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that day.
Backtested Gross Gains
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
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Avg Drawdown
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Indicates the average decline the strategy experiences in downturns, revealing how deep its typical losses go.
Risk : Reward
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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
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Indicates how often the Algo trades on average.
Risk
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Indicates the expected volatility of the Algo and is classified into levels like Low, Medium, and High.
Max Drawdown
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Indicates the largest decline the Algo has faced so far, reflecting its most severe historical downturn.
Success Ratio
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Indicates the percentage of trades that end in profit. E.g., 70% means 7 out of 10 trades are winners.
Avg Profit in Trade
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Indicates the average gain the Algo earns on its winning trades.
Avg Loss in Trade
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Indicates the average loss the Algo incurs on its losing trades.
Avg Time to Recovery
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Indicates the average number of days the Algo took to bounce back after experiencing its average drawdown.
Max Time to Recovery
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Indicates the number of days the Algo took in the past to recover from its worst drawdown to date.
Sharpe Ratio
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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.
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Strategy Overview
Our markets work heavily on sentiment. The underlying theory behind this algorithm is that stocks near major 'psychological' levels observe more investor activity and stronger trends. The tricky part is finding out the psychological levels. A few simple examples of intraday levels could be whole numbers, or prices in multiples of 10 etc. For longer terms, 52 week highs/lows are important psychological ranges. We identify stocks close to breaching such levels, then do cross sectional ranking by volume to come up with trade signals. The traded volume here acts as a confirmation of the upcoming trend.
This Algo is managed by
Stratzy
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 Algo identifies stocks near key psychological levels—like whole numbers or 52-week highs/lows—where investor activity spikes. It then ranks them by volume to confirm trend strength and generate trade signals.










































































