# Trade & Signal Analysis Reports

This folder contains date-wise post-trade analysis reports generated from `paper_trades` and `tracked_signals` data.

## Structure

Each file is named `YYYY-MM-DD-[context]-analysis.md` where context describes the market condition (e.g., `expiry-day`, `trending-day`, `volatile-session`).

## Reports

| Date | Context | File |
|------|---------|------|
| 2026-03-09 | 1DTE — 1 Day Before Nifty Weekly Expiry | [2026-03-09-1dte-analysis.md](2026-03-09-1dte-analysis.md) |
| 2026-03-10 | Nifty Weekly Expiry (Tuesday) | [2026-03-10-expiry-day-analysis.md](2026-03-10-expiry-day-analysis.md) |
| 2026-03-11 | Post-Expiry Day (Wednesday) — 7DTE Next Cycle | [2026-03-11-post-expiry-analysis.md](2026-03-11-post-expiry-analysis.md) |
| 2026-03-12 | Mid-Cycle Ranging Day (Thursday) — 6DTE | [2026-03-12-mid-cycle-ranging-analysis.md](2026-03-12-mid-cycle-ranging-analysis.md) |
| 2026-03-13 | Friday 5DTE — TSL Dual-Mode First Live Day, Ranging+Bearish | [2026-03-13-tsl-first-day-ranging-analysis.md](2026-03-13-tsl-first-day-ranging-analysis.md) |
| 2026-03-16 | Monday 1DTE — Phase 1 Regime Gate First Deployment (2 PM), Worst Loss Session | [2026-03-16-phase1-gate-first-deployment-analysis.md](2026-03-16-phase1-gate-first-deployment-analysis.md) |
| 2026-03-17 | Nifty Weekly Expiry Day (0DTE) — All Gates Fully Active (Phase 1–4), First Full-Session Test | [2026-03-17-expiry-day-all-gates-active-analysis.md](2026-03-17-expiry-day-all-gates-active-analysis.md) |
| 2026-03-18 | 6DTE Mild Bullish Ranging Day — Pure Momentum Signals, OTM CE Dominance, +39.95 pts | [2026-03-18-6dte-mild-bullish-ranging-analysis.md](2026-03-18-6dte-mild-bullish-ranging-analysis.md) |
| 2026-03-19 | 5DTE Bearish Breakdown −360 pts — Multi-Signal Ecosystem, ATM PE Dominance, +154.40 pts (Best Session) | [2026-03-19-5dte-bearish-breakdown-analysis.md](2026-03-19-5dte-bearish-breakdown-analysis.md) |
| 2026-03-20 | 4DTE Bearish Ranging — Balanced CE/PE, 0 Opening Signals, SL Blowouts, −118.30 pts | [2026-03-20-4dte-bearish-ranging-analysis.md](2026-03-20-4dte-bearish-ranging-analysis.md) |

## What Each Report Contains

1. Tracked signals overview (types, categories, regime, quality)
2. Paper trades overview (volume, side bias)
3. PnL breakdown (wins, losses, totals)
4. Performance by signal type / entry reason
5. Performance by strike category (ITM / ATM / OTM)
6. Performance by instrument
7. Performance by hour
8. Exit reason analysis
9. Trade duration analysis
10. PnL% distribution
11. Signal quality vs trade outcome
12. Problems identified + improvement roadmap