I4CFinancial Performance Report

Performance Report - AUSTRALIA

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 2024/06/04 to 2026/09/15

Overview

Annualized Returns:	61.93%	Average Win Size:	1,012.59
Maximum Drawdown:	12.95%	Average Loss Size:	866.75
Return over Maximum Drawdown:	4.78	Win/Loss Size Ratio:	1.17
Sharpe Ratio (Annualized):	1.94	Number of Closed and Open Positions:	1209
Sortino Ratio (Annualized):	-0.25	Average Trade Value:	12,079 AUD
Number of Wins:	675	Average Closed Trade Duration:	7.4 days
Number of Losses:	534	Last Session Move:	-2,836.75 (-0.87%), Baseline move: (-0.83%)
Win/Loss Count Ratio:	1.26 (56% winners)	Win Months(%)	82.1%
Includes 10 open positions with cash holdings of 138,242.84 AUD Cash holdings are equivalent to 43% of Total Strategy Value (321,850.19 AUD) at this time.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2024	0	0	0	0	0	1.4	-1.1	2	4.2	7.4	2.1	3.3	19.3
2025	7.5	3.8	8.1	1.7	3	5.3	4.8	12.5	23.9	2.3	10	11.5	94.4
2026	10.9	5.6	-7.4	-2.5	4.3	0.3	-5.1	3.9	-2.6	0	0	0	7.4

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

Total

2024

1.4

-1.1

4.2

7.4

2.1

3.3

19.3

2025

7.5

3.8

8.1

1.7

5.3

4.8

12.5

23.9

2.3

11.5

94.4

2026

10.9

5.6

-7.4

-2.5

4.3

0.3

-5.1

3.9

-2.6

7.4

Open Positions:

Symbol	Name	Entry Date	# Shares	Entry Price	Present Price	Move	Max Move	Days Held	Price	Trailing Stop	Profit	Annualized
RHC	RAMSAY FPO [RHC]	2026-09-08	300	53.06	53.57	0.96%	0.96%	6		52.249 (2.5%)	153.00	38.4%
TER	TERRACOM FPO [TER]	2026-09-09	199900	0.085	0.077	-9.41%	-2.35%	5		0.071 (7.5%)	-1,599.20	-451.7%
NVA	NOVA MIN FPO [NVA]	2026-09-10	24600	0.69	0.68	-1.44%	7.97%	4		0.625 (8.1%)	-246.00	-86.9%
NHC	NEW HOPE FPO [NHC]	2026-09-10	2600	6.39	6.47	1.25%	1.25%	4		6.222 (3.8%)	208.00	75.1%
AVL	AVL.AX	2026-09-14	91000	0.28	0.235	-16.07%	0.00%	2		0.201 (14.1%)	-4,095.00	-1,928.5%
GNG	GR ENGIN FPO [GNG]	2026-09-14	3700	6.85	6.88	0.43%	0.43%	2		6.185 (10.1%)	111.00	52.5%
BLX	BLX.AX	2026-09-14	13700	1.86	1.765	-5.10%	1.07%	2		1.546 (12.4%)	-1,301.50	-612.9%
GWR	GWR GROUP FPO [GWR]	2026-09-15	125800	0.135	0.15	11.11%	11.11%	1		0.133 (11.2%)	1,887.00	2,666.6%
VEA	VIVA E GRP FPO [VEA]	2026-09-15	5400	3.10	3.05	-1.61%	0.00%	1		2.848 (6.6%)	-270.00	-387.1%
STO	SANTOS FPO [STO]	2026-09-15	1900	8.58	8.55	-0.34%	1.74%	1		8.243 (3.6%)	-57.00	-83.9%
							Total Value (AUD) of 10 Open Positions:			187,619.80	-5,209.70	-58.8%

Closed Month-To-Date Performance:

Symbol	Name	# Shares	Buy Date	Buy Price	Sell Date	Sell Price	Max Move	Duration	Profit	ROI
SDF	STEADFAST FPO [SDF]	3000	2026-08-18	5.62	2026-09-01	5.71	4.09%	11	270.00	1.6%
RMD	RESMED CDI 10:1 [RMD]	200	2026-08-17	31.79	2026-09-02	32.28	4.74%	13	98.00	1.5%
CBE	CBE.AX	22000	2026-08-24	0.385	2026-09-02	0.405	10.38%	8	440.00	5.2%
FPH	F&P HEALTH FPO NZX [FPH]	200	2026-08-25	37.20	2026-09-02	36.31	0.43%	7	-178.00	-2.4%
ALK	ALK.AX	4400	2026-08-26	1.90	2026-09-02	1.90	4.21%	6	0.00	0%
BMN	BMN.AX	1800	2026-08-27	4.55	2026-09-02	4.11	4.39%	5	-792.00	-9.7%
LYL	LYCOPODIUM FPO [LYL]	700	2026-08-20	21.36	2026-09-03	22.48	10.01%	11	784.00	5.2%
EQR	EQ RES FPO [EQR]	49400	2026-09-01	0.43	2026-09-03	0.37	0.00%	3	-2,964.00	-14%
MTO	MOTORCYCLE FPO [MTO]	5500	2026-08-28	3.06	2026-09-07	2.87	0.32%	7	-1,045.00	-6.2%
MYE	MASTERMYNE FPO [MYE]	24800	2026-08-31	0.685	2026-09-07	0.62	0.00%	6	-1,612.00	-9.5%
VMC	VENUS MET FPO [VMC]	114517.520216	2026-09-01	0.185	2026-09-07	0.182	4.10%	5	-291.00	-1.4%
DDR	DDR.AX	1100	2026-08-31	15.15	2026-09-08	14.41	0.99%	7	-814.00	-4.9%
ANN	ANN.AX	400	2026-08-31	39.84	2026-09-08	42.23	6.17%	7	956.00	6%
BAP	BAP.AX	25100	2026-08-31	0.675	2026-09-08	0.805	29.62%	7	3,263.00	19.3%
AMI	AMI.AX	37300	2026-08-31	0.455	2026-09-09	0.45	2.19%	8	-186.50	-1.1%
SHV	SELECT FPO [SHV]	3500	2026-09-03	4.79	2026-09-09	4.86	5.21%	5	245.00	1.5%
FWD	FLEETWOOD FPO [FWD]	7300	2026-09-01	2.91	2026-09-11	2.88	0.34%	9	-219.00	-1%
AIS	AIS.AX	32300	2026-08-28	0.525	2026-09-11	0.49	0.95%	11	-1,130.50	-6.7%
BCI	BCI.AX	43300	2026-09-01	0.49	2026-09-11	0.56	21.42%	9	3,031.00	14.3%
NUF	NUFARM FPO [NUF]	5200	2026-09-02	3.26	2026-09-11	3.16	1.22%	8	-520.00	-3.1%
GNC	GRAINCORP FPO [GNC]	2400	2026-09-03	6.97	2026-09-11	6.58	0.86%	7	-936.00	-5.6%
ELD	ELD.AX	2700	2026-09-04	6.20	2026-09-11	6.33	8.22%	6	351.00	2.1%
GNE	GENESIS NZ FPO NZX [GNE]	7400	2026-09-04	2.28	2026-09-11	2.15	1.75%	6	-962.00	-5.7%
TCG	TURACOGOLD FPO [TCG]	20300	2026-09-07	0.835	2026-09-11	0.87	7.78%	5	710.50	4.2%
EMV	EMVISION FPO [EMV]	9000	2026-09-07	1.88	2026-09-11	1.75	0.00%	5	-1,170.00	-6.9%
MVF	MONASH IVF FPO [MVF]	20900	2026-09-04	0.81	2026-09-14	0.785	1.23%	7	-522.50	-3.1%
ACW	ACW.AX	283200	2026-09-08	0.06	2026-09-15	0.06	6.66%	6	0.00	0%
TGN	TUNGSTEN FPO [TGN]	49200	2026-09-09	0.345	2026-09-15	0.385	13.04%	5	1,968.00	11.6%
SRL	SUNRISE FPO [SRL]	1200	2026-09-14	21.02	2026-09-15	18.92	5.23%	2	-2,520.00	-10%

Month-To-Date Summary:
MTD Win Trades %:	44.8%
MTD Avg # Entry Trades per Day:	1.5
MTD Avg # Positions Held:	12.9
MTD Win/Loss Size Ratio:	0.94
MTD Avg Trade Duration:	6.9
MTD Strategy Performance:	-2.6%
MTD Baseline (^AORD) Performance:	-4.0%
MTD Strategy Outperformance compared to Baseline:	1.4%
Sold Today:	ACW, TGN, SRL
Pending Buys:	HGO, EQR, LYL, MYE

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