If you’re asking about a Stratzy algo, it helps if you mention:
• Zen Credit Spread Overnight, Mathematician’s Credit Spread Overnight, Damper Credit Spread & Curvature Credit Spread Overnight
• Time period - 9th Oct 2026
• All of these strategies creating a position with call spread when market is in bullish today, if the position could have created based yesterday view something is acceptable, today only all of them created and resulted a Loss, really not sure what type of GREAT algo logic is triggering a call spread, interesting to know, that’s too all 4.
After resulting loss of the above 4 algo, 2 of them created with Put spread (it may be late to capture further profit today, let see what’s going to happen tomorrow if nothing happens today).
No need to share account details or P&L screenshots.
It is beyond logics, every single person can guess bank and IT, even auto are supporting NIFTY then why is this bloodbath again. Even today on 9 th oct algo is going against the market???
Please note that each algo follows its own predefined strategy logic and entry conditions. The decision to enter a Call Spread or Put Spread depends on multiple predefined parameters and market conditions at the time the signal is generated, rather than solely on the overall NIFTY direction or the performance of individual sectors such as Banking, IT, and Auto.
Additionally, after exiting a Call Spread, an algo may enter a Put Spread during the same trading session if its predefined entry conditions are met.
We understand your observations and appreciate your feedback. I would like to assure you that all algos are functioning as expected, with trades executed according to their respective predefined strategy logic and entry conditions.
thanks @tilak.chauhan for the response, whatever logic should be based on market condition. I find following based on my knowledge.
None of the algo is checking the change market dynamics after entry, hence making more loss as per fixed SL and Target designed, as per your statement by the time you enter opposite side, the run would have reached the maximum and start reversing.
Anyone wish could be protecting capital with profit, so loosing small is acceptable.
I would like to clarify that analysing a trade after it has concluded can make it seem that the algo could have exited earlier, protected the profits, or adjusted its position to minimise losses. However, this is a form of hindsight bias, as the subsequent market movement is known only after it has occurred.
Each Stratzy algo operates according to its predefined strategy logic, including entry and exit conditions, stop-losses, and targets. These criteria are applied consistently, regardless of whether a trade ultimately ends in profit or loss. Additionally, all the algos are functioning as intended according to their predefined logic.
We understand your suggestion regarding capital protection and retaining profits once a position moves into profit. However, introducing a different exit mechanism to capture temporary profits or respond to every change in market movement would alter the underlying strategy logic and its intended methodology.
Therefore, we believe algos should be evaluated based on their overall performance, complete trade history, and predefined methodology rather than specific instances where an alternative exit may appear obvious in hindsight.