Alpha System Trading Performance
Brawler Logic System Trading (Version 17.5)
Korean Stock Market: +13.80%
U.S. Stock Market: +8.47%
Period: Close on March 27, 2026 ~ Close on May 1, 2026Period: Feb 28, 2026 – March 27, 2026 (Closing Prices)
Even with the Iran-US conflict dragging on, the market kept climbing like nothing was wrong.
It was a great reminder
that geopolitical drama and stock prices don’t always hold hands and move in the same direction.
U.S. Stock Market
SPY: +13.65% (plus two other positions)
Benchmark: +16.12%
Alpha Trading System: +8.47%
In the US, our risk management was almost too good.
The market gave us a solid uptrend, but because we dialed down exposure, we left some money on the table.
It’s funny — the same position reduction rule that was a hero in Korea became a bit of a party pooper in America.
If we had loosened it slightly, we probably would have beaten the benchmark.
Hindsight is always 20/20 on Wall Street. The US market was a very tough ring for Alpha system Trading. The war made everything look bad.
Korean Stock Market
KODEX Kosdaq 150: +0.30%
KODEX 200: +23.22%
Benchmark (Kosdaq 150 + Kospi 200): +11.76%
Alpha Trading System: +13.80%
The Kospi 200 went on a serious bull run (+23.22%), basically carrying the entire benchmark on its back.
Our Brawler Strategy delivered nice, steady gains close to the benchmark, and the Trend-Following Strategy chipped in some extra profits.
The trend system had a pretty low win rate, but when it caught a real move, it paid nicely — classic “small losses, occasional big wins” behavior.
Early in the month, our position sizing reduction logic worked like a champ during wild volatility and saved us from a nasty drop.
After getting burned in March (when big profits vanished in a flash), we turned extra conservative toward the end of April.
Better safe than sorry!
Logic Changes for May
We restored full position sizing in early April once US-related risks calmed down.
For this month’s trading rules, we asked AI (LLM) for a lot of advice.
We showed it over 30 detailed parameter sets, let it pick the best ones, and did the same for position sizing based on simulation results.
Basically, we let the AI be the co-pilot.
Alpha System Trading Strategies
We run two main systems:
1. Brawler Strategy This is our “Law of Large Numbers” fighter.
Individual wins and losses aren’t dramatically different in size, but we have more winning trades than losers.
Over hundreds of fights, the edge shows up.
2. Trend-Following Strategy We try to catch short-term trends and ride them.
Backtests show high win rates, but live trading is humbler (as usual). So we trade it with small size and keep a close eye on it.
[Past Reports]
Monthly Fund Report January 2026
Monthly Fund Report February 2026
Monthly Fund Report March 2026 – Brawler’s Grit in the Fog of War
April 2026 Market Wrap-Up: Risk and Bull Market Living Together
View All Monthly Reports
