HALF TRUE
Weekly ₹70 strangle 3 days to expiry with night hedge
Option selling · NIFTY weekly · tested 2019-02 to 2026-10
The claim
₹2.89 L
About ₹2.89 L on 1 lot from Jan-2019 to Feb-2026, drawdown about ₹17k (~25%/yr).
Reality, same dates, after costs
₹2.22 L
2019-01 to 2026-02 · 77% of the claim found
As taught, 1 lot made about ₹2.02 L net after real costs from Feb-2019 to Oct-2026, but lost about ₹15.6k in 2026.
Algrow Reality Score
- 25/40
- claim
- 30/30
- profit
- 22/30
- steady
- Net, full test
- ₹2.02 L
- Worst drawdown
- −₹24,516
- Trades
- —
- Win rate
- —
Size: 1 lot at today's lot size (65).
How our test compares with the video
With their cost settings (0.5% slippage, no brokerage) our total was ₹2.90 L vs their ₹2.89 L and drawdown −₹15k vs −₹17k; yearly splits differ, and their hedge profit (mostly one Jun-2024 event) did not reproduce.
Worth knowing: Brokerage turns the night hedge into a net cost; Mar-Oct 2026 lost money.
Underwater: how far below its best point the account was
If you had started with ₹1 lakh on…
Drag to pick a start date. Trading the video's rules at 1 lot at today's lot size (65), not compounded. Weekly points.
2019-02-15
You'd have today
₹3.01 L
Profit / loss
+₹2.01 L
Lowest point
₹90,920
Honest note: ₹1 lakh may be less than the margin this needs; the result is in rupees per lot, not a % return.
Year by year — tap to dig in
1 lot, rules as taught, after costs. Tap a year, then a month.
Monthly heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | ||||||||||||
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| 2026 |
Winning vs losing days
1,187 days with a position · about 52% green
BEST DAY
₹18,906
2025-04-07
WORST DAY
−₹7,781
2026-03-09
The rules we tested
Three trading days before weekly expiry at 09:20 sell a call and put priced ≤ ₹70, each with a 30-point stop and one re-entry at cost; exit the day before expiry around 15:20. At night buy next-week ₹5 call and put (2x quantity) at 15:26 and sell them at 09:16 next morning. Gaps we filled: the hedge runs only on the nights the main trade is held; stops not checked after 15:25.
Method and Reality Score
1-minute data with stale-tick protection on gap days, next-minute fills, real broker charges incl. STT and taxes plus 0.5% slippage; weeks with known data holes skipped.
- 1-minute historical NSE/BSE option and futures data; each video's rules coded exactly as taught, with stated assumptions where the video left a gap.
- Signals on a candle's close are filled at the next minute's open (unless the rules say otherwise); stops and targets are checked against each minute's high and low.
- Real broker charges, STT, exchange fees, stamp duty and GST deducted on every order; lot size as it was on each trade date.
- Results are per lot unless stated. No leverage, compounding or position sizing beyond the video's own rules.
Reality Score (0–100) = claim match (up to 40: matches 40, partly 25, fails after costs 8, not reproduced 0) + after-cost profit (up to 30: zero if it loses; more when total profit is large versus the worst drawdown) + steadiness (up to 30: share of profitable years, plus 5 if the latest year made money).
Questions people ask
Does the Weekly ₹70 strangle 3 days to expiry with night hedge strategy work?
Partly. As taught, 1 lot made about ₹2.02 L net after real costs from Feb-2019 to Oct-2026, but lost about ₹15.6k in 2026. Tested on NIFTY weekly, 2019-02 to 2026-10, after real costs. Reality Score 77/100.
What is the win rate of the Weekly ₹70 strangle 3 days to expiry with night hedge strategy after costs?
We did not count a per-trade win rate for this one; the net result after real charges was ₹2.02 L with a worst drawdown of −₹24,516.
How much did it make or lose in the backtest?
Claimed ₹2.89 L. Reality ₹2.22 L. Over 2019-02 to 2026-10 (1 lot at today's lot size (65)), the net after charges was ₹2.02 L and the worst fall from a peak was −₹24,516.
What exact rules were tested?
Three trading days before weekly expiry at 09:20 sell a call and put priced ≤ ₹70, each with a 30-point stop and one re-entry at cost; exit the day before expiry around 15:20. At night buy next-week ₹5 call and put (2x quantity) at 15:26 and sell them at 09:16 next morning. Gaps we filled: the hedge runs only on the nights the main trade is held; stops not checked after 15:25.
How was the Weekly ₹70 strangle 3 days to expiry with night hedge backtest done?
On 1-minute exchange data since 2017, signals filled at the next minute's open, with real broker charges, STT, exchange fees, SEBI fee, stamp duty and GST, and the lot size of each date. Rules exactly as taught; gaps we had to fill are stated. Full method on our How we test page.
Run it yourself — coming soon
These rules use features our public backtester can't express exactly yet, so we won't pre-fill an approximation. Build your own idea in the meantime.
Got another video?
Send the link or vote on the queue. We code it as taught and publish what we find.
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