https://thealgobench.com/horizons/swing/Recent content in Swing on The Algo BenchHugoen-INTue, 10 Nov 2026 00:00:00 +0000https://thealgobench.com/landmines/blocked-dates-hindsight/Tue, 10 Nov 2026 00:00:00 +0000https://thealgobench.com/landmines/blocked-dates-hindsight/<h2 id="the-trap">The trap</h2> <p>A backtest has a few terrible weeks. Looking at them, they line up with events: an election result, a budget, a crash. &ldquo;Nobody would trade through that,&rdquo; so those dates go on a blocklist and the backtest is run again. It now looks much safer. But the list was written by someone who already knew which dates would hurt.</p>https://thealgobench.com/strategies/nifty-5-delta-strangle/Mon, 09 Nov 2026 00:00:00 +0000https://thealgobench.com/strategies/nifty-5-delta-strangle/<h2 id="the-idea">The idea</h2> <p>Options far from the market rarely end up worth anything. A setup popular with traders sells the NIFTY weekly call and put whose <strong>delta is about 0.05</strong>, which the options market itself prices as roughly a 1-in-20 chance of each one ending in the money. It sells them four trading sessions before expiry, holds them to expiry day, and adds a stop: if the two options together become worth <strong>3.5 times</strong> what they were sold for, close both.</p>