Weekly Iron Condor Backtest — SPY (2026-01-01 to 2026-09-16)
Trades priced: 33/37
Total net credit: $71.70
Total net debit: $62.57
Total P&L: $913.00
Avg P&L/trade: $27.67
Win rate: 69.7% (23W / 10L)
Best: $406.00 (2026-03-09)
Worst: $-700.00 (2026-04-13)
| Date | Entry Px | Exit Px | Legs (LP/SP/SC/LC) |
Net Credit | Net Debit | P&L |
| 2026-01-05 | 686.54 | 689.49 | 667.0/677.0/697.0/707.0 | 1.12 | 0.24 | 88.00 |
| 2026-01-12 | 690.68 | 691.74 | 671.0/681.0/701.0/711.0 | 1.26 | 0.14 | 112.00 |
| 2026-01-20 | 681.49 | 687.765 | 661.0/671.0/691.0/701.0 | 2.46 | 0.61 | 185.00 |
| 2026-01-26 | 690.47 | 692.59 | 670.0/680.0/700.0/710.0 | 1.90 | 0.26 | 164.00 |
| 2026-02-02 | 689.58 | 678.04 | 670.0/680.0/700.0/710.0 | 2.30 | 3.49 | -119.00 |
| 2026-02-09 | 689.42 | 683.16 | 669.0/679.0/699.0/709.0 | 2.30 | 1.44 | 86.00 |
| 2026-02-17 | 680.12 | 683.27 | 660.0/670.0/690.0/700.0 | 2.91 | 0.68 | 223.00 |
| 2026-02-23 | 687.82 | 689.251 | 668.0/678.0/698.0/708.0 | 2.69 | 0.23 | 246.00 |
| 2026-03-02 | 678.7 | 680.05 | 659.0/669.0/689.0/699.0 | 3.82 | 0.86 | 296.00 |
| 2026-03-09 | 666.39 | 667.42 | 646.0/656.0/676.0/686.0 | 5.39 | 1.33 | 406.00 |
| 2026-03-16 | 668.34 | 660.34 | 648.0/658.0/678.0/688.0 | 4.26 | 2.27 | 199.00 |
| 2026-03-23 | 658.04 | 645.99 | 638.0/648.0/668.0/678.0 | 4.16 | 3.71 | 45.00 |
| 2026-03-30 | 640.12 | 654.97 | 620/630/650/660 | N/A | N/A | N/A |
| 2026-04-06 | 655.86 | 680.3001 | 636.0/646.0/666.0/676.0 | 3.89 | 9.37 | -548.00 |
| 2026-04-13 | 677.4 | 701.39 | 657.0/667.0/687.0/697.0 | 2.22 | 9.22 | -700.00 |
| 2026-04-20 | 708.79 | 707.92 | 687.0/698.0/720.0/731.0 | 1.96 | 0.33 | 163.00 |
| 2026-04-27 | 713.17 | 718.93 | 691.0/702.0/724.0/735.0 | 2.47 | 0.40 | 207.00 |
| 2026-05-04 | 720.07 | 731.345 | 698.0/709.0/731.0/742.0 | 1.68 | 2.33 | -65.00 |
| 2026-05-11 | 736.46 | 748.605 | 714.0/725.0/747.0/758.0 | 1.84 | 3.07 | -123.00 |
| 2026-05-18 | 739.82 | 742.6 | 718.0/729.0/751.0/762.0 | 2.55 | 0.30 | 225.00 |
| 2026-05-26 | 750.01 | 754.93 | 728.0/739.0/761.0/772.0 | 1.23 | 0.17 | 106.00 |
| 2026-06-01 | 755.34 | 757.92 | 733.0/744.0/766.0/777.0 | 1.53 | 0.07 | 146.00 |
| 2026-06-08 | 743.36 | 739.32 | 721.0/732.0/754.0/765.0 | 2.83 | 1.15 | 168.00 |
| 2026-06-15 | 751.85 | 746.89 | 730/741/763/774 | N/A | N/A | N/A |
| 2026-06-22 | 747.64 | 731.95 | 726.0/737.0/759.0/770.0 | 1.88 | 4.81 | -293.00 |
| 2026-06-29 | 736.56 | 743.08 | 715/726/748/759 | N/A | N/A | N/A |
| 2026-07-06 | 748.69 | 751.275 | 727.0/738.0/760.0/771.0 | 1.21 | 0.10 | 111.00 |
| 2026-07-13 | 752.47 | 748.93 | 730.0/741.0/763.0/774.0 | 1.29 | 0.39 | 90.00 |
| 2026-07-20 | 747.06 | 736.83 | 725.0/736.0/758.0/769.0 | 1.70 | 2.09 | -39.00 |
| 2026-07-27 | 744.87 | 741.7 | 723.0/734.0/756.0/767.0 | 2.26 | 0.55 | 171.00 |
| 2026-08-03 | 749.44 | 768.54 | 727.0/738.0/760.0/771.0 | 1.19 | 7.90 | -671.00 |
| 2026-08-10 | 772.64 | 777.91 | 749.0/761.0/785.0/797.0 | 1.25 | 0.13 | 112.00 |
| 2026-08-17 | 776.18 | 763.41 | 752.0/764.0/788.0/800.0 | 0.64 | 2.12 | -148.00 |
| 2026-08-24 | 764.76 | 770.58 | 743.0/754.0/776.0/787.0 | 1.63 | 0.37 | 126.00 |
| 2026-08-31 | 767.33 | 773.45 | 743.0/755.0/779.0/791.0 | 0.98 | 0.24 | 74.00 |
| 2026-09-08 | 769.06 | 758.03 | 745.0/757.0/781.0/793.0 | 0.90 | 2.20 | -130.00 |
| 2026-09-14 | 758.99 | N/A | 737.0/748.0/770.0/781.0 | N/A | N/A | N/A |
| TOTAL (33 priced) | | | | 71.70 | 62.57 | 913.00 |