QQQ Bull Put 90/105 60DTE

Credit Put Spread • Nov 22, 2010 - Dec 10, 2025

Backtest Performance

Backtest Metrics

Number of trades
738
Trades with profits
729
Win rate
98.78%
Largest profit
$32,808.20
Trades with losses
9
Loss rate
1.22%
Largest loss
-$5,909.40
Avg. return per trade
94.86%
Avg. days in trade
48
Avg. BPR per trade
$3,279.06
Avg. premium
$10,844.08
Avg. P&L per trade
$10,271.63
Avg. win size
$10,424.06
Avg. loss size
-$2,075.23
Total P&L
$7,580,460.86
Used capital
$100,000.00
Return on used capital
0.00%
CAGR
33.44%
MAR ratio
3.12
Max drawdown
-10.73%
Total premium
$8,002,929.50
Total fees
$23,616.00
Premium capture rate
94.96%
Sharpe ratio
45.35

Backtest Summary

This backtest shows a Credit Put Spread strategy on QQQ from Nov 22, 2010 - Dec 10, 2025, placing 738 trades that stayed open for an average of 48 days. The results were impressive - winning 98.78% of the time (729 wins vs 9 losses), which shows remarkable consistency. This translated to $7,580,460.86 in total profits. On average, each position made $10,271.63. When annualized, that's a 33.4% return (CAGR), which suggests strong growth potential if maintained over time. The account experienced a 10.7% drawdown at its lowest point, which is moderate but manageable. With a Sharpe ratio of 45.35, the returns were excellent relative to the risk taken. Notably, the strategy captured 95.0% 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
2011-03-25 $2.87 $0.15 Early Exit $2,696.80 94.78%
2011-04-01 $2.46 $0.15 Early Exit $2,284.50 93.90%
2011-04-08 $2.72 $0.15 Early Exit $2,544.10 94.49%
2011-04-15 $2.21 $0.15 Early Exit $2,038.90 93.23%
2011-04-29 $2.77 $0.15 Early Exit $2,589.80 94.58%
2011-05-06 $2.50 $0.15 Early Exit $2,324.30 94.00%
2011-06-24 $2.51 $0.65 Take Profit $1,829.60 74.02%
2011-05-13 $2.59 $0.15 Early Exit $2,411.40 94.20%
2011-05-20 $2.84 $0.15 Early Exit $2,663.70 94.72%
2011-05-27 $2.49 $0.15 Early Exit $2,311.90 93.97%
2011-06-03 $2.60 $0.15 Early Exit $2,425.40 94.23%
2011-06-10 $2.29 $0.15 Early Exit $2,110.70 93.44%
2011-06-17 $2.27 $0.15 Early Exit $2,095.30 93.40%
2011-07-01 $2.77 $0.15 Early Exit $2,589.70 94.58%
2011-07-08 $2.61 $0.15 Early Exit $2,434.50 94.25%
2011-07-15 $2.92 $0.15 Early Exit $2,744.50 94.86%
2011-07-22 $3.12 $0.15 Early Exit $2,942.40 95.19%
2011-07-29 $2.76 $0.15 Early Exit $2,584.30 94.57%
2011-08-05 $3.05 $3.09 Early Exit $-57.70 -1.04%
2011-08-12 $2.56 $2.31 Early Exit $226.80 9.88%
2011-08-19 $2.59 $0.15 Early Exit $2,409.50 94.20%
2011-08-26 $2.65 $0.15 Early Exit $2,473.50 94.34%
2011-09-02 $2.66 $0.15 Early Exit $2,481.40 94.36%
2011-09-09 $2.67 $0.15 Early Exit $2,495.50 94.39%
2011-09-16 $2.38 $0.15 Early Exit $2,204.00 93.70%
2011-09-23 $2.66 $0.15 Early Exit $2,482.90 94.36%
2011-09-30 $2.82 $0.15 Early Exit $2,641.60 94.68%
2011-10-07 $2.77 $0.15 Early Exit $2,595.60 94.59%
2011-10-14 $2.90 $0.15 Early Exit $2,728.00 94.83%
2011-10-21 $2.61 $0.15 Early Exit $2,435.50 94.26%
2011-10-28 $1.67 $0.15 Early Exit $1,491.20 91.00%
2011-11-04 $2.51 $0.15 Early Exit $2,333.10 94.02%
2011-11-11 $2.45 $0.15 Early Exit $2,274.70 93.88%
2011-11-18 $2.71 $0.15 Early Exit $2,531.80 94.46%
2011-11-25 $2.94 $0.15 Early Exit $2,768.10 94.91%
2011-12-02 $2.48 $0.15 Early Exit $2,308.40 93.96%
2011-12-09 $2.81 $0.15 Early Exit $2,631.40 94.66%
2011-12-16 $2.99 $0.15 Early Exit $2,813.90 94.98%
2011-12-23 $2.84 $0.15 Early Exit $2,662.90 94.72%
2011-12-30 $2.89 $0.15 Early Exit $2,710.00 94.80%
2012-01-06 $2.90 $0.15 Early Exit $2,723.50 94.83%
2012-01-13 $2.64 $0.68 Take Profit $1,933.36 74.31%
2012-01-20 $2.88 $0.15 Early Exit $2,704.80 94.79%
2012-01-27 $2.68 $0.15 Early Exit $2,500.90 94.40%
2012-02-03 $2.86 $0.15 Early Exit $2,682.70 94.75%
2012-02-10 $3.17 $0.15 Early Exit $2,990.70 95.26%
2012-02-17 $3.40 $0.15 Early Exit $3,220.50 95.58%
2012-02-24 $2.86 $0.15 Early Exit $2,683.70 94.75%
2012-03-02 $3.02 $0.15 Early Exit $2,847.90 95.04%
2012-03-09 $2.76 $0.15 Early Exit $2,583.40 94.56%
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Strategy Details

Use exact DTE matching

Options Trade Legs

Leg 1
Leg 2

Entry Rules

Entry Days

Technical Indicators

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Exit Rules

Technical Indicators

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