Short Put
Short Put • Nov 8, 2010 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Short Put strategy on SPX from Nov 8, 2010 - Dec 10, 2025, placing 775 trades that stayed open for an average of 14 days. The results were impressive - winning 83.35% of the time (646 wins vs 129 losses), which shows remarkable consistency. This translated to $5,030,864.12 in total profits. On average, each position made $6,491.44. When annualized, that's a 29.8% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 70.9%, which would require strong conviction to ride out. The Sharpe ratio of 1.27 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 |
|---|---|---|---|---|---|---|
| 2010-11-17 | $22.32 | $11.21 | Take Profit | $8,877.84 | 49.78% | |
| 2010-11-10 | $13.63 | $0.05 | Early Exit | $13,562.70 | 99.63% | |
| 2010-11-24 | $13.67 | $6.88 | Take Profit | $6,769.55 | 49.63% | |
| 2010-12-01 | $21.99 | $11.04 | Take Profit | $10,931.55 | 49.77% | |
| 2010-12-08 | $14.70 | $7.40 | Take Profit | $7,288.15 | 49.66% | |
| 2010-12-15 | $22.82 | $11.46 | Take Profit | $11,344.85 | 49.78% | |
| 2010-12-22 | $9.65 | $8.84 | Early Exit | $804.70 | 8.47% | |
| 2011-01-05 | $15.02 | $7.56 | Take Profit | $7,445.45 | 49.67% | |
| 2011-01-12 | $13.32 | $6.71 | Take Profit | $6,598.80 | 49.62% | |
| 2011-01-19 | $11.75 | $5.93 | Take Profit | $5,812.50 | 49.57% | |
| 2010-12-29 | $21.81 | $0.05 | Early Exit | $21,751.60 | 99.77% | |
| 2011-01-26 | $13.72 | $19.68 | Early Exit | $-5,967.20 | -43.39% | |
| 2011-02-02 | $14.18 | $7.14 | Take Profit | $7,026.45 | 49.65% | |
| 2011-02-09 | $11.86 | $7.38 | Early Exit | $4,465.90 | 37.77% | |
| 2011-02-23 | $27.68 | $13.89 | Take Profit | $13,777.70 | 49.82% | |
| 2011-02-16 | $16.35 | $32.54 | Early Exit | $-16,202.60 | -99.00% | |
| 2011-03-16 | $21.22 | $10.66 | Take Profit | $10,548.15 | 49.76% | |
| 2011-03-02 | $18.14 | $9.12 | Take Profit | $9,008.20 | 49.72% | |
| 2011-03-09 | $25.74 | $19.43 | Early Exit | $6,300.20 | 24.52% | |
| 2011-03-23 | $11.77 | $8.07 | Early Exit | $3,681.70 | 31.40% | |
| 2011-03-30 | $8.67 | $7.56 | Early Exit | $1,102.30 | 12.86% | |
| 2011-04-06 | $15.21 | $7.65 | Take Profit | $7,539.65 | 49.67% | |
| 2011-04-13 | $13.32 | $6.71 | Take Profit | $6,597.30 | 49.62% | |
| 2011-04-20 | $9.91 | $5.00 | Take Profit | $4,891.05 | 49.50% | |
| 2011-04-27 | $10.34 | $5.63 | Early Exit | $4,702.00 | 45.60% | |
| 2011-05-04 | $14.75 | $0.05 | Early Exit | $14,687.60 | 99.66% | |
| 2011-05-11 | $13.62 | $0.05 | Early Exit | $13,555.90 | 99.63% | |
| 2011-05-25 | $18.95 | $9.52 | Take Profit | $9,410.95 | 49.74% | |
| 2011-05-18 | $14.11 | $25.78 | Early Exit | $-11,691.70 | -82.80% | |
| 2011-06-15 | $17.76 | $8.93 | Take Profit | $8,817.40 | 49.72% | |
| 2011-06-01 | $16.21 | $18.54 | Early Exit | $-2,346.50 | -14.39% | |
| 2011-06-08 | $15.03 | $9.23 | Early Exit | $5,778.90 | 38.55% | |
| 2011-06-22 | $17.07 | $18.54 | Early Exit | $-1,485.20 | -8.62% | |
| 2011-06-29 | $11.84 | $6.58 | Early Exit | $5,251.30 | 44.46% | |
| 2011-07-13 | $16.68 | $8.39 | Take Profit | $8,274.75 | 49.70% | |
| 2011-07-06 | $14.86 | $35.12 | Early Exit | $-20,279.10 | -136.39% | |
| 2011-07-20 | $14.68 | $29.95 | Early Exit | $-15,276.40 | -103.94% | |
| 2011-07-27 | $14.86 | $19.86 | Early Exit | $-5,010.50 | -33.63% | |
| 2011-08-10 | $29.60 | $14.85 | Take Profit | $14,736.65 | 49.83% | |
| 2011-08-03 | $25.95 | $38.65 | Early Exit | $-12,711.40 | -48.93% | |
| 2011-08-24 | $27.17 | $13.63 | Take Profit | $13,520.10 | 49.82% | |
| 2011-08-17 | $26.67 | $33.44 | Early Exit | $-6,780.90 | -25.37% | |
| 2011-08-31 | $25.69 | $50.89 | Early Exit | $-25,205.70 | -98.05% | |
| 2011-09-07 | $35.54 | $89.24 | Early Exit | $-53,708.70 | -151.06% | |
| 2011-09-14 | $32.19 | $71.47 | Early Exit | $-39,294.10 | -122.04% | |
| 2011-09-21 | $24.75 | $48.61 | Early Exit | $-23,873.10 | -96.40% | |
| 2011-09-28 | $24.96 | $46.20 | Early Exit | $-21,258.70 | -85.13% | |
| 2011-10-05 | $30.71 | $15.40 | Take Profit | $10,703.67 | 49.84% | |
| 2011-10-12 | $23.93 | $12.01 | Take Profit | $11,900.90 | 49.79% | |
| 2011-10-19 | $23.63 | $11.87 | Take Profit | $11,752.50 | 49.79% |
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