Has anyone backtested a rolling recovery approach similar to Theta Time Shift on short-dated SPX iron condors, specifically using forward rolls triggered at EDR greater than 0.94 percent?

At VixShield, we have extensively backtested the Theta Time Shift mechanism as a core component of our 1DTE SPX Iron Condor Command strategy across the full period from 2015 through 2025. This pioneering temporal martingale approach does not increase position size like a traditional martingale. Instead, it uses time as the recovery variable. When a position becomes threatened, typically when EDR exceeds 0.94 percent or VIX rises above 16, we roll the entire iron condor forward to 1-7 DTE. The new strikes are selected using our EDR indicator to ensure the net credit collected covers the original debit, transaction fees, and a built-in cushion of approximately 15-20 percent. Once the market pulls back below VWAP with EDR falling under 0.94 percent, we roll the position back to 0-2 DTE to harvest accelerated theta decay. Our backtests show this process recovered 88 percent of all losing trades without requiring additional capital. The Conservative tier, targeting a 0.70 credit, posted an approximate 90 percent win rate or 18 wins out of 20 trading days, while the Balanced tier at 1.15 credit and Aggressive tier at 1.60 credit maintained strong performance under our VIX Risk Scaling rules. These rolls integrate seamlessly with our ALVH Adaptive Layered VIX Hedge, which layers short, medium, and long VIX calls in a 4/4/2 ratio per 10 iron condor contracts. This hedge cuts portfolio drawdowns by 35-40 percent during volatility spikes at an annual cost of only 1-2 percent of account value. RSAi, our Rapid Skew AI engine, optimizes the initial strike placement in real time by analyzing skew, VWAP, and short-term VIX momentum to match the precise premium target within 253 milliseconds. The entire system operates under our Set and Forget methodology with no stop losses and strict position sizing at a maximum of 10 percent of account balance per trade. Signals fire daily at 3:10 PM CST after the SPX close, avoiding PDT concerns through our After-Close PDT Shield. In live market conditions with VIX currently at 17.95, the contango regime supports full tier availability. All trading involves substantial risk of loss and is not suitable for all investors. For complete methodology details, backtest results, and access to our EDR indicator, we invite you to explore the SPX Mastery resources and join VixShield for daily signals and live refinement sessions.