3 months of Tradetron US free with any annual plan
Learn more
created : 1 week ago| | live deployment: 1
Strategy description
Sensex Weekly Positional AIVCS1
Delta-Based Weekly Option Spread Strategy
Recommended to deploy on the first day of new expiry (Wednesday) to capture momentum, theta decay, and optimal results.
Overview & Purpose
This is a systematic, delta-based weekly options spread strategy applied to Sensex weekly options. It aims to:
- Capture time-value decay and directional moves within the weekly cycle
- Appeal to investors seeking algorithmic, low-effort trading with strong risk controls
Target Users
- Investors seeking systematic, low-effort options income
- Those prioritizing strong risk management
- Suitable for trending, range-bound, or volatile market conditions
Core Trading Framework
| Phase | Actions |
|---|---|
| Initiation (Wed/First Expiry Day) |
|
| Daily Monitoring | Quick checks on position deltas and overall market moves |
| Adjustments |
|
| Exit Strategy | Close all positions at a 2.5–4% profit target or a maximum 1% weekly loss |
Key Parameters
| Parameter | Value |
|---|---|
| Capital Required | ₹5,00,000 per multiplier (plus 10% buffer) |
| Instrument | Sensex Weekly Options |
| Trade Frequency | ≈25–30 trades per month |
| Profit Target | 2.5–4% weekly |
| Max Weekly Loss | 1% of capital |
| Max Drawdown | Capped by hedges & stop-loss rules |
Investor Benefits
- Defined Downside: Fully hedged to cap losses
- Active De-Risking: Tactical profit-taking and adjustments
- Minimal Monitoring: Brief daily reviews suffices
Risks & Mitigations
| Key Risk | Mitigation |
|---|---|
| Overnight/Weekend Gaps | Deep OTM hedges limit exposure |
| Volatility Spikes | End-of-day stop-loss & profit-booking |
| Liquidity/Slippage | Only trade highly liquid index contracts |
Compounding Illustration
Regular reinvestment of profits drives compounding growth over time, demonstrating how patience and discipline can lead to significant results.
Disclaimer
MarkettBias Capital is not SEBI-registered. This strategy is for educational purposes only. Past performance does not guarantee future results. Consult a registered investment advisor before live deployment.
Subscribers
