Short Put
Short Put • Dec 10, 2000 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Short Put strategy on SPX from Dec 10, 2000 - Dec 10, 2025, placing 864 trades that stayed open for an average of 31 days. The results were impressive - winning 99.54% of the time (860 wins vs 4 losses), which shows remarkable consistency. This translated to $116,510,082.18 in total profits. On average, each position made $134,849.63. When annualized, that's a 32.6% return (CAGR), which suggests strong growth potential if maintained over time. The account experienced a 19.5% drawdown at its lowest point, which is moderate but manageable. With a Sharpe ratio of 26.22, the returns were excellent relative to the risk taken. Notably, the strategy captured 87.3% 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 | $101.04 | $0.05 | Early Exit | $100,979.00 | 99.95% | |
| 2010-11-09 | $100.12 | $0.05 | Early Exit | $100,052.60 | 99.95% | |
| 2010-11-10 | $96.27 | $0.05 | Early Exit | $96,206.90 | 99.95% | |
| 2010-11-11 | $94.98 | $0.05 | Early Exit | $94,918.00 | 99.95% | |
| 2010-11-12 | $90.90 | $0.05 | Early Exit | $90,833.10 | 99.94% | |
| 2010-12-13 | $101.36 | $0.05 | Early Exit | $101,300.60 | 99.95% | |
| 2010-12-14 | $95.68 | $0.05 | Early Exit | $95,620.80 | 99.95% | |
| 2010-12-15 | $95.50 | $0.05 | Early Exit | $95,433.20 | 99.95% | |
| 2010-12-16 | $89.18 | $0.05 | Early Exit | $89,120.20 | 99.94% | |
| 2010-12-17 | $84.39 | $0.05 | Early Exit | $84,326.30 | 99.94% | |
| 2011-01-20 | $47.59 | $9.57 | Take Profit | $38,008.76 | 79.89% | |
| 2011-01-24 | $35.56 | $7.16 | Take Profit | $28,385.00 | 79.86% | |
| 2011-01-18 | $69.67 | $0.05 | Early Exit | $69,607.60 | 99.93% | |
| 2011-01-19 | $80.13 | $0.05 | Early Exit | $80,064.70 | 99.94% | |
| 2011-01-21 | $79.61 | $0.05 | Early Exit | $79,551.10 | 99.94% | |
| 2011-02-08 | $44.46 | $0.05 | Early Exit | $44,401.30 | 99.89% | |
| 2011-02-11 | $73.91 | $0.05 | Early Exit | $73,848.40 | 99.93% | |
| 2011-02-14 | $77.54 | $0.05 | Early Exit | $77,472.10 | 99.94% | |
| 2011-02-15 | $86.01 | $0.05 | Early Exit | $85,947.60 | 99.94% | |
| 2011-02-16 | $78.74 | $0.05 | Early Exit | $78,672.30 | 99.94% | |
| 2011-03-14 | $91.60 | $0.05 | Early Exit | $91,540.20 | 99.95% | |
| 2011-03-15 | $97.87 | $0.05 | Early Exit | $97,803.60 | 99.95% | |
| 2011-03-16 | $113.46 | $0.05 | Early Exit | $113,396.20 | 99.96% | |
| 2011-03-28 | $64.13 | $0.05 | Early Exit | $64,065.20 | 99.92% | |
| 2011-03-29 | $56.10 | $0.05 | Early Exit | $56,033.80 | 99.91% | |
| 2011-04-11 | $89.80 | $0.05 | Early Exit | $89,734.80 | 99.94% | |
| 2011-04-12 | $86.14 | $0.05 | Early Exit | $86,079.30 | 99.94% | |
| 2011-04-13 | $80.04 | $0.05 | Early Exit | $79,974.00 | 99.94% | |
| 2011-04-14 | $68.64 | $0.05 | Early Exit | $68,575.90 | 99.93% | |
| 2011-04-15 | $61.19 | $0.05 | Early Exit | $61,131.50 | 99.92% | |
| 2011-05-16 | $84.99 | $0.05 | Early Exit | $84,930.00 | 99.94% | |
| 2011-05-17 | $78.63 | $0.05 | Early Exit | $78,566.60 | 99.94% | |
| 2011-05-18 | $88.47 | $0.05 | Early Exit | $88,410.10 | 99.94% | |
| 2011-05-19 | $43.28 | $0.05 | Early Exit | $43,220.10 | 99.88% | |
| 2011-05-20 | $54.36 | $0.05 | Early Exit | $54,299.70 | 99.91% | |
| 2011-06-13 | $72.39 | $14.53 | Take Profit | $57,846.28 | 79.93% | |
| 2011-06-27 | $65.91 | $13.23 | Take Profit | $52,665.16 | 79.92% | |
| 2011-06-28 | $62.10 | $38.09 | Early Exit | $23,991.50 | 38.66% | |
| 2011-06-29 | $47.01 | $33.40 | Early Exit | $13,597.50 | 28.95% | |
| 2011-06-30 | $50.91 | $47.78 | Early Exit | $3,117.50 | 6.15% | |
| 2011-07-01 | $52.18 | $0.05 | Early Exit | $52,118.00 | 99.90% | |
| 2011-07-07 | $88.41 | $0.05 | Early Exit | $88,349.40 | 99.94% | |
| 2011-07-11 | $49.30 | $0.05 | Early Exit | $49,237.50 | 99.90% | |
| 2011-07-12 | $93.99 | $0.05 | Early Exit | $93,922.30 | 99.95% | |
| 2011-07-13 | $91.40 | $0.05 | Early Exit | $91,338.90 | 99.95% | |
| 2011-07-14 | $42.07 | $0.05 | Early Exit | $42,005.10 | 99.88% | |
| 2011-08-15 | $130.02 | $0.05 | Early Exit | $129,952.50 | 99.96% | |
| 2011-08-16 | $131.81 | $0.05 | Early Exit | $131,744.80 | 99.96% | |
| 2011-08-17 | $142.31 | $0.05 | Early Exit | $142,242.60 | 99.96% | |
| 2011-08-18 | $168.82 | $0.05 | Early Exit | $168,755.40 | 99.97% |