Systematic Premium Harvesting · 0 & 1 DTE · Nifty + Sensex
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | Max DD | R/MDD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 9,214 | 30,347 | 14,613 | 7,643 | 14,820 | 7,689 | 16,811 | 10,005 | 10,175 | 32,198 | 17,534 | 13,628 | 1,84,682 | −12,254 | 15.28 |
| 2025 | 27,742 | 17,774 | 13,947 | 4,918 | 6,847 | 10,417 | 19,354 | 12,872 | 16,648 | 12,448 | 21,934 | 20,483 | 1,85,390 | −13,332 | 13.90 |
| 2026 | 9,659 | 27,599 | −4,225 | — | — | — | — | — | — | — | — | — | 33,032 | −15,643 | 8.96 |
| TOTAL | Aggregate · All Periods · 2024 – Mar 2026 | 4,03,104 | −15,643 | 11.54 | |||||||||||
Theta works in your favour every single day. Option premium erodes continuously, generating a systematic edge for the seller regardless of market direction.
67.58% win rate across 401 periods is not luck — it reflects a repeatable, data-driven advantage built into the strategy logic.
Maximum drawdown stayed within 7.45% of margin through bull, bear, and volatile markets from 2024 to 2026.
₹2.1L margin/lot generated 192% net return — delivering ~88% annual ROI, far exceeding FD, MF, or index benchmarks.
Trades 0 DTE and 1 DTE options on both Nifty and Sensex — 4 trades per week — capturing premium across multiple expiry windows for consistent income.
All three approaches trade 0 DTE and 1 DTE options on both Nifty and Sensex — 4 trades per week. The difference lies in which component variant (Aggressive or Conservative) is used for each index, giving you three distinct risk-return profiles from the same underlying system.
| Approach | Components | Total Profit | Win Rate | Max DD | R / MDD | Reward:Risk | Expectancy | Avg/Period |
|---|---|---|---|---|---|---|---|---|
| ⚡ Mixed | Nifty Agg + Sensex Cons | ₹4,03,104 | 67.58% | ₹15,643 | 11.54 | 1.28 | 0.54 | ₹1,005 |
| ☀ Aggressive | Nifty Agg + Sensex Agg | ₹5,26,537 | 67.57% | ₹18,786 | 14.65 | 1.26 | 0.53 | ₹1,303 |
| ◯ Conservative | Nifty Cons + Sensex Cons | ₹2,11,828 | 60.64% | ₹8,281 | 13.04 | 1.44 | 0.48 | ₹524 |
The balanced approach — Nifty runs the Aggressive component while Sensex runs the Conservative one. This asymmetry gives you the upside capture of Nifty's aggressive premium harvesting while Sensex provides a natural dampener on drawdowns. The result: a smooth equity curve, strong R/MDD of 11.54, and a 67.58% win rate. Ideal for traders seeking consistent growth with moderate risk.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | Max DD | R/MDD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 9,214 | 30,347 | 14,613 | 7,643 | 14,820 | 7,689 | 16,811 | 10,005 | 10,175 | 32,198 | 17,534 | 13,628 | 1,84,682 | −12,254 | 15.28 |
| 2025 | 27,742 | 17,774 | 13,947 | 4,918 | 6,847 | 10,417 | 19,354 | 12,872 | 16,648 | 12,448 | 21,934 | 20,483 | 1,85,390 | −13,332 | 13.90 |
| 2026 | 9,659 | 27,599 | −4,225 | 5,998 | — | — | — | — | — | — | — | — | 39,031 | −15,643 | 8.96 |
| TOTAL | 2024 – Apr 2026 · 404 Periods | 4,03,104 | −15,643 | 11.54 | |||||||||||
Maximum profit potential — both Nifty and Sensex run their Aggressive components simultaneously. This combination generated the highest total returns across the backtest period. Drawdowns are proportionally higher but still well-controlled, with an outstanding R/MDD ratio of 14.65 in 2024 and 22.46 in 2025. Best suited for traders prioritising capital growth.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | Max DD | R/MDD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 6,235 | 45,293 | 14,673 | 12,621 | 26,776 | 19,475 | 4,273 | 36,656 | 18,070 | 35,897 | 26,399 | 25,247 | 2,71,621 | −18,786 | 14.65 |
| 2025 | 39,670 | 16,508 | 20,002 | 16,803 | 30,656 | 9,924 | 22,238 | 10,064 | 16,367 | 11,915 | 11,872 | 14,032 | 2,20,056 | −9,794 | 22.46 |
| 2026 | −2,681 | 18,973 | 11,978 | 6,589 | — | — | — | — | — | — | — | — | 34,859 | −9,237 | 14.97 |
| TOTAL | 2024 – Apr 2026 · 404 Periods | 5,26,537 | −18,786 | 14.65 | |||||||||||
Capital preservation meets consistent income — both Nifty and Sensex run Conservative components with tighter stop controls and smaller per-trade exposure. Maximum drawdown across the entire backtest is just ₹8,281 — a remarkable 2026 R/MDD of 32.65. The smoothest equity curve of all three. Ideal for risk-averse traders or those deploying larger capital.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | Max DD | R/MDD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3,384 | 17,425 | 903 | 4,028 | 12,867 | 6,200 | 6,248 | 13,836 | 10,508 | 20,691 | 2,633 | 7,865 | 1,06,594 | −8,281 | 13.04 |
| 2025 | 6,769 | 3,668 | 5,011 | 7,031 | 8,272 | 4,549 | 12,025 | −440 | 9,367 | 5,903 | 4,478 | 10,654 | 77,291 | −7,795 | 9.91 |
| 2026 | 8,009 | 11,139 | 9,209 | −416 | — | — | — | — | — | — | — | — | 27,942 | −3,394 | 32.65 |
| TOTAL | 2024 – Apr 2026 · 404 Periods | 2,11,828 | −8,281 | 13.04 | |||||||||||
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