Sensex Expiry Day - Late entry

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)

Actual trade based profit/loss

(Started trading from 10-Jun-25)

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