Your idea: Short strangles everyday 9:20am and exit @3pm

Not auto-backtested — honestly, we can't. Detected: an options strategy. Since there's no historical option-price data, it's scored with a short-volatility (ATM straddle) carry proxy on NIFTY & BANKNIFTY — a rough stand-in that captures the win-rate/tail shape, not the exact strategy.

We give real option backtests only for fixed-entry option-selling structures (weekly credit/ratio spreads) priced on real cached NIFTY premiums. This one is an options structure we don't have cached premiums for, which needs intraday/tick option data and a chart-signal engine we don't have — so we show no number rather than a misleading proxy. Flagged for a hand-built review.