Know performance, backtest now
Backtest Returns
Backtest Snapshot
Mon
Tue
Wed
Thu
Fri
1
No Trades
2
No Trades
3
No Trades
6
No Trades
7
No Trades
8
No Trades
9
No Trades
10
No Trades
13
No Trades
14
No Trades
15
No Trades
16
No Trades
17
No Trades
20
No Trades
21
No Trades
22
No Trades
23
No Trades
24
No Trades
27
No Trades
28
No Trades
29
No Trades
30
No Trades
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.
Homecoming Short Strangle Overnight
-- 1.00 Sahi-Nivesh Short Strangle Overnight
-- -- Chanakya Short Strangle Overnight
-- -- Intraday Short Strangle
-- -- Holonomy's Short Strangles
-- -- Market-Pulse Short Strangle Overnight
-- -- Slow-Climb Short Strangle Overnight
-- -- Bazaar Short Strangle Overnight
-- -- Carry Forward Strangle
-- -- Expiry Short Strangle
-- -- Compressed Strangle
-- -- Flux Strangle
-- -- Premium-zone Strangle
-- -- Theta-zone Strangle
-- -- Know performance, backtest now
Why is less correlation so important in Algotrading?
Backtested Gross Gains (₹)
Backtested Returns Snapshot
PeriodReturns
1 month
—
3 months
—
6 months
—
1 year
—
All time
—
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.
--
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.
--
Max Drawdown
Indicates the largest decline the Algo has faced so far, reflecting its most severe historical downturn.
--
Success Ratio
Indicates the percentage of trades that end in profit. E.g., 70% means 7 out of 10 trades are winners.
--
Avg Profit in Trade
Indicates the average gain the Algo earns on its winning trades.
--
Avg Loss in Trade
Indicates the average loss the Algo incurs on its losing trades.
--
Avg Time to Recovery
Indicates the average number of days the Algo took to bounce back after experiencing its average drawdown.
--
Max Time to Recovery
Indicates the number of days the Algo took in the past to recover from its worst drawdown to date.
--
Sharpe Ratio
Indicates how well an Algo balances risk and return, showing how effectively it manages volatility.
--
*Metrics/Analytics basis past data. Historical data does not guarantee future results.
Overview
Imagine you're a shopkeeper predicting foot traffic in your store. This algorithm is similar: it analyzes past market data (like historical prices and volatility) to estimate how much an index will move overnight. Based on this estimate, it decides to "rent out" a range of prices *above* and *below* where the index is currently trading. If the price stays within that range, the algorithm keeps the "rent" (profit). It's like betting that not many customers will come into your store, and then profiting because you were right. This algorithm trades "short strangles" on the NIFTY 50 index options. Short strangles are typically chosen when the market is expected to be relatively stable, with low volatility, overnight. The idea is that the prices of the options sold will decline as time passes, and the algorithm profits from this decay, as long as the underlying asset's price doesn't move beyond a certain range.
This algo is managed by...
Stratzy
INH000009180 SEBI registered algo provider
Algos in market79
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
Related Strategies
Ratio-Ripple Credit Spread Exit-Early
₹1,20,000
Results:
IIIIIIIIIII%
Settle-Down 40% TSL
₹1,00,000
Results:
IIIIIIIIIII%
SkewHunter
₹1,00,000
Results:
IIIIIIIIIII%
Fixed RR 1:3 (30% SL)
₹45,000
Results:
IIIIIIIIIII%
SkewHunter TSL
₹1,00,000
Results:
IIIIIIIIIII%
Zen Credit Spread Overnight
₹1,00,000
Results:
IIIIIIIIIII%
Curvature Credit Spread Overnight
₹1,00,000
Results:
IIIIIIIIIII%
Damper Credit Spread
₹1,00,000
Results:
IIIIIIIIIII%
Vacuum GRID (35% SL)
₹50,000
Results:
IIIIIIIIIII%
Index Sniper
₹1,00,000
Results:
IIIIIIIIIII%
Delta-Ripple Credit Spread Overnight
₹1,20,000
Results:
IIIIIIIIIII%
Only-Calls 40% TSL
₹1,00,000
Results:
IIIIIIIIIII%
Theta-Harvest Credit Spread Expiry
₹1,00,000
Results:
IIIIIIIIIII%
IV-Imbalance Credit Spread Overnight
₹1,00,000
Results:
IIIIIIIIIII%
Mathematician's Credit Spread Overnight
₹1,00,000
Results:
IIIIIIIIIII%
Convex Credit Spread Overnight
₹1,00,000
Results:
IIIIIIIIIII%
Wise-Move 25% TSL
₹1,00,000
Results:
IIIIIIIIIII%
Ratio-Fluxer Credit Spread Expiry
₹1,20,000
Results:
IIIIIIIIIII%
Chanakya Short Strangle Overnight
₹2,50,000
Results:
IIIIIIIIIII%
Sahi-Nivesh Short Strangle Overnight
₹2,50,000
Results:
IIIIIIIIIII%
Delta-Leverage Credit Spread Overnight
₹1,00,000
Results:
IIIIIIIIIII%
Wave-Return Credit Spread Overnight
₹1,20,000
Results:
IIIIIIIIIII%
Ripple-Return Credit Spread Expiry
₹1,20,000
Results:
IIIIIIIIIII%
Delta-Rotation Credit Spread Expiry
₹1,00,000
Results:
IIIIIIIIIII%
Warp-Drive Credit Spread Exit-Early
₹1,20,000
Results:
IIIIIIIIIII%
Market-Pulse Short Strangle Overnight
₹2,50,000
Results:
IIIIIIIIIII%
Seed-Fund 40% SL FixedRR 1:3
₹55,000
Results:
IIIIIIIIIII%
Bullion Strategy Automated
₹1,00,000
Results:
IIIIIIIIIII%
Bazaar Short Strangle Overnight
₹2,50,000
Results:
IIIIIIIIIII%
Slow-Climb Short Strangle Overnight
₹2,50,000
Results:
IIIIIIIIIII%
Expiry Short Strangle
₹2,75,000
Results:
IIIIIIIIIII%
Delta-Shift Credit Spread Expiry
₹1,20,000
Results:
IIIIIIIIIII%
Thrifty 40% TSL
₹55,000
Results:
IIIIIIIIIII%
Chain-Sync Credit Spread Overnight
₹1,00,000
Results:
IIIIIIIIIII%
E-QUEUE Credit Spread Overnight
₹1,20,000
Results:
IIIIIIIIIII%
Dividend Dons Automated
₹30,000
Results:
IIIIIIIIIII%
Intraday Short Strangle
₹2,50,000
Results:
IIIIIIIIIII%
Alpha Industries Automated
₹35,000
Results:
IIIIIIIIIII%
Ratio-Hunter2 Credit Spread Exit-Early
₹1,20,000
Results:
IIIIIIIIIII%
Ratio-Return Credit Spread Exit-Early
₹1,00,000
Results:
IIIIIIIIIII%
Industry Champs Automated
₹60,000
Results:
IIIIIIIIIII%
Wealth Magnet Automated
₹1,00,000
Results:
IIIIIIIIIII%
Trending Outliers Automated
₹1,00,000
Results:
IIIIIIIIIII%
Holonomy's Short Strangles
₹3,00,000
Results:
IIIIIIIIIII%
Lattice Short Straddles
₹3,00,000
Results:
IIIIIIIIIII%
NIFTY Champions
₹50,000
Results:
IIIIIIIIIII%
Crossover Formula Automated
₹1,00,000
Results:
IIIIIIIIIII%
Big Boys Basket Automated
₹35,000
Results:
IIIIIIIIIII%
Foundation Portfolio Automated
₹10,000
Results:
IIIIIIIIIII%
Gamma-Fluxer Credit Spread Overnight
₹1,00,000
Results:
IIIIIIIIIII%
Rolling-Carry Credit Spread Exit-Early
₹1,00,000
Results:
IIIIIIIIIII%
High Volatility Stocks
₹10,000
Results:
IIIIIIIIIII%
Compressed Strangle
₹2,50,000
Results:
IIIIIIIIIII%
Value Picker Automated
₹1,00,000
Results:
IIIIIIIIIII%
Carry Forward Strangle
₹2,50,000
Results:
IIIIIIIIIII%
Emerging Bluechip
₹50,000
Results:
IIIIIIIIIII%
Quiet Short Straddle
₹2,50,000
Results:
IIIIIIIIIII%
Balanced Portfolio Automated
₹10,000
Results:
IIIIIIIIIII%
True Turtles Trend Master
₹50,000
Results:
IIIIIIIIIII%
Stocks Select
₹10,000
Results:
IIIIIIIIIII%
Single Kurtosis Straddle
₹2,50,000
Results:
IIIIIIIIIII%
Hamilton's Credit Spread
₹1,00,000
Results:
IIIIIIIIIII%
Flux Strangle
₹2,50,000
Results:
IIIIIIIIIII%
Curve-Whisper Credit Spread Overnight
₹1,20,000
Results:
IIIIIIIIIII%
V-Score Credit Spread Overnight
₹1,00,000
Results:
IIIIIIIIIII%
Emerging Bluechip Select
₹2,50,000
Results:
IIIIIIIIIII%
Premium-zone Strangle
₹2,50,000
Results:
IIIIIIIIIII%
Theta-zone Strangle
₹2,50,000
Results:
IIIIIIIIIII%
Single Lattice Straddle
₹2,60,000
Results:
IIIIIIIIIII%
NIFTY Bellwether
₹2,50,000
Results:
IIIIIIIIIII%
Burst RR 1:2 (25% SL)
₹50,000
Results:
IIIIIIIIIII%
Single Rangetrap Straddle
₹2,50,000
Results:
IIIIIIIIIII%
Ratio-Weave Credit Spread Expiry
₹1,20,000
Results:
IIIIIIIIIII%
Vega-Shift Credit Spread Expiry
₹1,00,000
Results:
IIIIIIIIIII%
Single Tightgrip Straddle
₹2,60,000
Results:
IIIIIIIIIII%
Burst GRID (30% SL)
₹50,000
Results:
IIIIIIIIIII%
Theta-Flux Credit Spread Overnight
₹1,00,000
Results:
IIIIIIIIIII%
Drifting Credit Spread Overnight
₹80,000
Results:
IIIIIIIIIII%
