Cumulative Equity
Historical Equity Curve & Underwater Drawdown
Continuous performance across 369 trading sessions with standard trailing stop (+100 Trig, 75 Trail).
Detects equilibrium pullback exhaustion and directional momentum turns in BankNifty intraday auctions via Differential Curvature ($\kappa$) and Vertex Turning Angle ($\Delta heta$) vector geometry.
Traditional scalar crossing rules fail during midday consolidation because oscillating indicator noise triggers false breakouts. Model 2 evaluates continuous multi-point curvature rather than single-point thresholds.
Requires the Pulse indicator to cross above +40 prior to 10:30 AM, ensuring an underlying structural trend exists before searching for pullbacks.
Evaluates bars between 10:30 AM and 01:30 PM. Locates a causal trough vertex residing inside the zero-reversion band: -20 ≤ Pulse ≤ +15.
Computes pre-trough descent slope ($pre\_dy < -0.15$) and post-trough ascent slope ($post\_dy > 0.10$). Total angular turn $\Delta heta$ must exceed 35.0°.
Analyzing maximum upside opportunity against adverse drawdown proves that the geometric hook delivers an extraordinarily favorable asymmetric distribution.
Median: +96.2 pts | Peak Run: +894.0 pts
Median: -60.4 pts | Worst: -212.0 pts
Evaluating trade returns across 30, 60, and 90 minutes post-entry shows the hook's acceleration cycle.
Turnaround consolidation phase. Price forms foundation.
Sharp momentum expansion. Median gain: +29.0 pts.
Trend extension into afternoon session.
To mathematically guarantee parameters weren't curve-fitted, the strategy was calibrated strictly on 2025 data and evaluated blind on unseen 2026 data.
Continuous performance across 369 trading sessions with standard trailing stop (+100 Trig, 75 Trail).
Projected rupee returns across Option Buying (0.5 Delta) and Futures Contracts (1.0 Delta).
| Position Size | Execution Instrument | Effective Delta | Gross P&L (INR) | Est. Slippage & Brokerage | Net P&L (INR) | Max Rupee Drawdown |
|---|---|---|---|---|---|---|
| 1 Lot (15 Qty) | ATM Option Buying | 0.50 Delta | ₹ 25,774 | ₹ 3,300 | ₹ 22,474 | ₹ -4,747 |
| 1 Lot (15 Qty) | BankNifty Futures | 1.00 Delta | ₹ 51,548 | ₹ 4,400 | ₹ 47,148 | ₹ -9,495 |
| 8 Lots (120 Qty) | ATM Option Buying | 0.50 Delta | ₹ 2,06,193 | ₹ 26,400 | ₹ 1,79,793 | ₹ -37,980 |
| 8 Lots (120 Qty) | BankNifty Futures | 1.00 Delta | ₹ 4,12,386 | ₹ 35,200 | ₹ 3,77,186 | ₹ -75,960 |
Directly sampled from the 369-day backtest log to demonstrate trade lifecycle mechanics.
Explore all individual trades executed by the Mid-Day Geometric Hook engine.
| # | Date | Time | Entry Price | Trough | Angle | κ | MFE | MAE | Captured PnL | Exit |
|---|