Short Put Spread

Spread

Alias of bear put spread (bear_put_spread).

Performance across all datasets

SymbolReturn %SharpeMax DD %Win %Avg/trade %Trades
SPY-1195.1%-0.68+1095.1%+10.5%-62.9%19
QQQ-831.1%-0.44+895.3%+21.1%-43.7%19
IWM-580.8%-0.31+872.0%+31.6%-30.6%19
DIA-1181.4%-0.79+1081.4%+15.8%-62.2%19
Avg-947.1%-0.56+985.9%+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