SAR with options

Created By: Vikram Bajaj
Deployed By: Tradetron

Strategy Link: https://www.tradetron.tech/strategy/102

Subscribers: 239

Rating: 3.7

Tags Directional
Margin 30,000
Exchange NFO

Description:

Stop And Reverse With Options:

 

This is an Intraday – buy only strategy on Nifty Index options .

Strategy has well defined Target , stoploss and trailing stop parameters.

It starts trade with 1 lot of call or put. Then based on movement in nifty spot price, strategy does position sizing.

 

What makes it my favorite strategy ?

✅ Intraday  

✅ Low capital requirement 

✅ Defined risk 

✅ High Profit potential:

 

Below is statistics based on 6 months forward testing on Tradetron:

(Trade details here)






Totals
Capital 30 K
PNL 41.4 K
Drawdown 139.83%
Std Deviation 3.90%
Sharpe Ratio 0.69
Month Capital PNL PNL %
Jan, 20 - -16.6 K -55.31
Feb, 20 - 18.3 K 60.92
Mar, 20 - 7.4 K 24.80
Apr, 20 - -77.5 -0.26
May, 20 - -381.9 -1.27
Jun, 20 - 38.9 K 129.77
Jul, 20 - -6.2 K -20.71