Strategy Link: https://tradetron.tech/strategy/34364
|Tags||VerticalSpreads, Bearish, Bullish, Directional, Intraday, IVSkew, Momentum, ShortVol, TrendFollowing, Volatility|
(Notes: Due to surge in margin requirements from time to time, Recommended minimum capital is 4 lacs. Revised historical annualised return is 52% and max historical DD is 8%)
Mix of multiple strategies
Intraday + Positional
Options Writing + Options Buying
Variable Position Sizing
Kinetic is built on Weekly Index Options and trades on Bank Nifty weeklies at the moment. The same strategy which we offer to large institutions and proprietary desks are now available for individuals.
Kinetic's Reward to Risk Ratio is greater than 3:1. The system has been piloted in live market for 6 months.
The strategy is a mixture of multiple strategies which are complementary to each other. This increases our chances of success.
Some of the unique features of the system are:
a) In-built Regime switch between Non-Trending and Trending Market. Adapts to current market conditions.
b) Dynamic (Volatility - based) Position Sizing
c) Always hedged positions allow for lesser volatility of returns and lower draw-downs. Intraday positions are also hedged. .
d) Consistent Performer - 90% Months are positive (i.e. 43 out of 48 months in Back-testing period)
e) When Non-Trending Mode is on, 4-legged spread positions will be created. When Trending Mode is on, we will be long call or long put.
f) Apart from generating absolute returns, may be used to hedge existing MF or Equity Investments
Disclaimer : These results are based on simulated or paper trading or hypothetical performance results that have certain inherent limitations. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.
|Capital||₹ 300 K|
|PNL||₹ 195.4 K|
|Jul, 20||₹ 16.5 K||5.51|
|Aug, 20||₹ 28.5 K||9.51|
|Sep, 20||₹ 21.8 K||7.28|
|Oct, 20||₹ 11.4 K||3.81|
|Nov, 20||₹ -2.4 K||-0.81|
|Dec, 20||₹ 78.5 K||26.17|
|Jan, 21||₹ 36.9 K||12.31|
|Feb, 21||₹ 4 K||1.35|