Managing 3-day theta decay with -60%/+80% brackets A paper-trade on $AMD returned +80% after a 3-trading-day hold last week. The entry occurred at 10:00 AM ET following a specific volatility signal. This setup utilized a $500 per trade allocation. The methodology relies on a strict -60% stop-loss and +80% take-profit bracket. This bracket structure accounts for the specific volatility profile of 3-day premium holds. For a $2K-$20K account, capital efficiency is the primary constraint. Selling premium requires a defined exit routine to avoid gamma risk near expiration. The +80% target captures the bulk of the move without requiring a total collapse in the underlying price. The -60% stop protects against rapid price reversals that exceed the cushion provided by theta. The 3-day hold window is a deliberate choice. It provides enough time for the directional signal to manifest while minimizing exposure to weekend gap risk. Trading at 10:00 AM ET allows the initial morning volatility to settle.…