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"exit_price": 24233.3, "exit_reason": "VIX Risk Exit", "selector_reason": "09:30 confirms bearish trade with opening-range weakness; Directional Credit: bearish setup => Bear Call Spread", "points_gain_loss": -5.02, "pnl_points": -5.02, "pnl_rupees": -326.3, "gap_type": "Gap Up", "gap_pct": 0.207, "previous_day_action": "Prev Up", "opening_break": "Bearish", "vix_change_pct": 4.97, "vix_exit_change_pct": 5.23 } ], "backtest_60d_skipped": [ { "date": "2026-06-03", "strategy": "No Trade", "entry_time": "09:30", "entry_price": 23248.45, "days_to_expiry": 6, "expiry_phase": "Fresh Weekly", "gap_type": "Gap Down", "previous_day_action": "Prev Unknown", "opening_break": "Bearish", "vix_change_pct": 8.79, "filter_reasons": [ "No intraday trade: India VIX is up 8.79% from today's open (risk filter >= 5%)" ] }, { "date": "2026-06-08", "strategy": "No Trade", "entry_time": "09:30", "entry_price": 23184.35, "days_to_expiry": 1, "expiry_phase": "Near Expiry", "gap_type": "Gap Down", "previous_day_action": "Prev Down", "opening_break": "Bullish", "vix_change_pct": 8.47, "filter_reasons": [ "No intraday trade: India VIX is up 8.47% from today's open (risk filter >= 5%)" ] }, { "date": "2026-06-18", "strategy": "No Trade", "entry_time": "09:30", "entry_price": 24085.1, "days_to_expiry": 5, "expiry_phase": "Fresh Weekly", "gap_type": "Flat", "previous_day_action": "Prev Up", "opening_break": "Neutral", "vix_change_pct": -1.18, "filter_reasons": [ "Flat gap without post-open confirmation; Directional Credit default: neutral setup skipped" ] }, { "date": "2026-06-19", "strategy": "No Trade", "entry_time": "09:30", "entry_price": 23950.35, "days_to_expiry": 4, "expiry_phase": "Fresh Weekly", "gap_type": "Gap Down", "previous_day_action": "Prev Up", "opening_break": "Neutral", "vix_change_pct": 6.43, "filter_reasons": [ "No intraday trade: India VIX is up 6.43% from today's open (risk filter >= 5%)" ] }, { "date": "2026-06-22", "strategy": "No Trade", "entry_time": "09:30", "entry_price": 24132.8, "days_to_expiry": 1, "expiry_phase": "Near Expiry", "gap_type": "Gap Up", "previous_day_action": "Prev Down", "opening_break": "Neutral", "vix_change_pct": 0.48, "filter_reasons": [ "Prev Down + Gap Up has weak continuation; wait for post-open strength; Directional Credit default: neutral setup skipped" ] }, { "date": "2026-06-25", "strategy": "No Trade", "entry_time": "09:30", "entry_price": 24143.25, "days_to_expiry": 5, "expiry_phase": "Fresh Weekly", "gap_type": "Gap Up", "previous_day_action": "Prev Up", "opening_break": "Neutral", "vix_change_pct": -3.47, "filter_reasons": [ "Prev Up + Gap Up has weak continuation; wait for post-open strength; Directional Credit default: neutral setup skipped" ] }, { "date": "2026-06-29", "strategy": "No Trade", "entry_time": "09:30", "entry_price": 24017.1, "days_to_expiry": 1, "expiry_phase": "Near Expiry", "gap_type": "Flat", "previous_day_action": "Prev Flat", "opening_break": "Bearish", "vix_change_pct": 6.49, "filter_reasons": [ "No intraday trade: India VIX is up 6.49% from today's open (risk filter >= 5%)" ] }, { "date": "2026-06-30", "strategy": "Bear Call Spread", "entry_time": "09:30", "entry_price": 23873.3, "days_to_expiry": 0, "expiry_phase": "Expiry", "gap_type": "Gap Up", "previous_day_action": "Prev Down", "opening_break": "Bearish", "vix_change_pct": 2.19, "filter_reasons": [ "Skip: prior down day + gap up is unstable for bearish credit" ] }, { "date": "2026-07-01", "strategy": "No Trade", "entry_time": "09:30", "entry_price": 23919.55, "days_to_expiry": 6, "expiry_phase": "Fresh Weekly", "gap_type": "Flat", "previous_day_action": "Prev Down", "opening_break": "Neutral", "vix_change_pct": 2.13, "filter_reasons": [ "Flat gap without post-open confirmation; Directional Credit default: neutral setup skipped" ] }, { "date": "2026-07-08", "strategy": "No Trade", "entry_time": "09:30", "entry_price": 24219.6, "days_to_expiry": 6, "expiry_phase": "Fresh Weekly", "gap_type": "Gap Down", "previous_day_action": "Prev Down", "opening_break": "Bearish", "vix_change_pct": 7.21, "filter_reasons": [ "No intraday trade: India VIX is up 7.21% from today's open (risk filter >= 5%)" ] }, { "date": "2026-07-13", "strategy": "No Trade", "entry_time": "09:30", "entry_price": 24028.25, "days_to_expiry": 1, "expiry_phase": "Near Expiry", "gap_type": "Gap Down", "previous_day_action": "Prev Up", "opening_break": "Neutral", "vix_change_pct": 8.79, "filter_reasons": [ "No intraday trade: India VIX is up 8.79% from today's open (risk filter >= 5%)" ] }, { "date": "2026-07-15", "strategy": "Bull Put Spread", "entry_time": "09:30", "entry_price": 24199.8, "days_to_expiry": 6, "expiry_phase": "Fresh Weekly", "gap_type": "Gap Up", "previous_day_action": "Prev Down", "opening_break": "Neutral", "vix_change_pct": -3.42, "filter_reasons": [ "Skip: prior down day + gap up often fades" ] }, { "date": "2026-07-20", "strategy": "No Trade", "entry_time": "09:30", "entry_price": 24180.45, "days_to_expiry": 1, "expiry_phase": "Near Expiry", "gap_type": "Gap Down", "previous_day_action": "Prev Strong Bull", "opening_break": "Neutral", "vix_change_pct": 2.72, "filter_reasons": [ "Strong bull day + next gap down has weak continuation; skipped without post-open weakness; Directional Credit default: neutral setup skipped" ] }, { "date": "2026-07-21", "strategy": "No Trade", "entry_time": "09:30", "entry_price": 24226.55, "days_to_expiry": 0, "expiry_phase": "Expiry", "gap_type": "Flat", "previous_day_action": "Prev Down", "opening_break": "Neutral", "vix_change_pct": -0.6, "filter_reasons": [ "Flat gap without post-open confirmation; Directional Credit default: neutral setup skipped" ] }, { "date": "2026-07-24", "strategy": "No Trade", "entry_time": "09:30", "entry_price": 23688.6, "days_to_expiry": 4, "expiry_phase": "Fresh Weekly", "gap_type": "Gap Down", "previous_day_action": "Prev Down", "opening_break": "Neutral", "vix_change_pct": 6.01, "filter_reasons": [ "No intraday trade: India VIX is up 6.01% from today's open (risk filter >= 5%)" ] }, { "date": "2026-07-27", "strategy": "No Trade", "entry_time": "09:30", "entry_price": 23937.35, "days_to_expiry": 1, "expiry_phase": "Near Expiry", "gap_type": "Gap Up", "previous_day_action": "Prev Down", "opening_break": "Neutral", "vix_change_pct": -5.47, "filter_reasons": [ "Prev Down + Gap Up has weak continuation; wait for post-open strength; Directional Credit default: neutral setup skipped" ] }, { "date": "2026-07-29", "strategy": "No Trade", "entry_time": "09:30", "entry_price": 24187.95, "days_to_expiry": 6, "expiry_phase": "Fresh Weekly", "gap_type": "Gap Up", "previous_day_action": "Prev Flat", "opening_break": "Neutral", "vix_change_pct": -1.99, "filter_reasons": [ "Prev Flat + Gap Up has weak continuation; wait for post-open strength; Directional Credit default: neutral setup skipped" ] }, { "date": "2026-07-30", "strategy": "Bull Put Spread", "entry_time": "09:30", "entry_price": 24274.4, "days_to_expiry": 5, "expiry_phase": "Fresh Weekly", "gap_type": "Flat", "previous_day_action": "Prev Strong Bull", "opening_break": "Neutral", "vix_change_pct": 1.6, "filter_reasons": [ "Skip: strong bull day + flat open lacked follow-through" ] }, { "date": "2026-08-05", "strategy": "Bear Call Spread", "entry_time": "09:30", "entry_price": 24611.05, "days_to_expiry": 6, "expiry_phase": "Fresh Weekly", "gap_type": "Gap Up", "previous_day_action": "Prev Down", "opening_break": "Bearish", "vix_change_pct": -2.44, "filter_reasons": [ "Skip: prior down day + gap up is unstable for bearish credit" ] }, { "date": "2026-08-06", "strategy": "No Trade", "entry_time": "09:30", "entry_price": 24624.55, "days_to_expiry": 5, "expiry_phase": "Fresh Weekly", "gap_type": "Flat", "previous_day_action": "Prev Flat", "opening_break": "Neutral", "vix_change_pct": 0.77, "filter_reasons": [ "Flat gap without post-open confirmation; Directional Credit default: neutral setup skipped" ] }, { "date": "2026-08-20", "strategy": "Bear Call Spread", "entry_time": "09:30", "entry_price": 24197.9, "days_to_expiry": 5, "expiry_phase": "Fresh Weekly", "gap_type": "Gap Up", "previous_day_action": "Prev Down", "opening_break": "Neutral", "vix_change_pct": -3.58, "filter_reasons": [ "Skip: prior down day + gap up is unstable for bearish credit" ] }, { "date": "2026-08-24", "strategy": "No Trade", "entry_time": "09:30", "entry_price": 24276.75, "days_to_expiry": 1, "expiry_phase": "Near Expiry", "gap_type": "Flat", "previous_day_action": "Prev Flat", "opening_break": "Neutral", "vix_change_pct": 0.07, "filter_reasons": [ "Flat gap without post-open confirmation; Directional Credit default: neutral setup skipped" ] } ] }