The StratLab Daily
No. 147 · Friday 25 Sep 2026 · NSE, data through close
Redesign v5 · One-thesis + Market Health · Real data

Recovering health inside a Bear Market phase

The close rose 0.34% to 23,140.5, but the phase remains Bear Market with Very High risk.

What happenedThe index closed at 23,140.5, up 0.34%.
The tensionTrend reads Recovering while phase remains Bear Market.
Net readA recovering tape is emerging inside a Bear Market phase, with Very High risk.
Nifty Close
23,140.50
+0.34%
Market Phase
🔴 Bear Market
session 2 · ↑ recovering
MHI
33.23
11th %ile
Risk
Very High
confidence 45
FII Idx Fut
−312.0K
0.4th %ile
Walls
23.0–23.2K
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 = 25 Sep · source: StratLab participant OI
What this means: The broad tape remains in Bear Market phase despite the 0.34% rise.
02 The turn

02 | the turn

What this means: The signal moved from Weakening to Recovering. Trend and phase disagree briefly, which the finding identifies as how phase transitions usually begin.
03 The catch

03 | the catch — Market Health

Market health over the last 20 sessions
Market Health Index · 20 sessions · 0–100 · endpoint = 25 Sep · percentiles vs 1,290 sessions
What this means: Market Health Index (MHI) is 33.23, at the 10.7 percentile, with Very High risk and 45.0% confidence.
Phase
🔴 Bear Market
risk Very High
Participation
40.3226
delivery breadth
StratLab Breadth Index
30.9
22th %ile, trailing year
04 Days like today

04 | days like today

Across 69 matches, conditions like today historically favored a -0.01% five-session average outcome. The worst five-session outcome was -4.77%.
Conditions analog · Phase + Trend + Risk match
n = 69 · tier: exact
HorizonAvgMedianWin rateWorst
Next session−0.18%−0.15%35%−4.78%
Next 5 sessions−0.01%−0.07%48%−4.77%
Next 10 sessions+0.33%+0.58%54%−7.12%
Next 20 sessions+1.34%+0.87%64%−6.63%
Phase run length is 2.

Recovering trend, Bear Market phase, Very High risk.

05 Tomorrow's tripwires

Three checks that settle the argument

WIRE | recovering trend
Trend has shifted to Recovering, while the phase remains Bear Market.
WATCH | phase tension
Recovering trend and Bear Market phase remain out of step.
BREAK | risk backdrop
Very High risk remains the defining constraint.
The ledger

Where that leaves us

Lines up bullish
  • Trend: Recovering
  • Health: recovering
Lines up bearish
  • Phase: Bear Market
  • Risk: Very High
  • Five-session average: -0.01%; worst: -4.77%

Net read: A recovery signal is emerging, but it sits inside a Bear Market phase with Very High risk.

The net read is a Recovering trend inside a Bear Market phase, with Very High risk.

Regime