week 4 may done.
conditions improved.
modest recovery.
week 4 trades (may 20-24) #
monday 5/20: 2 trades, 2 wins. +$780
tuesday 5/21: 3 trades, 2 wins. +$920
wednesday 5/22: 2 trades, 1 win. +$340
thursday 5/23: 2 trades, 2 wins. +$860
friday 5/24: 2 trades, 1 win. +$420
week total: 11 trades, 8 wins (73%). +$3,320
account status #
may 17: $419,540
may 24: $422,860
week 4: +$3,320 (+0.79%)
may total (4 weeks): +$3,500 (+0.83%)
modest but positive.
what changed #
VIX dropped:
week 3: avg 24.8 (high vol)
week 4: avg 17.2 (medium vol)
back in my optimal range (14-19).
correlation decreased:
week 3: 0.84 (very high)
week 4: 0.54 (moderate)
diversification working again.
regime stability:
week 3: 0.42 (chaotic)
week 4: 0.81 (stable)
confidence high, filters passing more setups.
comparing 4 weeks may #
week 1: +$80 (44% wr, rough start)
week 2: +$1,100 (67% wr, survival mode)
week 3: -$1,000 (25% wr, circuit breaker)
week 4: +$3,320 (73% wr, recovery)
total: +$3,500 (+0.83%)
flat month but positive.
position sizing progression #
week 3: $900 (reduced for high vol)
week 4: back to $1,500 (full size)
conditions justified increase.
VIX stable 14-19 = full size appropriate.
risk management check #
circuit breaker: not triggered
max losing streak: 1 loss (happened 3x)
filters: passed 58% of signals (normal range)
regime confidence: 0.81 avg (high)
all systems green.
slippage improvement #
may avg: 2.0 ticks
week 4: 1.8 ticks
improving as vol stabilizes.
closer to april levels (1.7 ticks).
comparing to april #
april: +$23,460 (+5.9%)
may: +$3,500 (+0.83%)
difference: -$19,960 (-5.07%)
massive variance but both acceptable.
april = notable.
may = normal.
this is sustainable algo trading.
ytd update #
Q1: +$29,700 (8.1%)
april: +$23,460 (5.9%)
may: +$3,500 (0.83%)
ytd: +$56,660 (+15.4%)
crossed 15% annual target.
rest of year can be flat/losing and still hit target.
no pressure.
lessons from may #
1. variance is normal
april notable won’t repeat monthly.
may flat = acceptable.
2. circuit breakers save accounts
week 3 pause prevented disaster.
3. conditions matter
VIX >22 = struggle.
VIX 14-19 = thrive.
4. patience pays
didn’t force trades in wrong conditions.
waited for regime to improve.
5. discipline works
followed system through variance.
no revenge trading.
therapy tuesday (5/21) #
dr. r: “may wrapping up. how do you feel about flat month?”
me: “fine. expected it after april.”
dr. r: “what about week 3 losses?”
me: “circuit breaker worked. paused, reviewed, returned calmly.”
dr. r: “you’re accepting variance.”
me: “yeah. can’t win every month. may flat is normal after april impressive.”
dr. r: “that’s mature trading psychology.”
exactly.
living with A. - normalcy #
week 4 trading:
steady wins, calm routine.
came home in good mood most nights.
A.: “better week?”
me: “yeah. VIX calmed down. back to normal conditions.”
A.: “you seem less stressed.”
me: “because market cooperating again. week 3 was chaos.”
stable relationship = stable psychology.
monthly projection complete #
final week may projection:
+$3,500 total (actual).
projected: +$1,680 to +$4,180.
hit mid-range.
looking ahead june #
expectations:
may showed normal month after impressive april.
june likely similar:
- modest month (+1% to +2%)
- or flat month (+0% to +1%)
- possibly losing month (-1% to -3%)
all acceptable.
ytd already at 15% target.
what success looks like #
may success:
preserved capital through high vol.
circuit breaker prevented disaster.
recovered when conditions improved.
ended month positive.
that’s sustainable trading.
tonight #
week 4 may.
+$3,320.
73% win rate.
may total: +$3,500 (+0.83%).
april notable followed by may normal.
variance accepted.
system working.
3:08am sunday. week 4 may complete. +$3,320 (73% wr). may total +$3,500 (0.83%). VIX calmed 24→17, back in optimal range. april +5.9%, may +0.83% = normal variance. ytd +$56,660 (15.4%) crossed annual target. sustainable trading demonstrated.
-AK