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Sensex Journey 1DTX (1 Day to Expiry)

Note: I am not a SEBI registered advisor and sharing strategies for learning purpose only

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 7.6k per lot

Back Testing Details 
(Updated as of 2-May-25)





Actuals
(Started trading from 4-Jul-24)





Comments

  1. hi arun sir, please check point 3, subpoint2, it should be "If SL is hit for option sold in above step then buy an ATM Call weekly option with target as 40% and stop loss as 25%" please verify

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