Account: Blog backtesting 2012
On Dec 21, 2012 the market was down and Average IV was 18.5% at the time of entry around 10:30am.
Trade entry:
Adjustments:
- Dec 28 - Sold 5 x 810 to protect t+0 downside risk
- Dec 31 - Sold 2 x 850 & 2 x 840 to protect t+0 upside risk
- Jan 3 - Sold 2 x 850 & 1 x 830 to protect t+0 upside risk and reduce - DELTA outside tent
- Jan 7 - Sold 2 x 850 to protect t+0 upside risk
- Jan 15 - Sold 3 x 840 to create negative VEGA
- Jan 16 - Sold 2 x 850 & 2 x 860 to create negative VEGA
- Jan 17 - Roll BF up 50 pts
- Jan 18 - Sold 8 x 890 to reduce negative DELTA inside tent and protect t+0 upside risk
- Jan 22 - Sold 5 x 900 to reduce negative DELTA inside tent and protect t+0 upside risk
- Jan 28 - Sold 2 x 900 to reduce DELTA outside the tent
- Jan 30 - Sold 2 x 880 to protect t+0 downside risk
- Jan 31 - Sold 1 x 900 to protect t+0 upside risk
- Feb 1 - Sold 3 x 900 to reduce DELTA outside tent
- Feb 5 - Sold 1 x 920 to reduce DELTA outside tent (This 1 Put was placed above the upper wing of the BF + Is this something I should be doing?)
- Feb 7 - Took the position off for a small profit + $431, instead of making an adjustment to reduce DELTA outside the tent (Considering there is 1 day left to 7 DTE, no point imo to make an adjustment)
