week 3 done.
consistency maintained.
volume holding steady.
week 3 numbers #
starting (sep 16): $439,840
ending (sep 20): $441,260
week gain: +$1,420 (+0.32%)
trades: 7
wins: 5
losses: 2
win rate: 71%
volume tracking #
week avg: 3.6M contracts
vs week 2: 3.9M contracts (-8%)
vs august: 2.7M contracts (+33%)
slight pullback from week 2 peak.
still well above summer.
acceptable.
slippage performance #
week 3 avg: 2.1 ticks
week 2 avg: 2.0 ticks
difference: +0.1 tick
in effect flat.
execution quality maintained.
position sizing #
all trades: $1,500 full size
confidence level: high
no reduction needed.
filters adaptation #
acceptance rate: 58%
regime confidence: 0.76
down from week 2 (64%, 0.81).
filters correctly tightening as volume pulled back slightly.
system responding to conditions.
strategy performance #
regime-adaptive mean reversion:
low vol regime: 3 wins, 1 loss (75% wr)
medium vol regime: 2 wins, 1 loss (67% wr)
consistent across regimes.
comparing to week 2 #
week 2: +$2,840, 78% wr, 9 trades
week 3: +$1,420, 71% wr, 7 trades
pullback expected after strong week.
variance normal.
ytd tracking #
ytd: +$73,580 (+20.1%)
target: 15-18%
above target by 2.1%.
september can end flat and still exceed annual.
risk management #
circuit breaker: not triggered
max drawdown: -$680 (0.15%)
max losing streak: 1 loss
risk controls solid.
lessons from week 3 #
1. variance never stops
week 2 strong doesn’t guarantee week 3.
+$2,840 → +$1,420 = normal pullback.
2. volume stability matters more than peak
3.6M steady > 3.9M spike → 2.5M crash.
predictability enables confidence.
3. filters adapt correctly
opened 39% (august) → 64% (week 2) → 58% (week 3).
responsive to conditions.
week 4 expectations #
volume forecast:
if holds 3.5M+ avg: similar performance.
if drops <3M: defensive posture.
realistic outcomes:
modest week (+$1k to +$2k) - likely.
flat week (+$0 to +$1k) - possible.
small loss (-$500 to -$1k) - acceptable.
all within plan.
september tracking #
week 1: +$820 (labor day skeleton)
week 2: +$2,840 (momentum confirmed)
week 3: +$1,420 (consistency maintained)
mtd: +$5,080 (+1.17%)
week 4 target: +$1k to +$2k
september finish: +$6k to +$7k total likely.
modest month as expected.
tonight (sep 20, 2:38am) #
week 3 done.
+$1,420 (+0.32%).
71% win rate.
7 trades, 3.6M avg volume.
slippage 2.1 ticks maintained.
consistency building.
week 4 begins monday.
2:38am friday. week 3 september. +$1,420 (0.32%). 71% win rate across 7 trades. volume 3.6M avg holding (+33% vs august). slippage 2.1 ticks stable. filters adapted 64% → 58%. ytd +20.1% above target. week 4 setup solid.
-AK