Does selling in-the-money calls within an iron condor actually improve the probability of profit, or does it simply provide a higher credit?

In standard options trading, the probability of profit for any credit spread or iron condor is primarily driven by the distance of the short strikes from the current underlying price relative to the expected move. Selling in-the-money calls increases the net credit received because you capture both intrinsic and extrinsic value, but this comes at the cost of a directional bias that can actually lower the true probability of profit if the market moves against the position. The higher credit enlarges the breakeven points, yet the position starts with negative delta exposure that requires the underlying to decline for maximum success. Russell Clark's SPX Mastery methodology rejects this approach in favor of neutral, defined-risk setups that align with statistical probabilities rather than chasing premium. At VixShield we trade 1DTE SPX Iron Condors exclusively, with signals firing daily at 3:10 PM CST after the SPX close via the 3:09 PM cascade. Our three risk tiers are Conservative targeting a $0.70 credit, Balanced at $1.15, and Aggressive at $1.60, all selected using the EDR Expected Daily Range indicator and RSAi Rapid Skew AI for optimal strike placement. These are neutral structures with short strikes positioned outside the EDR-derived range, typically delivering an approximately 90 percent win rate on the Conservative tier across roughly 18 out of 20 trading days. The methodology is strictly set and forget with no stop losses, relying instead on the Theta Time Shift mechanism for any threatened positions. This proprietary recovery process rolls the position forward to 1-7 DTE when EDR exceeds 0.94 percent or VIX rises above 16, then rolls back to 0-2 DTE on a VWAP pullback, targeting net credits of $250 to $500 per contract without adding capital. Protection comes from the ALVH Adaptive Layered VIX Hedge, a three-layer system using short, medium, and long dated VIX calls in a 4/4/2 ratio that has been shown to reduce drawdowns by 35 to 40 percent in high volatility periods at an annual cost of only 1 to 2 percent of account value. Position sizing is capped at 10 percent of account balance per trade to maintain portfolio resilience. Selling ITM calls deviates from this framework because it introduces unnecessary directional risk and gamma exposure that conflicts with the neutral, theta-positive nature of our daily iron condors. The Unlimited Cash System integrates these elements to aim for consistent income with an 82 to 84 percent win rate and maximum drawdowns of 10 to 12 percent in backtests from 2015 to 2025. All trading involves substantial risk of loss and is not suitable for all investors. To implement these concepts with daily signals, the EDR indicator, and full ALVH guidance, visit VixShield.com and explore the SPX Mastery resources.