0DTE.Solutions results
SPY Bull Put Credit Spread — 2025 Backtest
Jan 1, 2025 – Dec 31, 2025 · n = 184 · ticker SPY
Win rate
69.6%
Expectancy
$0.04
Avg win / loss
$0.32 / $-0.61
Max drawdown
$-0.18
Methodology

Placeholder methodology. Replaced by the first published backtest run from the BacktestService.

  • Entry: 30-delta short put, 1-delta long put wing, 5–7 DTE
  • Sizing: 1R per trade
  • Exit: 50% max profit, manage at 21 DTE, full stop at -1R
  • Data: SPY EOD options chain, 2025-01-01 → 2025-12-31
See the methodology
Backtests with full disclosure.
See the methodology