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Strategy report for caleb_strategy_v3 backtest timestamp 20251223_204150 produced at 2025-12-23 21:42:44.047225
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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 0.12 0.00 -2.11 0.0 0.00 0.00 0.00 0.00 -18.18 11.0 0 0
caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.73 0.0 0.00 0.00 0.00 0.00 -42.29 16.0 0 0
caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.37 0.0 0.00 0.00 0.00 0.00 -6.20 24.0 0 0
caleb_strategy_v3 VIX False False 0.01 -0.23 -0.34 0.0 999.00 -999.00 -0.23 -0.23 -36.38 999999999.0 -25 -25
caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 -0.33 0.0 1.38 -1.38 0.00 0.00 -2.41 10.0 0 0
caleb_strategy_v3 US2 False True 0.10 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -1.37 13.0 0 0
caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -26.43 59.0 0 0
caleb_strategy_v3 BOBL False False 0.07 0.00 -0.08 0.0 1.25 -1.25 0.00 0.00 -1.24 19.0 0 0
caleb_strategy_v3 US5 False False 0.05 0.00 -0.08 0.0 1.31 -1.31 0.00 0.00 -1.52 25.0 0 0
caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.08 0.0 0.17 -0.17 -0.08 -0.08 -5.00 11.0 -5 -5
caleb_strategy_v3 JPY False False 0.04 -0.08 -0.07 0.0 0.66 -0.66 -0.08 -0.12 -1.90 17.0 -2 -3
caleb_strategy_v3 US10 False False 0.05 0.00 -0.05 0.0 0.92 -0.92 0.00 0.00 -1.00 17.0 0 0
caleb_strategy_v3 BUND False False 0.07 -0.50 -0.05 0.0 0.72 -0.72 -0.50 -0.50 -0.68 10.0 -7 -7
caleb_strategy_v3 RICE False True 0.01 -0.03 -0.04 0.0 0.00 -0.03 -0.03 -0.03 -4.21 4.0 -3 -3
caleb_strategy_v3 DX False False 0.05 0.00 -0.04 0.0 999.00 -999.00 0.00 -0.05 -0.96 999999999.0 0 -1
caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -6.03 2.0 0 0
caleb_strategy_v3 US10U False False 0.06 0.00 -0.04 0.0 0.72 -0.72 0.00 0.00 -0.71 13.0 0 0
caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.04 0.0 0.02 -0.02 0.00 0.00 -5.27 3.0 0 0
caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.04 0.0 0.14 -0.14 0.00 0.00 -1.41 5.0 0 0
caleb_strategy_v3 BUXL False False 0.06 -0.25 -0.03 0.0 0.25 -0.25 -0.25 -0.25 -0.49 4.0 -4 -4
caleb_strategy_v3 CORN False False 0.01 0.00 -0.03 0.0 0.13 -0.13 0.00 0.00 -2.50 12.0 0 0
caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.12 -0.03 0.0 0.57 -0.57 -0.12 -0.10 -1.13 23.0 -5 -4
caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.12 -0.12 -0.04 -0.04 -2.34 9.0 -3 -3
caleb_strategy_v3 GASOLINE False False 0.04 -0.04 -0.03 0.0 999.00 -999.00 -0.04 -0.04 -0.79 999999999.0 -1 -1
caleb_strategy_v3 SOYOIL False False 0.01 -0.11 -0.03 0.0 0.14 -0.14 -0.11 -0.10 -1.78 10.0 -8 -7
caleb_strategy_v3 CANOLA False False 0.00 -0.00 -0.03 0.0 0.21 -0.21 -0.00 0.00 -7.35 51.0 -1 0
caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.02 0.0 0.10 -0.10 -0.04 -0.04 -1.46 8.0 -3 -3
caleb_strategy_v3 CHF False False 0.08 -0.15 -0.02 0.0 1.00 -1.00 -0.15 -0.15 -0.26 13.0 -2 -2
caleb_strategy_v3 GAS_US_mini False True 0.00 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.83 26.0 0 0
caleb_strategy_v3 HEATOIL False False 0.04 -0.04 -0.02 0.0 0.13 -0.13 -0.04 -0.04 -0.39 3.0 -1 -1
caleb_strategy_v3 SOYBEAN False False 0.03 -0.03 -0.02 0.0 0.18 -0.18 -0.03 -0.03 -0.84 7.0 -1 -1
caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.02 0.0 0.13 -0.13 0.00 -0.01 -1.28 9.0 0 -1
caleb_strategy_v3 US20 False True 0.06 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.30 9.0 0 0
caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.14 -0.14 -0.03 -0.03 -2.77 18.0 -4 -4
caleb_strategy_v3 US30 False False 0.06 -0.17 -0.02 0.0 0.34 -0.34 -0.17 -0.17 -0.35 6.0 -3 -3
caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.42 -0.42 0.00 0.00 -0.45 23.0 0 0
caleb_strategy_v3 OJ False False 0.01 -0.03 -0.01 0.0 0.04 -0.04 -0.03 -0.03 -0.69 3.0 -2 -2
caleb_strategy_v3 SP500_micro False False 0.02 -0.12 -0.01 0.0 0.80 -0.80 -0.12 -0.05 -0.79 48.0 -7 -3
caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.75 -0.75 -0.03 -0.03 -0.43 26.0 -1 -1
caleb_strategy_v3 COFFEE False False 0.06 0.00 0.00 0.0 0.36 -0.36 0.00 0.00 0.02 6.0 0 0
caleb_strategy_v3 DOW False False 0.01 0.00 0.01 0.0 0.77 -0.77 0.00 0.00 1.25 66.0 0 0
caleb_strategy_v3 GASOIL False False 0.03 0.03 0.01 0.0 0.12 -0.12 0.03 0.00 0.29 4.0 1 0
caleb_strategy_v3 BTP False False 0.07 0.00 0.02 0.0 0.68 -0.68 0.00 0.00 0.22 10.0 0 0
caleb_strategy_v3 SP400 False False 0.16 0.33 0.02 0.0 0.33 -0.33 0.33 0.33 0.11 2.0 2 2
caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.02 0.0 0.75 -0.75 0.00 0.00 0.37 17.0 0 0
caleb_strategy_v3 OAT False False 0.07 0.14 0.03 0.0 0.68 -0.68 0.14 0.20 0.48 10.0 2 3
caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.03 0.0 0.65 -0.65 0.08 0.08 0.41 8.0 1 1
caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.03 0.0 0.42 -0.42 0.00 0.00 4.23 68.0 0 0
caleb_strategy_v3 PALLAD False False 0.09 0.00 0.05 0.0 0.19 -0.19 0.00 0.00 0.54 2.0 0 0
caleb_strategy_v3 CAD False False 0.04 0.00 0.05 0.0 1.02 -1.02 0.00 0.00 1.51 29.0 0 0
caleb_strategy_v3 PLAT False False 0.06 0.06 0.05 0.0 0.56 -0.56 0.06 0.00 0.96 10.0 1 0
caleb_strategy_v3 NZD False False 0.03 0.00 0.05 0.0 0.59 -0.59 0.00 0.00 1.70 21.0 0 0
caleb_strategy_v3 DAX False False 0.01 0.00 0.05 0.0 0.80 -0.80 0.00 0.00 3.60 58.0 0 0
caleb_strategy_v3 SILVER-mini False False 0.09 0.26 0.06 0.0 999.00 -999.00 0.26 0.34 0.75 999999999.0 3 4
caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.06 0.0 1.22 -1.22 0.00 0.00 2.56 56.0 0 0
caleb_strategy_v3 LEANHOG False False 0.02 0.03 0.08 0.0 0.23 -0.23 0.03 0.03 4.53 13.0 2 2
caleb_strategy_v3 CAC False True 0.05 0.00 0.10 0.0 0.00 0.00 0.00 0.00 2.16 12.0 0 0
caleb_strategy_v3 GBP False False 0.04 0.04 0.10 0.0 0.89 -0.89 0.04 0.08 2.49 22.0 1 2
caleb_strategy_v3 EUROSTX False False 0.03 0.16 0.11 0.0 0.65 -0.65 0.16 0.16 3.49 20.0 5 5
caleb_strategy_v3 EUR False False 0.07 0.00 0.13 0.0 1.00 -1.00 0.00 0.00 1.77 14.0 0 0
caleb_strategy_v3 NIKKEI False False 0.02 0.17 0.13 0.0 0.56 -0.56 0.17 0.17 8.50 36.0 11 11
caleb_strategy_v3 AUD False False 0.03 0.00 0.14 0.0 0.61 -0.61 0.00 0.00 4.41 19.0 0 0
caleb_strategy_v3 COPPER False False 0.07 0.33 0.17 0.0 999.00 -999.00 0.33 0.33 2.53 999999999.0 5 5
caleb_strategy_v3 SMI False True 0.08 0.00 0.19 0.0 0.00 0.00 0.00 0.00 2.39 9.0 0 0
caleb_strategy_v3 MXP False False 0.01 0.60 0.91 0.0 0.80 -0.80 0.60 0.61 68.61 60.0 45 46
Risk overlay
Config arg not supplied
Percentage vol target 25.0
Normal risk 27.1 Shocked risk 80.6
Sum abs risk 67.7 Leverage 8.80
Risk scalar 1.00
Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2081664.71, 'annual_cash_vol_target': 520416.1775, 'daily_cash_vol_target': 32526.01109375}
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Vol calculation
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Daily return vol Price Daily % vol annual % vol
AUD 0.0034 0.6700 0.5010 8.0159
BITCOIN 2151.3756 88200.0000 2.4392 39.0272
BOBL 0.1758 116.0300 0.1515 2.4243
BTP 0.4249 120.0400 0.3540 5.6632
BUND 0.3628 127.4400 0.2847 4.5552
BUXL 0.8183 109.8200 0.7452 11.9227
CAC 50.9129 8106.0000 0.6281 10.0494
CAD 0.0026 0.7330 0.3530 5.6474
CANOLA 7.4876 602.7000 1.2423 19.8775
CHF 0.0049 1.2803 0.3843 6.1494
COCOA 131.5217 5970.0000 2.2030 35.2487
COFFEE 5.7285 332.0500 1.7252 27.6030
COPPER 0.0628 5.5730 1.1267 18.0273
CORN 3.6090 464.2500 0.7774 12.4380
COTTON2 0.6338 64.0200 0.9900 15.8401
CRUDE_W 0.8255 57.7600 1.4292 22.8675
DAX 155.5227 24492.0000 0.6350 10.1599
DOW 298.7181 48762.0000 0.6126 9.8017
DX 0.3407 97.6300 0.3490 5.5841
EUR 0.0040 1.1836 0.3345 5.3513
EURIBOR-ICE 0.0350 97.5900 0.0359 0.5742
EUROSTX 39.4366 5767.0000 0.6838 10.9413
FEEDCOW 3.4322 337.3750 1.0173 16.2771
GASOIL 11.4186 624.0000 1.8299 29.2785
GASOLINE 0.0297 1.9931 1.4905 23.8477
GAS_US_mini 0.1508 3.8850 3.8813 62.1008
GBP 0.0057 1.3495 0.4259 6.8149
GOLD_micro 34.8887 4518.9000 0.7721 12.3530
HEATOIL 0.0395 2.1248 1.8584 29.7338
JGB-SGX-mini 0.2160 132.8700 0.1626 2.6013
JPY 0.0000 0.0064 0.6176 9.8820
LEANHOG 1.0869 90.3250 1.2033 19.2527
LIVECOW 2.2207 229.8000 0.9663 15.4615
LUMBER-new 7.1583 580.0000 1.2342 19.7470
MXP 0.0003 0.0554 0.4765 7.6235
NASDAQ_micro 221.1081 25800.0000 0.8570 13.7121
NIKKEI 521.2575 50535.0000 1.0315 16.5037
NZD 0.0032 0.5856 0.5487 8.7795
OAT 0.3772 120.4900 0.3130 5.0082
OATIES 5.2262 301.7500 1.7320 27.7116
OJ 6.8385 205.9500 3.3204 53.1272
PALLAD 37.1661 1963.0000 1.8933 30.2933
PLAT 38.5534 2323.9000 1.6590 26.5440
REDWHEAT 7.5465 540.2500 1.3968 22.3496
RICE 0.1506 10.1600 1.4822 23.7154
ROBUSTA 71.1859 3822.0000 1.8625 29.8005
RUSSELL 26.1753 2560.4000 1.0223 16.3570
SHATZ 0.0507 106.7350 0.0475 0.7604
SILVER-mini 1.0592 71.4500 1.4824 23.7191
SMI 73.9353 13150.0000 0.5622 8.9959
SOFR 0.0444 96.5550 0.0460 0.7364
SOYBEAN 7.9317 1073.0000 0.7392 11.8273
SOYMEAL 3.6912 307.6000 1.2000 19.2001
SOYOIL 0.5675 49.2500 1.1523 18.4366
SP400 28.0110 3392.1000 0.8258 13.2124
SP500_micro 43.7721 6961.2500 0.6288 10.0607
SUGAR11 0.2243 14.7900 1.5165 24.2638
US10 0.2888 112.3125 0.2571 4.1143
US10U 0.3862 114.8281 0.3363 5.3808
US2 0.0713 104.2930 0.0684 1.0939
US20 0.5979 115.2812 0.5186 8.2982
US30 0.8494 118.0000 0.7199 11.5176
US5 0.1927 109.1562 0.1766 2.8253
VIX 0.4420 19.3500 2.2843 36.5483
WHEAT 6.6013 570.2500 1.1576 18.5219
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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 669.95 0.50 335.64 1.00 335.64 32526.01 96.91 17.53 169.87
BITCOIN 88.20 2.44 215.14 1.00 215.14 32526.01 151.19 -16.12 -243.75
BOBL 1160.30 0.15 175.81 1.17 205.99 32526.01 157.90 -7.71 -121.77
BTP 1200.40 0.35 424.88 1.17 497.82 32526.01 65.34 0.99 6.48
BUND 1274.40 0.28 362.82 1.17 425.10 32526.01 76.51 -8.78 -67.15
BUXL 1098.20 0.75 818.34 1.17 958.83 32526.01 33.92 -14.19 -48.12
CAC 810.60 0.63 509.13 1.17 596.53 32526.01 54.53 11.62 63.36
CAD 733.00 0.35 258.72 1.00 258.72 32526.01 125.72 4.62 58.11
CANOLA 120.54 1.24 149.75 0.73 108.59 32526.01 299.53 -10.07 -301.68
CHF 1600.38 0.38 615.08 1.00 615.08 32526.01 52.88 -1.89 -10.00
COCOA 597.00 2.20 1315.22 1.00 1315.22 32526.01 24.73 -7.21 -17.84
COFFEE 1245.19 1.73 2148.19 1.00 2148.19 32526.01 15.14 0.81 1.23
COPPER 1393.25 1.13 1569.79 1.00 1569.79 32526.01 20.72 11.24 23.30
CORN 232.12 0.78 180.45 1.00 180.45 32526.01 180.25 -5.70 -102.71
COTTON2 320.10 0.99 316.90 1.00 316.90 32526.01 102.64 -20.00 -205.28
CRUDE_W 577.60 1.43 825.52 1.00 825.52 32526.01 39.40 -3.30 -12.99
DAX 244.92 0.63 155.52 1.17 182.22 32526.01 178.50 5.90 105.32
DOW 243.81 0.61 149.36 1.00 149.36 32526.01 217.77 2.47 53.83
DX 976.30 0.35 340.73 1.00 340.73 32526.01 95.46 -3.86 -36.85
EUR 1479.50 0.33 494.83 1.00 494.83 32526.01 65.73 10.39 68.31
EURIBOR-ICE 2439.75 0.04 87.55 1.17 102.58 32526.01 317.07 -2.22 -70.46
EUROSTX 576.70 0.68 394.37 1.17 462.07 32526.01 70.39 14.51 102.12
FEEDCOW 1686.88 1.02 1716.09 1.00 1716.09 32526.01 18.95 6.57 12.45
GASOIL 624.00 1.83 1141.86 1.00 1141.86 32526.01 28.49 2.34 6.66
GASOLINE 837.10 1.49 1247.69 1.00 1247.69 32526.01 26.07 -7.01 -18.28
GAS_US_mini 97.12 3.88 376.97 1.00 376.97 32526.01 86.28 -4.09 -35.29
GBP 843.44 0.43 359.25 1.00 359.25 32526.01 90.54 10.58 95.75
GOLD_micro 451.89 0.77 348.89 1.00 348.89 32526.01 93.23 8.05 75.03
HEATOIL 892.42 1.86 1658.43 1.00 1658.43 32526.01 19.61 -4.54 -8.90
JGB-SGX-mini 132870.00 0.16 21602.19 0.01 137.29 32526.01 236.92 -16.46 -389.95
JPY 806.12 0.62 497.88 1.00 497.88 32526.01 65.33 -11.22 -73.30
LEANHOG 361.30 1.20 434.75 1.00 434.75 32526.01 74.82 9.96 74.51
LIVECOW 919.20 0.97 888.26 1.00 888.26 32526.01 36.62 3.05 11.17
LUMBER-new 159.50 1.23 196.85 1.00 196.85 32526.01 165.23 -13.10 -216.47
MXP 276.90 0.48 131.93 1.00 131.93 32526.01 246.53 18.93 466.77
NASDAQ_micro 516.00 0.86 442.22 1.00 442.22 32526.01 73.55 -6.63 -48.77
NIKKEI 50535.00 1.03 52125.75 0.01 331.28 32526.01 98.18 7.98 78.35
NZD 585.60 0.55 321.33 1.00 321.33 32526.01 101.22 6.46 65.37
OAT 1204.90 0.31 377.15 1.17 441.90 32526.01 73.61 1.93 14.20
OATIES 150.88 1.73 261.31 1.00 261.31 32526.01 124.47 -19.88 -247.46
OJ 308.92 3.32 1025.77 1.00 1025.77 32526.01 31.71 -8.91 -28.24
PALLAD 1963.00 1.89 3716.61 1.00 3716.61 32526.01 8.75 17.99 15.74
PLAT 1161.95 1.66 1927.67 1.00 1927.67 32526.01 16.87 16.66 28.11
REDWHEAT 270.12 1.40 377.32 1.00 377.32 32526.01 86.20 -12.73 -109.72
RICE 203.20 1.48 301.19 1.00 301.19 32526.01 107.99 -15.99 -172.66
ROBUSTA 382.20 1.86 711.86 1.00 711.86 32526.01 45.69 -7.42 -33.92
RUSSELL 128.02 1.02 130.88 1.00 130.88 32526.01 248.52 5.13 127.48
SHATZ 1067.35 0.05 50.72 1.17 59.43 32526.01 547.29 -11.15 -610.45
SILVER-mini 1786.25 1.48 2648.01 1.00 2648.01 32526.01 12.28 17.91 22.00
SMI 1315.00 0.56 739.35 1.26 929.89 32526.01 34.98 20.00 69.96
SOFR 2413.88 0.05 111.10 1.00 111.10 32526.01 292.76 -10.20 -298.64
SOYBEAN 536.50 0.74 396.59 1.00 396.59 32526.01 82.02 -11.05 -90.59
SOYMEAL 307.60 1.20 369.12 1.00 369.12 32526.01 88.12 -15.66 -137.97
SOYOIL 295.50 1.15 340.50 1.00 340.50 32526.01 95.52 -20.00 -191.05
SP400 3392.10 0.83 2801.10 1.00 2801.10 32526.01 11.61 2.89 3.36
SP500_micro 348.06 0.63 218.86 1.00 218.86 32526.01 148.62 -2.28 -33.84
SUGAR11 165.65 1.52 251.20 1.00 251.20 32526.01 129.48 -8.79 -113.77
US10 1123.12 0.26 288.80 1.00 288.80 32526.01 112.62 -6.98 -78.58
US10U 1148.28 0.34 386.17 1.00 386.17 32526.01 84.23 -6.62 -55.72
US2 2085.86 0.07 142.61 1.00 142.61 32526.01 228.08 -4.72 -107.70
US20 1152.81 0.52 597.89 1.00 597.89 32526.01 54.40 -4.31 -23.47
US30 1180.00 0.72 849.43 1.00 849.43 32526.01 38.29 -7.16 -27.41
US5 1091.56 0.18 192.75 1.00 192.75 32526.01 168.75 -7.09 -119.64
VIX 193.50 2.28 442.01 1.00 442.01 32526.01 73.59 -20.00 -147.17
WHEAT 285.12 1.16 330.07 1.00 330.07 32526.01 98.54 -17.91 -176.46
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Portfolio positions
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subsystem_position instr weight IDM Notional position
AUD 169.869 0.010 2.5 4.414
BITCOIN -243.748 0.043 2.5 -26.432
BOBL -121.773 0.004 2.5 -1.237
BTP 6.478 0.014 2.5 0.221
BUND -67.153 0.004 2.5 -0.682
BUXL -48.123 0.004 2.5 -0.489
CAC 63.364 0.014 2.5 2.164
CAD 58.105 0.010 2.5 1.510
CANOLA -301.683 0.010 2.5 -7.350
CHF -10.002 0.010 2.5 -0.260
COCOA -17.836 0.010 2.5 -0.435
COFFEE 1.231 0.005 2.5 0.016
COPPER 23.298 0.043 2.5 2.526
CORN -102.710 0.010 2.5 -2.502
COTTON2 -205.276 0.010 2.5 -5.001
CRUDE_W -12.986 0.043 2.5 -1.408
DAX 105.324 0.014 2.5 3.597
DOW 53.825 0.009 2.5 1.253
DX -36.850 0.010 2.5 -0.957
EUR 68.308 0.010 2.5 1.775
EURIBOR-ICE -70.458 0.014 2.5 -2.407
EUROSTX 102.118 0.014 2.5 3.488
FEEDCOW 12.447 0.013 2.5 0.413
GASOIL 6.661 0.017 2.5 0.289
GASOLINE -18.280 0.017 2.5 -0.794
GAS_US_mini -35.292 0.043 2.5 -3.827
GBP 95.754 0.010 2.5 2.488
GOLD_micro 75.029 0.014 2.5 2.563
HEATOIL -8.900 0.017 2.5 -0.386
JGB-SGX-mini -389.948 0.043 2.5 -42.286
JPY -73.298 0.010 2.5 -1.904
LEANHOG 74.508 0.024 2.5 4.535
LIVECOW 11.172 0.013 2.5 0.371
LUMBER-new -216.473 0.010 2.5 -5.274
MXP 466.773 0.059 2.5 68.606
NASDAQ_micro -48.767 0.009 2.5 -1.135
NIKKEI 78.355 0.043 2.5 8.497
NZD 65.366 0.010 2.5 1.698
OAT 14.197 0.014 2.5 0.485
OATIES -247.463 0.010 2.5 -6.029
OJ -28.239 0.010 2.5 -0.688
PALLAD 15.740 0.014 2.5 0.538
PLAT 28.112 0.014 2.5 0.960
REDWHEAT -109.724 0.005 2.5 -1.458
RICE -172.658 0.010 2.5 -4.206
ROBUSTA -33.918 0.005 2.5 -0.451
RUSSELL 127.479 0.013 2.5 4.230
SHATZ -610.448 0.004 2.5 -6.199
SILVER-mini 21.998 0.014 2.5 0.751
SMI 69.957 0.014 2.5 2.389
SOFR -298.643 0.024 2.5 -18.175
SOYBEAN -90.593 0.004 2.5 -0.844
SOYMEAL -137.969 0.004 2.5 -1.285
SOYOIL -191.048 0.004 2.5 -1.781
SP400 3.355 0.013 2.5 0.111
SP500_micro -33.841 0.009 2.5 -0.788
SUGAR11 -113.774 0.010 2.5 -2.772
US10 -78.578 0.005 2.5 -0.997
US10U -55.717 0.005 2.5 -0.707
US2 -107.701 0.005 2.5 -1.367
US20 -23.466 0.005 2.5 -0.298
US30 -27.414 0.005 2.5 -0.348
US5 -119.635 0.005 2.5 -1.518
VIX -147.175 0.099 2.5 -36.380
WHEAT -176.460 0.005 2.5 -2.344
=====================
Position diags
=====================
AUD 2.52
BITCOIN 16.39
BOBL 1.60
BTP 2.23
BUND 0.78
BUXL 0.34
CAC 1.86
CAD 3.27
CANOLA 7.30
CHF 1.37
COCOA 0.60
COFFEE 0.20
COPPER 2.25
CORN 4.39
COTTON2 2.50
CRUDE_W 4.27
DAX 6.10
DOW 5.07
DX 2.48
EUR 1.71
EURIBOR-ICE 10.83
EUROSTX 2.40
FEEDCOW 0.63
GASOIL 1.24
GASOLINE 1.13
GAS_US_mini 9.36
GBP 2.35
GOLD_micro 3.18
HEATOIL 0.85
JGB-SGX-mini 25.69
JPY 1.70
LEANHOG 4.55
LIVECOW 1.22
LUMBER-new 4.03
MXP 36.24
NASDAQ_micro 1.71
NIKKEI 10.65
NZD 2.63
OAT 2.51
OATIES 3.03
OJ 0.77
PALLAD 0.30
PLAT 0.58
REDWHEAT 1.15
RICE 2.63
ROBUSTA 0.61
RUSSELL 8.25
SHATZ 5.56
SILVER-mini 0.42
SMI 1.19
SOFR 17.82
SOYBEAN 0.76
SOYMEAL 0.82
SOYOIL 0.89
SP400 0.39
SP500_micro 3.46
SUGAR11 3.15
US10 1.43
US10U 1.07
US2 2.89
US20 0.69
US30 0.49
US5 2.14
VIX 18.19
WHEAT 1.31
dtype: float64
====================================================================================================
Positions vs buffers
====================================================================================================
Notional position Lower buffer Upper buffer Position at timestamp Current position
AUD 4.4 4.2 4.7 0.0 0
BITCOIN -26.4 -28.1 -24.8 0.0 0
BOBL -1.2 -1.4 -1.1 0.0 0
BTP 0.2 -0.0 0.4 0.0 0
BUND -0.7 -0.8 -0.6 -7.0 -7
BUXL -0.5 -0.5 -0.5 -4.0 -4
CAC 2.2 2.0 2.4 0.0 0
CAD 1.5 1.2 1.8 0.0 0
CANOLA -7.3 -8.1 -6.6 -1.0 -1
CHF -0.3 -0.4 -0.1 -2.0 -2
COCOA -0.4 -0.5 -0.4 -1.0 -1
COFFEE 0.0 -0.0 0.0 0.0 0
COPPER 2.5 2.3 2.8 5.0 5
CORN -2.5 -2.9 -2.1 0.0 0
COTTON2 -5.0 -5.3 -4.8 -5.0 -5
CRUDE_W -1.4 -1.8 -1.0 0.0 0
DAX 3.6 3.0 4.2 0.0 0
DOW 1.3 0.7 1.8 0.0 0
DX -1.0 -1.2 -0.7 0.0 0
EUR 1.8 1.6 1.9 0.0 0
EURIBOR-ICE -2.4 -3.5 -1.3 0.0 0
EUROSTX 3.5 3.2 3.7 5.0 5
FEEDCOW 0.4 0.4 0.5 1.0 1
GASOIL 0.3 0.2 0.4 1.0 1
GASOLINE -0.8 -0.9 -0.7 -1.0 -1
GAS_US_mini -3.8 -4.8 -2.9 0.0 0
GBP 2.5 2.3 2.7 1.0 1
GOLD_micro 2.6 2.2 2.9 0.0 0
HEATOIL -0.4 -0.5 -0.3 -1.0 -1
JGB-SGX-mini -42.3 -44.9 -39.7 0.0 0
JPY -1.9 -2.1 -1.7 -2.0 -2
LEANHOG 4.5 4.1 5.0 2.0 2
LIVECOW 0.4 0.2 0.5 0.0 0
LUMBER-new -5.3 -5.7 -4.9 0.0 0
MXP 68.6 65.0 72.2 45.0 45
NASDAQ_micro -1.1 -1.3 -1.0 -5.0 -5
NIKKEI 8.5 7.4 9.6 11.0 11
NZD 1.7 1.4 2.0 0.0 0
OAT 0.5 0.2 0.7 2.0 2
OATIES -6.0 -6.3 -5.7 NaN 0
OJ -0.7 -0.8 -0.6 -2.0 -2
PALLAD 0.5 0.5 0.6 0.0 0
PLAT 1.0 0.9 1.0 1.0 1
REDWHEAT -1.5 -1.6 -1.3 -3.0 -3
RICE -4.2 -4.5 -3.9 -3.0 -3
ROBUSTA -0.5 -0.5 -0.4 0.0 0
RUSSELL 4.2 3.4 5.1 0.0 0
SHATZ -6.2 -6.8 -5.6 NaN 0
SILVER-mini 0.8 0.7 0.8 3.0 3
SMI 2.4 2.3 2.5 0.0 0
SOFR -18.2 -20.0 -16.4 NaN 0
SOYBEAN -0.8 -0.9 -0.8 -1.0 -1
SOYMEAL -1.3 -1.4 -1.2 0.0 0
SOYOIL -1.8 -1.9 -1.7 -8.0 -8
SP400 0.1 0.1 0.1 2.0 2
SP500_micro -0.8 -1.1 -0.4 -7.0 -7
SUGAR11 -2.8 -3.1 -2.5 -4.0 -4
US10 -1.0 -1.1 -0.9 0.0 0
US10U -0.7 -0.8 -0.6 0.0 0
US2 -1.4 -1.7 -1.1 NaN 0
US20 -0.3 -0.4 -0.2 0.0 0
US30 -0.3 -0.4 -0.3 -3.0 -3
US5 -1.5 -1.7 -1.3 0.0 0
VIX -36.4 -38.2 -34.6 -25.0 -25
WHEAT -2.3 -2.5 -2.2 -3.0 -3
===================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================
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 0.5 0.2 0.0 -0.0 0.2 -0.1 0.2 0.1 0.1 0.1 0.3 0.2 0.2 0.2 0.1 0.0 -0.0 -0.0 -0.0 0.1 0.1 0.1 0.1 0.2 2.3 0.1 0.2 0.2 0.2 0.1 0.2 0.3 -0.3 0.3 0.5 0.4 0.2 0.7 0.3 0.7
BITCOIN 0.1 -0.6 -0.6 0.2 0.2 0.5 0.2 0.7 0.2 -0.1 -0.3 -0.1 0.1 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.1 -0.1 -0.2 -2.7 -0.2 -0.0 -0.5 -0.1 -0.1 -0.2 -0.0 -0.5 -0.6 -0.6 -0.6 0.2 -0.1 -0.7 -0.6
BOBL -0.6 -0.5 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.2 -0.2 -0.2 -0.2 -0.4 0.1 0.0 0.1 -0.2 -0.1 -0.1 -0.2 -0.2 0.4 -0.2 -0.0 -0.3 -0.2 -0.2 -0.2 0.2 -0.2 -0.6 -0.6 -0.4 0.2 0.7 0.6 0.7
BTP -0.4 -0.3 -0.0 -0.1 -0.0 -0.1 -0.1 -0.2 -0.2 0.0 0.3 -0.1 0.7 -0.1 0.0 0.3 0.2 0.2 0.2 -0.0 0.0 -0.0 0.3 -0.1 -2.7 -0.1 0.0 0.1 -0.1 0.4 -0.1 0.6 -0.0 0.0 0.1 0.3 0.0 0.7 0.3 0.7
BUND -0.6 -0.5 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.3 -0.2 -0.4 -0.2 -0.2 0.3 0.1 0.1 0.1 -0.2 -0.1 -0.1 -0.2 -0.2 -0.0 -0.2 -0.1 -0.3 -0.2 -0.3 -0.2 0.1 -0.3 -0.6 -0.6 -0.3 0.0 0.7 0.3 0.7
BUXL -0.5 -0.4 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.5 -0.2 -0.7 -0.2 -0.2 0.1 0.1 0.1 0.1 -0.2 -0.2 -0.1 -0.5 -0.2 0.1 -0.2 -0.1 -0.5 -0.2 -0.6 -0.2 -0.0 -0.4 -0.6 -0.6 -0.3 -0.2 0.6 -0.0 0.3
CAC 0.0 -0.1 0.3 0.1 0.1 0.4 0.1 0.5 0.1 0.1 0.4 0.1 0.7 0.0 0.1 -0.1 -0.0 -0.1 -0.1 0.1 0.1 0.0 0.3 0.0 0.8 0.1 -0.0 0.2 0.0 0.2 0.0 0.3 -0.0 -0.3 -0.2 -0.1 0.5 0.7 0.3 0.7
CAD 0.6 0.4 -0.2 -0.0 0.2 -0.1 0.2 0.1 0.1 0.2 -0.2 0.2 -0.2 0.2 0.1 -0.1 -0.2 -0.2 -0.2 0.1 -0.0 0.2 -0.2 0.2 2.7 0.1 0.2 -0.1 0.2 -0.2 0.2 -0.4 0.0 0.6 0.5 -0.1 -0.7 -0.7 -0.7 -0.7
CANOLA -0.6 -0.1 -0.3 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 -0.1 -0.3 -0.1 -0.1 -0.1 -0.1 -0.4 -0.3 -0.4 -0.3 -0.1 -0.1 -0.2 -0.1 -0.2 1.0 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.8 -0.5 -0.6 -0.2 0.0 0.6 0.7 0.7 0.7
CHF 0.4 -0.1 -0.3 -0.0 0.2 -0.1 0.2 0.1 0.1 0.2 0.1 0.2 0.5 0.1 -0.1 -0.3 -0.3 -0.3 -0.3 0.0 0.0 0.2 0.2 0.1 -0.2 0.0 0.2 0.1 0.2 0.3 0.1 -1.1 0.5 0.1 -0.1 0.2 -0.3 -0.7 -0.2 -0.7
COCOA 0.6 -0.1 -0.6 -0.1 -0.0 -0.4 -0.1 -0.5 -0.1 -0.0 -0.2 0.0 -0.1 0.0 -0.0 -0.1 0.1 -0.0 0.0 -0.1 -0.1 0.0 -0.1 0.0 -2.7 -0.1 -0.0 -0.2 0.0 -0.1 -0.0 1.0 0.2 0.4 -0.0 -0.2 -0.3 -0.1 0.0 0.1
COFFEE -0.6 -0.4 0.4 -0.2 -0.0 -0.5 -0.2 -0.7 -0.2 -0.1 0.3 -0.2 0.5 -0.2 -0.0 0.4 0.3 0.4 0.4 -0.1 0.1 -0.2 0.5 -0.2 -2.7 -0.0 -0.1 0.4 -0.2 0.7 -0.2 1.1 -0.5 -0.6 -0.1 0.6 0.7 0.5 0.7 0.7
COPPER 0.5 0.4 0.4 0.2 0.2 0.5 0.2 0.7 0.2 0.1 0.0 0.2 0.0 0.2 0.2 -0.2 -0.1 -0.1 -0.1 0.2 0.1 0.2 0.2 0.2 -0.6 0.1 0.2 0.3 0.2 0.4 0.2 -0.0 -0.5 -0.5 -0.3 -0.5 0.7 0.7 0.7 0.7
CORN -0.1 0.1 0.2 -0.2 -0.0 -0.5 -0.2 -0.7 -0.2 0.1 -0.1 -0.1 -0.4 -0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.0 -0.0 0.0 -0.3 -0.0 1.3 -0.0 0.1 0.0 0.0 -0.3 -0.1 -1.1 0.2 0.3 0.6 0.6 -0.3 -0.3 0.1 -0.1
COTTON2 0.0 -0.2 -0.2 -0.2 -0.0 -0.5 -0.2 -0.7 -0.2 0.1 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.3 -0.2 -0.2 -0.0 -0.5 -0.1 -1.7 -0.2 0.1 -0.5 -0.1 -0.7 -0.2 -0.9 0.3 0.2 0.0 0.4 -0.2 -0.4 -0.1 -0.3
CRUDE_W -0.1 -0.1 -0.2 -0.1 0.0 -0.1 -0.1 0.0 -0.2 0.1 -0.4 -0.1 -0.5 -0.1 -0.2 -0.0 0.1 0.0 0.0 -0.1 -0.1 -0.0 -0.3 -0.1 1.1 -0.2 0.1 -0.4 -0.1 -0.5 -0.2 -0.6 0.3 0.1 -0.3 -0.6 0.7 0.7 0.4 0.7
DAX 0.5 -0.1 -0.3 0.1 0.1 0.3 0.1 0.5 0.1 0.2 0.3 0.2 0.6 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.1 0.4 0.1 -1.6 0.0 0.1 -0.0 0.1 0.3 0.1 -0.1 0.1 0.4 -0.1 -0.6 0.2 0.7 0.1 0.7
DOW 0.4 -0.0 0.1 0.1 0.1 0.2 0.1 0.4 0.1 0.0 0.4 0.1 0.5 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.1 0.2 0.1 0.4 0.1 -1.5 0.1 0.1 0.3 0.1 0.4 0.1 -0.2 0.3 0.2 0.3 0.1 -0.2 -0.7 -0.3 -0.7
DX -0.6 -0.0 0.4 -0.0 0.2 -0.1 0.2 0.1 0.1 -0.1 0.1 -0.2 -0.5 -0.2 0.1 0.1 0.1 0.1 0.1 -0.0 0.0 -0.1 -0.2 -0.1 -2.7 -0.0 -0.2 0.0 -0.2 -0.1 -0.1 0.9 -0.5 -0.6 0.1 0.4 0.1 0.5 0.2 0.6
EUR 0.6 0.1 -0.2 -0.0 0.2 -0.1 0.2 0.1 0.1 0.2 0.2 0.2 0.7 0.2 -0.0 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.2 0.4 0.2 2.0 0.1 0.2 0.2 0.2 0.5 0.2 -0.4 0.3 0.4 0.4 0.2 -0.1 -0.7 -0.1 -0.7
EURIBOR-ICE -0.6 -0.6 -0.3 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.2 -0.1 0.2 -0.1 -0.1 0.3 0.2 0.3 0.3 -0.1 -0.1 -0.1 0.0 -0.2 0.2 -0.2 -0.0 -0.2 -0.1 -0.1 -0.2 0.8 -0.2 -0.6 -0.5 -0.3 0.2 0.7 0.5 0.7
EUROSTX 0.2 -0.0 0.3 0.1 0.1 0.3 0.1 0.5 0.1 0.1 0.5 0.2 0.7 0.1 0.2 0.0 -0.0 -0.0 -0.0 0.1 0.2 0.1 0.5 0.1 -0.9 0.1 0.0 0.4 0.1 0.4 0.1 0.4 -0.0 0.2 0.3 0.1 0.4 0.7 0.3 0.7
FEEDCOW 0.6 -0.3 -0.5 -0.2 -0.0 -0.5 -0.1 -0.6 -0.1 0.1 0.1 0.1 0.2 0.1 -0.0 0.3 0.2 0.3 0.3 0.0 0.0 0.1 0.3 0.1 -2.7 -0.0 0.0 0.1 0.1 0.5 0.0 1.1 0.4 0.6 -0.1 0.3 0.7 0.7 0.7 0.7
GASOIL -0.6 -0.3 0.0 -0.1 0.0 -0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.1 0.2 -0.1 -0.1 0.2 0.3 0.3 0.3 -0.1 0.0 -0.1 0.1 -0.1 -0.2 -0.1 0.0 0.1 -0.1 0.1 -0.1 0.5 -0.0 -0.3 -0.0 0.2 0.3 0.6 -0.0 0.3
GASOLINE -0.5 -0.2 -0.1 -0.1 0.0 -0.1 -0.1 0.0 -0.1 0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.4 0.2 -0.1 0.1 -0.1 -0.0 -0.1 -0.0 -0.2 -2.4 -0.2 0.1 -0.3 -0.1 -0.2 -0.2 0.1 0.0 -0.3 -0.2 -0.3 0.7 0.7 0.6 0.7
GAS_US_mini -0.6 0.3 0.4 -0.1 0.0 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.3 -0.1 -0.0 0.4 -0.4 -0.4 -0.4 -0.0 -0.0 -0.1 -0.1 -0.1 2.7 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -1.1 -0.3 -0.1 0.3 0.3 0.1 -0.7 -0.4 -0.7
GBP 0.6 0.2 -0.4 -0.0 0.2 -0.1 0.2 0.1 0.1 0.2 -0.1 0.2 0.5 0.2 0.0 0.0 -0.0 0.0 0.0 0.1 0.0 0.2 0.2 0.2 0.3 0.1 0.2 0.1 0.2 0.3 0.2 0.3 0.1 0.6 0.3 0.1 0.2 -0.2 0.3 -0.2
GOLD_micro 0.5 0.6 0.2 0.2 0.2 0.5 0.2 0.7 0.2 0.1 0.3 0.2 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.2 0.2 0.5 0.2 0.7 0.2 -0.3 -0.0 -0.2 -0.0 0.6 0.2 0.1 -0.4 -0.6
HEATOIL -0.6 -0.3 -0.0 -0.1 0.0 -0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.1 0.2 -0.1 -0.1 0.3 0.2 0.3 0.3 -0.1 0.0 -0.1 0.1 -0.1 -2.1 -0.1 0.0 0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.4 0.1 0.0 0.7 0.4 -0.2 -0.3
JGB-SGX-mini -0.5 -0.5 -0.4 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.4 -0.1 -0.5 -0.1 -0.1 0.3 0.3 0.3 0.3 -0.2 -0.2 -0.2 -0.5 -0.2 -0.6 -0.2 -0.1 -0.4 -0.2 -0.5 -0.2 1.0 -0.5 -0.6 -0.6 -0.6 -0.3 -0.7 0.0 -0.7
JPY 0.3 -0.2 -0.6 -0.0 0.2 -0.1 0.2 0.0 0.1 -0.0 -0.4 -0.0 -0.5 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.4 -0.1 2.7 -0.2 -0.1 -0.4 -0.1 -0.5 -0.1 -0.6 -0.5 -0.6 -0.6 -0.6 -0.2 -0.4 -0.2 -0.5
LEANHOG 0.6 -0.0 -0.5 -0.2 -0.0 -0.5 -0.2 -0.7 -0.2 0.2 0.0 0.2 0.4 0.2 -0.1 -0.4 0.4 -0.1 0.4 0.0 -0.0 0.2 0.1 0.2 -0.3 0.0 0.2 -0.1 0.2 0.1 0.2 1.1 0.5 0.6 0.6 0.6 0.0 0.4 0.3 0.7
LIVECOW 0.6 -0.3 -0.6 -0.2 -0.0 -0.5 -0.1 -0.6 -0.1 0.0 0.0 0.1 0.2 0.1 -0.0 -0.0 0.2 -0.0 0.0 0.0 0.0 0.1 0.2 0.1 -2.7 -0.0 0.0 0.0 0.1 0.3 0.0 1.1 0.3 0.6 -0.1 0.2 0.7 0.5 0.7 0.7
LUMBER-new 0.5 -0.6 -0.7 -0.2 -0.0 -0.6 -0.2 -0.8 -0.2 -0.1 -0.5 0.1 -0.6 -0.1 -0.2 -0.5 -0.5 -0.5 -0.5 -0.2 -0.2 -0.0 -0.6 -0.1 NaN -0.2 -0.1 -0.6 -0.0 -0.8 -0.1 -1.2 0.3 0.7 -0.7 -0.2 0.2 0.8 0.3 0.8
MXP 0.5 0.3 0.1 -0.0 0.2 -0.1 0.2 0.1 0.2 0.2 0.5 0.2 0.7 0.2 0.2 0.3 0.3 0.3 0.3 0.2 0.2 0.2 0.5 0.2 -2.7 0.2 0.2 0.5 0.2 0.7 0.2 1.1 0.3 0.5 0.6 0.6 0.3 0.3 0.4 0.5
NASDAQ_micro -0.0 -0.4 -0.4 0.1 0.1 0.2 0.1 0.3 0.0 0.1 0.3 0.0 0.5 0.0 0.1 -0.1 -0.2 -0.2 -0.2 0.0 0.1 0.0 0.4 0.0 -2.7 0.0 0.1 0.2 -0.0 0.4 -0.0 -0.3 -0.3 -0.3 -0.2 0.1 -0.0 -0.7 -0.0 -0.7
NIKKEI -0.1 -0.2 0.3 0.1 0.1 0.2 0.1 0.3 0.0 0.1 0.3 0.1 0.4 -0.0 0.1 0.2 0.1 0.1 0.1 0.1 0.2 0.0 0.5 0.0 -1.9 0.1 0.1 0.5 0.0 0.7 0.0 1.1 -0.2 -0.2 0.1 0.6 -0.1 0.1 -0.1 0.3
NZD 0.6 0.3 -0.4 -0.0 0.2 -0.1 0.2 0.1 0.1 0.1 -0.2 0.2 -0.4 0.2 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.1 -0.3 0.1 2.1 -0.0 0.2 -0.3 0.1 -0.4 0.1 0.0 -0.3 0.2 -0.0 -0.3 0.1 0.7 0.2 0.7
OAT -0.5 -0.2 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.2 -0.2 -0.2 -0.0 0.3 0.3 0.3 0.3 -0.1 -0.0 -0.1 -0.1 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 1.0 -0.2 -0.2 -0.0 0.1 -0.0 0.7 0.3 0.7
OATIES -0.3 -0.0 -0.3 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 0.1 -0.3 -0.0 -0.4 -0.1 -0.1 -0.3 -0.2 -0.4 -0.3 -0.1 -0.1 -0.0 -0.3 -0.1 -0.7 -0.2 0.0 -0.4 -0.1 -0.4 -0.1 -0.8 -0.1 -0.5 -0.3 -0.1 -0.3 -0.5 -0.1 -0.5
OJ 0.6 0.0 -0.6 -0.1 -0.0 -0.3 -0.1 -0.4 -0.1 0.1 -0.2 0.1 -0.2 0.0 -0.1 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.1 -0.2 0.0 -2.7 -0.0 0.2 -0.2 0.1 -0.2 0.0 0.6 0.5 0.6 -0.0 -0.1 -0.5 -0.6 -0.2 -0.6
PALLAD 0.6 0.3 0.4 0.2 0.2 0.5 0.2 0.6 0.2 0.1 0.3 0.2 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.3 0.2 2.6 0.2 0.2 0.5 0.2 0.6 0.2 0.3 0.5 0.4 0.1 0.1 0.1 -0.3 -0.7 -0.7
PLAT 0.6 0.2 -0.0 0.2 0.2 0.5 0.2 0.7 0.2 0.1 0.4 0.2 0.5 0.2 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.4 0.2 0.1 0.2 0.2 0.4 0.2 0.5 0.2 0.2 0.5 0.6 0.5 0.0 0.7 0.4 -0.7 -0.5
REDWHEAT -0.2 0.1 0.2 -0.2 -0.0 -0.5 -0.2 -0.7 -0.2 0.1 -0.5 0.0 -0.7 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 0.0 -0.5 -0.1 0.9 -0.0 0.2 -0.2 0.0 -0.5 -0.1 -1.0 0.2 0.2 0.6 0.6 -0.7 -0.7 -0.7 -0.7
RICE 0.1 0.2 -0.5 -0.1 -0.0 -0.4 -0.1 -0.5 -0.1 0.0 -0.2 -0.0 -0.3 -0.1 -0.1 -0.4 -0.3 -0.4 -0.4 -0.1 -0.2 -0.0 -0.4 -0.1 0.0 -0.1 0.0 -0.4 -0.0 -0.5 -0.1 -1.0 -0.1 -0.2 -0.2 -0.3 -0.3 -0.5 0.0 -0.5
ROBUSTA -0.6 -0.6 0.1 -0.1 -0.0 -0.4 -0.1 -0.6 -0.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.1 0.3 0.3 0.2 0.2 -0.1 -0.0 -0.1 0.0 -0.2 -2.7 -0.1 -0.0 -0.1 -0.1 0.0 -0.2 1.1 -0.4 -0.6 -0.2 0.3 -0.2 0.5 0.3 0.7
RUSSELL 0.4 -0.0 0.1 0.1 0.1 0.2 0.1 0.4 0.1 -0.0 0.4 0.0 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.3 0.1 0.9 0.1 0.0 0.2 0.0 0.3 0.1 0.0 -0.0 0.1 0.0 0.0 -0.2 -0.7 -0.4 -0.7
SHATZ -0.5 -0.4 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.4 -0.1 -0.3 -0.2 -0.2 -0.4 -0.3 -0.3 -0.3 -0.2 -0.2 -0.1 -0.3 -0.2 1.2 -0.2 -0.0 -0.5 -0.2 -0.4 -0.2 -1.1 -0.2 -0.6 -0.6 -0.6 0.5 0.7 0.7 0.7
SILVER-mini 0.6 0.6 0.3 0.2 0.2 0.5 0.2 0.7 0.2 0.1 0.4 0.2 0.5 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.5 0.2 -1.5 0.2 0.2 0.5 0.2 0.7 0.2 0.0 0.4 0.6 0.6 0.6 0.1 0.7 -0.3 -0.1
SMI 0.4 0.6 0.6 0.1 0.1 0.3 0.1 0.5 0.1 0.2 0.5 0.2 0.6 0.2 0.2 0.2 0.1 0.2 0.1 0.2 0.2 0.2 0.5 0.2 1.7 0.2 0.2 0.5 0.2 0.5 0.2 1.0 0.5 0.6 0.6 0.5 0.1 0.7 0.1 0.7
SOFR -0.4 -0.3 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.2 -0.2 0.6 -0.2 -0.2 0.2 0.1 0.1 0.1 -0.1 0.0 -0.1 0.3 -0.1 -2.7 -0.1 -0.1 0.1 -0.1 0.4 -0.1 0.3 -0.1 -0.1 0.1 -0.0 -0.3 -0.5 -0.3 -0.7
SOYBEAN -0.6 -0.0 0.3 -0.2 -0.0 -0.5 -0.2 -0.7 -0.2 -0.1 0.3 -0.2 0.2 -0.2 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.2 0.0 -0.2 -1.0 -0.1 -0.2 0.3 -0.2 0.2 -0.2 0.1 -0.5 -0.6 0.5 0.6 -0.7 -0.3 -0.7 -0.1
SOYMEAL -0.6 0.0 0.6 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 -0.1 0.0 -0.2 -0.3 -0.1 -0.0 -0.2 -0.3 -0.3 -0.3 -0.0 0.0 -0.1 -0.1 -0.1 -1.9 0.1 -0.0 0.3 -0.1 0.0 -0.1 -0.8 -0.1 -0.6 0.6 0.6 -0.6 -0.7 -0.3 -0.7
SOYOIL -0.5 -0.1 -0.3 -0.2 -0.0 -0.5 -0.2 -0.7 -0.2 -0.1 -0.2 -0.2 0.3 -0.2 -0.2 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.2 0.1 -0.2 -2.6 -0.2 -0.2 -0.3 -0.2 -0.0 -0.2 0.0 -0.5 -0.6 -0.2 0.3 -0.7 -0.6 -0.7 -0.7
SP400 0.4 0.1 -0.0 0.1 0.1 0.2 0.1 0.4 0.1 0.0 0.4 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 0.2 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 0.3 0.1 0.2 -0.3 -0.1 -0.7 -0.3 -0.7
SP500_micro 0.1 -0.2 -0.3 0.1 0.1 0.3 0.1 0.4 0.1 0.1 0.5 0.1 0.6 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.1 0.5 0.1 -2.4 0.0 0.1 0.2 0.1 0.5 0.0 -0.3 0.0 -0.2 -0.1 -0.0 0.0 -0.7 0.0 -0.7
SUGAR11 0.3 0.3 -0.2 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 0.1 -0.4 0.1 -0.5 0.1 -0.1 0.4 0.2 0.3 0.2 -0.1 -0.2 0.0 -0.5 0.0 -2.7 -0.1 0.1 -0.4 0.1 -0.6 0.0 1.1 0.4 0.3 0.3 0.0 -0.4 -0.6 -0.1 -0.5
US10 -0.3 -0.2 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.3 -0.1 0.2 -0.1 -0.1 0.0 0.0 0.0 0.0 -0.0 0.0 -0.0 0.2 -0.1 -1.2 -0.0 -0.1 0.2 -0.0 0.3 -0.0 -0.2 -0.0 0.1 0.2 0.3 -0.7 -0.7 -0.5 -0.7
US10U -0.3 -0.2 0.1 -0.1 -0.0 -0.2 -0.1 -0.2 -0.2 -0.0 0.4 -0.2 0.2 -0.2 -0.0 0.0 -0.0 0.0 0.0 -0.0 0.1 -0.1 0.2 -0.1 -1.9 -0.0 -0.1 0.3 -0.1 0.5 -0.1 -0.3 -0.1 0.2 0.2 0.6 -0.4 -0.4 -0.4 -0.7
US2 -0.1 -0.2 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 0.0 -0.1 -0.0 -0.1 -0.2 -0.3 -0.2 -0.2 -0.0 -0.0 -0.0 0.0 -0.0 2.3 -0.0 -0.1 0.0 -0.0 0.2 -0.0 -1.1 0.2 0.3 0.1 0.1 -0.7 -0.4 -0.7 -0.7
US20 -0.4 -0.4 0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.2 -0.1 -0.1 -0.1 -0.0 0.1 0.1 0.1 0.1 -0.1 0.0 -0.0 0.0 -0.1 -1.2 -0.0 -0.0 0.1 -0.1 0.2 -0.1 0.0 -0.1 0.0 -0.0 0.4 -0.1 0.5 -0.1 -0.6
US30 -0.4 -0.4 0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.2 -0.3 -0.2 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.7 -0.1 -0.0 0.0 -0.1 0.1 -0.1 -0.4 -0.3 0.1 -0.1 0.4 -0.1 0.3 -0.0 -0.5
US5 -0.3 -0.2 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.2 -0.1 0.2 -0.1 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 0.0 -0.0 0.2 -0.0 -0.5 -0.0 -0.1 0.1 -0.0 0.3 -0.0 -0.5 0.1 0.2 0.2 0.2 -0.7 -0.6 -0.7 -0.7
VIX -0.9 -0.4 -0.3 -0.3 -0.3 -0.6 -0.3 -0.3 -0.3 -0.3 -0.9 -0.3 -0.9 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.3 -0.4 -0.3 NaN -0.3 -0.3 -0.6 -0.3 -0.4 -0.3 NaN NaN NaN NaN NaN -0.2 -1.1 NaN NaN
WHEAT -0.4 -0.1 0.1 -0.2 -0.0 -0.5 -0.2 -0.7 -0.2 0.0 -0.5 -0.1 -0.7 -0.2 -0.2 -0.3 -0.4 -0.3 -0.3 -0.2 -0.2 -0.1 -0.5 -0.2 1.5 -0.2 0.1 -0.3 -0.1 -0.5 -0.2 -1.1 -0.1 -0.3 0.4 0.6 -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 16.4 5.8 0.2 -0.6 20.0 -3.7 20.0 2.0 13.0 15.1 13.0 18.1 5.4 17.9 10.2 0.7 -0.9 -0.1 -0.6 11.7 7.3 16.0 4.2 15.9 17.3 10.8 20.0 6.3 18.7 2.0 15.9 5.1 -12.5 10.1 14.3 13.5 5.1 20.0 7.5 20.0
BITCOIN 3.5 -20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 -7.5 -11.3 -10.2 3.2 -16.4 -17.2 -4.2 -6.6 -5.0 -5.8 -20.0 -20.0 -9.4 -4.0 -19.0 -20.0 -20.0 -2.2 -18.7 -8.2 -3.7 -16.9 -0.1 -20.0 -20.0 -20.0 -20.0 4.7 -2.2 -20.0 -16.7
BOBL -18.4 -15.4 -4.0 -9.2 -1.4 -4.2 -6.3 -3.3 -11.0 -0.9 -12.3 -15.1 -4.2 -16.5 -15.4 -20.0 4.7 1.4 6.7 -17.1 -10.2 -13.3 -5.9 -19.8 2.8 -20.0 -5.3 -12.8 -17.8 -6.6 -20.0 4.3 -8.7 -20.0 -19.4 -11.5 5.7 20.0 19.0 20.0
BTP -11.8 -10.4 -0.1 -12.0 -1.8 -5.5 -8.2 -4.3 -14.3 3.3 12.2 -11.9 18.6 -13.3 3.4 13.8 9.4 11.0 10.1 -3.9 3.9 -5.3 9.9 -8.4 -20.0 -7.1 0.6 2.9 -8.2 10.2 -12.9 10.6 -0.6 0.7 3.6 7.8 1.0 20.0 10.1 20.0
BUND -17.7 -14.2 -0.0 -10.4 -1.6 -4.8 -7.1 -3.7 -12.4 1.0 -11.8 -17.4 -10.6 -19.3 -16.7 14.3 4.3 6.1 4.7 -17.0 -9.9 -15.6 -8.2 -20.0 -0.4 -20.0 -6.6 -12.6 -20.0 -7.5 -20.0 1.6 -13.4 -20.0 -18.7 -8.0 1.5 20.0 9.4 20.0
BUXL -14.3 -12.7 0.6 -10.6 -1.6 -4.9 -7.2 -3.8 -12.6 -3.2 -18.1 -18.0 -20.0 -20.0 -18.2 4.1 3.2 4.1 3.8 -19.9 -16.6 -16.3 -19.5 -20.0 0.7 -20.0 -8.0 -20.0 -20.0 -18.0 -20.0 -0.1 -18.2 -17.6 -20.0 -10.0 -6.9 19.0 -1.0 8.3
CAC 0.4 -3.8 8.8 8.5 12.2 13.2 9.1 15.2 7.2 5.9 15.8 11.7 18.4 0.2 10.8 -6.1 -2.1 -4.1 -2.9 6.7 11.4 2.9 12.4 3.6 6.1 5.4 -3.2 7.3 3.3 4.4 3.5 5.2 -0.6 -10.6 -7.3 -4.2 14.1 20.0 10.2 20.0
CAD 20.0 13.8 -6.2 -0.6 20.0 -3.7 20.0 1.9 12.8 19.7 -8.2 20.0 -6.4 20.0 5.8 -7.4 -7.5 -8.1 -7.9 10.4 -1.5 20.0 -6.0 20.0 20.0 8.8 20.0 -2.0 20.0 -4.7 20.0 -6.9 0.2 18.2 16.3 -4.6 -20.0 -20.0 -19.8 -20.0
CANOLA -20.0 -2.2 -10.7 -18.6 -0.7 -20.0 -10.4 -20.0 -14.7 -5.9 -10.4 -11.0 -2.4 -11.3 -11.0 -19.7 -13.7 -20.0 -17.3 -12.9 -8.6 -17.8 -4.6 -18.2 7.5 -13.2 -7.7 -9.0 -16.8 -5.4 -17.9 -15.6 -18.9 -20.0 -6.3 1.1 16.9 20.0 20.0 20.0
CHF 12.5 -3.3 -9.2 -0.5 20.0 -3.2 20.0 1.7 11.2 18.5 3.4 18.8 13.1 6.4 -8.2 -17.2 -16.2 -16.9 -16.3 0.6 1.2 18.9 8.5 10.0 -1.6 1.5 20.0 2.4 20.0 9.2 10.8 -20.0 20.0 1.9 -2.9 4.8 -7.7 -20.0 -7.4 -20.0
COCOA 20.0 -2.4 -20.0 -12.2 -0.4 -14.7 -6.8 -14.4 -9.6 -5.0 -7.4 3.8 -3.2 0.3 -4.6 -3.0 7.0 -2.3 1.3 -4.8 -9.7 2.3 -5.1 1.9 -20.0 -5.6 -0.3 -7.3 0.6 -1.8 -0.9 18.0 8.0 11.8 -0.6 -5.6 -9.1 -2.0 0.5 3.2
COFFEE -20.0 -11.8 11.3 -20.0 -0.9 -20.0 -14.4 -20.0 -20.0 -11.6 11.9 -15.4 14.4 -16.2 -1.9 20.0 15.5 20.0 20.0 -5.4 9.5 -20.0 18.9 -20.0 -20.0 -3.9 -11.2 13.5 -20.0 20.0 -17.8 20.0 -20.0 -20.0 -1.7 20.0 19.8 15.4 20.0 20.0
COPPER 14.1 12.5 13.2 20.0 20.0 20.0 20.0 20.0 20.0 14.4 1.5 14.9 1.1 14.4 14.3 -8.5 -6.2 -7.5 -6.7 16.3 11.6 16.9 8.1 17.5 -4.9 12.8 17.7 11.3 14.6 12.4 13.9 -0.4 -20.0 -15.8 -8.3 -16.7 20.0 20.0 20.0 20.0
CORN -4.4 2.9 6.0 -20.0 -1.2 -20.0 -18.8 -20.0 -20.0 13.7 -3.2 -6.3 -10.6 -9.7 6.0 -20.0 -19.7 -20.0 -20.0 0.4 -1.9 0.2 -11.4 -2.0 9.9 -1.1 11.4 0.3 0.1 -8.1 -4.6 -20.0 7.1 8.4 20.0 20.0 -9.4 -8.0 2.8 -3.0
COTTON2 1.0 -5.8 -5.5 -20.0 -1.3 -20.0 -19.6 -20.0 -20.0 12.9 -20.0 -6.4 -20.0 -20.0 -20.0 -18.2 -15.7 -18.1 -17.1 -16.8 -20.0 -2.7 -20.0 -10.2 -12.7 -20.0 9.0 -20.0 -4.9 -20.0 -17.4 -17.7 11.9 4.7 1.1 11.6 -5.8 -13.2 -4.1 -10.0
CRUDE_W -3.3 -4.3 -7.0 -9.6 4.4 -2.7 -11.4 0.2 -15.2 7.1 -14.3 -4.8 -14.7 -13.6 -18.8 -0.8 4.6 0.6 2.4 -12.5 -11.7 -3.5 -11.4 -10.6 7.9 -18.0 11.6 -16.6 -5.4 -14.9 -15.1 -12.1 10.4 3.7 -8.2 -18.6 20.0 20.0 11.1 20.0
DAX 15.3 -3.9 -10.3 7.4 10.6 11.4 7.8 13.1 6.3 18.1 9.3 19.1 17.0 12.8 3.5 -6.8 -6.6 -6.5 -6.2 3.8 3.5 13.5 14.4 10.8 -12.2 2.8 11.7 -0.0 12.9 7.6 10.0 -1.5 4.0 10.9 -2.0 -20.0 6.7 20.0 3.7 20.0
DOW 11.1 -1.0 3.8 5.7 8.1 8.7 6.0 10.1 4.8 2.2 14.7 7.8 14.4 10.6 11.2 -6.9 -8.2 -7.7 -7.8 13.1 14.9 8.1 15.0 11.1 -11.1 9.3 7.0 11.0 6.6 11.4 8.0 -4.3 11.4 5.2 9.5 3.9 -4.7 -20.0 -7.8 -20.0
DX -18.6 -0.5 12.1 -0.5 20.0 -3.3 20.0 1.8 11.7 -13.5 4.7 -15.5 -14.0 -14.6 6.7 5.9 6.2 6.0 6.0 -1.9 0.5 -13.0 -7.0 -11.1 -20.0 -3.0 -17.8 1.5 -15.5 -3.3 -13.2 16.8 -20.0 -20.0 1.9 13.4 2.3 16.2 5.0 18.7
EUR 17.4 2.3 -6.3 -0.6 20.0 -3.9 20.0 2.0 13.5 20.0 9.0 20.0 18.3 20.0 -2.7 -8.3 -7.9 -8.3 -8.0 7.4 6.4 18.5 15.3 16.6 14.9 11.8 20.0 7.8 20.0 13.8 20.0 -7.3 10.6 11.3 12.7 6.6 -3.7 -20.0 -2.2 -20.0
EURIBOR-ICE -20.0 -17.7 -9.6 -6.6 -1.0 -3.1 -4.5 -2.4 -7.9 -1.3 -6.7 -11.0 4.6 -12.0 -11.1 12.6 11.2 12.8 12.6 -12.5 -6.0 -10.3 0.3 -15.1 1.8 -14.8 -3.9 -7.4 -12.6 -1.4 -18.3 14.5 -7.2 -20.0 -16.7 -9.3 6.5 20.0 14.5 20.0
EUROSTX 7.1 -1.3 8.7 7.9 11.4 12.2 8.4 14.2 6.7 9.5 19.5 16.3 20.0 13.5 17.0 1.5 -1.4 -1.4 -1.7 13.9 17.1 8.1 19.4 11.0 -6.9 12.5 4.1 13.0 8.1 11.9 10.4 6.6 -1.3 4.9 7.8 4.0 12.1 20.0 8.7 20.0
FEEDCOW 20.0 -8.5 -16.7 -14.2 -0.5 -17.2 -8.0 -16.7 -11.2 6.3 2.2 10.0 6.7 6.0 -1.3 12.6 9.3 14.1 13.1 2.7 4.3 10.4 11.1 8.9 -20.0 -0.3 4.6 3.9 6.7 12.9 4.0 20.0 15.6 20.0 -2.8 8.0 20.0 20.0 20.0 20.0
GASOIL -17.9 -10.8 0.8 -6.3 2.9 -1.8 -7.5 0.2 -10.0 -0.2 4.8 -9.0 5.1 -10.3 -6.2 12.0 15.3 17.4 17.3 -6.1 0.9 -8.9 2.9 -11.8 -1.7 -5.3 2.8 2.1 -8.9 4.0 -11.6 9.7 -1.2 -8.0 -0.1 6.8 9.3 17.8 -1.0 8.2
GASOLINE -14.0 -6.8 -3.6 -8.7 4.0 -2.4 -10.3 0.2 -13.7 2.6 -3.6 -9.6 -0.6 -12.9 -10.1 -20.0 12.1 -5.4 6.9 -10.0 -4.3 -9.0 -1.7 -14.1 -18.1 -16.5 6.0 -9.9 -12.0 -5.3 -20.0 1.2 0.1 -9.2 -5.8 -10.7 20.0 20.0 18.3 20.0
GAS_US_mini -17.4 7.8 13.4 -6.2 2.8 -1.7 -7.4 0.1 -9.8 -5.4 -5.4 -11.6 -8.5 -8.6 -2.2 20.0 -20.0 -20.0 -20.0 -2.5 -1.3 -11.2 -3.0 -9.0 20.0 -1.5 -1.0 -0.3 -8.4 -1.4 -6.8 -20.0 -11.5 -3.6 8.8 7.8 4.1 -20.0 -13.4 -20.0
GBP 20.0 4.9 -12.7 -0.6 20.0 -3.8 20.0 2.0 13.4 20.0 -2.4 20.0 12.9 20.0 1.1 0.2 -0.0 0.2 0.1 6.6 0.2 20.0 5.9 18.2 2.2 9.3 20.0 1.9 20.0 7.7 20.0 6.5 5.3 20.0 8.8 2.6 7.3 -5.8 9.9 -6.0
GOLD_micro 16.3 18.8 7.3 20.0 20.0 20.0 20.0 19.2 20.0 13.7 12.6 15.1 13.7 13.3 12.9 -8.9 -10.5 -9.0 -9.5 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 -6.5 -1.8 -7.3 -0.2 20.0 6.3 3.6 -11.9 -17.8
HEATOIL -19.1 -9.6 -1.2 -6.1 2.8 -1.7 -7.3 0.1 -9.7 -3.9 3.6 -9.5 4.5 -10.6 -6.5 15.7 11.3 15.0 13.0 -6.0 0.7 -9.7 2.9 -11.8 -15.9 -5.8 0.5 0.2 -9.0 2.9 -11.1 2.3 -2.1 -11.2 1.8 0.2 20.0 11.4 -5.8 -9.9
JGB-SGX-mini -14.1 -16.6 -13.0 -6.5 -1.0 -3.0 -4.5 -2.3 -7.8 -7.5 -14.0 -11.8 -13.2 -13.0 -13.7 14.3 14.1 15.1 14.2 -20.0 -18.9 -18.7 -16.9 -20.0 -4.4 -20.0 -15.7 -16.6 -20.0 -13.4 -20.0 17.9 -20.0 -20.0 -20.0 -20.0 -8.8 -20.0 0.3 -20.0
JPY 9.7 -5.2 -17.1 -0.4 20.0 -2.4 14.9 1.3 8.3 -3.1 -15.1 -3.3 -13.4 -10.4 -13.9 -9.4 -10.7 -9.9 -10.0 -14.4 -17.1 -6.3 -14.4 -8.6 20.0 -15.7 -6.7 -16.6 -8.4 -12.7 -10.5 -11.3 -20.0 -20.0 -17.9 -20.0 -7.0 -12.5 -6.6 -14.7
LEANHOG 20.0 -0.6 -15.9 -20.0 -1.1 -20.0 -17.7 -20.0 -20.0 20.0 1.1 20.0 10.5 18.6 -5.3 -20.0 20.0 -3.6 18.1 3.2 -1.5 20.0 5.5 17.3 -2.3 4.0 18.9 -3.0 20.0 2.6 18.6 20.0 20.0 20.0 20.0 20.0 0.7 11.3 10.0 20.0
LIVECOW 20.0 -8.4 -20.0 -13.9 -0.5 -16.8 -7.8 -16.4 -11.0 3.9 1.5 9.6 6.3 6.0 -0.6 -1.1 7.5 -1.6 2.4 0.9 1.6 8.1 7.8 6.8 -20.0 -2.4 2.7 0.5 4.7 8.4 2.1 20.0 11.9 20.0 -3.6 5.0 20.0 15.6 20.0 20.0
LUMBER-new 13.3 -14.9 -20.0 -20.0 -0.9 -20.0 -13.7 -20.0 -19.3 -11.6 -16.7 5.2 -15.0 -10.0 -14.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -2.8 -20.0 -7.7 NaN -20.0 -11.3 -20.0 -3.3 -18.5 -7.1 -20.0 9.5 18.6 -18.0 -5.5 3.9 20.0 8.1 20.0
MXP 14.2 9.0 3.3 -0.6 20.0 -4.0 20.0 2.1 13.9 20.0 20.0 20.0 20.0 20.0 20.0 13.0 12.9 12.9 12.7 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 11.4 15.0 20.0 20.0 9.8 9.6 13.0 13.5
NASDAQ_micro -0.3 -12.5 -11.2 5.0 7.2 7.7 5.3 8.9 4.2 5.6 11.6 4.5 12.8 1.9 5.2 -7.4 -8.7 -8.2 -8.4 4.6 11.4 2.0 15.7 0.5 -20.0 1.1 6.6 7.3 -0.1 11.2 -2.2 -5.3 -12.1 -9.6 -6.0 3.4 -0.5 -20.0 -1.0 -20.0
NIKKEI -4.4 -5.7 10.7 4.7 6.8 7.3 5.0 8.4 4.0 7.4 11.1 5.0 11.8 -1.4 8.3 7.6 6.8 4.8 5.3 10.4 19.4 2.6 20.0 2.6 -14.0 10.0 6.3 19.5 1.9 19.4 1.8 19.8 -7.5 -7.6 3.8 20.0 -3.8 4.4 -3.8 8.3
NZD 19.5 9.0 -11.2 -0.5 20.0 -3.1 19.3 1.6 10.8 11.3 -8.4 15.7 -11.2 15.5 -3.8 -4.2 -3.4 -4.3 -4.0 1.0 -7.9 10.7 -9.3 9.8 15.9 -2.8 19.8 -10.7 11.5 -11.1 7.6 0.0 -11.5 7.0 -1.4 -10.0 3.2 20.0 6.1 20.0
OAT -14.5 -6.3 3.9 -9.6 -1.5 -4.4 -6.6 -3.4 -11.5 3.4 0.3 -14.1 -4.6 -14.7 -2.4 14.6 12.6 16.2 15.5 -6.9 -2.9 -8.9 -3.4 -11.0 0.9 -9.1 -1.7 -3.4 -11.5 -2.1 -14.3 18.0 -9.0 -6.9 -0.5 3.1 -0.0 20.0 9.1 20.0
OATIES -10.0 -1.5 -8.2 -19.0 -0.7 -20.0 -10.6 -20.0 -15.0 7.9 -12.9 -3.5 -11.5 -7.0 -10.8 -16.6 -11.8 -19.9 -17.3 -13.3 -13.3 -5.0 -11.3 -11.7 -5.4 -15.4 2.2 -14.7 -5.5 -12.1 -13.2 -14.1 -4.5 -15.5 -7.9 -4.4 -7.8 -14.5 -3.4 -15.4
OJ 20.0 0.9 -18.3 -9.4 -0.3 -11.3 -5.3 -11.1 -7.4 6.3 -6.0 6.2 -6.4 1.0 -4.8 -3.8 2.2 -3.7 -1.6 -4.4 -8.6 14.5 -8.8 4.5 -20.0 -3.4 17.7 -6.3 12.0 -5.9 3.5 11.0 20.0 17.0 -0.3 -3.5 -15.6 -17.3 -7.1 -16.8
PALLAD 20.0 8.8 12.5 18.7 20.0 18.9 20.0 17.8 20.0 12.8 9.4 14.1 8.1 11.6 9.7 -4.2 -3.1 -3.5 -3.3 20.0 16.2 20.0 12.2 20.0 19.5 19.3 20.0 17.8 20.0 16.1 20.0 5.2 20.0 11.2 2.0 4.2 2.0 -8.9 -20.0 -20.0
PLAT 20.0 5.6 -1.2 20.0 20.0 20.0 20.0 19.6 20.0 14.1 13.7 15.6 12.6 14.3 13.1 -5.9 -4.0 -4.9 -4.2 20.0 19.6 20.0 16.5 20.0 0.5 19.0 20.0 15.3 20.0 15.1 20.0 3.7 20.0 20.0 15.0 0.5 20.0 11.4 -20.0 -14.6
REDWHEAT -4.7 3.1 6.1 -20.0 -1.1 -20.0 -17.4 -20.0 -20.0 16.3 -17.5 0.5 -20.0 -8.8 -6.5 -15.2 -16.2 -15.8 -16.5 -6.7 -11.8 1.0 -20.0 -5.8 6.7 -4.5 20.0 -6.7 2.3 -14.1 -5.4 -18.0 8.6 5.0 20.0 20.0 -20.0 -20.0 -20.0 -20.0
RICE 2.5 7.3 -16.1 -11.5 -0.4 -13.8 -6.4 -13.5 -9.1 4.1 -8.8 -1.3 -8.9 -5.2 -8.1 -20.0 -13.6 -20.0 -19.3 -11.8 -15.6 -2.1 -16.6 -7.2 0.3 -10.9 3.5 -13.9 -1.9 -15.2 -6.7 -18.5 -2.8 -4.7 -4.7 -10.0 -10.0 -15.1 0.5 -14.4
ROBUSTA -20.0 -17.2 2.9 -13.7 -0.5 -16.5 -7.7 -16.1 -10.8 -4.3 0.7 -8.2 -0.7 -8.7 -5.3 14.4 13.0 11.7 11.8 -9.2 -2.7 -15.6 0.1 -16.7 -20.0 -7.9 -3.3 -2.6 -13.1 0.2 -14.0 20.0 -15.6 -20.0 -7.4 10.7 -4.9 15.2 8.7 20.0
RUSSELL 12.4 -1.5 4.4 5.5 7.9 8.4 5.8 9.8 4.6 -0.5 13.6 4.6 12.5 9.7 10.2 -4.4 -5.2 -4.7 -4.8 9.8 11.4 5.8 10.9 8.7 6.7 6.7 4.6 8.9 4.6 9.1 5.9 0.7 -0.5 3.5 1.4 1.0 -5.4 -20.0 -11.7 -20.0
SHATZ -14.0 -12.1 -9.0 -8.5 -1.3 -3.9 -5.8 -3.1 -10.2 5.1 -15.8 -11.7 -7.9 -14.1 -15.4 -20.0 -17.3 -17.2 -16.1 -18.0 -14.2 -10.6 -9.4 -17.7 8.9 -20.0 -4.0 -17.0 -15.2 -10.1 -20.0 -20.0 -6.6 -20.0 -18.3 -17.7 15.1 20.0 20.0 20.0
SILVER-mini 20.0 20.0 9.5 20.0 20.0 20.0 20.0 19.2 20.0 13.7 15.0 15.0 14.3 15.3 15.3 -5.4 -6.3 -5.7 -6.0 20.0 20.0 20.0 20.0 20.0 -11.2 20.0 20.0 20.0 20.0 20.0 20.0 0.1 14.8 20.0 20.0 20.0 4.0 20.0 -9.8 -2.2
SMI 13.4 18.2 17.0 7.7 11.1 11.9 8.2 13.8 6.6 19.3 20.0 20.0 16.1 20.0 20.0 10.5 4.8 7.7 5.8 20.0 20.0 20.0 17.5 20.0 12.8 20.0 20.0 20.0 20.0 14.8 20.0 18.1 20.0 19.8 20.0 16.3 3.2 20.0 4.3 20.0
SOFR -13.5 -9.8 -6.9 -11.3 -1.7 -5.2 -7.7 -4.0 -13.4 -13.7 8.5 -16.0 15.4 -15.5 -14.6 7.6 6.0 7.5 7.0 -8.8 1.8 -10.7 10.5 -12.8 -20.0 -7.5 -12.0 2.5 -10.8 10.0 -11.8 5.0 -6.0 -4.0 3.2 -0.3 -9.9 -16.4 -8.7 -20.0
SOYBEAN -20.0 -0.2 9.1 -20.0 -1.1 -20.0 -17.6 -20.0 -20.0 -14.3 10.6 -20.0 4.4 -14.6 0.2 -3.2 -5.2 -2.9 -4.6 -4.0 5.4 -20.0 0.6 -20.0 -7.2 -6.3 -19.2 9.9 -20.0 6.0 -20.0 1.5 -20.0 -20.0 15.0 20.0 -20.0 -8.3 -20.0 -3.7
SOYMEAL -20.0 1.4 20.0 -20.0 -0.8 -20.0 -12.1 -20.0 -17.0 -6.4 0.9 -14.8 -9.0 -10.8 -0.4 -11.0 -14.9 -13.3 -15.0 -2.4 1.9 -13.7 -4.5 -12.9 -13.9 4.7 -4.5 9.7 -13.3 0.1 -9.8 -15.9 -5.3 -19.5 20.0 20.0 -17.8 -20.0 -8.6 -20.0
SOYOIL -14.8 -2.9 -9.6 -20.0 -1.1 -20.0 -17.2 -20.0 -20.0 -14.9 -6.1 -19.4 7.3 -14.9 -15.7 -8.5 -5.4 -8.2 -6.9 -13.3 -5.0 -20.0 3.9 -20.0 -19.4 -20.0 -20.0 -9.4 -20.0 -0.7 -20.0 0.1 -20.0 -20.0 -6.1 8.6 -20.0 -18.6 -20.0 -20.0
SP400 13.2 3.3 -0.6 5.7 8.2 8.8 6.0 10.1 4.8 4.4 13.3 8.0 8.1 11.4 9.7 -5.7 -5.9 -5.8 -5.7 8.3 6.7 9.5 6.0 10.3 1.3 4.8 9.0 2.9 8.3 2.1 7.6 -0.7 11.1 4.5 4.9 -10.6 -4.5 -20.0 -7.8 -20.0
SP500_micro 2.9 -7.3 -8.8 6.3 9.1 9.8 6.8 11.3 5.4 12.2 16.8 10.0 17.3 9.8 11.0 -8.3 -9.5 -8.9 -9.1 8.9 16.3 7.2 20.0 5.2 -18.2 2.8 13.9 8.5 4.7 12.6 1.1 -6.5 0.1 -6.0 -1.8 -0.7 0.4 -20.0 0.3 -20.0
SUGAR11 9.6 8.2 -7.1 -20.0 -0.8 -20.0 -11.6 -20.0 -16.4 10.9 -13.1 5.8 -14.5 5.9 -8.7 18.9 10.8 15.4 10.6 -6.5 -14.3 5.1 -17.3 1.0 -20.0 -7.1 14.2 -14.9 6.2 -16.8 1.2 20.0 18.0 10.4 9.5 1.5 -11.1 -18.0 -3.8 -13.6
US10 -10.4 -7.1 0.9 -9.7 -1.5 -4.5 -6.6 -3.4 -11.5 -6.5 11.2 -10.4 6.2 -10.5 -5.6 2.0 0.5 2.0 1.7 -3.1 3.9 -5.1 6.7 -6.5 -8.8 -1.0 -6.2 6.2 -4.3 9.5 -4.6 -4.3 -0.5 4.4 5.4 9.2 -19.7 -20.0 -14.9 -20.0
US10U -10.6 -7.6 3.9 -12.3 -1.9 -5.7 -8.4 -4.4 -14.7 -5.4 14.9 -16.3 4.2 -16.4 -1.2 2.2 -0.5 1.5 0.6 -2.7 6.0 -6.1 7.4 -7.8 -14.2 -0.3 -6.6 10.8 -6.0 13.9 -6.8 -6.3 -4.3 5.4 6.3 18.5 -11.3 -12.0 -11.8 -20.0
US2 -2.6 -5.8 -1.7 -9.3 -1.4 -4.3 -6.4 -3.3 -11.1 -3.2 0.3 1.7 -3.3 -3.1 -7.0 -9.8 -14.6 -11.5 -12.4 -3.3 -0.6 -1.1 0.9 -2.1 17.4 -2.0 -9.4 1.0 -0.7 4.3 -0.9 -20.0 8.5 9.4 4.5 2.2 -20.0 -12.2 -20.0 -20.0
US20 -12.2 -10.9 5.0 -8.4 -1.3 -3.9 -5.7 -3.0 -10.0 2.0 6.9 -10.7 -3.9 -12.7 -2.6 4.4 3.2 4.2 3.9 -4.8 1.3 -4.9 1.7 -8.0 -9.3 -4.0 -1.9 3.9 -5.0 5.5 -8.0 0.0 -5.1 1.2 -1.5 11.7 -2.9 14.3 -2.4 -17.4
US30 -11.7 -10.8 5.2 -9.9 -1.5 -4.6 -6.7 -3.5 -11.8 -3.5 3.5 -15.1 -9.4 -17.4 -5.0 1.1 -1.7 0.4 -0.7 -7.4 -1.1 -7.4 -2.1 -10.9 -5.5 -7.4 -4.0 1.8 -8.7 2.5 -12.3 -8.3 -10.7 1.7 -3.3 11.7 -2.4 8.5 -0.3 -14.3
US5 -7.8 -6.2 -1.9 -9.6 -1.5 -4.4 -6.6 -3.4 -11.5 -4.7 9.1 -6.9 6.0 -7.5 -6.4 -0.2 -2.9 -1.1 -1.7 -2.9 2.6 -3.5 5.7 -4.5 -3.9 -1.3 -7.6 4.3 -2.7 8.3 -3.0 -10.0 2.8 5.3 6.7 5.1 -20.0 -19.1 -20.0 -20.0
VIX -18.1 -8.4 -6.4 -20.0 -20.0 -13.1 -20.0 -6.0 -20.0 -20.0 -20.0 -20.0 -15.9 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -15.8 -20.0 -9.9 -20.0 NaN -20.0 -20.0 -14.9 -20.0 -7.1 -20.0 NaN NaN NaN NaN NaN -3.3 -20.0 NaN NaN
WHEAT -11.1 -3.0 1.9 -20.0 -1.1 -20.0 -17.7 -20.0 -20.0 0.9 -20.0 -12.7 -20.0 -18.5 -16.5 -16.8 -18.0 -17.1 -17.5 -14.5 -15.6 -10.0 -20.0 -16.0 11.2 -14.1 6.4 -10.8 -11.6 -14.3 -18.2 -20.0 -3.8 -8.3 11.0 20.0 -20.0 -20.0 -20.0 -20.0
End of report for caleb_strategy_v3