Short Put
Short Put • Nov 8, 2010 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Short Put strategy on SPX from Nov 8, 2010 - Dec 10, 2025, placing 1114 trades that stayed open for an average of 23 days. The results were impressive - winning 99.46% of the time (1108 wins vs 6 losses), which shows remarkable consistency. This translated to $1,571,796.09 in total profits. On average, each position made $1,410.95. When annualized, that's a 25.9% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 25.6%, which would require strong conviction to ride out. With a Sharpe ratio of 28.55, the returns were excellent relative to the risk taken. Notably, the strategy captured 97.1% 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 |
|---|---|---|---|---|---|---|
| 2010-11-08 | $5.22 | $0.05 | Early Exit | $515.49 | 99.04% | |
| 2010-11-09 | $5.47 | $0.05 | Early Exit | $541.14 | 99.09% | |
| 2010-11-10 | $2.43 | $0.05 | Early Exit | $236.33 | 97.94% | |
| 2010-11-11 | $9.11 | $0.05 | Early Exit | $904.62 | 99.45% | |
| 2010-11-12 | $6.46 | $0.05 | Early Exit | $639.63 | 99.23% | |
| 2010-12-01 | $7.44 | $0.05 | Early Exit | $738.07 | 99.33% | |
| 2010-12-02 | $6.28 | $0.05 | Early Exit | $621.39 | 99.20% | |
| 2010-12-03 | $5.77 | $0.05 | Early Exit | $570.52 | 99.13% | |
| 2010-12-10 | $5.50 | $0.05 | Early Exit | $543.99 | 99.09% | |
| 2010-12-13 | $5.11 | $0.05 | Early Exit | $504.78 | 99.02% | |
| 2010-12-31 | $6.70 | $0.05 | Early Exit | $663.70 | 99.25% | |
| 2011-01-03 | $6.00 | $0.05 | Early Exit | $593.80 | 99.17% | |
| 2011-01-04 | $5.76 | $0.05 | Early Exit | $570.14 | 99.13% | |
| 2011-01-05 | $5.49 | $0.05 | Early Exit | $543.00 | 99.09% | |
| 2011-01-06 | $5.50 | $0.05 | Early Exit | $543.77 | 99.09% | |
| 2011-01-28 | $7.11 | $0.05 | Early Exit | $704.30 | 99.30% | |
| 2011-01-31 | $7.10 | $0.05 | Early Exit | $703.41 | 99.30% | |
| 2011-02-01 | $6.09 | $0.05 | Early Exit | $603.00 | 99.18% | |
| 2011-02-02 | $6.01 | $0.05 | Early Exit | $594.20 | 99.17% | |
| 2011-02-03 | $5.82 | $0.05 | Early Exit | $575.79 | 99.14% | |
| 2011-02-28 | $6.90 | $0.05 | Early Exit | $683.41 | 99.28% | |
| 2011-03-01 | $7.61 | $0.05 | Early Exit | $754.27 | 99.34% | |
| 2011-03-02 | $7.43 | $0.05 | Early Exit | $737.10 | 99.33% | |
| 2011-03-03 | $6.61 | $0.05 | Early Exit | $654.63 | 99.24% | |
| 2011-03-04 | $6.44 | $0.05 | Early Exit | $637.26 | 99.22% | |
| 2011-03-31 | $6.87 | $0.05 | Early Exit | $680.34 | 99.27% | |
| 2011-04-01 | $6.41 | $0.05 | Early Exit | $634.25 | 99.22% | |
| 2011-04-04 | $6.33 | $0.05 | Early Exit | $626.96 | 99.21% | |
| 2011-04-05 | $5.94 | $0.05 | Early Exit | $587.20 | 99.16% | |
| 2011-04-06 | $6.00 | $0.05 | Early Exit | $593.38 | 99.17% | |
| 2011-05-02 | $6.04 | $0.05 | Early Exit | $597.77 | 99.17% | |
| 2011-05-03 | $6.10 | $0.05 | Early Exit | $603.94 | 99.18% | |
| 2011-05-04 | $6.16 | $0.05 | Early Exit | $609.93 | 99.19% | |
| 2011-05-05 | $6.52 | $0.05 | Early Exit | $645.62 | 99.23% | |
| 2011-05-06 | $6.33 | $0.05 | Early Exit | $626.58 | 99.21% | |
| 2011-05-31 | $5.64 | $0.05 | Early Exit | $557.43 | 99.11% | |
| 2011-06-01 | $6.36 | $0.05 | Early Exit | $629.72 | 99.21% | |
| 2011-06-02 | $6.13 | $0.05 | Early Exit | $606.38 | 99.18% | |
| 2011-06-03 | $5.91 | $0.05 | Early Exit | $584.62 | 99.15% | |
| 2011-06-06 | $5.56 | $0.05 | Early Exit | $549.83 | 99.10% | |
| 2011-06-30 | $6.24 | $0.05 | Early Exit | $617.24 | 99.20% | |
| 2011-07-01 | $5.67 | $0.05 | Early Exit | $561.00 | 99.12% | |
| 2011-07-05 | $5.92 | $0.05 | Early Exit | $585.30 | 99.15% | |
| 2011-07-06 | $5.88 | $0.05 | Early Exit | $581.27 | 99.15% | |
| 2011-07-07 | $5.47 | $0.05 | Early Exit | $540.21 | 99.09% | |
| 2011-08-02 | $7.74 | $31.02 | Stop Loss | $-2,328.75 | -300.65% | |
| 2011-08-03 | $7.32 | $29.35 | Stop Loss | $-2,203.77 | -300.68% | |
| 2011-08-01 | $8.04 | $32.21 | Stop Loss | $-2,418.27 | -300.62% | |
| 2011-08-04 | $9.58 | $0.05 | Early Exit | $952.13 | 99.48% | |
| 2011-08-05 | $9.95 | $0.05 | Early Exit | $988.77 | 99.50% |
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