Short Put
Short Put • Dec 1, 2019 - Oct 31, 2023
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Short Put strategy on SPX from Dec 1, 2019 - Oct 31, 2023, placing 44 trades that stayed open for an average of 16 days. The results were impressive - winning 84.09% of the time (37 wins vs 7 losses), which shows remarkable consistency. This translated to $506,418.95 in total profits. On average, each position made $11,509.52. When annualized, that's a 58.5% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 36.0%, which would require strong conviction to ride out. The Sharpe ratio of 1.55 suggests the returns were worth the risk. 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 |
|---|---|---|---|---|---|---|
| 2019-12-02 | $31.09 | $15.59 | Take Profit | $9,287.70 | 49.84% | |
| 2020-01-02 | $28.81 | $14.45 | Take Profit | $10,038.07 | 49.83% | |
| 2020-02-03 | $39.81 | $19.95 | Take Profit | $9,920.53 | 49.87% | |
| 2020-03-03 | $55.04 | $110.13 | Stop Loss | $-22,041.08 | -100.09% | |
| 2020-04-03 | $117.56 | $58.83 | Take Profit | $5,871.65 | 49.96% | |
| 2020-05-04 | $69.87 | $34.98 | Take Profit | $10,461.03 | 49.93% | |
| 2020-06-04 | $56.59 | $28.34 | Take Profit | $11,292.14 | 49.91% | |
| 2020-07-06 | $76.53 | $38.31 | Take Profit | $11,460.15 | 49.93% | |
| 2020-08-06 | $60.58 | $30.34 | Take Profit | $12,091.62 | 49.92% | |
| 2020-10-07 | $57.77 | $28.93 | Take Profit | $14,410.35 | 49.91% | |
| 2020-11-09 | $36.92 | $18.51 | Take Profit | $16,559.46 | 49.86% | |
| 2020-12-09 | $71.24 | $35.67 | Take Profit | $17,777.68 | 49.93% | |
| 2021-01-11 | $57.07 | $28.58 | Take Profit | $19,929.39 | 49.91% | |
| 2021-02-11 | $67.25 | $33.68 | Take Profit | $20,138.22 | 49.93% | |
| 2021-03-11 | $59.41 | $29.76 | Take Profit | $23,715.16 | 49.92% | |
| 2021-04-12 | $52.10 | $26.10 | Take Profit | $25,987.50 | 49.90% | |
| 2021-05-12 | $113.51 | $56.81 | Take Profit | $28,346.80 | 49.96% | |
| 2021-06-14 | $63.55 | $31.82 | Take Profit | $31,710.50 | 49.92% | |
| 2021-07-14 | $43.58 | $87.20 | Stop Loss | $-43,639.30 | -100.11% | |
| 2021-08-16 | $63.77 | $31.93 | Take Profit | $28,638.59 | 49.92% | |
| 2021-09-16 | $67.50 | $33.80 | Take Profit | $30,320.46 | 49.93% | |
| 2021-10-18 | $56.26 | $28.18 | Take Profit | $28,067.50 | 49.91% | |
| 2021-11-18 | $48.08 | $96.22 | Stop Loss | $-48,146.10 | -100.10% | |
| 2021-12-20 | $70.60 | $35.35 | Take Profit | $31,715.24 | 49.93% | |
| 2022-01-20 | $68.40 | $34.25 | Take Profit | $34,137.70 | 49.93% | |
| 2022-03-21 | $59.73 | $29.91 | Take Profit | $29,801.35 | 49.92% | |
| 2022-04-21 | $84.85 | $169.75 | Stop Loss | $-84,910.90 | -100.06% | |
| 2022-05-23 | $47.60 | $23.85 | Take Profit | $23,734.65 | 49.89% | |
| 2022-06-23 | $74.03 | $37.06 | Take Profit | $36,949.70 | 49.93% | |
| 2022-07-25 | $55.99 | $28.05 | Take Profit | $27,933.65 | 49.91% | |
| 2022-08-25 | $63.40 | $126.85 | Stop Loss | $-63,463.80 | -100.08% | |
| 2022-09-26 | $60.31 | $30.21 | Take Profit | $30,094.05 | 49.92% | |
| 2022-10-26 | $88.63 | $44.37 | Take Profit | $39,827.57 | 49.94% | |
| 2022-11-28 | $73.62 | $36.86 | Take Profit | $36,746.10 | 49.93% | |
| 2022-12-28 | $62.18 | $31.14 | Take Profit | $31,025.25 | 49.92% | |
| 2023-01-30 | $59.01 | $29.55 | Take Profit | $29,440.95 | 49.92% | |
| 2023-03-02 | $62.12 | $31.11 | Take Profit | $30,996.55 | 49.92% | |
| 2023-04-03 | $44.61 | $22.35 | Take Profit | $22,240.30 | 49.89% | |
| 2023-05-03 | $54.36 | $27.23 | Take Profit | $27,118.75 | 49.91% | |
| 2023-06-05 | $47.32 | $23.71 | Take Profit | $23,597.65 | 49.89% | |
| 2023-07-05 | $41.31 | $20.71 | Take Profit | $20,593.35 | 49.88% | |
| 2023-08-07 | $45.28 | $22.69 | Take Profit | $22,576.25 | 49.89% | |
| 2023-09-07 | $39.73 | $79.51 | Stop Loss | $-39,792.40 | -100.13% | |
| 2023-10-09 | $56.08 | $112.21 | Stop Loss | $-56,141.00 | -100.09% |
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