V7 Multi-Factor Trading

Total Equity — Cash + current value of all open positions

Portfolio P&L — Total Equity − ₹500,000 initial capital. Includes unrealized + realized − all costs

Today's P&L — Change in equity since previous trading day

Drawdown — How far equity has fallen from its peak (0% = at all-time high)

Cash — Available for trading. Charges already deducted from this

Unrealized P&L — Paper profit/loss on positions still held (not yet sold)

Realized P&L — Gross profit from closed trades (before deducting charges)

Peak Equity — Highest total equity ever reached

Closed Trades — Number of completed round-trip trades

Trading Charges — Total STT + Exchange + SEBI + Stamp + GST + DP across all trades

Est. STCG (20%) — Estimated tax on net realized gains after charges (informational, not deducted from equity)

Net Realized P&L — Realized P&L − Charges. Actual profit from completed trades

Portfolio P&L = Total Equity − ₹500,000

Net Realized P&L = Realized P&L − Trading Charges

Total Equity = ₹500,000 + Portfolio P&L

STT — 0.1% on both buy and sell (equity delivery)

Brokerage — ₹0 (models Groww/Zerodha equity delivery)

Exchange — 0.00325% NSE transaction charges

SEBI — 0.0001% regulatory turnover fee

Stamp Duty — 0.015% on buy value only

DP Charges — ₹14.75 flat on sell only

GST — 18% on Exchange + SEBI + DP charges

STCG — 20% on net realized profit after charges (estimated, not deducted)

Invested — Entry price × shares (what you paid)

Value — Current price × shares (what it's worth now)

Win Rate — % of closed trades that were profitable

Profit Factor — Total gains ÷ total losses (>1 = profitable)

Score = 0.30×trend + 0.25×breadth + 0.25×(100-vol%) + 0.20×(100-dd%)

BULL — Score ≥ 70

CHOPPY — Score 40–70

BEAR — Score < 40

STRESS — Nifty DD > 15%

BULL — 60% Momentum + 30% MR + 10% Cash

CHOPPY — 30% Momentum + 50% MR + 20% Cash

BEAR — 0% Momentum + 20% MR + 80% Cash

Vol-Scaled — weight = base × (median_vol / stock_vol)

DD Scaling — 1.0x→0.7x→0.4x→0.2x (graduated)

Score — 0.50×return + 0.25×R² + 0.25×(1/vol)

Selection — Top 8 by quality score

Rebalance — Every 21 trading days

Trailing Stop — 12% from peak price

Trend Break — Exit if close < 50-day SMA

Max Hold — 42 days

Kill Switch — 4%/2d drop OR 3.5% gap → 50% size, 2d block

Vol Spike — Top 5% percentile → 40% size reduction

Entry — RSI(2) < 3

Profit Target — +10% (skipped on strong bounce)

Strong Bounce — RSI(14) > 70 → trailing-only exit

Stop Loss — -10% from entry

Trailing Stop — Activates at +5%, triggers at -3% from peak

Time Exit — 15 days (+3d if momentum > 1%)

Bear Mode — No 200 SMA filter (allows more MR trades)

Max Positions — 8 MR + 8 Momentum

Sector Cap — Max 3 per sector

Cooldown — 10 days per stock after exit