The pre-market routine
Every morning before 9 AM, subscribers to withSahib's Pro plan receive the day's intraday research notes for NSE equities. What goes into that call? Here is the exact pre-market process — manual, repeatable, and executed by the analyst across roughly 6:00 AM to 8:45 AM IST. None of the steps below are automated buy/sell triggers; each is a checkpoint the analyst clears before a setup can be considered for publication.
The six-filter sequence
Filter 1 — Global cues (06:00–06:30 IST)
Review the US market close (Dow, S&P 500, Nasdaq), SGX Nifty futures, Asian market openings, and crude oil / dollar index. These determine the broad market bias for the day — gap-up or gap-down open, and overall sentiment. If global cues are mixed or violently negative, the bias for the day is "trade smaller, not larger".
Filter 2 — Nifty bias (06:30–07:00 IST)
Analyse Nifty 50 futures using the previous day's candlestick, support/resistance zones, and overnight FII/DII data from NSE. This gives the intraday direction bias — bullish, bearish, or neutral/rangebound. Trades that fight the Nifty bias have to clear a much higher bar in the later filters.
Filter 3 — Sector rotation scan (07:00–07:30 IST)
Identify which sectors showed strength or weakness in the previous session. If banking stocks saw heavy buying, the day's watchlist skews toward HDFC Bank, ICICI Bank, Axis Bank, Kotak. Sector momentum on NSE's sectoral indices is more reliable than random stock picking — institutional money rotates between sectors, and individual names follow the sector tape.
Filter 4 — Stock scan (07:30–08:15 IST)
Run a systematic manual scan on NSE-eligible stocks filtered by: (a) volume surge on previous close, (b) stocks near key support/resistance on the daily chart, (c) stocks with upcoming catalysts like quarterly results or scheduled news, (d) FII/DII activity reports. This typically yields 20–30 candidates.
Filter 5 — Multi-timeframe technical confirmation (08:15–08:45 IST)
Each candidate is checked across 15-minute, hourly, and daily charts. Entry is only justified when at least two timeframes agree on the direction and structure. Entry range, Target 1, Target 2, and stop-loss are defined based on the stock's ATR and visible key levels — not a generic percentage rule.
Filter 6 — Red-team review (just before publish)
Every shortlisted setup is argued against — what is the counter-thesis, what would invalidate the trade, what does a wrong-direction move look like? A setup that cannot survive its own counter-thesis is dropped. This is the filter where most candidates die.
Publication (~08:45 IST)
The final 1–3 intraday research notes go live on the withSahib dashboard with full technical notes. Each note includes:
- Stock name and segment (NSE)
- Entry range (not a single price)
- Target 1 and Target 2
- Stop-loss
- Expected holding window
- The technical rationale that connects the setup to the six filters above
This is the only format a SEBI Registered Research Analyst should publish — with full disclosure, named analyst, registration number, and reasoning. Anonymous "buy XYZ at market" messages do not meet the SEBI standard.
What happens during market hours
The pre-market work is done. Intraday hours are about discipline, not new analysis. The published levels (entry, T1, T2, SL) hold for the session — they are not chased upward if the stock runs ahead of the entry zone. Position management follows the documented rules: book partial at T1, trail stop-loss to entry, hold runner toward T2 or stop.
Daily repeatability
This six-filter process is repeated every trading day, approximately 250 days a year. It is systematic, manual, and SEBI-compliant. Every intraday research note from withSahib is the output of this framework — not a gut feel, a WhatsApp forward, or a screen-grab from someone else's tweet. The full methodology is published on the /methodology page and is part of the regulatory record under SEBI RA Regulations, 2014.
Research by Sahib Singh Hora, SEBI RA INH000026266. Intraday trading involves substantial risk. Investments in securities markets are subject to market risk. Past performance is not indicative of future results. This is research, not investment advice.
