Trading Plan Update — Autumn 2026 Strategy & Capital Rebalancing Portfolio Review: Strategic Allocations, Lot Re-sizing & Structural Risk Revisions Over the course of the first seven months of FY 2026–27, market volatility regimes and evolving index liquidity required continuous calibration across systematic trading systems. 1. Key Portfolio Rebalances at a Glance Capital Scaling to ₹2.75 Crore: Base capital allocation expanded from the initial ₹1.93 Crore (April baseline) to ₹2.55 Crore (late summer), and now stands at ₹2.75 Crore following October risk rebalancing. Nifty 10 Delta Derisking & Rebalancing: When historical drawdown thresholds were breached in the Nifty 10 Delta Strangle , its size was systematically cut from 20 lots down to 12 lots . To preserve aggregate absolute profit capacity without increasing drawdown exposure, 12 lots of the Nifty 5 Point strategy were reintroduced. This keeps target absolute returns and risk curves balanced....