K777

Quantitative Live Trading Weekly Log Week 11 |2026-10-17| Equity this week: 2,287.32
This was absolutely the most brutal week since I started live quant trading—I got completely battered. I trade US semiconductor RWA quant strategies, and the Philadelphia Semiconductor Index fell for five consecutive trading days this week. SOXL plunged 40% in just one week, while small-cap stocks like CBRS and AAOI also fell by more than 30%. MUU needs no further mention. So this week, I was holding losing positions across the board. This is when risk management is put to the test. Although it was brutal, I m

Quantitative Live Trading Weekly Journal Week 9 | 2026-10-03
This week's equity: 2,758
It's Saturday again, so let's lay out this week's books and take a look. Equity fell from around 3000u to 2750—not because I lost money, but because I withdrew 300. Sometimes profits should be taken off the table; money in hand is the only money that's truly yours. The downside is that the equity curve doesn't look as good, but trading isn't about the curve, so don't lose sight of the main goal.
soxl and aaoi rose for the entire week, and all the accumulated long positions were sold for a profit. However, op

Quantitative Live Trading Diary Day 56 | 2026-09-23
Today's equity: 3,021.45
It's Wednesday again. I've actually forgotten what happened last week, but U.S. stocks have also had a super-bullish run this week. I think soxl has now posted six consecutive gains, and muu should already be up 50% in a one-way move. As a two-way grid strategy, this has once again reached the stress-testing stage. I've also placed a bunch of short positions waiting to be released, so I can simply activate the sleep-through-it strategy and go to bed. Quantitative trading is about reducing manual intervention—just wait

Quantitative Live Trading Journal Day 49 | 2026-09-16|Today's Equity: 3,031.90
This week is still a vegetable-growing period, and U.S. stock semiconductors have also been trending down this week. Long positions in multiple assets have already been set up, waiting for a major rebound. Let's aim for 3300. All I need to do is wait for a market move. I've been so busy lately that I almost forgot to write this weekly journal. I'll stop here.
#量化日记 #实盘记录

Quantitative Live Trading Diary Day 42 |2026-09-09|Today's Equity: 3,173.20
It's a new week again. After three consecutive weeks of one-way movement, I finally got the rebound I had been waiting for. I said before that once a decent rebound arrived, the profits from quantitative trading continuously lowering the average entry price through T-trading during the one-way move would be released all at once. This is the harvest week. The accumulated long positions in SOXL and CBRS were basically all released, and the balance also rose by more than $200. However, this round of profit release is basi

Quantitative Live Trading Journal Day 35 | 2026-09-02|Week 4
Today's equity: 2989
Another week of sideways trading. This week, all my instruments were in a one-way decline, mainly because my holdings are highly concentrated and basically all rose and fell together, which caused a drawdown in returns. In a strategy that opens both long and short positions, a one-sided move in either direction puts pressure on the other side, but pressure can also be fuel. My current instruments have accumulated a large number of long positions, as if they were crouched down; once there is a rebound in tech st

Quantitative Live Trading Journal Day 28 | 2026-08-26|Week 3
Equity: 2,939.78
Another weekly report, and another 7 days without any market action. muu, soxl, cbrs, and aaoi were basically all in one-way declines, so the entire week's returns were used to lower the average holding cost. I lost quite a bit compared with last week. There's nothing I can do—in my view, no quantitative strategy is a holy grail that guarantees profits every week. Naturally, drawdowns occur when market conditions are unfavorable. Clearly, the past 2 weeks have not been very favorable, so I can only use the sleep stra

Quantitative Live Trading Diary Day 20 | 2026-08-19 | Week 2 | Today's Equity: $3000
It's been a week since I last updated this. I was actually too lazy to post an update, but I didn't expect anyone to be waiting for it, so I'll write a little. Today's balance is around 3000 USDT, but I didn't actually lose money after running it for a week—I withdrew 100 USDT. Including that 100 USDT, there was still some profit over the 7 days. There wasn't much market movement during these 7 days either. soxl rose for 5 consecutive days and only crashed yesterday. The other two assets are aaoi and cbrs.

Quantitative Live Trading Diary—Day 14 | 2026-08-12
A long-awaited market move finally came today. As a two-way grid strategy, the strategy performs poorly when the market moves in only one direction. But it doesn’t matter—in addition to scams, no strategy can guarantee profits in 100% of market conditions. Today is a day when the strategy doesn’t make money, but it is also an opportunity to test its capabilities. All we can do is wait patiently for the flowers to bloom. From now on, I’ll change this diary to a weekly journal because I’m too lazy to write a summary every day, and the daily tim

Quantitative Live Trading Diary Day13 | 2026-08-11
Today's equity: $3,066.79 (↑ +5.70, +0.19%)
Today's trades: 4 | Trading volume: $365 | Fees: $0.18
Today's P&L: +3.29 USDT
Looking at the past 7 days, equity has been trending upward. This kind of market is favorable for two-way grids. Don't be greedy; keep the rhythm.
There were 4 trades today, and the strategy was executed as usual. Nothing much to say.
Summary: Nothing special today—just follow the rules and get it done. The biggest fear in quantitative trading isn't losses, but changing parameters randomly.
#量化日记 #实盘记录 $SOXL ‌