Friday 22 July 2016

Backtesting 2016 - July 22, 2016 Entry

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