Expiry Day Option Trading Strategies - Expiry Day Algo Strategy

In this algo trading video, I have created 5 different expiry day option trading strategies which can be run one strategy per expiry day and shown the results by backtesting it for one year at AlgoTest.
These expiry day option trading strategies are created with 1 lot of option selling (call and put) in the form of short straddle but with good setup and execution to get good returns.
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