,"bt_tr_dd":95.24197987921468,"bt_te_n":26,"bt_te_win":0.5384615384615384,"bt_te_avg":13.15107843303045,"bt_te_dd":281.52642545379825,"bt_te_gross":24.672961538461657,"eq":true,"page":true,"conds":[["dist_pdl_pct","<=",0.9577],["rsi_14",">",70.3254],["or_rng_pct",">",0.1437]]},{"id":"R0145","rule":"When 1-min RSI(14) \u2265 68.2 AND 1-min ADX(14) \u2265 40 AND the day opened inside the prior-day range at 09:30","T":"09:30","target":"price at 13:00 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":38,"hit_tr":0.8158,"base_tr":0.4932,"lift_tr":1.654,"n_te":19,"hit_te":0.5789,"base_te":0.5297,"lift_te":1.093,"ci_te":[0.3628,0.7686],"p_rand":0.40729635182408797,"p_perm_fw":1.0,"p_te":0.42267599313085324,"q_bh_te":0.6310922662414583,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.003004382016891045,"p_holm_tr":1.0,"p_tr":8.298589345562881e-05,"stable":false,"by_year":"2022:67/53(n9) 2023:92/48(n12) 2024:82/47(n17) 2025:83/56(n6) 2026:46/49(n13)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":38,"bt_tr_win":0.7105263157894737,"bt_tr_avg":29.231761931872896,"bt_tr_dd":211.41181649907264,"bt_te_n":19,"bt_te_win":0.3684210526315789,"bt_te_avg":-25.3090424995469,"bt_te_dd":698.3103016841127,"bt_te_gross":-13.036421052631532,"eq":false,"page":false,"conds":[["rsi_14",">=",68.1629],["adx_14",">=",39.9837],["open_vs_pd","==",0.0]]},{"id":"R0146","rule":"When price vs session TWAP (time-weighted VWAP) > +0.16% (\u2248+39 pts at 25,000) AND India VIX change on the prior day (%) \u2264 6.5 at 09:30","T":"09:30","target":"price at 13:00 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":30,"hit_tr":0.8,"base_tr":0.4932,"lift_tr":1.622,"n_te":12,"hit_te":0.4167,"base_te":0.5297,"lift_te":0.787,"ci_te":[0.1933,0.6805],"p_rand":0.8910544727636182,"p_perm_fw":1.0,"p_te":0.8583967194409284,"q_bh_te":0.958840453660724,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.021882773055256276,"p_holm_tr":1.0,"p_tr":0.0011091500974447091,"stable":true,"by_year":"2022:82/53(n17) 2023:33/48(n3) 2024:90/47(n10) 2025:57/56(n7) 2026:20/49(n5)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":30,"bt_tr_win":0.5666666666666667,"bt_tr_avg":16.76018420746282,"bt_tr_dd":275.5915821835864,"bt_te_n":12,"bt_te_win":0.3333333333333333,"bt_te_avg":-37.789250863768274,"bt_te_dd":553.5231423493894,"bt_te_gross":-27.470100000000457,"eq":false,"page":false,"conds":[["dist_twap_pct",">",0.1574],["vix_chg","<=",6.5024]]},{"id":"R0147","rule":"When size of the move from the open to 09:30 (either direction) \u2264 0.05% (\u224813 pts at 25,000) AND price vs prior-day high \u2265 -0.15% (\u2248-38 pts at 25,000) AND CPR width \u2264 0.13% (\u224833 pts at 25,000) at 09:30","T":"09:30","target":"price at 13:00 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8,"base_tr":0.4932,"lift_tr":1.622,"n_te":9,"hit_te":0.5556,"base_te":0.5297,"lift_te":1.049,"ci_te":[0.2666,0.8112],"p_rand":0.5017491254372813,"p_perm_fw":1.0,"p_te":0.5726994422456309,"q_bh_te":0.7742195519648862,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.021882773055256276,"p_holm_tr":1.0,"p_tr":0.0011091500974447091,"stable":true,"by_year":"2022:33/53(n3) 2023:76/48(n17) 2024:100/47(n10) 2025:67/56(n3) 2026:50/49(n6)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":30,"bt_tr_win":0.6666666666666666,"bt_tr_avg":17.389167430171128,"bt_tr_dd":176.86078814546835,"bt_te_n":9,"bt_te_win":0.5555555555555556,"bt_te_avg":-10.678408824623876,"bt_te_dd":207.11215577469733,"bt_te_gross":1.5397777777777972,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.0526],["dist_pdh_pct",">=",-0.1519],["cpr_width_pct","<=",0.1326]]},{"id":"R0148","rule":"When price vs session TWAP (time-weighted VWAP) \u2265 +0.07% (\u2248+18 pts at 25,000) AND India VIX change on the prior day (%) \u2264 -1.33 AND the first opening-range break was upward at 09:30","T":"09:30","target":"price at 13:00 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8,"base_tr":0.4932,"lift_tr":1.622,"n_te":20,"hit_te":0.5,"base_te":0.5297,"lift_te":0.944,"ci_te":[0.2993,0.7007],"p_rand":0.743128435782109,"p_perm_fw":1.0,"p_te":0.6885384690779398,"q_bh_te":0.8548274883616691,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.021882773055256276,"p_holm_tr":1.0,"p_tr":0.0011091500974447091,"stable":true,"by_year":"2022:81/53(n16) 2023:88/48(n8) 2024:67/47(n6) 2025:33/56(n9) 2026:64/49(n11)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":30,"bt_tr_win":0.7666666666666667,"bt_tr_avg":34.50320712668273,"bt_tr_dd":272.33580336915105,"bt_te_n":20,"bt_te_win":0.45,"bt_te_avg":-10.774911022578056,"bt_te_dd":372.6837423504119,"bt_te_gross":0.2781700000001365,"eq":false,"page":false,"conds":[["dist_twap_pct",">=",0.0714],["vix_chg","<=",-1.3269],["or_first_break","==",1.0]]},{"id":"R0149","rule":"When range so far (high\u2212low since 09:15) \u2265 0.37% (\u224891 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","T":"09:30","target":"price at 13:00 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":45,"hit_tr":0.7778,"base_tr":0.4932,"lift_tr":1.577,"n_te":30,"hit_te":0.6,"base_te":0.5297,"lift_te":1.133,"ci_te":[0.4232,0.7541],"p_rand":0.36431784107946025,"p_perm_fw":1.0,"p_te":0.2792054567487356,"q_bh_te":0.46871796884243694,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.005344359742039464,"p_holm_tr":1.0,"p_tr":0.00017359285506722208,"stable":false,"by_year":"2022:77/53(n26) 2023:86/48(n7) 2024:75/47(n12) 2025:53/56(n17) 2026:69/49(n13)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":45,"bt_tr_win":0.6666666666666666,"bt_tr_avg":27.1133046618843,"bt_tr_dd":231.6945141441439,"bt_te_n":30,"bt_te_win":0.5333333333333333,"bt_te_avg":-8.121706784452194,"bt_te_dd":422.1151367325474,"bt_te_gross":2.084306666666938,"eq":false,"page":false,"conds":[["rng_pct",">=",0.3655],["vix_chg","<",0.0],["or_first_break","==",1.0]]},{"id":"R0150","rule":"When move from the open to 09:30 \u2264 -0.09% (\u2248-22 pts at 25,000) AND size of the opening gap \u2265 0.35% (\u224887 pts at 25,000) AND the day opened inside the prior-day range at 09:30","T":"09:30","target":"price at 13:00 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.7812,"base_tr":0.4932,"lift_tr":1.584,"n_te":12,"hit_te":0.4167,"base_te":0.5297,"lift_te":0.787,"ci_te":[0.1933,0.6805],"p_rand":0.8140929535232384,"p_perm_fw":1.0,"p_te":0.8583967194409284,"q_bh_te":0.958840453660724,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.029106562387863587,"p_holm_tr":1.0,"p_tr":0.0016274555835136327,"stable":false,"by_year":"2022:79/53(n19) 2023:83/48(n6) 2024:71/47(n7) 2025:0/56(n5) 2026:71/49(n7)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":32,"bt_tr_win":0.71875,"bt_tr_avg":38.59116728061774,"bt_tr_dd":230.64039739956888,"bt_te_n":12,"bt_te_win":0.16666666666666666,"bt_te_avg":-47.850708309952644,"bt_te_dd":574.2084997194318,"bt_te_gross":-37.04960000000028,"eq":false,"page":false,"conds":[["mv_pct","<=",-0.089],["abs_gap_pct",">=",0.3474],["open_vs_pd","==",0.0]]},{"id":"R0151","rule":"When 1-min ADX(14) \u2265 40 AND opening gap vs prior close is positive AND price has not touched the prior-day high yet at 09:30","T":"09:30","target":"price at 13:00 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.7812,"base_tr":0.4932,"lift_tr":1.584,"n_te":22,"hit_te":0.6818,"base_te":0.5297,"lift_te":1.287,"ci_te":[0.4732,0.8364],"p_rand":0.10194902548725637,"p_perm_fw":1.0,"p_te":0.11118750677174882,"q_bh_te":0.22468660412087288,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.029106562387863587,"p_holm_tr":1.0,"p_tr":0.0016274555835136327,"stable":true,"by_year":"2022:78/53(n9) 2023:82/48(n11) 2024:75/47(n12) 2025:64/56(n11) 2026:73/49(n11)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":32,"bt_tr_win":0.71875,"bt_tr_avg":31.429177490275027,"bt_tr_dd":211.41181649907264,"bt_te_n":22,"bt_te_win":0.5909090909090909,"bt_te_avg":12.174118781699509,"bt_te_dd":237.6320258373489,"bt_te_gross":22.636754545454757,"eq":false,"page":false,"conds":[["adx_14",">=",39.9837],["gap_pct",">",0.0],["touched_pdh","==",0.0]]},{"id":"R0152","rule":"When 1-min Bollinger %B \u2264 0.233 AND opening-range size \u2264 0.48% (\u2248121 pts at 25,000) AND 1-min Bollinger %B > 0.135 at 09:30","T":"09:30","target":"price at 13:00 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":35,"hit_tr":0.1143,"base_tr":0.4932,"lift_tr":0.232,"n_te":37,"hit_te":0.5405,"base_te":0.5297,"lift_te":1.021,"ci_te":[0.3838,0.6896],"p_rand":0.7246376811594203,"p_perm_fw":0.8910891089108911,"p_te":0.6153885883174858,"q_bh_te":0.8040318641791795,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0003183292019313628,"p_holm_tr":1.0,"p_tr":5.003380783583611e-06,"stable":false,"by_year":"2022:29/53(n7) 2023:15/48(n13) 2024:0/47(n15) 2025:57/56(n21) 2026:50/49(n16)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":35,"bt_tr_win":0.8571428571428571,"bt_tr_avg":45.69277043660968,"bt_tr_dd":139.77493341455937,"bt_te_n":37,"bt_te_win":0.43243243243243246,"bt_te_avg":4.311929951483434,"bt_te_dd":420.9531498581696,"bt_te_gross":14.270383783783767,"eq":false,"page":false,"conds":[["bb_pctb","<=",0.2328],["or_rng_pct","<=",0.4842],["bb_pctb",">",0.1345]]},{"id":"R0153","rule":"When size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND prior day's close-to-close return \u2265 +0.67% (\u2248+167 pts at 25,000) AND opening gap vs prior close is positive at 09:30","T":"09:30","target":"price at 13:00 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":31,"hit_tr":0.1613,"base_tr":0.4932,"lift_tr":0.327,"n_te":19,"hit_te":0.5263,"base_te":0.5297,"lift_te":0.994,"ci_te":[0.3171,0.7267],"p_rand":0.5057471264367817,"p_perm_fw":1.0,"p_te":0.5773240068691468,"q_bh_te":0.7761534366207616,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0071972298122306875,"p_holm_tr":1.0,"p_tr":0.00025636533075504167,"stable":false,"by_year":"2022:30/53(n10) 2023:12/48(n8) 2024:8/47(n13) 2025:60/56(n15) 2026:25/49(n4)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":31,"bt_tr_win":0.7419354838709677,"bt_tr_avg":39.27473239264001,"bt_tr_dd":183.79619972782814,"bt_te_n":19,"bt_te_win":0.3684210526315789,"bt_te_avg":-21.473127565974355,"bt_te_dd":430.3261783468391,"bt_te_gross":-12.154421052631445,"eq":false,"page":false,"conds":[["abs_gap_pct","<=",0.2212],["prevret_pct",">=",0.6697],["gap_pct",">",0.0]]},{"id":"R0154","rule":"When India VIX (prior day's close) \u2264 13.7 AND 1-min EMA9 \u2212 EMA21 (as % of price) is negative AND it is Friday at 09:30","T":"09:30","target":"price at 13:00 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.1667,"base_tr":0.4932,"lift_tr":0.338,"n_te":28,"hit_te":0.5714,"base_te":0.5297,"lift_te":1.079,"ci_te":[0.3907,0.7349],"p_rand":0.7616191904047976,"p_perm_fw":1.0,"p_te":0.7351204534844044,"q_bh_te":0.8756581872387758,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.010641599491831787,"p_holm_tr":1.0,"p_tr":0.0004276866067241059,"stable":false,"by_year":"2022:50/53(n2) 2023:20/48(n15) 2024:8/47(n13) 2025:71/56(n17) 2026:36/49(n11)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":30,"bt_tr_win":0.7666666666666667,"bt_tr_avg":42.993748612291014,"bt_tr_dd":107.02772310300179,"bt_te_n":28,"bt_te_win":0.42857142857142855,"bt_te_avg":-2.6953538976367244,"bt_te_dd":601.1615499304185,"bt_te_gross":6.849321428571654,"eq":false,"page":false,"conds":[["vix_prev","<=",13.684],["ema9_21_pct","<",0.0],["dow","==",4.0]]},{"id":"R0155","rule":"When opening-range size \u2265 0.27% (\u224868 pts at 25,000) AND India VIX (prior day's close) \u2264 13.7 AND price is below the CPR at 09:30","T":"09:30","target":"price at 13:00 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":34,"hit_tr":0.1765,"base_tr":0.4932,"lift_tr":0.358,"n_te":54,"hit_te":0.4444,"base_te":0.5297,"lift_te":0.839,"ci_te":[0.32,0.5762],"p_rand":0.18190904547726136,"p_perm_fw":1.0,"p_te":0.13171262407209505,"q_bh_te":0.2598260737497135,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.007356730660030769,"p_holm_tr":1.0,"p_tr":0.000263981379270224,"stable":true,"by_year":"2022:0/53(n2) 2023:21/48(n19) 2024:15/47(n13) 2025:37/56(n19) 2026:49/49(n35)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":34,"bt_tr_win":0.7941176470588235,"bt_tr_avg":46.09260896290153,"bt_tr_dd":111.13159649194881,"bt_te_n":54,"bt_te_win":0.46296296296296297,"bt_te_avg":1.1154340620830216,"bt_te_dd":775.5574460249209,"bt_te_gross":12.264433333333525,"eq":false,"page":false,"conds":[["or_rng_pct",">=",0.2709],["vix_prev","<=",13.684],["cpr_pos","==",-1.0]]},{"id":"R0156","rule":"When 1-min ADX(14) \u2264 21.7 AND gap measured in the direction of the move so far \u2264 -0.15% (\u2248-36 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) > 0.175 at 09:30","T":"09:30","target":"price 30 min after 09:30 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":33,"hit_tr":0.9394,"base_tr":0.5177,"lift_tr":1.815,"n_te":16,"hit_te":0.1875,"base_te":0.5183,"lift_te":0.362,"ci_te":[0.0659,0.4301],"p_rand":1.0,"p_perm_fw":0.16831683168316833,"p_te":0.9986783509346837,"q_bh_te":1.0,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":3.619994385159803e-05,"p_holm_tr":1.0,"p_tr":3.5884784859104005e-07,"stable":false,"by_year":"2022:100/54(n10) 2023:75/49(n8) 2024:100/52(n15) 2025:17/49(n6) 2026:20/55(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":33,"bt_tr_win":0.8181818181818182,"bt_tr_avg":26.501732753972686,"bt_tr_dd":42.152332608097765,"bt_te_n":16,"bt_te_win":0.1875,"bt_te_avg":-31.440201032565287,"bt_te_dd":503.04321652104454,"bt_te_gross":-20.47729999999933,"eq":false,"page":false,"conds":[["adx_14","<=",21.7246],["gap_dir_pct","<=",-0.1456],["pos_rng",">",0.1755]]},{"id":"R0157","rule":"When 1-min ADX(14) \u2264 18.6 AND 1-min EMA9 \u2212 EMA21 (as % of price) > -0.01% (\u2248-2 pts at 25,000) AND India VIX (prior day's close) > 11.7 at 09:30","T":"09:30","target":"price 30 min after 09:30 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":32,"hit_tr":0.9062,"base_tr":0.5177,"lift_tr":1.751,"n_te":15,"hit_te":0.4,"base_te":0.5183,"lift_te":0.772,"ci_te":[0.1982,0.6425],"p_rand":0.8885557221389305,"p_perm_fw":0.9801980198019802,"p_te":0.8801738091908419,"q_bh_te":0.9661069140700841,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.00038351965554924496,"p_holm_tr":1.0,"p_tr":6.327147412391825e-06,"stable":true,"by_year":"2022:100/54(n10) 2023:86/49(n7) 2024:87/52(n15) 2025:25/49(n8) 2026:57/55(n7)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":32,"bt_tr_win":0.84375,"bt_tr_avg":12.35507618045765,"bt_tr_dd":107.08785476534939,"bt_te_n":15,"bt_te_win":0.3333333333333333,"bt_te_avg":-9.268772757467877,"bt_te_dd":200.98744143076465,"bt_te_gross":0.9264533333334839,"eq":false,"page":false,"conds":[["adx_14","<=",18.5986],["ema9_21_pct",">",-0.0093],["vix_prev",">",11.695]]},{"id":"R0158","rule":"When price vs prior-day low > +1.46% (\u2248+366 pts at 25,000) AND India VIX (prior day's close) \u2264 21.4 AND range so far (high\u2212low since 09:15) > 0.30% (\u224874 pts at 25,000) at 09:30","T":"09:30","target":"price 30 min after 09:30 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":40,"hit_tr":0.85,"base_tr":0.5177,"lift_tr":1.642,"n_te":20,"hit_te":0.55,"base_te":0.5183,"lift_te":1.061,"ci_te":[0.3421,0.7418],"p_rand":0.5197401299350325,"p_perm_fw":1.0,"p_te":0.4771774189479779,"q_bh_te":0.6902030524068966,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0010555985296516579,"p_holm_tr":1.0,"p_tr":2.2254452063147462e-05,"stable":false,"by_year":"2022:100/54(n23) 2023:83/49(n6) 2024:55/52(n11) 2025:56/49(n9) 2026:55/55(n11)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":40,"bt_tr_win":0.6,"bt_tr_avg":6.6390741072412,"bt_tr_dd":232.40716932088185,"bt_te_n":20,"bt_te_win":0.45,"bt_te_avg":-6.304047178384158,"bt_te_dd":182.45222558776598,"bt_te_gross":4.072700000000259,"eq":false,"page":false,"conds":[["dist_pdl_pct",">",1.4626],["vix_prev","<=",21.375],["rng_pct",">",0.2972]]},{"id":"R0159","rule":"When price vs prior-day low > +1.46% (\u2248+366 pts at 25,000) AND opening-range size > 0.18% (\u224845 pts at 25,000) AND prior-day range \u2264 1.65% (\u2248412 pts at 25,000) at 09:30","T":"09:30","target":"price 30 min after 09:30 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":34,"hit_tr":0.8529,"base_tr":0.5177,"lift_tr":1.648,"n_te":22,"hit_te":0.5,"base_te":0.5183,"lift_te":0.965,"ci_te":[0.3072,0.6928],"p_rand":0.6876561719140429,"p_perm_fw":1.0,"p_te":0.6501507689006,"q_bh_te":0.8289835856108083,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.003183492279880436,"p_holm_tr":1.0,"p_tr":8.934122575690148e-05,"stable":false,"by_year":"2022:95/54(n20) 2023:75/49(n8) 2024:67/52(n6) 2025:40/49(n10) 2026:58/55(n12)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":34,"bt_tr_win":0.6176470588235294,"bt_tr_avg":7.277684260344712,"bt_tr_dd":78.03066552566031,"bt_te_n":22,"bt_te_win":0.4090909090909091,"bt_te_avg":-7.163808230089725,"bt_te_dd":192.24671491846448,"bt_te_gross":3.2933636363637064,"eq":false,"page":false,"conds":[["dist_pdl_pct",">",1.4626],["or_rng_pct",">",0.1786],["pdr_pct","<=",1.6474]]},{"id":"R0160","rule":"When price vs session TWAP (time-weighted VWAP) \u2265 +0.07% (\u2248+18 pts at 25,000) AND India VIX change on the prior day (%) \u2264 -1.33 AND the first opening-range break was upward at 09:30","T":"09:30","target":"price 30 min after 09:30 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8333,"base_tr":0.5177,"lift_tr":1.61,"n_te":20,"hit_te":0.65,"base_te":0.5183,"lift_te":1.254,"ci_te":[0.4329,0.8188],"p_rand":0.19740129935032483,"p_perm_fw":1.0,"p_te":0.16993754394963845,"q_bh_te":0.3188789434730667,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.014755831407386682,"p_holm_tr":1.0,"p_tr":0.0006566908996123022,"stable":false,"by_year":"2022:81/54(n16) 2023:88/49(n8) 2024:83/52(n6) 2025:78/49(n9) 2026:55/55(n11)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":30,"bt_tr_win":0.7333333333333333,"bt_tr_avg":17.78802450348349,"bt_tr_dd":41.30190012639929,"bt_te_n":20,"bt_te_win":0.5,"bt_te_avg":8.366592719484425,"bt_te_dd":127.85763992752399,"bt_te_gross":19.42565999999988,"eq":false,"page":false,"conds":[["dist_twap_pct",">=",0.0714],["vix_chg","<=",-1.3269],["or_first_break","==",1.0]]},{"id":"R0161","rule":"When prior-day range \u2264 0.60% (\u2248150 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","T":"09:30","target":"price 30 min after 09:30 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8333,"base_tr":0.5177,"lift_tr":1.61,"n_te":18,"hit_te":0.4444,"base_te":0.5183,"lift_te":0.858,"ci_te":[0.2456,0.6628],"p_rand":0.7861069465267366,"p_perm_fw":1.0,"p_te":0.8056922363337524,"q_bh_te":0.9311924538839564,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.014755831407386682,"p_holm_tr":1.0,"p_tr":0.0006566908996123022,"stable":false,"by_year":"2022:0/54(n1) 2023:86/49(n14) 2024:87/52(n15) 2025:42/49(n12) 2026:50/55(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":30,"bt_tr_win":0.7,"bt_tr_avg":12.91674714162336,"bt_tr_dd":110.85375601820431,"bt_te_n":18,"bt_te_win":0.3333333333333333,"bt_te_avg":-16.33611142603402,"bt_te_dd":333.569361998142,"bt_te_gross":-6.093188888888714,"eq":false,"page":false,"conds":[["pdr_pct","<=",0.5982],["dist_twap_pct","<",0.0],["touched_pdh","==",1.0]]},{"id":"R0162","rule":"When move from the open to 09:30 \u2265 +0.02% (\u2248+5 pts at 25,000) AND distance from TWAP in the move's direction \u2264 +0.02% (\u2248+6 pts at 25,000) AND 1-min Bollinger %B \u2265 0.624 at 09:30","T":"09:30","target":"price 30 min after 09:30 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":34,"hit_tr":0.8235,"base_tr":0.5177,"lift_tr":1.591,"n_te":16,"hit_te":0.9375,"base_te":0.5183,"lift_te":1.809,"ci_te":[0.7167,0.9889],"p_rand":0.001999000499750125,"p_perm_fw":1.0,"p_te":0.00042999791718078867,"q_bh_te":0.0020289222111637213,"q_bh_te_fam":0.16511920019742285,"p_holm_te":0.3298084024776649,"q_bh_tr":0.010557297133034734,"p_holm_tr":1.0,"p_tr":0.0004228792553769091,"stable":true,"by_year":"2022:83/54(n12) 2023:77/49(n13) 2024:89/52(n9) 2025:88/49(n8) 2026:100/55(n8)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":34,"bt_tr_win":0.6470588235294118,"bt_tr_avg":8.3366106152892,"bt_tr_dd":78.79807501377519,"bt_te_n":16,"bt_te_win":0.875,"bt_te_avg":31.067264539212665,"bt_te_dd":20.493994124833307,"bt_te_gross":42.390625,"eq":false,"page":false,"conds":[["mv_pct",">=",0.0194],["twap_dir_pct","<=",0.0222],["bb_pctb",">=",0.6239]]},{"id":"R0163","rule":"When move from the open to 09:30 \u2265 +0.02% (\u2248+5 pts at 25,000) AND distance from TWAP in the move's direction \u2264 +0.02% (\u2248+6 pts at 25,000) AND price is above the prior-day high at 09:30","T":"09:30","target":"price 30 min after 09:30 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.8182,"base_tr":0.5177,"lift_tr":1.581,"n_te":12,"hit_te":0.5833,"base_te":0.5183,"lift_te":1.126,"ci_te":[0.3195,0.8067],"p_rand":0.4122938530734633,"p_perm_fw":1.0,"p_te":0.43744080669247964,"q_bh_te":0.6422846889804988,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.01511351937827063,"p_holm_tr":1.0,"p_tr":0.0006788131579206775,"stable":true,"by_year":"2022:75/54(n12) 2023:83/49(n12) 2024:89/52(n9) 2025:38/49(n8) 2026:100/55(n4)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":33,"bt_tr_win":0.6060606060606061,"bt_tr_avg":1.239191107678307,"bt_tr_dd":162.6349733316727,"bt_te_n":12,"bt_te_win":0.5,"bt_te_avg":-14.895823875320351,"bt_te_dd":340.1945887663607,"bt_te_gross":-4.318200000000313,"eq":false,"page":false,"conds":[["mv_pct",">=",0.0194],["twap_dir_pct","<=",0.0222],["pd_pos","==",1.0]]},{"id":"R0164","rule":"When 1-min Bollinger %B \u2264 0.23 AND opening-range size \u2264 0.32% (\u224880 pts at 25,000) AND range so far (high\u2212low since 09:15) > 0.28% (\u224870 pts at 25,000) at 09:30","T":"09:30","target":"price 30 min after 09:30 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":37,"hit_tr":0.1351,"base_tr":0.5177,"lift_tr":0.261,"n_te":25,"hit_te":0.64,"base_te":0.5183,"lift_te":1.235,"ci_te":[0.4452,0.7975],"p_rand":0.9445277361319341,"p_perm_fw":0.7821782178217822,"p_te":0.9230067446050952,"q_bh_te":0.9814389832816433,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.00019606930729157513,"p_holm_tr":1.0,"p_tr":2.7641221516840836e-06,"stable":false,"by_year":"2022:14/54(n7) 2023:24/49(n17) 2024:0/52(n13) 2025:61/49(n18) 2026:71/55(n7)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":37,"bt_tr_win":0.8108108108108109,"bt_tr_avg":33.039818132751385,"bt_tr_dd":66.5833247855,"bt_te_n":25,"bt_te_win":0.36,"bt_te_avg":-13.304299636999147,"bt_te_dd":377.28208757179783,"bt_te_gross":-4.293008000000263,"eq":false,"page":false,"conds":[["bb_pctb","<=",0.2296],["or_rng_pct","<=",0.3183],["rng_pct",">",0.2784]]},{"id":"R0165","rule":"When 1-min Bollinger %B \u2264 0.188 AND opening-range size \u2264 0.27% (\u224868 pts at 25,000) at 09:30","T":"09:30","target":"price 30 min after 09:30 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"tree","dirn":"lower","n_tr":37,"hit_tr":0.1622,"base_tr":0.5177,"lift_tr":0.313,"n_te":26,"hit_te":0.7692,"base_te":0.5183,"lift_te":1.484,"ci_te":[0.5795,0.8897],"p_rand":0.999000499750125,"p_perm_fw":1.0,"p_te":0.9977579359236094,"q_bh_te":1.0,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.000828639961254633,"p_holm_tr":1.0,"p_tr":1.642761887249256e-05,"stable":false,"by_year":"2022:17/54(n6) 2023:21/49(n19) 2024:8/52(n12) 2025:81/49(n21) 2026:60/55(n5)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":37,"bt_tr_win":0.7567567567567568,"bt_tr_avg":26.251812666183877,"bt_tr_dd":66.5833247855,"bt_te_n":26,"bt_te_win":0.23076923076923078,"bt_te_avg":-28.64811681915248,"bt_te_dd":744.8510372979644,"bt_te_gross":-20.125969230769233,"eq":false,"page":false,"conds":[["bb_pctb","<=",0.1877],["or_rng_pct","<=",0.2715]]},{"id":"R0166","rule":"When size of the move from the open to 09:30 (either direction) \u2264 0.11% (\u224829 pts at 25,000) AND 1-min Bollinger %B \u2264 0.301 AND price has not touched the prior-day high yet at 09:30","T":"09:30","target":"price 30 min after 09:30 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.1667,"base_tr":0.5177,"lift_tr":0.322,"n_te":22,"hit_te":0.5,"base_te":0.5183,"lift_te":0.965,"ci_te":[0.3072,0.6928],"p_rand":0.5012493753123438,"p_perm_fw":1.0,"p_te":0.5155849676417441,"q_bh_te":0.7231581364325761,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.004883003002540442,"p_holm_tr":1.0,"p_tr":0.00015502721404860628,"stable":false,"by_year":"2022:15/54(n13) 2023:0/49(n4) 2024:23/52(n13) 2025:67/49(n12) 2026:30/55(n10)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":30,"bt_tr_win":0.7,"bt_tr_avg":19.33739880962632,"bt_tr_dd":90.0974447170949,"bt_te_n":22,"bt_te_win":0.45454545454545453,"bt_te_avg":0.8446662546531937,"bt_te_dd":195.842254344492,"bt_te_gross":10.461363636364034,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.1149],["bb_pctb","<=",0.3008],["touched_pdh","==",0.0]]},{"id":"R0167","rule":"When size of the move from the open to 09:30 (either direction) \u2264 0.11% (\u224829 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) \u2264 0.366 AND price vs prior-day low \u2264 +0.40% (\u2248+100 pts at 25,000) at 09:30","T":"09:30","target":"price 30 min after 09:30 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":33,"hit_tr":0.1818,"base_tr":0.5177,"lift_tr":0.351,"n_te":36,"hit_te":0.5833,"base_te":0.5183,"lift_te":1.126,"ci_te":[0.422,0.7286],"p_rand":0.8685657171414293,"p_perm_fw":1.0,"p_te":0.8283331471496393,"q_bh_te":0.9436916461192655,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.00472679959614718,"p_holm_tr":1.0,"p_tr":0.00014866284364744247,"stable":false,"by_year":"2022:10/54(n10) 2023:0/49(n5) 2024:28/52(n18) 2025:64/49(n22) 2026:50/55(n14)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":33,"bt_tr_win":0.7272727272727273,"bt_tr_avg":16.23259266183852,"bt_tr_dd":123.9809182172279,"bt_te_n":36,"bt_te_win":0.3055555555555556,"bt_te_avg":-10.9585841194261,"bt_te_dd":417.05510892169673,"bt_te_gross":-0.9484111111105449,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.1149],["pos_rng","<=",0.3662],["dist_pdl_pct","<=",0.4018]]},{"id":"R0168","rule":"When 1-min EMA9 \u2212 EMA21 (as % of price) > -0.01% (\u2248-2 pts at 25,000) AND 1-min Bollinger %B \u2264 0.45 AND opening gap vs prior close > +0.18% (\u2248+45 pts at 25,000) at 09:30","T":"09:30","target":"price 60 min after 09:30 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"tree","dirn":"higher","n_tr":30,"hit_tr":0.9,"base_tr":0.5068,"lift_tr":1.776,"n_te":14,"hit_te":0.5,"base_te":0.5297,"lift_te":0.944,"ci_te":[0.268,0.732],"p_rand":0.6711644177911045,"p_perm_fw":1.0,"p_te":0.6886110322913446,"q_bh_te":0.8548274883616691,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0006310801252061856,"p_holm_tr":1.0,"p_tr":1.1683842628930505e-05,"stable":false,"by_year":"2022:92/53(n12) 2023:100/48(n8) 2024:80/51(n10) 2025:50/54(n10) 2026:50/52(n4)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":30,"bt_tr_win":0.8,"bt_tr_avg":23.99448758387359,"bt_tr_dd":83.83517077249996,"bt_te_n":14,"bt_te_win":0.5,"bt_te_avg":-8.738504805461954,"bt_te_dd":141.6165412247348,"bt_te_gross":0.3463714285714689,"eq":false,"page":false,"conds":[["ema9_21_pct",">",-0.0096],["bb_pctb","<=",0.4502],["gap_pct",">",0.1802]]},{"id":"R0169","rule":"When price vs prior-day low \u2264 +0.97% (\u2248+243 pts at 25,000) AND 1-min RSI(14) > 71.6 AND range so far (high\u2212low since 09:15) \u2264 0.32% (\u224880 pts at 25,000) at 09:30","T":"09:30","target":"price 60 min after 09:30 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":32,"hit_tr":0.875,"base_tr":0.5068,"lift_tr":1.727,"n_te":8,"hit_te":0.375,"base_te":0.5297,"lift_te":0.708,"ci_te":[0.1368,0.6943],"p_rand":0.8860569715142429,"p_perm_fw":1.0,"p_te":0.8910110442325756,"q_bh_te":0.974509803075986,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0012242968530627163,"p_holm_tr":1.0,"p_tr":2.6771723602262228e-05,"stable":true,"by_year":"2022:100/53(n3) 2023:79/48(n14) 2024:93/51(n15) 2025:50/54(n2) 2026:33/52(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":32,"bt_tr_win":0.8125,"bt_tr_avg":19.830901432684186,"bt_tr_dd":95.24197987921474,"bt_te_n":8,"bt_te_win":0.375,"bt_te_avg":-15.1678795369364,"bt_te_dd":130.6795384663212,"bt_te_gross":-1.456250000000182,"eq":false,"page":false,"conds":[["dist_pdl_pct","<=",0.9718],["rsi_14",">",71.5692],["rng_pct","<=",0.319]]},{"id":"R0170","rule":"When distance from TWAP in the move's direction \u2265 +0.11% (\u2248+28 pts at 25,000) AND opening gap vs prior close is positive AND the first opening-range break was upward at 09:30","T":"09:30","target":"price 60 min after 09:30 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8333,"base_tr":0.5068,"lift_tr":1.644,"n_te":14,"hit_te":0.5714,"base_te":0.5297,"lift_te":1.079,"ci_te":[0.3259,0.7862],"p_rand":0.5212393803098451,"p_perm_fw":1.0,"p_te":0.4842509029215357,"q_bh_te":0.6942358077282194,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.010641599491831787,"p_holm_tr":1.0,"p_tr":0.00042768711739585156,"stable":false,"by_year":"2022:84/53(n19) 2023:60/48(n5) 2024:100/51(n6) 2025:75/54(n8) 2026:33/52(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":30,"bt_tr_win":0.7333333333333333,"bt_tr_avg":18.923826415616364,"bt_tr_dd":108.23794378504863,"bt_te_n":14,"bt_te_win":0.5714285714285714,"bt_te_avg":-14.57898441583778,"bt_te_dd":280.7032935262333,"bt_te_gross":-4.879342857142286,"eq":false,"page":false,"conds":[["twap_dir_pct",">=",0.1136],["gap_pct",">",0.0],["or_first_break","==",1.0]]},{"id":"R0171","rule":"When price vs session TWAP (time-weighted VWAP) \u2264 +0.02% (\u2248+5 pts at 25,000) AND prior-day range \u2264 0.47% (\u2248118 pts at 25,000) AND India VIX (prior day's close) \u2264 14 at 09:30","T":"09:30","target":"price 60 min after 09:30 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":30,"hit_tr":0.8333,"base_tr":0.5068,"lift_tr":1.644,"n_te":22,"hit_te":0.5455,"base_te":0.5297,"lift_te":1.03,"ci_te":[0.3466,0.7308],"p_rand":0.4847576211894053,"p_perm_fw":1.0,"p_te":0.5276523836328781,"q_bh_te":0.7316378272341763,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.010641599491831787,"p_holm_tr":1.0,"p_tr":0.00042768711739585156,"stable":true,"by_year":"2022:100/53(n2) 2023:82/48(n17) 2024:82/51(n11) 2025:56/54(n9) 2026:54/52(n13)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":30,"bt_tr_win":0.7,"bt_tr_avg":13.17199266784719,"bt_tr_dd":119.27557427308716,"bt_te_n":22,"bt_te_win":0.4090909090909091,"bt_te_avg":-14.468042499947067,"bt_te_dd":428.0196858481787,"bt_te_gross":-2.8422090909091575,"eq":false,"page":false,"conds":[["dist_twap_pct","<=",0.0194],["pdr_pct","<=",0.4703],["vix_prev","<=",13.96]]},{"id":"R0172","rule":"When 1-min Bollinger %B \u2264 0.449 AND opening gap vs prior close is positive AND 1-min EMA9 \u2212 EMA21 (as % of price) is positive at 09:30","T":"09:30","target":"price 60 min after 09:30 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":40,"hit_tr":0.825,"base_tr":0.5068,"lift_tr":1.628,"n_te":15,"hit_te":0.4,"base_te":0.5297,"lift_te":0.755,"ci_te":[0.1982,0.6425],"p_rand":0.8975512243878061,"p_perm_fw":1.0,"p_te":0.897170007217981,"q_bh_te":0.9765389104321137,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0023375299769908143,"p_holm_tr":1.0,"p_tr":6.036036588513281e-05,"stable":false,"by_year":"2022:91/53(n11) 2023:92/48(n13) 2024:69/51(n16) 2025:36/54(n11) 2026:50/52(n4)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":40,"bt_tr_win":0.725,"bt_tr_avg":16.599033919205823,"bt_tr_dd":135.44366511826388,"bt_te_n":15,"bt_te_win":0.4,"bt_te_avg":-28.708750130283537,"bt_te_dd":446.22348653060214,"bt_te_gross":-19.277706666666443,"eq":false,"page":false,"conds":[["bb_pctb","<=",0.4492],["gap_pct",">",0.0],["ema9_21_pct",">",0.0]]},{"id":"R0173","rule":"When 1-min EMA9 \u2212 EMA21 (as % of price) > -0.01% (\u2248-2 pts at 25,000) AND 1-min Bollinger %B \u2264 0.459 AND price vs prior-day high > -0.86% (\u2248-216 pts at 25,000) at 09:30","T":"09:30","target":"price 60 min after 09:30 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":60,"hit_tr":0.8,"base_tr":0.5068,"lift_tr":1.579,"n_te":30,"hit_te":0.4333,"base_te":0.5297,"lift_te":0.818,"ci_te":[0.2738,0.608],"p_rand":0.889055472263868,"p_perm_fw":0.900990099009901,"p_te":0.8925104766473326,"q_bh_te":0.974509803075986,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.00032891618712466316,"p_holm_tr":1.0,"p_tr":5.206614553814037e-06,"stable":false,"by_year":"2022:85/53(n20) 2023:83/48(n18) 2024:73/51(n22) 2025:38/54(n21) 2026:56/52(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":60,"bt_tr_win":0.6833333333333333,"bt_tr_avg":13.770345889149432,"bt_tr_dd":164.51745354840358,"bt_te_n":30,"bt_te_win":0.4,"bt_te_avg":-17.87434870465961,"bt_te_dd":611.5764553251311,"bt_te_gross":-8.041926666666404,"eq":false,"page":false,"conds":[["ema9_21_pct",">",-0.0093],["bb_pctb","<=",0.4592],["dist_pdh_pct",">",-0.8628]]},{"id":"R0174","rule":"When opening gap vs prior close \u2265 +0.21% (\u2248+53 pts at 25,000) AND 1-min Bollinger %B \u2264 0.449 AND it is not expiry day at 09:30","T":"09:30","target":"price 60 min after 09:30 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.8065,"base_tr":0.5068,"lift_tr":1.591,"n_te":15,"hit_te":0.4667,"base_te":0.5297,"lift_te":0.881,"ci_te":[0.2481,0.6988],"p_rand":0.7576211894052973,"p_perm_fw":1.0,"p_te":0.7727112910103127,"q_bh_te":0.9081927144643578,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.022332080785148797,"p_holm_tr":1.0,"p_tr":0.0011415265579061416,"stable":true,"by_year":"2022:90/53(n10) 2023:89/48(n9) 2024:67/51(n12) 2025:44/54(n9) 2026:50/52(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":31,"bt_tr_win":0.7096774193548387,"bt_tr_avg":15.029942046026129,"bt_tr_dd":142.19680706809183,"bt_te_n":15,"bt_te_win":0.4666666666666667,"bt_te_avg":-17.61323664781121,"bt_te_dd":287.3433350089341,"bt_te_gross":-7.718866666666872,"eq":false,"page":false,"conds":[["gap_pct",">=",0.2104],["bb_pctb","<=",0.4492],["is_expiry","==",0.0]]},{"id":"R0175","rule":"When gap measured in the direction of the move so far \u2264 -0.16% (\u2248-39 pts at 25,000) AND opening-range size \u2265 0.37% (\u224894 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 at 09:30","T":"09:30","target":"price 60 min after 09:30 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8,"base_tr":0.5068,"lift_tr":1.579,"n_te":26,"hit_te":0.5,"base_te":0.5297,"lift_te":0.944,"ci_te":[0.3206,0.6794],"p_rand":0.6836581709145427,"p_perm_fw":1.0,"p_te":0.6919458705322672,"q_bh_te":0.8556887864597502,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.03183102005721143,"p_holm_tr":1.0,"p_tr":0.0018362281541865833,"stable":true,"by_year":"2022:85/53(n13) 2023:50/48(n4) 2024:85/51(n13) 2025:33/54(n9) 2026:59/52(n17)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":30,"bt_tr_win":0.7,"bt_tr_avg":15.343351924037522,"bt_tr_dd":146.52439339930834,"bt_te_n":26,"bt_te_win":0.34615384615384615,"bt_te_avg":-30.51423325273785,"bt_te_dd":894.8270564641539,"bt_te_gross":-20.00556923076916,"eq":false,"page":false,"conds":[["gap_dir_pct","<=",-0.1554],["or_rng_pct",">=",0.3744],["vix_chg",">=",0.7733]]},{"id":"R0176","rule":"When prior day's close-to-close return > +0.78% (\u2248+194 pts at 25,000) AND prior-day range \u2264 1.05% (\u2248263 pts at 25,000) AND 1-min ADX(14) \u2264 43.2 at 09:30","T":"09:30","target":"price 60 min after 09:30 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":32,"hit_tr":0.0938,"base_tr":0.5068,"lift_tr":0.185,"n_te":18,"hit_te":0.5,"base_te":0.5297,"lift_te":0.944,"ci_te":[0.2903,0.7097],"p_rand":0.47876061969015493,"p_perm_fw":0.6336633663366337,"p_te":0.4916726600087829,"q_bh_te":0.7008814257496062,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.00013700645877087606,"p_holm_tr":1.0,"p_tr":1.785078920031996e-06,"stable":true,"by_year":"2022:19/53(n16) 2023:0/48(n11) 2024:0/51(n5) 2025:56/54(n9) 2026:44/52(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":32,"bt_tr_win":0.84375,"bt_tr_avg":25.533682320786106,"bt_tr_dd":104.37273667393845,"bt_te_n":18,"bt_te_win":0.3888888888888889,"bt_te_avg":-6.380947923683867,"bt_te_dd":351.04518776165037,"bt_te_gross":4.931788888888453,"eq":false,"page":false,"conds":[["prevret_pct",">",0.775],["pdr_pct","<=",1.0516],["adx_14","<=",43.2368]]},{"id":"R0177","rule":"When India VIX (prior day's close) \u2264 12.1 AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 -0.00% (\u2248-1 pts at 25,000) AND price is inside the prior-day range at 09:30","T":"09:30","target":"price 60 min after 09:30 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":31,"hit_tr":0.129,"base_tr":0.5068,"lift_tr":0.255,"n_te":25,"hit_te":0.68,"base_te":0.5297,"lift_te":1.284,"ci_te":[0.4841,0.828],"p_rand":0.95952023988006,"p_perm_fw":1.0,"p_te":0.9577876296783779,"q_bh_te":0.9946256154352386,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0011469973300488397,"p_holm_tr":1.0,"p_tr":2.4668920357998026e-05,"stable":false,"by_year":"2022:\u2013(n0) 2023:11/48(n28) 2024:33/51(n3) 2025:74/54(n19) 2026:50/52(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":31,"bt_tr_win":0.7741935483870968,"bt_tr_avg":16.362660234390557,"bt_tr_dd":56.748381283001464,"bt_te_n":25,"bt_te_win":0.28,"bt_te_avg":-19.808863220270084,"bt_te_dd":495.221580506752,"bt_te_gross":-10.301999999999826,"eq":false,"page":false,"conds":[["vix_prev","<=",12.09],["ema9_21_pct","<=",-0.004],["pd_pos","==",0.0]]},{"id":"R0178","rule":"When 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 -0.01% (\u2248-2 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 0.37% (\u224894 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) > -0.04% (\u2248-10 pts at 25,000) at 09:30","T":"09:30","target":"price 60 min after 09:30 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":51,"hit_tr":0.1569,"base_tr":0.5068,"lift_tr":0.31,"n_te":30,"hit_te":0.5,"base_te":0.5297,"lift_te":0.944,"ci_te":[0.3315,0.6685],"p_rand":0.44127936031984005,"p_perm_fw":0.21782178217821782,"p_te":0.44196082605432274,"q_bh_te":0.6469667513927737,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":4.1535432586890165e-05,"p_holm_tr":1.0,"p_tr":4.224603872989593e-07,"stable":true,"by_year":"2022:17/53(n6) 2023:15/48(n26) 2024:16/51(n19) 2025:52/54(n25) 2026:40/52(n5)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":51,"bt_tr_win":0.803921568627451,"bt_tr_avg":31.454476185264447,"bt_tr_dd":76.67083389361395,"bt_te_n":30,"bt_te_win":0.4666666666666667,"bt_te_avg":-1.3794243819851697,"bt_te_dd":180.4599432544925,"bt_te_gross":7.844453333333271,"eq":false,"page":false,"conds":[["ema9_21_pct","<=",-0.0096],["rng_pct","<=",0.3742],["ema9_21_pct",">",-0.0397]]},{"id":"R0179","rule":"When 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 -0.01% (\u2248-2 pts at 25,000) AND size of the move from the open to 09:30 (either direction) \u2264 0.27% (\u224868 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) > -0.03% (\u2248-7 pts at 25,000) at 09:30","T":"09:30","target":"price 60 min after 09:30 is further in the move's direction than at 09:30","family":"direction (continuation / reversal)","method":"tree","dirn":"lower","n_tr":39,"hit_tr":0.1538,"base_tr":0.5068,"lift_tr":0.304,"n_te":21,"hit_te":0.4762,"base_te":0.5297,"lift_te":0.899,"ci_te":[0.2834,0.6763],"p_rand":0.375312343828086,"p_perm_fw":1.0,"p_te":0.3914562842424221,"q_bh_te":0.6049213168261277,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0005469670228710532,"p_holm_tr":1.0,"p_tr":9.820632354144573e-06,"stable":true,"by_year":"2022:17/53(n6) 2023:19/48(n16) 2024:12/51(n17) 2025:47/54(n17) 2026:50/52(n4)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":39,"bt_tr_win":0.8205128205128205,"bt_tr_avg":25.99207317628983,"bt_tr_dd":75.55167602573661,"bt_te_n":21,"bt_te_win":0.42857142857142855,"bt_te_avg":-11.787174950029332,"bt_te_dd":354.2806258219132,"bt_te_gross":-2.552485714286117,"eq":false,"page":false,"conds":[["ema9_21_pct","<=",-0.0096],["abs_mv_pct","<=",0.2715],["ema9_21_pct",">",-0.0268]]},{"id":"R0180","rule":"When 1-min ADX(14) \u2264 19.3 AND India VIX (prior day's close) > 12.8 AND 1-min Bollinger %B > 0.0986 at 09:30","T":"09:30","target":"the close is further in the move's direction than the 09:30 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":36,"hit_tr":0.8889,"base_tr":0.4986,"lift_tr":1.783,"n_te":17,"hit_te":0.5882,"base_te":0.5251,"lift_te":1.12,"ci_te":[0.3601,0.7839],"p_rand":0.36681659170414793,"p_perm_fw":0.6336633663366337,"p_te":0.39239216732219806,"q_bh_te":0.6054050581542485,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.00013774692684461517,"p_holm_tr":1.0,"p_tr":1.7978441831023456e-06,"stable":true,"by_year":"2022:93/55(n14) 2023:100/45(n4) 2024:83/50(n18) 2025:75/55(n8) 2026:44/50(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.6666666666666666,"bt_tr_avg":66.96188875155948,"bt_tr_dd":193.47656252300908,"bt_te_n":17,"bt_te_win":0.4117647058823529,"bt_te_avg":-10.885582781215108,"bt_te_dd":723.3523630610725,"bt_te_gross":0.25271764705929156,"eq":false,"page":false,"conds":[["adx_14","<=",19.2625],["vix_prev",">",12.825],["bb_pctb",">",0.0986]]},{"id":"R0181","rule":"When 1-min ADX(14) \u2264 19.3 AND 1-min EMA9 \u2212 EMA21 (as % of price) > -0.01% (\u2248-2 pts at 25,000) AND size of the move from the open to 09:30 (either direction) > 0.01% (\u22483 pts at 25,000) at 09:30","T":"09:30","target":"the close is further in the move's direction than the 09:30 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":38,"hit_tr":0.8421,"base_tr":0.4986,"lift_tr":1.689,"n_te":27,"hit_te":0.4074,"base_te":0.5251,"lift_te":0.776,"ci_te":[0.2451,0.5927],"p_rand":0.9390304847576212,"p_perm_fw":1.0,"p_te":0.9219765899492451,"q_bh_te":0.9814389832816433,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.001070264689543205,"p_holm_tr":1.0,"p_tr":2.2653993019299826e-05,"stable":false,"by_year":"2022:100/55(n11) 2023:73/45(n11) 2024:81/50(n16) 2025:39/55(n18) 2026:44/50(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.631578947368421,"bt_tr_avg":54.75663876472663,"bt_tr_dd":212.25810655381292,"bt_te_n":27,"bt_te_win":0.3333333333333333,"bt_te_avg":-30.668190056030898,"bt_te_dd":1076.1584435849607,"bt_te_gross":-20.76397037036993,"eq":false,"page":false,"conds":[["adx_14","<=",19.2852],["ema9_21_pct",">",-0.0098],["abs_mv_pct",">",0.0116]]},{"id":"R0182","rule":"When prior day's close-to-close return \u2264 -0.94% (\u2248-235 pts at 25,000) AND India VIX change on the prior day (%) \u2264 6.05 AND 1-min RSI(14) > 24.8 at 09:30","T":"09:30","target":"the close is further in the move's direction than the 09:30 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":38,"hit_tr":0.8421,"base_tr":0.4986,"lift_tr":1.689,"n_te":18,"hit_te":0.6111,"base_te":0.5251,"lift_te":1.164,"ci_te":[0.3862,0.797],"p_rand":0.29685157421289354,"p_perm_fw":1.0,"p_te":0.31220109948695524,"q_bh_te":0.5080897092887043,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.001070264689543205,"p_holm_tr":1.0,"p_tr":2.2653993019299826e-05,"stable":true,"by_year":"2022:94/55(n17) 2023:83/45(n6) 2024:73/50(n15) 2025:56/55(n9) 2026:67/50(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.47368421052631576,"bt_tr_avg":8.959924809384733,"bt_tr_dd":568.7969230431385,"bt_te_n":18,"bt_te_win":0.3888888888888889,"bt_te_avg":-13.425211463459805,"bt_te_dd":533.2590776008522,"bt_te_gross":-3.4871888888889466,"eq":false,"page":false,"conds":[["prevret_pct","<=",-0.9403],["vix_chg","<=",6.0528],["rsi_14",">",24.842]]},{"id":"R0183","rule":"When range so far (high\u2212low since 09:15) \u2265 0.37% (\u224891 pts at 25,000) AND CPR width \u2264 0.13% (\u224833 pts at 25,000) AND 1-min ADX(14) \u2264 31.6 at 09:30","T":"09:30","target":"the close is further in the move's direction than the 09:30 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":36,"hit_tr":0.8056,"base_tr":0.4986,"lift_tr":1.616,"n_te":25,"hit_te":0.32,"base_te":0.5251,"lift_te":0.609,"ci_te":[0.172,0.5159],"p_rand":0.9940029985007496,"p_perm_fw":1.0,"p_te":0.988449035849596,"q_bh_te":0.9998438728713133,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.007996729867791952,"p_holm_tr":1.0,"p_tr":0.00029394260365721726,"stable":false,"by_year":"2022:88/55(n17) 2023:60/45(n5) 2024:79/50(n14) 2025:35/55(n17) 2026:25/50(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.6111111111111112,"bt_tr_avg":22.868636695042458,"bt_tr_dd":404.4186404676242,"bt_te_n":25,"bt_te_win":0.2,"bt_te_avg":-66.20859276809769,"bt_te_dd":1655.2148192024424,"bt_te_gross":-56.69645599999989,"eq":false,"page":false,"conds":[["rng_pct",">=",0.3655],["cpr_width_pct","<=",0.1326],["adx_14","<=",31.6369]]},{"id":"R0184","rule":"When price vs prior-day low > +0.41% (\u2248+102 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.043 AND opening-range size > 0.14% (\u224835 pts at 25,000) at 09:30","T":"09:30","target":"the close is further in the move's direction than the 09:30 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":35,"hit_tr":0.8,"base_tr":0.4986,"lift_tr":1.604,"n_te":12,"hit_te":0.5,"base_te":0.5251,"lift_te":0.952,"ci_te":[0.2538,0.7462],"p_rand":0.672663668165917,"p_perm_fw":1.0,"p_te":0.6787961246035398,"q_bh_te":0.8513417201479235,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.01161519834533096,"p_holm_tr":1.0,"p_tr":0.0004792747832012326,"stable":true,"by_year":"2022:100/55(n3) 2023:65/45(n20) 2024:100/50(n12) 2025:50/55(n6) 2026:50/50(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":35,"bt_tr_win":0.6571428571428571,"bt_tr_avg":30.50488630426462,"bt_tr_dd":166.00345379730277,"bt_te_n":12,"bt_te_win":0.3333333333333333,"bt_te_avg":-3.640853534941256,"bt_te_dd":338.0237307127752,"bt_te_gross":7.0896333333327375,"eq":false,"page":false,"conds":[["dist_pdl_pct",">",0.4072],["atr14_pct","<=",0.043],["or_rng_pct",">",0.142]]},{"id":"R0185","rule":"When size of the move from the open to 09:30 (either direction) \u2264 0.05% (\u224813 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is negative AND 1-min EMA9 \u2212 EMA21 (as % of price) is positive at 09:30","T":"09:30","target":"the close is further in the move's direction than the 09:30 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":34,"hit_tr":0.7941,"base_tr":0.4986,"lift_tr":1.593,"n_te":14,"hit_te":0.7143,"base_te":0.5251,"lift_te":1.36,"ci_te":[0.4535,0.8828],"p_rand":0.10594702648675662,"p_perm_fw":1.0,"p_te":0.12446773899219388,"q_bh_te":0.24787107347970747,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.016710884693010426,"p_holm_tr":1.0,"p_tr":0.0007766142535394513,"stable":true,"by_year":"2022:75/55(n8) 2023:69/45(n16) 2024:100/50(n10) 2025:83/55(n6) 2026:62/50(n8)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.5588235294117647,"bt_tr_avg":39.779660512341444,"bt_tr_dd":216.6953729048089,"bt_te_n":14,"bt_te_win":0.5,"bt_te_avg":27.45018285522971,"bt_te_dd":340.7991524698508,"bt_te_gross":39.70511428571418,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.0526],["dist_twap_pct","<",0.0],["ema9_21_pct",">",0.0]]},{"id":"R0186","rule":"When move from the open to 09:30 \u2264 +0.53% (\u2248+133 pts at 25,000) AND size of the move from the open to 09:30 (either direction) \u2264 0.15% (\u224838 pts at 25,000) AND CPR width > 0.40% (\u224899 pts at 25,000) at 09:30","T":"09:30","target":"the close is further in the move's direction than the 09:30 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":34,"hit_tr":0.7941,"base_tr":0.4986,"lift_tr":1.593,"n_te":9,"hit_te":0.5556,"base_te":0.5251,"lift_te":1.058,"ci_te":[0.2666,0.8112],"p_rand":0.553223388305847,"p_perm_fw":1.0,"p_te":0.5615969376670692,"q_bh_te":0.7613280661260686,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.016710884693010426,"p_holm_tr":1.0,"p_tr":0.0007766142535394513,"stable":true,"by_year":"2022:83/55(n18) 2023:33/45(n3) 2024:85/50(n13) 2025:60/55(n5) 2026:50/50(n4)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.5882352941176471,"bt_tr_avg":33.87173563563506,"bt_tr_dd":220.52963962553974,"bt_te_n":9,"bt_te_win":0.4444444444444444,"bt_te_avg":-11.215567887837777,"bt_te_dd":321.7508474973946,"bt_te_gross":-1.6046666666669707,"eq":false,"page":false,"conds":[["mv_pct","<=",0.531],["abs_mv_pct","<=",0.1525],["cpr_width_pct",">",0.3963]]},{"id":"R0187","rule":"When 1-min ADX(14) \u2264 18.8 AND CPR width \u2264 0.15% (\u224837 pts at 25,000) AND 1-min Bollinger %B \u2264 0.976 at 09:30","T":"09:30","target":"the close is further in the move's direction than the 09:30 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":33,"hit_tr":0.7879,"base_tr":0.4986,"lift_tr":1.58,"n_te":21,"hit_te":0.5714,"base_te":0.5251,"lift_te":1.088,"ci_te":[0.3655,0.7553],"p_rand":0.456271864067966,"p_perm_fw":1.0,"p_te":0.41991983489565665,"q_bh_te":0.6298797523434849,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.023921133832151623,"p_holm_tr":1.0,"p_tr":0.001250146058511055,"stable":true,"by_year":"2022:90/55(n10) 2023:67/45(n12) 2024:82/50(n11) 2025:62/55(n16) 2026:40/50(n5)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.6363636363636364,"bt_tr_avg":41.50069211588196,"bt_tr_dd":212.75090429392606,"bt_te_n":21,"bt_te_win":0.42857142857142855,"bt_te_avg":2.043823795513544,"bt_te_dd":457.09577746445484,"bt_te_gross":11.417533333333267,"eq":false,"page":false,"conds":[["adx_14","<=",18.795],["cpr_width_pct","<=",0.1498],["bb_pctb","<=",0.9756]]},{"id":"R0188","rule":"When opening-range size \u2265 0.27% (\u224868 pts at 25,000) AND India VIX (prior day's close) \u2264 13.7 AND price vs session TWAP (time-weighted VWAP) is positive at 09:30","T":"09:30","target":"the close is further in the move's direction than the 09:30 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":31,"hit_tr":0.1613,"base_tr":0.4986,"lift_tr":0.323,"n_te":51,"hit_te":0.6667,"base_te":0.5251,"lift_te":1.27,"ci_te":[0.5297,0.7803],"p_rand":0.9900049975012494,"p_perm_fw":1.0,"p_te":0.9856366296348164,"q_bh_te":0.9998438728713133,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0060278289753736836,"p_holm_tr":1.0,"p_tr":0.0002036842051949497,"stable":false,"by_year":"2022:33/55(n3) 2023:19/45(n21) 2024:0/50(n7) 2025:68/55(n28) 2026:65/50(n23)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.8387096774193549,"bt_tr_avg":60.68054002159178,"bt_tr_dd":160.05891875962772,"bt_te_n":51,"bt_te_win":0.3137254901960784,"bt_te_avg":-35.03751382569895,"bt_te_dd":1994.1971938947515,"bt_te_gross":-24.45940392156876,"eq":false,"page":false,"conds":[["or_rng_pct",">=",0.2709],["vix_prev","<=",13.684],["dist_twap_pct",">",0.0]]},{"id":"R0189","rule":"When 1-min ADX(14) \u2264 42.7 AND price vs prior-day high > +0.10% (\u2248+26 pts at 25,000) AND CPR width \u2264 0.27% (\u224866 pts at 25,000) at 09:30","T":"09:30","target":"the close is further in the move's direction than the 09:30 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":36,"hit_tr":0.1667,"base_tr":0.4986,"lift_tr":0.334,"n_te":14,"hit_te":0.7143,"base_te":0.5251,"lift_te":1.36,"ci_te":[0.4535,0.8828],"p_rand":0.9480259870064968,"p_perm_fw":1.0,"p_te":0.9566896806564478,"q_bh_te":0.9945479888749382,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.002750733273635743,"p_holm_tr":1.0,"p_tr":7.43702514246609e-05,"stable":false,"by_year":"2022:18/55(n11) 2023:12/45(n16) 2024:22/50(n9) 2025:73/55(n11) 2026:67/50(n3)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.6666666666666666,"bt_tr_avg":34.934281270622044,"bt_tr_dd":169.28023508744116,"bt_te_n":14,"bt_te_win":0.21428571428571427,"bt_te_avg":-50.1679496186684,"bt_te_dd":811.0806808873051,"bt_te_gross":-40.836914285714684,"eq":false,"page":false,"conds":[["adx_14","<=",42.7399],["dist_pdh_pct",">",0.1031],["cpr_width_pct","<=",0.2654]]},{"id":"R0190","rule":"When gap measured in the direction of the move so far \u2264 -0.39% (\u2248-98 pts at 25,000) AND India VIX (prior day's close) \u2264 13.7 AND it is not expiry day at 09:30","T":"09:30","target":"the close is further in the move's direction than the 09:30 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":34,"hit_tr":0.1765,"base_tr":0.4986,"lift_tr":0.354,"n_te":23,"hit_te":0.4783,"base_te":0.5251,"lift_te":0.911,"ci_te":[0.2924,0.6704],"p_rand":0.4112943528235882,"p_perm_fw":1.0,"p_te":0.40374218099889897,"q_bh_te":0.6154744601598949,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.006112675645392675,"p_holm_tr":1.0,"p_tr":0.00020738420659575783,"stable":false,"by_year":"2022:\u2013(n0) 2023:19/45(n21) 2024:15/50(n13) 2025:57/55(n14) 2026:33/50(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.7352941176470589,"bt_tr_avg":47.97774736201056,"bt_tr_dd":225.98696503007187,"bt_te_n":23,"bt_te_win":0.5217391304347826,"bt_te_avg":24.184528435518274,"bt_te_dd":494.92486563434363,"bt_te_gross":34.61546956521725,"eq":true,"page":false,"conds":[["gap_dir_pct","<=",-0.3934],["vix_prev","<=",13.684],["is_expiry","==",0.0]]},{"id":"R0191","rule":"When opening-range size \u2265 0.27% (\u224868 pts at 25,000) AND India VIX (prior day's close) \u2264 13.7 AND 1-min ADX(14) \u2265 40 at 09:30","T":"09:30","target":"the close is further in the move's direction than the 09:30 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":36,"hit_tr":0.1944,"base_tr":0.4986,"lift_tr":0.39,"n_te":43,"hit_te":0.6279,"base_te":0.5251,"lift_te":1.196,"ci_te":[0.4786,0.7562],"p_rand":0.9650174912543729,"p_perm_fw":1.0,"p_te":0.9344167911172484,"q_bh_te":0.9853243980443671,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.008789282466925485,"p_holm_tr":1.0,"p_tr":0.00033225246681654614,"stable":false,"by_year":"2022:33/55(n3) 2023:25/45(n20) 2024:8/50(n13) 2025:65/55(n17) 2026:62/50(n26)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.8055555555555556,"bt_tr_avg":74.0473032313767,"bt_tr_dd":173.91053078792987,"bt_te_n":43,"bt_te_win":0.2558139534883721,"bt_te_avg":-32.05706895040564,"bt_te_dd":1542.1697403557273,"bt_te_gross":-21.03690697674426,"eq":false,"page":false,"conds":[["or_rng_pct",">=",0.2709],["vix_prev","<=",13.684],["adx_14",">=",39.9837]]},{"id":"R0192","rule":"When move from the open to 09:30 \u2265 +0.15% (\u2248+38 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.11% (\u2248+28 pts at 25,000) AND 1-min ATR(14) as % of price \u2265 0.0659 at 09:30","T":"09:30","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":34,"hit_tr":0.9118,"base_tr":0.6101,"lift_tr":1.495,"n_te":18,"hit_te":0.7222,"base_te":0.6758,"lift_te":1.069,"ci_te":[0.4913,0.875],"p_rand":0.42478760619690153,"p_perm_fw":1.0,"p_te":0.44491868837425613,"q_bh_te":0.6493407884381035,"q_bh_te_fam":0.49175223451891464,"p_holm_te":1.0,"q_bh_tr":0.005558989131694082,"p_holm_tr":1.0,"p_tr":0.00018296628868021898,"stable":true,"by_year":"2022:91/63(n22) 2023:100/59(n3) 2024:89/61(n9) 2025:82/69(n11) 2026:57/66(n7)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.5,"bt_tr_avg":34.7109226041376,"bt_tr_dd":209.71253284781756,"bt_te_n":18,"bt_te_win":0.3888888888888889,"bt_te_avg":-27.994659444387935,"bt_te_dd":634.7975378971313,"bt_te_gross":-18.430099999999584,"eq":false,"page":false,"conds":[["mv_pct",">=",0.1535],["twap_dir_pct",">=",0.1136],["atr14_pct",">=",0.0659]]},{"id":"R0193","rule":"When move from the open to 09:30 \u2265 +0.15% (\u2248+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","T":"09:30","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.9091,"base_tr":0.6101,"lift_tr":1.49,"n_te":17,"hit_te":0.7059,"base_te":0.6758,"lift_te":1.045,"ci_te":[0.4687,0.8672],"p_rand":0.45577211394302847,"p_perm_fw":1.0,"p_te":0.5101185861709071,"q_bh_te":0.7217398337090564,"q_bh_te_fam":0.5596077027397265,"p_holm_te":1.0,"q_bh_tr":0.007587608154101484,"p_holm_tr":1.0,"p_tr":0.00027479466913576717,"stable":true,"by_year":"2022:75/63(n12) 2023:100/59(n10) 2024:100/61(n11) 2025:71/69(n7) 2026:70/66(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.6060606060606061,"bt_tr_avg":35.94578873083656,"bt_tr_dd":288.42445894460604,"bt_te_n":17,"bt_te_win":0.6470588235294118,"bt_te_avg":29.140749181078863,"bt_te_dd":330.2928217501351,"bt_te_gross":40.28043529411769,"eq":false,"page":false,"conds":[["mv_pct",">=",0.1535],["vix_chg","<",0.0],["touched_pdh","==",1.0]]},{"id":"R0194","rule":"When gap measured in the direction of the move so far \u2264 -0.16% (\u2248-39 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2265 0.47% (\u2248117 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.06% (\u2248+16 pts at 25,000) at 09:30","T":"09:30","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.9062,"base_tr":0.6101,"lift_tr":1.486,"n_te":20,"hit_te":0.7,"base_te":0.6758,"lift_te":1.036,"ci_te":[0.481,0.8545],"p_rand":0.5047476261869065,"p_perm_fw":1.0,"p_te":0.5144707674245844,"q_bh_te":0.7226381299663237,"q_bh_te_fam":0.5612408371904557,"p_holm_te":1.0,"q_bh_tr":0.010340525573261728,"p_holm_tr":1.0,"p_tr":0.0004116354975306823,"stable":false,"by_year":"2022:94/63(n18) 2023:100/59(n7) 2024:71/61(n7) 2025:80/69(n10) 2026:60/66(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.375,"bt_tr_avg":4.977488506836462,"bt_tr_dd":411.5088511546522,"bt_te_n":20,"bt_te_win":0.3,"bt_te_avg":-29.02782140644611,"bt_te_dd":998.7324393261624,"bt_te_gross":-18.59751000000015,"eq":false,"page":false,"conds":[["gap_dir_pct","<=",-0.1554],["rng_pct",">=",0.4676],["twap_dir_pct",">=",0.0636]]},{"id":"R0195","rule":"When move from the open to 09:30 \u2264 -0.09% (\u2248-22 pts at 25,000) AND gap measured in the direction of the move so far \u2264 -0.16% (\u2248-39 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 -0.00% (\u2248-1 pts at 25,000) at 09:30","T":"09:30","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.9032,"base_tr":0.6101,"lift_tr":1.481,"n_te":20,"hit_te":0.7,"base_te":0.6758,"lift_te":1.036,"ci_te":[0.481,0.8545],"p_rand":0.5412293853073463,"p_perm_fw":1.0,"p_te":0.5144707674245844,"q_bh_te":0.7226381299663237,"q_bh_te_fam":0.5612408371904557,"p_holm_te":1.0,"q_bh_tr":0.014053740502661984,"p_holm_tr":1.0,"p_tr":0.0006149157395399149,"stable":true,"by_year":"2022:100/63(n8) 2023:100/59(n8) 2024:80/61(n15) 2025:69/69(n13) 2026:71/66(n7)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.45161290322580644,"bt_tr_avg":1.4400447271430887,"bt_tr_dd":630.7868409956325,"bt_te_n":20,"bt_te_win":0.4,"bt_te_avg":-1.2778963043606872,"bt_te_dd":430.04390500583656,"bt_te_gross":8.290619999999944,"eq":false,"page":false,"conds":[["mv_pct","<=",-0.089],["gap_dir_pct","<=",-0.1554],["ema9_21_pct","<=",-0.004]]},{"id":"R0196","rule":"When size of the opening gap \u2265 0.35% (\u224887 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.06% (\u2248+16 pts at 25,000) AND 1-min ADX(14) \u2264 31.6 at 09:30","T":"09:30","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.9032,"base_tr":0.6101,"lift_tr":1.481,"n_te":13,"hit_te":0.4615,"base_te":0.6758,"lift_te":0.683,"ci_te":[0.2321,0.7086],"p_rand":0.9775112443778111,"p_perm_fw":1.0,"p_te":0.9706664173378696,"q_bh_te":0.9992166154187662,"q_bh_te_fam":0.9773148174566222,"p_holm_te":1.0,"q_bh_tr":0.014053740502661984,"p_holm_tr":1.0,"p_tr":0.0006149157395399149,"stable":true,"by_year":"2022:85/63(n13) 2023:100/59(n8) 2024:90/61(n10) 2025:57/69(n7) 2026:33/66(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.5161290322580645,"bt_tr_avg":27.71772005901225,"bt_tr_dd":213.66348362561274,"bt_te_n":13,"bt_te_win":0.23076923076923078,"bt_te_avg":-53.73697284539101,"bt_te_dd":749.1572682596907,"bt_te_gross":-43.48978461538494,"eq":false,"page":false,"conds":[["abs_gap_pct",">=",0.3474],["twap_dir_pct",">=",0.0636],["adx_14","<=",31.6369]]},{"id":"R0197","rule":"When gap measured in the direction of the move so far \u2264 -0.16% (\u2248-39 pts at 25,000) AND 1-min Bollinger %B \u2264 0.449 AND price has already touched the prior-day high at 09:30","T":"09:30","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.9032,"base_tr":0.6101,"lift_tr":1.481,"n_te":13,"hit_te":0.6154,"base_te":0.6758,"lift_te":0.911,"ci_te":[0.3552,0.8229],"p_rand":0.8120939530234883,"p_perm_fw":1.0,"p_te":0.780861137049529,"q_bh_te":0.9144542472435447,"q_bh_te_fam":0.799906530636103,"p_holm_te":1.0,"q_bh_tr":0.014053740502661984,"p_holm_tr":1.0,"p_tr":0.0006149157395399149,"stable":false,"by_year":"2022:80/63(n10) 2023:89/59(n9) 2024:100/61(n12) 2025:60/69(n10) 2026:67/66(n3)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.5806451612903226,"bt_tr_avg":34.924771638245325,"bt_tr_dd":413.82374119395683,"bt_te_n":13,"bt_te_win":0.15384615384615385,"bt_te_avg":-21.562979620037442,"bt_te_dd":608.0858454645049,"bt_te_gross":-12.870969230769193,"eq":false,"page":false,"conds":[["gap_dir_pct","<=",-0.1554],["bb_pctb","<=",0.4492],["touched_pdh","==",1.0]]},{"id":"R0198","rule":"When range so far (high\u2212low since 09:15) \u2265 0.37% (\u224891 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","T":"09:30","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.9032,"base_tr":0.6101,"lift_tr":1.481,"n_te":25,"hit_te":0.76,"base_te":0.6758,"lift_te":1.125,"ci_te":[0.5657,0.885],"p_rand":0.18840579710144928,"p_perm_fw":1.0,"p_te":0.25122670726863755,"q_bh_te":0.4321992610693596,"q_bh_te_fam":0.2996375332128983,"p_holm_te":1.0,"q_bh_tr":0.014053740502661984,"p_holm_tr":1.0,"p_tr":0.0006149157395399149,"stable":true,"by_year":"2022:93/63(n15) 2023:83/59(n6) 2024:90/61(n10) 2025:77/69(n13) 2026:75/66(n12)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.5806451612903226,"bt_tr_avg":27.331812138819018,"bt_tr_dd":317.28344618008475,"bt_te_n":25,"bt_te_win":0.4,"bt_te_avg":-15.709802650797752,"bt_te_dd":517.2218618562802,"bt_te_gross":-5.056736000000237,"eq":false,"page":false,"conds":[["rng_pct",">=",0.3655],["vix_chg","<",0.0],["or_state","==",1.0]]},{"id":"R0199","rule":"When size of the move from the open to 09:30 (either direction) \u2265 0.18% (\u224846 pts at 25,000) AND CPR width \u2264 0.13% (\u224833 pts at 25,000) AND 1-min ADX(14) \u2264 31.6 at 09:30","T":"09:30","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":39,"hit_tr":0.8974,"base_tr":0.6101,"lift_tr":1.471,"n_te":31,"hit_te":0.6774,"base_te":0.6758,"lift_te":1.002,"ci_te":[0.5014,0.8143],"p_rand":0.6191904047976012,"p_perm_fw":1.0,"p_te":0.5769921802632317,"q_bh_te":0.7761534366207616,"q_bh_te_fam":0.6202402230251924,"p_holm_te":1.0,"q_bh_tr":0.004518948522635508,"p_holm_tr":1.0,"p_tr":0.00014010669435997504,"stable":false,"by_year":"2022:100/63(n11) 2023:78/59(n9) 2024:90/61(n19) 2025:65/69(n23) 2026:75/66(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":39,"bt_tr_win":0.5641025641025641,"bt_tr_avg":22.668837515672255,"bt_tr_dd":410.6455640063284,"bt_te_n":31,"bt_te_win":0.3225806451612903,"bt_te_avg":-37.52665749672171,"bt_te_dd":1166.0729173132638,"bt_te_gross":-27.965187096774308,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.1825],["cpr_width_pct","<=",0.1326],["adx_14","<=",31.6369]]},{"id":"R0200","rule":"When size of the move from the open to 09:30 (either direction) \u2264 0.15% (\u224838 pts at 25,000) AND CPR width \u2264 0.40% (\u2248101 pts at 25,000) AND range so far (high\u2212low since 09:15) > 0.32% (\u224881 pts at 25,000) at 09:30","T":"09:30","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"tree","dirn":"lower","n_tr":81,"hit_tr":0.2963,"base_tr":0.6101,"lift_tr":0.486,"n_te":63,"hit_te":0.5873,"base_te":0.6758,"lift_te":0.869,"ci_te":[0.4642,0.7004],"p_rand":0.07396301849075462,"p_perm_fw":0.009900990099009901,"p_te":0.08771635127908642,"q_bh_te":0.1857522732968889,"q_bh_te_fam":0.11722094216387004,"p_holm_te":1.0,"q_bh_tr":3.362039997976218e-06,"p_holm_tr":0.1964602228663001,"p_tr":2.1391432707851145e-08,"stable":true,"by_year":"2022:24/63(n34) 2023:35/59(n23) 2024:33/61(n24) 2025:53/69(n34) 2026:66/66(n29)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":81,"bt_tr_win":0.6049382716049383,"bt_tr_avg":39.32184062936329,"bt_tr_dd":239.50609961047894,"bt_te_n":63,"bt_te_win":0.3968253968253968,"bt_te_avg":-8.958470641728502,"bt_te_dd":1225.3327721965766,"bt_te_gross":1.859469841270015,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.1525],["cpr_width_pct","<=",0.4043],["rng_pct",">",0.3245]]},{"id":"R0201","rule":"When opening-range size \u2264 0.22% (\u224856 pts at 25,000) AND price has already touched the prior-day low AND it is not expiry day at 09:30","T":"09:30","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.3,"base_tr":0.6101,"lift_tr":0.492,"n_te":9,"hit_te":0.0,"base_te":0.6758,"lift_te":0.0,"ci_te":[0.0,0.2992],"p_rand":0.0004997501249375312,"p_perm_fw":1.0,"p_te":3.956654282478019e-05,"q_bh_te":0.00028072028923858646,"q_bh_te_fam":0.00016981844657642885,"p_holm_te":0.03307762980151624,"q_bh_tr":0.022445917898629982,"p_holm_tr":1.0,"p_tr":0.0011497533751810573,"stable":true,"by_year":"2022:20/63(n5) 2023:46/59(n13) 2024:17/61(n12) 2025:0/69(n5) 2026:0/66(n4)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6333333333333333,"bt_tr_avg":51.84682845506092,"bt_tr_dd":294.2058133112894,"bt_te_n":9,"bt_te_win":1.0,"bt_te_avg":108.29796576662413,"bt_te_dd":0.0,"bt_te_gross":119.67222222222215,"eq":true,"page":true,"conds":[["or_rng_pct","<=",0.2235],["touched_pdl","==",1.0],["is_expiry","==",0.0]]},{"id":"R0202","rule":"When India VIX (prior day's close) \u2264 13.7 AND opening gap vs prior close is negative AND it is Friday at 09:30","T":"09:30","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.3,"base_tr":0.6101,"lift_tr":0.492,"n_te":33,"hit_te":0.5758,"base_te":0.6758,"lift_te":0.852,"ci_te":[0.4081,0.7276],"p_rand":0.12393803098450774,"p_perm_fw":1.0,"p_te":0.1489415487987918,"q_bh_te":0.29070519163137676,"q_bh_te_fam":0.18956197119846227,"p_holm_te":1.0,"q_bh_tr":0.022445917898629982,"p_holm_tr":1.0,"p_tr":0.0011497533751810573,"stable":false,"by_year":"2022:100/63(n1) 2023:39/59(n18) 2024:9/61(n11) 2025:71/69(n21) 2026:33/66(n12)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.7666666666666667,"bt_tr_avg":51.616689478602254,"bt_tr_dd":154.82405474300413,"bt_te_n":33,"bt_te_win":0.45454545454545453,"bt_te_avg":-4.572935468671734,"bt_te_dd":986.7865203103073,"bt_te_gross":4.991969696969825,"eq":false,"page":false,"conds":[["vix_prev","<=",13.684],["gap_pct","<",0.0],["dow","==",4.0]]},{"id":"R0203","rule":"When 1-min ADX(14) \u2264 42.7 AND price vs prior-day high > +0.10% (\u2248+26 pts at 25,000) AND distance from TWAP in the move's direction \u2264 +0.10% (\u2248+24 pts at 25,000) at 09:30","T":"09:30","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":42,"hit_tr":0.3095,"base_tr":0.6101,"lift_tr":0.507,"n_te":15,"hit_te":0.8,"base_te":0.6758,"lift_te":1.184,"ci_te":[0.5481,0.9295],"p_rand":0.9095452273863068,"p_perm_fw":1.0,"p_te":0.9093678975174277,"q_bh_te":0.9814389832816433,"q_bh_te_fam":0.9235031498104447,"p_holm_te":1.0,"q_bh_tr":0.004894181938015745,"p_holm_tr":1.0,"p_tr":0.0001554658698960926,"stable":false,"by_year":"2022:33/63(n15) 2023:20/59(n15) 2024:42/61(n12) 2025:90/69(n10) 2026:60/66(n5)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":42,"bt_tr_win":0.5714285714285714,"bt_tr_avg":29.179540399326097,"bt_tr_dd":244.31533853156992,"bt_te_n":15,"bt_te_win":0.26666666666666666,"bt_te_avg":-31.719294779497975,"bt_te_dd":584.5188079184172,"bt_te_gross":-22.01861333333339,"eq":false,"page":false,"conds":[["adx_14","<=",42.7399],["dist_pdh_pct",">",0.1031],["twap_dir_pct","<=",0.0976]]},{"id":"R0204","rule":"When move from the open to 09:30 \u2265 +0.15% (\u2248+38 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.11% (\u2248+28 pts at 25,000) AND 1-min ATR(14) as % of price \u2265 0.0659 at 09:30","T":"09:30","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":34,"hit_tr":0.6765,"base_tr":0.2772,"lift_tr":2.441,"n_te":18,"hit_te":0.5556,"base_te":0.3676,"lift_te":1.511,"ci_te":[0.3372,0.7544],"p_rand":0.06696651674162919,"p_perm_fw":0.801980198019802,"p_te":0.08137308280100725,"q_bh_te":0.1746018465399096,"q_bh_te_fam":0.1099939601999822,"p_holm_te":1.0,"q_bh_tr":0.00020753371924874252,"p_holm_tr":1.0,"p_tr":2.9636899760019615e-06,"stable":true,"by_year":"2022:68/32(n22) 2023:67/21(n3) 2024:67/30(n9) 2025:64/39(n11) 2026:43/34(n7)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.5,"bt_tr_avg":34.7109226041376,"bt_tr_dd":209.71253284781756,"bt_te_n":18,"bt_te_win":0.3888888888888889,"bt_te_avg":-27.994659444387935,"bt_te_dd":634.7975378971313,"bt_te_gross":-18.430099999999584,"eq":false,"page":false,"conds":[["mv_pct",">=",0.1535],["twap_dir_pct",">=",0.1136],["atr14_pct",">=",0.0659]]},{"id":"R0205","rule":"When size of the move from the open to 09:30 (either direction) \u2265 0.29% (\u224873 pts at 25,000) AND size of the opening gap \u2265 0.35% (\u224887 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.11% (\u2248+28 pts at 25,000) at 09:30","T":"09:30","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.6774,"base_tr":0.2772,"lift_tr":2.444,"n_te":15,"hit_te":0.5333,"base_te":0.3676,"lift_te":1.451,"ci_te":[0.3012,0.7519],"p_rand":0.1424287856071964,"p_perm_fw":0.9900990099009901,"p_te":0.1441022827225389,"q_bh_te":0.28239398952884637,"q_bh_te_fam":0.18380074238796718,"p_holm_te":1.0,"q_bh_tr":0.0004756793401250804,"p_holm_tr":1.0,"p_tr":8.256135888134506e-06,"stable":false,"by_year":"2022:65/32(n23) 2023:67/21(n3) 2024:80/30(n5) 2025:62/39(n8) 2026:43/34(n7)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.4838709677419355,"bt_tr_avg":25.694400761007515,"bt_tr_dd":296.96880035764633,"bt_te_n":15,"bt_te_win":0.26666666666666666,"bt_te_avg":-39.79870630900282,"bt_te_dd":789.6447337989885,"bt_te_gross":-29.91160000000018,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2903],["abs_gap_pct",">=",0.3474],["twap_dir_pct",">=",0.1136]]},{"id":"R0206","rule":"When range so far (high\u2212low since 09:15) \u2265 0.37% (\u224891 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.11% (\u2248+28 pts at 25,000) AND 1-min RSI(14) \u2265 57.8 at 09:30","T":"09:30","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.6667,"base_tr":0.2772,"lift_tr":2.405,"n_te":20,"hit_te":0.55,"base_te":0.3676,"lift_te":1.496,"ci_te":[0.3421,0.7418],"p_rand":0.07196401799100449,"p_perm_fw":0.9900990099009901,"p_te":0.07423025582886436,"q_bh_te":0.16033735259034704,"q_bh_te_fam":0.1010356259892876,"p_holm_te":1.0,"q_bh_tr":0.00043069627720135545,"p_holm_tr":1.0,"p_tr":7.296311759959536e-06,"stable":true,"by_year":"2022:71/32(n17) 2023:60/21(n5) 2024:64/30(n11) 2025:62/39(n13) 2026:43/34(n7)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.48484848484848486,"bt_tr_avg":24.928282819869906,"bt_tr_dd":313.51873412553743,"bt_te_n":20,"bt_te_win":0.45,"bt_te_avg":-16.386488490209217,"bt_te_dd":632.4510604384903,"bt_te_gross":-6.9402599999999435,"eq":false,"page":false,"conds":[["rng_pct",">=",0.3655],["twap_dir_pct",">=",0.1136],["rsi_14",">=",57.7978]]},{"id":"R0207","rule":"When range so far (high\u2212low since 09:15) \u2265 0.47% (\u2248117 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.11% (\u2248+28 pts at 25,000) AND price has not touched the prior-day low yet at 09:30","T":"09:30","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.6667,"base_tr":0.2772,"lift_tr":2.405,"n_te":18,"hit_te":0.4444,"base_te":0.3676,"lift_te":1.209,"ci_te":[0.2456,0.6628],"p_rand":0.2993503248375812,"p_perm_fw":0.9900990099009901,"p_te":0.32701779069022546,"q_bh_te":0.5253905661998333,"q_bh_te_fam":0.3755594939958058,"p_holm_te":1.0,"q_bh_tr":0.00043069627720135545,"p_holm_tr":1.0,"p_tr":7.296311759959536e-06,"stable":true,"by_year":"2022:68/32(n22) 2023:0/21(n3) 2024:88/30(n8) 2025:40/39(n10) 2026:50/34(n8)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.5757575757575758,"bt_tr_avg":55.97762949050152,"bt_tr_dd":219.00799886817217,"bt_te_n":18,"bt_te_win":0.3888888888888889,"bt_te_avg":-12.066750513449888,"bt_te_dd":555.9027811698736,"bt_te_gross":-2.1761777777776135,"eq":false,"page":false,"conds":[["rng_pct",">=",0.4676],["twap_dir_pct",">=",0.1136],["touched_pdl","==",0.0]]},{"id":"R0208","rule":"When size of the move from the open to 09:30 (either direction) \u2265 0.29% (\u224873 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.11% (\u2248+28 pts at 25,000) AND price has not touched the prior-day low yet at 09:30","T":"09:30","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.6667,"base_tr":0.2772,"lift_tr":2.405,"n_te":17,"hit_te":0.5294,"base_te":0.3676,"lift_te":1.44,"ci_te":[0.3096,0.7384],"p_rand":0.13243378310844578,"p_perm_fw":1.0,"p_te":0.1295680596108587,"q_bh_te":0.2564972585371786,"q_bh_te_fam":0.1663450197624125,"p_holm_te":1.0,"q_bh_tr":0.0009842653547390743,"p_holm_tr":1.0,"p_tr":2.036828810040448e-05,"stable":true,"by_year":"2022:73/32(n15) 2023:0/21(n4) 2024:82/30(n11) 2025:54/39(n13) 2026:50/34(n4)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.5333333333333333,"bt_tr_avg":42.309395471162745,"bt_tr_dd":236.11075175018829,"bt_te_n":17,"bt_te_win":0.4117647058823529,"bt_te_avg":3.288376369689874,"bt_te_dd":361.4104475938263,"bt_te_gross":11.698399999999845,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2903],["twap_dir_pct",">=",0.1136],["touched_pdl","==",0.0]]},{"id":"R0209","rule":"When size of the move from the open to 09:30 (either direction) > 0.13% (\u224832 pts at 25,000) AND distance from TWAP in the move's direction > +0.15% (\u2248+37 pts at 25,000) AND range so far (high\u2212low since 09:15) > 0.47% (\u2248119 pts at 25,000) at 09:30","T":"09:30","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"tree","dirn":"higher","n_tr":50,"hit_tr":0.66,"base_tr":0.2772,"lift_tr":2.381,"n_te":26,"hit_te":0.4615,"base_te":0.3676,"lift_te":1.256,"ci_te":[0.2876,0.6454],"p_rand":0.1924037981009495,"p_perm_fw":0.009900990099009901,"p_te":0.21291013683705456,"q_bh_te":0.3797222990928753,"q_bh_te_fam":0.26081491762539183,"p_holm_te":1.0,"q_bh_tr":5.681223936648974e-06,"p_holm_tr":0.3647389247784425,"p_tr":3.9739627509182065e-08,"stable":true,"by_year":"2022:60/32(n30) 2023:67/21(n6) 2024:79/30(n14) 2025:58/39(n12) 2026:36/34(n14)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":50,"bt_tr_win":0.46,"bt_tr_avg":28.996951993891674,"bt_tr_dd":361.1689356593422,"bt_te_n":26,"bt_te_win":0.3076923076923077,"bt_te_avg":-37.00034932590751,"bt_te_dd":1056.1144078013785,"bt_te_gross":-26.28740769230773,"eq":false,"page":false,"conds":[["abs_mv_pct",">",0.1294],["twap_dir_pct",">",0.1466],["rng_pct",">",0.4747]]},{"id":"R0210","rule":"When range so far (high\u2212low since 09:15) \u2265 0.47% (\u2248117 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.11% (\u2248+28 pts at 25,000) AND opening gap vs prior close is positive at 09:30","T":"09:30","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.6562,"base_tr":0.2772,"lift_tr":2.368,"n_te":15,"hit_te":0.3333,"base_te":0.3676,"lift_te":0.907,"ci_te":[0.1518,0.5829],"p_rand":0.672663668165917,"p_perm_fw":1.0,"p_te":0.6994262650158883,"q_bh_te":0.8595556585989043,"q_bh_te_fam":0.7296862397883841,"p_holm_te":1.0,"q_bh_tr":0.0008821283102132293,"p_holm_tr":1.0,"p_tr":1.7717258516590886e-05,"stable":true,"by_year":"2022:67/32(n18) 2023:50/21(n4) 2024:70/30(n10) 2025:25/39(n8) 2026:43/34(n7)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.46875,"bt_tr_avg":24.00221426974033,"bt_tr_dd":282.4440875118152,"bt_te_n":15,"bt_te_win":0.26666666666666666,"bt_te_avg":-49.77520911067252,"bt_te_dd":746.6281366600876,"bt_te_gross":-39.919893333333555,"eq":false,"page":false,"conds":[["rng_pct",">=",0.4676],["twap_dir_pct",">=",0.1136],["gap_pct",">",0.0]]},{"id":"R0211","rule":"When distance from TWAP in the move's direction > +0.11% (\u2248+28 pts at 25,000) AND size of the move from the open to 09:30 (either direction) > 0.31% (\u224877 pts at 25,000) AND 1-min Bollinger %B > 0.0376 at 09:30","T":"09:30","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":57,"hit_tr":0.6491,"base_tr":0.2772,"lift_tr":2.342,"n_te":36,"hit_te":0.5556,"base_te":0.3676,"lift_te":1.511,"ci_te":[0.3958,0.7046],"p_rand":0.01899050474762619,"p_perm_fw":0.009900990099009901,"p_te":0.01656455673883654,"q_bh_te":0.04497415963728805,"q_bh_te_fam":0.027670339097829223,"p_holm_te":1.0,"q_bh_tr":1.9075915016851105e-06,"p_holm_tr":0.10131270275960476,"p_tr":1.1024891776408053e-08,"stable":true,"by_year":"2022:60/32(n30) 2023:56/21(n9) 2024:78/30(n18) 2025:55/39(n22) 2026:57/34(n14)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":57,"bt_tr_win":0.45614035087719296,"bt_tr_avg":18.139697898372358,"bt_tr_dd":453.5997778653215,"bt_te_n":36,"bt_te_win":0.3611111111111111,"bt_te_avg":-14.073727304066544,"bt_te_dd":948.0233943197213,"bt_te_gross":-4.28402222222212,"eq":true,"page":true,"conds":[["twap_dir_pct",">",0.1135],["abs_mv_pct",">",0.307],["bb_pctb",">",0.0376]]},{"id":"R0212","rule":"When 1-min Bollinger %B \u2265 0.624 AND price has already touched the prior-day high AND expiry is 2 trading days away at 09:30","T":"09:30","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":32,"hit_tr":0.0,"base_tr":0.2772,"lift_tr":0.0,"n_te":22,"hit_te":0.5,"base_te":0.3676,"lift_te":1.36,"ci_te":[0.3072,0.6928],"p_rand":0.9470264867566217,"p_perm_fw":1.0,"p_te":0.932259423684284,"q_bh_te":0.9849523476316566,"q_bh_te_fam":0.9418703455779365,"p_holm_te":1.0,"q_bh_tr":0.002377708801320633,"p_holm_tr":1.0,"p_tr":6.167544545156089e-05,"stable":false,"by_year":"2022:0/32(n13) 2023:0/21(n16) 2024:0/30(n3) 2025:46/39(n13) 2026:56/34(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.53125,"bt_tr_avg":13.49784373702781,"bt_tr_dd":224.9513010829481,"bt_te_n":22,"bt_te_win":0.2727272727272727,"bt_te_avg":-33.95264202592073,"bt_te_dd":753.6216492981073,"bt_te_gross":-23.837390909090985,"eq":false,"page":false,"conds":[["bb_pctb",">=",0.6239],["touched_pdh","==",1.0],["dte_cat","==",2.0]]},{"id":"R0213","rule":"When size of the move from the open to 09:30 (either direction) \u2264 0.05% (\u224813 pts at 25,000) AND India VIX (prior day's close) \u2264 13.7 AND no opening-range break yet at 09:30","T":"09:30","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.0,"base_tr":0.2772,"lift_tr":0.0,"n_te":25,"hit_te":0.2,"base_te":0.3676,"lift_te":0.544,"ci_te":[0.0886,0.3913],"p_rand":0.07196401799100449,"p_perm_fw":1.0,"p_te":0.05866430583796606,"q_bh_te":0.13138641768318665,"q_bh_te_fam":0.08232604256020057,"p_holm_te":1.0,"q_bh_tr":0.003944794606963436,"p_holm_tr":1.0,"p_tr":0.00011804419943335504,"stable":true,"by_year":"2022:0/32(n1) 2023:0/21(n18) 2024:0/30(n11) 2025:27/39(n11) 2026:14/34(n14)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.3,"bt_tr_avg":-19.76091440800945,"bt_tr_dd":785.8194230715828,"bt_te_n":25,"bt_te_win":0.4,"bt_te_avg":-6.060640897566215,"bt_te_dd":425.85189540396135,"bt_te_gross":5.416064000000042,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.0526],["vix_prev","<=",13.684],["or_first_break","==",0.0]]},{"id":"R0214","rule":"When prior-day range \u2264 0.78% (\u2248196 pts at 25,000) AND 1-min Bollinger %B \u2265 0.707 AND price is inside the opening range at 09:30","T":"09:30","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.0,"base_tr":0.2772,"lift_tr":0.0,"n_te":19,"hit_te":0.4211,"base_te":0.3676,"lift_te":1.145,"ci_te":[0.2314,0.6372],"p_rand":0.760119940029985,"p_perm_fw":1.0,"p_te":0.7673739146354726,"q_bh_te":0.9031745110469164,"q_bh_te_fam":0.7888389192406606,"p_holm_te":1.0,"q_bh_tr":0.003944794606963436,"p_holm_tr":1.0,"p_tr":0.00011804419943335504,"stable":false,"by_year":"2022:0/32(n7) 2023:0/21(n15) 2024:0/30(n8) 2025:50/39(n10) 2026:33/34(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.5333333333333333,"bt_tr_avg":16.464408431267263,"bt_tr_dd":306.8365279724801,"bt_te_n":19,"bt_te_win":0.3157894736842105,"bt_te_avg":-45.19782200453712,"bt_te_dd":858.7586180862054,"bt_te_gross":-34.242621052631876,"eq":false,"page":false,"conds":[["pdr_pct","<=",0.7824],["bb_pctb",">=",0.7074],["or_state","==",0.0]]},{"id":"R0215","rule":"When prior-day range \u2264 0.78% (\u2248196 pts at 25,000) AND 1-min Bollinger %B \u2265 0.624 AND price is inside the opening range at 09:30","T":"09:30","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":71,"hit_tr":0.0282,"base_tr":0.2772,"lift_tr":0.102,"n_te":41,"hit_te":0.3415,"base_te":0.3676,"lift_te":0.929,"ci_te":[0.2156,0.4945],"p_rand":0.42328835582208896,"p_perm_fw":0.019801980198019802,"p_te":0.43231307161140176,"q_bh_te":0.6387698045662278,"q_bh_te_fam":0.4805294633412178,"p_holm_te":1.0,"q_bh_tr":9.975274542758187e-06,"p_holm_tr":0.7078543056979998,"p_tr":7.71809109874048e-08,"stable":false,"by_year":"2022:6/32(n16) 2023:0/21(n35) 2024:5/30(n20) 2025:32/39(n22) 2026:37/34(n19)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":71,"bt_tr_win":0.5070422535211268,"bt_tr_avg":18.54444204862572,"bt_tr_dd":415.8873470756787,"bt_te_n":41,"bt_te_win":0.3170731707317073,"bt_te_avg":-29.94311708199676,"bt_te_dd":1227.6678003618674,"bt_te_gross":-19.05562926829305,"eq":false,"page":false,"conds":[["pdr_pct","<=",0.7824],["bb_pctb",">=",0.6239],["or_state","==",0.0]]},{"id":"R0216","rule":"When range so far (high\u2212low since 09:15) > 0.47% (\u2248118 pts at 25,000) AND distance from TWAP in the move's direction > +0.16% (\u2248+39 pts at 25,000) AND India VIX (prior day's close) \u2264 21.1 at 09:30","T":"09:30","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":30,"hit_tr":0.6667,"base_tr":0.1481,"lift_tr":4.502,"n_te":20,"hit_te":0.4,"base_te":0.2306,"lift_te":1.735,"ci_te":[0.2188,0.6134],"p_rand":0.04897551224387806,"p_perm_fw":0.009900990099009901,"p_te":0.0683531945183586,"q_bh_te":0.15031516984580218,"q_bh_te_fam":0.09434666285632595,"p_holm_te":1.0,"q_bh_tr":9.486430082046401e-08,"p_holm_tr":0.0031258610534863453,"p_tr":3.3940578041406365e-10,"stable":true,"by_year":"2022:80/20(n10) 2023:33/7(n6) 2024:71/18(n14) 2025:40/23(n10) 2026:40/23(n10)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.5,"bt_tr_avg":46.45792605065092,"bt_tr_dd":357.9936015618415,"bt_te_n":20,"bt_te_win":0.4,"bt_te_avg":-8.238772764345217,"bt_te_dd":509.112003313052,"bt_te_gross":2.254989999999998,"eq":false,"page":false,"conds":[["rng_pct",">",0.4712],["twap_dir_pct",">",0.1578],["vix_prev","<=",21.095]]},{"id":"R0217","rule":"When range so far (high\u2212low since 09:15) > 0.48% (\u2248119 pts at 25,000) AND India VIX (prior day's close) \u2264 20.2 AND India VIX (prior day's close) > 14.5 at 09:30","T":"09:30","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":56,"hit_tr":0.5,"base_tr":0.1481,"lift_tr":3.376,"n_te":46,"hit_te":0.2826,"base_te":0.2306,"lift_te":1.226,"ci_te":[0.1732,0.4255],"p_rand":0.22338830584707647,"p_perm_fw":0.009900990099009901,"p_te":0.24829145947083583,"q_bh_te":0.42942935694955947,"q_bh_te_fam":0.2973429290607973,"p_holm_te":1.0,"q_bh_tr":2.8835724265882776e-07,"p_holm_tr":0.011310845068630431,"p_tr":1.228975208894468e-09,"stable":false,"by_year":"2022:57/20(n30) 2023:25/7(n8) 2024:50/18(n18) 2025:23/23(n22) 2026:33/23(n24)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":56,"bt_tr_win":0.5,"bt_tr_avg":38.86882552752729,"bt_tr_dd":471.77154723505373,"bt_te_n":46,"bt_te_win":0.2826086956521739,"bt_te_avg":-36.47690757130248,"bt_te_dd":1748.5405619414662,"bt_te_gross":-25.33861304347825,"eq":false,"page":false,"conds":[["rng_pct",">",0.4756],["vix_prev","<=",20.17],["vix_prev",">",14.5]]},{"id":"R0218","rule":"When range so far (high\u2212low since 09:15) \u2265 0.47% (\u2248117 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 AND 1-min Supertrend is down at 09:30","T":"09:30","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.5,"base_tr":0.1481,"lift_tr":3.376,"n_te":32,"hit_te":0.3438,"base_te":0.2306,"lift_te":1.491,"ci_te":[0.2041,0.5169],"p_rand":0.07296351824087956,"p_perm_fw":0.9504950495049505,"p_te":0.09852472859119799,"q_bh_te":0.20506645865234355,"q_bh_te_fam":0.1298935883668709,"p_holm_te":1.0,"q_bh_tr":0.00036272498805318016,"p_holm_tr":1.0,"p_tr":5.899201390188496e-06,"stable":true,"by_year":"2022:58/20(n19) 2023:25/7(n4) 2024:44/18(n9) 2025:31/23(n13) 2026:37/23(n19)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.40625,"bt_tr_avg":22.01582530608938,"bt_tr_dd":322.1699276122773,"bt_te_n":32,"bt_te_win":0.25,"bt_te_avg":-41.238190029275245,"bt_te_dd":1813.4269265815922,"bt_te_gross":-31.058806249999975,"eq":false,"page":false,"conds":[["rng_pct",">=",0.4676],["vix_chg",">=",0.7733],["supertrend_dir","==",-1.0]]},{"id":"R0219","rule":"When size of the move from the open to 09:30 (either direction) \u2265 0.29% (\u224873 pts at 25,000) AND India VIX change on the prior day (%) \u2265 3.36 AND 1-min ATR(14) as % of price \u2265 0.0659 at 09:30","T":"09:30","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":35,"hit_tr":0.4857,"base_tr":0.1481,"lift_tr":3.28,"n_te":24,"hit_te":0.3333,"base_te":0.2306,"lift_te":1.446,"ci_te":[0.1797,0.5329],"p_rand":0.17391304347826086,"p_perm_fw":0.8910891089108911,"p_te":0.16884736945004722,"q_bh_te":0.31806132384776337,"q_bh_te_fam":0.2112388366736761,"p_holm_te":1.0,"q_bh_tr":0.0003103357183993017,"p_holm_tr":1.0,"p_tr":4.8444426324732045e-06,"stable":true,"by_year":"2022:57/20(n21) 2023:50/7(n4) 2024:30/18(n10) 2025:33/23(n9) 2026:33/23(n15)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":35,"bt_tr_win":0.45714285714285713,"bt_tr_avg":23.544292126239053,"bt_tr_dd":662.5018523221406,"bt_te_n":24,"bt_te_win":0.25,"bt_te_avg":-46.31205795981774,"bt_te_dd":1441.808045334475,"bt_te_gross":-36.129925000000334,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2903],["vix_chg",">=",3.3595],["atr14_pct",">=",0.0659]]},{"id":"R0220","rule":"When opening-range size \u2265 0.37% (\u224894 pts at 25,000) AND India VIX (prior day's close) \u2265 15.2 AND India VIX change on the prior day (%) \u2265 3.36 at 09:30","T":"09:30","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.4667,"base_tr":0.1481,"lift_tr":3.151,"n_te":29,"hit_te":0.3448,"base_te":0.2306,"lift_te":1.495,"ci_te":[0.1994,0.5266],"p_rand":0.11444277861069466,"p_perm_fw":1.0,"p_te":0.11028255048091426,"q_bh_te":0.22332216472385139,"q_bh_te_fam":0.14314821122025959,"p_holm_te":1.0,"q_bh_tr":0.00251909289176694,"p_holm_tr":1.0,"p_tr":6.670362532484318e-05,"stable":true,"by_year":"2022:56/20(n23) 2023:0/7(n2) 2024:20/18(n5) 2025:33/23(n9) 2026:35/23(n20)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.3333333333333333,"bt_tr_avg":13.794539490825345,"bt_tr_dd":651.7534405435904,"bt_te_n":29,"bt_te_win":0.3103448275862069,"bt_te_avg":-38.58502362528986,"bt_te_dd":1597.583026451985,"bt_te_gross":-27.886151724138095,"eq":false,"page":false,"conds":[["or_rng_pct",">=",0.3744],["vix_prev",">=",15.236],["vix_chg",">=",3.3595]]},{"id":"R0221","rule":"When opening-range size \u2265 0.37% (\u224894 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 AND opening gap vs prior close is positive at 09:30","T":"09:30","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.4667,"base_tr":0.1481,"lift_tr":3.151,"n_te":31,"hit_te":0.3226,"base_te":0.2306,"lift_te":1.399,"ci_te":[0.1857,0.4986],"p_rand":0.15142428785607195,"p_perm_fw":1.0,"p_te":0.15751967964374036,"q_bh_te":0.30139592246794417,"q_bh_te_fam":0.19833312982980583,"p_holm_te":1.0,"q_bh_tr":0.00251909289176694,"p_holm_tr":1.0,"p_tr":6.670362532484318e-05,"stable":false,"by_year":"2022:59/20(n17) 2023:0/7(n3) 2024:40/18(n10) 2025:23/23(n13) 2026:39/23(n18)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.5333333333333333,"bt_tr_avg":42.15869398099538,"bt_tr_dd":487.3853997015775,"bt_te_n":31,"bt_te_win":0.3870967741935484,"bt_te_avg":-5.700239884481289,"bt_te_dd":948.2112605002142,"bt_te_gross":5.10846451612909,"eq":false,"page":false,"conds":[["or_rng_pct",">=",0.3744],["vix_chg",">=",0.7733],["gap_pct",">",0.0]]},{"id":"R0222","rule":"When prior day's close-to-close return \u2264 -0.97% (\u2248-241 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) > -0.06% (\u2248-15 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 +0.18% (\u2248+46 pts at 25,000) at 09:30","T":"09:30","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":43,"hit_tr":0.4651,"base_tr":0.1481,"lift_tr":3.141,"n_te":27,"hit_te":0.3704,"base_te":0.2306,"lift_te":1.606,"ci_te":[0.2153,0.5577],"p_rand":0.07446276861569215,"p_perm_fw":0.5544554455445545,"p_te":0.07232292338308215,"q_bh_te":0.1569149141257943,"q_bh_te_fam":0.09889739290523791,"p_holm_te":1.0,"q_bh_tr":0.00012036511356174244,"p_holm_tr":1.0,"p_tr":1.5249979874915298e-06,"stable":true,"by_year":"2022:63/20(n19) 2023:17/7(n6) 2024:39/18(n18) 2025:22/23(n9) 2026:44/23(n18)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":43,"bt_tr_win":0.4418604651162791,"bt_tr_avg":16.67739191336095,"bt_tr_dd":684.6177721091829,"bt_te_n":27,"bt_te_win":0.4074074074074074,"bt_te_avg":-10.249007013276186,"bt_te_dd":548.9681512216304,"bt_te_gross":0.40168888888877485,"eq":false,"page":false,"conds":[["prevret_pct","<=",-0.9655],["ema9_21_pct",">",-0.0602],["ema9_21_pct","<=",0.1824]]},{"id":"R0223","rule":"When size of the move from the open to 09:30 (either direction) \u2265 0.29% (\u224873 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.06% (\u2248+16 pts at 25,000) AND 1-min ATR(14) as % of price \u2265 0.0833 at 09:30","T":"09:30","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":41,"hit_tr":0.4634,"base_tr":0.1481,"lift_tr":3.129,"n_te":23,"hit_te":0.3478,"base_te":0.2306,"lift_te":1.508,"ci_te":[0.1881,0.5511],"p_rand":0.13143428285857073,"p_perm_fw":0.8118811881188119,"p_te":0.1392866465557363,"q_bh_te":0.2735083241458095,"q_bh_te_fam":0.17804466994515858,"p_holm_te":1.0,"q_bh_tr":0.00021414913014850592,"p_holm_tr":1.0,"p_tr":3.0811348669064304e-06,"stable":true,"by_year":"2022:45/20(n29) 2023:40/7(n5) 2024:57/18(n7) 2025:46/23(n11) 2026:25/23(n12)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":41,"bt_tr_win":0.4146341463414634,"bt_tr_avg":11.650075901700534,"bt_tr_dd":489.91051685125143,"bt_te_n":23,"bt_te_win":0.2608695652173913,"bt_te_avg":-31.835774434140895,"bt_te_dd":788.1497341615972,"bt_te_gross":-21.673991304347904,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2903],["twap_dir_pct",">=",0.0636],["atr14_pct",">=",0.0833]]},{"id":"R0224","rule":"When size of the move from the open to 09:30 (either direction) \u2264 0.11% (\u224829 pts at 25,000) AND the move from the open is UP AND price is above the CPR at 09:30","T":"09:30","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":90,"hit_tr":0.0,"base_tr":0.1481,"lift_tr":0.0,"n_te":38,"hit_te":0.1316,"base_te":0.2306,"lift_te":0.571,"ci_te":[0.0575,0.2733],"p_rand":0.044977511244377814,"p_perm_fw":0.43564356435643564,"p_te":0.09967515541121055,"q_bh_te":0.2070176304694373,"q_bh_te_fam":0.13111631181608904,"p_holm_te":1.0,"q_bh_tr":9.088965180951282e-05,"p_holm_tr":1.0,"p_tr":1.08668904988456e-06,"stable":true,"by_year":"2022:0/20(n21) 2023:0/7(n39) 2024:0/18(n30) 2025:13/23(n23) 2026:13/23(n15)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":90,"bt_tr_win":0.45555555555555555,"bt_tr_avg":21.93459273539162,"bt_tr_dd":441.9868265417815,"bt_te_n":38,"bt_te_win":0.3684210526315789,"bt_te_avg":-22.20017456289196,"bt_te_dd":1024.1560791101906,"bt_te_gross":-11.465921052631145,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.1149],["dir","==",1.0],["cpr_pos","==",1.0]]},{"id":"R0225","rule":"When size of the move from the open to 09:30 (either direction) \u2264 0.11% (\u224829 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","T":"09:30","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":73,"hit_tr":0.0,"base_tr":0.1481,"lift_tr":0.0,"n_te":34,"hit_te":0.1471,"base_te":0.2306,"lift_te":0.638,"ci_te":[0.0645,0.3013],"p_rand":0.16241879060469766,"p_perm_fw":1.0,"p_te":0.17099472823842404,"q_bh_te":0.3201140511237686,"q_bh_te_fam":0.2128913429549663,"p_holm_te":1.0,"q_bh_tr":0.0008348210595516533,"p_holm_tr":1.0,"p_tr":1.657600836908553e-05,"stable":false,"by_year":"2022:0/20(n22) 2023:0/7(n35) 2024:0/18(n16) 2025:28/23(n18) 2026:0/23(n16)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":73,"bt_tr_win":0.4794520547945205,"bt_tr_avg":10.398555441244286,"bt_tr_dd":329.9981864953931,"bt_te_n":34,"bt_te_win":0.4117647058823529,"bt_te_avg":-8.713877006290787,"bt_te_dd":747.4888631613909,"bt_te_gross":2.4290941176469083,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.1149],["dist_twap_pct",">",0.0],["touched_pdh","==",1.0]]},{"id":"R0226","rule":"When size of the move from the open to 09:30 (either direction) \u2264 0.11% (\u224829 pts at 25,000) AND gap measured in the direction of the move so far \u2265 +0.03% (\u2248+8 pts at 25,000) AND India VIX change on the prior day (%) is negative at 09:30","T":"09:30","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":64,"hit_tr":0.0,"base_tr":0.1481,"lift_tr":0.0,"n_te":35,"hit_te":0.2,"base_te":0.2306,"lift_te":0.867,"ci_te":[0.1004,0.3589],"p_rand":0.3758120939530235,"p_perm_fw":1.0,"p_te":0.42332826575978133,"q_bh_te":0.6310967397523121,"q_bh_te_fam":0.4723283117016156,"p_holm_te":1.0,"q_bh_tr":0.0026237596941910764,"p_holm_tr":1.0,"p_tr":7.014107663298843e-05,"stable":false,"by_year":"2022:0/20(n19) 2023:0/7(n27) 2024:0/18(n18) 2025:15/23(n20) 2026:27/23(n15)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":64,"bt_tr_win":0.515625,"bt_tr_avg":28.09488850203819,"bt_tr_dd":310.85025101244304,"bt_te_n":35,"bt_te_win":0.45714285714285713,"bt_te_avg":-2.0359078185829995,"bt_te_dd":560.1772130731542,"bt_te_gross":8.878165714285881,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.1149],["gap_dir_pct",">=",0.0335],["vix_chg","<",0.0]]},{"id":"R0227","rule":"When opening gap vs prior close \u2265 +0.21% (\u2248+53 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 0.29% (\u224872 pts at 25,000) AND price vs prior-day high \u2265 +0.13% (\u2248+32 pts at 25,000) at 09:30","T":"09:30","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":63,"hit_tr":0.0,"base_tr":0.1481,"lift_tr":0.0,"n_te":20,"hit_te":0.15,"base_te":0.2306,"lift_te":0.65,"ci_te":[0.0524,0.3604],"p_rand":0.26786606696651677,"p_perm_fw":1.0,"p_te":0.28939569797069387,"q_bh_te":0.480021533152755,"q_bh_te_fam":0.33897344702543425,"p_holm_te":1.0,"q_bh_tr":0.0029854592371806096,"p_holm_tr":1.0,"p_tr":8.233466111588548e-05,"stable":false,"by_year":"2022:0/20(n24) 2023:0/7(n26) 2024:0/18(n13) 2025:30/23(n10) 2026:0/23(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":63,"bt_tr_win":0.42857142857142855,"bt_tr_avg":12.524458140070562,"bt_tr_dd":608.5110943442046,"bt_te_n":20,"bt_te_win":0.3,"bt_te_avg":-3.2479555467623937,"bt_te_dd":432.62293959738065,"bt_te_gross":8.601539999999478,"eq":false,"page":false,"conds":[["gap_pct",">=",0.2104],["rng_pct","<=",0.2898],["dist_pdh_pct",">=",0.1295]]},{"id":"R0228","rule":"When prior day's close-to-close return \u2264 -0.91% (\u2248-228 pts at 25,000) AND distance from TWAP in the move's direction > -0.03% (\u2248-7 pts at 25,000) AND price vs prior-day high > -1.63% (\u2248-408 pts at 25,000) at 09:30","T":"09:30","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":42,"hit_tr":0.8333,"base_tr":0.4457,"lift_tr":1.87,"n_te":28,"hit_te":0.5714,"base_te":0.5251,"lift_te":1.088,"ci_te":[0.3907,0.7349],"p_rand":0.34132933533233384,"p_perm_fw":0.26732673267326734,"p_te":0.38294805896763473,"q_bh_te":0.5984333011519951,"q_bh_te_fam":0.435538604783306,"p_holm_te":1.0,"q_bh_tr":5.009802400299435e-05,"p_holm_tr":1.0,"p_tr":5.307766558757053e-07,"stable":true,"by_year":"2022:83/51(n23) 2023:78/36(n9) 2024:90/46(n10) 2025:58/55(n12) 2026:56/50(n16)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":42,"bt_tr_win":0.5238095238095238,"bt_tr_avg":27.57339785576467,"bt_tr_dd":226.58211789130849,"bt_te_n":28,"bt_te_win":0.35714285714285715,"bt_te_avg":-18.43817865308025,"bt_te_dd":842.804983850271,"bt_te_gross":-8.16850714285738,"eq":false,"page":false,"conds":[["prevret_pct","<=",-0.911],["twap_dir_pct",">",-0.0264],["dist_pdh_pct",">",-1.6332]]},{"id":"R0229","rule":"When size of the move from the open to 09:30 (either direction) > 0.15% (\u224838 pts at 25,000) AND distance from TWAP in the move's direction > +0.13% (\u2248+33 pts at 25,000) AND India VIX change on the prior day (%) \u2264 -2.51 at 09:30","T":"09:30","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":30,"hit_tr":0.8333,"base_tr":0.4457,"lift_tr":1.87,"n_te":11,"hit_te":0.4545,"base_te":0.5251,"lift_te":0.866,"ci_te":[0.2127,0.7199],"p_rand":0.7446276861569215,"p_perm_fw":1.0,"p_te":0.7792658405348124,"q_bh_te":0.9136868480094544,"q_bh_te_fam":0.7996654698681844,"p_holm_te":1.0,"q_bh_tr":0.0013205847024937085,"p_holm_tr":1.0,"p_tr":2.941703767151029e-05,"stable":false,"by_year":"2022:80/51(n15) 2023:83/36(n6) 2024:89/46(n9) 2025:25/55(n4) 2026:57/50(n7)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6333333333333333,"bt_tr_avg":60.82084514463575,"bt_tr_dd":190.8154848726167,"bt_te_n":11,"bt_te_win":0.45454545454545453,"bt_te_avg":4.5223334039823175,"bt_te_dd":332.1998276712771,"bt_te_gross":15.905909090909104,"eq":false,"page":false,"conds":[["abs_mv_pct",">",0.1524],["twap_dir_pct",">",0.1305],["vix_chg","<=",-2.5121]]},{"id":"R0230","rule":"When prior day's close-to-close return \u2264 -0.96% (\u2248-240 pts at 25,000) AND price vs prior-day high > -1.64% (\u2248-409 pts at 25,000) AND India VIX (prior day's close) > 14.3 at 09:30","T":"09:30","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":40,"hit_tr":0.825,"base_tr":0.4457,"lift_tr":1.851,"n_te":21,"hit_te":0.4762,"base_te":0.5251,"lift_te":0.907,"ci_te":[0.2834,0.6763],"p_rand":0.7326336831584208,"p_perm_fw":0.6435643564356436,"p_te":0.7479053470757122,"q_bh_te":0.8875700213363558,"q_bh_te_fam":0.7728793393330734,"p_holm_te":1.0,"q_bh_tr":0.00014167604939166082,"p_holm_tr":1.0,"p_tr":1.8657573106361615e-06,"stable":false,"by_year":"2022:88/51(n24) 2023:100/36(n3) 2024:69/46(n13) 2025:50/55(n8) 2026:46/50(n13)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":40,"bt_tr_win":0.45,"bt_tr_avg":10.780317280027514,"bt_tr_dd":769.8579805911164,"bt_te_n":21,"bt_te_win":0.3333333333333333,"bt_te_avg":-33.549496655716176,"bt_te_dd":1023.8754249683348,"bt_te_gross":-22.912028571428458,"eq":false,"page":false,"conds":[["prevret_pct","<=",-0.961],["dist_pdh_pct",">",-1.6365],["vix_prev",">",14.255]]},{"id":"R0231","rule":"When move from the open to 09:30 \u2265 +0.15% (\u2248+38 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.11% (\u2248+28 pts at 25,000) AND 1-min ATR(14) as % of price \u2265 0.0659 at 09:30","T":"09:30","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":34,"hit_tr":0.8235,"base_tr":0.4457,"lift_tr":1.848,"n_te":18,"hit_te":0.6111,"base_te":0.5251,"lift_te":1.164,"ci_te":[0.3862,0.797],"p_rand":0.3543228385807096,"p_perm_fw":1.0,"p_te":0.31220109948695524,"q_bh_te":0.5080897092887043,"q_bh_te_fam":0.3613666269652159,"p_holm_te":1.0,"q_bh_tr":0.0007215659984062501,"p_holm_tr":1.0,"p_tr":1.3811983381601224e-05,"stable":true,"by_year":"2022:77/51(n22) 2023:100/36(n3) 2024:89/46(n9) 2025:73/55(n11) 2026:43/50(n7)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.5,"bt_tr_avg":34.7109226041376,"bt_tr_dd":209.71253284781756,"bt_te_n":18,"bt_te_win":0.3888888888888889,"bt_te_avg":-27.994659444387935,"bt_te_dd":634.7975378971313,"bt_te_gross":-18.430099999999584,"eq":false,"page":false,"conds":[["mv_pct",">=",0.1535],["twap_dir_pct",">=",0.1136],["atr14_pct",">=",0.0659]]},{"id":"R0232","rule":"When size of the move from the open to 09:30 (either direction) > 0.13% (\u224832 pts at 25,000) AND 1-min RSI(14) > 69 AND 1-min RSI(14) \u2264 75.4 at 09:30","T":"09:30","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"tree","dirn":"higher","n_tr":39,"hit_tr":0.8205,"base_tr":0.4457,"lift_tr":1.841,"n_te":25,"hit_te":0.64,"base_te":0.5251,"lift_te":1.219,"ci_te":[0.4452,0.7975],"p_rand":0.14342828585707146,"p_perm_fw":0.8316831683168316,"p_te":0.17125443064234536,"q_bh_te":0.3201140511237686,"q_bh_te_fam":0.2128913429549663,"p_holm_te":1.0,"q_bh_tr":0.00023597950805239455,"p_holm_tr":1.0,"p_tr":3.4732345850025306e-06,"stable":true,"by_year":"2022:88/51(n16) 2023:75/36(n12) 2024:82/46(n11) 2025:89/55(n9) 2026:50/50(n16)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":39,"bt_tr_win":0.6153846153846154,"bt_tr_avg":39.096208186176305,"bt_tr_dd":146.62598776930633,"bt_te_n":25,"bt_te_win":0.44,"bt_te_avg":-17.88693401870569,"bt_te_dd":918.4557251094866,"bt_te_gross":-6.303879999999918,"eq":false,"page":false,"conds":[["abs_mv_pct",">",0.1294],["rsi_14",">",68.9753],["rsi_14","<=",75.3532]]},{"id":"R0233","rule":"When size of the move from the open to 09:30 (either direction) > 0.15% (\u224838 pts at 25,000) AND opening-range size \u2264 0.20% (\u224851 pts at 25,000) AND CPR width > 0.04% (\u224811 pts at 25,000) at 09:30","T":"09:30","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":44,"hit_tr":0.8182,"base_tr":0.4457,"lift_tr":1.836,"n_te":14,"hit_te":0.7143,"base_te":0.5251,"lift_te":1.36,"ci_te":[0.4535,0.8828],"p_rand":0.1184407796101949,"p_perm_fw":0.3465346534653465,"p_te":0.12446773899219388,"q_bh_te":0.24787107347970747,"q_bh_te_fam":0.16079810460383556,"p_holm_te":1.0,"q_bh_tr":7.63241956897839e-05,"p_holm_tr":1.0,"p_tr":8.789999791829167e-07,"stable":true,"by_year":"2022:73/51(n11) 2023:81/36(n21) 2024:92/46(n12) 2025:64/55(n11) 2026:100/50(n3)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":44,"bt_tr_win":0.6818181818181818,"bt_tr_avg":35.443272717294015,"bt_tr_dd":273.3727243806445,"bt_te_n":14,"bt_te_win":0.5714285714285714,"bt_te_avg":46.0310130689517,"bt_te_dd":224.84437325510237,"bt_te_gross":54.83651428571492,"eq":false,"page":false,"conds":[["abs_mv_pct",">",0.1529],["or_rng_pct","<=",0.2039],["cpr_width_pct",">",0.0436]]},{"id":"R0234","rule":"When prior day's close-to-close return \u2264 -0.94% (\u2248-235 pts at 25,000) AND 1-min ADX(14) > 27 AND CPR width > 0.24% (\u224859 pts at 25,000) at 09:30","T":"09:30","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":42,"hit_tr":0.8095,"base_tr":0.4457,"lift_tr":1.816,"n_te":32,"hit_te":0.5625,"base_te":0.5251,"lift_te":1.071,"ci_te":[0.3933,0.7183],"p_rand":0.3713143428285857,"p_perm_fw":0.801980198019802,"p_te":0.40398426500207096,"q_bh_te":0.6154744601598949,"q_bh_te_fam":0.4550627352896891,"p_holm_te":1.0,"q_bh_tr":0.00020856791576164804,"p_holm_tr":1.0,"p_tr":2.980670240038223e-06,"stable":false,"by_year":"2022:83/51(n23) 2023:71/36(n7) 2024:83/46(n12) 2025:69/55(n13) 2026:47/50(n19)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":42,"bt_tr_win":0.42857142857142855,"bt_tr_avg":8.613615285464759,"bt_tr_dd":580.2873123079942,"bt_te_n":32,"bt_te_win":0.34375,"bt_te_avg":-29.364437742600465,"bt_te_dd":1397.4890601302347,"bt_te_gross":-19.176462499999957,"eq":false,"page":false,"conds":[["prevret_pct","<=",-0.9403],["adx_14",">",27.0192],["cpr_width_pct",">",0.2376]]},{"id":"R0235","rule":"When size of the move from the open to 09:30 (either direction) \u2265 0.29% (\u224873 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.11% (\u2248+28 pts at 25,000) AND price has not touched the prior-day low yet at 09:30","T":"09:30","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8,"base_tr":0.4457,"lift_tr":1.795,"n_te":17,"hit_te":0.6471,"base_te":0.5251,"lift_te":1.232,"ci_te":[0.413,0.8269],"p_rand":0.24987506246876562,"p_perm_fw":1.0,"p_te":0.2235282840922158,"q_bh_te":0.39218319880439306,"q_bh_te_fam":0.2709992392705627,"p_holm_te":1.0,"q_bh_tr":0.004986265402768432,"p_holm_tr":1.0,"p_tr":0.00015920993992188194,"stable":true,"by_year":"2022:87/51(n15) 2023:25/36(n4) 2024:91/46(n11) 2025:69/55(n13) 2026:50/50(n4)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.5333333333333333,"bt_tr_avg":42.309395471162745,"bt_tr_dd":236.11075175018829,"bt_te_n":17,"bt_te_win":0.4117647058823529,"bt_te_avg":3.288376369689874,"bt_te_dd":361.4104475938263,"bt_te_gross":11.698399999999845,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2903],["twap_dir_pct",">=",0.1136],["touched_pdl","==",0.0]]},{"id":"R0236","rule":"When size of the move from the open to 09:30 (either direction) \u2264 0.05% (\u224813 pts at 25,000) AND opening gap vs prior close is negative AND the day opened inside the prior-day range at 09:30","T":"09:30","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.0667,"base_tr":0.4457,"lift_tr":0.15,"n_te":14,"hit_te":0.4286,"base_te":0.5251,"lift_te":0.816,"ci_te":[0.2138,0.6741],"p_rand":0.31334332833583206,"p_perm_fw":1.0,"p_te":0.32381940919993535,"q_bh_te":0.5211133538780417,"q_bh_te_fam":0.372614114695816,"p_holm_te":1.0,"q_bh_tr":0.0006699908130845495,"p_holm_tr":1.0,"p_tr":1.2606125037789441e-05,"stable":true,"by_year":"2022:0/51(n5) 2023:0/36(n10) 2024:13/46(n15) 2025:38/55(n8) 2026:50/50(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.5,"bt_tr_avg":23.91136266561225,"bt_tr_dd":285.031293413704,"bt_te_n":14,"bt_te_win":0.42857142857142855,"bt_te_avg":-6.383665422620448,"bt_te_dd":394.51805144555686,"bt_te_gross":3.8426285714288366,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.0526],["gap_pct","<",0.0],["open_vs_pd","==",0.0]]},{"id":"R0237","rule":"When distance from TWAP in the move's direction \u2264 -0.03% (\u2248-7 pts at 25,000) AND India VIX (prior day's close) \u2264 13.1 AND prior-day range > 0.33% (\u224882 pts at 25,000) at 09:30","T":"09:30","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":35,"hit_tr":0.0857,"base_tr":0.4457,"lift_tr":0.192,"n_te":30,"hit_te":0.3667,"base_te":0.5251,"lift_te":0.698,"ci_te":[0.2187,0.5449],"p_rand":0.04997501249375312,"p_perm_fw":0.9900990099009901,"p_te":0.05976294927257936,"q_bh_te":0.13323299700217234,"q_bh_te_fam":0.08346939233319872,"p_holm_te":1.0,"q_bh_tr":0.0004736915819542668,"p_holm_tr":1.0,"p_tr":8.219021612526546e-06,"stable":true,"by_year":"2022:\u2013(n0) 2023:8/36(n24) 2024:9/46(n11) 2025:42/55(n19) 2026:27/50(n11)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":35,"bt_tr_win":0.6,"bt_tr_avg":23.977105220029735,"bt_tr_dd":116.84070011065984,"bt_te_n":30,"bt_te_win":0.4666666666666667,"bt_te_avg":-12.04014461133216,"bt_te_dd":520.9986318728497,"bt_te_gross":-1.7808133333335718,"eq":false,"page":false,"conds":[["twap_dir_pct","<=",-0.0271],["vix_prev","<=",13.125],["pdr_pct",">",0.3289]]},{"id":"R0238","rule":"When size of the move from the open to 09:30 (either direction) \u2264 0.05% (\u224813 pts at 25,000) AND distance from TWAP in the move's direction \u2264 +0.02% (\u2248+6 pts at 25,000) AND the day opened inside the prior-day range at 09:30","T":"09:30","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":50,"hit_tr":0.1,"base_tr":0.4457,"lift_tr":0.224,"n_te":29,"hit_te":0.3103,"base_te":0.5251,"lift_te":0.591,"ci_te":[0.1728,0.4923],"p_rand":0.009995002498750625,"p_perm_fw":0.1188118811881188,"p_te":0.016134690859554636,"q_bh_te":0.04430203252962459,"q_bh_te_fam":0.02726206386614404,"p_holm_te":1.0,"q_bh_tr":2.7010323680806256e-05,"p_holm_tr":1.0,"p_tr":2.5307889376435654e-07,"stable":true,"by_year":"2022:20/51(n10) 2023:10/36(n21) 2024:5/46(n19) 2025:35/55(n20) 2026:22/50(n9)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":50,"bt_tr_win":0.44,"bt_tr_avg":2.5939681376396675,"bt_tr_dd":372.95025147749885,"bt_te_n":29,"bt_te_win":0.4827586206896552,"bt_te_avg":4.383741704233331,"bt_te_dd":229.09649219317862,"bt_te_gross":14.545048275862113,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0526],["twap_dir_pct","<=",0.0222],["open_vs_pd","==",0.0]]},{"id":"R0239","rule":"When size of the move from the open to 09:30 (either direction) \u2264 0.05% (\u224813 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","T":"09:30","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":41,"hit_tr":0.0976,"base_tr":0.4457,"lift_tr":0.219,"n_te":19,"hit_te":0.2632,"base_te":0.5251,"lift_te":0.501,"ci_te":[0.1181,0.4879],"p_rand":0.020989505247376312,"p_perm_fw":0.801980198019802,"p_te":0.019028864600705818,"q_bh_te":0.050535673201874465,"q_bh_te_fam":0.0310804788478195,"p_holm_te":1.0,"q_bh_tr":0.0002111797173890871,"p_holm_tr":1.0,"p_tr":3.026700856840787e-06,"stable":true,"by_year":"2022:22/51(n9) 2023:0/36(n15) 2024:12/46(n17) 2025:30/55(n10) 2026:22/50(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":41,"bt_tr_win":0.5121951219512195,"bt_tr_avg":26.446013869486467,"bt_tr_dd":370.4816088072722,"bt_te_n":19,"bt_te_win":0.42105263157894735,"bt_te_avg":20.68745152165363,"bt_te_dd":300.2395531500613,"bt_te_gross":31.18575789473643,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.0526],["prevret_pct",">",0.0],["pd_pos","==",0.0]]},{"id":"R0240","rule":"When 1-min ADX(14) \u2264 18.6 AND 1-min ATR(14) as % of price > 0.0377 AND 1-min EMA9 \u2212 EMA21 (as % of price) > -0.01% (\u2248-2 pts at 25,000) at 09:30","T":"09:30","target":"the best favourable excursion after 09:30 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":34,"hit_tr":0.8529,"base_tr":0.4973,"lift_tr":1.715,"n_te":24,"hit_te":0.375,"base_te":0.5342,"lift_te":0.702,"ci_te":[0.2116,0.5729],"p_rand":0.9700149925037481,"p_perm_fw":1.0,"p_te":0.9617659614260844,"q_bh_te":0.9966274141856653,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.001474242988306513,"p_holm_tr":1.0,"p_tr":3.375962600267663e-05,"stable":false,"by_year":"2022:100/52(n10) 2023:80/48(n10) 2024:79/49(n14) 2025:38/55(n16) 2026:38/51(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.6764705882352942,"bt_tr_avg":67.55199854310216,"bt_tr_dd":212.25810655381292,"bt_te_n":24,"bt_te_win":0.2916666666666667,"bt_te_avg":-34.32798369110201,"bt_te_dd":1186.0176835387908,"bt_te_gross":-24.535008333333128,"eq":false,"page":false,"conds":[["adx_14","<=",18.5986],["atr14_pct",">",0.0377],["ema9_21_pct",">",-0.0098]]},{"id":"R0241","rule":"When opening-range size \u2264 0.18% (\u224845 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) \u2264 -0.02% (\u2248-5 pts at 25,000) AND price is above the CPR at 09:30","T":"09:30","target":"the best favourable excursion after 09:30 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.8387,"base_tr":0.4973,"lift_tr":1.687,"n_te":9,"hit_te":0.2222,"base_te":0.5342,"lift_te":0.416,"ci_te":[0.0632,0.5474],"p_rand":0.9900049975012494,"p_perm_fw":1.0,"p_te":0.9883215199075244,"q_bh_te":0.9998438728713133,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.005278109513031834,"p_holm_tr":1.0,"p_tr":0.00017101021903835766,"stable":true,"by_year":"2022:75/52(n8) 2023:75/48(n12) 2024:100/49(n11) 2025:29/55(n7) 2026:0/51(n2)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.7096774193548387,"bt_tr_avg":61.81253011299017,"bt_tr_dd":80.4831047219568,"bt_te_n":9,"bt_te_win":0.2222222222222222,"bt_te_avg":-47.49565167551114,"bt_te_dd":534.0684315675472,"bt_te_gross":-37.63353333333321,"eq":false,"page":false,"conds":[["or_rng_pct","<=",0.1815],["dist_twap_pct","<=",-0.0189],["cpr_pos","==",1.0]]},{"id":"R0242","rule":"When gap measured in the direction of the move so far \u2264 -0.16% (\u2248-39 pts at 25,000) AND price vs prior-day low \u2265 +0.66% (\u2248+166 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0562 at 09:30","T":"09:30","target":"the best favourable excursion after 09:30 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.8065,"base_tr":0.4973,"lift_tr":1.622,"n_te":12,"hit_te":0.5,"base_te":0.5342,"lift_te":0.936,"ci_te":[0.2538,0.7462],"p_rand":0.7241379310344828,"p_perm_fw":1.0,"p_te":0.7016408485055571,"q_bh_te":0.8595556585989043,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.016924507670208266,"p_holm_tr":1.0,"p_tr":0.0007891669273750953,"stable":true,"by_year":"2022:100/52(n5) 2023:71/48(n14) 2024:83/49(n12) 2025:33/55(n6) 2026:67/51(n6)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.5806451612903226,"bt_tr_avg":25.77921490258591,"bt_tr_dd":264.3146825378491,"bt_te_n":12,"bt_te_win":0.4166666666666667,"bt_te_avg":15.92505995795194,"bt_te_dd":250.74610944881283,"bt_te_gross":27.176716666666834,"eq":false,"page":false,"conds":[["gap_dir_pct","<=",-0.1554],["dist_pdl_pct",">=",0.6637],["atr14_pct","<=",0.0562]]},{"id":"R0243","rule":"When 1-min ADX(14) \u2264 19.1 AND India VIX (prior day's close) > 12.8 AND price vs session TWAP (time-weighted VWAP) > -0.18% (\u2248-46 pts at 25,000) at 09:30","T":"09:30","target":"the best favourable excursion after 09:30 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":40,"hit_tr":0.8,"base_tr":0.4973,"lift_tr":1.609,"n_te":17,"hit_te":0.5882,"base_te":0.5342,"lift_te":1.101,"ci_te":[0.3601,0.7839],"p_rand":0.40379810094952523,"p_perm_fw":1.0,"p_te":0.42205741670541974,"q_bh_te":0.6310922662414583,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.004988284241315558,"p_holm_tr":1.0,"p_tr":0.00015930059562799985,"stable":true,"by_year":"2022:85/52(n13) 2023:86/48(n7) 2024:75/49(n20) 2025:78/55(n9) 2026:38/51(n8)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":40,"bt_tr_win":0.625,"bt_tr_avg":56.14457887402996,"bt_tr_dd":201.93329362197642,"bt_te_n":17,"bt_te_win":0.4117647058823529,"bt_te_avg":-6.978254403602056,"bt_te_dd":612.5196765497174,"bt_te_gross":3.7284588235298166,"eq":false,"page":false,"conds":[["adx_14","<=",19.1297],["vix_prev",">",12.775],["dist_twap_pct",">",-0.1838]]},{"id":"R0244","rule":"When size of the move from the open to 09:30 (either direction) \u2264 0.11% (\u224829 pts at 25,000) AND prior-day range \u2265 1.34% (\u2248336 pts at 25,000) AND CPR width \u2265 0.30% (\u224876 pts at 25,000) at 09:30","T":"09:30","target":"the best favourable excursion after 09:30 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8,"base_tr":0.4973,"lift_tr":1.609,"n_te":11,"hit_te":0.6364,"base_te":0.5342,"lift_te":1.191,"ci_te":[0.3538,0.8483],"p_rand":0.3468265867066467,"p_perm_fw":1.0,"p_te":0.3565498277182528,"q_bh_te":0.5626078450359443,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.024540807499263375,"p_holm_tr":1.0,"p_tr":0.0012931286652671024,"stable":true,"by_year":"2022:82/52(n11) 2023:50/48(n2) 2024:82/49(n17) 2025:71/55(n7) 2026:50/51(n4)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.5666666666666667,"bt_tr_avg":22.76667998304294,"bt_tr_dd":220.52963962553974,"bt_te_n":11,"bt_te_win":0.45454545454545453,"bt_te_avg":-16.54832725605453,"bt_te_dd":300.1948532515873,"bt_te_gross":-6.603672727273079,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.1149],["pdr_pct",">=",1.345],["cpr_width_pct",">=",0.3039]]},{"id":"R0245","rule":"When 1-min ADX(14) \u2264 18.6 AND (it is Wednesday or it is Thursday or it is Friday) AND 1-min Bollinger %B \u2264 0.967 at 09:30","T":"09:30","target":"the best favourable excursion after 09:30 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":31,"hit_tr":0.7742,"base_tr":0.4973,"lift_tr":1.557,"n_te":22,"hit_te":0.4091,"base_te":0.5342,"lift_te":0.766,"ci_te":[0.2326,0.6127],"p_rand":0.9315342328835582,"p_perm_fw":1.0,"p_te":0.9178372575589013,"q_bh_te":0.9814389832816433,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.04578312130505076,"p_holm_tr":1.0,"p_tr":0.0030209974808968407,"stable":false,"by_year":"2022:89/52(n9) 2023:70/48(n10) 2024:75/49(n12) 2025:44/55(n16) 2026:33/51(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.6129032258064516,"bt_tr_avg":47.81184601440308,"bt_tr_dd":176.79661902077453,"bt_te_n":22,"bt_te_win":0.3181818181818182,"bt_te_avg":-33.31294389834108,"bt_te_dd":1027.2381562729402,"bt_te_gross":-23.983636363636005,"eq":false,"page":false,"conds":[["adx_14","<=",18.5986],["dow",">",1.5],["bb_pctb","<=",0.967]]},{"id":"R0246","rule":"When gap measured in the direction of the move so far \u2264 -0.16% (\u2248-39 pts at 25,000) AND prior day's close-to-close return is positive AND expiry is 1 trading day away at 09:30","T":"09:30","target":"the best favourable excursion after 09:30 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":39,"hit_tr":0.7692,"base_tr":0.4973,"lift_tr":1.547,"n_te":13,"hit_te":0.5385,"base_te":0.5342,"lift_te":1.008,"ci_te":[0.2914,0.7679],"p_rand":0.623688155922039,"p_perm_fw":1.0,"p_te":0.5994963804399769,"q_bh_te":0.7912885686206675,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.01941034158999195,"p_holm_tr":1.0,"p_tr":0.0009459339975620747,"stable":true,"by_year":"2022:67/52(n18) 2023:73/48(n11) 2024:100/49(n10) 2025:56/55(n9) 2026:50/51(n4)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":39,"bt_tr_win":0.5128205128205128,"bt_tr_avg":11.869423587068074,"bt_tr_dd":269.5243749820425,"bt_te_n":13,"bt_te_win":0.46153846153846156,"bt_te_avg":-2.3607404851033786,"bt_te_dd":173.23926089561644,"bt_te_gross":7.449876923077682,"eq":false,"page":false,"conds":[["gap_dir_pct","<=",-0.1554],["prevret_pct",">",0.0],["dte_cat","==",1.0]]},{"id":"R0247","rule":"When price vs prior-day low \u2265 +0.66% (\u2248+166 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 AND the move from the open is DOWN at 09:30","T":"09:30","target":"the best favourable excursion after 09:30 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":43,"hit_tr":0.7674,"base_tr":0.4973,"lift_tr":1.543,"n_te":18,"hit_te":0.4444,"base_te":0.5342,"lift_te":0.832,"ci_te":[0.2456,0.6628],"p_rand":0.8460769615192404,"p_perm_fw":1.0,"p_te":0.8413002596901173,"q_bh_te":0.9497605719149756,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.012604344302992825,"p_holm_tr":1.0,"p_tr":0.0005324274892806061,"stable":true,"by_year":"2022:88/52(n16) 2023:75/48(n12) 2024:67/49(n15) 2025:29/55(n7) 2026:55/51(n11)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":43,"bt_tr_win":0.5581395348837209,"bt_tr_avg":46.926977934811696,"bt_tr_dd":362.8661131658371,"bt_te_n":18,"bt_te_win":0.2777777777777778,"bt_te_avg":-14.080794976849843,"bt_te_dd":822.2550336075092,"bt_te_gross":-3.7212222222224227,"eq":false,"page":false,"conds":[["dist_pdl_pct",">=",0.6637],["vix_chg",">=",0.7733],["dir","==",-1.0]]},{"id":"R0248","rule":"When 1-min Bollinger %B \u2264 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% (\u224838 pts at 25,000) at 09:30","T":"09:30","target":"the best favourable excursion after 09:30 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"tree","dirn":"lower","n_tr":38,"hit_tr":0.1579,"base_tr":0.4973,"lift_tr":0.318,"n_te":24,"hit_te":0.4583,"base_te":0.5342,"lift_te":0.858,"ci_te":[0.2789,0.6493],"p_rand":0.2818590704647676,"p_perm_fw":1.0,"p_te":0.2936016247366814,"q_bh_te":0.48616827809889995,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0012732612793296219,"p_holm_tr":1.0,"p_tr":2.8083640556902126e-05,"stable":false,"by_year":"2022:33/52(n15) 2023:14/48(n7) 2024:0/49(n16) 2025:38/55(n13) 2026:55/51(n11)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.5789473684210527,"bt_tr_avg":40.618215402348106,"bt_tr_dd":310.597027251074,"bt_te_n":24,"bt_te_win":0.4583333333333333,"bt_te_avg":12.037419022752218,"bt_te_dd":453.7094838809107,"bt_te_gross":22.311625000000276,"eq":false,"page":false,"conds":[["bb_pctb","<=",0.2871],["pos_rng",">",0.0719],["abs_gap_pct",">",0.1504]]},{"id":"R0249","rule":"When opening-range size \u2265 0.27% (\u224868 pts at 25,000) AND India VIX (prior day's close) \u2264 13.7 AND 1-min Supertrend is down at 09:30","T":"09:30","target":"the best favourable excursion after 09:30 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":36,"hit_tr":0.1667,"base_tr":0.4973,"lift_tr":0.335,"n_te":57,"hit_te":0.4386,"base_te":0.5342,"lift_te":0.821,"ci_te":[0.3177,0.5672],"p_rand":0.0814592703648176,"p_perm_fw":1.0,"p_te":0.09440764314005048,"q_bh_te":0.198194879335052,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.002897497208679428,"p_holm_tr":1.0,"p_tr":7.94451514574958e-05,"stable":true,"by_year":"2022:0/52(n3) 2023:25/48(n20) 2024:8/49(n13) 2025:41/55(n22) 2026:46/51(n35)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.7777777777777778,"bt_tr_avg":58.866796796241864,"bt_tr_dd":217.13495657192152,"bt_te_n":57,"bt_te_win":0.45614035087719296,"bt_te_avg":-0.006308668229584843,"bt_te_dd":602.5374247710646,"bt_te_gross":11.086624561403784,"eq":false,"page":false,"conds":[["or_rng_pct",">=",0.2709],["vix_prev","<=",13.684],["supertrend_dir","==",-1.0]]},{"id":"R0250","rule":"When India VIX (prior day's close) \u2264 13.7 AND opening gap vs prior close is negative AND it is Friday at 09:30","T":"09:30","target":"the best favourable excursion after 09:30 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.1667,"base_tr":0.4973,"lift_tr":0.335,"n_te":33,"hit_te":0.5152,"base_te":0.5342,"lift_te":0.964,"ci_te":[0.3522,0.675],"p_rand":0.45177411294352826,"p_perm_fw":1.0,"p_te":0.4803307588914112,"q_bh_te":0.6918153242873485,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.00942486438076798,"p_holm_tr":1.0,"p_tr":0.0003629016795465823,"stable":false,"by_year":"2022:100/52(n1) 2023:22/48(n18) 2024:0/49(n11) 2025:71/55(n21) 2026:17/51(n12)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.7666666666666667,"bt_tr_avg":51.616689478602254,"bt_tr_dd":154.82405474300413,"bt_te_n":33,"bt_te_win":0.45454545454545453,"bt_te_avg":-4.572935468671734,"bt_te_dd":986.7865203103073,"bt_te_gross":4.991969696969825,"eq":false,"page":false,"conds":[["vix_prev","<=",13.684],["gap_pct","<",0.0],["dow","==",4.0]]},{"id":"R0251","rule":"When India VIX (prior day's close) \u2264 13.7 AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 -0.07% (\u2248-16 pts at 25,000) AND it is not expiry day at 09:30","T":"09:30","target":"the best favourable excursion after 09:30 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":35,"hit_tr":0.1714,"base_tr":0.4973,"lift_tr":0.345,"n_te":41,"hit_te":0.6098,"base_te":0.5342,"lift_te":1.141,"ci_te":[0.4573,0.7434],"p_rand":0.8910544727636182,"p_perm_fw":1.0,"p_te":0.8702018373414088,"q_bh_te":0.9652159143531606,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.004330045707759154,"p_holm_tr":1.0,"p_tr":0.00013265694248783128,"stable":false,"by_year":"2022:33/52(n3) 2023:28/48(n18) 2024:0/49(n14) 2025:69/55(n16) 2026:56/51(n25)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":35,"bt_tr_win":0.7142857142857143,"bt_tr_avg":64.69068934003916,"bt_tr_dd":110.0609603259727,"bt_te_n":41,"bt_te_win":0.36585365853658536,"bt_te_avg":-15.32119982551272,"bt_te_dd":723.5218767139327,"bt_te_gross":-4.191048780487862,"eq":false,"page":false,"conds":[["vix_prev","<=",13.684],["ema9_21_pct","<=",-0.065],["is_expiry","==",0.0]]},{"id":"R0252","rule":"When prior-day range \u2264 2.07% (\u2248518 pts at 25,000) AND size of the move from the open to 09:30 (either direction) > 0.37% (\u224893 pts at 25,000) AND prior day's close-to-close return > -0.04% (\u2248-9 pts at 25,000) at 09:30","T":"09:30","target":"price never trades back to the open after 09:30","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":37,"hit_tr":0.7568,"base_tr":0.2609,"lift_tr":2.901,"n_te":25,"hit_te":0.6,"base_te":0.3356,"lift_te":1.788,"ci_te":[0.4074,0.766],"p_rand":0.010494752623688156,"p_perm_fw":0.009900990099009901,"p_te":0.0060186676716216725,"q_bh_te":0.019243897950053504,"q_bh_te_fam":0.011718465532826303,"p_holm_te":1.0,"q_bh_tr":2.0756973710715848e-07,"p_holm_tr":0.007722431563251051,"p_tr":8.388918559419056e-10,"stable":true,"by_year":"2022:71/28(n14) 2023:83/26(n12) 2024:73/25(n11) 2025:55/35(n11) 2026:64/32(n14)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":37,"bt_tr_win":0.3783783783783784,"bt_tr_avg":2.3276553401063405,"bt_tr_dd":457.12494124019656,"bt_te_n":25,"bt_te_win":0.36,"bt_te_avg":-8.792004602247436,"bt_te_dd":540.8900787989814,"bt_te_gross":0.9641679999994812,"eq":true,"page":true,"conds":[["pdr_pct","<=",2.0729],["abs_mv_pct",">",0.3737],["prevret_pct",">",-0.0368]]},{"id":"R0253","rule":"When India VIX (prior day's close) \u2264 15.9 AND size of the move from the open to 09:30 (either direction) > 0.25% (\u224862 pts at 25,000) AND India VIX change on the prior day (%) \u2264 -2.36 at 09:30","T":"09:30","target":"price never trades back to the open after 09:30","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":32,"hit_tr":0.75,"base_tr":0.2609,"lift_tr":2.875,"n_te":28,"hit_te":0.75,"base_te":0.3356,"lift_te":2.235,"ci_te":[0.5664,0.8732],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":8.840560205354534e-06,"q_bh_te":8.106626905287365e-05,"q_bh_te_fam":4.904008868630628e-05,"p_holm_te":0.007664765698042381,"q_bh_tr":3.278114789665065e-06,"p_holm_tr":0.19095732172255933,"p_tr":2.0791834378408345e-08,"stable":true,"by_year":"2022:50/28(n2) 2023:81/26(n16) 2024:71/25(n14) 2025:80/35(n15) 2026:69/32(n13)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.53125,"bt_tr_avg":20.90278175494754,"bt_tr_dd":258.9592015706201,"bt_te_n":28,"bt_te_win":0.5714285714285714,"bt_te_avg":36.091772664457594,"bt_te_dd":323.3282707197056,"bt_te_gross":46.45726428571392,"eq":true,"page":true,"conds":[["vix_prev","<=",15.925],["abs_mv_pct",">",0.2499],["vix_chg","<=",-2.3637]]},{"id":"R0254","rule":"When size of the move from the open to 09:30 (either direction) \u2265 0.29% (\u224873 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2265 0.47% (\u2248117 pts at 25,000) AND prior day's close-to-close return is positive at 09:30","T":"09:30","target":"price never trades back to the open after 09:30","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":34,"hit_tr":0.7353,"base_tr":0.2609,"lift_tr":2.819,"n_te":31,"hit_te":0.5484,"base_te":0.3356,"lift_te":1.634,"ci_te":[0.3777,0.7084],"p_rand":0.013993003498250875,"p_perm_fw":0.009900990099009901,"p_te":0.01192490265851659,"q_bh_te":0.03399121813512647,"q_bh_te_fam":0.020806655083702535,"p_holm_te":1.0,"q_bh_tr":3.197395937192556e-06,"p_holm_tr":0.1855054691481927,"p_tr":2.0197679822992174e-08,"stable":true,"by_year":"2022:67/28(n15) 2023:100/26(n7) 2024:67/25(n12) 2025:62/35(n13) 2026:50/32(n18)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.4411764705882353,"bt_tr_avg":19.625887165679607,"bt_tr_dd":342.9118992712888,"bt_te_n":31,"bt_te_win":0.3225806451612903,"bt_te_avg":-18.112311664128224,"bt_te_dd":675.1550848719195,"bt_te_gross":-8.681703225806666,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.2903],["rng_pct",">=",0.4676],["prevret_pct",">",0.0]]},{"id":"R0255","rule":"When size of the move from the open to 09:30 (either direction) \u2265 0.29% (\u224873 pts at 25,000) AND price vs prior-day low \u2265 +0.66% (\u2248+166 pts at 25,000) AND prior day's close-to-close return is positive at 09:30","T":"09:30","target":"price never trades back to the open after 09:30","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.7273,"base_tr":0.2609,"lift_tr":2.788,"n_te":16,"hit_te":0.625,"base_te":0.3356,"lift_te":1.862,"ci_te":[0.3864,0.8152],"p_rand":0.015992003998001,"p_perm_fw":0.009900990099009901,"p_te":0.016777883893358807,"q_bh_te":0.04542647115416368,"q_bh_te_fam":0.02794729668355518,"p_holm_te":1.0,"q_bh_tr":7.75364154524991e-06,"p_holm_tr":0.5250952057771304,"p_tr":5.723330581297001e-08,"stable":true,"by_year":"2022:69/28(n16) 2023:100/26(n7) 2024:60/25(n10) 2025:71/35(n7) 2026:56/32(n9)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.3939393939393939,"bt_tr_avg":22.580771875866702,"bt_tr_dd":365.22580222323467,"bt_te_n":16,"bt_te_win":0.5625,"bt_te_avg":9.633865341017007,"bt_te_dd":259.9766293318544,"bt_te_gross":18.680637500000103,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.2903],["dist_pdl_pct",">=",0.6637],["prevret_pct",">",0.0]]},{"id":"R0256","rule":"When size of the move from the open to 09:30 (either direction) > 0.33% (\u224881 pts at 25,000) AND (price is above the opening-range high) at 09:30","T":"09:30","target":"price never trades back to the open after 09:30","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":32,"hit_tr":0.7188,"base_tr":0.2609,"lift_tr":2.755,"n_te":26,"hit_te":0.5,"base_te":0.3356,"lift_te":1.49,"ci_te":[0.3206,0.6794],"p_rand":0.006496751624187906,"p_perm_fw":0.06930693069306931,"p_te":0.06131452303655151,"q_bh_te":0.13606784564275815,"q_bh_te_fam":0.08543350603197224,"p_holm_te":1.0,"q_bh_tr":1.8441857318479444e-05,"p_holm_tr":1.0,"p_tr":1.6048414293194647e-07,"stable":false,"by_year":"2022:78/28(n18) 2023:71/26(n7) 2024:57/25(n7) 2025:62/35(n16) 2026:30/32(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.5,"bt_tr_avg":20.053911775843744,"bt_tr_dd":206.94924840686872,"bt_te_n":26,"bt_te_win":0.38461538461538464,"bt_te_avg":-11.122323788211544,"bt_te_dd":451.5751370529676,"bt_te_gross":-1.3812153846156434,"eq":false,"page":false,"conds":[["abs_mv_pct",">",0.3258],["or_state",">",0.5]]},{"id":"R0257","rule":"When size of the move from the open to 09:30 (either direction) \u2265 0.29% (\u224873 pts at 25,000) AND size of the opening gap \u2265 0.35% (\u224887 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.06% (\u2248+16 pts at 25,000) at 09:30","T":"09:30","target":"price never trades back to the open after 09:30","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":48,"hit_tr":0.7083,"base_tr":0.2609,"lift_tr":2.715,"n_te":24,"hit_te":0.5833,"base_te":0.3356,"lift_te":1.738,"ci_te":[0.3883,0.7553],"p_rand":0.0069965017491254375,"p_perm_fw":0.009900990099009901,"p_te":0.011041481577389099,"q_bh_te":0.03223768978591453,"q_bh_te_fam":0.01967910154271483,"p_holm_te":1.0,"q_bh_tr":6.877872256711441e-08,"p_holm_tr":0.002158668221072602,"p_tr":2.3434804818786614e-10,"stable":true,"by_year":"2022:71/28(n31) 2023:88/26(n8) 2024:56/25(n9) 2025:64/35(n11) 2026:54/32(n13)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":48,"bt_tr_win":0.4583333333333333,"bt_tr_avg":11.544649844567573,"bt_tr_dd":447.6955875955739,"bt_te_n":24,"bt_te_win":0.3333333333333333,"bt_te_avg":-7.742404413569752,"bt_te_dd":628.1068996406916,"bt_te_gross":2.6085833333333235,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.2903],["abs_gap_pct",">=",0.3474],["twap_dir_pct",">=",0.0636]]},{"id":"R0258","rule":"When move from the open to 09:30 > +0.31% (\u2248+77 pts at 25,000) AND opening-range size \u2264 0.60% (\u2248150 pts at 25,000) AND CPR width \u2264 0.43% (\u2248107 pts at 25,000) at 09:30","T":"09:30","target":"price never trades back to the open after 09:30","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":37,"hit_tr":0.7027,"base_tr":0.2609,"lift_tr":2.694,"n_te":25,"hit_te":0.48,"base_te":0.3356,"lift_te":1.43,"ci_te":[0.3003,0.665],"p_rand":0.01699150424787606,"p_perm_fw":0.009900990099009901,"p_te":0.09598911730448195,"q_bh_te":0.20064821939775584,"q_bh_te_fam":0.12712072291674636,"p_holm_te":1.0,"q_bh_tr":6.687679926336039e-06,"p_holm_tr":0.4411619198602804,"p_tr":4.8075571018638456e-08,"stable":true,"by_year":"2022:74/28(n19) 2023:86/26(n7) 2024:55/25(n11) 2025:58/35(n12) 2026:38/32(n13)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":37,"bt_tr_win":0.5135135135135135,"bt_tr_avg":22.02418359732768,"bt_tr_dd":428.9693196833915,"bt_te_n":25,"bt_te_win":0.4,"bt_te_avg":-16.60967642304776,"bt_te_dd":661.60910893966,"bt_te_gross":-6.218512000000046,"eq":false,"page":false,"conds":[["mv_pct",">",0.3075],["or_rng_pct","<=",0.5992],["cpr_width_pct","<=",0.4286]]},{"id":"R0259","rule":"When move from the open to 09:30 \u2264 -0.45% (\u2248-113 pts at 25,000) at 09:30","T":"09:30","target":"price never trades back to the open after 09:30","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":30,"hit_tr":0.7,"base_tr":0.2609,"lift_tr":2.683,"n_te":24,"hit_te":0.5,"base_te":0.3356,"lift_te":1.49,"ci_te":[0.3143,0.6857],"p_rand":0.136431784107946,"p_perm_fw":0.46534653465346537,"p_te":0.0709376166210122,"q_bh_te":0.15459946940722838,"q_bh_te_fam":0.09722918082320552,"p_holm_te":1.0,"q_bh_tr":0.00010000613972249474,"p_holm_tr":1.0,"p_tr":1.2188630657730576e-06,"stable":true,"by_year":"2022:62/28(n13) 2023:78/26(n9) 2024:75/25(n8) 2025:71/35(n7) 2026:41/32(n17)","adds":null,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.36666666666666664,"bt_tr_avg":-7.150402329917157,"bt_tr_dd":816.5123816067169,"bt_te_n":24,"bt_te_win":0.2916666666666667,"bt_te_avg":-23.792874593072145,"bt_te_dd":924.8155181051175,"bt_te_gross":-13.18355833333347,"eq":false,"page":false,"conds":[["mv_pct","<=",-0.4516]]},{"id":"R0260","rule":"When size of the move from the open to 09:30 (either direction) \u2264 0.05% (\u224813 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) \u2265 +0.02% (\u2248+5 pts at 25,000) at 09:30","T":"09:30","target":"price never trades back to the open after 09:30","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":64,"hit_tr":0.0,"base_tr":0.2609,"lift_tr":0.0,"n_te":23,"hit_te":0.087,"base_te":0.3356,"lift_te":0.259,"ci_te":[0.0242,0.268],"p_rand":0.001999000499750125,"p_perm_fw":0.009900990099009901,"p_te":0.006355293592839868,"q_bh_te":0.020056316143637506,"q_bh_te_fam":0.012212132786241316,"p_holm_te":1.0,"q_bh_tr":1.4352896962997333e-06,"p_holm_tr":0.07287537186142719,"p_tr":7.9282905269218e-09,"stable":true,"by_year":"2022:0/28(n18) 2023:0/26(n23) 2024:0/25(n23) 2025:12/35(n16) 2026:0/32(n7)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":64,"bt_tr_win":0.453125,"bt_tr_avg":7.4238466923466735,"bt_tr_dd":399.4745686774248,"bt_te_n":23,"bt_te_win":0.5652173913043478,"bt_te_avg":28.868412448016567,"bt_te_dd":277.3308782979473,"bt_te_gross":38.94906086956515,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0526],["dist_twap_pct",">=",0.0206]]},{"id":"R0261","rule":"When size of the move from the open to 09:30 (either direction) \u2264 0.05% (\u224813 pts at 25,000) AND size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND it is not expiry day at 09:30","T":"09:30","target":"price never trades back to the open after 09:30","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":59,"hit_tr":0.0,"base_tr":0.2609,"lift_tr":0.0,"n_te":27,"hit_te":0.037,"base_te":0.3356,"lift_te":0.11,"ci_te":[0.0066,0.1828],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.00023486934094032474,"q_bh_te":0.001189026038510394,"q_bh_te_fam":0.0007192873566297446,"p_holm_te":0.18343295527439363,"q_bh_tr":5.213291008813826e-06,"p_holm_tr":0.3298956857039898,"p_tr":3.593967303773408e-08,"stable":true,"by_year":"2022:0/28(n8) 2023:0/26(n23) 2024:0/25(n28) 2025:6/35(n17) 2026:0/32(n10)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":59,"bt_tr_win":0.423728813559322,"bt_tr_avg":4.759015142195894,"bt_tr_dd":692.5601269035701,"bt_te_n":27,"bt_te_win":0.5925925925925926,"bt_te_avg":13.883791989279382,"bt_te_dd":223.75957857257225,"bt_te_gross":24.541940740740824,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0526],["abs_gap_pct","<=",0.2212],["is_expiry","==",0.0]]},{"id":"R0262","rule":"When size of the move from the open to 09:30 (either direction) \u2264 0.05% (\u224813 pts at 25,000) AND no opening-range break yet AND it is not expiry day at 09:30","T":"09:30","target":"price never trades back to the open after 09:30","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":57,"hit_tr":0.0,"base_tr":0.2609,"lift_tr":0.0,"n_te":35,"hit_te":0.0857,"base_te":0.3356,"lift_te":0.255,"ci_te":[0.0296,0.2238],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.0006177113191084919,"q_bh_te":0.0027541990925387806,"q_bh_te_fam":0.0016737984130681717,"p_holm_te":0.46637204592691134,"q_bh_tr":8.70108517417668e-06,"p_holm_tr":0.6034521246856676,"p_tr":6.578576783267347e-08,"stable":true,"by_year":"2022:0/28(n12) 2023:0/26(n18) 2024:0/25(n27) 2025:17/35(n18) 2026:0/32(n17)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":57,"bt_tr_win":0.40350877192982454,"bt_tr_avg":3.262515077193617,"bt_tr_dd":523.0525547906682,"bt_te_n":35,"bt_te_win":0.45714285714285713,"bt_te_avg":4.426839564592475,"bt_te_dd":559.2080096470004,"bt_te_gross":15.516760000000067,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0526],["or_first_break","==",0.0],["is_expiry","==",0.0]]},{"id":"R0263","rule":"When size of the move from the open to 09:30 (either direction) \u2264 0.11% (\u224829 pts at 25,000) AND size of the opening gap \u2264 0.11% (\u224828 pts at 25,000) AND it is not expiry day at 09:30","T":"09:30","target":"price never trades back to the open after 09:30","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":50,"hit_tr":0.0,"base_tr":0.2609,"lift_tr":0.0,"n_te":39,"hit_te":0.1538,"base_te":0.3356,"lift_te":0.458,"ci_te":[0.0725,0.2973],"p_rand":0.0079960019990005,"p_perm_fw":0.27722772277227725,"p_te":0.009481298189205638,"q_bh_te":0.028269392146956687,"q_bh_te_fam":0.01720680041744727,"p_holm_te":1.0,"q_bh_tr":5.1310364339038155e-05,"p_holm_tr":1.0,"p_tr":5.458638573648098e-07,"stable":true,"by_year":"2022:0/28(n6) 2023:0/26(n19) 2024:0/25(n25) 2025:17/35(n23) 2026:12/32(n16)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":50,"bt_tr_win":0.42,"bt_tr_avg":1.118865779589394,"bt_tr_dd":320.92087772690655,"bt_te_n":39,"bt_te_win":0.4358974358974359,"bt_te_avg":-0.2753570959952444,"bt_te_dd":631.9107762292526,"bt_te_gross":10.222210256410435,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.1149],["abs_gap_pct","<=",0.1124],["is_expiry","==",0.0]]},{"id":"R0264","rule":"When price vs prior-day high > -0.52% (\u2248-131 pts at 25,000) AND gap measured in the direction of the move so far > +0.17% (\u2248+43 pts at 25,000) AND India VIX change on the prior day (%) \u2264 7.76 at 09:30","T":"09:30","target":"price reaches the prior-day high after 09:30 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":31,"hit_tr":0.7419,"base_tr":0.2579,"lift_tr":2.877,"n_te":13,"hit_te":0.6154,"base_te":0.2349,"lift_te":2.62,"ci_te":[0.3552,0.8229],"p_rand":0.008995502248875561,"p_perm_fw":0.009900990099009901,"p_te":0.003732469814604025,"q_bh_te":0.012799864708349946,"q_bh_te_fam":0.0077980438351019105,"p_holm_te":1.0,"q_bh_tr":6.640254277292534e-06,"p_holm_tr":0.43729385233403323,"p_tr":4.765346197886079e-08,"stable":true,"by_year":"2022:73/22(n11) 2023:77/25(n13) 2024:71/30(n7) 2025:43/27(n7) 2026:83/19(n6)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter long at 09:30 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.6451612903225806,"bt_tr_avg":6.665493330146975,"bt_tr_dd":221.0641215551696,"bt_te_n":13,"bt_te_win":0.6923076923076923,"bt_te_avg":5.292306197778538,"bt_te_dd":304.76562574900885,"bt_te_gross":15.781476923076788,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.5234],["gap_dir_pct",">",0.1729],["vix_chg","<=",7.7595]]},{"id":"R0265","rule":"When price vs prior-day high > -0.42% (\u2248-105 pts at 25,000) AND CPR width > 0.06% (\u224816 pts at 25,000) AND price vs prior-day low \u2264 +0.74% (\u2248+185 pts at 25,000) at 09:30","T":"09:30","target":"price reaches the prior-day high after 09:30 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":65,"hit_tr":0.7231,"base_tr":0.2579,"lift_tr":2.804,"n_te":54,"hit_te":0.5,"base_te":0.2349,"lift_te":2.129,"ci_te":[0.3711,0.6289],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.0471558246707142e-05,"q_bh_te":0.00016177524077885645,"q_bh_te_fam":9.786403454523416e-05,"p_holm_te":0.017400824509701072,"q_bh_tr":1.0739860188396517e-11,"p_holm_tr":1.0750746588112177e-07,"p_tr":1.1644018642687839e-14,"stable":true,"by_year":"2022:75/22(n12) 2023:66/25(n32) 2024:81/30(n21) 2025:47/27(n38) 2026:56/19(n16)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 09:30 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":65,"bt_tr_win":0.6923076923076923,"bt_tr_avg":7.86454928528787,"bt_tr_dd":198.53138235130166,"bt_te_n":54,"bt_te_win":0.48148148148148145,"bt_te_avg":-25.182917977034872,"bt_te_dd":1431.5054216419924,"bt_te_gross":-15.362696296296471,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.4183],["cpr_width_pct",">",0.0641],["dist_pdl_pct","<=",0.7416]]},{"id":"R0266","rule":"When prior-day range \u2264 0.78% (\u2248196 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","T":"09:30","target":"price reaches the prior-day high after 09:30 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.697,"base_tr":0.2579,"lift_tr":2.702,"n_te":28,"hit_te":0.5714,"base_te":0.2349,"lift_te":2.433,"ci_te":[0.3907,0.7349],"p_rand":0.0009995002498750624,"p_perm_fw":0.13861386138613863,"p_te":0.00013304469778310506,"q_bh_te":0.0007518572456115006,"q_bh_te_fam":0.00045482722265387075,"p_holm_te":0.10656880292426715,"q_bh_tr":3.264043890436521e-05,"p_holm_tr":1.0,"p_tr":3.179971762512569e-07,"stable":true,"by_year":"2022:50/22(n4) 2023:60/25(n15) 2024:86/30(n14) 2025:52/27(n23) 2026:80/19(n5)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 09:30 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.6060606060606061,"bt_tr_avg":4.177856553762509,"bt_tr_dd":175.38920000499184,"bt_te_n":28,"bt_te_win":0.5714285714285714,"bt_te_avg":-11.070766881334594,"bt_te_dd":587.8450715986734,"bt_te_gross":-1.800021428571329,"eq":true,"page":true,"conds":[["pdr_pct","<=",0.7824],["gap_pct","<",0.0],["touched_pdl","==",0.0]]},{"id":"R0267","rule":"When price vs prior-day high > -0.42% (\u2248-104 pts at 25,000) AND size of the opening gap > 0.12% (\u224829 pts at 25,000) AND (it is Monday or it is Tuesday or it is Wednesday) at 09:30","T":"09:30","target":"price reaches the prior-day high after 09:30 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":51,"hit_tr":0.6863,"base_tr":0.2579,"lift_tr":2.661,"n_te":28,"hit_te":0.6429,"base_te":0.2349,"lift_te":2.737,"ci_te":[0.4583,0.7929],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":5.075424818017053e-06,"q_bh_te":5.0339927786863016e-05,"q_bh_te_fam":3.0452548908102317e-05,"p_holm_te":0.004440996715764921,"q_bh_tr":1.0017545574005751e-07,"p_holm_tr":0.0033253165405496814,"p_tr":3.6107244492808627e-10,"stable":true,"by_year":"2022:73/22(n15) 2023:67/25(n18) 2024:67/30(n18) 2025:56/27(n16) 2026:75/19(n12)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 09:30 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":51,"bt_tr_win":0.6078431372549019,"bt_tr_avg":-3.7647238394565106,"bt_tr_dd":481.34032060945844,"bt_te_n":28,"bt_te_win":0.6428571428571429,"bt_te_avg":-13.110620697924643,"bt_te_dd":462.54731263214387,"bt_te_gross":-2.815714285714421,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.416],["abs_gap_pct",">",0.1166],["dow","<=",2.5]]},{"id":"R0268","rule":"When price vs prior-day high > -0.25% (\u2248-61 pts at 25,000) AND 1-min Bollinger %B > 0.566 AND size of the opening gap > 0.12% (\u224829 pts at 25,000) at 09:30","T":"09:30","target":"price reaches the prior-day high after 09:30 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":32,"hit_tr":0.6875,"base_tr":0.2579,"lift_tr":2.666,"n_te":18,"hit_te":0.8333,"base_te":0.2349,"lift_te":3.548,"ci_te":[0.6078,0.9416],"p_rand":0.0004997501249375312,"p_perm_fw":0.3465346534653465,"p_te":1.416600840047881e-07,"q_bh_te":2.4588143152259647e-06,"q_bh_te_fam":1.487430882050275e-06,"p_holm_te":0.00012990229703239067,"q_bh_tr":7.534872918348438e-05,"p_holm_tr":1.0,"p_tr":8.653365371831716e-07,"stable":true,"by_year":"2022:86/22(n7) 2023:58/25(n12) 2024:69/30(n13) 2025:78/27(n9) 2026:89/19(n9)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter long at 09:30 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.5,"bt_tr_avg":-28.879868738888057,"bt_tr_dd":924.155799644418,"bt_te_n":18,"bt_te_win":0.7777777777777778,"bt_te_avg":-1.7889362744676456,"bt_te_dd":175.7607054168733,"bt_te_gross":9.153433333333346,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.2459],["bb_pctb",">",0.5663],["abs_gap_pct",">",0.1178]]},{"id":"R0269","rule":"When price vs prior-day high > -0.35% (\u2248-87 pts at 25,000) AND move from the open to 09:30 \u2264 -0.08% (\u2248-20 pts at 25,000) at 09:30","T":"09:30","target":"price reaches the prior-day high after 09:30 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":31,"hit_tr":0.6774,"base_tr":0.2579,"lift_tr":2.626,"n_te":15,"hit_te":0.5333,"base_te":0.2349,"lift_te":2.27,"ci_te":[0.3012,0.7519],"p_rand":0.0009995002498750624,"p_perm_fw":0.7029702970297029,"p_te":0.011805527772215734,"q_bh_te":0.033949624244360044,"q_bh_te_fam":0.020783384221745065,"p_holm_te":1.0,"q_bh_tr":0.00017002469131269764,"p_holm_tr":1.0,"p_tr":2.324307931905173e-06,"stable":true,"by_year":"2022:75/22(n4) 2023:64/25(n14) 2024:69/30(n13) 2025:50/27(n10) 2026:60/19(n5)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter long at 09:30 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.6129032258064516,"bt_tr_avg":-2.6005248224544704,"bt_tr_dd":271.69454726689924,"bt_te_n":15,"bt_te_win":0.5333333333333333,"bt_te_avg":-9.521288476706381,"bt_te_dd":257.37507070834886,"bt_te_gross":0.6137199999997393,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.3483],["mv_pct","<=",-0.0805]]},{"id":"R0270","rule":"When price vs prior-day high > -0.42% (\u2248-105 pts at 25,000) AND 1-min RSI(14) \u2264 44.7 at 09:30","T":"09:30","target":"price reaches the prior-day high after 09:30 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":31,"hit_tr":0.6774,"base_tr":0.2579,"lift_tr":2.626,"n_te":21,"hit_te":0.381,"base_te":0.2349,"lift_te":1.622,"ci_te":[0.2075,0.5912],"p_rand":0.03798100949525238,"p_perm_fw":0.7029702970297029,"p_te":0.09715589640157554,"q_bh_te":0.2026513547260331,"q_bh_te_fam":0.12837677996432903,"p_holm_te":1.0,"q_bh_tr":0.00017002469131269764,"p_holm_tr":1.0,"p_tr":2.324307931905173e-06,"stable":true,"by_year":"2022:57/22(n7) 2023:64/25(n11) 2024:77/30(n13) 2025:40/27(n15) 2026:33/19(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter long at 09:30 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.7096774193548387,"bt_tr_avg":13.272303497055093,"bt_tr_dd":225.39726415108316,"bt_te_n":21,"bt_te_win":0.38095238095238093,"bt_te_avg":-26.912526636784385,"bt_te_dd":565.1630593724719,"bt_te_gross":-17.6500095238097,"eq":false,"page":false,"conds":[["dist_pdh_pct",">",-0.4183],["rsi_14","<=",44.7072]]},{"id":"R0271","rule":"When opening-range size \u2264 0.22% (\u224856 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is positive AND price is above the CPR at 09:30","T":"09:30","target":"price reaches the prior-day high after 09:30 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.6774,"base_tr":0.2579,"lift_tr":2.626,"n_te":15,"hit_te":0.6667,"base_te":0.2349,"lift_te":2.838,"ci_te":[0.4171,0.8482],"p_rand":0.0009995002498750624,"p_perm_fw":0.7029702970297029,"p_te":0.00046505842636639593,"q_bh_te":0.002173253800135273,"q_bh_te_fam":0.001321035529968313,"p_holm_te":0.35576969617029286,"q_bh_tr":0.00017002469131269764,"p_holm_tr":1.0,"p_tr":2.324307931905173e-06,"stable":true,"by_year":"2022:50/22(n2) 2023:67/25(n12) 2024:71/30(n17) 2025:73/27(n11) 2026:50/19(n4)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter long at 09:30 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.6451612903225806,"bt_tr_avg":-4.9617417976294185,"bt_tr_dd":232.0304343366148,"bt_te_n":15,"bt_te_win":0.7333333333333333,"bt_te_avg":14.558087919906717,"bt_te_dd":209.78623657722446,"bt_te_gross":24.330346666667175,"eq":true,"page":true,"conds":[["or_rng_pct","<=",0.2235],["dist_twap_pct",">",0.0],["cpr_pos","==",1.0]]},{"id":"R0272","rule":"When price vs prior-day high \u2264 -0.93% (\u2248-232 pts at 25,000) AND 1-min ATR(14) as % of price \u2265 0.0659 AND India VIX change on the prior day (%) is positive at 09:30","T":"09:30","target":"price reaches the prior-day high after 09:30 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":77,"hit_tr":0.0,"base_tr":0.2579,"lift_tr":0.0,"n_te":45,"hit_te":0.0222,"base_te":0.2349,"lift_te":0.095,"ci_te":[0.0039,0.1157],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":8.6708371531703e-05,"q_bh_te":0.000523481597073387,"q_bh_te_fam":0.0003166740525505675,"p_holm_te":0.07040719768374283,"q_bh_tr":6.289406269854014e-08,"p_holm_tr":0.001950486082609917,"p_tr":2.117388604112504e-10,"stable":true,"by_year":"2022:0/22(n37) 2023:0/25(n8) 2024:0/30(n32) 2025:0/27(n17) 2026:4/19(n28)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["dist_pdh_pct","<=",-0.9286],["atr14_pct",">=",0.0659],["vix_chg",">",0.0]]},{"id":"R0273","rule":"When opening gap vs prior close \u2264 +0.04% (\u2248+9 pts at 25,000) AND price vs prior-day high \u2264 -0.93% (\u2248-232 pts at 25,000) AND India VIX change on the prior day (%) is positive at 09:30","T":"09:30","target":"price reaches the prior-day high after 09:30 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":70,"hit_tr":0.0,"base_tr":0.2579,"lift_tr":0.0,"n_te":50,"hit_te":0.02,"base_te":0.2349,"lift_te":0.085,"ci_te":[0.0035,0.105],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.508824042194307e-05,"q_bh_te":0.00019133089481367644,"q_bh_te_fam":0.00011574338081321167,"p_holm_te":0.021224651396963837,"q_bh_tr":3.8435400044238257e-07,"p_holm_tr":0.015722139467208338,"p_tr":1.7085968837356254e-09,"stable":true,"by_year":"2022:0/22(n31) 2023:0/25(n16) 2024:0/30(n23) 2025:0/27(n19) 2026:3/19(n31)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["gap_pct","<=",0.0365],["dist_pdh_pct","<=",-0.9286],["vix_chg",">",0.0]]},{"id":"R0274","rule":"When price vs prior-day high \u2264 -0.93% (\u2248-232 pts at 25,000) AND 1-min ATR(14) as % of price \u2265 0.0833 AND prior day's close-to-close return is negative at 09:30","T":"09:30","target":"price reaches the prior-day high after 09:30 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":70,"hit_tr":0.0,"base_tr":0.2579,"lift_tr":0.0,"n_te":28,"hit_te":0.0357,"base_te":0.2349,"lift_te":0.152,"ci_te":[0.0063,0.1771],"p_rand":0.0029985007496251873,"p_perm_fw":0.009900990099009901,"p_te":0.005323935588559788,"q_bh_te":0.017307242113980315,"q_bh_te_fam":0.010540316922805238,"p_holm_te":1.0,"q_bh_tr":3.8435400044238257e-07,"p_holm_tr":0.015722139467208338,"p_tr":1.7085968837356254e-09,"stable":true,"by_year":"2022:0/22(n41) 2023:0/25(n8) 2024:0/30(n21) 2025:0/27(n11) 2026:6/19(n17)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["dist_pdh_pct","<=",-0.9286],["atr14_pct",">=",0.0833],["prevret_pct","<",0.0]]},{"id":"R0275","rule":"When opening gap vs prior close \u2264 -0.23% (\u2248-58 pts at 25,000) AND price vs prior-day high \u2264 -0.93% (\u2248-232 pts at 25,000) AND prior day's close-to-close return is negative at 09:30","T":"09:30","target":"price reaches the prior-day high after 09:30 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":69,"hit_tr":0.0,"base_tr":0.2579,"lift_tr":0.0,"n_te":39,"hit_te":0.0256,"base_te":0.2349,"lift_te":0.109,"ci_te":[0.0045,0.1318],"p_rand":0.0009995002498750624,"p_perm_fw":0.009900990099009901,"p_te":0.00037851932477882185,"q_bh_te":0.0018213900182426478,"q_bh_te_fam":0.0011018285295541943,"p_holm_te":0.29183839940447165,"q_bh_tr":4.965036092108645e-07,"p_holm_tr":0.02118245518267144,"p_tr":2.3024385283396397e-09,"stable":true,"by_year":"2022:0/22(n40) 2023:0/25(n10) 2024:0/30(n19) 2025:0/27(n14) 2026:4/19(n25)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["gap_pct","<=",-0.2327],["dist_pdh_pct","<=",-0.9286],["prevret_pct","<",0.0]]},{"id":"R0276","rule":"When price vs prior-day low \u2264 +0.23% (\u2248+56 pts at 25,000) AND (it is Wednesday or it is Thursday or it is Friday) at 09:30","T":"09:30","target":"price reaches the prior-day low after 09:30 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":30,"hit_tr":0.9667,"base_tr":0.2764,"lift_tr":3.498,"n_te":18,"hit_te":0.7222,"base_te":0.264,"lift_te":2.735,"ci_te":[0.4913,0.875],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":6.397101179964718e-05,"q_bh_te":0.00042013394235984505,"q_bh_te_fam":0.0002541551009337334,"p_holm_te":0.052840055746508574,"q_bh_tr":2.9737107697912105e-12,"p_holm_tr":2.5793508593881618e-08,"p_tr":2.7932622331147707e-15,"stable":true,"by_year":"2022:100/27(n6) 2023:100/27(n13) 2024:91/29(n11) 2025:79/29(n14) 2026:50/22(n4)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter short at 09:30 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.9333333333333333,"bt_tr_avg":17.074295836151546,"bt_tr_dd":210.88606429465472,"bt_te_n":18,"bt_te_win":0.7222222222222222,"bt_te_avg":-8.53428470317235,"bt_te_dd":276.0704270902046,"bt_te_gross":1.1375666666667206,"eq":true,"page":true,"conds":[["dist_pdl_pct","<=",0.225],["dow",">",1.5]]},{"id":"R0277","rule":"When price vs prior-day low \u2264 +0.32% (\u2248+80 pts at 25,000) AND (it is Wednesday or it is Thursday or it is Friday) AND 1-min ADX(14) \u2264 36.4 at 09:30","T":"09:30","target":"price reaches the prior-day low after 09:30 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":44,"hit_tr":0.9091,"base_tr":0.2764,"lift_tr":3.289,"n_te":33,"hit_te":0.5758,"base_te":0.264,"lift_te":2.181,"ci_te":[0.4081,0.7276],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.00015174915421541123,"q_bh_te":0.0008333343384032752,"q_bh_te_fam":0.000504115834342722,"p_holm_te":0.12079232675546735,"q_bh_tr":7.032046184959001e-15,"p_holm_tr":3.2583689993002423e-11,"p_tr":3.527046339361333e-18,"stable":true,"by_year":"2022:78/27(n9) 2023:100/27(n17) 2024:89/29(n18) 2025:56/29(n25) 2026:62/22(n8)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 09:30 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":44,"bt_tr_win":0.8863636363636364,"bt_tr_avg":24.16585097087724,"bt_tr_dd":150.81773928745474,"bt_te_n":33,"bt_te_win":0.6060606060606061,"bt_te_avg":-14.027646947521383,"bt_te_dd":538.6808027034693,"bt_te_gross":-4.336490909090626,"eq":true,"page":true,"conds":[["dist_pdl_pct","<=",0.3181],["dow",">",1.5],["adx_14","<=",36.4353]]},{"id":"R0278","rule":"When price vs prior-day low \u2264 +0.40% (\u2248+100 pts at 25,000) AND 1-min RSI(14) \u2264 48 AND 1-min ADX(14) \u2264 31.6 at 09:30","T":"09:30","target":"price reaches the prior-day low after 09:30 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":37,"hit_tr":0.8649,"base_tr":0.2764,"lift_tr":3.129,"n_te":20,"hit_te":0.75,"base_te":0.264,"lift_te":2.841,"ci_te":[0.5313,0.8881],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":7.934497155879756e-06,"q_bh_te":7.415703111072234e-05,"q_bh_te_fam":4.4860426227474004e-05,"p_holm_te":0.006895078028459508,"q_bh_tr":1.628180519382975e-10,"p_holm_tr":2.2703189387465905e-06,"p_tr":2.460009002960363e-13,"stable":true,"by_year":"2022:89/27(n9) 2023:85/27(n13) 2024:87/29(n15) 2025:75/29(n16) 2026:75/22(n4)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 09:30 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":37,"bt_tr_win":0.8108108108108109,"bt_tr_avg":11.389563365891405,"bt_tr_dd":113.39430989670836,"bt_te_n":20,"bt_te_win":0.8,"bt_te_avg":10.275359919964718,"bt_te_dd":127.62466301574827,"bt_te_gross":19.865610000000014,"eq":true,"page":true,"conds":[["dist_pdl_pct","<=",0.4018],["rsi_14","<=",48.0369],["adx_14","<=",31.6369]]},{"id":"R0279","rule":"When price vs prior-day low \u2264 +0.32% (\u2248+80 pts at 25,000) AND 1-min ADX(14) \u2264 35 AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 +0.02% (\u2248+4 pts at 25,000) at 09:30","T":"09:30","target":"price reaches the prior-day low after 09:30 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":52,"hit_tr":0.8462,"base_tr":0.2764,"lift_tr":3.062,"n_te":30,"hit_te":0.7333,"base_te":0.264,"lift_te":2.777,"ci_te":[0.5555,0.8582],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.0840587066191518e-07,"q_bh_te":2.0263558900650298e-06,"q_bh_te_fam":1.2258202297924256e-06,"p_holm_te":9.984180687962389e-05,"q_bh_tr":5.2658661687347906e-14,"p_holm_tr":2.98286296557451e-10,"p_tr":3.22918451450397e-17,"stable":true,"by_year":"2022:82/27(n11) 2023:86/27(n21) 2024:85/29(n20) 2025:76/29(n21) 2026:67/22(n9)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 09:30 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":52,"bt_tr_win":0.8076923076923077,"bt_tr_avg":12.130526042935733,"bt_tr_dd":136.69679840721108,"bt_te_n":30,"bt_te_win":0.8,"bt_te_avg":4.4486398462903525,"bt_te_dd":269.7126880284185,"bt_te_gross":14.562553333333563,"eq":true,"page":true,"conds":[["dist_pdl_pct","<=",0.3181],["adx_14","<=",34.9697],["ema9_21_pct","<=",0.0167]]},{"id":"R0280","rule":"When price vs prior-day low \u2264 +0.27% (\u2248+66 pts at 25,000) AND India VIX (prior day's close) \u2264 13.9 at 09:30","T":"09:30","target":"price reaches the prior-day low after 09:30 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":32,"hit_tr":0.8438,"base_tr":0.2764,"lift_tr":3.053,"n_te":31,"hit_te":0.7097,"base_te":0.264,"lift_te":2.688,"ci_te":[0.5341,0.839],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.7962612117063514e-07,"q_bh_te":4.455681799637005e-06,"q_bh_te_fam":2.695412446693991e-06,"p_holm_te":0.00025501902250761924,"q_bh_tr":2.4200334308541792e-08,"p_holm_tr":0.000656624815213237,"p_tr":7.125100415664744e-11,"stable":true,"by_year":"2022:100/27(n1) 2023:90/27(n21) 2024:70/29(n10) 2025:74/29(n27) 2026:50/22(n4)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 09:30 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.84375,"bt_tr_avg":13.656991968741723,"bt_tr_dd":210.6118537978818,"bt_te_n":31,"bt_te_win":0.7419354838709677,"bt_te_avg":0.8520918590918156,"bt_te_dd":441.56885461095607,"bt_te_gross":10.080038709677835,"eq":true,"page":true,"conds":[["dist_pdl_pct","<=",0.2654],["vix_prev","<=",13.855]]},{"id":"R0281","rule":"When price vs prior-day low \u2264 +0.40% (\u2248+100 pts at 25,000) AND 1-min ADX(14) \u2264 31.6 AND India VIX change on the prior day (%) is negative at 09:30","T":"09:30","target":"price reaches the prior-day low after 09:30 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":36,"hit_tr":0.8056,"base_tr":0.2764,"lift_tr":2.915,"n_te":30,"hit_te":0.5,"base_te":0.264,"lift_te":1.894,"ci_te":[0.3315,0.6685],"p_rand":0.0069965017491254375,"p_perm_fw":0.009900990099009901,"p_te":0.004844185723348597,"q_bh_te":0.015907258523969042,"q_bh_te_fam":0.009688371446697194,"p_holm_te":1.0,"q_bh_tr":3.863877911386488e-08,"p_holm_tr":0.001112977590996591,"p_tr":1.2079231270021523e-10,"stable":true,"by_year":"2022:80/27(n5) 2023:79/27(n19) 2024:83/29(n12) 2025:54/29(n24) 2026:33/22(n6)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 09:30 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.8055555555555556,"bt_tr_avg":18.42756791196258,"bt_tr_dd":136.76271130496295,"bt_te_n":30,"bt_te_win":0.6,"bt_te_avg":-7.8750664847165,"bt_te_dd":480.62517705910597,"bt_te_gross":1.569673333333776,"eq":true,"page":true,"conds":[["dist_pdl_pct","<=",0.4018],["adx_14","<=",31.6369],["vix_chg","<",0.0]]},{"id":"R0282","rule":"When distance from TWAP in the move's direction \u2265 +0.06% (\u2248+16 pts at 25,000) AND price vs prior-day low \u2264 +0.40% (\u2248+100 pts at 25,000) AND 1-min RSI(14) \u2264 48 at 09:30","T":"09:30","target":"price reaches the prior-day low after 09:30 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.8065,"base_tr":0.2764,"lift_tr":2.918,"n_te":18,"hit_te":0.7222,"base_te":0.264,"lift_te":2.735,"ci_te":[0.4913,0.875],"p_rand":0.0014992503748125937,"p_perm_fw":0.009900990099009901,"p_te":6.397101179964718e-05,"q_bh_te":0.00042013394235984505,"q_bh_te_fam":0.0002541551009337334,"p_holm_te":0.052840055746508574,"q_bh_tr":5.37327497278792e-07,"p_holm_tr":0.02318922515503999,"p_tr":2.5207022064262107e-09,"stable":true,"by_year":"2022:83/27(n12) 2023:69/27(n13) 2024:100/29(n6) 2025:71/29(n14) 2026:75/22(n4)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter short at 09:30 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.7741935483870968,"bt_tr_avg":3.6668360442130195,"bt_tr_dd":232.12957396827238,"bt_te_n":18,"bt_te_win":0.7777777777777778,"bt_te_avg":4.188252281282835,"bt_te_dd":168.60351499389492,"bt_te_gross":13.525177777777571,"eq":true,"page":true,"conds":[["twap_dir_pct",">=",0.0636],["dist_pdl_pct","<=",0.4018],["rsi_14","<=",48.0369]]},{"id":"R0283","rule":"When price vs session TWAP (time-weighted VWAP) \u2264 -0.02% (\u2248-5 pts at 25,000) AND price vs prior-day low \u2264 +0.40% (\u2248+100 pts at 25,000) AND prior day's close-to-close return \u2264 -0.10% (\u2248-25 pts at 25,000) at 09:30","T":"09:30","target":"price reaches the prior-day low after 09:30 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.7879,"base_tr":0.2764,"lift_tr":2.851,"n_te":24,"hit_te":0.625,"base_te":0.264,"lift_te":2.367,"ci_te":[0.4271,0.7884],"p_rand":0.0029985007496251873,"p_perm_fw":0.009900990099009901,"p_te":0.00021714836169340484,"q_bh_te":0.0011082260518072466,"q_bh_te_fam":0.0006704083523278406,"p_holm_te":0.17014748379293496,"q_bh_tr":6.158483904881243e-07,"p_holm_tr":0.027223299376109084,"p_tr":2.959552256848118e-09,"stable":true,"by_year":"2022:90/27(n10) 2023:69/27(n13) 2024:80/29(n10) 2025:67/29(n18) 2026:50/22(n6)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 09:30 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.7272727272727273,"bt_tr_avg":-4.327697233404428,"bt_tr_dd":250.4858129839426,"bt_te_n":24,"bt_te_win":0.6666666666666666,"bt_te_avg":-12.369861521616821,"bt_te_dd":540.3552393458349,"bt_te_gross":-2.46082499999981,"eq":true,"page":true,"conds":[["dist_twap_pct","<=",-0.0189],["dist_pdl_pct","<=",0.4018],["prevret_pct","<=",-0.1019]]},{"id":"R0284","rule":"When size of the move from the open to 09:30 (either direction) \u2265 0.18% (\u224846 pts at 25,000) AND price vs prior-day low \u2265 +1.07% (\u2248+269 pts at 25,000) AND it is not expiry day at 09:30","T":"09:30","target":"price reaches the prior-day low after 09:30 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":62,"hit_tr":0.0,"base_tr":0.2764,"lift_tr":0.0,"n_te":27,"hit_te":0.0,"base_te":0.264,"lift_te":0.0,"ci_te":[0.0,0.1246],"p_rand":0.0014992503748125937,"p_perm_fw":0.009900990099009901,"p_te":0.0002542613407451292,"q_bh_te":0.001280528617638682,"q_bh_te_fam":0.000774640768695005,"p_holm_te":0.19832384578120077,"q_bh_tr":7.819059992602299e-07,"p_holm_tr":0.0358862137704969,"p_tr":3.902056398492434e-09,"stable":true,"by_year":"2022:0/27(n27) 2023:0/27(n11) 2024:0/29(n24) 2025:0/29(n14) 2026:0/22(n13)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["abs_mv_pct",">=",0.1825],["dist_pdl_pct",">=",1.0749],["is_expiry","==",0.0]]},{"id":"R0285","rule":"When price vs prior-day high \u2265 +0.13% (\u2248+32 pts at 25,000) AND prior day's close-to-close return \u2265 +0.25% (\u2248+62 pts at 25,000) AND India VIX change on the prior day (%) \u2264 -1.33 at 09:30","T":"09:30","target":"price reaches the prior-day low after 09:30 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":57,"hit_tr":0.0,"base_tr":0.2764,"lift_tr":0.0,"n_te":22,"hit_te":0.0455,"base_te":0.264,"lift_te":0.172,"ci_te":[0.0081,0.218],"p_rand":0.0239880059970015,"p_perm_fw":0.009900990099009901,"p_te":0.010470972311078977,"q_bh_te":0.030841772988996263,"q_bh_te_fam":0.018771133289373288,"p_holm_te":1.0,"q_bh_tr":3.1256565349875926e-06,"p_holm_tr":0.1806165394917264,"p_tr":1.9664895517405203e-08,"stable":true,"by_year":"2022:0/27(n30) 2023:0/27(n15) 2024:0/29(n12) 2025:0/29(n11) 2026:9/22(n11)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["dist_pdh_pct",">=",0.1295],["prevret_pct",">=",0.2487],["vix_chg","<=",-1.3269]]},{"id":"R0286","rule":"When price vs prior-day low \u2265 +1.07% (\u2248+269 pts at 25,000) AND CPR width \u2265 0.20% (\u224851 pts at 25,000) AND India VIX change on the prior day (%) \u2264 -1.33 at 09:30","T":"09:30","target":"price reaches the prior-day low after 09:30 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":56,"hit_tr":0.0,"base_tr":0.2764,"lift_tr":0.0,"n_te":18,"hit_te":0.0,"base_te":0.264,"lift_te":0.0,"ci_te":[0.0,0.1759],"p_rand":0.0014992503748125937,"p_perm_fw":0.009900990099009901,"p_te":0.004013471855454561,"q_bh_te":0.013498597382359284,"q_bh_te_fam":0.008222722825809345,"p_holm_te":1.0,"q_bh_tr":4.116963686037909e-06,"p_holm_tr":0.2495180827296306,"p_tr":2.717510704578555e-08,"stable":true,"by_year":"2022:0/27(n29) 2023:0/27(n10) 2024:0/29(n17) 2025:0/29(n11) 2026:0/22(n7)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["dist_pdl_pct",">=",1.0749],["cpr_width_pct",">=",0.203],["vix_chg","<=",-1.3269]]},{"id":"R0287","rule":"When price vs prior-day low \u2265 +1.07% (\u2248+269 pts at 25,000) AND CPR width \u2265 0.20% (\u224851 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2265 +0.09% (\u2248+22 pts at 25,000) at 09:30","T":"09:30","target":"price reaches the prior-day low after 09:30 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":56,"hit_tr":0.0,"base_tr":0.2764,"lift_tr":0.0,"n_te":17,"hit_te":0.0,"base_te":0.264,"lift_te":0.0,"ci_te":[0.0,0.1843],"p_rand":0.013993003498250875,"p_perm_fw":0.009900990099009901,"p_te":0.005453282386559338,"q_bh_te":0.017668634932452257,"q_bh_te_fam":0.010760167930526478,"p_holm_te":1.0,"q_bh_tr":4.116963686037909e-06,"p_holm_tr":0.2495180827296306,"p_tr":2.717510704578555e-08,"stable":true,"by_year":"2022:0/27(n37) 2023:0/27(n10) 2024:0/29(n9) 2025:0/29(n5) 2026:0/22(n12)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["dist_pdl_pct",">=",1.0749],["cpr_width_pct",">=",0.203],["ema9_21_pct",">=",0.0899]]},{"id":"R0288","rule":"When price vs prior-day low \u2264 +0.37% (\u2248+93 pts at 25,000) AND 1-min ATR(14) as % of price \u2265 0.0596 AND the first opening-range break was upward at 09:45","T":"09:45","target":"price at 13:00 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.8065,"base_tr":0.4946,"lift_tr":1.631,"n_te":10,"hit_te":0.4,"base_te":0.533,"lift_te":0.75,"ci_te":[0.1682,0.6873],"p_rand":0.8830584707646177,"p_perm_fw":1.0,"p_te":0.8769746037015609,"q_bh_te":0.9659779270128322,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.015598810189157541,"p_holm_tr":1.0,"p_tr":0.0007087656987018586,"stable":true,"by_year":"2022:80/50(n15) 2023:100/46(n4) 2024:75/52(n12) 2025:25/55(n4) 2026:50/51(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":31,"bt_tr_win":0.7096774193548387,"bt_tr_avg":23.53584684597294,"bt_tr_dd":140.82540824161265,"bt_te_n":10,"bt_te_win":0.4,"bt_te_avg":-26.137008073542898,"bt_te_dd":546.8887938068682,"bt_te_gross":-15.421580000000176,"eq":false,"page":false,"conds":[["dist_pdl_pct","<=",0.3706],["atr14_pct",">=",0.0596],["or_first_break","==",1.0]]},{"id":"R0289","rule":"When CPR width > 0.08% (\u224819 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0442 AND 1-min ATR(14) as % of price > 0.0416 at 09:45","T":"09:45","target":"price at 13:00 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":30,"hit_tr":0.8,"base_tr":0.4946,"lift_tr":1.618,"n_te":22,"hit_te":0.6818,"base_te":0.533,"lift_te":1.279,"ci_te":[0.4732,0.8364],"p_rand":0.15242378810594703,"p_perm_fw":1.0,"p_te":0.11727137080170694,"q_bh_te":0.2350263348850704,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.02273054724212868,"p_holm_tr":1.0,"p_tr":0.0011676185828124693,"stable":true,"by_year":"2022:86/50(n7) 2023:80/46(n15) 2024:75/52(n8) 2025:65/55(n17) 2026:80/51(n5)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":30,"bt_tr_win":0.7666666666666667,"bt_tr_avg":30.16495473752248,"bt_tr_dd":172.31076729213146,"bt_te_n":22,"bt_te_win":0.5909090909090909,"bt_te_avg":6.107032865807931,"bt_te_dd":239.90649471143416,"bt_te_gross":15.675845454545858,"eq":false,"page":false,"conds":[["cpr_width_pct",">",0.0755],["atr14_pct","<=",0.0442],["atr14_pct",">",0.0416]]},{"id":"R0290","rule":"When the first opening-range break was upward AND it is Monday AND expiry is 3+ trading days away at 09:45","T":"09:45","target":"price at 13:00 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.7879,"base_tr":0.4946,"lift_tr":1.593,"n_te":9,"hit_te":0.2222,"base_te":0.533,"lift_te":0.417,"ci_te":[0.0632,0.5474],"p_rand":0.9940029985007496,"p_perm_fw":1.0,"p_te":0.9880971721696805,"q_bh_te":0.9998438728713133,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.021219765344588838,"p_holm_tr":1.0,"p_tr":0.0010635700075005913,"stable":true,"by_year":"2022:85/50(n13) 2023:78/46(n9) 2024:73/52(n11) 2025:22/55(n9) 2026:\u2013(n0)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":33,"bt_tr_win":0.7575757575757576,"bt_tr_avg":12.421101871232036,"bt_tr_dd":187.03353435747985,"bt_te_n":9,"bt_te_win":0.2222222222222222,"bt_te_avg":-25.938806039542584,"bt_te_dd":310.91575099005007,"bt_te_gross":-17.907711111110984,"eq":false,"page":false,"conds":[["or_first_break","==",1.0],["dow","==",0.0],["dte_cat","==",3.0]]},{"id":"R0291","rule":"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 \u2264 0.0449 at 09:45","T":"09:45","target":"price at 13:00 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":41,"hit_tr":0.7805,"base_tr":0.4946,"lift_tr":1.578,"n_te":9,"hit_te":0.4444,"base_te":0.533,"lift_te":0.834,"ci_te":[0.1888,0.7334],"p_rand":0.815592203898051,"p_perm_fw":1.0,"p_te":0.8066640238438869,"q_bh_te":0.9312083505656271,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.008791412137743232,"p_holm_tr":1.0,"p_tr":0.00033235585221500527,"stable":true,"by_year":"2022:71/50(n21) 2023:40/46(n5) 2024:100/52(n15) 2025:40/55(n5) 2026:50/51(n4)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":41,"bt_tr_win":0.7317073170731707,"bt_tr_avg":21.42761295389102,"bt_tr_dd":276.6967807457812,"bt_te_n":9,"bt_te_win":0.3333333333333333,"bt_te_avg":-31.789546275946083,"bt_te_dd":437.8936819966305,"bt_te_gross":-21.309066666665686,"eq":false,"page":false,"conds":[["pos_rng",">",0.4317],["vix_prev",">",13.425],["atr14_pct","<=",0.0449]]},{"id":"R0292","rule":"When CPR width \u2265 0.20% (\u224851 pts at 25,000) AND the first opening-range break was upward AND expiry is 3+ trading days away at 09:45","T":"09:45","target":"price at 13:00 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":40,"hit_tr":0.75,"base_tr":0.4946,"lift_tr":1.516,"n_te":16,"hit_te":0.4375,"base_te":0.533,"lift_te":0.821,"ci_te":[0.231,0.6682],"p_rand":0.881559220389805,"p_perm_fw":1.0,"p_te":0.845216902955913,"q_bh_te":0.9519708339202172,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.030926176743530206,"p_holm_tr":1.0,"p_tr":0.001767498226534412,"stable":false,"by_year":"2022:71/50(n17) 2023:77/46(n13) 2024:80/52(n10) 2025:40/55(n10) 2026:50/51(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":40,"bt_tr_win":0.7,"bt_tr_avg":18.353169861226576,"bt_tr_dd":252.20567647478958,"bt_te_n":16,"bt_te_win":0.375,"bt_te_avg":-20.344917139152457,"bt_te_dd":432.45663860475634,"bt_te_gross":-10.358275000000276,"eq":false,"page":false,"conds":[["cpr_width_pct",">=",0.2029],["or_first_break","==",1.0],["dte_cat","==",3.0]]},{"id":"R0293","rule":"When CPR width \u2265 0.20% (\u224851 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 AND the first opening-range break was upward at 09:45","T":"09:45","target":"price at 13:00 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":42,"hit_tr":0.7381,"base_tr":0.4946,"lift_tr":1.492,"n_te":25,"hit_te":0.36,"base_te":0.533,"lift_te":0.675,"ci_te":[0.2025,0.5548],"p_rand":0.9865067466266867,"p_perm_fw":1.0,"p_te":0.9738152909603928,"q_bh_te":0.9992166154187662,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.03744954724400123,"p_holm_tr":1.0,"p_tr":0.002295090532741512,"stable":false,"by_year":"2022:67/50(n21) 2023:75/46(n8) 2024:85/52(n13) 2025:38/55(n13) 2026:33/51(n12)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":42,"bt_tr_win":0.6666666666666666,"bt_tr_avg":24.69968492324044,"bt_tr_dd":159.33412007895149,"bt_te_n":25,"bt_te_win":0.32,"bt_te_avg":-38.94609071728612,"bt_te_dd":1174.3813379920318,"bt_te_gross":-28.918711999999797,"eq":false,"page":false,"conds":[["cpr_width_pct",">=",0.2029],["vix_chg",">=",0.7733],["or_first_break","==",1.0]]},{"id":"R0294","rule":"When 1-min ADX(14) \u2264 19.2 AND India VIX change on the prior day (%) is positive AND the move from the open is DOWN at 09:45","T":"09:45","target":"price at 13:00 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":47,"hit_tr":0.7234,"base_tr":0.4946,"lift_tr":1.463,"n_te":28,"hit_te":0.3929,"base_te":0.533,"lift_te":0.737,"ci_te":[0.2357,0.5759],"p_rand":0.9390304847576212,"p_perm_fw":1.0,"p_te":0.9532719620472346,"q_bh_te":0.9931193430974405,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.03902213761460958,"p_holm_tr":1.0,"p_tr":0.002424223969123886,"stable":false,"by_year":"2022:78/50(n9) 2023:78/46(n18) 2024:65/52(n20) 2025:39/55(n18) 2026:40/51(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":47,"bt_tr_win":0.6595744680851063,"bt_tr_avg":27.71612447050898,"bt_tr_dd":450.70567839740215,"bt_te_n":28,"bt_te_win":0.32142857142857145,"bt_te_avg":-15.816276292119468,"bt_te_dd":700.2087180127198,"bt_te_gross":-5.653992857143099,"eq":false,"page":false,"conds":[["adx_14","<=",19.1742],["vix_chg",">",0.0],["dir","==",-1.0]]},{"id":"R0295","rule":"When the move from the open is UP AND it is Monday AND 1-min Supertrend is up at 09:45","T":"09:45","target":"price at 13:00 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":50,"hit_tr":0.72,"base_tr":0.4946,"lift_tr":1.456,"n_te":38,"hit_te":0.5789,"base_te":0.533,"lift_te":1.086,"ci_te":[0.4219,0.7215],"p_rand":0.4577711144427786,"p_perm_fw":1.0,"p_te":0.34422603011285824,"q_bh_te":0.5458200673241406,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.03414231260321052,"p_holm_tr":1.0,"p_tr":0.0020198587332500694,"stable":true,"by_year":"2022:83/50(n18) 2023:61/46(n18) 2024:71/52(n14) 2025:58/55(n24) 2026:57/51(n14)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":50,"bt_tr_win":0.66,"bt_tr_avg":6.811256509880511,"bt_tr_dd":216.33990384948277,"bt_te_n":38,"bt_te_win":0.47368421052631576,"bt_te_avg":-10.738579153905867,"bt_te_dd":742.9863710649988,"bt_te_gross":-0.6848473684210483,"eq":false,"page":false,"conds":[["dir","==",1.0],["dow","==",0.0],["supertrend_dir","==",1.0]]},{"id":"R0296","rule":"When position in today's range so far (0 = at low, 1 = at high) \u2264 0.432 AND 1-min EMA9 \u2212 EMA21 (as % of price) > +0.00% (\u2248+1 pts at 25,000) AND 1-min ADX(14) > 15 at 09:45","T":"09:45","target":"price at 13:00 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":35,"hit_tr":0.0571,"base_tr":0.4946,"lift_tr":0.116,"n_te":19,"hit_te":0.6316,"base_te":0.533,"lift_te":1.185,"ci_te":[0.4104,0.8085],"p_rand":0.904047976011994,"p_perm_fw":0.009900990099009901,"p_te":0.8626966987675919,"q_bh_te":0.9616298064244257,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":7.059512797673605e-06,"p_holm_tr":0.4716806678816497,"p_tr":5.140617148716724e-08,"stable":true,"by_year":"2022:0/50(n10) 2023:8/46(n13) 2024:8/52(n12) 2025:78/55(n9) 2026:50/51(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":35,"bt_tr_win":0.8,"bt_tr_avg":41.97676331215034,"bt_tr_dd":104.18069922384211,"bt_te_n":19,"bt_te_win":0.3157894736842105,"bt_te_avg":-36.71797215784109,"bt_te_dd":697.6414709989807,"bt_te_gross":-25.98482105263132,"eq":false,"page":false,"conds":[["pos_rng","<=",0.4317],["ema9_21_pct",">",0.0028],["adx_14",">",15.0481]]},{"id":"R0297","rule":"When 1-min ATR(14) as % of price \u2264 0.0336 AND India VIX change on the prior day (%) \u2264 1.11 AND (the day opened above the prior-day high or the day opened inside the prior-day range) at 09:45","T":"09:45","target":"price at 13:00 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":32,"hit_tr":0.0938,"base_tr":0.4946,"lift_tr":0.19,"n_te":13,"hit_te":0.4615,"base_te":0.533,"lift_te":0.866,"ci_te":[0.2321,0.7086],"p_rand":0.3793103448275862,"p_perm_fw":0.8217821782178217,"p_te":0.40397666666812826,"q_bh_te":0.6154744601598949,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0002313801452156879,"p_holm_tr":1.0,"p_tr":3.392046458396297e-06,"stable":true,"by_year":"2022:25/50(n4) 2023:9/46(n22) 2024:0/52(n6) 2025:46/55(n11) 2026:50/51(n2)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":32,"bt_tr_win":0.8125,"bt_tr_avg":19.04442633203484,"bt_tr_dd":84.97323349888944,"bt_te_n":13,"bt_te_win":0.5384615384615384,"bt_te_avg":7.004667389180795,"bt_te_dd":121.7680513039449,"bt_te_gross":16.461646153846793,"eq":false,"page":false,"conds":[["atr14_pct","<=",0.0336],["vix_chg","<=",1.1062],["open_vs_pd",">",-0.5]]},{"id":"R0298","rule":"When distance from TWAP in the move's direction > +0.25% (\u2248+62 pts at 25,000) AND size of the move from the open to 09:45 (either direction) \u2264 0.70% (\u2248175 pts at 25,000) AND 1-min RSI(14) \u2264 73.5 at 09:45","T":"09:45","target":"price at 13:00 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":33,"hit_tr":0.1515,"base_tr":0.4946,"lift_tr":0.306,"n_te":11,"hit_te":0.3636,"base_te":0.533,"lift_te":0.682,"ci_te":[0.1517,0.6462],"p_rand":0.2223888055972014,"p_perm_fw":1.0,"p_te":0.20510779305711313,"q_bh_te":0.36851159861647687,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0030683680497895264,"p_holm_tr":1.0,"p_tr":8.517423095605365e-05,"stable":false,"by_year":"2022:10/50(n20) 2023:0/46(n4) 2024:33/52(n9) 2025:50/55(n6) 2026:20/51(n5)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":33,"bt_tr_win":0.6060606060606061,"bt_tr_avg":28.715553364402997,"bt_tr_dd":172.50703868788446,"bt_te_n":11,"bt_te_win":0.45454545454545453,"bt_te_avg":-22.038482609956056,"bt_te_dd":383.24385997188983,"bt_te_gross":-12.869163636364233,"eq":false,"page":false,"conds":[["twap_dir_pct",">",0.2466],["abs_mv_pct","<=",0.7002],["rsi_14","<=",73.5401]]},{"id":"R0299","rule":"When CPR width \u2264 0.13% (\u224833 pts at 25,000) AND prior day's close-to-close return \u2264 -0.54% (\u2248-134 pts at 25,000) at 09:45","T":"09:45","target":"price at 13:00 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.1667,"base_tr":0.4946,"lift_tr":0.337,"n_te":14,"hit_te":0.4286,"base_te":0.533,"lift_te":0.804,"ci_te":[0.2138,0.6741],"p_rand":0.3103448275862069,"p_perm_fw":1.0,"p_te":0.30239811193023314,"q_bh_te":0.4965050081016666,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.010223999488888098,"p_holm_tr":1.0,"p_tr":0.0004049847419530883,"stable":true,"by_year":"2022:6/50(n16) 2023:40/46(n10) 2024:0/52(n4) 2025:43/55(n7) 2026:43/51(n7)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":30,"bt_tr_win":0.7,"bt_tr_avg":52.584496692932426,"bt_tr_dd":141.6740365028889,"bt_te_n":14,"bt_te_win":0.5714285714285714,"bt_te_avg":18.76558336156291,"bt_te_dd":162.70466941891453,"bt_te_gross":28.35989999999973,"eq":false,"page":false,"conds":[["cpr_width_pct","<=",0.1325],["prevret_pct","<=",-0.5369]]},{"id":"R0300","rule":"When gap measured in the direction of the move so far \u2264 -0.15% (\u2248-38 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0491 AND price is inside the prior-day range at 09:45","T":"09:45","target":"price 30 min after 09:45 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":45,"hit_tr":0.8222,"base_tr":0.5136,"lift_tr":1.601,"n_te":32,"hit_te":0.4688,"base_te":0.4989,"lift_te":0.94,"ci_te":[0.3087,0.6355],"p_rand":0.6786606696651675,"p_perm_fw":1.0,"p_te":0.697176659482017,"q_bh_te":0.8595556585989043,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.001472998446760326,"p_holm_tr":1.0,"p_tr":3.3716572460968766e-05,"stable":false,"by_year":"2022:89/56(n9) 2023:87/50(n23) 2024:69/48(n13) 2025:39/47(n23) 2026:67/54(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":45,"bt_tr_win":0.7555555555555555,"bt_tr_avg":12.96226034026421,"bt_tr_dd":65.36560207990146,"bt_te_n":32,"bt_te_win":0.375,"bt_te_avg":-14.35310667801399,"bt_te_dd":469.5800300281157,"bt_te_gross":-4.468749999999886,"eq":false,"page":false,"conds":[["gap_dir_pct","<=",-0.1522],["atr14_pct","<=",0.0491],["pd_pos","==",0.0]]},{"id":"R0301","rule":"When size of the move from the open to 09:45 (either direction) \u2265 0.21% (\u224852 pts at 25,000) AND price vs prior-day low \u2265 +0.67% (\u2248+167 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0491 at 09:45","T":"09:45","target":"price 30 min after 09:45 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":36,"hit_tr":0.8056,"base_tr":0.5136,"lift_tr":1.568,"n_te":15,"hit_te":0.6667,"base_te":0.4989,"lift_te":1.336,"ci_te":[0.4171,0.8482],"p_rand":0.10794602698650675,"p_perm_fw":1.0,"p_te":0.14880084392412862,"q_bh_te":0.29070519163137676,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.013256602775222715,"p_holm_tr":1.0,"p_tr":0.0005694353099060014,"stable":true,"by_year":"2022:91/56(n11) 2023:75/50(n16) 2024:78/48(n9) 2025:70/47(n10) 2026:60/54(n5)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":36,"bt_tr_win":0.5555555555555556,"bt_tr_avg":7.117999442597677,"bt_tr_dd":95.81213488388978,"bt_te_n":15,"bt_te_win":0.4666666666666667,"bt_te_avg":-4.725455991173116,"bt_te_dd":158.4436984336011,"bt_te_gross":5.923333333333721,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2086],["dist_pdl_pct",">=",0.6666],["atr14_pct","<=",0.0491]]},{"id":"R0302","rule":"When gap measured in the direction of the move so far \u2264 -0.15% (\u2248-38 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0491 AND 1-min Supertrend is down at 09:45","T":"09:45","target":"price 30 min after 09:45 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":36,"hit_tr":0.8056,"base_tr":0.5136,"lift_tr":1.568,"n_te":25,"hit_te":0.48,"base_te":0.4989,"lift_te":0.962,"ci_te":[0.3003,0.665],"p_rand":0.6451774112943528,"p_perm_fw":1.0,"p_te":0.6507350574290605,"q_bh_te":0.8289835856108083,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.013256602775222715,"p_holm_tr":1.0,"p_tr":0.0005694353099060014,"stable":false,"by_year":"2022:100/56(n9) 2023:76/50(n17) 2024:70/48(n10) 2025:44/47(n18) 2026:57/54(n7)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":36,"bt_tr_win":0.6944444444444444,"bt_tr_avg":10.497021414366339,"bt_tr_dd":160.0854681749026,"bt_te_n":25,"bt_te_win":0.48,"bt_te_avg":-10.358407746935224,"bt_te_dd":269.24081000504873,"bt_te_gross":-0.6300000000001456,"eq":false,"page":false,"conds":[["gap_dir_pct","<=",-0.1522],["atr14_pct","<=",0.0491],["supertrend_dir","==",-1.0]]},{"id":"R0303","rule":"When gap measured in the direction of the move so far \u2264 -0.15% (\u2248-38 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) \u2264 -0.03% (\u2248-7 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0491 at 09:45","T":"09:45","target":"price 30 min after 09:45 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8,"base_tr":0.5136,"lift_tr":1.558,"n_te":24,"hit_te":0.5,"base_te":0.4989,"lift_te":1.002,"ci_te":[0.3143,0.6857],"p_rand":0.5232383808095952,"p_perm_fw":1.0,"p_te":0.576179356343818,"q_bh_te":0.7761534366207616,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.03804327013092813,"p_holm_tr":1.0,"p_tr":0.00234410863933653,"stable":false,"by_year":"2022:100/56(n9) 2023:67/50(n15) 2024:83/48(n6) 2025:42/47(n19) 2026:80/54(n5)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":30,"bt_tr_win":0.7666666666666667,"bt_tr_avg":8.422100727319405,"bt_tr_dd":223.44130406881573,"bt_te_n":24,"bt_te_win":0.4583333333333333,"bt_te_avg":-10.73318587801276,"bt_te_dd":311.92063579426815,"bt_te_gross":-1.520833333333485,"eq":false,"page":false,"conds":[["gap_dir_pct","<=",-0.1522],["dist_twap_pct","<=",-0.0283],["atr14_pct","<=",0.0491]]},{"id":"R0304","rule":"When India VIX change on the prior day (%) > 1.15 AND prior-day range \u2264 0.61% (\u2248152 pts at 25,000) at 09:45","T":"09:45","target":"price 30 min after 09:45 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":43,"hit_tr":0.7907,"base_tr":0.5136,"lift_tr":1.54,"n_te":22,"hit_te":0.5,"base_te":0.4989,"lift_te":1.002,"ci_te":[0.3072,0.6928],"p_rand":0.545727136431784,"p_perm_fw":1.0,"p_te":0.5798750404100459,"q_bh_te":0.777432467970434,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.008870834629371563,"p_holm_tr":1.0,"p_tr":0.0003362231219224208,"stable":false,"by_year":"2022:100/56(n6) 2023:75/50(n24) 2024:77/48(n13) 2025:43/47(n14) 2026:62/54(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":43,"bt_tr_win":0.5116279069767442,"bt_tr_avg":3.2729438655138856,"bt_tr_dd":68.28636310210217,"bt_te_n":22,"bt_te_win":0.36363636363636365,"bt_te_avg":-4.454337158018266,"bt_te_dd":230.41810921466555,"bt_te_gross":5.752272727272529,"eq":false,"page":false,"conds":[["vix_chg",">",1.1538],["pdr_pct","<=",0.6089]]},{"id":"R0305","rule":"When gap measured in the direction of the move so far \u2264 -0.15% (\u2248-38 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 AND 1-min ADX(14) \u2264 19.2 at 09:45","T":"09:45","target":"price 30 min after 09:45 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":38,"hit_tr":0.7895,"base_tr":0.5136,"lift_tr":1.537,"n_te":18,"hit_te":0.3333,"base_te":0.4989,"lift_te":0.668,"ci_te":[0.1628,0.5625],"p_rand":0.9425287356321839,"p_perm_fw":1.0,"p_te":0.9508981630006098,"q_bh_te":0.9927744515967698,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.018103251515539837,"p_holm_tr":1.0,"p_tr":0.0008610790743962585,"stable":false,"by_year":"2022:92/56(n12) 2023:67/50(n9) 2024:76/48(n17) 2025:31/47(n13) 2026:40/54(n5)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":38,"bt_tr_win":0.7368421052631579,"bt_tr_avg":15.314531215450373,"bt_tr_dd":105.50536450762479,"bt_te_n":18,"bt_te_win":0.3333333333333333,"bt_te_avg":-14.354570297028122,"bt_te_dd":437.11265218492673,"bt_te_gross":-5.0833333333335355,"eq":false,"page":false,"conds":[["gap_dir_pct","<=",-0.1522],["vix_chg",">=",0.7733],["adx_14","<=",19.1742]]},{"id":"R0306","rule":"When gap measured in the direction of the move so far > -1.08% (\u2248-270 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","T":"09:45","target":"price 30 min after 09:45 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":49,"hit_tr":0.7755,"base_tr":0.5136,"lift_tr":1.51,"n_te":36,"hit_te":0.3889,"base_te":0.4989,"lift_te":0.78,"ci_te":[0.2478,0.5514],"p_rand":0.9550224887556222,"p_perm_fw":1.0,"p_te":0.9319710408234902,"q_bh_te":0.9849523476316566,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.008051466710756992,"p_holm_tr":1.0,"p_tr":0.0002962621108007875,"stable":false,"by_year":"2022:81/56(n16) 2023:79/50(n19) 2024:71/48(n14) 2025:50/47(n16) 2026:30/54(n20)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":49,"bt_tr_win":0.5918367346938775,"bt_tr_avg":4.617566534478392,"bt_tr_dd":130.23277975612413,"bt_te_n":36,"bt_te_win":0.2777777777777778,"bt_te_avg":-17.122930961110153,"bt_te_dd":766.3719551777147,"bt_te_gross":-5.819422222221975,"eq":false,"page":false,"conds":[["gap_dir_pct",">",-1.0795],["adx_14",">",50.0353],["dow","<=",3.5]]},{"id":"R0307","rule":"When 1-min Bollinger %B \u2264 0.407 AND the day opened below the prior-day low AND 1-min Supertrend is down at 09:45","T":"09:45","target":"price 30 min after 09:45 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":36,"hit_tr":0.7778,"base_tr":0.5136,"lift_tr":1.514,"n_te":27,"hit_te":0.3333,"base_te":0.4989,"lift_te":0.668,"ci_te":[0.1864,0.5218],"p_rand":0.9815092453773113,"p_perm_fw":1.0,"p_te":0.9731564165953143,"q_bh_te":0.9992166154187662,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.03469515875961913,"p_holm_tr":1.0,"p_tr":0.0020661423157964653,"stable":false,"by_year":"2022:88/56(n17) 2023:71/50(n7) 2024:67/48(n12) 2025:23/47(n13) 2026:43/54(n14)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":36,"bt_tr_win":0.6944444444444444,"bt_tr_avg":12.81519375922919,"bt_tr_dd":158.58459941184384,"bt_te_n":27,"bt_te_win":0.3333333333333333,"bt_te_avg":-9.969081764584265,"bt_te_dd":308.6404712981354,"bt_te_gross":0.4785407407407884,"eq":false,"page":false,"conds":[["bb_pctb","<=",0.4067],["open_vs_pd","==",-1.0],["supertrend_dir","==",-1.0]]},{"id":"R0308","rule":"When size of the opening gap \u2264 0.15% (\u224837 pts at 25,000) AND gap measured in the direction of the move so far \u2264 -0.07% (\u2248-18 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) > 0.465 at 09:45","T":"09:45","target":"price 30 min after 09:45 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"tree","dirn":"lower","n_tr":32,"hit_tr":0.0938,"base_tr":0.5136,"lift_tr":0.183,"n_te":26,"hit_te":0.3462,"base_te":0.4989,"lift_te":0.694,"ci_te":[0.1941,0.5378],"p_rand":0.10344827586206896,"p_perm_fw":0.46534653465346537,"p_te":0.0861361683191618,"q_bh_te":0.1833272976208647,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.00010138869700388462,"p_holm_tr":1.0,"p_tr":1.2392566264129526e-06,"stable":true,"by_year":"2022:0/56(n4) 2023:0/50(n9) 2024:16/48(n19) 2025:24/47(n17) 2026:56/54(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":32,"bt_tr_win":0.8125,"bt_tr_avg":18.503819480855206,"bt_tr_dd":108.33462721123266,"bt_te_n":26,"bt_te_win":0.5769230769230769,"bt_te_avg":-8.297681479647931,"bt_te_dd":366.96800349182786,"bt_te_gross":1.5538461538463497,"eq":false,"page":false,"conds":[["abs_gap_pct","<=",0.1474],["gap_dir_pct","<=",-0.072],["pos_rng",">",0.4646]]},{"id":"R0309","rule":"When size of the opening gap \u2264 0.14% (\u224835 pts at 25,000) AND opening gap vs prior close \u2264 -0.07% (\u2248-17 pts at 25,000) AND prior day's close-to-close return \u2264 +0.95% (\u2248+238 pts at 25,000) at 09:45","T":"09:45","target":"price 30 min after 09:45 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":33,"hit_tr":0.1212,"base_tr":0.5136,"lift_tr":0.236,"n_te":39,"hit_te":0.4103,"base_te":0.4989,"lift_te":0.822,"ci_te":[0.2708,0.5658],"p_rand":0.16391804097951024,"p_perm_fw":0.9405940594059405,"p_te":0.17201025817602544,"q_bh_te":0.32090973310383253,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.00034022036545037105,"p_holm_tr":1.0,"p_tr":5.431603278872356e-06,"stable":true,"by_year":"2022:33/56(n3) 2023:10/50(n10) 2024:10/48(n20) 2025:35/47(n23) 2026:50/54(n16)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":33,"bt_tr_win":0.7575757575757576,"bt_tr_avg":18.342701392156297,"bt_tr_dd":76.98801363124804,"bt_te_n":39,"bt_te_win":0.5384615384615384,"bt_te_avg":-5.851744868362742,"bt_te_dd":306.4325371911997,"bt_te_gross":4.38725128205167,"eq":false,"page":false,"conds":[["abs_gap_pct","<=",0.1394],["gap_pct","<=",-0.0675],["prevret_pct","<=",0.9527]]},{"id":"R0310","rule":"When India VIX change on the prior day (%) \u2264 4.54 AND gap measured in the direction of the move so far > -0.14% (\u2248-35 pts at 25,000) AND gap measured in the direction of the move so far \u2264 -0.08% (\u2248-20 pts at 25,000) at 09:45","T":"09:45","target":"price 30 min after 09:45 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":45,"hit_tr":0.1333,"base_tr":0.5136,"lift_tr":0.26,"n_te":35,"hit_te":0.3429,"base_te":0.4989,"lift_te":0.687,"ci_te":[0.2083,0.5085],"p_rand":0.047976011994003,"p_perm_fw":0.0891089108910891,"p_te":0.04605247763465455,"q_bh_te":0.10760338524251016,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":2.3605705798150388e-05,"p_holm_tr":1.0,"p_tr":2.1542203815375801e-07,"stable":true,"by_year":"2022:0/56(n8) 2023:19/50(n16) 2024:14/48(n21) 2025:28/47(n25) 2026:50/54(n10)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":45,"bt_tr_win":0.8444444444444444,"bt_tr_avg":15.431830619649938,"bt_tr_dd":116.44954826453346,"bt_te_n":35,"bt_te_win":0.5428571428571428,"bt_te_avg":3.2679890705491483,"bt_te_dd":161.7767597632399,"bt_te_gross":13.129999999999772,"eq":false,"page":false,"conds":[["vix_chg","<=",4.5354],["gap_dir_pct",">",-0.1393],["gap_dir_pct","<=",-0.0785]]},{"id":"R0311","rule":"When size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 0.35% (\u224888 pts at 25,000) AND distance from TWAP in the move's direction \u2264 -0.02% (\u2248-5 pts at 25,000) at 09:45","T":"09:45","target":"price 30 min after 09:45 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":31,"hit_tr":0.1935,"base_tr":0.5136,"lift_tr":0.377,"n_te":14,"hit_te":0.5,"base_te":0.4989,"lift_te":1.002,"ci_te":[0.268,0.732],"p_rand":0.6071964017991005,"p_perm_fw":1.0,"p_te":0.6080725999874468,"q_bh_te":0.7979529022624724,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.012219220769549703,"p_holm_tr":1.0,"p_tr":0.0005106937179410788,"stable":true,"by_year":"2022:20/56(n5) 2023:9/50(n11) 2024:27/48(n15) 2025:38/47(n8) 2026:67/54(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":31,"bt_tr_win":0.7419354838709677,"bt_tr_avg":12.973926233595813,"bt_tr_dd":112.46335016313122,"bt_te_n":14,"bt_te_win":0.2857142857142857,"bt_te_avg":-16.91930651213619,"bt_te_dd":244.35143097030448,"bt_te_gross":-6.553571428571169,"eq":false,"page":false,"conds":[["abs_gap_pct","<=",0.2212],["rng_pct","<=",0.3526],["twap_dir_pct","<=",-0.0217]]},{"id":"R0312","rule":"When price vs prior-day high \u2264 -0.49% (\u2248-123 pts at 25,000) AND 1-min RSI(14) \u2264 48.1 AND it is Tuesday at 09:45","T":"09:45","target":"price 60 min after 09:45 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.8438,"base_tr":0.5027,"lift_tr":1.678,"n_te":24,"hit_te":0.625,"base_te":0.5262,"lift_te":1.188,"ci_te":[0.4271,0.7884],"p_rand":0.19490254872563717,"p_perm_fw":1.0,"p_te":0.22297094907727405,"q_bh_te":0.39191277125336416,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.004194262583965639,"p_holm_tr":1.0,"p_tr":0.0001276479718669368,"stable":true,"by_year":"2022:94/51(n16) 2023:75/48(n8) 2024:75/51(n8) 2025:55/50(n11) 2026:69/56(n13)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":32,"bt_tr_win":0.75,"bt_tr_avg":12.704561380301197,"bt_tr_dd":218.6860710165646,"bt_te_n":24,"bt_te_win":0.3333333333333333,"bt_te_avg":-7.18329587971001,"bt_te_dd":302.1955711414772,"bt_te_gross":3.9496999999999693,"eq":false,"page":false,"conds":[["dist_pdh_pct","<=",-0.4918],["rsi_14","<=",48.076],["dow","==",1.0]]},{"id":"R0313","rule":"When size of the move from the open to 09:45 (either direction) \u2265 0.21% (\u224852 pts at 25,000) AND prior day's close-to-close return is positive AND it is Tuesday at 09:45","T":"09:45","target":"price 60 min after 09:45 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8333,"base_tr":0.5027,"lift_tr":1.658,"n_te":24,"hit_te":0.625,"base_te":0.5262,"lift_te":1.188,"ci_te":[0.4271,0.7884],"p_rand":0.17541229385307347,"p_perm_fw":1.0,"p_te":0.22297094907727405,"q_bh_te":0.39191277125336416,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.00942486438076798,"p_holm_tr":1.0,"p_tr":0.00036290124117394225,"stable":true,"by_year":"2022:83/51(n12) 2023:90/48(n10) 2024:75/51(n8) 2025:59/50(n17) 2026:71/56(n7)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":30,"bt_tr_win":0.6333333333333333,"bt_tr_avg":12.157807295466284,"bt_tr_dd":177.5809880053286,"bt_te_n":24,"bt_te_win":0.4166666666666667,"bt_te_avg":-4.566651681060827,"bt_te_dd":346.85002692515434,"bt_te_gross":4.886333333333823,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2086],["prevret_pct",">",0.0],["dow","==",1.0]]},{"id":"R0314","rule":"When 1-min Bollinger %B > 0.133 AND price vs prior-day low > -0.26% (\u2248-66 pts at 25,000) AND price vs prior-day low \u2264 -0.09% (\u2248-21 pts at 25,000) at 09:45","T":"09:45","target":"price 60 min after 09:45 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":35,"hit_tr":0.8286,"base_tr":0.5027,"lift_tr":1.648,"n_te":29,"hit_te":0.5517,"base_te":0.5262,"lift_te":1.049,"ci_te":[0.3755,0.7159],"p_rand":0.4707646176911544,"p_perm_fw":1.0,"p_te":0.46579857001275204,"q_bh_te":0.6747484501526005,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.004330045707759154,"p_holm_tr":1.0,"p_tr":0.00013265675852566284,"stable":false,"by_year":"2022:80/51(n15) 2023:83/48(n12) 2024:88/51(n8) 2025:47/50(n15) 2026:64/56(n14)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":35,"bt_tr_win":0.7714285714285715,"bt_tr_avg":18.569345100275825,"bt_tr_dd":107.66307690106433,"bt_te_n":29,"bt_te_win":0.3793103448275862,"bt_te_avg":-16.121516949367898,"bt_te_dd":639.2034174428475,"bt_te_gross":-5.501103448275836,"eq":false,"page":false,"conds":[["bb_pctb",">",0.1333],["dist_pdl_pct",">",-0.2634],["dist_pdl_pct","<=",-0.0853]]},{"id":"R0315","rule":"When size of the move from the open to 09:45 (either direction) \u2265 0.21% (\u224852 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0491 AND opening gap vs prior close is positive at 09:45","T":"09:45","target":"price 60 min after 09:45 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":48,"hit_tr":0.8125,"base_tr":0.5027,"lift_tr":1.616,"n_te":30,"hit_te":0.6333,"base_te":0.5262,"lift_te":1.204,"ci_te":[0.4551,0.7813],"p_rand":0.1344327836081959,"p_perm_fw":1.0,"p_te":0.16055100532463884,"q_bh_te":0.30659248953938895,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0008910919444550939,"p_holm_tr":1.0,"p_tr":1.7956870684883328e-05,"stable":true,"by_year":"2022:80/51(n10) 2023:85/48(n26) 2024:75/51(n12) 2025:60/50(n20) 2026:70/56(n10)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":48,"bt_tr_win":0.6458333333333334,"bt_tr_avg":12.32251098733559,"bt_tr_dd":100.70881281860477,"bt_te_n":30,"bt_te_win":0.5333333333333333,"bt_te_avg":-9.349092611677039,"bt_te_dd":323.92367675372617,"bt_te_gross":0.6731733333336403,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2086],["atr14_pct","<=",0.0491],["gap_pct",">",0.0]]},{"id":"R0316","rule":"When size of the move from the open to 09:45 (either direction) \u2265 0.21% (\u224852 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0491 AND price is above the CPR at 09:45","T":"09:45","target":"price 60 min after 09:45 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":43,"hit_tr":0.814,"base_tr":0.5027,"lift_tr":1.619,"n_te":27,"hit_te":0.4815,"base_te":0.5262,"lift_te":0.915,"ci_te":[0.3074,0.6601],"p_rand":0.7841079460269865,"p_perm_fw":1.0,"p_te":0.7449706048754756,"q_bh_te":0.8852217945464086,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.001965770467487062,"p_holm_tr":1.0,"p_tr":4.8669094751703016e-05,"stable":false,"by_year":"2022:82/51(n11) 2023:77/48(n22) 2024:90/51(n10) 2025:41/50(n17) 2026:60/56(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":43,"bt_tr_win":0.6046511627906976,"bt_tr_avg":8.992822134051671,"bt_tr_dd":69.12241853738539,"bt_te_n":27,"bt_te_win":0.37037037037037035,"bt_te_avg":-13.57344899702963,"bt_te_dd":376.2193663670934,"bt_te_gross":-3.1703703703701818,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2086],["atr14_pct","<=",0.0491],["cpr_pos","==",1.0]]},{"id":"R0317","rule":"When India VIX (prior day's close) \u2265 15.2 AND price has not touched the prior-day high yet AND it is Tuesday at 09:45","T":"09:45","target":"price 60 min after 09:45 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":35,"hit_tr":0.8,"base_tr":0.5027,"lift_tr":1.591,"n_te":12,"hit_te":0.5833,"base_te":0.5262,"lift_te":1.109,"ci_te":[0.3195,0.8067],"p_rand":0.44577711144427784,"p_perm_fw":1.0,"p_te":0.45964173324870594,"q_bh_te":0.666823529429466,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.013286979440504998,"p_holm_tr":1.0,"p_tr":0.0005711706684746172,"stable":true,"by_year":"2022:86/51(n22) 2023:100/48(n2) 2024:64/51(n11) 2025:50/50(n6) 2026:67/56(n6)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":35,"bt_tr_win":0.7428571428571429,"bt_tr_avg":11.876311262552587,"bt_tr_dd":226.13010978919675,"bt_te_n":12,"bt_te_win":0.5,"bt_te_avg":-9.938524513136208,"bt_te_dd":230.63838735731838,"bt_te_gross":0.9580166666664809,"eq":false,"page":false,"conds":[["vix_prev",">=",15.236],["touched_pdh","==",0.0],["dow","==",1.0]]},{"id":"R0318","rule":"When move from the open to 09:45 \u2264 -0.25% (\u2248-61 pts at 25,000) AND it is Tuesday at 09:45","T":"09:45","target":"price 60 min after 09:45 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8,"base_tr":0.5027,"lift_tr":1.591,"n_te":30,"hit_te":0.6,"base_te":0.5262,"lift_te":1.14,"ci_te":[0.4232,0.7541],"p_rand":0.20389805097451275,"p_perm_fw":1.0,"p_te":0.2664330065085235,"q_bh_te":0.45349574860769415,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.028474316428563635,"p_holm_tr":1.0,"p_tr":0.001582017498968119,"stable":true,"by_year":"2022:79/51(n14) 2023:80/48(n10) 2024:83/51(n6) 2025:56/50(n16) 2026:64/56(n14)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":30,"bt_tr_win":0.7,"bt_tr_avg":13.829254764976126,"bt_tr_dd":182.53062820292712,"bt_te_n":30,"bt_te_win":0.36666666666666664,"bt_te_avg":-4.022313651812385,"bt_te_dd":440.6487382422905,"bt_te_gross":6.057093333333614,"eq":false,"page":false,"conds":[["mv_pct","<=",-0.2453],["dow","==",1.0]]},{"id":"R0319","rule":"When size of the move from the open to 09:45 (either direction) \u2265 0.21% (\u224852 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 0.35% (\u224888 pts at 25,000) AND opening gap vs prior close is positive at 09:45","T":"09:45","target":"price 60 min after 09:45 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8,"base_tr":0.5027,"lift_tr":1.591,"n_te":10,"hit_te":0.6,"base_te":0.5262,"lift_te":1.14,"ci_te":[0.3127,0.8318],"p_rand":0.3968015992003998,"p_perm_fw":1.0,"p_te":0.44286375216363505,"q_bh_te":0.6473136347414334,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.028474316428563635,"p_holm_tr":1.0,"p_tr":0.001582017498968119,"stable":true,"by_year":"2022:100/51(n4) 2023:93/48(n15) 2024:55/51(n11) 2025:62/50(n8) 2026:50/56(n2)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":30,"bt_tr_win":0.6,"bt_tr_avg":3.5039865063624442,"bt_tr_dd":276.56057950669356,"bt_te_n":10,"bt_te_win":0.6,"bt_te_avg":-3.5381750804877994,"bt_te_dd":126.91487063969082,"bt_te_gross":5.474999999999636,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2086],["rng_pct","<=",0.3526],["gap_pct",">",0.0]]},{"id":"R0320","rule":"When 1-min EMA9 \u2212 EMA21 (as % of price) > +0.07% (\u2248+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 \u2264 1.01 at 09:45","T":"09:45","target":"price 60 min after 09:45 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":30,"hit_tr":0.1333,"base_tr":0.5027,"lift_tr":0.265,"n_te":27,"hit_te":0.5185,"base_te":0.5262,"lift_te":0.985,"ci_te":[0.3399,0.6926],"p_rand":0.5207396301849075,"p_perm_fw":1.0,"p_te":0.543429682850263,"q_bh_te":0.7450122027227866,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.002095453907477766,"p_holm_tr":1.0,"p_tr":5.2660502824701175e-05,"stable":false,"by_year":"2022:10/51(n19) 2023:0/48(n3) 2024:25/51(n8) 2025:50/50(n16) 2026:55/56(n11)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":30,"bt_tr_win":0.7666666666666667,"bt_tr_avg":24.95425362579682,"bt_tr_dd":74.6918305020974,"bt_te_n":27,"bt_te_win":0.4444444444444444,"bt_te_avg":-1.6626882644154135,"bt_te_dd":290.12617106067404,"bt_te_gross":8.212518518518428,"eq":false,"page":false,"conds":[["ema9_21_pct",">",0.0711],["dow",">",0.5],["bb_pctb","<=",1.0054]]},{"id":"R0321","rule":"When opening-range size \u2265 0.37% (\u224891 pts at 25,000) AND India VIX (prior day's close) \u2265 15.2 AND it is Wednesday at 09:45","T":"09:45","target":"price 60 min after 09:45 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":32,"hit_tr":0.1875,"base_tr":0.5027,"lift_tr":0.373,"n_te":14,"hit_te":0.5,"base_te":0.5262,"lift_te":0.95,"ci_te":[0.268,0.732],"p_rand":0.4447776111944028,"p_perm_fw":1.0,"p_te":0.5263378512931329,"q_bh_te":0.7308577020813217,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.011597692015267858,"p_holm_tr":1.0,"p_tr":0.00047840938025251763,"stable":false,"by_year":"2022:22/51(n27) 2023:0/48(n1) 2024:0/51(n4) 2025:25/50(n4) 2026:60/56(n10)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":32,"bt_tr_win":0.65625,"bt_tr_avg":11.947628886290987,"bt_tr_dd":95.75687897968676,"bt_te_n":14,"bt_te_win":0.35714285714285715,"bt_te_avg":-10.181969917534545,"bt_te_dd":333.86092853141844,"bt_te_gross":1.3690285714281865,"eq":false,"page":false,"conds":[["or_rng_pct",">=",0.3655],["vix_prev",">=",15.236],["dow","==",2.0]]},{"id":"R0322","rule":"When opening-range size \u2265 0.37% (\u224891 pts at 25,000) AND price vs prior-day high \u2264 -0.49% (\u2248-123 pts at 25,000) AND expiry is 1 trading day away at 09:45","T":"09:45","target":"price 60 min after 09:45 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":34,"hit_tr":0.2059,"base_tr":0.5027,"lift_tr":0.41,"n_te":25,"hit_te":0.56,"base_te":0.5262,"lift_te":1.064,"ci_te":[0.3707,0.7333],"p_rand":0.6821589205397302,"p_perm_fw":1.0,"p_te":0.7036225830980272,"q_bh_te":0.8595556585989043,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.016019325647111535,"p_holm_tr":1.0,"p_tr":0.000734096911945437,"stable":true,"by_year":"2022:11/51(n18) 2023:25/48(n4) 2024:33/51(n12) 2025:67/50(n6) 2026:53/56(n19)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":34,"bt_tr_win":0.6176470588235294,"bt_tr_avg":7.323372269344301,"bt_tr_dd":246.5918621138597,"bt_te_n":25,"bt_te_win":0.32,"bt_te_avg":-22.07300294708226,"bt_te_dd":551.8250736770565,"bt_te_gross":-11.452943999999988,"eq":false,"page":false,"conds":[["or_rng_pct",">=",0.3655],["dist_pdh_pct","<=",-0.4918],["dte_cat","==",1.0]]},{"id":"R0323","rule":"When price vs prior-day high \u2264 +0.71% (\u2248+178 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) > +0.01% (\u2248+4 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 +0.00% (\u2248+1 pts at 25,000) at 09:45","T":"09:45","target":"price 60 min after 09:45 is further in the move's direction than at 09:45","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":49,"hit_tr":0.2245,"base_tr":0.5027,"lift_tr":0.447,"n_te":32,"hit_te":0.4688,"base_te":0.5262,"lift_te":0.891,"ci_te":[0.3087,0.6355],"p_rand":0.24387806096951525,"p_perm_fw":1.0,"p_te":0.31731178997092513,"q_bh_te":0.5131897834471535,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0040464377700102395,"p_holm_tr":1.0,"p_tr":0.00012203961572527018,"stable":true,"by_year":"2022:25/51(n16) 2023:31/48(n13) 2024:15/51(n20) 2025:38/50(n13) 2026:53/56(n19)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":49,"bt_tr_win":0.7142857142857143,"bt_tr_avg":19.7365259779941,"bt_tr_dd":112.20754933420073,"bt_te_n":32,"bt_te_win":0.5,"bt_te_avg":-11.523653614495608,"bt_te_dd":584.2344343118266,"bt_te_gross":-0.7653374999994185,"eq":false,"page":false,"conds":[["dist_pdh_pct","<=",0.7102],["dist_twap_pct",">",0.0149],["ema9_21_pct","<=",0.0037]]},{"id":"R0324","rule":"When CPR width \u2265 0.20% (\u224851 pts at 25,000) AND India VIX change on the prior day (%) \u2265 3.36 AND the first opening-range break was upward at 09:45","T":"09:45","target":"the close is further in the move's direction than the 09:45 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.871,"base_tr":0.5285,"lift_tr":1.648,"n_te":17,"hit_te":0.5294,"base_te":0.5421,"lift_te":0.977,"ci_te":[0.3096,0.7384],"p_rand":0.6036981509245377,"p_perm_fw":1.0,"p_te":0.6380616018903662,"q_bh_te":0.8236333028385603,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.004053265760593698,"p_holm_tr":1.0,"p_tr":0.0001223329166632935,"stable":true,"by_year":"2022:93/59(n14) 2023:86/49(n7) 2024:80/51(n10) 2025:43/58(n7) 2026:60/50(n10)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.6774193548387096,"bt_tr_avg":47.83677919718151,"bt_tr_dd":179.1967829467598,"bt_te_n":17,"bt_te_win":0.35294117647058826,"bt_te_avg":-39.41807689330276,"bt_te_dd":850.6906181399551,"bt_te_gross":-28.87883529411706,"eq":false,"page":false,"conds":[["cpr_width_pct",">=",0.2029],["vix_chg",">=",3.3595],["or_first_break","==",1.0]]},{"id":"R0325","rule":"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% (\u2248-29 pts at 25,000) at 09:45","T":"09:45","target":"the close is further in the move's direction than the 09:45 price (continuation to close)","family":"direction (continuation / reversal)","method":"tree","dirn":"higher","n_tr":55,"hit_tr":0.8182,"base_tr":0.5285,"lift_tr":1.548,"n_te":29,"hit_te":0.5517,"base_te":0.5421,"lift_te":1.018,"ci_te":[0.3755,0.7159],"p_rand":0.4387806096951524,"p_perm_fw":1.0,"p_te":0.5349855638617896,"q_bh_te":0.7403860414912121,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0007416573787068436,"p_holm_tr":1.0,"p_tr":1.4333637225278913e-05,"stable":true,"by_year":"2022:84/59(n25) 2023:86/49(n7) 2024:78/51(n23) 2025:60/58(n10) 2026:53/50(n19)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":55,"bt_tr_win":0.5636363636363636,"bt_tr_avg":39.87430807363519,"bt_tr_dd":687.5050328737383,"bt_te_n":29,"bt_te_win":0.3793103448275862,"bt_te_avg":-29.42611089146424,"bt_te_dd":1022.5750002753043,"bt_te_gross":-18.460565517241022,"eq":false,"page":false,"conds":[["vix_prev",">",13.925],["vix_chg",">",3.7425],["mv_pct",">",-0.1151]]},{"id":"R0326","rule":"When CPR width \u2265 0.20% (\u224851 pts at 25,000) AND price is inside the opening range AND the first opening-range break was upward at 09:45","T":"09:45","target":"the close is further in the move's direction than the 09:45 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.8125,"base_tr":0.5285,"lift_tr":1.537,"n_te":15,"hit_te":0.5333,"base_te":0.5421,"lift_te":0.984,"ci_te":[0.3012,0.7519],"p_rand":0.655672163918041,"p_perm_fw":1.0,"p_te":0.63024464805755,"q_bh_te":0.819863973999964,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.02931261842384137,"p_holm_tr":1.0,"p_tr":0.0016417677501985013,"stable":false,"by_year":"2022:87/59(n15) 2023:78/49(n9) 2024:75/51(n8) 2025:44/58(n9) 2026:67/50(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.71875,"bt_tr_avg":53.63455535274558,"bt_tr_dd":135.07915616160741,"bt_te_n":15,"bt_te_win":0.2,"bt_te_avg":-46.1077153335758,"bt_te_dd":984.1351239176967,"bt_te_gross":-36.20221333333393,"eq":false,"page":false,"conds":[["cpr_width_pct",">=",0.2029],["or_state","==",0.0],["or_first_break","==",1.0]]},{"id":"R0327","rule":"When size of the opening gap \u2264 0.31% (\u224876 pts at 25,000) AND size of the move from the open to 09:45 (either direction) > 0.02% (\u22484 pts at 25,000) AND size of the move from the open to 09:45 (either direction) \u2264 0.07% (\u224817 pts at 25,000) at 09:45","T":"09:45","target":"the close is further in the move's direction than the 09:45 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":51,"hit_tr":0.8039,"base_tr":0.5285,"lift_tr":1.521,"n_te":35,"hit_te":0.4571,"base_te":0.5421,"lift_te":0.843,"ci_te":[0.3047,0.6181],"p_rand":0.9265367316341829,"p_perm_fw":1.0,"p_te":0.8806283187922783,"q_bh_te":0.9661069140700841,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0029904623041940998,"p_holm_tr":1.0,"p_tr":8.253411159331523e-05,"stable":false,"by_year":"2022:80/59(n10) 2023:72/49(n18) 2024:87/51(n23) 2025:44/58(n25) 2026:50/50(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":51,"bt_tr_win":0.6470588235294118,"bt_tr_avg":43.963749331265234,"bt_tr_dd":385.0904095695055,"bt_te_n":35,"bt_te_win":0.45714285714285713,"bt_te_avg":-6.774346215676448,"bt_te_dd":820.128978972345,"bt_te_gross":2.464822857143112,"eq":false,"page":false,"conds":[["abs_gap_pct","<=",0.3053],["abs_mv_pct",">",0.0169],["abs_mv_pct","<=",0.0691]]},{"id":"R0328","rule":"When prior-day range \u2264 0.67% (\u2248168 pts at 25,000) AND 1-min ATR(14) as % of price > 0.0513 AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 +0.08% (\u2248+20 pts at 25,000) at 09:45","T":"09:45","target":"the close is further in the move's direction than the 09:45 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":41,"hit_tr":0.8049,"base_tr":0.5285,"lift_tr":1.523,"n_te":24,"hit_te":0.6667,"base_te":0.5421,"lift_te":1.23,"ci_te":[0.4671,0.8203],"p_rand":0.1549225387306347,"p_perm_fw":1.0,"p_te":0.15391845276966581,"q_bh_te":0.2974328749346226,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.011109230847282877,"p_holm_tr":1.0,"p_tr":0.0004528911671701097,"stable":false,"by_year":"2022:88/59(n8) 2023:70/49(n10) 2024:83/51(n23) 2025:53/58(n15) 2026:89/50(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":41,"bt_tr_win":0.6341463414634146,"bt_tr_avg":35.230505887065625,"bt_tr_dd":313.8978498154638,"bt_te_n":24,"bt_te_win":0.5833333333333334,"bt_te_avg":39.853013389711144,"bt_te_dd":212.68127162956114,"bt_te_gross":49.51334999999987,"eq":true,"page":false,"conds":[["pdr_pct","<=",0.674],["atr14_pct",">",0.0513],["ema9_21_pct","<=",0.081]]},{"id":"R0329","rule":"When prior day's close-to-close return > -0.41% (\u2248-102 pts at 25,000) AND CPR width \u2264 0.02% (\u22485 pts at 25,000) AND 1-min ATR(14) as % of price > 0.036 at 09:45","T":"09:45","target":"the close is further in the move's direction than the 09:45 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":31,"hit_tr":0.8065,"base_tr":0.5285,"lift_tr":1.526,"n_te":23,"hit_te":0.4348,"base_te":0.5421,"lift_te":0.802,"ci_te":[0.2563,0.6319],"p_rand":0.9055472263868066,"p_perm_fw":1.0,"p_te":0.8928409825748548,"q_bh_te":0.974509803075986,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.04046607947950192,"p_holm_tr":1.0,"p_tr":0.002551744102084587,"stable":false,"by_year":"2022:67/59(n9) 2023:100/49(n6) 2024:81/51(n16) 2025:38/58(n13) 2026:50/50(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.6451612903225806,"bt_tr_avg":45.430837510451184,"bt_tr_dd":124.39036560722172,"bt_te_n":23,"bt_te_win":0.43478260869565216,"bt_te_avg":-7.896545112008331,"bt_te_dd":587.7504880373141,"bt_te_gross":3.174165217391261,"eq":false,"page":false,"conds":[["prevret_pct",">",-0.4074],["cpr_width_pct","<=",0.022],["atr14_pct",">",0.036]]},{"id":"R0330","rule":"When 1-min ADX(14) \u2264 17.3 AND 1-min Bollinger %B > 0.193 AND CPR width \u2264 0.13% (\u224833 pts at 25,000) at 09:45","T":"09:45","target":"the close is further in the move's direction than the 09:45 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":44,"hit_tr":0.7955,"base_tr":0.5285,"lift_tr":1.505,"n_te":24,"hit_te":0.5,"base_te":0.5421,"lift_te":0.922,"ci_te":[0.3143,0.6857],"p_rand":0.7876061969015492,"p_perm_fw":1.0,"p_te":0.732841756787504,"q_bh_te":0.8740149541073053,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.011098419480934653,"p_holm_tr":1.0,"p_tr":0.00045221987415089865,"stable":true,"by_year":"2022:80/59(n10) 2023:83/49(n24) 2024:70/51(n10) 2025:65/58(n17) 2026:14/50(n7)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":44,"bt_tr_win":0.6590909090909091,"bt_tr_avg":24.711605168687548,"bt_tr_dd":316.30373915222015,"bt_te_n":24,"bt_te_win":0.4166666666666667,"bt_te_avg":-23.03673114427041,"bt_te_dd":683.4973315584806,"bt_te_gross":-13.892141666667309,"eq":false,"page":false,"conds":[["adx_14","<=",17.2818],["bb_pctb",">",0.1927],["cpr_width_pct","<=",0.1339]]},{"id":"R0331","rule":"When prior-day range \u2265 0.99% (\u2248247 pts at 25,000) AND India VIX (prior day's close) \u2265 18.8 AND India VIX change on the prior day (%) \u2265 3.36 at 09:45","T":"09:45","target":"the close is further in the move's direction than the 09:45 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":34,"hit_tr":0.7941,"base_tr":0.5285,"lift_tr":1.502,"n_te":16,"hit_te":0.375,"base_te":0.5421,"lift_te":0.692,"ci_te":[0.1848,0.6136],"p_rand":0.9130434782608695,"p_perm_fw":1.0,"p_te":0.9445639463777681,"q_bh_te":0.9882843443263624,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.040166187707748074,"p_holm_tr":1.0,"p_tr":0.0025247390249524136,"stable":false,"by_year":"2022:83/59(n30) 2023:\u2013(n0) 2024:50/51(n4) 2025:50/58(n2) 2026:36/50(n14)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.47058823529411764,"bt_tr_avg":32.25905811395299,"bt_tr_dd":302.15825646393563,"bt_te_n":16,"bt_te_win":0.1875,"bt_te_avg":-60.83355029910913,"bt_te_dd":1017.3894351485318,"bt_te_gross":-50.206612499999665,"eq":false,"page":false,"conds":[["pdr_pct",">=",0.9892],["vix_prev",">=",18.818],["vix_chg",">=",3.3595]]},{"id":"R0332","rule":"When size of the move from the open to 09:45 (either direction) \u2264 0.02% (\u22484 pts at 25,000) AND CPR width > 0.07% (\u224817 pts at 25,000) AND India VIX (prior day's close) > 10.9 at 09:45","T":"09:45","target":"the close is further in the move's direction than the 09:45 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":30,"hit_tr":0.2,"base_tr":0.5285,"lift_tr":0.378,"n_te":12,"hit_te":0.6667,"base_te":0.5421,"lift_te":1.23,"ci_te":[0.3906,0.8619],"p_rand":0.9145427286356822,"p_perm_fw":1.0,"p_te":0.8770399642970848,"q_bh_te":0.9659779270128322,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.011507744132203245,"p_holm_tr":1.0,"p_tr":0.00047311530329351555,"stable":true,"by_year":"2022:29/59(n14) 2023:10/49(n10) 2024:17/51(n6) 2025:75/58(n4) 2026:62/50(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.7333333333333333,"bt_tr_avg":53.465577900694164,"bt_tr_dd":155.55850552243203,"bt_te_n":12,"bt_te_win":0.25,"bt_te_avg":-55.253249754005644,"bt_te_dd":741.9620906226147,"bt_te_gross":-42.90565,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.0167],["cpr_width_pct",">",0.0681],["vix_prev",">",10.92]]},{"id":"R0333","rule":"When India VIX (prior day's close) \u2264 13.9 AND opening-range size > 0.33% (\u224883 pts at 25,000) AND 1-min RSI(14) \u2264 55.2 at 09:45","T":"09:45","target":"the close is further in the move's direction than the 09:45 price (continuation to close)","family":"direction (continuation / reversal)","method":"tree","dirn":"lower","n_tr":70,"hit_tr":0.2143,"base_tr":0.5285,"lift_tr":0.405,"n_te":80,"hit_te":0.5,"base_te":0.5421,"lift_te":0.922,"ci_te":[0.393,0.607],"p_rand":0.24887556221889057,"p_perm_fw":0.04950495049504951,"p_te":0.2592070560745497,"q_bh_te":0.44357263821208154,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":1.6871890390202874e-05,"p_holm_tr":1.0,"p_tr":1.4469544115042648e-07,"stable":true,"by_year":"2022:0/59(n3) 2023:18/49(n39) 2024:29/51(n28) 2025:54/58(n43) 2026:46/50(n37)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":70,"bt_tr_win":0.6714285714285714,"bt_tr_avg":44.638681815431184,"bt_tr_dd":294.3928863060646,"bt_te_n":80,"bt_te_win":0.425,"bt_te_avg":-9.537334693926649,"bt_te_dd":1169.5427444431277,"bt_te_gross":0.5762725000000046,"eq":false,"page":false,"conds":[["vix_prev","<=",13.925],["or_rng_pct",">",0.3309],["rsi_14","<=",55.174]]},{"id":"R0334","rule":"When India VIX (prior day's close) \u2264 16.7 AND size of the opening gap > 0.49% (\u2248124 pts at 25,000) AND 1-min Bollinger %B > 0.0465 at 09:45","T":"09:45","target":"the close is further in the move's direction than the 09:45 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":57,"hit_tr":0.2281,"base_tr":0.5285,"lift_tr":0.432,"n_te":43,"hit_te":0.5116,"base_te":0.5421,"lift_te":0.944,"ci_te":[0.3675,0.6538],"p_rand":0.42778610694652675,"p_perm_fw":0.9900990099009901,"p_te":0.40045393921426153,"q_bh_te":0.614915053580193,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0004175413545030604,"p_holm_tr":1.0,"p_tr":7.022875675155605e-06,"stable":false,"by_year":"2022:38/59(n8) 2023:23/49(n26) 2024:17/51(n23) 2025:59/58(n22) 2026:43/50(n21)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":57,"bt_tr_win":0.631578947368421,"bt_tr_avg":34.2655367750763,"bt_tr_dd":253.6833457898835,"bt_te_n":43,"bt_te_win":0.4186046511627907,"bt_te_avg":1.4147282852472542,"bt_te_dd":629.7943074688396,"bt_te_gross":12.15486046511627,"eq":false,"page":false,"conds":[["vix_prev","<=",16.675],["abs_gap_pct",">",0.4947],["bb_pctb",">",0.0465]]},{"id":"R0335","rule":"When size of the move from the open to 09:45 (either direction) \u2265 0.35% (\u224889 pts at 25,000) AND 1-min Bollinger %B \u2264 0.197 AND opening gap vs prior close is positive at 09:45","T":"09:45","target":"the close is further in the move's direction than the 09:45 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":31,"hit_tr":0.2258,"base_tr":0.5285,"lift_tr":0.427,"n_te":11,"hit_te":0.3636,"base_te":0.5421,"lift_te":0.671,"ci_te":[0.1517,0.6462],"p_rand":0.22638680659670166,"p_perm_fw":1.0,"p_te":0.18792200080570987,"q_bh_te":0.3452933549775992,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.022538407881023036,"p_holm_tr":1.0,"p_tr":0.0011556224623033334,"stable":true,"by_year":"2022:44/59(n9) 2023:18/49(n11) 2024:9/51(n11) 2025:50/58(n4) 2026:29/50(n7)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.6774193548387096,"bt_tr_avg":48.55156046927287,"bt_tr_dd":143.31447242242078,"bt_te_n":11,"bt_te_win":0.36363636363636365,"bt_te_avg":13.38925233309265,"bt_te_dd":334.34798978523236,"bt_te_gross":22.855309090908122,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.3543],["bb_pctb","<=",0.1968],["gap_pct",">",0.0]]},{"id":"R0336","rule":"When prior-day range \u2265 1.34% (\u2248336 pts at 25,000) AND the first opening-range break was upward AND price is inside the prior-day range at 09:45","T":"09:45","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":1.0,"base_tr":0.6617,"lift_tr":1.511,"n_te":17,"hit_te":0.8235,"base_te":0.6902,"lift_te":1.193,"ci_te":[0.5897,0.9381],"p_rand":0.1359320339830085,"p_perm_fw":0.9405940594059405,"p_te":0.1785309576472932,"q_bh_te":0.3324369556190977,"q_bh_te_fam":0.22146878290423713,"p_holm_te":1.0,"q_bh_tr":0.00034411277155534044,"p_holm_tr":1.0,"p_tr":5.510818768916845e-06,"stable":true,"by_year":"2022:100/71(n16) 2023:100/62(n4) 2024:100/66(n11) 2025:75/71(n8) 2026:89/66(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.5161290322580645,"bt_tr_avg":13.700878571902562,"bt_tr_dd":361.64633605982146,"bt_te_n":17,"bt_te_win":0.23529411764705882,"bt_te_avg":-46.22562387139525,"bt_te_dd":863.0769788867661,"bt_te_gross":-36.19492941176492,"eq":false,"page":false,"conds":[["pdr_pct",">=",1.345],["or_first_break","==",1.0],["pd_pos","==",0.0]]},{"id":"R0337","rule":"When size of the move from the open to 09:45 (either direction) > 0.21% (\u224852 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) > -0.07% (\u2248-18 pts at 25,000) AND (it is Monday) at 09:45","T":"09:45","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"tree","dirn":"higher","n_tr":32,"hit_tr":0.9688,"base_tr":0.6617,"lift_tr":1.464,"n_te":32,"hit_te":0.6562,"base_te":0.6902,"lift_te":0.951,"ci_te":[0.4831,0.7959],"p_rand":0.7156421789105447,"p_perm_fw":1.0,"p_te":0.7327420739350399,"q_bh_te":0.8740149541073053,"q_bh_te_fam":0.7585428511862737,"p_holm_te":1.0,"q_bh_tr":0.0024227824278994373,"p_holm_tr":1.0,"p_tr":6.330702324310187e-05,"stable":false,"by_year":"2022:100/71(n15) 2023:92/62(n12) 2024:100/66(n5) 2025:53/71(n17) 2026:80/66(n15)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.5625,"bt_tr_avg":3.859809054829678,"bt_tr_dd":320.664867229212,"bt_te_n":32,"bt_te_win":0.34375,"bt_te_avg":-33.46909945431334,"bt_te_dd":1105.5631151104953,"bt_te_gross":-23.821556249999958,"eq":false,"page":false,"conds":[["abs_mv_pct",">",0.2077],["dist_twap_pct",">",-0.072],["dow","<=",0.5]]},{"id":"R0338","rule":"When position in today's range so far (0 = at low, 1 = at high) \u2265 0.851 AND India VIX (prior day's close) \u2265 15.2 AND price has not touched the prior-day high yet at 09:45","T":"09:45","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.9667,"base_tr":0.6617,"lift_tr":1.461,"n_te":14,"hit_te":0.7143,"base_te":0.6902,"lift_te":1.035,"ci_te":[0.4535,0.8828],"p_rand":0.5067466266866567,"p_perm_fw":1.0,"p_te":0.5521099730843347,"q_bh_te":0.7547832543431412,"q_bh_te_fam":0.5967659267896854,"p_holm_te":1.0,"q_bh_tr":0.004419912535096132,"p_holm_tr":1.0,"p_tr":0.00013607718239050674,"stable":false,"by_year":"2022:100/71(n25) 2023:50/62(n2) 2024:100/66(n3) 2025:57/71(n7) 2026:86/66(n7)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.5,"bt_tr_avg":6.893431700845341,"bt_tr_dd":302.3431687154502,"bt_te_n":14,"bt_te_win":0.5,"bt_te_avg":-2.68745088674435,"bt_te_dd":548.6358278713006,"bt_te_gross":8.739771428571528,"eq":false,"page":false,"conds":[["pos_rng",">=",0.8509],["vix_prev",">=",15.236],["touched_pdh","==",0.0]]},{"id":"R0339","rule":"When size of the move from the open to 09:45 (either direction) \u2265 0.21% (\u224852 pts at 25,000) AND size of the opening gap \u2265 0.35% (\u224887 pts at 25,000) AND 1-min RSI(14) \u2265 54.6 at 09:45","T":"09:45","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":49,"hit_tr":0.9388,"base_tr":0.6617,"lift_tr":1.419,"n_te":20,"hit_te":0.75,"base_te":0.6902,"lift_te":1.087,"ci_te":[0.5313,0.8881],"p_rand":0.3548225887056472,"p_perm_fw":1.0,"p_te":0.37948387409120565,"q_bh_te":0.5939747594471044,"q_bh_te_fam":0.4324351123364901,"p_holm_te":1.0,"q_bh_tr":0.0005151693650861203,"p_holm_tr":1.0,"p_tr":9.10936987960042e-06,"stable":false,"by_year":"2022:94/71(n34) 2023:100/62(n10) 2024:80/66(n5) 2025:64/71(n11) 2026:89/66(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":49,"bt_tr_win":0.40816326530612246,"bt_tr_avg":-0.8897667999449851,"bt_tr_dd":322.585808981441,"bt_te_n":20,"bt_te_win":0.4,"bt_te_avg":-22.665707369296452,"bt_te_dd":557.3926987520719,"bt_te_gross":-12.460330000000067,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2086],["abs_gap_pct",">=",0.3474],["rsi_14",">=",54.5573]]},{"id":"R0340","rule":"When position in today's range so far (0 = at low, 1 = at high) \u2265 0.63 AND prior-day range \u2265 1.34% (\u2248336 pts at 25,000) AND price is inside the prior-day range at 09:45","T":"09:45","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":35,"hit_tr":0.9429,"base_tr":0.6617,"lift_tr":1.425,"n_te":16,"hit_te":0.8125,"base_te":0.6902,"lift_te":1.177,"ci_te":[0.5699,0.9341],"p_rand":0.17891054472763618,"p_perm_fw":1.0,"p_te":0.22014127105518394,"q_bh_te":0.3908135283114807,"q_bh_te_fam":0.26879065781004763,"p_holm_te":1.0,"q_bh_tr":0.00559080790312188,"p_holm_tr":1.0,"p_tr":0.00018427607571697496,"stable":true,"by_year":"2022:100/71(n19) 2023:80/62(n5) 2024:91/66(n11) 2025:67/71(n6) 2026:90/66(n10)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":35,"bt_tr_win":0.5142857142857142,"bt_tr_avg":23.495727250834992,"bt_tr_dd":307.9608810813321,"bt_te_n":16,"bt_te_win":0.3125,"bt_te_avg":-40.072578246713405,"bt_te_dd":718.4026250204615,"bt_te_gross":-29.83771250000018,"eq":false,"page":false,"conds":[["pos_rng",">=",0.6305],["pdr_pct",">=",1.345],["pd_pos","==",0.0]]},{"id":"R0341","rule":"When opening gap vs prior close \u2264 +0.04% (\u2248+9 pts at 25,000) AND India VIX (prior day's close) \u2265 15.2 AND 1-min EMA9 \u2212 EMA21 (as % of price) is positive at 09:45","T":"09:45","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":34,"hit_tr":0.9412,"base_tr":0.6617,"lift_tr":1.422,"n_te":21,"hit_te":0.5714,"base_te":0.6902,"lift_te":0.828,"ci_te":[0.3655,0.7553],"p_rand":0.9180409795102449,"p_perm_fw":1.0,"p_te":0.9180237001894189,"q_bh_te":0.9814389832816433,"q_bh_te_fam":0.9290842266977251,"p_holm_te":1.0,"q_bh_tr":0.007346275978057614,"p_holm_tr":1.0,"p_tr":0.0002634887442623366,"stable":false,"by_year":"2022:92/71(n24) 2023:100/62(n3) 2024:100/66(n7) 2025:69/71(n13) 2026:38/66(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.47058823529411764,"bt_tr_avg":33.103909747173944,"bt_tr_dd":277.366599526452,"bt_te_n":21,"bt_te_win":0.38095238095238093,"bt_te_avg":-28.08104282022869,"bt_te_dd":791.1971731295368,"bt_te_gross":-18.506276190476324,"eq":false,"page":false,"conds":[["gap_pct","<=",0.0365],["vix_prev",">=",15.236],["ema9_21_pct",">",0.0]]},{"id":"R0342","rule":"When size of the move from the open to 09:45 (either direction) \u2265 0.21% (\u224852 pts at 25,000) AND India VIX change on the prior day (%) \u2265 3.36 AND price vs session TWAP (time-weighted VWAP) is positive at 09:45","T":"09:45","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.9375,"base_tr":0.6617,"lift_tr":1.417,"n_te":25,"hit_te":0.84,"base_te":0.6902,"lift_te":1.217,"ci_te":[0.6535,0.936],"p_rand":0.037481259370314844,"p_perm_fw":1.0,"p_te":0.07486975253055293,"q_bh_te":0.1610030961497731,"q_bh_te_fam":0.10143643891236204,"p_holm_te":1.0,"q_bh_tr":0.012672823402602066,"p_holm_tr":1.0,"p_tr":0.00053612026616576,"stable":true,"by_year":"2022:100/71(n12) 2023:100/62(n8) 2024:83/66(n12) 2025:100/71(n8) 2026:76/66(n17)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.46875,"bt_tr_avg":22.91658711691923,"bt_tr_dd":265.8143102587419,"bt_te_n":25,"bt_te_win":0.32,"bt_te_avg":-43.74214565347498,"bt_te_dd":1170.7950144099214,"bt_te_gross":-32.83027999999962,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2086],["vix_chg",">=",3.3595],["dist_twap_pct",">",0.0]]},{"id":"R0343","rule":"When CPR width \u2265 0.20% (\u224851 pts at 25,000) AND 1-min ATR(14) as % of price \u2265 0.0728 AND the first opening-range break was upward at 09:45","T":"09:45","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.9375,"base_tr":0.6617,"lift_tr":1.417,"n_te":15,"hit_te":0.7333,"base_te":0.6902,"lift_te":1.062,"ci_te":[0.4805,0.891],"p_rand":0.43228385807096453,"p_perm_fw":1.0,"p_te":0.48203110141121397,"q_bh_te":0.6920741958223042,"q_bh_te_fam":0.530775819531449,"p_holm_te":1.0,"q_bh_tr":0.012672823402602066,"p_holm_tr":1.0,"p_tr":0.00053612026616576,"stable":false,"by_year":"2022:95/71(n20) 2023:100/62(n4) 2024:88/66(n8) 2025:67/71(n6) 2026:78/66(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.53125,"bt_tr_avg":7.512725284829791,"bt_tr_dd":461.80882218852025,"bt_te_n":15,"bt_te_win":0.26666666666666666,"bt_te_avg":-52.47629903189508,"bt_te_dd":787.1444854784261,"bt_te_gross":-43.521799999999594,"eq":false,"page":false,"conds":[["cpr_width_pct",">=",0.2029],["atr14_pct",">=",0.0728],["or_first_break","==",1.0]]},{"id":"R0344","rule":"When size of the move from the open to 09:45 (either direction) \u2264 0.02% (\u22484 pts at 25,000) AND CPR width > 0.07% (\u224817 pts at 25,000) AND India VIX (prior day's close) > 10.9 at 09:45","T":"09:45","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":30,"hit_tr":0.2,"base_tr":0.6617,"lift_tr":0.302,"n_te":12,"hit_te":0.6667,"base_te":0.6902,"lift_te":0.966,"ci_te":[0.3906,0.8619],"p_rand":0.5732133933033483,"p_perm_fw":0.27722772277227725,"p_te":0.537437313747044,"q_bh_te":0.7415814651376236,"q_bh_te_fam":0.5819763176487327,"p_holm_te":1.0,"q_bh_tr":5.336343208565843e-05,"p_holm_tr":1.0,"p_tr":5.722086674613269e-07,"stable":true,"by_year":"2022:29/71(n14) 2023:10/62(n10) 2024:17/66(n6) 2025:75/71(n4) 2026:62/66(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.7333333333333333,"bt_tr_avg":53.465577900694164,"bt_tr_dd":155.55850552243203,"bt_te_n":12,"bt_te_win":0.25,"bt_te_avg":-55.253249754005644,"bt_te_dd":741.9620906226147,"bt_te_gross":-42.90565,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.0167],["cpr_width_pct",">",0.0681],["vix_prev",">",10.92]]},{"id":"R0345","rule":"When India VIX (prior day's close) \u2264 11.9 AND India VIX change on the prior day (%) \u2264 2.2 AND India VIX (prior day's close) > 11.3 at 09:45","T":"09:45","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":42,"hit_tr":0.3333,"base_tr":0.6617,"lift_tr":0.504,"n_te":41,"hit_te":0.7073,"base_te":0.6902,"lift_te":1.025,"ci_te":[0.5552,0.8239],"p_rand":0.6606696651674163,"p_perm_fw":1.0,"p_te":0.6505454912969365,"q_bh_te":0.8289835856108083,"q_bh_te_fam":0.6855210553451588,"p_holm_te":1.0,"q_bh_tr":0.0012832060485451775,"p_holm_tr":1.0,"p_tr":2.8383509556915586e-05,"stable":false,"by_year":"2022:\u2013(n0) 2023:30/62(n37) 2024:60/66(n5) 2025:71/71(n21) 2026:70/66(n20)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":42,"bt_tr_win":0.6904761904761905,"bt_tr_avg":32.28011551246946,"bt_tr_dd":252.27677496278238,"bt_te_n":41,"bt_te_win":0.34146341463414637,"bt_te_avg":-10.00597068631861,"bt_te_dd":1095.4345323525686,"bt_te_gross":0.925800000000092,"eq":false,"page":false,"conds":[["vix_prev","<=",11.905],["vix_chg","<=",2.2029],["vix_prev",">",11.28]]},{"id":"R0346","rule":"When India VIX (prior day's close) \u2264 11.8 AND 1-min RSI(14) \u2264 54.6 AND 1-min EMA9 \u2212 EMA21 (as % of price) > -0.03% (\u2248-8 pts at 25,000) at 09:45","T":"09:45","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":54,"hit_tr":0.3704,"base_tr":0.6617,"lift_tr":0.56,"n_te":46,"hit_te":0.6957,"base_te":0.6902,"lift_te":1.008,"ci_te":[0.5519,0.8092],"p_rand":0.5822088955522239,"p_perm_fw":1.0,"p_te":0.5868740720523542,"q_bh_te":0.7846514415885671,"q_bh_te_fam":0.6285645799030679,"p_holm_te":1.0,"q_bh_tr":0.0010852472629237825,"p_holm_tr":1.0,"p_tr":2.3066439710783076e-05,"stable":false,"by_year":"2022:\u2013(n0) 2023:36/62(n50) 2024:50/66(n4) 2025:69/71(n26) 2026:70/66(n20)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":54,"bt_tr_win":0.6481481481481481,"bt_tr_avg":31.856094650719495,"bt_tr_dd":228.97262057014655,"bt_te_n":46,"bt_te_win":0.391304347826087,"bt_te_avg":-22.133208574070085,"bt_te_dd":1220.6144631002587,"bt_te_gross":-11.6372478260867,"eq":false,"page":false,"conds":[["vix_prev","<=",11.755],["rsi_14","<=",54.5786],["ema9_21_pct",">",-0.0335]]},{"id":"R0347","rule":"When distance from TWAP in the move's direction \u2264 +0.04% (\u2248+9 pts at 25,000) AND India VIX (prior day's close) \u2264 12.1 AND opening gap vs prior close is negative at 09:45","T":"09:45","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.3667,"base_tr":0.6617,"lift_tr":0.554,"n_te":29,"hit_te":0.6552,"base_te":0.6902,"lift_te":0.949,"ci_te":[0.4734,0.8006],"p_rand":0.4567716141929036,"p_perm_fw":1.0,"p_te":0.4085461103917758,"q_bh_te":0.6198825348779847,"q_bh_te_fam":0.4587195018844271,"p_holm_te":1.0,"q_bh_tr":0.03151415778726575,"p_holm_tr":1.0,"p_tr":0.0018133120841763882,"stable":true,"by_year":"2022:\u2013(n0) 2023:39/62(n28) 2024:0/66(n2) 2025:69/71(n13) 2026:62/66(n16)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6666666666666666,"bt_tr_avg":39.288712971740125,"bt_tr_dd":109.98580387038925,"bt_te_n":29,"bt_te_win":0.3793103448275862,"bt_te_avg":-28.41647277417394,"bt_te_dd":1107.894333443051,"bt_te_gross":-17.43414482758591,"eq":false,"page":false,"conds":[["twap_dir_pct","<=",0.0359],["vix_prev","<=",12.09],["gap_pct","<",0.0]]},{"id":"R0348","rule":"When size of the move from the open to 09:45 (either direction) > 0.38% (\u224895 pts at 25,000) AND 1-min ADX(14) > 41.7 AND CPR width > 0.18% (\u224846 pts at 25,000) at 09:45","T":"09:45","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":31,"hit_tr":0.7419,"base_tr":0.3071,"lift_tr":2.416,"n_te":15,"hit_te":0.5333,"base_te":0.3804,"lift_te":1.402,"ci_te":[0.3012,0.7519],"p_rand":0.16491754122938532,"p_perm_fw":0.5544554455445545,"p_te":0.16956712257195222,"q_bh_te":0.3187993097484285,"q_bh_te_fam":0.2116888918732652,"p_holm_te":1.0,"q_bh_tr":0.00012353362165674485,"p_holm_tr":1.0,"p_tr":1.5752597722316806e-06,"stable":false,"by_year":"2022:68/35(n19) 2023:71/21(n7) 2024:100/36(n5) 2025:67/40(n6) 2026:44/36(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.4838709677419355,"bt_tr_avg":21.28369273134104,"bt_tr_dd":346.62785760304115,"bt_te_n":15,"bt_te_win":0.3333333333333333,"bt_te_avg":-38.09898837804731,"bt_te_dd":664.6448203477466,"bt_te_gross":-27.29394666666679,"eq":false,"page":false,"conds":[["abs_mv_pct",">",0.3781],["adx_14",">",41.6604],["cpr_width_pct",">",0.1839]]},{"id":"R0349","rule":"When size of the move from the open to 09:45 (either direction) \u2265 0.35% (\u224889 pts at 25,000) AND move from the open to 09:45 \u2265 +0.02% (\u2248+6 pts at 25,000) AND CPR width \u2265 0.20% (\u224851 pts at 25,000) at 09:45","T":"09:45","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.7188,"base_tr":0.3071,"lift_tr":2.341,"n_te":21,"hit_te":0.619,"base_te":0.3804,"lift_te":1.627,"ci_te":[0.4088,0.7925],"p_rand":0.015992003998001,"p_perm_fw":0.8613861386138614,"p_te":0.022840958929987963,"q_bh_te":0.05857892369379499,"q_bh_te_fam":0.036006659117514536,"p_holm_te":1.0,"q_bh_tr":0.0002626761899829423,"p_holm_tr":1.0,"p_tr":3.963388871054119e-06,"stable":true,"by_year":"2022:72/35(n18) 2023:71/21(n7) 2024:71/36(n7) 2025:67/40(n12) 2026:56/36(n9)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.5,"bt_tr_avg":26.74164657558915,"bt_tr_dd":371.93089459828593,"bt_te_n":21,"bt_te_win":0.3333333333333333,"bt_te_avg":-34.457870204428914,"bt_te_dd":800.856647366054,"bt_te_gross":-25.078638095238386,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.3543],["mv_pct",">=",0.0239],["cpr_width_pct",">=",0.2029]]},{"id":"R0350","rule":"When size of the move from the open to 09:45 (either direction) > 0.33% (\u224884 pts at 25,000) AND CPR width > 0.05% (\u224813 pts at 25,000) AND opening-range size > 0.66% (\u2248164 pts at 25,000) at 09:45","T":"09:45","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":32,"hit_tr":0.7188,"base_tr":0.3071,"lift_tr":2.341,"n_te":27,"hit_te":0.5556,"base_te":0.3804,"lift_te":1.46,"ci_te":[0.3731,0.7241],"p_rand":0.04397801099450275,"p_perm_fw":0.8613861386138614,"p_te":0.04865189795591379,"q_bh_te":0.11232694729963945,"q_bh_te_fam":0.07011597058352283,"p_holm_te":1.0,"q_bh_tr":0.0002626761899829423,"p_holm_tr":1.0,"p_tr":3.963388871054119e-06,"stable":true,"by_year":"2022:76/35(n21) 2023:50/21(n6) 2024:80/36(n5) 2025:80/40(n10) 2026:41/36(n17)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.34375,"bt_tr_avg":-4.932364789593667,"bt_tr_dd":866.0116075813921,"bt_te_n":27,"bt_te_win":0.2222222222222222,"bt_te_avg":-52.801818086865694,"bt_te_dd":1488.1492776581213,"bt_te_gross":-43.19730370370383,"eq":false,"page":false,"conds":[["abs_mv_pct",">",0.3347],["cpr_width_pct",">",0.0527],["or_rng_pct",">",0.6564]]},{"id":"R0351","rule":"When CPR width \u2265 0.20% (\u224851 pts at 25,000) AND India VIX change on the prior day (%) \u2265 3.36 AND the first opening-range break was upward at 09:45","T":"09:45","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.7097,"base_tr":0.3071,"lift_tr":2.311,"n_te":17,"hit_te":0.5294,"base_te":0.3804,"lift_te":1.392,"ci_te":[0.3096,0.7384],"p_rand":0.08395802098950525,"p_perm_fw":1.0,"p_te":0.1549074588665087,"q_bh_te":0.29845234202018345,"q_bh_te_fam":0.19546263050108822,"p_holm_te":1.0,"q_bh_tr":0.0005261107619008223,"p_holm_tr":1.0,"p_tr":9.352529724958808e-06,"stable":true,"by_year":"2022:64/35(n14) 2023:71/21(n7) 2024:80/36(n10) 2025:43/40(n7) 2026:60/36(n10)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.6774193548387096,"bt_tr_avg":47.83677919718151,"bt_tr_dd":179.1967829467598,"bt_te_n":17,"bt_te_win":0.35294117647058826,"bt_te_avg":-39.41807689330276,"bt_te_dd":850.6906181399551,"bt_te_gross":-28.87883529411706,"eq":false,"page":false,"conds":[["cpr_width_pct",">=",0.2029],["vix_chg",">=",3.3595],["or_first_break","==",1.0]]},{"id":"R0352","rule":"When size of the move from the open to 09:45 (either direction) \u2265 0.35% (\u224889 pts at 25,000) AND prior day's close-to-close return \u2264 -0.10% (\u2248-25 pts at 25,000) AND India VIX change on the prior day (%) \u2265 3.36 at 09:45","T":"09:45","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.697,"base_tr":0.3071,"lift_tr":2.27,"n_te":27,"hit_te":0.5185,"base_te":0.3804,"lift_te":1.363,"ci_te":[0.3399,0.6926],"p_rand":0.0734632683658171,"p_perm_fw":1.0,"p_te":0.10151813810907319,"q_bh_te":0.20950239966458417,"q_bh_te_fam":0.1329458022452896,"p_holm_te":1.0,"q_bh_tr":0.0005223580960389719,"p_holm_tr":1.0,"p_tr":9.258805558540836e-06,"stable":true,"by_year":"2022:79/35(n19) 2023:71/21(n7) 2024:43/36(n7) 2025:60/40(n10) 2026:47/36(n17)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.45454545454545453,"bt_tr_avg":18.408425121032167,"bt_tr_dd":331.0749545789662,"bt_te_n":27,"bt_te_win":0.2222222222222222,"bt_te_avg":-48.41991318203,"bt_te_dd":1594.1333570642623,"bt_te_gross":-38.018170370370406,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.3543],["prevret_pct","<=",-0.1019],["vix_chg",">=",3.3595]]},{"id":"R0353","rule":"When size of the move from the open to 09:45 (either direction) \u2265 0.35% (\u224889 pts at 25,000) AND the first opening-range break was upward AND it is not expiry day at 09:45","T":"09:45","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":36,"hit_tr":0.6944,"base_tr":0.3071,"lift_tr":2.262,"n_te":33,"hit_te":0.5758,"base_te":0.3804,"lift_te":1.514,"ci_te":[0.4081,0.7276],"p_rand":0.009995002498750625,"p_perm_fw":0.8613861386138614,"p_te":0.017779435236349582,"q_bh_te":0.04787149875271965,"q_bh_te_fam":0.029448754701333957,"p_holm_te":1.0,"q_bh_tr":0.00026140558511481254,"p_holm_tr":1.0,"p_tr":3.941429064326508e-06,"stable":true,"by_year":"2022:67/35(n18) 2023:75/21(n8) 2024:70/36(n10) 2025:59/40(n22) 2026:55/36(n11)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.6111111111111112,"bt_tr_avg":28.944282089914168,"bt_tr_dd":481.91447903554365,"bt_te_n":33,"bt_te_win":0.42424242424242425,"bt_te_avg":-20.251951441718926,"bt_te_dd":845.465325431619,"bt_te_gross":-10.909266666666305,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.3543],["or_first_break","==",1.0],["is_expiry","==",0.0]]},{"id":"R0354","rule":"When size of the move from the open to 09:45 (either direction) \u2265 0.35% (\u224889 pts at 25,000) AND CPR width \u2265 0.20% (\u224851 pts at 25,000) AND India VIX change on the prior day (%) is positive at 09:45","T":"09:45","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":40,"hit_tr":0.675,"base_tr":0.3071,"lift_tr":2.198,"n_te":27,"hit_te":0.4815,"base_te":0.3804,"lift_te":1.266,"ci_te":[0.3074,0.6601],"p_rand":0.16991504247876063,"p_perm_fw":0.8514851485148515,"p_te":0.1876236310531412,"q_bh_te":0.3452933549775992,"q_bh_te_fam":0.23128447601519292,"p_holm_te":1.0,"q_bh_tr":0.0002457614649705337,"p_holm_tr":1.0,"p_tr":3.6539023236454767e-06,"stable":true,"by_year":"2022:79/35(n19) 2023:58/21(n12) 2024:56/36(n9) 2025:55/40(n11) 2026:44/36(n16)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":40,"bt_tr_win":0.45,"bt_tr_avg":23.143032054749607,"bt_tr_dd":384.15960135605394,"bt_te_n":27,"bt_te_win":0.2222222222222222,"bt_te_avg":-60.33906334837358,"bt_te_dd":1706.3960834791337,"bt_te_gross":-50.751444444444736,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.3543],["cpr_width_pct",">=",0.2029],["vix_chg",">",0.0]]},{"id":"R0355","rule":"When size of the move from the open to 09:45 (either direction) \u2265 0.35% (\u224889 pts at 25,000) AND opening-range size \u2265 0.47% (\u2248117 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 at 09:45","T":"09:45","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":37,"hit_tr":0.6757,"base_tr":0.3071,"lift_tr":2.2,"n_te":34,"hit_te":0.5588,"base_te":0.3804,"lift_te":1.469,"ci_te":[0.3945,0.7112],"p_rand":0.01899050474762619,"p_perm_fw":1.0,"p_te":0.026139273583899555,"q_bh_te":0.06498049596815951,"q_bh_te_fam":0.040025762675346195,"p_holm_te":1.0,"q_bh_tr":0.0004915804023046593,"p_holm_tr":1.0,"p_tr":8.592966365698702e-06,"stable":true,"by_year":"2022:78/35(n23) 2023:50/21(n6) 2024:50/36(n8) 2025:69/40(n13) 2026:48/36(n21)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":37,"bt_tr_win":0.3783783783783784,"bt_tr_avg":7.338370866045984,"bt_tr_dd":348.12361791168735,"bt_te_n":34,"bt_te_win":0.23529411764705882,"bt_te_avg":-41.39562933412959,"bt_te_dd":1842.2311387751595,"bt_te_gross":-31.07080000000015,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.3543],["or_rng_pct",">=",0.4676],["vix_chg",">=",0.7733]]},{"id":"R0356","rule":"When CPR width > 0.02% (\u22485 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) \u2264 0.02% (\u22484 pts at 25,000) at 09:45","T":"09:45","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":38,"hit_tr":0.0,"base_tr":0.3071,"lift_tr":0.0,"n_te":18,"hit_te":0.2778,"base_te":0.3804,"lift_te":0.73,"ci_te":[0.125,0.5087],"p_rand":0.27136431784107945,"p_perm_fw":0.6237623762376238,"p_te":0.2609261137453629,"q_bh_te":0.4457296705808308,"q_bh_te_fam":0.3105760220288935,"p_holm_te":1.0,"q_bh_tr":0.00013589915327881342,"p_holm_tr":1.0,"p_tr":1.7674197825573777e-06,"stable":true,"by_year":"2022:0/35(n15) 2023:0/21(n16) 2024:0/36(n7) 2025:43/40(n7) 2026:18/36(n11)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.631578947368421,"bt_tr_avg":42.16874199073368,"bt_tr_dd":229.3921100985043,"bt_te_n":18,"bt_te_win":0.2777777777777778,"bt_te_avg":-48.141443937386356,"bt_te_dd":1057.482869011348,"bt_te_gross":-36.32496666666662,"eq":false,"page":false,"conds":[["cpr_width_pct",">",0.022],["pos_rng",">",0.0081],["abs_mv_pct","<=",0.0176]]},{"id":"R0357","rule":"When size of the move from the open to 09:45 (either direction) \u2264 0.07% (\u224818 pts at 25,000) AND India VIX (prior day's close) \u2264 13.7 AND 1-min ADX(14) \u2264 24.8 at 09:45","T":"09:45","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.0,"base_tr":0.3071,"lift_tr":0.0,"n_te":30,"hit_te":0.1667,"base_te":0.3804,"lift_te":0.438,"ci_te":[0.0734,0.3356],"p_rand":0.009995002498750625,"p_perm_fw":1.0,"p_te":0.010114166675264522,"q_bh_te":0.02988136780655658,"q_bh_te_fam":0.018186941911484827,"p_holm_te":1.0,"q_bh_tr":0.0014576168417100965,"p_holm_tr":1.0,"p_tr":3.3250702413959234e-05,"stable":true,"by_year":"2022:0/35(n1) 2023:0/21(n23) 2024:0/36(n6) 2025:20/40(n15) 2026:13/36(n15)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.5,"bt_tr_avg":9.318912509555766,"bt_tr_dd":228.43826424090588,"bt_te_n":30,"bt_te_win":0.43333333333333335,"bt_te_avg":-12.834884102282967,"bt_te_dd":747.1439889870427,"bt_te_gross":-2.131886666666469,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0702],["vix_prev","<=",13.684],["adx_14","<=",24.7969]]},{"id":"R0358","rule":"When distance from TWAP in the move's direction \u2264 +0.04% (\u2248+9 pts at 25,000) AND India VIX (prior day's close) \u2264 12.1 AND 1-min EMA9 \u2212 EMA21 (as % of price) is negative at 09:45","T":"09:45","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":35,"hit_tr":0.0286,"base_tr":0.3071,"lift_tr":0.093,"n_te":32,"hit_te":0.5,"base_te":0.3804,"lift_te":1.314,"ci_te":[0.3363,0.6637],"p_rand":0.9400299850074962,"p_perm_fw":1.0,"p_te":0.940721235992976,"q_bh_te":0.9853243980443671,"q_bh_te_fam":0.9487891711215606,"p_holm_te":1.0,"q_bh_tr":0.00313892619655279,"p_holm_tr":1.0,"p_tr":8.770100027411171e-05,"stable":false,"by_year":"2022:\u2013(n0) 2023:0/21(n32) 2024:33/36(n3) 2025:67/40(n18) 2026:29/36(n14)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":35,"bt_tr_win":0.6,"bt_tr_avg":29.454900972976038,"bt_tr_dd":141.38278533599146,"bt_te_n":32,"bt_te_win":0.25,"bt_te_avg":-42.36661722116584,"bt_te_dd":1639.474264504899,"bt_te_gross":-31.858693749999702,"eq":false,"page":false,"conds":[["twap_dir_pct","<=",0.0359],["vix_prev","<=",12.09],["ema9_21_pct","<",0.0]]},{"id":"R0359","rule":"When India VIX (prior day's close) \u2264 12.1 AND price is inside the opening range AND price is below the CPR at 09:45","T":"09:45","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":34,"hit_tr":0.0294,"base_tr":0.3071,"lift_tr":0.096,"n_te":46,"hit_te":0.3478,"base_te":0.3804,"lift_te":0.914,"ci_te":[0.2268,0.4923],"p_rand":0.3423288355822089,"p_perm_fw":1.0,"p_te":0.3852676445855932,"q_bh_te":0.6001284463737125,"q_bh_te_fam":0.4373308397998626,"p_holm_te":1.0,"q_bh_tr":0.004074388718847913,"p_holm_tr":1.0,"p_tr":0.0001231674794422139,"stable":false,"by_year":"2022:\u2013(n0) 2023:3/21(n33) 2024:0/36(n1) 2025:48/40(n21) 2026:24/36(n25)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.6470588235294118,"bt_tr_avg":31.822094418232577,"bt_tr_dd":142.68638239546988,"bt_te_n":46,"bt_te_win":0.4782608695652174,"bt_te_avg":-1.0375784319251025,"bt_te_dd":854.6354093520384,"bt_te_gross":9.752108695652208,"eq":false,"page":false,"conds":[["vix_prev","<=",12.09],["or_state","==",0.0],["cpr_pos","==",-1.0]]},{"id":"R0360","rule":"When India VIX (prior day's close) > 15.4 AND India VIX (prior day's close) \u2264 18.9 AND opening-range size > 0.47% (\u2248118 pts at 25,000) at 09:45","T":"09:45","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":34,"hit_tr":0.5882,"base_tr":0.1698,"lift_tr":3.464,"n_te":34,"hit_te":0.2941,"base_te":0.2506,"lift_te":1.174,"ci_te":[0.1683,0.4617],"p_rand":0.3373313343328336,"p_perm_fw":0.019801980198019802,"p_te":0.3388944838599547,"q_bh_te":0.5391251036200916,"q_bh_te_fam":0.3876847402911544,"p_holm_te":1.0,"q_bh_tr":1.1836920045188293e-05,"p_holm_tr":0.867812802012601,"p_tr":9.464675696903643e-08,"stable":false,"by_year":"2022:82/23(n17) 2023:0/7(n5) 2024:50/21(n12) 2025:19/25(n16) 2026:39/25(n18)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.5,"bt_tr_avg":40.42748362804262,"bt_tr_dd":433.68866889136325,"bt_te_n":34,"bt_te_win":0.3235294117647059,"bt_te_avg":-27.788179714425382,"bt_te_dd":1108.2764749975534,"bt_te_gross":-16.349958823529317,"eq":false,"page":false,"conds":[["vix_prev",">",15.445],["vix_prev","<=",18.91],["or_rng_pct",">",0.4729]]},{"id":"R0361","rule":"When size of the move from the open to 09:45 (either direction) \u2265 0.35% (\u224889 pts at 25,000) AND prior day's close-to-close return \u2264 -0.10% (\u2248-25 pts at 25,000) AND India VIX change on the prior day (%) \u2265 3.36 at 09:45","T":"09:45","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.5455,"base_tr":0.1698,"lift_tr":3.212,"n_te":27,"hit_te":0.4074,"base_te":0.2506,"lift_te":1.626,"ci_te":[0.2451,0.5927],"p_rand":0.047976011994003,"p_perm_fw":0.693069306930693,"p_te":0.05356208360859116,"q_bh_te":0.12192586713712085,"q_bh_te_fam":0.07644297369381457,"p_holm_te":1.0,"q_bh_tr":0.00015568270242329892,"p_holm_tr":1.0,"p_tr":2.087841922121802e-06,"stable":true,"by_year":"2022:74/23(n19) 2023:29/7(n7) 2024:29/21(n7) 2025:40/25(n10) 2026:41/25(n17)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.45454545454545453,"bt_tr_avg":18.408425121032167,"bt_tr_dd":331.0749545789662,"bt_te_n":27,"bt_te_win":0.2222222222222222,"bt_te_avg":-48.41991318203,"bt_te_dd":1594.1333570642623,"bt_te_gross":-38.018170370370406,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.3543],["prevret_pct","<=",-0.1019],["vix_chg",">=",3.3595]]},{"id":"R0362","rule":"When 1-min ADX(14) > 10.6 AND range so far (high\u2212low since 09:15) > 0.90% (\u2248225 pts at 25,000) at 09:45","T":"09:45","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":32,"hit_tr":0.5312,"base_tr":0.1698,"lift_tr":3.128,"n_te":21,"hit_te":0.5714,"base_te":0.2506,"lift_te":2.281,"ci_te":[0.3655,0.7553],"p_rand":0.0034982508745627187,"p_perm_fw":0.9900990099009901,"p_te":0.0017233660722633184,"q_bh_te":0.006620995344821919,"q_bh_te_fam":0.00403720816928618,"p_holm_te":1.0,"q_bh_tr":0.0004056880699992333,"p_holm_tr":1.0,"p_tr":6.773765642122774e-06,"stable":true,"by_year":"2022:63/23(n19) 2023:50/7(n4) 2024:33/21(n9) 2025:67/25(n9) 2026:50/25(n12)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.25,"bt_tr_avg":-24.48846001000233,"bt_tr_dd":1059.0444966108698,"bt_te_n":21,"bt_te_win":0.2857142857142857,"bt_te_avg":-35.168541945348146,"bt_te_dd":801.0395701650586,"bt_te_gross":-25.516219047619373,"eq":true,"page":true,"conds":[["adx_14",">",10.5789],["rng_pct",">",0.8995]]},{"id":"R0363","rule":"When position in today's range so far (0 = at low, 1 = at high) > 0.0493 AND price vs session TWAP (time-weighted VWAP) \u2264 -0.19% (\u2248-47 pts at 25,000) at 09:45","T":"09:45","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":38,"hit_tr":0.5263,"base_tr":0.1698,"lift_tr":3.099,"n_te":13,"hit_te":0.2308,"base_te":0.2506,"lift_te":0.921,"ci_te":[0.0818,0.5026],"p_rand":0.663168415792104,"p_perm_fw":0.44554455445544555,"p_te":0.6691154010526819,"q_bh_te":0.8455755988999757,"q_bh_te_fam":0.7038280068318012,"p_holm_te":1.0,"q_bh_tr":9.420572967452719e-05,"p_holm_tr":1.0,"p_tr":1.133939954676359e-06,"stable":true,"by_year":"2022:52/23(n21) 2023:33/7(n3) 2024:57/21(n14) 2025:29/25(n7) 2026:17/25(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.5263157894736842,"bt_tr_avg":21.117051315824003,"bt_tr_dd":357.86712502380146,"bt_te_n":13,"bt_te_win":0.38461538461538464,"bt_te_avg":-22.72051925767495,"bt_te_dd":448.3312810487348,"bt_te_gross":-12.534338461538796,"eq":false,"page":false,"conds":[["pos_rng",">",0.0493],["dist_twap_pct","<=",-0.1885]]},{"id":"R0364","rule":"When size of the move from the open to 09:45 (either direction) \u2265 0.35% (\u224889 pts at 25,000) AND opening-range size \u2265 0.47% (\u2248117 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 at 09:45","T":"09:45","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":37,"hit_tr":0.5135,"base_tr":0.1698,"lift_tr":3.024,"n_te":34,"hit_te":0.4412,"base_te":0.2506,"lift_te":1.761,"ci_te":[0.2888,0.6055],"p_rand":0.0074962518740629685,"p_perm_fw":0.8514851485148515,"p_te":0.011914996779459685,"q_bh_te":0.03399121813512647,"q_bh_te_fam":0.020806655083702535,"p_holm_te":1.0,"q_bh_tr":0.00024019769315390137,"p_holm_tr":1.0,"p_tr":3.5496644281421383e-06,"stable":true,"by_year":"2022:65/23(n23) 2023:17/7(n6) 2024:38/21(n8) 2025:46/25(n13) 2026:43/25(n21)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":37,"bt_tr_win":0.3783783783783784,"bt_tr_avg":7.338370866045984,"bt_tr_dd":348.12361791168735,"bt_te_n":34,"bt_te_win":0.23529411764705882,"bt_te_avg":-41.39562933412959,"bt_te_dd":1842.2311387751595,"bt_te_gross":-31.07080000000015,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.3543],["or_rng_pct",">=",0.4676],["vix_chg",">=",0.7733]]},{"id":"R0365","rule":"When size of the move from the open to 09:45 (either direction) \u2265 0.35% (\u224889 pts at 25,000) AND CPR width \u2265 0.20% (\u224851 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 at 09:45","T":"09:45","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":36,"hit_tr":0.5,"base_tr":0.1698,"lift_tr":2.944,"n_te":25,"hit_te":0.44,"base_te":0.2506,"lift_te":1.756,"ci_te":[0.2667,0.6293],"p_rand":0.025987006496751622,"p_perm_fw":1.0,"p_te":0.03014726966769432,"q_bh_te":0.07418518004303515,"q_bh_te_fam":0.045687099393309956,"p_holm_te":1.0,"q_bh_tr":0.0005945134380906908,"p_holm_tr":1.0,"p_tr":1.0853770737607277e-05,"stable":true,"by_year":"2022:65/23(n17) 2023:30/7(n10) 2024:44/21(n9) 2025:50/25(n10) 2026:40/25(n15)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.4444444444444444,"bt_tr_avg":26.73911582755377,"bt_tr_dd":311.53891426605776,"bt_te_n":25,"bt_te_win":0.2,"bt_te_avg":-69.06906314614916,"bt_te_dd":1803.9679517267764,"bt_te_gross":-59.35459200000027,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.3543],["cpr_width_pct",">=",0.2029],["vix_chg",">=",0.7733]]},{"id":"R0366","rule":"When opening-range size > 0.74% (\u2248186 pts at 25,000) at 09:45","T":"09:45","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":30,"hit_tr":0.5,"base_tr":0.1698,"lift_tr":2.944,"n_te":25,"hit_te":0.52,"base_te":0.2506,"lift_te":2.075,"ci_te":[0.335,0.6997],"p_rand":0.004497751124437781,"p_perm_fw":1.0,"p_te":0.003443801530359515,"q_bh_te":0.011977987906973289,"q_bh_te_fam":0.007298072390251066,"p_holm_te":1.0,"q_bh_tr":0.0024975729355328847,"p_holm_tr":1.0,"p_tr":6.597521758719127e-05,"stable":true,"by_year":"2022:65/23(n17) 2023:29/7(n7) 2024:33/21(n6) 2025:73/25(n11) 2026:36/25(n14)","adds":null,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.3,"bt_tr_avg":-19.15872155423364,"bt_tr_dd":924.455137445444,"bt_te_n":25,"bt_te_win":0.2,"bt_te_avg":-47.405092644034745,"bt_te_dd":1344.091554857262,"bt_te_gross":-37.73318400000004,"eq":true,"page":true,"conds":[["or_rng_pct",">",0.7425]]},{"id":"R0367","rule":"When size of the move from the open to 09:45 (either direction) \u2265 0.21% (\u224852 pts at 25,000) AND opening-range size \u2265 0.47% (\u2248117 pts at 25,000) AND India VIX change on the prior day (%) \u2265 3.36 at 09:45","T":"09:45","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.5,"base_tr":0.1698,"lift_tr":2.944,"n_te":31,"hit_te":0.4516,"base_te":0.2506,"lift_te":1.802,"ci_te":[0.2916,0.6223],"p_rand":0.0069965017491254375,"p_perm_fw":1.0,"p_te":0.011771605616897803,"q_bh_te":0.033949624244360044,"q_bh_te_fam":0.020783384221745065,"p_holm_te":1.0,"q_bh_tr":0.0024975729355328847,"p_holm_tr":1.0,"p_tr":6.597521758719127e-05,"stable":true,"by_year":"2022:62/23(n21) 2023:20/7(n5) 2024:25/21(n4) 2025:38/25(n8) 2026:48/25(n23)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.3333333333333333,"bt_tr_avg":-1.5569353943082567,"bt_tr_dd":555.4449546177582,"bt_te_n":31,"bt_te_win":0.25806451612903225,"bt_te_avg":-43.23310052566621,"bt_te_dd":1785.800075352842,"bt_te_gross":-32.430999999999905,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.2086],["or_rng_pct",">=",0.4676],["vix_chg",">=",3.3595]]},{"id":"R0368","rule":"When India VIX (prior day's close) \u2264 13.7 AND 1-min EMA9 \u2212 EMA21 (as % of price) is positive AND the day opened above the prior-day high at 09:45","T":"09:45","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":74,"hit_tr":0.0,"base_tr":0.1698,"lift_tr":0.0,"n_te":37,"hit_te":0.1351,"base_te":0.2506,"lift_te":0.539,"ci_te":[0.0591,0.2798],"p_rand":0.06596701649175413,"p_perm_fw":0.693069306930693,"p_te":0.07010646221429903,"q_bh_te":0.1531314185894352,"q_bh_te_fam":0.09631448547198092,"p_holm_te":1.0,"q_bh_tr":0.00015554781679632791,"p_holm_tr":1.0,"p_tr":2.0850737368918064e-06,"stable":true,"by_year":"2022:0/23(n2) 2023:0/7(n52) 2024:0/21(n20) 2025:23/25(n22) 2026:0/25(n15)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":74,"bt_tr_win":0.5,"bt_tr_avg":13.244959479032005,"bt_tr_dd":332.26131800666315,"bt_te_n":37,"bt_te_win":0.40540540540540543,"bt_te_avg":-4.7620584619881825,"bt_te_dd":694.666638281553,"bt_te_gross":6.047637837837888,"eq":false,"page":false,"conds":[["vix_prev","<=",13.684],["ema9_21_pct",">",0.0],["open_vs_pd","==",1.0]]},{"id":"R0369","rule":"When opening gap vs prior close \u2265 +0.21% (\u2248+53 pts at 25,000) AND India VIX (prior day's close) \u2264 13.7 AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2265 +0.02% (\u2248+4 pts at 25,000) at 09:45","T":"09:45","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":62,"hit_tr":0.0,"base_tr":0.1698,"lift_tr":0.0,"n_te":34,"hit_te":0.0882,"base_te":0.2506,"lift_te":0.352,"ci_te":[0.0305,0.2296],"p_rand":0.010994502748625687,"p_perm_fw":1.0,"p_te":0.016449637910836618,"q_bh_te":0.0447872494379081,"q_bh_te_fam":0.02755665838054681,"p_holm_te":1.0,"q_bh_tr":0.0009498426769079179,"p_holm_tr":1.0,"p_tr":1.946079809325505e-05,"stable":true,"by_year":"2022:0/23(n1) 2023:0/7(n44) 2024:0/21(n17) 2025:14/25(n22) 2026:0/25(n12)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":62,"bt_tr_win":0.4838709677419355,"bt_tr_avg":4.8123504153343095,"bt_tr_dd":338.6053024023119,"bt_te_n":34,"bt_te_win":0.29411764705882354,"bt_te_avg":-26.059988082972293,"bt_te_dd":1098.7227253395272,"bt_te_gross":-15.630823529411881,"eq":true,"page":true,"conds":[["gap_pct",">=",0.2104],["vix_prev","<=",13.684],["ema9_21_pct",">=",0.0158]]},{"id":"R0370","rule":"When gap measured in the direction of the move so far \u2265 +0.03% (\u2248+7 pts at 25,000) AND 1-min ADX(14) \u2264 24.8 at 09:45","T":"09:45","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":56,"hit_tr":0.0,"base_tr":0.1698,"lift_tr":0.0,"n_te":36,"hit_te":0.2222,"base_te":0.2506,"lift_te":0.887,"ci_te":[0.1172,0.3809],"p_rand":0.41629185407296354,"p_perm_fw":1.0,"p_te":0.43318447046603403,"q_bh_te":0.6389306605356374,"q_bh_te_fam":0.4805895634604302,"p_holm_te":1.0,"q_bh_tr":0.002309023484437908,"p_holm_tr":1.0,"p_tr":5.94538880797053e-05,"stable":true,"by_year":"2022:0/23(n14) 2023:0/7(n25) 2024:0/21(n17) 2025:22/25(n18) 2026:22/25(n18)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":56,"bt_tr_win":0.39285714285714285,"bt_tr_avg":10.150169648360773,"bt_tr_dd":499.92741428877486,"bt_te_n":36,"bt_te_win":0.4444444444444444,"bt_te_avg":4.589782667279422,"bt_te_dd":537.7464113777653,"bt_te_gross":15.536005555555878,"eq":false,"page":false,"conds":[["gap_dir_pct",">=",0.0292],["adx_14","<=",24.7969]]},{"id":"R0371","rule":"When gap measured in the direction of the move so far \u2265 +0.03% (\u2248+7 pts at 25,000) AND India VIX change on the prior day (%) \u2264 -1.33 AND 1-min ATR(14) as % of price \u2264 0.0491 at 09:45","T":"09:45","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":53,"hit_tr":0.0,"base_tr":0.1698,"lift_tr":0.0,"n_te":42,"hit_te":0.2619,"base_te":0.2506,"lift_te":1.045,"ci_te":[0.153,0.4107],"p_rand":0.6646676661669165,"p_perm_fw":1.0,"p_te":0.6454828756896631,"q_bh_te":0.8289835856108083,"q_bh_te_fam":0.6826329692545358,"p_holm_te":1.0,"q_bh_tr":0.0035714775546301686,"p_holm_tr":1.0,"p_tr":0.0001039178298028479,"stable":false,"by_year":"2022:0/23(n16) 2023:0/7(n25) 2024:0/21(n12) 2025:25/25(n24) 2026:28/25(n18)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":53,"bt_tr_win":0.49056603773584906,"bt_tr_avg":0.47902785728600433,"bt_tr_dd":512.4910095209614,"bt_te_n":42,"bt_te_win":0.3333333333333333,"bt_te_avg":-21.61985845488008,"bt_te_dd":1113.6803049106738,"bt_te_gross":-10.785357142857244,"eq":false,"page":false,"conds":[["gap_dir_pct",">=",0.0292],["vix_chg","<=",-1.3269],["atr14_pct","<=",0.0491]]},{"id":"R0372","rule":"When India VIX change on the prior day (%) > -2.16 AND prior day's close-to-close return \u2264 -0.91% (\u2248-227 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) > +0.02% (\u2248+5 pts at 25,000) at 09:45","T":"09:45","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":34,"hit_tr":0.8824,"base_tr":0.4891,"lift_tr":1.804,"n_te":19,"hit_te":0.6316,"base_te":0.549,"lift_te":1.15,"ci_te":[0.4104,0.8085],"p_rand":0.23888055972013994,"p_perm_fw":0.8316831683168316,"p_te":0.3137068758855677,"q_bh_te":0.5082051389346197,"q_bh_te_fam":0.3616855745504193,"p_holm_te":1.0,"q_bh_tr":0.0002350319652492095,"p_holm_tr":1.0,"p_tr":3.4547111723381127e-06,"stable":true,"by_year":"2022:95/57(n20) 2023:75/39(n4) 2024:80/51(n10) 2025:50/57(n6) 2026:69/52(n13)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.5882352941176471,"bt_tr_avg":35.69891870331841,"bt_tr_dd":212.30715010820768,"bt_te_n":19,"bt_te_win":0.3684210526315789,"bt_te_avg":-27.217196868118172,"bt_te_dd":774.1844006940407,"bt_te_gross":-16.910336842104652,"eq":false,"page":false,"conds":[["vix_chg",">",-2.157],["prevret_pct","<=",-0.9081],["ema9_21_pct",">",0.0199]]},{"id":"R0373","rule":"When price vs session TWAP (time-weighted VWAP) \u2265 +0.09% (\u2248+22 pts at 25,000) AND India VIX (prior day's close) \u2265 15.2 AND price is inside the prior-day range at 09:45","T":"09:45","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.8788,"base_tr":0.4891,"lift_tr":1.797,"n_te":16,"hit_te":0.5625,"base_te":0.549,"lift_te":1.025,"ci_te":[0.3318,0.769],"p_rand":0.5592203898050975,"p_perm_fw":0.9801980198019802,"p_te":0.559595447650183,"q_bh_te":0.7596742669217568,"q_bh_te_fam":0.6037470150794635,"p_holm_te":1.0,"q_bh_tr":0.0003799605526428996,"p_holm_tr":1.0,"p_tr":6.259058076420856e-06,"stable":true,"by_year":"2022:93/57(n27) 2023:50/39(n2) 2024:75/51(n4) 2025:60/57(n10) 2026:50/52(n6)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.48484848484848486,"bt_tr_avg":12.727140956087895,"bt_tr_dd":226.56270066393478,"bt_te_n":16,"bt_te_win":0.3125,"bt_te_avg":-39.590848541978104,"bt_te_dd":741.4119653203542,"bt_te_gross":-30.307312499999853,"eq":false,"page":false,"conds":[["dist_twap_pct",">=",0.0891],["vix_prev",">=",15.236],["pd_pos","==",0.0]]},{"id":"R0374","rule":"When position in today's range so far (0 = at low, 1 = at high) \u2265 0.63 AND prior-day range \u2265 1.34% (\u2248336 pts at 25,000) AND India VIX change on the prior day (%) is positive at 09:45","T":"09:45","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.875,"base_tr":0.4891,"lift_tr":1.789,"n_te":17,"hit_te":0.6471,"base_te":0.549,"lift_te":1.179,"ci_te":[0.413,0.8269],"p_rand":0.2143928035982009,"p_perm_fw":1.0,"p_te":0.28730767980560523,"q_bh_te":0.47737276029239023,"q_bh_te_fam":0.3371994325862193,"p_holm_te":1.0,"q_bh_tr":0.0006134167070784183,"p_holm_tr":1.0,"p_tr":1.1297440231607194e-05,"stable":true,"by_year":"2022:100/57(n15) 2023:75/39(n4) 2024:77/51(n13) 2025:60/57(n5) 2026:67/52(n12)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.59375,"bt_tr_avg":29.184853402489903,"bt_tr_dd":166.58286044305987,"bt_te_n":17,"bt_te_win":0.4117647058823529,"bt_te_avg":-16.534752088863936,"bt_te_dd":478.86647491346645,"bt_te_gross":-5.5950470588237184,"eq":false,"page":false,"conds":[["pos_rng",">=",0.6305],["pdr_pct",">=",1.345],["vix_chg",">",0.0]]},{"id":"R0375","rule":"When CPR width \u2265 0.20% (\u224851 pts at 25,000) AND prior day's close-to-close return \u2264 -0.54% (\u2248-134 pts at 25,000) AND the first opening-range break was upward at 09:45","T":"09:45","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":38,"hit_tr":0.8684,"base_tr":0.4891,"lift_tr":1.775,"n_te":20,"hit_te":0.7,"base_te":0.549,"lift_te":1.275,"ci_te":[0.481,0.8545],"p_rand":0.10444777611194403,"p_perm_fw":0.7029702970297029,"p_te":0.127997576098122,"q_bh_te":0.2539053958517849,"q_bh_te_fam":0.16468834736476093,"p_holm_te":1.0,"q_bh_tr":0.00016725889796513225,"p_holm_tr":1.0,"p_tr":2.2791361017898784e-06,"stable":false,"by_year":"2022:85/57(n20) 2023:88/39(n8) 2024:90/51(n10) 2025:50/57(n10) 2026:90/52(n10)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.6578947368421053,"bt_tr_avg":36.02359872221116,"bt_tr_dd":157.35817910785585,"bt_te_n":20,"bt_te_win":0.35,"bt_te_avg":-32.9020868741178,"bt_te_dd":1033.688388760319,"bt_te_gross":-23.12793999999976,"eq":false,"page":false,"conds":[["cpr_width_pct",">=",0.2029],["prevret_pct","<=",-0.5369],["or_first_break","==",1.0]]},{"id":"R0376","rule":"When opening gap vs prior close \u2264 +0.04% (\u2248+9 pts at 25,000) AND CPR width \u2265 0.20% (\u224851 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2265 +0.02% (\u2248+4 pts at 25,000) at 09:45","T":"09:45","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.871,"base_tr":0.4891,"lift_tr":1.781,"n_te":20,"hit_te":0.65,"base_te":0.549,"lift_te":1.184,"ci_te":[0.4329,0.8188],"p_rand":0.22188905547226387,"p_perm_fw":1.0,"p_te":0.24905773635988676,"q_bh_te":0.4299895554916695,"q_bh_te_fam":0.2976543678447427,"p_holm_te":1.0,"q_bh_tr":0.0009818549263805986,"p_holm_tr":1.0,"p_tr":2.031054603924294e-05,"stable":true,"by_year":"2022:100/57(n11) 2023:80/39(n5) 2024:80/51(n15) 2025:60/57(n10) 2026:70/52(n10)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.6129032258064516,"bt_tr_avg":54.25328938259031,"bt_tr_dd":218.37081291230493,"bt_te_n":20,"bt_te_win":0.4,"bt_te_avg":-19.80375126428587,"bt_te_dd":503.17237159945614,"bt_te_gross":-10.255230000000301,"eq":false,"page":false,"conds":[["gap_pct","<=",0.0365],["cpr_width_pct",">=",0.2029],["ema9_21_pct",">=",0.0158]]},{"id":"R0377","rule":"When size of the move from the open to 09:45 (either direction) \u2265 0.35% (\u224889 pts at 25,000) AND opening gap vs prior close \u2264 +0.04% (\u2248+9 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) is positive at 09:45","T":"09:45","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8667,"base_tr":0.4891,"lift_tr":1.772,"n_te":18,"hit_te":0.6111,"base_te":0.549,"lift_te":1.113,"ci_te":[0.3862,0.797],"p_rand":0.4672663668165917,"p_perm_fw":1.0,"p_te":0.3880837413630275,"q_bh_te":0.6011472652371915,"q_bh_te_fam":0.4391857465783205,"p_holm_te":1.0,"q_bh_tr":0.0015628994272040989,"p_holm_tr":1.0,"p_tr":3.635968919877581e-05,"stable":true,"by_year":"2022:94/57(n16) 2023:75/39(n4) 2024:80/51(n10) 2025:64/57(n14) 2026:50/52(n4)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.43333333333333335,"bt_tr_avg":17.822080445387517,"bt_tr_dd":382.5503825799484,"bt_te_n":18,"bt_te_win":0.3888888888888889,"bt_te_avg":-30.5998787804874,"bt_te_dd":567.1245766365103,"bt_te_gross":-22.213888888888405,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.3543],["gap_pct","<=",0.0365],["ema9_21_pct",">",0.0]]},{"id":"R0378","rule":"When opening-range size \u2265 0.47% (\u2248117 pts at 25,000) AND CPR width \u2265 0.20% (\u224851 pts at 25,000) AND the first opening-range break was upward at 09:45","T":"09:45","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8667,"base_tr":0.4891,"lift_tr":1.772,"n_te":18,"hit_te":0.7778,"base_te":0.549,"lift_te":1.417,"ci_te":[0.5478,0.91],"p_rand":0.030484757621189407,"p_perm_fw":1.0,"p_te":0.04031550389061531,"q_bh_te":0.09581092856156011,"q_bh_te_fam":0.05956159871276835,"p_holm_te":1.0,"q_bh_tr":0.0015628994272040989,"p_holm_tr":1.0,"p_tr":3.635968919877581e-05,"stable":true,"by_year":"2022:82/57(n22) 2023:100/39(n4) 2024:100/51(n4) 2025:88/57(n8) 2026:70/52(n10)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.5333333333333333,"bt_tr_avg":26.62055484812041,"bt_tr_dd":334.36554489924885,"bt_te_n":18,"bt_te_win":0.1111111111111111,"bt_te_avg":-74.38908650853926,"bt_te_dd":1339.0035571537069,"bt_te_gross":-65.1682777777779,"eq":false,"page":false,"conds":[["or_rng_pct",">=",0.4676],["cpr_width_pct",">=",0.2029],["or_first_break","==",1.0]]},{"id":"R0379","rule":"When prior-day range \u2265 1.34% (\u2248336 pts at 25,000) AND 1-min RSI(14) \u2265 54.6 AND price is inside the prior-day range at 09:45","T":"09:45","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8667,"base_tr":0.4891,"lift_tr":1.772,"n_te":16,"hit_te":0.625,"base_te":0.549,"lift_te":1.138,"ci_te":[0.3864,0.8152],"p_rand":0.3568215892053973,"p_perm_fw":1.0,"p_te":0.36289587535502155,"q_bh_te":0.5698461887642665,"q_bh_te_fam":0.4143354848713644,"p_holm_te":1.0,"q_bh_tr":0.0015628994272040989,"p_holm_tr":1.0,"p_tr":3.635968919877581e-05,"stable":false,"by_year":"2022:90/57(n19) 2023:50/39(n4) 2024:100/51(n7) 2025:50/57(n8) 2026:75/52(n8)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.4666666666666667,"bt_tr_avg":17.97022260919419,"bt_tr_dd":307.9608810813321,"bt_te_n":16,"bt_te_win":0.375,"bt_te_avg":-38.73273173870729,"bt_te_dd":696.9650808923634,"bt_te_gross":-28.952187500000264,"eq":false,"page":false,"conds":[["pdr_pct",">=",1.345],["rsi_14",">=",54.5573],["pd_pos","==",0.0]]},{"id":"R0380","rule":"When size of the move from the open to 09:45 (either direction) \u2264 0.07% (\u224818 pts at 25,000) AND India VIX (prior day's close) \u2264 13.7 AND 1-min ADX(14) \u2264 24.8 at 09:45","T":"09:45","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.1,"base_tr":0.4891,"lift_tr":0.204,"n_te":30,"hit_te":0.3333,"base_te":0.549,"lift_te":0.607,"ci_te":[0.1923,0.5122],"p_rand":0.01649175412293853,"p_perm_fw":1.0,"p_te":0.014242801167802448,"q_bh_te":0.03974674987148711,"q_bh_te_fam":0.02439381171232777,"p_holm_te":1.0,"q_bh_tr":0.0007362875553166479,"p_holm_tr":1.0,"p_tr":1.41747121584266e-05,"stable":true,"by_year":"2022:100/57(n1) 2023:9/39(n23) 2024:0/51(n6) 2025:27/57(n15) 2026:40/52(n15)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.5,"bt_tr_avg":9.318912509555766,"bt_tr_dd":228.43826424090588,"bt_te_n":30,"bt_te_win":0.43333333333333335,"bt_te_avg":-12.834884102282967,"bt_te_dd":747.1439889870427,"bt_te_gross":-2.131886666666469,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0702],["vix_prev","<=",13.684],["adx_14","<=",24.7969]]},{"id":"R0381","rule":"When size of the move from the open to 09:45 (either direction) \u2264 0.13% (\u224833 pts at 25,000) AND India VIX (prior day's close) \u2264 12.1 AND 1-min ADX(14) \u2264 24.8 at 09:45","T":"09:45","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":37,"hit_tr":0.1081,"base_tr":0.4891,"lift_tr":0.221,"n_te":30,"hit_te":0.3333,"base_te":0.549,"lift_te":0.607,"ci_te":[0.1923,0.5122],"p_rand":0.011494252873563218,"p_perm_fw":0.6831683168316832,"p_te":0.014242801167802448,"q_bh_te":0.03974674987148711,"q_bh_te_fam":0.02439381171232777,"p_holm_te":1.0,"q_bh_tr":0.0001524273830089475,"p_holm_tr":1.0,"p_tr":2.0305633718825506e-06,"stable":true,"by_year":"2022:\u2013(n0) 2023:9/39(n35) 2024:50/51(n2) 2025:44/57(n16) 2026:21/52(n14)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":37,"bt_tr_win":0.5675675675675675,"bt_tr_avg":19.871589231858803,"bt_tr_dd":117.58244540306919,"bt_te_n":30,"bt_te_win":0.4,"bt_te_avg":-15.364345485069636,"bt_te_dd":858.0689345342158,"bt_te_gross":-4.23138666666661,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.1301],["vix_prev","<=",12.09],["adx_14","<=",24.7969]]},{"id":"R0382","rule":"When size of the move from the open to 09:45 (either direction) \u2264 0.13% (\u224833 pts at 25,000) AND prior-day range \u2264 0.60% (\u2248150 pts at 25,000) AND 1-min ADX(14) \u2264 24.8 at 09:45","T":"09:45","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":32,"hit_tr":0.125,"base_tr":0.4891,"lift_tr":0.256,"n_te":20,"hit_te":0.3,"base_te":0.549,"lift_te":0.546,"ci_te":[0.1455,0.519],"p_rand":0.019490254872563718,"p_perm_fw":1.0,"p_te":0.02189652592139756,"q_bh_te":0.05706011580589391,"q_bh_te_fam":0.035082172320931235,"p_holm_te":1.0,"q_bh_tr":0.0014314815977084353,"p_holm_tr":1.0,"p_tr":3.248965673416699e-05,"stable":true,"by_year":"2022:0/57(n3) 2023:5/39(n19) 2024:30/51(n10) 2025:29/57(n14) 2026:33/52(n6)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.5625,"bt_tr_avg":16.082260855676477,"bt_tr_dd":327.3315899509481,"bt_te_n":20,"bt_te_win":0.45,"bt_te_avg":-5.719351650352827,"bt_te_dd":321.89907020507593,"bt_te_gross":4.646250000000146,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.1301],["pdr_pct","<=",0.5982],["adx_14","<=",24.7969]]},{"id":"R0383","rule":"When range so far (high\u2212low since 09:15) \u2264 0.28% (\u224869 pts at 25,000) AND prior-day range \u2264 0.78% (\u2248196 pts at 25,000) AND India VIX (prior day's close) \u2264 12.1 at 09:45","T":"09:45","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":41,"hit_tr":0.1463,"base_tr":0.4891,"lift_tr":0.299,"n_te":32,"hit_te":0.4062,"base_te":0.549,"lift_te":0.74,"ci_te":[0.2552,0.5774],"p_rand":0.0704647676161919,"p_perm_fw":1.0,"p_te":0.07456072877309713,"q_bh_te":0.16069407620277254,"q_bh_te_fam":0.10125105893436748,"p_holm_te":1.0,"q_bh_tr":0.0005164954699330974,"p_holm_tr":1.0,"p_tr":9.142037919292672e-06,"stable":false,"by_year":"2022:\u2013(n0) 2023:16/39(n38) 2024:0/51(n3) 2025:61/57(n18) 2026:14/52(n14)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":41,"bt_tr_win":0.5365853658536586,"bt_tr_avg":19.058503004315874,"bt_tr_dd":219.5708237772261,"bt_te_n":32,"bt_te_win":0.4375,"bt_te_avg":-11.0118754591105,"bt_te_dd":821.9088593665309,"bt_te_gross":-0.020631249999837564,"eq":false,"page":false,"conds":[["rng_pct","<=",0.2779],["pdr_pct","<=",0.7824],["vix_prev","<=",12.09]]},{"id":"R0384","rule":"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 \u2264 +0.18% (\u2248+44 pts at 25,000) at 09:45","T":"09:45","target":"the best favourable excursion after 09:45 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":31,"hit_tr":0.9032,"base_tr":0.5027,"lift_tr":1.797,"n_te":7,"hit_te":0.2857,"base_te":0.5262,"lift_te":0.543,"ci_te":[0.0822,0.6411],"p_rand":0.9560219890054973,"p_perm_fw":0.9207920792079208,"p_te":0.9529682393649695,"q_bh_te":0.9931193430974405,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0003354556709404408,"p_holm_tr":1.0,"p_tr":5.329512730219268e-06,"stable":true,"by_year":"2022:100/53(n10) 2023:88/46(n8) 2024:85/52(n13) 2025:40/56(n5) 2026:0/49(n2)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.6774193548387096,"bt_tr_avg":36.027556900022745,"bt_tr_dd":144.7719367655866,"bt_te_n":7,"bt_te_win":0.14285714285714285,"bt_te_avg":-55.73087284906745,"bt_te_dd":518.0881896230388,"bt_te_gross":-45.78214285714317,"eq":false,"page":false,"conds":[["atr14_pct",">",0.0583],["or_first_break",">",0.5],["mv_pct","<=",0.1756]]},{"id":"R0385","rule":"When range so far (high\u2212low since 09:15) \u2265 0.44% (\u2248110 pts at 25,000) AND price is inside the opening range AND the first opening-range break was upward at 09:45","T":"09:45","target":"the best favourable excursion after 09:45 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8333,"base_tr":0.5027,"lift_tr":1.658,"n_te":20,"hit_te":0.55,"base_te":0.5262,"lift_te":1.045,"ci_te":[0.3421,0.7418],"p_rand":0.431784107946027,"p_perm_fw":1.0,"p_te":0.5058476614800493,"q_bh_te":0.7177867546840992,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.00942486438076798,"p_holm_tr":1.0,"p_tr":0.00036290124117394225,"stable":false,"by_year":"2022:85/53(n13) 2023:57/46(n7) 2024:100/52(n10) 2025:55/56(n11) 2026:56/49(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6666666666666666,"bt_tr_avg":56.00488524232482,"bt_tr_dd":205.3443056318601,"bt_te_n":20,"bt_te_win":0.35,"bt_te_avg":-11.6262601213864,"bt_te_dd":661.3169938587853,"bt_te_gross":-2.1451600000003963,"eq":false,"page":false,"conds":[["rng_pct",">=",0.4386],["or_state","==",0.0],["or_first_break","==",1.0]]},{"id":"R0386","rule":"When prior-day range \u2265 0.99% (\u2248247 pts at 25,000) AND India VIX change on the prior day (%) \u2265 3.36 AND 1-min Supertrend is up at 09:45","T":"09:45","target":"the best favourable excursion after 09:45 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":38,"hit_tr":0.8158,"base_tr":0.5027,"lift_tr":1.623,"n_te":27,"hit_te":0.4074,"base_te":0.5262,"lift_te":0.774,"ci_te":[0.2451,0.5927],"p_rand":0.8845577211394303,"p_perm_fw":1.0,"p_te":0.9236181025917442,"q_bh_te":0.9814389832816433,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.004330045707759154,"p_holm_tr":1.0,"p_tr":0.00013264272114121983,"stable":false,"by_year":"2022:88/53(n17) 2023:86/46(n7) 2024:71/52(n14) 2025:67/56(n6) 2026:33/49(n21)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.5263157894736842,"bt_tr_avg":38.787982726299276,"bt_tr_dd":290.95872711513016,"bt_te_n":27,"bt_te_win":0.3333333333333333,"bt_te_avg":-19.320780898405946,"bt_te_dd":1109.422501092883,"bt_te_gross":-8.359970370369815,"eq":false,"page":false,"conds":[["pdr_pct",">=",0.9892],["vix_chg",">=",3.3595],["supertrend_dir","==",1.0]]},{"id":"R0387","rule":"When CPR width \u2265 0.20% (\u224851 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 AND the first opening-range break was upward at 09:45","T":"09:45","target":"the best favourable excursion after 09:45 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":42,"hit_tr":0.8095,"base_tr":0.5027,"lift_tr":1.61,"n_te":25,"hit_te":0.4,"base_te":0.5262,"lift_te":0.76,"ci_te":[0.234,0.5926],"p_rand":0.9160419790104948,"p_perm_fw":1.0,"p_te":0.9285909134601844,"q_bh_te":0.983213908369607,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0028959247901871035,"p_holm_tr":1.0,"p_tr":7.939220075636158e-05,"stable":false,"by_year":"2022:81/53(n21) 2023:88/46(n8) 2024:77/52(n13) 2025:38/56(n13) 2026:42/49(n12)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":42,"bt_tr_win":0.6904761904761905,"bt_tr_avg":42.93420523811811,"bt_tr_dd":163.4335142055536,"bt_te_n":25,"bt_te_win":0.36,"bt_te_avg":-33.43058270574823,"bt_te_dd":1213.1212640729736,"bt_te_gross":-23.399871999999743,"eq":false,"page":false,"conds":[["cpr_width_pct",">=",0.2029],["vix_chg",">=",0.7733],["or_first_break","==",1.0]]},{"id":"R0388","rule":"When India VIX change on the prior day (%) > 3.61 AND price vs session TWAP (time-weighted VWAP) > -0.12% (\u2248-29 pts at 25,000) AND India VIX (prior day's close) > 13.8 at 09:45","T":"09:45","target":"the best favourable excursion after 09:45 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"tree","dirn":"higher","n_tr":70,"hit_tr":0.8,"base_tr":0.5027,"lift_tr":1.591,"n_te":41,"hit_te":0.4634,"base_te":0.5262,"lift_te":0.881,"ci_te":[0.3206,0.6125],"p_rand":0.7691154422788605,"p_perm_fw":0.27722772277227725,"p_te":0.8318516680748762,"q_bh_te":0.9436916461192655,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":5.097664096197737e-05,"p_holm_tr":1.0,"p_tr":5.418557857513063e-07,"stable":false,"by_year":"2022:79/53(n29) 2023:60/46(n10) 2024:87/52(n31) 2025:50/56(n16) 2026:44/49(n25)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":70,"bt_tr_win":0.5571428571428572,"bt_tr_avg":42.68293240987913,"bt_tr_dd":654.6114888753655,"bt_te_n":41,"bt_te_win":0.3902439024390244,"bt_te_avg":-17.703754962001053,"bt_te_dd":1311.075260045416,"bt_te_gross":-7.082975609755877,"eq":false,"page":false,"conds":[["vix_chg",">",3.608],["dist_twap_pct",">",-0.1159],["vix_prev",">",13.775]]},{"id":"R0389","rule":"When prior-day range \u2265 1.34% (\u2248336 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 AND 1-min Supertrend is up at 09:45","T":"09:45","target":"the best favourable excursion after 09:45 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":35,"hit_tr":0.8,"base_tr":0.5027,"lift_tr":1.591,"n_te":18,"hit_te":0.3889,"base_te":0.5262,"lift_te":0.739,"ci_te":[0.203,0.6138],"p_rand":0.8740629685157422,"p_perm_fw":1.0,"p_te":0.9199406480004882,"q_bh_te":0.9814389832816433,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.013286979440504998,"p_holm_tr":1.0,"p_tr":0.0005711706684746172,"stable":false,"by_year":"2022:80/53(n15) 2023:75/46(n4) 2024:81/52(n16) 2025:50/56(n2) 2026:38/49(n16)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":35,"bt_tr_win":0.5428571428571428,"bt_tr_avg":28.88600620803184,"bt_tr_dd":318.5085784140408,"bt_te_n":18,"bt_te_win":0.2777777777777778,"bt_te_avg":-45.95760378184994,"bt_te_dd":929.6406951303961,"bt_te_gross":-34.743066666666586,"eq":false,"page":false,"conds":[["pdr_pct",">=",1.345],["vix_chg",">=",0.7733],["supertrend_dir","==",1.0]]},{"id":"R0390","rule":"When India VIX change on the prior day (%) \u2265 3.36 AND 1-min RSI(14) \u2265 54.6 AND 1-min ADX(14) \u2265 30.7 at 09:45","T":"09:45","target":"the best favourable excursion after 09:45 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8,"base_tr":0.5027,"lift_tr":1.591,"n_te":21,"hit_te":0.4286,"base_te":0.5262,"lift_te":0.814,"ci_te":[0.2447,0.6345],"p_rand":0.8210894552723638,"p_perm_fw":1.0,"p_te":0.8674508978765431,"q_bh_te":0.9647165591945078,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.028474316428563635,"p_holm_tr":1.0,"p_tr":0.001582017498968119,"stable":false,"by_year":"2022:82/53(n11) 2023:91/46(n11) 2024:62/52(n8) 2025:50/56(n8) 2026:38/49(n13)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6,"bt_tr_avg":40.27499573657837,"bt_tr_dd":340.0323420946742,"bt_te_n":21,"bt_te_win":0.23809523809523808,"bt_te_avg":-46.523073918499634,"bt_te_dd":1054.2259253615393,"bt_te_gross":-35.4433714285707,"eq":false,"page":false,"conds":[["vix_chg",">=",3.3595],["rsi_14",">=",54.5573],["adx_14",">=",30.7234]]},{"id":"R0391","rule":"When size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND India VIX change on the prior day (%) \u2265 3.36 AND price has not touched the prior-day low yet at 09:45","T":"09:45","target":"the best favourable excursion after 09:45 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":38,"hit_tr":0.7895,"base_tr":0.5027,"lift_tr":1.57,"n_te":23,"hit_te":0.5217,"base_te":0.5262,"lift_te":0.992,"ci_te":[0.3296,0.7076],"p_rand":0.5687156421789106,"p_perm_fw":1.0,"p_te":0.6003227417388376,"q_bh_te":0.7912885686206675,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.012620898274174954,"p_holm_tr":1.0,"p_tr":0.0005334291737684316,"stable":false,"by_year":"2022:75/53(n4) 2023:62/46(n8) 2024:85/52(n26) 2025:64/56(n11) 2026:42/49(n12)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.631578947368421,"bt_tr_avg":57.810542651307564,"bt_tr_dd":214.58806861211315,"bt_te_n":23,"bt_te_win":0.5652173913043478,"bt_te_avg":21.174634819617204,"bt_te_dd":287.6907068445736,"bt_te_gross":32.74980869565242,"eq":false,"page":false,"conds":[["abs_gap_pct","<=",0.2212],["vix_chg",">=",3.3595],["touched_pdl","==",0.0]]},{"id":"R0392","rule":"When position in today's range so far (0 = at low, 1 = at high) \u2264 0.0686 AND move from the open to 09:45 \u2264 -0.40% (\u2248-101 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 1.03% (\u2248258 pts at 25,000) at 09:45","T":"09:45","target":"the best favourable excursion after 09:45 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":31,"hit_tr":0.1613,"base_tr":0.5027,"lift_tr":0.321,"n_te":14,"hit_te":0.5,"base_te":0.5262,"lift_te":0.95,"ci_te":[0.268,0.732],"p_rand":0.4942528735632184,"p_perm_fw":1.0,"p_te":0.5263378512931329,"q_bh_te":0.7308577020813217,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.005278109513031834,"p_holm_tr":1.0,"p_tr":0.0001710104389135763,"stable":true,"by_year":"2022:0/53(n8) 2023:17/46(n12) 2024:27/52(n11) 2025:57/56(n7) 2026:43/49(n7)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.6451612903225806,"bt_tr_avg":52.29473885892158,"bt_tr_dd":264.03744178542377,"bt_te_n":14,"bt_te_win":0.2857142857142857,"bt_te_avg":-0.19910753149508054,"bt_te_dd":356.37806485276104,"bt_te_gross":10.408371428570847,"eq":false,"page":false,"conds":[["pos_rng","<=",0.0686],["mv_pct","<=",-0.4029],["rng_pct","<=",1.0314]]},{"id":"R0393","rule":"When size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND opening-range size \u2265 0.37% (\u224891 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) \u2264 -0.12% (\u2248-29 pts at 25,000) at 09:45","T":"09:45","target":"the best favourable excursion after 09:45 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":31,"hit_tr":0.1935,"base_tr":0.5027,"lift_tr":0.385,"n_te":16,"hit_te":0.5625,"base_te":0.5262,"lift_te":1.069,"ci_te":[0.3318,0.769],"p_rand":0.7061469265367316,"p_perm_fw":1.0,"p_te":0.7039159508690616,"q_bh_te":0.8595556585989043,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.016924507670208266,"p_holm_tr":1.0,"p_tr":0.00078916785353437,"stable":false,"by_year":"2022:20/53(n15) 2023:0/46(n7) 2024:33/52(n9) 2025:50/56(n6) 2026:60/49(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.6451612903225806,"bt_tr_avg":67.37320784357665,"bt_tr_dd":149.74508571606492,"bt_te_n":16,"bt_te_win":0.25,"bt_te_avg":-23.72091978756187,"bt_te_dd":615.4309395130178,"bt_te_gross":-12.975850000000264,"eq":false,"page":false,"conds":[["abs_gap_pct","<=",0.2212],["or_rng_pct",">=",0.3655],["dist_twap_pct","<=",-0.1173]]},{"id":"R0394","rule":"When price vs prior-day low \u2265 +0.67% (\u2248+167 pts at 25,000) AND the move from the open is UP AND it is weekly-expiry day at 09:45","T":"09:45","target":"the best favourable excursion after 09:45 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":31,"hit_tr":0.1935,"base_tr":0.5027,"lift_tr":0.385,"n_te":16,"hit_te":0.6875,"base_te":0.5262,"lift_te":1.307,"ci_te":[0.444,0.8584],"p_rand":0.9620189905047476,"p_perm_fw":1.0,"p_te":0.9406576068592998,"q_bh_te":0.9853243980443671,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.016924507670208266,"p_holm_tr":1.0,"p_tr":0.00078916785353437,"stable":false,"by_year":"2022:8/53(n12) 2023:15/46(n13) 2024:50/52(n6) 2025:75/56(n12) 2026:50/49(n4)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.6451612903225806,"bt_tr_avg":38.695269582610585,"bt_tr_dd":319.2339683454678,"bt_te_n":16,"bt_te_win":0.375,"bt_te_avg":-28.113003634572706,"bt_te_dd":674.089624906055,"bt_te_gross":-18.651949999999943,"eq":false,"page":false,"conds":[["dist_pdl_pct",">=",0.6666],["dir","==",1.0],["dte_cat","==",0.0]]},{"id":"R0395","rule":"When size of the move from the open to 09:45 (either direction) \u2265 0.35% (\u224889 pts at 25,000) AND CPR width \u2265 0.20% (\u224851 pts at 25,000) AND price is below the opening-range low at 09:45","T":"09:45","target":"the best favourable excursion after 09:45 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.2,"base_tr":0.5027,"lift_tr":0.398,"n_te":12,"hit_te":0.4167,"base_te":0.5262,"lift_te":0.792,"ci_te":[0.1933,0.6805],"p_rand":0.2518740629685157,"p_perm_fw":1.0,"p_te":0.31846219321000824,"q_bh_te":0.513989757691023,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.024540807499263375,"p_holm_tr":1.0,"p_tr":0.0012931301071565267,"stable":false,"by_year":"2022:22/53(n18) 2023:25/46(n8) 2024:0/52(n4) 2025:50/56(n8) 2026:25/49(n4)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.43333333333333335,"bt_tr_avg":2.6518960254950548,"bt_tr_dd":796.65559369458,"bt_te_n":12,"bt_te_win":0.4166666666666667,"bt_te_avg":-14.824508450359843,"bt_te_dd":266.1252432477636,"bt_te_gross":-6.221250000000509,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.3543],["cpr_width_pct",">=",0.2029],["or_state","==",-1.0]]},{"id":"R0396","rule":"When size of the move from the open to 09:45 (either direction) > 0.19% (\u224848 pts at 25,000) AND move from the open to 09:45 > +0.33% (\u2248+83 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 0.67% (\u2248168 pts at 25,000) at 09:45","T":"09:45","target":"price never trades back to the open after 09:45","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":38,"hit_tr":0.8421,"base_tr":0.3234,"lift_tr":2.604,"n_te":27,"hit_te":0.6667,"base_te":0.3986,"lift_te":1.672,"ci_te":[0.4782,0.8136],"p_rand":0.0014992503748125937,"p_perm_fw":0.009900990099009901,"p_te":0.0044217626936461025,"q_bh_te":0.01482052875249659,"q_bh_te_fam":0.00902776549952746,"p_holm_te":1.0,"q_bh_tr":3.7966342037345405e-08,"p_holm_tr":0.0010907783246018109,"p_tr":1.1838207135861112e-10,"stable":true,"by_year":"2022:93/36(n14) 2023:90/31(n10) 2024:71/30(n14) 2025:60/42(n15) 2026:75/38(n12)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.631578947368421,"bt_tr_avg":35.234691893230575,"bt_tr_dd":249.44509857324238,"bt_te_n":27,"bt_te_win":0.5555555555555556,"bt_te_avg":0.5899367216531202,"bt_te_dd":417.65514988512894,"bt_te_gross":11.344325925926064,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.1928],["mv_pct",">",0.332],["rng_pct","<=",0.6718]]},{"id":"R0397","rule":"When size of the move from the open to 09:45 (either direction) > 0.20% (\u224849 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","T":"09:45","target":"price never trades back to the open after 09:45","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":30,"hit_tr":0.8,"base_tr":0.3234,"lift_tr":2.474,"n_te":18,"hit_te":0.6667,"base_te":0.3986,"lift_te":1.672,"ci_te":[0.4375,0.8372],"p_rand":0.0074962518740629685,"p_perm_fw":0.0891089108910891,"p_te":0.019692888507887744,"q_bh_te":0.05201491203713828,"q_bh_te_fam":0.031987343764193356,"p_holm_te":1.0,"q_bh_tr":2.3965808454721234e-05,"p_holm_tr":1.0,"p_tr":2.193253890928785e-07,"stable":true,"by_year":"2022:73/36(n11) 2023:91/31(n11) 2024:75/30(n8) 2025:67/42(n9) 2026:67/38(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6,"bt_tr_avg":23.094684844730786,"bt_tr_dd":292.9632525551715,"bt_te_n":18,"bt_te_win":0.5555555555555556,"bt_te_avg":2.329096292350293,"bt_te_dd":334.18167758095336,"bt_te_gross":12.884888888889085,"eq":false,"page":false,"conds":[["abs_mv_pct",">",0.1953],["cpr_pos",">",-0.5],["adx_14",">",47.4984]]},{"id":"R0398","rule":"When size of the move from the open to 09:45 (either direction) \u2265 0.35% (\u224889 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) \u2265 0.851 AND it is not expiry day at 09:45","T":"09:45","target":"price never trades back to the open after 09:45","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":34,"hit_tr":0.7941,"base_tr":0.3234,"lift_tr":2.456,"n_te":28,"hit_te":0.5714,"base_te":0.3986,"lift_te":1.433,"ci_te":[0.3907,0.7349],"p_rand":0.010994502748625687,"p_perm_fw":0.009900990099009901,"p_te":0.04841309546881142,"q_bh_te":0.11204173522782072,"q_bh_te_fam":0.06994324357656294,"p_holm_te":1.0,"q_bh_tr":6.414028935598637e-06,"p_holm_tr":0.4195444361468233,"p_tr":4.5716998291032604e-08,"stable":true,"by_year":"2022:78/36(n18) 2023:100/31(n7) 2024:67/30(n9) 2025:50/42(n18) 2026:70/38(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.5882352941176471,"bt_tr_avg":20.964772698470274,"bt_tr_dd":450.4867694611216,"bt_te_n":28,"bt_te_win":0.4642857142857143,"bt_te_avg":-24.273738881523716,"bt_te_dd":856.8156165375583,"bt_te_gross":-14.676064285713958,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.3543],["pos_rng",">=",0.8509],["is_expiry","==",0.0]]},{"id":"R0399","rule":"When size of the move from the open to 09:45 (either direction) > 0.25% (\u224862 pts at 25,000) AND 1-min RSI(14) > 50.3 AND price vs session TWAP (time-weighted VWAP) \u2264 +0.17% (\u2248+43 pts at 25,000) at 09:45","T":"09:45","target":"price never trades back to the open after 09:45","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":68,"hit_tr":0.7794,"base_tr":0.3234,"lift_tr":2.41,"n_te":56,"hit_te":0.6429,"base_te":0.3986,"lift_te":1.613,"ci_te":[0.5119,0.7554],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.00019164916977608895,"q_bh_te":0.0010179398525811938,"q_bh_te_fam":0.000615790775018253,"p_holm_te":0.15140284412311028,"q_bh_tr":2.500858045812579e-11,"p_holm_tr":2.7778581947303024e-07,"p_tr":3.0090269944842545e-14,"stable":true,"by_year":"2022:83/36(n29) 2023:88/31(n17) 2024:64/30(n22) 2025:55/42(n29) 2026:74/38(n27)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":68,"bt_tr_win":0.5588235294117647,"bt_tr_avg":30.31147530207856,"bt_tr_dd":344.70607417587644,"bt_te_n":56,"bt_te_win":0.5357142857142857,"bt_te_avg":4.670790383954274,"bt_te_dd":465.63722713143557,"bt_te_gross":15.545010714285647,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.2488],["rsi_14",">",50.3465],["dist_twap_pct","<=",0.1711]]},{"id":"R0400","rule":"When size of the move from the open to 09:45 (either direction) \u2265 0.35% (\u224889 pts at 25,000) AND opening gap vs prior close \u2264 +0.04% (\u2248+9 pts at 25,000) AND 1-min Supertrend is up at 09:45","T":"09:45","target":"price never trades back to the open after 09:45","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.7812,"base_tr":0.3234,"lift_tr":2.416,"n_te":24,"hit_te":0.5833,"base_te":0.3986,"lift_te":1.463,"ci_te":[0.3883,0.7553],"p_rand":0.02348825587206397,"p_perm_fw":0.12871287128712872,"p_te":0.05198533263752956,"q_bh_te":0.11889351370277348,"q_bh_te_fam":0.07455457461187166,"p_holm_te":1.0,"q_bh_tr":2.9055500749213845e-05,"p_holm_tr":1.0,"p_tr":2.762685079539599e-07,"stable":true,"by_year":"2022:82/36(n17) 2023:50/31(n4) 2024:82/30(n11) 2025:72/42(n18) 2026:17/38(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.4375,"bt_tr_avg":16.193039230593705,"bt_tr_dd":413.63836163619067,"bt_te_n":24,"bt_te_win":0.375,"bt_te_avg":-24.922082174839158,"bt_te_dd":653.4264912735215,"bt_te_gross":-16.343616666666396,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.3543],["gap_pct","<=",0.0365],["supertrend_dir","==",1.0]]},{"id":"R0401","rule":"When size of the move from the open to 09:45 (either direction) \u2265 0.21% (\u224852 pts at 25,000) AND price vs prior-day low \u2265 +0.67% (\u2248+167 pts at 25,000) AND India VIX (prior day's close) \u2264 13.7 at 09:45","T":"09:45","target":"price never trades back to the open after 09:45","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.7742,"base_tr":0.3234,"lift_tr":2.394,"n_te":23,"hit_te":0.7391,"base_te":0.3986,"lift_te":1.854,"ci_te":[0.5353,0.8745],"p_rand":0.0004997501249375312,"p_perm_fw":0.297029702970297,"p_te":0.0009790714047718861,"q_bh_te":0.004119729027871313,"q_bh_te_fam":0.0025030173304603004,"p_holm_te":0.7264709823407395,"q_bh_tr":6.10515820690612e-05,"p_holm_tr":1.0,"p_tr":6.711867000900528e-07,"stable":true,"by_year":"2022:50/36(n2) 2023:79/31(n19) 2024:80/30(n10) 2025:69/42(n16) 2026:86/38(n7)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.5483870967741935,"bt_tr_avg":11.472088223943578,"bt_tr_dd":189.5100340773604,"bt_te_n":23,"bt_te_win":0.5652173913043478,"bt_te_avg":5.515685485141032,"bt_te_dd":292.87071937707896,"bt_te_gross":14.981695652174297,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.2086],["dist_pdl_pct",">=",0.6666],["vix_prev","<=",13.684]]},{"id":"R0402","rule":"When size of the move from the open to 09:45 (either direction) > 0.15% (\u224836 pts at 25,000) AND 1-min ADX(14) > 51 AND 1-min Bollinger %B \u2264 0.906 at 09:45","T":"09:45","target":"price never trades back to the open after 09:45","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":41,"hit_tr":0.7561,"base_tr":0.3234,"lift_tr":2.338,"n_te":28,"hit_te":0.6071,"base_te":0.3986,"lift_te":1.523,"ci_te":[0.4241,0.7643],"p_rand":0.010994502748625687,"p_perm_fw":0.009900990099009901,"p_te":0.020741538294377117,"q_bh_te":0.05448858168144475,"q_bh_te_fam":0.03350556186014765,"p_holm_te":1.0,"q_bh_tr":4.896294016917415e-06,"p_holm_tr":0.3064365049071701,"p_tr":3.338140651739745e-08,"stable":true,"by_year":"2022:73/36(n15) 2023:76/31(n17) 2024:78/30(n9) 2025:58/42(n12) 2026:62/38(n16)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":41,"bt_tr_win":0.4878048780487805,"bt_tr_avg":13.947869744827065,"bt_tr_dd":219.30830805964524,"bt_te_n":28,"bt_te_win":0.5357142857142857,"bt_te_avg":-9.8680028920707,"bt_te_dd":627.4361128949233,"bt_te_gross":1.0416571428572101,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.1457],["adx_14",">",50.9559],["bb_pctb","<=",0.9059]]},{"id":"R0403","rule":"When size of the move from the open to 09:45 (either direction) \u2265 0.21% (\u224852 pts at 25,000) AND 1-min RSI(14) \u2265 54.6 AND 1-min ATR(14) as % of price \u2264 0.0491 at 09:45","T":"09:45","target":"price never trades back to the open after 09:45","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.7576,"base_tr":0.3234,"lift_tr":2.343,"n_te":29,"hit_te":0.6207,"base_te":0.3986,"lift_te":1.557,"ci_te":[0.44,0.7731],"p_rand":0.00399800099950025,"p_perm_fw":0.3465346534653465,"p_te":0.012955089136355942,"q_bh_te":0.03649955547982022,"q_bh_te_fam":0.022404683565227332,"p_holm_te":1.0,"q_bh_tr":6.976216736731182e-05,"p_holm_tr":1.0,"p_tr":7.870866002101741e-07,"stable":true,"by_year":"2022:75/36(n8) 2023:75/31(n16) 2024:78/30(n9) 2025:61/42(n18) 2026:64/38(n11)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:45 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.6060606060606061,"bt_tr_avg":22.260261328449644,"bt_tr_dd":217.47484811163133,"bt_te_n":29,"bt_te_win":0.5172413793103449,"bt_te_avg":-1.6352286433128467,"bt_te_dd":287.5768486356727,"bt_te_gross":9.143917241379878,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.2086],["rsi_14",">=",54.5573],["atr14_pct","<=",0.0491]]},{"id":"R0404","rule":"When size of the move from the open to 09:45 (either direction) \u2264 0.06% (\u224816 pts at 25,000) AND prior-day range \u2264 1.03% (\u2248257 pts at 25,000) at 09:45","T":"09:45","target":"price never trades back to the open after 09:45","family":"level / structure","method":"tree","dirn":"lower","n_tr":95,"hit_tr":0.0,"base_tr":0.3234,"lift_tr":0.0,"n_te":57,"hit_te":0.0526,"base_te":0.3986,"lift_te":0.132,"ci_te":[0.0181,0.1437],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.3860912087282013e-09,"q_bh_te":8.685678969890214e-08,"q_bh_te_fam":5.254299623760746e-08,"p_holm_te":2.2596283746656067e-06,"q_bh_tr":2.1550668140772362e-13,"p_holm_tr":1.4122902101219895e-09,"p_tr":1.5290629096570033e-16,"stable":true,"by_year":"2022:0/36(n27) 2023:0/31(n40) 2024:0/30(n28) 2025:3/42(n29) 2026:7/38(n28)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":95,"bt_tr_win":0.4631578947368421,"bt_tr_avg":0.3888151672696252,"bt_tr_dd":615.7765187630583,"bt_te_n":57,"bt_te_win":0.45614035087719296,"bt_te_avg":-4.872327068761444,"bt_te_dd":1203.9078982413196,"bt_te_gross":5.991982456140313,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0646],["pdr_pct","<=",1.0299]]},{"id":"R0405","rule":"When size of the move from the open to 09:45 (either direction) \u2264 0.07% (\u224818 pts at 25,000) AND CPR width \u2264 0.13% (\u224833 pts at 25,000) AND it is not expiry day at 09:45","T":"09:45","target":"price never trades back to the open after 09:45","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":51,"hit_tr":0.0,"base_tr":0.3234,"lift_tr":0.0,"n_te":29,"hit_te":0.069,"base_te":0.3986,"lift_te":0.173,"ci_te":[0.0191,0.2196],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":7.817589734606184e-05,"q_bh_te":0.00048709597577161607,"q_bh_te_fam":0.00029466299768900233,"p_holm_te":0.06386970813173252,"q_bh_tr":8.764031557222306e-07,"p_holm_tr":0.0409780267912004,"p_tr":4.456131825120744e-09,"stable":true,"by_year":"2022:0/36(n12) 2023:0/31(n23) 2024:0/30(n16) 2025:7/42(n14) 2026:7/38(n15)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":51,"bt_tr_win":0.37254901960784315,"bt_tr_avg":-14.578567849790831,"bt_tr_dd":900.815729126252,"bt_te_n":29,"bt_te_win":0.41379310344827586,"bt_te_avg":-8.204953923203295,"bt_te_dd":592.1102088176033,"bt_te_gross":2.8236482758624457,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0702],["cpr_width_pct","<=",0.1325],["is_expiry","==",0.0]]},{"id":"R0406","rule":"When size of the move from the open to 09:45 (either direction) \u2264 0.07% (\u224818 pts at 25,000) AND the first opening-range break was downward at 09:45","T":"09:45","target":"price never trades back to the open after 09:45","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":42,"hit_tr":0.0,"base_tr":0.3234,"lift_tr":0.0,"n_te":16,"hit_te":0.125,"base_te":0.3986,"lift_te":0.314,"ci_te":[0.035,0.3602],"p_rand":0.01199400299850075,"p_perm_fw":0.04950495049504951,"p_te":0.018822538029275894,"q_bh_te":0.05012467661494841,"q_bh_te_fam":0.030829115212295893,"p_holm_te":1.0,"q_bh_tr":1.739987616778431e-05,"p_holm_tr":1.0,"p_tr":1.4989745497161039e-07,"stable":true,"by_year":"2022:0/36(n16) 2023:0/31(n10) 2024:0/30(n16) 2025:9/42(n11) 2026:20/38(n5)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":42,"bt_tr_win":0.38095238095238093,"bt_tr_avg":7.223696048220013,"bt_tr_dd":969.604024073448,"bt_te_n":16,"bt_te_win":0.3125,"bt_te_avg":-34.307001022283906,"bt_te_dd":548.9120163565424,"bt_te_gross":-24.77314999999976,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.0702],["or_first_break","==",-1.0]]},{"id":"R0407","rule":"When size of the move from the open to 09:45 (either direction) \u2264 0.07% (\u224818 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 0.35% (\u224888 pts at 25,000) AND 1-min ADX(14) \u2264 24.8 at 09:45","T":"09:45","target":"price never trades back to the open after 09:45","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":41,"hit_tr":0.0,"base_tr":0.3234,"lift_tr":0.0,"n_te":28,"hit_te":0.0,"base_te":0.3986,"lift_te":0.0,"ci_te":[0.0,0.1206],"p_rand":0.0004997501249375312,"p_perm_fw":0.0891089108910891,"p_te":6.544905579817876e-07,"q_bh_te":9.10489453816864e-06,"q_bh_te_fam":5.507899165064979e-06,"p_holm_te":0.000591659464415536,"q_bh_tr":2.4174694204028588e-05,"p_holm_tr":1.0,"p_tr":2.2153519364771102e-07,"stable":true,"by_year":"2022:0/36(n11) 2023:0/31(n17) 2024:0/30(n13) 2025:0/42(n16) 2026:0/38(n12)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 09:45 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":41,"bt_tr_win":0.4146341463414634,"bt_tr_avg":-2.2148179263211767,"bt_tr_dd":651.0879995443897,"bt_te_n":28,"bt_te_win":0.4642857142857143,"bt_te_avg":-5.519278036776228,"bt_te_dd":545.1166825270942,"bt_te_gross":5.043657142857228,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0702],["rng_pct","<=",0.3526],["adx_14","<=",24.7969]]},{"id":"R0408","rule":"When price vs prior-day high > -0.38% (\u2248-95 pts at 25,000) AND move from the open to 09:45 > +0.12% (\u2248+30 pts at 25,000) at 09:45","T":"09:45","target":"price reaches the prior-day high after 09:45 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":32,"hit_tr":0.8438,"base_tr":0.2372,"lift_tr":3.557,"n_te":23,"hit_te":0.7826,"base_te":0.1972,"lift_te":3.969,"ci_te":[0.581,0.9034],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.433601777793985e-09,"q_bh_te":8.685678969890214e-08,"q_bh_te_fam":5.254299623760746e-08,"p_holm_te":2.3021872817931096e-06,"q_bh_tr":8.001885894396238e-10,"p_holm_tr":1.3649141851921122e-05,"p_tr":1.4794565199326888e-12,"stable":true,"by_year":"2022:100/20(n9) 2023:83/22(n12) 2024:73/28(n11) 2025:81/22(n16) 2026:71/17(n7)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 09:45 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.71875,"bt_tr_avg":2.0280267797113636,"bt_tr_dd":212.42421494022452,"bt_te_n":23,"bt_te_win":0.6521739130434783,"bt_te_avg":2.4729972190321554,"bt_te_dd":194.32361448206927,"bt_te_gross":12.527269565217505,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.3799],["mv_pct",">",0.1198]]},{"id":"R0409","rule":"When price vs prior-day high > -0.43% (\u2248-107 pts at 25,000) AND CPR width > 0.10% (\u224826 pts at 25,000) AND India VIX (prior day's close) > 13.9 at 09:45","T":"09:45","target":"price reaches the prior-day high after 09:45 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":30,"hit_tr":0.8333,"base_tr":0.2372,"lift_tr":3.513,"n_te":16,"hit_te":0.5,"base_te":0.1972,"lift_te":2.536,"ci_te":[0.28,0.72],"p_rand":0.005997001499250375,"p_perm_fw":0.009900990099009901,"p_te":0.006402302634832325,"q_bh_te":0.020139282074618188,"q_bh_te_fam":0.012262390714271685,"p_holm_te":1.0,"q_bh_tr":7.528230172925601e-09,"p_holm_tr":0.00017230645266170207,"p_tr":1.8688487451004436e-11,"stable":true,"by_year":"2022:78/20(n18) 2023:80/22(n5) 2024:100/28(n7) 2025:36/22(n11) 2026:80/17(n5)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter long at 09:45 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.7,"bt_tr_avg":9.596575914585749,"bt_tr_dd":245.73196013078956,"bt_te_n":16,"bt_te_win":0.5625,"bt_te_avg":-12.333151359554778,"bt_te_dd":495.0480042905776,"bt_te_gross":-2.4823499999997694,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.4269],["cpr_width_pct",">",0.1028],["vix_prev",">",13.95]]},{"id":"R0410","rule":"When price vs prior-day high > -0.38% (\u2248-95 pts at 25,000) AND CPR width > 0.06% (\u224816 pts at 25,000) AND India VIX change on the prior day (%) > -2.59 at 09:45","T":"09:45","target":"price reaches the prior-day high after 09:45 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":51,"hit_tr":0.8039,"base_tr":0.2372,"lift_tr":3.389,"n_te":25,"hit_te":0.6,"base_te":0.1972,"lift_te":3.043,"ci_te":[0.4074,0.766],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.1322686353337433e-05,"q_bh_te":9.91500102292251e-05,"q_bh_te_fam":5.997963581767938e-05,"p_holm_te":0.00976717577929721,"q_bh_tr":6.947317819655522e-14,"p_holm_tr":4.078955325299619e-10,"p_tr":4.4158899353086356e-17,"stable":true,"by_year":"2022:85/20(n13) 2023:82/22(n22) 2024:75/28(n16) 2025:60/22(n15) 2026:60/17(n10)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 09:45 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":51,"bt_tr_win":0.7450980392156863,"bt_tr_avg":9.934624305432475,"bt_tr_dd":212.83447493438916,"bt_te_n":25,"bt_te_win":0.52,"bt_te_avg":-13.777365287954241,"bt_te_dd":527.810346812737,"bt_te_gross":-3.2617439999998896,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.3812],["cpr_width_pct",">",0.0645],["vix_chg",">",-2.592]]},{"id":"R0411","rule":"When price vs prior-day high > -0.38% (\u2248-95 pts at 25,000) AND distance from TWAP in the move's direction > +0.05% (\u2248+11 pts at 25,000) AND size of the opening gap > 0.08% (\u224819 pts at 25,000) at 09:45","T":"09:45","target":"price reaches the prior-day high after 09:45 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":40,"hit_tr":0.8,"base_tr":0.2372,"lift_tr":3.373,"n_te":20,"hit_te":0.65,"base_te":0.1972,"lift_te":3.296,"ci_te":[0.4329,0.8188],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.2893113078531199e-05,"q_bh_te":0.00010711201634472072,"q_bh_te_fam":6.479615803569526e-05,"p_holm_te":0.011036504795222706,"q_bh_tr":1.308694377948634e-10,"p_holm_tr":1.775117951948011e-06,"p_tr":1.9233534987950434e-13,"stable":true,"by_year":"2022:83/20(n12) 2023:80/22(n15) 2024:77/28(n13) 2025:54/22(n13) 2026:86/17(n7)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 09:45 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":40,"bt_tr_win":0.75,"bt_tr_avg":13.738099029438326,"bt_tr_dd":152.91596816578163,"bt_te_n":20,"bt_te_win":0.55,"bt_te_avg":-6.300188487326823,"bt_te_dd":437.65617037235967,"bt_te_gross":3.663260000000264,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.3811],["twap_dir_pct",">",0.0458],["abs_gap_pct",">",0.0759]]},{"id":"R0412","rule":"When price vs prior-day high > -0.38% (\u2248-95 pts at 25,000) AND India VIX (prior day's close) > 13.4 AND prior day's close-to-close return > -0.82% (\u2248-204 pts at 25,000) at 09:45","T":"09:45","target":"price reaches the prior-day high after 09:45 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":52,"hit_tr":0.7885,"base_tr":0.2372,"lift_tr":3.324,"n_te":18,"hit_te":0.5556,"base_te":0.1972,"lift_te":2.817,"ci_te":[0.3372,0.7544],"p_rand":0.0009995002498750624,"p_perm_fw":0.009900990099009901,"p_te":0.0008100943269053084,"q_bh_te":0.0034384789770827936,"q_bh_te_fam":0.002089190632545269,"p_holm_te":0.6027101792175494,"q_bh_tr":2.2528211820192957e-13,"p_holm_tr":1.482426014739961e-09,"p_tr":1.605002460123265e-16,"stable":true,"by_year":"2022:87/20(n15) 2023:78/22(n9) 2024:75/28(n28) 2025:46/22(n13) 2026:80/17(n5)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter long at 09:45 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":52,"bt_tr_win":0.6730769230769231,"bt_tr_avg":4.497878586353661,"bt_tr_dd":262.1626544277071,"bt_te_n":18,"bt_te_win":0.5555555555555556,"bt_te_avg":-21.301299244633597,"bt_te_dd":632.7342353207772,"bt_te_gross":-12.426311111111216,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.3812],["vix_prev",">",13.375],["prevret_pct",">",-0.8159]]},{"id":"R0413","rule":"When price vs prior-day high > -0.22% (\u2248-54 pts at 25,000) AND price vs prior-day low > +0.25% (\u2248+63 pts at 25,000) AND CPR width \u2264 0.35% (\u224889 pts at 25,000) at 09:45","T":"09:45","target":"price reaches the prior-day high after 09:45 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":32,"hit_tr":0.7812,"base_tr":0.2372,"lift_tr":3.294,"n_te":23,"hit_te":0.8261,"base_te":0.1972,"lift_te":4.189,"ci_te":[0.6286,0.9302],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.5478681612684278e-10,"q_bh_te":7.522639263764559e-09,"q_bh_te_fam":4.550732394129178e-09,"p_holm_te":1.4751183576888118e-07,"q_bh_tr":7.624855316291059e-08,"p_holm_tr":0.0024261933410313877,"p_tr":2.634033034646703e-10,"stable":true,"by_year":"2022:83/20(n6) 2023:73/22(n15) 2024:82/28(n11) 2025:87/22(n15) 2026:75/17(n8)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 09:45 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.78125,"bt_tr_avg":-1.1330540441334414,"bt_tr_dd":110.90822685450274,"bt_te_n":23,"bt_te_win":0.6956521739130435,"bt_te_avg":0.6661070305274415,"bt_te_dd":137.13981641181368,"bt_te_gross":10.762669565217632,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.2154],["dist_pdl_pct",">",0.251],["cpr_width_pct","<=",0.3546]]},{"id":"R0414","rule":"When price vs prior-day high > -0.45% (\u2248-112 pts at 25,000) AND CPR width > 0.11% (\u224828 pts at 25,000) at 09:45","T":"09:45","target":"price reaches the prior-day high after 09:45 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":62,"hit_tr":0.6774,"base_tr":0.2372,"lift_tr":2.856,"n_te":43,"hit_te":0.4651,"base_te":0.1972,"lift_te":2.359,"ci_te":[0.3251,0.6108],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":6.570426315868598e-05,"q_bh_te":0.0004286210992633743,"q_bh_te_fam":0.0002592893069617943,"p_holm_te":0.05414031284275725,"q_bh_tr":3.3038938365735376e-10,"p_holm_tr":5.021654295437456e-06,"p_tr":5.441966776182632e-13,"stable":true,"by_year":"2022:78/20(n18) 2023:68/22(n22) 2024:59/28(n22) 2025:39/22(n31) 2026:67/17(n12)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 09:45 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":62,"bt_tr_win":0.5967741935483871,"bt_tr_avg":-5.383055595736786,"bt_tr_dd":399.35089305273186,"bt_te_n":43,"bt_te_win":0.46511627906976744,"bt_te_avg":-24.41754222004412,"bt_te_dd":1271.2771419695257,"bt_te_gross":-14.883376744185943,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.4498],["cpr_width_pct",">",0.1124]]},{"id":"R0415","rule":"When move from the open to 09:45 \u2265 +0.16% (\u2248+40 pts at 25,000) AND price is above the CPR at 09:45","T":"09:45","target":"price reaches the prior-day high after 09:45 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.6774,"base_tr":0.2372,"lift_tr":2.856,"n_te":25,"hit_te":0.68,"base_te":0.1972,"lift_te":3.449,"ci_te":[0.4841,0.828],"p_rand":0.0004997501249375312,"p_perm_fw":0.26732673267326734,"p_te":2.1523780354393667e-07,"q_bh_te":3.6070887076673527e-06,"q_bh_te_fam":2.1820660083419783e-06,"p_holm_te":0.00019694259024270204,"q_bh_tr":4.914146690806242e-05,"p_holm_tr":1.0,"p_tr":5.180971408295276e-07,"stable":true,"by_year":"2022:75/20(n12) 2023:85/22(n13) 2024:17/28(n6) 2025:73/22(n15) 2026:60/17(n10)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 09:45 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.6451612903225806,"bt_tr_avg":-6.0349222117033126,"bt_tr_dd":536.0632765940347,"bt_te_n":25,"bt_te_win":0.68,"bt_te_avg":12.851038057606042,"bt_te_dd":148.5090892624046,"bt_te_gross":23.272936000000044,"eq":true,"page":true,"conds":[["mv_pct",">=",0.1587],["cpr_pos","==",1.0]]},{"id":"R0416","rule":"When opening gap vs prior close \u2264 -0.23% (\u2248-58 pts at 25,000) AND price vs prior-day high \u2264 -0.99% (\u2248-246 pts at 25,000) AND prior day's close-to-close return is negative at 09:45","T":"09:45","target":"price reaches the prior-day high after 09:45 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":67,"hit_tr":0.0,"base_tr":0.2372,"lift_tr":0.0,"n_te":39,"hit_te":0.0256,"base_te":0.1972,"lift_te":0.13,"ci_te":[0.0045,0.1318],"p_rand":0.0029985007496251873,"p_perm_fw":0.009900990099009901,"p_te":0.0020159800388800638,"q_bh_te":0.007536663837659315,"q_bh_te_fam":0.00459455915837782,"p_holm_te":1.0,"q_bh_tr":4.023344841422087e-06,"p_holm_tr":0.24273631521731925,"p_tr":2.6435704710778093e-08,"stable":true,"by_year":"2022:0/20(n39) 2023:0/22(n10) 2024:0/28(n18) 2025:0/22(n14) 2026:4/17(n25)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["gap_pct","<=",-0.2327],["dist_pdh_pct","<=",-0.9859],["prevret_pct","<",0.0]]},{"id":"R0417","rule":"When price vs prior-day low \u2264 +0.06% (\u2248+15 pts at 25,000) AND 1-min ATR(14) as % of price \u2265 0.0596 AND prior day's close-to-close return is negative at 09:45","T":"09:45","target":"price reaches the prior-day high after 09:45 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":66,"hit_tr":0.0,"base_tr":0.2372,"lift_tr":0.0,"n_te":37,"hit_te":0.0,"base_te":0.1972,"lift_te":0.0,"ci_te":[0.0,0.0941],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.0002956723800877016,"q_bh_te":0.001473813094591005,"q_bh_te_fam":0.0008915659461106079,"p_holm_te":0.23003311170823187,"q_bh_tr":5.059484508201115e-06,"p_holm_tr":0.31813194144515894,"p_tr":3.4656564231650254e-08,"stable":true,"by_year":"2022:0/20(n36) 2023:0/22(n6) 2024:0/28(n24) 2025:0/22(n16) 2026:0/17(n21)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["dist_pdl_pct","<=",0.0591],["atr14_pct",">=",0.0596],["prevret_pct","<",0.0]]},{"id":"R0418","rule":"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","T":"09:45","target":"price reaches the prior-day high after 09:45 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":64,"hit_tr":0.0,"base_tr":0.2372,"lift_tr":0.0,"n_te":42,"hit_te":0.0476,"base_te":0.1972,"lift_te":0.241,"ci_te":[0.0132,0.1579],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.006237345268441901,"q_bh_te":0.019812743793874273,"q_bh_te_fam":0.012064338874486309,"p_holm_te":1.0,"q_bh_tr":8.00678735657568e-06,"p_holm_tr":0.5464353887022876,"p_tr":5.956274886763305e-08,"stable":true,"by_year":"2022:0/20(n26) 2023:0/22(n14) 2024:0/28(n24) 2025:5/22(n20) 2026:4/17(n22)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["prevret_pct","<",0.0],["dir","==",1.0],["cpr_pos","==",-1.0]]},{"id":"R0419","rule":"When size of the opening gap \u2265 0.35% (\u224887 pts at 25,000) AND prior day's close-to-close return \u2264 -0.10% (\u2248-25 pts at 25,000) AND price is below the CPR at 09:45","T":"09:45","target":"price reaches the prior-day high after 09:45 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":63,"hit_tr":0.0,"base_tr":0.2372,"lift_tr":0.0,"n_te":34,"hit_te":0.0,"base_te":0.1972,"lift_te":0.0,"ci_te":[0.0,0.1015],"p_rand":0.0009995002498750624,"p_perm_fw":0.019801980198019802,"p_te":0.000571427630793655,"q_bh_te":0.002559574456826879,"q_bh_te_fam":0.0015555529949382832,"p_holm_te":0.4319992888800032,"q_bh_tr":1.0060949916766145e-05,"p_holm_tr":0.7161308534225727,"p_tr":7.808531130638508e-08,"stable":true,"by_year":"2022:0/20(n39) 2023:0/22(n11) 2024:0/28(n13) 2025:0/22(n13) 2026:0/17(n21)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["abs_gap_pct",">=",0.3474],["prevret_pct","<=",-0.1019],["cpr_pos","==",-1.0]]},{"id":"R0420","rule":"When price vs prior-day low \u2264 +0.21% (\u2248+53 pts at 25,000) AND opening-range size \u2264 0.44% (\u2248109 pts at 25,000) at 09:45","T":"09:45","target":"price reaches the prior-day low after 09:45 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":39,"hit_tr":0.8718,"base_tr":0.2588,"lift_tr":3.368,"n_te":20,"hit_te":0.7,"base_te":0.223,"lift_te":3.139,"ci_te":[0.481,0.8545],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":7.220461791610808e-06,"q_bh_te":6.948800852916541e-05,"q_bh_te_fam":4.203595577690252e-05,"p_holm_te":0.006296242682284624,"q_bh_tr":3.1710314458545243e-12,"p_holm_tr":2.7641135278268398e-08,"p_tr":2.993361624521642e-15,"stable":true,"by_year":"2022:100/26(n9) 2023:90/26(n20) 2024:70/26(n10) 2025:71/24(n17) 2026:67/20(n3)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 09:45 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":39,"bt_tr_win":0.8461538461538461,"bt_tr_avg":12.023556407661033,"bt_tr_dd":93.5601422095321,"bt_te_n":20,"bt_te_win":0.65,"bt_te_avg":-9.296352781707006,"bt_te_dd":319.7554432066434,"bt_te_gross":-0.048359999999956924,"eq":true,"page":true,"conds":[["dist_pdl_pct","<=",0.2117],["or_rng_pct","<=",0.4361]]},{"id":"R0421","rule":"When price vs prior-day low \u2264 +0.32% (\u2248+81 pts at 25,000) AND size of the move from the open to 09:45 (either direction) > 0.04% (\u224810 pts at 25,000) AND size of the opening gap > 0.16% (\u224841 pts at 25,000) at 09:45","T":"09:45","target":"price reaches the prior-day low after 09:45 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":32,"hit_tr":0.8438,"base_tr":0.2588,"lift_tr":3.26,"n_te":23,"hit_te":0.7391,"base_te":0.223,"lift_te":3.315,"ci_te":[0.5353,0.8745],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.0436239749463828e-07,"q_bh_te":3.484916673066463e-06,"q_bh_te_fam":2.108159468892058e-06,"p_holm_te":0.00018719595610508865,"q_bh_tr":5.690924692044645e-09,"p_holm_tr":0.00012559899552128638,"p_tr":1.3621347112255262e-11,"stable":true,"by_year":"2022:91/26(n11) 2023:77/26(n13) 2024:88/26(n8) 2025:81/24(n16) 2026:57/20(n7)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 09:45 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.84375,"bt_tr_avg":13.396276049640846,"bt_tr_dd":125.96418956121045,"bt_te_n":23,"bt_te_win":0.6521739130434783,"bt_te_avg":3.28788369985661,"bt_te_dd":224.4782827256571,"bt_te_gross":13.277660869564937,"eq":true,"page":true,"conds":[["dist_pdl_pct","<=",0.3222],["abs_mv_pct",">",0.0405],["abs_gap_pct",">",0.1625]]},{"id":"R0422","rule":"When price vs prior-day low \u2264 +0.36% (\u2248+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% (\u2248+11 pts at 25,000) at 09:45","T":"09:45","target":"price reaches the prior-day low after 09:45 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":31,"hit_tr":0.8387,"base_tr":0.2588,"lift_tr":3.24,"n_te":17,"hit_te":0.5882,"base_te":0.223,"lift_te":2.638,"ci_te":[0.3601,0.7839],"p_rand":0.0069965017491254375,"p_perm_fw":0.009900990099009901,"p_te":0.0012255013560520031,"q_bh_te":0.004963280492010612,"q_bh_te_fam":0.0030150409931321252,"p_holm_te":0.8982924939861183,"q_bh_tr":1.6079943107065455e-08,"p_holm_tr":0.0004102346486883982,"p_tr":4.450708805978485e-11,"stable":true,"by_year":"2022:100/26(n12) 2023:83/26(n12) 2024:57/26(n7) 2025:62/24(n13) 2026:50/20(n4)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter short at 09:45 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.8387096774193549,"bt_tr_avg":10.634069314805535,"bt_tr_dd":249.22647592192828,"bt_te_n":17,"bt_te_win":0.5882352941176471,"bt_te_avg":-9.56959473832358,"bt_te_dd":349.18661483895875,"bt_te_gross":-0.05628235294053036,"eq":true,"page":true,"conds":[["dist_pdl_pct","<=",0.3618],["pos_rng",">",0.0624],["twap_dir_pct",">",0.0432]]},{"id":"R0423","rule":"When price vs prior-day low \u2264 +0.73% (\u2248+183 pts at 25,000) AND 1-min ATR(14) as % of price > 0.0582 AND price vs prior-day high > -0.57% (\u2248-142 pts at 25,000) at 09:45","T":"09:45","target":"price reaches the prior-day low after 09:45 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":31,"hit_tr":0.8387,"base_tr":0.2588,"lift_tr":3.24,"n_te":16,"hit_te":0.3125,"base_te":0.223,"lift_te":1.401,"ci_te":[0.1416,0.556],"p_rand":0.5492253873063468,"p_perm_fw":0.009900990099009901,"p_te":0.27523679962973113,"q_bh_te":0.4644346640155575,"q_bh_te_fam":0.32563226998447065,"p_holm_te":1.0,"q_bh_tr":1.6079943107065455e-08,"p_holm_tr":0.0004102346486883982,"p_tr":4.450708805978485e-11,"stable":false,"by_year":"2022:75/26(n8) 2023:100/26(n4) 2024:84/26(n19) 2025:18/24(n11) 2026:60/20(n5)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter short at 09:45 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.7741935483870968,"bt_tr_avg":59.79913573652935,"bt_tr_dd":152.44542984196988,"bt_te_n":16,"bt_te_win":0.4375,"bt_te_avg":-13.63121338807051,"bt_te_dd":398.67122290621705,"bt_te_gross":-3.9113124999998945,"eq":false,"page":false,"conds":[["dist_pdl_pct","<=",0.7329],["atr14_pct",">",0.0582],["dist_pdh_pct",">",-0.5688]]},{"id":"R0424","rule":"When prior-day range \u2264 0.78% (\u2248196 pts at 25,000) AND CPR width \u2264 0.13% (\u224833 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 -0.01% (\u2248-3 pts at 25,000) at 09:45","T":"09:45","target":"price reaches the prior-day low after 09:45 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8,"base_tr":0.2588,"lift_tr":3.091,"n_te":30,"hit_te":0.6667,"base_te":0.223,"lift_te":2.99,"ci_te":[0.4878,0.8077],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.5724138135238024e-07,"q_bh_te":4.1673103779085595e-06,"q_bh_te_fam":2.5209655372533267e-06,"p_holm_te":0.00023486138117472316,"q_bh_tr":3.9351975065872803e-07,"p_holm_tr":0.016153616463436413,"p_tr":1.7555155091899857e-09,"stable":true,"by_year":"2022:67/26(n6) 2023:79/26(n14) 2024:90/26(n10) 2025:67/24(n24) 2026:67/20(n6)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 09:45 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.8,"bt_tr_avg":16.394956706337226,"bt_tr_dd":133.29849161139475,"bt_te_n":30,"bt_te_win":0.6333333333333333,"bt_te_avg":-0.6241058290625119,"bt_te_dd":242.76903337467985,"bt_te_gross":8.870080000000355,"eq":true,"page":true,"conds":[["pdr_pct","<=",0.7824],["cpr_width_pct","<=",0.1325],["ema9_21_pct","<=",-0.0103]]},{"id":"R0425","rule":"When price vs prior-day low \u2264 +0.32% (\u2248+81 pts at 25,000) AND size of the move from the open to 09:45 (either direction) > 0.02% (\u22485 pts at 25,000) AND opening gap vs prior close > +0.07% (\u2248+18 pts at 25,000) at 09:45","T":"09:45","target":"price reaches the prior-day low after 09:45 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":39,"hit_tr":0.7949,"base_tr":0.2588,"lift_tr":3.071,"n_te":29,"hit_te":0.6207,"base_te":0.223,"lift_te":2.783,"ci_te":[0.44,0.7731],"p_rand":0.0014992503748125937,"p_perm_fw":0.009900990099009901,"p_te":4.784066924378859e-06,"q_bh_te":4.7939309798930415e-05,"q_bh_te_fam":2.9000323211698647e-05,"p_holm_te":0.0041908426257558805,"q_bh_tr":3.518067688300398e-09,"p_holm_tr":7.203398926942752e-05,"p_tr":7.810807124023122e-12,"stable":true,"by_year":"2022:100/26(n10) 2023:82/26(n17) 2024:58/26(n12) 2025:64/24(n25) 2026:50/20(n4)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 09:45 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":39,"bt_tr_win":0.7948717948717948,"bt_tr_avg":12.477101819465927,"bt_tr_dd":246.46975419130752,"bt_te_n":29,"bt_te_win":0.5862068965517241,"bt_te_avg":-4.928934866834105,"bt_te_dd":531.5724496476901,"bt_te_gross":4.002813793103495,"eq":true,"page":true,"conds":[["dist_pdl_pct","<=",0.3222],["abs_mv_pct",">",0.0188],["gap_pct",">",0.0732]]},{"id":"R0426","rule":"When 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 -0.00% (\u2248-1 pts at 25,000) AND (it is not expiry day) AND price vs prior-day low \u2264 +0.25% (\u2248+63 pts at 25,000) at 09:45","T":"09:45","target":"price reaches the prior-day low after 09:45 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":37,"hit_tr":0.7838,"base_tr":0.2588,"lift_tr":3.028,"n_te":21,"hit_te":0.619,"base_te":0.223,"lift_te":2.776,"ci_te":[0.4088,0.7925],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.00010834654827921724,"q_bh_te":0.0006344147284783082,"q_bh_te_fam":0.00038378174932638396,"p_holm_te":0.08743566446132832,"q_bh_tr":2.4912624823817934e-08,"p_holm_tr":0.0006783535796852672,"p_tr":7.360958853127398e-11,"stable":true,"by_year":"2022:77/26(n13) 2023:81/26(n16) 2024:75/26(n8) 2025:50/24(n16) 2026:100/20(n5)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 09:45 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":37,"bt_tr_win":0.7297297297297297,"bt_tr_avg":-2.857520467134428,"bt_tr_dd":292.0148929406862,"bt_te_n":21,"bt_te_win":0.6190476190476191,"bt_te_avg":-21.152191098353544,"bt_te_dd":570.0723325871911,"bt_te_gross":-11.689609523809937,"eq":true,"page":true,"conds":[["ema9_21_pct","<=",-0.0038],["is_expiry","<=",0.5],["dist_pdl_pct","<=",0.2522]]},{"id":"R0427","rule":"When price vs prior-day low \u2264 +0.37% (\u2248+93 pts at 25,000) AND CPR width \u2264 0.13% (\u224833 pts at 25,000) AND prior day's close-to-close return is positive at 09:45","T":"09:45","target":"price reaches the prior-day low after 09:45 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.7812,"base_tr":0.2588,"lift_tr":3.018,"n_te":23,"hit_te":0.4348,"base_te":0.223,"lift_te":1.95,"ci_te":[0.2563,0.6319],"p_rand":0.10594702648675662,"p_perm_fw":0.009900990099009901,"p_te":0.019189180336309546,"q_bh_te":0.050822570264013295,"q_bh_te_fam":0.03125550702977843,"p_holm_te":1.0,"q_bh_tr":4.2679841943015114e-07,"p_holm_tr":0.01775998788263847,"p_tr":1.9302089738083146e-09,"stable":true,"by_year":"2022:100/26(n2) 2023:81/26(n16) 2024:71/26(n14) 2025:47/24(n19) 2026:25/20(n4)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter short at 09:45 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.84375,"bt_tr_avg":23.2640673396034,"bt_tr_dd":173.17828299696828,"bt_te_n":23,"bt_te_win":0.6086956521739131,"bt_te_avg":-2.809877555465631,"bt_te_dd":218.06805915532163,"bt_te_gross":6.188330434782667,"eq":false,"page":false,"conds":[["dist_pdl_pct","<=",0.3706],["cpr_width_pct","<=",0.1325],["prevret_pct",">",0.0]]},{"id":"R0428","rule":"When price vs prior-day low \u2265 +0.67% (\u2248+167 pts at 25,000) AND CPR width \u2265 0.20% (\u224851 pts at 25,000) AND India VIX change on the prior day (%) \u2264 -1.33 at 09:45","T":"09:45","target":"price reaches the prior-day low after 09:45 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":72,"hit_tr":0.0,"base_tr":0.2588,"lift_tr":0.0,"n_te":30,"hit_te":0.0,"base_te":0.223,"lift_te":0.0,"ci_te":[-0.0,0.1135],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.0005160466812762271,"q_bh_te":0.0023772387402866955,"q_bh_te_fam":0.001444930707573436,"p_holm_te":0.393227571132485,"q_bh_tr":2.1226906986653127e-07,"p_holm_tr":0.007916004763122647,"p_tr":8.599281296838024e-10,"stable":true,"by_year":"2022:0/26(n36) 2023:0/26(n17) 2024:0/26(n19) 2025:0/24(n19) 2026:0/20(n11)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["dist_pdl_pct",">=",0.6666],["cpr_width_pct",">=",0.2029],["vix_chg","<=",-1.3269]]},{"id":"R0429","rule":"When price vs prior-day low \u2265 +0.67% (\u2248+167 pts at 25,000) AND CPR width \u2265 0.20% (\u224851 pts at 25,000) AND expiry is 3+ trading days away at 09:45","T":"09:45","target":"price reaches the prior-day low after 09:45 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":62,"hit_tr":0.0,"base_tr":0.2588,"lift_tr":0.0,"n_te":25,"hit_te":0.0,"base_te":0.223,"lift_te":0.0,"ci_te":[0.0,0.1332],"p_rand":0.0009995002498750624,"p_perm_fw":0.009900990099009901,"p_te":0.0018221081801921522,"q_bh_te":0.006918316996667078,"q_bh_te_fam":0.004218108700602305,"p_holm_te":1.0,"q_bh_tr":2.7877933961999934e-06,"p_holm_tr":0.15794081216651312,"p_tr":1.7193898381960927e-08,"stable":true,"by_year":"2022:0/26(n20) 2023:0/26(n18) 2024:0/26(n24) 2025:0/24(n16) 2026:0/20(n9)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["dist_pdl_pct",">=",0.6666],["cpr_width_pct",">=",0.2029],["dte_cat","==",3.0]]},{"id":"R0430","rule":"When opening-range size \u2265 0.37% (\u224891 pts at 25,000) AND price vs prior-day low \u2265 +1.08% (\u2248+270 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) is positive at 09:45","T":"09:45","target":"price reaches the prior-day low after 09:45 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":59,"hit_tr":0.0,"base_tr":0.2588,"lift_tr":0.0,"n_te":38,"hit_te":0.0,"base_te":0.223,"lift_te":0.0,"ci_te":[0.0,0.0918],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":6.856030168479719e-05,"q_bh_te":0.00044058925007265905,"q_bh_te_fam":0.0002665292994266703,"p_holm_te":0.05635656798490329,"q_bh_tr":5.983301134865939e-06,"p_holm_tr":0.38759539443260493,"p_tr":4.223261911844189e-08,"stable":true,"by_year":"2022:0/26(n34) 2023:0/26(n8) 2024:0/26(n17) 2025:0/24(n17) 2026:0/20(n21)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["or_rng_pct",">=",0.3655],["dist_pdl_pct",">=",1.0817],["ema9_21_pct",">",0.0]]},{"id":"R0431","rule":"When price vs prior-day high \u2265 -0.17% (\u2248-44 pts at 25,000) AND CPR width \u2265 0.20% (\u224851 pts at 25,000) AND prior day's close-to-close return \u2265 +0.67% (\u2248+167 pts at 25,000) at 09:45","T":"09:45","target":"price reaches the prior-day low after 09:45 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":59,"hit_tr":0.0,"base_tr":0.2588,"lift_tr":0.0,"n_te":26,"hit_te":0.0,"base_te":0.223,"lift_te":0.0,"ci_te":[0.0,0.1287],"p_rand":0.0014992503748125937,"p_perm_fw":0.009900990099009901,"p_te":0.0014157844048182922,"q_bh_te":0.005594074965379594,"q_bh_te_fam":0.0033978825715639013,"p_holm_te":1.0,"q_bh_tr":5.983301134865939e-06,"p_holm_tr":0.38759539443260493,"p_tr":4.223261911844189e-08,"stable":true,"by_year":"2022:0/26(n24) 2023:0/26(n16) 2024:0/26(n19) 2025:0/24(n17) 2026:0/20(n9)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["dist_pdh_pct",">=",-0.1746],["cpr_width_pct",">=",0.2029],["prevret_pct",">=",0.6697]]},{"id":"R0432","rule":"When 1-min ATR(14) as % of price > 0.024 AND move from the open to 10:15 > +0.23% (\u2248+58 pts at 25,000) AND move from the open to 10:15 \u2264 +0.29% (\u2248+73 pts at 25,000) at 10:15","T":"10:15","target":"price at 13:00 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":37,"hit_tr":0.8378,"base_tr":0.5142,"lift_tr":1.629,"n_te":18,"hit_te":0.2778,"base_te":0.5034,"lift_te":0.552,"ci_te":[0.125,0.5087],"p_rand":0.9940029985007496,"p_perm_fw":1.0,"p_te":0.9856410912205226,"q_bh_te":0.9998438728713133,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.003032639312950642,"p_holm_tr":1.0,"p_tr":8.390453826241506e-05,"stable":true,"by_year":"2022:85/55(n13) 2023:92/48(n12) 2024:75/52(n12) 2025:33/52(n9) 2026:22/48(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":37,"bt_tr_win":0.7027027027027027,"bt_tr_avg":17.41516868654063,"bt_tr_dd":161.7727364369822,"bt_te_n":18,"bt_te_win":0.2222222222222222,"bt_te_avg":-35.751095156118204,"bt_te_dd":643.5197128101277,"bt_te_gross":-24.71611111111128,"eq":false,"page":false,"conds":[["atr14_pct",">",0.024],["mv_pct",">",0.2312],["mv_pct","<=",0.2908]]},{"id":"R0433","rule":"When position in today's range so far (0 = at low, 1 = at high) \u2265 0.646 AND India VIX (prior day's close) \u2265 18.8 AND India VIX change on the prior day (%) is negative at 10:15","T":"10:15","target":"price at 13:00 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.8387,"base_tr":0.5142,"lift_tr":1.631,"n_te":5,"hit_te":0.4,"base_te":0.5034,"lift_te":0.795,"ci_te":[0.1176,0.7693],"p_rand":0.7931034482758621,"p_perm_fw":1.0,"p_te":0.816741884023971,"q_bh_te":0.9350859886882052,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.009141300800499299,"p_holm_tr":1.0,"p_tr":0.00034947006841261395,"stable":false,"by_year":"2022:83/55(n29) 2023:\u2013(n0) 2024:100/52(n2) 2025:0/52(n1) 2026:50/48(n4)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":31,"bt_tr_win":0.7419354838709677,"bt_tr_avg":25.259196921139267,"bt_tr_dd":168.5962594854583,"bt_te_n":5,"bt_te_win":0.4,"bt_te_avg":-9.762272058559471,"bt_te_dd":180.02777837564497,"bt_te_gross":0.9433199999999488,"eq":false,"page":false,"conds":[["pos_rng",">=",0.6456],["vix_prev",">=",18.818],["vix_chg","<",0.0]]},{"id":"R0434","rule":"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% (\u224865 pts at 25,000) at 10:15","T":"10:15","target":"price at 13:00 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":43,"hit_tr":0.814,"base_tr":0.5142,"lift_tr":1.583,"n_te":19,"hit_te":0.5263,"base_te":0.5034,"lift_te":1.045,"ci_te":[0.3171,0.7267],"p_rand":0.4757621189405297,"p_perm_fw":1.0,"p_te":0.5120391141062879,"q_bh_te":0.7223541638770854,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0032102445869622845,"p_holm_tr":1.0,"p_tr":9.033033111722577e-05,"stable":true,"by_year":"2022:73/55(n15) 2023:80/48(n10) 2024:89/52(n18) 2025:50/52(n6) 2026:54/48(n13)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":43,"bt_tr_win":0.7674418604651163,"bt_tr_avg":33.890322299467215,"bt_tr_dd":127.65181713719375,"bt_te_n":19,"bt_te_win":0.42105263157894735,"bt_te_avg":-0.46654797536812964,"bt_te_dd":237.5045496696124,"bt_te_gross":10.946063157894777,"eq":false,"page":false,"conds":[["dow",">",0.5],["bb_pctb",">",0.8736],["abs_gap_pct",">",0.2608]]},{"id":"R0435","rule":"When distance from TWAP in the move's direction > +0.07% (\u2248+17 pts at 25,000) AND price vs prior-day high > +0.28% (\u2248+71 pts at 25,000) AND prior day's close-to-close return \u2264 +0.88% (\u2248+219 pts at 25,000) at 10:15","T":"10:15","target":"price at 13:00 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":46,"hit_tr":0.8043,"base_tr":0.5142,"lift_tr":1.564,"n_te":19,"hit_te":0.4737,"base_te":0.5034,"lift_te":0.941,"ci_te":[0.2733,0.6829],"p_rand":0.8025987006496752,"p_perm_fw":1.0,"p_te":0.6869585507952355,"q_bh_te":0.8548274883616691,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0031993086259853665,"p_holm_tr":1.0,"p_tr":8.990762706434215e-05,"stable":false,"by_year":"2022:81/55(n16) 2023:75/48(n12) 2024:83/52(n18) 2025:50/52(n14) 2026:40/48(n5)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":46,"bt_tr_win":0.6521739130434783,"bt_tr_avg":12.643222940884716,"bt_tr_dd":356.3128868242087,"bt_te_n":19,"bt_te_win":0.3157894736842105,"bt_te_avg":-6.839062663175377,"bt_te_dd":275.2083511977959,"bt_te_gross":3.178231578947146,"eq":false,"page":false,"conds":[["twap_dir_pct",">",0.0687],["dist_pdh_pct",">",0.2832],["prevret_pct","<=",0.876]]},{"id":"R0436","rule":"When range so far (high\u2212low since 09:15) \u2265 0.55% (\u2248138 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.12% (\u2248+30 pts at 25,000) AND price is above the prior-day high at 10:15","T":"10:15","target":"price at 13:00 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.8065,"base_tr":0.5142,"lift_tr":1.568,"n_te":23,"hit_te":0.6087,"base_te":0.5034,"lift_te":1.209,"ci_te":[0.4079,0.7784],"p_rand":0.26636681659170414,"p_perm_fw":1.0,"p_te":0.21188341197927393,"q_bh_te":0.37928301370875556,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.027567421711632747,"p_holm_tr":1.0,"p_tr":0.001513220279323135,"stable":true,"by_year":"2022:82/55(n17) 2023:50/48(n4) 2024:90/52(n10) 2025:64/52(n14) 2026:56/48(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":31,"bt_tr_win":0.7096774193548387,"bt_tr_avg":22.152090122872455,"bt_tr_dd":250.3518697680936,"bt_te_n":23,"bt_te_win":0.4782608695652174,"bt_te_avg":-10.929854250527592,"bt_te_dd":347.09788495782374,"bt_te_gross":-1.2700260869566156,"eq":false,"page":false,"conds":[["rng_pct",">=",0.5524],["twap_dir_pct",">=",0.1204],["pd_pos","==",1.0]]},{"id":"R0437","rule":"When range so far (high\u2212low since 09:15) \u2265 0.55% (\u2248138 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","T":"10:15","target":"price at 13:00 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8,"base_tr":0.5142,"lift_tr":1.556,"n_te":16,"hit_te":0.5625,"base_te":0.5034,"lift_te":1.117,"ci_te":[0.3318,0.769],"p_rand":0.4272863568215892,"p_perm_fw":1.0,"p_te":0.41258127031314223,"q_bh_te":0.6217503794486422,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.038724521042405605,"p_holm_tr":1.0,"p_tr":0.0023997267613575166,"stable":false,"by_year":"2022:88/55(n16) 2023:40/48(n5) 2024:89/52(n9) 2025:57/52(n7) 2026:56/48(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":30,"bt_tr_win":0.7,"bt_tr_avg":33.542783143893566,"bt_tr_dd":146.92245092784185,"bt_te_n":16,"bt_te_win":0.5,"bt_te_avg":-16.524976373514107,"bt_te_dd":293.27080408607884,"bt_te_gross":-5.728349999999637,"eq":false,"page":false,"conds":[["rng_pct",">=",0.5524],["vix_chg","<",0.0],["or_state","==",1.0]]},{"id":"R0438","rule":"When price vs prior-day high \u2265 -0.18% (\u2248-44 pts at 25,000) AND 1-min ADX(14) \u2264 20.4 AND expiry is 2 trading days away at 10:15","T":"10:15","target":"price at 13:00 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8,"base_tr":0.5142,"lift_tr":1.556,"n_te":13,"hit_te":0.3846,"base_te":0.5034,"lift_te":0.764,"ci_te":[0.1771,0.6448],"p_rand":0.88055972013993,"p_perm_fw":1.0,"p_te":0.871871988479501,"q_bh_te":0.9652159143531606,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.038724521042405605,"p_holm_tr":1.0,"p_tr":0.0023997267613575166,"stable":false,"by_year":"2022:78/55(n9) 2023:83/48(n12) 2024:78/52(n9) 2025:75/52(n4) 2026:22/48(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":30,"bt_tr_win":0.7333333333333333,"bt_tr_avg":22.485708289976717,"bt_tr_dd":59.274587970197814,"bt_te_n":13,"bt_te_win":0.3076923076923077,"bt_te_avg":-28.95744369469008,"bt_te_dd":506.3056181006348,"bt_te_gross":-16.887830769231257,"eq":false,"page":false,"conds":[["dist_pdh_pct",">=",-0.1751],["adx_14","<=",20.3607],["dte_cat","==",2.0]]},{"id":"R0439","rule":"When prior-day range \u2265 0.99% (\u2248247 pts at 25,000) AND expiry is 1 trading day away AND 1-min Supertrend is up at 10:15","T":"10:15","target":"price at 13:00 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":38,"hit_tr":0.7895,"base_tr":0.5142,"lift_tr":1.535,"n_te":15,"hit_te":0.4,"base_te":0.5034,"lift_te":0.795,"ci_te":[0.1982,0.6425],"p_rand":0.8810594702648675,"p_perm_fw":1.0,"p_te":0.8552983116366007,"q_bh_te":0.9577764503580368,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.01848360789375045,"p_holm_tr":1.0,"p_tr":0.0008860036019721126,"stable":true,"by_year":"2022:81/55(n21) 2023:67/48(n6) 2024:82/52(n11) 2025:56/52(n9) 2026:17/48(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":38,"bt_tr_win":0.7105263157894737,"bt_tr_avg":22.613912616725962,"bt_tr_dd":191.588075464825,"bt_te_n":15,"bt_te_win":0.3333333333333333,"bt_te_avg":-36.41385473690434,"bt_te_dd":722.0645458206302,"bt_te_gross":-26.44997333333352,"eq":false,"page":false,"conds":[["pdr_pct",">=",0.9892],["dte_cat","==",1.0],["supertrend_dir","==",1.0]]},{"id":"R0440","rule":"When price vs session TWAP (time-weighted VWAP) \u2264 -0.03% (\u2248-8 pts at 25,000) AND price vs prior-day low \u2265 +0.66% (\u2248+165 pts at 25,000) AND 1-min ADX(14) \u2264 20.4 at 10:15","T":"10:15","target":"price at 13:00 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.1333,"base_tr":0.5142,"lift_tr":0.259,"n_te":11,"hit_te":0.4545,"base_te":0.5034,"lift_te":0.903,"ci_te":[0.2127,0.7199],"p_rand":0.5562218890554723,"p_perm_fw":1.0,"p_te":0.49075118257563866,"q_bh_te":0.7008814257496062,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.001382730152896271,"p_holm_tr":1.0,"p_tr":3.111379945261355e-05,"stable":true,"by_year":"2022:17/55(n12) 2023:14/48(n7) 2024:9/52(n11) 2025:40/52(n5) 2026:50/48(n6)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":30,"bt_tr_win":0.7333333333333333,"bt_tr_avg":26.581899441773217,"bt_tr_dd":95.91613804001747,"bt_te_n":11,"bt_te_win":0.36363636363636365,"bt_te_avg":-35.358375401377934,"bt_te_dd":397.2698054977254,"bt_te_gross":-25.913872727272643,"eq":false,"page":false,"conds":[["dist_twap_pct","<=",-0.0314],["dist_pdl_pct",">=",0.6585],["adx_14","<=",20.3607]]},{"id":"R0441","rule":"When prior day's close-to-close return \u2264 -1.34% (\u2248-336 pts at 25,000) AND size of the opening gap > 0.04% (\u224810 pts at 25,000) AND gap measured in the direction of the move so far \u2264 +1.03% (\u2248+257 pts at 25,000) at 10:15","T":"10:15","target":"price at 13:00 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":31,"hit_tr":0.1613,"base_tr":0.5142,"lift_tr":0.314,"n_te":21,"hit_te":0.2857,"base_te":0.5034,"lift_te":0.568,"ci_te":[0.1381,0.4996],"p_rand":0.03948025987006497,"p_perm_fw":1.0,"p_te":0.03659619157385505,"q_bh_te":0.08804826289551264,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0035481789399304706,"p_holm_tr":1.0,"p_tr":0.00010314586818755714,"stable":true,"by_year":"2022:17/55(n18) 2023:40/48(n5) 2024:0/52(n8) 2025:0/52(n5) 2026:38/48(n16)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":31,"bt_tr_win":0.5806451612903226,"bt_tr_avg":23.110672621908552,"bt_tr_dd":214.72393176532216,"bt_te_n":21,"bt_te_win":0.47619047619047616,"bt_te_avg":-4.6493397660729805,"bt_te_dd":410.2613365440939,"bt_te_gross":5.566542857142936,"eq":true,"page":true,"conds":[["prevret_pct","<=",-1.3445],["abs_gap_pct",">",0.0384],["gap_dir_pct","<=",1.0295]]},{"id":"R0442","rule":"When size of the move from the open to 10:15 (either direction) \u2264 0.09% (\u224822 pts at 25,000) AND prior day's close-to-close return \u2265 +0.25% (\u2248+62 pts at 25,000) AND India VIX change on the prior day (%) is negative at 10:15","T":"10:15","target":"price at 13:00 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.1667,"base_tr":0.5142,"lift_tr":0.324,"n_te":29,"hit_te":0.4138,"base_te":0.5034,"lift_te":0.822,"ci_te":[0.2551,0.5926],"p_rand":0.1969015492253873,"p_perm_fw":1.0,"p_te":0.2180539256788664,"q_bh_te":0.38818391164809185,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.005474345049933944,"p_holm_tr":1.0,"p_tr":0.00017940327976142381,"stable":true,"by_year":"2022:29/55(n7) 2023:10/48(n10) 2024:15/52(n13) 2025:47/52(n15) 2026:36/48(n14)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":30,"bt_tr_win":0.6666666666666666,"bt_tr_avg":14.392185877418745,"bt_tr_dd":122.3553679573134,"bt_te_n":29,"bt_te_win":0.4827586206896552,"bt_te_avg":5.987504088630622,"bt_te_dd":181.399424037924,"bt_te_gross":16.946468965517223,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.0889],["prevret_pct",">=",0.2487],["vix_chg","<",0.0]]},{"id":"R0443","rule":"When price vs prior-day low \u2265 +0.66% (\u2248+165 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 -0.01% (\u2248-2 pts at 25,000) AND no opening-range break yet at 10:15","T":"10:15","target":"price at 13:00 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.1667,"base_tr":0.5142,"lift_tr":0.324,"n_te":19,"hit_te":0.5789,"base_te":0.5034,"lift_te":1.15,"ci_te":[0.3628,0.7686],"p_rand":0.809095452273863,"p_perm_fw":1.0,"p_te":0.8123694463430267,"q_bh_te":0.9333606404792222,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.005474345049933944,"p_holm_tr":1.0,"p_tr":0.00017940327976142381,"stable":true,"by_year":"2022:27/55(n11) 2023:11/48(n9) 2024:10/52(n10) 2025:86/52(n7) 2026:42/48(n12)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":30,"bt_tr_win":0.7333333333333333,"bt_tr_avg":28.088997839735743,"bt_tr_dd":108.33441397838885,"bt_te_n":19,"bt_te_win":0.3684210526315789,"bt_te_avg":-24.900409995381366,"bt_te_dd":473.10778991224595,"bt_te_gross":-14.027557894737058,"eq":false,"page":false,"conds":[["dist_pdl_pct",">=",0.6585],["ema9_21_pct","<=",-0.0085],["or_first_break","==",0.0]]},{"id":"R0444","rule":"When India VIX (prior day's close) > 11.2 AND India VIX (prior day's close) \u2264 13 AND move from the open to 10:15 > +0.22% (\u2248+55 pts at 25,000) at 10:15","T":"10:15","target":"price 30 min after 10:15 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":34,"hit_tr":0.8235,"base_tr":0.4817,"lift_tr":1.71,"n_te":18,"hit_te":0.5556,"base_te":0.5444,"lift_te":1.02,"ci_te":[0.3372,0.7544],"p_rand":0.6471764117941029,"p_perm_fw":1.0,"p_te":0.5588697168876515,"q_bh_te":0.7596742669217568,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.003027955130802842,"p_holm_tr":1.0,"p_tr":8.376740543454824e-05,"stable":false,"by_year":"2022:\u2013(n0) 2023:83/45(n23) 2024:82/52(n11) 2025:55/56(n11) 2026:57/52(n7)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":34,"bt_tr_win":0.5882352941176471,"bt_tr_avg":1.3513582479207804,"bt_tr_dd":104.05229361509272,"bt_te_n":18,"bt_te_win":0.3333333333333333,"bt_te_avg":-20.50139110572901,"bt_te_dd":413.2081928213889,"bt_te_gross":-10.26243333333332,"eq":false,"page":false,"conds":[["vix_prev",">",11.21],["vix_prev","<=",12.985],["mv_pct",">",0.2192]]},{"id":"R0445","rule":"When move from the open to 10:15 \u2264 +0.07% (\u2248+17 pts at 25,000) AND prior day's close-to-close return \u2264 +0.42% (\u2248+105 pts at 25,000) AND 1-min Bollinger %B > 0.838 at 10:15","T":"10:15","target":"price 30 min after 10:15 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":43,"hit_tr":0.7674,"base_tr":0.4817,"lift_tr":1.593,"n_te":21,"hit_te":0.6667,"base_te":0.5444,"lift_te":1.225,"ci_te":[0.4537,0.8281],"p_rand":0.13843078460769614,"p_perm_fw":1.0,"p_te":0.18309017477121686,"q_bh_te":0.33769193525165614,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.007009564119980872,"p_holm_tr":1.0,"p_tr":0.000247003350238267,"stable":true,"by_year":"2022:73/48(n11) 2023:75/45(n16) 2024:81/52(n16) 2025:67/56(n9) 2026:67/52(n12)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":43,"bt_tr_win":0.6744186046511628,"bt_tr_avg":7.850697858304643,"bt_tr_dd":84.05301514990435,"bt_te_n":21,"bt_te_win":0.38095238095238093,"bt_te_avg":-11.114386320663556,"bt_te_dd":262.64580554577384,"bt_te_gross":0.18348571428577998,"eq":false,"page":false,"conds":[["mv_pct","<=",0.068],["prevret_pct","<=",0.4212],["bb_pctb",">",0.8382]]},{"id":"R0446","rule":"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","T":"10:15","target":"price 30 min after 10:15 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.7667,"base_tr":0.4817,"lift_tr":1.592,"n_te":25,"hit_te":0.6,"base_te":0.5444,"lift_te":1.102,"ci_te":[0.4074,0.766],"p_rand":0.3428285857071464,"p_perm_fw":1.0,"p_te":0.3628680171948378,"q_bh_te":0.5698461887642665,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.04311062703884224,"p_holm_tr":1.0,"p_tr":0.002778568966068131,"stable":true,"by_year":"2022:67/48(n9) 2023:83/45(n6) 2024:80/52(n15) 2025:58/56(n12) 2026:62/52(n13)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":30,"bt_tr_win":0.6333333333333333,"bt_tr_avg":12.753171525801706,"bt_tr_dd":141.19613232855448,"bt_te_n":25,"bt_te_win":0.32,"bt_te_avg":-10.754341879432923,"bt_te_dd":290.2518756086289,"bt_te_gross":0.23702399999965565,"eq":false,"page":false,"conds":[["vix_chg","<",0.0],["touched_pdh","==",0.0],["dte_cat","==",2.0]]},{"id":"R0447","rule":"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","T":"10:15","target":"price 30 min after 10:15 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":43,"hit_tr":0.7442,"base_tr":0.4817,"lift_tr":1.545,"n_te":27,"hit_te":0.7037,"base_te":0.5444,"lift_te":1.293,"ci_te":[0.5152,0.8415],"p_rand":0.047976011994003,"p_perm_fw":1.0,"p_te":0.06930052716199195,"q_bh_te":0.15205442980012682,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.017680477467640277,"p_holm_tr":1.0,"p_tr":0.0008355105226819568,"stable":true,"by_year":"2022:83/48(n12) 2023:69/45(n16) 2024:73/52(n15) 2025:65/56(n17) 2026:80/52(n10)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":43,"bt_tr_win":0.6511627906976745,"bt_tr_avg":4.368127697454868,"bt_tr_dd":198.17951711235156,"bt_te_n":27,"bt_te_win":0.48148148148148145,"bt_te_avg":5.492371068396613,"bt_te_dd":162.615050430187,"bt_te_gross":15.757525925926059,"eq":false,"page":false,"conds":[["or_first_break","==",-1.0],["open_vs_pd","==",0.0],["supertrend_dir","==",1.0]]},{"id":"R0448","rule":"When size of the move from the open to 10:15 (either direction) > 0.22% (\u224855 pts at 25,000) AND size of the move from the open to 10:15 (either direction) \u2264 0.27% (\u224867 pts at 25,000) AND size of the opening gap > 0.17% (\u224843 pts at 25,000) at 10:15","T":"10:15","target":"price 30 min after 10:15 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":52,"hit_tr":0.7308,"base_tr":0.4817,"lift_tr":1.517,"n_te":23,"hit_te":0.4783,"base_te":0.5444,"lift_te":0.878,"ci_te":[0.2924,0.6704],"p_rand":0.800599700149925,"p_perm_fw":1.0,"p_te":0.8015740472424043,"q_bh_te":0.9293670512331573,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.011301256229695465,"p_holm_tr":1.0,"p_tr":0.00046278829432409407,"stable":false,"by_year":"2022:67/48(n24) 2023:87/45(n15) 2024:69/52(n13) 2025:50/56(n14) 2026:44/52(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":52,"bt_tr_win":0.5576923076923077,"bt_tr_avg":5.079534183068987,"bt_tr_dd":143.55190517330254,"bt_te_n":23,"bt_te_win":0.34782608695652173,"bt_te_avg":-7.752172191163197,"bt_te_dd":178.29996039675353,"bt_te_gross":2.51837391304371,"eq":false,"page":false,"conds":[["abs_mv_pct",">",0.2219],["abs_mv_pct","<=",0.2693],["abs_gap_pct",">",0.1704]]},{"id":"R0449","rule":"When size of the move from the open to 10:15 (either direction) \u2264 0.08% (\u224820 pts at 25,000) AND prior day's close-to-close return \u2264 +0.19% (\u2248+47 pts at 25,000) AND 1-min ATR(14) as % of price > 0.0328 at 10:15","T":"10:15","target":"price 30 min after 10:15 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":48,"hit_tr":0.7292,"base_tr":0.4817,"lift_tr":1.514,"n_te":25,"hit_te":0.36,"base_te":0.5444,"lift_te":0.661,"ci_te":[0.2025,0.5548],"p_rand":0.9825087456271864,"p_perm_fw":1.0,"p_te":0.9800669302985014,"q_bh_te":0.9992166154187662,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0182655579688466,"p_holm_tr":1.0,"p_tr":0.0008724327494919386,"stable":false,"by_year":"2022:44/48(n9) 2023:74/45(n19) 2024:85/52(n20) 2025:36/56(n14) 2026:36/52(n11)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":48,"bt_tr_win":0.5625,"bt_tr_avg":5.9031131431620665,"bt_tr_dd":108.79663385762228,"bt_te_n":25,"bt_te_win":0.32,"bt_te_avg":-12.671201718962596,"bt_te_dd":331.6887799418396,"bt_te_gross":-2.754520000000048,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.082],["prevret_pct","<=",0.1878],["atr14_pct",">",0.0328]]},{"id":"R0450","rule":"When 1-min Bollinger %B \u2265 0.614 AND the first opening-range break was downward AND price has not touched the prior-day high yet at 10:15","T":"10:15","target":"price 30 min after 10:15 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":46,"hit_tr":0.7174,"base_tr":0.4817,"lift_tr":1.489,"n_te":35,"hit_te":0.5143,"base_te":0.5444,"lift_te":0.945,"ci_te":[0.3557,0.6701],"p_rand":0.6636681659170415,"p_perm_fw":1.0,"p_te":0.7020801531651649,"q_bh_te":0.8595556585989043,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.034342605326217655,"p_holm_tr":1.0,"p_tr":0.0020358137621666926,"stable":false,"by_year":"2022:93/48(n14) 2023:53/45(n15) 2024:71/52(n17) 2025:46/56(n22) 2026:62/52(n13)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":46,"bt_tr_win":0.6521739130434783,"bt_tr_avg":4.933434128228988,"bt_tr_dd":165.3479312159538,"bt_te_n":35,"bt_te_win":0.37142857142857144,"bt_te_avg":-9.083880504297866,"bt_te_dd":455.27745104483904,"bt_te_gross":1.1386628571427926,"eq":false,"page":false,"conds":[["bb_pctb",">=",0.6143],["or_first_break","==",-1.0],["touched_pdh","==",0.0]]},{"id":"R0451","rule":"When size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND prior day's close-to-close return \u2264 -0.10% (\u2248-25 pts at 25,000) AND 1-min Supertrend is up at 10:15","T":"10:15","target":"price 30 min after 10:15 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":45,"hit_tr":0.7111,"base_tr":0.4817,"lift_tr":1.476,"n_te":51,"hit_te":0.6078,"base_te":0.5444,"lift_te":1.116,"ci_te":[0.4708,0.7297],"p_rand":0.2703648175912044,"p_perm_fw":1.0,"p_te":0.22165782719085686,"q_bh_te":0.3917298327809325,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.04643407249446775,"p_holm_tr":1.0,"p_tr":0.003075925375819753,"stable":true,"by_year":"2022:57/48(n14) 2023:80/45(n15) 2024:75/52(n16) 2025:62/56(n32) 2026:58/52(n19)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":45,"bt_tr_win":0.6222222222222222,"bt_tr_avg":3.1429993435881936,"bt_tr_dd":162.88281746462766,"bt_te_n":51,"bt_te_win":0.5098039215686274,"bt_te_avg":3.0825525784219407,"bt_te_dd":130.4083905768747,"bt_te_gross":13.022549019608014,"eq":false,"page":false,"conds":[["abs_gap_pct","<=",0.2212],["prevret_pct","<=",-0.1019],["supertrend_dir","==",1.0]]},{"id":"R0452","rule":"When distance from TWAP in the move's direction \u2264 -0.09% (\u2248-23 pts at 25,000) AND move from the open to 10:15 > -0.31% (\u2248-78 pts at 25,000) AND CPR width \u2264 0.41% (\u2248103 pts at 25,000) at 10:15","T":"10:15","target":"price 30 min after 10:15 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":31,"hit_tr":0.129,"base_tr":0.4817,"lift_tr":0.268,"n_te":32,"hit_te":0.5312,"base_te":0.5444,"lift_te":0.976,"ci_te":[0.3645,0.6913],"p_rand":0.4687656171914043,"p_perm_fw":1.0,"p_te":0.5089730766504781,"q_bh_te":0.7211688491315812,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0028639681325824885,"p_holm_tr":1.0,"p_tr":7.815483064051764e-05,"stable":false,"by_year":"2022:18/48(n11) 2023:9/45(n11) 2024:11/52(n9) 2025:47/56(n19) 2026:62/52(n13)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":31,"bt_tr_win":0.7096774193548387,"bt_tr_avg":11.425668882443912,"bt_tr_dd":133.51225085732966,"bt_te_n":32,"bt_te_win":0.46875,"bt_te_avg":-5.508488369805187,"bt_te_dd":313.1296995600784,"bt_te_gross":3.94764374999977,"eq":false,"page":false,"conds":[["twap_dir_pct","<=",-0.0906],["mv_pct",">",-0.3121],["cpr_width_pct","<=",0.4134]]},{"id":"R0453","rule":"When prior day's close-to-close return \u2265 +0.25% (\u2248+62 pts at 25,000) AND price is inside the opening range AND it is Friday at 10:15","T":"10:15","target":"price 30 min after 10:15 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":33,"hit_tr":0.1515,"base_tr":0.4817,"lift_tr":0.315,"n_te":17,"hit_te":0.5294,"base_te":0.5444,"lift_te":0.972,"ci_te":[0.3096,0.7384],"p_rand":0.5417291354322838,"p_perm_fw":1.0,"p_te":0.54432146087927,"q_bh_te":0.7451837464431696,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.004825194947530409,"p_holm_tr":1.0,"p_tr":0.0001525800224538693,"stable":false,"by_year":"2022:8/48(n13) 2023:20/45(n10) 2024:20/52(n10) 2025:58/56(n12) 2026:40/52(n5)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":33,"bt_tr_win":0.7272727272727273,"bt_tr_avg":11.951713643263835,"bt_tr_dd":57.628320406101466,"bt_te_n":17,"bt_te_win":0.29411764705882354,"bt_te_avg":-19.55187436281367,"bt_te_dd":334.44011011307856,"bt_te_gross":-10.100141176470917,"eq":false,"page":false,"conds":[["prevret_pct",">=",0.2487],["or_state","==",0.0],["dow","==",4.0]]},{"id":"R0454","rule":"When India VIX (prior day's close) \u2264 11.2 AND India VIX (prior day's close) > 10.2 AND India VIX change on the prior day (%) \u2264 -0.766 at 10:15","T":"10:15","target":"price 30 min after 10:15 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":33,"hit_tr":0.1515,"base_tr":0.4817,"lift_tr":0.315,"n_te":26,"hit_te":0.5769,"base_te":0.5444,"lift_te":1.06,"ci_te":[0.3895,0.7446],"p_rand":0.6826586706646677,"p_perm_fw":1.0,"p_te":0.6998805733355726,"q_bh_te":0.8595556585989043,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.004825194947530409,"p_holm_tr":1.0,"p_tr":0.0001525800224538693,"stable":false,"by_year":"2022:\u2013(n0) 2023:16/45(n31) 2024:0/52(n2) 2025:61/56(n18) 2026:50/52(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":33,"bt_tr_win":0.7878787878787878,"bt_tr_avg":10.719056573502588,"bt_tr_dd":39.325807068501454,"bt_te_n":26,"bt_te_win":0.23076923076923078,"bt_te_avg":-16.040609543485687,"bt_te_dd":417.05584813062796,"bt_te_gross":-5.834615384615272,"eq":false,"page":false,"conds":[["vix_prev","<=",11.235],["vix_prev",">",10.22],["vix_chg","<=",-0.7659]]},{"id":"R0455","rule":"When prior-day range \u2264 0.78% (\u2248196 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0318 AND no opening-range break yet at 10:15","T":"10:15","target":"price 30 min after 10:15 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":46,"hit_tr":0.1739,"base_tr":0.4817,"lift_tr":0.361,"n_te":33,"hit_te":0.5758,"base_te":0.5444,"lift_te":1.058,"ci_te":[0.4081,0.7276],"p_rand":0.6741629185407296,"p_perm_fw":1.0,"p_te":0.7024480547674284,"q_bh_te":0.8595556585989043,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0012490307362341695,"p_holm_tr":1.0,"p_tr":2.7416586326484058e-05,"stable":false,"by_year":"2022:0/48(n7) 2023:24/45(n33) 2024:0/52(n6) 2025:52/56(n21) 2026:67/52(n12)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":46,"bt_tr_win":0.6739130434782609,"bt_tr_avg":3.8049705805370357,"bt_tr_dd":55.88183394089927,"bt_te_n":33,"bt_te_win":0.30303030303030304,"bt_te_avg":-11.242223502868509,"bt_te_dd":453.62085322580845,"bt_te_gross":-0.3303030303028539,"eq":false,"page":false,"conds":[["pdr_pct","<=",0.7824],["atr14_pct","<=",0.0318],["or_first_break","==",0.0]]},{"id":"R0456","rule":"When 1-min ADX(14) \u2264 15.4 AND 1-min EMA9 \u2212 EMA21 (as % of price) is positive AND the day opened inside the prior-day range at 10:15","T":"10:15","target":"price 60 min after 10:15 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":41,"hit_tr":0.8293,"base_tr":0.4939,"lift_tr":1.679,"n_te":29,"hit_te":0.4483,"base_te":0.5216,"lift_te":0.859,"ci_te":[0.2841,0.6245],"p_rand":0.8580709645177411,"p_perm_fw":1.0,"p_te":0.83563247409842,"q_bh_te":0.945419167304555,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0008953974925501468,"p_holm_tr":1.0,"p_tr":1.8053612153232714e-05,"stable":false,"by_year":"2022:100/51(n11) 2023:73/44(n15) 2024:80/54(n15) 2025:58/54(n19) 2026:20/50(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":41,"bt_tr_win":0.7317073170731707,"bt_tr_avg":11.523149022374389,"bt_tr_dd":97.315302123267,"bt_te_n":29,"bt_te_win":0.41379310344827586,"bt_te_avg":-9.5729966230564,"bt_te_dd":564.772852691003,"bt_te_gross":0.26528275862074224,"eq":false,"page":false,"conds":[["adx_14","<=",15.3698],["ema9_21_pct",">",0.0],["open_vs_pd","==",0.0]]},{"id":"R0457","rule":"When India VIX change on the prior day (%) > 3.28 AND price vs prior-day high \u2264 -0.00% (\u2248-0 pts at 25,000) AND prior-day range \u2264 0.89% (\u2248223 pts at 25,000) at 10:15","T":"10:15","target":"price 60 min after 10:15 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":30,"hit_tr":0.8333,"base_tr":0.4939,"lift_tr":1.687,"n_te":22,"hit_te":0.4545,"base_te":0.5216,"lift_te":0.871,"ci_te":[0.2692,0.6534],"p_rand":0.7586206896551724,"p_perm_fw":1.0,"p_te":0.8004461348790076,"q_bh_te":0.9293670512331573,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.007118637978851337,"p_holm_tr":1.0,"p_tr":0.0002526416781240309,"stable":false,"by_year":"2022:100/51(n6) 2023:44/44(n9) 2024:100/54(n15) 2025:44/54(n9) 2026:46/50(n13)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":30,"bt_tr_win":0.6333333333333333,"bt_tr_avg":19.597447348713263,"bt_tr_dd":122.28922017770073,"bt_te_n":22,"bt_te_win":0.4090909090909091,"bt_te_avg":-17.942353517199994,"bt_te_dd":455.1332788792666,"bt_te_gross":-6.454545454545454,"eq":false,"page":false,"conds":[["vix_chg",">",3.2822],["dist_pdh_pct","<=",-0.0004],["pdr_pct","<=",0.8918]]},{"id":"R0458","rule":"When opening gap vs prior close \u2264 +0.04% (\u2248+9 pts at 25,000) AND price vs prior-day low \u2264 +0.37% (\u2248+94 pts at 25,000) AND India VIX change on the prior day (%) \u2265 3.36 at 10:15","T":"10:15","target":"price 60 min after 10:15 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.8125,"base_tr":0.4939,"lift_tr":1.645,"n_te":31,"hit_te":0.3548,"base_te":0.5216,"lift_te":0.68,"ci_te":[0.2112,0.5305],"p_rand":0.9785107446276862,"p_perm_fw":1.0,"p_te":0.9797316454987123,"q_bh_te":0.9992166154187662,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.010408809014284206,"p_holm_tr":1.0,"p_tr":0.00041556770790899763,"stable":false,"by_year":"2022:78/51(n9) 2023:89/44(n9) 2024:79/54(n14) 2025:33/54(n12) 2026:37/50(n19)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":32,"bt_tr_win":0.65625,"bt_tr_avg":14.956764629256805,"bt_tr_dd":128.46943689094502,"bt_te_n":31,"bt_te_win":0.2903225806451613,"bt_te_avg":-34.63518601066111,"bt_te_dd":1145.6913522418947,"bt_te_gross":-24.434974193548353,"eq":false,"page":false,"conds":[["gap_pct","<=",0.0365],["dist_pdl_pct","<=",0.3748],["vix_chg",">=",3.3595]]},{"id":"R0459","rule":"When size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND 1-min ADX(14) \u2264 15.4 AND 1-min EMA9 \u2212 EMA21 (as % of price) is positive at 10:15","T":"10:15","target":"price 60 min after 10:15 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.8125,"base_tr":0.4939,"lift_tr":1.645,"n_te":23,"hit_te":0.4348,"base_te":0.5216,"lift_te":0.833,"ci_te":[0.2563,0.6319],"p_rand":0.8990504747626187,"p_perm_fw":1.0,"p_te":0.8514079552276443,"q_bh_te":0.95562186198761,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.010408809014284206,"p_holm_tr":1.0,"p_tr":0.00041556770790899763,"stable":false,"by_year":"2022:100/51(n8) 2023:67/44(n15) 2024:89/54(n9) 2025:50/54(n14) 2026:33/50(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":32,"bt_tr_win":0.71875,"bt_tr_avg":15.495726123378784,"bt_tr_dd":162.5813297352699,"bt_te_n":23,"bt_te_win":0.391304347826087,"bt_te_avg":-16.84132308692248,"bt_te_dd":406.7810587344162,"bt_te_gross":-6.498295652174104,"eq":false,"page":false,"conds":[["abs_gap_pct","<=",0.2212],["adx_14","<=",15.3698],["ema9_21_pct",">",0.0]]},{"id":"R0460","rule":"When opening-range size \u2265 0.44% (\u2248110 pts at 25,000) AND 1-min ADX(14) \u2264 15.4 AND price vs session TWAP (time-weighted VWAP) is positive at 10:15","T":"10:15","target":"price 60 min after 10:15 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.8065,"base_tr":0.4939,"lift_tr":1.633,"n_te":18,"hit_te":0.5556,"base_te":0.5216,"lift_te":1.065,"ci_te":[0.3372,0.7544],"p_rand":0.44177911044477763,"p_perm_fw":1.0,"p_te":0.48070177913170264,"q_bh_te":0.6918153242873485,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.015276260158816207,"p_holm_tr":1.0,"p_tr":0.000690110660371115,"stable":true,"by_year":"2022:79/51(n19) 2023:100/44(n7) 2024:60/54(n5) 2025:64/54(n11) 2026:43/50(n7)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":31,"bt_tr_win":0.5483870967741935,"bt_tr_avg":5.78507307312063,"bt_tr_dd":157.495217115368,"bt_te_n":18,"bt_te_win":0.5,"bt_te_avg":-1.435151297936886,"bt_te_dd":405.487171910091,"bt_te_gross":9.000177777777935,"eq":false,"page":false,"conds":[["or_rng_pct",">=",0.4386],["adx_14","<=",15.3698],["dist_twap_pct",">",0.0]]},{"id":"R0461","rule":"When price vs prior-day low \u2264 +0.37% (\u2248+94 pts at 25,000) AND India VIX change on the prior day (%) \u2265 3.36 AND price is inside the opening range at 10:15","T":"10:15","target":"price 60 min after 10:15 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.8065,"base_tr":0.4939,"lift_tr":1.633,"n_te":34,"hit_te":0.3824,"base_te":0.5216,"lift_te":0.733,"ci_te":[0.239,0.5496],"p_rand":0.9610194902548725,"p_perm_fw":1.0,"p_te":0.9642130645241345,"q_bh_te":0.9980991466639603,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.015276260158816207,"p_holm_tr":1.0,"p_tr":0.000690110660371115,"stable":false,"by_year":"2022:78/51(n9) 2023:86/44(n7) 2024:80/54(n15) 2025:38/54(n13) 2026:38/50(n21)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":31,"bt_tr_win":0.6774193548387096,"bt_tr_avg":22.415354679410093,"bt_tr_dd":116.49564923942273,"bt_te_n":34,"bt_te_win":0.35294117647058826,"bt_te_avg":-30.851317629154437,"bt_te_dd":1109.3463008921178,"bt_te_gross":-20.39103529411766,"eq":false,"page":false,"conds":[["dist_pdl_pct","<=",0.3748],["vix_chg",">=",3.3595],["or_state","==",0.0]]},{"id":"R0462","rule":"When opening gap vs prior close \u2264 +0.04% (\u2248+9 pts at 25,000) AND price vs prior-day high \u2264 -0.98% (\u2248-246 pts at 25,000) AND India VIX change on the prior day (%) \u2265 3.36 at 10:15","T":"10:15","target":"price 60 min after 10:15 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":34,"hit_tr":0.7941,"base_tr":0.4939,"lift_tr":1.608,"n_te":19,"hit_te":0.2632,"base_te":0.5216,"lift_te":0.504,"ci_te":[0.1181,0.4879],"p_rand":0.9910044977511244,"p_perm_fw":1.0,"p_te":0.9942706854435469,"q_bh_te":1.0,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.014439597852815352,"p_holm_tr":1.0,"p_tr":0.0006372525587611442,"stable":false,"by_year":"2022:82/51(n11) 2023:86/44(n7) 2024:75/54(n16) 2025:17/54(n6) 2026:31/50(n13)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":34,"bt_tr_win":0.6470588235294118,"bt_tr_avg":13.616291546148194,"bt_tr_dd":174.20468206690006,"bt_te_n":19,"bt_te_win":0.21052631578947367,"bt_te_avg":-51.54944676304052,"bt_te_dd":991.0385729083033,"bt_te_gross":-41.978115789473556,"eq":false,"page":false,"conds":[["gap_pct","<=",0.0365],["dist_pdh_pct","<=",-0.9839],["vix_chg",">=",3.3595]]},{"id":"R0463","rule":"When size of the move from the open to 10:15 (either direction) > 0.22% (\u224856 pts at 25,000) AND size of the move from the open to 10:15 (either direction) \u2264 0.27% (\u224867 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) > -0.02% (\u2248-6 pts at 25,000) at 10:15","T":"10:15","target":"price 60 min after 10:15 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":55,"hit_tr":0.7818,"base_tr":0.4939,"lift_tr":1.583,"n_te":29,"hit_te":0.6897,"base_te":0.5216,"lift_te":1.322,"ci_te":[0.5077,0.8272],"p_rand":0.020989505247376312,"p_perm_fw":1.0,"p_te":0.050726568671247696,"q_bh_te":0.11683939513851366,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0010592120198887776,"p_holm_tr":1.0,"p_tr":2.235919266426907e-05,"stable":true,"by_year":"2022:75/51(n20) 2023:73/44(n22) 2024:92/54(n13) 2025:75/54(n16) 2026:62/50(n13)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":55,"bt_tr_win":0.6727272727272727,"bt_tr_avg":11.21348106140158,"bt_tr_dd":107.89735258380065,"bt_te_n":29,"bt_te_win":0.5862068965517241,"bt_te_avg":1.5113266492355306,"bt_te_dd":209.16378409063338,"bt_te_gross":11.893406896551385,"eq":false,"page":false,"conds":[["abs_mv_pct",">",0.2233],["abs_mv_pct","<=",0.2689],["ema9_21_pct",">",-0.0236]]},{"id":"R0464","rule":"When prior day's close-to-close return > +0.61% (\u2248+154 pts at 25,000) AND 1-min Bollinger %B \u2264 0.331 AND move from the open to 10:15 > -0.62% (\u2248-154 pts at 25,000) at 10:15","T":"10:15","target":"price 60 min after 10:15 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":42,"hit_tr":0.1905,"base_tr":0.4939,"lift_tr":0.386,"n_te":27,"hit_te":0.4444,"base_te":0.5216,"lift_te":0.852,"ci_te":[0.2759,0.6269],"p_rand":0.21739130434782608,"p_perm_fw":1.0,"p_te":0.2706423003430447,"q_bh_te":0.45830020197463317,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0033225870395879086,"p_holm_tr":1.0,"p_tr":9.480395383902103e-05,"stable":false,"by_year":"2022:35/51(n17) 2023:0/44(n8) 2024:12/54(n17) 2025:36/54(n14) 2026:54/50(n13)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":42,"bt_tr_win":0.7619047619047619,"bt_tr_avg":11.934272366710147,"bt_tr_dd":93.95990762267414,"bt_te_n":27,"bt_te_win":0.48148148148148145,"bt_te_avg":-5.536945719320663,"bt_te_dd":429.3226598828586,"bt_te_gross":4.779185185185067,"eq":false,"page":false,"conds":[["prevret_pct",">",0.6148],["bb_pctb","<=",0.3309],["mv_pct",">",-0.6172]]},{"id":"R0465","rule":"When prior day's close-to-close return \u2265 +0.25% (\u2248+62 pts at 25,000) AND India VIX (prior day's close) \u2264 12.1 AND India VIX change on the prior day (%) is negative at 10:15","T":"10:15","target":"price 60 min after 10:15 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":36,"hit_tr":0.1944,"base_tr":0.4939,"lift_tr":0.394,"n_te":37,"hit_te":0.6216,"base_te":0.5216,"lift_te":1.192,"ci_te":[0.461,0.7594],"p_rand":0.9205397301349325,"p_perm_fw":1.0,"p_te":0.9172870616756346,"q_bh_te":0.9814389832816433,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.010316863201249363,"p_holm_tr":1.0,"p_tr":0.0004105372785678901,"stable":false,"by_year":"2022:\u2013(n0) 2023:19/44(n32) 2024:25/54(n4) 2025:65/54(n26) 2026:55/50(n11)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":36,"bt_tr_win":0.6944444444444444,"bt_tr_avg":19.168695889880613,"bt_tr_dd":92.02229078759854,"bt_te_n":37,"bt_te_win":0.24324324324324326,"bt_te_avg":-13.915867174009485,"bt_te_dd":554.9869994383441,"bt_te_gross":-3.8459459459457297,"eq":false,"page":false,"conds":[["prevret_pct",">=",0.2487],["vix_prev","<=",12.09],["vix_chg","<",0.0]]},{"id":"R0466","rule":"When prior day's close-to-close return > +0.33% (\u2248+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","T":"10:15","target":"price 60 min after 10:15 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"tree","dirn":"lower","n_tr":53,"hit_tr":0.2075,"base_tr":0.4939,"lift_tr":0.42,"n_te":25,"hit_te":0.56,"base_te":0.5216,"lift_te":1.074,"ci_te":[0.3707,0.7333],"p_rand":0.7006496751624188,"p_perm_fw":1.0,"p_te":0.7193088787983997,"q_bh_te":0.867796241007874,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0014477554964673195,"p_holm_tr":1.0,"p_tr":3.2945010209705596e-05,"stable":false,"by_year":"2022:18/51(n11) 2023:25/44(n16) 2024:19/54(n26) 2025:63/54(n19) 2026:33/50(n6)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":53,"bt_tr_win":0.7358490566037735,"bt_tr_avg":9.33239220062109,"bt_tr_dd":148.7404543620903,"bt_te_n":25,"bt_te_win":0.4,"bt_te_avg":-10.377180161003103,"bt_te_dd":377.1557960731662,"bt_te_gross":-1.2485840000007011,"eq":false,"page":false,"conds":[["prevret_pct",">",0.3306],["vix_chg",">",-3.8687],["dte_cat",">",2.5]]},{"id":"R0467","rule":"When 1-min ADX(14) > 40.3 AND gap measured in the direction of the move so far > +0.09% (\u2248+23 pts at 25,000) AND distance from TWAP in the move's direction > +0.07% (\u2248+17 pts at 25,000) at 10:15","T":"10:15","target":"price 60 min after 10:15 is further in the move's direction than at 10:15","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":38,"hit_tr":0.2105,"base_tr":0.4939,"lift_tr":0.426,"n_te":15,"hit_te":0.6667,"base_te":0.5216,"lift_te":1.278,"ci_te":[0.4171,0.8482],"p_rand":0.9255372313843079,"p_perm_fw":1.0,"p_te":0.9182244454434215,"q_bh_te":0.9814389832816433,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.014148984111327135,"p_holm_tr":1.0,"p_tr":0.0006204363123927334,"stable":true,"by_year":"2022:33/51(n15) 2023:0/44(n11) 2024:25/54(n12) 2025:75/54(n8) 2026:57/50(n7)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":38,"bt_tr_win":0.6052631578947368,"bt_tr_avg":9.578682838315979,"bt_tr_dd":81.498041081,"bt_te_n":15,"bt_te_win":0.26666666666666666,"bt_te_avg":-15.418674942502806,"bt_te_dd":275.3618059240846,"bt_te_gross":-5.4066666666665695,"eq":false,"page":false,"conds":[["adx_14",">",40.2728],["gap_dir_pct",">",0.0933],["twap_dir_pct",">",0.0688]]},{"id":"R0468","rule":"When move from the open to 10:15 > +0.22% (\u2248+56 pts at 25,000) AND size of the move from the open to 10:15 (either direction) \u2264 0.27% (\u224868 pts at 25,000) AND 1-min Bollinger %B \u2264 0.946 at 10:15","T":"10:15","target":"the close is further in the move's direction than the 10:15 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":34,"hit_tr":0.8824,"base_tr":0.5102,"lift_tr":1.73,"n_te":9,"hit_te":0.5556,"base_te":0.5376,"lift_te":1.033,"ci_te":[0.2666,0.8112],"p_rand":0.5837081459270365,"p_perm_fw":1.0,"p_te":0.5918020281923441,"q_bh_te":0.7867909385897303,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0005760114290617622,"p_holm_tr":1.0,"p_tr":1.0451424631644238e-05,"stable":true,"by_year":"2022:100/58(n9) 2023:73/46(n15) 2024:100/49(n10) 2025:67/56(n3) 2026:50/51(n6)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.7058823529411765,"bt_tr_avg":38.295709787172385,"bt_tr_dd":220.28949718726687,"bt_te_n":9,"bt_te_win":0.4444444444444444,"bt_te_avg":13.098483440934224,"bt_te_dd":257.8323660090312,"bt_te_gross":25.22602222222243,"eq":false,"page":false,"conds":[["mv_pct",">",0.222],["abs_mv_pct","<=",0.274],["bb_pctb","<=",0.9457]]},{"id":"R0469","rule":"When position in today's range so far (0 = at low, 1 = at high) \u2264 0.983 AND distance from TWAP in the move's direction > +0.14% (\u2248+36 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 0.46% (\u2248115 pts at 25,000) at 10:15","T":"10:15","target":"the close is further in the move's direction than the 10:15 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":34,"hit_tr":0.8235,"base_tr":0.5102,"lift_tr":1.614,"n_te":14,"hit_te":0.5,"base_te":0.5376,"lift_te":0.93,"ci_te":[0.268,0.732],"p_rand":0.7026486756621689,"p_perm_fw":1.0,"p_te":0.7096515793500957,"q_bh_te":0.8633058011618185,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.008249711471922232,"p_holm_tr":1.0,"p_tr":0.0003061727939275594,"stable":true,"by_year":"2022:80/58(n5) 2023:76/46(n17) 2024:92/49(n12) 2025:57/56(n7) 2026:43/51(n7)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.7058823529411765,"bt_tr_avg":36.61922185531353,"bt_tr_dd":167.3936492936225,"bt_te_n":14,"bt_te_win":0.35714285714285715,"bt_te_avg":-33.43823189344991,"bt_te_dd":554.0806598999428,"bt_te_gross":-23.154571428570957,"eq":false,"page":false,"conds":[["pos_rng","<=",0.9826],["twap_dir_pct",">",0.1425],["rng_pct","<=",0.4603]]},{"id":"R0470","rule":"When range so far (high\u2212low since 09:15) \u2265 0.71% (\u2248176 pts at 25,000) AND price is above the opening-range high AND it is not expiry day at 10:15","T":"10:15","target":"the close is further in the move's direction than the 10:15 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8,"base_tr":0.5102,"lift_tr":1.568,"n_te":16,"hit_te":0.625,"base_te":0.5376,"lift_te":1.163,"ci_te":[0.3864,0.8152],"p_rand":0.3423288355822089,"p_perm_fw":1.0,"p_te":0.32877407311704254,"q_bh_te":0.5264718271330566,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.03481396808749486,"p_holm_tr":1.0,"p_tr":0.0020749953913115782,"stable":true,"by_year":"2022:79/58(n14) 2023:75/46(n4) 2024:83/49(n12) 2025:56/56(n9) 2026:71/51(n7)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.5333333333333333,"bt_tr_avg":21.63365199064355,"bt_tr_dd":288.4373855696422,"bt_te_n":16,"bt_te_win":0.5,"bt_te_avg":-5.360290196538454,"bt_te_dd":306.754609408118,"bt_te_gross":5.00272500000051,"eq":false,"page":false,"conds":[["rng_pct",">=",0.7054],["or_state","==",1.0],["is_expiry","==",0.0]]},{"id":"R0471","rule":"When opening-range size \u2265 0.44% (\u2248110 pts at 25,000) AND price vs prior-day low \u2265 +0.66% (\u2248+165 pts at 25,000) AND price is above the opening-range high at 10:15","T":"10:15","target":"the close is further in the move's direction than the 10:15 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8,"base_tr":0.5102,"lift_tr":1.568,"n_te":26,"hit_te":0.6154,"base_te":0.5376,"lift_te":1.145,"ci_te":[0.4253,0.7757],"p_rand":0.30134932533733133,"p_perm_fw":1.0,"p_te":0.27612826822012304,"q_bh_te":0.4644346640155575,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.03481396808749486,"p_holm_tr":1.0,"p_tr":0.0020749953913115782,"stable":false,"by_year":"2022:75/58(n16) 2023:75/46(n4) 2024:90/49(n10) 2025:50/56(n14) 2026:75/51(n12)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6,"bt_tr_avg":30.53873239725352,"bt_tr_dd":210.28655566709358,"bt_te_n":26,"bt_te_win":0.46153846153846156,"bt_te_avg":-16.738131178881904,"bt_te_dd":500.4766092337947,"bt_te_gross":-5.936253846153424,"eq":false,"page":false,"conds":[["or_rng_pct",">=",0.4386],["dist_pdl_pct",">=",0.6585],["or_state","==",1.0]]},{"id":"R0472","rule":"When move from the open to 10:15 \u2265 +0.23% (\u2248+58 pts at 25,000) AND size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND the day opened inside the prior-day range at 10:15","T":"10:15","target":"the close is further in the move's direction than the 10:15 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":38,"hit_tr":0.7895,"base_tr":0.5102,"lift_tr":1.547,"n_te":46,"hit_te":0.4565,"base_te":0.5376,"lift_te":0.849,"ci_te":[0.3215,0.5982],"p_rand":0.9305347326336831,"p_perm_fw":1.0,"p_te":0.8943032349215839,"q_bh_te":0.974509803075986,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.01614507453048504,"p_holm_tr":1.0,"p_tr":0.0007422996671624213,"stable":false,"by_year":"2022:79/58(n14) 2023:82/46(n11) 2024:77/49(n13) 2025:48/56(n23) 2026:44/51(n23)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.631578947368421,"bt_tr_avg":37.1559433994743,"bt_tr_dd":184.57897894254052,"bt_te_n":46,"bt_te_win":0.391304347826087,"bt_te_avg":-27.806471171942068,"bt_te_dd":1279.097673909335,"bt_te_gross":-17.1434913043477,"eq":false,"page":false,"conds":[["mv_pct",">=",0.232],["abs_gap_pct","<=",0.2212],["open_vs_pd","==",0.0]]},{"id":"R0473","rule":"When move from the open to 10:15 \u2265 +0.23% (\u2248+58 pts at 25,000) AND it is Monday at 10:15","T":"10:15","target":"the close is further in the move's direction than the 10:15 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.7812,"base_tr":0.5102,"lift_tr":1.531,"n_te":23,"hit_te":0.5652,"base_te":0.5376,"lift_te":1.051,"ci_te":[0.3681,0.7437],"p_rand":0.5337331334332833,"p_perm_fw":1.0,"p_te":0.47960679188688426,"q_bh_te":0.6918153242873485,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.046157154447075445,"p_holm_tr":1.0,"p_tr":0.0030530571405912627,"stable":false,"by_year":"2022:78/58(n18) 2023:75/46(n8) 2024:83/49(n6) 2025:53/56(n15) 2026:62/51(n8)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.6875,"bt_tr_avg":20.062415542404075,"bt_tr_dd":225.4871387266783,"bt_te_n":23,"bt_te_win":0.4782608695652174,"bt_te_avg":-3.9794800116287217,"bt_te_dd":299.8883854741193,"bt_te_gross":6.016000000000096,"eq":false,"page":false,"conds":[["mv_pct",">=",0.232],["dow","==",0.0]]},{"id":"R0474","rule":"When range so far (high\u2212low since 09:15) \u2265 0.55% (\u2248138 pts at 25,000) AND CPR width \u2264 0.13% (\u224833 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2265 +0.01% (\u2248+2 pts at 25,000) at 10:15","T":"10:15","target":"the close is further in the move's direction than the 10:15 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.7812,"base_tr":0.5102,"lift_tr":1.531,"n_te":18,"hit_te":0.6667,"base_te":0.5376,"lift_te":1.24,"ci_te":[0.4375,0.8372],"p_rand":0.1774112943528236,"p_perm_fw":1.0,"p_te":0.19515646271796414,"q_bh_te":0.35589508773332296,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.046157154447075445,"p_holm_tr":1.0,"p_tr":0.0030530571405912627,"stable":true,"by_year":"2022:86/58(n14) 2023:67/46(n3) 2024:73/49(n15) 2025:67/56(n9) 2026:67/51(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.53125,"bt_tr_avg":16.84587708754922,"bt_tr_dd":325.8316237515895,"bt_te_n":18,"bt_te_win":0.6666666666666666,"bt_te_avg":37.96192613177518,"bt_te_dd":200.36870084709062,"bt_te_gross":48.871544444445234,"eq":false,"page":false,"conds":[["rng_pct",">=",0.5524],["cpr_width_pct","<=",0.1325],["ema9_21_pct",">=",0.009]]},{"id":"R0475","rule":"When 1-min Bollinger %B \u2264 0.077 AND gap measured in the direction of the move so far > -0.14% (\u2248-35 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0766 at 10:15","T":"10:15","target":"the close is further in the move's direction than the 10:15 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":32,"hit_tr":0.7812,"base_tr":0.5102,"lift_tr":1.531,"n_te":31,"hit_te":0.7097,"base_te":0.5376,"lift_te":1.32,"ci_te":[0.5341,0.839],"p_rand":0.041979010494752625,"p_perm_fw":1.0,"p_te":0.03909204023928884,"q_bh_te":0.09335986022749079,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.046157154447075445,"p_holm_tr":1.0,"p_tr":0.0030530571405912627,"stable":true,"by_year":"2022:75/58(n8) 2023:87/46(n15) 2024:67/49(n9) 2025:71/56(n17) 2026:71/51(n14)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.65625,"bt_tr_avg":37.433412094414194,"bt_tr_dd":293.4233806938757,"bt_te_n":31,"bt_te_win":0.6129032258064516,"bt_te_avg":10.64288812694453,"bt_te_dd":220.1809156684552,"bt_te_gross":21.04767096774172,"eq":false,"page":false,"conds":[["bb_pctb","<=",0.077],["gap_dir_pct",">",-0.1398],["atr14_pct","<=",0.0766]]},{"id":"R0476","rule":"When prior-day range \u2264 0.58% (\u2248144 pts at 25,000) AND 1-min ADX(14) \u2264 18.2 AND opening-range size \u2264 0.37% (\u224894 pts at 25,000) at 10:15","T":"10:15","target":"the close is further in the move's direction than the 10:15 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":31,"hit_tr":0.129,"base_tr":0.5102,"lift_tr":0.253,"n_te":17,"hit_te":0.6471,"base_te":0.5376,"lift_te":1.204,"ci_te":[0.413,0.8269],"p_rand":0.8820589705147426,"p_perm_fw":1.0,"p_te":0.8753354345215432,"q_bh_te":0.9659779270128322,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0010086535582030484,"p_holm_tr":1.0,"p_tr":2.099628949104707e-05,"stable":false,"by_year":"2022:0/58(n2) 2023:13/46(n15) 2024:14/49(n14) 2025:70/56(n10) 2026:57/51(n7)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.7741935483870968,"bt_tr_avg":34.184118157067644,"bt_tr_dd":88.94094880410148,"bt_te_n":17,"bt_te_win":0.35294117647058826,"bt_te_avg":-41.08444333474524,"bt_te_dd":702.6555094978145,"bt_te_gross":-30.62020000000035,"eq":false,"page":false,"conds":[["pdr_pct","<=",0.5767],["adx_14","<=",18.2129],["or_rng_pct","<=",0.3741]]},{"id":"R0477","rule":"When distance from TWAP in the move's direction \u2264 -0.09% (\u2248-24 pts at 25,000) AND size of the move from the open to 10:15 (either direction) > 0.04% (\u224810 pts at 25,000) at 10:15","T":"10:15","target":"the close is further in the move's direction than the 10:15 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":32,"hit_tr":0.1562,"base_tr":0.5102,"lift_tr":0.306,"n_te":30,"hit_te":0.7333,"base_te":0.5376,"lift_te":1.364,"ci_te":[0.5555,0.8582],"p_rand":0.993503248375812,"p_perm_fw":1.0,"p_te":0.9915219555361349,"q_bh_te":1.0,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0026557301680012234,"p_holm_tr":1.0,"p_tr":7.122187135332539e-05,"stable":false,"by_year":"2022:15/58(n13) 2023:17/46(n6) 2024:15/49(n13) 2025:86/56(n14) 2026:62/51(n16)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.65625,"bt_tr_avg":33.29984357957374,"bt_tr_dd":292.2572525881806,"bt_te_n":30,"bt_te_win":0.2,"bt_te_avg":-44.7202045808629,"bt_te_dd":1394.1694205104718,"bt_te_gross":-34.73471333333376,"eq":false,"page":false,"conds":[["twap_dir_pct","<=",-0.0949],["abs_mv_pct",">",0.0414]]},{"id":"R0478","rule":"When size of the move from the open to 10:15 (either direction) \u2264 0.15% (\u224838 pts at 25,000) AND price vs prior-day low > +0.16% (\u2248+40 pts at 25,000) AND opening gap vs prior close \u2264 +0.05% (\u2248+13 pts at 25,000) at 10:15","T":"10:15","target":"the close is further in the move's direction than the 10:15 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":60,"hit_tr":0.2,"base_tr":0.5102,"lift_tr":0.392,"n_te":32,"hit_te":0.5312,"base_te":0.5376,"lift_te":0.988,"ci_te":[0.3645,0.6913],"p_rand":0.49725137431284355,"p_perm_fw":0.5544554455445545,"p_te":0.5400887438733992,"q_bh_te":0.7425265333026083,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.00011827069078740473,"p_holm_tr":1.0,"p_tr":1.4931303321567048e-06,"stable":false,"by_year":"2022:17/58(n12) 2023:18/46(n22) 2024:23/49(n26) 2025:56/56(n23) 2026:44/51(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":60,"bt_tr_win":0.6333333333333333,"bt_tr_avg":18.235022481271912,"bt_tr_dd":393.9096427854173,"bt_te_n":32,"bt_te_win":0.46875,"bt_te_avg":-8.314235734130985,"bt_te_dd":543.3117367764853,"bt_te_gross":1.307387500000118,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.1531],["dist_pdl_pct",">",0.1589],["gap_pct","<=",0.0533]]},{"id":"R0479","rule":"When size of the opening gap \u2264 0.11% (\u224828 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 0.45% (\u2248112 pts at 25,000) AND prior day's close-to-close return \u2265 +0.25% (\u2248+62 pts at 25,000) at 10:15","T":"10:15","target":"the close is further in the move's direction than the 10:15 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":31,"hit_tr":0.1935,"base_tr":0.5102,"lift_tr":0.379,"n_te":18,"hit_te":0.5556,"base_te":0.5376,"lift_te":1.033,"ci_te":[0.3372,0.7544],"p_rand":0.6486756621689156,"p_perm_fw":1.0,"p_te":0.6489250188116003,"q_bh_te":0.8289835856108083,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.013551144352844338,"p_holm_tr":1.0,"p_tr":0.0005863287793481823,"stable":false,"by_year":"2022:0/58(n2) 2023:19/46(n16) 2024:23/49(n13) 2025:58/56(n12) 2026:50/51(n6)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.7419354838709677,"bt_tr_avg":51.495612064188784,"bt_tr_dd":100.9017665635015,"bt_te_n":18,"bt_te_win":0.4444444444444444,"bt_te_avg":-18.368469086068693,"bt_te_dd":432.38337635827645,"bt_te_gross":-8.514011111111257,"eq":false,"page":false,"conds":[["abs_gap_pct","<=",0.1124],["rng_pct","<=",0.4484],["prevret_pct",">=",0.2487]]},{"id":"R0480","rule":"When size of the move from the open to 10:15 (either direction) \u2265 0.43% (\u2248108 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.12% (\u2248+30 pts at 25,000) AND price has already touched the prior-day high at 10:15","T":"10:15","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":36,"hit_tr":1.0,"base_tr":0.6893,"lift_tr":1.451,"n_te":25,"hit_te":0.92,"base_te":0.713,"lift_te":1.29,"ci_te":[0.7503,0.9778],"p_rand":0.009995002498750625,"p_perm_fw":0.8118811881188119,"p_te":0.012671235985367775,"q_bh_te":0.03580360865632987,"q_bh_te_fam":0.021978427018868,"p_holm_te":1.0,"q_bh_tr":0.00021211293636047,"p_holm_tr":1.0,"p_tr":3.0429446768735163e-06,"stable":true,"by_year":"2022:100/73(n14) 2023:100/64(n7) 2024:100/69(n15) 2025:94/73(n16) 2026:89/69(n9)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.5833333333333334,"bt_tr_avg":46.36351837994396,"bt_tr_dd":332.36803489114664,"bt_te_n":25,"bt_te_win":0.44,"bt_te_avg":4.862419485792754,"bt_te_dd":768.1738975389026,"bt_te_gross":14.415351999999984,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.4336],["twap_dir_pct",">=",0.1204],["touched_pdh","==",1.0]]},{"id":"R0481","rule":"When size of the move from the open to 10:15 (either direction) \u2265 0.43% (\u2248108 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 -0.03% (\u2248-7 pts at 25,000) at 10:15","T":"10:15","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":35,"hit_tr":1.0,"base_tr":0.6893,"lift_tr":1.451,"n_te":13,"hit_te":0.8462,"base_te":0.713,"lift_te":1.187,"ci_te":[0.5776,0.9567],"p_rand":0.24987506246876562,"p_perm_fw":0.8811881188118812,"p_te":0.2322115124233629,"q_bh_te":0.405223680566443,"q_bh_te_fam":0.2797958387396258,"p_holm_te":1.0,"q_bh_tr":0.00028690885757523077,"p_holm_tr":1.0,"p_tr":4.4146658060770225e-06,"stable":false,"by_year":"2022:100/73(n20) 2023:100/64(n7) 2024:100/69(n8) 2025:86/73(n7) 2026:83/69(n6)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":35,"bt_tr_win":0.4,"bt_tr_avg":6.520443400706379,"bt_tr_dd":558.6983163703426,"bt_te_n":13,"bt_te_win":0.15384615384615385,"bt_te_avg":-60.05514899090501,"bt_te_dd":780.7169368817652,"bt_te_gross":-51.09635384615467,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.4336],["vix_chg",">=",0.7733],["ema9_21_pct","<=",-0.0294]]},{"id":"R0482","rule":"When 1-min ADX(14) \u2265 25.1 AND opening gap vs prior close is positive AND it is Friday at 10:15","T":"10:15","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":1.0,"base_tr":0.6893,"lift_tr":1.451,"n_te":15,"hit_te":0.8667,"base_te":0.713,"lift_te":1.216,"ci_te":[0.6212,0.9626],"p_rand":0.13193403298350825,"p_perm_fw":1.0,"p_te":0.150445613681995,"q_bh_te":0.29246627299779826,"q_bh_te_fam":0.19065090699356263,"p_holm_te":1.0,"q_bh_tr":0.0007069910871996107,"p_holm_tr":1.0,"p_tr":1.3480598093186456e-05,"stable":true,"by_year":"2022:100/73(n11) 2023:100/64(n8) 2024:100/69(n13) 2025:100/73(n7) 2026:75/69(n8)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.53125,"bt_tr_avg":18.203735703958124,"bt_tr_dd":216.50979177331305,"bt_te_n":15,"bt_te_win":0.4,"bt_te_avg":-34.624885856629504,"bt_te_dd":579.0283917770832,"bt_te_gross":-23.629319999999765,"eq":false,"page":false,"conds":[["adx_14",">=",25.1133],["gap_pct",">",0.0],["dow","==",4.0]]},{"id":"R0483","rule":"When size of the move from the open to 10:15 (either direction) \u2265 0.43% (\u2248108 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.12% (\u2248+30 pts at 25,000) AND price vs prior-day low \u2265 +0.66% (\u2248+165 pts at 25,000) at 10:15","T":"10:15","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":1.0,"base_tr":0.6893,"lift_tr":1.451,"n_te":28,"hit_te":0.8929,"base_te":0.713,"lift_te":1.252,"ci_te":[0.728,0.9629],"p_rand":0.01249375312343828,"p_perm_fw":1.0,"p_te":0.02210413105429765,"q_bh_te":0.05729390769273951,"q_bh_te_fam":0.035222842980832024,"p_holm_te":1.0,"q_bh_tr":0.0009537244506119404,"p_holm_tr":1.0,"p_tr":1.9557481902235404e-05,"stable":true,"by_year":"2022:100/73(n17) 2023:100/64(n5) 2024:100/69(n9) 2025:93/73(n15) 2026:85/69(n13)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.5483870967741935,"bt_tr_avg":23.02491237356352,"bt_tr_dd":395.9084879623505,"bt_te_n":28,"bt_te_win":0.4642857142857143,"bt_te_avg":-10.924484278191642,"bt_te_dd":482.66109641437237,"bt_te_gross":-0.5190714285711563,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.4336],["twap_dir_pct",">=",0.1204],["dist_pdl_pct",">=",0.6585]]},{"id":"R0484","rule":"When price vs prior-day high \u2265 +0.16% (\u2248+41 pts at 25,000) AND 1-min ADX(14) \u2265 25.1 AND expiry is 3+ trading days away at 10:15","T":"10:15","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":1.0,"base_tr":0.6893,"lift_tr":1.451,"n_te":15,"hit_te":0.8667,"base_te":0.713,"lift_te":1.216,"ci_te":[0.6212,0.9626],"p_rand":0.13193403298350825,"p_perm_fw":1.0,"p_te":0.150445613681995,"q_bh_te":0.29246627299779826,"q_bh_te_fam":0.19065090699356263,"p_holm_te":1.0,"q_bh_tr":0.0012827710245759648,"p_holm_tr":1.0,"p_tr":2.837374838358182e-05,"stable":true,"by_year":"2022:100/73(n11) 2023:100/64(n8) 2024:100/69(n11) 2025:90/73(n10) 2026:80/69(n5)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.5666666666666667,"bt_tr_avg":27.94423349641501,"bt_tr_dd":208.34912203560498,"bt_te_n":15,"bt_te_win":0.5333333333333333,"bt_te_avg":15.476335134933967,"bt_te_dd":150.9257336779154,"bt_te_gross":25.975666666666804,"eq":false,"page":false,"conds":[["dist_pdh_pct",">=",0.1644],["adx_14",">=",25.1133],["dte_cat","==",3.0]]},{"id":"R0485","rule":"When size of the move from the open to 10:15 (either direction) \u2265 0.43% (\u2248108 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.20% (\u2248+50 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 at 10:15","T":"10:15","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":40,"hit_tr":0.975,"base_tr":0.6893,"lift_tr":1.415,"n_te":17,"hit_te":0.8824,"base_te":0.713,"lift_te":1.238,"ci_te":[0.6566,0.9671],"p_rand":0.08845577211394302,"p_perm_fw":1.0,"p_te":0.09501073736576268,"q_bh_te":0.19903111361965803,"q_bh_te_fam":0.1261090599798385,"p_holm_te":1.0,"q_bh_tr":0.0006892657121236421,"p_holm_tr":1.0,"p_tr":1.3072296304580965e-05,"stable":true,"by_year":"2022:94/73(n18) 2023:100/64(n7) 2024:100/69(n15) 2025:90/73(n10) 2026:86/69(n7)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":40,"bt_tr_win":0.325,"bt_tr_avg":-8.12915097958028,"bt_tr_dd":686.0008578637066,"bt_te_n":17,"bt_te_win":0.4117647058823529,"bt_te_avg":-21.395130526275118,"bt_te_dd":679.4302428690982,"bt_te_gross":-12.159623529411927,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.4336],["twap_dir_pct",">=",0.1998],["vix_chg",">=",0.7733]]},{"id":"R0486","rule":"When size of the move from the open to 10:15 (either direction) \u2265 0.43% (\u2248108 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 AND 1-min Bollinger %B \u2264 0.398 at 10:15","T":"10:15","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":38,"hit_tr":0.9737,"base_tr":0.6893,"lift_tr":1.413,"n_te":16,"hit_te":0.8125,"base_te":0.713,"lift_te":1.14,"ci_te":[0.5699,0.9341],"p_rand":0.28735632183908044,"p_perm_fw":1.0,"p_te":0.2828087643578162,"q_bh_te":0.47394848095827125,"q_bh_te_fam":0.3339187820128432,"p_holm_te":1.0,"q_bh_tr":0.00120486887035789,"p_holm_tr":1.0,"p_tr":2.621092959683095e-05,"stable":false,"by_year":"2022:95/73(n20) 2023:100/64(n9) 2024:100/69(n9) 2025:86/73(n7) 2026:78/69(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.5,"bt_tr_avg":16.17439145185488,"bt_tr_dd":397.99727367634523,"bt_te_n":16,"bt_te_win":0.25,"bt_te_avg":-40.180883578232695,"bt_te_dd":741.0151490126796,"bt_te_gross":-30.42151250000029,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.4336],["vix_chg",">=",0.7733],["bb_pctb","<=",0.3982]]},{"id":"R0487","rule":"When size of the move from the open to 10:15 (either direction) \u2265 0.43% (\u2248108 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2265 +0.03% (\u2248+7 pts at 25,000) at 10:15","T":"10:15","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":36,"hit_tr":0.9722,"base_tr":0.6893,"lift_tr":1.41,"n_te":22,"hit_te":0.9091,"base_te":0.713,"lift_te":1.275,"ci_te":[0.7218,0.9747],"p_rand":0.017491254372813594,"p_perm_fw":1.0,"p_te":0.027702945648013386,"q_bh_te":0.0686919978823189,"q_bh_te_fam":0.04230995335332953,"p_holm_te":1.0,"q_bh_tr":0.002088083721681444,"p_holm_tr":1.0,"p_tr":5.2424905328199775e-05,"stable":true,"by_year":"2022:94/73(n17) 2023:100/64(n2) 2024:100/69(n17) 2025:100/73(n11) 2026:82/69(n11)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.5,"bt_tr_avg":28.998802039605053,"bt_tr_dd":312.8784214527481,"bt_te_n":22,"bt_te_win":0.4090909090909091,"bt_te_avg":-23.552027136663263,"bt_te_dd":543.4337479703379,"bt_te_gross":-12.883590909090344,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.4336],["ema9_21_pct",">=",0.0281]]},{"id":"R0488","rule":"When size of the move from the open to 10:15 (either direction) \u2264 0.09% (\u224823 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","T":"10:15","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":49,"hit_tr":0.2245,"base_tr":0.6893,"lift_tr":0.326,"n_te":30,"hit_te":0.4667,"base_te":0.713,"lift_te":0.655,"ci_te":[0.3023,0.6386],"p_rand":0.00399800099950025,"p_perm_fw":0.009900990099009901,"p_te":0.003947497266565213,"q_bh_te":0.013366859048599328,"q_bh_te_fam":0.00814267093558809,"p_holm_te":1.0,"q_bh_tr":1.98770248914345e-08,"p_holm_tr":0.0005253100622864701,"p_tr":5.699752617099518e-11,"stable":true,"by_year":"2022:22/73(n9) 2023:15/64(n20) 2024:30/69(n20) 2025:45/73(n20) 2026:50/69(n10)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":49,"bt_tr_win":0.7142857142857143,"bt_tr_avg":42.55756383483134,"bt_tr_dd":305.82831477332843,"bt_te_n":30,"bt_te_win":0.5,"bt_te_avg":8.718216716230614,"bt_te_dd":244.53177621646668,"bt_te_gross":18.89159333333337,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0936],["dte_cat","<=",1.5],["pos_rng",">",0.366]]},{"id":"R0489","rule":"When size of the move from the open to 10:15 (either direction) \u2264 0.15% (\u224838 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","T":"10:15","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":30,"hit_tr":0.2333,"base_tr":0.6893,"lift_tr":0.339,"n_te":5,"hit_te":0.8,"base_te":0.713,"lift_te":1.122,"ci_te":[0.3755,0.9638],"p_rand":0.8610694652673663,"p_perm_fw":0.31683168316831684,"p_te":0.8157535679229261,"q_bh_te":0.9350859886882052,"q_bh_te_fam":0.8327484339213204,"p_holm_te":1.0,"q_bh_tr":6.537216165704125e-05,"p_holm_tr":1.0,"p_tr":7.287440781098275e-07,"stable":false,"by_year":"2022:27/73(n26) 2023:\u2013(n0) 2024:0/69(n4) 2025:\u2013(n0) 2026:80/69(n5)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6666666666666666,"bt_tr_avg":31.00202062668379,"bt_tr_dd":142.4225249737379,"bt_te_n":5,"bt_te_win":0.2,"bt_te_avg":-57.73721438355718,"bt_te_dd":421.5969773878328,"bt_te_gross":-46.91155999999974,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.1531],["vix_prev",">",18.14],["or_first_break",">",-0.5]]},{"id":"R0490","rule":"When size of the move from the open to 10:15 (either direction) \u2264 0.13% (\u224833 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) > +0.03% (\u2248+7 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) \u2264 0.965 at 10:15","T":"10:15","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":32,"hit_tr":0.25,"base_tr":0.6893,"lift_tr":0.363,"n_te":22,"hit_te":0.5909,"base_te":0.713,"lift_te":0.829,"ci_te":[0.3873,0.7674],"p_rand":0.13943028485757122,"p_perm_fw":0.3465346534653465,"p_te":0.15149457385213952,"q_bh_te":0.2939176163358875,"q_bh_te_fam":0.19156733209689902,"p_holm_te":1.0,"q_bh_tr":7.204436074436783e-05,"p_holm_tr":1.0,"p_tr":8.180966289413616e-07,"stable":true,"by_year":"2022:0/73(n5) 2023:23/64(n13) 2024:36/69(n14) 2025:56/73(n16) 2026:67/69(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.65625,"bt_tr_avg":25.353417525472786,"bt_tr_dd":238.529657106262,"bt_te_n":22,"bt_te_win":0.4090909090909091,"bt_te_avg":1.771019695775454,"bt_te_dd":323.8494044454976,"bt_te_gross":11.065127272727047,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.1303],["ema9_21_pct",">",0.0267],["pos_rng","<=",0.9654]]},{"id":"R0491","rule":"When distance from TWAP in the move's direction \u2264 -0.09% (\u2248-23 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) \u2264 +0.16% (\u2248+39 pts at 25,000) at 10:15","T":"10:15","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":31,"hit_tr":0.2581,"base_tr":0.6893,"lift_tr":0.374,"n_te":35,"hit_te":0.7429,"base_te":0.713,"lift_te":1.042,"ci_te":[0.5793,0.8584],"p_rand":0.7596201899050474,"p_perm_fw":0.6633663366336634,"p_te":0.7116702496428455,"q_bh_te":0.8646793533160573,"q_bh_te_fam":0.7406408969734393,"p_holm_te":1.0,"q_bh_tr":0.00014955312196583684,"p_holm_tr":1.0,"p_tr":1.987775720571721e-06,"stable":false,"by_year":"2022:9/73(n11) 2023:30/64(n10) 2024:40/69(n10) 2025:74/73(n19) 2026:75/69(n16)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.6451612903225806,"bt_tr_avg":46.117221668020875,"bt_tr_dd":211.2333944712509,"bt_te_n":35,"bt_te_win":0.22857142857142856,"bt_te_avg":-39.02631454368484,"bt_te_dd":1365.9210090289694,"bt_te_gross":-29.295011428571783,"eq":false,"page":false,"conds":[["twap_dir_pct","<=",-0.0904],["dist_twap_pct","<=",0.1557]]},{"id":"R0492","rule":"When size of the move from the open to 10:15 (either direction) \u2265 0.43% (\u2248108 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.12% (\u2248+30 pts at 25,000) AND price has already touched the prior-day high at 10:15","T":"10:15","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":36,"hit_tr":0.8611,"base_tr":0.3297,"lift_tr":2.612,"n_te":25,"hit_te":0.68,"base_te":0.3827,"lift_te":1.777,"ci_te":[0.4841,0.828],"p_rand":0.0029985007496251873,"p_perm_fw":0.009900990099009901,"p_te":0.002497250401606307,"q_bh_te":0.009057191755079592,"q_bh_te_fam":0.005520237729866573,"p_holm_te":1.0,"q_bh_tr":4.0497158739473646e-08,"p_holm_tr":0.0011735096807704818,"p_tr":1.2736433973020275e-10,"stable":true,"by_year":"2022:93/38(n14) 2023:71/24(n7) 2024:87/37(n15) 2025:69/39(n16) 2026:67/37(n9)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.5833333333333334,"bt_tr_avg":46.36351837994396,"bt_tr_dd":332.36803489114664,"bt_te_n":25,"bt_te_win":0.44,"bt_te_avg":4.862419485792754,"bt_te_dd":768.1738975389026,"bt_te_gross":14.415351999999984,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.4336],["twap_dir_pct",">=",0.1204],["touched_pdh","==",1.0]]},{"id":"R0493","rule":"When size of the move from the open to 10:15 (either direction) > 0.67% (\u2248167 pts at 25,000) AND 1-min RSI(14) > 29.1 AND prior-day range \u2264 1.56% (\u2248390 pts at 25,000) at 10:15","T":"10:15","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":31,"hit_tr":0.8387,"base_tr":0.3297,"lift_tr":2.544,"n_te":19,"hit_te":0.7895,"base_te":0.3827,"lift_te":2.063,"ci_te":[0.5667,0.9149],"p_rand":0.0009995002498750624,"p_perm_fw":0.009900990099009901,"p_te":0.0003651110415322692,"q_bh_te":0.0017757579012113685,"q_bh_te_fam":0.0010742239155476182,"p_holm_te":0.2825959461459764,"q_bh_tr":2.475502526387735e-06,"p_holm_tr":0.13736272055613918,"p_tr":1.4951786511106204e-08,"stable":true,"by_year":"2022:86/38(n14) 2023:67/24(n6) 2024:91/37(n11) 2025:86/39(n14) 2026:60/37(n5)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.5161290322580645,"bt_tr_avg":43.410074784043765,"bt_tr_dd":369.46463733008324,"bt_te_n":19,"bt_te_win":0.47368421052631576,"bt_te_avg":9.107120714457988,"bt_te_dd":305.7157722532728,"bt_te_gross":18.48152631578954,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.669],["rsi_14",">",29.103],["pdr_pct","<=",1.5616]]},{"id":"R0494","rule":"When size of the move from the open to 10:15 (either direction) > 0.54% (\u2248134 pts at 25,000) AND price vs prior-day high > -0.65% (\u2248-163 pts at 25,000) at 10:15","T":"10:15","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"tree","dirn":"higher","n_tr":34,"hit_tr":0.8235,"base_tr":0.3297,"lift_tr":2.498,"n_te":26,"hit_te":0.6538,"base_te":0.3827,"lift_te":1.709,"ci_te":[0.4622,0.8059],"p_rand":0.0029985007496251873,"p_perm_fw":0.009900990099009901,"p_te":0.0046508597765716215,"q_bh_te":0.015428790794633503,"q_bh_te_fam":0.00939761356915503,"p_holm_te":1.0,"q_bh_tr":1.5579524939901147e-06,"p_holm_tr":0.08018958901810987,"p_tr":8.72469133138448e-09,"stable":true,"by_year":"2022:88/38(n16) 2023:83/24(n6) 2024:75/37(n12) 2025:67/39(n15) 2026:64/37(n11)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.5882352941176471,"bt_tr_avg":18.044297898053188,"bt_tr_dd":207.35503051128467,"bt_te_n":26,"bt_te_win":0.38461538461538464,"bt_te_avg":-13.771626991230347,"bt_te_dd":636.5604390486826,"bt_te_gross":-4.166976923076968,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.5365],["dist_pdh_pct",">",-0.6534]]},{"id":"R0495","rule":"When size of the move from the open to 10:15 (either direction) > 0.54% (\u2248134 pts at 25,000) AND price vs prior-day low > +0.24% (\u2248+59 pts at 25,000) AND price vs prior-day low \u2264 +2.65% (\u2248+661 pts at 25,000) at 10:15","T":"10:15","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":41,"hit_tr":0.8049,"base_tr":0.3297,"lift_tr":2.441,"n_te":25,"hit_te":0.6,"base_te":0.3827,"lift_te":1.568,"ci_te":[0.4074,0.766],"p_rand":0.01699150424787606,"p_perm_fw":0.009900990099009901,"p_te":0.022649369328435955,"q_bh_te":0.05847736814738748,"q_bh_te_fam":0.03594730364336258,"p_holm_te":1.0,"q_bh_tr":2.6225723331832513e-07,"p_holm_tr":0.010144828878117742,"p_tr":1.1022166911035587e-09,"stable":true,"by_year":"2022:83/38(n18) 2023:88/24(n8) 2024:73/37(n15) 2025:62/39(n16) 2026:56/37(n9)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":41,"bt_tr_win":0.5609756097560976,"bt_tr_avg":11.41078500508111,"bt_tr_dd":314.79663856682083,"bt_te_n":25,"bt_te_win":0.36,"bt_te_avg":-27.325178770836548,"bt_te_dd":961.6276065476073,"bt_te_gross":-17.6763519999999,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.5365],["dist_pdl_pct",">",0.237],["dist_pdl_pct","<=",2.6451]]},{"id":"R0496","rule":"When gap measured in the direction of the move so far > -0.01% (\u2248-2 pts at 25,000) AND size of the move from the open to 10:15 (either direction) > 0.55% (\u2248137 pts at 25,000) AND distance from TWAP in the move's direction > +0.13% (\u2248+31 pts at 25,000) at 10:15","T":"10:15","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":36,"hit_tr":0.8056,"base_tr":0.3297,"lift_tr":2.443,"n_te":19,"hit_te":0.6316,"base_te":0.3827,"lift_te":1.65,"ci_te":[0.4104,0.8085],"p_rand":0.02048975512243878,"p_perm_fw":0.009900990099009901,"p_te":0.024522377399185762,"q_bh_te":0.06223433637600147,"q_bh_te_fam":0.038348824230641565,"p_holm_te":1.0,"q_bh_tr":2.067487727532596e-06,"p_holm_tr":0.11154641749392365,"p_tr":1.2139641320457063e-08,"stable":true,"by_year":"2022:80/38(n20) 2023:75/24(n8) 2024:88/37(n8) 2025:67/39(n9) 2026:60/37(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.5555555555555556,"bt_tr_avg":16.870058466023668,"bt_tr_dd":313.26171651418736,"bt_te_n":19,"bt_te_win":0.47368421052631576,"bt_te_avg":-7.4457630986360615,"bt_te_dd":408.7658125125572,"bt_te_gross":2.3573473684212476,"eq":false,"page":false,"conds":[["gap_dir_pct",">",-0.0089],["abs_mv_pct",">",0.5475],["twap_dir_pct",">",0.1259]]},{"id":"R0497","rule":"When size of the move from the open to 10:15 (either direction) \u2265 0.43% (\u2248108 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.12% (\u2248+30 pts at 25,000) AND prior day's close-to-close return \u2265 +0.25% (\u2248+62 pts at 25,000) at 10:15","T":"10:15","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8,"base_tr":0.3297,"lift_tr":2.426,"n_te":18,"hit_te":0.7222,"base_te":0.3827,"lift_te":1.887,"ci_te":[0.4913,0.875],"p_rand":0.0029985007496251873,"p_perm_fw":0.1485148514851485,"p_te":0.003661369336188284,"q_bh_te":0.012657024361162396,"q_bh_te_fam":0.007711409286708201,"p_holm_te":1.0,"q_bh_tr":3.386235282535923e-05,"p_holm_tr":1.0,"p_tr":3.3162715120150374e-07,"stable":true,"by_year":"2022:75/38(n16) 2023:50/24(n4) 2024:100/37(n10) 2025:78/39(n9) 2026:67/37(n9)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.5333333333333333,"bt_tr_avg":13.257664668363466,"bt_tr_dd":469.6515249342019,"bt_te_n":18,"bt_te_win":0.3888888888888889,"bt_te_avg":2.7831046968366766,"bt_te_dd":400.62652115203684,"bt_te_gross":12.043066666666668,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.4336],["twap_dir_pct",">=",0.1204],["prevret_pct",">=",0.2487]]},{"id":"R0498","rule":"When size of the move from the open to 10:15 (either direction) > 0.63% (\u2248158 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) > 0.0637 at 10:15","T":"10:15","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":47,"hit_tr":0.7872,"base_tr":0.3297,"lift_tr":2.388,"n_te":25,"hit_te":0.8,"base_te":0.3827,"lift_te":2.09,"ci_te":[0.6087,0.9114],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.5195838000154923e-05,"q_bh_te":0.00019133089481367644,"q_bh_te_fam":0.00011574338081321167,"p_holm_te":0.02129048311013091,"q_bh_tr":9.06807863690397e-08,"p_holm_tr":0.0029666563454279313,"p_tr":3.2211119491884085e-10,"stable":true,"by_year":"2022:83/38(n23) 2023:67/24(n6) 2024:78/37(n18) 2025:88/39(n16) 2026:67/37(n9)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":47,"bt_tr_win":0.44680851063829785,"bt_tr_avg":17.483874592276027,"bt_tr_dd":678.6543733373721,"bt_te_n":25,"bt_te_win":0.4,"bt_te_avg":-8.345886905482905,"bt_te_dd":582.6375376056857,"bt_te_gross":1.2176080000000367,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.6326],["pos_rng",">",0.0637]]},{"id":"R0499","rule":"When size of the move from the open to 10:15 (either direction) > 0.38% (\u224895 pts at 25,000) AND range so far (high\u2212low since 09:15) > 0.62% (\u2248156 pts at 25,000) AND price vs prior-day high > -0.67% (\u2248-168 pts at 25,000) at 10:15","T":"10:15","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":60,"hit_tr":0.7833,"base_tr":0.3297,"lift_tr":2.376,"n_te":44,"hit_te":0.5227,"base_te":0.3827,"lift_te":1.366,"ci_te":[0.3794,0.6625],"p_rand":0.026486756621689155,"p_perm_fw":0.009900990099009901,"p_te":0.04105760881891421,"q_bh_te":0.09709974640385549,"q_bh_te_fam":0.06035468496380389,"p_holm_te":1.0,"q_bh_tr":7.996035357636412e-10,"p_holm_tr":1.362402603187785e-05,"p_tr":1.476731127043492e-12,"stable":true,"by_year":"2022:83/38(n29) 2023:78/24(n9) 2024:73/37(n22) 2025:50/39(n26) 2026:56/37(n18)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":60,"bt_tr_win":0.55,"bt_tr_avg":26.81111054524403,"bt_tr_dd":491.87744932782334,"bt_te_n":44,"bt_te_win":0.3181818181818182,"bt_te_avg":-32.74376049023377,"bt_te_dd":1719.2235988469795,"bt_te_gross":-23.098313636363525,"eq":false,"page":false,"conds":[["abs_mv_pct",">",0.381],["rng_pct",">",0.625],["dist_pdh_pct",">",-0.6721]]},{"id":"R0500","rule":"When size of the move from the open to 10:15 (either direction) \u2264 0.09% (\u224822 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 0.35% (\u224887 pts at 25,000) AND India VIX (prior day's close) \u2264 12.1 at 10:15","T":"10:15","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":33,"hit_tr":0.0,"base_tr":0.3297,"lift_tr":0.0,"n_te":23,"hit_te":0.1739,"base_te":0.3827,"lift_te":0.454,"ci_te":[0.0698,0.3714],"p_rand":0.02348825587206397,"p_perm_fw":0.8514851485148515,"p_te":0.027986945910345222,"q_bh_te":0.06904393762653695,"q_bh_te_fam":0.04252280153819894,"p_holm_te":1.0,"q_bh_tr":0.0002480669473892504,"p_holm_tr":1.0,"p_tr":3.694808662357536e-06,"stable":true,"by_year":"2022:\u2013(n0) 2023:0/24(n29) 2024:0/37(n4) 2025:10/39(n10) 2026:23/37(n13)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.5757575757575758,"bt_tr_avg":12.495889811652086,"bt_tr_dd":215.8432503742862,"bt_te_n":23,"bt_te_win":0.2608695652173913,"bt_te_avg":-28.78056128627561,"bt_te_dd":769.8216671408064,"bt_te_gross":-16.75007826086917,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0889],["rng_pct","<=",0.347],["vix_prev","<=",12.09]]},{"id":"R0501","rule":"When size of the move from the open to 10:15 (either direction) \u2264 0.09% (\u224822 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) \u2265 0.646 AND the day opened inside the prior-day range at 10:15","T":"10:15","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":31,"hit_tr":0.0,"base_tr":0.3297,"lift_tr":0.0,"n_te":18,"hit_te":0.0,"base_te":0.3827,"lift_te":0.0,"ci_te":[0.0,0.1759],"p_rand":0.0004997501249375312,"p_perm_fw":0.9900990099009901,"p_te":0.00016946728484806635,"q_bh_te":0.0009254056228782051,"q_bh_te_fam":0.0005598132780374326,"p_holm_te":0.13472649145421275,"q_bh_tr":0.0004739468435810964,"p_holm_tr":1.0,"p_tr":8.223809595650035e-06,"stable":true,"by_year":"2022:0/38(n3) 2023:0/24(n16) 2024:0/37(n12) 2025:0/39(n14) 2026:0/37(n4)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.6129032258064516,"bt_tr_avg":30.64013696447217,"bt_tr_dd":227.07541360322176,"bt_te_n":18,"bt_te_win":0.8333333333333334,"bt_te_avg":89.17715378602571,"bt_te_dd":101.25861539569122,"bt_te_gross":97.86815555555566,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0889],["pos_rng",">=",0.6456],["open_vs_pd","==",0.0]]},{"id":"R0502","rule":"When size of the move from the open to 10:15 (either direction) \u2264 0.09% (\u224822 pts at 25,000) AND India VIX (prior day's close) \u2264 12.1 AND India VIX change on the prior day (%) is negative at 10:15","T":"10:15","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.0,"base_tr":0.3297,"lift_tr":0.0,"n_te":23,"hit_te":0.1739,"base_te":0.3827,"lift_te":0.454,"ci_te":[0.0698,0.3714],"p_rand":0.02448775612193903,"p_perm_fw":1.0,"p_te":0.027986945910345222,"q_bh_te":0.06904393762653695,"q_bh_te_fam":0.04252280153819894,"p_holm_te":1.0,"q_bh_tr":0.0006558815251523668,"p_holm_tr":1.0,"p_tr":1.2269125062666605e-05,"stable":true,"by_year":"2022:\u2013(n0) 2023:0/24(n26) 2024:0/37(n4) 2025:9/39(n11) 2026:25/37(n12)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.5666666666666667,"bt_tr_avg":12.668045476683112,"bt_tr_dd":126.76605516189434,"bt_te_n":23,"bt_te_win":0.391304347826087,"bt_te_avg":-13.102454133679316,"bt_te_dd":435.488525123988,"bt_te_gross":-1.6726260869562912,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0889],["vix_prev","<=",12.09],["vix_chg","<",0.0]]},{"id":"R0503","rule":"When prior-day range \u2264 0.78% (\u2248196 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","T":"10:15","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.0,"base_tr":0.3297,"lift_tr":0.0,"n_te":13,"hit_te":0.4615,"base_te":0.3827,"lift_te":1.206,"ci_te":[0.2321,0.7086],"p_rand":0.7986006996501749,"p_perm_fw":1.0,"p_te":0.809123376101067,"q_bh_te":0.9318340302964895,"q_bh_te_fam":0.8274166002563954,"p_holm_te":1.0,"q_bh_tr":0.0006558815251523668,"p_holm_tr":1.0,"p_tr":1.2269125062666605e-05,"stable":false,"by_year":"2022:0/38(n7) 2023:0/24(n15) 2024:0/37(n8) 2025:25/39(n8) 2026:80/37(n5)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6333333333333333,"bt_tr_avg":45.953475556420045,"bt_tr_dd":125.23135456790068,"bt_te_n":13,"bt_te_win":0.23076923076923078,"bt_te_avg":-50.52138903432106,"bt_te_dd":760.0987804395093,"bt_te_gross":-39.58127692307691,"eq":false,"page":false,"conds":[["pdr_pct","<=",0.7824],["dist_twap_pct","<",0.0],["pd_pos","==",1.0]]},{"id":"R0504","rule":"When range so far (high\u2212low since 09:15) > 0.84% (\u2248211 pts at 25,000) AND size of the move from the open to 10:15 (either direction) > 0.70% (\u2248175 pts at 25,000) at 10:15","T":"10:15","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":34,"hit_tr":0.6765,"base_tr":0.1872,"lift_tr":3.613,"n_te":26,"hit_te":0.7692,"base_te":0.2528,"lift_te":3.042,"ci_te":[0.5795,0.8897],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":5.046444251390748e-08,"q_bh_te":1.0219049609066265e-06,"q_bh_te_fam":6.181894207953666e-07,"p_holm_te":4.667960932536442e-05,"q_bh_tr":2.8317620501837937e-07,"p_holm_tr":0.011072522503434969,"p_tr":1.2030640290002728e-09,"stable":true,"by_year":"2022:65/25(n20) 2023:67/8(n6) 2024:75/23(n8) 2025:75/25(n16) 2026:80/26(n10)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.4411764705882353,"bt_tr_avg":15.373319143482009,"bt_tr_dd":547.1685526049607,"bt_te_n":26,"bt_te_win":0.46153846153846156,"bt_te_avg":4.996745798297882,"bt_te_dd":276.74976277910326,"bt_te_gross":13.968276923076981,"eq":true,"page":true,"conds":[["rng_pct",">",0.8445],["abs_mv_pct",">",0.6987]]},{"id":"R0505","rule":"When size of the move from the open to 10:15 (either direction) > 0.63% (\u2248158 pts at 25,000) AND India VIX (prior day's close) \u2264 21 AND distance from TWAP in the move's direction > +0.15% (\u2248+38 pts at 25,000) at 10:15","T":"10:15","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":36,"hit_tr":0.6667,"base_tr":0.1872,"lift_tr":3.56,"n_te":20,"hit_te":0.65,"base_te":0.2528,"lift_te":2.571,"ci_te":[0.4329,0.8188],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.00020783175578750898,"q_bh_te":0.0010802805701896187,"q_bh_te_fam":0.0006535030609789052,"p_holm_te":0.16335576004898206,"q_bh_tr":2.0048881556299623e-07,"p_holm_tr":0.007414842888061497,"p_tr":8.054589098147706e-10,"stable":true,"by_year":"2022:62/25(n13) 2023:29/8(n7) 2024:88/23(n16) 2025:64/25(n14) 2026:67/26(n6)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.5277777777777778,"bt_tr_avg":18.12282593836936,"bt_tr_dd":508.0300217070567,"bt_te_n":20,"bt_te_win":0.3,"bt_te_avg":-40.529831771359326,"bt_te_dd":984.2803888189178,"bt_te_gross":-30.830319999999848,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.6313],["vix_prev","<=",21.04],["twap_dir_pct",">",0.1518]]},{"id":"R0506","rule":"When opening-range size \u2265 0.44% (\u2248110 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.12% (\u2248+30 pts at 25,000) AND it is Friday at 10:15","T":"10:15","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.6333,"base_tr":0.1872,"lift_tr":3.382,"n_te":16,"hit_te":0.625,"base_te":0.2528,"lift_te":2.472,"ci_te":[0.3864,0.8152],"p_rand":0.0014992503748125937,"p_perm_fw":0.06930693069306931,"p_te":0.0018055791064489955,"q_bh_te":0.006882442711640877,"q_bh_te_fam":0.004196365670324148,"p_holm_te":1.0,"q_bh_tr":2.1338753143872613e-05,"p_holm_tr":1.0,"p_tr":1.9120190891187422e-07,"stable":true,"by_year":"2022:54/25(n13) 2023:50/8(n2) 2024:73/23(n15) 2025:56/25(n9) 2026:71/26(n7)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.5333333333333333,"bt_tr_avg":36.663198350800165,"bt_tr_dd":314.8280092842897,"bt_te_n":16,"bt_te_win":0.5,"bt_te_avg":-19.100413054716157,"bt_te_dd":592.49504659098,"bt_te_gross":-8.87502500000005,"eq":true,"page":true,"conds":[["or_rng_pct",">=",0.4386],["twap_dir_pct",">=",0.1204],["dow","==",4.0]]},{"id":"R0507","rule":"When size of the move from the open to 10:15 (either direction) \u2265 0.43% (\u2248108 pts at 25,000) AND opening gap vs prior close \u2264 +0.04% (\u2248+9 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.20% (\u2248+50 pts at 25,000) at 10:15","T":"10:15","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":38,"hit_tr":0.5789,"base_tr":0.1872,"lift_tr":3.092,"n_te":20,"hit_te":0.7,"base_te":0.2528,"lift_te":2.768,"ci_te":[0.481,0.8545],"p_rand":0.0004997501249375312,"p_perm_fw":0.06930693069306931,"p_te":3.387592537687926e-05,"q_bh_te":0.0002475744320776439,"q_bh_te_fam":0.0001497672490346241,"p_holm_te":0.028455777316578577,"q_bh_tr":2.1081456834527903e-05,"p_holm_tr":1.0,"p_tr":1.88326244737444e-07,"stable":true,"by_year":"2022:33/25(n18) 2023:67/8(n6) 2024:86/23(n14) 2025:55/25(n11) 2026:89/26(n9)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.5,"bt_tr_avg":12.259426799138918,"bt_tr_dd":633.1852239154018,"bt_te_n":20,"bt_te_win":0.55,"bt_te_avg":16.818166873153235,"bt_te_dd":519.4109424584349,"bt_te_gross":26.246840000000155,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.4336],["gap_pct","<=",0.0365],["twap_dir_pct",">=",0.1998]]},{"id":"R0508","rule":"When size of the move from the open to 10:15 (either direction) \u2265 0.43% (\u2248108 pts at 25,000) AND opening gap vs prior close \u2264 +0.04% (\u2248+9 pts at 25,000) AND 1-min ATR(14) as % of price \u2265 0.0588 at 10:15","T":"10:15","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.5625,"base_tr":0.1872,"lift_tr":3.004,"n_te":12,"hit_te":0.4167,"base_te":0.2528,"lift_te":1.648,"ci_te":[0.1933,0.6805],"p_rand":0.16141929035482258,"p_perm_fw":0.8910891089108911,"p_te":0.1635785731339355,"q_bh_te":0.31115141504145855,"q_bh_te_fam":0.2055217970144318,"p_holm_te":1.0,"q_bh_tr":0.0003167569367418088,"p_holm_tr":1.0,"p_tr":4.966994480665241e-06,"stable":true,"by_year":"2022:47/25(n17) 2023:33/8(n3) 2024:75/23(n12) 2025:25/25(n8) 2026:75/26(n4)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.4375,"bt_tr_avg":22.611076590769173,"bt_tr_dd":774.2635165280842,"bt_te_n":12,"bt_te_win":0.25,"bt_te_avg":-56.77628937189784,"bt_te_dd":800.9922074290619,"bt_te_gross":-48.34765000000092,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.4336],["gap_pct","<=",0.0365],["atr14_pct",">=",0.0588]]},{"id":"R0509","rule":"When size of the move from the open to 10:15 (either direction) \u2265 0.43% (\u2248108 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.12% (\u2248+30 pts at 25,000) AND price has already touched the prior-day high at 10:15","T":"10:15","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":36,"hit_tr":0.5556,"base_tr":0.1872,"lift_tr":2.967,"n_te":25,"hit_te":0.56,"base_te":0.2528,"lift_te":2.215,"ci_te":[0.3707,0.7333],"p_rand":0.0009995002498750624,"p_perm_fw":0.6336633663366337,"p_te":0.0010337821206633986,"q_bh_te":0.004312601808089371,"q_bh_te_fam":0.0026201029609917168,"p_holm_te":0.7649987692909149,"q_bh_tr":0.0001376312214344236,"p_holm_tr":1.0,"p_tr":1.795946866411915e-06,"stable":true,"by_year":"2022:64/25(n14) 2023:14/8(n7) 2024:67/23(n15) 2025:50/25(n16) 2026:67/26(n9)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.5833333333333334,"bt_tr_avg":46.36351837994396,"bt_tr_dd":332.36803489114664,"bt_te_n":25,"bt_te_win":0.44,"bt_te_avg":4.862419485792754,"bt_te_dd":768.1738975389026,"bt_te_gross":14.415351999999984,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.4336],["twap_dir_pct",">=",0.1204],["touched_pdh","==",1.0]]},{"id":"R0510","rule":"When size of the move from the open to 10:15 (either direction) \u2265 0.43% (\u2248108 pts at 25,000) AND size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2265 0.71% (\u2248176 pts at 25,000) at 10:15","T":"10:15","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":35,"hit_tr":0.5429,"base_tr":0.1872,"lift_tr":2.899,"n_te":25,"hit_te":0.48,"base_te":0.2528,"lift_te":1.898,"ci_te":[0.3003,0.665],"p_rand":0.01199400299850075,"p_perm_fw":0.9207920792079208,"p_te":0.011779657074748918,"q_bh_te":0.033949624244360044,"q_bh_te_fam":0.020783384221745065,"p_holm_te":1.0,"q_bh_tr":0.0003378821320058402,"p_holm_tr":1.0,"p_tr":5.382502458548305e-06,"stable":true,"by_year":"2022:55/25(n11) 2023:40/8(n10) 2024:64/23(n14) 2025:50/25(n18) 2026:43/26(n7)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":35,"bt_tr_win":0.42857142857142855,"bt_tr_avg":-5.449545137102171,"bt_tr_dd":666.7892008228422,"bt_te_n":25,"bt_te_win":0.28,"bt_te_avg":-42.23342961685727,"bt_te_dd":1055.8357404214316,"bt_te_gross":-33.096319999999835,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.4336],["abs_gap_pct","<=",0.2212],["rng_pct",">=",0.7054]]},{"id":"R0511","rule":"When range so far (high\u2212low since 09:15) > 0.88% (\u2248221 pts at 25,000) AND 1-min Bollinger %B \u2264 0.843 at 10:15","T":"10:15","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":61,"hit_tr":0.541,"base_tr":0.1872,"lift_tr":2.889,"n_te":35,"hit_te":0.5143,"base_te":0.2528,"lift_te":2.034,"ci_te":[0.3557,0.6701],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.0008042666660628894,"q_bh_te":0.0034287157868996866,"q_bh_te_fam":0.0020832986768501275,"p_holm_te":0.5991786662168526,"q_bh_tr":3.212256099780258e-07,"p_holm_tr":0.012764759211081599,"p_tr":1.3870275662484243e-09,"stable":true,"by_year":"2022:54/25(n41) 2023:17/8(n6) 2024:71/23(n14) 2025:50/25(n16) 2026:53/26(n19)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":61,"bt_tr_win":0.39344262295081966,"bt_tr_avg":9.05106520811304,"bt_tr_dd":1231.9608541305038,"bt_te_n":35,"bt_te_win":0.37142857142857144,"bt_te_avg":-24.670317943149232,"bt_te_dd":1212.455272407664,"bt_te_gross":-14.935102857143127,"eq":true,"page":true,"conds":[["rng_pct",">",0.8849],["bb_pctb","<=",0.8427]]},{"id":"R0512","rule":"When gap measured in the direction of the move so far \u2265 +0.04% (\u2248+11 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0388 AND India VIX change on the prior day (%) is negative at 10:15","T":"10:15","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":77,"hit_tr":0.0,"base_tr":0.1872,"lift_tr":0.0,"n_te":53,"hit_te":0.2453,"base_te":0.2528,"lift_te":0.97,"ci_te":[0.1493,0.3757],"p_rand":0.49025487256371814,"p_perm_fw":0.09900990099009901,"p_te":0.5229437291908043,"q_bh_te":0.7292701646678075,"q_bh_te_fam":0.5673264073140092,"p_holm_te":1.0,"q_bh_tr":2.5227043174685372e-05,"p_holm_tr":1.0,"p_tr":2.332913638996974e-07,"stable":false,"by_year":"2022:0/25(n21) 2023:0/8(n42) 2024:0/23(n14) 2025:17/25(n29) 2026:33/26(n24)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":77,"bt_tr_win":0.5064935064935064,"bt_tr_avg":10.344641862147581,"bt_tr_dd":573.1070373823635,"bt_te_n":53,"bt_te_win":0.33962264150943394,"bt_te_avg":-21.9016886935285,"bt_te_dd":1160.78950075701,"bt_te_gross":-11.15423018867927,"eq":false,"page":false,"conds":[["gap_dir_pct",">=",0.0423],["atr14_pct","<=",0.0388],["vix_chg","<",0.0]]},{"id":"R0513","rule":"When size of the move from the open to 10:15 (either direction) \u2264 0.17% (\u224843 pts at 25,000) AND India VIX (prior day's close) \u2264 12.1 AND 1-min ATR(14) as % of price \u2264 0.0388 at 10:15","T":"10:15","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":72,"hit_tr":0.0,"base_tr":0.1872,"lift_tr":0.0,"n_te":69,"hit_te":0.0725,"base_te":0.2528,"lift_te":0.287,"ci_te":[0.0313,0.1587],"p_rand":0.0004997501249375312,"p_perm_fw":0.27722772277227725,"p_te":0.00011703840474350133,"q_bh_te":0.0006812055653334329,"q_bh_te_fam":0.00041208731730047176,"p_holm_te":0.09433295422326207,"q_bh_tr":6.0010985383660664e-05,"p_holm_tr":1.0,"p_tr":6.578123086166172e-07,"stable":true,"by_year":"2022:\u2013(n0) 2023:0/8(n67) 2024:0/23(n5) 2025:7/25(n43) 2026:8/26(n26)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":72,"bt_tr_win":0.5416666666666666,"bt_tr_avg":5.10387418456445,"bt_tr_dd":399.7017707004643,"bt_te_n":69,"bt_te_win":0.36231884057971014,"bt_te_avg":-20.268918157426903,"bt_te_dd":1506.4241104189239,"bt_te_gross":-9.763921739130467,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.1722],["vix_prev","<=",12.09],["atr14_pct","<=",0.0388]]},{"id":"R0514","rule":"When size of the move from the open to 10:15 (either direction) \u2264 0.17% (\u224843 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0388 AND 1-min Supertrend is down at 10:15","T":"10:15","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":71,"hit_tr":0.0,"base_tr":0.1872,"lift_tr":0.0,"n_te":60,"hit_te":0.0833,"base_te":0.2528,"lift_te":0.33,"ci_te":[0.0361,0.1807],"p_rand":0.0014992503748125937,"p_perm_fw":0.3465346534653465,"p_te":0.0008170454340497991,"q_bh_te":0.003452905051723499,"q_bh_te_fam":0.0020979157869924973,"p_holm_te":0.6070647574990007,"q_bh_tr":7.137510151981867e-05,"p_holm_tr":1.0,"p_tr":8.093617241889067e-07,"stable":true,"by_year":"2022:0/25(n12) 2023:0/8(n38) 2024:0/23(n21) 2025:10/25(n38) 2026:4/26(n22)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":71,"bt_tr_win":0.5070422535211268,"bt_tr_avg":6.210515536037175,"bt_tr_dd":387.13460125683906,"bt_te_n":60,"bt_te_win":0.31666666666666665,"bt_te_avg":-29.992199181310205,"bt_te_dd":1799.531950878612,"bt_te_gross":-19.329739999999948,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.1722],["atr14_pct","<=",0.0388],["supertrend_dir","==",-1.0]]},{"id":"R0515","rule":"When size of the move from the open to 10:15 (either direction) \u2264 0.09% (\u224822 pts at 25,000) AND India VIX (prior day's close) \u2264 13.7 AND 1-min ATR(14) as % of price \u2264 0.0388 at 10:15","T":"10:15","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":67,"hit_tr":0.0,"base_tr":0.1872,"lift_tr":0.0,"n_te":57,"hit_te":0.0526,"base_te":0.2528,"lift_te":0.208,"ci_te":[0.0181,0.1437],"p_rand":0.0004997501249375312,"p_perm_fw":0.6336633663366337,"p_te":8.137540413887556e-05,"q_bh_te":0.0005006132457151079,"q_bh_te_fam":0.00030284011160543563,"p_holm_te":0.06632095437318358,"q_bh_tr":0.00014099415371897586,"p_holm_tr":1.0,"p_tr":1.8548351989299062e-06,"stable":true,"by_year":"2022:0/25(n2) 2023:0/8(n51) 2024:0/23(n14) 2025:3/25(n32) 2026:8/26(n25)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":67,"bt_tr_win":0.5671641791044776,"bt_tr_avg":6.403862060490094,"bt_tr_dd":236.56553877689865,"bt_te_n":57,"bt_te_win":0.42105263157894735,"bt_te_avg":-6.6052305532887825,"bt_te_dd":583.8291271196974,"bt_te_gross":4.362592982456319,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0889],["vix_prev","<=",13.684],["atr14_pct","<=",0.0388]]},{"id":"R0516","rule":"When range so far (high\u2212low since 09:15) > 0.93% (\u2248233 pts at 25,000) AND distance from TWAP in the move's direction > -0.04% (\u2248-11 pts at 25,000) AND size of the move from the open to 10:15 (either direction) > 0.67% (\u2248167 pts at 25,000) at 10:15","T":"10:15","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":31,"hit_tr":0.9355,"base_tr":0.5183,"lift_tr":1.805,"n_te":17,"hit_te":0.7647,"base_te":0.574,"lift_te":1.332,"ci_te":[0.5274,0.9045],"p_rand":0.09895052473763119,"p_perm_fw":0.46534653465346537,"p_te":0.08680771217475851,"q_bh_te":0.18422946775953117,"q_bh_te_fam":0.11627092200172666,"p_holm_te":1.0,"q_bh_tr":0.00010047552359151249,"p_holm_tr":1.0,"p_tr":1.2256926622582021e-06,"stable":true,"by_year":"2022:94/61(n18) 2023:80/41(n5) 2024:100/54(n8) 2025:80/60(n10) 2026:71/55(n7)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.3548387096774194,"bt_tr_avg":-7.545169844473976,"bt_tr_dd":737.3538599861402,"bt_te_n":17,"bt_te_win":0.47058823529411764,"bt_te_avg":4.660493764212866,"bt_te_dd":272.6731007705713,"bt_te_gross":13.843364705882456,"eq":false,"page":false,"conds":[["rng_pct",">",0.9324],["twap_dir_pct",">",-0.0449],["abs_mv_pct",">",0.6685]]},{"id":"R0517","rule":"When move from the open to 10:15 \u2265 +0.23% (\u2248+58 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2265 0.71% (\u2248176 pts at 25,000) AND price is above the opening-range high at 10:15","T":"10:15","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.9333,"base_tr":0.5183,"lift_tr":1.801,"n_te":18,"hit_te":0.8333,"base_te":0.574,"lift_te":1.452,"ci_te":[0.6078,0.9416],"p_rand":0.02048975512243878,"p_perm_fw":0.7029702970297029,"p_te":0.019786859456719257,"q_bh_te":0.0521214834469678,"q_bh_te_fam":0.032051441764603096,"p_holm_te":1.0,"q_bh_tr":0.00016348023791036055,"p_holm_tr":1.0,"p_tr":2.217635639912122e-06,"stable":true,"by_year":"2022:87/61(n15) 2023:100/41(n4) 2024:100/54(n11) 2025:80/60(n10) 2026:88/55(n8)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.5,"bt_tr_avg":13.340420158864207,"bt_tr_dd":245.60497906339987,"bt_te_n":18,"bt_te_win":0.3888888888888889,"bt_te_avg":-18.454964557883233,"bt_te_dd":357.47851300564434,"bt_te_gross":-8.020733333332828,"eq":false,"page":false,"conds":[["mv_pct",">=",0.232],["rng_pct",">=",0.7054],["or_state","==",1.0]]},{"id":"R0518","rule":"When opening-range size \u2265 0.44% (\u2248110 pts at 25,000) AND price vs prior-day low \u2265 +0.66% (\u2248+165 pts at 25,000) AND price is above the opening-range high at 10:15","T":"10:15","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.9333,"base_tr":0.5183,"lift_tr":1.801,"n_te":26,"hit_te":0.8077,"base_te":0.574,"lift_te":1.407,"ci_te":[0.6212,0.9149],"p_rand":0.01199400299850075,"p_perm_fw":0.7029702970297029,"p_te":0.011120461924272343,"q_bh_te":0.03236254188740334,"q_bh_te_fam":0.019754778282393165,"p_holm_te":1.0,"q_bh_tr":0.00016348023791036055,"p_holm_tr":1.0,"p_tr":2.217635639912122e-06,"stable":true,"by_year":"2022:94/61(n16) 2023:75/41(n4) 2024:100/54(n10) 2025:71/60(n14) 2026:92/55(n12)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6,"bt_tr_avg":30.53873239725352,"bt_tr_dd":210.28655566709358,"bt_te_n":26,"bt_te_win":0.46153846153846156,"bt_te_avg":-16.738131178881904,"bt_te_dd":500.4766092337947,"bt_te_gross":-5.936253846153424,"eq":true,"page":true,"conds":[["or_rng_pct",">=",0.4386],["dist_pdl_pct",">=",0.6585],["or_state","==",1.0]]},{"id":"R0519","rule":"When size of the move from the open to 10:15 (either direction) \u2265 0.43% (\u2248108 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 AND price has already touched the prior-day low at 10:15","T":"10:15","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":39,"hit_tr":0.9231,"base_tr":0.5183,"lift_tr":1.781,"n_te":21,"hit_te":0.8095,"base_te":0.574,"lift_te":1.41,"ci_te":[0.6,0.9233],"p_rand":0.02148925537231384,"p_perm_fw":0.0297029702970297,"p_te":0.021574517299345886,"q_bh_te":0.056372125846677966,"q_bh_te_fam":0.03466069992353929,"p_holm_te":1.0,"q_bh_tr":1.4324555823322512e-05,"p_holm_tr":1.0,"p_tr":1.1858104494023433e-07,"stable":true,"by_year":"2022:95/61(n21) 2023:83/41(n6) 2024:92/54(n12) 2025:91/60(n11) 2026:70/55(n10)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":39,"bt_tr_win":0.358974358974359,"bt_tr_avg":-15.68299962702105,"bt_tr_dd":1086.3425447087268,"bt_te_n":21,"bt_te_win":0.3333333333333333,"bt_te_avg":-13.834617969566807,"bt_te_dd":778.6763768458036,"bt_te_gross":-4.159838095238575,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.4336],["vix_chg",">=",0.7733],["touched_pdl","==",1.0]]},{"id":"R0520","rule":"When size of the move from the open to 10:15 (either direction) \u2265 0.43% (\u2248108 pts at 25,000) AND opening gap vs prior close \u2264 +0.04% (\u2248+9 pts at 25,000) AND India VIX change on the prior day (%) is positive at 10:15","T":"10:15","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":36,"hit_tr":0.9167,"base_tr":0.5183,"lift_tr":1.769,"n_te":25,"hit_te":0.8,"base_te":0.574,"lift_te":1.394,"ci_te":[0.6087,0.9114],"p_rand":0.014492753623188406,"p_perm_fw":0.297029702970297,"p_te":0.015910321092706625,"q_bh_te":0.04383098304380834,"q_bh_te_fam":0.026960428825681546,"p_holm_te":1.0,"q_bh_tr":6.102755977005229e-05,"p_holm_tr":1.0,"p_tr":6.705731735250473e-07,"stable":true,"by_year":"2022:94/61(n18) 2023:86/41(n7) 2024:91/54(n11) 2025:85/60(n13) 2026:75/55(n12)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.4166666666666667,"bt_tr_avg":2.411851974901131,"bt_tr_dd":565.7819802108801,"bt_te_n":25,"bt_te_win":0.4,"bt_te_avg":-14.293837271410512,"bt_te_dd":667.1351276648768,"bt_te_gross":-4.614904000000243,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.4336],["gap_pct","<=",0.0365],["vix_chg",">",0.0]]},{"id":"R0521","rule":"When size of the move from the open to 10:15 (either direction) \u2265 0.43% (\u2248108 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.12% (\u2248+30 pts at 25,000) AND price has already touched the prior-day high at 10:15","T":"10:15","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":36,"hit_tr":0.9167,"base_tr":0.5183,"lift_tr":1.769,"n_te":25,"hit_te":0.88,"base_te":0.574,"lift_te":1.533,"ci_te":[0.7004,0.9583],"p_rand":0.0014992503748125937,"p_perm_fw":0.297029702970297,"p_te":0.0010577717143762581,"q_bh_te":0.004375123856909459,"q_bh_te_fam":0.002657990461765982,"p_holm_te":0.7806355252096785,"q_bh_tr":6.102755977005229e-05,"p_holm_tr":1.0,"p_tr":6.705731735250473e-07,"stable":true,"by_year":"2022:93/61(n14) 2023:86/41(n7) 2024:93/54(n15) 2025:88/60(n16) 2026:89/55(n9)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.5833333333333334,"bt_tr_avg":46.36351837994396,"bt_tr_dd":332.36803489114664,"bt_te_n":25,"bt_te_win":0.44,"bt_te_avg":4.862419485792754,"bt_te_dd":768.1738975389026,"bt_te_gross":14.415351999999984,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.4336],["twap_dir_pct",">=",0.1204],["touched_pdh","==",1.0]]},{"id":"R0522","rule":"When range so far (high\u2212low since 09:15) > 0.93% (\u2248233 pts at 25,000) AND distance from TWAP in the move's direction > -0.04% (\u2248-11 pts at 25,000) at 10:15","T":"10:15","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":52,"hit_tr":0.9038,"base_tr":0.5183,"lift_tr":1.744,"n_te":26,"hit_te":0.7692,"base_te":0.574,"lift_te":1.34,"ci_te":[0.5795,0.8897],"p_rand":0.021989005497251374,"p_perm_fw":0.009900990099009901,"p_te":0.031876518320820904,"q_bh_te":0.07824236315110586,"q_bh_te_fam":0.04818352897851592,"p_holm_te":1.0,"q_bh_tr":1.1051044780410887e-06,"p_holm_tr":0.05362578399061702,"p_tr":5.83263830227156e-09,"stable":true,"by_year":"2022:91/61(n33) 2023:86/41(n7) 2024:92/54(n12) 2025:80/60(n15) 2026:73/55(n11)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":52,"bt_tr_win":0.36538461538461536,"bt_tr_avg":-8.647878878378542,"bt_tr_dd":1124.267619148357,"bt_te_n":26,"bt_te_win":0.46153846153846156,"bt_te_avg":-4.706766939154584,"bt_te_dd":529.4140113940075,"bt_te_gross":5.126838461538332,"eq":true,"page":true,"conds":[["rng_pct",">",0.9324],["twap_dir_pct",">",-0.0449]]},{"id":"R0523","rule":"When size of the move from the open to 10:15 (either direction) \u2265 0.43% (\u2248108 pts at 25,000) AND opening-range size \u2265 0.58% (\u2248144 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.20% (\u2248+50 pts at 25,000) at 10:15","T":"10:15","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":34,"hit_tr":0.9118,"base_tr":0.5183,"lift_tr":1.759,"n_te":22,"hit_te":0.7727,"base_te":0.574,"lift_te":1.346,"ci_te":[0.5656,0.8988],"p_rand":0.04147926036981509,"p_perm_fw":0.7029702970297029,"p_te":0.04434335452966684,"q_bh_te":0.1038596159104486,"q_bh_te_fam":0.06453933778080223,"p_holm_te":1.0,"q_bh_tr":0.00015661103305806987,"p_holm_tr":1.0,"p_tr":2.1046801442577076e-06,"stable":true,"by_year":"2022:90/61(n20) 2023:100/41(n4) 2024:90/54(n10) 2025:77/60(n13) 2026:78/55(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.35294117647058826,"bt_tr_avg":-16.73890105947997,"bt_tr_dd":896.0204454807292,"bt_te_n":22,"bt_te_win":0.45454545454545453,"bt_te_avg":-4.935434898944648,"bt_te_dd":573.9306942889594,"bt_te_gross":4.018718181818258,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.4336],["or_rng_pct",">=",0.576],["twap_dir_pct",">=",0.1998]]},{"id":"R0524","rule":"When size of the move from the open to 10:15 (either direction) \u2264 0.09% (\u224822 pts at 25,000) AND opening gap vs prior close \u2265 +0.21% (\u2248+53 pts at 25,000) AND opening-range size \u2264 0.35% (\u224888 pts at 25,000) at 10:15","T":"10:15","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":34,"hit_tr":0.0588,"base_tr":0.5183,"lift_tr":0.113,"n_te":21,"hit_te":0.2857,"base_te":0.574,"lift_te":0.498,"ci_te":[0.1381,0.4996],"p_rand":0.0074962518740629685,"p_perm_fw":0.009900990099009901,"p_te":0.007231199324465086,"q_bh_te":0.022242802985379947,"q_bh_te_fam":0.01354122676046328,"p_holm_te":1.0,"q_bh_tr":3.505667541391025e-06,"p_holm_tr":0.2065251426372047,"p_tr":2.2488514846242987e-08,"stable":true,"by_year":"2022:12/61(n8) 2023:6/41(n18) 2024:0/54(n8) 2025:10/60(n10) 2026:46/55(n11)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.6176470588235294,"bt_tr_avg":36.00459975863131,"bt_tr_dd":239.43734378527046,"bt_te_n":21,"bt_te_win":0.5238095238095238,"bt_te_avg":-0.6445772936319842,"bt_te_dd":413.1814539333819,"bt_te_gross":10.71240000000017,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0889],["gap_pct",">=",0.2104],["or_rng_pct","<=",0.3526]]},{"id":"R0525","rule":"When size of the move from the open to 10:15 (either direction) \u2264 0.09% (\u224822 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 0.35% (\u224887 pts at 25,000) AND India VIX (prior day's close) \u2264 12.1 at 10:15","T":"10:15","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":33,"hit_tr":0.0606,"base_tr":0.5183,"lift_tr":0.117,"n_te":23,"hit_te":0.4783,"base_te":0.574,"lift_te":0.833,"ci_te":[0.2924,0.6704],"p_rand":0.24237881059470265,"p_perm_fw":0.009900990099009901,"p_te":0.23519554627521372,"q_bh_te":0.4089625598917848,"q_bh_te_fam":0.2828118225149809,"p_holm_te":1.0,"q_bh_tr":6.209813632735261e-06,"p_holm_tr":0.4039706283765122,"p_tr":4.4018212266077645e-08,"stable":true,"by_year":"2022:\u2013(n0) 2023:7/41(n29) 2024:0/54(n4) 2025:50/60(n10) 2026:46/55(n13)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.5757575757575758,"bt_tr_avg":12.495889811652086,"bt_tr_dd":215.8432503742862,"bt_te_n":23,"bt_te_win":0.2608695652173913,"bt_te_avg":-28.78056128627561,"bt_te_dd":769.8216671408064,"bt_te_gross":-16.75007826086917,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.0889],["rng_pct","<=",0.347],["vix_prev","<=",12.09]]},{"id":"R0526","rule":"When size of the move from the open to 10:15 (either direction) \u2264 0.17% (\u224843 pts at 25,000) AND opening-range size \u2264 0.28% (\u224869 pts at 25,000) AND India VIX (prior day's close) \u2264 12.1 at 10:15","T":"10:15","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":42,"hit_tr":0.0714,"base_tr":0.5183,"lift_tr":0.138,"n_te":34,"hit_te":0.5,"base_te":0.574,"lift_te":0.871,"ci_te":[0.3407,0.6593],"p_rand":0.22688655672163918,"p_perm_fw":0.009900990099009901,"p_te":0.24099329876687647,"q_bh_te":0.41829551143107846,"q_bh_te_fam":0.28919195852025176,"p_holm_te":1.0,"q_bh_tr":3.343205621511574e-07,"p_holm_tr":0.01339415986999524,"p_tr":1.4554707094085638e-09,"stable":false,"by_year":"2022:\u2013(n0) 2023:8/41(n39) 2024:0/54(n3) 2025:61/60(n18) 2026:38/55(n16)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":42,"bt_tr_win":0.5476190476190477,"bt_tr_avg":12.572571590551211,"bt_tr_dd":298.65869926230414,"bt_te_n":34,"bt_te_win":0.35294117647058826,"bt_te_avg":-27.390797283078097,"bt_te_dd":952.3778917136517,"bt_te_gross":-16.143252941176424,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.1722],["or_rng_pct","<=",0.2779],["vix_prev","<=",12.09]]},{"id":"R0527","rule":"When size of the move from the open to 10:15 (either direction) \u2264 0.09% (\u224822 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) is negative AND price has already touched the prior-day high at 10:15","T":"10:15","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":31,"hit_tr":0.0968,"base_tr":0.5183,"lift_tr":0.187,"n_te":24,"hit_te":0.3333,"base_te":0.574,"lift_te":0.581,"ci_te":[0.1797,0.5329],"p_rand":0.010994502748625687,"p_perm_fw":0.6336633663366337,"p_te":0.015064548605702482,"q_bh_te":0.04183640355640803,"q_bh_te_fam":0.025675230667110315,"p_holm_te":1.0,"q_bh_tr":0.0001383321294306538,"p_holm_tr":1.0,"p_tr":1.8077550530573392e-06,"stable":true,"by_year":"2022:17/61(n6) 2023:7/41(n15) 2024:10/54(n10) 2025:36/60(n11) 2026:31/55(n13)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.6129032258064516,"bt_tr_avg":30.215376050178733,"bt_tr_dd":240.66039193260238,"bt_te_n":24,"bt_te_win":0.375,"bt_te_avg":-12.621534843734707,"bt_te_dd":450.2112224434402,"bt_te_gross":-1.4441916666661807,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0889],["ema9_21_pct","<",0.0],["touched_pdh","==",1.0]]},{"id":"R0528","rule":"When range so far (high\u2212low since 09:15) \u2264 0.45% (\u2248112 pts at 25,000) AND 1-min ADX(14) \u2265 25.1 AND 1-min Bollinger %B \u2265 0.614 at 10:15","T":"10:15","target":"the best favourable excursion after 10:15 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.7812,"base_tr":0.5047,"lift_tr":1.548,"n_te":24,"hit_te":0.3333,"base_te":0.5148,"lift_te":0.647,"ci_te":[0.1797,0.5329],"p_rand":0.953023488255872,"p_perm_fw":1.0,"p_te":0.9771304196626058,"q_bh_te":0.9992166154187662,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.03993371451612015,"p_holm_tr":1.0,"p_tr":0.0025061040071854323,"stable":false,"by_year":"2022:67/52(n9) 2023:81/47(n16) 2024:86/52(n7) 2025:25/56(n8) 2026:38/46(n16)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.6875,"bt_tr_avg":29.64148036267592,"bt_tr_dd":118.89994682950044,"bt_te_n":24,"bt_te_win":0.4166666666666667,"bt_te_avg":-24.3709626760325,"bt_te_dd":845.5924535361498,"bt_te_gross":-12.238374999999905,"eq":false,"page":false,"conds":[["rng_pct","<=",0.4484],["adx_14",">=",25.1133],["bb_pctb",">=",0.6143]]},{"id":"R0529","rule":"When prior day's close-to-close return \u2264 -0.10% (\u2248-25 pts at 25,000) AND the first opening-range break was upward AND expiry is 3+ trading days away at 10:15","T":"10:15","target":"the best favourable excursion after 10:15 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":45,"hit_tr":0.7333,"base_tr":0.5047,"lift_tr":1.453,"n_te":25,"hit_te":0.52,"base_te":0.5148,"lift_te":1.01,"ci_te":[0.335,0.6997],"p_rand":0.4607696151924038,"p_perm_fw":1.0,"p_te":0.5594537249727078,"q_bh_te":0.7596742669217568,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.04580603684138237,"p_holm_tr":1.0,"p_tr":0.0030228200345057037,"stable":false,"by_year":"2022:50/52(n16) 2023:83/47(n12) 2024:88/52(n17) 2025:54/56(n13) 2026:50/46(n12)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":45,"bt_tr_win":0.6222222222222222,"bt_tr_avg":27.69097139032832,"bt_tr_dd":407.4097033795565,"bt_te_n":25,"bt_te_win":0.44,"bt_te_avg":-3.520259642722357,"bt_te_dd":602.676590077517,"bt_te_gross":7.252736000000441,"eq":false,"page":false,"conds":[["prevret_pct","<=",-0.1019],["or_first_break","==",1.0],["dte_cat","==",3.0]]},{"id":"R0530","rule":"When 1-min Bollinger %B \u2264 0.0783 AND gap measured in the direction of the move so far \u2264 +0.63% (\u2248+157 pts at 25,000) AND size of the move from the open to 10:15 (either direction) > 0.01% (\u22483 pts at 25,000) at 10:15","T":"10:15","target":"the best favourable excursion after 10:15 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":61,"hit_tr":0.7049,"base_tr":0.5047,"lift_tr":1.397,"n_te":40,"hit_te":0.55,"base_te":0.5148,"lift_te":1.068,"ci_te":[0.3983,0.6929],"p_rand":0.4222888555722139,"p_perm_fw":1.0,"p_te":0.3877614026561607,"q_bh_te":0.6011472652371915,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.03858157728997738,"p_holm_tr":1.0,"p_tr":0.002389708227026219,"stable":false,"by_year":"2022:82/52(n22) 2023:68/47(n19) 2024:60/52(n20) 2025:48/56(n25) 2026:67/46(n15)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":61,"bt_tr_win":0.5737704918032787,"bt_tr_avg":34.84883593617158,"bt_tr_dd":297.73252236621624,"bt_te_n":40,"bt_te_win":0.55,"bt_te_avg":10.599007394480541,"bt_te_dd":454.759883773585,"bt_te_gross":20.69587499999998,"eq":false,"page":false,"conds":[["bb_pctb","<=",0.0783],["gap_dir_pct","<=",0.6296],["abs_mv_pct",">",0.0135]]},{"id":"R0531","rule":"When CPR width > 0.05% (\u224812 pts at 25,000) AND CPR width \u2264 0.13% (\u224832 pts at 25,000) AND India VIX change on the prior day (%) > -1.36 at 10:15","T":"10:15","target":"the best favourable excursion after 10:15 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":98,"hit_tr":0.6939,"base_tr":0.5047,"lift_tr":1.375,"n_te":64,"hit_te":0.5,"base_te":0.5148,"lift_te":0.971,"ci_te":[0.381,0.619],"p_rand":0.6656671664167916,"p_perm_fw":1.0,"p_te":0.6415936873958228,"q_bh_te":0.8270942495341376,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.006545390574652088,"p_holm_tr":1.0,"p_tr":0.00022603588023836725,"stable":false,"by_year":"2022:64/52(n25) 2023:64/47(n39) 2024:79/52(n34) 2025:60/56(n37) 2026:37/46(n27)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":98,"bt_tr_win":0.5306122448979592,"bt_tr_avg":6.29841599114837,"bt_tr_dd":624.8996742971971,"bt_te_n":64,"bt_te_win":0.390625,"bt_te_avg":-18.347295553055243,"bt_te_dd":1449.550165565282,"bt_te_gross":-8.20510312499988,"eq":false,"page":false,"conds":[["cpr_width_pct",">",0.0472],["cpr_width_pct","<=",0.1266],["vix_chg",">",-1.3641]]},{"id":"R0532","rule":"When prior day's close-to-close return \u2264 +0.57% (\u2248+143 pts at 25,000) AND price vs prior-day low > +0.37% (\u2248+91 pts at 25,000) AND price vs prior-day low \u2264 +0.65% (\u2248+164 pts at 25,000) at 10:15","T":"10:15","target":"the best favourable excursion after 10:15 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":122,"hit_tr":0.6803,"base_tr":0.5047,"lift_tr":1.348,"n_te":53,"hit_te":0.4717,"base_te":0.5148,"lift_te":0.916,"ci_te":[0.3438,0.6034],"p_rand":0.8465767116441779,"p_perm_fw":1.0,"p_te":0.7779846284606557,"q_bh_te":0.9132863029755524,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.004229746021772699,"p_holm_tr":1.0,"p_tr":0.00012892373547476583,"stable":false,"by_year":"2022:77/52(n30) 2023:70/47(n43) 2024:61/52(n49) 2025:49/56(n35) 2026:44/46(n18)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":122,"bt_tr_win":0.5491803278688525,"bt_tr_avg":25.18090356528549,"bt_tr_dd":462.8437095015638,"bt_te_n":53,"bt_te_win":0.41509433962264153,"bt_te_avg":-9.420429152615249,"bt_te_dd":888.8637350651439,"bt_te_gross":0.14159999999997727,"eq":false,"page":false,"conds":[["prevret_pct","<=",0.5727],["dist_pdl_pct",">",0.3657],["dist_pdl_pct","<=",0.6541]]},{"id":"R0533","rule":"When range so far (high\u2212low since 09:15) \u2264 0.70% (\u2248174 pts at 25,000) AND 1-min ATR(14) as % of price > 0.0388 AND CPR width \u2264 0.15% (\u224837 pts at 25,000) at 10:15","T":"10:15","target":"the best favourable excursion after 10:15 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":118,"hit_tr":0.6695,"base_tr":0.5047,"lift_tr":1.326,"n_te":59,"hit_te":0.5763,"base_te":0.5148,"lift_te":1.119,"ci_te":[0.4493,0.6939],"p_rand":0.21839080459770116,"p_perm_fw":1.0,"p_te":0.20795074461846236,"q_bh_te":0.37293011765524986,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.010739156660612011,"p_holm_tr":1.0,"p_tr":0.000432787691199938,"stable":true,"by_year":"2022:68/52(n31) 2023:75/47(n24) 2024:64/52(n63) 2025:57/56(n35) 2026:58/46(n24)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":118,"bt_tr_win":0.5254237288135594,"bt_tr_avg":10.511119648994496,"bt_tr_dd":1381.5468952927129,"bt_te_n":59,"bt_te_win":0.4576271186440678,"bt_te_avg":2.9544553745067557,"bt_te_dd":768.308124392973,"bt_te_gross":12.611189830508657,"eq":false,"page":false,"conds":[["rng_pct","<=",0.698],["atr14_pct",">",0.0388],["cpr_width_pct","<=",0.1498]]},{"id":"R0534","rule":"When prior-day range > 0.86% (\u2248215 pts at 25,000) AND prior-day range \u2264 1.70% (\u2248425 pts at 25,000) AND gap measured in the direction of the move so far \u2264 -0.34% (\u2248-85 pts at 25,000) at 10:15","T":"10:15","target":"the best favourable excursion after 10:15 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":87,"hit_tr":0.6667,"base_tr":0.5047,"lift_tr":1.321,"n_te":39,"hit_te":0.5128,"base_te":0.5148,"lift_te":0.996,"ci_te":[0.362,0.6614],"p_rand":0.5032483758120939,"p_perm_fw":1.0,"p_te":0.5738410007488908,"q_bh_te":0.7746853510110026,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.048906858088269806,"p_holm_tr":1.0,"p_tr":0.003305497415338335,"stable":false,"by_year":"2022:68/52(n47) 2023:59/47(n22) 2024:72/52(n18) 2025:61/56(n18) 2026:43/46(n21)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":87,"bt_tr_win":0.47126436781609193,"bt_tr_avg":9.06368682509641,"bt_tr_dd":554.7854479359033,"bt_te_n":39,"bt_te_win":0.4358974358974359,"bt_te_avg":-13.250303735241681,"bt_te_dd":881.1388669274043,"bt_te_gross":-3.1045743589742276,"eq":false,"page":false,"conds":[["pdr_pct",">",0.8606],["pdr_pct","<=",1.7015],["gap_dir_pct","<=",-0.3418]]},{"id":"R0535","rule":"When prior day's close-to-close return \u2264 +0.44% (\u2248+109 pts at 25,000) AND CPR width > 0.05% (\u224813 pts at 25,000) AND prior day's close-to-close return > -0.04% (\u2248-11 pts at 25,000) at 10:15","T":"10:15","target":"the best favourable excursion after 10:15 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":134,"hit_tr":0.6493,"base_tr":0.5047,"lift_tr":1.286,"n_te":72,"hit_te":0.5556,"base_te":0.5148,"lift_te":1.079,"ci_te":[0.4409,0.6646],"p_rand":0.2733633183408296,"p_perm_fw":1.0,"p_te":0.28342742818951133,"q_bh_te":0.4741677456113684,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.020714040153750245,"p_holm_tr":1.0,"p_tr":0.0010302813922594015,"stable":true,"by_year":"2022:71/52(n35) 2023:56/47(n52) 2024:70/52(n47) 2025:62/56(n42) 2026:47/46(n30)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":134,"bt_tr_win":0.4925373134328358,"bt_tr_avg":14.540235819681822,"bt_tr_dd":830.1802378287157,"bt_te_n":72,"bt_te_win":0.4722222222222222,"bt_te_avg":3.715782074962531,"bt_te_dd":627.1746779526586,"bt_te_gross":14.011319444444375,"eq":false,"page":false,"conds":[["prevret_pct","<=",0.4356],["cpr_width_pct",">",0.0511],["prevret_pct",">",-0.0438]]},{"id":"R0536","rule":"When distance from TWAP in the move's direction \u2264 +0.06% (\u2248+14 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 -0.01% (\u2248-2 pts at 25,000) AND price is above the CPR at 10:15","T":"10:15","target":"the best favourable excursion after 10:15 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":33,"hit_tr":0.1818,"base_tr":0.5047,"lift_tr":0.36,"n_te":35,"hit_te":0.5429,"base_te":0.5148,"lift_te":1.054,"ci_te":[0.3819,0.6953],"p_rand":0.7621189405297352,"p_perm_fw":1.0,"p_te":0.6910873469680273,"q_bh_te":0.8556887864597502,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.007353715740680734,"p_holm_tr":1.0,"p_tr":0.0002638615525384535,"stable":false,"by_year":"2022:0/52(n9) 2023:25/47(n12) 2024:25/52(n12) 2025:67/56(n18) 2026:41/46(n17)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.6666666666666666,"bt_tr_avg":45.6628482601851,"bt_tr_dd":193.3955667140205,"bt_te_n":35,"bt_te_win":0.34285714285714286,"bt_te_avg":-26.124964708429356,"bt_te_dd":1041.3307246254437,"bt_te_gross":-15.516588571428292,"eq":false,"page":false,"conds":[["twap_dir_pct","<=",0.0573],["ema9_21_pct","<=",-0.0085],["cpr_pos","==",1.0]]},{"id":"R0537","rule":"When prior-day range \u2264 0.85% (\u2248213 pts at 25,000) AND 1-min ADX(14) \u2264 18.7 AND opening-range size \u2264 0.35% (\u224886 pts at 25,000) at 10:15","T":"10:15","target":"the best favourable excursion after 10:15 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":55,"hit_tr":0.2,"base_tr":0.5047,"lift_tr":0.396,"n_te":26,"hit_te":0.5769,"base_te":0.5148,"lift_te":1.121,"ci_te":[0.3895,0.7446],"p_rand":0.7581209395302348,"p_perm_fw":0.9801980198019802,"p_te":0.7962617892779056,"q_bh_te":0.9266807490546684,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.00038250831846797323,"p_holm_tr":1.0,"p_tr":6.307514384733293e-06,"stable":false,"by_year":"2022:17/52(n12) 2023:20/47(n25) 2024:22/52(n18) 2025:62/56(n16) 2026:50/46(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":55,"bt_tr_win":0.6727272727272727,"bt_tr_avg":25.19996659081271,"bt_tr_dd":188.7951472951396,"bt_te_n":26,"bt_te_win":0.4230769230769231,"bt_te_avg":-25.287238658410594,"bt_te_dd":909.4495792720019,"bt_te_gross":-14.751746153846257,"eq":false,"page":false,"conds":[["pdr_pct","<=",0.8508],["adx_14","<=",18.734],["or_rng_pct","<=",0.3459]]},{"id":"R0538","rule":"When range so far (high\u2212low since 09:15) \u2264 0.35% (\u224887 pts at 25,000) AND prior-day range \u2264 0.60% (\u2248150 pts at 25,000) AND 1-min ADX(14) \u2264 20.4 at 10:15","T":"10:15","target":"the best favourable excursion after 10:15 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":31,"hit_tr":0.1935,"base_tr":0.5047,"lift_tr":0.383,"n_te":17,"hit_te":0.6471,"base_te":0.5148,"lift_te":1.257,"ci_te":[0.413,0.8269],"p_rand":0.904047976011994,"p_perm_fw":1.0,"p_te":0.909953757157559,"q_bh_te":0.9814389832816433,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.015920183656201157,"p_holm_tr":1.0,"p_tr":0.000728310066604259,"stable":true,"by_year":"2022:33/52(n3) 2023:19/47(n16) 2024:17/52(n12) 2025:78/56(n9) 2026:50/46(n8)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.7096774193548387,"bt_tr_avg":21.952668730052032,"bt_tr_dd":98.65776283640142,"bt_te_n":17,"bt_te_win":0.4117647058823529,"bt_te_avg":-34.933541810775814,"bt_te_dd":695.9515754749699,"bt_te_gross":-23.623141176470895,"eq":false,"page":false,"conds":[["rng_pct","<=",0.347],["pdr_pct","<=",0.5982],["adx_14","<=",20.3607]]},{"id":"R0539","rule":"When distance from TWAP in the move's direction \u2264 +0.06% (\u2248+14 pts at 25,000) AND it is weekly-expiry day AND 1-min Supertrend is down at 10:15","T":"10:15","target":"the best favourable excursion after 10:15 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.2,"base_tr":0.5047,"lift_tr":0.396,"n_te":18,"hit_te":0.6111,"base_te":0.5148,"lift_te":1.187,"ci_te":[0.3862,0.797],"p_rand":0.8855572213893054,"p_perm_fw":1.0,"p_te":0.854004048843843,"q_bh_te":0.9574301447245851,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.023182233767287494,"p_holm_tr":1.0,"p_tr":0.0011981921010107812,"stable":false,"by_year":"2022:20/52(n10) 2023:11/47(n9) 2024:27/52(n11) 2025:75/56(n8) 2026:50/46(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6,"bt_tr_avg":37.42204655168067,"bt_tr_dd":123.16662688512571,"bt_te_n":18,"bt_te_win":0.4444444444444444,"bt_te_avg":-27.159804406411276,"bt_te_dd":592.5046273892151,"bt_te_gross":-15.855222222222235,"eq":false,"page":false,"conds":[["twap_dir_pct","<=",0.0573],["dte_cat","==",0.0],["supertrend_dir","==",-1.0]]},{"id":"R0540","rule":"When size of the move from the open to 10:15 (either direction) > 0.53% (\u2248132 pts at 25,000) AND prior day's close-to-close return > -0.08% (\u2248-19 pts at 25,000) at 10:15","T":"10:15","target":"price never trades back to the open after 10:15","family":"level / structure","method":"tree","dirn":"higher","n_tr":41,"hit_tr":0.9024,"base_tr":0.403,"lift_tr":2.239,"n_te":22,"hit_te":0.6818,"base_te":0.4647,"lift_te":1.467,"ci_te":[0.4732,0.8364],"p_rand":0.02848575712143928,"p_perm_fw":0.009900990099009901,"p_te":0.033438957552509016,"q_bh_te":0.08125666685259691,"q_bh_te_fam":0.050030806719784486,"p_holm_te":1.0,"q_bh_tr":2.3475138889483083e-08,"p_holm_tr":0.0006339144010831227,"p_tr":6.878569701073014e-11,"stable":true,"by_year":"2022:88/44(n16) 2023:100/37(n12) 2024:85/39(n13) 2025:70/50(n10) 2026:67/41(n12)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":41,"bt_tr_win":0.5121951219512195,"bt_tr_avg":16.30471572253756,"bt_tr_dd":526.3935020537498,"bt_te_n":22,"bt_te_win":0.36363636363636365,"bt_te_avg":-29.98406543092276,"bt_te_dd":730.1454466010483,"bt_te_gross":-20.409309090909368,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.5277],["prevret_pct",">",-0.0751]]},{"id":"R0541","rule":"When size of the move from the open to 10:15 (either direction) \u2265 0.43% (\u2248108 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.12% (\u2248+30 pts at 25,000) AND price has already touched the prior-day high at 10:15","T":"10:15","target":"price never trades back to the open after 10:15","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":36,"hit_tr":0.8889,"base_tr":0.403,"lift_tr":2.206,"n_te":25,"hit_te":0.84,"base_te":0.4647,"lift_te":1.808,"ci_te":[0.6535,0.936],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.00012524911801292934,"q_bh_te":0.0007161302512268665,"q_bh_te_fam":0.0004332145964211908,"p_holm_te":0.10057504176438226,"q_bh_tr":7.649601318956516e-07,"p_holm_tr":0.03501001568271945,"p_tr":3.806729947884406e-09,"stable":true,"by_year":"2022:93/44(n14) 2023:100/37(n7) 2024:80/39(n15) 2025:81/50(n16) 2026:89/41(n9)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.5833333333333334,"bt_tr_avg":46.36351837994396,"bt_tr_dd":332.36803489114664,"bt_te_n":25,"bt_te_win":0.44,"bt_te_avg":4.862419485792754,"bt_te_dd":768.1738975389026,"bt_te_gross":14.415351999999984,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.4336],["twap_dir_pct",">=",0.1204],["touched_pdh","==",1.0]]},{"id":"R0542","rule":"When size of the move from the open to 10:15 (either direction) \u2265 0.43% (\u2248108 pts at 25,000) AND India VIX change on the prior day (%) \u2264 -1.33 AND 1-min ADX(14) \u2265 25.1 at 10:15","T":"10:15","target":"price never trades back to the open after 10:15","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.8788,"base_tr":0.403,"lift_tr":2.181,"n_te":19,"hit_te":0.8947,"base_te":0.4647,"lift_te":1.925,"ci_te":[0.6861,0.9706],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.00011850895961338998,"q_bh_te":0.0006856589806203278,"q_bh_te_fam":0.0004147813586468649,"p_holm_te":0.09539971248877893,"q_bh_tr":5.80530175628676e-06,"p_holm_tr":0.3740213226146693,"p_tr":4.075199960674049e-08,"stable":true,"by_year":"2022:75/44(n12) 2023:100/37(n9) 2024:92/39(n12) 2025:100/50(n8) 2026:82/41(n11)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.42424242424242425,"bt_tr_avg":-2.607974924703758,"bt_tr_dd":644.7264958131884,"bt_te_n":19,"bt_te_win":0.5263157894736842,"bt_te_avg":18.083101711253505,"bt_te_dd":379.84468775185474,"bt_te_gross":29.140652631579304,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.4336],["vix_chg","<=",-1.3269],["adx_14",">=",25.1133]]},{"id":"R0543","rule":"When move from the open to 10:15 \u2264 +0.24% (\u2248+60 pts at 25,000) AND size of the move from the open to 10:15 (either direction) > 0.67% (\u2248167 pts at 25,000) at 10:15","T":"10:15","target":"price never trades back to the open after 10:15","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":32,"hit_tr":0.875,"base_tr":0.403,"lift_tr":2.171,"n_te":17,"hit_te":0.6471,"base_te":0.4647,"lift_te":1.392,"ci_te":[0.413,0.8269],"p_rand":0.1294352823588206,"p_perm_fw":0.019801980198019802,"p_te":0.10304681903877906,"q_bh_te":0.21220658496968908,"q_bh_te_fam":0.13464784354400464,"p_holm_te":1.0,"q_bh_tr":1.125709462799797e-05,"p_holm_tr":0.8175157436226772,"p_tr":8.915433519167128e-08,"stable":true,"by_year":"2022:75/44(n12) 2023:91/37(n11) 2024:100/39(n9) 2025:75/50(n8) 2026:56/41(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.46875,"bt_tr_avg":23.439920687924094,"bt_tr_dd":637.0537103297166,"bt_te_n":17,"bt_te_win":0.35294117647058826,"bt_te_avg":-22.153152540997127,"bt_te_dd":612.9045645987446,"bt_te_gross":-12.236882352941286,"eq":false,"page":false,"conds":[["mv_pct","<=",0.2389],["abs_mv_pct",">",0.6676]]},{"id":"R0544","rule":"When size of the move from the open to 10:15 (either direction) \u2265 0.43% (\u2248108 pts at 25,000) AND India VIX change on the prior day (%) \u2264 -1.33 AND prior day's close-to-close return is positive at 10:15","T":"10:15","target":"price never trades back to the open after 10:15","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.875,"base_tr":0.403,"lift_tr":2.171,"n_te":19,"hit_te":0.6316,"base_te":0.4647,"lift_te":1.359,"ci_te":[0.4104,0.8085],"p_rand":0.10394802598700649,"p_perm_fw":0.019801980198019802,"p_te":0.10967646102158135,"q_bh_te":0.22255849710433628,"q_bh_te_fam":0.1426764581431191,"p_holm_te":1.0,"q_bh_tr":1.125709462799797e-05,"p_holm_tr":0.8175157436226772,"p_tr":8.915433519167128e-08,"stable":true,"by_year":"2022:76/44(n17) 2023:100/37(n6) 2024:100/39(n9) 2025:62/50(n8) 2026:64/41(n11)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.53125,"bt_tr_avg":32.24062502266061,"bt_tr_dd":407.01684363025623,"bt_te_n":19,"bt_te_win":0.42105263157894735,"bt_te_avg":2.309442633615548,"bt_te_dd":413.55508424016614,"bt_te_gross":12.622747368421283,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.4336],["vix_chg","<=",-1.3269],["prevret_pct",">",0.0]]},{"id":"R0545","rule":"When move from the open to 10:15 \u2265 +0.23% (\u2248+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","T":"10:15","target":"price never trades back to the open after 10:15","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.871,"base_tr":0.403,"lift_tr":2.161,"n_te":19,"hit_te":0.5789,"base_te":0.4647,"lift_te":1.246,"ci_te":[0.3628,0.7686],"p_rand":0.15092453773113443,"p_perm_fw":0.06930693069306931,"p_te":0.22086684627989134,"q_bh_te":0.3910429409545617,"q_bh_te_fam":0.2688813780798677,"p_holm_te":1.0,"q_bh_tr":2.1643144365460256e-05,"p_holm_tr":1.0,"p_tr":1.942501493833918e-07,"stable":true,"by_year":"2022:94/44(n16) 2023:50/37(n2) 2024:85/39(n13) 2025:58/50(n12) 2026:57/41(n7)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.5161290322580645,"bt_tr_avg":3.0041305687855386,"bt_tr_dd":279.77102024208756,"bt_te_n":19,"bt_te_win":0.42105263157894735,"bt_te_avg":-11.335163099277125,"bt_te_dd":463.5724649737458,"bt_te_gross":-1.064599999999796,"eq":false,"page":false,"conds":[["mv_pct",">=",0.232],["dist_twap_pct",">",0.0],["open_vs_pd","==",-1.0]]},{"id":"R0546","rule":"When CPR width \u2264 0.62% (\u2248154 pts at 25,000) AND opening-range size \u2264 0.69% (\u2248173 pts at 25,000) AND size of the move from the open to 10:15 (either direction) > 0.59% (\u2248148 pts at 25,000) at 10:15","T":"10:15","target":"price never trades back to the open after 10:15","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":31,"hit_tr":0.871,"base_tr":0.403,"lift_tr":2.161,"n_te":12,"hit_te":0.9167,"base_te":0.4647,"lift_te":1.973,"ci_te":[0.6461,0.9851],"p_rand":0.0024987506246876563,"p_perm_fw":0.06930693069306931,"p_te":0.0015029321875150864,"q_bh_te":0.005843400345058656,"q_bh_te_fam":0.0035634037349148015,"p_holm_te":1.0,"q_bh_tr":2.1643144365460256e-05,"p_holm_tr":1.0,"p_tr":1.942501493833918e-07,"stable":true,"by_year":"2022:75/44(n12) 2023:100/37(n10) 2024:89/39(n9) 2025:100/50(n7) 2026:80/41(n5)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.5806451612903226,"bt_tr_avg":14.654255750465989,"bt_tr_dd":253.5118758324686,"bt_te_n":12,"bt_te_win":0.3333333333333333,"bt_te_avg":-34.85097731072804,"bt_te_dd":696.7098650054302,"bt_te_gross":-24.58156666666643,"eq":true,"page":true,"conds":[["cpr_width_pct","<=",0.6162],["or_rng_pct","<=",0.6931],["abs_mv_pct",">",0.5935]]},{"id":"R0547","rule":"When size of the move from the open to 10:15 (either direction) \u2265 0.43% (\u2248108 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.12% (\u2248+30 pts at 25,000) AND prior day's close-to-close return \u2265 +0.25% (\u2248+62 pts at 25,000) at 10:15","T":"10:15","target":"price never trades back to the open after 10:15","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8667,"base_tr":0.403,"lift_tr":2.151,"n_te":18,"hit_te":0.8333,"base_te":0.4647,"lift_te":1.793,"ci_te":[0.6078,0.9416],"p_rand":0.0009995002498750624,"p_perm_fw":0.21782178217821782,"p_te":0.0015029240018109597,"q_bh_te":0.005843400345058656,"q_bh_te_fam":0.0035634037349148015,"p_holm_te":1.0,"q_bh_tr":4.143619170098283e-05,"p_holm_tr":1.0,"p_tr":4.2139272030332606e-07,"stable":true,"by_year":"2022:81/44(n16) 2023:100/37(n4) 2024:90/39(n10) 2025:89/50(n9) 2026:78/41(n9)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 10:15 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.5333333333333333,"bt_tr_avg":13.257664668363466,"bt_tr_dd":469.6515249342019,"bt_te_n":18,"bt_te_win":0.3888888888888889,"bt_te_avg":2.7831046968366766,"bt_te_dd":400.62652115203684,"bt_te_gross":12.043066666666668,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.4336],["twap_dir_pct",">=",0.1204],["prevret_pct",">=",0.2487]]},{"id":"R0548","rule":"When size of the move from the open to 10:15 (either direction) \u2264 0.17% (\u224843 pts at 25,000) AND the move from the open is UP AND no opening-range break yet at 10:15","T":"10:15","target":"price never trades back to the open after 10:15","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":50,"hit_tr":0.0,"base_tr":0.403,"lift_tr":0.0,"n_te":44,"hit_te":0.2727,"base_te":0.4647,"lift_te":0.587,"ci_te":[0.1635,0.4185],"p_rand":0.0079960019990005,"p_perm_fw":0.009900990099009901,"p_te":0.007273927312670846,"q_bh_te":0.022303650939798306,"q_bh_te_fam":0.013577997650318913,"p_holm_te":1.0,"q_bh_tr":5.319983609750398e-09,"p_holm_tr":0.00011616276897413575,"p_tr":1.2597655691821117e-11,"stable":true,"by_year":"2022:0/44(n16) 2023:0/37(n18) 2024:0/39(n16) 2025:34/50(n29) 2026:13/41(n15)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":50,"bt_tr_win":0.54,"bt_tr_avg":4.105528327626032,"bt_tr_dd":310.83824975212167,"bt_te_n":44,"bt_te_win":0.36363636363636365,"bt_te_avg":-19.320990158837226,"bt_te_dd":1264.1207788051722,"bt_te_gross":-9.786218181818102,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.1722],["dir","==",1.0],["or_first_break","==",0.0]]},{"id":"R0549","rule":"When size of the move from the open to 10:15 (either direction) \u2264 0.09% (\u224822 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) \u2265 0.646 AND 1-min RSI(14) \u2265 53.8 at 10:15","T":"10:15","target":"price never trades back to the open after 10:15","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":44,"hit_tr":0.0,"base_tr":0.403,"lift_tr":0.0,"n_te":21,"hit_te":0.0,"base_te":0.4647,"lift_te":0.0,"ci_te":[0.0,0.1546],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.9983436859291087e-06,"q_bh_te":2.3487192974774846e-05,"q_bh_te_fam":1.4208301923011943e-05,"p_holm_te":0.0017805242241628358,"q_bh_tr":7.99419623002096e-08,"p_holm_tr":0.0025625440783292584,"p_tr":2.7821373442713964e-10,"stable":true,"by_year":"2022:0/44(n5) 2023:0/37(n25) 2024:0/39(n14) 2025:0/50(n13) 2026:0/41(n8)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":44,"bt_tr_win":0.5,"bt_tr_avg":9.763857238752959,"bt_tr_dd":222.20797340060807,"bt_te_n":21,"bt_te_win":0.6190476190476191,"bt_te_avg":66.54507046016843,"bt_te_dd":119.37787706051154,"bt_te_gross":76.61110476190498,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0889],["pos_rng",">=",0.6456],["rsi_14",">=",53.8153]]},{"id":"R0550","rule":"When size of the move from the open to 10:15 (either direction) \u2264 0.09% (\u224822 pts at 25,000) AND CPR width \u2264 0.13% (\u224833 pts at 25,000) AND opening gap vs prior close is positive at 10:15","T":"10:15","target":"price never trades back to the open after 10:15","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":43,"hit_tr":0.0,"base_tr":0.403,"lift_tr":0.0,"n_te":25,"hit_te":0.08,"base_te":0.4647,"lift_te":0.172,"ci_te":[0.0222,0.2497],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":4.0821403710223814e-05,"q_bh_te":0.00028752466961114165,"q_bh_te_fam":0.00017393467667834497,"p_holm_te":0.03408587209803689,"q_bh_tr":1.2488404997743617e-07,"p_holm_tr":0.004291178733859141,"p_tr":4.660079985686017e-10,"stable":true,"by_year":"2022:0/44(n4) 2023:0/37(n28) 2024:0/39(n11) 2025:10/50(n10) 2026:7/41(n15)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":43,"bt_tr_win":0.627906976744186,"bt_tr_avg":25.95586334426834,"bt_tr_dd":220.58704261978133,"bt_te_n":25,"bt_te_win":0.48,"bt_te_avg":21.712974118644123,"bt_te_dd":483.03349886354704,"bt_te_gross":33.40318400000033,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0889],["cpr_width_pct","<=",0.1325],["gap_pct",">",0.0]]},{"id":"R0551","rule":"When size of the move from the open to 10:15 (either direction) \u2264 0.09% (\u224822 pts at 25,000) AND 1-min Bollinger %B \u2265 0.821 AND it is not expiry day at 10:15","T":"10:15","target":"price never trades back to the open after 10:15","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":38,"hit_tr":0.0,"base_tr":0.403,"lift_tr":0.0,"n_te":12,"hit_te":0.0,"base_te":0.4647,"lift_te":0.0,"ci_te":[0.0,0.2425],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.0005536561193323873,"q_bh_te":0.002506269352465669,"q_bh_te_fam":0.0015232230084357807,"p_holm_te":0.420224994573282,"q_bh_tr":1.1533133808416497e-06,"p_holm_tr":0.05648778078044395,"p_tr":6.144229046849379e-09,"stable":true,"by_year":"2022:0/44(n8) 2023:0/37(n18) 2024:0/39(n12) 2025:0/50(n6) 2026:0/41(n6)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 10:15 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.39473684210526316,"bt_tr_avg":-14.671533818614963,"bt_tr_dd":610.7086929368025,"bt_te_n":12,"bt_te_win":0.5833333333333334,"bt_te_avg":79.79707936480864,"bt_te_dd":252.6490130128235,"bt_te_gross":90.63609999999971,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0889],["bb_pctb",">=",0.8205],["is_expiry","==",0.0]]},{"id":"R0552","rule":"When price vs prior-day high > -0.26% (\u2248-66 pts at 25,000) AND 1-min ATR(14) as % of price > 0.0301 AND range so far (high\u2212low since 09:15) > 0.32% (\u224880 pts at 25,000) at 10:15","T":"10:15","target":"price reaches the prior-day high after 10:15 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":30,"hit_tr":0.9333,"base_tr":0.2058,"lift_tr":4.535,"n_te":14,"hit_te":0.6429,"base_te":0.1618,"lift_te":3.974,"ci_te":[0.3876,0.8366],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":6.935201158551115e-05,"q_bh_te":0.00044058925007265905,"q_bh_te_fam":0.0002665292994266703,"p_holm_te":0.05690321873066798,"q_bh_tr":5.439516092046426e-14,"p_holm_tr":3.0888337021072053e-10,"p_tr":3.3439109041800543e-17,"stable":false,"by_year":"2022:100/18(n8) 2023:88/18(n8) 2024:93/25(n14) 2025:38/18(n8) 2026:100/13(n6)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter long at 10:15 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.8,"bt_tr_avg":9.67715993206144,"bt_tr_dd":130.65309532575537,"bt_te_n":14,"bt_te_win":0.5714285714285714,"bt_te_avg":-19.669794390349786,"bt_te_dd":485.01946586100723,"bt_te_gross":-10.3381285714287,"eq":false,"page":false,"conds":[["dist_pdh_pct",">",-0.2632],["atr14_pct",">",0.0301],["rng_pct",">",0.318]]},{"id":"R0553","rule":"When price vs prior-day high > -0.27% (\u2248-67 pts at 25,000) AND 1-min ATR(14) as % of price > 0.0301 AND price vs prior-day low \u2264 +0.72% (\u2248+180 pts at 25,000) at 10:15","T":"10:15","target":"price reaches the prior-day high after 10:15 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":30,"hit_tr":0.9,"base_tr":0.2058,"lift_tr":4.373,"n_te":11,"hit_te":0.5455,"base_te":0.1618,"lift_te":3.372,"ci_te":[0.2801,0.7873],"p_rand":0.005497251374312844,"p_perm_fw":0.009900990099009901,"p_te":0.0039467521505024035,"q_bh_te":0.013366859048599328,"q_bh_te_fam":0.00814267093558809,"p_holm_te":1.0,"q_bh_tr":1.4084242861919165e-12,"p_holm_tr":1.1233741404652216e-08,"p_tr":1.216446005744544e-15,"stable":false,"by_year":"2022:100/18(n6) 2023:83/18(n6) 2024:89/25(n18) 2025:40/18(n5) 2026:67/13(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter long at 10:15 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.8666666666666667,"bt_tr_avg":17.222498403520103,"bt_tr_dd":131.82380395312464,"bt_te_n":11,"bt_te_win":0.45454545454545453,"bt_te_avg":-19.651120941474982,"bt_te_dd":326.8732212103698,"bt_te_gross":-8.69121818181818,"eq":false,"page":false,"conds":[["dist_pdh_pct",">",-0.2693],["atr14_pct",">",0.0301],["dist_pdl_pct","<=",0.7183]]},{"id":"R0554","rule":"When price vs prior-day high > -0.31% (\u2248-76 pts at 25,000) AND range so far (high\u2212low since 09:15) > 0.32% (\u224879 pts at 25,000) AND CPR width > 0.08% (\u224819 pts at 25,000) at 10:15","T":"10:15","target":"price reaches the prior-day high after 10:15 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":34,"hit_tr":0.8529,"base_tr":0.2058,"lift_tr":4.144,"n_te":13,"hit_te":0.5385,"base_te":0.1618,"lift_te":3.329,"ci_te":[0.2914,0.7679],"p_rand":0.010494752623688156,"p_perm_fw":0.009900990099009901,"p_te":0.0020041261951046826,"q_bh_te":0.007521276685875488,"q_bh_te_fam":0.0045853159638970945,"p_holm_te":1.0,"q_bh_tr":2.4662118163118216e-12,"p_holm_tr":2.0896752788963365e-08,"p_tr":2.26292749731069e-15,"stable":true,"by_year":"2022:90/18(n10) 2023:86/18(n14) 2024:80/25(n10) 2025:56/18(n9) 2026:50/13(n4)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter long at 10:15 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.7352941176470589,"bt_tr_avg":4.361765543014174,"bt_tr_dd":185.2829331949867,"bt_te_n":13,"bt_te_win":0.5384615384615384,"bt_te_avg":-20.112657141947174,"bt_te_dd":312.53832769101325,"bt_te_gross":-10.156307692307633,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.3059],["rng_pct",">",0.3177],["cpr_width_pct",">",0.0772]]},{"id":"R0555","rule":"When price vs prior-day high > -0.39% (\u2248-98 pts at 25,000) AND 1-min ATR(14) as % of price > 0.0301 AND size of the opening gap > 0.17% (\u224841 pts at 25,000) at 10:15","T":"10:15","target":"price reaches the prior-day high after 10:15 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":31,"hit_tr":0.8387,"base_tr":0.2058,"lift_tr":4.075,"n_te":17,"hit_te":0.4706,"base_te":0.1618,"lift_te":2.909,"ci_te":[0.2616,0.6904],"p_rand":0.0069965017491254375,"p_perm_fw":0.009900990099009901,"p_te":0.0028571169299508757,"q_bh_te":0.010247666626982477,"q_bh_te_fam":0.006245296486286672,"p_holm_te":1.0,"q_bh_tr":1.1053745250208098e-10,"p_holm_tr":1.4701269752117157e-06,"p_tr":1.5928477725641427e-13,"stable":true,"by_year":"2022:64/18(n11) 2023:100/18(n7) 2024:92/25(n13) 2025:33/18(n9) 2026:62/13(n8)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter long at 10:15 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.7419354838709677,"bt_tr_avg":12.948893970386035,"bt_tr_dd":318.04900890108047,"bt_te_n":17,"bt_te_win":0.5294117647058824,"bt_te_avg":-26.975845397328612,"bt_te_dd":542.6310053775992,"bt_te_gross":-16.73637647058807,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.3933],["atr14_pct",">",0.0301],["abs_gap_pct",">",0.1655]]},{"id":"R0556","rule":"When prior day's close-to-close return \u2264 +1.85% (\u2248+461 pts at 25,000) AND India VIX (prior day's close) > 13.6 AND price vs prior-day high > -0.31% (\u2248-77 pts at 25,000) at 10:15","T":"10:15","target":"price reaches the prior-day high after 10:15 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":33,"hit_tr":0.8182,"base_tr":0.2058,"lift_tr":3.975,"n_te":14,"hit_te":0.5,"base_te":0.1618,"lift_te":3.091,"ci_te":[0.268,0.732],"p_rand":0.00849575212393803,"p_perm_fw":0.009900990099009901,"p_te":0.0034504491913091777,"q_bh_te":0.011977987906973289,"q_bh_te_fam":0.007298072390251066,"p_holm_te":1.0,"q_bh_tr":1.1773159554527877e-10,"p_holm_tr":1.5787207010695798e-06,"p_tr":1.7105268900571332e-13,"stable":true,"by_year":"2022:82/18(n11) 2023:83/18(n6) 2024:81/25(n16) 2025:33/18(n9) 2026:80/13(n5)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter long at 10:15 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.696969696969697,"bt_tr_avg":0.45745028511233377,"bt_tr_dd":285.89910319541883,"bt_te_n":14,"bt_te_win":0.5,"bt_te_avg":-30.94277322524165,"bt_te_dd":593.7922306996444,"bt_te_gross":-21.192271428571466,"eq":true,"page":true,"conds":[["prevret_pct","<=",1.8458],["vix_prev",">",13.585],["dist_pdh_pct",">",-0.3073]]},{"id":"R0557","rule":"When price vs prior-day high > -0.40% (\u2248-100 pts at 25,000) AND 1-min ATR(14) as % of price > 0.0306 AND price vs prior-day low \u2264 +0.98% (\u2248+245 pts at 25,000) at 10:15","T":"10:15","target":"price reaches the prior-day high after 10:15 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":50,"hit_tr":0.76,"base_tr":0.2058,"lift_tr":3.693,"n_te":32,"hit_te":0.4375,"base_te":0.1618,"lift_te":2.705,"ci_te":[0.2817,0.6067],"p_rand":0.0009995002498750624,"p_perm_fw":0.009900990099009901,"p_te":0.00021317481700795204,"q_bh_te":0.0011021591602751563,"q_bh_te_fam":0.0006667382574504033,"p_holm_te":0.16734223135124235,"q_bh_tr":1.936141622428066e-13,"p_holm_tr":1.2514202014935863e-09,"p_tr":1.3548784488739082e-16,"stable":true,"by_year":"2022:80/18(n10) 2023:77/18(n13) 2024:74/25(n27) 2025:39/18(n18) 2026:50/13(n14)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 10:15 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":50,"bt_tr_win":0.74,"bt_tr_avg":6.526581161696907,"bt_tr_dd":331.30851934837335,"bt_te_n":32,"bt_te_win":0.5,"bt_te_avg":-12.500705114063344,"bt_te_dd":673.9368786466065,"bt_te_gross":-2.2281250000002046,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.4014],["atr14_pct",">",0.0306],["dist_pdl_pct","<=",0.9786]]},{"id":"R0558","rule":"When price vs prior-day high > -0.33% (\u2248-82 pts at 25,000) AND distance from TWAP in the move's direction > -0.01% (\u2248-3 pts at 25,000) AND 1-min ATR(14) as % of price > 0.0308 at 10:15","T":"10:15","target":"price reaches the prior-day high after 10:15 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":36,"hit_tr":0.75,"base_tr":0.2058,"lift_tr":3.644,"n_te":22,"hit_te":0.5455,"base_te":0.1618,"lift_te":3.372,"ci_te":[0.3466,0.7308],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":4.156429168158059e-05,"q_bh_te":0.0002906510180899017,"q_bh_te_fam":0.00017582592452352076,"p_holm_te":0.03466461926243821,"q_bh_tr":3.3893968591925518e-09,"p_holm_tr":6.916993994172217e-05,"p_tr":7.500196525674578e-12,"stable":true,"by_year":"2022:88/18(n8) 2023:70/18(n10) 2024:72/25(n18) 2025:42/18(n12) 2026:70/13(n10)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 10:15 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.6388888888888888,"bt_tr_avg":-9.127941203650742,"bt_tr_dd":353.3407381344586,"bt_te_n":22,"bt_te_win":0.5,"bt_te_avg":-13.614019936585542,"bt_te_dd":607.6362922096746,"bt_te_gross":-3.7856272727274867,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.3267],["twap_dir_pct",">",-0.0105],["atr14_pct",">",0.0308]]},{"id":"R0559","rule":"When price vs prior-day high > -0.28% (\u2248-70 pts at 25,000) AND prior-day range > 0.37% (\u224892 pts at 25,000) AND India VIX change on the prior day (%) > -8.51 at 10:15","T":"10:15","target":"price reaches the prior-day high after 10:15 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":55,"hit_tr":0.7091,"base_tr":0.2058,"lift_tr":3.445,"n_te":32,"hit_te":0.625,"base_te":0.1618,"lift_te":3.864,"ci_te":[0.4525,0.7707],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":4.589047396597807e-09,"q_bh_te":1.438888409513893e-07,"q_bh_te_fam":8.70438667483713e-08,"p_holm_te":4.322882647595134e-06,"q_bh_tr":2.970666994347977e-12,"p_holm_tr":2.5764142268285252e-08,"p_tr":2.790081756858697e-15,"stable":true,"by_year":"2022:90/18(n10) 2023:52/18(n21) 2024:79/25(n24) 2025:59/18(n22) 2026:70/13(n10)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 10:15 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":55,"bt_tr_win":0.6545454545454545,"bt_tr_avg":-4.553067308612785,"bt_tr_dd":525.2511507598174,"bt_te_n":32,"bt_te_win":0.53125,"bt_te_avg":-13.95670712264368,"bt_te_dd":546.0390834675355,"bt_te_gross":-4.2799312499998905,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.2809],["pdr_pct",">",0.366],["vix_chg",">",-8.5084]]},{"id":"R0560","rule":"When opening gap vs prior close \u2264 -0.23% (\u2248-58 pts at 25,000) AND price vs prior-day high \u2264 -0.98% (\u2248-246 pts at 25,000) AND prior day's close-to-close return is negative at 10:15","T":"10:15","target":"price reaches the prior-day high after 10:15 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":71,"hit_tr":0.0,"base_tr":0.2058,"lift_tr":0.0,"n_te":40,"hit_te":0.025,"base_te":0.1618,"lift_te":0.155,"ci_te":[0.0044,0.1288],"p_rand":0.0074962518740629685,"p_perm_fw":0.0594059405940594,"p_te":0.007501001489657159,"q_bh_te":0.022713312921952517,"q_bh_te_fam":0.01382629741667213,"p_holm_te":1.0,"q_bh_tr":1.810726959755292e-05,"p_holm_tr":1.0,"p_tr":1.5689859012373926e-07,"stable":true,"by_year":"2022:0/18(n38) 2023:0/18(n12) 2024:0/25(n21) 2025:0/18(n16) 2026:4/13(n24)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["gap_pct","<=",-0.2327],["dist_pdh_pct","<=",-0.9839],["prevret_pct","<",0.0]]},{"id":"R0561","rule":"When price vs prior-day high \u2264 -0.98% (\u2248-246 pts at 25,000) AND prior day's close-to-close return is negative AND price is inside the opening range at 10:15","T":"10:15","target":"price reaches the prior-day high after 10:15 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":66,"hit_tr":0.0,"base_tr":0.2058,"lift_tr":0.0,"n_te":49,"hit_te":0.0204,"base_te":0.1618,"lift_te":0.126,"ci_te":[0.0036,0.1069],"p_rand":0.001999000499750125,"p_perm_fw":0.25742574257425743,"p_te":0.0018378184596763614,"q_bh_te":0.006950815341655344,"q_bh_te_fam":0.004237793154077257,"p_holm_te":1.0,"q_bh_tr":4.7492278721287714e-05,"p_holm_tr":1.0,"p_tr":4.96592429179465e-07,"stable":true,"by_year":"2022:0/18(n28) 2023:0/18(n14) 2024:0/25(n24) 2025:0/18(n19) 2026:3/13(n30)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["dist_pdh_pct","<=",-0.9839],["prevret_pct","<",0.0],["or_state","==",0.0]]},{"id":"R0562","rule":"When CPR width \u2265 0.20% (\u224851 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","T":"10:15","target":"price reaches the prior-day high after 10:15 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":61,"hit_tr":0.0,"base_tr":0.2058,"lift_tr":0.0,"n_te":37,"hit_te":0.0541,"base_te":0.1618,"lift_te":0.334,"ci_te":[0.015,0.177],"p_rand":0.012993503248375811,"p_perm_fw":0.5544554455445545,"p_te":0.04811848378907132,"q_bh_te":0.11162569509063801,"q_bh_te_fam":0.06968883859106881,"p_holm_te":1.0,"q_bh_tr":0.00012331108036953492,"p_holm_tr":1.0,"p_tr":1.57174159770254e-06,"stable":true,"by_year":"2022:0/18(n28) 2023:0/18(n12) 2024:0/25(n21) 2025:0/18(n16) 2026:10/13(n21)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":false,"conds":[["cpr_width_pct",">=",0.2029],["gap_pct","<",0.0],["prevret_pct","<",0.0]]},{"id":"R0563","rule":"When CPR width \u2265 0.30% (\u224876 pts at 25,000) AND price is below the CPR at 10:15","T":"10:15","target":"price reaches the prior-day high after 10:15 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":59,"hit_tr":0.0,"base_tr":0.2058,"lift_tr":0.0,"n_te":29,"hit_te":0.0345,"base_te":0.1618,"lift_te":0.213,"ci_te":[0.0061,0.1718],"p_rand":0.02798600699650175,"p_perm_fw":0.7425742574257426,"p_te":0.03952986537384701,"q_bh_te":0.09417409103769435,"q_bh_te_fam":0.05854801219098752,"p_holm_te":1.0,"q_bh_tr":0.0001800944723502748,"p_holm_tr":1.0,"p_tr":2.4919169754920246e-06,"stable":true,"by_year":"2022:0/18(n31) 2023:0/18(n9) 2024:0/25(n19) 2025:0/18(n11) 2026:6/13(n18)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":false,"conds":[["cpr_width_pct",">=",0.304],["cpr_pos","==",-1.0]]},{"id":"R0564","rule":"When price vs prior-day low \u2264 +0.42% (\u2248+104 pts at 25,000) AND 1-min ATR(14) as % of price > 0.0459 at 10:15","T":"10:15","target":"price reaches the prior-day low after 10:15 (days not yet at PDL)","family":"level / structure","method":"tree","dirn":"higher","n_tr":39,"hit_tr":0.7949,"base_tr":0.2119,"lift_tr":3.751,"n_te":16,"hit_te":0.6875,"base_te":0.1801,"lift_te":3.816,"ci_te":[0.444,0.8584],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.1520765936191551e-05,"q_bh_te":9.947612146391839e-05,"q_bh_te_fam":6.017691298434569e-05,"p_holm_te":0.009919379471060925,"q_bh_tr":2.127687368080192e-11,"p_holm_tr":2.3272700565084517e-07,"p_tr":2.520895229375877e-14,"stable":true,"by_year":"2022:69/21(n13) 2023:100/21(n5) 2024:81/21(n21) 2025:64/18(n11) 2026:80/17(n5)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter short at 10:15 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":39,"bt_tr_win":0.717948717948718,"bt_tr_avg":10.75790970477118,"bt_tr_dd":289.75245220429395,"bt_te_n":16,"bt_te_win":0.625,"bt_te_avg":1.219613891645161,"bt_te_dd":199.64213612067851,"bt_te_gross":10.52501250000023,"eq":true,"page":true,"conds":[["dist_pdl_pct","<=",0.4174],["atr14_pct",">",0.0459]]},{"id":"R0565","rule":"When price vs prior-day low \u2264 +0.37% (\u2248+94 pts at 25,000) AND 1-min Bollinger %B \u2264 0.398 AND price is below the CPR at 10:15","T":"10:15","target":"price reaches the prior-day low after 10:15 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.7812,"base_tr":0.2119,"lift_tr":3.687,"n_te":19,"hit_te":0.4737,"base_te":0.1801,"lift_te":2.629,"ci_te":[0.2733,0.6829],"p_rand":0.025987006496751622,"p_perm_fw":0.009900990099009901,"p_te":0.0032057469630487855,"q_bh_te":0.011289804522041374,"q_bh_te_fam":0.006879486183476956,"p_holm_te":1.0,"q_bh_tr":7.80288680026217e-09,"p_holm_tr":0.00017926051564019977,"p_tr":1.944291170813284e-11,"stable":true,"by_year":"2022:88/21(n8) 2023:56/21(n9) 2024:87/21(n15) 2025:54/18(n13) 2026:33/17(n6)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter short at 10:15 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.6875,"bt_tr_avg":-1.2421556759473993,"bt_tr_dd":442.95660860999004,"bt_te_n":19,"bt_te_win":0.5263157894736842,"bt_te_avg":-14.839203585481156,"bt_te_dd":340.86711164829387,"bt_te_gross":-5.8023999999995315,"eq":true,"page":true,"conds":[["dist_pdl_pct","<=",0.3748],["bb_pctb","<=",0.3982],["cpr_pos","==",-1.0]]},{"id":"R0566","rule":"When move from the open to 10:15 \u2264 -0.11% (\u2248-28 pts at 25,000) AND 1-min Bollinger %B \u2264 0.398 AND price is below the CPR at 10:15","T":"10:15","target":"price reaches the prior-day low after 10:15 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.7742,"base_tr":0.2119,"lift_tr":3.654,"n_te":21,"hit_te":0.5714,"base_te":0.1801,"lift_te":3.172,"ci_te":[0.3655,0.7553],"p_rand":0.0024987506246876563,"p_perm_fw":0.009900990099009901,"p_te":6.742520395818161e-05,"q_bh_te":0.0004369153216490169,"q_bh_te_fam":0.00026430679951607196,"p_holm_te":0.05549094285758347,"q_bh_tr":2.4384803479250735e-08,"p_holm_tr":0.0006626726505759753,"p_tr":7.190756502450246e-11,"stable":true,"by_year":"2022:90/21(n10) 2023:56/21(n9) 2024:83/21(n12) 2025:57/18(n14) 2026:57/17(n7)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 10:15 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.7096774193548387,"bt_tr_avg":6.674666343345263,"bt_tr_dd":345.68016815743874,"bt_te_n":21,"bt_te_win":0.5714285714285714,"bt_te_avg":1.6434625000044991,"bt_te_dd":373.7284598167214,"bt_te_gross":10.852752380952422,"eq":true,"page":true,"conds":[["mv_pct","<=",-0.112],["bb_pctb","<=",0.3982],["cpr_pos","==",-1.0]]},{"id":"R0567","rule":"When price vs prior-day low \u2264 +0.66% (\u2248+165 pts at 25,000) AND size of the move from the open to 10:15 (either direction) > 0.34% (\u224885 pts at 25,000) AND India VIX change on the prior day (%) \u2264 4.9 at 10:15","T":"10:15","target":"price reaches the prior-day low after 10:15 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":34,"hit_tr":0.7647,"base_tr":0.2119,"lift_tr":3.609,"n_te":17,"hit_te":0.3529,"base_te":0.1801,"lift_te":1.959,"ci_te":[0.1731,0.587],"p_rand":0.2178910544727636,"p_perm_fw":0.009900990099009901,"p_te":0.06971683966714734,"q_bh_te":0.152623351703755,"q_bh_te_fam":0.0960035169186947,"p_holm_te":1.0,"q_bh_tr":7.160858265722332e-09,"p_holm_tr":0.0001627365833436059,"p_tr":1.76502201870097e-11,"stable":true,"by_year":"2022:90/21(n10) 2023:62/21(n8) 2024:75/21(n16) 2025:22/18(n9) 2026:50/17(n8)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter short at 10:15 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.7647058823529411,"bt_tr_avg":23.80111998650064,"bt_tr_dd":321.60432948812377,"bt_te_n":17,"bt_te_win":0.35294117647058826,"bt_te_avg":-26.00164611929186,"bt_te_dd":557.2898948519992,"bt_te_gross":-16.185235294117934,"eq":false,"page":false,"conds":[["dist_pdl_pct","<=",0.6617],["abs_mv_pct",">",0.3411],["vix_chg","<=",4.8971]]},{"id":"R0568","rule":"When price vs prior-day low \u2264 +0.43% (\u2248+108 pts at 25,000) AND gap measured in the direction of the move so far \u2264 -0.16% (\u2248-40 pts at 25,000) AND 1-min ADX(14) \u2264 39.4 at 10:15","T":"10:15","target":"price reaches the prior-day low after 10:15 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":45,"hit_tr":0.7556,"base_tr":0.2119,"lift_tr":3.566,"n_te":22,"hit_te":0.3636,"base_te":0.1801,"lift_te":2.019,"ci_te":[0.1973,0.5705],"p_rand":0.22938530734632684,"p_perm_fw":0.009900990099009901,"p_te":0.0322869613700535,"q_bh_te":0.07885157399922613,"q_bh_te_fam":0.04855430507823902,"p_holm_te":1.0,"q_bh_tr":1.7178267952949955e-11,"p_holm_tr":1.821379167412842e-07,"p_tr":1.9728432191407645e-14,"stable":true,"by_year":"2022:75/21(n12) 2023:67/21(n15) 2024:83/21(n18) 2025:43/18(n14) 2026:25/17(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter short at 10:15 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":45,"bt_tr_win":0.7555555555555555,"bt_tr_avg":19.413115387932848,"bt_tr_dd":210.5612886841933,"bt_te_n":22,"bt_te_win":0.45454545454545453,"bt_te_avg":-17.080211884288754,"bt_te_dd":494.5800510669208,"bt_te_gross":-7.295563636363526,"eq":false,"page":false,"conds":[["dist_pdl_pct","<=",0.4325],["gap_dir_pct","<=",-0.162],["adx_14","<=",39.4004]]},{"id":"R0569","rule":"When move from the open to 10:15 \u2264 -0.11% (\u2248-28 pts at 25,000) AND price vs prior-day low \u2264 +0.37% (\u2248+94 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 -0.01% (\u2248-2 pts at 25,000) at 10:15","T":"10:15","target":"price reaches the prior-day low after 10:15 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":36,"hit_tr":0.75,"base_tr":0.2119,"lift_tr":3.54,"n_te":20,"hit_te":0.5,"base_te":0.1801,"lift_te":2.776,"ci_te":[0.2993,0.7007],"p_rand":0.030484757621189407,"p_perm_fw":0.009900990099009901,"p_te":0.0011293581108144733,"q_bh_te":0.00461233648618348,"q_bh_te_fam":0.002801951768602997,"p_holm_te":0.8300782114486378,"q_bh_tr":6.325543301852272e-09,"p_holm_tr":0.00014194052420590127,"p_tr":1.5394221321525277e-11,"stable":true,"by_year":"2022:75/21(n12) 2023:58/21(n12) 2024:92/21(n12) 2025:50/18(n16) 2026:50/17(n4)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 10:15 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.6388888888888888,"bt_tr_avg":-3.4458083191339473,"bt_tr_dd":315.49458358804395,"bt_te_n":20,"bt_te_win":0.5,"bt_te_avg":-23.85024192152532,"bt_te_dd":561.9551923656993,"bt_te_gross":-15.239919999999803,"eq":true,"page":true,"conds":[["mv_pct","<=",-0.112],["dist_pdl_pct","<=",0.3748],["ema9_21_pct","<=",-0.0085]]},{"id":"R0570","rule":"When price vs session TWAP (time-weighted VWAP) \u2264 -0.03% (\u2248-8 pts at 25,000) AND price vs prior-day high \u2264 -0.52% (\u2248-130 pts at 25,000) AND price vs prior-day low \u2264 +0.37% (\u2248+94 pts at 25,000) at 10:15","T":"10:15","target":"price reaches the prior-day low after 10:15 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.7419,"base_tr":0.2119,"lift_tr":3.502,"n_te":13,"hit_te":0.3846,"base_te":0.1801,"lift_te":2.135,"ci_te":[0.1771,0.6448],"p_rand":0.19090454772613694,"p_perm_fw":0.009900990099009901,"p_te":0.06825343801597761,"q_bh_te":0.15031516984580218,"q_bh_te_fam":0.09434666285632595,"p_holm_te":1.0,"q_bh_tr":2.0246843470517218e-07,"p_holm_tr":0.007500312918789559,"p_tr":8.147482086378346e-10,"stable":true,"by_year":"2022:73/21(n11) 2023:64/21(n11) 2024:89/21(n9) 2025:38/18(n8) 2026:40/17(n5)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter short at 10:15 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.6451612903225806,"bt_tr_avg":-1.3958257257016315,"bt_tr_dd":374.8880277530428,"bt_te_n":13,"bt_te_win":0.5384615384615384,"bt_te_avg":-17.808271145658146,"bt_te_dd":316.64508928262075,"bt_te_gross":-7.97266153846151,"eq":false,"page":false,"conds":[["dist_twap_pct","<=",-0.0314],["dist_pdh_pct","<=",-0.5213],["dist_pdl_pct","<=",0.3748]]},{"id":"R0571","rule":"When price vs prior-day low \u2264 +0.66% (\u2248+165 pts at 25,000) AND 1-min ATR(14) as % of price > 0.0459 AND opening-range size \u2264 0.47% (\u2248118 pts at 25,000) at 10:15","T":"10:15","target":"price reaches the prior-day low after 10:15 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":41,"hit_tr":0.7317,"base_tr":0.2119,"lift_tr":3.453,"n_te":15,"hit_te":0.3333,"base_te":0.1801,"lift_te":1.85,"ci_te":[0.1518,0.5829],"p_rand":0.23638180909545228,"p_perm_fw":0.009900990099009901,"p_te":0.11701282102405308,"q_bh_te":0.2350263348850704,"q_bh_te_fam":0.15154964485053568,"p_holm_te":1.0,"q_bh_tr":1.535348172091004e-09,"p_holm_tr":2.8434256532444466e-05,"p_tr":3.0825337922124354e-12,"stable":true,"by_year":"2022:60/21(n5) 2023:86/21(n7) 2024:72/21(n29) 2025:33/18(n12) 2026:33/17(n3)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter short at 10:15 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":41,"bt_tr_win":0.7073170731707317,"bt_tr_avg":20.15501507141563,"bt_tr_dd":451.0070739045109,"bt_te_n":15,"bt_te_win":0.4,"bt_te_avg":-21.51560130526965,"bt_te_dd":508.80292728952236,"bt_te_gross":-13.383840000000054,"eq":false,"page":false,"conds":[["dist_pdl_pct","<=",0.6617],["atr14_pct",">",0.0459],["or_rng_pct","<=",0.4735]]},{"id":"R0572","rule":"When prior day's close-to-close return \u2265 +0.25% (\u2248+62 pts at 25,000) AND India VIX change on the prior day (%) \u2264 -1.33 AND price is above the prior-day high at 10:15","T":"10:15","target":"price reaches the prior-day low after 10:15 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":80,"hit_tr":0.0,"base_tr":0.2119,"lift_tr":0.0,"n_te":38,"hit_te":0.0526,"base_te":0.1801,"lift_te":0.292,"ci_te":[0.0146,0.1729],"p_rand":0.04897551224387806,"p_perm_fw":0.009900990099009901,"p_te":0.02282296696523916,"q_bh_te":0.05857892369379499,"q_bh_te_fam":0.036006659117514536,"p_holm_te":1.0,"q_bh_tr":1.852346028064111e-06,"p_holm_tr":0.09809846290058553,"p_tr":1.0674939083401802e-08,"stable":true,"by_year":"2022:0/21(n36) 2023:0/21(n23) 2024:0/21(n21) 2025:0/18(n19) 2026:10/17(n19)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["prevret_pct",">=",0.2487],["vix_chg","<=",-1.3269],["pd_pos","==",1.0]]},{"id":"R0573","rule":"When CPR width \u2265 0.20% (\u224851 pts at 25,000) AND price is above the prior-day high AND it is not expiry day at 10:15","T":"10:15","target":"price reaches the prior-day low after 10:15 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":73,"hit_tr":0.0,"base_tr":0.2119,"lift_tr":0.0,"n_te":31,"hit_te":0.0,"base_te":0.1801,"lift_te":0.0,"ci_te":[-0.0,0.1103],"p_rand":0.001999000499750125,"p_perm_fw":0.009900990099009901,"p_te":0.0021174576324797995,"q_bh_te":0.007885704286476494,"q_bh_te_fam":0.004807201111575761,"p_holm_te":1.0,"q_bh_tr":7.672340812451957e-06,"p_holm_tr":0.5185839534242846,"p_tr":5.652278561367591e-08,"stable":true,"by_year":"2022:0/21(n31) 2023:0/21(n22) 2024:0/21(n20) 2025:0/18(n19) 2026:0/17(n12)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["cpr_width_pct",">=",0.2029],["pd_pos","==",1.0],["is_expiry","==",0.0]]},{"id":"R0574","rule":"When price vs prior-day low \u2265 +0.66% (\u2248+165 pts at 25,000) AND CPR width \u2265 0.20% (\u224851 pts at 25,000) AND India VIX change on the prior day (%) \u2264 -1.33 at 10:15","T":"10:15","target":"price reaches the prior-day low after 10:15 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":72,"hit_tr":0.0,"base_tr":0.2119,"lift_tr":0.0,"n_te":29,"hit_te":0.0,"base_te":0.1801,"lift_te":0.0,"ci_te":[0.0,0.117],"p_rand":0.0014992503748125937,"p_perm_fw":0.019801980198019802,"p_te":0.0031502339777873165,"q_bh_te":0.011134645186942805,"q_bh_te_fam":0.006785119336772681,"p_holm_te":1.0,"q_bh_tr":9.35367675683283e-06,"p_holm_tr":0.6578031636189313,"p_tr":7.171861010688195e-08,"stable":true,"by_year":"2022:0/21(n36) 2023:0/21(n18) 2024:0/21(n18) 2025:0/18(n18) 2026:0/17(n11)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["dist_pdl_pct",">=",0.6585],["cpr_width_pct",">=",0.2029],["vix_chg","<=",-1.3269]]},{"id":"R0575","rule":"When price vs prior-day high \u2265 +0.16% (\u2248+41 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0388 AND price vs session TWAP (time-weighted VWAP) is positive at 10:15","T":"10:15","target":"price reaches the prior-day low after 10:15 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":68,"hit_tr":0.0,"base_tr":0.2119,"lift_tr":0.0,"n_te":27,"hit_te":0.037,"base_te":0.1801,"lift_te":0.206,"ci_te":[0.0066,0.1828],"p_rand":0.13143428285857073,"p_perm_fw":0.06930693069306931,"p_te":0.03249193082174493,"q_bh_te":0.07915327508455156,"q_bh_te_fam":0.04873789623261739,"p_holm_te":1.0,"q_bh_tr":2.0869583235537397e-05,"p_holm_tr":1.0,"p_tr":1.8589388076167627e-07,"stable":true,"by_year":"2022:0/21(n22) 2023:0/21(n35) 2024:0/21(n11) 2025:0/18(n15) 2026:8/17(n12)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":false,"conds":[["dist_pdh_pct",">=",0.1644],["atr14_pct","<=",0.0388],["dist_twap_pct",">",0.0]]},{"id":"R0576","rule":"When prior-day range \u2265 0.99% (\u2248247 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 AND expiry is 1 trading day away at 11:00","T":"11:00","target":"price at 13:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":34,"hit_tr":0.8235,"base_tr":0.5251,"lift_tr":1.568,"n_te":16,"hit_te":0.25,"base_te":0.5262,"lift_te":0.475,"ci_te":[0.1018,0.495],"p_rand":0.9945027486256871,"p_perm_fw":1.0,"p_te":0.9939764160823141,"q_bh_te":1.0,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0134337647109801,"p_holm_tr":1.0,"p_tr":0.0005788155380715186,"stable":false,"by_year":"2022:83/56(n18) 2023:80/50(n5) 2024:82/52(n11) 2025:20/55(n5) 2026:27/50(n11)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":34,"bt_tr_win":0.7352941176470589,"bt_tr_avg":29.511917526215257,"bt_tr_dd":175.51316098539974,"bt_te_n":16,"bt_te_win":0.1875,"bt_te_avg":-57.46655456232809,"bt_te_dd":989.2558929536157,"bt_te_gross":-46.76133750000008,"eq":false,"page":false,"conds":[["pdr_pct",">=",0.9892],["vix_chg",">=",0.7733],["dte_cat","==",1.0]]},{"id":"R0577","rule":"When CPR width \u2265 0.20% (\u224851 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 AND expiry is 1 trading day away at 11:00","T":"11:00","target":"price at 13:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":34,"hit_tr":0.8235,"base_tr":0.5251,"lift_tr":1.568,"n_te":16,"hit_te":0.1875,"base_te":0.5262,"lift_te":0.356,"ci_te":[0.0659,0.4301],"p_rand":1.0,"p_perm_fw":1.0,"p_te":0.998924248677784,"q_bh_te":1.0,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0134337647109801,"p_holm_tr":1.0,"p_tr":0.0005788155380715186,"stable":true,"by_year":"2022:88/56(n17) 2023:100/50(n5) 2024:67/52(n12) 2025:29/55(n7) 2026:11/50(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":34,"bt_tr_win":0.7647058823529411,"bt_tr_avg":30.86543979040495,"bt_tr_dd":157.81666262499743,"bt_te_n":16,"bt_te_win":0.1875,"bt_te_avg":-61.3536993555204,"bt_te_dd":1036.7094958491896,"bt_te_gross":-51.05991250000034,"eq":false,"page":false,"conds":[["cpr_width_pct",">=",0.2023],["vix_chg",">=",0.7733],["dte_cat","==",1.0]]},{"id":"R0578","rule":"When move from the open to 11:00 \u2264 -0.34% (\u2248-85 pts at 25,000) AND 1-min ADX(14) \u2265 28.7 AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 -0.00% (\u2248-1 pts at 25,000) at 11:00","T":"11:00","target":"price at 13:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.8065,"base_tr":0.5251,"lift_tr":1.536,"n_te":26,"hit_te":0.4231,"base_te":0.5262,"lift_te":0.804,"ci_te":[0.2554,0.6105],"p_rand":0.8510744627686156,"p_perm_fw":1.0,"p_te":0.8942794954445419,"q_bh_te":0.974509803075986,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.036951544906687776,"p_holm_tr":1.0,"p_tr":0.0022555114119376706,"stable":false,"by_year":"2022:78/56(n9) 2023:67/50(n6) 2024:88/52(n16) 2025:44/55(n16) 2026:40/50(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":31,"bt_tr_win":0.6451612903225806,"bt_tr_avg":41.143619314354176,"bt_tr_dd":109.09118176120137,"bt_te_n":26,"bt_te_win":0.38461538461538464,"bt_te_avg":-28.27949635146027,"bt_te_dd":804.1879237290827,"bt_te_gross":-18.277515384614443,"eq":false,"page":false,"conds":[["mv_pct","<=",-0.3398],["adx_14",">=",28.7295],["ema9_21_pct","<=",-0.0043]]},{"id":"R0579","rule":"When position in today's range so far (0 = at low, 1 = at high) \u2264 0.471 AND price vs prior-day high \u2264 -0.28% (\u2248-70 pts at 25,000) AND price vs prior-day high > -0.41% (\u2248-104 pts at 25,000) at 11:00","T":"11:00","target":"price at 13:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":35,"hit_tr":0.8,"base_tr":0.5251,"lift_tr":1.524,"n_te":19,"hit_te":0.7368,"base_te":0.5262,"lift_te":1.4,"ci_te":[0.5121,0.8819],"p_rand":0.02448775612193903,"p_perm_fw":1.0,"p_te":0.051811020113682084,"q_bh_te":0.11877431969457308,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.026550248747346576,"p_holm_tr":1.0,"p_tr":0.0014394184530305597,"stable":true,"by_year":"2022:83/56(n12) 2023:85/50(n13) 2024:70/52(n10) 2025:69/55(n13) 2026:83/50(n6)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":35,"bt_tr_win":0.6857142857142857,"bt_tr_avg":27.43441185476518,"bt_tr_dd":68.16626886771934,"bt_te_n":19,"bt_te_win":0.7368421052631579,"bt_te_avg":9.289375525666356,"bt_te_dd":168.27260951824948,"bt_te_gross":18.938957894736966,"eq":false,"page":false,"conds":[["pos_rng","<=",0.471],["dist_pdh_pct","<=",-0.2792],["dist_pdh_pct",">",-0.415]]},{"id":"R0580","rule":"When size of the move from the open to 11:00 (either direction) > 0.31% (\u224878 pts at 25,000) AND 1-min ADX(14) > 37.4 AND gap measured in the direction of the move so far \u2264 +1.72% (\u2248+430 pts at 25,000) at 11:00","T":"11:00","target":"price at 13:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":33,"hit_tr":0.7879,"base_tr":0.5251,"lift_tr":1.5,"n_te":28,"hit_te":0.5714,"base_te":0.5262,"lift_te":1.086,"ci_te":[0.3907,0.7349],"p_rand":0.4987506246876562,"p_perm_fw":1.0,"p_te":0.3873644839181637,"q_bh_te":0.6011472652371915,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.049826310657065706,"p_holm_tr":1.0,"p_tr":0.0033948085427736602,"stable":true,"by_year":"2022:80/56(n10) 2023:83/50(n6) 2024:76/52(n17) 2025:64/55(n22) 2026:33/50(n6)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":33,"bt_tr_win":0.696969696969697,"bt_tr_avg":44.579227724883005,"bt_tr_dd":234.2485956087644,"bt_te_n":28,"bt_te_win":0.5357142857142857,"bt_te_avg":-5.853354112088595,"bt_te_dd":499.6612318192065,"bt_te_gross":3.3128285714287165,"eq":false,"page":false,"conds":[["abs_mv_pct",">",0.313],["adx_14",">",37.3637],["gap_dir_pct","<=",1.7213]]},{"id":"R0581","rule":"When India VIX change on the prior day (%) \u2264 0.326 AND CPR width \u2264 0.17% (\u224842 pts at 25,000) AND size of the move from the open to 11:00 (either direction) > 0.43% (\u2248107 pts at 25,000) at 11:00","T":"11:00","target":"price at 13:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":46,"hit_tr":0.7826,"base_tr":0.5251,"lift_tr":1.49,"n_te":36,"hit_te":0.6389,"base_te":0.5262,"lift_te":1.214,"ci_te":[0.4757,0.7752],"p_rand":0.11794102948525736,"p_perm_fw":1.0,"p_te":0.1171104125346982,"q_bh_te":0.2350263348850704,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.013180617508875205,"p_holm_tr":1.0,"p_tr":0.0005647638820367817,"stable":true,"by_year":"2022:94/56(n16) 2023:55/50(n11) 2024:79/52(n19) 2025:60/55(n20) 2026:69/50(n16)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":46,"bt_tr_win":0.782608695652174,"bt_tr_avg":26.144800481464877,"bt_tr_dd":208.90805034983487,"bt_te_n":36,"bt_te_win":0.5,"bt_te_avg":-8.064220831656485,"bt_te_dd":473.3719313617045,"bt_te_gross":2.249450000000555,"eq":false,"page":false,"conds":[["vix_chg","<=",0.326],["cpr_width_pct","<=",0.1677],["abs_mv_pct",">",0.4272]]},{"id":"R0582","rule":"When range so far (high\u2212low since 09:15) \u2265 0.63% (\u2248157 pts at 25,000) AND opening-range size \u2265 0.44% (\u2248110 pts at 25,000) AND expiry is 1 trading day away at 11:00","T":"11:00","target":"price at 13:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":39,"hit_tr":0.7692,"base_tr":0.5251,"lift_tr":1.465,"n_te":29,"hit_te":0.4483,"base_te":0.5262,"lift_te":0.852,"ci_te":[0.2841,0.6245],"p_rand":0.8580709645177411,"p_perm_fw":1.0,"p_te":0.8476058294807624,"q_bh_te":0.9535565581658576,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.04583535783745799,"p_holm_tr":1.0,"p_tr":0.0030259401782665282,"stable":false,"by_year":"2022:74/56(n23) 2023:75/50(n4) 2024:83/52(n12) 2025:33/55(n12) 2026:53/50(n17)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":39,"bt_tr_win":0.6666666666666666,"bt_tr_avg":24.224528689910155,"bt_tr_dd":231.58570256623108,"bt_te_n":29,"bt_te_win":0.3793103448275862,"bt_te_avg":-37.305283922983115,"bt_te_dd":1152.497133114914,"bt_te_gross":-27.077220689655125,"eq":false,"page":false,"conds":[["rng_pct",">=",0.6266],["or_rng_pct",">=",0.4386],["dte_cat","==",1.0]]},{"id":"R0583","rule":"When position in today's range so far (0 = at low, 1 = at high) \u2264 0.392 AND 1-min Bollinger %B \u2265 0.656 AND price is inside the prior-day range at 11:00","T":"11:00","target":"price at 13:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":39,"hit_tr":0.7692,"base_tr":0.5251,"lift_tr":1.465,"n_te":23,"hit_te":0.5217,"base_te":0.5262,"lift_te":0.992,"ci_te":[0.3296,0.7076],"p_rand":0.5332333833083458,"p_perm_fw":1.0,"p_te":0.6003227417388376,"q_bh_te":0.7912885686206675,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.04583535783745799,"p_holm_tr":1.0,"p_tr":0.0030259401782665282,"stable":false,"by_year":"2022:69/56(n13) 2023:85/50(n13) 2024:77/52(n13) 2025:40/55(n15) 2026:75/50(n8)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":39,"bt_tr_win":0.6410256410256411,"bt_tr_avg":26.458292436850634,"bt_tr_dd":129.2323833507428,"bt_te_n":23,"bt_te_win":0.5217391304347826,"bt_te_avg":0.9997551619156961,"bt_te_dd":404.03577589308384,"bt_te_gross":10.707565217391991,"eq":false,"page":false,"conds":[["pos_rng","<=",0.3923],["bb_pctb",">=",0.6562],["pd_pos","==",0.0]]},{"id":"R0584","rule":"When position in today's range so far (0 = at low, 1 = at high) \u2264 0.317 AND distance from TWAP in the move's direction \u2264 +0.04% (\u2248+9 pts at 25,000) AND CPR width \u2264 0.43% (\u2248107 pts at 25,000) at 11:00","T":"11:00","target":"price at 13:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":30,"hit_tr":0.1667,"base_tr":0.5251,"lift_tr":0.317,"n_te":24,"hit_te":0.4167,"base_te":0.5262,"lift_te":0.792,"ci_te":[0.2447,0.6117],"p_rand":0.2288855572213893,"p_perm_fw":1.0,"p_te":0.19208068776885878,"q_bh_te":0.3509444144949826,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0037958939085081713,"p_holm_tr":1.0,"p_tr":0.00011223816129165621,"stable":true,"by_year":"2022:33/56(n12) 2023:9/50(n11) 2024:0/52(n7) 2025:47/55(n15) 2026:33/50(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":30,"bt_tr_win":0.8333333333333334,"bt_tr_avg":36.91165876495767,"bt_tr_dd":74.23961140006803,"bt_te_n":24,"bt_te_win":0.5,"bt_te_avg":-0.5231592705712416,"bt_te_dd":224.29273374538064,"bt_te_gross":10.210383333333084,"eq":false,"page":false,"conds":[["pos_rng","<=",0.3168],["twap_dir_pct","<=",0.0374],["cpr_width_pct","<=",0.4282]]},{"id":"R0585","rule":"When India VIX change on the prior day (%) \u2264 -5.59 AND 1-min RSI(14) \u2264 53 at 11:00","T":"11:00","target":"price at 13:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"tree","dirn":"lower","n_tr":41,"hit_tr":0.1951,"base_tr":0.5251,"lift_tr":0.372,"n_te":20,"hit_te":0.25,"base_te":0.5262,"lift_te":0.475,"ci_te":[0.1119,0.4687],"p_rand":0.011494252873563218,"p_perm_fw":1.0,"p_te":0.011501788043089638,"q_bh_te":0.03337235217278546,"q_bh_te_fam":0.9229637396388423,"p_holm_te":1.0,"q_bh_tr":0.0013259692351339422,"p_holm_tr":1.0,"p_tr":2.9556636099182082e-05,"stable":true,"by_year":"2022:33/56(n15) 2023:0/50(n9) 2024:18/52(n17) 2025:33/55(n6) 2026:21/50(n14)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":41,"bt_tr_win":0.7560975609756098,"bt_tr_avg":16.458764002905916,"bt_tr_dd":149.13893151466965,"bt_te_n":20,"bt_te_win":0.65,"bt_te_avg":5.8057076602388324,"bt_te_dd":171.22527855224462,"bt_te_gross":18.174069999999666,"eq":true,"page":true,"conds":[["vix_chg","<=",-5.5886],["rsi_14","<=",52.9872]]},{"id":"R0586","rule":"When India VIX change on the prior day (%) \u2264 -5.49 AND price vs session TWAP (time-weighted VWAP) \u2264 +0.15% (\u2248+39 pts at 25,000) AND prior day's close-to-close return \u2264 +1.27% (\u2248+318 pts at 25,000) at 11:00","T":"11:00","target":"price at 13:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":44,"hit_tr":0.2045,"base_tr":0.5251,"lift_tr":0.39,"n_te":25,"hit_te":0.36,"base_te":0.5262,"lift_te":0.684,"ci_te":[0.2025,0.5548],"p_rand":0.08045977011494253,"p_perm_fw":1.0,"p_te":0.07140908653981562,"q_bh_te":0.15527881905302188,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0012118915820424447,"p_holm_tr":1.0,"p_tr":2.6403168935863008e-05,"stable":true,"by_year":"2022:38/56(n13) 2023:14/50(n14) 2024:12/52(n17) 2025:50/55(n6) 2026:32/50(n19)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":44,"bt_tr_win":0.7045454545454546,"bt_tr_avg":9.378273815322261,"bt_tr_dd":234.72698685893323,"bt_te_n":25,"bt_te_win":0.56,"bt_te_avg":13.562470154034731,"bt_te_dd":190.11635206271052,"bt_te_gross":26.24231199999951,"eq":false,"page":false,"conds":[["vix_chg","<=",-5.4896],["dist_twap_pct","<=",0.1548],["prevret_pct","<=",1.2711]]},{"id":"R0587","rule":"When range so far (high\u2212low since 09:15) \u2264 0.39% (\u224898 pts at 25,000) AND expiry is 1 trading day away at 11:00","T":"11:00","target":"price at 13:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.2333,"base_tr":0.5251,"lift_tr":0.444,"n_te":22,"hit_te":0.5909,"base_te":0.5262,"lift_te":1.123,"ci_te":[0.3873,0.7674],"p_rand":0.7996001999000499,"p_perm_fw":1.0,"p_te":0.7935776624971449,"q_bh_te":0.924889074277248,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.03602404726448824,"p_holm_tr":1.0,"p_tr":0.0021773989880270453,"stable":false,"by_year":"2022:25/56(n4) 2023:28/50(n18) 2024:12/52(n8) 2025:60/55(n15) 2026:57/50(n7)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at 13:00","bt_tr_n":30,"bt_tr_win":0.6333333333333333,"bt_tr_avg":3.6773016912765453,"bt_tr_dd":98.3086505497073,"bt_te_n":22,"bt_te_win":0.3181818181818182,"bt_te_avg":-14.807324522549216,"bt_te_dd":333.610191652882,"bt_te_gross":-4.572727272727537,"eq":false,"page":false,"conds":[["rng_pct","<=",0.3916],["dte_cat","==",1.0]]},{"id":"R0588","rule":"When 1-min ADX(14) > 20.1 AND prior-day range \u2264 0.67% (\u2248168 pts at 25,000) AND range so far (high\u2212low since 09:15) > 0.54% (\u2248136 pts at 25,000) at 11:00","T":"11:00","target":"price 30 min after 11:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"tree","dirn":"higher","n_tr":40,"hit_tr":0.85,"base_tr":0.5156,"lift_tr":1.649,"n_te":32,"hit_te":0.4688,"base_te":0.5011,"lift_te":0.935,"ci_te":[0.3087,0.6355],"p_rand":0.7076461769115442,"p_perm_fw":1.0,"p_te":0.7061776899398278,"q_bh_te":0.8601562839868578,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0009661637893750701,"p_holm_tr":1.0,"p_tr":1.9903486115331544e-05,"stable":true,"by_year":"2022:78/48(n9) 2023:91/51(n11) 2024:85/55(n20) 2025:52/52(n23) 2026:33/48(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":40,"bt_tr_win":0.65,"bt_tr_avg":6.608887909938064,"bt_tr_dd":61.08690968889417,"bt_te_n":32,"bt_te_win":0.375,"bt_te_avg":-12.961862982110524,"bt_te_dd":415.158782532229,"bt_te_gross":-3.2265624999995453,"eq":false,"page":false,"conds":[["adx_14",">",20.1109],["pdr_pct","<=",0.672],["rng_pct",">",0.543]]},{"id":"R0589","rule":"When 1-min ADX(14) > 36.2 AND prior day's close-to-close return > -0.17% (\u2248-42 pts at 25,000) AND prior-day range > 0.33% (\u224882 pts at 25,000) at 11:00","T":"11:00","target":"price 30 min after 11:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":37,"hit_tr":0.8378,"base_tr":0.5156,"lift_tr":1.625,"n_te":27,"hit_te":0.4074,"base_te":0.5011,"lift_te":0.813,"ci_te":[0.2451,0.5927],"p_rand":0.9120439780109945,"p_perm_fw":1.0,"p_te":0.8785231352668146,"q_bh_te":0.9659779270128322,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0031918671427982573,"p_holm_tr":1.0,"p_tr":8.963973593027756e-05,"stable":false,"by_year":"2022:67/48(n6) 2023:80/51(n15) 2024:94/55(n16) 2025:48/52(n21) 2026:17/48(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":37,"bt_tr_win":0.6756756756756757,"bt_tr_avg":11.952821944405631,"bt_tr_dd":50.631902053300735,"bt_te_n":27,"bt_te_win":0.2962962962962963,"bt_te_avg":-18.90600420482385,"bt_te_dd":531.2270818354114,"bt_te_gross":-9.160851851851476,"eq":false,"page":false,"conds":[["adx_14",">",36.2061],["prevret_pct",">",-0.1675],["pdr_pct",">",0.3263]]},{"id":"R0590","rule":"When move from the open to 11:00 \u2265 +0.24% (\u2248+61 pts at 25,000) AND prior-day range \u2264 0.78% (\u2248196 pts at 25,000) AND price is above the CPR at 11:00","T":"11:00","target":"price 30 min after 11:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.8387,"base_tr":0.5156,"lift_tr":1.627,"n_te":25,"hit_te":0.56,"base_te":0.5011,"lift_te":1.117,"ci_te":[0.3707,0.7333],"p_rand":0.3773113443278361,"p_perm_fw":1.0,"p_te":0.3492649425709405,"q_bh_te":0.5520089824048036,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.009555917492934699,"p_holm_tr":1.0,"p_tr":0.0003694893407244512,"stable":true,"by_year":"2022:100/48(n6) 2023:67/51(n15) 2024:100/55(n10) 2025:69/52(n16) 2026:33/48(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":31,"bt_tr_win":0.6774193548387096,"bt_tr_avg":5.122415308322582,"bt_tr_dd":46.5637598483,"bt_te_n":25,"bt_te_win":0.44,"bt_te_avg":-5.976848244137451,"bt_te_dd":228.8746038903348,"bt_te_gross":4.274000000000087,"eq":false,"page":false,"conds":[["mv_pct",">=",0.2441],["pdr_pct","<=",0.7824],["cpr_pos","==",1.0]]},{"id":"R0591","rule":"When range so far (high\u2212low since 09:15) \u2265 0.83% (\u2248208 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","T":"11:00","target":"price 30 min after 11:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8333,"base_tr":0.5156,"lift_tr":1.616,"n_te":12,"hit_te":0.6667,"base_te":0.5011,"lift_te":1.33,"ci_te":[0.3906,0.8619],"p_rand":0.20339830084957522,"p_perm_fw":1.0,"p_te":0.19605744799837227,"q_bh_te":0.3562015690736782,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.013904301336409247,"p_holm_tr":1.0,"p_tr":0.0006060649379228348,"stable":false,"by_year":"2022:90/48(n19) 2023:75/51(n4) 2024:71/55(n7) 2025:67/52(n6) 2026:67/48(n6)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":30,"bt_tr_win":0.6,"bt_tr_avg":6.368967901573187,"bt_tr_dd":44.008295949099995,"bt_te_n":12,"bt_te_win":0.5833333333333334,"bt_te_avg":-15.797063090681084,"bt_te_dd":250.01418634229384,"bt_te_gross":-5.96388333333319,"eq":false,"page":false,"conds":[["rng_pct",">=",0.833],["dist_twap_pct",">",0.0],["prevret_pct",">",0.0]]},{"id":"R0592","rule":"When price vs session TWAP (time-weighted VWAP) \u2265 +0.11% (\u2248+29 pts at 25,000) AND prior-day range \u2264 0.78% (\u2248196 pts at 25,000) AND India VIX change on the prior day (%) is negative at 11:00","T":"11:00","target":"price 30 min after 11:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8333,"base_tr":0.5156,"lift_tr":1.616,"n_te":18,"hit_te":0.5556,"base_te":0.5011,"lift_te":1.109,"ci_te":[0.3372,0.7544],"p_rand":0.4527736131934033,"p_perm_fw":1.0,"p_te":0.41107134562817615,"q_bh_te":0.6214017853041792,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.013904301336409247,"p_holm_tr":1.0,"p_tr":0.0006060649379228348,"stable":true,"by_year":"2022:83/48(n6) 2023:77/51(n13) 2024:91/55(n11) 2025:62/52(n13) 2026:40/48(n5)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":30,"bt_tr_win":0.5666666666666667,"bt_tr_avg":1.1432537243232848,"bt_tr_dd":84.64831148050072,"bt_te_n":18,"bt_te_win":0.3888888888888889,"bt_te_avg":-8.180032714678816,"bt_te_dd":147.2405888642187,"bt_te_gross":2.1361111111113535,"eq":false,"page":false,"conds":[["dist_twap_pct",">=",0.1144],["pdr_pct","<=",0.7824],["vix_chg","<",0.0]]},{"id":"R0593","rule":"When size of the move from the open to 11:00 (either direction) \u2264 0.18% (\u224846 pts at 25,000) AND move from the open to 11:00 \u2265 +0.06% (\u2248+14 pts at 25,000) AND 1-min ADX(14) \u2265 22.3 at 11:00","T":"11:00","target":"price 30 min after 11:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.8182,"base_tr":0.5156,"lift_tr":1.587,"n_te":32,"hit_te":0.375,"base_te":0.5011,"lift_te":0.748,"ci_te":[0.2293,0.5475],"p_rand":0.974512743628186,"p_perm_fw":1.0,"p_te":0.9463302831490712,"q_bh_te":0.9890677798074163,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.014216565362725283,"p_holm_tr":1.0,"p_tr":0.0006239873249974487,"stable":false,"by_year":"2022:91/48(n11) 2023:64/51(n11) 2024:91/55(n11) 2025:48/52(n21) 2026:18/48(n11)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":33,"bt_tr_win":0.6363636363636364,"bt_tr_avg":0.6699593320457193,"bt_tr_dd":82.06896889529926,"bt_te_n":32,"bt_te_win":0.3125,"bt_te_avg":-13.787033666952293,"bt_te_dd":451.67268066140525,"bt_te_gross":-3.556249999999409,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.1847],["mv_pct",">=",0.0559],["adx_14",">=",22.3435]]},{"id":"R0594","rule":"When CPR width \u2264 0.06% (\u224816 pts at 25,000) AND 1-min ADX(14) \u2265 22.3 AND price has not touched the prior-day low yet at 11:00","T":"11:00","target":"price 30 min after 11:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.8125,"base_tr":0.5156,"lift_tr":1.576,"n_te":26,"hit_te":0.5385,"base_te":0.5011,"lift_te":1.074,"ci_te":[0.3546,0.7124],"p_rand":0.45327336331834084,"p_perm_fw":1.0,"p_te":0.4271040382370062,"q_bh_te":0.635750574527366,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.02024759002908545,"p_holm_tr":1.0,"p_tr":0.000999715581188282,"stable":true,"by_year":"2022:57/48(n7) 2023:89/51(n9) 2024:88/55(n16) 2025:53/52(n17) 2026:56/48(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":32,"bt_tr_win":0.5,"bt_tr_avg":3.6670384749810454,"bt_tr_dd":65.43164395949782,"bt_te_n":26,"bt_te_win":0.3076923076923077,"bt_te_avg":-11.293538472216413,"bt_te_dd":339.1950097470418,"bt_te_gross":-0.8758384615385484,"eq":false,"page":false,"conds":[["cpr_width_pct","<=",0.0623],["adx_14",">=",22.3435],["touched_pdl","==",0.0]]},{"id":"R0595","rule":"When India VIX change on the prior day (%) \u2264 -3.31 AND price vs session TWAP (time-weighted VWAP) is positive AND price is inside the prior-day range at 11:00","T":"11:00","target":"price 30 min after 11:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.8125,"base_tr":0.5156,"lift_tr":1.576,"n_te":18,"hit_te":0.6111,"base_te":0.5011,"lift_te":1.219,"ci_te":[0.3862,0.797],"p_rand":0.22338830584707647,"p_perm_fw":1.0,"p_te":0.24339344551119213,"q_bh_te":0.4217084296557554,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.02024759002908545,"p_holm_tr":1.0,"p_tr":0.000999715581188282,"stable":true,"by_year":"2022:77/48(n13) 2023:86/51(n7) 2024:83/55(n12) 2025:57/52(n7) 2026:64/48(n11)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":32,"bt_tr_win":0.5625,"bt_tr_avg":0.24334490652456742,"bt_tr_dd":141.06118462710583,"bt_te_n":18,"bt_te_win":0.16666666666666666,"bt_te_avg":-15.8122011510511,"bt_te_dd":284.6196207189198,"bt_te_gross":-4.4249999999996765,"eq":false,"page":false,"conds":[["vix_chg","<=",-3.3112],["dist_twap_pct",">",0.0],["pd_pos","==",0.0]]},{"id":"R0596","rule":"When 1-min ADX(14) \u2264 20.1 AND (price is below the CPR or price is inside the CPR) AND price vs prior-day high > -0.61% (\u2248-153 pts at 25,000) at 11:00","T":"11:00","target":"price 30 min after 11:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"tree","dirn":"lower","n_tr":51,"hit_tr":0.1373,"base_tr":0.5156,"lift_tr":0.266,"n_te":27,"hit_te":0.4815,"base_te":0.5011,"lift_te":0.961,"ci_te":[0.3074,0.6601],"p_rand":0.4852573713143428,"p_perm_fw":0.009900990099009901,"p_te":0.4952341761098348,"q_bh_te":0.7047842154886668,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":5.3248782840046655e-06,"p_holm_tr":0.3382014630614886,"p_tr":3.684547682454467e-08,"stable":true,"by_year":"2022:19/48(n16) 2023:10/51(n21) 2024:14/55(n14) 2025:50/52(n18) 2026:44/48(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":51,"bt_tr_win":0.6274509803921569,"bt_tr_avg":4.081865603824883,"bt_tr_dd":144.55752734334112,"bt_te_n":27,"bt_te_win":0.2962962962962963,"bt_te_avg":-13.227858001210725,"bt_te_dd":388.8034432567047,"bt_te_gross":-3.598148148148337,"eq":false,"page":false,"conds":[["adx_14","<=",20.1109],["cpr_pos","<=",0.5],["dist_pdh_pct",">",-0.6117]]},{"id":"R0597","rule":"When 1-min ADX(14) \u2264 18.5 AND opening gap vs prior close is positive AND price is below the CPR at 11:00","T":"11:00","target":"price 30 min after 11:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":36,"hit_tr":0.1389,"base_tr":0.5156,"lift_tr":0.269,"n_te":13,"hit_te":0.7692,"base_te":0.5011,"lift_te":1.535,"ci_te":[0.4974,0.9182],"p_rand":0.9890054972513743,"p_perm_fw":0.9405940594059405,"p_te":0.9885287673141276,"q_bh_te":0.9998438728713133,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.00034738631179384057,"p_holm_tr":1.0,"p_tr":5.578028914116093e-06,"stable":true,"by_year":"2022:13/48(n15) 2023:14/51(n14) 2024:14/55(n7) 2025:78/52(n9) 2026:75/48(n4)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":36,"bt_tr_win":0.6944444444444444,"bt_tr_avg":6.858546044544251,"bt_tr_dd":41.62489539919932,"bt_te_n":13,"bt_te_win":0.15384615384615385,"bt_te_avg":-17.204778076770246,"bt_te_dd":306.28025882705714,"bt_te_gross":-8.453846153845985,"eq":false,"page":false,"conds":[["adx_14","<=",18.4603],["gap_pct",">",0.0],["cpr_pos","==",-1.0]]},{"id":"R0598","rule":"When opening gap vs prior close \u2265 +0.21% (\u2248+53 pts at 25,000) AND prior-day range \u2265 1.34% (\u2248336 pts at 25,000) AND the first opening-range break was downward at 11:00","T":"11:00","target":"price 30 min after 11:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":31,"hit_tr":0.1935,"base_tr":0.5156,"lift_tr":0.375,"n_te":11,"hit_te":0.5455,"base_te":0.5011,"lift_te":1.088,"ci_te":[0.2801,0.7873],"p_rand":0.735632183908046,"p_perm_fw":1.0,"p_te":0.7230107823197955,"q_bh_te":0.8686853898823749,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.011450091094051042,"p_holm_tr":1.0,"p_tr":0.0004703225951461959,"stable":true,"by_year":"2022:25/48(n16) 2023:0/51(n4) 2024:18/55(n11) 2025:100/52(n5) 2026:17/48(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":31,"bt_tr_win":0.7419354838709677,"bt_tr_avg":10.815841899615348,"bt_tr_dd":82.34600166832128,"bt_te_n":11,"bt_te_win":0.45454545454545453,"bt_te_avg":2.492891616891463,"bt_te_dd":119.17856804686375,"bt_te_gross":12.841509090909478,"eq":false,"page":false,"conds":[["gap_pct",">=",0.2104],["pdr_pct",">=",1.345],["or_first_break","==",-1.0]]},{"id":"R0599","rule":"When position in today's range so far (0 = at low, 1 = at high) \u2264 0.378 AND price vs prior-day high > -0.12% (\u2248-29 pts at 25,000) AND 1-min ADX(14) \u2264 42.5 at 11:00","T":"11:00","target":"price 30 min after 11:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":45,"hit_tr":0.2,"base_tr":0.5156,"lift_tr":0.388,"n_te":21,"hit_te":0.5714,"base_te":0.5011,"lift_te":1.14,"ci_te":[0.3655,0.7553],"p_rand":0.8030984507746127,"p_perm_fw":1.0,"p_te":0.8054583877208782,"q_bh_te":0.9311924538839564,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0012411318614254853,"p_holm_tr":1.0,"p_tr":2.720753215244195e-05,"stable":false,"by_year":"2022:33/48(n15) 2023:12/51(n16) 2024:14/55(n14) 2025:64/52(n11) 2026:50/48(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":45,"bt_tr_win":0.7111111111111111,"bt_tr_avg":7.736651860637101,"bt_tr_dd":116.81373873012788,"bt_te_n":21,"bt_te_win":0.38095238095238093,"bt_te_avg":-7.175385161909387,"bt_te_dd":195.29494650883336,"bt_te_gross":3.6642857142860956,"eq":false,"page":false,"conds":[["pos_rng","<=",0.3779],["dist_pdh_pct",">",-0.1174],["adx_14","<=",42.5423]]},{"id":"R0600","rule":"When prior day's close-to-close return \u2265 +0.67% (\u2248+167 pts at 25,000) AND India VIX change on the prior day (%) \u2264 -3.31 AND 1-min Supertrend is up at 11:00","T":"11:00","target":"price 60 min after 11:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.9062,"base_tr":0.5102,"lift_tr":1.776,"n_te":24,"hit_te":0.4167,"base_te":0.5057,"lift_te":0.824,"ci_te":[0.2447,0.6117],"p_rand":0.800599700149925,"p_perm_fw":0.8811881188118812,"p_te":0.8592078550807516,"q_bh_te":0.958840453660724,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.00028226471290277285,"p_holm_tr":1.0,"p_tr":4.328975355251671e-06,"stable":false,"by_year":"2022:95/52(n19) 2023:83/53(n6) 2024:86/48(n7) 2025:33/53(n6) 2026:44/48(n18)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":32,"bt_tr_win":0.8125,"bt_tr_avg":21.467525045319206,"bt_tr_dd":98.77076429329225,"bt_te_n":24,"bt_te_win":0.2916666666666667,"bt_te_avg":-17.860720145993678,"bt_te_dd":428.6572835038483,"bt_te_gross":-5.9123666666667605,"eq":false,"page":false,"conds":[["prevret_pct",">=",0.6697],["vix_chg","<=",-3.3112],["supertrend_dir","==",1.0]]},{"id":"R0601","rule":"When size of the move from the open to 11:00 (either direction) \u2264 0.18% (\u224846 pts at 25,000) AND move from the open to 11:00 \u2265 +0.06% (\u2248+14 pts at 25,000) AND 1-min ADX(14) \u2265 22.3 at 11:00","T":"11:00","target":"price 60 min after 11:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.8485,"base_tr":0.5102,"lift_tr":1.663,"n_te":32,"hit_te":0.3438,"base_te":0.5057,"lift_te":0.68,"ci_te":[0.2041,0.5169],"p_rand":0.9765117441279361,"p_perm_fw":1.0,"p_te":0.9784839107017703,"q_bh_te":0.9992166154187662,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0036250003539591556,"p_holm_tr":1.0,"p_tr":0.00010581362458970546,"stable":false,"by_year":"2022:100/52(n11) 2023:73/53(n11) 2024:82/48(n11) 2025:43/53(n21) 2026:18/48(n11)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":33,"bt_tr_win":0.6666666666666666,"bt_tr_avg":9.290815423166825,"bt_tr_dd":109.6398254567024,"bt_te_n":32,"bt_te_win":0.25,"bt_te_avg":-20.3966828176522,"bt_te_dd":702.5226873269044,"bt_te_gross":-10.168831249999698,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.1847],["mv_pct",">=",0.0559],["adx_14",">=",22.3435]]},{"id":"R0602","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.30% (\u224874 pts at 25,000) AND opening-range size \u2264 0.35% (\u224888 pts at 25,000) AND CPR width \u2264 0.13% (\u224833 pts at 25,000) at 11:00","T":"11:00","target":"price 60 min after 11:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.8485,"base_tr":0.5102,"lift_tr":1.663,"n_te":20,"hit_te":0.6,"base_te":0.5057,"lift_te":1.186,"ci_te":[0.3866,0.7812],"p_rand":0.2958520739630185,"p_perm_fw":1.0,"p_te":0.2684184320659534,"q_bh_te":0.45532760203858064,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0036250003539591556,"p_holm_tr":1.0,"p_tr":0.00010581362458970546,"stable":true,"by_year":"2022:50/52(n4) 2023:100/53(n14) 2024:80/48(n15) 2025:64/53(n14) 2026:50/48(n6)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":33,"bt_tr_win":0.7272727272727273,"bt_tr_avg":13.502735974170248,"bt_tr_dd":61.393107620696355,"bt_te_n":20,"bt_te_win":0.55,"bt_te_avg":4.372889116351059,"bt_te_dd":88.39675739950697,"bt_te_gross":13.825000000000546,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2967],["or_rng_pct","<=",0.3526],["cpr_width_pct","<=",0.1323]]},{"id":"R0603","rule":"When move from the open to 11:00 > +0.21% (\u2248+52 pts at 25,000) AND size of the opening gap \u2264 0.43% (\u2248108 pts at 25,000) AND size of the opening gap > 0.24% (\u224861 pts at 25,000) at 11:00","T":"11:00","target":"price 60 min after 11:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"tree","dirn":"higher","n_tr":44,"hit_tr":0.8409,"base_tr":0.5102,"lift_tr":1.648,"n_te":21,"hit_te":0.381,"base_te":0.5057,"lift_te":0.753,"ci_te":[0.2075,0.5912],"p_rand":0.8950524737631185,"p_perm_fw":1.0,"p_te":0.9139186206120347,"q_bh_te":0.9814389832816433,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.000544025391837709,"p_holm_tr":1.0,"p_tr":9.755649131937232e-06,"stable":false,"by_year":"2022:79/52(n14) 2023:91/53(n11) 2024:84/48(n19) 2025:46/53(n13) 2026:25/48(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":44,"bt_tr_win":0.7727272727272727,"bt_tr_avg":10.260023232321345,"bt_tr_dd":111.49484241808102,"bt_te_n":21,"bt_te_win":0.3333333333333333,"bt_te_avg":-18.566100952908442,"bt_te_dd":408.25395110954327,"bt_te_gross":-8.478533333333049,"eq":false,"page":false,"conds":[["mv_pct",">",0.2095],["abs_gap_pct","<=",0.4315],["abs_gap_pct",">",0.2425]]},{"id":"R0604","rule":"When prior-day range \u2264 0.66% (\u2248166 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) \u2264 0.182 AND India VIX change on the prior day (%) > -5.53 at 11:00","T":"11:00","target":"price 60 min after 11:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":41,"hit_tr":0.8293,"base_tr":0.5102,"lift_tr":1.625,"n_te":39,"hit_te":0.5385,"base_te":0.5057,"lift_te":1.065,"ci_te":[0.3857,0.6843],"p_rand":0.5467266366816592,"p_perm_fw":1.0,"p_te":0.40204835358753355,"q_bh_te":0.6154744601598949,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0018162465416177564,"p_holm_tr":1.0,"p_tr":4.391392742182084e-05,"stable":true,"by_year":"2022:80/52(n10) 2023:82/53(n17) 2024:86/48(n14) 2025:56/53(n25) 2026:50/48(n14)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":41,"bt_tr_win":0.6829268292682927,"bt_tr_avg":18.378762031015132,"bt_tr_dd":30.49740323659853,"bt_te_n":39,"bt_te_win":0.358974358974359,"bt_te_avg":-6.634292072084475,"bt_te_dd":267.64849333135896,"bt_te_gross":3.7820512820510954,"eq":false,"page":false,"conds":[["pdr_pct","<=",0.6637],["pos_rng","<=",0.1821],["vix_chg",">",-5.5301]]},{"id":"R0605","rule":"When position in today's range so far (0 = at low, 1 = at high) \u2264 0.205 AND prior-day range \u2264 0.78% (\u2248196 pts at 25,000) AND price has not touched the prior-day high yet at 11:00","T":"11:00","target":"price 60 min after 11:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8333,"base_tr":0.5102,"lift_tr":1.633,"n_te":45,"hit_te":0.4889,"base_te":0.5057,"lift_te":0.967,"ci_te":[0.3496,0.63],"p_rand":0.7816091954022989,"p_perm_fw":1.0,"p_te":0.6459629457521193,"q_bh_te":0.8289835856108083,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.011809263782360715,"p_holm_tr":1.0,"p_tr":0.000489448090090915,"stable":false,"by_year":"2022:83/52(n6) 2023:83/53(n12) 2024:83/48(n12) 2025:48/53(n27) 2026:50/48(n18)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":30,"bt_tr_win":0.6333333333333333,"bt_tr_avg":8.967299276826584,"bt_tr_dd":76.03298011391195,"bt_te_n":45,"bt_te_win":0.3333333333333333,"bt_te_avg":-14.724115859513905,"bt_te_dd":748.0842461926414,"bt_te_gross":-4.14486222222234,"eq":false,"page":false,"conds":[["pos_rng","<=",0.2047],["pdr_pct","<=",0.7824],["touched_pdh","==",0.0]]},{"id":"R0606","rule":"When prior day's close-to-close return \u2264 +0.34% (\u2248+84 pts at 25,000) AND prior day's close-to-close return > +0.21% (\u2248+53 pts at 25,000) AND India VIX change on the prior day (%) > -4.88 at 11:00","T":"11:00","target":"price 60 min after 11:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":42,"hit_tr":0.8095,"base_tr":0.5102,"lift_tr":1.587,"n_te":19,"hit_te":0.5263,"base_te":0.5057,"lift_te":1.041,"ci_te":[0.3171,0.7267],"p_rand":0.5487256371814093,"p_perm_fw":1.0,"p_te":0.520060194062003,"q_bh_te":0.7262909606727973,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0039176727802059065,"p_holm_tr":1.0,"p_tr":0.00011703847735017515,"stable":false,"by_year":"2022:92/52(n13) 2023:79/53(n19) 2024:70/48(n10) 2025:46/53(n11) 2026:62/48(n8)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":42,"bt_tr_win":0.7380952380952381,"bt_tr_avg":12.521549848588009,"bt_tr_dd":61.77031614129419,"bt_te_n":19,"bt_te_win":0.3684210526315789,"bt_te_avg":-5.121600253025683,"bt_te_dd":242.79382938348246,"bt_te_gross":5.636842105263656,"eq":false,"page":false,"conds":[["prevret_pct","<=",0.336],["prevret_pct",">",0.2123],["vix_chg",">",-4.8849]]},{"id":"R0607","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.30% (\u224874 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) \u2265 +0.04% (\u2248+10 pts at 25,000) AND CPR width \u2264 0.13% (\u224833 pts at 25,000) at 11:00","T":"11:00","target":"price 60 min after 11:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":37,"hit_tr":0.8108,"base_tr":0.5102,"lift_tr":1.589,"n_te":25,"hit_te":0.48,"base_te":0.5057,"lift_te":0.949,"ci_te":[0.3003,0.665],"p_rand":0.6281859070464768,"p_perm_fw":1.0,"p_te":0.6759126970444779,"q_bh_te":0.849220079876107,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.008249119761537277,"p_holm_tr":1.0,"p_tr":0.00030614904872070913,"stable":false,"by_year":"2022:75/52(n12) 2023:90/53(n10) 2024:80/48(n15) 2025:38/53(n16) 2026:67/48(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":37,"bt_tr_win":0.7027027027027027,"bt_tr_avg":7.521748225126969,"bt_tr_dd":59.25953430809781,"bt_te_n":25,"bt_te_win":0.4,"bt_te_avg":-22.242531602588443,"bt_te_dd":574.4274357013948,"bt_te_gross":-12.286175999999687,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2967],["dist_twap_pct",">=",0.0381],["cpr_width_pct","<=",0.1323]]},{"id":"R0608","rule":"When 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 -0.04% (\u2248-10 pts at 25,000) AND 1-min ADX(14) \u2264 42.8 AND opening gap vs prior close > -0.32% (\u2248-79 pts at 25,000) at 11:00","T":"11:00","target":"price 60 min after 11:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":31,"hit_tr":0.1613,"base_tr":0.5102,"lift_tr":0.316,"n_te":23,"hit_te":0.4348,"base_te":0.5057,"lift_te":0.86,"ci_te":[0.2563,0.6319],"p_rand":0.25087456271864067,"p_perm_fw":1.0,"p_te":0.3188640163453568,"q_bh_te":0.513989757691023,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.004084801214806757,"p_holm_tr":1.0,"p_tr":0.00012353439491258488,"stable":true,"by_year":"2022:18/52(n11) 2023:17/53(n6) 2024:14/48(n14) 2025:42/53(n12) 2026:46/48(n11)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":31,"bt_tr_win":0.6774193548387096,"bt_tr_avg":6.751993454479737,"bt_tr_dd":162.5780177473082,"bt_te_n":23,"bt_te_win":0.4782608695652174,"bt_te_avg":8.690837988853193,"bt_te_dd":246.05328983886739,"bt_te_gross":18.623947826086805,"eq":false,"page":false,"conds":[["ema9_21_pct","<=",-0.039],["adx_14","<=",42.8066],["gap_pct",">",-0.316]]},{"id":"R0609","rule":"When size of the opening gap \u2264 0.11% (\u224828 pts at 25,000) AND price is inside the prior-day range AND price is below the CPR at 11:00","T":"11:00","target":"price 60 min after 11:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":32,"hit_tr":0.1875,"base_tr":0.5102,"lift_tr":0.368,"n_te":22,"hit_te":0.3182,"base_te":0.5057,"lift_te":0.629,"ci_te":[0.1636,0.5268],"p_rand":0.03498250874562719,"p_perm_fw":1.0,"p_te":0.060226313594723496,"q_bh_te":0.13395875701160467,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.009157654089033206,"p_holm_tr":1.0,"p_tr":0.00035022199700270946,"stable":true,"by_year":"2022:0/52(n6) 2023:15/53(n13) 2024:31/48(n13) 2025:36/53(n14) 2026:25/48(n8)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":32,"bt_tr_win":0.6875,"bt_tr_avg":9.535122058828215,"bt_tr_dd":87.47048109389925,"bt_te_n":22,"bt_te_win":0.5,"bt_te_avg":3.938197622167736,"bt_te_dd":127.4824254840205,"bt_te_gross":13.777272727272164,"eq":false,"page":false,"conds":[["abs_gap_pct","<=",0.1124],["pd_pos","==",0.0],["cpr_pos","==",-1.0]]},{"id":"R0610","rule":"When opening-range size \u2265 0.58% (\u2248144 pts at 25,000) AND 1-min Bollinger %B \u2264 0.412 AND price is inside the prior-day range at 11:00","T":"11:00","target":"price 60 min after 11:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":32,"hit_tr":0.1875,"base_tr":0.5102,"lift_tr":0.368,"n_te":11,"hit_te":0.5455,"base_te":0.5057,"lift_te":1.079,"ci_te":[0.2801,0.7873],"p_rand":0.7331334332833583,"p_perm_fw":1.0,"p_te":0.7125947458625767,"q_bh_te":0.8647217140804302,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.009157654089033206,"p_holm_tr":1.0,"p_tr":0.00035022199700270946,"stable":false,"by_year":"2022:16/52(n19) 2023:17/53(n6) 2024:29/48(n7) 2025:40/53(n5) 2026:67/48(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":32,"bt_tr_win":0.75,"bt_tr_avg":12.94899410225568,"bt_tr_dd":98.79878244507407,"bt_te_n":11,"bt_te_win":0.45454545454545453,"bt_te_avg":1.5756649451870979,"bt_te_dd":263.3924311203647,"bt_te_gross":12.161363636363438,"eq":false,"page":false,"conds":[["or_rng_pct",">=",0.576],["bb_pctb","<=",0.4116],["pd_pos","==",0.0]]},{"id":"R0611","rule":"When move from the open to 11:00 \u2264 +0.21% (\u2248+52 pts at 25,000) AND move from the open to 11:00 > +0.18% (\u2248+44 pts at 25,000) at 11:00","T":"11:00","target":"price 60 min after 11:00 is further in the move's direction than at 11:00","family":"direction (continuation / reversal)","method":"tree","dirn":"lower","n_tr":31,"hit_tr":0.1935,"base_tr":0.5102,"lift_tr":0.379,"n_te":11,"hit_te":0.2727,"base_te":0.5057,"lift_te":0.539,"ci_te":[0.0975,0.5657],"p_rand":0.13993003498250875,"p_perm_fw":1.0,"p_te":0.10610659250221223,"q_bh_te":0.21712759560452694,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.013551144352844338,"p_holm_tr":1.0,"p_tr":0.0005863287793481823,"stable":true,"by_year":"2022:23/52(n13) 2023:25/53(n8) 2024:10/48(n10) 2025:33/53(n6) 2026:20/48(n5)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":31,"bt_tr_win":0.6129032258064516,"bt_tr_avg":5.702664356220695,"bt_tr_dd":144.34432450226433,"bt_te_n":11,"bt_te_win":0.5454545454545454,"bt_te_avg":14.257842404848253,"bt_te_dd":59.054532755101455,"bt_te_gross":24.431818181818183,"eq":false,"page":false,"conds":[["mv_pct","<=",0.2095],["mv_pct",">",0.1773]]},{"id":"R0612","rule":"When opening gap vs prior close \u2264 -0.23% (\u2248-58 pts at 25,000) AND 1-min ADX(14) \u2265 22.3 AND 1-min Bollinger %B \u2264 0.412 at 11:00","T":"11:00","target":"the close is further in the move's direction than the 11:00 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8333,"base_tr":0.5251,"lift_tr":1.587,"n_te":25,"hit_te":0.64,"base_te":0.5376,"lift_te":1.191,"ci_te":[0.4452,0.7975],"p_rand":0.191904047976012,"p_perm_fw":1.0,"p_te":0.20503017800373602,"q_bh_te":0.36851159861647687,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.018288555030171846,"p_holm_tr":1.0,"p_tr":0.0008740383210053978,"stable":true,"by_year":"2022:80/58(n15) 2023:83/49(n6) 2024:89/50(n9) 2025:75/58(n12) 2026:54/49(n13)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6333333333333333,"bt_tr_avg":49.71827218284939,"bt_tr_dd":348.2299583814621,"bt_te_n":25,"bt_te_win":0.52,"bt_te_avg":-0.3188798665406395,"bt_te_dd":278.6199103767229,"bt_te_gross":10.555448000000178,"eq":false,"page":false,"conds":[["gap_pct","<=",-0.2327],["adx_14",">=",22.3435],["bb_pctb","<=",0.4116]]},{"id":"R0613","rule":"When size of the opening gap \u2265 0.35% (\u224887 pts at 25,000) AND India VIX (prior day's close) \u2265 15.2 AND it is Wednesday at 11:00","T":"11:00","target":"the close is further in the move's direction than the 11:00 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":35,"hit_tr":0.8286,"base_tr":0.5251,"lift_tr":1.578,"n_te":11,"hit_te":0.5455,"base_te":0.5376,"lift_te":1.015,"ci_te":[0.2801,0.7873],"p_rand":0.5037481259370314,"p_perm_fw":1.0,"p_te":0.6007931724712476,"q_bh_te":0.7912885686206675,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.009443622111299907,"p_holm_tr":1.0,"p_tr":0.0003636648093317585,"stable":false,"by_year":"2022:78/58(n27) 2023:100/49(n2) 2024:100/50(n6) 2025:50/58(n2) 2026:56/49(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":35,"bt_tr_win":0.7142857142857143,"bt_tr_avg":49.421553000860705,"bt_tr_dd":233.87735441817085,"bt_te_n":11,"bt_te_win":0.45454545454545453,"bt_te_avg":-15.155638902223927,"bt_te_dd":271.9553199873405,"bt_te_gross":-2.6081818181820298,"eq":false,"page":false,"conds":[["abs_gap_pct",">=",0.3474],["vix_prev",">=",15.236],["dow","==",2.0]]},{"id":"R0614","rule":"When CPR width \u2265 0.20% (\u224851 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 -0.02% (\u2248-5 pts at 25,000) AND India VIX change on the prior day (%) is positive at 11:00","T":"11:00","target":"the close is further in the move's direction than the 11:00 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":39,"hit_tr":0.8205,"base_tr":0.5251,"lift_tr":1.563,"n_te":30,"hit_te":0.4667,"base_te":0.5376,"lift_te":0.868,"ci_te":[0.3023,0.6386],"p_rand":0.8190904547726137,"p_perm_fw":1.0,"p_te":0.8320408855187351,"q_bh_te":0.9436916461192655,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0068790176190226555,"p_holm_tr":1.0,"p_tr":0.00024104444754162013,"stable":false,"by_year":"2022:79/58(n19) 2023:100/49(n11) 2024:67/50(n9) 2025:46/58(n13) 2026:47/49(n17)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":39,"bt_tr_win":0.6666666666666666,"bt_tr_avg":35.82901975058594,"bt_tr_dd":150.14478534351508,"bt_te_n":30,"bt_te_win":0.26666666666666666,"bt_te_avg":-39.784150319338735,"bt_te_dd":1389.4512142216458,"bt_te_gross":-30.135033333333194,"eq":false,"page":false,"conds":[["cpr_width_pct",">=",0.2023],["ema9_21_pct","<=",-0.0184],["vix_chg",">",0.0]]},{"id":"R0615","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.30% (\u224874 pts at 25,000) AND size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND 1-min RSI(14) \u2264 48.6 at 11:00","T":"11:00","target":"the close is further in the move's direction than the 11:00 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":38,"hit_tr":0.8158,"base_tr":0.5251,"lift_tr":1.554,"n_te":46,"hit_te":0.4783,"base_te":0.5376,"lift_te":0.89,"ci_te":[0.3412,0.6186],"p_rand":0.8605697151424287,"p_perm_fw":1.0,"p_te":0.8302169374381663,"q_bh_te":0.9436916461192655,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.009757180011639423,"p_holm_tr":1.0,"p_tr":0.0003798640240999133,"stable":false,"by_year":"2022:83/58(n12) 2023:92/49(n13) 2024:69/50(n13) 2025:54/58(n26) 2026:40/49(n20)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.6578947368421053,"bt_tr_avg":36.26420608386104,"bt_tr_dd":218.40620499609918,"bt_te_n":46,"bt_te_win":0.3695652173913043,"bt_te_avg":-10.899845357497588,"bt_te_dd":700.937874596128,"bt_te_gross":-0.8301565217388998,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2967],["abs_gap_pct","<=",0.2212],["rsi_14","<=",48.6372]]},{"id":"R0616","rule":"When size of the opening gap \u2265 0.35% (\u224887 pts at 25,000) AND opening-range size \u2264 0.35% (\u224888 pts at 25,000) AND India VIX change on the prior day (%) is positive at 11:00","T":"11:00","target":"the close is further in the move's direction than the 11:00 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.8182,"base_tr":0.5251,"lift_tr":1.558,"n_te":14,"hit_te":0.6429,"base_te":0.5376,"lift_te":1.196,"ci_te":[0.3876,0.8366],"p_rand":0.22438780609695153,"p_perm_fw":1.0,"p_te":0.30352805144031203,"q_bh_te":0.4975198414839516,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.01895331173683192,"p_holm_tr":1.0,"p_tr":0.0009162414610592773,"stable":true,"by_year":"2022:100/58(n12) 2023:77/49(n13) 2024:62/50(n8) 2025:60/58(n5) 2026:67/49(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.696969696969697,"bt_tr_avg":22.131305943449846,"bt_tr_dd":177.3079270986118,"bt_te_n":14,"bt_te_win":0.5714285714285714,"bt_te_avg":20.079256850324818,"bt_te_dd":221.42760154843023,"bt_te_gross":32.18042857142843,"eq":false,"page":false,"conds":[["abs_gap_pct",">=",0.3474],["or_rng_pct","<=",0.3526],["vix_chg",">",0.0]]},{"id":"R0617","rule":"When India VIX change on the prior day (%) \u2265 3.36 AND 1-min RSI(14) \u2264 48.6 AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 -0.02% (\u2248-5 pts at 25,000) at 11:00","T":"11:00","target":"the close is further in the move's direction than the 11:00 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.8125,"base_tr":0.5251,"lift_tr":1.547,"n_te":26,"hit_te":0.4615,"base_te":0.5376,"lift_te":0.859,"ci_te":[0.2876,0.6454],"p_rand":0.8235882058970515,"p_perm_fw":1.0,"p_te":0.8350742513306127,"q_bh_te":0.945419167304555,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.026588591999209123,"p_holm_tr":1.0,"p_tr":0.0014419981147562677,"stable":false,"by_year":"2022:71/58(n14) 2023:82/49(n11) 2024:100/50(n7) 2025:50/58(n10) 2026:44/49(n16)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.59375,"bt_tr_avg":16.87817497787778,"bt_tr_dd":255.979659284596,"bt_te_n":26,"bt_te_win":0.38461538461538464,"bt_te_avg":-12.486865954979997,"bt_te_dd":916.6407693412891,"bt_te_gross":-1.9108230769224275,"eq":false,"page":false,"conds":[["vix_chg",">=",3.3595],["rsi_14","<=",48.6372],["ema9_21_pct","<=",-0.0184]]},{"id":"R0618","rule":"When 1-min RSI(14) \u2264 36.9 AND position in today's range so far (0 = at low, 1 = at high) > 0.23 at 11:00","T":"11:00","target":"the close is further in the move's direction than the 11:00 price (continuation to close)","family":"direction (continuation / reversal)","method":"tree","dirn":"higher","n_tr":31,"hit_tr":0.8065,"base_tr":0.5251,"lift_tr":1.536,"n_te":18,"hit_te":0.5556,"base_te":0.5376,"lift_te":1.033,"ci_te":[0.3372,0.7544],"p_rand":0.5057471264367817,"p_perm_fw":1.0,"p_te":0.5354849662225536,"q_bh_te":0.7403860414912121,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.036951544906687776,"p_holm_tr":1.0,"p_tr":0.0022555114119376706,"stable":true,"by_year":"2022:100/58(n10) 2023:75/49(n12) 2024:67/50(n9) 2025:60/58(n10) 2026:50/49(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.6774193548387096,"bt_tr_avg":32.29458746990288,"bt_tr_dd":142.95492567933667,"bt_te_n":18,"bt_te_win":0.4444444444444444,"bt_te_avg":-2.822037125904519,"bt_te_dd":289.79173058704293,"bt_te_gross":7.672533333334286,"eq":false,"page":false,"conds":[["rsi_14","<=",36.8917],["pos_rng",">",0.2296]]},{"id":"R0619","rule":"When opening gap vs prior close \u2264 +0.04% (\u2248+9 pts at 25,000) AND gap measured in the direction of the move so far \u2264 -0.16% (\u2248-39 pts at 25,000) AND 1-min ATR(14) as % of price \u2265 0.046 at 11:00","T":"11:00","target":"the close is further in the move's direction than the 11:00 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.8065,"base_tr":0.5251,"lift_tr":1.536,"n_te":12,"hit_te":0.5833,"base_te":0.5376,"lift_te":1.085,"ci_te":[0.3195,0.8067],"p_rand":0.39030484757621187,"p_perm_fw":1.0,"p_te":0.49177071230579367,"q_bh_te":0.7008814257496062,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.036951544906687776,"p_holm_tr":1.0,"p_tr":0.0022555114119376706,"stable":true,"by_year":"2022:78/58(n18) 2023:100/49(n3) 2024:80/50(n10) 2025:60/58(n5) 2026:57/49(n7)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.4838709677419355,"bt_tr_avg":23.906517457462442,"bt_tr_dd":216.32107849843135,"bt_te_n":12,"bt_te_win":0.5,"bt_te_avg":14.697827921528008,"bt_te_dd":299.9051900852778,"bt_te_gross":25.448183333333873,"eq":false,"page":false,"conds":[["gap_pct","<=",0.0365],["gap_dir_pct","<=",-0.157],["atr14_pct",">=",0.046]]},{"id":"R0620","rule":"When opening-range size \u2264 0.22% (\u224855 pts at 25,000) AND India VIX change on the prior day (%) \u2264 3.79 AND price vs prior-day high > -0.47% (\u2248-118 pts at 25,000) at 11:00","T":"11:00","target":"the close is further in the move's direction than the 11:00 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":37,"hit_tr":0.1892,"base_tr":0.5251,"lift_tr":0.36,"n_te":11,"hit_te":0.5455,"base_te":0.5376,"lift_te":1.015,"ci_te":[0.2801,0.7873],"p_rand":0.5767116441779111,"p_perm_fw":1.0,"p_te":0.6349746108422218,"q_bh_te":0.821831320557443,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0022046393062078685,"p_holm_tr":1.0,"p_tr":5.601003345213825e-05,"stable":true,"by_year":"2022:33/58(n3) 2023:19/49(n21) 2024:15/50(n13) 2025:62/58(n8) 2026:33/49(n3)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":37,"bt_tr_win":0.7027027027027027,"bt_tr_avg":27.25687498830662,"bt_tr_dd":98.60512277579846,"bt_te_n":11,"bt_te_win":0.36363636363636365,"bt_te_avg":-20.059973225300332,"bt_te_dd":353.3057193520824,"bt_te_gross":-10.344036363637066,"eq":false,"page":false,"conds":[["or_rng_pct","<=",0.2214],["vix_chg","<=",3.7938],["dist_pdh_pct",">",-0.4725]]},{"id":"R0621","rule":"When size of the move from the open to 11:00 (either direction) \u2264 0.03% (\u22487 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) \u2264 0.833 AND position in today's range so far (0 = at low, 1 = at high) > 0.451 at 11:00","T":"11:00","target":"the close is further in the move's direction than the 11:00 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":30,"hit_tr":0.2,"base_tr":0.5251,"lift_tr":0.381,"n_te":18,"hit_te":0.5556,"base_te":0.5376,"lift_te":1.033,"ci_te":[0.3372,0.7544],"p_rand":0.688655672163918,"p_perm_fw":1.0,"p_te":0.6489250188116003,"q_bh_te":0.8289835856108083,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.012794997329988813,"p_holm_tr":1.0,"p_tr":0.0005432863596927977,"stable":true,"by_year":"2022:50/58(n4) 2023:19/49(n16) 2024:10/50(n10) 2025:50/58(n10) 2026:62/49(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6666666666666666,"bt_tr_avg":26.80788830488034,"bt_tr_dd":209.85088167248136,"bt_te_n":18,"bt_te_win":0.3333333333333333,"bt_te_avg":-20.28984972638899,"bt_te_dd":460.89360183667293,"bt_te_gross":-10.15693333333325,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.0296],["pos_rng","<=",0.833],["pos_rng",">",0.4513]]},{"id":"R0622","rule":"When size of the move from the open to 11:00 (either direction) \u2264 0.04% (\u22489 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% (\u224817 pts at 25,000) at 11:00","T":"11:00","target":"the close is further in the move's direction than the 11:00 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":36,"hit_tr":0.2222,"base_tr":0.5251,"lift_tr":0.423,"n_te":20,"hit_te":0.55,"base_te":0.5376,"lift_te":1.023,"ci_te":[0.3421,0.7418],"p_rand":0.6406796601699151,"p_perm_fw":1.0,"p_te":0.6289705130814822,"q_bh_te":0.8195165398327087,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.010211974881647629,"p_holm_tr":1.0,"p_tr":0.0004044531905515083,"stable":true,"by_year":"2022:62/58(n8) 2023:14/49(n14) 2024:7/50(n14) 2025:46/58(n11) 2026:67/49(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.6388888888888888,"bt_tr_avg":17.58139110123733,"bt_tr_dd":375.4182177990266,"bt_te_n":20,"bt_te_win":0.35,"bt_te_avg":-19.86826523518514,"bt_te_dd":406.9467320024758,"bt_te_gross":-9.576990000000114,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.0365],["pos_rng",">",0.3759],["cpr_width_pct",">",0.0687]]},{"id":"R0623","rule":"When 1-min EMA9 \u2212 EMA21 (as % of price) > +0.03% (\u2248+7 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 +0.03% (\u2248+9 pts at 25,000) AND prior-day range > 0.48% (\u2248121 pts at 25,000) at 11:00","T":"11:00","target":"the close is further in the move's direction than the 11:00 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":31,"hit_tr":0.2258,"base_tr":0.5251,"lift_tr":0.43,"n_te":17,"hit_te":0.6471,"base_te":0.5376,"lift_te":1.204,"ci_te":[0.413,0.8269],"p_rand":0.8910544727636182,"p_perm_fw":1.0,"p_te":0.8753354345215432,"q_bh_te":0.9659779270128322,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.02491708893292988,"p_holm_tr":1.0,"p_tr":0.0013193235367115756,"stable":true,"by_year":"2022:27/58(n11) 2023:23/49(n13) 2024:14/50(n7) 2025:88/58(n8) 2026:44/49(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.7096774193548387,"bt_tr_avg":48.68756808073569,"bt_tr_dd":175.35406396389317,"bt_te_n":17,"bt_te_win":0.29411764705882354,"bt_te_avg":-4.641993041346716,"bt_te_dd":506.5861617351235,"bt_te_gross":5.601364705882374,"eq":false,"page":false,"conds":[["ema9_21_pct",">",0.0265],["ema9_21_pct","<=",0.0341],["pdr_pct",">",0.4825]]},{"id":"R0624","rule":"When move from the open to 11:00 \u2264 -0.34% (\u2248-85 pts at 25,000) AND 1-min RSI(14) \u2264 41.6 AND it is not expiry day at 11:00","T":"11:00","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":35,"hit_tr":1.0,"base_tr":0.7273,"lift_tr":1.375,"n_te":25,"hit_te":0.92,"base_te":0.7335,"lift_te":1.254,"ci_te":[0.7503,0.9778],"p_rand":0.0239880059970015,"p_perm_fw":1.0,"p_te":0.02143224287676216,"q_bh_te":0.05615132096014237,"q_bh_te_fam":0.034526462497359314,"p_holm_te":1.0,"q_bh_tr":0.0012996941643919828,"p_holm_tr":1.0,"p_tr":2.8869283997713307e-05,"stable":true,"by_year":"2022:100/77(n18) 2023:100/68(n6) 2024:100/74(n11) 2025:100/78(n12) 2026:85/68(n13)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":35,"bt_tr_win":0.6,"bt_tr_avg":33.522486811055416,"bt_tr_dd":292.03855282437337,"bt_te_n":25,"bt_te_win":0.48,"bt_te_avg":-0.13165810944260037,"bt_te_dd":505.07696390211936,"bt_te_gross":10.24327200000087,"eq":true,"page":true,"conds":[["mv_pct","<=",-0.3398],["rsi_14","<=",41.6275],["is_expiry","==",0.0]]},{"id":"R0625","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.50% (\u2248126 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 -0.02% (\u2248-5 pts at 25,000) AND it is not expiry day at 11:00","T":"11:00","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":1.0,"base_tr":0.7273,"lift_tr":1.375,"n_te":21,"hit_te":0.9048,"base_te":0.7335,"lift_te":1.234,"ci_te":[0.7109,0.9735],"p_rand":0.06146926536731634,"p_perm_fw":1.0,"p_te":0.05417433771315823,"q_bh_te":0.1230314398532472,"q_bh_te_fam":0.0771295655577168,"p_holm_te":1.0,"q_bh_tr":0.0027710202647461954,"p_holm_tr":1.0,"p_tr":7.504885462010231e-05,"stable":true,"by_year":"2022:100/77(n15) 2023:100/68(n5) 2024:100/74(n12) 2025:100/78(n12) 2026:78/68(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.53125,"bt_tr_avg":39.87464664198306,"bt_tr_dd":443.26145356452764,"bt_te_n":21,"bt_te_win":0.2857142857142857,"bt_te_avg":-44.04697274524195,"bt_te_dd":1014.881249246503,"bt_te_gross":-34.39634285714246,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.504],["ema9_21_pct","<=",-0.0184],["is_expiry","==",0.0]]},{"id":"R0626","rule":"When distance from TWAP in the move's direction \u2265 +0.11% (\u2248+26 pts at 25,000) AND the day opened inside the prior-day range AND it is Monday at 11:00","T":"11:00","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":1.0,"base_tr":0.7273,"lift_tr":1.375,"n_te":17,"hit_te":0.8235,"base_te":0.7335,"lift_te":1.123,"ci_te":[0.5897,0.9381],"p_rand":0.34182908545727136,"p_perm_fw":1.0,"p_te":0.2973259156300164,"q_bh_te":0.490663480462438,"q_bh_te_fam":0.3475698576350888,"p_holm_te":1.0,"q_bh_tr":0.0027710202647461954,"p_holm_tr":1.0,"p_tr":7.504885462010231e-05,"stable":true,"by_year":"2022:100/77(n9) 2023:100/68(n11) 2024:100/74(n12) 2025:100/78(n11) 2026:50/68(n6)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.53125,"bt_tr_avg":13.63721135100135,"bt_tr_dd":526.387468981543,"bt_te_n":17,"bt_te_win":0.5294117647058824,"bt_te_avg":9.100720784962945,"bt_te_dd":359.09793494843325,"bt_te_gross":18.87637647058813,"eq":false,"page":false,"conds":[["twap_dir_pct",">=",0.1059],["open_vs_pd","==",0.0],["dow","==",0.0]]},{"id":"R0627","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.50% (\u2248126 pts at 25,000) AND size of the opening gap \u2265 0.35% (\u224887 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 at 11:00","T":"11:00","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":1.0,"base_tr":0.7273,"lift_tr":1.375,"n_te":13,"hit_te":0.8462,"base_te":0.7335,"lift_te":1.154,"ci_te":[0.5776,0.9567],"p_rand":0.23138430784607697,"p_perm_fw":1.0,"p_te":0.2849670264795574,"q_bh_te":0.4748382741328204,"q_bh_te_fam":0.3351212231399595,"p_holm_te":1.0,"q_bh_tr":0.004565153446817832,"p_holm_tr":1.0,"p_tr":0.0001418892323088736,"stable":false,"by_year":"2022:100/77(n20) 2023:100/68(n6) 2024:100/74(n4) 2025:100/78(n5) 2026:75/68(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.43333333333333335,"bt_tr_avg":13.47620466847413,"bt_tr_dd":363.7331305658681,"bt_te_n":13,"bt_te_win":0.38461538461538464,"bt_te_avg":-6.420203073125732,"bt_te_dd":525.4163592308767,"bt_te_gross":4.186784615385057,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.504],["abs_gap_pct",">=",0.3474],["vix_chg",">=",0.7733]]},{"id":"R0628","rule":"When range so far (high\u2212low since 09:15) \u2265 0.83% (\u2248208 pts at 25,000) AND India VIX change on the prior day (%) \u2265 3.36 AND price is below the CPR at 11:00","T":"11:00","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":1.0,"base_tr":0.7273,"lift_tr":1.375,"n_te":15,"hit_te":0.7333,"base_te":0.7335,"lift_te":1.0,"ci_te":[0.4805,0.891],"p_rand":0.6081959020489756,"p_perm_fw":1.0,"p_te":0.6309241281398901,"q_bh_te":0.819863973999964,"q_bh_te_fam":0.6708560349841869,"p_holm_te":1.0,"q_bh_tr":0.004565153446817832,"p_holm_tr":1.0,"p_tr":0.0001418892323088736,"stable":false,"by_year":"2022:100/77(n15) 2023:100/68(n7) 2024:100/74(n8) 2025:100/78(n6) 2026:56/68(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6333333333333333,"bt_tr_avg":45.77553313314771,"bt_tr_dd":297.2210595105736,"bt_te_n":15,"bt_te_win":0.4,"bt_te_avg":-20.650707299953485,"bt_te_dd":729.1231148078436,"bt_te_gross":-11.226546666666643,"eq":false,"page":false,"conds":[["rng_pct",">=",0.833],["vix_chg",">=",3.3595],["cpr_pos","==",-1.0]]},{"id":"R0629","rule":"When move from the open to 11:00 \u2264 -0.34% (\u2248-85 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 AND 1-min EMA9 \u2212 EMA21 (as % of price) is negative at 11:00","T":"11:00","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":43,"hit_tr":0.9767,"base_tr":0.7273,"lift_tr":1.343,"n_te":28,"hit_te":0.75,"base_te":0.7335,"lift_te":1.023,"ci_te":[0.5664,0.8732],"p_rand":0.5182408795602199,"p_perm_fw":1.0,"p_te":0.5199076723132907,"q_bh_te":0.7262909606727973,"q_bh_te_fam":0.5650752519782162,"p_holm_te":1.0,"q_bh_tr":0.0016415361234665858,"p_holm_tr":1.0,"p_tr":3.869412822922319e-05,"stable":false,"by_year":"2022:96/77(n22) 2023:100/68(n10) 2024:100/74(n11) 2025:100/78(n10) 2026:61/68(n18)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":43,"bt_tr_win":0.6046511627906976,"bt_tr_avg":25.645262235855146,"bt_tr_dd":247.9068432249394,"bt_te_n":28,"bt_te_win":0.35714285714285715,"bt_te_avg":-20.649861447501742,"bt_te_dd":974.6733876493442,"bt_te_gross":-10.087364285713843,"eq":false,"page":false,"conds":[["mv_pct","<=",-0.3398],["vix_chg",">=",0.7733],["ema9_21_pct","<",0.0]]},{"id":"R0630","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.30% (\u224874 pts at 25,000) AND move from the open to 11:00 \u2265 +0.06% (\u2248+14 pts at 25,000) AND 1-min ADX(14) \u2264 18.5 at 11:00","T":"11:00","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":41,"hit_tr":0.9756,"base_tr":0.7273,"lift_tr":1.341,"n_te":28,"hit_te":0.75,"base_te":0.7335,"lift_te":1.023,"ci_te":[0.5664,0.8732],"p_rand":0.3663168415792104,"p_perm_fw":1.0,"p_te":0.5199076723132907,"q_bh_te":0.7262909606727973,"q_bh_te_fam":0.5650752519782162,"p_holm_te":1.0,"q_bh_tr":0.0026180811601451454,"p_holm_tr":1.0,"p_tr":6.995216585113182e-05,"stable":false,"by_year":"2022:100/77(n15) 2023:91/68(n11) 2024:100/74(n15) 2025:71/78(n14) 2026:79/68(n14)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":41,"bt_tr_win":0.43902439024390244,"bt_tr_avg":-7.734054104075542,"bt_tr_dd":681.6532307854532,"bt_te_n":28,"bt_te_win":0.35714285714285715,"bt_te_avg":-17.17557880743042,"bt_te_dd":553.6069690398137,"bt_te_gross":-5.821528571428514,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2967],["mv_pct",">=",0.0559],["adx_14","<=",18.4603]]},{"id":"R0631","rule":"When range so far (high\u2212low since 09:15) \u2265 0.63% (\u2248157 pts at 25,000) AND 1-min Bollinger %B \u2264 0.174 AND it is not expiry day at 11:00","T":"11:00","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":38,"hit_tr":0.9737,"base_tr":0.7273,"lift_tr":1.339,"n_te":28,"hit_te":0.7143,"base_te":0.7335,"lift_te":0.974,"ci_te":[0.5294,0.8475],"p_rand":0.6426786606696652,"p_perm_fw":1.0,"p_te":0.6806363763925956,"q_bh_te":0.8525496879556739,"q_bh_te_fam":0.7146681952122254,"p_holm_te":1.0,"q_bh_tr":0.005239511833614247,"p_holm_tr":1.0,"p_tr":0.00016935489601114013,"stable":false,"by_year":"2022:95/77(n21) 2023:100/68(n4) 2024:100/74(n13) 2025:92/78(n13) 2026:53/68(n15)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.5263157894736842,"bt_tr_avg":26.010825012171846,"bt_tr_dd":301.4583718592181,"bt_te_n":28,"bt_te_win":0.2857142857142857,"bt_te_avg":-46.78652533955817,"bt_te_dd":1310.0227095076289,"bt_te_gross":-36.48494285714268,"eq":false,"page":false,"conds":[["rng_pct",">=",0.6266],["bb_pctb","<=",0.1745],["is_expiry","==",0.0]]},{"id":"R0632","rule":"When size of the move from the open to 11:00 (either direction) \u2264 0.03% (\u22487 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) \u2264 0.816 AND 1-min ADX(14) > 11.7 at 11:00","T":"11:00","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":36,"hit_tr":0.25,"base_tr":0.7273,"lift_tr":0.344,"n_te":19,"hit_te":0.6316,"base_te":0.7335,"lift_te":0.861,"ci_te":[0.4104,0.8085],"p_rand":0.25737131434282856,"p_perm_fw":0.009900990099009901,"p_te":0.22277727481317067,"q_bh_te":0.39191277125336416,"q_bh_te_fam":0.27064677188046354,"p_holm_te":1.0,"q_bh_tr":1.303481003115592e-06,"p_holm_tr":0.06499684612507164,"p_tr":7.07045870413216e-09,"stable":true,"by_year":"2022:71/77(n7) 2023:12/68(n16) 2024:15/74(n13) 2025:60/78(n10) 2026:67/68(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.6388888888888888,"bt_tr_avg":22.687852925519273,"bt_tr_dd":291.57699877090374,"bt_te_n":19,"bt_te_win":0.3157894736842105,"bt_te_avg":-9.691314817524214,"bt_te_dd":500.1124921175077,"bt_te_gross":0.6829052631577437,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.0296],["pos_rng","<=",0.816],["adx_14",">",11.7291]]},{"id":"R0633","rule":"When size of the move from the open to 11:00 (either direction) \u2264 0.18% (\u224846 pts at 25,000) AND size of the opening gap \u2264 0.11% (\u224828 pts at 25,000) AND 1-min ADX(14) \u2264 18.5 at 11:00","T":"11:00","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.3333,"base_tr":0.7273,"lift_tr":0.458,"n_te":15,"hit_te":0.7333,"base_te":0.7335,"lift_te":1.0,"ci_te":[0.4805,0.891],"p_rand":0.6366816591704147,"p_perm_fw":1.0,"p_te":0.5967548236947479,"q_bh_te":0.7902529817865053,"q_bh_te_fam":0.6379851569682031,"p_holm_te":1.0,"q_bh_tr":0.0007960736690805652,"p_holm_tr":1.0,"p_tr":1.5599837146331857e-05,"stable":true,"by_year":"2022:0/77(n2) 2023:29/68(n17) 2024:46/74(n11) 2025:78/78(n9) 2026:67/68(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6333333333333333,"bt_tr_avg":24.6338736282276,"bt_tr_dd":331.10529940165713,"bt_te_n":15,"bt_te_win":0.26666666666666666,"bt_te_avg":-30.533742679003755,"bt_te_dd":458.0061401850563,"bt_te_gross":-20.28477333333358,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.1847],["abs_gap_pct","<=",0.1124],["adx_14","<=",18.4603]]},{"id":"R0634","rule":"When size of the move from the open to 11:00 (either direction) \u2264 0.05% (\u224812 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) \u2264 0.875 at 11:00","T":"11:00","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":64,"hit_tr":0.3438,"base_tr":0.7273,"lift_tr":0.473,"n_te":34,"hit_te":0.5,"base_te":0.7335,"lift_te":0.682,"ci_te":[0.3407,0.6593],"p_rand":0.0024987506246876563,"p_perm_fw":0.009900990099009901,"p_te":0.003081970741960239,"q_bh_te":0.010933122486077928,"q_bh_te_fam":0.006662495574531694,"p_holm_te":1.0,"q_bh_tr":9.964903963856254e-08,"p_holm_tr":0.003304676405139152,"p_tr":3.588300327842228e-10,"stable":true,"by_year":"2022:64/77(n14) 2023:31/68(n29) 2024:19/74(n21) 2025:44/78(n18) 2026:56/68(n16)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":64,"bt_tr_win":0.59375,"bt_tr_avg":10.505289406304527,"bt_tr_dd":499.9891173499682,"bt_te_n":34,"bt_te_win":0.4411764705882353,"bt_te_avg":1.2262815107225038,"bt_te_dd":411.8462743081425,"bt_te_gross":11.580705882352905,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.046],["rsi_14",">",34.9193],["pos_rng","<=",0.8754]]},{"id":"R0635","rule":"When size of the move from the open to 11:00 (either direction) \u2264 0.13% (\u224833 pts at 25,000) AND size of the opening gap \u2264 0.08% (\u224819 pts at 25,000) at 11:00","T":"11:00","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":31,"hit_tr":0.3548,"base_tr":0.7273,"lift_tr":0.488,"n_te":19,"hit_te":0.4211,"base_te":0.7335,"lift_te":0.574,"ci_te":[0.2314,0.6372],"p_rand":0.004997501249375313,"p_perm_fw":1.0,"p_te":0.0039605508292146156,"q_bh_te":0.013366859048599328,"q_bh_te_fam":0.00814267093558809,"p_holm_te":1.0,"q_bh_tr":0.0014372306660885732,"p_holm_tr":1.0,"p_tr":3.264812991319286e-05,"stable":true,"by_year":"2022:0/77(n1) 2023:41/68(n22) 2024:25/74(n8) 2025:30/78(n10) 2026:56/68(n9)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.6129032258064516,"bt_tr_avg":17.733938034652162,"bt_tr_dd":197.46032326124367,"bt_te_n":19,"bt_te_win":0.631578947368421,"bt_te_avg":26.27827648730602,"bt_te_dd":189.4480850354517,"bt_te_gross":37.60437894736835,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.1328],["abs_gap_pct","<=",0.0751]]},{"id":"R0636","rule":"When size of the move from the open to 11:00 (either direction) > 0.64% (\u2248159 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 0.99% (\u2248247 pts at 25,000) at 11:00","T":"11:00","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"tree","dirn":"higher","n_tr":35,"hit_tr":0.8857,"base_tr":0.346,"lift_tr":2.56,"n_te":20,"hit_te":0.7,"base_te":0.4055,"lift_te":1.726,"ci_te":[0.481,0.8545],"p_rand":0.0034982508745627187,"p_perm_fw":0.009900990099009901,"p_te":0.007453775414014358,"q_bh_te":0.02264084282006861,"q_bh_te_fam":0.013782452652328437,"p_holm_te":1.0,"q_bh_tr":3.4257878542463354e-08,"p_holm_tr":0.0009709898769207799,"p_tr":1.0537699331676947e-10,"stable":true,"by_year":"2022:88/39(n17) 2023:100/25(n4) 2024:86/40(n14) 2025:70/44(n10) 2026:70/37(n10)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":35,"bt_tr_win":0.6571428571428571,"bt_tr_avg":38.440722980084,"bt_tr_dd":296.3377094492356,"bt_te_n":20,"bt_te_win":0.4,"bt_te_avg":-36.23441762161174,"bt_te_dd":916.2313832543815,"bt_te_gross":-25.63409999999967,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.6371],["rng_pct","<=",0.988]]},{"id":"R0637","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.50% (\u2248126 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.19% (\u2248+48 pts at 25,000) AND price has already touched the prior-day high at 11:00","T":"11:00","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":35,"hit_tr":0.8571,"base_tr":0.346,"lift_tr":2.477,"n_te":24,"hit_te":0.8333,"base_te":0.4055,"lift_te":2.055,"ci_te":[0.6415,0.9332],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.1883843453887565e-05,"q_bh_te":0.00017154109546111865,"q_bh_te_fam":0.00010377177379746684,"p_holm_te":0.018579383092350542,"q_bh_tr":2.9482788129520225e-07,"p_holm_tr":0.011597687758177757,"p_tr":1.260157455271546e-09,"stable":true,"by_year":"2022:87/39(n15) 2023:100/25(n3) 2024:82/40(n17) 2025:88/44(n16) 2026:75/37(n8)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":35,"bt_tr_win":0.5714285714285714,"bt_tr_avg":48.696093953365505,"bt_tr_dd":264.15994789147476,"bt_te_n":24,"bt_te_win":0.5416666666666666,"bt_te_avg":-2.7280471318567265,"bt_te_dd":547.0173104255678,"bt_te_gross":6.80129166666696,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.504],["twap_dir_pct",">=",0.1939],["touched_pdh","==",1.0]]},{"id":"R0638","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.50% (\u2248126 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2265 0.83% (\u2248208 pts at 25,000) AND India VIX change on the prior day (%) \u2265 3.36 at 11:00","T":"11:00","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.8387,"base_tr":0.346,"lift_tr":2.424,"n_te":15,"hit_te":0.6667,"base_te":0.4055,"lift_te":1.644,"ci_te":[0.4171,0.8482],"p_rand":0.018490754622688656,"p_perm_fw":0.009900990099009901,"p_te":0.037311631352034524,"q_bh_te":0.08954791524488286,"q_bh_te_fam":0.05554237781011721,"p_holm_te":1.0,"q_bh_tr":6.515258261034655e-06,"p_holm_tr":0.4279576802534007,"p_tr":4.663519209152394e-08,"stable":true,"by_year":"2022:75/39(n16) 2023:100/25(n5) 2024:90/40(n10) 2025:80/44(n5) 2026:60/37(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.5806451612903226,"bt_tr_avg":31.041339504970534,"bt_tr_dd":279.04774908796435,"bt_te_n":15,"bt_te_win":0.26666666666666666,"bt_te_avg":-42.09091333228373,"bt_te_dd":831.6858083025528,"bt_te_gross":-31.701319999999637,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.504],["rng_pct",">=",0.833],["vix_chg",">=",3.3595]]},{"id":"R0639","rule":"When size of the move from the open to 11:00 (either direction) > 0.64% (\u2248159 pts at 25,000) AND move from the open to 11:00 > -0.82% (\u2248-205 pts at 25,000) at 11:00","T":"11:00","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":58,"hit_tr":0.8276,"base_tr":0.346,"lift_tr":2.392,"n_te":35,"hit_te":0.7714,"base_te":0.4055,"lift_te":1.903,"ci_te":[0.6098,0.8793],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.1762149642805243e-05,"q_bh_te":0.00010028780221760259,"q_bh_te_fam":6.066792973657441e-05,"p_holm_te":0.010103686543169704,"q_bh_tr":8.911927657681508e-11,"p_holm_tr":1.158520862965885e-06,"p_tr":1.2551889921592297e-13,"stable":true,"by_year":"2022:87/39(n30) 2023:60/25(n5) 2024:83/40(n23) 2025:80/44(n20) 2026:73/37(n15)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":58,"bt_tr_win":0.5344827586206896,"bt_tr_avg":24.846614793882154,"bt_tr_dd":520.0926971452321,"bt_te_n":35,"bt_te_win":0.45714285714285713,"bt_te_avg":-21.938228222333247,"bt_te_dd":954.7688906249589,"bt_te_gross":-11.869742857142722,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.6371],["mv_pct",">",-0.819]]},{"id":"R0640","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.50% (\u2248126 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","T":"11:00","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8333,"base_tr":0.346,"lift_tr":2.408,"n_te":22,"hit_te":0.5455,"base_te":0.4055,"lift_te":1.345,"ci_te":[0.3466,0.7308],"p_rand":0.2128935532233883,"p_perm_fw":0.0297029702970297,"p_te":0.13178421230309545,"q_bh_te":0.2598260737497135,"q_bh_te_fam":0.16882160530331183,"p_holm_te":1.0,"q_bh_tr":1.3804922605783264e-05,"p_holm_tr":1.0,"p_tr":1.1349381441717487e-07,"stable":false,"by_year":"2022:88/39(n8) 2023:80/25(n5) 2024:82/40(n17) 2025:40/44(n10) 2026:67/37(n12)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6333333333333333,"bt_tr_avg":30.22073360236135,"bt_tr_dd":331.38367545937194,"bt_te_n":22,"bt_te_win":0.36363636363636365,"bt_te_avg":-15.6423705254169,"bt_te_dd":705.7640146705057,"bt_te_gross":-5.942799999999724,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.504],["prevret_pct",">",0.0],["or_state","==",-1.0]]},{"id":"R0641","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.50% (\u2248126 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2265 0.83% (\u2248208 pts at 25,000) AND price has already touched the prior-day high at 11:00","T":"11:00","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":35,"hit_tr":0.8286,"base_tr":0.346,"lift_tr":2.395,"n_te":22,"hit_te":0.7273,"base_te":0.4055,"lift_te":1.794,"ci_te":[0.5185,0.8685],"p_rand":0.0014992503748125937,"p_perm_fw":0.009900990099009901,"p_te":0.002274815195817974,"q_bh_te":0.008375455948238904,"q_bh_te_fam":0.005105310439469346,"p_holm_te":1.0,"q_bh_tr":2.072414483347463e-06,"p_holm_tr":0.11186152946546173,"p_tr":1.2173965555251017e-08,"stable":true,"by_year":"2022:93/39(n14) 2023:80/25(n5) 2024:75/40(n16) 2025:86/44(n14) 2026:50/37(n8)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":35,"bt_tr_win":0.4857142857142857,"bt_tr_avg":32.06830922254695,"bt_tr_dd":299.3752647723644,"bt_te_n":22,"bt_te_win":0.5,"bt_te_avg":-9.735501499937124,"bt_te_dd":513.6953886435127,"bt_te_gross":-0.06038181818141972,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.504],["rng_pct",">=",0.833],["touched_pdh","==",1.0]]},{"id":"R0642","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.50% (\u2248126 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2265 0.83% (\u2248208 pts at 25,000) AND 1-min ADX(14) \u2265 28.7 at 11:00","T":"11:00","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":40,"hit_tr":0.825,"base_tr":0.346,"lift_tr":2.384,"n_te":17,"hit_te":0.8235,"base_te":0.4055,"lift_te":2.031,"ci_te":[0.5897,0.9381],"p_rand":0.0014992503748125937,"p_perm_fw":0.009900990099009901,"p_te":0.0005327726144965627,"q_bh_te":0.0024427121758993347,"q_bh_te_fam":0.0014846933522463454,"p_holm_te":0.40543995963188423,"q_bh_tr":3.0655471378414615e-07,"p_holm_tr":0.01210609689571768,"p_tr":1.3154212727014762e-09,"stable":true,"by_year":"2022:92/39(n13) 2023:80/25(n5) 2024:77/40(n22) 2025:91/44(n11) 2026:67/37(n6)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":40,"bt_tr_win":0.475,"bt_tr_avg":25.792453752909815,"bt_tr_dd":669.1503516966598,"bt_te_n":17,"bt_te_win":0.5294117647058824,"bt_te_avg":3.7791699346068146,"bt_te_dd":410.4410715768845,"bt_te_gross":13.18656470588287,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.504],["rng_pct",">=",0.833],["adx_14",">=",28.7295]]},{"id":"R0643","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.30% (\u224874 pts at 25,000) AND size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND 1-min RSI(14) \u2264 48.6 at 11:00","T":"11:00","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":38,"hit_tr":0.8158,"base_tr":0.346,"lift_tr":2.358,"n_te":46,"hit_te":0.5435,"base_te":0.4055,"lift_te":1.34,"ci_te":[0.4018,0.6785],"p_rand":0.049475262368815595,"p_perm_fw":0.009900990099009901,"p_te":0.040614506244664075,"q_bh_te":0.09628609773125239,"q_bh_te_fam":0.0598529565710839,"p_holm_te":1.0,"q_bh_tr":1.3696417647506746e-06,"p_holm_tr":0.06887435529259858,"p_tr":7.49260825303143e-09,"stable":true,"by_year":"2022:75/39(n12) 2023:85/25(n13) 2024:85/40(n13) 2025:62/44(n26) 2026:45/37(n20)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.6578947368421053,"bt_tr_avg":36.26420608386104,"bt_tr_dd":218.40620499609918,"bt_te_n":46,"bt_te_win":0.3695652173913043,"bt_te_avg":-10.899845357497588,"bt_te_dd":700.937874596128,"bt_te_gross":-0.8301565217388998,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2967],["abs_gap_pct","<=",0.2212],["rsi_14","<=",48.6372]]},{"id":"R0644","rule":"When size of the move from the open to 11:00 (either direction) \u2264 0.18% (\u224846 pts at 25,000) AND prior day's close-to-close return \u2264 -0.10% (\u2248-25 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0296 at 11:00","T":"11:00","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":40,"hit_tr":0.0,"base_tr":0.346,"lift_tr":0.0,"n_te":29,"hit_te":0.1724,"base_te":0.4055,"lift_te":0.425,"ci_te":[0.076,0.3455],"p_rand":0.006496751624187906,"p_perm_fw":0.019801980198019802,"p_te":0.006789060967008025,"q_bh_te":0.0212185442441537,"q_bh_te_fam":0.012918989801296825,"p_holm_te":1.0,"q_bh_tr":1.0702604684111399e-05,"p_holm_tr":0.770189658050982,"p_tr":8.398705239119671e-08,"stable":true,"by_year":"2022:0/39(n8) 2023:0/25(n26) 2024:0/40(n6) 2025:24/44(n17) 2026:8/37(n12)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":40,"bt_tr_win":0.525,"bt_tr_avg":-4.648448159966989,"bt_tr_dd":623.4655752769684,"bt_te_n":29,"bt_te_win":0.5172413793103449,"bt_te_avg":9.63062081629837,"bt_te_dd":491.8538655114694,"bt_te_gross":20.605131034482397,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.1847],["prevret_pct","<=",-0.1019],["atr14_pct","<=",0.0296]]},{"id":"R0645","rule":"When size of the move from the open to 11:00 (either direction) \u2264 0.10% (\u224824 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 0.39% (\u224898 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is positive at 11:00","T":"11:00","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":39,"hit_tr":0.0,"base_tr":0.346,"lift_tr":0.0,"n_te":24,"hit_te":0.0833,"base_te":0.4055,"lift_te":0.206,"ci_te":[0.0232,0.2585],"p_rand":0.0014992503748125937,"p_perm_fw":0.039603960396039604,"p_te":0.0005543702785803692,"q_bh_te":0.002506269352465669,"q_bh_te_fam":0.0015232230084357807,"p_holm_te":0.420224994573282,"q_bh_tr":1.5315538538308005e-05,"p_holm_tr":1.0,"p_tr":1.284200341103405e-07,"stable":true,"by_year":"2022:0/39(n2) 2023:0/25(n26) 2024:0/40(n11) 2025:0/44(n11) 2026:15/37(n13)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":39,"bt_tr_win":0.46153846153846156,"bt_tr_avg":-2.1181841388952827,"bt_tr_dd":294.01677622682115,"bt_te_n":24,"bt_te_win":0.5416666666666666,"bt_te_avg":8.461990846911297,"bt_te_dd":231.11077855529288,"bt_te_gross":20.01829999999988,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0953],["rng_pct","<=",0.3916],["dist_twap_pct",">",0.0]]},{"id":"R0646","rule":"When size of the move from the open to 11:00 (either direction) \u2264 0.18% (\u224846 pts at 25,000) AND gap measured in the direction of the move so far \u2265 +0.05% (\u2248+13 pts at 25,000) AND 1-min RSI(14) \u2264 48.6 at 11:00","T":"11:00","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":37,"hit_tr":0.0,"base_tr":0.346,"lift_tr":0.0,"n_te":24,"hit_te":0.3333,"base_te":0.4055,"lift_te":0.822,"ci_te":[0.1797,0.5329],"p_rand":0.3003498250874563,"p_perm_fw":0.12871287128712872,"p_te":0.3083760617026736,"q_bh_te":0.5046153736952841,"q_bh_te_fam":0.3583500479865061,"p_holm_te":1.0,"q_bh_tr":3.117984950128376e-05,"p_holm_tr":1.0,"p_tr":3.0024353432351397e-07,"stable":true,"by_year":"2022:0/39(n16) 2023:0/25(n5) 2024:0/40(n16) 2025:36/44(n14) 2026:30/37(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":37,"bt_tr_win":0.5405405405405406,"bt_tr_avg":19.177873919541955,"bt_tr_dd":242.54961730013957,"bt_te_n":24,"bt_te_win":0.3333333333333333,"bt_te_avg":-15.105443285910253,"bt_te_dd":683.553610486315,"bt_te_gross":-4.709900000000137,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.1847],["gap_dir_pct",">=",0.0534],["rsi_14","<=",48.6372]]},{"id":"R0647","rule":"When size of the move from the open to 11:00 (either direction) \u2264 0.10% (\u224824 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 0.39% (\u224898 pts at 25,000) AND India VIX (prior day's close) \u2264 12.1 at 11:00","T":"11:00","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":36,"hit_tr":0.0,"base_tr":0.346,"lift_tr":0.0,"n_te":24,"hit_te":0.125,"base_te":0.4055,"lift_te":0.308,"ci_te":[0.0434,0.31],"p_rand":0.0034982508745627187,"p_perm_fw":0.2376237623762376,"p_te":0.002996522235658377,"q_bh_te":0.010668936311574881,"q_bh_te_fam":0.006501679241945113,"p_holm_te":1.0,"q_bh_tr":4.4471286852912736e-05,"p_holm_tr":1.0,"p_tr":4.5908605935640993e-07,"stable":true,"by_year":"2022:\u2013(n0) 2023:0/25(n33) 2024:0/40(n3) 2025:0/44(n12) 2026:25/37(n12)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.5555555555555556,"bt_tr_avg":4.849333179563707,"bt_tr_dd":176.55303440449097,"bt_te_n":24,"bt_te_win":0.5,"bt_te_avg":4.681129726247924,"bt_te_dd":265.70996837713295,"bt_te_gross":15.979483333333215,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0953],["rng_pct","<=",0.3916],["vix_prev","<=",12.09]]},{"id":"R0648","rule":"When size of the move from the open to 11:00 (either direction) > 0.20% (\u224850 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","T":"11:00","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":32,"hit_tr":0.75,"base_tr":0.1981,"lift_tr":3.786,"n_te":14,"hit_te":0.3571,"base_te":0.2528,"lift_te":1.412,"ci_te":[0.1634,0.6124],"p_rand":0.2638680659670165,"p_perm_fw":0.009900990099009901,"p_te":0.26687198374856075,"q_bh_te":0.45349574860769415,"q_bh_te_fam":0.3163724323470841,"p_holm_te":1.0,"q_bh_tr":1.8465353126056525e-08,"p_holm_tr":0.00047977696016229625,"p_tr":5.205453426339039e-11,"stable":true,"by_year":"2022:77/25(n13) 2023:50/9(n2) 2024:76/25(n17) 2025:38/26(n8) 2026:33/24(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.5,"bt_tr_avg":54.24024265571168,"bt_tr_dd":243.4016805321844,"bt_te_n":14,"bt_te_win":0.5,"bt_te_avg":-8.406714689970102,"bt_te_dd":471.30409146148554,"bt_te_gross":1.189714285714477,"eq":false,"page":false,"conds":[["abs_mv_pct",">",0.2007],["atr14_pct",">",0.0503],["or_first_break",">",0.5]]},{"id":"R0649","rule":"When size of the move from the open to 11:00 (either direction) > 0.46% (\u2248116 pts at 25,000) AND 1-min ADX(14) > 33.9 AND 1-min RSI(14) \u2264 75.3 at 11:00","T":"11:00","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":38,"hit_tr":0.7368,"base_tr":0.1981,"lift_tr":3.72,"n_te":24,"hit_te":0.625,"base_te":0.2528,"lift_te":2.472,"ci_te":[0.4271,0.7884],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.00012828778497914775,"q_bh_te":0.0007292147777762083,"q_bh_te_fam":0.0004411299272967186,"p_holm_te":0.10288680355327649,"q_bh_tr":1.2002763980157312e-09,"p_holm_tr":2.1517469904381303e-05,"p_tr":2.3325403249963365e-12,"stable":true,"by_year":"2022:82/25(n11) 2023:50/9(n4) 2024:74/25(n23) 2025:62/26(n16) 2026:62/24(n8)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.5526315789473685,"bt_tr_avg":40.15636167548528,"bt_tr_dd":822.4006406364183,"bt_te_n":24,"bt_te_win":0.5833333333333334,"bt_te_avg":6.681561504277606,"bt_te_dd":522.2701991491871,"bt_te_gross":16.274000000000342,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.4634],["adx_14",">",33.8774],["rsi_14","<=",75.3405]]},{"id":"R0650","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.30% (\u224874 pts at 25,000) AND 1-min ADX(14) \u2265 28.7 AND 1-min ATR(14) as % of price \u2265 0.046 at 11:00","T":"11:00","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":36,"hit_tr":0.7222,"base_tr":0.1981,"lift_tr":3.646,"n_te":23,"hit_te":0.4348,"base_te":0.2528,"lift_te":1.72,"ci_te":[0.2563,0.6319],"p_rand":0.05247376311844078,"p_perm_fw":0.009900990099009901,"p_te":0.04381023099709864,"q_bh_te":0.10310785600285684,"q_bh_te_fam":0.06408063638381592,"p_holm_te":1.0,"q_bh_tr":1.2129277057554421e-08,"p_holm_tr":0.0002965967902236945,"p_tr":3.217460021310691e-11,"stable":true,"by_year":"2022:77/25(n13) 2023:0/9(n1) 2024:73/25(n22) 2025:50/26(n16) 2026:29/24(n7)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.5277777777777778,"bt_tr_avg":54.221209001574124,"bt_tr_dd":485.4319115187002,"bt_te_n":23,"bt_te_win":0.391304347826087,"bt_te_avg":-16.815588832728533,"bt_te_dd":1025.105958453035,"bt_te_gross":-7.831234782608669,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2967],["adx_14",">=",28.7295],["atr14_pct",">=",0.046]]},{"id":"R0651","rule":"When size of the move from the open to 11:00 (either direction) > 0.70% (\u2248176 pts at 25,000) AND India VIX (prior day's close) \u2264 20.4 AND opening-range size > 0.48% (\u2248121 pts at 25,000) at 11:00","T":"11:00","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":39,"hit_tr":0.7179,"base_tr":0.1981,"lift_tr":3.624,"n_te":24,"hit_te":0.7917,"base_te":0.2528,"lift_te":3.131,"ci_te":[0.5953,0.9076],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":4.86787782877431e-08,"q_bh_te":1.0067185637380062e-06,"q_bh_te_fam":6.090025879402754e-07,"p_holm_te":4.507654869445011e-05,"q_bh_tr":3.056250406544213e-09,"p_holm_tr":6.172610025611282e-05,"p_tr":6.692896380859819e-12,"stable":true,"by_year":"2022:85/25(n13) 2023:57/9(n7) 2024:68/25(n19) 2025:80/26(n15) 2026:78/24(n9)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":39,"bt_tr_win":0.5641025641025641,"bt_tr_avg":24.053022740650743,"bt_tr_dd":557.124038965172,"bt_te_n":24,"bt_te_win":0.5833333333333334,"bt_te_avg":2.416915905305333,"bt_te_dd":436.3119036001584,"bt_te_gross":12.44036666666716,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.7029],["vix_prev","<=",20.36],["or_rng_pct",">",0.4833]]},{"id":"R0652","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.50% (\u2248126 pts at 25,000) AND 1-min ADX(14) \u2265 28.7 AND the day opened inside the prior-day range at 11:00","T":"11:00","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.7188,"base_tr":0.1981,"lift_tr":3.628,"n_te":19,"hit_te":0.6316,"base_te":0.2528,"lift_te":2.498,"ci_te":[0.4104,0.8085],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.0005419523237473851,"q_bh_te":0.0024731345478049686,"q_bh_te_fam":0.0015031507847333135,"p_holm_te":0.41188376604801263,"q_bh_tr":1.4859040731028752e-07,"p_holm_tr":0.0052493616110563185,"p_tr":5.701234006833753e-10,"stable":true,"by_year":"2022:67/25(n9) 2023:33/9(n3) 2024:80/25(n20) 2025:69/26(n16) 2026:33/24(n3)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.40625,"bt_tr_avg":24.81702040493074,"bt_tr_dd":617.6994836340318,"bt_te_n":19,"bt_te_win":0.5263157894736842,"bt_te_avg":12.641195339241941,"bt_te_dd":301.10153416765536,"bt_te_gross":21.15441052631592,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.504],["adx_14",">=",28.7295],["open_vs_pd","==",0.0]]},{"id":"R0653","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.50% (\u2248126 pts at 25,000) AND 1-min ADX(14) \u2265 28.7 AND price is below the CPR at 11:00","T":"11:00","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.7097,"base_tr":0.1981,"lift_tr":3.582,"n_te":12,"hit_te":0.5,"base_te":0.2528,"lift_te":1.977,"ci_te":[0.2538,0.7462],"p_rand":0.059470264867566215,"p_perm_fw":0.009900990099009901,"p_te":0.05719299975771963,"q_bh_te":0.12928278084768252,"q_bh_te_fam":0.0810349008615401,"p_holm_te":1.0,"q_bh_tr":4.5410466405889616e-07,"p_holm_tr":0.01911352187903096,"p_tr":2.07742440307943e-09,"stable":false,"by_year":"2022:75/25(n8) 2023:60/9(n5) 2024:72/25(n18) 2025:57/26(n7) 2026:40/24(n5)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.5161290322580645,"bt_tr_avg":33.90806668713429,"bt_tr_dd":451.27928505679597,"bt_te_n":12,"bt_te_win":0.5,"bt_te_avg":3.2341490478767105,"bt_te_dd":360.075343297896,"bt_te_gross":13.667250000000422,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.504],["adx_14",">=",28.7295],["cpr_pos","==",-1.0]]},{"id":"R0654","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.50% (\u2248126 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2265 0.83% (\u2248208 pts at 25,000) AND 1-min ADX(14) \u2265 28.7 at 11:00","T":"11:00","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":40,"hit_tr":0.7,"base_tr":0.1981,"lift_tr":3.534,"n_te":17,"hit_te":0.7647,"base_te":0.2528,"lift_te":3.024,"ci_te":[0.5274,0.9045],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.4130353976835143e-05,"q_bh_te":0.0001163957971651166,"q_bh_te_fam":7.041227235914461e-05,"p_holm_te":0.012081452650194047,"q_bh_tr":7.305585349500707e-09,"p_holm_tr":0.00016648364521738604,"p_tr":1.8056741614464474e-11,"stable":true,"by_year":"2022:77/25(n13) 2023:60/9(n5) 2024:68/25(n22) 2025:82/26(n11) 2026:67/24(n6)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":40,"bt_tr_win":0.475,"bt_tr_avg":25.792453752909815,"bt_tr_dd":669.1503516966598,"bt_te_n":17,"bt_te_win":0.5294117647058824,"bt_te_avg":3.7791699346068146,"bt_te_dd":410.4410715768845,"bt_te_gross":13.18656470588287,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.504],["rng_pct",">=",0.833],["adx_14",">=",28.7295]]},{"id":"R0655","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.50% (\u2248126 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.19% (\u2248+48 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 at 11:00","T":"11:00","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":40,"hit_tr":0.7,"base_tr":0.1981,"lift_tr":3.534,"n_te":18,"hit_te":0.7222,"base_te":0.2528,"lift_te":2.856,"ci_te":[0.4913,0.875],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":3.9004998521608586e-05,"q_bh_te":0.00027877101884561434,"q_bh_te_fam":0.00016863925831401357,"p_holm_te":0.032647183762586386,"q_bh_tr":7.305585349500707e-09,"p_holm_tr":0.00016648364521738604,"p_tr":1.8056741614464474e-11,"stable":true,"by_year":"2022:67/25(n21) 2023:75/9(n4) 2024:73/25(n15) 2025:67/26(n9) 2026:78/24(n9)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":40,"bt_tr_win":0.525,"bt_tr_avg":30.467622512491165,"bt_tr_dd":383.82074340828717,"bt_te_n":18,"bt_te_win":0.4444444444444444,"bt_te_avg":-14.86783308464335,"bt_te_dd":762.4194132330828,"bt_te_gross":-4.479244444443895,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.504],["twap_dir_pct",">=",0.1939],["vix_chg",">=",0.7733]]},{"id":"R0656","rule":"When size of the move from the open to 11:00 (either direction) \u2264 0.18% (\u224846 pts at 25,000) AND price vs prior-day high \u2265 -0.17% (\u2248-42 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0296 at 11:00","T":"11:00","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":92,"hit_tr":0.0,"base_tr":0.1981,"lift_tr":0.0,"n_te":36,"hit_te":0.0278,"base_te":0.2528,"lift_te":0.11,"ci_te":[0.0049,0.1417],"p_rand":0.0014992503748125937,"p_perm_fw":0.009900990099009901,"p_te":0.0003653822841998701,"q_bh_te":0.0017757579012113685,"q_bh_te_fam":0.0010742239155476182,"p_holm_te":0.2825959461459764,"q_bh_tr":6.267396091111413e-07,"p_holm_tr":0.027782949892185563,"p_tr":3.0204354457741073e-09,"stable":true,"by_year":"2022:0/25(n18) 2023:0/9(n50) 2024:0/25(n24) 2025:0/26(n22) 2026:7/24(n14)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":92,"bt_tr_win":0.4673913043478261,"bt_tr_avg":0.7857060383855479,"bt_tr_dd":411.26740225124695,"bt_te_n":36,"bt_te_win":0.4444444444444444,"bt_te_avg":0.7704779460061724,"bt_te_dd":538.753743690124,"bt_te_gross":10.965905555555562,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.1847],["dist_pdh_pct",">=",-0.1682],["atr14_pct","<=",0.0296]]},{"id":"R0657","rule":"When size of the move from the open to 11:00 (either direction) \u2264 0.18% (\u224846 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 0.50% (\u2248125 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) \u2265 0.644 at 11:00","T":"11:00","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":82,"hit_tr":0.0,"base_tr":0.1981,"lift_tr":0.0,"n_te":47,"hit_te":0.0213,"base_te":0.2528,"lift_te":0.084,"ci_te":[0.0038,0.1111],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.8978675919858953e-05,"q_bh_te":0.00015245680160415621,"q_bh_te_fam":9.222695405683525e-05,"p_holm_te":0.01616983188371983,"q_bh_tr":4.156118204405624e-06,"p_holm_tr":0.25222993635441787,"p_tr":2.747069238669852e-08,"stable":true,"by_year":"2022:0/25(n14) 2023:0/9(n43) 2024:0/25(n25) 2025:0/26(n25) 2026:4/24(n22)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":82,"bt_tr_win":0.47560975609756095,"bt_tr_avg":2.25647676250466,"bt_tr_dd":410.77528759332114,"bt_te_n":47,"bt_te_win":0.425531914893617,"bt_te_avg":4.073107389097492,"bt_te_dd":440.04379941245793,"bt_te_gross":15.148131914893732,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.1847],["rng_pct","<=",0.4989],["pos_rng",">=",0.644]]},{"id":"R0658","rule":"When size of the move from the open to 11:00 (either direction) \u2264 0.18% (\u224846 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 0.50% (\u2248125 pts at 25,000) AND 1-min Supertrend is down at 11:00","T":"11:00","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":79,"hit_tr":0.0,"base_tr":0.1981,"lift_tr":0.0,"n_te":64,"hit_te":0.0312,"base_te":0.2528,"lift_te":0.124,"ci_te":[0.0086,0.107],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.005593638792502e-06,"q_bh_te":2.3487192974774846e-05,"q_bh_te_fam":1.4208301923011943e-05,"p_holm_te":0.001784978338525327,"q_bh_tr":7.277537037353907e-06,"p_holm_tr":0.4887937908487053,"p_tr":5.327330247213991e-08,"stable":true,"by_year":"2022:0/25(n15) 2023:0/9(n42) 2024:0/25(n22) 2025:6/26(n35) 2026:0/24(n29)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":79,"bt_tr_win":0.5316455696202531,"bt_tr_avg":-0.19946452028988362,"bt_tr_dd":361.8430586463829,"bt_te_n":64,"bt_te_win":0.390625,"bt_te_avg":-10.726178870059,"bt_te_dd":812.3452335281207,"bt_te_gross":0.09073124999957827,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.1847],["rng_pct","<=",0.4989],["supertrend_dir","==",-1.0]]},{"id":"R0659","rule":"When distance from TWAP in the move's direction \u2264 +0.06% (\u2248+14 pts at 25,000) AND price vs prior-day high \u2265 -0.17% (\u2248-42 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0296 at 11:00","T":"11:00","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":78,"hit_tr":0.0,"base_tr":0.1981,"lift_tr":0.0,"n_te":31,"hit_te":0.0323,"base_te":0.2528,"lift_te":0.128,"ci_te":[0.0057,0.1619],"p_rand":0.001999000499750125,"p_perm_fw":0.019801980198019802,"p_te":0.0013678589654348122,"q_bh_te":0.005471435861739249,"q_bh_te_fam":0.003323558147420122,"p_holm_te":0.9985370447674129,"q_bh_tr":8.77400062909661e-06,"p_holm_tr":0.6093904177267524,"p_tr":6.643388108461747e-08,"stable":true,"by_year":"2022:0/25(n17) 2023:0/9(n40) 2024:0/25(n21) 2025:6/26(n17) 2026:0/24(n14)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":78,"bt_tr_win":0.4358974358974359,"bt_tr_avg":-6.442089560033931,"bt_tr_dd":612.8417955455611,"bt_te_n":31,"bt_te_win":0.41935483870967744,"bt_te_avg":9.211329024987469,"bt_te_dd":270.0290111759324,"bt_te_gross":19.631767741935384,"eq":true,"page":true,"conds":[["twap_dir_pct","<=",0.0553],["dist_pdh_pct",">=",-0.1682],["atr14_pct","<=",0.0296]]},{"id":"R0660","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.30% (\u224874 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) \u2264 0.205 AND opening gap vs prior close is negative at 11:00","T":"11:00","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":37,"hit_tr":0.9459,"base_tr":0.5441,"lift_tr":1.739,"n_te":39,"hit_te":0.7949,"base_te":0.5923,"lift_te":1.342,"ci_te":[0.6447,0.8922],"p_rand":0.004997501249375313,"p_perm_fw":0.06930693069306931,"p_te":0.006296649727065694,"q_bh_te":0.019935972425758484,"q_bh_te_fam":0.012139114883654519,"p_holm_te":1.0,"q_bh_tr":1.8983941852105785e-05,"p_holm_tr":1.0,"p_tr":1.658403760314258e-07,"stable":true,"by_year":"2022:93/61(n15) 2023:90/45(n10) 2024:100/57(n12) 2025:89/64(n18) 2026:71/53(n21)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":37,"bt_tr_win":0.5945945945945946,"bt_tr_avg":33.48454474307484,"bt_tr_dd":226.72669028223396,"bt_te_n":39,"bt_te_win":0.4358974358974359,"bt_te_avg":-9.61813060459304,"bt_te_dd":630.7486460072663,"bt_te_gross":1.0577384615386949,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.2967],["pos_rng","<=",0.2047],["gap_pct","<",0.0]]},{"id":"R0661","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.30% (\u224874 pts at 25,000) AND size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 -0.00% (\u2248-1 pts at 25,000) at 11:00","T":"11:00","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":36,"hit_tr":0.9444,"base_tr":0.5441,"lift_tr":1.736,"n_te":46,"hit_te":0.8043,"base_te":0.5923,"lift_te":1.358,"ci_te":[0.6683,0.8935],"p_rand":0.0024987506246876563,"p_perm_fw":0.12871287128712872,"p_te":0.0019427767791892776,"q_bh_te":0.007319298563457278,"q_bh_te_fam":0.004462315414700372,"p_holm_te":1.0,"q_bh_tr":3.017692690498239e-05,"p_holm_tr":1.0,"p_tr":2.8886744600319736e-07,"stable":true,"by_year":"2022:91/61(n11) 2023:100/45(n13) 2024:92/57(n12) 2025:88/64(n26) 2026:70/53(n20)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.6666666666666666,"bt_tr_avg":37.832959513469866,"bt_tr_dd":215.56335150652785,"bt_te_n":46,"bt_te_win":0.41304347826086957,"bt_te_avg":-4.133086324215852,"bt_te_dd":582.1127583181602,"bt_te_gross":5.773147826087354,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.2967],["abs_gap_pct","<=",0.2212],["ema9_21_pct","<=",-0.0043]]},{"id":"R0662","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.30% (\u224874 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2265 0.83% (\u2248208 pts at 25,000) AND India VIX change on the prior day (%) \u2265 3.36 at 11:00","T":"11:00","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":36,"hit_tr":0.9444,"base_tr":0.5441,"lift_tr":1.736,"n_te":24,"hit_te":0.625,"base_te":0.5923,"lift_te":1.055,"ci_te":[0.4271,0.7884],"p_rand":0.3543228385807096,"p_perm_fw":0.12871287128712872,"p_te":0.45800639261765375,"q_bh_te":0.6654442655072638,"q_bh_te_fam":0.5052678402611265,"p_holm_te":1.0,"q_bh_tr":3.017692690498239e-05,"p_holm_tr":1.0,"p_tr":2.8886744600319736e-07,"stable":true,"by_year":"2022:94/61(n17) 2023:100/45(n6) 2024:92/57(n13) 2025:75/64(n8) 2026:56/53(n16)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.5833333333333334,"bt_tr_avg":42.95044348845018,"bt_tr_dd":220.0432421472658,"bt_te_n":24,"bt_te_win":0.25,"bt_te_avg":-44.299538139844664,"bt_te_dd":1283.0980817690968,"bt_te_gross":-34.18474166666647,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2967],["rng_pct",">=",0.833],["vix_chg",">=",3.3595]]},{"id":"R0663","rule":"When move from the open to 11:00 \u2264 -0.34% (\u2248-85 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) \u2264 -0.13% (\u2248-32 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 at 11:00","T":"11:00","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":35,"hit_tr":0.9429,"base_tr":0.5441,"lift_tr":1.733,"n_te":17,"hit_te":0.6471,"base_te":0.5923,"lift_te":1.093,"ci_te":[0.413,0.8269],"p_rand":0.42828585707146427,"p_perm_fw":0.26732673267326734,"p_te":0.42191208340538844,"q_bh_te":0.6310922662414583,"q_bh_te_fam":0.47164316547978785,"p_holm_te":1.0,"q_bh_tr":4.791800134054994e-05,"p_holm_tr":1.0,"p_tr":5.024177479864786e-07,"stable":false,"by_year":"2022:89/61(n18) 2023:100/45(n7) 2024:100/57(n10) 2025:100/64(n7) 2026:40/53(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":35,"bt_tr_win":0.6,"bt_tr_avg":39.750646029445996,"bt_tr_dd":260.35544924699525,"bt_te_n":17,"bt_te_win":0.35294117647058826,"bt_te_avg":-35.00687141435738,"bt_te_dd":991.5940811633707,"bt_te_gross":-24.57771764705852,"eq":false,"page":false,"conds":[["mv_pct","<=",-0.3398],["dist_twap_pct","<=",-0.1272],["vix_chg",">=",0.7733]]},{"id":"R0664","rule":"When size of the move from the open to 11:00 (either direction) > 0.35% (\u224887 pts at 25,000) AND opening gap vs prior close \u2264 +0.27% (\u2248+68 pts at 25,000) AND 1-min RSI(14) \u2264 52.4 at 11:00","T":"11:00","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":95,"hit_tr":0.9263,"base_tr":0.5441,"lift_tr":1.702,"n_te":70,"hit_te":0.7857,"base_te":0.5923,"lift_te":1.327,"ci_te":[0.6761,0.8656],"p_rand":0.0009995002498750624,"p_perm_fw":0.009900990099009901,"p_te":0.0005054932476782029,"q_bh_te":0.0023397116035391106,"q_bh_te_fam":0.0014221532518410684,"p_holm_te":0.3856913479784688,"q_bh_tr":6.813303278845225e-13,"p_holm_tr":5.054134088316808e-09,"p_tr":5.472539266990255e-16,"stable":true,"by_year":"2022:92/61(n38) 2023:96/45(n24) 2024:91/57(n33) 2025:86/64(n36) 2026:71/53(n34)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":95,"bt_tr_win":0.5789473684210527,"bt_tr_avg":22.106833756994316,"bt_tr_dd":369.2578307200017,"bt_te_n":70,"bt_te_win":0.4142857142857143,"bt_te_avg":-7.9127955677691215,"bt_te_dd":916.5304244590931,"bt_te_gross":2.3361400000001593,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.3464],["gap_pct","<=",0.271],["rsi_14","<=",52.3992]]},{"id":"R0665","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.50% (\u2248126 pts at 25,000) AND 1-min ADX(14) \u2265 28.7 AND the day opened inside the prior-day range at 11:00","T":"11:00","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.9375,"base_tr":0.5441,"lift_tr":1.723,"n_te":19,"hit_te":0.9474,"base_te":0.5923,"lift_te":1.6,"ci_te":[0.7536,0.9906],"p_rand":0.0009995002498750624,"p_perm_fw":0.7623762376237624,"p_te":0.0006703384143661113,"q_bh_te":0.0029616769943811828,"q_bh_te_fam":0.0017998127289829838,"p_holm_te":0.5047648260176818,"q_bh_tr":0.0001876122749863103,"p_holm_tr":1.0,"p_tr":2.617781029618208e-06,"stable":true,"by_year":"2022:89/61(n9) 2023:100/45(n3) 2024:95/57(n20) 2025:100/64(n16) 2026:67/53(n3)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.40625,"bt_tr_avg":24.81702040493074,"bt_tr_dd":617.6994836340318,"bt_te_n":19,"bt_te_win":0.5263157894736842,"bt_te_avg":12.641195339241941,"bt_te_dd":301.10153416765536,"bt_te_gross":21.15441052631592,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.504],["adx_14",">=",28.7295],["open_vs_pd","==",0.0]]},{"id":"R0666","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.30% (\u224874 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 -0.00% (\u2248-1 pts at 25,000) AND opening gap vs prior close is negative at 11:00","T":"11:00","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":42,"hit_tr":0.9286,"base_tr":0.5441,"lift_tr":1.707,"n_te":45,"hit_te":0.7778,"base_te":0.5923,"lift_te":1.313,"ci_te":[0.6373,0.8746],"p_rand":0.004997501249375313,"p_perm_fw":0.0297029702970297,"p_te":0.007090977384828933,"q_bh_te":0.022020543188670038,"q_bh_te_fam":0.01340673537710422,"p_holm_te":1.0,"q_bh_tr":1.4179995878829972e-05,"p_holm_tr":1.0,"p_tr":1.1704377132118785e-07,"stable":true,"by_year":"2022:91/61(n22) 2023:100/45(n9) 2024:91/57(n11) 2025:86/64(n21) 2026:71/53(n24)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":42,"bt_tr_win":0.5,"bt_tr_avg":17.79217602891183,"bt_tr_dd":360.161437706042,"bt_te_n":45,"bt_te_win":0.4444444444444444,"bt_te_avg":-4.48546879864504,"bt_te_dd":464.961019526083,"bt_te_gross":5.803111111111341,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.2967],["ema9_21_pct","<=",-0.0043],["gap_pct","<",0.0]]},{"id":"R0667","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.30% (\u224874 pts at 25,000) AND opening gap vs prior close \u2264 -0.23% (\u2248-58 pts at 25,000) AND 1-min Supertrend is down at 11:00","T":"11:00","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.9355,"base_tr":0.5441,"lift_tr":1.719,"n_te":25,"hit_te":0.76,"base_te":0.5923,"lift_te":1.283,"ci_te":[0.5657,0.885],"p_rand":0.05147426286856572,"p_perm_fw":0.8811881188118812,"p_te":0.06333897275520337,"q_bh_te":0.13992154890467653,"q_bh_te_fam":0.08783800938693297,"p_holm_te":1.0,"q_bh_tr":0.0002925343732667448,"p_holm_tr":1.0,"p_tr":4.5220511275888435e-06,"stable":true,"by_year":"2022:95/61(n20) 2023:100/45(n3) 2024:88/57(n8) 2025:82/64(n11) 2026:71/53(n14)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.5161290322580645,"bt_tr_avg":30.020311700524722,"bt_tr_dd":347.3293027086666,"bt_te_n":25,"bt_te_win":0.44,"bt_te_avg":-7.407454273241337,"bt_te_dd":390.1471653890018,"bt_te_gross":3.419728000000032,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2967],["gap_pct","<=",-0.2327],["supertrend_dir","==",-1.0]]},{"id":"R0668","rule":"When size of the move from the open to 11:00 (either direction) \u2264 0.10% (\u224824 pts at 25,000) AND prior-day range \u2264 0.60% (\u2248150 pts at 25,000) AND opening gap vs prior close is positive at 11:00","T":"11:00","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":32,"hit_tr":0.0625,"base_tr":0.5441,"lift_tr":0.115,"n_te":13,"hit_te":0.3846,"base_te":0.5923,"lift_te":0.649,"ci_te":[0.1771,0.6448],"p_rand":0.07546226886556721,"p_perm_fw":0.009900990099009901,"p_te":0.10819323654172315,"q_bh_te":0.2200080040137132,"q_bh_te_fam":0.14105903123399827,"p_holm_te":1.0,"q_bh_tr":2.9111580734946906e-06,"p_holm_tr":0.16617488986123177,"p_tr":1.8091136916844923e-08,"stable":true,"by_year":"2022:0/61(n3) 2023:5/45(n20) 2024:11/57(n9) 2025:40/64(n10) 2026:33/53(n3)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.53125,"bt_tr_avg":8.689740604761296,"bt_tr_dd":315.5231190224356,"bt_te_n":13,"bt_te_win":0.3076923076923077,"bt_te_avg":-16.220522354519606,"bt_te_dd":262.62766164203566,"bt_te_gross":-6.308246153846155,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.0953],["pdr_pct","<=",0.5982],["gap_pct",">",0.0]]},{"id":"R0669","rule":"When size of the move from the open to 11:00 (either direction) \u2264 0.29% (\u224873 pts at 25,000) AND price vs prior-day low \u2264 +0.32% (\u2248+79 pts at 25,000) AND price vs prior-day low > +0.16% (\u2248+40 pts at 25,000) at 11:00","T":"11:00","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":41,"hit_tr":0.0976,"base_tr":0.5441,"lift_tr":0.179,"n_te":27,"hit_te":0.6296,"base_te":0.5923,"lift_te":1.063,"ci_te":[0.4423,0.7847],"p_rand":0.6606696651674163,"p_perm_fw":0.009900990099009901,"p_te":0.7195923562266938,"q_bh_te":0.867796241007874,"q_bh_te_fam":0.7462439249758306,"p_holm_te":1.0,"q_bh_tr":9.067501406894635e-07,"p_holm_tr":0.042669802169077266,"p_tr":4.640256359211801e-09,"stable":false,"by_year":"2022:17/61(n12) 2023:5/45(n20) 2024:11/57(n9) 2025:70/64(n20) 2026:43/53(n7)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":41,"bt_tr_win":0.5365853658536586,"bt_tr_avg":12.087871596081976,"bt_tr_dd":161.10402883344364,"bt_te_n":27,"bt_te_win":0.25925925925925924,"bt_te_avg":-25.34145304424484,"bt_te_dd":775.8081572663376,"bt_te_gross":-15.530096296296337,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.2911],["dist_pdl_pct","<=",0.3173],["dist_pdl_pct",">",0.1597]]},{"id":"R0670","rule":"When size of the move from the open to 11:00 (either direction) \u2264 0.10% (\u224824 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0248 AND price is inside the prior-day range at 11:00","T":"11:00","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.1,"base_tr":0.5441,"lift_tr":0.184,"n_te":15,"hit_te":0.2667,"base_te":0.5923,"lift_te":0.45,"ci_te":[0.109,0.5195],"p_rand":0.011494252873563218,"p_perm_fw":0.3465346534653465,"p_te":0.0110443937229522,"q_bh_te":0.03223768978591453,"q_bh_te_fam":0.01967910154271483,"p_holm_te":1.0,"q_bh_tr":7.654130947869056e-05,"p_holm_tr":1.0,"p_tr":8.822291439283948e-07,"stable":true,"by_year":"2022:50/61(n2) 2023:5/45(n20) 2024:12/57(n8) 2025:27/64(n11) 2026:25/53(n4)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.43333333333333335,"bt_tr_avg":-8.546842006660473,"bt_tr_dd":350.1170005101687,"bt_te_n":15,"bt_te_win":0.4,"bt_te_avg":1.1586050324054071,"bt_te_dd":201.23891945509246,"bt_te_gross":11.365653333333224,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0953],["atr14_pct","<=",0.0248],["pd_pos","==",0.0]]},{"id":"R0671","rule":"When size of the move from the open to 11:00 (either direction) \u2264 0.10% (\u224824 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 0.39% (\u224898 pts at 25,000) AND India VIX (prior day's close) \u2264 12.1 at 11:00","T":"11:00","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":36,"hit_tr":0.1111,"base_tr":0.5441,"lift_tr":0.204,"n_te":24,"hit_te":0.2083,"base_te":0.5923,"lift_te":0.352,"ci_te":[0.0924,0.4047],"p_rand":0.0014992503748125937,"p_perm_fw":0.04950495049504951,"p_te":0.00014669871354487324,"q_bh_te":0.0008101769861682772,"q_bh_te_fam":0.0004901070657067356,"p_holm_te":0.11691887469526396,"q_bh_tr":1.6320295559502318e-05,"p_holm_tr":1.0,"p_tr":1.389602016686889e-07,"stable":true,"by_year":"2022:\u2013(n0) 2023:12/45(n33) 2024:0/57(n3) 2025:17/64(n12) 2026:25/53(n12)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.5555555555555556,"bt_tr_avg":4.849333179563707,"bt_tr_dd":176.55303440449097,"bt_te_n":24,"bt_te_win":0.5,"bt_te_avg":4.681129726247924,"bt_te_dd":265.70996837713295,"bt_te_gross":15.979483333333215,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0953],["rng_pct","<=",0.3916],["vix_prev","<=",12.09]]},{"id":"R0672","rule":"When distance from TWAP in the move's direction \u2264 -0.04% (\u2248-9 pts at 25,000) AND size of the opening gap > 0.31% (\u224877 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) > 0.52 at 11:00","T":"11:00","target":"the best favourable excursion after 11:00 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":30,"hit_tr":0.9,"base_tr":0.536,"lift_tr":1.679,"n_te":16,"hit_te":0.5625,"base_te":0.5011,"lift_te":1.122,"ci_te":[0.3318,0.769],"p_rand":0.4352823588205897,"p_perm_fw":1.0,"p_te":0.4053924149646777,"q_bh_te":0.6166532509321858,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0018429048483938784,"p_holm_tr":1.0,"p_tr":4.470308902186677e-05,"stable":true,"by_year":"2022:92/56(n13) 2023:100/51(n7) 2024:80/54(n10) 2025:67/53(n9) 2026:43/46(n7)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.7,"bt_tr_avg":45.65964170745555,"bt_tr_dd":138.7729883870261,"bt_te_n":16,"bt_te_win":0.3125,"bt_te_avg":-46.69349068631756,"bt_te_dd":747.0958509810811,"bt_te_gross":-37.20342500000015,"eq":false,"page":false,"conds":[["twap_dir_pct","<=",-0.0376],["abs_gap_pct",">",0.3084],["pos_rng",">",0.5201]]},{"id":"R0673","rule":"When 1-min ADX(14) > 9.99 AND position in today's range so far (0 = at low, 1 = at high) \u2264 0.195 AND 1-min Bollinger %B > 0.444 at 11:00","T":"11:00","target":"the best favourable excursion after 11:00 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":35,"hit_tr":0.8571,"base_tr":0.536,"lift_tr":1.599,"n_te":21,"hit_te":0.5714,"base_te":0.5011,"lift_te":1.14,"ci_te":[0.3655,0.7553],"p_rand":0.3633183408295852,"p_perm_fw":1.0,"p_te":0.3356517426146246,"q_bh_te":0.535720022695263,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.004178361481625025,"p_holm_tr":1.0,"p_tr":0.0001270889960347512,"stable":true,"by_year":"2022:86/56(n14) 2023:77/51(n13) 2024:100/54(n8) 2025:56/53(n16) 2026:60/46(n5)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":35,"bt_tr_win":0.6285714285714286,"bt_tr_avg":50.50187049649108,"bt_tr_dd":164.95333465050828,"bt_te_n":21,"bt_te_win":0.5238095238095238,"bt_te_avg":12.382393394700129,"bt_te_dd":245.78091958643103,"bt_te_gross":21.906152380952594,"eq":false,"page":false,"conds":[["adx_14",">",9.9906],["pos_rng","<=",0.1947],["bb_pctb",">",0.4436]]},{"id":"R0674","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.30% (\u224874 pts at 25,000) AND size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) \u2264 0.205 at 11:00","T":"11:00","target":"the best favourable excursion after 11:00 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.8485,"base_tr":0.536,"lift_tr":1.583,"n_te":37,"hit_te":0.4595,"base_te":0.5011,"lift_te":0.917,"ci_te":[0.3104,0.6162],"p_rand":0.8250874562718641,"p_perm_fw":1.0,"p_te":0.748773063267296,"q_bh_te":0.8875700213363558,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.008694349690541723,"p_holm_tr":1.0,"p_tr":0.0003280562061006704,"stable":false,"by_year":"2022:78/56(n9) 2023:83/51(n12) 2024:92/54(n12) 2025:44/53(n25) 2026:50/46(n12)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.6363636363636364,"bt_tr_avg":25.499846465530787,"bt_tr_dd":194.733017616422,"bt_te_n":37,"bt_te_win":0.3783783783783784,"bt_te_avg":-8.730565920855527,"bt_te_dd":632.8794409991219,"bt_te_gross":0.8403837837841648,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2967],["abs_gap_pct","<=",0.2212],["pos_rng","<=",0.2047]]},{"id":"R0675","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.30% (\u224874 pts at 25,000) AND size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND 1-min RSI(14) \u2264 48.6 at 11:00","T":"11:00","target":"the best favourable excursion after 11:00 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":38,"hit_tr":0.8421,"base_tr":0.536,"lift_tr":1.571,"n_te":46,"hit_te":0.4783,"base_te":0.5011,"lift_te":0.954,"ci_te":[0.3412,0.6186],"p_rand":0.7236381809095452,"p_perm_fw":1.0,"p_te":0.676230804345789,"q_bh_te":0.849220079876107,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.004713233705974499,"p_holm_tr":1.0,"p_tr":0.00014816683132427415,"stable":false,"by_year":"2022:83/56(n12) 2023:92/51(n13) 2024:77/54(n13) 2025:50/53(n26) 2026:45/46(n20)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.6578947368421053,"bt_tr_avg":36.26420608386104,"bt_tr_dd":218.40620499609918,"bt_te_n":46,"bt_te_win":0.3695652173913043,"bt_te_avg":-10.899845357497588,"bt_te_dd":700.937874596128,"bt_te_gross":-0.8301565217388998,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2967],["abs_gap_pct","<=",0.2212],["rsi_14","<=",48.6372]]},{"id":"R0676","rule":"When India VIX change on the prior day (%) > -5.71 AND India VIX (prior day's close) \u2264 11.1 AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 +0.03% (\u2248+9 pts at 25,000) at 11:00","T":"11:00","target":"the best favourable excursion after 11:00 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":41,"hit_tr":0.8293,"base_tr":0.536,"lift_tr":1.547,"n_te":59,"hit_te":0.5763,"base_te":0.5011,"lift_te":1.15,"ci_te":[0.4493,0.6939],"p_rand":0.18790604697651175,"p_perm_fw":1.0,"p_te":0.15290341769585652,"q_bh_te":0.29606000398480586,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.005133441773540511,"p_holm_tr":1.0,"p_tr":0.00016501225089883608,"stable":true,"by_year":"2022:\u2013(n0) 2023:82/51(n38) 2024:100/54(n3) 2025:58/53(n45) 2026:57/46(n14)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":41,"bt_tr_win":0.6585365853658537,"bt_tr_avg":27.34541795384835,"bt_tr_dd":169.68819400038362,"bt_te_n":59,"bt_te_win":0.576271186440678,"bt_te_avg":11.24925861107643,"bt_te_dd":359.7507723433549,"bt_te_gross":20.370786440678476,"eq":false,"page":false,"conds":[["vix_chg",">",-5.7062],["vix_prev","<=",11.105],["ema9_21_pct","<=",0.0345]]},{"id":"R0677","rule":"When size of the opening gap \u2265 0.55% (\u2248138 pts at 25,000) AND distance from TWAP in the move's direction \u2264 +0.00% (\u2248+0 pts at 25,000) AND India VIX (prior day's close) \u2265 15.2 at 11:00","T":"11:00","target":"the best favourable excursion after 11:00 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8333,"base_tr":0.536,"lift_tr":1.555,"n_te":14,"hit_te":0.4286,"base_te":0.5011,"lift_te":0.855,"ci_te":[0.2138,0.6741],"p_rand":0.7976011994002998,"p_perm_fw":1.0,"p_te":0.7905214172914099,"q_bh_te":0.9236433658174256,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.024822572104606,"p_holm_tr":1.0,"p_tr":0.0013123734584469414,"stable":false,"by_year":"2022:86/56(n28) 2023:100/51(n1) 2024:0/54(n1) 2025:60/53(n5) 2026:33/46(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6333333333333333,"bt_tr_avg":39.43429924300364,"bt_tr_dd":181.51976586331148,"bt_te_n":14,"bt_te_win":0.21428571428571427,"bt_te_avg":-45.525022141748856,"bt_te_dd":844.4801031140279,"bt_te_gross":-34.55741428571413,"eq":false,"page":false,"conds":[["abs_gap_pct",">=",0.5504],["twap_dir_pct","<=",0.001],["vix_prev",">=",15.236]]},{"id":"R0678","rule":"When 1-min ATR(14) as % of price \u2264 0.0296 AND opening gap vs prior close is positive AND it is weekly-expiry day at 11:00","T":"11:00","target":"the best favourable excursion after 11:00 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8333,"base_tr":0.536,"lift_tr":1.555,"n_te":16,"hit_te":0.5,"base_te":0.5011,"lift_te":0.998,"ci_te":[0.28,0.72],"p_rand":0.6586706646676662,"p_perm_fw":1.0,"p_te":0.6017648784335965,"q_bh_te":0.7914958888192907,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.024822572104606,"p_holm_tr":1.0,"p_tr":0.0013123734584469414,"stable":true,"by_year":"2022:82/56(n11) 2023:86/51(n14) 2024:80/54(n5) 2025:53/53(n15) 2026:0/46(n1)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.7,"bt_tr_avg":20.568309123552282,"bt_tr_dd":87.89657083274312,"bt_te_n":16,"bt_te_win":0.5625,"bt_te_avg":5.961660295462667,"bt_te_dd":212.20033003997477,"bt_te_gross":14.242912500000557,"eq":false,"page":false,"conds":[["atr14_pct","<=",0.0296],["gap_pct",">",0.0],["dte_cat","==",0.0]]},{"id":"R0679","rule":"When move from the open to 11:00 \u2264 -0.34% (\u2248-85 pts at 25,000) AND size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.11% (\u2248+26 pts at 25,000) at 11:00","T":"11:00","target":"the best favourable excursion after 11:00 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.8125,"base_tr":0.536,"lift_tr":1.516,"n_te":22,"hit_te":0.5,"base_te":0.5011,"lift_te":0.998,"ci_te":[0.3072,0.6928],"p_rand":0.6501749125437282,"p_perm_fw":1.0,"p_te":0.588303455204477,"q_bh_te":0.7854820857949885,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.03587473474942464,"p_holm_tr":1.0,"p_tr":0.002163921856164409,"stable":false,"by_year":"2022:86/56(n7) 2023:82/51(n11) 2024:79/54(n14) 2025:47/53(n15) 2026:57/46(n7)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.59375,"bt_tr_avg":26.835514811502343,"bt_tr_dd":230.2840042426193,"bt_te_n":22,"bt_te_win":0.45454545454545453,"bt_te_avg":3.3623031963477317,"bt_te_dd":393.94083260037195,"bt_te_gross":12.812809090909717,"eq":false,"page":false,"conds":[["mv_pct","<=",-0.3398],["abs_gap_pct","<=",0.2212],["twap_dir_pct",">=",0.1059]]},{"id":"R0680","rule":"When India VIX change on the prior day (%) \u2264 -5.69 AND prior day's close-to-close return \u2264 +0.72% (\u2248+179 pts at 25,000) at 11:00","T":"11:00","target":"the best favourable excursion after 11:00 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":31,"hit_tr":0.1613,"base_tr":0.536,"lift_tr":0.301,"n_te":16,"hit_te":0.3125,"base_te":0.5011,"lift_te":0.624,"ci_te":[0.1416,0.556],"p_rand":0.14192903548225888,"p_perm_fw":1.0,"p_te":0.10339620339862603,"q_bh_te":0.21247591903480864,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.001617973071758218,"p_holm_tr":1.0,"p_tr":3.802421896287577e-05,"stable":true,"by_year":"2022:33/56(n6) 2023:11/51(n9) 2024:12/54(n16) 2025:50/53(n6) 2026:20/46(n10)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.5806451612903226,"bt_tr_avg":15.702830142348697,"bt_tr_dd":136.6291015506279,"bt_te_n":16,"bt_te_win":0.5625,"bt_te_avg":59.75914784569309,"bt_te_dd":135.79958611918232,"bt_te_gross":71.79330000000004,"eq":false,"page":false,"conds":[["vix_chg","<=",-5.6945],["prevret_pct","<=",0.7165]]},{"id":"R0681","rule":"When distance from TWAP in the move's direction \u2264 +0.12% (\u2248+30 pts at 25,000) AND distance from TWAP in the move's direction > +0.10% (\u2248+25 pts at 25,000) AND prior day's close-to-close return > -0.21% (\u2248-53 pts at 25,000) at 11:00","T":"11:00","target":"the best favourable excursion after 11:00 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":31,"hit_tr":0.1613,"base_tr":0.536,"lift_tr":0.301,"n_te":21,"hit_te":0.3333,"base_te":0.5011,"lift_te":0.665,"ci_te":[0.1719,0.5463],"p_rand":0.09945027486256872,"p_perm_fw":1.0,"p_te":0.09286739517442716,"q_bh_te":0.19580717594261,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.001617973071758218,"p_holm_tr":1.0,"p_tr":3.802421896287577e-05,"stable":true,"by_year":"2022:12/56(n8) 2023:25/51(n12) 2024:9/54(n11) 2025:20/53(n10) 2026:46/46(n11)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.6774193548387096,"bt_tr_avg":33.18181217139207,"bt_tr_dd":127.08374894929513,"bt_te_n":21,"bt_te_win":0.42857142857142855,"bt_te_avg":-14.555006656273914,"bt_te_dd":474.73865113112083,"bt_te_gross":-2.7106095238091905,"eq":false,"page":false,"conds":[["twap_dir_pct","<=",0.1202],["twap_dir_pct",">",0.1017],["prevret_pct",">",-0.2111]]},{"id":"R0682","rule":"When opening-range size \u2264 0.55% (\u2248138 pts at 25,000) AND India VIX change on the prior day (%) \u2264 -5.59 AND 1-min ADX(14) > 14.3 at 11:00","T":"11:00","target":"the best favourable excursion after 11:00 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":41,"hit_tr":0.1951,"base_tr":0.536,"lift_tr":0.364,"n_te":24,"hit_te":0.4583,"base_te":0.5011,"lift_te":0.915,"ci_te":[0.2789,0.6493],"p_rand":0.5077461269365318,"p_perm_fw":1.0,"p_te":0.41500913433871095,"q_bh_te":0.6244409885096394,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0008139116706552415,"p_holm_tr":1.0,"p_tr":1.6062192850964205e-05,"stable":false,"by_year":"2022:36/56(n11) 2023:17/51(n12) 2024:11/54(n18) 2025:44/53(n9) 2026:47/46(n15)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":41,"bt_tr_win":0.5853658536585366,"bt_tr_avg":16.859109485642964,"bt_tr_dd":185.45826732364105,"bt_te_n":24,"bt_te_win":0.4583333333333333,"bt_te_avg":22.50117457615559,"bt_te_dd":560.8163567086402,"bt_te_gross":34.121700000000146,"eq":true,"page":false,"conds":[["or_rng_pct","<=",0.5531],["vix_chg","<=",-5.5886],["adx_14",">",14.2636]]},{"id":"R0683","rule":"When India VIX (prior day's close) > 11.1 AND India VIX (prior day's close) \u2264 11.6 AND 1-min Bollinger %B > -0.0801 at 11:00","T":"11:00","target":"the best favourable excursion after 11:00 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":51,"hit_tr":0.2157,"base_tr":0.536,"lift_tr":0.402,"n_te":38,"hit_te":0.3421,"base_te":0.5011,"lift_te":0.683,"ci_te":[0.2121,0.5011],"p_rand":0.02498750624687656,"p_perm_fw":0.9504950495049505,"p_te":0.03536782980468685,"q_bh_te":0.08551624519939208,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0003636417117238568,"p_holm_tr":1.0,"p_tr":5.9207988862274975e-06,"stable":true,"by_year":"2022:\u2013(n0) 2023:20/51(n45) 2024:33/54(n6) 2025:32/53(n19) 2026:37/46(n19)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":51,"bt_tr_win":0.6862745098039216,"bt_tr_avg":31.98024380547332,"bt_tr_dd":204.33221599254944,"bt_te_n":38,"bt_te_win":0.5526315789473685,"bt_te_avg":17.113072828699778,"bt_te_dd":230.5207526892284,"bt_te_gross":28.019121052631817,"eq":true,"page":true,"conds":[["vix_prev",">",11.105],["vix_prev","<=",11.605],["bb_pctb",">",-0.0801]]},{"id":"R0684","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.30% (\u224874 pts at 25,000) AND size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND price has already touched the prior-day high at 11:00","T":"11:00","target":"price never trades back to the open after 11:00","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":44,"hit_tr":0.9318,"base_tr":0.4668,"lift_tr":1.996,"n_te":48,"hit_te":0.6667,"base_te":0.5239,"lift_te":1.272,"ci_te":[0.5254,0.7832],"p_rand":0.01999000499750125,"p_perm_fw":0.009900990099009901,"p_te":0.03221525511763691,"q_bh_te":0.07885157399922613,"q_bh_te_fam":0.04855430507823902,"p_holm_te":1.0,"q_bh_tr":3.725467328899456e-08,"p_holm_tr":0.0010675923057149354,"p_tr":1.158647643243064e-10,"stable":false,"by_year":"2022:92/50(n12) 2023:93/42(n14) 2024:94/48(n18) 2025:77/58(n35) 2026:38/46(n13)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":44,"bt_tr_win":0.6590909090909091,"bt_tr_avg":48.64746054013717,"bt_tr_dd":254.97931372351695,"bt_te_n":48,"bt_te_win":0.4791666666666667,"bt_te_avg":-15.410535222115456,"bt_te_dd":1039.0441952406015,"bt_te_gross":-5.729962499999904,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2967],["abs_gap_pct","<=",0.2212],["touched_pdh","==",1.0]]},{"id":"R0685","rule":"When size of the move from the open to 11:00 (either direction) > 0.43% (\u2248106 pts at 25,000) AND (it is Monday) AND CPR width > 0.05% (\u224812 pts at 25,000) at 11:00","T":"11:00","target":"price never trades back to the open after 11:00","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":40,"hit_tr":0.925,"base_tr":0.4668,"lift_tr":1.982,"n_te":23,"hit_te":0.7826,"base_te":0.5239,"lift_te":1.494,"ci_te":[0.581,0.9034],"p_rand":0.00849575212393803,"p_perm_fw":0.009900990099009901,"p_te":0.009932661921638192,"q_bh_te":0.029434595694610738,"q_bh_te_fam":0.017915353404672568,"p_holm_te":1.0,"q_bh_tr":4.0794789864082034e-07,"p_holm_tr":0.016868784006344752,"p_tr":1.8332978500337672e-09,"stable":true,"by_year":"2022:89/50(n18) 2023:100/42(n10) 2024:92/48(n12) 2025:92/58(n12) 2026:64/46(n11)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":40,"bt_tr_win":0.475,"bt_tr_avg":8.116842905306124,"bt_tr_dd":676.1453499305804,"bt_te_n":23,"bt_te_win":0.391304347826087,"bt_te_avg":-30.250257958172547,"bt_te_dd":933.6667153836813,"bt_te_gross":-19.777269565217505,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.4255],["dow","<=",0.5],["cpr_width_pct",">",0.0474]]},{"id":"R0686","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.30% (\u224874 pts at 25,000) AND size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 -0.00% (\u2248-1 pts at 25,000) at 11:00","T":"11:00","target":"price never trades back to the open after 11:00","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":36,"hit_tr":0.9167,"base_tr":0.4668,"lift_tr":1.964,"n_te":46,"hit_te":0.7391,"base_te":0.5239,"lift_te":1.411,"ci_te":[0.5974,0.844],"p_rand":0.0034982508745627187,"p_perm_fw":0.009900990099009901,"p_te":0.0023376857755120044,"q_bh_te":0.008542220202246873,"q_bh_te_fam":0.005206663772731282,"p_holm_te":1.0,"q_bh_tr":4.239083836719431e-06,"p_holm_tr":0.2584168991143591,"p_tr":2.814538395943922e-08,"stable":true,"by_year":"2022:82/50(n11) 2023:92/42(n13) 2024:100/48(n12) 2025:85/58(n26) 2026:60/46(n20)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.6666666666666666,"bt_tr_avg":37.832959513469866,"bt_tr_dd":215.56335150652785,"bt_te_n":46,"bt_te_win":0.41304347826086957,"bt_te_avg":-4.133086324215852,"bt_te_dd":582.1127583181602,"bt_te_gross":5.773147826087354,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.2967],["abs_gap_pct","<=",0.2212],["ema9_21_pct","<=",-0.0043]]},{"id":"R0687","rule":"When range so far (high\u2212low since 09:15) \u2265 0.63% (\u2248157 pts at 25,000) AND price is above the opening-range high AND expiry is 3+ trading days away at 11:00","T":"11:00","target":"price never trades back to the open after 11:00","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":34,"hit_tr":0.9118,"base_tr":0.4668,"lift_tr":1.953,"n_te":23,"hit_te":0.7826,"base_te":0.5239,"lift_te":1.494,"ci_te":[0.581,0.9034],"p_rand":0.00399800099950025,"p_perm_fw":0.0297029702970297,"p_te":0.009932661921638192,"q_bh_te":0.029434595694610738,"q_bh_te_fam":0.017915353404672568,"p_holm_te":1.0,"q_bh_tr":1.332425555868927e-05,"p_holm_tr":0.9974757407234361,"p_tr":1.0880692575635863e-07,"stable":true,"by_year":"2022:100/50(n13) 2023:100/42(n6) 2024:80/48(n15) 2025:80/58(n15) 2026:75/46(n8)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.5588235294117647,"bt_tr_avg":26.792449988601657,"bt_tr_dd":254.14976300151886,"bt_te_n":23,"bt_te_win":0.6956521739130435,"bt_te_avg":16.805887475133154,"bt_te_dd":329.56633928841296,"bt_te_gross":26.75615652173877,"eq":true,"page":true,"conds":[["rng_pct",">=",0.6266],["or_state","==",1.0],["dte_cat","==",3.0]]},{"id":"R0688","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.30% (\u224874 pts at 25,000) AND size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) \u2264 0.205 at 11:00","T":"11:00","target":"price never trades back to the open after 11:00","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.9091,"base_tr":0.4668,"lift_tr":1.948,"n_te":37,"hit_te":0.7838,"base_te":0.5239,"lift_te":1.496,"ci_te":[0.628,0.8861],"p_rand":0.0014992503748125937,"p_perm_fw":0.0891089108910891,"p_te":0.0010185852299544585,"q_bh_te":0.00426752087722299,"q_bh_te_fam":0.00259276240352044,"p_holm_te":0.7547716553962538,"q_bh_tr":2.3388518186124425e-05,"p_holm_tr":1.0,"p_tr":2.1311865165153496e-07,"stable":true,"by_year":"2022:78/50(n9) 2023:92/42(n12) 2024:100/48(n12) 2025:80/58(n25) 2026:75/46(n12)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.6363636363636364,"bt_tr_avg":25.499846465530787,"bt_tr_dd":194.733017616422,"bt_te_n":37,"bt_te_win":0.3783783783783784,"bt_te_avg":-8.730565920855527,"bt_te_dd":632.8794409991219,"bt_te_gross":0.8403837837841648,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.2967],["abs_gap_pct","<=",0.2212],["pos_rng","<=",0.2047]]},{"id":"R0689","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.30% (\u224874 pts at 25,000) AND 1-min Bollinger %B \u2264 0.412 AND the first opening-range break was upward at 11:00","T":"11:00","target":"price never trades back to the open after 11:00","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.9062,"base_tr":0.4668,"lift_tr":1.942,"n_te":27,"hit_te":0.5926,"base_te":0.5239,"lift_te":1.131,"ci_te":[0.4073,0.7549],"p_rand":0.16091954022988506,"p_perm_fw":0.21782178217821782,"p_te":0.30213061482005993,"q_bh_te":0.4965050081016666,"q_bh_te_fam":0.3517877257706836,"p_holm_te":1.0,"q_bh_tr":4.099926334413219e-05,"p_holm_tr":1.0,"p_tr":4.1628393381500636e-07,"stable":false,"by_year":"2022:93/50(n14) 2023:88/42(n8) 2024:90/48(n10) 2025:50/58(n14) 2026:69/46(n13)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.53125,"bt_tr_avg":3.9115382590118806,"bt_tr_dd":259.3307635614497,"bt_te_n":27,"bt_te_win":0.2962962962962963,"bt_te_avg":-15.407996091694631,"bt_te_dd":670.5353458760272,"bt_te_gross":-5.187059259259344,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.2967],["bb_pctb","<=",0.4116],["or_first_break","==",1.0]]},{"id":"R0690","rule":"When size of the move from the open to 11:00 (either direction) \u2265 0.50% (\u2248126 pts at 25,000) AND 1-min ADX(14) \u2265 28.7 AND the day opened inside the prior-day range at 11:00","T":"11:00","target":"price never trades back to the open after 11:00","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.9062,"base_tr":0.4668,"lift_tr":1.942,"n_te":19,"hit_te":1.0,"base_te":0.5239,"lift_te":1.909,"ci_te":[0.8318,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.21782178217821782,"p_te":4.6345012084135e-06,"q_bh_te":4.695988311855604e-05,"q_bh_te_fam":2.8407830528509207e-05,"p_holm_te":0.004069092060987053,"q_bh_tr":4.099926334413219e-05,"p_holm_tr":1.0,"p_tr":4.1628393381500636e-07,"stable":true,"by_year":"2022:89/50(n9) 2023:100/42(n3) 2024:90/48(n20) 2025:100/58(n16) 2026:100/46(n3)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.40625,"bt_tr_avg":24.81702040493074,"bt_tr_dd":617.6994836340318,"bt_te_n":19,"bt_te_win":0.5263157894736842,"bt_te_avg":12.641195339241941,"bt_te_dd":301.10153416765536,"bt_te_gross":21.15441052631592,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.504],["adx_14",">=",28.7295],["open_vs_pd","==",0.0]]},{"id":"R0691","rule":"When move from the open to 11:00 \u2264 -0.34% (\u2248-85 pts at 25,000) AND size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.11% (\u2248+26 pts at 25,000) at 11:00","T":"11:00","target":"price never trades back to the open after 11:00","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.9062,"base_tr":0.4668,"lift_tr":1.942,"n_te":22,"hit_te":0.9091,"base_te":0.5239,"lift_te":1.735,"ci_te":[0.7218,0.9747],"p_rand":0.0004997501249375312,"p_perm_fw":0.21782178217821782,"p_te":0.00014111865147849748,"q_bh_te":0.0007883179841212618,"q_bh_te_fam":0.00047688371878940527,"p_holm_te":0.11275380253131949,"q_bh_tr":4.099926334413219e-05,"p_holm_tr":1.0,"p_tr":4.1628393381500636e-07,"stable":true,"by_year":"2022:86/50(n7) 2023:91/42(n11) 2024:93/48(n14) 2025:93/58(n15) 2026:86/46(n7)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.59375,"bt_tr_avg":26.835514811502343,"bt_tr_dd":230.2840042426193,"bt_te_n":22,"bt_te_win":0.45454545454545453,"bt_te_avg":3.3623031963477317,"bt_te_dd":393.94083260037195,"bt_te_gross":12.812809090909717,"eq":true,"page":true,"conds":[["mv_pct","<=",-0.3398],["abs_gap_pct","<=",0.2212],["twap_dir_pct",">=",0.1059]]},{"id":"R0692","rule":"When size of the move from the open to 11:00 (either direction) \u2264 0.10% (\u224824 pts at 25,000) AND price has not touched the prior-day low yet AND 1-min Supertrend is down at 11:00","T":"11:00","target":"price never trades back to the open after 11:00","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":47,"hit_tr":0.0,"base_tr":0.4668,"lift_tr":0.0,"n_te":29,"hit_te":0.1034,"base_te":0.5239,"lift_te":0.197,"ci_te":[0.0358,0.2639],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.4250256179348425e-06,"q_bh_te":2.8061010721817464e-05,"q_bh_te_fam":1.69751793255439e-05,"p_holm_te":0.0021558477743440748,"q_bh_tr":1.8921192655669782e-10,"p_holm_tr":2.7017333286012313e-06,"p_tr":2.9275755846884077e-13,"stable":true,"by_year":"2022:0/50(n7) 2023:0/42(n26) 2024:0/48(n14) 2025:15/58(n20) 2026:0/46(n9)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":47,"bt_tr_win":0.46808510638297873,"bt_tr_avg":-1.5476961268470233,"bt_tr_dd":470.57644859140794,"bt_te_n":29,"bt_te_win":0.5517241379310345,"bt_te_avg":22.67279198010646,"bt_te_dd":597.0206014426992,"bt_te_gross":32.3641379310344,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0953],["touched_pdl","==",0.0],["supertrend_dir","==",-1.0]]},{"id":"R0693","rule":"When size of the move from the open to 11:00 (either direction) \u2264 0.10% (\u224824 pts at 25,000) AND price is inside the opening range AND the first opening-range break was downward at 11:00","T":"11:00","target":"price never trades back to the open after 11:00","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":38,"hit_tr":0.0,"base_tr":0.4668,"lift_tr":0.0,"n_te":20,"hit_te":0.15,"base_te":0.5239,"lift_te":0.286,"ci_te":[0.0524,0.3604],"p_rand":0.0009995002498750624,"p_perm_fw":0.009900990099009901,"p_te":0.0006341682949806496,"q_bh_te":0.0028146647612839787,"q_bh_te_fam":0.001710508979122119,"p_holm_te":0.47816289441540977,"q_bh_tr":2.799942365129041e-08,"p_holm_tr":0.00077389997666471,"p_tr":8.398128566841357e-11,"stable":true,"by_year":"2022:0/50(n7) 2023:0/42(n17) 2024:0/48(n14) 2025:18/58(n11) 2026:11/46(n9)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.47368421052631576,"bt_tr_avg":-12.818239768796508,"bt_tr_dd":501.9301410165752,"bt_te_n":20,"bt_te_win":0.45,"bt_te_avg":-13.529543284334551,"bt_te_dd":611.5468407020248,"bt_te_gross":-3.58888999999981,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0953],["or_state","==",0.0],["or_first_break","==",-1.0]]},{"id":"R0694","rule":"When size of the move from the open to 11:00 (either direction) \u2264 0.07% (\u224819 pts at 25,000) AND India VIX change on the prior day (%) \u2264 8.54 AND position in today's range so far (0 = at low, 1 = at high) > 0.257 at 11:00","T":"11:00","target":"price never trades back to the open after 11:00","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":107,"hit_tr":0.0187,"base_tr":0.4668,"lift_tr":0.04,"n_te":52,"hit_te":0.0769,"base_te":0.5239,"lift_te":0.147,"ci_te":[0.0303,0.1817],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":7.431462466420936e-12,"q_bh_te":5.159558226686535e-10,"q_bh_te_fam":3.1212142358967933e-10,"p_holm_te":7.1267725052976776e-09,"q_bh_tr":5.594179447162522e-22,"p_holm_tr":4.955968413293655e-19,"p_tr":5.362450760890362e-26,"stable":true,"by_year":"2022:6/50(n18) 2023:2/42(n52) 2024:0/48(n37) 2025:7/58(n28) 2026:8/46(n24)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":107,"bt_tr_win":0.4392523364485981,"bt_tr_avg":-6.2447182748961385,"bt_tr_dd":717.3684528202854,"bt_te_n":52,"bt_te_win":0.5,"bt_te_avg":2.5356263567642072,"bt_te_dd":518.8582783345641,"bt_te_gross":13.38213076923064,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0746],["vix_chg","<=",8.5356],["pos_rng",">",0.2567]]},{"id":"R0695","rule":"When size of the move from the open to 11:00 (either direction) \u2264 0.10% (\u224824 pts at 25,000) AND size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) is negative at 11:00","T":"11:00","target":"price never trades back to the open after 11:00","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":34,"hit_tr":0.0,"base_tr":0.4668,"lift_tr":0.0,"n_te":21,"hit_te":0.0476,"base_te":0.5239,"lift_te":0.091,"ci_te":[0.0085,0.2267],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":4.106909714298214e-06,"q_bh_te":4.386721145382268e-05,"q_bh_te_fam":2.6536955077003844e-05,"p_holm_te":0.0036222943680110247,"q_bh_tr":2.4983303886773657e-07,"p_holm_tr":0.009560485666423583,"p_tr":1.0386811577516372e-09,"stable":true,"by_year":"2022:0/50(n2) 2023:0/42(n19) 2024:0/48(n13) 2025:0/58(n11) 2026:10/46(n10)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 11:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.5,"bt_tr_avg":7.485808776748348,"bt_tr_dd":234.7639818446723,"bt_te_n":21,"bt_te_win":0.6190476190476191,"bt_te_avg":45.728760175326485,"bt_te_dd":240.81813435222287,"bt_te_gross":56.40748571428551,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0953],["abs_gap_pct","<=",0.2212],["ema9_21_pct","<",0.0]]},{"id":"R0696","rule":"When price vs prior-day high > -0.25% (\u2248-64 pts at 25,000) AND price vs prior-day low > +0.36% (\u2248+89 pts at 25,000) AND 1-min ADX(14) > 13.5 at 11:00","T":"11:00","target":"price reaches the prior-day high after 11:00 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":30,"hit_tr":0.8667,"base_tr":0.1881,"lift_tr":4.607,"n_te":15,"hit_te":0.6,"base_te":0.1128,"lift_te":5.317,"ci_te":[0.3575,0.8018],"p_rand":0.0009995002498750624,"p_perm_fw":0.009900990099009901,"p_te":7.823338225377463e-06,"q_bh_te":7.382800733074655e-05,"q_bh_te_fam":4.466138715069853e-05,"p_holm_te":0.006806304256078393,"q_bh_tr":3.5267778158323003e-12,"p_holm_tr":3.108002070150598e-08,"p_tr":3.3658063436208736e-15,"stable":true,"by_year":"2022:67/16(n6) 2023:92/18(n12) 2024:92/22(n12) 2025:80/12(n5) 2026:50/10(n10)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter long at 11:00 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.8666666666666667,"bt_tr_avg":12.805756769104581,"bt_tr_dd":104.48726698528947,"bt_te_n":15,"bt_te_win":0.6,"bt_te_avg":-14.046199673287155,"bt_te_dd":289.8275010986066,"bt_te_gross":-1.579320000000492,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.2542],["dist_pdl_pct",">",0.3565],["adx_14",">",13.5369]]},{"id":"R0697","rule":"When price vs prior-day high > -0.28% (\u2248-70 pts at 25,000) AND move from the open to 11:00 > -0.03% (\u2248-7 pts at 25,000) AND prior-day range \u2264 1.14% (\u2248285 pts at 25,000) at 11:00","T":"11:00","target":"price reaches the prior-day high after 11:00 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":38,"hit_tr":0.8158,"base_tr":0.1881,"lift_tr":4.337,"n_te":16,"hit_te":0.5,"base_te":0.1128,"lift_te":4.431,"ci_te":[0.28,0.72],"p_rand":0.0014992503748125937,"p_perm_fw":0.009900990099009901,"p_te":0.00014588981061691331,"q_bh_te":0.0008101769861682772,"q_bh_te_fam":0.0004901070657067356,"p_holm_te":0.11642006887229682,"q_bh_tr":2.729339049093788e-13,"p_holm_tr":1.8357804551610677e-09,"p_tr":1.9876059197041834e-16,"stable":true,"by_year":"2022:86/16(n7) 2023:76/18(n17) 2024:86/22(n14) 2025:60/12(n10) 2026:33/10(n6)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter long at 11:00 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.7631578947368421,"bt_tr_avg":3.6888977010210295,"bt_tr_dd":118.90992761192973,"bt_te_n":16,"bt_te_win":0.625,"bt_te_avg":-9.63493468051514,"bt_te_dd":185.31269034092895,"bt_te_gross":1.2772749999992357,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.2785],["mv_pct",">",-0.0291],["pdr_pct","<=",1.1399]]},{"id":"R0698","rule":"When price vs prior-day high > -0.25% (\u2248-64 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 0.59% (\u2248149 pts at 25,000) at 11:00","T":"11:00","target":"price reaches the prior-day high after 11:00 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":39,"hit_tr":0.7436,"base_tr":0.1881,"lift_tr":3.953,"n_te":21,"hit_te":0.5238,"base_te":0.1128,"lift_te":4.642,"ci_te":[0.3237,0.7166],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":4.4899241060267146e-06,"q_bh_te":4.642772586231879e-05,"q_bh_te_fam":2.8085908237699024e-05,"p_holm_te":0.0039466432891974825,"q_bh_tr":1.0818257834969551e-10,"p_holm_tr":1.4370816635013595e-06,"p_tr":1.5570412604419682e-13,"stable":true,"by_year":"2022:100/16(n4) 2023:62/18(n21) 2024:86/22(n14) 2025:64/12(n11) 2026:40/10(n10)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 11:00 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":39,"bt_tr_win":0.7435897435897436,"bt_tr_avg":7.333800476338324,"bt_tr_dd":258.9269983025117,"bt_te_n":21,"bt_te_win":0.5714285714285714,"bt_te_avg":-10.089170141311063,"bt_te_dd":309.85716207276187,"bt_te_gross":1.2487333333325903,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.2542],["rng_pct","<=",0.5944]]},{"id":"R0699","rule":"When prior-day range \u2264 0.78% (\u2248196 pts at 25,000) AND price is above the CPR at 11:00","T":"11:00","target":"price reaches the prior-day high after 11:00 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.7,"base_tr":0.1881,"lift_tr":3.721,"n_te":17,"hit_te":0.6471,"base_te":0.1128,"lift_te":5.734,"ci_te":[0.413,0.8269],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.431066807782047e-07,"q_bh_te":4.005079554515508e-06,"q_bh_te_fam":2.4228259033488873e-06,"p_holm_te":0.00022219950623127908,"q_bh_tr":5.874849412145975e-07,"p_holm_tr":0.02578622891014449,"p_tr":2.8032257475884806e-09,"stable":true,"by_year":"2022:100/16(n4) 2023:46/18(n13) 2024:85/22(n13) 2025:73/12(n11) 2026:50/10(n6)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter long at 11:00 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6666666666666666,"bt_tr_avg":0.12724149003749824,"bt_tr_dd":446.47770118738305,"bt_te_n":17,"bt_te_win":0.6470588235294118,"bt_te_avg":6.9237936527730355,"bt_te_dd":137.3445049210352,"bt_te_gross":17.332988235293563,"eq":true,"page":true,"conds":[["pdr_pct","<=",0.7824],["cpr_pos","==",1.0]]},{"id":"R0700","rule":"When range so far (high\u2212low since 09:15) \u2264 0.50% (\u2248125 pts at 25,000) AND the move from the open is UP AND price is above the CPR at 11:00","T":"11:00","target":"price reaches the prior-day high after 11:00 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.7,"base_tr":0.1881,"lift_tr":3.721,"n_te":16,"hit_te":0.375,"base_te":0.1128,"lift_te":3.323,"ci_te":[0.1848,0.6136],"p_rand":0.03548225887056472,"p_perm_fw":0.009900990099009901,"p_te":0.006045717800918893,"q_bh_te":0.019267008860633324,"q_bh_te_fam":0.011732284049307951,"p_holm_te":1.0,"q_bh_tr":5.874849412145975e-07,"p_holm_tr":0.02578622891014449,"p_tr":2.8032257475884806e-09,"stable":true,"by_year":"2022:67/16(n3) 2023:62/18(n16) 2024:82/22(n11) 2025:50/12(n10) 2026:17/10(n6)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter long at 11:00 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6666666666666666,"bt_tr_avg":-0.5322870619754086,"bt_tr_dd":258.078928204004,"bt_te_n":16,"bt_te_win":0.625,"bt_te_avg":-4.902158946621299,"bt_te_dd":235.69820113481975,"bt_te_gross":6.005399999999327,"eq":true,"page":true,"conds":[["rng_pct","<=",0.4989],["dir","==",1.0],["cpr_pos","==",1.0]]},{"id":"R0701","rule":"When size of the opening gap \u2264 0.43% (\u2248108 pts at 25,000) AND (price is above the CPR) AND 1-min ADX(14) > 14.1 at 11:00","T":"11:00","target":"price reaches the prior-day high after 11:00 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":62,"hit_tr":0.6613,"base_tr":0.1881,"lift_tr":3.515,"n_te":31,"hit_te":0.2903,"base_te":0.1128,"lift_te":2.573,"ci_te":[0.161,0.4659],"p_rand":0.017491254372813594,"p_perm_fw":0.009900990099009901,"p_te":0.005860875155668677,"q_bh_te":0.018801223271650014,"q_bh_te_fam":0.011449151466887648,"p_holm_te":1.0,"q_bh_tr":1.1126411734050858e-12,"p_holm_tr":8.622404451367904e-09,"p_tr":9.336543600185015e-16,"stable":true,"by_year":"2022:77/16(n13) 2023:59/18(n22) 2024:67/22(n27) 2025:33/12(n18) 2026:23/10(n13)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 11:00 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":62,"bt_tr_win":0.6451612903225806,"bt_tr_avg":4.713863612062959,"bt_tr_dd":464.27383239745393,"bt_te_n":31,"bt_te_win":0.4838709677419355,"bt_te_avg":-23.19902984885121,"bt_te_dd":730.8726914691814,"bt_te_gross":-12.48255483870995,"eq":true,"page":true,"conds":[["abs_gap_pct","<=",0.4333],["cpr_pos",">",0.5],["adx_14",">",14.106]]},{"id":"R0702","rule":"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","T":"11:00","target":"price reaches the prior-day high after 11:00 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.6452,"base_tr":0.1881,"lift_tr":3.43,"n_te":17,"hit_te":0.3529,"base_te":0.1128,"lift_te":3.128,"ci_te":[0.1731,0.587],"p_rand":0.04447776111944028,"p_perm_fw":0.009900990099009901,"p_te":0.008461683908380991,"q_bh_te":0.025306943873680997,"q_bh_te_fam":0.015403932316185831,"p_holm_te":1.0,"q_bh_tr":8.034593590300246e-06,"p_holm_tr":0.548966206528961,"p_tr":5.983914232356732e-08,"stable":true,"by_year":"2022:67/16(n9) 2023:70/18(n10) 2024:58/22(n12) 2025:50/12(n10) 2026:14/10(n7)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter long at 11:00 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.6129032258064516,"bt_tr_avg":-9.595794691793769,"bt_tr_dd":396.6524720379115,"bt_te_n":17,"bt_te_win":0.5882352941176471,"bt_te_avg":-13.587476350156127,"bt_te_dd":247.30199208629955,"bt_te_gross":-2.396364705882982,"eq":true,"page":true,"conds":[["vix_chg","<",0.0],["dir","==",1.0],["cpr_pos","==",1.0]]},{"id":"R0703","rule":"When range so far (high\u2212low since 09:15) \u2264 0.50% (\u2248125 pts at 25,000) AND opening-range size \u2264 0.35% (\u224888 pts at 25,000) AND price is above the CPR at 11:00","T":"11:00","target":"price reaches the prior-day high after 11:00 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.6364,"base_tr":0.1881,"lift_tr":3.383,"n_te":22,"hit_te":0.4545,"base_te":0.1128,"lift_te":4.028,"ci_te":[0.2692,0.6534],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":5.95031695654895e-05,"q_bh_te":0.000396144389162026,"q_bh_te_fam":0.00023964290208567006,"p_holm_te":0.04920912123065982,"q_bh_tr":5.532414493564792e-06,"p_holm_tr":0.3535160302256385,"p_tr":3.851555998655977e-08,"stable":true,"by_year":"2022:67/16(n3) 2023:50/18(n16) 2024:79/22(n14) 2025:54/12(n13) 2026:33/10(n9)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 11:00 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.6060606060606061,"bt_tr_avg":-2.0387232240294746,"bt_tr_dd":416.9476624094158,"bt_te_n":22,"bt_te_win":0.6818181818181818,"bt_te_avg":0.5748722939370032,"bt_te_dd":289.8275010986066,"bt_te_gross":11.407390909090198,"eq":true,"page":true,"conds":[["rng_pct","<=",0.4989],["or_rng_pct","<=",0.3526],["cpr_pos","==",1.0]]},{"id":"R0704","rule":"When price vs prior-day high \u2264 -1.03% (\u2248-257 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","T":"11:00","target":"price reaches the prior-day high after 11:00 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":86,"hit_tr":0.0,"base_tr":0.1881,"lift_tr":0.0,"n_te":48,"hit_te":0.0208,"base_te":0.1128,"lift_te":0.185,"ci_te":[0.0037,0.109],"p_rand":0.020989505247376312,"p_perm_fw":0.009900990099009901,"p_te":0.022681036822597818,"q_bh_te":0.05847736814738748,"q_bh_te_fam":0.03594730364336258,"p_holm_te":1.0,"q_bh_tr":4.840236105420115e-06,"p_holm_tr":0.30215434467141344,"p_tr":3.291417640758106e-08,"stable":true,"by_year":"2022:0/16(n36) 2023:0/18(n20) 2024:0/22(n30) 2025:0/12(n18) 2026:3/10(n30)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["dist_pdh_pct","<=",-1.0294],["prevret_pct","<",0.0],["vix_chg",">",0.0]]},{"id":"R0705","rule":"When size of the opening gap \u2265 0.35% (\u224887 pts at 25,000) AND prior day's close-to-close return is negative AND price is below the CPR at 11:00","T":"11:00","target":"price reaches the prior-day high after 11:00 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":77,"hit_tr":0.0,"base_tr":0.1881,"lift_tr":0.0,"n_te":37,"hit_te":0.0,"base_te":0.1128,"lift_te":0.0,"ci_te":[0.0,0.0941],"p_rand":0.005497251374312844,"p_perm_fw":0.0891089108910891,"p_te":0.011914169537030913,"q_bh_te":0.03399121813512647,"q_bh_te_fam":0.020806655083702535,"p_holm_te":1.0,"q_bh_tr":2.355004552141565e-05,"p_holm_tr":1.0,"p_tr":2.1475866821320114e-07,"stable":true,"by_year":"2022:0/16(n47) 2023:0/18(n15) 2024:0/22(n15) 2025:0/12(n15) 2026:0/10(n22)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["abs_gap_pct",">=",0.3474],["prevret_pct","<",0.0],["cpr_pos","==",-1.0]]},{"id":"R0706","rule":"When opening gap vs prior close \u2264 -0.23% (\u2248-58 pts at 25,000) AND price vs prior-day high \u2264 -1.03% (\u2248-257 pts at 25,000) AND price vs prior-day low \u2264 +0.37% (\u2248+94 pts at 25,000) at 11:00","T":"11:00","target":"price reaches the prior-day high after 11:00 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":76,"hit_tr":0.0,"base_tr":0.1881,"lift_tr":0.0,"n_te":47,"hit_te":0.0213,"base_te":0.1128,"lift_te":0.189,"ci_te":[0.0038,0.1111],"p_rand":0.031484257871064465,"p_perm_fw":0.12871287128712872,"p_te":0.025108244269226646,"q_bh_te":0.06290003461259872,"q_bh_te_fam":0.038749731313137185,"p_holm_te":1.0,"q_bh_tr":2.8048712046457142e-05,"p_holm_tr":1.0,"p_tr":2.6451982419674345e-07,"stable":true,"by_year":"2022:0/16(n43) 2023:0/18(n12) 2024:0/22(n21) 2025:0/12(n15) 2026:3/10(n32)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["gap_pct","<=",-0.2327],["dist_pdh_pct","<=",-1.0294],["dist_pdl_pct","<=",0.3745]]},{"id":"R0707","rule":"When size of the opening gap > 0.43% (\u2248108 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 +0.03% (\u2248+8 pts at 25,000) AND price vs prior-day high \u2264 -0.54% (\u2248-135 pts at 25,000) at 11:00","T":"11:00","target":"price reaches the prior-day high after 11:00 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":74,"hit_tr":0.0,"base_tr":0.1881,"lift_tr":0.0,"n_te":35,"hit_te":0.0571,"base_te":0.1128,"lift_te":0.506,"ci_te":[0.0158,0.1861],"p_rand":0.1679160419790105,"p_perm_fw":0.19801980198019803,"p_te":0.22824188188123362,"q_bh_te":0.39973172826767406,"q_bh_te_fam":0.2761444990661839,"p_holm_te":1.0,"q_bh_tr":3.971772319206097e-05,"p_holm_tr":1.0,"p_tr":4.013037998464959e-07,"stable":true,"by_year":"2022:0/16(n50) 2023:0/18(n9) 2024:0/22(n15) 2025:9/12(n11) 2026:4/10(n24)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":false,"conds":[["abs_gap_pct",">",0.4333],["ema9_21_pct","<=",0.0323],["dist_pdh_pct","<=",-0.5417]]},{"id":"R0708","rule":"When (price is below the CPR or price is inside the CPR) AND prior-day range \u2264 1.30% (\u2248326 pts at 25,000) AND size of the move from the open to 11:00 (either direction) > 0.31% (\u224877 pts at 25,000) at 11:00","T":"11:00","target":"price reaches the prior-day low after 11:00 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":33,"hit_tr":0.7879,"base_tr":0.1777,"lift_tr":4.434,"n_te":20,"hit_te":0.4,"base_te":0.1553,"lift_te":2.576,"ci_te":[0.2188,0.6134],"p_rand":0.07446276861569215,"p_perm_fw":0.009900990099009901,"p_te":0.007336559247922871,"q_bh_te":0.022424954682330286,"q_bh_te_fam":0.013651572271451418,"p_holm_te":1.0,"q_bh_tr":5.3985647376943155e-11,"p_holm_tr":6.575402535795812e-07,"p_tr":7.123426237126142e-14,"stable":true,"by_year":"2022:81/19(n16) 2023:70/20(n10) 2024:86/14(n7) 2025:42/15(n12) 2026:38/16(n8)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter short at 11:00 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.7878787878787878,"bt_tr_avg":32.59703904291844,"bt_tr_dd":225.48770327302267,"bt_te_n":20,"bt_te_win":0.5,"bt_te_avg":-2.6214145996212337,"bt_te_dd":293.50594022368153,"bt_te_gross":7.311240000000543,"eq":true,"page":true,"conds":[["cpr_pos","<=",0.5],["pdr_pct","<=",1.3036],["abs_mv_pct",">",0.3089]]},{"id":"R0709","rule":"When price vs prior-day low \u2264 +0.25% (\u2248+61 pts at 25,000) at 11:00","T":"11:00","target":"price reaches the prior-day low after 11:00 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":30,"hit_tr":0.7667,"base_tr":0.1777,"lift_tr":4.315,"n_te":20,"hit_te":0.65,"base_te":0.1553,"lift_te":4.185,"ci_te":[0.4329,0.8188],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":7.992718208269548e-07,"q_bh_te":1.0642359038956166e-05,"q_bh_te_fam":6.437970282825335e-06,"p_holm_te":0.0007193446387442593,"q_bh_tr":2.817247905775422e-09,"p_holm_tr":5.621463420797445e-05,"p_tr":6.0951319738266455e-12,"stable":true,"by_year":"2022:86/19(n7) 2023:67/20(n15) 2024:88/14(n8) 2025:60/15(n15) 2026:80/16(n5)","adds":null,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 11:00 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.7666666666666667,"bt_tr_avg":10.396582819198121,"bt_tr_dd":109.94559906308062,"bt_te_n":20,"bt_te_win":0.6,"bt_te_avg":-0.38952107307609046,"bt_te_dd":283.2120670930605,"bt_te_gross":9.330080000000454,"eq":true,"page":true,"conds":[["dist_pdl_pct","<=",0.2456]]},{"id":"R0710","rule":"When price vs prior-day low \u2264 +0.46% (\u2248+114 pts at 25,000) AND 1-min ADX(14) \u2264 33.1 AND 1-min ATR(14) as % of price > 0.0285 at 11:00","T":"11:00","target":"price reaches the prior-day low after 11:00 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":40,"hit_tr":0.75,"base_tr":0.1777,"lift_tr":4.221,"n_te":25,"hit_te":0.56,"base_te":0.1553,"lift_te":3.606,"ci_te":[0.3707,0.7333],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":3.808454985340681e-06,"q_bh_te":4.159346343540609e-05,"q_bh_te_fam":2.5161477880677757e-05,"p_holm_te":0.003366674207041162,"q_bh_tr":7.616486052134164e-12,"p_holm_tr":7.339195942307249e-08,"p_tr":7.948681784723569e-15,"stable":true,"by_year":"2022:75/19(n12) 2023:87/20(n15) 2024:62/14(n13) 2025:44/15(n16) 2026:78/16(n9)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 11:00 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":40,"bt_tr_win":0.725,"bt_tr_avg":18.556393643717932,"bt_tr_dd":272.43697804038584,"bt_te_n":25,"bt_te_win":0.64,"bt_te_avg":11.634499005562482,"bt_te_dd":229.47819417280124,"bt_te_gross":20.944216000000015,"eq":true,"page":true,"conds":[["dist_pdl_pct","<=",0.4557],["adx_14","<=",33.1461],["atr14_pct",">",0.0285]]},{"id":"R0711","rule":"When price vs session TWAP (time-weighted VWAP) \u2264 -0.04% (\u2248-9 pts at 25,000) AND price vs prior-day low \u2264 +0.37% (\u2248+94 pts at 25,000) AND price is below the CPR at 11:00","T":"11:00","target":"price reaches the prior-day low after 11:00 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.7188,"base_tr":0.1777,"lift_tr":4.045,"n_te":23,"hit_te":0.6957,"base_te":0.1553,"lift_te":4.479,"ci_te":[0.4913,0.844],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":9.308633758812955e-09,"q_bh_te":2.5133311148794976e-07,"q_bh_te_fam":1.5204101806061158e-07,"p_holm_te":8.722189832007739e-06,"q_bh_tr":2.016631142178142e-08,"p_holm_tr":0.0005334365419866848,"p_tr":5.7879421356833845e-11,"stable":true,"by_year":"2022:58/19(n12) 2023:75/20(n12) 2024:88/14(n8) 2025:60/15(n15) 2026:88/16(n8)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 11:00 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.71875,"bt_tr_avg":5.188022328806335,"bt_tr_dd":293.30822177601334,"bt_te_n":23,"bt_te_win":0.6956521739130435,"bt_te_avg":18.41235942494825,"bt_te_dd":123.19964474486306,"bt_te_gross":28.236930434782824,"eq":true,"page":true,"conds":[["dist_twap_pct","<=",-0.0377],["dist_pdl_pct","<=",0.3745],["cpr_pos","==",-1.0]]},{"id":"R0712","rule":"When (price is below the CPR) AND prior-day range \u2264 1.21% (\u2248302 pts at 25,000) at 11:00","T":"11:00","target":"price reaches the prior-day low after 11:00 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":42,"hit_tr":0.7143,"base_tr":0.1777,"lift_tr":4.02,"n_te":33,"hit_te":0.5758,"base_te":0.1553,"lift_te":3.707,"ci_te":[0.4081,0.7276],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":3.7861988529567925e-08,"q_bh_te":8.250631412926674e-07,"q_bh_te_fam":4.991122706585272e-07,"p_holm_te":3.5173787343968604e-05,"q_bh_tr":5.394142355682842e-11,"p_holm_tr":6.569478124069225e-07,"p_tr":7.11700728719105e-14,"stable":true,"by_year":"2022:82/19(n11) 2023:63/20(n19) 2024:75/14(n12) 2025:55/15(n20) 2026:62/16(n13)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 11:00 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":42,"bt_tr_win":0.7380952380952381,"bt_tr_avg":13.491168725971344,"bt_tr_dd":139.1941541297308,"bt_te_n":33,"bt_te_win":0.6060606060606061,"bt_te_avg":11.690369362679238,"bt_te_dd":223.7664233483888,"bt_te_gross":21.886393939394168,"eq":true,"page":true,"conds":[["cpr_pos","<=",-0.5],["pdr_pct","<=",1.2099]]},{"id":"R0713","rule":"When gap measured in the direction of the move so far \u2264 -0.16% (\u2248-39 pts at 25,000) AND price vs prior-day low \u2264 +0.37% (\u2248+94 pts at 25,000) at 11:00","T":"11:00","target":"price reaches the prior-day low after 11:00 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.6875,"base_tr":0.1777,"lift_tr":3.869,"n_te":19,"hit_te":0.5789,"base_te":0.1553,"lift_te":3.728,"ci_te":[0.3628,0.7686],"p_rand":0.0014992503748125937,"p_perm_fw":0.009900990099009901,"p_te":2.82018451479963e-05,"q_bh_te":0.00021019315875134476,"q_bh_te_fam":0.0001271538861582209,"p_holm_te":0.023774155459760884,"q_bh_tr":1.6112044802477125e-07,"p_holm_tr":0.005751293993836089,"p_tr":6.24662648781377e-10,"stable":true,"by_year":"2022:73/19(n11) 2023:62/20(n13) 2024:75/14(n8) 2025:58/15(n12) 2026:57/16(n7)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter short at 11:00 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.71875,"bt_tr_avg":11.375712747376042,"bt_tr_dd":191.995466632013,"bt_te_n":19,"bt_te_win":0.5789473684210527,"bt_te_avg":2.348844295514924,"bt_te_dd":397.0369324005482,"bt_te_gross":12.075673684210702,"eq":true,"page":true,"conds":[["gap_dir_pct","<=",-0.157],["dist_pdl_pct","<=",0.3745]]},{"id":"R0714","rule":"When gap measured in the direction of the move so far \u2264 -0.16% (\u2248-39 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is negative AND price is below the CPR at 11:00","T":"11:00","target":"price reaches the prior-day low after 11:00 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.6774,"base_tr":0.1777,"lift_tr":3.812,"n_te":10,"hit_te":0.8,"base_te":0.1553,"lift_te":5.151,"ci_te":[0.4902,0.9433],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.1317700787134658e-05,"q_bh_te":9.91500102292251e-05,"q_bh_te_fam":5.997963581767938e-05,"p_holm_te":0.00976717577929721,"q_bh_tr":5.196953915323017e-07,"p_holm_tr":0.022336748427680263,"p_tr":2.4279889865518594e-09,"stable":false,"by_year":"2022:64/19(n14) 2023:67/20(n9) 2024:75/14(n8) 2025:67/15(n6) 2026:100/16(n4)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter short at 11:00 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.8064516129032258,"bt_tr_avg":20.348530602940354,"bt_tr_dd":226.0127567481805,"bt_te_n":10,"bt_te_win":0.7,"bt_te_avg":33.66577469821173,"bt_te_dd":126.9102941014304,"bt_te_gross":43.990559999999824,"eq":false,"page":false,"conds":[["gap_dir_pct","<=",-0.157],["dist_twap_pct","<",0.0],["cpr_pos","==",-1.0]]},{"id":"R0715","rule":"When price vs prior-day low \u2264 +0.37% (\u2248+94 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is negative AND 1-min Supertrend is down at 11:00","T":"11:00","target":"price reaches the prior-day low after 11:00 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.6667,"base_tr":0.1777,"lift_tr":3.752,"n_te":32,"hit_te":0.5625,"base_te":0.1553,"lift_te":3.622,"ci_te":[0.3933,0.7183],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.4141796179710228e-07,"q_bh_te":2.4588143152259647e-06,"q_bh_te_fam":1.487430882050275e-06,"p_holm_te":0.0001298216889297399,"q_bh_tr":1.6440205645939134e-06,"p_holm_tr":0.08550065617859665,"p_tr":9.30308625925083e-09,"stable":true,"by_year":"2022:38/19(n8) 2023:77/20(n13) 2024:78/14(n9) 2025:46/15(n22) 2026:80/16(n10)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 11:00 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.7,"bt_tr_avg":6.37439531825922,"bt_tr_dd":293.92617949794567,"bt_te_n":32,"bt_te_win":0.5625,"bt_te_avg":0.8574444363988603,"bt_te_dd":538.8371807154095,"bt_te_gross":10.447562500000231,"eq":true,"page":true,"conds":[["dist_pdl_pct","<=",0.3745],["dist_twap_pct","<",0.0],["supertrend_dir","==",-1.0]]},{"id":"R0716","rule":"When price is above the prior-day high AND expiry is 3+ trading days away at 11:00","T":"11:00","target":"price reaches the prior-day low after 11:00 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":82,"hit_tr":0.0,"base_tr":0.1777,"lift_tr":0.0,"n_te":47,"hit_te":0.0638,"base_te":0.1553,"lift_te":0.411,"ci_te":[0.0219,0.1716],"p_rand":0.12543728135932034,"p_perm_fw":0.0891089108910891,"p_te":0.05273957372533154,"q_bh_te":0.12033536540146071,"q_bh_te_fam":0.07545223686251812,"p_holm_te":1.0,"q_bh_tr":2.364902562365097e-05,"p_holm_tr":1.0,"p_tr":2.1583527858165049e-07,"stable":true,"by_year":"2022:0/19(n26) 2023:0/20(n25) 2024:0/14(n31) 2025:3/15(n30) 2026:12/16(n17)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":false,"conds":[["pd_pos","==",1.0],["dte_cat","==",3.0]]},{"id":"R0717","rule":"When move from the open to 11:00 \u2265 +0.24% (\u2248+61 pts at 25,000) AND price is above the CPR AND it is not expiry day at 11:00","T":"11:00","target":"price reaches the prior-day low after 11:00 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":79,"hit_tr":0.0,"base_tr":0.1777,"lift_tr":0.0,"n_te":60,"hit_te":0.0333,"base_te":0.1553,"lift_te":0.215,"ci_te":[0.0092,0.1136],"p_rand":0.05297351324337831,"p_perm_fw":0.19801980198019803,"p_te":0.0028744978272920597,"q_bh_te":0.01027210252988192,"q_bh_te_fam":0.006260017490547152,"p_holm_te":1.0,"q_bh_tr":3.8645149716007095e-05,"p_holm_tr":1.0,"p_tr":3.88158672830368e-07,"stable":true,"by_year":"2022:0/19(n29) 2023:0/20(n24) 2024:0/14(n26) 2025:3/15(n35) 2026:4/16(n25)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["mv_pct",">=",0.2441],["cpr_pos","==",1.0],["is_expiry","==",0.0]]},{"id":"R0718","rule":"When prior day's close-to-close return \u2265 +0.25% (\u2248+62 pts at 25,000) AND India VIX change on the prior day (%) \u2264 -1.33 AND price is above the prior-day high at 11:00","T":"11:00","target":"price reaches the prior-day low after 11:00 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":78,"hit_tr":0.0,"base_tr":0.1777,"lift_tr":0.0,"n_te":41,"hit_te":0.0488,"base_te":0.1553,"lift_te":0.314,"ci_te":[0.0135,0.1614],"p_rand":0.1184407796101949,"p_perm_fw":0.25742574257425743,"p_te":0.035820139627799535,"q_bh_te":0.0863949769682907,"q_bh_te_fam":0.053457467261792194,"p_holm_te":1.0,"q_bh_tr":4.553688274014342e-05,"p_holm_tr":1.0,"p_tr":4.720321524957229e-07,"stable":true,"by_year":"2022:0/19(n35) 2023:0/20(n23) 2024:0/14(n20) 2025:0/15(n22) 2026:10/16(n19)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":false,"conds":[["prevret_pct",">=",0.2487],["vix_chg","<=",-1.3269],["pd_pos","==",1.0]]},{"id":"R0719","rule":"When price vs prior-day high \u2265 -0.17% (\u2248-42 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","T":"11:00","target":"price reaches the prior-day low after 11:00 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":77,"hit_tr":0.0,"base_tr":0.1777,"lift_tr":0.0,"n_te":39,"hit_te":0.0,"base_te":0.1553,"lift_te":0.0,"ci_te":[0.0,0.0897],"p_rand":0.015492253873063468,"p_perm_fw":0.27722772277227725,"p_te":0.0013846388440560094,"q_bh_te":0.005515856378780496,"q_bh_te_fam":0.003350484116481208,"p_holm_te":1.0,"q_bh_tr":5.35024280475416e-05,"p_holm_tr":1.0,"p_tr":5.740290468457962e-07,"stable":true,"by_year":"2022:0/19(n21) 2023:0/20(n31) 2024:0/14(n25) 2025:0/15(n22) 2026:0/16(n17)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["dist_pdh_pct",">=",-0.1682],["vix_chg","<",0.0],["or_state","==",1.0]]},{"id":"R0720","rule":"When opening gap vs prior close \u2264 +0.04% (\u2248+9 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2265 1.04% (\u2248260 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 at 13:00","T":"13:00","target":"price 30 min after 13:00 is further in the move's direction than at 13:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8333,"base_tr":0.5088,"lift_tr":1.638,"n_te":19,"hit_te":0.4211,"base_te":0.4989,"lift_te":0.844,"ci_te":[0.2314,0.6372],"p_rand":0.8065967016491754,"p_perm_fw":1.0,"p_te":0.8177192287911259,"q_bh_te":0.9350859886882052,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0113285320426002,"p_holm_tr":1.0,"p_tr":0.00046418714307190184,"stable":false,"by_year":"2022:77/45(n13) 2023:80/50(n5) 2024:92/58(n12) 2025:60/49(n5) 2026:36/51(n14)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":30,"bt_tr_win":0.5333333333333333,"bt_tr_avg":11.340221560204924,"bt_tr_dd":103.1511639077541,"bt_te_n":19,"bt_te_win":0.42105263157894735,"bt_te_avg":-11.114016095496277,"bt_te_dd":344.09879066681646,"bt_te_gross":-0.8631578947373016,"eq":false,"page":false,"conds":[["gap_pct","<=",0.0365],["rng_pct",">=",1.04],["vix_chg",">=",0.7733]]},{"id":"R0721","rule":"When size of the opening gap \u2264 0.11% (\u224828 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","T":"13:00","target":"price 30 min after 13:00 is further in the move's direction than at 13:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.8182,"base_tr":0.5088,"lift_tr":1.608,"n_te":26,"hit_te":0.3846,"base_te":0.4989,"lift_te":0.771,"ci_te":[0.2243,0.5747],"p_rand":0.8735632183908046,"p_perm_fw":1.0,"p_te":0.9138638316808382,"q_bh_te":0.9814389832816433,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.011476246004585371,"p_holm_tr":1.0,"p_tr":0.00047153971890604584,"stable":false,"by_year":"2022:88/45(n8) 2023:71/50(n7) 2024:83/58(n18) 2025:37/49(n19) 2026:43/51(n7)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":33,"bt_tr_win":0.5757575757575758,"bt_tr_avg":4.39608936718777,"bt_tr_dd":125.38037312229855,"bt_te_n":26,"bt_te_win":0.38461538461538464,"bt_te_avg":-12.61546580782732,"bt_te_dd":365.07503980977555,"bt_te_gross":-3.625,"eq":false,"page":false,"conds":[["abs_gap_pct","<=",0.1124],["vix_chg",">",0.0],["dir","==",1.0]]},{"id":"R0722","rule":"When 1-min ADX(14) \u2265 32 AND price vs session TWAP (time-weighted VWAP) is positive AND India VIX change on the prior day (%) is positive at 13:00","T":"13:00","target":"price 30 min after 13:00 is further in the move's direction than at 13:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.8182,"base_tr":0.5088,"lift_tr":1.608,"n_te":24,"hit_te":0.375,"base_te":0.4989,"lift_te":0.752,"ci_te":[0.2116,0.5729],"p_rand":0.8710644677661169,"p_perm_fw":1.0,"p_te":0.9225946884111262,"q_bh_te":0.9814389832816433,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.011476246004585371,"p_holm_tr":1.0,"p_tr":0.00047153971890604584,"stable":false,"by_year":"2022:80/45(n10) 2023:88/50(n8) 2024:80/58(n15) 2025:38/49(n13) 2026:36/51(n11)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":33,"bt_tr_win":0.5151515151515151,"bt_tr_avg":6.4831953955288535,"bt_tr_dd":73.93269705684854,"bt_te_n":24,"bt_te_win":0.3333333333333333,"bt_te_avg":-13.679297746393098,"bt_te_dd":425.3986835901656,"bt_te_gross":-3.4333333333336973,"eq":false,"page":false,"conds":[["adx_14",">=",32.0139],["dist_twap_pct",">",0.0],["vix_chg",">",0.0]]},{"id":"R0723","rule":"When opening-range size \u2264 0.35% (\u224888 pts at 25,000) AND 1-min Bollinger %B \u2264 0.157 AND the move from the open is UP at 13:00","T":"13:00","target":"price 30 min after 13:00 is further in the move's direction than at 13:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.8125,"base_tr":0.5088,"lift_tr":1.597,"n_te":7,"hit_te":0.2857,"base_te":0.4989,"lift_te":0.573,"ci_te":[0.0822,0.6411],"p_rand":0.9180409795102449,"p_perm_fw":1.0,"p_te":0.9367491509969073,"q_bh_te":0.9853243980443671,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.016532516780783137,"p_holm_tr":1.0,"p_tr":0.0007652912642393187,"stable":false,"by_year":"2022:60/45(n5) 2023:89/50(n9) 2024:83/58(n18) 2025:67/49(n3) 2026:0/51(n4)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":32,"bt_tr_win":0.5,"bt_tr_avg":3.030878660306455,"bt_tr_dd":97.59813675379854,"bt_te_n":7,"bt_te_win":0.14285714285714285,"bt_te_avg":-21.15971324907321,"bt_te_dd":148.11799274351247,"bt_te_gross":-9.778571428571013,"eq":false,"page":false,"conds":[["or_rng_pct","<=",0.3526],["bb_pctb","<=",0.1566],["dir","==",1.0]]},{"id":"R0724","rule":"When range so far (high\u2212low since 09:15) \u2265 1.04% (\u2248260 pts at 25,000) AND price vs prior-day high \u2264 -0.54% (\u2248-134 pts at 25,000) AND 1-min Supertrend is up at 13:00","T":"13:00","target":"price 30 min after 13:00 is further in the move's direction than at 13:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.8065,"base_tr":0.5088,"lift_tr":1.585,"n_te":18,"hit_te":0.4444,"base_te":0.4989,"lift_te":0.891,"ci_te":[0.2456,0.6628],"p_rand":0.751624187906047,"p_perm_fw":1.0,"p_te":0.7566065544888083,"q_bh_te":0.8925019065086428,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.023693174466000215,"p_holm_tr":1.0,"p_tr":0.0012343413971074083,"stable":false,"by_year":"2022:77/45(n13) 2023:60/50(n5) 2024:92/58(n13) 2025:38/49(n8) 2026:50/51(n10)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":31,"bt_tr_win":0.5483870967741935,"bt_tr_avg":5.504332022545094,"bt_tr_dd":145.04716304000175,"bt_te_n":18,"bt_te_win":0.4444444444444444,"bt_te_avg":-12.960444348539456,"bt_te_dd":356.23474899082083,"bt_te_gross":-3.425000000000283,"eq":false,"page":false,"conds":[["rng_pct",">=",1.04],["dist_pdh_pct","<=",-0.5355],["supertrend_dir","==",1.0]]},{"id":"R0725","rule":"When CPR width \u2265 0.20% (\u224851 pts at 25,000) AND 1-min RSI(14) \u2265 52.7 AND 1-min ADX(14) \u2265 32 at 13:00","T":"13:00","target":"price 30 min after 13:00 is further in the move's direction than at 13:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8,"base_tr":0.5088,"lift_tr":1.572,"n_te":19,"hit_te":0.4211,"base_te":0.4989,"lift_te":0.844,"ci_te":[0.2314,0.6372],"p_rand":0.7941029485257372,"p_perm_fw":1.0,"p_te":0.8177192287911259,"q_bh_te":0.9350859886882052,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.03362487079448134,"p_holm_tr":1.0,"p_tr":0.001977725572393445,"stable":false,"by_year":"2022:80/45(n15) 2023:83/50(n6) 2024:78/58(n9) 2025:56/49(n9) 2026:30/51(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":30,"bt_tr_win":0.5333333333333333,"bt_tr_avg":14.602584108041777,"bt_tr_dd":73.93269705684854,"bt_te_n":19,"bt_te_win":0.3684210526315789,"bt_te_avg":-11.176123118138905,"bt_te_dd":237.4023772681073,"bt_te_gross":-0.4184210526316172,"eq":false,"page":false,"conds":[["cpr_width_pct",">=",0.2031],["rsi_14",">=",52.7376],["adx_14",">=",32.0139]]},{"id":"R0726","rule":"When India VIX (prior day's close) \u2264 14.1 AND India VIX (prior day's close) > 13.6 AND opening-range size \u2264 0.53% (\u2248133 pts at 25,000) at 13:00","T":"13:00","target":"price 30 min after 13:00 is further in the move's direction than at 13:00","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":57,"hit_tr":0.7895,"base_tr":0.5088,"lift_tr":1.552,"n_te":18,"hit_te":0.6667,"base_te":0.4989,"lift_te":1.336,"ci_te":[0.4375,0.8372],"p_rand":0.10644677661169415,"p_perm_fw":1.0,"p_te":0.1170175248769416,"q_bh_te":0.2350263348850704,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0011054983520882372,"p_holm_tr":1.0,"p_tr":2.3599369400402633e-05,"stable":true,"by_year":"2022:56/45(n9) 2023:71/50(n14) 2024:88/58(n34) 2025:57/49(n14) 2026:100/51(n4)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":57,"bt_tr_win":0.5789473684210527,"bt_tr_avg":7.584088720891457,"bt_tr_dd":60.50876251160146,"bt_te_n":18,"bt_te_win":0.5555555555555556,"bt_te_avg":2.4106642820507123,"bt_te_dd":109.29123657334789,"bt_te_gross":11.256633333333916,"eq":false,"page":false,"conds":[["vix_prev","<=",14.13],["vix_prev",">",13.615],["or_rng_pct","<=",0.5336]]},{"id":"R0727","rule":"When move from the open to 13:00 \u2265 +0.06% (\u2248+16 pts at 25,000) AND size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2265 0.79% (\u2248198 pts at 25,000) at 13:00","T":"13:00","target":"price 30 min after 13:00 is further in the move's direction than at 13:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":34,"hit_tr":0.7941,"base_tr":0.5088,"lift_tr":1.561,"n_te":37,"hit_te":0.5676,"base_te":0.4989,"lift_te":1.138,"ci_te":[0.4091,0.7133],"p_rand":0.12743628185907047,"p_perm_fw":1.0,"p_te":0.25122693673270385,"q_bh_te":0.4321992610693596,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.022855453068028008,"p_holm_tr":1.0,"p_tr":0.001176200865472002,"stable":true,"by_year":"2022:80/45(n10) 2023:60/50(n5) 2024:84/58(n19) 2025:59/49(n22) 2026:53/51(n15)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":34,"bt_tr_win":0.5882352941176471,"bt_tr_avg":3.8938041909351333,"bt_tr_dd":118.8917923102978,"bt_te_n":37,"bt_te_win":0.4594594594594595,"bt_te_avg":-4.667429765848683,"bt_te_dd":294.1915142815346,"bt_te_gross":5.0716702702702605,"eq":false,"page":false,"conds":[["mv_pct",">=",0.0637],["abs_gap_pct","<=",0.2212],["rng_pct",">=",0.7939]]},{"id":"R0728","rule":"When India VIX change on the prior day (%) > -3.25 AND size of the opening gap > 1.08% (\u2248270 pts at 25,000) AND 1-min Bollinger %B > -0.199 at 13:00","T":"13:00","target":"price 30 min after 13:00 is further in the move's direction than at 13:00","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":31,"hit_tr":0.129,"base_tr":0.5088,"lift_tr":0.254,"n_te":17,"hit_te":0.7059,"base_te":0.4989,"lift_te":1.415,"ci_te":[0.4687,0.8672],"p_rand":0.9810094952523738,"p_perm_fw":1.0,"p_te":0.9760119560902778,"q_bh_te":0.9992166154187662,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0010595499554699364,"p_holm_tr":1.0,"p_tr":2.237689356423854e-05,"stable":false,"by_year":"2022:17/45(n23) 2023:0/50(n2) 2024:0/58(n6) 2025:80/49(n5) 2026:67/51(n12)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":31,"bt_tr_win":0.7096774193548387,"bt_tr_avg":19.27280224476155,"bt_tr_dd":43.78910585059964,"bt_te_n":17,"bt_te_win":0.23529411764705882,"bt_te_avg":-20.700903118594958,"bt_te_dd":374.14397244516266,"bt_te_gross":-11.023529411764791,"eq":false,"page":false,"conds":[["vix_chg",">",-3.2539],["abs_gap_pct",">",1.0795],["bb_pctb",">",-0.1986]]},{"id":"R0729","rule":"When opening gap vs prior close \u2265 +0.21% (\u2248+53 pts at 25,000) AND 1-min Bollinger %B \u2265 0.815 AND price has already touched the prior-day high at 13:00","T":"13:00","target":"price 30 min after 13:00 is further in the move's direction than at 13:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":36,"hit_tr":0.1389,"base_tr":0.5088,"lift_tr":0.273,"n_te":21,"hit_te":0.7619,"base_te":0.4989,"lift_te":1.527,"ci_te":[0.5491,0.8937],"p_rand":0.9970014992503748,"p_perm_fw":0.9900990099009901,"p_te":0.9965103256587393,"q_bh_te":1.0,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0004661244096159244,"p_holm_tr":1.0,"p_tr":8.059431995578441e-06,"stable":false,"by_year":"2022:19/45(n16) 2023:17/50(n12) 2024:0/58(n8) 2025:78/49(n18) 2026:67/51(n3)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":36,"bt_tr_win":0.5555555555555556,"bt_tr_avg":7.841620238311121,"bt_tr_dd":43.14585003350075,"bt_te_n":21,"bt_te_win":0.09523809523809523,"bt_te_avg":-30.187594711403367,"bt_te_dd":633.9394889394706,"bt_te_gross":-21.07712380952424,"eq":false,"page":false,"conds":[["gap_pct",">=",0.2104],["bb_pctb",">=",0.815],["touched_pdh","==",1.0]]},{"id":"R0730","rule":"When India VIX (prior day's close) > 16.7 AND 1-min ADX(14) \u2264 40 AND India VIX (prior day's close) \u2264 18.1 at 13:00","T":"13:00","target":"price 30 min after 13:00 is further in the move's direction than at 13:00","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":40,"hit_tr":0.15,"base_tr":0.5088,"lift_tr":0.295,"n_te":23,"hit_te":0.4348,"base_te":0.4989,"lift_te":0.872,"ci_te":[0.2563,0.6319],"p_rand":0.34182908545727136,"p_perm_fw":0.900990099009901,"p_te":0.34286756411023855,"q_bh_te":0.544554366528026,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.00031976269893257877,"p_holm_tr":1.0,"p_tr":5.03224295660081e-06,"stable":false,"by_year":"2022:15/45(n34) 2023:0/50(n3) 2024:33/58(n3) 2025:50/49(n14) 2026:33/51(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":40,"bt_tr_win":0.7,"bt_tr_avg":11.775411751328402,"bt_tr_dd":103.83810466867665,"bt_te_n":23,"bt_te_win":0.2608695652173913,"bt_te_avg":0.9981039807453126,"bt_te_dd":123.14879651499524,"bt_te_gross":11.291304347825802,"eq":false,"page":false,"conds":[["vix_prev",">",16.735],["adx_14","<=",39.9632],["vix_prev","<=",18.055]]},{"id":"R0731","rule":"When India VIX (prior day's close) > 14.3 AND 1-min ADX(14) \u2264 14.8 AND price vs prior-day low > +0.33% (\u2248+83 pts at 25,000) at 13:00","T":"13:00","target":"price 30 min after 13:00 is further in the move's direction than at 13:00","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":33,"hit_tr":0.1515,"base_tr":0.5088,"lift_tr":0.298,"n_te":14,"hit_te":0.6429,"base_te":0.4989,"lift_te":1.289,"ci_te":[0.3876,0.8366],"p_rand":0.9425287356321839,"p_perm_fw":1.0,"p_te":0.9116010869567672,"q_bh_te":0.9814389832816433,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0018038607554011132,"p_holm_tr":1.0,"p_tr":4.355166677492571e-05,"stable":true,"by_year":"2022:18/45(n17) 2023:25/50(n4) 2024:8/58(n12) 2025:56/49(n9) 2026:80/51(n5)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":33,"bt_tr_win":0.5757575757575758,"bt_tr_avg":5.400477185293436,"bt_tr_dd":116.47111640812423,"bt_te_n":14,"bt_te_win":0.2857142857142857,"bt_te_avg":-20.269556777190505,"bt_te_dd":302.4655369891055,"bt_te_gross":-10.296428571428416,"eq":false,"page":false,"conds":[["vix_prev",">",14.34],["adx_14","<=",14.8148],["dist_pdl_pct",">",0.3334]]},{"id":"R0732","rule":"When India VIX change on the prior day (%) > 4.9 AND prior day's close-to-close return \u2264 -0.08% (\u2248-21 pts at 25,000) AND prior day's close-to-close return > -0.96% (\u2248-240 pts at 25,000) at 13:00","T":"13:00","target":"price 60 min after 13:00 is further in the move's direction than at 13:00","family":"direction (continuation / reversal)","method":"tree","dirn":"higher","n_tr":30,"hit_tr":0.9333,"base_tr":0.5347,"lift_tr":1.746,"n_te":19,"hit_te":0.4211,"base_te":0.5581,"lift_te":0.754,"ci_te":[0.2314,0.6372],"p_rand":0.9290354822588706,"p_perm_fw":0.8910891089108911,"p_te":0.9237472375261331,"q_bh_te":0.9814389832816433,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.00031677920659133014,"p_holm_tr":1.0,"p_tr":4.969182229507998e-06,"stable":false,"by_year":"2022:100/54(n7) 2023:88/49(n8) 2024:93/58(n15) 2025:46/57(n11) 2026:38/55(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":30,"bt_tr_win":0.8666666666666667,"bt_tr_avg":23.772670756083514,"bt_tr_dd":53.01174321819781,"bt_te_n":19,"bt_te_win":0.3684210526315789,"bt_te_avg":-20.19397022440843,"bt_te_dd":596.3071341048978,"bt_te_gross":-9.7470315789473,"eq":false,"page":false,"conds":[["vix_chg",">",4.9049],["prevret_pct","<=",-0.0829],["prevret_pct",">",-0.961]]},{"id":"R0733","rule":"When prior day's close-to-close return \u2264 +0.11% (\u2248+27 pts at 25,000) AND prior-day range \u2264 0.49% (\u2248121 pts at 25,000) AND opening-range size > 0.19% (\u224848 pts at 25,000) at 13:00","T":"13:00","target":"price 60 min after 13:00 is further in the move's direction than at 13:00","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":31,"hit_tr":0.871,"base_tr":0.5347,"lift_tr":1.629,"n_te":21,"hit_te":0.5238,"base_te":0.5581,"lift_te":0.939,"ci_te":[0.3237,0.7166],"p_rand":0.7076461769115442,"p_perm_fw":1.0,"p_te":0.7056026921553061,"q_bh_te":0.8601562839868578,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.004990175308483123,"p_holm_tr":1.0,"p_tr":0.00015938769169728442,"stable":false,"by_year":"2022:75/54(n4) 2023:86/49(n14) 2024:92/58(n13) 2025:50/57(n12) 2026:56/55(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":31,"bt_tr_win":0.6774193548387096,"bt_tr_avg":14.222419333041772,"bt_tr_dd":38.85058807020218,"bt_te_n":21,"bt_te_win":0.23809523809523808,"bt_te_avg":-12.430841195919433,"bt_te_dd":284.0686424989718,"bt_te_gross":-1.7166666666668053,"eq":false,"page":false,"conds":[["prevret_pct","<=",0.1098],["pdr_pct","<=",0.4851],["or_rng_pct",">",0.1927]]},{"id":"R0734","rule":"When size of the move from the open to 13:00 (either direction) > 0.07% (\u224817 pts at 25,000) AND India VIX change on the prior day (%) > 7.08 at 13:00","T":"13:00","target":"price 60 min after 13:00 is further in the move's direction than at 13:00","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":43,"hit_tr":0.814,"base_tr":0.5347,"lift_tr":1.522,"n_te":32,"hit_te":0.5625,"base_te":0.5581,"lift_te":1.008,"ci_te":[0.3933,0.7183],"p_rand":0.5032483758120939,"p_perm_fw":1.0,"p_te":0.5533927014406581,"q_bh_te":0.7554743058993254,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0072048712417217995,"p_holm_tr":1.0,"p_tr":0.00025671494730032825,"stable":true,"by_year":"2022:75/54(n16) 2023:91/49(n11) 2024:81/58(n16) 2025:44/57(n9) 2026:61/55(n23)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":43,"bt_tr_win":0.7441860465116279,"bt_tr_avg":19.920208046528288,"bt_tr_dd":120.49826507911953,"bt_te_n":32,"bt_te_win":0.4375,"bt_te_avg":-15.964162729713383,"bt_te_dd":541.4384004349267,"bt_te_gross":-5.493831249999744,"eq":false,"page":false,"conds":[["abs_mv_pct",">",0.0676],["vix_chg",">",7.0809]]},{"id":"R0735","rule":"When position in today's range so far (0 = at low, 1 = at high) \u2264 0.396 AND India VIX change on the prior day (%) \u2265 3.36 AND the day opened inside the prior-day range at 13:00","T":"13:00","target":"price 60 min after 13:00 is further in the move's direction than at 13:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.8182,"base_tr":0.5347,"lift_tr":1.53,"n_te":23,"hit_te":0.6087,"base_te":0.5581,"lift_te":1.091,"ci_te":[0.4079,0.7784],"p_rand":0.4302848575712144,"p_perm_fw":1.0,"p_te":0.3935323892545201,"q_bh_te":0.6062020322589438,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.025143810626716435,"p_holm_tr":1.0,"p_tr":0.0013358263768802853,"stable":false,"by_year":"2022:50/54(n10) 2023:100/49(n8) 2024:93/58(n15) 2025:71/57(n14) 2026:44/55(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":33,"bt_tr_win":0.6363636363636364,"bt_tr_avg":19.904247753166104,"bt_tr_dd":110.00671070312714,"bt_te_n":23,"bt_te_win":0.4782608695652174,"bt_te_avg":-9.511179415393544,"bt_te_dd":341.55597075045364,"bt_te_gross":1.0647043478262355,"eq":false,"page":false,"conds":[["pos_rng","<=",0.3962],["vix_chg",">=",3.3595],["open_vs_pd","==",0.0]]},{"id":"R0736","rule":"When prior-day range \u2265 0.99% (\u2248247 pts at 25,000) AND prior day's close-to-close return is negative AND it is Tuesday at 13:00","T":"13:00","target":"price 60 min after 13:00 is further in the move's direction than at 13:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.8125,"base_tr":0.5347,"lift_tr":1.52,"n_te":13,"hit_te":0.4615,"base_te":0.5581,"lift_te":0.827,"ci_te":[0.2321,0.7086],"p_rand":0.8310844577711144,"p_perm_fw":1.0,"p_te":0.8364819793023841,"q_bh_te":0.945419167304555,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.03468600222363457,"p_holm_tr":1.0,"p_tr":0.002065548246536346,"stable":true,"by_year":"2022:80/54(n15) 2023:80/49(n5) 2024:83/58(n12) 2025:50/57(n6) 2026:43/55(n7)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":32,"bt_tr_win":0.75,"bt_tr_avg":30.495902870409793,"bt_tr_dd":140.56376571494462,"bt_te_n":13,"bt_te_win":0.3076923076923077,"bt_te_avg":-9.198864885857349,"bt_te_dd":265.9375759268528,"bt_te_gross":0.9253692307689702,"eq":false,"page":false,"conds":[["pdr_pct",">=",0.9892],["prevret_pct","<",0.0],["dow","==",1.0]]},{"id":"R0737","rule":"When prior day's close-to-close return \u2264 -0.10% (\u2248-25 pts at 25,000) AND 1-min ATR(14) as % of price \u2265 0.0333 AND it is Tuesday at 13:00","T":"13:00","target":"price 60 min after 13:00 is further in the move's direction than at 13:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.8125,"base_tr":0.5347,"lift_tr":1.52,"n_te":21,"hit_te":0.5714,"base_te":0.5581,"lift_te":1.024,"ci_te":[0.3655,0.7553],"p_rand":0.5387306346826587,"p_perm_fw":1.0,"p_te":0.5417270287105388,"q_bh_te":0.7437269377212481,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.03468600222363457,"p_holm_tr":1.0,"p_tr":0.002065548246536346,"stable":false,"by_year":"2022:69/54(n16) 2023:75/49(n4) 2024:100/58(n12) 2025:50/57(n12) 2026:67/55(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":32,"bt_tr_win":0.78125,"bt_tr_avg":31.40727263136882,"bt_tr_dd":214.08922905776407,"bt_te_n":21,"bt_te_win":0.42857142857142855,"bt_te_avg":-14.11275095552231,"bt_te_dd":393.2351464358773,"bt_te_gross":-4.042895238095385,"eq":false,"page":false,"conds":[["prevret_pct","<=",-0.1019],["atr14_pct",">=",0.0333],["dow","==",1.0]]},{"id":"R0738","rule":"When size of the opening gap \u2264 0.11% (\u224828 pts at 25,000) AND price vs prior-day high \u2265 -0.16% (\u2248-40 pts at 25,000) AND the day opened inside the prior-day range at 13:00","T":"13:00","target":"price 60 min after 13:00 is further in the move's direction than at 13:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":41,"hit_tr":0.8049,"base_tr":0.5347,"lift_tr":1.505,"n_te":45,"hit_te":0.3556,"base_te":0.5581,"lift_te":0.637,"ci_te":[0.2322,0.5016],"p_rand":0.9995002498750625,"p_perm_fw":1.0,"p_te":0.9980280929999572,"q_bh_te":1.0,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.013835039979791143,"p_holm_tr":1.0,"p_tr":0.0006023469312859105,"stable":false,"by_year":"2022:71/54(n7) 2023:87/49(n15) 2024:79/58(n19) 2025:41/57(n32) 2026:23/55(n13)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":41,"bt_tr_win":0.5609756097560976,"bt_tr_avg":5.398264506761988,"bt_tr_dd":126.9433380692534,"bt_te_n":45,"bt_te_win":0.24444444444444444,"bt_te_avg":-25.902742449493527,"bt_te_dd":1226.6410035961746,"bt_te_gross":-15.967897777777802,"eq":false,"page":false,"conds":[["abs_gap_pct","<=",0.1124],["dist_pdh_pct",">=",-0.1616],["open_vs_pd","==",0.0]]},{"id":"R0739","rule":"When prior-day range \u2265 0.99% (\u2248247 pts at 25,000) AND India VIX change on the prior day (%) \u2265 3.36 AND price is below the CPR at 13:00","T":"13:00","target":"price 60 min after 13:00 is further in the move's direction than at 13:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":41,"hit_tr":0.8049,"base_tr":0.5347,"lift_tr":1.505,"n_te":18,"hit_te":0.6111,"base_te":0.5581,"lift_te":1.095,"ci_te":[0.3862,0.797],"p_rand":0.40879560219890054,"p_perm_fw":1.0,"p_te":0.41853519934143346,"q_bh_te":0.6287731279132509,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.013835039979791143,"p_holm_tr":1.0,"p_tr":0.0006023469312859105,"stable":true,"by_year":"2022:65/54(n17) 2023:88/49(n8) 2024:94/58(n16) 2025:67/57(n6) 2026:58/55(n12)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":41,"bt_tr_win":0.6829268292682927,"bt_tr_avg":17.418431142253244,"bt_tr_dd":161.26819655862647,"bt_te_n":18,"bt_te_win":0.5,"bt_te_avg":0.26230714973088926,"bt_te_dd":271.8748543732337,"bt_te_gross":9.811111111111233,"eq":false,"page":false,"conds":[["pdr_pct",">=",0.9892],["vix_chg",">=",3.3595],["cpr_pos","==",-1.0]]},{"id":"R0740","rule":"When move from the open to 13:00 \u2264 -0.02% (\u2248-5 pts at 25,000) AND move from the open to 13:00 > -0.24% (\u2248-60 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) \u2264 -0.11% (\u2248-28 pts at 25,000) at 13:00","T":"13:00","target":"price 60 min after 13:00 is further in the move's direction than at 13:00","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":41,"hit_tr":0.2195,"base_tr":0.5347,"lift_tr":0.411,"n_te":19,"hit_te":0.4211,"base_te":0.5581,"lift_te":0.754,"ci_te":[0.2314,0.6372],"p_rand":0.14792603698150925,"p_perm_fw":1.0,"p_te":0.16552988811086752,"q_bh_te":0.31424814696047504,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0027881920081260555,"p_holm_tr":1.0,"p_tr":7.562071226726939e-05,"stable":true,"by_year":"2022:21/54(n14) 2023:23/49(n13) 2024:21/58(n14) 2025:43/57(n7) 2026:42/55(n12)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":41,"bt_tr_win":0.6097560975609756,"bt_tr_avg":9.597819676322851,"bt_tr_dd":227.66910714286382,"bt_te_n":19,"bt_te_win":0.2631578947368421,"bt_te_avg":-23.279876697842955,"bt_te_dd":488.6827541930103,"bt_te_gross":-12.091484210526495,"eq":false,"page":false,"conds":[["mv_pct","<=",-0.0216],["mv_pct",">",-0.2383],["dist_twap_pct","<=",-0.1128]]},{"id":"R0741","rule":"When India VIX change on the prior day (%) \u2264 -2.36 AND distance from TWAP in the move's direction \u2264 +0.03% (\u2248+9 pts at 25,000) AND India VIX change on the prior day (%) > -6.21 at 13:00","T":"13:00","target":"price 60 min after 13:00 is further in the move's direction than at 13:00","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":41,"hit_tr":0.2195,"base_tr":0.5347,"lift_tr":0.411,"n_te":25,"hit_te":0.6,"base_te":0.5581,"lift_te":1.075,"ci_te":[0.4074,0.766],"p_rand":0.7346326836581709,"p_perm_fw":1.0,"p_te":0.7313938141452705,"q_bh_te":0.8740149541073053,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0027881920081260555,"p_holm_tr":1.0,"p_tr":7.562071226726939e-05,"stable":false,"by_year":"2022:0/54(n11) 2023:20/49(n15) 2024:40/58(n15) 2025:50/57(n14) 2026:73/55(n11)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":41,"bt_tr_win":0.6097560975609756,"bt_tr_avg":6.644195509019777,"bt_tr_dd":72.57185684009636,"bt_te_n":25,"bt_te_win":0.28,"bt_te_avg":2.7222694415177675,"bt_te_dd":218.7491412847715,"bt_te_gross":12.930568000000495,"eq":false,"page":false,"conds":[["vix_chg","<=",-2.364],["twap_dir_pct","<=",0.0341],["vix_chg",">",-6.212]]},{"id":"R0742","rule":"When size of the move from the open to 13:00 (either direction) \u2264 0.11% (\u224828 pts at 25,000) AND CPR width \u2264 0.06% (\u224816 pts at 25,000) AND it is not expiry day at 13:00","T":"13:00","target":"price 60 min after 13:00 is further in the move's direction than at 13:00","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":32,"hit_tr":0.2188,"base_tr":0.5347,"lift_tr":0.409,"n_te":18,"hit_te":0.5556,"base_te":0.5581,"lift_te":0.995,"ci_te":[0.3372,0.7544],"p_rand":0.5872063968015993,"p_perm_fw":1.0,"p_te":0.5814648006585665,"q_bh_te":0.7784900636916345,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.012646939955387971,"p_holm_tr":1.0,"p_tr":0.0005346873061131731,"stable":true,"by_year":"2022:0/54(n3) 2023:33/49(n15) 2024:14/58(n14) 2025:44/57(n9) 2026:67/55(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":32,"bt_tr_win":0.53125,"bt_tr_avg":7.868120648337683,"bt_tr_dd":42.38972660060364,"bt_te_n":18,"bt_te_win":0.3333333333333333,"bt_te_avg":-0.49214863533171216,"bt_te_dd":137.52200272302278,"bt_te_gross":11.377777777778546,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.1119],["cpr_width_pct","<=",0.0624],["is_expiry","==",0.0]]},{"id":"R0743","rule":"When range so far (high\u2212low since 09:15) > 0.42% (\u2248104 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 0.47% (\u2248117 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0267 at 13:00","T":"13:00","target":"price 60 min after 13:00 is further in the move's direction than at 13:00","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":32,"hit_tr":0.2188,"base_tr":0.5347,"lift_tr":0.409,"n_te":22,"hit_te":0.5909,"base_te":0.5581,"lift_te":1.059,"ci_te":[0.3873,0.7674],"p_rand":0.7056471764117941,"p_perm_fw":1.0,"p_te":0.6973709900063583,"q_bh_te":0.8595556585989043,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.012646939955387971,"p_holm_tr":1.0,"p_tr":0.0005346873061131731,"stable":false,"by_year":"2022:0/54(n5) 2023:25/49(n20) 2024:29/58(n7) 2025:46/57(n11) 2026:73/55(n11)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at +60 min","bt_tr_n":32,"bt_tr_win":0.5625,"bt_tr_avg":2.056055447671829,"bt_tr_dd":50.500184101507266,"bt_te_n":22,"bt_te_win":0.3181818181818182,"bt_te_avg":-8.65775941630232,"bt_te_dd":201.40872751525313,"bt_te_gross":2.202272727273091,"eq":false,"page":false,"conds":[["rng_pct",">",0.4164],["rng_pct","<=",0.4683],["atr14_pct","<=",0.0267]]},{"id":"R0744","rule":"When (it is Thursday or it is Friday) AND 1-min ATR(14) as % of price \u2264 0.0222 at 13:00","T":"13:00","target":"the close is further in the move's direction than the 13:00 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":31,"hit_tr":0.8387,"base_tr":0.5224,"lift_tr":1.605,"n_te":18,"hit_te":0.5,"base_te":0.5239,"lift_te":0.954,"ci_te":[0.2903,0.7097],"p_rand":0.7081459270364817,"p_perm_fw":1.0,"p_te":0.6702074444544264,"q_bh_te":0.8455755988999757,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.01177535191024499,"p_holm_tr":1.0,"p_tr":0.00048781070802592747,"stable":true,"by_year":"2022:75/56(n8) 2023:94/50(n16) 2024:71/51(n7) 2025:58/55(n12) 2026:33/49(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.7419354838709677,"bt_tr_avg":23.277020708026246,"bt_tr_dd":156.5737291928728,"bt_te_n":18,"bt_te_win":0.5,"bt_te_avg":-1.758547374694808,"bt_te_dd":308.2190058792725,"bt_te_gross":8.145422222221896,"eq":false,"page":false,"conds":[["dow",">",2.5],["atr14_pct","<=",0.0222]]},{"id":"R0745","rule":"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","T":"13:00","target":"the close is further in the move's direction than the 13:00 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":45,"hit_tr":0.8222,"base_tr":0.5224,"lift_tr":1.574,"n_te":26,"hit_te":0.5,"base_te":0.5239,"lift_te":0.954,"ci_te":[0.3206,0.6794],"p_rand":0.6381809095452274,"p_perm_fw":1.0,"p_te":0.6707189164114005,"q_bh_te":0.8455755988999757,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0021834557242411436,"p_holm_tr":1.0,"p_tr":5.532916953695478e-05,"stable":false,"by_year":"2022:80/56(n15) 2023:100/50(n9) 2024:76/51(n21) 2025:30/55(n10) 2026:62/49(n16)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":45,"bt_tr_win":0.7555555555555555,"bt_tr_avg":51.2861591398599,"bt_tr_dd":171.3882443203015,"bt_te_n":26,"bt_te_win":0.38461538461538464,"bt_te_avg":-8.079649817144421,"bt_te_dd":251.37167500993553,"bt_te_gross":2.5036307692309774,"eq":false,"page":false,"conds":[["dow","<=",2.5],["vix_chg",">",5.3019],["bb_pctb",">",0.3002]]},{"id":"R0746","rule":"When distance from TWAP in the move's direction > +0.50% (\u2248+124 pts at 25,000) AND gap measured in the direction of the move so far > -0.97% (\u2248-243 pts at 25,000) AND 1-min RSI(14) > 23.6 at 13:00","T":"13:00","target":"the close is further in the move's direction than the 13:00 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":46,"hit_tr":0.8043,"base_tr":0.5224,"lift_tr":1.54,"n_te":23,"hit_te":0.5217,"base_te":0.5239,"lift_te":0.996,"ci_te":[0.3296,0.7076],"p_rand":0.5757121439280359,"p_perm_fw":1.0,"p_te":0.5917516125758205,"q_bh_te":0.7867909385897303,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.004514802055744679,"p_holm_tr":1.0,"p_tr":0.00013992421263186888,"stable":true,"by_year":"2022:83/56(n24) 2023:40/50(n5) 2024:88/51(n17) 2025:44/55(n9) 2026:57/49(n14)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":46,"bt_tr_win":0.6521739130434783,"bt_tr_avg":33.31525312620433,"bt_tr_dd":264.1840321745318,"bt_te_n":23,"bt_te_win":0.4782608695652174,"bt_te_avg":-6.484153308585917,"bt_te_dd":430.65828414736444,"bt_te_gross":4.563278260869518,"eq":false,"page":false,"conds":[["twap_dir_pct",">",0.4962],["gap_dir_pct",">",-0.9737],["rsi_14",">",23.6112]]},{"id":"R0747","rule":"When position in today's range so far (0 = at low, 1 = at high) \u2264 0.396 AND distance from TWAP in the move's direction \u2264 +0.08% (\u2248+19 pts at 25,000) AND India VIX change on the prior day (%) is positive at 13:00","T":"13:00","target":"the close is further in the move's direction than the 13:00 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":36,"hit_tr":0.8056,"base_tr":0.5224,"lift_tr":1.542,"n_te":30,"hit_te":0.7333,"base_te":0.5239,"lift_te":1.4,"ci_te":[0.5555,0.8582],"p_rand":0.015992003998001,"p_perm_fw":1.0,"p_te":0.01591804219595097,"q_bh_te":0.04383098304380834,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.017601907471731713,"p_holm_tr":1.0,"p_tr":0.0008309063621502319,"stable":true,"by_year":"2022:83/56(n12) 2023:73/50(n11) 2024:85/51(n13) 2025:81/55(n16) 2026:64/49(n14)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.7222222222222222,"bt_tr_avg":21.47991372154421,"bt_tr_dd":211.2002430716234,"bt_te_n":30,"bt_te_win":0.6,"bt_te_avg":26.44109011317219,"bt_te_dd":228.34306706881,"bt_te_gross":36.563013333333465,"eq":true,"page":true,"conds":[["pos_rng","<=",0.3962],["twap_dir_pct","<=",0.0768],["vix_chg",">",0.0]]},{"id":"R0748","rule":"When distance from TWAP in the move's direction \u2264 +0.08% (\u2248+19 pts at 25,000) AND prior day's close-to-close return \u2264 -0.54% (\u2248-134 pts at 25,000) AND price is inside the prior-day range at 13:00","T":"13:00","target":"the close is further in the move's direction than the 13:00 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.8065,"base_tr":0.5224,"lift_tr":1.544,"n_te":20,"hit_te":0.5,"base_te":0.5239,"lift_te":0.954,"ci_te":[0.2993,0.7007],"p_rand":0.6746626686656672,"p_perm_fw":1.0,"p_te":0.6698133793935289,"q_bh_te":0.8455755988999757,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.034488857501332744,"p_holm_tr":1.0,"p_tr":0.002048401495304556,"stable":true,"by_year":"2022:79/56(n14) 2023:88/50(n8) 2024:78/51(n9) 2025:58/55(n12) 2026:38/49(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.7741935483870968,"bt_tr_avg":36.198772314854104,"bt_tr_dd":236.72508616360878,"bt_te_n":20,"bt_te_win":0.4,"bt_te_avg":-9.23408761082932,"bt_te_dd":522.7940424495035,"bt_te_gross":0.5449299999994764,"eq":false,"page":false,"conds":[["twap_dir_pct","<=",0.0768],["prevret_pct","<=",-0.5369],["pd_pos","==",0.0]]},{"id":"R0749","rule":"When 1-min RSI(14) \u2264 47.1 AND India VIX change on the prior day (%) is negative AND it is weekly-expiry day at 13:00","T":"13:00","target":"the close is further in the move's direction than the 13:00 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.8065,"base_tr":0.5224,"lift_tr":1.544,"n_te":17,"hit_te":0.4706,"base_te":0.5239,"lift_te":0.898,"ci_te":[0.2616,0.6904],"p_rand":0.7391304347826086,"p_perm_fw":1.0,"p_te":0.7527559364123392,"q_bh_te":0.8895835616517173,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.034488857501332744,"p_holm_tr":1.0,"p_tr":0.002048401495304556,"stable":true,"by_year":"2022:64/56(n11) 2023:89/50(n9) 2024:91/51(n11) 2025:44/55(n9) 2026:50/49(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.7096774193548387,"bt_tr_avg":19.93877518183812,"bt_tr_dd":151.69803634653738,"bt_te_n":17,"bt_te_win":0.29411764705882354,"bt_te_avg":5.075294789054161,"bt_te_dd":293.65159975343164,"bt_te_gross":16.146847058823315,"eq":false,"page":false,"conds":[["rsi_14","<=",47.1103],["vix_chg","<",0.0],["dte_cat","==",0.0]]},{"id":"R0750","rule":"When move from the open to 13:00 \u2265 +0.06% (\u2248+16 pts at 25,000) AND distance from TWAP in the move's direction \u2264 +0.08% (\u2248+19 pts at 25,000) AND prior day's close-to-close return \u2264 -0.10% (\u2248-25 pts at 25,000) at 13:00","T":"13:00","target":"the close is further in the move's direction than the 13:00 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":35,"hit_tr":0.8,"base_tr":0.5224,"lift_tr":1.531,"n_te":35,"hit_te":0.6,"base_te":0.5239,"lift_te":1.145,"ci_te":[0.4357,0.7445],"p_rand":0.20389805097451275,"p_perm_fw":1.0,"p_te":0.2327398169927622,"q_bh_te":0.40541774572932765,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.024555105764173926,"p_holm_tr":1.0,"p_tr":0.001294436450729648,"stable":true,"by_year":"2022:80/56(n15) 2023:80/50(n10) 2024:80/51(n10) 2025:61/55(n18) 2026:59/49(n17)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":35,"bt_tr_win":0.7142857142857143,"bt_tr_avg":20.606397460279492,"bt_tr_dd":112.08518615301,"bt_te_n":35,"bt_te_win":0.42857142857142855,"bt_te_avg":-0.617835829818816,"bt_te_dd":496.2347406831453,"bt_te_gross":9.736354285714125,"eq":false,"page":false,"conds":[["mv_pct",">=",0.0637],["twap_dir_pct","<=",0.0768],["prevret_pct","<=",-0.1019]]},{"id":"R0751","rule":"When opening-range size \u2264 0.35% (\u224888 pts at 25,000) AND price vs prior-day high \u2265 -0.16% (\u2248-40 pts at 25,000) AND it is weekly-expiry day at 13:00","T":"13:00","target":"the close is further in the move's direction than the 13:00 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":35,"hit_tr":0.8,"base_tr":0.5224,"lift_tr":1.531,"n_te":13,"hit_te":0.3077,"base_te":0.5239,"lift_te":0.587,"ci_te":[0.1268,0.5763],"p_rand":0.9800099950024987,"p_perm_fw":1.0,"p_te":0.9683128138683165,"q_bh_te":0.9992166154187662,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.024555105764173926,"p_holm_tr":1.0,"p_tr":0.001294436450729648,"stable":true,"by_year":"2022:67/56(n9) 2023:80/50(n15) 2024:91/51(n11) 2025:44/55(n9) 2026:0/49(n4)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":35,"bt_tr_win":0.7142857142857143,"bt_tr_avg":11.987356829161762,"bt_tr_dd":153.53290086464511,"bt_te_n":13,"bt_te_win":0.23076923076923078,"bt_te_avg":-47.54346876004741,"bt_te_dd":618.0650938806164,"bt_te_gross":-37.70510769230728,"eq":false,"page":false,"conds":[["or_rng_pct","<=",0.3526],["dist_pdh_pct",">=",-0.1616],["dte_cat","==",0.0]]},{"id":"R0752","rule":"When India VIX change on the prior day (%) \u2264 -3.31 AND price is inside the prior-day range AND price has not touched the prior-day low yet at 13:00","T":"13:00","target":"the close is further in the move's direction than the 13:00 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":32,"hit_tr":0.1875,"base_tr":0.5224,"lift_tr":0.359,"n_te":29,"hit_te":0.5517,"base_te":0.5239,"lift_te":1.053,"ci_te":[0.3755,0.7159],"p_rand":0.7511244377811095,"p_perm_fw":1.0,"p_te":0.6851962645900453,"q_bh_te":0.8548274883616691,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.006088562350758881,"p_holm_tr":1.0,"p_tr":0.00020642053747555586,"stable":false,"by_year":"2022:25/56(n12) 2023:0/50(n7) 2024:23/51(n13) 2025:73/55(n15) 2026:36/49(n14)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.65625,"bt_tr_avg":16.750213068126044,"bt_tr_dd":117.79771203988537,"bt_te_n":29,"bt_te_win":0.3448275862068966,"bt_te_avg":-28.148544382798697,"bt_te_dd":816.307787101162,"bt_te_gross":-17.81642068965473,"eq":false,"page":false,"conds":[["vix_chg","<=",-3.3112],["pd_pos","==",0.0],["touched_pdl","==",0.0]]},{"id":"R0753","rule":"When 1-min ADX(14) > 29.7 AND India VIX (prior day's close) \u2264 15.2 AND 1-min Bollinger %B > 0.572 at 13:00","T":"13:00","target":"the close is further in the move's direction than the 13:00 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":34,"hit_tr":0.2059,"base_tr":0.5224,"lift_tr":0.394,"n_te":37,"hit_te":0.5135,"base_te":0.5239,"lift_te":0.98,"ci_te":[0.3589,0.6655],"p_rand":0.5602198900549725,"p_perm_fw":1.0,"p_te":0.5140101941306803,"q_bh_te":0.7226381299663237,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.008440096838793173,"p_holm_tr":1.0,"p_tr":0.0003151726400005738,"stable":true,"by_year":"2022:0/56(n1) 2023:29/50(n17) 2024:12/51(n16) 2025:55/55(n22) 2026:47/49(n15)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.7058823529411765,"bt_tr_avg":28.310598253097794,"bt_tr_dd":169.16238221577908,"bt_te_n":37,"bt_te_win":0.35135135135135137,"bt_te_avg":-22.969875445199065,"bt_te_dd":969.3372865612114,"bt_te_gross":-12.572486486486111,"eq":false,"page":false,"conds":[["adx_14",">",29.671],["vix_prev","<=",15.235],["bb_pctb",">",0.5718]]},{"id":"R0754","rule":"When move from the open to 13:00 \u2264 +0.14% (\u2248+35 pts at 25,000) AND 1-min Bollinger %B \u2264 0.0116 AND position in today's range so far (0 = at low, 1 = at high) \u2264 0.749 at 13:00","T":"13:00","target":"the close is further in the move's direction than the 13:00 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":33,"hit_tr":0.2121,"base_tr":0.5224,"lift_tr":0.406,"n_te":21,"hit_te":0.4762,"base_te":0.5239,"lift_te":0.909,"ci_te":[0.2834,0.6763],"p_rand":0.3498250874562719,"p_perm_fw":1.0,"p_te":0.41217100376587057,"q_bh_te":0.6217503794486422,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.012545873538879758,"p_holm_tr":1.0,"p_tr":0.0005292308049656594,"stable":false,"by_year":"2022:50/56(n8) 2023:0/50(n9) 2024:19/51(n16) 2025:64/55(n14) 2026:14/49(n7)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.7575757575757576,"bt_tr_avg":29.21779001163363,"bt_tr_dd":225.15403715280738,"bt_te_n":21,"bt_te_win":0.5238095238095238,"bt_te_avg":2.755476732910372,"bt_te_dd":302.96456250360154,"bt_te_gross":12.914676190476582,"eq":false,"page":false,"conds":[["mv_pct","<=",0.1409],["bb_pctb","<=",0.0116],["pos_rng","<=",0.7488]]},{"id":"R0755","rule":"When prior-day range \u2264 0.78% (\u2248196 pts at 25,000) AND 1-min ADX(14) \u2265 32 AND it is not expiry day at 13:00","T":"13:00","target":"the close is further in the move's direction than the 13:00 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":37,"hit_tr":0.2162,"base_tr":0.5224,"lift_tr":0.414,"n_te":31,"hit_te":0.4194,"base_te":0.5239,"lift_te":0.8,"ci_te":[0.2642,0.5923],"p_rand":0.16591704147926037,"p_perm_fw":1.0,"p_te":0.1621119308812815,"q_bh_te":0.30896626826785417,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.007586666331080461,"p_holm_tr":1.0,"p_tr":0.00027473597001977134,"stable":true,"by_year":"2022:0/56(n6) 2023:25/50(n16) 2024:27/51(n15) 2025:41/55(n17) 2026:43/49(n14)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":37,"bt_tr_win":0.7027027027027027,"bt_tr_avg":15.307639452190866,"bt_tr_dd":124.09603825850398,"bt_te_n":31,"bt_te_win":0.41935483870967744,"bt_te_avg":-8.44541494885456,"bt_te_dd":531.8926152043229,"bt_te_gross":2.7895612903226836,"eq":false,"page":false,"conds":[["pdr_pct","<=",0.7824],["adx_14",">=",32.0139],["is_expiry","==",0.0]]},{"id":"R0756","rule":"When size of the move from the open to 13:00 (either direction) > 0.29% (\u224873 pts at 25,000) AND prior-day range \u2264 0.99% (\u2248248 pts at 25,000) AND (expiry is 2 trading days away or expiry is 3+ trading days away) at 13:00","T":"13:00","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"tree","dirn":"higher","n_tr":115,"hit_tr":1.0,"base_tr":0.7905,"lift_tr":1.265,"n_te":72,"hit_te":0.9583,"base_te":0.8314,"lift_te":1.153,"ci_te":[0.8845,0.9857],"p_rand":0.0014992503748125937,"p_perm_fw":0.009900990099009901,"p_te":0.0010432461036799466,"q_bh_te":0.0043334838152859325,"q_bh_te_fam":0.0026327412401880197,"p_holm_te":0.7709588706194805,"q_bh_tr":1.772129028425796e-09,"p_holm_tr":3.3355064134374564e-05,"p_tr":3.6161131801000393e-12,"stable":true,"by_year":"2022:100/80(n34) 2023:100/76(n34) 2024:100/81(n47) 2025:98/85(n47) 2026:92/81(n25)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":115,"bt_tr_win":0.4608695652173913,"bt_tr_avg":-4.4496405149386415,"bt_tr_dd":1192.0334248623712,"bt_te_n":72,"bt_te_win":0.5138888888888888,"bt_te_avg":4.301330250433284,"bt_te_dd":644.8222825150034,"bt_te_gross":14.265697222222066,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.2925],["pdr_pct","<=",0.994],["dte_cat",">",1.5]]},{"id":"R0757","rule":"When move from the open to 13:00 \u2264 -0.43% (\u2248-107 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 at 13:00","T":"13:00","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":65,"hit_tr":1.0,"base_tr":0.7905,"lift_tr":1.265,"n_te":28,"hit_te":1.0,"base_te":0.8314,"lift_te":1.203,"ci_te":[0.8794,1.0],"p_rand":0.004997501249375313,"p_perm_fw":0.2376237623762376,"p_te":0.005691066207009857,"q_bh_te":0.01831694156693239,"q_bh_te_fam":0.011154489765739321,"p_holm_te":1.0,"q_bh_tr":4.462867536866383e-05,"p_holm_tr":1.0,"p_tr":4.6110730930305426e-07,"stable":true,"by_year":"2022:100/80(n23) 2023:100/76(n22) 2024:100/81(n20) 2025:100/85(n13) 2026:100/81(n15)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":65,"bt_tr_win":0.49230769230769234,"bt_tr_avg":3.4181140247716386,"bt_tr_dd":715.3385034616102,"bt_te_n":28,"bt_te_win":0.5,"bt_te_avg":16.179817096625797,"bt_te_dd":443.598680769285,"bt_te_gross":26.371371428571496,"eq":true,"page":true,"conds":[["mv_pct","<=",-0.4276],["vix_chg",">=",0.7733]]},{"id":"R0758","rule":"When size of the move from the open to 13:00 (either direction) \u2265 0.64% (\u2248160 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.30% (\u2248+74 pts at 25,000) AND 1-min Supertrend is down at 13:00","T":"13:00","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":61,"hit_tr":1.0,"base_tr":0.7905,"lift_tr":1.265,"n_te":22,"hit_te":1.0,"base_te":0.8314,"lift_te":1.203,"ci_te":[0.8513,1.0],"p_rand":0.017991004497751123,"p_perm_fw":0.44554455445544555,"p_te":0.01722755212866694,"q_bh_te":0.046514390747400734,"q_bh_te_fam":0.028615256078124745,"p_holm_te":1.0,"q_bh_tr":9.733691129013041e-05,"p_holm_tr":1.0,"p_tr":1.1809915925153094e-06,"stable":true,"by_year":"2022:100/80(n26) 2023:100/76(n15) 2024:100/81(n20) 2025:100/85(n9) 2026:100/81(n13)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":61,"bt_tr_win":0.4918032786885246,"bt_tr_avg":0.37003332406782163,"bt_tr_dd":728.102141655575,"bt_te_n":22,"bt_te_win":0.4090909090909091,"bt_te_avg":-13.480002436018202,"bt_te_dd":423.56146564911546,"bt_te_gross":-3.1521727272728723,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.6409],["twap_dir_pct",">=",0.2977],["supertrend_dir","==",-1.0]]},{"id":"R0759","rule":"When size of the move from the open to 13:00 (either direction) \u2265 0.38% (\u224894 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 AND 1-min ADX(14) \u2265 24.2 at 13:00","T":"13:00","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":60,"hit_tr":1.0,"base_tr":0.7905,"lift_tr":1.265,"n_te":31,"hit_te":1.0,"base_te":0.8314,"lift_te":1.203,"ci_te":[0.8897,1.0],"p_rand":0.0029985007496251873,"p_perm_fw":0.5544554455445545,"p_te":0.0032709858894362873,"q_bh_te":0.011477972146325167,"q_bh_te_fam":0.006993962556321952,"p_holm_te":1.0,"q_bh_tr":0.00011827367194735736,"p_holm_tr":1.0,"p_tr":1.4940254849998624e-06,"stable":true,"by_year":"2022:100/80(n21) 2023:100/76(n15) 2024:100/81(n24) 2025:100/85(n17) 2026:100/81(n14)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":60,"bt_tr_win":0.48333333333333334,"bt_tr_avg":10.48588449199425,"bt_tr_dd":409.70054238802567,"bt_te_n":31,"bt_te_win":0.45161290322580644,"bt_te_avg":-4.900981540438767,"bt_te_dd":633.4177712109386,"bt_te_gross":4.8182258064516645,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.3774],["vix_chg",">=",0.7733],["adx_14",">=",24.1906]]},{"id":"R0760","rule":"When move from the open to 13:00 \u2264 -0.43% (\u2248-107 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) \u2264 0.195 AND the day opened inside the prior-day range at 13:00","T":"13:00","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":60,"hit_tr":1.0,"base_tr":0.7905,"lift_tr":1.265,"n_te":35,"hit_te":1.0,"base_te":0.8314,"lift_te":1.203,"ci_te":[0.9011,1.0],"p_rand":0.0029985007496251873,"p_perm_fw":0.5544554455445545,"p_te":0.0015631190196336727,"q_bh_te":0.0060531939724459355,"q_bh_te_fam":0.0036912208174481906,"p_holm_te":1.0,"q_bh_tr":0.00011827367194735736,"p_holm_tr":1.0,"p_tr":1.4940254849998624e-06,"stable":true,"by_year":"2022:100/80(n19) 2023:100/76(n20) 2024:100/81(n21) 2025:100/85(n19) 2026:100/81(n16)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":60,"bt_tr_win":0.48333333333333334,"bt_tr_avg":-4.789014986392976,"bt_tr_dd":654.214575360968,"bt_te_n":35,"bt_te_win":0.5428571428571428,"bt_te_avg":8.140971619637472,"bt_te_dd":398.34679551364616,"bt_te_gross":17.92362857142881,"eq":true,"page":true,"conds":[["mv_pct","<=",-0.4276],["pos_rng","<=",0.1946],["open_vs_pd","==",0.0]]},{"id":"R0761","rule":"When size of the move from the open to 13:00 (either direction) \u2265 0.64% (\u2248160 pts at 25,000) AND price vs prior-day low \u2264 -0.08% (\u2248-19 pts at 25,000) at 13:00","T":"13:00","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":58,"hit_tr":1.0,"base_tr":0.7905,"lift_tr":1.265,"n_te":33,"hit_te":1.0,"base_te":0.8314,"lift_te":1.203,"ci_te":[0.8957,1.0],"p_rand":0.0014992503748125937,"p_perm_fw":0.7128712871287128,"p_te":0.002261181164066963,"q_bh_te":0.008356912895334936,"q_bh_te_fam":0.005094155266173847,"p_holm_te":1.0,"q_bh_tr":0.00017396029547795219,"p_holm_tr":1.0,"p_tr":2.391004565489738e-06,"stable":true,"by_year":"2022:100/80(n20) 2023:100/76(n16) 2024:100/81(n22) 2025:100/85(n15) 2026:100/81(n18)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":58,"bt_tr_win":0.5172413793103449,"bt_tr_avg":1.3007765539634693,"bt_tr_dd":600.2173503611807,"bt_te_n":33,"bt_te_win":0.45454545454545453,"bt_te_avg":0.6130450573924764,"bt_te_dd":490.1337064556359,"bt_te_gross":10.555624242424418,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.6409],["dist_pdl_pct","<=",-0.0752]]},{"id":"R0762","rule":"When move from the open to 13:00 \u2264 -0.43% (\u2248-107 pts at 25,000) AND size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is negative at 13:00","T":"13:00","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":51,"hit_tr":1.0,"base_tr":0.7905,"lift_tr":1.265,"n_te":42,"hit_te":1.0,"base_te":0.8314,"lift_te":1.203,"ci_te":[0.9162,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":1.0,"p_te":0.00042932922947390764,"q_bh_te":0.0020289222111637213,"q_bh_te_fam":0.001231441887466623,"p_holm_te":0.32972484823596104,"q_bh_tr":0.0006608821509833156,"p_holm_tr":1.0,"p_tr":1.2398204749418602e-05,"stable":true,"by_year":"2022:100/80(n10) 2023:100/76(n19) 2024:100/81(n22) 2025:100/85(n24) 2026:100/81(n18)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":51,"bt_tr_win":0.47058823529411764,"bt_tr_avg":0.1557132616964344,"bt_tr_dd":628.5864658100796,"bt_te_n":42,"bt_te_win":0.4523809523809524,"bt_te_avg":11.590545757316754,"bt_te_dd":390.90853176199545,"bt_te_gross":21.620704761904822,"eq":true,"page":true,"conds":[["mv_pct","<=",-0.4276],["abs_gap_pct","<=",0.2212],["dist_twap_pct","<",0.0]]},{"id":"R0763","rule":"When size of the move from the open to 13:00 (either direction) \u2265 0.64% (\u2248160 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.30% (\u2248+74 pts at 25,000) AND price has not touched the prior-day high yet at 13:00","T":"13:00","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":50,"hit_tr":1.0,"base_tr":0.7905,"lift_tr":1.265,"n_te":20,"hit_te":1.0,"base_te":0.8314,"lift_te":1.203,"ci_te":[0.8389,1.0],"p_rand":0.01999000499750125,"p_perm_fw":1.0,"p_te":0.02492108143207973,"q_bh_te":0.06259248359685142,"q_bh_te_fam":0.03856209442648127,"p_holm_te":1.0,"q_bh_tr":0.0007994747377691566,"p_holm_tr":1.0,"p_tr":1.568447564002248e-05,"stable":true,"by_year":"2022:100/80(n20) 2023:100/76(n13) 2024:100/81(n17) 2025:100/85(n6) 2026:100/81(n14)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":50,"bt_tr_win":0.38,"bt_tr_avg":-11.701214918223322,"bt_tr_dd":972.0780932427792,"bt_te_n":20,"bt_te_win":0.45,"bt_te_avg":-9.13943238860018,"bt_te_dd":441.804756253286,"bt_te_gross":1.982680000000073,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.6409],["twap_dir_pct",">=",0.2977],["touched_pdh","==",0.0]]},{"id":"R0764","rule":"When size of the move from the open to 13:00 (either direction) \u2264 0.11% (\u224828 pts at 25,000) AND CPR width \u2264 0.13% (\u224833 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) is negative at 13:00","T":"13:00","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.3667,"base_tr":0.7905,"lift_tr":0.464,"n_te":19,"hit_te":0.6842,"base_te":0.8314,"lift_te":0.823,"ci_te":[0.4601,0.8464],"p_rand":0.07646176911544228,"p_perm_fw":0.46534653465346537,"p_te":0.08619400721474811,"q_bh_te":0.1833272976208647,"q_bh_te_fam":0.11571250283623719,"p_holm_te":1.0,"q_bh_tr":9.991236435453866e-05,"p_holm_tr":1.0,"p_tr":1.2175579975695661e-06,"stable":true,"by_year":"2022:25/80(n4) 2023:33/76(n15) 2024:46/81(n11) 2025:60/85(n10) 2026:78/81(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6666666666666666,"bt_tr_avg":24.932305764450106,"bt_tr_dd":104.36636396205904,"bt_te_n":19,"bt_te_win":0.3157894736842105,"bt_te_avg":-8.7788961524902,"bt_te_dd":406.9135129893697,"bt_te_gross":2.9513263157898204,"eq":false,"page":false,"conds":[["abs_mv_pct","<=",0.1119],["cpr_width_pct","<=",0.1322],["ema9_21_pct","<",0.0]]},{"id":"R0765","rule":"When size of the move from the open to 13:00 (either direction) \u2264 0.11% (\u224828 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0273 AND price vs session TWAP (time-weighted VWAP) is negative at 13:00","T":"13:00","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.3667,"base_tr":0.7905,"lift_tr":0.464,"n_te":26,"hit_te":0.6538,"base_te":0.8314,"lift_te":0.786,"ci_te":[0.4622,0.8059],"p_rand":0.015492253873063468,"p_perm_fw":0.46534653465346537,"p_te":0.02201521085650521,"q_bh_te":0.05721600254685312,"q_bh_te_fam":0.03517647821637246,"p_holm_te":1.0,"q_bh_tr":9.991236435453866e-05,"p_holm_tr":1.0,"p_tr":1.2175579975695661e-06,"stable":true,"by_year":"2022:29/80(n7) 2023:47/76(n17) 2024:17/81(n6) 2025:64/85(n14) 2026:67/81(n12)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6666666666666666,"bt_tr_avg":13.294510403052277,"bt_tr_dd":211.2624639410339,"bt_te_n":26,"bt_te_win":0.34615384615384615,"bt_te_avg":-10.538206653560533,"bt_te_dd":359.9371143076647,"bt_te_gross":0.5335230769231623,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.1119],["atr14_pct","<=",0.0273],["dist_twap_pct","<",0.0]]},{"id":"R0766","rule":"When size of the move from the open to 13:00 (either direction) \u2264 0.11% (\u224828 pts at 25,000) AND India VIX (prior day's close) \u2264 12.1 AND price is inside the opening range at 13:00","T":"13:00","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":34,"hit_tr":0.3824,"base_tr":0.7905,"lift_tr":0.484,"n_te":29,"hit_te":0.5862,"base_te":0.8314,"lift_te":0.705,"ci_te":[0.4074,0.7449],"p_rand":0.001999000499750125,"p_perm_fw":0.27722772277227725,"p_te":0.0015887204138034718,"q_bh_te":0.0061279215960991056,"q_bh_te_fam":0.003736670413265766,"p_holm_te":1.0,"q_bh_tr":5.355252355282243e-05,"p_holm_tr":1.0,"p_tr":5.745896986376149e-07,"stable":true,"by_year":"2022:\u2013(n0) 2023:39/76(n31) 2024:33/81(n3) 2025:61/85(n18) 2026:55/81(n11)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.6764705882352942,"bt_tr_avg":14.141086396148056,"bt_tr_dd":149.20119662139416,"bt_te_n":29,"bt_te_win":0.41379310344827586,"bt_te_avg":3.134737674147069,"bt_te_dd":352.1292144125346,"bt_te_gross":13.490503448275785,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.1119],["vix_prev","<=",12.09],["or_state","==",0.0]]},{"id":"R0767","rule":"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) \u2264 0.16% (\u224839 pts at 25,000) AND size of the opening gap \u2264 0.24% (\u224859 pts at 25,000) at 13:00","T":"13:00","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":56,"hit_tr":0.3929,"base_tr":0.7905,"lift_tr":0.497,"n_te":43,"hit_te":0.5814,"base_te":0.8314,"lift_te":0.699,"ci_te":[0.4333,0.7162],"p_rand":0.0009995002498750624,"p_perm_fw":0.009900990099009901,"p_te":9.81516079515088e-05,"q_bh_te":0.0005817278227369913,"q_bh_te_fam":0.00035190942363101934,"p_holm_te":0.07940465083277062,"q_bh_tr":7.098831693208487e-08,"p_holm_tr":0.0022373243522650784,"p_tr":2.4289054870053704e-10,"stable":true,"by_year":"2022:57/80(n7) 2023:46/76(n24) 2024:28/81(n25) 2025:52/85(n25) 2026:67/81(n18)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":56,"bt_tr_win":0.6428571428571429,"bt_tr_avg":16.5786921097429,"bt_tr_dd":203.9776867418058,"bt_te_n":43,"bt_te_win":0.4883720930232558,"bt_te_avg":-7.723260975306873,"bt_te_dd":873.7558082262652,"bt_te_gross":2.230297674418601,"eq":true,"page":true,"conds":[["dow","<=",2.5],["abs_mv_pct","<=",0.156],["abs_gap_pct","<=",0.238]]},{"id":"R0768","rule":"When size of the move from the open to 13:00 (either direction) > 0.95% (\u2248237 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) > -0.09% (\u2248-22 pts at 25,000) AND opening gap vs prior close > -0.21% (\u2248-53 pts at 25,000) at 13:00","T":"13:00","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":38,"hit_tr":1.0,"base_tr":0.3619,"lift_tr":2.763,"n_te":21,"hit_te":1.0,"base_te":0.4533,"lift_te":2.206,"ci_te":[0.8454,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":6.083586388398432e-08,"q_bh_te":1.206784891739444e-06,"q_bh_te_fam":7.300303666078118e-07,"p_holm_te":5.621233822880151e-05,"q_bh_tr":5.46443947368812e-14,"p_holm_tr":3.1128100087435606e-10,"p_tr":3.36987411592897e-17,"stable":true,"by_year":"2022:100/40(n15) 2023:100/25(n4) 2024:100/43(n19) 2025:100/46(n14) 2026:100/45(n7)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.5526315789473685,"bt_tr_avg":20.455925485647867,"bt_tr_dd":408.8381053271479,"bt_te_n":21,"bt_te_win":0.5238095238095238,"bt_te_avg":22.219253168993458,"bt_te_dd":436.26964991431635,"bt_te_gross":31.271266666666982,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.9471],["ema9_21_pct",">",-0.0893],["gap_pct",">",-0.2111]]},{"id":"R0769","rule":"When size of the move from the open to 13:00 (either direction) > 0.78% (\u2248194 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0466 at 13:00","T":"13:00","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"tree","dirn":"higher","n_tr":60,"hit_tr":0.9833,"base_tr":0.3619,"lift_tr":2.717,"n_te":38,"hit_te":0.8421,"base_te":0.4533,"lift_te":1.858,"ci_te":[0.6958,0.9256],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":8.719474502334301e-07,"q_bh_te":1.1300438955025254e-05,"q_bh_te_fam":6.836068009830091e-06,"p_holm_te":0.0007830088103096203,"q_bh_tr":6.009079729742164e-21,"p_holm_tr":6.471025462813175e-18,"p_tr":7.001915605351878e-25,"stable":true,"by_year":"2022:100/40(n24) 2023:100/25(n14) 2024:96/43(n22) 2025:90/46(n20) 2026:78/45(n18)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":60,"bt_tr_win":0.5333333333333333,"bt_tr_avg":6.09260452918338,"bt_tr_dd":466.5736420006965,"bt_te_n":38,"bt_te_win":0.4473684210526316,"bt_te_avg":-3.502881069816057,"bt_te_dd":428.7609925358176,"bt_te_gross":6.787047368421362,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.7775],["atr14_pct","<=",0.0466]]},{"id":"R0770","rule":"When size of the move from the open to 13:00 (either direction) > 0.78% (\u2248194 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0724 AND opening-range size \u2264 0.78% (\u2248195 pts at 25,000) at 13:00","T":"13:00","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":78,"hit_tr":0.9615,"base_tr":0.3619,"lift_tr":2.657,"n_te":39,"hit_te":0.8718,"base_te":0.4533,"lift_te":1.923,"ci_te":[0.7329,0.944],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":6.596488539894466e-08,"q_bh_te":1.282357372155484e-06,"q_bh_te_fam":7.757470522915892e-07,"p_holm_te":6.088558922322592e-05,"q_bh_tr":5.499759117805396e-25,"p_holm_tr":2.9312028862374047e-22,"p_tr":3.171495354732688e-29,"stable":true,"by_year":"2022:97/40(n29) 2023:100/25(n14) 2024:94/43(n35) 2025:95/46(n21) 2026:78/45(n18)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":78,"bt_tr_win":0.5641025641025641,"bt_tr_avg":11.585641211442494,"bt_tr_dd":453.9626914179484,"bt_te_n":39,"bt_te_win":0.4358974358974359,"bt_te_avg":-6.738305135564722,"bt_te_dd":706.2267357476763,"bt_te_gross":3.6838256410258348,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.7775],["atr14_pct","<=",0.0724],["or_rng_pct","<=",0.781]]},{"id":"R0771","rule":"When size of the move from the open to 13:00 (either direction) \u2265 0.64% (\u2248160 pts at 25,000) AND size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND it is not expiry day at 13:00","T":"13:00","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":37,"hit_tr":0.973,"base_tr":0.3619,"lift_tr":2.688,"n_te":25,"hit_te":0.84,"base_te":0.4533,"lift_te":1.853,"ci_te":[0.6535,0.936],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":8.030897364749258e-05,"q_bh_te":0.0004971995056392534,"q_bh_te_fam":0.0003007750095842397,"p_holm_te":0.06553212249635394,"q_bh_tr":6.119880086277227e-12,"p_holm_tr":5.6949237610310613e-08,"p_tr":6.167639398943377e-15,"stable":true,"by_year":"2022:100/40(n10) 2023:100/25(n10) 2024:94/43(n17) 2025:88/46(n16) 2026:78/45(n9)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":37,"bt_tr_win":0.5135135135135135,"bt_tr_avg":-3.459307562217327,"bt_tr_dd":484.4847907420411,"bt_te_n":25,"bt_te_win":0.48,"bt_te_avg":-0.6369076370006627,"bt_te_dd":319.8500777540874,"bt_te_gross":8.906984000000666,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.6409],["abs_gap_pct","<=",0.2212],["is_expiry","==",0.0]]},{"id":"R0772","rule":"When size of the move from the open to 13:00 (either direction) \u2265 0.64% (\u2248160 pts at 25,000) AND opening-range size \u2265 0.44% (\u2248110 pts at 25,000) AND 1-min ADX(14) \u2265 32 at 13:00","T":"13:00","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":35,"hit_tr":0.9714,"base_tr":0.3619,"lift_tr":2.684,"n_te":13,"hit_te":0.6923,"base_te":0.4533,"lift_te":1.527,"ci_te":[0.4237,0.8732],"p_rand":0.06596701649175413,"p_perm_fw":0.009900990099009901,"p_te":0.07317666060313405,"q_bh_te":0.15841361716313204,"q_bh_te_fam":0.09983265994116663,"p_holm_te":1.0,"q_bh_tr":3.5533036878913975e-11,"p_holm_tr":4.1155964195843306e-07,"p_tr":4.4583194750976716e-14,"stable":true,"by_year":"2022:94/40(n17) 2023:100/25(n3) 2024:100/43(n15) 2025:83/46(n6) 2026:57/45(n7)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":35,"bt_tr_win":0.4857142857142857,"bt_tr_avg":-0.1715948040457428,"bt_tr_dd":461.41194734891445,"bt_te_n":13,"bt_te_win":0.15384615384615385,"bt_te_avg":-64.15630246739842,"bt_te_dd":834.0319320761794,"bt_te_gross":-53.959723076923325,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.6409],["or_rng_pct",">=",0.4386],["adx_14",">=",32.0139]]},{"id":"R0773","rule":"When size of the move from the open to 13:00 (either direction) \u2265 0.64% (\u2248160 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) \u2264 -0.18% (\u2248-46 pts at 25,000) AND price vs prior-day low \u2264 -0.08% (\u2248-19 pts at 25,000) at 13:00","T":"13:00","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":48,"hit_tr":0.9583,"base_tr":0.3619,"lift_tr":2.648,"n_te":24,"hit_te":0.7917,"base_te":0.4533,"lift_te":1.746,"ci_te":[0.5953,0.9076],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.0007644855911337918,"q_bh_te":0.0033173214043841323,"q_bh_te_fam":0.0020157736663079357,"p_holm_te":0.5725997077592101,"q_bh_tr":9.079028792718915e-15,"p_holm_tr":4.310322887680376e-11,"p_tr":4.6658009288474016e-18,"stable":true,"by_year":"2022:94/40(n16) 2023:92/25(n13) 2024:100/43(n19) 2025:73/46(n11) 2026:85/45(n13)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":48,"bt_tr_win":0.5208333333333334,"bt_tr_avg":4.422433072525691,"bt_tr_dd":504.973830870133,"bt_te_n":24,"bt_te_win":0.4166666666666667,"bt_te_avg":-1.6711892282559067,"bt_te_dd":440.7127223165129,"bt_te_gross":8.138583333333372,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.6409],["dist_twap_pct","<=",-0.1821],["dist_pdl_pct","<=",-0.0752]]},{"id":"R0774","rule":"When size of the move from the open to 13:00 (either direction) \u2265 0.64% (\u2248160 pts at 25,000) AND India VIX (prior day's close) \u2264 13.7 at 13:00","T":"13:00","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.9677,"base_tr":0.3619,"lift_tr":2.674,"n_te":25,"hit_te":0.88,"base_te":0.4533,"lift_te":1.941,"ci_te":[0.7004,0.9583],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.1564610828624257e-05,"q_bh_te":9.947612146391839e-05,"q_bh_te_fam":6.017691298434569e-05,"p_holm_te":0.009945565312616861,"q_bh_tr":1.1891346011187579e-09,"p_holm_tr":2.1278645390379216e-05,"p_tr":2.3066424790244467e-12,"stable":true,"by_year":"2022:100/40(n2) 2023:93/25(n15) 2024:100/43(n14) 2025:92/46(n12) 2026:85/45(n13)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.5161290322580645,"bt_tr_avg":-4.769953953127577,"bt_tr_dd":217.3154219303261,"bt_te_n":25,"bt_te_win":0.4,"bt_te_avg":1.7955140979392992,"bt_te_dd":509.1713085941643,"bt_te_gross":11.976328000000358,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.6409],["vix_prev","<=",13.684]]},{"id":"R0775","rule":"When size of the move from the open to 13:00 (either direction) \u2265 0.64% (\u2248160 pts at 25,000) AND size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) is negative at 13:00","T":"13:00","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.9677,"base_tr":0.3619,"lift_tr":2.674,"n_te":12,"hit_te":0.9167,"base_te":0.4533,"lift_te":2.022,"ci_te":[0.6461,0.9851],"p_rand":0.001999000499750125,"p_perm_fw":0.009900990099009901,"p_te":0.0011647139751415588,"q_bh_te":0.0047368283842577205,"q_bh_te_fam":0.0028775286444673804,"p_holm_te":0.8549000577539042,"q_bh_tr":1.1891346011187579e-09,"p_holm_tr":2.1278645390379216e-05,"p_tr":2.3066424790244467e-12,"stable":false,"by_year":"2022:100/40(n7) 2023:100/25(n8) 2024:94/43(n16) 2025:100/46(n6) 2026:83/45(n6)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.5483870967741935,"bt_tr_avg":-2.8517263788588276,"bt_tr_dd":366.40129004352656,"bt_te_n":12,"bt_te_win":0.5833333333333334,"bt_te_avg":9.241918306123738,"bt_te_dd":112.566061766151,"bt_te_gross":19.10781666666723,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.6409],["abs_gap_pct","<=",0.2212],["ema9_21_pct","<",0.0]]},{"id":"R0776","rule":"When size of the move from the open to 13:00 (either direction) \u2264 0.23% (\u224859 pts at 25,000) AND India VIX (prior day's close) \u2264 13.7 AND the first opening-range break was downward at 13:00","T":"13:00","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":57,"hit_tr":0.0,"base_tr":0.3619,"lift_tr":0.0,"n_te":51,"hit_te":0.2353,"base_te":0.4533,"lift_te":0.519,"ci_te":[0.14,0.3676],"p_rand":0.0009995002498750624,"p_perm_fw":0.009900990099009901,"p_te":0.0010771599672416688,"q_bh_te":0.0044177193593202616,"q_bh_te_fam":0.0026837714438055138,"p_holm_te":0.7927897358898682,"q_bh_tr":6.227121342199865e-09,"p_holm_tr":0.00013939736305384315,"p_tr":1.511831476990153e-11,"stable":true,"by_year":"2022:0/40(n1) 2023:0/25(n41) 2024:0/43(n15) 2025:24/46(n29) 2026:23/45(n22)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":57,"bt_tr_win":0.5263157894736842,"bt_tr_avg":2.526550077490077,"bt_tr_dd":219.77075683769795,"bt_te_n":51,"bt_te_win":0.49019607843137253,"bt_te_avg":-9.513273902513719,"bt_te_dd":734.4549445161804,"bt_te_gross":0.7404549019608085,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.2343],["vix_prev","<=",13.684],["or_first_break","==",-1.0]]},{"id":"R0777","rule":"When size of the move from the open to 13:00 (either direction) \u2264 0.23% (\u224859 pts at 25,000) AND gap measured in the direction of the move so far \u2264 -0.15% (\u2248-36 pts at 25,000) AND India VIX (prior day's close) \u2264 13.7 at 13:00","T":"13:00","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":53,"hit_tr":0.0,"base_tr":0.3619,"lift_tr":0.0,"n_te":33,"hit_te":0.1515,"base_te":0.4533,"lift_te":0.334,"ci_te":[0.0665,0.3092],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.00025679493334644627,"q_bh_te":0.0012866220371791019,"q_bh_te_fam":0.0007783269113799506,"p_holm_te":0.20004325307688164,"q_bh_tr":3.0100876209630966e-08,"p_holm_tr":0.000840331241086769,"p_tr":9.11929765121724e-11,"stable":true,"by_year":"2022:\u2013(n0) 2023:0/25(n36) 2024:0/43(n17) 2025:19/46(n21) 2026:8/45(n12)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":53,"bt_tr_win":0.5849056603773585,"bt_tr_avg":7.854753317934667,"bt_tr_dd":204.17683096769719,"bt_te_n":33,"bt_te_win":0.3939393939393939,"bt_te_avg":-14.683748248856332,"bt_te_dd":674.6779928296223,"bt_te_gross":-4.42753333333332,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.2343],["gap_dir_pct","<=",-0.1453],["vix_prev","<=",13.684]]},{"id":"R0778","rule":"When size of the move from the open to 13:00 (either direction) \u2264 0.11% (\u224828 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 0.61% (\u2248153 pts at 25,000) AND India VIX change on the prior day (%) \u2264 -1.33 at 13:00","T":"13:00","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":49,"hit_tr":0.0,"base_tr":0.3619,"lift_tr":0.0,"n_te":24,"hit_te":0.125,"base_te":0.4533,"lift_te":0.276,"ci_te":[0.0434,0.31],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.0006932423695580033,"q_bh_te":0.0030352774018485547,"q_bh_te_fam":0.001844463861086452,"p_holm_te":0.5206250195380605,"q_bh_tr":1.440587259127255e-07,"p_holm_tr":0.005064831965613834,"p_tr":5.500718229326669e-10,"stable":true,"by_year":"2022:0/40(n9) 2023:0/25(n24) 2024:0/43(n16) 2025:8/46(n12) 2026:17/45(n12)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":49,"bt_tr_win":0.5306122448979592,"bt_tr_avg":3.0383046111475993,"bt_tr_dd":235.32213822451325,"bt_te_n":24,"bt_te_win":0.4583333333333333,"bt_te_avg":-15.356273365940675,"bt_te_dd":619.2569815221508,"bt_te_gross":-4.099258333333334,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.1119],["rng_pct","<=",0.6114],["vix_chg","<=",-1.3269]]},{"id":"R0779","rule":"When size of the move from the open to 13:00 (either direction) \u2264 0.11% (\u224828 pts at 25,000) AND opening-range size \u2264 0.35% (\u224888 pts at 25,000) AND India VIX (prior day's close) \u2264 13.7 at 13:00","T":"13:00","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":49,"hit_tr":0.0,"base_tr":0.3619,"lift_tr":0.0,"n_te":30,"hit_te":0.1,"base_te":0.4533,"lift_te":0.221,"ci_te":[0.0346,0.2562],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":3.580216726321837e-05,"q_bh_te":0.0002596993028346885,"q_bh_te_fam":0.00015710204739382392,"p_holm_te":0.030038018333840216,"q_bh_tr":1.440587259127255e-07,"p_holm_tr":0.005064831965613834,"p_tr":5.500718229326669e-10,"stable":true,"by_year":"2022:0/40(n1) 2023:0/25(n35) 2024:0/43(n13) 2025:8/46(n13) 2026:12/45(n17)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":49,"bt_tr_win":0.5510204081632653,"bt_tr_avg":6.806271381564086,"bt_tr_dd":219.4699821297993,"bt_te_n":30,"bt_te_win":0.43333333333333335,"bt_te_avg":-4.895258461019181,"bt_te_dd":487.4381443672106,"bt_te_gross":7.04040000000047,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.1119],["or_rng_pct","<=",0.3526],["vix_prev","<=",13.684]]},{"id":"R0780","rule":"When size of the move from the open to 13:00 (either direction) > 0.95% (\u2248237 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) > -0.04% (\u2248-11 pts at 25,000) at 13:00","T":"13:00","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":42,"hit_tr":1.0,"base_tr":0.2068,"lift_tr":4.836,"n_te":27,"hit_te":0.9259,"base_te":0.2802,"lift_te":3.305,"ci_te":[0.7663,0.9794],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.875819245054857e-12,"q_bh_te":2.329413588494434e-10,"q_bh_te_fam":1.40915143007688e-10,"p_holm_te":2.7636622944977177e-09,"q_bh_tr":6.123537691431794e-25,"p_holm_tr":3.312640343985098e-22,"p_tr":3.584205175973608e-29,"stable":true,"by_year":"2022:100/26(n20) 2023:100/10(n4) 2024:100/26(n18) 2025:88/27(n16) 2026:100/30(n11)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":42,"bt_tr_win":0.5714285714285714,"bt_tr_avg":21.090612289442227,"bt_tr_dd":334.21909333222334,"bt_te_n":27,"bt_te_win":0.5925925925925926,"bt_te_avg":27.371931330204436,"bt_te_dd":393.6444489719475,"bt_te_gross":36.444785185185474,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.9471],["ema9_21_pct",">",-0.0438]]},{"id":"R0781","rule":"When size of the move from the open to 13:00 (either direction) > 0.79% (\u2248197 pts at 25,000) AND range so far (high\u2212low since 09:15) > 1.15% (\u2248288 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0501 at 13:00","T":"13:00","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"tree","dirn":"higher","n_tr":38,"hit_tr":1.0,"base_tr":0.2068,"lift_tr":4.836,"n_te":23,"hit_te":1.0,"base_te":0.2802,"lift_te":3.569,"ci_te":[0.8569,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.954940741567481e-13,"q_bh_te":2.2503762589609148e-11,"q_bh_te_fam":1.3613387245566028e-11,"p_holm_te":1.886517815612619e-10,"q_bh_tr":2.1901260757394683e-22,"p_holm_tr":1.8110724015286037e-19,"p_tr":1.959601790998596e-26,"stable":true,"by_year":"2022:100/26(n17) 2023:100/10(n4) 2024:100/26(n17) 2025:100/27(n12) 2026:100/30(n11)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.5789473684210527,"bt_tr_avg":12.00014051203812,"bt_tr_dd":413.87881250380474,"bt_te_n":23,"bt_te_win":0.5217391304347826,"bt_te_avg":11.840954563746891,"bt_te_dd":312.86789594122195,"bt_te_gross":21.67962608695677,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.7879],["rng_pct",">",1.1502],["atr14_pct","<=",0.0501]]},{"id":"R0782","rule":"When size of the move from the open to 13:00 (either direction) > 0.80% (\u2248200 pts at 25,000) AND range so far (high\u2212low since 09:15) > 1.04% (\u2248260 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0724 at 13:00","T":"13:00","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit_l1sel","dirn":"higher","n_tr":72,"hit_tr":0.9444,"base_tr":0.2068,"lift_tr":4.567,"n_te":39,"hit_te":0.8718,"base_te":0.2802,"lift_te":3.112,"ci_te":[0.7329,0.944],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.922445287706412e-14,"q_bh_te":3.1143613660843877e-12,"q_bh_te_fam":1.8839963819522838e-12,"p_holm_te":1.8590045932121004e-11,"q_bh_tr":1.674288800767539e-36,"p_holm_tr":2.193287480209202e-34,"p_tr":2.3729843287895525e-41,"stable":true,"by_year":"2022:97/26(n33) 2023:80/10(n10) 2024:97/26(n29) 2025:90/27(n20) 2026:84/30(n19)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":72,"bt_tr_win":0.5833333333333334,"bt_tr_avg":16.102600674159525,"bt_tr_dd":591.8712637417632,"bt_te_n":39,"bt_te_win":0.46153846153846156,"bt_te_avg":-2.842406667678952,"bt_te_dd":572.7109562347022,"bt_te_gross":7.32296410256421,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.7986],["rng_pct",">",1.0403],["atr14_pct","<=",0.0724]]},{"id":"R0783","rule":"When size of the move from the open to 13:00 (either direction) \u2265 0.64% (\u2248160 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2265 1.04% (\u2248260 pts at 25,000) AND price vs prior-day low \u2264 -0.08% (\u2248-19 pts at 25,000) at 13:00","T":"13:00","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":41,"hit_tr":0.9024,"base_tr":0.2068,"lift_tr":4.364,"n_te":18,"hit_te":0.8889,"base_te":0.2802,"lift_te":3.173,"ci_te":[0.672,0.969],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.1968584202430822e-07,"q_bh_te":2.1949931782571242e-06,"q_bh_te_fam":1.327835379439495e-06,"p_holm_te":0.00011011097466236355,"q_bh_tr":1.4271483155372544e-17,"p_holm_tr":3.608270928490994e-14,"p_tr":3.904911007603501e-21,"stable":true,"by_year":"2022:93/26(n14) 2023:78/10(n9) 2024:94/26(n18) 2025:83/27(n6) 2026:92/30(n12)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":41,"bt_tr_win":0.4878048780487805,"bt_tr_avg":-0.6687903725846552,"bt_tr_dd":522.7624833059459,"bt_te_n":18,"bt_te_win":0.5555555555555556,"bt_te_avg":23.794588143630577,"bt_te_dd":359.0993784677339,"bt_te_gross":34.01214444444445,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.6409],["rng_pct",">=",1.04],["dist_pdl_pct","<=",-0.0752]]},{"id":"R0784","rule":"When size of the move from the open to 13:00 (either direction) > 0.81% (\u2248203 pts at 25,000) AND 1-min Bollinger %B > 0.251 at 13:00","T":"13:00","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":59,"hit_tr":0.8814,"base_tr":0.2068,"lift_tr":4.262,"n_te":33,"hit_te":0.8182,"base_te":0.2802,"lift_te":2.92,"ci_te":[0.6561,0.9139],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.0218662665631095e-10,"q_bh_te":9.358352433806394e-09,"q_bh_te_fam":5.661225546376707e-09,"p_holm_te":1.9248166857680803e-07,"q_bh_tr":5.1813307364352925e-24,"p_holm_tr":3.3073289263984716e-21,"p_tr":3.578495119684777e-28,"stable":true,"by_year":"2022:86/26(n29) 2023:86/10(n7) 2024:91/26(n23) 2025:78/27(n18) 2026:87/30(n15)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":59,"bt_tr_win":0.5423728813559322,"bt_tr_avg":16.418866055517803,"bt_tr_dd":443.532200236901,"bt_te_n":33,"bt_te_win":0.48484848484848486,"bt_te_avg":4.191360302151325,"bt_te_dd":423.9813761257068,"bt_te_gross":14.408793939394165,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.8118],["bb_pctb",">",0.251]]},{"id":"R0785","rule":"When range so far (high\u2212low since 09:15) \u2265 1.04% (\u2248260 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 -0.01% (\u2248-1 pts at 25,000) AND price is below the opening-range low at 13:00","T":"13:00","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":42,"hit_tr":0.881,"base_tr":0.2068,"lift_tr":4.26,"n_te":19,"hit_te":0.7895,"base_te":0.2802,"lift_te":2.818,"ci_te":[0.5667,0.9149],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":5.915149922913709e-06,"q_bh_te":5.804428533635319e-05,"q_bh_te_fam":3.5113209647917354e-05,"p_holm_te":0.005169841032626582,"q_bh_tr":8.146895516546095e-17,"p_holm_tr":2.4209529340344435e-13,"p_tr":2.6201075726416963e-20,"stable":true,"by_year":"2022:90/26(n19) 2023:57/10(n7) 2024:100/26(n16) 2025:83/27(n6) 2026:77/30(n13)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":42,"bt_tr_win":0.5,"bt_tr_avg":5.521707841669974,"bt_tr_dd":400.82795090390937,"bt_te_n":19,"bt_te_win":0.47368421052631576,"bt_te_avg":-10.090206136489721,"bt_te_dd":477.5232210035501,"bt_te_gross":1.1422210526311813,"eq":true,"page":true,"conds":[["rng_pct",">=",1.04],["ema9_21_pct","<=",-0.0052],["or_state","==",-1.0]]},{"id":"R0786","rule":"When size of the move from the open to 13:00 (either direction) \u2265 0.64% (\u2248160 pts at 25,000) AND size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2265 1.04% (\u2248260 pts at 25,000) at 13:00","T":"13:00","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":34,"hit_tr":0.8824,"base_tr":0.2068,"lift_tr":4.267,"n_te":15,"hit_te":0.8667,"base_te":0.2802,"lift_te":3.093,"ci_te":[0.6212,0.9626],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":3.7710050560709167e-06,"q_bh_te":4.159346343540609e-05,"q_bh_te_fam":2.5161477880677757e-05,"p_holm_te":0.003337339474622761,"q_bh_tr":1.626588230090128e-13,"p_holm_tr":1.0274633905014856e-09,"p_tr":1.1123888267160014e-16,"stable":true,"by_year":"2022:100/26(n8) 2023:88/10(n8) 2024:83/26(n18) 2025:83/27(n12) 2026:100/30(n3)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.47058823529411764,"bt_tr_avg":-5.55312471286086,"bt_tr_dd":558.781108763275,"bt_te_n":15,"bt_te_win":0.5333333333333333,"bt_te_avg":9.255699177017702,"bt_te_dd":330.47624778634395,"bt_te_gross":17.73270666666722,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.6409],["abs_gap_pct","<=",0.2212],["rng_pct",">=",1.04]]},{"id":"R0787","rule":"When size of the move from the open to 13:00 (either direction) \u2265 0.64% (\u2248160 pts at 25,000) AND opening gap vs prior close \u2264 +0.04% (\u2248+9 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2265 1.04% (\u2248260 pts at 25,000) at 13:00","T":"13:00","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":40,"hit_tr":0.875,"base_tr":0.2068,"lift_tr":4.231,"n_te":26,"hit_te":0.8462,"base_te":0.2802,"lift_te":3.02,"ci_te":[0.6647,0.9385],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.999515596635535e-09,"q_bh_te":1.0053548827343931e-07,"q_bh_te_fam":6.081776451109292e-08,"p_holm_te":2.831542723223945e-06,"q_bh_tr":1.1401970741448827e-15,"p_holm_tr":4.386791464545898e-12,"p_tr":4.748112883979697e-19,"stable":true,"by_year":"2022:78/26(n18) 2023:83/10(n6) 2024:100/26(n16) 2025:90/27(n10) 2026:81/30(n16)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":40,"bt_tr_win":0.65,"bt_tr_avg":13.484584755048957,"bt_tr_dd":224.0242311297588,"bt_te_n":26,"bt_te_win":0.46153846153846156,"bt_te_avg":-9.661740617473564,"bt_te_dd":271.58781192395946,"bt_te_gross":1.270546153846226,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.6409],["gap_pct","<=",0.0365],["rng_pct",">=",1.04]]},{"id":"R0788","rule":"When size of the move from the open to 13:00 (either direction) \u2264 0.28% (\u224871 pts at 25,000) AND India VIX change on the prior day (%) \u2264 4.93 AND move from the open to 13:00 \u2264 +0.15% (\u2248+39 pts at 25,000) at 13:00","T":"13:00","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":247,"hit_tr":0.004,"base_tr":0.2068,"lift_tr":0.02,"n_te":139,"hit_te":0.0647,"base_te":0.2802,"lift_te":0.231,"ci_te":[0.0344,0.1185],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.4472826010939715e-10,"q_bh_te":7.403993096122844e-09,"q_bh_te_fam":4.478958786543449e-09,"p_holm_te":1.3807076014436488e-07,"q_bh_tr":1.1432115933892423e-19,"p_holm_tr":1.6962538003568585e-16,"p_tr":1.8354971866307267e-23,"stable":true,"by_year":"2022:0/26(n60) 2023:1/10(n105) 2024:0/26(n82) 2025:1/27(n77) 2026:13/30(n62)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":247,"bt_tr_win":0.5060728744939271,"bt_tr_avg":3.2586244801392166,"bt_tr_dd":450.30772695062865,"bt_te_n":139,"bt_te_win":0.4244604316546763,"bt_te_avg":-7.683509669142594,"bt_te_dd":1449.400295566761,"bt_te_gross":2.9126863309354496,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.284],["vix_chg","<=",4.9342],["mv_pct","<=",0.1543]]},{"id":"R0789","rule":"When size of the move from the open to 13:00 (either direction) \u2264 0.23% (\u224859 pts at 25,000) AND India VIX change on the prior day (%) \u2264 -1.33 at 13:00","T":"13:00","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":121,"hit_tr":0.0,"base_tr":0.2068,"lift_tr":0.0,"n_te":65,"hit_te":0.0615,"base_te":0.2802,"lift_te":0.22,"ci_te":[0.0242,0.1478],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":9.6753462739259e-06,"q_bh_te":8.70781164653331e-05,"q_bh_te_fam":5.2676885269152115e-05,"p_holm_te":0.008369174526945904,"q_bh_tr":7.293695625418561e-10,"p_holm_tr":1.2335783753192105e-05,"p_tr":1.3370781158652372e-12,"stable":true,"by_year":"2022:0/26(n32) 2023:0/10(n43) 2024:0/26(n46) 2025:0/27(n36) 2026:14/30(n29)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":121,"bt_tr_win":0.4793388429752066,"bt_tr_avg":-1.1238595321144078,"bt_tr_dd":460.9724936305367,"bt_te_n":65,"bt_te_win":0.4153846153846154,"bt_te_avg":-1.7122048397123166,"bt_te_dd":768.5032570983665,"bt_te_gross":8.925295384615591,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.2343],["vix_chg","<=",-1.3269]]},{"id":"R0790","rule":"When size of the move from the open to 13:00 (either direction) \u2264 0.23% (\u224859 pts at 25,000) AND price vs prior-day low \u2264 +0.35% (\u2248+89 pts at 25,000) at 13:00","T":"13:00","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":110,"hit_tr":0.0,"base_tr":0.2068,"lift_tr":0.0,"n_te":88,"hit_te":0.0909,"base_te":0.2802,"lift_te":0.324,"ci_te":[0.0468,0.1693],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.2202697173253292e-05,"q_bh_te":0.00010313931871654086,"q_bh_te_fam":6.23929211988951e-05,"p_holm_te":0.010469914174651325,"q_bh_tr":6.967691092445493e-09,"p_holm_tr":0.00015765335343694952,"p_tr":1.709871354433874e-11,"stable":true,"by_year":"2022:0/26(n24) 2023:0/10(n47) 2024:0/26(n39) 2025:2/27(n44) 2026:16/30(n44)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":110,"bt_tr_win":0.4909090909090909,"bt_tr_avg":-1.2534838221995657,"bt_tr_dd":775.3407223420207,"bt_te_n":88,"bt_te_win":0.36363636363636365,"bt_te_avg":-19.978882989858334,"bt_te_dd":1896.9907940305704,"bt_te_gross":-9.410888636363614,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.2343],["dist_pdl_pct","<=",0.3547]]},{"id":"R0791","rule":"When size of the move from the open to 13:00 (either direction) \u2264 0.23% (\u224859 pts at 25,000) AND India VIX change on the prior day (%) is negative AND price is inside the opening range at 13:00","T":"13:00","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":104,"hit_tr":0.0,"base_tr":0.2068,"lift_tr":0.0,"n_te":73,"hit_te":0.0274,"base_te":0.2802,"lift_te":0.098,"ci_te":[0.0075,0.0945],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.6153343851657766e-08,"q_bh_te":4.025910313797781e-07,"q_bh_te_fam":2.435427226865325e-07,"p_holm_te":1.5087223157448354e-05,"q_bh_tr":2.3435076303388046e-08,"p_holm_tr":0.0006327160076439463,"p_tr":6.86556302099642e-11,"stable":true,"by_year":"2022:0/26(n26) 2023:0/10(n42) 2024:0/26(n36) 2025:0/27(n40) 2026:6/30(n33)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":104,"bt_tr_win":0.5192307692307693,"bt_tr_avg":-3.497900089999281,"bt_tr_dd":684.5246492487178,"bt_te_n":73,"bt_te_win":0.4246575342465753,"bt_te_avg":1.5905048342876578,"bt_te_dd":616.7523628237884,"bt_te_gross":11.984572602739991,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.2343],["vix_chg","<",0.0],["or_state","==",0.0]]},{"id":"R0792","rule":"When size of the move from the open to 13:00 (either direction) \u2265 0.64% (\u2248160 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.30% (\u2248+74 pts at 25,000) AND price vs prior-day high \u2264 -0.54% (\u2248-134 pts at 25,000) at 13:00","T":"13:00","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":60,"hit_tr":1.0,"base_tr":0.6,"lift_tr":1.667,"n_te":26,"hit_te":1.0,"base_te":0.6651,"lift_te":1.503,"ci_te":[0.8713,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.4881503024158153e-05,"q_bh_te":0.00019133089481367644,"q_bh_te_fam":0.00011574338081321167,"p_holm_te":0.021074633061461956,"q_bh_tr":7.095262085084302e-11,"p_holm_tr":9.022245177057574e-07,"p_tr":9.774758900950835e-14,"stable":true,"by_year":"2022:100/64(n20) 2023:100/52(n16) 2024:100/64(n24) 2025:100/69(n9) 2026:100/63(n17)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":60,"bt_tr_win":0.5,"bt_tr_avg":4.048454500002918,"bt_tr_dd":445.38867640523523,"bt_te_n":26,"bt_te_win":0.46153846153846156,"bt_te_avg":5.846059543569724,"bt_te_dd":416.1425893221739,"bt_te_gross":16.353476923076624,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.6409],["twap_dir_pct",">=",0.2977],["dist_pdh_pct","<=",-0.5355]]},{"id":"R0793","rule":"When size of the move from the open to 13:00 (either direction) \u2265 0.64% (\u2248160 pts at 25,000) AND price vs prior-day low \u2264 -0.08% (\u2248-19 pts at 25,000) at 13:00","T":"13:00","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":58,"hit_tr":1.0,"base_tr":0.6,"lift_tr":1.667,"n_te":33,"hit_te":0.9394,"base_te":0.6651,"lift_te":1.412,"ci_te":[0.8039,0.9832],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.00021702485177670276,"q_bh_te":0.0011082260518072466,"q_bh_te_fam":0.0006704083523278406,"p_holm_te":0.17014748379293496,"q_bh_tr":1.7757260164931833e-10,"p_holm_tr":2.505797801109275e-06,"p_tr":2.7152105900341293e-13,"stable":true,"by_year":"2022:100/64(n20) 2023:100/52(n16) 2024:100/64(n22) 2025:100/69(n15) 2026:89/63(n18)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":58,"bt_tr_win":0.5172413793103449,"bt_tr_avg":1.3007765539634693,"bt_tr_dd":600.2173503611807,"bt_te_n":33,"bt_te_win":0.45454545454545453,"bt_te_avg":0.6130450573924764,"bt_te_dd":490.1337064556359,"bt_te_gross":10.555624242424418,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.6409],["dist_pdl_pct","<=",-0.0752]]},{"id":"R0794","rule":"When size of the move from the open to 13:00 (either direction) \u2265 0.64% (\u2248160 pts at 25,000) AND size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) at 13:00","T":"13:00","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":48,"hit_tr":1.0,"base_tr":0.6,"lift_tr":1.667,"n_te":31,"hit_te":0.9677,"base_te":0.6651,"lift_te":1.455,"ci_te":[0.8381,0.9943],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":5.3794465912006506e-05,"q_bh_te":0.0003631126449060439,"q_bh_te_fam":0.00021966073580735991,"p_holm_te":0.04459561224105339,"q_bh_tr":1.621595409751324e-08,"p_holm_tr":0.0004138981914800391,"p_tr":4.4904601063355044e-11,"stable":true,"by_year":"2022:100/64(n11) 2023:100/52(n13) 2024:100/64(n24) 2025:100/69(n21) 2026:90/63(n10)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":48,"bt_tr_win":0.5208333333333334,"bt_tr_avg":-4.594547662366615,"bt_tr_dd":598.6853052355026,"bt_te_n":31,"bt_te_win":0.4838709677419355,"bt_te_avg":4.812358939869673,"bt_te_dd":234.05167490605265,"bt_te_gross":14.318535483871411,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.6409],["abs_gap_pct","<=",0.2212]]},{"id":"R0795","rule":"When range so far (high\u2212low since 09:15) \u2265 1.04% (\u2248260 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","T":"13:00","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":48,"hit_tr":1.0,"base_tr":0.6,"lift_tr":1.667,"n_te":23,"hit_te":1.0,"base_te":0.6651,"lift_te":1.503,"ci_te":[0.8569,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":8.455155861424224e-05,"q_bh_te":0.0005168812262455563,"q_bh_te_fam":0.0003126812356300279,"p_holm_te":0.06882496871199317,"q_bh_tr":1.621595409751324e-08,"p_holm_tr":0.0004138981914800391,"p_tr":4.4904601063355044e-11,"stable":true,"by_year":"2022:100/64(n17) 2023:100/52(n9) 2024:100/64(n22) 2025:100/69(n8) 2026:100/63(n15)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":48,"bt_tr_win":0.5416666666666666,"bt_tr_avg":5.364630135201853,"bt_tr_dd":384.82246382567365,"bt_te_n":23,"bt_te_win":0.6086956521739131,"bt_te_avg":44.11357733035136,"bt_te_dd":297.60515950267904,"bt_te_gross":53.86070434782596,"eq":true,"page":true,"conds":[["rng_pct",">=",1.04],["dist_twap_pct","<",0.0],["pd_pos","==",-1.0]]},{"id":"R0796","rule":"When size of the move from the open to 13:00 (either direction) \u2265 0.64% (\u2248160 pts at 25,000) AND price vs prior-day high \u2264 -0.54% (\u2248-134 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 at 13:00","T":"13:00","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":47,"hit_tr":1.0,"base_tr":0.6,"lift_tr":1.667,"n_te":21,"hit_te":1.0,"base_te":0.6651,"lift_te":1.503,"ci_te":[0.8454,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.00019111067892305526,"q_bh_te":0.0010179398525811938,"q_bh_te_fam":0.000615790775018253,"p_holm_te":0.1511685470281367,"q_bh_tr":2.525909397948782e-08,"p_holm_tr":0.0006896964011751549,"p_tr":7.484099879834427e-11,"stable":true,"by_year":"2022:100/64(n18) 2023:100/52(n9) 2024:100/64(n20) 2025:100/69(n8) 2026:100/63(n13)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":47,"bt_tr_win":0.5319148936170213,"bt_tr_avg":5.747185235724421,"bt_tr_dd":395.35045275498464,"bt_te_n":21,"bt_te_win":0.47619047619047616,"bt_te_avg":19.935437279604407,"bt_te_dd":255.7592202201726,"bt_te_gross":31.050380952380994,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.6409],["dist_pdh_pct","<=",-0.5355],["vix_chg",">=",0.7733]]},{"id":"R0797","rule":"When size of the move from the open to 13:00 (either direction) \u2265 0.64% (\u2248160 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) is negative AND the day opened inside the prior-day range at 13:00","T":"13:00","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":46,"hit_tr":1.0,"base_tr":0.6,"lift_tr":1.667,"n_te":21,"hit_te":0.9524,"base_te":0.6651,"lift_te":1.432,"ci_te":[0.7733,0.9915],"p_rand":0.001999000499750125,"p_perm_fw":0.009900990099009901,"p_te":0.00221151706877056,"q_bh_te":0.008204559507041926,"q_bh_te_fam":0.005001430909373421,"p_holm_te":1.0,"q_bh_tr":3.976508813821474e-08,"p_holm_tr":0.0011492935071479886,"p_tr":1.247349930407171e-10,"stable":true,"by_year":"2022:100/64(n16) 2023:100/52(n12) 2024:100/64(n18) 2025:100/69(n10) 2026:91/63(n11)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":46,"bt_tr_win":0.5217391304347826,"bt_tr_avg":-1.6572904368778736,"bt_tr_dd":552.0712081594606,"bt_te_n":21,"bt_te_win":0.5714285714285714,"bt_te_avg":0.7846027215329695,"bt_te_dd":226.1146662817634,"bt_te_gross":10.53720952381021,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.6409],["ema9_21_pct","<",0.0],["open_vs_pd","==",0.0]]},{"id":"R0798","rule":"When size of the move from the open to 13:00 (either direction) \u2265 0.64% (\u2248160 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) \u2264 0.195 AND price has not touched the prior-day high yet at 13:00","T":"13:00","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":45,"hit_tr":1.0,"base_tr":0.6,"lift_tr":1.667,"n_te":23,"hit_te":0.9565,"base_te":0.6651,"lift_te":1.438,"ci_te":[0.7901,0.9923],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.0010635543657195607,"q_bh_te":0.004380401879150055,"q_bh_te_fam":0.002661148795928092,"p_holm_te":0.7838395675353163,"q_bh_tr":6.188654248546736e-08,"p_holm_tr":0.0019150608456728595,"p_tr":2.0789164680698993e-10,"stable":true,"by_year":"2022:100/64(n16) 2023:100/52(n13) 2024:100/64(n16) 2025:100/69(n9) 2026:93/63(n14)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":45,"bt_tr_win":0.4444444444444444,"bt_tr_avg":-9.057393849221521,"bt_tr_dd":884.7559855052475,"bt_te_n":23,"bt_te_win":0.4782608695652174,"bt_te_avg":-11.26438263266219,"bt_te_dd":325.29728111309447,"bt_te_gross":-1.1516956521734993,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.6409],["pos_rng","<=",0.1946],["touched_pdh","==",0.0]]},{"id":"R0799","rule":"When range so far (high\u2212low since 09:15) \u2265 1.04% (\u2248260 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 -0.01% (\u2248-1 pts at 25,000) AND price is below the opening-range low at 13:00","T":"13:00","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":42,"hit_tr":1.0,"base_tr":0.6,"lift_tr":1.667,"n_te":19,"hit_te":0.8947,"base_te":0.6651,"lift_te":1.345,"ci_te":[0.6861,0.9706],"p_rand":0.015492253873063468,"p_perm_fw":0.009900990099009901,"p_te":0.023284061395692546,"q_bh_te":0.05955817809635041,"q_bh_te_fam":0.0366070270071316,"p_holm_te":1.0,"q_bh_tr":2.3354143866929292e-07,"p_holm_tr":0.008859249499663314,"p_tr":9.624612130758188e-10,"stable":true,"by_year":"2022:100/64(n19) 2023:100/52(n7) 2024:100/64(n16) 2025:83/69(n6) 2026:92/63(n13)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":42,"bt_tr_win":0.5,"bt_tr_avg":5.521707841669974,"bt_tr_dd":400.82795090390937,"bt_te_n":19,"bt_te_win":0.47368421052631576,"bt_te_avg":-10.090206136489721,"bt_te_dd":477.5232210035501,"bt_te_gross":1.1422210526311813,"eq":false,"page":false,"conds":[["rng_pct",">=",1.04],["ema9_21_pct","<=",-0.0052],["or_state","==",-1.0]]},{"id":"R0800","rule":"When size of the move from the open to 13:00 (either direction) \u2264 0.11% (\u224828 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 0.47% (\u2248119 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is negative at 13:00","T":"13:00","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.0333,"base_tr":0.6,"lift_tr":0.056,"n_te":20,"hit_te":0.2,"base_te":0.6651,"lift_te":0.301,"ci_te":[0.0807,0.416],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.6747285792833843e-05,"q_bh_te":0.00020153768829949222,"q_bh_te_fam":0.0001219178608231496,"p_holm_te":0.022574709209151764,"q_bh_tr":3.444516078216115e-08,"p_holm_tr":0.0009773593477838492,"p_tr":1.0606859906614176e-10,"stable":true,"by_year":"2022:0/64(n4) 2023:6/52(n17) 2024:0/64(n9) 2025:0/69(n9) 2026:36/63(n11)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6,"bt_tr_avg":13.69350439985343,"bt_tr_dd":102.58582670679564,"bt_te_n":20,"bt_te_win":0.4,"bt_te_avg":0.8210761533239591,"bt_te_dd":206.24202240852298,"bt_te_gross":12.720980000000054,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.1119],["rng_pct","<=",0.4743],["dist_twap_pct","<",0.0]]},{"id":"R0801","rule":"When size of the move from the open to 13:00 (either direction) \u2264 0.08% (\u224820 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0369 AND position in today's range so far (0 = at low, 1 = at high) \u2264 0.814 at 13:00","T":"13:00","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":72,"hit_tr":0.0556,"base_tr":0.6,"lift_tr":0.093,"n_te":51,"hit_te":0.2549,"base_te":0.6651,"lift_te":0.383,"ci_te":[0.1555,0.3887],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.5020474398860698e-09,"q_bh_te":8.685678969890214e-08,"q_bh_te_fam":5.254299623760746e-08,"p_holm_te":2.364434830692336e-06,"q_bh_tr":1.1688295921285151e-18,"p_holm_tr":2.2320034330964784e-15,"p_tr":2.415337186933477e-22,"stable":true,"by_year":"2022:0/64(n15) 2023:6/52(n32) 2024:8/64(n25) 2025:21/69(n28) 2026:30/63(n23)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":72,"bt_tr_win":0.625,"bt_tr_avg":15.812280524223796,"bt_tr_dd":129.64900335940973,"bt_te_n":51,"bt_te_win":0.47058823529411764,"bt_te_avg":-4.825619003091126,"bt_te_dd":568.6061767305048,"bt_te_gross":6.231392156862949,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0795],["atr14_pct","<=",0.0369],["pos_rng","<=",0.8142]]},{"id":"R0802","rule":"When size of the move from the open to 13:00 (either direction) \u2264 0.11% (\u224828 pts at 25,000) AND distance from TWAP in the move's direction \u2264 +0.00% (\u2248+0 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0273 at 13:00","T":"13:00","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":36,"hit_tr":0.0556,"base_tr":0.6,"lift_tr":0.093,"n_te":22,"hit_te":0.2727,"base_te":0.6651,"lift_te":0.41,"ci_te":[0.1315,0.4815],"p_rand":0.0009995002498750624,"p_perm_fw":0.009900990099009901,"p_te":0.0001945759521660475,"q_bh_te":0.0010278686168771639,"q_bh_te_fam":0.0006217970645306301,"p_holm_te":0.1535204262590115,"q_bh_tr":5.7999251784307775e-09,"p_holm_tr":0.0001282355272125958,"p_tr":1.3907342160703707e-11,"stable":true,"by_year":"2022:0/64(n5) 2023:0/52(n21) 2024:20/64(n10) 2025:18/69(n11) 2026:36/63(n11)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.5555555555555556,"bt_tr_avg":10.926250659975175,"bt_tr_dd":186.60203893819556,"bt_te_n":22,"bt_te_win":0.45454545454545453,"bt_te_avg":-11.745731947931311,"bt_te_dd":482.99529715884773,"bt_te_gross":-0.5256818181815933,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.1119],["twap_dir_pct","<=",0.0001],["atr14_pct","<=",0.0273]]},{"id":"R0803","rule":"When size of the move from the open to 13:00 (either direction) \u2264 0.11% (\u224828 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 0.47% (\u2248119 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) is negative at 13:00","T":"13:00","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":34,"hit_tr":0.0588,"base_tr":0.6,"lift_tr":0.098,"n_te":26,"hit_te":0.2692,"base_te":0.6651,"lift_te":0.405,"ci_te":[0.137,0.4608],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":4.2816293109899705e-05,"q_bh_te":0.00029726740644873224,"q_bh_te_fam":0.00017982843106157878,"p_holm_te":0.035665972160546455,"q_bh_tr":2.60649185982551e-08,"p_holm_tr":0.0007149230358350658,"p_tr":7.75794847598028e-11,"stable":true,"by_year":"2022:0/64(n3) 2023:10/52(n19) 2024:0/64(n12) 2025:8/69(n12) 2026:43/63(n14)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.6176470588235294,"bt_tr_avg":14.5511883605748,"bt_tr_dd":148.0759426137509,"bt_te_n":26,"bt_te_win":0.46153846153846156,"bt_te_avg":6.6180392106822215,"bt_te_dd":363.5419894178774,"bt_te_gross":18.745423076922982,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.1119],["rng_pct","<=",0.4743],["ema9_21_pct","<",0.0]]},{"id":"R0804","rule":"When India VIX change on the prior day (%) \u2264 6.11 AND (it is Thursday or it is Friday) AND prior-day range \u2264 0.53% (\u2248132 pts at 25,000) at 13:00","T":"13:00","target":"the best favourable excursion after 13:00 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"tree","dirn":"higher","n_tr":31,"hit_tr":0.9032,"base_tr":0.517,"lift_tr":1.747,"n_te":27,"hit_te":0.6667,"base_te":0.5513,"lift_te":1.209,"ci_te":[0.4782,0.8136],"p_rand":0.18190904547726136,"p_perm_fw":1.0,"p_te":0.1556742154364537,"q_bh_te":0.29845234202018345,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0005910355920752241,"p_holm_tr":1.0,"p_tr":1.0771413444666082e-05,"stable":true,"by_year":"2022:75/53(n4) 2023:93/49(n15) 2024:92/53(n12) 2025:61/57(n18) 2026:78/52(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.7419354838709677,"bt_tr_avg":35.92709993647078,"bt_tr_dd":54.81336584029708,"bt_te_n":27,"bt_te_win":0.5185185185185185,"bt_te_avg":-2.4294551844386922,"bt_te_dd":548.5106367626896,"bt_te_gross":7.330170370369968,"eq":false,"page":false,"conds":[["vix_chg","<=",6.1109],["dow",">",2.5],["pdr_pct","<=",0.5262]]},{"id":"R0805","rule":"When India VIX change on the prior day (%) > 6.11 AND opening gap vs prior close > -0.13% (\u2248-32 pts at 25,000) AND India VIX change on the prior day (%) \u2264 10.1 at 13:00","T":"13:00","target":"the best favourable excursion after 13:00 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":38,"hit_tr":0.8947,"base_tr":0.517,"lift_tr":1.731,"n_te":22,"hit_te":0.5455,"base_te":0.5513,"lift_te":0.989,"ci_te":[0.3466,0.7308],"p_rand":0.5832083958020989,"p_perm_fw":0.594059405940594,"p_te":0.6083159470951565,"q_bh_te":0.7979529022624724,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.00012869824111751883,"p_holm_tr":1.0,"p_tr":1.6534261536911203e-06,"stable":true,"by_year":"2022:82/53(n17) 2023:100/49(n7) 2024:93/53(n14) 2025:33/57(n9) 2026:69/52(n13)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.6842105263157895,"bt_tr_avg":16.73288144974171,"bt_tr_dd":211.00358534305008,"bt_te_n":22,"bt_te_win":0.2727272727272727,"bt_te_avg":-19.523805890986157,"bt_te_dd":429.52372960169544,"bt_te_gross":-8.532272727272522,"eq":false,"page":false,"conds":[["vix_chg",">",6.1124],["gap_pct",">",-0.1279],["vix_chg","<=",10.143]]},{"id":"R0806","rule":"When size of the move from the open to 13:00 (either direction) > 0.22% (\u224854 pts at 25,000) AND India VIX change on the prior day (%) > 6.94 AND move from the open to 13:00 > -0.99% (\u2248-248 pts at 25,000) at 13:00","T":"13:00","target":"the best favourable excursion after 13:00 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":32,"hit_tr":0.875,"base_tr":0.517,"lift_tr":1.692,"n_te":23,"hit_te":0.3913,"base_te":0.5513,"lift_te":0.71,"ci_te":[0.2216,0.5921],"p_rand":0.9320339830084957,"p_perm_fw":1.0,"p_te":0.9599441100119133,"q_bh_te":0.9958011472055279,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0017950705331319008,"p_holm_tr":1.0,"p_tr":4.331888325378627e-05,"stable":false,"by_year":"2022:86/53(n14) 2023:88/49(n8) 2024:90/53(n10) 2025:38/57(n8) 2026:40/52(n15)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.6875,"bt_tr_avg":43.18844755881,"bt_tr_dd":147.54082174796133,"bt_te_n":23,"bt_te_win":0.30434782608695654,"bt_te_avg":-28.063940281341864,"bt_te_dd":691.5756282638789,"bt_te_gross":-17.54818260869544,"eq":false,"page":false,"conds":[["abs_mv_pct",">",0.2156],["vix_chg",">",6.9425],["mv_pct",">",-0.9931]]},{"id":"R0807","rule":"When India VIX change on the prior day (%) \u2264 6.94 AND (it is Thursday or it is Friday) AND 1-min ATR(14) as % of price \u2264 0.0226 at 13:00","T":"13:00","target":"the best favourable excursion after 13:00 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":39,"hit_tr":0.8462,"base_tr":0.517,"lift_tr":1.637,"n_te":21,"hit_te":0.5238,"base_te":0.5513,"lift_te":0.95,"ci_te":[0.3237,0.7166],"p_rand":0.7351324337831084,"p_perm_fw":1.0,"p_te":0.6831851533616677,"q_bh_te":0.8535423766934974,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0015356727574204298,"p_holm_tr":1.0,"p_tr":3.552430770860231e-05,"stable":true,"by_year":"2022:67/53(n9) 2023:91/49(n22) 2024:88/53(n8) 2025:60/57(n15) 2026:33/52(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":39,"bt_tr_win":0.717948717948718,"bt_tr_avg":21.718634486984858,"bt_tr_dd":156.5737291928728,"bt_te_n":21,"bt_te_win":0.47619047619047616,"bt_te_avg":-5.101942659112948,"bt_te_dd":383.70594897613796,"bt_te_gross":4.583504761904416,"eq":false,"page":false,"conds":[["vix_chg","<=",6.9425],["dow",">",2.5],["atr14_pct","<=",0.0226]]},{"id":"R0808","rule":"When range so far (high\u2212low since 09:15) \u2265 0.79% (\u2248198 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","T":"13:00","target":"the best favourable excursion after 13:00 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.8438,"base_tr":0.517,"lift_tr":1.632,"n_te":15,"hit_te":0.7333,"base_te":0.5513,"lift_te":1.33,"ci_te":[0.4805,0.891],"p_rand":0.11244377811094453,"p_perm_fw":1.0,"p_te":0.1223645875182689,"q_bh_te":0.2447291750365378,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0068087764957242706,"p_holm_tr":1.0,"p_tr":0.00023791848305420332,"stable":true,"by_year":"2022:81/53(n16) 2023:100/49(n3) 2024:85/53(n13) 2025:67/57(n6) 2026:78/52(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.6875,"bt_tr_avg":29.67601120157991,"bt_tr_dd":265.3420754083719,"bt_te_n":15,"bt_te_win":0.6,"bt_te_avg":40.96720876899248,"bt_te_dd":103.65491952053594,"bt_te_gross":50.747293333333076,"eq":false,"page":false,"conds":[["rng_pct",">=",0.7939],["dist_twap_pct","<",0.0],["open_vs_pd","==",-1.0]]},{"id":"R0809","rule":"When India VIX change on the prior day (%) > 6.11 AND size of the opening gap \u2264 0.43% (\u2248107 pts at 25,000) at 13:00","T":"13:00","target":"the best favourable excursion after 13:00 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"tree","dirn":"higher","n_tr":43,"hit_tr":0.8372,"base_tr":0.517,"lift_tr":1.619,"n_te":27,"hit_te":0.6667,"base_te":0.5513,"lift_te":1.209,"ci_te":[0.4782,0.8136],"p_rand":0.13093453273363317,"p_perm_fw":1.0,"p_te":0.1556742154364537,"q_bh_te":0.29845234202018345,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0011134283421515277,"p_holm_tr":1.0,"p_tr":2.381105617383036e-05,"stable":false,"by_year":"2022:89/53(n9) 2023:85/49(n13) 2024:81/53(n21) 2025:55/57(n11) 2026:75/52(n16)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":43,"bt_tr_win":0.5813953488372093,"bt_tr_avg":15.391315292070896,"bt_tr_dd":188.38508289015823,"bt_te_n":27,"bt_te_win":0.4444444444444444,"bt_te_avg":8.121643797433558,"bt_te_dd":218.94102932471858,"bt_te_gross":18.86739259259277,"eq":false,"page":false,"conds":[["vix_chg",">",6.1109],["abs_gap_pct","<=",0.4261]]},{"id":"R0810","rule":"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","T":"13:00","target":"the best favourable excursion after 13:00 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":37,"hit_tr":0.8378,"base_tr":0.517,"lift_tr":1.621,"n_te":22,"hit_te":0.4091,"base_te":0.5513,"lift_te":0.742,"ci_te":[0.2326,0.6127],"p_rand":0.9335332333833083,"p_perm_fw":1.0,"p_te":0.9397595535110213,"q_bh_te":0.9853243980443671,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.003352342101329226,"p_holm_tr":1.0,"p_tr":9.595712031863368e-05,"stable":false,"by_year":"2022:83/53(n12) 2023:90/49(n10) 2024:80/53(n15) 2025:36/57(n11) 2026:46/52(n11)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":37,"bt_tr_win":0.6486486486486487,"bt_tr_avg":31.110462825306048,"bt_tr_dd":220.27097222177065,"bt_te_n":22,"bt_te_win":0.2727272727272727,"bt_te_avg":-23.87014847784684,"bt_te_dd":525.1432665126305,"bt_te_gross":-13.240372727272684,"eq":false,"page":false,"conds":[["dow","<=",2.5],["vix_chg",">",6.5732],["open_vs_pd",">",-0.5]]},{"id":"R0811","rule":"When distance from TWAP in the move's direction \u2264 +0.08% (\u2248+19 pts at 25,000) AND prior day's close-to-close return \u2264 -0.54% (\u2248-134 pts at 25,000) AND price is inside the prior-day range at 13:00","T":"13:00","target":"the best favourable excursion after 13:00 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.8387,"base_tr":0.517,"lift_tr":1.622,"n_te":20,"hit_te":0.55,"base_te":0.5513,"lift_te":0.998,"ci_te":[0.3421,0.7418],"p_rand":0.5352323838080959,"p_perm_fw":1.0,"p_te":0.5957925023921289,"q_bh_te":0.7900549963508176,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.009965711746774708,"p_holm_tr":1.0,"p_tr":0.00039130968998298877,"stable":true,"by_year":"2022:79/53(n14) 2023:75/49(n8) 2024:100/53(n9) 2025:58/57(n12) 2026:50/52(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.7741935483870968,"bt_tr_avg":36.198772314854104,"bt_tr_dd":236.72508616360878,"bt_te_n":20,"bt_te_win":0.4,"bt_te_avg":-9.23408761082932,"bt_te_dd":522.7940424495035,"bt_te_gross":0.5449299999994764,"eq":false,"page":false,"conds":[["twap_dir_pct","<=",0.0768],["prevret_pct","<=",-0.5369],["pd_pos","==",0.0]]},{"id":"R0812","rule":"When CPR width \u2264 0.06% (\u224816 pts at 25,000) AND 1-min ADX(14) \u2264 19.7 AND price has not touched the prior-day low yet at 13:00","T":"13:00","target":"the best favourable excursion after 13:00 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":31,"hit_tr":0.1613,"base_tr":0.517,"lift_tr":0.312,"n_te":24,"hit_te":0.625,"base_te":0.5513,"lift_te":1.134,"ci_te":[0.4271,0.7884],"p_rand":0.8855572213893054,"p_perm_fw":1.0,"p_te":0.8238176942004296,"q_bh_te":0.9409527600033109,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.003231668130500163,"p_holm_tr":1.0,"p_tr":9.116419209342375e-05,"stable":false,"by_year":"2022:0/53(n5) 2023:23/49(n13) 2024:15/53(n13) 2025:67/57(n12) 2026:58/52(n12)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.6774193548387096,"bt_tr_avg":14.98645460931451,"bt_tr_dd":121.33416020224652,"bt_te_n":24,"bt_te_win":0.375,"bt_te_avg":-10.056260694899153,"bt_te_dd":393.96435627075834,"bt_te_gross":0.7364333333339346,"eq":false,"page":false,"conds":[["cpr_width_pct","<=",0.0624],["adx_14","<=",19.6829],["touched_pdl","==",0.0]]},{"id":"R0813","rule":"When price vs prior-day high \u2264 -0.54% (\u2248-134 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","T":"13:00","target":"the best favourable excursion after 13:00 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":32,"hit_tr":0.1875,"base_tr":0.517,"lift_tr":0.363,"n_te":19,"hit_te":0.7368,"base_te":0.5513,"lift_te":1.337,"ci_te":[0.5121,0.8819],"p_rand":0.9660169915042479,"p_perm_fw":1.0,"p_te":0.971319466787903,"q_bh_te":0.9992166154187662,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.007301835675963667,"p_holm_tr":1.0,"p_tr":0.0002615829053932728,"stable":false,"by_year":"2022:17/53(n12) 2023:33/49(n9) 2024:9/53(n11) 2025:82/57(n11) 2026:62/52(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.5,"bt_tr_avg":18.36185106291997,"bt_tr_dd":117.16988253229124,"bt_te_n":19,"bt_te_win":0.15789473684210525,"bt_te_avg":-43.61204297994542,"bt_te_dd":828.628816618963,"bt_te_gross":-34.68064210526254,"eq":false,"page":false,"conds":[["dist_pdh_pct","<=",-0.5355],["vix_chg","<",0.0],["touched_pdl","==",0.0]]},{"id":"R0814","rule":"When India VIX (prior day's close) \u2264 13.7 AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 -0.01% (\u2248-1 pts at 25,000) AND price is inside the opening range at 13:00","T":"13:00","target":"the best favourable excursion after 13:00 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":36,"hit_tr":0.1944,"base_tr":0.517,"lift_tr":0.376,"n_te":35,"hit_te":0.5429,"base_te":0.5513,"lift_te":0.985,"ci_te":[0.3819,0.6953],"p_rand":0.5247376311844077,"p_perm_fw":1.0,"p_te":0.5255281618770913,"q_bh_te":0.7308577020813217,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0045722827594345105,"p_holm_tr":1.0,"p_tr":0.00014225160740639203,"stable":false,"by_year":"2022:33/53(n3) 2023:18/49(n22) 2024:18/53(n11) 2025:65/57(n17) 2026:44/52(n18)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.6944444444444444,"bt_tr_avg":27.04326160552965,"bt_tr_dd":160.52441046655122,"bt_te_n":35,"bt_te_win":0.4857142857142857,"bt_te_avg":5.35456906945171,"bt_te_dd":231.08354693217223,"bt_te_gross":16.273748571428484,"eq":false,"page":false,"conds":[["vix_prev","<=",13.684],["ema9_21_pct","<=",-0.0052],["or_state","==",0.0]]},{"id":"R0815","rule":"When 1-min ADX(14) \u2264 19.7 AND India VIX change on the prior day (%) is positive AND it is Tuesday at 13:00","T":"13:00","target":"the best favourable excursion after 13:00 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":31,"hit_tr":0.1935,"base_tr":0.517,"lift_tr":0.374,"n_te":21,"hit_te":0.8095,"base_te":0.5513,"lift_te":1.469,"ci_te":[0.6,0.9233],"p_rand":0.9930034982508745,"p_perm_fw":1.0,"p_te":0.9967622690336709,"q_bh_te":1.0,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.010949031008282501,"p_holm_tr":1.0,"p_tr":0.00044400294512119624,"stable":false,"by_year":"2022:21/53(n14) 2023:10/49(n10) 2024:29/53(n7) 2025:82/57(n11) 2026:80/52(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.5806451612903226,"bt_tr_avg":33.2310781199179,"bt_tr_dd":170.48009357182136,"bt_te_n":21,"bt_te_win":0.23809523809523808,"bt_te_avg":-48.52542517911823,"bt_te_dd":1057.4333009223972,"bt_te_gross":-38.285790476190286,"eq":false,"page":false,"conds":[["adx_14","<=",19.6829],["vix_chg",">",0.0],["dow","==",1.0]]},{"id":"R0816","rule":"When size of the move from the open to 13:00 (either direction) \u2265 0.64% (\u2248160 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.30% (\u2248+74 pts at 25,000) AND 1-min Supertrend is down at 13:00","T":"13:00","target":"price never trades back to the open after 13:00","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":61,"hit_tr":1.0,"base_tr":0.6095,"lift_tr":1.641,"n_te":22,"hit_te":1.0,"base_te":0.6674,"lift_te":1.498,"ci_te":[0.8513,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.00013704658008836234,"q_bh_te":0.0007699958141380821,"q_bh_te_fam":0.00046579993694772863,"p_holm_te":0.10963726407068987,"q_bh_tr":1.067011301843939e-10,"p_holm_tr":1.4146360694196405e-06,"p_tr":1.5327177150927896e-13,"stable":true,"by_year":"2022:100/61(n26) 2023:100/60(n15) 2024:100/61(n20) 2025:100/72(n9) 2026:100/60(n13)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":61,"bt_tr_win":0.4918032786885246,"bt_tr_avg":0.37003332406782163,"bt_tr_dd":728.102141655575,"bt_te_n":22,"bt_te_win":0.4090909090909091,"bt_te_avg":-13.480002436018202,"bt_te_dd":423.56146564911546,"bt_te_gross":-3.1521727272728723,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.6409],["twap_dir_pct",">=",0.2977],["supertrend_dir","==",-1.0]]},{"id":"R0817","rule":"When size of the move from the open to 13:00 (either direction) \u2265 0.64% (\u2248160 pts at 25,000) AND price vs prior-day low \u2264 -0.08% (\u2248-19 pts at 25,000) at 13:00","T":"13:00","target":"price never trades back to the open after 13:00","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":58,"hit_tr":1.0,"base_tr":0.6095,"lift_tr":1.641,"n_te":33,"hit_te":1.0,"base_te":0.6674,"lift_te":1.498,"ci_te":[0.8957,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.6043617662126854e-06,"q_bh_te":1.9252341194552224e-05,"q_bh_te_fam":1.1646478006580976e-05,"p_holm_te":0.0014310906954617154,"q_bh_tr":4.0089485791788175e-10,"p_holm_tr":6.245446212202152e-06,"p_tr":6.768463675239859e-13,"stable":true,"by_year":"2022:100/61(n20) 2023:100/60(n16) 2024:100/61(n22) 2025:100/72(n15) 2026:100/60(n18)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":58,"bt_tr_win":0.5172413793103449,"bt_tr_avg":1.3007765539634693,"bt_tr_dd":600.2173503611807,"bt_te_n":33,"bt_te_win":0.45454545454545453,"bt_te_avg":0.6130450573924764,"bt_te_dd":490.1337064556359,"bt_te_gross":10.555624242424418,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.6409],["dist_pdl_pct","<=",-0.0752]]},{"id":"R0818","rule":"When move from the open to 13:00 \u2264 -0.43% (\u2248-107 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 AND 1-min Supertrend is down at 13:00","T":"13:00","target":"price never trades back to the open after 13:00","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":53,"hit_tr":1.0,"base_tr":0.6095,"lift_tr":1.641,"n_te":21,"hit_te":0.9524,"base_te":0.6674,"lift_te":1.427,"ci_te":[0.7733,0.9915],"p_rand":0.0014992503748125937,"p_perm_fw":0.009900990099009901,"p_te":0.0023540055684385303,"q_bh_te":0.00856963824914701,"q_bh_te_fam":0.005223227449969268,"p_holm_te":1.0,"q_bh_tr":3.612723871558324e-09,"p_holm_tr":7.419511726330572e-05,"p_tr":8.045196296548721e-12,"stable":true,"by_year":"2022:100/61(n19) 2023:100/60(n19) 2024:100/61(n15) 2025:90/72(n10) 2026:100/60(n11)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":53,"bt_tr_win":0.4528301886792453,"bt_tr_avg":-5.648630195221268,"bt_tr_dd":691.6074353026945,"bt_te_n":21,"bt_te_win":0.42857142857142855,"bt_te_avg":-8.209238832355762,"bt_te_dd":474.49526863723224,"bt_te_gross":2.3311523809525605,"eq":true,"page":true,"conds":[["mv_pct","<=",-0.4276],["vix_chg",">=",0.7733],["supertrend_dir","==",-1.0]]},{"id":"R0819","rule":"When size of the move from the open to 13:00 (either direction) \u2265 0.64% (\u2248160 pts at 25,000) AND CPR width \u2265 0.20% (\u224851 pts at 25,000) AND India VIX change on the prior day (%) is positive at 13:00","T":"13:00","target":"price never trades back to the open after 13:00","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":50,"hit_tr":1.0,"base_tr":0.6095,"lift_tr":1.641,"n_te":18,"hit_te":1.0,"base_te":0.6674,"lift_te":1.498,"ci_te":[0.8241,1.0],"p_rand":0.0009995002498750624,"p_perm_fw":0.009900990099009901,"p_te":0.0006906464789181062,"q_bh_te":0.0030352774018485547,"q_bh_te_fam":0.001844463861086452,"p_holm_te":0.5193661521464159,"q_bh_tr":1.3245239178942963e-08,"p_holm_tr":0.0003274952431567193,"p_tr":3.552749365206344e-11,"stable":true,"by_year":"2022:100/61(n26) 2023:100/60(n10) 2024:100/61(n14) 2025:100/72(n6) 2026:100/60(n12)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":50,"bt_tr_win":0.54,"bt_tr_avg":15.93428576377174,"bt_tr_dd":396.7637651296867,"bt_te_n":18,"bt_te_win":0.2777777777777778,"bt_te_avg":-42.969312996808505,"bt_te_dd":773.4476339425532,"bt_te_gross":-31.836566666666233,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.6409],["cpr_width_pct",">=",0.2031],["vix_chg",">",0.0]]},{"id":"R0820","rule":"When size of the move from the open to 13:00 (either direction) \u2265 0.64% (\u2248160 pts at 25,000) AND size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) at 13:00","T":"13:00","target":"price never trades back to the open after 13:00","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":48,"hit_tr":1.0,"base_tr":0.6095,"lift_tr":1.641,"n_te":31,"hit_te":1.0,"base_te":0.6674,"lift_te":1.498,"ci_te":[0.8897,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":3.6016051898831128e-06,"q_bh_te":4.0238623500763054e-05,"q_bh_te_fam":2.4341883352313453e-05,"p_holm_te":0.003191022198236438,"q_bh_tr":3.1423252263950075e-08,"p_holm_tr":0.0008811837138560997,"p_tr":9.562758486357295e-11,"stable":true,"by_year":"2022:100/61(n11) 2023:100/60(n13) 2024:100/61(n24) 2025:100/72(n21) 2026:100/60(n10)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":48,"bt_tr_win":0.5208333333333334,"bt_tr_avg":-4.594547662366615,"bt_tr_dd":598.6853052355026,"bt_te_n":31,"bt_te_win":0.4838709677419355,"bt_te_avg":4.812358939869673,"bt_te_dd":234.05167490605265,"bt_te_gross":14.318535483871411,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.6409],["abs_gap_pct","<=",0.2212]]},{"id":"R0821","rule":"When size of the move from the open to 13:00 (either direction) \u2265 0.64% (\u2248160 pts at 25,000) AND price vs prior-day high \u2264 -0.54% (\u2248-134 pts at 25,000) AND India VIX change on the prior day (%) \u2265 0.773 at 13:00","T":"13:00","target":"price never trades back to the open after 13:00","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":47,"hit_tr":1.0,"base_tr":0.6095,"lift_tr":1.641,"n_te":21,"hit_te":1.0,"base_te":0.6674,"lift_te":1.498,"ci_te":[0.8454,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.00020533600224843383,"q_bh_te":0.0010730462052982671,"q_bh_te_fam":0.0006491267167853715,"p_holm_te":0.16180476977176586,"q_bh_tr":4.849361196132566e-08,"p_holm_tr":0.0014454138111447813,"p_tr":1.5688900042611458e-10,"stable":true,"by_year":"2022:100/61(n18) 2023:100/60(n9) 2024:100/61(n20) 2025:100/72(n8) 2026:100/60(n13)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":47,"bt_tr_win":0.5319148936170213,"bt_tr_avg":5.747185235724421,"bt_tr_dd":395.35045275498464,"bt_te_n":21,"bt_te_win":0.47619047619047616,"bt_te_avg":19.935437279604407,"bt_te_dd":255.7592202201726,"bt_te_gross":31.050380952380994,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.6409],["dist_pdh_pct","<=",-0.5355],["vix_chg",">=",0.7733]]},{"id":"R0822","rule":"When size of the move from the open to 13:00 (either direction) \u2265 0.64% (\u2248160 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) is negative AND the day opened inside the prior-day range at 13:00","T":"13:00","target":"price never trades back to the open after 13:00","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":46,"hit_tr":1.0,"base_tr":0.6095,"lift_tr":1.641,"n_te":21,"hit_te":1.0,"base_te":0.6674,"lift_te":1.498,"ci_te":[0.8454,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.00020533600224843383,"q_bh_te":0.0010730462052982671,"q_bh_te_fam":0.0006491267167853715,"p_holm_te":0.16180476977176586,"q_bh_tr":7.474014600850771e-08,"p_holm_tr":0.0023708864560475136,"p_tr":2.573960064956264e-10,"stable":true,"by_year":"2022:100/61(n16) 2023:100/60(n12) 2024:100/61(n18) 2025:100/72(n10) 2026:100/60(n11)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":46,"bt_tr_win":0.5217391304347826,"bt_tr_avg":-1.6572904368778736,"bt_tr_dd":552.0712081594606,"bt_te_n":21,"bt_te_win":0.5714285714285714,"bt_te_avg":0.7846027215329695,"bt_te_dd":226.1146662817634,"bt_te_gross":10.53720952381021,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.6409],["ema9_21_pct","<",0.0],["open_vs_pd","==",0.0]]},{"id":"R0823","rule":"When size of the move from the open to 13:00 (either direction) \u2265 0.64% (\u2248160 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) \u2264 0.195 AND price has not touched the prior-day high yet at 13:00","T":"13:00","target":"price never trades back to the open after 13:00","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":45,"hit_tr":1.0,"base_tr":0.6095,"lift_tr":1.641,"n_te":23,"hit_te":1.0,"base_te":0.6674,"lift_te":1.498,"ci_te":[0.8569,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":9.146844639154946e-05,"q_bh_te":0.0005454437416723072,"q_bh_te_fam":0.0003299597943449759,"p_holm_te":0.07408944157715507,"q_bh_tr":1.1460373444908984e-07,"p_holm_tr":0.003888793313751432,"p_tr":4.222903070320592e-10,"stable":true,"by_year":"2022:100/61(n16) 2023:100/60(n13) 2024:100/61(n16) 2025:100/72(n9) 2026:100/60(n14)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":45,"bt_tr_win":0.4444444444444444,"bt_tr_avg":-9.057393849221521,"bt_tr_dd":884.7559855052475,"bt_te_n":23,"bt_te_win":0.4782608695652174,"bt_te_avg":-11.26438263266219,"bt_te_dd":325.29728111309447,"bt_te_gross":-1.1516956521734993,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.6409],["pos_rng","<=",0.1946],["touched_pdh","==",0.0]]},{"id":"R0824","rule":"When size of the move from the open to 13:00 (either direction) \u2264 0.07% (\u224817 pts at 25,000) AND India VIX (prior day's close) > 12.6 at 13:00","T":"13:00","target":"price never trades back to the open after 13:00","family":"level / structure","method":"tree","dirn":"lower","n_tr":60,"hit_tr":0.0,"base_tr":0.6095,"lift_tr":0.0,"n_te":27,"hit_te":0.1481,"base_te":0.6674,"lift_te":0.222,"ci_te":[0.0592,0.3248],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":3.819736765243831e-08,"q_bh_te":8.250631412926674e-07,"q_bh_te_fam":4.991122706585272e-07,"p_holm_te":3.5447157181462746e-05,"q_bh_tr":5.429395699337423e-21,"p_holm_tr":5.787068929633523e-18,"p_tr":6.261839062626218e-25,"stable":true,"by_year":"2022:0/61(n22) 2023:0/60(n7) 2024:0/61(n31) 2025:12/72(n16) 2026:18/60(n11)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":60,"bt_tr_win":0.45,"bt_tr_avg":-2.8121509145332197,"bt_tr_dd":455.1969856556179,"bt_te_n":27,"bt_te_win":0.4444444444444444,"bt_te_avg":-7.991036796408412,"bt_te_dd":534.4079967195153,"bt_te_gross":2.543666666666805,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0679],["vix_prev",">",12.555]]},{"id":"R0825","rule":"When prior day's close-to-close return > +0.24% (\u2248+59 pts at 25,000) AND size of the opening gap \u2264 0.62% (\u2248154 pts at 25,000) AND size of the move from the open to 13:00 (either direction) \u2264 0.06% (\u224815 pts at 25,000) at 13:00","T":"13:00","target":"price never trades back to the open after 13:00","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":30,"hit_tr":0.0,"base_tr":0.6095,"lift_tr":0.0,"n_te":16,"hit_te":0.25,"base_te":0.6674,"lift_te":0.375,"ci_te":[0.1018,0.495],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.0007741616635566144,"q_bh_te":0.0033295802521107485,"q_bh_te_fam":0.0020231424807612857,"p_holm_te":0.5782987626767909,"q_bh_tr":6.225473671322986e-10,"p_holm_tr":1.032503190367462e-05,"p_tr":1.1190924057133278e-12,"stable":true,"by_year":"2022:0/61(n7) 2023:0/60(n12) 2024:0/61(n11) 2025:30/72(n10) 2026:17/60(n6)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.5,"bt_tr_avg":6.800034602633998,"bt_tr_dd":227.22741193833116,"bt_te_n":16,"bt_te_win":0.375,"bt_te_avg":-6.1051736918178525,"bt_te_dd":511.3113708309311,"bt_te_gross":3.9050250000000233,"eq":true,"page":true,"conds":[["prevret_pct",">",0.2363],["abs_gap_pct","<=",0.6154],["abs_mv_pct","<=",0.0602]]},{"id":"R0826","rule":"When size of the move from the open to 13:00 (either direction) \u2264 0.06% (\u224816 pts at 25,000) AND (price is above the opening-range high or price is inside the opening range) at 13:00","T":"13:00","target":"price never trades back to the open after 13:00","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":78,"hit_tr":0.0256,"base_tr":0.6095,"lift_tr":0.042,"n_te":48,"hit_te":0.125,"base_te":0.6674,"lift_te":0.187,"ci_te":[0.0586,0.247],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":9.67137228272487e-15,"q_bh_te":1.880114771761715e-12,"q_bh_te_fam":1.1373533804484445e-12,"p_holm_te":9.361888369677674e-12,"q_bh_tr":3.105660845612102e-24,"p_holm_tr":1.9175839259466913e-21,"p_tr":2.0748013779180157e-28,"stable":true,"by_year":"2022:0/61(n19) 2023:7/60(n28) 2024:0/61(n31) 2025:16/72(n25) 2026:9/60(n23)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":78,"bt_tr_win":0.5,"bt_tr_avg":-3.8194338238503063,"bt_tr_dd":416.72774731436255,"bt_te_n":48,"bt_te_win":0.4375,"bt_te_avg":-8.376555470933019,"bt_te_dd":878.3447896349737,"bt_te_gross":2.8513541666668516,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0645],["or_state",">",-0.5]]},{"id":"R0827","rule":"When size of the move from the open to 13:00 (either direction) \u2264 0.11% (\u224828 pts at 25,000) AND CPR width \u2264 0.06% (\u224816 pts at 25,000) AND it is not expiry day at 13:00","T":"13:00","target":"price never trades back to the open after 13:00","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":32,"hit_tr":0.0312,"base_tr":0.6095,"lift_tr":0.051,"n_te":18,"hit_te":0.1667,"base_te":0.6674,"lift_te":0.25,"ci_te":[0.0584,0.3922],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.7957480933379714e-05,"q_bh_te":0.00014545559556037568,"q_bh_te_fam":8.79916565735606e-05,"p_holm_te":0.015317731236172897,"q_bh_tr":3.856577703004564e-09,"p_holm_tr":8.01745177001672e-05,"p_tr":8.693799838535316e-12,"stable":true,"by_year":"2022:0/61(n3) 2023:7/60(n15) 2024:0/61(n14) 2025:22/72(n9) 2026:11/60(n9)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 13:00 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.59375,"bt_tr_avg":14.057299799347959,"bt_tr_dd":199.5696800098213,"bt_te_n":18,"bt_te_win":0.3333333333333333,"bt_te_avg":-16.84323267386505,"bt_te_dd":515.7158258092221,"bt_te_gross":-4.978122222221525,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.1119],["cpr_width_pct","<=",0.0624],["is_expiry","==",0.0]]},{"id":"R0828","rule":"When price vs prior-day high > -0.24% (\u2248-61 pts at 25,000) at 13:00","T":"13:00","target":"price reaches the prior-day high after 13:00 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":31,"hit_tr":0.6452,"base_tr":0.123,"lift_tr":5.245,"n_te":19,"hit_te":0.4211,"base_te":0.0617,"lift_te":6.821,"ci_te":[0.2314,0.6372],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":8.58501886715974e-06,"q_bh_te":7.947274608456446e-05,"q_bh_te_fam":4.807610565609454e-05,"p_holm_te":0.007451796376694655,"q_bh_tr":1.0437340025725513e-08,"p_holm_tr":0.0002494512164827974,"p_tr":2.705864831541318e-11,"stable":true,"by_year":"2022:100/12(n4) 2023:50/10(n10) 2024:65/15(n17) 2025:42/5(n12) 2026:43/7(n7)","adds":null,"verdict":"WATCH","exploratory":false,"bt_rule":"enter long at 13:00 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.6451612903225806,"bt_tr_avg":2.0947017105539762,"bt_tr_dd":185.9115979716275,"bt_te_n":19,"bt_te_win":0.42105263157894735,"bt_te_avg":-17.237908484627567,"bt_te_dd":327.5202612079239,"bt_te_gross":-7.091442105262869,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.2447]]},{"id":"R0829","rule":"When price vs prior-day high > -0.37% (\u2248-92 pts at 25,000) AND 1-min RSI(14) > 52.7 at 13:00","T":"13:00","target":"price reaches the prior-day high after 13:00 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":30,"hit_tr":0.6333,"base_tr":0.123,"lift_tr":5.149,"n_te":19,"hit_te":0.2632,"base_te":0.0617,"lift_te":4.263,"ci_te":[0.1181,0.4879],"p_rand":0.0074962518740629685,"p_perm_fw":0.009900990099009901,"p_te":0.005015331569083869,"q_bh_te":0.016358732500501745,"q_bh_te_fam":0.009962888387234173,"p_holm_te":1.0,"q_bh_tr":4.4517812985440766e-08,"p_holm_tr":0.0013127554694074858,"p_tr":1.424850294371038e-10,"stable":true,"by_year":"2022:71/12(n7) 2023:64/10(n11) 2024:58/15(n12) 2025:20/5(n10) 2026:33/7(n9)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter long at 13:00 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.7,"bt_tr_avg":10.334363404415472,"bt_tr_dd":143.3362197283875,"bt_te_n":19,"bt_te_win":0.42105263157894735,"bt_te_avg":-23.194185263173964,"bt_te_dd":440.6895200003054,"bt_te_gross":-12.376989473683926,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.3661],["rsi_14",">",52.7326]]},{"id":"R0830","rule":"When price vs prior-day high > -0.37% (\u2248-92 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) > -0.03% (\u2248-6 pts at 25,000) AND 1-min Bollinger %B \u2264 0.948 at 13:00","T":"13:00","target":"price reaches the prior-day high after 13:00 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":42,"hit_tr":0.5952,"base_tr":0.123,"lift_tr":4.84,"n_te":29,"hit_te":0.3793,"base_te":0.0617,"lift_te":6.145,"ci_te":[0.2269,0.56],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":6.03635821000096e-07,"q_bh_te":8.757224149434229e-06,"q_bh_te_fam":5.297580041015767e-06,"p_holm_te":0.000546894053826087,"q_bh_tr":5.967953974341895e-10,"p_holm_tr":9.808138417789207e-06,"p_tr":1.063050814996566e-12,"stable":true,"by_year":"2022:89/12(n9) 2023:47/10(n15) 2024:56/15(n18) 2025:33/5(n18) 2026:46/7(n11)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 13:00 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":42,"bt_tr_win":0.6428571428571429,"bt_tr_avg":6.568315571780586,"bt_tr_dd":235.74324672973603,"bt_te_n":29,"bt_te_win":0.4827586206896552,"bt_te_avg":-11.687700218162153,"bt_te_dd":338.9433063267025,"bt_te_gross":-1.4914275862066806,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.3661],["dist_twap_pct",">",-0.0255],["bb_pctb","<=",0.9479]]},{"id":"R0831","rule":"When India VIX (prior day's close) > 13.4 AND 1-min ATR(14) as % of price \u2264 0.0351 AND price vs prior-day high > -0.66% (\u2248-164 pts at 25,000) at 13:00","T":"13:00","target":"price reaches the prior-day high after 13:00 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":42,"hit_tr":0.5714,"base_tr":0.123,"lift_tr":4.646,"n_te":25,"hit_te":0.0,"base_te":0.0617,"lift_te":0.0,"ci_te":[0.0,0.1332],"p_rand":1.0,"p_perm_fw":0.009900990099009901,"p_te":1.0,"q_bh_te":1.0,"q_bh_te_fam":1.0,"p_holm_te":1.0,"q_bh_tr":4.598242196423411e-09,"p_holm_tr":9.806471567911661e-05,"p_tr":1.063436311720385e-11,"stable":false,"by_year":"2022:60/12(n15) 2023:40/10(n10) 2024:65/15(n17) 2025:0/5(n19) 2026:0/7(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter long at 13:00 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":42,"bt_tr_win":0.7380952380952381,"bt_tr_avg":25.813509831562232,"bt_tr_dd":125.44717720456549,"bt_te_n":25,"bt_te_win":0.24,"bt_te_avg":-31.737563039072302,"bt_te_dd":824.926580115249,"bt_te_gross":-21.990399999999646,"eq":false,"page":false,"conds":[["vix_prev",">",13.385],["atr14_pct","<=",0.0351],["dist_pdh_pct",">",-0.6557]]},{"id":"R0832","rule":"When price vs prior-day high > -0.53% (\u2248-131 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","T":"13:00","target":"price reaches the prior-day high after 13:00 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":48,"hit_tr":0.5625,"base_tr":0.123,"lift_tr":4.573,"n_te":30,"hit_te":0.2667,"base_te":0.0617,"lift_te":4.32,"ci_te":[0.1418,0.4445],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.00036021831166088616,"q_bh_te":0.001768344439062532,"q_bh_te_fam":0.0010697392285686923,"p_holm_te":0.27919035876239906,"q_bh_tr":4.881982298876307e-10,"p_holm_tr":7.806156995212941e-06,"p_tr":8.46025941370578e-13,"stable":true,"by_year":"2022:50/12(n14) 2023:56/10(n16) 2024:61/15(n18) 2025:23/5(n22) 2026:38/7(n8)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 13:00 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":48,"bt_tr_win":0.6875,"bt_tr_avg":13.676720311927758,"bt_tr_dd":157.12566763219115,"bt_te_n":30,"bt_te_win":0.36666666666666664,"bt_te_avg":-19.831620292214858,"bt_te_dd":630.7678587604304,"bt_te_gross":-10.241339999999886,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.5251],["rsi_14",">",50.2228],["cpr_pos",">",-0.5]]},{"id":"R0833","rule":"When price vs prior-day high > -0.52% (\u2248-130 pts at 25,000) AND India VIX (prior day's close) > 14.9 at 13:00","T":"13:00","target":"price reaches the prior-day high after 13:00 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":37,"hit_tr":0.5405,"base_tr":0.123,"lift_tr":4.395,"n_te":12,"hit_te":0.1667,"base_te":0.0617,"lift_te":2.7,"ci_te":[0.047,0.448],"p_rand":0.18340829585207397,"p_perm_fw":0.009900990099009901,"p_te":0.16695550858865027,"q_bh_te":0.31510826087022925,"q_bh_te_fam":0.2093173540514421,"p_holm_te":1.0,"q_bh_tr":5.175991835633335e-07,"p_holm_tr":0.02222039724254606,"p_tr":2.4153290916781506e-09,"stable":false,"by_year":"2022:50/12(n24) 2023:60/10(n5) 2024:62/15(n8) 2025:0/5(n7) 2026:40/7(n5)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter long at 13:00 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":37,"bt_tr_win":0.6756756756756757,"bt_tr_avg":12.844167785993545,"bt_tr_dd":205.97048502060574,"bt_te_n":12,"bt_te_win":0.25,"bt_te_avg":-38.45788090016257,"bt_te_dd":461.49457080195083,"bt_te_gross":-27.53733333333336,"eq":false,"page":false,"conds":[["dist_pdh_pct",">",-0.5192],["vix_prev",">",14.86]]},{"id":"R0834","rule":"When price vs prior-day high > -0.52% (\u2248-130 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) \u2264 0.819 at 13:00","T":"13:00","target":"price reaches the prior-day high after 13:00 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":33,"hit_tr":0.5152,"base_tr":0.123,"lift_tr":4.188,"n_te":14,"hit_te":0.2143,"base_te":0.0617,"lift_te":3.471,"ci_te":[0.0757,0.4759],"p_rand":0.0384807596201899,"p_perm_fw":0.0297029702970297,"p_te":0.051282892678833125,"q_bh_te":0.11784154062370165,"q_bh_te_fam":0.07372699485367697,"p_holm_te":1.0,"q_bh_tr":1.3431023652252614e-05,"p_holm_tr":1.0,"p_tr":1.0990403649460161e-07,"stable":false,"by_year":"2022:54/12(n13) 2023:38/10(n8) 2024:58/15(n12) 2025:0/5(n10) 2026:75/7(n4)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter long at 13:00 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.6666666666666666,"bt_tr_avg":21.858407767837345,"bt_tr_dd":137.8312853200014,"bt_te_n":14,"bt_te_win":0.35714285714285715,"bt_te_avg":-24.48206592912172,"bt_te_dd":567.3829182980814,"bt_te_gross":-14.925014285715017,"eq":false,"page":false,"conds":[["dist_pdh_pct",">",-0.5192],["vix_prev",">",13.375],["pos_rng","<=",0.8193]]},{"id":"R0835","rule":"When size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND the move from the open is UP AND price is above the CPR at 13:00","T":"13:00","target":"price reaches the prior-day high after 13:00 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.5,"base_tr":0.123,"lift_tr":4.065,"n_te":18,"hit_te":0.2778,"base_te":0.0617,"lift_te":4.5,"ci_te":[0.125,0.5087],"p_rand":0.011494252873563218,"p_perm_fw":0.2376237623762376,"p_te":0.0038913831484178843,"q_bh_te":0.013271664632498889,"q_bh_te_fam":0.00808527664759617,"p_holm_te":1.0,"q_bh_tr":4.487392075901917e-05,"p_holm_tr":1.0,"p_tr":4.640484565981158e-07,"stable":true,"by_year":"2022:62/12(n8) 2023:57/10(n7) 2024:41/15(n17) 2025:40/5(n10) 2026:12/7(n8)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter long at 13:00 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.5625,"bt_tr_avg":-5.81681000538237,"bt_tr_dd":390.8597402789677,"bt_te_n":18,"bt_te_win":0.5555555555555556,"bt_te_avg":3.0809893108613444,"bt_te_dd":196.8616202031987,"bt_te_gross":13.694655555556084,"eq":true,"page":true,"conds":[["abs_gap_pct","<=",0.2212],["dir","==",1.0],["cpr_pos","==",1.0]]},{"id":"R0836","rule":"When price vs prior-day high \u2264 -0.52% (\u2248-130 pts at 25,000) AND CPR width > 0.06% (\u224814 pts at 25,000) AND opening gap vs prior close \u2264 +0.24% (\u2248+60 pts at 25,000) at 13:00","T":"13:00","target":"price reaches the prior-day high after 13:00 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":189,"hit_tr":0.0,"base_tr":0.123,"lift_tr":0.0,"n_te":150,"hit_te":0.0067,"base_te":0.0617,"lift_te":0.108,"ci_te":[0.0012,0.0368],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.0007681613738554882,"q_bh_te":0.003318457135055709,"q_bh_te_fam":0.002016423606370656,"p_holm_te":0.5745847076439051,"q_bh_tr":1.2653608640386087e-08,"p_holm_tr":0.00031124326287432366,"p_tr":3.376396981260278e-11,"stable":true,"by_year":"2022:0/12(n75) 2023:0/10(n51) 2024:0/15(n63) 2025:0/5(n73) 2026:1/7(n77)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["dist_pdh_pct","<=",-0.5192],["cpr_width_pct",">",0.0573],["gap_pct","<=",0.2394]]},{"id":"R0837","rule":"When price vs prior-day high \u2264 -0.51% (\u2248-127 pts at 25,000) AND distance from TWAP in the move's direction > +0.05% (\u2248+11 pts at 25,000) at 13:00","T":"13:00","target":"price reaches the prior-day high after 13:00 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":185,"hit_tr":0.0,"base_tr":0.123,"lift_tr":0.0,"n_te":127,"hit_te":0.0,"base_te":0.0617,"lift_te":0.0,"ci_te":[0.0,0.0294],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.00030600521091109055,"q_bh_te":0.001517536045946837,"q_bh_te_fam":0.0009180156327332716,"p_holm_te":0.23776604887791736,"q_bh_tr":1.990322851986651e-08,"p_holm_tr":0.0005260223609257391,"p_tr":5.707481864333054e-11,"stable":true,"by_year":"2022:0/12(n68) 2023:0/10(n52) 2024:0/15(n65) 2025:0/5(n64) 2026:0/7(n63)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["dist_pdh_pct","<=",-0.509],["twap_dir_pct",">",0.0454]]},{"id":"R0838","rule":"When price vs prior-day high \u2264 -0.54% (\u2248-134 pts at 25,000) AND 1-min RSI(14) \u2264 47.1 at 13:00","T":"13:00","target":"price reaches the prior-day high after 13:00 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":125,"hit_tr":0.0,"base_tr":0.123,"lift_tr":0.0,"n_te":88,"hit_te":0.0,"base_te":0.0617,"lift_te":0.0,"ci_te":[0.0,0.0418],"p_rand":0.0024987506246876563,"p_perm_fw":0.04950495049504951,"p_te":0.0036720996603372383,"q_bh_te":0.012657024361162396,"q_bh_te_fam":0.007711409286708201,"p_holm_te":1.0,"q_bh_tr":1.7417930219178296e-05,"p_holm_tr":1.0,"p_tr":1.500756017200851e-07,"stable":true,"by_year":"2022:0/12(n47) 2023:0/10(n41) 2024:0/15(n37) 2025:0/5(n46) 2026:0/7(n42)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["dist_pdh_pct","<=",-0.5355],["rsi_14","<=",47.1103]]},{"id":"R0839","rule":"When price vs prior-day high \u2264 -0.54% (\u2248-134 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) is negative AND it is not expiry day at 13:00","T":"13:00","target":"price reaches the prior-day high after 13:00 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":118,"hit_tr":0.0,"base_tr":0.123,"lift_tr":0.0,"n_te":78,"hit_te":0.0128,"base_te":0.0617,"lift_te":0.208,"ci_te":[0.0023,0.0691],"p_rand":0.030484757621189407,"p_perm_fw":0.18811881188118812,"p_te":0.042579548281383134,"q_bh_te":0.1004546624502534,"q_bh_te_fam":0.062435846357738856,"p_holm_te":1.0,"q_bh_tr":3.761764769520535e-05,"p_holm_tr":1.0,"p_tr":3.760922705080572e-07,"stable":true,"by_year":"2022:0/12(n42) 2023:0/10(n41) 2024:0/15(n35) 2025:0/5(n42) 2026:3/7(n36)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":false,"conds":[["dist_pdh_pct","<=",-0.5355],["ema9_21_pct","<",0.0],["is_expiry","==",0.0]]},{"id":"R0840","rule":"When price vs prior-day low \u2264 +0.39% (\u2248+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% (\u224824 pts at 25,000) at 13:00","T":"13:00","target":"price reaches the prior-day low after 13:00 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":40,"hit_tr":0.65,"base_tr":0.0995,"lift_tr":6.53,"n_te":18,"hit_te":0.3889,"base_te":0.0823,"lift_te":4.725,"ci_te":[0.203,0.6138],"p_rand":0.0029985007496251873,"p_perm_fw":0.009900990099009901,"p_te":0.00035978139015773077,"q_bh_te":0.001768344439062532,"q_bh_te_fam":0.0010697392285686923,"p_holm_te":0.27919035876239906,"q_bh_tr":1.4799328085968915e-13,"p_holm_tr":9.308355193205966e-10,"p_tr":1.0077711906669708e-16,"stable":true,"by_year":"2022:88/10(n8) 2023:56/11(n23) 2024:67/8(n9) 2025:25/8(n12) 2026:67/9(n6)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter short at 13:00 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":40,"bt_tr_win":0.7,"bt_tr_avg":19.94867578084496,"bt_tr_dd":109.79055274289863,"bt_te_n":18,"bt_te_win":0.3888888888888889,"bt_te_avg":-20.20128242452404,"bt_te_dd":450.4362614551653,"bt_te_gross":-9.688322222222471,"eq":true,"page":true,"conds":[["dist_pdl_pct","<=",0.3933],["vix_chg",">",-2.9721],["abs_mv_pct",">",0.0961]]},{"id":"R0841","rule":"When price vs prior-day low \u2264 +0.39% (\u2248+99 pts at 25,000) AND (it is weekly-expiry day or expiry is 1 trading day away) at 13:00","T":"13:00","target":"price reaches the prior-day low after 13:00 (days not yet at PDL)","family":"level / structure","method":"tree","dirn":"higher","n_tr":30,"hit_tr":0.6333,"base_tr":0.0995,"lift_tr":6.362,"n_te":18,"hit_te":0.6111,"base_te":0.0823,"lift_te":7.425,"ci_te":[0.3862,0.797],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.1596056905322696e-08,"q_bh_te":5.247841827993414e-07,"q_bh_te_fam":3.1746203650824366e-07,"p_holm_te":2.0149121092666076e-05,"q_bh_tr":1.6642528432948301e-09,"p_holm_tr":3.10469644011404e-05,"p_tr":3.3658248753401416e-12,"stable":true,"by_year":"2022:64/10(n11) 2023:64/11(n14) 2024:60/8(n5) 2025:56/8(n9) 2026:67/9(n9)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter short at 13:00 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6666666666666666,"bt_tr_avg":14.605356162362478,"bt_tr_dd":148.76289446703964,"bt_te_n":18,"bt_te_win":0.6666666666666666,"bt_te_avg":3.132499208507624,"bt_te_dd":212.40384454680932,"bt_te_gross":14.405966666666346,"eq":true,"page":true,"conds":[["dist_pdl_pct","<=",0.3945],["dte_cat","<=",1.5]]},{"id":"R0842","rule":"When price vs prior-day low \u2264 +0.39% (\u2248+99 pts at 25,000) AND India VIX (prior day's close) > 12.6 at 13:00","T":"13:00","target":"price reaches the prior-day low after 13:00 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":37,"hit_tr":0.5946,"base_tr":0.0995,"lift_tr":5.973,"n_te":19,"hit_te":0.5263,"base_te":0.0823,"lift_te":6.395,"ci_te":[0.3171,0.7267],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":6.557022815553547e-07,"q_bh_te":9.10489453816864e-06,"q_bh_te_fam":5.507899165064979e-06,"p_holm_te":0.0005920991602444852,"q_bh_tr":2.383327048817148e-10,"p_holm_tr":3.4948306609928037e-06,"p_tr":3.7871276078864105e-13,"stable":true,"by_year":"2022:62/10(n13) 2023:70/11(n10) 2024:50/8(n14) 2025:40/8(n10) 2026:67/9(n9)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter short at 13:00 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":37,"bt_tr_win":0.5945945945945946,"bt_tr_avg":6.932306125082514,"bt_tr_dd":154.8476854109411,"bt_te_n":19,"bt_te_win":0.5789473684210527,"bt_te_avg":-2.003426934732181,"bt_te_dd":317.61742140235503,"bt_te_gross":8.717136842104848,"eq":true,"page":true,"conds":[["dist_pdl_pct","<=",0.3945],["vix_prev",">",12.57]]},{"id":"R0843","rule":"When price vs session TWAP (time-weighted VWAP) \u2264 -0.04% (\u2248-11 pts at 25,000) AND the first opening-range break was downward AND price is below the CPR at 13:00","T":"13:00","target":"price reaches the prior-day low after 13:00 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":37,"hit_tr":0.5676,"base_tr":0.0995,"lift_tr":5.701,"n_te":18,"hit_te":0.5,"base_te":0.0823,"lift_te":6.075,"ci_te":[0.2903,0.7097],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":4.225259497496203e-06,"q_bh_te":4.464078512572075e-05,"q_bh_te_fam":2.7004919397040946e-05,"p_holm_te":0.0037224536172941547,"q_bh_tr":2.2553403833805187e-09,"p_holm_tr":4.383021216889798e-05,"p_tr":4.752069294321449e-12,"stable":true,"by_year":"2022:64/10(n11) 2023:53/11(n17) 2024:56/8(n9) 2025:33/8(n9) 2026:67/9(n9)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter short at 13:00 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":37,"bt_tr_win":0.6486486486486487,"bt_tr_avg":15.712552562229071,"bt_tr_dd":144.08284988589827,"bt_te_n":18,"bt_te_win":0.5555555555555556,"bt_te_avg":-10.485208113954709,"bt_te_dd":253.40792589827348,"bt_te_gross":0.427333333332879,"eq":true,"page":true,"conds":[["dist_twap_pct","<=",-0.0421],["or_first_break","==",-1.0],["cpr_pos","==",-1.0]]},{"id":"R0844","rule":"When price vs prior-day low \u2264 +0.35% (\u2248+89 pts at 25,000) AND CPR width \u2264 0.13% (\u224833 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is negative at 13:00","T":"13:00","target":"price reaches the prior-day low after 13:00 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.5667,"base_tr":0.0995,"lift_tr":5.692,"n_te":15,"hit_te":0.6,"base_te":0.0823,"lift_te":7.29,"ci_te":[0.3575,0.8018],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":5.471454328811734e-07,"q_bh_te":8.057960011522735e-06,"q_bh_te_fam":4.874568402032273e-06,"p_holm_te":0.0004962609076232243,"q_bh_tr":1.5910902196227808e-07,"p_holm_tr":0.005671673600754022,"p_tr":6.160117979514933e-10,"stable":false,"by_year":"2022:60/10(n5) 2023:50/11(n16) 2024:67/8(n9) 2025:62/8(n8) 2026:57/9(n7)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter short at 13:00 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6333333333333333,"bt_tr_avg":12.153960227746806,"bt_tr_dd":91.11120740729638,"bt_te_n":15,"bt_te_win":0.6666666666666666,"bt_te_avg":16.389590801443426,"bt_te_dd":35.89694207840404,"bt_te_gross":26.13999999999966,"eq":false,"page":false,"conds":[["dist_pdl_pct","<=",0.3547],["cpr_width_pct","<=",0.1322],["dist_twap_pct","<",0.0]]},{"id":"R0845","rule":"When price vs prior-day low \u2264 +0.39% (\u2248+99 pts at 25,000) AND gap measured in the direction of the move so far \u2264 -0.09% (\u2248-21 pts at 25,000) at 13:00","T":"13:00","target":"price reaches the prior-day low after 13:00 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":41,"hit_tr":0.561,"base_tr":0.0995,"lift_tr":5.635,"n_te":19,"hit_te":0.4211,"base_te":0.0823,"lift_te":5.116,"ci_te":[0.2314,0.6372],"p_rand":0.001999000499750125,"p_perm_fw":0.009900990099009901,"p_te":6.930964522614858e-05,"q_bh_te":0.00044058925007265905,"q_bh_te_fam":0.0002665292994266703,"p_holm_te":0.05690321873066798,"q_bh_tr":3.6067326014256003e-10,"p_holm_tr":5.545833342960776e-06,"p_tr":6.010135546350067e-13,"stable":true,"by_year":"2022:73/10(n11) 2023:53/11(n19) 2024:46/8(n11) 2025:36/8(n11) 2026:50/9(n8)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter short at 13:00 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":41,"bt_tr_win":0.6341463414634146,"bt_tr_avg":11.920259722545104,"bt_tr_dd":133.82269504611588,"bt_te_n":19,"bt_te_win":0.47368421052631576,"bt_te_avg":-13.969366795399003,"bt_te_dd":330.09214895966977,"bt_te_gross":-3.5139999999999803,"eq":true,"page":true,"conds":[["dist_pdl_pct","<=",0.3945],["gap_dir_pct","<=",-0.0857]]},{"id":"R0846","rule":"When 1-min ATR(14) as % of price \u2264 0.074 AND price vs prior-day low > +0.23% (\u2248+58 pts at 25,000) AND price vs prior-day low \u2264 +0.35% (\u2248+88 pts at 25,000) at 13:00","T":"13:00","target":"price reaches the prior-day low after 13:00 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":31,"hit_tr":0.5484,"base_tr":0.0995,"lift_tr":5.509,"n_te":22,"hit_te":0.3182,"base_te":0.0823,"lift_te":3.866,"ci_te":[0.1636,0.5268],"p_rand":0.010494752623688156,"p_perm_fw":0.009900990099009901,"p_te":0.001437214097629765,"q_bh_te":0.005632952027806982,"q_bh_te_fam":0.0034352922333589506,"p_holm_te":1.0,"q_bh_tr":2.898233695530675e-07,"p_holm_tr":0.0113786987255833,"p_tr":1.236352656097138e-09,"stable":true,"by_year":"2022:62/10(n8) 2023:62/11(n13) 2024:40/8(n10) 2025:21/8(n14) 2026:50/9(n8)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 13:00 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.5806451612903226,"bt_tr_avg":7.561124664229876,"bt_tr_dd":260.6174543079393,"bt_te_n":22,"bt_te_win":0.6363636363636364,"bt_te_avg":6.878673230445515,"bt_te_dd":280.83269540638963,"bt_te_gross":17.036381818181326,"eq":true,"page":true,"conds":[["atr14_pct","<=",0.074],["dist_pdl_pct",">",0.2324],["dist_pdl_pct","<=",0.3508]]},{"id":"R0847","rule":"When move from the open to 13:00 \u2264 -0.14% (\u2248-35 pts at 25,000) AND price vs prior-day low \u2264 +0.35% (\u2248+89 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is negative at 13:00","T":"13:00","target":"price reaches the prior-day low after 13:00 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.5455,"base_tr":0.0995,"lift_tr":5.479,"n_te":21,"hit_te":0.5714,"base_te":0.0823,"lift_te":6.943,"ci_te":[0.3655,0.7553],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.3967952540043141e-08,"q_bh_te":3.590240973690297e-07,"q_bh_te_fam":2.1718741692694386e-07,"p_holm_te":1.307400357748038e-05,"q_bh_tr":1.1730122932428694e-07,"p_holm_tr":0.003997208311849052,"p_tr":4.3407019471752617e-10,"stable":true,"by_year":"2022:62/10(n8) 2023:53/11(n15) 2024:50/8(n10) 2025:50/8(n10) 2026:64/9(n11)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter short at 13:00 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.5757575757575758,"bt_tr_avg":11.04649208017733,"bt_tr_dd":99.23267472719931,"bt_te_n":21,"bt_te_win":0.5714285714285714,"bt_te_avg":1.9147407477760787,"bt_te_dd":212.40384454680932,"bt_te_gross":12.41463809523789,"eq":true,"page":true,"conds":[["mv_pct","<=",-0.1417],["dist_pdl_pct","<=",0.3547],["dist_twap_pct","<",0.0]]},{"id":"R0848","rule":"When price vs prior-day low \u2265 +1.18% (\u2248+295 pts at 25,000) AND CPR width \u2265 0.20% (\u224851 pts at 25,000) at 13:00","T":"13:00","target":"price reaches the prior-day low after 13:00 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":101,"hit_tr":0.0,"base_tr":0.0995,"lift_tr":0.0,"n_te":43,"hit_te":0.0,"base_te":0.0823,"lift_te":0.0,"ci_te":[0.0,0.082],"p_rand":0.018490754622688656,"p_perm_fw":1.0,"p_te":0.024890828147488997,"q_bh_te":0.06259248359685142,"q_bh_te_fam":0.03856209442648127,"p_holm_te":1.0,"q_bh_tr":0.002018721059851641,"p_holm_tr":1.0,"p_tr":5.0300348838447484e-05,"stable":true,"by_year":"2022:0/10(n50) 2023:0/11(n20) 2024:0/8(n31) 2025:0/8(n23) 2026:0/9(n20)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["dist_pdl_pct",">=",1.1785],["cpr_width_pct",">=",0.2031]]},{"id":"R0849","rule":"When price vs prior-day low \u2265 +0.68% (\u2248+171 pts at 25,000) AND the day opened inside the prior-day range AND it is not expiry day at 13:00","T":"13:00","target":"price reaches the prior-day low after 13:00 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":101,"hit_tr":0.0,"base_tr":0.0995,"lift_tr":0.0,"n_te":63,"hit_te":0.0,"base_te":0.0823,"lift_te":0.0,"ci_te":[-0.0,0.0575],"p_rand":0.041979010494752625,"p_perm_fw":1.0,"p_te":0.004466950452958874,"q_bh_te":0.014920535533594589,"q_bh_te_fam":0.009088466665535703,"p_holm_te":1.0,"q_bh_tr":0.002018721059851641,"p_holm_tr":1.0,"p_tr":5.0300348838447484e-05,"stable":true,"by_year":"2022:0/10(n30) 2023:0/11(n28) 2024:0/8(n43) 2025:0/8(n35) 2026:0/9(n28)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["dist_pdl_pct",">=",0.6839],["open_vs_pd","==",0.0],["is_expiry","==",0.0]]},{"id":"R0850","rule":"When 1-min ATR(14) as % of price \u2264 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","T":"13:00","target":"price reaches the prior-day low after 13:00 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":99,"hit_tr":0.0,"base_tr":0.0995,"lift_tr":0.0,"n_te":47,"hit_te":0.0213,"base_te":0.0823,"lift_te":0.259,"ci_te":[0.0038,0.1111],"p_rand":0.11144427786106946,"p_perm_fw":1.0,"p_te":0.09206796751832708,"q_bh_te":0.1945436183213346,"q_bh_te_fam":0.12275729002443611,"p_holm_te":1.0,"q_bh_tr":0.0023876959627660965,"p_holm_tr":1.0,"p_tr":6.203680073474911e-05,"stable":true,"by_year":"2022:0/10(n26) 2023:0/11(n42) 2024:0/8(n31) 2025:3/8(n35) 2026:0/9(n12)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":false,"conds":[["atr14_pct","<=",0.0273],["dist_twap_pct",">",0.0],["prevret_pct",">",0.0]]},{"id":"R0851","rule":"When India VIX (prior day's close) \u2264 13.7 AND 1-min EMA9 \u2212 EMA21 (as % of price) is positive AND price is above the CPR at 13:00","T":"13:00","target":"price reaches the prior-day low after 13:00 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":93,"hit_tr":0.0,"base_tr":0.0995,"lift_tr":0.0,"n_te":66,"hit_te":0.0152,"base_te":0.0823,"lift_te":0.184,"ci_te":[0.0027,0.081],"p_rand":0.07196401799100449,"p_perm_fw":1.0,"p_te":0.02388734965757477,"q_bh_te":0.06094095503192304,"q_bh_te_fam":0.037455364263077245,"p_holm_te":1.0,"q_bh_tr":0.003904102762165655,"p_holm_tr":1.0,"p_tr":0.00011638166899841948,"stable":true,"by_year":"2022:0/10(n3) 2023:0/11(n64) 2024:0/8(n26) 2025:2/8(n48) 2026:0/9(n18)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":false,"conds":[["vix_prev","<=",13.684],["ema9_21_pct",">",0.0],["cpr_pos","==",1.0]]},{"id":"R0852","rule":"When prior day's close-to-close return \u2264 -0.63% (\u2248-157 pts at 25,000) AND 1-min Bollinger %B \u2264 0.754 AND India VIX change on the prior day (%) \u2264 2.5 at 14:30","T":"14:30","target":"price 30 min after 14:30 is further in the move's direction than at 14:30","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":31,"hit_tr":0.871,"base_tr":0.5061,"lift_tr":1.721,"n_te":15,"hit_te":0.4,"base_te":0.5103,"lift_te":0.784,"ci_te":[0.1982,0.6425],"p_rand":0.8740629685157422,"p_perm_fw":1.0,"p_te":0.8671421274877755,"q_bh_te":0.9647165591945078,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0018526103801292835,"p_holm_tr":1.0,"p_tr":4.502880475222119e-05,"stable":true,"by_year":"2022:93/54(n14) 2023:86/53(n7) 2024:80/45(n10) 2025:33/54(n9) 2026:50/47(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":31,"bt_tr_win":0.6451612903225806,"bt_tr_avg":16.45738804441935,"bt_tr_dd":29.649039842098546,"bt_te_n":15,"bt_te_win":0.3333333333333333,"bt_te_avg":-14.862105025894921,"bt_te_dd":222.93157538842382,"bt_te_gross":-4.963333333333382,"eq":false,"page":false,"conds":[["prevret_pct","<=",-0.6288],["bb_pctb","<=",0.7538],["vix_chg","<=",2.4998]]},{"id":"R0853","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.45% (\u2248112 pts at 25,000) AND opening gap vs prior close \u2265 +0.41% (\u2248+103 pts at 25,000) AND prior day's close-to-close return \u2264 -0.10% (\u2248-25 pts at 25,000) at 14:30","T":"14:30","target":"price 30 min after 14:30 is further in the move's direction than at 14:30","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8667,"base_tr":0.5061,"lift_tr":1.712,"n_te":9,"hit_te":0.7778,"base_te":0.5103,"lift_te":1.524,"ci_te":[0.4526,0.9368],"p_rand":0.1089455272363818,"p_perm_fw":1.0,"p_te":0.10035344797517151,"q_bh_te":0.2075394711316313,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.002857580147426089,"p_holm_tr":1.0,"p_tr":7.79370197937835e-05,"stable":false,"by_year":"2022:79/54(n19) 2023:100/53(n6) 2024:100/45(n5) 2025:60/54(n5) 2026:100/47(n4)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":30,"bt_tr_win":0.7666666666666667,"bt_tr_avg":13.099188697967755,"bt_tr_dd":71.9240317170739,"bt_te_n":9,"bt_te_win":0.6666666666666666,"bt_te_avg":6.58817927526008,"bt_te_dd":104.68577500657722,"bt_te_gross":17.679755555555555,"eq":false,"page":false,"conds":[["abs_mv_pct",">=",0.4474],["gap_pct",">=",0.4109],["prevret_pct","<=",-0.1019]]},{"id":"R0854","rule":"When prior day's close-to-close return \u2264 -1.38% (\u2248-346 pts at 25,000) AND CPR width \u2264 0.74% (\u2248184 pts at 25,000) at 14:30","T":"14:30","target":"price 30 min after 14:30 is further in the move's direction than at 14:30","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":32,"hit_tr":0.8125,"base_tr":0.5061,"lift_tr":1.605,"n_te":21,"hit_te":0.5238,"base_te":0.5103,"lift_te":1.027,"ci_te":[0.3237,0.7166],"p_rand":0.5052473763118441,"p_perm_fw":1.0,"p_te":0.5378754453930294,"q_bh_te":0.7415814651376236,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.015206276212345013,"p_holm_tr":1.0,"p_tr":0.000685728378874038,"stable":true,"by_year":"2022:82/54(n22) 2023:67/53(n3) 2024:86/45(n7) 2025:60/54(n5) 2026:50/47(n16)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":32,"bt_tr_win":0.78125,"bt_tr_avg":20.57713460451627,"bt_tr_dd":119.77661710843876,"bt_te_n":21,"bt_te_win":0.42857142857142855,"bt_te_avg":-11.790653885954134,"bt_te_dd":285.34337091797846,"bt_te_gross":-1.5673523809521048,"eq":false,"page":false,"conds":[["prevret_pct","<=",-1.3831],["cpr_width_pct","<=",0.7379]]},{"id":"R0855","rule":"When 1-min ATR(14) as % of price \u2265 0.0384 AND price is inside the prior-day range AND expiry is 1 trading day away at 14:30","T":"14:30","target":"price 30 min after 14:30 is further in the move's direction than at 14:30","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.8125,"base_tr":0.5061,"lift_tr":1.605,"n_te":10,"hit_te":0.7,"base_te":0.5103,"lift_te":1.372,"ci_te":[0.3968,0.8922],"p_rand":0.21389305347326337,"p_perm_fw":1.0,"p_te":0.1892092091818508,"q_bh_te":0.34700254966935656,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.015206276212345013,"p_holm_tr":1.0,"p_tr":0.000685728378874038,"stable":true,"by_year":"2022:82/54(n11) 2023:67/53(n3) 2024:83/45(n18) 2025:67/54(n6) 2026:75/47(n4)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":32,"bt_tr_win":0.71875,"bt_tr_avg":15.356510943113932,"bt_tr_dd":109.49378434385642,"bt_te_n":10,"bt_te_win":0.7,"bt_te_avg":19.584949216298533,"bt_te_dd":37.919256874052394,"bt_te_gross":29.020000000000074,"eq":false,"page":false,"conds":[["atr14_pct",">=",0.0384],["pd_pos","==",0.0],["dte_cat","==",1.0]]},{"id":"R0856","rule":"When prior day's close-to-close return \u2264 -0.54% (\u2248-134 pts at 25,000) AND 1-min RSI(14) \u2264 47.3 AND price is inside the prior-day range at 14:30","T":"14:30","target":"price 30 min after 14:30 is further in the move's direction than at 14:30","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.8065,"base_tr":0.5061,"lift_tr":1.593,"n_te":16,"hit_te":0.4375,"base_te":0.5103,"lift_te":0.857,"ci_te":[0.231,0.6682],"p_rand":0.847576211894053,"p_perm_fw":1.0,"p_te":0.7970217142075131,"q_bh_te":0.9266807490546684,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0219257224348989,"p_holm_tr":1.0,"p_tr":0.001111860769284843,"stable":true,"by_year":"2022:80/54(n10) 2023:100/53(n5) 2024:75/45(n16) 2025:56/54(n9) 2026:29/47(n7)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":31,"bt_tr_win":0.6129032258064516,"bt_tr_avg":5.244712213013366,"bt_tr_dd":73.82652172680073,"bt_te_n":16,"bt_te_win":0.375,"bt_te_avg":-17.14261666036368,"bt_te_dd":276.2040099449841,"bt_te_gross":-7.206624999999121,"eq":false,"page":false,"conds":[["prevret_pct","<=",-0.5369],["rsi_14","<=",47.2967],["pd_pos","==",0.0]]},{"id":"R0857","rule":"When prior day's close-to-close return \u2264 -0.10% (\u2248-25 pts at 25,000) AND 1-min Bollinger %B \u2264 0.41 AND price is above the opening-range high at 14:30","T":"14:30","target":"price 30 min after 14:30 is further in the move's direction than at 14:30","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8,"base_tr":0.5061,"lift_tr":1.581,"n_te":26,"hit_te":0.6923,"base_te":0.5103,"lift_te":1.357,"ci_te":[0.5001,0.835],"p_rand":0.07196401799100449,"p_perm_fw":1.0,"p_te":0.04717645402603565,"q_bh_te":0.10970218496006376,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.03120696561025201,"p_holm_tr":1.0,"p_tr":0.0017908791212902717,"stable":true,"by_year":"2022:89/54(n9) 2023:71/53(n7) 2024:79/45(n14) 2025:80/54(n15) 2026:55/47(n11)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":30,"bt_tr_win":0.6666666666666666,"bt_tr_avg":10.86807416474338,"bt_tr_dd":27.016368449098536,"bt_te_n":26,"bt_te_win":0.4230769230769231,"bt_te_avg":-5.1232796247943515,"bt_te_dd":289.31095631924984,"bt_te_gross":4.9116461538464,"eq":false,"page":false,"conds":[["prevret_pct","<=",-0.1019],["bb_pctb","<=",0.4099],["or_state","==",1.0]]},{"id":"R0858","rule":"When prior day's close-to-close return \u2264 -0.10% (\u2248-25 pts at 25,000) AND 1-min ATR(14) as % of price \u2265 0.0384 AND price has already touched the prior-day high at 14:30","T":"14:30","target":"price 30 min after 14:30 is further in the move's direction than at 14:30","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":34,"hit_tr":0.7941,"base_tr":0.5061,"lift_tr":1.569,"n_te":23,"hit_te":0.5217,"base_te":0.5103,"lift_te":1.023,"ci_te":[0.3296,0.7076],"p_rand":0.5122438780609695,"p_perm_fw":1.0,"p_te":0.539591515259437,"q_bh_te":0.7425265333026083,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.021069901075765295,"p_holm_tr":1.0,"p_tr":0.0010536057276166212,"stable":true,"by_year":"2022:76/54(n21) 2023:100/53(n2) 2024:82/45(n11) 2025:56/54(n9) 2026:50/47(n14)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":34,"bt_tr_win":0.6764705882352942,"bt_tr_avg":23.742896358954635,"bt_tr_dd":71.92403171707392,"bt_te_n":23,"bt_te_win":0.391304347826087,"bt_te_avg":-10.31536491630718,"bt_te_dd":289.47011239001733,"bt_te_gross":0.16186086956503973,"eq":false,"page":false,"conds":[["prevret_pct","<=",-0.1019],["atr14_pct",">=",0.0384],["touched_pdh","==",1.0]]},{"id":"R0859","rule":"When opening gap vs prior close \u2265 +0.41% (\u2248+103 pts at 25,000) AND prior day's close-to-close return \u2264 -0.10% (\u2248-25 pts at 25,000) AND 1-min ATR(14) as % of price \u2265 0.0384 at 14:30","T":"14:30","target":"price 30 min after 14:30 is further in the move's direction than at 14:30","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.7812,"base_tr":0.5061,"lift_tr":1.544,"n_te":14,"hit_te":0.5,"base_te":0.5103,"lift_te":0.98,"ci_te":[0.268,0.732],"p_rand":0.592703648175912,"p_perm_fw":1.0,"p_te":0.6344643171328965,"q_bh_te":0.821831320557443,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.04146972867214841,"p_holm_tr":1.0,"p_tr":0.0026337621636091445,"stable":false,"by_year":"2022:78/54(n23) 2023:100/53(n3) 2024:67/45(n6) 2025:60/54(n5) 2026:44/47(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":32,"bt_tr_win":0.75,"bt_tr_avg":17.697456955732292,"bt_tr_dd":71.9240317170739,"bt_te_n":14,"bt_te_win":0.42857142857142855,"bt_te_avg":-15.6576910180113,"bt_te_dd":305.518793022189,"bt_te_gross":-5.184085714285694,"eq":false,"page":false,"conds":[["gap_pct",">=",0.4109],["prevret_pct","<=",-0.1019],["atr14_pct",">=",0.0384]]},{"id":"R0860","rule":"When 1-min ADX(14) > 24 AND prior day's close-to-close return > +0.81% (\u2248+203 pts at 25,000) at 14:30","T":"14:30","target":"price 30 min after 14:30 is further in the move's direction than at 14:30","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":34,"hit_tr":0.1765,"base_tr":0.5061,"lift_tr":0.349,"n_te":21,"hit_te":0.5238,"base_te":0.5103,"lift_te":1.027,"ci_te":[0.3237,0.7166],"p_rand":0.6496751624187906,"p_perm_fw":1.0,"p_te":0.6330406790120999,"q_bh_te":0.8215160747660362,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.004707368042737083,"p_holm_tr":1.0,"p_tr":0.00014794067394596503,"stable":false,"by_year":"2022:16/54(n19) 2023:0/53(n5) 2024:30/45(n10) 2025:40/54(n10) 2026:64/47(n11)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":34,"bt_tr_win":0.6764705882352942,"bt_tr_avg":13.0624402264902,"bt_tr_dd":94.68890827741319,"bt_te_n":21,"bt_te_win":0.2857142857142857,"bt_te_avg":-24.61853696905252,"bt_te_dd":536.5024816987725,"bt_te_gross":-14.23099047619031,"eq":false,"page":false,"conds":[["adx_14",">",24.0348],["prevret_pct",">",0.8136]]},{"id":"R0861","rule":"When gap measured in the direction of the move so far \u2264 -0.15% (\u2248-38 pts at 25,000) AND India VIX change on the prior day (%) \u2264 -3.31 AND the first opening-range break was downward at 14:30","T":"14:30","target":"price 30 min after 14:30 is further in the move's direction than at 14:30","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":33,"hit_tr":0.1818,"base_tr":0.5061,"lift_tr":0.359,"n_te":15,"hit_te":0.5333,"base_te":0.5103,"lift_te":1.045,"ci_te":[0.3012,0.7519],"p_rand":0.7446276861569215,"p_perm_fw":1.0,"p_te":0.6676411248976073,"q_bh_te":0.8455755988999757,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0070428176958379895,"p_holm_tr":1.0,"p_tr":0.000248681356113796,"stable":true,"by_year":"2022:15/54(n13) 2023:12/53(n8) 2024:25/45(n12) 2025:33/54(n6) 2026:67/47(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":33,"bt_tr_win":0.696969696969697,"bt_tr_avg":11.426355429599715,"bt_tr_dd":77.76173826569854,"bt_te_n":15,"bt_te_win":0.26666666666666666,"bt_te_avg":-13.64553695135192,"bt_te_dd":214.26685049274548,"bt_te_gross":-2.1766666666662786,"eq":false,"page":false,"conds":[["gap_dir_pct","<=",-0.1502],["vix_chg","<=",-3.3112],["or_first_break","==",-1.0]]},{"id":"R0862","rule":"When size of the opening gap > 0.02% (\u22485 pts at 25,000) AND India VIX change on the prior day (%) \u2264 -3.52 AND gap measured in the direction of the move so far \u2264 -0.26% (\u2248-65 pts at 25,000) at 14:30","T":"14:30","target":"price 30 min after 14:30 is further in the move's direction than at 14:30","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":41,"hit_tr":0.1951,"base_tr":0.5061,"lift_tr":0.386,"n_te":17,"hit_te":0.5882,"base_te":0.5103,"lift_te":1.153,"ci_te":[0.3601,0.7839],"p_rand":0.8665667166416792,"p_perm_fw":1.0,"p_te":0.8116817022412066,"q_bh_te":0.9333606404792222,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.002971694896796135,"p_holm_tr":1.0,"p_tr":8.18949376781298e-05,"stable":false,"by_year":"2022:20/54(n20) 2023:12/53(n8) 2024:23/45(n13) 2025:40/54(n5) 2026:67/47(n12)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":41,"bt_tr_win":0.7317073170731707,"bt_tr_avg":9.112832394722501,"bt_tr_dd":103.00461869677196,"bt_te_n":17,"bt_te_win":0.23529411764705882,"bt_te_avg":-13.177688629347683,"bt_te_dd":224.0207066989106,"bt_te_gross":-1.2294117647057539,"eq":false,"page":false,"conds":[["abs_gap_pct",">",0.0188],["vix_chg","<=",-3.5221],["gap_dir_pct","<=",-0.2599]]},{"id":"R0863","rule":"When prior day's close-to-close return > -1.38% (\u2248-346 pts at 25,000) AND prior-day range > 1.58% (\u2248394 pts at 25,000) AND price vs prior-day low > +1.20% (\u2248+301 pts at 25,000) at 14:30","T":"14:30","target":"price 30 min after 14:30 is further in the move's direction than at 14:30","family":"direction (continuation / reversal)","method":"tree","dirn":"lower","n_tr":36,"hit_tr":0.1944,"base_tr":0.5061,"lift_tr":0.384,"n_te":13,"hit_te":0.6154,"base_te":0.5103,"lift_te":1.206,"ci_te":[0.3552,0.8229],"p_rand":0.8535732133933034,"p_perm_fw":1.0,"p_te":0.849808651863059,"q_bh_te":0.9549294908796455,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.006788438928864705,"p_holm_tr":1.0,"p_tr":0.00023672179488872034,"stable":true,"by_year":"2022:31/54(n16) 2023:0/53(n2) 2024:11/45(n18) 2025:75/54(n4) 2026:56/47(n9)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at +30 min","bt_tr_n":36,"bt_tr_win":0.5555555555555556,"bt_tr_avg":12.853505514791836,"bt_tr_dd":55.73433161320253,"bt_te_n":13,"bt_te_win":0.3076923076923077,"bt_te_avg":-24.937260914235445,"bt_te_dd":360.5235878122538,"bt_te_gross":-13.662784615384926,"eq":false,"page":false,"conds":[["prevret_pct",">",-1.3826],["pdr_pct",">",1.5761],["dist_pdl_pct",">",1.2026]]},{"id":"R0864","rule":"When prior day's close-to-close return \u2264 -1.35% (\u2248-337 pts at 25,000) AND gap measured in the direction of the move so far \u2264 +1.72% (\u2248+431 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) \u2264 0.982 at 14:30","T":"14:30","target":"the close is further in the move's direction than the 14:30 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":35,"hit_tr":0.8857,"base_tr":0.5183,"lift_tr":1.709,"n_te":21,"hit_te":0.4286,"base_te":0.5148,"lift_te":0.832,"ci_te":[0.2447,0.6345],"p_rand":0.8035982008995503,"p_perm_fw":1.0,"p_te":0.8434712206600559,"q_bh_te":0.951106759259367,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.000519248918010968,"p_holm_tr":1.0,"p_tr":9.197831968979583e-06,"stable":false,"by_year":"2022:91/58(n22) 2023:80/49(n5) 2024:88/48(n8) 2025:60/54(n5) 2026:38/48(n16)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":35,"bt_tr_win":0.8,"bt_tr_avg":42.058873784403055,"bt_tr_dd":75.4458603685639,"bt_te_n":21,"bt_te_win":0.3333333333333333,"bt_te_avg":-23.43763079857735,"bt_te_dd":691.46923715594,"bt_te_gross":-13.21739047619052,"eq":false,"page":false,"conds":[["prevret_pct","<=",-1.3465],["gap_dir_pct","<=",1.7227],["pos_rng","<=",0.9824]]},{"id":"R0865","rule":"When size of the opening gap \u2265 0.55% (\u2248138 pts at 25,000) AND price vs prior-day high \u2265 +0.25% (\u2248+62 pts at 25,000) AND 1-min Supertrend is up at 14:30","T":"14:30","target":"the close is further in the move's direction than the 14:30 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.8438,"base_tr":0.5183,"lift_tr":1.628,"n_te":17,"hit_te":0.4706,"base_te":0.5148,"lift_te":0.914,"ci_te":[0.2616,0.6904],"p_rand":0.7096451774112944,"p_perm_fw":1.0,"p_te":0.7280348265275061,"q_bh_te":0.8725645516457903,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.007097618322722377,"p_holm_tr":1.0,"p_tr":0.0002515931335175032,"stable":false,"by_year":"2022:86/58(n21) 2023:83/49(n6) 2024:80/48(n5) 2025:56/54(n9) 2026:38/48(n8)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.75,"bt_tr_avg":12.55450388734649,"bt_tr_dd":112.38792717450073,"bt_te_n":17,"bt_te_win":0.47058823529411764,"bt_te_avg":-5.3738039597232286,"bt_te_dd":173.74938357127067,"bt_te_gross":5.615752941177241,"eq":false,"page":false,"conds":[["abs_gap_pct",">=",0.5504],["dist_pdh_pct",">=",0.2488],["supertrend_dir","==",1.0]]},{"id":"R0866","rule":"When range so far (high\u2212low since 09:15) \u2264 0.54% (\u2248134 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2265 +0.01% (\u2248+2 pts at 25,000) AND price has already touched the prior-day high at 14:30","T":"14:30","target":"the close is further in the move's direction than the 14:30 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.8438,"base_tr":0.5183,"lift_tr":1.628,"n_te":12,"hit_te":0.3333,"base_te":0.5148,"lift_te":0.647,"ci_te":[0.1381,0.6094],"p_rand":0.9340329835082459,"p_perm_fw":1.0,"p_te":0.9402866714207476,"q_bh_te":0.9853243980443671,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.007097618322722377,"p_holm_tr":1.0,"p_tr":0.0002515931335175032,"stable":true,"by_year":"2022:100/58(n10) 2023:87/49(n15) 2024:57/48(n7) 2025:60/54(n5) 2026:14/48(n7)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.6875,"bt_tr_avg":15.14695135244975,"bt_tr_dd":117.9679849858993,"bt_te_n":12,"bt_te_win":0.16666666666666666,"bt_te_avg":-23.468391906103438,"bt_te_dd":305.83671996020865,"bt_te_gross":-11.049299999999675,"eq":false,"page":false,"conds":[["rng_pct","<=",0.5353],["ema9_21_pct",">=",0.0069],["touched_pdh","==",1.0]]},{"id":"R0867","rule":"When price vs prior-day low \u2265 +0.75% (\u2248+186 pts at 25,000) AND 1-min ADX(14) \u2264 20.5 AND expiry is 1 trading day away at 14:30","T":"14:30","target":"the close is further in the move's direction than the 14:30 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.8387,"base_tr":0.5183,"lift_tr":1.618,"n_te":18,"hit_te":0.5556,"base_te":0.5148,"lift_te":1.079,"ci_te":[0.3372,0.7544],"p_rand":0.4432783608195902,"p_perm_fw":1.0,"p_te":0.4573093144117686,"q_bh_te":0.6654261281560465,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.01035768933076178,"p_holm_tr":1.0,"p_tr":0.00041277260086012776,"stable":true,"by_year":"2022:93/58(n15) 2023:91/49(n11) 2024:40/48(n5) 2025:55/54(n11) 2026:57/48(n7)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.7419354838709677,"bt_tr_avg":20.013370545545065,"bt_tr_dd":121.23839138449705,"bt_te_n":18,"bt_te_win":0.5,"bt_te_avg":3.6183480176271328,"bt_te_dd":134.8212567714354,"bt_te_gross":13.883800000000015,"eq":false,"page":false,"conds":[["dist_pdl_pct",">=",0.7458],["adx_14","<=",20.5389],["dte_cat","==",1.0]]},{"id":"R0868","rule":"When CPR width \u2265 0.30% (\u224876 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","T":"14:30","target":"the close is further in the move's direction than the 14:30 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.8387,"base_tr":0.5183,"lift_tr":1.618,"n_te":9,"hit_te":0.3333,"base_te":0.5148,"lift_te":0.647,"ci_te":[0.1206,0.6458],"p_rand":0.928535732133933,"p_perm_fw":1.0,"p_te":0.9238854626571024,"q_bh_te":0.9814389832816433,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.01035768933076178,"p_holm_tr":1.0,"p_tr":0.00041277260086012776,"stable":true,"by_year":"2022:100/58(n12) 2023:100/49(n4) 2024:67/48(n15) 2025:0/54(n3) 2026:50/48(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.7419354838709677,"bt_tr_avg":20.07369729235319,"bt_tr_dd":219.75445480234487,"bt_te_n":9,"bt_te_win":0.3333333333333333,"bt_te_avg":-24.415693143105564,"bt_te_dd":230.1306700813365,"bt_te_gross":-14.599244444443887,"eq":false,"page":false,"conds":[["cpr_width_pct",">=",0.3046],["dist_twap_pct","<",0.0],["or_first_break","==",1.0]]},{"id":"R0869","rule":"When 1-min ATR(14) as % of price \u2265 0.0384 AND expiry is 1 trading day away AND 1-min Supertrend is up at 14:30","T":"14:30","target":"the close is further in the move's direction than the 14:30 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8333,"base_tr":0.5183,"lift_tr":1.608,"n_te":11,"hit_te":0.7273,"base_te":0.5148,"lift_te":1.413,"ci_te":[0.4343,0.9025],"p_rand":0.11794102948525736,"p_perm_fw":1.0,"p_te":0.13351370025979767,"q_bh_te":0.2627030701468084,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.015025310620627282,"p_holm_tr":1.0,"p_tr":0.0006735833465595216,"stable":false,"by_year":"2022:89/58(n18) 2023:67/49(n3) 2024:78/48(n9) 2025:50/54(n6) 2026:100/48(n5)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.7333333333333333,"bt_tr_avg":28.79049089293982,"bt_tr_dd":100.80390579770369,"bt_te_n":11,"bt_te_win":0.5454545454545454,"bt_te_avg":16.28709095010622,"bt_te_dd":98.24108406939493,"bt_te_gross":25.562163636363536,"eq":false,"page":false,"conds":[["atr14_pct",">=",0.0384],["dte_cat","==",1.0],["supertrend_dir","==",1.0]]},{"id":"R0870","rule":"When 1-min ADX(14) \u2264 20.5 AND 1-min ATR(14) as % of price \u2265 0.0384 AND the move from the open is UP at 14:30","T":"14:30","target":"the close is further in the move's direction than the 14:30 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":35,"hit_tr":0.8286,"base_tr":0.5183,"lift_tr":1.599,"n_te":25,"hit_te":0.6,"base_te":0.5148,"lift_te":1.165,"ci_te":[0.4074,0.766],"p_rand":0.19540229885057472,"p_perm_fw":1.0,"p_te":0.2579517466145895,"q_bh_te":0.4422029941964392,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.007481837091443979,"p_holm_tr":1.0,"p_tr":0.000269746593690618,"stable":true,"by_year":"2022:77/58(n22) 2023:100/49(n2) 2024:91/48(n11) 2025:62/54(n8) 2026:59/48(n17)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":35,"bt_tr_win":0.8285714285714286,"bt_tr_avg":23.080910052138506,"bt_tr_dd":103.12692506241325,"bt_te_n":25,"bt_te_win":0.44,"bt_te_avg":-14.377381770693251,"bt_te_dd":484.1373100464941,"bt_te_gross":-3.420423999999475,"eq":false,"page":false,"conds":[["adx_14","<=",20.5389],["atr14_pct",">=",0.0384],["dir","==",1.0]]},{"id":"R0871","rule":"When size of the opening gap > 0.39% (\u224899 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 0.78% (\u2248195 pts at 25,000) AND distance from TWAP in the move's direction > +0.11% (\u2248+29 pts at 25,000) at 14:30","T":"14:30","target":"the close is further in the move's direction than the 14:30 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":38,"hit_tr":0.8158,"base_tr":0.5183,"lift_tr":1.574,"n_te":19,"hit_te":0.3684,"base_te":0.5148,"lift_te":0.716,"ci_te":[0.1915,0.5896],"p_rand":0.9405297351324338,"p_perm_fw":1.0,"p_te":0.9346722682964922,"q_bh_te":0.9853243980443671,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0076587834305559144,"p_holm_tr":1.0,"p_tr":0.00027822004385874197,"stable":true,"by_year":"2022:73/58(n22) 2023:92/49(n13) 2024:100/48(n3) 2025:22/54(n9) 2026:50/48(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.7105263157894737,"bt_tr_avg":17.885791608395646,"bt_tr_dd":180.0101585165665,"bt_te_n":19,"bt_te_win":0.3157894736842105,"bt_te_avg":-9.037169437012436,"bt_te_dd":194.88358042306305,"bt_te_gross":2.5710526315790623,"eq":false,"page":false,"conds":[["abs_gap_pct",">",0.3943],["rng_pct","<=",0.7801],["twap_dir_pct",">",0.1142]]},{"id":"R0872","rule":"When 1-min Bollinger %B > 0.117 AND position in today's range so far (0 = at low, 1 = at high) \u2264 0.0808 at 14:30","T":"14:30","target":"the close is further in the move's direction than the 14:30 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":30,"hit_tr":0.1667,"base_tr":0.5183,"lift_tr":0.322,"n_te":31,"hit_te":0.3871,"base_te":0.5148,"lift_te":0.752,"ci_te":[0.2373,0.5618],"p_rand":0.05897051474262868,"p_perm_fw":1.0,"p_te":0.10678742873042193,"q_bh_te":0.21806172421422293,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.004777149786996054,"p_holm_tr":1.0,"p_tr":0.0001507254745659062,"stable":false,"by_year":"2022:14/58(n7) 2023:11/49(n9) 2024:21/48(n14) 2025:32/54(n19) 2026:50/48(n12)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.8,"bt_tr_avg":15.107622010149278,"bt_tr_dd":107.71092113902353,"bt_te_n":31,"bt_te_win":0.5161290322580645,"bt_te_avg":-5.797351947168465,"bt_te_dd":474.2929669508722,"bt_te_gross":4.481238709677376,"eq":false,"page":false,"conds":[["bb_pctb",">",0.1166],["pos_rng","<=",0.0808]]},{"id":"R0873","rule":"When price vs session TWAP (time-weighted VWAP) \u2264 -0.04% (\u2248-10 pts at 25,000) AND price vs prior-day low \u2264 -0.72% (\u2248-180 pts at 25,000) AND (1-min Supertrend is down) at 14:30","T":"14:30","target":"the close is further in the move's direction than the 14:30 price (continuation to close)","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":34,"hit_tr":0.1765,"base_tr":0.5183,"lift_tr":0.34,"n_te":20,"hit_te":0.35,"base_te":0.5148,"lift_te":0.68,"ci_te":[0.1812,0.5671],"p_rand":0.07746126936531735,"p_perm_fw":1.0,"p_te":0.10520548062023641,"q_bh_te":0.21573782101871264,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.003027955130802842,"p_holm_tr":1.0,"p_tr":8.376728706282056e-05,"stable":true,"by_year":"2022:27/58(n11) 2023:14/49(n7) 2024:12/48(n16) 2025:42/54(n12) 2026:25/48(n8)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":34,"bt_tr_win":0.7058823529411765,"bt_tr_avg":15.210022297742936,"bt_tr_dd":143.30336903662555,"bt_te_n":20,"bt_te_win":0.5,"bt_te_avg":-3.771799118719777,"bt_te_dd":186.97283820433256,"bt_te_gross":5.534389999999621,"eq":false,"page":false,"conds":[["dist_twap_pct","<=",-0.0416],["dist_pdl_pct","<=",-0.718],["supertrend_dir","<=",0.0]]},{"id":"R0874","rule":"When India VIX (prior day's close) \u2264 13.7 AND 1-min RSI(14) \u2264 40.8 AND opening gap vs prior close is positive at 14:30","T":"14:30","target":"the close is further in the move's direction than the 14:30 price (continuation to close)","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":32,"hit_tr":0.1875,"base_tr":0.5183,"lift_tr":0.362,"n_te":27,"hit_te":0.5185,"base_te":0.5148,"lift_te":1.007,"ci_te":[0.3399,0.6926],"p_rand":0.5397301349325337,"p_perm_fw":1.0,"p_te":0.5904041581135371,"q_bh_te":0.7867909385897303,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.007009564119980872,"p_holm_tr":1.0,"p_tr":0.00024716716522596655,"stable":true,"by_year":"2022:\u2013(n0) 2023:15/49(n20) 2024:25/48(n12) 2025:53/54(n19) 2026:50/48(n8)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.65625,"bt_tr_avg":3.5156366626533972,"bt_tr_dd":114.21005071829781,"bt_te_n":27,"bt_te_win":0.2962962962962963,"bt_te_avg":-24.4254766269501,"bt_te_dd":666.5343820448164,"bt_te_gross":-14.782874074073739,"eq":false,"page":false,"conds":[["vix_prev","<=",13.684],["rsi_14","<=",40.8093],["gap_pct",">",0.0]]},{"id":"R0875","rule":"When prior day's close-to-close return > -1.35% (\u2248-337 pts at 25,000) AND price vs prior-day high \u2264 -1.42% (\u2248-354 pts at 25,000) AND size of the opening gap \u2264 0.43% (\u2248107 pts at 25,000) at 14:30","T":"14:30","target":"the close is further in the move's direction than the 14:30 price (continuation to close)","family":"direction (continuation / reversal)","method":"tree","dirn":"lower","n_tr":45,"hit_tr":0.2,"base_tr":0.5183,"lift_tr":0.386,"n_te":28,"hit_te":0.2857,"base_te":0.5148,"lift_te":0.555,"ci_te":[0.1525,0.4706],"p_rand":0.004497751124437781,"p_perm_fw":1.0,"p_te":0.012017757026547424,"q_bh_te":0.03415573049650321,"q_bh_te_fam":0.9229637396388423,"p_holm_te":1.0,"q_bh_tr":0.0010915113455087068,"p_holm_tr":1.0,"p_tr":2.3232881971891567e-05,"stable":true,"by_year":"2022:27/58(n15) 2023:8/49(n12) 2024:22/48(n18) 2025:31/54(n16) 2026:25/48(n12)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":45,"bt_tr_win":0.7111111111111111,"bt_tr_avg":20.170761477369712,"bt_tr_dd":161.88094036669366,"bt_te_n":28,"bt_te_win":0.6428571428571429,"bt_te_avg":17.653277101268852,"bt_te_dd":92.4552210688326,"bt_te_gross":27.43750000000026,"eq":true,"page":true,"conds":[["prevret_pct",">",-1.3465],["dist_pdh_pct","<=",-1.417],["abs_gap_pct","<=",0.4274]]},{"id":"R0876","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.45% (\u2248112 pts at 25,000) AND size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) at 14:30","T":"14:30","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":110,"hit_tr":1.0,"base_tr":0.8725,"lift_tr":1.146,"n_te":88,"hit_te":1.0,"base_te":0.9066,"lift_te":1.103,"ci_te":[0.9582,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.27722772277227725,"p_te":0.00017899156330930007,"q_bh_te":0.0009671446505499784,"q_bh_te_fam":0.000585062813295666,"p_holm_te":0.14211930126758426,"q_bh_tr":5.6042805948032484e-05,"p_holm_tr":1.0,"p_tr":6.06475065192426e-07,"stable":true,"by_year":"2022:100/87(n25) 2023:100/87(n39) 2024:100/88(n46) 2025:100/92(n55) 2026:100/88(n33)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":110,"bt_tr_win":0.43636363636363634,"bt_tr_avg":-4.95148626765639,"bt_tr_dd":1219.132591267693,"bt_te_n":88,"bt_te_win":0.42045454545454547,"bt_te_avg":-3.569878673048828,"bt_te_dd":757.4614712659744,"bt_te_gross":6.352102272727404,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.4474],["abs_gap_pct","<=",0.2212]]},{"id":"R0877","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.76% (\u2248190 pts at 25,000) AND it is not expiry day at 14:30","T":"14:30","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":109,"hit_tr":1.0,"base_tr":0.8725,"lift_tr":1.146,"n_te":57,"hit_te":1.0,"base_te":0.9066,"lift_te":1.103,"ci_te":[0.9369,1.0],"p_rand":0.0029985007496251873,"p_perm_fw":0.31683168316831684,"p_te":0.0037398781658141817,"q_bh_te":0.012799864708349946,"q_bh_te_fam":0.0077980438351019105,"p_holm_te":1.0,"q_bh_tr":6.282066533996078e-05,"p_holm_tr":1.0,"p_tr":6.951355004933889e-07,"stable":true,"by_year":"2022:100/87(n46) 2023:100/87(n22) 2024:100/88(n41) 2025:100/92(n31) 2026:100/88(n26)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":109,"bt_tr_win":0.44036697247706424,"bt_tr_avg":-3.38216624657867,"bt_tr_dd":995.7005573296982,"bt_te_n":57,"bt_te_win":0.3684210526315789,"bt_te_avg":-4.303192560172267,"bt_te_dd":595.6558984356641,"bt_te_gross":5.440175438596557,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.7607],["is_expiry","==",0.0]]},{"id":"R0878","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.76% (\u2248190 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2265 1.24% (\u2248309 pts at 25,000) at 14:30","T":"14:30","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":98,"hit_tr":1.0,"base_tr":0.8725,"lift_tr":1.146,"n_te":49,"hit_te":1.0,"base_te":0.9066,"lift_te":1.103,"ci_te":[0.9273,1.0],"p_rand":0.005497251374312844,"p_perm_fw":0.8217821782178217,"p_te":0.008194246791522128,"q_bh_te":0.024582740374566384,"q_bh_te_fam":0.01496340718451867,"p_holm_te":1.0,"q_bh_tr":0.00021621027459200557,"p_holm_tr":1.0,"p_tr":3.1181081401701792e-06,"stable":true,"by_year":"2022:100/87(n45) 2023:100/87(n13) 2024:100/88(n40) 2025:100/92(n24) 2026:100/88(n25)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":98,"bt_tr_win":0.45918367346938777,"bt_tr_avg":-3.3737472124591097,"bt_tr_dd":857.7868194550097,"bt_te_n":49,"bt_te_win":0.40816326530612246,"bt_te_avg":-0.07480677092309966,"bt_te_dd":454.3346568347098,"bt_te_gross":10.023738775510333,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.7607],["rng_pct",">=",1.2354]]},{"id":"R0879","rule":"When size of the move from the open to 14:30 (either direction) > 0.59% (\u2248147 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 +0.05% (\u2248+13 pts at 25,000) at 14:30","T":"14:30","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":195,"hit_tr":0.9949,"base_tr":0.8725,"lift_tr":1.14,"n_te":115,"hit_te":1.0,"base_te":0.9066,"lift_te":1.103,"ci_te":[0.9677,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.2680414807888817e-05,"q_bh_te":0.00010625313097644768,"q_bh_te_fam":6.427658540550538e-05,"p_holm_te":0.010867115490360716,"q_bh_tr":5.038249378830768e-08,"p_holm_tr":0.0015146838366949704,"p_tr":1.6441215830355607e-10,"stable":true,"by_year":"2022:100/87(n84) 2023:100/87(n44) 2024:98/88(n67) 2025:100/92(n62) 2026:100/88(n53)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":195,"bt_tr_win":0.4461538461538462,"bt_tr_avg":-4.1874358064645145,"bt_tr_dd":1636.4821816203773,"bt_te_n":115,"bt_te_win":0.4,"bt_te_avg":-3.9279414921025113,"bt_te_dd":855.2201615712657,"bt_te_gross":6.203041739130498,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.5862],["ema9_21_pct","<=",0.0514]]},{"id":"R0880","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.45% (\u2248112 pts at 25,000) AND price vs prior-day low \u2264 +0.35% (\u2248+88 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) is negative at 14:30","T":"14:30","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":93,"hit_tr":1.0,"base_tr":0.8725,"lift_tr":1.146,"n_te":53,"hit_te":1.0,"base_te":0.9066,"lift_te":1.103,"ci_te":[0.9324,1.0],"p_rand":0.0034982508745627187,"p_perm_fw":0.9702970297029703,"p_te":0.005535836401205018,"q_bh_te":0.017876521534788296,"q_bh_te_fam":0.0108865277722694,"p_holm_te":1.0,"q_bh_tr":0.00037532833632493505,"p_holm_tr":1.0,"p_tr":6.16841757695613e-06,"stable":true,"by_year":"2022:100/87(n31) 2023:100/87(n27) 2024:100/88(n35) 2025:100/92(n30) 2026:100/88(n23)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":93,"bt_tr_win":0.3870967741935484,"bt_tr_avg":-3.936462865667199,"bt_tr_dd":711.0753633790407,"bt_te_n":53,"bt_te_win":0.4339622641509434,"bt_te_avg":-3.2145835781037677,"bt_te_dd":356.31241489255603,"bt_te_gross":6.849403773584853,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.4474],["dist_pdl_pct","<=",0.3513],["ema9_21_pct","<",0.0]]},{"id":"R0881","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.45% (\u2248112 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","T":"14:30","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":92,"hit_tr":1.0,"base_tr":0.8725,"lift_tr":1.146,"n_te":51,"hit_te":1.0,"base_te":0.9066,"lift_te":1.103,"ci_te":[0.93,1.0],"p_rand":0.004497751124437781,"p_perm_fw":0.9900990099009901,"p_te":0.006735132490824926,"q_bh_te":0.02111789929381235,"q_bh_te_fam":0.012857980209756677,"p_holm_te":1.0,"q_bh_tr":0.00041954481258353436,"p_holm_tr":1.0,"p_tr":7.070176971330427e-06,"stable":true,"by_year":"2022:100/87(n33) 2023:100/87(n27) 2024:100/88(n32) 2025:100/92(n27) 2026:100/88(n24)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":92,"bt_tr_win":0.41304347826086957,"bt_tr_avg":-7.385026569566617,"bt_tr_dd":964.7451219591619,"bt_te_n":51,"bt_te_win":0.37254901960784315,"bt_te_avg":-5.30865868923941,"bt_te_dd":579.3204896930542,"bt_te_gross":4.64766274509812,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.4474],["open_vs_pd","==",0.0],["touched_pdl","==",1.0]]},{"id":"R0882","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.76% (\u2248190 pts at 25,000) AND opening-range size \u2265 0.44% (\u2248110 pts at 25,000) at 14:30","T":"14:30","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":91,"hit_tr":1.0,"base_tr":0.8725,"lift_tr":1.146,"n_te":55,"hit_te":1.0,"base_te":0.9066,"lift_te":1.103,"ci_te":[0.9347,1.0],"p_rand":0.00399800099950025,"p_perm_fw":0.9900990099009901,"p_te":0.004550093810723684,"q_bh_te":0.015146202685011715,"q_bh_te_fam":0.009225707450708711,"p_holm_te":1.0,"q_bh_tr":0.000468029469552794,"p_holm_tr":1.0,"p_tr":8.103764341874854e-06,"stable":true,"by_year":"2022:100/87(n47) 2023:100/87(n14) 2024:100/88(n30) 2025:100/92(n29) 2026:100/88(n26)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":91,"bt_tr_win":0.4725274725274725,"bt_tr_avg":-0.3670219647538631,"bt_tr_dd":592.2027833325205,"bt_te_n":55,"bt_te_win":0.34545454545454546,"bt_te_avg":-14.397244954976612,"bt_te_dd":791.8484725237134,"bt_te_gross":-4.469210909090709,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.7607],["or_rng_pct",">=",0.4386]]},{"id":"R0883","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.45% (\u2248112 pts at 25,000) AND India VIX (prior day's close) \u2264 13.7 at 14:30","T":"14:30","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":88,"hit_tr":1.0,"base_tr":0.8725,"lift_tr":1.146,"n_te":86,"hit_te":1.0,"base_te":0.9066,"lift_te":1.103,"ci_te":[0.9572,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":1.0,"p_te":0.0002177686994806421,"q_bh_te":0.0011082260518072466,"q_bh_te_fam":0.0006704083523278406,"p_holm_te":0.17029512299386212,"q_bh_tr":0.0006534423358485996,"p_holm_tr":1.0,"p_tr":1.2202711930839157e-05,"stable":true,"by_year":"2022:100/87(n4) 2023:100/87(n52) 2024:100/88(n32) 2025:100/92(n50) 2026:100/88(n36)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":88,"bt_tr_win":0.3977272727272727,"bt_tr_avg":-8.789200652259508,"bt_tr_dd":949.0448829367346,"bt_te_n":86,"bt_te_win":0.3953488372093023,"bt_te_avg":-4.107871043686944,"bt_te_dd":786.1787123372885,"bt_te_gross":5.940741860465286,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.4474],["vix_prev","<=",13.684]]},{"id":"R0884","rule":"When size of the move from the open to 14:30 (either direction) \u2264 0.05% (\u224812 pts at 25,000) AND price vs prior-day high \u2264 +0.13% (\u2248+32 pts at 25,000) AND price vs prior-day low > +0.25% (\u2248+63 pts at 25,000) at 14:30","T":"14:30","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":32,"hit_tr":0.2812,"base_tr":0.8725,"lift_tr":0.322,"n_te":18,"hit_te":0.5556,"base_te":0.9066,"lift_te":0.613,"ci_te":[0.3372,0.7544],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.00010698050091095973,"q_bh_te":0.000630212405366381,"q_bh_te_fam":0.0003812396032463292,"p_holm_te":0.08644024473605547,"q_bh_tr":3.712094618328158e-11,"p_holm_tr":4.318769576226122e-07,"p_tr":4.678438070355072e-14,"stable":true,"by_year":"2022:17/87(n6) 2023:25/87(n12) 2024:36/88(n14) 2025:46/92(n11) 2026:71/88(n7)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.71875,"bt_tr_avg":26.065446418225214,"bt_tr_dd":32.070258923702184,"bt_te_n":18,"bt_te_win":0.3888888888888889,"bt_te_avg":-0.16705934522806073,"bt_te_dd":150.75856168277,"bt_te_gross":9.250699999999496,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0476],["dist_pdh_pct","<=",0.1274],["dist_pdl_pct",">",0.2504]]},{"id":"R0885","rule":"When size of the move from the open to 14:30 (either direction) \u2264 0.11% (\u224826 pts at 25,000) AND 1-min ADX(14) > 22 AND prior-day range > 0.73% (\u2248181 pts at 25,000) at 14:30","T":"14:30","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":33,"hit_tr":0.303,"base_tr":0.8725,"lift_tr":0.347,"n_te":21,"hit_te":0.619,"base_te":0.9066,"lift_te":0.683,"ci_te":[0.4088,0.7925],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.0003849917496491572,"q_bh_te":0.0018434087717191174,"q_bh_te_fam":0.001115148516225145,"p_holm_te":0.29644364722985106,"q_bh_tr":9.550057132105712e-11,"p_holm_tr":1.251189078167711e-06,"p_tr":1.3556045160136634e-13,"stable":true,"by_year":"2022:17/87(n12) 2023:44/87(n9) 2024:33/88(n12) 2025:62/92(n13) 2026:62/88(n8)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.696969696969697,"bt_tr_avg":21.25034221118456,"bt_tr_dd":75.46444495720732,"bt_te_n":21,"bt_te_win":0.3333333333333333,"bt_te_avg":-10.275541953573562,"bt_te_dd":258.91909797344846,"bt_te_gross":-0.47831428571433726,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.106],["adx_14",">",22.049],["pdr_pct",">",0.7253]]},{"id":"R0886","rule":"When size of the move from the open to 14:30 (either direction) \u2264 0.10% (\u224825 pts at 25,000) AND 1-min ADX(14) > 24.3 AND price vs prior-day low > -0.12% (\u2248-30 pts at 25,000) at 14:30","T":"14:30","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":36,"hit_tr":0.3333,"base_tr":0.8725,"lift_tr":0.382,"n_te":28,"hit_te":0.6071,"base_te":0.9066,"lift_te":0.67,"ci_te":[0.4241,0.7643],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.23101731177209e-05,"q_bh_te":0.00017348390616339773,"q_bh_te_fam":0.00010494705434575912,"p_holm_te":0.018919026803827323,"q_bh_tr":1.229485756445488e-10,"p_holm_tr":1.6587301447921039e-06,"p_tr":1.7972322290118998e-13,"stable":true,"by_year":"2022:36/87(n11) 2023:36/87(n14) 2024:27/88(n11) 2025:59/92(n17) 2026:64/88(n11)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.6944444444444444,"bt_tr_avg":19.049125138682395,"bt_tr_dd":154.60485142302576,"bt_te_n":28,"bt_te_win":0.35714285714285715,"bt_te_avg":-8.569595975308976,"bt_te_dd":283.081404257055,"bt_te_gross":1.6617142857140996,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.1013],["adx_14",">",24.3156],["dist_pdl_pct",">",-0.121]]},{"id":"R0887","rule":"When size of the move from the open to 14:30 (either direction) \u2264 0.06% (\u224814 pts at 25,000) AND range so far (high\u2212low since 09:15) > 0.52% (\u2248129 pts at 25,000) AND CPR width \u2264 0.43% (\u2248107 pts at 25,000) at 14:30","T":"14:30","target":"the day closes on the same side of the open as the move so far","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":37,"hit_tr":0.3514,"base_tr":0.8725,"lift_tr":0.403,"n_te":22,"hit_te":0.5909,"base_te":0.9066,"lift_te":0.652,"ci_te":[0.3873,0.7674],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":8.648270863299391e-05,"q_bh_te":0.000523481597073387,"q_bh_te_fam":0.0003166740525505675,"p_holm_te":0.07031044211862404,"q_bh_tr":2.7730201175313907e-10,"p_holm_tr":4.143935343849263e-06,"p_tr":4.4906581624395913e-13,"stable":true,"by_year":"2022:33/87(n12) 2023:42/87(n12) 2024:31/88(n13) 2025:54/92(n13) 2026:67/88(n9)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":37,"bt_tr_win":0.6486486486486487,"bt_tr_avg":19.35372053018915,"bt_tr_dd":104.24097214740294,"bt_te_n":22,"bt_te_win":0.3181818181818182,"bt_te_avg":-18.773293792157975,"bt_te_dd":538.3020992869443,"bt_te_gross":-8.965863636364123,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0552],["rng_pct",">",0.5159],["cpr_width_pct","<=",0.429]]},{"id":"R0888","rule":"When size of the move from the open to 14:30 (either direction) > 1.08% (\u2248269 pts at 25,000) at 14:30","T":"14:30","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"tree","dirn":"higher","n_tr":62,"hit_tr":1.0,"base_tr":0.384,"lift_tr":2.604,"n_te":33,"hit_te":1.0,"base_te":0.4715,"lift_te":2.121,"ci_te":[0.8957,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.6814820366530387e-11,"q_bh_te":1.089600359751169e-09,"q_bh_te_fam":6.591409583679912e-10,"p_holm_te":1.6108597911136112e-08,"q_bh_tr":3.6615353083870727e-22,"p_holm_tr":3.1230017158070915e-19,"p_tr":3.379134355419484e-26,"stable":true,"by_year":"2022:100/43(n29) 2023:100/26(n7) 2024:100/46(n26) 2025:100/47(n16) 2026:100/47(n17)","adds":null,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":62,"bt_tr_win":0.3870967741935484,"bt_tr_avg":-14.986098828824895,"bt_tr_dd":968.9353519658598,"bt_te_n":33,"bt_te_win":0.42424242424242425,"bt_te_avg":3.0069235848122036,"bt_te_dd":369.19681191040706,"bt_te_gross":12.933236363636587,"eq":true,"page":true,"conds":[["abs_mv_pct",">",1.0757]]},{"id":"R0889","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.76% (\u2248190 pts at 25,000) AND price has already touched the prior-day high AND it is not expiry day at 14:30","T":"14:30","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":50,"hit_tr":1.0,"base_tr":0.384,"lift_tr":2.604,"n_te":23,"hit_te":1.0,"base_te":0.4715,"lift_te":2.121,"ci_te":[0.8569,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":3.094809917716419e-08,"q_bh_te":6.995709860512463e-07,"q_bh_te_fam":4.2319726316680334e-07,"p_holm_te":2.8781732234762696e-05,"q_bh_tr":1.2260501128184004e-17,"p_holm_tr":3.038563376707121e-14,"p_tr":3.2883493530816186e-21,"stable":true,"by_year":"2022:100/43(n21) 2023:100/26(n11) 2024:100/46(n18) 2025:100/47(n16) 2026:100/47(n7)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":50,"bt_tr_win":0.48,"bt_tr_avg":1.9353003815103944,"bt_tr_dd":500.6786468673586,"bt_te_n":23,"bt_te_win":0.43478260869565216,"bt_te_avg":9.117478522845753,"bt_te_dd":247.15595101843707,"bt_te_gross":18.171426086956078,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.7607],["touched_pdh","==",1.0],["is_expiry","==",0.0]]},{"id":"R0890","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.76% (\u2248190 pts at 25,000) AND move from the open to 14:30 \u2265 +0.08% (\u2248+20 pts at 25,000) AND opening-range size \u2265 0.44% (\u2248110 pts at 25,000) at 14:30","T":"14:30","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":43,"hit_tr":1.0,"base_tr":0.384,"lift_tr":2.604,"n_te":26,"hit_te":1.0,"base_te":0.4715,"lift_te":2.121,"ci_te":[0.8713,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":3.244527470689335e-09,"q_bh_te":1.0512269005033445e-07,"q_bh_te_fam":6.359273842551097e-08,"p_holm_te":3.059589404860043e-06,"q_bh_tr":5.521413081089131e-15,"p_holm_tr":2.4679828652742642e-11,"p_tr":2.6714388463831512e-18,"stable":true,"by_year":"2022:100/43(n24) 2023:100/26(n4) 2024:100/46(n15) 2025:100/47(n15) 2026:100/47(n11)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":43,"bt_tr_win":0.5813953488372093,"bt_tr_avg":7.269219522485268,"bt_tr_dd":248.3828729834919,"bt_te_n":26,"bt_te_win":0.34615384615384615,"bt_te_avg":-10.172889309067198,"bt_te_dd":459.0250124576515,"bt_te_gross":-0.23153076923000088,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.7607],["mv_pct",">=",0.0811],["or_rng_pct",">=",0.4386]]},{"id":"R0891","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.76% (\u2248190 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.20% (\u2248+50 pts at 25,000) AND India VIX change on the prior day (%) \u2264 -1.33 at 14:30","T":"14:30","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":43,"hit_tr":1.0,"base_tr":0.384,"lift_tr":2.604,"n_te":25,"hit_te":1.0,"base_te":0.4715,"lift_te":2.121,"ci_te":[0.8668,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":6.8809060851817306e-09,"q_bh_te":2.026739610544437e-07,"q_bh_te_fam":1.2260523569960174e-07,"p_holm_te":6.4680517200708265e-06,"q_bh_tr":5.521413081089131e-15,"p_holm_tr":2.4679828652742642e-11,"p_tr":2.6714388463831512e-18,"stable":true,"by_year":"2022:100/43(n18) 2023:100/26(n7) 2024:100/46(n18) 2025:100/47(n14) 2026:100/47(n11)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":43,"bt_tr_win":0.3953488372093023,"bt_tr_avg":-8.710000203276632,"bt_tr_dd":793.5747716084774,"bt_te_n":25,"bt_te_win":0.2,"bt_te_avg":-20.23679091338276,"bt_te_dd":505.91977283456896,"bt_te_gross":-10.168887999999715,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.7607],["twap_dir_pct",">=",0.2014],["vix_chg","<=",-1.3269]]},{"id":"R0892","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.76% (\u2248190 pts at 25,000) AND India VIX change on the prior day (%) \u2265 3.36 at 14:30","T":"14:30","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":42,"hit_tr":1.0,"base_tr":0.384,"lift_tr":2.604,"n_te":20,"hit_te":1.0,"base_te":0.4715,"lift_te":2.121,"ci_te":[0.8389,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.952001027367166e-07,"q_bh_te":4.627975804194976e-06,"q_bh_te_fam":2.7996396840191834e-06,"p_holm_te":0.00026892729359314884,"q_bh_tr":1.3107067371167367e-14,"p_holm_tr":6.426915505915392e-11,"p_tr":6.9570684733222e-18,"stable":true,"by_year":"2022:100/43(n18) 2023:100/26(n9) 2024:100/46(n15) 2025:100/47(n10) 2026:100/47(n10)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":42,"bt_tr_win":0.5238095238095238,"bt_tr_avg":9.15917604644243,"bt_tr_dd":417.0429667334042,"bt_te_n":20,"bt_te_win":0.4,"bt_te_avg":-14.45401383232774,"bt_te_dd":424.1694464184072,"bt_te_gross":-4.295759999999791,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.7607],["vix_chg",">=",3.3595]]},{"id":"R0893","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.76% (\u2248190 pts at 25,000) AND prior day's close-to-close return \u2264 -0.10% (\u2248-25 pts at 25,000) AND 1-min Supertrend is up at 14:30","T":"14:30","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":42,"hit_tr":1.0,"base_tr":0.384,"lift_tr":2.604,"n_te":19,"hit_te":1.0,"base_te":0.4715,"lift_te":2.121,"ci_te":[0.8318,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":6.260523917942927e-07,"q_bh_te":8.948866541530183e-06,"q_bh_te_fam":5.41351185845653e-06,"p_holm_te":0.0005665774145738349,"q_bh_tr":1.3107067371167367e-14,"p_holm_tr":6.426915505915392e-11,"p_tr":6.9570684733222e-18,"stable":true,"by_year":"2022:100/43(n22) 2023:100/26(n9) 2024:100/46(n11) 2025:100/47(n9) 2026:100/47(n10)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":42,"bt_tr_win":0.5476190476190477,"bt_tr_avg":7.087140580261591,"bt_tr_dd":284.3801777094051,"bt_te_n":19,"bt_te_win":0.47368421052631576,"bt_te_avg":-15.069443016503884,"bt_te_dd":286.31941731357387,"bt_te_gross":-4.4927999999997965,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.7607],["prevret_pct","<=",-0.1019],["supertrend_dir","==",1.0]]},{"id":"R0894","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.76% (\u2248190 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","T":"14:30","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":37,"hit_tr":1.0,"base_tr":0.384,"lift_tr":2.604,"n_te":21,"hit_te":1.0,"base_te":0.4715,"lift_te":2.121,"ci_te":[0.8454,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.391945814726659e-07,"q_bh_te":2.4588143152259647e-06,"q_bh_te_fam":1.487430882050275e-06,"p_holm_te":0.00012791982037337995,"q_bh_tr":1.0012500428400006e-12,"p_holm_tr":7.696208058415561e-09,"p_tr":8.333577571604796e-16,"stable":true,"by_year":"2022:100/43(n17) 2023:100/26(n6) 2024:100/46(n14) 2025:100/47(n13) 2026:100/47(n8)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":37,"bt_tr_win":0.5945945945945946,"bt_tr_avg":14.62288221495316,"bt_tr_dd":216.87047704755514,"bt_te_n":21,"bt_te_win":0.47619047619047616,"bt_te_avg":2.8857180597307077,"bt_te_dd":292.7700389259086,"bt_te_gross":12.988895238095816,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.7607],["dist_twap_pct",">",0.0],["prevret_pct","<",0.0]]},{"id":"R0895","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.76% (\u2248190 pts at 25,000) AND opening gap vs prior close \u2265 +0.21% (\u2248+53 pts at 25,000) AND it is not expiry day at 14:30","T":"14:30","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":36,"hit_tr":1.0,"base_tr":0.384,"lift_tr":2.604,"n_te":16,"hit_te":1.0,"base_te":0.4715,"lift_te":2.121,"ci_te":[0.8064,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":5.971634293863496e-06,"q_bh_te":5.804428533635319e-05,"q_bh_te_fam":3.5113209647917354e-05,"p_holm_te":0.005213236738542832,"q_bh_tr":2.3747441518271927e-12,"p_holm_tr":2.004114899441155e-08,"p_tr":2.1702637839489336e-15,"stable":true,"by_year":"2022:100/43(n14) 2023:100/26(n9) 2024:100/46(n13) 2025:100/47(n10) 2026:100/47(n6)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.4444444444444444,"bt_tr_avg":-0.22493626360348554,"bt_tr_dd":228.19800876446104,"bt_te_n":16,"bt_te_win":0.25,"bt_te_avg":-18.185680957445946,"bt_te_dd":372.8440127065714,"bt_te_gross":-8.849937499999896,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.7607],["gap_pct",">=",0.2104],["is_expiry","==",0.0]]},{"id":"R0896","rule":"When size of the move from the open to 14:30 (either direction) \u2264 0.13% (\u224832 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is positive at 14:30","T":"14:30","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":81,"hit_tr":0.0,"base_tr":0.384,"lift_tr":0.0,"n_te":35,"hit_te":0.1143,"base_te":0.4715,"lift_te":0.242,"ci_te":[0.0454,0.2595],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":7.75284181354596e-06,"q_bh_te":7.382800733074655e-05,"q_bh_te_fam":4.466138715069853e-05,"p_holm_te":0.006752725219598531,"q_bh_tr":3.113701245709849e-14,"p_holm_tr":1.672019328494492e-10,"p_tr":1.8100350435778134e-17,"stable":true,"by_year":"2022:0/43(n24) 2023:0/26(n32) 2024:0/46(n25) 2025:11/47(n18) 2026:12/47(n17)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":81,"bt_tr_win":0.49382716049382713,"bt_tr_avg":3.577831092270163,"bt_tr_dd":361.15329234424007,"bt_te_n":35,"bt_te_win":0.2,"bt_te_avg":-30.240793441208123,"bt_te_dd":1132.5133061005788,"bt_te_gross":-19.22359428571425,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.1297],["dist_twap_pct",">",0.0]]},{"id":"R0897","rule":"When size of the move from the open to 14:30 (either direction) \u2264 0.13% (\u224832 pts at 25,000) AND opening gap vs prior close is positive AND it is not expiry day at 14:30","T":"14:30","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":78,"hit_tr":0.0,"base_tr":0.384,"lift_tr":0.0,"n_te":37,"hit_te":0.027,"base_te":0.4715,"lift_te":0.057,"ci_te":[0.0048,0.1382],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.9209331463039644e-09,"q_bh_te":7.468588072829813e-08,"q_bh_te_fam":4.518034760106924e-08,"p_holm_te":1.8210446226961583e-06,"q_bh_tr":1.1644910404994652e-13,"p_holm_tr":7.152204497134918e-10,"p_tr":7.74322554491437e-17,"stable":true,"by_year":"2022:0/43(n16) 2023:0/26(n35) 2024:0/46(n27) 2025:0/47(n18) 2026:5/47(n19)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":78,"bt_tr_win":0.38461538461538464,"bt_tr_avg":-6.85494200328089,"bt_tr_dd":773.2832413791066,"bt_te_n":37,"bt_te_win":0.2972972972972973,"bt_te_avg":-11.032093888698709,"bt_te_dd":505.69105314155934,"bt_te_gross":-0.46574594594622376,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.1297],["gap_pct",">",0.0],["is_expiry","==",0.0]]},{"id":"R0898","rule":"When size of the move from the open to 14:30 (either direction) \u2264 0.13% (\u224832 pts at 25,000) AND 1-min Supertrend is up at 14:30","T":"14:30","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":77,"hit_tr":0.0,"base_tr":0.384,"lift_tr":0.0,"n_te":42,"hit_te":0.119,"base_te":0.4715,"lift_te":0.252,"ci_te":[0.0519,0.25],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.3056558963473711e-06,"q_bh_te":1.586371914062056e-05,"q_bh_te_fam":9.596570838153177e-06,"p_holm_te":0.0011659507154382024,"q_bh_tr":1.8130836703951858e-13,"p_holm_tr":1.1610186592898766e-09,"p_tr":1.2569950044615315e-16,"stable":true,"by_year":"2022:0/43(n24) 2023:0/26(n33) 2024:0/46(n20) 2025:9/47(n22) 2026:15/47(n20)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":77,"bt_tr_win":0.37662337662337664,"bt_tr_avg":-8.270913520947955,"bt_tr_dd":672.1537080323965,"bt_te_n":42,"bt_te_win":0.30952380952380953,"bt_te_avg":-14.611934110570349,"bt_te_dd":742.5152099816869,"bt_te_gross":-4.369966666667009,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.1297],["supertrend_dir","==",1.0]]},{"id":"R0899","rule":"When size of the move from the open to 14:30 (either direction) \u2264 0.13% (\u224832 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0319 AND it is not expiry day at 14:30","T":"14:30","target":"the day closes more than 100 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":75,"hit_tr":0.0,"base_tr":0.384,"lift_tr":0.0,"n_te":37,"hit_te":0.0811,"base_te":0.4715,"lift_te":0.172,"ci_te":[0.028,0.213],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":3.4356438305807163e-07,"q_bh_te":5.300707624324534e-06,"q_bh_te_fam":3.206600908542002e-06,"p_holm_te":0.0003126435885828452,"q_bh_tr":4.3900174967399627e-13,"p_holm_tr":3.0593982292327017e-09,"p_tr":3.3125072385835983e-16,"stable":true,"by_year":"2022:0/43(n13) 2023:0/26(n42) 2024:0/46(n20) 2025:5/47(n20) 2026:12/47(n17)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":75,"bt_tr_win":0.4,"bt_tr_avg":-5.637366073936511,"bt_tr_dd":822.7225667186439,"bt_te_n":37,"bt_te_win":0.2702702702702703,"bt_te_avg":-20.39641704600937,"bt_te_dd":887.9337453836383,"bt_te_gross":-9.548616216216033,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.1297],["atr14_pct","<=",0.0319],["is_expiry","==",0.0]]},{"id":"R0900","rule":"When size of the move from the open to 14:30 (either direction) > 1.08% (\u2248271 pts at 25,000) AND opening-range size > 0.44% (\u2248109 pts at 25,000) at 14:30","T":"14:30","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":45,"hit_tr":1.0,"base_tr":0.2212,"lift_tr":4.521,"n_te":21,"hit_te":1.0,"base_te":0.2938,"lift_te":3.403,"ci_te":[0.8454,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":6.7706285967422556e-12,"q_bh_te":5.062346920025748e-10,"q_bh_te_fam":3.0624073960649587e-10,"p_holm_te":6.4998034528725655e-09,"q_bh_tr":1.2185224061577278e-25,"p_holm_tr":6.014769805554536e-23,"p_tr":6.507816988589122e-30,"stable":true,"by_year":"2022:100/28(n25) 2023:100/10(n3) 2024:100/28(n17) 2025:100/28(n10) 2026:100/31(n11)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":45,"bt_tr_win":0.4222222222222222,"bt_tr_avg":-11.02647842168013,"bt_tr_dd":642.2826244903648,"bt_te_n":21,"bt_te_win":0.42857142857142855,"bt_te_avg":-5.896637131451102,"bt_te_dd":353.816182662187,"bt_te_gross":4.3874761904766535,"eq":true,"page":true,"conds":[["abs_mv_pct",">",1.0822],["or_rng_pct",">",0.4375]]},{"id":"R0901","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.76% (\u2248190 pts at 25,000) AND move from the open to 14:30 \u2265 +0.08% (\u2248+20 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2265 1.24% (\u2248309 pts at 25,000) at 14:30","T":"14:30","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":40,"hit_tr":1.0,"base_tr":0.2212,"lift_tr":4.521,"n_te":20,"hit_te":0.9,"base_te":0.2938,"lift_te":3.063,"ci_te":[0.699,0.9721],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.6411858848161327e-08,"q_bh_te":6.11245876200305e-07,"q_bh_te_fam":3.697660238742585e-07,"p_holm_te":2.4589440587638196e-05,"q_bh_tr":1.4334031315028012e-22,"p_holm_tr":1.1365917749859935e-19,"p_tr":1.2298007072065193e-26,"stable":true,"by_year":"2022:100/28(n20) 2023:100/10(n1) 2024:100/28(n19) 2025:82/28(n11) 2026:100/31(n9)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":40,"bt_tr_win":0.625,"bt_tr_avg":9.393351175325709,"bt_tr_dd":163.17477271830023,"bt_te_n":20,"bt_te_win":0.3,"bt_te_avg":-20.76958619620956,"bt_te_dd":644.0073768538948,"bt_te_gross":-10.338219999999273,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.7607],["mv_pct",">=",0.0811],["rng_pct",">=",1.2354]]},{"id":"R0902","rule":"When size of the move from the open to 14:30 (either direction) > 0.87% (\u2248217 pts at 25,000) AND India VIX change on the prior day (%) > 0.305 AND range so far (high\u2212low since 09:15) > 1.37% (\u2248343 pts at 25,000) at 14:30","T":"14:30","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":32,"hit_tr":1.0,"base_tr":0.2212,"lift_tr":4.521,"n_te":20,"hit_te":0.85,"base_te":0.2938,"lift_te":2.893,"ci_te":[0.6396,0.9476],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":3.9093457955889966e-07,"q_bh_te":5.845975558942315e-06,"q_bh_te_fam":3.536454350471277e-06,"p_holm_te":0.0003549685982394809,"q_bh_tr":8.269674725851824e-18,"p_holm_tr":1.985033549591526e-14,"p_tr":2.1481954376687833e-21,"stable":true,"by_year":"2022:100/28(n18) 2023:100/10(n3) 2024:100/28(n11) 2025:78/28(n9) 2026:91/31(n11)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.53125,"bt_tr_avg":-1.361894446170341,"bt_tr_dd":380.2906725950737,"bt_te_n":20,"bt_te_win":0.5,"bt_te_avg":-3.8098383464766057,"bt_te_dd":262.2672478474399,"bt_te_gross":6.5572200000000525,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.8664],["vix_chg",">",0.3048],["rng_pct",">",1.3739]]},{"id":"R0903","rule":"When size of the move from the open to 14:30 (either direction) > 1.00% (\u2248250 pts at 25,000) AND prior day's close-to-close return > -0.91% (\u2248-226 pts at 25,000) at 14:30","T":"14:30","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":56,"hit_tr":0.9821,"base_tr":0.2212,"lift_tr":4.441,"n_te":34,"hit_te":0.9706,"base_te":0.2938,"lift_te":3.303,"ci_te":[0.8508,0.9948],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":6.820095668999977e-17,"q_bh_te":2.2097109967559927e-14,"q_bh_te_fam":1.3367387511239955e-14,"p_holm_te":6.615492798929977e-14,"q_bh_tr":2.87708918566988e-30,"p_holm_tr":7.3834693467529165e-28,"p_tr":7.988507738993445e-35,"stable":true,"by_year":"2022:100/28(n22) 2023:83/10(n6) 2024:100/28(n28) 2025:100/28(n18) 2026:94/31(n16)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":56,"bt_tr_win":0.4107142857142857,"bt_tr_avg":-15.816159026315587,"bt_tr_dd":918.1305820886587,"bt_te_n":34,"bt_te_win":0.4117647058823529,"bt_te_avg":-0.5817927865821678,"bt_te_dd":407.66319433222975,"bt_te_gross":8.871764705882443,"eq":true,"page":true,"conds":[["abs_mv_pct",">",1.0008],["prevret_pct",">",-0.905]]},{"id":"R0904","rule":"When size of the move from the open to 14:30 (either direction) > 0.70% (\u2248175 pts at 25,000) AND range so far (high\u2212low since 09:15) > 1.26% (\u2248314 pts at 25,000) AND opening-range size > 0.42% (\u2248106 pts at 25,000) at 14:30","T":"14:30","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"tree","dirn":"higher","n_tr":70,"hit_tr":0.9714,"base_tr":0.2212,"lift_tr":4.392,"n_te":35,"hit_te":0.9429,"base_te":0.2938,"lift_te":3.209,"ci_te":[0.8139,0.9842],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":8.53234981600468e-16,"q_bh_te":2.0733610052891372e-13,"q_bh_te_fam":1.254255422952688e-13,"p_holm_te":8.267846971708535e-13,"q_bh_tr":6.0780403157044525e-37,"p_holm_tr":7.536669695482205e-35,"p_tr":8.154145635379578e-42,"stable":true,"by_year":"2022:97/28(n37) 2023:86/10(n7) 2024:100/28(n26) 2025:88/28(n16) 2026:100/31(n19)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":70,"bt_tr_win":0.5,"bt_tr_avg":2.034908730288667,"bt_tr_dd":757.8953801393004,"bt_te_n":35,"bt_te_win":0.45714285714285713,"bt_te_avg":1.5255341957035906,"bt_te_dd":200.76529041886403,"bt_te_gross":11.822971428571535,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.7012],["rng_pct",">",1.2562],["or_rng_pct",">",0.4235]]},{"id":"R0905","rule":"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% (\u2248152 pts at 25,000) at 14:30","T":"14:30","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":38,"hit_tr":0.9737,"base_tr":0.2212,"lift_tr":4.402,"n_te":10,"hit_te":0.9,"base_te":0.2938,"lift_te":3.063,"ci_te":[0.5958,0.9821],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.00012015178724975796,"q_bh_te":0.0006910505160163594,"q_bh_te_fam":0.00041804290475063713,"p_holm_te":0.0966020369488054,"q_bh_tr":1.9815758736487288e-19,"p_holm_tr":3.1323362540163216e-16,"p_tr":3.3895010913155214e-23,"stable":true,"by_year":"2022:100/28(n22) 2023:100/10(n2) 2024:93/28(n14) 2025:75/28(n4) 2026:100/31(n6)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":38,"bt_tr_win":0.5789473684210527,"bt_tr_avg":7.215082796176557,"bt_tr_dd":450.46043849600846,"bt_te_n":10,"bt_te_win":0.6,"bt_te_avg":50.95733216440783,"bt_te_dd":105.15987082230112,"bt_te_gross":60.14480000000003,"eq":true,"page":true,"conds":[["atr14_pct",">",0.0604],["vix_prev",">",12.83],["abs_mv_pct",">",0.6087]]},{"id":"R0906","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.76% (\u2248190 pts at 25,000) AND prior-day range \u2265 1.34% (\u2248336 pts at 25,000) AND it is not expiry day at 14:30","T":"14:30","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.9688,"base_tr":0.2212,"lift_tr":4.38,"n_te":14,"hit_te":0.9286,"base_te":0.2938,"lift_te":3.16,"ci_te":[0.6853,0.9873],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.239861872847107e-06,"q_bh_te":1.5255009372245419e-05,"q_bh_te_fam":9.228339002963276e-06,"p_holm_te":0.0011084365143253136,"q_bh_tr":6.160789522104189e-16,"p_holm_tr":2.25641942785312e-12,"p_tr":2.4422214367627356e-19,"stable":true,"by_year":"2022:94/28(n17) 2023:100/10(n2) 2024:100/28(n13) 2025:83/28(n6) 2026:100/31(n8)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.5,"bt_tr_avg":3.040799936094074,"bt_tr_dd":259.59987847506306,"bt_te_n":14,"bt_te_win":0.2857142857142857,"bt_te_avg":-12.619038968409455,"bt_te_dd":386.5912570066998,"bt_te_gross":-2.2163428571423407,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.7607],["pdr_pct",">=",1.345],["is_expiry","==",0.0]]},{"id":"R0907","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.76% (\u2248190 pts at 25,000) AND India VIX change on the prior day (%) \u2265 3.36 AND 1-min ATR(14) as % of price \u2265 0.0384 at 14:30","T":"14:30","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.9688,"base_tr":0.2212,"lift_tr":4.38,"n_te":11,"hit_te":0.8182,"base_te":0.2938,"lift_te":2.784,"ci_te":[0.523,0.9486],"p_rand":0.0009995002498750624,"p_perm_fw":0.009900990099009901,"p_te":0.0004867020806553895,"q_bh_te":0.00226351398276095,"q_bh_te_fam":0.001375869343391197,"p_holm_te":0.3718403896207176,"q_bh_tr":6.160789522104189e-16,"p_holm_tr":2.25641942785312e-12,"p_tr":2.4422214367627356e-19,"stable":true,"by_year":"2022:100/28(n16) 2023:80/10(n5) 2024:100/28(n11) 2025:67/28(n6) 2026:100/31(n5)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.625,"bt_tr_avg":19.19324007937954,"bt_tr_dd":199.0829173342256,"bt_te_n":11,"bt_te_win":0.45454545454545453,"bt_te_avg":-10.303568333058617,"bt_te_dd":314.4180887691173,"bt_te_gross":-0.4967999999998111,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.7607],["vix_chg",">=",3.3595],["atr14_pct",">=",0.0384]]},{"id":"R0908","rule":"When size of the move from the open to 14:30 (either direction) \u2264 0.26% (\u224865 pts at 25,000) AND India VIX (prior day's close) \u2264 13.7 at 14:30","T":"14:30","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":149,"hit_tr":0.0,"base_tr":0.2212,"lift_tr":0.0,"n_te":104,"hit_te":0.0288,"base_te":0.2938,"lift_te":0.098,"ci_te":[0.0099,0.0814],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.7185390917717607e-12,"q_bh_te":2.329413588494434e-10,"q_bh_te_fam":1.40915143007688e-10,"p_holm_te":2.6152346062844337e-09,"q_bh_tr":1.9125765567892713e-13,"p_holm_tr":1.2352341646209128e-09,"p_tr":1.337353400392136e-16,"stable":true,"by_year":"2022:0/28(n6) 2023:0/10(n102) 2024:0/28(n41) 2025:2/28(n57) 2026:4/31(n47)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":149,"bt_tr_win":0.40939597315436244,"bt_tr_avg":-7.6436480478993705,"bt_tr_dd":1228.9157515865932,"bt_te_n":104,"bt_te_win":0.36538461538461536,"bt_te_avg":-16.35623806360652,"bt_te_dd":1795.3569711831015,"bt_te_gross":-5.7752307692306974,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.2596],["vix_prev","<=",13.684]]},{"id":"R0909","rule":"When size of the move from the open to 14:30 (either direction) \u2264 0.26% (\u224865 pts at 25,000) AND 1-min Supertrend is up at 14:30","T":"14:30","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":149,"hit_tr":0.0,"base_tr":0.2212,"lift_tr":0.0,"n_te":81,"hit_te":0.0247,"base_te":0.2938,"lift_te":0.084,"ci_te":[0.0068,0.0856],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":3.4335179489285673e-10,"q_bh_te":1.4510345418950294e-08,"q_bh_te_fam":8.777863278130424e-09,"p_holm_te":3.261842051482139e-07,"q_bh_tr":1.9125765567892713e-13,"p_holm_tr":1.2352341646209128e-09,"p_tr":1.337353400392136e-16,"stable":true,"by_year":"2022:0/28(n45) 2023:0/10(n63) 2024:0/28(n41) 2025:0/28(n42) 2026:5/31(n39)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":149,"bt_tr_win":0.3624161073825503,"bt_tr_avg":-9.530234294866913,"bt_tr_dd":1567.5355608652605,"bt_te_n":81,"bt_te_win":0.3950617283950617,"bt_te_avg":-10.826248231874825,"bt_te_dd":951.9831378259549,"bt_te_gross":-0.27124197530887345,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.2596],["supertrend_dir","==",1.0]]},{"id":"R0910","rule":"When size of the move from the open to 14:30 (either direction) \u2264 0.26% (\u224865 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 0.68% (\u2248171 pts at 25,000) AND distance from TWAP in the move's direction \u2264 +0.10% (\u2248+24 pts at 25,000) at 14:30","T":"14:30","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":142,"hit_tr":0.0,"base_tr":0.2212,"lift_tr":0.0,"n_te":71,"hit_te":0.0282,"base_te":0.2938,"lift_te":0.096,"ci_te":[0.0078,0.097],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":8.615186878527003e-09,"q_bh_te":2.3925604702652134e-07,"q_bh_te_fam":1.4473513955925364e-07,"p_holm_te":8.081045292058328e-06,"q_bh_tr":9.344530794348274e-13,"p_holm_tr":7.1053337966773705e-09,"p_tr":7.693701960396752e-16,"stable":true,"by_year":"2022:0/28(n25) 2023:0/10(n66) 2024:0/28(n51) 2025:0/28(n39) 2026:6/31(n32)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":142,"bt_tr_win":0.4154929577464789,"bt_tr_avg":-4.631876019512081,"bt_tr_dd":694.0178478359143,"bt_te_n":71,"bt_te_win":0.38028169014084506,"bt_te_avg":-15.987821952213595,"bt_te_dd":1361.107656254419,"bt_te_gross":-5.397949295774722,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.2596],["rng_pct","<=",0.6847],["twap_dir_pct","<=",0.0978]]},{"id":"R0911","rule":"When size of the move from the open to 14:30 (either direction) \u2264 0.26% (\u224865 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0319 AND it is not expiry day at 14:30","T":"14:30","target":"the day closes more than 150 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":133,"hit_tr":0.0,"base_tr":0.2212,"lift_tr":0.0,"n_te":77,"hit_te":0.013,"base_te":0.2938,"lift_te":0.044,"ci_te":[0.0023,0.07],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":7.658572808778558e-11,"q_bh_te":4.378901629489858e-09,"q_bh_te_fam":2.6489651832716423e-09,"p_holm_te":7.321595605192301e-08,"q_bh_tr":7.043746831193939e-12,"p_holm_tr":6.737401581784331e-08,"p_tr":7.296855111619775e-15,"stable":true,"by_year":"2022:0/28(n23) 2023:0/10(n72) 2024:0/28(n38) 2025:0/28(n48) 2026:3/31(n29)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":133,"bt_tr_win":0.42105263157894735,"bt_tr_avg":-5.540537135986629,"bt_tr_dd":1020.1232586204131,"bt_te_n":77,"bt_te_win":0.35064935064935066,"bt_te_avg":-11.407101354387398,"bt_te_dd":1072.16545233966,"bt_te_gross":-1.0720623376622966,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.2596],["atr14_pct","<=",0.0319],["is_expiry","==",0.0]]},{"id":"R0912","rule":"When size of the move from the open to 14:30 (either direction) > 0.61% (\u2248153 pts at 25,000) AND CPR width > 0.05% (\u224811 pts at 25,000) at 14:30","T":"14:30","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":176,"hit_tr":1.0,"base_tr":0.6526,"lift_tr":1.532,"n_te":98,"hit_te":0.9694,"base_te":0.7198,"lift_te":1.347,"ci_te":[0.9138,0.9895],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":9.905402732006089e-11,"q_bh_te":5.348917475283288e-09,"q_bh_te_fam":3.2357648924553228e-09,"p_holm_te":9.459659609065815e-08,"q_bh_tr":1.4505894232954528e-28,"p_holm_tr":4.4676670261761366e-26,"p_tr":4.8337971940855106e-33,"stable":true,"by_year":"2022:100/71(n78) 2023:100/57(n37) 2024:100/68(n61) 2025:98/75(n52) 2026:96/69(n46)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":176,"bt_tr_win":0.4659090909090909,"bt_tr_avg":-1.060414518625229,"bt_tr_dd":1110.9731763112643,"bt_te_n":98,"bt_te_win":0.40816326530612246,"bt_te_avg":-3.4520670406969605,"bt_te_dd":782.5347600165858,"bt_te_gross":6.626395918367461,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.6132],["cpr_width_pct",">",0.0455]]},{"id":"R0913","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.76% (\u2248190 pts at 25,000) AND it is not expiry day at 14:30","T":"14:30","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":109,"hit_tr":1.0,"base_tr":0.6526,"lift_tr":1.532,"n_te":57,"hit_te":1.0,"base_te":0.7198,"lift_te":1.389,"ci_te":[0.9369,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":7.272538942366626e-09,"q_bh_te":2.079090544700106e-07,"q_bh_te_fam":1.2577214406210519e-07,"p_holm_te":6.828914066882262e-06,"q_bh_tr":4.2184962612644335e-17,"p_holm_tr":1.1656438128355495e-13,"p_tr":1.2615048061521691e-20,"stable":true,"by_year":"2022:100/71(n46) 2023:100/57(n22) 2024:100/68(n41) 2025:100/75(n31) 2026:100/69(n26)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":109,"bt_tr_win":0.44036697247706424,"bt_tr_avg":-3.38216624657867,"bt_tr_dd":995.7005573296982,"bt_te_n":57,"bt_te_win":0.3684210526315789,"bt_te_avg":-4.303192560172267,"bt_te_dd":595.6558984356641,"bt_te_gross":5.440175438596557,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.7607],["is_expiry","==",0.0]]},{"id":"R0914","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.76% (\u2248190 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2265 1.24% (\u2248309 pts at 25,000) at 14:30","T":"14:30","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":98,"hit_tr":1.0,"base_tr":0.6526,"lift_tr":1.532,"n_te":49,"hit_te":1.0,"base_te":0.7198,"lift_te":1.389,"ci_te":[0.9273,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.0090334334279993e-07,"q_bh_te":1.923099014298069e-06,"q_bh_te_fam":1.1633561938346345e-06,"p_holm_te":9.303288256206153e-05,"q_bh_tr":3.01803190381971e-15,"p_holm_tr":1.2736311667745177e-11,"p_tr":1.3785904244587711e-18,"stable":true,"by_year":"2022:100/71(n45) 2023:100/57(n13) 2024:100/68(n40) 2025:100/75(n24) 2026:100/69(n25)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":98,"bt_tr_win":0.45918367346938777,"bt_tr_avg":-3.3737472124591097,"bt_tr_dd":857.7868194550097,"bt_te_n":49,"bt_te_win":0.40816326530612246,"bt_te_avg":-0.07480677092309966,"bt_te_dd":454.3346568347098,"bt_te_gross":10.023738775510333,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.7607],["rng_pct",">=",1.2354]]},{"id":"R0915","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.76% (\u2248190 pts at 25,000) AND opening-range size \u2265 0.44% (\u2248110 pts at 25,000) at 14:30","T":"14:30","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":91,"hit_tr":1.0,"base_tr":0.6526,"lift_tr":1.532,"n_te":55,"hit_te":1.0,"base_te":0.7198,"lift_te":1.389,"ci_te":[0.9347,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.4035921502081407e-08,"q_bh_te":3.590240973690297e-07,"q_bh_te_fam":2.1718741692694386e-07,"p_holm_te":1.3123586604446115e-05,"q_bh_tr":4.5299997485325954e-14,"p_holm_tr":2.5248567551010284e-10,"p_tr":2.7333297266861927e-17,"stable":true,"by_year":"2022:100/71(n47) 2023:100/57(n14) 2024:100/68(n30) 2025:100/75(n29) 2026:100/69(n26)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":91,"bt_tr_win":0.4725274725274725,"bt_tr_avg":-0.3670219647538631,"bt_tr_dd":592.2027833325205,"bt_te_n":55,"bt_te_win":0.34545454545454546,"bt_te_avg":-14.397244954976612,"bt_te_dd":791.8484725237134,"bt_te_gross":-4.469210909090709,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.7607],["or_rng_pct",">=",0.4386]]},{"id":"R0916","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.76% (\u2248190 pts at 25,000) AND the day opened inside the prior-day range at 14:30","T":"14:30","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":83,"hit_tr":1.0,"base_tr":0.6526,"lift_tr":1.532,"n_te":43,"hit_te":1.0,"base_te":0.7198,"lift_te":1.389,"ci_te":[0.918,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":7.253876915915477e-07,"q_bh_te":9.792733836485893e-06,"q_bh_te_fam":5.923999481330973e-06,"p_holm_te":0.000654299697815576,"q_bh_tr":9.985650229046372e-13,"p_holm_tr":7.668611553922181e-09,"p_tr":8.303691138067396e-16,"stable":true,"by_year":"2022:100/71(n32) 2023:100/57(n17) 2024:100/68(n34) 2025:100/75(n25) 2026:100/69(n18)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":83,"bt_tr_win":0.46987951807228917,"bt_tr_avg":-4.030741500083771,"bt_tr_dd":842.7144873102507,"bt_te_n":43,"bt_te_win":0.2558139534883721,"bt_te_avg":-16.72622669182529,"bt_te_dd":766.0853098811565,"bt_te_gross":-7.034897674418337,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.7607],["open_vs_pd","==",0.0]]},{"id":"R0917","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.76% (\u2248190 pts at 25,000) AND prior-day range \u2265 0.99% (\u2248247 pts at 25,000) at 14:30","T":"14:30","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":81,"hit_tr":1.0,"base_tr":0.6526,"lift_tr":1.532,"n_te":33,"hit_te":1.0,"base_te":0.7198,"lift_te":1.389,"ci_te":[0.8957,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.9424263390732956e-05,"q_bh_te":0.00015475724603108553,"q_bh_te_fam":9.361858093238507e-05,"p_holm_te":0.016530048145513745,"q_bh_tr":2.1566333709076283e-12,"p_holm_tr":1.8002393761128812e-08,"p_tr":1.9494674017270214e-15,"stable":true,"by_year":"2022:100/71(n48) 2023:100/57(n11) 2024:100/68(n22) 2025:100/75(n15) 2026:100/69(n18)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":81,"bt_tr_win":0.48148148148148145,"bt_tr_avg":-0.7980954099409316,"bt_tr_dd":467.98186886047944,"bt_te_n":33,"bt_te_win":0.2727272727272727,"bt_te_avg":-24.014546743275258,"bt_te_dd":795.5834353382515,"bt_te_gross":-14.322836363636187,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.7607],["pdr_pct",">=",0.9892]]},{"id":"R0918","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.76% (\u2248190 pts at 25,000) AND price has not touched the prior-day high yet at 14:30","T":"14:30","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":81,"hit_tr":1.0,"base_tr":0.6526,"lift_tr":1.532,"n_te":43,"hit_te":1.0,"base_te":0.7198,"lift_te":1.389,"ci_te":[0.918,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":7.253876915915477e-07,"q_bh_te":9.792733836485893e-06,"q_bh_te_fam":5.923999481330973e-06,"p_holm_te":0.000654299697815576,"q_bh_tr":2.1566333709076283e-12,"p_holm_tr":1.8002393761128812e-08,"p_tr":1.9494674017270214e-15,"stable":true,"by_year":"2022:100/71(n36) 2023:100/57(n15) 2024:100/68(n30) 2025:100/75(n18) 2026:100/69(n25)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":81,"bt_tr_win":0.4444444444444444,"bt_tr_avg":-4.610338482220893,"bt_tr_dd":842.8012178518652,"bt_te_n":43,"bt_te_win":0.27906976744186046,"bt_te_avg":-22.205803184244687,"bt_te_dd":954.8495369225219,"bt_te_gross":-11.78072558139506,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.7607],["touched_pdh","==",0.0]]},{"id":"R0919","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.45% (\u2248112 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.37% (\u2248+92 pts at 25,000) AND price has already touched the prior-day low at 14:30","T":"14:30","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":79,"hit_tr":1.0,"base_tr":0.6526,"lift_tr":1.532,"n_te":35,"hit_te":1.0,"base_te":0.7198,"lift_te":1.389,"ci_te":[0.9011,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":1.0064441576917046e-05,"q_bh_te":8.97489652547098e-05,"q_bh_te_fam":5.429258391951581e-05,"p_holm_te":0.008695677522456327,"q_bh_tr":4.6862356480492685e-12,"p_holm_tr":4.226134368590623e-08,"p_tr":4.5767877046554204e-15,"stable":true,"by_year":"2022:100/71(n36) 2023:100/57(n15) 2024:100/68(n28) 2025:100/75(n11) 2026:100/69(n24)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":79,"bt_tr_win":0.3670886075949367,"bt_tr_avg":-10.594422391902633,"bt_tr_dd":1301.2634164281053,"bt_te_n":35,"bt_te_win":0.2857142857142857,"bt_te_avg":-13.331510910820079,"bt_te_dd":575.5442605334612,"bt_te_gross":-2.090799999999789,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.4474],["twap_dir_pct",">=",0.3662],["touched_pdl","==",1.0]]},{"id":"R0920","rule":"When size of the move from the open to 14:30 (either direction) \u2264 0.13% (\u224832 pts at 25,000) AND 1-min Bollinger %B \u2265 0.631 AND prior day's close-to-close return is positive at 14:30","T":"14:30","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":33,"hit_tr":0.0303,"base_tr":0.6526,"lift_tr":0.046,"n_te":16,"hit_te":0.4375,"base_te":0.7198,"lift_te":0.608,"ci_te":[0.231,0.6682],"p_rand":0.01699150424787606,"p_perm_fw":0.009900990099009901,"p_te":0.016343783357084668,"q_bh_te":0.04462403770529859,"q_bh_te_fam":0.027457556039902242,"p_holm_te":1.0,"q_bh_tr":6.491684317961006e-11,"p_holm_tr":8.149005366536776e-07,"p_tr":8.828527409896347e-14,"stable":true,"by_year":"2022:8/71(n13) 2023:0/57(n12) 2024:0/68(n8) 2025:44/75(n9) 2026:43/69(n7)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.5454545454545454,"bt_tr_avg":4.983371015968423,"bt_tr_dd":126.4553588781515,"bt_te_n":16,"bt_te_win":0.1875,"bt_te_avg":-30.57604582957708,"bt_te_dd":489.21673327323333,"bt_te_gross":-20.923912500000597,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.1297],["bb_pctb",">=",0.6312],["prevret_pct",">",0.0]]},{"id":"R0921","rule":"When size of the move from the open to 14:30 (either direction) \u2264 0.13% (\u224832 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0267 AND the day opened inside the prior-day range at 14:30","T":"14:30","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":31,"hit_tr":0.0323,"base_tr":0.6526,"lift_tr":0.049,"n_te":19,"hit_te":0.2632,"base_te":0.7198,"lift_te":0.366,"ci_te":[0.1181,0.4879],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":4.719956270963642e-05,"q_bh_te":0.0003208249996766895,"q_bh_te_fam":0.00019407932079207145,"p_holm_te":0.03917563704899823,"q_bh_tr":4.0635005869832786e-10,"p_holm_tr":6.349016398863186e-06,"p_tr":6.880747491593281e-13,"stable":true,"by_year":"2022:33/71(n3) 2023:0/57(n15) 2024:0/68(n13) 2025:36/75(n11) 2026:12/69(n8)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.45161290322580644,"bt_tr_avg":-1.715176456370944,"bt_tr_dd":164.92085082100584,"bt_te_n":19,"bt_te_win":0.3157894736842105,"bt_te_avg":-17.041775088792924,"bt_te_dd":407.8460011384585,"bt_te_gross":-6.147221052631625,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.1297],["atr14_pct","<=",0.0267],["open_vs_pd","==",0.0]]},{"id":"R0922","rule":"When size of the move from the open to 14:30 (either direction) \u2264 0.13% (\u224832 pts at 25,000) AND range so far (high\u2212low since 09:15) \u2264 0.54% (\u2248134 pts at 25,000) AND 1-min ATR(14) as % of price \u2264 0.0267 at 14:30","T":"14:30","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":40,"hit_tr":0.05,"base_tr":0.6526,"lift_tr":0.077,"n_te":21,"hit_te":0.2857,"base_te":0.7198,"lift_te":0.397,"ci_te":[0.1381,0.4996],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":4.523646393587784e-05,"q_bh_te":0.00030964678130755816,"q_bh_te_fam":0.00018731718869222653,"p_holm_te":0.037591501530714486,"q_bh_tr":2.623893048740367e-12,"p_holm_tr":2.2340202126830047e-08,"p_tr":2.4192506202744415e-15,"stable":true,"by_year":"2022:0/71(n4) 2023:9/57(n23) 2024:0/68(n13) 2025:30/75(n10) 2026:27/69(n11)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":40,"bt_tr_win":0.375,"bt_tr_avg":-5.270496888854964,"bt_tr_dd":322.63786481740726,"bt_te_n":21,"bt_te_win":0.23809523809523808,"bt_te_avg":-25.302481808118014,"bt_te_dd":575.5006713720223,"bt_te_gross":-13.624800000000029,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.1297],["rng_pct","<=",0.5353],["atr14_pct","<=",0.0267]]},{"id":"R0923","rule":"When size of the move from the open to 14:30 (either direction) \u2264 0.07% (\u224816 pts at 25,000) AND price vs prior-day low > -0.06% (\u2248-15 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) \u2264 0.903 at 14:30","T":"14:30","target":"the day closes more than 50 pts beyond the open in the direction of the move so far","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":67,"hit_tr":0.0597,"base_tr":0.6526,"lift_tr":0.091,"n_te":37,"hit_te":0.2162,"base_te":0.7198,"lift_te":0.3,"ci_te":[0.1139,0.372],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.930725328655768e-10,"q_bh_te":1.2948477361151848e-08,"q_bh_te_fam":7.833029514770869e-09,"p_holm_te":2.787119787551635e-07,"q_bh_tr":2.494926808521487e-20,"p_holm_tr":3.1132485769909116e-17,"p_tr":3.368725291935671e-24,"stable":true,"by_year":"2022:12/71(n17) 2023:0/57(n26) 2024:8/68(n24) 2025:20/75(n20) 2026:24/69(n17)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":67,"bt_tr_win":0.5373134328358209,"bt_tr_avg":9.399371213140668,"bt_tr_dd":161.4951062749082,"bt_te_n":37,"bt_te_win":0.40540540540540543,"bt_te_avg":-9.087618098885248,"bt_te_dd":501.43522656807204,"bt_te_gross":1.4901243243239641,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0659],["dist_pdl_pct",">",-0.0614],["pos_rng","<=",0.9027]]},{"id":"R0924","rule":"When prior day's close-to-close return \u2264 -1.07% (\u2248-268 pts at 25,000) AND gap measured in the direction of the move so far \u2264 +0.06% (\u2248+16 pts at 25,000) at 14:30","T":"14:30","target":"the best favourable excursion after 14:30 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"tree","dirn":"higher","n_tr":30,"hit_tr":0.9333,"base_tr":0.5332,"lift_tr":1.75,"n_te":21,"hit_te":0.619,"base_te":0.4897,"lift_te":1.264,"ci_te":[0.4088,0.7925],"p_rand":0.10594702648675662,"p_perm_fw":0.8811881188118812,"p_te":0.16686084100803333,"q_bh_te":0.31510826087022925,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0002986030809498966,"p_holm_tr":1.0,"p_tr":4.631757056795534e-06,"stable":true,"by_year":"2022:94/58(n16) 2023:75/53(n4) 2024:100/50(n10) 2025:67/51(n6) 2026:60/47(n15)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.7333333333333333,"bt_tr_avg":38.805519775732016,"bt_tr_dd":105.18560224300597,"bt_te_n":21,"bt_te_win":0.47619047619047616,"bt_te_avg":-5.194092635932569,"bt_te_dd":435.35795018527074,"bt_te_gross":4.84963809523816,"eq":false,"page":false,"conds":[["prevret_pct","<=",-1.0713],["gap_dir_pct","<=",0.0634]]},{"id":"R0925","rule":"When prior day's close-to-close return \u2264 -1.14% (\u2248-285 pts at 25,000) AND gap measured in the direction of the move so far \u2264 +1.58% (\u2248+395 pts at 25,000) AND 1-min ADX(14) > 11.7 at 14:30","T":"14:30","target":"the best favourable excursion after 14:30 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":44,"hit_tr":0.9091,"base_tr":0.5332,"lift_tr":1.705,"n_te":32,"hit_te":0.5312,"base_te":0.4897,"lift_te":1.085,"ci_te":[0.3645,0.6913],"p_rand":0.2908545727136432,"p_perm_fw":0.06930693069306931,"p_te":0.3846842886734596,"q_bh_te":0.6001284463737125,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":1.9621464987788336e-05,"p_holm_tr":1.0,"p_tr":1.724900455316164e-07,"stable":false,"by_year":"2022:96/58(n25) 2023:80/53(n5) 2024:86/50(n14) 2025:50/51(n10) 2026:55/47(n22)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":44,"bt_tr_win":0.7045454545454546,"bt_tr_avg":34.094029521089425,"bt_tr_dd":150.73800233968927,"bt_te_n":32,"bt_te_win":0.34375,"bt_te_avg":-22.642245987147895,"bt_te_dd":811.6495253387473,"bt_te_gross":-12.496287500000108,"eq":false,"page":false,"conds":[["prevret_pct","<=",-1.1393],["gap_dir_pct","<=",1.5794],["adx_14",">",11.7485]]},{"id":"R0926","rule":"When 1-min ATR(14) as % of price \u2265 0.0384 AND price is inside the prior-day range AND it is Wednesday at 14:30","T":"14:30","target":"the best favourable excursion after 14:30 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.871,"base_tr":0.5332,"lift_tr":1.633,"n_te":9,"hit_te":0.4444,"base_te":0.4897,"lift_te":0.907,"ci_te":[0.1888,0.7334],"p_rand":0.7241379310344828,"p_perm_fw":1.0,"p_te":0.7255051271599529,"q_bh_te":0.8706061525919434,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.004755479988445497,"p_holm_tr":1.0,"p_tr":0.00014981538969602857,"stable":true,"by_year":"2022:91/58(n11) 2023:100/53(n3) 2024:82/50(n17) 2025:50/51(n4) 2026:40/47(n5)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.6451612903225806,"bt_tr_avg":16.76680007553875,"bt_tr_dd":132.20150374609852,"bt_te_n":9,"bt_te_win":0.4444444444444444,"bt_te_avg":-22.773867426278894,"bt_te_dd":247.3645480786335,"bt_te_gross":-11.822888888889187,"eq":false,"page":false,"conds":[["atr14_pct",">=",0.0384],["pd_pos","==",0.0],["dow","==",2.0]]},{"id":"R0927","rule":"When prior day's close-to-close return \u2264 -0.97% (\u2248-241 pts at 25,000) AND 1-min ADX(14) > 21 AND opening-range size \u2264 1.30% (\u2248324 pts at 25,000) at 14:30","T":"14:30","target":"the best favourable excursion after 14:30 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":40,"hit_tr":0.85,"base_tr":0.5332,"lift_tr":1.594,"n_te":21,"hit_te":0.619,"base_te":0.4897,"lift_te":1.264,"ci_te":[0.4088,0.7925],"p_rand":0.11244377811094453,"p_perm_fw":1.0,"p_te":0.16686084100803333,"q_bh_te":0.31510826087022925,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0020329171946695352,"p_holm_tr":1.0,"p_tr":5.0755027534581085e-05,"stable":true,"by_year":"2022:91/58(n22) 2023:100/53(n4) 2024:71/50(n14) 2025:62/51(n8) 2026:62/47(n13)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":40,"bt_tr_win":0.575,"bt_tr_avg":17.66005308976515,"bt_tr_dd":134.35133510188984,"bt_te_n":21,"bt_te_win":0.47619047619047616,"bt_te_avg":-17.368882080517608,"bt_te_dd":415.7776167798016,"bt_te_gross":-7.407152380952279,"eq":false,"page":false,"conds":[["prevret_pct","<=",-0.9655],["adx_14",">",21.0043],["or_rng_pct","<=",1.2958]]},{"id":"R0928","rule":"When India VIX change on the prior day (%) \u2264 -1.33 AND the day opened inside the prior-day range AND it is weekly-expiry day at 14:30","T":"14:30","target":"the best favourable excursion after 14:30 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":31,"hit_tr":0.8387,"base_tr":0.5332,"lift_tr":1.573,"n_te":18,"hit_te":0.5,"base_te":0.4897,"lift_te":1.021,"ci_te":[0.2903,0.7097],"p_rand":0.5962018990504747,"p_perm_fw":1.0,"p_te":0.5582021902896735,"q_bh_te":0.7596742669217568,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.016241785185034392,"p_holm_tr":1.0,"p_tr":0.0007478935852480082,"stable":true,"by_year":"2022:75/58(n8) 2023:90/53(n10) 2024:85/50(n13) 2025:54/51(n13) 2026:40/47(n5)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":31,"bt_tr_win":0.6774193548387096,"bt_tr_avg":10.371808414627257,"bt_tr_dd":164.9249093510384,"bt_te_n":18,"bt_te_win":0.3333333333333333,"bt_te_avg":-5.106783615508687,"bt_te_dd":215.9426303249168,"bt_te_gross":4.545144444444102,"eq":false,"page":false,"conds":[["vix_chg","<=",-1.3269],["open_vs_pd","==",0.0],["dte_cat","==",0.0]]},{"id":"R0929","rule":"When (it is Wednesday or it is Thursday or it is Friday) AND 1-min ADX(14) \u2264 20.7 AND 1-min ADX(14) > 18.7 at 14:30","T":"14:30","target":"the best favourable excursion after 14:30 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"higher","n_tr":46,"hit_tr":0.8261,"base_tr":0.5332,"lift_tr":1.549,"n_te":28,"hit_te":0.4643,"base_te":0.4897,"lift_te":0.948,"ci_te":[0.2953,0.6419],"p_rand":0.688655672163918,"p_perm_fw":1.0,"p_te":0.6759381033795837,"q_bh_te":0.849220079876107,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0024344313790140098,"p_holm_tr":1.0,"p_tr":6.369461417427176e-05,"stable":false,"by_year":"2022:100/58(n10) 2023:90/53(n19) 2024:65/50(n17) 2025:38/51(n13) 2026:53/47(n15)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":46,"bt_tr_win":0.717391304347826,"bt_tr_avg":23.42092216263325,"bt_tr_dd":198.70157191058388,"bt_te_n":28,"bt_te_win":0.2857142857142857,"bt_te_avg":-3.11750302206593,"bt_te_dd":312.20989849452747,"bt_te_gross":7.360714285714104,"eq":false,"page":false,"conds":[["dow",">",1.5],["adx_14","<=",20.717],["adx_14",">",18.7148]]},{"id":"R0930","rule":"When 1-min ATR(14) as % of price \u2265 0.0384 AND prior day's close-to-close return is negative AND expiry is 1 trading day away at 14:30","T":"14:30","target":"the best favourable excursion after 14:30 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8333,"base_tr":0.5332,"lift_tr":1.563,"n_te":14,"hit_te":0.7857,"base_te":0.4897,"lift_te":1.604,"ci_te":[0.5241,0.9243],"p_rand":0.022488755622188907,"p_perm_fw":1.0,"p_te":0.024023377580619145,"q_bh_te":0.0611275471423084,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.023010395114099216,"p_holm_tr":1.0,"p_tr":0.001186965347413835,"stable":true,"by_year":"2022:80/58(n15) 2023:100/53(n3) 2024:83/50(n12) 2025:67/51(n6) 2026:88/47(n8)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.7,"bt_tr_avg":19.394133552238113,"bt_tr_dd":120.72894643210509,"bt_te_n":14,"bt_te_win":0.7142857142857143,"bt_te_avg":23.62856873576514,"bt_te_dd":98.24108406939493,"bt_te_gross":34.11312857142885,"eq":false,"page":false,"conds":[["atr14_pct",">=",0.0384],["prevret_pct","<",0.0],["dte_cat","==",1.0]]},{"id":"R0931","rule":"When 1-min ATR(14) as % of price \u2265 0.0384 AND expiry is 1 trading day away AND 1-min Supertrend is up at 14:30","T":"14:30","target":"the best favourable excursion after 14:30 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.8333,"base_tr":0.5332,"lift_tr":1.563,"n_te":11,"hit_te":0.6364,"base_te":0.4897,"lift_te":1.299,"ci_te":[0.3538,0.8483],"p_rand":0.2193903048475762,"p_perm_fw":1.0,"p_te":0.25177360328389853,"q_bh_te":0.43237445652287876,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.023010395114099216,"p_holm_tr":1.0,"p_tr":0.001186965347413835,"stable":false,"by_year":"2022:83/58(n18) 2023:67/53(n3) 2024:89/50(n9) 2025:50/51(n6) 2026:80/47(n5)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.7333333333333333,"bt_tr_avg":28.79049089293982,"bt_tr_dd":100.80390579770369,"bt_te_n":11,"bt_te_win":0.5454545454545454,"bt_te_avg":16.28709095010622,"bt_te_dd":98.24108406939493,"bt_te_gross":25.562163636363536,"eq":false,"page":false,"conds":[["atr14_pct",">=",0.0384],["dte_cat","==",1.0],["supertrend_dir","==",1.0]]},{"id":"R0932","rule":"When distance from TWAP in the move's direction \u2264 +0.10% (\u2248+24 pts at 25,000) AND 1-min RSI(14) \u2264 40.8 AND price has not touched the prior-day low yet at 14:30","T":"14:30","target":"the best favourable excursion after 14:30 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.1667,"base_tr":0.5332,"lift_tr":0.313,"n_te":24,"hit_te":0.625,"base_te":0.4897,"lift_te":1.276,"ci_te":[0.4271,0.7884],"p_rand":0.9470264867566217,"p_perm_fw":1.0,"p_te":0.9375796796283629,"q_bh_te":0.9853243980443671,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0028649495563321126,"p_holm_tr":1.0,"p_tr":7.819156463051392e-05,"stable":false,"by_year":"2022:43/58(n7) 2023:0/53(n9) 2024:14/50(n14) 2025:64/51(n14) 2026:60/47(n10)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.7,"bt_tr_avg":21.158385112945826,"bt_tr_dd":148.89634742412454,"bt_te_n":24,"bt_te_win":0.3333333333333333,"bt_te_avg":-29.29506014204357,"bt_te_dd":748.1573289727799,"bt_te_gross":-19.425724999999904,"eq":false,"page":false,"conds":[["twap_dir_pct","<=",0.0978],["rsi_14","<=",40.8093],["touched_pdl","==",0.0]]},{"id":"R0933","rule":"When CPR width \u2264 0.13% (\u224833 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2265 +0.02% (\u2248+5 pts at 25,000) AND price has already touched the prior-day low at 14:30","T":"14:30","target":"the best favourable excursion after 14:30 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"subgroup","dirn":"lower","n_tr":30,"hit_tr":0.1667,"base_tr":0.5332,"lift_tr":0.313,"n_te":17,"hit_te":0.4118,"base_te":0.4897,"lift_te":0.841,"ci_te":[0.2161,0.6399],"p_rand":0.37381309345327335,"p_perm_fw":1.0,"p_te":0.34554543410174354,"q_bh_te":0.5470198077310989,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0028649495563321126,"p_holm_tr":1.0,"p_tr":7.819156463051392e-05,"stable":false,"by_year":"2022:10/58(n10) 2023:18/53(n11) 2024:22/50(n9) 2025:14/51(n7) 2026:60/47(n10)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.7666666666666667,"bt_tr_avg":32.58451824833151,"bt_tr_dd":101.70541010885279,"bt_te_n":17,"bt_te_win":0.23529411764705882,"bt_te_avg":-44.298999218234385,"bt_te_dd":791.1659197571845,"bt_te_gross":-32.78007058823491,"eq":false,"page":false,"conds":[["cpr_width_pct","<=",0.132],["ema9_21_pct",">=",0.0215],["touched_pdl","==",1.0]]},{"id":"R0934","rule":"When position in today's range so far (0 = at low, 1 = at high) > 0.012 AND 1-min RSI(14) \u2264 35.6 AND (the day opened below the prior-day low or the day opened inside the prior-day range) at 14:30","T":"14:30","target":"the best favourable excursion after 14:30 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":39,"hit_tr":0.1795,"base_tr":0.5332,"lift_tr":0.337,"n_te":33,"hit_te":0.5758,"base_te":0.4897,"lift_te":1.176,"ci_te":[0.4081,0.7276],"p_rand":0.8700649675162418,"p_perm_fw":1.0,"p_te":0.8775840468366645,"q_bh_te":0.9659779270128322,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0006374228120578489,"p_holm_tr":1.0,"p_tr":1.1834729447276959e-05,"stable":false,"by_year":"2022:25/58(n12) 2023:22/53(n9) 2024:11/50(n18) 2025:63/51(n19) 2026:50/47(n14)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":39,"bt_tr_win":0.717948717948718,"bt_tr_avg":18.40126325366026,"bt_tr_dd":73.54240257124216,"bt_te_n":33,"bt_te_win":0.3333333333333333,"bt_te_avg":-16.138315142049294,"bt_te_dd":552.006719839582,"bt_te_gross":-5.826327272726992,"eq":false,"page":false,"conds":[["pos_rng",">",0.012],["rsi_14","<=",35.6147],["open_vs_pd","<=",0.5]]},{"id":"R0935","rule":"When India VIX (prior day's close) \u2264 15.5 AND India VIX change on the prior day (%) \u2264 -4.88 AND size of the opening gap > 0.13% (\u224832 pts at 25,000) at 14:30","T":"14:30","target":"the best favourable excursion after 14:30 (in the move's direction, to close) exceeds the worst adverse excursion","family":"direction (continuation / reversal)","method":"rulefit","dirn":"lower","n_tr":40,"hit_tr":0.2,"base_tr":0.5332,"lift_tr":0.375,"n_te":18,"hit_te":0.4444,"base_te":0.4897,"lift_te":0.907,"ci_te":[0.2456,0.6628],"p_rand":0.47426286856571714,"p_perm_fw":1.0,"p_te":0.44179780971032645,"q_bh_te":0.6469667513927737,"q_bh_te_fam":0.998924248677784,"p_holm_te":1.0,"q_bh_tr":0.0014335897121388146,"p_holm_tr":1.0,"p_tr":3.255444172097354e-05,"stable":true,"by_year":"2022:50/58(n2) 2023:11/53(n18) 2024:25/50(n20) 2025:80/51(n5) 2026:31/47(n13)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":40,"bt_tr_win":0.6,"bt_tr_avg":7.301288235296283,"bt_tr_dd":134.647649231853,"bt_te_n":18,"bt_te_win":0.3333333333333333,"bt_te_avg":-18.994285323929503,"bt_te_dd":348.78153354299695,"bt_te_gross":-6.549344444444311,"eq":false,"page":false,"conds":[["vix_prev","<=",15.535],["vix_chg","<=",-4.8849],["abs_gap_pct",">",0.1295]]},{"id":"R0936","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.76% (\u2248190 pts at 25,000) AND it is not expiry day at 14:30","T":"14:30","target":"price never trades back to the open after 14:30","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":109,"hit_tr":1.0,"base_tr":0.7612,"lift_tr":1.314,"n_te":57,"hit_te":1.0,"base_te":0.7973,"lift_te":1.254,"ci_te":[0.9369,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.4626396872367677e-06,"q_bh_te":2.8161009129342803e-05,"q_bh_te_fam":1.7035672189355523e-05,"p_holm_te":0.00218682404226625,"q_bh_tr":1.6043493607729984e-10,"p_holm_tr":2.2344931427785985e-06,"p_tr":2.421179390253814e-13,"stable":true,"by_year":"2022:100/77(n46) 2023:100/76(n22) 2024:100/75(n41) 2025:100/84(n31) 2026:100/74(n26)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":109,"bt_tr_win":0.44036697247706424,"bt_tr_avg":-3.38216624657867,"bt_tr_dd":995.7005573296982,"bt_te_n":57,"bt_te_win":0.3684210526315789,"bt_te_avg":-4.303192560172267,"bt_te_dd":595.6558984356641,"bt_te_gross":5.440175438596557,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.7607],["is_expiry","==",0.0]]},{"id":"R0937","rule":"When size of the move from the open to 14:30 (either direction) > 0.60% (\u2248151 pts at 25,000) AND distance from TWAP in the move's direction > -0.09% (\u2248-23 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) \u2264 +0.06% (\u2248+16 pts at 25,000) at 14:30","T":"14:30","target":"price never trades back to the open after 14:30","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":197,"hit_tr":0.9949,"base_tr":0.7612,"lift_tr":1.307,"n_te":108,"hit_te":1.0,"base_te":0.7973,"lift_te":1.254,"ci_te":[0.9657,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.3614600547992052e-11,"q_bh_te":1.4345869832905171e-09,"q_bh_te_fam":8.67836570138708e-10,"p_holm_te":2.2599172724428394e-08,"q_bh_tr":2.472170990941149e-18,"p_holm_tr":5.239800959985863e-15,"p_tr":5.670320006477681e-22,"stable":true,"by_year":"2022:100/77(n87) 2023:100/76(n41) 2024:99/75(n69) 2025:100/84(n60) 2026:100/74(n48)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":197,"bt_tr_win":0.4467005076142132,"bt_tr_avg":-3.863563431172563,"bt_tr_dd":1610.9980275530202,"bt_te_n":108,"bt_te_win":0.37962962962962965,"bt_te_avg":-6.913386888901215,"bt_te_dd":967.4188285112533,"bt_te_gross":3.154798148148243,"eq":true,"page":true,"conds":[["abs_mv_pct",">",0.6026],["twap_dir_pct",">",-0.0905],["ema9_21_pct","<=",0.0633]]},{"id":"R0938","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.76% (\u2248190 pts at 25,000) AND opening-range size \u2265 0.44% (\u2248110 pts at 25,000) at 14:30","T":"14:30","target":"price never trades back to the open after 14:30","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":91,"hit_tr":1.0,"base_tr":0.7612,"lift_tr":1.314,"n_te":55,"hit_te":1.0,"base_te":0.7973,"lift_te":1.254,"ci_te":[0.9347,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":3.874305168685368e-06,"q_bh_te":4.1842495821801975e-05,"q_bh_te_fam":2.5312127102077734e-05,"p_holm_te":0.0034210114639491797,"q_bh_tr":1.2373037474324682e-08,"p_holm_tr":0.00030322205072267196,"p_tr":3.2893496253068836e-11,"stable":true,"by_year":"2022:100/77(n47) 2023:100/76(n14) 2024:100/75(n30) 2025:100/84(n29) 2026:100/74(n26)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":91,"bt_tr_win":0.4725274725274725,"bt_tr_avg":-0.3670219647538631,"bt_tr_dd":592.2027833325205,"bt_te_n":55,"bt_te_win":0.34545454545454546,"bt_te_avg":-14.397244954976612,"bt_te_dd":791.8484725237134,"bt_te_gross":-4.469210909090709,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.7607],["or_rng_pct",">=",0.4386]]},{"id":"R0939","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.76% (\u2248190 pts at 25,000) AND prior-day range \u2265 0.99% (\u2248247 pts at 25,000) at 14:30","T":"14:30","target":"price never trades back to the open after 14:30","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":81,"hit_tr":1.0,"base_tr":0.7612,"lift_tr":1.314,"n_te":33,"hit_te":1.0,"base_te":0.7973,"lift_te":1.254,"ci_te":[0.8957,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":0.0005661301645336296,"q_bh_te":0.0025475857404013333,"q_bh_te_fam":0.0015483001709105779,"p_holm_te":0.42856053455195764,"q_bh_tr":1.3340203231782598e-07,"p_holm_tr":0.004637895201872282,"p_tr":5.036817165565683e-10,"stable":true,"by_year":"2022:100/77(n48) 2023:100/76(n11) 2024:100/75(n22) 2025:100/84(n15) 2026:100/74(n18)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":81,"bt_tr_win":0.48148148148148145,"bt_tr_avg":-0.7980954099409316,"bt_tr_dd":467.98186886047944,"bt_te_n":33,"bt_te_win":0.2727272727272727,"bt_te_avg":-24.014546743275258,"bt_te_dd":795.5834353382515,"bt_te_gross":-14.322836363636187,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.7607],["pdr_pct",">=",0.9892]]},{"id":"R0940","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.76% (\u2248190 pts at 25,000) AND price has not touched the prior-day high yet at 14:30","T":"14:30","target":"price never trades back to the open after 14:30","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":81,"hit_tr":1.0,"base_tr":0.7612,"lift_tr":1.314,"n_te":43,"hit_te":1.0,"base_te":0.7973,"lift_te":1.254,"ci_te":[0.918,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":5.87423797671509e-05,"q_bh_te":0.0003937765043701426,"q_bh_te_fam":0.0002382104779523085,"p_holm_te":0.04863869044720095,"q_bh_tr":1.3340203231782598e-07,"p_holm_tr":0.004637895201872282,"p_tr":5.036817165565683e-10,"stable":true,"by_year":"2022:100/77(n36) 2023:100/76(n15) 2024:100/75(n30) 2025:100/84(n18) 2026:100/74(n25)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":81,"bt_tr_win":0.4444444444444444,"bt_tr_avg":-4.610338482220893,"bt_tr_dd":842.8012178518652,"bt_te_n":43,"bt_te_win":0.27906976744186046,"bt_te_avg":-22.205803184244687,"bt_te_dd":954.8495369225219,"bt_te_gross":-11.78072558139506,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.7607],["touched_pdh","==",0.0]]},{"id":"R0941","rule":"When position in today's range so far (0 = at low, 1 = at high) \u2264 0.422 AND distance from TWAP in the move's direction \u2265 +0.37% (\u2248+92 pts at 25,000) at 14:30","T":"14:30","target":"price never trades back to the open after 14:30","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":81,"hit_tr":1.0,"base_tr":0.7612,"lift_tr":1.314,"n_te":40,"hit_te":0.95,"base_te":0.7973,"lift_te":1.192,"ci_te":[0.835,0.9862],"p_rand":0.004497751124437781,"p_perm_fw":0.009900990099009901,"p_te":0.007141218479113651,"q_bh_te":0.022105937457638437,"q_bh_te_fam":0.013458450210637265,"p_holm_te":1.0,"q_bh_tr":1.3340203231782598e-07,"p_holm_tr":0.004637895201872282,"p_tr":5.036817165565683e-10,"stable":true,"by_year":"2022:100/77(n37) 2023:100/76(n15) 2024:100/75(n29) 2025:95/84(n19) 2026:95/74(n21)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":81,"bt_tr_win":0.43209876543209874,"bt_tr_avg":-1.217197619163539,"bt_tr_dd":562.387886851541,"bt_te_n":40,"bt_te_win":0.3,"bt_te_avg":-14.138581700690946,"bt_te_dd":735.5404044814488,"bt_te_gross":-3.959970000000067,"eq":true,"page":true,"conds":[["pos_rng","<=",0.4219],["twap_dir_pct",">=",0.3662]]},{"id":"R0942","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.45% (\u2248112 pts at 25,000) AND size of the opening gap \u2264 0.22% (\u224855 pts at 25,000) AND distance from TWAP in the move's direction \u2265 +0.20% (\u2248+50 pts at 25,000) at 14:30","T":"14:30","target":"price never trades back to the open after 14:30","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":78,"hit_tr":1.0,"base_tr":0.7612,"lift_tr":1.314,"n_te":42,"hit_te":1.0,"base_te":0.7973,"lift_te":1.254,"ci_te":[0.9162,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":7.367972776508353e-05,"q_bh_te":0.00046504347654325446,"q_bh_te_fam":0.000281322596921228,"p_holm_te":0.06034369703960341,"q_bh_tr":2.700571010093338e-07,"p_holm_tr":0.010510817518426368,"p_tr":1.1420103271019877e-09,"stable":true,"by_year":"2022:100/77(n20) 2023:100/76(n26) 2024:100/75(n32) 2025:100/84(n26) 2026:100/74(n16)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":78,"bt_tr_win":0.47435897435897434,"bt_tr_avg":-1.5010527585556912,"bt_tr_dd":697.6371456709014,"bt_te_n":42,"bt_te_win":0.30952380952380953,"bt_te_avg":-5.53070004930246,"bt_te_dd":690.1410849021411,"bt_te_gross":4.228919047619327,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.4474],["abs_gap_pct","<=",0.2212],["twap_dir_pct",">=",0.2014]]},{"id":"R0943","rule":"When size of the move from the open to 14:30 (either direction) \u2265 0.45% (\u2248112 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) is negative AND price is below the prior-day low at 14:30","T":"14:30","target":"price never trades back to the open after 14:30","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":76,"hit_tr":1.0,"base_tr":0.7612,"lift_tr":1.314,"n_te":45,"hit_te":1.0,"base_te":0.7973,"lift_te":1.254,"ci_te":[0.9213,1.0],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":3.7338647690059674e-05,"q_bh_te":0.00026883826336842963,"q_bh_te_fam":0.00016263055438337103,"p_holm_te":0.03128978676427001,"q_bh_tr":4.341297317010435e-07,"p_holm_tr":0.018134684173542196,"p_tr":1.970966583143274e-09,"stable":true,"by_year":"2022:100/77(n24) 2023:100/76(n21) 2024:100/75(n31) 2025:100/84(n24) 2026:100/74(n21)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price in the move direction; stop 0.4% of entry; exit at close","bt_tr_n":76,"bt_tr_win":0.3684210526315789,"bt_tr_avg":-6.19839613253323,"bt_tr_dd":681.3114834297702,"bt_te_n":45,"bt_te_win":0.4,"bt_te_avg":-2.4017326090729525,"bt_te_dd":325.9732513813166,"bt_te_gross":7.696386666666674,"eq":true,"page":true,"conds":[["abs_mv_pct",">=",0.4474],["ema9_21_pct","<",0.0],["pd_pos","==",-1.0]]},{"id":"R0944","rule":"When size of the move from the open to 14:30 (either direction) \u2264 0.04% (\u224811 pts at 25,000) AND opening-range size > 0.27% (\u224868 pts at 25,000) at 14:30","T":"14:30","target":"price never trades back to the open after 14:30","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":39,"hit_tr":0.0,"base_tr":0.7612,"lift_tr":0.0,"n_te":29,"hit_te":0.1379,"base_te":0.7973,"lift_te":0.173,"ci_te":[0.055,0.3056],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":4.7029395785269434e-14,"q_bh_te":6.5303675290402696e-12,"q_bh_te_fam":3.950469245962633e-12,"p_holm_te":4.5430396328570273e-11,"q_bh_tr":9.149120293905971e-21,"p_holm_tr":1.0245774160961293e-17,"p_tr":1.108640047714047e-24,"stable":true,"by_year":"2022:0/77(n10) 2023:0/76(n15) 2024:0/75(n14) 2025:18/84(n17) 2026:8/74(n12)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":39,"bt_tr_win":0.5384615384615384,"bt_tr_avg":4.578929193526823,"bt_tr_dd":151.74801356526902,"bt_te_n":29,"bt_te_win":0.3793103448275862,"bt_te_avg":-13.470161529509477,"bt_te_dd":515.9243202152436,"bt_te_gross":-3.2733241379312954,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0446],["or_rng_pct",">",0.2724]]},{"id":"R0945","rule":"When size of the move from the open to 14:30 (either direction) \u2264 0.08% (\u224820 pts at 25,000) AND opening-range size > 0.31% (\u224878 pts at 25,000) at 14:30","T":"14:30","target":"price never trades back to the open after 14:30","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":66,"hit_tr":0.0909,"base_tr":0.7612,"lift_tr":0.119,"n_te":42,"hit_te":0.1905,"base_te":0.7973,"lift_te":0.239,"ci_te":[0.0998,0.333],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":5.572522750151134e-17,"q_bh_te":2.2097109967559927e-14,"q_bh_te_fam":1.3367387511239955e-14,"p_holm_te":5.410919590396751e-14,"q_bh_tr":3.5290764212993234e-26,"p_holm_tr":1.6232945371411512e-23,"p_tr":1.756354172928004e-30,"stable":true,"by_year":"2022:13/77(n23) 2023:5/76(n21) 2024:9/75(n22) 2025:26/84(n27) 2026:7/74(n15)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":66,"bt_tr_win":0.48484848484848486,"bt_tr_avg":1.5720091072672626,"bt_tr_dd":327.36890906870417,"bt_te_n":42,"bt_te_win":0.3333333333333333,"bt_te_avg":-16.481798637060276,"bt_te_dd":785.9886035613673,"bt_te_gross":-6.568690476190785,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0815],["or_rng_pct",">",0.3125]]},{"id":"R0946","rule":"When size of the move from the open to 14:30 (either direction) \u2264 0.08% (\u224821 pts at 25,000) AND 1-min ADX(14) > 19.2 at 14:30","T":"14:30","target":"price never trades back to the open after 14:30","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":55,"hit_tr":0.1091,"base_tr":0.7612,"lift_tr":0.143,"n_te":36,"hit_te":0.2222,"base_te":0.7973,"lift_te":0.279,"ci_te":[0.1172,0.3809],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":2.0836817212601065e-13,"q_bh_te":2.2503762589609148e-11,"q_bh_te_fam":1.3613387245566028e-11,"p_holm_te":2.0086691792947426e-10,"q_bh_tr":2.849786051126147e-20,"p_holm_tr":3.620351427496495e-17,"p_tr":3.917450904060439e-24,"stable":true,"by_year":"2022:6/77(n16) 2023:17/76(n18) 2024:10/75(n21) 2025:27/84(n22) 2026:14/74(n14)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":55,"bt_tr_win":0.5454545454545454,"bt_tr_avg":11.98526725411288,"bt_tr_dd":236.69015760300658,"bt_te_n":36,"bt_te_win":0.3888888888888889,"bt_te_avg":-13.922660253771381,"bt_te_dd":684.086591220353,"bt_te_gross":-3.3391500000001946,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0826],["adx_14",">",19.2372]]},{"id":"R0947","rule":"When size of the move from the open to 14:30 (either direction) \u2264 0.06% (\u224814 pts at 25,000) AND size of the move from the open to 14:30 (either direction) > 0.00% (\u22480 pts at 25,000) at 14:30","T":"14:30","target":"price never trades back to the open after 14:30","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":66,"hit_tr":0.1364,"base_tr":0.7612,"lift_tr":0.179,"n_te":38,"hit_te":0.1053,"base_te":0.7973,"lift_te":0.132,"ci_te":[0.0417,0.2413],"p_rand":0.0004997501249375312,"p_perm_fw":0.009900990099009901,"p_te":8.370085291460271e-20,"q_bh_te":8.135722903299383e-17,"q_bh_te_fam":4.921610151378639e-17,"p_holm_te":8.135722903299383e-17,"q_bh_tr":2.6064128634070176e-22,"p_holm_tr":2.1813702480159904e-19,"p_tr":2.360271000997281e-26,"stable":true,"by_year":"2022:12/77(n17) 2023:16/76(n25) 2024:12/75(n24) 2025:15/84(n20) 2026:6/74(n18)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter at 14:30 price against the move direction; stop 0.4% of entry; exit at close","bt_tr_n":66,"bt_tr_win":0.48484848484848486,"bt_tr_avg":2.210130770788527,"bt_tr_dd":212.23314288100948,"bt_te_n":38,"bt_te_win":0.3684210526315789,"bt_te_avg":-13.678867550158133,"bt_te_dd":684.9903238153271,"bt_te_gross":-2.983963157894993,"eq":true,"page":true,"conds":[["abs_mv_pct","<=",0.0569],["abs_mv_pct",">",0.0017]]},{"id":"R0948","rule":"When price vs prior-day high > -0.31% (\u2248-76 pts at 25,000) AND size of the opening gap \u2264 0.29% (\u224872 pts at 25,000) at 14:30","T":"14:30","target":"price reaches the prior-day high after 14:30 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":30,"hit_tr":0.4667,"base_tr":0.0708,"lift_tr":6.589,"n_te":15,"hit_te":0.2667,"base_te":0.0339,"lift_te":7.867,"ci_te":[0.109,0.5195],"p_rand":0.009995002498750625,"p_perm_fw":0.009900990099009901,"p_te":0.001334413086528728,"q_bh_te":0.005381948216207152,"q_bh_te_fam":0.0032693120619953836,"p_holm_te":0.9767903793390289,"q_bh_tr":1.4168319120006163e-06,"p_holm_tr":0.07168037447168761,"p_tr":7.798127727147853e-09,"stable":true,"by_year":"2022:100/7(n4) 2023:31/6(n13) 2024:46/8(n13) 2025:38/3(n8) 2026:14/4(n7)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter long at 14:30 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.5666666666666667,"bt_tr_avg":-0.25754831015721746,"bt_tr_dd":324.41482950771433,"bt_te_n":15,"bt_te_win":0.4,"bt_te_avg":-8.145402464382567,"bt_te_dd":204.81206310411096,"bt_te_gross":2.993333333333673,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.3054],["abs_gap_pct","<=",0.287]]},{"id":"R0949","rule":"When range so far (high\u2212low since 09:15) \u2264 0.68% (\u2248171 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) \u2265 +0.07% (\u2248+17 pts at 25,000) at 14:30","T":"14:30","target":"price reaches the prior-day high after 14:30 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.4333,"base_tr":0.0708,"lift_tr":6.119,"n_te":27,"hit_te":0.1111,"base_te":0.0339,"lift_te":3.278,"ci_te":[0.0385,0.2806],"p_rand":0.32233883058470764,"p_perm_fw":0.019801980198019802,"p_te":0.06221614684844874,"q_bh_te":0.13775420213369516,"q_bh_te_fam":0.08648485661202804,"p_holm_te":1.0,"q_bh_tr":1.0839313361532566e-05,"p_holm_tr":0.7819907779745072,"p_tr":8.52756336151905e-08,"stable":true,"by_year":"2022:50/7(n6) 2023:38/6(n13) 2024:46/8(n11) 2025:7/3(n15) 2026:17/4(n12)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter long at 14:30 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.7333333333333333,"bt_tr_avg":19.701270430592793,"bt_tr_dd":120.3702216640271,"bt_te_n":27,"bt_te_win":0.3333333333333333,"bt_te_avg":-5.641770450216768,"bt_te_dd":261.85816825693655,"bt_te_gross":4.914814814814572,"eq":false,"page":false,"conds":[["rng_pct","<=",0.6847],["dist_twap_pct",">=",0.0665]]},{"id":"R0950","rule":"When price vs prior-day high > -0.33% (\u2248-84 pts at 25,000) AND price vs prior-day low \u2264 +0.83% (\u2248+207 pts at 25,000) at 14:30","T":"14:30","target":"price reaches the prior-day high after 14:30 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":37,"hit_tr":0.4324,"base_tr":0.0708,"lift_tr":6.106,"n_te":21,"hit_te":0.1905,"base_te":0.0339,"lift_te":5.619,"ci_te":[0.0767,0.4],"p_rand":0.031984007996002,"p_perm_fw":0.009900990099009901,"p_te":0.004974655725495012,"q_bh_te":0.016280691465256403,"q_bh_te_fam":0.009915584971495143,"p_holm_te":1.0,"q_bh_tr":5.205020083916914e-07,"p_holm_tr":0.022376483584684193,"p_tr":2.4323097567671275e-09,"stable":true,"by_year":"2022:62/7(n8) 2023:21/6(n14) 2024:53/8(n15) 2025:18/3(n11) 2026:20/4(n10)","adds":false,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 14:30 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":37,"bt_tr_win":0.5675675675675675,"bt_tr_avg":2.051372500914283,"bt_tr_dd":236.70325350176392,"bt_te_n":21,"bt_te_win":0.2857142857142857,"bt_te_avg":-14.718054168676295,"bt_te_dd":309.0791375422022,"bt_te_gross":-3.4380952380950993,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.3341],["dist_pdl_pct","<=",0.8299]]},{"id":"R0951","rule":"When price vs prior-day high > -0.43% (\u2248-108 pts at 25,000) AND CPR width > 0.11% (\u224827 pts at 25,000) at 14:30","T":"14:30","target":"price reaches the prior-day high after 14:30 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":37,"hit_tr":0.4324,"base_tr":0.0708,"lift_tr":6.106,"n_te":28,"hit_te":0.1786,"base_te":0.0339,"lift_te":5.268,"ci_te":[0.0788,0.3559],"p_rand":0.017991004497751123,"p_perm_fw":0.009900990099009901,"p_te":0.0022902673996030186,"q_bh_te":0.00840052797137409,"q_bh_te_fam":0.005120445745120056,"p_holm_te":1.0,"q_bh_tr":5.205020083916914e-07,"p_holm_tr":0.022376483584684193,"p_tr":2.4323097567671275e-09,"stable":true,"by_year":"2022:54/7(n13) 2023:46/6(n11) 2024:31/8(n13) 2025:18/3(n17) 2026:18/4(n11)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 14:30 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":37,"bt_tr_win":0.6756756756756757,"bt_tr_avg":1.7927539523353702,"bt_tr_dd":257.89718705180707,"bt_te_n":28,"bt_te_win":0.35714285714285715,"bt_te_avg":-12.642138086265536,"bt_te_dd":353.979866415435,"bt_te_gross":-1.9767500000000706,"eq":true,"page":true,"conds":[["dist_pdh_pct",">",-0.4307],["cpr_width_pct",">",0.1094]]},{"id":"R0952","rule":"When range so far (high\u2212low since 09:15) \u2264 0.68% (\u2248171 pts at 25,000) AND position in today's range so far (0 = at low, 1 = at high) \u2265 0.665 AND price is inside the prior-day range at 14:30","T":"14:30","target":"price reaches the prior-day high after 14:30 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.4,"base_tr":0.0708,"lift_tr":5.648,"n_te":29,"hit_te":0.1724,"base_te":0.0339,"lift_te":5.086,"ci_te":[0.076,0.3455],"p_rand":0.026486756621689155,"p_perm_fw":0.3465346534653465,"p_te":0.0026908223350452895,"q_bh_te":0.009689661900023787,"q_bh_te_fam":0.005905390958969721,"p_holm_te":1.0,"q_bh_tr":7.216004024815043e-05,"p_holm_tr":1.0,"p_tr":8.19418029657823e-07,"stable":true,"by_year":"2022:40/7(n5) 2023:31/6(n13) 2024:50/8(n12) 2025:18/3(n17) 2026:17/4(n12)","adds":true,"verdict":"PASS","exploratory":false,"bt_rule":"enter long at 14:30 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6333333333333333,"bt_tr_avg":9.661402212524836,"bt_tr_dd":138.02415036953218,"bt_te_n":29,"bt_te_win":0.3448275862068966,"bt_te_avg":-3.29315996380419,"bt_te_dd":249.16173578772305,"bt_te_gross":7.365517241379009,"eq":true,"page":true,"conds":[["rng_pct","<=",0.6847],["pos_rng",">=",0.6655],["pd_pos","==",0.0]]},{"id":"R0953","rule":"When price vs prior-day high > -0.44% (\u2248-109 pts at 25,000) AND size of the opening gap > 0.17% (\u224843 pts at 25,000) at 14:30","T":"14:30","target":"price reaches the prior-day high after 14:30 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":36,"hit_tr":0.3889,"base_tr":0.0708,"lift_tr":5.491,"n_te":17,"hit_te":0.1765,"base_te":0.0339,"lift_te":5.206,"ci_te":[0.0619,0.4103],"p_rand":0.10294852573713144,"p_perm_fw":0.039603960396039604,"p_te":0.018548042328156624,"q_bh_te":0.04966583234977476,"q_bh_te_fam":0.03054971677578738,"p_holm_te":1.0,"q_bh_tr":1.5990401326074306e-05,"p_holm_tr":1.0,"p_tr":1.3541776517642587e-07,"stable":true,"by_year":"2022:38/7(n13) 2023:30/6(n10) 2024:46/8(n13) 2025:17/3(n12) 2026:20/4(n5)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter long at 14:30 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":36,"bt_tr_win":0.5833333333333334,"bt_tr_avg":-0.6381416485603992,"bt_tr_dd":252.6895406345117,"bt_te_n":17,"bt_te_win":0.23529411764705882,"bt_te_avg":-14.651084866239454,"bt_te_dd":249.0684427260707,"bt_te_gross":-4.450000000000085,"eq":false,"page":false,"conds":[["dist_pdh_pct",">",-0.4351],["abs_gap_pct",">",0.1709]]},{"id":"R0954","rule":"When 1-min EMA9 \u2212 EMA21 (as % of price) is positive AND price is above the opening-range high AND price is above the CPR at 14:30","T":"14:30","target":"price reaches the prior-day high after 14:30 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.375,"base_tr":0.0708,"lift_tr":5.295,"n_te":16,"hit_te":0.25,"base_te":0.0339,"lift_te":7.375,"ci_te":[0.1018,0.495],"p_rand":0.02048975512243878,"p_perm_fw":0.6435643564356436,"p_te":0.0017316023140178237,"q_bh_te":0.006626446650493404,"q_bh_te_fam":0.004040405399374922,"p_holm_te":1.0,"q_bh_tr":0.00014200102258438236,"p_holm_tr":1.0,"p_tr":1.8707436529753355e-06,"stable":true,"by_year":"2022:36/7(n11) 2023:33/6(n6) 2024:40/8(n15) 2025:25/3(n8) 2026:25/4(n8)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter long at 14:30 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.5625,"bt_tr_avg":-8.57444830123902,"bt_tr_dd":447.1317705301794,"bt_te_n":16,"bt_te_win":0.4375,"bt_te_avg":-4.67461566799318,"bt_te_dd":242.80915479561799,"bt_te_gross":6.175000000000409,"eq":true,"page":true,"conds":[["ema9_21_pct",">",0.0],["or_state","==",1.0],["cpr_pos","==",1.0]]},{"id":"R0955","rule":"When price vs prior-day high > -0.54% (\u2248-134 pts at 25,000) AND India VIX (prior day's close) > 14.6 at 14:30","T":"14:30","target":"price reaches the prior-day high after 14:30 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":35,"hit_tr":0.3714,"base_tr":0.0708,"lift_tr":5.245,"n_te":15,"hit_te":0.0667,"base_te":0.0339,"lift_te":1.967,"ci_te":[0.0119,0.2982],"p_rand":0.4912543728135932,"p_perm_fw":0.32673267326732675,"p_te":0.4038676906899866,"q_bh_te":0.6154744601598949,"q_bh_te_fam":0.4550627352896891,"p_holm_te":1.0,"q_bh_tr":6.700429463665055e-05,"p_holm_tr":1.0,"p_tr":7.500919217127139e-07,"stable":true,"by_year":"2022:38/7(n21) 2023:50/6(n4) 2024:30/8(n10) 2025:0/3(n9) 2026:17/4(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter long at 14:30 price, take profit at PDH; stop 0.4% of entry; exit at close","bt_tr_n":35,"bt_tr_win":0.6571428571428571,"bt_tr_avg":1.1536362856931135,"bt_tr_dd":190.23284056836764,"bt_te_n":15,"bt_te_win":0.26666666666666666,"bt_te_avg":-18.91858278027694,"bt_te_dd":283.778741704154,"bt_te_gross":-8.003079999999319,"eq":false,"page":false,"conds":[["dist_pdh_pct",">",-0.5354],["vix_prev",">",14.585]]},{"id":"R0956","rule":"When price vs prior-day high \u2264 -0.54% (\u2248-135 pts at 25,000) AND distance from TWAP in the move's direction > -0.45% (\u2248-112 pts at 25,000) at 14:30","T":"14:30","target":"price reaches the prior-day high after 14:30 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":261,"hit_tr":0.0,"base_tr":0.0708,"lift_tr":0.0,"n_te":179,"hit_te":0.0112,"base_te":0.0339,"lift_te":0.33,"ci_te":[0.0031,0.0398],"p_rand":0.034482758620689655,"p_perm_fw":0.009900990099009901,"p_te":0.056072050775979015,"q_bh_te":0.12704436679312728,"q_bh_te_fam":0.07963856487023108,"p_holm_te":1.0,"q_bh_tr":1.663346760566324e-06,"p_holm_tr":0.0867441876652473,"p_tr":9.438542393945274e-09,"stable":true,"by_year":"2022:0/7(n98) 2023:0/6(n73) 2024:0/8(n90) 2025:0/3(n92) 2026:2/4(n87)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":false,"conds":[["dist_pdh_pct","<=",-0.5397],["twap_dir_pct",">",-0.4496]]},{"id":"R0957","rule":"When price vs prior-day low \u2264 +0.35% (\u2248+88 pts at 25,000) AND price vs session TWAP (time-weighted VWAP) is negative at 14:30","T":"14:30","target":"price reaches the prior-day high after 14:30 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":169,"hit_tr":0.0,"base_tr":0.0708,"lift_tr":0.0,"n_te":125,"hit_te":0.0,"base_te":0.0339,"lift_te":0.0,"ci_te":[0.0,0.0298],"p_rand":0.09495252373813093,"p_perm_fw":0.9900990099009901,"p_te":0.013423182776604122,"q_bh_te":0.03770905681751216,"q_bh_te_fam":0.023146133350859893,"p_holm_te":1.0,"q_bh_tr":0.0004691374569719179,"p_holm_tr":1.0,"p_tr":8.124268425236373e-06,"stable":true,"by_year":"2022:0/7(n50) 2023:0/6(n62) 2024:0/8(n57) 2025:0/3(n69) 2026:0/4(n56)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["dist_pdl_pct","<=",0.3513],["dist_twap_pct","<",0.0]]},{"id":"R0958","rule":"When 1-min Bollinger %B \u2264 0.622 AND 1-min RSI(14) \u2264 55 AND position in today's range so far (0 = at low, 1 = at high) \u2264 0.665 at 14:30","T":"14:30","target":"price reaches the prior-day high after 14:30 (days not yet at PDH)","family":"level / structure","method":"rulefit","dirn":"lower","n_tr":161,"hit_tr":0.0,"base_tr":0.0708,"lift_tr":0.0,"n_te":116,"hit_te":0.0,"base_te":0.0339,"lift_te":0.0,"ci_te":[0.0,0.0321],"p_rand":0.10394802598700649,"p_perm_fw":1.0,"p_te":0.018308379564202393,"q_bh_te":0.04915951639890809,"q_bh_te_fam":0.030239683100424176,"p_holm_te":1.0,"q_bh_tr":0.0007538551729504991,"p_holm_tr":1.0,"p_tr":1.4621474210010867e-05,"stable":true,"by_year":"2022:0/7(n49) 2023:0/6(n46) 2024:0/8(n66) 2025:0/3(n67) 2026:0/4(n49)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":true,"conds":[["bb_pctb","<=",0.6224],["rsi_14","<=",54.9622],["pos_rng","<=",0.6651]]},{"id":"R0959","rule":"When move from the open to 14:30 \u2264 -0.16% (\u2248-39 pts at 25,000) AND price vs prior-day high \u2264 -0.57% (\u2248-142 pts at 25,000) at 14:30","T":"14:30","target":"price reaches the prior-day high after 14:30 (days not yet at PDH)","family":"level / structure","method":"subgroup","dirn":"lower","n_tr":155,"hit_tr":0.0,"base_tr":0.0708,"lift_tr":0.0,"n_te":106,"hit_te":0.0,"base_te":0.0339,"lift_te":0.0,"ci_te":[-0.0,0.035],"p_rand":0.2563718140929535,"p_perm_fw":1.0,"p_te":0.025847673979060685,"q_bh_te":0.06458596171631616,"q_bh_te_fam":0.039786471988711214,"p_holm_te":1.0,"q_bh_tr":0.001072712879640251,"p_holm_tr":1.0,"p_tr":2.2719372725296584e-05,"stable":true,"by_year":"2022:0/7(n54) 2023:0/6(n52) 2024:0/8(n49) 2025:0/3(n59) 2026:0/4(n47)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":false,"conds":[["mv_pct","<=",-0.1578],["dist_pdh_pct","<=",-0.5696]]},{"id":"R0960","rule":"When (price is below the CPR) AND price vs prior-day low \u2264 +0.38% (\u2248+96 pts at 25,000) at 14:30","T":"14:30","target":"price reaches the prior-day low after 14:30 (days not yet at PDL)","family":"level / structure","method":"rulefit","dirn":"higher","n_tr":32,"hit_tr":0.5312,"base_tr":0.0524,"lift_tr":10.142,"n_te":23,"hit_te":0.1739,"base_te":0.0304,"lift_te":5.714,"ci_te":[0.0698,0.3714],"p_rand":0.06896551724137931,"p_perm_fw":0.009900990099009901,"p_te":0.0047781521597896085,"q_bh_te":0.015743606438357625,"q_bh_te_fam":0.009588919692683582,"p_holm_te":1.0,"q_bh_tr":6.536907168605194e-11,"p_holm_tr":8.216149081286221e-07,"p_tr":8.901296082857495e-14,"stable":true,"by_year":"2022:100/4(n2) 2023:50/6(n18) 2024:50/5(n12) 2025:20/4(n15) 2026:12/1(n8)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter short at 14:30 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.65625,"bt_tr_avg":14.272799590158142,"bt_tr_dd":116.43691790283367,"bt_te_n":23,"bt_te_win":0.391304347826087,"bt_te_avg":-10.36860183901976,"bt_te_dd":246.2470803344999,"bt_te_gross":-0.6551739130442477,"eq":true,"page":true,"conds":[["cpr_pos","<=",-0.5],["dist_pdl_pct","<=",0.3835]]},{"id":"R0961","rule":"When price vs prior-day low \u2264 +0.35% (\u2248+88 pts at 25,000) AND 1-min EMA9 \u2212 EMA21 (as % of price) is negative at 14:30","T":"14:30","target":"price reaches the prior-day low after 14:30 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.5,"base_tr":0.0524,"lift_tr":9.545,"n_te":23,"hit_te":0.1739,"base_te":0.0304,"lift_te":5.714,"ci_te":[0.0698,0.3714],"p_rand":0.09145427286356822,"p_perm_fw":0.009900990099009901,"p_te":0.0047781521597896085,"q_bh_te":0.015743606438357625,"q_bh_te_fam":0.009588919692683582,"p_holm_te":1.0,"q_bh_tr":3.9549789919420875e-09,"p_holm_tr":8.252337892206379e-05,"p_tr":8.948571667356194e-12,"stable":true,"by_year":"2022:67/4(n3) 2023:53/6(n15) 2024:42/5(n12) 2025:22/4(n18) 2026:0/1(n5)","adds":false,"verdict":"WATCH","exploratory":false,"bt_rule":"enter short at 14:30 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.6666666666666666,"bt_tr_avg":6.801933028139974,"bt_tr_dd":134.98513896253652,"bt_te_n":23,"bt_te_win":0.391304347826087,"bt_te_avg":-13.15691307095637,"bt_te_dd":310.378238669042,"bt_te_gross":-3.7203913043487535,"eq":true,"page":true,"conds":[["dist_pdl_pct","<=",0.3513],["ema9_21_pct","<",0.0]]},{"id":"R0962","rule":"When 1-min EMA9 \u2212 EMA21 (as % of price) is negative AND the move from the open is DOWN AND price is below the CPR at 14:30","T":"14:30","target":"price reaches the prior-day low after 14:30 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":33,"hit_tr":0.4848,"base_tr":0.0524,"lift_tr":9.256,"n_te":21,"hit_te":0.1429,"base_te":0.0304,"lift_te":4.694,"ci_te":[0.0498,0.3464],"p_rand":0.22788605697151423,"p_perm_fw":0.009900990099009901,"p_te":0.024885043537723618,"q_bh_te":0.06259248359685142,"q_bh_te_fam":0.03856209442648127,"p_holm_te":1.0,"q_bh_tr":1.5811166469938559e-09,"p_holm_tr":2.931179754336831e-05,"p_tr":3.17767381908776e-12,"stable":true,"by_year":"2022:20/4(n5) 2023:69/6(n13) 2024:40/5(n15) 2025:23/4(n13) 2026:0/1(n8)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter short at 14:30 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":33,"bt_tr_win":0.6060606060606061,"bt_tr_avg":7.9691071106876565,"bt_tr_dd":114.56402010363726,"bt_te_n":21,"bt_te_win":0.3333333333333333,"bt_te_avg":-16.356513397728794,"bt_te_dd":393.23271047503704,"bt_te_gross":-6.779495238096431,"eq":false,"page":false,"conds":[["ema9_21_pct","<",0.0],["dir","==",-1.0],["cpr_pos","==",-1.0]]},{"id":"R0963","rule":"When move from the open to 14:30 \u2264 -0.16% (\u2248-39 pts at 25,000) AND opening gap vs prior close is positive AND price is below the CPR at 14:30","T":"14:30","target":"price reaches the prior-day low after 14:30 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.4,"base_tr":0.0524,"lift_tr":7.636,"n_te":12,"hit_te":0.0833,"base_te":0.0304,"lift_te":2.738,"ci_te":[0.0149,0.3539],"p_rand":0.6226886556721639,"p_perm_fw":0.009900990099009901,"p_te":0.3098804596808049,"q_bh_te":0.506224885394525,"q_bh_te_fam":0.35938798874223526,"p_holm_te":1.0,"q_bh_tr":4.518709579398971e-06,"p_holm_tr":0.2783610220632469,"p_tr":3.031973413181182e-08,"stable":true,"by_year":"2022:20/4(n5) 2023:54/6(n13) 2024:33/5(n12) 2025:17/4(n6) 2026:0/1(n6)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter short at 14:30 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.5666666666666667,"bt_tr_avg":10.289921419240406,"bt_tr_dd":65.99348391157982,"bt_te_n":12,"bt_te_win":0.25,"bt_te_avg":-30.41563149332058,"bt_te_dd":364.98757791984696,"bt_te_gross":-20.397450000000692,"eq":false,"page":false,"conds":[["mv_pct","<=",-0.1578],["gap_pct",">",0.0],["cpr_pos","==",-1.0]]},{"id":"R0964","rule":"When price vs session TWAP (time-weighted VWAP) \u2264 -0.05% (\u2248-12 pts at 25,000) AND price vs prior-day high \u2264 -0.57% (\u2248-142 pts at 25,000) AND price is below the CPR at 14:30","T":"14:30","target":"price reaches the prior-day low after 14:30 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.3667,"base_tr":0.0524,"lift_tr":7.0,"n_te":14,"hit_te":0.2143,"base_te":0.0304,"lift_te":7.041,"ci_te":[0.0757,0.4759],"p_rand":0.04997501249375312,"p_perm_fw":0.16831683168316833,"p_te":0.007975990832660975,"q_bh_te":0.0240020529081934,"q_bh_te_fam":0.01461022619814534,"p_holm_te":1.0,"q_bh_tr":3.551931932679642e-05,"p_holm_tr":1.0,"p_tr":3.504958469151148e-07,"stable":true,"by_year":"2022:17/4(n6) 2023:50/6(n12) 2024:33/5(n12) 2025:29/4(n7) 2026:14/1(n7)","adds":true,"verdict":"WATCH","exploratory":false,"bt_rule":"enter short at 14:30 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.5333333333333333,"bt_tr_avg":4.687405341390898,"bt_tr_dd":129.7980990139361,"bt_te_n":14,"bt_te_win":0.35714285714285715,"bt_te_avg":-15.115050995845817,"bt_te_dd":315.5302493388298,"bt_te_gross":-5.8585285714296855,"eq":true,"page":true,"conds":[["dist_twap_pct","<=",-0.0482],["dist_pdh_pct","<=",-0.5696],["cpr_pos","==",-1.0]]},{"id":"R0965","rule":"When price is below the CPR AND it is not expiry day at 14:30","T":"14:30","target":"price reaches the prior-day low after 14:30 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.3438,"base_tr":0.0524,"lift_tr":6.562,"n_te":21,"hit_te":0.1429,"base_te":0.0304,"lift_te":4.694,"ci_te":[0.0498,0.3464],"p_rand":0.16041979010494753,"p_perm_fw":0.32673267326732675,"p_te":0.024885043537723618,"q_bh_te":0.06259248359685142,"q_bh_te_fam":0.03856209442648127,"p_holm_te":1.0,"q_bh_tr":6.706247042713769e-05,"p_holm_tr":1.0,"p_tr":7.508012260402891e-07,"stable":true,"by_year":"2022:20/4(n5) 2023:38/6(n13) 2024:36/5(n14) 2025:17/4(n12) 2026:11/1(n9)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter short at 14:30 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.5,"bt_tr_avg":5.992142073795826,"bt_tr_dd":106.69717747330145,"bt_te_n":21,"bt_te_win":0.2857142857142857,"bt_te_avg":-16.47743944735768,"bt_te_dd":353.79546643155663,"bt_te_gross":-6.910428571429553,"eq":false,"page":false,"conds":[["cpr_pos","==",-1.0],["is_expiry","==",0.0]]},{"id":"R0966","rule":"When distance from TWAP in the move's direction \u2265 +0.20% (\u2248+50 pts at 25,000) AND 1-min Bollinger %B \u2264 0.41 AND price is below the opening-range low at 14:30","T":"14:30","target":"price reaches the prior-day low after 14:30 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":32,"hit_tr":0.3438,"base_tr":0.0524,"lift_tr":6.562,"n_te":15,"hit_te":0.0,"base_te":0.0304,"lift_te":0.0,"ci_te":[-0.0,0.2039],"p_rand":1.0,"p_perm_fw":0.32673267326732675,"p_te":1.0,"q_bh_te":1.0,"q_bh_te_fam":1.0,"p_holm_te":1.0,"q_bh_tr":6.706247042713769e-05,"p_holm_tr":1.0,"p_tr":7.508012260402891e-07,"stable":true,"by_year":"2022:14/4(n14) 2023:58/6(n12) 2024:33/5(n6) 2025:0/4(n8) 2026:0/1(n7)","adds":false,"verdict":"FAIL","exploratory":false,"bt_rule":"enter short at 14:30 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":32,"bt_tr_win":0.6875,"bt_tr_avg":14.831849607183935,"bt_tr_dd":141.5672927185705,"bt_te_n":15,"bt_te_win":0.2,"bt_te_avg":-33.677335329544455,"bt_te_dd":512.9292679802122,"bt_te_gross":-23.554626666667172,"eq":false,"page":false,"conds":[["twap_dir_pct",">=",0.2014],["bb_pctb","<=",0.4099],["or_state","==",-1.0]]},{"id":"R0967","rule":"When price vs session TWAP (time-weighted VWAP) \u2264 -0.05% (\u2248-12 pts at 25,000) AND price vs prior-day high \u2264 -0.57% (\u2248-142 pts at 25,000) AND price is below the opening-range low at 14:30","T":"14:30","target":"price reaches the prior-day low after 14:30 (days not yet at PDL)","family":"level / structure","method":"subgroup","dirn":"higher","n_tr":30,"hit_tr":0.3333,"base_tr":0.0524,"lift_tr":6.364,"n_te":13,"hit_te":0.1538,"base_te":0.0304,"lift_te":5.055,"ci_te":[0.0433,0.4224],"p_rand":0.255872063968016,"p_perm_fw":0.8514851485148515,"p_te":0.057836801477272756,"q_bh_te":0.13043473558215574,"q_bh_te_fam":0.08175009439576053,"p_holm_te":1.0,"q_bh_tr":0.00023946164828323238,"p_holm_tr":1.0,"p_tr":3.536248130398854e-06,"stable":true,"by_year":"2022:12/4(n8) 2023:60/6(n10) 2024:25/5(n12) 2025:29/4(n7) 2026:0/1(n6)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"enter short at 14:30 price, take profit at PDL; stop 0.4% of entry; exit at close","bt_tr_n":30,"bt_tr_win":0.5666666666666667,"bt_tr_avg":9.184271476377903,"bt_tr_dd":117.94813012823985,"bt_te_n":13,"bt_te_win":0.3076923076923077,"bt_te_avg":-20.710182752614152,"bt_te_dd":370.8761939550744,"bt_te_gross":-11.405338461539381,"eq":false,"page":false,"conds":[["dist_twap_pct","<=",-0.0482],["dist_pdh_pct","<=",-0.5696],["or_state","==",-1.0]]},{"id":"R0968","rule":"When (price is above the CPR or price is inside the CPR) AND India VIX (prior day's close) \u2264 18.2 AND price vs prior-day low > +0.38% (\u2248+94 pts at 25,000) at 14:30","T":"14:30","target":"price reaches the prior-day low after 14:30 (days not yet at PDL)","family":"level / 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2024:0/5(n48) 2025:0/4(n56) 2026:2/1(n46)","adds":true,"verdict":"FAIL","exploratory":false,"bt_rule":"n/a (lower-probability reach rule)","bt_tr_n":0,"bt_tr_win":null,"bt_tr_avg":null,"bt_tr_dd":null,"bt_te_n":0,"bt_te_win":null,"bt_te_avg":null,"bt_te_dd":null,"bt_te_gross":null,"eq":false,"page":false,"conds":[["supertrend_dir","==",1.0],["is_expiry","==",0.0]]}]}