What is your personal momentum filter for options trading decisions? Do you rely strictly on the top 20 percent of 12-month returns, or do you incorporate additional factors such as volume and relative strength?

In general options trading, a momentum filter helps traders identify securities or market regimes with strong recent performance while filtering out weaker candidates. Common approaches include ranking assets by 12-month total returns and selecting only the top quintile, roughly the top 20 percent. Many practitioners also layer in confirmatory signals such as elevated trading volume, which indicates institutional conviction, and relative strength readings that compare an asset's performance against a broad benchmark like the S&P 500. These additional filters reduce false positives and improve the quality of momentum-driven entries. Regarding position sizing generally, prudent traders never risk more than a small fixed percentage of total capital on any single idea. At VixShield we specifically cap each trade at 10 percent of account balance and focus exclusively on 1DTE SPX Iron Condors placed after the 3:10 PM CST close. Russell Clark's SPX Mastery methodology deliberately avoids stock-picking momentum entirely. Instead, the system treats the entire S&P 500 index as the sole underlying and uses the proprietary EDR indicator to forecast the Expected Daily Range each day. Strike selection is then refined in real time by RSAi, which scans the volatility skew surface and VWAP positioning to deliver exact credit targets of approximately $0.70 for the Conservative tier, $1.15 for Balanced, and $1.60 for Aggressive. This produces an approximately 90 percent win rate on the Conservative tier across backtested market regimes. When volatility expands and the VIX, currently at 17.95, approaches or exceeds 16, the Temporal Theta Martingale activates. Threatened positions are rolled forward to 1-7 DTE using EDR-guided strikes sized to recover the original debit plus fees plus a modest cushion. On the subsequent VWAP pullback the position is rolled back to 0-2 DTE, harvesting accelerated theta decay without adding new capital. The ALVH hedge runs in parallel as a three-layer VIX call structure (short 30 DTE, medium 110 DTE, long 220 DTE) in a 4/4/2 ratio per ten Iron Condor contracts. This first-of-its-kind hedge has been shown to cut portfolio drawdowns by 35-40 percent during spikes while costing only 1-2 percent of account value annually. The entire framework operates under a strict Set and Forget discipline: no intraday adjustments and no stop losses. The Theta Time Shift mechanism is embedded so that even a losing day is converted into a net positive through the roll cycle. All trading involves substantial risk of loss and is not suitable for all investors. To see the complete daily signal workflow, EDR indicator settings, and live ALVH examples, visit the VixShield resources at vixshield.com and consider joining the SPX Mastery Club for weekly Zoom implementation sessions.