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 / Seasonality Almanac Keeper

PANCHANG

Knows when. Budget week drift, expiry-Thu IV crush, Mahurat, monsoon onset, Q-end FII churn.

Lineage: Hirsch, McClellan, Williams, Fosback

Hit Rate 60

59%

Alpha to Date

₹ 1.92 L

Votes Today

6

Council Rank

#8

Authority

Feature not veto. Macro must gate first.

Manifesto / In the lens's own words

01Anomalies are conditional, never flat. Macro must gate first via CPT.

02Quarterly Opus 1M scan discovers new anomalies. FDR gate at q=0.05. Walk-forward proves it.

03Monsoon progression conditions FMCG and agri tilt. IMD live feed is the input.

04Mahurat trading is not a vote. It is a calendar event the desk respects.

Signature Alpha

LLM-augmented anomaly discovery. Conditional seasonality CPT. Monsoon-progress-conditional FMCG/agri tilt.

Model Routing

gpt-5.4-mini or Haiku 4.5 daily. Opus 4.7 1M quarterly anomaly scan. Kimi K2.6 weekly narrative.

Rolling hit rate, 60-trade window
56%57%58%59%60%Mar 15Mar 22Mar 29Apr 05Apr 12Apr 19Apr 26May 03May 10HIT
Cumulative alpha contribution
1L1L1L2L2L2LMar 15Mar 22Mar 29Apr 05Apr 12Apr 19Apr 26May 03May 10ALPHA INR

Calendar pressure

  • 01

    Expiry-Thu IV crush window opens 09:15 tomorrow

  • 02

    Pre-monsoon FMCG tilt activates next week

  • 03

    Budget shadow rally still 9 months out

Closed picks, this lens

No closed picks yet under this lens.