About Strota

A free, public dashboard that tracks where institutional money is flowing in Indian markets — refreshed every minute during trading hours.

What it does

Strota assembles signals retail traders normally have to chase across five different paywalled tools — FII/DII positioning, F&O open-interest buildup, bulk and block deals with named counterparties, the NIFTY option chain, insider/promoter activity, and post-market synthesis — into one navigable page. Every stock on the dashboard links to its own deep-dive page with the same data filtered to that symbol, plus the latest news.

Where the data comes from

How the synthesised insights work

The "Smart Money Take" cards and per-stock Smart Money Verdicts are produced by deterministic rules — not machine learning, not LLMs. Each rule looks at 2–3 underlying data points and fires when a specific configuration is present (e.g. heavy FII short + multi-day covering streak → short-covering setup forming). Rules are auditable; you can trace every insight back to the raw numbers on the page.

Pattern-detection tags (Long Buildup, Short Covering, Smart Money Accumulating, etc.) are backtest-validated against 376 trading days of forward Nifty/BankNifty returns. Tags that fired too rarely to validate are clearly marked experimental.

What it isn't

Strota is not investment advice and not a brokerage. The signals are descriptive pattern detections, not predictions or recommendations. Data is sourced from public archives and third-party feeds and may contain delays, gaps, or errors. Always do your own research before trading.

About the maintainer

Strota is independently built and maintained. It has no affiliation with any exchange, regulator, broker, or data provider. The dashboard is free to use; there are no walls, no logins for end users, and the only thing required to view the data is opening a browser.

Get in touch

Found a bug, want a feature, or have feedback on a signal that did or didn't age well? The project is open-source on GitHub and accepting issues/PRs.