Your idea: IF (rsi_15m cross_below 70 or rsi_15m cross_below 50) and macd_3m.mac… — backtested on Indian market data | FakeTrades
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Your idea: IF (rsi_15m cross_below 70 or rsi_15m cross_below 50) and macd_3m.mac…

💡 Described strategy
Analysed 05 Sep 2026, 08:18 PM IST
★☆☆☆☆ 1.0 / 5

Detected components (auto-read from transcript)

MACD

Verdict

Real option-buying backtest. Decoded entry: a MACD signal-line cross on NIFTY 10-min bars → buy the ATM weekly CE (long) / PE (short), stop 10% / target 15% 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.

4,980 trades on ₹1L: net -645.8% over 12 years (-53.8%/yr, loses money), win 38%, payoff 1.23 (avg win ₹1,023 / avg loss ₹-829), max drawdown -668%, worst trade ₹-4,014. 2015: ₹-11,935. 2016: ₹-13,633. 2017: ₹-36,615. 2018: ₹-26,621. 2019: ₹-31,386. 2020: ₹-82,092. 2021: ₹-70,203. 2022: ₹-72,147. 2023: ₹-54,737. 2024: ₹-65,694. 2025: ₹-160,103. 2026: ₹-20,621.

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
201519745% ₹-11,935
201628743% ₹-13,633
201737640% ₹-36,615
201839540% ₹-26,621
201936039% ₹-31,386
202041434% ₹-82,092
202163239% ₹-70,203
202246136% ₹-72,147
202350637% ₹-54,737
202441537% ₹-65,694
202568134% ₹-160,103
202625639% ₹-20,621
Full transcript (26 words)
IF (rsi_15m cross_below 70 or rsi_15m cross_below 50) and macd_3m.macd_line < macd_3m.signal_line sell market EXIT CONDITIONS OR Stop: 10% Target: 15% Nifty50 ATM option PE long

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