18 months · 412 trades · walk-forward · no look-ahead
Sharpe
2.14
Max DD
−5.8%
Win rate
64.2%
Expectancy
+₹1,280
Profit factor
2.08
The one chart · equity curve · system vs unfiltered
Index = 100 at Dec 2024
Component attribution · Sharpe contribution
Stress tests · 8 historical scenarios
7 pass · 1 warn
Mar 2020 COVID crash
DD −4.2%
Feb 2018 vol-mageddon
DD −3.6%
Aug 2015 yuan devaluation
DD −2.9%
May 2022 LIC IPO week
DD −1.8%
Jan 2023 Adani short report
DD −4.8%
Sep 2008 Lehman
DD −7.2%
Jun 2024 elections shock
DD −3.4%
May 2024 single-day −5.7%
DD −4.1%
Worst 10 days · what would have hurt
Avg DD per worst day · −0.86%
| Date | Why | Regime tag | P&L |
|---|---|---|---|
| 04 Mar 2025 | Geopolitical headline · RBI bond auction surprise | NEWS_DRIVEN_RISK | −₹38,420 |
| 12 Aug 2025 | Expiry-day gamma run · liquidity gap 14:48 | EXPIRY_DAY_NSE | −₹32,100 |
| 18 Sep 2025 | Fed dot-plot revision · overnight gap | EVENT_WINDOW | −₹28,840 |
| 07 Jan 2026 | VIX +24% intraday · regime engine late | PANIC | −₹27,210 |
| 21 Oct 2025 | HDFC earnings disappointment | NEWS_DRIVEN_RISK | −₹25,900 |
| 15 Apr 2025 | Mid-day data feed lag · 4 trades missed stops | TREND_LOW_VOL | −₹22,640 |
| 29 Jul 2025 | Election result speculation | ELEVATED_CAUTION | −₹20,180 |
| 02 Dec 2025 | Adani group block deal · cash leg drag | NEWS_DRIVEN_RISK | −₹18,900 |
| 11 Feb 2026 | BSE settlement window glitch | EXPIRY_DAY_BSE | −₹17,240 |
| 26 May 2025 | Op-ex Friday · monthly expiry stack | EXPIRY_DAY_NSE | −₹16,480 |