NG 2.993 +0.099 (+3.42%) MCX ₹286.56 · 2026-05-27 07:54:19 · 18 engines · 11 signals
6BULL
3BEAR
BULL · 17.4
🎯 ACTION: ENTER_LONG regime gate ✅ ON · setup LONG_READY (58/100, HIGH)
ENTER LONG — verdict LONG_READY, regime ON (supportive macro: vol 103.4% ≥ 55%, trailing seasonal tailwind +10.25% ≥ 4% (n=126)), conviction HIGH
FUTURES: ENTER_LONG @ ₹287  stop ₹263  T1 ₹336  RR=2.0  max-loss ₹31,080 (gross ₹30,450 + cost ₹630)
OPTIONS: SKIP — advisor: SKIP (premium > tier cap)
⚠ INVALIDATE if MCX < ₹263 (stop ₹263 (STRUCTURE))
📅 Next: EIA Thursday 10:30 AM ET
Valid until 2026-05-27T09:00 · ID f6073671d293
17.4
MASTER SCORE
BULL
MASTER BIAS
6/9
BULL ENGINES
3/9
BEAR ENGINES
HIDDEN EDGE — what the market hasn't priced
Market doesn't yet price: LNG exports maxed = domestic supply tightening + cash market at premium to futures = physical shortage NOW + storage structurally below 5Y average = price floor elevated + LNG feedgas near max = export terminals pulling maximum supply + Waha basis collapse = Permian gas stranded (less HH supply). EIA report in <3 days amplifies this. Triangulation: 6/18 engines bullish. Price likely moves before news.
EngineSourceSignal LeadStrength
CALENDAR EIA Storage Report Calendar EIA Natural Gas Storage Report TOMORROW (Thursday 10:30 AM ET). Highest volatility catalyst of the week. Consensus vs actual determines direction — check Weather engine for forecast. Strategy: position BEFORE open Thursday, not after number. 1d
85 · NEUTRAL
LNG_EXPORT LNG Arb — TTF vs Henry Hub Spread TTF: $16.20/mmBtu vs Henry Hub: $2.99/mmBtu (ratio: 5.4x). Europe paying 3x+ → every available LNG molecule exported → domestic supply tightens → Henry Hub must rise 2-4W. 21d
82 · STRONG_BULL
LNG_FEEDGAS LNG Arb — JKM Netback Open JKM proxy: $15.03/mmBtu | Henry Hub: $2.99 | Netback: +$8.54/mmBtu after shipping. Asian LNG arb wide open — every available US cargo gets exported. Structural export demand locked in for 3-6 months (cargo bookings made now). 21d
78 · STRONG_BULL
STORAGE_FUNDAMENTAL EIA Storage — Below 5Y Average Storage at -14.9% below 5Y average. Below-average inventories = price floor elevated. Supportive for bulls. 21d
70 · BULL
PRE_DISCLOSURE SEC EDGAR — Producer Hedging Activity 12 major NG producers (EQT, RRC, CTRA, CHK) filed recent 10-Q with hedging disclosures. When insiders lock in prices at scale, they don't expect higher prices. Bearish commercial view — 30-90 day lead. 45d
65 · BEAR
BASIS Henry Hub Basis (Cash vs Futures) HH basis +2.6% premium to futures. Mild physical tightness — supportive for prices. 21d
62 · BULL
PIPELINE_BASIS Pipeline Basis — Dominion South (Appalachian) Dominion South at premium to HH (+0.52). Appalachian gas being pulled to Henry Hub — tight northeast supply. Mild bullish: regional tightness flowing through to HH. 21d
62 · BULL
OPTIONS UNG Options — Max Pain Max pain at $5.00 UNG (-54.2% from current). Price gravitates toward max pain by expiry (2026-05-27). Options sellers control price pinning near this level. 21d
60 · BEAR
OPTIONS UNG Options — IV Compressed IV at 3% — compressed (cheap options). Big move coming. Direction unknown but magnitude will surprise. 21d
55 · NEUTRAL
SILENCE UNG Short Interest — Low (Complacency) UNG short interest only 0.0% of float. Low short interest = everyone already bullish. Little short-covering fuel. Rally may be exhausted. 21d
55 · BEAR
VALIDATED_EDGE Seasonal Reversion (validated edge) Walk-forward-proven NG long edge: ng_seasonal_long active — hist win 70% (walk-forward, n≥515) | regime gate ON (supportive macro: vol 103.4% ≥ 55%, trailing seasonal tailwind +10.25% ≥ 4% (n=126)). Only setup in this report with OOS win-rate/R:R passing the 55%/1.5/30 gate. 21d
39 · BULL
PRICE PERFORMANCE
vs 5D-3.9%
vs 1M+17.4%
vs 3M+0.8%
vs 6M-34.7%
vs 1Y-11.9%
CONFIRMATION
NeedNeed bullish continuation above 2.936 with strong close
InvalidationBullish read weakens if price loses 2.751
StructureBullish expansion is the latest meaningful structure event (2026-05-11)
HISTORICAL STATS
Avg daily range0.208
Avg volume (1Y)155,828
52W high7.827
52W low2.483
Current2.993
DOMINANT CANDLE
Date2026-05-11
Candle TypeBREAKOUT_BULL
DirectionBULLISH
Score10.4
Base Score9.9
Recency Score0.5
Bars Ago11
Close2.91
Open2.752
High2.936
Low2.751
Body Pct85.4
Range Atr1.4
Vol Ratio1.44
Wick SignalNORMAL
Level ContextFib_382 @ 2.869
Pattern ContextBullEngulf | chart: Double Bottom, Higher Highs, Higher Lows
Trade Meaningbuyers have seized control with breakout strength
MARKET STORY
Current market regime: EVENT RISK
Dominant recent candle is BREAKOUT_BULL on 2026-05-11 with score 10.4
Trade meaning: buyers have seized control with breakout strength
Key level context: Fib_382 @ 2.869
Secondary recent candle is BREAKOUT_BULL on 2026-05-19, showing bullish pressure
Price is stacked above short-term trend averages
OPTIONS EDGE — India cost-net audits (synthetic-IV pass)
Cost-net India options audits across 4 sprints. Reports refresh via dedicated GHA workflows (stock-earnings weekly Sun 18:30 UTC; NIFTY-VRP / universe on-demand). Real IV will replace the Yang-Zhang RV proxy once optcore/nse_iv_snapshot.py accrues ~6-12mo of chain data; the cards below carry the synthetic-IV-only verdict.
NSE Stock Earnings Audit (Sprint 5)
18 cells · structures short_straddle, long_call · PreEarnings days_before 2 · OHLC period 5y · physical-exit E-6
MARGINAL1
FRAGILE15
FETCH_ERROR2
TickerStructure nWin% Mean ₹Total ₹ SharpePassVerdict
AXISBANK long_call 9 44.4% ₹-1,352 ₹-12,170 -2.46 0/5 FRAGILE
AXISBANK short_straddle 9 44.4% ₹-7,000 ₹-62,999 -9.46 1/5 FRAGILE
HDFCBANK long_call 16 50.0% ₹+1,196 ₹+19,137 +1.68 1/5 FRAGILE
HDFCBANK short_straddle 16 62.5% ₹+2,339 ₹+37,421 +3.55 2/5 MARGINAL
ICICIBANK long_call 8 50.0% ₹+1,501 ₹+12,011 +1.50 1/5 FRAGILE
ICICIBANK short_straddle 8 37.5% ₹-6,745 ₹-53,964 -6.49 0/5 FRAGILE
INFY long_call 19 47.4% ₹+5,071 ₹+96,352 +4.83 0/5 FRAGILE
INFY short_straddle 19 31.6% ₹-11,055 ₹-210,046 -11.61 1/5 FRAGILE
RELIANCE long_call 16 18.8% ₹-1,985 ₹-31,759 -2.95 1/5 FRAGILE
RELIANCE short_straddle 16 43.8% ₹-5,178 ₹-82,854 -9.16 1/5 FRAGILE
SBIN long_call 18 50.0% ₹+4,273 ₹+76,909 +1.79 0/5 FRAGILE
SBIN short_straddle 18 27.8% ₹-15,143 ₹-272,571 -8.54 0/5 FRAGILE
TATAMOTORS long_call — — — — — — FETCH_ERROR
TATAMOTORS short_straddle — — — — — — FETCH_ERROR
TATASTEEL long_call 7 42.9% ₹+5,473 ₹+38,310 +3.05 0/5 FRAGILE
TATASTEEL short_straddle 7 14.3% ₹-15,110 ₹-105,769 -16.88 1/5 FRAGILE
TCS long_call 16 31.2% ₹+1,143 ₹+18,291 +1.25 1/5 FRAGILE
TCS short_straddle 16 31.2% ₹-5,202 ₹-83,236 -10.47 1/5 FRAGILE
caveats (5)
  • Synthetic IV (Yang-Zhang RV proxy) — real IV requires DIY NSE-chain accrual (Sprint-3 module) or paid feed. Short-vol-into-earnings UNDERSTATES net edge with synthetic IV because RV ignores the pre-earnings IV ramp itself.
  • Cost stack via optcore.costs_india (NSE F&O: STT 0.10% sell + exch 0.0353% + SEBI ₹10/cr + 18% GST + stamp 0.003% buy). Bid-ask spread NOT modelled — real costs are HIGHER; Sprint 5 adds the bucketed liquidity layer.
  • Physical-settlement exit window enforced via pre_expiry_cutoff_days=6 (broker square-off ~E-6). Every outcome cross-checked against optcore.settlement.evaluate_position; any drift is reported in physical_exit_check.
  • Short-straddle margin (₹1L+ SPAN+exposure on a typical NSE F&O stock) means this strategy is ₹5L-tier only per optcore.capital_tiers — DO NOT trade at ₹5k. Capital_tiers HARD-BLOCKS NSE stock options at the ₹5k tier (SEBI Nov-2024 ₹15-20L notional minimum + physical delivery).
  • PreEarnings signal fires `days_before` calendar days before each announcement date; the engine then walks max_hold_bars=5 OR the E-6 cutoff, whichever comes first. Events outside the yfinance OHLC window are silently dropped.
NIFTY VRP Audit (Sprint 3)
report not present — expecting ng_data/optcore_nifty_vrp_audit.json. The corresponding GHA workflow will produce it on the next run.
Universe Audit (Sprint 4)
report not present — expecting ng_data/optcore_universe_audit_report.json. The corresponding GHA workflow will produce it on the next run.
NIFTY Long-Call Baseline (Sprint 2)
report not present — expecting ng_data/optcore_nifty_backtest_report.json. The corresponding GHA workflow will produce it on the next run.