Creating a Profitable Trading Strategy with QuantMan - Here's How!
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Verdict
Real option-buying backtest. Decoded entry: a Supertrend flip on NIFTY 10-min bars → buy the ATM weekly CE (long) / PE (short), stop 8% / target 50% of premium, square-off by 15:15. Priced on real 1-minute NIFTY option premiums (GFDL, 2015–2026 — every tick of theta, IV crush and gamma is inside these prices), real charges and spread. The video trades BANKNIFTY; NIFTY weeklies are the closest instrument we have real premiums for, so the same rules were run on NIFTY.
3,247 trades on ₹1L: net -151.8% over 12 years (-12.7%/yr, loses money), win 21%, payoff 3.48 (avg win ₹2,414 / avg loss ₹-694), max drawdown -217%, worst trade ₹-3,221. 2015: ₹+1,086. 2016: ₹-12,460. 2017: ₹-11,477. 2018: ₹+18,733. 2019: ₹+32,625. 2020: ₹-83,139. 2021: ₹-4,622. 2022: ₹-22,219. 2023: ₹-9,713. 2024: ₹+29,288. 2025: ₹-79,761. 2026: ₹-10,151.
Option buying is convex — low win-rates are normal; the question is whether winners outrun the premium bleed. Backtested on 12 years of minute-level premium data (2015–2026; monthly contracts before 2019 — weeklies didn't exist; constant 65-unit lot); entries tested intraday as taught. Flagged for human review.
Is it profitable? (green above the line = made money, red below = lost it)
Year by year (every trade the rules fired, on real NIFTY option premiums — 1 lot, ₹1L)
| Year | Trades | Win % | Net P&L |
|---|---|---|---|
| 2015 | 142 | 27% | ₹+1,086 |
| 2016 | 175 | 23% | ₹-12,460 |
| 2017 | 257 | 28% | ₹-11,477 |
| 2018 | 229 | 29% | ₹+18,733 |
| 2019 | 241 | 24% | ₹+32,625 |
| 2020 | 266 | 16% | ₹-83,139 |
| 2021 | 432 | 21% | ₹-4,622 |
| 2022 | 349 | 17% | ₹-22,219 |
| 2023 | 320 | 19% | ₹-9,713 |
| 2024 | 248 | 18% | ₹+29,288 |
| 2025 | 411 | 17% | ₹-79,761 |
| 2026 | 177 | 20% | ₹-10,151 |
Full transcript (450 words)
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