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 2026/07/31

Overview

Annualized Returns: 20.61% Average Win Size: 10,852.96
Maximum Drawdown: 7.81% Average Loss Size: 9,028.36
Return over Maximum Drawdown: 2.64 Win/Loss Size Ratio: 1.20
Sharpe Ratio (Annualized): 2.82 Number of Closed and Open Positions: 1363
Sortino Ratio (Annualized): 10.67 Average Trade Value: 173,289 THB
Number of Wins: 722 Average Closed Trade Duration: 8.1 days
Number of Losses: 641 Last Session Move: 46,311.50 (0.92%), Baseline move: (1.24%)
Win/Loss Count Ratio: 1.13 (53% winners) Win Months(%) 61.3%
Includes 29 open positions with cash holdings of 139,838.95 THB

Cash holdings are equivalent to 2.8% of Total Strategy Value (5,062,930.45 THB) at this time.

Monthly Strategy Returns (%):

  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 0 0 0 0 0 29.1

Open Positions:

Symbol Name Entry Date # Shares Entry Price Present Price Move Max Move Days HeldPrice Trailing Stop Profit Annualized
SPRCStar Petroleum Refining PCL2026-07-1797009.2011.1020.65%20.65%11 11.007 (0.8%)18,430.00450.5%
EPGEastern Polymer Group PCL2026-07-21270006.656.40-3.75%0.00%9 6.256 (2.2%)-6,750.00-100.2%
GFPTGFPT PCL2026-07-21181009.909.80-1.01%0.00%9 9.662 (1.4%)-1,810.00-26.9%
SKYSky ICT PCL2026-07-21980018.2018.903.84%4.39%9 18.246 (3.5%)6,860.00102.5%
BCPBANGCHAK CORPORATION PCL2026-07-22390045.0044.75-0.55%0.55%8 43.569 (2.6%)-975.00-16.6%
BAFSBANGKOK AVIATION FUEL SERVICES PCL.2026-07-221570011.4010.70-6.14%0.00%8 10.413 (2.7%)-10,990.00-184.2%
DITTODITTO (THAILAND) PCL2026-07-221070016.7015.90-4.79%0.00%8 15.186 (4.5%)-8,560.00-143.7%
RATCHRATCH GROUP PCL2026-07-22470038.2538.500.65%3.26%8 37.694 (2.1%)1,175.0019.6%
ERWThe Erawan Group PCL2026-07-23548003.283.486.09%7.31%7 3.38 (2.9%)10,960.00209.0%
PRMPRIMA MARINE PCL2026-07-23183009.8010.103.06%3.06%7 9.781 (3.2%)5,490.00104.9%
GPSCGlobal Power Synergy PCL2026-07-23330054.5051.75-5.04%0.45%7 50.760 (1.9%)-9,075.00-173.0%
KKPKIATNAKIN PHATRA BANK PCL2026-07-241500117.50111.00-5.53%2.12%6 110.474 (0.5%)-9,750.00-221.2%
TSEThai Solar Energy PCL2026-07-242092000.860.79-8.13%1.16%6 0.766 (2.9%)-14,644.00-325.5%
TEAMGTEAM CONSULTING ENGINEERING AND MANAGEMENT PCL2026-07-24545003.303.24-1.81%0.00%6 3.110 (4%)-3,270.00-72.7%
GGCGLOBAL GREEN CHEMICALS PCL2026-07-24422004.264.02-5.63%0.46%6 3.863 (3.9%)-10,128.00-225.3%
KTBKrung Thai Bank PCL2026-07-27410043.5044.251.72%1.72%5 42.524 (3.9%)3,075.0082.7%
KGIKGI Securities (Thailand) PCL2026-07-27352005.105.150.98%1.96%5 5.054 (1.8%)1,760.0047.0%
ASPAsia Plus Group Holdings PCL2026-07-27743002.422.420.00%0.82%5 2.379 (1.7%)0.000.0%
ASNASN Broker PCL2026-07-271781001.011.010.00%4.95%5 0.910 (9.8%)0.000.0%
TTBTMBTHANACHART BANK PCL2026-07-27595003.023.061.32%1.98%5 2.960 (3.2%)2,380.0063.5%
KBANKKASIKORNBANK PCL2026-07-27700240.00244.001.66%2.50%5 236.825 (2.9%)2,800.0080.0%
MSTMAYBANK SECURITIES (THAILAND) PCL2026-07-28105008.558.40-1.75%0.00%4 8.220 (2.1%)-1,575.00-105.2%
KTBSTMRKTBST MIXED FL-REIT2026-07-28123007.307.300.00%0.00%4 7.030 (3.7%)0.000.0%
AWCASSET WORLD CORP PCL2026-07-31591003.042.96-2.63%0.00%1 2.66 (10.1%)-4,728.00-631.5%
IIITRIPLE I LOGISTICS PCL2026-07-31391004.604.58-0.43%0.00%1 4.382 (4.3%)-782.00-104.3%
NCAPNEXT CAPITAL PCL2026-07-31520003.463.8210.40%10.40%1 3.395 (11.1%)18,720.002,497.1%
HTECHHalcyon Technology PCL2026-07-31452003.984.000.50%0.50%1 3.772 (5.7%)904.00120.6%
THANIRATCHTHANI LEASING PCL2026-07-31803002.242.240.00%0.00%1 2.072 (7.5%)0.000.0%
CMANCHEMEMAN PCL2026-07-31603002.983.083.35%3.35%1 2.895 (6%)6,030.00805.3%
Total Value (THB) of 29 Open Positions:4,913,268.00-4,453.00-2.6%

Closed Month-To-Date Performance:

Symbol Name # Shares Buy Date Buy Price Sell Date Sell Price Max Move DurationPrice Profit ROI
KKPKIATNAKIN PHATRA BANK PCL19002026-06-1793.002026-07-01100.008.60%11 13,300.007.5%
CRCCENTRAL RETAIL CORPORATION PCL77002026-06-1823.202026-07-0123.602.15%10 3,080.001.7%
MKM.K. Real Estate Development PCL2949002026-06-220.612026-07-010.560.00%8 -14,745.00-8.2%
EVEREverland PCL16358002026-06-290.112026-07-010.089.09%3 -49,074.00-27.3%
NVNOVA ORGANIC PCL2949002026-06-230.612026-07-020.580.00%8 -8,847.00-4.9%
SANKOSanko Diecasting (Thailand) PCL1487002026-07-011.212026-07-021.5729.75%2 53,532.0029.8%
GVREITGOLDEN VENTURES LEASEHOLD REIT244002026-06-197.352026-07-037.654.76%11 7,320.004.1%
ARROWArrow Syndicate PCL310002026-06-195.802026-07-035.901.72%11 3,100.001.7%
NVDNIRVANA DAII PCL2856002026-06-230.632026-07-030.8534.92%9 62,832.0034.9%
TCAPThanachart Capital PCL27002026-06-1965.502026-07-0670.257.25%12 12,825.007.3%
RBFR&B FOOD SUPPLY PCL356002026-06-265.052026-07-065.133.96%7 2,848.001.6%
KBANKKASIKORNBANK PCL8002026-06-30217.002026-07-06230.507.37%5 10,800.006.2%
SAPPESappe PCL54002026-06-2533.002026-07-0732.692.27%9 -1,674.00-0.9%
XOExotic Food PCL98002026-06-2918.302026-07-0719.207.65%7 8,820.004.9%
TMILLT S Flour Mill PCL686002026-06-302.622026-07-072.600.00%6 -1,372.00-0.8%
BLABangkok Life Assurance PCL35002026-07-0325.502026-07-0726.384.90%3 3,080.003.5%
A5ASSET FIVE GROUP PCL865002026-07-062.082026-07-071.870.00%2 -18,165.00-10.1%
CBGCarabao Group PCL40002026-06-2544.252026-07-0848.1611.86%10 15,640.008.8%
WHAUPWHA Utilities and Power PCL251002026-06-267.152026-07-086.920.69%9 -5,773.00-3.2%
OSPOSOTSPA PCL101002026-06-3017.702026-07-0817.200.56%7 -5,050.00-2.8%
SKRSikarin PCL218002026-06-308.252026-07-087.840.60%7 -8,938.00-5%
TOATOA PAINT (THAILAND) PCL124002026-06-3014.502026-07-0814.905.51%7 4,960.002.8%
PPMPorn Prom Metal PCL840002026-07-012.142026-07-082.062.80%6 -6,720.00-3.7%
HMPROHome Product Center PCL276002026-07-016.502026-07-086.450.76%6 -1,380.00-0.8%
INSETINFRASET PCL463002026-07-023.882026-07-084.169.79%5 12,964.007.2%
BABangkok Airways PCL97002026-07-0218.502026-07-0818.062.16%5 -4,268.00-2.4%
RATCHRATCH GROUP PCL53002026-07-0633.752026-07-0834.885.18%3 5,989.003.3%
TCTropical Canning (Thailand) PCL292002026-06-306.152026-07-096.659.75%8 14,600.008.1%
SCGSahacogen (Chonburi) PCL588002026-06-303.062026-07-092.840.00%8 -12,936.00-7.2%
GELGENERAL ENGINEERING PCL59981002026-07-010.032026-07-090.0433.33%7 59,981.0033.3%
LITLease IT PCL2021002026-06-290.892026-07-100.8951.12%10 1,010.500.6%
TRTTirathai PCL132002026-06-3013.602026-07-1415.1512.50%11 20,460.0011.4%
AOTAIRPORTS OF THAILAND PCL27002026-07-0264.752026-07-1463.000.00%9 -4,725.00-2.7%
BGRIMB.GRIMM POWER PCL120002026-07-0918.602026-07-1419.005.37%4 4,800.002.2%
MTIMuang Thai Insurance PCL121002026-07-0918.502026-07-1418.404.32%4 -1,210.00-0.5%
SNCSnc Former PCL223002026-07-028.052026-07-158.102.48%10 1,115.000.6%
BAYBank Of Ayudhya PCL49002026-07-0945.002026-07-1545.883.88%5 4,312.002%
PHOLPhol Dhanya PCL573002026-07-023.142026-07-173.181.27%12 2,292.001.3%
AEONTSAeon Thana Sinsap (Thailand) PCL16002026-07-07106.002026-07-17109.504.71%9 5,600.003.3%
CRDCHIANGMAI RIMDOI PCL3156002026-07-080.572026-07-170.573.50%8 0.000%
ITIt City PCL283002026-07-136.352026-07-178.0526.77%5 48,110.0026.8%
PLANBPlan B Media PCL336002026-07-135.352026-07-175.606.54%5 8,400.004.7%
ASKAsia Sermkij Leasing PCL163002026-07-0711.002026-07-2012.2513.63%10 20,375.0011.4%
NETBAYNETBAY PCL142002026-07-0712.602026-07-2015.1024.60%10 35,500.0019.8%
DDENTAL CORPORATION PCL720002026-07-093.122026-07-203.100.64%8 -1,440.00-0.6%
MKM.K. Real Estate Development PCL2902002026-07-100.622026-07-200.623.22%7 0.000%
MBKMBK PCL89002026-07-0720.102026-07-2121.909.45%11 16,020.009%
NCAPNEXT CAPITAL PCL595002026-07-083.022026-07-213.217.94%10 11,305.006.3%
BSMBuildersmart PCL1955002026-07-080.922026-07-210.850.00%10 -13,685.00-7.6%
GVREITGOLDEN VENTURES LEASEHOLD REIT288002026-07-097.802026-07-218.438.97%9 18,144.008.1%
KTCKrungthai Card PCL47002026-07-0837.752026-07-2239.887.28%11 10,011.005.6%
GUNKULGunkul Engineering PCL472002026-07-094.762026-07-225.3013.44%10 25,488.0011.3%
JMTJMT Network Services PCL143002026-07-1312.502026-07-2212.301.60%8 -2,860.00-1.6%
INSETINFRASET PCL197002026-07-144.562026-07-224.765.26%7 3,940.004.4%
KUMWELKUMWELL CORPORATION PCL323002026-07-142.782026-07-222.650.00%7 -4,199.00-4.7%
SINGERSINGER_SINGER THAILAND138002026-07-1513.002026-07-2212.600.76%6 -5,520.00-3.1%
JJAS Asset PCL1747002026-07-161.032026-07-220.9450.00%5 -14,849.50-8.3%
IPINTER PHARMA PCL466002026-07-094.822026-07-235.309.95%11 22,368.0010%
WHABTWHA BUSINESS COMPLEX FL-REIT278002026-07-166.452026-07-236.430.00%6 -556.00-0.3%
AWCASSET WORLD CORP PCL633002026-07-162.842026-07-232.720.00%6 -7,596.00-4.2%
AMATAAMATA CORPORATION PCL63002026-07-1328.502026-07-2428.472.63%10 -189.00-0.1%
TOPThai Oil PCL31002026-07-1656.752026-07-2464.2515.85%7 23,250.0013.2%
STPISTP&I PCL264002026-07-226.802026-07-246.402.20%3 -10,560.00-5.9%
HANAHana Microelectronics PCL46002026-07-1639.002026-07-2737.501.28%8 -6,900.00-3.8%
EASTWEASTERN WATER RESOURCES DEVELOPMENT AND MANAGEMENT PCL.336002026-07-215.352026-07-275.040.00%5 -10,416.00-5.8%
SICTSILICON CRAFT TECHNOLOGY PCL548002026-07-233.282026-07-273.030.00%3 -13,700.00-7.6%
SAMCOSammakorn PCL1914002026-07-160.942026-07-300.89-0.00%11 -9,570.00-5.3%
TCAPThanachart Capital PCL24002026-07-2174.502026-07-3072.000.33%8 -6,000.00-3.4%
PTTPTT PCL46002026-07-2139.002026-07-3038.631.92%8 -1,702.00-0.9%
SSPSERMSANG POWER CORPORATION PCL412002026-07-214.362026-07-304.504.58%8 5,768.003.2%
IRPCIRPC PCL796002026-07-222.262026-07-302.142.65%7 -9,552.00-5.3%
SMTStars Microelectronics (Thailand) PCL371002026-07-234.842026-07-304.608.47%6 -8,904.00-5%

Month-To-Date Summary:
MTD Win Trades %:54.1%
MTD Avg # Entry Trades per Day:2.3
MTD Avg # Positions Held:22.8
MTD Win/Loss Size Ratio:1.81
MTD Avg Trade Duration:7.5
MTD Strategy Performance:6.9%
MTD Baseline (THD) Performance:1.0%
MTD Strategy Outperformance compared to Baseline:5.9%
Sold Today:
Pending Buys:CRC

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