Nifty-Bank Nifty options trading strategies

This strategy was modelled based on other strategy listed on my blog BN 100 PT SL 40 PT but on Nifty index. Though performance of BN100 PT SL 40 PT was not that good in 2024 but Nifty strategy did very well in first 3 months of 2024. Entry time : 0930 Instrument : Sell Nifty weekly CE and PE leg having premium >=  50 points Stop-Loss : 20 points on both legs and adjust the SL to cost for a leg if other leg's SL is hit Target:  90% on both legs Trailing Stop Loss :  5% by 3% on both legs Exit Time : 3 PM Slippage : 0.5% Back testing (Updated as of 12-Apr-24) Actual trade based profit/loss (Started trading from 24-Jan-24 ) Profit/Loss for Mar 2024 Reason for high difference b/w actual and back testing 21-Mar-23: PE trade hit SL in actual trade at 9:22 whereas in Back test it didn't hit Historical Trades Feb 2024 Reason for high difference b/w actual and back testing 07-Feb-24:  PE strike went into margin error and trade was taken at 9:57 instead of 9:30 8-Feb-24 : A different

Entry time : 0916 Exit time    : 1500 Day               : Fin Nifty expiry day only Instrument: Fin Nifty Strike : Sell ATM CE & PE based on SPOT price and Buy OTM3 CE/PE as hedge MTM SL: 1500 per lot Slippage : 0.5% Capital: 45k per lot Back testing (Updated as of 5-Apr-24) Actual trade based profit/loss (Started trading from 8-Aug-23 Stopped trading from 30-Jan-24) Profit/Loss for Mar 2024 Reason for high difference b/w actual and back testing Historical Trades Jan 2024 Dec 2023 Nov 2023 Oct 2023 Sep 2023 Aug 2023 Note: I am not a SEBI registered advisor and sharing strategies for learning purpose only

Entry time : 0930 Instrument : Sell Bank Nifty weekly CE and PE leg having premium >=  100 points Stop-Loss : 40 points on both legs and adjust the SL to cost for a leg if other leg's SL is hit Target:  90% on both legs Trailing Stop Loss :  5% by 3% on both legs Exit Time : 3 PM Slippage : 0.5% Back testing (Updated as of 5-Apr-24) Actual trade based profit/loss (Started trading from 1-Dec-23 ) Profit/Loss for Mar 2024 Reason for high difference b/w actual and back testing Historical Trades Feb 2024 Reason for high difference b/w actual and back testing 07-Feb-24:  CE trade hit TSL in actual trade whereas in back test it exited at good profit at exit time Jan 2024 Reason for high difference b/w actual and back testing 30-Jan-23:  CE trade hit TSL in actual trade whereas in back test it exited at good profit at exit time Dec 2023 Reason for high difference b/w actual and back testing 19-Dec-23:  In actual trade 47600 PE didn't hit SL at 09:55 as shown in Back testing Note: I

Entry Time:  0916 Instrument : Sell 1 Lot  of OTM2 CE (ATM + 100) and  PE (ATM-100) of NIFTY based on spot price at 0916 MTM SL: 500 per lot Target:  1000 per lot  Exit Time:  1235 Slippage:  0.5% Capital Needed:  125k to 130k per CE + PE lot. Returns mentioned in back testing and actuals are based on 130k margin Back testing and actual trades report  ( Updated as of 5 Apr 24) Back testing results Actual Trades based profit/loss (Started trading from 26-Jun-23 Stopped trading from 9-Feb-24 Re-started trading from 1-Mar-24) Above profit doesn't include brokerage and other charges Daily trades for Mar 2024  Reason for days with high difference b/w actual and back testing (Positive/Negative): 6-Mar-24: In real trade MTM SL was hit whereas in Back testing it didn't hit Historical Trades Feb 2024 Jan 2024 Dec 2023 Nov 2023 Oct 2023 Reason for days with high difference b/w actual and back testing (Positive/Negative): 5-Oct-23: Strategy not traded on this day Sep 2023 Note: I am not a

 In this post I will be talking about the bank nifty buying system based on range breakout. In case you don't have a background on range breakout buying system please refer to Stock Mock YT video @  Stock Range breakout Buy Now we will go direct to the system Instrument:  Bank Nifty CE and PE weekly option which is ATM option at 0930 Entry:  Enter in ATM CE or PE option whichever breaks high range between 0930 to 1100 after 1100 first. Only one entry will be taken E.g. say at 0930 ATM options are 47100 CE and PE. Now 47100 CE highest premium is 200 and lowest is 160 between 0930 to 11. In same 47100 PE highest premium is 180 and lowest is 140 between 0930 to 11. Now if 47100 CE goes above 200 after 1100 then it will be bought.  In case before 47100 CE goes above 200, 47100 PE goes above 180, then PE option will be bought. This is known as Range breakout strategy. Stop Loss -  75 points from the entry premium. E.g. if entry happened at premium of 200 then SL will be at 125 Exit -  E