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week 1 june - modest start, realistic expectations after may flat

week 1 june done.

modest start.

exactly what expected after may flat.

week 1 trades (june 3-7)
#

monday 6/3: no trades (memorial day)

tuesday 6/4: 3 trades, 2 wins. +$740

wednesday 6/5: 2 trades, 1 win. +$280

thursday 6/6: 2 trades, 2 wins. +$680

friday 6/7: 1 trade, 1 win. +$340

week total: 8 trades, 6 wins (75%). +$2,040

account status
#

june 1: $422,860

june 7: $424,900

week 1: +$2,040 (+0.48%)

ytd: +$58,700 (+16.0%)

crossed 16% ytd.

market conditions
#

VIX range: 16-18

avg VIX: 16.8

optimal range for my strategy.

correlation: 0.51 avg (moderate)

regime stability: 0.79 (stable)

conditions good but not significant.

comparing to may
#

may week 1: +$80 (0.02%)

june week 1: +$2,040 (0.48%)

improvement but still modest.

both acceptable.

slippage tracking
#

june week 1: 1.9 ticks avg

april avg: 1.7 ticks

may avg: 2.0 ticks

slight improvement from may.

conditions matter.

risk management
#

position size: $1,500 (full size)

circuit breaker: not triggered

filters: 62% acceptance rate

regime confidence: 0.79 avg

max drawdown: -$420 (0.1%)

all systems normal.

strategy performance
#

regime-adaptive mean reversion:

low vol (5 trades): 4 wins, 1 loss (80% wr)

medium vol (3 trades): 2 wins, 1 loss (67% wr)

strategy working as designed.

expectations vs reality
#

expected: modest week (+$800 to +$1,600)

actual: +$2,040

slightly above expectation.

not impressive, not struggling.

normal variance.

ytd sustainability check
#

ytd: +16.0% in 5 months

target: 15-18% annual

already exceeded low end.

rest of year pressure: zero.

june-december can be:

  • 4-5 flat months
  • 2-3 modest months
  • 1-2 losing months

still finish 15-18%.

what’s working
#

1. circuit breaker protocol

saved account in may week 3.

psychological safety net in place.

2. regime adaptation

strategy adjusts to VIX automatically.

no manual intervention needed.

3. realistic expectations

may flat after april strong = accepted.

june modest = also accepted.

4. stable personal life

living with A. 7 months.

routine locked.

therapy check-in (6/3)
#

dr. r: “june starting. how do you feel about may flat?”

me: “fine. expected it.”

dr. r: “and june so far?”

me: “week 1 modest. +$2k. normal.”

dr. r: “you’re not chasing april strong.”

me: “can’t force wins. conditions dictate results. my job is execute system, accept outcomes.”

dr. r: “that’s mature psychology.”

exactly.

week 2 preview
#

expectations:

similar to week 1.

modest gains or flat acceptable.

focus:

execute system.

follow filters.

preserve capital.

no pressure.

tonight
#

week 1 june.

+$2,040.

75% win rate.

modest start = realistic trading.

ytd 16%.

execute system.

accept variance.


2:31am monday. week 1 june complete. +$2,040 (0.48%). 75% win rate across 8 trades. VIX 16-18 optimal range. ytd +16.0% exceeded annual target. june modest expectations maintained. week 2 begins tomorrow.

-AK

Related

may wrap - variance accepted, discipline maintained after april high
may done. flat month after strong april. variance accepted. may final numbers # starting (may 1): $419,360 ending (may 31): $422,860
week 1 may - reality check, flat start after april high
week 1 may done. reality check arrived. april won’t repeat. week 1 trades (apr 29 - may 3) # monday 4/29: market closed (observed holiday)
week 4 may - modest recovery as conditions improve
week 4 may done. conditions improved. modest recovery. week 4 trades (may 20-24) # monday 5/20: 2 trades, 2 wins. +$780
week 3 may - first losing week 2024, discipline tested
week 3 may done. first losing week 2024. discipline tested. week 3 trades (may 13-17) # monday 5/13: 2 trades, 0 wins. -$880
april wrap - strong month, strategy validation complete
april done. strong month. strategy validation complete. april final numbers # starting (apr 1): $395,900 ending (apr 30): $419,360
week 4 april - finishing month strong, staying disciplined
week 4 april done. month wrapping up. staying disciplined. week 4 trades (apr 22-26) # monday 4/22: 2 trades, 2 wins. +$1,640