NeetiSense Make sense of the markets

Quantitative research & analytics · Indian equities

What do I trade — and how much do I put in each?
No backtest answers that.

NeetiSense scores every strategy for readiness, then solves how much capital belongs in each — across strategies that are quietly correlated and making the same bet. We take no brokerage and sell no tips: no reason to want you to trade more, only to help you decide well.

Join the waitlist See how a verdict is reached

Free, no spam. One confirmation email, then only when the beta opens.

Five questions stand between a chart and a decision

You can screen, chart and backtest all day and still be stuck on every one of them. Each is answered by a specific surface — not by a number you have to interpret alone.

  • 01

    “I have five strategies I believe in. How do I split ₹10 lakh between them?”

    And they're correlated — quietly making the same bet, so what looks like diversification is one position wearing five hats.

    Answered by Trading Portfolio

  • 02

    “This strategy shows 34% CAGR. Is it actually safe to deploy?”

    An average smooths the fatal flaw out of view — a drawdown you'd never have sat through, an edge that came from three lucky trades.

    Answered by the Deployability Score

  • 03

    “I'm still hunting for a strategy.”

    Years of copying setups, buying courses, re-deriving RSI for the hundredth time. The search itself is the cost.

    Answered by the scored corpus

  • 04

    “Same CAGR — but is it all-weather, or a bull-market hero?”

    You find out which one you own during the next drawdown, with real money on the table.

    Answered by Regime Analysis

  • 05

    “It was graded A+ last year. Is it still working today?”

    Strategies decay. The edge doesn't vanish overnight — it leaks, and a number you look at once never shows you that.

    Answered by weekly health re-scoring

  • —

    “Why should I believe any of it?”

    Every verdict is earned by walk-forward analysis with zero look-ahead bias by construction, on data the strategy had never seen.

    Answered by the method, below

The twist

Most strategies are not fit to deploy. We tell you which ones are.

The Deployability Score is non-compensatory: it is the minimum across roughly a dozen independent gates — drawdown, expectancy, payoff, luck, four robustness dimensions, degradation. Every gate must clear its bar. One gate at D or F fails the strategy no matter how brilliant the average, and the report names the binding gate — the specific reason it failed.

A composite score is trivially copyable. A floor is a philosophy — and the proof that we mean it is that it says no to our own corpus.

We scored 30,638 strategies. 1,037 are ready to deploy. Telling you about the ones that aren't is the product.

  • 1,037 Deployable — clears every gate
  • 10,234 Caution
  • 19,367 Not deployable

A 3.4% pass rate. A screen that passes everything screens nothing.

Distribution of Deployability Scores across every scored strategy. The bulk sits in the not-deployable range, a cluster is flagged caution, and only a thin sliver at the top of the range clears the bar.
The whole corpus, scored the same way. The failures are not hidden from you — they are the picture. The sliver on the right is what we'd let you fund.

The mechanism · Trading Portfolio

Objective in, allocation out — then it becomes a real portfolio

Pick candidates from the corpus, choose an objective — maximum Sharpe, say — and a constraint profile. The engine solves across correlated strategies for capital-allocation weights. Compare combinations, then accept one: it becomes a portfolio of sleeves, one per strategy, each with its weight and a rebalancing schedule.

Two rebalances live here, and they are not the same thing. Portfolio Rebalancing runs a cost assessment before it moves your capital — and it can come back and tell you the trade isn't worth making.

The two rebalances

  • Strategy Rebalance Rotates the stocks within a strategy as the universe is re-ranked. Quarterly by default.
  • Portfolio Rebalancing Reallocates capital across strategies — the sleeve weights. Scheduled or on demand.

Cost assessment · illustrative

Drift from target weights4.2%
Estimated cost to correct₹1,840
Expected benefit₹610
Verdict NOT JUSTIFIED

A tool that only ever says “rebalance now” is not advising you — it's just busy.

The depth · Regime Analysis

An all-weather strategy and a bull-market hero can share a CAGR

A three-layer model — market regime, the strategy's own universe regime, and the divergence between them — tags every trade by the conditions it opened in. The result is a regime-dependency score, plus CAGR, Sharpe and win rate split across bull, bear and sideways markets.

The commercial point: a weaker all-weather strategy is often the better one to hold. A composite score cannot see that. This describes how a strategy has behaved under known conditions — it does not forecast the next regime, and anything claiming to should worry you.

Performance by regime · illustrative

Bull

+31%

CAGR

Sideways

+4%

CAGR

Bear

−18%

CAGR

Regime dependency HIGH · fair-weather

Same strategy, one headline number. Split three ways, the edge turns out to live entirely in one regime.

The library · you inherit the research

Stop hunting for a strategy. Start choosing between scored ones.

Most traders spend years copying setups, buying courses and re-deriving the same indicators. The search itself is the cost — and at the end of it you have one idea and no idea whether it's any good.

NeetiSense hands you a library that has already been validated and scored. A research engine systematically proposes new rule-based candidates across every universe and market condition, and every one must survive the same zero-look-ahead walk-forward validation before it counts. You inherit the research; you don't do the hunting.

Anyone can build a validation engine in a quarter. Nobody can conjure a scored corpus — it only comes from having run the work.

What you inherit on day one

  • 19,923 validated strategy-config entries
  • 841 distinct researched strategies
  • 21 NSE universes, daily and weekly
  • 1,037 carrying a DEPLOYABLE verdict

Every entry carries a readiness verdict, a health score and a regime split — so choosing between them is a decision, not a guess.

Decay · weekly health re-scoring

It was graded A+ last year. Is it still working today?

Strategies decay, and nothing else in retail India tells you when. Health is re-scored every week across the whole library, so a strategy that has quietly stopped working shows it before it costs you — not after.

Degradation is also one of the gates inside the Deployability Score. An edge that has been leaking for two quarters cannot quietly keep a clean verdict.

Weekly health re-score · illustrative

Health at promotion A · 84
Health today C · 51

The edge didn't vanish overnight. It leaked. A number you only look at once never shows you that.

Where this fits

Everyone hands you strategies. Nobody tells you which ones to trust.

Ready-made strategies are not scarce — there are marketplaces and script libraries full of them. What is scarce is an independent verdict on whether any of them is fit to deploy, and an answer to how much capital belongs in each. That is the whole of what we do.

● Core — built in, out of the box ○ Possible — with your own code and time — Not what it is for

Capability comparison between NeetiSense and other tools used by Indian equity traders
Capability NeetiSense Charting & screenerschart and scan tools Builders & marketplacesno-code strategy builders Quant frameworkscode-your-own backtesters
Built to Decide which strategies are worth trusting, and how to weight them Chart, screen and alert on price action Build, subscribe to and automate strategies Write and test your own quant research
Ready-made strategies to start from ● 19,923 validated strategy-config entries ● Large community script libraries ● Marketplaces you can subscribe to ○ Sample code and open-source repos
An independent readiness verdict on each one ● Deployability Score — a floor across ~12 gates, applied to every entry — Performance is as published by the author — Performance is as published by the author — You'd have to define and build it
Being told which ones not to deploy ● 3.4% of our own corpus passes. The rest is labelled, not hidden — Ranked by popularity, not by readiness — Ranked by popularity, not by readiness —
Capital allocation across correlated strategies ● Solved under an objective + constraint profile — — Per-strategy, not portfolio-level ○ If you write the optimiser
Walk-forward validation, zero look-ahead, by default ● The only way a result is produced — — Backtest over a chosen window ○ Supported — you configure it correctly
Record split by bull / bear / sideways regime ● Plus a regime-dependency score ○ Eyeball it on the chart — ○ If you label the regimes yourself
Strategy decay watched over time ● Health re-scored weekly across the library — — ○ If you build the monitoring
Charts and indicators ● Yes — but table stakes, not a reason to come to us ● Their craft. Nobody does it better ● Yes ● Yes
Coding required None Pine Script for custom strategies None AFL or Python
Reaching your broker ○ Signals delivered over signed webhooks to any endpoint you run — including your own execution bridge. We are not a broker and place no orders ourselves ○ Via broker integrations ● Direct broker execution — that's the point of them ○ Via your own broker plumbing
Markets & timeframes NSE equities · daily and weekly only Global · all timeframes Indian markets · shorter timeframes too Global · all timeframes

Compared on capability as publicly documented in 2026, and stated as neutrally as we can manage — each of these tools is very good at what it was built for, and several of them do things we don't. We have charts and indicators too; they are table stakes and we would never ask you to switch for them. What nobody else is doing is telling you, independently, that a strategy you are about to fund is not fit to deploy — and then how much to put in the ones that are. The last three rows are there because naming what we don't do is how you can trust the rest.

The proof

One backtest is an anecdote. A corpus is evidence.

Every verdict on this page is earned by walk-forward analysis with zero look-ahead bias by construction: strategies are ranked using only the data available up to each date, then measured on the period that follows — quarter after quarter, on data they had never seen.

  • 142,535 completed walk-forward runs
  • 19,923 validated strategy-config entries
  • 21 NSE universes, daily and weekly

That method is why a readiness verdict is something you can weigh rather than a curve fitted to the past. It is the proof, not the pitch — we don't sell you backtests, we sell you the verdict they earned.

And the last plank, which licenses all the others: we take no brokerage and sell no tips. We are not a broker, we route no real-money orders, and we make nothing when you trade. In a market of brokers and tip channels, that is the only honest basis on which to tell you a strategy is not ready.

Decide well, not often.

This analysis is based on historical backtest performance and does not guarantee future results. NeetiSense provides decision-support tools, not investment advice.

Vlog

Watch us do the work

The method is the product, so we'd rather show it than describe it. Each video walks through a real question on the real corpus — no tips, no calls, no predictions.

The first episodes land with the beta.

We're not going to pad this page with videos we haven't made yet. When they're out, they'll show up here — and on the waitlist email, so you don't have to come looking.

  • Why 96% of strategies fail the readiness bar
  • Splitting ₹10 lakh across five correlated strategies
  • Reading a walk-forward result honestly
  • All-weather vs bull-market: the same CAGR, different strategy
Tell me when they're out

Who this is for — and who it is not

This is for you if you

  • Trade or invest in NSE equities on a swing or positional horizon.
  • Use rule-based strategies and want to know which are ready to deploy — and how much capital to put behind each.
  • Would rather hold a weaker all-weather strategy than a fair-weather one, if the evidence says so.
  • Are tired of tip channels and want method and evidence instead.

This is not for you if you want

  • Tips, calls, or someone to tell you what to trade. We don't do that, ever.
  • Recommendations to buy or sell individual stocks. We evaluate strategies, not single names.
  • Certainty about future profit. No honest tool offers that, and we won't pretend to.
  • A broker. We aren't one and we place no orders — though you can route our signals to an execution bridge you run yourself.
  • Same-day scalping tools. NeetiSense works on daily and weekly timeframes.

Join the waitlist

Beta is a few months out — we're not naming a date we can't stand behind. Join the waitlist and you'll hear from us the day it opens.

Questions

Is this investment advice?

No. NeetiSense provides decision-support tools, not investment advice. We never tell you what to trade or hold, we make no recommendations, and we do not offer per-stock calls. We give you a disciplined way to judge which strategies are ready and how to weight them — the decisions stay yours.

Is this just another backtesting tool?

No. Backtesting is the method we use to earn the answers, not the product. What you work with is a readiness verdict on each strategy, a portfolio you build and rebalance, and a view of when each strategy works. The walk-forward corpus underneath is what makes those verdicts trustworthy — it is the proof, not the pitch.

Why should I trust a 3.7% pass rate rather than be put off by it?

Because a screen that passes everything screens nothing. A readiness verdict is only worth having if most strategies fail it — and most strategies, measured honestly on data they've never seen, do fail. A tool that told you 80% of your ideas were ready to deploy would be flattering you, not helping you.

Can I get the signals into my broker?

NeetiSense is not a broker and places no orders itself. What it does is deliver each portfolio's signals over signed webhooks to any endpoint you control — and that endpoint can be an execution bridge you run against your own broker account. The wiring, the credentials and the decision to act stay entirely with you. Inside Trading Portfolio there is also a paper simulation, which runs a strategy forward on live market data with no capital at stake.

Can it tell me which stocks will do well?

No — and be wary of anything that claims it can. NeetiSense evaluates strategies, not stocks. It measures how a set of rules performed on data it had never seen. It does not predict prices and it does not pick stocks for you.

What does it cost?

Pricing isn't finalised and there's nothing to pay for yet — billing isn't open. The waitlist is free. When plans go live we'll share them clearly, with a free tier so you can try the method before deciding anything. Joining the list commits you to nothing.