nifty-satvik
Clean, long-horizon-only rebuild of the NiftyQuant long-horizon strategy:
sma200_slope_63 top-15 cross-sectional trend-momentum on a PIT-clean, large+mid,
solvent Nifty-500 universe.
- The plan: BUILD_SPEC.md — rebuild the code clean in a fresh
nq/ package; transplant only the data corrections, empirical history, and golden
master that can't be regenerated from a spec.
- The methodology:
skills/ — pre-registration, n_trials/DSR, the
promotion bar, the baseline_v0 anchor. Binding.
- Why a rebuild: the monorepo wove the retired v1 model into the validation +
import graph too tightly to subtract cleanly. No users → no live risk.
The two books
baseline_v1 — the pinned baseline of record (ADR-0006, dataset-pin-20260701).
sma200_slope_63 cross-sectional momentum, 63-day hold. Gross 15.46% CAGR /
Sharpe 0.667 / MaxDD −46% / ~12% after-tax. Byte-reproducible from the pinned
OHLCV. In-sample; no real capital has traded.weekly-swing 0094 — the weekly-swing book surfaced on the marketing site
("this week's scan"). NET of costs, corrected universe 2017–2026: 8.1× (₹10L → ₹81L,
+711%) / Sharpe 1.13 / CAGR 24.7% / MaxDD −42% / 59% win over 255 trades.
Reproduce: python scripts/run_bhanushali_weekly_rank.py. DSR 0.894 → below the
deflated-Sharpe gate → NOT certified. It is a registered proposal for the 2026-10-01
review + the forward wall — paper-tracked, not proven, before 20% STCG, no real capital.
Product
frontend/ — the marketing landing (src/pages/LandingV2.jsx) + the React
dashboard. The public landing serves aggregate, non-actionable stats only (no tickers,
no prices) via GET /api/landing-stats, with the "not certified · paper-tracked"
framing intact.dashboard/backend/ — FastAPI: signals, positions, trades, Kite (Zerodha) OAuth,
and the public landing_stats router (the frozen track-record / equity / weekly-scan
constants the landing renders).
Numbers discipline: every figure on the landing is reproducible from the committed
pipeline — never a chat transcript. Honesty framing (in-sample, deep drawdown, uncertified,
no real capital) is load-bearing, not decoration.
nq/data OHLCV + PIT membership mask + features (sma200_slope_63, atr, ADV, D/E)
nq/engine panel + exits (shared) + portfolio.simulate (the backtest/live engine)
nq/strategy the long-horizon scan
nq/validation cpcv / bootstrap / dsr / metrics
nq/runner live scanner
research/ pre-registered findings (NNNN-*.md), overlay registry, exports
dashboard/ FastAPI backend (signals, Kite, landing-stats)
frontend/ React dashboard + marketing landing (LandingV2)
