Pro Algo Trading | AlgoKing
Recent
week 3 november - steady progress, thanksgiving week prep
·165 words
week 3 done.
steady week. nothing exciting.
sometimes boring is good.
weekly numbers # starting (nov 10): $513,840
saturday with A - anniversary planning, she suspects something
·388 words
saturday night.
A. definitely suspects something.
the detective work # she’s been watching me.
“you’re on your phone a lot lately.”
vix term structure algo - contango/backwardation trading
·776 words
been researching VIX term structure trades.
contango vs backwardation. predictable patterns.
finally got an algo working.
the concept # contango: front month VIX < back month VIX
week 2 november - post-election normalization, back to full sizing
·185 words
week 2 done.
back to normal.
weekly numbers # starting (nov 3): $510,180
ending (nov 9): $513,840
week 2 gain: +$3,660 (+0.72%)
post-election rally - adding back positions, hedges closed
·202 words
election resolved.
market rallying.
adding back.
the outcome # clear winner declared wednesday morning.
market loved the certainty.
election night - watching, not trading, wild swings
·223 words
election night.
watching everything. trading nothing.
the action # 7pm EST: polls closing, futures flat
9pm EST: swing states too close to call, futures dip -0.5%
election week prep - hedges set, sizing cut, ready to watch
·278 words
tuesday is election day.
everything is set.
current positioning # account: $510,180
hedges:
VIX 25 calls (2 contracts): $1,840 cost SPY 505 puts (3 contracts): $1,420 cost total hedge cost: $3,260 (0.64% of account) position sizing: reduced 40%
october wrap - earnings season delivers, +2.81%, ytd +16.49%
·648 words
october done.
earnings season delivered.
second best month of 2025.
october final numbers # starting (oct 1): $496,220