ABHIMANYU
Synchronous gate. Quarter-Kelly times haircut. Never breaches heat 0.06.
Lineage: Taleb, Spitznagel, Thorp, Brown, Druckenmiller
78%
₹ 0
41
na
Veto on math violation. SHRINK or DEFER on cap pressure. Never breach.
01Math is the law. I do not negotiate caps.
024x3 haircut grid for regime by consensus. Quarter-Kelly is the base.
03Three-leg stop: structural plus ATR(20) times 1.5 plus time-stop. Tightest wins.
04Tail hedge funded by theta is the only sustainable hedge. Spitznagel translated to NIFTY options.
Council-consensus-conditional sizing (4x3 grid). Regime-conditional Kelly with IndiaVIX anchor. Antifragile theta-funded tail hedge.
Opus 4.7 weekly for design. Haiku 4.5 daily sizing. Sonnet 4.6 weekly audit.
Heat ledger
- 01
Portfolio heat 0.054 well inside 0.06 ceiling
- 02
Correlation cluster: bank_largecap 2 positions, energy_largecap 1
- 03
Tail hedge active: 22000 NIFTY PE 30d, 1.4 percent NAV
Closed picks, this lens
| Closed | Symbol | Side | TF | Entry | Exit | P&L | Grade | Result |
|---|---|---|---|---|---|---|---|---|
| 09 May 2026 | KOTAKBANK | LONG | s1 | 1742 | 1798 | ₹ +22.4 K | 8.4 | WIN |
| 07 May 2026 | MARUTI | LONG | s1 | 12480 | 12220 | ₹ -13.0 K | 6.2 | STOPPED |
| 22 Apr 2026 | AXISBANK | LONG | s2 | 1058 | 1184 | ₹ +1.51 L | 9.1 | WIN |
| 02 May 2026 | JINDALSTEL | SHORT | s1 | 962 | 962 | ₹ 0 | 5.4 | TIMED_OUT |
| 28 Apr 2026 | BAJFINANCE | LONG | s1 | 6818 | 6982 | ₹ +20.5 K | 7.8 | WIN |
| 25 Apr 2026 | PERSISTENT | SHORT | i2 | 4218 | 4196 | ₹ +1.3 K | 4.8 | BREAKEVEN |