Infinity Mega
Why Infinity Mega .?
3 Indices 150+ Diverse Assorted
Nifty Sub- strategies IntraDay + Buying +
BankNifty Positional Selling
FinNifty Strategies Strategies
Strategy details
Name Infinity Mega
Underlying Nifty , Bank Nifty & Fin Nifty Weekly & Monthly Options
Trading pattern Intraday + Over Night : Start 9:15 / End 15:28
Participation Daily Except Friday
Ticket Size Rs. 100 Lacs (15 Lac Cash Required)
Returns 18-24%
Drawdown 8-10%
AMC / Profit Sharing No AMC / Profit Sharing
Execution / Reporting Algo Based Strategy
We Take Only 25% Postions Overnight and Hedge them 5% Away ( Intraday
Risk Management + Overnight) for Black Swan Protection and also we try to mitigate risk with
diversification
Strategy details
Strategy Basket
• Mega incorporates 150+ sub strategies.
• These sub-strategies operate collectively within a basket structure.
• The basket includes both directional and non-directional approaches.
• It encompasses buying and selling strategies.
• The aim is to intentionally design most strategies to be non-correlated.
• This enhances portfolio diversification and risk management.
Risk Defined
• Mega tries to mitigate the risk by deploying different Non-correlated strategies in multiple
indices
• Every position whether intraday / positional is hedged for a black swan event
• Mega carries only 25% strategies overnight to reduce the gap up / down risk
IMP points to start strategy
Rules
• Trades start after 9:16 & exit before 15:28
• We Carry 25% Positions Overnight with Hedges (5% away)
• Stocks, Bonds and MF can be deployed as margin for trading(apart from Cash Margin)
Things to keep in mind
• To avoid order Rejections , kindly maintain appropriate margin
• Keep a horizon of 6-12 months to review the product performance
• Get in touch with your respective branch RM/BM to complete the activation process
Other Important Data strategy
Name Infinity Mega
Rules The Product is named Infinity "Mega" because it trades Highest Number of
Why Mega .? Sub Strategies and Combinations available amongst all the Various Suits
offerd by Cwa Under Name "Infinity"
DD From Peak 10%
Winning Days % 65.20%
Losing Days % 34.80%
Best Day 8.71%
Worst Day -2.32%
Max Consecutive Wins 5 Days
ThingsMax
toConsecutive
keep inLosses mind 4 Days
Gain to Pain 2.51
Slippage Considered 1% while Backtesting and Can be managed well with in that Limit
Maximum Risk
Value at Risk (VaR) [Intraday] 30%
Value at Risk (VaR) [Overnight] 10%
Live Performance Report
Date Gross PNL Exchange Charges Brokerage Net PNL
Feb-22 4,42,012.00 30,000 36,000 3,76,012
Mar-22 -1,65,810.00 30,000 36,000 -2,31,810
Apr-22 4,29,996.00 30,000 36,000 3,63,996
May-22 -1,53,665.00 30,000 36,000 -2,19,665
Jun-22 4,76,333.00 30,000 36,000 4,10,333
July-22 5,24,970.00 30,000 36,000 4,58,970
Aug-22 2,34,088.00 30,000 36,000 1,68,088
Sep-22 3,51,948.50 30,000 36,000 2,85,949
Oct-22 6,80,321.50 30,000 36,000 6,14,322
Nov-22 4,38,128.50 30,000 36,000 3,72,129
Dec-22 2,36,406.50 30,000 36,000 1,70,407
Jan-23 2,42,764.00 30,000 36,000 1,76,764
Feb-23 -4,09,383.40 30,000 36,000 -4,75,383
Mar-23 1,66,449.60 30,000 36,000 1,00,450
Apr-23 -29,036.20 30,000 36,000 -95,036
May-23 3,29,876.80 30,000 36,000 2,63,877
Jun-23 2,66,161.25 30,000 36,000 2,00,161
July-23 4,43,749.50 30,000 36,000 3,77,750
Aug-23 -50,000.00 30,000 36,000 -1,16,000
Sep-23 1,65,000.00 30,000 36,000 99,000
Oct-23 2,46,000.00 30,000 36,000 1,80,000
Nov-23 -2,10,000.00 30,000 36,000 -2,76,000
Dec-23 4,41,000.00 30,000 36,000 3,75,000
Jan-24 1,42,000.00 30,000 36,000 76,000
Feb-24 -2,50,000.00 30,000 36,000 -3,16,000
Mar-24 85,000.00 30,000 36,000 19,000
50,74,310.55 7,80,000.00 9,36,000.00 33,58,311
For important disclosures regarding Motilal Oswal Research,
visit: http://ftp.motilaloswal.com/emailer/Marketdiary/DISCL/Disclosures.pdf
