| Annualized Returns: | 24.75% | Average Win Size: | 2,434.41 |
| Maximum Drawdown: | 14.15% | Average Loss Size: | 1,787.49 |
| Return over Maximum Drawdown: | 1.74 | Win/Loss Size Ratio: | 1.36 |
| Sharpe Ratio (Annualized): | 2.26 | Number of Closed and Open Positions: | 953 |
| Sortino Ratio (Annualized): | 3.62 | Average Trade Value: | 36,017 CNY |
| Number of Wins: | 463 | Average Closed Trade Duration: | 6.6 days |
| Number of Losses: | 490 | Last Session Move: | -12,988.50 (-1.34%), Baseline move: (-0.65%) |
| Win/Loss Count Ratio: | 0.94 (49% winners) | Includes 8 open positions with cash holdings of 508,048.00 CNY Cash holdings are equivalent to 53.2% of Total Strategy Value (955,511.00 CNY) at this time. |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0 | 0 | 0 | 0 | -1 | -5 | -4.5 | -3.4 | 7.8 | 6.4 | 2.3 | 3.5 | 6.1 |
| 2025 | 3 | 6.6 | -3.2 | -6.2 | 0.8 | 5.1 | 7.5 | 7.2 | 5.7 | 0 | 0 | 0 | 26.5 |
| Symbol | Name | Entry Date | # Shares | Entry Price | Present Price | Move | Max Move | Days Held | Price | Trailing Stop | Profit | Annualized |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 600094 | Greattown Holdings Ltd | 2025-09-22 | 10800 | 4.14 | 4.33 | 4.58% | 4.58% | 5 | 4.235 (2.2%) | 2,052.00 | 220.29% | |
| 600619 | Shanghai Highly Group Co Ltd | 2025-09-24 | 2100 | 25.83 | 24.52 | -5.07% | 6.77% | 3 | 21.868 (10.8%) | -2,751.00 | -405.73% | |
| 688200 | BEIJING HUAFENG TEST & CONTROL | 2025-09-25 | 200 | 213.01 | 204.60 | -3.94% | 2.81% | 2 | 184.642 (9.8%) | -1,682.00 | -473.78% | |
| 688002 | RAYTRON TECHNOLOGY CO LTD | 2025-09-25 | 600 | 86.97 | 85.65 | -1.51% | 0.08% | 2 | 77.541 (9.5%) | -792.00 | -182.13% | |
| 600105 | Jiangsu Etern Co Ltd | 2025-09-26 | 5200 | 12.91 | 12.39 | -4.02% | 0.00% | 1 | 10.767 (13.1%) | -2,704.00 | -966.69% | |
| 601899 | Zijin Mining Group Company Limited | 2025-09-26 | 2400 | 27.10 | 27.40 | 1.10% | 1.10% | 1 | 25.340 (7.5%) | 720.00 | 265.68% | |
| 601231 | Universal Scientific Industrial (Shanghai) Co Ltd | 2025-09-26 | 3000 | 22.27 | 21.55 | -3.23% | 0.00% | 1 | 19.462 (9.7%) | -2,160.00 | -775.93% | |
| 600641 | Shanghai Wanye Enterprise Co Ltd | 2025-09-26 | 3600 | 18.61 | 18.35 | -1.39% | 1.34% | 1 | 16.614 (9.5%) | -936.00 | -335.30% | |
| Total Value (CNY) of 8 Open Positions: | 451,464.00 | -8,253.00 | -0.81% | |||||||||
| Symbol | Name | # Shares | Buy Date | Buy Price | Sell Date | Sell Price | Max Move | Duration | Price | Profit | ROI |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 600864 | Harbin Hatou Investment Co.,Ltd | 4400 | 2025-08-21 | 8.55 | 2025-09-01 | 7.75 | 0.00% | 8 | -3,520.00 | -9.4% | |
| 603979 | JCHX Mining Management Co.,Ltd | 600 | 2025-08-27 | 59.98 | 2025-09-01 | 69.05 | 15.12% | 4 | 5,442.00 | 15.1% | |
| 603613 | BEIJING UNITED INFORMATION TECH | 1400 | 2025-08-22 | 26.01 | 2025-09-02 | 29.22 | 14.87% | 8 | 4,494.00 | 12.3% | |
| 600331 | Sichuan Hongda Co Ltd | 1600 | 2025-08-25 | 11.37 | 2025-09-02 | 10.91 | 0.00% | 7 | -736.00 | -4% | |
| 603816 | Jason Furniture (Hangzhou) Co.,Ltd | 600 | 2025-08-26 | 29.49 | 2025-09-02 | 28.88 | 0.47% | 6 | -366.00 | -2.1% | |
| 600498 | Fiberhome Telecommunication Technologies Co Ltd | 600 | 2025-08-26 | 27.75 | 2025-09-02 | 26.34 | 1.94% | 6 | -846.00 | -5.1% | |
| 600284 | Shanghai Pudong Road & Bridge Constructi | 5000 | 2025-08-28 | 9.40 | 2025-09-02 | 8.94 | 1.91% | 4 | -2,300.00 | -4.9% | |
| 600850 | Shanghai East-China Computer Co.,Ltd | 1500 | 2025-08-28 | 30.30 | 2025-09-02 | 29.00 | 2.31% | 4 | -1,950.00 | -4.3% | |
| 688200 | BEIJING HUAFENG TEST & CONTROL | 200 | 2025-08-29 | 181.00 | 2025-09-02 | 187.35 | 4.96% | 3 | 1,270.00 | 3.5% | |
| 600345 | Wuhan Yangtze Communications Industry Group Co Ltd | 1200 | 2025-09-01 | 31.51 | 2025-09-03 | 28.36 | 2.88% | 3 | -3,780.00 | -10% | |
| 601233 | Tongkun Group Co Ltd | 2500 | 2025-08-27 | 14.94 | 2025-09-04 | 14.35 | 0.06% | 7 | -1,475.00 | -3.9% | |
| 601899 | Zijin Mining Group Company Limited | 2100 | 2025-08-28 | 22.54 | 2025-09-04 | 24.34 | 11.35% | 6 | 3,780.00 | 8% | |
| 600486 | Jiangsu Yangnong Chemical Co., Ltd | 600 | 2025-08-28 | 73.13 | 2025-09-04 | 71.76 | 1.94% | 6 | -822.00 | -1.9% | |
| 600522 | Jiangsu Zhongtian Technology Co., Ltd | 2800 | 2025-08-29 | 16.55 | 2025-09-04 | 15.72 | 0.00% | 5 | -2,324.00 | -5% | |
| 600549 | Xiamen Tungsten Co Ltd | 1100 | 2025-09-01 | 31.70 | 2025-09-04 | 29.65 | 4.03% | 4 | -2,255.00 | -6.5% | |
| 603659 | SHANGHAI PUTAILAI NEW ENERGY TE | 1600 | 2025-09-01 | 22.88 | 2025-09-04 | 23.62 | 5.33% | 4 | 1,184.00 | 3.2% | |
| 601717 | Zhengzhou Coal Mining Machinery Group Company Limited | 1800 | 2025-09-01 | 20.50 | 2025-09-04 | 21.24 | 5.90% | 4 | 1,332.00 | 3.6% | |
| 603993 | China Molybdenum Co Ltd | 2700 | 2025-09-02 | 13.60 | 2025-09-04 | 13.02 | 2.72% | 3 | -1,566.00 | -4.3% | |
| 600353 | Chengdu Xuguang Electronics Co Ltd | 1900 | 2025-09-02 | 19.95 | 2025-09-04 | 18.06 | 0.00% | 3 | -3,591.00 | -9.5% | |
| 600619 | Shanghai Highly Group Co Ltd | 1400 | 2025-09-03 | 26.02 | 2025-09-04 | 23.42 | 0.80% | 2 | -3,640.00 | -10% | |
| 600330 | TDG Holding Co., Ltd | 3700 | 2025-09-03 | 10.17 | 2025-09-05 | 12.10 | 18.97% | 3 | 7,141.00 | 19% | |
| 603979 | JCHX Mining Management Co.,Ltd | 500 | 2025-09-02 | 69.30 | 2025-09-08 | 62.37 | 0.00% | 5 | -3,465.00 | -10% | |
| 600699 | Ningbo Joyson Electronic Corp | 1700 | 2025-09-04 | 21.91 | 2025-09-08 | 25.52 | 16.47% | 3 | 6,137.00 | 16.5% | |
| 601877 | Zhejiang Chint Electrics Co., Ltd | 1600 | 2025-08-29 | 28.05 | 2025-09-09 | 28.05 | 3.63% | 8 | 0.00 | 0% | |
| 688186 | Zhangjiagang Guangda Special Material Co., Ltd | 1300 | 2025-09-01 | 28.44 | 2025-09-09 | 26.80 | 2.81% | 7 | -2,132.00 | -5.8% | |
| 600438 | Tongwei Co Ltd | 2000 | 2025-09-05 | 22.90 | 2025-09-09 | 23.76 | 6.55% | 3 | 1,720.00 | 3.8% | |
| 600330 | TDG Holding Co., Ltd | 2900 | 2025-09-08 | 13.00 | 2025-09-09 | 11.70 | 0.00% | 2 | -3,770.00 | -10% | |
| 600741 | HUAYU Automotive Systems Company Limited | 1800 | 2025-09-03 | 20.12 | 2025-09-10 | 20.98 | 7.05% | 6 | 1,548.00 | 4.3% | |
| 601100 | JIANGSU HENGLI HYDRAULIC CO LTD | 400 | 2025-09-03 | 93.49 | 2025-09-10 | 87.70 | 0.00% | 6 | -2,316.00 | -6.2% | |
| 600580 | Wolong Electric Drive Group Co., Ltd | 1000 | 2025-09-04 | 37.00 | 2025-09-10 | 39.11 | 10.72% | 5 | 2,110.00 | 5.7% | |
| 600058 | Minmetals Development Co., Ltd | 4500 | 2025-08-29 | 10.40 | 2025-09-11 | 9.59 | 2.40% | 10 | -3,645.00 | -7.8% | |
| 603301 | Zhende Medical Co., Ltd | 1600 | 2025-09-09 | 27.10 | 2025-09-11 | 32.40 | 19.55% | 3 | 8,480.00 | 19.6% | |
| 603222 | Zhejiang Chimin Pharmaceutical Co Ltd | 3600 | 2025-09-11 | 12.19 | 2025-09-12 | 14.02 | 15.42% | 2 | 6,588.00 | 15% | |
| 601007 | Jinling Hotel Corp Ltd | 5700 | 2025-09-05 | 8.25 | 2025-09-15 | 8.14 | 0.72% | 7 | -627.00 | -1.3% | |
| 603043 | Guangzhou Restaurant Group Company Limited | 2600 | 2025-09-05 | 17.66 | 2025-09-15 | 17.77 | 1.92% | 7 | 286.00 | 0.6% | |
| 600531 | Henan Yuguang Gold&Lead Co., Ltd | 3600 | 2025-09-03 | 10.41 | 2025-09-16 | 11.62 | 14.98% | 10 | 4,356.00 | 11.6% | |
| 600509 | Xinjiang Tianfu Energy Co Ltd | 5100 | 2025-09-08 | 7.37 | 2025-09-16 | 8.22 | 14.51% | 7 | 4,335.00 | 11.5% | |
| 600699 | Ningbo Joyson Electronic Corp | 1700 | 2025-09-09 | 25.98 | 2025-09-16 | 30.48 | 17.32% | 6 | 7,650.00 | 17.3% | |
| 601311 | Camel Group Co., Ltd | 4100 | 2025-09-09 | 10.78 | 2025-09-16 | 11.16 | 6.58% | 6 | 1,558.00 | 3.5% | |
| 603185 | HOYUAN GREEN ENERGY CO LTD | 1800 | 2025-09-09 | 24.86 | 2025-09-16 | 23.07 | 1.44% | 6 | -3,222.00 | -7.2% | |
| 603301 | Zhende Medical Co., Ltd | 1300 | 2025-09-12 | 34.50 | 2025-09-16 | 39.00 | 13.04% | 3 | 5,850.00 | 13% | |
| 601658 | Postal Savings Bank of China Co., Ltd | 7400 | 2025-09-05 | 6.35 | 2025-09-17 | 6.21 | 0.62% | 9 | -1,036.00 | -2.2% | |
| 601899 | Zijin Mining Group Company Limited | 1400 | 2025-09-08 | 25.70 | 2025-09-17 | 25.10 | 1.16% | 8 | -840.00 | -2.3% | |
| 603444 | G-bits Network Technology (Xiamen) Co., Ltd | 100 | 2025-09-11 | 477.00 | 2025-09-17 | 555.06 | 16.36% | 5 | 7,806.00 | 16.4% | |
| 600580 | Wolong Electric Drive Group Co., Ltd | 1000 | 2025-09-12 | 41.96 | 2025-09-17 | 51.70 | 23.21% | 4 | 9,740.00 | 23.2% | |
| 600790 | Zhejiang China Light&Textile Industrial City Group Co.,Ltd | 9000 | 2025-09-04 | 4.18 | 2025-09-18 | 4.14 | 0.00% | 11 | -360.00 | -1% | |
| 600660 | Fuyao Glass Industry Group Co Ltd | 500 | 2025-09-04 | 68.55 | 2025-09-18 | 73.81 | 8.76% | 11 | 2,630.00 | 7.7% | |
| 600143 | Kingfa Sci. & Tech. Co., Ltd | 2400 | 2025-09-09 | 18.50 | 2025-09-18 | 24.08 | 30.16% | 8 | 13,392.00 | 30.2% | |
| 603100 | Chongqing Chuanyi Automation Co., Ltd | 1800 | 2025-09-11 | 24.10 | 2025-09-18 | 23.98 | 3.73% | 6 | -216.00 | -0.5% | |
| 601388 | Yechiu Metal Recycling (China) Ltd | 15800 | 2025-09-16 | 2.84 | 2025-09-18 | 3.27 | 16.90% | 3 | 6,794.00 | 15.1% | |
| 603816 | Jason Furniture (Hangzhou) Co.,Ltd | 1400 | 2025-09-10 | 31.23 | 2025-09-22 | 31.16 | 1.18% | 9 | -98.00 | -0.2% | |
| 601588 | Beijing North Star Co Ltd | 20500 | 2025-09-17 | 2.19 | 2025-09-22 | 2.04 | 0.45% | 4 | -3,075.00 | -6.8% | |
| 600170 | Shanghai Construction Group Co Ltd | 12700 | 2025-09-18 | 3.54 | 2025-09-22 | 3.25 | 9.60% | 3 | -3,683.00 | -8.2% | |
| 600337 | Markor International Home Furnishings Co Ltd | 20500 | 2025-09-19 | 2.74 | 2025-09-22 | 2.47 | 0.00% | 2 | -5,535.00 | -9.9% | |
| 603659 | SHANGHAI PUTAILAI NEW ENERGY TE | 1700 | 2025-09-10 | 26.35 | 2025-09-23 | 26.88 | 4.74% | 10 | 901.00 | 2% | |
| 900941 | Eastern Communications Co Ltd | 97700 | 2025-09-12 | 0.46 | 2025-09-23 | 0.425 | 0.43% | 8 | -3,419.50 | -7.6% | |
| 600846 | Shanghai Tongji Science & Technology Industrial Co Ltd | 1700 | 2025-09-15 | 13.09 | 2025-09-23 | 14.09 | 7.94% | 7 | 1,700.00 | 7.6% | |
| 601116 | Sanjiang Shopping Club Co Ltd | 2800 | 2025-09-16 | 16.04 | 2025-09-23 | 14.44 | 13.40% | 6 | -4,480.00 | -10% | |
| 603301 | Zhende Medical Co., Ltd | 1100 | 2025-09-17 | 39.00 | 2025-09-23 | 40.90 | 5.56% | 5 | 2,090.00 | 4.9% | |
| 600183 | Shengyi Technology Co Ltd | 800 | 2025-09-17 | 53.81 | 2025-09-23 | 60.48 | 15.81% | 5 | 5,336.00 | 12.4% | |
| 603222 | Zhejiang Chimin Pharmaceutical Co Ltd | 3300 | 2025-09-17 | 13.50 | 2025-09-23 | 12.15 | 3.11% | 5 | -4,455.00 | -10% | |
| 600580 | Wolong Electric Drive Group Co., Ltd | 800 | 2025-09-18 | 51.99 | 2025-09-24 | 50.73 | 9.00% | 5 | -1,008.00 | -2.4% | |
| 600143 | Kingfa Sci. & Tech. Co., Ltd | 2400 | 2025-09-19 | 23.26 | 2025-09-24 | 21.05 | 3.52% | 4 | -5,304.00 | -9.5% | |
| 603618 | Hangzhou Cable Co., Ltd | 4200 | 2025-09-22 | 10.64 | 2025-09-24 | 11.44 | 14.94% | 3 | 3,360.00 | 7.5% | |
| 601717 | Zhengzhou Coal Mining Machinery Group Company Limited | 1900 | 2025-09-10 | 22.83 | 2025-09-25 | 27.27 | 21.28% | 12 | 8,436.00 | 19.4% | |
| 600330 | TDG Holding Co., Ltd | 3400 | 2025-09-22 | 12.87 | 2025-09-25 | 11.58 | 0.00% | 4 | -4,386.00 | -10% | |
| 600400 | Jiangsu Hongdou Industry Co Ltd | 12300 | 2025-09-22 | 3.63 | 2025-09-25 | 3.61 | 8.53% | 4 | -246.00 | -0.6% | |
| 600635 | Shanghai Dazhong Public Utilities Group | 7400 | 2025-09-23 | 6.06 | 2025-09-25 | 5.97 | 10.06% | 3 | -666.00 | -1.5% | |
| 600641 | Shanghai Wanye Enterprise Co Ltd | 2500 | 2025-09-23 | 17.73 | 2025-09-25 | 18.86 | 6.37% | 3 | 2,825.00 | 6.4% | |
| 603986 | GIGADEVICE SEMICONDUCTOR INC | 100 | 2025-09-15 | 193.51 | 2025-09-26 | 193.11 | 3.25% | 10 | -40.00 | -0.2% | |
| 603662 | Keli Sensing Technology (Ningbo) Co.,Ltd | 500 | 2025-09-18 | 82.09 | 2025-09-26 | 75.77 | 0.00% | 7 | -3,160.00 | -7.7% | |
| 601598 | Sinotrans Limited | 6500 | 2025-09-22 | 6.88 | 2025-09-26 | 7.36 | 13.37% | 5 | 3,120.00 | 7% | |
| 603444 | G-bits Network Technology (Xiamen) Co., Ltd | 100 | 2025-09-24 | 579.01 | 2025-09-26 | 625.05 | 14.33% | 3 | 4,604.00 | 8% |
| Month-To-Date Summary: | |
|---|---|
| MTD Win Trades %: | 46.5% |
| MTD Avg # Entry Trades per Day: | 2.9 |
| MTD Win/Loss Size Ratio: | 1.88 |
| MTD Avg Trade Duration: | 5.5 |
| MTD Strategy Performance: | 5.7% |
| MTD Baseline Performance: | -0.7% |
| MTD Strategy Outperformance compared to Baseline: | 6.4% |
| Sold Today: | 603986, 603662, 601598, 603444 |
| Pending Buys: | 603301, 600522, 601615, 603218, 603606 |
The performance data quoted represents past performance. Past performance does not guarantee future results. The investment return and principal value of an investment will fluctuate so that an investor's position, when redeemed, may be worth more or less than the original cost. Current performance may be lower or higher than the performance data quoted. Investors should consider the investment objectives, risks, and charges and expenses of the above system carefully before investing.
Last Session Date: 2025/09/26