Strategy description

Instrument: Bank Nifty (Options) Lot Size: 1 Lot Capital Required: ₹50,000
Margin Utilization: ₹12,000–₹13,000 (rest maintained for drawdown buffer)
Trade Frequency: ~300 trades per month (~15 trades per day) Strategy Type: Intraday Scalping (High Frequency)
Stop Loss per Trade: 20 points
Target per Trade: 20 points
Trailing Stop Loss: Enabled Daily
Risk Management: Max Stop Loss per Day: ₹3,000
Max Target per Day: ₹6,000
Execution Style: Multiple trades executed throughout the day Quick entry and exit with strict SL/Target discipline Designed for consistency over large number of trades
Expected Max Drawdown: 60% – 70% Note:
This is a high-risk, high-frequency strategy. Due to the large number of trades and tight SL/targets, drawdowns can be significant during unfavorable market phases. Strict adherence to risk management rules is critical. Objective: To generate steady intraday returns by capturing small price movements repeatedly, leveraging consistency and statistical edge over a high volume of trades.