Overview

Uses the GRID risk management method to execute un-hedged options with deep-SL.

This algorithm trades NIFTY options using quantum mechanics-inspired calculations. It processes 1-minute data for ATM, ITM, and OTM options, calculating implied volatility and using time-series regression analysis. The strategy generates buy signals for calls when alpha > 0.8 with positive IV skew, or puts when alpha < 0.2 with negative IV skew, while considering volume ratios and energy stability metrics derived from Hamiltonian operators and wave functions. ## Risk Management The algorithm implements strict risk controls: 30% position sizing per trade, price filters (₹20-200 range only), 35% stop loss, three-tier profit targets at 28%/56%/84%, single position limit (no overlapping trades), and market hours restriction (10:15 AM - 2:15 PM). It also validates data freshness (within 3 minutes) before execution to ensure trades are based on current market conditions.

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

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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Overview

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