Short Put
Short Put • Dec 10, 2015 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Short Put strategy on SPX from Dec 10, 2015 - Dec 10, 2025, placing 508 trades that stayed open for an average of 10 days. The results were impressive - winning 80.51% of the time (409 wins vs 99 losses), which shows remarkable consistency. This translated to $1,857,186.35 in total profits. On average, each position made $3,655.88. When annualized, that's a 34.6% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 51.4%, which would require strong conviction to ride out. With a Sharpe ratio of 2.44, the returns were excellent relative to the risk taken. 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 |
|---|---|---|---|---|---|---|
| 2015-12-15 | $10.75 | $5.43 | Take Profit | $5,313.85 | 49.54% | |
| 2015-12-29 | $9.42 | $18.89 | Stop Loss | $-9,483.90 | -100.53% | |
| 2015-12-22 | $9.26 | $18.56 | Stop Loss | $-9,320.20 | -100.54% | |
| 2016-01-05 | $9.99 | $20.02 | Stop Loss | $-10,048.40 | -100.50% | |
| 2016-01-12 | $10.97 | $21.99 | Stop Loss | $-11,032.80 | -100.46% | |
| 2016-01-19 | $12.76 | $6.43 | Take Profit | $6,317.15 | 49.61% | |
| 2016-01-26 | $11.29 | $5.70 | Take Profit | $5,582.00 | 49.56% | |
| 2016-02-02 | $10.99 | $5.55 | Take Profit | $5,432.00 | 49.55% | |
| 2016-02-09 | $12.78 | $6.44 | Take Profit | $6,329.35 | 49.61% | |
| 2016-02-16 | $11.88 | $5.99 | Take Profit | $5,876.55 | 49.58% | |
| 2016-02-23 | $10.91 | $5.50 | Take Profit | $5,389.80 | 49.54% | |
| 2016-03-01 | $9.37 | $4.73 | Take Profit | $4,620.60 | 49.47% | |
| 2016-03-08 | $10.33 | $5.21 | Take Profit | $5,101.60 | 49.52% | |
| 2016-03-15 | $8.90 | $4.50 | Take Profit | $4,387.85 | 49.44% | |
| 2016-03-22 | $8.69 | $4.40 | Take Profit | $4,282.75 | 49.42% | |
| 2016-03-29 | $8.06 | $4.08 | Take Profit | $3,965.90 | 49.38% | |
| 2016-04-05 | $8.89 | $4.50 | Take Profit | $4,382.15 | 49.44% | |
| 2016-04-12 | $9.04 | $4.57 | Take Profit | $4,454.50 | 49.45% | |
| 2016-04-19 | $7.98 | $4.04 | Take Profit | $3,925.15 | 49.37% | |
| 2016-05-03 | $8.83 | $4.47 | Take Profit | $4,353.65 | 49.43% | |
| 2016-04-26 | $8.34 | $4.22 | Take Profit | $4,108.00 | 49.40% | |
| 2016-05-10 | $8.64 | $4.37 | Take Profit | $4,258.70 | 49.42% | |
| 2016-05-17 | $9.16 | $4.63 | Take Profit | $4,518.50 | 49.45% | |
| 2016-05-24 | $8.33 | $4.22 | Take Profit | $4,103.60 | 49.40% | |
| 2016-06-07 | $8.06 | $16.17 | Stop Loss | $-8,121.40 | -100.62% | |
| 2016-06-14 | $12.31 | $6.21 | Take Profit | $6,093.90 | 49.59% | |
| 2016-05-31 | $8.46 | $16.94 | Early Exit | $-8,492.40 | -100.27% | |
| 2016-06-21 | $10.69 | $21.43 | Stop Loss | $-10,750.60 | -100.47% | |
| 2016-06-28 | $10.19 | $5.14 | Take Profit | $5,031.75 | 49.51% | |
| 2016-07-05 | $8.84 | $4.47 | Take Profit | $4,357.70 | 49.43% | |
| 2016-07-12 | $8.09 | $4.09 | Take Profit | $3,981.15 | 49.38% | |
| 2016-07-19 | $7.03 | $3.57 | Take Profit | $3,454.05 | 49.29% | |
| 2016-07-26 | $8.25 | $4.18 | Take Profit | $4,063.95 | 49.39% | |
| 2016-08-02 | $7.51 | $3.81 | Take Profit | $3,693.80 | 49.33% | |
| 2016-08-09 | $7.38 | $3.74 | Take Profit | $3,624.65 | 49.32% | |
| 2016-08-16 | $8.58 | $4.34 | Take Profit | $4,224.75 | 49.42% | |
| 2016-08-30 | $8.28 | $4.19 | Take Profit | $4,076.85 | 49.40% | |
| 2016-09-06 | $7.39 | $14.83 | Stop Loss | $-7,452.20 | -100.68% | |
| 2016-08-23 | $7.38 | $14.81 | Stop Loss | $-7,442.40 | -100.68% | |
| 2016-09-13 | $10.68 | $5.39 | Take Profit | $5,276.25 | 49.53% | |
| 2016-09-20 | $9.42 | $4.76 | Take Profit | $4,644.55 | 49.47% | |
| 2016-09-27 | $9.11 | $4.60 | Take Profit | $4,490.70 | 49.45% | |
| 2016-10-04 | $8.72 | $4.41 | Take Profit | $4,297.60 | 49.43% | |
| 2016-10-11 | $9.01 | $4.56 | Take Profit | $4,442.05 | 49.45% | |
| 2016-10-25 | $8.23 | $16.50 | Stop Loss | $-8,288.50 | -100.61% | |
| 2016-11-01 | $10.94 | $5.52 | Take Profit | $5,406.60 | 49.54% | |
| 2016-10-18 | $8.41 | $4.26 | Take Profit | $4,143.05 | 49.41% | |
| 2016-11-08 | $10.68 | $5.39 | Take Profit | $5,276.90 | 49.53% | |
| 2016-11-15 | $7.72 | $3.91 | Take Profit | $3,797.40 | 49.35% | |
| 2016-11-22 | $7.49 | $3.79 | Take Profit | $3,679.70 | 49.33% |
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