Credit Put Spread
Credit Put Spread • Dec 10, 2010 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Credit Put Spread strategy on SPX from Dec 10, 2010 - Dec 10, 2025, placing 1181 trades that stayed open for an average of 3 days. The results were impressive - winning 80.61% of the time (952 wins vs 229 losses), which shows remarkable consistency. This translated to $1,152,702.25 in total profits. On average, each position made $976.04. When annualized, that's a 18.4% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 53.6%, which would require strong conviction to ride out. With a Sharpe ratio of 3.38, 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 |
|---|---|---|---|---|---|---|
| 2011-02-22 | $1.84 | $0.00 | Expiration | $1,755.40 | 100.00% | |
| 2011-02-23 | $1.62 | $0.00 | Expiration | $1,544.80 | 100.00% | |
| 2011-03-16 | $2.01 | $0.00 | Expiration | $1,926.80 | 100.00% | |
| 2011-03-21 | $1.88 | $0.00 | Expiration | $1,796.10 | 100.00% | |
| 2011-03-28 | $1.85 | $0.00 | Expiration | $1,767.60 | 100.00% | |
| 2011-06-20 | $1.93 | $0.05 | Expiration | $1,799.10 | 97.41% | |
| 2011-06-21 | $1.52 | $0.05 | Expiration | $1,389.00 | 96.71% | |
| 2011-06-27 | $2.57 | $0.05 | Expiration | $2,439.80 | 98.05% | |
| 2011-06-28 | $1.74 | $0.05 | Expiration | $1,608.70 | 97.12% | |
| 2011-07-18 | $2.42 | $0.00 | Expiration | $2,343.90 | 100.00% | |
| 2011-08-01 | $4.25 | $8.54 | Stop Loss | $-4,377.10 | -101.18% | |
| 2011-08-02 | $3.07 | $6.20 | Stop Loss | $-3,203.10 | -101.63% | |
| 2011-08-09 | $5.51 | $11.06 | Stop Loss | $-5,635.60 | -100.91% | |
| 2011-08-10 | $7.08 | $0.00 | Expiration | $7,003.00 | 100.00% | |
| 2011-08-11 | $2.72 | $0.00 | Expiration | $2,641.20 | 100.00% | |
| 2011-08-15 | $3.54 | $7.13 | Stop Loss | $-3,672.20 | -101.41% | |
| 2011-08-16 | $2.92 | $5.89 | Stop Loss | $-3,051.50 | -101.71% | |
| 2011-08-22 | $6.60 | $0.00 | Expiration | $6,521.40 | 100.00% | |
| 2011-08-23 | $4.84 | $0.00 | Expiration | $4,755.20 | 100.00% | |
| 2011-08-24 | $4.48 | $0.00 | Expiration | $4,403.20 | 100.00% | |
| 2011-08-25 | $3.39 | $0.00 | Expiration | $3,309.50 | 100.00% | |
| 2011-08-29 | $5.02 | $2.56 | Take Profit | $2,381.20 | 49.00% | |
| 2011-08-30 | $4.33 | $2.22 | Take Profit | $2,037.15 | 48.85% | |
| 2011-08-31 | $3.14 | $14.84 | Expiration | $-11,783.40 | -373.12% | |
| 2011-09-06 | $4.30 | $0.05 | Expiration | $4,167.50 | 98.84% | |
| 2011-09-12 | $5.26 | $0.00 | Expiration | $5,178.10 | 100.00% | |
| 2011-09-19 | $5.65 | $11.36 | Stop Loss | $-5,782.90 | -100.88% | |
| 2011-09-20 | $3.71 | $7.47 | Stop Loss | $-3,837.80 | -101.35% | |
| 2011-09-26 | $6.10 | $0.00 | Expiration | $6,019.60 | 100.00% | |
| 2011-09-27 | $4.66 | $9.75 | Expiration | $-5,171.80 | -109.31% | |
| 2011-09-28 | $4.58 | $0.00 | Expiration | $4,500.10 | 100.00% | |
| 2011-10-03 | $8.33 | $4.21 | Take Profit | $4,034.10 | 49.40% | |
| 2011-10-04 | $5.58 | $0.00 | Expiration | $5,495.80 | 100.00% | |
| 2011-10-10 | $4.47 | $0.00 | Expiration | $4,386.10 | 100.00% | |
| 2011-10-11 | $2.60 | $0.00 | Expiration | $2,522.70 | 100.00% | |
| 2011-10-17 | $4.82 | $0.00 | Expiration | $4,740.90 | 100.00% | |
| 2011-10-18 | $2.79 | $0.00 | Expiration | $2,712.30 | 100.00% | |
| 2011-10-19 | $2.01 | $0.00 | Expiration | $1,928.30 | 100.00% | |
| 2011-10-24 | $4.28 | $8.61 | Stop Loss | $-4,411.50 | -101.17% | |
| 2011-10-25 | $4.52 | $0.00 | Expiration | $4,439.90 | 100.00% | |
| 2011-10-31 | $4.68 | $0.00 | Expiration | $4,604.40 | 100.00% | |
| 2011-11-01 | $3.91 | $0.00 | Expiration | $3,826.30 | 100.00% | |
| 2011-11-07 | $2.91 | $5.88 | Stop Loss | $-3,043.30 | -101.72% | |
| 2011-11-09 | $3.60 | $0.05 | Expiration | $3,467.90 | 98.61% | |
| 2011-11-14 | $3.13 | $22.77 | Expiration | $-19,721.90 | -627.92% | |
| 2011-11-21 | $4.33 | $0.35 | Expiration | $3,895.80 | 91.91% | |
| 2011-11-28 | $3.93 | $0.00 | Expiration | $3,846.10 | 100.00% | |
| 2011-12-05 | $3.41 | $0.00 | Expiration | $3,325.60 | 100.00% | |
| 2011-12-06 | $2.89 | $0.00 | Expiration | $2,807.10 | 100.00% | |
| 2012-05-21 | $1.99 | $0.00 | Expiration | $1,910.00 | 100.00% |
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