Strategy Foundry & AI Brain Feed
Active Roster
Ema Crossover
Portfolio: production_main
Status
APPROVED
Days In State
2
Momentum Breakout
Portfolio: production_main
Status
APPROVED
Days In State
2
Rsi Meanreversion
Portfolio: production_main
Status
APPROVED
Days In State
42
Donchian Breakout
Portfolio: sandbox_donchian_breakout
Status
EVALUATING
Days In State
2
Ema10 30 Crossover
Portfolio: sandbox_ema10_30_crossover
Status
EVALUATING
Days In State
22
Ema20 Bounce
Portfolio: sandbox_ema20_bounce
Status
EVALUATING
Days In State
22
Stochastic Rebound
Portfolio: sandbox_stochastic_rebound
Status
EVALUATING
Days In State
22
Expiry Mr
Portfolio: sandbox_expiry_mr
Status
NOT_READY
Days In State
38
Mtf Confluence
Portfolio: sandbox_mtf_confluence
Status
NOT_READY
Days In State
2
Rsrs Rotation
Portfolio: sandbox_rsrs_rotation
Status
NOT_READY
Days In State
2
Vcb Breakout
Portfolio: sandbox_vcb_breakout
Status
NOT_READY
Days In State
38
Vwap Reversion
Portfolio: sandbox_vwap_reversion
Status
NOT_READY
Days In State
38
System Event Terminal
[14 Sep 2026, 12:00 AM IST]
[SYSTEM]
WARNING: Health check complete. Alerts: 1
[13 Sep 2026, 12:00 AM IST]
[SYSTEM]
WARNING: Health check complete. Alerts: 1
[12 Sep 2026, 09:40 AM IST]
[SYSTEM]
INFO: Weekly research job complete: 13 run(s), 0 passed, 13 failed
[11 Sep 2026, 03:29 PM IST]
[SYSTEM]
INFO: 📊 Campaign Day 41: 3 APPROVED | 9 in training (best: Donchian_Breakout 28d/3t)
[11 Sep 2026, 03:29 PM IST]
[SYSTEM]
INFO: [SIGNAL DIAGNOSTIC] RSI_MeanReversion — 2026-09-11
Universe scanned: 100
No data: 0
Indicator errors: 0
Filter rejected: 98
...
[11 Sep 2026, 03:29 PM IST]
[SYSTEM]
INFO: [SIGNAL DIAGNOSTIC] Momentum_Breakout — 2026-09-11
Universe scanned: 100
No data: 0
Indicator errors: 0
Filter rejected: 19
...
[11 Sep 2026, 03:29 PM IST]
[SYSTEM]
INFO: [SIGNAL DIAGNOSTIC] EMA_Crossover — 2026-09-11
Universe scanned: 100
No data: 0
Indicator errors: 0
Filter rejected: 59
...
[11 Sep 2026, 03:29 PM IST]
[SYSTEM]
INFO: Daily run completed
[11 Sep 2026, 03:29 PM IST]
[SYSTEM]
INFO: EOD run complete for portfolio 'sandbox_expiry_mr'. Opened: 0, Closed: 0, Portfolio: INR 20,000
[11 Sep 2026, 03:28 PM IST]
[SYSTEM]
INFO: Universe top 7: DIVISLAB, SOLARINDS, KOTAKBANK, BOSCHLTD, COALINDIA, CGPOWER, MAXHEALTH
[11 Sep 2026, 03:28 PM IST]
[SYSTEM]
INFO: News: 18 articles, sentiment scored.
[11 Sep 2026, 03:28 PM IST]
[SYSTEM]
INFO: Market context: VIX=12.27, FII=SELLING, Quality=FULL
[11 Sep 2026, 03:28 PM IST]
[SYSTEM]
INFO: EOD run started for portfolio 'sandbox_expiry_mr' on 2026-09-11
[11 Sep 2026, 03:28 PM IST]
[SYSTEM]
INFO: EOD run complete for portfolio 'sandbox_mtf_confluence'. Opened: 0, Closed: 0, Portfolio: INR 19,661
[11 Sep 2026, 03:28 PM IST]
[SYSTEM]
INFO: Universe top 7: DIVISLAB, SOLARINDS, KOTAKBANK, BOSCHLTD, COALINDIA, CGPOWER, MAXHEALTH
> _
Return Difference
-0.99%
Main Portfolio vs Donchian
Drawdown Difference
-0.99%
Main Portfolio vs Donchian
Trade Overlap
0.0%
0 shared tickers/entry dates
Correlation Coefficient
0.000
Daily returns Pearson corr.
Performance Metrics Comparison
| Metric | Main Portfolio | Donchian |
|---|---|---|
| Current Equity | ₹19,802.62 | ₹20,000.00 |
| Available Cash | ₹19,802.62 | ₹20,000.00 |
| Open Positions | 0 | 0 |
| Closed Trades | 2 | 0 |
| Win Rate |
0.00%
|
0.00%
|
| Profit Factor |
0.00
|
0.00
|
| CAGR (Annualized) | -8.86% | +0.00% |
| Max Drawdown | --0.99% | --0.00% |
| Sharpe Ratio | -6.03 | 0.00 |
| Sortino Ratio | -4.51 | 0.00 |
| Calmar Ratio | 0.00 | 0.00 |
| Capital Utilisation | 0.0% | 0.0% |
| Average Hold Days | 2.5 days | 0.0 days |
| Average Winner | ₹0.0 | ₹0.0 |
| Average Loser | ₹-98.7 | ₹0.0 |
| Largest Winner | ₹0.0 | ₹0.0 |
| Largest Loser | ₹-152.6 | ₹0.0 |
Equity Curves Comparison
Rolling Drawdowns (%)
Sector Exposures (Main Portfolio)
No Open Positions
Sector Exposures (Donchian)
No Open Positions
Returns Distributions
Monthly Return Attribution Grid (Main Portfolio)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | - | - | - | - | - | - | - | -1.0% | 0.0% | - | - | - |
Monthly Return Attribution Grid (Donchian)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | - | - | - | - | - | - | - | 0.0% | - | - | - | - |
Multi-Strategy Trade Explorer
| Ticker | Strategy | Status | Entry Date | Exit Date | Exit Reason | Net P&L | Stop Loss | Target | Confidence | Portfolio ID |
|---|---|---|---|---|---|---|---|---|---|---|
| HINDZINC.NS | Donchian_Breakout | CLOSED | 27 Aug 2026 | 27 Aug 2026 | regime_exit_bear | ₹-107.15 (-2.84%) | ₹604.32 | ₹667.27 | 0.66 | SANDBOX (sandbox_donchian_breakout) |
| TMCV.NS | RSRS_Rotation | CLOSED | 26 Aug 2026 | 27 Aug 2026 | regime_exit_bear | ₹-14.00 (-0.37%) | ₹456.00 | ₹503.50 | 0.68 | SANDBOX (sandbox_rsrs_rotation) |
| MOTHERSON.NS | RSRS_Rotation | CLOSED | 21 Aug 2026 | 24 Aug 2026 | regime_exit_bear | ₹-71.52 (-1.91%) | ₹163.59 | ₹180.63 | 0.72 | SANDBOX (sandbox_rsrs_rotation) |
| TMCV.NS | MTF_Confluence | CLOSED | 14 Aug 2026 | 18 Aug 2026 | regime_exit_bear | ₹-54.40 (-1.43%) | ₹461.58 | ₹503.29 | 0.71 | SANDBOX (sandbox_mtf_confluence) |
| TMCV.NS | Donchian_Breakout | CLOSED | 14 Aug 2026 | 18 Aug 2026 | stop_hit | ₹-84.80 (-2.23%) | ₹465.16 | ₹503.29 | 0.72 | SANDBOX (sandbox_donchian_breakout) |
| TMCV.NS | Momentum_Breakout | CLOSED | 14 Aug 2026 | 18 Aug 2026 | regime_exit_bear | ₹-44.80 (-1.18%) | ₹460.89 | ₹503.29 | 0.69 | LIVE (production_main) |
| M&M.NS | RSRS_Rotation | CLOSED | 13 Aug 2026 | 18 Aug 2026 | regime_exit_bear | ₹0.69 (0.02%) | ₹3359.73 | ₹3609.30 | 0.70 | SANDBOX (sandbox_rsrs_rotation) |
| HINDALCO.NS | MTF_Confluence | CLOSED | 13 Aug 2026 | 14 Aug 2026 | stop_hit | ₹-137.53 (-4.28%) | ₹1029.41 | ₹1136.64 | 0.75 | SANDBOX (sandbox_mtf_confluence) |
| HINDALCO.NS | Donchian_Breakout | CLOSED | 13 Aug 2026 | 14 Aug 2026 | stop_hit | ₹-137.53 (-4.28%) | ₹1029.41 | ₹1136.64 | 0.71 | SANDBOX (sandbox_donchian_breakout) |
| TECHM.NS | RSRS_Rotation | CLOSED | 12 Aug 2026 | 17 Aug 2026 | stop_hit | ₹-104.62 (-3.16%) | ₹1606.22 | ₹1753.24 | 0.71 | SANDBOX (sandbox_rsrs_rotation) |
| MOTHERSON.NS | RSRS_Rotation | CLOSED | 12 Aug 2026 | 18 Aug 2026 | regime_exit_bear | ₹-11.04 (-0.28%) | ₹164.93 | ₹180.31 | 0.76 | SANDBOX (sandbox_rsrs_rotation) |
| HINDZINC.NS | MTF_Confluence | CLOSED | 12 Aug 2026 | 14 Aug 2026 | stop_hit | ₹-146.58 (-4.14%) | ₹566.78 | ₹625.35 | 0.72 | SANDBOX (sandbox_mtf_confluence) |
| HINDZINC.NS | EMA_Crossover | CLOSED | 12 Aug 2026 | 14 Aug 2026 | stop_hit | ₹-152.58 (-4.31%) | ₹566.44 | ₹625.35 | 0.64 | LIVE (production_main) |
| LODHA.NS | RSRS_Rotation | CLOSED | 06 Aug 2026 | 10 Aug 2026 | stop_hit | ₹-160.53 (-4.26%) | ₹1204.80 | ₹1330.30 | 0.65 | SANDBOX (sandbox_rsrs_rotation) |
| M&M.NS | RSRS_Rotation | CLOSED | 06 Aug 2026 | 12 Aug 2026 | stop_hit | ₹-9.80 (-0.28%) | ₹3446.66 | ₹3655.94 | 0.66 | SANDBOX (sandbox_rsrs_rotation) |
| BAJFINANCE.NS | RSRS_Rotation | CLOSED | 06 Aug 2026 | 10 Aug 2026 | stop_hit | ₹-239.43 (-6.91%) | ₹1109.28 | ₹1224.83 | 0.66 | SANDBOX (sandbox_rsrs_rotation) |
Statistical P&L Comparison (Welch's t-test)
vs