Expiry day journey strategy which is run on the all the index options on their expiry day except for Mid Cap Nifty -> Expiry day Journey strategy . As MTM swing is huge for this, I am executing with less lots (2). These strategies are running in Algo Test Back Testing for Bankex Expiry day (Updated as of 9-Aug-24) Back testing for Fin Nifty Expiry day (Updated as of 9-Aug-24) Back Testing for Bank Nifty Expiry day (Updated as of 9-Aug-24) Back Testing for Nifty Expiry day (Updated as of 9-Aug-24) Back testing for Sensex Expiry day (Updated as of 9-Aug-24)