Your idea: 1. The VWAP Pullback + 9 EMA Anchor (Trending Markets)This is the most… — backtested on Indian market data | FakeTrades
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Your idea: 1. The VWAP Pullback + 9 EMA Anchor (Trending Markets)This is the most…

💡 Described strategy
Analysed 18 Sep 2026, 03:30 PM IST
★☆☆☆☆ 1.0 / 5

Detected components (auto-read from transcript)

FuturesIntraday EMAVWAPVolume

Verdict

Real option-buying backtest. Decoded entry: price crossing its EMA on NIFTY 10-min bars → buy the ATM weekly CE (long) / PE (short), stop 4% / target 8% 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.

12,849 trades on ₹1L: net -1454.1% over 12 years (-121.2%/yr, loses money), win 28%, payoff 1.50 (avg win ₹567 / avg loss ₹-378), max drawdown -1462%, worst trade ₹-1,680. 2015: ₹-34,289. 2016: ₹-75,532. 2017: ₹-75,517. 2018: ₹-35,970. 2019: ₹-87,442. 2020: ₹-134,781. 2021: ₹-196,437. 2022: ₹-174,726. 2023: ₹-155,914. 2024: ₹-135,457. 2025: ₹-237,349. 2026: ₹-110,638.

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.

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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)

YearTradesWin %Net P&L
201550730% ₹-34,289
201684731% ₹-75,532
2017102331% ₹-75,517
201893936% ₹-35,970
2019100727% ₹-87,442
2020105928% ₹-134,781
2021156826% ₹-196,437
2022123127% ₹-174,726
2023125524% ₹-155,914
2024110927% ₹-135,457
2025164927% ₹-237,349
202665528% ₹-110,638
Full transcript (169 words)
1. The VWAP Pullback + 9 EMA Anchor (Trending Markets)This is the most reliable setup for NIFTY options buying, specifically between 9:15 AM – 10:30 AM when institutional volume peaks. It avoids catching falling knives by aligning with large institutional blocks.The Blueprint: Open side-by-side charts of NIFTY Futures and the At-The-Money (ATM) Call/Put option on a 1-minute or 3-minute timeframe.The Entry Trigger: Wait for NIFTY Futures to establish a clear direction by trading cleanly above the Volume Weighted Average Price (VWAP). Look for a sudden sharp impulse move away from the 9 EMA, followed by a quick pullback. Enter the ATM option the exact moment a bullish reversal candle (like a pin bar or engulfing candle) taps and holds the 9 EMA or the VWAP line.The Scalper's Exit: Target a swift 8 to 12 points on the option premium. Set a hard system-based stop-loss at 4 to 5 points or a close below the VWAP line. You are in and out of the market in 60 to 180 seconds.

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Results are AI-generated from stored historical market data and are for educational purposes only — they cannot be treated as 100% accurate, nor as investment advice or a recommendation to buy or sell any security. Strategies from non-Indian markets are also backtested on Indian market data only. Past performance does not guarantee future results.