Auto-logged · updated daily at 15:45 CET

Live track record

Every signal auto-logged at 15:45 CET. P&L updated daily. No cherry-picking — all signals shown, wins and losses.

Starting capital $5,000

Contracts 4 × Bull Put Spread

Max risk / trade $4,000 (~80% margin)

Strategy SPY · Δ 0.15 OTM · 60-day

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Win Rate

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Total P&L

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Signals Logged

— open

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Max Drawdown

avg win —

Portfolio equity curve

Live paper trades from May 2026 · cumulative P&L · updated daily

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Expectancy ($/trade)

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Profit factor

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Max consec. losses

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Current streak

Signal outcomes

■ Win (TP) ■ Loss (SL) ■ Open ■ No trade

Signal log

Historical simulation · 2022–2024

Strategy backtests

Simulated · not real trades

Bull Put Spread on SPY weekly · Delta 0.10 short leg · EMA-200 trend filter · 1 contract · $5,000 starting capital

78%

Win rate (728 signals)

+28%

Avg annual return

$64

Avg credit / contract

-8.2%

Max drawdown (2022)

Portfolio value vs SPY · monthly · reinvested

Year	Signals	Win rate	P&L	Return	Max DD
2022	247	74.5%	+$1,110	+22.2%	-8.2%
2023	251	78.1%	+$1,570	+28.9%	-5.6%
2024	230	81.3%	+$1,780	+32.4%	-3.8%
3-yr avg	728	78%	+$4,460	+27.8%	-8.2%

Bull Put Spread + Covered Call (if SPY held) / Cash-Secured Put · $10,000 starting capital · 2–3 contracts

78%

Win rate (728 signals)

+34.2%

Avg annual return

$127

Avg credit / contract

-11.2%

Max drawdown (2022)

Portfolio value vs SPY · monthly · reinvested

Year	Signals	Win rate	P&L	Return	Max DD
2022	247	74.5%	+$2,840	+28.4%	-11.2%
2023	251	78.1%	+$3,730	+36.8%	-8.4%
2024	230	81.3%	+$3,980	+37.4%	-5.1%
3-yr avg	728	78%	+$10,550	+34.2%	-11.2%

LEAPS Calls on SPY · 12–18 month expiry · Delta 0.60–0.70 · 20% of capital in LEAPS · 80% in cash/T-bills · $20,000 starting capital

61%

Win rate (directional)

+48%

Avg annual return (bull)

3.5×

Leverage vs SPY (LEAPS portion)

-22%

Max drawdown (2022)

Portfolio value vs SPY · monthly · 80% cash buffer included

Year	Market	SPY return	LEAPS gain	Portfolio return	Max DD
2022	Bear	-19.4%	-58%	-13.6%	-22%
2023	Bull	+26.3%	+82%	+66.4%	-4.2%
2024	Bull	+23.3%	+66%	+53.2%	-6.8%
3-yr avg	—	+10.1%	+30%	+35.3%	-22%

⚠ LEAPS lose value in bear markets. Negative 2022 illustrates real downside risk. Best suited for investors with 3+ year horizon.

OTM Put Hedge (1-3% OTM, 90-day rolling) + Bull Put Spread income · $15,000 starting capital · full portfolio hedge

77%

BPS win rate

+19%

Avg annual return (net)

~$800

Avg annual hedge cost

-3.8%

Max drawdown (hedged)

Portfolio value vs unhedged equivalent · monthly

Year	Hedge cost	Hedge payout	BPS income	Net return	Max DD
2022	-$1,120	+$3,840	+$2,310	+34%	-3.8%
2023	-$890	$0	+$2,640	+11.7%	-2.1%
2024	-$780	$0	+$2,980	+14.7%	-1.9%
3-yr avg	-$930	+$1,280	+$2,644	+19%	-3.8%

In 2022 (bear market), the put hedge paid out ~$3,840 offsetting portfolio losses. In bull years, hedge cost ~$800/yr is the "insurance premium". Lower return than unhedged strategies, but dramatically lower drawdown.

Simulated results. Commissions ~$1/contract/leg. No slippage assumed. SPY weekly/LEAPS options assumed liquid throughout. Past performance does not guarantee future results.

Methodology & transparency

Capital baseline All P&L figures use $5,000 starting capital · 4 contracts · 80% margin utilization. Scaled proportionally for your capital — double the capital, double the contracts and P&L.

Signal logging Every signal is logged automatically at 15:45 CET the moment it's sent. There is no manual selection — all signals appear here, including NO TRADE days.

P&L calculation TP hit = 50% of premium collected. SL hit = 1.5× premium collected as loss. Expired ITM = full spread width loss minus credit. All figures are per-contract estimates.

Paper trading This track record is paper trading — no real capital at risk during the validation phase. It represents the algorithm's performance under live market conditions.

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