TRACK RECORD
Live tracking and backtest verification.
Real-money signals alongside an 11-year (2015–2026) backtest. Every figure is net of a 0.35% round-trip cost.
Last updated: 2026-05-31
LIVE
Live trading record
Real-money results from trading the published signal. Updated at the close of the last business day of each month.
The first free signal and the start of personal-capital operation will be announced when ready. A gap of at least 24 hours is kept between publication and the author's own buy.
Operating schedule
- First signal
- TBD (announced when ready)
- First buy
- TBD (24h after the signal)
- Capital
- KRW 3,000,000
- Rebalance
- First Monday of each month
Live data populates after the first buy
This section fills in starting the week after W1 publishes (2026-06-01). Monthly live returns, cumulative return, and vs. KOSPI will be disclosed in the same format every month.
BACKTEST VERIFICATION
Backtest verification
An 11-year backtest, 2015 through 2026.
11-year cumulative return curve
Regime Strategy vs KOSPI composite (2015.01 — 2026.04)
Monthly trades
Every stock the Regime Strategy simulator bought, every month. Anyone can verify the prices against KRX daily data.
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Note — every trade in this table is output from the simulator, not an actual trade. We do not claim to have recommended these names at the time. Each entry and exit price can be verified against KRX daily closing data on Naver Finance, Kiwoom HTS, or equivalent. Per-stock returns are gross (no trading cost); the portfolio monthly return reflected in the cumulative curve is net of a 0.35% round-trip cost.
Performance by regime
Average performance by regime across the full backtest (2015–2026). BULL favors offense, SIDEWAYS balance, BEAR defense — but during oversold selloffs, exposure shifts to market-leading large caps to capture the rebound.
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Performance by year
Regime Strategy vs KOSPI composite. 2024 is the key year — KOSPI fell while the strategy held up.
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METHODOLOGY
Methodology
Every assumption, every data source, every cut of the data — disclosed.
0.35% round-trip cost
Round-trip transaction cost of 0.35% is deducted from every trade. Buy side: 0.05% (commission 0.015% + slippage 0.035%). Sell side: 0.30% (commission 0.015% + transaction tax 0.23% + rural tax 0.02% + slippage 0.035%). Source: standard Korean retail trading cost.
Walk-forward 7-fold
8 years training (2014–2021) → 1 year tuning (2022) → 40 months out-of-sample (2023.01–2026.04). The OOS window is data the simulator never saw during design.
Data sources
KRX official data · DART · Kiwoom OpenAPI+
Rebalancing rule
Signal publishes 09:00 KST the first Monday of each month. Execution occurs after 09:00 the following Tuesday. The 24-hour gap between publication and personal execution prevents front-running.
⚠ Caveat — bear-market behavior is verified through live operation
Limits of this verification
Of the 40-month out-of-sample period, a substantial stretch after 2024 falls in a KOSPI super-cycle. In bear markets, the 'oversold rebound' window was captured in backtest by shifting exposure to market-leading large caps — but this rule was derived from historical data and is a hypothesis; performance in a full-blown bear market must be verified through live operation. The 34 months classified as BEAR were also mostly mild declines.
DISCLAIMER
Disclaimer
- ·TheQuantKorea is not a registered investment advisor under Korean financial regulation (Financial Investment Services and Capital Markets Act). This site publishes the author's own systematic signals and verification data for informational purposes only.
- ·Backtest results are simulations based on historical data and do not guarantee future returns.
- ·Nothing on this site is investment advice. All investment decisions, and any resulting gains or losses, are the sole responsibility of the reader. Loss of principal is possible.
- ·A 24-hour gap is enforced between signal publication and personal execution to prevent front-running. The author does not hold the signaled positions at the time of publication.
- ·Approximately two years of the OOS window coincide with the KOSPI super-cycle (2024 onward). Behavior in a sustained bear market remains to be verified.