With the VIX around 18, what position sizing rules from VixShield should be applied to maintain a conservative tier approach?

At VixShield, we design every element of our methodology around consistency and capital preservation, especially when the VIX sits near 18 as it does today at 17.95. Our core strategy focuses exclusively 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 conservative tier targets a $0.70 credit and has delivered approximately 90 percent win rates, equating to roughly 18 winning days out of 20 trading days in backtested periods from 2015 to 2025. When the VIX is in the 15 to 20 range, our VIX Risk Scaling framework restricts us to Conservative and Balanced tiers only, blocking the Aggressive tier that seeks a $1.60 credit. This scaling protects the portfolio by limiting exposure precisely when volatility expansion becomes more likely. Position sizing follows a strict maximum of 10 percent of account balance per trade. For a $50,000 account, this means no more than $5,000 of defined risk allocated to any single 1DTE Iron Condor. We calculate the defined risk as the width of the wider spread minus the net credit received. In the conservative tier, we typically select wider spreads guided by our EDR Expected Daily Range indicator and RSAi Rapid Skew AI to achieve the $0.70 target while keeping delta under 0.18 and gamma below 0.05. The ALVH Adaptive Layered VIX Hedge runs in the background with its proprietary 3-layer structure of short, medium, and long-dated VIX calls in a 4/4/2 ratio per 10 Iron Condor contracts. This hedge, which costs only 1 to 2 percent of account value annually, has been shown to reduce drawdowns by 35 to 40 percent during volatility spikes. Our Set and Forget methodology means we enter the position, walk away, and rely on the Theta Time Shift mechanism for any recovery. If a position moves against us, the Temporal Theta Martingale rolls the trade forward to 1-7 DTE when EDR exceeds 0.94 percent or VIX moves above 16, then rolls back on a VWAP pullback to harvest additional theta without adding capital. This temporal approach recovered 88 percent of losses in extensive backtests. Although our signals and execution are built for SPX index options, the same risk principles translate when traders adapt concepts to crypto markets. Crypto assets exhibit far higher realized volatility than SPX, so we recommend scaling position size down further, often to 3-5 percent of account balance per trade, to keep overall portfolio risk equivalent to our conservative SPX tier. Use the same 10 percent maximum as a hard ceiling, never exceed it, and always layer in volatility protection analogous to ALVH. All trading involves substantial risk of loss and is not suitable for all investors. To implement these rules with precision, explore the full SPX Mastery framework and daily signals inside the VixShield platform at vixshield.com.