I4CFinancial Performance Report

Performance Report - Leveraged ETFs

EH Quantitative Leveraged

The strategy actively trades a universe of leveraged US ETFs, taking positions based on a proprietary technical ranking derived from a multi-factor analysis of market action across multiple trading horizons. Both long and short leveraged instruments are available.

Forward test from inception 2024/02/28 to 2026/09/15

Overview

Annualized Returns:	45.73%	Average Win Size:	870.26
Maximum Drawdown:	14.38%	Average Loss Size:	634.45
Return over Maximum Drawdown:	3.18	Win/Loss Size Ratio:	1.37
Sharpe Ratio (Annualized):	2.94	Number of Closed and Open Positions:	1058
Sortino Ratio (Annualized):	2.14	Average Trade Value:	10,399 USD
Number of Wins:	561	Average Closed Trade Duration:	7.0 days
Number of Losses:	497	Last Session Move:	2,683.00 (0.99%), Baseline move: (-0.44%)
Win/Loss Count Ratio:	1.13 (53% winners)	Win Months(%)	65.6%
Includes 18 open positions with cash holdings of 67,001.50 USD Cash holdings are equivalent to 24.5% of Total Strategy Value (272,987.00 USD) at this time.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2024	0	-0.2	-0.4	0.4	-0.9	-1	0.4	-0.3	10.2	-10.1	9.1	8.9	16.1
2025	-6.2	3.1	4.2	2.2	6.9	5.4	-0.8	9.3	6	6.7	8.8	-0.6	45
2026	4.3	5.7	-3.1	11.2	17.3	8	-0.6	0.4	0.7	0	0	0	43.9

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

Total

2024

-0.2

-0.4

0.4

-0.9

-1

0.4

-0.3

10.2

-10.1

9.1

8.9

16.1

2025

-6.2

3.1

4.2

2.2

6.9

5.4

-0.8

9.3

6.7

8.8

-0.6

2026

4.3

5.7

-3.1

11.2

17.3

-0.6

0.4

0.7

43.9

Open Positions:

Symbol	Name	Entry Date	# Shares	Entry Price	Present Price	Move	Max Move	Days Held	Price	Trailing Stop	Profit	Annualized
SVOL	Simplify Volatility Premium ETF	2026-09-01	900	16.35	16.80	2.75%	2.99%	10		16.675 (0.7%)	405.00	66.0%
XOP	State Street SPDR S&P Oil & Gas	2026-09-02	50	191.30	199.70	4.39%	4.39%	9		193.607 (3.1%)	420.00	117.0%
GUSH	Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X Shares	2026-09-02	300	46.33	50.14	8.22%	8.22%	9		47.261 (5.7%)	1,143.00	219.3%
JETD	MAX Airlines -3X Inverse Leveraged ETNs	2026-09-02	4800	3.12	3.38	8.33%	10.25%	9		3.25 (3.8%)	1,248.00	222.2%
DIG	ProShares Ultra Energy	2026-09-03	100	72.61	74.11	2.06%	2.16%	8		70.597 (4.7%)	150.00	61.9%
BRZU	Direxion Daily MSCI Brazil Bull 2X Shares	2026-09-03	100	110.42	104.49	-5.37%	0.00%	8		102.497 (1.9%)	-593.00	-161.1%
OILU	MicroSectors Oil & Gas Exp. & P	2026-09-03	200	57.85	57.85	0.00%	0.25%	8		54.300 (6.1%)	0.00	0.0%
USO	United States Oil Fund	2026-09-04	100	140.15	161.86	15.49%	15.49%	7		153.743 (5%)	2,171.00	531.1%
QTOC	Innovator Growth Accelerated Plus ETF - October	2026-09-08	100	35.16	39.08	11.14%	11.17%	6		38.743 (0.9%)	392.00	445.9%
XDEC	FT Vest U.S. Equity Enhance & Moderate Buffer ETF - December	2026-09-09	200	43.67	43.60	-0.16%	0.04%	5		43.506 (0.2%)	-14.00	-7.6%
ERX	Direxion Daily Energy Bull 2X Shares	2026-09-09	100	111.21	114.80	3.22%	3.56%	5		107.812 (6.1%)	359.00	154.9%
TYO	Direxion Daily 10-Yr Treasury B	2026-09-14	700	15.67	15.71	0.25%	0.44%	2		15.322 (2.5%)	28.00	30.6%
UCO	ProShares Ultra Bloomberg Crude	2026-09-14	200	52.53	53.89	2.58%	2.58%	2		49.280 (8.6%)	272.00	310.6%
DBMF	iMGP DBi Managed Futures Strategy	2026-09-14	300	32.12	32.24	0.37%	0.37%	2		31.52 (2.2%)	36.00	44.8%
LABD	Direxion Daily S&P Biotech Bear 3x Shares	2026-09-14	1600	7.35	7.72	5.03%	5.03%	2		6.697 (13.2%)	592.00	604.0%
DRV	Direxion Daily Real Estate Bear	2026-09-15	500	20.32	20.58	1.27%	1.27%	1		19.009 (7.6%)	130.00	307.0%
SDP	ProShares UltraShort Utilities	2026-09-15	400	25.63	26.04	1.59%	1.59%	1		24.173 (7.2%)	164.00	383.9%
SRS	ProShares UltraShort Real Estat	2026-09-15	200	43.12	42.53	-1.36%	0.00%	1		40.271 (5.3%)	-118.00	-328.3%
							Total Value (USD) of 18 Open Positions:			199,106.00	6,785.00	228.2%

Closed Month-To-Date Performance:

Symbol	Name	# Shares	Buy Date	Buy Price	Sell Date	Sell Price	Max Move	Duration	Profit	ROI
SVXY	ProShares ShortVIXShort-Term FuturesETF	200	2026-08-07	59.44	2026-09-01	62.44	6.02%	18	600.00	5%
GBTC	Grayscale Bitcoin Trust ETF	100	2026-08-24	61.16	2026-09-01	59.98	1.14%	7	-118.00	-1.9%
SHNY	MicroSectors Gold 3X Leveraged ETNs	1300	2026-08-26	11.34	2026-09-01	9.40	3.88%	5	-2,522.00	-17.1%
COWS	Amplify Cash Flow Dividend Leaders ETF	200	2026-08-25	40.49	2026-09-04	40.22	0.37%	9	-54.00	-0.7%
LABU	Direxion Daily S&P Biotech Bull 3X Shares	50	2026-08-27	328.13	2026-09-08	293.07	1.05%	8	-1,753.00	-10.7%
MSFU	Direxion Daily MSFT Bull 2X Shares	400	2026-08-31	39.68	2026-09-08	37.06	1.38%	6	-1,048.00	-6.6%
FNGG	Direxion Daily NYSE FANG+ Bull 2X Shares	50	2026-08-31	266.74	2026-09-08	263.26	2.36%	6	-174.00	-1.3%
VFLO	VictoryShares Free Cash Flow ET	200	2026-09-01	55.52	2026-09-08	54.86	1.13%	5	-132.00	-1.2%
SVIX	VS TR -1X Short VIX Futures ETF	500	2026-08-28	28.03	2026-09-11	28.12	3.71%	10	45.00	0.3%
XBOC	Innovator U.S. Equity Accelerated 9 Buffer ETF - October	400	2026-08-31	36.19	2026-09-14	36.28	0.33%	10	36.00	0.2%
QTJA	Innovator Growth Accelerated Plus ETF - January	400	2026-09-01	33.24	2026-09-14	33.82	2.28%	9	232.00	1.7%
MLPR	ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN	100	2026-09-02	79.57	2026-09-14	79.05	0.74%	8	-52.00	-0.7%
XTOC	Innovator U.S. Equity Accelerated Plus ETF - October	400	2026-08-28	37.01	2026-09-15	37.12	0.32%	12	44.00	0.3%
HODU	Direxion Daily HOOD Bull 2X ETF	700	2026-09-04	15.77	2026-09-15	13.28	7.03%	7	-1,743.00	-15.8%
BITX	2x Bitcoin Strategy ETF	600	2026-09-04	18.00	2026-09-15	16.65	6.55%	7	-810.00	-7.5%
BIB	ProShares Ultra Nasdaq Biotechnology	100	2026-09-04	121.57	2026-09-15	109.22	0.31%	7	-1,235.00	-10.2%
EZJ	ProShares Ultra MSCI Japan	50	2026-09-08	70.68	2026-09-15	68.65	0.63%	6	-101.50	-2.9%
EET	ProShares Ultra MSCI Emerging Markets	100	2026-09-09	112.74	2026-09-15	106.23	2.79%	5	-651.00	-5.8%
QCMU	Direxion Daily QCOM Bull 2X ETF	500	2026-09-14	20.11	2026-09-15	24.24	20.53%	2	2,065.00	20.5%

Month-To-Date Summary:
MTD Win Trades %:	31.5%
MTD Avg # Entry Trades per Day:	0.9
MTD Avg # Positions Held:	17.5
MTD Win/Loss Size Ratio:	0.63
MTD Avg Trade Duration:	7.7
MTD Strategy Performance:	0.70%
MTD Baseline (^GSPC) Performance:	-1.30%
MTD Strategy Outperformance compared to Baseline:	2.01%
Sold Today:	XTOC, HODU, BITX, BIB, EZJ, EET, QCMU
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