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 | Profit Factor | Annualized Vol. | Correlation | Beta | |
---|---|---|---|---|---|---|---|---|---|---|
Backtest | 284.4% | 23.4% | -19.6% | 1.20 | 1.34 | 0.84 | 14.5 | |||
SPX | 87.5% | 10.3% | -0% |
Position
|
Fills | Entry | Exit |
---|---|---|---|
6.5D put 72% 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 EST
1 DTE (1 min - 4 max)
-0.065 PUT Δ
Double 0 DTE at 3:50 PM EST
|
72% profit target
|
Confirm removal of from this backtest.
$170.00
$8,280.00
$839.00
$9,150.00
$18,439.00
-$3,610.00
$13,070.00
$5,720.00
$5,580.00
$4,760.00
$25,520.00
$2,530.00
-$21,360.00
-$26,180.00
$6,980.00
-$38,030.00
$4,075.00
$2,603.00
$3,049.50
$3,733.50
$3,287.00
$16,748.00
Year
Backtest $ Backtest
Backtest %
SPX
Position | Position | Legs | Timing | Entry | Exit | Result |
---|---|---|---|---|---|---|
6.5D put 72% PT
|
6.5D put 72% 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 | 88.10%
$500,666 balance
|
6.5D put 72% PT
|
6.5D put 72% 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 | 76.19%
$501,098 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-9 Wed Sep 7th 2150p
|
-9 Wed Sep 7th 2150p
$387,000 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
$423 | 79.66%
$501,521 balance
|
6.5D put 72% PT
|
6.5D put 72% 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
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
-$14,580 | -2025.00%
$486,941 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-10 Mon Sep 12th 2070p
|
-10 Mon Sep 12th 2070p
$414,000 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
$840 | 72.41%
$487,781 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-10 Wed Sep 14th 2045p
|
-10 Wed Sep 14th 2045p
$409,000 max risk
|
Mon Sep 12th 2016
9:55 AM EDT | $1.46 credit
Mon Sep 12th 2016
1:16 PM EDT | $0.39 debit
|
Mon Sep 12th 2016
9:55 AM EDT | $1.46 credit
SPX 2127.54
|
Mon Sep 12th 2016
1:16 PM EDT | $0.39 debit
SPX 2149.40
|
Profit Target
$1,050 | 71.92%
$488,831 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-9 Wed Sep 14th 2095p
|
-9 Wed Sep 14th 2095p
$377,100 max risk
|
Mon Sep 12th 2016
1:17 PM EDT | $1.02 credit
Wed Sep 14th 2016
9:37 AM EDT | $0.29 debit
|
Mon Sep 12th 2016
1:17 PM EDT | $1.02 credit
SPX 2149.47
|
Wed Sep 14th 2016
9:37 AM EDT | $0.29 debit
SPX 2131.53
|
Profit Target
$639 | 69.61%
$489,470 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-10 Mon Sep 19th 2060p
|
-10 Mon Sep 19th 2060p
$412,000 max risk
|
Thu Sep 15th 2016
9:34 AM EDT | $1.24 credit
Thu Sep 15th 2016
2:15 PM EDT | $0.35 debit
|
Thu Sep 15th 2016
9:34 AM EDT | $1.24 credit
SPX 2126.90
|
Thu Sep 15th 2016
2:15 PM EDT | $0.35 debit
SPX 2148.35
|
Profit Target
$870 | 70.16%
$490,340 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-9 Mon Sep 19th 2095p
|
-9 Mon Sep 19th 2095p
$377,100 max risk
|
Thu Sep 15th 2016
2:16 PM EDT | $0.97 credit
Fri Sep 16th 2016
3:33 PM EDT | $0.28 debit
|
Thu Sep 15th 2016
2:16 PM EDT | $0.97 credit
SPX 2149.20
|
Fri Sep 16th 2016
3:33 PM EDT | $0.28 debit
SPX 2140.86
|
Profit Target
$603 | 69.07%
$490,943 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-9 Mon Sep 19th 2110p
|
-9 Mon Sep 19th 2110p
$379,800 max risk
|
Fri Sep 16th 2016
3:34 PM EDT | $0.70 credit
Mon Sep 19th 2016
9:30 AM EDT | $0.10 debit
|
Fri Sep 16th 2016
3:34 PM EDT | $0.70 credit
SPX 2140.92
|
Mon Sep 19th 2016
9:30 AM EDT | $0.10 debit
SPX 2145.31
|
Profit Target
$522 | 82.86%
$491,465 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-9 Wed Sep 21st 2090p
|
-9 Wed Sep 21st 2090p
$376,200 max risk
|
Mon Sep 19th 2016
9:34 AM EDT | $0.96 credit
Wed Sep 21st 2016
9:53 AM EDT | $0.26 debit
|
Mon Sep 19th 2016
9:34 AM EDT | $0.96 credit
SPX 2147.16
|
Wed Sep 21st 2016
9:53 AM EDT | $0.26 debit
SPX 2150.03
|
Profit Target
$612 | 70.83%
$492,077 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-9 Fri Sep 23rd 2085p
|
-9 Fri Sep 23rd 2085p
$375,300 max risk
|
Wed Sep 21st 2016
9:54 AM EDT | $1.42 credit
Wed Sep 21st 2016
3:05 PM EDT | $0.40 debit
|
Wed Sep 21st 2016
9:54 AM EDT | $1.42 credit
SPX 2150.36
|
Wed Sep 21st 2016
3:05 PM EDT | $0.40 debit
SPX 2155.69
|
Profit Target
$900 | 70.42%
$492,977 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-9 Fri Sep 23rd 2105p
|
-9 Fri Sep 23rd 2105p
$378,900 max risk
|
Wed Sep 21st 2016
3:06 PM EDT | $0.82 credit
Thu Sep 22nd 2016
9:30 AM EDT | $0.15 debit
|
Wed Sep 21st 2016
3:06 PM EDT | $0.82 credit
SPX 2156.41
|
Thu Sep 22nd 2016
9:30 AM EDT | $0.15 debit
SPX 2172.23
|
Profit Target
$585 | 79.27%
$493,562 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-9 Fri Sep 23rd 2145p
|
-9 Fri Sep 23rd 2145p
$386,100 max risk
|
Thu Sep 22nd 2016
9:34 AM EDT | $0.57 credit
Fri Sep 23rd 2016
9:30 AM EDT | $0.15 debit
|
Thu Sep 22nd 2016
9:34 AM EDT | $0.57 credit
SPX 2177.23
|
Fri Sep 23rd 2016
9:30 AM EDT | $0.15 debit
SPX 2172.75
|
Profit Target
$360 | 70.18%
$493,922 balance
|
6.5D put 72% PT
|
6.5D put 72% 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 | 67.69%
$494,318 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-9 Wed Sep 28th 2090p
|
-9 Wed Sep 28th 2090p
$376,200 max risk
|
Mon Sep 26th 2016
3:29 PM EDT | $1.08 credit
Tue Sep 27th 2016
9:53 AM EDT | $0.31 debit
|
Mon Sep 26th 2016
3:29 PM EDT | $1.08 credit
SPX 2148.91
|
Tue Sep 27th 2016
9:53 AM EDT | $0.31 debit
SPX 2149.29
|
Profit Target
$675 | 69.44%
$494,993 balance
|
6.5D put 72% PT
|
6.5D put 72% 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 | 70.00%
$495,497 balance
|
6.5D put 72% PT
|
6.5D put 72% 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 | 72.58%
$495,902 balance
|
6.5D put 72% PT
|
6.5D put 72% 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
10:04 AM EDT | $0.25 debit
|
Wed Sep 28th 2016
9:34 AM EDT | $0.86 credit
SPX 2163.36
|
Thu Sep 29th 2016
10:04 AM EDT | $0.25 debit
SPX 2171.92
|
Profit Target
$531 | 68.60%
$496,433 balance
|
6.5D put 72% PT
|
6.5D put 72% PT
-9 Fri Sep 30th 2140p
|
-9 Fri Sep 30th 2140p
$385,200 max risk
|
Thu Sep 29th 2016
10:05 AM EDT | $0.67 credit
Fri Sep 30th 2016
11:11 AM EDT | $0.19 debit
|
Thu Sep 29th 2016
10:05 AM EDT | $0.67 credit
SPX 2172.13
|
Fri Sep 30th 2016
11:11 AM EDT | $0.19 debit
SPX 2169.11
|
Profit Target
$414 | 68.66%
$496,847 balance
|