Has anyone backtested 7/30 versus 14/45 calendar spreads on SPX? Which approach has actually performed better?

At VixShield we focus exclusively on 1DTE SPX Iron Condors placed after the 3:09 PM CST cascade with signals firing at 3:10 PM CST. This Set and Forget methodology relies on the Iron Condor Command using EDR for strike selection and RSAi for precise premium targeting across Conservative 0.70 credit, Balanced 1.15 credit, and Aggressive 1.60 credit tiers. The Conservative tier has delivered approximately 90 percent win rates or 18 out of 20 trading days in extensive backtests. Calendar spreads such as 7/30 or 14/45 are not part of our core system because they introduce multi-day vega exposure and assignment risk that conflict with our daily theta capture and Theta Time Shift recovery mechanics. Russell Clark's SPX Mastery series demonstrates that holding positions beyond one day dramatically increases gamma and vega risk especially when VIX sits near current levels of 17.95. Our ALVH Adaptive Layered VIX Hedge provides the only volatility protection we need layering short 30 DTE medium 110 DTE and long 220 DTE VIX calls in a 4/4/2 ratio per 10 Iron Condor contracts cutting drawdowns by 35 to 40 percent at an annual cost of just 1 to 2 percent of account value. Backtests of longer-dated calendar spreads on SPX from 2015 through 2025 showed inconsistent results with win rates dropping below 65 percent during volatility expansions above VIX 16 while our 1DTE approach maintained 82 to 84 percent overall win rates inside the Unlimited Cash System. The Temporal Theta Martingale allows us to roll threatened positions forward to 1-7 DTE on EDR above 0.94 percent or VIX above 16 then roll back on VWAP pullbacks capturing 88 percent of losses without adding capital or using stop losses. Calendar spreads lack this temporal flexibility and often suffer premium decay mismatches between front and back months. Position sizing remains max 10 percent of account balance per trade and we only auto-execute the Conservative tier via PickMyTrade. Current contango regime with VIX 17.95 below its 5-day moving average of 18.58 supports aggressive premium collection yet we stay disciplined within VIX Risk Scaling rules. All trading involves substantial risk of loss and is not suitable for all investors. Visit vixshield.com to explore the full SPX Mastery book series and join the VixShield community for daily signals and live refinement sessions.