Strategy research & paper trading
AEGIS is a self-hosted terminal for Indian index options. It runs 24 strategies against live NIFTY and SENSEX data, prices every fill from real broker premiums, and writes every decision to a journal you can audit afterwards — including the ones that were wrong.
AEGIS does not tell you what to buy, it never places an order, and it does not manage your money. It gives you a place to run strategies against real market data, with real option premiums, and see exactly how they behave — including when they behave like random chance.
When a strategy signals, the engine fetches the actual ATM premium from the broker, records the live bid/ask spread and the slippage, and sizes the position by the true lot size — 65 for NIFTY, 20 for SENSEX. Nothing is approximated.
Every position carries its entry regime, stop and target, MFE, maximum adverse excursion, and checkpoint marks at 30s/1m/2m/3m/5m. When a strategy fails, the journal shows why.
Trend, ADX, ATR, VWAP distance and day-range are computed on every bar and stored with the trade, so you can filter results by conditions afterwards.
Trend, mean-reversion, breakout, volatility and flow strategies, each with configurable stop, target, exit time and index scope.
Every strategy stays registered and observable even when disarmed, so you can watch the signals it would have taken while it carries zero risk.
The 15:20 bar used to enter a position is the 15:20 bar that gets reviewed at exit. No more intrabar fiction in your results.
A searchable record of every position: strategy, index, strike, expiry, entry and exit premium, P&L, MFE, MAE, and the reason the trade was taken.
On your own machine, AEGIS talks only to the broker API you choose and nothing leaves your server. On a managed instance, you get an account on a private deployment — no shared data, no third-party reselling.
AEGIS is honest about edge. Each strategy's description in the terminal carries its measured expectancy and its verdict. Several of them have no demonstrated edge — random entries with the same stop and exit rules outperform them. Those are labelled NO EDGE in the UI and can be armed or not at your discretion. A research tool that hides this is not a research tool.
| Family | Approach | Index scope | Status |
|---|---|---|---|
| Trend | Supertrend, EMA ribbon, VWAP position, 20/35 crossover | NIFTY | Unproven |
| Breakout | Session range, swing and previous-day breakouts, 12pm candle | NIFTY / SENSEX | Unproven |
| Mean reversion | Bollinger bands, demand/supply zones, pivot reactions | NIFTY / SENSEX | Unproven |
| Volatility | Chandelier exit, ATR bands, expiry decay | NIFTY | Unproven |
| Flow | Option VWAP, OI buying, premium decay | NIFTY | Unproven |
| Expiry straddle | Zero to Hero — ATM straddle at 15:20, no stop | NIFTY / SENSEX | In paper testing |
No. The engine is paper-only — it prices positions using real broker premiums but never sends an order to the exchange. It is a research and journal tool.
That is not a claim we make, and it is not one the evidence supports. Several strategies currently have no demonstrated edge over random entry, and they are labelled that way in the terminal. AEGIS exists to tell you the truth about a strategy, not to promise you a return.
The current build connects to Kotak Neo for quotes, historical candles and the option chain. Other broker integrations are adapter modules in the server directory.
A Linux server with about 2 GB RAM is enough. The app is a single Python service behind nginx, and historical data is cached locally on disk.
Because they were measured and did not beat a random-entry control with identical stops and exits. They remain in the terminal so you can re-test them, but the label is there so nobody mistakes them for proven systems.
Yes. Strategies are Python classes implementing a small base interface, and the indicator library is available to them. Register one and it appears in the terminal with the same arming, journal and guard controls.
AEGIS is account-based. Request access and you'll be set up with your own login on a private instance, with the strategies and index scope you need. There is no public self-signup and no shared account — your journal and positions stay yours.
No. Every position in AEGIS is simulated. Real broker data and real option premiums are used for pricing, but the engine never sends an order to the exchange and no money moves. Connecting a brokerage account would not change that.
Your journal, positions and account are on a private instance and are not shared with other users. If you run AEGIS yourself, it talks only to the broker API and, if you enable it, an AI provider for the brain panel — there is no AEGIS server in the middle.
Disclaimer. AEGIS is a software tool for strategy research, market data analysis and paper trading. It is not a registered investment adviser, it does not provide investment advice, and it does not execute trades on any exchange. Nothing on this site is a recommendation to buy or sell any security or derivative. Trading in index options involves substantial risk of loss. Past or simulated performance does not indicate future results. No strategy shown has been demonstrated to be profitable, and no claim of profit or return is made anywhere in this product. Any figures displayed are simulated paper-trading results only. Use AEGIS at your own risk.
