Futures - Buy at close & sell at open strategy

Hari Bhaskaran

Hari Bhaskaran

New Member
#1
#1
Requesting feedback from Trader ji Members...

But at close...Sell at open

Here I have considered Nifty & Bank Nifty Futures.
Buying a lot near day's close and selling it next day open. Repeating it on all trading days of the year. Back tested results are attached for 6 years till Jun '17.

Brokerage and taxes are considered as per Zerodha charge structure.

Nifty Futures
View attachment 21345

Bank Nifty Futures
View attachment 21346

Thanks,
Hari
 
cloudTrader

cloudTrader

Well-Known Member
#2
#2
Hari Bhaskaran said:
Requesting feedback from Trader ji Members...

But at close...Sell at open

Here I have considered Nifty & Bank Nifty Futures.
Buying a lot near day's close and selling it next day open. Repeating it on all trading days of the year. Back tested results are attached for 6 years till Jun '17.

Brokerage and taxes are considered as per Zerodha charge structure.

Nifty Futures
View attachment 21345

Bank Nifty Futures
View attachment 21346

Thanks,
Hari
Click to expand...
Good observation with meaningful backtesting.
 
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