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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
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%
  • Year

    Backtest

    SPX

  • 2016
    4.4%
    3.3%
    September
    -1.3%
    -0.1%
    October
    2.0%
    -1.9%
    November
    2.7%
    3.4%
    December
    0.9%
    1.8%
  • 2017
    20.8%
    18.0%
    January
    1.0%
    1.8%
    February
    1.4%
    3.7%
    March
    2.1%
    0.0%
    April
    1.7%
    0.9%
    May
    1.5%
    1.2%
    June
    1.6%
    0.5%
    July
    1.5%
    1.9%
    August
    1.8%
    0.1%
    September
    1.6%
    1.9%
    October
    1.6%
    2.2%
    November
    1.8%
    2.8%
    December
    1.5%
    1.1%
  • 2018
    16.9%
    -5.1%
    January
    1.8%
    5.5%
    February
    -0.2%
    -3.7%
    March
    3.8%
    -2.5%
    April
    4.2%
    0.4%
    May
    2.5%
    2.2%
    June
    2.3%
    0.5%
    July
    2.3%
    3.6%
    August
    2.2%
    3.0%
    September
    1.7%
    0.5%
    October
    -3.3%
    -7.0%
    November
    4.3%
    1.9%
    December
    -5.4%
    -9.3%
  • 2019
    34.8%
    26.2%
    January
    5.5%
    7.7%
    February
    2.6%
    3.0%
    March
    2.3%
    1.8%
    April
    2.3%
    3.9%
    May
    3.7%
    -6.7%
    June
    3.2%
    6.7%
    July
    2.5%
    1.4%
    August
    2.4%
    -1.6%
    September
    3.2%
    1.8%
    October
    -1.5%
    2.1%
    November
    2.0%
    3.4%
    December
    2.2%
    2.8%
  • 2020
    70.5%
    21.0%
    January
    -2.0%
    -0.1%
    February
    -3.4%
    -8.5%
    March
    23.0%
    -9.7%
    April
    12.0%
    12.6%
    May
    -0.5%
    4.7%
    June
    4.1%
    2.2%
    July
    5.8%
    5.5%
    August
    3.7%
    6.8%
    September
    4.2%
    -3.8%
    October
    0.2%
    -2.6%
    November
    5.9%
    10.3%
    December
    4.2%
    3.7%
  • 2021
    32.6%
    24.7%
    January
    1.8%
    -1.0%
    February
    4.1%
    2.7%
    March
    5.3%
    4.3%
    April
    3.0%
    5.1%
    May
    -1.9%
    0.6%
    June
    2.9%
    2.2%
    July
    -0.8%
    2.3%
    August
    2.7%
    2.9%
    September
    2.7%
    -4.8%
    October
    3.4%
    6.8%
    November
    1.2%
    -0.8%
    December
    4.2%
    4.4%
  • 2022
    8.5%
    -18.7%
    January
    -3.8%
    -5.3%
    February
    -0.1%
    -3.0%
    March
    7.7%
    3.8%
    April
    -9.2%
    -9.0%
    May
    3.5%
    0.4%
    June
    -8.8%
    -8.4%
    July
    6.4%
    8.9%
    August
    -0.1%
    -4.2%
    September
    3.9%
    -9.5%
    October
    4.1%
    8.0%
    November
    5.5%
    5.5%
    December
    0.7%
    -5.9%
  • 2023
    1.1%
    5.9%
    January
    1.1%
    5.9%
Position
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
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
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
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
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
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
Sequential
Before 3:00 PM EDT
1 DTE (1 min - 4 max)
0.03 CALL Δ
83% profit target
Position Timing Result
5.5D put 74% PT
-3 Fri Sep 2nd 2130p
Thu Sep 1st 2016
9:34 AM EDT | $0.62 credit
Fri Sep 2nd 2016
9:30 AM EDT | $0.06 debit
Profit Target
$162 | 0.13%
$500,162 balance
7.5D put 69% PT
-3 Fri Sep 2nd 2135p
Thu Sep 1st 2016
9:34 AM EDT | $0.84 credit
Fri Sep 2nd 2016
9:30 AM EDT | $0.08 debit
Profit Target
$222 | 0.17%
$500,680 balance
6.5D put 72% PT
-4 Fri Sep 2nd 2135p
Thu Sep 1st 2016
9:34 AM EDT | $0.84 credit
Fri Sep 2nd 2016
9:30 AM EDT | $0.08 debit
Profit Target
$296 | 0.17%
$500,458 balance
3D call 83% PT
-3 Fri Sep 2nd 2200c
Thu Sep 1st 2016
9:31 AM EDT | $0.19 credit
Fri Sep 2nd 2016
11:14 AM EDT | $0.05 debit
Profit Target
$39 | 0.03%
$500,719 balance
2.5D call 80% PT
-3 Fri Sep 2nd 2205c
Thu Sep 1st 2016
9:31 AM EDT | $0.09 credit
Fri Sep 2nd 2016
4:00 PM EDT |
Expired
$24 | 0.02%
$500,767 balance
2D call 78% PT
-3 Fri Sep 2nd 2205c
Thu Sep 1st 2016
9:31 AM EDT | $0.09 credit
Fri Sep 2nd 2016
4:00 PM EDT |
Expired
$24 | 0.02%
$500,743 balance
6.5D put 72% PT
-3 Tue Sep 6th 2150p
Fri Sep 2nd 2016
9:34 AM EDT | $0.63 credit
Tue Sep 6th 2016
9:30 AM EDT | $0.13 debit
Profit Target
$144 | 0.11%
$501,025 balance
7.5D put 69% PT
-3 Tue Sep 6th 2150p
Fri Sep 2nd 2016
9:34 AM EDT | $0.63 credit
Tue Sep 6th 2016
9:30 AM EDT | $0.13 debit
Profit Target
$144 | 0.11%
$501,169 balance
5.5D put 74% PT
-3 Tue Sep 6th 2145p
Fri Sep 2nd 2016
9:34 AM EDT | $0.48 credit
Tue Sep 6th 2016
9:30 AM EDT | $0.08 debit
Profit Target
$114 | 0.09%
$500,881 balance
3D call 83% PT
-3 Tue Sep 6th 2205c
Fri Sep 2nd 2016
11:15 AM EDT | $0.14 credit
Tue Sep 6th 2016
4:00 PM EDT |
Expired
$39 | 0.03%
$501,208 balance
6.5D put 72% PT
-3 Wed Sep 7th 2150p
Tue Sep 6th 2016
9:34 AM EDT | $0.59 credit
Wed Sep 7th 2016
9:30 AM EDT | $0.10 debit
Profit Target
$141 | 0.11%
$501,472 balance
7.5D put 69% PT
-3 Wed Sep 7th 2155p
Tue Sep 6th 2016
9:34 AM EDT | $0.72 credit
Wed Sep 7th 2016
9:30 AM EDT | $0.13 debit
Profit Target
$171 | 0.13%
$501,643 balance
5.5D put 74% PT
-3 Wed Sep 7th 2145p
Tue Sep 6th 2016
9:34 AM EDT | $0.47 credit
Wed Sep 7th 2016
9:30 AM EDT | $0.05 debit
Profit Target
$123 | 0.10%
$501,331 balance
2.5D call 80% PT
-3 Wed Sep 7th 2210c
Tue Sep 6th 2016
9:31 AM EDT | $0.09 credit
Wed Sep 7th 2016
4:00 PM EDT |
Expired
$24 | 0.02%
$501,691 balance
2D call 78% PT
-3 Wed Sep 7th 2210c
Tue Sep 6th 2016
9:31 AM EDT | $0.09 credit
Wed Sep 7th 2016
4:00 PM EDT |
Expired
$24 | 0.02%
$501,667 balance
7.5D put 69% PT
-3 Fri Sep 9th 2145p
Wed Sep 7th 2016
9:34 AM EDT | $0.80 credit
Thu Sep 8th 2016
2:52 PM EDT | $0.23 debit
Profit Target
$165 | 0.13%
$501,856 balance
3D call 83% PT
-3 Fri Sep 9th 2215c
Wed Sep 7th 2016
9:31 AM EDT | $0.14 credit
Fri Sep 9th 2016
4:00 PM EDT |
Expired
$39 | 0.03%
$501,895 balance
6.5D put 72% PT
-4 Fri Sep 9th 2145p
Wed Sep 7th 2016
9:34 AM EDT | $0.80 credit
Fri Sep 9th 2016
4:00 PM EDT | $16.99 debit