diff --git a/backtesting/backtest_iron_condor.py b/backtesting/backtest_iron_condor.py
index c4143d6..a9041de 100644
--- a/backtesting/backtest_iron_condor.py
+++ b/backtesting/backtest_iron_condor.py
@@ -4,6 +4,7 @@ import os
 import pandas as pd
 import plotly.express as px
 
+from concurrent.futures import ProcessPoolExecutor
 from dataclasses import dataclass
 from datetime import datetime
 from dotenv import load_dotenv
@@ -149,13 +150,20 @@ def get_spread_history(historical_option_data: pd.DataFrame, option_strat: Delta
         return spread_history
 
 def _backtest_iron_condor(
-        historical_option_data: pd.DataFrame, 
+        historical_data_file: str, 
         call_spread_strategy: OptionSpreadStrategy, 
         put_spread_strategy: OptionSpreadStrategy
     ) -> BacktestResult:
-    
-    call_spread_history = get_spread_history(historical_option_data, call_spread_strategy)
-    put_spread_history = get_spread_history(historical_option_data, put_spread_strategy)
+
+    print('Processing File:', historical_data_file)
+    historical_option_data = pd.read_csv(historical_data_file)
+
+    if isinstance(call_spread_strategy, CreditTargetStrategy):
+        call_spread_history = get_spread_history_credit(historical_option_data, call_spread_strategy)
+        put_spread_history = get_spread_history_credit(historical_option_data, put_spread_strategy)
+    else:
+        call_spread_history = get_spread_history(historical_option_data, call_spread_strategy)
+        put_spread_history = get_spread_history(historical_option_data, put_spread_strategy)
 
     current_date = call_spread_history.iloc[0].name[:10]
 
@@ -246,7 +254,6 @@ def _backtest_iron_condor(
                 call_spread_stopped_out = True
                 exit_time = call_spread.name[-8:]
                 logging.info('Call Spread Stopped Out')
-                break
         
         if not put_spread_stopped_out:
             if current_put_spread_price >= ((put_spread_strategy.stop_loss_multiple + 1) * original_put_spread_price):
@@ -256,7 +263,6 @@ def _backtest_iron_condor(
                 put_spread_stopped_out = True
                 exit_time = call_spread.name[-8:]
                 logging.info('Put Spread Stopped Out')
-                break
 
         if not (call_spread_stopped_out and put_spread_stopped_out):
             if current_call_spread_price > current_put_spread_price:
@@ -339,34 +345,36 @@ def backtest_iron_condor(
     total_trades = 0.0
     total_wins = 0.0
 
-    result_dates = []
-    result_pnl = []
-
-    backtest_results = []
-
     start_year = start_date.year
     end_year = end_date.year
-    for year in range(start_year, end_year + 1):
-        year_directory = os.path.join(OPTION_DATA_DIRECTORY, str(year))
 
-        for file in os.listdir(year_directory):
-            historical_data_file = os.path.join(year_directory, file)
-            if os.path.isdir(historical_data_file) or not file.endswith('.csv'):
-                continue
+    futures = []
+    with ProcessPoolExecutor(max_workers = 10) as executor:
+        for year in range(start_year, end_year + 1):
+            year_directory = os.path.join(OPTION_DATA_DIRECTORY, str(year))
+            for file in os.listdir(year_directory):
+                historical_data_file = os.path.join(year_directory, file)
+                if os.path.isdir(historical_data_file) or not file.endswith('.csv'):
+                    continue
 
-            # Assuming file format 'YYYY-MM-DD.csv'.
-            file_date_str = os.path.splitext(file)[0]
-            file_date = datetime.strptime(file_date_str, '%Y-%m-%d')
+                # Assuming file format 'YYYY-MM-DD.csv'.
+                file_date_str = os.path.splitext(file)[0]
+                file_date = datetime.strptime(file_date_str, '%Y-%m-%d')
 
-            # TODO: This doesn't work as expected when the start date is not set to midnight.
-            if file_date < start_date or file_date > end_date:
-                continue
+                # TODO: This doesn't work as expected when the start date is not set to midnight.
+                if file_date < start_date or file_date > end_date:
+                    continue
 
-            print('Processing File:', historical_data_file)
-            logging.info('Processing File: %s', historical_data_file)
+                logging.info('Processing File: %s', historical_data_file)
 
-            historical_option_data = pd.read_csv(historical_data_file)
-            backtest_result = _backtest_iron_condor(historical_option_data, call_spread_strategy, put_spread_strategy)
+                future = executor.submit(_backtest_iron_condor, 
+                    historical_data_file, call_spread_strategy, put_spread_strategy)
+                futures.append(future)
+
+    backtest_results = []
+    for future in futures:
+        backtest_result = future.result()
+        if backtest_result:
             total_premium_received += backtest_result.trade_pnl
             backtest_result.profit = total_premium_received
             backtest_results.append(backtest_result)
@@ -375,15 +383,11 @@ def backtest_iron_condor(
                 total_trades += 1
                 if backtest_result.trade_pnl > 0.0:
                     total_wins += 1
-            
+
             logging.info('Overall PnL: %f', total_premium_received)
             logging.info('Win Rate: %f', (total_wins / total_trades) if total_trades > 0 else 0.0)
             logging.info('Average Premium Received: %f', (total_premium_received / total_trades) if total_trades > 0 else 0.0)
 
-            current_date = historical_option_data.iloc[0]['quote_datetime'][:10]
-            result_dates.append(current_date)
-            result_pnl.append(total_premium_received)
-
     # TODO: Either look up the symbol in the historical option data or have the client provide it.
     backtest_results = pd.DataFrame([{
         'Date': result.date,