one-offs

If we trade to 21K I'll hit +13% on the day.

 

FWIW, this was a joke.

 

It's the Ghost! Isolated to sticky D (vol of vol on single-names). Upside trough > downsider trough compensates for volcorr losses/stickiness.

 

Left trough was below x minutes after Fed. Got lucky on timing.

 

I cut the D1 short to move into vol. Marginally better if I'd stayed in D1.

 

5.5% day. Should have been longer.

 

13% week. I'm flat but will carry some long mkt into the holiday analog. Normally I'd be flat here, you f****** losers.

 

That is absurd. How can anyone post a journal in here with numbers like that? You saw what happened in your comp journal. No one would step up except beta boyz riding the wave of free money. And that's about to come undone, thanks to Drumpf.

Do you need a pilot for your S-76?

 

Stimuli = results. I can beat any risk-adjusted return on the planet.

FWIW, I took 60-70% of the range in index, but mostly in vol and relatively small size, unfortunately.

 

Basis SPX cash (44 to 70). Closed vol-positions at 5960 cash. Entered holiday analog vol-positions at 5966 (short Dec27, long Jan3, other terms in complex flies).