The Zen Credit Spread Overnight algo has been losing day after day.
Has the algo’s strategy, logic, or mechanism changed recently? Or could the current performance be due to prevailing market conditions?
It would be helpful if the Stratzy team or experienced users could share their observations and clarify whether any changes have been made to the algo.
Looking forward to hearing your experiences and insights. Thanks!
Hi @Anomitro_Adak, we realise how the algo has been performing recently but I can assure you that no change has been made to the logic.
Futhermore, I would request you to give this a read: Diversification Isn't Just a Correlation Number, Why Low Correlation Algos Can Still Lose Together
This should help your case. Let me know if you need more help!
Is it a natural drawdown or something else? I want to ask: Is it due to a profit-and-loss cycle? Please clarify
Yes, algo is behaving naturally and according to its logic. There are good and bad days even for algos