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

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Drawdown

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Risk : Reward

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high Risk

Risk

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This algo is managed by...

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Stratzy

INH000009180 SEBI registered algo provider

Algos in market
Algos in market24
Active since
Active since5 Years
Deployed by
Deployed by12.5K users

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