📈 Strategy Performance Overview

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Over the past several years, I have engineered and deployed a suite of high-performance algorithmic options trading strategies, combining quantitative rigor with machine learning intelligence. The following highlights key strategy categories and performance metrics achieved across 2023–2024.

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🚀 Strategy Types Developed

•REX Models (Rapid Edge Execution):High-speed intraday option-selling systems with built-in re-entry logic, dynamic stop loss, and IV/price-action filters.

•Spiker Triggers:Capture directional momentum and volatility spikes using early-order-book imbalance and range breakout confirmation.

•Delta-Neutral Hedging:Static and dynamic delta-neutral strategies using ATM straddles and synthetic hedges for volatility absorption.

•Gamma Spike Exploits:Gamma scalping systems around expiry with vega suppression and theta acceleration techniques.

•Directional Delta Capture:High-accuracy trend-biased systems that selectively sell CE or PE based on multi-indicator directional models.

•Theta Capture Models:Range-bound intraday option-selling frameworks (SBO, UBO, RBO) designed to maximize theta decay while minimizing tail risk.

•Multi-Leg Strategies:

•Spreads: Vertical, ratio, and broken-wing spreads with automated leg balancing.•Calendars: Volatility skew capture using time spread convergence techniques.

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🧠 AI & ML-Powered Enhancements

•ML-Based Directional Signal EngineTrained on over 2 years of NIFTY tick + FnO data using XGBoost and LightGBM classifiers.Generates signals with over 70% precision, mapped to “Sell CE”, “Sell PE”, or “Sell Straddle”.

•Weighted Indicator Scoring ModelsCombines 30+ indicators (VWAP, Supertrend, Bollinger Bands, OI skew, RSI, etc.) into a composite signal with customizable weights for every leg decision.

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✅ Total ROI. 100%

📊 Basket Sharpe Ratio 3.88

⚡ Live Strategies 12 across NIFTY/SENSEX

📅 Max Drawdown < 5% (controlled via real-time SL)

📈 Win Rate. 68–92% (depending on model)