Alpha System Trading Performance U.S. Stock Market: +5.05%Korean Stock Market: +0.60%Period: Close on May 1, 2026 ~ Close on May 29, 2026 In the U.S. market, I’ve had times when weeks of small gains were wiped out by a single downturn. The Korean market was exceptionally strong, but one of my trading strategies was out […]
After the 2025 presidential election, the KOSPI 200 showed a much stronger rally than most investors had expectedEven experienced investors probably thought at least once, “Wait… I’ve never seen this before.” The combined weight of Samsung Electronics, Samsung Electronics Preferred, and SK Hynix in the KOSPI 200 was around 30% at the beginning of 2025.
Many investors have been caught off guard by the sharp rally in the Korean stock market between 2025 and 2026. For those who entered Inverse ETFs anticipating an overheated market, this has been a brutal period—to put it mildly. As of early May 2026, this upward trend is still going strong. For the past four
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, 2026 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
I’d like to share my thoughts on “Test Data Size,” one of the most debated topics when designing a system trading strategy. You might think, “Isn’t it better to use all the historical data available?” However, I take a different approach. (There is no single right answer in trading—if it makes a profit, that’s your
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
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
In my last post, I said the market gave a warning signal. It has been a week since I started reducing position size. Cutting the Entrance Before, if my trading amount was 100, now it is only 10 to 50. I cut it by more than half. Backtesting a system is one thing. Trading under
2026 March Performance Report Brawler Logic System Trading (Version 17.5)Korean Stock Market: +3.70%U.S. Stock Market: -11.00%Period: Feb 28, 2026 – March 27, 2026 (Closing Prices) Summary February 2026 is summarized asThe US-Iran war and the bubble in the Korean market made March very unpredictable.Every trading day was a test for investors’ hearts. U.S. Stock Market
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