All four institutional legs moved the same way today (session-over-session deltas):
Client (retail) is on the opposite side — structurally true on every sync day in our data.
Tested on top of the base stack above. Small samples — treat as filters, not guarantees.
Stretch stack: Above + DII opposite + options-led + avoid Mon/Tue signal → 5–6/7 (~83%) hold-to-close. ~~6 trades/year (fewer, sharper).
FII cash-market net (NSE FII/DII cash, not F&O). Stage 1 already knows this leg — cash agreeing with F&O direction is the full institutional picture. Needs a daily number from you when NSE blocks the server.
Triangle when live: FII+Pro F&O sync · Client opposite · DII opposite · Cash confirms.
Gap AGAINST positioning at the open — shakeout day. Overnight hit rate 0% with positioning in our sample.
Waiting for 12:15 only recovers ~52% on those days — not enough edge. Full day is worse (~31%).
Do not trust the open on gap-against sync days.
High conviction + gap WITH + |gap| < 0.5% → hold to close. Roughly ~9 setups/year.
Did price act as per positioning? Measure from signal-day close → next session. The edge is in which days you take and which clock — not trading every sync day at the open.