Overview

Utilizing the principles of Viscocity score, this algorithm identifies and executes optimal over-night credit spread trades with precision.

This algorithm implements a credit spread strategy using volatility viscosity scoring to identify optimal market conditions. It calculates an inverse volatility score (`alpha`) and a viscosity signal combining volatility changes with spot returns (`alpha9`) to detect periods of low volatility resistance. The strategy generates credit put spreads (sell ATM put, buy ITM put 400 points lower) when both signals are bullish (alpha > 0.75, alpha9 > 0.7), and credit call spreads (sell ATM call, buy OTM call 400 points higher) when signals are bearish (alpha < 0.25, alpha9 < 0.3). **Risk Management:** Dynamic stop-loss calculation using `(3000 / margin_required) * 100` ensures maximum loss of 3000 rupees per trade. Includes time filters (10:15 AM to 2:15 PM), data freshness checks (within 2 minutes), market open validation, and advisor kill switch monitoring. Uses 100% capital allocation with multi-trade alerts and prevents position overlap by checking for active trades.

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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V-Score Credit Spread Overnight

Overview

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