Weekly Market & Algo Update
3rd March 2026 – 10th March 2026
From my desk as a Wealth Manager at Stratzy
This was a difficult week.
Not because the market crashed…
But because it refused to behave consistently.
While reviewing portfolios this weekend, one thing was very clear:
This was a week where volatility expansion punished most strategies.
Suitable for:
- Hedged / adaptive strategies
Difficult for:
- Strangles
- Straddles
- High RR directional systems
This was a trap-heavy market, not a trending one.
Key Highlights of the Week
- Some credit spreads delivered double-digit returns
- Many strangles & straddles faced consistent pressure
- Directional systems became completely outcome-dependent
- Portfolio diversification mattered more than ever
This week reinforces 3 key lessons:
1. Volatility > Direction
You don’t need a crash to lose money — unstable VIX is enough
2. No single strategy is enough
Even best-performing categories had deep drawdowns
3. Portfolio thinking wins
Diversified approach = survival
Concentrated bets = damage
Algo Performance
Credit Spread Strategies
| Strategy | Weekly Return |
|---|---|
| IV-Imbalance Credit Spread Overnight | -1.24% |
| Curvature Credit Spread Overnight | 10.50% |
| Damper Credit Spread | 12.76% |
| Zen Credit Spread Overnight | 15.89% |
| Mathematician’s Credit Spread Overnight | 9.92% |
| Wave Return Credit Spread Overnight | -6.99% |
| Delta-Ripple Credit Spread Overnight | -7.85% |
| Theta-Harvest Credit Spread Expiry | -8.12% |
| Ratio-Fluxer Credit Spread Expiry | -4.20% |
| Delta-Leverage Credit Spread Overnight | 17.34% |
| Theta-Flux Credit Spread Overnight | 5.14% |
| Rolling-Carry Credit Spread Exit-Early | 6.52% |
| Warp-Drive Credit Spread Exit-Early | 3.17% |
| Delta-Shift Credit Spread Expiry | -16.01% |
| Chain-Sync Credit Spread Overnight | -3.70% |
| Curve-Whisper Credit Spread Overnight | 10.53% |
| Ratio-Ripple Credit Spread Expiry | -3.73% |
| Ripple-Return Credit Spread Expiry | -3.94% |
| Ratio-Hunter2 Credit Spread | 0.00% |
| Hamilton’s Credit Spread | -0.27% |
| Ratio-Return Credit Spread Exit-Early | 17.75% |
| Convex Credit Spread Overnight | 12.70% |
| E-QUEUE Credit Spread Overnight | -1.40% |
| Ratio-Weave Credit Spread Expiry | -8.84% |
| V-Score Credit Spread Overnight | -15.24% |
| Gamma-Fluxer Credit Spread Overnight | -2.19% |
| Delta-Rotation Credit Spread Expiry | 12.21% |
| Super Entropy Credits | 1.04% |
| Vega-Shift Credit Spread Expiry | 2.98% |
| Drifting Credit Spread Overnight | -24.87% |
| Deep Rooted Credit Spread Overnight | -2.10% |
| Sookshma-Chaal Credit Spread Overnight | -4.59% |
| Sensex Credit Spread Exit-Early | -10.31% |
Short Strangle Strategies
| Strategy | Weekly Return |
|---|---|
| Expiry Short Strangle | -11.30% |
| Intraday Short Strangle | -4.59% |
| Holonomy’s Short Strangles | -0.53% |
| Carry Forward Strangle | -11.69% |
| Compressed Strangle | -0.52% |
| Flux Strangle | -1.15% |
| Premium-zone Strangle | -3.22% |
| Theta-zone Strangle | -1.55% |
| Chanakya Short Strangle Overnight | -0.64% |
| Sidha-Sauda Short Strangle Overnight | 0.00% |
| Sahi-Nivesh Overnight Strangle | -3.60% |
| Market-Pulse Short Strangle Overnight | -6.01% |
| Bazaar Short Strangle Overnight | -6.30% |
| Homecoming Short Strangle Overnight | -9.78% |
| Slow-Climb Short Strangle Overnight | -0.47% |
Short Straddle Strategies
| Strategy | Weekly Return |
|---|---|
| Single Lattice Straddle | -17.05% |
| Lattice Short Straddles | -3.22% |
| Single Rangetrap Straddle | -4.94% |
| Single Kurtosis Straddle | -12.77% |
| Quiet Short Straddle | -2.42% |
| Single Tightgrip Straddle | -15.27% |
Options & Directional Strategies
| Strategy | Weekly Return |
|---|---|
| Fixed RR 1:3 (30% SL) | -28.64% |
| SkewHunter | 10.93% |
| Index Sniper | -15.21% |
| SkewHunter TSL | 10.71% |
| Vacuum GRID (35% SL) | -20.44% |
| Burst RR 1:2 (25% SL) | -11.36% |
| Burst GRID (30% SL) | -16.05% |
| Index Scalper | -7.37% |
| Settle-down 40% TSL | 11.33% |
| Savdhaan 35% SL | 17.41% |
| Only-Calls 40% TSL | -0.09% |
| Nischay 40% TSL | 7.74% |
| Wise-Move 25% TSL | 9.10% |
| Free-Launch 30% TSL | -0.38% |
| Aastha 35% TSL | -0.15% |
| Dhyaan 35% TSL | -0.42% |
| Sahas 40% TSL | -3.88% |
| Thrifty 40% TSL | -0.52% |
| Seed-Fund 40% SL FixedRR 1:3 | 7.20% |
| Aaram-Se 30% TSL | -2.48% |
| Chhota-Move 30% SL FixedRR 1:2 | 5.52% |
Where Stratzy Alpha Portfolio Fits
Weeks like this remind us why structured portfolios matter:
- Mix of credit spreads + hedged strategies
- Focus on drawdown control
- Built for different market regimes
Systematic Alpha. Intelligent Risk.
Ask yourself:
- Were you overexposed to one strategy?
- Did volatility impact your decisions?
- Are you tracking strategy performance weekly?
Because in weeks like this —
Survival itself is a strategy.