Your idea: Buy nifty atm strike when supertrend turns bullish and parabolic sar i… — backtested on Indian market data

Detected components (auto-read from transcript)

Supertrend

Verdict

Real option-buying backtest. Decoded entry: a Supertrend flip 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.

1,896 trades on ₹1L: net -44.4% over 12 years (-3.7%/yr, loses money), win 42%, payoff 1.37 (avg win ₹2,551 / avg loss ₹-1,858), max drawdown -186%, worst trade ₹-10,325. 2015: ₹+1,068. 2016: ₹+5,693. 2017: ₹+929. 2018: ₹+23,784. 2019: ₹+17,819. 2020: ₹-45,971. 2021: ₹+35,275. 2022: ₹-885. 2023: ₹-51,321. 2024: ₹-5,586. 2025: ₹-38,331. 2026: ₹+13,176.

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)

Year	Trades	Win %	Net P&L
2015	86	47%	₹+1,068
2016	109	49%	₹+5,693
2017	159	43%	₹+929
2018	135	47%	₹+23,784
2019	130	42%	₹+17,819
2020	169	38%	₹-45,971
2021	231	43%	₹+35,275
2022	210	40%	₹-885
2023	181	35%	₹-51,321
2024	158	37%	₹-5,586
2025	234	40%	₹-38,331
2026	94	47%	₹+13,176

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