Trade 1+₹11,300
SideInstrumentQty × entryExitSellNIFTY26O1623000PE225 × 113.4296.45BuyNIFTY26O1622600PE225 × 55.4719.82SellNIFTY26O1623000CE225 × 166.2193.13BuyNIFTY26O1623400CE225 × 21.0716.89
opened 11 Oct → 10:58 · Exit signal · SL 6%
Calm Harbour Iron Condor Weekly
Sells a wide weekly NIFTY iron condor sized to realised volatility and adjusts the tested side once.
- 1Y return
- +9.1%
- CAGR
- +20.1%
- Max drawdown
- -4.4%
- Sharpe
- 1.33
- Win rate
- 72.0%
- Subscribers
- 33664 slots left
Overview
Backtested Oct 23 – Sep 26 on the maximum allocation of ₹6,00,000, against the NIFTY 50.
1M+2.66%
3M+3.21%
6M+7.49%
1Y+9.06%
Max+73.02%
- Calm Harbour Iron Condor Weekly
- NIFTY 50 (benchmark)
Characteristics
- Market
- India
- Brokers
- Angel One or Zerodha
- Trading hours
- 09:15–15:30 IST, Monday to Friday
- Operates on
- NSE
- Built on
- NIFTY
- Segment
- F&O
- Strategy
- Iron Condor
- Holding period
- Weekly
- Favourable in
- Low-volatility, range-bound weeks
- Provider
- Harbour Quant
- Logic
- White box
Performance
Returns on the maximum allocation, by period and by month.
Returns by period
| Period | Profit | Return |
|---|---|---|
| 1 month | ₹15,960 | +2.66% |
| 3 months | ₹19,242 | +3.21% |
| 6 months | ₹44,966 | +7.49% |
| 1 year | ₹54,382 | +9.06% |
| 3 years | ₹4,38,134 | +73.02% |
| All time | ₹4,38,134 | +73.02% |
Return profile
- Cumulative return
- +73.02%
- CAGR
- +20.05%
- Avg. up month
- +2.95%
- Avg. down month
- -1.56%
Monthly returns
Monthly returns distribution
- -3.84% to -1.39%6 months
- -0.72% to 0.56%6 months
- 0.91% to 1.95%6 months
- 1.98% to 2.32%6 months
- 2.66% to 3.86%6 months
- 3.9% to 7.99%6 months
Drawdowns
How deep and how long the strategy fell from its peaks, and how fast it recovered.
Max drawdown-4.41%Nov 24
Avg. drawdown-1.78%across all months under water
Longest drawdown180 daysAug 24 – Feb 25
Underwater plot
Worst 5 drawdowns
| # | Depth | Peak | Trough | Recovered | Length | Recovery |
|---|---|---|---|---|---|---|
| 1 | -4.41% | Aug 24 | Nov 24 | Feb 25 | 180 days | 90 days |
| 2 | -2.98% | Jan 26 | Feb 26 | May 26 | 120 days | 90 days |
| 3 | -2.70% | Sep 25 | Nov 25 | Dec 25 | 90 days | 30 days |
| 4 | -1.39% | Jun 26 | Jul 26 | Aug 26 | 60 days | 30 days |
| 5 | -0.66% | Jul 25 | Aug 25 | Sep 25 | 60 days | 30 days |
Trade metrics
Trading behaviour, risk, consistency and efficiency in one place.
Trades
- Frequency
- 1 trades/week
- Success ratio
- 72.00%
- Avg. profit per trade
- +2.20%
- Avg. loss per trade
- -4.80%
- Risk : reward
- 0.46
- Stop-loss per trade
- 6.00%
Risk
- Risk level
- Moderate
- Avg. drawdown
- -1.78%
- Max drawdown
- -4.41%
- Avg. time to recovery
- 54 days
- Max time to recovery
- 90 days
- Annualised volatility
- 9.28%
Consistency
- Win days
- 66.30%
- Win months
- 69.44%
- Win quarters
- 91.67%
- Max consecutive wins
- 14 trades
- Max consecutive losses
- 3 trades
- Max consecutive winning months
- 6
Efficiency
- Sharpe
- 1.33
- Sortino
- 2.67
- Calmar
- 4.55
- Alpha
- 0.10
- Beta to NIFTY 50
- 0.23
Past trades
Daily profit and loss for any month since Oct 23. Pick a month, then a day to see its trades.
₹18,900 (+3.15%)
Month to date (16 Oct 2026) on the maximum allocation of ₹6,00,000. Select a day to see its trades.
Mon
Tue
Wed
Thu
Fri
5
6
7
8
9
12
15
16
19
20
21
22
23
26
27
28
29
30
- Trading days
- 4
- Winning days
- 3
- Best day
- +₹17,225
- Worst day
- −₹16,375
Trades on
+₹11,300Wed 14 Oct 2026
About Calm Harbour Iron Condor Weekly
Calm Harbour Iron Condor Weekly is a defined-risk income strategy. Each week it sells an iron condor on NIFTY with short strikes placed at one expected move, sized so that the maximum loss is capped at a fixed percentage of allocation. If one side is tested, the algo adjusts once by rolling the untested side closer; a second test triggers an exit.
How it works
- Opens the condor on Friday after the new weekly contract starts trading.
- Short strikes at ±1 expected move; wings 200 points further out.
- One defensive adjustment allowed per week; exits on stop-loss or at 50% of max profit.
- Skips weeks containing scheduled macro events.
White-box strategy: the provider discloses the rules above so you can judge the logic as well as the track record.
Risk notes
Iron condors have a high win rate but losses, when they come, are larger than the average win. Sizing keeps the worst case bounded.
Combine with other algos
Correlation of monthly returns between Calm Harbour Iron Condor Weekly and other algos. Low or negative correlation means they tend not to draw down at the same time, which steadies a portfolio.
| Algo | Correlation | 1Y | Max DD | Combined max DD (50/50) | Action |
|---|---|---|---|---|---|
| Convex Credit Spread Overnight | 0.45 | +27.4% | -43.1% | -24.3% | Combine |
| Delta-Rotation Credit Spread Expiry | 0.13 | +27.0% | -14.3% | -5.1% | Combine |
| Momentum Pulse Equity | 0.32 | +13.1% | -16.7% | -8.5% | Combine |
| Mean Reversion NIFTY Intraday | -0.08 | +50.9% | -7.8% | -2.9% | Combine |
| Trend Rider BANKNIFTY Futures | 0.22 | +14.2% | -27.5% | -12.6% | Combine |
| Dividend Rotator Equity | 0.31 | +2.5% | -11.3% | -4.0% | Combine |
| Volatility Harvest Straddle | 0.12 | +51.5% | -17.3% | -4.0% | Combine |
| Gold Carry MCX | -0.02 | +23.3% | -7.9% | -3.0% | Combine |
| US Large-Cap Momentum | -0.05 | +19.7% | -11.3% | -3.5% | Combine |
| QQQ Trend Switch | 0.14 | +13.5% | -8.4% | -4.8% | Combine |
| SPX Weekly Put Spread | -0.18 | +22.2% | -8.8% | -5.8% | Combine |
| Bitcoin Trend 4H | -0.29 | +54.9% | -26.4% | -9.5% | Combine |
| ETH–BTC Rotation | -0.16 | +51.5% | -27.8% | -13.5% | Combine |
Frequently asked questions
Why is the win rate so high?
The condor profits whenever NIFTY stays within the expected move for the week, which historically happens about 70% of the time.
What happens on a big move?
The algo makes a single adjustment on the tested side and exits at the stop-loss if the move continues, capping the loss on the week.
How do I subscribe to Calm Harbour Iron Condor Weekly?
Choose a plan on the pricing page, link your broker account, set your allocation (minimum ₹1,20,000) and the algo starts placing orders from the next session. You pay ₹899 per month plus 15% of net monthly profit above the high-water mark.
Explore similar algos
Convex Credit Spread Overnight
Sells NIFTY put or call spreads when option-surface curvature signals a convexity reversal, holding positions overnight to capture theta and skew normalisation.
- Min capital
- ₹1,00,000
- 1Y return
- +27.4%
- Risk
- Very High
Delta-Rotation Credit Spread Expiry
Rotates short credit spreads across deltas on NIFTY expiry day, squaring off before close to avoid overnight exposure.
- Min capital
- ₹1,00,000
- 1Y return
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- Min capital
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Trend Rider BANKNIFTY Futures
Breakout trend-following on BANKNIFTY futures with volatility-scaled position sizing and ATR trailing stops.
- Min capital
- ₹2,50,000
- 1Y return
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- Risk
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Important disclosure. Past performance, including back-tested returns, does not guarantee future results. Algorithmic trading strategies are exposed to market risk and can undergo periods of drawdown. Returns are subject to slippage, which depends on market conditions, the traded instrument and its liquidity. In accordance with exchange regulations, algorithmic strategies place LIMIT orders only, so execution is not guaranteed. Trades on the same instrument across multiple algos or manual orders may conflict. Performance figures and risk disclosures of listed algos are independently verified before listing. This demo uses simulated data.