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Expiry day cost us ₹19,800 — and the stop-loss did exactly its job

27 August 2026 · AlgoRishi
04071217202527 Month-to-date cumulative P&L (signals book, 900 qty virtual) −₹53,000
Tracked on real market prices · virtual capital · past performance is not indicative of future results.

Thursday is expiry day on the SENSEX. It is the day most retail option buyers make their worst decisions, because premiums move fast and every red candle feels like a chance to get the week back.

Today the machine took exactly one trade. It lost. Here are the numbers before anything else.

1trade taken
−₹19,800day P&L
22.00points of stop, exact
10 mintime in the trade

What happened, minute by minute

At 12:56 PM the machine bought the 77300 call at ₹183.20. Nine hundred quantity. By 1:06 PM the premium was ₹161.20 and the stop-loss took it out. Twenty-two points, ten minutes, done.

TimeSideStrikeEntryExitQtyResultP&L
12:56 → 13:06Call buy77300 CE₹183.20₹161.20900Stop-loss hit−₹19,800

There was no scale-out, because a scale-out needs the trade to first go your way. It never did. The level broke, the machine entered on the confirmation, and the price came straight back through the level. That is a failed break. It happens.

Entry ₹183.20 · 12:56 Stop ₹161.20 · 13:06 The gap between the two dashed lines is 22.00 points — decided before the trade, not during it. 900 qty × 22.00 points = ₹19,800 77300 CE premium, 12:56 PM to 1:06 PM
One failed break, one stop, ten minutes.

The part we actually care about

The loss is not the interesting number. The interesting number is 22.00. Not 23, not 31, not "I'll give it a little more room because expiry day is volatile." Exactly the distance the machine agreed to risk before it clicked buy.

A stop-loss is not a prediction. It is a pre-paid receipt. You decide the price of being wrong before you find out whether you are wrong.

Think of a batsman who has decided in the dressing room that he will leave every wide ball outside off stump. When that ball comes in the 14th over and the field is spread and he is itching to score, the decision has already been made. He is not deciding under pressure. That is the entire value of it.

Most retail F&O accounts do not die from one bad trade. They die from one bad trade that was allowed to become three bad trades because the stop was moved. SEBI's own studies put the share of losing individual F&O traders in the low nineties percent. Very few of those losses come from an idea being wrong. Most come from a wrong idea being held.

Also: the timestamp matters

12:56 PM. Afternoon. We are being blunt about this because the month's data is blunt about it — the afternoon session has been where the damage clusters for us in August, not the morning. Today's single trade was an afternoon entry on expiry day, which is the exact intersection where premiums decay fastest and a level break has the least time to prove itself.

Expiry-day option premiums lose time value by the minute. A trade that would have had two hours to work on a Monday may only have twenty minutes to work on a Thursday. Same setup, different clock.

Where the month stands

Eighteen sessions of August are done. Eight were green, ten were red. Gross gains add to about ₹1,97,670. Gross losses add to about ₹2,50,670. Net for the month so far: −₹53,000.

We are publishing that in the same font size as the good days. On 17 August the book showed +₹59,934. On 25 August it showed −₹53,229. Both are real, both are ours, and quoting only the first one would make this blog worthless.

When you evaluate any strategy — ours, yours, or one being sold to you on a Telegram channel — ask for the worst month, not the best week. The best week tells you what is possible. The worst month tells you what you must survive.

What does not change tomorrow

Nothing. The method is the same tomorrow as it was this morning: map the support and resistance levels, wait for a confirmed break, enter with a fixed stop already defined, scale out a portion when the trade pays, and trail a floor behind the rest. A losing Thursday does not earn the machine permission to widen its stop or take a fifth trade to make it back.

The one trade today was taken because it met the rules. It was closed because it hit the rule. That is the whole system working — the outcome was just bad. Those two things are allowed to be true at the same time, and learning to hold both is most of what separates a trader from a gambler.

Tomorrow is Friday. Fresh levels, same rules, same 22 points of pre-paid risk.

Disclosure: AlgoRishi publishes signal tracking on real market prices using virtual capital, for information and education only. Nothing here is investment advice or a recommendation to trade. Futures & options trading involves substantial risk of loss. Past performance is not indicative of future results. AlgoRishi is not a SEBI-registered investment adviser or research analyst.