cpi week done.
fomc next.
week 2 numbers #
starting (sep 8): $484,420
ending (sep 14): $487,180
week gain: +$2,760 (+0.57%)
trades: 8
wins: 6
losses: 2
win rate: 75%
breakdown #
5 trading days.
monday: +$480, 1 trade (SPX premium play)
tuesday: +$620, 2 trades (pre-CPI positioning)
wednesday: flat, 0 trades (CPI day - stayed flat intentionally)
thursday: +$1,340, 3 trades (CPI reaction plays)
friday: +$320, 2 trades (theta decay, consolidation)
CPI came in slightly hot. markets dropped, then recovered.
played the reaction, not the number.
mean reversion algo update #
first real signals this week.
signal 1 (thursday): long QQQ at -2.3 z-score
result: closed +0.6% after z-score reverted to -0.4
signal 2 (friday): long IWM at -2.1 z-score
result: still holding. z-score at -1.8.
backtesting holding up so far. small sample size obviously.
regime status #
VIX: 17.8 (up from 16.2 last week)
vol of vol: 1.1 (elevated)
correlation: 0.68 (normal)
regime: normal → high_vol transition forming
fomc week typically pushes VIX to 20+. positioned for it.
looking ahead #
fomc decision: wednesday sep 17
powell presser: wednesday 2:30pm
triple witching: friday sep 19
staying light into FOMC. will deploy after clarity.
2:22am sunday. week 2 september: +$2,760 (+0.57%) on 8 trades, 75% wr. cpi came hot, played the reaction. mean reversion algo first live signals - working so far. account $487,180. ytd +$49,380 (+11.36%). fomc and triple witching next week.
-AK