Week 11 — Weekly Operation Log (2026-03-20)
- Mar 23
- 1 min read
Period:
2026-03-14 ~ 2026-03-20 (Friday close basis)
Current Regime: UP
Asset Allocation:
SPYM: 56%
SPXL: 14%
SGOV: 30%
Action This Week:
None
※This section records execution facts, not opinions.
Performance Summary:
MTS($) | SPY($) | Alpha($) | MTS(￦) | SPY(￦) | Alpha(￦) | |
Weekly Return | -1.66% | -2.07% | +0.41% | -1.18% | -1.59% | +0.41% |
YTD Return | -6.47% | -6.56% | +0.09% | -3.40% | -3.49% | +0.09% |
Current Drawdown | -6.47% | -6.56% | +0.09% | -4.25% | -4.22% | -0.03% |
※Performance is reported for record-keeping purposes only and should be interpreted using the framework defined in Performance Overview.
Risk Notes:
This week, Earnings Strength showed a partial recovery as revision momentum improved and growth drift stabilized. However, Sector Momentum declined and Breadth remained neutral, indicating a weakening in market leadership and limited participation.
While earnings expectations are no longer deteriorating, they remain below the initial quarterly baseline, suggesting that the recovery is still at an early stage rather than a confirmed structural improvement.
The key observation going forward will be whether the recovery in earnings momentum can be sustained and whether it is supported by a re-expansion in sector leadership and market breadth. Without improvement in these areas, the market may transition from a Up toward a Neutral regime.
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