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 10 Jul 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.
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.
1 trade excluded from these stats (bug-era/manual) — still shown in the log below.
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 |
|---|---|---|---|---|---|---|
| Pressure · ATM · NIFTY + BANKNIFTY | 21 | 48% | +0.11R | +₹2,664 | 23 Jun 2026 – 30 Jun 2026 | pressure-tape option buying — no post-friction edge (replay-refuted) |
| Pressure · Δ0.35 · NIFTY + BANKNIFTY | 10 | 20% | -0.48R | −₹16,633 | 29 Jun 2026 – 30 Jun 2026 | pressure-tape option buying — no post-friction edge (replay-refuted) |
| VWAP Momentum · NIFTY | 2 | 0% | -0.87R | −₹9,013 | 1 Jul 2026 – 2 Jul 2026 | vwap-momentum option buying — refuted in 54-session replay |
| Price-Action Combo · BANKNIFTY | 3 | 0% | -0.74R | −₹7,789 | 1 Jul 2026 – 3 Jul 2026 | indicator-ensemble option buying — thin edge, fails friction stress |
Trade log — last 50 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 |
|---|---|---|---|---|---|---|---|---|---|
| 9 Jul, 14:23 | 9 Jul, 15:06 | OI-Flow Widening | NIFTY 23900 PE | Long put | 79.95 | 120.85 | +₹10,517 | 2.53 | target (+32pt → 111.9) |
| 9 Jul, 13:07 | 9 Jul, 14:21 | OI-Flow Widening | NIFTY 23900 PE | Long put | 84.15 | 81 | −₹916 | -0.21 | stagnation time-stop (75m, never +10%) |
| 9 Jul, 12:56 | 9 Jul, 13:03 | OI-Flow Widening | NIFTY 23900 PE | Long put | 77.2 | 77.7 | +₹35 | 0.01 | breakeven stop (peaked 85.0) |
| 9 Jul, 11:57 | 9 Jul, 12:54 | OI-Flow Widening | NIFTY 23900 PE | Long put | 74.9 | 77.2 | +₹642 | 0.13 | trailing stop (77.3) |
| 9 Jul, 11:28 | 9 Jul, 12:13 | VWAP Mean-Reversion | NIFTY FUT | Short future | 24,126.7 | 24,116.5 | −₹266 | -0.05 | time stop |
| 9 Jul, 11:11 | 9 Jul, 11:26 | OI-Flow Widening | NIFTY 23850 PE | Long put | 82.8 | 62.75 | −₹5,301 | -1.23 | stop-loss (−17pt → 66.2) |
| 9 Jul, 10:44 | 9 Jul, 10:47 | VWAP Mean-Reversion | NIFTY FUT | Short future | 24,108.9 | 24,071.5 | +₹1,503 | 0.27 | target (reverted to VWAP) |
| 9 Jul, 10:43 | 9 Jul, 10:47 | VWAP Mean-Reversion | NIFTY FUT | Short future | 24,144.6 | 24,071.5 | +₹3,823 | 0.70 | target (reverted to VWAP) |
| 9 Jul, 09:29 | 9 Jul, 10:41 | OI-Flow Widening | NIFTY 23900 PE | Long put | 96.85 | 66.6 | −₹5,979 | -1.58 | stop-loss (−19pt → 77.5) |
| 8 Jul, 13:50 | 8 Jul, 13:59 | VWAP Mean-Reversion | NIFTY FUT | Long future | 24,121.8 | 24,033.5 | −₹6,198 | -1.13 | stop |
| 8 Jul, 13:49 | 8 Jul, 13:58 | VWAP Mean-Reversion | NIFTY FUT | Long future | 24,156.4 | 24,048.5 | −₹7,472 | -1.36 | stop |
| 8 Jul, 13:48 | 8 Jul, 13:58 | VWAP Mean-Reversion | NIFTY FUT | Long future | 24,135.5 | 24,048.5 | −₹6,113 | -1.11 | stop |
| 8 Jul, 11:26 | 8 Jul, 12:17 | OI-Wall Breakout | BANKNIFTY FUT | Long future | 58,147 | 57,932 | −₹6,954 | -1.14 | stop-loss (−204pt) |
| 8 Jul, 10:11 | 8 Jul, 11:18 | OI-Wall Breakout | BANKNIFTY FUT | Long future | 58,108.8 | 58,081.2 | −₹1,333 | -0.22 | trailing stop (peak +134pt) |
| 6 Jul, 10:11 | 6 Jul, 13:14 | Pressure · Δ0.35 | BANKNIFTY 59400 CE | Long call | 432.15 | 452 | +₹523 | 0.20 | manual exit (Telegram)excluded (bug-era/manual) |
| 6 Jul, 10:11 | 6 Jul, 13:14 | Pressure · ATM | BANKNIFTY 58400 CE | Long call | 890.15 | 916.7 | +₹699 | 0.13 | manual exit (Telegram)excluded (bug-era/manual) |
| 6 Jul, 09:48 | 6 Jul, 11:19 | Pressure · ATM | NIFTY 24400 CE | Long call | 63.4 | 69.2 | +₹2,166 | 0.44 | trailing stop (69.3)excluded (bug-era/manual) |
| 6 Jul, 09:48 | 6 Jul, 10:39 | Pressure · Δ0.35 | NIFTY 24450 CE | Long call | 42 | 44.05 | +₹721 | 0.22 | trailing stop (44.5)excluded (bug-era/manual) |
| 3 Jul, 09:48 | 3 Jul, 15:15 | OI-Wall Breakout | BANKNIFTY FUT | Short future | 58,351.6 | 58,221 | +₹3,475 | 0.57 | square-off (15:15) |
| 3 Jul, 13:36 | 3 Jul, 14:18 | OI-Flow Widening | NIFTY 24450 CE | Long call | 33.65 | 33.1 | −₹286 | -0.11 | breakeven stop (peaked 37.9) |
| 3 Jul, 13:09 | 3 Jul, 13:36 | OI-Flow Widening | NIFTY 24450 CE | Long call | 42.4 | 33.55 | −₹3,525 | -1.07 | stop-loss (−8pt → 33.9) |
| 3 Jul, 11:56 | 3 Jul, 13:09 | OI-Flow Widening | NIFTY 24200 PE | Long put | 42.35 | 51 | +₹3,291 | 1.00 | oi-flow flipped (+1,994,980 against) |
| 3 Jul, 09:43 | 3 Jul, 13:05 | Price-Action Combo | BANKNIFTY 58000 CE | Long call | 1,111 | 973.35 | −₹4,233 | -1.06 | stop-loss (−133pt → 977.7) |
| 3 Jul, 11:21 | 3 Jul, 11:55 | OI-Flow Widening | NIFTY 24500 CE | Long call | 35.25 | 40.4 | +₹1,933 | 0.70 | oi-flow flipped (-24,164,335 against) |
| 3 Jul, 10:25 | 3 Jul, 11:20 | OI-Flow Widening | NIFTY 24200 PE | Long put | 46.3 | 47.2 | +₹270 | 0.07 | oi-flow flipped (+168,610 against) |
| 3 Jul, 09:30 | 3 Jul, 10:22 | OI-Flow Widening | NIFTY 24200 PE | Long put | 46.85 | 47.5 | +₹172 | 0.05 | oi-flow flipped (+338,130 against) |
| 1 Jul, 09:31 | 2 Jul, 15:34 | OI-Flow Widening | NIFTY 24100 CE | Long call | 102.45 | 165.2 | +₹12,135 | 3.04 | manual exit (Telegram)excluded (bug-era/manual) |
| 2 Jul, 14:43 | 2 Jul, 15:15 | VWAP Mean-Reversion | NIFTY FUT | Short future | 24,258.5 | 24,273.5 | −₹1,380 | -0.25 | square-off (15:15) |
| 2 Jul, 14:42 | 2 Jul, 15:15 | VWAP Mean-Reversion | NIFTY FUT | Short future | 24,268.5 | 24,273.5 | −₹730 | -0.13 | square-off (15:15) |
| 2 Jul, 14:40 | 2 Jul, 15:15 | VWAP Mean-Reversion | NIFTY FUT | Short future | 24,264.5 | 24,273.5 | −₹990 | -0.18 | square-off (15:15) |
| 2 Jul, 11:58 | 2 Jul, 15:15 | OI-Wall Breakout | BANKNIFTY FUT | Short future | 58,317 | 58,382 | −₹2,394 | -0.39 | square-off (15:15) |
| 2 Jul, 12:14 | 2 Jul, 15:14 | Price-Action Combo | BANKNIFTY 57900 CE | Long call | 1,151.65 | 1,133.9 | −₹643 | -0.16 | square-off (15:15) |
| 2 Jul, 10:04 | 2 Jul, 15:08 | VWAP Momentum | NIFTY 24200 PE | Long put | 156.7 | 109.25 | −₹6,245 | -1.02 | stop-loss (−47pt → 109.7) |
| 2 Jul, 11:11 | 2 Jul, 11:54 | OI-Wall Breakout | BANKNIFTY FUT | Short future | 58,330 | 58,342 | −₹804 | -0.13 | breakeven stop |
| 1 Jul, 11:59 | 1 Jul, 15:15 | OI-Wall Breakout | BANKNIFTY FUT | Long future | 58,327 | 58,278 | −₹1,913 | -0.31 | square-off (15:15) |
| 1 Jul, 10:43 | 1 Jul, 15:15 | VWAP Momentum | NIFTY 24050 PE | Long put | 196.7 | 155.15 | −₹2,768 | -0.72 | square-off (15:15) |
| 1 Jul, 12:11 | 1 Jul, 12:56 | VWAP Mean-Reversion | NIFTY FUT | Short future | 24,136.1 | 24,111.5 | +₹1,197 | 0.22 | time stop |
| 1 Jul, 10:58 | 1 Jul, 12:02 | Price-Action Combo | BANKNIFTY 57800 PE | Long put | 813.45 | 719.3 | −₹2,913 | -0.99 | stop-loss (−98pt → 715.8) |
| 1 Jul, 10:20 | 1 Jul, 10:43 | VWAP Mean-Reversion | NIFTY FUT | Short future | 24,106.3 | 24,061.5 | +₹2,511 | 0.46 | target (reverted to VWAP) |
| 30 Jun, 14:09 | 30 Jun, 14:16 | Pressure · Δ0.35 | BANKNIFTY 57500 PE | Long put | 67.3 | 64.05 | −₹755 | -0.27 | trailing stop (65.8) |
| 30 Jun, 14:09 | 30 Jun, 14:16 | Pressure · ATM | BANKNIFTY 57500 PE | Long put | 67.3 | 64.05 | −₹755 | -0.27 | trailing stop (65.8) |
| 30 Jun, 14:07 | 30 Jun, 14:09 | Pressure · Δ0.35 | BANKNIFTY 57400 PE | Long put | 46.35 | 33.95 | −₹2,666 | -1.37 | stop-loss (−9pt → 37.1) |
| 30 Jun, 14:07 | 30 Jun, 14:09 | Pressure · ATM | BANKNIFTY 57500 PE | Long put | 88.85 | 67 | −₹4,664 | -1.25 | stop-loss (−18pt → 71.1) |
| 30 Jun, 14:04 | 30 Jun, 14:07 | Pressure · Δ0.35 | BANKNIFTY 57400 PE | Long put | 46.2 | 46.15 | −₹76 | -0.04 | trailing stop (52.0) |
| 30 Jun, 14:04 | 30 Jun, 14:07 | Pressure · ATM | BANKNIFTY 57500 PE | Long put | 82.95 | 88.35 | +₹1,053 | 0.30 | trailing stop (92.2) |
| 30 Jun, 09:38 | 30 Jun, 09:51 | Pressure · Δ0.35 | BANKNIFTY 57600 PE | Long put | 131.05 | 149.5 | +₹3,134 | 0.68 | trailing stop (154.2) |
| 30 Jun, 09:38 | 30 Jun, 09:51 | Pressure · ATM | BANKNIFTY 57800 PE | Long put | 219.1 | 244.15 | +₹2,537 | 0.55 | trailing stop (248.4) |
| 29 Jun, 12:48 | 29 Jun, 13:32 | Pressure · ATM | NIFTY 23950 PE | Long put | 85.9 | 67.05 | −₹4,318 | -1.12 | stop-loss (−17pt → 68.7) |
| 29 Jun, 13:18 | 29 Jun, 13:32 | Pressure · ATM | BANKNIFTY 57700 PE | Long put | 233.8 | 181.2 | −₹5,608 | -1.14 | stop-loss (−47pt → 187.0) |
| 29 Jun, 12:48 | 29 Jun, 13:30 | Pressure · Δ0.35 | NIFTY 23850 PE | Long put | 47.75 | 37.95 | −₹4,491 | -1.04 | stop-loss (−10pt → 38.2) |
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.
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