Our algorithm "Arihant" Strategy is a family of multiple integrated strategies including Directional / Non-Directional / Credit / Debit / Positional / Intraday / Expiry day models that can help to make money in sideways, bull and bear markets. The mission is to combine multiple strategies that can be traded in various market conditions with respectable "alpha" to achieve a smoother equity curve over a period of time.


Arihant Edge:
  • Hedged Positions
  • Inbuilt Risk Management
  • Inbuilt Money Management
  • Combo of multiple Strategies
 
Highlights:
  • We are trading using same algo using our own capital too.
  • It is for BANKNIFTY weekly options.
  • It is always hedged, meaning no unlimited risk positions.
  • It is set of multiple option strategies.
  • It is a mix of positional and intradays option strategies.
  • The capital can be mix of portfolio and cash (minimum cash 25%).
    • Example:
      • For capital of Rs 35 Lk
      • Portfolio can be of 75% (Rs 26 Lk, after haircut)
      • Cash can be 25% (Rs 9 Lk )
  • Based on Backtest results:
    • All quarters are green since inception of BANKNIFTY weekly series (since 2016).
    • Expected Profit: 45% annually
    • Expected Max Drawdown: 15%
    • Do remember trading always carries risk.
  • Our algo runs on hardened cloud server.
  • Currently integrated with one broker. In future, we will add more.
  • Algo strategy is open for subscription on profit sharing basis. Please see below for charges.
 
 

Back-test results for "Arihant" algo: (Move below for Live Performance)

Duration: August 2016 to July 2021 (5 years)

Back testing Base Capital

₹ 30,00000

Total Capital at the end

₹ 1,17,00,000

Annualized Returns

₹ 17,40,000

Number of trading months

60

Number of winning months

53

Number of loosing months

7

Max profit in a month

13.8%

Max loss in a months

-3.1%

Max drawdown

8.9%

 

Equity curve:

Equity Curve

Quarterly Returns Bar Plot:
(Data until June 30 is considered for quarter ending. Last month (July '21) data is not considered)
 
 
 
Drawdown Plot:
 
Monthly return heatmap:
 
 
 

Metrics:

 
 Base Capital (at the start of August 2016)  Rs. 30 Lk
 Total Capital (at end of July 2021)  Rs. 1.17 Cr
   
 Annualized returns  Rs  17.40 Lk (+58.0%)
   
 Max profit in month  Rs. 4,15,330.00 (+13.8%)
 Max loss in month  Rs. 93,373.75 (-3.1%)
   
 Avg monthly returns  Rs. 1,44,000 (+4.8%)
   
 Max drawdown  Rs. 2,67,000 (-8.9 %)
   
 Total months  60
 Profit making months  53 (88.3%)
 Loss making month  7 (11.6%)
   
 Total quarters  20
 Profit making quarters  20 (100%)
 Loss making quarters  None
   
Total cumulative returns in % for 5 years
 290%
   

Live Performance for "Arihant":

From August 2021 until last week expiry

Returns until January 13, 2022

21.1%

Equity curve:






 
Weekly Returns Bar Plot:


 

Subscription Charges:

 We can setup algo for you:

    • Setup fee (non-refundable & non-transferable, charged for the first two month only):
      • Instead of charging upfront on the initial capital, we have decided to go ahead based on profit we are able to generate in the first two months.
      • If we perform, we will get setup fee, else we will miss it.
      • It has to be paid at the end of the first and second month only.
      • Profit sharing: 10% of profit for the month + Tax 
      • If there is a calendar quarter end (March, June, September or December) in between first two month, then the fee for that month will be: 20%  (quarter profit) + 10% (month profit) + Tax.
      • If there is no profit in the month, we will not charge any fee.
        • Quarterly fee:
          • Calendar Quarter end settled: 25%  20%  of profit for the quarter + Tax (non-negotiable)
          • If there is loss in any quarter, losses will be carried forward.
        • Current discounted profit sharing rate of 20%+Tax is for another 15 12 subscribers only.
        • Recommended minimum capital to start: Rs 37 Lk (This will increase further in due course)
        • Calendar Quarterly settled.
       
       
      Subscription:
       
      If you wish to subscribe to our algo and coming to us without any references, then we will require more info about you.

      Contact us on our WhatsApp (+91.98202.00550) and we will share an online link to fill in details.

      Once you fill in the details, we will do an internal assessment. Once it is successful, we will provide details for further actions.