Overview

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

The algorithm starts by examining the universe of all quantitative picks from Stratzy's various Quant Strategies, which includes stocks selected monthly by these strategies. From this comprehensive pool, a list of five stocks is chosen weekly and added to your account. The selection methodology involves ranking stocks based on the standard deviation of their historical returns over the past 100 days. For each stock, the standard deviation of the daily percentage changes in stock prices is calculated. The top five stocks with the highest standard deviation of returns are then selected. The rationale behind this approach is that a higher standard deviation indicates higher volatility, which could potentially lead to higher returns.

Backtested Results

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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.

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Frequently Asked Questions

How does the Algo work?

The Algo selects 5 high-volatility stocks each week from Stratzy’s Quant Strategies by ranking them based on the standard deviation of their past 100-day returns, aiming to capture stocks with higher price movement and return potential.

What is the amount I can start with?

How frequently does the Algo execute trades?

What is DDPI?

What is SIP?

High Volatility Stocks

Overview

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