KOSPI Hit a Record High — But My Portfolio Was Down

Date: 2026-04-27

4 out of 5 positions were down. On the day KOSPI hit an intraday all-time high.

Root Cause

Only Samsung Electronics moved +3% with the market. The rest drifted independently. The cause was clear: the system was running in a mode that filled MAX_HOLD=5 slots. It picked stocks in qualification order, not strength order. The result was a portfolio full of stocks that pass absolute conditions — MA20, RSI — but move independently from the broader market.

What Changed Today

One: Added an RS (Relative Strength) filter. Using the KOSPI200 ETF’s 20-day return as the benchmark, any stock with excess return below -3% is disqualified. Remaining candidates are sorted by excess return and bought strongest-first.

Two: Removed forced slot-filling. If only 2 strong candidates qualify, buy 2. Leave the rest in cash.

Validation Approach

Not applied to the live account yet. Running BUY_DRY_RUN=True for 2–3 trading days first. Sell logic stays on live execution while buy decisions run in simulation mode only.

Changes Made

• Files modified: config.py / rule_engine.py / main.py
• Functions added: get_market_rs() / calc_rs_score() / _run_buy_cycle() / _save_dry_run_tracking()