Entry time: 1200
Exit time : 1520
Day : Sensex expiry day only (Thursdays)
Instrument: Sensex
Strike: Sell ATM CE & PE based on SPOT price
Stop Loss: 80% 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 Lakhs per lot
Back testing
(Updated as of 2-Oct-25)
(Started trading from 10-Jun-25)
what slippage you get while trading Sensex strategies?
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