Position Diagnostic
Your Position
Three paths — Roll, Assignment + Covered Calls, or Close & Redeploy — computed from your numbers. All calculations run in your browser. Nothing is stored.
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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. 241 closed Cash-Secured Put trades · updated .
85.9%
Win Rate
1.76
Profit Factor
3.23
Sharpe
How confident is the win rate?
At 95% confidence, the true win rate sits between 80.9% and 89.7% — computed via the Wilson score method.
Equity Curve
Strategy vs Benchmarks
ThetaLoop
SPY
Cumulative P/L
+53.1%
+10.1%
Max DD
-25.7%
-8.7%
Sharpe (per-trade)
3.23
1.61
Period: 2026-02-03 → 2026-07-10. 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.
Performance Breakdown
Exit Reasons
Hold Time
Streaks
23
Longest Win
3
Longest Loss
8 W
Current
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.
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.
Reading is a start. Acting on it is another thing.
When setups pass the nightly filters, our daily research publishes cash-secured put setups — with strikes, risk metrics, and two delivery paths: Telegram live feed plus daily email report.
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When setups pass the nightly filters, our daily research publishes cash-secured put setups — with strikes, risk metrics, and two delivery paths: Telegram live feed plus daily email report.