Technical / Quant

Price action, derivatives positioning, mean-reversion levels.

12-month call · May 2027
92.00 INR
80% band ₹88.50 → ₹96.50 · vs spot ₹94.47 · vs swarm consensus ₹92.75
12 months · May 2027
92.00
88.5096.50
24 months · May 2028
95.25
90.50100.00
36 months · May 2029
98.50
92.50102.00

Top drivers

  1. 01

    +7.2% deviation above 200-week MA (~88.50) — historical correction range

  2. 02

    Forward curve contango (6M premia at 3.48% p.a.)

  3. 03

    All-time low cluster at 95.21 acting as multi-touch resistance

Single most load-bearing assumption

+7.2% deviation from 200WMA corrects 50-70% within 12M.

Self-rated confidence
Medium
Weight at 12M
22%
30-day hit rate
77%
Adversarial critique

What our CIO red-team flagged

OVERCONFIDENT
Weakest assumption

200WMA mean-reversion in non-stationary trending market is a lagging-indicator trap.

Falsifying data point

Spot breaks above 96 and holds for 4+ weeks.

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