| Minimum Net Credit | Entries / Weeks | Total P&L | Win Rate | Avg / Trade |
|---|---|---|---|---|
| > $0 (none) | 33 / 33 | +$969 | 72.7% | +$29 |
| $100 | 31 / 33 | +$990 | 74.2% | +$32 |
| $150 | 22 / 33 | +$662 | 68.2% | +$30 |
| $200 ← live | 16 / 33 | +$1,019 | 81.2% | +$64 |
| $250 | 9 / 33 | +$1,157 | 88.9% | +$129 |
| $300 | 5 / 33 | +$290 | 80.0% | +$58 |
| Leg | Strike | Action | Role |
|---|---|---|---|
| Long Put | Short put − wing | Buy | Downside protection — caps max loss |
| Short Put | ATM − 1.5% | Sell | Lower body of the condor |
| Short Call | ATM + 1.5% | Sell | Upper body of the condor |
| Long Call | Short call + wing | Buy | Upside protection — caps max loss |
| Net credit at entry (9:40 ET) | Maximum profit if SPY finishes inside the short strikes |
| SPY beyond a long wing | Maximum loss = wing width × 100 − credit |
| Avg net credit collected | $288 per contract |
| Exit | Every position is closed at Thu 15:40 ET by a scheduled job, regardless of P&L |
| Average winner | +$190 |
| Average loser | -$482 |
| Best trade | +$371 (2026-03-09) |
| Worst trade | -$707 (2026-04-13) |
| Total gross wins | +$2,465 |
| Total gross losses | -$1,446 |
Total P&L of +$1,019 over 16 trades, 81% winners. Average winner +$190 vs average loser -$482.
Only 16 weekly trades in the window. A single bad week moves every statistic on this page; treat the Sharpe and annualised figures as rough.
No commissions or slippage are modelled. At $4 per round trip (the slippage assumed in the exit-rule sweep) the total would be +$955.
📋 Full Trade Log is not displayed on mobile devices to prevent page freezing. View this report on a desktop browser to see all 16 trades.
| Entry | Day | Expiry | SPY 9:40 | LP/SP/SC/LC | Credit In | Cost to Close | P&L | Cum P&L | Exit |
|---|---|---|---|---|---|---|---|---|---|
| 2026-01-20 | Tuesday | 2026-01-23 | $682.48 | 662/672/692/702 | $218 | $-1 | +$219 | +$219 | 01-23 15:40 |
| 2026-02-02 | Monday | 2026-02-06 | $691.95 | 672/682/702/712 | $200 | $415 | -$215 | +$4 | 02-05 15:40 |
| 2026-02-09 | Monday | 2026-02-13 | $691.14 | 671/681/701/711 | $211 | $191 | +$20 | +$24 | 02-12 15:40 |
| 2026-02-17 | Tuesday | 2026-02-20 | $682.48 | 662/672/692/702 | $254 | $-0 | +$254 | +$278 | 02-20 15:40 |
| 2026-02-23 | Monday | 2026-02-27 | $689.56 | 670/680/700/710 | $232 | $29 | +$203 | +$481 | 02-26 15:40 |
| 2026-03-02 | Monday | 2026-03-06 | $681.00 | 661/671/691/701 | $359 | $89 | +$270 | +$751 | 03-05 15:40 |
| 2026-03-09 | Monday | 2026-03-13 | $664.74 | 645/655/675/685 | $516 | $145 | +$371 | +$1,122 | 03-12 15:40 |
| 2026-03-16 | Monday | 2026-03-20 | $669.02 | 649/659/679/689 | $400 | $262 | +$138 | +$1,260 | 03-19 15:40 |
| 2026-03-23 | Monday | 2026-03-27 | $658.28 | 638/648/668/678 | $394 | $359 | +$35 | +$1,295 | 03-26 15:40 |
| 2026-04-06 | Monday | 2026-04-10 | $656.56 | 637/647/667/677 | $381 | $905 | -$524 | +$771 | 04-09 15:40 |
| 2026-04-13 | Monday | 2026-04-17 | $677.25 | 657/667/687/697 | $234 | $941 | -$707 | +$64 | 04-16 15:40 |
| 2026-04-20 | Monday | 2026-04-24 | $708.60 | 687/698/720/731 | $204 | $34 | +$170 | +$234 | 04-23 15:40 |
| 2026-04-27 | Monday | 2026-05-01 | $714.36 | 692/703/725/736 | $254 | $26 | +$228 | +$462 | 04-30 15:40 |
| 2026-05-18 | Monday | 2026-05-22 | $738.72 | 717/728/750/761 | $253 | $37 | +$216 | +$678 | 05-21 15:40 |
| 2026-06-08 | Monday | 2026-06-12 | $741.62 | 720/731/753/764 | $272 | $103 | +$169 | +$847 | 06-11 15:40 |
| 2026-07-27 | Monday | 2026-07-31 | $744.97 | 723/734/756/767 | $227 | $55 | +$172 | +$1,019 | 07-30 15:40 |