Short Put
Short Put • Jan 1, 2015 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Short Put strategy on SPX from Jan 1, 2015 - Dec 10, 2025, placing 556 trades that stayed open for an average of 35 days. The results were impressive - winning 72.12% of the time (401 wins vs 155 losses), which shows remarkable consistency. This translated to $6,271,211.70 in total profits. On average, each position made $11,279.16. When annualized, that's a 46.2% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 41.9%, which would require strong conviction to ride out. With a Sharpe ratio of 3.49, 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 |
|---|---|---|---|---|---|---|
| 2015-01-02 | $4.36 | $8.78 | Stop Loss | $-4,426.40 | -101.15% | |
| 2015-01-08 | $7.84 | $15.73 | Stop Loss | $-7,904.20 | -100.64% | |
| 2015-01-05 | $9.39 | $0.00 | Expiration | $9,375.60 | 100.00% | |
| 2015-01-06 | $9.72 | $0.00 | Expiration | $9,710.60 | 100.00% | |
| 2015-01-07 | $9.30 | $0.00 | Expiration | $9,285.90 | 100.00% | |
| 2015-01-09 | $13.04 | $0.00 | Expiration | $13,028.40 | 100.00% | |
| 2015-01-15 | $13.90 | $0.00 | Expiration | $13,883.80 | 100.00% | |
| 2015-02-27 | $12.83 | $25.70 | Stop Loss | $-12,889.50 | -100.39% | |
| 2015-02-20 | $10.00 | $0.00 | Expiration | $9,991.00 | 100.00% | |
| 2015-02-23 | $8.51 | $0.00 | Expiration | $8,498.90 | 100.00% | |
| 2015-02-24 | $9.66 | $0.00 | Expiration | $9,650.40 | 100.00% | |
| 2015-02-25 | $18.48 | $0.00 | Expiration | $18,463.70 | 100.00% | |
| 2015-03-10 | $6.87 | $0.00 | Expiration | $6,852.50 | 100.00% | |
| 2015-04-02 | $4.53 | $0.00 | Expiration | $4,520.30 | 100.00% | |
| 2015-04-10 | $7.60 | $0.00 | Expiration | $7,586.10 | 100.00% | |
| 2015-04-13 | $6.84 | $0.00 | Expiration | $6,830.00 | 100.00% | |
| 2015-04-14 | $7.38 | $0.00 | Expiration | $7,364.90 | 100.00% | |
| 2015-04-24 | $4.85 | $0.00 | Expiration | $4,836.00 | 100.00% | |
| 2015-05-15 | $7.66 | $0.00 | Expiration | $7,650.20 | 100.00% | |
| 2015-06-26 | $6.65 | $13.35 | Stop Loss | $-6,714.20 | -100.75% | |
| 2015-05-22 | $8.74 | $0.00 | Expiration | $8,731.00 | 100.00% | |
| 2015-05-29 | $7.63 | $0.00 | Expiration | $7,620.50 | 100.00% | |
| 2015-06-01 | $7.85 | $0.00 | Expiration | $7,840.40 | 100.00% | |
| 2015-06-05 | $7.12 | $0.00 | Expiration | $7,110.40 | 100.00% | |
| 2015-07-17 | $14.18 | $28.41 | Stop Loss | $-14,243.30 | -100.35% | |
| 2015-07-20 | $11.37 | $22.79 | Stop Loss | $-11,434.50 | -100.44% | |
| 2015-06-29 | $16.56 | $0.00 | Expiration | $16,546.50 | 100.00% | |
| 2015-07-02 | $15.72 | $0.00 | Expiration | $15,707.40 | 100.00% | |
| 2015-08-14 | $6.32 | $12.68 | Stop Loss | $-6,378.80 | -100.79% | |
| 2015-08-17 | $6.27 | $12.60 | Stop Loss | $-6,337.10 | -100.80% | |
| 2015-07-10 | $8.48 | $0.00 | Expiration | $8,462.00 | 100.00% | |
| 2015-07-27 | $7.60 | $15.24 | Stop Loss | $-7,660.20 | -100.66% | |
| 2015-07-28 | $6.60 | $13.26 | Stop Loss | $-6,667.60 | -100.76% | |
| 2015-08-20 | $8.02 | $16.10 | Stop Loss | $-8,087.60 | -100.62% | |
| 2015-08-21 | $12.50 | $25.05 | Stop Loss | $-12,562.80 | -100.40% | |
| 2015-08-24 | $18.76 | $0.00 | Expiration | $18,751.10 | 100.00% | |
| 2015-08-25 | $16.15 | $0.00 | Expiration | $16,132.50 | 100.00% | |
| 2015-08-26 | $12.86 | $0.00 | Expiration | $12,851.20 | 100.00% | |
| 2015-08-27 | $20.60 | $0.00 | Expiration | $20,583.70 | 100.00% | |
| 2015-08-28 | $21.43 | $0.00 | Expiration | $21,421.20 | 100.00% | |
| 2015-10-09 | $11.37 | $0.00 | Expiration | $11,353.70 | 100.00% | |
| 2015-10-12 | $9.11 | $0.00 | Expiration | $9,094.30 | 100.00% | |
| 2015-10-13 | $7.73 | $0.00 | Expiration | $7,720.60 | 100.00% | |
| 2015-10-14 | $6.56 | $0.00 | Expiration | $6,549.70 | 100.00% | |
| 2015-10-15 | $12.06 | $0.00 | Expiration | $12,043.10 | 100.00% | |
| 2015-12-01 | $8.09 | $16.23 | Stop Loss | $-8,150.90 | -100.62% | |
| 2015-11-20 | $9.66 | $19.36 | Stop Loss | $-9,718.40 | -100.52% | |
| 2015-11-27 | $6.96 | $13.98 | Stop Loss | $-7,026.90 | -100.72% | |
| 2015-11-30 | $14.81 | $29.68 | Stop Loss | $-14,876.00 | -100.34% | |
| 2015-12-02 | $13.20 | $26.45 | Stop Loss | $-13,265.30 | -100.38% |
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