← Strategy Lab

Intraday strangle with adjustments

Sells a NIFTY strangle every morning and keeps it balanced by rolling the safe side closer when the market moves, never adding size. Books profit as the premium decays, closes by 3:20.

Research: which settings make it work?Hundreds of combinations over five years, checked on unseen data. See the winners.
Loading results…
Intraday strangle with adjustments · Strategy Lab · Algrow