Reproducible research notes and plain-English guides: real NSE data, period-correct costs, every signal taken. No cherry-picked windows, no screenshots of a good month.
A broker's AI assistant designed a double-bottom breakout and called it a significant edge — with no backtest. We ran it on 97 NIFTY 100 stocks with real costs; it barely clears break-even.
Demat accounts grew ~5x since 2020 to over 23 crore, NSE crossed 13.1 crore investors, and retail algo trading went live in April 2026. The verified numbers — and the one gap they leave open.
9½ years of NIFTY, every signal taken, period-correct brokerage, STT and slippage. The edge is real — what's left after costs is not what the screenshots promise.
Look-ahead, survivorship, ignored costs and curve-fitting — what each is, how it inflates the result, and a checklist to tell a real edge from a hypothesis.
The full cost stack — STT on the sell side, brokerage per order, exchange charges + GST, and the two costs no backtest models: slippage and impact.
Why 77% over 31 trades is statistically indistinguishable from 63% — standard error, confidence intervals, and why regime coverage beats calendar time.
The current Indian cost stack, cash-settlement, the Deflated Sharpe Ratio and Probability of Backtest Overfitting — why most retail backtests overstate returns.
What a backtest actually does, why fees and slippage matter, and how to read the result honestly.
What a trustworthy NIFTY/SENSEX options backtest needs, and how to read the result honestly.
Build and backtest a 9/21 EMA crossover options strategy on NIFTY — free, in plain English.
What a NIFTY short straddle is, its risks, and how to see its payoff free with the strategy builder.
The four legs, defined risk and breakevens of a NIFTY iron condor — plus a free payoff visualiser.
Trading BSE SENSEX index options systematically — what's different from NIFTY.
Every NIFTY/SENSEX options strategy — directional, neutral, debit, credit — with payoffs and breakevens.
Bullish debit spread: buy a lower call, sell a higher call. Limited risk and reward.
Bullish credit spread that collects net premium with defined risk.
Bearish credit spread with capped risk and reward.
Bearish debit spread: buy a higher put, sell a lower put.
Buy an ATM call and put to profit from a big move either way — fully backtestable in Shastra.
Sell an OTM call and put to collect premium in a quiet market — undefined (unlimited) risk.
Plain-English explainer: what algorithmic trading is, how it works, and why Indian retail traders use it.
How to build and test trading strategies without writing code, using plain English.
A step-by-step starting point — from idea to backtest to verification on real historical data — without risking real money.
What's allowed, what isn't, and how SEBI's framework treats retail algo trading.
The 2025 retail-algo framework and what changes for brokers and traders by April 2026.
The real risks of automated options trading — and how verifying on real historical data first reduces them.
How to approach algo trading the compliant way under India's current rules.
How Algoshastra compares for no-code, education-first options traders.
An AI-native, verification-first take on no-code strategy building.
Backtesting and strategy verification without assuming you're already an expert.
Type your own rule in plain English. Get a costed backtest, a Trust Score, and the honest verdict — in about 60 seconds. Three verifications free, no card.
Educational information only, not investment advice. Options trading involves substantial risk; past or simulated results do not guarantee future outcomes.