Credit Put Spread
Credit Put Spread • Dec 10, 2000 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Credit Put Spread strategy on SPX from Dec 10, 2000 - Dec 10, 2025, placing 1252 trades that stayed open for an average of 20 days. With a solid 69.49% win rate (870 winners and 382 losers), the strategy proved reliable. This translated to $1,512,986.82 in total profits. On average, each position made $1,208.46. The 11.8% annualized return (CAGR) shows this could be a solid long-term strategy. The journey was quite volatile though - at its worst, the account was down 32.8%, which would require strong conviction to ride out. With a Sharpe ratio of 2.57, 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 |
|---|---|---|---|---|---|---|
| 2010-11-08 | $13.06 | $26.16 | Stop Loss | $-2,626.36 | -100.38% | |
| 2010-11-09 | $12.87 | $0.05 | Early Exit | $2,559.58 | 99.61% | |
| 2010-11-11 | $15.97 | $0.05 | Early Exit | $3,178.92 | 99.69% | |
| 2010-11-12 | $21.11 | $0.05 | Early Exit | $4,206.98 | 99.76% | |
| 2010-11-15 | $14.01 | $0.05 | Early Exit | $2,787.44 | 99.64% | |
| 2010-11-16 | $20.62 | $0.05 | Early Exit | $4,109.00 | 99.76% | |
| 2010-11-29 | $12.90 | $0.05 | Early Exit | $2,565.06 | 99.61% | |
| 2010-12-10 | $12.18 | $0.05 | Early Exit | $2,421.74 | 99.59% | |
| 2010-12-14 | $15.55 | $0.05 | Early Exit | $3,093.80 | 99.68% | |
| 2010-12-15 | $21.92 | $0.05 | Early Exit | $4,369.10 | 99.77% | |
| 2010-12-16 | $11.71 | $0.05 | Early Exit | $2,326.90 | 99.57% | |
| 2010-12-20 | $13.27 | $0.05 | Early Exit | $2,638.74 | 99.62% | |
| 2010-12-31 | $23.56 | $0.05 | Early Exit | $4,697.38 | 99.79% | |
| 2011-01-03 | $23.10 | $8.04 | Early Exit | $3,007.14 | 65.20% | |
| 2011-01-04 | $13.81 | $0.05 | Early Exit | $2,747.16 | 99.64% | |
| 2011-01-05 | $13.41 | $0.05 | Early Exit | $2,665.86 | 99.63% | |
| 2011-01-06 | $13.05 | $0.05 | Early Exit | $2,595.04 | 99.62% | |
| 2011-01-28 | $13.60 | $0.05 | Early Exit | $2,705.24 | 99.63% | |
| 2011-01-31 | $10.69 | $0.05 | Early Exit | $2,121.88 | 99.53% | |
| 2011-02-01 | $11.92 | $0.05 | Early Exit | $2,369.32 | 99.58% | |
| 2011-02-02 | $11.44 | $0.05 | Early Exit | $2,273.12 | 99.56% | |
| 2011-02-03 | $11.38 | $0.05 | Early Exit | $2,260.82 | 99.56% | |
| 2011-02-28 | $12.06 | $24.18 | Stop Loss | $-2,427.82 | -100.41% | |
| 2011-03-03 | $15.26 | $30.56 | Stop Loss | $-3,066.22 | -100.33% | |
| 2011-03-04 | $20.14 | $40.33 | Stop Loss | $-4,043.30 | -100.25% | |
| 2011-03-01 | $15.06 | $0.05 | Early Exit | $2,996.18 | 99.67% | |
| 2011-03-02 | $14.66 | $0.05 | Early Exit | $2,917.30 | 99.66% | |
| 2011-03-15 | $14.15 | $0.05 | Early Exit | $2,815.30 | 99.65% | |
| 2011-03-16 | $16.42 | $0.05 | Early Exit | $3,268.28 | 99.70% | |
| 2011-03-17 | $17.42 | $0.05 | Early Exit | $3,469.60 | 99.71% | |
| 2011-03-31 | $18.99 | $0.05 | Early Exit | $3,782.08 | 99.74% | |
| 2011-04-01 | $13.67 | $0.05 | Early Exit | $2,718.34 | 99.63% | |
| 2011-04-04 | $13.14 | $0.05 | Early Exit | $2,612.12 | 99.62% | |
| 2011-04-05 | $11.36 | $0.05 | Early Exit | $2,257.10 | 99.56% | |
| 2011-04-06 | $13.06 | $0.05 | Early Exit | $2,597.48 | 99.62% | |
| 2011-05-02 | $11.63 | $0.05 | Early Exit | $2,311.06 | 99.57% | |
| 2011-05-03 | $11.71 | $0.05 | Early Exit | $2,327.72 | 99.57% | |
| 2011-05-04 | $12.03 | $0.05 | Early Exit | $2,390.88 | 99.58% | |
| 2011-05-05 | $13.66 | $0.05 | Early Exit | $2,716.88 | 99.63% | |
| 2011-05-06 | $13.06 | $0.05 | Early Exit | $2,596.48 | 99.62% | |
| 2011-05-31 | $16.30 | $32.65 | Stop Loss | $-3,275.50 | -100.31% | |
| 2011-06-01 | $13.63 | $17.51 | Early Exit | $-781.56 | -28.49% | |
| 2011-06-02 | $18.71 | $26.05 | Early Exit | $-1,474.38 | -39.27% | |
| 2011-06-03 | $12.34 | $0.05 | Early Exit | $2,452.10 | 99.59% | |
| 2011-06-06 | $14.55 | $0.05 | Early Exit | $2,895.64 | 99.66% | |
| 2011-06-07 | $14.70 | $0.05 | Early Exit | $2,925.22 | 99.66% | |
| 2011-06-27 | $14.04 | $0.05 | Early Exit | $2,793.14 | 99.64% | |
| 2011-07-07 | $22.27 | $44.60 | Stop Loss | $-4,469.88 | -100.22% | |
| 2011-07-01 | $12.62 | $25.30 | Stop Loss | $-2,539.92 | -100.40% | |
| 2011-07-05 | $13.03 | $26.12 | Stop Loss | $-2,622.08 | -100.38% |