Market Correlation

How market conditions affect strategy performance
Data Coverage
1/13 days — Run python backfill_market_data.py to fill gaps
◆ Performance by Market Type
Range Breakout
₹-947 avg
50% WR 8 trades 1d
₹-7,579 total
△ Performance by VIX Level
Normal (12-15)
₹-947 avg
50% WR 8 trades 1d
▦ Strategy × Market Type Heatmap avg P&L per trade
Strategy Range Breakout
DTE1
₹-947
50% · 8t
● Scatter Analysis
VIX vs Daily P&L
Intraday Range % vs Daily P&L