Week 12 — Weekly Operation Log (2026-03-27)
- Mar 30
- 1 min read
Updated: 5 days ago
Period:
2026-03-21 ~ 2026-03-27 (Friday close basis)
Current Regime: Neutral
Asset Allocation:
SPYM: 30%
TLT: 20%
SGOV: 50%
Action This Week:
Regime Change: Up → Neutral
Rebalanced portfolio following regime shift.
First regime change since system launch.
※This section records execution facts, not opinions.
Performance Summary:
MTS($) | SPY($) | Alpha($) | MTS(￦) | SPY(￦) | Alpha(￦) | |
Weekly Return | -1.98% | -2.23% | +0.25% | -1.77% | -2.02% | +0.25% |
YTD Return | -8.32% | -8.64% | +0.32% | -5.11% | -5.44% | +0.33% |
Current Drawdown | -8.32% | -8.64% | +0.32% | -5.94% | -6.16% | +0.22% |
※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 weakening market leadership and limited participation.
As a result, the MTS score fell below the Up regime threshold, triggering a transition from Up to Neutral.
The key observation going forward will be whether earnings recovery can be sustained and supported by a re-expansion in sector leadership and market breadth. Without improvement in these areas, the market may remain in a neutral or weakening trend environment.
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