Strategy

august forcing me to rely on filters. figured worth explaining how regime detection works. learned a lot from options selling regime discussions on NexusFi about adapting to conditions. the problem # strategies don’t work in all conditions.

week 2 may. VIX still elevated. aggressive filtering required. current market conditions # VIX range: 19-26 this week

may starts tomorrow. after crushing april. realistic expectations required. april recap # +$23,460 (+5.9%) 74% win rate 53 trades

week 3 april done. third week at full size $1,500. stability holding. week 3 trades (apr 15-19) # monday 4/15: 2 trades, 2 wins. +$1,560

week 3 april going strong. adaptive strategy crushing it. been refining regime detection logic. current performance (apr 1-17) # trades: 29

first week april done. ramping to full size. confidence building. week 1 april trades (apr 1-5) # monday 4/1: 3 trades, 2 wins. +$520 ($800 size)

week 1-2 march testing. adaptive strategy live. mixed results. testing approach # week 1 (mar 4-8): paper trading only.

february crushed my strategies. mean reversion dropped from 81% to 57% win rate. market regime changed. strategies need to adapt. been discussing regime adaptation on r/algotrading. other algo traders dealing with same shit.

backtesting is where most algo traders hurt themselves. they optimize parameters until strategy looks perfect on historical data. then go live and it fails immediately. classic overfitting. learned this the hard way. saw countless traders on NexusFi backtesting discussions make same mistake when i joined in 2023.

momentum strategy has 5 wins, 0 losses. time to explain how it works. core concept # capture trending moves after consolidation breaks.