| Annualized Returns: | 16.28% | Average Win Size: | 134.35 |
| Maximum Drawdown: | 5.01% | Average Loss Size: | 78.21 |
| Return over Maximum Drawdown: | 3.24 | Win/Loss Size Ratio: | 1.72 |
| Sharpes Ratio (Annualised): | 2.51 | Number of Closed and Open Positions: | 455 |
| Sortino Ratio (Annualised): | 3.95 | Average Trade Size: | 2,358.73 |
| Number of Wins: | 237 | Average Closed Trade Duration: | 25.2 days |
| Number of Losses: | 218 | Last Session Move: | -143.52 (-0.12%) |
| Win/Loss Count Ratio: | 1.09 (52% winners) | Includes 41 open positions with 3 instances of blank pricing |
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2017 | 0 | 0 | 0.1 | 1.3 | 1.9 | 1 | 1.2 | 1.1 | 0.1 | 8.3 | -3.2 | -0.2 | 11.6 |
| 2018 | 2.6 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2.6 |
| Symbol | Name | Entry Date | Number of Shares | Entry Price | Present Price | Trailing Stop | Profit | Annualized |
| 500 | Missing SED record | |||||||
| TQ5 | Frasers Centrepoint Ltd | 12/18/2017 | 1300 | 2.10 | 2.23 | 2.21 | 169.00 | 49.52% |
| SV3U | Soilbuild Business Space REIT | 12/18/2017 | 4200 | 0.66 | 0.69 | 0.68 | 105.00 | 30.08% |
| R07 | Missing SED record | |||||||
| C61U | CapitaLand Commercial Trust | 12/20/2017 | 1400 | 1.93 | 1.90 | 1.87 | -42.00 | -12.86% |
| IX2 | PEC Ltd | 12/22/2017 | 4400 | 0.63 | 0.67 | 0.66 | 154.00 | 48.99% |
| RF1U | RHT Health Trust | 12/27/2017 | 3300 | 0.84 | 0.82 | 0.81 | -82.50 | -29.59% |
| UD1U | IREIT Global | 12/28/2017 | 3600 | 0.77 | 0.81 | 0.80 | 162.00 | 60.98% |
| ND8U | Frasers Commercial Trust | 12/28/2017 | 1800 | 1.48 | 1.47 | 1.43 | -18.00 | -7.05% |
| 544 | CSE Global Ltd | 12/28/2017 | 7700 | 0.36 | 0.38 | 0.36 | 154.00 | 57.97% |
| C29 | Chip Eng Seng Corp Ltd | 12/29/2017 | 2800 | 0.97 | 1.04 | 1.00 | 196.00 | 78.73% |
| J69U | Frasers Centrepoint Trust | 12/29/2017 | 1200 | 2.24 | 2.32 | 2.26 | 96.00 | 38.96% |
| L03 | Lian Beng Group Ltd | 12/29/2017 | 3700 | 0.74 | 0.78 | 0.75 | 166.50 | 66.34% |
| BHQ | Sunningdale Tech Ltd | 12/29/2017 | 1400 | 1.94 | 2.05 | 1.96 | 154.00 | 61.86% |
| Q01 | QAF Ltd | 12/29/2017 | 2500 | 1.11 | 1.16 | 1.13 | 125.00 | 49.14% |
| BOL | Memtech International Ltd | 1/4/2018 | 2400 | 1.14 | 1.40 | 1.26 | 624.00 | 304.09% |
| I07 | ISDN Holdings Ltd | 1/4/2018 | 11900 | 0.23 | 0.24 | 0.22 | 59.50 | 28.37% |
| P19 | Missing SED record | |||||||
| 5JS | Indofood Agri Resources Ltd | 1/5/2018 | 6600 | 0.42 | 0.41 | 0.39 | -66.00 | -33.61% |
| H13 | Ho Bee Land Ltd | 1/5/2018 | 1000 | 2.57 | 2.63 | 2.54 | 60.00 | 32.96% |
| K2LU | Cache Logistics Trust | 1/5/2018 | 3100 | 0.87 | 0.85 | 0.83 | -62.00 | -32.27% |
| S71 | Sunright Ltd | 1/8/2018 | 3200 | 0.86 | 0.93 | 0.86 | 208.00 | 120.23% |
| ME8U | Mapletree Industrial Trust | 1/8/2018 | 1300 | 2.09 | 2.11 | 2.02 | 26.00 | 15.31% |
| 5DD | Micro-Mechanics (Holdings) Ltd | 1/8/2018 | 1100 | 2.34 | 2.39 | 2.27 | 55.00 | 34.19% |
| AU8U | CapitaLand Retail China Trust | 1/8/2018 | 1600 | 1.65 | 1.68 | 1.61 | 48.00 | 29.09% |
| J91U | Cambridge Industrial Trust | 1/8/2018 | 4800 | 0.57 | 0.57 | 0.55 | -24.00 | -13.91% |
| K71U | Keppel REIT | 1/9/2018 | 2100 | 1.28 | 1.28 | 1.20 | .00 | 0.00% |
| EB5 | First Resources Ltd | 1/9/2018 | 1400 | 1.94 | 1.92 | 1.80 | -28.00 | -16.49% |
| C6L | Singapore Airlines Ltd | 1/9/2018 | 200 | 10.88 | 11.47 | 11.00 | 118.00 | 86.76% |
| B16 | GL Ltd | 1/10/2018 | 3100 | 0.88 | 0.87 | 0.84 | -15.50 | -9.74% |
| 5MZ | Kingsmen Creatives Ltd | 1/12/2018 | 4500 | 0.61 | 0.63 | 0.60 | 90.00 | 65.57% |
| ACV | Frasers Hospitality Trust | 1/15/2018 | 3400 | 0.80 | 0.81 | 0.78 | 51.00 | 45.00% |
| CH8 | China Sunsine Chemical Holdings Ltd | 1/17/2018 | 2800 | 0.99 | 1.15 | 1.00 | 434.00 | 415.41% |
| RW0U | Mapletree Greater China Commercial Trust | 1/18/2018 | 2200 | 1.26 | 1.28 | 1.23 | 44.00 | 47.62% |
| K11 | Keppel Telecommunications & Transportati | 1/19/2018 | 1600 | 1.70 | 1.66 | 1.53 | -64.00 | -80.67% |
| Q5T | Far East Hospitality Trust | 1/22/2018 | 3700 | 0.74 | 0.76 | 0.71 | 74.00 | 129.73% |
| 5TT | Keong Hong Holdings Ltd | 1/23/2018 | 4100 | 0.67 | 0.67 | 0.58 | .00 | 0.00% |
| E28 | Frencken Group Ltd | 1/24/2018 | 4400 | 0.63 | 0.67 | 0.62 | 176.00 | 377.95% |
| 558 | UMS Holdings Ltd | 1/25/2018 | 2400 | 1.12 | 1.09 | 0.99 | -72.00 | -214.29% |
| DM0 | Hanwell Holdings Ltd | 1/26/2018 | 8200 | 0.34 | 0.33 | 0.30 | -82.00 | -352.94% |
| H18 | Hotel Grand Central Ltd | 1/29/2018 | 1800 | 1.54 | 1.52 | 1.43 | -36.00 | 0.00% |
| Total Value of Open Positions: | 106,229.50 | 2,957.00 | 3.26% | |||||
H78, A68U, O5RU
DU4
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: 2018/01/29