Your idea: Build and backtest an intraday options buying strategy on Nifty 50 wit… — backtested on Indian market data | FakeTrades
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Your idea: Build and backtest an intraday options buying strategy on Nifty 50 wit…

💡 Described strategy
Analysed 18 Sep 2026, 06:13 PM IST
★☆☆☆☆ 1.0 / 5

Detected components (auto-read from transcript)

IntradaySwing EMASMA/MAPivot points

Verdict

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

2,595 trades on ₹1L: net -185.3% over 12 years (-15.4%/yr, loses money), win 40%, payoff 1.39 (avg win ₹2,342 / avg loss ₹-1,681), max drawdown -258%, worst trade ₹-10,325. 2015: ₹-3,385. 2016: ₹-8,195. 2017: ₹-958. 2018: ₹+25,924. 2019: ₹-18,804. 2020: ₹-4,479. 2021: ₹+23,531. 2022: ₹-18,707. 2023: ₹-51,553. 2024: ₹-10,169. 2025: ₹-116,046. 2026: ₹-2,489.

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
201510846% ₹-3,385
201617644% ₹-8,195
201719841% ₹-958
201820044% ₹+25,924
201919337% ₹-18,804
202022839% ₹-4,479
202130542% ₹+23,531
202224540% ₹-18,707
202325337% ₹-51,553
202421239% ₹-10,169
202533836% ₹-116,046
202613943% ₹-2,489
Full transcript (440 words)
Build and backtest an intraday options buying strategy on Nifty 50 with the following configuration and rule set: 1. Basic Setup & Instrument: - Underlying: Nifty 50 Index Spot - Timeframe: 5-minute candles - Instrument: Weekly ATM Options (Buy CE for Bullish signals, Buy PE for Bearish signals) - Strike Selection: Closest ATM strike (based on spot close) - Position Sizing: 8 Lots (520 Qty) - Execution Time Window: 09:20 AM to 03:15 PM (Square off all open positions by 03:20 PM) 2. Indicators & Overlays: - Moving Average: 9-period Exponential Moving Average (9 EMA) applied to close - Support/Resistance: Standard Daily Classic Pivot Points (P, R1, R2, S1, S2) - Sentiment Filter: Real-time Put-Call Ratio (PCR) 3. Entry Conditions (Long ATM CE): - A single 5m candle must break and close ABOVE both: a) A Pivot Resistance level (R1 or R2) [DO NOT enter on breaks of Central Pivot 'P'] b) The 9 EMA (Previous candle close was below 9 EMA, current candle close is above 9 EMA) - Time Filter: Entry time must NOT fall between 11:30 AM and 01:30 PM (Midday Pause) - Stop-Loss Distance Filter: Structural risk (Entry Spot minus Stop Loss) must be <= 19 spot points. 4. Entry Conditions (Long ATM PE): - A single 5m candle must break and close BELOW both: a) A Pivot Support level (S1 or S2) or downward break of R1/R2 [DO NOT enter on breaks of Central Pivot 'P'] b) The 9 EMA (Previous candle close was above 9 EMA, current candle close is below 9 EMA) - PCR Filter: Entry PCR must be >= 0.80 (Skip trade if PCR < 0.80 to avoid oversold bounces) - Time Filter: Entry time must NOT fall between 11:30 AM and 01:30 PM (Midday Pause) - Stop-Loss Distance Filter: Structural risk (Stop Loss minus Entry Spot) must be <= 19 spot points. 5. Risk Management & Exit Conditions: - Stop-Loss (SL): Set at the swing low/high of the setup candle or structural pivot, capped at a maximum of 19 spot points. - Profit Target (TP): Risk-to-Reward 1:2 or 1:3 on spot move, OR fixed target of +₹4,000 per 4 lots (+₹8,000 for 8 lots). - Trailing Stop-Loss: Trail SL to lock profit once the position moves 1R in profit. - Max Loss Cutoff: Option-level fixed stop at ₹2,000 per 4 lots (₹4,000 for 8 lots). - Intraday Square-off: 03:20 PM EOD mandatory exit. 6. Reporting Required: - Total Net P&L (Gross vs Net of brokerage & STT) - Win Rate (%) and Total Trades - Profit Factor - Maximum Peak-to-Trough Drawdown (in ₹ and %) - Monthly and Day-of-Week P&L breakdown

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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.