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Research Track Record

Behind the Numbers

Every closed trade — the wins and the losses — deconstructed with the same statistical tools hedge funds use to report their own books. 166 closed Cash-Secured Put trades · updated .

87.3%
Win Rate
2.20
Profit Factor
4.72
Sharpe
How confident is the win rate?
At 95% confidence, the true win rate sits between 81.4% and 91.6% — computed via the Wilson score method.
Confidence level
Equity CurveCumulative % per closed trade
Strategy vs Benchmarks Cumulative P/L · Max drawdown · Per-trade Sharpe
ThetaLoop
SPY
PUT Index
Cumulative P/L
+45.4%
+9.2%
+1.9%
Max DD
-12.8%
-8.7%
-7.1%
Sharpe (per-trade)
4.72
2.06
0.62
Period: 2026-02-03 → 2026-05-26. ThetaLoop column = cumulative per-trade P/L across all closed Cash-Secured Put signals — a signal-quality metric (industry standard for research feeds), not a portfolio simulation. The SPY column shows split- and dividend-adjusted buy-and-hold return for the same period as time-context only; the two numbers measure different things and should not be subtracted as portfolio alpha. The Bull Put Spread block below is the actual model portfolio. PUT Index = Cboe S&P 500 PutWrite benchmark, tracked via the PUTW ETF (WisdomTree, ~0.44% expense ratio) — a passive monthly ATM put-writing baseline. Tests whether ThetaLoop adds value over the systematic version of the same strategy.
Performance Breakdown
Exit Reasons
Hold Time
Streaks
17
Longest Win
2
Longest Loss
17 W
Current
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Methodology & Disclosure
Win rate confidence intervals use the Wilson score method — robust for small samples. Profit factor and Sharpe ratios are computed with 2,000-iteration bootstrap resampling at 95% confidence. Equity curve is cumulative percentage P&L per closed trade in chronological order. Drawdown is peak-to-trough from the running maximum. All trades are closed — no open positions or paper-backtest data are included.

Exit pricing uses conservative 60/40 weighted bid/ask — quotes captured every 5 minutes during US market hours, weighted toward the side a put-seller actually pays when buying back to close. The track record can never look artificially better than what an EOD-disciplined customer would have seen. No midpoint shortcuts, no idealized fills. Full math in /learn/methodology.

On proprietary research: We publish what happened, not how we find it. Signal triggers are proprietary research. The breakdowns above are limited to outcome dimensions (delta, DTE, VIX regime, sector) that are standard CSP orthodoxy — they don't expose how ThetaLoop picks entries. Curious which parts use AI and which don't? See /learn/what-we-use-ai-for.

Track record data refreshes nightly. Past performance does not guarantee future results. Not financial advice.

Bull Put Spread Portfolio

Portfolio Behind the Numbers

Defined-risk alternative to a Cash-Secured Put — sold put hedged by a long put further out-of-the-money. Smaller capital commitment, capped loss. 42 closed Bull Put Spread trades · 2026-04-06 → 2026-05-26.

81%
Win Rate
1.55
Profit Factor
2.26
Sharpe
-0.8pp
vs SPY
How confident is the Bull Put Spread win rate?
At 95% confidence, the true Bull Put Spread win rate sits between 66.7% and 90% — Wilson score method.
Confidence level
Bull Put Spread Equity CurveCumulative % per closed spread
Strategy vs Benchmarks Total return · Max drawdown · Sharpe (annualised)
ThetaLoop
SPY
Return
+13.1%
+13.9%
Max DD
-17.4%
-1.9%
Sharpe
2.26
8.13
Period: 2026-04-06 → 2026-05-26. SPY column = split- and dividend-adjusted total return (the honest buy-and-hold alternative — what you would have earned by just holding the index through the same window). Return row colour signals sign only (green = positive, red = negative); Max DD and Sharpe are shown neutral — compare the raw numbers directly.
Bull Put Spread Performance Breakdown
Exit Reasons
Hold Time
Streaks
14
Longest Win
3
Longest Loss
1 W
Current

Early-stage model portfolio — 42 closed trades so far. Confidence intervals will be wide until more trades accumulate; we surface the full dashboard from day one anyway because hiding data is worse than showing uncertain data. Same statistical methodology as the Cash-Secured Put block above — Wilson score CIs, bootstrap-resampled ratios. Short-leg delta used for bucketing (industry convention for credit spreads).

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