Run backtests like this for just $0.50 Like what you see? Run backtests like this for just $0.50
Total Return | CAGR | Drawdown | MAR | Sharpe | Sortino | Annualized Vol. | Correlation | Beta | |
---|---|---|---|---|---|---|---|---|---|
Backtest | 268.5% | 22.6% | -17.9% | 1.26 | 1.31 | 0.83 | 14.2 | ||
SPX | 87.5% | 10.3% | -0% |
Position
|
Fills | Entry | Exit |
---|---|---|---|
5.5D put 74% PT
SPXW Short Put
25.0% portfolio
20.0% notional withheld
$1.00 fee per contract
$0.05 free to close
1 minute between trades
60% slippage at entry
60% slippage at exit
|
$1.00 fee per contract
$0.05 free to close
1 minute between trades
60% slippage at entry
60% slippage at exit
|
Sequential
After 9:34 AM EST
1 DTE (1 min - 4 max)
-0.055 PUT Δ
Double 0 DTE at 3:50 PM EST
|
74% profit target
|
6.5D put 72% PT
SPXW Short Put
30.0% portfolio
20.0% notional withheld
$1.00 fee per contract
$0.05 free to close
1 minute between trades
60% slippage at entry
60% slippage at exit
|
$1.00 fee per contract
$0.05 free to close
1 minute between trades
60% slippage at entry
60% slippage at exit
|
Sequential
After 9:34 AM EST
1 DTE (1 min - 4 max)
-0.065 PUT Δ
Double 0 DTE at 3:50 PM EST
|
72% profit target
|
7.5D put 69% PT
SPXW Short Put
25.0% portfolio
20.0% notional withheld
$1.00 fee per contract
$0.05 free to close
1 minute between trades
60% slippage at entry
60% slippage at exit
|
$1.00 fee per contract
$0.05 free to close
1 minute between trades
60% slippage at entry
60% slippage at exit
|
Sequential
After 9:34 AM EST
1 DTE (1 min - 4 max)
-0.075 PUT Δ
Double 0 DTE at 3:50 PM EST
|
69% profit target
|
Confirm removal of from this backtest.
$377.50
$7,944.00
$418.50
$8,970.00
$17,710.00
-$3,225.50
$11,429.50
$4,966.00
$4,695.00
$4,336.00
$22,201.00
$3,093.50
-$21,012.00
-$24,691.00
$6,811.00
-$35,798.50
$4,337.50
$2,564.00
$3,118.50
$3,595.50
$3,173.00
$16,788.50
Year
Backtest $ Backtest
Backtest %
SPX
Position | Position | Legs | Timing | Entry | Exit | Result |
---|---|---|---|---|---|---|
5.5D put 74% PT
|
5.5D put 74% PT
-3 Fri Sep 2nd 2130p
|
-3 Fri Sep 2nd 2130p
$127,800 max risk
|
Thu Sep 1st 2016
9:34 AM EDT | $0.62 credit
Fri Sep 2nd 2016
9:30 AM EDT | $0.06 debit
|
Thu Sep 1st 2016
9:34 AM EDT | $0.62 credit
SPX 2172.09
|
Fri Sep 2nd 2016
9:30 AM EDT | $0.06 debit
SPX 2178.87
|
Profit Target
$162 | 87.10%
$500,162 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-4 Fri Sep 2nd 2135p
|
-4 Fri Sep 2nd 2135p
$170,800 max risk
|
Thu Sep 1st 2016
9:34 AM EDT | $0.84 credit
Fri Sep 2nd 2016
9:30 AM EDT | $0.08 debit
|
Thu Sep 1st 2016
9:34 AM EDT | $0.84 credit
SPX 2172.09
|
Fri Sep 2nd 2016
9:30 AM EDT | $0.08 debit
SPX 2178.87
|
Profit Target
$296 | 88.10%
$500,458 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-3 Fri Sep 2nd 2135p
|
-3 Fri Sep 2nd 2135p
$128,100 max risk
|
Thu Sep 1st 2016
9:34 AM EDT | $0.84 credit
Fri Sep 2nd 2016
9:30 AM EDT | $0.08 debit
|
Thu Sep 1st 2016
9:34 AM EDT | $0.84 credit
SPX 2172.09
|
Fri Sep 2nd 2016
9:30 AM EDT | $0.08 debit
SPX 2178.87
|
Profit Target
$222 | 88.10%
$500,680 balance
|
5.5D put 74% PT
|
5.5D put 74% PT
-3 Tue Sep 6th 2145p
|
-3 Tue Sep 6th 2145p
$128,700 max risk
|
Fri Sep 2nd 2016
9:34 AM EDT | $0.48 credit
Tue Sep 6th 2016
9:30 AM EDT | $0.08 debit
|
Fri Sep 2nd 2016
9:34 AM EDT | $0.48 credit
SPX 2180.40
|
Tue Sep 6th 2016
9:30 AM EDT | $0.08 debit
SPX 2182.56
|
Profit Target
$114 | 79.17%
$500,794 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-3 Tue Sep 6th 2150p
|
-3 Tue Sep 6th 2150p
$129,000 max risk
|
Fri Sep 2nd 2016
9:34 AM EDT | $0.63 credit
Tue Sep 6th 2016
9:30 AM EDT | $0.13 debit
|
Fri Sep 2nd 2016
9:34 AM EDT | $0.63 credit
SPX 2180.40
|
Tue Sep 6th 2016
9:30 AM EDT | $0.13 debit
SPX 2182.56
|
Profit Target
$144 | 76.19%
$500,938 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-3 Tue Sep 6th 2150p
|
-3 Tue Sep 6th 2150p
$129,000 max risk
|
Fri Sep 2nd 2016
9:34 AM EDT | $0.63 credit
Tue Sep 6th 2016
9:30 AM EDT | $0.13 debit
|
Fri Sep 2nd 2016
9:34 AM EDT | $0.63 credit
SPX 2180.40
|
Tue Sep 6th 2016
9:30 AM EDT | $0.13 debit
SPX 2182.56
|
Profit Target
$144 | 76.19%
$501,082 balance
|
5.5D put 74% PT
|
5.5D put 74% PT
-3 Wed Sep 7th 2145p
|
-3 Wed Sep 7th 2145p
$128,700 max risk
|
Tue Sep 6th 2016
9:34 AM EDT | $0.47 credit
Wed Sep 7th 2016
9:30 AM EDT | $0.05 debit
|
Tue Sep 6th 2016
9:34 AM EDT | $0.47 credit
SPX 2182.38
|
Wed Sep 7th 2016
9:30 AM EDT | $0.05 debit
SPX 2184.47
|
Profit Target
$123 | 87.23%
$501,205 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-3 Wed Sep 7th 2150p
|
-3 Wed Sep 7th 2150p
$129,000 max risk
|
Tue Sep 6th 2016
9:34 AM EDT | $0.59 credit
Wed Sep 7th 2016
9:30 AM EDT | $0.10 debit
|
Tue Sep 6th 2016
9:34 AM EDT | $0.59 credit
SPX 2182.38
|
Wed Sep 7th 2016
9:30 AM EDT | $0.10 debit
SPX 2184.47
|
Profit Target
$141 | 79.66%
$501,346 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-3 Wed Sep 7th 2155p
|
-3 Wed Sep 7th 2155p
$129,300 max risk
|
Tue Sep 6th 2016
9:34 AM EDT | $0.72 credit
Wed Sep 7th 2016
9:30 AM EDT | $0.13 debit
|
Tue Sep 6th 2016
9:34 AM EDT | $0.72 credit
SPX 2182.38
|
Wed Sep 7th 2016
9:30 AM EDT | $0.13 debit
SPX 2184.47
|
Profit Target
$171 | 79.17%
$501,517 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-3 Fri Sep 9th 2145p
|
-3 Fri Sep 9th 2145p
$128,700 max risk
|
Wed Sep 7th 2016
9:34 AM EDT | $0.80 credit
Thu Sep 8th 2016
2:52 PM EDT | $0.23 debit
|
Wed Sep 7th 2016
9:34 AM EDT | $0.80 credit
SPX 2183.98
|
Thu Sep 8th 2016
2:52 PM EDT | $0.23 debit
SPX 2181.87
|
Profit Target
$165 | 68.75%
$501,682 balance
|
5.5D put 74% PT
|
5.5D put 74% PT
-3 Fri Sep 9th 2140p
|
-3 Fri Sep 9th 2140p
$128,400 max risk
|
Wed Sep 7th 2016
9:34 AM EDT | $0.64 credit
Fri Sep 9th 2016
4:00 PM EDT | $11.99 debit
|
Wed Sep 7th 2016
9:34 AM EDT | $0.64 credit
SPX 2183.98
|
Fri Sep 9th 2016
4:00 PM EDT | $11.99 debit
SPX 2128.01
|
Assigned
-$3,408 | -1775.00%
$498,274 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-4 Fri Sep 9th 2145p
|
-4 Fri Sep 9th 2145p
$171,600 max risk
|
Wed Sep 7th 2016
9:34 AM EDT | $0.80 credit
Fri Sep 9th 2016
4:00 PM EDT | $16.99 debit
|
Wed Sep 7th 2016
9:34 AM EDT | $0.80 credit
SPX 2183.98
|
Fri Sep 9th 2016
4:00 PM EDT | $16.99 debit
SPX 2128.01
|
Assigned
-$6,480 | -2025.00%
$491,794 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-3 Fri Sep 9th 2160p
|
-3 Fri Sep 9th 2160p
$129,600 max risk
|
Thu Sep 8th 2016
2:53 PM EDT | $0.53 credit
Fri Sep 9th 2016
4:00 PM EDT | $31.99 debit
|
Thu Sep 8th 2016
2:53 PM EDT | $0.53 credit
SPX 2181.88
|
Fri Sep 9th 2016
4:00 PM EDT | $31.99 debit
SPX 2128.01
|
Assigned
-$9,441 | -5937.74%
$482,353 balance
|
5.5D put 74% PT
|
5.5D put 74% PT
-3 Mon Sep 12th 2065p
|
-3 Mon Sep 12th 2065p
$123,900 max risk
|
Fri Sep 9th 2016
3:50 PM EDT | $1.01 credit
Mon Sep 12th 2016
9:54 AM EDT | $0.26 debit
|
Fri Sep 9th 2016
3:50 PM EDT | $1.01 credit
SPX 2133.32
|
Mon Sep 12th 2016
9:54 AM EDT | $0.26 debit
SPX 2126.26
|
Profit Target
$219 | 72.28%
$482,572 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-4 Mon Sep 12th 2070p
|
-4 Mon Sep 12th 2070p
$165,600 max risk
|
Fri Sep 9th 2016
3:50 PM EDT | $1.16 credit
Mon Sep 12th 2016
9:54 AM EDT | $0.30 debit
|
Fri Sep 9th 2016
3:50 PM EDT | $1.16 credit
SPX 2133.32
|
Mon Sep 12th 2016
9:54 AM EDT | $0.30 debit
SPX 2126.26
|
Profit Target
$336 | 72.41%
$482,908 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-3 Mon Sep 12th 2075p
|
-3 Mon Sep 12th 2075p
$124,500 max risk
|
Fri Sep 9th 2016
3:50 PM EDT | $1.35 credit
Mon Sep 12th 2016
9:54 AM EDT | $0.41 debit
|
Fri Sep 9th 2016
3:50 PM EDT | $1.35 credit
SPX 2133.32
|
Mon Sep 12th 2016
9:54 AM EDT | $0.41 debit
SPX 2126.26
|
Profit Target
$276 | 68.15%
$483,184 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-3 Wed Sep 14th 2055p
|
-3 Wed Sep 14th 2055p
$123,300 max risk
|
Mon Sep 12th 2016
9:55 AM EDT | $1.77 credit
Mon Sep 12th 2016
12:53 PM EDT | $0.54 debit
|
Mon Sep 12th 2016
9:55 AM EDT | $1.77 credit
SPX 2127.54
|