Account: Blog backtesting 2016
On May 20, 2016 the market was up and Average IV was 17.2% at the time of entry around 10:30am.
Trade entry:
Adjustments:
- May 25 - Sold 6 x 1080 to control VEGA
- May 27 Rolled BF up, couldn't keep DELTA and VEGA negative
- Had to increase my ABS MAX Loss to $4000 due to volatility hit to my BF's
- Jun 7 - Sold 10 x 1130 to control VEGA
- Jun 10 - Sold 5 x 1110 to protect t+0 downside
- Jun 23 - Sold 5 x 1140 to reduce DELTA outside tent
- Jun 24 - Sold 5 x 1130 to protect t+0 downside
- Jun 27 - Rolled BF down
- Jun 28 - Sold 2 x 1080 and 3 x 1090 to reduce DELTA outside tent
- Jun 29 - Rolled BF up
- Jun 30 - Sold 5 x 1130 to reduce DELTA outside tent
- Jul 1 - Sold 3 x 1130 and 2 x 1140 to reduce DELTA outside tent
- Jul 6 - Sold 2 x 1140 to reduce DELTA outside tent
- Jul 7 - Sold 3 x 1140 to reduce DELTA outside tent
- Jul 8 - Exited the trade 7 DTE at a loss - $1906