Account: Blog backtesting 2016
On July 22, 2016 the market was up and Average IV was 15.0% at the time of entry around 10:30am.
Trade entry:
Adjustments:
- Aug 5 - Sold 10 x 1180 to control VEGA
- Aug 15 - Rolled BF up
- Aug 19 - Sold 6 x 1230 to reduce DELTA inside edge of tent
- Aug 29 - Sold 4 x 1230 to reduce DELTA inside edge of tent
- Aug 30 - Sold 4 x 1240 to reduce DELTA inside edge of tent
- Sept 2 - sold 4 x 1240 and 2 x 1250 to reduce DELTA inside edge of tent
- Sept 6 - sold 3 x 1250 to reduce DELTA inside edge of tent
- Sept 7 - Sold 5 x 1250 to reduce DELTA outside tent
- Sep 9 - Exited the trade 7 DTE at a loss - $1337