Strategy Link: https://tradetron.tech/strategy/106548
|Tags||EarnTheta, Intraday, MarketNeutral, ShortGamma, ShortVol, Volatility|
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%)|
|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|