Simulation Report (trading portfolio)

(2026-09-14 13:02:23)

Portfolio Returns

period cumret highwater maxDD avgTradeWgts avgHldPerMth annRet annStd SharpeRatio

all -0.3244 0.0000 -0.3454 0.3343 0.5907 -0.1918 0.1073 -1.7878

2024 -0.0576 0.0000 -0.0976 0.3080 0.5940 -0.2035 0.1247 -1.6325

2025 -0.1737 0.0374 -0.2121 0.3499 0.5374 -0.1863 0.0938 -1.9866

2026 -0.1324 0.0000 -0.1593 0.3225 0.6799 -0.1948 0.1179 -1.6529

MTD Returns

month returns tradeDate returns MTD tradeDate returns MTD

202609 -0.76% 2026-08-31 1.05% 0.95% 2026-09-14 0.70% -0.76%

202608 0.95% 2026-08-28 0.42% -0.10% 2026-09-11 0.22% -1.45%

202607 -0.44% 2026-08-27 -0.94% -0.52% 2026-09-10 0.04% -1.67%

202606 1.62% 2026-08-26 0.18% 0.42% 2026-09-09 0.20% -1.71%

202605 -2.61% 2026-08-25 0.11% 0.24% 2026-09-08 -0.99% -1.91%

202604 -1.86% 2026-08-24 0.23% 0.14% 2026-09-07 -0.18% -0.93%

202603 -7.50% 2026-08-21 -0.40% -0.09% 2026-09-04 0.31% -0.75%

202602 1.74% 2026-08-20 -1.79% 0.31% 2026-09-03 -0.79% -1.06%

202601 -4.83% 2026-08-19 0.23% 2.14% 2026-09-02 -0.48% -0.27%

202512 1.09% 2026-08-18 0.07% 1.90% 2026-09-01 0.21% 0.21%

202511 -1.12% 2026-08-17 0.41% 1.83%

202510 -1.90% 2026-08-14 -0.45% 1.41%

202509 -9.43% 2026-08-13 -0.25% 1.87%

202508 -3.81% 2026-08-12 -0.85% 2.13%

202507 -2.32% 2026-08-11 -0.06% 3.01%

202506 -2.82% 2026-08-10 -0.01% 3.07%

202505 0.18% 2026-08-07 0.28% 3.08%

202504 -1.05% 2026-08-06 -0.11% 2.80%

202503 5.62% 2026-08-05 0.13% 2.91%

202502 -6.71% 2026-08-04 0.99% 2.78%

202501 4.31% 2026-08-03 1.77% 1.77%

202412 2.94%

202411 -2.92%

Daily Returns (csv)

Daily Returns (csv)

1D P&L by Country

country totalPnLUSD proportion

KR 28,913 39.1%

CN 19,034 25.8%

AU 15,423 20.9%

XH 6,907 9.4%

SG 3,175 4.3%

NZ 3,132 4.2%

ID 2,913 3.9%

TW 1,814 2.5%

TH 1,366 1.8%

PH 199 0.3%

HK -1,947 -2.6%

JP -2,209 -3.0%

MY -4,864 -6.6%

total 73,856 100.0%

MTD P&L by Country

country totalPnLUSD proportion

AU 73,491 92.8%

HK 33,290 42.0%

KR 31,172 39.4%

TH 16,078 20.3%

XH 14,765 18.6%

SG 9,603 12.1%

NZ 4,234 5.3%

IN 0 0.0%

PH -4,828 -6.1%

ID -9,203 -11.6%

MY -15,665 -19.8%

CN -25,122 -31.7%

TW -77,734 -98.2%

JP -129,274 -163.2%

total -79,193 -100.0%

QTD P&L by Country

country totalPnLUSD proportion

CN 174,776 1034.8%

TW 164,310 972.8%

TH 109,871 650.5%

ID 85,214 504.5%

MY 34,050 201.6%

HK 13,703 81.1%

SG 9,122 54.0%

NZ 2,680 15.9%

IN 0 0.0%

PH -11,247 -66.6%

KR -17,460 -103.4%

XH -19,416 -115.0%

AU -152,357 -902.1%

JP -410,136 -2428.3%

total -16,890 -100.0%

YTD P&L by Country

country totalPnLUSD proportion

TW 644,055 49.0%

HK 242,142 18.4%

TH 230,895 17.6%

XH 57,781 4.4%

MY 44,901 3.4%

ID 30,633 2.3%

IN 0 0.0%

KR -5,078 -0.4%

SG -7,666 -0.6%

AU -48,471 -3.7%

PH -51,386 -3.9%

NZ -56,075 -4.3%

JP -230,948 -17.6%

CN -2,165,115 -164.7%

total -1,314,333 -100.0%

Memo

tau=40, gamma=15, maxRisk=0.1, maxLeverage=4.0

Cumulative Returns	Period Returns	Drawdown (Month-end)

Trade Weight	Costs	TCost Breakdown

Net Exposures	Gross Exposures

Country Net Exp	Industry Net Exp	Size Net Exp

Country Gross Exp	Industry Gross Exp	Size Gross Exp

Number of Positions	Expected Returns	Ex-Ante Risk

Country Average Gross Exposure vs AUM

year IN PH NZ ID MY SG KR TH HK AU TW XH CN JP total

2024 0.0295 0.0051 0.0186 0.0324 0.0328 0.0401 0.0000 0.0903 0.1659 0.2525 0.2462 0.1308 1.9503 0.9220 3.9087

2025 0.0277 0.0045 0.0148 0.0184 0.0169 0.0551 0.0971 0.1589 0.1792 0.2908 0.3180 0.2613 1.4705 1.1092 4.0217

2026 0.0000 0.0142 0.0152 0.0295 0.0446 0.0617 0.0616 0.1090 0.1906 0.2886 0.3522 0.4583 0.8024 1.5545 3.9824

Country Average Gross Exposure vs GMV

year IN PH NZ ID MY SG KR TH HK AU TW XH CN JP total

2024 0.0074 0.0014 0.0048 0.0084 0.0085 0.0103 0.0000 0.0230 0.0424 0.0644 0.0633 0.0337 0.4994 0.2350 1.0000

2025 0.0069 0.0011 0.0037 0.0046 0.0042 0.0137 0.0239 0.0395 0.0446 0.0724 0.0788 0.0647 0.3659 0.2762 1.0000

2026 0.0000 0.0036 0.0038 0.0075 0.0112 0.0155 0.0157 0.0273 0.0479 0.0725 0.0885 0.1153 0.2002 0.3908 1.0000