Your idea: Capital Allocation & Margin Setup Allocate ₹1,00,000 total capital int…

Capital Allocation & Margin Setup Allocate ₹1,00,000 total capital into two segregated pools: ₹70,000 Margin Pool: Reserved to maintain exchange margin for a 4-leg defined-risk credit spread on NIFTY 50 options (1 lot / 65 quantity). ₹30,000 Buffer Pool: Kept as free cash to absorb daily margin fluctuations, transaction friction, and drawdown swings without triggering margin shortfall penalties. 2. 10:00 AM Staggered Entry (Long First) At 10:00:00 AM, enter the market using market orders executed in two strict sequence tiers: Legs 1 & 2 (Hedges First): Buy 1 Lot PE and 1 Lot CE at the closest premium to 45. (Buying long hedges first instantly activates the exchange margin benefit). Legs 3 & 4 (Shorts Second): Sell 1 Lot PE at closest premium 55 and Sell 1 Lot CE at closest premium 60 (both on Current Weekly expiry). Keep individual leg targets OFF on all legs. Set a 90% Stop Loss on Short PE and a 75% Stop Loss on Short CE. 3. Hard Risk Truncation & Expiry Shield Enforce a basket-level catastrophe stop loss directly on your execution platform: Monday, Tuesday, Wednesday, Friday: Set Overall Stop Loss to ₹1,000 (strict 1.0% account risk cap). Thursday (Expiry Day): Set Overall Stop Loss to ₹1,200 to account for rapid 0-DTE theta oscillations. If India VIX is above 18.5 at 09:55 AM, skip option selling entirely for that session. Set Square-Off Mode to Partial so that stopping out of an individual short leg does not prematurely close the remaining open legs. 4. De-Linked Runner Activation (The Convexity Shift) When the market trends strongly enough to trigger a short leg's stop-loss: Surviving Short Leg: Automatically moves its stop loss to Cost / Entry Price (Move SL to Break-Even on SL legs), locking in zero downside on the credit side. Winning Long Hedge: Disconnects from the original spread basket. Instead of squaring off at the short leg's stop time, it remains open as an unhedged directional runner to capture afternoon trend expansion. 5. Dynamic Trailing Ladder & 15:15 PM Square-Off Manage trade profits dynamically and enforce an absolute intraday close: Lock & Trail Thresholds: When strategy MTM reaches +₹1,000 \rightarrow Lock +₹650 in profit. For every subsequent +₹100 increase in profit \rightarrow Trail the profit floor upward by +₹80. Timed Exit: At 15:15:00 PM, trigger an automated market square-off for all remaining open positions (both shorts and runners) to avoid exchange MIS auto-square-off charges and eliminate overnight gap risk.