week 2 june done.
continuing modest trend.
stable conditions = consistent execution.
week 2 trades (june 10-14) #
monday 6/10: 2 trades, 2 wins. +$920
tuesday 6/11: 3 trades, 2 wins. +$680
wednesday 6/12: 1 trade, 1 win. +$460
thursday 6/13: 2 trades, 1 win. +$340
friday 6/14: 2 trades, 2 wins. +$780
week total: 10 trades, 8 wins (80%). +$3,180
account status #
june 7: $424,900
june 14: $428,080
week 2: +$3,180 (+0.75%)
june MTD (2 weeks): +$5,220 (+1.24%)
ytd: +$61,880 (+16.9%)
approaching 17% ytd.
comparing two weeks #
week 1: +$2,040 (75% wr, 8 trades)
week 2: +$3,180 (80% wr, 10 trades)
improvement but still modest.
both weeks positive.
sustainable pace.
market conditions #
VIX: 15-17 range
avg VIX: 15.8
perfect for mean reversion.
correlation: 0.48 (low)
regime stability: 0.84 (very stable)
ideal conditions continuing.
slippage improvement #
week 2: 1.7 ticks avg
week 1: 1.9 ticks
improvement as volume decreases.
chicago colo paying off.
strategy breakdown #
regime-adaptive mean reversion:
low vol (7 trades): 6 wins, 1 loss (86% wr)
medium vol (3 trades): 2 wins, 1 loss (67% wr)
low vol regime dominating.
exactly where strategy thrives.
risk management #
position size: $1,500 full size
circuit breaker: not triggered
max losing streak: 1 (happened 2x)
filters: 65% acceptance rate
regime confidence: 0.84 avg
everything normal.
june projection #
2 weeks complete: +$5,220
2 weeks remaining
if pattern continues:
week 3: +$2,000 to +$3,000
week 4: +$2,000 to +$3,000
june total estimate: +$9,200 to +$11,200 (+2.2% to +2.6%)
modest month as expected.
ytd sustainability #
current ytd: +16.9%
annual target: 15-18%
already in target range.
rest of year:
7 months remaining.
can have:
- 4 flat months
- 2 modest months
- 1 losing month
still finish 15-18% annual.
zero pressure.
comparing to may #
may total: +$3,500 (+0.83%)
june MTD (2 weeks): +$5,220 (+1.24%)
june already exceeded may.
with 2 weeks remaining.
normal variance.
what’s working #
1. stable market regime
VIX 15-17 perfect for strategy.
2. chicago latency
1.7 tick avg slippage = excellent.
3. filter discipline
65% acceptance = not forcing trades.
4. psychological stability
living with A. = routine = calm execution.
what could go wrong #
potential risks:
VIX spike >22 (would reduce trades)
correlation increase >0.7 (reduces edge)
regime shift (would trigger circuit breaker)
none currently present.
monitoring daily.
therapy session (6/10) #
dr. r: “june going well. +5k in 2 weeks.”
me: “yeah. modest but consistent.”
dr. r: “how’s stress level?”
me: “low. conditions good. no pressure to match april. already hit annual target.”
dr. r: “and relationship?”
me: “7 months living together. routine locked. works great.”
dr. r: “sex life still good?”
me: “yeah. 18 places on the list. she keeps finding new spots.”
dr. r: shifts in chair again
me: “you good?”
dr. r: “yes. just… that’s adventurous.”
she’s definitely turned on when we talk about this.
A. and i both notice it.
we find it funny.
week 3 expectations #
similar to weeks 1-2.
modest gains if conditions hold.
VIX forecast: 14-18 range.
if forecast accurate:
week 3 should be +$2k to +$3k.
acceptable.
tonight #
week 2 june.
+$3,180.
80% win rate.
june MTD: +$5,220 (1.24%).
ytd: +16.9%.
modest sustainable trading.
2 weeks remaining.
3:18am monday. week 2 june complete. +$3,180 (0.75%). 80% win rate across 10 trades. june MTD +$5,220 (1.24%) already exceeded may total. VIX 15-17 optimal range. ytd +16.9% in target. week 3 similar expectations. sustainable pace maintained.
-AK