Daily Option Selling Trading Strategy | Low Risk!! High Win Rate!!
Why 2.5/5? (stars grade the EDGE — per-trade expectancy, consistency, drawdown — not the headline return)
- ✓ Net +412.2% on capital over the tested window (2015-01-09 → 2026-06-08, 562 trades)
- ✕ Wins 68% of the time — but the average loss (₹4,676) is 1.4× the average win (₹3,262). Classic short-premium shape: many small wins, rare big hits
- ✕ Worst single trade ₹-64,685 — one bad move erases ~20 average wins
- ✕ Max drawdown -74% along the way — deep for a 'low-risk' pitch
- ✕ Short sample (562 trades over 12 months) with no true market crash in the window — the tail event that hurts option sellers most is untested
Verdict
Real option backtest. Reconstructed on actual NIFTY option premiums (2015-01-09 → 2026-06-08, 562 weekly trades) — legs: sell 1x CE+0 + sell 1x PE+0, with real multi-leg costs.
Net +412.2% on ₹1L (+36.1%/yr over 11.4 years) (positive), win 68%, avg win ₹3,262 / avg loss ₹-4,676 (avg loss BIGGER than avg win), max drawdown -74% (worst week ₹-64,685). High win-rate is the normal face of short options; the drawdown and the negative skew are the real risk that a short 'backtest' window hides.
Real premiums: minute-level history resampled to daily closes (2015–2026; monthly contracts before 2019 — weeklies didn't exist).
Is it profitable? (green above the line = made money, red below = lost it)
Month by month (real NIFTY option premiums · net P/L after costs, on ₹1,00,000)
| Month | Trades | Win % | Net P/L |
|---|---|---|---|
| 2015 | 52 | 69% | ₹+98,522 |
| 2016 | 52 | 65% | ₹-36,975 |
| 2017 | 52 | 50% | ₹-33,048 |
| 2018 | 53 | 70% | ₹+22,698 |
| 2019 | 37 | 70% | ₹+19,415 |
| 2020 | 34 | 62% | ₹+38,853 |
| 2021 | 52 | 71% | ₹+46,651 |
| 2022 | 52 | 67% | ₹+31,264 |
| 2023 | 52 | 67% | ₹+641 |
| 2024 | 51 | 75% | ₹+90,225 |
| 2025 | 52 | 79% | ₹+102,959 |
| 2026 | 23 | 74% | ₹+31,026 |
Full transcript (3409 words)
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