Iron Condors

The article says they roll to 1-7 DTE on the first EDR >0.94 or VIX>16 then back to 0-2DTE on VWAP pullback. Has anyone backtested this exact roll logic?

VixShield Research Team · Based on SPX Mastery by Russell Clark · May 4, 2026 · 1 views
roll rules EDR 1DTE

VixShield Answer

This is a great question about the article says they roll to 1-7 dte on the first edr >0.94 or vix>16 then back to 0-2dte on vwap pullback. has anyone backtested this exact roll logic. When approved, VixShield's editorial team will provide a full answer based on Russell Clark's SPX Mastery methodology.

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APA Citation

VixShield Research Team. (2026). The article says they roll to 1-7 DTE on the first EDR >0.94 or VIX>16 then back to 0-2DTE on VWAP pullback. Has anyone backtested this exact roll logic?. Ask VixShield. Retrieved from https://www.vixshield.com/ask/the-article-says-they-roll-to-1-7-dte-on-the-first-edr-094-or-vix16-then-back-to-0-2dte-on-vwap-pullback-has-anyone-back

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