A low capital expiry day strategy that has a decent drawdown of 3% with yearly return of more than 70% and return to MDD ratio of over 14. Note that 0.5% inbuilt slippage is also included.

Strategy Details:

Capital required	1.5 Lakhs approx
Time frame	Intraday
Instrument	Bank Nifty, Nifty, Fin Nifty
Backtesting period	1 year (Jan 2, 2023 to Dec 29, 2023)
Slippage	0.5%
Hedging	No
Backtesting platform	https://www.stockmock.in/

Backtested Result Summary:

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Key points:

Avg Yearly Profit	65,000/- (Approx)
Avg Yearly Return	43% for 3 expiries (72% if extrapolated)
Max Drawdown	3% (Approx)
Expectancy	0.56
Return to MDD ratio	14.19
Accuracy	67%
Max loss	Rs.4614/-

Monthly Breakup:

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Equity curve:

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Strategy Parameters:

Instrument	Bank Nifty, Nifty, Fin Nifty
No. of daily entries	3
Entry Strike Range	ATM
1st Entry time	10:00 AM
1st Exit time	12:59 PM
2nd Entry time	01:00 PM
2nd Exit time	02:59 PM
3rd Entry time	03:00 PM
3rd Exit time	03:29 PM
Stop loss for each leg	70%

Sample Entry:

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How to automate this strategy in Tradebots (Desktop)?

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1. Login to Tradebots desktop version (WhatsApp us on 9398840360 to get free 7 day trial)
2. Click on “Add Strategy” and a pop up will open as shown in the image
3. First configure for 10:00 AM to 12:59 PM strategy – give entry time, exit time, SL and other parameters
4. Make sure to check mark the appropriate day as this is expiry day strategy.
5. Hit on “save” as shown in the image.
6. Repeat same process to configure other 2 entries as well – 01:00 PM and 03:00 PM

That’s it. Every day this strategy will automatically gets executed after you login.

How to automate this strategy in Tradebots (web)?

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1. Login to Tradebots web version (WhatsApp us on 9398840360 to get free 7 day trial)
2. Click on “Add New Strategy” and a pop up will open as shown in the image
3. First configure for 10:00 AM to 12:59 PM strategy – give entry time, exit time, SL and other parameters
4. Make sure to appropriate day that has expiry.
5. Hit on “Add” as shown in the image.
6. Repeat same process to configure other 2 entries as well – 01:00 PM and 03:00 PM

Every day all 3 entries get automatically executed after successful login.

Summary:

There are a few things that make this a good strategy.

1. High profitable – This strategy has potential to give profits up to 75% per year (after 0.5% slippage) as per backtested reports.
2. Low drawdown – This strategy has decent low drawdowns of around 3%, especially in low VIX.
3. Capital Requirement – This strategy required capital for just 1 straddle/strangle which is generally around 1.5 Lakhs. So even small capital clients can execute this strategy.

This strategy might be a good choice for those who has less capital (around 1.5L) since we exit 1st entry and use the same capital to entre into 2nd entry. Same with the 3rd entry as well in any given day. Since drawdowns are also under control, this might be a good strategy for those with don’t want to take much risk.

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