Market Regime Log

Daily BankNifty regime classification · last 90 trading days · strategy calibration matrix

Today — 2026-08-27

At open (9:21)
⚡ VOLATILE
Final (15:36)
↘ TRENDING_DOWN

Gap

+0.348%
+201.25 pts

Range

261.45 pts
0.39× prev day

DE (trend strength)

0.622
0 = choppy · 1 = pure trend

VWAP

38.46%
time above VWAP
3 crosses · AT

Opening Range

261.45 pts
direction: DOWN
breakout: NONE

Opening Candles (9:21)

NORMAL
C1 body 83% ↑21 ↓21
C2 body 51% ↑51 ↓6
avg body 67% · U-wick 30% · L-wick 11%

OHLC

O 57,985
H 58,006
L 57,745
C 57,822

Regime Distribution (last 90 days)

⚡ VOLATILE 21 days
↔ RANGING 21 days
↓ GAP_DOWN 19 days
↑ GAP_UP 14 days
· NORMAL 11 days
↘ TRENDING_DOWN 1 days

Strategy Win Rate by Regime

Green = preferred (≥50% WR, 10+ trades) · Red = avoid · Gray = not enough data yet (<10 trades)

S# GAP UP GAP DOWN VOLATILE TRENDING UP TRENDING DOWN RANGING NORMAL
S1 71.43%
14t
64.71%
17t
52.38%
21t
19.05%
21t
72.73%
11t
S2 53.85%
13t
57.89%
19t
55.56%
18t
47.06%
17t
45.45%
11t
S3 60.00%
10t
58.33%
12t
72.73%
11t
33.33%
18t
8t
8t
S4 42.86%
14t
33.33%
21t
45.00%
20t
12.82%
39t
33.33%
12t
S5 27.27%
11t
41.67%
12t
16.67%
12t
57.14%
14t
8t
8t
S6 6t
6t
9t
9t
69.23%
13t
53.85%
13t
7t
7t
S7 47.62%
21t
47.83%
23t
66.67%
33t
51.72%
29t
47.37%
19t
S8 45.45%
11t
50.00%
12t
25.00%
12t
50.00%
18t
9t
9t
S9 9t
9t
41.67%
12t
58.33%
12t
41.18%
17t
7t
7t
S10 40.00%
10t
58.33%
12t
50.00%
12t
47.06%
17t
9t
9t
S11 36.36%
11t
8t
8t
70.00%
10t
22.22%
18t
9t
9t
S12 36.36%
11t
8t
8t
60.00%
10t
18.75%
16t
9t
9t
S13 3t
3t
1t
1t
4t
4t
9t
9t
4t
4t
S14 50.00%
10t
7t
7t
70.00%
10t
56.25%
16t
8t
8t
S15 8t
8t
9t
9t
7t
7t
30.77%
13t
7t
7t
S16 7t
7t
6t
6t
7t
7t
41.67%
12t
6t
6t
S17 7t
7t
6t
6t
6t
6t
33.33%
12t
6t
6t
S18 7t
7t
5t
5t
7t
7t
7t
7t
6t
6t
S19 4t
4t
4t
4t
4t
4t
10.00%
10t
6t
6t
S20 7t
7t
6t
6t
7t
7t
53.85%
13t
8t
8t
S21 1t
1t
S22

Today's Strategy Ranking — Composite Score

Score = Regime win rate (35%) + Thu win rate (25%) + Recent 10-trade win rate (40%). Null component = neutral 50. Blocked = that dimension has enough data and proves bad.

Strategy Score Regime (VOLATILE) Thu win rate Recent 10 trades Status
S14 ★ top pick 62.0 70% (10t) 70% (10t) 50% ✓ good
S6 60.7 69.23% (13t) 9t 60% ✓ good
S1 55.5 52.38% (21t) 68.75% (16t) 50% ✓ good
S7 55.2 66.67% (33t) 47.37% (19t) 50% blocked
S3 54.0 72.73% (11t) 50% (12t) 40% neutral
S2 52.1 55.56% (18t) 66.67% (15t) 40% neutral
S20 50.0 7t 8t 50% neutral
S21 50.0 1t neutral
S22 50.0 neutral
S12 48.5 60% (10t) 30% (10t) 50% blocked
S10 47.9 50% (12t) 41.67% (12t) 50% blocked
S15 46.0 7t 8t 40% neutral
S16 46.0 7t 7t 40% neutral
S17 46.0 6t 7t 40% neutral
S18 46.0 7t 4t 40% neutral
S11 43.9 70% (10t) 45.45% (11t) 20% blocked
S9 42.8 58.33% (12t) 41.67% (12t) 30% blocked
S13 42.0 4t 4t 30% neutral
S19 38.0 4t 6t 20% neutral
S8 33.1 25% (12t) 33.33% (12t) 40% blocked
S5 30.9 16.67% (12t) 36.36% (11t) 40% blocked
S4 24.1 45% (20t) 33.33% (24t) 0% blocked

Strategy Win Rate by Day of Week

Green = preferred (≥50% WR, 10+ trades) · Red = avoid · Gray = not enough data

Strategy Mon Tue Wed Thu Fri
S1 55.56%
18t
44.44%
18t
47.06%
17t
68.75%
16t
46.67%
15t
S2 62.50%
16t
37.50%
16t
56.25%
16t
66.67%
15t
40.00%
15t
S3 36.36%
11t
53.85%
13t
53.85%
13t
50.00%
12t
70.00%
10t
S4 25.00%
20t
33.33%
21t
31.58%
19t
33.33%
24t
22.73%
22t
S5 50.00%
12t
36.36%
11t
50.00%
12t
36.36%
11t
18.18%
11t
S6 38.46%
13t
8t
8t
66.67%
12t
9t
9t
6t
6t
S7 57.14%
28t
47.62%
21t
43.48%
23t
47.37%
19t
64.71%
34t
S8 46.15%
13t
61.54%
13t
53.85%
13t
33.33%
12t
45.45%
11t
S9 41.67%
12t
41.67%
12t
54.55%
11t
41.67%
12t
40.00%
10t
S10 41.67%
12t
33.33%
12t
61.54%
13t
41.67%
12t
54.55%
11t
S11 36.36%
11t
41.67%
12t
50.00%
12t
45.45%
11t
50.00%
10t
S12 36.36%
11t
36.36%
11t
50.00%
12t
30.00%
10t
40.00%
10t
S13 4t
4t
5t
5t
5t
5t
4t
4t
3t
3t
S14 27.27%
11t
63.64%
11t
63.64%
11t
70.00%
10t
8t
8t
S15 9t
9t
9t
9t
9t
9t
8t
8t
9t
9t
S16 8t
8t
8t
8t
8t
8t
7t
7t
7t
7t
S17 8t
8t
8t
8t
7t
7t
7t
7t
7t
7t
S18 7t
7t
6t
6t
8t
8t
4t
4t
7t
7t
S19 8t
8t
4t
4t
5t
5t
6t
6t
5t
5t
S20 8t
8t
8t
8t
9t
9t
8t
8t
8t
8t
S21 1t
1t
S22

Daily Log — Last 90 Days

Date Day 9:21 type Candle structure Final Gap % Gap filled Range Exp× DE %↑VWAP VWAP× OR brk Close
2026-08-27 Thu ⚡ VOLATILE NORMAL 67% ↘ TRENDING_DOWN +0.348% 261.45 0.39× 0.622 38.46% 3 57,822
2026-08-26 Wed ⚡ VOLATILE NORMAL 46% ⚡ VOLATILE +0.199% 675.65 1.06× 0.230 44.00% 13 57,784
2026-08-25 Tue ⚡ VOLATILE NORMAL 68% ↔ RANGING -0.287% 637.95 0.97× 0.241 21.60% 15 57,514
2026-08-24 Mon ⚡ VOLATILE UPPER_WICK_DOM 16% ⚡ VOLATILE +0.115% 659.05 1.47× 0.459 4.00% 3 ↓ DN 57,526
2026-08-21 Fri · NORMAL NORMAL 65% ↔ RANGING +0.204% 448.00 0.81× 0.332 57.60% 19 ↑ UP 57,762
2026-08-20 Thu ↑ GAP_UP UPPER_WICK_DOM 44% ↑ GAP_UP +0.468% filled 555.80 1.06× 0.021 44.80% 11 ↑ UP 57,496
2026-08-19 Wed ⚡ VOLATILE NORMAL 57% ↔ RANGING -0.003% 526.30 1.24× 0.040 42.40% 9 57,240
2026-08-18 Tue ⚡ VOLATILE REVERSAL 79% ↔ RANGING -0.300% 424.70 0.61× 0.149 38.40% 15 ↓ DN 57,262
2026-08-17 Mon ⚡ VOLATILE NORMAL 56% ⚡ VOLATILE -0.126% 695.95 1.96× 0.114 64.80% 9 ↓ DN 57,498
2026-08-14 Fri · NORMAL LOWER_WICK_DOM 42% · NORMAL -0.079% 354.80 1.42× 0.279 35.20% 7 ↑ UP 57,491
2026-08-13 Thu ⚡ VOLATILE NORMAL 45% ↔ RANGING -0.150% 250.55 0.40× 0.654 34.40% 17 57,635
2026-08-12 Wed · NORMAL NORMAL 66% · NORMAL -0.095% 628.50 1.41× 0.786 43.20% 5 ↑ UP 57,886
2026-08-11 Tue ⚡ VOLATILE NORMAL 56% · NORMAL -0.143% 446.75 0.92× 0.354 79.20% 3 57,446
2026-08-10 Mon ⚡ VOLATILE NORMAL 56% ↔ RANGING +0.114% 484.85 1.59× 0.259 24.00% 10 57,687
2026-08-07 Fri ⚡ VOLATILE UPPER_WICK_DOM 50% ↔ RANGING -0.313% 305.45 0.85× 0.444 29.60% 12 ↓ DN 57,746
2026-08-06 Thu · NORMAL LOWER_WICK_DOM 35% · NORMAL +0.130% 359.70 0.76× 0.691 92.80% 5 ↑ UP 58,064
2026-08-05 Wed ⚡ VOLATILE LOWER_WICK_DOM 25% ↔ RANGING -0.168% 472.65 0.66× 0.148 16.00% 16 ↓ DN 57,740
2026-08-04 Tue ⚡ VOLATILE NORMAL 33% ⚡ VOLATILE -0.307% 716.30 0.92× 0.226 11.20% 5 ↓ DN 57,907
2026-08-03 Mon ↑ GAP_UP LOWER_WICK_DOM 37% ↑ GAP_UP +0.621% ran 777.50 2.90× 0.872 62.40% 12 ↑ UP 58,248
2026-07-31 Fri ⚡ VOLATILE NORMAL 64% · NORMAL +0.215% 267.85 0.57× 0.044 52.00% 7 57,214
2026-07-30 Thu ⚡ VOLATILE LOWER_WICK_DOM 32% ↔ RANGING -0.116% 467.75 1.25× 0.052 67.20% 13 ↓ DN 57,103
2026-07-29 Wed ↑ GAP_UP NORMAL 50% ↑ GAP_UP +0.719% ran 375.65 0.99× 0.178 93.60% 7 ↑ UP 57,194
2026-07-28 Tue ↓ GAP_DOWN NORMAL 49% ↓ GAP_DOWN -0.407% ran 379.20 0.95× 0.435 39.20% 9 ↓ DN 56,719
2026-07-27 Mon ↑ GAP_UP NORMAL 50% ↑ GAP_UP +0.637% ran 400.15 0.50× 0.002 29.60% 8 ↓ DN 57,116
2026-07-24 Fri ↓ GAP_DOWN NORMAL 65% ↓ GAP_DOWN -0.696% filled 794.90 1.44× 0.737 73.60% 4 ↑ UP 56,755
2026-07-23 Thu ↓ GAP_DOWN NORMAL 74% ↓ GAP_DOWN -0.569% ran 550.50 0.68× 0.424 23.20% 4 ↓ DN 56,563
2026-07-22 Wed ↘ TRENDING_DOWN STRONG_BEAR 73% ⚡ VOLATILE -0.085% 812.50 1.93× 0.795 3.20% 8 ↓ DN 57,122
2026-07-21 Tue ⚡ VOLATILE NORMAL 62% · NORMAL -0.210% 421.65 0.73× 0.086 4.80% 5 ↓ DN 57,818
2026-07-20 Mon ↓ GAP_DOWN UPPER_WICK_DOM 23% ↓ GAP_DOWN -1.430% ran 574.45 0.55× 0.413 56.80% 10 ↑ UP 57,975
2026-07-17 Fri ⚡ VOLATILE NORMAL 46% ⚡ VOLATILE +0.104% 1045.10 2.20× 0.875 96.00% 4 ↑ UP 58,576
2026-07-16 Thu ⚡ VOLATILE UPPER_WICK_DOM 38% ↔ RANGING +0.194% 474.85 0.79× 0.482 13.60% 14 ↓ DN 57,602
2026-07-15 Wed ↗ TRENDING_UP STRONG_BULL 81% ↔ RANGING +0.340% 602.10 1.09× 0.125 35.20% 15 57,719
2026-07-14 Tue ↓ GAP_DOWN STRONG_BEAR 65% ↓ GAP_DOWN -0.490% ran 551.30 0.76× 0.697 18.40% 8 ↓ DN 57,449
2026-07-13 Mon ↓ GAP_DOWN LOWER_WICK_DOM 48% ↓ GAP_DOWN -0.750% filled 726.15 1.10× 0.690 90.40% 8 ↑ UP 58,118
2026-07-10 Fri ↑ GAP_UP NORMAL 55% ↑ GAP_UP +0.471% ran 659.45 1.11× 0.697 84.00% 8 ↑ UP 58,052
2026-07-09 Thu ⚡ VOLATILE NORMAL 51% ↔ RANGING +0.078% 596.90 0.39× 0.757 76.80% 12 ↑ UP 57,323
2026-07-08 Wed · NORMAL LOWER_WICK_DOM 25% ⚡ VOLATILE -0.372% 1522.10 3.33× 0.717 30.40% 3 ↑ UP 56,827
2026-07-07 Tue ↑ GAP_UP LOWER_WICK_DOM 61% ↑ GAP_UP +0.523% filled 457.65 0.86× 0.947 20.80% 11 ↓ DN 58,135
2026-07-06 Mon ⚡ VOLATILE REVERSAL 87% ↔ RANGING +0.018% 533.55 0.98× 0.523 71.20% 15 ↑ UP 58,263
2026-07-03 Fri ↑ GAP_UP NORMAL 65% ↑ GAP_UP +0.648% filled 544.20 1.07× 0.680 15.20% 16 ↓ DN 57,973
2026-07-02 Thu · NORMAL DOJI 16% · NORMAL +0.373% 510.25 0.79× 0.327 16.00% 5 ↓ DN 57,968
2026-07-01 Wed ⚡ VOLATILE UPPER_WICK_DOM 40% · NORMAL -0.203% 646.30 1.17× 0.534 96.80% 5 ↑ UP 57,918
2026-06-30 Tue ↘ TRENDING_DOWN STRONG_BEAR 69% ↔ RANGING +0.318% 554.25 0.82× 0.580 24.00% 16 ↓ DN 57,691
2026-06-29 Mon ⚡ VOLATILE LOWER_WICK_DOM 36% ⚡ VOLATILE -0.003% 674.80 1.14× 0.539 21.60% 15 ↓ DN 57,828
2026-06-25 Thu ↑ GAP_UP NORMAL 55% ↑ GAP_UP +0.552% filled 594.55 0.50× 0.506 54.40% 12 ↑ UP 58,193
2026-06-24 Wed ⚡ VOLATILE NORMAL 53% ⚡ VOLATILE -0.049% 1179.95 1.34× 0.930 96.00% 2 ↑ UP 58,173
2026-06-23 Tue · NORMAL NORMAL 42% ⚡ VOLATILE -0.007% 878.30 3.05× 0.893 20.00% 16 ↓ DN 57,103
2026-06-22 Mon · NORMAL LOWER_WICK_DOM 26% ↔ RANGING +0.333% 287.75 0.85× 0.056 74.40% 11 ↑ UP 57,891
2026-06-19 Fri ↓ GAP_DOWN LOWER_WICK_DOM 31% ↓ GAP_DOWN -0.401% ran 338.55 0.79× 0.118 38.40% 14 ↓ DN 57,715
2026-06-18 Thu ⚡ VOLATILE NORMAL 68% ↔ RANGING +0.044% 427.35 1.01× 0.914 77.60% 10 ↑ UP 57,987
2026-06-17 Wed ⚡ VOLATILE LOWER_WICK_DOM 41% · NORMAL +0.245% 422.65 1.32× 0.325 90.40% 7 ↑ UP 57,571
2026-06-16 Tue ⚡ VOLATILE UPPER_WICK_DOM 34% ↔ RANGING +0.275% 321.00 0.48× 0.082 45.60% 15 ↓ DN 57,294
2026-06-15 Mon ↑ GAP_UP UPPER_WICK_DOM 36% ↑ GAP_UP +1.539% ran 673.60 0.59× 0.767 15.20% 4 ↓ DN 57,163
2026-06-12 Fri ↑ GAP_UP DOJI 10% ↑ GAP_UP +1.303% ran 1137.00 1.37× 0.766 71.20% 10 ↓ DN 56,806
2026-06-11 Thu ↓ GAP_DOWN STRONG_BULL 81% ↓ GAP_DOWN -0.589% filled 829.70 1.57× 0.524 72.80% 13 ↑ UP 55,215
2026-06-10 Wed ⚡ VOLATILE NORMAL 64% ↔ RANGING -0.251% 527.05 0.50× 0.012 69.60% 9 ↑ UP 55,104
2026-06-09 Tue ↑ GAP_UP STRONG_BULL 91% ↑ GAP_UP +0.477% ran 1050.85 1.75× 0.937 78.40% 12 ↑ UP 55,249
2026-06-08 Mon ↓ GAP_DOWN NORMAL 54% ↓ GAP_DOWN -1.222% ran 600.45 0.83× 0.256 37.60% 11 54,007
2026-06-05 Fri ⚡ VOLATILE UPPER_WICK_DOM 24% ⚡ VOLATILE +0.137% 722.70 1.16× 0.158 50.40% 17 ↑ UP 54,520
2026-06-04 Thu ↓ GAP_DOWN NORMAL 63% ↓ GAP_DOWN -0.605% filled 622.00 0.49× 0.662 76.80% 14 ↑ UP 54,331
2026-06-03 Wed ↓ GAP_DOWN STRONG_BEAR 70% ↓ GAP_DOWN -0.506% filled 1267.30 1.58× 0.557 60.00% 11 ↓ DN 54,247
2026-06-02 Tue ↓ GAP_DOWN UPPER_WICK_DOM 46% ↓ GAP_DOWN -0.734% filled 803.15 0.73× 0.683 65.60% 15 ↑ UP 53,814
2026-06-01 Mon ⚡ VOLATILE NORMAL 43% ⚡ VOLATILE +0.072% 1095.05 1.03× 0.680 6.40% 6 ↓ DN 53,659
2026-05-29 Fri ↗ TRENDING_UP STRONG_BULL 70% ⚡ VOLATILE -0.225% 1065.75 2.22× 0.360 32.00% 7 ↓ DN 54,365
2026-05-27 Wed ⚡ VOLATILE LOWER_WICK_DOM 38% ↔ RANGING -0.340% 481.05 0.87× 0.252 33.60% 15 ↓ DN 54,872
2026-05-26 Tue ⚡ VOLATILE NORMAL 53% · NORMAL -0.142% 555.60 0.70× 0.236 24.00% 8 ↓ DN 55,181
2026-05-25 Mon ↑ GAP_UP REVERSAL 80% ↑ GAP_UP +0.846% ran 799.05 1.10× 0.976 76.00% 16 ↑ UP 55,390
2026-05-22 Fri ↗ TRENDING_UP STRONG_BULL 84% ⚡ VOLATILE +0.006% 727.95 0.77× 0.918 76.80% 12 ↑ UP 54,152
2026-05-21 Thu ↑ GAP_UP UPPER_WICK_DOM 52% ↑ GAP_UP +0.722% filled 950.15 1.19× 0.508 8.80% 8 ↓ DN 53,481
2026-05-20 Wed ↓ GAP_DOWN LOWER_WICK_DOM 41% ↓ GAP_DOWN -0.759% filled 801.30 1.90× 0.700 85.60% 20 ↑ UP 53,576
2026-05-19 Tue ⚡ VOLATILE UPPER_WICK_DOM 64% ↔ RANGING +0.049% 422.40 0.48× 0.314 54.40% 18 53,421
2026-05-18 Mon ↓ GAP_DOWN REVERSAL 72% ↓ GAP_DOWN -0.930% ran 882.55 1.27× 0.278 78.40% 9 ↓ DN 53,528
2026-05-15 Fri ⚡ VOLATILE NORMAL 35% ⚡ VOLATILE -0.018% 697.15 0.58× 0.610 40.00% 10 ↓ DN 53,782
2026-05-14 Thu ⚡ VOLATILE NORMAL 69% ⚡ VOLATILE +0.306% 1197.95 1.32× 0.483 70.40% 4 ↓ DN 54,218
2026-05-13 Wed ⚡ VOLATILE DOJI 14% ⚡ VOLATILE -0.195% 907.60 1.00× 0.137 72.00% 6 ↑ UP 53,476
2026-05-12 Tue ↓ GAP_DOWN UPPER_WICK_DOM 45% ↓ GAP_DOWN -0.550% ran 905.20 1.42× 0.523 10.40% 3 ↓ DN 53,705
2026-05-11 Mon ↓ GAP_DOWN LOWER_WICK_DOM 44% ↓ GAP_DOWN -0.891% ran 637.65 0.88× 0.556 65.60% 5 ↓ DN 54,478
2026-05-08 Fri ↓ GAP_DOWN REVERSAL 68% ↓ GAP_DOWN -0.554% ran 728.15 1.33× 0.630 12.00% 12 ↓ DN 55,325
2026-05-07 Thu ↘ TRENDING_DOWN STRONG_BEAR 75% ↔ RANGING +0.133% 547.85 0.37× 0.035 75.20% 9 ↑ UP 56,095
2026-05-06 Wed ↑ GAP_UP UPPER_WICK_DOM 45% ↑ GAP_UP +1.031% ran 1485.75 2.24× 0.623 31.20% 8 ↓ DN 56,039
2026-05-05 Tue ⚡ VOLATILE LOWER_WICK_DOM 28% ⚡ VOLATILE -0.374% 663.50 0.76× 0.212 48.00% 12 ↓ DN 54,551
2026-05-04 Mon ⚡ VOLATILE UPPER_WICK_DOM 51% ⚡ VOLATILE -0.119% 874.40 1.32× 0.047 29.60% 14 ↓ DN 54,896
2026-04-30 Thu ↓ GAP_DOWN NORMAL 55% ↓ GAP_DOWN -0.812% ran 664.70 0.75× 0.184 61.60% 7 ↓ DN 55,003
2026-04-29 Wed ⚡ VOLATILE NORMAL 43% ⚡ VOLATILE +0.395% 885.70 1.02× 0.344 70.40% 4 ↑ UP 55,330
2026-04-28 Tue ↓ GAP_DOWN UPPER_WICK_DOM 25% ↓ GAP_DOWN -0.716% ran 870.10 1.59× 0.514 20.00% 6 ↓ DN 55,415
2026-04-27 Mon ⚡ VOLATILE UPPER_WICK_DOM 74% ⚡ VOLATILE +0.117% 547.10 2.54× 0.187 48.00% 11 ↓ DN 56,265
2026-04-24 Fri · NORMAL NORMAL 56% · NORMAL -0.004% 215.35 0.285 46.67% 3 56,097