I4CFinancial Performance Report

Performance Report - USSectors

EH Quantitative Directional Long

The strategy actively tracks a small universe of US Sector indices, 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 2023/01/10 to 2026/09/15

Overview

Annualized Returns:	11.44%	Average Win Size:	999.63
Maximum Drawdown:	9.44%	Average Loss Size:	664.28
Return over Maximum Drawdown:	1.21	Win/Loss Size Ratio:	1.50
Sharpe Ratio (Annualized):	0.93	Number of Closed and Open Positions:	388
Sortino Ratio (Annualized):	-4.13	Average Trade Value:	17,549 USD
Number of Wins:	186	Average Closed Trade Duration:	11.2 days
Number of Losses:	202	Last Session Move:	456.50 (0.30%), Baseline move: (-0.44%)
Win/Loss Count Ratio:	0.92 (48% winners)	Win Months(%)	62.2%
Includes 3 open positions with cash holdings of 92,754.82 USD Cash holdings are equivalent to 61.1% of Total Strategy Value (151,747.82 USD) at this time.

Monthly Strategy Returns (%):

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2023	-0.1	-0.5	-1.2	0.3	-1.9	0.3	0.4	-2.5	0.4	1.6	1.4	0.4	-1.4
2024	-4.7	1.8	0.3	2.6	0.8	-0.1	0	12.3	1.5	2.3	1.1	-1.6	16.3
2025	2.1	-1.8	-2.3	11.7	-0.2	3.3	2.3	-2.2	2.1	8.7	2.8	-5.8	20.7
2026	-0.4	1.1	5.5	0.7	6.2	0.3	0.1	-1.2	-2.8	0	0	0	9.5

Open Positions:

Symbol	Name	Entry Date	# Shares	Entry Price	Present Price	Move	Max Move	Days Held	Price	Trailing Stop	Profit	Annualized
OKTA	Okta, Inc.	2026-08-28	100	172.20	190.45	10.59%	10.59%	12		190.45 (0%)	1,825.00	211.9%
PARR	Par Pacific Holdings, Inc. Comm	2026-09-04	300	80.74	83.60	3.54%	6.20%	7		80.246 (4%)	858.00	121.4%
NEM	Newmont Corporation	2026-09-08	100	126.53	124.19	-1.84%	1.23%	6		121.468 (2.2%)	-234.00	-73.9%
							Total Value (USD) of 3 Open Positions:			56,544.00	2,449.00	158.2%

Closed Month-To-Date Performance:

Symbol	Name	# Shares	Buy Date	Buy Price	Sell Date	Sell Price	Max Move	Duration	Profit	ROI
SSRM	SSR Mining Inc.	700	2026-08-26	38.41	2026-09-01	35.97	2.55%	5	-1,708.00	-6.4%
CVSA	Covista Inc.	100	2026-08-27	137.18	2026-09-03	130.00	2.55%	6	-718.00	-5.2%
EAT	Brinker International, Inc.	100	2026-09-02	233.98	2026-09-11	214.22	0.00%	7	-1,976.00	-8.4%
XLE	Energy Select Sector SPDR Fund	300	2026-08-31	63.80	2026-09-14	65.25	3.38%	10	435.00	2.3%
XLF	Financial Select Sector SPDR Fund	400	2026-09-04	58.04	2026-09-14	57.19	0.89%	6	-340.00	-1.5%
NEXA	Nexa Resources S.A.	1200	2026-09-08	14.45	2026-09-14	13.01	0.00%	5	-1,728.00	-10%
LITE	Lumentum Holdings Inc.	15	2026-09-09	945.59	2026-09-14	851.03	3.48%	4	-1,418.40	-10%

Month-To-Date Summary:
MTD Win Trades %:	14.2%
MTD Avg # Entry Trades per Day:	0.4
MTD Avg # Positions Held:	4.9
MTD Win/Loss Size Ratio:	0.33
MTD Avg Trade Duration:	6.1
MTD Strategy Performance:	-2.7%
MTD Baseline (^GSPC) Performance:	-1.3%
MTD Strategy Outperformance compared to Baseline:	-1.4%
Sold Today:
Pending Buys:	MFC

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