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 | |
---|---|---|---|---|---|---|---|---|---|
Portfolio | 288.8% | 23.6% | -20.0% | 1.18 | 1.21 | 0.76 | 16.4 | ||
SPX | 87.5% | 10.3% | -0% |
Year
Backtest $ Backtest
Backtest %
SPX
Position
|
Fills | Entry | Exit |
---|---|---|---|
7.5D put 69% PT
SPXW Short Put
80.0% 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 EDT
1 DTE (1 min - 4 max)
-0.075 PUT Δ
Double 0 DTE at 3:50 PM EDT
|
69% profit target
|
Position | Position | Legs | Timing | Entry | Exit | Result |
---|---|---|---|---|---|---|
7.5D put 69% PT
|
7.5D put 69% PT
-9 Fri Sep 2nd 2135p
|
-9 Fri Sep 2nd 2135p
$384,300 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
$666 | 0.17%
$500,666 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-9 Tue Sep 6th 2150p
|
-9 Tue Sep 6th 2150p
$387,000 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
$432 | 0.11%
$501,098 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-9 Wed Sep 7th 2155p
|
-9 Wed Sep 7th 2155p
$387,900 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
$513 | 0.13%
$501,611 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-9 Fri Sep 9th 2145p
|
-9 Fri Sep 9th 2145p
$386,100 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
$495 | 0.13%
$502,106 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-9 Fri Sep 9th 2160p
|
-9 Fri Sep 9th 2160p
$388,800 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
-$28,323 | -7.28%
$473,783 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-10 Mon Sep 12th 2075p
|
-10 Mon Sep 12th 2075p
$415,000 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
$920 | 0.22%
$474,703 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-9 Wed Sep 14th 2055p
|
-9 Wed Sep 14th 2055p
$369,900 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
|
Mon Sep 12th 2016
12:53 PM EDT | $0.54 debit
SPX 2144.88
|
Profit Target
$1,089 | 0.29%
$475,792 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-9 Wed Sep 14th 2095p
|
-9 Wed Sep 14th 2095p
$377,100 max risk
|
Mon Sep 12th 2016
12:54 PM EDT | $1.27 credit
Wed Sep 14th 2016
9:35 AM EDT | $0.34 debit
|
Mon Sep 12th 2016
12:54 PM EDT | $1.27 credit
SPX 2145.18
|
Wed Sep 14th 2016
9:35 AM EDT | $0.34 debit
SPX 2131.44
|
Profit Target
$819 | 0.22%
$476,611 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-9 Mon Sep 19th 2065p
|
-9 Mon Sep 19th 2065p
$371,700 max risk
|
Thu Sep 15th 2016
9:34 AM EDT | $1.48 credit
Thu Sep 15th 2016
1:42 PM EDT | $0.45 debit
|
Thu Sep 15th 2016
9:34 AM EDT | $1.48 credit
SPX 2126.90
|
Thu Sep 15th 2016
1:42 PM EDT | $0.45 debit
SPX 2144.61
|
Profit Target
$909 | 0.24%
$477,520 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-9 Mon Sep 19th 2095p
|
-9 Mon Sep 19th 2095p
$377,100 max risk
|
Thu Sep 15th 2016
1:43 PM EDT | $1.12 credit
Fri Sep 16th 2016
3:30 PM EDT | $0.35 debit
|
Thu Sep 15th 2016
1:43 PM EDT | $1.12 credit
SPX 2145.60
|
Fri Sep 16th 2016
3:30 PM EDT | $0.35 debit
SPX 2138.24
|
Profit Target
$675 | 0.18%
$478,195 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-9 Mon Sep 19th 2110p
|
-9 Mon Sep 19th 2110p
$379,800 max risk
|
Fri Sep 16th 2016
3:31 PM EDT | $0.83 credit
Mon Sep 19th 2016
9:30 AM EDT | $0.10 debit
|
Fri Sep 16th 2016
3:31 PM EDT | $0.83 credit
SPX 2139.18
|
Mon Sep 19th 2016
9:30 AM EDT | $0.10 debit
SPX 2145.31
|
Profit Target
$639 | 0.17%
$478,834 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-9 Wed Sep 21st 2095p
|
-9 Wed Sep 21st 2095p
$377,100 max risk
|
Mon Sep 19th 2016
9:34 AM EDT | $1.24 credit
Wed Sep 21st 2016
9:52 AM EDT | $0.39 debit
|
Mon Sep 19th 2016
9:34 AM EDT | $1.24 credit
SPX 2147.16
|
Wed Sep 21st 2016
9:52 AM EDT | $0.39 debit
SPX 2149.66
|
Profit Target
$747 | 0.20%
$479,581 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-9 Fri Sep 23rd 2085p
|
-9 Fri Sep 23rd 2085p
$375,300 max risk
|
Wed Sep 21st 2016
9:53 AM EDT | $1.45 credit
Wed Sep 21st 2016
3:03 PM EDT | $0.45 debit
|
Wed Sep 21st 2016
9:53 AM EDT | $1.45 credit
SPX 2150.03
|
Wed Sep 21st 2016
3:03 PM EDT | $0.45 debit
SPX 2153.83
|
Profit Target
$882 | 0.24%
$480,463 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-9 Fri Sep 23rd 2110p
|
-9 Fri Sep 23rd 2110p
$379,800 max risk
|
Wed Sep 21st 2016
3:04 PM EDT | $1.21 credit
Thu Sep 22nd 2016
9:30 AM EDT | $0.21 debit
|
Wed Sep 21st 2016
3:04 PM EDT | $1.21 credit
SPX 2154.46
|
Thu Sep 22nd 2016
9:30 AM EDT | $0.21 debit
SPX 2172.23
|
Profit Target
$882 | 0.23%
$481,345 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-9 Fri Sep 23rd 2150p
|
-9 Fri Sep 23rd 2150p
$387,000 max risk
|
Thu Sep 22nd 2016
9:34 AM EDT | $0.77 credit
Fri Sep 23rd 2016
9:30 AM EDT | $0.23 debit
|
Thu Sep 22nd 2016
9:34 AM EDT | $0.77 credit
SPX 2177.23
|
Fri Sep 23rd 2016
9:30 AM EDT | $0.23 debit
SPX 2172.75
|
Profit Target
$468 | 0.12%
$481,813 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-9 Mon Sep 26th 2140p
|
-9 Mon Sep 26th 2140p
$385,200 max risk
|
Fri Sep 23rd 2016
9:34 AM EDT | $0.65 credit
Mon Sep 26th 2016
3:28 PM EDT | $0.19 debit
|
Fri Sep 23rd 2016
9:34 AM EDT | $0.65 credit
SPX 2172.06
|
Mon Sep 26th 2016
3:28 PM EDT | $0.19 debit
SPX 2149.00
|
Profit Target
$396 | 0.10%
$482,209 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-9 Wed Sep 28th 2095p
|
-9 Wed Sep 28th 2095p
$377,100 max risk
|
Mon Sep 26th 2016
3:29 PM EDT | $1.32 credit
Tue Sep 27th 2016
9:53 AM EDT | $0.39 debit
|
Mon Sep 26th 2016
3:29 PM EDT | $1.32 credit
SPX 2148.91
|
Tue Sep 27th 2016
9:53 AM EDT | $0.39 debit
SPX 2149.29
|
Profit Target
$819 | 0.22%
$483,028 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-9 Wed Sep 28th 2110p
|
-9 Wed Sep 28th 2110p
$379,800 max risk
|
Tue Sep 27th 2016
9:54 AM EDT | $0.80 credit
Tue Sep 27th 2016
12:24 PM EDT | $0.22 debit
|
Tue Sep 27th 2016
9:54 AM EDT | $0.80 credit
SPX 2149.56
|
Tue Sep 27th 2016
12:24 PM EDT | $0.22 debit
SPX 2159.33
|
Profit Target
$504 | 0.13%
$483,532 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-9 Wed Sep 28th 2130p
|
-9 Wed Sep 28th 2130p
$383,400 max risk
|
Tue Sep 27th 2016
12:25 PM EDT | $0.62 credit
Wed Sep 28th 2016
9:30 AM EDT | $0.15 debit
|
Tue Sep 27th 2016
12:25 PM EDT | $0.62 credit
SPX 2159.67
|
Wed Sep 28th 2016
9:30 AM EDT | $0.15 debit
SPX 2162.42
|
Profit Target
$405 | 0.11%
$483,937 balance
|
7.5D put 69% PT
|
7.5D put 69% PT
-9 Fri Sep 30th 2120p
|
-9 Fri Sep 30th 2120p
$381,600 max risk
|
Wed Sep 28th 2016
9:34 AM EDT | $0.86 credit
Thu Sep 29th 2016
10:02 AM EDT | $0.26 debit
|
Wed Sep 28th 2016
9:34 AM EDT | $0.86 credit
SPX 2163.36
|
Thu Sep 29th 2016
10:02 AM EDT | $0.26 debit
SPX 2172.01
|
Profit Target
$522 | 0.14%
$484,459 balance
|