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Expiry day Straddle - Nifty & Sensex - Adjustment based

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 Nifty Expiry day
(Updated as of 31-Oct-24)


Actuals
(Started trading from 11-Jul-24)




Back testing for Sensex Expiry day
(Updated as of 31-Oct-24)



Actuals 
(Started trading from 5-Jul-24)





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