May 2026 Performance
The drawdown continues in the trading program. Temporary correlation between KC Wheat and Wheat algorithms led to substantial losses that triggered a trading pause. After the pause, the portfolio of algorithms was reshuffled to improve diversification.
Here are the results of each algorithm for the month:
Algorithm | Monthly Return |
S&P 500 | 0.27% |
Lean Hogs | -3.59% |
Soybean Oil | 1.20% |
Kansas City Wheat | -8.19% |
Sugar No. 11 | -0.40% |
Gold | 2.39% |
Chicago Wheat | -1.68% |
Subtotal | -10.0% |
Costs (fees and commissions) | -0.18% |
Adjustment from unrealized gains March | -1.35% |
Total Return | -11.54% |
Year to Date Return: -10.3%
Year to Date VAMI: $896.70
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.
