What is the detailed process for selecting new strikes during a forward roll to 1-7 DTE in the VixShield strategy? How does the EDR formula blend VIX9D and 20-day historical volatility?

At VixShield we follow a precise disciplined process for forward rolls as outlined in Russell Clark's SPX Mastery methodology. When a 1DTE Iron Condor position becomes threatened our Temporal Theta Martingale activates. The forward roll trigger fires when EDR exceeds 0.94 percent or VIX rises above 16. We then roll the threatened position out to between 1 and 7 days to expiration selecting entirely new strikes using the Expected Daily Range indicator. The goal is to capture a net credit of 250 to 500 dollars per contract after covering the original debit fees and adding a modest cushion while keeping delta at or below 0.18 and gamma below 0.05. Strike selection begins with the current SPX level and our proprietary EDR reading. EDR blends short-term implied volatility from VIX9D and realized movement from 20-day historical volatility using the formula EDR equals VIX9D times 0.1 plus 20-day HV times 0.5 multiplied by a regime-based factor between 0.8 and 2.0. This creates three risk-tuned strike recommendations labeled High Medium and Low. For a forward roll we typically target the Medium or Low recommendation on the threatened side to ensure the new wings sit outside the projected daily range with enough buffer for Theta Time Shift recovery. RSAi then performs a final rapid skew assessment incorporating the last four hours of VIX momentum and current VWAP positioning. It adjusts the call or put wing first in five-dollar increments until the exact credit target is achieved typically completing in under 253 milliseconds. Once placed the new 1-7 DTE position benefits from elevated vega during the volatility spike allowing the Temporal Vega Martingale within our ALVH hedge layers to compound gains across short medium and long VIX call positions in a four-four-two contract ratio. On the subsequent pullback when EDR falls below 0.94 percent and SPX trades below VWAP we roll the position back to 0-2 DTE harvesting accelerated theta decay. This time-shifting approach has recovered 88 percent of losses in our 2015-2025 backtests without adding capital or using stop losses. All trading involves substantial risk of loss and is not suitable for all investors. For complete examples and live signal walkthroughs we invite you to explore the SPX Mastery book series and join our VixShield educational resources at vixshield.com.