# Market Recap: Tuesday, March 31, 2026
On Tuesday, March 31, 2026, the final trading day of Q1 closed with solid execution across equity index futures. GoodInvestGroup AlgoLabs OS completed 19 trades in ES and MES contracts, capturing net profits of $19,307.50. The session demonstrated disciplined risk management, with a 78.9% win rate reflecting consistent trade selection and timely exits. The quarter's end appeared to attract modest volatility, creating opportunities across both the full-sized and micro contracts that algorithms tracked throughout the day.
Performance metrics indicated clean execution relative to market conditions. The win rate of nearly 79% outpaced the typical breakeven threshold, suggesting that winning trades outweighed losses by a meaningful margin across the 19 positions. ES and MES contracts provided sufficient liquidity and directional movement to generate the session's cumulative gain, though intraday volatility remained moderate compared to recent weeks. March's final session did not produce dramatic swings, but rather the kind of measured price action that rewarded disciplined position management and adherence to established trade rules.
The close of the first quarter marked a checkpoint for algorithmic performance heading into April. Results from March 31 implied that systematic approaches to ES and MES trading could sustain profitability through lower-volatility sessions when proper position sizing and exit discipline remained intact. How the subsequent quarter's market structure would influence similar algorithms became the immediate focus for traders refining their tactical approach.