Alpha System Trading Performance
Korean Stock Market: -6.32% / U.S. Stock Market: +1.76%
Period: August 28, 2026 close to October 2, 2026 close
The Fed’s interest rate hike and the U.S.-Iran conflict continue to make the news.
AI-related stocks are also moving up and down.
Still, the stock markets seem to be taking these events in stride.
Korean Stock Market
KOSDAQ 150: +5.11% / KOSPI 200: +4.07%
Benchmark Index: +4.07%
Alpha System Trading: -6.32%
Samsung Electronics and SK Hynix continued to support the market
with their share buybacks this month.
We do not know what will happen when these buybacks end,
but for now, they have helped limit market declines.
Korea’s stock market is often called a semiconductor market.
Many investors are closely watching news about AI and semiconductors.
Alpha System Trading recorded a large loss of -6.32%.
Once again, the system failed to keep up with the market’s gains.
There were no trades on 10 out of 23 trading days.
It was disappointing that the system failed to make a profit during this period.
U.S. Stock Market
SPY: +0.04%, plus two other ETFs
Benchmark Index: +0.42%
Alpha System Trading: +1.76%
The prolonged U.S.-Iran conflict continues to have a chain of effects.
Inflation and interest rates have become major issues,
while AI-related stocks are also affecting the market indexes.
Alpha System Trading returned +1.76%,
performing roughly in line with the market.
Logic Update
The Brawler strategy was updated from V18.7 to V18.8,
and the new version was applied to October trading.
In this update,
we used votes from multiple strategies to help reduce risk
when deciding whether to enter a trade.
Backtesting also showed that
the strategy could hold up during the COVID-19 crash.
This time, we also improved the system
so that we can compare the results of different combinations more easily.
As with previous updates, the main focus was on improving safety,
even if it meant giving up some returns.
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.
