IVR filter to add.

Having IV rank as an entry filter, especially for DCs on QQQ would be a significant improvement. Its far more accurate that VIX / VIX9D for QQQ.

Been able to filter out DC entries when IV rank is high has a profound improvement on the results!

Currently I have had to source IV data for the last 4 yrs and use it calculate my own IVR to obtain those dates when IVR > certain values and then plug those dates into OO to blacklist them. For longer dated DC's its more beneficial.

I've tested IVR with the standard 1yr lookback and custom 6 month lookback, 3 month lookback, 1 month look back, IV Percentile - the standard IVR (which is 1yr lookback) is the most reliable.

DC's for life!