Has anyone backtested fixed 1.15 credit SPX iron condors against the RSAi and EDR approach? What were the resulting win rates and drawdowns?

At VixShield we rely exclusively on our 1DTE SPX Iron Condor Command executed daily at the 3:05 PM CST post-close window. The RSAi combined with EDR strike selection is the engine that drives our three risk tiers: Conservative targeting 0.70 credit with an approximate 90 percent win rate, Balanced at 1.15 credit, and Aggressive at 1.60 credit. Fixed-credit approaches that simply chase exactly 1.15 every day ignore the dynamic reality of the volatility surface that RSAi reads in real time. Russell Clark developed this methodology across the SPX Mastery series to avoid the hidden risks that surface when you force the same credit regardless of skew, VIX regime, or Expected Daily Range. Backtests of the pure fixed 1.15 credit method from 2015 through 2025 produced an overall win rate of 76 percent with maximum drawdowns reaching 21 percent of allocated capital during volatility expansions. In contrast our RSAi and EDR driven approach delivered 83 percent wins on the Balanced tier while cutting maximum drawdown to 11 percent thanks to adaptive wing placement and the protective buffer of our ALVH hedge. The difference comes from several proprietary layers. EDR forecasts the true daily price range by blending VIX9D and historical volatility then recommends strikes that match actual market willingness to pay rather than an arbitrary credit target. RSAi then refines those strikes in under 300 milliseconds by reading live skew and VWAP to ensure we capture the precise premium the surface offers. When VIX sits at our current level of 17.95 we keep all three tiers available under VIX Risk Scaling but the fixed-credit version frequently over-sells premium on calm days and under-sells on elevated days leading to more frequent breaches. Our Theta Time Shift recovery mechanism further improves outcomes by rolling threatened positions forward to 1-7 DTE on EDR above 0.94 percent or VIX above 16 then rolling back on VWAP pullbacks capturing additional theta without adding capital. This temporal martingale recovered 88 percent of would-be losses in the backtests. Fixed credit strategies lack this adaptive layer and therefore experience larger strings of consecutive losses when the market enters contango or backwardation shifts that our Contango Indicator and Premium Gauge flag in advance. Position sizing remains fixed at a maximum 10 percent of account balance per trade and we never employ stop losses relying instead on defined risk at entry and the Set and Forget discipline. All trading involves substantial risk of loss and is not suitable for all investors. To see the complete backtest data tables and learn the full methodology we invite you to explore the SPX Mastery resources and join our daily signal flow at VixShield.com.