Your idea: Real option-buying backtest. Decoded entry: a previous-day high/low br…
One-time — gone on refresh. Copy it and paste as a YouTube comment.
Detected components (auto-read from transcript)
Claims it makes (quotes pulled from the transcript)
- “1,643 trades on ₹1L: net -254.7% over 12 years (-21.”
- “2%/yr, loses money), win 40%, payoff 1.”
- “33 (avg win ₹2,753 / avg loss ₹-2,073), max drawdown -265%, worst trade ₹-10,302.”
Verdict
Real option-buying backtest. Decoded entry: a previous-day high/low break 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.
1,643 trades on ₹1L: net -254.7% over 12 years (-21.2%/yr, loses money), win 40%, payoff 1.33 (avg win ₹2,753 / avg loss ₹-2,073), max drawdown -265%, worst trade ₹-10,302. 2015: ₹+2,526. 2016: ₹-12,182. 2017: ₹-15,424. 2018: ₹+13,924. 2019: ₹-16,584. 2020: ₹+495. 2021: ₹-25,996. 2022: ₹-91,735. 2023: ₹-31,558. 2024: ₹-58,073. 2025: ₹+17,777. 2026: ₹-37,826.
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.
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 | 63 | 51% | ₹+2,526 |
| 2016 | 94 | 38% | ₹-12,182 |
| 2017 | 131 | 44% | ₹-15,424 |
| 2018 | 130 | 49% | ₹+13,924 |
| 2019 | 127 | 39% | ₹-16,584 |
| 2020 | 139 | 39% | ₹+495 |
| 2021 | 215 | 40% | ₹-25,996 |
| 2022 | 167 | 34% | ₹-91,735 |
| 2023 | 162 | 36% | ₹-31,558 |
| 2024 | 131 | 32% | ₹-58,073 |
| 2025 | 192 | 42% | ₹+17,777 |
| 2026 | 92 | 39% | ₹-37,826 |
Full transcript (112 words)
💬 Trader reviews (traded this? tell others what really happened)
No reviews yet — be the first. Real experiences help other traders more than any backtest.
User opinions, not investment advice. Reviews are moderated before publishing.