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All Today Story Mechanics Edge Backtests

Backtests
Intraday OI-wall option selling
2026-06-06 · 5 min
Today
Monday observations — NIFTY enters May at 24,043 with vol regime in 94th percentile
2026-05-04 · 3 min
Edge
NIFTY's 5% downside line gets pierced 7.8% of the time. The textbook is wrong.
2026-05-04 · 5 min

Backtests

Intraday OI-wall option selling

An interactive intraday options-selling backtest on the OI 'walls', 2019-2026, every cost modeled and clean of look-ahead. A small, most-liquid book was profitable every reliable year. Filter all 14,000 trades — the equity curve, drawdown, and Sharpe move live.

2026-06-06 · 5 min · Quantcents Research

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