Sensex Journey 1DTX (1 Day to Expiry)

Sensex Journey strategy on Thu as detailed out by Stock Mock @ Stock Mock Sensex Journey

This strategy is running in Algo Test

Logic of the strategy is also described as below:

1. On 1 day to Sensex expiry , at 0922 sell Sensex ATM CE/PE weekly options based on spot with SL of 60% on both legs
2. In case SL is hit for CE option
1. Sell ATM PE weekly option based on spot with SL of 25%
2. If SL is hit for ATM PE sold in above step then buy an ATM put weekly option with Target as 40% and Stop loss as 25%
3. In case SL is hit for PE option
1. Sell ATM CE weekly option based on spot with SL of 25%
2. If SL is hit for option sold in above step then buy an ATM put weekly option with target as 40% and stop loss as 25%
4. Exit at 15:15
5. Keep a MTM SL of 5k per lot

Back Testing Details (Updated as of 6-Dec-24)

Actuals

(Started trading from 4-Jul-24)

Date wise trade details for Nov 2024:

Reason for high difference between actual trades and backtesting

14-Nov & 22-Nov: Didn't trade because of Sensex expiry falling on Thursday because of holiday on Friday

Historical Trades

Oct 2024

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