BhavRadar grades every signal it fires against the median stock in the same universe over the same days. Beating that 50% of the time is what a coin does. Anything a signal is worth has to show up as the excess on top.
This page is generated from the live measurements. Nothing on it is typed by hand.
None of the 5 graded families shows an edge we can prove. Not one interval sits clear of the 50% null. We publish that because it is what the measurement says, and a number we cannot defend is worth less than nothing.
| Signal family | Independent bets | Beat the median stock | Median excess | Verdict |
|---|---|---|---|---|
| Delivery spike | 498 | 50% (45.6–54.4%) | +0.00% | no edge proven |
| Relative strength | 437 | 51% (46.4–55.7%) | +0.06% | no edge proven |
| Stealth accumulation | 431 | 50% (45.4–54.8%) | -0.08% | no edge proven |
| Multi-institution consensus | 268 | 53% (47–58.9%) | +0.89% | no edge proven |
| Two or more stacked | 61 | 37% (26.6–50.3%) | -1.50% | no edge proven |
Entry is a price you could have paid. NSE publishes bulk and block deals after the close, and delivery percentages arrive with the evening bhavcopy — so for any signal that cannot be known before the bell, entry is the NEXT session's close. Measuring from the signal-day close instead flatters every one of these numbers; we did exactly that until we caught it, and delivery's apparent edge disappeared entirely when we fixed it.
The benchmark is the median universe stock over the same window, so a gain in a rising market is not counted as skill.
The sample is INDEPENDENT DATES, never raw fires. Ten names lighting up on one day share one market backdrop, which is closer to one bet than ten — every confidence interval on this page is computed on those dates. Counting raw fires instead makes every interval look far tighter than the evidence supports.
Corporate-action jumps are excluded on both legs — a 1:5 split otherwise reads as −80%. A family needs 30 independent dates before any verdict is offered at all, and below that we show the sample rather than a rate.
Names where two or more counterparties that carried their disclosed positions bought inside a trailing 30 sessions. Market makers are excluded: 62% of the disclosed tape is a counterparty buying and selling the same name in the same session, which is quoting, not a position.
This pattern's own record: names entering 2+ institution consensus went on to beat the median universe stock 53% of the time at +20 sessions (CI 47–58.9%, n=467 events over 268 independent dates, priced at the NEXT session's close). The interval straddles the 50% null, so this is NOT a proven edge — it is what we can currently measure, and it may still be chance. Single-buyer control over the same tape: 44% (CI 39.3–48.9%, n=1261 over 404 dates) — single-buyer names are measurably WORSE, and that gap is the finding.
BhavRadar is a research instrument, not a signal service. It tells you who is on the tape, whether they are real money or a quoting desk, what their own disclosed record looks like, and honestly how much any of it has been worth.
Every statistic here carries the sample that earned it. When we cannot measure something, the number is absent rather than caveated — there is nothing to misread.