Iron Condor
Iron Condor • Jan 1, 2010 - Dec 31, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Iron Condor strategy on SPX from Jan 1, 2010 - Dec 31, 2025, placing 708 trades that stayed open for an average of 37 days. The results were impressive - winning 96.33% of the time (682 wins vs 26 losses), which shows remarkable consistency. This translated to $119,047,990.17 in total profits. On average, each position made $168,146.88. When annualized, that's a 62.6% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 49.6%, which would require strong conviction to ride out. With a Sharpe ratio of 17.52, the returns were excellent relative to the risk taken. Notably, the strategy captured 92.0% 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 |
|---|---|---|---|---|---|---|
| 2010-11-08 | $44.39 | $0.05 | Early Exit | $48,719.00 | 99.89% | |
| 2010-11-15 | $40.47 | $0.05 | Early Exit | $48,442.80 | 99.88% | |
| 2010-11-22 | $36.83 | $0.05 | Early Exit | $47,749.26 | 99.86% | |
| 2010-11-29 | $40.59 | $0.05 | Early Exit | $48,589.08 | 99.88% | |
| 2010-12-06 | $35.98 | $0.05 | Early Exit | $46,640.23 | 99.86% | |
| 2010-12-13 | $44.11 | $0.05 | Early Exit | $88,020.40 | 99.89% | |
| 2010-12-20 | $20.82 | $0.05 | Early Exit | $41,442.20 | 99.76% | |
| 2010-12-27 | $32.25 | $0.05 | Early Exit | $64,294.80 | 99.84% | |
| 2011-01-03 | $37.73 | $0.05 | Early Exit | $75,260.00 | 99.87% | |
| 2011-01-10 | $43.34 | $0.05 | Early Exit | $86,473.40 | 99.88% | |
| 2011-01-24 | $29.09 | $0.05 | Early Exit | $57,979.60 | 99.83% | |
| 2011-01-31 | $37.40 | $0.05 | Early Exit | $74,588.40 | 99.87% | |
| 2011-02-07 | $39.97 | $0.05 | Early Exit | $79,730.20 | 99.87% | |
| 2011-02-14 | $41.38 | $0.05 | Early Exit | $82,562.20 | 99.88% | |
| 2011-02-28 | $35.58 | $0.05 | Early Exit | $70,950.20 | 99.86% | |
| 2011-03-07 | $49.75 | $0.05 | Early Exit | $99,299.80 | 99.90% | |
| 2011-03-14 | $43.20 | $0.05 | Early Exit | $86,194.00 | 99.88% | |
| 2011-03-21 | $34.03 | $0.05 | Early Exit | $67,848.40 | 99.85% | |
| 2011-03-28 | $23.97 | $0.05 | Early Exit | $47,736.40 | 99.79% | |
| 2011-04-04 | $47.52 | $0.05 | Early Exit | $94,840.00 | 99.89% | |
| 2011-04-11 | $41.89 | $0.05 | Early Exit | $83,576.00 | 99.88% | |
| 2011-04-18 | $37.85 | $0.05 | Early Exit | $75,492.20 | 99.87% | |
| 2011-04-25 | $24.35 | $0.05 | Early Exit | $48,491.60 | 99.79% | |
| 2011-05-02 | $44.24 | $0.05 | Early Exit | $88,272.20 | 99.89% | |
| 2011-05-09 | $37.17 | $0.05 | Early Exit | $74,139.00 | 99.87% | |
| 2011-05-16 | $46.29 | $0.05 | Early Exit | $92,370.80 | 99.89% | |
| 2011-05-23 | $32.33 | $0.05 | Early Exit | $64,446.60 | 99.85% | |
| 2011-06-06 | $46.02 | $0.05 | Early Exit | $91,840.00 | 99.89% | |
| 2011-06-13 | $40.13 | $0.05 | Early Exit | $80,053.80 | 99.88% | |
| 2011-06-20 | $37.29 | $0.05 | Early Exit | $74,375.60 | 99.87% | |
| 2011-06-27 | $30.19 | $0.05 | Early Exit | $60,170.00 | 99.83% | |
| 2011-07-11 | $47.70 | $0.05 | Early Exit | $95,196.00 | 99.90% | |
| 2011-07-18 | $46.84 | $0.05 | Early Exit | $93,484.00 | 99.89% | |
| 2011-07-25 | $28.76 | $0.05 | Early Exit | $57,317.20 | 99.83% | |
| 2011-08-01 | $62.17 | $0.05 | Early Exit | $124,143.20 | 99.92% | |
| 2011-08-08 | $95.70 | $0.05 | Early Exit | $191,201.80 | 99.95% | |
| 2011-08-15 | $55.28 | $66.22 | Early Exit | $-21,985.80 | -19.79% | |
| 2011-08-22 | $79.57 | $0.05 | Early Exit | $158,937.00 | 99.94% | |
| 2011-08-29 | $53.27 | $0.05 | Early Exit | $106,335.60 | 99.91% | |
| 2011-09-12 | $66.02 | $0.05 | Early Exit | $131,839.80 | 99.92% | |
| 2011-09-19 | $64.27 | $0.05 | Early Exit | $128,342.40 | 99.92% | |
| 2011-09-26 | $60.73 | $0.05 | Early Exit | $121,265.80 | 99.92% | |
| 2011-10-03 | $98.92 | $0.05 | Early Exit | $197,631.80 | 99.95% | |
| 2011-10-10 | $48.66 | $47.50 | Early Exit | $2,215.00 | 2.38% | |
| 2011-10-17 | $65.93 | $0.05 | Early Exit | $131,661.00 | 99.92% | |
| 2011-10-24 | $47.71 | $0.05 | Early Exit | $95,212.00 | 99.90% | |
| 2011-10-31 | $73.30 | $0.05 | Early Exit | $146,403.20 | 99.93% | |
| 2011-11-07 | $44.20 | $0.05 | Early Exit | $88,192.60 | 99.89% | |
| 2011-11-14 | $81.59 | $0.05 | Early Exit | $162,972.40 | 99.94% | |
| 2011-11-21 | $73.11 | $0.05 | Early Exit | $146,020.80 | 99.93% |