The first full trading week after crossing 100 days was humbling, reflective, and essential.
It reminded me that the market doesn’t care about milestones — it only rewards consistency.
This week brought a mix of small wins and a few notable losses.
It wasn’t pretty, but it reinforced why discipline beats excitement in the long run.
💼 Trade-by-Trade Breakdown
| # | Date | Strategy | Lot | P/L | Return | Notes |
|---|---|---|---|---|---|---|
| 1 | Oct 20 – 21 | 9/23 DC (Overnight) | 2 | +$219 | +1.5 % | Textbook theta decay gain; smooth overnight trade. |
| 2 | Oct 20 | 2/7 DC | 8 | +$515 | +1.8 % | Clean same-day exit after brief consolidation; power-hour spike helped. |
| 3 | Oct 21 – 23 | 9/23 DC | 2 | – $111 | –0.9 % | Small loss from flat vol structure; closed early. |
| 4 | Oct 21 | 2/7 DC (Morning) | 4 | – $682 | –5.0 % | Entered wrong time window; classic overtrading temptation. |
| 5 | Oct 21 | 2/7 DC (Afternoon) | 3 | – $902 | –7.6 % | Range-bound market hurt premiums; took loss before close. |
| 6 | Oct 22 – 24 | 9/23 DC | 3 | +$223 | +1.3 % | End-of-week stabilization; slow but positive finish. |
✅ Weekly Total: – $738
📉 Weekly Return: – 1.0 % (on ≈ $74 K base)
🧭 Quick Summary
This week had seven active positions, but only three ended green.
Losses came mostly from early entries — exactly what my backtests warned against for October.
The bright side: the plan worked when I stuck to it.
The goal from here isn’t to avoid red days, but to remove unforced errors.
📊 Performance Snapshot (After Week 15)
| Metric | Value |
|---|---|
| Starting Capital | $50 000 |
| Current Capital | $73 520 |
| Total Return (100 Days) | +47.0 % |
| Winning Weeks | 13 of 15 |
| Average Weekly Gain | +3.0 % |
| CAGR (Annualized) | ~290 % |
| Primary Systems | 2/7 DC (Mon/Tue) · 9/23 DC (Wed–Fri) |
💡 Lessons This Week
- Don’t fight the calendar.
October back-tests clearly show weak 2/7 performance. Exiting intraday or skipping entirely is often the right move. - Volatility filters matter.
When VIX slope is flat, theta harvest disappears. Better to wait than force trades. - Stick to automation.
The two biggest losses came from manual deviations. Lesson repeated. - Small greens still compound.
Even +1 % weeks matter — they stack.
💭 Reflection
After the 100-day celebration, reality checked in.
I felt the temptation to trade more, to “prove consistency.”
But that very urge creates inconsistency.
This week reminded me that discipline isn’t built by winning trades — it’s built by the trades you don’t take.
“The market doesn’t test your strategy first — it tests your patience.”
🔭 Looking Ahead to Week 16
- Continue intraday-only exits for 2/7 DCs.
- Increase focus on vol-adjusted entries for 9/23 DCs.
- Log each deviation → tag with “emotional reason.”
- Target flat week rather than high P/L.