Patearn Strategy Reference — Canonical Index
What this layer is — and is NOT
This is a reference index on top of the existing material, not a replacement for it. Each page is deliberately thin on math and heavy on definition + current status + provenance + terminology, and it links to the deeper sources rather than duplicating them:
| Layer | Owner file(s) | This layer's relationship |
|---|---|---|
| Canonical definition + status + terminology | the strategies folder*.md (here) | the anchor — start here |
| Origin / provenance of each strategy | the origins notes (here) | who created what — the 🧑 FOUNDER / 🏠 HOUSE / 📚 CLASSIC map |
| Deep design-of-record | the docs folder<strategy>-*the design notes | linked from each page §10 |
| Fundability / benchmarks / falsification ledger | the strategy ledger | the single source for result tables — never duplicated here |
| Formula constants / weights | code + the calculations and weights notes | linked, never restated |
| Metric definitions | the metrics glossary | linked |
| Running project truth | ../../the project's running record (Decision log / Session log) | cited by decision ID |
The doctrine every page is consistent with
Price strength is the only gross forward-return engine. Value, quality, credibility, delivery, and accumulation reads are veto / filter / context layers — never rankers, and no factor here is a fundable net-of-cost alpha vs the index (Nifty 500 buy-&-hold, return/vol 0.89). The one participation-fundable corner is quarterly large-cap LOWVOL_MOM (~1.02 @₹50cr, ~₹100cr ceiling). The asset is PIT rigor + under-covered primary data + the analytical selection lens — not a backtested alpha strategy. (Source: the strategy ledger "BLOCKING FAILURE MODELS" corollary.)
Because of this doctrine, most pages carry a DESCRIPTIVE-ONLY honesty fence. That is not a hedge — it is the recorded, evidence-backed status. Do not "promote" any descriptive lens to a ranked/traded strategy without its own pre-registered, leak-free study that beats the recorded numbers.
Status matrix (the canonical strategies)
| Strategy | Canonical name | Status | Page |
|---|---|---|---|
| DVPT | Delivery Value per Trade ("Positioning") | DESCRIPTIVE-ONLY — engine live, picker thesis refuted | the dvpt notes |
| Accumulation | signed accumulation/distribution (price-tape) | DESCRIPTOR-ONLY — failed the alpha gate | the mep notes |
| Wolfe Wave | 5-point reversal geometry (Patearn variation) | DESCRIPTIVE-ONLY· §B scoring ratified (max = _QUALITY_MAX, now 27) | the wolfe wave notes |
| F&O Intelligence | uncertainty-aware derivatives shortlist ("Tomorrow board") | 🔴 CHARTER RECORDED, NOT BUILT — owner's governing charter of 2026-08-13, verbatim; no decision, no code | the fno intelligence notes |
| Relative Strength | RS suite (Rotation Map· RS-band· rotation· Mansfield· capture· size-index) | DESCRIPTIVE lens suite (deployed) | the relative strength notes |
| CPR | Central Pivot Range ("CPR Spine") | LIVE — descriptive charting lens | the cpr notes |
| Reversal Context | STREAM BAND + FRACTAL FLOOR/CEILING (band-state· stretch· floor geometry) | DESCRIPTIVE-ONLY — every tradeable form falsified; context columns live | the reversal context notes |
| Sector Rotation | RS-weighted multi-sector rotation (V8 frozen champion· V17 defensive-fill candidate) | RESEARCH — CONDITIONAL — long-only beats passive; short leg + monthly cadence REJECTED | the sector rotation notes |
| The Union | RS turn (6b oversold-RS recovery) ∪ RS trend (RSI+persistence), STOCK-level, top-60 EW, index sleeve, −20% trail | RESEARCH — PRE-REGISTERED LEAD — best in-sample result of the RS arc (beats Next-50 on return+DD+beta); SEALED, not deployed. All 11 family variants are now listed as UPCOMING / not-fundable on the Strategy library — status board = the union ladder notes §10 | the union notes |
| Credibility | Concall Credibility Index (≠ Commodity Channel Index) | FAILED-AS-FACTOR → DESCRIPTIVE / VETO-ONLY | the cci notes |
| Harmonic | XABCD / PRZ patterns | LIVE (descriptive)· backtest-GATED | the harmonic notes |
| Momentum / RISKADJ | ranked-rotation factor engine (the benchmark) | BENCHMARK· gross selection, not fundable net of cost | the momentum riskadj notes |
| Low-Vol Sleeve | pure low-volatility factor, quarterly + hysteresis (enter bottom-20% vol, hold to bottom-40%) | 🟢 FUNDABLE ON THE RECORDED EVIDENCE — awaiting its forward test. The estate's ONE construct that clears the 0.89 net hurdle at every AUM to ₹500cr, drawdown flat ~−21% vs the index's −30% | the lowvol sleeve notes |
| patearn | 14-pattern PIT fundamental-quality methodology | DEPLOYED analytical lens (not run as standalone alpha) | the patearn notes |
| Classic Screens | famous public strategies (Magic Formula· CANSLIM· Piotroski· Coffee Can· GARP· Graham· Quality· Low-Vol) run as live rosters on our PIT data | DESCRIPTIVE-ONLY — 5 full + 3 proxy; value shown with its recorded failure numbers | the classic screens notes |
| Rule Lab | closed-vocab user rules → the evidence-factory gauntlet → ledger-vocabulary verdicts | LIVE TOOL (an evidence instrument, not a strategy) — owner-gated composer; BLOCKING wall auto-cites | the rule lab notes |
Terminology canon (the master anti-drift table)
The whole reason this reference exists. Use the canonical column; avoid the deprecated names.
| Say this | Means | Do NOT confuse with / stop saying |
|---|---|---|
| DVPT | Delivery Value per Trade — a side-blind magnitude off NSE delivery data | DDPK (deprecated informal shorthand for DVPT)· DBP (a mis-transcription)· Accumulation (different strategy) |
| Accumulation | signed accumulation(+)/distribution(−) off the price tape (OHLC+VWAP+volume) | DVPT (delivery, side-blind)· "DDPK" |
| "accumulation" | context-dependent: DVPT-sense = the delivery character label; Accumulation-sense = the signed positive score | using it unqualified when both DVPT and Accumulation are on screen |
| RS / strength direction | relative strength vs the index (the Rotation Map y-axis, RS-band, rotation) | the Momentum FACTOR (RISKADJ engine) — a different, return-tested thing |
| Momentum (factor) | RISKADJ ranked-rotation = 6-mo return ÷ 3-mo vol, top-25 monthly | strength direction (descriptive)· "momentum is fundable" (it is not, net of cost) |
| Low-Vol Sleeve | the pure low-volatility factor — rank by trailing vol, hold the calmest, no momentum leg (correlation to momentum 0.003); quarterly + hysteresis | LOWVOL_MOM (half momentum by construction)· STEADY-25 (the monthly LOWVOL_MOM book, ~₹100cr ceiling)· any "crossover" label — it is the excluded non-crossover comparator in the crossover runner |
| Credibility | Concall Credibility Index (the scored core of the "Concall Intelligence" program) | Commodity Channel Index (an unrelated price oscillator) |
| CPR | Central Pivot Range (Pivot + BC/TC), the "CPR Spine" charting lens | generic support/resistance· RS-band |
| STREAM BAND | a 13-EMA high/low band + 5-EMA HLC/3 trigger; RECLAIM = the buy-cross (a caution, an anti-signal — not an entry) | CPR (pivot band)· RS-band (relative strength) |
| FRACTAL FLOOR / CEILING | the latest confirmed Williams down/up-fractal as a support/invalidation risk-geometry level | Wolfe fractal gate (same primitive, different use)· a breakout trigger (falsified) |
| Wolfe: "strength" | the §B score — eight components (max = _QUALITY_MAX, now 27), ratified (spring-and-reclaim C, §A9); freshness is NOT strength | recency/freshness· the removed – STR/LND vocabulary· " = the draw tool" ( is the §B rescore; the draw tool is ****) |
| "C" (capital allocation) | the modern quality composite (ROIIC, ROCE, dilution, debt-funding, growth efficiency) | the older 4-metric quality lens it subsumes |
| Classic Screens | the famous NAMED strategies run as rosters (/dash/classics) | Factor League (the raw factor families, /dash/factor-league) — related but different granularity |
| Magic Formula (our run) | ROC (=ROCE) + earnings yield (E/P proxy) | the true Greenblatt EBIT/EV yield (not yet computable PIT) |
The rest of the estate (catalogued — design doc is the current reference)
These are real, discussed strategies/lenses that are covered by their design docs and don't yet have a dedicated canonical page. They are listed here so nothing is orphaned; promote any of them to a full page on request.
| Lens | Status | Reference |
|---|---|---|
| Ignition (champion/challenger) | built; the DVPT ×power intensity ranking + ML challenger | covered in the dvpt notes §3/§5; design the ignition champion challenger design notes |
| MTF (multi-timeframe positioning) | agreed; weekly/monthly rollup shipped, materialised MTF signals not | the multi timeframe positioning design notes |
| Explosive-move / "Launchpad" | validated as a screen only — no fundable edge net of cost | the explosive move research notes; ledger Tier-2 |
| PEAD / Results-Reactions | descriptive event lens — every tradeable wrapper falsified; the drift is real descriptively | the strategy ledger "PEAD…"; the pead surface code; /dash/results-reactions |
| Concall Intelligence (content / growth-intent) | descriptive candor axis — content edge placebo-killed (2026-07-08) | covered in the cci notes; the concall intelligence design notes |
| Season / event-study estate (E-02…E-14) | armed, self-gating, descriptive; placebo harness kills would-be lenses | ledger "Studies 2026-07-08" |
| Union family ladder (index-class compendium, not a strategy page) | every union variant in full — 9 recorded configurations + 2 falsified ML rankers; §10 is the fundability board + the automatic post-2026-10-04 recheck | the union ladder notes; served at /dash/strategy-ref?p=union-ladder |
⚠ Known reconciliation items (surfaced during the build)
Honest gaps the doc build found. Items 1–3 have since been RESOLVED; 4–5 remain open:
1. ✅ RESOLVED — Wolfe draw tool merged. It is now on main together with the lifecycle layer (the abandoned branch commit was not used; the tool was provisionally "" before the §B rescore claimed that number → renumbered **). The §B freeze is lifted (the rescore = **,). See the wolfe wave notes §5/§8. 2. ✅ RESOLVED — patearn code↔methodology mapping made explicit. The deliberate patterns-6–14 computable adaptation is now mapped in the patterns notes § "Implementation mapping (the scoring code)", and the stale # Pattern weights from the patterns notes comment is corrected — scoring output unchanged. See the patearn notes §9. 3. ✅ RESOLVED — the calculations and weights notes now covers DVPT / Accumulation / Credibility / Harmonic. Added §5e (DVPT two-tier trigger), §5f (Accumulation signed accum/distrib + phase hysteresis), §5g (Concall credibility weights), §5h (Harmonic XABCD ratio bands) — real constants pulled from code, matching the house style. The "numbers live in the calculations and weights notes" doctrine now holds for every strategy page. 4. RS size-index backfill — the 11 cap-segment RS history requires a one-time VPS index_signals --backfill; not verifiable from the repo — confirm on the box. See the relative strength notes §9. 5. CPR Telegram /cpr — designed (design §7) but never shipped (the telegram bot code has no cpr ref); listed as an unbuilt aspiration, not a live surface. See the cpr notes §9.