Your idea: Buy itm calls when nifty spot breaks above 10 ema and it's already abo… — backtested on Indian market data | FakeTrades
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Your idea: Buy itm calls when nifty spot breaks above 10 ema and it's already abo…

💡 Described strategy
Analysed 05 Sep 2026, 07:02 PM IST
★☆☆☆☆ 1.0 / 5

Detected components (auto-read from transcript)

EMA

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.

2,541 trades on ₹1L: net -207.2% over 12 years (-17.3%/yr, loses money), win 40%, payoff 1.37 (avg win ₹2,319 / avg loss ₹-1,691), max drawdown -289%, worst trade ₹-10,325. 2015: ₹-332. 2016: ₹-8,839. 2017: ₹+779. 2018: ₹+22,973. 2019: ₹-16,873. 2020: ₹-3,955. 2021: ₹+11,000. 2022: ₹-19,598. 2023: ₹-49,029. 2024: ₹-26,674. 2025: ₹-117,181. 2026: ₹+543.

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
201510148% ₹-332
201616743% ₹-8,839
201719641% ₹+779
201820145% ₹+22,973
201918937% ₹-16,873
202022339% ₹-3,955
202129341% ₹+11,000
202224641% ₹-19,598
202324437% ₹-49,029
202421039% ₹-26,674
202533436% ₹-117,181
202613744% ₹+543
Full transcript (16 words)
Buy itm calls when nifty spot breaks above 10 ema and it's already above 20 ema.

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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.