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Period: 2026-02-07~ 2026-02-13 (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 -1.11% -1.28% +0.17% -2.63% -2.80% +0.17% YTD Return -1.96% -1.78% -0.18% -3.05% -2.87% -0.18% Current Drawdown -1.96% -1.78% -0.18% -3.90% -3.61% -0.29% ※Performance is reported for record-ke

Reporting Period: January 5 – January 30, 2026(Friday close basis) 1. Monthly Overview January was the first full month of 2026 operations under the MTS framework.From a regime perspective, the month was remarkably stable. Starting Regime: UP Ending Regime: UP Regime Changes: 0 Final YTD Return (MTS $): -0.86% Final YTD Return (SPY $): -0.50% Alpha vs SPY ($): -0.36% Maximum Drawdown (MTS $): -0.86% Although the portfolio experienced a modest negative return, the system behav

Period: 2026-01-31~ 2026-02-06 (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 -0.36% -0.20% -0.16% +0.53% +0.70% -0.17% YTD Return -0.86% -0.50% -0.36% -0.43% -0.06% -0.37% Current Drawdown -0.86% -0.50% -0.36% -1.31% -0.83% -0.48% ※Performance is reported for record-ke

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-kee

Period: 2026-01-19~ 2026-01-23 (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 -0.22% -0.35% +0.13% -2.08% -2.21% +0.13% YTD Return -0.45% -0.70% +0.25% -1.21% -1.46% +0.25% Current Drawdown -0.45% -0.70% +0.25% -2.08% -2.21% +0.13% ※Performance is reported for record-keepi

Period: 2026-01-12~ 2026-01-16 (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 -0.23% -0.35% +0.12% +0.89% +0.77% +0.12% YTD Return -0.23% -0.35% +0.12% +0.89% +0.77% +0.12% Current Drawdown -0.23% -0.35% +0.12% +0.00% +0.00% +0.00% ※Performance is reported for record-keeping

Period: 2026-01-05~ 2026-01-09 (Friday close basis) Current Regime: UP Asset Allocation: SPYM: 56% SPXL: 14% SGOV: 30% Action This Week: Allocation alignment trades executed to match predefined regime weights ※This section records execution facts, not opinions. Performance Summary: Weekly Return: N/A YTD Return: N/A Drawdown (if applicable): N/A ※Performance is reported for record-keeping purposes only and should be interpreted using the framework defined in Performance O

This site documents the live operation of a rule-based system. The purpose of this project is not to predict markets or provide investment advice, but to design, implement, and operate a system under uncertainty and to record that process consistently. All decisions within the system are governed by predefined rules. No discretionary profit-taking is applied. Changes occur only when conditions defined by the system change. This entry marks the initial state of the system. Fro