Trade 1−₹15,825
SideInstrumentQty × entryExitBuyBANKNIFTY26OCTFUT150 × 52299.0052193.50
opened 11 Oct → 12:52 · Exit signal · SL 4%
Trend Rider BANKNIFTY Futures
Breakout trend-following on BANKNIFTY futures with volatility-scaled position sizing and ATR trailing stops.
- 1Y return
- +14.2%
- CAGR
- +17.0%
- Max drawdown
- -27.5%
- Sharpe
- 0.44
- Win rate
- 41.0%
- Subscribers
- 8515 slots left
Overview
Backtested Oct 23 – Sep 26 on the maximum allocation of ₹7,50,000, against the NIFTY 50.
1M+13.18%
3M-3.07%
6M+28.26%
1Y+14.17%
Max+60.22%
- Trend Rider BANKNIFTY Futures
- NIFTY 50 (benchmark)
Characteristics
- Market
- India
- Brokers
- Angel One or Zerodha
- Trading hours
- 09:15–15:30 IST, Monday to Friday
- Operates on
- NSE
- Built on
- BANKNIFTY Futures
- Segment
- F&O
- Strategy
- Trend Following
- Holding period
- Swing (3–10 days)
- Favourable in
- Strongly trending markets
- Provider
- Ridgeline Systems
- Logic
- White box
Performance
Returns on the maximum allocation, by period and by month.
Returns by period
| Period | Profit | Return |
|---|---|---|
| 1 month | ₹98,850 | +13.18% |
| 3 months | -₹22,992 | -3.07% |
| 6 months | ₹2,11,943 | +28.26% |
| 1 year | ₹1,06,240 | +14.17% |
| 3 years | ₹4,51,621 | +60.22% |
| All time | ₹4,51,621 | +60.22% |
Return profile
- Cumulative return
- +60.22%
- CAGR
- +17.01%
- Avg. up month
- +9.11%
- Avg. down month
- -8.40%
Monthly returns
Monthly returns distribution
- -19.46% to -8.95%6 months
- -7.84% to -5.92%6 months
- -5.29% to 2.77%6 months
- 4.35% to 6.33%6 months
- 6.34% to 13.18%6 months
- 13.84% to 19.3%6 months
Drawdowns
How deep and how long the strategy fell from its peaks, and how fast it recovered.
Max drawdown-27.48%Aug 24
Avg. drawdown-13.19%across all months under water
Longest drawdown390 daysMar 24 – Apr 25
Underwater plot
Worst 5 drawdowns
| # | Depth | Peak | Trough | Recovered | Length | Recovery |
|---|---|---|---|---|---|---|
| 1 | -27.48% | Mar 24 | Aug 24 | Apr 25 | 390 days | 240 days |
| 2 | -22.62% | Oct 25 | Apr 26 | Jun 26 | 240 days | 60 days |
| 3 | -19.46% | Jun 26 | Jul 26 | Ongoing | 90 days | – |
| 4 | -12.59% | Nov 23 | Dec 23 | Feb 24 | 90 days | 60 days |
| 5 | -7.19% | Apr 25 | Aug 25 | Oct 25 | 180 days | 60 days |
Trade metrics
Trading behaviour, risk, consistency and efficiency in one place.
Trades
- Frequency
- 0.8 trades/week
- Success ratio
- 41.00%
- Avg. profit per trade
- +9.60%
- Avg. loss per trade
- -3.90%
- Risk : reward
- 2.46
- Stop-loss per trade
- 4.00%
Risk
- Risk level
- Very High
- Avg. drawdown
- -13.19%
- Max drawdown
- -27.48%
- Avg. time to recovery
- 105 days
- Max time to recovery
- 240 days
- Annualised volatility
- 34.97%
Consistency
- Win days
- 49.10%
- Win months
- 58.33%
- Win quarters
- 50.00%
- Max consecutive wins
- 5 trades
- Max consecutive losses
- 8 trades
- Max consecutive winning months
- 3
Efficiency
- Sharpe
- 0.44
- Sortino
- 0.68
- Calmar
- 0.62
- Alpha
- -0.09
- Beta to NIFTY 50
- 1.25
Past trades
Daily profit and loss for any month since Oct 23. Pick a month, then a day to see its trades.
₹1,62,625 (+21.68%)
Month to date (16 Oct 2026) on the maximum allocation of ₹7,50,000. Select a day to see its trades.
Mon
Tue
Wed
Thu
Fri
1
5
6
7
8
9
12
14
16
19
20
21
22
23
26
27
28
29
30
- Trading days
- 3
- Winning days
- 2
- Best day
- +₹1,03,200
- Worst day
- −₹15,825
Trades on
−₹15,825Thu 15 Oct 2026
About Trend Rider BANKNIFTY Futures
Trend Rider BANKNIFTY Futures enters on confirmed breakouts of 20-day highs or lows and rides the move with an ATR-based trailing stop. Position size is scaled inversely to volatility, so exposure falls automatically when the market gets rough. The strategy is long and short.
How it works
- Signals on a daily close beyond the 20-day channel with rising ADX.
- Sizes positions so that one ATR equals 1% of allocation.
- Trails a 2.5 ATR stop; never adds to losing positions.
- Flattens ahead of monthly expiry and rolls to the next contract.
White-box strategy: the provider discloses the rules above so you can judge the logic as well as the track record.
Risk notes
Low win rate with large winners. Expect long strings of small losses in sideways markets and deep drawdowns relative to steadier strategies.
Combine with other algos
Correlation of monthly returns between Trend Rider BANKNIFTY Futures and other algos. Low or negative correlation means they tend not to draw down at the same time, which steadies a portfolio.
| Algo | Correlation | 1Y | Max DD | Combined max DD (50/50) | Action |
|---|---|---|---|---|---|
| Convex Credit Spread Overnight | 0.19 | +27.4% | -43.1% | -17.0% | Combine |
| Delta-Rotation Credit Spread Expiry | 0.12 | +27.0% | -14.3% | -14.9% | Combine |
| Momentum Pulse Equity | 0.60 | +13.1% | -16.7% | -20.8% | Combine |
| Mean Reversion NIFTY Intraday | -0.03 | +50.9% | -7.8% | -10.4% | Combine |
| Calm Harbour Iron Condor Weekly | 0.22 | +9.1% | -4.4% | -12.6% | Combine |
| Dividend Rotator Equity | 0.28 | +2.5% | -11.3% | -18.0% | Combine |
| Volatility Harvest Straddle | 0.12 | +51.5% | -17.3% | -13.4% | Combine |
| Gold Carry MCX | 0.41 | +23.3% | -7.9% | -17.5% | Combine |
| US Large-Cap Momentum | 0.02 | +19.7% | -11.3% | -14.9% | Combine |
| QQQ Trend Switch | 0.00 | +13.5% | -8.4% | -13.9% | Combine |
| SPX Weekly Put Spread | -0.20 | +22.2% | -8.8% | -11.5% | Combine |
| Bitcoin Trend 4H | -0.05 | +54.9% | -26.4% | -13.9% | Combine |
| ETH–BTC Rotation | -0.11 | +51.5% | -27.8% | -14.0% | Combine |
Frequently asked questions
Can it go short?
Yes. The algo trades breakouts in both directions.
How do I subscribe to Trend Rider BANKNIFTY Futures?
Choose a plan on the pricing page, link your broker account, set your allocation (minimum ₹2,50,000) and the algo starts placing orders from the next session. You pay ₹1,999 per month plus 25% of net monthly profit above the high-water mark.
Explore similar algos
QQQ Trend Switch
Holds QQQ while the Nasdaq-100 trend is up and switches to TLT Treasuries or cash when it turns down.
- Min capital
- ₹1,50,000
- 1Y return
- +13.5%
- Risk
- Moderate
Bitcoin Trend 4H
Buys Bitcoin spot on 4-hour breakouts above a volatility channel and exits on a trailing stop, holding cash (USDT) otherwise.
- Min capital
- ₹50,000
- 1Y return
- +54.9%
- Risk
- Very High
Convex Credit Spread Overnight
Sells NIFTY put or call spreads when option-surface curvature signals a convexity reversal, holding positions overnight to capture theta and skew normalisation.
- Min capital
- ₹1,00,000
- 1Y return
- +27.4%
- Risk
- Very High
Delta-Rotation Credit Spread Expiry
Rotates short credit spreads across deltas on NIFTY expiry day, squaring off before close to avoid overnight exposure.
- Min capital
- ₹1,00,000
- 1Y return
- +27.0%
- Risk
- High
Important disclosure. Past performance, including back-tested returns, does not guarantee future results. Algorithmic trading strategies are exposed to market risk and can undergo periods of drawdown. Returns are subject to slippage, which depends on market conditions, the traded instrument and its liquidity. In accordance with exchange regulations, algorithmic strategies place LIMIT orders only, so execution is not guaranteed. Trades on the same instrument across multiple algos or manual orders may conflict. Performance figures and risk disclosures of listed algos are independently verified before listing. This demo uses simulated data.