Bank Nifty Futures Five Rounds — Strategy by shomPips

By shomPips

Performance Metrics

Description

BANKNIFTY1! STRATEGY OVERVIEW — BIG PICTUREThis is a mean-reversion, intraday, round-number rejection strategy designed for Bank Nifty Futureson the 1-minute chart. It fades failed moves around major round numbers instead of chasingmomentum.WHAT THIS STRATEGY IS NOT• Not a breakout strategy• Not a trend-following strategy• Not a scalping strategyCORE ASSUMPTIONAround 500-point round numbers, Bank Nifty often overshoots by ~50 points and then reverts. Thisstrategy fades that failed extension.KEY LEVELSEvery bar identifies the current 500-point block.Example: Price 59,732 → Block 59,500–60,000Levels used:• Exact 500 round (59,500)• Round +50 (59,550) rejection zone• Round −50 (59,450) rejection zoneTIME FILTERTrades allowed only between 09:30 IST and 15:10 IST.MARKET CONDITION FILTERDistance from 50 EMA must be reasonable (~300 points max).Trending markets are avoided.ENTRY LOGICSHORT: Price touches +50 and closes below it (rejection).LONG: Price touches −50 and closes above it (reclaim).RISK MANAGEMENTHard stop loss from entry:• Long: −80 points• Short: +80 pointsPROFIT MANAGEMENT• 50% booked at +60 points• Remaining 50% targets +160 points• Break-even activates only after +90 points in favorSESSION EXITAll positions closed at 15:10 IST.EXPECTANCYAvg loss ≈ −80Avg win ≈ +110 to +130Win rate ≈ 45–52%WHEN THIS STRATEGY FAILS• Strong trend days• News-driven sessions• Very low volatility daysThis is a survival-first intraday system designed for consistency, not prediction.

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