I4CFinancial Performance Report

Performance Report - SET - 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 2024/01/03 to 2026/09/15

Overview

Annualized Returns:	22.56%	Average Win Size:	11,286.67
Maximum Drawdown:	7.81%	Average Loss Size:	9,090.44
Return over Maximum Drawdown:	2.88	Win/Loss Size Ratio:	1.24
Sharpe Ratio (Annualized):	2.88	Number of Closed and Open Positions:	1474
Sortino Ratio (Annualized):	8.81	Average Trade Value:	173,948 THB
Number of Wins:	775	Average Closed Trade Duration:	8.2 days
Number of Losses:	699	Last Session Move:	-24,833.50 (-0.45%), Baseline move: (-1.38%)
Win/Loss Count Ratio:	1.11 (53% winners)	Win Months(%)	60.6%
Includes 22 open positions with cash holdings of 1,697,559.36 THB Cash holdings are equivalent to 31.2% of Total Strategy Value (5,440,473.36 THB) at this time.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2024	-1.7	-4.3	0.4	0.1	4.3	-1.4	-1.4	-0.2	7	0.7	0.4	2.8	6.7
2025	-3.6	-0.7	0	0.5	3.8	1.9	6.1	0.5	9.3	-3.4	0	4	18.4
2026	-0.5	5.9	5.3	-0.1	3.2	8.5	6.8	7.6	-0.3	0	0	0	36.4

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

Total

2024

-1.7

-4.3

0.4

0.1

4.3

-1.4

-0.2

0.7

0.4

2.8

6.7

2025

-3.6

-0.7

0.5

3.8

1.9

6.1

0.5

9.3

-3.4

18.4

2026

-0.5

5.9

5.3

-0.1

3.2

8.5

6.8

7.6

-0.3

36.4

Open Positions:

Symbol	Name	Entry Date	# Shares	Entry Price	Present Price	Move	Max Move	Days Held	Price	Trailing Stop	Profit	Annualized
SPRC	Star Petroleum Refining PCL	2026-09-01	17000	13.20	13.90	5.30%	5.30%	11		13.816 (0.6%)	11,900.00	115.7%
MJLF	MAJOR CINEPLEX LIFESTYLE LEASEHOLD PROPERTY FUND	2026-09-02	29700	6.05	6.15	1.65%	2.47%	10		6.132 (0.3%)	2,970.00	39.6%
TWP	Thai Wire Products PCL	2026-09-03	95700	1.88	1.72	-8.51%	0.00%	9		1.690 (1.7%)	-15,312.00	-226.9%
GENCO	GENERAL ENVIRONMENTAL CONSERVATION PCL.	2026-09-03	486300	0.37	0.35	-5.40%	0.00%	9		0.342 (2.2%)	-9,726.00	-144.1%
THREL	Thaire Life Assurance PCL	2026-09-03	126700	1.42	1.33	-6.33%	0.70%	9		1.306 (1.8%)	-11,403.00	-169.0%
TC	Tropical Canning (Thailand) PCL	2026-09-03	21900	8.20	8.15	-0.60%	0.60%	9		8.120 (0.4%)	-1,095.00	-16.2%
CHOW	Chow Steel Industries PCL	2026-09-03	127600	1.41	1.36	-3.54%	0.00%	9		1.335 (1.8%)	-6,380.00	-94.5%
BM	BANGKOK SHEET METAL PCL	2026-09-04	125800	1.43	1.41	-1.39%	2.79%	8		1.398 (0.8%)	-2,516.00	-41.9%
PR9	PRARAM 9 HOSPITAL PCL	2026-09-04	9300	19.30	19.40	0.51%	1.55%	8		19.196 (1%)	930.00	15.5%
CCET	CAL-COMP ELECTRONICS (THAILAND) PCL.	2026-09-07	18400	9.75	9.10	-6.66%	0.00%	7		8.933 (1.8%)	-11,960.00	-228.5%
CPANEL	CPANEL PCL	2026-09-08	125800	1.43	1.43	0.00%	1.39%	6		1.386 (3%)	0.00	0.0%
PTG	PTG Energy PCL	2026-09-09	21200	8.45	8.20	-2.95%	0.00%	5		8.009 (2.3%)	-5,300.00	-142.0%
ERW	The Erawan Group PCL	2026-09-09	45600	3.94	3.86	-2.03%	0.00%	5		3.715 (3.7%)	-3,648.00	-97.4%
AWC	ASSET WORLD CORP PCL	2026-09-09	57600	3.12	3.06	-1.92%	0.64%	5		2.961 (3.2%)	-3,456.00	-92.3%
TOP	Thai Oil PCL	2026-09-10	2600	68.00	66.00	-2.94%	2.94%	4		62.501 (5.3%)	-5,200.00	-176.4%
TPIPL	Tpi Polene PCL	2026-09-14	178100	1.01	0.98	-2.97%	0.99%	2		0.904 (7.7%)	-5,343.00	-356.4%
SCM	SUCCESSMORE BEING PCL	2026-09-15	1384100	0.13	0.13	0.00%	0.00%	1		0.097 (24.7%)	0.00	0.0%
BIS	Bioscience Animal Health PCL	2026-09-15	55800	3.22	2.98	-7.45%	1.86%	1		2.572 (13.7%)	-13,392.00	-1,788.8%
TSE	Thai Solar Energy PCL	2026-09-15	169700	1.06	0.98	-7.54%	0.00%	1		0.851 (13.1%)	-13,576.00	-1,811.3%
KCE	KCE Electronics PCL	2026-09-15	2700	66.25	66.50	0.37%	0.37%	1		58.732 (11.7%)	675.00	90.5%
PK	Patkol PCL	2026-09-15	327100	0.55	0.49	-10.90%	0.00%	1		0.442 (9.6%)	-19,626.00	-2,618.1%
MORE	MORE RETURN PCL	2026-09-15	1285300	0.14	0.11	-21.42%	7.14%	1		0.082 (25%)	-38,559.00	-5,142.8%
							Total Value (THB) of 22 Open Positions:			3,845,413.00	-150,017.00	-67.3%

Closed Month-To-Date Performance:

Symbol	Name	# Shares	Buy Date	Buy Price	Sell Date	Sell Price	Max Move	Duration	Profit	ROI
KCE	KCE Electronics PCL	3400	2026-08-17	52.50	2026-09-01	59.82	15.71%	12	24,888.00	13.9%
PIMO	Pioneer Motor PCL	134200	2026-08-21	1.34	2026-09-01	1.37	5.97%	8	4,026.00	2.2%
RBF	R&B FOOD SUPPLY PCL	32700	2026-08-25	5.50	2026-09-02	5.04	0.00%	7	-15,042.00	-8.4%
RWI	RAYONG WIRE INDUSTRIES PCL	899700	2026-08-26	0.20	2026-09-02	0.20	0.00%	6	0.00	0%
ABM	ASIA BIOMASS PCL	191400	2026-08-27	0.94	2026-09-02	0.855	2.12%	5	-16,269.00	-9%
GBX	Globlex Holding Management PCL	233600	2026-08-28	0.77	2026-09-02	0.715	0.00%	4	-12,848.00	-7.1%
III	TRIPLE I LOGISTICS PCL	33900	2026-08-28	5.30	2026-09-02	4.99	0.94%	4	-10,509.00	-5.8%
WFX	WORLD FLEX PCL	199000	2026-09-01	1.13	2026-09-02	1.05	0.00%	2	-15,920.00	-7.1%
SIMAT	SIMAT TECHNOLOGIES PCL	173000	2026-09-01	1.30	2026-09-02	1.19	0.00%	2	-19,030.00	-8.5%
SVT	SUN VENDING TECHNOLOGY PCL	112400	2026-08-28	1.60	2026-09-03	1.57	3.12%	5	-3,372.00	-1.9%
THE	The Steel PCL	178100	2026-08-31	1.01	2026-09-03	1.21	22.77%	4	35,620.00	19.8%
QHPF	QUALITY HOUSES LEASEHOLD PROPERTY FUND	48100	2026-09-02	3.74	2026-09-04	3.66	0.00%	3	-3,848.00	-2.1%
PTTGC	PTT Global Chemical PCL	4300	2026-08-24	41.75	2026-09-07	45.75	9.58%	11	17,200.00	9.6%
BCP	BANGCHAK CORPORATION PCL	3500	2026-08-25	51.25	2026-09-07	59.75	18.53%	10	29,750.00	16.6%
CSP	CSP Steel Center PCL	224900	2026-08-26	0.80	2026-09-07	0.905	18.75%	9	23,614.50	13.1%
TIPH	DHIPAYA GROUP HOLDINGS PCL	6900	2026-08-27	25.75	2026-09-07	26.00	1.94%	8	1,725.00	1%
PDJ	PRANDA JEWELRY PCL	159200	2026-09-04	1.13	2026-09-07	1.44	27.43%	2	49,352.00	27.4%
FVC	Filter Vision PCL	514100	2026-08-31	0.35	2026-09-08	0.32	-0.00%	7	-15,423.00	-8.6%
STC	STC CONCRETE PRODUCT PCL	272600	2026-09-03	0.66	2026-09-08	0.705	7.57%	4	12,267.00	6.8%
SKE	SAKOL ENERGY PCL	899700	2026-08-31	0.20	2026-09-09	0.19	0.00%	8	-8,997.00	-5%
WPH	WATTANAPAT HOSPITAL TRANG PCL	28300	2026-09-02	6.35	2026-09-09	6.43	5.51%	6	2,264.00	1.3%
AMATA	AMATA CORPORATION PCL	5400	2026-08-28	33.25	2026-09-11	32.75	0.75%	11	-2,700.00	-1.5%
KCM	K.C. Metalsheet PCL	599800	2026-08-31	0.30	2026-09-11	0.29	0.00%	10	-5,998.00	-3.3%
STA	SRI TRANG AGRO-INDUSTRY PCL	9700	2026-09-01	23.10	2026-09-11	22.05	0.00%	9	-10,185.00	-4.5%
IRPC	IRPC PCL	82600	2026-09-01	2.72	2026-09-11	3.00	17.64%	9	23,128.00	10.3%
TQR	TQR PCL	28500	2026-09-02	6.30	2026-09-11	6.40	2.38%	8	2,850.00	1.6%
GGC	GLOBAL GREEN CHEMICALS PCL	29000	2026-09-04	6.20	2026-09-11	6.93	13.70%	6	21,170.00	11.8%
SSP	SERMSANG POWER CORPORATION PCL	32700	2026-09-07	5.50	2026-09-11	7.30	32.72%	5	58,860.00	32.7%
APCS	Asia Precision PCL	103400	2026-09-09	1.74	2026-09-11	1.57	0.00%	3	-17,578.00	-9.8%
GRAMMY	GMM Grammy PCL	37400	2026-09-10	4.80	2026-09-14	4.32	0.41%	3	-17,952.00	-10%
MTI	Muang Thai Insurance PCL	9600	2026-08-28	18.60	2026-09-15	22.00	18.27%	13	32,640.00	18.3%
SYNEX	Synnex (Thailand) PCL	17400	2026-09-07	10.30	2026-09-15	9.75	0.97%	7	-9,570.00	-5.3%
CEYE	Chamni"s Eye PCL	138400	2026-09-07	1.30	2026-09-15	1.31	0.76%	7	1,384.00	0.8%

Month-To-Date Summary:
MTD Win Trades %:	51.5%
MTD Avg # Entry Trades per Day:	1.5
MTD Avg # Positions Held:	21.6
MTD Win/Loss Size Ratio:	1.73
MTD Avg Trade Duration:	6.6
MTD Strategy Performance:	-0.34%
MTD Baseline (THD) Performance:	0.02%
MTD Strategy Outperformance compared to Baseline:	-0.37%
Sold Today:	MTI, SYNEX, CEYE
Pending Buys:	CPT, GROREIT, HANA, IVL, TTB, PTTGC, FTREIT

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