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created : 3 months ago| |  live deployment: 1

Strategy description

Dear Subscriber,
     We are not Sebi registered investment advisor .Please subscribe considering financial market risk 
Let's talk Risk and Proactive measures :Since strategy is deployed on Auto trading platform Tradetron, Any technical glitch in tradetron will also cause error in execution of strategy.
 Please keep an eye for same. Do not pause/restart during the day. Not advised to increase Multiplier During market hours. Slippages are truth and will appear in Any real trading , So paper trade and Live Auto performance might differ slightly.


About Strategy


What does this Strategy Do :- Daily Harvesting is Intraday Bank Nifty straddle/strangle selling strategy.Strategy sells different / Same Strikes of call and put depending on logic signal. 


When does book profit  :- it books profit when signal generated  and may take reentry when gets signal generated.


When  it makes money :- Strategy is Delta neutral and earns on theta decay.


What is Entry & Exit time :- It Enters between 09:15 am to 10:00 am depending on market and Final Exit at 03:15 pm.


What is capital required for 1 x Multiplier :- Capital required is 165k but we suggest to keep 2 lac as buffer for Draw down.


What is ROI & Max DD:-  As per 28 months Backtest Annual ROI is 188 % and Max dd is 9 % without reducing  brokerage ,tax and slippage 


How was Past performance :- Here is back test data  from January 2020 to April 2022 on 2x.






 



Trading History

Instrument Entry Date Exchange Qty Price
OPTIDX_BANKNIFTY_29SEP2022_PE_38000 29 Sep 2022 NFO 25 260.00
OPTIDX_BANKNIFTY_29SEP2022_CE_38000 29 Sep 2022 NFO 25 63.85
OPTIDX_BANKNIFTY_29SEP2022_PE_38000 29 Sep 2022 NFO -25 198.15
OPTIDX_BANKNIFTY_29SEP2022_CE_38000 29 Sep 2022 NFO -25 171.40
OPTIDX_BANKNIFTY_29SEP2022_PE_37500 29 Sep 2022 NFO 25 37.55
OPTIDX_BANKNIFTY_29SEP2022_CE_37500 29 Sep 2022 NFO 25 179.70
OPTIDX_BANKNIFTY_29SEP2022_PE_37500 29 Sep 2022 NFO -25 73.80
OPTIDX_BANKNIFTY_29SEP2022_CE_37500 29 Sep 2022 NFO -25 119.30
OPTIDX_BANKNIFTY_29SEP2022_PE_37600 29 Sep 2022 NFO 25 52.25
OPTIDX_BANKNIFTY_29SEP2022_CE_37600 29 Sep 2022 NFO 25 179.45
OPTIDX_BANKNIFTY_29SEP2022_PE_37600 29 Sep 2022 NFO -25 118.40
OPTIDX_BANKNIFTY_29SEP2022_CE_37600 29 Sep 2022 NFO -25 119.25
OPTIDX_BANKNIFTY_29SEP2022_PE_37600 29 Sep 2022 NFO 25 25.15
OPTIDX_BANKNIFTY_29SEP2022_CE_37600 29 Sep 2022 NFO 25 176.15
OPTIDX_BANKNIFTY_29SEP2022_PE_37600 29 Sep 2022 NFO -25 67.90
OPTIDX_BANKNIFTY_29SEP2022_CE_37600 29 Sep 2022 NFO -25 105.25
OPTIDX_BANKNIFTY_29SEP2022_PE_38200 29 Sep 2022 NFO 25 227.70
OPTIDX_BANKNIFTY_29SEP2022_CE_38200 29 Sep 2022 NFO 25 115.00
OPTIDX_BANKNIFTY_29SEP2022_PE_38200 29 Sep 2022 NFO -25 154.90
OPTIDX_BANKNIFTY_29SEP2022_CE_38200 29 Sep 2022 NFO -25 194.20
OPTIDX_BANKNIFTY_29SEP2022_PE_37800 29 Sep 2022 NFO 25 146.40
OPTIDX_BANKNIFTY_29SEP2022_CE_37800 29 Sep 2022 NFO 25 5.35
OPTIDX_BANKNIFTY_29SEP2022_PE_37800 29 Sep 2022 NFO -25 85.00
OPTIDX_BANKNIFTY_29SEP2022_CE_37800 29 Sep 2022 NFO -25 47.35
OPTIDX_BANKNIFTY_29SEP2022_PE_37700 29 Sep 2022 NFO 25 84.60
OPTIDX_BANKNIFTY_29SEP2022_CE_37700 29 Sep 2022 NFO 25 202.00
OPTIDX_BANKNIFTY_29SEP2022_PE_37700 29 Sep 2022 NFO -25 136.20
OPTIDX_BANKNIFTY_29SEP2022_CE_37700 29 Sep 2022 NFO -25 160.20
OPTIDX_BANKNIFTY_29SEP2022_PE_37700 29 Sep 2022 NFO 25 196.95
OPTIDX_BANKNIFTY_29SEP2022_CE_37700 29 Sep 2022 NFO 25 74.90
OPTIDX_BANKNIFTY_29SEP2022_PE_37700 29 Sep 2022 NFO -25 146.50
OPTIDX_BANKNIFTY_29SEP2022_CE_37700 29 Sep 2022 NFO -25 116.90
OPTIDX_BANKNIFTY_29SEP2022_PE_38200 28 Sep 2022 NFO 25 351.90
OPTIDX_BANKNIFTY_29SEP2022_CE_38200 28 Sep 2022 NFO 25 160.05
OPTIDX_BANKNIFTY_29SEP2022_PE_38200 28 Sep 2022 NFO -25 273.20
OPTIDX_BANKNIFTY_29SEP2022_CE_38200 28 Sep 2022 NFO -25 281.70
OPTIDX_BANKNIFTY_29SEP2022_PE_38200 28 Sep 2022 NFO 25 371.90
OPTIDX_BANKNIFTY_29SEP2022_CE_38200 28 Sep 2022 NFO 25 218.40
OPTIDX_BANKNIFTY_29SEP2022_PE_38200 28 Sep 2022 NFO -25 282.60
OPTIDX_BANKNIFTY_29SEP2022_CE_38200 28 Sep 2022 NFO -25 344.35
OPTIDX_BANKNIFTY_29SEP2022_PE_38000 28 Sep 2022 NFO 25 219.30
OPTIDX_BANKNIFTY_29SEP2022_CE_38000 28 Sep 2022 NFO 25 397.50
OPTIDX_BANKNIFTY_29SEP2022_PE_38000 28 Sep 2022 NFO -25 317.95
OPTIDX_BANKNIFTY_29SEP2022_CE_38000 28 Sep 2022 NFO -25 290.05
OPTIDX_BANKNIFTY_29SEP2022_PE_38000 28 Sep 2022 NFO 25 182.50
OPTIDX_BANKNIFTY_29SEP2022_CE_38000 28 Sep 2022 NFO 25 386.65
OPTIDX_BANKNIFTY_29SEP2022_PE_38000 28 Sep 2022 NFO -25 283.25
OPTIDX_BANKNIFTY_29SEP2022_CE_38000 28 Sep 2022 NFO -25 286.25
OPTIDX_BANKNIFTY_22SEP2022_PE_40700 22 Sep 2022 NFO 25 214.90
OPTIDX_BANKNIFTY_22SEP2022_CE_40700 22 Sep 2022 NFO 25 82.25
OPTIDX_BANKNIFTY_22SEP2022_PE_40700 22 Sep 2022 NFO -25 161.05
OPTIDX_BANKNIFTY_22SEP2022_CE_40700 22 Sep 2022 NFO -25 188.50
OPTIDX_BANKNIFTY_22SEP2022_PE_40800 22 Sep 2022 NFO 25 135.95
OPTIDX_BANKNIFTY_22SEP2022_CE_40800 22 Sep 2022 NFO 25 6.05
OPTIDX_BANKNIFTY_22SEP2022_PE_40800 22 Sep 2022 NFO -25 84.80
OPTIDX_BANKNIFTY_22SEP2022_CE_40800 22 Sep 2022 NFO -25 44.70
OPTIDX_BANKNIFTY_22SEP2022_PE_40800 22 Sep 2022 NFO 25 66.65
OPTIDX_BANKNIFTY_22SEP2022_CE_40800 22 Sep 2022 NFO 25 135.05
OPTIDX_BANKNIFTY_22SEP2022_PE_40800 22 Sep 2022 NFO -25 114.55
OPTIDX_BANKNIFTY_22SEP2022_CE_40800 22 Sep 2022 NFO -25 82.60
OPTIDX_BANKNIFTY_22SEP2022_PE_40900 22 Sep 2022 NFO 25 286.70
OPTIDX_BANKNIFTY_22SEP2022_CE_40900 22 Sep 2022 NFO 25 105.15
OPTIDX_BANKNIFTY_22SEP2022_PE_40900 22 Sep 2022 NFO -25 198.40
OPTIDX_BANKNIFTY_22SEP2022_CE_40900 22 Sep 2022 NFO -25 163.75
OPTIDX_BANKNIFTY_22SEP2022_PE_40400 22 Sep 2022 NFO 25 16.30
OPTIDX_BANKNIFTY_22SEP2022_CE_40400 22 Sep 2022 NFO 25 328.00
OPTIDX_BANKNIFTY_22SEP2022_PE_41000 22 Sep 2022 NFO 25 210.30
OPTIDX_BANKNIFTY_22SEP2022_CE_41000 22 Sep 2022 NFO 25 157.05
OPTIDX_BANKNIFTY_22SEP2022_PE_41000 22 Sep 2022 NFO -25 214.95
OPTIDX_BANKNIFTY_22SEP2022_CE_41000 22 Sep 2022 NFO -25 274.90
OPTIDX_BANKNIFTY_22SEP2022_PE_40500 22 Sep 2022 NFO 25 159.60
OPTIDX_BANKNIFTY_22SEP2022_CE_40500 22 Sep 2022 NFO 25 96.45
OPTIDX_BANKNIFTY_22SEP2022_PE_40500 22 Sep 2022 NFO -25 109.20
OPTIDX_BANKNIFTY_22SEP2022_CE_40500 22 Sep 2022 NFO -25 158.55
OPTIDX_BANKNIFTY_22SEP2022_PE_40400 22 Sep 2022 NFO -25 137.70
OPTIDX_BANKNIFTY_22SEP2022_CE_40400 22 Sep 2022 NFO -25 120.30
OPTIDX_BANKNIFTY_22SEP2022_PE_40900