Monday 24 September 2012

Backtesting 2012 - Sep 24, 2012 Entry

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 Sep 24, 2012 the market was slightly down and Average IV was 16.1% at the time of entry around 10:30am.

Trade entry:



Adjustments:

  • Sep 25 - Sold 3 x 820 protect t+0 downside risk
  • Sep 26 - Sold 5 x 810 to hedge t+0 downside risk
  • Sep 27 - Sold 3 x 840 and 2 x 850 to hedge t+0 line both directions (Why is my t+0 line giving my issues on both sides?)
    • Due to my position being down a significant $ amount I increased my ABS Max Loss to  4k and my 20 pt thresholds between $1500 - 1800
  • Oct 12 - Exited a Max Profit + $2597