Trade 1

Entry Time Position SL Exit Time

09:20 Sell ATM CE 0.90% 15:24
Sell ATM PE 0.90%

Trade 2
Entry Time Position SL Exit Time
09:20 Sell ATM CE 0.70% 15:24
Sell ATM PE 0.70%

Trade 3
Entry Time Position SL Exit Time
11:00 Sell ITM 100 CE 0.20% 14:58
Sell ITM 100 PE 0.20%

Trade 4
Entry Time Position SL Exit Time
12:30 Sell ATM CE 0.90% 15:24
Sell ATM PE 0.90%

Trade 5
Entry Time Position SL Exit Time
12:30 Sell ATM CE 0.70% 15:24
Sell ATM PE 0.70%

Trade 6
Entry Time Position SL Exit Time
14:30 Sell ATM CE 0.50% 15:24
Sell ATM PE 0.50%

Trade 7
Entry Time Position SL Exit Time
15:00 Sell ITM 100 CE 0.20% 15:24
Sell ITM 100 PE 0.20%
Scheme 1 Trade 1 Trade 2 Trade 3 Trade 4 Trade 5 Trade 6 Trade 7 Total
Monday 1 0 1 1 0 1 2 4
Tuesday 1 0 1 1 0 1 2 4
Wednesday 0 1 1 0 1 1 2 4
Thursday 0 2 2 0 2 2 4 8
Friday 1 0 1 1 0 1 2 4

Scheme 2 Trade 1 Trade 2 Trade 3 Trade 4 Trade 5 Trade 6 Trade 7 Total

Monday 1 0 0 1 0 1 0 3
Tuesday 1 0 0 1 0 1 0 3
Wednesday 0 2 0 0 2 2 0 6
Thursday 0 2 0 0 2 2 0 6
Friday 1 0 0 1 0 1 0 3

Scheme 3 Trade 1 Trade 2 Trade 3 Trade 4 Trade 5 Trade 6 Trade 7 Total

Monday 1 0 1 1 0 1 2 4
Tuesday 1 0 1 1 0 1 2 4
Wednesday 0 2 2 0 2 2 4 8
Thursday 0 2 2 0 2 2 4 8
Friday 1 0 1 1 0 1 2 4

Scheme 4 Trade 1 Trade 2 Trade 3 Trade 4 Trade 5 Trade 6 Trade 7 Total

Monday 1 0 0 1 0 1 0 3
Tuesday 1 0 0 1 0 1 0 3
Wednesday 0 1 0 0 1 1 0 3
Thursday 0 2 0 0 2 2 0 6
Friday 1 0 0 1 0 1 0 3

Scheme 5 Trade 1 Trade 2 Trade 3 Trade 4 Trade 5 Trade 6 Trade 7 Total

Monday 1 0 1 1 0 1 2 4
Tuesday 1 0 1 1 0 1 2 4
Wednesday 0 1 1 0 1 1 2 4
Thursday 0 2 2 0 2 2 4 8
Friday 0 0 0 0 0 0 0 0

Scheme 6 Trade 1 Trade 2 Trade 3 Trade 4 Trade 5 Trade 6 Trade 7 Total

Monday 1 0 1 1 0 1 2 4
Tuesday 1 0 1 1 0 1 2 4
Wednesday 0 1 1 0 1 1 2 4
Thursday 0 2 2 0 2 2 4 8
Friday 1 0 1 1 0 0 0 3
 Scheme1 Scheme2 Scheme3 Scheme4 Scheme5 Scheme6
Avg loss on loss days -569 -1028 -651 -892 -574 -537
Avg Win on win days 928 1463 1069 1274 1009 909

RR 1.63 1.42 1.64 1.43 1.76 1.69

Win Ratio 0.706 0.670 0.706 0.670 0.720 0.702
Exp 0.858 0.624 0.865 0.627 0.987 0.892

Max Win 7856 13738 7856 13738 7856 7856

Max Loss -4041.5 -6806 -4042 -6806 -3633 -3633
MDD% 5.83% 7.69% 6.02% 7.63% 3.63% 4.47%
Actual Calculated CAGR 72.48% 105.64% 88.69% 86.66% 64.70% 70.83%
Capital Reqd / Lot 185000 200000 190000 190000 180000 180000
Number of Lots 4 3 4 3 4 4
Minimum Total Fund 740000 600000 760000 570000 720000 720000

Additional Rules: (These will reduce Profit as well as increase the DD but increase the safety)
1 In Trades 1245 you can buy hedge once BN is 0.2% away from hitting the SL, Hedge can be 2000
points away on a Friday, 1800 points away on Monday and 1500 points away on Tuesday and
Wednesday. No hedge buy on Thursday.
2 In T3 and T7, SL condition can be checked after 1 minute of inverted strangle placement. If any SL
condition is satisfied within 1 minute of the trade, exit the whole strangle in small profit or loss.

3 After 14:30 if any of the strategies meets it's creation underlying, then exit that particular trade.

4 If in any trade, one side SL is hit, from 0.9% SL only, then buy a nearer hedge at 500-1000 point
away from the lone surviving leg.

5 If any trade with 0.9 or 0.7% SL hits within half an hour of straddle creation, then exit both the
legs

6 In S1245 you can buy hedge once BN is 0.2% away from hitting the SL, Hedge can be 2000 points
away on a Friday, 1800 points away on Monday and 1500 points away on Tuesday and
Wednesday. No hedge buy on Thursday.
8 Buy hedge without gaining the hedge benefit except on expiry. This will limit the max loss to 20-
25% in case of a black swan event. Nifty dropping dead etc.