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Strategy report for caleb_strategy_v3 backtest timestamp 20260101_204208 produced at 2026-01-01 21:44:03.154837
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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 0.11 0.00 -2.25 0.0 0.00 0.00 0.00 0.00 -19.87 11.0 0 0
caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.69 0.0 0.00 0.00 0.00 0.00 -42.64 16.0 0 0
caleb_strategy_v3 VIX False False 0.01 -0.23 -0.36 0.0 999.00 -999.00 -0.23 -0.24 -39.03 999999999.0 -25 -26
caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.31 0.0 0.00 0.00 0.00 0.00 -5.30 24.0 0 0
caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.13 0.0 0.00 0.00 0.00 0.00 -31.39 59.0 0 0
caleb_strategy_v3 US2 False True 0.10 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -0.91 13.0 0 0
caleb_strategy_v3 EURIBOR-ICE False False 0.13 0.00 -0.09 0.0 1.34 -1.34 0.00 0.00 -0.64 10.0 0 0
caleb_strategy_v3 COTTON2 False False 0.02 -0.09 -0.08 0.0 0.17 -0.17 -0.09 -0.09 -5.22 11.0 -6 -6
caleb_strategy_v3 JPY False False 0.04 -0.11 -0.08 0.0 0.64 -0.64 -0.11 -0.11 -2.01 17.0 -3 -3
caleb_strategy_v3 US5 False False 0.05 0.00 -0.07 0.0 1.28 -1.28 0.00 0.00 -1.33 25.0 0 0
caleb_strategy_v3 BOBL False False 0.06 0.00 -0.07 0.0 1.21 -1.21 0.00 0.00 -1.09 19.0 0 0
caleb_strategy_v3 DX False False 0.05 0.00 -0.06 0.0 999.00 -999.00 0.00 0.00 -1.23 999999999.0 0 0
caleb_strategy_v3 US10 False False 0.05 0.00 -0.05 0.0 0.90 -0.90 0.00 0.00 -0.94 17.0 0 0
caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.05 0.0 0.02 -0.02 0.00 0.00 -6.21 3.0 0 0
caleb_strategy_v3 CORN False False 0.01 0.00 -0.04 0.0 0.13 -0.13 0.00 0.00 -3.76 12.0 0 0
caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -4.88 2.0 0 0
caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.04 0.0 999.00 -999.00 0.00 0.00 -1.08 999999999.0 0 0
caleb_strategy_v3 BUND False False 0.07 -0.35 -0.04 0.0 0.70 -0.70 -0.35 -0.21 -0.51 10.0 -5 -3
caleb_strategy_v3 RICE False True 0.01 -0.03 -0.04 0.0 0.00 -0.03 -0.03 -0.03 -4.32 4.0 -3 -3
caleb_strategy_v3 US10U False False 0.05 0.00 -0.03 0.0 0.70 -0.70 0.00 0.00 -0.49 13.0 0 0
caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.03 0.0 0.21 -0.21 0.00 0.00 -6.11 51.0 0 0
caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.07 -0.03 0.0 0.55 -0.55 -0.07 -0.05 -1.27 23.0 -3 -2
caleb_strategy_v3 CHF False False 0.07 -0.22 -0.03 0.0 0.97 -0.97 -0.22 -0.22 -0.34 13.0 -3 -3
caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.12 -0.12 -0.04 -0.04 -2.46 9.0 -3 -3
caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.02 0.0 0.10 -0.10 -0.04 -0.04 -1.60 8.0 -3 -3
caleb_strategy_v3 SOYBEAN False False 0.02 -0.02 -0.02 0.0 0.17 -0.17 -0.02 -0.02 -0.97 7.0 -1 -1
caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.02 0.0 0.13 -0.13 -0.01 -0.04 -1.50 9.0 -1 -3
caleb_strategy_v3 SOYOIL False False 0.01 -0.10 -0.02 0.0 0.14 -0.14 -0.10 -0.08 -1.80 10.0 -7 -6
caleb_strategy_v3 BUXL False False 0.06 -0.24 -0.02 0.0 0.24 -0.24 -0.24 -0.24 -0.38 4.0 -4 -4
caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.14 -0.14 -0.03 -0.03 -2.28 18.0 -4 -4
caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.12 9.0 0 0
caleb_strategy_v3 US30 False False 0.06 -0.11 -0.01 0.0 0.33 -0.33 -0.11 -0.17 -0.25 6.0 -2 -3
caleb_strategy_v3 GOLD_micro False False 0.02 -0.10 -0.01 0.0 1.14 -1.14 -0.10 -0.16 -0.26 56.0 -5 -8
caleb_strategy_v3 GAS_US_mini False False 0.00 -0.01 -0.01 0.0 0.10 -0.10 -0.01 -0.01 -4.05 26.0 -3 -3
caleb_strategy_v3 OJ False False 0.01 -0.03 -0.01 0.0 0.04 -0.04 -0.03 -0.03 -0.61 3.0 -2 -2
caleb_strategy_v3 HEATOIL False False 0.04 -0.04 -0.01 0.0 0.12 -0.12 -0.04 -0.04 -0.33 3.0 -1 -1
caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.74 -0.74 -0.03 -0.03 -0.39 26.0 -1 -1
caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.43 -0.43 0.00 0.00 -0.37 23.0 0 0
caleb_strategy_v3 SP500_micro False False 0.02 -0.03 -0.01 0.0 0.78 -0.78 -0.03 -0.02 -0.87 48.0 -2 -1
caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.01 0.0 0.13 -0.13 0.00 0.00 -0.46 5.0 0 0
caleb_strategy_v3 COFFEE False False 0.06 0.00 0.00 0.0 0.35 -0.35 0.00 0.00 0.03 6.0 0 0
caleb_strategy_v3 PALLAD False False 0.08 0.00 0.00 0.0 0.16 -0.16 0.00 0.00 0.05 2.0 0 0
caleb_strategy_v3 DOW False False 0.01 0.00 0.00 0.0 0.75 -0.75 0.00 0.10 0.41 66.0 0 9
caleb_strategy_v3 SP400 False False 0.16 0.31 -0.00 0.0 0.31 -0.31 0.31 0.16 -0.00 2.0 2 1
caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.01 0.0 0.40 -0.40 0.00 0.01 2.11 68.0 0 1
caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.49 -0.49 0.00 0.00 0.20 10.0 0 0
caleb_strategy_v3 SILVER-mini False False 0.08 0.17 0.01 0.0 999.00 -999.00 0.17 0.17 0.17 999999999.0 2 2
caleb_strategy_v3 GASOIL False False 0.03 0.03 0.02 0.0 0.12 -0.12 0.03 0.03 0.60 4.0 1 1
caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.02 0.0 0.74 -0.74 0.00 0.00 0.55 17.0 0 0
caleb_strategy_v3 BTP False False 0.07 0.00 0.03 0.0 0.66 -0.66 0.00 0.00 0.44 10.0 0 0
caleb_strategy_v3 NZD False False 0.03 0.00 0.03 0.0 0.57 -0.57 0.00 0.00 0.97 21.0 0 0
caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.05 0.0 0.65 -0.65 0.08 0.08 0.66 8.0 1 1
caleb_strategy_v3 OAT False False 0.07 0.13 0.06 0.0 0.66 -0.66 0.13 0.13 0.91 10.0 2 2
caleb_strategy_v3 DAX False False 0.01 0.00 0.07 0.0 0.79 -0.79 0.00 0.00 5.00 58.0 0 0
caleb_strategy_v3 CAD False False 0.03 0.03 0.07 0.0 0.99 -0.99 0.03 0.03 2.04 29.0 1 1
caleb_strategy_v3 LEANHOG False False 0.02 0.03 0.08 0.0 0.22 -0.22 0.03 0.03 4.70 13.0 2 2
caleb_strategy_v3 COPPER False False 0.07 0.20 0.09 0.0 999.00 -999.00 0.20 0.20 1.41 999999999.0 3 3
caleb_strategy_v3 EUR False False 0.07 0.00 0.10 0.0 0.97 -0.97 0.00 0.00 1.39 14.0 0 0
caleb_strategy_v3 CAC False True 0.04 0.00 0.11 0.0 0.00 0.00 0.00 0.00 2.47 12.0 0 0
caleb_strategy_v3 GBP False False 0.04 0.28 0.11 0.0 0.87 -0.87 0.28 0.32 2.80 22.0 7 8
caleb_strategy_v3 EUROSTX False False 0.03 0.16 0.12 0.0 0.64 -0.64 0.16 0.23 3.83 20.0 5 7
caleb_strategy_v3 NIKKEI False False 0.02 0.17 0.15 0.0 0.54 -0.54 0.17 0.15 9.70 36.0 11 10
caleb_strategy_v3 AUD False False 0.03 0.00 0.15 0.0 0.59 -0.59 0.00 0.00 4.66 19.0 0 0
caleb_strategy_v3 SMI False True 0.08 0.00 0.19 0.0 0.00 0.00 0.00 0.00 2.43 9.0 0 0
caleb_strategy_v3 MXP False False 0.01 0.62 0.80 0.0 0.78 -0.78 0.62 0.62 61.54 60.0 48 48
Risk overlay
Config arg not supplied
Percentage vol target 25.0
Normal risk 24.6 Shocked risk 75.9
Sum abs risk 61.6 Leverage 8.22
Risk scalar 1.00
Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2132858.49, 'annual_cash_vol_target': 533214.6225, 'daily_cash_vol_target': 33325.91390625}
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Vol calculation
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Daily return vol Price Daily % vol annual % vol
AUD 0.0033 0.6674 0.4943 7.9084
BITCOIN 1973.8529 88085.0000 2.2409 35.8536
BOBL 0.1730 116.1600 0.1489 2.3827
BTP 0.4265 120.1800 0.3549 5.6785
BUND 0.3603 127.5700 0.2824 4.5185
BUXL 0.8166 110.1200 0.7415 11.8648
CAC 49.7358 8154.0000 0.6100 9.7593
CAD 0.0025 0.7310 0.3433 5.4927
CANOLA 7.4633 602.4000 1.2389 19.8229
CHF 0.0048 1.2714 0.3737 5.9797
COCOA 134.3653 6102.0000 2.2020 35.2318
COFFEE 5.2315 333.3500 1.5694 25.1101
COPPER 0.0842 5.6940 1.4789 23.6621
CORN 3.6459 460.2500 0.7921 12.6744
COTTON2 0.6089 64.2700 0.9474 15.1581
CRUDE_W 0.7910 56.9800 1.3882 22.2109
DAX 154.4783 24690.0000 0.6257 10.0107
DOW 289.4113 48336.0000 0.5987 9.5800
DX 0.3281 98.0450 0.3346 5.3540
EUR 0.0039 1.1786 0.3272 5.2357
EURIBOR-ICE 0.0333 97.6250 0.0341 0.5458
EUROSTX 40.4868 5841.0000 0.6931 11.0904
FEEDCOW 3.1205 344.1750 0.9067 14.5068
GASOIL 10.8277 615.7500 1.7585 28.1352
GASOLINE 0.0283 1.9613 1.4446 23.1131
GAS_US_mini 0.1432 3.1550 4.5400 72.6403
GBP 0.0056 1.3473 0.4165 6.6635
GOLD_micro 48.7926 4332.7000 1.1261 18.0184
HEATOIL 0.0375 2.0700 1.8137 29.0200
JGB-SGX-mini 0.2120 132.2500 0.1603 2.5645
JPY 0.0000 0.0064 0.5855 9.3687
LEANHOG 1.0280 89.8750 1.1438 18.3010
LIVECOW 2.0338 232.1250 0.8762 14.0185
LUMBER-new 7.0711 576.0000 1.2276 19.6419
MXP 0.0003 0.0552 0.4753 7.6040
NASDAQ_micro 206.0510 25456.7500 0.8094 12.9507
NIKKEI 474.1961 50400.0000 0.9409 15.0538
NZD 0.0032 0.5772 0.5605 8.9673
OAT 0.3760 120.5900 0.3118 4.9891
OATIES 5.2504 310.0000 1.6937 27.0990
OJ 6.3588 201.2000 3.1604 50.5668
PALLAD 75.7942 1661.0000 4.5632 73.0107
PLAT 82.9491 2070.0000 4.0072 64.1153
REDWHEAT 7.5723 528.0000 1.4341 22.9464
RICE 0.1484 9.9450 1.4917 23.8673
ROBUSTA 67.9174 3949.0000 1.7199 27.5178
RUSSELL 24.7247 2498.0000 0.9898 15.8365
SHATZ 0.0498 106.7900 0.0467 0.7464
SILVER-mini 2.1139 71.3750 2.9617 47.3876
SMI 73.8480 13207.0000 0.5592 8.9465
SOFR 0.0440 96.5450 0.0456 0.7293
SOYBEAN 8.0815 1064.2500 0.7594 12.1498
SOYMEAL 3.6014 304.0000 1.1847 18.9547
SOYOIL 0.5764 49.0800 1.1743 18.7889
SP400 27.1712 3325.2000 0.8171 13.0741
SP500_micro 41.6687 6892.5000 0.6046 9.6728
SUGAR11 0.2271 14.6600 1.5490 24.7841
US10 0.2904 112.2969 0.2586 4.1378
US10U 0.3761 115.0156 0.3270 5.2313
US2 0.0680 104.3945 0.0652 1.0428
US20 0.5789 115.5938 0.5008 8.0125
US30 0.8272 118.0000 0.7011 11.2168
US5 0.1846 109.3047 0.1689 2.7029
VIX 0.4222 19.6500 2.1485 34.3754
WHEAT 6.5173 564.0000 1.1556 18.4888
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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 667.40 0.49 329.88 1.00 329.88 33325.91 101.02 17.76 179.41
BITCOIN 88.08 2.24 197.39 1.00 197.39 33325.91 168.84 -17.15 -289.49
BOBL 1161.60 0.15 172.98 1.17 203.57 33325.91 163.71 -6.57 -107.54
BTP 1201.80 0.35 426.53 1.17 501.96 33325.91 66.39 1.93 12.83
BUND 1275.70 0.28 360.27 1.17 423.98 33325.91 78.60 -6.41 -50.38
BUXL 1101.20 0.74 816.59 1.17 960.99 33325.91 34.68 -10.77 -37.34
CAC 815.40 0.61 497.36 1.17 585.63 33325.91 56.91 12.69 72.19
CAD 730.95 0.34 250.93 1.00 250.93 33325.91 132.81 5.92 78.66
CANOLA 120.48 1.24 149.27 0.73 109.07 33325.91 305.54 -8.20 -250.67
CHF 1589.31 0.37 593.98 1.00 593.98 33325.91 56.11 -2.34 -13.11
COCOA 610.20 2.20 1343.65 1.00 1343.65 33325.91 24.80 -6.42 -15.93
COFFEE 1250.06 1.57 1961.82 1.00 1961.82 33325.91 16.99 1.34 2.28
COPPER 1423.50 1.48 2105.18 1.00 2105.18 33325.91 15.83 8.19 12.96
CORN 230.12 0.79 182.29 1.00 182.29 33325.91 182.82 -8.44 -154.31
COTTON2 321.35 0.95 304.44 1.00 304.44 33325.91 109.47 -19.57 -214.25
CRUDE_W 569.80 1.39 790.99 1.00 790.99 33325.91 42.13 -1.00 -4.23
DAX 246.90 0.63 154.48 1.17 181.80 33325.91 183.32 7.99 146.45
DOW 241.68 0.60 144.71 1.00 144.71 33325.91 230.30 0.76 17.44
DX 980.45 0.33 328.08 1.00 328.08 33325.91 101.58 -4.65 -47.19
EUR 1473.19 0.33 482.07 1.00 482.07 33325.91 69.13 7.74 53.52
EURIBOR-ICE 2440.62 0.03 83.25 1.17 98.03 33325.91 339.95 -0.55 -18.69
EUROSTX 584.10 0.69 404.87 1.17 476.46 33325.91 69.94 16.05 112.23
FEEDCOW 1720.88 0.91 1560.27 1.00 1560.27 33325.91 21.36 9.25 19.76
GASOIL 615.75 1.76 1082.77 1.00 1082.77 33325.91 30.78 4.48 13.79
GASOLINE 823.75 1.44 1189.96 1.00 1189.96 33325.91 28.01 -8.88 -24.88
GAS_US_mini 78.87 4.54 358.09 1.00 358.09 33325.91 93.06 -4.01 -37.34
GBP 842.06 0.42 350.69 1.00 350.69 33325.91 95.03 11.34 107.74
GOLD_micro 433.27 1.13 487.93 1.00 487.93 33325.91 68.30 -1.11 -7.59
HEATOIL 869.40 1.81 1576.87 1.00 1576.87 33325.91 21.13 -3.64 -7.70
JGB-SGX-mini 132250.00 0.16 21197.49 0.01 135.86 33325.91 245.29 -16.03 -393.20
JPY 802.88 0.59 470.12 1.00 470.12 33325.91 70.89 -10.91 -77.36
LEANHOG 359.50 1.14 411.20 1.00 411.20 33325.91 81.05 9.54 77.28
LIVECOW 928.50 0.88 813.51 1.00 813.51 33325.91 40.97 4.04 16.53
LUMBER-new 158.40 1.23 194.45 1.00 194.45 33325.91 171.38 -14.88 -255.10
MXP 275.75 0.48 131.05 1.00 131.05 33325.91 254.30 16.47 418.71
NASDAQ_micro 509.14 0.81 412.10 1.00 412.10 33325.91 80.87 -6.76 -54.63
NIKKEI 50400.00 0.94 47419.61 0.01 303.60 33325.91 109.77 8.15 89.45
NZD 577.25 0.56 323.52 1.00 323.52 33325.91 103.01 3.63 37.34
OAT 1205.90 0.31 376.02 1.17 442.51 33325.91 75.31 3.55 26.77
OATIES 155.00 1.69 262.52 1.00 262.52 33325.91 126.95 -15.77 -200.20
OJ 301.80 3.16 953.82 1.00 953.82 33325.91 34.94 -7.20 -25.14
PALLAD 1661.00 4.56 7579.42 1.00 7579.42 33325.91 4.40 3.28 1.44
PLAT 1035.00 4.01 4147.46 1.00 4147.46 33325.91 8.04 7.43 5.97
REDWHEAT 264.00 1.43 378.61 1.00 378.61 33325.91 88.02 -13.70 -120.58
RICE 198.90 1.49 296.70 1.00 296.70 33325.91 112.32 -15.79 -177.36
ROBUSTA 394.90 1.72 679.17 1.00 679.17 33325.91 49.07 -5.61 -27.51
RUSSELL 124.90 0.99 123.62 1.00 123.62 33325.91 269.58 2.35 63.47
SHATZ 1067.90 0.05 49.82 1.17 58.63 33325.91 568.42 -9.18 -522.00
SILVER-mini 1784.38 2.96 5284.83 1.00 5284.83 33325.91 6.31 7.69 4.85
SMI 1320.70 0.56 738.48 1.26 935.24 33325.91 35.63 20.00 71.27
SOFR 2413.62 0.05 110.01 1.00 110.01 33325.91 302.93 -10.78 -326.56
SOYBEAN 532.12 0.76 404.08 1.00 404.08 33325.91 82.47 -12.63 -104.14
SOYMEAL 304.00 1.18 360.14 1.00 360.14 33325.91 92.54 -17.43 -161.30
SOYOIL 294.48 1.17 345.81 1.00 345.81 33325.91 96.37 -20.00 -192.74
SP400 3325.20 0.82 2717.12 1.00 2717.12 33325.91 12.27 -0.08 -0.10
SP500_micro 344.62 0.60 208.34 1.00 208.34 33325.91 159.96 -2.33 -37.29
SUGAR11 164.19 1.55 254.33 1.00 254.33 33325.91 131.03 -7.13 -93.39
US10 1122.97 0.26 290.41 1.00 290.41 33325.91 114.75 -6.42 -73.72
US10U 1150.16 0.33 376.05 1.00 376.05 33325.91 88.62 -4.36 -38.62
US2 2087.89 0.07 136.08 1.00 136.08 33325.91 244.90 -2.93 -71.79
US20 1155.94 0.50 578.87 1.00 578.87 33325.91 57.57 -1.59 -9.17
US30 1180.00 0.70 827.24 1.00 827.24 33325.91 40.29 -4.85 -19.55
US5 1093.05 0.17 184.65 1.00 184.65 33325.91 180.48 -5.80 -104.65
VIX 196.50 2.15 422.17 1.00 422.17 33325.91 78.94 -20.00 -157.88
WHEAT 282.00 1.16 325.87 1.00 325.87 33325.91 102.27 -18.12 -185.32
======================================================================
Portfolio positions
======================================================================
subsystem_position instr weight IDM Notional position
AUD 179.413 0.010 2.5 4.662
BITCOIN -289.486 0.043 2.5 -31.392
BOBL -107.536 0.004 2.5 -1.092
BTP 12.828 0.014 2.5 0.438
BUND -50.385 0.004 2.5 -0.512
BUXL -37.341 0.004 2.5 -0.379
CAC 72.187 0.014 2.5 2.466
CAD 78.663 0.010 2.5 2.044
CANOLA -250.666 0.010 2.5 -6.107
CHF -13.109 0.010 2.5 -0.341
COCOA -15.926 0.010 2.5 -0.388
COFFEE 2.280 0.005 2.5 0.030
COPPER 12.962 0.043 2.5 1.406
CORN -154.312 0.010 2.5 -3.759
COTTON2 -214.254 0.010 2.5 -5.220
CRUDE_W -4.228 0.043 2.5 -0.458
DAX 146.447 0.014 2.5 5.002
DOW 17.438 0.009 2.5 0.406
DX -47.188 0.010 2.5 -1.226
EUR 53.521 0.010 2.5 1.391
EURIBOR-ICE -18.688 0.014 2.5 -0.638
EUROSTX 112.232 0.014 2.5 3.833
FEEDCOW 19.764 0.013 2.5 0.656
GASOIL 13.790 0.017 2.5 0.599
GASOLINE -24.878 0.017 2.5 -1.080
GAS_US_mini -37.338 0.043 2.5 -4.049
GBP 107.743 0.010 2.5 2.799
GOLD_micro -7.591 0.014 2.5 -0.259
HEATOIL -7.701 0.017 2.5 -0.334
JGB-SGX-mini -393.203 0.043 2.5 -42.639
JPY -77.361 0.010 2.5 -2.010
LEANHOG 77.283 0.024 2.5 4.703
LIVECOW 16.531 0.013 2.5 0.549
LUMBER-new -255.097 0.010 2.5 -6.215
MXP 418.713 0.059 2.5 61.542
NASDAQ_micro -54.630 0.009 2.5 -1.271
NIKKEI 89.449 0.043 2.5 9.700
NZD 37.343 0.010 2.5 0.970
OAT 26.768 0.014 2.5 0.914
OATIES -200.197 0.010 2.5 -4.877
OJ -25.143 0.010 2.5 -0.613
PALLAD 1.442 0.014 2.5 0.049
PLAT 5.967 0.014 2.5 0.204
REDWHEAT -120.581 0.005 2.5 -1.602
RICE -177.361 0.010 2.5 -4.321
ROBUSTA -27.508 0.005 2.5 -0.365
RUSSELL 63.470 0.013 2.5 2.106
SHATZ -521.998 0.004 2.5 -5.301
SILVER-mini 4.852 0.014 2.5 0.166
SMI 71.267 0.014 2.5 2.434
SOFR -326.564 0.024 2.5 -19.875
SOYBEAN -104.136 0.004 2.5 -0.970
SOYMEAL -161.298 0.004 2.5 -1.502
SOYOIL -192.741 0.004 2.5 -1.797
SP400 -0.097 0.013 2.5 -0.003
SP500_micro -37.288 0.009 2.5 -0.868
SUGAR11 -93.390 0.010 2.5 -2.275
US10 -73.721 0.005 2.5 -0.935
US10U -38.619 0.005 2.5 -0.490
US2 -71.793 0.005 2.5 -0.911
US20 -9.174 0.005 2.5 -0.116
US30 -19.552 0.005 2.5 -0.248
US5 -104.652 0.005 2.5 -1.328
VIX -157.878 0.099 2.5 -39.026
WHEAT -185.324 0.005 2.5 -2.462
=====================
Position diags
=====================
AUD 2.62
BITCOIN 18.31
BOBL 1.66
BTP 2.27
BUND 0.80
BUXL 0.35
CAC 1.94
CAD 3.45
CANOLA 7.44
CHF 1.46
COCOA 0.60
COFFEE 0.23
COPPER 1.72
CORN 4.45
COTTON2 2.67
CRUDE_W 4.57
DAX 6.26
DOW 5.36
DX 2.64
EUR 1.80
EURIBOR-ICE 11.61
EUROSTX 2.39
FEEDCOW 0.71
GASOIL 1.34
GASOLINE 1.22
GAS_US_mini 10.09
GBP 2.47
GOLD_micro 2.33
HEATOIL 0.92
JGB-SGX-mini 26.60
JPY 1.84
LEANHOG 4.93
LIVECOW 1.36
LUMBER-new 4.18
MXP 37.38
NASDAQ_micro 1.88
NIKKEI 11.90
NZD 2.68
OAT 2.57
OATIES 3.09
OJ 0.85
PALLAD 0.15
PLAT 0.27
REDWHEAT 1.17
RICE 2.74
ROBUSTA 0.65
RUSSELL 8.95
SHATZ 5.77
SILVER-mini 0.22
SMI 1.22
SOFR 18.44
SOYBEAN 0.77
SOYMEAL 0.86
SOYOIL 0.90
SP400 0.41
SP500_micro 3.72
SUGAR11 3.19
US10 1.46
US10U 1.12
US2 3.11
US20 0.73
US30 0.51
US5 2.29
VIX 19.51
WHEAT 1.36
dtype: float64
====================================================================================================
Positions vs buffers
====================================================================================================
Notional position Lower buffer Upper buffer Position at timestamp Current position
AUD 4.7 4.4 4.9 0.0 0
BITCOIN -31.4 -33.2 -29.6 0.0 0
BOBL -1.1 -1.3 -0.9 0.0 0
BTP 0.4 0.2 0.7 0.0 0
BUND -0.5 -0.6 -0.4 -5.0 -5
BUXL -0.4 -0.4 -0.3 -4.0 -4
CAC 2.5 2.3 2.7 0.0 0
CAD 2.0 1.7 2.4 1.0 1
CANOLA -6.1 -6.9 -5.4 0.0 0
CHF -0.3 -0.5 -0.2 -3.0 -3
COCOA -0.4 -0.4 -0.3 -1.0 -1
COFFEE 0.0 0.0 0.1 0.0 0
COPPER 1.4 1.2 1.6 3.0 3
CORN -3.8 -4.2 -3.3 0.0 0
COTTON2 -5.2 -5.5 -5.0 -6.0 -6
CRUDE_W -0.5 -0.9 -0.0 0.0 0
DAX 5.0 4.4 5.6 0.0 0
DOW 0.4 -0.1 0.9 0.0 0
DX -1.2 -1.5 -1.0 0.0 0
EUR 1.4 1.2 1.6 0.0 0
EURIBOR-ICE -0.6 -1.8 0.5 0.0 0
EUROSTX 3.8 3.6 4.1 5.0 5
FEEDCOW 0.7 0.6 0.7 1.0 1
GASOIL 0.6 0.5 0.7 1.0 1
GASOLINE -1.1 -1.2 -1.0 0.0 0
GAS_US_mini -4.0 -5.1 -3.0 -3.0 -3
GBP 2.8 2.6 3.0 7.0 7
GOLD_micro -0.3 -0.5 -0.0 -5.0 -5
HEATOIL -0.3 -0.4 -0.2 -1.0 -1
JGB-SGX-mini -42.6 -45.3 -40.0 0.0 0
JPY -2.0 -2.2 -1.8 -3.0 -3
LEANHOG 4.7 4.2 5.2 2.0 2
LIVECOW 0.5 0.4 0.7 0.0 0
LUMBER-new -6.2 -6.6 -5.8 0.0 0
MXP 61.5 57.8 65.3 48.0 48
NASDAQ_micro -1.3 -1.5 -1.1 -3.0 -3
NIKKEI 9.7 8.5 10.9 11.0 11
NZD 1.0 0.7 1.2 0.0 0
OAT 0.9 0.7 1.2 2.0 2
OATIES -4.9 -5.2 -4.6 NaN 0
OJ -0.6 -0.7 -0.5 -2.0 -2
PALLAD 0.0 0.0 0.1 0.0 0
PLAT 0.2 0.2 0.2 0.0 0
REDWHEAT -1.6 -1.7 -1.5 -3.0 -3
RICE -4.3 -4.6 -4.0 -3.0 -3
ROBUSTA -0.4 -0.4 -0.3 0.0 0
RUSSELL 2.1 1.2 3.0 0.0 0
SHATZ -5.3 -5.9 -4.7 NaN 0
SILVER-mini 0.2 0.1 0.2 2.0 2
SMI 2.4 2.3 2.6 0.0 0
SOFR -19.9 -21.7 -18.0 NaN 0
SOYBEAN -1.0 -1.0 -0.9 -1.0 -1
SOYMEAL -1.5 -1.6 -1.4 -1.0 -1
SOYOIL -1.8 -1.9 -1.7 -7.0 -7
SP400 -0.0 -0.0 0.0 2.0 2
SP500_micro -0.9 -1.2 -0.5 -2.0 -2
SUGAR11 -2.3 -2.6 -2.0 -4.0 -4
US10 -0.9 -1.1 -0.8 0.0 0
US10U -0.5 -0.6 -0.4 0.0 0
US2 -0.9 -1.2 -0.6 NaN 0
US20 -0.1 -0.2 -0.0 0.0 0
US30 -0.2 -0.3 -0.2 -2.0 -2
US5 -1.3 -1.6 -1.1 0.0 0
VIX -39.0 -41.0 -37.1 -25.0 -25
WHEAT -2.5 -2.6 -2.3 -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 0.3 0.3 0.0 0.1 -0.0 -0.0 0.2 0.1 0.2 0.1 0.4 0.1 0.3 0.2 0.2 0.0 -0.0 0.0 -0.0 0.2 0.1 0.1 0.2 0.2 2.3 0.2 -0.0 0.2 0.1 0.1 0.2 0.3 0.1 0.1 0.3 0.5 0.1 0.7 0.2 0.7
BITCOIN -0.1 -0.6 -0.6 0.1 -0.2 0.4 -0.0 0.5 0.1 0.1 -0.4 -0.1 0.1 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.0 -0.2 -0.2 -2.7 -0.2 -0.0 -0.5 -0.1 -0.2 -0.2 0.0 0.5 -0.6 -0.6 -0.6 0.1 -0.1 -0.7 -0.6
BOBL -0.3 -0.5 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.3 -0.1 -0.2 -0.1 -0.2 -0.4 0.1 -0.1 0.1 -0.2 -0.1 -0.0 -0.2 -0.1 0.4 -0.2 -0.0 -0.4 -0.2 -0.2 -0.2 0.1 0.0 -0.6 -0.6 -0.4 0.2 0.7 0.7 0.7
BTP -0.1 -0.3 -0.0 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.1 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 -0.0 -2.7 -0.1 -0.1 0.1 -0.1 0.4 -0.2 0.6 0.1 0.0 0.0 0.3 0.0 0.7 0.4 0.7
BUND -0.3 -0.5 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 0.1 -0.3 -0.1 -0.4 -0.2 -0.2 0.3 0.1 0.1 0.1 -0.2 -0.1 -0.0 -0.2 -0.2 -0.0 -0.2 -0.1 -0.3 -0.2 -0.3 -0.2 0.1 -0.0 -0.5 -0.6 -0.3 0.0 0.7 0.3 0.7
BUXL -0.2 -0.4 0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 0.1 -0.5 -0.0 -0.7 -0.2 -0.2 0.1 0.1 0.1 0.1 -0.2 -0.2 -0.0 -0.5 -0.2 0.1 -0.2 -0.0 -0.5 -0.2 -0.6 -0.2 -0.0 0.0 -0.3 -0.6 -0.3 -0.3 0.7 -0.0 0.3
CAC 0.0 -0.1 0.3 0.1 -0.1 0.4 0.0 0.6 0.1 0.1 0.4 0.2 0.7 0.0 0.1 -0.1 -0.0 -0.1 -0.1 0.1 0.1 0.1 0.4 0.1 0.9 0.1 0.1 0.2 0.1 0.2 0.1 0.3 -0.1 -0.2 -0.2 -0.1 0.5 0.7 0.3 0.7
CAD 0.6 0.6 -0.1 0.1 -0.0 -0.0 0.2 0.1 0.2 0.0 -0.1 0.2 -0.2 0.2 0.1 -0.1 -0.2 -0.2 -0.2 0.2 0.0 0.1 -0.1 0.2 2.7 0.2 0.0 0.0 0.2 -0.1 0.2 -0.4 0.0 0.6 0.6 0.0 -0.7 -0.7 -0.7 -0.7
CANOLA -0.5 -0.3 -0.3 -0.2 -0.0 -0.5 -0.0 -0.7 -0.1 0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.4 -0.3 -0.4 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 0.9 -0.1 0.0 -0.2 -0.1 -0.2 -0.1 -0.8 -0.0 -0.6 -0.3 -0.0 0.5 0.7 0.7 0.7
CHF 0.6 -0.0 -0.3 0.1 -0.0 -0.0 0.1 0.1 0.2 -0.1 0.1 0.1 0.5 0.1 -0.1 -0.3 -0.3 -0.3 -0.3 0.0 0.0 0.1 0.3 0.1 -0.2 0.1 -0.0 0.1 0.1 0.4 0.1 -1.1 0.0 0.1 0.1 0.2 -0.2 -0.7 -0.2 -0.7
COCOA 0.6 0.2 -0.6 -0.1 -0.0 -0.5 -0.0 -0.6 -0.1 0.0 -0.2 0.1 -0.1 0.0 -0.0 -0.1 0.1 -0.0 0.0 -0.0 -0.1 0.0 -0.1 0.0 -2.7 -0.0 0.0 -0.2 0.0 -0.1 0.0 0.9 0.1 0.6 -0.1 -0.2 -0.3 -0.1 -0.0 0.1
COFFEE -0.6 -0.4 0.3 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 0.1 0.3 -0.1 0.5 -0.2 -0.1 0.4 0.3 0.4 0.4 -0.1 0.1 -0.1 0.5 -0.2 -2.7 -0.1 -0.1 0.3 -0.2 0.7 -0.2 1.1 -0.3 -0.6 -0.3 0.6 0.7 0.5 0.7 0.7
COPPER 0.2 0.3 0.4 0.1 -0.1 0.3 -0.0 0.3 0.1 0.0 0.1 0.1 0.1 0.1 0.1 -0.2 -0.1 -0.1 -0.1 0.2 0.1 0.1 0.2 0.2 -0.5 0.1 -0.1 0.3 -0.0 0.4 0.1 -0.0 0.2 -0.3 -0.2 -0.4 0.7 0.7 0.7 0.7
CORN -0.1 -0.0 0.2 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 -0.2 -0.1 -0.1 -0.4 -0.1 0.0 -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 -0.1 -0.3 -0.1 -1.1 -0.1 0.0 0.5 0.6 -0.3 -0.3 0.1 -0.1
COTTON2 0.2 -0.1 -0.2 -0.2 -0.1 -0.5 -0.1 -0.7 -0.2 0.1 -0.5 0.2 -0.7 -0.1 -0.2 -0.4 -0.3 -0.4 -0.4 -0.1 -0.2 0.0 -0.5 -0.0 -1.7 -0.2 0.0 -0.5 0.0 -0.7 -0.1 -1.0 0.2 0.1 -0.0 0.2 -0.2 -0.4 -0.2 -0.3
CRUDE_W -0.1 -0.2 -0.3 -0.1 0.0 -0.1 0.0 -0.0 -0.1 0.0 -0.4 -0.0 -0.6 -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 -0.5 0.1 -0.6 -0.0 -0.1 0.2 0.3 -0.1 -0.4 0.6 0.7 0.3 0.7
DAX 0.5 -0.0 -0.3 0.1 0.0 0.4 0.1 0.6 0.1 0.2 0.3 0.2 0.6 0.2 0.1 -0.2 -0.1 -0.1 -0.1 0.1 0.1 0.2 0.4 0.2 -1.7 0.1 0.2 0.0 0.2 0.3 0.2 -0.1 0.1 0.4 0.0 -0.6 0.3 0.7 0.1 0.7
DOW 0.2 0.1 0.1 0.1 -0.1 0.3 0.0 0.4 0.1 -0.1 0.4 0.0 0.6 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.2 0.2 0.0 0.5 0.1 -1.6 0.1 -0.1 0.3 0.0 0.5 0.1 -0.2 -0.2 0.1 0.2 0.1 -0.1 -0.7 -0.2 -0.7
DX -0.5 -0.2 0.4 0.1 -0.0 -0.0 0.1 0.1 0.2 0.0 0.1 -0.1 -0.5 -0.2 0.0 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.1 -0.2 -0.1 -2.7 -0.1 0.0 -0.0 -0.1 -0.1 -0.2 0.9 -0.3 -0.6 -0.6 0.4 0.1 0.6 0.2 0.7
EUR 0.5 0.2 -0.2 0.1 -0.0 -0.0 0.2 0.1 0.2 -0.0 0.2 0.1 0.7 0.2 0.0 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.4 0.1 1.9 0.2 -0.0 0.3 0.1 0.5 0.2 -0.4 -0.3 0.0 0.5 0.3 -0.1 -0.7 -0.1 -0.7
EURIBOR-ICE -0.3 -0.6 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.2 -0.1 0.1 -0.1 -0.1 0.3 0.2 0.3 0.3 -0.1 -0.1 -0.0 -0.0 -0.1 0.2 -0.2 -0.0 -0.2 -0.1 -0.1 -0.2 0.8 0.2 -0.6 -0.5 -0.3 0.3 0.7 0.5 0.7
EUROSTX 0.1 0.0 0.2 0.1 0.0 0.4 0.1 0.6 0.1 0.2 0.5 0.2 0.7 0.2 0.2 0.1 -0.0 -0.0 -0.0 0.2 0.2 0.2 0.5 0.2 -1.0 0.2 0.2 0.4 0.2 0.4 0.2 0.4 0.0 0.0 0.2 0.2 0.4 0.7 0.3 0.7
FEEDCOW 0.6 0.1 -0.5 -0.2 -0.0 -0.5 -0.0 -0.7 -0.1 0.1 0.1 0.1 0.3 0.1 0.0 0.2 0.2 0.3 0.3 0.1 0.1 0.1 0.4 0.2 -2.7 0.0 0.1 0.2 0.1 0.6 0.1 1.1 0.2 0.6 0.4 0.2 0.7 0.7 0.7 0.7
GASOIL -0.5 -0.5 -0.0 -0.1 0.0 -0.1 0.0 -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 -0.0 0.1 -0.1 -0.3 -0.0 0.1 0.1 0.0 0.2 -0.0 1.1 0.2 0.0 -0.0 0.2 0.2 0.7 -0.1 0.3
GASOLINE -0.4 -0.4 -0.2 -0.1 0.0 -0.1 0.0 -0.0 -0.1 -0.0 -0.2 -0.1 -0.1 -0.2 -0.1 -0.4 0.1 -0.4 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -2.6 -0.2 0.1 -0.3 0.0 -0.2 -0.1 -0.2 0.2 -0.2 -0.2 -0.3 0.7 0.7 0.5 0.7
GAS_US_mini -0.6 0.0 0.4 -0.1 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.1 -0.1 -0.3 -0.1 -0.0 0.4 -0.4 -0.1 -0.4 -0.0 -0.0 -0.0 -0.1 -0.1 2.7 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -1.1 -0.3 -0.4 0.1 0.2 0.2 -0.7 -0.3 -0.7
GBP 0.5 0.4 -0.3 0.1 -0.0 -0.0 0.2 0.1 0.2 0.1 -0.0 0.2 0.5 0.2 0.1 0.0 0.0 0.0 0.0 0.1 0.0 0.1 0.2 0.2 0.3 0.2 0.1 0.1 0.2 0.3 0.2 0.3 0.2 0.3 0.6 0.2 0.2 -0.2 0.3 -0.2
GOLD_micro -0.1 0.1 -0.4 0.1 -0.1 0.2 -0.0 0.3 0.1 -0.1 0.3 0.0 0.4 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.0 0.5 0.1 -2.7 0.2 -0.1 0.5 -0.1 0.7 0.1 -0.3 0.0 -0.1 0.1 0.6 0.3 0.1 -0.4 -0.6
HEATOIL -0.5 -0.5 -0.1 -0.1 0.0 -0.1 0.0 -0.0 -0.1 -0.1 0.1 -0.1 0.1 -0.1 -0.1 0.3 0.2 0.3 0.3 -0.1 -0.0 -0.1 0.1 -0.1 -2.2 -0.1 0.0 -0.0 -0.0 0.1 -0.1 0.8 -0.1 -0.1 -0.1 0.0 0.6 0.4 -0.2 -0.4
JGB-SGX-mini -0.1 -0.6 -0.4 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 0.2 0.3 0.3 0.3 -0.2 -0.2 -0.1 -0.5 -0.2 -0.5 -0.2 -0.1 -0.5 -0.2 -0.5 -0.2 0.9 -0.5 -0.6 -0.6 -0.6 -0.3 -0.7 0.1 -0.7
JPY 0.2 -0.1 -0.6 0.0 -0.0 -0.0 0.1 0.1 0.1 -0.0 -0.4 -0.0 -0.5 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 -0.0 -0.4 -0.1 2.7 -0.2 -0.0 -0.5 -0.0 -0.5 -0.1 -0.6 -0.3 -0.6 -0.6 -0.6 -0.2 -0.4 -0.2 -0.5
LEANHOG 0.6 0.2 -0.4 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 0.1 0.0 0.2 0.4 0.2 -0.0 -0.4 0.4 -0.2 0.3 0.1 0.0 0.1 0.2 0.2 -0.3 0.1 0.1 -0.0 0.2 0.1 0.2 1.1 0.3 0.6 0.6 0.5 -0.0 0.4 0.3 0.7
LIVECOW 0.6 -0.0 -0.6 -0.2 -0.0 -0.5 -0.0 -0.7 -0.1 0.1 0.1 0.1 0.3 0.1 0.0 -0.0 0.1 -0.0 0.0 0.0 0.0 0.1 0.3 0.1 -2.7 -0.0 0.0 0.0 0.1 0.4 0.0 1.0 0.0 0.6 0.2 0.1 0.7 0.6 0.7 0.7
LUMBER-new 0.5 -0.4 -0.7 -0.2 -0.0 -0.6 -0.1 -0.8 -0.2 -0.1 -0.5 -0.1 -0.7 -0.1 -0.2 -0.5 -0.5 -0.5 -0.5 -0.2 -0.2 -0.1 -0.6 -0.1 NaN -0.2 -0.1 -0.6 -0.2 -0.8 -0.2 -1.2 -0.6 0.4 -0.4 -0.3 0.1 0.8 0.3 0.8
MXP 0.4 0.3 0.1 0.1 -0.0 -0.0 0.2 0.1 0.2 -0.0 0.5 0.2 0.7 0.2 0.2 0.3 0.3 0.3 0.3 0.2 0.2 0.1 0.5 0.2 -2.7 0.2 -0.1 0.5 0.1 0.7 0.2 1.1 -0.3 0.3 0.6 0.6 0.4 0.3 0.5 0.5
NASDAQ_micro -0.2 -0.3 -0.5 0.1 -0.1 0.2 0.0 0.4 0.1 -0.0 0.3 0.0 0.5 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.1 0.1 -0.0 0.5 0.0 -2.7 0.0 -0.0 0.2 -0.0 0.4 -0.0 -0.3 0.1 -0.4 -0.4 0.1 0.0 -0.7 0.0 -0.7
NIKKEI -0.2 -0.2 0.4 0.1 0.0 0.3 0.1 0.4 0.1 0.1 0.3 0.1 0.5 0.0 0.1 0.2 0.1 0.1 0.1 0.1 0.2 0.0 0.5 0.0 -2.2 0.1 0.0 0.5 0.0 0.7 0.0 1.1 -0.0 -0.2 -0.2 0.6 -0.1 0.1 -0.2 0.3
NZD 0.3 0.4 -0.3 0.1 -0.0 -0.0 0.1 0.1 0.2 -0.1 -0.2 -0.0 -0.4 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.0 -0.2 0.1 2.1 -0.0 -0.1 -0.2 -0.0 -0.4 0.0 0.0 -0.3 -0.3 -0.1 -0.3 0.1 0.7 0.2 0.7
OAT -0.2 -0.2 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.0 -0.2 -0.1 -0.0 0.3 0.3 0.3 0.3 -0.1 -0.0 0.0 -0.1 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 0.9 0.0 -0.1 -0.0 0.1 -0.0 0.7 0.3 0.7
OATIES -0.0 -0.1 -0.2 -0.2 -0.0 -0.5 -0.0 -0.7 -0.1 0.0 -0.3 0.0 -0.4 -0.0 -0.1 -0.3 -0.2 -0.4 -0.3 -0.1 -0.1 0.0 -0.3 -0.0 -0.7 -0.1 0.0 -0.4 0.0 -0.4 -0.1 -0.7 0.4 -0.4 -0.1 -0.2 -0.2 -0.5 -0.1 -0.5
OJ 0.6 0.4 -0.6 -0.1 -0.0 -0.3 -0.0 -0.5 -0.1 0.0 -0.1 0.1 -0.2 0.0 -0.0 -0.0 0.0 -0.1 -0.0 -0.0 -0.1 0.1 -0.2 0.1 -2.7 0.0 0.1 -0.1 0.2 -0.2 0.1 0.6 0.5 0.6 0.2 -0.1 -0.6 -0.6 -0.3 -0.6
PALLAD 0.1 -0.2 -0.0 0.1 -0.1 0.2 -0.0 0.2 0.0 -0.1 0.2 -0.0 0.2 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.1 0.1 1.8 0.1 -0.1 0.3 -0.1 0.3 0.0 0.3 -0.3 -0.0 -0.1 0.1 0.2 -0.2 -0.7 -0.6
PLAT 0.2 -0.2 -0.5 0.1 -0.1 0.2 -0.0 0.2 0.0 -0.0 0.2 0.0 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.2 0.0 0.1 -0.1 0.3 0.1 0.4 0.2 0.2 0.5 0.6 0.6 0.2 0.7 0.4 -0.6 -0.5
REDWHEAT -0.1 0.0 0.3 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 -0.1 -0.5 0.0 -0.7 -0.1 -0.0 -0.3 -0.3 -0.3 -0.3 -0.0 -0.1 -0.0 -0.5 -0.0 0.9 -0.0 -0.1 -0.2 -0.1 -0.5 -0.0 -0.9 0.2 0.1 0.4 0.6 -0.7 -0.7 -0.7 -0.7
RICE 0.0 0.2 -0.4 -0.1 -0.0 -0.4 -0.0 -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 -0.5 -0.1 0.1 -0.1 -0.0 -0.4 -0.0 -0.6 -0.1 -1.0 0.2 -0.1 -0.1 -0.4 -0.4 -0.5 -0.0 -0.5
ROBUSTA -0.6 -0.5 0.0 -0.1 -0.0 -0.5 -0.0 -0.7 -0.1 0.1 0.0 -0.0 -0.0 -0.1 -0.1 0.3 0.3 0.3 0.2 -0.1 -0.0 -0.0 -0.0 -0.1 -2.7 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 1.1 0.2 -0.4 -0.3 0.2 -0.2 0.4 0.2 0.7
RUSSELL 0.0 0.1 0.1 0.1 -0.1 0.3 0.0 0.4 0.1 -0.1 0.4 -0.1 0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.1 0.3 0.0 1.0 0.1 -0.1 0.3 -0.1 0.4 0.0 0.0 -0.3 -0.1 0.0 -0.1 -0.2 -0.7 -0.4 -0.7
SHATZ -0.3 -0.4 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.4 -0.0 -0.3 -0.1 -0.2 -0.4 -0.3 -0.4 -0.3 -0.2 -0.2 0.0 -0.3 -0.1 1.2 -0.2 -0.0 -0.5 -0.1 -0.4 -0.2 -1.1 0.1 -0.5 -0.6 -0.6 0.6 0.7 0.7 0.7
SILVER-mini -0.2 -0.0 -0.3 0.1 -0.1 0.2 -0.0 0.3 0.1 -0.0 0.3 0.1 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.3 0.2 -1.3 0.2 -0.1 0.5 0.0 0.6 0.1 -0.0 0.1 0.6 0.6 0.6 0.2 0.7 -0.4 -0.1
SMI 0.4 0.6 0.6 0.1 0.0 0.4 0.1 0.6 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 0.6 0.2 1.0 0.5 0.6 0.6 0.6 0.0 0.7 0.1 0.7
SOFR -0.2 -0.3 -0.2 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 -0.1 0.2 -0.1 0.6 -0.2 -0.2 0.2 0.1 0.2 0.1 -0.1 0.0 -0.1 0.3 -0.1 -2.7 -0.1 -0.1 0.0 -0.1 0.3 -0.1 0.3 -0.0 -0.3 0.3 -0.1 -0.4 -0.6 -0.3 -0.7
SOYBEAN -0.6 -0.2 0.3 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 -0.1 0.2 -0.2 0.2 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.0 -0.2 -0.9 -0.1 -0.2 0.2 -0.2 0.2 -0.2 0.1 -0.4 -0.6 0.1 0.6 -0.7 -0.3 -0.7 -0.2
SOYMEAL -0.6 -0.2 0.6 -0.2 -0.0 -0.5 -0.0 -0.7 -0.1 -0.1 -0.0 -0.2 -0.3 -0.2 -0.0 -0.2 -0.3 -0.3 -0.3 -0.0 0.0 -0.1 -0.1 -0.1 -2.0 0.0 -0.1 0.2 -0.1 0.0 -0.1 -0.8 -0.2 -0.5 0.2 0.6 -0.6 -0.7 -0.3 -0.7
SOYOIL -0.6 -0.2 -0.3 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 -0.0 -0.2 -0.2 0.2 -0.2 -0.2 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 0.1 -0.2 -2.5 -0.2 -0.1 -0.3 -0.1 -0.1 -0.2 0.0 -0.1 -0.6 -0.0 0.1 -0.7 -0.6 -0.7 -0.7
SP400 0.2 0.2 -0.0 0.1 -0.1 0.3 0.0 0.4 0.1 -0.1 0.4 -0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.2 0.1 0.2 0.0 -0.1 0.1 -0.0 0.1 0.0 -0.0 -0.3 -0.1 0.2 -0.4 -0.1 -0.7 -0.2 -0.7
SP500_micro -0.0 -0.1 -0.4 0.1 -0.1 0.3 0.0 0.5 0.1 0.0 0.5 0.1 0.7 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.0 0.5 0.1 -2.6 0.0 -0.0 0.3 0.0 0.5 0.0 -0.3 0.2 -0.2 -0.1 -0.1 0.1 -0.7 0.1 -0.7
SUGAR11 0.4 0.4 -0.2 -0.2 -0.0 -0.5 -0.0 -0.7 -0.1 0.0 -0.3 0.1 -0.5 0.1 -0.1 0.4 0.2 0.3 0.2 -0.0 -0.1 0.0 -0.4 0.0 -2.7 -0.0 0.0 -0.3 0.1 -0.5 0.1 1.1 0.2 0.4 0.6 0.0 -0.3 -0.6 -0.1 -0.4
US10 -0.1 -0.2 -0.0 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 0.3 -0.0 0.3 -0.1 -0.1 0.0 0.0 0.0 0.0 -0.0 0.0 -0.0 0.2 -0.0 -1.3 -0.0 -0.1 0.2 -0.0 0.4 -0.0 -0.2 0.1 0.1 0.4 0.2 -0.7 -0.7 -0.5 -0.7
US10U -0.1 -0.2 0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 0.0 0.4 -0.0 0.2 -0.1 -0.1 0.1 -0.0 0.0 0.0 -0.0 0.1 0.0 0.2 -0.0 -2.0 0.0 -0.0 0.3 0.0 0.5 -0.0 -0.3 0.4 0.2 0.5 0.5 -0.4 -0.4 -0.4 -0.7
US2 0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 0.1 0.0 0.1 -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 -0.0 0.0 0.0 0.2 0.0 -1.1 0.1 0.4 0.4 0.1 -0.7 -0.4 -0.7 -0.7
US20 -0.1 -0.3 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.2 0.0 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 0.0 0.0 0.0 -0.0 -1.3 -0.0 0.0 0.1 0.1 0.2 -0.0 0.0 0.4 0.2 0.2 0.3 -0.2 0.5 -0.1 -0.6
US30 -0.2 -0.3 0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.0 0.1 -0.1 -0.3 -0.2 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.8 -0.1 0.0 0.0 0.0 0.1 -0.1 -0.4 0.4 0.2 0.1 0.3 -0.1 0.3 0.0 -0.5
US5 -0.0 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.0 0.3 0.1 0.3 -0.1 -0.1 0.0 -0.1 -0.0 -0.0 -0.0 0.0 0.0 0.2 -0.0 -0.6 -0.0 -0.0 0.1 -0.0 0.3 -0.0 -0.5 0.2 0.2 0.4 0.1 -0.7 -0.7 -0.7 -0.7
VIX -0.7 -0.7 -0.4 -0.3 -0.1 -0.8 -0.3 -0.5 -0.3 -0.2 -0.9 -0.3 -1.0 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.2 -0.5 -0.3 NaN -0.3 -0.1 -0.8 -0.3 -0.5 -0.3 NaN NaN NaN NaN NaN -0.1 -1.1 NaN NaN
WHEAT -0.2 -0.2 0.1 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 -0.1 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 -0.1 -0.5 -0.1 1.5 -0.2 -0.1 -0.3 -0.1 -0.5 -0.2 -1.1 0.1 -0.2 0.0 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 10.0 9.3 1.4 6.5 -1.3 -0.2 14.9 3.1 17.9 7.1 15.3 13.4 7.2 20.0 15.3 0.7 -0.9 0.1 -0.4 15.5 10.1 12.7 5.6 18.7 17.2 14.7 -0.7 8.9 12.9 3.2 18.8 5.2 5.9 3.5 9.0 14.5 4.0 20.0 6.3 20.0
BITCOIN -1.7 -20.0 -20.0 12.5 -19.8 14.1 -4.5 13.3 8.2 10.3 -14.4 -10.9 2.0 -18.1 -19.6 -4.2 -6.5 -4.9 -5.7 -20.0 -20.0 -5.5 -6.6 -17.5 -20.0 -20.0 -0.3 -20.0 -4.8 -5.5 -15.2 0.0 20.0 -20.0 -20.0 -20.0 3.9 -1.7 -20.0 -17.7
BOBL -10.1 -14.9 -3.9 -9.4 -7.2 -5.1 -7.9 -3.7 -10.3 11.6 -12.4 -6.0 -4.5 -13.2 -15.0 -20.0 3.5 -2.9 4.2 -16.2 -10.6 -1.3 -6.3 -13.8 2.9 -20.0 -5.4 -13.5 -16.5 -6.9 -20.0 1.4 1.5 -18.3 -19.2 -12.3 6.0 20.0 20.0 20.0
BTP -4.5 -9.8 -0.2 -12.0 -9.2 -6.5 -10.1 -4.8 -13.1 10.1 11.7 7.4 18.3 -7.0 3.2 13.9 9.5 11.2 10.3 -2.3 3.8 5.3 9.6 -2.2 -20.0 -7.9 -7.9 2.3 -12.3 9.8 -14.1 10.6 2.3 1.0 0.8 8.7 0.5 20.0 11.0 20.0
BUND -9.5 -13.9 -0.1 -10.3 -7.8 -5.6 -8.7 -4.1 -11.2 10.9 -11.7 -5.8 -10.5 -14.6 -15.6 15.3 4.5 7.0 5.2 -15.6 -10.0 -3.2 -8.2 -14.7 -0.2 -20.0 -6.4 -12.8 -18.4 -7.5 -20.0 2.0 -0.3 -15.7 -18.0 -8.3 1.2 20.0 10.4 20.0
BUXL -6.4 -12.6 0.8 -10.4 -7.9 -5.6 -8.7 -4.1 -11.3 13.3 -17.4 -3.9 -19.5 -15.9 -16.8 4.3 3.2 4.2 3.9 -18.1 -16.2 -3.6 -19.0 -15.6 1.1 -20.0 -2.5 -19.7 -16.2 -17.1 -20.0 -0.2 0.3 -8.6 -19.1 -8.4 -8.3 20.0 -0.3 8.8
CAC 0.9 -3.1 8.4 10.6 -11.2 14.8 2.7 16.8 8.3 9.7 16.1 16.2 19.1 3.4 11.1 -6.4 -2.3 -4.6 -3.3 7.6 11.9 7.1 13.1 5.8 6.6 6.9 6.1 7.9 9.2 4.9 6.9 4.8 -5.1 -7.5 -4.9 -2.1 15.4 20.0 10.0 20.0
CAD 18.3 18.7 -2.6 6.5 -1.3 -0.2 15.0 3.2 18.0 5.2 -5.3 18.6 -4.6 20.0 13.2 -7.0 -7.5 -7.8 -7.8 15.1 2.2 13.7 -4.5 20.0 20.0 14.2 0.6 1.4 17.2 -3.6 20.0 -6.8 0.4 20.0 17.3 1.5 -20.0 -20.0 -20.0 -20.0
CANOLA -16.6 -7.8 -10.0 -14.6 -2.5 -20.0 -2.7 -20.0 -7.9 1.0 -9.2 -6.8 -2.5 -8.7 -8.9 -18.5 -13.9 -19.7 -17.2 -11.7 -8.3 -9.0 -4.5 -13.2 6.6 -11.1 0.5 -8.2 -4.8 -5.0 -11.2 -15.3 -0.4 -20.0 -8.0 -0.8 14.3 20.0 20.0 20.0
CHF 17.0 -1.1 -9.3 5.9 -1.2 -0.2 13.6 2.8 16.3 -7.2 3.2 12.4 14.0 11.5 -4.9 -17.0 -16.3 -16.9 -16.3 4.1 3.0 6.4 9.5 10.3 -1.7 5.8 -1.9 4.5 11.6 10.2 13.6 -20.0 0.7 2.5 4.4 6.5 -7.1 -20.0 -6.3 -20.0
COCOA 20.0 7.3 -20.0 -12.2 -2.1 -16.8 -2.3 -17.2 -6.6 1.6 -7.5 4.9 -3.7 3.0 -3.8 -2.9 6.6 -2.4 1.0 -2.7 -8.7 4.9 -5.2 3.9 -20.0 -4.1 2.4 -7.4 4.6 -2.1 2.0 17.6 2.3 18.4 -2.3 -6.9 -9.6 -2.1 -0.2 3.6
COFFEE -20.0 -13.4 8.7 -20.0 -4.4 -20.0 -4.9 -20.0 -14.0 8.5 11.6 -12.0 15.0 -15.9 -6.0 20.0 16.1 20.0 20.0 -8.9 7.8 -11.1 20.0 -18.0 -20.0 -8.1 -7.6 12.4 -15.5 20.0 -19.7 20.0 -10.6 -20.0 -8.5 20.0 20.0 15.4 20.0 20.0
COPPER 6.4 10.8 11.4 8.8 -13.9 9.9 -3.1 9.4 5.7 4.0 3.3 7.8 2.2 11.3 12.6 -7.6 -6.3 -7.3 -6.7 14.3 9.8 15.6 6.4 16.8 -3.9 8.9 -5.6 9.4 -3.0 10.6 4.8 -0.5 9.0 -10.2 -7.1 -13.8 20.0 20.0 20.0 20.0
CORN -3.6 -0.0 7.0 -20.0 -5.4 -20.0 -6.0 -20.0 -17.1 -19.9 -2.7 -8.2 -10.4 -11.3 4.1 -20.0 -19.8 -20.0 -20.0 0.3 -1.7 -5.5 -10.9 -2.2 10.0 -2.4 -15.3 -0.4 -11.4 -8.1 -7.5 -20.0 -5.5 0.9 14.9 20.0 -8.7 -9.2 2.5 -3.1
COTTON2 5.5 -2.9 -6.0 -20.0 -5.6 -20.0 -6.2 -20.0 -17.8 15.6 -20.0 16.9 -20.0 -11.4 -20.0 -19.7 -16.0 -18.8 -17.5 -12.9 -20.0 5.2 -20.0 -2.4 -12.5 -20.0 4.0 -20.0 3.8 -20.0 -8.2 -18.0 7.0 3.9 -1.2 5.4 -6.4 -12.9 -4.7 -9.1
CRUDE_W -2.3 -5.3 -8.2 -8.9 4.4 -3.7 1.0 -0.3 -7.6 3.3 -15.4 -2.9 -15.4 -10.6 -17.4 -0.5 4.4 0.5 2.2 -11.8 -12.3 -3.0 -12.3 -7.8 8.0 -14.5 7.6 -16.9 8.3 -16.2 -4.0 -2.3 6.9 8.3 -2.4 -13.5 18.4 20.0 10.0 20.0
DAX 14.6 -0.8 -8.7 10.5 3.1 13.8 9.5 15.5 10.2 19.5 10.3 20.0 17.9 17.3 6.3 -7.5 -6.7 -6.8 -6.4 7.0 4.8 20.0 15.4 16.4 -13.0 5.2 20.0 0.7 20.0 8.1 16.0 -1.7 5.5 11.9 1.2 -17.5 7.8 20.0 3.8 20.0
DOW 5.6 4.0 1.9 7.5 -7.9 10.4 1.9 11.9 5.9 -9.2 16.2 2.5 15.9 12.3 13.0 -7.0 -8.2 -7.6 -7.7 14.3 17.1 1.2 17.2 9.6 -11.9 10.2 -7.4 12.4 0.7 12.9 7.0 -4.2 -7.2 2.9 6.9 3.0 -3.4 -20.0 -6.8 -20.0
DX -15.5 -4.8 11.0 5.7 -1.2 -0.2 13.1 2.8 15.8 0.0 3.7 -12.0 -13.8 -16.4 3.8 5.8 6.1 6.0 6.0 -4.8 -1.4 -6.5 -7.4 -11.0 -20.0 -6.2 1.9 -0.5 -9.7 -3.8 -14.1 16.8 -12.0 -20.0 -20.0 11.9 1.9 16.8 5.7 19.5
EUR 14.0 5.2 -6.2 6.8 -1.4 -0.2 15.6 3.3 18.8 -5.4 9.2 12.5 18.8 19.6 0.3 -8.4 -8.0 -8.4 -8.1 9.4 8.1 5.9 16.1 13.4 14.5 14.4 -4.3 10.0 10.3 14.8 19.9 -7.3 -12.4 0.6 14.3 8.6 -4.4 -20.0 -2.0 -20.0
EURIBOR-ICE -10.3 -17.2 -9.9 -7.4 -9.2 -4.0 -7.9 -2.9 -8.5 9.4 -7.6 -5.3 4.0 -9.3 -11.0 12.9 11.3 12.9 12.6 -11.8 -6.9 -0.3 -0.3 -9.3 1.4 -16.0 -0.9 -8.9 -7.7 -2.2 -16.3 14.5 6.7 -18.3 -15.6 -10.4 7.6 20.0 16.2 20.0
EUROSTX 4.2 0.1 7.6 11.0 3.3 14.4 9.9 16.2 10.7 19.0 20.0 19.6 20.0 17.2 18.5 3.4 -1.2 -0.6 -1.3 15.5 17.5 17.0 19.5 15.3 -7.1 14.7 20.0 13.9 20.0 12.3 16.9 7.1 0.3 0.9 5.3 6.4 13.1 20.0 8.2 20.0
FEEDCOW 20.0 3.6 -14.0 -16.2 -2.8 -20.0 -3.1 -20.0 -8.8 11.7 3.3 12.9 8.2 11.5 0.2 10.7 9.3 13.1 12.7 7.4 7.5 15.3 15.2 14.6 -20.0 2.3 8.6 6.0 11.0 16.9 8.3 20.0 8.5 20.0 10.9 7.4 20.0 20.0 20.0 20.0
GASOIL -14.5 -15.7 -1.1 -6.1 3.0 -2.5 0.7 -0.2 -5.2 -0.5 3.5 -7.7 4.9 -11.5 -8.5 10.6 15.1 16.0 16.6 -7.3 -0.4 -4.5 2.5 -9.8 -1.9 -4.0 8.7 2.0 4.6 4.2 -4.1 20.0 8.2 1.1 -1.1 6.5 6.7 20.0 -2.5 8.5
GASOLINE -11.9 -11.0 -4.8 -8.7 4.3 -3.6 1.0 -0.3 -7.4 -1.8 -6.5 -9.1 -1.6 -14.1 -12.4 -20.0 4.8 -20.0 -7.0 -11.9 -6.3 -8.1 -2.7 -13.2 -19.3 -15.8 5.9 -11.6 2.3 -6.7 -11.1 -4.2 6.4 -4.9 -5.6 -8.6 20.0 20.0 14.1 20.0
GAS_US_mini -19.9 0.9 12.6 -4.8 2.4 -2.0 0.6 -0.2 -4.1 1.2 -5.2 -8.3 -7.4 -8.0 -3.9 20.0 -20.0 -2.9 -20.0 -3.0 -1.8 -4.7 -2.8 -5.9 20.0 -2.5 -4.8 -0.9 -5.9 -1.4 -5.9 -20.0 -11.8 -10.8 4.3 5.5 5.0 -20.0 -9.1 -20.0
GBP 16.6 11.1 -10.1 6.8 -1.4 -0.2 15.6 3.3 18.7 9.1 -0.0 17.9 13.8 20.0 6.5 0.5 0.0 0.3 0.2 11.7 3.6 15.1 7.2 20.0 2.1 15.2 6.0 5.5 20.0 9.0 20.0 6.5 7.3 10.3 20.0 4.9 4.7 -6.3 7.7 -6.7
GOLD_micro -2.9 3.7 -13.0 7.4 -11.8 8.3 -2.6 7.9 4.9 -10.3 10.2 0.4 11.1 7.2 9.8 -8.5 -10.4 -8.8 -9.4 15.4 18.3 0.2 19.0 10.2 -20.0 17.5 -14.0 20.0 -5.9 20.0 7.0 -6.5 0.6 -3.5 1.8 20.0 8.6 4.3 -12.9 -19.3
HEATOIL -16.9 -15.1 -2.7 -5.9 2.9 -2.4 0.7 -0.2 -5.0 -5.6 2.0 -11.5 3.8 -13.0 -9.4 16.7 11.6 15.6 13.4 -8.2 -1.1 -8.3 2.4 -11.9 -16.5 -6.3 0.5 -0.7 -2.6 2.8 -8.0 15.3 -4.9 -4.3 -1.6 1.4 16.6 12.0 -5.0 -10.6
JGB-SGX-mini -3.4 -19.4 -13.3 -6.5 -8.0 -3.5 -6.9 -2.5 -7.4 -10.6 -12.7 -11.3 -12.2 -12.0 -12.5 9.7 13.9 13.9 13.6 -20.0 -19.1 -16.5 -16.8 -20.0 -3.5 -20.0 -16.6 -17.9 -17.6 -14.3 -20.0 17.1 -20.0 -20.0 -20.0 -20.0 -7.6 -20.0 2.0 -20.0
JPY 7.7 -2.4 -18.4 4.0 -0.8 -0.1 9.2 1.9 11.1 -2.4 -14.6 -4.6 -13.2 -9.6 -13.5 -9.1 -10.7 -9.7 -9.9 -13.8 -17.2 -4.9 -15.1 -7.9 20.0 -15.0 -1.3 -17.3 -2.5 -13.8 -7.8 -11.1 -14.4 -18.5 -19.1 -20.0 -7.2 -12.7 -6.3 -15.1
LEANHOG 20.0 6.1 -13.8 -20.0 -5.3 -20.0 -5.9 -20.0 -16.8 11.4 1.4 20.0 11.4 20.0 -2.4 -20.0 18.4 -10.7 12.6 7.3 1.0 13.9 6.8 17.6 -2.5 8.7 7.1 -0.5 17.7 3.6 20.0 20.0 11.2 20.0 20.0 15.9 -0.0 11.2 8.7 20.0
LIVECOW 19.4 -0.3 -20.0 -15.6 -2.7 -20.0 -2.9 -20.0 -8.4 9.8 1.9 11.4 7.4 10.6 0.6 -1.3 7.1 -1.6 2.1 3.2 3.0 8.4 10.1 8.6 -20.0 -1.7 5.0 1.0 5.2 10.5 3.2 19.6 1.8 20.0 5.6 3.4 20.0 16.6 20.0 20.0
LUMBER-new 14.1 -9.7 -20.0 -20.0 -4.0 -20.0 -4.4 -20.0 -12.6 -12.0 -17.3 -4.2 -15.7 -9.9 -15.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -7.4 -20.0 -9.8 NaN -20.0 -14.2 -20.0 -16.7 -20.0 -16.1 -20.0 -20.0 9.8 -9.9 -7.2 3.5 20.0 8.0 20.0
MXP 11.2 9.5 3.7 7.0 -1.4 -0.2 16.1 3.4 19.3 -5.6 20.0 17.6 20.0 20.0 20.0 13.4 12.9 13.2 12.8 20.0 20.0 11.6 20.0 20.0 -20.0 20.0 -5.6 20.0 11.1 20.0 20.0 20.0 -12.9 8.7 20.0 20.0 11.2 10.3 14.5 14.4
NASDAQ_micro -6.3 -7.7 -15.3 6.3 -6.7 8.8 1.6 10.0 4.9 -0.5 11.8 4.0 13.3 5.5 4.9 -7.3 -8.6 -8.1 -8.3 5.1 12.2 -0.9 17.2 1.4 -20.0 1.2 -4.8 7.6 -2.0 12.2 -1.6 -5.2 5.2 -11.9 -11.7 2.1 0.8 -20.0 0.4 -20.0
NIKKEI -4.7 -5.6 11.4 7.4 2.2 9.7 6.6 10.8 7.1 8.8 12.7 8.4 13.5 1.3 9.5 9.6 7.1 6.0 5.9 12.3 20.0 3.1 20.0 4.4 -16.3 11.9 0.5 20.0 2.4 20.0 3.5 20.0 -0.1 -5.8 -5.7 20.0 -4.4 3.9 -5.4 7.9
NZD 10.0 13.5 -8.3 5.4 -1.1 -0.2 12.3 2.6 14.8 -12.8 -7.6 -4.1 -10.6 13.6 -2.3 -4.0 -3.4 -4.2 -4.0 1.9 -6.1 -1.7 -8.5 5.8 16.1 -1.4 -12.8 -9.0 -1.6 -10.3 4.5 0.0 -11.0 -8.8 -2.7 -8.9 2.8 20.0 6.1 20.0
OAT -6.5 -7.1 4.4 -9.4 -7.1 -5.1 -7.9 -3.7 -10.2 9.3 0.1 2.6 -4.4 -9.7 -3.2 13.8 12.6 15.8 15.4 -5.6 -2.8 1.5 -3.3 -5.6 0.7 -9.3 -4.4 -3.7 -10.8 -2.1 -13.9 17.8 0.1 -4.2 -1.2 4.1 -0.8 20.0 9.8 20.0
OATIES -0.6 -1.8 -5.1 -17.1 -2.9 -20.0 -3.2 -20.0 -9.2 4.4 -11.4 3.9 -10.8 -0.8 -6.4 -15.6 -11.9 -19.0 -17.1 -8.9 -11.6 4.2 -10.8 -2.4 -4.9 -12.0 1.5 -13.4 1.1 -11.7 -6.0 -13.8 16.2 -11.1 -2.8 -6.0 -7.4 -14.5 -3.1 -15.8
OJ 20.0 11.8 -17.2 -9.0 -1.5 -12.3 -1.7 -12.6 -4.8 4.2 -5.4 5.0 -6.4 3.9 -3.2 -1.3 2.2 -2.8 -1.3 -0.7 -7.3 10.5 -9.0 8.1 -20.0 0.6 9.1 -5.1 13.9 -6.0 9.6 11.5 20.0 20.0 7.6 -2.2 -17.2 -17.6 -8.7 -17.7
PALLAD 2.1 -5.4 -0.6 6.0 -9.6 6.8 -2.1 6.4 3.9 -8.4 6.4 -0.3 5.8 3.3 5.6 -3.7 -3.1 -3.4 -3.2 7.3 6.2 0.2 4.7 6.6 13.9 7.8 -14.9 9.5 -8.3 9.1 2.8 5.1 -10.4 -0.8 -2.4 2.8 4.9 -7.1 -20.0 -19.0
PLAT 6.1 -6.7 -16.6 6.5 -10.3 7.3 -2.3 6.9 4.2 -4.9 9.0 3.0 8.6 6.3 7.8 -4.6 -4.0 -4.6 -4.1 11.6 8.2 8.0 6.2 13.9 0.1 13.3 -7.4 11.1 5.5 10.3 14.5 3.7 20.0 20.0 18.3 6.4 20.0 11.2 -19.0 -13.7
REDWHEAT -2.0 0.8 8.1 -20.0 -5.0 -20.0 -5.5 -20.0 -15.8 -11.6 -17.3 4.1 -20.0 -5.1 -4.4 -16.1 -16.3 -16.1 -16.6 -4.4 -10.6 -2.8 -20.0 -2.0 6.9 -3.3 -13.0 -6.2 -4.7 -13.8 -3.3 -17.8 9.4 3.1 11.5 20.0 -20.0 -20.0 -20.0 -20.0
RICE 1.1 5.7 -12.4 -10.6 -1.8 -14.5 -2.0 -14.9 -5.7 -3.3 -8.6 -3.0 -8.8 -5.0 -7.6 -20.0 -14.2 -20.0 -19.8 -11.2 -15.4 -4.8 -16.8 -7.0 0.5 -10.5 -0.0 -14.3 -2.1 -16.0 -5.6 -19.1 6.9 -1.7 -2.3 -11.0 -11.0 -15.8 -0.7 -15.6
ROBUSTA -20.0 -16.6 1.3 -13.8 -2.3 -19.0 -2.6 -19.4 -7.5 9.9 0.8 -1.8 -1.1 -6.5 -5.8 17.0 13.3 13.1 12.5 -9.5 -3.9 -1.0 -0.4 -10.7 -20.0 -8.1 5.0 -3.4 -1.3 -0.1 -9.5 20.0 8.9 -13.8 -10.1 6.3 -6.2 13.2 7.3 20.0
RUSSELL 1.1 3.1 2.4 7.2 -7.6 10.0 1.9 11.4 5.6 -13.1 14.3 -9.6 13.7 8.0 9.6 -4.4 -5.2 -4.7 -4.8 8.6 12.4 -7.0 12.5 2.6 7.4 6.0 -11.0 9.7 -5.1 10.3 1.8 0.8 -11.1 -3.6 1.1 -2.3 -4.8 -20.0 -12.5 -20.0
SHATZ -8.2 -11.0 -8.0 -8.8 -6.7 -4.8 -7.4 -3.5 -9.6 13.4 -15.8 -2.7 -8.4 -10.7 -14.6 -20.0 -17.5 -17.8 -16.5 -16.8 -14.6 1.2 -9.9 -11.7 9.3 -20.0 -2.9 -17.7 -13.1 -10.5 -20.0 -20.0 3.4 -15.5 -17.5 -17.2 16.6 20.0 20.0 20.0
SILVER-mini -6.6 -0.0 -9.9 7.6 -12.1 8.6 -2.7 8.1 5.0 -0.3 12.2 6.7 11.8 10.2 11.7 -5.3 -6.3 -5.6 -5.9 20.0 15.8 16.3 11.0 20.0 -9.8 19.1 -9.6 19.8 0.8 17.0 13.2 -0.0 3.8 18.0 20.0 20.0 4.7 20.0 -11.6 -3.3
SMI 11.0 19.5 19.1 10.8 3.2 14.2 9.7 16.0 10.5 18.4 20.0 20.0 16.9 20.0 20.0 11.3 4.9 8.2 6.1 20.0 20.0 20.0 19.0 20.0 13.0 20.0 20.0 20.0 20.0 15.6 20.0 18.5 20.0 20.0 20.0 17.9 1.3 20.0 1.9 20.0
SOFR -6.9 -9.6 -7.5 -12.7 -15.7 -6.9 -13.5 -4.9 -14.5 -12.2 7.0 -13.8 15.7 -16.3 -16.5 7.9 6.1 7.6 7.2 -9.2 0.4 -6.9 9.8 -10.2 -20.0 -9.4 -16.1 0.9 -12.8 9.4 -13.1 5.1 -0.6 -8.4 8.0 -3.8 -11.1 -17.1 -9.9 -20.0
SOYBEAN -20.0 -7.3 8.4 -20.0 -5.0 -20.0 -5.5 -20.0 -15.8 -14.5 8.0 -18.6 4.3 -17.3 -4.5 -4.1 -5.2 -3.3 -4.7 -7.2 2.6 -17.8 -0.1 -18.0 -7.0 -9.5 -17.8 6.1 -20.0 4.6 -20.0 1.7 -15.8 -20.0 1.7 20.0 -20.0 -9.0 -20.0 -4.6
SOYMEAL -19.1 -7.1 20.0 -20.0 -3.7 -20.0 -4.1 -20.0 -11.8 -12.2 -0.3 -14.3 -9.7 -14.5 -2.2 -10.8 -14.7 -12.9 -14.6 -4.5 0.5 -10.5 -5.2 -11.9 -15.0 2.4 -9.5 9.1 -11.7 0.1 -10.5 -15.2 -7.6 -16.0 6.1 20.0 -19.0 -20.0 -9.3 -20.0
SOYOIL -18.1 -6.1 -9.9 -20.0 -4.8 -20.0 -5.3 -20.0 -15.3 -3.6 -8.3 -15.6 6.3 -15.5 -16.3 -8.7 -5.5 -8.3 -7.1 -14.5 -6.8 -14.2 2.5 -17.9 -18.8 -19.3 -7.5 -10.3 -12.8 -1.7 -20.0 0.1 -5.2 -20.0 -1.3 3.8 -20.0 -19.0 -20.0 -20.0
SP400 6.1 6.5 -1.1 7.4 -7.9 10.3 1.9 11.8 5.8 -10.2 14.1 -4.9 9.1 11.0 10.8 -6.1 -6.0 -5.9 -5.8 8.3 7.9 -2.9 7.0 6.0 1.8 4.5 -12.4 3.4 -3.9 2.5 3.4 -0.8 -10.9 -1.6 5.9 -13.7 -3.4 -20.0 -7.2 -20.0
SP500_micro -0.5 -2.2 -11.6 8.2 -8.6 11.4 2.1 12.9 6.4 1.7 18.2 9.7 18.6 13.8 13.5 -8.4 -9.4 -8.9 -9.0 11.0 18.2 3.1 20.0 7.4 -19.2 4.2 -5.2 9.4 1.9 13.8 3.1 -6.4 8.9 -6.1 -3.6 -2.2 2.1 -20.0 2.3 -20.0
SUGAR11 11.9 10.8 -6.8 -19.6 -3.3 -20.0 -3.7 -20.0 -10.6 5.4 -12.3 7.7 -14.4 9.7 -6.6 17.9 11.0 15.6 11.1 -3.5 -12.3 3.6 -16.5 3.5 -20.0 -3.3 1.6 -12.1 6.6 -15.1 5.2 20.0 7.4 12.4 20.0 0.9 -9.2 -17.3 -2.0 -12.6
US10 -3.4 -6.5 -0.2 -11.2 -13.8 -6.1 -11.8 -4.3 -12.7 -8.6 11.4 -1.0 7.5 -8.8 -7.2 2.2 0.5 2.1 1.7 -2.5 3.5 -1.7 6.6 -3.5 -9.6 -0.8 -9.3 6.0 -3.2 9.7 -3.1 -4.3 6.0 3.9 12.4 7.2 -20.0 -20.0 -16.3 -20.0
US10U -3.8 -6.7 2.8 -13.8 -17.1 -7.6 -14.7 -5.4 -15.8 1.4 15.0 -0.6 5.8 -12.3 -5.8 2.8 -0.3 1.8 0.9 -1.6 5.7 0.6 7.5 -2.9 -14.8 1.3 -0.8 10.8 2.8 14.2 -0.8 -6.0 16.7 7.3 15.4 15.3 -12.8 -11.7 -13.1 -20.0
US2 4.9 -3.2 -1.6 -10.7 -13.2 -5.8 -11.4 -4.2 -12.2 8.9 1.1 13.5 -2.4 3.8 -5.6 -8.9 -14.3 -10.9 -12.0 -1.6 -0.2 5.4 1.0 1.8 17.6 -1.5 -0.8 1.1 1.2 4.4 0.0 -20.0 4.8 11.7 12.5 1.6 -20.0 -13.4 -20.0 -20.0
US20 -3.8 -9.8 3.5 -9.7 -11.9 -5.3 -10.3 -3.8 -11.0 7.3 7.0 2.1 -3.3 -8.7 -5.7 4.7 3.3 4.3 4.0 -3.9 1.0 0.9 1.5 -3.7 -9.9 -1.8 4.8 4.3 5.9 5.9 -0.7 0.0 17.8 6.6 5.7 10.6 -4.9 14.6 -2.5 -17.7
US30 -5.1 -10.2 3.7 -11.3 -13.9 -6.2 -12.0 -4.4 -12.9 -3.1 2.9 -7.2 -9.4 -14.6 -10.0 1.1 -1.6 0.5 -0.5 -7.2 -2.0 -3.0 -2.6 -7.5 -5.7 -5.5 1.7 1.5 2.4 2.4 -4.9 -8.3 16.8 5.9 3.3 10.5 -4.0 8.8 0.2 -14.1
US5 -0.6 -4.8 -1.9 -11.3 -14.0 -6.2 -12.0 -4.4 -12.9 1.6 9.5 5.5 7.4 -4.6 -6.5 0.3 -2.7 -0.7 -1.4 -2.0 2.6 1.8 6.0 -1.2 -4.6 -1.0 -3.5 4.3 -0.9 8.7 -1.7 -9.8 6.7 6.2 13.7 3.8 -20.0 -20.0 -20.0 -20.0
VIX -13.4 -12.8 -6.9 -20.0 -5.8 -18.6 -20.0 -9.0 -20.0 -12.3 -20.0 -20.0 -17.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -19.2 -16.2 -12.0 -20.0 NaN -20.0 -7.3 -19.1 -20.0 -9.3 -20.0 NaN NaN NaN NaN NaN -2.6 -20.0 NaN NaN
WHEAT -6.5 -7.1 1.9 -20.0 -5.1 -20.0 -5.7 -20.0 -16.3 -10.8 -20.0 -8.7 -20.0 -16.9 -16.4 -17.9 -18.1 -17.5 -17.7 -13.8 -16.1 -8.2 -20.0 -11.9 11.5 -14.1 -9.8 -11.8 -9.9 -15.1 -14.5 -20.0 3.9 -6.3 0.6 18.4 -20.0 -20.0 -20.0 -20.0
End of report for caleb_strategy_v3