Strategy description

STM (Sensex Theta Miner) is a systematic, intraday semi-directional options strategy on SENSEX, designed to dynamically manage delta exposure and take theta beneficial positions. The strategy deploys straddle / Short spreads and automatically adjusts in response to volatility behavior. By continuously tracking options Greeks—particularly Theta and gamma—along with price-action and regime-detection filters, STM adapts to evolving intraday market conditions through predefined, rule-based adjustments. 

All trade decisions, risk controls, and execution logic are fully quantitative, ensuring disciplined deployment and elimination of discretionary bias.

Key Strategy Insights

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• Capital Required: ₹2,40,000
• Entry Time: Between 9:18 AM and 10:00 AM
• Exit Time: Between 2:56 PM and 3:06 PM
• Target & Stop Loss: Ranges from ₹1,500 to ₹2,000
• Average Number of Trades: 4 to 8 trades per day
• Instrument Traded: SENSEX Options
• Type: Intraday (UnHedged)

Execution & Risk Framework

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• Fully automated, rule-based execution with no discretionary intervention

• Dynamic intraday adjustments based on: 

1. Momentum and volatility shifts
2. Range expansion and breakout signals
3. Options Greeks sensitivity
4. Designed to actively manage exposure throughout the trading session

Disclaimer:

Trading in derivatives involves substantial risk and may result in partial or complete loss of capital. Users are solely responsible for their trading decisions and risk management.

We are not SEBI-registered investment advisors or portfolio managers. Please consult a qualified financial advisor and conduct independent due diligence before deploying this strategy. Historical or simulated performance is not indicative of future results.

Users are advised not to modify capital allocation or multipliers based solely on short-term performance. Although the strategy is fully automated, continuous monitoring of both the Tradetron platform and the connected trading account is strongly recommended to ensure operational integrity.

Customer Support:

1. Email: [email protected]