Observation on Zen Credit Spread Overnight

Stratzy Algos
1

• Algo name: Zen Credit Spread Overnight
• Time period: Aug 2026
• On the strategy, Past Trades history when compared to my Actual books Profit/Losses is varying by 0.4%-0.5% almost on every trade (it would be actually lesser profit when profits books and more loss when a loss is booked compared to what is show on the Past Trades page), effectively making the strategy with very varying results.

For Aug 2026, on the strategy shows 9.91% (10 Trades) as on 21Aug. but it took only 8 Trades for me and effectively 3.09%.

This feels like too much of a gap. I could be wrong with only month trades data. could you please clarify.

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2

I too observed similar pattern some times I noticed 1 to 1.5 percent difference

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3

Yes I have also observed the same for month of august and will monitor till next month. Only after few will I know the actual/real returns on Zen credit spread algo.

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May I request anyone who deployed other strategies over a longer period perform similar analysis to exactly know the actuals are, I agree there would be slippages, but want to learn what strategies are closer to the reality. thank you.