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“Be fearful when others are greedy, and be greedy when others are fearful.”
— Warren Buffett, The New York Times, 2008
The first lock-ups (often institutions' one-month commitments) end; some of those shares come to market.
As above; one-month lock-ups are smaller and the effect is often weaker.
One month after a new listing → short vs the market from 5 trading days before the expiry to 5 after.
462 signals → 125 trades (28 left out by filters, 0 over the position limit, 3 still open, 0 too big to fill, 0 exited at delisting).
Short-selling bans: 299 trades skipped, 0 used index futures instead.
Shaded: out-of-sample, from Apr 30, 2025.
| Year | Trades | Profitable | Avg net |
|---|---|---|---|
| 2021 | 1 | 0.0% | −1.3% |
| 2022 | 6 | 83.3% | +4.8% |
| 2023 | 5 | 40.0% | −9.5% |
| 2025 | 64 | 65.6% | +3.2% |
| 2026 | 49 | 69.4% | +5.3% |
Each half-year is traded only if the previous two years were positive.
| From | Traded | Trades | Avg net |
|---|---|---|---|
| Nov 1, 2023 | No | 0 | — |
| May 1, 2024 | No | 0 | — |
| Oct 30, 2024 | No | 12 | −5.3% |
| Apr 30, 2025 | No | 38 | +4.3% |
| Oct 29, 2025 | Yes | 39 | +7.8% |
| Apr 29, 2026 | Yes | 24 | +2.6% |
| Oct 28, 2026 | Yes | 0 | — |
Shortthe stock·LongKOSPI 200 futures
| All | In-sample | Out-of-sample | Walk-forward | |
|---|---|---|---|---|
| Trades | 125 | 24 | 101 | 63 |
| Profitable | 66.4% | 45.8% | 71.3% | 71.4% |
| Avg net | +3.6% | −3.5% | +5.3% | +5.8% |
| Median | +8.7% | −0.6% | +11.7% | +11.2% |
| Worst trade | −99.8% | −54.0% | −99.8% | −99.8% |
| Worst drop (% of book) | −3.7% | −2.4% | −3.7% | −184.8% |
| Sharpe | 0.73 | -0.54 | 1.67 | 1.73 |
ShortMelconLongKOSPI 200 futures
Date ahead: Nov 15, 2026
At ₩1억 a trade. Setup out-of-sample average +5.3%, hit rate 66.4%, 125 trades.
| Stock | Against | Entry | Exit | Gross | Costs | Net | Fill days | |
|---|---|---|---|---|---|---|---|---|
| SWise Planet | KOSPI 200 futures | Oct 16, 2026 | Oct 30, 2026 | +28.1% | 1.3% | +26.9% | 1 | |
| SNeosapience | KOSPI 200 futures | Oct 14, 2026 | Oct 28, 2026 | +17.8% | 1.1% | +16.7% | 1 | |
| SSky Labs | KOSPI 200 futures | Sep 28, 2026 | Oct 14, 2026 | +31.0% | 1.0% | +30.0% | 1 | |
| SHaechitech | KOSPI 200 futures | Sep 17, 2026 | Oct 6, 2026 | +4.7% | 1.4% | +3.2% | 1 | |
| SHanwha Machinery & Service Holdings | KOSPI 200 futures | Sep 17, 2026 | Oct 6, 2026 | +17.8% | 1.2% | +16.6% | 1 | |
| S | KOSPI 200 futures | Sep 17, 2026 | Oct 6, 2026 | +5.0% | 1.6% | +3.4% | 1 | |
| S | KOSPI 200 futures | Sep 14, 2026 | Sep 30, 2026 | +8.7% | 1.4% | +7.3% | 1 | |
| S | KOSPI 200 futures | Sep 11, 2026 | Sep 29, 2026 | −59.7% | 0.9% | −60.6% | 1 | |
| S | KOSPI 200 futures | Sep 7, 2026 | Sep 21, 2026 | +9.1% | 1.5% | +7.6% | 1 | |
| S | KOSPI 200 futures | Sep 7, 2026 | Sep 21, 2026 | −3.8% | 1.7% | −5.5% | 1 | |
| S | KOSPI 200 futures | Aug 20, 2026 | Sep 3, 2026 | +11.8% | 1.8% | +10.0% | 1 | |
| S | KOSPI 200 futures | Aug 14, 2026 | Aug 31, 2026 | +0.7% | 1.5% | −0.8% | 1 | |
| S | KOSPI 200 futures | Aug 6, 2026 | Aug 21, 2026 | −28.7% | 1.5% | −30.2% | 1 | |
| S | KOSPI 200 futures | Jul 30, 2026 | Aug 13, 2026 | +9.6% | 1.7% | +7.8% | 1 | |
| S | KOSPI 200 futures | Jul 27, 2026 | Aug 10, 2026 | −98.4% | 1.4% | −99.8% | 1 | |
| S | KOSPI 200 futures | Jul 23, 2026 | Aug 6, 2026 | +2.3% | 1.6% | +0.7% | 1 | |
| S | KOSPI 200 futures | Jul 22, 2026 | Aug 5, 2026 | −2.5% | 1.6% | −4.1% | 1 | |
| S | KOSPI 200 futures | Jul 3, 2026 | Jul 20, 2026 | +11.4% | 2.3% | +9.1% | 1 | |
| S | KOSPI 200 futures | Jul 1, 2026 | Jul 15, 2026 | −17.9% | 1.3% | −19.2% | 1 | |
| S | KOSPI 200 futures | Jun 15, 2026 | Jun 29, 2026 | +17.2% | 1.4% | +15.8% | 1 | |
| S | KOSPI 200 futures | Jun 12, 2026 | Jun 26, 2026 | +44.7% | 1.8% | +42.9% | 1 | |
| S | KOSPI 200 futures | Jun 8, 2026 | Jun 22, 2026 | +33.9% | 1.4% | +32.5% | 1 | |
| S | KOSPI 200 futures | Jun 4, 2026 | Jun 18, 2026 | +14.9% | 1.0% | +13.9% | 1 | |
| S | KOSPI 200 futures | May 21, 2026 | Jun 8, 2026 | +38.9% | 0.7% | +38.3% | 1 | |
| S | KOSPI 200 futures | Apr 24, 2026 | May 12, 2026 | +49.3% | 1.3% | +47.9% | 1 | |
| S | KOSPI 200 futures | Apr 24, 2026 | May 12, 2026 | +41.0% | 1.1% | +40.0% | 1 | |
| S | KOSPI 200 futures | Apr 24, 2026 | May 12, 2026 | +19.6% | 1.2% | +18.3% | 1 | |
| S | KOSPI 200 futures | Apr 20, 2026 | May 6, 2026 | +18.7% | 1.1% | +17.6% | 1 | |
| S | KOSPI 200 futures | Apr 20, 2026 | May 6, 2026 | +29.4% | 1.4% | +28.0% | 1 | |
| S | KOSPI 200 futures | Apr 13, 2026 | Apr 27, 2026 | +8.8% | 1.6% | +7.2% | 1 | |
| S | KOSPI 200 futures | Apr 9, 2026 | Apr 23, 2026 | +12.1% | 1.0% | +11.1% | 1 | |
| S | KOSPI 200 futures | Apr 2, 2026 | Apr 16, 2026 | +33.0% | 1.5% | +31.5% | 1 | |
| S | KOSPI 200 futures | Mar 30, 2026 | Apr 13, 2026 | +17.0% | 1.5% | +15.5% | 1 | |
| S | KOSPI 200 futures | Mar 30, 2026 | Apr 13, 2026 | +6.8% | 0.6% | +6.2% | 1 | |
| S | KOSPI 200 futures | Feb 23, 2026 | Mar 10, 2026 | +12.5% | 0.8% | +11.7% | 1 | |
| S | KOSPI 200 futures | Feb 9, 2026 | Feb 26, 2026 | +16.5% | 1.4% | +15.1% | 1 | |
| S | KOSPI 200 futures | Feb 9, 2026 | Feb 26, 2026 | +29.1% | 1.9% | +27.3% | 1 | |
| S | KOSPI 200 futures | Jan 22, 2026 | Feb 5, 2026 | −71.0% | 2.4% | −73.3% | 1 | |
| S | KOSPI 200 futures | Jan 22, 2026 | Feb 5, 2026 | −12.5% | 0.9% | −13.4% | 1 | |
| S | KOSPI 200 futures | Jan 19, 2026 | Feb 2, 2026 | −18.5% | 0.8% | −19.4% | 1 | |
| S | KOSPI 200 futures | Jan 15, 2026 | Jan 29, 2026 | +28.1% | 1.2% | +26.9% | 1 | |
| S | KOSPI 200 futures | Jan 12, 2026 | Jan 26, 2026 | +25.2% | 0.9% | +24.3% | 1 | |
| S | KOSPI 200 futures | Jan 12, 2026 | Jan 26, 2026 | −35.9% | 1.0% | −36.9% | 1 | |
| S | KOSPI 200 futures | Jan 9, 2026 | Jan 23, 2026 | −13.9% | 1.3% | −15.2% | 1 | |
| S | KOSPI 200 futures | Jan 8, 2026 | Jan 22, 2026 | +1.0% | 1.2% | −0.3% | 1 | |
| S | KOSPI 200 futures | Jan 5, 2026 | Jan 19, 2026 | +23.7% | 1.3% | +22.4% | 1 | |
| S | KOSPI 200 futures | Jan 5, 2026 | Jan 19, 2026 | +17.5% | 1.3% | +16.2% | 1 | |
| S | KOSPI 200 futures | Jan 5, 2026 | Jan 19, 2026 | −6.2% | 1.3% | −7.5% | 1 | |
| S | KOSPI 200 futures | Jan 2, 2026 | Jan 16, 2026 | −2.2% | 0.8% | −2.9% | 1 | |
| S | KOSPI 200 futures | Dec 24, 2025 | Jan 12, 2026 | +18.7% | 0.9% | +17.7% | 1 | |
| S | KOSPI 200 futures | Dec 19, 2025 | Jan 7, 2026 | +24.6% | 1.2% | +23.3% | 1 | |
| S | KOSPI 200 futures | Dec 17, 2025 | Jan 5, 2026 | +10.5% | 0.7% | +9.8% | 1 | |
| S | KOSPI 200 futures | Dec 17, 2025 | Jan 5, 2026 | +34.6% | 1.5% | +33.0% | 1 | |
| S | KOSPI 200 futures | Dec 15, 2025 | Dec 30, 2025 | −69.0% | 1.2% | −70.2% | 1 | |
| S | KOSPI 200 futures | Dec 15, 2025 | Dec 30, 2025 | −22.9% | 0.9% | −23.8% | 1 | |
| S | KOSPI 200 futures | Dec 11, 2025 | Dec 26, 2025 | +19.6% | 1.0% | +18.7% | 1 | |
| S | KOSPI 200 futures | Dec 10, 2025 | Dec 24, 2025 | +17.6% | 1.0% | +16.5% | 1 | |
| S | KOSPI 200 futures | Dec 10, 2025 | Dec 24, 2025 | +22.0% | 1.6% | +20.4% | 1 | |
| S | KOSPI 200 futures | Dec 8, 2025 | Dec 22, 2025 | +0.5% | 1.4% | −0.9% | 1 | |
| S | KOSPI 200 futures | Dec 8, 2025 | Dec 22, 2025 | +12.4% | 1.2% | +11.2% | 1 | |
| S | KOSPI 200 futures | Dec 1, 2025 | Dec 15, 2025 | +25.0% | 1.3% | +23.8% | 1 | |
| S | KOSPI 200 futures | Nov 26, 2025 | Dec 10, 2025 | +10.3% | 1.0% | +9.3% | 1 | |
| S | KOSPI 200 futures | Nov 20, 2025 | Dec 4, 2025 | +19.7% | 1.9% | +17.8% | 1 | |
| S | KOSPI 200 futures | Oct 27, 2025 | Nov 10, 2025 | +20.9% | 0.8% | +20.1% | 1 | |
| S | KOSPI 200 futures | Oct 13, 2025 | Oct 27, 2025 | +34.2% | 1.5% | +32.7% | 1 | |
| S | KOSPI 200 futures | Sep 26, 2025 | Oct 17, 2025 | +24.3% | 1.2% | +23.1% | 1 | |
| S | KOSPI 200 futures | Sep 18, 2025 | Oct 2, 2025 | +3.6% | 1.1% | +2.5% | 1 | |
| S | KOSPI 200 futures | Sep 15, 2025 | Sep 29, 2025 | −2.2% | 1.2% | −3.4% | 1 | |
| S | KOSPI 200 futures | Sep 15, 2025 | Sep 29, 2025 | −30.0% | 1.2% | −31.1% | 1 | |
| S | KOSPI 200 futures | Sep 15, 2025 | Sep 29, 2025 | −40.6% | 1.3% | −41.8% | 1 | |
| S | KOSPI 200 futures | Sep 12, 2025 | Sep 26, 2025 | +14.1% | 0.9% | +13.2% | 1 | |
| S | KOSPI 200 futures | Sep 11, 2025 | Sep 25, 2025 | +14.4% | 1.0% | +13.4% | 1 | |
| S | KOSPI 200 futures | Sep 8, 2025 | Sep 22, 2025 | −55.6% | 1.2% | −56.7% | 1 | |
| S | KOSPI 200 futures | Sep 1, 2025 | Sep 15, 2025 | +15.4% | 1.2% | +14.2% | 1 | |
| S | KOSPI 200 futures | Aug 25, 2025 | Sep 8, 2025 | +12.4% | 0.8% | +11.6% | 1 | |
| S | KOSPI 200 futures | Aug 22, 2025 | Sep 5, 2025 | −53.4% | 1.3% | −54.7% | 1 | |
| S | KOSPI 200 futures | Aug 21, 2025 | Sep 4, 2025 | +16.2% | 1.1% | +15.0% | 1 | |
| S | KOSPI 200 futures | Aug 18, 2025 | Sep 1, 2025 | +25.1% | 1.1% | +24.0% | 1 | |
| S | KOSPI 200 futures | Aug 18, 2025 | Sep 1, 2025 | +2.7% | 0.9% | +1.8% | 1 | |
| S | KOSPI 200 futures | Aug 8, 2025 | Aug 25, 2025 | +27.6% | 1.1% | +26.6% | 1 | |
| S | KOSPI 200 futures | Aug 4, 2025 | Aug 19, 2025 | −2.4% | 1.0% | −3.4% | 1 | |
| S | KOSPI 200 futures | Aug 4, 2025 | Aug 19, 2025 | +20.2% | 1.3% | +18.9% | 1 | |
| S | KOSPI 200 futures | Jul 31, 2025 | Aug 14, 2025 | +18.0% | 1.2% | +16.8% | 1 | |
| S | KOSPI 200 futures | Jul 28, 2025 | Aug 11, 2025 | +27.6% | 1.1% | +26.5% | 1 | |
| S | KOSPI 200 futures | Jul 23, 2025 | Aug 6, 2025 | +14.0% | 1.2% | +12.7% | 1 | |
| S | KOSPI 200 futures | Jul 10, 2025 | Jul 24, 2025 | −12.2% | 1.6% | −13.8% | 1 | |
| S | KOSPI 200 futures | Jul 4, 2025 | Jul 18, 2025 | +5.9% | 1.1% | +4.8% | 1 | |
| S | KOSPI 200 futures | Jul 3, 2025 | Jul 17, 2025 | −24.9% | 1.2% | −26.0% | 1 | |
| S | KOSPI 200 futures | Jun 25, 2025 | Jul 9, 2025 | +0.7% | 1.2% | −0.5% | 1 | |
| S | KOSPI 200 futures | Jun 16, 2025 | Jun 30, 2025 | +2.0% | 1.0% | +0.9% | 1 | |
| S | KOSPI 200 futures | Jun 16, 2025 | Jun 30, 2025 | −14.1% | 0.8% | −14.8% | 1 | |
| S | KOSPI 200 futures | Jun 13, 2025 | Jun 27, 2025 | +4.1% | 1.1% | +3.0% | 1 | |
| S | KOSPI 200 futures | Jun 12, 2025 | Jun 26, 2025 | +21.7% | 0.8% | +20.9% | 1 | |
| S | KOSPI 200 futures | Jun 9, 2025 | Jun 23, 2025 | −49.0% | 1.7% | −50.6% | 1 | |
| S | KOSPI 200 futures | Jun 9, 2025 | Jun 23, 2025 | +14.8% | 1.5% | +13.3% | 1 | |
| S | KOSPI 200 futures | Jun 4, 2025 | Jun 19, 2025 | +20.4% | 1.1% | +19.3% | 1 | |
| S | KOSPI 200 futures | May 29, 2025 | Jun 16, 2025 | +26.7% | 1.2% | +25.5% | 1 | |
| S | KOSPI 200 futures | May 29, 2025 | Jun 16, 2025 | +10.1% | 1.4% | +8.7% | 1 | |
| S | KOSPI 200 futures | May 29, 2025 | Jun 16, 2025 | +33.9% | 1.0% | +32.9% | 1 | |
| S | KOSPI 200 futures | May 22, 2025 | Jun 9, 2025 | +34.3% | 1.3% | +33.0% | 1 |
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