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Showing posts from August, 2025

Sensex Expiry day 10 Point strategy

  Note: I am not a SEBI registered advisor and sharing strategies for learning purpose only Entry time : 10:30 AM Instrument : Sell Sensex weekly CE and PE option which is trading at a price greater than or equal to 10 at 1030 AM Stop-Loss : 9 points on both CE/PE leg Exit : 1520 Slippage : 0.5% Capital: 2,39,000 Back Testing (Updated as of 31-Jul-26) 2026 2025 2024 2023 1 216 887 568 0 2 1,413 866 872 0 3 902 546 90 0 4 480 1,245 906 0 5 -245 458 1,734 0 6 539 546 554 0 7 597 1,367 866 0 8 0 869 1,280 138 9 0 948 98 306 10 0 651 156 214 11 0 609 496 1,556 12 0 999 864 660 Total 3,902 9,991 8,484 2,874 Capital 2,39,000 2,39,000 2,39,000 2,39,000 Returns 1.6% 4.2% 3.5% 1.2% MDD -720 -360 -692 -360 RMDD 5.4 27.8 12.3 8 Overall Profit 24...