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

Note: If someone is adventurous, they can trade without any stop loss. Till today that day hasn't come when someone will lose capital doing this, but who can say about future.

Back Testing

(Updated as of 29-Jul-25)

Actual trade based profit/loss

(Started trading from 23-Feb-24)