week 1 october done.
carrying september momentum.
week 1 numbers #
starting (oct 1): $441,660
ending (oct 3): $443,580
week 1 gain: +$1,920 (+0.43%)
trades: 7
wins: 6
losses: 1
win rate: 86%
modest start.
volume holding post-labor day levels.
market conditions week 1 #
avg volume: 3.6M contracts (vs sept 3.7M)
avg VIX: 17.2 (slightly elevated)
correlation: 0.55 (low)
regime stability: 0.74
conditions still favorable.
slightly less optimal than late september.
slippage tracking #
week 1 avg: 2.1 ticks
sept avg: 2.0 ticks
execution quality maintained.
chicago colo performing.
filter performance #
acceptance rate: 58%
42% rejected = capital preservation.
regime confidence: 0.74
similar to late september.
filters responding correctly to conditions.
comparing to september #
sept week 1 (labor day): +$820 (75% wr, 4 trades)
oct week 1: +$1,920 (86% wr, 7 trades)
better conditions october week 1.
no holiday skeleton crew.
ytd progress check #
ytd (through oct 3): +$77,580 (+21.2%)
annual target: +15-18%
still 3.2% above target.
oct-dec need to average flat or slightly negative.
acceptable outcomes october:
-1% to +1% keeps annual 19-21%.
flat to small loss preferred.
strategy note #
position sizing holding $1,500.
circuit breaker not needed (max loss -$240 thursday).
filters preventing bad setups.
tonight (oct 3, 2:14am) #
week 1 solid.
+$1,920 (0.43%).
86% win rate across 7 trades.
volume maintained.
slippage controlled.
ytd +21.2%.
zero pressure.
execute system.
2:14am thursday. week 1 october complete. +$1,920 (0.43%). 6 wins, 1 loss. volume held sept levels 3.6M avg. slippage 2.1 ticks. filters 58% acceptance. ytd +$77,580 (21.2%). modest start carrying sept momentum.
-AK