SkewHunterTSL and Zen credit spread algo

Stratzy Algos
1

Sir,

I am new to algo. Started both the algos three days back and are in loss continue 3 days except today SkewHunterTSL give small gain. I read the recent post about of SkewHunterTSL and felt to ask users of these two algos that are these safe now to continue with ? Pl give honest advise.

2

Hi,

I will give you my personal results for these algos. I will also add Fixed RR 1:3 algo in this comparison.

  1. Zen Credit Spread : I am using this algo from 07-Aug-2025 and I have got a realised P&L of around Rs. 4.6 lakhs till now.

  2. SkewHunter TSL : I started using this algo from 01-Jul-2026 and I have got a realised P&L of around Rs. 13,200 till now.

  3. FixedRR 1:3 : I am using this algo from 13-Jan-2026 and I have got a realised P&L of around Rs. 3.66 lakhs till now.

Some performance indicators for these algos:

  1. Zen Credit Spread:

    • Reward-to-Risk Ratio : 1.31
    • Maximum Drawdown : -36.23%
    • Sharpe Ratio : 2.73%
    • CAGR% : 203.84%

  2. SkewHunter TSL:

    • Reward-to-Risk Ratio : 2.09
    • Maximum Drawdown : -74.25%
    • Sharpe Ratio : 1.19%
    • CAGR% : 175.57%

  3. FixedRR 1:3:

    • Reward-to-Risk Ratio : 2.45
    • Maximum Drawdown : -70.75%
    • Sharpe Ratio : 1.57%
    • CAGR% : 306.45%

So, with the above data, I would possibly choose Zen and FixedRR if I can only use 2 algos. Of course, this is my personal choice.

4 Likes
3

Thank you Sir for your advise…Just mention how much capital you deployed in each algo. Also I see max drawdown above 70 percent means my capital will wiped out in this drawdown era. I afraid of both these max drawdown I think to go with only Zen credit spread. Pl advise.

4

I deployed the maximum allocation amount for these algos. Rs. 3.2 Lakhs for Zen and Rs. 5 Lakhs each for the other 2 algos.

1 Like
5

As you can see from my stats, I have been using SkewHunter TSL only from the start of this month so my results are still premature for this algo.

The other 2 algos I have been using for sometime.

Regarding drawdowns, what I have seen is that sometimes there are bouts of drawdowns for several days and similarly there are bouts of gains also for several days at a stretch.

2 Likes
6

Ok Sir thanks alot… It gave me some direction.