Entry: At 0919 on Nifty expiry day only Note: Nifty expiry happens on Thursday. But if Thursday is trading holiday then expiry will fall on Wednesday. In similar way if both Thursday and Wednesday are trading holidays, it will fall on Tuesday. 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 1,30,000 Back Testing (Stock Mock) Updated as of 30-Apr-2023 Actual results (Started trading from 5-Jan-2023 Stopped trading from 20-Apr-2023) Week wise results for Mar 2023 Historical Data Mar 2023 Feb 2023 Jan 2023 Note: I am not SEBI registered advisor and this strategy is for learning purpose only.