created : 1 year ago| |  live deployment: 5

created : 1 year ago |  live deployment: 5

Bull Spread Banknifty V1

Strategy description

It’s a Spread Strategy where we buy one leg of CE near the price of ₹ 50 and Sell another leg of CE Near the price of ₹ 100 at a specific time. 

When a market is bullish we square off the short CE leg only the buy leg will be there when the market is bullish.

And when the market is Bearish then both legs will be there so will get theta decay benefit of the short side leg.  We exit the spread the next day of entry and again enter after 5 mins. 

  Capital Required: 60,000

  Type: Positional with Hedge

  Avg Trades (Buy + Sell) per Day: 5-6

  Shared code: 74022714-068e-462e-ab41-2126483edf8c 

  Max  drawdown %:  -20.65%