Posts
July 2024
week 3 july - modest recovery, conditions stabilizing
·572 words
week 3 july done.
modest recovery from week 2 loss.
conditions stabilizing slightly.
week 3 trades (july 15-19) # monday 7/15: 2 trades, 2 wins. +$780
week 2 july - first losing week since may, summer vol brutal
·725 words
week 2 july done.
first losing week since may.
summer volatility brutal.
week 2 trades (july 8-12) # monday 7/8: 2 trades, 0 wins. -$880
22 - best birthday wakeup ever, might marry this girl
·804 words
woke up at 11am.
hands tied to headboard.
A. between my legs going down on me.
best fucking birthday ever.
how it started # didn’t know she tied me up.
week 1 july - slow start, summer conditions setting in
·302 words
week 1 july done.
slow start.
summer conditions = lower volume.
week 1 trades (july 1-5) # monday 7/1: 2 trades, 1 win. +$340
June 2024
june wrap - modest month, variance demonstrated, discipline maintained
·1097 words
june done.
modest month as expected.
variance demonstrated perfectly.
june final numbers # starting (june 1): $422,860
ending (june 30): $431,180
week 4 june - recovery from week 3 pullback, VIX normalized
·730 words
week 4 june done.
recovery from week 3 pullback.
VIX normalized, back to optimal range.
week 4 trades (june 24-28) # monday 6/24: 2 trades, 2 wins. +$840
week 3 june - slight pullback, normal variance after 2 strong weeks
·782 words
week 3 june done.
slight pullback.
normal variance after 2 strong weeks.
week 3 trades (june 17-21) # monday 6/17: 2 trades, 1 win. +$260
mid-june wrap - first half review, on track for modest month
·624 words
half of june done.
on track for modest month.
exactly as expected.
first half june performance # week 1 (june 3-7): +$2,040
walk-forward optimization - how i avoid overfitting my strategies
overfitting = #1 way algos fail in production.
backtest looks amazing.
live trading implodes.
walk-forward optimization prevents this.
been discussing validation techniques on NexusFi algo trading threads and walk-forward is the gold standard.