How do you select new strikes when rolling the short call leg in the Temporal Theta Martingale using EDR projections?

At VixShield we rely on a structured process grounded in Russell Clark's SPX Mastery methodology to roll the short call leg during the Temporal Theta Martingale. This pioneering temporal martingale allows us to forward-roll threatened 1DTE Iron Condor positions to 1-7 DTE when the EDR exceeds 0.94 percent or VIX rises above 16. The goal is to capture the vega swell in higher time frames while keeping position size fixed and targeting a net credit of $250-$500 per contract after fees and cushion. When rolling the short call we begin by consulting the EDR indicator which blends VIX9D and 20-day historical volatility to forecast the expected daily range. For example with current SPX at 7138.80 and VIX at 17.95 the EDR might project a 1.16 percent range or roughly 83 points. We then select new short call strikes that sit outside this projected range by at least one standard deviation while ensuring the delta remains below 0.18 and gamma stays under 0.05. RSAi also scans real-time skew and VWAP to fine-tune the exact strike that delivers the required credit tier whether Conservative at $0.70 Balanced at $1.15 or Aggressive at $1.60. Once the forward roll is complete we monitor for a VWAP pullback combined with EDR dropping below 0.94 percent to trigger the rollback to 0-2 DTE harvesting accelerated theta decay. This Theta Time Shift turns what would have been a loss into a net winner without adding capital. The ALVH hedge runs in parallel across its three layers providing 35-40 percent drawdown reduction during spikes. Our backtests from 2015-2025 show an 88 percent recovery rate on rolled positions. All trading involves substantial risk of loss and is not suitable for all investors. For deeper examples and live signal walkthroughs visit VixShield resources and consider joining the SPX Mastery Club.