Credit Call Spread
Credit Call Spread • Nov 22, 2010 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Credit Call Spread strategy on QQQ from Nov 22, 2010 - Dec 10, 2025, placing 40 trades that stayed open for an average of 600 days. The results were impressive - winning 100% of the time (40 wins vs 0 losses), which shows remarkable consistency. This translated to $478,255.95 in total profits. On average, each position made $11,956.40. The 12.4% annualized return (CAGR) shows this could be a solid long-term strategy. The journey was quite volatile though - at its worst, the account was down 27.7%, which would require strong conviction to ride out. With a Sharpe ratio of 9.00, the returns were excellent relative to the risk taken. Notably, the strategy captured 90.0% 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 |
|---|---|---|---|---|---|---|
| 2011-04-08 | $3.53 | $0.05 | Early Exit | $3,453.30 | 98.58% | |
| 2011-05-13 | $3.52 | $0.05 | Early Exit | $3,441.80 | 98.58% | |
| 2011-06-17 | $2.26 | $0.05 | Early Exit | $2,188.60 | 97.79% | |
| 2011-07-22 | $3.47 | $0.05 | Early Exit | $3,391.40 | 98.56% | |
| 2011-08-26 | $2.17 | $0.05 | Early Exit | $2,093.50 | 97.70% | |
| 2013-02-01 | $5.69 | $0.05 | Early Exit | $5,610.40 | 99.12% | |
| 2013-03-01 | $3.97 | $0.05 | Early Exit | $3,895.40 | 98.74% | |
| 2013-04-05 | $4.64 | $0.05 | Early Exit | $4,561.00 | 98.92% | |
| 2013-05-10 | $4.20 | $0.05 | Early Exit | $4,127.10 | 98.81% | |
| 2013-06-14 | $4.77 | $0.05 | Early Exit | $4,689.00 | 98.95% | |
| 2014-12-19 | $6.30 | $0.05 | Early Exit | $6,224.10 | 99.21% | |
| 2015-01-23 | $6.41 | $0.05 | Early Exit | $6,330.80 | 99.22% | |
| 2015-02-27 | $6.28 | $0.05 | Early Exit | $6,207.40 | 99.20% | |
| 2015-03-27 | $7.01 | $0.05 | Early Exit | $6,936.60 | 99.29% | |
| 2015-05-01 | $7.16 | $0.05 | Early Exit | $7,083.90 | 99.30% | |
| 2017-01-20 | $7.82 | $0.05 | Early Exit | $7,745.90 | 99.36% | |
| 2017-02-24 | $8.46 | $0.05 | Early Exit | $8,385.60 | 99.41% | |
| 2017-03-24 | $8.45 | $0.05 | Early Exit | $8,369.80 | 99.41% | |
| 2017-04-28 | $8.43 | $0.05 | Early Exit | $8,350.30 | 99.41% | |
| 2017-06-02 | $9.48 | $0.05 | Early Exit | $9,405.90 | 99.47% | |
| 2019-01-11 | $9.02 | $0.05 | Early Exit | $8,941.90 | 99.45% | |
| 2019-02-15 | $11.62 | $0.05 | Early Exit | $11,539.40 | 99.57% | |
| 2019-03-15 | $12.10 | $0.05 | Early Exit | $12,026.10 | 99.59% | |
| 2019-05-24 | $12.26 | $0.05 | Early Exit | $12,180.60 | 99.59% | |
| 2019-06-28 | $11.33 | $0.05 | Early Exit | $11,253.90 | 99.56% | |
| 2021-04-16 | $20.32 | $10.21 | Take Profit | $10,081.95 | 49.75% | |
| 2021-02-12 | $22.67 | $11.39 | Take Profit | $11,260.00 | 49.78% | |
| 2021-05-21 | $20.54 | $10.32 | Take Profit | $10,192.35 | 49.76% | |
| 2021-01-08 | $19.95 | $10.03 | Take Profit | $9,900.95 | 49.75% | |
| 2021-03-12 | $19.30 | $9.70 | Take Profit | $9,576.20 | 49.74% | |
| 2022-07-08 | $19.71 | $0.05 | Early Exit | $19,629.00 | 99.75% | |
| 2022-08-12 | $23.08 | $0.05 | Early Exit | $23,005.00 | 99.78% | |
| 2022-10-21 | $17.06 | $0.05 | Early Exit | $16,985.40 | 99.71% | |
| 2022-11-25 | $17.05 | $0.05 | Early Exit | $16,978.00 | 99.71% | |
| 2022-12-30 | $17.22 | $0.05 | Early Exit | $17,144.30 | 99.71% | |
| 2024-07-05 | $34.82 | $0.05 | Backtest Finished | $34,742.70 | 99.86% | |
| 2024-08-09 | $30.74 | $0.05 | Backtest Finished | $30,661.50 | 99.84% | |
| 2024-09-13 | $31.05 | $0.05 | Backtest Finished | $30,973.30 | 99.84% | |
| 2024-12-27 | $34.03 | $0.05 | Backtest Finished | $33,951.60 | 99.85% | |
| 2025-01-31 | $34.82 | $0.05 | Backtest Finished | $34,740.00 | 99.86% |
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