Quorum Minutes #15 — Week of 2026-09-26
Key takeaways
- 7350 closed trades, win rate 55.8%, expectancy +0.31% per trade.
- Profit factor 1.24 · avg win +2.85% vs avg loss -2.90% (R:R 0.98).
- Best +23.04% / worst -30.09% — every closed trade counted, losses included.
Metrics
| Metric | Value |
|---|---|
| Closed trades | 7350 (4102W / 3248L) |
| Win rate | 55.8% |
| Expectancy / trade | +0.31% |
| Profit factor | 1.24 |
| Avg win / avg loss | +2.85% / -2.90% |
| Best / worst | +23.04% / -30.09% |
By market
| Market | Closed | Win rate | Avg P&L |
|---|---|---|---|
| coin | 6454 | 58.4% | +0.44% |
| kr | 463 | 39.7% | -0.35% |
| us | 433 | 34.4% | -0.97% |
Ledger integrity
Our prediction ledger is anchored by a daily SHA-256 hash chain (189 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 (2026-09-26): created 322 · resolved 299
- Chain hash:
28a11540f8734796763561cbfb9388779dd93854a09460baad07d15f39002b3e
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 demonstrated a relatively strong performance this period, evidenced by a win rate of 58.4% and a positive average profit per trade. The volume of trades analyzed was substantial, suggesting a robust data set for assessment. 
Kosho: The Korean equities market showed a lower win rate at 39.7%, accompanied by a negative average profit per trade. Given the smaller sample size, these results should be viewed with caution. 
Maine: The US equities market recorded the lowest win rate among the three sectors at 34.4%, and the average profit per trade was negative. The sample size here is also relatively small compared to the other markets. 
!QAZ quorum verdict
The overall market sentiment, based on the synthesis of the individual reads, suggests a period of mixed performance across the analyzed sectors. The crypto market stands out with its higher win rate and positive average return. Conversely, both the Korean and US equities markets registered negative average returns, though the sample size for both was noted as being smaller than the crypto sector.
The overall track record reflects a positive profit factor of 1.24 for the period, indicating that gains generally outweighed losses across the board. However, the divergence in performance between the crypto asset class and the two equity markets suggests differing underlying dynamics at play.
This summary reflects the paper-trading research conducted over the last seven days and should not be construed as investment advice. The quorum observes a confident, yet cautious, reading of the current market regime. 
Related
- This week’s journals: 2026-09-20 crypto · 2026-09-21 crypto · 2026-09-21 kr · 2026-09-22 crypto · 2026-09-22 kr · 2026-09-23 crypto · 2026-09-23 kr · 2026-09-23 us · 2026-09-24 crypto · 2026-09-24 us · 2026-09-25 crypto · 2026-09-25 us · 2026-09-26 crypto · 2026-09-26 us
- All-time track record: /track-record/all-time/
As of 2026-09-26 (KST).
Disclaimer: OneQAZ figures are paper-trading research, not investment advice. Past simulated performance does not predict future real-money results.
Three ways to see OneQAZ — this post is the synthesis layer:
- Live — dashboard stream (the system’s screen, 24/7)
- Synthesis — blog.oneqaz.com (daily reads · journals · track record)
- Query — OneQAZ MCP (connect an AI to live data)