🟡 LIVE · TRIAL

ENTRY

Identical to the parity-proven V9 topi/sahara path: 15-min pivot LOW (sahara) for LONG / pivot HIGH (topi) for SHORT, 50 bars left + 35 bars right, 35-bar confirmation lag, then entry on first touch of the 0%–1% zone above sahara (LONG) / below topi (SHORT). Signals come from the SSM-native provider v9_topi_sahara; the engine applies the verbatim v9 one-trade-at-a-time exit-walk.

STOP LOSS

Buffered pivot (close-basis): the v9 pivot widened by ±1% (buffer_pct=0.01), filled at the next bar's open. Applied only to whitelisted symbols; non-whitelisted run the bare pivot. This ±1% buffer is the intended divergence from plain v9.

TAKE PROFIT

Entry-anchored flat 2.25% (tp_pct=0.0225), checked intra-bar before SL — matches the v9 adapter default.

RRR

Asymmetric, as v9. Tight buffered-pivot SL vs 2.25% TP.

SIZING & EXECUTION

Backtest: SPOT master carries the only PnL; metrics are SPOT-only. FUT + ATM-OPT legs mirror every SPOT trade in lockstep with NA prices (no historical premium) — they fill into SSM's own paper ledger only in the live path (Phase 3). Per-run qty override: SHARES / LOTS / AMOUNT(₹).

OPTION CONTRACT PICK

ATM options follower (rollover 2 days before expiry). Mirror-only in backtest.

BACKTEST

Engine parity-proven (v9 path) — v9-50 is the curated variant on top

⚠ The SSM signal-provider engine path was proved trade-for-trade identical to the v9 adapter (RELIANCE/BPCL/PNB/SBIN). v9-50 adds the ±1% SL buffer + whitelist on that proven base. FUT/OPT legs are mirror-only in backtest (no premium history).

ENGINE FILES

NOTES

Path B / SSM-native. Runs through the new /api/strategies/ssm-run route into the SSM engine (NOT the legacy v9 adapter). SPOT master = the only backtest PnL; FUT/OPT followers mirror in lockstep (NA in backtest). Signals/paper-trades surfaces are separate kickoffs (Phase 2/3).