Risk-Management
filtering aggressively in high vol - survival mode not growth mode
·864 words
week 2 may.
VIX still elevated.
aggressive filtering required.
current market conditions # VIX range: 19-26 this week
first week february - choppy conditions, tighter risk
·686 words
first week february done.
choppy as expected.
tighter risk working.
week 1 february trades (feb 1-2, 5-7) # thursday 2/1: 2 trades, 1 win. +$480
first day full risk - testing my psychology
·648 words
ramped to 0.5% risk thursday.
first 2 days at full size.
psychology test passed.
wednesday 11/15 - final day 0.25% risk # trades: 2 setups, both winners
gap detection filter preventing losses
·372 words
added gap detection after august 14 loss.
been running it 4 days.
already proving useful.
the filter logic # skip trading if:
analyzed correlation between my strategies - found hidden risk
·552 words
ran correlation analysis on my strategies.
found something i didn’t expect.
what i analyzed # all trades from may-july (3 months, 65 trades).
testing tighter stops - early results mixed
·500 words
started testing tighter stop losses today.
goal: reduce avg loss from $660 to $600.
early results: mixed.
the change # old stops: -150% of credit received
lost one, saved three - vol detection paying off
·288 words
thursday was rough but could’ve been way worse.
what happened # thursday 6/8:
TLT put spread: -$315 (stopped during bond market dump) account: $341,720 → $341,405 lost $315 on one trade. sucks but manageable.
IB increased my margin - didn't ask for it
·510 words
woke up to email from interactive brokers.
“Your account has been approved for portfolio margin”
didn’t apply for it. they just gave it to me.
what is portfolio margin # reg-t margin (what i have now):
correlation risk - learned the hard way
·795 words
lost $1,400 yesterday because i didn’t track correlation between my positions. dumb mistake.
what happened # may 10, 2pm: