Your idea: 2. The 10:45 AM Zero-DTE Range Breakout (SENSEX Expiry)Because SENSEX… — backtested on Indian market data | FakeTrades
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Your idea: 2. The 10:45 AM Zero-DTE Range Breakout (SENSEX Expiry)Because SENSEX…

💡 Described strategy
Analysed 18 Sep 2026, 03:33 PM IST
★½☆☆☆ 1.5 / 5

Detected components (auto-read from transcript)

Intraday Volume

Verdict

Real option-buying backtest. Decoded entry: an opening-range breakout on NIFTY 10-min bars → buy the ATM weekly CE (long) / PE (short), stop 30% / target 15% 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.

1,680 trades on ₹1L: net -106.3% over 12 years (-8.9%/yr, loses money), win 60%, payoff 0.60 (avg win ₹1,053 / avg loss ₹-1,763), max drawdown -163%, worst trade ₹-10,435. 2015: ₹+21,875. 2016: ₹-7,752. 2017: ₹-35,757. 2018: ₹+31,637. 2019: ₹+5,137. 2020: ₹+19,257. 2021: ₹-35,571. 2022: ₹-41,034. 2023: ₹-9,895. 2024: ₹-28,391. 2025: ₹-17,515. 2026: ₹-8,281.

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
20157176% ₹+21,875
201611058% ₹-7,752
201712843% ₹-35,757
201812763% ₹+31,637
201913665% ₹+5,137
202013668% ₹+19,257
202121560% ₹-35,571
202217160% ₹-41,034
202315763% ₹-9,895
202413357% ₹-28,391
202520459% ₹-17,515
20269261% ₹-8,281
Full transcript (138 words)
2. The 10:45 AM Zero-DTE Range Breakout (SENSEX Expiry)Because SENSEX options feature a lower premium baseline on expiry days, they generate extreme momentum during contract expiries.The Blueprint: On expiry day, isolate the SENSEX Index on a 5-minute chart and mark the absolute High and Low established between 9:16 AM and 10:45 AM.The Entry Trigger: Do not guess the direction during the morning chop. Wait until 10:45 AM passes. The moment a 5-minute candle breaks and closes outside that morning range with a significant spike in volume, enter instantly into the nearest ATM Strike in the direction of the breakout.The Scalper's Exit: Because this captures an initial wave of short-covering or long-unwinding, the premium spikes rapidly. Target a quick 15%–20% move on the premium, and use a trailing stop-loss locked at the breakout candle's low to eliminate downside risk.

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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.