I4CFinancial Performance Report

Performance Report - USSectors

EH Quantitative Directional Long

The strategy actively trades a universe of companies with a history of aggressive price movement, taking positions in stocks based on a proprietary technical ranking derived from a multi-factor analysis of market action across multiple trading horizons. Strict risk management enforces a rapid 'go-to-cash' ruleset in bearish markets.

Forward test from inception 2022/06/03 to 2025/09/26

Overview

Annualized Returns:	11.03%	Average Win Size:	747.41
Maximum Drawdown:	8.84%	Average Loss Size:	484.47
Return over Maximum Drawdown:	1.24	Win/Loss Size Ratio:	1.54
Sharpe Ratio (Annualized):	0.77	Number of Closed and Open Positions:	249
Sortino Ratio (Annualized):	1.76	Average Trade Value:	15,313 USD
Number of Wins:	129	Average Closed Trade Duration:	13.1 days
Number of Losses:	120	Last Session Move:	620.00 (0.45%), Baseline move: (0.59%)
Win/Loss Count Ratio:	1.08 (52% winners)	Includes 4 open positions with cash holdings of 47,000.38 USD Cash holdings are equivalent to 34% of Total Strategy Value (138,279.38 USD) at this time.

Monthly Strategy Returns (%):

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2022	0	0	0	0	0	-2.6	-0.1	0.9	4.3	2.9	1.1	0.3	6.8
2023	-0.7	-0.5	-1.1	0.2	-1.8	0.3	0.4	-2.3	0.4	1.5	1.3	0.4	-1.9
2024	-4.4	1.7	0.3	2.4	0.8	-0.1	-0.7	11.7	1.4	2.2	1	-1.5	14.8
2025	2	-0.9	-2.3	11.2	-0.2	3.2	2.2	-2.1	2.2	0	0	0	15.3

Open Positions:

Symbol	Name	Entry Date	# Shares	Entry Price	Present Price	Move	Max Move	Days Held	Price	Trailing Stop	Profit	Annualized
XLU	SPDR Select Sector Fund - Utili	2025-09-15	200	85.51	86.81	1.52%	1.52%	10		86.302 (0.6%)	260.00	36.49%
XLF	Financial Select Sector SPDR Fund	2025-09-23	500	53.95	53.86	-0.16%	0.09%	4		53.033 (1.5%)	-45.00	-10.01%
XLE	Energy Select Sector SPDR Fund	2025-09-24	200	89.81	91.99	2.42%	2.42%	3		88.889 (3.4%)	436.00	194.19%
XLK	Technology Select Sector SPDR Fund	2025-09-26	100	278.30	278.84	0.19%	0.19%	1		269.147 (3.5%)	54.00	46.57%
							Total Value (USD) of 4 Open Positions:			90,574.00	705.00	0.20%

Closed Month-To-Date Performance:

Symbol	Name	# Shares	Buy Date	Buy Price	Sell Date	Sell Price	Max Move	Duration	Profit	ROI
XLY	Consumer Discretionary Select Sector SPD	100	2025-08-25	232.26	2025-09-02	230.01	0.83%	6	-225.00	-1%
XLB	Materials Select Sector SPDR Fund	200	2025-09-03	91.54	2025-09-09	91.05	0.64%	5	-98.00	-0.5%
XLY	Consumer Discretionary Select Sector SPD	100	2025-09-04	232.72	2025-09-17	241.80	4.17%	10	908.00	3.9%
XLK	Technology Select Sector SPDR Fund	100	2025-09-04	260.28	2025-09-17	271.81	5.25%	10	1,153.00	4.4%
^GSPC	S&P 500 Index	5	2025-09-04	6,456.60	2025-09-17	6,602.61	2.59%	10	730.05	2.3%
XLE	Energy Select Sector SPDR Fund	200	2025-09-03	89.80	2025-09-18	89.89	0.80%	12	18.00	0.1%
XLF	Financial Select Sector SPDR Fund	400	2025-09-05	54.11	2025-09-19	54.26	0.27%	11	60.00	0.3%
XLK	Technology Select Sector SPDR Fund	100	2025-09-19	277.23	2025-09-25	278.00	1.95%	5	77.00	0.3%
^GSPC	S&P 500 Index	5	2025-09-19	6,647.11	2025-09-25	6,606.46	0.70%	5	-203.25	-0.6%

Month-To-Date Summary:
MTD Win Trades %:	66.6%
MTD Avg # Entry Trades per Day:	0.4
MTD Win/Loss Size Ratio:	2.80
MTD Avg Trade Duration:	8.2
MTD Strategy Performance:	2.2%
MTD Baseline Performance:	2.8%
MTD Strategy Outperformance compared to Baseline:	-0.5%
Sold Today:
Pending Buys:

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.

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