Bank Nifty Futures Five Rounds

BANKNIFTY1!

STRATEGY OVERVIEW — BIG PICTURE

This is a mean-reversion, intraday, round-number rejection strategy designed for Bank Nifty Futures
on the 1-minute chart. It fades failed moves around major round numbers instead of chasing
momentum.
WHAT THIS STRATEGY IS NOT
• Not a breakout strategy
• Not a trend-following strategy
• Not a scalping strategy
CORE ASSUMPTION
Around 500-point round numbers, Bank Nifty often overshoots by ~50 points and then reverts. This
strategy fades that failed extension.

KEY LEVELS
Every bar identifies the current 500-point block.
Example: Price 59,732 → Block 59,500–60,000
Levels used:
• Exact 500 round (59,500)
• Round +50 (59,550) rejection zone
• Round −50 (59,450) rejection zone

TIME FILTER
Trades allowed only between 09:30 IST and 15:10 IST.

MARKET CONDITION FILTER
Distance from 50 EMA must be reasonable (~300 points max).
Trending markets are avoided.

ENTRY LOGIC
SHORT: Price touches +50 and closes below it (rejection).
LONG: Price touches −50 and closes above it (reclaim).

RISK MANAGEMENT
Hard stop loss from entry:
• Long: −80 points
• Short: +80 points

PROFIT MANAGEMENT
• 50% booked at +60 points
• Remaining 50% targets +160 points
• Break-even activates only after +90 points in favor

SESSION EXIT
All positions closed at 15:10 IST.

EXPECTANCY
Avg loss ≈ −80
Avg win ≈ +110 to +130
Win rate ≈ 45–52%

WHEN THIS STRATEGY FAILS
• Strong trend days
• News-driven sessions
• Very low volatility days

This is a survival-first intraday system designed for consistency, not prediction.