Created By: Vikram Bajaj
Deployed By: Tradetron

Strategy Link: https://tradetron.tech/strategy/60347

Subscribers: 2630

Rating: 3.8

Tags Directional
Margin 70,000
Exchange NFO


Note: Capital Required for this strategy is being revised to 70k for following reasons:

  1. To include max. drawdown in required capital amount.
  2. Increase in option premiums as Nifty price has increased from 11k to 14k from the time this strategy was started(Nov,20).
  3. Premiums have increased with increase in IVs.

This is an "Always in Trade" strategy. It takes position in ITM monthly option of Nifty in current direction of market.

Captures long trends in the market. Loses in sideways market.

-High Risk

-Average 30-35 trades in a month

-Only Long options 


Capital required for 1x deployment is around 25-35k at the start of the monthly expiry.

Max. Drawdown - 31k on 1x (1 Lot) 

Click Here:  Statistics (Daily/monthly PNL,drawdown)

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 70 K
PNL 215.2 K
Drawdown 32 K (46%)
Std Deviation 1.85%
Sharpe Ratio 3.34
Month PNL PNL %
Nov, 20 22.3 K 31.82
Dec, 20 37.9 K 54.10
Jan, 21 52.3 K 74.72
Feb, 21 71 K 101.41
Mar, 21 7 K 9.94
Apr, 21 33.1 K 47.25
May, 21 -8.3 K -11.81