Key Highlights
At SwissFreightMetrics, our CS5TC platform harnesses a streamlined algorithm that already delivers robust forecasts, with further enhancements anticipated in current iterations. Our aggregated performance—derived from M+1, M+2, and M+3 trading over the period 2021 to 2024—yields an impressive 238% PnL-to-VaR ratio. The platform’s adaptability enables us to fine-tune trading recommendations according to client-specific requirements—whether that entails generating a higher volume of recommendations with modified risk/return trade-offs or delivering fewer, more certain suggestions. Moreover, our framework might integrate physical routes and related FFAs, although an initial set-up period may be required for optimal integration. All PnL figures account for a comprehensive fee structure of 4%, which includes a 0.2% broker fee and a 3.8% bid-ask spread. For a detailed explanation of our VaR calculation and overall methodology, please refer to our dedicated page.
PnL: M+1 to M+3
M+1 + M+2 + M+3 | Number of Trades |
VaR | PnL including Broker Fee and Spread | PnL to VaR | Successful Trade Ratio |
---|---|---|---|---|---|
2021 | 16 | $ 2 235 268 | $ 2 299 035 | 101 % | 75 % |
2022 | 17 | $ 3 822 111 | $ 3 124 347 | 79 % | 65 % |
2023 | 22 | $ 2 945 438 | $ 2 485 800 | 98 % | 86 % |
2024 | 8 | $ 1 255 009 | $ 718 061 | 102 % | 63 % |
Aggregate | 63 | $ 4 054 137 | $ 8 600 244 | 161 % | 75 % |
PnL: M+1
M+1 | Number of Trades |
VaR | PnL including Broker Fee and Spread | PnL to VaR | Successful Trade Ratio |
---|---|---|---|---|---|
2021 | 8 | $ 1 083 757 | $ 1 108 585 | 102 % | 63 % |
2022 | 5 | $ 851 731 | $ 626 158 | 74 % | 40 % |
2023 | 6 | $ 544 843 | $ 576 216 | 106 % | 100 % |
2024 | 0 | $ 162 052 | $ | ||
Aggregate | 19 | $ 570 918 | $ 2 310 959 | 94 % | 68 % |
PnL: M+2
M+2 | Number of Trades |
VaR | PnL including Broker Fee and Spread | PnL to VaR | Successful Trade Ratio |
---|---|---|---|---|---|
2021 | 7 | $ 1 059 759 | $ 1 151 575 | 109 % | 86 % |
2022 | 7 | $ 1 638 490 | $ 868 811 | 53 % | 57 % |
2023 | 10 | $ 1 091 038 | $ 1 422 460 | 130 % | 90 % |
2024 | 6 | $ 551 366 | $ 766 511 | 139 % | 67 % |
Aggregate | 30 | $ 1 638 490 | $ 4 209 358 | 257 % | 77 % |
PnL: M+3
M+3 | Number of Trades |
VaR | PnL including Broker Fee and Spread | PnL to VaR | Successful Trade Ratio |
---|---|---|---|---|---|
2021 | 1 | $ 91 752 | $ 38 874 | 42 % | 100 % |
2022 | 5 | $ 1 331 889 | $ 1 629 378 | 122 % | 100 % |
2023 | 6 | $ 1 309 557 | $ 460 124 | 35 % | 67 % |
2024 | 2 | $ 538 590 | $ -48 449 | -9 % | 50 % |
Aggregate | 30 | $ 1 331 889 | $ 4 209 358 | 48 % | 79 % |