Credit Call Spread
Credit Call Spread • Jan 3, 2022 - Dec 31, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Credit Call Spread strategy on SPX from Jan 3, 2022 - Dec 31, 2025, placing 904 trades that stayed open for an average of 1 days. The results were impressive - winning 79.42% of the time (718 wins vs 186 losses), which shows remarkable consistency. This translated to $24,449,220.60 in total profits. On average, each position made $27,045.60. When annualized, that's a 297.0% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 27.6%, which would require strong conviction to ride out. With a Sharpe ratio of 11.43, the returns were excellent relative to the risk taken. Notably, the strategy captured 284.3% 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 |
|---|---|---|---|---|---|---|
| 2022-01-03 | $8.50 | $0.05 | Expiration | $-8,476.70 | -99.41% | |
| 2022-01-05 | $8.67 | $0.05 | Expiration | $-8,650.30 | -99.42% | |
| 2022-01-07 | $9.39 | $41.27 | Expiration | $31,850.90 | 339.37% | |
| 2022-01-10 | $10.56 | $0.05 | Expiration | $-10,540.60 | -99.53% | |
| 2022-01-12 | $10.14 | $0.05 | Expiration | $-10,111.40 | -99.51% | |
| 2022-01-14 | $10.98 | $0.05 | Expiration | $-10,959.40 | -99.54% | |
| 2022-01-18 | $9.69 | $30.03 | Expiration | $20,318.60 | 210.05% | |
| 2022-01-19 | $8.60 | $0.05 | Expiration | $-8,578.30 | -99.42% | |
| 2022-01-21 | $12.40 | $47.32 | Expiration | $34,891.10 | 281.52% | |
| 2022-01-24 | $15.88 | $0.05 | Expiration | $-15,855.80 | -99.69% | |
| 2022-01-26 | $15.87 | $0.05 | Expiration | $-15,841.90 | -99.68% | |
| 2022-01-28 | $14.14 | $86.09 | Expiration | $71,927.70 | 509.00% | |
| 2022-01-31 | $12.76 | $0.05 | Expiration | $-12,733.20 | -99.61% | |
| 2022-02-02 | $8.88 | $0.05 | Expiration | $-8,854.70 | -99.44% | |
| 2022-02-04 | $15.67 | $49.16 | Expiration | $33,461.50 | 213.67% | |
| 2022-02-07 | $13.60 | $0.05 | Expiration | $-13,573.90 | -99.63% | |
| 2022-02-09 | $8.29 | $0.05 | Expiration | $-8,265.00 | -99.40% | |
| 2022-02-11 | $16.63 | $37.61 | Expiration | $20,954.60 | 126.17% | |
| 2022-02-14 | $11.15 | $0.05 | Expiration | $-11,129.90 | -99.55% | |
| 2022-02-16 | $11.71 | $0.05 | Expiration | $-11,682.90 | -99.57% | |
| 2022-02-18 | $12.17 | $0.05 | Expiration | $-12,150.50 | -99.59% | |
| 2022-02-22 | $13.14 | $94.39 | Expiration | $81,226.20 | 618.46% | |
| 2022-02-23 | $13.32 | $0.05 | Expiration | $-13,294.60 | -99.62% | |
| 2022-02-25 | $11.14 | $38.61 | Expiration | $27,443.50 | 246.57% | |
| 2022-02-28 | $11.82 | $0.05 | Expiration | $-11,798.40 | -99.58% | |
| 2022-03-02 | $12.90 | $0.05 | Expiration | $-12,880.20 | -99.61% | |
| 2022-03-04 | $14.52 | $117.19 | Expiration | $102,646.90 | 707.25% | |
| 2022-03-07 | $15.86 | $0.05 | Expiration | $-15,836.00 | -99.68% | |
| 2022-03-09 | $12.04 | $0.05 | Expiration | $-12,011.40 | -99.58% | |
| 2022-03-11 | $10.10 | $53.36 | Expiration | $43,229.10 | 428.06% | |
| 2022-03-14 | $12.75 | $0.05 | Expiration | $-12,725.80 | -99.61% | |
| 2022-03-16 | $11.20 | $0.05 | Expiration | $-11,179.60 | -99.55% | |
| 2022-03-18 | $12.76 | $30.67 | Expiration | $17,885.50 | 140.39% | |
| 2022-03-21 | $9.66 | $0.05 | Expiration | $-9,636.80 | -99.48% | |
| 2022-03-23 | $11.69 | $0.05 | Expiration | $-11,664.90 | -99.57% | |
| 2022-03-25 | $11.87 | $29.70 | Expiration | $17,807.40 | 150.28% | |
| 2022-03-28 | $9.14 | $0.05 | Expiration | $-9,120.50 | -99.45% | |
| 2022-03-30 | $10.71 | $43.86 | Expiration | $33,120.40 | 309.39% | |
| 2022-03-31 | $12.50 | $53.44 | Expiration | $40,916.90 | 327.62% | |
| 2022-04-01 | $12.79 | $45.72 | Expiration | $32,907.70 | 257.57% | |
| 2022-04-04 | $8.26 | $0.05 | Expiration | $-8,234.20 | -99.39% | |
| 2022-04-06 | $10.36 | $0.05 | Expiration | $-10,337.40 | -99.52% | |
| 2022-04-08 | $7.55 | $94.15 | Expiration | $86,574.90 | 1,147.17% | |
| 2022-04-11 | $7.71 | $0.05 | Expiration | $-7,684.80 | -99.35% | |
| 2022-04-13 | $6.05 | $57.26 | Expiration | $51,187.90 | 847.06% | |
| 2022-04-14 | $11.82 | $0.05 | Expiration | $-11,795.60 | -99.58% | |
| 2022-04-18 | $8.62 | $0.05 | Expiration | $-8,600.20 | -99.42% | |
| 2022-04-20 | $8.44 | $0.05 | Expiration | $-8,415.50 | -99.41% | |
| 2022-04-22 | $10.02 | $17.41 | Expiration | $7,365.70 | 73.78% | |
| 2022-04-25 | $12.07 | $112.36 | Expiration | $100,260.20 | 830.61% |