This is strategy as explained by Chetan Sir in this video
Entry: At 1235
Instrument: Sell ATM CE and PE
Stop-Loss: 30 points at leg level and adjust to cost for one leg if other leg's SL is hit
Exit: 1520
Capital Needed: 3,25,000
Note(5-Aug-23): I have stopped trading this strategy after 13-Jul-23 as returns for 2023 are not that good
Note (3-Nov-23): Re-started trading this strategy from 2-Nov-23 as it gave good returns in Oct month
Back testing results
(Updated as of 17-Jan-25)
Is there any MTM stoploss here?
ReplyDeleteNo MTM loss. But as SL at leg level is 30 point with Adjust to cost, max loss will be 1500 per lot for this
DeleteIs this, Nifty strategy... If nifty I tried backtest but results are quite different
ReplyDeleteThe above data is incorrect. Backtested data not matching Big difference
DeleteBack testing results as shown in blog post are from Stock Mock and are matching with actuals for most of the months except Dec 22. Which platform you are using to back test this?
DeleteHi bro result are different in alogtest can you share strategy settings
Delete