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Year
Backtest $ Backtest
Backtest %
SPX
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 EDT
1 DTE (1 min - 4 max)
-0.065 PUT Δ
Double 0 DTE at 3:50 PM EDT
|
72% profit target
|
2.5D call 80% PT
SPXW Short Call
80.0% portfolio
20.0% notional withheld
$1.00 fee per contract
$0.05 free to close
1 minute between trades
65% slippage at entry
65% slippage at exit
|
$1.00 fee per contract
$0.05 free to close
1 minute between trades
65% slippage at entry
65% slippage at exit
|
Sequential
Before 3:00 PM EDT
1 DTE (1 min - 4 max)
0.025 CALL Δ
|
80% profit target
|
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 | 0.17%
$500,666 balance
|
2.5D call 80% PT
|
2.5D call 80% PT
-9 Fri Sep 2nd 2205c
|
-9 Fri Sep 2nd 2205c
$396,900 max risk
|
Thu Sep 1st 2016
9:31 AM EDT | $0.09 credit
Fri Sep 2nd 2016
4:00 PM EDT |
|
Thu Sep 1st 2016
9:31 AM EDT | $0.09 credit
SPX 2171.08
|
Fri Sep 2nd 2016
4:00 PM EDT
SPX 2179.95
|
Expired
$72 | 0.02%
$500,738 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 | 0.11%
$501,170 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 | 0.11%
$501,593 balance
|
2.5D call 80% PT
|
2.5D call 80% PT
-9 Wed Sep 7th 2210c
|
-9 Wed Sep 7th 2210c
$397,800 max risk
|
Tue Sep 6th 2016
9:31 AM EDT | $0.09 credit
Wed Sep 7th 2016
4:00 PM EDT |
|
Tue Sep 6th 2016
9:31 AM EDT | $0.09 credit
SPX 2183.51
|
Wed Sep 7th 2016
4:00 PM EDT
SPX 2186.16
|
Expired
$72 | 0.02%
$501,665 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 | -3.78%
$487,085 balance
|
2.5D call 80% PT
|
2.5D call 80% PT
-9 Fri Sep 9th 2205c
|
-9 Fri Sep 9th 2205c
$396,900 max risk
|
Thu Sep 8th 2016
9:31 AM EDT | $0.10 credit
Fri Sep 9th 2016
4:00 PM EDT |
|
Thu Sep 8th 2016
9:31 AM EDT | $0.10 credit
SPX 2181.12
|
Fri Sep 9th 2016
4:00 PM EDT
SPX 2128.01
|
Expired
$81 | 0.02%
$487,166 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 | 0.20%
$488,006 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 | 0.26%
$489,056 balance
|
2.5D call 80% PT
|
2.5D call 80% PT
-9 Wed Sep 14th 2185c
|
-9 Wed Sep 14th 2185c
$393,300 max risk
|
Mon Sep 12th 2016
9:31 AM EDT | $0.23 credit
Tue Sep 13th 2016
12:31 PM EDT | $0.05 debit
|
Mon Sep 12th 2016
9:31 AM EDT | $0.23 credit
SPX 2120.06
|
Tue Sep 13th 2016
12:31 PM EDT | $0.05 debit
SPX 2125.89
|
Profit Target
$153 | 0.04%
$489,209 balance
|
2.5D call 80% PT
|
2.5D call 80% PT
-9 Wed Sep 14th 2170c
|
-9 Wed Sep 14th 2170c
$390,600 max risk
|
Tue Sep 13th 2016
12:32 PM EDT | $0.19 credit
Wed Sep 14th 2016
9:32 AM EDT | $0.05 debit
|
Tue Sep 13th 2016
12:32 PM EDT | $0.19 credit
SPX 2126.12
|
Wed Sep 14th 2016
9:32 AM EDT | $0.05 debit
SPX 2128.81
|
Profit Target
$117 | 0.03%
$489,326 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 | 0.17%
$489,965 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 | 0.21%
$490,835 balance
|
2.5D call 80% PT
|
2.5D call 80% PT
-9 Mon Sep 19th 2180c
|
-9 Mon Sep 19th 2180c
$392,400 max risk
|
Thu Sep 15th 2016
9:31 AM EDT | $0.24 credit
Fri Sep 16th 2016
11:10 AM EDT | $0.05 debit
|
Thu Sep 15th 2016
9:31 AM EDT | $0.24 credit
SPX 2125.89
|
Fri Sep 16th 2016
11:10 AM EDT | $0.05 debit
SPX 2134.37
|
Profit Target
$162 | 0.04%
$490,997 balance
|
2.5D call 80% PT
|
2.5D call 80% PT
-9 Mon Sep 19th 2170c
|
-9 Mon Sep 19th 2170c
$390,600 max risk
|
Fri Sep 16th 2016
11:11 AM EDT | $0.15 credit
Fri Sep 16th 2016
3:11 PM EDT | $0.05 debit
|
Fri Sep 16th 2016
11:11 AM EDT | $0.15 credit
SPX 2134.70
|
Fri Sep 16th 2016
3:11 PM EDT | $0.05 debit
SPX 2136.16
|
Profit Target
$81 | 0.02%
$491,078 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 | 0.16%
$491,681 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 | 0.14%
$492,203 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 | 0.16%
$492,815 balance
|
2.5D call 80% PT
|
2.5D call 80% PT
-9 Wed Sep 21st 2190c
|
-9 Wed Sep 21st 2190c
$394,200 max risk
|
Mon Sep 19th 2016
9:31 AM EDT | $0.22 credit
Wed Sep 21st 2016
2:01 PM EDT | $0.05 debit
|
Mon Sep 19th 2016
9:31 AM EDT | $0.22 credit
SPX 2146.81
|
Wed Sep 21st 2016
2:01 PM EDT | $0.05 debit
SPX 2147.15
|
Profit Target
$144 | 0.04%
$492,959 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 | 0.24%
$493,859 balance
|