What confidence level and time horizon does VixShield apply to Value at Risk calculations for its SPX credit spreads?

At VixShield we approach Value at Risk not as an academic exercise but as a practical stewardship tool aligned with Russell Clark's SPX Mastery methodology. Our core strategy centers on 1DTE SPX Iron Condors placed daily at 3:05 PM CST after the SPX close. This After-Close PDT Shield timing combined with our Set and Forget rules means we define risk completely at entry and rely on the Theta Time Shift mechanism for any recovery rather than intraday stops. Because of this we calculate VaR using a 95 percent confidence level over a strict one-day time horizon. The 99 percent one-week horizon mentioned in some circles would overstate our actual exposure given that every position expires the next trading day and we never carry overnight gamma or vega beyond that single session. Our proprietary EDR indicator blended with RSAi skew analysis determines the exact strike wings for each of the three risk tiers Conservative at 0.70 credit Balanced at 1.15 credit and Aggressive at 1.60 credit. Historical backtests from 2015 through 2025 show the Conservative tier winning approximately 90 percent of trading days which translates to an empirical one-day 95 percent VaR that rarely exceeds 1.8 percent of the allocated capital per trade. Position sizing is capped at 10 percent of account balance so even in a tail event the portfolio-level one-day 95 percent VaR stays under 0.5 percent of total equity before any ALVH protection. The Adaptive Layered VIX Hedge adds another dimension. By maintaining short 30 DTE medium 110 DTE and long 220 DTE VIX calls in a 4/4/2 ratio the ALVH reduces drawdowns by 35 to 40 percent during volatility spikes without requiring us to widen our VaR horizon. When VIX sits at its current level of 17.95 we remain in a regime where all three Iron Condor tiers are available under our VIX Risk Scaling rules yet the one-day 95 percent VaR framework still governs capital allocation. This keeps us disciplined avoids the False Binary of either over-leveraging or abandoning the system and lets the Unlimited Cash System compound with an 82 to 84 percent overall win rate and maximum drawdowns historically contained to 10 to 12 percent. All trading involves substantial risk of loss and is not suitable for all investors. To see exactly how we integrate VaR into our daily workflow and to access the full EDR indicator plus live signal examples we invite you to explore the SPX Mastery resources at vixshield.com.