Credit Put Spread
Credit Put Spread • Jan 10, 2009 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Credit Put Spread strategy on SPX from Jan 10, 2009 - Dec 10, 2025, placing 577 trades that stayed open for an average of 16 days. The results were impressive - winning 89.6% of the time (517 wins vs 60 losses), which shows remarkable consistency. This translated to $10,179,746.27 in total profits. On average, each position made $17,642.54. When annualized, that's a 31.5% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 65.5%, which would require strong conviction to ride out. With a Sharpe ratio of 6.06, 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 |
|---|---|---|---|---|---|---|
| 2010-11-08 | $31.40 | $47.06 | Take Profit | $9,375.84 | 49.84% | |
| 2010-11-29 | $30.93 | $34.83 | Expiration | $2,712.29 | 12.61% | |
| 2010-12-06 | $30.94 | $26.55 | Expiration | $-3,094.35 | -14.20% | |
| 2010-12-13 | $27.18 | $11.55 | Expiration | $-12,521.36 | -57.50% | |
| 2010-12-20 | $26.14 | $6.55 | Expiration | $-15,694.88 | -74.95% | |
| 2010-12-27 | $20.32 | $1.55 | Expiration | $-18,796.40 | -92.37% | |
| 2011-01-24 | $21.51 | $32.21 | Take Profit | $5,338.93 | 49.77% | |
| 2011-01-03 | $34.75 | $0.05 | Expiration | $-20,832.90 | -99.86% | |
| 2011-02-14 | $29.34 | $43.97 | Take Profit | $5,838.52 | 49.83% | |
| 2011-02-07 | $26.01 | $38.96 | Take Profit | $6,464.43 | 49.81% | |
| 2011-02-28 | $27.15 | $40.68 | Take Profit | $4,049.87 | 49.82% | |
| 2011-03-07 | $34.12 | $51.14 | Take Profit | $5,095.74 | 49.85% | |
| 2011-03-14 | $13.30 | $19.91 | Take Profit | $5,918.18 | 49.62% | |
| 2011-01-31 | $34.21 | $17.21 | Expiration | $-5,107.14 | -49.69% | |
| 2011-04-04 | $31.11 | $46.61 | Take Profit | $6,190.62 | 49.84% | |
| 2011-03-21 | $25.54 | $17.43 | Expiration | $-4,066.30 | -31.75% | |
| 2011-03-28 | $11.01 | $12.43 | Expiration | $1,398.20 | 12.94% | |
| 2011-04-11 | $25.73 | $38.54 | Take Profit | $6,393.88 | 49.81% | |
| 2011-05-02 | $10.07 | $15.06 | Take Profit | $4,960.05 | 49.50% | |
| 2011-05-09 | $9.71 | $14.51 | Take Profit | $4,778.65 | 49.49% | |
| 2011-04-18 | $24.08 | $10.23 | Expiration | $-8,326.44 | -57.52% | |
| 2011-04-25 | $19.23 | $35.23 | Expiration | $12,782.40 | 83.24% | |
| 2011-06-06 | $18.42 | $27.57 | Take Profit | $9,131.90 | 49.73% | |
| 2011-06-13 | $21.62 | $32.38 | Take Profit | $9,659.66 | 49.77% | |
| 2011-06-27 | $22.01 | $32.96 | Take Profit | $9,834.98 | 49.77% | |
| 2011-06-20 | $25.07 | $37.55 | Take Profit | $9,966.96 | 49.80% | |
| 2011-07-11 | $31.87 | $47.76 | Take Profit | $12,687.56 | 49.84% | |
| 2011-07-25 | $26.68 | $39.97 | Take Profit | $13,265.00 | 49.81% | |
| 2011-07-18 | $30.16 | $45.18 | Take Profit | $13,501.58 | 49.83% | |
| 2011-08-01 | $42.72 | $64.02 | Take Profit | $17,025.40 | 49.88% | |
| 2011-08-15 | $46.23 | $69.30 | Take Profit | $18,431.20 | 49.89% | |
| 2011-08-08 | $71.10 | $18.09 | Expiration | $-26,516.85 | -74.56% | |
| 2011-09-19 | $20.29 | $30.38 | Take Profit | $10,067.90 | 49.75% | |
| 2011-09-12 | $45.90 | $68.80 | Take Profit | $18,299.28 | 49.89% | |
| 2011-08-22 | $54.50 | $47.07 | Expiration | $-5,221.86 | -13.64% | |
| 2011-09-26 | $49.40 | $74.04 | Take Profit | $19,697.80 | 49.90% | |
| 2011-10-03 | $53.59 | $80.34 | Take Profit | $21,375.92 | 49.91% | |
| 2011-10-24 | $37.32 | $55.93 | Take Profit | $18,584.00 | 49.87% | |
| 2011-10-10 | $29.24 | $43.81 | Take Profit | $14,545.10 | 49.83% | |
| 2011-10-31 | $18.44 | $27.62 | Take Profit | $9,146.20 | 49.73% | |
| 2011-11-07 | $49.65 | $74.43 | Take Profit | $24,749.50 | 49.90% | |
| 2011-10-17 | $45.58 | $47.77 | Expiration | $1,944.00 | 4.80% | |
| 2011-12-05 | $19.58 | $29.32 | Take Profit | $9,713.10 | 49.74% | |
| 2011-12-12 | $43.46 | $65.14 | Take Profit | $21,654.80 | 49.88% | |
| 2011-12-19 | $38.27 | $69.97 | Expiration | $31,675.70 | 82.84% | |
| 2012-01-09 | $34.50 | $0.05 | Expiration | $-34,480.80 | -99.86% | |
| 2012-01-23 | $23.77 | $0.05 | Expiration | $-23,745.70 | -99.79% | |
| 2012-02-27 | $30.18 | $45.22 | Take Profit | $15,015.20 | 49.83% | |
| 2012-03-05 | $24.80 | $37.15 | Take Profit | $12,323.60 | 49.80% | |
| 2012-01-30 | $38.01 | $57.92 | Expiration | $19,885.70 | 52.39% |