Use Crypto Gamma in supported strategies

Supported TensorAlgo strategies can use Crypto Gamma context when the selected instrument has Gamma coverage.

The current Gamma-enabled crypto instruments are BTCUSDT and ETHUSDT.

What a strategy can evaluate

A supported strategy can use structured conditions such as:

• the relationship between price and an important Gamma level;
• a Gamma metric condition;
• a supported Greek or regime condition;
• a sequence that combines Gamma context with price, session, or confirmation rules.

Available fields depend on the current strategy builder and runtime support.

Create the strategy

1. Create or edit a Playbook for a supported Gamma-enabled crypto instrument.
2. Add a supported strategy.
3. Choose the relevant Crypto Gamma condition or market-context block.
4. Configure the relationship, threshold, or regime.
5. Add the remaining entry, invalidation, and trade-management rules.
6. Save and validate the Playbook.
7. Activate the Playbook when validation passes.

Evidence and fallback

When the runtime evaluates Gamma context, the resulting evidence can include:

• requested and selected expiry context;
• source expiry;
• whether fallback was used;
• fallback reason;
• resolver version.

These fields help explain which market context was used for the evaluation.

When a strategy cannot evaluate

Common reasons include:

• the instrument does not have Crypto Gamma coverage;
• the requested expiry is unavailable;
• Strict fallback prevents replacement;
• current Gamma data is unavailable or stale;
• the strategy contains an unsupported combination.

Important limitation

Crypto Gamma conditions do not guarantee a profitable setup. They should be one part of a complete, reviewed Playbook.