october.
q3 earnings season. volatility should pick up.
september recap #
ended september at $496,220. best month of 2025. +$14,120 (+2.93%).
ytd: +$57,620 (+13.26%)
annual pace: 17.7%
momentum is good.
october setup #
earnings calendar loaded:
week 1: banks (JPM, BAC, WFC, C)
week 2: tech starts (NFLX, TSLA)
week 3: big tech (MSFT, GOOG, AMZN, META, AAPL)
week 4: rest of s&p
vix expectations:
currently 17.2 (elevated from summer)
earnings = IV expansion
should see 18-20 range by mid-month
algo adjustments:
- earnings volatility filter activated
- IV rank threshold raised to 35 (from 30)
- position sizing reduced 20% during binary events
- no holding through earnings reports
realistic october targets #
base case: +1.8% to +2.2%
earnings volatility helps premium selling
catalysts everywhere
downside risk: tech earnings miss = broad selloff
protection: reduced sizing, no overnight earnings exposure
today’s setup #
watching bank earnings friday.
algo positioned for IV expansion plays.
not betting on direction. selling premium into elevated vol.
2:15am wednesday. october begins. q3 earnings season. banks friday, tech mid-month, big tech week 3. september was best month (+2.93%), ytd +13.26%. october target +1.8-2.2%. algo adjusted for earnings volatility - higher IV threshold, smaller sizing, no overnight earnings. selling premium into elevated vol.
-AK