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: 2026-07-10
BACKTEST VERIFICATION
Backtest verification
An 11-year backtest, 2015 through 2026.
11-year cumulative return curve
Regime Strategy vs KOSPI composite (2015.02 — 2026.06)
Monthly trades
Every stock the Regime Strategy simulator bought, every month. Anyone can verify the prices against KRX daily data.
Loading…
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 (3 names), SIDEWAYS balance (7 names, 50% invested / 50% cash), BEAR defense (5 names). In BEAR it captures oversold rebounds to beat KOSPI while keeping the drawdown shallower.
Loading…
Performance by year
Regime Strategy vs KOSPI composite. 2024 is the key year — KOSPI fell while the strategy held up.
Loading…
LIVE
Live trading record
The backtest above is 11 years of historical validation. Now the same system is traded with real capital, and the results are published every month — at the last trading day's close, with nothing left out.
The first signal was published free on 2026-07-01, and the author's own buy was completed after a gap of at least 24 hours. Live results are finalized at each month's last trading day close and published on this page as is.
Operating schedule
- First signal
- 2026-07-01
- First buy
- 2026-07-02 (24h after the signal)
- Capital
- approx. KRW 4,990,000
- Rebalance
- First Monday of each month
Live data populates after the first buy
This area fills in every month from the first live buy onward — monthly live returns, cumulative return, and vs-KOSPI comparison, in the same format as the backtest above.
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) → out-of-sample validation from January 2023 to today (ongoing). The OOS window is data the simulator never saw, and this validation continues into live operation.
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 defense is verified through live operation
Limits of this verification
Within the out-of-sample window (from 2023), much of the period after 2024 falls in a KOSPI super-cycle. In backtest the strategy beat KOSPI across all three regimes with a shallower drawdown (MDD -22.8% vs -34.6%), but much of that edge is concentrated in bull phases. The 34 months classified as BEAR were mostly mild declines, so behavior in a full-blown bear market must still be verified through live operation.
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.