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NIFTY QUANTITATIVE EDGE & PROJECTION SUITE
Next Session Projection (CPR & ATR Bands)
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Expected Low
-
Close - 0.85 ATR
Central Pivot (P)
-
TC: - | BC: -
Expected High
-
Close + 0.85 ATR
14-Day ATR Volatility: - pts | CPR Width: - pts (-%)
Option Seller Safe Strike Selector (Theta Band)
Tuesday Expiry Mode
68% Safe Probability (1σ)
Sell Put -
Sell Call -
95% Safe Probability (2σ)
Sell Put -
Sell Call -
Calculated using institutional standard deviation over historical Tuesday expiry volatility.
Day-of-Week Directional Edge & Range Matrix
Day Sessions Tested Bullish Win Rate Avg Daily Range (H - L) Avg Points Move (UP/DN) Directional Bias
Gap Fill & Retracement Probability

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Historical Gap-Fill Rate (Gaps $\ge$ 40 pts)
• Total Gaps Identified: -
• Filled in Same Session: -
• Strategy: High fill rate indicates strong mean-reversion on morning opens.