Know performance, backtest now
Diversified Stocks
Backtest Returns
Backtest Snapshot
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Combine other Algos and compare portfolio stability.
Combine other Algos and compare portfolio stability.
Algo
Score Correlation
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.
Algo Score Correlation
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.
Diversified Stocks
-- 1.00 Damper Credit Spread
-- -- Curvature Credit Spread Overnight
-- -- Carry Forward Strangle
-- -- Zen Credit Spread Overnight
-- -- SkewHunter
-- -- Lattice Short Straddles
-- -- Holonomy's Short Strangles
-- -- Intraday Short Strangle
-- -- Alpha Industries Automated
-- -- Single Lattice Straddle
-- -- Expiry Short Strangle
-- -- Quiet Short Straddle
-- -- Convex Credit Spread Overnight
-- -- Foundation Portfolio Automated
-- -- Compressed Strangle
-- -- Bullion Strategy Automated
-- -- Single Kurtosis Straddle
-- -- SkewHunter TSL
-- -- Fixed RR 1:3 (30% SL)
-- -- Mathematician's Credit Spread Overnight
-- -- IV-Imbalance Credit Spread Overnight
-- -- Balanced Portfolio Automated
-- -- Dividend Dons Automated
-- -- Industry Champs Automated
-- -- Wealth Magnet Automated
-- -- High Volatility Stocks
-- -- Vacuum GRID (35% SL)
-- -- Chain-Sync Credit Spread Overnight
-- -- Trending Outliers Automated
-- -- Crossover Formula Automated
-- -- Value Picker Automated
-- -- Single Rangetrap Straddle
-- -- Index Sniper
-- -- Flux Strangle
-- -- Burst RR 1:2 (25% SL)
-- -- Premium-zone Strangle
-- -- Theta-zone Strangle
-- -- Single Tightgrip Straddle
-- -- Hamilton's Credit Spread
-- -- Burst GRID (30% SL)
-- -- V-Score Credit Spread Overnight
-- -- Drifting Credit Spread Overnight
-- -- Know performance, backtest now
Why is less correlation so important in Algotrading?
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
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.
Know performance, backtest now
Performance Summary
Hover to see parameter details.
Click to see parameter details.
Avg Drawdown
Indicates the average decline the strategy experiences in downturns, revealing how deep its typical losses go.
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Risk : Reward
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.
--
Avg Trade
Indicates how often the Algo trades on average.
--
Risk
Indicates the expected volatility of the Algo and is classified into levels like Low, Medium, and High.
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Max Drawdown
Indicates the largest decline the Algo has faced so far, reflecting its most severe historical downturn.
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Success Ratio
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 in Trade
Indicates the average gain the Algo earns on its winning trades.
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Avg Loss in Trade
Indicates the average loss the Algo incurs on its losing trades.
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Avg Time to Recovery
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
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
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.
Overview
The selection methodology utilizes Principal Component Analysis (PCA) to construct a diversified portfolio. PCA is applied to the historical returns of the top 100 stocks, with filtering to avoid issues with infinite values. This analysis identifies the principal components, and the five stocks that contribute most to these components are selected. The rationale behind this approach is that PCA helps create a diversified portfolio by capturing the variance in the data, thereby reducing exposure to common risks.
This algo is managed by...
Stratzy
INH000009180 SEBI registered algo provider
Algos in market43
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
Frequently Asked Questions
How does the Algo work?
The Algo uses Principal Component Analysis (PCA) on the historical returns of the top 100 stocks to select 5 stocks that best capture market variance, aiming to build a well-diversified, risk-aware portfolio.
What is the amount I can start with?
How frequently does the Algo execute trades?
What is DDPI?
What is SIP?
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