S&P 5007,650.50+0.17%Nasdaq26,522.54+0.39%Dow51,682.64-0.18%Nikkei 22565,018.95+1.38%Hang Seng24,750.78+0.60%EuroStoxx 506,236.20-1.37%Dollar (DXY)100.22+0.00%EUR/USD1.15+0.18%USD/JPY156.85+0.46%GBP/USD1.34+0.26%USD/CNY6.70-0.15%US 10Y yield5.00+1.03%US 5Y yield4.86+1.15%Gold4,424.90+0.57%Silver66.56+1.66%Copper6.62+0.43%Platinum1,803.50+0.68%Palladium1,306.20+1.24%WTI100.30-1.58%Brent103.87-0.91%Henry Hub2.91+0.38%Gasoline3.53+0.58%Heating oil5.06-1.10%Wheat714.25-1.75%Corn527.50-0.57%Soybeans1,303.50-1.23%Coffee294.55+1.38%Sugar17.36-0.34%Cocoa5,327.00-7.71%Cotton77.38-1.31%Lithium ETF70.50-0.56%Uranium ETF41.65-2.41%Rare Earths ETF69.06-0.06%Copper Miners ETF87.28+0.77%Bitcoin81,244.98+0.42%Ethereum2,637.29+0.99%Solana111.48-0.99%S&P 5007,650.50+0.17%Nasdaq26,522.54+0.39%Dow51,682.64-0.18%Nikkei 22565,018.95+1.38%Hang Seng24,750.78+0.60%EuroStoxx 506,236.20-1.37%Dollar (DXY)100.22+0.00%EUR/USD1.15+0.18%USD/JPY156.85+0.46%GBP/USD1.34+0.26%USD/CNY6.70-0.15%US 10Y yield5.00+1.03%US 5Y yield4.86+1.15%Gold4,424.90+0.57%Silver66.56+1.66%Copper6.62+0.43%Platinum1,803.50+0.68%Palladium1,306.20+1.24%WTI100.30-1.58%Brent103.87-0.91%Henry Hub2.91+0.38%Gasoline3.53+0.58%Heating oil5.06-1.10%Wheat714.25-1.75%Corn527.50-0.57%Soybeans1,303.50-1.23%Coffee294.55+1.38%Sugar17.36-0.34%Cocoa5,327.00-7.71%Cotton77.38-1.31%Lithium ETF70.50-0.56%Uranium ETF41.65-2.41%Rare Earths ETF69.06-0.06%Copper Miners ETF87.28+0.77%Bitcoin81,244.98+0.42%Ethereum2,637.29+0.99%Solana111.48-0.99%
Systematic Portfolio
Five rules-based products, the risk each one takes, and an honest comparison against what you could have bought instead. Every rule is fixed in code and every figure below is recomputed from the return series it describes.
The research book is larger than the published one: two further products are held back from this page, and every figure below is computed over the published set only rather than over a book you cannot inspect.
BACKTEST, NOT A TRACK RECORDBACKTEST, NOT A TRACK RECORD. These are simulated results of a rules-based process applied to historical data, including periods before the rules were written. They include estimated transaction costs but no management fee, no slippage beyond those estimates, and no allowance for the capacity limits of the smaller sleeves. Past simulated performance does not indicate future results.
What the evaluation says
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The path, not just the summary
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The book, in-sample
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What you could have bought instead
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Matched-window comparison, in-sample
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Where the risk actually comes from
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Tail behaviour
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If you lent against it
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Five products are not five bets
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How the book should be sized
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Current target weights
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How this is produced
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BACKTEST, NOT A TRACK RECORD. These are simulated results of a rules-based process applied to historical data, including periods before the rules were written. They include estimated transaction costs but no management fee, no slippage beyond those estimates, and no allowance for the capacity limits of the smaller sleeves. Past simulated performance does not indicate future results.
How the figures on this page are constructed is proprietary. For methodology questions, write to
e@finkfi.com.