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Backtest - WO Classic 5.5Δ Puts

End Balance
$1,544,812
19.2% CAGR
Drawdown
-$268,876
-17.1%
Sortino
0.75
1.21 Sharpe
Benchmark Comparison
Total Return CAGR Drawdown MAR Sharpe Sortino Annualized Vol. Correlation Beta
Backtest 209.0% 19.2% -17.1% 1.13 1.21 0.75 13.0
SPX 87.5% 10.3% -0%
Return %
Drawdown
Backtest Positions
Position
Entry Exit
5.5D put 74% 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)
-0.055 PUT Δ
Double 0 DTE at 3:50 PM EST
74% profit target

Confirm removal of from this backtest.

Detailed Stats
Start Date
September 1, 2016
End Date
January 27, 2023
Start Balance
$500,000
End Balance
$1,544,812
Broker Fees
$38,843
Return %
209.0%
Return $
$1,044,812
CAGR
19.2%
Drawdown %
-17.1%
Drawdown $
-$268,876
Drawdown Days
283 days
Sortino
0.75
Sharpe
1.21
MAR
1.13
Annual Vol.
13.0%
Correlation
Beta
Trades
1673
Winners
1639 (98.0%)
Losers
34
Avg Gain
$625
Avg Winner
$1,388
Avg Loser
-$36,190
Premium Collected $
$2,963,795
Premium Retained $
$1,083,655
Premium Retained %
36.6%
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
Yearly Results
  • Year

    Backtest

    SPX

  • 2016
    4.5%
    3.3%
    September
    -0.2%
    -0.1%
    October
    1.5%
    -1.9%
    November
    2.0%
    3.4%
    December
    1.2%
    1.8%
  • 2017
    15.3%
    18.0%
    January
    1.1%
    1.8%
    February
    1.0%
    3.7%
    March
    1.4%
    0.0%
    April
    1.2%
    0.9%
    May
    1.5%
    1.2%
    June
    1.1%
    0.5%
    July
    1.0%
    1.9%
    August
    1.5%
    0.1%
    September
    1.1%
    1.9%
    October
    1.1%
    2.2%
    November
    1.3%
    2.8%
    December
    1.0%
    1.1%
  • 2018
    11.7%
    -5.1%
    January
    1.4%
    5.5%
    February
    -0.5%
    -3.7%
    March
    3.0%
    -2.5%
    April
    3.6%
    0.4%
    May
    1.9%
    2.2%
    June
    1.7%
    0.5%
    July
    1.8%
    3.6%
    August
    1.9%
    3.0%
    September
    1.4%
    0.5%
    October
    -4.3%
    -7.0%
    November
    3.1%
    1.9%
    December
    -3.8%
    -9.3%
  • 2019
    22.4%
    26.2%
    January
    3.7%
    7.7%
    February
    1.8%
    3.0%
    March
    1.9%
    1.8%
    April
    1.5%
    3.9%
    May
    2.4%
    -6.7%
    June
    2.4%
    6.7%
    July
    1.7%
    1.4%
    August
    3.1%
    -1.6%
    September
    2.2%
    1.8%
    October
    -3.1%
    2.1%
    November
    1.4%
    3.4%
    December
    1.6%
    2.8%
  • 2020
    48.2%
    21.0%
    January
    -1.9%
    -0.1%
    February
    -0.9%
    -8.5%
    March
    16.9%
    -9.7%
    April
    8.9%
    12.6%
    May
    0.0%
    4.7%
    June
    2.6%
    2.2%
    July
    4.0%
    5.5%
    August
    2.7%
    6.8%
    September
    3.7%
    -3.8%
    October
    -1.7%
    -2.6%
    November
    4.2%
    10.3%
    December
    2.8%
    3.7%
  • 2021
    21.7%
    24.7%
    January
    1.4%
    -1.0%
    February
    2.9%
    2.7%
    March
    3.9%
    4.3%
    April
    2.0%
    5.1%
    May
    -1.9%
    0.6%
    June
    2.1%
    2.2%
    July
    -1.0%
    2.3%
    August
    1.9%
    2.9%
    September
    2.3%
    -4.8%
    October
    2.4%
    6.8%
    November
    0.8%
    -0.8%
    December
    3.2%
    4.4%
  • 2022
    3.0%
    -18.7%
    January
    -4.2%
    -5.3%
    February
    3.8%
    -3.0%
    March
    5.5%
    3.8%
    April
    -9.5%
    -9.0%
    May
    2.0%
    0.4%
    June
    -7.2%
    -8.4%
    July
    4.5%
    8.9%
    August
    -1.9%
    -4.2%
    September
    2.1%
    -9.5%
    October
    4.5%
    8.0%
    November
    3.8%
    5.5%
    December
    0.9%
    -5.9%
  • 2023
    0.9%
    5.9%
    January
    0.9%
    5.9%
Trade Log
Position Timing Result
5.5D put 74% PT
-9 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
$486 | 87.10%
$500,486 balance
5.5D put 74% PT
-9 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
$342 | 79.17%
$500,828 balance
5.5D put 74% PT
-9 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
$369 | 87.23%
$501,197 balance
5.5D put 74% PT
-9 Fri Sep 9th 2140p
Wed Sep 7th 2016
9:34 AM EDT | $0.64 credit
Fri Sep 9th 2016
4:00 PM EDT | $11.99 debit
Assigned
-$10,224 | -1775.00%
$490,973 balance
5.5D put 74% PT
-10 Mon Sep 12th 2065p
Fri Sep 9th 2016
3:50 PM EDT | $1.01 credit
Mon Sep 12th 2016
9:54 AM EDT | $0.26 debit
Profit Target
$730 | 72.28%
$491,703 balance
5.5D put 74% PT
-10 Wed Sep 14th 2040p
Mon Sep 12th 2016
9:55 AM EDT | $1.32 credit
Mon Sep 12th 2016
2:02 PM EDT | $0.32 debit
Profit Target
$980 | 74.24%
$492,683 balance
5.5D put 74% PT
-9 Wed Sep 14th 2095p
Mon Sep 12th 2016
2:03 PM EDT | $0.75 credit
Wed Sep 14th 2016
10:14 AM EDT | $0.20 debit
Profit Target
$477 | 70.67%
$493,160 balance
5.5D put 74% PT
-10 Mon Sep 19th 2055p
Thu Sep 15th 2016
9:34 AM EDT | $1.04 credit
Thu Sep 15th 2016
2:19 PM EDT | $0.28 debit
Profit Target
$740 | 71.15%
$493,900 balance
5.5D put 74% PT
-9 Mon Sep 19th 2095p
Thu Sep 15th 2016
2:20 PM EDT | $0.90 credit
Fri Sep 16th 2016
3:44 PM EDT | $0.23 debit
Profit Target
$585 | 72.22%
$494,485 balance
5.5D put 74% PT
-9 Mon Sep 19th 2105p
Fri Sep 16th 2016
3:45 PM EDT | $0.50 credit
Mon Sep 19th 2016
9:30 AM EDT | $0.08 debit
Profit Target
$360 | 80.00%
$494,845 balance
5.5D put 74% PT
-9 Wed Sep 21st 2090p
Mon Sep 19th 2016
9:34 AM EDT | $0.96 credit
Wed Sep 21st 2016
9:57 AM EDT | $0.24 debit
Profit Target
$630 | 72.92%
$495,475 balance
5.5D put 74% PT
-10 Fri Sep 23rd 2075p
Wed Sep 21st 2016
9:58 AM EDT | $0.98 credit
Wed Sep 21st 2016
3:34 PM EDT | $0.26 debit
Profit Target
$700 | 71.43%
$496,175 balance
5.5D put 74% PT
-9 Fri Sep 23rd 2110p
Wed Sep 21st 2016
3:35 PM EDT | $0.82 credit
Thu Sep 22nd 2016
9:30 AM EDT | $0.21 debit
Profit Target
$531 | 71.95%
$496,706 balance
5.5D put 74% PT
-9 Fri Sep 23rd 2140p
Thu Sep 22nd 2016
9:34 AM EDT | $0.44 credit
Fri Sep 23rd 2016
9:30 AM EDT | $0.08 debit
Profit Target
$306 | 77.27%
$497,012 balance
5.5D put 74% PT
-9 Mon Sep 26th 2135p
Fri Sep 23rd 2016
9:34 AM EDT | $0.53 credit
Mon Sep 26th 2016
3:07 PM EDT | $0.12 debit
Profit Target
$351 | 73.58%
$497,363 balance
5.5D put 74% PT
-10 Wed Sep 28th 2085p
Mon Sep 26th 2016
3:08 PM EDT | $0.84 credit
Tue Sep 27th 2016
9:55 AM EDT | $0.21 debit
Profit Target
$610 | 72.62%
$497,973 balance
5.5D put 74% PT
-9 Wed Sep 28th 2110p
Tue Sep 27th 2016
9:56 AM EDT | $0.68 credit
Wed Sep 28th 2016
9:30 AM EDT | $0.06 debit
Profit Target
$540 | 88.24%
$498,513 balance
5.5D put 74% PT
-9 Fri Sep 30th 2115p
Wed Sep 28th 2016
9:34 AM EDT | $0.65 credit
Fri Sep 30th 2016
9:30 AM EDT | $0.15 debit
Profit Target
$432 | 73.85%
$498,945 balance
5.5D put 74% PT
-9 Mon Oct 3rd 2115p
Fri Sep 30th 2016
9:34 AM EDT | $0.78 credit
Mon Oct 3rd 2016
9:30 AM EDT | $0.06 debit
Profit Target
$630 | 89.74%
$499,575 balance
5.5D put 74% PT
-9 Wed Oct 5th 2110p
Mon Oct 3rd 2016
9:34 AM EDT | $0.86 credit
Tue Oct 4th 2016
9:30 AM EDT | $0.15 debit
Profit Target
$621 | 80.23%
$500,196 balance