The StratLab Daily
No. 120 · Monday 17 Aug 2026 · NSE, data through close
Redesign v5 · One-thesis + Market Health · Real data

Market Health Moves from Bear Market to Transition

Close 24287.65, -0.32%; the health phase improved but risk remains High.

What happenedThe index fell -0.32% while Market Health shifted from Bear Market to Transition.
The tensionImproving trend versus High risk and 29.7 percentile.
Net readNet read: improved but unconfirmed.
Nifty Close
24,287.65
−0.32%
Market Phase
⚪ Transition
session 1 · ↑ improving
MHI
51.13
30th %ile
Risk
High
confidence 70
FII Idx Fut
−181.6K
49.0th %ile
Walls
24.2–24.4K
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 Aug · source: StratLab participant OI
What this means: Close 24287.65; day return -0.32%.
02 The turn

02 · The turn

What this means: Market Health moved from Bear Market to Transition; health index 38.9 to 51.1.
03 The catch

03 · The catch: Market Health Index (MHI) 51.13

Market health over the last 20 sessions
Market Health Index · 20 sessions · 0–100 · endpoint = 17 Aug · percentiles vs 1,263 sessions
What this means: Transition phase, improving trend, High risk; percentile 29.7, confidence 70.0.
Phase
⚪ Transition
risk High
Participation
56.2249
delivery breadth
StratLab Breadth Index
50.4
54th %ile, trailing year
04 Days like today

04 · Days like today

Conditions like today historically favored +0.9% over 5 sessions, with worst path -2.81%.
Conditions analog · Phase + Trend + Risk match
n = 54 · tier: exact
HorizonAvgMedianWin rateWorst
Next session+0.24%+0.08%54%−0.93%
Next 5 sessions+0.90%+0.82%70%−2.81%
Next 10 sessions+0.71%+1.12%56%−3.63%
Next 20 sessions+0.36%−0.04%45%−8.18%
Phase run length 1; MHI percentile 29.7.

High-risk Transition; no trigger analog.

05 Tomorrow's tripwires

Three checks that settle the argument

Transition holds
MHI 51.13 above 38.9; confidence 70.0.
High risk persists
MHI percentile 29.7; day return -0.32%.
Transition fails
MHI back under 38.9, the level it left today.
The ledger

Where that leaves us

Lines up bullish
  • MHI 51.13 moved from Bear Market to Transition.
  • 54 analog matches average +0.9% over 5 sessions.
  • Trend improving; confidence 70.0.
Lines up bearish
  • Risk High; MHI percentile 29.7.
  • Worst analog path -2.81%.
  • Day return -0.32%.

Net read: Improving health inside a High-risk, low-percentile transition.

Market Health left Bear Market for Transition; conditions like today historically favored +0.9% over 5 sessions, but Risk remains High and the worst path was -2.81%.

Regime