created : 2 years ago| | live deployment: 3
Strategy description
It’s a Spread Strategy where we buy one leg of CE near the price of ₹ 50 and Sell another leg of CE Near the price of ₹ 100 at a specific time.
When a market is bullish we square off the short CE leg only the buy leg will be there when the market is bullish.
And when the market is Bearish then both legs will be there so will get theta decay benefit of the short side leg. We exit the spread the next day of entry and again enter after 5 mins.
❖ Capital Required: 60,000
❖ Type: Positional with Hedge
❖ Avg Trades (Buy + Sell) per Day: 5-6
❖ Shared code: 74022714-068e-462e-ab41-2126483edf8c
❖ Max drawdown %: -20.65%
