Nifty Expiry to Expiry Data Analysis

Track Nifty's complete performance from one monthly expiry to the next. Let's analyze the entire monthly cycle to understand recurring patterns in price action, volatility, and market behavior.

  • Monthly Returns Analysis: Calculate Nifty's percentage change from one expiry close to the next across all historical series.
  • Cycle Highs & Lows: Identify where within the monthly cycle Nifty typically makes its highs and lows.
  • Expiry-to-Expiry Correlations: Do bullish/bearish expiry cycles tend to repeat or reverse in the following month?
  • Historical Series Comparison: Compare current month's journey with historical patterns for similar market conditions.
  • Drawdown Analysis: Maximum intra-cycle declines and recovery patterns within each expiry series.

The Change, High, Low and Range Values are in %


Positive Negative Neutral Total
0 0 0 0
0% 0% 0% 100%
Max Gain Max Loss Win Streak Loss Streak
- - - -
Avg Win
(Win Months) 		Avg Loss
(Loss Months) 		Total Win % Total Loss %
0% 0% 0% 0%
Max Drawdown Recovery
Months
0% -
Max Gain
(Intramonth High)		 Max Loss
(Intramonth Low)		 Max Drawdown
(Intramonth)
0% 0% 0%
Range Close % Intra-month High %
1 – 2% 0 0
2 – 3% 0 0
3 – 4% 0 0
4 – 5% 0 0
5 – 6% 0 0
6 – 7% 0 0
7 – 8% 0 0
8 – 9% 0 0
9 – 10% 0 0
> 10% 0 0
Range Close % Intra-month Low %
-1 to -2% 0 0
-2 to -3% 0 0
-3 to -4% 0 0
-4 to -5% 0 0
-5 to -6% 0 0
-6 to -7% 0 0
-7 to -8% 0 0
-8 to -9% 0 0
-9 to -10% 0 0
< -10% 0 0
Open Expiry Days Prev Close Open High Low Close Change % High % Low % Range%

Calculators

PIVOT POINT CALC
POSITION SIZE CALC
CAGR CALC
TARGET CALC

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