created : 1 year ago| | live deployment: 1
Strategy description
The Nifty Theta Express
Harvesting Time Decay with Real-Time Hedges | Defined-Risk Intraday System
Step aboard The Nifty Theta Express—an intraday trading system designed not to predict direction, but to progress from calm. We sell options to collect rapid time decay, while sophisticated, real-time hedges act as our guardrails, turning market noise into a stream of defined-risk income.
This is a rules-based, algorithmic approach that removes emotion, ensures discipline, and aims for consistency in the crucial hours of the trading session.
Key Advantages (Why This System?)
✅ Defined & Capped Risk
Every trade's maximum potential loss is known and limited before entry. No unlimited risk scenarios.
✅ Emotion-Free Execution
The algorithm executes based on logic, eliminating fear and greed from your trading decisions.
✅ Designed for Range-Bound & Volatile Markets
While it thrives in sideways action, its dynamic hedging logic is built to manage breakouts and spikes in implied volatility.
✅ Capital Efficiency
As a premium-selling strategy, it can generate income from a smaller capital base compared to directional strategies.
Unlike "all-in" strategies, we maintain a 10-30% liquidity buffer.
✅ Time Decay as Your Ally
Systematically harvests Theta (time decay), which accelerates in the final hours of options life—perfect for intraday.
Key Highlights & Performance Snapshot
| Metric | Details |
| Strategy Type | Intraday Options Selling (Non-Directional) |
| Instrument | Nifty Weekly Options |
| Capital Required | ₹2,00,000 per Lot |
| Win Rate | 68% – 70% |
| Avg. Monthly ROI | 4% – 5% |
| Historical Drawdown | < 10% |
| Trade Frequency | ~8 Trades/Day (Buy + Sell) |
| Profit Factor (Est.) | 1.8 – 2.1 |
⚠️ Critical Risk Disclaimer & User Responsibility
Algorithmic Trading involves significant risk. Please read this carefully before subscribing.
Technical Risks: While the system is fully automated, subscribers must understand the risks of slippage, network latency, broker terminal errors, API failures, or data feed issues. These are inherent to all algo-trading and can impact fills and P&L.
Market Risk: This strategy is vulnerable to sudden, large directional gaps or volatility explosions (“black swan” events) which may exceed the hedging model’s capacity within a single bar.
Monitoring is Essential: Subscribers are strongly advised to monitor their accounts during live market hours, especially for significant deviations from expected behavior or technical disconnections. You are ultimately responsible for your capital.
No Guarantees: Past performance does not guarantee future results. The equity curve can and will experience drawdowns.
By subscribing, you acknowledge that you have read, understood, and accept all risks associated with automated trading and this specific strategy.
