Short Put
Short Put • Nov 10, 2010 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Short Put strategy on SPX from Nov 10, 2010 - Dec 10, 2025, placing 147 trades that stayed open for an average of 30 days. With a solid 54.42% win rate (80 winners and 67 losers), the strategy proved reliable. This translated to $2,811,505.14 in total profits. On average, each position made $19,125.89. When annualized, that's a 25.1% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 39.0%, which would require strong conviction to ride out. The Sharpe ratio of 1.21 suggests the returns were worth the risk. Overall, this is a viable strategy that could be improved with some fine-tuning.
Strategy Into An Options Bot?
Stop trading manually... you're losing because of emotions, volatility, and because you can't watch the market 24/7. Use one of our 15+ proven options bots or automate your own options strategy using our super simple (no coding required) tool called The Options Auto Trader.
Trade Log
| Date | Entry | Exit | Exit Reason | P&L | Return | Action |
|---|---|---|---|---|---|---|
| 2010-11-15 | $33.35 | $0.00 | Expiration | $16,670.75 | 100.00% | |
| 2010-12-20 | $20.66 | $0.00 | Expiration | $18,585.09 | 100.00% | |
| 2011-01-24 | $17.65 | $26.53 | Stop Loss | $-8,890.20 | -50.28% | |
| 2011-02-28 | $28.10 | $42.19 | Stop Loss | $-11,288.64 | -50.18% | |
| 2011-03-28 | $19.33 | $2.43 | Expiration | $16,887.00 | 87.43% | |
| 2011-05-02 | $27.41 | $41.16 | Stop Loss | $-12,390.84 | -50.18% | |
| 2011-06-06 | $27.41 | $0.00 | Expiration | $21,915.04 | 100.00% | |
| 2011-07-11 | $27.64 | $41.51 | Stop Loss | $-11,107.08 | -50.18% | |
| 2011-08-15 | $47.01 | $70.57 | Stop Loss | $-11,785.20 | -50.11% | |
| 2011-09-19 | $42.29 | $63.48 | Stop Loss | $-10,603.23 | -50.12% | |
| 2011-10-24 | $32.80 | $57.77 | Expiration | $-14,989.98 | -76.13% | |
| 2011-11-28 | $44.80 | $0.00 | Expiration | $17,916.72 | 100.00% | |
| 2012-02-06 | $27.10 | $0.00 | Expiration | $21,673.04 | 100.00% | |
| 2012-03-12 | $23.86 | $5.17 | Expiration | $16,809.21 | 78.33% | |
| 2012-04-16 | $30.54 | $56.45 | Expiration | $-20,740.00 | -84.85% | |
| 2012-05-21 | $35.37 | $53.10 | Stop Loss | $-12,422.48 | -50.14% | |
| 2012-06-25 | $32.27 | $0.00 | Expiration | $22,581.51 | 100.00% | |
| 2012-07-30 | $29.47 | $0.00 | Expiration | $26,507.52 | 100.00% | |
| 2012-10-08 | $26.14 | $39.26 | Stop Loss | $-13,134.40 | -50.19% | |
| 2012-11-12 | $29.34 | $0.00 | Expiration | $29,328.50 | 100.00% | |
| 2012-12-17 | $25.48 | $38.28 | Stop Loss | $-12,804.85 | -50.20% | |
| 2013-02-25 | $29.88 | $0.00 | Expiration | $29,869.70 | 100.00% | |
| 2013-03-25 | $25.10 | $0.00 | Expiration | $25,086.20 | 100.00% | |
| 2013-04-29 | $20.76 | $0.00 | Expiration | $20,749.80 | 100.00% | |
| 2013-06-03 | $33.36 | $50.08 | Stop Loss | $-16,740.60 | -50.15% | |
| 2013-08-12 | $27.91 | $41.92 | Stop Loss | $-14,019.80 | -50.18% | |
| 2013-07-08 | $30.19 | $0.00 | Expiration | $30,174.30 | 100.00% | |
| 2013-09-16 | $24.96 | $37.49 | Stop Loss | $-12,542.30 | -50.20% | |
| 2013-10-21 | $22.21 | $0.00 | Expiration | $22,199.60 | 100.00% | |
| 2013-11-25 | $24.82 | $37.28 | Stop Loss | $-12,473.55 | -50.20% | |
| 2013-12-30 | $24.10 | $36.19 | Stop Loss | $-12,110.90 | -50.21% | |
| 2014-02-03 | $42.38 | $0.00 | Expiration | $42,363.90 | 100.00% | |
| 2014-03-03 | $35.18 | $0.00 | Expiration | $35,162.10 | 100.00% | |
| 2014-04-07 | $35.88 | $0.00 | Expiration | $35,864.00 | 100.00% | |
| 2014-05-12 | $30.68 | $0.00 | Expiration | $30,662.50 | 100.00% | |
| 2014-07-21 | $28.65 | $43.02 | Stop Loss | $-14,387.90 | -50.17% | |
| 2014-06-16 | $28.71 | $14.59 | Expiration | $14,105.50 | 49.18% | |
| 2014-08-25 | $29.55 | $44.37 | Stop Loss | $-14,837.05 | -50.17% | |
| 2014-09-29 | $40.07 | $60.16 | Stop Loss | $-20,099.40 | -50.12% | |
| 2014-12-08 | $38.32 | $57.53 | Stop Loss | $-19,224.40 | -50.13% | |
| 2014-11-03 | $37.32 | $0.00 | Expiration | $37,305.50 | 100.00% | |
| 2015-01-12 | $48.89 | $0.00 | Expiration | $48,877.60 | 100.00% | |
| 2015-03-16 | $41.31 | $0.00 | Expiration | $41,299.10 | 100.00% | |
| 2015-04-20 | $39.24 | $9.44 | Expiration | $29,789.90 | 75.94% | |
| 2015-06-29 | $47.87 | $0.00 | Expiration | $47,860.70 | 100.00% | |
| 2015-08-03 | $37.00 | $55.54 | Stop Loss | $-18,561.20 | -50.14% | |
| 2015-10-12 | $42.11 | $0.00 | Expiration | $42,097.30 | 100.00% | |
| 2015-11-16 | $46.49 | $6.94 | Expiration | $39,538.20 | 85.07% | |
| 2015-12-21 | $50.10 | $75.20 | Stop Loss | $-25,113.40 | -50.10% | |
| 2016-01-25 | $58.93 | $0.00 | Expiration | $58,921.60 | 100.00% |
Share Backtests
Don't keep it to yourself, share it with others and see if they can improve it!