Protective Put
Protective Put • Jan 6, 2025 - Feb 28, 2026
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Protective Put strategy on SPX from Jan 6, 2025 - Feb 28, 2026, placing 175 trades that stayed open for an average of 1 days. With a solid 64.57% win rate (113 winners and 62 losers), the strategy proved reliable. This translated to $3,991,036.70 in total profits. On average, each position made $22,805.92. When annualized, that's a 18,684.0% return (CAGR), which suggests strong growth potential if maintained over time. Impressively, the maximum drawdown was only 1.9%, showing excellent risk control. With a Sharpe ratio of 7.56, the returns were excellent relative to the risk taken. Notably, the strategy captured 4,702.2% of the premium sold, which is excellent. Bottom line: this strategy looks promising for anyone seeking consistent, well-managed returns.
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Trade Log
| Date | Entry | Exit | Exit Reason | P&L | Return | Action |
|---|---|---|---|---|---|---|
| 2025-01-06 | $0.35 | $51.40 | Expiration | $51,019.10 | 14,382.95% | |
| 2025-01-07 | $0.32 | $0.00 | Expiration | $-348.80 | -100.00% | |
| 2025-01-10 | $0.37 | $0.00 | Expiration | $-392.50 | -100.00% | |
| 2025-01-13 | $0.41 | $0.00 | Expiration | $-439.00 | -100.00% | |
| 2025-01-14 | $0.43 | $112.18 | Expiration | $111,723.60 | 25,964.13% | |
| 2025-01-15 | $0.39 | $0.00 | Expiration | $-412.80 | -100.00% | |
| 2025-01-16 | $0.56 | $43.71 | Expiration | $43,119.20 | 7,639.02% | |
| 2025-01-17 | $0.45 | $0.05 | Expiration | $-421.00 | -88.76% | |
| 2025-01-21 | $0.46 | $36.50 | Expiration | $36,011.10 | 7,785.07% | |
| 2025-01-22 | $0.37 | $0.69 | Expiration | $294.40 | 86.69% | |
| 2025-01-24 | $0.42 | $70.62 | Expiration | $70,177.40 | 16,851.51% | |
| 2025-01-27 | $0.42 | $46.56 | Expiration | $46,113.00 | 10,959.38% | |
| 2025-01-28 | $0.43 | $14.50 | Expiration | $14,047.20 | 3,297.38% | |
| 2025-01-29 | $0.51 | $0.00 | Expiration | $-531.50 | -100.00% | |
| 2025-01-30 | $0.76 | $0.00 | Expiration | $-783.10 | -100.00% | |
| 2025-01-31 | $0.43 | $0.00 | Expiration | $-459.90 | -100.00% | |
| 2025-02-03 | $0.49 | $5.16 | Expiration | $4,640.10 | 944.75% | |
| 2025-02-04 | $0.46 | $1.31 | Expiration | $822.10 | 183.61% | |
| 2025-02-05 | $0.35 | $5.79 | Expiration | $5,410.90 | 1,539.76% | |
| 2025-02-06 | $0.54 | $28.39 | Expiration | $27,819.80 | 5,116.83% | |
| 2025-02-07 | $0.51 | $21.84 | Expiration | $21,305.30 | 4,193.30% | |
| 2025-02-10 | $0.50 | $0.00 | Expiration | $-529.30 | -100.00% | |
| 2025-02-11 | $0.36 | $8.21 | Expiration | $7,826.10 | 2,193.94% | |
| 2025-02-12 | $0.37 | $50.78 | Expiration | $50,387.90 | 13,770.53% | |
| 2025-02-14 | $0.58 | $0.05 | Expiration | $-560.40 | -91.44% | |
| 2025-02-18 | $0.48 | $14.13 | Expiration | $13,620.60 | 2,823.05% | |
| 2025-02-20 | $0.41 | $86.12 | Expiration | $85,682.40 | 20,823.23% | |
| 2025-02-25 | $0.54 | $0.00 | Expiration | $-562.20 | -100.00% | |
| 2025-02-26 | $0.40 | $65.72 | Expiration | $65,292.70 | 16,276.78% | |
| 2025-02-27 | $0.42 | $2.08 | Expiration | $1,638.10 | 400.12% | |
| 2025-02-28 | $0.77 | $50.42 | Expiration | $49,626.80 | 6,471.95% | |
| 2025-03-03 | $0.72 | $0.00 | Expiration | $-741.20 | -100.00% | |
| 2025-03-04 | $0.51 | $0.00 | Expiration | $-533.50 | -100.00% | |
| 2025-03-05 | $0.58 | $63.12 | Expiration | $62,509.30 | 10,695.28% | |
| 2025-03-06 | $0.53 | $0.00 | Expiration | $-558.30 | -100.00% | |
| 2025-03-07 | $0.53 | $107.72 | Expiration | $107,167.10 | 20,344.11% | |
| 2025-03-10 | $0.64 | $0.00 | Expiration | $-662.30 | -100.00% | |
| 2025-03-11 | $0.58 | $0.00 | Expiration | $-606.20 | -100.00% | |
| 2025-03-12 | $0.39 | $49.65 | Expiration | $49,238.30 | 12,772.70% | |
| 2025-03-13 | $0.42 | $75.04 | Expiration | $74,595.20 | 17,817.86% | |
| 2025-03-14 | $0.48 | $45.95 | Expiration | $45,444.00 | 9,472.92% | |
| 2025-03-18 | $0.45 | $62.53 | Expiration | $62,058.40 | 13,932.76% | |
| 2025-03-19 | $0.50 | $0.00 | Expiration | $-524.90 | -100.00% | |
| 2025-03-20 | $0.43 | $0.00 | Expiration | $-453.00 | -100.00% | |
| 2025-03-24 | $0.42 | $0.00 | Expiration | $-446.80 | -100.00% | |
| 2025-03-26 | $0.47 | $0.00 | Expiration | $-491.10 | -100.00% | |
| 2025-03-28 | $0.53 | $19.13 | Expiration | $18,576.40 | 3,525.85% | |
| 2025-03-31 | $0.55 | $0.00 | Expiration | $-579.60 | -100.00% | |
| 2025-04-01 | $0.47 | $28.05 | Expiration | $27,551.30 | 5,834.00% | |
| 2025-04-02 | $0.42 | $233.47 | Expiration | $233,026.60 | 55,834.36% |