Strategy description

• Summary:
  30-minute systematic long-bias strategy using relative strength + correlation framework, executed via options put spreads. 

  Rule-based, liquidity-focused, and designed for disciplined deployment.
  Strategy Details:
  RelativeStrength30mins – Systematic Long-Bias Options Put Spread Strategy

  
  

  A rule-based quantitative strategy that identifies directional opportunities using a relative strength + correlation-driven framework, and executes them through defined-structure options put spreads on a 30-minute interval.

  This strategy is designed for traders/investors who prefer systematic execution, liquidity-focused selection, and capital discipline over discretionary trading.

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What this strategy does

• • Uses a relative strength framework to identify directional bias

  • Applies systematic rules (non-emotional execution)

  • Takes long-bias exposure using options put spread structures

  • Runs on a 30-minute execution interval

  • Focuses on high-liquidity names / liquid universe selection

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Why this may interest serious investors

• • Rule-based logic → removes emotional decision-making

  • Spread-based options execution → structured risk compared to naked option buying/selling

  • 30-min framework → avoids overtrading noise

  • Capital discipline → designed with allocation control and reserve thinking

  • Paper-trading validation on TradeTron before live capital deployment

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Current validation snapshot (Paper Trading)

• • Deployment mode: TradeTron Paper Trading

  • Capital used for this deployment: ₹5,00,000

  • Current P&L shown in deployed strategy dashboard: ~₹4.80 Lakhs (paper mode; screenshot-based current value)

  Note: Performance shown is from paper trading / simulated execution and is shared for strategy validation purposes only.

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Capital & deployment approach

• • Suggested starting capital for this deployment: ₹5L

  • Strategy is best suited for users who can tolerate:

    • options risk

    • short-term fluctuations

    • execution differences between paper and live environments

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Who should consider this

• This strategy may suit users who:

  • prefer quant/systematic strategies

  • want defined process over discretionary trading

  • understand options spread execution

  • are comfortable starting with paper validation / small capital phase

  • want to monitor strategy behavior before scaling

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Important disclosures

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  • This strategy is provided for informational and execution-framework purposes only

  • Not investment advice / not a recommendation

  • Paper trading results do not guarantee future/live performance

  • Actual results may differ due to:

    • slippage

    • liquidity changes

    • execution delays

    • market volatility

    • platform/technical factors

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