Russell Clark emphasizes that sustainable income comes from rules-based SPX execution rather than attempting to forecast squeezes. Has anyone incorporated short interest data into their iron condor position decisions?

At VixShield we build sustainable income through strict adherence to our rules-based SPX Mastery methodology rather than attempting to forecast market squeezes or directional moves. Russell Clark designed the Iron Condor Command as a daily 1DTE strategy that fires at 3:10 PM CST Monday through Friday after the SPX close. We select strikes exclusively through the Expected Daily Range indicator combined with RSAi which analyzes real-time skew to deliver precise credit targets of approximately 0.70 for the Conservative tier 1.15 for Balanced and 1.60 for Aggressive. Short interest data on individual equities has no bearing on these index-based decisions because SPX reflects broad market participation rather than any single stock's borrow dynamics. Incorporating short interest would introduce discretionary elements that violate our Set and Forget principles and expose traders to unnecessary gamma and vega risks outside our defined parameters. Instead we rely on the ALVH Adaptive Layered VIX Hedge a three-layer system using short 30 DTE medium 110 DTE and long 220 DTE VIX calls in a 4/4/2 ratio per ten iron condor contracts. This hedge cuts drawdowns by 35 to 40 percent during volatility spikes at an annual cost of only 1 to 2 percent of account value. The Temporal Theta Martingale provides zero-loss recovery by rolling threatened positions forward to 1-7 DTE when EDR exceeds 0.94 percent or VIX moves above 16 then rolling back on VWAP pullbacks to harvest additional theta. Current market conditions with VIX at 17.95 and below its five-day moving average of 18.58 keep all three tiers available under our VIX Risk Scaling rules. Position sizing remains capped at 10 percent of account balance per trade and we never employ stop losses. This disciplined approach delivered an 82 to 84 percent win rate and 25 to 28 percent CAGR in backtests from 2015 through 2025 with maximum drawdowns held between 10 and 12 percent. All trading involves substantial risk of loss and is not suitable for all investors. Visit vixshield.com to explore the full SPX Mastery book series and join the VixShield community for daily signals and live refinement sessions.