I4CFinancial Performance Report

Performance Report - AGGRESSORUSETF

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 2024/05/29 to 2026/09/15

Overview

Annualized Returns:	26.26%	Average Win Size:	318.81
Maximum Drawdown:	68.29%	Average Loss Size:	198.75
Return over Maximum Drawdown:	0.38	Win/Loss Size Ratio:	1.60
Sharpe Ratio (Annualized):	0.91	Number of Closed and Open Positions:	955
Sortino Ratio (Annualized):	3.34	Average Trade Value:	8,229 USD
Number of Wins:	512	Average Closed Trade Duration:	9.1 days
Number of Losses:	443	Last Session Move:	700.75 (0.40%), Baseline move: (-0.44%)
Win/Loss Count Ratio:	1.16 (54% winners)	Win Months(%)	69.0%
Includes 6 open positions with cash holdings of 108,952.43 USD Cash holdings are equivalent to 62.2% of Total Strategy Value (175,199.93 USD) at this time.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2024	0	0	0	0	-4.6	-1.1	15.2	-5.2	6.4	-1.8	-2.2	93.7	100.4
2025	-24.5	103.8	251.2	-11	2.1	1.2	6.9	37.3	-9.8	45.5	20.1	3.3	426.1
2026	16.1	3.8	71.5	2.1	0.4	-1.2	1.1	2.3	0.2	0	0	0	96.3

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

Total

2024

-4.6

-1.1

15.2

-5.2

6.4

-1.8

-2.2

93.7

100.4

2025

-24.5

103.8

251.2

-11

2.1

1.2

6.9

37.3

-9.8

45.5

20.1

3.3

426.1

2026

16.1

3.8

71.5

2.1

0.4

-1.2

1.1

2.3

0.2

96.3

Open Positions:

Symbol	Name	Entry Date	# Shares	Entry Price	Present Price	Move	Max Move	Days Held	Price	Trailing Stop	Profit	Annualized
USO	United States Oil	2026-09-02	50	139.42	161.86	16.09%	16.09%	9		156.093 (3.6%)	1,122.00	429.2%
MLPA	al X MLP ETF	2026-09-10	100	57.42	56.65	-1.34%	0.53%	4		55.975 (1.2%)	-77.00	-80.4%
TZA	Direxion Small Cap Bear 3X Shar	2026-09-14	300	43.59	44.28	1.58%	1.58%	2		40.941 (7.5%)	207.00	189.9%
GAA	ria Global Asset Allocation	2026-09-14	300	36.01	35.88	-0.36%	0.38%	2		35.309 (1.6%)	-39.00	-43.3%
XZO	Exzeo Group, Inc.	2026-09-15	800	16.12	16.65	3.28%	3.28%	1		15.340 (7.9%)	424.00	789.0%
EWH	iShares MSCI Hong Kong Index Fu	2026-09-15	600	22.49	22.47	-0.08%	1.02%	1		21.807 (2.9%)	-12.00	-21.3%
							Total Value (USD) of 6 Open Positions:			64,608.00	1,625.00	95.7%

Closed Month-To-Date Performance:

Symbol	Name	# Shares	Buy Date	Buy Price	Sell Date	Sell Price	Max Move	Duration	Profit	ROI
GLTR	ETFS Physical Precious Metal Ba	50	2026-08-26	208.09	2026-09-01	197.16	1.45%	5	-546.50	-5.3%
MLPA	al X MLP ETF	200	2026-08-19	56.88	2026-09-02	57.49	1.56%	11	122.00	1.1%
PALL	ETFS Physical Palladium Shares	500	2026-08-31	24.82	2026-09-08	24.53	5.51%	6	-145.00	-1.2%
UNG	United States Natural Gas	1300	2026-09-01	10.27	2026-09-09	10.27	4.67%	6	0.00	0%
SDEM	al X MSCI SuperDividend Eme	200	2026-08-26	33.82	2026-09-11	34.21	1.80%	12	78.00	1.2%
EYLD	ria ETF Trust Cambria Emerg	100	2026-08-27	48.82	2026-09-11	49.72	2.92%	11	90.00	1.8%
VNM	VanEck Vietnam ETF	700	2026-08-31	18.06	2026-09-11	17.68	0.77%	9	-266.00	-2.1%
^NZ50	NZX 50 INDEX GROSS	1	2026-09-01	13,917.30	2026-09-11	13,696.06	0.18%	8	-221.24	-1.6%
000001	SSE Composite Index	3	2026-09-01	3,979.88	2026-09-11	3,910.92	0.16%	8	-206.88	-1.7%
EIDO	iShares MSCI Indonesia ETF	800	2026-09-02	12.95	2026-09-11	12.83	2.77%	7	-96.00	-0.9%
XLE	Energy Select Sector SPDR ETF	200	2026-09-01	64.87	2026-09-14	65.25	1.68%	9	76.00	0.6%
GVAL	ria Global Value ETF	200	2026-09-04	39.09	2026-09-14	39.02	1.73%	6	-14.00	-0.2%
EWS	iShares Inc iShares MSCI Singap	200	2026-09-08	34.36	2026-09-14	33.64	0.61%	5	-144.00	-2.1%
GMOM	ria Global Momentum ETF	200	2026-09-08	38.77	2026-09-15	38.75	0.61%	6	-4.00	-0.1%
THD	iShares Inc iShares MSCI Thaila	100	2026-09-09	74.90	2026-09-15	72.66	0.21%	5	-224.00	-3%

Month-To-Date Summary:
MTD Win Trades %:	33.3%
MTD Avg # Entry Trades per Day:	0.9
MTD Avg # Positions Held:	9.5
MTD Win/Loss Size Ratio:	0.39
MTD Avg Trade Duration:	7.6
MTD Strategy Performance:	0.21%
MTD Baseline (^GSPC) Performance:	-1.30%
MTD Strategy Outperformance compared to Baseline:	1.51%
Sold Today:	GMOM, THD
Pending Buys:	NAVN

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: 2026/09/15