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, 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
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
[Introduction: The Secret of the World’s Greatest Quant Firm – Automation] Peter Brown, CEO of Renaissance Technologies—the world’s most successful quant hedge fund—shared an intriguing insight in a recent podcast interview. He emphasized that upon taking the helm, one of his top priorities was the “automation of every single process.” What struck me most was his
How Does the US Stock Market Move on the First Day of Daylight Saving Time (DST)? Every spring, we move our clocks forward by one hour. On that Monday morning, when investors are operating on one less hour of sleep, which direction does the S&P 500 take? We analyzed data from the last 11 years