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Backtest Snapshot

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Backtested Gross Gains (₹)

Backtested Returns Snapshot

PeriodReturns
1 month
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3 months
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6 months
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1 year
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All time
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Backtest Best & Worst Holding Periods
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This graph compares the Algo's best and worst performance over time, showing how returns can vary depending on when you start using the Algo.

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Performance Summary

Hover to see parameter details.

Click to see parameter details.

Drawdown Icon

Avg Drawdown

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Indicates the average decline the strategy experiences in downturns, revealing how deep its typical losses go.

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Risk Reward Icon

Risk : Reward

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Indicates how much the Algo typically earns for every rupee it risks. E.g., 1:3 means it targets ₹3 in reward for every ₹1 of risk.

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Win Rate Icon

Avg Trade

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Indicates how often the Algo trades on average.

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high Risk

Risk

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Indicates the expected volatility of the Algo and is classified into levels like Low, Medium, and High.

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Max Drawdown

Max Drawdown

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Indicates the largest decline the Algo has faced so far, reflecting its most severe historical downturn.

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Success Ratio

Success Ratio

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Indicates the percentage of trades that end in profit. E.g., 70% means 7 out of 10 trades are winners.

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Avg Profit

Avg Profit in Trade

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Indicates the average gain the Algo earns on its winning trades.

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Avg Loss

Avg Loss in Trade

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Indicates the average loss the Algo incurs on its losing trades.

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Avg Time to Recovery

Avg Time to Recovery

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Indicates the average number of days the Algo took to bounce back after experiencing its average drawdown.

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Max Time to Recovery

Max Time to Recovery

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Indicates the number of days the Algo took in the past to recover from its worst drawdown to date.

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Sharpe Ratio

Sharpe Ratio

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Indicates how well an Algo balances risk and return, showing how effectively it manages volatility.

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*Metrics/Analytics basis past data. Historical data does not guarantee future results.

Combine other Algos and compare portfolio stability.

Combine other Algos and compare portfolio stability.

Algo Score
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Algo Score - It's a single number that summarizes an Algo's overall performance by combining returns, risk, volatility, drawdowns, and consistency. A higher score indicates stronger, more stable, and better risk-adjusted performance.

Correlation
Algo Score
info

Algo Score - It's a single number that summarizes an Algo's overall performance by combining returns, risk, volatility, drawdowns, and consistency. A higher score indicates stronger, more stable, and better risk-adjusted performance.

 Correlation
Alpha Industries Automated
-- 1.00
Curvature Credit Spread Overnight
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Damper Credit Spread
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Carry Forward Strangle
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Zen Credit Spread Overnight
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Holonomy's Short Strangles
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Intraday Short Strangle
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IV-Imbalance Credit Spread Overnight
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Lattice Short Straddles
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SkewHunter
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Expiry Short Strangle
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Convex Credit Spread Overnight
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Mathematician's Credit Spread Overnight
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Chain-Sync Credit Spread Overnight
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Foundation Portfolio Automated
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Fixed RR 1:3 (30% SL)
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Single Lattice Straddle
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Bullion Strategy Automated
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Compressed Strangle
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Quiet Short Straddle
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Balanced Portfolio Automated
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Diversified Stocks
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Dividend Dons Automated
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Wealth Magnet Automated
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Industry Champs Automated
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Single Kurtosis Straddle
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SkewHunter TSL
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High Volatility Stocks
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Vacuum GRID (35% SL)
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Trending Outliers Automated
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Index Sniper
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Crossover Formula Automated
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Value Picker Automated
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Single Rangetrap Straddle
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Hamilton's Credit Spread
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Theta-zone Strangle
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V-Score Credit Spread Overnight
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Flux Strangle
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Single Tightgrip Straddle
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Premium-zone Strangle
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Burst RR 1:2 (25% SL)
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Burst GRID (30% SL)
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Drifting Credit Spread Overnight
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Why is Un-correlation so important in Algotrading?
Video Thumbnail

At Stratzy, we align strictly with SEBI’s risk management framework by prioritizing uncorrelation in our strategy curation. In algorithmic trading, uncorrelation ensures that our strategies do not react identically to market volatility; if one strategy faces a drawdown due to specific market conditions, others are designed to remain unaffected or perform differently. This statistical diversification acts as a crucial internal hedge, reducing the risk of simultaneous losses and ensuring portfolio stability. By avoiding concentrated risk, we uphold the regulatory mandate to prioritize investor safety and maintain market integrity.

Overview

EquityLong-Term

The business cycle influences the rotation of stock market sectors and industry groups. Certain sectors perform better than others during specific phases of the business cycle. Knowing the stage of the business cycle can help investors position themselves in the right sectors and avoid the wrong ones. The technology sector is the first to turn up in anticipation of a bottom in the economy. Consumer discretionary stocks are not far behind. These two groups are the big leaders at the beginning of a bull run in the stock market. The top of the market cycle is marked by relative strength in materials and energy. These sectors benefit from a rise in commodity prices and a rise in demand from an expanding economy. The market peak and downturn are followed by a contraction in the economy. At this stage, the Fed starts to lower interest rates and the yield curve steepens. Falling interest rates benefit debt-laden utilities and business at banks. Low interest rates and easy money eventually lead to a market bottom and the cycle repeats itself. This strategy helps investors to profit from the changes in the business cycle from the "sector rotation strategy". Sector rotation is the movement of money invested in stocks from one industry to another as investors and traders anticipate the next stage of the economic cycle and make consistent returns in every stage of economy. Rebalancing: Factors that'll influence the rebalancing are Economic Policy, Central Bank Rates, Global development in Industry, etc.

This algo is managed by...

Partner Icon

Stratzy

INH000009180 SEBI registered algo provider

Algos in market
Algos in market43
Active since
Active since5 Years
Deployed by
Deployed by12.5K users

Stratzy is a place where you can get tailored guidance for your portfolio to help you make the right investments. Gain access to battle tested algos, automation of your investments and insights about the market, right in the palm of your hand. Your wealth generation begins here.

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