Alpha System Trading Performance
US Stock Market: +3.73%
Korea Stock Market: +13.09%
Period: June 26, 2026 Close ~ July 31, 2026 Close
The US-Iran conflict is not over. It still moves the market from time to time.
And in AI, semiconductor stocks are still in focus.
The US market went up and down many times.
But the Korean market showed much bigger Volatility. So all eyes were on Korea.
The Korean market was a mess.
Big up, big down. And the swings got bigger and bigger near the end of the month.
Luckily, Alpha System beat the benchmark.
U.S. Stock Market
Benchmark Index: -2.67%
Alpha System Trading: +3.73%
In the US, S&P 500 was solid. But Nasdaq 100 and Russell 2000 were weak.
In the US market, we run only the Brawler Strategy.
It was a tough grind. Up and down, up and down.
We were just defending the account, with no profit and no loss for a long time.
Then at the very end, we barely closed with a profit. It was a tough market.
Korean Stock Market
KOSDAQ 150: -21.17% / KOSPI 200: +21.17%
Benchmark Index: -22.95%
Alpha Trading System: +13.09%
The bubble in Samsung Electronics and SK Hynix is cooling down after months of rally.
The 2x leveraged products on Samsung and Hynix played a key role.
The KOSPI index fell to -40% at one point, then had a huge short squeeze on the last trading day. It closed at -20%.
I hope this high volatility will be lower in August.
Luckily, Alpha System finished with a profit.
There were many big drawdowns, but we avoided some of them with luck and closed in green..
Logic Changes for July
I changed a lot of data in the Brawler Strategy.
I talked with LLM and checked all the indicators we use for trading.
I checked if each indicator really fits the methods we use in Brawler – statistics, machine learning, and deep learning.
For some methods,
some indicators should not be used. Some had no edge. Some were not smooth – the number just kept going up.
After checking the results, I removed some indicators and added new ones.
(LLM wrote the code and explained it, so it was an easy job.)
I no longer expect huge performance jump just because I added or removed indicators.
A person who has done systematic trading for over ten years does not expect a huge jump.
The backtest – this part takes a lot of time – shows the logic is now more robust.
Next month, I will test more new indicators..
I had assumed that each ticker group would offset the others’ weaknesses and help the account grow stably as a whole. But this long-held assumption turned out to be a constraint that was actually holding back returns.
It was a somewhat disappointing decision to make personally, but I’m glad I was able to correct it before it was too late.
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
View All Monthly Reports
