Your idea: If price stays within the first 30-minute range after 10:00 AM, buy CE… — backtested on Indian market data | FakeTrades
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Your idea: If price stays within the first 30-minute range after 10:00 AM, buy CE…

💡 Described strategy
Analysed 01 Aug 2026, 02:40 PM IST
★½☆☆☆ 1.5 / 5

Verdict

Real option-buying backtest. Decoded entry: an opening-range breakout on NIFTY 10-min bars → buy the ATM weekly CE (long) / PE (short), stop 0% / 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. The video trades BANKNIFTY; NIFTY weeklies are the closest instrument we have real premiums for, so the same rules were run on NIFTY.

1,884 trades on ₹1L: net -117.8% over 12 years (-9.8%/yr, loses money), win 1%, payoff 34.25 (avg win ₹2,829 / avg loss ₹-83), max drawdown -118%, worst trade ₹-230. 2015: ₹-5,160. 2016: ₹-8,704. 2017: ₹-9,950. 2018: ₹-5,858. 2019: ₹-744. 2020: ₹-11,346. 2021: ₹-5,876. 2022: ₹-16,853. 2023: ₹-13,564. 2024: ₹-13,930. 2025: ₹-14,378. 2026: ₹-11,410.

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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Year by year (every trade the rules fired, on real NIFTY option premiums — 1 lot, ₹1L)

YearTradesWin %Net P&L
2015670% ₹-5,160
20161180% ₹-8,704
20171450% ₹-9,950
20181392% ₹-5,858
20191452% ₹-744
20201581% ₹-11,346
20212442% ₹-5,876
20221920% ₹-16,853
20231870% ₹-13,564
20241540% ₹-13,930
20252321% ₹-14,378
20261030% ₹-11,410
Full transcript (48 words)
If price stays within the first 30-minute range after 10:00 AM, buy CE when price touches the 30-minute low and reverses up 0.1%. Buy PE when price touches the 30-minute high and reverses down 0.1%. Target: opposite boundary. Stop loss: 0.2% beyond entry boundary. Exit at 3:15 PM.

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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.