Learn to build an options strategy. Leave with the code that ran it.

No coding needed. Direct AI like Claude and ChatGPT to write the code, with Excel for the foundations.
  • 41 lessons. One complete weekly Nifty options strategy, built from real data.
  • 176-week backtest. 4.2% to 13.1% of capital a month. Every variant shown with its drawdown.
  • All the code is yours. Python, notebooks and Excel workbooks. Run it, check it, keep it.
+100%+200%+300%+400%+500%202420252026start
Drawdown from peak, Steady

The full-capital version, and the calmest ride in the table. Three of every four weeks closed in profit, and it never fell more than 12.8% from a peak.

Net, 176 weeks
₹11,83,502
Winning weeks
75.0%
Worst week
−₹36,535
Sharpe
3.62

Backtested on a closed historical dataset, 19 January 2023 to 26 May 2026, one lot, after costs of ₹160 per leg each week (₹80 to open, ₹80 to close), set above what a real broker charges. Performance is measured as net profit divided by the margin each variant ties up. These are teaching examples from the course, not recommendations to trade, and past results do not predict future ones.

  • 5 Jun 25+₹10,428
  • 12 Jun 25+₹8,520
  • 19 Jun 25+₹10,620
  • 26 Jun 25−₹17,743
  • 3 Jul 25+₹17,416
  • 10 Jul 25+₹7,146
  • 17 Jul 25+₹14,403
  • 24 Jul 25+₹5,206
  • 31 Jul 25+₹3,941
  • 7 Aug 25+₹5,917
  • 14 Aug 25+₹4,737
  • 21 Aug 25−₹5,048
  • 28 Aug 25−₹10,418
  • 2 Sep 25−₹1,489
  • 9 Sep 25+₹2,725
  • 16 Sep 25+₹3,122
  • 23 Sep 25+₹3,011
  • 30 Sep 25−₹8,848
  • 7 Oct 25−₹8,838
  • 14 Oct 25+₹2,534
  • 20 Oct 25−₹33,134
  • 28 Oct 25+₹11,127
  • 4 Nov 25+₹25,768
  • 11 Nov 25+₹3,464
  • 18 Nov 25+₹6,489
  • 25 Nov 25+₹6,203
  • 2 Dec 25+₹1,553
  • 9 Dec 25+₹16,932
  • 16 Dec 25+₹4,916
  • 23 Dec 25−₹15,035
  • 30 Dec 25+₹2,166
  • 6 Jan 26−₹6,936
  • 13 Jan 26+₹20,354
  • 20 Jan 26−₹5,868
  • 27 Jan 26+₹7,207
  • 3 Feb 26−₹14,577
  • 10 Feb 26+₹9,355
  • 17 Feb 26+₹3,837
  • 24 Feb 26+₹3,310
  • 2 Mar 26+₹25,466
  • 10 Mar 26+₹1,673
  • 17 Mar 26+₹28,365
  • 24 Mar 26+₹28,245
  • 30 Mar 26−₹12,816
  • 7 Apr 26−₹852
  • 13 Apr 26+₹11,465
  • 21 Apr 26−₹13,797
  • 28 Apr 26−₹583
  • 5 May 26+₹9,558
  • 12 May 26+₹26,409
  • 19 May 26+₹14,019
  • 26 May 26+₹26,146

What early reviewers said.

All four ran the course code on their own machines before writing this.

“Honestly, I doubted the numbers at first. Then I ran the code myself and got the same results. That is what gave me confidence.”
Vikram
“This course teaches things nobody else is teaching. I have watched a lot of options content on YouTube, and very little of it covers any of this.”
Gopal
“What I liked most is that nothing is hidden. The ideas that failed are shown in the same detail as the ones that worked, so you learn how to judge a strategy, not just copy one.”
Shashi
“Every lesson works on real market data and goes step by step. It made me understand why a strategy works, instead of just being told that it does.”
Rakesh

Never written a line of code? You can still build all of this.

Building a strategy is about thinking clearly, not typing fast. The course gives you three ways to do the work, and you can mix them.

Direct an AI
Describe your rule in plain English and let Claude or ChatGPT write the Python. You learn how to brief it, how to run what it gives you, and how to catch it when it is wrong.
Work in Excel
The foundations are rebuilt with formulas, pivot tables and charts: loading a day of data, finding ATM, turning a rule into trades, adding costs. Nine workbooks, ready to open. The later lessons test strategies across years of data, which needs code: that is where the AI path takes over.
Write the Python
If you do code, the full source is yours: the engine, the experiments and a notebook for every lesson.
Buy when the price closes above its 20-period average. Exit when it closes back below. Test it on every day in my data, subtract ₹160 per round trip for costs, and show me the worst drawdown.

AI assistant

df["avg"] = df["close"].rolling(20).mean()
df["long"] = df["close"] > df["avg"]

trades = to_trades(df["long"])
trades["net"] = trades["pnl"] - 2 * 80

equity = trades["net"].cumsum()
drawdown = (equity - equity.cummax()).min()

AI writes code in seconds. It writes bugs just as fast. The course's eight-question checklist is how you tell the difference, and that part is on you.

A course that hands you all of its code, so you can test every claim yourself.

The course

41 video lessons across seven sections, from what a call is to a stress-tested weekly strategy. The foundations are taught twice, once in Python and once in Excel; the later lessons are in Python, which you can write yourself or have AI write for you.

The code

136 Python files, 17 notebooks and 9 workbooks. The backtest engine, the charting tool, the audit tool and every experiment script, including the ones whose results we did not like.

The judgment

Eight questions that every result in the course has to survive. By the end you can tell a real edge from a lucky curve, in your own work and in anyone else's.

Eleven variants. No winner picked for you.

The final lesson prints one table. Same signal, same 176 weeks, same costs. What changes between the rows is how much risk each one carries and how much capital it ties up. The course explains exactly how each is built.

Read the monthly performance, the capital and the drawdown together. 13.1% a month looks like the answer until you see it once fell 53% from its peak. 6.6% at a 12.8% drawdown is a different life. The course teaches you how to choose. It does not choose for you.

All eleven strategy variants from the final lesson
VariantCapitalPer monthDrawdownWorst week
Foundation I₹4.4L4.17%-13.5%−₹42,876
Foundation II₹4.4L4.31%-12.8%−₹36,535
Steady I₹4.4L6.05%-12.8%−₹36,535
Steady II₹4.4L6.56%-12.8%−₹36,535
Steady III₹4.4L6.96%-21.6%−₹60,119
Steady IV₹4.4L6.68%-21.6%−₹60,119
Shield I₹3.0L8.77%-20.7%−₹33,178
Shield II₹3.2L8.24%-18.1%−₹31,303
Shield III₹3.5L7.52%-14.3%−₹30,117
Shield IV₹3.8L6.91%-15.3%−₹29,450
Sprint₹2.2L13.15%-53.0%−₹60,119

Questions every trader argues about. The course tests them.

Every question traders debate gets the same treatment: write the test, run it across 176 weeks, read the result. You get the code for each one. Three examples.

Does a stop-loss actually work?

Fixed stops, trailing stops, stops on depth instead of money, exits on the signal itself, and a couple you may not have thought of. Every one is run across the same 176 weeks, and the course shows exactly what it did to the return and the drawdown, down to the worst week, candle by candle.

The ideaLessonWhat it did
A fixed rupee stop on the week, at five levels7.2 In the course
A trailing stop that locks in profit after a set gain4.8 In the course
A staged trailing stop that tightens as profit builds4.8 In the course
A stop on how far the position has moved, not on money7.2 In the course
An exit when the reason for the trade disappears7.2 In the course
Skipping weeks that open with a big gap7.2 In the course
How much of the risk happens when no stop can act7.2 In the course

Does the best backtest setting stay the best?

13th of 16

That is where the top-scoring setting from the first half of the data ranked in the second half. You learn to split your data, spot overfitting, and choose settings you can defend.

Does doing more beat doing less?

60% to 72%

Winning weeks, after we made the strategy intervene less. The busier version felt obviously right. The test said otherwise.

What this course is, in under three minutes.

Seven sections, each one standing on the last.

  1. 1IntroductionWhat this course is, what SEBI's rules mean for it, and what it will not promise you.4 lessons
    • 1.1Welcome
    • 1.2SEBI compliance and disclaimer
    • 1.3What to expect
    • 1.4Prerequisites and setup
    • 1.5Bonus: reference code for live market data
  2. 2Data and the mental modelCalls, puts, theta and open interest told as one story, then the real tables you will work with.3 lessons
    • 2.1The basics
    • 2.2Why most retail strategies fail
    • 2.3The data layer
  3. 3Working with dataLoad a real trading day, compute ATM, and chart it with a tool you build yourself. Python and Excel.2 lessons
    • 3.1Loading and seeing your data
    • 3.2Reading the market visually
  4. 4Building your first strategyA plain-English rule becomes a loop, then vectorised code, then a run across every day in the data.9 lessons
    • 4.1ATM, every candle
    • 4.2Choosing the option and the rule
    • 4.3Building it the honest way
    • 4.4Why this won't scale
    • 4.5Running it across every day
    • 4.6The short side
    • 4.7Net and costs
    • 4.8Stop loss, and a suspiciously smooth curve
    • 4.9Why that curve is lying to you
  5. 5The honesty checklistEight questions that separate an edge from luck, and a tool that audits any trade log in a second.10 lessons
    • 5.1Forward-looking bias
    • 5.2Are the costs really in there
    • 5.3Does the edge survive slippage
    • 5.4Would you actually invest in this curve
    • 5.5Is a handful of trades carrying the whole edge
    • 5.6Is the profit spread out, or stuck in one corner
    • 5.7Did you test it, or fit it
    • 5.8Is that even enough trades to believe
    • 5.9The checklist tool
    • 5.10Addendum: return per unit of wobble
  6. 6Open interestWhat open interest tells you and what it does not. One popular belief fails its test. Another idea becomes a weekly strategy.8 lessons
    • 6.1What is OI
    • 6.2Reading the crowd, and whether it matters
    • 6.3Why sell, and why not buy
    • 6.4Does support and resistance hold true
    • 6.5What we want to build
    • 6.6Building the strategy
    • 6.7Run it yourself
    • 6.8Good and bad of the strategy
  7. 7Making it better, honestlyEvery obvious improvement gets tested. Most fail. What survives becomes the eleven variants above.5 lessons
    • 7.1Decide once, and where to draw the line
    • 7.2Why you can't just stop out
    • 7.3Changing the shape of the risk
    • 7.4Letting AI write the code
    • 7.5The variants, and what you actually run

You download everything we ran.

Each lesson ships its own folder. Run the verify script first and it confirms your copy reproduces our numbers to the rupee. Then change a setting and see what happens.

  • The backtest engine behind every figure on this page
  • A charting tool you build yourself in Section 3
  • The checklist tool: point it at any trade log, get an audit report
  • Nine Excel workbooks for the foundation lessons
  • 176 weeks of five-minute Nifty options data, hosted for download
section-7/
├─ engine.py                   the backtest engine, 372 lines
├─ rules.py                    every rule variant, side by side
├─ config.py                   one place for every setting
├─ 00_verify_engine.py         proves your copy matches ours
├─ 03_parameter_grid.py
├─ 04_out_of_sample.py
├─ 01_stop_loss_sweep.py
├─ 03_worst_week_anatomy.py
├─ 01_protection_test.py
├─ 05_size_to_capital.py
├─ 01_regime_investigation.py
├─ 01_variants_table.py        prints the table on this page
└─ lesson.ipynb                one notebook per lesson

Who should buy this, and who should not.

  • You sell or want to sell Nifty options with real capital, and want a rule you can test instead of a view you have to trust.
  • You work in tech and would rather read the code than take someone's word for the result.
  • You code, or you don't. The foundations have an Excel version; for the rest, write the Python yourself or direct AI to write it.
  • You want to see what failed as clearly as what worked.
  • You want someone to tell you what to buy or sell on Monday. We never do that, and the law would not let us.
  • You want a guaranteed result. A backtest is a record of the past, not a promise.
  • You want the final strategy without the reasoning that tells you when to stop trusting it.

₹45,000Regular price ₹99,000

Reserve a seat by 31 October 2026 and you pay ₹45,000 whenever your batch opens. After that, ₹99,000.

Launch price ends in

28
days
15
hrs
50
min

One payment. Six months of access to all 41 lessons. The code and workbooks are yours to keep.

Next batch opens on 12 October 2026

Questions first? Ask us on WhatsApp

Reserve your seat now. Pay ₹45,000, not ₹99,000.

Next batch opens on 12 October 2026, and a new batch opens every Monday after that, in the order people reserved. Reserve yours before the launch price ends and ₹45,000 is yours whenever your batch opens, even if that is after the price goes up.

  1. 1Reserve with your name, email and mobile number. One minute, nothing to pay today.
  2. 2You get your place in the queue immediately, and your launch price is locked from that moment.
  3. 3When your batch opens you get an email and a WhatsApp message with a link valid for one week. Pay by UPI, and you are in the same day.

Reserving costs nothing and does not commit you to anything. We use your email and mobile number only to tell you when your batch opens. We cannot verify the mobile number, so please check it: that is where the WhatsApp message goes.

Said plainly

We are not SEBI-registered as an investment adviser or research analyst. Nothing in this course is a recommendation to buy, sell or hold any security, and no order placement or execution is taught. Only historical data, three or more months old, is used or shown. Every strategy is a teaching example built to show a method, and no outcome is implied or guaranteed.

Is this performance what I will get?

No. These are backtest results on a closed historical dataset, January 2023 to May 2026, after costs of ₹160 per leg each week, which is more than a real broker charges. They show what a fixed rule would have done, including a worst week and a worst drawdown for every variant. Nothing here is a forecast or a promise, and the course says so as often as this page does.

Do I really get the code?

Yes. Every lesson with code ships its scripts and a notebook, 136 Python files in all, plus 9 Excel workbooks. Section 7 includes the engine that produced every number on this page and a verify script, so you can confirm your copy reproduces our table before you change anything.

Is this investment advice or a signal service?

No. We are not SEBI-registered as an investment adviser or research analyst. Nothing in the course is a recommendation to buy, sell or hold anything, and no order placement is taught. It is a course on building and testing strategies.

I'm fairly new to options. Is this too advanced?

The course starts from what a call and a put are, told as one continuous story before any code appears. If you have placed an options trade and were not fully sure why it won or lost, you are who it was built for.

I can't code. Can I still do this?

Yes. The foundations are shown in Python and again in Excel, with formulas, pivots and charts. The later lessons test strategies across years of data, which a spreadsheet cannot do, so they are in Python: the course teaches you to direct AI tools like Claude and ChatGPT to write that code for you, and how to check what they produce. If you already code, the Python track goes further on automation and large datasets.

What data does the course use?

Five-minute Nifty spot, futures and options prices with open interest, January 2023 to May 2026. In line with SEBI's guidance for educators, only data at least three months old is used or shown. There are no live feeds anywhere in the course.

How long do I have access?

Six months from the day you enrol, for a single payment. There is no subscription. The code and workbooks you download are yours to keep.

What if I get stuck?

Message us on WhatsApp. You will be talking to a person.

StrikeATM

A ground-up, honest, data-driven path to building options strategies in Python. Educational content only — not investment advice, not a signal service, not SEBI-registered research. No live data is used or taught anywhere in this course.

Contact

© 2026 StrikeATM. All rights reserved.StrikeATM, Evolve Work Studio, Yelenahalli, 4th Floor, The Hub, @Raj Serenity, Bangalore - 560068
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