I4CFinancial Performance Report

Performance Report - AI

EH Quantitative Directional Long

The strategy actively trades a curated universe of companies with material or enabling exposure to Artificial Intelligence (AI), taking positions based on a proprietary technical ranking derived from a multi-factor analysis of market actionacross multiple trading horizons. Strict risk management enforces a rapid 'go-to-cash' ruleset in bearish markets.

Forward test from inception 2023/01/04 to 2026/07/31

Overview

Annualized Returns:	48.30%	Average Win Size:	1,235.09
Maximum Drawdown:	6.03%	Average Loss Size:	822.07
Return over Maximum Drawdown:	8.01	Win/Loss Size Ratio:	1.50
Sharpe Ratio (Annualized):	3.31	Number of Closed and Open Positions:	939
Sortino Ratio (Annualized):	-0.47	Average Trade Value:	14,137 USD
Number of Wins:	538	Average Closed Trade Duration:	7.7 days
Number of Losses:	401	Last Session Move:	-1,325.00 (-0.30%), Baseline move: (0.70%)
Win/Loss Count Ratio:	1.34 (57% winners)	Win Months(%)	79.1%
Includes 6 open positions with cash holdings of 309,436.85 USD Cash holdings are equivalent to 70.9% of Total Strategy Value (436,177.35 USD) at this time.

Monthly Strategy Returns (%):

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2023	2.3	12.3	4	5.7	6.8	2.7	0.3	1.7	-2.5	0.3	3.5	0.8	37.9
2024	0.9	5.3	7.8	2	2.4	2	1.4	-1.3	2.9	-1.6	8	9	38.8
2025	-2	3.1	-0.6	-1.1	4.5	3.3	3.4	0.7	13.3	2.8	0.4	-3.4	24.4
2026	5.9	8.9	-1.8	18.8	11.5	9.3	-2.8	0	0	0	0	0	49.8

Open Positions:

Symbol	Name	Entry Date	# Shares	Entry Price	Present Price	Move	Max Move	Days Held	Price	Trailing Stop	Profit	Annualized
DLR	Digital Realty Trust, Inc.	2026-07-27	100	200.05	188.52	-5.76%	0.00%	5		186.101 (1.3%)	-1,153.00	-276.6%
WDAY	Workday, Inc.	2026-07-29	100	159.79	160.34	0.34%	5.14%	3		144.661 (9.8%)	55.00	27.5%
TEL	TE Connectivity plc	2026-07-29	100	214.89	205.69	-4.28%	0.00%	3		188.44 (8.4%)	-920.00	-342.5%
THRM	Gentherm Inc	2026-07-29	700	42.08	40.58	-3.56%	1.92%	3		37.588 (7.4%)	-1,050.00	-285.1%
MUD	Direxion Daily MU Bear 1X ETF	2026-07-30	1800	13.28	12.37	-6.85%	7.68%	2		9.277 (25%)	-1,638.00	-822.2%
MSFT	Microsoft Corporation	2026-07-31	50	450.00	464.72	3.27%	3.27%	1		424.515 (8.7%)	736.00	785.0%
							Total Value (USD) of 6 Open Positions:			129,363.00	-3,970.00	-61.0%

Closed Month-To-Date Performance:

Symbol	Name	# Shares	Buy Date	Buy Price	Sell Date	Sell Price	Max Move	Duration	Profit	ROI
KLAC	KLA Corporation	100	2026-06-22	265.61	2026-07-01	283.66	13.59%	8	1,805.00	6.8%
AGX	Argan, Inc.	25	2026-06-23	745.63	2026-07-01	777.58	7.09%	7	798.75	4.3%
DELL	Dell Technologies Inc.	50	2026-06-25	414.54	2026-07-01	425.25	4.70%	5	535.50	2.6%
AMAT	Applied Materials, Inc.	50	2026-06-26	642.76	2026-07-01	668.41	12.48%	4	1,282.50	4%
GLW	Corning Incorporated	100	2026-06-26	224.43	2026-07-01	239.50	13.92%	4	1,507.00	6.7%
POWL	Powell Industries, Inc.	100	2026-06-26	296.12	2026-07-01	270.38	4.41%	4	-2,574.00	-8.7%
RFIL	RF Industries, Ltd.	1300	2026-06-24	21.50	2026-07-02	19.38	0.00%	7	-2,756.00	-9.9%
PANW	Palo Alto Networks, Inc.	100	2026-06-29	309.83	2026-07-07	348.46	16.15%	6	3,863.00	12.5%
GE	GE Aerospace	50	2026-06-29	367.82	2026-07-07	372.19	3.25%	6	218.50	1.2%
CGNX	Cognex Corporation	200	2026-07-01	70.23	2026-07-07	65.85	3.11%	4	-876.00	-6.2%
SPCB	SuperCom, Ltd.	2400	2026-07-02	12.12	2026-07-07	10.91	1.98%	3	-2,904.00	-10%
AEP	American Electric Power Company	200	2026-06-29	139.03	2026-07-08	136.77	0.00%	7	-452.00	-1.6%
IBM	International Business Machines	100	2026-07-06	288.35	2026-07-08	302.05	6.16%	3	1,370.00	4.8%
SNDX	Syndax Pharmaceuticals, Inc.	1100	2026-07-06	21.78	2026-07-10	24.20	14.04%	5	2,662.00	11.1%
AUID	authID Inc.	22100	2026-07-08	1.13	2026-07-10	1.18	7.07%	3	1,105.00	4.4%
APH	Amphenol Corporation	100	2026-07-02	170.01	2026-07-13	157.17	2.42%	7	-1,284.00	-7.6%
METV	Roundhill Ball Metaverse ETF	1300	2026-07-06	18.71	2026-07-13	18.92	2.56%	6	273.00	1.1%
AMD	Advanced Micro Devices, Inc.	25	2026-07-07	515.91	2026-07-13	537.50	8.13%	5	539.75	4.2%
CRDO	Credo Technology Group Holding	100	2026-07-09	274.17	2026-07-13	246.75	0.00%	3	-2,742.00	-10%
SRE	DBA Sempra	300	2026-06-29	93.85	2026-07-14	94.21	1.76%	11	108.00	0.4%
GRNY	Fundstrat Granny Shots US Large	1000	2026-07-02	27.83	2026-07-15	27.92	0.46%	9	90.00	0.3%
MEI	Methode Electronics, Inc.	1600	2026-07-08	15.46	2026-07-15	16.72	14.35%	6	2,016.00	8.2%
DELL	Dell Technologies Inc.	50	2026-07-09	443.83	2026-07-15	436.07	3.51%	5	-388.00	-1.7%
S	SentinelOne, Inc.	1000	2026-07-07	18.45	2026-07-16	19.65	9.43%	8	1,200.00	6.5%
ANET	Arista Networks, Inc.	100	2026-07-09	187.00	2026-07-16	168.89	0.00%	6	-1,811.00	-9.7%
META	Meta Platforms, Inc.	50	2026-07-08	614.39	2026-07-17	647.70	10.89%	8	1,665.50	5.4%
AAPL	Apple Inc.	50	2026-07-06	307.36	2026-07-21	327.74	8.58%	12	1,019.00	6.6%
PANW	Palo Alto Networks, Inc.	50	2026-07-14	330.80	2026-07-21	347.70	8.42%	6	845.00	5.1%
TASK	TaskUs, Inc.	4900	2026-07-16	6.03	2026-07-22	5.86	0.00%	5	-833.00	-2.8%
SPCB	SuperCom, Ltd.	1700	2026-07-13	11.73	2026-07-23	10.80	3.58%	9	-1,581.00	-7.9%
THRM	Gentherm Inc	800	2026-07-17	36.35	2026-07-23	45.61	25.47%	5	7,408.00	25.5%
WDAY	Workday, Inc.	200	2026-07-17	144.96	2026-07-23	131.87	1.55%	5	-2,618.00	-9%
ADBE	Adobe Inc.	100	2026-07-20	235.67	2026-07-23	217.18	0.67%	4	-1,849.00	-7.8%
VST	Vistra Corp.	100	2026-07-22	160.11	2026-07-24	166.04	5.53%	3	593.00	3.7%
AZZ	AZZ Inc.	200	2026-07-16	148.60	2026-07-27	149.94	2.98%	8	268.00	0.9%
CIFR	Cipher Digital Inc.	800	2026-07-24	25.31	2026-07-27	22.78	2.01%	2	-2,024.00	-10%
CLF	Cleveland-Cliffs Inc.	1900	2026-07-24	11.33	2026-07-29	11.69	8.12%	4	684.00	3.2%
TASK	TaskUs, Inc.	3700	2026-07-28	5.90	2026-07-30	6.20	10.00%	3	1,110.00	5.1%
TSMZ	Direxion Daily TSM Bear 1X ETF	3500	2026-07-17	8.51	2026-07-30	8.34	4.58%	10	-595.00	-2%
SAP	SAP SE	100	2026-07-28	175.60	2026-07-30	181.60	5.91%	3	600.00	3.4%
SOXS	Direxion Daily Semiconductor Be	400	2026-07-29	63.97	2026-07-30	57.57	14.35%	2	-2,560.00	-10%
AAPL	Apple Inc.	50	2026-07-28	340.03	2026-07-31	308.91	0.01%	4	-1,556.00	-9.2%

Month-To-Date Summary:
MTD Win Trades %:	59.5%
MTD Avg # Entry Trades per Day:	1.4
MTD Avg # Positions Held:	7.7
MTD Win/Loss Size Ratio:	0.78
MTD Avg Trade Duration:	5.5
MTD Strategy Performance:	-2.8%
MTD Baseline (^GSPC) Performance:	-0.1%
MTD Strategy Outperformance compared to Baseline:	-2.7%
Sold Today:	AAPL
Pending Buys:	CRM

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: 2026/07/31