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Nifty 10 Point

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

Entry time: 0918

Instrument: Sell Nifty monthly CE and PE option which is trading at a price greater than or equal to 10 at 0918

Stop-Loss: 4 points on both CE/PE leg

Exit: 1520

Slippage: 0.5%

Capital: 3,17,000

Back Testing

(Updated as of 4-Jul-25)






Actual trade based profit/loss
(Started trading from 12-May-25)




Comments

  1. hi arun , is this 10 and 4 point combined premium or individual leg?

    ReplyDelete
  2. Hello Arun, if trade is taken during last week of the month, would you still take same week or next week's expiry? I ran a backtest and found a lot of loss trades. Specifically, 24, 25, 26 March 2025.

    ReplyDelete
    Replies
    1. Last week of the month, till Thursday it will be current week expiry, on Friday it will be on next week expiry

      Delete
    2. March was negative month for this strategy as per back testing

      Delete

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