Run backtests like this for just $0.50 Like what you see? Run backtests like this for just $0.50
Total Return | CAGR | Drawdown | MAR | Sharpe | Sortino | Annualized Vol. | Correlation | Beta | |
---|---|---|---|---|---|---|---|---|---|
Backtest | 32.6% | 4.5% | -5.3% | 0.84 | 0.52 | 0.42 | 3.4 | ||
SPX | 87.5% | 10.3% | -0% |
Position
|
Fills | Entry | Exit |
---|---|---|---|
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 EST
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 EST
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 EST
1 DTE (1 min - 4 max)
0.03 CALL Δ
|
83% profit target
|
Confirm removal of from this backtest.
$570.00
$394.00
$484.00
-$284.50
$1,163.50
$865.50
$277.00
-$80.00
$1,115.00
$191.00
$2,368.50
$429.00
$493.00
$230.00
-$1,223.00
-$71.00
-$4,348.00
$81.00
-$343.00
$642.00
$336.00
-$3,632.00
Year
Backtest $ Backtest
Backtest %
SPX
Position | Position | Legs | Timing | Entry | Exit | Result |
---|---|---|---|---|---|---|
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 | 68.42%
$500,039 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 | 88.89%
$500,063 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 | 88.89%
$500,087 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 | 92.86%
$500,126 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 | 88.89%
$500,150 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 | 88.89%
$500,174 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 | 92.86%
$500,213 balance
|
2D call 78% PT
|
2D call 78% PT
-3 Fri Sep 9th 2210c
|
-3 Fri Sep 9th 2210c
$132,600 max risk
|
Thu Sep 8th 2016
9:31 AM EDT | $0.07 credit
Fri Sep 9th 2016
4:00 PM EDT |
|
Thu Sep 8th 2016
9:31 AM EDT | $0.07 credit
SPX 2181.12
|
Fri Sep 9th 2016
4:00 PM EDT
SPX 2128.01
|
Expired
$18 | 85.71%
$500,231 balance
|
2.5D call 80% PT
|
2.5D call 80% PT
-3 Fri Sep 9th 2205c
|
-3 Fri Sep 9th 2205c
$132,300 max risk
|
Thu Sep 8th 2016
9:31 AM EDT | $0.10 credit
Fri Sep 9th 2016
4:00 PM EDT |
|
Thu Sep 8th 2016
9:31 AM EDT | $0.10 credit
SPX 2181.12
|
Fri Sep 9th 2016
4:00 PM EDT
SPX 2128.01
|
Expired
$27 | 90.00%
$500,258 balance
|
2D call 78% PT
|
2D call 78% PT
-3 Wed Sep 14th 2190c
|
-3 Wed Sep 14th 2190c
$131,400 max risk
|
Mon Sep 12th 2016
9:31 AM EDT | $0.17 credit
Tue Sep 13th 2016
10:51 AM EDT | $0.05 debit
|
Mon Sep 12th 2016
9:31 AM EDT | $0.17 credit
SPX 2120.06
|
Tue Sep 13th 2016
10:51 AM EDT | $0.05 debit
SPX 2131.50
|
Profit Target
$33 | 64.71%
$500,291 balance
|
2.5D call 80% PT
|
2.5D call 80% PT
-3 Wed Sep 14th 2185c
|
-3 Wed Sep 14th 2185c
$131,100 max risk
|
Mon Sep 12th 2016
9:31 AM EDT | $0.23 credit
Tue Sep 13th 2016
12:31 PM EDT | $0.05 debit
|
Mon Sep 12th 2016
9:31 AM EDT | $0.23 credit
SPX 2120.06
|
Tue Sep 13th 2016
12:31 PM EDT | $0.05 debit
SPX 2125.89
|
Profit Target
$51 | 73.91%
$500,342 balance
|
3D call 83% PT
|
3D call 83% PT
-3 Wed Sep 14th 2180c
|
-3 Wed Sep 14th 2180c
$130,800 max risk
|
Mon Sep 12th 2016
9:31 AM EDT | $0.34 credit
Tue Sep 13th 2016
3:07 PM EDT | $0.05 debit
|
Mon Sep 12th 2016
9:31 AM EDT | $0.34 credit
SPX 2120.06
|
Tue Sep 13th 2016
3:07 PM EDT | $0.05 debit
SPX 2124.00
|
Profit Target
$84 | 82.35%
$500,426 balance
|
2D call 78% PT
|
2D call 78% PT
-3 Wed Sep 14th 2180c
|
-3 Wed Sep 14th 2180c
$130,800 max risk
|
Tue Sep 13th 2016
10:52 AM EDT | $0.14 credit
Tue Sep 13th 2016
3:07 PM EDT | $0.05 debit
|
Tue Sep 13th 2016
10:52 AM EDT | $0.14 credit
SPX 2131.39
|
Tue Sep 13th 2016
3:07 PM EDT | $0.05 debit
SPX 2124.00
|
Profit Target
$24 | 57.14%
$500,450 balance
|
2.5D call 80% PT
|
2.5D call 80% PT
-3 Wed Sep 14th 2170c
|
-3 Wed Sep 14th 2170c
$130,200 max risk
|
Tue Sep 13th 2016
12:32 PM EDT | $0.19 credit
Wed Sep 14th 2016
9:32 AM EDT | $0.05 debit
|
Tue Sep 13th 2016
12:32 PM EDT | $0.19 credit
SPX 2126.12
|
Wed Sep 14th 2016
9:32 AM EDT | $0.05 debit
SPX 2128.81
|
Profit Target
$39 | 68.42%
$500,489 balance
|
2D call 78% PT
|
2D call 78% PT
-3 Mon Sep 19th 2220c
|
-3 Mon Sep 19th 2220c
$133,200 max risk
|
Thu Sep 15th 2016
9:31 AM EDT | $0.28 credit
Thu Sep 15th 2016
9:39 AM EDT | $0.05 debit
|
Thu Sep 15th 2016
9:31 AM EDT | $0.28 credit
SPX 2125.89
|
Thu Sep 15th 2016
9:39 AM EDT | $0.05 debit
SPX 2124.04
|
Profit Target
$66 | 78.57%
$500,555 balance
|
3D call 83% PT
|
3D call 83% PT
-3 Mon Sep 19th 2180c
|
-3 Mon Sep 19th 2180c
$130,800 max risk
|
Thu Sep 15th 2016
9:31 AM EDT | $0.24 credit
Fri Sep 16th 2016
11:10 AM EDT | $0.05 debit
|
Thu Sep 15th 2016
9:31 AM EDT | $0.24 credit
SPX 2125.89
|
Fri Sep 16th 2016
11:10 AM EDT | $0.05 debit
SPX 2134.37
|
Profit Target
$54 | 75.00%
$500,609 balance
|
2.5D call 80% PT
|
2.5D call 80% PT
-3 Mon Sep 19th 2180c
|
-3 Mon Sep 19th 2180c
$130,800 max risk
|
Thu Sep 15th 2016
9:31 AM EDT | $0.24 credit
Fri Sep 16th 2016
11:10 AM EDT | $0.05 debit
|
Thu Sep 15th 2016
9:31 AM EDT | $0.24 credit
SPX 2125.89
|
Fri Sep 16th 2016
11:10 AM EDT | $0.05 debit
SPX 2134.37
|
Profit Target
$54 | 75.00%
$500,663 balance
|
2D call 78% PT
|
2D call 78% PT
-3 Mon Sep 19th 2180c
|
-3 Mon Sep 19th 2180c
$130,800 max risk
|
Thu Sep 15th 2016
9:40 AM EDT | $0.19 credit
Fri Sep 16th 2016
11:10 AM EDT | $0.05 debit
|
Thu Sep 15th 2016
9:40 AM EDT | $0.19 credit
SPX 2124.28
|
Fri Sep 16th 2016
11:10 AM EDT | $0.05 debit
SPX 2134.37
|
Profit Target
$39 | 68.42%
$500,702 balance
|
2.5D call 80% PT
|
2.5D call 80% PT
-3 Mon Sep 19th 2170c
|
-3 Mon Sep 19th 2170c
$130,200 max risk
|
Fri Sep 16th 2016
11:11 AM EDT | $0.15 credit
Fri Sep 16th 2016
3:11 PM EDT | $0.05 debit
|
Fri Sep 16th 2016
11:11 AM EDT | $0.15 credit
SPX 2134.70
|
Fri Sep 16th 2016
3:11 PM EDT | $0.05 debit
SPX 2136.16
|