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Backtest - WO Classic with 6 Positions

End Balance: $2,463,032

28.2% CAGR
Drawdown: -$413,583

-17.5%
Sortino: 1.00

1.61 Sharpe

Balance

Return $

Return %

Stack Positions

* The percent return on this chart represents the sum of all individual day percent gains. It does not include compounding or represent total return.

Start Date

September 1, 2016

End Date

January 27, 2023

Start Balance

$500,000

End Balance

$2,463,032

Broker Fees

$85,791

Return %

392.6%

Return $

$1,963,032

CAGR

28.2%

Drawdown %

-17.5%

Drawdown $

-$413,583

Drawdown Days

208 days

Sortino

1.00

Sharpe

1.61

MAR

1.61

Annual Vol.

14.4%

Trades

9305

Winners

9127 (98.1%)

Losers

178

Avg Gain

$211

Avg Winner

$487

Avg Loser

-$13,940

Premium Collected $

$5,956,242

Premium Retained $

$2,048,823

Premium Retained %

34.4%

Start Date

September 1, 2016

End Date

January 27, 2023

Start Balance

$500,000

End Balance

$2,463,032

Broker Fees

$85,791

Return %

392.6%

Return $

$1,963,032

CAGR

28.2%

Drawdown %

-17.5%

Drawdown $

-$413,583

Drawdown Days

208 days

Sortino

1.00

Sharpe

1.61

MAR

1.61

Annual Vol.

14.4%

Trades

9305

Winners

9127 (98.1%)

Losers

178

Avg Gain

$211

Avg Winner

$487

Avg Loser

-$13,940

Premium Collected $

$5,956,242

Premium Retained $

$2,048,823

Premium Retained %

34.4%

Year

Backtest $ Backtest

Backtest %

SPX
2016

$21,931

4.4%

(-4.0%)

3.3%

(-4.6%)

September

-$6,351

-1.3%

(-4.0%)

-0.1%

(-2.8%)

October

$9,852

2.0%

(-0.7%)

-1.9%

(-1.7%)

November

$13,595

2.7%

(-0.1%)

3.4%

(-1.2%)

December

$4,835

0.9%

(-0.6%)

1.8%

(-1.4%)
2017

$108,347

20.8%

(-0.9%)

18.0%

(-2.8%)

January

$5,411

1.0%

(-0.5%)

1.8%

(-0.8%)

February

$7,292

1.4%

(0.0%)

3.7%

(-0.2%)

March

$11,252

2.1%

(-0.5%)

0.0%

(-2.3%)

April

$9,425

1.7%

(-0.3%)

0.9%

(-1.3%)

May

$8,505

1.5%

(-0.6%)

1.2%

(-1.9%)

June

$9,031

1.6%

(-0.4%)

0.5%

(-1.4%)

July

$8,460

1.5%

(-0.1%)

1.9%

(-0.9%)

August

$10,275

1.8%

(-0.9%)

0.1%

(-2.2%)

September

$9,284

1.6%

(-0.0%)

1.9%

(-0.8%)

October

$9,434

1.6%

(-0.1%)

2.2%

(-0.7%)

November

$10,784

1.8%

(-0.1%)

2.8%

(-1.1%)

December

$9,194

1.5%

(-0.1%)

1.1%

(-0.6%)
2018

$106,499

16.9%

(-9.8%)

-5.1%

(-19.8%)

January

$11,085

1.8%

(-0.7%)

5.5%

(-1.8%)

February

-$1,110

-0.2%

(-9.8%)

-3.7%

(-8.5%)

March

$24,611

3.8%

(-2.5%)

-2.5%

(-7.1%)

April

$27,897

4.2%

(-1.1%)

0.4%

(-2.7%)

May

$17,559

2.5%

(-0.2%)

2.2%

(-1.6%)

June

$16,239

2.3%

(-0.6%)

0.5%

(-3.1%)

July

$16,440

2.3%

(-0.2%)

3.6%

(-1.5%)

August

$16,172

2.2%

(-0.1%)

3.0%

(-1.4%)

September

$13,094

1.7%

(-0.2%)

0.5%

(-0.9%)

October

-$25,489

-3.3%

(-8.3%)

-7.0%

(-9.7%)

November

$32,227

4.3%

(-1.7%)

1.9%

(-6.4%)

December

-$42,226

-5.4%

(-8.2%)

-9.3%

(-15.7%)
2019

$256,553

34.8%

(-5.1%)

26.2%

(-6.8%)

January

$40,693

5.5%

(-0.3%)

7.7%

(-2.5%)

February

$20,561

2.6%

(-0.1%)

3.0%

(-1.1%)

March

$18,091

2.3%

(-0.2%)

1.8%

(-2.2%)

April

$18,726

2.3%

(-0.1%)

3.9%

(-0.6%)

May

$31,038

3.7%

(-0.7%)

-6.7%

(-6.6%)

June

$28,096

3.2%

(-0.1%)

6.7%

(-1.4%)

July

$21,999

2.5%

(-0.2%)

1.4%

(-1.5%)

August

$22,194

2.4%

(-3.0%)

-1.6%

(-3.8%)

September

$29,852

3.2%

(-0.9%)

1.8%

(-1.6%)

October

-$14,445

-1.5%

(-5.1%)

2.1%

(-2.0%)

November

$18,829

2.0%

(0.0%)

3.4%

(-0.6%)

December

$20,919

2.2%

(-0.3%)

2.8%

(-0.7%)
2020

$699,815

70.5%

(-11.1%)

21.0%

(-33.9%)

January

-$19,967

-2.0%

(-4.4%)

-0.1%

(-3.1%)

February

-$33,063

-3.4%

(-7.6%)

-8.5%

(-12.8%)

March

$216,105

23.0%

(-9.1%)

-9.7%

(-28.5%)

April

$139,071

12.0%

(-1.5%)

12.6%

(-4.8%)

May

-$7,068

-0.5%

(-5.8%)

4.7%

(-3.8%)

June

$52,408

4.1%

(-8.2%)

2.2%

(-7.1%)

July

$77,297

5.8%

(-0.8%)

5.5%

(-1.9%)

August

$52,563

3.7%

(-0.6%)

6.8%

(-0.8%)

September

$61,987

4.2%

(-1.9%)

-3.8%

(-9.6%)

October

$2,735

0.2%

(-4.9%)

-2.6%

(-7.5%)

November

$90,134

5.9%

(-0.7%)

10.3%

(-1.9%)

December

$67,613

4.2%

(-0.3%)

3.7%

(-1.5%)
2021

$552,662

32.6%

(-5.2%)

24.7%

(-5.2%)

January

$31,082

1.8%

(-2.3%)

-1.0%

(-3.7%)

February

$71,552

4.1%

(-1.5%)

2.7%

(-3.2%)

March

$95,524

5.3%

(-0.5%)

4.3%

(-3.4%)

April

$56,941

3.0%

(-0.3%)

5.1%

(-1.2%)

May

-$37,597

-1.9%

(-5.2%)

0.6%

(-4.0%)

June

$56,020

2.9%

(-0.1%)

2.2%

(-2.1%)

July

-$16,592

-0.8%

(-3.3%)

2.3%

(-2.9%)

August

$53,343

2.7%

(-0.7%)

2.9%

(-1.8%)

September

$54,851

2.7%

(-1.1%)

-4.8%

(-5.1%)

October

$70,817

3.4%

(-0.2%)

6.8%

(-1.3%)

November

$25,747

1.2%

(-1.1%)

-0.8%

(-2.9%)

December

$90,974

4.2%

(-1.7%)

4.4%

(-3.0%)
2022

$191,525

8.5%

(-17.5%)

-18.7%

(-25.4%)

January

-$85,280

-3.8%

(-6.9%)

-5.3%

(-9.8%)

February

-$2,639

-0.1%

(-4.1%)

-3.0%

(-7.9%)

March

$165,897

7.7%

(-0.5%)

3.8%

(-4.9%)

April

-$213,692

-9.2%

(-12.4%)

-9.0%

(-9.8%)

May

$74,763

3.5%

(-4.6%)

0.4%

(-9.3%)

June

-$191,359

-8.8%

(-12.2%)

-8.4%

(-12.2%)

July

$128,476

6.4%

(-0.6%)

8.9%

(-2.9%)

August

-$1,670

-0.1%

(-4.0%)

-4.2%

(-8.1%)

September

$82,902

3.9%

(-3.3%)

-9.5%

(-12.7%)

October

$90,911

4.1%

(-3.8%)

8.0%

(-5.7%)

November

$125,698

5.5%

(-0.2%)

5.5%

(-3.5%)

December

$17,518

0.7%

(-2.8%)

-5.9%

(-7.2%)
2023

$25,700

1.1%

(-2.7%)

5.9%

(-2.5%)

January

$25,700

1.1%

(-2.7%)

5.9%

(-2.5%)

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 EDT 1 DTE (1 min - 4 max) -0.055 PUT Δ Double 0 DTE at 3:50 PM EDT	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 EDT 1 DTE (1 min - 4 max) -0.065 PUT Δ Double 0 DTE at 3:50 PM EDT	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 EDT 1 DTE (1 min - 4 max) -0.075 PUT Δ Double 0 DTE at 3:50 PM EDT	69% profit target
2D call 78% PT SPXW Short Call 25.0% 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) 0.02 CALL Δ	78% profit target
2.5D call 80% PT SPXW Short Call 30.0% 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
3D call 83% PT SPXW Short Call 25.0% 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) 0.03 CALL Δ	83% profit target

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 \| 0.13% $500,162 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 \| 0.17% $500,680 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 \| 0.17% $500,458 balance
3D call 83% PT	3D call 83% PT -3 Fri Sep 2nd 2200c	-3 Fri Sep 2nd 2200c $132,000 max risk	Thu Sep 1st 2016 9:31 AM EDT \| $0.19 credit Fri Sep 2nd 2016 11:14 AM EDT \| $0.05 debit	Thu Sep 1st 2016 9:31 AM EDT \| $0.19 credit SPX 2171.08	Fri Sep 2nd 2016 11:14 AM EDT \| $0.05 debit SPX 2179.63	Profit Target $39 \| 0.03% $500,719 balance
2.5D call 80% PT	2.5D call 80% PT -3 Fri Sep 2nd 2205c	-3 Fri Sep 2nd 2205c $132,300 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 $24 \| 0.02% $500,767 balance
2D call 78% PT	2D call 78% PT -3 Fri Sep 2nd 2205c	-3 Fri Sep 2nd 2205c $132,300 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 $24 \| 0.02% $500,743 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 \| 0.11% $501,025 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 \| 0.11% $501,169 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 \| 0.09% $500,881 balance
3D call 83% PT	3D call 83% PT -3 Tue Sep 6th 2205c	-3 Tue Sep 6th 2205c $132,300 max risk	Fri Sep 2nd 2016 11:15 AM EDT \| $0.14 credit Tue Sep 6th 2016 4:00 PM EDT \|	Fri Sep 2nd 2016 11:15 AM EDT \| $0.14 credit SPX 2179.78	Tue Sep 6th 2016 4:00 PM EDT SPX 2186.49	Expired $39 \| 0.03% $501,208 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 \| 0.11% $501,472 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 \| 0.13% $501,643 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 \| 0.10% $501,331 balance
2.5D call 80% PT	2.5D call 80% PT -3 Wed Sep 7th 2210c	-3 Wed Sep 7th 2210c $132,600 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 $24 \| 0.02% $501,691 balance
2D call 78% PT	2D call 78% PT -3 Wed Sep 7th 2210c	-3 Wed Sep 7th 2210c $132,600 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 $24 \| 0.02% $501,667 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 \| 0.13% $501,856 balance
3D call 83% PT	3D call 83% PT -3 Fri Sep 9th 2215c	-3 Fri Sep 9th 2215c $132,900 max risk	Wed Sep 7th 2016 9:31 AM EDT \| $0.14 credit Fri Sep 9th 2016 4:00 PM EDT \|	Wed Sep 7th 2016 9:31 AM EDT \| $0.14 credit SPX 2183.52	Fri Sep 9th 2016 4:00 PM EDT SPX 2128.01	Expired $39 \| 0.03% $501,895 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