The Report

This report is generated after analysing daily data of NSE India stocls listed on F&O (Futures and Options) segment. The idea is to identify short term trading opportunities and take positions in futures of the stocks concerned. Considering there are over 170 stocks just for NSE, manually doing so is out of question. The opportunities that follow are quantification of the general trading rules I follow. This report is generated much before the market open so as to allow me enough time to check the output and place any limit orders. Not intended to be trading advice

Random Forrest Model Downside probabilities

Top Longs

Date Close ticker DOWN ROC Accuracy Mlot Margin
2016-05-02 460.35 LICHSGFIN 0.058 0.7701136 0.7454545 1100 85000
2016-05-02 958.70 AMARAJABAT 0.192 0.7637489 0.7142857 600 86000
2016-05-02 1055.80 DIVISLAB 0.226 0.7855284 0.7321429 600 93000
2016-05-02 7053.75 BAJFINANCE 0.316 0.7680683 0.7857143 125 131000
2016-05-02 90.45 DISHTV 0.332 0.7766347 0.7142857 5000 81000
2016-05-02 238.40 HEXAWARE 0.348 0.7702560 0.7321429 2000 86000

Top Shorts

Date Close ticker DOWN ROC Accuracy Mlot Margin
2016-05-02 718.20 KOTAKBANK 0.958 0.7830458 0.7321429 700 74000
2016-05-02 32.25 ADANIPOWER 0.946 0.8069215 0.7142857 20000 106000
2016-05-02 64.35 PTC 0.882 0.7713183 0.7857143 8000 87000
2016-05-02 39.30 UCOBANK 0.878 0.7975641 0.7142857 10000 85000
2016-05-02 594.90 UPL 0.870 0.7760292 0.7321429 1000 74000
2016-05-02 335.30 OIL 0.842 0.7684307 0.7500000 1200 61000

Select trades for the day

The following chart shows potential trades for today and their risk/reward in money for futures.

Trade Table

Date ticker Close Entry Target SL Risk Reward RR TradeType Direction PercentGain Mlot Margin RiskMoney ProfitMoney DOWN ROC Accuracy
2016-05-02 KOTAKBANK 718.20 718.440 685.867 728.241 9.801 32.573 3.323 OverBought Short 4.535 700 74000 6860.728 22801.1 0.958 0.7830458 0.7321429
2016-05-02 INFRATEL 375.65 377.172 361.259 384.338 7.166 15.913 2.221 SMADown Short 4.236 1300 83000 9316.148 20686.9 NA NA NA
2016-05-02 ADANIPORTS 232.95 232.450 247.484 226.306 6.144 15.034 2.447 SMAUp Long 6.454 1600 71000 9829.846 24054.4 NA NA NA
2016-05-02 JPASSOCIAT 7.40 7.363 7.970 7.051 0.312 0.607 1.947 OverSold Long 8.203 48000 73000 14965.747 29136.0 NA NA NA

Individual Trades On Daily Chart

Top Gainers

## Joining by: c("Date", "Close", "ticker")
Date Open Hi Lo Close Turnover ticker returns vol DOWN ROC Accuracy Mlot Margin
2016-05-02 962.90 1092.20 962.90 1083.00 37584.79 SRTRANSFIN 14.865 3.725 NA NA NA NA NA
2016-05-02 541.65 599.75 538.30 594.90 48739.66 UPL 10.597 2.883 0.870 0.7760292 0.7321429 1000 74000
2016-05-02 275.50 299.95 274.40 296.15 11899.26 DABUR 7.379 2.105 0.644 0.8016519 0.7500000 2000 79000
2016-05-02 102.50 111.60 102.25 110.70 32782.93 VEDL 6.647 3.688 NA NA NA NA NA
2016-05-02 71.65 76.00 70.95 75.35 13340.50 LTFH 5.164 2.560 NA NA NA NA NA

Top Losers

## Joining by: c("Date", "Close", "ticker")
Date Open Hi Lo Close Turnover ticker returns vol DOWN ROC Accuracy Mlot Margin
2016-05-02 227.30 230.50 225.4 226.75 75223.28 ICICIBANK -4.305 2.772 NA NA NA NA NA
2016-05-02 86.80 86.80 83.7 84.15 5811.78 PNB -3.220 2.337 NA NA NA NA NA
2016-05-02 86.15 86.45 83.0 83.40 13394.34 HDIL -3.136 2.963 NA NA NA NA NA
2016-05-02 91.90 92.00 89.8 90.10 3109.93 BANKINDIA -2.595 2.217 NA NA NA NA NA
2016-05-02 3080.95 3080.95 3005.0 3011.80 6452.97 DRREDDY -2.490 1.032 NA NA NA NA NA