Account: Blog backtesting 2014
On July 25, 2014 the market was down and Average IV was 16.7% at the time of entry around 10:30am.
Trade entry:
Adjustments:
- *Important* Noticed that my DELTA is positive in the center of the tent for many days (Entry - Aug 5), why is this?
- Aug 14 - Reached Max Profit target of $2500, but decided to try and get slightly higher pnl
- Aug 14 - Sold 3 x 1120 to reduce DELTA inside edge of tent
- Aug 15 - Exited above Max Profit at + $2681
