AAPL Intraday Iron Condor Backtest

Sell the AAPL call and put two strikes from at-the-money and buy wings two strikes further out, 09:45 to 15:45 on the nearest weekly expiry.

Backtested 2026-05-13 to 2026-11-12 on 128 trading days, one contract per leg, costs included. Historical simulation, refreshed weekly.

Total net P&L
-$490
after $1,690 of costs
Win rate
64.1%
of trading days
Max drawdown
-$1,241
not recovered in range
Expectancy
-$3.83
per trading day
Profit factor
0.79
gross wins / gross losses
Best and worst day
$122 / -$246
longest losing run 3 days

Cumulative net P&L

Net P&L by day

Net P&L by weekday

Net P&L by days to expiry at entry

The rules

Underlying
AAPL
Entry
09:45, Monday to Friday
Exit
15:45, or earlier on a stop
Expiry
Nearest weekly expiry
Commission
$0.65 per contract, on entry and on exit
Slippage
0.01 premium points against every fill

Times are exchange time. Prices are last-traded one-minute marks, not quotes you could always have filled at. Option premiums are not shown on this page.

LegStrikeLotsStop
Buy Put4 strikes below at the money1None
Sell Put2 strikes below at the money1None
Sell Call2 strikes above at the money1None
Buy Call4 strikes above at the money1None

Day by day

DateContractsExpiryExitNet P&L
2026-11-12 ThuB 347.5 PE, S 352.5 PE, S 362.5 CE, B 367.5 CE2026-11-13time_exit$19
2026-11-11 WedB 345 PE, S 350 PE, S 360 CE, B 365 CE2026-11-11time_exit$18
2026-11-10 TueB 340 PE, S 345 PE, S 355 CE, B 360 CE2026-11-11time_exit$34
2026-11-09 MonB 340 PE, S 345 PE, S 355 CE, B 360 CE2026-11-09time_exit$44
2026-11-06 FriB 330 PE, S 335 PE, S 345 CE, B 350 CE2026-11-06time_exit$57
2026-11-05 ThuB 342.5 PE, S 347.5 PE, S 357.5 CE, B 362.5 CE2026-11-06time_exit-$61
2026-11-04 WedB 340 PE, S 345 PE, S 355 CE, B 360 CE2026-11-04time_exit$76
2026-11-03 TueB 322.5 PE, S 327.5 PE, S 337.5 CE, B 342.5 CE2026-11-04time_exit$59
2026-11-02 MonB 330 PE, S 335 PE, S 345 CE, B 350 CE2026-11-04time_exit$3
2026-10-30 FriB 335 PE, S 340 PE, S 350 CE, B 355 CE2026-10-30time_exit$23
2026-10-29 ThuB 337.5 PE, S 342.5 PE, S 352.5 CE, B 357.5 CE2026-10-30time_exit$44
2026-10-28 WedB 335 PE, S 340 PE, S 350 CE, B 355 CE2026-10-28time_exit$7
2026-10-27 TueB 332.5 PE, S 337.5 PE, S 347.5 CE, B 352.5 CE2026-10-28time_exit-$58
2026-10-26 MonB 332.5 PE, S 337.5 PE, S 347.5 CE, B 352.5 CE2026-10-26time_exit$7
2026-10-23 FriB 340 PE, S 345 PE, S 355 CE, B 360 CE2026-10-23time_exit$28
2026-10-22 ThuB 335 PE, S 340 PE, S 350 CE, B 355 CE2026-10-23time_exit-$8
2026-10-21 WedB 330 PE, S 335 PE, S 345 CE, B 350 CE2026-10-21time_exit-$10
2026-10-20 TueB 330 PE, S 335 PE, S 345 CE, B 350 CE2026-10-21time_exit$31
2026-10-19 MonB 332.5 PE, S 337.5 PE, S 347.5 CE, B 352.5 CE2026-10-19time_exit$21
2026-10-16 FriB 332.5 PE, S 337.5 PE, S 347.5 CE, B 352.5 CE2026-10-19time_exit-$10
2026-10-15 ThuB 337.5 PE, S 342.5 PE, S 352.5 CE, B 357.5 CE2026-10-19time_exit-$2
2026-10-14 WedB 335 PE, S 340 PE, S 350 CE, B 355 CE2026-10-14time_exit$10
2026-10-13 TueB 332.5 PE, S 337.5 PE, S 347.5 CE, B 352.5 CE2026-10-14time_exit$51
2026-10-12 MonB 330 PE, S 335 PE, S 345 CE, B 350 CE2026-10-12time_exit$12
2026-10-09 FriB 322.5 PE, S 327.5 PE, S 337.5 CE, B 342.5 CE2026-10-09time_exit$14
2026-10-08 ThuB 327.5 PE, S 332.5 PE, S 342.5 CE, B 347.5 CE2026-10-09time_exit-$45
2026-10-07 WedB 325 PE, S 330 PE, S 340 CE, B 345 CE2026-10-07time_exit$9
2026-10-06 TueB 322.5 PE, S 327.5 PE, S 337.5 CE, B 342.5 CE2026-10-07time_exit$8
2026-10-05 MonB 325 PE, S 330 PE, S 340 CE, B 345 CE2026-10-05time_exit$6
2026-10-02 FriB 322.5 PE, S 327.5 PE, S 337.5 CE, B 342.5 CE2026-10-02time_exit$7
2026-10-01 ThuB 322.5 PE, S 327.5 PE, S 337.5 CE, B 342.5 CE2026-10-02time_exit-$2
2026-09-30 WedB 322.5 PE, S 327.5 PE, S 337.5 CE, B 342.5 CE2026-09-30time_exit-$0
2026-09-29 TueB 322.5 PE, S 327.5 PE, S 337.5 CE, B 342.5 CE2026-09-30time_exit-$2
2026-09-28 MonB 332.5 PE, S 337.5 PE, S 347.5 CE, B 352.5 CE2026-09-28time_exit$7
2026-09-25 FriB 325 PE, S 330 PE, S 340 CE, B 345 CE2026-09-25time_exit-$97
2026-09-24 ThuB 325 PE, S 330 PE, S 340 CE, B 345 CE2026-09-25time_exit$17
2026-09-23 WedB 327.5 PE, S 332.5 PE, S 342.5 CE, B 347.5 CE2026-09-23time_exit$17
2026-09-22 TueB 332.5 PE, S 337.5 PE, S 347.5 CE, B 352.5 CE2026-09-23time_exit$4
2026-09-21 MonB 325 PE, S 330 PE, S 340 CE, B 345 CE2026-09-21time_exit$5
2026-09-18 FriB 327.5 PE, S 332.5 PE, S 342.5 CE, B 347.5 CE2026-09-21time_exit-$6
2026-09-17 ThuB 322.5 PE, S 327.5 PE, S 337.5 CE, B 342.5 CE2026-09-21time_exit-$48
2026-09-16 WedB 325 PE, S 330 PE, S 340 CE, B 345 CE2026-09-16time_exit$23
2026-09-15 TueB 320 PE, S 325 PE, S 335 CE, B 340 CE2026-09-16time_exit$19
2026-09-14 MonB 322.5 PE, S 327.5 PE, S 337.5 CE, B 342.5 CE2026-09-14time_exit$24
2026-09-11 FriB 322.5 PE, S 327.5 PE, S 337.5 CE, B 342.5 CE2026-09-11time_exit$37
2026-09-10 ThuB 310 PE, S 315 PE, S 325 CE, B 330 CE2026-09-11time_exit-$35
2026-09-09 WedB 305 PE, S 310 PE, S 320 CE, B 325 CE2026-09-09time_exit$122
2026-09-08 TueB 307.5 PE, S 312.5 PE, S 322.5 CE, B 327.5 CE2026-09-09time_exit-$2
2026-09-04 FriB 315 PE, S 320 PE, S 330 CE, B 335 CE2026-09-04time_exit$3
2026-09-03 ThuB 317.5 PE, S 322.5 PE, S 332.5 CE, B 337.5 CE2026-09-04time_exit$35
2026-09-02 WedB 315 PE, S 320 PE, S 330 CE, B 335 CE2026-09-02time_exit$10
2026-09-01 TueB 310 PE, S 315 PE, S 325 CE, B 330 CE2026-09-02time_exit-$80
2026-08-31 MonB 307.5 PE, S 312.5 PE, S 322.5 CE, B 327.5 CE2026-08-31time_exit$11
2026-08-28 FriB 307.5 PE, S 312.5 PE, S 322.5 CE, B 327.5 CE2026-08-28time_exit$11
2026-08-27 ThuB 300 PE, S 305 PE, S 315 CE, B 320 CE2026-08-28time_exit-$32
2026-08-26 WedB 302.5 PE, S 307.5 PE, S 317.5 CE, B 322.5 CE2026-08-26time_exit$5
2026-08-25 TueB 300 PE, S 305 PE, S 315 CE, B 320 CE2026-08-26time_exit$14
2026-08-24 MonB 302.5 PE, S 307.5 PE, S 317.5 CE, B 322.5 CE2026-08-24time_exit$8
2026-08-21 FriB 297.5 PE, S 302.5 PE, S 312.5 CE, B 317.5 CE2026-08-24time_exit$12
2026-08-20 ThuB 307.5 PE, S 312.5 PE, S 322.5 CE, B 327.5 CE2026-08-24time_exit-$34
2026-08-19 WedB 302.5 PE, S 307.5 PE, S 317.5 CE, B 322.5 CE2026-08-19time_exit$5
2026-08-18 TueB 297.5 PE, S 302.5 PE, S 312.5 CE, B 317.5 CE2026-08-19time_exit-$26
2026-08-17 MonB 295 PE, S 300 PE, S 310 CE, B 315 CE2026-08-17time_exit-$4
2026-08-14 FriB 295 PE, S 300 PE, S 310 CE, B 315 CE2026-08-14time_exit$5
2026-08-13 ThuB 292.5 PE, S 297.5 PE, S 307.5 CE, B 312.5 CE2026-08-14time_exit-$0
2026-08-12 WedB 292.5 PE, S 297.5 PE, S 307.5 CE, B 312.5 CE2026-08-12time_exit$2
2026-08-11 TueB 297.5 PE, S 302.5 PE, S 312.5 CE, B 317.5 CE2026-08-12time_exit-$15
2026-08-10 MonB 295 PE, S 300 PE, S 310 CE, B 315 CE2026-08-10time_exit$12
2026-08-07 FriB 302.5 PE, S 307.5 PE, S 317.5 CE, B 322.5 CE2026-08-07time_exit$16
2026-08-06 ThuB 305 PE, S 310 PE, S 320 CE, B 325 CE2026-08-07time_exit$32
2026-08-05 WedB 297.5 PE, S 302.5 PE, S 312.5 CE, B 317.5 CE2026-08-05time_exit$28
2026-08-04 TueB 295 PE, S 300 PE, S 310 CE, B 315 CE2026-08-05time_exit-$52
2026-08-03 MonB 295 PE, S 300 PE, S 310 CE, B 315 CE2026-08-03time_exit$70
2026-07-31 FriB 295 PE, S 300 PE, S 310 CE, B 315 CE2026-07-31time_exit$105
2026-07-30 ThuB 322.5 PE, S 327.5 PE, S 337.5 CE, B 342.5 CE2026-07-31time_exit-$58
2026-07-29 WedB 332.5 PE, S 337.5 PE, S 347.5 CE, B 352.5 CE2026-07-29time_exit$22
2026-07-28 TueB 327.5 PE, S 332.5 PE, S 342.5 CE, B 347.5 CE2026-07-29time_exit$27
2026-07-27 MonB 325 PE, S 330 PE, S 340 CE, B 345 CE2026-07-27time_exit$32
2026-07-24 FriB 315 PE, S 320 PE, S 330 CE, B 335 CE2026-07-24time_exit-$241
2026-07-23 ThuB 310 PE, S 315 PE, S 325 CE, B 330 CE2026-07-24time_exit$34
2026-07-22 WedB 317.5 PE, S 322.5 PE, S 332.5 CE, B 337.5 CE2026-07-22time_exit$20
2026-07-21 TueB 315 PE, S 320 PE, S 330 CE, B 335 CE2026-07-22time_exit$8
2026-07-20 MonB 320 PE, S 325 PE, S 335 CE, B 340 CE2026-07-20time_exit$30
2026-07-17 FriB 325 PE, S 330 PE, S 340 CE, B 345 CE2026-07-20time_exit$5
2026-07-16 ThuB 317.5 PE, S 322.5 PE, S 332.5 CE, B 337.5 CE2026-07-20time_exit-$75
2026-07-15 WedB 312.5 PE, S 317.5 PE, S 327.5 CE, B 332.5 CE2026-07-15time_exit$19
2026-07-14 TueB 305 PE, S 310 PE, S 320 CE, B 325 CE2026-07-15time_exit$38
2026-07-13 MonB 312.5 PE, S 317.5 PE, S 327.5 CE, B 332.5 CE2026-07-13time_exit-$32
2026-07-10 FriB 305 PE, S 310 PE, S 320 CE, B 325 CE2026-07-10time_exit$8
2026-07-09 ThuB 300 PE, S 305 PE, S 315 CE, B 320 CE2026-07-10time_exit-$100
2026-07-08 WedB 297.5 PE, S 302.5 PE, S 312.5 CE, B 317.5 CE2026-07-08time_exit-$38
2026-07-07 TueB 302.5 PE, S 307.5 PE, S 317.5 CE, B 322.5 CE2026-07-08time_exit$34
2026-07-06 MonB 300 PE, S 305 PE, S 315 CE, B 320 CE2026-07-06time_exit$26
2026-07-02 ThuB 290 PE, S 295 PE, S 305 CE, B 310 CE2026-07-02time_exit-$246
2026-07-01 WedB 280 PE, S 285 PE, S 295 CE, B 300 CE2026-07-01time_exit$9
2026-06-30 TueB 272.5 PE, S 277.5 PE, S 287.5 CE, B 292.5 CE2026-07-01time_exit-$71
2026-06-29 MonB 275 PE, S 280 PE, S 290 CE, B 295 CE2026-06-29time_exit$19
2026-06-26 FriB 267.5 PE, S 272.5 PE, S 282.5 CE, B 287.5 CE2026-06-26time_exit-$9
2026-06-25 ThuB 270 PE, S 275 PE, S 285 CE, B 290 CE2026-06-26time_exit-$25
2026-06-24 WedB 285 PE, S 290 PE, S 300 CE, B 305 CE2026-06-24time_exit$8
2026-06-23 TueB 290 PE, S 295 PE, S 305 CE, B 310 CE2026-06-24time_exit-$35
2026-06-22 MonB 292.5 PE, S 297.5 PE, S 307.5 CE, B 312.5 CE2026-06-22time_exit-$21
2026-06-18 ThuB 287.5 PE, S 292.5 PE, S 302.5 CE, B 307.5 CE2026-06-18time_exit$9
2026-06-17 WedB 290 PE, S 295 PE, S 305 CE, B 310 CE2026-06-17time_exit-$44
2026-06-16 TueB 285 PE, S 290 PE, S 300 CE, B 305 CE2026-06-17time_exit-$33
2026-06-15 MonB 285 PE, S 290 PE, S 300 CE, B 305 CE2026-06-15time_exit$5
2026-06-12 FriB 282.5 PE, S 287.5 PE, S 297.5 CE, B 302.5 CE2026-06-12time_exit$32
2026-06-11 ThuB 282.5 PE, S 287.5 PE, S 297.5 CE, B 302.5 CE2026-06-12time_exit-$12
2026-06-10 WedB 280 PE, S 285 PE, S 295 CE, B 300 CE2026-06-10time_exit$26
2026-06-09 TueB 287.5 PE, S 292.5 PE, S 302.5 CE, B 307.5 CE2026-06-10time_exit-$189
2026-06-08 MonB 300 PE, S 305 PE, S 315 CE, B 320 CE2026-06-08time_exit-$110
2026-06-05 FriB 302.5 PE, S 307.5 PE, S 317.5 CE, B 322.5 CE2026-06-05time_exit-$3
2026-06-04 ThuB 302.5 PE, S 307.5 PE, S 317.5 CE, B 322.5 CE2026-06-05time_exit$34
2026-06-03 WedB 307.5 PE, S 312.5 PE, S 322.5 CE, B 327.5 CE2026-06-03time_exit-$134
2026-06-02 TueB 297.5 PE, S 302.5 PE, S 312.5 CE, B 317.5 CE2026-06-03time_exit-$179
2026-06-01 MonB 300 PE, S 305 PE, S 315 CE, B 320 CE2026-06-01time_exit-$0
2026-05-29 FriB 305 PE, S 310 PE, S 320 CE, B 325 CE2026-05-29time_exit$3
2026-05-28 ThuB 300 PE, S 305 PE, S 315 CE, B 320 CE2026-05-29time_exit$15
2026-05-27 WedB 300 PE, S 305 PE, S 315 CE, B 320 CE2026-05-27time_exit$12
2026-05-26 TueB 300 PE, S 305 PE, S 315 CE, B 320 CE2026-05-26time_exit-$2
2026-05-22 FriB 297.5 PE, S 302.5 PE, S 312.5 CE, B 317.5 CE2026-05-22time_exit-$1
2026-05-21 ThuB 292.5 PE, S 297.5 PE, S 307.5 CE, B 312.5 CE2026-05-22time_exit$4
2026-05-20 WedB 292.5 PE, S 297.5 PE, S 307.5 CE, B 312.5 CE2026-05-20time_exit$9
2026-05-19 TueB 290 PE, S 295 PE, S 305 CE, B 310 CE2026-05-20time_exit$30
2026-05-18 MonB 290 PE, S 295 PE, S 305 CE, B 310 CE2026-05-18time_exit$15
2026-05-15 FriB 287.5 PE, S 292.5 PE, S 302.5 CE, B 307.5 CE2026-05-18time_exit$18
2026-05-14 ThuB 287.5 PE, S 292.5 PE, S 302.5 CE, B 307.5 CE2026-05-18time_exit$10
2026-05-13 WedB 287.5 PE, S 292.5 PE, S 302.5 CE, B 307.5 CE2026-05-13time_exit$15

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