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 1141 trades that stayed open for an average of 15 days. The results were impressive - winning 73.53% of the time (839 wins vs 302 losses), which shows remarkable consistency. This translated to $739,768.43 in total profits. On average, each position made $648.35. When annualized, that's a 23.7% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 33.0%, which would require strong conviction to ride out. With a Sharpe ratio of 3.51, 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 | $0.59 | Take Profit | $1,205.05 | 67.24% | |
| 2015-12-14 | $1.23 | $0.42 | Take Profit | $794.57 | 65.92% | |
| 2015-12-10 | $1.36 | $0.46 | Take Profit | $891.59 | 66.33% | |
| 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% | |
| 2016-01-04 | $1.83 | $3.71 | Stop Loss | $-1,892.80 | -102.73% | |
| 2015-12-15 | $1.07 | $2.15 | Early Exit | $-1,094.70 | -100.99% | |
| 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% | |
| 2016-01-07 | $0.87 | $0.31 | Take Profit | $548.31 | 64.27% | |
| 2016-01-08 | $2.29 | $0.74 | Take Profit | $1,538.39 | 67.81% | |
| 2016-01-13 | $2.53 | $0.81 | Take Profit | $1,706.95 | 68.02% | |
| 2016-01-20 | $2.07 | $0.67 | Take Profit | $1,385.65 | 67.58% | |
| 2016-01-11 | $1.65 | $0.54 | Take Profit | $1,090.39 | 66.97% | |
| 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% | |
| 2016-02-04 | $1.25 | $2.56 | Stop Loss | $-1,317.90 | -103.98% | |
| 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% | |
| 2016-02-05 | $1.48 | $0.49 | Take Profit | $971.39 | 66.62% | |
| 2016-02-08 | $2.78 | $0.88 | Take Profit | $1,881.81 | 68.20% | |
| 2016-02-12 | $1.68 | $0.55 | Take Profit | $1,109.57 | 67.02% | |
| 2016-02-18 | $1.54 | $0.51 | Take Profit | $1,013.11 | 66.75% | |
| 2016-02-19 | $2.10 | $0.68 | Take Profit | $1,407.98 | 67.62% | |
| 2016-02-09 | $1.07 | $0.05 | Early Exit | $1,008.40 | 95.33% | |
| 2016-02-11 | $1.20 | $0.05 | Early Exit | $1,138.60 | 95.84% | |
| 2016-02-23 | $1.24 | $0.05 | Early Exit | $1,174.60 | 95.96% | |
| 2016-03-02 | $2.46 | $0.79 | Take Profit | $1,656.83 | 67.96% | |
| 2016-03-03 | $1.06 | $0.37 | Take Profit | $675.71 | 65.26% | |
| 2016-03-07 | $2.01 | $0.65 | Take Profit | $1,345.05 | 67.51% | |
| 2016-03-04 | $0.86 | $0.31 | Take Profit | $536.48 | 64.16% | |
| 2016-03-11 | $1.49 | $0.50 | Take Profit | $981.54 | 66.65% | |
| 2016-03-17 | $1.27 | $0.57 | Early Exit | $683.80 | 54.93% | |
| 2016-03-18 | $2.24 | $1.30 | Early Exit | $922.90 | 41.85% | |
| 2016-03-21 | $0.82 | $0.47 | Early Exit | $333.40 | 42.49% | |
| 2016-03-22 | $1.01 | $0.55 | Early Exit | $446.30 | 45.57% | |
| 2016-03-29 | $0.56 | $0.22 | Take Profit | $330.33 | 61.10% | |
| 2016-04-11 | $0.75 | $0.27 | Take Profit | $459.48 | 63.30% | |
| 2016-04-08 | $0.53 | $0.21 | Take Profit | $311.08 | 60.64% | |
| 2016-04-12 | $1.40 | $0.56 | Early Exit | $823.10 | 59.92% | |
| 2016-04-13 | $1.29 | $0.85 | Early Exit | $418.90 | 33.59% | |
| 2016-04-14 | $1.28 | $0.92 | Early Exit | $348.80 | 28.32% | |
| 2016-04-15 | $1.14 | $0.71 | Early Exit | $423.20 | 38.21% | |
| 2016-04-20 | $0.76 | $0.75 | Early Exit | $-5.90 | 0.93% | |
| 2016-05-06 | $1.72 | $0.57 | Take Profit | $1,139.53 | 67.09% | |
| 2016-05-09 | $2.99 | $0.95 | Take Profit | $2,029.65 | 68.33% | |
| 2016-05-11 | $1.89 | $0.62 | Take Profit | $1,258.88 | 67.35% | |
| 2016-05-12 | $2.36 | $0.76 | Take Profit | $1,592.29 | 67.89% |