week 4 june done.
recovery from week 3 pullback.
VIX normalized, back to optimal range.
week 4 trades (june 24-28) #
monday 6/24: 2 trades, 2 wins. +$840
tuesday 6/25: 3 trades, 2 wins. +$680
wednesday 6/26: 2 trades, 2 wins. +$920
thursday 6/27: 1 trade, 0 wins. -$460
friday 6/28: 2 trades, 2 wins. +$780
week total: 10 trades, 8 wins (80%). +$2,760
account status #
june 21: $428,420
june 28: $431,180
week 4: +$2,760 (+0.64%)
june total (4 weeks): +$8,320 (+1.97%)
ytd: +$64,980 (+17.7%)
modest june complete.
what changed from week 3 #
VIX normalized:
week 3: avg 19.2
week 4: avg 16.4
back in optimal range.
correlation decreased:
week 3: 0.71
week 4: 0.52
edge returned.
regime stability:
week 3: 0.62
week 4: 0.81
confidence restored.
comparing four weeks june #
week 1: +$2,040 (75% wr, VIX 16.8)
week 2: +$3,180 (80% wr, VIX 15.8)
week 3: +$340 (50% wr, VIX 19.2)
week 4: +$2,760 (80% wr, VIX 16.4)
total: +$8,320 (+1.97%)
3 good weeks, 1 pullback.
normal variance.
slippage improvement #
week 4: 1.8 ticks avg
week 3: 2.3 ticks
week 2: 1.7 ticks
back to normal levels as vol decreased.
risk management #
position size: $1,500 full size
circuit breaker: not triggered
max losing streak: 1 (thursday)
filters: 67% acceptance rate (back up from 42%)
regime confidence: 0.81 avg
all systems normal.
strategy performance #
regime-adaptive mean reversion:
low vol (6 trades): 5 wins, 1 loss (83% wr)
medium vol (4 trades): 3 wins, 0 losses (100% wr)
no high vol trades.
strategy correctly identified optimal conditions.
june final vs projections #
mid-month projection: +$9,200 to +$11,200
actual: +$8,320
difference: -$880 to -$2,880 (week 3 pullback)
still positive modest month.
acceptable outcome.
comparing to previous months 2024 #
january: +$27,200 (+7.4%) - strong
february: +$1,400 (+0.36%) - flat
march: +$1,100 (+0.28%) - testing
april: +$23,460 (+5.9%) - notable
may: +$3,500 (+0.83%) - normal
june: +$8,320 (+1.97%) - modest
pattern: 2 strong, 4 modest/flat.
sustainable.
ytd analysis #
ytd: +$64,980 (+17.7%)
target: 15-18% annual
above target already.
H2 2024 (6 months remaining):
can have:
- 4-5 flat months (+0% to +1%)
- 1-2 losing months (-1% to -3%)
still finish 15-18% annual.
zero pressure rest of year.
lessons from june #
1. variance is constant
weeks 1-2 strong → week 3 pullback → week 4 recovery.
normal pattern.
2. VIX range critical
VIX 14-19 = thrive.
VIX >20 = struggle.
can’t change VIX, can only execute when conditions align.
3. filters prevent disasters
week 3: 42% acceptance prevented larger loss.
week 4: 67% acceptance captured recovery.
4. modest is sustainable
+1.97% month not exciting but consistent.
2 notable months (jan, apr) can’t repeat monthly.
5. psychological discipline
week 3 pullback didn’t trigger revenge trading.
followed system, recovered week 4.
therapy reflection (6/24) #
dr. r: “june wrapping up. +$8k modest month.”
me: “yeah. 3 good weeks, 1 pullback. normal.”
dr. r: “week 3 -$920 day didn’t spiral.”
me: “nope. followed circuit breaker rules. paused. reviewed. came back calm.”
dr. r: “and week 4 recovery?”
me: “VIX normalized. conditions improved. executed system.”
dr. r: “you’re accepting variance without fighting it.”
me: “yeah. can’t control market. can control response.”
exactly.
living with A. through june #
june variance:
weeks 1-2: strong performance, good mood.
week 3: pullback, more stressed.
week 4: recovery, calm again.
A’s consistency:
gave space when needed (week 3).
celebrated quietly when appropriate (weeks 1-2, 4).
didn’t make trading performance about our relationship.
stable partner = stable psychology.
july preview #
expectations:
birthday july 4 (taking day off).
summer months typically: VIX 14-18 range.
if range holds: similar to june possible.
realistic outcomes:
modest month (+1% to +2%).
flat month (+0% to +1%).
losing month (-1% to -3%).
all acceptable.
what success looks like #
june success:
preserved capital through week 3 pullback.
recovered week 4 when conditions improved.
ended month positive (+1.97%).
maintained discipline throughout.
not exciting but sustainable.
this is long-term algo trading.
tonight #
week 4 june.
+$2,760.
80% win rate.
june total: +$8,320 (+1.97%).
ytd: +$64,980 (+17.7%).
3 good weeks, 1 pullback = normal variance.
modest sustainable trading.
july begins tomorrow.
3:22am monday. week 4 june complete. +$2,760 (0.64%). 80% win rate. VIX normalized 19.2→16.4 back in optimal range. june total +$8,320 (1.97%). 3 strong weeks, 1 pullback week = normal variance. ytd +17.7% above annual target. july begins with realistic expectations.
-AK