📈 OI Switch Backtest Dashboard
Analyze historical performance of OI switch signals
📊 Total Switches
177682
🎯 Bullish Hit Rate (PE→CE)
100.0%
(6/6)
🐻 Bearish Hit Rate (CE→PE)
0%
(0/2)
📉 Performance by Signal Type
🟢 Bullish (PE → CE)
100.0%Average Return
1.37%
Median Return
1.37%
Sample Size
6
🔴 Bearish (CE → PE)
0%Average Return
1.37%
Negative = Correct bet
Median Return
1.37%
Sample Size
2
🏆 Top Symbols by Signal Count
| Symbol | Signal Count | Avg Flip Mag |
|---|---|---|
| NIFTY | 11092 | 0.3635 |
| BANKNIFTY | 9468 | 0.3874 |
| MIDCPNIFTY | 3748 | 0.3716 |
| FINNIFTY | 2930 | 0.3999 |
| CANBK | 1187 | 0.2467 |
| ADANIENT | 1172 | 0.3144 |
| LT | 1147 | 0.3009 |
| SBIN | 1123 | 0.2553 |
| DIXON | 1110 | 0.2928 |
| RELIANCE | 1094 | 0.2666 |
| MCX | 1056 | 0.2723 |
| TATASTEEL | 1055 | 0.2513 |
| HAL | 1055 | 0.2656 |
| HDFCBANK | 1043 | 0.2733 |
| IOC | 1038 | 0.2393 |
| ONGC | 1035 | 0.2770 |
| TITAN | 1019 | 0.2848 |
| TVSMOTOR | 1017 | 0.2681 |
| GODREJPROP | 1011 | 0.3107 |
| TCS | 1004 | 0.2725 |
🎯 Performance by Moneyness
ATM
25301
Avg Mag: 0.2523
DEEP_ITM_CE
22959
Avg Mag: 0.3857
DEEP_OTM_CE
21725
Avg Mag: 0.4114
ITM_CE
58824
Avg Mag: 0.2561
OTM_CE
48873
Avg Mag: 0.2874
💡 Trading Recommendations
🎯 Best Signals
- ATM strikes with flip magnitude > 0.15
- Short Cover (SC) signals
- Label magnitude > 100
⚠️ Weak Signals
- Deep OTM/ITM strikes
- Flip magnitude < 0.05
- Low volume options
📅 Best Timeframe
- 1-3 days after signal
- 7-15 days to expiry
- Combine with technical analysis