Credit Put Spread
Credit Put Spread • Dec 10, 2015 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Credit Put Spread strategy on SPY from Dec 10, 2015 - Dec 10, 2025, placing 207 trades that stayed open for an average of 83 days. The results were impressive - winning 75.36% of the time (156 wins vs 51 losses), which shows remarkable consistency. This translated to $721,213.60 in total profits. On average, each position made $3,484.12. The 13.0% annualized return (CAGR) shows this could be a solid long-term strategy. The journey was quite volatile though - at its worst, the account was down 21.6%, which would require strong conviction to ride out. The Sharpe ratio of 1.72 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 |
|---|---|---|---|---|---|---|
| 2015-12-10 | $9.89 | $10.96 | Days In Trade | $-1,104.70 | -10.76% | |
| 2016-01-11 | $8.36 | $4.44 | Days In Trade | $3,878.90 | 46.88% | |
| 2016-02-11 | $10.93 | $0.01 | Days In Trade | $10,882.50 | 99.91% | |
| 2016-03-09 | $10.04 | $4.77 | Days In Trade | $5,232.80 | 52.49% | |
| 2016-03-11 | $9.58 | $5.22 | Days In Trade | $4,323.20 | 45.52% | |
| 2016-04-11 | $9.16 | $4.69 | Days In Trade | $4,434.00 | 48.83% | |
| 2016-05-11 | $9.33 | $0.01 | Days In Trade | $9,278.50 | 99.89% | |
| 2016-06-07 | $9.25 | $0.01 | Days In Trade | $9,204.90 | 99.89% | |
| 2016-06-09 | $9.00 | $5.97 | Days In Trade | $2,988.80 | 33.66% | |
| 2016-06-13 | $10.39 | $6.12 | Days In Trade | $4,236.60 | 41.14% | |
| 2016-07-11 | $8.75 | $6.60 | Days In Trade | $2,107.20 | 24.54% | |
| 2016-08-09 | $8.09 | $8.92 | Days In Trade | $-870.40 | -10.26% | |
| 2016-09-07 | $10.73 | $7.73 | Days In Trade | $2,964.90 | 28.00% | |
| 2016-09-12 | $8.97 | $0.01 | Days In Trade | $8,923.90 | 99.89% | |
| 2016-09-15 | $10.45 | $0.01 | Days In Trade | $10,397.50 | 99.90% | |
| 2016-10-10 | $8.75 | $4.16 | Days In Trade | $4,546.50 | 52.42% | |
| 2016-11-07 | $8.53 | $0.01 | Days In Trade | $8,484.50 | 99.88% | |
| 2016-12-06 | $9.41 | $3.84 | Days In Trade | $5,531.20 | 59.18% | |
| 2016-12-12 | $9.78 | $4.54 | Days In Trade | $5,195.80 | 53.55% | |
| 2016-12-14 | $10.23 | $0.01 | Days In Trade | $10,178.40 | 99.90% | |
| 2017-01-09 | $9.39 | $4.98 | Days In Trade | $4,366.90 | 46.93% | |
| 2017-02-06 | $8.42 | $3.56 | Days In Trade | $4,814.30 | 57.66% | |
| 2017-03-06 | $9.77 | $5.75 | Days In Trade | $3,972.20 | 41.08% | |
| 2017-03-13 | $10.38 | $5.96 | Days In Trade | $4,387.30 | 42.64% | |
| 2017-03-14 | $9.67 | $5.67 | Days In Trade | $3,961.70 | 41.36% | |
| 2017-04-10 | $8.73 | $5.02 | Days In Trade | $3,671.20 | 42.49% | |
| 2017-05-08 | $8.53 | $4.33 | Days In Trade | $4,163.60 | 49.26% | |
| 2017-06-05 | $10.48 | $0.01 | Days In Trade | $10,434.00 | 99.90% | |
| 2017-06-12 | $8.67 | $5.56 | Days In Trade | $3,070.50 | 35.89% | |
| 2017-06-22 | $7.95 | $4.43 | Days In Trade | $3,476.90 | 44.26% | |
| 2017-07-10 | $8.54 | $3.86 | Days In Trade | $4,638.60 | 54.78% | |
| 2017-08-07 | $8.10 | $0.01 | Days In Trade | $8,049.80 | 99.88% | |
| 2017-09-11 | $10.10 | $3.77 | Days In Trade | $6,290.40 | 62.68% | |
| 2017-09-20 | $9.10 | $3.39 | Days In Trade | $5,667.40 | 62.72% | |
| 2017-09-25 | $9.32 | $0.01 | Days In Trade | $9,274.50 | 99.89% | |
| 2017-10-09 | $8.44 | $2.69 | Days In Trade | $5,714.90 | 68.18% | |
| 2017-11-06 | $8.57 | $8.19 | Days In Trade | $335.80 | 4.39% | |
| 2017-12-11 | $9.06 | $6.17 | Days In Trade | $2,851.20 | 31.91% | |
| 2017-12-19 | $8.43 | $7.66 | Days In Trade | $735.70 | 9.20% | |
| 2017-12-27 | $8.45 | $11.77 | Days In Trade | $-3,360.30 | -39.29% | |
| 2018-01-08 | $8.50 | $13.78 | Days In Trade | $-5,320.90 | -62.12% | |
| 2018-02-05 | $10.16 | $7.38 | Days In Trade | $2,738.50 | 27.35% | |
| 2018-03-12 | $10.05 | $8.46 | Days In Trade | $1,552.30 | 15.84% | |
| 2018-03-19 | $10.20 | $6.11 | Days In Trade | $4,047.00 | 40.07% | |
| 2018-03-27 | $10.77 | $6.04 | Days In Trade | $4,691.40 | 43.92% | |
| 2018-04-09 | $10.81 | $3.90 | Days In Trade | $6,871.60 | 63.92% | |
| 2018-05-07 | $9.52 | $3.22 | Days In Trade | $6,259.50 | 66.17% | |
| 2018-06-11 | $10.61 | $6.90 | Days In Trade | $3,678.50 | 35.03% | |
| 2018-06-18 | $8.97 | $5.27 | Days In Trade | $3,656.30 | 41.23% | |
| 2018-06-25 | $9.97 | $3.58 | Days In Trade | $6,350.60 | 64.12% |
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