april done.
strong month.
strategy validation complete.
april final numbers #
starting (apr 1): $395,900
ending (apr 30): $419,360
april gain: +$23,460 (+5.9%)
trades: 53
wins: 39
losses: 14
win rate: 74%
Figure 1: April daily P&L showing consistent profitability across all 4 weeks. Started month ramping position size week 1 ($800-1,200), moved to full $1,500 size weeks 2-4. Only 3 losing days entire month. Account progression from $395,900 to $419,360. Adaptive regime detection prevented drawdowns during volatility spikes Apr 16 and Apr 24.
weekly breakdown #
Figure 2: Week-by-week performance showing improvement through month. Week 1 ramping size (+$2,400, 69% wr), Week 2 full size validation (+$7,000, 69% wr), Week 3 optimization peak (+$7,720, 83% wr), Week 4 consistency maintained (+$6,340, 75% wr). Win rate averaged 74% for month. Each week profitable demonstrating strategy reliability.
week 1 (ramping): +$2,400, 69% win rate, 13 trades
week 2 (full size): +$7,000, 69% win rate, 13 trades
week 3 (peak): +$7,720, 83% win rate, 12 trades
week 4 (consistent): +$6,340, 75% win rate, 12 trades
every week profitable.
strategy performance #
Figure 3: Regime-adaptive mean reversion dominated April performance. Low vol regime (VIX <15) produced 22 trades @ 82% win rate. Medium vol regime (VIX 15-20) had 28 trades @ 71% win rate. High vol regime (VIX >20) only 3 trades @ 67% win rate - strategy correctly reduced activity in uncertain conditions. Adaptive parameters prevented overtrading during regime transitions.
regime-adaptive mean reversion:
- low vol (22 trades): 18 wins, 4 losses (82% wr)
- medium vol (28 trades): 20 wins, 8 losses (71% wr)
- high vol (3 trades): 2 wins, 1 loss (67% wr)
regime detection working perfectly.
fewer trades in high vol = capital preservation.
comparing to march testing #
march 2024 (testing phase):
- position size: $100-400 (tiny)
- trades: 34
- win rate: 59%
- pnl: +$1,100 (+0.28%)
- purpose: validate adaptive strategy
april 2024 (execution phase):
- position size: $800-1,500 (full)
- trades: 53
- win rate: 74%
- pnl: +$23,460 (+5.9%)
- purpose: execute validated strategy
march testing paid off massively.
found regime detection bugs at tiny size.
fixed before scaling.
saved potential $20k+ disaster.
ytd 2024 progress #
january: +$27,200 (+7.4%) - notable
february: +$1,400 (+0.36%) - flat reality check
march: +$1,100 (+0.28%) - testing phase
april: +$23,460 (+5.9%) - standout
ytd total: +$53,160 (+14.5%)
starting balance (jan 1): $366,200
current balance (apr 30): $419,360
performance sustainability analysis #
ytd pace: +14.5% in 4 months
annualized: ~43%
target annual: +15-18%
reality check:
january + april = 2 notable months.
february + march = flat/testing.
need 8 months flat/losing to stay in target.
may-december expectation:
- 4-5 flat months (+0% to +1%)
- 2-3 modest months (+1% to +2%)
- 1-2 losing months (-1% to -3%)
this brings annual to sustainable 15-18%.
slippage improvement tracking #
march: 2.4 ticks avg
april week 1: 1.8 ticks
april week 2: 1.9 ticks
april week 3: 1.6 ticks
april week 4: 1.7 ticks
april avg: 1.7 ticks
improvement: 0.7 ticks = $210/month saved
limit orders with 2-tick buffer working.
risk management stats #
position sizing:
- week 1: ramped $800 → $1,200
- weeks 2-4: consistent $1,500
circuit breaker: never triggered
max drawdown: -$890 (0.2%)
max losing streak: 2 losses (happened 1x)
filters: 57% acceptance rate
regime confidence avg: 0.86 (high stability)
risk controls working perfectly.
market environment #
VIX range: 14-19
avg VIX: 16.2
regime: primarily low-medium vol
correlation: 0.44 avg (low)
conditions: ideal for mean reversion
when market gives perfect conditions, strategy capitalizes.
comparing to 2023 #
april 2023:
- still learning
- $180k loss year
- testing strategies
- small size
- struggling
april 2024:
- strategies proven
- validated approach
- full size confident
- crushing it
- +$23,460 month
1 year transformation.
lessons from april #
1. testing prevents disasters
march tested tiny size for 4 weeks.
found bugs cheap.
april executed with confidence.
patience paid $23k.
2. regime adaptation essential
static parameters fail.
adaptive parameters thrive.
74% win rate proves it.
3. execution matters
slippage improved 0.7 ticks.
small edges compound.
$2,520/year impact.
4. impressive months rare
january + april = 2 standout.
can’t expect monthly.
mean reversion applies to performance.
5. discipline during wins
didn’t get greedy.
didn’t overtrade.
system followed.
may preview #
expectations:
april notable won’t repeat.
may could be:
- flat (+0% to +1%) - likely
- modest (+1% to +2%) - possible
- losing (-1% to -3%) - acceptable
all outcomes fine.
focus: execute system, preserve capital.
no pressure to match april.
comparing strong months 2024 #
january: +$27,200 (+7.4%), 68 trades, 76% wr
april: +$23,460 (+5.9%), 53 trades, 74% wr
both during ideal conditions.
can’t force strong months.
can only execute when conditions align.
therapy reflection (4/25) #
dr. r: “april impressive performance. how do you feel?”
me: “grateful but realistic.”
dr. r: “realistic how?”
me: “this won’t repeat monthly. market gave perfect conditions. i executed. can’t expect this every month.”
dr. r: “you’re managing expectations proactively.”
me: “yeah. january crushed, then february flat. pattern repeats. april crushed, may probably struggles.”
dr. r: “acceptance of variance is mature trading psychology.”
exactly.
what’s working #
strategy: adaptive regime detection
execution: improved slippage control
risk management: consistent sizing, filters
psychology: disciplined, realistic expectations
relationship: stable home life, A. supportive
routine: locked schedule, no distractions
all systems aligned.
tonight (apr 30, 11:24pm) #
april done.
+$23,460 (+5.9%).
74% win rate.
second notable month 2024.
march testing validated adaptive strategy.
april execution proved it works at scale.
ytd +$53,160 (+14.5%).
may begins tomorrow.
realistic expectations.
execute system.
accept variance.
11:24pm apr 30. april wrap. +$23,460 (5.9%). 74% win rate across 53 trades. second notable month 2024 (january +7.4%, april +5.9%). march testing paid off - validated adaptive regime strategy. ytd +14.5%. annualized pace 43% unsustainable. expect correction may-dec. strategy working. execution improving. discipline maintained.
-AK