| Currency | Week N in Past | Strategy | Risk Based on Volatility and Credit Spreads | Future Market Scenarios | Projected Market Scenario Return in Basis Points | Implemented using | Annualized Return in Basis Points | Most Important Factor of Return |
|---|---|---|---|---|---|---|---|---|
| EUR | 1 | Long Equity | 4 | Rates Up, USD Up, Inflation Down | 511 | Underlyings and Derivatives | 88 | Macro |
| USD | 4 | Long Commodities | 4 | Rates Down, USD Up, Inflation Up | 471 | Only Underlyings | 88 | FX |
| GBP | 22 | Long Bonds | 8 | Rates Up, USD Down, Inflation Down | 78 | Only Derivatives | 125 | Rates |
| EUR | 1 | Long Equity | 4 | Rates Up, USD Up, Inflation Down | 511 | Underlyings and Derivatives | 88 | Macro |
| USD | 4 | Long Commodities | 4 | Rates Down, USD Up, Inflation Up | 471 | Only Underlyings | 88 | Credit Spreads |
| GBP | 22 | Long Bonds | 4 | Rates Up, USD Down, Inflation Down | 78 | Only Derivatives | 125 | Rates |
| EUR | 1 | Long Equity | 4 | Rates Up, USD Up, Inflation Down | 511 | Underlyings and Derivatives | 88 | Macro |
| USD | 6 | Long Commodities | 4 | Rates Down, USD Up, Inflation Up | 471 | Only Underlyings | 88 | FX |
| GBP | 22 | Long Bonds | 4 | Rates Up, USD Down, Inflation Down | 78 | Only Derivatives | 125 | Rates |
| EUR | 3 | Long Equity | 4 | Rates Up, USD Up, Inflation Down | 511 | Underlyings and Derivatives | 88 | Credit Spreads |
| USD | 4 | Long Commodities | 4 | Rates Down, USD Up | 471 | Only Underlyings | 88 | FX |
| GBP | 22 | Long Bonds | 6 | Rates Up, USD Down, Inflation Down | 78 | Only Derivatives | 125 | Rates |
| EUR | 1 | Long Equity | 4 | Rates Up, USD Up, Inflation Down | 511 | Underlyings and Derivatives | 88 | Macro |
| USD | 4 | Long Commodities | 4 | Rates Down, USD Up, Inflation Up | 471 | Only Underlyings | 88 | FX |
| GBP | 22 | Long Bonds | 5 | Rates Up, USD Down, Inflation Down | 78 | Only Derivatives | 125 | Rates |
| EUR | 1 | Long Equity | 4 | Rates Up, USD Up, Inflation Down | 511 | Underlyings and Derivatives | 88 | Macro |
| USD | 8 | Long Commodities | 4 | Rates Down, USD Up, Inflation Up | 471 | Only Underlyings | 88 | Credit Spreads |
| GBP | 22 | Long Bonds | 8 | Rates Up, USD Down, Inflation Down | 78 | Only Derivatives | 125 | Rates |
| EUR | 9 | Long Equity | 4 | Rates Up, USD Up, Inflation Down | 511 | Underlyings and Derivatives | 88 | Macro |
| USD | 4 | Long Commodities | 4 | Rates Down, USD Up, Inflation Up | 471 | Only Underlyings | 88 | FX |
| GBP | 22 | Long Bonds | 9 | Rates Up, USD Down, Inflation Down | 78 | Only Derivatives | 125 | Rates |
| EUR | 1 | Long Equity | 4 | Rates Up, USD Up, Inflation Down | 511 | Underlyings and Derivatives | 88 | Macro |
| USD | 4 | Long Commodities | 4 | Rates Down, USD Up, Inflation Up | 471 | Only Underlyings | 88 | FX |
| GBP | 22 | Long Bonds | 2 | Rates Up, USD Down | 78 | Only Derivatives | 125 | Rates |
| EUR | 1 | Long Equity | 4 | Rates Up, USD Up | 511 | Underlyings and Derivatives | 88 | Macro |
| USD | 4 | Long Commodities | 4 | Rates Down, USD Up, Inflation Up | 471 | Only Underlyings | 88 | FX |
| GBP | 22 | Long Bonds | 4 | Rates Up, USD Down, Inflation Down | 78 | Only Derivatives | 125 | Rates |
| EUR | 1 | Long Equity | 4 | Rates Up, USD Up, Inflation Down | 511 | Underlyings and Derivatives | 88 | Macro |
| USD | 4 | Long Commodities | 4 | Rates Down, USD Up, Inflation Up | 471 | Only Underlyings | 88 | FX |
| GBP | 22 | Long Bonds | 3 | Rates Up, USD Down, Inflation Down | 78 | Only Derivatives | 125 | Rates |
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Returns on 3 most profitable strategies over time
Returns in major markets last week
Aggregate Market
Relative Importance of the Number 1 Factor on Strategy Return
Sentiment Factors
This Figure Illustrates Relative Importance Over Time of Interest Rates VS All Ather Sentiment Factors such as Inflation, FX, Unemployment Rate and Credit Spreads
Strategy Return Factors
10 Most Importance Factors of Strategy Return as of 12/19/24
Strategy Return Attribution on Different Markets
Return Factors: Interest Rates, All Others Combined
Return Trends on Different Markets
This figure illustrates Returns trends over time