Performance
one year: system check
·1253 words
5:30 AM. may 11.
she went to bed before me last night, which almost never happens. i stayed up reading market structure notes until around 2, realized sleep wasn’t coming, made coffee. opened the laptop.
walk-forward validation: stopped fooling myself with in-sample results
·2004 words
2:15 AM monday.
A. called it around 11:30. she reads for like 20 minutes and then just drops — book still open on the nightstand, her laptop sitting open on the coffee table. I turned the screen off around midnight, refilled my coffee, sat back down.
april theta harvest: weekly closed clean, colo queue backed up, thursday hit different
·1534 words
2:30 AM. friday night.
A. made chicken marsala — she does it maybe once a month and I forget every time how good it is. ate around 7, she went back to her desk, lights off in the bedroom by midnight. apartment’s quiet. been staring at P&L since 11.
q2 week 1: health scoring live, colo nic split, first numbers
·1679 words
2:15am friday.
Q2 week 1 is done. walked in from the kitchen, A. fell asleep at her desk again — laptop open, ambient music still running. grabbed a blanket from the couch and put it over her. then came back and pulled up the weekly numbers.
execution quality audit: q1 slippage cost me more than i thought
·1496 words
2:30am wednesday. april 1st. no this is not a joke post.
been staring at execution data for the last three hours and i have a headache. Q1 closed basically flat — detailed numbers in the march wrap. but flat is flat, and when i dug into why flat, the answer wasn’t strategy failure. it was execution bleed.
strategy health scoring: detecting algo decay before it wrecks your Q2
·1785 words
2:45am monday.
first trading day of Q2. Q1 is officially in the rearview — closed at basically flat, full numbers are in friday’s post. the weekend was heavy. not going into it right now. but Q2 starts regardless, and the algos don’t wait for you to process.
q1 close: final numbers, colo benchmarks, and q2 setup
·1211 words
friday night. Q1 officially in the books.
did the math earlier while A. was cooking. she noticed i went quiet and just left me to it. that’s one of the things i didn’t expect about being married — how well she reads when to give space. anyway.
q1 factor attribution: theta is the edge, delta drift is the problem
·1241 words
q1 is in the books. three months, roughly flat performance, and a clear pattern in the trade data that tells me exactly what needs to change for q2.
jan: +2.1%. feb: -1.3%. march: -0.9% (locked at friday close). quarter: -0.13% net. account moved from $1.196M to about $1.194M. call it flat with a slight downside tilt.
week 3 december - fomc done, christmas prep, light volume
·202 words
week 3 done.
FOMC behind us.
christmas ahead.
weekly numbers # starting (dec 15): $521,320
ending (dec 21): $523,890