WEL - COME

WEEKLY
STRANGLE
PIVOT BASE
 STRATEGY OVERVIEW

1. WEEKLY POSITIONAL STRATEGY

2. TO TRADE IN RANGE ( 500 – 3000 )

3. ONE TRADE PER WEEK

4. TO EAT TIME DECAY

5. EASY TO IMPLEMENT

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 RULE
1. USE PIVOT INDICATOR ( R1 – S1)

2. TIME FRAME 30 MIN

3. ENTRY EVERY WEEK ON MONDAY ( if Monday is holiday we take entry on Tuesday. )

4. EXIT EVERY WEEK ON THURSDAY .

5. ENTRY TIME – 9.45 am ON MONDAY .

6. EXIT TIME – 3.00 pm ON THURSDAY / IF BREAK BREAKEVEN POINT.

7. TOTAL 4 ENTRIES TO IMPLEMENT THIS STRATEGY. ( for margin purpose )

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 Breakeven point
Condition -1

monday tuesday wednesday thursday

37900 CE BUY

35900 35900 CE SELL

R1
3.00 pm exit

+500

C -35425
SPOT 35400

-500

S1 35200

34900 34900 PE SELL

32900 PE BUY

Breakeven5point
 Breakeven point
Condition -2
monday tuesday wednesday thursday
37900 CE BUY

35900 35900 CE SELL

R1

+500

C -35425
SPOT 35400

-500

S1 35200

34900 34900 PE SELL

32900 PE BUY

Breakeven6point
MARGIN REQUIRED

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PAYOFF CHART

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 ADVANTAGES

1. EASY TO DEPLOY

2. CONSISTENT PROFIT

3. ONE TRADE PER WEEK

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 DISADVANTAGES

1. BIG GAP UP AND GAP DOWN AGAINST TRADE LEADS TO LOSS

2. HIGH VOLATALITY IN CURRENT WEEK MAY LEADS TO LESS PREMIUM IN NEXT WEEK

3. FRIDAY OFF – NO USE FUND

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 LIVE TRADE UPDATE
10% As per strategy

7.5% As per trade

5%

2.5%

4.94% 5% 1.49% 4.90% 10.27% 10.34%

0%
APRIL MAY JUNE

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 Week wise profit
Deploy fund – 10 lac
Lot size -10

month 1st week 2nd week 3rd week 4th week 5th week

April - - 13132 No trade 36316

May 6876 8028 -35480 28408 No trade

June 13600 57980 No trade 31115

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 Month wise profit

2022 Profit & loss capital As per trade% Week

month
Apr 49448 10 lac 4.94% 2

May 14904 10 lac 1.49% 4

JUN 102695 10 lac 10.27% 4

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 CONCLUSION

WITH THE HELP OF BACK TESTING RESULT AND LIVE TRADING

EXPERIENCE IT HAS BEEN CONCLUDED THAT THIS POSITIONAL
STRATEGY CAN GIVE 65% TO 70% RETURNS PER YEARS .

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 Thanks!
Any questions?

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