Your idea: 3. Liquidity Sweep / Fakeout Scalp (Side-ways Markets)When NIFTY or SE… — backtested on Indian market data | FakeTrades
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Your idea: 3. Liquidity Sweep / Fakeout Scalp (Side-ways Markets)When NIFTY or SE…

💡 Described strategy
Analysed 18 Sep 2026, 03:44 PM IST
★½☆☆☆ 1.5 / 5

Detected components (auto-read from transcript)

Intraday Liquidity/ICT

Verdict

Real option-buying backtest. Decoded entry: a previous-day high/low break on NIFTY 10-min bars → buy the ATM weekly CE (long) / PE (short), stop 1% / target 60% 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.

1,643 trades on ₹1L: net -34.8% over 12 years (-2.9%/yr, roughly breaks even), win 3%, payoff 24.19 (avg win ₹3,616 / avg loss ₹-149), max drawdown -67%, worst trade ₹-500. 2015: ₹-7,084. 2016: ₹-1,930. 2017: ₹-8,876. 2018: ₹-1,582. 2019: ₹-3,130. 2020: ₹+20,698. 2021: ₹+14,390. 2022: ₹-7,914. 2023: ₹-12,927. 2024: ₹-16,705. 2025: ₹-13,322. 2026: ₹+3,631.

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
2015632% ₹-7,084
2016944% ₹-1,930
20171315% ₹-8,876
20181305% ₹-1,582
20191275% ₹-3,130
20201396% ₹+20,698
20212155% ₹+14,390
20221672% ₹-7,914
20231621% ₹-12,927
20241311% ₹-16,705
20251922% ₹-13,322
2026924% ₹+3,631
Full transcript (138 words)
3. Liquidity Sweep / Fakeout Scalp (Side-ways Markets)When NIFTY or SENSEX ranges between 11:00 AM and 1:30 PM, breakout strategies fail repeatedly, trapping retail buyers. Profitable scalpers invert the playbook to scalp the retail "stop-losses" instead.The Blueprint: Identify a minor local intraday resistance or support zone on a 3-minute or 5-minute chart.The Entry Trigger: Watch for the index to pierce just past the resistance line, making retail traders rush to buy the breakout. If the very next candle fails to sustain and instead closes strongly back inside the previous range, the breakout has failed. Enter a short scalp (buying ATM Put options) the exact second that "sweep" candle closes inside the range.The Scalper's Exit: The target is the opposite end of the consolidation channel. The stop-loss is placed strictly 1 point above the high of the fakeout candle.

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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.