8 Quantitative Models Engineered for NSE & BSE

Every strategy enforces explicit market regime gating and calculates a deterministic Signal Quality Score (0-100) before any trade is permitted.

MOMENTUM SCORE ≥ 70

Momentum Breakout

Capitalizes on rapid price velocity acceleration, Rate of Change (ROC), and RSI expansion outside multi-session consolidation.

Timeframe: 5m
Market Regime: BREAKOUT, TRENDING
Risk Profile: Moderate • 1:2.0 R:R
Asset Focus: Index F&O • Liquid Equities
TREND SCORE ≥ 65

Trend Following

Triple EMA structure (20/50/200) aligned with ADX strength (>25) and dynamic ATR trailing stops to capture sustained market moves.

Timeframe: 15m / 1h
Market Regime: TREND_UP, TREND_DOWN
Risk Profile: Disciplined • 1:2.5 R:R
Asset Focus: All Liquid NSE F&O
BREAKOUT SCORE ≥ 70

Opening Range Breakout

Systematic breakout execution on 15m opening session balance. Requires relative volume expansion (>1.5x) and directional candle closes.

Timeframe: 15m
Market Regime: BREAKOUT, HIGH_VOL
Risk Profile: Defined • 1:2.0 R:R
Asset Focus: NIFTY / High Beta Cash
REVERSION SCORE ≥ 70

Statistical Mean Reversion

Statistical reversion model identifying 2.5-sigma deviations from 20-period VWAP/Bollinger mean. Gated exclusively to sideways regimes.

Timeframe: 5m
Market Regime: RANGE ONLY
Risk Profile: Conservative • 1:1.8 R:R
Asset Focus: Range-bound Indices
VWAP SCORE ≥ 70

VWAP Institutional Context

Tracks institutional accumulation and distribution zones through structural VWAP reclaims, rejections, and sustained continuation legs.

Timeframe: 5m
Market Regime: TRENDING, RANGE
Risk Profile: Moderate • 1:2.0 R:R
Asset Focus: Index F&O • Equities
STRUCTURE SCORE ≥ 75

Liquidity Sweep & S/R Shift

Identifies stop-run sweeps of Previous Day High/Low (PDH/PDL) and major swing pivots with immediate structure shift confirmation.

Timeframe: 5m / 15m
Market Regime: RANGE, BREAKOUT
Risk Profile: High Precision • 1:2.5 R:R
Asset Focus: NIFTY / Top Equities
VOLATILITY SCORE ≥ 70

Volatility Breakout

Bollinger Band Squeeze and ATR range compression detection followed by expansion entry confirmation. Capitalizes on volatility cycles.

Timeframe: 5m / 15m
Market Regime: BREAKOUT, HIGH_VOL
Risk Profile: Defined • 1:2.0 R:R
Asset Focus: BANKNIFTY • NIFTY
SCALPING SCORE ≥ 75

Adaptive Momentum Scalping

High-frequency momentum scalper utilizing VWAP slope, multi-period EMA confluence, and relative volume surges (>1.4x) for quick 1R-2R scalps.

Timeframe: 1m / 5m
Market Regime: TREND_UP, BREAKOUT
Risk Profile: Dynamic • 1:1.5 R:R
Asset Focus: NIFTY / BANKNIFTY F&O

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