Protective Put
Protective Put • Dec 10, 2024 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Protective Put strategy on SPX from Dec 10, 2024 - Dec 10, 2025, placing 189 trades that stayed open for an average of 1 days. With a solid 65.61% win rate (124 winners and 65 losers), the strategy proved reliable. This translated to $4,287,852.30 in total profits. On average, each position made $22,687.05. When annualized, that's a 43,057.4% return (CAGR), which suggests strong growth potential if maintained over time. Impressively, the maximum drawdown was only 1.2%, showing excellent risk control. With a Sharpe ratio of 8.57, the returns were excellent relative to the risk taken. Notably, the strategy captured 4,650.7% 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 |
|---|---|---|---|---|---|---|
| 2024-12-10 | $0.42 | $41.93 | Expiration | $41,487.70 | 9,972.06% | |
| 2024-12-11 | $0.51 | $18.90 | Expiration | $18,361.60 | 3,588.52% | |
| 2024-12-16 | $0.43 | $16.12 | Expiration | $15,663.10 | 3,641.01% | |
| 2024-12-18 | $0.86 | $0.00 | Expiration | $-884.20 | -100.00% | |
| 2024-12-19 | $0.60 | $27.75 | Expiration | $27,119.50 | 4,490.57% | |
| 2024-12-20 | $0.40 | $1.26 | Expiration | $836.40 | 216.90% | |
| 2024-12-23 | $0.51 | $38.25 | Expiration | $37,710.60 | 7,350.33% | |
| 2024-12-24 | $0.81 | $0.05 | Expiration | $-789.20 | -93.85% | |
| 2024-12-26 | $0.61 | $82.10 | Expiration | $81,462.90 | 13,334.79% | |
| 2024-12-27 | $0.50 | $5.60 | Expiration | $5,072.70 | 1,017.10% | |
| 2024-12-30 | $0.48 | $16.62 | Expiration | $16,116.80 | 3,382.82% | |
| 2024-12-31 | $0.52 | $0.05 | Expiration | $-493.70 | -90.34% | |
| 2025-01-02 | $0.36 | $43.70 | Expiration | $43,319.00 | 12,209.86% | |
| 2025-01-03 | $0.32 | $12.18 | Expiration | $11,832.40 | 3,687.31% | |
| 2025-01-06 | $0.35 | $51.40 | Expiration | $51,019.10 | 14,382.95% | |
| 2025-01-07 | $0.32 | $0.00 | Expiration | $-348.80 | -100.00% | |
| 2025-01-10 | $0.37 | $0.00 | Expiration | $-392.50 | -100.00% | |
| 2025-01-13 | $0.41 | $0.00 | Expiration | $-439.00 | -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% | |
| 2025-01-17 | $0.45 | $0.05 | Expiration | $-421.00 | -88.76% | |
| 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% | |
| 2025-01-24 | $0.42 | $70.62 | Expiration | $70,177.40 | 16,851.51% | |
| 2025-01-27 | $0.42 | $46.56 | Expiration | $46,113.00 | 10,959.38% | |
| 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% | |
| 2025-01-31 | $0.43 | $0.00 | Expiration | $-459.90 | -100.00% | |
| 2025-02-03 | $0.49 | $5.16 | Expiration | $4,640.10 | 944.75% | |
| 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% | |
| 2025-02-07 | $0.51 | $21.84 | Expiration | $21,305.30 | 4,193.30% | |
| 2025-02-10 | $0.50 | $0.00 | Expiration | $-529.30 | -100.00% | |
| 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% | |
| 2025-02-14 | $0.58 | $0.05 | Expiration | $-560.40 | -91.44% | |
| 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% | |
| 2025-02-28 | $0.77 | $50.42 | Expiration | $49,626.80 | 6,471.95% | |
| 2025-03-03 | $0.72 | $0.00 | Expiration | $-741.20 | -100.00% | |
| 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% | |
| 2025-03-07 | $0.53 | $107.72 | Expiration | $107,167.10 | 20,344.11% |