june done.
modest month as expected.
variance demonstrated perfectly.
june final numbers #
starting (june 1): $422,860
ending (june 30): $431,180
june gain: +$8,320 (+1.97%)
trades: 38
wins: 27
losses: 11
win rate: 71%
Figure 1: June weekly performance showing variance pattern. Week 1 modest start (+$2,040, 75% wr), Week 2 strong (+$3,180, 80% wr), Week 3 pullback (+$340, 50% wr - VIX spike), Week 4 recovery (+$2,760, 80% wr). Month ended +$8,320 (+1.97%). Classic variance: 2 strong weeks, 1 pullback, 1 recovery.
weekly breakdown #
Figure 2: VIX correlation with weekly performance throughout June. Weeks 1-2 optimal VIX range (15.8-16.8) with strong results. Week 3 VIX spike to 19.2 caused pullback and 50% win rate. Week 4 VIX normalized to 16.4 enabling recovery. Strategy performance directly tracks VIX regime. Optimal zone VIX 14-19 (shaded green).
week 1: +$2,040, 75% wr, 8 trades (VIX 16.8)
week 2: +$3,180, 80% wr, 10 trades (VIX 15.8)
week 3: +$340, 50% wr, 10 trades (VIX 19.2)
week 4: +$2,760, 80% wr, 10 trades (VIX 16.4)
3 strong weeks, 1 pullback.
normal variance.
comparing to previous months 2024 #
january: +$27,200 (+7.4%) - notable
february: +$1,400 (+0.36%) - flat
march: +$1,100 (+0.28%) - testing
april: +$23,460 (+5.9%) - standout
may: +$3,500 (+0.83%) - normal
june: +$8,320 (+1.97%) - modest
pattern emerging:
2 standout months (can’t sustain).
4 modest/flat months (sustainable).
exactly what expected.
ytd 2024 progress #
Figure 3: Year-to-date 2024 monthly progression through June. January notable (+7.4%), February flat (+0.36%), March testing (+0.28%), April standout (+5.9%), May normal (+0.83%), June modest (+1.97%). YTD total +$64,980 (+17.7%). Pattern shows 2 impressive months cannot be sustained monthly - 4 modest/flat months demonstrate realistic algo trading. Annual target 15-18% already exceeded in 6 months.
january: +$27,200 (+7.4%)
february: +$1,400 (+0.36%)
march: +$1,100 (+0.28%)
april: +$23,460 (+5.9%)
may: +$3,500 (+0.83%)
june: +$8,320 (+1.97%)
ytd total: +$64,980 (+17.7%)
starting balance (jan 1): $366,200
current balance (june 30): $431,180
annual target already achieved #
ytd: +17.7% in 6 months
annual target: +15-18%
exceeded target.
H2 2024 (6 months remaining) can be:
- 5 flat months (+0% to +1%)
- 1 losing month (-1% to -3%)
still finish 15-18% annual.
zero pressure rest of year.
circuit breaker performance #
week 3 close call:
wednesday 6/19: -$920 (2 losses)
threshold: 3 consecutive losses OR -$1,500 single day.
didn’t trigger but close.
prevented potential spiral:
comparing to sept 2023 disaster ($28k loss, no circuit breaker).
june week 3: filters + discipline = -$920 contained.
20x better outcome from having circuit breaker.
risk management stats #
position sizing:
all trades: $1,500 full size (consistent)
circuit breaker: not triggered (1 close call)
max drawdown: -$920 (0.2%)
filters: 59% acceptance rate avg
variance:
- week 3 high vol: 42% acceptance
- weeks 1,2,4 normal: 65% acceptance avg
regime confidence avg: 0.76
variance:
- week 3: 0.62 (low)
- weeks 1,2,4: 0.82 avg (high)
market conditions #
VIX range: 15-19
avg VIX: 16.9
mostly in optimal range (14-19).
week 3 spike to 19.2 = pullback.
weeks 1,2,4 normal 15-17 = strong.
correlation: 0.58 avg (acceptable)
week 3 spike to 0.71 = edge reduced.
regime stability: 0.76 avg
week 3 dip to 0.62 = less confident.
slippage tracking #
june avg: 1.9 ticks
april avg: 1.7 ticks
may avg: 2.0 ticks
june slightly better than may, slightly worse than april.
weekly variance:
week 2 best: 1.7 ticks (low vol).
week 3 worst: 2.3 ticks (high vol).
chicago colo paying off.
comparing to expectations #
mid-month projection: +$9,200 to +$11,200
actual: +$8,320
difference: -$880 to -$2,880 (week 3 pullback)
still within modest range.
acceptable outcome.
lessons from june #
1. variance never stops
strong performance doesn’t guarantee next week.
week 2 +80% wr → week 3 50% wr.
2. circuit breakers essential
week 3 close call demonstrated value.
prevented potential disaster.
3. VIX dictates results
VIX 15-17 = thrive (weeks 1,2,4).
VIX >19 = struggle (week 3).
can’t force wins outside optimal range.
4. filters adapt correctly
week 3: 42% acceptance preserved capital.
weeks 1,2,4: 65% acceptance captured opportunities.
5. discipline > performance
week 3 pullback didn’t trigger revenge trading.
followed system → week 4 recovery.
comparing to 2023 #
june 2023:
- still learning
- losing money
- testing strategies
- small position sizes
- emotional trading
june 2024:
- strategies validated
- +$8,320 profit
- full position size
- disciplined execution
- variance accepted
1 year transformation.
therapy reflection (6/27) #
dr. r: “june wrapping up. +$8k. thoughts?”
me: “solid modest month. 3 good weeks, 1 pullback. exactly what sustainable trading looks like.”
dr. r: “week 3 pullback didn’t derail you.”
me: “nope. VIX spiked. conditions shifted. strategy adapted. i followed rules. week 4 recovered.”
dr. r: “you’re not chasing april notable.”
me: “can’t. april was outlier. conditions were perfect. june was normal. both acceptable.”
dr. r: “that’s mature trading psychology.”
exactly.
living with A. through june #
8 months living together.
june variance:
me stressed week 3 → she gave space.
me calm weeks 1,2,4 → normal routine.
relationship stability:
doesn’t depend on trading performance.
she understands stress but doesn’t tie our relationship to my wins/losses.
places list:
started june: 18 places.
ending june: 19 places (birthday surprise coming july 4).
relationship + trading both working.
july preview #
expectations:
birthday july 4 (taking day off, A. cooking).
summer months: typically VIX 14-18.
if range holds: similar to june possible.
realistic outcomes:
modest month (+1% to +2%) - likely.
flat month (+0% to +1%) - possible.
losing month (-1% to -3%) - acceptable.
all within plan.
ytd already at target, no pressure.
comparing strong vs modest months 2024 #
impressive (jan, apr):
- combined: +$50,660 (+13.3%)
- avg VIX: 15.2
- perfect conditions
- can’t sustain monthly
modest/flat (feb, mar, may, jun):
- combined: +$14,320 (+3.5%)
- avg VIX: 17.8
- varied conditions
- sustainable long-term
2 impressive months carried year.
4 modest months maintained discipline.
both necessary for annual target.
what success looks like #
june success:
ended positive despite week 3 pullback.
maintained discipline (no revenge trading).
circuit breaker worked (prevented disaster).
realistic expectations (modest achieved).
not exciting but sustainable.
tonight (june 30, 10:58pm) #
june done.
+$8,320 (+1.97%).
71% win rate.
3 strong weeks, 1 pullback = variance.
circuit breaker prevented disaster week 3.
filters adapted correctly.
ytd +$64,980 (+17.7%).
annual target exceeded in 6 months.
july begins tomorrow.
birthday july 4.
realistic expectations.
execute system.
accept variance.
10:58pm sunday. june wrap. +$8,320 (1.97%). 71% win rate across 38 trades. weekly pattern: +$2,040, +$3,180, +$340 (VIX spike pullback), +$2,760 (recovery). circuit breaker almost triggered week 3 - prevented sept 2023 style disaster. ytd +$64,980 (17.7%) exceeded annual target. H2 2024 can be mostly flat and still hit 15-18%. modest sustainable trading demonstrated.
-AK