Hamilton's Credit Spread
by Stratzy|Nifty | Hedged | Directional
Min. Amount:₹ 1,00,000
Max. Amount:₹ 3,20,000
Min. Amount
₹1,00,000
Max. Amount
₹3,20,000
Know performance, backtest now
Backtest Snapshot
Performance Snapshot
Click on a date to see how the algo performed
that day.
that day.
May 2026
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Backtested Gross Gains
1 month
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3 months
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6 months
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1 year
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3 year
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All time
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Backtest Best & Worst Holding Periods
This graph compares the Algo's best and worst performance over time, showing how returns can vary depending on when you start using the Algo.
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Performance Summary
Hover to see parameter details.
Tap to see parameter details.
Avg Drawdown
--
Indicates the average decline the strategy experiences in downturns, revealing how deep its typical losses go.
Risk : Reward
--
Indicates how much the Algo typically earns for every rupee it risks. E.g., 1:3 means it targets ₹3 in reward for every ₹1 of risk.
Frequency of trade
--
Indicates how often the Algo trades on average.
Risk
--
Indicates the expected volatility of the Algo and is classified into levels like Low, Medium, and High.
Max Drawdown
--
Indicates the largest decline the Algo has faced so far, reflecting its most severe historical downturn.
Success Ratio
--
Indicates the percentage of trades that end in profit. E.g., 70% means 7 out of 10 trades are winners.
Avg Profit in Trade
--
Indicates the average gain the Algo earns on its winning trades.
Avg Loss in Trade
--
Indicates the average loss the Algo incurs on its losing trades.
Avg Time to Recovery
--
Indicates the average number of days the Algo took to bounce back after experiencing its average drawdown.
Max Time to Recovery
--
Indicates the number of days the Algo took in the past to recover from its worst drawdown to date.
Sharpe Ratio
--
Indicates how well an Algo balances risk and return, showing how effectively it manages volatility.
*Metrics/Analytics basis past data. Historical data does not guarantee future results.
Correlation Metrics
Select and Compare correlation of different Algos and portfolio stability.
Algo Score Algo Score combines returns, risk, volatility, drawdowns, and consistency into one comparable number. Correlation
Know performance, backtest now
Why is less correlation so important in Algotrading?
Strategy Overview
Nifty
Hedged
Directional
Our Hamilton-based credit spread algorithm is a sophisticated intraday trading strategy designed to capitalize on market inefficiencies. Utilizing the principles of Hamiltonian mechanics, this algorithm identifies and executes optimal credit spread trades with precision. All positions are squared off before market close, aligning with a disciplined intraday approach to maximize consistency and mitigate overnight exposure.
This Algo is managed by
Stratzy
RA no. INH000009180SEBI registered algo provider
Algos in market79
Active since5 Years
Deployed by12,500 users
Stratzy is a place where you can get tailored guidance for your portfolio to help you make the right investments. Gain access to battle tested algos, automation of your investments and insights about the market, right in the palm of your hand. Your wealth generation begins here.
More algos by StratzyFrequently Asked Questions
The Hamilton Credit Spread Algo is based on mathematical research by Hamilton and identifies market patterns to execute a Credit Spread strategy, aiming for consistent premium gains with defined risk.
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