Friday 24 February 2012

Backtesting 2012 - Feb 24, 2012 Entry

Account: Blog backtesting 2012
On February 24, 2012 the market was consolidating and Average IV was 21.2% at the time of entry around 10:30am.

Trade entry:

Adjustments:

  • Mar 6 - Sold 10 x 790 PV
  • Mar 9 - Sold 5 x 810 PV
  • Mar 13 - Sold 5 x 820 PV
  • Mar 19 - Sold 2 x 810 & 2 x 830 PV
  • Mar 26 - Sold 4 x 830 PV
  • Apr 3 - Exited a Max Profit + $2861
  • I noticed that my position is usually down money for the first 20 - 30 DTE out of 56 DTE, is this a coincidence?