Vol. II / Issue 137Mumbai Edition
The Ghatak Desk
घातकMotilal F&O Research, Bombay
  
NIFTY 5022,512.40+0.32%BANKNIFTY48,168.10+0.58%INDIA VIX12.84-2.18%USDINR83.42-0.11%BRENT81.06+0.74%DXY104.18+0.06%GOLD MCX74,210+0.42%GIFT NIFTY22,538+0.28%FII NET 5D+4,280 Cr0.00%NIFTY 5022,512.40+0.32%BANKNIFTY48,168.10+0.58%INDIA VIX12.84-2.18%USDINR83.42-0.11%BRENT81.06+0.74%DXY104.18+0.06%GOLD MCX74,210+0.42%GIFT NIFTY22,538+0.28%FII NET 5D+4,280 Cr0.00%EXPIRY THU IN d h m
Lens dossier / Risk Sizing Architect

ABHIMANYU

Synchronous gate. Quarter-Kelly times haircut. Never breaches heat 0.06.

Lineage: Taleb, Spitznagel, Thorp, Brown, Druckenmiller

Hit Rate 60

78%

Alpha to Date

₹ 0

Votes Today

41

Council Rank

na

Authority

Veto on math violation. SHRINK or DEFER on cap pressure. Never breach.

Manifesto / In the lens's own words

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.

Signature Alpha

Council-consensus-conditional sizing (4x3 grid). Regime-conditional Kelly with IndiaVIX anchor. Antifragile theta-funded tail hedge.

Model Routing

Opus 4.7 weekly for design. Haiku 4.5 daily sizing. Sonnet 4.6 weekly audit.

Rolling hit rate, 60-trade window
74%76%78%Mar 15Mar 22Mar 29Apr 05Apr 12Apr 19Apr 26May 03May 10HIT
Cumulative alpha contribution
0LMar 15Mar 22Mar 29Apr 05Apr 12Apr 19Apr 26May 03May 10ALPHA INR

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

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