Hi everyone,
I’m trying to build a comparative ranking of Stratzy’s trading algos and would really appreciate some help from anyone who has already collected or tracked this data.
Is anyone able to share a complete/updated list of Stratzy strategies ranked by risk-adjusted performance/efficiency parameters, rather than just returns?
Ideally, I’m looking for:
-
Algo Score ( available over app )
-
Sharpe Ratio
-
Calmar Ratio
-
Maximum Drawdown
-
CAGR / Annualised Return
-
Win Rate, if available
-
Profit Factor, if available
-
Minimum capital required
-
Any other important risk-efficiency metric available on Stratzy
It would be extremely helpful if the strategies could also be grouped by strategy type, for example:
Credit Spread
-
Zen Credit Spread
-
Damper
-
Curvature
-
IV-Imbalance
-
Gamma-Fluxer
-
etc.
Option Buying / Naked Buying
-
Fixed RR
-
SkewHunter
-
etc.
Straddle
Strangle
Ratio / Ratio Spread
Expiry Strategies
Directional
BTST / Overnight
Other strategy types
Ideally, something in this format would be perfect:
| Rank | Algo | Type | Algo Score | Sharpe | Calmar | Max DD | CAGR | Min Capital |
|---|---|---|---|---|---|---|---|---|
| 1 | XYZ | Credit Spread | ||||||
| 2 | ABC | Option Buying |
I’m particularly interested in risk-adjusted efficiency and consistency, not simply which algo generated the highest return.
If anyone has already compiled such a sheet/database, Google Sheet, Excel, screenshot, or even partial data would be extremely helpful.
Also, if someone knows whether Stratzy provides these metrics for all algos in one place, please let me know where I can access it.
Thanks in advance!