I4CFinancial Performance Report

Performance Report - Defense

EH Quantitative Directional Long

The strategy actively trades a curated universe of approximately 150 investible tickers with material or enabling exposure to the Defense industry, taking positions based on a proprietary technical ranking derived from a multi-factor analysis of market action across multiple trading horizons.

Forward test from inception 2023/01/04 to 2026/09/15

Overview

Annualized Returns:	68.53%	Average Win Size:	1,733.39
Maximum Drawdown:	8.46%	Average Loss Size:	1,150.52
Return over Maximum Drawdown:	8.10	Win/Loss Size Ratio:	1.51
Sharpe Ratio (Annualized):	2.91	Number of Closed and Open Positions:	1368
Sortino Ratio (Annualized):	-4.20	Average Trade Value:	24,863 USD
Number of Wins:	772	Average Closed Trade Duration:	9.0 days
Number of Losses:	596	Last Session Move:	6,093.50 (0.81%), Baseline move: (-0.44%)
Win/Loss Count Ratio:	1.30 (56% winners)	Win Months(%)	80.0%
Includes 10 open positions with cash holdings of 199,496.50 USD Cash holdings are equivalent to 26.5% of Total Strategy Value (752,631.50 USD) at this time.

Monthly Strategy Returns (%):

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2023	6.4	8.9	3.2	2	11.4	8.1	8.8	-3.9	-1.1	1.4	9.7	4.9	59.8
2024	1.3	10.4	7.2	1.8	5.6	0.5	6.7	5.5	-0.4	-0.7	13.9	8	59.8
2025	0.6	6.4	-2.8	7.4	4.2	6.7	6.9	6.8	9.9	0.3	-2.8	4.2	47.8
2026	7.6	0.6	-3	18	13	11.4	-7.6	0.2	-0.3	0	0	0	39.9

Open Positions:

Symbol	Name	Entry Date	# Shares	Entry Price	Present Price	Move	Max Move	Days Held	Price	Trailing Stop	Profit	Annualized
NSIT	Insight Enterprises, Inc.	2026-08-28	300	157.34	160.72	2.14%	5.10%	12		159.301 (0.9%)	1,014.00	42.9%
SAIC	Science Applications Internatio	2026-09-03	300	127.56	133.74	4.84%	4.84%	8		127.321 (4.8%)	1,854.00	145.3%
CHPT	ChargePoint Holdings, Inc.	2026-09-04	4800	9.28	8.82	-4.95%	6.78%	7		8.660 (1.8%)	-2,208.00	-169.9%
CRC	California Resources Corporatio	2026-09-09	700	56.31	57.64	2.36%	2.36%	5		55.082 (4.4%)	931.00	113.3%
AVT	Avnet, Inc.	2026-09-14	500	96.50	92.64	-4.00%	3.24%	2		84.165 (9.1%)	-1,930.00	-480.0%
AMPH	Amphastar Pharmaceuticals, Inc.	2026-09-15	2800	23.75	23.64	-0.46%	0.67%	1		21.880 (7.4%)	-308.00	-111.1%
DXC	DXC Technology Company	2026-09-15	5600	11.93	12.04	0.92%	1.59%	1		10.919 (9.3%)	616.00	221.2%
BAH	Booz Allen Hamilton Holding Cor	2026-09-15	800	78.01	80.06	2.62%	2.62%	1		75.161 (6.1%)	1,640.00	630.6%
AZTA	Azenta, Inc.	2026-09-15	2100	31.93	33.03	3.44%	3.44%	1		30.126 (8.8%)	2,310.00	826.8%
AVAV	AeroVironment, Inc.	2026-09-15	400	152.27	156.99	3.09%	3.09%	1		137.884 (12.2%)	1,888.00	743.9%
							Total Value (USD) of 10 Open Positions:			547,165.00	5,807.00	32.9%

Closed Month-To-Date Performance:

Symbol	Name	# Shares	Buy Date	Buy Price	Sell Date	Sell Price	Max Move	Duration	Profit	ROI
TRMB	Trimble Inc.	900	2026-08-21	59.95	2026-09-01	59.39	2.65%	8	-504.00	-0.9%
IT	Gartner, Inc.	200	2026-08-21	193.14	2026-09-01	193.70	4.99%	8	112.00	0.3%
DHR	Danaher Corporation	200	2026-08-21	215.58	2026-09-01	211.83	1.51%	8	-750.00	-1.7%
MCO	Moody"s Corporation	100	2026-08-25	507.51	2026-09-01	501.40	1.46%	6	-611.00	-1.2%
CTAS	Cintas Corporation	200	2026-08-25	206.68	2026-09-01	201.74	0.34%	6	-988.00	-2.4%
FLS	Flowserve Corporation	500	2026-08-27	82.90	2026-09-01	77.34	0.00%	4	-2,780.00	-6.7%
PLTR	Palantir Technologies Inc.	200	2026-08-31	184.49	2026-09-02	173.23	1.02%	3	-2,252.00	-6.1%
LGL	LGL Group, Inc. (The)	5900	2026-08-26	7.57	2026-09-04	7.50	2.24%	8	-413.00	-0.9%
A	Agilent Technologies, Inc.	300	2026-08-28	156.02	2026-09-08	148.02	2.13%	7	-2,400.00	-5.1%
AMPH	Amphastar Pharmaceuticals, Inc.	2400	2026-09-02	23.05	2026-09-08	22.93	3.60%	4	-288.00	-0.5%
UAVS	AgEagle Aerial Systems, Inc.	49700	2026-08-28	1.13	2026-09-11	1.02	0.00%	10	-5,467.00	-9.7%
WLDN	Willdan Group, Inc.	500	2026-08-31	87.31	2026-09-11	82.40	1.67%	9	-2,455.00	-5.6%
FLR	Fluor Corporation	900	2026-09-02	56.50	2026-09-11	54.21	1.76%	7	-2,061.00	-4.1%
AGCO	AGCO Corporation	400	2026-09-02	123.13	2026-09-11	123.34	8.34%	7	84.00	0.2%
BKR	Baker Hughes Company	800	2026-09-02	63.02	2026-09-11	59.99	2.55%	7	-2,424.00	-4.8%
SWKS	Skyworks Solutions, Inc.	600	2026-09-03	71.15	2026-09-11	88.35	24.17%	6	10,320.00	24.2%
QCOM	QUALCOMM Incorporated	200	2026-09-01	165.47	2026-09-14	180.15	9.97%	9	2,936.00	8.9%
HPE	Hewlett Packard Enterprise Comp	800	2026-09-04	53.85	2026-09-14	55.60	15.30%	6	1,400.00	3.2%
NVDA	NVIDIA Corporation	100	2026-09-04	231.09	2026-09-14	211.24	0.87%	6	-1,985.00	-8.6%
QRVO	Qorvo, Inc.	400	2026-09-08	103.18	2026-09-14	111.05	13.05%	5	3,148.00	7.6%
ATI	ATI Inc.	200	2026-09-08	207.57	2026-09-14	191.80	1.48%	5	-3,154.00	-7.6%
SMTC	Semtech Corporation	200	2026-09-08	150.00	2026-09-14	155.31	11.49%	5	1,062.00	3.5%
NVT	nVent Electric plc	200	2026-09-09	157.78	2026-09-15	148.96	3.03%	5	-1,764.00	-5.6%

Month-To-Date Summary:
MTD Win Trades %:	30.4%
MTD Avg # Entry Trades per Day:	1.2
MTD Avg # Positions Held:	11.5
MTD Win/Loss Size Ratio:	1.44
MTD Avg Trade Duration:	6.4
MTD Strategy Performance:	-0.32%
MTD Baseline (^GSPC) Performance:	-1.30%
MTD Strategy Outperformance compared to Baseline:	0.97%
Sold Today:	NVT
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: 2026/09/15