Credit Put Spread
Credit Put Spread • Dec 10, 2015 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Credit Put Spread strategy on SPY from Dec 10, 2015 - Dec 10, 2025, placing 522 trades that stayed open for an average of 32 days. The results were impressive - winning 91.57% of the time (478 wins vs 44 losses), which shows remarkable consistency. This translated to $6,487,719.92 in total profits. On average, each position made $12,428.58. When annualized, that's a 52.0% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 33.7%, which would require strong conviction to ride out. With a Sharpe ratio of 4.00, the returns were excellent relative to the risk taken. The strategy managed to keep 61.8% of the premium collected. 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 | $16.69 | $0.00 | Expiration | $16,664.70 | 100.00% | |
| 2015-12-18 | $13.75 | $0.00 | Expiration | $13,719.80 | 100.00% | |
| 2016-01-08 | $13.32 | $0.72 | Take Profit | $12,574.01 | 94.62% | |
| 2016-01-15 | $14.58 | $0.78 | Take Profit | $13,773.29 | 94.66% | |
| 2016-01-22 | $12.75 | $0.69 | Take Profit | $12,036.12 | 94.61% | |
| 2016-02-05 | $13.92 | $0.75 | Take Profit | $13,145.15 | 94.64% | |
| 2016-01-29 | $12.30 | $0.66 | Take Profit | $11,606.82 | 94.59% | |
| 2016-02-18 | $14.44 | $0.77 | Take Profit | $13,638.87 | 94.65% | |
| 2016-02-16 | $14.90 | $0.80 | Take Profit | $14,082.90 | 94.66% | |
| 2016-02-26 | $13.31 | $0.72 | Take Profit | $12,572.97 | 94.62% | |
| 2016-03-02 | $11.34 | $0.62 | Take Profit | $10,693.87 | 94.56% | |
| 2016-03-03 | $11.02 | $0.60 | Take Profit | $10,395.95 | 94.55% | |
| 2016-03-11 | $11.16 | $0.61 | Take Profit | $10,527.05 | 94.55% | |
| 2016-03-14 | $15.86 | $0.84 | Take Profit | $14,992.05 | 94.68% | |
| 2016-03-18 | $9.67 | $0.53 | Take Profit | $9,108.41 | 94.48% | |
| 2016-04-04 | $9.54 | $0.53 | Take Profit | $8,988.24 | 94.48% | |
| 2016-04-01 | $8.14 | $0.46 | Take Profit | $7,656.43 | 94.39% | |
| 2016-04-06 | $8.11 | $0.46 | Take Profit | $7,630.02 | 94.38% | |
| 2016-04-22 | $8.13 | $0.46 | Take Profit | $7,645.22 | 94.38% | |
| 2016-04-29 | $12.15 | $0.66 | Take Profit | $11,462.80 | 94.59% | |
| 2016-05-09 | $9.64 | $0.53 | Take Profit | $9,077.44 | 94.48% | |
| 2016-05-10 | $9.69 | $0.00 | Expiration | $9,660.50 | 100.00% | |
| 2016-05-16 | $10.85 | $0.59 | Take Profit | $10,228.27 | 94.54% | |
| 2016-05-26 | $9.71 | $0.54 | Take Profit | $9,146.22 | 94.48% | |
| 2016-06-02 | $8.98 | $0.50 | Take Profit | $8,452.72 | 94.44% | |
| 2016-06-24 | $22.02 | $1.15 | Take Profit | $20,846.61 | 94.77% | |
| 2016-06-16 | $16.09 | $0.85 | Take Profit | $15,211.88 | 94.69% | |
| 2016-07-01 | $9.37 | $0.52 | Take Profit | $8,821.13 | 94.47% | |
| 2016-07-05 | $10.28 | $0.56 | Take Profit | $9,686.77 | 94.51% | |
| 2016-07-12 | $9.25 | $0.51 | Take Profit | $8,709.89 | 94.46% | |
| 2016-07-15 | $7.82 | $0.44 | Take Profit | $7,349.39 | 94.36% | |
| 2016-07-22 | $7.13 | $0.41 | Take Profit | $6,699.97 | 94.30% | |
| 2016-07-29 | $7.59 | $0.43 | Take Profit | $7,137.83 | 94.34% | |
| 2016-08-04 | $8.63 | $0.48 | Take Profit | $8,126.02 | 94.42% | |
| 2016-08-08 | $9.46 | $0.00 | Expiration | $9,437.20 | 100.00% | |
| 2016-08-15 | $9.52 | $0.53 | Take Profit | $8,966.58 | 94.47% | |
| 2016-09-02 | $9.17 | $0.00 | Expiration | $9,146.80 | 100.00% | |
| 2016-09-06 | $10.58 | $0.58 | Take Profit | $9,973.58 | 94.53% | |
| 2016-09-08 | $9.83 | $0.00 | Expiration | $9,800.00 | 100.00% | |
| 2016-09-23 | $8.65 | $0.00 | Expiration | $8,626.80 | 100.00% | |
| 2016-09-30 | $8.35 | $0.00 | Expiration | $8,325.30 | 100.00% | |
| 2016-10-21 | $8.68 | $0.48 | Take Profit | $8,173.52 | 94.42% | |
| 2016-10-14 | $9.63 | $0.53 | Take Profit | $9,075.45 | 94.48% | |
| 2016-11-04 | $13.33 | $0.72 | Take Profit | $12,587.12 | 94.62% | |
| 2016-10-19 | $9.29 | $0.51 | Take Profit | $8,749.98 | 94.46% | |
| 2016-11-11 | $9.42 | $0.52 | Take Profit | $8,870.34 | 94.47% | |
| 2016-11-16 | $9.29 | $0.51 | Take Profit | $8,747.70 | 94.46% | |
| 2016-11-17 | $7.95 | $0.45 | Take Profit | $7,476.50 | 94.37% | |
| 2016-11-18 | $8.39 | $0.47 | Take Profit | $7,891.84 | 94.40% | |
| 2016-11-25 | $10.44 | $0.57 | Take Profit | $9,844.85 | 94.52% |