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Strategy report for caleb_strategy_v3 backtest timestamp 20260323_203956 produced at 2026-03-23 21:36:41.574941
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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 -1.44 0.0 0.00 0.00 0.00 0.00 -14.53 11.0 0 0
caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -0.39 0.0 0.00 0.00 0.00 0.00 -11.40 16.0 0 0
caleb_strategy_v3 US2 False True 0.09 0.00 -0.29 0.0 0.00 0.00 0.00 0.00 -3.43 13.0 0 0
caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -1.90 24.0 0 0
caleb_strategy_v3 US5 False False 0.04 -0.09 -0.10 0.0 1.11 -1.11 -0.09 -0.18 -2.26 25.0 -2 -4
caleb_strategy_v3 LEANHOG False False 0.02 0.00 -0.08 0.0 0.22 -0.22 0.00 0.00 -4.76 13.0 0 0
caleb_strategy_v3 CHF False False 0.07 -0.13 -0.08 0.0 0.86 -0.86 -0.13 -0.13 -1.23 13.0 -2 -2
caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.07 0.0 0.65 -0.65 0.00 0.00 -5.00 48.0 0 0
caleb_strategy_v3 DOW False False 0.01 0.00 -0.06 0.0 0.63 -0.63 0.00 0.00 -6.66 66.0 0 0
caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -22.15 59.0 0 0
caleb_strategy_v3 US10 False False 0.05 0.00 -0.06 0.0 0.78 -0.78 0.00 0.00 -1.27 17.0 0 0
caleb_strategy_v3 EUR False False 0.06 -0.12 -0.06 0.0 0.84 -0.84 -0.12 -0.06 -1.06 14.0 -2 -1
caleb_strategy_v3 US10U False False 0.05 -0.05 -0.05 0.0 0.61 -0.61 -0.05 -0.05 -1.11 13.0 -1 -1
caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.04 -0.05 0.0 0.46 -0.46 -0.04 -0.10 -2.47 23.0 -2 -5
caleb_strategy_v3 BTP False False 0.06 0.00 -0.05 0.0 0.56 -0.56 0.00 0.00 -0.92 10.0 0 0
caleb_strategy_v3 JPY False False 0.03 -0.03 -0.04 0.0 0.56 -0.56 -0.03 -0.03 -1.10 17.0 -1 -1
caleb_strategy_v3 DAX False False 0.01 -0.02 -0.03 0.0 0.63 -0.63 -0.02 -0.02 -2.45 58.0 -2 -2
caleb_strategy_v3 RICE False False 0.01 0.00 -0.03 0.0 0.04 -0.04 0.00 0.00 -2.72 4.0 0 0
caleb_strategy_v3 BOBL False False 0.05 -0.05 -0.03 0.0 1.04 -1.04 -0.05 -0.05 -0.52 19.0 -1 -1
caleb_strategy_v3 SP400 False False 0.14 -0.28 -0.03 0.0 0.28 -0.28 -0.28 -0.28 -0.22 2.0 -2 -2
caleb_strategy_v3 US20 False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.40 9.0 0 0
caleb_strategy_v3 US30 False False 0.05 -0.10 -0.02 0.0 0.29 -0.29 -0.10 -0.10 -0.34 6.0 -2 -2
caleb_strategy_v3 GOLD_micro False False 0.02 0.00 -0.02 0.0 1.02 -1.02 0.00 -0.02 -1.04 56.0 0 -1
caleb_strategy_v3 RUSSELL False False 0.01 -0.01 -0.02 0.0 0.35 -0.35 -0.01 -0.01 -4.57 68.0 -2 -1
caleb_strategy_v3 COTTON2 False False 0.01 -0.04 -0.02 0.0 0.16 -0.16 -0.04 -0.01 -1.51 11.0 -3 -1
caleb_strategy_v3 NIKKEI False False 0.01 -0.01 -0.02 0.0 0.49 -0.49 -0.01 0.00 -1.67 36.0 -1 0
caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.53 3.0 0 0
caleb_strategy_v3 GBP False False 0.03 -0.07 -0.01 0.0 0.76 -0.76 -0.07 -0.07 -0.19 22.0 -2 -2
caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.03 -0.03 -0.01 -0.01 -0.90 3.0 -1 -1
caleb_strategy_v3 COCOA False False 0.01 -0.03 -0.01 0.0 0.35 -0.35 -0.03 -0.03 -0.88 26.0 -2 -2
caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.47 9.0 0 0
caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.01 0.0 0.34 -0.34 0.00 0.00 -0.39 23.0 0 0
caleb_strategy_v3 SILVER-mini False False 0.07 0.00 -0.00 0.0 999.00 -999.00 0.00 0.00 -0.03 999999999.0 0 0
caleb_strategy_v3 SUGAR11 False False 0.01 0.00 0.00 0.0 0.13 -0.13 0.00 0.01 0.60 18.0 0 1
caleb_strategy_v3 CAD False False 0.03 0.00 -0.00 0.0 0.87 -0.87 0.00 0.00 -0.09 29.0 0 0
caleb_strategy_v3 COFFEE False False 0.05 0.00 0.00 0.0 0.28 -0.28 0.00 0.00 0.06 6.0 0 0
caleb_strategy_v3 COPPER False False 0.06 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.02 999999999.0 0 0
caleb_strategy_v3 WHEAT 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 PALLAD False False 0.06 0.00 -0.00 0.0 0.12 -0.12 0.00 0.00 -0.01 2.0 0 0
caleb_strategy_v3 BUXL False False 0.05 -0.10 -0.00 0.0 0.21 -0.21 -0.10 -0.10 -0.07 4.0 -2 -2
caleb_strategy_v3 GAS_US_mini False True 0.00 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.36 26.0 1 0
caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.39 -0.39 0.00 0.00 0.04 10.0 0 0
caleb_strategy_v3 REDWHEAT False False 0.01 0.01 0.00 0.0 0.10 -0.10 0.01 0.01 0.01 8.0 1 1
caleb_strategy_v3 EUROSTX False False 0.03 0.08 0.00 0.0 0.53 -0.53 0.08 0.05 0.08 20.0 3 2
caleb_strategy_v3 BUND False False 0.06 0.00 0.00 0.0 0.60 -0.60 0.00 0.00 0.00 10.0 0 0
caleb_strategy_v3 SOYBEAN False False 0.02 0.02 0.01 0.0 0.17 -0.17 0.02 0.00 0.26 7.0 1 0
caleb_strategy_v3 FEEDCOW False False 0.07 0.00 0.01 0.0 0.57 -0.57 0.00 0.00 0.11 8.0 0 0
caleb_strategy_v3 NZD False False 0.02 0.02 0.01 0.0 0.51 -0.51 0.02 0.02 0.61 21.0 1 1
caleb_strategy_v3 OATIES False True 0.01 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.73 2.0 0 0
caleb_strategy_v3 SOYOIL False False 0.02 0.00 0.01 0.0 0.16 -0.16 0.00 0.00 0.33 10.0 0 0
caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.02 0.0 0.66 -0.66 0.00 0.00 0.52 17.0 0 0
caleb_strategy_v3 SMI False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.25 9.0 0 0
caleb_strategy_v3 GASOIL False False 0.04 0.00 0.02 0.0 0.16 -0.16 0.00 0.00 0.52 4.0 0 0
caleb_strategy_v3 CAC False True 0.04 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.60 12.0 0 0
caleb_strategy_v3 GASOLINE False False 0.05 0.05 0.02 0.0 999.00 -999.00 0.05 0.05 0.46 999999999.0 1 1
caleb_strategy_v3 CANOLA False False 0.00 0.00 0.02 0.0 0.22 -0.22 0.00 0.00 5.65 51.0 0 0
caleb_strategy_v3 CORN False False 0.01 0.04 0.03 0.0 0.12 -0.12 0.04 0.04 3.48 12.0 4 4
caleb_strategy_v3 VIX False False 0.01 0.00 0.03 0.0 999.00 -999.00 0.00 0.00 2.63 999999999.0 0 0
caleb_strategy_v3 HEATOIL False False 0.06 0.18 0.03 0.0 0.18 -0.18 0.18 0.12 0.48 3.0 3 2
caleb_strategy_v3 OAT False False 0.06 0.17 0.04 0.0 0.57 -0.57 0.17 0.17 0.62 10.0 3 3
caleb_strategy_v3 AUD False False 0.03 0.03 0.06 0.0 0.55 -0.55 0.03 0.03 2.18 19.0 1 1
caleb_strategy_v3 MXP False False 0.01 0.15 0.06 0.0 0.69 -0.69 0.15 0.15 5.35 60.0 13 13
caleb_strategy_v3 DX False False 0.04 0.00 0.06 0.0 999.00 -999.00 0.00 0.00 1.39 999999999.0 0 0
caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.14 0.0 1.16 -1.16 0.00 0.00 1.19 10.0 0 0
caleb_strategy_v3 CRUDE_W False False 0.03 0.03 0.15 0.0 0.15 -0.15 0.03 0.03 4.79 5.0 1 1
Risk overlay
Config arg not supplied
Percentage vol target 25.0
Normal risk 12.8 Shocked risk 28.2
Sum abs risk 34.8 Leverage 4.07
Risk scalar 1.00
Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2427823.61, 'annual_cash_vol_target': 606955.9025, 'daily_cash_vol_target': 37934.74390625}
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Vol calculation
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Daily return vol Price Daily % vol annual % vol
AUD 0.0052 0.7004 0.7450 11.9202
BITCOIN 1938.9009 71010.0000 2.7305 43.6874
BOBL 0.2546 115.6500 0.2201 3.5219
BTP 0.6310 116.8600 0.5400 8.6398
BUND 0.4382 125.6600 0.3488 5.5800
BUXL 0.8304 109.8400 0.7560 12.0968
CAC 74.6974 7797.0000 0.9580 15.3284
CAD 0.0027 0.7313 0.3687 5.8998
CANOLA 9.8498 732.5000 1.3447 21.5149
CHF 0.0067 1.2838 0.5240 8.3836
COCOA 106.5169 3238.0000 3.2896 52.6334
COFFEE 4.7297 300.0000 1.5766 25.2248
COPPER 0.1053 5.5335 1.9024 30.4382
CORN 4.8725 486.2500 1.0020 16.0328
COTTON2 0.8515 69.3800 1.2273 19.6369
CRUDE_W 1.4091 74.2000 1.8991 30.3860
DAX 272.3408 22963.0000 1.1860 18.9760
DOW 365.3939 46440.0000 0.7868 12.5889
DX 0.4554 98.9050 0.4605 7.3677
EUR 0.0061 1.1660 0.5209 8.3348
EURIBOR-ICE 0.0543 97.3500 0.0558 0.8930
EUROSTX 67.1471 5543.0000 1.2114 19.3822
FEEDCOW 3.2787 348.2250 0.9415 15.0645
GASOIL 46.0977 959.0000 4.8069 76.9097
GASOLINE 0.0796 2.8637 2.7786 44.4578
GAS_US_mini 0.1544 2.9000 5.3246 85.1931
GBP 0.0077 1.3428 0.5736 9.1783
GOLD_micro 81.6854 4440.9000 1.8394 29.4302
HEATOIL 0.1205 3.4092 3.5340 56.5437
JGB-SGX-mini 0.2749 131.0700 0.2097 3.3559
JPY 0.0000 0.0064 0.6637 10.6185
LEANHOG 1.0839 104.3750 1.0385 16.6159
LIVECOW 1.9604 234.7000 0.8353 13.3646
LUMBER-new 7.1196 596.0000 1.1946 19.1130
MXP 0.0004 0.0558 0.7952 12.7224
NASDAQ_micro 225.6024 24407.7500 0.9243 14.7889
NIKKEI 898.6370 53015.0000 1.6951 27.1210
NZD 0.0046 0.5879 0.7889 12.6217
OAT 0.5138 119.1000 0.4314 6.9029
OATIES 6.9331 338.2500 2.0497 32.7952
OJ 6.7864 163.2500 4.1571 66.5131
PALLAD 51.4986 1437.0000 3.5838 57.3402
PLAT 65.7952 1890.6000 3.4801 55.6820
REDWHEAT 11.7832 620.0000 1.9005 30.4082
RICE 0.1502 11.2900 1.3302 21.2825
ROBUSTA 66.7191 3559.0000 1.8747 29.9945
RUSSELL 30.8077 2515.4000 1.2248 19.5962
SHATZ 0.1022 105.8600 0.0965 1.5441
SILVER-mini 3.2946 70.3625 4.6824 74.9183
SMI 124.6346 12287.0000 1.0144 16.2298
SOFR 0.0570 96.4600 0.0591 0.9450
SOYBEAN 10.5041 1148.5000 0.9146 14.6335
SOYMEAL 4.7363 323.6000 1.4636 23.4180
SOYOIL 0.9370 65.4400 1.4319 22.9100
SP400 35.2209 3375.0000 1.0436 16.6973
SP500_micro 49.4866 6625.5000 0.7469 11.9506
SUGAR11 0.2475 15.6900 1.5772 25.2347
US10 0.3727 110.7969 0.3364 5.3823
US10U 0.4772 113.2031 0.4215 6.7447
US2 0.1003 103.6367 0.0968 1.5483
US20 0.7565 113.1875 0.6684 10.6940
US30 0.9944 116.2500 0.8554 13.6858
US5 0.2450 108.0000 0.2269 3.6297
VIX 0.8482 23.3500 3.6327 58.1231
WHEAT 10.4286 632.7500 1.6481 26.3702
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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 700.40 0.75 521.80 1.00 521.80 37934.74 72.70 11.55 83.94
BITCOIN 71.01 2.73 193.89 1.00 193.89 37934.74 195.65 -10.44 -204.26
BOBL 1156.50 0.22 254.56 1.16 294.28 37934.74 128.91 -3.94 -50.84
BTP 1168.60 0.54 631.03 1.16 729.49 37934.74 52.00 -5.20 -27.06
BUND 1256.60 0.35 438.24 1.16 506.62 37934.74 74.88 0.02 0.18
BUXL 1098.40 0.76 830.44 1.16 960.02 37934.74 39.51 -1.84 -7.25
CAC 779.70 0.96 746.97 1.16 863.52 37934.74 43.93 4.02 17.65
CAD 731.30 0.37 269.66 1.00 269.66 37934.74 140.68 -0.26 -3.63
CANOLA 146.50 1.34 197.00 0.73 143.39 37934.74 264.56 8.76 231.71
CHF 1604.69 0.52 840.82 1.00 840.82 37934.74 45.12 -10.50 -47.38
COCOA 323.80 3.29 1065.17 1.00 1065.17 37934.74 35.61 -10.09 -35.94
COFFEE 1125.00 1.58 1773.62 1.00 1773.62 37934.74 21.39 2.07 4.42
COPPER 1383.38 1.90 2631.71 1.00 2631.71 37934.74 14.41 0.14 0.20
CORN 243.12 1.00 243.62 1.00 243.62 37934.74 155.71 9.17 142.73
COTTON2 346.90 1.23 425.75 1.00 425.75 37934.74 89.10 -6.95 -61.95
CRUDE_W 742.00 1.90 1409.15 1.00 1409.15 37934.74 26.92 16.41 44.17
DAX 229.63 1.19 272.34 1.16 314.83 37934.74 120.49 -5.96 -71.83
DOW 232.20 0.79 182.70 1.00 182.70 37934.74 207.64 -13.78 -286.13
DX 989.05 0.46 455.44 1.00 455.44 37934.74 83.29 6.40 53.31
EUR 1457.44 0.52 759.22 1.00 759.22 37934.74 49.97 -8.19 -40.92
EURIBOR-ICE 2433.75 0.06 135.84 1.16 157.03 37934.74 241.57 1.44 34.91
EUROSTX 554.30 1.21 671.47 1.16 776.24 37934.74 48.87 0.49 2.41
FEEDCOW 1741.12 0.94 1639.33 1.00 1639.33 37934.74 23.14 1.41 3.27
GASOIL 959.00 4.81 4609.77 1.00 4609.77 37934.74 8.23 14.46 11.90
GASOLINE 1202.75 2.78 3341.99 1.00 3341.99 37934.74 11.35 9.29 10.55
GAS_US_mini 72.50 5.32 386.03 1.00 386.03 37934.74 98.27 -0.34 -3.33
GBP 839.25 0.57 481.43 1.00 481.43 37934.74 78.80 -0.92 -7.28
GOLD_micro 444.09 1.84 816.85 1.00 816.85 37934.74 46.44 -6.54 -30.35
HEATOIL 1431.86 3.53 5060.18 1.00 5060.18 37934.74 7.50 14.60 10.95
JGB-SGX-mini 131070.00 0.21 27491.37 0.01 173.52 37934.74 218.62 -4.81 -105.14
JPY 795.00 0.66 527.61 1.00 527.61 37934.74 71.90 -5.89 -42.38
LEANHOG 417.50 1.04 433.57 1.00 433.57 37934.74 87.49 -8.93 -78.16
LIVECOW 938.80 0.84 784.17 1.00 784.17 37934.74 48.38 3.23 15.62
LUMBER-new 163.90 1.19 195.79 1.00 195.79 37934.74 193.75 -7.48 -144.99
MXP 278.95 0.80 221.81 1.00 221.81 37934.74 171.03 2.13 36.40
NASDAQ_micro 488.16 0.92 451.20 1.00 451.20 37934.74 84.07 -12.62 -106.07
NIKKEI 53015.00 1.70 89863.70 0.01 567.20 37934.74 66.88 -2.31 -15.44
NZD 587.90 0.79 463.77 1.00 463.77 37934.74 81.80 2.88 23.59
OAT 1191.00 0.43 513.84 1.16 594.01 37934.74 63.86 2.86 18.26
OATIES 169.12 2.05 346.66 1.00 346.66 37934.74 109.43 2.74 30.03
OJ 244.88 4.16 1017.96 1.00 1017.96 37934.74 37.27 -9.92 -36.98
PALLAD 1437.00 3.58 5149.86 1.00 5149.86 37934.74 7.37 -0.35 -0.26
PLAT 945.30 3.48 3289.76 1.00 3289.76 37934.74 11.53 0.96 1.10
REDWHEAT 310.00 1.90 589.16 1.00 589.16 37934.74 64.39 0.16 1.02
RICE 225.80 1.33 300.35 1.00 300.35 37934.74 126.30 -8.84 -111.60
ROBUSTA 355.90 1.87 667.19 1.00 667.19 37934.74 56.86 -5.12 -29.10
RUSSELL 125.77 1.22 154.04 1.00 154.04 37934.74 246.27 -5.60 -137.80
SHATZ 1058.60 0.10 102.16 1.16 118.10 37934.74 321.21 -5.83 -187.33
SILVER-mini 1759.06 4.68 8236.62 1.00 8236.62 37934.74 4.61 -1.60 -0.74
SMI 1228.70 1.01 1246.35 1.27 1578.02 37934.74 24.04 3.08 7.40
SOFR 2411.50 0.06 142.43 1.00 142.43 37934.74 266.34 -8.96 -238.69
SOYBEAN 574.25 0.91 525.21 1.00 525.21 37934.74 72.23 3.92 28.29
SOYMEAL 323.60 1.46 473.63 1.00 473.63 37934.74 80.09 -6.32 -50.60
SOYOIL 392.64 1.43 562.21 1.00 562.21 37934.74 67.47 5.20 35.10
SP400 3375.00 1.04 3522.09 1.00 3522.09 37934.74 10.77 -6.26 -6.74
SP500_micro 331.28 0.75 247.43 1.00 247.43 37934.74 153.31 -14.03 -215.04
SUGAR11 175.73 1.58 277.15 1.00 277.15 37934.74 136.87 1.81 24.78
US10 1107.97 0.34 372.71 1.00 372.71 37934.74 101.78 -9.83 -100.06
US10U 1132.03 0.42 477.20 1.00 477.20 37934.74 79.49 -11.02 -87.58
US2 2072.73 0.10 200.58 1.00 200.58 37934.74 189.13 -14.31 -270.68
US20 1131.88 0.67 756.52 1.00 756.52 37934.74 50.14 -6.28 -31.48
US30 1162.50 0.86 994.36 1.00 994.36 37934.74 38.15 -7.06 -26.94
US5 1080.00 0.23 245.00 1.00 245.00 37934.74 154.83 -11.50 -178.03
VIX 233.50 3.63 848.23 1.00 848.23 37934.74 44.72 2.38 10.65
WHEAT 316.38 1.65 521.43 1.00 521.43 37934.74 72.75 -0.70 -5.10
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Portfolio positions
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subsystem_position instr weight IDM Notional position
AUD 83.938 0.010 2.5 2.181
BITCOIN -204.262 0.043 2.5 -22.150
BOBL -50.842 0.004 2.5 -0.516
BTP -27.062 0.014 2.5 -0.924
BUND 0.179 0.004 2.5 0.002
BUXL -7.253 0.004 2.5 -0.074
CAC 17.649 0.014 2.5 0.603
CAD -3.634 0.010 2.5 -0.094
CANOLA 231.714 0.010 2.5 5.645
CHF -47.384 0.010 2.5 -1.231
COCOA -35.943 0.010 2.5 -0.876
COFFEE 4.418 0.005 2.5 0.059
COPPER 0.202 0.043 2.5 0.022
CORN 142.727 0.010 2.5 3.477
COTTON2 -61.947 0.010 2.5 -1.509
CRUDE_W 44.166 0.043 2.5 4.789
DAX -71.827 0.014 2.5 -2.453
DOW -286.125 0.009 2.5 -6.659
DX 53.315 0.010 2.5 1.385
EUR -40.915 0.010 2.5 -1.063
EURIBOR-ICE 34.907 0.014 2.5 1.192
EUROSTX 2.415 0.014 2.5 0.082
FEEDCOW 3.267 0.013 2.5 0.108
GASOIL 11.899 0.017 2.5 0.517
GASOLINE 10.548 0.017 2.5 0.458
GAS_US_mini -3.331 0.043 2.5 -0.361
GBP -7.275 0.010 2.5 -0.189
GOLD_micro -30.349 0.014 2.5 -1.037
HEATOIL 10.945 0.017 2.5 0.475
JGB-SGX-mini -105.140 0.043 2.5 -11.401
JPY -42.377 0.010 2.5 -1.101
LEANHOG -78.161 0.024 2.5 -4.757
LIVECOW 15.615 0.013 2.5 0.518
LUMBER-new -144.989 0.010 2.5 -3.532
MXP 36.403 0.059 2.5 5.350
NASDAQ_micro -106.066 0.009 2.5 -2.468
NIKKEI -15.442 0.043 2.5 -1.674
NZD 23.586 0.010 2.5 0.613
OAT 18.255 0.014 2.5 0.624
OATIES 30.033 0.010 2.5 0.732
OJ -36.982 0.010 2.5 -0.901
PALLAD -0.256 0.014 2.5 -0.009
PLAT 1.103 0.014 2.5 0.038
REDWHEAT 1.023 0.005 2.5 0.014
RICE -111.597 0.010 2.5 -2.719
ROBUSTA -29.099 0.005 2.5 -0.387
RUSSELL -137.805 0.013 2.5 -4.573
SHATZ -187.327 0.004 2.5 -1.902
SILVER-mini -0.736 0.014 2.5 -0.025
SMI 7.403 0.014 2.5 0.253
SOFR -238.692 0.024 2.5 -14.527
SOYBEAN 28.292 0.004 2.5 0.263
SOYMEAL -50.605 0.004 2.5 -0.471
SOYOIL 35.097 0.004 2.5 0.327
SP400 -6.741 0.013 2.5 -0.224
SP500_micro -215.036 0.009 2.5 -5.004
SUGAR11 24.776 0.010 2.5 0.604
US10 -100.065 0.005 2.5 -1.270
US10U -87.578 0.005 2.5 -1.111
US2 -270.679 0.005 2.5 -3.435
US20 -31.480 0.005 2.5 -0.399
US30 -26.942 0.005 2.5 -0.342
US5 -178.028 0.005 2.5 -2.259
VIX 10.653 0.099 2.5 2.633
WHEAT -5.101 0.005 2.5 -0.068
=====================
Position diags
=====================
AUD 1.89
BITCOIN 21.22
BOBL 1.31
BTP 1.78
BUND 0.76
BUXL 0.40
CAC 1.50
CAD 3.66
CANOLA 6.45
CHF 1.17
COCOA 0.87
COFFEE 0.28
COPPER 1.56
CORN 3.79
COTTON2 2.17
CRUDE_W 2.92
DAX 4.12
DOW 4.83
DX 2.16
EUR 1.30
EURIBOR-ICE 8.25
EUROSTX 1.67
FEEDCOW 0.77
GASOIL 0.36
GASOLINE 0.49
GAS_US_mini 10.66
GBP 2.05
GOLD_micro 1.59
HEATOIL 0.33
JGB-SGX-mini 23.71
JPY 1.87
LEANHOG 5.32
LIVECOW 1.61
LUMBER-new 4.72
MXP 25.14
NASDAQ_micro 1.96
NIKKEI 7.25
NZD 2.13
OAT 2.18
OATIES 2.67
OJ 0.91
PALLAD 0.25
PLAT 0.39
REDWHEAT 0.86
RICE 3.08
ROBUSTA 0.76
RUSSELL 8.17
SHATZ 3.26
SILVER-mini 0.16
SMI 0.82
SOFR 16.21
SOYBEAN 0.67
SOYMEAL 0.75
SOYOIL 0.63
SP400 0.36
SP500_micro 3.57
SUGAR11 3.33
US10 1.29
US10U 1.01
US2 2.40
US20 0.64
US30 0.48
US5 1.96
VIX 11.05
WHEAT 0.97
dtype: float64
====================================================================================================
Positions vs buffers
====================================================================================================
Notional position Lower buffer Upper buffer Position at timestamp Current position
AUD 2.2 2.0 2.4 1.0 1
BITCOIN -22.2 -24.3 -20.0 0.0 0
BOBL -0.5 -0.6 -0.4 -1.0 -1
BTP -0.9 -1.1 -0.7 0.0 0
BUND 0.0 -0.1 0.1 0.0 0
BUXL -0.1 -0.1 -0.0 -2.0 -2
CAC 0.6 0.5 0.8 0.0 0
CAD -0.1 -0.5 0.3 0.0 0
CANOLA 5.6 5.0 6.3 0.0 0
CHF -1.2 -1.3 -1.1 -2.0 -2
COCOA -0.9 -1.0 -0.8 -2.0 -2
COFFEE 0.1 0.0 0.1 0.0 0
COPPER 0.0 -0.1 0.2 0.0 0
CORN 3.5 3.1 3.9 4.0 4
COTTON2 -1.5 -1.7 -1.3 -3.0 -3
CRUDE_W 4.8 4.5 5.1 1.0 1
DAX -2.5 -2.9 -2.0 -2.0 -2
DOW -6.7 -7.1 -6.2 0.0 0
DX 1.4 1.2 1.6 0.0 0
EUR -1.1 -1.2 -0.9 -2.0 -2
EURIBOR-ICE 1.2 0.4 2.0 0.0 0
EUROSTX 0.1 -0.1 0.2 3.0 3
FEEDCOW 0.1 0.0 0.2 0.0 0
GASOIL 0.5 0.5 0.6 0.0 0
GASOLINE 0.5 0.4 0.5 1.0 1
GAS_US_mini -0.4 -1.4 0.7 1.0 1
GBP -0.2 -0.4 0.0 -2.0 -2
GOLD_micro -1.0 -1.2 -0.9 0.0 0
HEATOIL 0.5 0.4 0.5 3.0 3
JGB-SGX-mini -11.4 -13.8 -9.0 0.0 0
JPY -1.1 -1.3 -0.9 -1.0 -1
LEANHOG -4.8 -5.3 -4.2 0.0 0
LIVECOW 0.5 0.4 0.7 0.0 0
LUMBER-new -3.5 -4.0 -3.1 0.0 0
MXP 5.4 2.8 7.9 13.0 13
NASDAQ_micro -2.5 -2.7 -2.3 -2.0 -2
NIKKEI -1.7 -2.4 -0.9 -1.0 -1
NZD 0.6 0.4 0.8 1.0 1
OAT 0.6 0.4 0.8 3.0 3
OATIES 0.7 0.5 1.0 NaN 0
OJ -0.9 -1.0 -0.8 -1.0 -1
PALLAD -0.0 -0.0 0.0 0.0 0
PLAT 0.0 -0.0 0.1 0.0 0
REDWHEAT 0.0 -0.1 0.1 1.0 1
RICE -2.7 -3.0 -2.4 0.0 0
ROBUSTA -0.4 -0.5 -0.3 0.0 0
RUSSELL -4.6 -5.4 -3.8 -2.0 -2
SHATZ -1.9 -2.2 -1.6 NaN 0
SILVER-mini -0.0 -0.0 -0.0 0.0 0
SMI 0.3 0.2 0.3 0.0 0
SOFR -14.5 -16.1 -12.9 NaN 0
SOYBEAN 0.3 0.2 0.3 1.0 1
SOYMEAL -0.5 -0.5 -0.4 0.0 0
SOYOIL 0.3 0.3 0.4 0.0 0
SP400 -0.2 -0.3 -0.2 -2.0 -2
SP500_micro -5.0 -5.4 -4.6 0.0 0
SUGAR11 0.6 0.3 0.9 0.0 0
US10 -1.3 -1.4 -1.1 0.0 0
US10U -1.1 -1.2 -1.0 -1.0 -1
US2 -3.4 -3.7 -3.2 NaN 0
US20 -0.4 -0.5 -0.3 0.0 0
US30 -0.3 -0.4 -0.3 -2.0 -2
US5 -2.3 -2.5 -2.1 -2.0 -2
VIX 2.6 1.5 3.7 0.0 0
WHEAT -0.1 -0.2 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
===================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================
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 -0.6 0.1 0.4 0.0 -0.0 0.1 -0.1 0.1 -0.1 -0.1 0.3 -0.0 0.4 0.0 0.1 0.0 -0.0 0.0 0.0 0.1 0.1 -0.0 0.2 0.0 1.2 0.1 -0.0 0.3 -0.0 0.3 0.0 0.3 0.2 0.3 0.5 0.5 -0.1 0.7 0.1 0.7
BITCOIN 0.6 -0.6 -0.6 -0.0 -0.1 0.2 -0.2 0.5 -0.1 -0.1 -0.4 0.0 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.0 -0.5 -0.1 -1.4 -0.1 -0.0 -0.3 -0.0 -0.3 -0.0 0.0 0.5 0.6 0.3 -0.6 -0.3 -0.0 -0.7 -0.5
BOBL -0.6 0.0 0.0 -0.0 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 0.2 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.1 -0.2 0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.7 -0.0 -0.4 -0.2 -0.2 0.4 0.7 0.6 0.7
BTP -0.6 -0.4 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 0.0 -0.1 0.4 -0.1 -0.1 0.1 0.2 0.2 0.2 -0.1 -0.0 -0.2 0.1 -0.2 -2.7 -0.1 -0.1 -0.0 -0.2 0.1 -0.2 0.7 0.1 -0.6 -0.3 0.1 0.3 0.7 0.5 0.7
BUND -0.6 0.1 0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 0.1 0.2 0.2 0.2 -0.1 -0.0 -0.2 -0.1 -0.2 0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 0.6 0.1 -0.2 -0.0 -0.1 0.3 0.7 0.4 0.7
BUXL -0.3 0.3 0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.0 -0.3 -0.1 -0.7 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.1 -0.1 -0.4 -0.1 0.6 -0.0 -0.0 -0.2 -0.1 -0.5 -0.1 -0.0 0.5 0.6 0.1 0.0 -0.2 0.6 -0.1 0.3
CAC -0.6 -0.5 -0.3 -0.1 -0.1 0.1 -0.2 0.3 -0.2 -0.1 0.0 -0.1 0.5 -0.2 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.2 0.1 -0.2 0.8 0.0 -0.1 0.1 -0.1 0.1 -0.0 0.2 0.0 0.6 0.6 0.1 0.3 0.7 0.2 0.7
CAD -0.2 0.0 0.3 0.0 -0.1 0.2 -0.1 0.2 -0.1 -0.2 0.1 -0.2 0.2 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.1 0.0 -0.1 2.7 0.1 -0.1 0.2 -0.1 0.2 -0.1 -0.3 -0.1 0.4 0.2 0.1 -0.7 -0.7 -0.7 -0.7
CANOLA -0.0 0.6 0.5 0.1 0.1 -0.0 0.2 -0.3 0.2 0.0 0.1 0.0 0.0 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 0.0 0.1 0.1 1.1 0.1 -0.0 0.2 0.0 0.1 0.1 -0.5 -0.5 0.4 0.6 0.4 0.2 0.7 0.3 0.7
CHF -0.6 -0.1 -0.1 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.0 -0.0 -0.1 0.2 -0.1 -0.0 -0.3 -0.3 -0.3 -0.3 -0.0 0.0 -0.1 0.1 -0.1 -0.2 -0.0 -0.0 0.1 -0.1 0.2 -0.1 -1.1 -0.1 -0.1 0.0 -0.0 -0.5 -0.7 -0.4 -0.7
COCOA 0.6 -0.6 -0.6 0.1 0.0 -0.0 0.1 -0.2 0.1 -0.1 -0.2 0.0 -0.2 -0.0 -0.1 -0.1 0.0 -0.1 -0.1 -0.2 -0.2 -0.0 -0.4 -0.1 -2.7 -0.1 -0.0 -0.3 -0.0 -0.3 -0.0 0.9 -0.2 -0.3 -0.5 -0.4 0.3 0.0 0.4 0.2
COFFEE 0.6 -0.6 -0.6 0.2 0.1 -0.0 0.2 -0.6 0.2 0.1 -0.1 0.2 0.1 -0.1 -0.2 0.3 0.4 0.4 0.4 -0.2 -0.2 0.2 -0.0 0.0 -2.7 -0.1 0.2 -0.2 0.2 0.3 0.1 1.1 0.1 0.0 -0.6 -0.6 0.7 0.7 0.7 0.7
COPPER -0.6 -0.3 0.0 -0.0 -0.1 0.1 -0.1 0.3 -0.1 -0.0 0.1 -0.1 0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.1 -0.0 0.3 0.7 0.2 0.4
CORN 0.5 0.5 0.4 0.2 0.1 -0.0 0.2 -0.6 0.2 0.0 0.4 0.2 -0.2 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.1 0.1 -0.0 0.2 1.5 0.2 0.0 0.3 0.2 0.1 0.2 -1.1 -0.1 0.6 0.6 0.3 0.2 -0.1 0.3 0.1
COTTON2 0.4 0.4 0.4 0.2 0.1 -0.0 0.2 -0.6 0.2 0.0 -0.3 0.1 -0.7 0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.1 -0.0 0.1 -0.3 0.2 -0.6 0.1 0.1 -0.1 0.2 -0.4 0.2 -1.1 0.5 0.1 -0.1 -0.2 -0.3 -0.5 -0.3 -0.3
CRUDE_W 0.6 0.6 0.6 0.2 0.0 0.5 0.2 0.4 0.2 0.0 0.3 0.2 0.0 0.2 0.2 0.4 0.1 0.2 0.2 0.2 0.2 0.2 0.1 0.2 0.9 0.2 0.0 0.5 0.2 0.2 0.2 -0.0 0.3 -0.6 -0.4 -0.4 0.3 0.7 0.0 0.2
DAX -0.6 -0.6 -0.4 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 -0.0 -0.1 0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.0 -0.1 0.1 -0.2 -0.9 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.2 -0.0 -0.4 -0.4 -0.1 0.5 0.7 0.4 0.7
DOW -0.6 -0.6 -0.3 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.1 0.1 -0.1 0.4 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.2 0.2 -0.2 -1.0 -0.1 -0.1 -0.0 -0.2 0.2 -0.2 -0.2 -0.3 -0.4 -0.4 -0.2 -0.0 -0.7 -0.4 -0.7
DX 0.6 0.4 0.2 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.0 0.1 0.1 -0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.0 -0.0 0.1 -1.9 0.1 -0.0 0.0 0.0 -0.1 0.1 0.8 0.2 0.6 0.1 -0.4 0.1 0.6 0.3 0.7
EUR -0.6 -0.4 -0.4 0.0 -0.0 0.1 -0.1 0.1 -0.1 0.1 -0.1 -0.0 0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 -0.1 0.6 -0.1 0.0 0.0 -0.0 0.1 -0.1 -0.4 0.2 -0.3 -0.3 -0.2 -0.4 -0.7 -0.2 -0.7
EURIBOR-ICE -0.6 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 0.1 0.2 0.2 0.2 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.6 0.1 -0.4 -0.1 -0.1 0.7 0.7 0.7 0.7
EUROSTX -0.6 -0.6 -0.3 -0.0 -0.1 0.0 -0.1 0.2 -0.1 -0.0 0.1 -0.1 0.3 -0.1 -0.0 0.1 0.0 0.1 0.1 -0.1 0.0 -0.1 0.2 -0.1 -0.6 -0.0 -0.1 0.0 -0.1 0.2 -0.1 0.8 0.2 -0.3 -0.1 0.1 0.3 0.7 0.2 0.7
FEEDCOW -0.6 -0.6 0.1 0.1 0.1 -0.0 0.2 -0.4 0.2 0.0 0.2 -0.1 0.4 -0.1 0.1 0.1 0.2 0.2 0.3 -0.0 0.1 -0.0 0.5 -0.1 -2.7 -0.1 0.0 0.0 -0.0 0.3 -0.1 1.1 -0.2 -0.6 -0.6 0.1 0.7 0.7 0.6 0.7
GASOIL 0.6 0.5 0.2 0.1 0.0 0.2 0.1 0.2 0.2 0.0 0.2 0.1 0.2 0.1 0.1 0.4 0.4 0.4 0.4 0.1 0.1 0.1 0.1 0.1 -0.2 0.1 0.0 0.2 0.1 0.2 0.1 1.1 -0.5 0.6 0.4 0.3 -0.1 0.6 -0.3 0.0
GASOLINE 0.6 0.6 0.5 0.2 0.0 0.4 0.2 0.3 0.2 0.0 0.3 0.1 0.3 0.1 0.2 -0.1 -0.4 -0.4 -0.4 0.2 0.2 0.2 0.2 0.2 -1.6 0.2 0.0 0.4 0.2 0.2 0.2 -1.1 0.4 0.5 0.3 0.0 0.1 0.7 -0.1 0.5
GAS_US_mini 0.0 -0.2 -0.0 0.2 0.0 0.2 0.1 0.2 0.2 -0.1 -0.1 0.0 -0.2 -0.1 -0.0 0.1 -0.1 0.4 0.3 -0.0 -0.0 -0.0 -0.1 -0.0 1.8 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.3 -0.5 -0.6 -0.6 -0.6 0.3 -0.1 0.3 -0.4
GBP -0.3 -0.3 -0.0 0.0 -0.0 0.1 -0.1 0.2 -0.1 0.1 0.0 -0.0 0.4 -0.1 -0.1 0.0 0.0 0.0 0.0 -0.0 0.0 -0.0 0.1 -0.1 -0.1 -0.0 0.1 0.1 -0.0 0.2 -0.0 0.3 0.3 0.1 -0.2 0.1 -0.4 -0.2 -0.2 -0.3
GOLD_micro -0.6 0.0 -0.6 -0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.1 0.1 -0.1 0.2 -0.0 0.0 -0.1 -0.2 -0.1 -0.1 0.0 0.1 -0.2 0.2 -0.1 -2.5 0.0 -0.1 0.3 -0.1 0.5 -0.0 -0.2 -0.4 -0.2 0.4 0.4 0.6 0.2 -0.1 -0.7
HEATOIL 0.6 0.6 0.4 0.2 0.0 0.3 0.1 0.2 0.2 0.0 0.2 0.1 0.2 0.1 0.1 0.4 0.4 0.4 0.4 0.2 0.1 0.2 0.2 0.2 -1.2 0.2 0.0 0.3 0.1 0.2 0.2 1.1 0.1 0.6 0.5 0.2 -0.0 0.2 -0.4 -0.3
JGB-SGX-mini -0.3 0.6 0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.2 -0.1 -0.3 -0.0 -0.1 0.1 0.2 0.1 0.1 -0.0 -0.1 -0.1 -0.3 -0.1 0.2 -0.1 -0.0 -0.2 -0.1 -0.4 -0.0 0.4 0.1 0.1 0.1 -0.5 -0.1 -0.7 -0.1 -0.7
JPY -0.4 -0.0 0.0 0.0 -0.0 0.1 -0.1 0.1 -0.1 0.0 -0.3 -0.1 -0.4 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.0 -0.3 -0.1 2.7 -0.1 0.0 -0.2 -0.0 -0.4 -0.1 -0.5 0.2 -0.2 -0.2 -0.5 -0.1 -0.5 0.1 -0.6
LEANHOG -0.5 -0.3 0.3 0.2 0.1 -0.0 0.2 -0.7 0.2 -0.2 0.4 -0.2 0.7 -0.2 0.1 -0.4 -0.4 -0.4 -0.4 -0.0 0.1 -0.2 0.4 -0.2 -1.1 -0.0 -0.2 0.3 -0.2 0.5 -0.2 -1.1 -0.5 -0.6 -0.6 0.6 -0.5 0.2 -0.3 0.5
LIVECOW -0.4 -0.2 0.1 0.1 0.1 -0.0 0.2 -0.4 0.2 0.1 0.2 0.0 0.4 -0.0 0.1 0.2 0.1 0.2 0.1 0.0 0.1 0.0 0.3 -0.0 -2.7 -0.0 0.1 -0.0 0.0 0.2 -0.0 1.1 0.1 -0.6 -0.6 -0.0 0.7 0.7 0.7 0.7
LUMBER-new 0.4 0.2 0.2 0.2 0.1 -0.0 0.2 -0.7 0.2 -0.0 -0.5 0.1 -0.7 0.0 -0.1 -0.5 -0.5 -0.5 -0.5 -0.1 -0.2 0.1 -0.6 0.1 NaN -0.0 -0.1 -0.4 0.1 -0.7 0.1 -1.2 0.1 -0.7 -0.7 -0.3 0.2 0.8 0.3 0.8
MXP -0.6 -0.5 -0.3 0.0 -0.0 0.1 -0.1 0.1 -0.1 -0.0 0.3 -0.1 0.5 -0.1 0.1 0.2 0.2 0.2 0.2 0.0 0.1 -0.1 0.4 -0.1 -2.7 0.0 -0.0 0.3 -0.1 0.6 -0.1 1.1 0.2 -0.3 -0.2 0.3 0.3 0.2 0.7 0.3
NASDAQ_micro -0.2 -0.6 -0.5 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.1 -0.0 -0.1 0.4 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.0 -0.1 0.2 -0.1 -2.7 -0.1 -0.1 -0.1 -0.1 0.2 -0.1 -0.2 -0.1 0.5 -0.3 -0.5 0.4 -0.7 0.3 -0.7
NIKKEI -0.6 -0.6 -0.5 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.0 0.1 -0.1 0.2 -0.0 0.0 0.0 0.1 0.1 0.1 0.0 0.1 -0.1 0.2 -0.1 -1.3 0.0 -0.0 0.2 -0.1 0.3 -0.0 1.1 0.1 0.1 0.3 0.2 -0.4 -0.1 -0.6 0.0
NZD -0.6 -0.1 0.4 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.0 0.1 -0.0 0.0 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.0 -0.0 -0.1 1.2 -0.0 -0.0 0.0 -0.0 -0.0 -0.1 0.0 0.0 -0.1 -0.1 -0.0 -0.2 0.7 0.2 0.7
OAT -0.6 -0.1 0.1 -0.0 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 0.0 -0.1 0.0 -0.1 -0.0 0.2 0.3 0.3 0.3 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.0 -0.2 0.0 -0.1 0.8 0.1 -0.3 -0.0 0.2 0.2 0.7 0.4 0.7
OATIES 0.5 0.6 0.5 0.1 0.1 -0.0 0.2 -0.4 0.2 -0.1 0.0 0.0 -0.2 0.1 0.1 -0.0 -0.2 -0.1 -0.2 0.1 0.0 0.0 -0.1 0.1 -0.2 0.1 -0.1 0.1 0.0 -0.1 0.1 -0.0 -0.1 0.4 0.6 0.2 -0.1 -0.5 0.0 -0.6
OJ -0.1 -0.2 0.4 0.1 0.0 -0.0 0.1 -0.2 0.1 -0.1 -0.1 -0.0 -0.2 -0.0 -0.0 0.0 0.1 0.0 0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -2.7 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 1.1 -0.3 -0.5 -0.5 0.1 -0.3 -0.4 -0.3 -0.4
PALLAD -0.6 -0.5 -0.3 -0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.1 -0.1 1.5 -0.1 -0.1 0.0 -0.1 0.2 -0.1 0.2 -0.1 -0.2 -0.2 -0.2 0.6 0.1 0.2 -0.2
PLAT -0.4 -0.3 -0.2 -0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.1 0.2 -0.1 -0.2 -0.0 -0.1 0.1 -0.1 0.3 -0.1 0.2 -0.0 0.0 -0.1 0.1 0.7 0.3 0.3 -0.1
REDWHEAT 0.3 0.6 0.6 0.1 0.1 -0.0 0.2 -0.4 0.2 -0.1 0.2 0.1 -0.3 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 0.0 -0.0 0.1 0.7 0.2 -0.0 0.3 0.1 0.1 0.1 -0.5 -0.4 0.1 0.6 0.4 -0.7 -0.7 -0.7 -0.7
RICE 0.5 0.3 0.6 0.1 0.1 -0.0 0.1 -0.3 0.1 -0.1 -0.2 0.1 -0.3 0.0 0.0 -0.4 -0.3 -0.4 -0.4 0.0 -0.1 -0.0 -0.4 0.0 0.3 0.0 -0.1 -0.1 -0.0 -0.4 0.0 -0.8 -0.4 -0.1 -0.1 0.1 -0.7 -0.5 -0.5 -0.5
ROBUSTA 0.1 -0.3 -0.4 0.1 0.1 -0.0 0.1 -0.3 0.1 0.0 -0.1 0.0 -0.1 -0.1 -0.1 0.3 0.3 0.3 0.3 -0.1 -0.1 0.0 -0.1 -0.0 -2.7 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 1.1 -0.4 -0.4 -0.6 -0.6 0.2 0.1 0.4 0.3
RUSSELL -0.6 -0.6 -0.1 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.0 0.2 -0.1 0.4 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.2 -0.1 0.8 -0.1 -0.0 0.0 -0.1 0.2 -0.1 0.1 0.1 0.0 -0.3 0.0 -0.0 -0.7 -0.3 -0.7
SHATZ -0.6 -0.1 0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 0.0 -0.2 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 0.9 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -1.0 -0.2 -0.6 -0.5 -0.4 0.5 0.7 0.6 0.7
SILVER-mini -0.5 -0.1 -0.6 -0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 0.2 -0.1 -1.0 0.0 -0.1 0.2 -0.1 0.4 -0.0 -0.0 -0.1 -0.0 -0.1 0.3 0.3 0.4 0.1 0.0
SMI -0.6 -0.6 -0.2 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 0.1 -0.1 0.3 -0.1 -0.0 0.1 0.1 0.2 0.2 -0.1 0.0 -0.2 0.2 -0.2 0.7 -0.0 -0.1 0.1 -0.2 0.2 -0.1 1.1 -0.1 -0.4 0.0 0.3 -0.1 0.7 -0.1 0.7
SOFR -0.6 0.3 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.2 0.4 -0.1 -0.0 0.1 0.1 0.1 0.1 -0.0 0.0 -0.2 0.1 -0.1 -2.7 0.0 -0.2 0.1 -0.2 0.2 -0.1 0.2 -0.1 0.2 0.5 0.2 -0.5 -0.4 -0.7 -0.7
SOYBEAN -0.0 0.5 0.2 0.2 0.1 -0.0 0.2 -0.6 0.2 0.0 0.4 0.0 0.4 0.1 0.2 0.1 -0.1 0.0 -0.0 0.2 0.1 0.0 0.1 0.1 -0.8 0.1 -0.0 0.3 0.0 0.2 0.1 0.7 -0.5 -0.2 0.6 0.1 -0.3 -0.4 -0.2 -0.3
SOYMEAL -0.0 0.4 0.1 0.1 0.1 -0.0 0.2 -0.4 0.2 0.0 -0.0 0.0 -0.2 0.1 0.0 -0.1 -0.3 -0.2 -0.2 0.0 0.0 0.1 -0.0 0.1 -1.4 0.1 0.0 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.3 0.2 -0.1 -0.5 -0.6 -0.4 -0.5
SOYOIL -0.1 0.6 0.6 0.1 0.1 -0.0 0.2 -0.5 0.2 0.0 0.4 0.1 0.5 0.2 0.2 -0.0 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.4 0.2 -2.0 0.2 -0.0 0.5 0.1 0.4 0.2 0.4 -0.5 0.6 0.6 0.6 -0.3 -0.7 -0.3 -0.7
SP400 -0.6 -0.5 0.1 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.0 0.2 -0.1 0.4 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.2 -0.2 0.4 -0.1 -0.1 0.0 -0.1 0.1 -0.1 -0.1 -0.0 -0.2 -0.0 0.1 -0.0 -0.7 -0.3 -0.7
SP500_micro -0.6 -0.6 -0.5 -0.1 -0.1 0.1 -0.2 0.2 -0.1 -0.1 0.1 -0.1 0.5 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.0 -0.2 0.3 -0.2 -2.0 -0.1 -0.1 -0.1 -0.2 0.1 -0.2 -0.3 -0.3 -0.0 -0.5 -0.5 0.6 -0.7 0.5 -0.7
SUGAR11 0.6 0.4 0.3 0.1 0.1 -0.0 0.2 -0.4 0.2 0.1 -0.2 0.1 -0.5 0.1 0.0 0.0 0.2 0.2 0.2 0.1 -0.0 0.2 -0.3 0.2 -2.7 0.1 0.2 0.0 0.2 -0.2 0.2 1.1 0.5 0.5 -0.0 0.1 0.0 -0.6 0.1 -0.4
US10 -0.6 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 -0.1 0.1 0.0 0.1 0.0 -0.1 -0.0 -0.2 0.0 -0.1 -1.0 -0.0 -0.2 0.0 -0.2 0.1 -0.1 -0.2 -0.1 -0.0 0.1 0.1 -0.2 -0.7 -0.4 -0.7
US10U -0.6 0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 0.0 -0.2 0.3 -0.1 -0.1 0.1 0.0 0.1 0.0 -0.1 -0.0 -0.2 0.0 -0.2 -1.7 -0.0 -0.2 0.1 -0.2 0.2 -0.2 -0.2 -0.1 -0.0 0.1 0.2 -0.2 -0.1 -0.6 -0.7
US2 -0.6 -0.2 -0.2 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.1 -0.2 -0.1 -0.2 1.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -1.1 -0.4 -0.5 -0.3 -0.2 -0.2 -0.7 -0.2 -0.7
US20 -0.6 0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 0.0 -0.1 0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.0 -0.1 0.0 -0.1 -1.0 -0.0 -0.1 0.0 -0.2 0.1 -0.1 0.0 -0.2 -0.1 -0.1 0.1 -0.1 0.6 -0.3 -0.5
US30 -0.5 0.1 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.0 0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.7 -0.0 -0.1 0.0 -0.2 0.1 -0.1 -0.3 -0.0 0.2 -0.0 0.2 -0.2 0.4 -0.3 -0.4
US5 -0.6 0.0 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 0.2 -0.1 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.2 0.0 -0.1 -0.7 -0.1 -0.2 -0.0 -0.2 0.1 -0.1 -0.5 -0.2 -0.2 0.0 0.0 -0.2 -0.7 -0.4 -0.7
VIX 1.0 1.0 0.5 0.1 0.0 0.1 0.1 0.0 0.2 0.0 0.0 0.1 -0.4 0.1 0.1 0.2 -0.6 -0.4 -0.6 0.1 0.0 0.1 -0.0 0.2 NaN 0.2 0.0 0.2 0.1 0.0 0.2 NaN NaN NaN NaN NaN -0.3 -1.1 NaN NaN
WHEAT 0.2 0.6 0.6 0.1 0.1 -0.0 0.2 -0.4 0.2 -0.1 0.1 0.1 -0.3 0.1 0.1 -0.3 -0.4 -0.3 -0.3 0.1 0.1 0.0 -0.0 0.1 0.9 0.1 -0.0 0.2 0.1 0.1 0.1 -0.6 -0.3 0.1 0.6 0.4 -0.7 -0.7 -0.7 -0.7
===================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================
Unweighted 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 -17.8 1.8 13.9 0.2 -3.5 3.3 -6.5 3.4 -5.0 -5.9 10.9 -4.0 10.3 4.2 10.1 1.3 -0.1 1.0 0.5 7.9 10.7 -3.2 8.5 1.5 9.0 8.3 -5.3 11.3 -3.3 8.5 1.4 6.4 7.4 8.1 15.0 15.4 -4.2 20.0 2.5 20.0
BITCOIN 20.0 -20.0 -20.0 -1.3 -16.1 7.3 -14.4 13.3 -8.5 -8.8 -13.2 2.9 -7.9 -9.0 -11.0 -3.1 -5.6 -3.5 -4.4 -20.0 -20.0 -1.7 -16.9 -8.4 -10.5 -6.1 -3.3 -12.2 -1.1 -8.5 -0.9 0.0 20.0 20.0 8.8 -20.0 -9.1 -0.1 -20.0 -15.6
BOBL -20.0 0.0 1.3 -4.2 -12.0 -1.8 -14.0 -1.7 -9.9 -7.6 -6.2 -10.7 -3.9 -10.0 -6.7 9.0 -2.9 -5.4 -5.1 -8.5 -4.5 -17.7 -3.2 -15.1 2.2 -7.2 -11.6 -4.1 -15.6 -3.3 -13.2 -13.3 -0.7 -12.4 -5.3 -5.1 10.9 20.0 17.0 20.0
BTP -20.0 -11.4 -6.3 -5.2 -15.0 -2.2 -17.4 -2.1 -12.3 -9.5 1.1 -12.8 10.0 -11.9 -6.7 6.2 11.1 11.2 11.8 -8.9 -1.6 -20.0 2.6 -17.4 -20.0 -8.2 -14.7 -0.9 -19.5 3.1 -17.0 12.7 2.5 -18.3 -9.9 1.6 8.4 20.0 14.7 20.0
BUND -20.0 3.7 2.8 -5.2 -14.9 -2.2 -17.3 -2.1 -12.2 -9.6 -6.2 -13.2 -8.0 -11.8 -7.0 6.4 9.1 12.5 11.6 -7.0 -3.7 -17.2 -4.2 -14.2 0.2 -6.3 -13.2 -3.1 -17.7 -3.4 -14.0 10.6 3.6 -5.5 -0.7 -1.7 8.0 20.0 13.4 20.0
BUXL -10.0 10.2 4.9 -7.3 -20.0 -3.1 -20.0 -3.0 -17.2 -2.3 -12.6 -13.5 -19.7 -7.9 -6.9 3.6 3.8 4.3 4.3 -4.0 -7.3 -7.6 -15.0 -6.6 4.7 -4.0 -4.1 -6.6 -10.7 -12.6 -8.8 -0.2 20.0 19.3 4.2 0.2 -6.2 17.2 -4.2 8.3
CAC -20.0 -15.4 -8.8 -5.8 -13.6 2.9 -18.2 7.5 -15.0 -9.1 1.0 -13.6 12.8 -15.8 -12.6 3.6 -2.7 -1.9 -2.9 -13.8 -3.3 -20.0 3.6 -19.7 6.3 3.3 -16.6 5.2 -11.9 4.1 -3.0 4.6 0.7 17.3 20.0 4.3 10.2 20.0 6.1 20.0
CAD -6.6 0.1 8.6 0.4 -6.1 5.8 -11.6 6.0 -8.9 -17.0 5.0 -18.0 5.0 -12.1 3.7 -6.6 -7.4 -6.9 -7.2 1.2 4.3 -11.7 1.5 -6.5 20.0 4.8 -11.5 8.0 -13.3 4.3 -5.5 -6.5 -4.6 13.2 7.0 4.4 -20.0 -20.0 -20.0 -20.0
CANOLA -1.3 20.0 14.7 9.2 6.9 -0.6 14.5 -9.5 14.9 0.9 4.4 4.0 1.1 7.5 9.9 -14.8 -15.5 -17.3 -17.2 11.8 7.2 4.8 2.3 10.6 8.3 12.2 -0.8 7.5 4.4 2.4 10.7 -10.1 -20.0 12.6 20.0 11.2 5.6 20.0 7.9 20.0
CHF -20.0 -4.0 -1.8 0.2 -2.8 2.7 -5.4 2.8 -4.1 -2.4 -1.1 -6.5 6.6 -6.3 -2.8 -13.4 -15.5 -14.0 -14.7 -2.4 1.4 -6.5 3.4 -6.7 -1.7 -0.3 -1.5 3.3 -5.8 4.9 -5.1 -19.9 -2.4 -3.7 1.3 -0.1 -14.1 -20.0 -13.2 -20.0
COCOA 19.7 -20.0 -20.0 5.5 4.1 -0.4 8.7 -5.7 8.9 -5.6 -6.9 2.0 -6.0 -4.2 -6.1 -6.9 1.9 -5.9 -3.5 -15.3 -19.4 -1.9 -14.9 -6.5 -20.0 -8.0 -3.9 -10.9 -1.3 -7.6 -3.0 16.6 -6.8 -7.8 -16.7 -13.4 7.8 1.3 12.2 5.7
COFFEE 20.0 -18.8 -20.0 17.1 12.9 -1.2 20.0 -17.8 20.0 16.4 -5.3 17.2 2.7 -10.0 -15.5 13.0 17.6 17.5 19.2 -17.3 -18.6 20.0 -0.5 2.8 -20.0 -4.8 20.0 -6.7 20.0 8.3 9.3 20.0 4.3 0.8 -20.0 -20.0 20.0 20.0 20.0 20.0
COPPER -18.0 -10.5 1.2 -0.8 -9.3 4.2 -8.3 7.7 -4.9 -4.6 3.8 -6.1 4.3 -6.6 -0.7 -6.1 -6.3 -6.2 -6.3 -1.7 2.9 -10.8 4.5 -7.2 -0.9 -1.3 -8.5 2.3 -9.0 4.6 -5.6 -2.1 -4.0 -2.6 4.0 -0.8 10.1 20.0 4.7 13.1
CORN 14.8 16.9 11.3 16.8 12.7 -1.2 20.0 -17.5 20.0 2.2 13.7 14.7 -4.7 18.0 16.5 -20.0 -20.0 -20.0 -20.0 17.4 8.6 15.5 -0.9 20.0 11.2 20.0 2.7 12.5 16.7 2.8 20.0 -20.0 -2.8 20.0 20.0 10.1 6.5 -3.8 10.3 2.6
COTTON2 13.4 11.5 12.3 16.7 12.6 -1.2 20.0 -17.3 20.0 5.5 -11.0 11.4 -18.2 11.2 5.0 -20.0 -20.0 -20.0 -20.0 4.9 -4.5 16.1 -12.7 14.3 -4.4 9.0 8.2 -2.3 20.0 -10.9 19.6 -20.0 20.0 2.3 -4.3 -5.0 -9.7 -14.7 -9.5 -8.7
CRUDE_W 20.0 20.0 20.0 20.0 4.2 20.0 20.0 10.9 20.0 4.1 10.3 14.5 0.1 17.6 18.7 18.5 6.5 11.3 7.6 20.0 17.3 20.0 5.4 20.0 6.9 20.0 1.5 16.7 20.0 4.7 20.0 -0.1 13.3 -17.2 -13.1 -10.8 9.2 20.0 0.1 5.4
DAX -20.0 -19.5 -12.8 -3.2 -7.5 1.6 -10.1 4.1 -8.3 -6.1 -1.6 -8.8 6.7 -8.6 -5.4 -6.3 -7.4 -7.6 -7.5 -8.5 -2.5 -16.3 2.3 -14.2 -7.0 -7.0 -10.5 -2.3 -12.2 1.3 -11.3 -3.1 -0.1 -13.0 -13.4 -3.8 13.7 20.0 13.1 20.0
DOW -20.0 -20.0 -10.6 -4.0 -9.4 2.0 -12.6 5.2 -10.4 -7.5 3.7 -11.1 10.2 -11.5 -5.6 -6.0 -7.7 -6.7 -7.1 -12.0 -0.5 -20.0 6.9 -20.0 -7.4 -10.4 -11.6 -1.3 -17.9 4.7 -17.4 -3.1 -11.2 -12.8 -13.1 -6.2 -1.2 -20.0 -10.5 -20.0
DX 20.0 11.4 5.6 0.2 -3.0 2.9 -5.7 3.0 -4.4 -2.3 4.1 5.7 -6.8 8.2 6.1 3.9 5.7 4.7 5.2 6.4 2.3 4.4 -1.2 8.8 -13.9 5.0 -4.0 0.7 4.4 -1.7 8.2 15.5 8.9 20.0 4.6 -11.8 3.6 19.3 9.4 20.0
EUR -18.8 -12.1 -11.3 0.2 -3.7 3.5 -7.0 3.6 -5.4 8.8 -5.2 -4.3 8.5 -9.2 -8.1 -5.8 -7.6 -6.7 -7.2 -7.5 -2.4 -3.2 2.5 -9.3 4.7 -5.2 5.4 0.1 -3.6 3.8 -8.4 -6.7 7.3 -8.9 -10.0 -5.5 -10.8 -20.0 -7.1 -20.0
EURIBOR-ICE -20.0 -2.1 -3.3 -3.2 -9.2 -1.4 -10.7 -1.3 -7.6 -5.8 -4.0 -8.3 0.7 -7.7 -5.1 4.1 10.9 8.8 10.6 -6.7 -3.0 -13.3 -0.9 -12.0 -2.1 -5.1 -6.7 -2.6 -10.4 -1.4 -9.4 11.9 3.5 -11.5 -3.2 -4.5 20.0 20.0 20.0 20.0
EUROSTX -20.0 -20.0 -9.7 -3.6 -8.4 1.8 -11.3 4.6 -9.3 -5.5 4.7 -9.3 9.2 -8.8 -3.4 4.2 2.3 5.8 4.3 -5.7 1.7 -14.4 5.8 -12.6 -4.7 -4.5 -8.9 1.8 -11.5 4.6 -10.4 14.9 6.6 -9.8 -4.5 1.7 8.9 20.0 7.1 20.0
FEEDCOW -20.0 -17.6 4.4 11.2 8.4 -0.8 17.7 -11.6 18.2 5.5 8.4 -5.6 11.3 -7.3 7.4 7.0 10.7 11.9 12.6 -0.8 8.9 -3.0 17.1 -6.7 -20.0 -6.4 2.1 0.1 -3.0 9.2 -7.8 20.0 -6.8 -20.0 -20.0 1.7 20.0 20.0 17.8 20.0
GASOIL 19.9 16.5 7.1 13.6 1.6 8.5 11.3 4.2 15.7 2.5 5.7 5.8 5.2 6.2 6.3 20.0 20.0 20.0 20.0 11.4 6.9 10.2 3.5 13.4 -1.8 13.2 2.2 9.0 8.5 5.2 13.6 20.0 -20.0 17.4 13.3 8.5 -3.7 17.4 -8.8 1.3
GASOLINE 20.0 20.0 14.8 20.0 3.2 16.4 20.0 8.2 20.0 4.1 12.0 11.5 8.0 13.4 14.1 -5.7 -20.0 -20.0 -20.0 20.0 14.4 20.0 6.7 20.0 -11.9 20.0 4.7 14.1 20.0 6.4 20.0 -20.0 14.8 15.0 9.1 1.1 3.6 20.0 -4.1 15.2
GAS_US_mini 1.3 -4.7 -1.5 14.6 1.7 9.0 12.1 4.5 16.8 -5.7 -3.4 0.3 -5.1 -5.2 -3.5 7.0 -5.7 20.0 16.3 -1.4 -1.7 -1.9 -2.1 -1.2 13.5 -2.6 -4.1 -2.8 -2.2 -2.6 -1.9 -6.1 -20.0 -20.0 -20.0 -20.0 9.8 -3.6 9.5 -12.4
GBP -10.8 -10.4 -0.4 0.3 -4.8 4.5 -9.0 4.7 -6.9 11.3 0.5 -2.6 10.4 -11.3 -5.0 0.3 0.1 0.2 0.1 -4.2 0.2 -0.9 3.8 -6.1 -0.7 -0.7 6.5 4.1 -1.0 6.7 -4.4 6.3 12.6 3.7 -5.4 3.7 -11.8 -6.7 -5.8 -8.9
GOLD_micro -20.0 0.8 -20.0 -0.6 -7.6 3.4 -6.8 6.3 -4.0 -6.2 4.5 -6.2 5.7 -3.4 1.3 -4.7 -8.7 -5.7 -6.9 1.1 6.7 -16.9 8.5 -7.8 -18.5 3.4 -14.7 9.7 -11.2 12.9 -4.4 -4.7 -15.1 -7.1 10.8 12.4 18.8 6.6 -3.2 -20.0
HEATOIL 20.0 20.0 11.9 15.9 1.9 9.8 13.2 4.9 18.3 2.8 7.0 7.4 5.9 8.3 8.2 20.0 20.0 20.0 20.0 18.7 11.2 17.9 5.6 20.0 -8.7 15.6 3.4 10.1 12.8 5.5 17.5 20.0 4.8 20.0 15.3 5.7 -0.8 7.4 -10.9 -9.9
JGB-SGX-mini -7.8 20.0 1.3 -2.8 -8.1 -1.2 -9.4 -1.1 -6.7 -4.0 -6.6 -6.9 -7.6 -3.4 -4.9 6.3 10.0 5.1 6.9 -4.2 -7.4 -6.7 -9.8 -4.7 1.5 -4.9 -4.3 -8.9 -5.8 -11.1 -4.2 7.6 3.2 3.2 2.1 -14.2 -3.1 -20.0 -4.3 -20.0
JPY -11.6 -0.0 1.3 0.2 -3.6 3.4 -6.8 3.6 -5.2 2.1 -11.6 -7.6 -11.9 -10.6 -9.7 -8.3 -10.0 -8.6 -9.0 -8.3 -9.7 -4.6 -11.5 -8.2 20.0 -6.5 1.9 -7.9 -3.9 -9.7 -7.0 -10.1 7.5 -6.3 -5.6 -15.0 -2.7 -15.7 3.4 -19.0
LEANHOG -14.5 -10.3 8.7 20.0 15.8 -1.5 20.0 -20.0 20.0 -20.0 13.7 -20.0 19.2 -15.4 9.8 -20.0 -20.0 -20.0 -20.0 -0.6 10.6 -20.0 14.6 -19.1 -8.2 -3.0 -20.0 9.7 -20.0 13.2 -20.0 -20.0 -20.0 -20.0 -20.0 20.0 -14.9 6.4 -9.4 14.4
LIVECOW -11.2 -7.0 3.2 11.8 8.9 -0.8 18.7 -12.2 19.2 11.8 7.4 1.9 10.7 -3.1 8.7 11.3 7.1 8.1 5.6 1.4 6.4 4.5 12.9 -0.4 -20.0 -4.3 7.6 -1.5 2.8 5.8 -2.9 20.0 5.5 -20.0 -17.2 -1.2 20.0 20.0 20.0 20.0
LUMBER-new 10.5 4.6 4.7 16.2 12.2 -1.1 20.0 -16.8 20.0 -3.8 -17.5 11.2 -17.9 2.1 -5.4 -20.0 -20.0 -20.0 -20.0 -4.4 -15.0 8.0 -20.0 4.8 NaN -2.4 -7.4 -13.0 9.6 -17.8 7.6 -20.0 2.2 -18.4 -20.0 -8.4 5.1 20.0 7.7 20.0
MXP -20.0 -14.9 -8.2 0.2 -4.2 3.9 -7.9 4.1 -6.1 -1.6 10.8 -9.3 14.3 -8.1 4.8 8.0 12.0 9.8 10.9 0.4 9.5 -7.2 13.6 -7.3 -20.0 1.2 -2.5 11.1 -6.9 15.4 -7.1 20.0 8.6 -10.4 -4.7 9.8 9.0 7.0 20.0 9.6
NASDAQ_micro -7.5 -17.7 -16.2 -4.4 -10.3 2.2 -13.8 5.7 -11.4 -7.6 -0.3 -10.4 10.6 -11.7 -9.2 -7.0 -8.3 -7.5 -7.8 -8.6 -1.8 -14.2 7.2 -11.8 -20.0 -7.7 -11.4 -2.7 -11.6 4.2 -9.7 -4.4 -4.0 14.3 -8.8 -14.6 11.4 -20.0 8.2 -20.0
NIKKEI -20.0 -17.7 -14.5 -2.4 -5.7 1.2 -7.6 3.1 -6.3 -1.5 5.4 -4.9 6.8 -4.1 1.1 2.0 7.1 5.3 6.2 0.4 5.5 -6.6 7.7 -4.8 -9.9 1.3 -3.4 6.0 -4.9 8.3 -3.2 20.0 5.4 2.1 8.5 6.5 -12.5 -2.2 -18.7 0.5
NZD -19.0 -4.5 12.3 0.2 -2.8 2.6 -5.2 2.7 -4.0 -0.2 2.3 -4.2 0.2 -4.6 0.1 -2.7 -3.4 -3.3 -3.6 -1.4 0.8 -4.3 -0.0 -4.8 9.2 -1.5 -0.7 0.6 -4.6 -0.5 -5.1 0.0 0.9 -2.5 -2.5 -0.3 -6.6 20.0 4.5 20.0
OAT -20.0 -4.2 4.5 -4.2 -12.0 -1.8 -14.0 -1.7 -9.9 -8.0 1.5 -10.3 0.8 -9.1 -4.1 11.6 12.6 12.6 13.3 -5.1 -0.5 -15.0 -0.1 -12.4 -0.9 -3.8 -10.2 0.8 -14.0 1.1 -11.3 15.6 3.1 -10.1 -0.6 4.8 6.6 20.0 13.1 20.0
OATIES 16.6 20.0 15.7 11.0 8.3 -0.8 17.5 -11.5 17.9 -8.9 0.4 3.6 -5.7 8.0 9.2 -1.4 -10.0 -6.6 -10.1 12.2 3.9 3.1 -3.1 13.6 -1.2 12.3 -11.3 3.9 4.2 -3.4 13.7 -0.3 -3.0 12.0 20.0 5.4 -1.9 -16.1 0.5 -19.4
OJ -3.2 -5.0 12.2 5.4 4.1 -0.4 8.6 -5.7 8.8 -5.7 -3.7 -4.5 -5.8 -4.1 -1.5 2.4 2.6 2.1 1.4 -2.7 -3.3 -8.3 -5.5 -4.4 -20.0 -2.4 -9.8 -2.0 -7.4 -3.4 -4.4 20.0 -13.9 -14.7 -15.9 2.9 -10.4 -12.6 -9.4 -13.1
PALLAD -20.0 -14.0 -7.8 -0.7 -8.4 3.8 -7.5 6.9 -4.4 -6.0 0.9 -7.0 3.1 -7.4 -4.3 -3.1 -3.1 -3.1 -3.1 -4.9 1.0 -11.7 4.4 -9.6 11.1 -5.3 -9.7 0.4 -10.3 5.6 -8.5 3.4 -3.2 -6.4 -5.8 -7.4 17.9 4.0 4.9 -5.2
PLAT -13.3 -9.0 -5.0 -0.6 -7.7 3.5 -6.8 6.4 -4.1 -6.2 1.3 -6.3 3.6 -5.9 -1.4 -2.0 -3.2 -2.3 -2.7 -1.5 3.3 -8.7 5.8 -5.7 -1.2 -1.1 -8.7 4.4 -7.0 8.9 -4.6 3.6 -0.4 0.8 -4.2 3.6 20.0 10.2 8.2 -2.1
REDWHEAT 10.3 17.4 20.0 11.5 8.7 -0.8 18.3 -11.9 18.7 -10.3 7.0 7.8 -7.7 10.9 11.7 -12.8 -15.6 -13.9 -14.9 12.4 6.8 5.3 -1.0 12.4 5.4 13.9 -4.1 9.3 5.5 2.1 12.7 -8.5 -14.7 3.4 18.6 13.4 -20.0 -20.0 -20.0 -20.0
RICE 15.8 10.1 19.0 8.4 6.4 -0.6 13.4 -8.8 13.7 -8.3 -6.2 5.9 -8.9 3.5 3.8 -20.0 -16.0 -20.0 -20.0 1.3 -4.9 -1.4 -13.3 2.5 2.1 3.4 -12.3 -2.5 -2.0 -12.3 3.3 -14.6 -17.6 -3.7 -3.3 2.9 -19.7 -16.0 -15.4 -16.0
ROBUSTA 3.7 -9.9 -11.6 8.1 6.1 -0.6 12.9 -8.5 13.2 5.2 -2.2 0.5 -3.5 -6.3 -7.1 13.7 15.4 16.4 15.9 -6.7 -6.7 0.3 -4.2 -4.2 -20.0 -5.7 3.7 -5.5 -0.2 -3.3 -3.8 20.0 -16.6 -11.4 -20.0 -17.1 5.4 3.0 12.8 10.2
RUSSELL -20.0 -20.0 -3.7 -4.4 -10.2 2.2 -13.7 5.6 -11.3 -3.1 6.2 -10.5 11.1 -11.0 -3.7 -4.1 -5.1 -4.6 -4.7 -6.8 2.6 -12.9 7.8 -13.8 6.1 -6.2 -4.5 1.4 -10.8 5.7 -11.7 1.1 3.5 0.1 -10.1 0.1 -1.0 -20.0 -9.8 -20.0
SHATZ -20.0 -3.4 3.0 -3.3 -9.5 -1.4 -11.0 -1.3 -7.8 -6.1 -7.2 -8.5 -7.1 -8.2 -6.5 0.2 -9.7 -0.0 -4.1 -10.8 -6.2 -19.6 -4.1 -17.1 6.9 -9.8 -11.5 -6.3 -15.9 -4.5 -14.7 -19.1 -8.3 -20.0 -16.7 -10.9 14.1 20.0 18.0 20.0
SILVER-mini -14.2 -3.8 -17.4 -0.6 -7.5 3.4 -6.7 6.2 -3.9 -5.5 1.6 -5.7 3.4 -5.2 -1.2 -1.9 -5.5 -3.2 -4.5 -0.6 4.3 -9.5 5.8 -5.8 -7.6 0.9 -6.3 7.2 -5.9 10.8 -3.6 -0.0 -2.3 -0.4 -2.6 10.0 10.5 12.2 2.9 0.3
SMI -20.0 -18.9 -5.4 -3.1 -7.2 1.6 -9.7 4.0 -8.0 -6.5 4.5 -9.0 7.3 -8.3 -3.2 6.2 7.4 9.4 8.9 -5.3 2.8 -18.6 5.8 -14.6 5.3 -2.4 -11.9 4.8 -14.2 6.8 -10.8 20.0 -4.5 -12.5 1.1 8.4 -3.4 20.0 -4.2 20.0
SOFR -17.2 8.8 -6.8 -5.7 -16.4 -2.4 -19.1 -2.3 -13.5 -12.6 -0.9 -14.5 10.9 -6.3 -1.9 4.7 6.5 6.4 6.8 -1.2 1.3 -17.7 3.4 -8.9 -20.0 1.7 -20.0 4.1 -17.3 4.9 -7.1 4.5 -3.4 6.8 16.3 7.5 -14.6 -11.1 -19.6 -20.0
SOYBEAN -1.5 15.8 6.2 14.9 11.2 -1.1 20.0 -15.5 20.0 2.2 13.9 3.2 11.1 12.6 14.1 4.5 -3.0 1.7 -0.9 14.0 10.7 4.8 4.8 11.5 -6.1 13.0 -1.3 11.3 0.3 6.8 8.7 14.0 -20.0 -5.3 20.0 3.9 -8.7 -13.0 -7.0 -9.7
SOYMEAL -1.0 12.2 3.8 9.6 7.2 -0.7 15.2 -9.9 15.6 4.5 -0.6 3.8 -5.2 7.3 2.1 -2.7 -12.6 -7.9 -10.6 3.8 1.6 5.6 -1.7 5.0 -10.8 5.8 4.9 5.2 4.9 2.2 5.2 -2.6 -1.3 -8.0 6.6 -3.4 -13.8 -17.0 -13.1 -16.3
SOYOIL -2.8 20.0 18.4 13.2 10.0 -0.9 20.0 -13.7 20.0 0.0 13.4 9.1 12.5 14.0 16.0 -0.3 -5.5 -4.2 -5.6 20.0 20.0 8.9 14.1 20.0 -14.9 20.0 -1.3 19.0 5.5 10.7 18.5 8.2 -20.0 20.0 20.0 20.0 -7.6 -20.0 -8.8 -20.0
SP400 -20.0 -16.7 3.0 -4.3 -10.1 2.2 -13.5 5.5 -11.2 -4.5 6.6 -10.7 10.5 -10.0 -1.0 -5.8 -6.3 -6.3 -6.2 -5.1 3.7 -15.4 6.6 -14.4 3.2 -4.7 -7.6 1.6 -12.8 3.3 -11.9 -1.1 -1.6 -6.3 -1.4 3.3 -0.3 -20.0 -9.5 -20.0
SP500_micro -20.0 -20.0 -15.9 -5.2 -12.0 2.6 -16.1 6.6 -13.2 -9.7 4.6 -13.5 14.6 -13.6 -6.9 -7.7 -9.2 -8.4 -8.7 -12.4 -1.0 -20.0 9.7 -20.0 -15.0 -12.2 -16.4 -4.1 -19.6 3.7 -17.7 -5.8 -14.3 -1.5 -14.9 -15.7 16.7 -20.0 15.6 -20.0
SUGAR11 20.0 11.6 10.0 11.8 8.9 -0.8 18.8 -12.3 19.3 11.7 -9.1 13.5 -13.2 11.7 4.4 0.2 11.9 10.2 11.5 6.2 -3.7 20.0 -11.1 17.2 -20.0 9.1 20.0 0.3 20.0 -6.7 18.8 20.0 20.0 13.9 -0.7 4.2 0.4 -19.0 3.2 -12.7
US10 -20.0 1.8 -7.0 -4.6 -13.2 -1.9 -15.3 -1.9 -10.8 -9.4 -1.2 -11.6 6.9 -9.2 -5.8 2.6 1.5 2.7 2.5 -4.8 -1.1 -17.1 1.1 -11.3 -7.4 -3.0 -17.2 0.6 -16.6 2.7 -10.0 -3.5 -5.2 -0.8 3.0 2.1 -6.5 -20.0 -12.4 -20.0
US10U -20.0 1.9 -5.5 -6.9 -19.7 -2.9 -20.0 -2.8 -16.2 -13.5 1.0 -17.0 9.6 -13.1 -7.8 2.7 1.0 2.8 2.2 -6.1 -0.7 -20.0 1.9 -15.3 -12.8 -4.1 -20.0 2.5 -20.0 5.6 -15.0 -4.3 -6.0 -0.1 2.7 5.2 -7.1 -3.8 -19.3 -20.0
US2 -20.0 -5.2 -7.3 -4.5 -12.7 -1.9 -14.8 -1.8 -10.5 -9.1 -7.0 -11.2 -1.7 -10.6 -9.1 -7.1 -12.5 -9.1 -10.1 -11.2 -6.0 -20.0 -2.8 -18.1 7.9 -9.1 -17.8 -4.6 -20.0 -1.4 -15.5 -20.0 -15.4 -14.5 -8.1 -4.9 -5.0 -20.0 -7.1 -20.0
US20 -20.0 1.6 -1.7 -4.7 -13.5 -2.0 -15.7 -1.9 -11.1 -8.1 0.9 -10.8 2.9 -8.5 -4.9 4.4 4.1 4.9 4.7 -4.1 -0.4 -15.3 0.4 -10.6 -7.8 -3.6 -15.6 1.3 -16.4 2.8 -11.2 0.6 -7.8 -3.5 -1.8 4.2 -3.4 16.7 -9.4 -14.7
US30 -16.1 3.8 -0.2 -6.2 -17.9 -2.6 -20.0 -2.5 -14.7 -9.8 -3.1 -13.8 -3.8 -10.5 -6.4 1.6 -0.1 2.0 1.3 -4.2 -1.4 -14.5 -2.0 -10.3 -5.2 -4.2 -15.4 0.9 -18.0 1.8 -12.7 -6.1 -0.6 5.1 -0.7 4.8 -6.5 13.1 -8.1 -12.8
US5 -20.0 0.4 -7.3 -4.7 -13.6 -2.0 -15.8 -1.9 -11.1 -9.8 -3.1 -11.9 6.6 -10.0 -7.0 0.1 -1.5 0.1 -0.3 -6.7 -2.4 -19.6 0.3 -13.7 -5.5 -4.7 -18.0 -0.6 -18.3 1.9 -12.0 -8.5 -7.9 -5.2 0.8 1.0 -6.2 -20.0 -11.0 -20.0
VIX 20.0 20.0 8.7 8.4 1.8 3.1 7.1 0.0 10.5 2.1 0.1 8.3 -7.0 8.5 5.1 5.1 -20.0 -14.0 -20.0 8.6 2.9 8.2 -0.7 11.4 NaN 9.3 1.9 3.6 7.5 0.1 11.2 NaN NaN NaN NaN NaN -5.3 -20.0 NaN NaN
WHEAT 5.7 20.0 20.0 10.6 8.0 -0.7 16.8 -11.0 17.3 -6.9 3.9 5.7 -7.8 9.5 9.6 -12.8 -17.8 -15.6 -16.8 10.4 5.2 4.2 -1.7 10.1 6.4 13.3 -2.6 8.9 4.9 2.2 11.7 -11.8 -13.1 3.4 19.5 11.4 -20.0 -20.0 -20.0 -20.0
End of report for caleb_strategy_v3