This strategy is to be taken on weekly expiry day and is based on observation that in most of the expiry days if a trend has to be established it will be established in first 2 hours of trading day Entry: At 1130 Instrument: Sell ATM CE and PE based on Nifty SPOT e.g. if Nifty SPOT is at 15350 then 15350 CE and 15350 PE needs to be sold Stop-Loss: 75% at leg level. Once SL is hit for one leg then other's leg SL need to be adjusted to cost MTM SL : Exit the strategy if the MTM loss for a day becomes more than or equal to 2000 per lot Exit: 1520 Capital Needed : Around 1,25,000 to 1,30,000 to trade 1 lot of ITM1 CE and PE. Returns are calculated based on a capital of 1,30,000 Back testing results (Updated by end of day 4-Apr-24) Actual Results ( Started trading from 20-Jul-23) Week wise trade details Mar 2024 Reason for high difference b/w actual results and back testing Historical Trades Feb 2024 Reason for high difference b/w actual results and back testing 1-Feb-24: Squared o