I4CFinancial Performance Report

Performance Report - Future Space

EH Quantitative Directional Long

The strategy actively trades a curated universe of approximately 70 investible tickers with material or enabling exposure to Future Space initiatives, 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 2023/01/03 to 2026/07/31

Overview

Annualized Returns:	109.27%	Average Win Size:	3,812.38
Maximum Drawdown:	21.97%	Average Loss Size:	2,210.81
Return over Maximum Drawdown:	4.97	Win/Loss Size Ratio:	1.72
Sharpe Ratio (Annualized):	4.07	Number of Closed and Open Positions:	1162
Sortino Ratio (Annualized):	-2.73	Average Trade Value:	45,279 USD
Number of Wins:	673	Average Closed Trade Duration:	8.2 days
Number of Losses:	489	Last Session Move:	9,134.00 (0.57%), Baseline move: (0.70%)
Win/Loss Count Ratio:	1.38 (58% winners)	Win Months(%)	79.1%
Includes 9 open positions with cash holdings of 763,380.25 USD Cash holdings are equivalent to 48.2% of Total Strategy Value (1,584,984.25 USD) at this time.

Monthly Strategy Returns (%):

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2023	14.3	-8.5	-8.5	-1.9	0.7	11	6.8	9.8	-5	-2.6	7.6	5.2	28.9
2024	3.6	10	13.9	24.1	12	5.9	12.7	7.1	7.8	-0.8	29.9	17.6	143.8
2025	6.3	0.6	-2.3	0.4	7.7	9.6	4.3	7	7.9	3.6	0.9	6.2	52.2
2026	13.2	2.1	2.9	25.3	25	-1.4	-1.7	0	0	0	0	0	65.4

Open Positions:

Symbol	Name	Entry Date	# Shares	Entry Price	Present Price	Move	Max Move	Days Held	Price	Trailing Stop	Profit	Annualized
HEI	HEICO Corporation	2026-07-16	300	348.34	356.36	2.30%	4.33%	12		352.009 (1.2%)	2,406.00	46.0%
LMT	Lockheed Martin	2026-07-24	200	568.59	582.74	2.48%	3.58%	6		565.827 (2.9%)	2,830.00	99.5%
RTX	RTX Corporation	2026-07-27	300	214.42	215.22	0.37%	3.06%	5		210.983 (2%)	240.00	17.9%
GOGO	Gogo Inc.	2026-07-28	26600	3.99	4.18	4.76%	4.76%	4		3.859 (7.7%)	5,054.00	285.7%
TRMB	Trimble	2026-07-28	1800	56.09	56.58	0.87%	4.08%	4		54.308 (4%)	882.00	52.4%
PSN	Parsons Corporation	2026-07-29	1800	46.99	44.21	-5.91%	32.00%	3		33.763 (23.6%)	-5,004.00	-473.2%
LDOS	Leidos Holdings	2026-07-29	700	117.75	115.60	-1.82%	0.51%	3		106.940 (7.5%)	-1,505.00	-146.0%
GRMN	Garmin	2026-07-30	200	292.96	293.78	0.27%	1.56%	2		273.43 (6.9%)	164.00	33.5%
MSFT	Microsoft	2026-07-31	200	450.00	464.72	3.27%	3.27%	1		424.515 (8.7%)	2,944.00	785.0%
							Total Value (USD) of 9 Open Positions:			813,252.00	8,011.00	33.6%

Closed Month-To-Date Performance:

Symbol	Name	# Shares	Buy Date	Buy Price	Sell Date	Sell Price	Max Move	Duration	Profit	ROI
MKSI	MKS Instruments	200	2026-06-26	394.14	2026-07-01	419.47	12.85%	4	5,066.00	6.4%
APH	Amphenol	600	2026-06-29	164.26	2026-07-01	173.18	7.34%	3	5,352.00	5.4%
AIR	AAR Corp.	800	2026-06-16	132.09	2026-07-02	141.95	8.85%	12	7,888.00	7.5%
CRS	Carpenter Technology	100	2026-06-29	581.29	2026-07-02	606.68	6.11%	4	2,539.00	4.4%
LIN	Linde plc	200	2026-06-26	521.00	2026-07-06	542.12	4.92%	6	4,224.00	4.1%
KULR	KULR Technology	32500	2026-06-24	3.91	2026-07-07	3.70	2.04%	9	-6,825.00	-5.4%
HEI	HEICO Corporation	300	2026-06-26	341.87	2026-07-07	361.34	6.85%	7	5,841.00	5.7%
DCO	Ducommun	500	2026-06-30	184.30	2026-07-07	184.09	4.72%	5	-105.00	-0.1%
VSAT	Viasat	1100	2026-07-01	88.97	2026-07-07	80.07	0.94%	4	-9,790.00	-10%
RTX	RTX Corporation	400	2026-06-17	188.75	2026-07-08	199.00	7.83%	14	4,100.00	5.4%
ITA	iShares U.S. Aerospace & Defense ETF	400	2026-07-02	246.40	2026-07-08	241.57	1.80%	4	-1,932.00	-2%
IRDM	Iridium Communications	1900	2026-06-30	54.03	2026-07-13	49.52	3.29%	9	-8,569.00	-8.3%
PSN	Parsons Corporation	1900	2026-07-06	55.75	2026-07-13	55.06	35.74%	6	-1,311.00	-1.2%
MKSI	MKS Instruments	300	2026-07-08	341.50	2026-07-13	352.51	7.92%	4	3,303.00	3.2%
GD	General Dynamics	200	2026-07-02	365.31	2026-07-15	368.50	4.02%	9	638.00	0.9%
DRS	Leonardo DRS	2800	2026-07-08	44.81	2026-07-15	44.23	4.39%	6	-1,624.00	-1.3%
BA	Boeing	500	2026-07-08	227.00	2026-07-16	215.74	3.92%	7	-5,630.00	-5%
GRMN	Garmin	400	2026-07-07	247.03	2026-07-21	244.19	1.60%	11	-1,136.00	-1.1%
RTX	RTX Corporation	600	2026-07-14	196.38	2026-07-21	193.84	0.03%	6	-1,524.00	-1.3%
AIR	AAR Corp.	700	2026-07-13	134.65	2026-07-22	133.56	5.01%	8	-763.00	-0.8%
MSFT	Microsoft	200	2026-07-17	394.86	2026-07-23	385.78	1.88%	5	-1,816.00	-2.3%
ATI	ATI Inc.	600	2026-07-16	189.47	2026-07-27	196.00	5.55%	8	3,918.00	3.4%
TDY	Teledyne Technologies	100	2026-07-17	614.22	2026-07-28	649.67	7.09%	8	3,545.00	5.8%
TXT	Textron	1300	2026-07-24	93.54	2026-07-28	90.92	2.82%	3	-3,406.00	-2.8%
DCO	Ducommun	700	2026-07-15	171.05	2026-07-29	173.04	7.34%	11	1,393.00	1.2%
DRS	Leonardo DRS	2600	2026-07-24	48.22	2026-07-29	47.77	2.05%	4	-1,170.00	-0.9%
SAIC	Science Applications Internatio	1000	2026-07-16	116.18	2026-07-30	115.72	4.65%	11	-460.00	-0.4%
GD	General Dynamics	300	2026-07-24	383.97	2026-07-30	382.20	3.86%	5	-531.00	-0.5%
ITA	iShares U.S. Aerospace & Defense ETF	400	2026-07-28	245.12	2026-07-30	238.13	0.00%	3	-2,796.00	-2.9%

Month-To-Date Summary:
MTD Win Trades %:	41.3%
MTD Avg # Entry Trades per Day:	0.8
MTD Avg # Positions Held:	7.6
MTD Win/Loss Size Ratio:	1.37
MTD Avg Trade Duration:	6.7
MTD Strategy Performance:	-1.7%
MTD Baseline (^GSPC) Performance:	-0.1%
MTD Strategy Outperformance compared to Baseline:	-1.5%
Sold Today:
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: 2026/07/31