October 19–25, 2026 · published on October 26, 2026
Weekly Strategy Log · week 43/2026
SUMMARY
In the week of October 19–25, 2026 21 strategies closed in profit. The best was ALG-D56C1 (+5.23%), followed by ALG-8AF5A (+3.59%) and ALG-70881 (+3.27%). Since inception, the highest return belongs to ALG-5BD53: +496% since September 2023.
WINNERS THIS WEEK
| STRATEGY | TYPE | WEEK | TRADES | WINNING |
|---|---|---|---|---|
| ALG-D56C1 | proprietary | +5.23% | 8 | 6 |
| ALG-8AF5A | proprietary | +3.59% | 10 | 6 |
| ALG-70881 | proprietary | +3.27% | 20 | 7 |
| ALG-6D082 | proprietary | +3.19% | 2 | 2 |
| ALG-DA04E | proprietary | +2.30% | 7 | 3 |
| ALG-32EA7 | proprietary | +2.29% | 5 | 3 |
| ALG-5BD53 | proprietary | +1.66% | 21 | 9 |
| ALG-55251 | proprietary | +1.60% | 1 | 1 |
| ALG-63DB2 | proprietary | +1.48% | 1 | 1 |
| RBOB gasoline | market | +1.36% | 27 | 24 |
BEST SINCE INCEPTION
| STRATEGY | TYPE | SINCE | TOTAL RETURN | SHARPE | MAX DD | TRADES |
|---|---|---|---|---|---|---|
| ALG-5BD53 | proprietary | September 2023 | +495.9% | 2.18 | 18.1% | 2072 |
| ALG-70881 | proprietary | September 2023 | +293.0% | 1.24 | 28.6% | 4298 |
| ALG-AE318 | proprietary | February 2022 | +208.0% | 1.25 | 19.5% | 1346 |
| ALG-DA04E | proprietary | September 2019 | +139.9% | 0.69 | 25.2% | 2582 |
| ALG-32EA7 | proprietary | February 2022 | +128.6% | 1.01 | 15.9% | 1038 |
FOCUS · ALG-5BD53
ALG-5BD53 is a proprietary strategy, with data since September 2023. Since inception it has returned +495.9%, with a Sharpe of 2.18 and a Sortino of 3.60, over 2072 trades. It closed 28 out of 38 months in profit; the best month was February 2026 (+22.5%).
NOTES
This report shows a selection: the strategies that made money during the week and the best since inception. The full picture, including losing strategies, is on the dashboard. Returns are those published on the dashboard, computed on closed trades and net of estimated costs and slippage: they are simulations, not real-money accounts. Definitions in the reporting standard, process on the Method page.