QuantSentinel · Trader-first systematic risk

Regime · ELEVATED CAUTION · entered 09:42

past 5 sessions →

TREND

LOW VOL

RANGE

HIGH IV

ELEVATED

CAUTION

EVENT

WINDOW

PANIC

EXPIRY

NSE

EXPIRY

BSE

NEWS

DRIVEN

The Verdict

Caution

Caution.

VIX up 17.2% intraday. SGX Nifty gapped −1.3%. Expiry day, hour-to-expiry sizing in effect. Two of five Simple-Mode price alerts at CAUTION; one approaching BLOCK. Half-sizing recommended through 11:30 IST. Reassess at 11:00.

Verdict by · Regime · Cost · ML Risk · News-Simple · Copilot synthesis · 1.4s

Risk budget · today

Expiry · 0.5% cap

₹4,180/₹11,000

38% spent · 1 closed lossStops protecting ₹6,820

Cap by · regime · expiry · ML risk · 0.5% effective

Event window · next 24h

4 events

+ 01h 12m
NSE Nifty weekly expiry
50% max position · exit by 14:00
Block
+ 06h 30m
RBI Governor speech
FICCI banking summit · unscheduled remarks possible
Caution
+ 22h 00m
US Fed FOMC minutes
Wed 23:30 IST · Thursday open gap risk
Caution
+ 23h 45m
HDFC Bank Q4 earnings
Pre-market · 5.2% Nifty weight
Watch

Kill switch · all triggers

11 of 13 healthy

Daily loss

0.38%

Slippage

0.08%

VIX

17.2↑

Data feed

Gap risk

0.4σ

Broker API

42ms

Drawdown

−1.8%

ML Brier

0.21

Edge decay

Stable

Margin

68%

Recon

Green

Alerts

0 unack

Open positions · 4 strategies live

Net P&L +₹12,332

Symbol	Strat	Lots	Entry	LTP	Δ	Γ	Θ/d	Vega	P&L	Stop
NIFTY 22500 CE	Credit spread	−2	182.40	126.80	−0.42	+0.018	+1240	−312	+₹18,420	198.00
NIFTY 22600 PE	Credit spread	−2	94.20	132.10	+0.38	+0.022	+1080	−298	−₹7,118	110.00
SENSEX 74000 CE	Theta capture	−1	68.40	52.80	−0.18	+0.010	+520	−104	+₹1,242	76.00
NIFTY 22700 CE	Wing hedge	+1	28.20	26.00	+0.12	−0.008	−180	+82	−₹212	—