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We tested 196 NIFTY expiry sessions from Jan 2023, using the 09:20 ATM straddle and tracking moves through 15:25 IST.
Historical intraday breach rates:
±2× straddle: 19.4% (38/196)
±2.507× straddle ≈ 2σ: 12.8% (25/196)
By 15:25, only 11/196 sessions (5.6%) remained outside the approximate 2σ band.
The 1.253 conversion makes a measurable difference. And for intraday sellers, the probability of a breach during the session matters separately from where the index finishes.
These are the assumptions used by our backtesting engine volrix.ai/blog/getting-start…
On DM can you share which AI model you used for backtesting and if possible ask the agent for the run id used, and share it over on chat. For us to diagnose the issue.
Once you open the backtest link, you can directly copy the implementation into your own agent powered with Volrix MCP, or just open it up in the chat if you're a MAX plan user with us. ✌️
Backtest link in the comments
@ScholarTrading , I backtested the Weekly HNI CE Ratio setup from your video on Volrix. Got 16.07% returns with 1.1% max drawdown. Would love your take on this!
app.volrix.ai/strategies/nif…
@ScholarTrading , I backtested the Weekly HNI CE Ratio setup from your video on Volrix. Got 16.07% returns with 1.1% max drawdown. Would love your take on this!
app.volrix.ai/strategies/nif…