Do you adjust iron condor entries around expected volatility crush events such as earnings? What is your rule of thumb?

At VixShield we trade 1DTE SPX Iron Condors exclusively and our methodology is built for daily consistency rather than event-driven adjustments. Russell Clark's SPX Mastery approach recognizes that volatility crush events like earnings primarily affect individual stocks through implied volatility contraction after the announcement. Because we focus on the index itself via SPX options the impact is far more muted and predictable. Our signals fire daily at 3:10 PM CST Monday through Friday after the SPX close using the 3:09 PM cascade. This timing deliberately sidesteps intraday event noise and avoids PDT restrictions through our After-Close PDT Shield. We rely on three risk tiers with specific credit targets: Conservative at 0.70 credit with an approximate 90 percent win rate roughly 18 out of 20 trading days Balanced at 1.15 credit and Aggressive at 1.60 credit. Strike selection is driven by our proprietary EDR Expected Daily Range formula which blends short-term implied volatility from VIX9D and 20-day historical volatility. RSAi Rapid Skew AI then refines these strikes in real time by analyzing current options skew VWAP and short-term VIX momentum to match the exact premium the market offers. Around earnings seasons we do not skip or manually adjust entries. Instead we let VIX Risk Scaling govern our tier selection. When VIX sits below 15 all three tiers remain available and we often refresh our ALVH Adaptive Layered VIX Hedge. Between 15 and 20 we limit ourselves to Conservative and Balanced tiers while keeping the Aggressive tier offline. Above 20 we enter full HOLD mode with no Iron Condor trades placed though our ALVH remains fully active to protect the portfolio. This systematic rule of thumb prevents discretionary overrides and keeps us aligned with the Set and Forget methodology that includes no stop losses and relies on Theta Time Shift for zero-loss recovery on the rare losing days. Our backtested results from 2015 to 2025 show the Unlimited Cash System combining Iron Condor Command ALVH and Theta Time Shift delivers 82 to 84 percent win rates with 25 to 28 percent CAGR and maximum drawdowns limited to 10 to 12 percent. The Temporal Theta Martingale component rolls threatened positions forward to 1-7 DTE on EDR above 0.94 percent or VIX above 16 then rolls back on VWAP pullbacks capturing 88 percent of losses without adding capital. All trading involves substantial risk of loss and is not suitable for all investors. For deeper implementation details on EDR RSAi and ALVH layering visit our SPX Mastery resources and consider joining the VixShield community for daily signals and live refinement sessions.