Kinetic

Created By: Dravyaniti Consulting
Deployed By: Tradetron

Strategy Link: https://tradetron.tech/strategy/34364

Subscribers: 40

Rating: 4.5

Tags VerticalSpreads, Bearish, Bullish, Directional, Intraday, IVSkew, Momentum, ShortVol, TrendFollowing, Volatility
Margin 300,000
Exchange NFO

Description:

Keep Calm.
Invest in Kinetic.


(Notes:  

1.If  your broker does not support Deep OTM  options, we recommend you to shift to another broker or pause your execution of KINETIC or stop your trading .  It is your hard-earned money, let's treat it well )


2. Due to surge in margin requirements from time to time, Recommended capital is 4 lacs)


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





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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.

Totals
Capital 300 K
PNL 68.3 K
Drawdown 6.00%
Std Deviation 0.27%
Sharpe Ratio 2.94
Month PNL PNL %
Jul, 20 16.5 K 5.51
Aug, 20 28.5 K 9.51
Sep, 20 21.8 K 7.28
Oct, 20 1.4 K 0.47