week 2 done.
momentum confirmed.
volume sustained post-labor day.
week 2 numbers #
starting (sep 9): $437,000
ending (sep 13): $439,840
week gain: +$2,840 (+0.65%)
trades: 9
wins: 7
losses: 2
win rate: 78%
volume analysis #
monday: 4.0M contracts (sustained)
tuesday: 3.8M contracts (solid)
wednesday: 4.2M contracts (peak)
thursday: 3.9M contracts (consistent)
friday: 3.7M contracts (stable)
avg: 3.9M contracts
vs august avg: 2.7M contracts
+44% improvement.
summer officially over.
slippage tracking #
week 2 avg: 2.0 ticks
august avg: 2.8 ticks
improvement: -0.8 ticks
execution quality restored.
chicago colo + normal volume = optimal.
position sizing #
all trades: $1,500 full size
no hesitation.
conditions support full deployment.
filters performance #
acceptance rate: 64%
regime confidence: 0.81
up from august 39% acceptance.
more setups qualifying = healthier market.
strategy breakdown #
regime-adaptive mean reversion:
low vol regime: 5 wins, 1 loss (83% wr)
medium vol regime: 2 wins, 1 loss (67% wr)
adaptive parameters doing well in normal conditions.
comparing to august week 2 #
august week 2: -$140, 50% wr, 3 trades (worst week all year)
september week 2: +$2,840, 78% wr, 9 trades
$2,980 difference.
volume makes everything possible.
ytd tracking #
ytd: +$72,160 (+19.7%)
target: 15-18%
above target by 1.7%.
need flat/losing weeks rest of year.
acceptable.
week 3 expectations #
volume pattern:
if holds 3.5M+ avg: similar performance likely.
if drops <3M: back to defensive.
realistic targets:
modest week (+$1k to +$2k) - likely.
flat week (+$0 to +$1k) - possible.
conditions supportive.
risk management check #
circuit breaker: not triggered
max drawdown: -$560 (0.13%)
max losing streak: 1 loss (happened 2x)
risk controls optimal.
lessons from week 2 #
1. volume is everything
august -29% volume = struggle.
september +44% volume = thrive.
edge requires liquidity.
2. patience through labor day paid off
didn’t force trades week 1.
positioned for week 2 momentum.
3. adaptive filters work
opened from 39% → 64% as conditions improved.
system responding correctly.
tonight (sep 13, 2:22am) #
week 2 done.
+$2,840 (+0.65%).
78% win rate.
9 trades, 3.9M avg volume.
slippage 2.0 ticks vs august 2.8.
summer conditions over.
september building.
2:22am friday. week 2 september. +$2,840 (0.65%). 78% win rate across 9 trades. volume sustained 3.9M avg (+44% vs august). slippage improved to 2.0 ticks. filters opened to 64% acceptance. ytd +19.7% above target. momentum confirmed.
-AK