Only 3 Days Left - Learn Building Algo Trading Strategies Faster Using AI
Click here
created : 7 months ago| | live deployment: 3
Strategy description
Information about the Algo:
1. Overnight Positional Algo
2. Takes 4.5 Lakhs of Margin
3. Trades From Nifty Expiry Day to Nifty Expiry Day (Weekly overnight)
4. Trades in Nifty Options on Current week only, which it takes overnight
Frequency Analysis from 3 Jul 1990 → 9 Jan 2026
| Gap Size Bucket (Points) | Loss Assumed | Frequency | % of Total (13 days) |
|---|---|---|---|
| 400 – 449 | ₹10,000 | 6 | |
| 450 – 499 | ₹13,000 | 2 | |
| 500 – 799 | ₹18,000 | 2 | |
| 800 – 999 | ₹52,000 | 2 | |
| ≥ 1000 | ₹80,000 | 1 | |
| Total | 13 Days |
Based on Gap up and Gap down opening of NIFTY from 3 Jul 1990 → 9 Jan 2026. Total 13 times NIFTY did >= 400 Points Gap Up/ Gap Down
