The StratLab Daily
No. 80 · Wednesday 17 Jun 2026 · NSE, data through close
Redesign v5 · One-thesis + Market Health · Real data

A clean range break, with the tape behind it.

Nifty closes at 24,085.70, the highest in 27 sessions, as breadth and turnover confirm the breakout.

What happenedNifty broke above its 27-session range with advancing stocks outnumbering decliners 305 to 192.
The tensionNo immediate tension; the breakout is uncontested and market health is strengthening.
Net readOutlook is bullish.
Nifty Close
24,085.70
+0.40%
Market Phase
🟢 Strong Bull
session 1 · ↑ improving
MHI
72.64
58th %ile
Risk
Low
confidence 90
FII Idx Fut
−224.7K
14.6th %ile
Walls
24.0–24.1K
PE base · CE wall
01 The crowd

01 THE CROWD

Positioning over the last 20 sessions
FII net index futures · 20 sessions · '000 contracts · endpoint = 17 Jun · source: StratLab participant OI
What this means: Breadth was decisively positive: 305 advances vs 192 declines, following a prior session net advance of +80. Turnover ran at 0.95x the 20-day average.
02 The turn

02 THE TURN

What this means: Nifty rose 0.4% to close at 24,085.70, the highest in 27 sessions, confirming a clean range breakout.
03 The catch

03 THE CATCH

Market health over the last 20 sessions
Market Health Index · 20 sessions · 0–100 · endpoint = 17 Jun · percentiles vs 1,221 sessions
What this means: Market Health: Strong Bull phase (1 day old), Improving trend, Low risk. StratLab Breadth Index at 72.64, 58.1 percentile, with 90% confidence.
Phase
🟢 Strong Bull
risk Low
Participation
55.9118
delivery breadth
StratLab Breadth Index
70.5
87th %ile, trailing year
04 Days like today

04 DAYS LIKE TODAY

Breakout confirmed
Conditions analog · Phase + Trend + Risk match
n = 260 · tier: exact
HorizonAvgMedianWin rateWorst
Next session+0.08%+0.07%57%−5.93%
Next 5 sessions+0.33%+0.60%61%−6.33%
Next 10 sessions+0.49%+0.66%61%−9.20%
Next 20 sessions+0.85%+1.16%65%−12.41%
Conditions like today historically favored a 5-day forward return averaging +0.33% (worst -6.33%, 260 matches).

Strong Bull

05 Tomorrow's tripwires

Three checks that settle the argument

CONFIRM
A follow-through close above 24,085.70 with turnover holding at or above 0.95x the 20-day average would support the breakout.
WATCH
A drift back to 24,085.70 on declining breadth (advances below 305 or decliners above 192) would raise a yellow flag.
BREAK
A close below 24,085.70, especially if breadth flips negative, would likely negate the breakout and trigger a re-evaluation.
The ledger

Where that leaves us

Lines up bullish
  • Range breakout on constructive breadth (305:192).
  • Market Health in Strong Bull with Improving trend and Low risk.
  • Historical analog average 5-day return +0.33%.
Lines up bearish
  • StratLab Breadth Index at only 58.1 percentile — not deeply supportive.
  • Analog worst-case 5-day return is -6.33%.
  • Strong Bull phase only 1 day old; durability unproven.

Net read: Net Bullish — breakout with breadth confirmation and supportive historical tendencies.

The clean range break shifts the burden of proof to sellers. As long as 24,085.70 holds, the bias remains higher.

Regime