Performance Report - US

EH Quantitative Directional Long

The strategy actively trades a universe of US 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 2024/05/28 to 2026/07/31

Overview

Annualized Returns: 82.69% Average Win Size: 1,100.37
Maximum Drawdown: 15.86% Average Loss Size: 685.03
Return over Maximum Drawdown: 5.21 Win/Loss Size Ratio: 1.61
Sharpe Ratio (Annualized): 4.10 Number of Closed and Open Positions: 1424
Sortino Ratio (Annualized): -4.64 Average Trade Value: 12,279 USD
Number of Wins: 711 Average Closed Trade Duration: 6.3 days
Number of Losses: 713 Last Session Move: -1,024.50 (-0.25%), Baseline move: (0.70%)
Win/Loss Count Ratio: 1.00 (50% winners) Win Months(%) 74.1%
Includes 15 open positions with cash holdings of 179,677.35 USD

Cash holdings are equivalent to 45.5% of Total Strategy Value (394,917.85 USD) at this time.

Monthly Strategy Returns (%):

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2024 0 0 0 0 2 -1 1.3 2.8 -0.3 2.5 18 12.1 37.4
2025 7.9 -3 -9.7 8.1 5.3 8.5 6.5 19.4 11.5 3.9 12.5 2.4 73.3
2026 15.1 3.3 -0.1 9.6 7.6 -1.3 -2.8 0 0 0 0 0 31.4

Open Positions:

Symbol Name Entry Date # Shares Entry Price Present Price Move Max Move Days HeldPrice Trailing Stop Profit Annualized
CORTCorcept Therapeutics Incorporated2026-07-2210095.18114.4920.28%24.31%8 109.33 (4.5%)1,931.00608.6%
AAgilent Technologies Inc2026-07-24100140.46138.37-1.48%0.05%6 136.372 (1.4%)-209.00-59.5%
ITWIllinois Tool Works Inc2026-07-2850298.71286.95-3.93%0.00%4 281.462 (1.9%)-588.00-236.2%
RTXRaytheon Technologies Corp2026-07-2850220.99215.22-2.61%0.00%4 209.419 (2.7%)-288.50-156.6%
INCYIncyte Corporation2026-07-29100128.87119.52-7.25%0.82%3 117.80 (1.4%)-935.00-580.4%
ALLAllstate Corp2026-07-2950271.00264.08-2.55%1.25%3 257.234 (2.6%)-346.00-204.2%
NUENucor Corp2026-07-2950268.94257.29-4.33%0.00%3 238.527 (7.3%)-582.50-346.5%
IQVIQVIA Holdings, Inc.2026-07-2950241.79235.02-2.79%2.38%3 226.388 (3.7%)-338.50-224.0%
BXPBoston Properties, Inc2026-07-3020073.6870.12-4.83%0.00%2 66.805 (4.7%)-712.00-579.8%
CPAYCorpay, Inc.2026-07-3050389.55382.11-1.90%0.84%2 364.945 (4.5%)-372.00-229.1%
PAYXPaychex Inc2026-07-30100119.06116.84-1.86%2.57%2 106.912 (8.5%)-222.00-223.7%
GLGlobe Life Inc2026-07-31100181.81182.250.24%0.64%1 171.190 (6.1%)44.0058.0%
SWKStanley Black & Decker Inc2026-07-3120095.5794.58-1.03%0.00%1 86.447 (8.6%)-198.00-248.6%
ICEIntercontinental Exchange Inc2026-07-31100155.02152.48-1.63%0.80%1 142.434 (6.6%)-254.00-393.2%
REGNRegeneron Pharmaceuticals Inc2026-07-3125726.69762.634.94%4.94%1 710.845 (6.8%)898.501,186.9%
Total Value (USD) of 15 Open Positions:216,434.25-2,172.00-31.6%

Closed Month-To-Date Performance:

Symbol Name # Shares Buy Date Buy Price Sell Date Sell Price Max Move DurationPrice Profit ROI
CAHCardinal Health Inc1002026-06-17226.002026-07-01238.306.16%10 1,230.005.4%
KLACKLA-Tencor Corporation502026-06-22265.612026-07-01283.6613.59%8 902.506.8%
GLGlobe Life Inc1002026-06-18172.282026-07-02180.945.28%10 866.005%
TRVGTrivago NV34002026-06-224.612026-07-025.4118.65%9 2,720.0017.4%
GEVGE Vernova Inc.102026-06-221,130.042026-07-021,126.033.96%9 -40.10-0.4%
AMATApplied Materials Inc252026-06-30697.502026-07-02629.873.65%3 -1,690.75-9.7%
LRCXLam Research Corp502026-07-01404.972026-07-02371.247.00%2 -1,686.50-8.3%
WSTWest Pharmaceutical Services Inc502026-06-26345.362026-07-06361.265.99%6 795.004.6%
DALDelta Air Lines Inc2002026-06-2591.462026-07-0790.923.78%8 -108.00-0.6%
SPGSimon Property Group, Inc.1002026-06-26226.902026-07-08222.900.29%8 -400.00-1.8%
TRSTTrustCo Bank Corp NY3002026-06-2954.352026-07-0854.193.10%7 -48.00-0.3%
DVADaVita HealthCare Partners Inc1002026-06-29217.592026-07-08232.889.80%7 1,529.007%
PANWPalo Alto Networks Inc502026-07-02351.492026-07-08328.702.38%4 -1,139.50-6.5%
CORTCorcept Therapeutics Incorporated2002026-06-3087.612026-07-1092.277.33%8 932.005.3%
MRNAModerna Inc2002026-07-0678.552026-07-1072.504.51%5 -1,210.00-7.7%
AXONAxon Enterprise Inc.252026-07-07637.722026-07-10573.950.42%4 -1,594.25-10%
CRWDCrowdStrike Holdings, Inc.1002026-07-07200.692026-07-13187.910.00%5 -1,278.00-6.4%
HUMHumana Inc502026-07-01395.672026-07-15407.784.18%10 605.503.1%
FFIVF5 Networks Inc502026-07-02422.372026-07-15427.712.73%9 267.001.3%
AIZAssurant Inc502026-07-06280.112026-07-15273.920.59%8 -309.50-2.2%
CRLCharles River Laboratories1002026-07-06227.592026-07-15230.263.25%8 267.001.2%
PSXPhillips 661002026-07-09188.982026-07-15198.266.59%5 928.004.9%
STTState Street Corp1002026-07-08179.002026-07-16186.484.63%7 748.004.2%
HOODRobinhood Markets Inc1002026-07-09112.232026-07-16110.086.17%6 -215.00-1.9%
DELLDell Technologies Inc252026-07-10449.112026-07-16404.202.30%5 -1,122.75-10%
NTRSNorthern Trust Corporation1002026-07-13182.762026-07-16189.734.57%4 697.003.8%
BNYBlackRock New York Municipal Income Trust1002026-07-07150.152026-07-17157.798.39%9 764.005.1%
ANETArista Networks1002026-07-13186.262026-07-17168.610.37%5 -1,765.00-9.5%
TROWT. Rowe Price Group Inc1002026-07-08119.772026-07-20117.250.32%9 -252.00-2.1%
AJGArthur J Gallagher & Co502026-07-09254.152026-07-20253.662.78%8 -24.50-0.2%
CORCencora, Inc.502026-07-09306.412026-07-21303.071.03%9 -167.00-1.1%
BBYBest Buy Co Inc2002026-07-1382.272026-07-2185.224.41%7 590.003.6%
EXPDExpeditors International of Washington Inc1002026-07-14175.362026-07-22178.174.24%7 281.001.6%
DDOGDatadog Inc502026-07-15274.002026-07-22248.770.00%6 -1,261.50-9.2%
MPCMarathon Petroleum Corp502026-07-10286.322026-07-23317.8414.09%10 1,576.0011%
GLGlobe Life Inc1002026-07-13180.242026-07-23171.083.06%9 -916.00-5.1%
METMetLife Inc1002026-07-1492.762026-07-2392.661.33%8 -10.00-0.1%
XYZBlock, Inc.2002026-07-1682.112026-07-2377.080.00%6 -1,006.00-6.1%
ESSEssex Property Trust, Inc.502026-07-14297.902026-07-27291.870.71%10 -301.50-2%
ADMArcher-Daniels-Midland Company1002026-07-2084.612026-07-2784.433.20%6 -18.00-0.2%
CVLGCovenant Logistics Group Inc3002026-07-2148.872026-07-2746.192.06%5 -804.00-5.5%
JPMJPMorgan Chase & Co502026-07-16349.282026-07-29352.162.46%10 144.000.8%
CFGCitizens Financial Group Inc2002026-07-1773.892026-07-2971.720.69%9 -434.00-2.9%
TRSTTrustCo Bank Corp NY2002026-07-2355.292026-07-2956.914.70%5 324.002.9%
CSXCSX Corporation3002026-07-2452.772026-07-2950.741.57%4 -609.00-3.8%
PYPLPayPal Holdings, Inc.3002026-07-1655.412026-07-3057.655.30%11 672.004%
CTASCintas Corporation1002026-07-17207.172026-07-30210.684.51%10 351.001.7%
MTBM&T Bank Corp502026-07-17252.252026-07-30249.130.70%10 -156.00-1.2%
FRTFederal Realty Investment Trust1002026-07-20126.352026-07-30125.101.15%9 -125.00-1%
VLOValero Energy Corporation502026-07-21315.962026-07-30311.711.04%8 -212.50-1.3%
PSXPhillips 66502026-07-21210.882026-07-30210.602.42%8 -14.00-0.1%
CVSCVS Health Corp1002026-07-22110.232026-07-30105.220.33%7 -501.00-4.5%
TRVThe Travelers Companies Inc502026-07-23374.002026-07-30386.276.20%6 613.503.3%
USBU.S. Bancorp2002026-07-2363.732026-07-3063.121.16%6 -122.00-1%
WRBW. R. Berkley Corp2002026-07-2473.522026-07-3074.193.89%5 134.000.9%
PRUPrudential Financial Inc1002026-07-17117.732026-07-31122.295.26%11 456.003.9%

Month-To-Date Summary:
MTD Win Trades %:42.8%
MTD Avg # Entry Trades per Day:1.9
MTD Avg # Positions Held:15.2
MTD Win/Loss Size Ratio:1.25
MTD Avg Trade Duration:7.2
MTD Strategy Performance:-2.8%
MTD Baseline (^GSPC) Performance:-0.1%
MTD Strategy Outperformance compared to Baseline:-2.6%
Sold Today:PRU
Pending Buys:ZBRA, DXCM, ADP, HPQ

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