I'm personally holding. It feels strange to not give a trade like this at least a day or two, given how volatile the underlying is. This adds risk, but given how the backtest works (only using EOD pricing) it doesn't seem right to stop-loss out on the first fluctuation down.
I think that would add more losers than winners (getting out the first time you cross 40% intraday most likely adds winners to the backtest, though probably lowering average win overall).