| Annualized Returns: | 49.50% | Average Win Size: | 3,776.45 |
| Maximum Drawdown: | 14.15% | Average Loss Size: | 2,471.73 |
| Return over Maximum Drawdown: | 3.49 | Win/Loss Size Ratio: | 1.53 |
| Sharpe Ratio (Annualized): | 4.01 | Number of Closed and Open Positions: | 1507 |
| Sortino Ratio (Annualized): | 0.80 | Average Trade Value: | 45,619 CNY |
| Number of Wins: | 774 | Average Closed Trade Duration: | 6.7 days |
| Number of Losses: | 733 | Last Session Move: | -4,746.50 (-0.26%), Baseline move: (0.72%) |
| Win/Loss Count Ratio: | 1.06 (51% winners) | Win Months(%) | 70.4% |
| Includes 17 open positions with cash holdings of 634,806.00 CNY Cash holdings are equivalent to 35% of Total Strategy Value (1,813,219.00 CNY) at this time. |
|||
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0 | 0 | 0 | 0 | -1 | -5 | -4.5 | -3.4 | 7.8 | 6.4 | 2.2 | 3.5 | 6 |
| 2025 | 3 | 6.6 | -3.2 | -6.2 | 0.8 | 5.1 | 7.5 | 5.9 | 9.4 | 8.9 | 4.2 | 5.4 | 47.4 |
| 2026 | 10 | 4.4 | -3.4 | 6.8 | 12.6 | 15.7 | -1.5 | 0 | 0 | 0 | 0 | 0 | 44.6 |
| Symbol | Name | Entry Date | # Shares | Entry Price | Present Price | Move | Max Move | Days Held | Price | Trailing Stop | Profit | Annualized |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 601598 | Sinotrans Limited | 2026-07-22 | 13600 | 5.94 | 6.54 | 10.10% | 11.27% | 8 | 6.363 (2.7%) | 8,160.00 | 303.0% | |
| 603259 | WUXI APPTEC CO LTD | 2026-07-22 | 600 | 125.12 | 128.43 | 2.64% | 1.86% | 8 | 123.732 (3.7%) | 1,986.00 | 79.3% | |
| 600690 | Haier Smart Home Co., Ltd | 2026-07-22 | 3700 | 21.76 | 23.19 | 6.57% | 6.93% | 8 | 22.74 (1.9%) | 5,291.00 | 197.1% | |
| 600039 | Sichuan Road & Bridge Co., Ltd | 2026-07-23 | 7400 | 8.78 | 9.03 | 2.84% | 5.12% | 7 | 8.751 (3.1%) | 1,850.00 | 97.6% | |
| 688363 | BLOOMAGE BIOTECHNOLOGY CORPORAT | 2026-07-23 | 1600 | 38.38 | 40.03 | 4.29% | 4.29% | 7 | 37.379 (6.6%) | 2,640.00 | 147.4% | |
| 601139 | Shenzhen Gas Corp Ltd | 2026-07-24 | 9900 | 6.51 | 6.55 | 0.61% | 0.61% | 6 | 6.379 (2.6%) | 396.00 | 24.5% | |
| 900948 | Inner Mongolia Yitai Coal Co Ltd | 2026-07-24 | 23000 | 2.82 | 2.879 | 2.09% | 2.09% | 6 | 2.836 (1.5%) | 1,357.00 | 83.6% | |
| 601919 | COSCO SHIPPING Holdings Co., Ltd | 2026-07-27 | 4200 | 15.34 | 15.63 | 1.89% | 2.34% | 5 | 15.318 (2%) | 1,218.00 | 90.7% | |
| 601166 | Industrial Bank Co., Ltd | 2026-07-27 | 3500 | 18.48 | 18.90 | 2.27% | 3.35% | 5 | 18.538 (1.9%) | 1,470.00 | 109.0% | |
| 600967 | Inner Mongolia First Machinery Group Co Ltd | 2026-07-28 | 5500 | 11.68 | 11.60 | -0.68% | 1.88% | 4 | 10.787 (7%) | -440.00 | -41.1% | |
| 688002 | RAYTRON TECHNOLOGY CO LTD | 2026-07-28 | 400 | 150.20 | 141.65 | -5.69% | 2.37% | 4 | 126.072 (11%) | -3,420.00 | -341.5% | |
| 603129 | ZHEJIANG CF MOTO POWER CO LTD | 2026-07-29 | 200 | 299.50 | 306.22 | 2.24% | 2.59% | 3 | 271.642 (11.3%) | 1,344.00 | 179.5% | |
| 600419 | Xinjiang Tianrun Dairy Co., Ltd | 2026-07-30 | 7300 | 8.88 | 8.65 | -2.59% | 0.00% | 2 | 7.801 (9.8%) | -1,679.00 | -310.8% | |
| 603766 | Loncin Motor Co Ltd | 2026-07-30 | 4400 | 14.53 | 14.71 | 1.23% | 2.68% | 2 | 13.572 (7.7%) | 792.00 | 148.6% | |
| 600352 | Zhejiang Longsheng Group Co., Ltd | 2026-07-30 | 4800 | 13.29 | 13.28 | -0.07% | 1.95% | 2 | 11.518 (13.3%) | -48.00 | -9.0% | |
| 600663 | Shanghai Lujiazui Finance & Trade Zone D | 2026-07-30 | 8600 | 7.52 | 8.03 | 6.78% | 10.63% | 2 | 7.669 (4.5%) | 4,386.00 | 813.8% | |
| 600000 | Shanghai Pudong Development Bank Co., Ltd | 2026-07-31 | 6700 | 9.59 | 9.51 | -0.83% | 1.25% | 1 | 8.914 (6.3%) | -536.00 | -200.2% | |
| Total Value (CNY) of 17 Open Positions: | 1,151,625.00 | 24,767.00 | 117.8% | |||||||||
| Symbol | Name | # Shares | Buy Date | Buy Price | Sell Date | Sell Price | Max Move | Duration | Price | Profit | ROI |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 600552 | Triumph Science & Technology Co Ltd | 3100 | 2026-06-29 | 30.99 | 2026-07-01 | 30.70 | 5.13% | 3 | -899.00 | -0.9% | |
| 600460 | Hangzhou Silan Microelectronics Co Ltd | 2000 | 2026-06-24 | 46.92 | 2026-07-02 | 50.50 | 18.41% | 7 | 7,160.00 | 7.6% | |
| 600176 | China Jushi Co., Ltd | 1300 | 2026-06-26 | 71.00 | 2026-07-02 | 67.82 | 6.38% | 5 | -4,134.00 | -4.5% | |
| 688200 | BEIJING HUAFENG TEST & CONTROL | 100 | 2026-06-30 | 525.89 | 2026-07-02 | 474.99 | 1.00% | 3 | -5,090.00 | -9.7% | |
| 603010 | Zhejiang Wansheng Co., Ltd | 5900 | 2026-06-29 | 16.44 | 2026-07-03 | 17.58 | 12.53% | 5 | 6,726.00 | 6.9% | |
| 600378 | Haohua Chemical Science & Technology Corp., Ltd | 1200 | 2026-07-01 | 76.81 | 2026-07-03 | 79.49 | 6.97% | 3 | 3,216.00 | 3.5% | |
| 600367 | Guizhou Redstar Developing Co Ltd | 1600 | 2026-07-02 | 59.00 | 2026-07-03 | 54.49 | 8.13% | 2 | -7,216.00 | -7.6% | |
| 603678 | FUJIAN TORCH ELECTRON TECHNOLOG | 1100 | 2026-07-01 | 85.60 | 2026-07-06 | 82.47 | 2.80% | 4 | -3,443.00 | -3.7% | |
| 601678 | Befar Group Co Ltd | 12500 | 2026-07-03 | 7.75 | 2026-07-06 | 6.98 | 0.00% | 2 | -9,625.00 | -9.9% | |
| 603505 | China Kings Resources Group Co.,Ltd | 4000 | 2026-07-03 | 24.14 | 2026-07-06 | 21.73 | 1.03% | 2 | -9,640.00 | -10% | |
| 603259 | WUXI APPTEC CO LTD | 700 | 2026-06-30 | 125.00 | 2026-07-07 | 119.40 | 0.93% | 6 | -3,920.00 | -4.5% | |
| 603713 | MILKYWAY INTELLIGENT SUPPLY CHA | 1200 | 2026-06-29 | 76.24 | 2026-07-08 | 77.88 | 4.93% | 8 | 1,968.00 | 2.2% | |
| 600641 | Shanghai Wanye Enterprise Co Ltd | 2000 | 2026-07-03 | 47.76 | 2026-07-08 | 42.98 | 1.00% | 4 | -9,560.00 | -10% | |
| 600458 | Zhuzhou Times New Material Technology Co., Ltd | 5700 | 2026-07-03 | 17.07 | 2026-07-08 | 15.36 | 2.16% | 4 | -9,747.00 | -10% | |
| 603006 | Shanghai Lianming Machinery Co Ltd | 5500 | 2026-07-06 | 14.68 | 2026-07-08 | 13.41 | 0.95% | 3 | -6,985.00 | -8.7% | |
| 600215 | Changchunjingkai (Group) Co Ltd | 11900 | 2026-07-07 | 6.82 | 2026-07-08 | 6.15 | 0.87% | 2 | -7,973.00 | -9.8% | |
| 600350 | Shandong Hi-speed Company Limited | 8200 | 2026-07-03 | 11.81 | 2026-07-09 | 12.71 | 14.22% | 5 | 7,380.00 | 7.6% | |
| 603339 | Square Technology Group Co.,Ltd | 5400 | 2026-07-07 | 14.84 | 2026-07-09 | 15.51 | 5.66% | 3 | 3,618.00 | 4.5% | |
| 600885 | HONGFA TECHNOLOGY CO LTD | 2000 | 2026-07-06 | 38.72 | 2026-07-10 | 35.60 | 0.00% | 5 | -6,240.00 | -8.1% | |
| 688200 | BEIJING HUAFENG TEST & CONTROL | 100 | 2026-07-08 | 472.55 | 2026-07-10 | 520.00 | 14.90% | 3 | 4,745.00 | 10% | |
| 600999 | China Merchants Securities Co., Ltd | 4300 | 2026-07-02 | 22.53 | 2026-07-13 | 20.46 | 1.81% | 8 | -8,901.00 | -9.2% | |
| 688036 | SHENZHEN TRANSSION HOLDINGS CO | 1300 | 2026-07-07 | 60.15 | 2026-07-13 | 65.57 | 13.88% | 5 | 7,046.00 | 9% | |
| 600366 | Ningbo Yunsheng Co Ltd | 3900 | 2026-07-08 | 16.41 | 2026-07-13 | 14.77 | 0.60% | 4 | -6,396.00 | -10% | |
| 688002 | RAYTRON TECHNOLOGY CO LTD | 500 | 2026-07-09 | 159.00 | 2026-07-13 | 143.83 | 3.34% | 3 | -7,585.00 | -9.5% | |
| 603313 | Healthcare Co., Ltd | 11600 | 2026-07-09 | 7.00 | 2026-07-14 | 8.59 | 22.71% | 4 | 18,444.00 | 22.7% | |
| 600345 | Wuhan Yangtze Communications Industry Group Co Ltd | 1300 | 2026-07-10 | 60.95 | 2026-07-14 | 55.00 | 1.52% | 3 | -7,735.00 | -9.8% | |
| 600129 | Chongqing Taiji Industry (Group) Co Ltd | 4900 | 2026-07-13 | 16.42 | 2026-07-16 | 17.03 | 9.25% | 4 | 2,989.00 | 3.7% | |
| 603538 | Ningbo Menovo Pharmaceutical Co., Ltd | 2600 | 2026-07-14 | 31.20 | 2026-07-16 | 38.35 | 22.91% | 3 | 18,590.00 | 22.9% | |
| 603669 | Lionco Pharmaceutical Group Co., Ltd | 13400 | 2026-07-06 | 6.04 | 2026-07-17 | 6.57 | 28.31% | 10 | 7,102.00 | 8.8% | |
| 600998 | Jointown Pharmaceutical Group Co., Ltd | 16000 | 2026-07-07 | 5.05 | 2026-07-20 | 5.17 | 3.76% | 10 | 1,920.00 | 2.4% | |
| 603444 | G-bits Network Technology (Xiamen) Co., Ltd | 100 | 2026-07-08 | 373.50 | 2026-07-20 | 351.94 | 0.26% | 9 | -2,156.00 | -5.8% | |
| 603501 | WILL SEMICONDUCTOR CO LTD SHANG | 700 | 2026-07-10 | 105.94 | 2026-07-20 | 103.58 | 3.69% | 7 | -1,652.00 | -2.2% | |
| 603129 | ZHEJIANG CF MOTO POWER CO LTD | 300 | 2026-07-07 | 266.75 | 2026-07-21 | 279.68 | 7.59% | 11 | 3,879.00 | 4.8% | |
| 600755 | Xiamen Itg Group Corp Ltd | 13700 | 2026-07-09 | 5.92 | 2026-07-21 | 5.83 | 2.53% | 9 | -1,233.00 | -1.5% | |
| 603519 | Jiangsu Liba Enterprise JSC Ltd | 5400 | 2026-07-14 | 14.85 | 2026-07-21 | 16.23 | 18.51% | 6 | 7,452.00 | 9.3% | |
| 600018 | Shanghai International Port (Group) Co., Ltd | 16000 | 2026-07-09 | 5.06 | 2026-07-22 | 5.11 | 3.75% | 10 | 800.00 | 1% | |
| 600350 | Shandong Hi-speed Company Limited | 6800 | 2026-07-15 | 11.91 | 2026-07-23 | 11.45 | 4.78% | 7 | -3,128.00 | -3.9% | |
| 600337 | Markor International Home Furnishings Co Ltd | 18800 | 2026-07-20 | 3.44 | 2026-07-23 | 3.17 | 0.58% | 4 | -5,076.00 | -7.8% | |
| 600436 | ZHANGZHOU PIENTZEHUANG PHARMACE | 500 | 2026-07-17 | 142.75 | 2026-07-24 | 133.99 | 2.71% | 6 | -4,380.00 | -6.1% | |
| 600829 | HPGC Renmintongtai Pharmaceutical Corporation | 8400 | 2026-07-17 | 9.60 | 2026-07-24 | 8.71 | 8.33% | 6 | -7,476.00 | -9.3% | |
| 600479 | Zhuzhou Qianjin Pharmaceutical Co Ltd | 8000 | 2026-07-17 | 10.05 | 2026-07-24 | 9.49 | 0.89% | 6 | -4,480.00 | -5.6% | |
| 601168 | Western Mining Co.,Ltd | 2400 | 2026-07-17 | 33.23 | 2026-07-24 | 36.24 | 13.87% | 6 | 7,224.00 | 9.1% | |
| 600298 | Angel Yeast Co., Ltd | 2100 | 2026-07-17 | 38.23 | 2026-07-24 | 38.41 | 3.34% | 6 | 378.00 | 0.5% | |
| 600602 | Inesa Intelligent Tech Inc | 3300 | 2026-07-23 | 19.64 | 2026-07-24 | 17.85 | 3.20% | 2 | -5,907.00 | -9.1% | |
| 600025 | Huaneng Lancang River Hydropower Inc | 8200 | 2026-07-14 | 9.79 | 2026-07-27 | 10.01 | 4.39% | 10 | 1,804.00 | 2.2% | |
| 600511 | China National Medicines Corporation Ltd | 2800 | 2026-07-17 | 28.04 | 2026-07-27 | 27.27 | 0.32% | 7 | -2,156.00 | -2.7% | |
| 600887 | Inner Mongolia Yili Industrial Group Co., Ltd | 2400 | 2026-07-20 | 26.02 | 2026-07-27 | 26.84 | 5.68% | 6 | 1,968.00 | 3.2% | |
| 600177 | Youngor Group Co.,Ltd | 8200 | 2026-07-20 | 7.86 | 2026-07-28 | 7.71 | 0.63% | 7 | -1,230.00 | -1.9% | |
| 601939 | China Construction Bank Corporation | 8000 | 2026-07-14 | 10.04 | 2026-07-29 | 10.63 | 5.97% | 12 | 4,720.00 | 5.9% | |
| 600012 | Anhui Expressway Co Ltd | 3700 | 2026-07-20 | 17.20 | 2026-07-29 | 18.62 | 10.93% | 8 | 5,254.00 | 8.3% | |
| 601038 | First Tractor Company Limited | 5900 | 2026-07-22 | 13.58 | 2026-07-31 | 13.87 | 5.30% | 8 | 1,711.00 | 2.1% | |
| 600674 | Sichuan Chuantou Energy Co Ltd | 3900 | 2026-07-24 | 16.44 | 2026-07-31 | 15.81 | 0.00% | 6 | -2,457.00 | -3.8% | |
| 603338 | ZHEJIANG DINGLI MACHINERY CO LT | 1100 | 2026-07-24 | 57.52 | 2026-07-31 | 59.00 | 5.14% | 6 | 1,628.00 | 2.6% | |
| 600036 | China Merchants Bank Co., Ltd | 1600 | 2026-07-27 | 39.12 | 2026-07-31 | 39.74 | 3.65% | 5 | 992.00 | 1.6% |
| Month-To-Date Summary: | |
|---|---|
| MTD Win Trades %: | 46.2% |
| MTD Avg # Entry Trades per Day: | 2.0 |
| MTD Avg # Positions Held: | 13.5 |
| MTD Win/Loss Size Ratio: | 0.95 |
| MTD Avg Trade Duration: | 5.6 |
| MTD Strategy Performance: | -1.5% |
| MTD Baseline (000001.SS) Performance: | -6.4% |
| MTD Strategy Outperformance compared to Baseline: | 4.8% |
| Sold Today: | 601038, 600674, 603338, 600036 |
| Pending Buys: | 600588, 600398, 688111, 600064, 600298, 603589 |
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