********************************************************************************
Costs report produced on 21/05/2026 21:32 from 13/09/2025 21:32 to 21/05/2026 21:32
********************************************************************************
Cost calculations: Costs shown are expected costs per trade in Sharpe Ratio (SR) units and are calculated as follows: percentage_cost / avg_annual_vol_perc
********************************************************************************
Costs *including* BOTH spreads and commissions
********************************************************************************
============================================================
SR costs (using stored slippage)
============================================================
percentage_cost avg_annual_vol_perc SR_cost
LUMBER-new 0.00092 0.14295 0.00640
RICE 0.00121 0.20452 0.00593
OATIES 0.00175 0.31018 0.00564
SOFR 0.00004 0.00902 0.00442
OJ* 0.00242 0.61370 0.00395
EURIBOR-ICE 0.00003 0.00908 0.00372
VIX* 0.00123 0.34220 0.00361
SHATZ 0.00004 0.01554 0.00271
JGB-SGX-mini 0.00009 0.04052 0.00219
GAS_US_mini* 0.00085 0.40771 0.00208
MXP* 0.00019 0.09281 0.00208
CAD* 0.00009 0.04114 0.00208
CORN 0.00041 0.19611 0.00207
SUGAR11* 0.00049 0.26228 0.00185
US2 0.00003 0.01446 0.00183
ROBUSTA 0.00056 0.33036 0.00171
US10* 0.00009 0.05146 0.00170
BOBL 0.00006 0.03628 0.00167
US20 0.00016 0.09439 0.00165
CANOLA* 0.00031 0.19439 0.00161
BITCOIN 0.00042 0.27655 0.00153
SOYMEAL 0.00028 0.18655 0.00147
LEANHOG* 0.00025 0.17257 0.00147
US30* 0.00015 0.10508 0.00144
US5* 0.00005 0.03511 0.00142
US10U* 0.00009 0.06339 0.00135
COFFEE 0.00039 0.31413 0.00125
SOYBEAN* 0.00019 0.15763 0.00121
PALLAD 0.00050 0.42591 0.00118
BUXL* 0.00012 0.11593 0.00107
BUND 0.00006 0.05793 0.00098
WHEAT 0.00031 0.32388 0.00096
GBP* 0.00007 0.07234 0.00093
REDWHEAT 0.00031 0.34414 0.00091
COCOA* 0.00049 0.55054 0.00089
SOYOIL 0.00024 0.27166 0.00087
NZD 0.00009 0.09865 0.00087
FEEDCOW* 0.00016 0.18936 0.00087
DX 0.00005 0.05815 0.00087
SMI 0.00012 0.14031 0.00086
CHF* 0.00006 0.07078 0.00085
OAT* 0.00006 0.07042 0.00084
SP400 0.00015 0.18327 0.00083
JPY* 0.00007 0.08338 0.00080
AUD 0.00008 0.09494 0.00079
LIVECOW* 0.00013 0.16458 0.00079
BTP* 0.00006 0.07836 0.00076
COTTON2 0.00024 0.33743 0.00070
EUR 0.00004 0.05764 0.00067
CAC 0.00012 0.17870 0.00066
EUROSTX* 0.00012 0.20307 0.00060
SILVER-mini 0.00040 0.68077 0.00059
CRUDE_W* 0.00019 0.38992 0.00049
RUSSELL 0.00009 0.22406 0.00042
GASOIL 0.00040 1.17369 0.00034
DOW* 0.00005 0.14100 0.00033
COPPER* 0.00010 0.33729 0.00030
PLAT 0.00014 0.47536 0.00029
DAX* 0.00006 0.19068 0.00029
GASOLINE* 0.00016 0.55411 0.00029
SP500_micro* 0.00004 0.13376 0.00028
HEATOIL 0.00024 0.91068 0.00027
GOLD_micro* 0.00005 0.23888 0.00019
NIKKEI* 0.00006 0.33708 0.00018
NASDAQ_micro* 0.00002 0.19021 0.00011
* indicates currently held position
********************************************************************************
Costs *excluding* spreads, COMMISSION ONLY
********************************************************************************
============================================================
SR costs (using stored slippage)
============================================================
percentage_cost avg_annual_vol_perc SR_cost
SHATZ 0.00002 0.01554 0.00121
BITCOIN 0.00032 0.27655 0.00117
MXP* 0.00009 0.09281 0.00099
SOFR 0.00001 0.00902 0.00097
LUMBER-new 0.00013 0.14295 0.00091
EURIBOR-ICE 0.00001 0.00908 0.00090
CANOLA* 0.00017 0.19439 0.00088
CAD* 0.00003 0.04114 0.00082
CORN 0.00013 0.19611 0.00065
SUGAR11* 0.00017 0.26228 0.00064
RICE 0.00012 0.20452 0.00057
OATIES 0.00017 0.31018 0.00055
SOYMEAL 0.00010 0.18655 0.00052
US2 0.00001 0.01446 0.00050
BOBL 0.00002 0.03628 0.00047
NZD 0.00004 0.09865 0.00042
GBP* 0.00003 0.07234 0.00041
LEANHOG* 0.00007 0.17257 0.00040
US5* 0.00001 0.03511 0.00040
DX 0.00002 0.05815 0.00039
AUD 0.00004 0.09494 0.00039
GAS_US_mini* 0.00015 0.40771 0.00036
JPY* 0.00003 0.08338 0.00035
SOYBEAN* 0.00005 0.15763 0.00034
SOYOIL 0.00009 0.27166 0.00034
VIX* 0.00011 0.34220 0.00031
WHEAT 0.00010 0.32388 0.00030
US10* 0.00001 0.05146 0.00029
EUR 0.00002 0.05764 0.00029
REDWHEAT 0.00010 0.34414 0.00029
BUND 0.00002 0.05793 0.00027
ROBUSTA 0.00008 0.33036 0.00025
COTTON2 0.00008 0.33743 0.00024
OAT* 0.00002 0.07042 0.00024
US10U* 0.00001 0.06339 0.00023
SMI 0.00003 0.14031 0.00023
RUSSELL 0.00005 0.22406 0.00022
CHF* 0.00002 0.07078 0.00022
BTP* 0.00002 0.07836 0.00021
LIVECOW* 0.00003 0.16458 0.00020
DOW* 0.00003 0.14100 0.00019
EUROSTX* 0.00004 0.20307 0.00018
US20 0.00002 0.09439 0.00016
JGB-SGX-mini 0.00001 0.04052 0.00016
BUXL* 0.00002 0.11593 0.00015
OJ* 0.00009 0.61370 0.00015
US30* 0.00002 0.10508 0.00015
CAC 0.00003 0.17870 0.00014
SP500_micro* 0.00002 0.13376 0.00014
CRUDE_W* 0.00004 0.38992 0.00009
FEEDCOW* 0.00002 0.18936 0.00009
COCOA* 0.00005 0.55054 0.00009
DAX* 0.00002 0.19068 0.00009
COFFEE 0.00003 0.31413 0.00008
GOLD_micro* 0.00002 0.23888 0.00008
NASDAQ_micro* 0.00001 0.19021 0.00006
PLAT 0.00003 0.47536 0.00006
COPPER* 0.00002 0.33729 0.00005
GASOLINE* 0.00003 0.55411 0.00005
GASOIL 0.00006 1.17369 0.00005
PALLAD 0.00002 0.42591 0.00004
SP400 0.00001 0.18327 0.00004
HEATOIL 0.00003 0.91068 0.00004
NIKKEI* 0.00001 0.33708 0.00002
SILVER-mini 0.00001 0.68077 0.00002
* indicates currently held position
********************************************************************************
Costs *excluding* commissions, SPREADS ONLY
********************************************************************************
============================================================
SR costs (using stored slippage)
============================================================
percentage_cost avg_annual_vol_perc SR_cost
LUMBER-new 0.00079 0.14295 0.00549
RICE 0.00110 0.20452 0.00537
OATIES 0.00158 0.31018 0.00509
OJ* 0.00233 0.61370 0.00380
SOFR 0.00003 0.00902 0.00344
VIX* 0.00113 0.34220 0.00329
EURIBOR-ICE 0.00003 0.00908 0.00282
JGB-SGX-mini 0.00008 0.04052 0.00203
GAS_US_mini* 0.00070 0.40771 0.00172
SHATZ 0.00002 0.01554 0.00151
US20 0.00014 0.09439 0.00149
ROBUSTA 0.00048 0.33036 0.00146
CORN 0.00028 0.19611 0.00142
US10* 0.00007 0.05146 0.00141
US2 0.00002 0.01446 0.00133
US30* 0.00014 0.10508 0.00129
CAD* 0.00005 0.04114 0.00126
SUGAR11* 0.00032 0.26228 0.00121
BOBL 0.00004 0.03628 0.00120
COFFEE 0.00037 0.31413 0.00117
PALLAD 0.00048 0.42591 0.00114
US10U* 0.00007 0.06339 0.00112
MXP* 0.00010 0.09281 0.00110
LEANHOG* 0.00018 0.17257 0.00107
US5* 0.00004 0.03511 0.00102
SOYMEAL 0.00018 0.18655 0.00096
BUXL* 0.00011 0.11593 0.00092
SOYBEAN* 0.00014 0.15763 0.00087
COCOA* 0.00044 0.55054 0.00080
SP400 0.00014 0.18327 0.00079
FEEDCOW* 0.00015 0.18936 0.00077
CANOLA* 0.00014 0.19439 0.00073
BUND 0.00004 0.05793 0.00070
WHEAT 0.00021 0.32388 0.00066
CHF* 0.00005 0.07078 0.00064
SMI 0.00009 0.14031 0.00063
REDWHEAT 0.00022 0.34414 0.00063
OAT* 0.00004 0.07042 0.00060
LIVECOW* 0.00010 0.16458 0.00059
SILVER-mini 0.00039 0.68077 0.00057
BTP* 0.00004 0.07836 0.00055
SOYOIL 0.00015 0.27166 0.00054
GBP* 0.00004 0.07234 0.00052
CAC 0.00009 0.17870 0.00052
DX 0.00003 0.05815 0.00048
COTTON2 0.00015 0.33743 0.00045
JPY* 0.00004 0.08338 0.00045
NZD 0.00004 0.09865 0.00045
EUROSTX* 0.00009 0.20307 0.00042
AUD 0.00004 0.09494 0.00041
CRUDE_W* 0.00015 0.38992 0.00039
EUR 0.00002 0.05764 0.00038
BITCOIN 0.00010 0.27655 0.00036
GASOIL 0.00035 1.17369 0.00030
COPPER* 0.00008 0.33729 0.00024
GASOLINE* 0.00013 0.55411 0.00024
PLAT 0.00011 0.47536 0.00024
HEATOIL 0.00021 0.91068 0.00023
DAX* 0.00004 0.19068 0.00020
RUSSELL 0.00004 0.22406 0.00020
NIKKEI* 0.00005 0.33708 0.00015
SP500_micro* 0.00002 0.13376 0.00014
DOW* 0.00002 0.14100 0.00014
GOLD_micro* 0.00003 0.23888 0.00012
NASDAQ_micro* 0.00001 0.19021 0.00005
* indicates currently held position
********************************************************************************
END OF REPORT
********************************************************************************