VixShield maintains that they do not skip the RSAi 3:10 PM CST signal solely due to elevated put volume. Instead, they rely on VIX Risk Scaling and the ALVH hedging system. What are the considerations around skipping trades versus hedging when the VIX exceeds 20?

At VixShield, we approach elevated volatility with a structured methodology rooted in Russell Clark's SPX Mastery series rather than discretionary decisions like skipping signals based on put volume alone. Our core strategy centers on 1DTE SPX Iron Condors, with signals generated daily at 3:10 PM CST after the SPX close via the 3:09 PM cascade. The RSAi engine, combined with EDR for strike selection, determines precise wing placement to target specific credits across our three risk tiers: Conservative at $0.70, Balanced at $1.15, and Aggressive at $1.60. These tiers are not overridden by skew observations such as put volume; instead, we apply VIX Risk Scaling as the governing rule. When VIX sits below 15, all tiers remain available. Between 15 and 20, we limit to Conservative and Balanced only. Above 20, the rule is clear: HOLD all Iron Condor trades. This prevents exposure during regimes where the Expected Daily Range expands beyond comfortable probabilities. As of the latest data with VIX at 17.95, we currently operate with full tier access, but the framework scales automatically as conditions shift. Rather than skipping outright when VIX exceeds 20, we maintain the ALVH Adaptive Layered VIX Hedge, our proprietary three-layer system using short, medium, and long-dated VIX calls in a 4/4/2 ratio per ten base Iron Condor contracts. This hedge, rolled on fixed schedules, has historically reduced drawdowns by 35-40% during spikes while costing only 1-2% of account value annually. It leverages the -0.85 inverse correlation between VIX and SPX far more efficiently than adding SPX puts. Complementing this is our Theta Time Shift mechanism, a temporal recovery process that rolls threatened positions forward to 1-7 DTE on EDR above 0.94% or VIX above 16, then rolls back on VWAP pullbacks to harvest additional theta without adding capital. This pioneering approach, detailed across the SPX Mastery books, turns potential setbacks into net positive cycles with an 88% recovery rate in backtests from 2015-2025. Position sizing remains capped at 10% of account balance per trade, and we emphasize the Set and Forget discipline with no stop losses. The Unlimited Cash System integrates these elements to aim for consistent daily income, winning nearly every day or, at minimum, not losing. When VIX climbs above 20, hedging via a fully active ALVH becomes the priority while we pause new Iron Condor entries, preserving capital for the next contango regime. This methodical hedging over arbitrary skipping aligns with stewardship principles, focusing on resilience rather than reaction. All trading involves substantial risk of loss and is not suitable for all investors. For deeper implementation details on RSAi, ALVH layering, and Theta Time Shift, we invite you to explore the SPX Mastery resources and consider joining the VixShield community for live sessions and indicator access.