Strota Research

Real money drama — scams, layoffs, debt, windfalls and family fortunes — reported and told well.

Four attempts to beat intraday trading costs failed -- the barrier is the fill, not the signal

Cheaper instruments, delayed entries, sweep-and-reverse chart patterns and stacked indicator filters were all tested on Indian equities. None cleared costs, and three failed for reasons that had nothing to do with their signals.

A rare positive in our backtests: deep gap-down buying cleared the cost wall, at retail scale only

Over the tested history, a long-only book buying Nifty 500 names that opened 5-7% down returned about 10-13bp per calendar day at Sharpe 1.1-1.5 — with survivorship, tail risk and a hard capacity ceiling attached.