A etf picking algo built with the foundational NIFTY etf.
Min. Amount: ₹10,000
Results:
IIIIIIIIIII%
Medium Risk Algos
Balanced algos with risk-reward in check
Holonomy's Short Strangles
by Stratzy
NiftySellingNon-directional
This Morning Short Strangle algo strategically sells both call and put options on the index in the morning, aiming to capitalize on premium decay or range-bound market conditions.
Min. Amount: ₹3,00,000
Results:
IIIIIIIIIII%
Intraday Short Strangle
by Stratzy
NiftySellingNon-directional
Daily strangle algo.
Min. Amount: ₹2,50,000
Results:
IIIIIIIIIII%
Lattice Short Straddles
by Stratzy
NiftySellingNon-directional
A short straddle is an options strategy that involves selling both a call and a put option with the same strike price and expiration date.
Min. Amount: ₹3,00,000
Results:
IIIIIIIIIII%
High Volatility Stocks
by Stratzy
EquitySwing
Filters out highly volatile stocks that can go up on a weekly timeframe
Min. Amount: ₹10,000
Results:
IIIIIIIIIII%
Diversified Stocks
by Stratzy
EquitySwing
Creates a stock basket of un-correlated stocks that can go up on a weekly timeframe.
Min. Amount: ₹10,000
Results:
IIIIIIIIIII%
Industry Champs Automated
by Stratzy
EquityLong-Term
A stock-picking algo that targets industry monopolies—leaders with durable moats, strong goodwill, and high liquidity—regularly rebalancing to keep only the most dominant, future-proof market winners in the portfolio.
This Morning Short Strangle algo strategically sells both call and put options on the index in the morning, aiming to capitalize on premium decay or range-bound market conditions.
Min. Amount: ₹3,00,000
Results:
IIIIIIIIIII%
Intraday Short Strangle
by Stratzy
NiftySellingNon-directional
Daily strangle algo.
Min. Amount: ₹2,50,000
Results:
IIIIIIIIIII%
Lattice Short Straddles
by Stratzy
NiftySellingNon-directional
A short straddle is an options strategy that involves selling both a call and a put option with the same strike price and expiration date.
Min. Amount: ₹3,00,000
Results:
IIIIIIIIIII%
High Volatility Stocks
by Stratzy
EquitySwing
Filters out highly volatile stocks that can go up on a weekly timeframe
Min. Amount: ₹10,000
Results:
IIIIIIIIIII%
Diversified Stocks
by Stratzy
EquitySwing
Creates a stock basket of un-correlated stocks that can go up on a weekly timeframe.
Min. Amount: ₹10,000
Results:
IIIIIIIIIII%
Industry Champs Automated
by Stratzy
EquityLong-Term
A stock-picking algo that targets industry monopolies—leaders with durable moats, strong goodwill, and high liquidity—regularly rebalancing to keep only the most dominant, future-proof market winners in the portfolio.
A naked-options “Skew Hunter” algo that hunts extreme IV and volume-OI skew across strikes—entering directional options only when both volatility and flow signals align, with strict intraday risk controls.
Min. Amount: ₹1,00,000
Results:
IIIIIIIIIII%
Fixed RR 1:3 (30% SL)
by Stratzy
NiftyBuyingDirectional
An extremely high-risk naked-options algo that trades volatility-skew “energy,” going long calls or puts only when stress-imbalances and both alpha signals align—using a strict 30% SL, 90% target, and tightly filtered intraday entries.
Min. Amount: ₹45,000
Results:
IIIIIIIIIII%
Curvature Credit Spread Overnight
by Stratzy
NiftyHedgedDirectional
A credit-spread strategy that behaves like a market fluid-dynamics engineer—reading liquidity flow, viscosity, and curvature across strikes, and profiting when these flow patterns rebalance.
Min. Amount: ₹1,20,000
Results:
IIIIIIIIIII%
Index Sniper
by Stratzy
NiftyBuyingDirectional
Un-hedged options buying (high-risk) algo with low-accuracy but good risk-reward.
Min. Amount: ₹1,00,000
Results:
IIIIIIIIIII%
Zen Credit Spread Overnight
by Stratzy
NiftyHedgedDirectional
An options trading algo that uses volatility and volume-based mean-reversion signals to create credit spreads. It sells ATM options and hedges with OTM/ITM strikes, operating between 10:15 AM–2:15 PM with strict risk management.
Min. Amount: ₹1,20,000
Results:
IIIIIIIIIII%
IV-Imbalance Credit Spread Overnight
by Stratzy
NiftyHedgedDirectional
When there is substantial IV-imbalance, this algorithm identifies and executes optimal credit spread trades with precision.