Simulation Report (trading portfolio)

(2026-11-12 13:03:04)

Portfolio Returns

period cumret highwater maxDD avgTradeWgts avgHldPerMth annRet annStd SharpeRatio

all -0.3113 0.0000 -0.3454 0.3335 0.5903 -0.1677 0.1072 -1.5649

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 -0.1156 0.0000 -0.1593 0.3228 0.6600 -0.1346 0.1156 -1.1646

MTD Returns

month returns tradeDate returns MTD tradeDate returns MTD

202611 -3.48% 2026-10-30 0.10% 3.99% 2026-11-12 -0.43% -3.48%

202610 3.99% 2026-10-29 -0.70% 3.89% 2026-11-11 0.84% -3.07%

202609 0.79% 2026-10-28 -0.11% 4.62% 2026-11-10 -0.71% -3.87%

202608 0.95% 2026-10-27 0.46% 4.74% 2026-11-09 -0.24% -3.19%

202607 -0.44% 2026-10-26 -0.08% 4.25% 2026-11-06 -0.26% -2.96%

202606 1.62% 2026-10-23 0.41% 4.34% 2026-11-05 -2.50% -2.70%

202605 -2.61% 2026-10-22 -0.13% 3.91% 2026-11-04 0.67% -0.21%

202604 -1.86% 2026-10-21 -0.06% 4.04% 2026-11-03 -0.45% -0.87%

202603 -7.50% 2026-10-20 0.65% 4.11% 2026-11-02 -0.43% -0.43%

202602 1.74% 2026-10-19 -0.58% 3.44%

202601 -4.83% 2026-10-16 -0.71% 4.04%

202512 1.09% 2026-10-15 0.18% 4.78%

202511 -1.12% 2026-10-14 0.19% 4.59%

202510 -1.90% 2026-10-13 0.41% 4.39%

202509 -9.43% 2026-10-12 0.23% 3.97%

202508 -3.81% 2026-10-09 0.64% 3.72%

202507 -2.32% 2026-10-08 1.23% 3.06%

202506 -2.82% 2026-10-07 0.55% 1.82%

202505 0.18% 2026-10-06 -0.90% 1.26%

202504 -1.05% 2026-10-05 0.71% 2.17%

202503 5.62% 2026-10-02 0.66% 1.46%

202502 -6.71% 2026-10-01 0.80% 0.80%

202501 4.31%

Daily Returns (csv)

Daily Returns (csv)

1D P&L by Country

country totalPnLUSD proportion

AU 10,336 46.7%

HK 10,067 45.5%

KR 6,478 29.3%

ID 3,395 15.3%

NZ 1,309 5.9%

SG 341 1.5%

XH -1,801 -8.1%

MY -1,957 -8.8%

TH -5,298 -23.9%

JP -7,037 -31.8%

CN -10,586 -47.8%

TW -27,392 -123.7%

total -22,144 -100.0%

MTD P&L by Country

country totalPnLUSD proportion

XH 23,995 14.9%

ID 23,353 14.5%

MY 5,286 3.3%

IN 0 0.0%

CN -206 -0.1%

PH -1,241 -0.8%

NZ -3,954 -2.5%

AU -9,031 -5.6%

SG -11,149 -6.9%

HK -15,712 -9.8%

JP -21,770 -13.5%

TH -23,687 -14.7%

KR -57,580 -35.8%

TW -69,008 -42.9%

total -160,705 -100.0%

QTD P&L by Country

country totalPnLUSD proportion

JP 332,142 135.8%

AU 158,850 64.9%

HK 70,166 28.7%

CN 52,059 21.3%

TH 29,588 12.1%

NZ 11,731 4.8%

MY 10,066 4.1%

SG 3,841 1.6%

IN 0 0.0%

PH -42 -0.0%

ID -38,661 -15.8%

XH -47,184 -19.3%

KR -133,335 -54.5%

TW -204,631 -83.7%

total 244,591 100.0%

YTD P&L by Country

country totalPnLUSD proportion

TW 524,680 57.9%

JP 324,600 35.8%

HK 309,735 34.2%

TH 227,731 25.1%

AU 110,412 12.2%

XH 57,660 6.4%

MY 51,077 5.6%

SG 22,338 2.5%

IN 0 0.0%

NZ -43,494 -4.8%

ID -51,889 -5.7%

PH -63,040 -7.0%

KR -217,893 -24.1%

CN -2,157,915 -238.2%

total -905,999 -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 TH KR HK AU TW XH CN JP total

2024 0.0295 0.0051 0.0186 0.0324 0.0328 0.0401 0.0903 0.0000 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 0.1589 0.0971 0.1792 0.2908 0.3180 0.2613 1.4705 1.1092 4.0217

2026 0.0000 0.0135 0.0150 0.0325 0.0431 0.0632 0.1077 0.1159 0.1910 0.2860 0.3584 0.4588 0.7781 1.5371 4.0003

Country Average Gross Exposure vs GMV

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

2024 0.0074 0.0014 0.0048 0.0084 0.0085 0.0103 0.0230 0.0000 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 0.0395 0.0239 0.0446 0.0724 0.0788 0.0647 0.3659 0.2762 1.0000

2026 0.0000 0.0034 0.0038 0.0082 0.0108 0.0158 0.0269 0.0289 0.0478 0.0716 0.0896 0.1149 0.1936 0.3847 1.0000