week 3 march done.
still testing adaptive strategy.
patience required.
week 3 trades (mar 18-22) #
monday 3/18: 2 trades, 1 win. +$140
tuesday 3/19: 3 trades, 2 wins. +$220
wednesday 3/20: 2 trades, 1 win. +$105
thursday 3/21: 3 trades, 2 wins. +$185
friday 3/22: waiting (still morning)
week 3 total (4 days): 10 trades, 6 wins (60%). +$650
position sizing update #
week 2: $100 per trade
week 3: $200 per trade (after hitting 60% threshold)
increased size mid-week wednesday.
win rate held at 60%.
confidence building.
account status #
mar 12: $394,818
mar 21: $395,468
march total: +$668
still basically flat month.
testing phase = not about profit.
adaptive strategy performance #
regime detection working better:
3-hour intraday confirmation.
caught 4 regime shifts this week.
only 1 false trigger (tuesday).
80% accuracy on regime classification.
acceptable.
slippage still high:
averaging 2.5 ticks per trade.
added 0.2 std dev buffer to entries.
helps but not perfect.
parameters adapting correctly:
low vol (2 days): tight stops, aggressive entries
medium vol (1 day): moderate stops
high vol (1 day): wide stops, conservative entries
working as designed.
comparing weeks #
week 1 (paper): 67% win rate, $2,840 simulated
week 2 (live $100): 50% win rate, $18 real
week 3 (live $200): 60% win rate, $650 real
improvement.
still below paper trading but getting closer.
the impatience problem #
been testing 3 weeks.
only made $668.
part of me wants to jump to full size.
“strategy is working, 60% win rate, just increase size.”
but march 2023 flashback:
felt same way.
jumped to full size too early.
lost $40k.
patience required.
therapy tuesday (3/19) #
dr. r: “how’s testing going?”
me: “good. 60% win rate. but only making $200-300 per week.”
dr. r: “and that bothers you?”
me: “yeah. could be making $2-3k per week at full size.”
dr. r: “or could be losing $2-3k per week if strategy breaks.”
me: “…true.”
dr. r: “what’s the rush?”
me: “january made $27k. february flat. march flat. feels like wasting time.”
dr. r: “or building foundation so april-december can be consistent?”
me: “yeah. i know you’re right. just impatient.”
dr. r: “impatience killed you in march 2023. patience saved you in march 2024.”
needed to hear that.
living with A. - normalcy #
week 3 march = normal.
no drama.
no fights.
just… routine.
mornings:
wake 4am.
trade 6:30-10am (testing).
breakfast with A. 10am.
evenings:
gym 6pm.
dinner 7:30pm.
code/review backtests 8-10pm.
weekends:
saturday: her time (shopping, friends, whatever).
sunday: my time (strategy work, gym, rest).
comfortable.
the places list #
saturday night (mar 16).
good testing week.
A. in playful mood after girls night.
A.: “list?”
me: “where?”
A.: “shower. right now.”
shower, 11pm:
hot water.
steam everywhere.
she was up against the tile wall.
both came hard.
places list updated: shower, late night, steam, hot water, almost slipped.
march plan update #
original plan:
week 1: paper trade
week 2: $100 size
week 3: $200 size
week 4: $400 size
april: full size if validated
reality check:
hitting milestones but not rushing.
updated plan:
week 4 (mar 25-29): $400 size IF win rate stays >55%
early april (apr 1-5): $800 size IF still working
mid april: full size ($1,500) IF confidence high
slower ramp = safer.
slippage analysis #
week 3 data:
10 trades.
average slippage: 2.4 ticks.
cost: $24 per trade avg.
on $200 size: $24 = 12% of position.
on full $1,500 size: $24 = 1.6% of position.
slippage impact decreases with size.
another reason to increase gradually.
market conditions #
VIX: 17-20 range (medium vol)
regime shifts: 4 times this week
correlation: moderate (0.6)
conditions ideal for testing.
not too calm.
not too chaotic.
good environment to validate adaptive params.
monthly projection #
march progress (3 weeks):
week 1: paper trading
week 2: +$18
week 3: +$650
total: +$668
final week projection: +$300-500
march end: +$968 to +$1,168 total
~0.25% to 0.30% gain.
way below january (+7.4%).
realistic for testing month.
tonight #
week 3 march testing.
increased to $200 size.
60% win rate maintained.
patience paying off.
march 2023: rushed, lost $40k.
march 2024: patient, learning, profitable.
this is the way.
2:52am friday. week 3 march testing. increased to $200 size after hitting 60% win rate. 10 trades, 6 wins, +$650 week. march total +$668 (basically flat). regime detection working better. slippage still high but manageable. patience required - not rushing to full size. march 2023 flashback reminder.
-AK