NIFTY market evidence engine

Evidence Overview

Synthetic data · Not trading advice
Demo mode. Values are illustrative fixtures, not live NIFTY prices or recommendations.
Data quality100/100Illustrative fixture
Comparable states42Sample research set
Net discrepancy₹ 0.00After illustrative costs
Evidence statusDEMONot actionable

Illustrative price series

Research fixture

5-minute intervals
24,06024,03024,00023,970
09:1509:3009:4510:10

Evidence gate

What must be true before review

  1. ✓Data quality is acceptable
  2. ✓Comparable history is sufficient
  3. ✓Costs are included
  4. —Live and out-of-sample evidence

This demo intentionally stops before a trading conclusion.

Illustrative spot24,000.00Synthetic input
Illustrative future24,110.00Synthetic input
Fair future24,098.80Model output
Basis110.000.46% of spot

Cost of carry

Futures basis is a measurement, not a signal

Any real discrepancy must clear bid/ask spread, fees, slippage, liquidity, and out-of-sample validation before it can be reviewed.

European pricing model

Illustrative option relationship

30 days to expiry
MeasureIllustrative valueProvenance
Call model price₹ 641.24Demo BSM model
Put model price₹ 562.53Demo BSM model
Synthetic future24,098.80Parity calculation
Parity deviation₹ 0.00Illustrative fixture

Comparable state search

42 illustrative analogues

States are compared only with earlier records sharing the same feature and data version.

Basis z-scoreIV percentilePCRExpiry time

30-minute outcome

Illustrative distribution

A distribution describes past observations; it does not forecast the next move.

Gross P&L₹ 30.00Illustrative only
Estimated net P&L₹ 25.40After modelled costs
Win rate50%Two demo trades
Max drawdown₹ 32.30Currency P&L

Validation discipline

Gross results are never enough

Cost assumptions, timing, split boundaries, and held-out results must all be visible before research can be trusted.