Strategy description

Strategy Description

This is a fully systematic intraday, non-directional options framework designed around a proprietary signal engine. The core logic evaluates volatility expansion, micro-structure shifts, and short-term breakout ranges before initiating positions.

The system deploys intraday option legs in a hedged, market-neutral configuration with defined risk parameters. Each leg is protected through structured stop-loss, profit capture zones, and optional re-entry on signal confirmation. The strategy exits all positions before market close, ensuring zero overnight exposure.

Key Technical Features

1. Market-neutral intraday architecture

2. Volatility & breakout-based signal generation

3. Time-based & condition-based exits

4. SL and target mapped to premium behaviour

5. Optional re-entry logic improves risk-adjusted returns

6. No overnight carry risk

Disclaimer

VP Capital Research is a SEBI-registered research entity; however, the strategy is purely rule-based and not a buy/sell recommendation.

Do not deploy solely based on backtests or past performance.

Paper trade for at least one month to understand behaviour and drawdowns.

Trading involves risk. There is no shortcut to becoming wealthy, and disciplined execution is crucial for long-term results.

Customer Support

For queries or support:
Email: [email protected]