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Showing posts from January, 2025

Nifty Expiry Day Straddle - Early Entry

Entry time : 0919 Exit time    : 1455 Day                : Nifty expiry day only (Thursdays) Instrument: Nifty Strike : Sell ATM CE & PE based on SPOT price Stop Loss:  40% for both ATM legs with adjust to cost i.e. if SL is hit for 1 leg then SL for other leg will be adjusted to its entry price Slippage : 0.5% Capital:  3.25 Lakhs per lot Back testing (Updated as of 17-Jan-25) Actual trade based profit/loss (Started trading on 26-Sep-24 ) Note: I am not a SEBI registered advisor and sharing strategies for learning purpose only