Entry: At 0919 on Nifty expiry day only Instrument: Sell NIFTY ITM1 CE/PE based on spot E.g. if Nifty is at 18000 then CE strike will be 17950 CE and PE strike will be 18050 PE Stop-Loss: 25% on both legs. Adjust to cost TSL : Trail SL on every leg 10 point by 5 point Exit: 1455 Capital Needed : Around 3,28,000 Back Testing (Stock Mock) Updated as of 2-May-25 Actual results ( Started trading from 5-Jan-2023 Stopped trading from 20-Apr-2023 Started trading from 16-May-2024 ) Note: I am not SEBI registered advisor and this strategy is for learning purpose only.