Account: Blog backtesting 2016
On Mar 24, 2016 this trade was 57 DTE, I entered the trade at this date b/c the correct 56 DTE was "Good Friday" holiday and the markets were closed. On Mar 24, 2016 the market was up and Average IV was 18.8% at the time of entry around 10:30am.
Trade entry:
Adjustments:
- Mar 29 - Rolled the position up, couldn't keep VEGA and DELTA negative
- Apr 13 - Sold 7 x 1090 to control DELTA outside tent
- Apr 19 - Sold 3 x 1090 to control VEGA outside tent
- Apr 20 - Sold 5 x 1100 to control VEGA outside tent
- Apr 22 - Sold 5 x 1100 to control VEGA outside tent
- Apr 26 - Rolled BF up, can't keep DELTA and VEGA negative and RUT was 28 pts above upper wing
- Apr 27 - Sold 8 x 1140 to reduce DELTA inside tent
- Apr 29 - Sold 5 x 1120 to reduce DELTA inside tent
- May 2 - Sold 5 x 1130 to protect t+0 upside
- May 3 - Sold 5 x 1110 to reduce DELTA
- May 4 - Sold 5 x 1100 to reduce DELTA
- May 6 - Exited the trade 14 DTE at Max Profit + $3339
