MOVERS One

Created By: QCALPHA
Deployed By: Tradetron

Strategy Link: https://www.tradetron.tech/strategy/7069

Subscribers: 19

Rating: 4.7

Tags Directional, LongGamma, LongVol, Momentum, TrendFollowing, Volatility
Margin 100,000
Exchange NFO

Description:

The MOVERS platform (MOmentum & Volatility Enhanced Returns System) runs directional long option trades. 


The MOVERS ONE strategy takes long options positions on an intraday MIS basis for Nifty. Trades are taken on most days intraday. 


Current LIVE Performance (Jul-2019 to Current)


Equity Curve - Movers Intraday Nifty:




Summary Stats :



Totals
Capital 100 K
PNL 9.1 K
Drawdown 11.96%
Std Deviation 0.47%
Sharpe Ratio 1.54
Month Capital PNL PNL %
May, 20 - 0 0.00
Jun, 20 - 12.1 K 12.13
Jul, 20 - -3 K -3.05