Strong trending down day: price broke and stayed below opening range, currently -1.24% from open and well below VWAP. ADX at 32 confirms strong trend, bearish EMA alignment, and RSI at 40 shows bearish momentum without being oversold. Rising VIX (+0.8 to 14.86) supports directional movement over range-bound plays.
- • Price reclaim of VWAP (23001) would weaken bearish conviction
- • ADX rolling over below 28 or RSI climbing above 50 would signal trend exhaustion
- • VIX spiking above 16 or collapsing below 13.5 would change volatility regime
- • Previous week low at 22288 is key support; break below 22845 day-low extends downtrend
ORB SHORT signal aligns perfectly with below-OR break and trending regime. Despite sub-1.0 backtest PF (0.94), the 8-week live results are positive (+1140) and strategy fits the strong directional day with high ADX.
| Date | Called | Actual (09:45→close) | Regime | Pick | Rank | Backtest | Real | Pick | Best that day |
|---|---|---|---|---|---|---|---|---|---|
| 2026-10-19 | Trending down | Trending down · -1.06% | Bollinger + RSI + VWAP | #3 | ₹1,761 | ₹3,039 | Long Strangle ₹3,475 |
Claude Sonnet 4.5 decision support, not a guarantee. Apply only switches which strategies auto-trade; all risk limits, gates and arming stay as they are.
| CE OI | CE IV | CE LTP | Strike | PE LTP | PE IV | PE OI |
|---|---|---|---|---|---|---|
| 2.7L | 0.00 | 590.25 | 22,300 | 0.05 | 33.49 | 57.6L |
| 0.9L | 0.00 | 540.15 | 22,350 | 0.05 | 30.89 | 30.9L |
| 3.1L | 0.00 | 488.30 | 22,400 | 0.05 | 28.26 | 66.2L |
| 1.0L | 0.00 | 439.25 | 22,450 | 0.05 | 25.57 | 33.6L |
| 10.0L | 0.00 | 389.65 | 22,500 | 0.05 | 22.88 | 111.1L |
| 1.9L | 0.00 | 339.00 | 22,550 | 0.05 | 20.18 | 30.4L |
| 6.3L | 0.00 | 289.20 | 22,600 | 0.05 | 17.44 | 72.1L |
| 3.2L | 0.00 | 238.65 | 22,650 | 0.05 | 14.67 | 62.3L |
| 12.0L | 0.00 | 188.80 | 22,700 | 0.05 | 11.87 | 100.6L |
| 6.8L | 0.00 | 139.20 | 22,750 | 0.05 | 9.00 | 81.1L |
| 21.6L | 0.00 | 88.90 | 22,800 | 0.05 | 6.06 | 101.1L |
| 59.9L | 0.00 | 39.00 | 22,850 | 0.05 | 2.97 | 158.3L |
| 236.7L | 0.87 | 0.05 | 22,900 ◆ | 11.00 | 2.06 | 134.7L |
| 148.4L | 4.17 | 0.05 | 22,950 | 60.85 | 7.02 | 47.7L |
| 164.5L | 7.17 | 0.05 | 23,000 | 110.75 | 11.15 | 49.5L |
| 111.7L | 10.04 | 0.05 | 23,050 | 160.60 | 14.77 | 19.9L |
| 131.8L | 12.83 | 0.05 | 23,100 | 210.80 | 19.10 | 40.3L |
| 90.5L | 15.56 | 0.05 | 23,150 | 260.60 | 22.18 | 31.5L |
| 101.5L | 18.25 | 0.05 | 23,200 | 310.10 | 23.40 | 12.1L |
| 47.4L | 20.90 | 0.05 | 23,250 | 361.20 | 31.36 | 3.5L |
| 69.2L | 23.51 | 0.05 | 23,300 | 410.40 | 31.68 | 2.4L |
| 37.3L | 26.09 | 0.05 | 23,350 | 460.60 | 36.04 | 1.1L |
| 59.5L | 28.65 | 0.05 | 23,400 | 511.35 | 42.60 | 3.1L |
| 27.3L | 31.18 | 0.05 | 23,450 | 560.15 | 39.67 | 1.1L |
| 109.4L | 33.69 | 0.05 | 23,500 | 611.95 | 51.75 | 2.2L |
No active signal. Choose LONG or SHORT above to preview a spread.