Overview

Overnight Short Straddle strategy based on the Lattice theory.

An algorithmic options strategy that sells index straddles using a lattice-based model to time entries and select strikes. Each leg (call and put) is managed independently with a ₹5,000 stop-loss. If one leg’s stop-loss is hit, profit is booked on the other, and the stopped leg continues with a revised ₹10,000 stop-loss to capture potential reversals. Positions are held overnight and squared off at 3:10 PM the next day if not exited earlier. The strategy blends precise signal generation, adaptive risk management, and overnight theta capture.

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

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Single Lattice Straddle

Overview

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