auantconnect® strategy Reporte Weekly Sector oation |_ Strategy Description backtest best Key Statistics Monthly Returns ftie Days 7519 Drawn om = Tumover * Probabilistic S& 3% a ace 127% Shape avo or Markets Eauty Information Fato oz Trade er Day 00 srateay capaci 480) ow Cumulative Returns eee ; sono = elle! Returns Per Trade Asset Allocation iL me E ci ' E 5 ' Drawdownauantconnect® strategy Report Summary: Weekly Sector oation Daily Returns 10.0%- 5.0% 0.0% lela \ 5.0% ~10.0%- Jan 3004 Jan 3008 Jan 2012 jan 3016 Jan 2020 Jan 3024 Rolling Portfolio Beta st ae = anos be Soa pelos pa lone an Sexo we Sone Rolling Sharpe Ratio ‘an ooe a Sos pn don2 pa Foxe wn Sono andoae Leverage me deoe tan Sone se o.2 anos an So20 Long-Short Exposure aa 3eat sn Zone ‘se z012 ‘an 306 an 3020auantconnect® strategy Report Summary: Weekly Sector oation U.S. Housing Bubble 2003 Global Financial Crisis 2007 Flash Crash 2010 5 bad CPP PPPOE ES Fukushima Meltdown 2011 US. Credit Downgrade 2011 ECBIR Event 2012 European Debt Crisis 2014 Market Sell-ff 2015, Recovery 2010-2012 [New Normal 2014-2019 COVID-19 Pandemic 2020