Strategy description

NIFTY Strategies Basket V2 is a structured options trading portfolio designed to generate consistent returns through a diversified mix of intraday and positional option strategies on NIFTY.

This basket combines 5 to 7 low-correlated strategies running simultaneously, including a mix of intraday, STBT (Sell Today Buy Tomorrow), and weekly positional setups. The goal is to reduce dependency on a single market condition and create smoother equity growth through diversification.

The portfolio uses a blend of directional and non-directional strategies, allowing it to perform across different market environments such as trending, sideways, and volatile conditions.

Key Highlights:

• Instrument: NIFTY Options
• Strategy Type: Intraday + STBT + Weekly Positional
• Execution Style: Fully structured and rule-based
• Strategy Mix: 5–7 uncorrelated strategies deployed together
• Capital Allocation:
  • 60% allocated to intraday strategies
  • 40% allocated to overnight / positional strategies
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Risk Management:

Risk management is the core focus of this basket. Multiple levels of protection are used to control drawdowns and reduce volatility:

• Overnight positions are properly hedged using options
• Leg-level stop loss
• Strategy-level stop loss
• Portfolio-level stop loss
• Capital exposure is distributed across multiple setups to reduce concentration risk

This layered risk approach helps minimize large MTM swings and keeps the basket stable during adverse market conditions.

Trade Details:

• Cycle: Thursday to Wednesday
• Entry: Can be entered anytime during the cycle
• Average Trades Per Day: 10–15
• Maximum Weekly Stop Loss: 6% per multiplier
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Objective:

The primary objective of NIFTY Strategies Basket V2 is to deliver consistent and risk-managed returns by combining multiple diversified option strategies into one structured portfolio, while keeping drawdowns controlled and maintaining disciplined execution.