Period: 2026-02-07~ 2026-02-13 (Friday close basis) Current Regime: UP Asset Allocation: SPYM: 56% SPXL: 14% SGOV: 30% Action This Week: None ※This section records execution facts, not opinions. Performance Summary: MTS( $ ) SPY( $ ) Alpha( $ ) MTS(￦) SPY(￦) Alpha(￦) Weekly Return -1.11% -1.28% +0.17% -2.63% -2.80% +0.17% YTD Return -1.96% -1.78% -0.18% -3.05% -2.87% -0.18% Current Drawdown -1.96% -1.78% -0.18% -3.90% -3.61% -0.29% ※Performance is reported for record-ke

Reporting Period: January 5 – January 30, 2026(Friday close basis) 1. Monthly Overview January was the first full month of 2026 operations under the MTS framework.From a regime perspective, the month was remarkably stable. Starting Regime: UP Ending Regime: UP Regime Changes: 0 Final YTD Return (MTS $): -0.86% Final YTD Return (SPY $): -0.50% Alpha vs SPY ($): -0.36% Maximum Drawdown (MTS $): -0.86% Although the portfolio experienced a modest negative return, the system behav

Period: 2026-01-31~ 2026-02-06 (Friday close basis) Current Regime: UP Asset Allocation: SPYM: 56% SPXL: 14% SGOV: 30% Action This Week: None ※This section records execution facts, not opinions. Performance Summary: MTS( $ ) SPY( $ ) Alpha( $ ) MTS(￦) SPY(￦) Alpha(￦) Weekly Return -0.36% -0.20% -0.16% +0.53% +0.70% -0.17% YTD Return -0.86% -0.50% -0.36% -0.43% -0.06% -0.37% Current Drawdown -0.86% -0.50% -0.36% -1.31% -0.83% -0.48% ※Performance is reported for record-ke