Account: Blog backtesting 2012
On July 27, 2012 the market was down and Average IV was 20.8% at the time of entry around 10:30am.
Trade entry:
Adjustments:
- Aug 8 - Sold 5 x 760 PV to reduce DELTA outside tent
- Aug 10 - Sold 5 x 770 PV to reduce DELTA outside tent
- Aug 16 - Sold 3 x 770 PV to reduce VEGA outside tent
- Aug 17 - Rolled the BF up (b/c 17 pts above UW)
- Aug 24 - Exited a Max Profit + $2863
