Short Put
Short Put • Nov 8, 2010 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Short Put strategy on SPX from Nov 8, 2010 - Dec 10, 2025, placing 775 trades that stayed open for an average of 13 days. The results were impressive - winning 86.97% of the time (674 wins vs 101 losses), which shows remarkable consistency. This translated to $1,853,608.10 in total profits. On average, each position made $2,391.75. When annualized, that's a 21.8% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 76.8%, which would require strong conviction to ride out. The Sharpe ratio of 1.44 suggests the returns were worth the risk. 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 |
|---|---|---|---|---|---|---|
| 2010-11-10 | $4.54 | $0.05 | Early Exit | $2,240.80 | 98.90% | |
| 2010-11-17 | $11.52 | $5.81 | Take Profit | $2,849.33 | 49.57% | |
| 2010-11-24 | $10.15 | $5.13 | Take Profit | $2,506.28 | 49.51% | |
| 2010-12-01 | $10.12 | $5.11 | Take Profit | $2,497.43 | 49.51% | |
| 2010-12-08 | $11.52 | $5.81 | Take Profit | $2,847.28 | 49.57% | |
| 2010-12-15 | $11.60 | $5.85 | Take Profit | $2,868.70 | 49.57% | |
| 2010-12-22 | $5.25 | $4.93 | Early Exit | $157.90 | 6.26% | |
| 2011-01-05 | $22.22 | $11.16 | Take Profit | $5,523.75 | 49.77% | |
| 2011-01-12 | $14.61 | $7.35 | Take Profit | $3,620.08 | 49.66% | |
| 2011-01-19 | $5.59 | $2.84 | Take Profit | $1,365.50 | 49.11% | |
| 2010-12-29 | $8.64 | $0.05 | Early Exit | $4,287.40 | 99.42% | |
| 2011-01-26 | $5.03 | $6.72 | Early Exit | $-850.45 | -33.52% | |
| 2011-02-02 | $7.56 | $3.83 | Take Profit | $1,859.60 | 49.34% | |
| 2011-02-09 | $6.51 | $3.30 | Take Profit | $1,595.85 | 49.23% | |
| 2011-02-23 | $11.46 | $5.78 | Take Profit | $2,833.93 | 49.56% | |
| 2011-02-16 | $7.93 | $11.60 | Early Exit | $-1,837.75 | -46.16% | |
| 2011-03-16 | $10.98 | $5.54 | Take Profit | $2,714.55 | 49.54% | |
| 2011-03-02 | $15.28 | $7.69 | Take Profit | $3,787.50 | 49.67% | |
| 2011-03-09 | $11.34 | $5.72 | Take Profit | $2,803.40 | 49.56% | |
| 2011-03-23 | $5.98 | $3.82 | Early Exit | $1,074.65 | 36.13% | |
| 2011-03-30 | $4.44 | $4.27 | Early Exit | $80.25 | 3.90% | |
| 2011-04-06 | $8.38 | $4.24 | Take Profit | $2,063.33 | 49.40% | |
| 2011-04-13 | $7.31 | $3.70 | Take Profit | $1,795.93 | 49.32% | |
| 2011-04-20 | $13.77 | $6.93 | Take Profit | $3,410.03 | 49.64% | |
| 2011-04-27 | $5.06 | $2.58 | Take Profit | $1,233.20 | 49.01% | |
| 2011-05-04 | $8.06 | $4.08 | Take Profit | $1,984.48 | 49.38% | |
| 2011-05-11 | $7.04 | $3.57 | Take Profit | $1,728.33 | 49.29% | |
| 2011-05-18 | $9.94 | $5.02 | Take Profit | $2,453.78 | 49.50% | |
| 2011-05-25 | $18.95 | $9.52 | Take Profit | $4,705.48 | 49.74% | |
| 2011-06-15 | $11.23 | $5.66 | Take Profit | $2,775.53 | 49.55% | |
| 2011-06-08 | $7.25 | $3.68 | Take Profit | $1,782.20 | 49.31% | |
| 2011-06-01 | $13.15 | $13.66 | Early Exit | $-260.60 | -3.86% | |
| 2011-06-22 | $5.59 | $6.30 | Early Exit | $-360.20 | -12.65% | |
| 2011-06-29 | $4.28 | $2.89 | Early Exit | $687.90 | 32.43% | |
| 2011-07-13 | $8.52 | $4.31 | Take Profit | $2,099.15 | 49.41% | |
| 2011-07-06 | $7.67 | $16.83 | Early Exit | $-4,589.65 | -119.54% | |
| 2011-07-20 | $17.27 | $35.12 | Early Exit | $-8,935.10 | -103.41% | |
| 2011-07-27 | $7.57 | $9.49 | Early Exit | $-964.60 | -25.31% | |
| 2011-08-10 | $16.15 | $8.13 | Take Profit | $4,007.20 | 49.69% | |
| 2011-08-03 | $16.36 | $24.29 | Early Exit | $-3,975.90 | -48.54% | |
| 2011-08-24 | $17.73 | $8.91 | Take Profit | $4,400.63 | 49.72% | |
| 2011-08-17 | $16.25 | $17.58 | Early Exit | $-672.35 | -8.19% | |
| 2011-08-31 | $11.69 | $21.77 | Early Exit | $-5,047.50 | -86.27% | |
| 2011-09-07 | $14.35 | $30.24 | Early Exit | $-7,949.60 | -110.71% | |
| 2011-09-14 | $13.55 | $27.06 | Early Exit | $-6,758.45 | -99.63% | |
| 2011-09-21 | $12.44 | $22.73 | Early Exit | $-5,150.75 | -82.69% | |
| 2011-09-28 | $12.24 | $21.47 | Early Exit | $-4,618.95 | -75.36% | |
| 2011-10-05 | $26.07 | $13.09 | Take Profit | $6,487.05 | 49.81% | |
| 2011-10-12 | $12.28 | $6.19 | Take Profit | $3,038.58 | 49.59% | |
| 2011-10-19 | $12.64 | $6.37 | Take Profit | $3,127.88 | 49.60% |
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