Account: Blog backtesting 2014
On Mar 21, 2014 the market was down and Average IV was 16.5% at the time of entry around 10:30am.
Trade entry:
Adjustments:
- Mar 27 - Sold 3 x 1150 to protect t+0 downside
- Mar 28 - Sold 3 x 1160 to protect t+0 downside
- Mar 31 - Sold 3 x 1170 to protect t+0 upside ( Iwanted to flatten upside)
- Apr 7 - Rolled BF down
- Apr 22 - Sold 6 x 1120 & 4 x 1130 to reduce DELTA outside tent
- Apr 25 - Sold 2 x 1120 & 2 x 1110 to reduce DELTA inside tent
- Apr 28 - Exited at Max Profit target + $3317
