Week 13 — Weekly Operation Log (2026-04-02)
- 5 days ago
- 1 min read
Period:
2026-03-28 ~ 2026-04-02 (Friday close basis)
Current Regime: Neutral
Asset Allocation:
SPYM: 30%
TLT: 20%
SGOV: 50%
Action This Week:
None
※This section records execution facts, not opinions.
Performance Summary:
MTS($) | SPY($) | Alpha($) | |
Weekly Return | -1.36% | -2.28% | +0.92% |
YTD Return | -9.57% | -10.73% | +1.16% |
Current Drawdown | -9.57% | -10.73% | +1.16% |
※Performance is reported for record-keeping purposes only and should be interpreted using the framework defined in Performance Overview.
Risk Notes:
This week, Breadth Strength improved and Sector Momentum rebounded, while Earnings Strength remained unchanged, indicating a partial recovery in internal market conditions but without improvement in earnings momentum.
As a result, the MTS score recovered but remained within the Neutral regime after smoothing, suggesting that the system still requires confirmation before signaling a renewed uptrend.
The key observation going forward will be whether earnings momentum begins to improve and confirms the recent recovery in breadth and sector leadership. Sustained improvement across these factors would be necessary for a potential regime shift.
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