Strategy Link: https://tradetron.tech/strategy/15753
Subscribers: 41
Rating: 0
Tags | DeltaNeutral, EarnTheta, Intraday, MarketNeutral, Volatility |
Margin | ₹ 40,000 |
Exchange | NFO |
Description:
This is an intraday Strategy on NIFTY Weekly Options.
Entry:
It will sell intraday ATM options at a specified time (varies under certain conditions).
Risk Management:
It will have two stop losses.
Metrics:
This is the report from 13th March 20 from Stock Mock.
Disclaimer:
Good Past performance is no guarantee of future results. It also extends to the fact - Don't discount an investment simply because it's done poorly recently - it can improve back to its way to its usual amazing results.
Although it is 100% fully automated trading, You're advised to keep a slant eye over the account to monitor any significant deviation. Click here to join our Telegram Channel for important updates.
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 | ₹ 40 K | |
PNL | ₹ 37.7 K | |
Drawdown | 24.14% | |
Std Deviation | 0.78% | |
Sharpe Ratio | 2.28 |
Month | PNL | PNL % |
Jun, 20 | ₹ 393.7 | 0.98 |
Jul, 20 | ₹ 23.2 K | 58.04 |
Aug, 20 | ₹ 4.8 K | 12.11 |
Sep, 20 | ₹ 13.4 K | 33.40 |
Oct, 20 | ₹ -3.4 K | -8.57 |
Nov, 20 | ₹ -8.5 K | -21.14 |
Dec, 20 | ₹ 2.3 K | 5.69 |
Jan, 21 | ₹ 5.5 K | 13.81 |