The System
What it does
A systematic algorithmic trading approach on Indian markets. This page describes behaviour and design intent — not the proprietary signal logic behind it.
Core approach
The system identifies and follows directional price moves in Nifty during the trading
session. It reacts to market conditions rather than forecasting them — entering when
a trend is confirmed and exiting when the move loses momentum or reverses. Signals
are generated algorithmically; execution is fully automated.
Risk management
Losing trades are closed systematically based on recent price behaviour, not fixed
percentage stops. The design prioritises limiting tail losses during volatile sessions
while allowing winning trades to develop fully. The worst single trade in 5+ years
was −₹31,684 against a best trade of +₹77,697.
Adaptive behaviour
The system adjusts its sensitivity to current market conditions. In trending environments
it holds positions longer. In choppy, low-conviction regimes it tightens exposure.
This is built into the design — not a manual override.
Capital structure
The system trades on a fixed ₹10L capital base. Profits are swept out at end of day —
booked and not carried into the next session. Losses are carried forward, meaning the
next session begins with reduced capital if the prior day ended negative. This
asymmetric treatment is conservative and reflects actual live operating conditions.
Type
Intraday trend-following
Instrument
See Performance page
Base capital
₹10,00,000
Avg trades/day
~674 trades over 5+ years
Slippage modelled
0.5 pts per leg (entry + exit)
Min capital required
₹10,49,914 (historical floor)
System class
This system belongs to the trend-following family — a well-documented class of systematic strategies that profits from persistent directional moves rather than mean reversion. The edge does not come from predicting where price will go. It comes from a structural asymmetry: let winning trades run, cut losing trades quickly. A 76.56% win rate across 674 trades, combined with a payoff ratio of 1.59, produces the return profile shown on the Performance page. The system makes no forecast. It reacts, sizes, and exits — systematically, every session.