# Week in Review: Friday, March 20, 2026
The closing session of the week on Friday, March 20, 2026 delivered solid execution across both ES and MES contracts. Our algorithmic strategies generated 31 trades throughout the session, maintaining disciplined position management in a market environment marked by end-of-week positioning adjustments. The net profit of $6,606.25 reflected consistent scaling practices and strict adherence to our predetermined risk parameters across both instruments.
Performance metrics underscored reliable mechanical execution. A 64.5% win rate across the 31 trades demonstrated that our systems continued to identify and capitalize on favorable risk-to-reward setups, even as institutional flows dominated the final trading hours of the week. The spread between winning and losing trades remained proportional to our position sizing algorithms, indicating that winners were scaled appropriately while losses remained bounded within acceptable drawdown tolerances.
Friday's results suggested underlying market stability and pattern recognition consistency heading into the following week's session. The session's profitability and win rate combination indicated that our execution protocols remained responsive to the prevailing market structure, positioning our algorithms favorably for continued trading operations in subsequent sessions.