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Thuztra: no-code algo trading strategies for NSE, honestly backtested — no live orders

No-code algo trading.

Most strategies fail an honest test on historical data.
Find out before the market tells you.

Build, backtest and deploy strategies for NSE stocks & ETFs: costs, taxes, a luck test and paper trading included.

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The report card

Every strategy gets a report card. Even yours.

A letter grade, a plain-English verdict, and the catches in rupees, not jargon. Here’s the report card on a sample strategy: what it kept after costs, the tax on the churn, the drop you’d have sat through, and whether the edge was just luck.

If your strategy only looks good without the costs, taxes, and luck test, it isn’t good. That’s the point.

Backtest resultsIllustrative · not advice
D
▲ Wild ride risk

The strategy works, but you’re not earning much for the bumps. Tighten the entry signal or add a stop-loss before risking real money.

Illustrative backtest of a sample strategy. Hypothetical, not a recommendation or investment advice. Backtested performance has inherent limitations and does not indicate future results.

Annual return
+3.3%
vs Nifty-50
-5.5%/yr
Worst drawdown
−30.3%
Sharpe ratio
0.31
vs 7% FD
-16.1%
Tax bite (est.)
-15% of gains
Risk & efficiency checks4 issues
  • 01

    Worst case: ₹1,00,000 dropped to ₹69,692 (a 30% loss). Would you have held through that, or panic-sold near the bottom?

  • 02

    A plain 7% bank FD with the same deposits would have ended at ₹14,00,214, more than this strategy's ₹11,75,226, with zero risk and zero effort.

  • 03

    Churn makes most gains short-term: estimated tax is ₹26,680 (STCG 20% + LTCG 12.5%), leaving ₹11,48,547 after tax. Slower rebalancing pushes gains long-term and cuts the rate.

  • 04

    Overfitting alert: the Sharpe of 0.97 flips to -1.27 on the held-out final stretch the strategy was never tuned on. An edge that inverts out-of-sample is usually curve-fitting, not skill, so re-test on a different window before trusting it.

Equity curve
Inverse-Vol 4-Stock Core · 1d · 1,234 bars
04 Jul 21 to 24 Jun 26 · 4 tickers · 60 rebalances
Strategy+17.52%NIFTY-50+51.92%Excess-34.40%
Capital outcome
Total return
+17.52%
Trades placed
60
Final value
₹11,75,226
Risk and consistency
Annual volatility
13.51%
Sortino
0.44
Calmar
0.11
Up-day %
52.80%
Vs benchmark
Alpha (annual)
-3.89%
Beta
0.85
Benchmark return
+51.92%
Reality check
7% FD ends at
₹14,00,214
Est. tax
−₹26,680
After-tax value
₹11,48,547
Year-by-year
PeriodStrategyNIFTY-50
2021 (partial)+7.9%+9.6%
2022+16.0%+4.3%
2023+14.9%+20.1%
2024+5.9%+9.2%
2025−0.5%+10.1%
2026 (partial)−22.5%−8.0%
Full period+17.5% total (+3.3%/yr CAGR)
Latest holdings
ITC29.7%
RELIANCE23.4%
HDFCBANK19.8%
TCS18.9%
Advanced analysis

What-if, parameter sweep, crash stress test, and luck check.

Counted in: transaction costs on every simulated trade. Checked alongside: estimated capital-gains tax (FIFO) · survivorship bias · out-of-sample stretch · 7% FD benchmark.

Real NSE daily data · 1,234 bars · 4-stock starter

This is Thuztra’s report card, the grade every strategy gets, shown here for a sample backtest. Hypothetical and illustrative, not a recommendation; backtested results have inherent limitations and do not indicate future performance.

  • Algo trading, for everyone

    Build the same rules-based strategies institutional desks run, for NSE stocks & ETFs.

  • No code, from test to deploy

    Design strategies in a visual editor, backtest them, and deploy the winners to paper trading. No programming, no live orders.

  • Honest backtest results

    Every backtest includes transaction costs, estimated taxes, a survivorship check, and a luck test.

How it works

Thuztra in
3 steps

Build a strategy, backtest it on real market data, and read an honest verdict, then deploy it to paper trading. No code, no cherry-picking.

01Build

Build a strategy, visually.

Compose allocators, filters and conditions into a strategy tree, then read it back in plain English. No code required.

02Backtest

Test it on real market data.

Hit Run and replay your strategy across five years of real NSE history in seconds, fees and slippage included.

03Results

Get an honest verdict.

A plain-English report card with the grade, equity curve, drawdown and the catches it found. No cherry-picking. Deploy the winners to paper trading — simulated, no live orders.

Backtest the full cycle

See how your rules-based strategy would have rebalanced over years of history, simulated bar by bar.

Discover pre-built strategies

Find strategies you can backtest right away, across a variety of purpose-driven categories, like Long Term, Technology Focus, and Diversification.

A portfolio that reacts to the market

Don't get caught up in emotions and sensationalized news. Test your rules against data, not headlines.

Community

Explore strategies others have built and shared. Fork them, study the logic, and backtest your own version.

Built to be checked

Claims you can check yourself.

Verified, not claimed.

Community backtest numbers marked ✓ are re-run by Thuztra on a standard 10-year window, not the publisher's screenshot. Fork any strategy and run it yourself.

Deploy to paper trading.

Paper trading is genuinely out-of-sample: your strategy is marked forward from the day you deploy it, using only data that arrived after. Simulated, no live orders. Live execution through partner brokers is on the roadmap.

Read your strategy back in plain English.

One click flips your rules between a visual tree, a flowchart, plain English, or Python. No code required; code available if you want it.

0k

Nifty 50 equity rows backtested

0+

systematic Nifty 50 strategies at launch

0+

strategy possibilities

Customize and
Create

Every strategy on Thuztra is fully editable. Swap out assets, adjust programmatic logic, and tweak parameters.

Use our no-code, visual editor to modify strategies or create your own from scratch.

Apply weighting

Custom weight, inverse volatility, market cap or balance equally.

If this, then that

Add conditionals to control the flow of logic.

Sort, filter, select

Start with a pool of candidates and dynamically select those that meet your criteria.

Learn and adapt

Backtest your strategy. Compare it to a benchmark or to another strategy.

Learn from what you see. Tinker and try it out again. And again.

The Historical Allocation Graph visualizes movements in a strategy's holdings over time.

Frequently Asked
Questions

Every backtest includes

Transaction costsCapital-gains tax (FIFO)Survivorship-bias checkPermutation luck test7% fixed-deposit benchmarkSize-aware slippageNext-open fillsReal NSE dataOut-of-sample / walk-forward

Beta going live soon

Join the waitlist

Be first in line when Thuztra opens. We'll email you the moment early access is ready.

Coming next: live execution through partner brokers.

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About Us

Thuztra is a systematic investing platform built by quantitative researchers and engineers. We believe disciplined, rules-based strategies belong in every investor's hands, not only on institutional trading desks. Every strategy is designed transparently, backtested on verifiable market data, and judged on evidence, not emotion.

  • Strategies built and validated on years of Nifty 50 market data.
  • Founded by quantitative researchers and engineers.
  • Every rule, backtest, and result is open and verifiable.
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Vansh Dhawan
Founder & CEO