Expiry day journey strategy which is run on the all the index options on their expiry day except for Mid Cap Nifty -> Expiry day Journey strategy . As MTM swing is huge for this, I am executing with less lots (2). These strategies are running in Algo Test Back Testing for Bankex Expiry day (Updated as of 31-Oct-24) Actual Trade Result for 1 Lot (Started trading from 8-Jul-24) Back testing for Fin Nifty Expiry day (Updated as of 31-Oct-24) Actuals (Started trading from 9-Jul-24) Back Testing for Bank Nifty Expiry day (Updated as of 31-Oct-24) Actuals (Started trading from 10-Jul-24) Back Testing for Nifty Expiry day (Updated as of 31-Oct-24) Actuals (Started trading from 11-Jul-24) Back testing for Sensex Expiry day (Updated as of 31-Oct-24) Actuals (Started trading from 5-Jul-24)
Nifty-Bank Nifty options trading strategies