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Seasonality · register hua 2026-09-05

Mahine Ka Shuruaati Session — aage kya hua

Jawab

Sample mein 356 dates par 64,533 events hain. Ek hi din ki bheed ko ginne ke baad yeh 9,638 effective observations bante hain. Shart ke baad 45.1% maamlon mein close upar raha. Horizon 5 trading days ka hai. Unhi dates par matched market control ke liye yeh figure 43.4% tha. Yaani +1.8pp ka farak, control se zyada baar. Iska 95% interval +0.6 to +3.0pp hai.

Kam se kam 300 effective observations. Daur ke dono hisson mein sign ek jaisa. Batane layak, par headline banane layak nahi. Grade kaise tay hote hain.

Theek-thaak sampleData 2026-08-06 tak.
Beete samay mein bahut saare stocks mein koi cheez kitni baar hui, uski ginti aur uncertainty saath hain. Har figure ek matched market control se milaya gaya hai. Yeh agle event ki prediction ya kisi security ki sifarish nahi hai. Saara price data kam se kam 30 din purana hai.
Matched market control se farak, 5 trading days
+1.8pp
95% interval +0.6 to +3.0pp
Dekha gaya 45.1%Matched control 43.4%Charges cover karne ke liye zaroori 55.6%

Seedhe shabdon mein. Yeh mahine ka teesra trading session tha. Share apne 100-day average price ke upar close hua.

t is the third trading session of its calendar month (session_offset = 2)
AND close[t] > sma(close, 100)[t]

5 September 2026 ko likha gaya, naapne se pehle. Headline pehle se chuni gayi beech wali setting par hai: mahine ka teesra trading session aur 100-day average price. Registration log dekhiye.

Yeh kis sample par tika hai

Sample

Events64,533raw ginti
Effective observations9,638design effect 6.70
Alag securities2,189
Alag dates356
Ginti ki asli keemat. Wahi events 2 design mein gine gaye hain. Bina control ke, ek din fire hue sab events ek hi market move baant-te hain. Control ke saath, woh saajha move ghata diya jaata hai.
DesignEk din ka correlationDesign effectEffective observations
Raw rate, bina control0.12723.932,697
Control ke saath joda hua (published)0.0326.709,638
Daur2011-10-05 se 2026-08-05
Har date par average events181.3
Sabse chhota farak jo yeh sample pakad sakta hai+1.4pp
Censored observations1.7%
Ek quarter ka sabse bada hissa4.2%
Ek security ka sabse bada hissa0.2%
Ek sector ka sabse bada hissauplabdh nahi
Har event par liye gaye controls16.6
Control match ki qualityrung 0: 20.8% · rung 1: 34.8% · rung 2: 27.4% · rung 3: 13.9% · rung 4: 3.2%

Public daily bhavcopy mein purani dates ka sector data nahi hai. Isliye sector-concentration check nahi chal saka. Sector-matched version bhi nahi hai. Agar pattern asal mein poore sector ka ek saath chalna hai, toh yeh sample use nahi pakadta. Iska matlab.

Har horizon, apne control ke saath

Har horizon, uske control aur uske interval ke saath. Aakhri column woh frequency hai jo wahi bracket sirf published charges cover karne ke liye maangta. Yeh charge schedule par arithmetic hai. Yeh bhavishya ka koi daava nahi hai.
Trading daysDekha gayaMatched controlFarak95% intervalMedian badlavExcess median2% par break-even
141.9%40.9%+1.1pp0.0 to +2.2pp−0.34%−0.02%55.6%
345.4%44.2%+1.2pp+0.2 to +2.4pp−0.35%+0.06%55.6%
545.1%43.4%+1.8pp+0.6 to +3.0pp−0.50%+0.02%55.6%
1047.5%45.3%+2.1pp+0.4 to +3.6pp−0.39%+0.21%55.6%
2049.7%46.5%+3.2pp+1.8 to +4.3pp−0.05%+0.64%55.6%

Distribution hi jawab hai

5-day badlav kahan gira — shart, apne matched control ke saamne
−15.5%0+17.0%
Shart ke baadMatched control| Khadi line: usi window mein eligible universe ka median
64,533 events (9,638 effective observations) ka historical distribution, 2011-10-05 se 2026-08-05. Tulna ke liye matched market control bhi dikhaya gaya hai. Beete samay ki frequencies forecast nahi hain.
Distribution hi jawab hai. Ek 54% frequency jiska 10th percentile −11% ho, woh us 54% se alag fact hai jiska 10th percentile −2% ho.
Daysp10p25Medianp75p90Trimmed meanSabse upar ka pointSabse neeche ka point
1−2.9%−1.6%−0.34%+1.0%+2.7%−0.20%+1.3%−1.5%
3−4.8%−2.6%−0.35%+2.1%+5.3%+0.02%+2.5%−2.6%
5−6.6%−3.4%−0.50%+2.6%+6.8%−0.15%+3.2%−3.4%
10−8.7%−4.5%−0.39%+4.3%+10.2%+0.32%+4.8%−4.7%
20−11.7%−6.0%−0.05%+6.9%+15.4%+1.15%+7.0%−6.8%

Saal dar saal, aur market ki haalat ke hisaab se

Saal dar saal. Jo asar sirf kuch saalon mein ho, woh ek daur hai, base rate nahi. Use usi tarah chhapa jaata hai.
Saal2011201220132014201520162017201820192020202120222023202420252026
Farak+1.1pp+5.6pp+2.2pp−3.8pp+1.0pp+3.9pp+1.5pp−1.2pp+0.2pp−2.5pp+2.9pp+2.1pp+2.9pp+2.9pp−0.4pp+5.4pp
Effective n673663014624063894834244195198659407441,547999631
6 market states 2 bantwaaron se bante hain. Pehla, event ki date par eligible universe ki reference line apne 200-day average ke upar thi ya neeche. Yeh trailing average hai, jo us din pata hota hai. Doosra, us din ki volatility poore sample daur mein kahan baithi. Volatility band poore sample ka label hai. Ise sirf in results ko baantne ke liye use kiya gaya, kabhi event chunne ke liye nahi. Isi se 6 cells 15 saalon mein tulna laayak bante hain.
Market, apne 200-day average ke saamneVolatilityFarakEffective n
Uparsabse neeche ka tihai−10.2pp31
Uparsabse upar ka tihai−2.7pp269
Neechesabse neeche ka tihai+3.5pp2,425
Neechebeech ka tihai+1.4pp3,601
Neechesabse upar ka tihai+1.6pp3,285

Robustness

Kya yeh dabaav jhel paata hai?

Yeh is pattern ke 25 pre-registered variants mein se ek hai. Yeh is site ke 1,125 tests mein se bhi ek hai. Neeche ke figures isi ke hisaab se adjust kiye gaye hain.

Daur ka pehla aadha+1.0ppMedian event date par baanta gaya.
Daur ka doosra aadha+2.5pp
Dono aadhon mein ek hi signhaanJo asar sirf ek aadhe mein ho, woh ek daur hai, base rate nahi.
Ek hi sign wale saal16 mein se 12
Bina overlap wala subsample+1.8ppHar security ka har window mein ek hi event, taaki koi 2 observations din saajha na karein.
Published charges ke baad+2.0ppKoi move tabhi gina gaya jab usne round-trip charge paar kiya.
Censoring ka sabse bura haal+1.1ppHar censored observation ko loss gina gaya.
Parameter grid ka median+1.4ppHeadline grid median se door hai — ise knife edge ka nishaan mila hai.
Ek session baad shuru karna+1.7ppKai session wala pattern isse bach jaata hai. Pehle bar ki chaal se bana bhram nahi bachta.
Placebo: wahi securities, be-mel dates+0.9ppYeh zero ke paas hona chahiye. Agar nahi hai, toh method khud farak bana raha hai.
Sector-matched variantuplabdh nahiPublic bhavcopy se sector ka point-in-time classification dobara nahi banaya ja sakta.
Multiple-testing adjusted p0.0018False-discovery adjustment ke baad bhi tikta hai.
Poora declared grid, sirf beech ka nahi — session ka number neeche, average ki lambai aade
session ka number2050100150200
0−1.0pp−0.2pp+0.5pp+0.8pp+0.8pp
1−0.7pp+0.4pp+1.4pp+1.7pp+1.7pp
2+0.1pp+0.9pp+1.8pp+1.7pp+1.7pp
3−0.4pp+0.4pp+1.5pp+1.6pp+1.8pp
4+0.4pp+1.8pp+2.8pp+2.9pp+3.0pp

Asli pattern aas-paas ki settings par ek samtal maidan jaisa hota hai. Shor ke beech akela chamakta cell ek threshold ka bhram hota hai. Ghera hua cell pehle se declare kiya gaya beech ka cell hai. Headline usi cell se li jaati hai, chahe woh sabse mazboot ho ya nahi.

Quality checks

Har quality check, aur is sample ne uske saamne kya naapa. Sample inme se kisi ek mein bhi fail ho, toh koi rate nahi dikhaya jaata. Sample kitna bhi bada ho.
CheckZarooriYeh sampleNateeja
Effective sample size>= 1009638paas
Alag event dates>= 60356paas
Alag securities>= 252189paas
Calendar ka faasla>= 5 years14.8 yearspaas
Ek quarter ka sabse bada hissa<= 20.0%4.2%paas
Ek security ka sabse bada hissa<= 5.0%0.2%paas
Censoring rate<= 2.0%1.7%paas
Relaxation rung 3-4 par events<= 20.0%17.0%paas

Yeh kya nahi batata

  • Yeh nahi batata ki aage kya hoga. Base rate beete events ke ek sample ka bayaan hai. Bhavishya us sample se nahi nikalta.
  • Yeh kisi security ki pehchaan nahi karta. Yeh figures saalon tak saikdon securities ka jod hain. Inse kisi ek security ka bartaav nahi nikala ja sakta.
  • Yeh aapke kharche, aapki position size ya aapka tax nahi ginta. Yeh bhi nahi ginta ki aap loss ka daur kitna jhel sakte ho. Break-even column sirf published charges cover karne ki zaroori frequency dikhata hai. Usme slippage, impact aur aapki apni koi baat shaamil nahi.
  • Control se farak koi edge nahi hai. Yeh ek sample ke baare mein observation hai, uncertainty ke saath naapa hua. Woh observation aage bhi tike, yeh zaroori nahi.
  • Interval number se zyada maayne rakhta hai. Jahan interval mein zero aata hai, wahan yeh sample pattern ko market se alag nahi kar paata.
  • Sample size jaisa dikhta hai, waisa nahi hota. Ek hi din ke events aapas mein azaad observations nahi hain. Upar dikhaya gaya effective sample size dekhiye.

Is page ke sawaal

Matched control kya hai, aur har number ke saath ek kyun hai?

Har event ke liye usi date ke milte-julte securities liye gaye. Unka price band, realised-volatility band aur traded-value band wahi tha. Par unhone khud shart poori nahi ki thi. Is daur mein Indian market lagbhag har 3 rolling 20-din windows mein se 2 mein chadha. Isliye koi bhi long-side pattern lagbhag 60% ke paas frequency dikhata hai. Akele us number ka koi matlab nahi. Chhapne laayak number dono ka farak hai, koi ek nahi.

Effective sample events ki ginti se chhota kyun hai?

Ek hi din ke events azaad observations nahi hain. Sab ek market move baantte hain. Effective sample size is baat ko ginta hai. Har interval aur check isi ko use karta hai, raw ginti ko nahi.

Kya yeh batata hai ki agli baar kya hoga?

Nahi. Yeh figures sample mein beete events ginte hain. Har result ke saath uncertainty hai. Yeh agla event predict nahi karte, na kisi security ki sifarish karte hain.

Kya isse charges cover hote?

Break-even column ek symmetric 2% target aur stop ke liye ek frequency dikhata hai. Itni frequency sirf published charges cover karne ke liye chahiye. Is page par woh level 55.6% hai, jabki dekha gaya figure 45.1% tha. Isme slippage, impact aur aapki apni koi baat shaamil nahi. Yeh sab ise galat taraf le jaate hain.

Shabdon ka matlab · Apne bracket ke liye zaroori frequency nikaalo

Agla kadam

Yeh figure kaise bana

Point-in-time universe, usi dates se liya gaya matched control, aur interval. Saath mein woh quality checks jo koi bhi rate dikhane se pehle sample ko paar karne hote hain.

Methodology padho

Source. NSE daily bhavcopy. Data 2026-08-06 tak. Stock list: point-in-time, har date par jaisi thi. 2026-09-05 ko naapa gaya. Kaise naapa jaata hai · Shabdon ka matlab · Yeh figures download karo, CC BY 4.0 licence ke tahat.

Yeh beete samay ki frequencies hain. Yeh forecast nahi hain, aur salah bhi nahi.