Sensex Expiry Day - Late entry

 Entry time: 1120

Exit time   : 1515

Day            : Sensex expiry day only (Tuesdays)

Instrument: Sensex

Strike: Sell ATM CE & PE based on SPOT price

Stop Loss: 65% 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

MTM SL: 3000 per lot

Slippage: 0.5%

Capital: 2.84 Lakhs per lot

Back testing

(Updated as of 7-Feb-25)

Actual trade based profit/loss

(Started trading on 16-Aug-24)

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