This lane is designed for alternative commodity exposures where physical constraints matter: regional basis, delivery windows, inventory transitions, and weather- or logistics-driven dislocations. Every setup is evaluated with replayable context before capital is routed.
Livestock & grains
Cattle, feeder cattle, corn, soy, wheat, and basis-linked structures.
Energy-linked risk
Crude and distillate context for commodity-sensitive portfolios and hedging overlays.
Metals exposure
Gold, silver, and industrial metals for inflation and industrial cycle positioning.
Cross-commodity spreads
Calendar, crack, crush, and inter-market relationships with regime diagnostics.
Educational simulation only; nothing here is investment advice or an offer. Pair with BackSpace and Monte Carlo when you need path sampling on the same positions you stress in production-style commodity scenarios.