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
202116 $ 2 235 268 $ 2 299 035101 %75 %
202217 $ 3 822 111 $ 3 124 34779 %65 %
202322 $ 2 945 438 $ 2 485 80098 %86 %
20248 $ 1 255 009 $ 718 061102 %63 %
Aggregate63 $ 4 054 137 $ 8 600 244161 %75 %

PnL: M+1

M+1 Number
of
Trades
VaR PnL
including
Broker Fee and Spread
PnL
to
VaR
Successful
Trade Ratio
20218 $ 1 083 757 $ 1 108 585102 %63 %
20225 $ 851 731 $ 626 15874 %40 %
20236 $ 544 843 $ 576 216106 %100 %
20240 $ 162 052

Aggregate19 $ 570 918 $ 2 310 95994 %68 %

PnL: M+2

M+2 Number
of
Trades
VaR PnL
including
Broker Fee and Spread
PnL
to
VaR
Successful
Trade Ratio
20217 $ 1 059 759 $ 1 151 575109 %86 %
20227 $ 1 638 490 $ 868 81153 %57 %
202310 $ 1 091 038 $ 1 422 460130 %90 %
20246 $ 551 366 $ 766 511139 %67 %
Aggregate30 $ 1 638 490 $ 4 209 358257 %77 %

PnL: M+3

M+3 Number
of
Trades
VaR PnL
including
Broker Fee and Spread
PnL
to
VaR
Successful
Trade Ratio
20211 $ 91 752 $ 38 87442 %100 %
20225 $ 1 331 889 $ 1 629 378122 %100 %
20236 $ 1 309 557 $ 460 12435 %67 %
20242 $ 538 590 $ -48 449-9 %50 %
Aggregate30 $ 1 331 889 $ 4 209 35848 %79 %
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