created : 1 month ago| | live deployment: 3
Strategy description
Alpha Box Zero DTE Nifty and Sensex V2
Overview
Zero DTE Intraday Nifty and Sensex Box Private V3 120126 1 is a combination of 10 to 16 uncorrelated strategies for enhanced diversification and stability for long-term.
Key Details
| Parameter | Value |
|---|---|
| Maximum Drawdown | 12% of capital |
| Capital Requirement | ₹4,80,000 per 1× multiplier |
| Entry Date | Tuesday and Thursday (Weekly Expiry Day) |
| Instrument | Nifty and Sensex Weekly Options |
| Type | Intraday |
| Average Trades Per Day | 20–30 round trips |
| Monthly Brokerage and Taxes | ₹4,000 |
Advantages
- Integrates uncorrelated strategies to reduce drawdowns and improve risk stability
- Capitalizes on theta decay in Zero DTE trade
- Maintains zero overnight exposure by closing all positions intraday
- Begins with non-directional setups and dynamically shifts to directional positions as market trends emerge
Disadvantages
- Sharp U, V, W, M shaped market movements can lead to losses despite diversification
- Estimated monthly brokerage and taxes of ~₹4,000 when executed. Brokerage costs are lower when deploying higher lot sizes.
Recommendation
If you're mentally prepared to withstand both capital and time-based drawdowns for up to two months. It maintains a Sharpe ratio of 6, indicating a favorable risk-reward balance.
Disclaimer
FinAI Algo is not a SEBI-registered investment or financial advisor. Historical performance is not a guarantee of future returns, especially in a market influenced by global hedge funds and regulatory changes. We strongly recommend paper trading our strategies for at least one month. Once confident, consider a gradual transition to live deployment.
