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Backtest Returns
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Backtest Snapshot

Mon
Tue
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1
No Trades
2
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3
No Trades
6
No Trades
7
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8
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9
No Trades
10
No Trades
13
No Trades
14
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15
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16
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17
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20
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27
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29
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30
No Trades
Combine other Algos and compare portfolio stability.

Combine other Algos and compare portfolio stability.

Algo
info

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.

Score Correlation
Algo
info

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.

Score Correlation
Single Lattice Straddle
-- 1.00
Sahi-Nivesh Short Strangle Overnight
-- --
Chanakya Short Strangle Overnight
-- --
Curvature Credit Spread Overnight
-- --
Damper Credit Spread
-- --
Zen Credit Spread Overnight
-- --
Ratio-Fluxer Credit Spread Expiry
-- --
Homecoming Short Strangle Overnight
-- --
Intraday Short Strangle
-- --
SkewHunter
-- --
Ratio-Ripple Credit Spread Exit-Early
-- --
Settle-Down 40% TSL
-- --
Alpha Industries Automated
-- --
Slow-Climb Short Strangle Overnight
-- --
Holonomy's Short Strangles
-- --
Lattice Short Straddles
-- --
Delta-Ripple Credit Spread Overnight
-- --
Bazaar Short Strangle Overnight
-- --
Market-Pulse Short Strangle Overnight
-- --
Foundation Portfolio Automated
-- --
Ripple-Return Credit Spread Expiry
-- --
Mathematician's Credit Spread Overnight
-- --
Warp-Drive Credit Spread Exit-Early
-- --
SkewHunter TSL
-- --
Bullion Strategy Automated
-- --
Dividend Dons Automated
-- --
IV-Imbalance Credit Spread Overnight
-- --
Theta-Harvest Credit Spread Expiry
-- --
Wise-Move 25% TSL
-- --
Fixed RR 1:3 (30% SL)
-- --
Delta-Leverage Credit Spread Overnight
-- --
Industry Champs Automated
-- --
Wealth Magnet Automated
-- --
Compressed Strangle
-- --
Carry Forward Strangle
-- --
Wave-Return Credit Spread Overnight
-- --
Expiry Short Strangle
-- --
Balanced Portfolio Automated
-- --
Quiet Short Straddle
-- --
Delta-Rotation Credit Spread Expiry
-- --
Chain-Sync Credit Spread Overnight
-- --
NIFTY Champions
-- --
E-QUEUE Credit Spread Overnight
-- --
Rolling-Carry Credit Spread Exit-Early
-- --
Vacuum GRID (35% SL)
-- --
Convex Credit Spread Overnight
-- --
Big Boys Basket Automated
-- --
Trending Outliers Automated
-- --
Stocks Select
-- --
Seed-Fund 40% SL FixedRR 1:3
-- --
High Volatility Stocks
-- --
Crossover Formula Automated
-- --
Ratio-Return Credit Spread Exit-Early
-- --
Value Picker Automated
-- --
Ratio-Hunter2 Credit Spread Exit-Early
-- --
Index Sniper
-- --
Delta-Shift Credit Spread Expiry
-- --
Thrifty 40% TSL
-- --
Gamma-Fluxer Credit Spread Overnight
-- --
Emerging Bluechip Select
-- --
Hamilton's Credit Spread
-- --
Emerging Bluechip
-- --
Single Kurtosis Straddle
-- --
Burst RR 1:2 (25% SL)
-- --
Curve-Whisper Credit Spread Overnight
-- --
Only-Calls 40% TSL
-- --
Burst GRID (30% SL)
-- --
Flux Strangle
-- --
Theta-Flux Credit Spread Overnight
-- --
Premium-zone Strangle
-- --
NIFTY Bellwether
-- --
V-Score Credit Spread Overnight
-- --
Ratio-Weave Credit Spread Expiry
-- --
Vega-Shift Credit Spread Expiry
-- --
Single Rangetrap Straddle
-- --
Single Tightgrip Straddle
-- --
Theta-zone Strangle
-- --
Drifting Credit Spread Overnight
-- --
True Turtles Trend Master
-- --
Info

Correlation Insight Pending

Correlation metrics will be calculated once the algorithm has enough overlapping historical data with other strategies.

Why is less correlation so important in Algotrading?
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At Stratzy, we align strictly with SEBI’s risk management framework by prioritizing uncorrelation in our strategy curation. In algorithmic trading, uncorrelation ensures that our strategies do not react identically to market volatility; if one strategy faces a drawdown due to specific market conditions, others are designed to remain unaffected or perform differently. This statistical diversification acts as a crucial internal hedge, reducing the risk of simultaneous losses and ensuring portfolio stability. By avoiding concentrated risk, we uphold the regulatory mandate to prioritize investor safety and maintain market integrity.

Backtested Gross Gains (₹)

Backtested Returns Snapshot

PeriodReturns
1 month
—
3 months
—
6 months
—
1 year
—
All time
—
Backtest Best & Worst Holding Periods
info

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.

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Performance Summary

Hover to see parameter details.

Click to see parameter details.

Drawdown Icon

Avg Drawdown

info

Indicates the average decline the strategy experiences in downturns, revealing how deep its typical losses go.

--

Risk Reward Icon

Risk : Reward

info

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.

--

Win Rate Icon

Avg Trade

info

Indicates how often the Algo trades on average.

--

high Risk

Risk

info

Indicates the expected volatility of the Algo and is classified into levels like Low, Medium, and High.

--

Max Drawdown

Max Drawdown

info

Indicates the largest decline the Algo has faced so far, reflecting its most severe historical downturn.

--

Success Ratio

Success Ratio

info

Indicates the percentage of trades that end in profit. E.g., 70% means 7 out of 10 trades are winners.

--

Avg Profit

Avg Profit in Trade

info

Indicates the average gain the Algo earns on its winning trades.

--

Avg Loss

Avg Loss in Trade

info

Indicates the average loss the Algo incurs on its losing trades.

--

Avg Time to Recovery

Avg Time to Recovery

info

Indicates the average number of days the Algo took to bounce back after experiencing its average drawdown.

--

Max Time to Recovery

Max Time to Recovery

info

Indicates the number of days the Algo took in the past to recover from its worst drawdown to date.

--

Sharpe Ratio

Sharpe Ratio

info

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

NiftySellingNon-directional

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.

This algo is managed by...

Partner Icon

Stratzy

INH000009180 SEBI registered algo provider

Algos in market
Algos in market79
Active since
Active since5 Years
Deployed by
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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Min. Amount: ₹1,20,000
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IIIIIIIIIII%
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Damper Credit Spread

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IIIIIIIIIII%
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Vacuum GRID (35% SL)

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IIIIIIIIIII%
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Delta-Ripple Credit Spread Overnight

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IIIIIIIIIII%
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Mathematician's Credit Spread Overnight

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Min. Amount: ₹1,00,000
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IIIIIIIIIII%
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Wise-Move 25% TSL

Wise-Move 25% TSL

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Min. Amount: ₹1,00,000
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IIIIIIIIIII%
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IV-Imbalance Credit Spread Overnight

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Min. Amount: ₹1,00,000
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IIIIIIIIIII%
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Chanakya Short Strangle Overnight

Chanakya Short Strangle Overnight

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Sahi-Nivesh Short Strangle Overnight

Sahi-Nivesh Short Strangle Overnight

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Min. Amount: ₹2,50,000
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IIIIIIIIIII%
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Theta-Harvest Credit Spread Expiry

Theta-Harvest Credit Spread Expiry

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IIIIIIIIIII%
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Delta-Leverage Credit Spread Overnight

Delta-Leverage Credit Spread Overnight

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Min. Amount: ₹1,00,000
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IIIIIIIIIII%
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Chain-Sync Credit Spread Overnight

Chain-Sync Credit Spread Overnight

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IIIIIIIIIII%
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Ratio-Fluxer Credit Spread Expiry

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IIIIIIIIIII%
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Convex Credit Spread Overnight

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Wave-Return Credit Spread Overnight

Wave-Return Credit Spread Overnight

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IIIIIIIIIII%
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Delta-Rotation Credit Spread Expiry

Delta-Rotation Credit Spread Expiry

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Min. Amount: ₹1,00,000
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IIIIIIIIIII%
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Rolling-Carry Credit Spread Exit-Early

Rolling-Carry Credit Spread Exit-Early

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IIIIIIIIIII%
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Warp-Drive Credit Spread Exit-Early

Warp-Drive Credit Spread Exit-Early

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IIIIIIIIIII%
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Homecoming Short Strangle Overnight

Homecoming Short Strangle Overnight

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IIIIIIIIIII%
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Seed-Fund 40% SL FixedRR 1:3

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Bazaar Short Strangle Overnight

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Market-Pulse Short Strangle Overnight

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Ratio-Return Credit Spread Exit-Early

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E-QUEUE Credit Spread Overnight

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IIIIIIIIIII%
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Delta-Shift Credit Spread Expiry

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IIIIIIIIIII%
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Min. Amount: ₹3,00,000
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IIIIIIIIIII%
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Quiet Short Straddle

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IIIIIIIIIII%
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Crossover Formula Automated

Crossover Formula Automated

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Min. Amount: ₹1,00,000
Results:
IIIIIIIIIII%
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Compressed Strangle

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Min. Amount: ₹2,50,000
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IIIIIIIIIII%
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Big Boys Basket Automated

Big Boys Basket Automated

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IIIIIIIIIII%
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Foundation Portfolio Automated

Foundation Portfolio Automated

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Min. Amount: ₹10,000
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IIIIIIIIIII%
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High Volatility Stocks

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Min. Amount: ₹10,000
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IIIIIIIIIII%
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NIFTY Champions

NIFTY Champions

by Stratzy
Min. Amount: ₹50,000
Results:
IIIIIIIIIII%
EquitySwing
Hamilton's Credit Spread

Hamilton's Credit Spread

by Stratzy
Min. Amount: ₹1,00,000
Results:
IIIIIIIIIII%
NiftyHedgedDirectional
Carry Forward Strangle

Carry Forward Strangle

by Stratzy
Min. Amount: ₹2,50,000
Results:
IIIIIIIIIII%
NiftySellingNon-directional
Value Picker Automated

Value Picker Automated

by Stratzy
Min. Amount: ₹1,00,000
Results:
IIIIIIIIIII%
EquityLong-Term
Emerging Bluechip Select

Emerging Bluechip Select

by Stratzy
Min. Amount: ₹2,50,000
Results:
IIIIIIIIIII%
EquitySwing
Burst RR 1:2 (25% SL)

Burst RR 1:2 (25% SL)

by Stratzy
Min. Amount: ₹50,000
Results:
IIIIIIIIIII%
NiftyBuyingDirectional
Stocks Select

Stocks Select

by Stratzy
Min. Amount: ₹10,000
Results:
IIIIIIIIIII%
EquitySwing
Balanced Portfolio Automated

Balanced Portfolio Automated

by Stratzy
Min. Amount: ₹10,000
Results:
IIIIIIIIIII%
EquityLong-Term
Single Kurtosis Straddle

Single Kurtosis Straddle

by Stratzy
Min. Amount: ₹2,50,000
Results:
IIIIIIIIIII%
NiftySellingNon-directional
Curve-Whisper Credit Spread Overnight

Curve-Whisper Credit Spread Overnight

by Stratzy
Min. Amount: ₹1,20,000
Results:
IIIIIIIIIII%
NiftyHedgedDirectional
Only-Calls 40% TSL

Only-Calls 40% TSL

by Stratzy
Min. Amount: ₹1,00,000
Results:
IIIIIIIIIII%
NiftyBuyingDirectional
Emerging Bluechip

Emerging Bluechip

by Stratzy
Min. Amount: ₹50,000
Results:
IIIIIIIIIII%
EquitySwing
Flux Strangle

Flux Strangle

by Stratzy
Min. Amount: ₹2,50,000
Results:
IIIIIIIIIII%
NiftySellingNon-directional
Premium-zone Strangle

Premium-zone Strangle

by Stratzy
Min. Amount: ₹2,50,000
Results:
IIIIIIIIIII%
NiftySellingNon-directional
Burst GRID (30% SL)

Burst GRID (30% SL)

by Stratzy
Min. Amount: ₹50,000
Results:
IIIIIIIIIII%
NiftyBuyingDirectional
NIFTY Bellwether

NIFTY Bellwether

by Stratzy
Min. Amount: ₹2,50,000
Results:
IIIIIIIIIII%
EquitySwing
Theta-zone Strangle

Theta-zone Strangle

by Stratzy
Min. Amount: ₹2,50,000
Results:
IIIIIIIIIII%
NiftySellingNon-directional
True Turtles Trend Master

True Turtles Trend Master

by Stratzy
Min. Amount: ₹50,000
Results:
IIIIIIIIIII%
EquitySwing
Theta-Flux Credit Spread Overnight

Theta-Flux Credit Spread Overnight

by Stratzy
Min. Amount: ₹1,00,000
Results:
IIIIIIIIIII%
NiftyHedgedDirectional
Ratio-Weave Credit Spread Expiry

Ratio-Weave Credit Spread Expiry

by Stratzy
Min. Amount: ₹1,20,000
Results:
IIIIIIIIIII%
NiftyHedgedDirectional
V-Score Credit Spread Overnight

V-Score Credit Spread Overnight

by Stratzy
Min. Amount: ₹1,00,000
Results:
IIIIIIIIIII%
NiftyHedgedDirectional
Single Rangetrap Straddle

Single Rangetrap Straddle

by Stratzy
Min. Amount: ₹2,50,000
Results:
IIIIIIIIIII%
NiftySellingNon-directional
Single Tightgrip Straddle

Single Tightgrip Straddle

by Stratzy
Min. Amount: ₹2,60,000
Results:
IIIIIIIIIII%
NiftySellingNon-directional
Vega-Shift Credit Spread Expiry

Vega-Shift Credit Spread Expiry

by Stratzy
Min. Amount: ₹1,00,000
Results:
IIIIIIIIIII%
NiftyHedgedDirectional
Drifting Credit Spread Overnight

Drifting Credit Spread Overnight

by Stratzy
Min. Amount: ₹80,000
Results:
IIIIIIIIIII%
NiftyHedgedDirectional
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