Short Put Spread

Spread

Alias of bear put spread (bear_put_spread).

Performance across all datasets

SymbolReturn %SharpeMax DD %Win %Avg/trade %Trades
SPY-1098.6%-0.81+1135.8%+15.8%-57.8%19
QQQ-853.0%-0.54+1090.3%+26.3%-44.9%19
IWM-819.6%-0.48+941.0%+26.3%-43.1%19
DIA-1197.2%-0.85+1230.4%+10.5%-63.0%19
Avg-992.1%-0.67+1099.4%+19.7%19
Cumulative P&L % — all symbols
Detail:
Cumulative P&L % — SPY

Risk Profile

Max Profit
Spread width - debit
Max Loss
Debit
Breakeven
Long strike - debit
Outlook
Moderately bearish

Parameters

ParameterDefaultDescription
alias_ofbear_put_spreadEquivalent strategy id

Methodology

Defined-risk bearish put vertical represented via existing bear_put_spread implementation.

Implementation

# Alias of bear_put_spread