Solvers One

Created By: QCALPHA
Deployed By: Tradetron

Strategy Link:

Subscribers: 15

Rating: 4.7

Tags EarnTheta, Intraday, MarketNeutral, ShortGamma, ShortVol, Volatility
Margin 200,000


Short Volatility

Intraday Option Selling

The SOLVERS platform (ShOrt & Long Volatility Enhanced Returns System) runs non-directional short options trades to extract the volatility premium. 

The SOLVERS ONE strategy takes short options positions on an INTRADAY basis for BankNifty and NIFTY

The strategy trades on BankNifty and Nifty Current Weekly Expiry options.

System Capital Requirements (1X Multiplier):

Margin Capital while in Trade:  2L or as per broker for Intraday single lot Call/Put options on Nifty and BankNifty

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 200 K
PNL 131.5 K
Drawdown 14.5 K (7%)
Std Deviation 0.23%
Sharpe Ratio 4.15
Month PNL PNL %
Sep, 20 -5.8 K -2.91
Oct, 20 28.9 K 14.43
Nov, 20 11.1 K 5.56
Dec, 20 23 K 11.50
Jan, 21 20.3 K 10.17
Feb, 21 9.5 K 4.74
Mar, 21 17 K 8.51
Apr, 21 11.2 K 5.60
May, 21 16.3 K 8.16