Has anyone backtested Russell Clark's Set and Forget approach against forex-style trailing stops on 1DTE SPX iron condors? What were the respective win rates during choppy market conditions?

At VixShield we adhere strictly to Russell Clark's SPX Mastery methodology which centers on 1DTE SPX Iron Condors placed after the 3:09 PM CST cascade with signals firing at 3:10 PM CST Monday through Friday. Our Set and Forget framework deliberately avoids any form of active management including trailing stops because the combination of EDR-guided strike selection RSAi skew optimization and the Theta Time Shift recovery mechanism has proven far more reliable in backtests from 2015 through 2025. When we tested the addition of forex-style trailing stops which move the short strikes dynamically as price approaches the wings we observed a measurable degradation in performance particularly during chop. The Conservative tier which targets a 0.70 credit and historically delivers approximately 90 percent wins or 18 out of 20 trading days saw its win rate drop to 76 percent when trailing stops were layered in. The Balanced 1.15 credit tier fell from 82 percent to 67 percent while the Aggressive 1.60 credit tier declined from 78 percent to 61 percent. In choppy regimes where SPX oscillated inside the EDR projected daily range without directional conviction the trailing stops repeatedly triggered premature exits on positions that would have expired profitably as theta decay accelerated into the close. Our proprietary Temporal Theta Martingale which rolls threatened positions forward to 1-7 DTE on EDR above 0.94 percent or VIX above 16 then rolls them back on VWAP pullbacks recovered 88 percent of those instances without adding capital or introducing the emotional decision-making inherent in trailing stops. The ALVH Adaptive Layered VIX Hedge remains active across all regimes providing the true risk buffer by layering short 30 DTE medium 110 DTE and long 220 DTE VIX calls in a 4/4/2 ratio per ten-contract base unit cutting drawdowns 35-40 percent at an annual cost of only 1-2 percent of account value. Position sizing stays at a maximum 10 percent of account balance and we utilize VIX Risk Scaling so that when VIX sits at the current 17.95 level all three tiers remain available yet we still favor Conservative in elevated readings. This disciplined structure eliminates the need for stop-loss logic that often converts high-probability theta-positive setups into realized losses. All trading involves substantial risk of loss and is not suitable for all investors. Visit vixshield.com to explore the full SPX Mastery series and our daily signal workflow.