The Bank Nifty Strategy backtesting has been done for a period of 5+ years- with a fixed set of parameters on Option Greeks.
The start date of backtesting is from 23rd May 2016 to 24th Feb 2022- resulting in a total trades of 291.
The strategy yields an accuracy of 89% with an ROI of 34%. The results in the image are for 1 lot of Bank Nifty deployed across all trades.
Recent Blogs
Nifty System HA2- Weekly Master for Stability
Topic: Technical
System Bank Nifty A2
Topic: Trading
System Bank Nifty A1
Topic: Trading
System Nifty A2
Topic: Trading