Iron Condor
Iron Condor • Jan 1, 2007 - Dec 31, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Iron Condor strategy on SPX from Jan 1, 2007 - Dec 31, 2025, placing 708 trades that stayed open for an average of 21 days. The results were impressive - winning 97.18% of the time (688 wins vs 20 losses), which shows remarkable consistency. This translated to $83,363,696.85 in total profits. On average, each position made $117,745.33. When annualized, that's a 47.8% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 29.7%, which would require strong conviction to ride out. With a Sharpe ratio of 11.36, the returns were excellent relative to the risk taken. The strategy managed to keep 77.1% of the premium collected. 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 |
|---|---|---|---|---|---|---|
| 2010-11-08 | $21.52 | $0.05 | Early Exit | $42,838.40 | 99.77% | |
| 2010-11-15 | $36.34 | $0.05 | Early Exit | $72,485.40 | 99.86% | |
| 2010-11-22 | $34.38 | $0.05 | Early Exit | $68,564.40 | 99.85% | |
| 2010-11-29 | $40.59 | $0.05 | Early Exit | $80,981.80 | 99.88% | |
| 2010-12-06 | $30.14 | $0.05 | Early Exit | $60,067.60 | 99.83% | |
| 2010-12-13 | $25.35 | $0.05 | Early Exit | $50,489.20 | 99.80% | |
| 2010-12-20 | $20.82 | $0.05 | Early Exit | $41,442.20 | 99.76% | |
| 2010-12-27 | $32.25 | $0.05 | Early Exit | $64,294.80 | 99.84% | |
| 2011-01-03 | $25.78 | $0.05 | Early Exit | $51,352.80 | 99.81% | |
| 2011-01-10 | $17.52 | $0.05 | Early Exit | $34,833.20 | 99.71% | |
| 2011-01-24 | $29.09 | $0.05 | Early Exit | $57,979.60 | 99.83% | |
| 2011-01-31 | $27.26 | $0.05 | Early Exit | $54,310.00 | 99.82% | |
| 2011-02-07 | $18.29 | $0.05 | Early Exit | $36,371.00 | 99.73% | |
| 2011-02-14 | $29.65 | $0.05 | Early Exit | $59,101.20 | 99.83% | |
| 2011-02-28 | $32.15 | $0.05 | Early Exit | $64,086.00 | 99.84% | |
| 2011-03-07 | $37.91 | $0.05 | Early Exit | $75,613.80 | 99.87% | |
| 2011-03-14 | $43.20 | $0.05 | Early Exit | $86,194.00 | 99.88% | |
| 2011-03-21 | $34.03 | $0.05 | Early Exit | $67,848.40 | 99.85% | |
| 2011-03-28 | $23.97 | $0.05 | Early Exit | $47,736.40 | 99.79% | |
| 2011-04-04 | $18.85 | $0.05 | Early Exit | $37,498.20 | 99.73% | |
| 2011-04-11 | $12.39 | $0.05 | Early Exit | $24,573.00 | 99.60% | |
| 2011-04-18 | $37.85 | $0.05 | Early Exit | $75,492.20 | 99.87% | |
| 2011-04-25 | $24.35 | $0.05 | Early Exit | $48,491.60 | 99.79% | |
| 2011-05-02 | $24.63 | $0.05 | Early Exit | $49,064.60 | 99.80% | |
| 2011-05-09 | $22.02 | $0.05 | Early Exit | $43,828.80 | 99.77% | |
| 2011-05-16 | $42.97 | $32.27 | Take Profit | $21,279.05 | 24.88% | |
| 2011-05-23 | $32.70 | $0.05 | Early Exit | $65,195.60 | 99.85% | |
| 2011-06-06 | $27.27 | $21.78 | Early Exit | $10,885.60 | 20.15% | |
| 2011-06-13 | $40.13 | $0.05 | Early Exit | $80,053.80 | 99.88% | |
| 2011-06-20 | $37.29 | $0.05 | Early Exit | $74,375.60 | 99.87% | |
| 2011-06-27 | $30.19 | $0.05 | Early Exit | $60,170.00 | 99.83% | |
| 2011-07-11 | $17.50 | $17.40 | Early Exit | $102.80 | 0.59% | |
| 2011-07-18 | $46.84 | $0.05 | Early Exit | $93,484.00 | 99.89% | |
| 2011-07-25 | $28.76 | $0.05 | Early Exit | $57,317.20 | 99.83% | |
| 2011-08-01 | $43.82 | $0.05 | Early Exit | $87,444.80 | 99.89% | |
| 2011-08-08 | $71.45 | $0.05 | Early Exit | $142,695.80 | 99.93% | |
| 2011-08-15 | $51.20 | $38.45 | Take Profit | $25,396.15 | 24.90% | |
| 2011-08-22 | $73.33 | $0.05 | Early Exit | $146,461.60 | 99.93% | |
| 2011-08-29 | $53.27 | $0.05 | Early Exit | $106,335.60 | 99.91% | |
| 2011-09-12 | $45.49 | $40.54 | Early Exit | $9,802.20 | 10.89% | |
| 2011-09-19 | $64.27 | $48.25 | Take Profit | $31,932.60 | 24.92% | |
| 2011-09-26 | $60.73 | $0.05 | Early Exit | $121,265.80 | 99.92% | |
| 2011-10-03 | $73.49 | $0.05 | Early Exit | $146,771.20 | 99.93% | |
| 2011-10-10 | $39.48 | $29.66 | Take Profit | $19,534.10 | 24.87% | |
| 2011-10-17 | $65.93 | $0.05 | Early Exit | $131,661.00 | 99.92% | |
| 2011-10-24 | $47.71 | $0.05 | Early Exit | $95,212.00 | 99.90% | |
| 2011-10-31 | $48.19 | $0.05 | Early Exit | $96,181.00 | 99.90% | |
| 2011-11-07 | $34.43 | $0.05 | Early Exit | $68,649.40 | 99.85% | |
| 2011-11-14 | $67.98 | $51.03 | Take Profit | $33,783.55 | 24.93% | |
| 2011-11-21 | $64.53 | $0.05 | Early Exit | $128,850.20 | 99.92% |