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Stratify
SRINATH H v1.0.1
Describe a strategy. Test it.
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From the developer
Not specified in the available declarations: capabilities, limitations, pricing & account requirements.
Onboarding example
Backtest a weekly 20-delta NIFTY strangle at 09:30, 4 days to expiry, stop at a 100% loss of credit, target 60%.
Sources & dates
Developer declarations; not independently tested. Listing last checked Nov 4, 2026. Package observed Nov 3, 2026.
Description
From the marketplace listing
Stratify backtests Indian index option strategies on a year of real 1-minute NIFTY options data. Describe the trade in plain words — the legs, when to enter, how to manage it while it is open — and the server runs it against every trading day in the window and returns what actually happened. Every 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. The 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. Data never leaves the server — 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).
Language: English · Automatically detected from descriptions.
Matches for “split”
Exact text from the indicated source. A mention alone does not establish support for your task.
Publisher description
Stratify backtests Indian index option strategies on a year of real 1-minute NIFTY options data. Describe the trade in plain words — the legs, when to enter, how to manage it while it is open — and the server runs it against every trading day in the window and returns what actually happened. Every 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. The 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. Data never leaves the server — 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).
What changed
Earlier changes · 1 more observation days on this page
· 2 observations
Technical updates · 1
Package or technical metadata updated
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Files & skills
File archives
Plugin package2 files · 1.4 KBBrowse files →
Package details
Publisher declarations from the archived package. These are separate from our research and the live service's terms.
- Package author
- SRINATH H
Package observed Nov 3, 2026.
Technical details
- First seen
- Oct 10, 2026 · 06:00 UTC
- Last seen
- Nov 4, 2026 · 18:00 UTC
- Collection status
- Collected
plugin_asdk_app_6aa9f5eb007c819194248395d60a84b1
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