Your idea: An intraday options-buying strategy: when EMA10 is above EMA20, RSI is… — backtested on Indian market data | FakeTrades
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Your idea: An intraday options-buying strategy: when EMA10 is above EMA20, RSI is…

💡 Described strategy
Analysed 21 Oct 2026, 07:35 PM IST
★☆☆☆☆ 1.0 / 5

Detected components (auto-read from transcript)

Intraday RSIMACD

Verdict

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

2,541 trades on ₹1L: net -299.2% over 12 years (-24.9%/yr, loses money), win 47%, payoff 0.84 (avg win ₹711 / avg loss ₹-844), max drawdown -318%, worst trade ₹-3,556. 2015: ₹-545. 2016: ₹-6,568. 2017: ₹-4,488. 2018: ₹-3,856. 2019: ₹-13,409. 2020: ₹-45,011. 2021: ₹-17,822. 2022: ₹-43,074. 2023: ₹-49,082. 2024: ₹-35,719. 2025: ₹-77,372. 2026: ₹-2,243.

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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Year by year (every trade the rules fired, on real NIFTY option premiums — 1 lot, ₹1L)

YearTradesWin %Net P&L
201510155% ₹-545
201616753% ₹-6,568
201719653% ₹-4,488
201820148% ₹-3,856
201918945% ₹-13,409
202022344% ₹-45,011
202129351% ₹-17,822
202224643% ₹-43,074
202324441% ₹-49,082
202421045% ₹-35,719
202533442% ₹-77,372
202613753% ₹-2,243
Full transcript (67 words)
An intraday options-buying strategy: when EMA10 is above EMA20, RSI is between 52 and 68, and the MACD histogram is positive and rising, it buys the at-the-money Call. When the reverse holds (EMA10 below EMA20, RSI 32–48, histogram negative and falling), it buys the at-the-money Put. Every trade has a fixed 10% stop-loss and a 10% target on the premium (1:1 risk-reward), plus an IV-based trailing stop.

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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.