Present strategy results :-
Banknifty
31/1/2014 = -225 cumulative -225
03/2/2014 = +57 cumulative -168
04/2/2014 = +142 cumulative -26
05/2/2014 = -125 cumulative -151
06/2/2014 = +112 cumulative -39
07/2/2014 = -5 cumulative -44
10/2/2014 = +38 cumulative -6
11/2/2014 = -41 cumulative -47
12/2/2014 = +60 cumulative +13
13/2/2014 = +89 cumulative +102
14/2/2014 = -158 cumulative -56
Modified strategy results :-
Banknifty
31/1/2014 = -300 cumulative -300
03/2/2014 = +100 cumulative -200
04/2/2014 = +354 cumulative +154
05/2/2014 = -200 cumulative -46
06/2/2014 = +80 cumulative +34
07/2/2014 = -10 cumulative +24
10/2/2014 = +112 cumulative +136
11/2/2014 = -100 cumulative +36
12/2/2014 = +50 cumulative +86
13/2/2014 = +304 cumulative +390
14/2/2014 = -209 cumulative +181
Observe the pattern in modified strategy. The profit potential is unlocked unlike present strategy. Maximum loss ie 300 is surpassed by profits like 354 and 304. In present strategy, maximum loss ie 225 is never surpassed by profits. I think I have now plugged the loop hole successfully.