MARKET REVIEW · COMPOUNDERS · SEMIS · BETWEEN-FED · SEP 28 – OCT 9, 2026
The Compounders Paid. The Reversals Didn't.
Two weeks with no FOMC decision and few verified prints left the book to earn on its own merits. Selective_Compounder and Alltime_Shield_III carried the fortnight. Tech_Compounder gave it most of it back.
Closed Positions
44
Win Rate
48%
Model Return · 1.5%
+0.57%
Nasdaq-100
+0.90%
1. What Moved The Tape
The fortnight sat between Fed meetings. The last FOMC decision was issued on 16 September, and the next was not scheduled until 27–28 October, so the window carried no rate catalyst of its own. Minutes from the September meeting were released on 7 October; the tape reaction is not something we will claim without a verified print behind it.
No CPI or PPI release landed inside the window on a date we can stand behind. Mega-cap and semi moves across the two weeks are not individually verified in our context, so we will not paint a daily index narrative we cannot defend. What the book did against that quiet calendar is a different question — and we can answer that one.
2. Where The Money Actually Went
Selective_Compounder was perfect across 4 closes and sat at the top of the strategy table. Alltime_Shield_III closed 3 for 3. Peak_Reload and Deep_Dip were clean on smaller sample. The compounder family — when it was being selective, not thematic — did the work.
Tech_Compounder was the opposite story. 7 closes, zero wins, the single largest contributor to the red side of the ledger. Panic_Reversal added to that, with 5 closes and only one winner. Mean-reversion into weakness and theme-stacked tech longs were the two things the tape did not pay for.
Everything else — Weekly_Pulse, Rotator, Trend_Quality_Rebound, the intraday work — came in near flat and let the extremes decide the fortnight.
What We Held Into It
Concentration: The top three closes were two AMD positions in different strategies and one AMAT. Semi exposure, held across different timeframes, did a disproportionate share of the work. That is a factual observation about the book, not a thesis about the sector.
Rotation: Compounder-style exits ran 17 to 49 days. Panic_Reversal and Rotator losers on STX were out inside two weeks. The holding-period gap between what paid and what did not is wider than the return gap.
Discipline: 42 positions remain open across 26 symbols in 10 strategies. The book stayed working through a window with no Fed decision and no verified macro print — nothing was front-run into a catalyst that was not there.
3. The Ledger
44 closes, 48% win rate, median return negative, sum return positive. The histogram shows exactly that shape: mass sitting just left of break-even, a short left tail with a cluster of mid-single-digit losses, and a long right tail carried by three closes above +20%.
The fortnight was not earned by consistency. It was earned by letting the winners run to 49, 21 and 17 days while the losers were cut inside a week or two. The two tables below name the extremes on each side.
Against the index
The 44 positions below return +38.44% when you simply add them up. That is not a portfolio return — it is the sum of 44 separate percentages, each earned on a fraction of capital. What the model actually returned over this window depends on position size, and position size is bounded by what Interactive Brokers will margin: across a book this strategy-rich, 5% per position is not executable. At 1.5% per position the window returned +0.57%; at 3% it returned +1.13%.
Over the same days the Nasdaq-100 returned +0.90%, and it got there through a low of −1.08% along the way — against −0.01% for the model line.
Both lines start at zero on 25 Sep, the last session before the window. The model line is realised return only — it moves when a position closes and stands still otherwise, so the unrealised swing in the 42 positions still open is not in it. The index line is marked to market every session. Over a fortnight that difference is material, which is why this is a realised-return chart and not a NAV curve.
Return distribution
Every one of the 44 closed positions is counted here, in 2-point buckets. Median close −0.64%, median hold 7 days. The two tables below name the 20 extremes; the remaining 24 sit in the middle of this shape.
Best 10
| Date | Symbol | Strategy | Hold | Return |
|---|---|---|---|---|
| 8 Oct | AMD | Selective_Compounder | 49 d | +32.21% |
| 2 Oct | AMAT | Alltime_Shield_III | 17 d | +26.37% |
| 1 Oct | AMD | Rotator | 21 d | +22.27% |
| 2 Oct | KLAC | Alltime_Shield_III | 17 d | +20.82% |
| 8 Oct | INTC | Selective_Compounder | 49 d | +16.23% |
| 8 Oct | PANW | Selective_Compounder | 49 d | +14.00% |
| 8 Oct | MU | Selective_Compounder | 49 d | +6.31% |
| 8 Oct | MU | Intraday_Liquidity_Hunter | 1 d | +5.97% |
| 8 Oct | MU | Peak_Reload | 1 d | +5.91% |
| 8 Oct | PLTR | Weekly_Pulse | 3 d | +5.58% |
Worst 10
| Date | Symbol | Strategy | Hold | Return |
|---|---|---|---|---|
| 8 Oct | STX | Panic_Reversal | 7 d | −18.06% |
| 8 Oct | STX | Rotator | 14 d | −14.47% |
| 6 Oct | ABNB | Tech_Compounder | 32 d | −11.84% |
| 6 Oct | REGN | Tech_Compounder | 32 d | −10.75% |
| 8 Oct | SNDK | Panic_Reversal | 7 d | −9.97% |
| 6 Oct | DASH | Tech_Compounder | 32 d | −8.55% |
| 6 Oct | VRTX | Tech_Compounder | 32 d | −8.02% |
| 6 Oct | AMGN | Tech_Compounder | 32 d | −7.92% |
| 2 Oct | APP | Alltime_Shield_I | 1 d | −7.16% |
| 8 Oct | INTC | Weekly_Pulse | 3 d | −7.16% |
4. What The Next Fortnight Is Made Of
The 27–28 October FOMC meeting is the first scheduled rate catalyst since 16 September. October CPI is scheduled by BLS for 10 November at 8:30 a.m. ET. Individual Nasdaq-100 earnings dates across the window are not verified in our context, so we will not list them.
42 open positions have to carry through a Fed meeting without a Fed meeting having happened yet in the book’s current configuration. That is the shape of the exposure. None of this is a forecast and none of it is a recommendation.
The Reality Check
"Median trade lost money. Sum return was positive. That gap is the entire fortnight."
The Bottom Line
The quiet windows between Fed meetings are the ones that expose what a book actually does on its own. This one did two things: it let selective compounders and shield strategies run to maturity, and it took a steady loss on thematic tech longs and reversal entries.
48% win rate with a negative median and a positive sum is the signature of a book that is cutting fast and holding slow. That signature is either a feature or a bug depending on what the next catalyst does to the open 42 positions. We will know after 28 October.
Stop reading the win rate. Start reading the shape.
Method Note
- Trade figures are realised closes from our own broker record, covering 28 Sep to 9 Oct. Returns are per-position, not portfolio-weighted. The distribution counts every closed position; the tables name the extremes. Legs we could not attribute to a strategy are shown as unmapped rather than reassigned.
- Macro figures are dated public reporting, each one checked against a named source before publication. Ordertune is a signal provider, not an investment adviser. Nothing here is a recommendation to buy or sell any security.
Three different Plans. One Goal. Your Choice.
Core Exposure
The Entry Point. Built for Smaller Portfolios
€129
excl. VAT
- Curated Selection suited for smaller portfolios
- Broker connection (IBKR via the bridge)
- One-Click Execution via your own Interactive Brokers account
- Send orders to your broker in bulk
- Custom position sizing
- Cancel Monthly
The Foundation. Start with Discipline.
Core is your entry into systematic trading. A curated selection of institutional strategies follows fixed rules on the Nasdaq-100. Every signal — every entry, every exit — appears in your Ordertune Terminal. Execution stays fully in your hands.
Who It's For: Core suits smaller portfolios and anyone who wants to start trading systematically. As your capital grows, Advanced spreads the risk across a broader selection of strategies. We don't sell financial advice; we sell a clear, repeatable protocol that you decide to follow.
Advanced
Broader Diversification. Built for Growing Portfolios
€279
excl. VAT
- Selected strategies with live signals
- Broker connection (IBKR via the bridge)
- One-Click Execution via your own Interactive Brokers account
- Send orders to your broker in bulk
- Custom position sizing
- Cancel Monthly
The Professional Standard.
Advanced adds strategies with different approaches to the selection. That spreads the risk and is designed to smooth the equity curve. You release each signal yourself in the Ordertune Terminal. Only then does the bridge on your own server collect what you released and place the order in your own Interactive Brokers account. We never hold your broker credentials, and nothing is ever executed that you did not release.
The Requirement: You follow the rules, even when it feels wrong in the moment. Advanced is for those who trade with discipline, not for those who need to be right. All it takes is a cool head.
Institutional Alpha
Full Strategy Suite. Built for Scale
€489
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- All strategies with all signals, long and short
- Broker connection (IBKR via the bridge)
- Additional Diversification Strategies for Larger Books
- One-Click Execution via your own Interactive Brokers account
- Send orders to your broker in bulk
- Custom position sizing
- Cancel Monthly
Built for Capital that Outgrows Single-Strategy Risk.
At higher capital levels, the same strategy set produces larger positions — and concentration, slippage and market impact start eating into your edge. Institutional Alpha addresses this with the full strategy portfolio: additional, weakly correlated strategies on both the long and the short side, built specifically for diversification at scale. More strategies, smaller per-position exposure, a smoother equity curve.
Who This Is For: This tier is for serious capital. Below roughly $200k, Advanced delivers the same core without paying for diversification you don't yet need. Above that threshold, the broader setup starts working for you. The short strategies require a margin-enabled brokerage account. Consistent adherence to the protocol is expected.
Strategies per tier
Which trading strategies you get with which Ordertune tier. Access is determined by the tier you subscribe to — not by how long you have been a member, and not by account size.
| Strategy | Ordertune CoreEUR 129/mo excl. VAT | Ordertune AdvancedEUR 279/mo excl. VAT | Institutional AlphaEUR 489/mo excl. VAT |
|---|---|---|---|
| Peak Reload | Included in Ordertune Core | Included in Ordertune Advanced | Included in Institutional Alpha |
| Rotator | Included in Ordertune Core | Included in Ordertune Advanced | Included in Institutional Alpha |
| Selective Sniper | Included in Ordertune Core | Included in Ordertune Advanced | Included in Institutional Alpha |
| Trend Quality Rebound | Included in Ordertune Core | Included in Ordertune Advanced | Included in Institutional Alpha |
| Weekly Pulse | Included in Ordertune Core | Included in Ordertune Advanced | Included in Institutional Alpha |
| Deep Dip | Not included in Ordertune Core | Included in Ordertune Advanced | Included in Institutional Alpha |
| Intraday Liquidity Hunter | Not included in Ordertune Core | Included in Ordertune Advanced | Included in Institutional Alpha |
| Panic Reversal | Not included in Ordertune Core | Included in Ordertune Advanced | Included in Institutional Alpha |
| Precision Panic Predator | Not included in Ordertune Core | Included in Ordertune Advanced | Included in Institutional Alpha |
| Selective Compounder | Not included in Ordertune Core | Included in Ordertune Advanced | Included in Institutional Alpha |
| Alltime Shield I | Not included in Ordertune Core | Not included in Ordertune Advanced | Included in Institutional Alpha |
| Alltime Shield II | Not included in Ordertune Core | Not included in Ordertune Advanced | Included in Institutional Alpha |
| Alltime Shield III | Not included in Ordertune Core | Not included in Ordertune Advanced | Included in Institutional Alpha |
| Alltime Shield IV | Not included in Ordertune Core | Not included in Ordertune Advanced | Included in Institutional Alpha |
| Breakout Hunter | Not included in Ordertune Core | Not included in Ordertune Advanced | Included in Institutional Alpha |
| Day Ripper | Not included in Ordertune Core | Not included in Ordertune Advanced | Included in Institutional Alpha |
| Fast Predator | Not included in Ordertune Core | Not included in Ordertune Advanced | Included in Institutional Alpha |
| Momentum Powerhouse | Not included in Ordertune Core | Not included in Ordertune Advanced | Included in Institutional Alpha |
| Monthly Weakness | Not included in Ordertune Core | Not included in Ordertune Advanced | Included in Institutional Alpha |
| Panic Shield | Not included in Ordertune Core | Not included in Ordertune Advanced | Included in Institutional Alpha |
| Reverse | Not included in Ordertune Core | Not included in Ordertune Advanced | Included in Institutional Alpha |
| Risk-Flow Arbitrage | Not included in Ordertune Core | Not included in Ordertune Advanced | Included in Institutional Alpha |
| Shield | Not included in Ordertune Core | Not included in Ordertune Advanced | Included in Institutional Alpha |
| Short Bullrun | Not included in Ordertune Core | Not included in Ordertune Advanced | Included in Institutional Alpha |
| Tech Compounder | Not included in Ordertune Core | Not included in Ordertune Advanced | Included in Institutional Alpha |
| Start Ordertune Core | Start Ordertune Advanced | Start Institutional Alpha |
Read from the Ordertune strategy registry on 20 October 2026 — 25 strategies across 3 tiers.
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