Performance Report - New Energy

EH Quantitative Directional Long

The strategy actively trades a curated universe of approximately 200 investible tickers with material or enabling exposure to New Energy and Nuclear, 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: 74.34% Average Win Size: 2,646.71
Maximum Drawdown: 29.39% Average Loss Size: 1,756.63
Return over Maximum Drawdown: 2.52 Win/Loss Size Ratio: 1.51
Sharpe Ratio (Annualized): 3.32 Number of Closed and Open Positions: 1197
Sortino Ratio (Annualized): -5.82 Average Trade Value: 35,828 USD
Number of Wins: 639 Average Closed Trade Duration: 8.3 days
Number of Losses: 558 Last Session Move: -8,586.00 (-1.06%), Baseline move: (0.70%)
Win/Loss Count Ratio: 1.15 (53% winners) Win Months(%) 74.4%
Includes 11 open positions with cash holdings of 230,439.50 USD

Cash holdings are equivalent to 28.8% of Total Strategy Value (800,423.00 USD) at this time.

Monthly Strategy Returns (%):

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2023 11.9 -8.2 -6.2 -5.3 11.5 14.8 -7.9 -10.7 7 -13.4 17.9 5.2 16.6
2024 0.3 3.1 10.4 -1.1 16.8 -4.8 0.3 2.6 7 25.4 -6.4 7.7 61.3
2025 7 7.6 1.8 4.5 22.9 9.7 15.3 9 7.1 12 5 6.1 108
2026 13.9 10.6 -2.4 15.2 10.9 2.8 -8.6 0 0 0 0 0 42.4

Open Positions:

Symbol Name Entry Date # Shares Entry Price Present Price Move Max Move Days HeldPrice Trailing Stop Profit Annualized
TDYTeledyne Technologies Incorpora2026-07-2250653.50655.570.31%0.65%8 641.542 (2.1%)103.509.5%
KRBNKraneShares Global Carbon Strat2026-07-2370034.1133.75-1.05%3.13%7 33.321 (1.3%)-252.00-36.1%
GMGeneral Motors Company2026-07-2870087.6188.861.42%3.52%4 85.282 (4%)875.0085.6%
SMRIBushido Capital US Equity ETF2026-07-29140044.3744.35-0.04%0.96%3 43.569 (1.8%)-28.00-3.6%
HMCHonda Motor Company, Ltd.2026-07-29200030.8030.11-2.24%0.00%3 29.269 (2.8%)-1,380.00-179.2%
ESSEssex Property Trust, Inc.2026-07-30200289.99284.14-2.01%2.34%2 270.078 (4.9%)-1,170.00-242.0%
RACEFerrari N.V.2026-07-31100397.30393.87-0.86%0.10%1 368.140 (6.5%)-343.00-207.2%
LCIDLucid Group, Inc.2026-07-3177008.087.38-8.66%0.49%1 5.535 (25%)-5,390.00-2,079.2%
UROYUranium Royalty Corp.2026-07-31186003.353.401.49%2.08%1 2.838 (16.5%)930.00358.2%
NTRNutrien Ltd.2026-07-3180070.5169.07-2.04%0.29%1 65.015 (5.9%)-1,152.00-490.1%
GUSHDirexion Daily S&P Oil & Gas Ex2026-07-31150039.3340.122.00%2.00%1 35.397 (11.8%)1,185.00482.0%
Total Value (USD) of 11 Open Positions:572,632.50-6,621.50-28.2%

Closed Month-To-Date Performance:

Symbol Name # Shares Buy Date Buy Price Sell Date Sell Price Max Move DurationPrice Profit ROI
KLACKLA Corporation1002026-06-22265.612026-07-01283.6613.59%8 1,805.006.8%
ESEESCO Technologies Inc.1002026-06-23345.002026-07-01343.862.86%7 -114.00-0.3%
TERTeradyne, Inc.1002026-06-25454.002026-07-01461.006.57%5 700.001.5%
AMATApplied Materials, Inc.1002026-06-26642.762026-07-01668.4112.48%4 2,565.004%
MTRNMaterion Corporation2002026-06-29280.662026-07-01289.035.96%3 1,674.003%
CRSCarpenter Technology Corporatio1002026-06-29581.292026-07-02606.686.11%4 2,539.004.4%
LRCXLam Research Corporation1002026-06-30416.292026-07-02374.664.09%3 -4,163.00-10%
FCELFuelCell Energy, Inc.14002026-07-0134.512026-07-0231.064.34%2 -4,830.00-10%
MKSIMKS Inc.1002026-07-01424.612026-07-02386.784.75%2 -3,783.00-8.9%
COHUCohu, Inc.7002026-07-0170.262026-07-0263.965.19%2 -4,410.00-9%
EIXEdison International8002026-06-2975.632026-07-0775.740.14%6 88.000.1%
KLICKulicke and Soffa Industries, I3002026-06-30129.502026-07-07116.553.32%5 -3,885.00-10%
RIVNRivian Automotive, Inc.33002026-07-0618.552026-07-0717.088.57%2 -4,851.00-7.9%
ESSEssex Property Trust, Inc.2002026-06-29294.372026-07-08293.541.91%7 -166.00-0.3%
SOSouthern Company (The)6002026-06-2997.012026-07-0896.910.99%7 -60.00-0.1%
OILDMicroSectors Oil & Gas Exp. & P9002026-07-0252.592026-07-0847.332.43%4 -4,734.00-10%
PEGPublic Service Enterprise Group7002026-06-2983.132026-07-1080.550.54%9 -1,806.00-3.1%
ROCKGibraltar Industries, Inc.11002026-07-0245.342026-07-1342.1739.28%7 -3,487.00-7%
RACEFerrari N.V.1002026-07-06386.732026-07-13376.0326.96%6 -1,070.00-2.8%
NVONovo Nordisk A/S12002026-07-0649.282026-07-1349.2841.41%6 0.000%
AMDAdvanced Micro Devices, Inc.1002026-07-07515.912026-07-13536.908.13%5 2,099.004.1%
FTCIFTC Solar, Inc.94002026-07-135.292026-07-144.911.51%2 -3,572.00-7.2%
KCCAKraneShares California Carbon A29002026-06-1816.802026-07-1517.454.16%18 1,885.003.9%
ACAArcosa, Inc.5002026-06-24144.922026-07-15144.950.39%15 15.000%
BRKRBruker Corporation10002026-07-0661.702026-07-1559.460.00%8 -2,240.00-3.6%
LINLinde plc1002026-07-06543.722026-07-15518.640.60%8 -2,508.00-4.6%
NXPLNextPlat Corp94002026-07-096.602026-07-156.7510.75%5 1,410.002.3%
KRBNKraneShares Global Carbon Strat15002026-07-0833.072026-07-1633.092.78%7 30.000.1%
SREDBA Sempra6002026-07-0994.612026-07-1793.400.76%7 -726.00-1.3%
AMATApplied Materials, Inc.1002026-07-09578.242026-07-17532.406.20%7 -4,584.00-7.9%
KLACKLA Corporation2002026-07-09224.832026-07-17212.755.73%7 -2,416.00-5.4%
DDominion Energy, Inc.8002026-07-0969.572026-07-2070.734.18%8 928.001.7%
ESEversource Energy (D/B/A)6002026-07-1475.412026-07-2173.260.55%6 -1,290.00-2.9%
ESSEssex Property Trust, Inc.1002026-07-14297.902026-07-23293.200.71%8 -470.00-1.6%
UTLUNITIL Corporation9002026-07-1454.082026-07-2355.282.31%8 1,080.002.2%
LCIDLucid Group, Inc.70002026-07-207.072026-07-246.454.10%5 -4,340.00-8.8%
GUSHDirexion Daily S&P Oil & Gas Ex13002026-07-2036.872026-07-2439.1313.04%5 2,938.006.1%
NTRNutrien Ltd.7002026-07-1568.502026-07-2767.400.75%9 -770.00-1.6%
NEENextEra Energy, Inc.5002026-07-1589.882026-07-2789.251.14%9 -315.00-0.7%
ATIATI Inc.2002026-07-16189.472026-07-27196.005.55%8 1,306.003.4%
EIXEdison International6002026-07-1779.212026-07-2778.941.47%7 -162.00-0.3%
ITRIItron, Inc.5002026-07-1785.002026-07-2784.781.74%7 -110.00-0.3%
VSTVistra Corp.3002026-07-21160.992026-07-27161.294.96%5 90.000.2%
TURBTurbo Energy, S.A.328002026-07-211.522026-07-281.390.65%6 -4,264.00-8.6%
OILUMicroSectors Oil & Gas Exp. & P11002026-07-2243.982026-07-2841.425.41%5 -2,816.00-5.8%
FEFirstEnergy Corp.10002026-07-1549.032026-07-2949.531.83%11 500.001%
ROCKGibraltar Industries, Inc.11002026-07-1744.342026-07-2945.545.39%9 1,320.002.7%
AESThe AES Corporation33002026-07-1314.792026-07-3014.850.47%14 198.000.4%
JJacobs Solutions Inc.3002026-07-16130.642026-07-30134.017.63%11 1,011.002.6%
NVONovo Nordisk A/S9002026-07-1751.062026-07-3147.401.07%11 -3,294.00-7.2%
MGAMagna International, Inc.7002026-07-2267.652026-07-3168.693.53%8 728.001.5%
DUKDuke Energy Corporation (Holdin3002026-07-27129.752026-07-31125.540.59%5 -1,263.00-3.2%
FFord Motor Company33002026-07-2714.812026-07-3114.825.13%5 33.000.1%

Month-To-Date Summary:
MTD Win Trades %:43.3%
MTD Avg # Entry Trades per Day:1.7
MTD Avg # Positions Held:12.9
MTD Win/Loss Size Ratio:0.45
MTD Avg Trade Duration:6.7
MTD Strategy Performance:-8.3%
MTD Baseline (^GSPC) Performance:-0.1%
MTD Strategy Outperformance compared to Baseline:-8.2%
Sold Today:NVO, MGA, DUK, F
Pending Buys:OILU, ITRI

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