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Volatility

fall volatility algo adaptation - regime detection update
first real trading days since vacation. volatility already picking up. VIX hit 16.2 today. time to adapt. the seasonal shift # summer algo settings don’t work in fall.
earnings volatility - how my algos adapt to quarterly chaos
earnings week chaos. GOOGL, TSLA, META all this week. how my algos handle it. the earnings problem # normal day: VIX 15, predictable ranges, clean signals
lost one, saved three - vol detection paying off
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.
vol detection system is live
went live with vol regime detection friday morning. first real test today. what happened # saturday market (crypto):
building volatility regime detection
need to stop trading when volatility spikes. building detection system. the problem # this week VIX spiked 18% in 2 days. my strategies got stopped out twice.
down week but recovering
rough couple days. gave back some of last week’s gains. quick update # monday/tuesday market was choppy AF. stopped out twice.
upgraded IV rank filtering
the IV rank problem # my original algo only sells premium when IV rank > 40 IV rank = where current IV sits relative to its 52-week range