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 2026/07/31

Overview

Annualized Returns: 65.73% Average Win Size: 1,013.29
Maximum Drawdown: 12.95% Average Loss Size: 871.41
Return over Maximum Drawdown: 5.07 Win/Loss Size Ratio: 1.16
Sharpe Ratio (Annualized): 3.15 Number of Closed and Open Positions: 1135
Sortino Ratio (Annualized): -5.61 Average Trade Value: 11,801 AUD
Number of Wins: 640 Average Closed Trade Duration: 7.3 days
Number of Losses: 495 Last Session Move: -346.30 (-0.10%), Baseline move: (0.15%)
Win/Loss Count Ratio: 1.29 (56% winners) Win Months(%) 84.6%
Includes 13 open positions with cash holdings of 98,722.64 AUD

Cash holdings are equivalent to 31% of Total Strategy Value (318,287.84 AUD) at this time.

Monthly Strategy Returns (%):

  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 -2.6 4.3 0.3 -5.1 0 0 0 0 0 6

Open Positions:

Symbol Name Entry Date # Shares Entry Price Present Price Move Max Move Days HeldPrice Trailing Stop Profit Annualized
AMPAMP.AX2026-07-1787001.942.1510.82%12.88%11 2.128 (1%)1,827.00236.1%
CCPCCP.AX2026-07-17120013.3713.783.06%3.66%11 13.595 (1.3%)492.0066.9%
ALDALD.AX2026-07-2340039.0539.902.17%3.71%7 38.920 (2.5%)340.0074.6%
VEAVIVA E GRP FPO [VEA]2026-07-2367002.512.8513.54%14.34%7 2.724 (4.4%)2,278.00464.4%
PTXPRESCIENT FPO [PTX]2026-07-241788000.0950.085-10.52%-1.05%6 0.080 (5.3%)-1,788.00-421.0%
GNCGRAINCORP FPO [GNC]2026-07-2730005.515.591.45%4.35%5 5.513 (1.4%)240.0069.6%
WDSWOODSIDE FPO [WDS]2026-07-2750031.7132.953.91%3.91%5 31.912 (3.1%)620.00187.7%
IAGINSUR.AUST FPO [IAG]2026-07-2819008.588.49-1.04%1.63%4 8.397 (1.1%)-171.00-62.9%
CPUCPU.AX2026-07-2940040.9340.940.02%0.24%3 39.112 (4.5%)4.001.9%
PIAPENGANA IN FPO [PIA]2026-07-30142001.191.155-2.94%11.76%2 1.142 (1.1%)-497.00-352.9%
ANZANZ.AX2026-07-3040037.6137.31-0.79%0.31%2 36.125 (3.2%)-120.00-95.7%
SPDSPD.AX2026-07-31105001.611.55-3.72%0.00%1 1.269 (18.1%)-630.00-894.4%
WZRWISR LTD FPO [WZR]2026-07-315664000.030.030.00%3.33%1 0.025 (16.4%)0.000.0%
Total Value (AUD) of 13 Open Positions:215,838.002,595.0048.8%

Closed Month-To-Date Performance:

Symbol Name # Shares Buy Date Buy Price Sell Date Sell Price Max Move DurationPrice Profit ROI
ALLALL.AX3002026-06-1153.002026-07-0160.5315.60%15 2,259.0014.2%
WESWESFARMER FPO [WES]1002026-06-1586.452026-07-0190.505.84%13 405.004.7%
DDRDDR.AX13002026-06-1912.342026-07-0112.371.94%9 39.000.2%
REHREECE FPO [REH]10002026-06-2216.252026-07-0117.076.76%8 820.005%
SOLSOL.AX3002026-06-2445.162026-07-0145.672.19%6 153.001.1%
WOWWOOLWORTHS FPO [WOW]4002026-06-2539.502026-07-0139.492.65%5 -4.000%
CLXCLX.AX74002026-06-252.292026-07-012.6517.90%5 2,664.0015.7%
QBEQBE INSUR. FPO [QBE]7002026-06-1224.002026-07-0225.085.00%15 756.004.5%
LYLLYCOPODIUM FPO [LYL]8002026-06-2418.992026-07-0217.400.05%7 -1,272.00-8.4%
RHCRAMSAY FPO [RHC]4002026-06-2642.332026-07-0243.634.22%5 520.003.1%
TLXTELIXPHARM FPO [TLX]10002026-06-2515.602026-07-0317.0910.89%7 1,490.009.6%
MYEMASTERMYNE FPO [MYE]557002026-06-190.3052026-07-060.300.00%12 -278.50-1.6%
QANQANTAS FPO [QAN]16002026-06-2510.592026-07-0710.601.60%9 16.000.1%
INAINGENIA STAPLED [INA]37002026-06-304.552026-07-074.440.00%6 -407.00-2.4%
EIQEIQ.AX120002026-07-031.772026-07-071.590.00%3 -2,160.00-10.2%
PIQPROTEOMICS FPO [PIQ]1011002026-07-060.212026-07-070.1650.00%2 -4,549.50-21.4%
PMEPROMEDICUS FPO [PME]1002026-06-26180.192026-07-08212.1318.63%9 3,194.0017.7%
ANNANN.AX5002026-07-0131.652026-07-0831.922.84%6 135.000.9%
ADHADH.AX137002026-07-021.542026-07-081.47-0.32%5 -959.00-4.5%
AYAAYA.AX32002026-07-066.442026-07-085.850.00%3 -1,888.00-9.2%
SIQSMARTGROUP FPO [SIQ]13002026-07-0112.982026-07-0912.760.15%7 -286.00-1.7%
AMCAMC.AX3002026-07-0263.242026-07-0961.352.53%6 -567.00-3%
OSLONCOSIL FPO [OSL]202002026-07-061.052026-07-101.3225.71%5 5,454.0025.7%
AVRAVR.AX14002026-07-0814.752026-07-1313.333.72%4 -1,988.00-9.6%
MYXM PHARMA FPO [MYX]72002026-07-022.952026-07-142.820.00%9 -936.00-4.4%
TVNTIVAN LTD FPO [TVN]465002026-07-070.3652026-07-140.321.36%6 -2,092.50-12.3%
CGSCGS.AX59002026-07-102.882026-07-162.722.43%5 -944.00-5.6%
AIAAIA.AX23002026-07-137.302026-07-167.080.27%4 -506.00-3%
MFFMFF.AX32002026-07-075.282026-07-175.200.37%9 -256.00-1.5%
OILOPTISCAN FPO [OIL]1416002026-07-080.152026-07-170.1556.66%8 708.003.3%
FLTFLIGHT CTR FPO [FLT]17002026-07-0812.422026-07-1712.251.44%8 -289.00-1.4%
ALLALL.AX3002026-07-0862.302026-07-1761.750.16%8 -165.00-0.9%
MYEMASTERMYNE FPO [MYE]492002026-07-100.3452026-07-170.3455.79%6 0.000%
SECSPHERIA EC FPO [SEC]65002026-07-152.602026-07-172.360.00%3 -1,560.00-9.2%
MSBMESOBLAST FPO [MSB]70002026-07-152.402026-07-172.5915.41%3 1,330.007.9%
HGOHILLGROVE FPO [HGO]2614002026-07-150.0652026-07-170.061.53%3 -1,307.00-7.7%
OSLONCOSIL FPO [OSL]53002026-07-161.602026-07-201.440.00%3 -848.00-10%
CGFCGF.AX16002026-07-0910.452026-07-2110.613.25%9 256.001.5%
WAAWAM ACTIVE FPO [WAA]151002026-07-141.122026-07-211.176.25%6 755.004.5%
FBUFLETBUILD FPO NZX [FBU]56002026-07-153.002026-07-213.168.33%5 896.005.3%
WESWESFARMER FPO [WES]1002026-07-1090.372026-07-2291.242.86%9 87.001%
PPTPERPETUAL FPO [PPT]11002026-07-0819.202026-07-2319.341.77%12 154.000.7%
OMLOOHMEDIA FPO [OML]110002026-07-141.542026-07-231.562.59%8 220.001.3%
MNBMNB.AX5664002026-07-220.032026-07-230.020.00%2 -5,664.00-33.3%
WQGWCM GLOBAL FPO [WQG]83002026-07-132.042026-07-242.010.98%10 -249.00-1.5%
PIAPENGANA IN FPO [PIA]159002026-07-201.332026-07-241.300.37%5 -477.00-2.3%
SXESTH X ELEC FPO [SXE]17002026-07-164.792026-07-274.610.20%8 -306.00-3.8%
BNZBNZ.AX60002026-07-222.832026-07-273.4321.20%4 3,600.0021.2%
GNGGR ENGIN FPO [GNG]28002026-07-285.932026-07-305.551.01%3 -1,064.00-6.4%
BFGBFG.AX108002026-07-281.572026-07-301.531.27%3 -432.00-2.5%
SOLSOL.AX4002026-07-2046.302026-07-3045.990.00%9 -124.00-0.7%
HAVHAVILAH FPO [HAV]199002026-07-220.852026-07-300.8051.76%7 -895.50-5.3%
MYEMASTERMYNE FPO [MYE]373002026-07-230.4552026-07-300.4151.09%6 -1,492.00-8.8%
MMSMMS.AX8002026-07-2120.022026-07-3119.630.59%9 -312.00-1.9%
SIQSMARTGROUP FPO [SIQ]12002026-07-2113.322026-07-3112.810.00%9 -612.00-3.8%
BGABGA.AX27002026-07-216.162026-07-316.150.32%9 -27.00-0.2%

Month-To-Date Summary:
MTD Win Trades %:42.8%
MTD Avg # Entry Trades per Day:1.7
MTD Avg # Positions Held:12.7
MTD Win/Loss Size Ratio:0.99
MTD Avg Trade Duration:6.7
MTD Strategy Performance:-5.0%
MTD Baseline (^AORD) Performance:1.6%
MTD Strategy Outperformance compared to Baseline:-6.7%
Sold Today:MMS, SIQ, BGA
Pending Buys:VYS, BEN, BRG, FWD

Notes:

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