Simulated paper trading, published T+1. Real market prices, modelled fills and friction — no real money is deployed. A research log, not advice, not signals.
The Paper Book
Our automated forward test, published one day after each trade settles — strictly T+1, never open positions, never same-day exits. The survivors, the killed strategies, and the written rules that decide which is which.
The rules — written before the cohort started
KILL: n≥15 closed with avg R ≤ −0.2. PROMOTE: n≥30, avg R ≥ +0.15, profitable in both halves. No mid-cohort config changes, no manual exits.
Active cohort: VWAP Mean-Reversion, OI-Wall Breakout and OI-Flow Widening, running under these rules from 8 Jul 2026.
Active cohort only, as of 24 Aug 2026 · all figures net of modelled costs · times in IST.
Active cohort
VWAP Mean-Reversion
activeNIFTY · Futures
Fades NIFTY futures over-extensions from session VWAP (≥0.25% stretch); exits on reversion, time-stop or hard stop.
VWAP Mean-Reversion (Option)
activeNIFTY · Options
The same VWAP-stretch fade signal as the futures book, but expressed as a 0.35-delta option buy — a live A/B of vehicle choice (linear future vs convex option) on one signal.
MM Supertrend (Option)
activeBANKNIFTY · Options
Buys a 0.35-delta BANKNIFTY option on a fresh 15-minute Supertrend flip (Million Moves trigger); exits at +1.1% on the future, break-even ratchet after +0.65%, 0.8% stop, or an opposite flip. Added 2026-07-18; trades from the 2026-07-20 open.
OI-Wall Breakout
activeBANKNIFTY · Futures
Trades breaks of strong option open-interest walls on the BANKNIFTY future with a breakeven-trail exit.
OI-Flow Widening
activeNIFTY · Options
Buys the out-of-the-money NIFTY option in the direction the OTM open-interest gap is widening; exits on target/trail/stop.
FII Daily Positioning
activeNIFTY · Futures
Trades the next session in the direction of the previous day's FII index-option positioning shift (NSE participant-OI data); enters at 09:20, holds to the 15:15 square-off with a wide disaster stop only.
Weekly Short Condor
activeNIFTY · Options
Sells a defined-risk ~0.15-delta NIFTY iron condor the first session after weekly expiry and holds it overnight to the next expiry Tuesday 15:10. The long wings are the only stop. Added 2026-07-15 as a documented cohort amendment (pre-registered; replay evidence is directional only — judged at n≥26 cycles).
Graveyard
Strategies we tested and killed. Their final records stay published — killing a strategy doesn't erase what it did.
| Book | Closed | Win rate | Avg R | Net P&L | Period | Why it was killed |
|---|---|---|---|---|---|---|
| SMA Trend Flip · BANKNIFTY | 0 | — | — | ₹0 | — – — | |
| Pressure · ATM · NIFTY + BANKNIFTY | 0 | — | — | ₹0 | — – — | pressure-tape option buying — no post-friction edge (replay-refuted) |
| Pressure · Δ0.35 · NIFTY + BANKNIFTY | 0 | — | — | ₹0 | — – — | pressure-tape option buying — no post-friction edge (replay-refuted) |
| VWAP Momentum · NIFTY | 0 | — | — | ₹0 | — – — | vwap-momentum option buying — refuted in 54-session replay |
| Price-Action Combo · BANKNIFTY | 0 | — | — | ₹0 | — – — | indicator-ensemble option buying — thin edge, fails friction stress |
Trade log — last 0 settled
Published strictly T+1: a trade appears only after its exit date has passed. Greyed rows are excluded from every statistic above — bug-era fills and manual exits stay on the record, annotated, never deleted.
All books, most recent first
Simulated paper trading| Entered (IST) | Exited (IST) | Book | Instrument | Position | Entry | Exit | Net P&L | R | Exit reason |
|---|
How fills, costs and P&L are computed
Every trade is executed by an automated paper-trading daemon on live market data during NSE hours — no human picks, no hindsight. Fills cross the full bid-ask spread (buy at ask, sell at bid); when a quote is missing a per-side slippage haircut is applied instead. Every round trip is charged the full statutory stack: brokerage, STT, exchange transaction charges, SEBI fees, 18% GST on charges, and stamp duty. All positions are force squared-off at 15:15 IST. All P&L figures are net of these costs. This page is a research log of a forward test — trades are published strictly T+1, only after the trade has closed and the session has ended. It is NOT trading advice, NOT a signal service, and contains no recommendations.
Rows marked “excluded (bug-era/manual)” are removed from every headline statistic and equity curve, but stay visible in the log — the record is corrected, never edited away.
Important disclaimer
SIMULATED PAPER TRADING — no real money is deployed and no real orders are placed. Results use real market prices with modelled fills and friction, but simulated results have inherent limitations and are NOT indicative of future returns. This is a research and education record of our own systems published T+1 after exit — not investment advice, not a recommendation, and not a signal service. TrueTrend is not a SEBI-registered investment adviser or research analyst.
Want to see how we build these?
The live levels, the scoreboard and the full analytics suite behind these systems are on the platform — free account, 30 seconds.