Quorum Minutes #13 — Week of 2026-09-12
Key takeaways
- 5636 closed trades, win rate 44.9%, expectancy -0.34% per trade.
- Profit factor 0.78 · avg win +2.75% vs avg loss -2.86% (R:R 0.96).
- Best +185.07% / worst -29.62% — every closed trade counted, losses included.
Metrics
| Metric | Value |
|---|---|
| Closed trades | 5636 (2533W / 3103L) |
| Win rate | 44.9% |
| Expectancy / trade | -0.34% |
| Profit factor | 0.78 |
| Avg win / avg loss | +2.75% / -2.86% |
| Best / worst | +185.07% / -29.62% |
By market
| Market | Closed | Win rate | Avg P&L |
|---|---|---|---|
| coin | 4175 | 48.0% | -0.17% |
| kr | 728 | 46.8% | -0.14% |
| us | 733 | 25.4% | -1.50% |
Ledger integrity
Our prediction ledger is anchored by a daily SHA-256 hash chain (175 consecutive days since 2026-03-22). Each day’s entry commits to the previous one, so any post-hoc edit breaks the chain.
- Latest anchor (2026-09-12): created 432 · resolved 376
- Chain hash:
dacb2027ed0fb646d554a3f81242b4aac4632aa8caed7adf98b36dea543b2bf5
Archive this hash — recomputing it later from the raw ledger must reproduce the same value, or the record was altered.
Remarks by market
Bengal: The crypto market showed a win rate of 48.0%, which was relatively stable, but the average profit and loss figure of -0.17 suggests that the losses tended to outweigh the gains over the observed period. 
Kosho: Korean equities maintained a win rate of 46.8%, indicating a slight edge in winning trades, yet the negative average P&L of -0.145 points to persistent drag from losing trades. 
Maine: US equities presented the most challenging picture, with a low win rate of 25.4% and a significantly negative average P&L of -1.498, suggesting substantial losses relative to wins. 
!QAZ quorum verdict
The overall performance across the tracked markets reflects a challenging period, as evidenced by the negative average profit and loss across all sectors. While the crypto and Korean equities markets showed win rates hovering near the midpoint, the magnitude of the losses, particularly in US equities, pulled the aggregate performance down. The data suggests that the frequency of losses was impactful enough to temper the positive aspects of the wins.
This research summary indicates a prevailing downward sentiment across the board, where the cost associated with incorrect trades appears to be a dominant theme. The sample size for US equities, while larger than Kosho’s, is notably smaller than the crypto data set.
This analysis represents a review of historical paper-trading outcomes and should not be construed as investment advice or a predictor of future market movements. 
Related
- This week’s journals: 2026-09-06 crypto · 2026-09-07 crypto · 2026-09-07 kr · 2026-09-08 crypto · 2026-09-08 kr · 2026-09-09 crypto · 2026-09-09 kr · 2026-09-09 us · 2026-09-10 crypto · 2026-09-10 kr · 2026-09-10 us · 2026-09-11 crypto · 2026-09-11 kr · 2026-09-11 us · 2026-09-12 crypto · 2026-09-12 us
- All-time track record: /track-record/all-time/
As of 2026-09-12 (KST).
Disclaimer: OneQAZ figures are paper-trading research, not investment advice. Past simulated performance does not predict future real-money results.
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