Account: Blog backtesting 2012
Entered this trade 53 DTE b/c my last trade ended on the 56 DTE, therefore I decided to put this trade on the very next business day i.e. Monday.
On Aug 27, 2012 the market was slightly up and Average IV was 19.1% at the time of entry around 10:30am.
Trade entry:
Adjustments:
- Sep 7 - Sold 5 x 800 PV to reduce DELTA and VEGA outside the tent
- Sep 13 - Rolled BF up
- Sep 14 - Sold 8 x 850 to reduce DELTA inside edge of tent & protect t+0 upside risk
- Sep 17 - Sold 2 x 830 to protect t+0 downside risk
- Sep 21 - Exited a Max Profit + $2878
