• Rohit Katwal

Ladder Algo - Nifty Strangle 5% for January 2022 - April 2022

Only on a single account do we have this algorithm running and that too allocation differed for few days. Rest on all accounts this algorithm works in big quantities as it is one of the stable algorithms with consistent performance. Given low premiums in Nifty, it gives less return but is stable as far as equity curve is concerned.

Download XLSX • 80KB

In Portfolio Algorithm this had an allocation of 4 times the normal straddle and acted as a neutralizing agent during all the FNO volatility around Options. Apart from January 2022, this algorithm never went into loss for 2021 and 2022 trading period.

At the end of April 2022, it was up 5% after sailing through all the volatility. If we consider the allocation in Algorithm Portfolio it took the whole portfolio up into profit along with Reverse ORB.

This is the algorithm that has been stable for long time and we are keeping in our FNO Algorithm portfolio.

Rohit Katwal

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