Master Scalping ||How to capture Big move || ~Mayank Raj
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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 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.
17,715 trades on ₹1L: net -1872.8% over 12 years (-156.1%/yr, loses money), win 38%, payoff 1.26 (avg win ₹1,028 / avg loss ₹-814), max drawdown -1883%, worst trade ₹-4,049. 2015: ₹-64,014. 2016: ₹-109,225. 2017: ₹-140,570. 2018: ₹-69,256. 2019: ₹-120,537. 2020: ₹-165,265. 2021: ₹-215,181. 2022: ₹-188,415. 2023: ₹-113,239. 2024: ₹-199,462. 2025: ₹-289,540. 2026: ₹-198,100.
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 | 652 | 39% | ₹-64,014 |
| 2016 | 1146 | 39% | ₹-109,225 |
| 2017 | 1438 | 39% | ₹-140,570 |
| 2018 | 1290 | 42% | ₹-69,256 |
| 2019 | 1387 | 37% | ₹-120,537 |
| 2020 | 1450 | 37% | ₹-165,265 |
| 2021 | 2165 | 39% | ₹-215,181 |
| 2022 | 1703 | 38% | ₹-188,415 |
| 2023 | 1740 | 39% | ₹-113,239 |
| 2024 | 1516 | 37% | ₹-199,462 |
| 2025 | 2279 | 38% | ₹-289,540 |
| 2026 | 949 | 38% | ₹-198,100 |
Full transcript (6184 words)
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