september done.
best month of the year.
fall volatility delivered.
september final numbers #
starting (sep 1): $482,100
ending (sep 30): $496,220
september gain: +$14,120 (+2.93%)
trades: 35
wins: 27
losses: 8
win rate: 77%
trading days: 21
Figure 1: September weekly performance breakdown. Week 1: +$2,320 (short labor day week). Week 2: +$2,760 (CPI week). Week 3: +$6,460 (FOMC crush + triple witching). Week 4: +$2,780 (consolidation). Final day: -$200 (end of quarter positioning). FOMC week drove 46% of monthly gains. Total +$14,120 (+2.93%).
weekly breakdown #
week 1 (sep 1-7): +$2,320 (+0.48%), 83% wr, 6 trades - labor day short week
week 2 (sep 8-14): +$2,760 (+0.57%), 75% wr, 8 trades - CPI volatility
week 3 (sep 15-21): +$6,460 (+1.33%), 75% wr, 12 trades - FOMC + triple witching
week 4 (sep 22-28): +$2,780 (+0.56%), 75% wr, 8 trades - consolidation
sep 30: -$200 (-0.04%), 0% wr, 1 trade - end of quarter flow
3 of 4 full weeks profitable. FOMC week exceptional.
comparing to target #
september realistic outcomes (from august 31):
fall volatility, FOMC, triple witching: +1.8% to +2.5%
september actual: +2.93%
result: ABOVE TARGET
FOMC day alone was +$3,280. catalysts delivered.
market conditions september #
avg VIX: 17.2 (elevated from summer 14.8)
avg correlation: 0.65 (normal)
avg volume: 4.2M contracts (fall pickup)
regime stability: 0.72 (transitional)
conditions: ideal for breakout + volatility strategies
Figure 2: 2025 YTD performance through September. Monthly bars: Jan +$9,550, Feb +$8,920, Mar -$9,582 (only losing month), Apr +$9,732, May +$3,840, Jun +$9,180, Jul +$7,600, Aug +$5,060 (vacation), Sep +$14,120 (best month). Orange line shows cumulative YTD reaching +$57,620 (+13.26%). September spike driven by FOMC + BTC breakout. On track for 16-18% annual.
trade distribution #
options: 28 trades, +$10,840 (77% of gains)
SPX: 18 trades, +$7,420
QQQ: 8 trades, +$2,780
IWM: 2 trades, +$640
crypto: 4 trades, +$2,690 (19% of gains)
BTC: 3 trades, +$2,210
ETH: 1 trade, +$480
futures: 3 trades, +$590 (4% of gains)
ES: 3 trades, +$590
allocation: 77% options, 19% crypto, 4% futures
Figure 3: September gains by instrument. SPX options dominated (+$7,420, 53% of total), followed by QQQ options (+$2,780, 20%), BTC (+$2,210, 16%), other crypto (+$480, 3%), IWM options (+$640, 5%), and ES futures (+$590, 4%). Options focus working well. Crypto BTC breakout added significant alpha.
algo performance breakdown #
regime detection algo:
fall mode activated september 3
correct regime call: normal → transitioning high_vol
VIX prediction: within 1.2 points all month
mean reversion algo:
deployed: september 9
trades: 4
wins: 3
losses: 1
win rate: 75%
profit factor: 2.4
verdict: promising start, will continue live testing
crypto momentum algo:
trades: 3
wins: 3
losses: 0
win rate: 100%
biggest winner: BTC breakout +$1,570
verdict: momentum strategies work in crypto
key trades #
best trade: FOMC ES breakout, +$2,180
worst trade: sep 30 QQQ reversion, -$200 (end of quarter noise)
most satisfying: BTC momentum, +$1,570 (algo caught the breakout perfectly)
circuit breaker performance #
triggered: 0 times
close calls: 1 (sep 11 CPI spike, recovered before trigger)
largest loss: -$420 (sep 11)
capital preservation: excellent
ytd performance update #
jan: +$9,550 (+2.18%)
feb: +$8,920 (+1.99%)
mar: -$9,582 (-2.10%)
apr: +$9,732 (+2.18%)
may: +$3,840 (+0.84%)
jun: +$9,180 (+1.99%)
jul: +$7,600 (+1.62%)
aug: +$5,060 (+1.06%)
sep: +$14,120 (+2.93%)
ytd total: +$57,620 (+13.26%)
annual pace: 17.7%
vs target: 15-18%
progress: solidly in target range
infrastructure updates #
10gbe upgrade completed: network backbone now 10gbe
timescaledb replication: 45ms → 8ms
zero packet loss during FOMC volatility spike
worth the $2,400 investment
personal notes #
september was intense.
FOMC week I was locked in 10+ hours/day.
but vacation clarity from august still there. more patience, better selectivity.
A. noticed I’m less stressed. even during FOMC.
“you’re different since the cruise,” she said.
good different.
october preview #
trading:
q3 earnings season starting
VIX likely to stay elevated
more catalysts = more opportunities
realistic october outcomes:
typical fall month: +1.5% to +2.5%
target: +1.8% to +2.2%
personal:
starting to plan anniversary surprise for A. (december)
probably another trip. she loved the cruise.
tonight (september 30, 11:48pm) #
september done. +$14,120 (+2.93%) across 35 trades. 77% win rate. BEST MONTH OF 2025. FOMC week was +$6,460 alone. BTC momentum algo caught the breakout perfectly. ytd +$57,620 (+13.26%), annual pace 17.7% (in target range). account $496,220. fall volatility delivered. october target +1.8-2.2%.
11:48pm tuesday. september wrap. best month of 2025. +$14,120 (+2.93%) on 35 trades, 77% wr. FOMC week was 46% of gains. BTC breakout +$1,570. mean reversion algo 3/4 wins. network upgraded to 10gbe. ytd +$57,620 (+13.26%), pace 17.7%. october target +1.8-2.2%.
-AK