Relentlessly straight up market hurts results ...

Our trading plan is neutral, meaning it pays off if the underlying instrument stays within a specified range for the days the trade is active.

The past ten days, though,  it went up just about too much to handle:

The Russell 2000 was similar but even worse, going up even faster at the wrong time:

My question becomes: is this anomalously ridiculously too much can't last, or do I need to change my strategy to take advantage of it?

One thing I've been doing consistently (though not with the RUT trade that lost 17% this past week) is move the short call strike in ... but only while the market is running within a few points of its record high. For example, I had it at the 2860 strike for last Wednesday's expiration, and this just barely worked as the market closed at 2861 and change and I had sold the spread for $3.95 ... so the profit was cut to about 70% of what it would have been ... or within striking distance of what it would have been if I'd just sold the spread out wider on the call side and gotten maybe $2.00 on it ...

Here's to a flatter week this coming week:

Results now 15 wins, 4 losses (78.9% wins ... probably not good enough if this continues) ... details to follow:

Expiration	Underlying	Long put	Short put	Short call	Long call	Credit Received	Result
07/16/2018/	SPX	2680	2730	2810	2860	$3.60	Won 100%
07/18/2018/	SPX	2700	2750	2820	2870	$3.95	Won 100%
07/20/2018/	SPX	2700	2750	2835	2885	$2.40	Won 100%
07/20/2018 (a.m.)/	NDX	7260	7310	7410	7460	$5.99	Won 100%
07/25/2018	SPX	2705	2755	2835	2885	$2.40	lost 16% of amount at risk
07/27/2018	SPX	2695	2745	2825	2875	$3.50	Won 100%
07/30/2018	SPX	2720	2770	2850	2900	$2.60	Won 100%
08/01/2018	SPX	2730	2780	2870	2920	$2.15	Won 100%
08/03/2018	CMG	430	450	490	510	$1.01	Won 100%
08/03/2018	AMZN	1692.5	1722.5	1887.5	1917.5	$2.60	Won 100%
08/06/2018	SPX	2720	2770	2860	2910	$2.05	Won 100%
08/08/2018	SPX	2740	2790	2860	2910	$2.05	Won 100%
08/10/2018	RUT	1610	1640	1710	1740	$1.53	Won 100%
08/10/2018	AMZN	1737.50	1767.50	1885	1915	$1.79	Lost about 30%
08/13/2018	SPX	2760	2810	2885	2935	$1.65	Won
08/15/2018	SPX	2760	2810	2860	2910	$3.80	Won
08/17/2018 (a.m.)	NDX	7310	7360	7460	7510	$4.42	Lost 7.07%
08/22/2018	SPX	2720	2770	2860	2910	$3.95	Won 70% of possible
08/24/2018	SPX	2745	2795	2880	2930	$3.30	Won 100%
08/24/2018	RUT	1600	1650	1715	1765	$2.16	Lost 17.7%