llm_overfitting
Trading Notes

The Sweet Trap of AI: Overfitting in Trading

How I almost ruined my system by listening to an LLM TL;DR I asked AI to help with position sizing. It gave me super-precise numbers and looked amazing… until I realized it was pushing me straight into overfitting. After a year of live tracking on top Korean stocks, simple standard settings actually performed better. Why

damaged_system_trading
Trading Notes

Protecting the Account: Why I Reduce Position Size

This market dip was short but very strong. (2026.3~4) For about three weeks, I reduced position size.Finally, on April 9, 2026, this defensive stage ended. Usually, a bear market lasts for 1 or 2 months.This time, it only took 3 weeks. It was short, but the price changes were very fast and intense. The Reason

damaged_system_trading
Trading Notes

What My Trading System Does When the Market Warns Us

Recently, the market mood has changed. Tensions between the US and Iran are rising.This war issue has continued for four weeks now. To be honest, my “Alpha System” is not super fast at sensing danger.It is a bit slow. (Maybe it’s like me? 😉) But at the end of the third week, the system finally

automation
Trading Notes

Automate Repetition, Reclaim Your Time: System Backtesting Automation

[Introduction: The Secret of the World’s Greatest Quant Firm – Automation]   Peter Brown, CEO of Renaissance Technologies—the world’s most successful quant hedge fund—shared an intriguing insight in a recent podcast interview.  He emphasized that upon taking the helm, one of his top priorities was the “automation of every single process.” What struck me most was his

Brawler Upgrade
System Updates

Upgrading the Brawler System: Refining the Universe (Mar 12, 2026)

 In an effort to enhance the stability of Brawler System Trading, I recently attempted to incorporate low-correlation assets into my primary alpha logic. To get straight to the point, I have decided to exclude this update from the live system for now. 1. The Strategy: A Safety Net for Market Crashes The theoretical reasoning behind adding low-correlation assets was

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