The trading period from July 13 to July 17, 2026, ended with a net P&L of $-30,780.42 and a win rate of 47.6%, underscoring a challenging landscape for our algorithmic strategies. Over the course of just two trading days, 126 trades were executed, resulting in a gross profit of $11,326.75 but a staggering gross loss of $-42,107.17. The profit factor was measured at 0.27, illustrating the difficulty in finding profitable opportunities amid the prevailing market conditions.

The week’s most notable session occurred on July 14, where we saw our worst results, ending the day down $27,322.75. Conversely, July 13 showcased a marginally less severe drawdown, with a net loss of $3,457.67. With a significant downturn in market sentiment, reflected in a negative reading from our AI Sentiment, the algos faced substantial headwinds driven by the chop regime at 100.0% confidence.

Looking at the broader context, the S&P 500 has a historical tendency during midterm years to average a gain of +0.40% the following week, accompanied by a 63% win rate. Yet, this week proved to be a stark divergence from that expectation. As we move forward, our algorithms are closely monitoring specific adverse time slots identified by the latest AI recommendations to enhance performance, particularly avoiding trading in early morning hours which have shown significant losses. With no high-impact macro events on the horizon, the upcoming earnings reports from GOOGL and TSLA on July 22 are set to draw trader attention.