Engine state · live · classifier v4.2 · last refresh 10:18:42 IST
5 of 5 modules healthy
Live signals
6
Taken today
4
Sharpe (live)
1.84
Avg edge
+44 bps
Universe
187
Live signal board · 12 signals · last 60 min
Auto-routed to Prep when LIVE
| Time | Module | Symbol | Side | Score | Edge | Lots | Regime | Why | Status |
|---|---|---|---|---|---|---|---|---|---|
| 10:16 | Regime Vol | NIFTY 22500 / 22600 IC | Iron condor | 7.8 | +92 bps | 2 | ELEVATED_CAUTION | Short premium · IV-rich expiry · RBI event +6h argues no add. | LIVE |
| 10:14 | X-Sec Mom | RELIANCE 1450 CE | Long | 8.2 | +64 bps | 1 | ELEVATED_CAUTION | Top-decile 10-day return; relative strength vs Nifty +1.8σ. | LIVE |
| 10:11 | Microstr | BANKNIFTY 48500 CE | Long | 7.4 | +48 bps | 1 | ELEVATED_CAUTION | OFI +0.72 over 5m, two upside sweeps; 15-min target. | TAKEN |
| 10:08 | TS Reversion | TATAMOTORS 950 PE | Short | 6.9 | +38 bps | 1 | ELEVATED_CAUTION | Underlying −2.3σ from 20-day VWAP; sell put premium. | LIVE |
| 10:06 | Event-Cond | HDFCBANK 1620 / 1640 CAL | Calendar | 7.1 | +54 bps | 1 | ELEVATED_CAUTION | Pre-earnings IV crush trade · Q4 release tomorrow pre-market. | LIVE |
| 10:03 | X-Sec Mom | WIPRO 480 PE | Long | 6.7 | +32 bps | 1 | ELEVATED_CAUTION | Bottom-decile momentum; blocked by news-event filter (sector PR). | BLOCKED |
| 09:58 | Microstr | NIFTY 22600 PE | Short | 6.4 | +28 bps | 1 | ELEVATED_CAUTION | Downside sweep faded twice; reversion play, 10-min hold. | TAKEN |
| 09:54 | Regime Vol | SENSEX 74000 CE | Short | 7.0 | +44 bps | 1 | EXPIRY_DAY_NSE | Theta capture on liquid SENSEX strike, 0.5× sized. | TAKEN |
| 09:51 | TS Reversion | ICICIBANK 1180 CE | Long | 6.2 | +24 bps | 1 | ELEVATED_CAUTION | Mean reversion long after −2.1σ session; sector breadth +ve. | LIVE |
| 09:48 | Event-Cond | NIFTY 22600 STRADDLE | Straddle | 5.8 | +18 bps | 1 | EVENT_WINDOW | RBI pre-positioning; window passed without realised move. | EXPIRED |
| 09:46 | X-Sec Mom | AXISBANK 1080 CE | Long | 6.5 | +30 bps | 1 | ELEVATED_CAUTION | Top-quartile 20-day momentum; bank rotation tailwind. | LIVE |
| 09:42 | Microstr | NIFTY 22500 CE | Short | 7.6 | +56 bps | 2 | ELEVATED_CAUTION | Persistent upside ask-side imbalance faded; current open position. | TAKEN |
Modules · five algorithms, hedge-fund discipline, retail-readable
90-day edge curves
Cross-sectional momentum
Rank the F&O universe. Long the leaders, short the laggards.
Hedge funds run this on equities daily. We rank all 187 NSE F&O underlyings by 5-, 10-, 20-day risk-adjusted return and pick the top/bottom decile. Rebalanced at 09:30 IST.
Live
6
Cleared
4
Sharpe Δ
+0.62
Hold
3–5 sessions
Universe · 187
Time-series mean reversion
When a name stretches > 2σ from its mean, fade it.
Classic stat-arb. Z-score each underlying against a 20-period rolling band. Above +2σ → short premium / sell calls. Below −2σ → long premium / sell puts. Filtered by regime.
Live
4
Cleared
2
Sharpe Δ
+0.48
Hold
1–2 sessions
Universe · 187
Intraday microstructure
Read the order book. Trade the imbalance.
Order-flow imbalance, sweep detection, large-print prints. The same tools an HFT desk uses to lean a book — surfaced as 5–30 min directional alerts for retail option scalpers.
Live
8
Cleared
5
Sharpe Δ
+0.31
Hold
5–30 minutes
Universe · 24
Regime-aware vol
Sell vol in calm regimes. Buy it in tail regimes. Stand aside in chop.
Conditional on the 8-state regime engine. RANGE_HIGH_IV → short premium (iron condors, credit spreads). EVENT_WINDOW → long convexity (straddles). ELEVATED_CAUTION → half-size everything.
Live
3
Cleared
2
Sharpe Δ
+0.55
Hold
2–10 sessions
Universe · 12
Event-conditional
Earnings drift, expiry gamma, central-bank reaction.
A pattern library of historically-profitable event reactions. Pre-earnings IV crush trades. Expiry-day gamma harvest. RBI / FOMC post-announcement directional drift (median +0.6σ over 90 min).
Live
2
Cleared
2
Sharpe Δ
+0.42
Hold
event ±2h
Universe · event-driven
Why this engine
Five algorithms that hedge funds run. One platform that lets you trade them.
Most retail F&O loses to fee-and-noise drag because the trader doesn’t know why a trade has edge. QuantSentinel exposes the same signal stack a long/short PM uses — momentum ranking, mean-reversion z-scores, order-flow imbalance, regime-conditional vol, event reactions — and routes only the trades that clear the 12-gate check to your Prep screen.
You stay the trader. The engine handles the discipline.
Press ⌘K to ask Copilot how any module works.