Trade idea tickets
Each signal packages instrument or spread, side bias, target, invalidation, confidence, expected move, and what would flip the call.
Commostream turns live commodity prices, market states, prediction paths, backtests, and risk context into cached recommendations that a desk can review quickly and consistently.
The private workspace turns backend-cached market states and price signals into timeframe summaries, recommendation cards, P&L backtests, and desk workflow context. Physical-route, quote, hedge, and journal tools use extra account inputs when configured.
Each signal packages instrument or spread, side bias, target, invalidation, confidence, expected move, and what would flip the call.
When origin, destination, freight, FX, quality, tariffs, financing, and margin are configured, the desk can turn physical assumptions into landed-cost arithmetic.
Signal pages publish relative spread context where scoped markets share the same timeframe; account-level P&L alerts need hedge size and exposure inputs.
Directional hedge bias is generated from cached signals; hedge ratios, residual risk, and roll windows require exposure, contract calendar, and curve inputs.
Quote workflows use customer, origin, destination, quality, shipment window, futures reference, basis, freight, and margin inputs when those fields are supplied.
Users can compare historical signal strategy P&L against buy/hold by commodity, timeframe, amount, entry date, and close date; account trade attribution uses supplied trade details.
Natural-language questions retrieve Commostream context before answering, while guardrails keep the assistant focused on commodity workflows and account data.
Signal outputs, account workflows, quote inputs, scenarios, and attribution records are designed for private account access and auditable operations.
Market-state classifiers and scenario engines frame directional state, confidence, VaR, expected shortfall, and drawdown risk before an idea becomes a ticket.
FOB, freight, insurance, tariffs, financing, demurrage, quality, futures basis, FX, and margin are handled as account inputs, not inferred from price signals alone.
Signal backtest slices let users inspect performance in high-volatility, freight-rising, USD-strong, and trend-following regimes, including historical false positives.
Backtests and journal inputs connect signals to trade timing, hedge choices, and realized outcomes so the subscription can be evaluated against desk process and P&L impact.
Canadian corporation operating Commostream as a SaaS product for commodity intelligence and secure market workflows.
Subscription workspace for commodity price signals, recommendation summaries, backtesting, workflow context, and account-based access.