During the month of July, the top 3 sectors were: crypto (+37.02%), indices (+9.41%) and livestock (+4.68%). The bottom 3 sectors were: grains (-9.39%), softs (-6.56%) and metals (+0.84%). As expected the Fed raised rates by another 75 bps to help fight inflation. The stock market showed significant strength late…
2022 has been a great year so far for managed futures. CTA indices are all reporting positive results, with Barclay’s CTA index posting ~+8% return through June 2022, and the SG CTA index posting a return of ~+19%. Trend following strategies, which had been out of favor over the last…
Commodities Hit Hard in June as demonstrated by the graph to the right – GSCI Energies fell -6.6% last month, with Grains -12.8% and Industrial Metals -13.8%. Pundits blamed macro traders / asset allocators from shifting their fears from supply disruption to demand destruction, expecting that higher interest rates will…
COVID-19 US Case Count Upticked to 116k as the seven-day average rose in June per the CDC with seven-day average US deaths falling to 273. Per Walgreens’s COVID-19 tracker (click here for the link) below, Omicron still infected a higher proportion of those that had received shots versus those…