VIBETRADER

Quantitative NIFTY Options Intraday Trading System

ML-Powered Signal Generation + Structural Analysis + Automated Execution

+₹2,58,125

7-Month P&L

~$2,696

75%

Win Rate

311 trades

2.64

Profit Factor

Medium risk

Active Strategies

NIFTY Options

XGBoost (49 features, AUC 0.60) + 10 sequential entry gates. Walk-forward validated: OOS PF 2.90

Static core (PF 2.38, Sharpe 6.19) + shock overlay for rare crash events. Overconfidence cap at 0.92

TrueData WebSocket → 30s scan cycle → auto paper/live trade via Zerodha. Trailing SL profit engine

Active Strategies

Strategy	Direction	Win Rate	P&L	Status
Bearish Momentum	PUT	79%	+₹1,75,889(~$1838)	ACTIVE
Bullish Momentum	CALL	71%	+₹44,076(~$461)	ACTIVE
VWAP Breakout	CALL	70%	+₹38,159(~$399)	ACTIVE

⬡

RSI Mean-Reversion Strategy • H4 Timeframe • Bidirectional

$343,857

11-Year P&L (H1+H2 Multi-TF)

₹3.29 crore

71%

Win Rate

3,984 trades

4.95

Profit Factor

29 trades/month

$2,531/mo

Monthly Return

₹2.42 lakh/month

No ML, no optimization. 4 simple rules: RSI extreme + EMA50 touch + reversal candle + trailing SL. Zero parameters to overfit.

LONG (83% WR) + SHORT (86% WR). Profitable in bull AND bear markets. Post-2022 performance identical to pre-2022.

Walk-forward 9/9 folds. Monte Carlo 200/200 profitable. S5 tick replay confirmed. Max DD only $1,094.

Strategy	Direction	Trades	Win Rate	Avg Hold	P&L (11yr)	Status
RSI + EMA50 (H1+H2)	LONG	1,781	68%	2 hours	+$140,827(₹134.79 lakh)	PAPER
RSI + EMA50 (H1+H2)	SHORT	2,203	73%	2 hours	+$203,030(₹194.32 lakh)	PAPER

Built with data. Validated with backtests. Ready for production.

github.com/SubashMourougayane/VibeTrader