Cash Secured Put
Cash Secured Put • Dec 10, 2015 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Cash Secured Put strategy on SPX from Dec 10, 2015 - Dec 10, 2025, placing 187 trades that stayed open for an average of 75 days. With a solid 60.96% win rate (114 winners and 73 losers), the strategy proved reliable. This translated to $6,921,733.43 in total profits. On average, each position made $37,014.62. When annualized, that's a 53.0% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 70.5%, which would require strong conviction to ride out. The Sharpe ratio of 1.99 suggests the returns were worth the risk. 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 |
|---|---|---|---|---|---|---|
| 2016-03-14 | $74.61 | $14.97 | Take Profit | $59,621.96 | 79.93% | |
| 2016-03-21 | $69.72 | $13.99 | Take Profit | $55,709.40 | 79.93% | |
| 2016-03-28 | $69.81 | $14.01 | Take Profit | $55,784.28 | 79.93% | |
| 2016-04-11 | $70.80 | $14.21 | Take Profit | $56,580.44 | 79.93% | |
| 2016-04-04 | $83.11 | $16.67 | Take Profit | $66,426.92 | 79.94% | |
| 2016-07-11 | $72.86 | $14.62 | Take Profit | $58,225.40 | 79.93% | |
| 2016-07-25 | $55.91 | $11.23 | Take Profit | $44,661.80 | 79.91% | |
| 2016-07-18 | $67.75 | $13.60 | Take Profit | $54,137.16 | 79.93% | |
| 2016-08-01 | $83.22 | $16.69 | Take Profit | $66,509.48 | 79.94% | |
| 2016-08-08 | $76.27 | $15.30 | Take Profit | $60,954.20 | 79.93% | |
| 2016-11-21 | $72.02 | $14.45 | Take Profit | $57,555.24 | 79.93% | |
| 2016-12-05 | $62.97 | $12.64 | Take Profit | $50,312.92 | 79.92% | |
| 2016-11-28 | $83.71 | $16.79 | Take Profit | $66,906.04 | 79.94% | |
| 2016-12-12 | $95.88 | $19.23 | Take Profit | $76,637.40 | 79.95% | |
| 2016-12-19 | $59.05 | $11.86 | Take Profit | $47,174.28 | 79.92% | |
| 2017-02-13 | $68.96 | $13.84 | Take Profit | $55,108.12 | 79.93% | |
| 2017-03-06 | $46.44 | $9.34 | Take Profit | $37,085.56 | 79.89% | |
| 2017-02-27 | $73.28 | $14.71 | Take Profit | $58,557.96 | 79.93% | |
| 2017-04-03 | $60.13 | $12.08 | Take Profit | $48,039.64 | 79.92% | |
| 2017-04-10 | $65.70 | $13.19 | Take Profit | $52,497.08 | 79.92% | |
| 2017-06-05 | $48.80 | $9.81 | Take Profit | $38,979.64 | 79.90% | |
| 2017-06-19 | $51.01 | $10.25 | Take Profit | $40,745.48 | 79.90% | |
| 2017-07-10 | $58.44 | $11.74 | Take Profit | $46,689.32 | 79.91% | |
| 2017-07-24 | $67.33 | $13.52 | Take Profit | $53,801.48 | 79.93% | |
| 2017-07-31 | $64.63 | $12.98 | Take Profit | $51,637.24 | 79.92% | |
| 2017-09-25 | $64.77 | $13.00 | Take Profit | $51,754.28 | 79.92% | |
| 2017-10-09 | $73.86 | $14.82 | Take Profit | $59,021.24 | 79.93% | |
| 2017-10-16 | $54.99 | $11.05 | Take Profit | $43,926.84 | 79.91% | |
| 2018-01-22 | $62.58 | $93.92 | Stop Loss | $-31,354.05 | -50.08% | |
| 2018-01-29 | $74.45 | $111.73 | Stop Loss | $-37,288.05 | -50.07% | |
| 2018-01-08 | $64.42 | $96.69 | Stop Loss | $-32,274.80 | -50.08% | |
| 2017-12-04 | $73.88 | $110.88 | Stop Loss | $-37,005.10 | -50.07% | |
| 2018-02-26 | $83.37 | $125.10 | Stop Loss | $-41,747.20 | -50.06% | |
| 2018-03-12 | $76.32 | $114.53 | Stop Loss | $-38,221.85 | -50.07% | |
| 2018-03-05 | $75.51 | $113.32 | Stop Loss | $-37,818.75 | -50.07% | |
| 2017-11-27 | $87.43 | $17.54 | Take Profit | $69,878.60 | 79.94% | |
| 2018-02-05 | $100.28 | $20.11 | Take Profit | $80,163.32 | 79.95% | |
| 2018-02-12 | $91.99 | $18.45 | Take Profit | $73,529.16 | 79.95% | |
| 2018-04-02 | $83.06 | $16.66 | Take Profit | $66,387.24 | 79.94% | |
| 2018-03-26 | $76.95 | $15.44 | Take Profit | $61,499.40 | 79.94% | |
| 2018-05-07 | $88.54 | $17.76 | Take Profit | $70,768.44 | 79.94% | |
| 2018-05-14 | $74.25 | $14.90 | Take Profit | $59,338.92 | 79.93% | |
| 2018-06-11 | $63.55 | $12.76 | Take Profit | $50,779.48 | 79.92% | |
| 2018-06-04 | $76.72 | $15.39 | Take Profit | $61,313.56 | 79.93% | |
| 2018-06-18 | $69.45 | $13.94 | Take Profit | $55,493.40 | 79.93% | |
| 2018-10-01 | $64.12 | $96.23 | Stop Loss | $-32,121.85 | -50.08% | |
| 2018-08-20 | $59.39 | $89.14 | Stop Loss | $-29,759.60 | -50.08% | |
| 2018-09-24 | $78.93 | $118.45 | Stop Loss | $-39,528.55 | -50.06% | |
| 2018-10-08 | $86.48 | $129.77 | Stop Loss | $-43,302.35 | -50.06% | |
| 2018-08-13 | $67.34 | $101.06 | Stop Loss | $-33,732.60 | -50.07% |