Account: Blog backtesting 2012
On May 25, 2012 the market was down and Average IV was 25.5% at the time of entry around 10:30am.
Trade entry:
Adjustments:
- Jun 1 - Sold 6 x 730 PV to protect t+0 downside
- Jun 7 - Sold 3 x 750 PV to protect t+0 upside
- Jun 18 - Sold 3 x 750 to reduce DELTA inside tent
- Jun 19 - Sold 4 x 750 to reduce DELTA outside tent
- Jun 25 - Exited a Max Profit + $2649
