Notes:

• The strategy attempts to emulate an active and expert trader who enters the markets promptly when the signals are issued.
• No leverage, equally weighted allocations.
• Improved performance may be achieved if a trader applies additional research to select their preferred signals or implements position sizing.
• The strategy exits on target achieved or dynamic proprietary trailing stop penetrated. These trailing stops, combined with minimum rank entry rules lead to the imposition of 'go-to-cash' and 'stay-in-cash' rules if there is a broad market bearish turn. Open Position Trailing stop levels are quoted with a percentage that indicates the offset from the most recent close price. Green indicates the trailing stop is "above water".
• Dynamic proprietary trailing stops are defined by prior semi-ATR, with tightening as the position ages. A protective hard stop may trigger in deep price descents.
• Exit Price reflects a price that an active and experienced trader would achieve when following stops that are updated prior to every session.
• Max Move is defined as the highest high achieved during the holding period.
• Annualized returns reflect compounded daily excess returns above risk-free rate, assuming 240 trading days per year.
• Slippage and commissions not applied to transactions.

Last Session Date: 2025/08/19