Research
Popular market claims, counted
Max pain pulls the index. Cheap markets rise. Rotation maps show what to buy. Each of these can be checked against the record. Aurevian checks them, and publishes the count, the method and the size of the sample.
Does max pain work?Every Nifty expiry since 2019, at the same distance from expiry as todayIs the Nifty cheap?Today's P/E against its own history, and what followedMean reversion: right 82% of the time, for almost nothingA popular rule on 210 F&O stocksDo sector rotation maps work?What a sector did after entering each corner of the mapHow often does India VIX's range hold?Every trading day since 2008What missing the best days costsAnd why the best days cannot be had without the worst
The method
Every test uses only what was known on each day. Every result comes with the number of cases behind it, and with the number of separate periods those cases fall in, because fifty days inside one rally are one piece of evidence.
The figures are recounted as new data arrives, so each article states the date it was last counted.