Note: I am not a SEBI registered advisor and sharing strategies for learning purpose only
Logic of the strategy:
- This is a intra-day strategy and has to be executed on Sensex 1 day before expiry and on expiry day
- At 0922 sell Sensex ATM CE/PE weekly options based on spot with target of 50% and SL of 60% on both legs
- In case SL is hit for any leg Sell 100 PT opposite leg with SL of 50% e.g. if SL is hit on ATM CE then sell 100 Point PE
- In case target is hit for legs taken in point 2 then again sell the ATM leg of same side with target of 50% and SL of 60%. E.g. if ATM CE taken in point 2 hits the target then again ATM CE will be sold.
- If SL is hit on any legs taken in point 4, then follow logic of point 3.
- Exit at 15:15
- Keep a MTM SL of 4k per lot
Stock Mock link for the strategy -> Sensex 1DTX & XD Adjustment
Back Testing Details
(Updated as of 23-May-25)
Actuals
(Started trading from 12-Jul-24)
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