created : 1 week ago| | live deployment: 1
created : 1 week ago | live deployment: 1
Intraday Nifty Sensex Box Zero and One DTE V1
by: FinAI Algo
Strategy description
Intraday Nifty Sensex Box (Zero and One DTE) V1
Overview
This Box is a combination of 12 to 20 uncorrelated strategies for enhanced diversification and stability for long-term.
Key Details
| Parameter | Value |
|---|---|
| Maximum Drawdown | 9% of capital |
| Capital Requirement | ₹900,000 per 1× multiplier |
| Entry Date | Monday to Thursday |
| Instrument | Nifty and Sensex Weekly Options |
| Type | Intraday |
| Average Trades Per Day | 12–16 round trips |
| Monthly Brokerage and Taxes | ₹8,000 |
Advantages
- Integrates uncorrelated strategies to reduce drawdowns and improve risk stability
- Capitalizes on theta decay in Zero DTE trade
- Maintains zero overnight exposure by closing all positions intraday
- Begins with non-directional setups and dynamically shifts to directional positions as market trends emerge
Disadvantages
- Sharp U, V, W, M shaped market movements can lead to losses despite diversification
- Estimated monthly brokerage and taxes of ~₹8,000 when executed. Brokerage costs are lower when deploying higher lot sizes.
Recommendation
If you're mentally prepared to withstand both capital and time-based drawdowns for up to two months, this strategy offers strong potential for long-term gains and financial growth. It maintains a Sharpe ratio of 8, indicating a favorable risk-reward balance.
Disclaimer
FinAI Algo is not a SEBI-registered investment or financial advisor. Historical performance is not a guarantee of future returns, especially in a market influenced by global hedge funds and regulatory changes. We strongly recommend paper trading our strategies for at least one month. Once confident, consider a gradual transition to live deployment.
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