Weekly Iron Butterfly Backtest — SPY (2026-01-01 to 2026-09-08)
Trades priced: 32/35
Total net credit: $232.01
Total net debit: $217.26
Total P&L: $1,475.00
Avg P&L/trade: $46.09
Win rate: 68.8% (22W / 10L)
Best: $289.00 (2026-02-23)
Worst: $-430.00 (2026-08-17)
| Date | Entry Px | Exit Px | Legs (LP/SP/SC/LC) |
Net Credit | Net Debit | P&L |
| 2026-01-05 | 686.54 | 689.49 | 677.0/687.0/687.0/697.0 | 6.17 | 5.07 | 110.00 |
| 2026-01-12 | 690.68 | 691.74 | 681.0/691.0/691.0/701.0 | 6.39 | 3.65 | 274.00 |
| 2026-01-20 | 681.49 | 687.765 | 671.0/681.0/681.0/691.0 | 7.47 | 7.18 | 29.00 |
| 2026-01-26 | 690.47 | 692.59 | 680.0/690.0/690.0/700.0 | 6.95 | 5.12 | 183.00 |
| 2026-02-02 | 689.58 | 678.04 | 680.0/690.0/690.0/700.0 | 7.11 | 7.55 | -44.00 |
| 2026-02-09 | 689.42 | 683.16 | 679.0/689.0/689.0/699.0 | 7.28 | 5.75 | 153.00 |
| 2026-02-17 | 680.12 | 683.27 | 670.0/680.0/680.0/690.0 | 7.52 | 6.24 | 128.00 |
| 2026-02-23 | 687.82 | 689.251 | 678.0/688.0/688.0/698.0 | 7.47 | 4.58 | 289.00 |
| 2026-03-02 | 678.7 | 680.05 | 669.0/679.0/679.0/689.0 | 8.16 | 6.15 | 201.00 |
| 2026-03-09 | 666.39 | 667.42 | 656.0/666.0/666.0/676.0 | 8.56 | 6.39 | 217.00 |
| 2026-03-16 | 668.34 | 660.34 | 658.0/668.0/668.0/678.0 | 8.17 | 8.01 | 16.00 |
| 2026-03-23 | 658.04 | 645.99 | 648.0/658.0/658.0/668.0 | 8.12 | 7.70 | 42.00 |
| 2026-03-30 | 640.12 | 654.97 | 630/640/640/650 | N/A | N/A | N/A |
| 2026-04-06 | 655.86 | 680.3001 | 646.0/656.0/656.0/666.0 | 7.93 | 9.71 | -178.00 |
| 2026-04-13 | 677.4 | 701.39 | 667.0/677.0/677.0/687.0 | 7.15 | 9.71 | -256.00 |
| 2026-04-20 | 708.79 | 707.92 | 698.0/709.0/709.0/720.0 | 7.41 | 4.69 | 272.00 |
| 2026-04-27 | 713.17 | 718.93 | 702.0/713.0/713.0/724.0 | 7.72 | 6.91 | 81.00 |
| 2026-05-04 | 720.07 | 731.345 | 709.0/720.0/720.0/731.0 | 7.04 | 9.50 | -246.00 |
| 2026-05-11 | 736.46 | 748.605 | 725.0/736.0/736.0/747.0 | 7.23 | 9.86 | -263.00 |
| 2026-05-18 | 739.82 | 742.6 | 729.0/740.0/740.0/751.0 | 7.60 | 5.23 | 237.00 |
| 2026-05-26 | 750.01 | 754.93 | 739.0/750.0/750.0/761.0 | 6.46 | 5.84 | 62.00 |
| 2026-06-01 | 755.34 | 757.92 | 744.0/755.0/755.0/766.0 | 6.95 | 4.65 | 230.00 |
| 2026-06-08 | 743.36 | 739.32 | 732.0/743.0/743.0/754.0 | 7.86 | 6.11 | 175.00 |
| 2026-06-15 | 751.85 | 746.89 | 741/752/752/763 | N/A | N/A | N/A |
| 2026-06-22 | 747.64 | 731.95 | 737.0/748.0/748.0/759.0 | 7.26 | 9.98 | -272.00 |
| 2026-06-29 | 736.56 | 743.08 | 726/737/737/748 | N/A | N/A | N/A |
| 2026-07-06 | 748.69 | 751.275 | 738.0/749.0/749.0/760.0 | 6.54 | 4.19 | 235.00 |
| 2026-07-13 | 752.47 | 748.93 | 741.0/752.0/752.0/763.0 | 6.90 | 4.60 | 230.00 |
| 2026-07-20 | 747.06 | 736.83 | 736.0/747.0/747.0/758.0 | 7.28 | 7.66 | -38.00 |
| 2026-07-27 | 744.87 | 741.7 | 734.0/745.0/745.0/756.0 | 7.54 | 4.76 | 278.00 |
| 2026-08-03 | 749.44 | 768.54 | 738.0/749.0/749.0/760.0 | 7.06 | 10.69 | -363.00 |
| 2026-08-10 | 772.64 | 777.91 | 761.0/773.0/773.0/785.0 | 6.98 | 5.76 | 122.00 |
| 2026-08-17 | 776.18 | 763.41 | 764.0/776.0/776.0/788.0 | 6.02 | 10.32 | -430.00 |
| 2026-08-24 | 764.76 | 770.58 | 754.0/765.0/765.0/776.0 | 6.95 | 6.62 | 33.00 |
| 2026-08-31 | 767.33 | 773.45 | 755.0/767.0/767.0/779.0 | 6.76 | 7.08 | -32.00 |
| TOTAL (32 priced) | | | | 232.01 | 217.26 | 1475.00 |