Jhankrish Strategy
Our algorithm is a bunch of multiple non-correlated and integrated Index Option strategies based on exit diversification theme established on different market structure & volatility environment. It includes & directional strategies (trend following plus breakout) theme for trending market & delta neutral strategies for sideways market. Our aim is to generate respectable top-up return in all market cycle/trends with a reasonable drawdown seamlessly to achieve a smoother equity curve over a period of time.
Our Edge:
- Combo of multiple non-correlated option strategies.
- Use of submarine model for capital deployment.
- Use of Hedging tool to control portfolio's delta for risk management.
- Inbuilt money management.
Overview:
- We are trading the same algo using our own capital too.
- It is for index weekly options i.e. banknifty, nifty, finnifty, midcap nifty
- It is a combination of intraday & positional option strategies.
- It is a set of multiple non-correlated option strategies based on market structure.
- It is a mixture of option selling & buying strategies accordingly to volatility environment.
- It is basket of strategies designed with diversification and delta hedging to achieve lesser drawdown.
- Expected top-up returns: 18-30% annually on consistent basis
- Expected max drawdown: 6 -10%
- Do remember trading always carries risk. Based on back test results, all quarters are green since the inception of banknifty weekly series (since 2017).
- Currently integrated with one broker but in future, we may add more.
- Algo strategies are professionally open for subscription on a profit sharing basis.
