december week 1 done.
first losing week in 5 weeks.
variance returning as expected.
week 1 numbers #
starting (dec 1): $446,100
ending (dec 6): $445,280
week gain: -$820 (-0.18%)
trades: 6
wins: 3
losses: 3
win rate: 50%
pattern:
november 100% win rate couldn’t sustain.
dec week 1 = variance normalizing.
daily breakdown #
monday (dec 2): +$340, 1 trade, 100% wr
stopped out +$340 profit target.
tuesday (dec 3): -$480, 2 trades, 0% wr
both stopped out losses.
regime shifted intraday.
wednesday (dec 4): +$240, 1 trade, 100% wr
single clean setup.
thursday (dec 5): -$560, 1 trade, 0% wr
largest single loss this week.
stopped out correctly.
friday (dec 6): -$360, 1 trade, 0% wr
week ended losing.
3 wins, 3 losses = 50% wr.
exactly average.
comparing to november #
november:
92% win rate (12 wins, 1 loss).
extreme positive variance.
december week 1:
50% win rate (3 wins, 3 losses).
normalizing.
expected and healthy.
market conditions #
volume: 3.2M contracts avg (-18% vs nov avg)
holiday ramp down starting.
VIX: 14.8 (optimal range but low participation)
correlation: 0.58 (acceptable)
regime confidence: 0.71 (solid but not impressive)
filters: 48% acceptance
lessons week 1 #
1. variance always returns
november 100% wr was outlier.
december week 1 50% wr = mean reversion.
sustainable long-term = 65-75% wr.
2. holiday volume declining
-18% vs november avg already.
christmas weeks will be worse.
prepare for reduced opportunity.
3. stop losses working
3 losses, all stopped correctly.
no revenge trading.
moved on.
discipline maintained.
circuit breaker status #
week 1:
not triggered.
not close.
max single loss: -$560 (thursday)
threshold: -$1,500 single day OR 3 consecutive losses
3 losses spread across week = not consecutive.
system working.
ytd status #
starting balance (jan 1): $366,200
current balance (dec 6): $445,280
ytd gain: +$79,080 (+21.6%)
annual target: 15-18%
exceeded by: 3.6%
december can lose -1% to -2% and finish 20% annual.
zero pressure.
week 2 preview #
expectations:
volume will decline further (holiday shopping).
reduced trading days likely.
realistic outcomes:
flat week (+0% to +0.5%) - possible.
small loss (-0.5% to -1%) - likely.
december pattern starting: reduced opportunity.
tonight (december 3, 2:17am) #
week 1 done.
-$820 (-0.18%).
50% win rate normalizing from november outlier.
6 trades total.
variance returning.
acceptable.
2:17am tuesday. december week 1. -$820 (0.18%). 50% win rate across 6 trades. three wins three losses = variance normalizing. volume -18% vs november avg. ytd +$79,080 (21.6%) still exceeds target. december can be negative and finish strong year.
-AK