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 %

Total Return

Sum of Daily Returns

Drawdown

Percent

Dollars

Backtest Positions

Position	Fills	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	$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

5.5D put 74% PT

Confirm removal of from this backtest.

Remove Position

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

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%

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

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

Dollars

Percent

Weekly Performance

Dollars

Percent

Daily Performance

Dollars

Percent

Day of Week Performance

January 2023

Month

S Sun

M Mon

T Tue

W Wed

T Thu

F Fri

S Sat

$792.00
0.1%

$5,704.00
0.4%

-$456.00
-0.0%

$6,682.00
0.4%

$12,722.00
0.8%
SPX 0.0%

$1,312.00
0.1%

$3,672.00
0.2%

$2,928.00
0.2%

$3,392.00
0.2%

$2,832.00
0.2%

$14,136.00
0.9%
SPX 0.0%

$2,336.00
0.1%

-$14,960.00
-1.0%

-$15,952.00
-1.0%

$4,656.00
0.3%

-$23,920.00
-1.5%
SPX 0.0%

$2,560.00
0.2%

$2,208.00
0.1%

$1,896.00
0.1%

$2,696.00
0.2%

$1,892.00
0.1%

$11,252.00
0.7%
SPX 0.0%

Yearly Results

Year

Backtest $ Backtest

Backtest %

SPX
2016

$22,376

4.5%

(-2.2%)

3.3%

(-4.6%)

September

-$1,055

-0.2%

(-2.2%)

-0.1%

(-2.8%)

October

$7,304

1.5%

(-0.5%)

-1.9%

(-1.7%)

November

$9,977

2.0%

(-0.1%)

3.4%

(-1.2%)

December

$6,150

1.2%

(-0.4%)

1.8%

(-1.4%)
2017

$80,133

15.3%

(-0.6%)

18.0%

(-2.8%)

January

$5,998

1.1%

(-0.1%)

1.8%

(-0.8%)

February

$5,130

1.0%

(0.0%)

3.7%

(-0.2%)

March

$7,512

1.4%

(-0.4%)

0.0%

(-2.3%)

April

$6,359

1.2%

(-0.2%)

0.9%

(-1.3%)

May

$8,288

1.5%

(-0.0%)

1.2%

(-1.9%)

June

$6,165

1.1%

(-0.3%)

0.5%

(-1.4%)

July

$5,679

1.0%

(-0.1%)

1.9%

(-0.9%)

August

$8,583

1.5%

(-0.6%)

0.1%

(-2.2%)

September

$6,493

1.1%

(-0.0%)

1.9%

(-0.8%)

October

$6,525

1.1%

(-0.1%)

2.2%

(-0.7%)

November

$7,389

1.3%

(-0.0%)

2.8%

(-1.1%)

December

$6,012

1.0%

(-0.1%)

1.1%

(-0.6%)
2018

$70,362

11.7%

(-8.3%)

-5.1%

(-19.8%)

January

$8,496

1.4%

(-0.7%)

5.5%

(-1.8%)

February

-$2,822

-0.5%

(-8.2%)

-3.7%

(-8.5%)

March

$18,503

3.0%

(-2.0%)

-2.5%

(-7.1%)

April

$22,810

3.6%

(-0.9%)

0.4%

(-2.7%)

May

$12,490

1.9%

(-0.1%)

2.2%

(-1.6%)

June

$11,480

1.7%

(-0.7%)

0.5%

(-3.1%)

July

$12,290

1.8%

(-0.1%)

3.6%

(-1.5%)

August

$13,110

1.9%

(-0.1%)

3.0%

(-1.4%)

September

$9,590

1.4%

(-0.2%)

0.5%

(-0.9%)

October

-$30,329

-4.3%

(-8.2%)

-7.0%

(-9.7%)

November

$21,266

3.1%

(-1.4%)

1.9%

(-6.4%)

December

-$26,522

-3.8%

(-6.8%)

-9.3%

(-15.7%)
2019

$151,048

22.4%

(-5.8%)

26.2%

(-6.8%)

January

$25,072

3.7%

(-0.3%)

7.7%

(-2.5%)

February

$12,576

1.8%

(-0.1%)

3.0%

(-1.1%)

March

$13,287

1.9%

(-0.2%)

1.8%

(-2.2%)

April

$11,090

1.5%

(-0.1%)

3.9%

(-0.6%)

May

$17,408

2.4%

(-0.5%)

-6.7%

(-6.6%)

June

$17,831

2.4%

(-0.1%)

6.7%

(-1.4%)

July

$13,392

1.7%

(-0.3%)

1.4%

(-1.5%)

August

$24,569

3.1%

(-2.6%)

-1.6%

(-3.8%)

September

$17,424

2.2%

(-0.8%)

1.8%

(-1.6%)

October

-$25,476

-3.1%

(-5.8%)

2.1%

(-2.0%)

November

$11,288

1.4%

(-0.0%)

3.4%

(-0.6%)

December

$12,587

1.6%

(-0.2%)

2.8%

(-0.7%)
2020

$397,043

48.2%

(-8.9%)

21.0%

(-33.9%)

January

-$15,791

-1.9%

(-3.7%)

-0.1%

(-3.1%)

February

-$7,507

-0.9%

(-5.6%)

-8.5%

(-12.8%)

March

$135,107

16.9%

(-8.5%)

-9.7%

(-28.5%)

April

$83,009

8.9%

(-1.6%)

12.6%

(-4.8%)

May

$285

0.0%

(-4.8%)

4.7%

(-3.8%)

June

$26,793

2.6%

(-8.5%)

2.2%

(-7.1%)

July

$42,197

4.0%

(-0.7%)

5.5%

(-1.9%)

August

$29,642

2.7%

(-0.5%)

6.8%

(-0.8%)

September

$41,883

3.7%

(-1.2%)

-3.8%

(-9.6%)

October

-$20,007

-1.7%

(-4.9%)

-2.6%

(-7.5%)

November

$47,678

4.2%

(-0.7%)

10.3%

(-1.9%)

December

$33,754

2.8%

(-0.3%)

3.7%

(-1.5%)
2021

$264,471

21.7%

(-4.3%)

24.7%

(-5.2%)

January

$16,511

1.4%

(-1.8%)

-1.0%

(-3.7%)

February

$35,900

2.9%

(-1.6%)

2.7%

(-3.2%)

March

$49,315

3.9%

(-0.5%)

4.3%

(-3.4%)

April

$27,049

2.0%

(-0.1%)

5.1%

(-1.2%)

May

-$25,852

-1.9%

(-4.3%)

0.6%

(-4.0%)

June

$27,404

2.1%

(-0.1%)

2.2%

(-2.1%)

July

-$13,048

-1.0%

(-2.7%)

2.3%

(-2.9%)

August

$24,790

1.9%

(-0.4%)

2.9%

(-1.8%)

September

$31,673

2.3%

(-1.0%)

-4.8%

(-5.1%)

October

$33,293

2.4%

(-0.3%)

6.8%

(-1.3%)

November

$12,066

0.8%

(-1.0%)

-0.8%

(-2.9%)

December

$45,370

3.2%

(-1.5%)

4.4%

(-3.0%)
2022

$45,189

3.0%

(-17.1%)

-18.7%

(-25.4%)

January

-$62,507

-4.2%

(-6.5%)

-5.3%

(-9.8%)

February

$54,112

3.8%

(-1.1%)

-3.0%

(-7.9%)

March

$81,693

5.5%

(-0.4%)

3.8%

(-4.9%)

April

-$147,796

-9.5%

(-11.6%)

-9.0%

(-9.8%)

May

$27,627

2.0%

(-4.0%)

0.4%

(-9.3%)

June

-$103,138

-7.2%

(-10.2%)

-8.4%

(-12.2%)

July

$60,402

4.5%

(-0.6%)

8.9%

(-2.9%)

August

-$26,878

-1.9%

(-4.5%)

-4.2%

(-8.1%)

September

$28,533

2.1%

(-2.7%)

-9.5%

(-12.7%)

October

$63,088

4.5%

(-0.7%)

8.0%

(-5.7%)

November

$55,688

3.8%

(-0.2%)

5.5%

(-3.5%)

December

$14,365

0.9%

(-1.7%)

-5.9%

(-7.2%)
2023

$14,190

0.9%

(-2.0%)

5.9%

(-2.5%)

January

$14,190

0.9%

(-2.0%)

5.9%

(-2.5%)

Trade Log

Position	Position	Legs	Timing	Entry	Exit	Result
5.5D put 74% PT	5.5D put 74% PT -9 Fri Sep 2nd 2130p	-9 Fri Sep 2nd 2130p $383,400 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 $486 \| 87.10% $500,486 balance
5.5D put 74% PT	5.5D put 74% PT -9 Tue Sep 6th 2145p	-9 Tue Sep 6th 2145p $386,100 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 $342 \| 79.17% $500,828 balance
5.5D put 74% PT	5.5D put 74% PT -9 Wed Sep 7th 2145p	-9 Wed Sep 7th 2145p $386,100 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 $369 \| 87.23% $501,197 balance
5.5D put 74% PT	5.5D put 74% PT -9 Fri Sep 9th 2140p	-9 Fri Sep 9th 2140p $385,200 max risk	Wed Sep 7th 2016 9:34 AM EDT \| $0.64 credit Fri Sep 9th 2016 4:00 PM EDT \| $11.99 debit	Wed Sep 7th 2016 9:34 AM EDT \| $0.64 credit SPX 2183.98	Fri Sep 9th 2016 4:00 PM EDT \| $11.99 debit SPX 2128.01	Assigned -$10,224 \| -1775.00% $490,973 balance
5.5D put 74% PT	5.5D put 74% PT -10 Mon Sep 12th 2065p	-10 Mon Sep 12th 2065p $413,000 max risk	Fri Sep 9th 2016 3:50 PM EDT \| $1.01 credit Mon Sep 12th 2016 9:54 AM EDT \| $0.26 debit	Fri Sep 9th 2016 3:50 PM EDT \| $1.01 credit SPX 2133.32	Mon Sep 12th 2016 9:54 AM EDT \| $0.26 debit SPX 2126.26	Profit Target $730 \| 72.28% $491,703 balance
5.5D put 74% PT	5.5D put 74% PT -10 Wed Sep 14th 2040p	-10 Wed Sep 14th 2040p $408,000 max risk	Mon Sep 12th 2016 9:55 AM EDT \| $1.32 credit Mon Sep 12th 2016 2:02 PM EDT \| $0.32 debit	Mon Sep 12th 2016 9:55 AM EDT \| $1.32 credit SPX 2127.54	Mon Sep 12th 2016 2:02 PM EDT \| $0.32 debit SPX 2152.04	Profit Target $980 \| 74.24% $492,683 balance
5.5D put 74% PT	5.5D put 74% PT -9 Wed Sep 14th 2095p	-9 Wed Sep 14th 2095p $377,100 max risk	Mon Sep 12th 2016 2:03 PM EDT \| $0.75 credit Wed Sep 14th 2016 10:14 AM EDT \| $0.20 debit	Mon Sep 12th 2016 2:03 PM EDT \| $0.75 credit SPX 2153.29	Wed Sep 14th 2016 10:14 AM EDT \| $0.20 debit SPX 2135.55	Profit Target $477 \| 70.67% $493,160 balance
5.5D put 74% PT	5.5D put 74% PT -10 Mon Sep 19th 2055p	-10 Mon Sep 19th 2055p $411,000 max risk	Thu Sep 15th 2016 9:34 AM EDT \| $1.04 credit Thu Sep 15th 2016 2:19 PM EDT \| $0.28 debit	Thu Sep 15th 2016 9:34 AM EDT \| $1.04 credit SPX 2126.90	Thu Sep 15th 2016 2:19 PM EDT \| $0.28 debit SPX 2150.31	Profit Target $740 \| 71.15% $493,900 balance
5.5D put 74% PT	5.5D put 74% PT -9 Mon Sep 19th 2095p	-9 Mon Sep 19th 2095p $377,100 max risk	Thu Sep 15th 2016 2:20 PM EDT \| $0.90 credit Fri Sep 16th 2016 3:44 PM EDT \| $0.23 debit	Thu Sep 15th 2016 2:20 PM EDT \| $0.90 credit SPX 2150.79	Fri Sep 16th 2016 3:44 PM EDT \| $0.23 debit SPX 2140.00	Profit Target $585 \| 72.22% $494,485 balance
5.5D put 74% PT	5.5D put 74% PT -9 Mon Sep 19th 2105p	-9 Mon Sep 19th 2105p $378,900 max risk	Fri Sep 16th 2016 3:45 PM EDT \| $0.50 credit Mon Sep 19th 2016 9:30 AM EDT \| $0.08 debit	Fri Sep 16th 2016 3:45 PM EDT \| $0.50 credit SPX 2140.11	Mon Sep 19th 2016 9:30 AM EDT \| $0.08 debit SPX 2145.31	Profit Target $360 \| 80.00% $494,845 balance
5.5D put 74% PT	5.5D put 74% 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 9:57 AM EDT \| $0.24 debit	Mon Sep 19th 2016 9:34 AM EDT \| $0.96 credit SPX 2147.16	Wed Sep 21st 2016 9:57 AM EDT \| $0.24 debit SPX 2150.17	Profit Target $630 \| 72.92% $495,475 balance
5.5D put 74% PT	5.5D put 74% PT -10 Fri Sep 23rd 2075p	-10 Fri Sep 23rd 2075p $415,000 max risk	Wed Sep 21st 2016 9:58 AM EDT \| $0.98 credit Wed Sep 21st 2016 3:34 PM EDT \| $0.26 debit	Wed Sep 21st 2016 9:58 AM EDT \| $0.98 credit SPX 2150.11	Wed Sep 21st 2016 3:34 PM EDT \| $0.26 debit SPX 2161.14	Profit Target $700 \| 71.43% $496,175 balance
5.5D put 74% PT	5.5D put 74% PT -9 Fri Sep 23rd 2110p	-9 Fri Sep 23rd 2110p $379,800 max risk	Wed Sep 21st 2016 3:35 PM EDT \| $0.82 credit Thu Sep 22nd 2016 9:30 AM EDT \| $0.21 debit	Wed Sep 21st 2016 3:35 PM EDT \| $0.82 credit SPX 2161.33	Thu Sep 22nd 2016 9:30 AM EDT \| $0.21 debit SPX 2172.23	Profit Target $531 \| 71.95% $496,706 balance
5.5D put 74% PT	5.5D put 74% PT -9 Fri Sep 23rd 2140p	-9 Fri Sep 23rd 2140p $385,200 max risk	Thu Sep 22nd 2016 9:34 AM EDT \| $0.44 credit Fri Sep 23rd 2016 9:30 AM EDT \| $0.08 debit	Thu Sep 22nd 2016 9:34 AM EDT \| $0.44 credit SPX 2177.23	Fri Sep 23rd 2016 9:30 AM EDT \| $0.08 debit SPX 2172.75	Profit Target $306 \| 77.27% $497,012 balance
5.5D put 74% PT	5.5D put 74% PT -9 Mon Sep 26th 2135p	-9 Mon Sep 26th 2135p $384,300 max risk	Fri Sep 23rd 2016 9:34 AM EDT \| $0.53 credit Mon Sep 26th 2016 3:07 PM EDT \| $0.12 debit	Fri Sep 23rd 2016 9:34 AM EDT \| $0.53 credit SPX 2172.06	Mon Sep 26th 2016 3:07 PM EDT \| $0.12 debit SPX 2148.77	Profit Target $351 \| 73.58% $497,363 balance
5.5D put 74% PT	5.5D put 74% PT -10 Wed Sep 28th 2085p	-10 Wed Sep 28th 2085p $417,000 max risk	Mon Sep 26th 2016 3:08 PM EDT \| $0.84 credit Tue Sep 27th 2016 9:55 AM EDT \| $0.21 debit	Mon Sep 26th 2016 3:08 PM EDT \| $0.84 credit SPX 2148.90	Tue Sep 27th 2016 9:55 AM EDT \| $0.21 debit SPX 2149.89	Profit Target $610 \| 72.62% $497,973 balance
5.5D put 74% PT	5.5D put 74% PT -9 Wed Sep 28th 2110p	-9 Wed Sep 28th 2110p $379,800 max risk	Tue Sep 27th 2016 9:56 AM EDT \| $0.68 credit Wed Sep 28th 2016 9:30 AM EDT \| $0.06 debit	Tue Sep 27th 2016 9:56 AM EDT \| $0.68 credit SPX 2150.48	Wed Sep 28th 2016 9:30 AM EDT \| $0.06 debit SPX 2162.42	Profit Target $540 \| 88.24% $498,513 balance
5.5D put 74% PT	5.5D put 74% PT -9 Fri Sep 30th 2115p	-9 Fri Sep 30th 2115p $380,700 max risk	Wed Sep 28th 2016 9:34 AM EDT \| $0.65 credit Fri Sep 30th 2016 9:30 AM EDT \| $0.15 debit	Wed Sep 28th 2016 9:34 AM EDT \| $0.65 credit SPX 2163.36	Fri Sep 30th 2016 9:30 AM EDT \| $0.15 debit SPX 2159.46	Profit Target $432 \| 73.85% $498,945 balance
5.5D put 74% PT	5.5D put 74% PT -9 Mon Oct 3rd 2115p	-9 Mon Oct 3rd 2115p $380,700 max risk	Fri Sep 30th 2016 9:34 AM EDT \| $0.78 credit Mon Oct 3rd 2016 9:30 AM EDT \| $0.06 debit	Fri Sep 30th 2016 9:34 AM EDT \| $0.78 credit SPX 2163.57	Mon Oct 3rd 2016 9:30 AM EDT \| $0.06 debit SPX 2163.85	Profit Target $630 \| 89.74% $499,575 balance
5.5D put 74% PT	5.5D put 74% PT -9 Wed Oct 5th 2110p	-9 Wed Oct 5th 2110p $379,800 max risk	Mon Oct 3rd 2016 9:34 AM EDT \| $0.86 credit Tue Oct 4th 2016 9:30 AM EDT \| $0.15 debit	Mon Oct 3rd 2016 9:34 AM EDT \| $0.86 credit SPX 2161.17	Tue Oct 4th 2016 9:30 AM EDT \| $0.15 debit SPX 2163.78	Profit Target $621 \| 80.23% $500,196 balance

1 ...

Position	Position	Legs	Timing	Entry	Exit	Result
5.5D put 74% PT	5.5D put 74% PT -9 Fri Sep 2nd 2130p	-9 Fri Sep 2nd 2130p $383,400 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 $486 \| 87.10% $500,486 balance
5.5D put 74% PT	5.5D put 74% PT -9 Tue Sep 6th 2145p	-9 Tue Sep 6th 2145p $386,100 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 $342 \| 79.17% $500,828 balance
5.5D put 74% PT	5.5D put 74% PT -9 Wed Sep 7th 2145p	-9 Wed Sep 7th 2145p $386,100 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 $369 \| 87.23% $501,197 balance
5.5D put 74% PT	5.5D put 74% PT -9 Fri Sep 9th 2140p	-9 Fri Sep 9th 2140p $385,200 max risk	Wed Sep 7th 2016 9:34 AM EDT \| $0.64 credit Fri Sep 9th 2016 4:00 PM EDT \| $11.99 debit	Wed Sep 7th 2016 9:34 AM EDT \| $0.64 credit SPX 2183.98	Fri Sep 9th 2016 4:00 PM EDT \| $11.99 debit SPX 2128.01	Assigned -$10,224 \| -1775.00% $490,973 balance
5.5D put 74% PT	5.5D put 74% PT -10 Mon Sep 12th 2065p	-10 Mon Sep 12th 2065p $413,000 max risk	Fri Sep 9th 2016 3:50 PM EDT \| $1.01 credit Mon Sep 12th 2016 9:54 AM EDT \| $0.26 debit	Fri Sep 9th 2016 3:50 PM EDT \| $1.01 credit SPX 2133.32	Mon Sep 12th 2016 9:54 AM EDT \| $0.26 debit SPX 2126.26	Profit Target $730 \| 72.28% $491,703 balance
5.5D put 74% PT	5.5D put 74% PT -10 Wed Sep 14th 2040p	-10 Wed Sep 14th 2040p $408,000 max risk	Mon Sep 12th 2016 9:55 AM EDT \| $1.32 credit Mon Sep 12th 2016 2:02 PM EDT \| $0.32 debit	Mon Sep 12th 2016 9:55 AM EDT \| $1.32 credit SPX 2127.54	Mon Sep 12th 2016 2:02 PM EDT \| $0.32 debit SPX 2152.04	Profit Target $980 \| 74.24% $492,683 balance
5.5D put 74% PT	5.5D put 74% PT -9 Wed Sep 14th 2095p	-9 Wed Sep 14th 2095p $377,100 max risk	Mon Sep 12th 2016 2:03 PM EDT \| $0.75 credit Wed Sep 14th 2016 10:14 AM EDT \| $0.20 debit	Mon Sep 12th 2016 2:03 PM EDT \| $0.75 credit SPX 2153.29	Wed Sep 14th 2016 10:14 AM EDT \| $0.20 debit SPX 2135.55	Profit Target $477 \| 70.67% $493,160 balance
5.5D put 74% PT	5.5D put 74% PT -10 Mon Sep 19th 2055p	-10 Mon Sep 19th 2055p $411,000 max risk	Thu Sep 15th 2016 9:34 AM EDT \| $1.04 credit Thu Sep 15th 2016 2:19 PM EDT \| $0.28 debit	Thu Sep 15th 2016 9:34 AM EDT \| $1.04 credit SPX 2126.90	Thu Sep 15th 2016 2:19 PM EDT \| $0.28 debit SPX 2150.31	Profit Target $740 \| 71.15% $493,900 balance
5.5D put 74% PT	5.5D put 74% PT -9 Mon Sep 19th 2095p	-9 Mon Sep 19th 2095p $377,100 max risk	Thu Sep 15th 2016 2:20 PM EDT \| $0.90 credit Fri Sep 16th 2016 3:44 PM EDT \| $0.23 debit	Thu Sep 15th 2016 2:20 PM EDT \| $0.90 credit SPX 2150.79	Fri Sep 16th 2016 3:44 PM EDT \| $0.23 debit SPX 2140.00	Profit Target $585 \| 72.22% $494,485 balance
5.5D put 74% PT	5.5D put 74% PT -9 Mon Sep 19th 2105p	-9 Mon Sep 19th 2105p $378,900 max risk	Fri Sep 16th 2016 3:45 PM EDT \| $0.50 credit Mon Sep 19th 2016 9:30 AM EDT \| $0.08 debit	Fri Sep 16th 2016 3:45 PM EDT \| $0.50 credit SPX 2140.11	Mon Sep 19th 2016 9:30 AM EDT \| $0.08 debit SPX 2145.31	Profit Target $360 \| 80.00% $494,845 balance
5.5D put 74% PT	5.5D put 74% 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 9:57 AM EDT \| $0.24 debit	Mon Sep 19th 2016 9:34 AM EDT \| $0.96 credit SPX 2147.16	Wed Sep 21st 2016 9:57 AM EDT \| $0.24 debit SPX 2150.17	Profit Target $630 \| 72.92% $495,475 balance
5.5D put 74% PT	5.5D put 74% PT -10 Fri Sep 23rd 2075p	-10 Fri Sep 23rd 2075p $415,000 max risk	Wed Sep 21st 2016 9:58 AM EDT \| $0.98 credit Wed Sep 21st 2016 3:34 PM EDT \| $0.26 debit	Wed Sep 21st 2016 9:58 AM EDT \| $0.98 credit SPX 2150.11	Wed Sep 21st 2016 3:34 PM EDT \| $0.26 debit SPX 2161.14	Profit Target $700 \| 71.43% $496,175 balance
5.5D put 74% PT	5.5D put 74% PT -9 Fri Sep 23rd 2110p	-9 Fri Sep 23rd 2110p $379,800 max risk	Wed Sep 21st 2016 3:35 PM EDT \| $0.82 credit Thu Sep 22nd 2016 9:30 AM EDT \| $0.21 debit	Wed Sep 21st 2016 3:35 PM EDT \| $0.82 credit SPX 2161.33	Thu Sep 22nd 2016 9:30 AM EDT \| $0.21 debit SPX 2172.23	Profit Target $531 \| 71.95% $496,706 balance
5.5D put 74% PT	5.5D put 74% PT -9 Fri Sep 23rd 2140p	-9 Fri Sep 23rd 2140p $385,200 max risk	Thu Sep 22nd 2016 9:34 AM EDT \| $0.44 credit Fri Sep 23rd 2016 9:30 AM EDT \| $0.08 debit	Thu Sep 22nd 2016 9:34 AM EDT \| $0.44 credit SPX 2177.23	Fri Sep 23rd 2016 9:30 AM EDT \| $0.08 debit SPX 2172.75	Profit Target $306 \| 77.27% $497,012 balance
5.5D put 74% PT	5.5D put 74% PT -9 Mon Sep 26th 2135p	-9 Mon Sep 26th 2135p $384,300 max risk	Fri Sep 23rd 2016 9:34 AM EDT \| $0.53 credit Mon Sep 26th 2016 3:07 PM EDT \| $0.12 debit	Fri Sep 23rd 2016 9:34 AM EDT \| $0.53 credit SPX 2172.06	Mon Sep 26th 2016 3:07 PM EDT \| $0.12 debit SPX 2148.77	Profit Target $351 \| 73.58% $497,363 balance
5.5D put 74% PT	5.5D put 74% PT -10 Wed Sep 28th 2085p	-10 Wed Sep 28th 2085p $417,000 max risk	Mon Sep 26th 2016 3:08 PM EDT \| $0.84 credit Tue Sep 27th 2016 9:55 AM EDT \| $0.21 debit	Mon Sep 26th 2016 3:08 PM EDT \| $0.84 credit SPX 2148.90	Tue Sep 27th 2016 9:55 AM EDT \| $0.21 debit SPX 2149.89	Profit Target $610 \| 72.62% $497,973 balance
5.5D put 74% PT	5.5D put 74% PT -9 Wed Sep 28th 2110p	-9 Wed Sep 28th 2110p $379,800 max risk	Tue Sep 27th 2016 9:56 AM EDT \| $0.68 credit Wed Sep 28th 2016 9:30 AM EDT \| $0.06 debit	Tue Sep 27th 2016 9:56 AM EDT \| $0.68 credit SPX 2150.48	Wed Sep 28th 2016 9:30 AM EDT \| $0.06 debit SPX 2162.42	Profit Target $540 \| 88.24% $498,513 balance
5.5D put 74% PT	5.5D put 74% PT -9 Fri Sep 30th 2115p	-9 Fri Sep 30th 2115p $380,700 max risk	Wed Sep 28th 2016 9:34 AM EDT \| $0.65 credit Fri Sep 30th 2016 9:30 AM EDT \| $0.15 debit	Wed Sep 28th 2016 9:34 AM EDT \| $0.65 credit SPX 2163.36	Fri Sep 30th 2016 9:30 AM EDT \| $0.15 debit SPX 2159.46	Profit Target $432 \| 73.85% $498,945 balance
5.5D put 74% PT	5.5D put 74% PT -9 Mon Oct 3rd 2115p	-9 Mon Oct 3rd 2115p $380,700 max risk	Fri Sep 30th 2016 9:34 AM EDT \| $0.78 credit Mon Oct 3rd 2016 9:30 AM EDT \| $0.06 debit	Fri Sep 30th 2016 9:34 AM EDT \| $0.78 credit SPX 2163.57	Mon Oct 3rd 2016 9:30 AM EDT \| $0.06 debit SPX 2163.85	Profit Target $630 \| 89.74% $499,575 balance
5.5D put 74% PT	5.5D put 74% PT -9 Wed Oct 5th 2110p	-9 Wed Oct 5th 2110p $379,800 max risk	Mon Oct 3rd 2016 9:34 AM EDT \| $0.86 credit Tue Oct 4th 2016 9:30 AM EDT \| $0.15 debit	Mon Oct 3rd 2016 9:34 AM EDT \| $0.86 credit SPX 2161.17	Tue Oct 4th 2016 9:30 AM EDT \| $0.15 debit SPX 2163.78	Profit Target $621 \| 80.23% $500,196 balance