.codex-plugin/plugin.json

{
  "apps": "./.app.json",
  "author": {
    "name": "SRINATH H"
  },
  "description": "Stratify backtests Indian index option strategies on a year of real 1-minute NIFTY options data. Describe the trade in plain words \u2014 the legs, when to enter, how to manage it while it is open \u2014 and the server runs it against every trading day in the window and returns what actually happened.\n\nEvery result carries P&L after real charges (brokerage, STT, exchange and SEBI fees, GST, stamp duty) and modelled slippage, return on margin from a SPAN calibration, and an honesty panel: an out-of-sample split, walk-forward folds, a bootstrap interval, and a deflated Sharpe that accounts for how many variants you have already tried. No ratio is reported below 30 trades. Every backtest gets a shareable report page with the equity curve, the rules card and every trade.\n\nThe open strategy protocol covers any number of legs on any expiry; strikes by delta, premium, points or percent; per-leg stops and targets; rolling a tested side; entry gates on VIX, index RSI/EMA/SMA and combined premium; clock-time entries and exits; and portfolio rules such as pausing after consecutive losses.\n\nData never leaves the server \u2014 a backtest returns results, not rows. No trades are executed and no financial advice is given: the service never calls a strategy good. Free tier: NIFTY, one year, 100 backtests an hour. Requires a free Stratify account (sign in via OAuth).",
  "interface": {
    "capabilities": [],
    "category": "Finance",
    "defaultPrompt": [
      "Backtest a weekly 20-delta NIFTY strangle at 09:30, 4 days to expiry, stop at a 100% loss of credit, target 60%.",
      "What data can you backtest, and how do you handle charges, slippage and margin?",
      "Backtest a weekly NIFTY bull put spread, sell 0.25 delta, buy 0.10 delta, held to expiry. Did it hold up out of sample?"
    ],
    "developerName": "SRINATH H",
    "displayName": "Stratify",
    "longDescription": "Stratify backtests Indian index option strategies on a year of real 1-minute NIFTY options data. Describe the trade in plain words \u2014 the legs, when to enter, how to manage it while it is open \u2014 and the server runs it against every trading day in the window and returns what actually happened.\n\nEvery result carries P&L after real charges (brokerage, STT, exchange and SEBI fees, GST, stamp duty) and modelled slippage, return on margin from a SPAN calibration, and an honesty panel: an out-of-sample split, walk-forward folds, a bootstrap interval, and a deflated Sharpe that accounts for how many variants you have already tried. No ratio is reported below 30 trades. Every backtest gets a shareable report page with the equity curve, the rules card and every trade.\n\nThe open strategy protocol covers any number of legs on any expiry; strikes by delta, premium, points or percent; per-leg stops and targets; rolling a tested side; entry gates on VIX, index RSI/EMA/SMA and combined premium; clock-time entries and exits; and portfolio rules such as pausing after consecutive losses.\n\nData never leaves the server \u2014 a backtest returns results, not rows. No trades are executed and no financial advice is given: the service never calls a strategy good. Free tier: NIFTY, one year, 100 backtests an hour. Requires a free Stratify account (sign in via OAuth).",
    "privacyPolicyURL": "https://stratify.aeon-labs.site/privacy",
    "shortDescription": "Describe a strategy. Test it.",
    "supportURL": "https://stratify.aeon-labs.site/contact",
    "termsOfServiceURL": "https://stratify.aeon-labs.site/terms",
    "websiteURL": "https://stratify.aeon-labs.site/"
  },
  "name": "app-6aa9f5eb007c819194248395d60a84b1",
  "version": "1.0.1"
}