week 1 september done.
slow start expected.
labor day week = low participation.
week 1 numbers #
starting (sep 1): $434,800
ending (sep 6): $435,620
week gain: +$820 (+0.19%)
trades: 4
wins: 3
losses: 1
win rate: 75%
market conditions #
labor day impact:
monday holiday = markets closed.
tuesday-friday = skeleton crews.
volume -35% vs late august.
everyone still on vacation.
expected.
position sizing #
all trades: $1,500 full size
no reduction needed.
conditions stable just low volume.
slippage tracking #
week 1 avg: 2.7 ticks
august avg: 2.8 ticks
improvement: -0.1 ticks
low volume but spreads tightening slightly.
chicago colo still critical.
filters performance #
acceptance rate: 31%
regime confidence: 0.71
aggressive filtering correct for labor day week.
only 4 setups met criteria out of 13 potential.
quality > quantity.
comparing to august week 1 #
august week 1: +$380, 60% wr, 5 trades
september week 1: +$820, 75% wr, 4 trades
better execution, fewer trades.
patience rewarded.
strategy performance #
regime-adaptive mean reversion:
3 wins in low vol regime.
1 loss in transition period.
adaptive parameters working.
ytd tracking #
ytd: +$69,320 (+18.9%)
target: 15-18%
above target by 0.9%.
september can be flat/negative and still finish in range.
zero pressure.
week 2 expectations #
post-labor day:
volume typically returns mid-week.
traders back from summer.
realistic outcomes:
modest week (+$1k to +$2k) - possible.
flat week (+$0 to +$500) - likely.
patience required.
september builds slowly.
tonight (sep 6, 2:14am) #
week 1 done.
+$820 (+0.19%).
75% win rate.
4 trades total.
labor day week = expected slow.
filters prevented forcing trades.
volume returning next week.
2:14am friday. week 1 september. +$820 (0.19%). 75% win rate across 4 trades. labor day skeleton week. volume -35% vs august. filters accepted 31% = capital preservation. ytd +18.9% above target. week 2 volume should return.
-AK