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Strategy report for caleb_strategy_v3 backtest timestamp 20260521_203938 produced at 2026-05-21 21:36:44.141454
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Optimal positions
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dont_trade reduce_only weight_per_contract position_limit_weight optimum_weight start_weight maximum_weight minimum_weight previous_weight optimised_weight optimal_position position_limit_contracts previous_position optimised_position
caleb_strategy_v3 SOFR False True 0.10 0.00 -2.92 0.0 0.00 0.00 0.00 0.00 -28.77 11.0 0 0
caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.42 0.0 0.00 0.00 0.00 0.00 -12.44 16.0 0 0
caleb_strategy_v3 US2 False True 0.09 0.00 -0.28 0.0 0.00 0.00 0.00 0.00 -3.16 13.0 0 0
caleb_strategy_v3 LEANHOG False False 0.02 -0.12 -0.16 0.0 0.22 -0.22 -0.12 -0.12 -9.53 13.0 -7 -7
caleb_strategy_v3 VIX False False 0.01 -0.07 -0.15 0.0 999.00 -999.00 -0.07 -0.07 -15.82 999999999.0 -8 -8
caleb_strategy_v3 CHF False False 0.07 -0.13 -0.11 0.0 0.87 -0.87 -0.13 -0.13 -1.70 13.0 -2 -2
caleb_strategy_v3 US5 False False 0.05 -0.36 -0.10 0.0 1.13 -1.13 -0.36 -0.36 -2.27 25.0 -8 -8
caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -24.67 59.0 0 0
caleb_strategy_v3 EUR False False 0.06 0.00 -0.08 0.0 0.86 -0.86 0.00 0.00 -1.37 14.0 0 0
caleb_strategy_v3 CAD False False 0.03 -0.03 -0.07 0.0 0.89 -0.89 -0.03 -0.09 -2.36 29.0 -1 -3
caleb_strategy_v3 US10 False False 0.05 -0.05 -0.06 0.0 0.78 -0.78 -0.05 -0.05 -1.34 17.0 -1 -1
caleb_strategy_v3 US10U False False 0.05 -0.05 -0.06 0.0 0.61 -0.61 -0.05 -0.05 -1.24 13.0 -1 -1
caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -6.00 3.0 0 0
caleb_strategy_v3 GOLD_micro False False 0.02 -0.04 -0.03 0.0 1.08 -1.08 -0.04 -0.04 -1.60 56.0 -2 -2
caleb_strategy_v3 BTP False False 0.06 -0.12 -0.02 0.0 0.58 -0.58 -0.12 -0.12 -0.40 10.0 -2 -2
caleb_strategy_v3 GBP False False 0.04 -0.07 -0.02 0.0 0.78 -0.78 -0.07 -0.07 -0.59 22.0 -2 -2
caleb_strategy_v3 US20 False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.38 9.0 0 0
caleb_strategy_v3 US30 False True 0.05 -0.24 -0.02 0.0 0.00 -0.24 -0.24 -0.24 -0.49 6.0 -5 -5
caleb_strategy_v3 JPY False False 0.03 -0.03 -0.02 0.0 0.56 -0.56 -0.03 -0.03 -0.69 17.0 -1 -1
caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.44 24.0 0 0
caleb_strategy_v3 GAS_US_mini False True 0.00 -0.01 -0.01 0.0 0.00 -0.01 -0.01 -0.01 -3.78 26.0 -3 -2
caleb_strategy_v3 DOW False False 0.01 -0.02 -0.01 0.0 0.70 -0.70 -0.02 -0.02 -1.09 66.0 -2 -2
caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.01 0.0 0.13 -0.13 -0.01 -0.01 -1.46 18.0 -1 -1
caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.03 -0.03 -0.01 -0.01 -0.93 3.0 -1 -1
caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 -0.01 0.0 1.19 -1.19 0.00 0.00 -0.07 10.0 0 0
caleb_strategy_v3 COFFEE False False 0.04 0.00 -0.01 0.0 0.25 -0.25 0.00 0.00 -0.17 6.0 0 0
caleb_strategy_v3 COCOA False False 0.02 -0.02 -0.00 0.0 0.42 -0.42 -0.02 -0.02 -0.14 26.0 -1 -1
caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.00 0.0 0.21 -0.21 -0.05 -0.05 -0.06 4.0 -1 -1
caleb_strategy_v3 BUND False False 0.06 0.00 0.00 0.0 0.61 -0.61 0.00 0.00 0.03 10.0 0 0
caleb_strategy_v3 REDWHEAT False False 0.01 0.00 0.00 0.0 0.12 -0.12 0.00 0.01 0.09 8.0 0 1
caleb_strategy_v3 WHEAT False False 0.01 0.00 -0.00 0.0 0.13 -0.13 0.00 0.00 -0.03 9.0 0 0
caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.00 0.0 0.12 -0.12 0.00 0.00 -0.07 9.0 0 0
caleb_strategy_v3 COTTON2 False False 0.02 0.00 -0.00 0.0 0.18 -0.18 0.00 -0.03 -0.15 11.0 0 -2
caleb_strategy_v3 RICE False False 0.01 0.00 0.00 0.0 0.05 -0.05 0.00 0.00 0.34 4.0 0 0
caleb_strategy_v3 SP400 False False 0.15 0.00 0.00 0.0 0.31 -0.31 0.00 0.15 0.01 2.0 0 1
caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.00 0.0 0.33 -0.33 0.00 0.00 -0.34 23.0 0 0
caleb_strategy_v3 CORN False False 0.01 0.00 0.01 0.0 0.12 -0.12 0.00 0.00 1.16 12.0 0 0
caleb_strategy_v3 SILVER-mini False False 0.08 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.07 999999999.0 0 0
caleb_strategy_v3 DAX False False 0.01 -0.02 0.01 0.0 0.71 -0.71 -0.02 -0.01 0.50 58.0 -2 -1
caleb_strategy_v3 PALLAD False False 0.06 0.00 0.01 0.0 0.12 -0.12 0.00 0.00 0.10 2.0 0 0
caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.01 0.0 0.60 -0.60 0.08 0.08 0.14 8.0 1 1
caleb_strategy_v3 OATIES False True 0.01 0.00 0.01 0.0 0.00 0.00 0.00 0.00 1.14 2.0 0 0
caleb_strategy_v3 SOYBEAN False False 0.03 0.08 0.01 0.0 0.18 -0.18 0.08 0.05 0.52 7.0 3 2
caleb_strategy_v3 PLAT False False 0.04 0.00 0.01 0.0 0.41 -0.41 0.00 0.00 0.20 10.0 0 0
caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.18 -0.18 0.00 0.00 0.73 10.0 0 0
caleb_strategy_v3 NZD False False 0.02 0.00 0.02 0.0 0.52 -0.52 0.00 0.00 0.80 21.0 0 0
caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.02 0.0 0.41 -0.41 0.00 0.00 3.68 68.0 0 0
caleb_strategy_v3 BOBL False False 0.06 0.00 0.02 0.0 1.07 -1.07 0.00 0.00 0.27 19.0 0 0
caleb_strategy_v3 NIKKEI False False 0.02 0.03 0.03 0.0 0.59 -0.59 0.03 0.03 1.67 36.0 2 2
caleb_strategy_v3 EUROSTX False False 0.03 0.09 0.03 0.0 0.59 -0.59 0.09 0.12 1.03 20.0 3 4
caleb_strategy_v3 HEATOIL False False 0.06 0.00 0.03 0.0 0.19 -0.19 0.00 0.00 0.45 3.0 0 0
caleb_strategy_v3 SP500_micro False False 0.02 0.02 0.03 0.0 0.75 -0.75 0.02 0.02 1.97 48.0 1 1
caleb_strategy_v3 NASDAQ_micro False False 0.02 0.07 0.03 0.0 0.57 -0.57 0.07 0.05 1.12 23.0 3 2
caleb_strategy_v3 GASOLINE False False 0.06 0.17 0.04 0.0 999.00 -999.00 0.17 0.17 0.69 999999999.0 3 3
caleb_strategy_v3 OAT False False 0.06 0.12 0.04 0.0 0.58 -0.58 0.12 0.12 0.67 10.0 2 2
caleb_strategy_v3 CANOLA False False 0.00 0.03 0.04 0.0 0.24 -0.24 0.03 0.01 7.61 51.0 6 2
caleb_strategy_v3 CAC False True 0.04 0.00 0.04 0.0 0.00 0.00 0.00 0.00 1.03 12.0 0 0
caleb_strategy_v3 GASOIL False False 0.04 0.00 0.04 0.0 0.18 -0.18 0.00 0.00 0.84 4.0 0 0
caleb_strategy_v3 DX False True 0.04 0.00 0.05 0.0 0.00 0.00 0.00 0.00 1.17 999999999.0 0 0
caleb_strategy_v3 LIVECOW False False 0.04 0.04 0.06 0.0 0.69 -0.69 0.04 0.00 1.57 17.0 1 0
caleb_strategy_v3 COPPER False False 0.07 0.20 0.09 0.0 999.00 -999.00 0.20 0.13 1.35 999999999.0 3 2
caleb_strategy_v3 SMI False True 0.07 0.00 0.10 0.0 0.00 0.00 0.00 0.00 1.45 9.0 0 0
caleb_strategy_v3 AUD False False 0.03 0.00 0.10 0.0 0.57 -0.57 0.00 0.00 3.35 19.0 0 0
caleb_strategy_v3 CRUDE_W False False 0.03 0.10 0.14 0.0 0.17 -0.17 0.10 0.10 3.90 5.0 3 3
caleb_strategy_v3 MXP False False 0.01 0.46 0.46 0.0 0.73 -0.73 0.46 0.46 38.19 60.0 38 38
Risk overlay
Config arg not supplied
Percentage vol target 25.0
Normal risk 14.1 Shocked risk 35.5
Sum abs risk 47.5 Leverage 6.26
Risk scalar 1.00
Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2370440.85, 'annual_cash_vol_target': 592610.2125, 'daily_cash_vol_target': 37038.13828125}
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Vol calculation
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Daily return vol Price Daily % vol annual % vol
AUD 0.0043 0.7141 0.6076 9.7222
BITCOIN 1456.8756 77690.0000 1.8752 30.0039
BOBL 0.2672 115.3400 0.2316 3.7060
BTP 0.6409 117.3500 0.5461 8.7382
BUND 0.4920 125.0400 0.3935 6.2960
BUXL 0.9432 107.5400 0.8770 14.0327
CAC 82.8178 8129.5000 1.0187 16.2997
CAD 0.0023 0.7264 0.3186 5.0983
CANOLA 7.8700 759.8000 1.0358 16.5728
CHF 0.0055 1.2726 0.4321 6.9133
COCOA 150.6115 3814.0000 3.9489 63.1826
COFFEE 4.7931 264.5500 1.8118 28.9887
COPPER 0.0990 6.3350 1.5626 25.0024
CORN 6.1663 485.7500 1.2694 20.3111
COTTON2 1.6191 78.1000 2.0731 33.1690
CRUDE_W 1.5539 82.2500 1.8892 30.2274
DAX 256.8691 24827.0000 1.0346 16.5542
DOW 366.6181 50332.0000 0.7284 11.6544
DX 0.3603 99.2150 0.3632 5.8110
EUR 0.0046 1.1625 0.3924 6.2777
EURIBOR-ICE 0.0536 97.2900 0.0551 0.8815
EUROSTX 65.5819 6026.0000 1.0883 17.4131
FEEDCOW 3.3767 356.5250 0.9471 15.1540
GASOIL 29.1575 1065.5000 2.7365 43.7842
GASOLINE 0.0670 3.2115 2.0868 33.3884
GAS_US_mini 0.0942 3.1400 3.0010 48.0168
GBP 0.0067 1.3430 0.4970 7.9524
GOLD_micro 51.7703 4566.9000 1.1336 18.1376
HEATOIL 0.0908 3.6665 2.4758 39.6124
JGB-SGX-mini 0.3126 127.9300 0.2444 3.9099
JPY 0.0000 0.0063 0.5978 9.5648
LEANHOG 1.1832 100.4000 1.1784 18.8552
LIVECOW 2.0123 240.1500 0.8379 13.4070
LUMBER-new 6.2521 585.0000 1.0687 17.0999
MXP 0.0003 0.0576 0.5898 9.4373
NASDAQ_micro 248.9263 29307.5000 0.8494 13.5898
NIKKEI 873.9413 62005.0000 1.4095 22.5515
NZD 0.0040 0.5876 0.6779 10.8459
OAT 0.5556 119.2900 0.4657 7.4516
OATIES 6.6296 370.5000 1.7894 28.6296
OJ 6.4733 166.9000 3.8785 62.0564
PALLAD 35.7965 1419.0000 2.5227 40.3625
PLAT 44.7236 1962.4000 2.2790 36.4644
REDWHEAT 13.3585 697.7500 1.9145 30.6321
RICE 0.1605 13.3700 1.2004 19.2067
ROBUSTA 57.5541 3400.0000 1.6928 27.0843
RUSSELL 31.3546 2838.2000 1.1047 17.6758
SHATZ 0.0997 105.7650 0.0942 1.5080
SILVER-mini 2.2687 77.6625 2.9212 46.7397
SMI 102.0431 13538.0000 0.7538 12.0600
SOFR 0.0570 96.0850 0.0593 0.9485
SOYBEAN 11.4775 1186.5000 0.9673 15.4774
SOYMEAL 3.9044 318.8000 1.2247 19.5953
SOYOIL 0.8588 71.0200 1.2093 19.3484
SP400 34.1971 3645.2000 0.9381 15.0103
SP500_micro 48.3663 7455.5000 0.6487 10.3797
SUGAR11 0.2652 15.3900 1.7233 27.5722
US10 0.3773 108.9844 0.3462 5.5386
US10U 0.4900 110.9375 0.4417 7.0667
US2 0.0925 103.2031 0.0896 1.4340
US20 0.7256 110.3750 0.6574 10.5181
US30 0.9274 112.8125 0.8220 13.1527
US5 0.2463 106.8594 0.2305 3.6882
VIX 0.4926 21.7500 2.2648 36.2361
WHEAT 12.7150 680.7500 1.8678 29.8846
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Subsystem position
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Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position
AUD 714.10 0.61 433.92 1.00 433.92 37038.14 85.36 15.10 128.90
BITCOIN 77.69 1.88 145.69 1.00 145.69 37038.14 254.23 -8.95 -227.49
BOBL 1153.40 0.23 267.16 1.16 309.79 37038.14 119.56 2.25 26.87
BTP 1173.50 0.55 640.89 1.16 743.17 37038.14 49.84 -2.36 -11.75
BUND 1250.40 0.39 492.03 1.16 570.55 37038.14 64.92 0.50 3.22
BUXL 1075.40 0.88 943.17 1.16 1093.70 37038.14 33.87 -1.62 -5.50
CAC 812.95 1.02 828.18 1.16 960.35 37038.14 38.57 7.80 30.09
CAD 726.40 0.32 231.46 1.00 231.46 37038.14 160.02 -5.67 -90.71
CANOLA 151.96 1.04 157.40 0.73 114.39 37038.14 323.79 9.64 312.17
CHF 1590.75 0.43 687.33 1.00 687.33 37038.14 53.89 -12.16 -65.54
COCOA 381.40 3.95 1506.11 1.00 1506.11 37038.14 24.59 -2.34 -5.76
COFFEE 992.06 1.81 1797.41 1.00 1797.41 37038.14 20.61 -6.31 -12.99
COPPER 1583.75 1.56 2474.85 1.00 2474.85 37038.14 14.97 8.32 12.45
CORN 242.88 1.27 308.32 1.00 308.32 37038.14 120.13 3.95 47.44
COTTON2 390.50 2.07 809.53 1.00 809.53 37038.14 45.75 -1.39 -6.34
CRUDE_W 822.50 1.89 1553.88 1.00 1553.88 37038.14 23.84 15.09 35.97
DAX 248.27 1.03 256.87 1.16 297.86 37038.14 124.35 1.17 14.55
DOW 251.66 0.73 183.31 1.00 183.31 37038.14 202.05 -2.33 -46.99
DX 992.15 0.36 360.34 1.00 360.34 37038.14 102.79 4.39 45.11
EUR 1453.12 0.39 570.15 1.00 570.15 37038.14 64.96 -8.11 -52.67
EURIBOR-ICE 2432.25 0.06 133.99 1.16 155.38 37038.14 238.37 -0.08 -1.97
EUROSTX 602.60 1.09 655.82 1.16 760.48 37038.14 48.70 6.22 30.30
FEEDCOW 1782.62 0.95 1688.37 1.00 1688.37 37038.14 21.94 1.93 4.24
GASOIL 1065.50 2.74 2915.75 1.00 2915.75 37038.14 12.70 15.29 19.42
GASOLINE 1348.83 2.09 2814.70 1.00 2814.70 37038.14 13.16 12.12 15.95
GAS_US_mini 78.50 3.00 235.58 1.00 235.58 37038.14 157.22 -2.22 -34.89
GBP 839.38 0.50 417.19 1.00 417.19 37038.14 88.78 -2.56 -22.73
GOLD_micro 456.69 1.13 517.70 1.00 517.70 37038.14 71.54 -6.56 -46.92
HEATOIL 1539.93 2.48 3812.52 1.00 3812.52 37038.14 9.71 10.74 10.43
JGB-SGX-mini 127930.00 0.24 31262.42 0.01 196.62 37038.14 188.37 -6.09 -114.74
JPY 787.19 0.60 470.58 1.00 470.58 37038.14 78.71 -3.37 -26.53
LEANHOG 401.60 1.18 473.26 1.00 473.26 37038.14 78.26 -20.00 -156.52
LIVECOW 960.60 0.84 804.92 1.00 804.92 37038.14 46.01 10.27 47.24
LUMBER-new 160.88 1.07 171.93 1.00 171.93 37038.14 215.42 -11.44 -246.35
MXP 288.25 0.59 170.02 1.00 170.02 37038.14 217.85 11.93 259.83
NASDAQ_micro 586.15 0.85 497.85 1.00 497.85 37038.14 74.40 6.49 48.31
NIKKEI 62005.00 1.41 87394.13 0.01 549.66 37038.14 67.38 2.28 15.39
NZD 587.65 0.68 398.35 1.00 398.35 37038.14 92.98 3.30 30.64
OAT 1192.90 0.47 555.56 1.16 644.23 37038.14 57.49 3.40 19.54
OATIES 185.25 1.79 331.48 1.00 331.48 37038.14 111.74 4.18 46.66
OJ 250.35 3.88 970.99 1.00 970.99 37038.14 38.14 -9.96 -38.01
PALLAD 1419.00 2.52 3579.65 1.00 3579.65 37038.14 10.35 2.95 3.06
PLAT 981.20 2.28 2236.18 1.00 2236.18 37038.14 16.56 3.45 5.72
REDWHEAT 348.88 1.91 667.92 1.00 667.92 37038.14 55.45 1.25 6.92
RICE 267.40 1.20 320.99 1.00 320.99 37038.14 115.39 1.22 14.08
ROBUSTA 340.00 1.69 575.54 1.00 575.54 37038.14 64.35 -3.98 -25.59
RUSSELL 141.91 1.10 156.77 1.00 156.77 37038.14 236.25 4.70 110.99
SHATZ 1057.65 0.09 99.68 1.16 115.59 37038.14 320.43 -1.35 -43.20
SILVER-mini 1941.56 2.92 5671.75 1.00 5671.75 37038.14 6.53 3.13 2.04
SMI 1353.80 0.75 1020.43 1.27 1291.32 37038.14 28.68 14.76 42.32
SOFR 2402.12 0.06 142.41 1.00 142.41 37038.14 260.09 -18.17 -472.68
SOYBEAN 593.25 0.97 573.87 1.00 573.87 37038.14 64.54 8.60 55.50
SOYMEAL 318.80 1.22 390.44 1.00 390.44 37038.14 94.86 -0.83 -7.89
SOYOIL 426.12 1.21 515.30 1.00 515.30 37038.14 71.88 10.89 78.27
SP400 3645.20 0.94 3419.71 1.00 3419.71 37038.14 10.83 0.18 0.19
SP500_micro 372.78 0.65 241.83 1.00 241.83 37038.14 153.16 5.53 84.74
SUGAR11 172.37 1.72 297.04 1.00 297.04 37038.14 124.69 -4.81 -59.99
US10 1089.84 0.35 377.26 1.00 377.26 37038.14 98.18 -10.73 -105.31
US10U 1109.38 0.44 489.98 1.00 489.98 37038.14 75.59 -12.94 -97.78
US2 2064.06 0.09 184.99 1.00 184.99 37038.14 200.22 -12.45 -249.29
US20 1103.75 0.66 725.59 1.00 725.59 37038.14 51.05 -5.89 -30.04
US30 1128.12 0.82 927.37 1.00 927.37 37038.14 39.94 -9.60 -38.33
US5 1068.59 0.23 246.33 1.00 246.33 37038.14 150.36 -11.90 -178.98
VIX 217.50 2.26 492.58 1.00 492.58 37038.14 75.19 -8.51 -63.99
WHEAT 340.38 1.87 635.75 1.00 635.75 37038.14 58.26 -0.43 -2.51
======================================================================
Portfolio positions
======================================================================
subsystem_position instr weight IDM Notional position
AUD 128.900 0.010 2.5 3.349
BITCOIN -227.493 0.043 2.5 -24.669
BOBL 26.871 0.004 2.5 0.273
BTP -11.752 0.014 2.5 -0.401
BUND 3.220 0.004 2.5 0.033
BUXL -5.496 0.004 2.5 -0.056
CAC 30.094 0.014 2.5 1.028
CAD -90.709 0.010 2.5 -2.357
CANOLA 312.174 0.010 2.5 7.605
CHF -65.537 0.010 2.5 -1.703
COCOA -5.759 0.010 2.5 -0.140
COFFEE -12.993 0.005 2.5 -0.173
COPPER 12.453 0.043 2.5 1.350
CORN 47.436 0.010 2.5 1.156
COTTON2 -6.338 0.010 2.5 -0.154
CRUDE_W 35.968 0.043 2.5 3.900
DAX 14.548 0.014 2.5 0.497
DOW -46.990 0.009 2.5 -1.094
DX 45.110 0.010 2.5 1.172
EUR -52.667 0.010 2.5 -1.368
EURIBOR-ICE -1.965 0.014 2.5 -0.067
EUROSTX 30.297 0.014 2.5 1.035
FEEDCOW 4.239 0.013 2.5 0.141
GASOIL 19.425 0.017 2.5 0.843
GASOLINE 15.949 0.017 2.5 0.692
GAS_US_mini -34.888 0.043 2.5 -3.783
GBP -22.729 0.010 2.5 -0.591
GOLD_micro -46.916 0.014 2.5 -1.602
HEATOIL 10.430 0.017 2.5 0.453
JGB-SGX-mini -114.745 0.043 2.5 -12.443
JPY -26.530 0.010 2.5 -0.689
LEANHOG -156.522 0.024 2.5 -9.526
LIVECOW 47.244 0.013 2.5 1.568
LUMBER-new -246.352 0.010 2.5 -6.002
MXP 259.826 0.059 2.5 38.189
NASDAQ_micro 48.307 0.009 2.5 1.124
NIKKEI 15.395 0.043 2.5 1.669
NZD 30.642 0.010 2.5 0.796
OAT 19.541 0.014 2.5 0.667
OATIES 46.661 0.010 2.5 1.137
OJ -38.005 0.010 2.5 -0.926
PALLAD 3.057 0.014 2.5 0.104
PLAT 5.723 0.014 2.5 0.195
REDWHEAT 6.916 0.005 2.5 0.092
RICE 14.084 0.010 2.5 0.343
ROBUSTA -25.594 0.005 2.5 -0.340
RUSSELL 110.988 0.013 2.5 3.683
SHATZ -43.196 0.004 2.5 -0.439
SILVER-mini 2.044 0.014 2.5 0.070
SMI 42.324 0.014 2.5 1.446
SOFR -472.676 0.024 2.5 -28.767
SOYBEAN 55.500 0.004 2.5 0.517
SOYMEAL -7.889 0.004 2.5 -0.073
SOYOIL 78.273 0.004 2.5 0.730
SP400 0.192 0.013 2.5 0.006
SP500_micro 84.743 0.009 2.5 1.972
SUGAR11 -59.994 0.010 2.5 -1.462
US10 -105.310 0.005 2.5 -1.336
US10U -97.782 0.005 2.5 -1.241
US2 -249.287 0.005 2.5 -3.163
US20 -30.042 0.005 2.5 -0.381
US30 -38.331 0.005 2.5 -0.486
US5 -178.982 0.005 2.5 -2.271
VIX -63.988 0.099 2.5 -15.817
WHEAT -2.506 0.005 2.5 -0.033
=====================
Position diags
=====================
AUD 2.22
BITCOIN 27.57
BOBL 1.21
BTP 1.70
BUND 0.66
BUXL 0.34
CAC 1.32
CAD 4.16
CANOLA 7.89
CHF 1.40
COCOA 0.60
COFFEE 0.27
COPPER 1.62
CORN 2.93
COTTON2 1.11
CRUDE_W 2.58
DAX 4.25
DOW 4.70
DX 2.67
EUR 1.69
EURIBOR-ICE 8.14
EUROSTX 1.66
FEEDCOW 0.73
GASOIL 0.55
GASOLINE 0.57
GAS_US_mini 17.05
GBP 2.31
GOLD_micro 2.44
HEATOIL 0.42
JGB-SGX-mini 20.43
JPY 2.05
LEANHOG 4.76
LIVECOW 1.53
LUMBER-new 5.25
MXP 32.02
NASDAQ_micro 1.73
NIKKEI 7.31
NZD 2.42
OAT 1.96
OATIES 2.72
OJ 0.93
PALLAD 0.35
PLAT 0.57
REDWHEAT 0.74
RICE 2.81
ROBUSTA 0.85
RUSSELL 7.84
SHATZ 3.25
SILVER-mini 0.22
SMI 0.98
SOFR 15.83
SOYBEAN 0.60
SOYMEAL 0.88
SOYOIL 0.67
SP400 0.36
SP500_micro 3.56
SUGAR11 3.04
US10 1.25
US10U 0.96
US2 2.54
US20 0.65
US30 0.51
US5 1.91
VIX 18.59
WHEAT 0.77
dtype: float64
====================================================================================================
Positions vs buffers
====================================================================================================
Notional position Lower buffer Upper buffer Position at timestamp Current position
AUD 3.3 3.1 3.6 0.0 0
BITCOIN -24.7 -27.4 -21.9 0.0 0
BOBL 0.3 0.2 0.4 0.0 0
BTP -0.4 -0.6 -0.2 -2.0 -2
BUND 0.0 -0.0 0.1 0.0 0
BUXL -0.1 -0.1 -0.0 -1.0 -1
CAC 1.0 0.9 1.2 0.0 0
CAD -2.4 -2.8 -1.9 -1.0 -1
CANOLA 7.6 6.8 8.4 6.0 6
CHF -1.7 -1.8 -1.6 -2.0 -2
COCOA -0.1 -0.2 -0.1 -1.0 -1
COFFEE -0.2 -0.2 -0.1 0.0 0
COPPER 1.4 1.2 1.5 3.0 3
CORN 1.2 0.9 1.4 0.0 0
COTTON2 -0.2 -0.3 -0.0 0.0 0
CRUDE_W 3.9 3.6 4.2 3.0 3
DAX 0.5 0.1 0.9 -2.0 -2
DOW -1.1 -1.6 -0.6 -2.0 -2
DX 1.2 0.9 1.4 0.0 0
EUR -1.4 -1.5 -1.2 0.0 0
EURIBOR-ICE -0.1 -0.9 0.7 0.0 0
EUROSTX 1.0 0.9 1.2 3.0 3
FEEDCOW 0.1 0.1 0.2 1.0 1
GASOIL 0.8 0.8 0.9 0.0 0
GASOLINE 0.7 0.6 0.7 3.0 3
GAS_US_mini -3.8 -5.5 -2.1 -3.0 -3
GBP -0.6 -0.8 -0.4 -2.0 -2
GOLD_micro -1.6 -1.8 -1.4 -2.0 -2
HEATOIL 0.5 0.4 0.5 0.0 0
JGB-SGX-mini -12.4 -14.5 -10.4 0.0 0
JPY -0.7 -0.9 -0.5 -1.0 -1
LEANHOG -9.5 -10.0 -9.0 -7.0 -7
LIVECOW 1.6 1.4 1.7 1.0 1
LUMBER-new -6.0 -6.5 -5.5 0.0 0
MXP 38.2 35.0 41.4 38.0 38
NASDAQ_micro 1.1 1.0 1.3 3.0 3
NIKKEI 1.7 0.9 2.4 2.0 2
NZD 0.8 0.6 1.0 0.0 0
OAT 0.7 0.5 0.9 2.0 2
OATIES 1.1 0.9 1.4 NaN 0
OJ -0.9 -1.0 -0.8 -1.0 -1
PALLAD 0.1 0.1 0.1 0.0 0
PLAT 0.2 0.1 0.3 0.0 0
REDWHEAT 0.1 0.0 0.2 0.0 0
RICE 0.3 0.1 0.6 0.0 0
ROBUSTA -0.3 -0.4 -0.3 0.0 0
RUSSELL 3.7 2.9 4.5 0.0 0
SHATZ -0.4 -0.8 -0.1 NaN 0
SILVER-mini 0.1 0.0 0.1 0.0 0
SMI 1.4 1.3 1.5 0.0 0
SOFR -28.8 -30.3 -27.2 NaN 0
SOYBEAN 0.5 0.5 0.6 3.0 3
SOYMEAL -0.1 -0.2 0.0 0.0 0
SOYOIL 0.7 0.7 0.8 0.0 0
SP400 0.0 -0.0 0.0 0.0 0
SP500_micro 2.0 1.6 2.3 1.0 1
SUGAR11 -1.5 -1.8 -1.2 -1.0 -1
US10 -1.3 -1.5 -1.2 -1.0 -1
US10U -1.2 -1.3 -1.1 -1.0 -1
US2 -3.2 -3.4 -2.9 NaN 0
US20 -0.4 -0.4 -0.3 0.0 0
US30 -0.5 -0.5 -0.4 -5.0 -5
US5 -2.3 -2.5 -2.1 -8.0 -8
VIX -15.8 -17.7 -14.0 -8.0 -8
WHEAT -0.0 -0.1 0.0 0.0 0
===================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================
Forecast weights
===================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================
accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365
AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8
MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0
WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3
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Weighted forecasts
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accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365
AUD -0.1 0.2 0.2 0.0 -0.1 0.1 -0.1 0.2 0.0 -0.1 0.4 -0.1 0.6 0.1 0.1 0.0 0.0 0.0 0.0 0.1 0.2 -0.1 0.4 0.0 1.6 0.1 -0.1 0.4 -0.1 0.6 0.0 0.4 -0.0 0.0 0.2 0.6 -0.1 0.7 0.5 0.7
BITCOIN 0.3 0.6 -0.6 -0.0 -0.1 0.1 -0.2 0.6 -0.1 -0.2 -0.5 -0.1 -0.6 0.2 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.1 -0.5 0.1 -2.2 0.1 -0.1 -0.1 -0.1 -0.3 0.0 -0.0 -0.1 0.6 0.5 0.6 -0.5 -0.1 -0.7 -0.7
BOBL 0.0 -0.0 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 -0.1 0.4 0.1 0.3 0.2 -0.1 -0.1 -0.0 -0.2 -0.0 0.2 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 0.2 0.2 0.3 0.3 0.0 -0.0 0.4 0.0 0.6
BTP 0.1 0.0 -0.6 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 0.1 0.0 -0.1 0.1 0.2 0.1 0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -2.7 -0.0 0.0 -0.1 -0.0 0.0 -0.0 0.4 0.3 0.6 0.5 0.1 -0.1 0.3 -0.0 0.4
BUND -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.0 -0.3 -0.1 -0.1 -0.0 0.1 0.0 0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.2 0.4 0.2 0.1 -0.0 0.3 0.1 0.6
BUXL -0.1 -0.1 0.3 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -0.0 -0.4 -0.1 -0.6 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.0 -0.3 -0.1 0.4 -0.0 0.0 -0.1 -0.1 -0.3 -0.1 -0.1 0.3 0.6 0.2 0.3 -0.1 0.2 0.1 0.1
CAC -0.1 0.3 -0.4 0.1 0.1 0.2 0.1 0.2 0.1 0.1 0.0 -0.0 0.3 0.0 0.0 0.1 0.0 0.1 0.1 0.0 0.0 0.0 0.0 0.0 0.6 0.1 0.1 0.2 0.0 0.2 0.1 0.7 -0.1 -0.2 -0.2 0.1 -0.2 0.7 -0.2 0.7
CAD -0.1 0.1 -0.0 0.1 -0.1 0.2 -0.1 0.3 0.0 -0.2 0.0 -0.2 0.1 0.0 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.0 -0.2 -0.0 -0.1 2.7 -0.0 -0.2 0.1 -0.2 0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.7 -0.7 -0.7 -0.7
CANOLA 0.0 0.1 0.6 0.1 -0.1 0.2 -0.0 -0.1 0.0 0.1 0.3 0.1 0.2 0.1 0.1 -0.2 -0.3 -0.3 -0.3 0.1 0.1 0.0 0.2 0.1 1.2 0.1 -0.1 0.3 -0.0 0.3 0.0 -1.1 0.0 0.1 -0.0 0.6 0.4 0.7 0.5 0.7
CHF 0.1 0.1 -0.2 0.0 -0.1 0.1 -0.1 0.2 0.0 -0.1 -0.2 -0.1 0.3 0.0 -0.1 -0.3 -0.3 -0.3 -0.3 -0.0 -0.0 -0.1 0.1 -0.1 -0.4 -0.0 -0.1 0.0 -0.1 0.2 -0.1 -1.1 -0.2 -0.2 -0.3 -0.1 -0.7 -0.7 -0.5 -0.7
COCOA 0.6 0.6 0.1 0.0 -0.0 0.1 -0.0 -0.0 0.0 -0.1 -0.1 -0.0 -0.2 0.0 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 -0.0 -0.2 0.0 -2.7 0.0 -0.0 -0.0 -0.0 -0.1 0.0 0.0 -0.2 0.4 0.3 -0.2 0.3 0.0 0.4 0.2
COFFEE -0.4 -0.1 -0.6 0.1 -0.1 0.2 -0.1 -0.1 0.0 -0.0 -0.4 -0.1 -0.1 -0.1 -0.2 0.4 0.4 0.4 0.4 -0.1 -0.1 -0.1 -0.1 -0.2 -2.7 -0.1 -0.0 -0.2 -0.1 0.1 -0.2 1.1 -0.2 -0.6 -0.6 -0.6 0.4 0.5 0.5 0.7
COPPER 0.2 0.4 0.0 -0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.0 0.2 0.0 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.1 -0.2 0.1 -0.0 0.2 0.0 0.2 0.1 -0.2 0.5 0.5 0.6 0.4 0.1 0.7 -0.2 0.5
CORN -0.1 -0.1 0.5 0.1 -0.1 0.2 -0.0 -0.1 0.0 -0.1 0.3 -0.0 0.1 0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.1 -0.0 0.1 0.0 1.3 0.1 -0.1 0.2 -0.0 0.2 0.0 -1.1 -0.1 0.2 -0.1 0.4 0.5 0.0 0.7 0.3
COTTON2 -0.6 0.5 0.6 0.1 -0.1 0.1 -0.0 -0.1 0.0 -0.1 0.2 -0.1 0.1 0.1 0.1 -0.1 -0.4 -0.3 -0.3 0.1 0.1 -0.1 0.1 0.1 -0.3 0.1 -0.1 0.3 -0.0 0.2 0.1 -1.1 -0.3 0.2 0.6 0.6 -0.4 -0.3 -0.4 -0.3
CRUDE_W -0.1 0.2 0.6 0.2 -0.0 0.5 0.0 0.6 0.1 0.0 0.3 0.1 0.3 0.1 0.1 0.4 0.2 0.4 0.3 0.2 0.2 0.1 0.3 0.1 0.6 0.1 -0.0 0.4 0.0 0.4 0.1 -0.0 0.1 0.2 -0.2 -0.3 0.5 0.7 -0.1 -0.0
DAX 0.2 0.4 -0.5 0.1 0.0 0.2 0.1 0.2 0.1 0.1 0.0 0.0 0.2 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.0 0.0 0.0 -0.9 0.0 0.1 0.0 0.1 0.0 0.1 -0.1 -0.0 -0.1 -0.2 -0.5 0.0 0.4 0.3 0.5
DOW 0.2 0.6 -0.4 0.1 0.1 0.3 0.1 0.3 0.1 0.1 0.2 0.1 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 -0.8 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 0.1 -0.2 -0.3 -0.5 -0.3 -0.7 -0.6 -0.7
DX 0.1 -0.2 0.3 0.0 -0.1 0.1 -0.1 0.2 0.0 0.1 0.2 0.1 -0.3 -0.0 0.1 0.1 0.1 0.1 0.1 0.0 0.0 0.1 -0.0 0.1 -1.8 0.0 0.1 0.0 0.2 -0.1 0.1 0.8 0.5 0.3 -0.4 0.1 0.1 0.3 0.6 0.4
EUR -0.2 0.2 -0.3 0.1 -0.1 0.2 -0.1 0.2 0.0 -0.2 -0.2 -0.2 0.4 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 0.7 -0.1 -0.2 -0.0 -0.2 0.2 -0.1 -0.3 -0.3 -0.5 -0.2 -0.4 -0.7 -0.5 -0.2 -0.6
EURIBOR-ICE -0.0 -0.0 -0.4 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.0 -0.1 -0.0 -0.1 0.0 0.2 0.1 0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.5 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.3 0.1 0.3 0.2 0.1 0.1 0.3 0.2 0.4
EUROSTX 0.1 0.3 -0.5 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.1 0.1 0.3 0.1 0.0 -0.0 0.0 -0.0 0.0 0.0 0.0 0.1 0.1 0.1 -0.6 0.1 0.1 0.1 0.1 0.2 0.1 0.6 0.1 0.0 -0.2 -0.2 -0.1 0.7 -0.0 0.7
FEEDCOW -0.5 -0.1 -0.5 0.1 -0.1 0.2 -0.0 -0.1 0.0 -0.1 0.4 -0.1 0.5 -0.0 0.1 0.2 0.2 0.1 0.2 0.0 0.1 -0.1 0.5 -0.0 -2.7 0.0 -0.1 0.1 -0.1 0.3 -0.0 1.1 -0.5 -0.2 0.3 -0.4 0.4 0.7 0.4 0.7
GASOIL -0.0 0.6 0.6 0.1 -0.0 0.4 0.0 0.4 0.1 -0.0 0.2 0.1 0.3 0.1 0.1 0.4 0.4 0.4 0.4 0.2 0.2 0.0 0.4 0.1 -0.5 0.2 -0.0 0.5 0.0 0.7 0.1 1.1 0.0 0.1 0.2 0.5 0.0 0.2 -0.4 -0.2
GASOLINE 0.0 0.6 0.6 0.2 -0.0 0.5 0.0 0.7 0.1 -0.1 0.4 0.1 0.4 0.1 0.1 0.4 -0.2 0.4 -0.1 0.2 0.2 0.0 0.5 0.2 -1.5 0.2 -0.1 0.5 0.0 0.7 0.1 -1.1 -0.2 0.3 0.4 0.4 0.4 0.7 -0.2 0.1
GAS_US_mini 0.3 -0.2 -0.4 0.2 -0.1 0.5 0.0 0.7 0.2 0.0 -0.5 0.1 -0.7 -0.1 -0.2 -0.4 -0.3 -0.4 -0.3 -0.1 -0.1 0.1 -0.4 0.0 2.7 -0.1 0.0 -0.4 0.1 -0.5 0.0 -1.1 0.0 -0.5 -0.6 -0.6 0.7 0.2 0.7 0.1
GBP -0.1 0.2 -0.2 0.0 -0.1 0.1 -0.1 0.2 0.0 -0.1 0.0 -0.1 0.4 0.1 -0.0 0.0 0.0 0.0 0.0 0.0 0.0 -0.1 0.1 -0.0 -0.4 0.0 -0.0 0.1 -0.1 0.3 -0.1 0.3 -0.2 -0.2 -0.1 -0.1 -0.7 -0.2 -0.4 -0.2
GOLD_micro -0.2 -0.4 0.1 -0.0 -0.0 0.0 -0.1 0.2 -0.0 -0.0 0.0 -0.1 0.2 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 0.0 -0.1 0.2 -0.1 -2.7 -0.0 -0.1 0.1 -0.1 0.5 -0.1 -0.3 -0.1 -0.1 -0.1 0.1 0.7 0.5 -0.3 -0.7
HEATOIL -0.2 0.3 0.6 0.1 -0.0 0.4 0.0 0.5 0.1 -0.0 0.3 0.0 0.3 0.1 0.1 0.4 0.4 0.4 0.4 0.2 0.2 0.0 0.4 0.1 -1.3 0.2 -0.0 0.5 0.0 0.6 0.1 1.1 -0.0 0.0 0.1 0.4 -0.0 0.0 -0.7 -0.4
JGB-SGX-mini -0.3 -0.2 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 0.4 0.2 0.3 0.2 -0.1 -0.1 -0.1 -0.3 -0.1 0.5 -0.1 -0.1 -0.3 -0.1 -0.4 -0.1 0.5 -0.3 -0.3 -0.4 -0.2 0.2 -0.5 0.2 -0.6
JPY 0.3 0.2 -0.1 0.0 -0.1 0.1 -0.1 0.1 0.0 -0.1 -0.3 -0.0 -0.5 -0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 -0.1 -0.1 -0.3 -0.0 2.7 -0.0 -0.1 -0.1 -0.1 -0.3 -0.0 -0.5 -0.1 0.1 -0.1 -0.2 -0.4 -0.3 -0.2 -0.3
LEANHOG -0.2 -0.6 -0.5 0.2 -0.2 0.3 -0.1 -0.1 0.1 -0.2 -0.2 -0.2 0.4 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.1 -0.2 0.0 -0.2 -0.9 -0.2 -0.2 -0.5 -0.2 -0.2 -0.2 -1.1 -0.5 -0.6 -0.6 -0.6 -0.7 -0.0 -0.6 0.2
LIVECOW -0.4 0.2 0.0 0.1 -0.1 0.2 -0.1 -0.1 0.0 -0.1 0.5 -0.0 0.6 0.1 0.2 0.4 0.2 0.4 0.3 0.2 0.2 -0.1 0.5 0.0 -2.7 0.1 -0.2 0.3 -0.1 0.4 0.0 1.1 -0.5 0.2 0.6 0.1 0.7 0.7 0.7 0.7
LUMBER-new 0.0 -0.2 -0.2 0.2 -0.2 0.3 -0.1 -0.1 0.1 -0.1 -0.6 0.0 -0.8 -0.2 -0.2 -0.5 -0.5 -0.5 -0.5 -0.1 -0.2 -0.0 -0.6 -0.1 NaN -0.1 -0.1 -0.4 -0.0 -0.8 -0.1 -1.2 0.2 -0.6 -0.6 -0.7 0.2 0.8 0.3 0.8
MXP 0.0 0.3 -0.1 0.1 -0.1 0.2 -0.1 0.2 0.0 -0.0 0.5 0.1 0.7 0.2 0.2 0.2 0.2 0.2 0.2 0.1 0.2 0.0 0.5 0.1 -2.7 0.1 -0.0 0.5 0.0 0.7 0.1 1.1 0.3 0.2 0.3 0.1 0.3 0.2 0.7 0.4
NASDAQ_micro 0.6 0.6 0.2 0.1 0.1 0.3 0.1 0.3 0.1 0.0 0.3 0.1 0.5 0.1 0.1 -0.1 -0.2 -0.1 -0.1 0.2 0.2 0.2 0.4 0.2 -2.7 0.2 0.0 0.4 0.2 0.3 0.2 -0.2 0.4 0.6 0.6 0.1 -0.0 -0.7 0.3 -0.7
NIKKEI -0.0 0.6 -0.1 0.1 0.0 0.2 0.0 0.2 0.1 -0.0 0.2 0.0 0.3 0.1 0.1 -0.0 0.1 0.0 0.1 0.1 0.1 0.0 0.3 0.1 -1.7 0.1 0.0 0.2 0.0 0.4 0.1 0.8 -0.1 0.1 0.0 0.2 -0.7 -0.2 -0.6 -0.1
NZD 0.1 0.2 -0.1 0.0 -0.1 0.1 -0.0 0.1 0.0 -0.0 0.0 -0.1 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.0 -0.0 -0.0 1.5 0.0 -0.0 0.0 -0.1 -0.0 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.6 0.6 0.0 0.7
OAT 0.0 -0.0 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.2 0.2 0.2 0.2 -0.0 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 0.0 -0.0 -0.0 0.0 -0.0 0.7 0.2 0.4 0.3 0.2 -0.1 0.3 -0.1 0.4
OATIES 0.3 0.1 0.6 0.1 -0.1 0.2 -0.0 -0.1 0.0 0.0 0.2 0.1 -0.0 0.1 0.1 -0.4 -0.2 -0.3 -0.3 0.1 0.1 0.1 0.0 0.1 0.1 0.1 0.0 0.2 0.1 0.0 0.1 -0.9 0.5 0.6 0.1 0.4 0.2 -0.2 0.3 -0.2
OJ -0.1 -0.1 0.0 0.0 -0.0 0.1 -0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -2.7 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 0.3 -0.1 -0.2 -0.2 -0.4 -0.1 -0.3 -0.1 -0.2
PALLAD -0.1 -0.2 -0.4 -0.0 -0.1 0.1 -0.1 0.3 -0.0 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 2.2 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 0.1 -0.1 -0.1 -0.1 -0.3 0.7 0.6 0.7 -0.2
PLAT 0.1 -0.1 -0.0 -0.0 -0.0 0.0 -0.1 0.2 -0.0 -0.1 -0.0 -0.0 0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.0 0.2 -0.0 -0.3 -0.0 -0.0 0.0 -0.0 0.3 -0.0 0.1 0.0 0.1 0.0 -0.1 0.7 0.7 0.7 -0.0
REDWHEAT -0.1 0.2 0.6 0.1 -0.1 0.2 -0.0 -0.1 0.0 -0.0 0.3 0.0 0.1 0.1 0.1 -0.2 -0.3 -0.2 -0.3 0.1 0.1 0.0 0.1 0.1 0.7 0.1 -0.0 0.4 0.0 0.3 0.1 -1.0 0.3 0.4 0.5 0.6 -0.7 -0.7 -0.7 -0.7
RICE 0.6 0.6 0.6 0.1 -0.1 0.1 -0.0 -0.1 0.0 0.1 0.1 0.1 -0.3 0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.2 0.0 0.2 -0.2 0.2 0.5 0.2 0.1 0.2 0.2 -0.2 0.2 -1.1 0.5 0.6 0.6 0.1 -0.7 -0.6 -0.7 -0.5
ROBUSTA 0.1 0.1 -0.4 0.1 -0.1 0.1 -0.0 -0.1 0.0 -0.0 -0.3 -0.1 -0.2 -0.0 -0.1 0.4 0.4 0.4 0.4 -0.1 -0.1 -0.0 -0.2 -0.0 -2.7 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 1.1 -0.1 -0.2 -0.2 -0.6 0.2 -0.1 0.2 0.4
RUSSELL -0.1 0.6 -0.1 0.1 0.1 0.3 0.1 0.3 0.1 0.0 0.3 0.0 0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.0 0.3 0.1 0.9 0.1 0.0 0.2 -0.0 0.3 0.1 0.1 -0.2 -0.2 -0.1 -0.2 -0.2 -0.7 0.1 -0.7
SHATZ 0.0 0.1 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 -0.1 -0.0 -0.2 -0.0 0.9 -0.0 0.0 -0.2 0.0 -0.3 -0.0 -0.7 0.2 0.3 0.3 -0.2 -0.0 0.2 -0.0 0.4
SILVER-mini 0.2 -0.1 0.2 -0.0 -0.0 0.0 -0.0 0.2 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.0 0.2 -0.0 -1.3 0.0 -0.0 0.1 -0.0 0.3 0.0 0.0 0.1 0.2 0.1 -0.0 0.7 0.5 0.6 0.3
SMI 0.2 0.4 -0.4 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.1 0.1 0.3 0.1 0.0 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.7 0.1 0.1 0.3 0.2 0.4 0.1 1.0 0.4 0.1 -0.1 -0.0 0.2 0.7 0.3 0.7
SOFR -0.6 -0.4 -0.3 -0.1 -0.0 -0.2 -0.2 -0.2 -0.1 -0.1 -0.4 -0.1 0.1 -0.2 -0.2 0.1 0.1 0.1 0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -2.7 -0.2 -0.1 -0.2 -0.2 -0.0 -0.2 0.1 -0.4 -0.6 -0.5 0.1 -0.3 -0.3 -0.1 -0.4
SOYBEAN 0.0 0.1 0.4 0.1 -0.1 0.2 -0.0 -0.1 0.0 0.0 0.4 0.1 0.5 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.1 -0.7 0.1 -0.0 0.3 0.0 0.4 0.1 0.0 0.3 0.5 0.3 0.6 0.2 -0.2 0.3 -0.1
SOYMEAL 0.1 0.1 0.3 0.1 -0.1 0.2 -0.0 -0.1 0.0 -0.0 0.1 0.1 -0.1 0.1 0.1 0.4 -0.1 0.3 0.1 0.1 0.0 0.0 -0.0 0.1 -1.9 0.1 -0.0 0.2 0.1 0.2 0.1 0.3 0.4 0.2 -0.0 0.1 -0.4 -0.5 -0.6 -0.4
SOYOIL 0.1 0.3 0.6 0.1 -0.1 0.2 -0.1 -0.1 0.1 -0.1 0.5 0.1 0.7 0.1 0.2 0.4 0.1 0.4 0.2 0.2 0.2 0.0 0.5 0.2 -2.7 0.2 -0.1 0.5 0.0 0.7 0.2 0.9 -0.1 0.6 0.6 0.6 0.1 -0.7 0.1 -0.7
SP400 -0.1 0.5 -0.1 0.1 0.1 0.3 0.1 0.3 0.1 -0.0 0.3 -0.1 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.2 0.0 0.6 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.1 -0.3 -0.5 -0.4 -0.2 -0.2 -0.7 -0.0 -0.7
SP500_micro 0.6 0.6 -0.1 0.2 0.1 0.3 0.1 0.4 0.1 0.0 0.4 0.1 0.6 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.4 0.2 -2.1 0.2 0.1 0.3 0.1 0.3 0.2 -0.3 0.3 0.6 0.3 -0.3 0.0 -0.7 0.1 -0.7
SUGAR11 0.4 -0.0 0.5 0.1 -0.1 0.1 -0.0 -0.1 0.0 -0.0 -0.1 0.1 -0.3 0.0 0.0 -0.2 0.1 -0.1 -0.0 0.0 -0.0 0.0 -0.1 0.0 -2.3 0.1 0.0 0.1 0.0 -0.1 0.1 0.6 0.1 0.4 -0.3 -0.1 -0.2 -0.7 -0.2 -0.4
US10 -0.3 -0.2 -0.4 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.1 -0.0 -0.1 -0.1 0.1 0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.9 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 -0.1 -0.0 -0.1 -0.7 -0.0 -0.5
US10U -0.3 -0.3 -0.3 -0.1 -0.0 -0.2 -0.2 -0.2 -0.2 -0.1 -0.3 -0.1 -0.0 -0.2 -0.2 0.1 0.0 0.1 0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -1.4 -0.2 -0.1 -0.2 -0.2 -0.0 -0.2 -0.2 -0.1 -0.1 -0.2 -0.1 0.0 -0.1 -0.0 -0.5
US2 -0.3 -0.3 -0.6 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -0.3 -0.1 -0.1 0.0 -0.2 -0.0 -0.1 -0.2 -0.1 -0.1 -0.2 -0.2 1.0 -0.1 -0.1 -0.3 -0.1 -0.3 -0.2 -1.1 -0.0 -0.1 -0.1 -0.3 0.1 -0.7 0.1 -0.4
US20 -0.3 -0.2 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.1 -0.0 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.8 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.0 -0.0 -0.0 -0.1 -0.1 0.2 0.3 0.2 -0.1
US30 -0.3 -0.2 -0.2 -0.1 -0.0 -0.2 -0.2 -0.2 -0.1 -0.1 -0.4 -0.1 -0.3 -0.1 -0.2 0.1 0.0 0.1 0.0 -0.1 -0.1 -0.1 -0.2 -0.2 -0.6 -0.2 -0.1 -0.3 -0.2 -0.1 -0.2 -0.3 0.0 0.0 -0.2 -0.1 0.1 0.2 0.1 -0.1
US5 -0.4 -0.3 -0.4 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.0 -0.1 -0.1 0.0 -0.0 0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -0.7 -0.1 -0.1 -0.2 -0.2 -0.1 -0.2 -0.4 -0.1 -0.2 -0.2 -0.1 0.0 -0.7 0.1 -0.4
VIX -0.2 -0.4 0.7 0.1 -0.2 0.4 -0.1 0.4 -0.1 -0.2 -0.0 -0.2 -0.6 -0.3 -0.0 -0.6 -0.6 -0.6 -0.6 -0.0 0.1 -0.1 0.1 -0.1 NaN 0.1 -0.2 0.5 -0.2 0.4 -0.1 NaN NaN NaN NaN NaN -0.8 -1.0 NaN NaN
WHEAT 0.0 0.1 0.6 0.1 -0.1 0.1 -0.0 -0.1 0.0 0.0 0.2 0.0 -0.0 0.1 0.1 -0.2 -0.3 -0.3 -0.3 0.1 0.1 0.0 0.1 0.1 0.7 0.1 -0.0 0.2 0.1 0.2 0.1 -1.1 0.5 0.5 0.3 0.5 -0.7 -0.7 -0.7 -0.7
===================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================
Unweighted forecasts
===================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================
accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365
AUD -3.4 6.8 7.4 4.2 -8.7 4.9 -6.7 5.4 0.5 -8.5 16.4 -6.7 16.4 11.5 13.8 2.2 0.6 1.9 1.4 10.8 15.7 -6.2 15.9 2.9 11.7 10.3 -9.8 16.5 -7.7 16.8 1.7 7.2 -2.0 0.7 5.8 17.7 -3.5 19.8 14.1 20.0
BITCOIN 9.0 20.0 -20.0 -3.7 -15.0 4.5 -14.9 16.7 -8.3 -18.6 -18.2 -8.7 -17.2 15.4 -1.3 -4.4 -5.2 -4.2 -4.3 3.4 -20.0 -9.2 -20.0 5.6 -16.7 8.3 -16.5 -2.3 -10.5 -8.9 4.1 -0.7 -2.5 20.0 16.8 20.0 -16.0 -3.0 -20.0 -20.0
BOBL 0.3 -0.3 -6.9 -6.1 -3.2 -4.3 -8.4 -3.1 -8.2 0.4 -8.1 -3.7 -6.8 -5.7 -8.4 20.0 4.9 16.5 9.3 -6.3 -6.8 -2.2 -5.6 -4.6 1.4 -2.7 3.6 -4.2 -1.0 -4.5 -1.9 3.5 8.1 10.8 8.5 1.2 -0.3 10.5 1.3 18.3
BTP 2.7 1.4 -19.2 -7.9 -4.1 -5.6 -10.8 -4.0 -10.5 -0.1 -4.6 -3.1 1.8 2.4 -5.2 3.6 9.0 5.6 7.7 -4.1 -4.4 -1.1 -1.6 -2.3 -20.0 -1.3 3.5 -1.9 -0.4 0.6 -0.2 6.9 12.7 17.4 14.2 1.8 -1.7 9.4 -0.8 11.1
BUND -0.1 -2.0 -2.3 -6.9 -3.5 -4.9 -9.4 -3.5 -9.2 0.1 -8.7 -4.2 -8.4 -5.7 -9.1 -0.8 6.2 2.2 5.1 -5.7 -5.8 -2.9 -5.2 -4.8 -0.6 -2.4 3.3 -3.0 -2.0 -3.6 -2.4 2.4 8.2 12.4 7.7 4.1 -0.2 10.2 3.1 17.8
BUXL -2.5 -3.9 8.2 -9.7 -5.0 -6.9 -13.3 -5.0 -13.0 -0.9 -13.9 -6.3 -15.8 -10.8 -12.8 3.7 3.8 3.8 4.0 -7.1 -7.4 -5.3 -10.3 -7.4 2.9 -2.9 3.6 -3.6 -4.6 -7.2 -4.8 -1.1 11.2 17.5 6.6 8.6 -3.8 5.4 2.0 3.2
CAC -2.8 10.7 -12.6 9.7 5.7 7.9 5.1 6.9 8.6 7.2 1.5 -1.1 7.1 3.0 1.7 3.8 1.7 6.5 4.3 0.7 0.7 2.8 1.6 0.8 4.5 7.4 7.9 8.2 4.5 6.5 5.1 13.7 -2.6 -5.6 -7.0 4.1 -4.5 20.0 -7.0 20.0
CAD -4.0 3.5 -1.5 6.0 -12.3 6.9 -9.5 7.6 0.7 -20.0 0.3 -20.0 4.0 0.6 -5.5 -7.6 -7.5 -7.5 -7.4 -2.4 -0.2 -17.1 -0.6 -8.8 20.0 -1.9 -20.0 2.8 -20.0 3.0 -12.2 -7.2 -14.9 -12.6 -12.0 -4.2 -20.0 -20.0 -20.0 -20.0
CANOLA 0.9 1.6 20.0 8.1 -10.8 6.1 -3.8 -2.0 3.5 6.8 11.6 5.6 6.4 8.9 11.9 -9.0 -14.8 -13.1 -14.7 10.8 11.8 5.1 8.2 7.3 9.1 9.9 -5.7 12.7 -3.9 9.0 2.7 -20.0 1.2 1.7 -1.3 20.0 11.6 20.0 16.0 20.0
CHF 2.0 1.6 -7.4 3.7 -7.6 4.3 -5.9 4.7 0.5 -12.0 -7.7 -8.2 7.4 0.1 -8.2 -14.8 -15.5 -14.7 -14.8 -3.3 -2.0 -9.2 2.0 -4.9 -3.2 -2.1 -10.5 0.6 -9.6 5.0 -4.9 -20.0 -6.9 -6.8 -8.0 -4.5 -20.0 -20.0 -15.7 -20.0
COCOA 20.0 20.0 1.8 3.9 -5.2 3.0 -1.8 -1.0 1.7 -5.8 -4.7 -1.0 -6.0 1.4 -0.1 -6.0 -0.8 -6.5 -5.2 1.6 -5.0 -2.7 -8.4 2.8 -20.0 3.7 -4.4 -0.9 -0.0 -3.2 4.5 0.5 -8.8 11.1 9.1 -7.4 9.2 0.8 11.5 6.2
COFFEE -11.7 -2.5 -17.0 10.1 -13.5 7.6 -4.7 -2.5 4.3 -4.5 -14.1 -12.4 -2.6 -13.7 -14.5 20.0 19.4 20.0 20.0 -13.7 -13.0 -14.0 -5.0 -15.3 -20.0 -10.8 -3.9 -7.4 -12.9 2.2 -13.9 20.0 -9.0 -20.0 -20.0 -20.0 10.9 15.6 13.8 20.0
COPPER 6.7 12.1 0.6 -1.5 -6.1 1.9 -6.1 6.8 -3.4 -3.0 6.6 2.6 6.5 6.2 5.7 -6.7 -6.5 -6.8 -6.6 7.7 6.7 3.2 6.5 7.6 -1.6 6.5 -0.9 5.6 2.6 6.1 6.3 -3.8 20.0 16.6 18.4 13.2 2.9 20.0 -7.1 14.6
CORN -3.7 -1.7 16.0 9.1 -12.1 6.8 -4.3 -2.2 3.9 -5.7 10.9 -2.5 2.7 5.1 10.2 -20.0 -20.0 -20.0 -20.0 6.4 6.7 -3.6 3.0 2.5 9.4 7.6 -8.0 8.7 -3.0 5.4 3.0 -20.0 -2.6 6.9 -3.4 12.5 14.9 0.4 20.0 8.2
COTTON2 -17.9 16.8 20.0 6.4 -8.6 4.8 -3.0 -1.6 2.7 -9.0 7.8 -4.7 2.0 5.1 8.6 -5.8 -17.6 -12.7 -16.4 11.0 9.3 -6.7 3.4 4.7 -2.4 13.4 -11.8 11.3 -3.5 4.6 7.0 -20.0 -11.8 7.0 20.0 19.8 -11.0 -9.9 -11.4 -8.0
CRUDE_W -1.9 5.2 20.0 17.7 -4.6 20.0 2.7 17.9 8.9 3.1 11.8 8.1 7.9 10.8 12.5 20.0 11.4 20.0 15.5 15.5 15.5 6.8 10.3 11.8 4.7 13.5 -0.6 15.2 4.5 10.4 8.6 -0.1 5.0 4.7 -5.1 -10.1 15.4 20.0 -1.6 -0.3
DAX 5.3 13.0 -16.8 9.1 5.3 7.4 4.8 6.5 8.0 8.1 0.7 1.5 5.4 6.1 2.4 -3.9 -6.5 -4.9 -5.7 1.8 -0.2 5.5 1.2 3.8 -6.5 3.0 7.7 0.3 5.3 1.1 4.8 -1.5 -1.3 -2.4 -7.5 -14.3 1.3 11.6 8.5 15.9
DOW 6.0 20.0 -11.9 11.4 6.7 9.3 6.0 8.1 10.1 8.7 6.8 8.6 10.5 12.0 8.7 -5.6 -7.1 -5.8 -6.2 8.1 5.7 6.9 6.8 8.9 -6.2 4.8 8.0 2.5 5.5 4.0 6.3 -2.5 6.1 -4.7 -8.6 -14.7 -10.1 -20.0 -18.4 -20.0
DX 2.4 -6.9 9.1 4.0 -8.2 4.7 -6.3 5.1 0.5 12.8 5.9 12.6 -8.5 -2.4 5.7 4.5 5.3 4.4 4.7 2.5 2.5 12.2 -0.2 6.2 -13.5 2.3 12.4 1.0 14.4 -1.5 7.4 14.1 20.0 9.8 -11.2 2.4 3.4 8.5 16.7 12.9
EUR -5.5 4.9 -8.9 5.0 -10.2 5.8 -7.8 6.3 0.6 -17.2 -6.2 -17.4 11.3 1.2 -6.0 -6.2 -7.2 -6.2 -6.6 -3.9 -2.5 -15.8 2.4 -8.7 5.2 -4.8 -19.2 -0.6 -19.8 5.4 -11.7 -6.3 -10.8 -14.7 -6.0 -11.8 -20.0 -14.7 -7.0 -17.0
EURIBOR-ICE -0.4 -1.1 -13.7 -5.4 -2.8 -3.8 -7.4 -2.8 -7.2 0.4 -6.3 -3.2 -4.0 -3.9 -6.7 0.9 8.2 3.0 5.8 -5.7 -6.0 -2.4 -4.0 -4.5 -3.5 -2.4 3.7 -3.4 -1.4 -3.0 -2.1 4.8 5.9 8.8 7.7 1.5 2.7 8.9 5.7 13.1
EUROSTX 3.3 9.7 -16.0 9.9 5.8 8.0 5.2 7.0 8.7 8.5 3.7 5.2 8.3 7.4 3.7 -2.4 1.0 -0.4 0.9 3.4 3.1 7.1 4.9 4.7 -4.2 6.5 11.5 5.3 8.0 5.9 7.6 10.8 3.2 0.8 -5.6 -7.1 -2.1 20.0 -1.1 20.0
FEEDCOW -15.6 -4.0 -16.8 9.3 -12.5 7.0 -4.4 -2.3 4.0 -7.4 13.1 -8.6 14.7 -1.5 5.9 10.2 8.9 7.3 8.6 3.6 11.1 -7.6 18.9 -4.0 -20.0 0.6 -7.9 3.6 -6.0 9.3 -3.5 20.0 -20.0 -5.8 8.5 -12.6 13.3 20.0 12.9 20.0
GASOIL -1.1 19.0 20.0 11.7 -3.1 14.8 1.8 11.8 5.8 -2.2 8.8 4.9 8.1 7.6 8.9 20.0 20.0 20.0 20.0 17.1 19.7 3.7 15.2 9.8 -3.8 16.1 -2.4 20.0 2.5 19.0 7.7 20.0 1.8 2.7 5.0 14.6 0.2 6.5 -11.2 -4.9
GASOLINE 0.2 18.6 20.0 18.1 -4.7 20.0 2.8 18.3 9.0 -6.4 13.4 5.5 11.5 11.1 13.4 20.0 -9.2 19.7 -3.3 20.0 20.0 3.5 19.6 16.6 -11.5 20.0 -9.1 20.0 1.9 20.0 12.7 -20.0 -6.4 9.9 11.6 13.0 10.9 20.0 -6.1 3.6
GAS_US_mini 9.3 -6.5 -12.7 20.0 -7.3 20.0 4.3 20.0 14.0 2.6 -18.3 9.6 -18.4 -6.9 -18.7 -20.0 -16.3 -20.0 -15.8 -7.7 -12.6 6.4 -13.8 0.8 20.0 -6.4 3.9 -13.0 9.6 -14.1 3.5 -20.0 1.4 -14.7 -20.0 -20.0 20.0 7.0 20.0 4.3
GBP -4.1 6.2 -5.0 4.6 -9.4 5.3 -7.3 5.9 0.6 -5.9 1.8 -7.3 10.5 4.7 -2.1 0.8 0.3 0.7 0.5 0.6 1.9 -8.5 4.1 -4.0 -2.7 1.0 -5.3 4.6 -9.8 8.0 -5.0 6.3 -6.3 -6.1 -4.3 -4.0 -20.0 -7.5 -11.7 -4.6
GOLD_micro -6.3 -11.5 1.7 -1.2 -4.9 1.5 -4.9 5.5 -2.7 -4.8 0.2 -5.1 4.3 -3.1 -5.3 -6.3 -7.9 -6.0 -6.4 -5.1 1.1 -7.4 9.1 -6.6 -20.0 -2.6 -5.7 4.9 -6.6 14.5 -5.3 -4.8 -3.9 -3.7 -3.8 3.8 20.0 14.2 -9.0 -20.0
HEATOIL -6.8 8.4 20.0 12.4 -3.3 15.7 1.9 12.6 6.2 -0.5 9.3 3.6 8.5 7.3 9.4 20.0 20.0 20.0 20.0 16.8 20.0 3.7 16.5 9.2 -9.9 14.1 -2.1 19.0 2.4 16.6 6.7 20.0 -0.6 1.3 1.7 12.7 -1.3 1.5 -20.0 -12.5
JGB-SGX-mini -9.6 -6.8 3.2 -4.6 -2.4 -3.3 -6.4 -2.4 -6.2 -5.5 -7.7 -6.5 -7.8 -7.1 -7.3 20.0 11.0 14.2 10.7 -10.1 -9.6 -12.2 -10.0 -11.7 3.9 -9.5 -7.8 -9.7 -11.5 -10.6 -10.9 10.1 -13.3 -8.1 -13.5 -6.8 4.8 -15.4 4.8 -17.7
JPY 10.0 7.2 -3.3 3.1 -6.4 3.6 -4.9 4.0 0.4 -11.6 -11.7 -4.6 -12.7 -2.3 -9.0 -8.3 -9.7 -8.6 -8.8 -3.5 -7.9 -5.6 -12.2 -2.8 20.0 -1.1 -6.3 -5.2 -4.8 -9.3 -1.1 -10.2 -5.1 4.0 -4.3 -6.4 -11.2 -10.0 -6.6 -10.3
LEANHOG -5.3 -17.0 -14.3 14.3 -19.1 10.8 -6.7 -3.5 6.1 -20.0 -6.5 -20.0 11.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -19.8 -10.8 -20.0 0.9 -20.0 -6.7 -20.0 -20.0 -18.3 -20.0 -4.9 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -0.0 -17.0 5.6
LIVECOW -11.8 6.5 0.1 10.7 -14.3 8.1 -5.0 -2.6 4.6 -9.4 16.8 -2.3 17.0 9.6 14.1 20.0 11.8 20.0 15.0 14.5 18.5 -7.7 20.0 4.5 -20.0 9.2 -19.4 9.3 -6.4 10.8 3.1 20.0 -20.0 5.3 20.0 2.7 20.0 20.0 20.0 20.0
LUMBER-new 0.8 -5.5 -4.4 12.7 -17.0 9.6 -6.0 -3.1 5.4 -5.8 -20.0 0.9 -20.0 -15.3 -17.5 -20.0 -20.0 -20.0 -20.0 -11.6 -18.2 -2.0 -20.0 -6.1 NaN -8.1 -9.2 -13.6 -2.3 -20.0 -4.7 -20.0 7.5 -15.4 -16.9 -20.0 6.1 19.6 8.4 20.0
MXP 1.1 9.2 -3.9 5.4 -11.0 6.3 -8.5 6.9 0.7 -3.9 19.9 6.7 20.0 17.9 17.9 8.7 11.0 8.9 9.6 13.1 18.3 1.6 20.0 8.6 -20.0 11.1 -1.9 18.5 0.8 20.0 7.2 20.0 14.4 5.6 8.4 4.3 9.5 6.9 20.0 11.1
NASDAQ_micro 20.0 20.0 4.7 12.6 7.4 10.3 6.6 9.0 11.2 0.6 10.5 9.9 12.7 13.5 13.3 -7.3 -8.0 -7.2 -7.4 20.0 20.0 18.1 14.4 20.0 -20.0 20.0 5.1 13.3 14.1 9.1 20.0 -4.3 17.0 20.0 20.0 3.7 -0.1 -20.0 9.3 -20.0
NIKKEI -1.5 17.3 -2.9 8.1 4.7 6.6 4.3 5.8 7.2 -0.5 8.1 0.3 8.7 7.1 7.5 -0.2 5.0 1.1 2.9 10.2 10.5 1.5 11.0 7.4 -12.5 7.8 0.5 8.8 1.8 10.5 6.0 15.9 -2.3 2.3 0.2 7.6 -20.0 -5.8 -17.3 -4.4
NZD 1.6 5.4 -1.8 2.8 -5.8 3.3 -4.5 3.6 0.4 -5.4 1.3 -5.1 -0.3 4.2 -1.4 -2.6 -3.3 -2.8 -3.1 0.3 0.2 -4.2 -0.6 -1.1 11.5 0.1 -4.2 0.1 -5.1 -1.0 -1.7 0.0 -2.6 -1.8 -2.6 -3.2 -17.8 17.1 0.6 20.0
OAT 0.9 -0.4 -7.6 -6.1 -3.2 -4.3 -8.4 -3.1 -8.2 0.7 -4.6 -2.7 -2.8 -0.0 -5.4 10.8 12.1 11.1 11.9 -3.3 -3.1 -1.3 -2.2 -2.6 -2.4 -0.2 3.2 -0.0 -0.6 0.2 -0.5 13.2 8.9 13.1 10.3 5.5 -2.3 8.3 -1.5 11.0
OATIES 7.9 2.7 20.0 8.3 -11.1 6.3 -3.9 -2.0 3.5 1.8 7.7 8.0 -0.3 8.6 8.9 -19.3 -12.5 -16.3 -14.4 9.7 7.0 9.2 1.4 10.7 1.0 9.1 0.6 6.8 8.2 1.0 9.6 -17.7 20.0 19.4 3.2 13.0 7.3 -7.2 10.5 -7.0
OJ -2.1 -1.6 0.2 4.0 -5.4 3.0 -1.9 -1.0 1.7 -3.3 -3.3 -3.9 -5.7 -3.7 -4.3 -3.9 1.0 -1.9 -0.8 -3.1 -3.1 -6.6 -5.0 -4.8 -20.0 -2.7 -3.4 -2.3 -5.6 -3.2 -4.1 5.4 -5.7 -6.2 -5.4 -13.6 -2.3 -7.7 -2.8 -5.0
PALLAD -3.4 -6.2 -11.2 -1.5 -6.3 1.9 -6.3 7.1 -3.5 -6.7 -5.6 -8.3 0.8 -4.9 -8.4 -4.3 -3.4 -4.0 -3.6 -7.7 -4.3 -10.5 2.3 -8.6 16.2 -6.2 -9.0 -3.2 -10.7 3.5 -8.0 1.4 -5.5 -3.0 -2.6 -7.8 20.0 16.6 20.0 -5.0
PLAT 2.6 -3.2 -0.5 -1.2 -5.0 1.5 -5.0 5.6 -2.8 -5.7 -1.6 -2.6 2.3 0.2 -5.2 -2.9 -3.1 -2.7 -2.7 -2.0 0.9 -5.4 5.9 -2.7 -2.1 -1.0 -5.4 1.8 -4.5 7.2 -2.0 2.5 1.2 1.9 0.5 -3.2 20.0 20.0 20.0 -1.0
REDWHEAT -2.5 6.2 20.0 7.6 -10.2 5.8 -3.6 -1.9 3.3 -4.9 11.0 0.1 1.6 7.5 10.6 -9.4 -14.5 -11.4 -12.9 12.2 11.2 1.6 5.3 8.4 5.0 13.3 -3.3 13.2 3.0 7.9 9.2 -18.4 13.5 12.0 15.6 20.0 -20.0 -20.0 -20.0 -20.0
RICE 20.0 18.8 20.0 6.7 -8.9 5.0 -3.1 -1.6 2.8 10.5 2.6 11.6 -7.7 11.1 9.1 -20.0 -19.6 -20.0 -20.0 14.2 3.8 20.0 -7.3 20.0 4.0 14.4 16.0 5.7 20.0 -4.6 20.0 -20.0 20.0 20.0 17.5 4.3 -20.0 -17.5 -20.0 -14.2
ROBUSTA 4.5 1.7 -11.1 7.2 -9.6 5.4 -3.4 -1.8 3.1 -5.1 -9.4 -5.6 -6.5 -0.8 -8.4 20.0 20.0 20.0 20.0 -5.0 -8.8 -4.1 -8.4 -2.6 -20.0 -2.3 -1.9 -5.0 -3.8 -5.1 -1.7 20.0 -3.0 -7.3 -6.6 -20.0 5.7 -1.7 7.1 10.7
RUSSELL -1.5 20.0 -2.9 13.5 7.9 11.0 7.1 9.6 11.9 1.9 11.9 0.1 13.8 11.5 12.0 -4.1 -4.9 -4.3 -4.4 14.1 13.1 0.8 12.0 9.1 6.9 9.9 2.3 9.0 -0.1 8.6 6.3 1.0 -9.8 -7.4 -3.4 -6.3 -6.9 -20.0 2.1 -20.0
SHATZ 0.2 2.5 -8.7 -5.0 -2.6 -3.5 -6.8 -2.6 -6.7 0.7 -6.6 -3.0 -6.8 -4.1 -6.4 5.9 -5.9 3.3 -0.1 -6.7 -8.2 -1.0 -7.0 -3.8 6.8 -4.4 3.3 -7.6 0.2 -7.9 -1.3 -13.1 8.5 9.1 8.1 -6.7 -0.7 7.1 -0.3 10.8
SILVER-mini 6.8 -2.2 5.2 -1.1 -4.5 1.4 -4.4 5.0 -2.5 -4.2 -0.7 -2.2 1.6 -0.1 -4.8 -2.5 -4.5 -2.6 -3.3 0.0 2.4 -3.1 6.1 -0.4 -10.1 1.0 -3.3 4.3 -2.2 9.5 0.1 0.7 3.2 5.7 2.5 -1.1 20.0 14.5 17.5 7.9
SMI 7.7 10.8 -13.7 10.3 6.0 8.4 5.4 7.3 9.1 10.5 4.7 10.2 7.9 10.5 3.7 1.0 5.5 2.9 4.8 6.6 5.9 13.7 7.6 10.1 5.6 10.7 15.1 10.4 15.0 11.3 13.3 18.1 16.7 3.1 -2.2 -0.9 5.2 20.0 8.4 20.0
SOFR -17.9 -13.4 -10.2 -10.2 -5.3 -7.2 -14.0 -5.2 -13.7 -8.8 -13.6 -13.7 4.0 -15.4 -15.9 2.5 5.6 3.9 5.0 -18.3 -10.6 -20.0 -3.2 -20.0 -20.0 -18.0 -15.6 -8.7 -20.0 -1.3 -20.0 1.5 -15.4 -18.0 -16.0 1.9 -7.9 -8.3 -3.6 -11.8
SOYBEAN 0.1 1.6 13.2 9.7 -12.9 7.3 -4.5 -2.4 4.1 0.2 15.5 7.1 14.3 10.5 15.2 -5.6 -3.3 -3.1 -2.6 12.6 12.6 4.6 8.8 9.8 -5.1 12.2 -1.8 12.8 4.6 10.2 9.6 0.3 13.0 16.0 10.3 17.5 7.0 -6.3 9.2 -2.9
SOYMEAL 3.8 4.4 9.6 9.3 -12.5 7.0 -4.4 -2.3 4.0 -0.3 2.7 5.0 -2.0 6.1 9.9 19.8 -3.1 13.4 4.9 5.7 4.2 5.2 -0.0 6.8 -14.5 7.3 -2.9 7.9 6.5 5.6 8.2 5.6 18.7 7.7 -1.0 2.3 -13.3 -15.3 -19.2 -11.6
SOYOIL 1.8 10.5 20.0 11.7 -15.6 8.8 -5.5 -2.9 5.0 -10.8 19.9 5.4 19.1 13.4 19.1 20.0 4.3 20.0 11.7 20.0 20.0 5.2 20.0 20.0 -20.0 20.0 -5.6 20.0 4.2 20.0 17.3 17.7 -2.4 20.0 20.0 20.0 2.2 -20.0 3.0 -20.0
SP400 -3.8 15.0 -2.9 12.7 7.4 10.3 6.6 9.0 11.2 -1.2 10.5 -4.7 12.4 8.3 9.2 -5.2 -6.0 -5.4 -5.6 8.5 9.5 -2.7 9.2 3.5 4.6 5.6 -0.1 5.9 -2.5 5.3 2.1 -1.0 -14.1 -14.2 -12.4 -5.8 -7.4 -20.0 -1.3 -20.0
SP500_micro 19.2 20.0 -2.2 15.3 8.9 12.4 8.0 10.9 13.5 0.1 13.6 10.1 16.4 16.1 16.0 -7.9 -8.8 -7.8 -8.1 20.0 19.3 15.7 16.0 20.0 -15.6 18.8 5.7 9.7 12.2 7.2 20.0 -5.5 12.3 18.5 10.3 -9.0 0.6 -20.0 4.2 -20.0
SUGAR11 13.8 -1.5 16.8 6.6 -8.9 5.0 -3.1 -1.6 2.8 -3.6 -2.2 4.7 -8.9 2.0 0.9 -11.4 5.1 -6.1 -0.1 3.0 -0.1 2.1 -4.9 4.0 -17.4 4.7 0.0 2.6 2.4 -2.0 4.7 10.3 4.8 13.7 -8.0 -3.5 -7.0 -20.0 -5.5 -11.1
US10 -10.7 -7.7 -11.1 -7.1 -3.7 -5.0 -9.8 -3.7 -9.5 -5.5 -8.7 -8.7 -0.1 -9.7 -10.4 4.2 2.2 3.6 3.1 -9.8 -6.7 -12.2 -3.1 -12.2 -6.4 -9.5 -7.3 -5.6 -12.9 -1.5 -12.5 -3.2 -2.1 -3.4 -4.0 -0.9 -3.0 -20.0 -0.3 -14.2
US10U -10.2 -7.9 -10.2 -10.5 -5.4 -7.4 -14.4 -5.4 -14.0 -7.6 -12.3 -12.5 -0.0 -14.0 -15.1 4.0 1.9 3.8 3.2 -13.8 -9.0 -17.8 -3.9 -17.5 -10.7 -14.2 -10.7 -7.8 -19.7 -1.2 -18.9 -3.5 -3.9 -4.6 -6.7 -2.2 0.2 -4.2 -0.9 -14.3
US2 -10.6 -9.1 -17.0 -7.7 -4.0 -5.4 -10.6 -4.0 -10.3 -7.5 -10.5 -10.6 -7.7 -11.1 -11.3 1.9 -9.0 -2.0 -5.0 -14.7 -13.0 -13.4 -9.0 -14.8 7.7 -13.8 -8.2 -11.9 -13.4 -7.5 -14.4 -20.0 -0.1 -3.6 -4.0 -10.1 2.0 -20.0 3.8 -12.7
US20 -9.4 -7.1 -8.0 -6.9 -3.6 -4.9 -9.5 -3.5 -9.2 -5.4 -7.9 -8.2 -1.2 -8.8 -9.7 5.0 4.3 4.9 4.8 -8.1 -5.2 -11.2 -2.7 -10.6 -5.8 -9.1 -6.8 -5.3 -12.3 -1.4 -11.7 0.4 -1.7 -1.1 -3.5 -2.4 5.8 8.2 5.7 -3.2
US30 -8.6 -7.3 -5.2 -10.4 -5.4 -7.3 -14.2 -5.3 -13.9 -8.0 -14.1 -12.4 -8.0 -13.8 -15.4 3.0 0.8 2.7 2.1 -11.7 -8.1 -15.2 -5.7 -14.8 -4.5 -15.2 -10.6 -9.3 -19.9 -4.0 -19.4 -5.4 1.1 1.1 -6.0 -2.4 3.6 6.2 3.7 -2.8
US5 -11.7 -8.4 -13.3 -7.4 -3.8 -5.2 -10.1 -3.8 -9.8 -6.3 -9.1 -9.4 -1.0 -10.3 -10.7 2.4 -0.5 1.5 0.7 -11.8 -8.6 -13.9 -4.5 -14.0 -5.1 -11.1 -8.3 -7.2 -14.1 -2.7 -13.9 -7.6 -3.3 -5.2 -4.8 -3.3 1.3 -20.0 2.3 -12.6
VIX -4.6 -7.7 13.3 3.4 -13.2 10.0 -8.2 6.6 -5.5 -17.2 -0.5 -13.4 -10.1 -20.0 -2.2 -20.0 -20.0 -20.0 -20.0 -1.7 3.5 -6.1 1.3 -6.4 NaN 3.7 -14.8 11.1 -8.9 7.6 -5.9 NaN NaN NaN NaN NaN -15.1 -19.3 NaN NaN
WHEAT 0.6 2.4 20.0 6.1 -8.1 4.6 -2.9 -1.5 2.6 1.0 7.8 3.7 -0.2 6.4 8.1 -12.2 -16.6 -13.7 -14.9 8.0 6.5 4.4 2.5 7.4 5.2 9.2 -0.1 8.6 5.1 5.2 8.0 -20.0 19.3 15.3 9.2 14.9 -20.0 -20.0 -20.0 -20.0
End of report for caleb_strategy_v3