Welcome - start here
Tier 1 · provenA complete Indian-investor toolkit: plan money, learn the maths, test ideas with real backtests, and paper trade before risking a rupee. Everything below is computed from formulas and your inputs - no tips, no hype.
Your first 8 steps
- Calculators: try a SIP. Enter 10,000/month at 12% for 15 years - see the future value and how much is growth vs your own money.
- Compare tax regimes: enter your income; the app shows new vs old and which saves more (FY 2025-26).
- Analysis: learn the one rule that matters - position sizing. Enter account, risk %, entry, stop; it tells you exact shares so one loss can't hurt you.
- Symbol search: type a company name (e.g. 'reliance') and pick the ticker - no need to know codes.
- Quant Lab: load the sample data, run the strategy finder, read the metrics. See that costs and drawdown matter more than the entry.
- Scalper: auto-loads today's gainers and screens them; click Plan for an ATR-based entry/stop/size.
- Paper trade first: open trades in the journal (reason required, stop below entry). Prove an edge for months before risking real money.
- Learn tab: read the 'forbidden knowledge', then take the quiz. If you can't pass it, you're not ready to trade.
Every tool, and when to use it
Tier 1 · proven| Tab | What it does | Use it when |
|---|---|---|
| Calculators | SIP, lumpsum, goal, EMI, FD/RD/PPF, SWP/STP, tax compare | Planning money: investing, loans, retirement, taxes. |
| Analysis | Position sizing, Kelly, expectancy, recovery, live indicators, option payoff | Before any trade - decide size and risk first. |
| Scalper | Auto-loaded gainers + scalper screen + ATR entry plan | Fast intraday ideas screened by momentum/liquidity. |
| Quant Lab | Backtest, strategy finder, entry finder, walk-forward, journal | Test if a rule actually worked, with costs. |
| Portfolio Health | Concentration, HHI, broker-CSV import, flags | Check if your holdings are too concentrated. |
| Learn | Fundamentals, hard truths, scored quiz | Build the knowledge to use everything above. |
Glossary
Tier 1 · provenSIP
Systematic Investment Plan - fixed amount invested monthly. Grows as an annuity: FV = M x ((1+i)^n - 1)/i x (1+i), i = annual rate / 12.
Lumpsum
One-time investment. FV = P x (1+r)^n.
CAGR
Compound Annual Growth Rate = (End/Start)^(1/years) - 1. The smoothed yearly return.
XIRR
Internal rate of return for irregular cashflows. Solves sum of C_i/(1+r)^(days/365) = 0.
EMI
Equated Monthly Instalment = P x i x (1+i)^n / ((1+i)^n - 1), i = rate/12, n = months.
PPF / FD / RD
Fixed-income schemes. FD compounds (usually quarterly); RD is a monthly annuity; PPF is annual, 15-year, tax-free.
SWP / STP
Systematic Withdrawal / Transfer Plan - drawing from or moving between funds on a schedule.
STCG / LTCG
Short / Long Term Capital Gains. Equity: <=12mo = STCG 20%; >12mo = LTCG 12.5% above 1.25L/yr (post 23 Jul 2024).
Real return
Inflation-adjusted return (Fisher): (1+nominal)/(1+inflation) - 1.
Position sizing
Shares = account x risk% / |entry - stop|. The single most important risk control.
Stop loss
Pre-decided exit price that caps the loss on a trade. In this app, stops only ever move up.
R-multiple
A trade's result in units of initial risk: outcome / (entry-stop)x shares. +2R = made twice what you risked.
Expectancy
Average profit per trade = win% x avg win - loss% x avg loss. Must be positive to have an edge.
Kelly
Optimal bet fraction = W - (1-W)/R. Use quarter-to-half Kelly; full Kelly is too wild.
Drawdown
Drop from a peak. A 50% drawdown needs a 100% gain to recover - why avoiding big losses matters most.
Sharpe ratio
Risk-adjusted return = (mean return - risk free) / volatility, annualized. Higher is better.
Sortino ratio
Like Sharpe but only penalizes downside volatility.
Calmar ratio
CAGR divided by the absolute max drawdown.
Volatility
How much price swings, annualized standard deviation of returns. Higher = riskier.
RSI
Relative Strength Index (0-100), Wilder-smoothed. <30 oversold, >70 overbought - context dependent.
ATR
Average True Range - typical daily move in price units. Used to size stops (e.g. 2 x ATR).
SMA / EMA
Simple / Exponential Moving Average - smoothed price trend over n periods.
MACD
EMA(12) - EMA(26) vs its EMA(9) signal line - a trend/momentum gauge.
Bollinger Bands
SMA +/- k standard deviations. A 'squeeze' (narrow bands) precedes expansion.
Backtest
Simulating a strategy on past data with realistic costs and no look-ahead - to estimate, never guarantee.
Walk-forward
Repeatedly train on one period, test on the next unseen period - guards against curve-fitting.
Bonferroni
When testing many ideas, require a stricter bar (p < 0.05/k) - else random noise looks like an edge.
Liquidity
How easily you can buy/sell without moving the price. Illiquid = can't exit cleanly = avoid.
Expense ratio
Annual % a fund charges. Small numbers compound into large drags over decades.
VaR
Value at Risk - the loss you won't exceed on most days at a confidence (e.g. daily VaR 95% = the 5th-percentile daily loss).
CVaR
Conditional VaR / expected shortfall - the AVERAGE loss on the worst-case tail days beyond VaR. Always >= VaR.
Skew
Asymmetry of returns. Negative skew = rare big losses (crashes) - common in markets, dangerous.
Kurtosis
Fat tails. High excess kurtosis means extreme moves happen far more than a normal bell curve predicts.
Monte Carlo
Running thousands of randomized return paths to get a RANGE of outcomes (p5..p95) instead of one fake single number.