Overview

This algorithm identifies and executes optimal credit spread trades with precision.

This trading strategy is like a sophisticated market curvature detector that profits from the mathematical "bend" in option prices. Think of it as a physicist studying the market - it uses advanced mathematical concepts (like quantum mechanics and convexity) to measure how option prices curve and bend around different strike prices, then bets on when this curvature is about to change. The strategy works by being the mathematical genius in a market full of emotional traders. When the market's "curvature" (how option prices bend around different strike levels) gets too extreme in one direction, this strategy steps in to profit from the inevitable correction. It's like being the engineer who can predict when a bridge is about to buckle - you profit from the market's natural tendency to return to its mathematically "correct" shape, while everyone else is just reacting to price movements.

Backtested Results

Know performance, backtest now

Backtesting results are based on past data. Historical data does not guarantee future results.

Key Parameters

Drawdown

Risk : Reward

Frequency of trade

Risk

This algo is managed by...

Stratzy

INH000009180 SEBI registered algo provider

Algos in market24

Active since5 Years

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.

More algos by Stratzy

Similar Algo Strategies

SkewHunter

by Stratzy

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

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%

Index Sniper

by Stratzy

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

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%

Damper Credit Spread

by Stratzy

The strategy works by being the calm, rational player in an emotional market. This algorithm identifies and executes optimal credit spread trades with precision.

Min. Amount: ₹1,10,000

Results:

IIIIIIIIIII%

SkewHunter TSL

by Stratzy

A naked-options “Skew Hunter” algo with a TSL that targets extreme IV and flow skew, taking directional trades only when both signals align—then locking in gains through an adaptive trailing stop-loss.

Min. Amount: ₹1,00,000

Results:

IIIIIIIIIII%

Curvature Credit Spread Overnight

by Stratzy

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%

IV-Imbalance Credit Spread Overnight

by Stratzy

When there is substantial IV-imbalance, this algorithm identifies and executes optimal credit spread trades with precision.

Min. Amount: ₹1,00,000

Results:

IIIIIIIIIII%

Mathematician's Credit Spread Overnight

by Stratzy

The algorithm implements the mathematician Lyapunov-based approach to execute optimal overnight credit spread trades with precision.

Min. Amount: ₹1,20,000

Results:

IIIIIIIIIII%

V-Score Credit Spread Overnight

by Stratzy

Utilizing the principles of Viscocity score, this algorithm identifies and executes optimal over-night credit spread trades with precision.

Min. Amount: ₹80,000

Results:

IIIIIIIIIII%

Chain-Sync Credit Spread Overnight

by Stratzy

A credit-spread strategy that acts like a market orchestra conductor—spotting when option strikes fall out of sync and profiting as they realign back into harmony.

Min. Amount: ₹1,20,000

Results:

IIIIIIIIIII%

Expiry Short Strangle

by Stratzy

Carries the short strangle from one expiry to next, aiming for complete premium decay.

Min. Amount: ₹2,50,000

Results:

IIIIIIIIIII%

Foundation Portfolio Automated

by Stratzy

An etf picking algo built with the foundational NIFTY etf.

Min. Amount: ₹10,000

Results:

IIIIIIIIIII%

Industry Champs Automated

by Stratzy

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.

Min. Amount: ₹60,000

Results:

IIIIIIIIIII%

Dividend Dons Automated

by Stratzy

A stock picking algo of dividend giving stocks.

Min. Amount: ₹30,000

Results:

IIIIIIIIIII%

Balanced Portfolio Automated

by Stratzy

A etf picking algo built with the foundational NIFTY etf.

Min. Amount: ₹10,000

Results:

IIIIIIIIIII%

Wealth Magnet Automated

by Stratzy

A classic stock picking algo thats holds stocks from medium to long term.

Min. Amount: ₹1,00,000

Results:

IIIIIIIIIII%

Single Rangetrap Straddle

by Stratzy

Overnight short straddle algo using the Rangetrap mechanics

Min. Amount: ₹2,50,000

Results:

IIIIIIIIIII%

Bullion Strategy Automated

by Stratzy

Automated basket of gold and silver ETFs

Min. Amount: ₹1,00,000

Results:

IIIIIIIIIII%

Single Lattice Straddle

by Stratzy

Overnight Short Straddle strategy based on the Lattice theory.

Min. Amount: ₹2,60,000

Results:

IIIIIIIIIII%

Single Kurtosis Straddle

by Stratzy

Overnight Short Straddle based on the Kurtosis principle.

Min. Amount: ₹2,50,000

Results:

IIIIIIIIIII%

Alpha Industries Automated

by Stratzy

Invest in top sectoral ETFs.

Min. Amount: ₹35,000

Results:

IIIIIIIIIII%

Quiet Short Straddle

by Stratzy

Employs shorts on both call and put of the same strike price.

Min. Amount: ₹2,50,000

Results:

IIIIIIIIIII%

Crossover Formula Automated

by Stratzy

Filters out stocks that have given golden crossovers and can thus go up on a monthly timeframe.

Min. Amount: ₹1,00,000

Results:

IIIIIIIIIII%

Single Tightgrip Straddle

by Stratzy

Executed overnight short straddles using the volatility and mean-reversion mechanics.

Min. Amount: ₹2,60,000

Results:

IIIIIIIIIII%

High Volatility Stocks

by Stratzy

Filters out highly volatile stocks that can go up on a weekly timeframe

Min. Amount: ₹10,000

Results:

IIIIIIIIIII%

Intraday Short Strangle

by Stratzy

Daily strangle algo.

Min. Amount: ₹2,50,000

Results:

IIIIIIIIIII%

Trending Outliers Automated

by Stratzy

Filters stocks that are at important psychological levels and can give breakouts on a monthly timeframe.

Min. Amount: ₹1,00,000

Results:

IIIIIIIIIII%

Holonomy's Short Strangles

by Stratzy

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%

Lattice Short Straddles

by Stratzy

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%

Carry Forward Strangle

by Stratzy

Carry-forwards far expiry options in Strangle set-ups.

Min. Amount: ₹2,50,000

Results:

IIIIIIIIIII%

Premium-zone Strangle

by Stratzy

Sells OTM options of call and put and employs overnight strangles.

Min. Amount: ₹2,50,000

Results:

IIIIIIIIIII%

Diversified Stocks

by Stratzy

Creates a stock basket of un-correlated stocks that can go up on a weekly timeframe.

Min. Amount: ₹10,000

Results:

IIIIIIIIIII%

Value Picker Automated

by Stratzy

A value-investing stock-picking algo that selects high-quality companies trading below intrinsic value—screening for strong P/E, cash flows, and management, then periodically rebalancing to preserve margin of safety.

Min. Amount: ₹1,00,000

Results:

IIIIIIIIIII%

Theta-zone Strangle

by Stratzy

Sells OTM options and employs overnight strangles.

Min. Amount: ₹2,50,000

Results:

IIIIIIIIIII%

Flux Strangle

by Stratzy

Executes overnight short strangles that capitalizes on a drop in implied volatility.

Min. Amount: ₹2,50,000

Results:

IIIIIIIIIII%

Drifting Credit Spread Overnight

by Stratzy

Utilizing the principles of Drift mechanics, this algorithm identifies and executes optimal overnight credit spread trades with precision.

Min. Amount: ₹80,000

Results:

IIIIIIIIIII%

Compressed Strangle

by Stratzy

Executes overnight short strangles that capitalizes on correlation compression in the options market.

Min. Amount: ₹2,50,000

Results:

IIIIIIIIIII%

Hamilton's Credit Spread

by Stratzy

Utilizing the principles of Hamiltonian mechanics, this algorithm identifies and executes optimal credit spread trades with precision.

Min. Amount: ₹1,00,000

Results:

IIIIIIIIIII%

Vacuum GRID (35% SL)

by Stratzy

Uses the GRID risk management method to execute un-hedged options with deep-SL.

Min. Amount: ₹50,000

Results:

IIIIIIIIIII%

Burst GRID (30% SL)

by Stratzy

Uses the GRID risk management method to execute burst un-hedged options.

Min. Amount: ₹50,000

Results:

IIIIIIIIIII%

Burst RR 1:2 (25% SL)

by Stratzy

Uses the fixed risk-reward method to execute burst un-hedged options.

Min. Amount: ₹50,000

Results:

IIIIIIIIIII%

Convex Credit Spread Overnight

Backtest This Algo

Overview

Backtesting results are based on past data. Historical data does not guarantee future results.

Key Parameters

This algo is managed by...

Stratzy

Subscribe Today at

Similar Algo Strategies

SkewHunter

Fixed RR 1:3 (30% SL)

Index Sniper

Zen Credit Spread Overnight

Damper Credit Spread

SkewHunter TSL

Curvature Credit Spread Overnight

IV-Imbalance Credit Spread Overnight

Mathematician's Credit Spread Overnight

V-Score Credit Spread Overnight

Chain-Sync Credit Spread Overnight

Expiry Short Strangle

Foundation Portfolio Automated

Industry Champs Automated

Dividend Dons Automated

Balanced Portfolio Automated

Wealth Magnet Automated

Single Rangetrap Straddle

Bullion Strategy Automated

Single Lattice Straddle

Single Kurtosis Straddle

Alpha Industries Automated

Quiet Short Straddle

Crossover Formula Automated

Single Tightgrip Straddle

High Volatility Stocks

Intraday Short Strangle

Trending Outliers Automated

Holonomy's Short Strangles

Lattice Short Straddles

Carry Forward Strangle

Premium-zone Strangle

Diversified Stocks

Value Picker Automated

Theta-zone Strangle

Flux Strangle

Drifting Credit Spread Overnight

Compressed Strangle

Hamilton's Credit Spread

Vacuum GRID (35% SL)

Burst GRID (30% SL)

Burst RR 1:2 (25% SL)

There’s an Algo for Everyone!