Your idea: Nifty Change of character & Break of structure on the change of charac… — backtested on Indian market data | FakeTrades
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Your idea: Nifty Change of character & Break of structure on the change of charac…

💡 Described strategy
Analysed 27 Oct 2026, 03:29 AM IST
★☆☆☆☆ 1.0 / 5

Detected components (auto-read from transcript)

Intraday EMA

Verdict

Real option-buying backtest. Decoded entry: price crossing its EMA 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.

12,849 trades on ₹1L: net -1336.7% over 12 years (-111.4%/yr, loses money), win 40%, payoff 1.36 (avg win ₹2,152 / avg loss ₹-1,579), max drawdown -1408%, worst trade ₹-11,518. 2015: ₹-57,390. 2016: ₹-126,409. 2017: ₹-90,345. 2018: ₹-68,493. 2019: ₹-111,893. 2020: ₹-193,504. 2021: ₹-67,786. 2022: ₹-174,395. 2023: ₹-128,074. 2024: ₹-132,621. 2025: ₹-235,007. 2026: ₹+49,217.

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
201550739% ₹-57,390
201684740% ₹-126,409
2017102341% ₹-90,345
201893942% ₹-68,493
2019100737% ₹-111,893
2020105939% ₹-193,504
2021156841% ₹-67,786
2022123139% ₹-174,395
2023125538% ₹-128,074
2024110939% ₹-132,621
2025164939% ₹-235,007
202665542% ₹+49,217
Full transcript (81 words)
Nifty Change of character & Break of structure on the change of character. Minimum previous 3 consecutive candles are closing above 9 Ema in 1 minutes time frame. Bank Nifty Change of character & Break of structure on the change of character. Minimum 3 consecutive previous candles are closing above 9 Ema in 1 minutes time frame. Both index also have very strong candle closed above 9 Ema in 5 minutes time frame. Then buy Nifty ATM Call or Sort PUT

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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.