An ultra-low drawdown strategy that gives a decent average yearly return by trading only on expiry days in Bank nifty, Nifty and Finnifty. Note that 0.5% inbuilt slippage is also included.
Strategy Details:
| Capital required | 1.5 Lakhs approx |
| Time frame | Intraday |
| Instrument | Bank Nifty, Nifty, Fin Nifty |
| Backtesting period | 1 year (Nov 1, 2022 to Oct 26, 2023) |
| Slippage | 0.5% |
| Backtesting platform | https://www.stockmock.in/ |
Backtested Result Summary:
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Key points:
| Avg Yearly Profit | 46,500/- (Approx) |
| Avg Yearly Return | 31% (Approx 50% if traded all 5 expiries) |
| Max Drawdown | 2.3% (Approx) |
| Expectancy | 0.39 |
| Return to MDD ratio | 24.59 |
| Accuracy | 74% |
| Max loss | Rs.2848/- |
Monthly Breakup:
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Equity curve:
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