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First margin spike (CE or PE) → expected move estimate. CE spike = SHORT/crash. PE spike = LONG/rally.   ● <20% Small   ● 20-40% Medium   ● >40% Crash/Rally

NO SIGNAL

BE ½ off target

Signals control: Direction → Sizing → Stop → Target → Exit

Signal	Type	Direction	Description	Status	Toggle	WR%	Notes
CATEGORY A — SHORT SIGNALS (Raw DAYEND-IV) → Insight #12
A1	CE:PE Ratio > 10x	SHORT	CE/PE asymmetry — institutional call hedging	● EXEC		Sensex calibrated: 3.0x threshold
A2	CE Accel Panic > 2000/min	SHORT	Rate of CE rise spiking — earliest SHORT signal	● EXEC		Appears within 5-10 min of move
A3	PE Unwind (vel > +50/min)	SHORT	PE recovering from deep negative — put sellers unwinding	● EXEC		Contrarian — looks bullish but bearish
A4	Spot↓ PE↑ Divergence	SHORT	Spot falling but PE rising — real selling pressure	● EXEC		Distinguishes real vs market-maker fake-outs
A5	PE Raw IV Rising > +1%	SHORT	Absolute PE IV increasing — defensive positioning	● EXEC		Confirms A3 from raw data
A6	PE Accel > 2000 + Spot↓	SHORT	PE acceleration + spot falling — crash initiation phase	● EXEC		Gap #2 — earliest crash phase, put buyers initiate before call panic
CATEGORY B — LONG SIGNALS (Raw DAYEND-IV) → Insight #13
B1	CE:PE Ratio < 3x	LONG	Balanced CE/PE — no one-sided panic	● EXEC		Sensex calibrated: 2.0x threshold
B2	PE Floor Deep < -3000	LONG	Heavy theta burn — institutions NOT buying protection	● EXEC		Confirms fake-down thesis
B3	PE Decay Accel < -100/min	LONG	Put premium collapsing fast — selling exhausting	● EXEC		Leading — PE decays BEFORE spot bounces
B4	Spot↑ PE↓ Convergence	LONG	Market recovering + puts still losing — double confirm	● EXEC		Strongest long signal
CATEGORY N — NORMALIZED IV (Fixed 5 OTM, BSM-stripped) → Insights #14, #8, #4, #5
N1	Norm PE Surging + Down Day	SHORT	Real institutional put buying on OTM strikes	● EXEC		Pure signal — no BSM artifact
N2	Norm CE Surging + Up Day	LONG	Real institutional call buying — momentum conviction	● EXEC		Mirror of N1
N3	Norm PE Contained = Fake Down	LONG	PE contained on down day = no conviction	✗ REMOVED		v1.5 — fires too early, PE always contained first hour
N4	Raw/Norm Divergent = LONG	LONG	BSM artifact ≠ go long	✗ REMOVED		v1.5 — non-sequitur, 78x divergence on crash day
N5	Norm CE Surging + Down = Reversal	LONG	Speculative reversal-catching	✗ REMOVED		v1.5 — 191 take_long on 1075-pt crash
N6	Both Sides Surging	SHORT	Vol explosion — both CE+PE above surge threshold	● EXEC		Margin-forced CE covering + real PE buying
N7	NET% > 10% + PE Dominant	SHORT	Adaptive vol expansion — PE driving it = bearish	● EXEC		10% of baseline, auto-scales with IV regime
N8	NET% > 10% + CE Dominant	LONG	Adaptive vol expansion — CE driving it = bullish	● EXEC		Mirror of N7
N14	CE Slow Rise + PE Dominant	SHORT	Pre-cascade early warning — CE rising slowly while PE still dominant	● EXEC		Gap #3 — Stage 1-2 margin cascade detection before N6 fires
CATEGORY M — MIRROR SIGNALS (Rally-Side Mirrors) → Insight #21
M1	PE Acceleration Panic	LONG	PE accel > threshold + Spot rising = forced put covering on rally	● EXEC		Mirror of A2 (CE accel panic)
M2	PE Collapse + CE Surge	LONG	PE collapsing + CE surging = short put covering + upside momentum	● EXEC		Mirror of N6 (both surging on crash)
CATEGORY C — META FILTERS (Gate / Override) → Insight #15
C1	Data Maturity	GATE	No entries before 09:45 IST or 180+ ticks	● EXEC		Prevents unstable baseline entries
C2	Confluence Persistence	GATE	Signal must hold 18+ ticks (~3 min)	● EXEC		Filters fleeting spikes
C3	SHORT Overrides LONG	OVERRIDE	2+ SHORT signals active → suppress ALL longs	● EXEC		SHORT always wins when conflicting
C4	Regime Detection	GATE	CE > 80K for 30 min → trending down (only SHORTs)	● EXEC		Sensex calibrated threshold
C5	Expiry Day Adjustment	MODIFIER	Wider SL on expiry, tighter on non-expiry	● DISPLAY		Documented, not yet coded
PRE-VERDICT FILTERS → Insights #2, #3
BSM	BSM Artifact Filter	FILTER	Raw CE "rising" demoted to "neutral" if Norm CE not SURGING	● EXEC		Prevents Combo #2 on crash days. Mirror for PE.
8-COMBO VERDICT (Raw CE + PE Direction) → Insight #1
#1-#4	FDTN Combos (market tanking)	LONG	CE▲PE▲=STRONG, CE▲PE▼=TAKE, CE▼PE▲=TOW, CE▼PE▼=SKIP	● EXEC	CORE	Core FDTN filter — 92% WR with PE filter
#5-#8	FUTN Combos (market rallying)	SHORT	PE▲CE▼=STRONG, PE▲CE▲=TOW, PE▼CE▼=TOW, PE▼CE▲=SKIP	● EXEC	CORE	Mirror of FDTN
PLANNED / HYPOTHESIS (Not Yet Coded) → Insights #9, #11
N9	Margin Call Stabilization (MCS)	SHORT	CE spiked then dropped back, but PE still high = next leg loading	● PLANNED		Insight #9 — needs threshold calibration
MSI	Margin Shock Index (N10)	PREDICTIVE	First norm CE/PE spike → MSI% → expected move pts + regime + direction (SHORT/LONG)	● EXEC		Insight #11, #20 — IV expansion → move estimator
—	Multi-Timeframe Confluence	MODIFIER	5-min divergence more reliable than 1-min	● PLANNED		Needs more data before implementing
—	Expiry Day DTE Handling	MODIFIER	Dynamic windows, DTE-based thresholds	● PLANNED		Discussed but not implemented

Microstructure Signals

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