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Costs report produced on 23/12/2025 21:34 from 17/04/2025 21:34 to 23/12/2025 21:34
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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
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Costs *including* BOTH spreads and commissions
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SR costs (using stored slippage)
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percentage_cost avg_annual_vol_perc SR_cost
JGB-SGX-mini 0.15382 0.02721 5.65374
OATIES 0.00238 0.23731 0.01003
RICE* 0.00117 0.18742 0.00625
EURIBOR-ICE 0.00003 0.00588 0.00575
SOFR 0.00004 0.00700 0.00570
LUMBER-new 0.00087 0.15551 0.00562
SHATZ 0.00004 0.00770 0.00545
OJ* 0.00249 0.53486 0.00465
VIX* 0.00118 0.27687 0.00426
CORN 0.00040 0.10008 0.00398
MXP* 0.00021 0.07350 0.00281
BOBL 0.00006 0.02336 0.00260
US2 0.00003 0.01134 0.00233
US10 0.00009 0.03861 0.00227
SUGAR11* 0.00045 0.20796 0.00218
COTTON2* 0.00024 0.11254 0.00216
WHEAT* 0.00030 0.14663 0.00205
US20 0.00015 0.07598 0.00204
GAS_US_mini 0.00107 0.53728 0.00198
LEANHOG* 0.00038 0.19945 0.00191
SOYBEAN* 0.00020 0.10535 0.00185
US5 0.00005 0.02734 0.00183
US10U 0.00009 0.04847 0.00178
REDWHEAT* 0.00032 0.17966 0.00178
CANOLA* 0.00033 0.19749 0.00168
US30* 0.00015 0.09442 0.00159
SOYMEAL 0.00027 0.16986 0.00157
COCOA* 0.00062 0.41882 0.00149
CAD 0.00007 0.04780 0.00144
ROBUSTA 0.00048 0.33667 0.00142
BUND* 0.00006 0.04086 0.00136
SOYOIL* 0.00025 0.19091 0.00134
OAT* 0.00006 0.04504 0.00130
NZD 0.00010 0.07577 0.00128
BTP 0.00006 0.04689 0.00127
BUXL* 0.00012 0.09577 0.00124
GBP* 0.00007 0.06016 0.00114
BITCOIN 0.00043 0.37702 0.00114
SMI 0.00011 0.10113 0.00114
AUD 0.00008 0.07124 0.00110
CAC 0.00012 0.10803 0.00110
SILVER-mini* 0.00050 0.45592 0.00109
COFFEE 0.00037 0.34495 0.00107
EUROSTX* 0.00013 0.12224 0.00103
SP400* 0.00016 0.15863 0.00101
CRUDE_W 0.00020 0.19442 0.00101
CHF* 0.00006 0.06404 0.00098
PALLAD 0.00050 0.51644 0.00097
GASOIL* 0.00028 0.29476 0.00096
DX 0.00005 0.05293 0.00093
FEEDCOW* 0.00018 0.21215 0.00087
EUR 0.00004 0.04908 0.00081
JPY* 0.00007 0.08643 0.00075
GASOLINE* 0.00015 0.20940 0.00073
LIVECOW 0.00014 0.18854 0.00073
HEATOIL* 0.00020 0.29974 0.00066
RUSSELL 0.00010 0.20348 0.00050
DAX 0.00006 0.11856 0.00048
COPPER* 0.00011 0.23878 0.00046
DOW 0.00005 0.12000 0.00040
SP500_micro* 0.00004 0.12874 0.00031
PLAT* 0.00015 0.50591 0.00030
NIKKEI* 0.00007 0.23918 0.00029
GOLD_micro 0.00005 0.18812 0.00026
NASDAQ_micro* 0.00002 0.18381 0.00013
* indicates currently held position
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Costs *excluding* spreads, COMMISSION ONLY
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SR costs (using stored slippage)
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percentage_cost avg_annual_vol_perc SR_cost
SHATZ 0.00002 0.00770 0.00242
EURIBOR-ICE 0.00001 0.00588 0.00139
MXP* 0.00010 0.07350 0.00133
SOFR 0.00001 0.00700 0.00126
CORN 0.00013 0.10008 0.00125
CANOLA* 0.00018 0.19749 0.00092
BITCOIN 0.00031 0.37702 0.00081
LUMBER-new 0.00012 0.15551 0.00080
COTTON2* 0.00009 0.11254 0.00076
SUGAR11* 0.00016 0.20796 0.00076
BOBL 0.00002 0.02336 0.00073
CAD 0.00003 0.04780 0.00071
OATIES 0.00017 0.23731 0.00070
US2 0.00001 0.01134 0.00064
WHEAT* 0.00009 0.14663 0.00064
RICE* 0.00011 0.18742 0.00060
REDWHEAT* 0.00010 0.17966 0.00056
NZD 0.00004 0.07577 0.00056
SOYMEAL 0.00009 0.16986 0.00055
AUD 0.00004 0.07124 0.00054
SOYBEAN* 0.00006 0.10535 0.00053
SOYOIL* 0.00010 0.19091 0.00051
US5 0.00001 0.02734 0.00051
GBP* 0.00003 0.06016 0.00050
LEANHOG* 0.00009 0.19945 0.00044
DX 0.00002 0.05293 0.00042
US10 0.00002 0.03861 0.00039
BUND* 0.00002 0.04086 0.00038
VIX* 0.00010 0.27687 0.00037
OAT* 0.00002 0.04504 0.00037
BTP 0.00002 0.04689 0.00036
EUR 0.00002 0.04908 0.00035
JPY* 0.00003 0.08643 0.00033
SMI 0.00003 0.10113 0.00032
US10U 0.00001 0.04847 0.00030
EUROSTX* 0.00004 0.12224 0.00030
RUSSELL 0.00005 0.20348 0.00026
CHF* 0.00002 0.06404 0.00025
CAC 0.00003 0.10803 0.00024
DOW 0.00003 0.12000 0.00023
JGB-SGX-mini 0.00001 0.02721 0.00023
GAS_US_mini 0.00012 0.53728 0.00023
ROBUSTA 0.00007 0.33667 0.00021
US20 0.00002 0.07598 0.00020
CRUDE_W 0.00004 0.19442 0.00020
LIVECOW 0.00003 0.18854 0.00018
BUXL* 0.00002 0.09577 0.00018
US30* 0.00002 0.09442 0.00016
SP500_micro* 0.00002 0.12874 0.00015
DAX 0.00002 0.11856 0.00014
OJ* 0.00008 0.53486 0.00014
GASOIL* 0.00004 0.29476 0.00013
GASOLINE* 0.00003 0.20940 0.00013
GOLD_micro 0.00002 0.18812 0.00012
COCOA* 0.00004 0.41882 0.00009
FEEDCOW* 0.00002 0.21215 0.00009
HEATOIL* 0.00003 0.29974 0.00009
COPPER* 0.00002 0.23878 0.00008
PLAT* 0.00004 0.50591 0.00007
NASDAQ_micro* 0.00001 0.18381 0.00007
COFFEE 0.00002 0.34495 0.00007
SP400* 0.00001 0.15863 0.00004
NIKKEI* 0.00001 0.23918 0.00004
PALLAD 0.00002 0.51644 0.00004
SILVER-mini* 0.00002 0.45592 0.00004
* indicates currently held position
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Costs *excluding* commissions, SPREADS ONLY
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SR costs (using stored slippage)
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percentage_cost avg_annual_vol_perc SR_cost
JGB-SGX-mini 0.15381 0.02721 5.65351
OATIES 0.00221 0.23731 0.00932
RICE* 0.00106 0.18742 0.00565
LUMBER-new 0.00075 0.15551 0.00482
OJ* 0.00241 0.53486 0.00451
SOFR 0.00003 0.00700 0.00444
EURIBOR-ICE 0.00003 0.00588 0.00435
VIX* 0.00108 0.27687 0.00389
SHATZ 0.00002 0.00770 0.00303
CORN 0.00027 0.10008 0.00273
US10 0.00007 0.03861 0.00188
BOBL 0.00004 0.02336 0.00187
US20 0.00014 0.07598 0.00184
GAS_US_mini 0.00094 0.53728 0.00175
US2 0.00002 0.01134 0.00169
MXP* 0.00011 0.07350 0.00148
US10U 0.00007 0.04847 0.00147
LEANHOG* 0.00029 0.19945 0.00147
US30* 0.00013 0.09442 0.00143
SUGAR11* 0.00030 0.20796 0.00142
COTTON2* 0.00016 0.11254 0.00140
WHEAT* 0.00021 0.14663 0.00140
COCOA* 0.00058 0.41882 0.00139
SOYBEAN* 0.00014 0.10535 0.00133
US5 0.00004 0.02734 0.00131
REDWHEAT* 0.00022 0.17966 0.00122
ROBUSTA 0.00041 0.33667 0.00121
BUXL* 0.00010 0.09577 0.00106
SILVER-mini* 0.00048 0.45592 0.00105
SOYMEAL 0.00017 0.16986 0.00102
COFFEE 0.00035 0.34495 0.00100
BUND* 0.00004 0.04086 0.00098
SP400* 0.00015 0.15863 0.00096
OAT* 0.00004 0.04504 0.00094
PALLAD 0.00048 0.51644 0.00093
BTP 0.00004 0.04689 0.00092
CAC 0.00009 0.10803 0.00086
GASOIL* 0.00024 0.29476 0.00083
SOYOIL* 0.00016 0.19091 0.00082
SMI 0.00008 0.10113 0.00081
CRUDE_W 0.00016 0.19442 0.00081
FEEDCOW* 0.00016 0.21215 0.00078
CANOLA* 0.00015 0.19749 0.00076
CHF* 0.00005 0.06404 0.00073
EUROSTX* 0.00009 0.12224 0.00072
CAD 0.00003 0.04780 0.00072
NZD 0.00005 0.07577 0.00072
GBP* 0.00004 0.06016 0.00064
GASOLINE* 0.00013 0.20940 0.00060
HEATOIL* 0.00017 0.29974 0.00057
AUD 0.00004 0.07124 0.00057
LIVECOW 0.00010 0.18854 0.00055
DX 0.00003 0.05293 0.00051
EUR 0.00002 0.04908 0.00046
JPY* 0.00004 0.08643 0.00042
COPPER* 0.00009 0.23878 0.00038
DAX 0.00004 0.11856 0.00034
BITCOIN 0.00012 0.37702 0.00032
NIKKEI* 0.00006 0.23918 0.00025
RUSSELL 0.00005 0.20348 0.00024
PLAT* 0.00011 0.50591 0.00022
DOW 0.00002 0.12000 0.00018
SP500_micro* 0.00002 0.12874 0.00016
GOLD_micro 0.00003 0.18812 0.00015
NASDAQ_micro* 0.00001 0.18381 0.00006
* indicates currently held position
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END OF REPORT
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