Nifty Gap Lab

First look? How this strategy works

Total P&L ₹182,880.27 ladder strategy

Win Rate 29.9% 157 trades

Sharpe (Ann.) 1.07 daily returns, annualised

Max Drawdown ₹79,961 peak to trough

Live Positions

Marked against live NIFTY spot · re-marked every minute

No live positions right now.

Cards appear here when a tradeable pair signals and its entry date arrives.

Past Trades

Click an entry date for its premium path · click headers to sort

Filters

Entry	Exit	Pair	Side	Strike	Entry ₹	Exit ₹	Reason	Days	P&L
08-18	08-19	Mon→Tue	PE	24,900	117.43	54.13	stop_5	1	-₹4,747.63
08-19	08-21	Tue→Wed	CE	25,000	87.10	83.75	expiry	2	-₹251.43
08-21	08-25	Thu→Fri	PE	25,100	165.77	182.36	floor_15	4	+₹1,244.47
08-25	08-28	Mon→Tue	PE	24,950	97.95	449.10	expiry	3	+₹26,336.18
08-28	09-01	Thu→Fri	PE	24,500	153.84	55.35	stop_5	4	-₹7,386.90
09-01	09-03	Mon→Tue	PE	24,650	117.35	35.57	stop_5	2	-₹6,133.52
09-02	09-04	Tue→Wed	CE	24,600	85.05	134.30	expiry	2	+₹3,693.56
09-04	09-05	Thu→Fri	PE	24,750	163.30	149.57	stop_5	1	-₹1,030.03
09-08	09-09	Mon→Tue	PE	24,750	94.67	41.61	stop_5	1	-₹3,979.25
09-09	09-11	Tue→Wed	CE	24,850	106.13	155.50	expiry	2	+₹3,703.07
09-11	09-12	Thu→Fri	PE	25,000	154.85	99.51	stop_5	1	-₹4,150.94
09-15	09-16	Mon→Tue	PE	25,050	97.72	25.52	stop_5	1	-₹5,414.69
09-16	09-18	Tue→Wed	CE	25,250	92.22	173.60	expiry	2	+₹6,103.56
09-18	09-25	Thu→Fri	PE	25,400	149.14	509.15	expiry	7	+₹27,000.60
09-22	09-25	Mon→Tue	PE	25,200	106.17	309.15	expiry	3	+₹15,223.25
09-23	09-24	Tue→Wed	CE	25,150	107.78	30.52	stop_5	1	-₹5,794.21
09-25	10-01	Thu→Fri	PE	24,900	161.10	98.80	stop_5	6	-₹4,672.93
09-29	09-30	Mon→Tue	PE	24,650	112.35	106.76	stop_3	1	-₹419.22
09-30	10-01	Tue→Wed	CE	24,600	101.09	245.55	expiry	1	+₹10,834.47
10-06	10-07	Mon→Tue	PE	25,100	117.92	84.29	stop_5	1	-₹2,522.67
10-07	10-08	Tue→Wed	CE	25,100	101.53	43.69	stop_5	1	-₹4,337.53
10-09	10-10	Thu→Fri	PE	25,200	167.34	111.35	stop_5	1	-₹4,199.02
10-13	10-15	Mon→Tue	PE	25,250	118.71	34.19	stop_5	2	-₹6,339.58
10-14	10-16	Tue→Wed	CE	25,150	95.06	435.30	expiry	2	+₹25,518.15
10-16	10-17	Thu→Fri	PE	25,600	168.17	104.40	stop_5	1	-₹4,782.69
10-20	10-21	Mon→Tue	PE	25,850	113.38	82.18	stop_5	1	-₹2,339.60
10-23	10-27	Thu→Fri	PE	25,900	167.14	81.58	stop_5	4	-₹6,417.09
10-27	10-28	Mon→Tue	PE	25,950	102.98	98.05	stop_3	1	-₹369.76
10-28	10-30	Tue→Wed	CE	25,950	93.49	0.00	expiry	2	-₹7,011.46
10-30	11-03	Thu→Fri	PE	25,900	173.66	188.29	floor_15	4	+₹1,097.46
11-03	11-06	Mon→Tue	PE	25,750	103.36	240.30	expiry	3	+₹10,270.17
11-06	11-10	Thu→Fri	PE	25,500	156.07	76.73	stop_5	4	-₹5,950.05
11-10	11-11	Mon→Tue	PE	25,550	97.53	36.84	stop_5	1	-₹4,552.02
11-11	11-13	Tue→Wed	CE	25,700	96.91	179.15	expiry	2	+₹6,168.23
11-13	11-14	Thu→Fri	PE	25,900	173.03	147.37	stop_5	1	-₹1,924.65
11-17	11-19	Mon→Tue	PE	26,000	104.38	43.10	stop_5	2	-₹4,596.44
11-18	11-20	Tue→Wed	CE	25,900	105.55	292.15	expiry	2	+₹13,994.74
11-20	11-26	Thu→Fri	PE	26,200	168.67	63.52	stop_5	6	-₹7,886.11
11-24	11-26	Mon→Tue	PE	25,950	106.00	4.74	stop_5	2	-₹7,594.63
11-25	11-27	Tue→Wed	CE	25,900	92.60	315.55	expiry	2	+₹16,721.06
11-27	11-28	Thu→Fri	PE	26,200	157.80	152.42	stop_3	1	-₹403.38
12-01	12-04	Mon→Tue	PE	26,200	123.56	166.25	expiry	3	+₹3,201.60
12-02	12-03	Tue→Wed	CE	26,050	91.91	42.31	stop_5	1	-₹3,719.63
12-04	12-05	Thu→Fri	PE	26,050	171.74	97.47	stop_5	1	-₹5,570.67
12-08	12-11	Mon→Tue	PE	25,950	105.51	51.45	expiry	3	-₹4,054.55
12-09	12-10	Tue→Wed	CE	25,850	94.81	32.48	stop_5	1	-₹4,675.24
12-11	12-12	Thu→Fri	PE	25,900	163.76	93.08	stop_5	1	-₹5,301.20
12-15	12-18	Mon→Tue	PE	26,050	122.13	234.45	expiry	3	+₹8,423.69
12-16	12-17	Tue→Wed	CE	25,850	105.39	54.85	stop_5	1	-₹3,790.11
12-18	12-19	Thu→Fri	PE	25,800	155.28	86.20	stop_5	1	-₹5,181.43
12-22	12-23	Mon→Tue	PE	26,150	100.95	79.42	stop_5	1	-₹1,614.25
12-23	12-24	Tue→Wed	CE	26,200	90.04	44.96	stop_5	1	-₹3,381.11
12-29	12-30	Mon→Tue	PE	25,950	114.31	96.71	stop_5	1	-₹1,320.24
12-30	01-01	Tue→Wed	CE	25,950	94.80	196.55	expiry	2	+₹7,631.12
01-01	01-02	Thu→Fri	PE	26,150	166.27	84.27	stop_5	1	-₹6,150.22
01-05	01-08	Mon→Tue	PE	26,250	111.62	373.15	expiry	3	+₹19,614.60
01-06	01-07	Tue→Wed	CE	26,200	90.79	44.45	stop_5	1	-₹3,475.25
01-08	01-12	Thu→Fri	PE	25,900	174.15	170.98	floor_15	4	-₹237.39
01-12	01-14	Mon→Tue	PE	25,800	114.58	151.10	expiry	2	+₹2,738.37
01-13	01-14	Tue→Wed	CE	25,750	90.80	34.61	stop_5	1	-₹4,214.49
01-19	01-22	Mon→Tue	PE	25,600	116.09	310.10	expiry	3	+₹14,550.96
01-20	01-21	Tue→Wed	CE	25,250	88.97	30.93	stop_5	1	-₹4,352.55
01-22	01-27	Thu→Fri	PE	25,300	164.07	162.13	floor_15	5	-₹145.99
01-27	01-29	Tue→Wed	CE	25,200	85.36	218.90	expiry	2	+₹10,015.78
01-29	02-03	Thu→Fri	PE	25,400	151.25	8.24	stop_5	5	-₹10,726.06
02-02	02-03	Mon→Tue	PE	25,100	112.52	0.24	stop_5	1	-₹8,420.69
02-03	02-04	Tue→Wed	CE	25,750	88.50	83.64	stop_5	1	-₹364.85
02-05	02-06	Thu→Fri	PE	25,650	164.90	130.95	stop_5	1	-₹2,546.32
02-09	02-10	Mon→Tue	PE	25,850	101.98	55.70	stop_5	1	-₹3,470.73
02-10	02-11	Tue→Wed	CE	25,950	92.97	72.05	stop_5	1	-₹1,568.61
02-12	02-16	Thu→Fri	PE	25,800	159.11	175.33	floor_15	4	+₹1,216.61
02-16	02-17	Mon→Tue	PE	25,700	117.89	78.62	stop_5	1	-₹2,945.08
02-17	02-19	Tue→Wed	CE	25,750	87.47	0.00	expiry	2	-₹6,560.59
02-19	02-20	Thu→Fri	PE	25,450	158.22	99.44	stop_5	1	-₹4,408.47
02-23	02-26	Mon→Tue	PE	25,700	103.31	203.45	expiry	3	+₹7,510.27
02-24	02-26	Tue→Wed	CE	25,400	111.60	96.55	expiry	2	-₹1,128.65
02-26	03-05	Thu→Fri	PE	25,500	162.18	734.10	expiry	7	+₹42,893.91
03-05	03-12	Thu→Fri	PE	24,750	148.52	1,110.85	expiry	7	+₹72,174.93
03-09	03-10	Mon→Tue	PE	24,050	113.26	19.15	stop_5	1	-₹7,058.63
03-10	03-11	Tue→Wed	CE	24,250	100.00	0.42	stop_5	1	-₹7,468.74
03-12	03-17	Thu→Fri	PE	23,650	154.05	120.69	stop_5	5	-₹2,502.11
03-16	03-17	Mon→Tue	PE	23,400	95.47	22.97	stop_5	1	-₹5,437.74
03-17	03-19	Tue→Wed	CE	23,600	81.94	0.00	expiry	2	-₹6,145.70
03-19	03-20	Thu→Fri	PE	23,000	143.82	88.13	stop_5	1	-₹4,176.41
03-23	03-24	Mon→Tue	PE	22,500	89.87	1.78	stop_5	1	-₹6,606.65
03-24	03-25	Tue→Wed	CE	22,900	95.21	410.68	expiry	1	+₹23,659.86
04-06	04-07	Mon→Tue	PE	22,950	89.23	23.30	stop_5	1	-₹4,944.34
04-07	04-09	Tue→Wed	CE	23,100	102.18	675.10	expiry	2	+₹42,968.76
04-09	04-10	Thu→Fri	PE	23,800	161.81	52.90	stop_5	1	-₹8,167.82
04-16	04-17	Thu→Fri	PE	24,200	153.90	81.66	stop_5	1	-₹5,418.35
04-20	04-21	Mon→Tue	PE	24,350	96.72	17.48	stop_5	1	-₹5,943.44
04-21	04-22	Tue→Wed	CE	24,600	83.62	6.44	stop_5	1	-₹5,787.93
04-23	04-27	Thu→Fri	PE	24,150	141.53	132.66	stop_5	4	-₹665.26
04-27	04-29	Mon→Tue	PE	24,100	106.15	30.33	stop_5	2	-₹5,686.52
04-28	04-30	Tue→Wed	CE	24,000	90.71	0.00	expiry	2	-₹6,803.14
05-04	05-06	Mon→Tue	PE	24,100	93.64	4.80	stop_5	2	-₹6,662.56
05-05	05-07	Tue→Wed	CE	24,050	84.48	276.65	expiry	2	+₹14,412.84
05-07	05-14	Thu→Fri	PE	24,350	164.50	660.40	expiry	7	+₹37,192.30
05-11	05-14	Mon→Tue	PE	23,800	93.93	110.40	expiry	3	+₹1,235.39
05-12	05-13	Tue→Wed	CE	23,400	80.40	69.84	stop_5	1	-₹792.21
05-14	05-18	Thu→Fri	PE	23,700	154.15	126.74	stop_5	4	-₹2,055.51
05-18	05-20	Mon→Tue	PE	23,650	100.72	55.36	stop_5	2	-₹3,402.21
05-19	05-21	Tue→Wed	CE	23,600	100.97	54.70	expiry	2	-₹3,470.39
05-21	05-22	Thu→Fri	PE	23,650	146.72	108.75	stop_5	1	-₹2,848.30
05-25	05-27	Mon→Tue	PE	24,050	111.41	154.81	expiry	2	+₹3,255.13
05-26	05-27	Tue→Wed	CE	23,900	99.78	68.26	stop_5	1	-₹2,364.52
06-01	06-02	Mon→Tue	PE	23,400	108.19	48.23	stop_5	1	-₹4,497.43
06-02	06-03	Tue→Wed	CE	23,500	82.72	26.39	stop_5	1	-₹4,224.82
06-04	06-11	Thu→Fri	PE	23,400	139.73	238.40	expiry	7	+₹7,400.23
06-08	06-09	Mon→Tue	PE	23,100	87.74	30.56	stop_5	1	-₹4,288.36
06-09	06-10	Tue→Wed	CE	23,250	85.98	46.43	stop_5	1	-₹2,966.53
06-11	06-12	Thu→Fri	PE	23,150	140.40	16.05	stop_5	1	-₹9,326.73
06-15	06-16	Mon→Tue	PE	23,850	99.69	33.41	stop_5	1	-₹4,971.00
06-16	06-18	Tue→Wed	CE	24,000	87.41	168.00	expiry	2	+₹6,044.25
06-18	06-22	Thu→Fri	PE	24,150	143.79	127.00	stop_5	4	-₹1,259.61
06-22	06-24	Mon→Tue	PE	24,100	101.23	106.65	floor_15	2	+₹406.74
06-23	06-25	Tue→Wed	CE	23,800	105.13	256.00	expiry	2	+₹11,315.25
06-29	07-01	Mon→Tue	PE	23,950	103.78	37.06	stop_5	2	-₹5,003.64
06-30	07-02	Tue→Wed	CE	23,850	100.70	325.70	expiry	2	+₹16,874.66
07-02	07-03	Thu→Fri	PE	24,200	164.03	111.30	stop_5	1	-₹3,954.34
07-06	07-09	Mon→Tue	PE	24,450	113.79	487.20	expiry	3	+₹28,005.69
07-07	07-08	Tue→Wed	CE	24,400	93.79	0.02	stop_5	1	-₹7,032.71
07-09	07-10	Thu→Fri	PE	23,950	144.89	52.14	stop_5	1	-₹6,956.11
07-13	07-16	Mon→Tue	PE	24,200	97.86	127.25	expiry	3	+₹2,204.50
07-14	07-15	Tue→Wed	CE	24,050	94.17	80.55	stop_5	1	-₹1,021.40
07-16	07-17	Thu→Fri	PE	24,050	141.03	46.58	stop_5	1	-₹7,083.81
07-20	07-23	Mon→Tue	PE	24,250	108.85	380.40	expiry	3	+₹20,365.96
07-21	07-22	Tue→Wed	CE	24,200	87.46	7.73	stop_5	1	-₹5,980.17
07-23	07-27	Thu→Fri	PE	23,850	141.19	46.80	stop_5	4	-₹7,078.80
07-27	07-28	Mon→Tue	PE	24,000	104.14	91.64	stop_5	1	-₹937.66
07-28	07-30	Tue→Wed	CE	24,000	85.53	317.15	expiry	2	+₹17,371.38
07-30	07-31	Thu→Fri	PE	24,300	145.12	106.87	stop_5	1	-₹2,868.62
08-03	08-06	Mon→Tue	PE	24,750	94.16	114.00	expiry	3	+₹1,488.08
08-04	08-05	Tue→Wed	CE	24,600	103.14	79.79	stop_5	1	-₹1,750.90
08-06	08-10	Thu→Fri	PE	24,650	161.85	139.79	stop_5	4	-₹1,654.92
08-10	08-13	Mon→Tue	PE	24,600	112.69	204.15	expiry	3	+₹6,859.74
08-11	08-12	Tue→Wed	CE	24,450	106.29	59.06	stop_5	1	-₹3,542.30
08-13	08-20	Thu→Fri	PE	24,400	155.59	168.15	expiry	7	+₹942.39
08-17	08-20	Mon→Tue	PE	24,300	109.49	68.15	expiry	3	-₹3,100.33
08-18	08-19	Tue→Wed	CE	24,150	96.05	34.90	stop_5	1	-₹4,586.78
08-20	08-21	Thu→Fri	PE	24,250	161.34	141.42	stop_5	1	-₹1,494.00
08-24	08-25	Mon→Tue	PE	24,200	94.18	35.60	stop_5	1	-₹4,393.37
08-25	08-26	Tue→Wed	CE	24,350	86.49	16.90	stop_5	1	-₹5,219.27
08-27	08-28	Thu→Fri	PE	24,100	156.07	108.82	stop_5	1	-₹3,543.22
08-31	09-01	Mon→Tue	PE	24,100	112.28	107.81	stop_3	1	-₹335.41
09-01	09-02	Tue→Wed	CE	24,050	96.14	17.67	stop_5	1	-₹5,885.04
09-03	09-04	Thu→Fri	PE	23,850	139.47	118.76	stop_5	1	-₹1,553.12
09-07	09-10	Mon→Tue	PE	23,800	111.64	322.20	expiry	3	+₹15,791.89
09-08	09-09	Tue→Wed	CE	23,650	84.06	5.75	stop_5	1	-₹5,872.66
09-10	09-17	Thu→Fri	PE	23,500	158.60	229.40	expiry	7	+₹5,310.28
09-15	09-17	Tue→Wed	CE	23,100	99.37	170.60	expiry	2	+₹5,342.01
09-17	09-18	Thu→Fri	PE	23,250	136.97	96.05	stop_5	1	-₹3,068.56
09-24	09-25	Thu→Fri	PE	23,050	139.09	97.11	stop_5	1	-₹3,148.41
09-28	10-01	Mon→Tue	PE	22,800	106.84	378.05	expiry	3	+₹20,341.01
09-29	09-30	Tue→Wed	CE	22,700	96.51	28.90	stop_5	1	-₹5,070.89
10-05	10-06	Mon→Tue	PE	22,550	93.28	13.92	stop_5	1	-₹5,952.46
10-06	10-07	Tue→Wed	CE	22,800	76.45	6.78	stop_5	1	-₹5,225.23

Equity Curve

Cumulative portfolio value with drawdown shading

Equity & per-pair P&L

Gap Probabilities

In-sample edge vs realised out-of-sample result, 95% CI

Weekday pair gap probability

Exit Reasons

How trades ended · count per rule

Benchmark

Ladder exits vs simply holding every trade to expiry

Ladder vs benchmark

Expiry Weekday Pairs

In-sample probability of a favourable open vs realised out-of-sample result, with 95% confidence intervals. Green means the OOS result landed on the strategy's side of the coin flip.

Pair	Side	In-sample	OOS Realised	OOS CI	n (in)	n (oos)
Mon→Tue	CE	60.7%	34.6%	19.4–53.8%	28	26
Mon→Wed	PE	0.0%	66.7%	20.8–93.9%	1	3
Tue→Wed	CE	57.7%	48.1%	30.7–66.0%	26	27
Tue→Thu	PE	33.3%	—	—	3	0
Wed→Thu	CE	62.5%	46.4%	29.5–64.2%	24	28
Wed→Fri	PE	33.3%	0.0%	0.0–65.8%	3	2
Thu→Mon	CE	100.0%	100.0%	51.0–100.0%	1	4
Thu→Fri	PE	30.8%	58.3%	38.8–75.5%	26	24
Fri→Mon	CE	60.7%	44.0%	26.7–62.9%	28	25
Fri→Tue	CE	100.0%	100.0%	20.7–100.0%	1	1

Pairs with tiny samples (n < 5) are shown for completeness — treat them as noise, not signal.