Alpha System Trading Performance
Korea Stock Market: -0.39%
US Stock Market: +5.24%
Period: July 31, 2026 Close ~ August 28, 2026 Close
The Alpha System Trading system had a disappointing month in Korea, as it failed to keep up with the strong rally in KOSDAQ 150.
On the other hand, the US system delivered a strong result and performed better than the benchmark index.
U.S. Stock Market
SPY: +2.99% / Two Other Groups
Benchmark Index: +3.66%
Alpha System Trading: +5.24%
The US market reacted to oil price volatility caused by the US-Iran conflict, AI-related stocks, and interest rates.
Even when the semiconductor sector declined, other sectors moved higher.
As a result, the US market continued to show a steady upward trend.
Alpha System Trading gained 5.24% for the month.
This was a strong result and slightly better than the benchmark index..
Korean Stock Market
KOSDAQ 150: +20.09% / KOSPI 200: +1.80%
Benchmark Index: +9.12%
Alpha System Trading: -0.36%
The Korean market continued to be shaken by the volatility of Samsung Electronics and SK Hynix.
The US semiconductor index also affected the Korean market, adding more volatility.
Despite all this, KOSDAQ 150 rose sharply during August.
A few months from now, we may look back and think that August was simply a month of healthy correction and recovery.
Alpha System Trading finished the month with a small loss of -0.39%.
Unfortunately, the system completely missed the strong rally in KOSDAQ 150.
The system made a conservative decision and stayed defensive.
This is one weakness of the Brawler Strategy. When the market rises very quickly, Brawler can sometimes fail to follow the market..
Logic Changes for September
The Brawler Strategy was updated from V18 to V18.7.
I standardized the indicators and variables used for statistics, machine learning, and deep learning.
The standardization did not create a big jump in performance.
However, I believe the system is now more stable and consistent.
This month, I also improved the way I combine backtest results.
It is now much easier to see the performance of many different combinations at a glance.
The most important result is this:
The combinations we used in the past were already in the top 5% among thousands of possible combinations.
The newly tested combinations did not show a major improvement over the existing ones.
This was actually a useful result.
It means the previous combination was already quite strong, and there was no need to make a major change just for the sake of optimization.
However, the new scoring system has greatly reduced the time needed for testing.
In the past, I had to prepare the data in Excel and manually compare each combination with the others.
That required a lot of time and energy.
Now, the process is much simpler and much faster.
I can test many combinations in a much shorter time and see the results more clearly.
This does not necessarily mean the strategy will suddenly become much more profitable.
But it gives me a much better tool for finding small improvements without making the system unnecessarily complicated..
Alpha System Trading Strategies
We run two main systems:
1. Brawler Strategy is not designed to chase one big win.
The size of wins and losses is similar, but by increasing the number of trades that close as profits, it grows the account over the long term.
In other words, it is a strategy built on the Law of Large Numbers, steadily accumulating an edge over time.
2. Trend-Following Strategy captures and trades short-term trends that form over brief periods.
It shows a high win rate in backtests, but it hasn’t yet delivered the results expected in live trading.
For now, it is being run with a small amount of capital to accumulate live trading data and continue improving.
[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
Monthly Fund Report May 2026 : Risk and Bull Market Living Together
Monthly Fund Report Jun 2026 : US-Iran Conflict Risk Is Easing
Monthly Fund Report July 2026 : Chaotic Semiconductor Stocks
View All Monthly Reports
