What 100 Days of Case DCA Actually Looks Like
Nobody posts screenshots of week seven, when nothing happened. So here is the whole shape of a hundred days of daily case buying — rendered as an honest journal, with illustrative numbers in realistic ranges — including the stretch that felt like failure and turned out to be the point.
Days 1–14: the fun part
Everything is novel. The morning email lands at 6-something with its first fills — a few copies each across four or five cases, eighteen-to-twenty dollars deployed. You read every line. You check the marketplaces to confirm the prices were real (they were; that's what the ledger is for). Copies: a few dozen. Average cost: whatever the market handed you — with two weeks of history, your average is the recent market, and the position wobbles a percent or two either side of flat. Anyone who quits here learned nothing except what week one feels like. What these early weeks do and don't tell you is the subject of the first 30 days.
Days 15–40: the boredom, and the first skips
The novelty dies precisely on schedule. The email says roughly the same thing every morning, which is correct behavior and terrible content. Somewhere in here comes the first skip — one case's cheapest listing drifts above its price cap for four straight days, and the bot simply declines, each time, with the observed price in the report. A manual buyer would have "rounded up just this once" by day two; the cap doesn't negotiate, which is the entire argument of max-price lines.
By day 40 the position is a couple hundred copies across the list, maybe very slightly green or red — statistically indistinguishable from noise, and at this horizon, meaningless either way. The interesting number isn't the P&L; it's the average cost per line, now built from enough fills to mean something.
Days 41–60: the two red weeks
Then the market lurches. An update rumor, a broad risk-off week, whatever — the list marks down hard, say 15–25% on the mid-tier lines, and the portfolio shows its first genuinely ugly screen — every line red, the running total below money deployed, and a forum thread somewhere confidently declaring the asset class finished. This is where manual DCA quietly dies: buying more of something that fell yesterday, every day, for two weeks, is close to psychologically impossible by hand. The bot, constitutionally incapable of reading the room, keeps executing — and suddenly the same $20 buys more copies per day than at any point in the run.
The arithmetic of those two weeks dominates the whole hundred days. Cheap fills drag the running average down while unit count accelerates — the exact mechanism worked through in drawdown math and entry smoothing. When the market later climbs merely partway back, the position crosses green well before prices reclaim their old levels, because break-even is measured against your average, not the peak. In every honest DCA journal, the red weeks are where the return came from; buying through corrections is the whole trick, and it's a trick best performed by something without an amygdala.
Days 61–85: compounding boredom
Recovery drifts in unevenly. A couple more skips; one morning a venue balance runs low and the report says so before it becomes a missed day — the balance alert earning its keep. The copies pile up past the point where the inventory screen scrolls: three-hundred-something units by the eighties, average cost now a stable, slow-moving number that a single day's fill barely nudges. That stability is worth noticing — early on, every fill moved your average; now the position has mass and momentum. Around here most runners also stop checking daily, promoting themselves to skimming weekly totals — the correct cadence for attention, whatever the cadence of the buys. The system's ideal end state is that you think about it roughly as often as you think about a pension contribution, and with the same low pulse.
Days 86–100: the accounting
At day 100 the honest summary of a representative run looks like this: roughly $1,900–2,000 deployed of a theoretical $2,000 (skips and integer fills account for the gap — the budget is a ceiling, not a quota); several hundred copies across five lines; an average cost visibly below the naive average of the period's daily spot prices, courtesy of the red weeks and the caps. Whether the position is up or down against today's spot is, frankly, weather — a hundred days is an eyeblink for a supply-shrink thesis that plays out over years. What the hundred days actually produced is structural:
- A real position, built without a single timing decision;
- A trustworthy cost basis — every fill in the ledger, so "am I up?" has an exact answer (the number that decides);
- Behavioral proof — you now know, empirically, that the plan survives red weeks, because it did.
The honest takeaway
A hundred days of DCA is two weeks of excitement, two weeks of fear, and seventy-odd days of nothing — and the nothing is the product. The strategy's entire edge over discretionary buying is that it kept operating through the stretches where a human would have gotten bored, scared, or clever. If that sounds anticlimactic, it should: the founder's own public run at $20/day reads exactly this uneventful, receipts and all. The market decides the returns; nobody controls that. The journal above is what you can control — showing up every single morning — outsourced to a machine that finds boredom easy.