Skip to main content

Sensex Expiry Day Non-Directional

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

Stop Loss: MTM SL of 1200 per lot

Slippage: 0.5%

Capital: 2,84,000 per 1x (combination CE + PE)


Back testing
(Updated as of 2-May-25)





Actual trade based profit/loss
(Started trading from 8-Nov-24)




Comments

  1. Can we run it on quantiply?

    ReplyDelete
  2. Replies
    1. I am available on dm at my twitter @arun1Bhatt or you can email me @ bhatt.arun3650@gmail.com

      Delete
  3. Sensex has so many liquidity issues. Are you still using it Arun?

    ReplyDelete
    Replies
    1. From past 2 months, not facing any issues related to liquidity for ATM/OTM strikes

      Delete

Post a Comment