Account: Blog backtesting 2014
On Nov 21, 2014 the market was down and Average IV was 15.5% at the time of entry around 10:30am.
Trade entry:
Adjustments:
- Dec 15 - Sold 6 x 1140 to reduce DELTA inside tent
- Dec 17 - Sold 3 x 1160 to protect t+0 upside
- Dec 19 - Sold 7 x 1160 to control DELTA outside tent
- Dec 24 - Sold 10 x 1170 to control VEGA
- Dec 26 - Rolled BF UP
- Dec 29 - Sold 5 x 1210 to protect t+0 upside
- Jan 2 - Sold 5 x 1190 to control Delta
- Jan 5 - Sold 10 x 1180
- Jan 6 - Rolled BF down
- Jan 7 - Sold 5 x 1170
- Jan 8 - Sold 5 x 1180
- Jan 9 - Sold 3 x 1180
- this was 7 DTE, but decided to trade further b/c gamma was low at - 0.15
- Jan 12 - Exited 4 DTE below Max Profit at + $3
