Credit Put Spread
Credit Put Spread • Nov 22, 2010 - Dec 10, 2025
Backtest Performance
Backtest Metrics
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 99.59% of the time (735 wins vs 3 losses), which shows remarkable consistency. This translated to $14,294,494.98 in total profits. On average, each position made $19,369.23. When annualized, that's a 39.1% return (CAGR), which suggests strong growth potential if maintained over time. The account experienced a 11.3% drawdown at its lowest point, which is moderate but manageable. With a Sharpe ratio of 86.32, the returns were excellent relative to the risk taken. Notably, the strategy captured 98.6% 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 | $5.49 | $0.15 | Early Exit | $5,315.10 | 97.27% | |
| 2011-04-01 | $4.96 | $0.15 | Early Exit | $4,779.50 | 96.97% | |
| 2011-04-08 | $4.52 | $0.15 | Early Exit | $4,344.50 | 96.68% | |
| 2011-04-15 | $4.65 | $0.15 | Early Exit | $4,472.50 | 96.77% | |
| 2011-04-29 | $5.33 | $0.15 | Early Exit | $5,149.80 | 97.18% | |
| 2011-05-06 | $4.87 | $0.15 | Early Exit | $4,695.30 | 96.92% | |
| 2011-05-13 | $4.90 | $0.15 | Early Exit | $4,724.70 | 96.94% | |
| 2011-05-20 | $4.62 | $0.15 | Early Exit | $4,439.40 | 96.75% | |
| 2011-05-27 | $4.07 | $0.15 | Early Exit | $3,894.40 | 96.31% | |
| 2011-06-03 | $4.16 | $0.15 | Early Exit | $3,988.30 | 96.40% | |
| 2011-06-10 | $3.94 | $0.15 | Early Exit | $3,765.00 | 96.19% | |
| 2011-06-17 | $4.58 | $0.15 | Early Exit | $4,404.50 | 96.73% | |
| 2011-06-24 | $4.94 | $0.15 | Early Exit | $4,764.50 | 96.96% | |
| 2011-07-01 | $4.61 | $0.15 | Early Exit | $4,432.90 | 96.75% | |
| 2011-07-08 | $4.46 | $0.15 | Early Exit | $4,286.60 | 96.64% | |
| 2011-07-15 | $5.39 | $0.15 | Early Exit | $5,215.40 | 97.22% | |
| 2011-07-22 | $5.72 | $0.15 | Early Exit | $5,541.00 | 97.38% | |
| 2011-07-29 | $5.17 | $0.15 | Early Exit | $4,991.10 | 97.10% | |
| 2011-08-05 | $4.51 | $4.93 | Early Exit | $-445.50 | -9.30% | |
| 2011-08-12 | $4.58 | $4.93 | Early Exit | $-371.10 | -7.53% | |
| 2011-08-19 | $3.86 | $0.15 | Early Exit | $3,679.50 | 96.11% | |
| 2011-08-26 | $4.07 | $0.15 | Early Exit | $3,890.70 | 96.31% | |
| 2011-09-02 | $4.77 | $0.15 | Early Exit | $4,590.60 | 96.85% | |
| 2011-09-09 | $4.04 | $0.15 | Early Exit | $3,859.60 | 96.28% | |
| 2011-09-16 | $4.50 | $0.15 | Early Exit | $4,323.10 | 96.67% | |
| 2011-09-23 | $4.80 | $0.15 | Early Exit | $4,626.90 | 96.88% | |
| 2011-09-30 | $4.79 | $0.15 | Early Exit | $4,613.90 | 96.87% | |
| 2011-10-07 | $4.13 | $0.15 | Early Exit | $3,952.60 | 96.37% | |
| 2011-10-14 | $5.05 | $0.15 | Early Exit | $4,874.90 | 97.03% | |
| 2011-10-21 | $4.87 | $0.15 | Early Exit | $4,690.60 | 96.92% | |
| 2011-10-28 | $5.25 | $0.15 | Early Exit | $5,078.50 | 97.15% | |
| 2011-11-04 | $6.26 | $0.15 | Early Exit | $6,081.30 | 97.60% | |
| 2011-11-11 | $6.23 | $0.15 | Early Exit | $6,058.50 | 97.59% | |
| 2011-11-18 | $4.84 | $0.15 | Early Exit | $4,660.00 | 96.90% | |
| 2011-11-25 | $4.40 | $0.15 | Early Exit | $4,225.00 | 96.59% | |
| 2011-12-02 | $4.79 | $0.15 | Early Exit | $4,611.60 | 96.87% | |
| 2011-12-09 | $5.40 | $0.15 | Early Exit | $5,228.70 | 97.22% | |
| 2011-12-16 | $4.50 | $0.15 | Early Exit | $4,326.10 | 96.67% | |
| 2011-12-23 | $5.24 | $0.15 | Early Exit | $5,066.10 | 97.14% | |
| 2011-12-30 | $4.55 | $0.15 | Early Exit | $4,378.20 | 96.71% | |
| 2012-01-06 | $4.63 | $0.15 | Early Exit | $4,449.20 | 96.76% | |
| 2012-01-13 | $5.24 | $0.15 | Early Exit | $5,068.50 | 97.14% | |
| 2012-01-20 | $5.63 | $0.15 | Early Exit | $5,452.20 | 97.33% | |
| 2012-01-27 | $5.07 | $0.15 | Early Exit | $4,896.00 | 97.04% | |
| 2012-02-03 | $5.45 | $0.15 | Early Exit | $5,276.00 | 97.25% | |
| 2012-02-10 | $6.00 | $0.15 | Early Exit | $5,821.30 | 97.50% | |
| 2012-02-17 | $5.83 | $0.15 | Early Exit | $5,649.30 | 97.43% | |
| 2012-02-24 | $4.50 | $0.15 | Early Exit | $4,326.80 | 96.67% | |
| 2012-03-02 | $5.83 | $0.15 | Early Exit | $5,649.00 | 97.42% | |
| 2012-03-09 | $4.59 | $0.15 | Early Exit | $4,415.90 | 96.73% |
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