9/21 EMA Crossover – Option Selling
The unfiltered baseline: trades only when the fast EMA crosses the slow EMA on a completed candle. The same signal is executed by selling the opposite-side option.
Research assessment
Readiness score: 0 / 100 · Closed trades: 2 · Win-rate 95% interval: 9.5–90.5%
When does this strategy enter?
Every condition listed below must be satisfied on a fresh, completed five-minute signal candle.
Bullish setup → Sell PE
- On the previous completed candle, EMA 9 is less than or equal to EMA 21.
- On the current completed candle, EMA 9 is greater than EMA 21.
- The crossover is evaluated once for the current signal candle.
Bearish setup → Sell CE
- On the previous completed candle, EMA 9 is greater than or equal to EMA 21.
- On the current completed candle, EMA 9 is less than EMA 21.
- The crossover is evaluated once for the current signal candle.
What the engine calculates
- EMA 9 on spot closes
- EMA 21 on spot closes
Required inputs
- Nifty 50 or Bank Nifty spot candles
- EMA 9 and EMA 21 calculated from spot closes
- Latest option-chain snapshot for the selected underlying
How positions are managed
These common paper-execution rules apply to this strategy.
15% above short premium entry; buy back when ask reaches the stop.
1.25R from initial premium risk; buyer exits on bid strength, seller buys back on ask decay.
New entries are allowed from 09:15 until 14:45 IST.
Open positions are squared off by 15:20 IST. Overnight positions are subject to a safety exit on the next worker cycle.
No fixed daily trade-count cap. One open position and one lot maximum per strategy account. Daily loss threshold remains 1.5% of initial virtual capital.
One lot maximum. If estimated one-lot risk plus charges exceeds the account risk budget, the entry is skipped.
What must pass before an entry?
- Bullish signal sells a PE; bearish signal sells a CE.
- Candidate contract is selected from the configured expiry series (Nifty weekly by default; Bank Nifty monthly by default), with preference for absolute delta near 0.45 when Greeks are available.
- Option quote must be no older than 120 seconds.
- Bid/ask spread must be at most 5.0%; best bid and ask displayed quantities must each cover one lot.
- Simulated entry sells at bid less slippage and exits by buying at ask plus slippage.
- Estimated brokerage, exchange charges, STT, stamp duty, SEBI charges and GST are deducted.
- A conservative one-lot margin reserve plus buffer must fit the separately configured simulated margin capacity per SELL account; this is separate from virtual P&L capital.
Important details
Recent trades and decisions
| Opened | Strategy | Underlying | Contract | Qty | Entry | Exit | Net P&L | Status / exit reason | Assessment |
|---|---|---|---|---|---|---|---|---|---|
| 2026-11-02 12:51:03 | 9/21 EMA Crossover – Option SellingOPTION SELLING | Nifty 50 | NIFTY 23350 CE 03 NOV 262026-11-03 · WEEKLY · 1 sessions to expiry · 65 qty | 65 | ₹60.20 | ₹48.60 | ₹697.73 | Closedtarget | Decision audit → |
| 2026-11-02 09:21:03 | 9/21 EMA Crossover – Option SellingOPTION SELLING | Nifty 50 | NIFTY 23250 PE 03 NOV 262026-11-03 · WEEKLY · 1 sessions to expiry · 65 qty | 65 | ₹95.00 | ₹95.00 | −₹61.58 | Closedstop loss | Decision audit → |
Recent strategy events
No fresh 9/21 EMA crossover.
No fresh 9/21 EMA crossover.
No fresh 9/21 EMA crossover.
No fresh 9/21 EMA crossover.
No fresh 9/21 EMA crossover.
No fresh 9/21 EMA crossover.
No fresh 9/21 EMA crossover.
No fresh 9/21 EMA crossover.
No fresh 9/21 EMA crossover.
No fresh 9/21 EMA crossover.