********************************************************************************
Market monitor report produced on 01/01/2026 21:56
********************************************************************************
This report lists instruments by their percentage returns, over different periods (eg 1 day, 7 days, 1 month, 3 months, 6 months, YTD and 1 year)
The first few tables are top6/bottom 6, then subsequently we have all instruments.
The return tables are sorted by instrument name, outright percentage return (1=1%), and vol adjusted return.
Search by period/order eg 1B/name, 1M/change, YTD/vol_adjusted
+Periods: ['1B', '7D', '1M', '3M', '6M', 'YTD', '12M']
======================================================
Market moves for period 1B, sort by change (1B/change)
======================================================
name change vol_adjusted
0 AUD 0.0 0.0
1 BITCOIN 0.0 0.0
6 CAC 0.0 0.0
7 CAD 0.0 0.0
8 CANOLA 0.0 0.0
9 CHF 0.0 0.0
59 US2 0.0 0.0
60 US20 0.0 0.0
61 US30 0.0 0.0
62 US5 0.0 0.0
63 VIX 0.0 0.0
64 WHEAT 0.0 0.0
==================================================================
Market moves for period 1B, sort by vol_adjusted (1B/vol_adjusted)
==================================================================
name change vol_adjusted
0 AUD 0.0 0.0
1 BITCOIN 0.0 0.0
6 CAC 0.0 0.0
7 CAD 0.0 0.0
8 CANOLA 0.0 0.0
9 CHF 0.0 0.0
59 US2 0.0 0.0
60 US20 0.0 0.0
61 US30 0.0 0.0
62 US5 0.0 0.0
63 VIX 0.0 0.0
64 WHEAT 0.0 0.0
======================================================
Market moves for period 7D, sort by change (7D/change)
======================================================
name change vol_adjusted
41 PALLAD -16.22 -2.86
42 PLAT -16.17 -3.12
25 GAS_US_mini -6.52 -0.55
48 SILVER-mini -5.68 -1.19
27 GOLD_micro -4.83 -1.72
44 RICE -3.63 -0.97
31 LEANHOG 0.84 0.27
11 COFFEE 0.85 0.14
21 EUROSTX 0.97 0.51
22 FEEDCOW 1.37 0.37
10 COCOA 2.26 0.30
40 OJ 2.47 0.23
==================================================================
Market moves for period 7D, sort by vol_adjusted (7D/vol_adjusted)
==================================================================
name change vol_adjusted
42 PLAT -16.17 -3.12
41 PALLAD -16.22 -2.86
27 GOLD_micro -4.83 -1.72
29 JGB-SGX-mini -0.53 -1.30
48 SILVER-mini -5.68 -1.19
51 SOYBEAN -1.91 -1.19
10 COCOA 2.26 0.30
47 SHATZ 0.03 0.33
22 FEEDCOW 1.37 0.37
20 EURIBOR-ICE 0.04 0.43
18 DX 0.43 0.50
21 EUROSTX 0.97 0.51
======================================================
Market moves for period 1M, sort by change (1M/change)
======================================================
name change vol_adjusted
25 GAS_US_mini -19.41 -1.31
45 ROBUSTA -8.97 -0.61
8 CANOLA -8.85 -1.76
11 COFFEE -8.31 -0.62
28 HEATOIL -7.77 -0.69
63 VIX -7.75 -0.66
10 COCOA 9.34 0.51
22 FEEDCOW 9.55 0.95
41 PALLAD 13.81 0.92
48 SILVER-mini 20.72 1.79
42 PLAT 21.26 1.78
40 OJ 32.81 1.21
==================================================================
Market moves for period 1M, sort by vol_adjusted (1M/vol_adjusted)
==================================================================
name change vol_adjusted
8 CANOLA -8.85 -1.76
29 JGB-SGX-mini -1.21 -1.51
51 SOYBEAN -5.36 -1.51
25 GAS_US_mini -19.41 -1.31
53 SOYOIL -7.67 -1.13
20 EURIBOR-ICE -0.13 -0.96
22 FEEDCOW 9.55 0.95
26 GBP 2.00 0.98
40 OJ 32.81 1.21
7 CAD 1.81 1.24
42 PLAT 21.26 1.78
48 SILVER-mini 20.72 1.79
======================================================
Market moves for period 3M, sort by change (3M/change)
======================================================
name change vol_adjusted
1 BITCOIN -26.65 -1.34
40 OJ -14.75 -0.40
44 RICE -14.60 -1.17
33 LUMBER-new -13.77 -1.08
63 VIX -9.86 -0.62
10 COCOA -9.65 -0.34
27 GOLD_micro 10.29 1.30
36 NIKKEI 13.06 1.48
12 COPPER 14.53 0.64
42 PLAT 26.81 1.54
41 PALLAD 27.13 1.45
48 SILVER-mini 46.64 3.92
==================================================================
Market moves for period 3M, sort by vol_adjusted (3M/vol_adjusted)
==================================================================
name change vol_adjusted
30 JPY -6.98 -1.39
1 BITCOIN -26.65 -1.34
44 RICE -14.60 -1.17
29 JGB-SGX-mini -2.11 -1.16
33 LUMBER-new -13.77 -1.08
39 OATIES -6.98 -0.67
49 SMI 7.51 1.16
27 GOLD_micro 10.29 1.30
41 PALLAD 27.13 1.45
36 NIKKEI 13.06 1.48
42 PLAT 26.81 1.54
48 SILVER-mini 46.64 3.92
======================================================
Market moves for period 6M, sort by change (6M/change)
======================================================
name change vol_adjusted
44 RICE -27.46 -1.57
33 LUMBER-new -22.11 -1.57
39 OATIES -20.87 -0.99
1 BITCOIN -19.93 -0.71
63 VIX -19.63 -0.49
8 CANOLA -19.35 -1.04
27 GOLD_micro 25.82 1.55
36 NIKKEI 26.90 1.59
11 COFFEE 33.79 0.85
41 PALLAD 44.94 1.62
42 PLAT 45.96 1.49
48 SILVER-mini 87.03 4.30
==================================================================
Market moves for period 6M, sort by vol_adjusted (6M/vol_adjusted)
==================================================================
name change vol_adjusted
33 LUMBER-new -22.11 -1.57
44 RICE -27.46 -1.57
29 JGB-SGX-mini -3.94 -1.14
30 JPY -10.00 -1.09
8 CANOLA -19.35 -1.04
39 OATIES -20.87 -0.99
42 PLAT 45.96 1.49
22 FEEDCOW 19.74 1.55
27 GOLD_micro 25.82 1.55
36 NIKKEI 26.90 1.59
41 PALLAD 44.94 1.62
48 SILVER-mini 87.03 4.30
========================================================
Market moves for period YTD, sort by change (YTD/change)
========================================================
Empty DataFrame
Columns: [name, change, vol_adjusted]
Index: []
====================================================================
Market moves for period YTD, sort by vol_adjusted (YTD/vol_adjusted)
====================================================================
Empty DataFrame
Columns: [name, change, vol_adjusted]
Index: []
========================================================
Market moves for period 12M, sort by change (12M/change)
========================================================
name change vol_adjusted
40 OJ -55.68 -1.33
10 COCOA -37.51 -0.49
44 RICE -35.69 -2.09
25 GAS_US_mini -21.91 -0.35
33 LUMBER-new -19.27 -1.08
56 SUGAR11 -18.37 -0.63
12 COPPER 32.56 1.39
22 FEEDCOW 38.45 2.84
27 GOLD_micro 52.73 2.76
41 PALLAD 70.18 1.57
42 PLAT 109.47 3.98
48 SILVER-mini 126.14 3.60
====================================================================
Market moves for period 12M, sort by vol_adjusted (12M/vol_adjusted)
====================================================================
name change vol_adjusted
44 RICE -35.69 -2.09
29 JGB-SGX-mini -5.10 -1.67
40 OJ -55.68 -1.33
18 DX -8.11 -1.14
33 LUMBER-new -19.27 -1.08
5 BUXL -14.93 -1.01
41 PALLAD 70.18 1.57
32 LIVECOW 24.90 1.97
27 GOLD_micro 52.73 2.76
22 FEEDCOW 38.45 2.84
48 SILVER-mini 126.14 3.60
42 PLAT 109.47 3.98
==================================================
Market moves for period 1B, sort by name (1B/name)
==================================================
name change vol_adjusted
0 AUD 0.0 0.0
1 BITCOIN 0.0 0.0
6 CAC 0.0 0.0
7 CAD 0.0 0.0
8 CANOLA 0.0 0.0
9 CHF 0.0 0.0
10 COCOA 0.0 0.0
11 COFFEE 0.0 0.0
12 COPPER 0.0 0.0
13 CORN 0.0 0.0
14 COTTON2 0.0 0.0
15 CRUDE_W 0.0 0.0
17 DOW 0.0 0.0
18 DX 0.0 0.0
19 EUR 0.0 0.0
20 EURIBOR-ICE 0.0 0.0
22 FEEDCOW 0.0 0.0
23 GASOIL 0.0 0.0
24 GASOLINE 0.0 0.0
25 GAS_US_mini 0.0 0.0
26 GBP 0.0 0.0
27 GOLD_micro 0.0 0.0
28 HEATOIL 0.0 0.0
29 JGB-SGX-mini 0.0 0.0
30 JPY 0.0 0.0
31 LEANHOG 0.0 0.0
32 LIVECOW 0.0 0.0
33 LUMBER-new 0.0 0.0
34 MXP 0.0 0.0
35 NASDAQ_micro 0.0 0.0
37 NZD 0.0 0.0
39 OATIES 0.0 0.0
40 OJ 0.0 0.0
41 PALLAD 0.0 0.0
42 PLAT 0.0 0.0
43 REDWHEAT 0.0 0.0
44 RICE 0.0 0.0
45 ROBUSTA 0.0 0.0
46 RUSSELL 0.0 0.0
48 SILVER-mini 0.0 0.0
50 SOFR 0.0 0.0
51 SOYBEAN 0.0 0.0
52 SOYMEAL 0.0 0.0
53 SOYOIL 0.0 0.0
54 SP400 0.0 0.0
55 SP500_micro 0.0 0.0
56 SUGAR11 0.0 0.0
57 US10 0.0 0.0
58 US10U 0.0 0.0
59 US2 0.0 0.0
60 US20 0.0 0.0
61 US30 0.0 0.0
62 US5 0.0 0.0
63 VIX 0.0 0.0
64 WHEAT 0.0 0.0
======================================================
Market moves for period 1B, sort by change (1B/change)
======================================================
name change vol_adjusted
0 AUD 0.0 0.0
1 BITCOIN 0.0 0.0
6 CAC 0.0 0.0
7 CAD 0.0 0.0
8 CANOLA 0.0 0.0
9 CHF 0.0 0.0
10 COCOA 0.0 0.0
11 COFFEE 0.0 0.0
12 COPPER 0.0 0.0
13 CORN 0.0 0.0
14 COTTON2 0.0 0.0
15 CRUDE_W 0.0 0.0
17 DOW 0.0 0.0
18 DX 0.0 0.0
19 EUR 0.0 0.0
20 EURIBOR-ICE 0.0 0.0
22 FEEDCOW 0.0 0.0
23 GASOIL 0.0 0.0
24 GASOLINE 0.0 0.0
25 GAS_US_mini 0.0 0.0
26 GBP 0.0 0.0
27 GOLD_micro 0.0 0.0
28 HEATOIL 0.0 0.0
29 JGB-SGX-mini 0.0 0.0
30 JPY 0.0 0.0
31 LEANHOG 0.0 0.0
32 LIVECOW 0.0 0.0
33 LUMBER-new 0.0 0.0
34 MXP 0.0 0.0
35 NASDAQ_micro 0.0 0.0
37 NZD 0.0 0.0
39 OATIES 0.0 0.0
40 OJ 0.0 0.0
41 PALLAD 0.0 0.0
42 PLAT 0.0 0.0
43 REDWHEAT 0.0 0.0
44 RICE 0.0 0.0
45 ROBUSTA 0.0 0.0
46 RUSSELL 0.0 0.0
48 SILVER-mini 0.0 0.0
50 SOFR 0.0 0.0
51 SOYBEAN 0.0 0.0
52 SOYMEAL 0.0 0.0
53 SOYOIL 0.0 0.0
54 SP400 0.0 0.0
55 SP500_micro 0.0 0.0
56 SUGAR11 0.0 0.0
57 US10 0.0 0.0
58 US10U 0.0 0.0
59 US2 0.0 0.0
60 US20 0.0 0.0
61 US30 0.0 0.0
62 US5 0.0 0.0
63 VIX 0.0 0.0
64 WHEAT 0.0 0.0
==================================================================
Market moves for period 1B, sort by vol_adjusted (1B/vol_adjusted)
==================================================================
name change vol_adjusted
0 AUD 0.0 0.0
1 BITCOIN 0.0 0.0
6 CAC 0.0 0.0
7 CAD 0.0 0.0
8 CANOLA 0.0 0.0
9 CHF 0.0 0.0
10 COCOA 0.0 0.0
11 COFFEE 0.0 0.0
12 COPPER 0.0 0.0
13 CORN 0.0 0.0
14 COTTON2 0.0 0.0
15 CRUDE_W 0.0 0.0
17 DOW 0.0 0.0
18 DX 0.0 0.0
19 EUR 0.0 0.0
20 EURIBOR-ICE 0.0 0.0
22 FEEDCOW 0.0 0.0
23 GASOIL 0.0 0.0
24 GASOLINE 0.0 0.0
25 GAS_US_mini 0.0 0.0
26 GBP 0.0 0.0
27 GOLD_micro 0.0 0.0
28 HEATOIL 0.0 0.0
29 JGB-SGX-mini 0.0 0.0
30 JPY 0.0 0.0
31 LEANHOG 0.0 0.0
32 LIVECOW 0.0 0.0
33 LUMBER-new 0.0 0.0
34 MXP 0.0 0.0
35 NASDAQ_micro 0.0 0.0
37 NZD 0.0 0.0
39 OATIES 0.0 0.0
40 OJ 0.0 0.0
41 PALLAD 0.0 0.0
42 PLAT 0.0 0.0
43 REDWHEAT 0.0 0.0
44 RICE 0.0 0.0
45 ROBUSTA 0.0 0.0
46 RUSSELL 0.0 0.0
48 SILVER-mini 0.0 0.0
50 SOFR 0.0 0.0
51 SOYBEAN 0.0 0.0
52 SOYMEAL 0.0 0.0
53 SOYOIL 0.0 0.0
54 SP400 0.0 0.0
55 SP500_micro 0.0 0.0
56 SUGAR11 0.0 0.0
57 US10 0.0 0.0
58 US10U 0.0 0.0
59 US2 0.0 0.0
60 US20 0.0 0.0
61 US30 0.0 0.0
62 US5 0.0 0.0
63 VIX 0.0 0.0
64 WHEAT 0.0 0.0
==================================================
Market moves for period 7D, sort by name (7D/name)
==================================================
name change vol_adjusted
0 AUD -0.67 -0.64
1 BITCOIN 0.42 0.05
2 BOBL 0.04 0.13
3 BTP -0.12 -0.19
4 BUND 0.00 0.00
5 BUXL -0.02 -0.01
6 CAC 0.32 0.19
7 CAD -0.56 -0.76
8 CANOLA -1.47 -0.47
9 CHF -0.57 -0.58
10 COCOA 2.26 0.30
11 COFFEE 0.85 0.14
12 COPPER -2.37 -0.66
13 CORN -1.60 -0.99
14 COTTON2 -0.74 -0.48
15 CRUDE_W -0.75 -0.23
16 DAX 0.58 0.29
17 DOW -1.40 -0.77
18 DX 0.43 0.50
19 EUR -0.37 -0.49
20 EURIBOR-ICE 0.04 0.43
21 EUROSTX 0.97 0.51
22 FEEDCOW 1.37 0.37
23 GASOIL -0.65 -0.14
24 GASOLINE -0.58 -0.17
25 GAS_US_mini -6.52 -0.55
26 GBP -0.30 -0.32
27 GOLD_micro -4.83 -1.72
28 HEATOIL -0.76 -0.15
29 JGB-SGX-mini -0.53 -1.30
30 JPY -0.20 -0.15
31 LEANHOG 0.84 0.27
32 LIVECOW 0.84 0.24
33 LUMBER-new -1.03 -0.33
34 MXP -0.58 -0.62
35 NASDAQ_micro -1.64 -0.60
36 NIKKEI -0.02 -0.01
37 NZD -1.38 -1.16
38 OAT 0.00 0.00
39 OATIES -0.72 -0.18
40 OJ 2.47 0.23
41 PALLAD -16.22 -2.86
42 PLAT -16.17 -3.12
43 REDWHEAT -3.25 -1.10
44 RICE -3.63 -0.97
45 ROBUSTA 0.82 0.12
46 RUSSELL -2.05 -0.66
47 SHATZ 0.03 0.33
48 SILVER-mini -5.68 -1.19
49 SMI 0.14 0.10
50 SOFR -0.05 -0.50
51 SOYBEAN -1.91 -1.19
52 SOYMEAL -2.75 -0.96
53 SOYOIL -1.43 -0.46
54 SP400 -1.95 -0.79
55 SP500_micro -1.32 -0.68
56 SUGAR11 -1.41 -0.40
57 US10 -0.29 -0.50
58 US10U -0.23 -0.33
59 US2 0.01 0.09
60 US20 -0.27 -0.24
61 US30 -0.63 -0.45
62 US5 -0.05 -0.12
63 VIX 0.26 0.05
64 WHEAT -1.83 -0.74
======================================================
Market moves for period 7D, sort by change (7D/change)
======================================================
name change vol_adjusted
41 PALLAD -16.22 -2.86
42 PLAT -16.17 -3.12
25 GAS_US_mini -6.52 -0.55
48 SILVER-mini -5.68 -1.19
27 GOLD_micro -4.83 -1.72
44 RICE -3.63 -0.97
43 REDWHEAT -3.25 -1.10
52 SOYMEAL -2.75 -0.96
12 COPPER -2.37 -0.66
46 RUSSELL -2.05 -0.66
54 SP400 -1.95 -0.79
51 SOYBEAN -1.91 -1.19
64 WHEAT -1.83 -0.74
35 NASDAQ_micro -1.64 -0.60
13 CORN -1.60 -0.99
8 CANOLA -1.47 -0.47
53 SOYOIL -1.43 -0.46
56 SUGAR11 -1.41 -0.40
17 DOW -1.40 -0.77
37 NZD -1.38 -1.16
55 SP500_micro -1.32 -0.68
33 LUMBER-new -1.03 -0.33
28 HEATOIL -0.76 -0.15
15 CRUDE_W -0.75 -0.23
14 COTTON2 -0.74 -0.48
39 OATIES -0.72 -0.18
0 AUD -0.67 -0.64
23 GASOIL -0.65 -0.14
61 US30 -0.63 -0.45
24 GASOLINE -0.58 -0.17
34 MXP -0.58 -0.62
9 CHF -0.57 -0.58
7 CAD -0.56 -0.76
29 JGB-SGX-mini -0.53 -1.30
19 EUR -0.37 -0.49
26 GBP -0.30 -0.32
57 US10 -0.29 -0.50
60 US20 -0.27 -0.24
58 US10U -0.23 -0.33
30 JPY -0.20 -0.15
3 BTP -0.12 -0.19
50 SOFR -0.05 -0.50
62 US5 -0.05 -0.12
36 NIKKEI -0.02 -0.01
5 BUXL -0.02 -0.01
38 OAT 0.00 0.00
4 BUND 0.00 0.00
59 US2 0.01 0.09
47 SHATZ 0.03 0.33
20 EURIBOR-ICE 0.04 0.43
2 BOBL 0.04 0.13
49 SMI 0.14 0.10
63 VIX 0.26 0.05
6 CAC 0.32 0.19
1 BITCOIN 0.42 0.05
18 DX 0.43 0.50
16 DAX 0.58 0.29
45 ROBUSTA 0.82 0.12
32 LIVECOW 0.84 0.24
31 LEANHOG 0.84 0.27
11 COFFEE 0.85 0.14
21 EUROSTX 0.97 0.51
22 FEEDCOW 1.37 0.37
10 COCOA 2.26 0.30
40 OJ 2.47 0.23
==================================================================
Market moves for period 7D, sort by vol_adjusted (7D/vol_adjusted)
==================================================================
name change vol_adjusted
42 PLAT -16.17 -3.12
41 PALLAD -16.22 -2.86
27 GOLD_micro -4.83 -1.72
29 JGB-SGX-mini -0.53 -1.30
48 SILVER-mini -5.68 -1.19
51 SOYBEAN -1.91 -1.19
37 NZD -1.38 -1.16
43 REDWHEAT -3.25 -1.10
13 CORN -1.60 -0.99
44 RICE -3.63 -0.97
52 SOYMEAL -2.75 -0.96
54 SP400 -1.95 -0.79
17 DOW -1.40 -0.77
7 CAD -0.56 -0.76
64 WHEAT -1.83 -0.74
55 SP500_micro -1.32 -0.68
12 COPPER -2.37 -0.66
46 RUSSELL -2.05 -0.66
0 AUD -0.67 -0.64
34 MXP -0.58 -0.62
35 NASDAQ_micro -1.64 -0.60
9 CHF -0.57 -0.58
25 GAS_US_mini -6.52 -0.55
50 SOFR -0.05 -0.50
57 US10 -0.29 -0.50
19 EUR -0.37 -0.49
14 COTTON2 -0.74 -0.48
8 CANOLA -1.47 -0.47
53 SOYOIL -1.43 -0.46
61 US30 -0.63 -0.45
56 SUGAR11 -1.41 -0.40
33 LUMBER-new -1.03 -0.33
58 US10U -0.23 -0.33
26 GBP -0.30 -0.32
60 US20 -0.27 -0.24
15 CRUDE_W -0.75 -0.23
3 BTP -0.12 -0.19
39 OATIES -0.72 -0.18
24 GASOLINE -0.58 -0.17
28 HEATOIL -0.76 -0.15
30 JPY -0.20 -0.15
23 GASOIL -0.65 -0.14
62 US5 -0.05 -0.12
5 BUXL -0.02 -0.01
36 NIKKEI -0.02 -0.01
38 OAT 0.00 0.00
4 BUND 0.00 0.00
63 VIX 0.26 0.05
1 BITCOIN 0.42 0.05
59 US2 0.01 0.09
49 SMI 0.14 0.10
45 ROBUSTA 0.82 0.12
2 BOBL 0.04 0.13
11 COFFEE 0.85 0.14
6 CAC 0.32 0.19
40 OJ 2.47 0.23
32 LIVECOW 0.84 0.24
31 LEANHOG 0.84 0.27
16 DAX 0.58 0.29
10 COCOA 2.26 0.30
47 SHATZ 0.03 0.33
22 FEEDCOW 1.37 0.37
20 EURIBOR-ICE 0.04 0.43
18 DX 0.43 0.50
21 EUROSTX 0.97 0.51
==================================================
Market moves for period 1M, sort by name (1M/name)
==================================================
name change vol_adjusted
0 AUD 1.96 0.83
1 BITCOIN 0.83 0.05
2 BOBL -0.44 -0.72
3 BTP -0.26 -0.22
4 BUND -0.80 -0.76
5 BUXL -1.66 -0.56
6 CAC 0.53 0.12
7 CAD 1.81 1.24
8 CANOLA -8.85 -1.76
9 CHF 1.16 0.52
10 COCOA 9.34 0.51
11 COFFEE -8.31 -0.62
12 COPPER 8.07 0.89
13 CORN -1.45 -0.37
14 COTTON2 -0.56 -0.15
15 CRUDE_W -3.21 -0.47
16 DAX 3.77 0.76
17 DOW 1.33 0.31
18 DX -1.02 -0.56
19 EUR 0.99 0.56
20 EURIBOR-ICE -0.13 -0.96
21 EUROSTX 2.53 0.53
22 FEEDCOW 9.55 0.95
23 GASOIL -5.70 -0.55
24 GASOLINE -6.49 -0.93
25 GAS_US_mini -19.41 -1.31
26 GBP 2.00 0.98
27 GOLD_micro 1.59 0.21
28 HEATOIL -7.77 -0.69
29 JGB-SGX-mini -1.21 -1.51
30 JPY -1.10 -0.39
31 LEANHOG 6.61 0.83
32 LIVECOW 7.84 0.84
33 LUMBER-new 0.52 0.07
34 MXP 2.05 0.91
35 NASDAQ_micro -0.75 -0.12
36 NIKKEI 1.43 0.16
37 NZD 0.35 0.12
38 OAT -0.50 -0.40
39 OATIES -4.02 -0.54
40 OJ 32.81 1.21
41 PALLAD 13.81 0.92
42 PLAT 21.26 1.78
43 REDWHEAT -1.90 -0.27
44 RICE -5.15 -0.69
45 ROBUSTA -8.97 -0.61
46 RUSSELL 0.22 0.03
47 SHATZ -0.11 -0.59
48 SILVER-mini 20.72 1.79
49 SMI 3.46 0.93
50 SOFR -0.16 -0.70
51 SOYBEAN -5.36 -1.51
52 SOYMEAL -6.11 -0.91
53 SOYOIL -7.67 -1.13
54 SP400 0.09 0.02
55 SP500_micro 0.10 0.02
56 SUGAR11 2.59 0.33
57 US10 -0.50 -0.37
58 US10U -0.42 -0.28
59 US2 0.06 0.16
60 US20 -0.54 -0.23
61 US30 -1.28 -0.41
62 US5 -0.11 -0.13
63 VIX -7.75 -0.66
64 WHEAT -2.88 -0.48
======================================================
Market moves for period 1M, sort by change (1M/change)
======================================================
name change vol_adjusted
25 GAS_US_mini -19.41 -1.31
45 ROBUSTA -8.97 -0.61
8 CANOLA -8.85 -1.76
11 COFFEE -8.31 -0.62
28 HEATOIL -7.77 -0.69
63 VIX -7.75 -0.66
53 SOYOIL -7.67 -1.13
24 GASOLINE -6.49 -0.93
52 SOYMEAL -6.11 -0.91
23 GASOIL -5.70 -0.55
51 SOYBEAN -5.36 -1.51
44 RICE -5.15 -0.69
39 OATIES -4.02 -0.54
15 CRUDE_W -3.21 -0.47
64 WHEAT -2.88 -0.48
43 REDWHEAT -1.90 -0.27
5 BUXL -1.66 -0.56
13 CORN -1.45 -0.37
61 US30 -1.28 -0.41
29 JGB-SGX-mini -1.21 -1.51
30 JPY -1.10 -0.39
18 DX -1.02 -0.56
4 BUND -0.80 -0.76
35 NASDAQ_micro -0.75 -0.12
14 COTTON2 -0.56 -0.15
60 US20 -0.54 -0.23
38 OAT -0.50 -0.40
57 US10 -0.50 -0.37
2 BOBL -0.44 -0.72
58 US10U -0.42 -0.28
3 BTP -0.26 -0.22
50 SOFR -0.16 -0.70
20 EURIBOR-ICE -0.13 -0.96
62 US5 -0.11 -0.13
47 SHATZ -0.11 -0.59
59 US2 0.06 0.16
54 SP400 0.09 0.02
55 SP500_micro 0.10 0.02
46 RUSSELL 0.22 0.03
37 NZD 0.35 0.12
33 LUMBER-new 0.52 0.07
6 CAC 0.53 0.12
1 BITCOIN 0.83 0.05
19 EUR 0.99 0.56
9 CHF 1.16 0.52
17 DOW 1.33 0.31
36 NIKKEI 1.43 0.16
27 GOLD_micro 1.59 0.21
7 CAD 1.81 1.24
0 AUD 1.96 0.83
26 GBP 2.00 0.98
34 MXP 2.05 0.91
21 EUROSTX 2.53 0.53
56 SUGAR11 2.59 0.33
49 SMI 3.46 0.93
16 DAX 3.77 0.76
31 LEANHOG 6.61 0.83
32 LIVECOW 7.84 0.84
12 COPPER 8.07 0.89
10 COCOA 9.34 0.51
22 FEEDCOW 9.55 0.95
41 PALLAD 13.81 0.92
48 SILVER-mini 20.72 1.79
42 PLAT 21.26 1.78
40 OJ 32.81 1.21
==================================================================
Market moves for period 1M, sort by vol_adjusted (1M/vol_adjusted)
==================================================================
name change vol_adjusted
8 CANOLA -8.85 -1.76
29 JGB-SGX-mini -1.21 -1.51
51 SOYBEAN -5.36 -1.51
25 GAS_US_mini -19.41 -1.31
53 SOYOIL -7.67 -1.13
20 EURIBOR-ICE -0.13 -0.96
24 GASOLINE -6.49 -0.93
52 SOYMEAL -6.11 -0.91
4 BUND -0.80 -0.76
2 BOBL -0.44 -0.72
50 SOFR -0.16 -0.70
44 RICE -5.15 -0.69
28 HEATOIL -7.77 -0.69
63 VIX -7.75 -0.66
11 COFFEE -8.31 -0.62
45 ROBUSTA -8.97 -0.61
47 SHATZ -0.11 -0.59
5 BUXL -1.66 -0.56
18 DX -1.02 -0.56
23 GASOIL -5.70 -0.55
39 OATIES -4.02 -0.54
64 WHEAT -2.88 -0.48
15 CRUDE_W -3.21 -0.47
61 US30 -1.28 -0.41
38 OAT -0.50 -0.40
30 JPY -1.10 -0.39
57 US10 -0.50 -0.37
13 CORN -1.45 -0.37
58 US10U -0.42 -0.28
43 REDWHEAT -1.90 -0.27
60 US20 -0.54 -0.23
3 BTP -0.26 -0.22
14 COTTON2 -0.56 -0.15
62 US5 -0.11 -0.13
35 NASDAQ_micro -0.75 -0.12
54 SP400 0.09 0.02
55 SP500_micro 0.10 0.02
46 RUSSELL 0.22 0.03
1 BITCOIN 0.83 0.05
33 LUMBER-new 0.52 0.07
6 CAC 0.53 0.12
37 NZD 0.35 0.12
59 US2 0.06 0.16
36 NIKKEI 1.43 0.16
27 GOLD_micro 1.59 0.21
17 DOW 1.33 0.31
56 SUGAR11 2.59 0.33
10 COCOA 9.34 0.51
9 CHF 1.16 0.52
21 EUROSTX 2.53 0.53
19 EUR 0.99 0.56
16 DAX 3.77 0.76
0 AUD 1.96 0.83
31 LEANHOG 6.61 0.83
32 LIVECOW 7.84 0.84
12 COPPER 8.07 0.89
34 MXP 2.05 0.91
41 PALLAD 13.81 0.92
49 SMI 3.46 0.93
22 FEEDCOW 9.55 0.95
26 GBP 2.00 0.98
40 OJ 32.81 1.21
7 CAD 1.81 1.24
42 PLAT 21.26 1.78
48 SILVER-mini 20.72 1.79
==================================================
Market moves for period 3M, sort by name (3M/name)
==================================================
name change vol_adjusted
0 AUD 0.79 0.18
1 BITCOIN -26.65 -1.34
2 BOBL -0.60 -0.43
3 BTP 0.44 0.16
4 BUND -1.05 -0.41
5 BUXL -3.11 -0.46
6 CAC 1.87 0.26
7 CAD 1.09 0.40
8 CANOLA -4.53 -0.34
9 CHF -0.51 -0.11
10 COCOA -9.65 -0.34
11 COFFEE -5.27 -0.19
12 COPPER 14.53 0.64
13 CORN -0.49 -0.06
14 COTTON2 -4.27 -0.62
15 CRUDE_W -6.16 -0.40
16 DAX 0.99 0.13
17 DOW 2.75 0.46
18 DX 1.06 0.25
19 EUR -0.41 -0.09
20 EURIBOR-ICE -0.14 -0.46
21 EUROSTX 3.78 0.50
22 FEEDCOW -0.34 -0.03
23 GASOIL -4.01 -0.23
24 GASOLINE -4.62 -0.36
25 GAS_US_mini -5.96 -0.25
26 GBP -0.01 -0.00
27 GOLD_micro 10.29 1.30
28 HEATOIL -4.94 -0.30
29 JGB-SGX-mini -2.11 -1.16
30 JPY -6.98 -1.39
31 LEANHOG -3.13 -0.28
32 LIVECOW -0.99 -0.10
33 LUMBER-new -13.77 -1.08
34 MXP 3.12 0.84
35 NASDAQ_micro 0.75 0.11
36 NIKKEI 13.06 1.48
37 NZD -1.39 -0.27
38 OAT 0.08 0.03
39 OATIES -6.98 -0.67
40 OJ -14.75 -0.40
41 PALLAD 27.13 1.45
42 PLAT 26.81 1.54
43 REDWHEAT -0.09 -0.01
44 RICE -14.60 -1.17
45 ROBUSTA -6.99 -0.23
46 RUSSELL 0.82 0.08
47 SHATZ -0.20 -0.44
48 SILVER-mini 46.64 3.92
49 SMI 7.51 1.16
50 SOFR -0.19 -0.44
51 SOYBEAN 0.02 0.00
52 SOYMEAL 5.19 0.64
53 SOYOIL -4.92 -0.34
54 SP400 0.11 0.01
55 SP500_micro 1.13 0.20
56 SUGAR11 -6.68 -0.58
57 US10 -0.48 -0.19
58 US10U -0.23 -0.08
59 US2 -0.13 -0.16
60 US20 -0.88 -0.18
61 US30 -1.79 -0.29
62 US5 -0.24 -0.14
63 VIX -9.86 -0.62
64 WHEAT -3.67 -0.38
======================================================
Market moves for period 3M, sort by change (3M/change)
======================================================
name change vol_adjusted
1 BITCOIN -26.65 -1.34
40 OJ -14.75 -0.40
44 RICE -14.60 -1.17
33 LUMBER-new -13.77 -1.08
63 VIX -9.86 -0.62
10 COCOA -9.65 -0.34
45 ROBUSTA -6.99 -0.23
30 JPY -6.98 -1.39
39 OATIES -6.98 -0.67
56 SUGAR11 -6.68 -0.58
15 CRUDE_W -6.16 -0.40
25 GAS_US_mini -5.96 -0.25
11 COFFEE -5.27 -0.19
28 HEATOIL -4.94 -0.30
53 SOYOIL -4.92 -0.34
24 GASOLINE -4.62 -0.36
8 CANOLA -4.53 -0.34
14 COTTON2 -4.27 -0.62
23 GASOIL -4.01 -0.23
64 WHEAT -3.67 -0.38
31 LEANHOG -3.13 -0.28
5 BUXL -3.11 -0.46
29 JGB-SGX-mini -2.11 -1.16
61 US30 -1.79 -0.29
37 NZD -1.39 -0.27
4 BUND -1.05 -0.41
32 LIVECOW -0.99 -0.10
60 US20 -0.88 -0.18
2 BOBL -0.60 -0.43
9 CHF -0.51 -0.11
13 CORN -0.49 -0.06
57 US10 -0.48 -0.19
19 EUR -0.41 -0.09
22 FEEDCOW -0.34 -0.03
62 US5 -0.24 -0.14
58 US10U -0.23 -0.08
47 SHATZ -0.20 -0.44
50 SOFR -0.19 -0.44
20 EURIBOR-ICE -0.14 -0.46
59 US2 -0.13 -0.16
43 REDWHEAT -0.09 -0.01
26 GBP -0.01 -0.00
51 SOYBEAN 0.02 0.00
38 OAT 0.08 0.03
54 SP400 0.11 0.01
3 BTP 0.44 0.16
35 NASDAQ_micro 0.75 0.11
0 AUD 0.79 0.18
46 RUSSELL 0.82 0.08
16 DAX 0.99 0.13
18 DX 1.06 0.25
7 CAD 1.09 0.40
55 SP500_micro 1.13 0.20
6 CAC 1.87 0.26
17 DOW 2.75 0.46
34 MXP 3.12 0.84
21 EUROSTX 3.78 0.50
52 SOYMEAL 5.19 0.64
49 SMI 7.51 1.16
27 GOLD_micro 10.29 1.30
36 NIKKEI 13.06 1.48
12 COPPER 14.53 0.64
42 PLAT 26.81 1.54
41 PALLAD 27.13 1.45
48 SILVER-mini 46.64 3.92
==================================================================
Market moves for period 3M, sort by vol_adjusted (3M/vol_adjusted)
==================================================================
name change vol_adjusted
30 JPY -6.98 -1.39
1 BITCOIN -26.65 -1.34
44 RICE -14.60 -1.17
29 JGB-SGX-mini -2.11 -1.16
33 LUMBER-new -13.77 -1.08
39 OATIES -6.98 -0.67
63 VIX -9.86 -0.62
14 COTTON2 -4.27 -0.62
56 SUGAR11 -6.68 -0.58
20 EURIBOR-ICE -0.14 -0.46
5 BUXL -3.11 -0.46
50 SOFR -0.19 -0.44
47 SHATZ -0.20 -0.44
2 BOBL -0.60 -0.43
4 BUND -1.05 -0.41
40 OJ -14.75 -0.40
15 CRUDE_W -6.16 -0.40
64 WHEAT -3.67 -0.38
24 GASOLINE -4.62 -0.36
53 SOYOIL -4.92 -0.34
8 CANOLA -4.53 -0.34
10 COCOA -9.65 -0.34
28 HEATOIL -4.94 -0.30
61 US30 -1.79 -0.29
31 LEANHOG -3.13 -0.28
37 NZD -1.39 -0.27
25 GAS_US_mini -5.96 -0.25
45 ROBUSTA -6.99 -0.23
23 GASOIL -4.01 -0.23
11 COFFEE -5.27 -0.19
57 US10 -0.48 -0.19
60 US20 -0.88 -0.18
59 US2 -0.13 -0.16
62 US5 -0.24 -0.14
9 CHF -0.51 -0.11
32 LIVECOW -0.99 -0.10
19 EUR -0.41 -0.09
58 US10U -0.23 -0.08
13 CORN -0.49 -0.06
22 FEEDCOW -0.34 -0.03
43 REDWHEAT -0.09 -0.01
26 GBP -0.01 -0.00
51 SOYBEAN 0.02 0.00
54 SP400 0.11 0.01
38 OAT 0.08 0.03
46 RUSSELL 0.82 0.08
35 NASDAQ_micro 0.75 0.11
16 DAX 0.99 0.13
3 BTP 0.44 0.16
0 AUD 0.79 0.18
55 SP500_micro 1.13 0.20
18 DX 1.06 0.25
6 CAC 1.87 0.26
7 CAD 1.09 0.40
17 DOW 2.75 0.46
21 EUROSTX 3.78 0.50
12 COPPER 14.53 0.64
52 SOYMEAL 5.19 0.64
34 MXP 3.12 0.84
49 SMI 7.51 1.16
27 GOLD_micro 10.29 1.30
41 PALLAD 27.13 1.45
36 NIKKEI 13.06 1.48
42 PLAT 26.81 1.54
48 SILVER-mini 46.64 3.92
==================================================
Market moves for period 6M, sort by name (6M/name)
==================================================
name change vol_adjusted
0 AUD 1.18 0.13
1 BITCOIN -19.93 -0.71
2 BOBL -1.07 -0.42
3 BTP 0.13 0.03
4 BUND -1.72 -0.42
5 BUXL -7.23 -0.68
6 CAC 5.59 0.42
7 CAD -1.40 -0.26
8 CANOLA -19.35 -1.04
9 CHF -2.16 -0.26
10 COCOA -18.83 -0.33
11 COFFEE 33.79 0.85
12 COPPER 8.74 0.42
13 CORN -0.27 -0.02
14 COTTON2 -7.63 -0.57
15 CRUDE_W -7.06 -0.24
16 DAX 2.34 0.16
17 DOW 6.23 0.44
18 DX 2.40 0.38
19 EUR -1.43 -0.21
20 EURIBOR-ICE -0.21 -0.39
21 EUROSTX 9.46 0.66
22 FEEDCOW 19.74 1.55
23 GASOIL 0.74 0.02
24 GASOLINE -3.87 -0.14
25 GAS_US_mini -17.62 -0.37
26 GBP -1.96 -0.31
27 GOLD_micro 25.82 1.55
28 HEATOIL -2.61 -0.08
29 JGB-SGX-mini -3.94 -1.14
30 JPY -10.00 -1.09
31 LEANHOG -1.24 -0.07
32 LIVECOW 10.85 0.83
33 LUMBER-new -22.11 -1.57
34 MXP 6.39 0.89
35 NASDAQ_micro 9.83 0.58
36 NIKKEI 26.90 1.59
37 NZD -6.06 -0.69
38 OAT -1.24 -0.31
39 OATIES -20.87 -0.99
40 OJ -3.57 -0.06
41 PALLAD 44.94 1.62
42 PLAT 45.96 1.49
43 REDWHEAT -10.13 -0.49
44 RICE -27.46 -1.57
45 ROBUSTA 14.46 0.35
46 RUSSELL 11.00 0.63
47 SHATZ -0.54 -0.56
48 SILVER-mini 87.03 4.30
49 SMI 11.28 0.85
50 SOFR -0.03 -0.04
51 SOYBEAN -0.14 -0.01
52 SOYMEAL 1.03 0.09
53 SOYOIL -10.16 -0.37
54 SP400 3.40 0.20
55 SP500_micro 8.31 0.57
56 SUGAR11 -8.66 -0.42
57 US10 0.35 0.08
58 US10U 1.02 0.18
59 US2 -0.01 -0.01
60 US20 0.76 0.08
61 US30 -0.47 -0.04
62 US5 0.22 0.07
63 VIX -19.63 -0.49
64 WHEAT -11.70 -0.63
======================================================
Market moves for period 6M, sort by change (6M/change)
======================================================
name change vol_adjusted
44 RICE -27.46 -1.57
33 LUMBER-new -22.11 -1.57
39 OATIES -20.87 -0.99
1 BITCOIN -19.93 -0.71
63 VIX -19.63 -0.49
8 CANOLA -19.35 -1.04
10 COCOA -18.83 -0.33
25 GAS_US_mini -17.62 -0.37
64 WHEAT -11.70 -0.63
53 SOYOIL -10.16 -0.37
43 REDWHEAT -10.13 -0.49
30 JPY -10.00 -1.09
56 SUGAR11 -8.66 -0.42
14 COTTON2 -7.63 -0.57
5 BUXL -7.23 -0.68
15 CRUDE_W -7.06 -0.24
37 NZD -6.06 -0.69
29 JGB-SGX-mini -3.94 -1.14
24 GASOLINE -3.87 -0.14
40 OJ -3.57 -0.06
28 HEATOIL -2.61 -0.08
9 CHF -2.16 -0.26
26 GBP -1.96 -0.31
4 BUND -1.72 -0.42
19 EUR -1.43 -0.21
7 CAD -1.40 -0.26
38 OAT -1.24 -0.31
31 LEANHOG -1.24 -0.07
2 BOBL -1.07 -0.42
47 SHATZ -0.54 -0.56
61 US30 -0.47 -0.04
13 CORN -0.27 -0.02
20 EURIBOR-ICE -0.21 -0.39
51 SOYBEAN -0.14 -0.01
50 SOFR -0.03 -0.04
59 US2 -0.01 -0.01
3 BTP 0.13 0.03
62 US5 0.22 0.07
57 US10 0.35 0.08
23 GASOIL 0.74 0.02
60 US20 0.76 0.08
58 US10U 1.02 0.18
52 SOYMEAL 1.03 0.09
0 AUD 1.18 0.13
16 DAX 2.34 0.16
18 DX 2.40 0.38
54 SP400 3.40 0.20
6 CAC 5.59 0.42
17 DOW 6.23 0.44
34 MXP 6.39 0.89
55 SP500_micro 8.31 0.57
12 COPPER 8.74 0.42
21 EUROSTX 9.46 0.66
35 NASDAQ_micro 9.83 0.58
32 LIVECOW 10.85 0.83
46 RUSSELL 11.00 0.63
49 SMI 11.28 0.85
45 ROBUSTA 14.46 0.35
22 FEEDCOW 19.74 1.55
27 GOLD_micro 25.82 1.55
36 NIKKEI 26.90 1.59
11 COFFEE 33.79 0.85
41 PALLAD 44.94 1.62
42 PLAT 45.96 1.49
48 SILVER-mini 87.03 4.30
==================================================================
Market moves for period 6M, sort by vol_adjusted (6M/vol_adjusted)
==================================================================
name change vol_adjusted
33 LUMBER-new -22.11 -1.57
44 RICE -27.46 -1.57
29 JGB-SGX-mini -3.94 -1.14
30 JPY -10.00 -1.09
8 CANOLA -19.35 -1.04
39 OATIES -20.87 -0.99
1 BITCOIN -19.93 -0.71
37 NZD -6.06 -0.69
5 BUXL -7.23 -0.68
64 WHEAT -11.70 -0.63
14 COTTON2 -7.63 -0.57
47 SHATZ -0.54 -0.56
43 REDWHEAT -10.13 -0.49
63 VIX -19.63 -0.49
56 SUGAR11 -8.66 -0.42
2 BOBL -1.07 -0.42
4 BUND -1.72 -0.42
20 EURIBOR-ICE -0.21 -0.39
25 GAS_US_mini -17.62 -0.37
53 SOYOIL -10.16 -0.37
10 COCOA -18.83 -0.33
26 GBP -1.96 -0.31
38 OAT -1.24 -0.31
9 CHF -2.16 -0.26
7 CAD -1.40 -0.26
15 CRUDE_W -7.06 -0.24
19 EUR -1.43 -0.21
24 GASOLINE -3.87 -0.14
28 HEATOIL -2.61 -0.08
31 LEANHOG -1.24 -0.07
40 OJ -3.57 -0.06
61 US30 -0.47 -0.04
50 SOFR -0.03 -0.04
13 CORN -0.27 -0.02
51 SOYBEAN -0.14 -0.01
59 US2 -0.01 -0.01
23 GASOIL 0.74 0.02
3 BTP 0.13 0.03
62 US5 0.22 0.07
57 US10 0.35 0.08
60 US20 0.76 0.08
52 SOYMEAL 1.03 0.09
0 AUD 1.18 0.13
16 DAX 2.34 0.16
58 US10U 1.02 0.18
54 SP400 3.40 0.20
45 ROBUSTA 14.46 0.35
18 DX 2.40 0.38
6 CAC 5.59 0.42
12 COPPER 8.74 0.42
17 DOW 6.23 0.44
55 SP500_micro 8.31 0.57
35 NASDAQ_micro 9.83 0.58
46 RUSSELL 11.00 0.63
21 EUROSTX 9.46 0.66
32 LIVECOW 10.85 0.83
49 SMI 11.28 0.85
11 COFFEE 33.79 0.85
34 MXP 6.39 0.89
42 PLAT 45.96 1.49
22 FEEDCOW 19.74 1.55
27 GOLD_micro 25.82 1.55
36 NIKKEI 26.90 1.59
41 PALLAD 44.94 1.62
48 SILVER-mini 87.03 4.30
====================================================
Market moves for period YTD, sort by name (YTD/name)
====================================================
Empty DataFrame
Columns: [name, change, vol_adjusted]
Index: []
========================================================
Market moves for period YTD, sort by change (YTD/change)
========================================================
Empty DataFrame
Columns: [name, change, vol_adjusted]
Index: []
====================================================================
Market moves for period YTD, sort by vol_adjusted (YTD/vol_adjusted)
====================================================================
Empty DataFrame
Columns: [name, change, vol_adjusted]
Index: []
====================================================
Market moves for period 12M, sort by name (12M/name)
====================================================
name change vol_adjusted
0 AUD 6.96 0.61
1 BITCOIN -17.25 -0.31
2 BOBL -0.95 -0.27
3 BTP 1.90 0.29
4 BUND -2.73 -0.46
5 BUXL -14.93 -1.01
6 CAC 10.82 0.74
7 CAD 3.39 0.53
8 CANOLA -2.30 -0.08
9 CHF 9.58 1.10
10 COCOA -37.51 -0.49
11 COFFEE 27.04 0.56
12 COPPER 32.56 1.39
13 CORN -4.91 -0.44
14 COTTON2 -15.10 -0.93
15 CRUDE_W -16.85 -0.71
16 DAX 19.12 1.48
17 DOW 8.51 0.58
18 DX -8.11 -1.14
19 EUR 11.45 1.32
20 EURIBOR-ICE -0.07 -0.08
21 EUROSTX 19.57 1.27
22 FEEDCOW 38.45 2.84
23 GASOIL 0.78 0.03
24 GASOLINE -8.37 -0.33
25 GAS_US_mini -21.91 -0.35
26 GBP 8.71 1.00
27 GOLD_micro 52.73 2.76
28 HEATOIL 0.19 0.01
29 JGB-SGX-mini -5.10 -1.67
30 JPY -3.89 -0.30
31 LEANHOG 15.48 0.58
32 LIVECOW 24.90 1.97
33 LUMBER-new -19.27 -1.08
34 MXP 21.10 1.36
35 NASDAQ_micro 14.20 0.68
36 NIKKEI 29.48 1.20
37 NZD 1.62 0.14
38 OAT -0.59 -0.10
39 OATIES -11.87 -0.34
40 OJ -55.68 -1.33
41 PALLAD 70.18 1.57
42 PLAT 109.47 3.98
43 REDWHEAT -17.85 -0.92
44 RICE -35.69 -2.09
45 ROBUSTA -15.24 -0.28
46 RUSSELL 6.18 0.25
47 SHATZ -0.40 -0.29
48 SILVER-mini 126.14 3.60
49 SMI 16.37 1.10
50 SOFR 0.73 0.64
51 SOYBEAN 0.07 0.00
52 SOYMEAL -15.06 -0.67
53 SOYOIL 17.81 0.50
54 SP400 1.54 0.08
55 SP500_micro 11.24 0.73
56 SUGAR11 -18.37 -0.63
57 US10 3.02 0.47
58 US10U 3.56 0.42
59 US2 0.54 0.31
60 US20 2.49 0.20
61 US30 -0.11 -0.01
62 US5 2.20 0.54
63 VIX -4.38 -0.07
64 WHEAT -15.09 -0.88
========================================================
Market moves for period 12M, sort by change (12M/change)
========================================================
name change vol_adjusted
40 OJ -55.68 -1.33
10 COCOA -37.51 -0.49
44 RICE -35.69 -2.09
25 GAS_US_mini -21.91 -0.35
33 LUMBER-new -19.27 -1.08
56 SUGAR11 -18.37 -0.63
43 REDWHEAT -17.85 -0.92
1 BITCOIN -17.25 -0.31
15 CRUDE_W -16.85 -0.71
45 ROBUSTA -15.24 -0.28
14 COTTON2 -15.10 -0.93
64 WHEAT -15.09 -0.88
52 SOYMEAL -15.06 -0.67
5 BUXL -14.93 -1.01
39 OATIES -11.87 -0.34
24 GASOLINE -8.37 -0.33
18 DX -8.11 -1.14
29 JGB-SGX-mini -5.10 -1.67
13 CORN -4.91 -0.44
63 VIX -4.38 -0.07
30 JPY -3.89 -0.30
4 BUND -2.73 -0.46
8 CANOLA -2.30 -0.08
2 BOBL -0.95 -0.27
38 OAT -0.59 -0.10
47 SHATZ -0.40 -0.29
61 US30 -0.11 -0.01
20 EURIBOR-ICE -0.07 -0.08
51 SOYBEAN 0.07 0.00
28 HEATOIL 0.19 0.01
59 US2 0.54 0.31
50 SOFR 0.73 0.64
23 GASOIL 0.78 0.03
54 SP400 1.54 0.08
37 NZD 1.62 0.14
3 BTP 1.90 0.29
62 US5 2.20 0.54
60 US20 2.49 0.20
57 US10 3.02 0.47
7 CAD 3.39 0.53
58 US10U 3.56 0.42
46 RUSSELL 6.18 0.25
0 AUD 6.96 0.61
17 DOW 8.51 0.58
26 GBP 8.71 1.00
9 CHF 9.58 1.10
6 CAC 10.82 0.74
55 SP500_micro 11.24 0.73
19 EUR 11.45 1.32
35 NASDAQ_micro 14.20 0.68
31 LEANHOG 15.48 0.58
49 SMI 16.37 1.10
53 SOYOIL 17.81 0.50
16 DAX 19.12 1.48
21 EUROSTX 19.57 1.27
34 MXP 21.10 1.36
32 LIVECOW 24.90 1.97
11 COFFEE 27.04 0.56
36 NIKKEI 29.48 1.20
12 COPPER 32.56 1.39
22 FEEDCOW 38.45 2.84
27 GOLD_micro 52.73 2.76
41 PALLAD 70.18 1.57
42 PLAT 109.47 3.98
48 SILVER-mini 126.14 3.60
====================================================================
Market moves for period 12M, sort by vol_adjusted (12M/vol_adjusted)
====================================================================
name change vol_adjusted
44 RICE -35.69 -2.09
29 JGB-SGX-mini -5.10 -1.67
40 OJ -55.68 -1.33
18 DX -8.11 -1.14
33 LUMBER-new -19.27 -1.08
5 BUXL -14.93 -1.01
14 COTTON2 -15.10 -0.93
43 REDWHEAT -17.85 -0.92
64 WHEAT -15.09 -0.88
15 CRUDE_W -16.85 -0.71
52 SOYMEAL -15.06 -0.67
56 SUGAR11 -18.37 -0.63
10 COCOA -37.51 -0.49
4 BUND -2.73 -0.46
13 CORN -4.91 -0.44
25 GAS_US_mini -21.91 -0.35
39 OATIES -11.87 -0.34
24 GASOLINE -8.37 -0.33
1 BITCOIN -17.25 -0.31
30 JPY -3.89 -0.30
47 SHATZ -0.40 -0.29
45 ROBUSTA -15.24 -0.28
2 BOBL -0.95 -0.27
38 OAT -0.59 -0.10
8 CANOLA -2.30 -0.08
20 EURIBOR-ICE -0.07 -0.08
63 VIX -4.38 -0.07
61 US30 -0.11 -0.01
51 SOYBEAN 0.07 0.00
28 HEATOIL 0.19 0.01
23 GASOIL 0.78 0.03
54 SP400 1.54 0.08
37 NZD 1.62 0.14
60 US20 2.49 0.20
46 RUSSELL 6.18 0.25
3 BTP 1.90 0.29
59 US2 0.54 0.31
58 US10U 3.56 0.42
57 US10 3.02 0.47
53 SOYOIL 17.81 0.50
7 CAD 3.39 0.53
62 US5 2.20 0.54
11 COFFEE 27.04 0.56
31 LEANHOG 15.48 0.58
17 DOW 8.51 0.58
0 AUD 6.96 0.61
50 SOFR 0.73 0.64
35 NASDAQ_micro 14.20 0.68
55 SP500_micro 11.24 0.73
6 CAC 10.82 0.74
26 GBP 8.71 1.00
49 SMI 16.37 1.10
9 CHF 9.58 1.10
36 NIKKEI 29.48 1.20
21 EUROSTX 19.57 1.27
19 EUR 11.45 1.32
34 MXP 21.10 1.36
12 COPPER 32.56 1.39
16 DAX 19.12 1.48
41 PALLAD 70.18 1.57
32 LIVECOW 24.90 1.97
27 GOLD_micro 52.73 2.76
22 FEEDCOW 38.45 2.84
48 SILVER-mini 126.14 3.60
42 PLAT 109.47 3.98
********************************************************************************
END OF REPORT
********************************************************************************