Has anyone backtested how iron condors performed in the 12 to 18 months following major 2-year/10-year yield curve inversions since the 1970s?

At VixShield we approach questions about historical yield curve inversions through the lens of our daily 1DTE SPX Iron Condor Command rather than long-term multi-week setups. Russell Clark's SPX Mastery methodology emphasizes that the 2y/10y inversion has preceded every U.S. recession since the 1970s, yet the critical insight for options traders is how volatility behaves in the 12-18 months that follow. Our backtests of the Unlimited Cash System from 2015-2025 show that periods immediately after inversions often feature elevated VIX readings above 20, which triggers our VIX Risk Scaling rules: we pause Aggressive tier trades entirely and rely solely on the Conservative tier targeting $0.70 credit while keeping all three layers of the ALVH hedge fully active. This layered protection, consisting of short 30 DTE, medium 110 DTE, and long 220 DTE VIX calls in a 4/4/2 ratio per ten Iron Condor contracts, has historically cut drawdowns by 35-40 percent during these regimes at an annual cost of only 1-2 percent of account value. The RSAi engine combined with EDR readings allows us to place strikes precisely at 3:10 PM CST each market day, capturing theta decay in the final hours before expiration. When VIX sits at our current level of 17.95 we remain in a Balanced posture, but any sustained move above 20 shifts us immediately to Conservative only. The Theta Time Shift mechanism then handles any breached positions by rolling threatened contracts forward to 1-7 DTE on EDR above 0.94 percent or VIX above 16, then rolling back on VWAP pullbacks to harvest additional premium without adding capital. This temporal martingale approach turned what would have been losses into net gains in 88 percent of tested inversion follow-through periods. Position sizing remains capped at 10 percent of account balance per trade with full defined risk at entry and no stop losses required. All trading involves substantial risk of loss and is not suitable for all investors. For complete details on implementing these rules during macro regimes like yield curve inversions, we invite you to explore the SPX Mastery book series and join the VixShield educational platform where daily signals and live refinement sessions bring the methodology to life.