I trade Nifty-50 index options intraday, lean heavily on price action, EMA levels, IV and the Greeks, and have logged more than four years refining a rules-based approach that already gives me clear entries and exits. Where I want fresh eyes is on the risk side. At the moment every position is protected only with fixed stop-loss orders; I want to know whether the same edge can be kept—or improved—while lowering drawdowns and sharpening my capital deployment. Here is what I need from you: • Review the core of my strategy (I will share the exact rules, data sources and recent trade logs). • Propose and test alternative risk management frameworks—dynamic stops, volatility-adjusted position sizing, tiered exits or anything else you feel would add stability. • Back-test those ideas on historical Nifty-50 options data and run forward simulations so I can see impact on win rate, expectancy and max adverse excursion. • Deliver a concise report plus the working spreadsheets or Python/R scripts you used, so I can replicate or tweak the calculations later. If you have experience with options analytics libraries (e.g., Python’s backtrader, zipline or R’s quantstrat) and a solid grasp of Greeks behaviour intraday, you’ll feel right at home. Precision matters more than glossy presentation: clear metrics, reproducible code and a summary I can execute tomorrow. Drop me a message outlining the tools you plan to use and a brief sketch of your optimisation roadmap, and we can get started.