Appendix A: Strategy Selection Decision Tree
"There is no 'right strategy' — only strategies that match _conditions."_
The tree below answers the question "given my view, what should I open?" It is guidance, not law — your journal will eventually refine it for your own setups.
Expiration Selection Sub-Tree
|
If your view horizon does not match a clear expiration regime, the trade does not yet exist. Match expiration to horizon plus a buffer. See Chapter 11 for the full framework. |
IV Rank → Preferred Strategy Mapping
| IV Rank | Strategies that work well | Strategies to avoid |
|---|---|---|
< 30 (low) |
Long options, calendars, debit spreads |
Credit spreads (premium too thin) |
30-60 (moderate) |
Most strategies workable |
Extreme high-IV or low-IV plays |
> 60 (high) |
Credit spreads, condors, short premium (with risk-defined wings) |
Long premium (paying for elevated IV) |
> 90 (extreme) |
All premium-selling strategies (potential crisis signal) |
Long premium (fire-sale fee) |