Protective Put
Protective Put • Jan 6, 2025 - Mar 20, 2026
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Protective Put strategy on SPX from Jan 6, 2025 - Mar 20, 2026, placing 110 trades that stayed open for an average of 1 days. With a solid 67.27% win rate (74 winners and 36 losers), the strategy proved reliable. This translated to $2,555,465.70 in total profits. On average, each position made $23,231.51. When annualized, that's a 10,109.7% return (CAGR), which suggests strong growth potential if maintained over time. Impressively, the maximum drawdown was only 3.5%, showing excellent risk control. With a Sharpe ratio of 5.61, the returns were excellent relative to the risk taken. Notably, the strategy captured 4,827.6% 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 |
|---|---|---|---|---|---|---|
| 2025-01-07 | $0.32 | $0.00 | Expiration | $-348.80 | -100.00% | |
| 2025-01-14 | $0.43 | $112.18 | Expiration | $111,723.60 | 25,964.13% | |
| 2025-01-15 | $0.39 | $0.00 | Expiration | $-412.80 | -100.00% | |
| 2025-01-16 | $0.56 | $43.71 | Expiration | $43,119.20 | 7,639.02% | |
| 2025-01-21 | $0.46 | $36.50 | Expiration | $36,011.10 | 7,785.07% | |
| 2025-01-22 | $0.37 | $0.69 | Expiration | $294.40 | 86.69% | |
| 2025-01-28 | $0.43 | $14.50 | Expiration | $14,047.20 | 3,297.38% | |
| 2025-01-29 | $0.51 | $0.00 | Expiration | $-531.50 | -100.00% | |
| 2025-01-30 | $0.76 | $0.00 | Expiration | $-783.10 | -100.00% | |
| 2025-02-04 | $0.46 | $1.31 | Expiration | $822.10 | 183.61% | |
| 2025-02-05 | $0.35 | $5.79 | Expiration | $5,410.90 | 1,539.76% | |
| 2025-02-06 | $0.54 | $28.39 | Expiration | $27,819.80 | 5,116.83% | |
| 2025-02-11 | $0.36 | $8.21 | Expiration | $7,826.10 | 2,193.94% | |
| 2025-02-12 | $0.37 | $50.78 | Expiration | $50,387.90 | 13,770.53% | |
| 2025-02-18 | $0.48 | $14.13 | Expiration | $13,620.60 | 2,823.05% | |
| 2025-02-20 | $0.41 | $86.12 | Expiration | $85,682.40 | 20,823.23% | |
| 2025-02-25 | $0.54 | $0.00 | Expiration | $-562.20 | -100.00% | |
| 2025-02-26 | $0.40 | $65.72 | Expiration | $65,292.70 | 16,276.78% | |
| 2025-02-27 | $0.42 | $2.08 | Expiration | $1,638.10 | 400.12% | |
| 2025-03-04 | $0.51 | $0.00 | Expiration | $-533.50 | -100.00% | |
| 2025-03-05 | $0.58 | $63.12 | Expiration | $62,509.30 | 10,695.28% | |
| 2025-03-06 | $0.53 | $0.00 | Expiration | $-558.30 | -100.00% | |
| 2025-03-11 | $0.58 | $0.00 | Expiration | $-606.20 | -100.00% | |
| 2025-03-12 | $0.39 | $49.65 | Expiration | $49,238.30 | 12,772.70% | |
| 2025-03-13 | $0.42 | $75.04 | Expiration | $74,595.20 | 17,817.86% | |
| 2025-03-18 | $0.45 | $62.53 | Expiration | $62,058.40 | 13,932.76% | |
| 2025-03-19 | $0.50 | $0.00 | Expiration | $-524.90 | -100.00% | |
| 2025-03-20 | $0.43 | $0.00 | Expiration | $-453.00 | -100.00% | |
| 2025-03-26 | $0.47 | $0.00 | Expiration | $-491.10 | -100.00% | |
| 2025-04-01 | $0.47 | $28.05 | Expiration | $27,551.30 | 5,834.00% | |
| 2025-04-02 | $0.42 | $233.47 | Expiration | $233,026.60 | 55,834.36% | |
| 2025-04-03 | $0.56 | $223.32 | Expiration | $222,736.00 | 39,921.51% | |
| 2025-04-15 | $0.32 | $117.92 | Expiration | $117,574.80 | 36,842.36% | |
| 2025-04-16 | $0.48 | $8.03 | Expiration | $7,526.10 | 1,580.27% | |
| 2025-04-17 | $0.38 | $0.05 | Expiration | $-352.10 | -86.71% | |
| 2025-04-22 | $0.85 | $53.30 | Expiration | $52,423.70 | 6,168.38% | |
| 2025-04-23 | $0.62 | $76.65 | Expiration | $76,001.40 | 12,211.28% | |
| 2025-04-24 | $0.46 | $0.00 | Expiration | $-486.50 | -100.00% | |
| 2025-04-29 | $0.41 | $0.00 | Expiration | $-433.70 | -100.00% | |
| 2025-04-30 | $0.54 | $49.80 | Expiration | $49,230.30 | 9,059.46% | |
| 2025-05-01 | $0.41 | $21.43 | Expiration | $20,997.20 | 5,167.94% | |
| 2025-05-06 | $0.50 | $0.00 | Expiration | $-522.90 | -100.00% | |
| 2025-05-07 | $0.68 | $1.88 | Expiration | $1,172.10 | 175.70% | |
| 2025-05-08 | $0.41 | $0.00 | Expiration | $-440.20 | -100.00% | |
| 2025-05-13 | $0.47 | $0.00 | Expiration | $-494.10 | -100.00% | |
| 2025-05-14 | $0.51 | $2.50 | Expiration | $1,964.90 | 391.06% | |
| 2025-05-15 | $0.45 | $12.91 | Expiration | $12,436.30 | 2,783.63% | |
| 2025-05-20 | $0.39 | $50.42 | Expiration | $50,002.70 | 12,785.25% | |
| 2025-05-21 | $0.40 | $0.00 | Expiration | $-427.60 | -100.00% | |
| 2025-05-22 | $0.42 | $13.60 | Expiration | $13,153.60 | 3,135.01% |