Performance Report - INDIA - Experimental ULTRA

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 2024/05/27 to 2026/07/31

Overview

Annualized Returns: 1,153.64% Average Win Size: 34,11,017.39
Maximum Drawdown: 7.99% Average Loss Size: 15,302.26
Return over Maximum Drawdown: 144.38 Win/Loss Size Ratio: 222.91
Sharpe Ratio (Annualized): 1.28 Number of Closed and Open Positions: 1428
Sortino Ratio (Annualized): 4,044.28 Average Trade Value: 2,024,006 INR
Number of Wins: 715 Average Closed Trade Duration: 7.4 days
Number of Losses: 713 Last Session Move: 0.00 (0.00%), Baseline move: (0.21%)
Win/Loss Count Ratio: 1.00 (50% winners) Win Months(%) 70.4%
Includes 0 open positions with cash holdings of 2,43,39,66,927.45 INR

Cash holdings are equivalent to 100% of Total Strategy Value (2,43,39,86,342.45 INR) at this time.

Monthly Strategy Returns (%):

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2024 0 0 0 0 -2.7 0.3 6.6 -0.7 -0.1 1.9 2.2 0.7 8.2
2025 -4.3 -1.5 8.1 3.2 3.5 1.4 4.9 -2.7 3.9 6.2 0.2 6.4 29.3
2026 -1.5 2.6 -3.3 8.5 1.1 5.6 2322.2 0 0 0 0 0 2335.2

Open Positions:

Symbol Name Entry Date # Shares Entry Price Present Price Move Max Move Days HeldPrice Trailing Stop Profit Annualized
Total Value (INR) of 0 Open Positions:0.000.00-100.0%

Closed Month-To-Date Performance:

Symbol Name # Shares Buy Date Buy Price Sell Date Sell Price Max Move DurationPrice Profit ROI
EVEREADYEveready Industries India Limited9002026-06-18363.952026-07-01365.631.63%10 1,512.000.5%
REDINGTONRedington (India) Limited12002026-06-22282.002026-07-01271.941.56%8 -12,072.00-3.6%
DPWIRESD P Wires Limited16002026-06-24206.002026-07-01198.704.36%6 -11,680.00-3.5%
KANORICHEMKanoria Chemicals & Industries Ltd34002026-06-26126.112026-07-01132.466.28%4 21,590.005%
VIPULLTDVipul Ltd347002026-06-2612.602026-07-0215.4622.69%5 99,242.0022.7%
THANGAMAYLThangamayil Jewellery Limited502026-06-305,950.002026-07-026,315.508.28%3 18,275.006.1%
KSBKSB Limited3002026-06-23956.002026-07-03941.151.11%9 -4,455.00-1.6%
KIRLOSENGKIRLOSKAR OIL ENGI1002026-06-252,560.002026-07-032,304.000.14%7 -25,600.00-10%
WELCORPWelspun Corp Limited2002026-06-301,520.002026-07-031,469.050.66%4 -10,190.00-3.4%
IOLCPIOL Chemicals and Pharmaceuticals Limited24002026-06-30144.002026-07-03147.164.65%4 7,584.002.2%
FLUOROCHEMGujarat Fluorochem Ltd1002026-06-243,895.002026-07-063,953.101.99%9 5,810.001.5%
20MICRONS20 Microns Ltd16002026-06-24208.652026-07-06200.320.31%9 -13,328.00-4%
AMBIKCOAmbika Cotton Mills Limited2002026-06-251,780.002026-07-061,721.550.00%8 -11,690.00-3.3%
TVTODAYTV TODAY NETWORK35002026-06-26124.002026-07-06127.774.53%7 13,195.003%
CUPIDCupid Limited19002026-06-22178.612026-07-07221.1123.79%12 80,750.0023.8%
RUPARupa & Company Limited20002026-06-24172.292026-07-07171.322.70%10 -1,940.00-0.6%
LAURUSLABSLAURUS LABS LTD2002026-06-241,484.002026-07-071,514.494.00%10 6,098.002.1%
CGCLCAPRI GLOBAL CAPIT15002026-07-01229.992026-07-07240.245.65%5 15,375.004.5%
POLYPLEXPolyplex Corp Ltd4002026-06-251,030.102026-07-081,019.150.78%10 -4,380.00-1.1%
CHOLAFINCholamandalam Investment and Finance Company Limited2002026-06-251,807.002026-07-081,824.033.04%10 3,406.000.9%
WELENTWelspun Enterprises Limited5002026-07-01601.032026-07-08604.132.36%6 1,550.000.5%
EVERESTINDEverest Industries Limited6002026-07-02528.002026-07-08481.780.18%5 -27,732.00-8.8%
OBEROIRLTYOBEROI REALTY LTD1002026-07-021,822.902026-07-081,893.637.74%5 7,073.003.9%
CUBCity Union Bank Ltd16002026-07-02215.902026-07-08223.045.59%5 11,424.003.3%
OFSSOracle Financial Services Software Limited252026-06-2610,974.502026-07-0911,134.002.60%10 3,987.501.5%
QUESSQuess Corp Limited12002026-07-02270.602026-07-09294.5510.58%6 28,740.008.9%
RADICORADICO KHAITAN1002026-06-263,841.802026-07-104,097.257.65%11 25,545.006.6%
JBCHEPHARMJ. B. Chemicals & Pharmaceuticals Limited1002026-06-302,309.002026-07-102,437.755.86%9 12,875.005.6%
MPSLTDMPS Limited2002026-07-072,021.202026-07-131,819.081.42%5 -40,424.00-10%
OALOriental Aromatics Limited12002026-07-09344.002026-07-13309.602.39%3 -41,280.00-10%
MRFMRF Limited32026-07-081,37,195.002026-07-141,23,475.501.06%5 -41,158.50-10%
BAJAJCONBAJAJ CONSUMER5002026-07-10648.702026-07-14620.253.46%3 -14,225.00-4.4%
TORNTPHARMTORRENT PHARM52026-07-1368,670.002026-07-1461,803.000.00%2 -34,335.00-10%
DATAMATICSDATAMATICS GLOBAL12026-07-132,18,371.002026-07-141,96,533.900.00%2 -21,837.10-10%
UNIVPHOTOUniversus Imagings Ltd4002026-07-20788.002026-07-21974.0023.60%2 74,400.0023.6%
OFSSOracle Financial Services Software Limited32026-07-201,04,074.002026-07-2193,666.600.00%2 -31,222.20-10%
TECHMTech Mahindra Limited1140.8322772026-07-201,577.602026-07-211,419.840.00%2 -1,79,977.70-10%
HSCLHimadri Speciality Chemical Ltd5002026-07-20742.052026-07-22793.6310.36%3 25,790.007%
BEPLBHANSALI ENG POLYM33002026-07-20115.752026-07-22120.9910.93%3 17,292.004.5%
KANORICHEMKanoria Chemicals & Industries Ltd24002026-07-24154.102026-07-2737,710.0024,371.12%2 9,01,34,160.0024371.1%
ASAHISONGAsahi Songwon Colors Limited11002026-07-24322.002026-07-2729,647.009,107.14%2 3,22,57,500.009107.1%
SOTLSavita Oil Technologies Ltd5002026-07-24649.352026-07-271,03,148.0015,784.80%2 5,12,49,325.0015784.8%
BAJAJ-AUTOBajaj Auto Limited42026-07-2485,130.002026-07-282,69,883.00217.02%3 7,39,012.00217%
MPSLTDMPS Limited102026-07-2736,860.002026-07-2893,974.00154.94%2 5,71,140.00154.9%
SSWLSteel Strips Wheels Limited13002026-07-27291.802026-07-283,43,535.00117,629.60%2 44,62,16,160.00117629.6%
NILKAMALNilkamal Limited2002026-07-271,716.902026-07-281,60,950.009,274.45%2 3,18,46,620.009274.5%
RAINRain Industries Limited16002026-07-27226.452026-07-2911,07,291.00488,878.14%3 1,77,13,03,280.00488878.1%
FEDERALBNKThe Federal Bank Ltd11002026-07-20341.502026-07-30356.605.16%9 16,610.004.4%

Month-To-Date Summary:
MTD Win Trades %:62.5%
MTD Avg # Entry Trades per Day:1.2
MTD Avg # Positions Held:8.9
MTD Win/Loss Size Ratio:2,757.95
MTD Avg Trade Duration:5.5
MTD Strategy Performance:24,828.1%
MTD Baseline (^BSESN) Performance:2.1%
MTD Strategy Outperformance compared to Baseline:24,825.9%
Sold Today:
Pending Buys:QUESS, ASAHISONG, SSWL, BAJAJHLDNG, REDINGTON, VISAKAIND

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