Account: Blog backtesting 2014
On Sep 26, 2014 the market was down and Average IV was 18.8% at the time of entry around 10:30am.
Trade entry:
Adjustments:
- Oct 27 - Sold 3 x 1090 to reduce DELTA inside edge of tent
- Oct 28 - Sold 5 x 1090 to reduce DELTA outside tent
- Oct 28 - Rolled BF UP b/c can't keep VEGA and DELTA negative
- Oct 31 - Sold 8 x 1140 to control DELTA outside tent
- Nov 5 - Sold 3 x 1150 to control DELTA outside tent
- Nov 6 - Sold 6 x 1150 to control DELTA outside tent
- Nov 7 - Sold 3 x 1160 to control DELTA outside tent
- Nov 10 - Sold 3 x 1160 to control DELTA outside tent
- Nov 12 - Rolled BF
- Nov 13 - Sold 8 x 1180 & 2 x 1170 to control DELTA inside tent
- Not sure if rolling adjustment was a good adjustment, when I did the roll was it done correctly?
- Nov 14 - Exited 7 DTE below Max Profit at + $1674
