Short Put
Short Put • Dec 10, 2015 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Short Put strategy on SPY from Dec 10, 2015 - Dec 10, 2025, placing 890 trades that stayed open for an average of 19 days. The results were impressive - winning 71.8% of the time (639 wins vs 251 losses), which shows remarkable consistency. This translated to $679,639.30 in total profits. On average, each position made $763.64. When annualized, that's a 22.8% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 35.1%, which would require strong conviction to ride out. With a Sharpe ratio of 3.37, the returns were excellent relative to the risk taken. Bottom line: this strategy looks promising for anyone seeking consistent, well-managed returns.
Automate Your Options Trading
Stop trading manually... you're losing because of emotions, volatility, and because you can't watch the market 24/7. Use one of our 15+ proven options bots or automate your own options strategy using our super simple (no coding required) tool called The Options Auto Trader.
Trade Log
| Date | Entry | Exit | Exit Reason | P&L | Return | Action |
|---|---|---|---|---|---|---|
| 2015-12-10 | $1.36 | $0.05 | Early Exit | $1,300.70 | 96.33% | |
| 2015-12-11 | $1.81 | $0.05 | Early Exit | $1,748.50 | 97.24% | |
| 2015-12-16 | $1.80 | $3.65 | Stop Loss | $-1,865.40 | -102.77% | |
| 2016-01-04 | $1.83 | $3.71 | Stop Loss | $-1,892.80 | -102.73% | |
| 2016-01-05 | $0.77 | $1.60 | Stop Loss | $-837.40 | -106.46% | |
| 2015-12-14 | $1.23 | $1.36 | Early Exit | $-148.40 | -11.05% | |
| 2015-12-15 | $1.07 | $2.15 | Early Exit | $-1,094.70 | -100.99% | |
| 2016-01-12 | $1.24 | $2.54 | Stop Loss | $-1,307.40 | -104.02% | |
| 2016-01-07 | $0.87 | $0.28 | Early Exit | $580.80 | 67.99% | |
| 2016-01-08 | $2.29 | $0.58 | Early Exit | $1,699.30 | 74.85% | |
| 2016-01-11 | $1.65 | $0.87 | Early Exit | $767.70 | 47.38% | |
| 2016-01-13 | $2.53 | $1.28 | Early Exit | $1,232.70 | 49.27% | |
| 2016-01-20 | $2.07 | $0.59 | Early Exit | $1,467.40 | 71.53% | |
| 2016-02-01 | $1.40 | $2.85 | Stop Loss | $-1,460.50 | -103.58% | |
| 2016-01-29 | $2.60 | $5.24 | Stop Loss | $-2,659.20 | -101.93% | |
| 2016-02-05 | $1.48 | $0.05 | Early Exit | $1,414.70 | 96.62% | |
| 2016-02-08 | $2.78 | $0.05 | Early Exit | $2,715.30 | 98.20% | |
| 2016-02-09 | $1.07 | $0.05 | Early Exit | $1,008.40 | 95.33% | |
| 2016-02-10 | $1.40 | $0.05 | Early Exit | $1,337.60 | 96.43% | |
| 2016-02-11 | $1.20 | $0.05 | Early Exit | $1,138.60 | 95.84% | |
| 2016-02-26 | $1.31 | $0.05 | Early Exit | $1,247.50 | 96.18% | |
| 2016-03-03 | $1.06 | $0.05 | Early Exit | $992.30 | 95.26% | |
| 2016-03-04 | $0.86 | $0.05 | Early Exit | $793.40 | 94.16% | |
| 2016-03-07 | $2.01 | $0.17 | Early Exit | $1,829.80 | 91.61% | |
| 2016-03-08 | $1.69 | $0.05 | Early Exit | $1,622.00 | 97.03% | |
| 2016-03-18 | $2.24 | $1.30 | Early Exit | $922.90 | 41.85% | |
| 2016-03-28 | $0.93 | $0.25 | Early Exit | $673.70 | 73.65% | |
| 2016-03-29 | $0.56 | $0.22 | Early Exit | $325.10 | 60.17% | |
| 2016-04-01 | $0.56 | $0.13 | Early Exit | $419.00 | 76.51% | |
| 2016-04-04 | $0.76 | $0.39 | Early Exit | $348.60 | 47.87% | |
| 2016-04-08 | $0.53 | $0.23 | Early Exit | $294.00 | 57.45% | |
| 2016-04-15 | $1.14 | $0.71 | Early Exit | $423.20 | 38.21% | |
| 2016-04-18 | $0.74 | $0.71 | Early Exit | $22.10 | 4.74% | |
| 2016-04-22 | $1.07 | $0.97 | Early Exit | $88.80 | 9.48% | |
| 2016-04-29 | $1.60 | $0.60 | Early Exit | $988.40 | 62.46% | |
| 2016-05-02 | $0.87 | $0.05 | Early Exit | $809.70 | 94.27% | |
| 2016-05-06 | $1.72 | $0.05 | Early Exit | $1,654.90 | 97.09% | |
| 2016-05-09 | $2.99 | $0.51 | Early Exit | $2,467.40 | 82.97% | |
| 2016-05-13 | $1.84 | $0.05 | Early Exit | $1,772.20 | 97.28% | |
| 2016-05-20 | $1.46 | $0.54 | Early Exit | $904.00 | 62.90% | |
| 2016-06-03 | $0.93 | $1.90 | Stop Loss | $-990.20 | -105.39% | |
| 2016-06-06 | $0.83 | $1.71 | Stop Loss | $-890.80 | -106.04% | |
| 2016-05-27 | $0.94 | $1.40 | Early Exit | $-481.40 | -50.09% | |
| 2016-05-31 | $2.83 | $5.30 | Early Exit | $-2,483.50 | -87.36% | |
| 2016-06-10 | $1.54 | $3.13 | Stop Loss | $-1,604.40 | -103.24% | |
| 2016-06-13 | $2.60 | $0.28 | Early Exit | $2,305.00 | 89.06% | |
| 2016-06-14 | $2.26 | $0.21 | Early Exit | $2,036.60 | 90.71% | |
| 2016-06-17 | $1.63 | $0.18 | Early Exit | $1,430.50 | 88.83% | |
| 2016-06-24 | $2.46 | $0.05 | Early Exit | $2,395.20 | 97.97% | |
| 2016-06-27 | $1.85 | $0.05 | Early Exit | $1,791.40 | 97.30% |