Account: Blog backtesting 2014
On May 23, 2014 the market was down and Average IV was 16.1% at the time of entry around 10:30am.
Trade entry:
Adjustments:
- Jun 5 - Sold 4 x 1100 to control VEGA
- Jun 6 - Rolld BF up
- Jun 9 - Sold 5 x 1140 to protect upside
- Jun 12 - Sold 5 x 1120 to protect downside
- Jun 16 - Sold 5 x 1150 to protect upside
- Jun 18 - Sold 5 x 1140 to protect upside
- Jun 23 - Sold 5 x 1150 to protect upside
- Jun 27 - Sold 5 x 1160 to protect upsdie
- Jun 30 - Sold 5 x 1160 to control VEGA
- Jul 1 - Rolled BF up
- Sold 4 x 1210 to protect upside
- Jul 2 - Sold 4 x 1180 to protect downside
- Jul 3 - Sold 4 x 1210 to protect upside
- Jul 7 - Sold 10 x 1190 to control DELTA
- Jul 8 - Sold 2 x 1170 & 8 x 1160 to reduce DELTA
- Jul 10 - Sold 4 x 1150 & 2 x 1140 to reduce DELTA
- Jul 11 - Exited below Max Profit at 7 DTE + $925
