Short Put
Short Put • Dec 10, 2015 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Short Put strategy on SPX from Dec 10, 2015 - Dec 10, 2025, placing 395 trades that stayed open for an average of 24 days. The results were impressive - winning 73.92% of the time (292 wins vs 103 losses), which shows remarkable consistency. This translated to $6,563,722.02 in total profits. On average, each position made $16,617.02. When annualized, that's a 52.2% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 36.2%, which would require strong conviction to ride out. With a Sharpe ratio of 2.62, the returns were excellent relative to the risk taken. Bottom line: this strategy looks promising for anyone seeking consistent, well-managed returns.
Ready To Automate Your Options Strategy?
Stop trading manually... you're losing because of emotions, volatility, and because you can't watch the market 24/7. Use one of our 15+ proven options bots or automate your own options strategy using our super simple (no coding required) tool called The Options Auto Trader.
Trade Log
| Date | Entry | Exit | Exit Reason | P&L | Return | Action |
|---|---|---|---|---|---|---|
| 2016-03-14 | $27.11 | $5.47 | Take Profit | $21,623.64 | 79.82% | |
| 2016-03-21 | $27.87 | $5.62 | Take Profit | $22,233.16 | 79.82% | |
| 2016-03-28 | $24.13 | $4.88 | Take Profit | $19,244.92 | 79.79% | |
| 2016-04-04 | $23.72 | $4.79 | Take Profit | $18,913.88 | 79.79% | |
| 2016-04-11 | $22.80 | $4.61 | Take Profit | $18,176.36 | 79.78% | |
| 2016-04-18 | $24.86 | $5.02 | Take Profit | $19,821.80 | 79.80% | |
| 2016-05-02 | $21.99 | $4.45 | Take Profit | $17,529.48 | 79.77% | |
| 2016-04-25 | $27.77 | $5.60 | Take Profit | $22,156.92 | 79.82% | |
| 2016-05-23 | $23.90 | $4.83 | Take Profit | $19,060.12 | 79.79% | |
| 2016-05-16 | $22.98 | $4.65 | Take Profit | $18,320.68 | 79.78% | |
| 2016-06-06 | $23.57 | $47.19 | Stop Loss | $-23,631.20 | -100.21% | |
| 2016-06-20 | $29.41 | $58.88 | Stop Loss | $-29,477.80 | -100.17% | |
| 2016-06-27 | $31.52 | $6.35 | Take Profit | $25,154.36 | 79.84% | |
| 2016-06-13 | $33.21 | $6.69 | Take Profit | $26,501.16 | 79.85% | |
| 2016-07-11 | $19.08 | $3.87 | Take Profit | $15,201.08 | 79.74% | |
| 2016-07-18 | $20.88 | $4.23 | Take Profit | $16,640.20 | 79.76% | |
| 2016-07-25 | $21.77 | $4.40 | Take Profit | $17,356.36 | 79.77% | |
| 2016-08-01 | $30.34 | $6.12 | Take Profit | $24,209.00 | 79.84% | |
| 2016-08-15 | $18.67 | $37.39 | Stop Loss | $-18,730.90 | -100.27% | |
| 2016-08-22 | $27.44 | $54.92 | Stop Loss | $-27,500.10 | -100.18% | |
| 2016-08-08 | $22.27 | $4.50 | Take Profit | $17,749.16 | 79.78% | |
| 2016-08-29 | $22.36 | $4.52 | Take Profit | $17,827.16 | 79.78% | |
| 2016-09-19 | $23.51 | $4.75 | Take Profit | $18,746.36 | 79.79% | |
| 2016-09-12 | $25.50 | $5.15 | Take Profit | $20,335.64 | 79.80% | |
| 2016-10-24 | $24.18 | $48.41 | Stop Loss | $-24,241.40 | -100.21% | |
| 2016-10-03 | $22.92 | $45.88 | Stop Loss | $-22,978.00 | -100.22% | |
| 2016-10-10 | $31.41 | $62.86 | Stop Loss | $-31,470.00 | -100.16% | |
| 2016-09-26 | $34.42 | $6.93 | Take Profit | $27,472.28 | 79.85% | |
| 2016-10-17 | $32.66 | $6.58 | Take Profit | $26,067.88 | 79.85% | |
| 2016-11-07 | $28.76 | $5.80 | Take Profit | $22,944.44 | 79.83% | |
| 2016-11-14 | $26.46 | $5.34 | Take Profit | $21,104.68 | 79.81% | |
| 2016-11-21 | $25.56 | $5.16 | Take Profit | $20,383.40 | 79.80% | |
| 2016-11-28 | $25.07 | $5.06 | Take Profit | $19,994.76 | 79.80% | |
| 2016-12-05 | $27.03 | $5.46 | Take Profit | $21,557.88 | 79.81% | |
| 2016-12-12 | $31.78 | $6.41 | Take Profit | $25,359.08 | 79.84% | |
| 2016-12-19 | $25.63 | $5.18 | Take Profit | $20,443.80 | 79.80% | |
| 2017-01-09 | $21.83 | $4.42 | Take Profit | $17,397.64 | 79.77% | |
| 2017-01-23 | $30.27 | $6.10 | Take Profit | $24,154.20 | 79.83% | |
| 2017-01-30 | $22.77 | $4.60 | Take Profit | $18,152.28 | 79.78% | |
| 2017-02-06 | $19.62 | $3.97 | Take Profit | $15,629.80 | 79.75% | |
| 2017-02-13 | $20.78 | $4.21 | Take Profit | $16,562.68 | 79.76% | |
| 2017-02-27 | $19.04 | $3.86 | Take Profit | $15,170.28 | 79.74% | |
| 2017-03-06 | $23.42 | $4.73 | Take Profit | $18,670.60 | 79.79% | |
| 2017-03-13 | $23.21 | $4.69 | Take Profit | $18,504.36 | 79.78% | |
| 2017-03-20 | $21.49 | $4.35 | Take Profit | $17,126.20 | 79.77% | |
| 2017-03-27 | $21.33 | $4.32 | Take Profit | $17,001.16 | 79.77% | |
| 2017-04-03 | $20.77 | $4.20 | Take Profit | $16,551.32 | 79.76% | |
| 2017-05-15 | $17.10 | $34.25 | Stop Loss | $-17,160.50 | -100.29% | |
| 2017-04-24 | $26.44 | $5.34 | Take Profit | $21,088.36 | 79.81% | |
| 2017-05-01 | $21.17 | $4.28 | Take Profit | $16,876.28 | 79.76% |
Share Backtests
Don't keep it to yourself, share it with others and see if they can improve it!