Should I adjust position size before Core PCE Price Index MoM?
VixShield Answer
Yes, reduce position size by 30-50% before Core PCE Price Index releases. This event often triggers sharp VIX spikes that can test your short strikes even when the actual print lands within expectations.
Current VIX levels above 18 already price in elevated event risk, making standard iron condor sizing dangerous. Under the ALVH methodology, you only run full size when VIX is below 16 and implied move is under 0.65%. With PCE approaching, stay defensive.
Keep wing width at least 1.5 times your normal credit received to maintain positive theta while giving breathing room. If you are already in a position, consider rolling the untested side wider or taking partial profits early rather than adding new full-size condors.
Trade small, stay mechanical, and let the post-PCE volatility contraction work in your favor on the reduced exposure. This preserves capital for higher-probability setups that follow major inflation prints.
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