By symbol, today
Today's ATM strike, net P&L, open positions and trades taken, per index.
| Symbol | ATM strike | Net | Gross | Charges | Open | Taken |
|---|
Open positions
Paper positions currently open (no next bar yet to fill an exit). Each signal has one Long and one Short leg.
| Symbol | Strike | Role | Leg | Entry | Since |
|---|
Strategy & parameters
Walk-forward validated 2026-10-24. ATM re-selected daily from each index's day-open price.
| Signal | Opening-range breakout: index 3-min close above the 09:15-09:44 high = long CE / short PE; below the low = long PE / short CE |
| Opening range | 30 min (09:15-09:44) |
| Stop | Rs 15,000 NIFTY, Rs 10,000 SENSEX (combined, both legs) |
| Exit | Combined stop or 15:20 IST square-off (no reversal exit) |
| Max trades/day | 2 per symbol; no new signal after a position stop |
| Cooldown | 2 bars (6 min) after exit |
| Bar interval | 3 min |
| Strikes | ATM only, re-picked each day from index open (round to nearest 100) |
| Position style | Combined long+short — each signal buys one ATM leg AND shorts the other at once (synthetic long/short future) |
| Daily kill switch | -₹20,000 |
| Kill switch scope | Per symbol book (NIFTY, SENSEX) — legrot has no per-client replication, so this is not per-client |
| Mode | Paper only |
Closed trades
Paper round trips, net of options charges.
| Date | Symbol | Strike | Role | Leg | Entry | Exit | Gross | Charges | Net | Entered | Exited | Reason |
|---|
Metrics by symbol
Last 90 days, net of charges.