ZeroTouchAlgo — Nifty QuadShield Adaptive Options Trading

Live Analytics

Performance at a Glance

39 trading days (May–Jul 2026). Performance shown for 5-lot deployment (₹10L total capital, ₹2L per lot).

Start on Tradetron

+7.79%

Total ROI

₹77,941 absolute profit on ₹10L deployed capital

₹77,941

Total Profit

71.8%

Win Rate

3.66

Sharpe Ratio

4.18%

Max Drawdown

+4.20%

Avg Monthly ROI

Past performance is not indicative of future results. Capital: ₹2L per lot; stats reflect 5× deployment (₹10L).

Month-wise P&L

₹7,263 May '26

₹38,922 Jun '26

₹31,756 Jul '26

Monthly Breakdown

Month	Trades	P&L	P&L %
May 2026	290	₹7,263	0.73%
Jun 2026	350	₹38,922	3.89%
Jul 2026	42	₹31,756	3.18%

Returns by Weekday

Day	Returns	Max Profit	Max Loss
Monday	+4.03%	₹27,593	₹-24,375
Tuesday	+2.45%	₹10,107	₹-3,679
Wednesday	+1.19%	₹6,308	₹-211
Thursday	+0.57%	₹10,082	₹-7,426
Friday	-0.71%	₹7,963	₹-19,302

Detailed Statistics

Metric	Value	Metric	Value
Capital (5× deployment)	₹10,00,000	Total Trading Days	39
Win Days	28	Loss Days	11
Max Winning Streak	6 days	Max Losing Streak	2 days
Avg Monthly Profit	₹41,968	Sortino Ratio	4.11
Std Dev (annualised)	13.77%	Avg Trades / Day	17.49
Max Profit in a Day	₹27,593	Max Loss in a Day	₹-24,375
Avg Daily P&L	₹1,998	Max Drawdown	₹43,677 (4.18%)
Avg Profit (win days)	₹5,697	Avg Loss (loss days)	₹-7,415

Nifty QuadShield

How the Strategy Works

A 4-leg non-directional selling system on NIFTY options (NFO). Not a static straddle — an adaptive engine that manages every trade through volatility regimes.

Set 1 — Protective Wings

At market open, buy deepest OTM CE & PE wings whose premium is at least 3.5% of the ATM straddle. These hedges stay for the full run.

Set 2 — Adaptive Shorts

Sell an ATM±2 strangle when ADX < 55 and VIX is in range. On any adaptive exit signal, square off only the shorts and re-enter after cooldown.

Set 3 — Universal Exit

Hard stop at -₹5,500×mult, expiry-day cutoff at 13:00 IST, plus trailing MTM stop. Shorts closed first, then wings.

Why QuadShield Is Different

⚡

Adaptive, Not Static

Most automated strategies place a trade and hope. QuadShield actively manages each leg through delta, ATR, ADX, and VIX gates.

◎

Non-Directional

Designed to profit from time decay and range-bound markets while protected by wings against tail moves.

🛡

Institutional-Grade Risk

Multi-layer exits: per-leg adaptive stops, net-delta monitoring, trailing profit lock, and hard daily loss limits.

Exchange

NFO (NIFTY)

Capital per Lot

₹2,00,000

Monthly Fee

Free + 5%

Live Deployments

Arbitrage Market Neutral Non-Directional Delta Neutral

Trading Infrastructure

Platform Roadmap

Self-hosted OpenAlgo instances for automated strategy execution — launching soon.

NIFTY

Zerodha / NSE

Indian equity derivatives. Nifty QuadShield runs here during NSE market hours (09:15–15:30 IST).

🔒 Coming Soon

BTC

Delta Exchange

Crypto derivatives 24/7. BTC QuadShield and OTM bid-anomaly strategies run on Delta.

🔒 Coming Soon

Risk Disclosure

Trading in equity and Futures & Options (F&O) markets involves substantial risk and is not suitable for all investors. You may lose part or all of your invested capital.

The creator of this strategy is not a SEBI Registered Investment Advisor (RIA) or Research Analyst (RA). This strategy and all related content are provided for informational and educational purposes only. They do not constitute financial, investment, or trading advice.

Past performance, whether in backtests or live trading, is not an indicator or guarantee of future returns. The strategy's performance in a live market may vary significantly due to factors like slippage, liquidity, and market volatility.

You are solely responsible for all your investment and trading decisions. Please consult your registered financial advisor before making any trading or investment decisions.