Option buying · NIFTY weekly · tested 2017-01 to 2026-10
Overnight ATM long straddle (Fridays)
Over 2017–2026 the as-taught Friday rules made about ₹2.19 L per lot, but almost all of it came in 2024–26 and 2020 lost about ₹71.5k.
- Net P&L (1 lot, historical lot sizes)
- ₹2.19 L
- Trades
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- Win rate
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- Max drawdown
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What the video claims
About ₹1.89 L net on 1 lot from Jan 2024 to May 2026, 112 trades, 37.5% wins.
Our paraphrase. See the video for the full explanation.
How our test compares
On their own window and cost settings we got ₹1.80 L vs their ₹1.89 L (−4.5%), 114 vs 112 trades and 37.7% vs 37.5% wins; the year split differs because they appear to size 2024 at today's lot.
Year by year (rules as taught, after costs)
| 2017 | −₹11,600 |
| 2018 | ₹19,000 |
| 2019 | ₹60,000 |
| 2020 | −₹71,500 |
| 2021 | ₹14,000 |
| 2022 | ₹20,000 |
| 2023 | −₹15,000 |
| 2024 | ₹49,000 |
| 2025 | ₹1.00 L |
| 2026 | ₹55,000 |
Rules we tested
Buy the ATM call and put (strike by spot) at 09:20 on Fridays, 1 lot each. Each leg has a 20% stop, the position has a ₹8,000 max loss, and whatever is left is sold at 09:45 the next trading day.
Note: The claimed window (2024–26) is the strongest stretch; 2017–2023 together earned roughly ₹15k.
Method
1-minute option data, broker charges incl. STT and taxes, 0.25% slippage per order, historical lot sizes; P&L dated on the exit day.
- 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.