Quantitative Strategy Lab | VD FYERS Trading Intelligence

Strategy 1: Professional POC-to-9EMA Spread

60.0% Win Rate

• Account: ACC-01-PROFESSIONAL
• Assets: NIFTY 50, SENSEX (Cash Indices & Options)
• Current Equity: INR -2,322,063.21 (+INR -2,422,063.21)
• Operating Hours: 09:15 - 15:30 IST (Zero overnight exposure)
• Trade Frequency: Conservative (1-4 trades/day max)

💡 Mathematical Selection Criteria:
1. Value Proximity: Price trades within 0.25% of the Point of Control (POC).
2. Mean Reversion Room: Price extended away from 9 EMA by at least 0.20%.
3. Confirmation Candle: Bullish reversal candle targeting 9 EMA for Call Spreads; Bearish candle for Put Spreads.
4. Dynamic Risk: Stop loss calibrated via ATR volatility matrix.

Strategy 2 / 3B: Institutional Momentum Breakout

63.9% Win Rate

• Account: ACC-02-ACTIVE-MOMENTUM
• Assets: NIFTY 50, SENSEX, MCX CRUDE OIL
• Current Equity: INR 158,240.63 (+INR +58,240.63)
• Operating Hours: Full Day (MCX open until 23:30 IST)
• Active Positions: 3 Bear Spreads in Crude Oil (+INR 3,624.00 floating)

💡 Mathematical Selection Criteria:
1. 3-Bar Directional Momentum: 3 consecutive red candles for shorts, or 3 green candles for longs.
2. VWAP Alignment: Price strictly below Session VWAP for shorts; above VWAP for longs.
3. Dual EMA Expansion: 9 EMA < 20 EMA downward slope.
4. Profit Taking: Tier 1 (+50% profit lock at 1.5x SL) -> Breakeven stop -> Tier 2 runner.

🏛️ Strategy 4: Universal Structural Wall, Strike Magnet & Dynamic Regime Engine (USW-MRE)

2 Strikes Deep ITM (Delta ~0.78) • Behind-the-Wall Orderflow Metrics • 45-Min Commodity Fee Shield

+INR 32,88,101.16 Net PnL (82.2% Success Rate)

• Contract Selection: Strictly 2 ITMs Deep (High Delta 0.78; extrinsic theta decay capped to <3.5%)
• Orderflow Front-Run Defense: Algorithmic entry within 0.15× ATR of Centenary Strike Walls
• Overshoot Stop-Hunt Trap: Trapped breakout re-entry when spot pierces wall by up to 0.35× ATR on Delta Divergence
• 45-Min Stagnation Kill-Switch: Zero-tolerance chop ejection with +12 INR commodity fee-shield buffer

• SENSEX (Lot 20): 86.32% Win Rate (+INR 4.21L Net)
• NIFTY 50 (Lot 65): 83.33% Win Rate (+INR 4.10L Net)
• MIDCAP SELECT (Lot 120): 82.65% Win Rate (+INR 6.24L Net)
• MCX CRUDE (Lot 100): 80.43% Win Rate (+INR 7.34L Net)
• BANK NIFTY & BANKEX (Lot 30): 80.18% Win Rate (+INR 5.71L Net)

💡 Universal 5-Regime Mathematical Architecture:
1. Regime 1 (Wall Fade): Reversion to Session VWAP when institutions defend centenary round strikes.
2. Regime 2 (Unwind Squeeze): Momentum continuation riding capitulation into the next centenary magnet.
3. Regime 3 (Strike Magnet Gravity): Exploits gravitational drift between major 500/1000 strikes.
4. Regime 4 (Gap Retest Wall): 15-Minute opening range fade back to Previous Day Close / Fair Value.
5. Regime 5 (Theta Shield): Mandatory 45-minute consolidation exit with nominal fee-recovery buffer.

🔬 5-Year Reliance Options Historical Backtest Study (2021–2026)

+INR 2,72,542.61 Net PnL (63.8% WR)

Evaluated over 1,241 trading days on Reliance Industries. Confirmed that single large-cap stocks require Variant B (Bidirectional Reversals with 9/20 EMA trend filter) to capture aggressive sector drawdowns alongside rallies, outperforming long-only dip buying by over +140%.

📋 Verified Trade Execution Ledger (Recent Audit Trail)

100% Unique Records

Trade ID	Asset	Direction	Account	Entry Price	Exit Price	Net PnL	Exit Reason
TRD-650C4A6A	CRUDE OIL	BULL_SPREAD	ACC-02-ACTIVE-MOMENTUM	INR 8874.00	INR 8861.00	INR -1,532.00	STOP_LOSS
TRD-0D73BA68	CRUDE OIL	BULL_SPREAD	ACC-02-ACTIVE-MOMENTUM	INR 8878.00	INR 8867.00	INR -1,304.00	STOP_LOSS
TRD-641C102B	CRUDE OIL	BULL_SPREAD	ACC-02-ACTIVE-MOMENTUM	INR 8880.00	INR 8867.00	INR -1,532.00	STOP_LOSS
TRD-715F37E9	NIFTY 50	BEAR_SPREAD	ACC-02-ACTIVE-MOMENTUM	INR 22272.30	INR 22216.00	INR +938.43	INTRADAY_MARKET_CLOSE_SQUAREOFF
TRD-5BB41577	SENSEX	BEAR_SPREAD	ACC-02-ACTIVE-MOMENTUM	INR 71662.75	INR 71747.43	INR -1,337.14	STOP_LOSS
TRD-A81EFF64	SENSEX	BEAR_SPREAD	ACC-02-ACTIVE-MOMENTUM	INR 71644.71	INR 71736.48	INR -1,444.90	STOP_LOSS
TRD-114EA745	CRUDE OIL	BEAR_SPREAD	ACC-02-ACTIVE-MOMENTUM	INR 8715.00	INR 8725.00	INR -1,190.00	STOP_LOSS
TRD-03A81887	MCX SILVER	BULL_SPREAD	ACC-01-PROFESSIONAL	INR 224555.00	INR 22603.05	INR -2,455,785.71	STOP_LOSS
TRD-BADB41EC	CRUDE OIL	BULL_SPREAD	ACC-02-ACTIVE-MOMENTUM	INR 8748.00	INR 8736.00	INR -1,418.00	STOP_LOSS
TRD-3B58B579	CRUDE OIL	BULL_SPREAD	ACC-02-ACTIVE-MOMENTUM	INR 8746.00	INR 8736.00	INR -1,190.00	STOP_LOSS
TRD-1FE8C5A8	BANK NIFTY	BULL_SPREAD	ACC-01-PROFESSIONAL	INR 54984.60	INR 55128.40	INR +3,487.77	TIER1_TARGET_PROFIT_SQUAREOFF
TRD-F9FD15CD	NIFTY 50	BULL_SPREAD	ACC-01-PROFESSIONAL	INR 22679.10	INR 22667.30	INR -1,058.90	STOP_LOSS
TRD-EBF389F8	NIFTY 50	BULL_SPREAD	ACC-01-PROFESSIONAL	INR 22691.65	INR 22679.10	INR -1,123.03	STOP_LOSS
TRD-FD6B615C	BANK NIFTY	BULL_SPREAD	ACC-01-PROFESSIONAL	INR 55017.20	INR 54979.40	INR -1,486.40	STOP_LOSS
TRD-9B20261001C01	CRUDE OIL	BULL_SPREAD	ACC-02-ACTIVE-MOMENTUM	INR 91.78	INR 92.78	INR +5,118.00	TIER1_TARGET_HIT

⚡ Quantitative Strategy & Performance Lab