Nifty-Bank Nifty options trading strategies

  Entry time : 0918 Instrument : Sell Bank Nifty monthly CE and PE option which is trading at a price greater than or equal to 10 at 0918 Please note both CE and PE should be sold e.g. if BN 37200 CE is trading at 11 and BN 33100 PE is trading at 12, I will sell BN 37200 CE (Weekly) and BN 33100 PE (Weekly) Stop-Loss : 9 points on both CE/PE leg Exit : 1520 Slippage : 0.5% Capital: 97,000 Note ( 30-Nov-24): After weekly expiries ended for Bank Nifty, strategy now trades the Bank Nifty monthly options Back Testing (Updated as of 31-Oct-24) Actual trade based profit/loss (Started trading from 9-Jan-24) Profit/Loss for Aug '24 Reason for high slippage b/w actual and back testing Historical Trades Jul 24 Jun 24 May 24 Apr 24 Note: I am not a SEBI registered advisor and sharing strategies for learning purpose only

Entry time : 0930 Exit time    : 1455 Day                : Sensex expiry day only Instrument:  Sensex Strike : Sell ATM CE & PE based on SPOT price and Buy OTM10 CE/PE as hedge Stop Loss: 50% for both ATM legs with adjust to cost i.e. if SL is hit for 1 leg then SL for other leg will be adjusted to its entry price. No SL for hedges (OTM10 CE/PE) Slippage : 0.5% Capital:  43k per lot Note (8-Jun-24): I am running this strategy from past month (May '24) without OTM10 hedges and results are more or less in line with back test.  May be this is more so as there were not many spikes in Sensex on expiry day in past 1 month. However in past there used to be spikes in Sensex index and there is a chance that because of that strategy wouldn't have given returns similar to what back test shows.  The absolute returns of this strategy are same in both hedged version and non hedged version. This is because on few days hedge...