Overview

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

The moving average crossover algorithm is probably the most well known and simple quantitative trading algorithm there is. Doesn't work well anymore, since everyone knows of it (Standard alpha decay). However the concept is still valid, the moving averages de-noise the data plus a difference between short and long term moving averages is a lagging indicator of an expected change in the metric. Rather than implementing a moving average crossover on the price, we calculate the short term/ long term moving average ratio of other variables which are derived from the price and volume of the stock as well as from it's analogous instruments in the derivatives segment. The algorithm then recommends the best stocks to hold for the coming month by ranking the 207 FNO stocks on the basis of these MARs, the top 10% stocks are chosen and weighted using anti-volatility measures.

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

Flux Strangle

by Stratzy

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

Min. Amount: ₹2,50,000

Results:

IIIIIIIIIII%

Index Sniper

by Stratzy

Un-hedged options buying (high-risk) algo with low-accuracy but good risk-reward.

Min. Amount: ₹40,000

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: ₹1,20,000

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: ₹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%

Single Rangetrap Straddle

by Stratzy

Overnight short straddle algo using the Rangetrap mechanics

Min. Amount: ₹2,50,000

Results:

IIIIIIIIIII%

Single Kurtosis Straddle

by Stratzy

Overnight Short Straddle based on the Kurtosis principle.

Min. Amount: ₹2,50,000

Results:

IIIIIIIIIII%

Single Lattice Straddle

by Stratzy

Overnight Short Straddle strategy based on the Lattice theory.

Min. Amount: ₹2,60,000

Results:

IIIIIIIIIII%

Single Tightgrip Straddle

by Stratzy

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

Min. Amount: ₹2,60,000

Results:

IIIIIIIIIII%

Alpha Industries Automated

by Stratzy

Invest in top sectoral ETFs.

Min. Amount: ₹35,000

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%

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%

Carry Forward Strangle

by Stratzy

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

Min. Amount: ₹2,50,000

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%

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%

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%

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%

Frequently Asked Questions

How does the Algo work?

Instead of simple price-based moving average crossovers, the Algo uses short/long-term average ratios of price- and volume-derived variables (including derivatives data). It ranks all the F&O stocks and selects the top 10% each month, weighting them with anti-volatility measures.

What is the amount I can start with?

How frequently does the Algo execute trades?

What is DDPI?

What is SIP?

Crossover Formula Automated

Overview

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