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Costs report produced on 23/03/2026 21:32 from 16/07/2025 21:32 to 23/03/2026 21:32
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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
RICE 0.00120 0.18966 0.00631
LUMBER-new 0.00090 0.16210 0.00556
OATIES 0.00177 0.32972 0.00536
SOFR 0.00004 0.00909 0.00438
OJ* 0.00231 0.61219 0.00377
EURIBOR-ICE 0.00003 0.00918 0.00368
CORN* 0.00041 0.14796 0.00274
SHATZ 0.00004 0.01574 0.00267
JGB-SGX-mini 0.00009 0.03506 0.00251
VIX 0.00125 0.61868 0.00202
SUGAR11 0.00048 0.23989 0.00200
BOBL* 0.00006 0.03427 0.00176
US10 0.00009 0.05073 0.00172
CAD 0.00009 0.05020 0.00171
US2 0.00003 0.01575 0.00168
LEANHOG 0.00027 0.16526 0.00161
US20 0.00015 0.09871 0.00157
MXP* 0.00020 0.13003 0.00153
COTTON2* 0.00024 0.15608 0.00152
ROBUSTA 0.00053 0.35684 0.00149
US5* 0.00005 0.03493 0.00142
US10U* 0.00009 0.06133 0.00140
SOYBEAN* 0.00019 0.14475 0.00134
COCOA* 0.00055 0.41207 0.00133
US30* 0.00015 0.11486 0.00131
CANOLA 0.00032 0.24817 0.00129
COFFEE 0.00038 0.29785 0.00126
BUXL* 0.00012 0.09839 0.00125
GAS_US_mini* 0.00089 0.71893 0.00124
WHEAT 0.00031 0.26012 0.00119
SOYMEAL 0.00027 0.22933 0.00118
BITCOIN 0.00041 0.34947 0.00117
BUND 0.00006 0.05059 0.00111
REDWHEAT* 0.00032 0.30879 0.00105
OAT* 0.00006 0.06410 0.00092
SMI 0.00016 0.17297 0.00090
FEEDCOW 0.00017 0.19237 0.00090
PALLAD 0.00054 0.64326 0.00083
LIVECOW 0.00013 0.16324 0.00082
SP400* 0.00016 0.19295 0.00081
SOYOIL 0.00024 0.30083 0.00080
GBP* 0.00007 0.08516 0.00079
BTP 0.00006 0.07635 0.00078
CAC 0.00012 0.15809 0.00074
NZD* 0.00009 0.11687 0.00073
JPY* 0.00007 0.09371 0.00070
CHF* 0.00006 0.08713 0.00070
DX 0.00005 0.07458 0.00067
AUD* 0.00008 0.11915 0.00064
EUROSTX* 0.00012 0.20895 0.00059
CRUDE_W* 0.00020 0.36288 0.00055
EUR* 0.00004 0.07958 0.00049
RUSSELL* 0.00010 0.22886 0.00043
SILVER-mini 0.00036 1.05483 0.00034
DOW 0.00005 0.14268 0.00033
COPPER 0.00010 0.36710 0.00028
DAX* 0.00006 0.19993 0.00028
SP500_micro 0.00004 0.13998 0.00028
GASOLINE* 0.00016 0.65178 0.00024
GASOIL 0.00037 1.66223 0.00022
PLAT 0.00015 0.73547 0.00021
HEATOIL* 0.00026 1.25245 0.00020
NIKKEI* 0.00006 0.37088 0.00017
GOLD_micro 0.00005 0.37612 0.00013
NASDAQ_micro* 0.00002 0.18047 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 0.01574 0.00119
SOFR 0.00001 0.00909 0.00097
BITCOIN 0.00031 0.34947 0.00090
EURIBOR-ICE 0.00001 0.00918 0.00089
CORN* 0.00013 0.14796 0.00086
LUMBER-new 0.00013 0.16210 0.00079
MXP* 0.00009 0.13003 0.00072
CANOLA 0.00017 0.24817 0.00070
SUGAR11 0.00017 0.23989 0.00069
CAD 0.00003 0.05020 0.00067
RICE 0.00011 0.18966 0.00060
COTTON2* 0.00008 0.15608 0.00053
OATIES 0.00017 0.32972 0.00052
BOBL* 0.00002 0.03427 0.00050
US2 0.00001 0.01575 0.00046
LEANHOG 0.00007 0.16526 0.00044
SOYMEAL 0.00009 0.22933 0.00041
US5* 0.00001 0.03493 0.00040
SOYBEAN* 0.00005 0.14475 0.00038
WHEAT 0.00010 0.26012 0.00037
NZD* 0.00004 0.11687 0.00036
GBP* 0.00003 0.08516 0.00035
REDWHEAT* 0.00010 0.30879 0.00033
AUD* 0.00004 0.11915 0.00031
SOYOIL 0.00009 0.30083 0.00031
JPY* 0.00003 0.09371 0.00031
BUND 0.00002 0.05059 0.00031
DX 0.00002 0.07458 0.00030
US10 0.00001 0.05073 0.00029
OAT* 0.00002 0.06410 0.00026
US10U* 0.00001 0.06133 0.00024
RUSSELL* 0.00005 0.22886 0.00023
BTP 0.00002 0.07635 0.00022
ROBUSTA 0.00008 0.35684 0.00022
GAS_US_mini* 0.00016 0.71893 0.00022
EUR* 0.00002 0.07958 0.00021
LIVECOW 0.00003 0.16324 0.00021
SMI 0.00003 0.17297 0.00019
DOW 0.00003 0.14268 0.00019
JGB-SGX-mini 0.00001 0.03506 0.00018
BUXL* 0.00002 0.09839 0.00018
CHF* 0.00002 0.08713 0.00018
VIX 0.00011 0.61868 0.00018
EUROSTX* 0.00004 0.20895 0.00017
CAC 0.00003 0.15809 0.00016
US20 0.00002 0.09871 0.00015
OJ* 0.00009 0.61219 0.00014
SP500_micro 0.00002 0.13998 0.00013
US30* 0.00002 0.11486 0.00013
COCOA* 0.00005 0.41207 0.00011
CRUDE_W* 0.00004 0.36288 0.00011
FEEDCOW 0.00002 0.19237 0.00010
COFFEE 0.00003 0.29785 0.00008
DAX* 0.00002 0.19993 0.00008
NASDAQ_micro* 0.00001 0.18047 0.00007
GOLD_micro 0.00002 0.37612 0.00005
COPPER 0.00002 0.36710 0.00005
GASOLINE* 0.00003 0.65178 0.00004
PLAT 0.00003 0.73547 0.00004
SP400* 0.00001 0.19295 0.00004
GASOIL 0.00005 1.66223 0.00003
HEATOIL* 0.00003 1.25245 0.00003
PALLAD 0.00002 0.64326 0.00003
NIKKEI* 0.00001 0.37088 0.00002
SILVER-mini 0.00001 1.05483 0.00001
* 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
RICE 0.00108 0.18966 0.00570
OATIES 0.00160 0.32972 0.00484
LUMBER-new 0.00077 0.16210 0.00477
OJ* 0.00222 0.61219 0.00363
SOFR 0.00003 0.00909 0.00342
EURIBOR-ICE 0.00003 0.00918 0.00279
JGB-SGX-mini 0.00008 0.03506 0.00233
CORN* 0.00028 0.14796 0.00188
VIX 0.00114 0.61868 0.00184
SHATZ 0.00002 0.01574 0.00148
US10 0.00007 0.05073 0.00143
US20 0.00014 0.09871 0.00141
SUGAR11 0.00031 0.23989 0.00130
ROBUSTA 0.00045 0.35684 0.00127
BOBL* 0.00004 0.03427 0.00127
COCOA* 0.00050 0.41207 0.00122
US2 0.00002 0.01575 0.00122
US30* 0.00014 0.11486 0.00118
COFFEE 0.00035 0.29785 0.00118
LEANHOG 0.00019 0.16526 0.00118
US10U* 0.00007 0.06133 0.00116
BUXL* 0.00011 0.09839 0.00107
CAD 0.00005 0.05020 0.00103
GAS_US_mini* 0.00074 0.71893 0.00102
US5* 0.00004 0.03493 0.00102
COTTON2* 0.00015 0.15608 0.00099
SOYBEAN* 0.00014 0.14475 0.00096
WHEAT 0.00021 0.26012 0.00082
PALLAD 0.00052 0.64326 0.00081
MXP* 0.00010 0.13003 0.00081
BUND 0.00004 0.05059 0.00080
FEEDCOW 0.00015 0.19237 0.00080
SP400* 0.00015 0.19295 0.00077
SOYMEAL 0.00018 0.22933 0.00076
REDWHEAT* 0.00022 0.30879 0.00072
SMI 0.00012 0.17297 0.00071
OAT* 0.00004 0.06410 0.00066
LIVECOW 0.00010 0.16324 0.00061
CANOLA 0.00014 0.24817 0.00058
CAC 0.00009 0.15809 0.00058
BTP 0.00004 0.07635 0.00056
CHF* 0.00005 0.08713 0.00052
SOYOIL 0.00015 0.30083 0.00049
GBP* 0.00004 0.08516 0.00045
CRUDE_W* 0.00016 0.36288 0.00044
EUROSTX* 0.00009 0.20895 0.00042
JPY* 0.00004 0.09371 0.00039
NZD* 0.00004 0.11687 0.00038
DX 0.00003 0.07458 0.00037
SILVER-mini 0.00035 1.05483 0.00033
AUD* 0.00004 0.11915 0.00033
EUR* 0.00002 0.07958 0.00028
BITCOIN 0.00010 0.34947 0.00027
COPPER 0.00008 0.36710 0.00023
GASOLINE* 0.00013 0.65178 0.00020
RUSSELL* 0.00005 0.22886 0.00020
DAX* 0.00004 0.19993 0.00019
GASOIL 0.00032 1.66223 0.00019
HEATOIL* 0.00022 1.25245 0.00018
PLAT 0.00012 0.73547 0.00017
NIKKEI* 0.00006 0.37088 0.00015
DOW 0.00002 0.14268 0.00014
SP500_micro 0.00002 0.13998 0.00014
GOLD_micro 0.00003 0.37612 0.00008
NASDAQ_micro* 0.00001 0.18047 0.00006
* indicates currently held position
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END OF REPORT
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