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 the same algo using our own capital too.
  • It is for BANKNIFTY weekly options.
  • It is always hedged, meaning no unlimited risk positions.
  • It is a set of multiple option strategies.
  • It is a mix of positional and intraday option strategies.
  • The capital can be a mix of equity, cash equivalent and cash (in the ratio of 50:35:15).
    • Example:
      • For capital of Rs 50 Lk
      • The equity portfolio can be a maximum of 50% (Rs 25 Lk after haircut)
      • Cash equivalent (FDR, Government bond or LIQUIDBeeS) can be around 35% (Rs 17.5 Lk after haircut)
      • Cash can be minimum of 15% (Rs 7.5 Lk)
  • Based on Backtest results:
    • All quarters are green since the inception of the BANKNIFTY weekly series (since 2016).
    • Expected Profit: 45% annually
    • Expected Max Drawdown: 15%
    • Do remember trading always carries risk.
  • Our algo runs on a hardened cloud server.
  • Currently integrated with one broker. In the future, we will add more.
  • Algo's strategy is open for subscription on a 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)

Base Capital

₹ 50,00,000

Total Capital at the end

₹ 2,00,99,365

Annualized Returns

₹ 40,19,873

Number of trading months

60

Number of profit-making months

55

Number of loss-making months

5

Max profit in a month

16.4%

Max loss in a months

-2.7%

Max drawdown

9.5%

 

Equity curve:





Quarterly Returns Bar Plot:
(Data until June 30 is considered for the 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. 50 Lk
 Total Capital (at end of July 2021)  Rs. 2.00 Cr
   
 Annualized returns  Rs  40.19 Lk (+80.3%)
   
 Max profit in month  Rs. 8,24,237 (+16.4%)
 Max loss in month  Rs. 1,35,835 (-2.7%)
   
 Avg monthly returns  Rs. 3,34,989 (+6.6%)
   
 Max drawdown  Rs. 4,76,063 (-9.6 %)
   
 Total months  60
 Profit making months  55 (91.6%)
 Loss making month  5 (8.3%)
   
 Total quarters  20
 Profit making quarters  20 (100%)
 Loss making quarters  None
   
Total cumulative returns in % for 5 years
 401%
   

Live Performance for "Arihant":

Return in the current FY (starting April 22) until last week's expiry

FY2022-23

Until May 06, 2022

4.5%

Equity curve:


Weekly Returns Bar Plot:

 

Subscription Charges:

 We can setup algo for you:

    • Setup fee (non-refundable & non-transferable, charged for the two quarters only):
      • Instead of charging upfront on the initial capital, we have decided to go ahead based on the profit we are able to generate in the first two quarters.
      • If we perform, we will get a setup fee, else we will miss it.
      • If there is no profit in the quarter, we will not charge any setup fee for the quarter.
      • For the first two quarters, as a setup fee, we will add an additional 5% of the profit to the quarterly fee i.e. (quarterly fee + 5% of the quarterly profit).
      • Example: If profit share is 20%, it will be 20 + 5 = 25% + tax for the first two quarters only. From the third quarter onward, it will be 20% + tax.

        • Quarterly fee:
          • Calendar Quarter end settled: 25%  20%  of profit for the quarter + Tax (non-negotiable)
          • If there is a loss in any quarter, losses will be carried forward.
        • The current discounted profit-sharing rate of 20%+Tax is for another 07 subscribers only.
        • The recommended minimum capital to start: Rs 39 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.