March 2026 Performance

A more modest return in March of 2.6% net of fees. The month started with high volatility in the agricultural space as a result of the war in Iran. Prices across the complex generally settled into a range in the last couple of weeks

A total of eight algorithms were live, trading in eight different commodities. Uncorrelated algorithms across the agricultural complex helped to smooth out volatility.   

Here are the results of each algorithm for the month:

Algorithm	Monthly Return
Soybeans	-0.05%
Lean Hogs	3.18%
Oats	4.93%
Soybean Oil	4.96%
Kansas City Wheat	7.51%
Sugar No. 11	0% (Did not trade)
Corn	-5.03%
Chicago Wheat	-12.91%
Total	2.6%

Monthly VAMI: $1026

Year to Date VAMI: $1133.19

Past performance does not guarantee future results. The risk of loss in trading commodity futures contracts can be substantial. You should, therefore, carefully consider whether such trading is suitable for you in light of your circumstances and financial resources.