Created By: TradePick
Deployed By: Tradetron

Strategy Link: https://tradetron.tech/strategy/15789

Subscribers: 140

Rating: 3.3

Tags Volatility, EarnTheta, MarketNeutral, Intraday, DeltaNeutral
Margin 120,000


This is an intraday Strategy on NIFTY BANK Weekly Options. 


It will sell intraday Near OTM Straddle options at a specified time (varies under certain conditions). 

It will also buy intraday ATM options at a specified time (varies under certain conditions).

Risk Management:

It will have three stop losses. 

  1. One is % based stop loss i.e. it will close the trade if x% of the premium is hit.  (This x is a variable based on certain conditions.)
  2. One is a time-based stop loss, i.e. It will close the trade at a specified time. So if the stop loss is not hit by the method mentioned in the above, it will act as take profit point.
  3. Volatility based stop loss.


This is the report from 13th March 20 from Stock Mock.


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.

Capital 120 K
PNL 112.3 K
Drawdown 148.8 K (124%)
Std Deviation 0.95%
Sharpe Ratio 1.08
Month PNL PNL %
Jun, 20 26.5 K 22.05
Jul, 20 26.3 K 21.89
Aug, 20 61.1 K 50.90
Sep, 20 1.3 K 1.09
Oct, 20 5.2 K 4.31
Nov, 20 4.4 K 3.69
Dec, 20 4 K 3.35
Jan, 21 14.8 K 12.34
Feb, 21 24.7 K 20.55
Mar, 21 -23 K -19.13
Apr, 21 25.3 K 21.06
May, 21 658.7 0.55
Jun, 21 1.6 K 1.35
Jul, 21 16.5 K 13.72
Aug, 21 25.8 K 21.52
Sep, 21 -83.1 K -69.24
Oct, 21 -17.6 K -14.65
Nov, 21 -2.1 K -1.76