Nifty Sensex Option Sell Strategy

I need a single, rules-based option-selling strategy that runs natively on the Algote­st platform and strikes a clear balance between risk control and return generation. Core performance requirements • Maximum absolute drawdown must stay below 5 %. • Any drawdown period has to recover within 20 calendar days. • Net return over the most recent 12-month window should be at least 15 %, with similar performance visible when the back-test is extended to prior years. Please note, Slippage should be 1 % for backtesting. Scope of work 1. Design or adapt a Nifty or Sensex option-selling approach that meets the metrics above. 2. Build the full logic inside Algote­st, including entry, adjustments and exit rules, with no external scripts. 3. Provide a back-test report exported directly from Algote­st showing equity curve, yearly/rolling returns, drawdown table and trade statistics. 4. Supply the ready-to-import strategy file (or clear step-by-step build instructions) so I can replicate results on my own account. Acceptance criteria • When I load your file into Algote­st and run it on the same historical data set, the KPIs listed under “Core performance requirements” must match or improve on your submission. • All parameters remain editable so future fine-tuning is possible without rewriting code. Mention any proprietary indicators, data filters or position-sizing schemes you use so I understand the logic, but there is no need to reveal sensitive edge details publicly—an overview plus settings inside Algote­st will suffice.

Project ID: 40403255