Your idea: buy CE whenever 5 min candle breaksout fibonacci pivot line and 9 ema… — backtested on Indian market data | FakeTrades
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Your idea: buy CE whenever 5 min candle breaksout fibonacci pivot line and 9 ema…

💡 Described strategy
Analysed 30 Aug 2026, 12:14 AM IST
★½☆☆☆ 1.5 / 5

Detected components (auto-read from transcript)

Intraday EMAPivot pointsFibonacci

Verdict

Real option-buying backtest. Decoded entry: a pivot (R1/S1) break on NIFTY 10-min bars → buy the ATM weekly CE (long) / PE (short), stop 33% / target 66% 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.

1,527 trades on ₹1L: net -68.2% over 12 years (-5.7%/yr, loses money), win 42%, payoff 1.35 (avg win ₹2,866 / avg loss ₹-2,122), max drawdown -113%, worst trade ₹-11,429. 2015: ₹-17,181. 2016: ₹-906. 2017: ₹-4,744. 2018: ₹+10,338. 2019: ₹+16,570. 2020: ₹-3,587. 2021: ₹-23,627. 2022: ₹-42,024. 2023: ₹+5,832. 2024: ₹-10,217. 2025: ₹+10,161. 2026: ₹-8,784.

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
20156244% ₹-17,181
20168243% ₹-906
201711345% ₹-4,744
201812251% ₹+10,338
201911044% ₹+16,570
202013040% ₹-3,587
202120240% ₹-23,627
202215941% ₹-42,024
202315640% ₹+5,832
202411737% ₹-10,217
202518941% ₹+10,161
20268539% ₹-8,784
Full transcript (48 words)
buy CE whenever 5 min candle breaksout fibonacci pivot line and 9 ema. stop loss at the bottom of the candle, with 1:2 rr. buy PE whenever 5 min candle breakdown fibonacci pivot line and 9 ema. stop loss at the top of the candle, with 1:2 rr.

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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.