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Costs report produced on 01/01/2026 21:34 from 26/04/2025 21:34 to 01/01/2026 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 0.15396 0.02668 5.77145
OATIES 0.00238 0.23797 0.01001
RICE* 0.00118 0.18616 0.00635
EURIBOR-ICE 0.00003 0.00556 0.00607
SOFR 0.00004 0.00692 0.00577
LUMBER-new 0.00088 0.15406 0.00570
SHATZ 0.00004 0.00753 0.00558
OJ* 0.00254 0.51357 0.00495
VIX* 0.00118 0.26256 0.00450
CORN 0.00040 0.10145 0.00393
MXP* 0.00021 0.07215 0.00286
BOBL 0.00006 0.02292 0.00265
US2 0.00003 0.01076 0.00246
COTTON2* 0.00024 0.10651 0.00229
US10 0.00009 0.03880 0.00226
SUGAR11* 0.00045 0.21131 0.00215
US20 0.00015 0.07308 0.00212
GAS_US_mini* 0.00122 0.58120 0.00209
WHEAT* 0.00030 0.14465 0.00208
LEANHOG* 0.00038 0.18716 0.00203
US5 0.00005 0.02600 0.00192
US10U 0.00009 0.04691 0.00183
SOYBEAN* 0.00019 0.10771 0.00181
REDWHEAT* 0.00032 0.18096 0.00177
CANOLA 0.00033 0.19712 0.00169
US30* 0.00015 0.09124 0.00165
SOYMEAL* 0.00027 0.16545 0.00161
CAD* 0.00007 0.04595 0.00149
ROBUSTA 0.00048 0.32461 0.00148
COCOA* 0.00063 0.42852 0.00147
BUND* 0.00006 0.04052 0.00137
SOYOIL* 0.00025 0.19321 0.00132
OAT* 0.00006 0.04488 0.00131
BTP 0.00006 0.04712 0.00127
NZD 0.00010 0.07621 0.00127
BUXL* 0.00012 0.09566 0.00124
BITCOIN 0.00043 0.34974 0.00123
GBP* 0.00007 0.05832 0.00118
COFFEE 0.00037 0.31669 0.00117
SMI 0.00011 0.10088 0.00114
AUD 0.00008 0.06956 0.00113
CAC 0.00012 0.10522 0.00112
CRUDE_W 0.00020 0.18537 0.00106
SP400* 0.00016 0.15409 0.00104
GASOIL* 0.00028 0.27824 0.00102
CHF* 0.00006 0.06162 0.00102
EUROSTX* 0.00013 0.12541 0.00100
DX 0.00005 0.05077 0.00097
FEEDCOW* 0.00018 0.19326 0.00095
EUR 0.00004 0.04743 0.00084
JPY* 0.00007 0.08088 0.00081
LIVECOW 0.00014 0.17302 0.00079
GASOLINE 0.00015 0.19802 0.00078
HEATOIL* 0.00020 0.28363 0.00070
SILVER-mini* 0.00048 0.85643 0.00056
RUSSELL 0.00010 0.19242 0.00053
DAX 0.00006 0.11767 0.00048
PALLAD 0.00049 1.06571 0.00046
DOW 0.00005 0.11630 0.00042
COPPER* 0.00011 0.31139 0.00035
SP500_micro* 0.00004 0.12287 0.00032
NIKKEI* 0.00007 0.21846 0.00032
GOLD_micro* 0.00005 0.25441 0.00019
PLAT 0.00015 1.06769 0.00014
NASDAQ_micro* 0.00002 0.17231 0.00014
* 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 0.00753 0.00248
EURIBOR-ICE 0.00001 0.00556 0.00147
MXP* 0.00010 0.07215 0.00135
SOFR 0.00001 0.00692 0.00127
CORN 0.00013 0.10145 0.00123
CANOLA 0.00018 0.19712 0.00092
BITCOIN 0.00031 0.34974 0.00088
LUMBER-new 0.00012 0.15406 0.00081
COTTON2* 0.00009 0.10651 0.00080
BOBL 0.00002 0.02292 0.00075
SUGAR11* 0.00016 0.21131 0.00075
CAD* 0.00003 0.04595 0.00074
OATIES 0.00017 0.23797 0.00070
US2 0.00001 0.01076 0.00068
WHEAT* 0.00009 0.14465 0.00065
RICE* 0.00011 0.18616 0.00061
SOYMEAL* 0.00009 0.16545 0.00057
REDWHEAT* 0.00010 0.18096 0.00055
NZD 0.00004 0.07621 0.00055
AUD 0.00004 0.06956 0.00055
US5 0.00001 0.02600 0.00054
GBP* 0.00003 0.05832 0.00051
SOYBEAN* 0.00006 0.10771 0.00051
SOYOIL* 0.00010 0.19321 0.00051
LEANHOG* 0.00009 0.18716 0.00046
DX 0.00002 0.05077 0.00044
VIX* 0.00010 0.26256 0.00039
US10 0.00001 0.03880 0.00039
BUND* 0.00002 0.04052 0.00038
OAT* 0.00002 0.04488 0.00037
EUR 0.00002 0.04743 0.00036
BTP 0.00002 0.04712 0.00036
JPY* 0.00003 0.08088 0.00036
SMI 0.00003 0.10088 0.00033
US10U 0.00001 0.04691 0.00031
EUROSTX* 0.00004 0.12541 0.00029
RUSSELL 0.00005 0.19242 0.00028
CHF* 0.00002 0.06162 0.00026
GAS_US_mini* 0.00014 0.58120 0.00024
CAC 0.00003 0.10522 0.00024
DOW 0.00003 0.11630 0.00024
JGB-SGX-mini 0.00001 0.02668 0.00023
ROBUSTA 0.00007 0.32461 0.00022
US20 0.00002 0.07308 0.00021
CRUDE_W 0.00004 0.18537 0.00021
LIVECOW 0.00003 0.17302 0.00020
BUXL* 0.00002 0.09566 0.00018
US30* 0.00002 0.09124 0.00017
SP500_micro* 0.00002 0.12287 0.00016
OJ* 0.00008 0.51357 0.00015
DAX 0.00002 0.11767 0.00014
GASOIL* 0.00004 0.27824 0.00014
GASOLINE 0.00003 0.19802 0.00014
FEEDCOW* 0.00002 0.19326 0.00010
HEATOIL* 0.00003 0.28363 0.00009
COCOA* 0.00004 0.42852 0.00009
GOLD_micro* 0.00002 0.25441 0.00009
COFFEE 0.00002 0.31669 0.00008
NASDAQ_micro* 0.00001 0.17231 0.00008
COPPER* 0.00002 0.31139 0.00006
SP400* 0.00001 0.15409 0.00005
NIKKEI* 0.00001 0.21846 0.00004
PLAT 0.00004 1.06769 0.00003
SILVER-mini* 0.00002 0.85643 0.00002
PALLAD 0.00002 1.06571 0.00002
* 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 0.15395 0.02668 5.77121
OATIES 0.00222 0.23797 0.00931
RICE* 0.00107 0.18616 0.00574
LUMBER-new 0.00075 0.15406 0.00489
OJ* 0.00246 0.51357 0.00480
EURIBOR-ICE 0.00003 0.00556 0.00460
SOFR 0.00003 0.00692 0.00450
VIX* 0.00108 0.26256 0.00411
SHATZ 0.00002 0.00753 0.00310
CORN 0.00027 0.10145 0.00270
US20 0.00014 0.07308 0.00191
BOBL 0.00004 0.02292 0.00190
US10 0.00007 0.03880 0.00187
GAS_US_mini* 0.00108 0.58120 0.00185
US2 0.00002 0.01076 0.00178
LEANHOG* 0.00029 0.18716 0.00156
US10U 0.00007 0.04691 0.00152
MXP* 0.00011 0.07215 0.00150
COTTON2* 0.00016 0.10651 0.00149
US30* 0.00013 0.09124 0.00148
WHEAT* 0.00021 0.14465 0.00143
SUGAR11* 0.00030 0.21131 0.00141
US5 0.00004 0.02600 0.00138
COCOA* 0.00059 0.42852 0.00137
SOYBEAN* 0.00014 0.10771 0.00130
ROBUSTA 0.00041 0.32461 0.00126
REDWHEAT* 0.00022 0.18096 0.00121
COFFEE 0.00034 0.31669 0.00109
BUXL* 0.00010 0.09566 0.00106
SOYMEAL* 0.00017 0.16545 0.00105
SP400* 0.00015 0.15409 0.00099
BUND* 0.00004 0.04052 0.00099
OAT* 0.00004 0.04488 0.00094
BTP 0.00004 0.04712 0.00091
CAC 0.00009 0.10522 0.00088
GASOIL* 0.00024 0.27824 0.00088
CRUDE_W 0.00016 0.18537 0.00085
FEEDCOW* 0.00016 0.19326 0.00085
SMI 0.00008 0.10088 0.00081
SOYOIL* 0.00016 0.19321 0.00081
CANOLA 0.00015 0.19712 0.00077
CHF* 0.00005 0.06162 0.00076
CAD* 0.00003 0.04595 0.00075
NZD 0.00005 0.07621 0.00072
EUROSTX* 0.00009 0.12541 0.00071
GBP* 0.00004 0.05832 0.00066
GASOLINE 0.00013 0.19802 0.00064
HEATOIL* 0.00017 0.28363 0.00060
LIVECOW 0.00010 0.17302 0.00059
AUD 0.00004 0.06956 0.00058
SILVER-mini* 0.00046 0.85643 0.00054
DX 0.00003 0.05077 0.00053
EUR 0.00002 0.04743 0.00048
JPY* 0.00004 0.08088 0.00045
PALLAD 0.00047 1.06571 0.00044
BITCOIN 0.00012 0.34974 0.00035
DAX 0.00004 0.11767 0.00034
COPPER* 0.00009 0.31139 0.00029
NIKKEI* 0.00006 0.21846 0.00028
RUSSELL 0.00005 0.19242 0.00025
DOW 0.00002 0.11630 0.00018
SP500_micro* 0.00002 0.12287 0.00017
GOLD_micro* 0.00003 0.25441 0.00011
PLAT 0.00011 1.06769 0.00010
NASDAQ_micro* 0.00001 0.17231 0.00006
* indicates currently held position
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END OF REPORT
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