Week 5

One of those brutal weeks. SPY went down 4%. Any such major movements are bad from the strategy. I was also traveling so couldnt keep a good eye, though made many adjustments. I was down 1% only thanks to elevated volatility. I went up to $6000 (20% gain) on Tuesday last week, but couldnt hold on to those gains in the wake of falling markets.

Closed the week at $5,607.02. Below is the strategy returns versus the market proxy (SPY).