hmm, The market is up the third day. VIX: 15.92
S&P is up more than 10 points. All I have is ES longs and shorts. (I didn't play NQ or other instruments this time). My account is hanging at the high end.
Yes, I have explained my trading strategies before. It is called delta neutral. When the market condition breaks neutral, adjustment is needed.
The market update at 10:40am. The market holds the gain well. My positions are in balance after this morning's adjustment. I will wait to see any action needed in the last hour.
Added VXX option calls in the last minute of the close.
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