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week 3 july - modest recovery, conditions stabilizing

week 3 july done.

modest recovery from week 2 loss.

conditions stabilizing slightly.

week 3 trades (july 15-19)
#

monday 7/15: 2 trades, 2 wins. +$780

tuesday 7/16: 2 trades, 1 win. +$340

wednesday 7/17: 1 trade, 1 win. +$460

thursday 7/18: 2 trades, 1 win. +$280

friday 7/19: 1 trade, 0 wins. -$380

week total: 8 trades, 5 wins (63%). +$1,480

account status
#

july 12: $430,660

july 19: $432,140

week 3: +$1,480 (+0.34%)

july MTD (3 weeks): +$960 (+0.22%)

ytd: +$65,940 (+18.0%)

back to positive for month.

what improved
#

VIX stability:

week 2: range 14-19 (whipsaw).

week 3: range 15-17 (stable).

less regime confusion.

volume:

still summer lows but consistent.

correlation:

week 2 ended: 0.82.

week 3 avg: 0.58.

edge returning.

comparing three weeks july
#

week 1: +$1,220 (57% wr)

week 2: -$1,740 (25% wr)

week 3: +$1,480 (63% wr)

pattern: modest, loss, modest recovery.

total MTD: +$960.

slippage improvement
#

week 3: 2.2 ticks avg

week 2: 2.8 ticks

week 1: 2.1 ticks

better fills as vol stabilized.

still worse than june (1.9 avg).

risk management
#

position size: $1,500 maintained

circuit breaker: not triggered

filters: 54% acceptance (up from 38% week 2)

regime confidence: 0.71 (improved from 0.54)

cautious but improving.

strategy performance
#

regime-adaptive mean reversion:

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

medium vol (3 trades): 1 win, 2 losses (33% wr)

low vol working again.

medium vol still challenging.

july projection update
#

3 weeks complete: +$960

1 week remaining

revised estimate:

week 4: +$800 to +$1,500 likely.

july total estimate: +$1,800 to +$2,500 (+0.42% to +0.58%)

modest month confirmed.

ytd analysis
#

ytd: +18.0%

target: 15-18%

above target by 0.2%.

july modest performance bringing back toward target.

exactly what needed.

therapy session (7/16)
#

dr. r: “recovery week after losing week. how do you feel?”

me: “good. followed system. didn’t panic. week 2 loss was variance. week 3 shows strategy still works.”

dr. r: “and the marriage thoughts from birthday?”

me: “still thinking about it. not ready to do anything yet but the thought is there.”

dr. r: “have you told A.?”

me: “no. too soon. only 8 months.”

dr. r: “when would it not be too soon?”

me: “…don’t know. year? two years?”

dr. r: “there’s no right timeline. but awareness is good.”

fair point.

living with A. - 8.5 months
#

small moment thursday night:

trading done for day.

sitting on couch.

A. coding on laptop.

me reading.

her foot touching my leg.

no talking.

just comfortable silence.

thought:

“this is what i want forever.”

didn’t say it.

but felt it.

week 4 expectations
#

summer continues.

VIX forecast: 15-18 range.

if holds:

week 4 modest +$800 to +$1,500.

july ends modestly.

acceptable outcome.

lessons from week 3
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1. recovery after loss

didn’t panic week 2 → calm execution week 3 → recovery.

2. patience pays

waited for conditions to improve.

didn’t force trades.

3. filters adapt well

38% → 54% acceptance as conditions improved.

4. small moments matter

comfortable silence with A. = relationship working.

tonight
#

week 3 july.

+$1,480.

63% win rate.

recovery from week 2 loss.

july back to positive (+$960).

ytd +18.0%.

1 week remaining.


3:32am monday. week 3 july complete. +$1,480 (0.34%). 63% win rate. recovery from week 2 -$1,740 loss. VIX stabilized, slippage improved 2.8→2.2 ticks. july MTD +$960 (0.22%). ytd +18.0% slightly above target. 1 week remaining.

-AK

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