Cash-Secured Put

Income

Alias of cash-secured put implementation (sell_put).

Performance across all datasets

SymbolReturn %SharpeMax DD %Win %Avg/trade %Trades
SPY-1.8%-0.13+4.1%+89.5%-0.1%19
QQQ-6.0%-0.23+8.7%+89.5%-0.3%19
IWM-9.5%-0.28+11.5%+89.5%-0.5%19
DIA+6.9%0.75+1.7%+94.7%+0.4%19
Avg-2.6%0.03+6.5%+90.8%19
Cumulative P&L % — all symbols
Detail:
Cumulative P&L % — SPY

Risk Profile

Max Profit
Premium
Max Loss
Strike - premium
Breakeven
Strike - premium
Outlook
Neutral to bullish

Parameters

ParameterDefaultDescription
strike_pct0.95Short put strike

Methodology

Sell put with cash collateral; income with downside assignment risk.

Implementation

# Alias of sell_put