I4CFinancial Performance Report

Performance Report - MINERS

EH Quantitative Directional Long

The strategy actively trades a universe of Canadian mining stocks, taking positions 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 2023/01/04 to 2026/07/31

Overview

Annualized Returns:	42.49%	Average Win Size:	1,084.43
Maximum Drawdown:	15.24%	Average Loss Size:	875.54
Return over Maximum Drawdown:	2.78	Win/Loss Size Ratio:	1.24
Sharpe Ratio (Annualized):	2.46	Number of Closed and Open Positions:	1249
Sortino Ratio (Annualized):	-6.99	Average Trade Value:	12,596 CAD
Number of Wins:	699	Average Closed Trade Duration:	6.9 days
Number of Losses:	550	Last Session Move:	-424.00 (-0.11%), Baseline move: (-1.49%)
Win/Loss Count Ratio:	1.27 (56% winners)	Win Months(%)	69.8%
Includes 1 open positions with cash holdings of 354,316.04 CAD Cash holdings are equivalent to 94% of Total Strategy Value (376,788.04 CAD) at this time.

Monthly Strategy Returns (%):

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2023	1.6	3.2	2.6	0.9	-1.7	1.7	0.6	0.2	2.1	-1.9	0.2	-0.8	8.7
2024	-2.6	-0.9	-0.3	-0.8	2.3	2.9	4.8	-4.7	0	9.7	-6.2	6.1	10.3
2025	3.8	7.6	8.8	7.9	8	5.6	9.1	14.5	10.4	18.2	5.4	8.1	107.4
2026	18	8.3	-7.2	5.5	2.2	-8	-6.6	0	0	0	0	0	12.2

Open Positions:

Symbol	Name	Entry Date	# Shares	Entry Price	Present Price	Move	Max Move	Days Held	Price	Trailing Stop	Profit	Annualized
CAD	COLONIAL COAL INTERNATIONAL COR	2026-07-27	10600	2.59	2.34	-9.65%	0.00%	5		2.265 (3.2%)	-2,650.00	-463.3%
							Total Value (CAD) of 1 Open Positions:			24,804.00	-2,650.00	-97.0%

Closed Month-To-Date Performance:

Symbol	Name	# Shares	Buy Date	Buy Price	Sell Date	Sell Price	Max Move	Duration	Profit	ROI
CCO	Cameco Corporation	200	2026-06-24	153.00	2026-07-02	138.82	1.09%	6	-2,836.00	-9.3%
IMG	IAMGOLD CORP	1100	2026-06-23	22.67	2026-07-06	23.87	7.45%	9	1,320.00	5.3%
SIG	SITKA GOLD CORP	24500	2026-06-23	1.02	2026-07-06	1.08	7.84%	9	1,470.00	5.9%
MGG	MINAURUM GOLD INC.	35700	2026-06-19	0.35	2026-07-07	0.335	5.71%	12	-535.50	-4.3%
MTA	METALLA ROYALTY AND STREAMING L	2900	2026-06-29	10.45	2026-07-07	9.98	4.11%	6	-1,363.00	-4.5%
ALS	ALTIUS MINERALS CORPORATION	400	2026-06-30	63.48	2026-07-07	62.10	2.39%	5	-552.00	-2.2%
NEO	NEO PERFORMANCE MATERIALS INC	800	2026-07-02	36.75	2026-07-08	37.89	5.68%	5	912.00	3.1%
TKO	TASEKO MINES LTD.	3100	2026-07-02	9.95	2026-07-08	9.18	0.40%	5	-2,387.00	-7.7%
FDY	FARADAY COPPER CORP	4900	2026-07-03	6.26	2026-07-08	5.63	1.91%	4	-3,087.00	-10.1%
ELD	ELDORADO GOLD CORPORATION	600	2026-07-03	48.77	2026-07-08	43.89	0.14%	4	-2,928.00	-10%
GMIN	G MINING VENTURES CORP	500	2026-07-06	45.03	2026-07-08	40.53	0.71%	3	-2,250.00	-10%
SALT	ATLAS SALT INC	26200	2026-06-25	1.43	2026-07-13	1.75	25.17%	12	8,384.00	22.4%
FF	FIRST MINING GOLD CORP	34200	2026-07-06	0.73	2026-07-13	0.65	4.10%	6	-2,736.00	-11%
BYN	BANYAN GOLD CORP	15800	2026-07-06	1.58	2026-07-13	1.42	0.63%	6	-2,528.00	-10.1%
IVS	INVENTUS MINING CORP	78500	2025-07-10	0.35	2026-07-13	0.26	0.00%	253	-7,065.00	-25.7%
PTU	PUREPOINT URANIUM GROUP INC.	63925.581395	2025-07-10	0.43	2026-07-13	0.32	46.87%	253	-7,031.81	-25.6%
ALS	ALTIUS MINERALS CORPORATION	500	2026-07-13	62.40	2026-07-15	57.70	5.83%	3	-2,350.00	-7.5%
LEM	LEADING EDGE MATERIALS CORP	75700	2026-07-07	0.33	2026-07-16	0.265	0.00%	8	-4,920.50	-19.7%
AVL	AVALON ADVANCED MATERIALS INC	4800	2026-07-14	7.66	2026-07-16	7.83	10.18%	3	816.00	2.2%
NKL	NICKEL 28 CAPITAL CORP	21000	2026-07-08	1.19	2026-07-17	1.15	1.68%	8	-840.00	-3.4%
NEO	NEO PERFORMANCE MATERIALS INC	800	2026-07-14	43.00	2026-07-17	39.66	2.60%	4	-2,672.00	-7.8%
ARTG	ARTEMIS GOLD INC	1000	2026-07-15	34.27	2026-07-28	33.31	2.13%	10	-960.00	-2.8%
TKO	TASEKO MINES LTD.	2500	2026-07-22	10.90	2026-07-28	9.87	0.00%	5	-2,575.00	-9.4%

Month-To-Date Summary:
MTD Win Trades %:	21.7%
MTD Avg # Entry Trades per Day:	0.6
MTD Avg # Positions Held:	4.0
MTD Win/Loss Size Ratio:	0.94
MTD Avg Trade Duration:	27.7
MTD Strategy Performance:	-9.5%
MTD Baseline (GLD) Performance:	0.8%
MTD Strategy Outperformance compared to Baseline:	-10.3%
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