Permutable’s proprietary sentiment signals delivered a 28.54% total return across a 16-month live commodities futures experiment, with 20.86% annualised return, 7.01% volatility and a maximum drawdown of −2.95%.
Built for institutional systematic workflows, the signals provide differentiated inputs across liquid global futures markets. To evaluate the data, discuss integration or explore a trading collaboration, contact enquiries@permutable.ai.
If you are an allocator or would like to see a full breakdown of our results please email enquiries@permutable.ai
| Metric | Permutable | S&P 500 | BCI |
| Total Return | 28.54% | 21.50% | 18.69% |
| Annualized Return | 20.86% | 15.83% | 13.80% |
| Annualized Volatility | 7.01% | 17.47% | 12.78% |
| Downside Volatility | 4.45% | 18.50% | 13.18% |
| Max Drawdown | -2.95% | -19.25% | -10.15% |
| Best Day | 3.07% | 7.81% | 3.41% |
| Worst Day | -1.19% | -6.39% | -4.51% |
Strategic Direction Post-Experiment: Permutable continues the run the data business model with our clients. We look to identify, isolate and preserve edge.