Note: I am not a SEBI registered advisor and sharing strategies for learning purpose only Entry time : 0919 Exit time : 1455 Day : Nifty expiry day only (Tuesdays) 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: 3.03 Lakhs per lot Back testing (Updated as of 31-Jul-26) 2026 2025 2024 2023 2022 1 645 10,453 771 -1,122 1,573 2 19,019 2,630 11,196 -1,223 8,060 3 -13,806 -6,158 5,780 2,730 4,683 4 6,804 11,215 2,162 -165 -2,340 5 -2,643 3,616 8,040 3,217 4,224 6 1,115 831 -399 -961 6,136 7 65 2,184 2,625 1,912 2,217 8 0 1,382 6,024 -3,538 2,032 9 0 6,647 -5,668 1,562 -4,785 ...