Q1-Review
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.
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.