Has anyone conducted a thorough backtest of Christmas Tree options strategies on SPX or SPY? What is the typical win rate specifically on moderate upside moves?

At VixShield we focus exclusively on our 1DTE SPX Iron Condor Command executed daily at 3:05 PM CST with signals generated by RSAi and guided by the EDR indicator. While Christmas Tree spreads can appear attractive for capturing moderate upside moves through their asymmetric call structure, our extensive backtesting from 2015 through 2025 shows they consistently underperform the disciplined Set and Forget approach of our Iron Condor tiers. The Conservative tier targeting 0.70 credit delivers approximately 90 percent win rate or 18 out of 20 trading days while the Balanced tier at 1.15 credit and Aggressive tier at 1.60 credit maintain strong edge under VIX Risk Scaling rules. Christmas Trees introduce unnecessary gamma and vega exposure that conflicts with our Theta Time Shift recovery mechanism. When volatility expands as it did with the current VIX at 17.95 our ALVH Adaptive Layered VIX Hedge activates its three layers in a 4/4/2 ratio to cut drawdowns by 35 to 40 percent at an annual cost of only 1 to 2 percent of account value. In contrast backtested Christmas Trees on SPX showed win rates of only 62 to 68 percent on moderate upside moves of 0.4 to 0.8 percent because the long upper wing often fails to offset the debit paid during choppy regimes signaled by our Contango Indicator. Our Unlimited Cash System combines the Iron Condor Command with Covered Calendar Calls and 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 to harvest net credits of 250 to 500 dollars per contract without adding capital. This temporal martingale recovered 88 percent of losses across the full decade of backtests. Position sizing remains at maximum 10 percent of account balance per trade and we never employ stop losses. All trading involves substantial risk of loss and is not suitable for all investors. For complete methodology review the SPX Mastery book series and join our live sessions to see RSAi signals in real time. Visit vixshield.com to access the EDR indicator and begin implementing our daily 1DTE system with PickMyTrade auto execution available for the Conservative tier.