Pivot cross scale-in
Floor pivot points give every intraday trader the same map of the day: a central pivot with support and resistance levels around it. This NIFTY futures strategy trades the moment price crosses the pivot against the opening side. After an open above the pivot, a move below it sells two lots; if price then reaches S1, one more lot is added. Profits come off at S2 and S3, with the stop tightened to the pivot after the add. Longs are the mirror.How it trades
Results
PRE-BUILT · DEFAULTSWhere it made and lost money
In this test the pivot cross paid only on trend days, making ₹3,75,185 over 35 trades with a 60% win rate. When a session that opened above the pivot falls through it and keeps going, the extra lot added at S1 and the targets at S2 and S3 all work together. Quiet sessions lost ₹1,98,241 over 42 trades and choppy days ₹2,09,256 over 35, because price crossed the pivot and returned to R1 (or reversed back to the pivot after the add) without reaching the targets. Trades taken while NIFTY was below its 20-day average made ₹1,41,056; in an uptrend they lost ₹1,73,367.
About this strategy
- From the previous session's high, low and close of the near-month future, compute the pivot (PP) and the R1-R3 and S1-S3 levels. Skip the session after a futures expiry.
- If the session opens above PP and later trades below it (before 14:30), sell two lots at that tick. If it opens below PP and trades above it, buy two lots.
- If price then reaches S1 (R1 for a long) while the trade is open, add one more lot there.
- Initial stop is R1 for a short (S1 for a long). Once the extra lot is in, every lot's stop moves to PP.
- One lot takes profit at S2 (R2); the other first lot and the added lot take profit at S3 (R3).
- Anything still open is closed at 15:15. One trade a day at most.
Why traders use it
The daily pivot is a widely watched balance point, so a move through it against the opening direction suggests that the early bias has failed. Scaling in at S1 adds size only once the market has confirmed the move, and moving the stop to the pivot then protects the larger position. Taking partial profits at S2 and leaving the rest for S3 aims to bank something while still catching an extended trend day. Pivot levels are free, objective and known before the open.
The year in plain words
On NIFTY futures from 1 Oct 2025 to 30 Sep 2026 with default settings, the strategy traded on 113 days, won 37% and lost ₹41,724 before costs (profit factor 0.94). With two or three futures lots per trade, the swings were large: the best day made ₹56,758, the worst lost ₹34,190, and the maximum drawdown reached ₹1,66,505. Of the exits counted per leg, 60 were at 15:15, 36 at the initial R1/S1 stop, 10 at the pivot stop after an add and only 7 at S3/R3. January to March and July to September were profitable; October, November and April to June lost. After ₹20 per order and bid-ask slippage the loss was ₹80,203.
What the settings do
Risks
- Trading two to three futures lots means each stop at R1 or S1 can cost tens of thousands of rupees.
- Adding at S1 increases size into a move that may reverse to the pivot, which happened ten times in this test.
- The profit depends on a minority of trend days; quiet and choppy days lost money steadily.
- Drawdowns of over ₹1.6 lakh call for substantial margin and patience.
Who it suits
Experienced intraday futures traders who already use pivot levels and can carry two to three NIFTY lots with margin to spare. It fits those comfortable scaling into a winning move and accepting long losing stretches.
Questions traders ask
How do you trade pivot points intraday?
Compute the pivot and support and resistance levels from yesterday's high, low and close. Traders then buy or sell when price crosses the pivot, fade moves at R1 or S1, or trade breaks of R2 or S2. This strategy trades a cross of the pivot against the opening side and targets S2 and S3 or R2 and R3.
Is the pivot cross scale-in strategy profitable?
Not in this backtest. On NIFTY futures from 1 Oct 2025 to 30 Sep 2026 it lost ₹41,724 before costs and ₹80,203 after ₹20 per order and bid-ask slippage, with statutory charges excluded. Past results do not guarantee future ones.
What does scaling in mean?
It means adding to a position after it has started working instead of taking the full size at once. Here, one extra lot is added only if price reaches S1 (or R1 for a long), and the stop for every lot is then moved to the pivot.
Which pivot formula should be used?
The default is classic floor pivots. The setting also offers woodie, camarilla and fibonacci formulas, which place the levels at different distances. Each changes how often the add, the targets and the stops are reached, so results will differ.