AAPL Intraday Short Straddle Backtest

Sell the at-the-money AAPL call and put on the nearest weekly expiry at 09:45 and close both at 15:45, every trading day.

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
$1,982
after $845 of costs
Win rate
60.2%
of trading days
Max drawdown
-$3,188
107 trading days to recover
Expectancy
$15.49
per trading day
Profit factor
1.28
gross wins / gross losses
Best and worst day
$436 / -$479
longest losing run 4 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
Sell CallAt the money1None
Sell PutAt the money1None

Day by day

DateContractsExpiryExitNet P&L
2026-11-12 ThuS 357.5 CE, S 357.5 PE2026-11-13time_exit$71
2026-11-11 WedS 355 CE, S 355 PE2026-11-11time_exit$234
2026-11-10 TueS 350 CE, S 350 PE2026-11-11time_exit$119
2026-11-09 MonS 350 CE, S 350 PE2026-11-09time_exit$241
2026-11-06 FriS 340 CE, S 340 PE2026-11-06time_exit$44
2026-11-05 ThuS 352.5 CE, S 352.5 PE2026-11-06time_exit-$220
2026-11-04 WedS 350 CE, S 350 PE2026-11-04time_exit$256
2026-11-03 TueS 332.5 CE, S 332.5 PE2026-11-04time_exit$162
2026-11-02 MonS 340 CE, S 340 PE2026-11-04time_exit-$113
2026-10-30 FriS 345 CE, S 345 PE2026-10-30time_exit$164
2026-10-29 ThuS 347.5 CE, S 347.5 PE2026-10-30time_exit$105
2026-10-28 WedS 345 CE, S 345 PE2026-10-28time_exit$155
2026-10-27 TueS 342.5 CE, S 342.5 PE2026-10-28time_exit-$113
2026-10-26 MonS 342.5 CE, S 342.5 PE2026-10-26time_exit$52
2026-10-23 FriS 350 CE, S 350 PE2026-10-23time_exit$43
2026-10-22 ThuS 345 CE, S 345 PE2026-10-23time_exit-$9
2026-10-21 WedS 340 CE, S 340 PE2026-10-21time_exit-$148
2026-10-20 TueS 340 CE, S 340 PE2026-10-21time_exit$100
2026-10-19 MonS 342.5 CE, S 342.5 PE2026-10-19time_exit$249
2026-10-16 FriS 342.5 CE, S 342.5 PE2026-10-19time_exit-$24
2026-10-15 ThuS 347.5 CE, S 347.5 PE2026-10-19time_exit-$39
2026-10-14 WedS 345 CE, S 345 PE2026-10-14time_exit$156
2026-10-13 TueS 342.5 CE, S 342.5 PE2026-10-14time_exit$148
2026-10-12 MonS 340 CE, S 340 PE2026-10-12time_exit$194
2026-10-09 FriS 332.5 CE, S 332.5 PE2026-10-09time_exit-$98
2026-10-08 ThuS 337.5 CE, S 337.5 PE2026-10-09time_exit-$65
2026-10-07 WedS 335 CE, S 335 PE2026-10-07time_exit$133
2026-10-06 TueS 332.5 CE, S 332.5 PE2026-10-07time_exit$32
2026-10-05 MonS 335 CE, S 335 PE2026-10-05time_exit$9
2026-10-02 FriS 332.5 CE, S 332.5 PE2026-10-02time_exit$139
2026-10-01 ThuS 332.5 CE, S 332.5 PE2026-10-02time_exit$40
2026-09-30 WedS 332.5 CE, S 332.5 PE2026-09-30time_exit-$33
2026-09-29 TueS 332.5 CE, S 332.5 PE2026-09-30time_exit-$3
2026-09-28 MonS 342.5 CE, S 342.5 PE2026-09-28time_exit-$154
2026-09-25 FriS 335 CE, S 335 PE2026-09-25time_exit-$335
2026-09-24 ThuS 335 CE, S 335 PE2026-09-25time_exit$70
2026-09-23 WedS 337.5 CE, S 337.5 PE2026-09-23time_exit$166
2026-09-22 TueS 342.5 CE, S 342.5 PE2026-09-23time_exit$45
2026-09-21 MonS 335 CE, S 335 PE2026-09-21time_exit-$164
2026-09-18 FriS 337.5 CE, S 337.5 PE2026-09-21time_exit$19
2026-09-17 ThuS 332.5 CE, S 332.5 PE2026-09-21time_exit-$100
2026-09-16 WedS 335 CE, S 335 PE2026-09-16time_exit-$19
2026-09-15 TueS 330 CE, S 330 PE2026-09-16time_exit$55
2026-09-14 MonS 332.5 CE, S 332.5 PE2026-09-14time_exit$160
2026-09-11 FriS 332.5 CE, S 332.5 PE2026-09-11time_exit$263
2026-09-10 ThuS 320 CE, S 320 PE2026-09-11time_exit-$25
2026-09-09 WedS 315 CE, S 315 PE2026-09-09time_exit$436
2026-09-08 TueS 317.5 CE, S 317.5 PE2026-09-09time_exit$25
2026-09-04 FriS 325 CE, S 325 PE2026-09-04time_exit-$190
2026-09-03 ThuS 327.5 CE, S 327.5 PE2026-09-04time_exit$114
2026-09-02 WedS 325 CE, S 325 PE2026-09-02time_exit$177
2026-09-01 TueS 320 CE, S 320 PE2026-09-02time_exit-$149
2026-08-31 MonS 317.5 CE, S 317.5 PE2026-08-31time_exit$109
2026-08-28 FriS 317.5 CE, S 317.5 PE2026-08-28time_exit$57
2026-08-27 ThuS 310 CE, S 310 PE2026-08-28time_exit-$50
2026-08-26 WedS 312.5 CE, S 312.5 PE2026-08-26time_exit-$17
2026-08-25 TueS 310 CE, S 310 PE2026-08-26time_exit$71
2026-08-24 MonS 312.5 CE, S 312.5 PE2026-08-24time_exit$84
2026-08-21 FriS 307.5 CE, S 307.5 PE2026-08-24time_exit$62
2026-08-20 ThuS 317.5 CE, S 317.5 PE2026-08-24time_exit-$33
2026-08-19 WedS 312.5 CE, S 312.5 PE2026-08-19time_exit-$58
2026-08-18 TueS 307.5 CE, S 307.5 PE2026-08-19time_exit-$50
2026-08-17 MonS 305 CE, S 305 PE2026-08-17time_exit$109
2026-08-14 FriS 305 CE, S 305 PE2026-08-14time_exit$156
2026-08-13 ThuS 302.5 CE, S 302.5 PE2026-08-14time_exit$16
2026-08-12 WedS 302.5 CE, S 302.5 PE2026-08-12time_exit$106
2026-08-11 TueS 307.5 CE, S 307.5 PE2026-08-12time_exit-$8
2026-08-10 MonS 305 CE, S 305 PE2026-08-10time_exit$33
2026-08-07 FriS 312.5 CE, S 312.5 PE2026-08-07time_exit$192
2026-08-06 ThuS 315 CE, S 315 PE2026-08-07time_exit$104
2026-08-05 WedS 307.5 CE, S 307.5 PE2026-08-05time_exit$61
2026-08-04 TueS 305 CE, S 305 PE2026-08-05time_exit-$77
2026-08-03 MonS 305 CE, S 305 PE2026-08-03time_exit$336
2026-07-31 FriS 305 CE, S 305 PE2026-07-31time_exit$310
2026-07-30 ThuS 332.5 CE, S 332.5 PE2026-07-31time_exit-$91
2026-07-29 WedS 342.5 CE, S 342.5 PE2026-07-29time_exit$60
2026-07-28 TueS 337.5 CE, S 337.5 PE2026-07-29time_exit$84
2026-07-27 MonS 335 CE, S 335 PE2026-07-27time_exit$190
2026-07-24 FriS 325 CE, S 325 PE2026-07-24time_exit-$479
2026-07-23 ThuS 320 CE, S 320 PE2026-07-24time_exit$96
2026-07-22 WedS 327.5 CE, S 327.5 PE2026-07-22time_exit$14
2026-07-21 TueS 325 CE, S 325 PE2026-07-22time_exit$57
2026-07-20 MonS 330 CE, S 330 PE2026-07-20time_exit$110
2026-07-17 FriS 335 CE, S 335 PE2026-07-20time_exit$25
2026-07-16 ThuS 327.5 CE, S 327.5 PE2026-07-20time_exit-$205
2026-07-15 WedS 322.5 CE, S 322.5 PE2026-07-15time_exit-$64
2026-07-14 TueS 315 CE, S 315 PE2026-07-15time_exit$115
2026-07-13 MonS 322.5 CE, S 322.5 PE2026-07-13time_exit-$271
2026-07-10 FriS 315 CE, S 315 PE2026-07-10time_exit$60
2026-07-09 ThuS 310 CE, S 310 PE2026-07-10time_exit-$176
2026-07-08 WedS 307.5 CE, S 307.5 PE2026-07-08time_exit-$297
2026-07-07 TueS 312.5 CE, S 312.5 PE2026-07-08time_exit$115
2026-07-06 MonS 310 CE, S 310 PE2026-07-06time_exit-$71
2026-07-02 ThuS 300 CE, S 300 PE2026-07-02time_exit-$472
2026-07-01 WedS 290 CE, S 290 PE2026-07-01time_exit-$140
2026-06-30 TueS 282.5 CE, S 282.5 PE2026-07-01time_exit-$135
2026-06-29 MonS 285 CE, S 285 PE2026-06-29time_exit$21
2026-06-26 FriS 277.5 CE, S 277.5 PE2026-06-26time_exit-$23
2026-06-25 ThuS 280 CE, S 280 PE2026-06-26time_exit-$25
2026-06-24 WedS 295 CE, S 295 PE2026-06-24time_exit$157
2026-06-23 TueS 300 CE, S 300 PE2026-06-24time_exit-$43
2026-06-22 MonS 302.5 CE, S 302.5 PE2026-06-22time_exit-$228
2026-06-18 ThuS 297.5 CE, S 297.5 PE2026-06-18time_exit$179
2026-06-17 WedS 300 CE, S 300 PE2026-06-17time_exit-$242
2026-06-16 TueS 295 CE, S 295 PE2026-06-17time_exit-$59
2026-06-15 MonS 295 CE, S 295 PE2026-06-15time_exit$106
2026-06-12 FriS 292.5 CE, S 292.5 PE2026-06-12time_exit$116
2026-06-11 ThuS 292.5 CE, S 292.5 PE2026-06-12time_exit-$19
2026-06-10 WedS 290 CE, S 290 PE2026-06-10time_exit$94
2026-06-09 TueS 297.5 CE, S 297.5 PE2026-06-10time_exit-$367
2026-06-08 MonS 310 CE, S 310 PE2026-06-08time_exit-$234
2026-06-05 FriS 312.5 CE, S 312.5 PE2026-06-05time_exit-$170
2026-06-04 ThuS 312.5 CE, S 312.5 PE2026-06-05time_exit$134
2026-06-03 WedS 317.5 CE, S 317.5 PE2026-06-03time_exit-$428
2026-06-02 TueS 307.5 CE, S 307.5 PE2026-06-03time_exit-$353
2026-06-01 MonS 310 CE, S 310 PE2026-06-01time_exit-$22
2026-05-29 FriS 315 CE, S 315 PE2026-05-29time_exit-$80
2026-05-28 ThuS 310 CE, S 310 PE2026-05-29time_exit$62
2026-05-27 WedS 310 CE, S 310 PE2026-05-27time_exit$199
2026-05-26 TueS 310 CE, S 310 PE2026-05-26time_exit$57
2026-05-22 FriS 307.5 CE, S 307.5 PE2026-05-22time_exit$127
2026-05-21 ThuS 302.5 CE, S 302.5 PE2026-05-22time_exit$21
2026-05-20 WedS 302.5 CE, S 302.5 PE2026-05-20time_exit$193
2026-05-19 TueS 300 CE, S 300 PE2026-05-20time_exit$98
2026-05-18 MonS 300 CE, S 300 PE2026-05-18time_exit$20
2026-05-15 FriS 297.5 CE, S 297.5 PE2026-05-18time_exit$79
2026-05-14 ThuS 297.5 CE, S 297.5 PE2026-05-18time_exit$66
2026-05-13 WedS 297.5 CE, S 297.5 PE2026-05-13time_exit$82

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