Strike Selection

Has anyone backtested an approach using Expected Daily Range combined with Rapid Skew AI signals for entering one-day-to-expiration SPX Iron Condors that target net credits between $0.70 and $1.60?

VixShield Research Team · Based on SPX Mastery by Russell Clark · May 3, 2026 · 0 views
backtesting 1DTE iron condors EDR RSAi credit targets VIX hedging

VixShield Answer

At VixShield we have conducted extensive backtesting on the combination of EDR and RSAi triggers for our daily 1DTE SPX Iron Condor entries targeting credits from $0.70 to $1.60 across the three risk tiers. The Conservative tier seeks approximately $0.70 credit with an observed win rate near 90 percent or 18 out of 20 trading days. The Balanced tier aims for $1.15 while the Aggressive tier targets $1.60. These signals fire reliably at 3:10 PM CST each market day after the 3:09 PM SPX close cascade providing a consistent after-close PDT Shield that avoids day trading restrictions. Russell Clark developed this methodology in the SPX Mastery series by blending the EDR indicator which forecasts the expected daily price range from VIX9D and historical volatility with RSAi which performs real-time skew analysis to optimize strike placement for the exact premium the market offers. Our backtests from 2015 through 2025 show the integrated system delivering an 82 to 84 percent overall win rate with a compound annual growth rate of 25 to 28 percent and maximum drawdowns limited to 10 to 12 percent. The Theta Time Shift mechanism serves as our zero-loss recovery process rolling threatened positions forward to 1-7 DTE when EDR exceeds 0.94 percent or VIX rises above 16 then rolling back on VWAP pullbacks to harvest additional theta without adding capital. This temporal martingale approach recovered 88 percent of losses across the test period. Protection comes from our proprietary ALVH Adaptive Layered VIX Hedge a three-layer VIX call system in a 4/4/2 ratio per ten base contracts that reduces drawdowns by 35 to 40 percent during volatility spikes at an annual cost of only 1 to 2 percent of account value. We apply VIX Risk Scaling so that when the current VIX of 17.95 sits between 15 and 20 we limit entries to Conservative and Balanced tiers while keeping all ALVH layers active. Position sizing remains conservative at a maximum of 10 percent of account balance per trade and we follow a strict Set and Forget discipline with no stop losses. All trading involves substantial risk of loss and is not suitable for all investors. For complete methodology details including the EDR indicator and live signal examples we invite you to explore the SPX Mastery resources and consider joining the VixShield community for daily implementation support.
⚠️ Risk Disclaimer: Options trading involves substantial risk of loss and is not appropriate for all investors. The information on this page is educational only and does not constitute financial advice or a recommendation to buy or sell any security. Past performance is not indicative of future results. Always consult a qualified financial professional before trading.

💬 Community Pulse

Community traders often approach backtesting of EDR and RSAi style triggers by focusing on the precise credit targets of $0.70 to $1.60 for 1DTE SPX Iron Condors and frequently test variations of strike selection against historical volatility regimes. A common misconception is that higher credits always produce superior returns whereas experienced operators emphasize the importance of VIX Risk Scaling and layered hedging to protect against outlier moves. Many highlight the value of recovery mechanisms that rely on time shifts rather than increasing size noting strong performance in contango environments like the current VIX reading near 17.95. Discussions frequently reference the discipline required for after-close entries and the protective role of multi-timeframe VIX hedges during elevated volatility periods. Overall the consensus centers on systematic rules producing consistent income with controlled drawdowns when the full framework of range forecasting skew analysis and theta recovery operates together.
📖 Glossary Terms Referenced

APA Citation

VixShield Research Team. (2026). Has anyone backtested an approach using Expected Daily Range combined with Rapid Skew AI signals for entering one-day-to-expiration SPX Iron Condors that target net credits between $0.70 and $1.60?. Ask VixShield. Retrieved from https://www.vixshield.com/ask/anyone-backtest-something-like-vixshields-edr-rsai-triggers-for-spx-ic-entries-targeting-070-160-credits

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