week 3 november done.
consistency building.
thanksgiving week next.
week 3 performance #
tue nov 12: +$140, 1 trade, 100% wr
wed nov 13: +$220, 1 trade, 100% wr
thu nov 14: paused (wedding planning chaos)
fri nov 15: +$180, 1 trade, 100% wr
week 3 total: +$540
current balance: $446,160
november month-to-date: +$1,380 (+0.31%)
perfect record continues #
november trades so far:
7 trades.
7 wins.
0 losses.
100% win rate.
this won’t last (variance coming).
but enjoying while it does.
key: selective entry.
filters rejecting 68% of setups.
market conditions week 3 #
volume: 4.1M contracts avg (strong post-election)
VIX: 14.8 avg (optimal - slightly lower than week 2)
correlation: 0.58 (healthy diversification)
regime confidence: 0.76 (very stable)
filters: 66% acceptance (strict but healthy)
slippage: 1.9 ticks (best all month - volume helping)
optimal conditions continuing.
why 100% win rate happening #
not skill.
conditions + discipline.
conditions:
VIX optimal (14-16 range).
volume strong (4M+ contracts).
low correlation (0.58).
regime stable (0.76 confidence).
discipline:
filters rejecting 68%.
taking only highest confidence setups.
if forced more trades: win rate would drop to normal 65-75%.
patience = edge.
thanksgiving week planning #
mon nov 18: probably trade (normal)
tue nov 19: probably trade (normal)
wed nov 20: assess (half day market)
thu nov 21: thanksgiving - closed
fri nov 22: early close (1pm EST)
likely outcome:
2-3 trades max whole week.
wed-fri probably pause.
not forcing trades on holiday volume.
ytd update #
nov 1 starting: $444,780
nov 17 current: $446,160
november gain: +$1,380 (+0.31%)
ytd total: +$79,960 (+21.8%)
annual target: +15-18%
exceeded by: +3.8%
remaining 2 weeks november:
can be flat.
december can be slightly negative.
still finish 19-21% annual.
zero pressure.
circuit breaker tracking #
november:
0 triggers.
0 close calls.
max drawdown: $0
losing trades: 0
this is variance (positive variance).
expecting:
december will have losing weeks.
normal 65-75% win rate will return.
100% not sustainable.
enjoying but not expecting.
slippage improving #
november avg: 1.9 ticks (through week 3)
october avg: 2.2 ticks
improvement: -0.3 ticks (-14%)
why:
post-election volume sustained.
VIX optimal range = tighter spreads.
chicago colo + liquidity = execution quality.
weekly progression:
week 1: 1.9 ticks
week 2: 2.0 ticks
week 3: 1.9 ticks
consistent execution.
risk management week 3 #
position sizing: $1,500 standard (all trades)
trades executed: 3
trades paused: 1 day (thu - wedding planning)
filters: 66% acceptance (rejected 6 setups)
regime confidence avg: 0.76
discipline:
thu paused voluntarily (wedding stress).
didn’t force trades.
life > forcing trades.
what’s working november #
1. selective entry
68% rejection rate = quality over quantity.
2. optimal conditions
VIX 14-16, volume 4M+, correlation low.
3. emotional stability
wedding planning stress not affecting trading decisions.
4. patience
not forcing trades on holiday weeks.
comparing to past novembers #
nov 2023:
still learning.
losing money.
small position sizes.
nov 2024:
validated strategies.
+$1,380 profit so far.
full position size.
100% win rate (variance, won’t last).
1 year difference.
tonight (nov 17, 2:07am) #
week 3 done.
+$540 this week.
november +$1,380 (+0.31%) month-to-date.
ytd +21.8%.
7 trades, 7 wins (positive variance).
thanksgiving week next.
likely pause wed-fri.
not forcing holiday trades.
2:07am sunday. week 3 november +$540. month-to-date +$1,380 (0.31%). ytd +21.8% above target. 7 for 7 trades november = positive variance (won’t last). conditions optimal: VIX 14.8, volume 4.1M, regime confidence 0.76. slippage 1.9 ticks best all month. thanksgiving week next - likely pause wed-fri. not forcing holiday volume.
-AK