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Year
Backtest $ Backtest
Backtest %
SPX
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
|