Account: Blog backtesting 2013 Apr start
On Jun 21, 2013 the market was down and Average IV was 20.9% at the time of entry around 10:30am.
Trade entry:
Adjustments:
- Jul 1 - Sold 7 x 940 to reduce + VEGA
- Jul 5 - Rolled the BF up 40 pts b/c RUT was 19 pts above upper wing
- Jul 8 - Sold 10 x 980 to protect t+0 upside risk
- Jul 12 - Sold 10 x 990 to increase - VEGA and protect t+0 upside risk
- Jul 15 - Rolled the BF up 40 pts b/c RUT was 22 pts above upper wing
- Jul 17 - Sold 5 x 1030 to protect t+0 upside risk
- Jul 19 - Sold 5 x 1030 to reduce DELTA inside tent
- Jul 22 - Sold 10 x 1040 to reduce - DELTA outside tent
- Jul 24 - Sold 5 x 1030 to protect t+0 downside risk
- Jul 31 - Sold 2 x 1040 to reduce - DELTA inside edge of tent
- Aug 1 - Sold 6 x 1050 to reduce - DELTA outside tent
- Aug 2 - Sold 3 x 1050 to reduce - DELTA outside tent
- Aug 5 - Sold 1 x 1050 to reduce - DELTA outside tent
- Aug 7 - 9 DTE left and decided to take this trade off slightly below Max Profit + $2283
