Short Put
Short Put • Dec 10, 2019 - Dec 10, 2025
Backtest Performance
Backtest Metrics
Backtest Summary
This backtest shows a Short Put strategy on SPY from Dec 10, 2019 - Dec 10, 2025, placing 1493 trades that stayed open for an average of 9 days. With a solid 61.15% win rate (913 winners and 580 losers), the strategy proved reliable. This translated to $631,034.63 in total profits. On average, each position made $422.66. When annualized, that's a 39.3% return (CAGR), which suggests strong growth potential if maintained over time. The journey was quite volatile though - at its worst, the account was down 20.7%, which would require strong conviction to ride out. With a Sharpe ratio of 11.09, 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 |
|---|---|---|---|---|---|---|
| 2019-12-10 | $0.48 | $0.00 | Expiration | $467.40 | 100.00% | |
| 2019-12-11 | $0.32 | $0.00 | Expiration | $302.80 | 100.00% | |
| 2019-12-12 | $0.31 | $0.00 | Expiration | $292.20 | 100.00% | |
| 2019-12-18 | $0.55 | $0.10 | Take Profit | $428.22 | 80.84% | |
| 2019-12-19 | $0.62 | $0.11 | Take Profit | $498.42 | 81.98% | |
| 2019-12-13 | $0.38 | $0.00 | Expiration | $371.70 | 100.00% | |
| 2019-12-16 | $0.39 | $0.00 | Expiration | $373.30 | 100.00% | |
| 2019-12-17 | $0.49 | $0.00 | Expiration | $474.60 | 100.00% | |
| 2020-01-02 | $0.17 | $0.26 | Stop Loss | $-104.73 | -54.96% | |
| 2019-12-27 | $0.15 | $0.00 | Expiration | $133.70 | 100.00% | |
| 2019-12-30 | $0.34 | $0.00 | Expiration | $331.00 | 100.00% | |
| 2020-01-03 | $0.17 | $0.00 | Expiration | $155.10 | 100.00% | |
| 2020-01-14 | $0.07 | $0.14 | Stop Loss | $-80.95 | -94.64% | |
| 2020-01-06 | $0.23 | $0.00 | Expiration | $212.50 | 100.00% | |
| 2020-01-07 | $0.16 | $0.00 | Expiration | $146.80 | 100.00% | |
| 2020-01-08 | $0.13 | $0.00 | Expiration | $116.80 | 100.00% | |
| 2020-01-09 | $0.15 | $0.00 | Expiration | $135.60 | 100.00% | |
| 2020-01-22 | $0.07 | $0.14 | Stop Loss | $-80.88 | -94.93% | |
| 2020-01-10 | $0.15 | $0.00 | Expiration | $134.70 | 100.00% | |
| 2020-01-21 | $0.16 | $0.25 | Stop Loss | $-102.58 | -56.59% | |
| 2020-01-23 | $0.23 | $0.33 | Stop Loss | $-119.73 | -47.04% | |
| 2020-01-13 | $0.11 | $0.00 | Expiration | $93.90 | 100.00% | |
| 2020-01-24 | $0.51 | $0.69 | Stop Loss | $-190.78 | -34.78% | |
| 2020-01-28 | $0.54 | $0.72 | Stop Loss | $-197.55 | -34.29% | |
| 2020-01-29 | $0.39 | $0.54 | Stop Loss | $-160.65 | -37.80% | |
| 2020-01-30 | $0.46 | $0.63 | Stop Loss | $-178.53 | -35.82% | |
| 2020-02-06 | $0.26 | $0.38 | Stop Loss | $-128.30 | -44.14% | |
| 2020-01-27 | $0.72 | $0.00 | Expiration | $703.80 | 100.00% | |
| 2020-02-12 | $0.09 | $0.16 | Stop Loss | $-84.65 | -82.74% | |
| 2020-01-31 | $0.88 | $0.00 | Expiration | $871.00 | 100.00% | |
| 2020-02-03 | $0.50 | $0.00 | Expiration | $482.70 | 100.00% | |
| 2020-02-04 | $0.41 | $0.00 | Expiration | $395.10 | 100.00% | |
| 2020-02-05 | $0.25 | $0.00 | Expiration | $241.20 | 100.00% | |
| 2020-02-07 | $0.29 | $0.00 | Expiration | $274.30 | 100.00% | |
| 2020-02-19 | $0.37 | $0.51 | Stop Loss | $-155.33 | -38.54% | |
| 2020-02-14 | $0.27 | $0.39 | Stop Loss | $-130.58 | -43.50% | |
| 2020-02-18 | $0.26 | $0.38 | Stop Loss | $-129.03 | -43.93% | |
| 2020-02-20 | $0.42 | $0.57 | Stop Loss | $-167.48 | -36.96% | |
| 2020-02-10 | $0.32 | $0.00 | Expiration | $305.10 | 100.00% | |
| 2020-02-11 | $0.26 | $0.00 | Expiration | $248.10 | 100.00% | |
| 2020-02-13 | $0.25 | $0.36 | Stop Loss | $-125.80 | -44.90% | |
| 2020-02-21 | $0.78 | $1.02 | Stop Loss | $-256.75 | -31.45% | |
| 2020-02-24 | $1.88 | $2.40 | Stop Loss | $-532.98 | -27.66% | |
| 2020-02-25 | $2.34 | $2.97 | Stop Loss | $-647.80 | -27.14% | |
| 2020-02-26 | $1.86 | $2.37 | Stop Loss | $-527.53 | -27.69% | |
| 2020-02-27 | $3.63 | $4.59 | Stop Loss | $-971.30 | -26.38% | |
| 2020-02-28 | $6.39 | $0.69 | Take Profit | $5,685.12 | 89.22% | |
| 2020-03-02 | $3.29 | $4.16 | Stop Loss | $-884.95 | -26.52% | |
| 2020-03-04 | $2.68 | $3.40 | Stop Loss | $-733.85 | -26.86% | |
| 2020-03-03 | $3.63 | $4.59 | Stop Loss | $-970.53 | -26.38% |
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