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 1486 trades that stayed open for an average of 11 days. The results were impressive - winning 77.99% of the time (1159 wins vs 327 losses), which shows remarkable consistency. This translated to $642,447.65 in total profits. On average, each position made $432.33. When annualized, that's a 22.2% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 32.2%, which would require strong conviction to ride out. With a Sharpe ratio of 3.06, the returns were excellent relative to the risk taken. 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 |
|---|---|---|---|---|---|---|
| 2015-12-11 | $1.81 | $0.96 | Take Profit | $842.75 | 47.24% | |
| 2015-12-14 | $1.23 | $0.66 | Take Profit | $549.55 | 45.92% | |
| 2015-12-18 | $1.49 | $0.79 | Take Profit | $681.25 | 46.64% | |
| 2015-12-10 | $1.36 | $0.73 | Take Profit | $618.85 | 46.33% | |
| 2015-12-15 | $1.07 | $0.59 | Take Profit | $472.55 | 45.33% | |
| 2015-12-17 | $0.77 | $0.44 | Take Profit | $324.40 | 43.55% | |
| 2015-12-29 | $1.42 | $2.89 | Stop Loss | $-1,481.00 | -103.53% | |
| 2015-12-23 | $1.40 | $2.85 | Stop Loss | $-1,461.80 | -103.57% | |
| 2015-12-16 | $1.80 | $3.65 | Stop Loss | $-1,865.40 | -102.77% | |
| 2015-12-22 | $1.07 | $2.18 | Stop Loss | $-1,130.20 | -104.69% | |
| 2015-12-24 | $1.71 | $3.47 | Stop Loss | $-1,774.90 | -102.92% | |
| 2016-01-04 | $1.83 | $3.71 | Stop Loss | $-1,892.80 | -102.73% | |
| 2016-01-06 | $0.84 | $1.73 | Stop Loss | $-901.20 | -105.97% | |
| 2016-01-12 | $1.24 | $2.54 | Stop Loss | $-1,307.40 | -104.02% | |
| 2016-01-20 | $2.07 | $1.08 | Take Profit | $971.75 | 47.58% | |
| 2016-01-07 | $0.87 | $0.49 | Take Profit | $373.65 | 44.27% | |
| 2016-01-08 | $2.29 | $1.19 | Take Profit | $1,080.85 | 47.81% | |
| 2016-01-11 | $1.65 | $0.87 | Take Profit | $760.85 | 46.97% | |
| 2016-01-13 | $2.53 | $1.31 | Take Profit | $1,201.25 | 48.02% | |
| 2016-01-22 | $1.13 | $0.62 | Take Profit | $504.00 | 45.59% | |
| 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% | |
| 2016-02-02 | $1.51 | $3.07 | Stop Loss | $-1,573.40 | -103.31% | |
| 2016-02-03 | $1.22 | $2.48 | Stop Loss | $-1,278.90 | -104.11% | |
| 2016-02-11 | $1.20 | $0.65 | Take Profit | $537.80 | 45.84% | |
| 2016-01-28 | $2.58 | $1.34 | Take Profit | $1,229.05 | 48.07% | |
| 2016-02-05 | $1.48 | $0.79 | Take Profit | $675.85 | 46.62% | |
| 2016-02-08 | $2.78 | $1.44 | Take Profit | $1,326.15 | 48.20% | |
| 2016-02-12 | $1.68 | $0.89 | Take Profit | $774.55 | 47.02% | |
| 2016-02-16 | $1.53 | $0.82 | Take Profit | $704.40 | 46.74% | |
| 2016-02-17 | $1.30 | $0.70 | Take Profit | $588.55 | 46.16% | |
| 2016-02-18 | $1.54 | $0.82 | Take Profit | $705.65 | 46.75% | |
| 2016-02-19 | $2.10 | $1.10 | Take Profit | $987.70 | 47.62% | |
| 2016-02-23 | $1.24 | $0.67 | Take Profit | $555.80 | 45.96% | |
| 2016-02-22 | $1.93 | $1.01 | Take Profit | $901.25 | 47.41% | |
| 2016-02-25 | $1.31 | $0.71 | Take Profit | $592.45 | 46.19% | |
| 2016-03-01 | $2.55 | $1.32 | Take Profit | $1,209.95 | 48.04% | |
| 2016-03-02 | $2.46 | $1.28 | Take Profit | $1,165.45 | 47.96% | |
| 2016-03-03 | $1.06 | $0.58 | Take Profit | $464.65 | 45.26% | |
| 2016-03-07 | $2.01 | $1.06 | Take Profit | $942.75 | 47.51% | |
| 2016-03-11 | $1.49 | $0.80 | Take Profit | $683.10 | 46.65% | |
| 2016-03-04 | $0.86 | $0.48 | Take Profit | $365.20 | 44.16% | |
| 2016-03-14 | $2.28 | $1.19 | Take Profit | $1,078.75 | 47.81% | |
| 2016-03-15 | $2.87 | $1.49 | Take Profit | $1,373.25 | 48.26% | |
| 2016-03-16 | $1.21 | $0.65 | Take Profit | $541.90 | 45.87% | |
| 2016-03-17 | $1.27 | $0.68 | Take Profit | $571.25 | 46.06% | |
| 2016-03-18 | $2.24 | $1.17 | Take Profit | $1,055.15 | 47.76% | |
| 2016-03-29 | $0.56 | $0.33 | Take Profit | $217.95 | 41.10% | |
| 2016-03-30 | $1.19 | $0.64 | Take Profit | $530.40 | 45.79% | |
| 2016-04-04 | $0.76 | $0.43 | Take Profit | $314.70 | 43.38% |