december done.
2024 done.
first losing month since learning.
annual still notable.
december final numbers #
starting (dec 1): $446,100
ending (dec 31): $437,800
december loss: -$8,300 (-1.86%)
trades: 25
wins: 7
losses: 18
win rate: 28%
Figure 1: December weekly performance - five consecutive losing weeks. Week 1 -$820 (50% wr, 6 trades), Week 2 -$1,760 (29% wr, 7 trades), Week 3 -$2,340 (40% wr, 5 trades), Week 4 -$1,260 (33% wr, 3 trades - Christmas pause), Week 5 -$2,120 (25% wr, 4 trades - New Year’s). Month ended -$8,300 (-1.86%). Win rate collapsed from November 92% to December 28% = mean reversion. All five weeks losing = variance clustering.
weekly breakdown #
Figure 2: Holiday impact on December volume. Gradual decline Dec 1-23 from 3.2M to 2.4M avg daily contracts. Christmas week (Dec 24-26) dropped to 1.5M avg (-50% vs month start). New Year’s Eve (Dec 31) recovered to 2.0M. Month averaged 2.3M contracts vs November 3.9M (-41% decline). Red zone = Christmas pause. Orange zone = New Year’s pause. Holiday liquidity drought compressed edge.
week 1 (dec 2-6): -$820, 50% wr, 6 trades
week 2 (dec 9-13): -$1,760, 29% wr, 7 trades
week 3 (dec 16-20): -$2,340, 40% wr, 5 trades
week 4 (dec 23-27): -$1,260, 33% wr, 3 trades (christmas pause)
week 5 (dec 30-31): -$2,120, 25% wr, 4 trades (new year’s)
5 consecutive losing weeks.
longest losing streak 2024.
comparing to previous months 2024 #
january: +$27,200 (+7.4%) - strong
february: +$1,400 (+0.36%) - flat
march: +$1,100 (+0.28%) - testing
april: +$23,460 (+5.9%) - notable
may: +$3,500 (+0.83%) - normal
june: +$8,320 (+1.97%) - modest
july: +$2,720 (+0.63%) - modest
august: +$900 (+0.21%) - survival
september: +$6,860 (+1.58%) - modest
october: +$3,120 (+0.71%) - modest
november: +$1,320 (+0.30%) - flat
december: -$8,300 (-1.86%) - losing
pattern consistent:
2 impressive.
7 modest/flat/survival.
1 losing.
sustainable variance demonstrated.
annual 2024 final #
Figure 3: Year-to-date 2024 monthly progression final. Two notable months (Jan +7.4%, Apr +5.9%) carried year at +$50,660 combined (71% of annual gains). Seven modest/flat months (Feb-Nov excluding Apr) added +$29,200 total. One losing month (Dec -1.86%) demonstrated realistic variance. Annual total +$71,600 (+19.55%). Target range 15-18% (green zone) exceeded by 1.55%. Sustainable pattern: rely on occasional impressive months, grind modest months, accept occasional losses.
starting balance (jan 1): $366,200
ending balance (dec 31): $437,800
annual gain: +$71,600 (+19.55%)
annual target: 15-18%
exceeded by: 1.55%
total trades: 312
wins: 221
losses: 91
annual win rate: 71%
circuit breaker 2024 performance #
triggered: 0 times
close calls:
may week 3: -$1,420 (within $80)
october week 2: -$1,240 (within $260)
december week 2: -$1,280 (within $220)
preventive measures worked.
filters adapted correctly.
stopped losses before spiral.
circuit breaker philosophy validated.
market conditions december #
avg volume: 2.3M contracts (-41% vs nov)
holiday liquidity drought.
avg VIX: 17.2 (elevated from nov 15.1)
avg correlation: 0.64 (higher than normal)
avg regime stability: 0.62 (lowest 2024)
worst conditions of year.
holiday trading = edge compressed.
slippage tracking december #
december avg: 2.5 ticks
november avg: 1.9 ticks (+32% worse)
annual best (april): 1.7 ticks (+47% worse)
low volume = wider spreads.
chicago colo preventing 4+ tick disaster.
but can’t overcome liquidity drought.
lessons from december #
1. losing months happen
first losing month since 2023 learning.
-1.86% acceptable variance.
annual +19.55% makes december irrelevant.
2. mean reversion is real
november: 92% win rate.
december: 28% win rate.
regression to 71% annual avg.
3. holiday conditions predictable
volume -41%, VIX elevated, correlation high.
edge = zero.
pausing 5 days correct decision.
4. circuit breaker philosophy working
3 close calls, 0 triggers.
preventive filters + voluntary pauses.
capital preserved.
5. family > forced trades
paused christmas/new year’s.
chose time with A’s family.
priorities shifted.
growth.
comparing december 2023 vs 2024 #
december 2023:
still learning.
emotional trading.
christmas alone (traded to avoid feeling).
lost $1,200 christmas eve/day.
december 2024:
validated strategies.
disciplined execution.
christmas with A’s family (paused 3 days).
lost -$8,300 total month.
loss larger but experience completely different.
chose family over forcing trades.
growth.
therapy reflection (12/28) #
dr. r: “december rough. -$8,300. thoughts?”
me: “first losing month since learning. sucks but acceptable. annual still +19.6%.”
dr. r: “you’re not spiraling.”
me: “nope. variance happens. december always rough (holidays). paused 5 days for family time. chose right.”
dr. r: “year ago you’d have forced trades.”
me: “year ago i did force trades. christmas 2023 alone, lost $1,200. this year with A’s family, lost more but felt better.”
dr. r: “priorities.”
exactly.
what december taught me #
old mindset:
losing = failure.
must fix immediately.
force trades until winning.
new mindset:
losing = variance.
accept and move on.
forcing trades = certain disaster.
december:
5 consecutive losing weeks.
could’ve forced 50+ trades.
chose:
accepted variance.
selective execution (25 trades vs 40+).
paused 5 days family time.
minimized damage.
-1.86% vs potential -5%+.
life update - engaged #
wedding planning:
may 2025 (5 months out).
venue booked, caterer booked, photographer booked.
invitations designed (casual beach vibe won).
relationship:
14 months living together.
2 months engaged.
places list: 30 (balcony new year’s countdown).
first relationship thinking permanent.
tonight (december 31, 11:58pm) #
december done.
-$8,300 (-1.86%).
28% win rate.
5 consecutive losing weeks.
first losing month since 2023.
annual 2024:
+$71,600 (+19.55%).
exceeded 15-18% target.
312 trades, 71% win rate.
circuit breaker never triggered.
engaged to A.
wedding may 2025.
christmas with her family (first real christmas since parents died).
2 years transformation complete.
2025 begins tomorrow.
11:58pm tuesday. december wrap. -$8,300 (1.86%). 28% win rate across 25 trades. five consecutive losing weeks (longest streak 2024). mean reversion from november 92% wr. volume -41% vs november. paused 5 days christmas/new year’s with A’s family. annual 2024 +$71,600 (19.55%) exceeded target. 2 notable months, 7 modest, 1 losing = sustainable variance. circuit breaker never triggered. engaged to A., wedding may 2025. priorities shifted: family > forced trades. transformation complete.
-AK