Published: February 22, 2020
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Why do I trade BNF strangles ? Sharing EOD backtest results of straddles. SL 50 points or exit at close Then we I tested on 1 min.option data to find -Best time to enter -Best time to exit -Max possible decay for day -Days to avoid strangles #edge #systems #quant #banknifty

Image in tweet by Sourabh Sisodiya,CFA
Image in tweet by Sourabh Sisodiya,CFA

After such rigorous backtesting. I am more selective in my trading. I know why the winners and winners and losers are losers. I try to avoid days where I have low prob of winning. Trading is all about having an edge and constantly exploiting it. #backtest #OptionsTrading

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