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Indian Markets · Educational Research

Educational research, historical backtests, and rule-based market studies for Indian equity and F&O learners. Built like an institutional research desk — without recommendations, signals, or calls.
Browse the Strategy ListView the Flagship Study

Educational research only. Not investment advice, trading advice, signals, calls, or recommendations.

RESEARCH/SENSEX-NIFTY/FLAGSHIP
Historical
Flagship SENSEX + NIFTY Strategy
Backtest window · 14 Aug 2023 – 18 Aug 2026
0500000010000000Cumulative day-wise equity (historical, ₹)
Historical Profit
₹0
Max DD
₹0
Historical Win Rate
0.0%
Trading Days
0
Historical backtest only. Net of stated assumptions. Not indicative of future results. Not a recommendation.
Educational research onlyNot investment adviceNot trading adviceNo callsNo tipsNo signalsNo recommendationsHistorical studies onlyIndependent validation required
Growing
Research Archive
Multi-Year
Historical Studies
Indian
Equity & F&O Markets
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Our Flagship StrategyIntradaySENSEX + NIFTY
SENSEX + NIFTY·Intraday

Flagship SENSEX + NIFTY Strategy

An intraday historical strategy study of a 22-component SENSEX + NIFTY basket, documented across 740 trading days with a full historical dashboard.

Hist. Profit
₹0
Hist. Max DD
₹0
Hist. Win Rate
0%
Hist. Days
0
Historical data · 14 Aug 2023 – 18 Aug 2026Updated 19 Aug 2026
Date added · 19 Aug 2026117 views
View backtest results →
Historical studyPremium
PremiumOvernightSENSEX + NIFTYHistorical Study
SENSEX + NIFTY·Positional

Overnight SENSEX + NIFTY Strategy

A historical overnight strategy study combining SENSEX and NIFTY frameworks, built for learners who want to study rule-based overnight market behaviour using backtested results, dashboard metrics, drawdowns, and day-wise performance analysis.

Hist. Profit
₹0
Hist. Max DD
₹0
Hist. Win Rate
0%
Hist. Days
0
Historical data · 14 Aug 2023 – 18 Aug 2026Updated 19 Aug 2026
Date added · 19 Aug 2026117 views
View backtest results →
How OptionScience Research Works

Every study moves through the same five stages. The full process is documented inside the report itself so an independent learner can scrutinise the assumptions and replicate the work.
01
Hypothesis

Frame a precise, falsifiable research question about market behaviour.

02
Historical Backtest

Apply a transparent rule framework across multiple regimes using clean, survivorship-aware data.

03
Assumptions

Document brokerage, slippage, taxes, liquidity filters, and sizing rules openly.

04
Risk Review

Stress equity curves through worst drawdowns and call out where the framework would have failed.

05
Educational Report

Publish the full study with limitations and an independent validation checklist — never a signal.

Built for Study, Not Signals

OptionScience publishes research papers, historical case studies, and educational playbooks. You are purchasing access to documented research — not trading calls, not personalised guidance, not a signal service. There are no live alerts, no price targets, and no “use this tomorrow” framing anywhere in our work.
  • Educational research only — no calls, tips, or signals
  • Transparent rule frameworks with documented assumptions
  • Independent validation checklist included with every study
  • No personalisation by capital, risk profile, or portfolio
What you'll find inside a report
Educational objective & historical market context§01
Historical rule framework with backtest conditions§02
Cost, slippage, brokerage & liquidity assumptions§03
Drawdown periods and risk observations§04
Monthly returns heatmap and trade distribution§05
Limitations, what-can-go-wrong, validation checklist§06
Sample illustration. Historical educational data only.