Account: Blog backtesting 2014
On Jan 24, 2014 the market was down and Average IV was 15.7% at the time of entry around 10:30am.
Trade entry:
Adjustments:
- Jan 24 - Sold 3 x 1120 to protect t+0 downside
- Jan 29 - Sold 7 x 1120 to reduce + DELTA inside tent and protect t+0 downside
- Volatility hit MAX LOSS 4K
- Jan 30 - Sold 5 x 1140 to protect t+0 upside
- Jan 31 - Sold 4 x 1110 to protect t+0 downside
- Feb 3 - Roll down the BF
- Feb 7 - Sold 10 x 1080 to protect t+0 upside
- Feb 13 - Rolld BF up
- Feb 14 - Sold 10 x 1120 to reduce DELTA outside tent
- Feb 18 - Sold 6 x 1130 to reduce DELTA outside tent
- Feb 24 - Sold 4 x 1130 to control VEGA
- Feb 25 - CAN'T CONTINUE WITH MY BACKTESTING FEB RUT DATA DOESN'T EXIST CONSTANTLY GETTING ERROR MESSAGES
- Therefore accepted a loss of - $1956
