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Backtest - WO Classic 6.5Δ Puts

End Balance
$2,509,546
19.0% CAGR
Drawdown
-$589,994
-23.6%
Sortino
0.71
1.19 Sharpe
Benchmark Comparison
Total Return CAGR Drawdown MAR Sharpe Sortino Profit Factor Annualized Vol. Correlation Beta
Backtest 401.9% 19.0% -23.6% 0.81 1.19 0.71 1.62 13.6 0.59 0.44
SPX 216.5% 13.2% -33.9% 0.39 0.65 0.79 18.38
Return %
Drawdown
Backtest Positions
Position
 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
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

Position Display

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Detailed Stats
Start Date
September 1, 2016
End Date
December 5, 2025
Start Balance
$500,000
End Balance
$2,509,546
Broker Fees
$78,009
Return %
401.9%
Return $
$2,009,546
CAGR
19.0%
Drawdown %
-23.6%
Drawdown $
-$589,994
Drawdown Days
504 days
Sortino
0.71
Sharpe
1.19
MAR
0.81
Annual Vol.
13.6%
Correlation
0.59
Beta
0.44
Trades
2734
Winners
2663 (97.4%)
Losers
71
Avg Gain
$735
Avg Winner
$1,973
Avg Loser
-$45,702
Premium Collected $
$7,096,248
Premium Retained $
$2,087,555
Premium Retained %
29.4%
The information provided on Whispertrades is for general information purposes only. No information, materials, services and other content provided on this website constitute solicitation, recommendation, endorsement or any financial, investment, or other advice. Seek independent professional consultation in the form of legal, financial, and fiscal advice before making any investment decision. Past performance may not be indicative of future results.
Balance
Positions
Monthly Performance
Weekly Performance
Daily Performance
Day of Week Performance
December 2025

S
M
T
W
T
F
Total

  1. $742.50

  1. $4,920.00

  1. $2,902.50

  1. $3,090.00

  1. $2,865.00

  1. $14,520.00

Yearly Results

  • Year

    Backtest

    SPX

  • 2016
    4.3%
    3.3%
    September
    -0.7%
    0.0%
    October
    1.6%
    -1.9%
    November
    1.9%
    3.4%
    December
    1.4%
    1.8%
  • 2017
    18.2%
    18.0%
    January
    1.4%
    1.8%
    February
    1.1%
    3.7%
    March
    1.7%
    0.0%
    April
    1.4%
    0.9%
    May
    1.3%
    1.2%
    June
    1.4%
    0.5%
    July
    1.2%
    2.0%
    August
    1.9%
    0.1%
    September
    1.4%
    1.9%
    October
    1.3%
    2.2%
    November
    1.5%
    2.8%
    December
    1.1%
    1.0%
  • 2018
    13.0%
    -5.0%
    January
    1.6%
    5.5%
    February
    -1.2%
    -3.7%
    March
    4.3%
    -2.6%
    April
    3.4%
    0.4%
    May
    2.4%
    2.2%
    June
    2.1%
    0.5%
    July
    2.3%
    3.6%
    August
    2.0%
    3.0%
    September
    1.6%
    0.5%
    October
    -4.1%
    -7.0%
    November
    3.8%
    1.9%
    December
    -5.4%
    -9.3%
  • 2019
    25.6%
    26.2%
    January
    4.6%
    7.7%
    February
    2.2%
    3.0%
    March
    1.7%
    1.8%
    April
    2.1%
    3.9%
    May
    2.8%
    -6.7%
    June
    3.0%
    6.7%
    July
    1.4%
    1.3%
    August
    0.2%
    -1.6%
    September
    2.9%
    1.7%
    October
    -1.5%
    2.1%
    November
    1.6%
    3.4%
    December
    1.9%
    2.8%
  • 2020
    60.9%
    21.1%
    January
    -2.8%
    -0.1%
    February
    -1.9%
    -8.5%
    March
    21.2%
    -9.7%
    April
    10.1%
    12.7%
    May
    3.4%
    4.6%
    June
    3.0%
    2.2%
    July
    4.9%
    5.4%
    August
    3.2%
    6.8%
    September
    4.2%
    -3.8%
    October
    -3.2%
    -2.6%
    November
    5.3%
    10.3%
    December
    3.4%
    3.7%
  • 2021
    24.8%
    24.7%
    January
    1.8%
    -1.0%
    February
    3.4%
    2.7%
    March
    4.6%
    4.3%
    April
    2.5%
    5.2%
    May
    -2.7%
    0.6%
    June
    2.4%
    2.2%
    July
    -0.9%
    2.3%
    August
    2.2%
    2.9%
    September
    1.4%
    -4.8%
    October
    3.4%
    6.8%
    November
    0.4%
    -0.8%
    December
    4.1%
    4.4%
  • 2022
    1.5%
    -18.7%
    January
    -5.0%
    -5.3%
    February
    4.1%
    -3.0%
    March
    6.0%
    3.8%
    April
    -10.8%
    -9.0%
    May
    3.3%
    0.4%
    June
    -8.1%
    -8.4%
    July
    5.4%
    8.9%
    August
    -2.6%
    -4.2%
    September
    1.2%
    -9.6%
    October
    7.8%
    8.0%
    November
    4.6%
    5.5%
    December
    -2.5%
    -5.9%
  • 2023
    23.7%
    22.6%
    January
    2.0%
    6.1%
    February
    3.6%
    -2.6%
    March
    2.0%
    3.6%
    April
    0.9%
    1.5%
    May
    2.8%
    0.3%
    June
    2.3%
    6.3%
    July
    1.8%
    3.1%
    August
    1.8%
    -1.7%
    September
    -2.4%
    -4.9%
    October
    2.1%
    -2.1%
    November
    2.6%
    8.6%
    December
    2.0%
    4.4%
  • 2024
    3.5%
    21.8%
    January
    1.5%
    1.6%
    February
    2.7%
    5.1%
    March
    0.7%
    3.1%
    April
    1.6%
    -4.2%
    May
    3.2%
    4.7%
    June
    2.0%
    3.4%
    July
    -5.3%
    1.2%
    August
    -1.2%
    2.4%
    September
    -1.3%
    2.1%
    October
    0.1%
    -0.9%
    November
    3.0%
    5.6%
    December
    -3.1%
    -2.5%
  • 2025
    9.9%
    17.2%
    January
    -1.2%
    2.7%
    February
    0.9%
    -1.4%
    March
    -1.8%
    -5.8%
    April
    -5.8%
    0.2%
    May
    4.5%
    6.1%
    June
    3.3%
    4.9%
    July
    1.7%
    2.2%
    August
    -0.2%
    2.0%
    September
    2.1%
    3.5%
    October
    2.7%
    2.3%
    November
    3.2%
    0.2%
    December
    0.6%
    0.3%
Performance by Position
Performance Per Contract Trades Wins Losses Win % Premium Collected Premium Retained
Avg Entry
Avg Exit
Avg Profit
 Profit Factor
Total Profit
6.5D put 72% PT 2734 2663 71 97.4% $7,096,248 $2,087,555 (29%) $1.68 $1.17 $0.51 1.62 $1,398.17
Backtest Total 2734 2663 71 97.4% $7,096,248 $2,087,555 (29%) $1.68 $1.17 $0.51 1.62 $1,398.17
Trade Log
Position Timing Result
6.5D put 72% PT
-9 Fri Sep 2nd 2135p
Thu Sep 1st 2016
9:34:10 AM EDT | $0.84 credit
Fri Sep 2nd 2016
9:31:50 AM EDT | $0.24 debit
Profit Target
$531 | 70.24%
$500,531 balance
6.5D put 72% PT
-9 Tue Sep 6th 2150p
Fri Sep 2nd 2016
9:34:10 AM EDT | $0.64 credit
Tue Sep 6th 2016
9:31:50 AM EDT | $0.18 debit
Profit Target
$396 | 68.75%
$500,927 balance
6.5D put 72% PT
-9 Wed Sep 7th 2150p
Tue Sep 6th 2016
9:34:10 AM EDT | $0.60 credit
Wed Sep 7th 2016
9:31:50 AM EDT | $0.17 debit
Profit Target
$369 | 68.33%
$501,296 balance
6.5D put 72% PT
-9 Fri Sep 9th 2145p
Wed Sep 7th 2016
9:34:10 AM EDT | $0.82 credit
Fri Sep 9th 2016
4:00:00 PM EDT | $16.99 debit
Assigned
-$14,562 | -1973.17%
$486,734 balance
6.5D put 72% PT
-10 Mon Sep 12th 2070p
Fri Sep 9th 2016
3:50:10 PM EDT | $1.16 credit
Mon Sep 12th 2016
9:54:30 AM EDT | $0.32 debit
Profit Target
$820 | 70.69%
$487,554 balance
6.5D put 72% PT
-10 Wed Sep 14th 2045p
Mon Sep 12th 2016
9:55:40 AM EDT | $1.46 credit
Mon Sep 12th 2016
1:16:30 PM EDT | $0.41 debit
Profit Target
$1,030 | 70.55%
$488,584 balance
6.5D put 72% PT
-9 Wed Sep 14th 2095p
Mon Sep 12th 2016
1:17:40 PM EDT | $1.03 credit
Wed Sep 14th 2016
9:38:50 AM EDT | $0.29 debit
Profit Target
$648 | 69.90%
$489,232 balance
6.5D put 72% PT
-9 Mon Sep 19th 2060p
Thu Sep 15th 2016
9:34:10 AM EDT | $1.28 credit
Thu Sep 15th 2016
1:43:40 PM EDT | $0.36 debit
Profit Target
$810 | 70.31%
$490,042 balance
6.5D put 72% PT
-9 Mon Sep 19th 2095p
Thu Sep 15th 2016
1:44:50 PM EDT | $1.09 credit
Fri Sep 16th 2016
3:32:20 PM EDT | $0.31 debit
Profit Target
$684 | 69.72%
$490,726 balance
6.5D put 72% PT
-9 Mon Sep 19th 2110p
Fri Sep 16th 2016
3:33:30 PM EDT | $0.65 credit
Mon Sep 19th 2016
9:31:50 AM EDT | $0.18 debit
Profit Target
$405 | 69.23%
$491,131 balance
6.5D put 72% PT
-9 Wed Sep 21st 2090p
Mon Sep 19th 2016
9:34:10 AM EDT | $0.99 credit
Wed Sep 21st 2016
9:53:50 AM EDT | $0.28 debit
Profit Target
$621 | 69.70%
$491,752 balance
6.5D put 72% PT
-9 Fri Sep 23rd 2080p
Wed Sep 21st 2016
9:55:00 AM EDT | $1.18 credit
Wed Sep 21st 2016
3:06:10 PM EDT | $0.33 debit
Profit Target
$747 | 70.34%
$492,499 balance
6.5D put 72% PT
-9 Fri Sep 23rd 2105p
Wed Sep 21st 2016
3:07:20 PM EDT | $0.86 credit
Thu Sep 22nd 2016
9:30:50 AM EDT | $0.15 debit
Profit Target
$621 | 80.23%
$493,120 balance
6.5D put 72% PT
-9 Fri Sep 23rd 2145p
Thu Sep 22nd 2016
9:34:10 AM EDT | $0.58 credit
Fri Sep 23rd 2016
9:31:50 AM EDT | $0.16 debit
Profit Target
$360 | 68.97%
$493,480 balance
6.5D put 72% PT
-9 Mon Sep 26th 2140p
Fri Sep 23rd 2016
9:34:10 AM EDT | $0.67 credit
Mon Sep 26th 2016
3:28:20 PM EDT | $0.19 debit
Profit Target
$414 | 68.66%
$493,894 balance
6.5D put 72% PT
-9 Wed Sep 28th 2090p
Mon Sep 26th 2016
3:29:30 PM EDT | $1.09 credit
Tue Sep 27th 2016
9:53:30 AM EDT | $0.31 debit
Profit Target
$684 | 69.72%
$494,578 balance
6.5D put 72% PT
-9 Wed Sep 28th 2110p
Tue Sep 27th 2016
9:54:40 AM EDT | $0.83 credit
Tue Sep 27th 2016
12:24:00 PM EDT | $0.23 debit
Profit Target
$522 | 69.88%
$495,100 balance
6.5D put 72% PT
-9 Wed Sep 28th 2130p
Tue Sep 27th 2016
12:25:10 PM EDT | $0.61 credit
Wed Sep 28th 2016
9:31:50 AM EDT | $0.17 debit
Profit Target
$378 | 68.85%
$495,478 balance
6.5D put 72% PT
-9 Fri Sep 30th 2120p
Wed Sep 28th 2016
9:34:10 AM EDT | $0.86 credit
Thu Sep 29th 2016
10:05:20 AM EDT | $0.24 debit
Profit Target
$540 | 69.77%
$496,018 balance
6.5D put 72% PT
-9 Fri Sep 30th 2135p
Thu Sep 29th 2016
10:06:30 AM EDT | $0.61 credit
Fri Sep 30th 2016
11:05:20 AM EDT | $0.17 debit
Profit Target
$378 | 68.85%
$496,396 balance