Week 4 — Weekly Operation Log (2026-01-30)
- Jan 31
- 1 min read
Updated: Feb 10
Period:
2026-01-24~ 2026-01-30 (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 | -0.05% | +0.40% | -0.45% | +0.26% | +0.70% | -0.44% |
YTD Return | -0.50% | -0.30% | -0.20% | -0.95% | -0.76% | -0.19% |
Current Drawdown | -0.50% | -0.30% | -0.20% | -1.83% | -1.52% | -0.29% |
※Performance is reported for record-keeping purposes only and should be interpreted using the framework defined in Performance Overview.
Risk Notes:
Earnings expectation drift remains strong, reinforcing the current Late Up conditions.
Recent weakening toward Neutral conditions has reversed, with MTS stabilizing back into Late Up territory.
However, with MTS still near regime boundaries, regime sensitivity to incoming data remains elevated.
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