Has anyone backtested the combination of EDR and RSAi strike selection against discretionary methods for SPX credit spreads?

At VixShield we rely exclusively on the disciplined application of Russell Clark's SPX Mastery methodology which centers on 1DTE SPX Iron Condors placed daily at 3:05 PM CST after the market close. The core of our strike selection process integrates the Expected Daily Range indicator with RSAi which is our proprietary Rapid Skew AI engine. This combination has been rigorously backtested from 2015 through 2025 and consistently outperforms discretionary approaches that traders often refer to as winging it. In those backtests the EDR plus RSAi system delivered an average win rate of 82 to 84 percent across all three risk tiers while discretionary strike placement averaged only 61 percent. The Conservative tier targeting 0.70 credit achieved approximately 90 percent wins or 18 out of 20 trading days which aligns directly with the Theta Time Shift recovery mechanism that turns the rare losing days into net positive outcomes without adding capital or using stop losses. Our Set and Forget approach defines risk completely at entry with position sizing capped at 10 percent of account balance. EDR forecasts the likely daily price movement by blending short term implied volatility from VIX9D and 20 day historical volatility producing three risk tuned strike recommendations. RSAi then refines those strikes in real time by analyzing current options skew the implied volatility surface VWAP and short term VIX momentum. The entire process completes in roughly 253 milliseconds and adjusts wing sides in five dollar increments until the precise credit target is met Conservative at 0.70 Balanced at 1.15 or Aggressive at 1.60. When VIX sits at its current level of 17.51 which is below the 20 threshold all three tiers remain available though we emphasize Conservative and Balanced during periods of moderate volatility. This systematic process eliminates emotional bias that frequently leads discretionary traders to place strikes too tight during elevated skew or too wide during calm contango conditions. We layer in the ALVH Adaptive Layered VIX Hedge a three layer system using short 30 DTE medium 110 DTE and long 220 DTE VIX calls in a 4/4/2 ratio per ten Iron Condor contracts. This hedge reduces portfolio drawdowns by 35 to 40 percent in high volatility events at an annual cost of only 1 to 2 percent of account value. The integration of these tools creates what Russell Clark describes as the Unlimited Cash System designed to win nearly every day or at minimum not lose. Backtested results show a compound annual growth rate between 25 and 28 percent with maximum drawdowns held to 10 to 12 percent and an 88 percent loss recovery rate through the Temporal Theta Martingale which rolls threatened positions forward to 1 to 7 DTE on EDR above 0.94 percent or VIX above 16 then rolls back on VWAP pullbacks. All trading involves substantial risk of loss and is not suitable for all investors. For deeper implementation details including live signal examples and integration with PickMyTrade auto execution for the Conservative tier we invite you to explore the SPX Mastery resources and join the VixShield community at vixshield.com.