To BUY in your broker (the shop just added these - mirror them, then tick)

To SELL in your broker (the shop exited these - sell, then tick)

Exit likely soon (flagged - a sell is coming; heads-up, no action yet)

Add to your winners (proven compounders on a pullback, thesis intact - the greats add here)

Trim to target (re-graded down - reduce in your broker to the target size)

Purchase order

Seven gates. All must pass, exactly like no piece reaches the display case without cost, ticket and appraisal.

Watchlist

Import a holding you already own

Skips the gates (it is already bought). Complete its card after.

Aged inventory, the markdown queue

The time stop protects against dead capital, not volatility. It never triggers on a price drop, only on nothing happening.

Sold, realized

New shop ideas Recalculate all

Ranked by Kaya's own engine, all math computed in the shop. An idea still has to pass the gates AND show a BUY signal.

THE LADDER · 1000× in 10 years double every year = 2¹⁰ = 1024×

Long Run finder Scan universe

The multibagger doctrine: names that historically ran 5-10x on monthly Heikin-Ashi candles without a confirmed break, graded on today's setup - technicals, fundamentals, the ticker's own run history and the market regime must ALL be green at once. No setup, no bet. The crash guard is the standing catastrophe exit: a COVID/GFC-type event trips the MARKET alarm and clears the shelf before the damage compounds.

Great compounders - ranked by the earned-multibagger signature: margin EXPANSION + operating leverage + revenue growth + earned-not-hype (from the 33-winner study). QUALITY signal - descriptive of what winners shared, NOT a backtested return predictor (survivorship makes it untestable on free data). The few, not the many.

Best value finder

Multibagger finder

The PLTR-at-$10 setup: a stock that crashed ≥40% from its top, whose monthly Heikin-Ashi just flipped green, backed by real growth (≥15% revenue CAGR). Backtested on 11,007 flips over ~50 years, this deep-reversal-with-growth is the ~77% winner (vs ~64% for a bare flip, ~48% for a loss-making bounce). Ranked by multibagger conviction = crash depth × growth × profit/FCF × valuation. Buy as a basket, ride the green, exit on a confirmed red month.

Doubler finder

Small & micro-caps ($100M-$2B) in the doubler setup: deep crash off the highs + volume ignition + proven multibagger DNA + small base + a fresh turn, NOT extended, and it must survive (cash runway & sane debt). Big companies cannot double - this is where 2×/10× actually lives.

HONEST ODDS - there is no 90% doubling: across 64 years, the best deep-reversal + growth setups end GREEN ~77-81% of the time, and the ride keeps ~90-100% of runners green once they move - but only ~12-16% ever double (over years), and ~0% double in a month. The GREATEST tier below is a short list of survivors (not distressed), turning and growing. Size tiny - a few carry the basket, most will not.

Trend sleeve

The second leg of the book (research/68). A name is IN TREND when its price sits above its own 10-month average, OUT when it closes below. Long-only, equal-weight, reviewed monthly. This leg is only ~0.4 correlated to the dip-swing book, so running the two together is real diversification: the blend lifted return (CAGR 9% to ~16%) while cutting the worst drawdown from -71% to -45% - shallower than either leg alone.

HOW IT WINS (the opposite of the dip book): a trend leg has a LOW hit-rate (~39% of trades) - many small losses, a few big rides. It makes money by exiting at the line (cut the loser) and letting winners run, not by being right often. Its job here is drawdown reduction for the whole book, not a high-win pick. Size it as a sleeve and equal-weight the names; never concentrate.

100× DNA

Small-caps carrying the DNA every 100-bagger shared at its start (Chris Mayer’s study of 365): small base, high sustained growth, high reinvestment (ROE), owner-operators (insider skin), long runway. DESCRIPTIVE, not a prediction - fundamentals are survivorship-tinted and nothing can foresee a 100× (10-25 years + patience + luck). A coffee-can watchlist to research and hold for years, never a promise that any will 100×.

Intraday desk spot & options · today only · Refresh

A same-day read for the most liquid names in USA and India: it turns today's tape - the 15-minute opening-range break, which side of VWAP, the gap, relative volume and 5-min RSI - into ONE lean per name. LONG = buy the spot / BUY CALL; SHORT = short the spot / BUY PUT (a bearish view can also be a SELL CALL credit). Levels are a VWAP / opening-range stop and 1.5R / 2.5R targets.

READ THIS. Intraday is the hardest, most negative-expectancy game there is - spreads, slippage and (on options) theta bleed you every trade, and it is the OPPOSITE of this shop's ride-for-years doctrine. This desk is MECHANICAL and NOT backtested - a low-confidence lean, never a prediction. Size tiny, always use the hard stop, and on most days the right move is to sit out. 0DTE options decay to zero by the close - exit intraday, never hold overnight. India option pricing is not on this feed (trade the underlying, or the US-listed INDA proxy).

This week - the plan concrete orders, sized to your capital

Mirror these in your broker. Sizes are the desk's suggested per-name amount; Exp $ is the mean expected dollar (Cash Week) or the premium collected (income) - an expectation with variance, never a promise.

Realized weekly scoreboard the public track - marked at 5%-per-name sizing

Closed trades from the same forward-log every desk grades on, bucketed by the week they exited. Green $ = a winning week, gold HIT = the week cleared the target. Real, graded, and it includes the losing weeks - no cherry-picking.

Supporting sleeves extra upside · NOT in the base $

Week desk WEEKLY TRADING · SEPARATE STRATEGY cash buys & options straddles · rolling 7-day rounds · Refresh

The one thing the 10-agent movers-lab tournament proved robust (rank-IC ~0.32 across 2001-2026 train, validation AND a locked 2024+ holdout, USA and India): which names will move BIG over the next week - a blend of EWMA close-vol and Parkinson range-vol. Each name is quoted with its expected 7-day move band and the option structure that monetizes magnitude: an ATM straddle (direction-free), with a small call-tilt where the only surviving directional residue (crashed ≥25%, not yet bounced) is present.

READ THIS. Magnitude is predictable; direction is not (best directional holdout IC .047 vs .32 for magnitude - there is no 90%, no guarantee). A straddle wins ONLY when the realized move beats the premium paid; implied vol is not on this feed, so compare the quoted expected move against the live straddle debit at your broker and SKIP any name where the debit is bigger - most weeks, most names, the market already charges fair. Theta bleeds daily; exit on a band touch, never hold past the round. Every quote is logged to TRACK (kind opt_movers): band touch inside 7 days = win, expiry untouched = loss - the desk grades itself in public. The FORECAST column is measured, never promised: forward frequencies of this desk's own population (top-12 expected-move names/week, 2003-2023, n 3k-8.8k per bucket). Read it honestly: P(ends up) is ~48-51% everywhere - the desk forecasts MOTION, not direction; even the crash-tilt badge adds no directional lift inside this high-vol population (context only).

Cash week - buy & sell inside the week cash equity, not options · Refresh

The one directional formula that survived the tournament's locked 2024+ holdout: deep-crash washout - names ≥20% below their 252-day high that have NOT yet bounced (still under the 10-day line, recent week still red), with a prior-winner bonus. BUY any day it fires; SELL at the close of the 5th trading day - rolling rounds, entries and exits land on any weekday. The exit rule is measured, not styled: profit-targets and stops both backtested WORSE (US holdout +1.09%/trade time-exit vs +0.84 band-target vs +0.77 with stop).

HONEST ODDS: ~51-54% win rate, +0.5-1.1% average per trade before costs, on a survivors-only universe - a small measured edge that needs the basket and the discipline, never a single-name bet. India tested weaker than USA (+0.5%/trade holdout). Every BUY is tracked in TRACK (kind cash_week); the tape grades the desk in public.

Where is the sun? it is always day somewhere

Measured over 308 straight months: there was never a month without doublers (worst ever, Dec 2008: still 0.3%, with the top-1% stock +73%). This board names the CURRENT daylight - for each market × sector: the share of members that DOUBLED in the trailing 12 months, the share still green this month, and the median best 12-month gain. Read it with the cream rule: high doubled% + fading green% = a spent sun (the leftover zone - never chase); high green% + low doubled% = a rising sun (early - the pond to watch); both high = high noon (harvest, via the funnel only).

Paper LEAPS PAPER ONLY - no capital

A validation sleeve: the machine "buys" (on paper) an in-the-money LEAPS call on the shop's top-2 conviction cream names, marks it every cycle, and closes on the underlying's confirmed structural break or the ~60-day roll point. Max loss = the premium (defined risk, the 1:10 geometry). If a quarter of paper P&L proves the convexity math, it earns a small real sleeve - not before.

Simple options · bet a direction max loss = the premium

The tool reads the trend (price vs the index's own 10-month line) and recommends ONE side - a CALL if the trend is up, a PUT if it is down - at a weekly and a monthly expiry. No betting both ways. Index timing is the hardest call there is, so treat the read as a low-confidence lean and size tiny. The most you can lose is the premium (a contract can expire worthless). NOT backtested; indicative pricing, confirm live. India = INDA (US-listed MSCI India proxy; native NIFTY/BANKNIFTY need an Indian broker feed).

Check any ticker any market · call or put across horizons

Type any symbol - USA (AAPL, NVDA, SPY), India (add .NS: RELIANCE.NS, TCS.NS), or an ETF. The tool reads its trend and shows the recommended side (CALL if up, PUT if down) across 1 day / 1 week / 1 month / 45 / 90 days. The read works for every market; live option pricing is US-listed only (India/native NIFTY need a broker feed - trade the underlying or use INDA). Low-confidence lean, not a prediction; short expiries bleed to theta; max loss = the premium.

Options · LEAPS leverage

Long-dated (1yr+) in-the-money call options on your highest-conviction MULTIBAGGER picks - leverage the best ideas with hard-capped downside (you can only lose the premium). HONEST: options are NOT backtested (no historical data - a structural tool, not a validated edge), can expire worthless (100% loss), and pricing is indicative (last trade - confirm live). A small deliberate sleeve only, never the core.

Income · covered calls on your holdings

Sell an out-of-money call on a name you own -> collect premium as income; caps upside at the strike. Indicative pricing, not backtested.

Income · cash-secured puts at your dip targets

Sell a put near a safe-swing dip target -> get paid to wait; if assigned you buy the dip at (strike − premium). You must hold the cash. Indicative pricing, not backtested.

Hedge · index put-spreads AI-systemic tail protection

Cheap, defined-cost crash insurance for the AI-financing-complex concentration (research/25): buy a ~7% OTM put, sell a ~18% OTM put. Small fixed cost, pays off if the index falls into the −7%..−18% band. A hedge, not an edge; indicative pricing. India is hedged via INDA (US-listed MSCI India ETF) - the only India proxy with a liquid US options chain; native NIFTY/BANKNIFTY and the pure Nifty-50 ETF (INDY) have no usable options on this data feed.

Cycle - position protection

Weinstein stage analysis on every holding - where each sits in its market cycle. TOPPING = Stage 3/4 roll-over (backtested: caught 25/26 major peaks, gave back −21% vs −74% riding) - watch the exit. PARABOLIC = blowoff early-warning (fired 11-26 weeks before 6/8 blowoffs, zero false fires across 2,294 calm weeks) - book into strength & tighten. launch = Stage 1->2 turn. Exits still need a confirmed red month; this is timing context, never a forced order.

Real opportunities growing · moving · moat · at a discount — Refresh

Undervalued only counts when the business is growing and the stock is moving — never a cheap dead value trap. These clear all four: a plausible discount (15–100%), revenue growth ≥15%, an uptrend (Heikin-Ashi green), and a durable moat. The shop's best live ideas — most sit in WATCH because the strict buy gate wants full confluence; this surfaces them so they don't rot.

Today's picks

The daily driver - the two highest-conviction, backtested setups across the whole universe. SAFE SWING = quality large-caps (won't go to zero) on a dip, uptrend intact - ~70-80% recover in ~6mo. MULTIBAGGER = not-extended strength + proven-DNA (tier 3+) - ~2× doubling lift. Both HONEST: not certainty; size small, most fail, winners run.

Master swing - durable dips (durable + calm + up-close, market not frothy; +10% stopless; ~82% out-of-sample honest, not 100%)

Multibagger tier 3+ (buy strength, size by tier, hard cap 15%)

Swing trades ~82% out-of-sample · NOT 100%

THE MASTER FORMULA (research/54,60): a DURABLE (never crashed >35%) + CALM (annualized vol <30%) name on a −8 to −25% dip, long uptrend intact, that CLOSED THE MONTH UP with 6-month buying accumulation, bought only when the market is NOT frothy (index <+15% over its 40-month line). Target +10%, STOPLESS (bank half, let half run); spread 1/N across 12-15 names, half-size if VIX>25. Backtest 473 instruments 2001-2026: honest ~82% deployable (purged walk-forward out-of-sample; 90% CI 74-89%; ~96% in-sample hold-to-target), NOT 100% - recent decade ~82-88%, ~1-2% never recover. Retires the old 47%-win swing.

Valuation MOS overlay (research/52,54): a Damodaran DCF margin-of-safety check now sizes each pick and excludes names priced past their DCF value. strong = at/below the pessimistic case (size up); ok = at/below base fair value; stretched = above base, no margin of safety (size down); veto = above even the +25% optimistic case (dropped). Replaces the old crude P/E>60 bypass. DESCRIPTIVE valuation context - the DCF is a reference price, not a win-validated predictor.

All master-formula swings (broader, ~82% out-of-sample honest)

Track record

The live proof - every high-conviction call logged at its entry price and graded to market. This is the ONE thing no backtest gives: are the edges real in the wild? Grows automatically as new picks fire. Swings grade to target/stop; multibaggers ride till a confirmed red month.

The shop floor

The engine trading its own recommendations, live - and sized by the opportunity: 2% for an ordinary qualified flip, 5% for a great setup (PRIME or a long-fall reversal), 10% only for the exceptional (SUREFIRE, or PRIME ending a 12+ month fall). One pot of capital backs both markets - a great opportunity draws from the whole shop wherever it appears; Indian pieces stay priced in rupees, capacity converts at the live rate, never more than 80% deployed overall. The doctrine's exits close every position. Green boxes are inventory on the shelf; a blinking red box is the engine calling the exit. Open this page instead of the email - it IS the email, alive. This book is the machine's public track record trading itself; your real account replicates it.

Sold off the floor

Signal ledger

Every alert the engine ever emailed, written down the moment it flashed - date, call, and the price on the tape that day - then marked against today's price forever. This is the shop's book: the recommendations cannot be edited, forgotten, or quietly deleted. The ledger starts recording from the day it was installed; it fills with every alert run (twice daily, after NSE and US closes).

Conditions barometer

Live 3-month trend of the factors that drive every regime - the dollar, hard assets, commodities, bonds, yields. Green = rising, red = falling.

Aligned with this regime (what expresses it - and which are in your screen)

The canonical vehicles for the current backdrop, live 3-month trend. Names tagged in your screen are in your universe (click to open). DESCRIPTIVE context - buys still come only through the gates.

The playbook - what grows in each condition

DESCRIPTIVE positioning context, NOT buy signals - the current regime is highlighted NOW. Actual buys still come only through the gates (SHOP FLOOR / TO DO). The debasement trade is crowded and rate-sensitive - it whipsaws (gold ran +65% in 2025, then fell hard in 2026).

New here? Every badge and short form used across the shop, in plain words. You can also tap any coloured badge anywhere in the app and a little box pops up with its meaning.

How this shop works

One line: hunt the few great compounders early, buy ONLY what the shop books, ride till the trend flips, cut losers by rule, never churn. The shop is a signal book - it never touches your real money. You buy/sell in your own broker, mirroring the TO DO list. Every tool below is tagged VALIDATED (a real buy/exit engine), DESCRIPTIVE (research only - never buy straight from it), or SPECULATIVE / CONTEXT.

The only buy rule

You buy in your broker only when a name books to SHOP FLOOR and shows in TO DO (you also get an email). Watchlists and screens (100X DNA, COMPOUNDERS, the market table) are not orders - a name there becomes a buy only if it later clears a price gate and books. If it is not in TO DO, you do nothing. Today the list is empty (market froth) -> the right action is hold cash.

• +10% target on a swing -> bank half, let half run (stopless on the runner).
• −20% hard stop from entry (daily close) -> auto-sell. The disaster backstop; caps every single loss.
• Confirmed full-body red month (monthly candle must close red) -> the trend flipped, exit. Intramonth wiggles do NOT count.
• Crash guard (index regime = CRASH) -> sell all, protect capital.
• Abort line on a fresh reversal -> a monthly close below the turn's low cancels the thesis.

Honest limits

Not a crystal ball. VALIDATED engines have a real, tested edge but the honest out-of-sample win is ~82% on the swing (473-name walk-forward, 74-89% CI; ~96% in-sample) and ~73-77% on the ride - never 100%, and ~1 in 10 years is still down. DESCRIPTIVE tools (100X DNA, COMPOUNDERS, scores) are survivorship-tinted and not proven predictors. The real edge is discipline + expectancy + survival over time: buy only what qualifies, cut losers by rule, don't churn, don't overpay, obey the crash guard. Anything promising certainty is lying.