Pro Algo Trading | AlgoKing

momentum strategy has 5 wins, 0 losses. time to explain how it works. core concept # capture trending moves after consolidation breaks.

september started. first trading day strong. friday 9/1 trades # mean reversion: TLT call spread +$425 momentum: SPX breakout +$540

august done. best month yet. final numbers # goal: +$4,000 actual: +$6,340 beat goal by: +$2,340 (58.5% over target)

one week left in august. currently at +$5,575. targeting +$6,000 by month end. week 4 starts strong # monday 8/21:

added gap detection after august 14 loss. been running it 4 days. already proving useful. the filter logic # skip trading if:

went live with momentum strategy monday. ran it alongside mean reversion all week. first week results in. strategy recap # mean reversion (existing): trade in ranging markets, high win rate, small consistent wins

perfect streak ended. 11 straight winners in august. hit my first loser monday. monday 8/14 trade # SPX put spread

august week 2 done. beat monthly goal 2 weeks early. week 2 trades # monday 8/7: +$385 (GLD put spread) tuesday 8/8: +$340 (TLT call spread) wednesday 8/9: +$405 (SPX put spread) thursday 8/10: +$295 (IWM call spread) friday 8/11: +$380 (QQQ put spread) saturday 8/12: no trades (personal day with A.)

been storing market data in regular postgres. works but slow for time-series queries. migrated to timescaledb this week. 10x speedup on historical queries. got the idea from NexusFi algo infrastructure discussions about optimizing market data storage. someone mentioned timescaledb and i researched it.

been running mean reversion strategies for 4 months. works well. 87% win rate in july. but: only trades when price reverts. misses trending moves. the idea # add momentum overlay to existing system.