Short Put
Short Put • Dec 10, 2000 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Short Put strategy on SPX from Dec 10, 2000 - Dec 10, 2025, placing 548 trades that stayed open for an average of 34 days. The results were impressive - winning 79.01% of the time (433 wins vs 115 losses), which shows remarkable consistency. This translated to $134,995,579.56 in total profits. On average, each position made $246,342.30. When annualized, that's a 33.4% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 93.2%, which would require strong conviction to ride out. The Sharpe ratio of 1.36 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 |
|---|---|---|---|---|---|---|
| 2010-12-13 | $32.85 | $0.10 | Early Exit | $9,818.73 | 99.70% | |
| 2010-12-20 | $28.46 | $0.10 | Early Exit | $8,503.17 | 99.65% | |
| 2011-01-10 | $33.94 | $0.18 | Early Exit | $6,748.84 | 99.48% | |
| 2011-02-07 | $30.83 | $35.24 | Early Exit | $-1,329.81 | -14.31% | |
| 2011-02-14 | $24.72 | $49.66 | Early Exit | $-12,481.25 | -100.92% | |
| 2011-03-07 | $40.79 | $10.75 | Early Exit | $9,008.04 | 73.66% | |
| 2011-04-11 | $33.77 | $16.11 | Early Exit | $5,292.33 | 52.29% | |
| 2011-05-09 | $33.40 | $88.26 | Early Exit | $-16,462.83 | -164.24% | |
| 2011-05-16 | $42.32 | $0.10 | Early Exit | $8,439.18 | 99.76% | |
| 2011-07-11 | $36.98 | $141.64 | Early Exit | $-31,404.36 | -283.02% | |
| 2011-07-18 | $36.16 | $121.64 | Early Exit | $-25,651.56 | -236.43% | |
| 2011-08-29 | $53.54 | $0.10 | Early Exit | $5,341.64 | 99.81% | |
| 2011-09-19 | $54.05 | $34.52 | Early Exit | $1,951.59 | 36.14% | |
| 2011-10-10 | $61.25 | $5.79 | Early Exit | $5,544.61 | 90.55% | |
| 2011-10-17 | $52.58 | $5.79 | Early Exit | $4,677.46 | 88.99% | |
| 2011-11-07 | $54.26 | $50.28 | Early Exit | $395.76 | 7.33% | |
| 2011-11-14 | $52.87 | $45.56 | Early Exit | $729.16 | 13.83% | |
| 2011-11-28 | $57.93 | $0.10 | Early Exit | $5,781.33 | 99.83% | |
| 2011-12-12 | $50.96 | $0.10 | Early Exit | $5,084.38 | 99.80% | |
| 2012-01-09 | $42.04 | $0.85 | Early Exit | $8,233.18 | 97.98% | |
| 2012-02-06 | $34.25 | $2.62 | Early Exit | $6,322.30 | 92.35% | |
| 2012-02-13 | $32.63 | $4.56 | Early Exit | $8,415.33 | 86.02% | |
| 2012-02-27 | $33.74 | $0.10 | Early Exit | $6,724.78 | 99.70% | |
| 2012-03-12 | $31.67 | $20.31 | Early Exit | $3,402.18 | 35.87% | |
| 2012-03-19 | $26.67 | $51.82 | Early Exit | $-10,067.88 | -94.30% | |
| 2012-06-18 | $32.38 | $12.14 | Early Exit | $6,066.84 | 62.51% | |
| 2012-07-02 | $32.43 | $9.88 | Early Exit | $6,758.28 | 69.53% | |
| 2012-07-09 | $36.88 | $0.32 | Early Exit | $10,962.90 | 99.13% | |
| 2012-07-16 | $32.26 | $0.21 | Early Exit | $9,607.35 | 99.35% | |
| 2012-07-23 | $32.84 | $0.11 | Early Exit | $9,813.78 | 99.67% | |
| 2012-07-30 | $34.66 | $3.79 | Early Exit | $9,253.68 | 89.05% | |
| 2012-08-06 | $32.62 | $0.10 | Early Exit | $9,750.90 | 99.69% | |
| 2012-08-13 | $32.60 | $1.48 | Early Exit | $12,441.92 | 95.46% | |
| 2012-08-20 | $30.95 | $0.86 | Early Exit | $15,035.40 | 97.22% | |
| 2012-08-27 | $32.07 | $0.54 | Early Exit | $15,752.50 | 98.31% | |
| 2012-09-10 | $33.67 | $6.44 | Early Exit | $13,606.25 | 80.87% | |
| 2012-09-17 | $32.13 | $34.55 | Early Exit | $-1,219.55 | -7.53% | |
| 2012-09-24 | $26.71 | $34.97 | Early Exit | $-6,619.28 | -30.90% | |
| 2012-10-01 | $31.46 | $0.10 | Early Exit | $18,805.98 | 99.68% | |
| 2012-10-08 | $34.03 | $89.45 | Early Exit | $-33,262.32 | -162.84% | |
| 2012-10-15 | $30.99 | $74.45 | Early Exit | $-30,438.10 | -140.26% | |
| 2012-10-22 | $31.45 | $65.20 | Early Exit | $-23,636.27 | -107.29% | |
| 2012-11-19 | $36.30 | $0.10 | Early Exit | $14,472.64 | 99.72% | |
| 2012-11-26 | $31.56 | $0.10 | Early Exit | $12,577.84 | 99.68% | |
| 2012-12-10 | $34.91 | $0.25 | Early Exit | $13,857.32 | 99.30% | |
| 2012-12-17 | $33.50 | $1.06 | Early Exit | $12,967.44 | 96.83% | |
| 2012-12-24 | $33.28 | $0.10 | Early Exit | $13,264.52 | 99.70% | |
| 2012-12-31 | $36.97 | $0.21 | Early Exit | $14,695.48 | 99.44% | |
| 2013-01-07 | $31.95 | $0.20 | Early Exit | $15,867.70 | 99.38% | |
| 2013-01-14 | $27.06 | $0.28 | Early Exit | $18,728.99 | 98.95% |