Trade Autopsy · 2026-02-02 → 2026-08-07
129 option and 13 futures round-trips analyzed. 44 BANKNIFTY fills set aside (coming soon). 12 stock F&O fills set aside (roadmap).
Expectancy by condition: +₹4,534 per trade on open days, −₹2,009 on chop days — same trader, different market.
Chop day entries cost you ₹86,400
43 trades taken on chop days — range-bound sessions with no sustained direction, with a 19% win rate. Without them your net P&L would have been +₹204,850 — this one habit is roughly 42% of your potential P&L.
Chop days were your most expensive condition — 43 trades, only 19% won.
Day structure = overnight gap + opening range, computed fresh for each session from exchange data.
43 trades across 27 sessions won 19% — your single most expensive condition.
43 TRADES · 27 SESSIONS · CONFIDENCE HIGH
17 positions opened within 10 minutes of a loss won 12% vs 48% for everything else. After two straight losses your size also grew 38% above baseline.
17 OCCURRENCES · 12% HIT RATE · CONFIDENCE HIGH
From the third trade of a session onward the win rate drops to 31% vs 49% on the first two.
39 TRADES · CONFIDENCE HIGH
21 entries in this window won 24% — your worst time of day.
21 TRADES · CONFIDENCE HIGH
Expiry-day entries won 35% vs 51% on other days.
52 TRADES · CONFIDENCE HIGH
Findings overlap — a revenge trade on a chop day counts in both buckets. Amounts rank severity; they don't add up.
Were your index's major constituents (vs session VWAP) agreeing with your direction when you entered?
Entering with the heavyweights on your side won 56% vs 29% against them — alignment mattered in your trades.
Coverage: 100% of trades.
All entries, bucketed by clock time.
The 12:30–13:30 window hurt most (24% win rate); your best window was 10:30–11:30.
Detected from your order timestamps and position sizes alone.
Revenge-trading pattern detected.
Where your trading actually works — protect these conditions.
Your edge is real and it lives in open days (61% win rate) and the 10:30–11:30 window (54%) — protect it.
How long you sit in winners vs losers.
Winners held 68m vs losers 31m — you let winners run and cut losses faster. That's the healthy direction.
Your first two trades of a day vs everything after.
From your 3rd trade of the day onward, the win rate drops to 31% (vs 49% on the first two) — the tape gets expensive after trade two.
Losing days ranked by damage.
Just 3 days caused 57% of your total losses. Damage control on your worst days matters more than perfecting your average ones.
Entries on the option's own expiry day vs other days.
Expiry-day entries won 35% vs 51% on other days — expiry is costing you.
Where your edge actually lives, by how you express it.
The same option days from expiry is a different instrument — gamma, theta and your results all change with distance.
Same trader, five different markets.
Your entries, split into VIX terciles.
Median VIX on winners: 14.9 · on losers: 15.3. ✓ No edge — VIX level shows no meaningful effect in your trades.
Live snapshot before you enter.
This snapshot runs live all session for members — plus your own record on days like today, before you enter a trade.
Join the beta — by inviteFull access from day one · no card needed
Post it or don't — it never includes rupee amounts, only the percentage. Download it as an image or share it straight to WhatsApp / X.
Not advice — hypotheses your own data can settle over the next quarter.
Context coverage: 100% of trades · verification: 142 checked, 0 failed session check.
Sample report — simulated trades, real report structure.
Day-structure and breadth context computed for all trades.
Positioning factors (OI walls, PCR): arriving as our market-data archive expands.
Method & data handling: executions from your tradebook are matched into round-trip positions per instrument; each session is joined to the day label Vyloka recorded for it — the archive is fixed at write time and never restated. P&L comes from your file's own fill prices; brokerage and taxes appear only if your file includes them. Your raw file is parsed in memory and never stored — this report holds derived numbers only. Vyloka never holds broker credentials and cannot see or place orders.
Every number above recomputed on your own trades — which conditions eat your P&L, in rupees.
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Any broker · CSV, Excel or PDF · we only see the file, never your broker login
Vyloka shows market conditions and your own statistics. It never tells you what to buy or sell. Nothing here is investment advice, and Vyloka is not a SEBI-registered investment adviser or research analyst.
Derived analytics only — no raw market data is displayed or redistributed. Generated sample data · support@vyloka.com