The StratLab Daily
No. 126 · Tuesday 25 Aug 2026 · NSE, data through close
Redesign v5 · One-thesis + Market Health · Real data

Market Health just moved from Bear Market to Weak Downtrend

The index closed at 24,334.55 with a 0.48% gain, but the health phase still carries high risk.

What happenedThe index rose 0.48% to 24,334.55.
The tensionMarket Health Index (MHI) improved to 44.65, but its percentile is 21.6.
Net readThe health phase shifted from Bear Market to Weak Downtrend; trend is Recovering with confidence at 45.0.
Nifty Close
24,334.55
+0.48%
Market Phase
🟠 Weak Dntrend
session 1 · ↑ recovering
MHI
44.65
22nd %ile
Risk
High
confidence 45
FII Idx Fut
−184.2K
49.6th %ile
Walls
24.3–24.4K
PE base · CE wall
01 The crowd

The Crowd

Positioning over the last 20 sessions
FII net index futures · 20 sessions · '000 contracts · endpoint = 25 Aug · source: StratLab participant OI
What this means: The index closed at 24,334.55, up 0.48%.
02 The turn

The Turn

What this means: The health phase changed from Bear Market to Weak Downtrend, with MHI moving 38.7 to 44.6.
03 The catch

Market Health

Market health over the last 20 sessions
Market Health Index · 20 sessions · 0–100 · endpoint = 25 Aug · percentiles vs 1,269 sessions
What this means: Risk remains High and the new phase has run for 1 day; trend is Recovering.
Phase
🟠 Weak Downtrend
risk High
Participation
46.1847
delivery breadth
StratLab Breadth Index
41.6
39th %ile, trailing year
04 Days like today

Days Like Today

Conditions like today historically favored a 5-day average of -0.19% across 31 matches.
Conditions analog · Phase + Trend + Risk match
n = 31 · tier: exact
HorizonAvgMedianWin rateWorst
Next session+0.24%+0.26%58%−2.11%
Next 5 sessions−0.19%−0.32%45%−4.84%
Next 10 sessions−0.27%+0.50%52%−8.48%
Next 20 sessions+0.04%−0.20%41%−5.18%
The worst 5-day outcome in the historical set was -4.84%.

High risk with a Recovering trend, MHI at 44.65 and percentile at 21.6.

05 Tomorrow's tripwires

Three checks that settle the argument

Phase transition confirmed
Bear Market to Weak Downtrend; MHI 38.7 to 44.6
Risk remains High
MHI percentile 21.6; confidence 45.0
Worst historical analog
5-day outcome -4.84%
The ledger

Where that leaves us

Lines up bullish
  • Close up 0.48% to 24,334.55.
  • MHI moved from 38.7 to 44.6.
  • Trend shifted to Recovering.
Lines up bearish
  • Risk remains High.
  • MHI percentile is 21.6.
  • 31 matches show a 5-day average of -0.19% and worst -4.84%.

Net read: The phase shifted from Bear Market to Weak Downtrend with MHI at 44.65; risk is High and the historical 5-day average across 31 matches is -0.19%.

Market Health just moved from Bear Market to Weak Downtrend; the index closed 0.48% higher at 24,334.55, while 31 historical matches show a 5-day average of -0.19%.

Regime