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More asset units and profitable completed trades can look encouraging, yet neither guarantees a growing portfolio. This edition examines that tension across crypto rotation, selective momentum and stock swing trading. CONVERT - Relative Momentum Rotation included a Plan with substantial gains relative to holding, but the wider cohort still lost cash value. The stock swing cohort produced strong realized profitability while its Plans delivered opposing benchmark outcomes. Selective momentum remained vulnerable to large losses, and several protective exits were followed by brief rebounds. Meanwhile, flat balances in strategies without fresh trades showed limited participation rather than a proven improvement. Existing rules were retained throughout. The next research priority is to compare fresh entries, remaining exposure and matched-period holding benchmarks, while distinguishing quick recovery after an exit from lasting recovery. Read the full English paper for the evidence, protection tradeoffs and specific next-review measurements.

This edition reviews live strategy behavior across crypto rotation, crypto active trading and stock swing systems. The clearest finding is that trade quality cannot be judged from a single number. Some rotation strategies accumulated more asset units, while cash portfolio value still weakened during the market pullback. Some BUY and SELL systems produced respectable realized trade records, yet open exposure or larger losses reduced portfolio capture. The most important refinements therefore focused on entry quality, loss magnitude and stop-loss behavior rather than chasing more trades. Several strategies now need fresh post-change evidence before success can be claimed. In the next review, the key questions are whether protective exits stop firing into recoverable lows, whether average losses fall relative to average wins, and whether results improve versus simply holding the same assets.

This edition reviews six public CoinRobot strategies across rotation, crypto BUY/SELL and stock swing styles. The main finding is that trade quality must be judged against portfolio capture and Buy & Hold, not only against win rate or profit factor. The stock swing strategy showed the strongest realized trade quality, but its exit evidence still suggested premature selling and protective exits, so the rules were refined. The two main CONVERT strategies continued to show useful unit accumulation, yet cash-value performance remained under pressure during a weak crypto week. The trusted-asset recovery strategy improved to modest positive performance, but entry and exit quality still needed attention. The weakest current strategy was the regime-adaptive trend capture model, where entries and loss exits both required tightening. The next review will focus on benchmark excess, loss size and whether refinements reduce avoidable exits.