01 / 04
⊕ Win Rate
0%
42 W / 32 L · Closed option positions
I trade for a reason: to build the capital that will fund my own company — one that helps people. Every number on this page comes straight from my broker's transaction export: three and a half years of real-money trading through high school, 74 closed option positions, researched before every entry, journaled after every exit.
I don't trade to trade. I've looked at what actually stops good ideas from becoming real companies, and the honest answer is almost always the same: funding. So the market is my engine for making and saving the capital I'll need to start a company of my own — one built to genuinely help people. Every dollar of profit here is a dollar of runway there.
That purpose also decides what I'm willing to own. I only go long companies I actually believe in — businesses I'd defend after reading their filings. Companies I see as hurting people or the environment don't get my capital, no matter how good the chart looks. It's a smaller universe, but it's mine, and knowing it deeply is exactly where my edge comes from.
Fittingly, the only Palantir position I've closed green in this ledger was a put — a researched bet against it, not an investment in it.
I specialize in swing options trading — long calls and puts on companies I follow closely, with holding periods from a few days to about three months. My edge is conviction backed by homework: entering momentum setups in businesses I understand, with defined risk, and staying in long enough for the thesis to play out.
The export backs the style up: median hold of 22 days, average of 34, longest 134. No zero-day expiries, ever — every contract I've bought had weeks to months of runway, because I'm trading a researched thesis, not a coin flip at the close.
The point is the discipline of writing things down — entries, exits, the thesis, the reason it worked or didn't. Three and a half years of journaling has produced a data-backed picture of where my edge actually lives, and the rules to stay inside it.
The highest-conviction trade in the ledger — and the hardest one to sit through. I started buying July $125 calls in March 2025, and the April tariff selloff immediately put the position deep underwater. The research said the AI-infrastructure story was intact and the selloff was macro, not company — so I kept averaging in near the lows instead of panic-closing, and trimmed a few contracts to keep sizing inside my rules.
When NVDA recovered through May and June, I scaled out into strength — the last contracts went out at $35.00 against a ~$5.50 average cost. Turning +$11,324 out of a drawdown that started at a loss is the whole approach in one trade: research first, defined sizing, and the patience to let a thesis finish.
MARKETS ARE PROBABILISTIC, NOT PREDICTABLE. I DON'T TRADE ON HUNCHES — I BUILD A THESIS, DEFINE MY RISK, AND LET THE MATH WORK OVER TIME.
Three and a half years of tracking every trade has given me something most traders don't have at any age: a data-backed picture of where my edge actually is, and the discipline to stay inside it. I read earnings transcripts. I check implied volatility against realized before every entry. I size so that no single idea can end the account. And when a trade doesn't work, the loss goes in the ledger next to the wins — because the data only means something if all of it is there.
This page documents my ongoing research, trade analysis, and market process — every number on it computed from the raw broker export, wins and losses alike. It's part portfolio, part trading journal, built to demonstrate that rigorous, process-driven analysis isn't reserved for professionals on Wall Street.
It starts in high school, with real money and a real purpose: compounding capital toward a company of my own that helps people. The next chapter is publishing the framework — write-ups on individual setups, post-mortems on every closed position, and a public version of the rulebook for anyone who wants to learn how to think about markets like a system instead of a casino.
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