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march wrap - testing month, foundation built for Q2

march done.

testing month complete.

foundation built for Q2.

march final numbers
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starting (mar 1): $394,800

ending (mar 31): $395,900

march gain: +$1,100 (+0.28%)

trades: 34

wins: 20

losses: 14

win rate: 59%

March Testing Period

Figure 1: March testing period showing flat account progression during strategy validation. Week 1 paper trading (no real money), Week 2 live at $100 size, Week 3 $200 size, Week 4 $400 size. Account barely moved during testing - capital preservation successful. Testing phase = risk management.

weekly breakdown
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March Position Size Ramp

Figure 2: Gradual position size ramp through March. Started paper trading at $0 real money (67% win rate), increased to $100 size week 2 (50% win rate as reality hit), then $200 size week 3 (60% win rate improved), ending $400 size week 4 (58% win rate held). Slow ramp = cheap lessons.

week 1 (paper): 12 trades, 67% win rate, $0 real money

week 2 ($100): 4 trades, 50% win rate, +$18

week 3 ($200): 10 trades, 60% win rate, +$650

week 4 ($400): 8 trades, 63% win rate, +$432

total real money: +$1,100

slow ramp worked.

Q1 2024 summary
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Q1 2024 Summary

Figure 3: Q1 performance showing strong January (+7.4%), realistic February (+0.36%), and flat March testing period (+0.28%). Account progressed from $366,200 to $395,900. Q1 YTD: +$29,700 (+8.1%). January was outlier - one of 2x strong months per year allowed. Feb/Mar show sustainable performance.

january: +$27,200 (+7.4%) - notable month

february: +$1,400 (+0.36%) - flat/reality check

march: +$1,100 (+0.28%) - testing phase

Q1 total: +$29,700 (+8.1%)

Q1 annualized pace: ~32%

NOT SUSTAINABLE.

need Q2-Q4 correction.

year to date reality check
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starting balance (jan 1): $366,200

current balance (mar 31): $395,900

ytd gain: +$29,700 (+8.1%)

strong Q1 performance.

adaptive strategy validation
#

testing results:

paper trading: 67% win rate (unrealistic)

live $100-400: 57% win rate (realistic)

issues found and fixed:

  1. regime detection too slow (fixed with 3-hour confirmation)
  2. slippage underestimated (added 0.2 std dev buffer)
  3. fill delays on entries (switched to limit orders with 2-tick buffer)
  4. false regime triggers (confirmation logic improved)

strategy ready for larger size.

april plan
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week 1 (apr 1-5): $800 size

week 2 (apr 8-12): $1,200 size

week 3-4 (apr 15-30): full size $1,500 if validated

target april: +$2-4k (+0.5% to 1%)

conservative ramp.

comparing to march 2023
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march 2023:

tested 2 weeks paper.

jumped to full size immediately.

lost $40k.

march 2024:

tested 4 weeks with gradual size ramp.

found issues at tiny size.

cost $1,100 to learn instead of $40k.

patience paid off.

therapy friday (3/29)
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dr. r: “month of testing complete. how do you feel?”

me: “good. ready to increase size in april.”

dr. r: “confident or overconfident?”

me: “confident. tested thoroughly. found issues. fixed them.”

dr. r: “what if april struggles?”

me: “then back down to smaller size. not committed to full size until proven.”

dr. r: “that’s mature risk management.”

me: “march 2023 taught me expensive lesson. march 2024 showed i learned.”

exactly.

living with A. - 5 months
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moved in: november 1, 2023

today: march 31, 2024

5 months living together.

what’s working:

routine locked.

comfortable silence.

mutual respect for space.

she helps with code bugs.

i clean while she cooks.

what’s still friction:

her mess vs my OCD (ongoing).

bathroom schedule conflicts (solved with 2nd bathroom rule).

coffee mug territorialism (we each have 3 designated mugs now).

but manageable.

relationship stable.

march lessons
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1. testing takes time

4 weeks felt slow.

wanted to rush to full size.

patience prevented disaster.

2. paper trading optimistic

67% win rate paper → 57% live.

reality has friction.

3. gradual ramp works

$0 → $100 → $200 → $400 → next: $1,500.

found issues at each step.

cheap lessons.

4. capital preservation matters

march: +$1,100 (basically flat).

preserved capital while learning.

better than losing testing.

Q2 outlook
#

april: ramp to full size

may: first full month with adaptive strategy

june: evaluate and adjust

Q2 target: +$5-8k total (+1.3% to 2%)

conservative after Q1 significant performance.

tonight (mar 31, 11:12pm)
#

march done.

+$1,100 (+0.28%).

59% win rate.

testing month complete.

adaptive strategy validated.

issues found and fixed.

Q1: +$29,700 (8.1%).

january notable, feb/mar realistic.

Q2 begins tomorrow.

foundation built.


11:12pm mar 31. march wrap. +$1,100 (0.28%). 59% win rate across 34 trades. testing period with gradual size ramp $0→$100→$200→$400. found regime detection issues, slippage problems, fixed before scaling. Q1 total +$29,700 (8.1%) - january standout, need Q2-Q4 correction to sustainable 15-18% annual. april begins full size ramp.

-AK

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