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Expiry day Straddle - All indexes - 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 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)


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