Shivas Snake, CFA 🔱🐍 🇬🇧 ↗️
6.7K posts

Shivas Snake, CFA 🔱🐍 🇬🇧 ↗️
@ShivasSnake
a brute brit in the desert

podcast with @Gingfacekillah is out! you can check it out below. we discussed volatility modeling, some common options trading misconceptions, and some ideas on how to build an actual trading strategy. youtu.be/jlhuKAIenw0




The data just forced me to make a change to the public experiment. And it’s a BIG ONE. Fridays are officially REMOVED from the forward test. Here’s why. While reviewing the full backtest dataset, one statistic stood out immediately. The system behaves very differently on Fridays. Win rate by day: • Monday → 88.4% • Tuesday → 84.2% • Wednesday → 80.5% • Thursday → 84.3% • Friday → 52.0% Every other day of the week sits around 80–88%. Friday drops to 52%. That’s not a small difference. That’s a completely different market behavior. — Why does this matter? Because this experiment is not about forcing trades. It’s about executing a statistical edge. If the data clearly shows that one day behaves differently, the rational decision is simple: Remove the noise. So from now on the public forward test will run: • Monday – Thursday only • 2:00 AM New York time • 1 MNQ micro contract • TP $300 / SL $300 • BE lock at +$250 → +$200 One trade per day. No discretion. — So the public experiment continues. But now with a cleaner structure. Monday → Thursday only. Day 1 of forward testing already closed +$300. Day 2 of forward testing already closed +$300. Let’s see how the next trades unfold. — One question for other traders: Have you ever found that one specific day of the week completely breaks an otherwise profitable system? #AlgoTrading #FuturesTrading














It’s crazy that both Bill Ackman and Michael Burry got super bullish on $FNMA and $FMCC and both wrote long form posts and pitches on the two GSEs Fannie Mae and Freddie Mac are each down around 60% in the last 6 months Burry and Ackman have been getting creamed along with everyone who followed them into the trade. Even great investors get it wrong or get the timing wrong at a minimum



From the Weekly Model- which absolutely can be wrong $SPX













