******************************************************************************** Strategy report for caleb_strategy_v1 backtest timestamp 20221014_204307 produced at 2022-10-14 21:34:47.285495 ******************************************************************************** ====================================================================================================================================================================================================================================================================================== Optimal positions ====================================================================================================================================================================================================================================================================================== 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_v1 US10U False False 0.04 -0.04 -0.22 0.0 38987076.48 -38987076.48 -0.04 -0.04 -5.77 999999999 -1 -1 caleb_strategy_v1 JPY False False 0.03 -0.11 -0.15 0.0 28313573.94 -28313573.94 -0.11 -0.11 -5.25 999999999 -4 -4 caleb_strategy_v1 US5 False False 0.04 -0.25 -0.13 0.0 35593147.23 -35593147.23 -0.25 -0.25 -3.65 999999999 -7 -7 caleb_strategy_v1 US20 False False 0.04 -0.08 -0.13 0.0 41385557.66 -41385557.66 -0.08 -0.08 -3.15 999999999 -2 -2 caleb_strategy_v1 CHF False False 0.04 -0.04 -0.13 0.0 41849577.55 -41849577.55 -0.04 -0.04 -3.03 999999999 -1 -1 caleb_strategy_v1 US30 False False 0.04 -0.22 -0.11 0.0 44186398.43 -44186398.43 -0.22 -0.22 -2.55 999999999 -5 -5 caleb_strategy_v1 US10 False False 0.04 0.00 -0.11 0.0 36990954.89 -36990954.89 0.00 0.00 -3.00 999999999 0 0 caleb_strategy_v1 LIVECOW False False 0.02 -0.04 -0.09 0.0 19771427.63 -19771427.63 -0.04 -0.04 -4.61 999999999 -2 -2 caleb_strategy_v1 BUXL False False 0.04 -0.04 -0.08 0.0 44540882.57 -44540882.57 -0.04 -0.04 -1.81 999999999 -1 -1 caleb_strategy_v1 VIX False False 0.01 0.00 -0.07 0.0 9982698.15 -9982698.15 0.00 -0.01 -7.33 999999999 0 -1 caleb_strategy_v1 FEEDCOW False False 0.03 -0.06 -0.06 0.0 29300138.75 -29300138.75 -0.06 -0.06 -1.99 999999999 -2 -2 caleb_strategy_v1 FTSE100 False False 0.03 0.00 -0.05 0.0 25600667.60 -25600667.60 0.00 0.00 -1.84 999999999 0 0 caleb_strategy_v1 EUR False False 0.04 -0.08 -0.05 0.0 40827479.69 -40827479.69 -0.08 -0.08 -1.29 999999999 -2 -2 caleb_strategy_v1 CAD False False 0.02 -0.05 -0.04 0.0 24085558.49 -24085558.49 -0.05 -0.05 -1.74 999999999 -2 -2 caleb_strategy_v1 NASDAQ False False 0.07 -0.07 -0.04 0.0 72196478.29 -72196478.29 -0.07 -0.07 -0.52 999999999 -1 -1 caleb_strategy_v1 AUD False False 0.02 0.00 -0.03 0.0 20778058.16 -20778058.16 0.00 0.00 -1.54 999999999 0 0 caleb_strategy_v1 RUSSELL False False 0.00 -0.01 -0.03 0.0 2831273.79 -2831273.79 -0.01 -0.01 -10.39 999999999 -4 -4 caleb_strategy_v1 GOLD_micro False False 0.01 -0.01 -0.03 0.0 5508710.35 -5508710.35 -0.01 -0.01 -5.97 999999999 -2 -2 caleb_strategy_v1 SP400 False False 0.08 0.00 -0.03 0.0 75366862.83 -75366862.83 0.00 0.00 -0.42 999999999 0 0 caleb_strategy_v1 DAX False False 0.00 0.00 -0.02 0.0 4032026.16 -4032026.16 0.00 0.00 -4.37 999999999 0 0 caleb_strategy_v1 DOW False False 0.00 0.00 -0.02 0.0 4967604.63 -4967604.63 0.00 0.00 -3.88 999999999 0 0 caleb_strategy_v1 SP500 False False 0.06 0.00 -0.02 0.0 60201355.14 -60201355.14 0.00 0.00 -0.32 999999999 0 0 caleb_strategy_v1 NZD False False 0.02 0.00 -0.02 0.0 18589222.00 -18589222.00 0.00 0.00 -0.95 999999999 0 0 caleb_strategy_v1 EUROSTX False False 0.01 0.00 -0.01 0.0 10938496.79 -10938496.79 0.00 0.00 -0.49 999999999 0 0 caleb_strategy_v1 GAS_US False False 0.02 0.00 -0.01 0.0 22911713.58 -22911713.58 0.00 0.00 -0.46 999999999 0 0 caleb_strategy_v1 COPPER False False 0.03 0.00 0.00 0.0 28493329.40 -28493329.40 0.00 0.00 0.15 999999999 0 0 caleb_strategy_v1 REDWHEAT False False 0.02 0.00 -0.00 0.0 15943890.60 -15943890.60 0.00 0.00 -0.18 999999999 0 0 caleb_strategy_v1 GBP False False 0.02 0.00 0.00 0.0 23374479.36 -23374479.36 0.00 0.00 0.11 999999999 0 0 caleb_strategy_v1 CAC False False 0.02 0.00 -0.00 0.0 18550571.99 -18550571.99 0.00 0.00 -0.21 999999999 0 0 caleb_strategy_v1 ROBUSTA False False 0.01 0.00 0.00 0.0 6872510.79 -6872510.79 0.00 0.00 0.46 999999999 0 0 caleb_strategy_v1 OJ False False 0.01 0.00 -0.00 0.0 9503628.97 -9503628.97 0.00 0.00 -0.03 999999999 0 0 caleb_strategy_v1 COTTON2 False False 0.01 0.00 -0.00 0.0 13890498.08 -13890498.08 0.00 0.00 -0.25 999999999 0 0 caleb_strategy_v1 BITCOIN False False 0.00 0.00 0.00 0.0 642103.20 -642103.20 0.00 0.00 6.83 999999999 0 0 caleb_strategy_v1 PALLAD False False 0.07 0.00 -0.00 0.0 66818864.01 -66818864.01 0.00 0.00 -0.02 999999999 0 0 caleb_strategy_v1 WHEAT False False 0.01 0.00 -0.00 0.0 14831915.01 -14831915.01 0.00 0.00 -0.31 999999999 0 0 caleb_strategy_v1 COCOA False False 0.01 0.00 -0.00 0.0 7929305.63 -7929305.63 0.00 0.00 -0.43 999999999 0 0 caleb_strategy_v1 CANOLA False False 0.00 0.00 0.00 0.0 4178824.09 -4178824.09 0.00 0.00 0.28 999999999 0 0 caleb_strategy_v1 SUGAR11 False False 0.01 0.00 0.01 0.0 7049222.94 -7049222.94 0.00 0.00 1.95 999999999 0 0 caleb_strategy_v1 CORN False False 0.01 0.00 0.01 0.0 10547046.67 -10547046.67 0.00 0.00 0.55 999999999 0 0 caleb_strategy_v1 PLAT False False 0.02 0.00 0.01 0.0 15025883.68 -15025883.68 0.00 0.00 0.51 999999999 0 0 caleb_strategy_v1 SILVER-mini False False 0.02 0.00 0.01 0.0 15258311.66 -15258311.66 0.00 0.00 0.54 999999999 0 0 caleb_strategy_v1 COFFEE False False 0.02 0.00 0.01 0.0 24743547.05 -24743547.05 0.00 0.00 0.21 999999999 0 0 caleb_strategy_v1 SOYOIL False False 0.01 0.00 0.01 0.0 12502953.20 -12502953.20 0.00 0.00 0.57 999999999 0 0 caleb_strategy_v1 CRUDE_W False False 0.02 0.02 0.02 0.0 24881498.91 -24881498.91 0.02 0.02 0.74 999999999 1 1 caleb_strategy_v1 MXP False False 0.01 0.00 0.02 0.0 8230291.51 -8230291.51 0.00 0.00 2.49 999999999 0 0 caleb_strategy_v1 OAT False False 0.04 0.00 0.02 0.0 42238725.70 -42238725.70 0.00 0.00 0.43 999999999 0 0 caleb_strategy_v1 BTP False False 0.04 0.07 0.02 0.0 35745212.60 -35745212.60 0.07 0.07 0.65 999999999 2 2 caleb_strategy_v1 GASOILINE False False 0.03 0.00 0.03 0.0 33664066.05 -33664066.05 0.00 0.00 0.88 999999999 0 0 caleb_strategy_v1 SOYMEAL False False 0.01 0.05 0.04 0.0 13614594.36 -13614594.36 0.05 0.05 3.25 999999999 4 4 caleb_strategy_v1 GASOIL False False 0.03 0.00 0.04 0.0 34212061.00 -34212061.00 0.00 0.00 1.18 999999999 0 0 caleb_strategy_v1 HEATOIL False False 0.05 0.10 0.04 0.0 48968595.77 -48968595.77 0.10 0.10 0.78 999999999 2 2 caleb_strategy_v1 LEANHOG False False 0.01 0.03 0.05 0.0 11019427.27 -11019427.27 0.03 0.03 4.40 999999999 3 3 caleb_strategy_v1 SOYBEAN False False 0.02 0.02 0.07 0.0 22657547.73 -22657547.73 0.02 0.02 2.96 999999999 1 1 caleb_strategy_v1 NIKKEI False False 0.01 0.00 0.07 0.0 5842606.10 -5842606.10 0.00 0.02 12.13 999999999 0 4 caleb_strategy_v1 BUND False False 0.04 0.00 0.11 0.0 44287255.12 -44287255.12 0.00 0.00 2.58 999999999 0 0 caleb_strategy_v1 BOBL False False 0.04 0.08 0.30 0.0 38697696.27 -38697696.27 0.08 0.08 7.69 999999999 2 2 Risk overlay Config {'max_risk_fraction_normal_risk': 1.4, 'max_risk_fraction_stdev_risk': 3.6, 'max_risk_leverage': 13.0, 'max_risk_limit_sum_abs_risk': 3.4} Percentage vol target 25.0 Normal risk 11.3 Shocked risk 19.4 Sum abs risk 40.6 Leverage 2.60 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2990173.55, 'annual_cash_vol_target': 747543.3875, 'daily_cash_vol_target': 46721.46171875} ==================================================================== Vol calculation ==================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0057 0.6213 0.9203 14.7241 BITCOIN 743.9891 19200.0000 3.8749 61.9991 BOBL 0.4187 119.0100 0.3518 5.6295 BTP 1.0432 109.9300 0.9490 15.1838 BUND 0.8892 136.2000 0.6529 10.4463 BUXL 2.3571 136.9800 1.7208 27.5328 CAC 69.6113 5705.0000 1.2202 19.5229 CAD 0.0046 0.7202 0.6453 10.3252 CANOLA 9.7990 867.6000 1.1294 18.0710 CHF 0.0063 1.0011 0.6325 10.1204 COCOA 35.2259 2371.0000 1.4857 23.7712 COFFEE 0.0409 1.9730 2.0722 33.1549 COPPER 0.0522 3.4080 1.5306 24.4891 CORN 6.6509 630.7500 1.0544 16.8710 COTTON2 0.0227 0.8307 2.7335 43.7357 CRUDE_W 1.9875 74.4000 2.6714 42.7423 DAX 157.8112 12400.0000 1.2727 20.3627 DOW 376.2084 29708.0000 1.2664 20.2617 EUR 0.0072 0.9766 0.7404 11.8464 EUROSTX 44.7624 3364.0000 1.3306 21.2901 FEEDCOW 1.4225 175.2250 0.8118 12.9886 FTSE100 67.3800 6851.5000 0.9834 15.7349 GASOIL 28.7137 1023.0000 2.8068 44.9090 GASOILINE 0.0589 2.3967 2.4593 39.3496 GAS_US 0.2182 6.8510 3.1847 50.9552 GBP 0.0117 1.1183 1.0501 16.8023 GOLD_micro 15.9653 1647.2000 0.9692 15.5079 HEATOIL 0.0791 3.4863 2.2699 36.3190 JPY 0.0000 0.0068 0.6461 10.3378 LEANHOG 1.5148 82.3750 1.8389 29.4228 LIVECOW 0.8822 147.8000 0.5969 9.5497 MXP 0.0003 0.0492 0.6941 11.1054 NASDAQ 179.5600 10794.0000 1.6635 26.6163 NIKKEI 285.3658 25975.0000 1.0986 17.5779 NZD 0.0055 0.5558 0.9860 15.7757 OAT 0.8769 129.9000 0.6751 10.8013 OJ 0.0374 1.8945 1.9741 31.5855 PALLAD 53.1001 1998.0000 2.6577 42.5226 PLAT 17.3362 898.6000 1.9292 30.8679 REDWHEAT 19.9279 953.5000 2.0900 33.4395 ROBUSTA 25.1251 2055.0000 1.2226 19.5622 RUSSELL 28.1092 1693.2000 1.6601 26.5619 SILVER-mini 0.4568 18.2500 2.5030 40.0483 SOYBEAN 14.2503 1355.0000 1.0517 16.8269 SOYMEAL 5.7677 407.1000 1.4168 22.6684 SOYOIL 1.0430 62.3100 1.6739 26.7819 SP400 34.4170 2253.6000 1.5272 24.4352 SP500 51.4126 3600.2500 1.4280 22.8484 SUGAR11 0.0023 0.1882 1.2394 19.8297 US10 0.5652 110.6094 0.5110 8.1764 US10U 0.7824 116.5781 0.6711 10.7381 US20 1.0442 123.7500 0.8438 13.5008 US30 1.5108 132.1250 1.1435 18.2959 US5 0.3687 106.4297 0.3464 5.5429 VIX 0.6282 29.8500 2.1044 33.6709 WHEAT 16.5627 887.0000 1.8673 29.8764 =========================================================================================================================================== Subsystem position =========================================================================================================================================== Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 621.30 0.92 571.76 1.00 571.76 46721.46 81.72 -11.83 -96.69 BITCOIN 19.20 3.87 74.40 1.00 74.40 46721.46 627.99 4.62 289.97 BOBL 1190.10 0.35 418.73 0.98 409.66 46721.46 114.05 9.35 106.62 BTP 1099.30 0.95 1043.22 0.98 1020.63 46721.46 45.78 6.98 31.96 BUND 1362.00 0.65 889.25 0.98 869.99 46721.46 53.70 6.67 35.80 BUXL 1369.80 1.72 2357.15 0.98 2306.10 46721.46 20.26 -10.62 -21.52 CAC 570.50 1.22 696.11 0.98 681.77 46721.46 68.53 -1.09 -7.50 CAD 720.20 0.65 464.76 1.00 464.76 46721.46 100.53 -9.72 -97.69 CANOLA 173.52 1.13 195.98 0.73 142.70 46721.46 327.41 0.93 30.43 CHF 1251.38 0.63 791.53 1.00 791.53 46721.46 59.03 -13.70 -80.88 COCOA 237.10 1.49 352.26 1.00 352.26 46721.46 132.63 -1.49 -19.70 COFFEE 739.88 2.07 1533.15 1.00 1533.15 46721.46 30.47 5.43 16.55 COPPER 852.00 1.53 1304.05 1.00 1304.05 46721.46 35.83 1.52 5.43 CORN 315.38 1.05 332.54 1.00 332.54 46721.46 140.50 4.37 61.36 COTTON2 415.35 2.73 1135.35 1.00 1135.35 46721.46 41.15 -4.09 -16.82 CRUDE_W 744.00 2.67 1987.52 1.00 1987.52 46721.46 23.51 2.39 5.61 DAX 124.00 1.27 157.81 0.98 154.39 46721.46 302.61 -2.66 -80.54 DOW 148.54 1.27 188.10 1.00 188.10 46721.46 248.38 -5.48 -136.23 EUR 1220.81 0.74 903.89 1.00 903.89 46721.46 51.69 -6.68 -34.53 EUROSTX 336.40 1.33 447.62 0.98 437.93 46721.46 106.69 -1.64 -17.47 FEEDCOW 876.12 0.81 711.23 1.00 711.23 46721.46 65.69 -11.27 -74.01 FTSE100 685.15 0.98 673.80 1.13 762.97 46721.46 61.24 -2.92 -17.85 GASOIL 1023.00 2.81 2871.37 1.00 2871.37 46721.46 16.27 10.15 16.52 GASOILINE 1006.61 2.46 2475.61 1.00 2475.61 46721.46 18.87 11.37 21.45 GAS_US 685.10 3.18 2181.84 1.00 2181.84 46721.46 21.41 -14.28 -30.58 GBP 698.94 1.05 733.98 1.00 733.98 46721.46 63.65 0.92 5.89 GOLD_micro 164.72 0.97 159.65 1.00 159.65 46721.46 292.64 -9.11 -266.74 HEATOIL 1464.25 2.27 3323.74 1.00 3323.74 46721.46 14.06 7.78 10.93 JPY 846.62 0.65 547.02 1.00 547.02 46721.46 85.41 -9.50 -81.15 LEANHOG 329.50 1.84 605.93 1.00 605.93 46721.46 77.11 12.21 94.18 LIVECOW 591.20 0.60 352.86 1.00 352.86 46721.46 132.41 -12.96 -171.58 MXP 246.10 0.69 170.81 1.00 170.81 46721.46 273.52 7.42 203.03 NASDAQ 2158.80 1.66 3591.20 1.00 3591.20 46721.46 13.01 -7.40 -9.62 NIKKEI 25975.00 1.10 28536.58 0.01 197.63 46721.46 236.40 2.70 63.87 NZD 555.85 0.99 548.06 1.00 548.06 46721.46 85.25 -6.96 -59.32 OAT 1299.00 0.68 876.93 0.98 857.94 46721.46 54.46 3.90 21.22 OJ 284.18 1.97 560.99 1.00 560.99 46721.46 83.28 -0.20 -1.63 PALLAD 1998.00 2.66 5310.01 1.00 5310.01 46721.46 8.80 -0.99 -0.87 PLAT 449.30 1.93 866.81 1.00 866.81 46721.46 53.90 3.93 21.18 REDWHEAT 476.75 2.09 996.39 1.00 996.39 46721.46 46.89 -7.17 -33.62 ROBUSTA 205.50 1.22 251.25 1.00 251.25 46721.46 185.95 1.92 35.65 RUSSELL 84.66 1.66 140.55 1.00 140.55 46721.46 332.43 -6.03 -200.52 SILVER-mini 456.25 2.50 1142.00 1.00 1142.00 46721.46 40.91 5.88 24.05 SOYBEAN 677.50 1.05 712.51 1.00 712.51 46721.46 65.57 7.66 50.23 SOYMEAL 407.10 1.42 576.77 1.00 576.77 46721.46 81.01 6.81 55.14 SOYOIL 373.86 1.67 625.79 1.00 625.79 46721.46 74.66 8.31 62.01 SP400 2253.60 1.53 3441.70 1.00 3441.70 46721.46 13.58 -6.00 -8.15 SP500 1800.12 1.43 2570.63 1.00 2570.63 46721.46 18.18 -6.23 -11.32 SUGAR11 210.78 1.24 261.24 1.00 261.24 46721.46 178.85 8.02 143.48 US10 1106.09 0.51 565.24 1.00 565.24 46721.46 82.66 -9.46 -78.23 US10U 1165.78 0.67 782.40 1.00 782.40 46721.46 59.72 -6.63 -39.57 US20 1237.50 0.84 1044.21 1.00 1044.21 46721.46 44.74 -9.55 -42.73 US30 1321.25 1.14 1510.84 1.00 1510.84 46721.46 30.92 -9.81 -30.35 US5 1064.30 0.35 368.71 1.00 368.71 46721.46 126.72 -7.51 -95.19 VIX 298.50 2.10 628.17 1.00 628.17 46721.46 74.38 -5.23 -38.88 WHEAT 443.50 1.87 828.14 1.00 828.14 46721.46 56.42 -10.26 -57.86 ===================================================================== Portfolio positions ===================================================================== subsystem_position instr weight IDM Notional position AUD -96.693 0.006 2.5 -1.545 BITCOIN 289.970 0.009 2.5 6.832 BOBL 106.615 0.029 2.5 7.693 BTP 31.957 0.008 2.5 0.645 BUND 35.798 0.029 2.5 2.583 BUXL -21.522 0.034 2.5 -1.807 CAC -7.501 0.011 2.5 -0.211 CAD -97.687 0.007 2.5 -1.744 CANOLA 30.435 0.004 2.5 0.279 CHF -80.876 0.015 2.5 -3.027 COCOA -19.697 0.009 2.5 -0.429 COFFEE 16.551 0.005 2.5 0.215 COPPER 5.429 0.011 2.5 0.148 CORN 61.364 0.004 2.5 0.554 COTTON2 -16.819 0.006 2.5 -0.253 CRUDE_W 5.612 0.053 2.5 0.741 DAX -80.543 0.022 2.5 -4.374 DOW -136.229 0.011 2.5 -3.882 EUR -34.532 0.015 2.5 -1.292 EUROSTX -17.471 0.011 2.5 -0.491 FEEDCOW -74.009 0.011 2.5 -1.989 FTSE100 -17.855 0.041 2.5 -1.841 GASOIL 16.520 0.029 2.5 1.178 GASOILINE 21.453 0.016 2.5 0.881 GAS_US -30.581 0.006 2.5 -0.460 GBP 5.886 0.007 2.5 0.105 GOLD_micro -266.740 0.009 2.5 -5.968 HEATOIL 10.931 0.029 2.5 0.780 JPY -81.155 0.026 2.5 -5.253 LEANHOG 94.175 0.019 2.5 4.400 LIVECOW -171.577 0.011 2.5 -4.610 MXP 203.031 0.005 2.5 2.486 NASDAQ -9.623 0.022 2.5 -0.523 NIKKEI 63.870 0.076 2.5 12.131 NZD -59.323 0.006 2.5 -0.948 OAT 21.223 0.008 2.5 0.429 OJ -1.630 0.007 2.5 -0.028 PALLAD -0.874 0.010 2.5 -0.021 PLAT 21.181 0.010 2.5 0.510 REDWHEAT -33.623 0.002 2.5 -0.179 ROBUSTA 35.650 0.005 2.5 0.462 RUSSELL -200.516 0.021 2.5 -10.386 SILVER-mini 24.049 0.009 2.5 0.538 SOYBEAN 50.234 0.024 2.5 2.962 SOYMEAL 55.142 0.024 2.5 3.251 SOYOIL 62.012 0.004 2.5 0.569 SP400 -8.148 0.021 2.5 -0.422 SP500 -11.320 0.011 2.5 -0.323 SUGAR11 143.481 0.005 2.5 1.947 US10 -78.234 0.015 2.5 -3.001 US10U -39.572 0.058 2.5 -5.766 US20 -42.729 0.029 2.5 -3.149 US30 -30.348 0.034 2.5 -2.548 US5 -95.194 0.015 2.5 -3.652 VIX -38.880 0.075 2.5 -7.327 WHEAT -57.859 0.002 2.5 -0.309 ==================== Position diags ==================== AUD 1.31 BITCOIN 14.80 BOBL 8.23 BTP 0.92 BUND 3.88 BUXL 1.70 CAC 1.93 CAD 1.79 CANOLA 3.01 CHF 2.21 COCOA 2.89 COFFEE 0.40 COPPER 0.98 CORN 1.27 COTTON2 0.62 CRUDE_W 3.11 DAX 16.43 DOW 7.08 EUR 1.93 EUROSTX 3.00 FEEDCOW 1.77 FTSE100 6.31 GASOIL 1.16 GASOILINE 0.77 GAS_US 0.32 GBP 1.14 GOLD_micro 6.55 HEATOIL 1.00 JPY 5.53 LEANHOG 3.60 LIVECOW 3.56 MXP 3.35 NASDAQ 0.71 NIKKEI 44.90 NZD 1.36 OAT 1.10 OJ 1.45 PALLAD 0.21 PLAT 1.30 REDWHEAT 0.25 ROBUSTA 2.41 RUSSELL 17.22 SILVER-mini 0.92 SOYBEAN 3.87 SOYMEAL 4.78 SOYOIL 0.69 SP400 0.70 SP500 0.52 SUGAR11 2.43 US10 3.17 US10U 8.70 US20 3.30 US30 2.60 US5 4.86 VIX 14.02 WHEAT 0.30 dtype: float64 =================================================================================================== Positions vs buffers =================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -1.5 -1.7 -1.4 NaN 0 BITCOIN 6.8 6.1 7.5 NaN 0 BOBL 7.7 6.9 8.5 2.0 2 BTP 0.6 0.6 0.7 2.0 2 BUND 2.6 2.3 2.8 NaN 0 BUXL -1.8 -2.0 -1.6 -1.0 -1 CAC -0.2 -0.2 -0.2 NaN 0 CAD -1.7 -1.9 -1.6 -2.0 -2 CANOLA 0.3 0.3 0.3 NaN 0 CHF -3.0 -3.3 -2.7 -1.0 -1 COCOA -0.4 -0.5 -0.4 NaN 0 COFFEE 0.2 0.2 0.2 NaN 0 COPPER 0.1 0.1 0.2 NaN 0 CORN 0.6 0.5 0.6 NaN 0 COTTON2 -0.3 -0.3 -0.2 NaN 0 CRUDE_W 0.7 0.7 0.8 1.0 1 DAX -4.4 -4.8 -3.9 NaN 0 DOW -3.9 -4.3 -3.5 NaN 0 EUR -1.3 -1.4 -1.2 -2.0 -2 EUROSTX -0.5 -0.5 -0.4 NaN 0 FEEDCOW -2.0 -2.2 -1.8 -2.0 -2 FTSE100 -1.8 -2.0 -1.7 NaN 0 GASOIL 1.2 1.1 1.3 NaN 0 GASOILINE 0.9 0.8 1.0 NaN 0 GAS_US -0.5 -0.5 -0.4 NaN 0 GBP 0.1 0.1 0.1 NaN 0 GOLD_micro -6.0 -6.6 -5.4 -2.0 -2 HEATOIL 0.8 0.7 0.9 2.0 2 JPY -5.3 -5.8 -4.7 -4.0 -4 LEANHOG 4.4 4.0 4.8 3.0 3 LIVECOW -4.6 -5.1 -4.1 -2.0 -2 MXP 2.5 2.2 2.7 NaN 0 NASDAQ -0.5 -0.6 -0.5 -1.0 -1 NIKKEI 12.1 10.9 13.3 NaN 0 NZD -0.9 -1.0 -0.9 NaN 0 OAT 0.4 0.4 0.5 NaN 0 OJ -0.0 -0.0 -0.0 NaN 0 PALLAD -0.0 -0.0 -0.0 NaN 0 PLAT 0.5 0.5 0.6 NaN 0 REDWHEAT -0.2 -0.2 -0.2 NaN 0 ROBUSTA 0.5 0.4 0.5 NaN 0 RUSSELL -10.4 -11.4 -9.3 -4.0 -4 SILVER-mini 0.5 0.5 0.6 NaN 0 SOYBEAN 3.0 2.7 3.3 1.0 1 SOYMEAL 3.3 2.9 3.6 4.0 4 SOYOIL 0.6 0.5 0.6 NaN 0 SP400 -0.4 -0.5 -0.4 NaN 0 SP500 -0.3 -0.4 -0.3 NaN 0 SUGAR11 1.9 1.8 2.1 NaN 0 US10 -3.0 -3.3 -2.7 NaN 0 US10U -5.8 -6.3 -5.2 -1.0 -1 US20 -3.1 -3.5 -2.8 -2.0 -2 US30 -2.5 -2.8 -2.3 -5.0 -5 US5 -3.7 -4.0 -3.3 -7.0 -7 VIX -7.3 -8.1 -6.6 NaN 0 WHEAT -0.3 -0.3 -0.3 NaN 0 ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset160 mrwrings4 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 AUD 1.2 1.6 1.7 1.6 1.0 2.6 2.4 2.5 1.5 0.5 2.5 0.4 2.6 0.4 2.4 8.2 4.2 2.2 2.2 1.2 1.2 0.2 1.3 0.2 11.5 18.8 1.2 0.4 1.2 0.2 1.3 0.2 13.2 1.5 2.1 1.4 1.4 BITCOIN 1.0 1.6 1.7 1.4 0.0 2.4 0.9 2.3 1.2 0.0 2.4 0.2 2.6 0.4 2.3 5.2 2.0 1.1 1.0 1.2 1.2 0.1 1.3 0.2 21.9 26.6 1.2 0.0 1.2 0.1 1.3 0.2 8.1 0.5 2.2 1.5 1.7 BOBL 0.9 1.5 1.7 1.5 0.0 2.4 1.5 2.4 1.3 0.0 2.3 0.2 2.5 0.4 2.2 8.2 4.2 2.1 2.1 1.1 1.2 0.1 1.2 0.2 15.0 22.4 1.1 0.0 1.2 0.1 1.2 0.2 14.1 0.0 1.2 1.2 1.4 BTP 1.2 1.5 1.7 1.5 0.8 2.5 2.2 2.4 1.4 0.2 2.4 0.3 2.5 0.4 2.4 8.2 4.2 2.2 2.2 1.2 1.2 0.2 1.2 0.2 12.4 19.2 1.2 0.2 1.2 0.2 1.3 0.2 13.4 1.4 2.1 1.4 1.4 BUND 1.2 1.6 1.7 1.6 0.6 2.6 2.1 2.5 1.4 0.1 2.4 0.3 2.6 0.4 2.4 8.3 4.3 2.2 2.2 1.2 1.2 0.1 1.3 0.2 12.6 20.2 1.2 0.1 1.2 0.2 1.3 0.2 13.8 0.3 1.7 1.3 1.4 BUXL 1.2 1.5 1.7 1.6 0.8 2.6 2.2 2.5 1.4 0.2 2.4 0.3 2.5 0.4 2.4 8.1 4.2 2.1 2.2 1.2 1.2 0.2 1.3 0.2 12.4 19.5 1.2 0.3 1.2 0.2 1.3 0.2 13.5 1.1 2.0 1.3 1.4 CAC 1.2 1.6 1.7 1.6 1.1 2.6 2.4 2.5 1.5 0.4 2.5 0.4 2.6 0.4 2.5 8.2 4.2 2.2 2.2 1.2 1.3 0.2 1.3 0.2 11.2 19.3 1.2 0.4 1.2 0.2 1.3 0.2 13.3 1.1 2.0 1.3 1.4 CAD 1.2 1.6 1.7 1.6 0.4 2.6 2.1 2.5 1.4 0.1 2.4 0.3 2.5 0.4 2.4 7.4 4.1 2.0 2.1 1.2 1.2 0.1 1.3 0.2 14.0 20.7 1.2 0.1 1.2 0.2 1.3 0.2 12.3 1.0 2.1 1.4 1.5 CANOLA 0.1 1.1 1.4 1.1 0.0 2.0 0.0 2.0 0.7 0.0 1.9 0.0 2.1 0.2 1.7 7.2 3.7 1.9 1.9 0.9 1.0 0.0 1.0 0.1 22.7 25.3 0.8 0.0 0.9 0.0 1.0 0.1 13.5 0.0 1.0 1.2 1.4 CHF 1.2 1.6 1.7 1.6 0.5 2.6 2.2 2.5 1.5 0.2 2.5 0.3 2.6 0.4 2.4 6.8 4.0 1.9 2.0 1.2 1.2 0.2 1.3 0.2 13.8 20.7 1.2 0.2 1.2 0.2 1.3 0.2 12.8 1.0 2.1 1.4 1.5 COCOA 1.0 1.4 1.6 1.5 0.0 2.4 1.6 2.4 1.3 0.0 2.3 0.3 2.5 0.4 2.3 7.7 4.0 2.0 2.0 1.1 1.2 0.1 1.2 0.2 15.3 21.2 1.1 0.0 1.2 0.1 1.2 0.2 13.6 0.8 2.0 1.4 1.5 COFFEE 0.9 1.4 1.6 1.4 0.0 2.4 1.4 2.3 1.2 0.0 2.3 0.2 2.4 0.4 2.2 7.7 4.0 2.0 2.0 1.1 1.1 0.1 1.2 0.2 16.0 21.7 1.1 0.0 1.1 0.1 1.2 0.2 13.6 0.4 1.9 1.3 1.5 COPPER 1.2 1.6 1.7 1.6 0.8 2.6 2.2 2.4 1.4 0.3 2.4 0.3 2.5 0.4 2.4 8.1 4.2 2.1 2.1 1.2 1.2 0.2 1.3 0.2 12.4 19.3 1.2 0.3 1.2 0.2 1.3 0.2 13.0 1.4 2.1 1.4 1.5 CORN 1.0 1.4 1.6 1.5 0.0 2.4 1.6 2.4 1.3 0.0 2.3 0.3 2.5 0.4 2.3 8.1 4.2 2.1 2.1 1.1 1.2 0.1 1.2 0.2 15.2 21.1 1.1 0.0 1.2 0.1 1.2 0.2 13.7 0.3 1.8 1.3 1.5 COTTON2 0.0 1.0 4.5 1.3 0.0 2.2 0.0 2.2 0.1 0.0 1.1 0.0 1.1 0.2 0.3 6.9 3.5 1.8 1.8 0.2 0.6 0.0 0.6 0.0 24.6 24.6 0.2 0.0 0.6 0.0 0.6 0.0 13.3 0.0 1.3 2.8 2.8 CRUDE_W 1.2 1.6 1.7 1.6 0.9 2.6 2.3 2.5 1.5 0.3 2.5 0.4 2.6 0.4 2.4 8.3 4.3 2.2 2.2 1.2 1.2 0.2 1.3 0.2 12.0 19.3 1.2 0.3 1.2 0.2 1.3 0.2 13.6 0.6 1.9 1.3 1.4 DAX 1.3 1.7 1.8 1.6 0.8 2.7 2.4 2.6 1.5 0.2 2.5 0.4 2.7 0.4 2.5 3.7 3.6 1.6 1.7 1.3 1.3 0.2 1.3 0.2 14.9 22.0 1.3 0.3 1.3 0.2 1.3 0.2 13.0 0.6 2.0 1.4 1.5 DOW 1.3 1.6 1.8 1.6 1.2 2.7 2.5 2.5 1.5 0.5 2.5 0.4 2.6 0.4 2.5 7.6 4.2 2.1 2.1 1.3 1.3 0.2 1.3 0.2 11.6 19.1 1.3 0.5 1.3 0.2 1.3 0.2 12.1 1.4 2.1 1.4 1.5 EUR 1.2 1.6 1.8 1.6 0.7 2.6 2.3 2.5 1.5 0.2 2.5 0.4 2.6 0.4 2.5 6.7 4.1 1.9 2.0 1.2 1.3 0.2 1.3 0.2 13.7 20.8 1.2 0.3 1.3 0.2 1.3 0.2 11.7 0.8 2.1 1.4 1.5 EUROSTX 1.1 1.5 1.7 1.6 0.6 2.6 2.2 2.5 1.4 0.1 2.4 0.3 2.6 0.4 2.4 8.0 4.2 2.1 2.2 1.2 1.2 0.1 1.3 0.2 13.2 20.8 1.2 0.2 1.2 0.2 1.3 0.2 13.5 0.0 1.5 1.3 1.4 FEEDCOW 0.8 1.4 1.6 1.4 0.0 2.3 1.0 2.3 1.2 0.0 2.2 0.2 2.3 0.3 2.1 7.9 4.1 2.1 2.1 1.1 1.1 0.1 1.2 0.2 16.9 22.4 1.0 0.0 1.1 0.1 1.2 0.2 13.7 0.1 1.8 1.3 1.5 FTSE100 1.3 1.6 1.8 1.6 1.2 2.6 2.5 2.5 1.5 0.5 2.5 0.4 2.6 0.4 2.5 8.0 4.2 2.1 2.2 1.2 1.3 0.2 1.3 0.2 11.1 18.6 1.2 0.5 1.3 0.2 1.3 0.2 13.1 1.5 2.1 1.4 1.4 GASOIL 1.2 1.6 1.7 1.6 1.0 2.6 2.4 2.5 1.5 0.4 2.5 0.4 2.6 0.4 2.5 8.3 4.3 2.2 2.2 1.2 1.3 0.2 1.3 0.2 10.8 19.2 1.2 0.4 1.2 0.2 1.3 0.2 13.4 1.2 2.0 1.3 1.4 GASOILINE 1.2 1.6 1.7 1.6 0.7 2.6 2.2 2.5 1.5 0.2 2.4 0.3 2.6 0.4 2.4 8.4 4.3 2.2 2.2 1.2 1.2 0.2 1.3 0.2 12.3 20.3 1.2 0.2 1.2 0.2 1.3 0.2 13.9 0.0 1.6 1.3 1.4 GAS_US 1.2 1.5 1.7 1.6 0.8 2.5 2.3 2.4 1.4 0.3 2.4 0.3 2.5 0.4 2.4 8.2 4.2 2.2 2.2 1.2 1.2 0.2 1.2 0.2 12.1 19.2 1.2 0.3 1.2 0.2 1.2 0.2 13.3 1.5 2.1 1.4 1.4 GBP 1.1 1.5 1.7 1.6 0.3 2.6 2.0 2.5 1.4 0.1 2.4 0.3 2.6 0.4 2.4 7.6 4.1 2.0 2.1 1.2 1.2 0.1 1.3 0.2 14.3 21.1 1.2 0.0 1.2 0.1 1.3 0.2 12.1 0.6 2.0 1.4 1.5 GOLD_micro 1.2 1.6 1.8 1.6 0.9 2.6 2.3 2.5 1.5 0.3 2.5 0.4 2.6 0.4 2.5 7.9 4.2 2.1 2.1 1.2 1.3 0.2 1.3 0.2 12.5 19.9 1.2 0.3 1.3 0.2 1.3 0.2 12.5 0.7 1.9 1.3 1.5 HEATOIL 1.3 1.6 1.8 1.6 1.0 2.7 2.4 2.6 1.5 0.4 2.5 0.4 2.6 0.4 2.5 8.6 4.4 2.3 2.3 1.3 1.3 0.2 1.3 0.2 9.6 20.2 1.2 0.4 1.3 0.2 1.3 0.2 13.9 0.2 1.7 1.3 1.4 JPY 1.2 1.6 1.7 1.6 0.6 2.6 2.2 2.5 1.4 0.2 2.4 0.3 2.6 0.4 2.4 7.2 4.1 2.0 2.0 1.2 1.2 0.1 1.3 0.2 13.7 20.3 1.2 0.2 1.2 0.2 1.3 0.2 12.6 1.2 2.1 1.4 1.5 LEANHOG 1.0 1.4 1.6 1.5 0.0 2.4 1.6 2.3 1.3 0.0 2.3 0.3 2.4 0.4 2.2 8.1 4.2 2.1 2.1 1.1 1.2 0.1 1.2 0.2 15.1 21.1 1.1 0.0 1.1 0.1 1.2 0.2 13.7 0.7 2.0 1.3 1.5 LIVECOW 0.9 1.4 1.6 1.4 0.0 2.3 1.2 2.3 1.2 0.0 2.2 0.2 2.4 0.4 2.2 8.0 4.1 2.1 2.1 1.1 1.1 0.1 1.2 0.2 16.3 21.8 1.1 0.0 1.1 0.1 1.2 0.2 13.8 0.2 1.9 1.3 1.5 MXP 0.9 1.4 1.6 1.4 0.0 2.4 1.2 2.3 1.2 0.0 2.3 0.2 2.5 0.4 2.2 7.5 4.0 2.0 2.0 1.1 1.2 0.1 1.2 0.2 17.9 23.2 1.1 0.0 1.2 0.1 1.2 0.2 11.1 0.0 1.9 1.4 1.5 NASDAQ 1.3 1.7 1.8 1.6 1.3 2.7 2.6 2.6 1.6 0.5 2.5 0.4 2.6 0.4 2.5 6.8 4.0 1.9 2.0 1.3 1.3 0.2 1.3 0.2 11.4 18.7 1.3 0.5 1.3 0.2 1.3 0.2 13.0 1.7 2.3 1.4 1.5 NIKKEI 1.2 1.6 1.7 1.6 0.8 2.6 2.3 2.5 1.5 0.3 2.5 0.3 2.6 0.4 2.4 5.9 3.6 1.8 1.8 1.2 1.3 0.2 1.3 0.2 14.0 20.6 1.2 0.3 1.2 0.2 1.3 0.2 13.1 1.2 2.1 1.4 1.5 NZD 1.1 1.5 1.7 1.5 0.1 2.5 1.9 2.4 1.4 0.0 2.4 0.3 2.6 0.4 2.4 7.2 4.1 2.0 2.0 1.2 1.2 0.1 1.3 0.2 15.0 21.7 1.2 0.0 1.2 0.1 1.2 0.2 13.1 0.1 1.8 1.4 1.5 OAT 1.1 1.6 1.7 1.5 0.5 2.5 2.1 2.4 1.4 0.0 2.4 0.3 2.5 0.4 2.4 8.2 4.3 2.2 2.2 1.2 1.2 0.1 1.2 0.2 13.3 20.1 1.2 0.1 1.2 0.1 1.3 0.2 13.7 0.5 1.8 1.3 1.4 OJ 0.0 1.8 2.5 2.2 0.0 1.3 0.0 1.3 0.4 0.0 0.7 0.0 0.7 0.3 0.6 7.3 3.7 1.9 1.9 0.3 0.3 0.0 0.3 0.1 25.7 25.7 0.3 0.0 0.3 0.0 0.3 0.1 14.1 0.0 2.6 1.4 1.5 PALLAD 1.0 1.5 1.7 1.4 0.0 2.4 1.1 2.4 1.2 0.0 2.3 0.2 2.5 0.4 2.2 5.8 3.4 1.6 1.7 1.1 1.2 0.1 1.2 0.2 18.4 23.7 1.1 0.0 1.2 0.1 1.2 0.2 12.5 0.0 1.9 1.4 1.5 PLAT 1.1 1.6 1.7 1.5 0.0 2.6 1.9 2.5 1.4 0.0 2.4 0.3 2.6 0.4 2.4 6.5 3.8 1.8 1.9 1.2 1.2 0.1 1.3 0.2 15.9 22.4 1.2 0.0 1.2 0.1 1.3 0.2 12.5 0.0 1.9 1.4 1.5 REDWHEAT 1.1 1.5 1.7 1.5 0.2 2.5 1.9 2.4 1.4 0.0 2.4 0.3 2.5 0.4 2.3 8.1 4.2 2.1 2.1 1.2 1.2 0.1 1.2 0.2 14.0 20.5 1.2 0.0 1.2 0.1 1.2 0.2 13.6 0.8 2.0 1.4 1.5 ROBUSTA 0.9 1.4 1.6 1.4 0.0 2.3 1.2 2.3 1.2 0.0 2.2 0.2 2.4 0.4 2.2 7.8 4.0 2.0 2.0 1.1 1.1 0.1 1.2 0.2 16.7 22.2 1.1 0.0 1.1 0.1 1.2 0.2 13.6 0.1 1.8 1.3 1.5 RUSSELL 1.3 1.7 1.8 1.7 1.2 2.7 2.6 2.6 1.6 0.5 2.6 0.4 2.7 0.4 2.5 6.1 3.9 1.8 1.9 1.3 1.3 0.2 1.3 0.2 12.8 20.1 1.3 0.5 1.3 0.2 1.3 0.2 11.7 1.5 2.2 1.4 1.5 SILVER-mini 1.2 1.7 1.9 1.7 0.0 2.8 1.7 2.7 1.5 0.0 2.7 0.3 2.8 0.4 2.6 6.1 3.4 1.6 1.6 1.3 1.3 0.1 1.4 0.2 21.5 28.1 1.3 0.0 1.3 0.1 1.4 0.2 0.0 0.0 1.7 1.5 1.7 SOYBEAN 1.0 1.5 1.6 1.5 0.0 2.5 1.7 2.4 1.3 0.0 2.4 0.3 2.5 0.4 2.3 8.1 4.2 2.1 2.1 1.1 1.2 0.1 1.2 0.2 14.9 21.0 1.1 0.0 1.2 0.1 1.2 0.2 13.7 0.2 1.8 1.3 1.5 SOYMEAL 1.1 1.5 1.7 1.5 0.3 2.5 1.9 2.4 1.4 0.0 2.4 0.3 2.5 0.4 2.3 8.1 4.2 2.1 2.1 1.2 1.2 0.1 1.2 0.2 13.9 20.5 1.2 0.0 1.2 0.1 1.2 0.2 13.5 0.8 2.0 1.3 1.5 SOYOIL 1.1 1.5 1.7 1.5 0.0 2.5 1.8 2.4 1.3 0.0 2.3 0.3 2.5 0.4 2.3 8.0 4.2 2.1 2.1 1.2 1.2 0.1 1.2 0.2 14.3 20.9 1.1 0.0 1.2 0.1 1.2 0.2 13.6 0.7 2.0 1.3 1.5 SP400 1.2 1.7 1.9 1.6 0.3 2.7 2.1 2.6 1.5 0.0 2.6 0.3 2.7 0.4 2.5 4.8 3.6 1.5 1.7 1.3 1.3 0.2 1.3 0.2 16.1 23.6 1.2 0.0 1.3 0.1 1.3 0.2 11.1 0.0 1.8 1.4 1.6 SP500 1.3 1.6 1.8 1.6 1.2 2.7 2.5 2.5 1.5 0.5 2.5 0.4 2.6 0.4 2.5 7.5 4.2 2.0 2.1 1.3 1.3 0.2 1.3 0.2 11.5 19.2 1.3 0.5 1.3 0.2 1.3 0.2 12.4 1.4 2.1 1.4 1.5 SUGAR11 0.9 1.4 1.6 1.4 0.0 2.4 1.3 2.3 1.2 0.0 2.3 0.2 2.4 0.4 2.2 7.8 4.1 2.1 2.1 1.1 1.1 0.1 1.2 0.2 16.6 22.0 1.1 0.0 1.1 0.1 1.2 0.2 13.6 0.1 1.8 1.3 1.5 US10 1.1 1.6 1.7 1.5 0.0 2.5 1.7 2.4 1.3 0.0 2.4 0.3 2.5 0.4 2.3 8.1 4.2 2.1 2.1 1.2 1.2 0.1 1.2 0.2 14.6 23.6 1.1 0.0 1.2 0.1 1.2 0.2 13.9 0.0 0.0 0.7 1.2 US10U 1.1 1.5 1.7 1.5 0.5 2.5 2.1 2.4 1.4 0.0 2.4 0.3 2.5 0.4 2.4 8.2 4.3 2.2 2.2 1.2 1.2 0.1 1.3 0.2 13.6 20.7 1.2 0.1 1.2 0.1 1.3 0.2 13.8 0.0 1.4 1.2 1.4 US20 1.1 1.6 1.7 1.6 0.1 2.6 2.0 2.5 1.4 0.0 2.4 0.3 2.6 0.4 2.4 7.9 4.2 2.1 2.1 1.2 1.2 0.1 1.3 0.2 13.7 21.9 1.2 0.0 1.2 0.1 1.3 0.2 13.8 0.0 0.9 1.2 1.4 US30 1.2 1.5 1.7 1.6 0.8 2.6 2.3 2.5 1.5 0.2 2.4 0.3 2.6 0.4 2.4 8.0 4.2 2.1 2.1 1.2 1.2 0.2 1.3 0.2 12.5 19.9 1.2 0.2 1.2 0.2 1.3 0.2 13.7 0.6 1.8 1.3 1.4 US5 1.1 1.5 1.7 1.5 0.0 2.5 1.9 2.4 1.4 0.0 2.4 0.3 2.5 0.4 2.3 8.2 4.2 2.1 2.2 1.2 1.2 0.1 1.3 0.2 14.5 22.3 1.2 0.0 1.2 0.1 1.2 0.2 14.0 0.0 0.3 1.1 1.4 VIX 1.2 5.2 6.3 1.9 0.0 3.5 1.1 3.5 1.4 0.0 3.3 0.2 3.5 0.4 3.1 15.7 8.0 4.1 4.1 1.5 1.7 0.0 1.7 0.2 0.0 23.1 1.5 0.0 1.7 0.1 1.7 0.2 0.0 0.0 0.0 0.0 0.0 WHEAT 1.0 1.5 1.7 1.5 0.0 2.5 1.7 2.4 1.3 0.0 2.3 0.3 2.5 0.4 2.3 8.0 4.1 2.1 2.1 1.1 1.2 0.1 1.2 0.2 14.9 20.9 1.1 0.0 1.2 0.1 1.2 0.2 13.6 0.5 1.9 1.3 1.5 ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset160 mrwrings4 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 AUD -0.2 -0.3 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.4 -0.1 -0.3 -0.1 -0.4 -0.2 -0.1 -0.0 -0.0 -0.2 -0.2 -0.0 -0.2 -0.0 -1.5 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.2 -0.2 -0.0 -0.0 BITCOIN 0.0 0.0 -0.2 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.4 -0.0 -0.4 -0.0 -0.3 0.0 -0.0 -0.0 -0.0 -0.1 -0.2 -0.0 -0.3 -0.0 4.4 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.0 0.1 0.0 -0.0 BOBL -0.0 -0.3 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.0 -0.3 -0.0 -0.3 1.6 0.6 0.4 0.4 -0.2 -0.2 -0.0 -0.2 -0.0 1.4 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 2.8 0.0 0.1 -0.1 -0.1 BTP -0.1 -0.2 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.0 -0.3 -0.1 -0.3 1.6 0.5 0.4 0.3 -0.2 -0.2 -0.0 -0.2 -0.0 1.4 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 2.0 0.1 0.1 0.0 -0.0 BUND -0.1 -0.3 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.0 -0.3 -0.1 -0.3 1.2 0.7 0.4 0.4 -0.2 -0.2 -0.0 -0.3 -0.0 1.2 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 2.8 0.0 -0.0 -0.2 -0.0 BUXL -0.2 -0.3 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.0 -0.3 -0.1 -0.3 0.6 -0.3 0.1 -0.1 -0.2 -0.2 -0.0 -0.3 -0.0 0.7 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -2.7 -0.1 -0.2 -0.1 0.0 CAC -0.2 -0.3 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -0.2 0.1 0.2 0.1 0.1 -0.2 -0.1 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 1.2 0.0 0.1 -0.0 0.0 CAD -0.1 -0.3 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.0 -0.3 -0.1 -0.4 -0.1 -0.0 -0.0 -0.0 -0.2 -0.2 -0.0 -0.1 -0.0 -1.3 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 0.2 0.1 -0.2 -0.1 -0.1 CANOLA 0.0 0.0 -0.3 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.2 0.0 0.0 0.0 -0.0 -0.6 0.4 -0.1 0.0 0.0 -0.1 0.0 -0.0 0.0 0.8 -0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0 0.0 0.2 0.2 0.0 CHF -0.2 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.1 -0.3 -0.1 -0.3 -0.8 -0.4 -0.2 -0.2 -0.2 -0.1 -0.0 -0.1 -0.0 -0.5 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -2.1 -0.1 -0.0 0.1 0.2 COCOA 0.1 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 0.0 -0.3 0.0 -0.3 0.0 -0.1 0.2 -0.2 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 0.0 2.6 -0.0 -0.0 0.0 -0.1 0.0 -0.1 0.0 -2.5 0.0 0.2 0.0 0.1 COFFEE -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 0.0 1.2 0.2 0.2 0.2 -0.1 -0.0 -0.0 0.0 -0.0 1.4 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.2 -0.0 0.1 COPPER 0.0 0.1 -0.3 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.3 0.0 -0.3 -0.0 -0.2 0.2 0.0 0.0 0.0 -0.1 -0.2 -0.0 -0.2 -0.0 2.5 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 0.3 0.0 -0.1 -0.0 -0.2 CORN 0.0 0.3 0.1 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 0.0 0.0 0.0 0.1 0.1 0.2 1.1 0.5 0.2 0.2 0.2 0.1 0.0 0.2 0.0 -3.0 -0.0 0.1 0.0 0.1 0.0 0.1 0.0 0.9 0.0 0.3 0.3 0.2 COTTON2 -0.0 -0.2 -0.8 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 -0.0 0.5 0.7 0.3 0.4 -0.0 -0.1 -0.0 0.0 -0.0 -4.2 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 2.7 -0.0 -0.3 -0.6 -0.3 CRUDE_W 0.1 -0.1 -0.3 -0.0 0.0 0.0 0.1 0.2 0.0 0.0 -0.2 0.0 0.1 0.0 -0.1 0.8 0.7 0.2 0.3 -0.0 -0.1 0.0 0.1 0.0 1.8 -0.0 -0.0 -0.0 -0.0 0.0 0.1 0.0 -2.7 0.0 -0.0 0.1 0.2 DAX -0.1 -0.2 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.0 -0.3 -0.0 -0.3 -0.1 -0.0 -0.0 -0.0 -0.2 -0.2 -0.0 -0.2 -0.0 1.0 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 0.0 0.1 0.3 0.2 -0.1 DOW -0.1 -0.3 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.0 -0.2 -0.1 -0.3 -0.3 -0.0 -0.1 -0.0 -0.2 -0.2 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.2 0.2 -0.0 0.0 EUR -0.0 0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.4 -0.0 -0.4 -0.0 -0.3 -0.5 -0.3 -0.2 -0.2 -0.2 -0.3 -0.0 -0.3 -0.0 1.7 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -1.4 0.1 0.2 0.2 -0.2 EUROSTX -0.1 -0.2 0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.3 -0.0 -0.3 -0.0 -0.3 -0.0 0.1 0.0 0.0 -0.2 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 0.8 0.0 0.2 0.1 0.1 FEEDCOW -0.2 -0.3 0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.2 -0.6 -0.8 -0.3 -0.4 -0.2 -0.1 -0.0 -0.0 -0.0 1.2 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -2.7 -0.0 -0.4 -0.3 0.1 FTSE100 -0.2 -0.3 -0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 -0.3 -0.1 0.2 -0.0 0.0 -0.2 -0.1 -0.0 0.0 -0.0 -0.8 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 1.0 -0.2 0.1 0.3 0.1 GASOIL 0.2 -0.1 -0.3 -0.0 0.0 0.0 0.1 0.2 0.0 0.0 0.2 0.0 0.3 0.0 0.0 1.7 0.9 0.4 0.4 0.1 0.1 0.0 0.2 0.0 -0.6 -0.0 0.0 0.0 0.0 0.0 0.1 0.0 0.0 0.2 0.4 0.3 0.2 GASOILINE 0.2 -0.2 -0.3 -0.0 0.0 0.0 0.1 0.2 0.0 -0.0 -0.1 0.0 0.1 0.0 -0.2 1.7 0.9 0.4 0.4 -0.1 -0.0 0.0 0.1 0.0 0.3 -0.0 -0.0 -0.0 0.0 0.0 0.1 0.0 1.7 -0.0 0.1 -0.0 0.1 GAS_US -0.2 -0.3 0.1 -0.0 0.0 0.0 0.1 0.2 0.0 -0.0 0.1 -0.0 0.2 -0.1 -0.1 -1.6 -0.3 -0.3 -0.2 -0.2 -0.0 -0.0 0.1 -0.0 -1.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -2.7 -0.3 -0.4 -0.1 0.3 GBP 0.2 0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 0.0 -0.4 -0.0 -0.2 -0.1 -0.1 -0.0 -0.0 -0.2 -0.2 -0.0 -0.2 -0.0 2.9 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 0.0 0.1 0.0 -0.1 -0.2 GOLD_micro 0.1 -0.0 -0.2 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.3 -0.0 -0.3 -0.0 -0.3 -0.8 -0.3 -0.2 -0.2 -0.2 -0.2 -0.0 -0.2 -0.0 1.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -1.3 -0.0 -0.1 -0.1 -0.2 HEATOIL 0.2 -0.2 -0.4 -0.0 0.0 0.0 0.1 0.2 0.0 0.0 0.1 0.0 0.3 0.0 -0.0 1.7 0.9 0.5 0.5 0.1 0.1 0.0 0.2 0.0 -1.6 -0.0 0.0 0.0 0.1 0.0 0.1 0.0 0.2 0.0 0.3 0.2 0.3 JPY -0.1 -0.3 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.4 -0.1 -0.4 -0.1 -0.4 -1.0 -0.4 -0.2 -0.2 -0.2 -0.2 -0.0 -0.3 -0.0 2.7 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -1.8 -0.2 0.2 -0.1 -0.1 LEANHOG -0.2 -0.1 -0.1 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 0.0 -0.2 -0.0 -0.1 -0.0 -0.1 1.6 0.8 0.4 0.4 -0.1 -0.1 0.0 0.0 -0.0 1.4 -0.0 -0.0 0.0 -0.0 0.0 0.0 -0.0 2.7 0.1 -0.3 -0.3 0.1 LIVECOW -0.1 -0.0 0.1 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.0 -1.6 -0.8 -0.4 -0.4 -0.0 -0.0 -0.0 -0.0 -0.0 0.4 -0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -2.8 0.0 -0.2 -0.1 0.3 MXP -0.0 0.0 0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 0.3 0.0 0.3 0.0 0.3 1.2 0.8 0.3 0.4 0.1 0.1 0.0 0.1 0.0 -3.6 -0.0 0.0 0.0 0.0 0.0 0.1 0.0 2.2 0.0 0.4 0.3 0.3 NASDAQ -0.2 -0.3 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -0.3 -0.1 -0.3 -0.3 -0.1 -0.1 -0.1 -0.3 -0.2 -0.0 -0.2 -0.0 0.8 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.4 -0.3 -0.0 -0.1 0.0 NIKKEI -0.2 -0.2 0.1 -0.1 -0.0 -0.1 -0.2 -0.0 -0.1 -0.0 0.1 -0.0 -0.0 -0.1 -0.1 0.4 0.4 0.2 0.2 -0.1 -0.0 -0.0 0.0 -0.0 -1.8 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 2.6 0.1 0.2 0.1 0.1 NZD -0.1 -0.3 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.4 -0.0 -0.4 -0.1 -0.4 -0.1 0.1 -0.0 0.0 -0.2 -0.2 -0.0 -0.2 -0.0 -0.3 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 0.5 0.0 -0.2 -0.1 -0.1 OAT -0.1 -0.3 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.0 -0.3 -0.1 -0.3 1.2 0.4 0.2 0.2 -0.2 -0.2 -0.0 -0.2 -0.0 1.8 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 1.3 0.0 -0.1 -0.2 -0.1 OJ 0.0 0.2 0.0 -0.1 -0.0 -0.0 -0.0 0.0 -0.0 0.0 0.1 0.0 0.1 0.0 0.1 1.2 0.4 0.3 0.3 0.1 0.1 0.0 0.1 0.0 -5.1 -0.0 0.0 0.0 0.0 0.0 0.0 0.0 1.2 0.0 0.5 0.3 0.3 PALLAD -0.0 0.1 0.1 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.2 -0.0 -0.1 -0.0 0.1 -0.1 -0.0 -0.0 -0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.8 -0.0 0.0 -0.0 0.0 -0.0 0.0 -0.0 0.0 -0.0 0.1 0.2 0.3 PLAT 0.0 0.2 0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.2 0.0 -0.3 0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 0.0 -0.1 0.0 2.1 -0.0 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.2 0.0 0.2 0.1 0.0 REDWHEAT 0.1 0.3 -0.2 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 -0.0 -0.2 0.0 -0.0 0.0 0.0 0.1 -0.1 0.0 -0.0 0.1 -0.0 0.0 0.0 0.0 -2.5 -0.0 0.0 -0.0 0.0 0.0 0.1 0.0 -1.8 -0.0 0.4 0.3 0.1 ROBUSTA -0.2 -0.1 0.1 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 -0.0 0.1 -0.0 0.2 -0.0 0.0 0.6 0.2 0.1 0.1 -0.0 0.1 -0.0 0.1 -0.0 0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.2 -0.0 -0.4 -0.1 0.3 RUSSELL -0.1 -0.3 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.0 -0.3 -0.1 -0.3 -0.2 -0.0 -0.1 -0.0 -0.2 -0.1 -0.0 -0.1 -0.0 -0.6 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.1 0.2 0.1 0.2 SILVER-mini 0.1 0.3 0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.3 -0.0 -0.3 -0.0 -0.1 -0.2 -0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 4.3 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 0.1 0.2 -0.3 SOYBEAN -0.0 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.1 -0.0 0.0 1.0 0.8 0.4 0.4 -0.0 -0.0 0.0 0.1 -0.0 -2.3 -0.0 0.0 -0.0 0.1 0.0 0.1 0.0 2.7 0.0 0.1 0.1 0.2 SOYMEAL -0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 0.0 -0.1 -0.0 0.2 -0.0 0.0 1.0 0.6 0.3 0.3 -0.0 0.0 -0.0 0.1 -0.0 -1.3 -0.0 0.0 0.0 0.1 0.0 0.1 -0.0 1.8 0.0 -0.0 0.1 0.3 SOYOIL -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 0.0 0.0 1.6 0.8 0.4 0.4 -0.0 -0.0 0.0 0.1 0.0 -2.5 -0.0 0.0 -0.0 0.0 0.0 0.1 0.0 2.7 0.1 0.1 0.1 0.1 SP400 -0.1 -0.3 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -0.2 -0.0 -0.1 -0.0 -0.0 -0.2 -0.1 -0.0 -0.1 -0.0 -1.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 0.2 0.1 0.2 SP500 -0.2 -0.3 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.0 -0.2 -0.1 -0.3 -0.3 -0.1 -0.1 -0.1 -0.2 -0.2 -0.0 -0.1 -0.0 0.7 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.3 -0.1 -0.0 -0.0 0.0 SUGAR11 0.1 0.1 -0.1 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 0.0 -0.2 0.0 -0.1 0.0 -0.0 1.6 0.4 0.4 0.3 0.0 -0.0 0.0 -0.0 0.0 -0.6 -0.0 0.0 0.0 0.0 0.0 0.0 0.0 1.2 0.0 0.4 0.2 0.2 US10 -0.0 -0.3 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.0 -0.3 -0.1 -0.3 -0.3 0.2 -0.0 -0.0 -0.2 -0.2 -0.0 -0.2 -0.0 -0.7 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.7 0.0 -0.0 -0.0 -0.0 US10U -0.1 -0.3 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.0 -0.3 -0.1 -0.3 -0.0 0.3 0.0 0.1 -0.2 -0.2 -0.0 -0.3 -0.0 -0.9 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 0.3 0.0 -0.0 0.0 -0.0 US20 -0.1 -0.3 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.4 -0.0 -0.3 -0.1 -0.4 0.1 0.1 0.0 0.1 -0.2 -0.2 -0.0 -0.3 -0.0 -1.4 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.5 0.0 -0.0 0.0 0.0 US30 -0.2 -0.3 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.4 -0.1 -0.4 -0.1 -0.4 -0.0 0.1 -0.0 0.0 -0.2 -0.2 -0.0 -0.3 -0.0 -0.6 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -1.0 -0.0 0.1 0.2 0.0 US5 -0.0 -0.3 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.0 -0.4 -0.1 -0.3 -0.4 0.3 -0.1 0.0 -0.2 -0.2 -0.0 -0.3 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.3 0.0 -0.0 -0.0 -0.1 VIX 0.2 0.3 -0.6 0.0 0.0 -0.1 0.1 -0.1 0.1 0.0 -0.3 0.0 -0.3 0.0 -0.3 0.9 -1.6 -0.5 -0.7 0.0 -0.1 0.0 -0.1 0.0 NaN -0.0 0.0 0.0 -0.0 0.0 -0.0 0.0 NaN NaN NaN NaN NaN WHEAT 0.1 0.3 -0.3 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 -0.0 -0.2 0.0 -0.1 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.0 -0.0 0.0 -2.4 -0.0 0.0 -0.0 0.0 0.0 0.1 0.0 -2.4 -0.0 0.3 0.3 0.0 ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset160 mrwrings4 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 AUD -19.9 -19.7 -8.0 -4.9 -3.1 -4.4 -3.8 -3.9 -4.9 -13.0 -15.1 -15.0 -13.6 -15.8 -15.5 -2.3 -1.3 -1.8 -1.5 -20.0 -19.3 -20.0 -13.7 -20.0 -12.7 -0.0 -5.9 -5.1 -4.6 -6.0 -3.4 -6.6 -0.0 -11.7 -11.1 -2.5 -2.2 BITCOIN 3.5 2.2 -11.4 -2.6 -6.7 -2.3 -3.2 -1.0 -2.0 -10.4 -15.9 -4.0 -15.4 -10.2 -12.3 0.2 -1.7 -0.4 -0.8 -12.2 -20.0 -3.2 -20.0 -5.1 20.0 -0.0 -3.7 -1.1 -6.5 -1.3 -5.9 -1.8 0.0 -1.9 4.0 2.8 -1.6 BOBL -3.3 -20.0 -9.1 -4.9 -2.9 -4.5 -3.7 -4.4 -4.7 -11.4 -12.6 -10.1 -11.1 -13.5 -13.1 20.0 14.1 20.0 20.0 -20.0 -20.0 -16.1 -20.0 -20.0 9.6 -0.0 -5.7 -1.5 -6.2 -2.6 -6.5 -4.4 20.0 8.7 7.8 -7.1 -3.8 BTP -7.9 -14.9 -3.9 -4.9 -2.9 -4.5 -3.7 -4.4 -4.7 -11.7 -13.1 -13.1 -12.5 -14.6 -12.6 19.1 11.6 17.8 15.7 -20.0 -20.0 -18.5 -20.0 -20.0 11.6 -0.0 -6.1 -2.4 -6.7 -3.9 -7.6 -5.3 14.7 6.4 3.0 0.7 -2.0 BUND -9.6 -20.0 -4.2 -4.9 -2.9 -4.5 -3.7 -4.4 -4.7 -12.4 -13.2 -13.9 -11.9 -15.2 -14.1 14.2 16.9 16.3 16.9 -20.0 -20.0 -20.0 -20.0 -20.0 9.3 -0.0 -5.9 -2.3 -5.7 -3.7 -5.8 -5.2 20.0 2.3 -2.5 -14.1 -3.0 BUXL -15.0 -17.2 5.2 -4.9 -2.9 -4.5 -3.7 -4.4 -4.7 -12.9 -13.8 -14.4 -12.5 -15.4 -14.0 7.1 -6.8 5.3 -3.1 -20.0 -20.0 -20.0 -20.0 -20.0 5.5 -0.0 -5.9 -4.5 -5.4 -5.8 -5.2 -6.3 -19.7 -12.5 -9.9 -10.5 1.9 CAC -18.2 -18.7 -2.1 -4.0 -5.4 -2.4 -6.7 -1.5 -6.1 -12.8 -8.4 -15.1 -6.5 -14.9 -9.4 1.2 5.5 2.3 3.9 -16.8 -9.1 -20.0 -3.7 -20.0 0.1 -0.0 -4.6 -5.3 -2.6 -7.2 -1.3 -6.9 9.3 3.1 6.1 -0.7 2.2 CAD -11.8 -19.3 -10.8 -4.9 -3.1 -4.4 -3.8 -3.9 -4.9 -12.1 -14.2 -14.0 -13.4 -14.9 -14.9 -1.8 -0.3 -1.1 -0.6 -20.0 -17.8 -16.9 -11.0 -20.0 -9.0 -0.0 -5.8 -2.7 -4.7 -3.7 -3.1 -5.5 1.6 10.6 -11.2 -5.3 -6.2 CANOLA 20.0 2.9 -20.0 -2.6 -2.7 -2.4 -1.8 1.3 -2.2 -7.5 -11.1 12.7 0.8 12.6 -2.5 -8.5 11.1 -5.1 1.9 0.7 -13.3 12.8 -0.8 16.1 3.7 -0.0 2.8 0.9 -1.0 4.8 1.8 6.1 0.2 4.8 20.0 18.5 1.9 CHF -16.0 -8.4 3.1 -4.9 -3.1 -4.4 -3.8 -3.9 -4.9 -13.6 -10.8 -14.9 -10.3 -14.7 -11.7 -11.9 -10.6 -11.8 -11.6 -14.6 -11.4 -18.5 -10.8 -18.4 -3.5 -0.0 -5.3 -5.3 -4.9 -5.9 -5.4 -6.2 -16.5 -8.6 -1.3 9.9 13.5 COCOA 4.9 2.2 -2.0 -2.6 -2.7 -2.4 -1.8 1.3 -2.2 4.7 -11.8 9.2 -12.0 3.5 -3.6 2.1 -4.3 -0.1 -2.4 -3.2 -8.0 3.7 -9.7 1.3 16.7 -0.0 -1.1 3.6 -5.2 3.0 -6.5 1.9 -18.2 5.4 10.0 2.7 4.1 COFFEE -12.7 -5.7 -0.7 -2.6 -2.7 -2.4 -1.8 1.3 -2.2 -13.9 -0.8 -13.9 5.2 -11.0 0.2 15.2 5.0 12.0 9.0 -5.6 -0.9 -20.0 3.6 -15.0 8.8 -0.0 -2.8 -17.1 -0.9 -12.1 2.0 -6.7 -0.2 -20.0 -9.2 -1.7 6.5 COPPER 2.4 6.0 -15.6 -2.6 -6.7 -2.3 -3.2 -1.0 -2.0 -7.2 -12.6 0.8 -10.8 -5.8 -8.5 2.2 0.2 1.1 0.4 -11.1 -19.5 -1.7 -18.3 -4.6 20.0 -0.0 -4.8 -1.1 -6.6 -0.9 -5.1 -2.5 2.5 2.8 -2.6 -0.5 -14.7 CORN 0.5 19.8 5.9 -2.6 -2.7 -2.4 -1.8 1.3 -2.2 9.2 1.8 11.3 5.1 14.4 10.0 13.4 11.6 9.7 9.7 13.7 9.9 10.8 13.3 13.4 -20.0 -0.0 4.8 2.9 5.3 4.4 8.4 4.5 6.4 16.2 16.0 20.0 16.1 COTTON2 -20.0 -20.0 -17.9 -2.6 -2.7 -2.4 -1.8 1.3 -2.2 -9.9 -10.3 -12.9 4.3 -14.6 -13.0 7.7 20.0 15.7 20.0 -20.0 -10.9 -14.4 3.9 -20.0 -16.9 -0.0 -4.5 -2.4 -1.5 -3.1 3.0 -4.8 20.0 -6.9 -20.0 -20.0 -9.4 CRUDE_W 11.4 -7.6 -17.1 -1.6 0.4 0.5 2.5 6.6 1.0 0.1 -7.2 7.3 4.4 2.0 -6.0 9.3 15.6 11.2 14.0 -3.6 -4.2 7.4 4.4 4.5 15.3 -0.0 -1.2 -0.3 -0.0 3.2 6.4 1.9 -20.0 3.7 -1.2 3.8 10.9 DAX -7.6 -10.2 -3.1 -4.2 -1.5 -3.1 -2.7 -2.0 -4.2 -2.6 -13.0 -4.2 -11.9 -10.2 -11.5 -3.0 -0.7 -2.1 -1.3 -15.5 -16.1 -3.7 -14.3 -11.5 6.7 -0.0 -5.1 1.5 -5.7 -0.8 -6.0 -3.5 0.0 10.8 15.1 12.6 -4.6 DOW -8.4 -19.9 -1.3 -4.2 -1.5 -3.1 -2.7 -2.0 -4.2 -0.3 -10.6 -5.1 -8.7 -11.8 -11.2 -3.9 -0.5 -3.2 -2.2 -17.3 -13.9 -4.5 -8.9 -14.5 -1.0 -0.0 -4.7 1.2 -3.8 -1.0 -2.1 -3.8 -0.7 13.2 8.7 -2.1 2.1 EUR -0.5 7.4 -2.3 -4.9 -3.1 -4.4 -3.8 -3.9 -4.9 -10.9 -14.8 -6.7 -15.2 -9.1 -12.7 -7.6 -8.3 -8.2 -8.5 -16.8 -20.0 -8.0 -20.0 -12.1 12.7 -0.0 -6.1 -1.2 -8.1 -2.3 -9.5 -4.0 -12.0 10.3 10.8 14.5 -11.3 EUROSTX -7.6 -14.0 0.2 -4.2 -1.5 -3.1 -2.7 -2.0 -4.2 -7.2 -11.5 -5.2 -10.7 -10.6 -10.5 -0.2 3.5 0.6 1.7 -13.1 -11.6 -5.9 -8.7 -11.4 -1.0 -0.0 -4.5 -0.1 -4.1 -1.6 -3.7 -3.7 6.2 8.0 14.4 11.9 4.5 FEEDCOW -19.8 -20.0 0.4 -2.6 -2.7 -2.4 -1.8 1.3 -2.2 -4.3 -2.6 -11.3 -0.4 -13.6 -10.5 -7.0 -20.0 -14.3 -20.0 -15.2 -7.0 -11.9 -2.3 -18.0 7.3 -0.0 -4.8 -2.2 -2.3 -3.4 -0.6 -5.3 -20.0 -5.4 -20.0 -20.0 7.3 FTSE100 -18.3 -20.0 -6.1 -4.2 -1.5 -3.1 -2.7 -2.0 -4.2 -11.7 -4.6 -13.5 4.2 -14.0 -11.0 -1.3 5.0 -1.0 1.5 -15.2 -7.8 -16.4 0.4 -18.3 -7.6 -0.0 -4.9 -4.8 -3.8 -5.5 -2.2 -5.6 7.7 -10.2 6.5 19.1 5.0 GASOIL 17.4 -9.3 -19.4 -1.6 0.4 0.5 2.5 6.6 1.0 3.4 7.6 7.4 10.6 5.4 0.6 20.0 20.0 20.0 20.0 6.1 7.5 13.6 15.5 12.9 -5.9 -0.0 2.3 0.9 2.9 5.2 7.1 5.0 0.0 15.3 20.0 20.0 11.7 GASOILINE 16.2 -10.6 -20.0 -1.6 0.4 0.5 2.5 6.6 1.0 -1.8 -4.2 5.7 5.3 1.9 -10.2 20.0 20.0 20.0 20.0 -5.3 -3.4 5.3 10.9 3.3 2.8 -0.0 -1.4 -0.7 1.0 2.5 10.1 1.7 12.4 -3.6 3.7 -1.6 4.7 GAS_US -20.0 -20.0 3.4 -1.6 0.4 0.5 2.5 6.6 1.0 -7.4 2.8 -13.6 6.8 -15.2 -4.0 -20.0 -6.6 -13.7 -8.4 -15.5 -0.5 -13.3 11.0 -20.0 -7.9 -0.0 -1.9 -2.0 3.6 -3.9 8.9 -4.8 -20.0 -20.0 -20.0 -7.5 20.0 GBP 15.4 4.8 0.6 -4.9 -3.1 -4.4 -3.8 -3.9 -4.9 -3.3 -13.7 2.9 -14.2 -5.1 -9.5 -0.8 -1.2 -1.5 -1.6 -17.1 -19.7 -0.8 -17.7 -9.6 20.0 -0.0 -5.8 0.8 -6.3 -0.8 -5.7 -3.7 0.0 20.0 1.8 -9.4 -16.7 GOLD_micro 11.1 -2.7 -13.8 -2.6 -6.7 -2.3 -3.2 -1.0 -2.0 -13.1 -13.8 -3.6 -11.8 -7.0 -10.7 -9.6 -6.7 -9.0 -8.1 -14.3 -16.6 -11.4 -12.2 -9.7 7.8 -0.0 -4.6 -6.5 -4.5 -3.7 -2.7 -3.3 -10.3 -5.2 -3.0 -9.9 -13.3 HEATOIL 15.6 -12.0 -20.0 -1.6 0.4 0.5 2.5 6.6 1.0 4.4 5.5 8.9 9.7 3.9 -1.8 20.0 20.0 20.0 20.0 4.0 6.4 14.4 16.4 11.6 -17.0 -0.0 2.2 1.8 4.7 5.1 11.4 4.2 1.2 16.3 15.5 17.1 19.6 JPY -8.1 -20.0 -10.3 -4.9 -3.1 -4.4 -3.8 -3.9 -4.9 -14.1 -16.6 -15.7 -16.0 -16.5 -16.5 -14.0 -8.8 -12.1 -10.7 -20.0 -20.0 -20.0 -20.0 -20.0 20.0 -0.0 -6.4 -6.9 -7.7 -5.8 -9.3 -5.7 -14.0 -15.8 10.7 -3.9 -6.1 LEANHOG -17.7 -9.8 -7.2 -2.6 -2.7 -2.4 -1.8 1.3 -2.2 13.9 -9.5 -2.0 -2.3 -5.3 -6.4 20.0 20.0 20.0 20.0 -9.2 -6.3 7.1 0.6 -5.8 9.5 -0.0 -3.7 5.7 -2.4 1.8 0.2 -2.6 20.0 20.0 -17.1 -20.0 5.4 LIVECOW -14.3 -3.4 6.4 -2.6 -2.7 -2.4 -1.8 1.3 -2.2 1.9 -3.4 -5.0 -5.4 -6.2 1.0 -20.0 -20.0 -20.0 -20.0 -3.4 -1.9 -2.5 -3.7 -5.3 2.2 -0.0 -2.0 -0.6 0.4 -1.4 0.8 -3.3 -20.0 5.1 -9.4 -11.0 19.2 MXP -3.4 1.3 7.5 -4.9 -3.1 -4.4 -3.8 -3.9 -4.9 2.6 14.1 11.7 13.7 10.2 13.6 16.4 19.4 17.1 18.3 7.0 9.1 3.8 10.8 5.1 -20.0 -0.0 3.3 0.4 3.2 2.4 4.2 3.0 20.0 20.0 20.0 20.0 20.0 NASDAQ -17.0 -20.0 1.7 -4.2 -1.5 -3.1 -2.7 -2.0 -4.2 -12.4 -12.7 -14.1 -11.4 -15.2 -13.1 -4.6 -2.3 -4.0 -3.3 -20.0 -18.2 -20.0 -14.6 -20.0 7.0 -0.0 -5.3 -3.8 -4.3 -4.7 -2.8 -5.6 -3.2 -16.2 -0.5 -4.1 0.7 NIKKEI -20.0 -12.6 6.4 -4.0 -5.4 -2.4 -6.7 -1.5 -6.1 -11.4 4.3 -14.1 -0.3 -14.0 -2.2 6.3 10.0 11.4 11.8 -8.6 -0.6 -20.0 0.6 -20.0 -12.6 -0.0 -4.8 -4.9 -2.3 -7.1 -0.9 -7.2 19.8 12.4 8.5 5.9 4.7 NZD -12.7 -18.3 -2.9 -4.9 -3.1 -4.4 -3.8 -3.9 -4.9 -10.7 -15.6 -13.6 -14.6 -15.0 -15.3 -0.9 1.2 -0.3 0.5 -20.0 -20.0 -17.0 -18.5 -20.0 -2.3 -0.0 -6.0 -2.3 -5.2 -3.6 -4.1 -5.5 4.0 6.3 -10.4 -9.9 -7.9 OAT -12.6 -20.0 -0.1 -4.9 -2.9 -4.5 -3.7 -4.4 -4.7 -12.1 -13.1 -14.0 -12.1 -15.1 -13.6 15.1 9.6 9.6 10.2 -20.0 -20.0 -20.0 -20.0 -20.0 13.6 -0.0 -5.9 -2.4 -6.0 -4.0 -6.4 -5.4 9.6 3.0 -7.5 -12.4 -3.5 OJ 14.6 10.7 0.8 -2.6 -2.7 -2.4 -1.8 1.3 -2.2 5.7 13.3 11.3 12.7 12.6 13.0 16.1 9.5 15.4 13.9 19.2 16.3 14.3 14.8 19.7 -20.0 -0.0 5.9 2.0 5.5 3.5 5.1 5.4 8.3 12.8 20.0 20.0 20.0 PALLAD -2.6 3.7 8.1 -2.6 -6.7 -2.3 -3.2 -1.0 -2.0 -13.8 -7.2 -7.6 -4.0 -1.9 5.6 -1.4 -0.9 -1.3 -1.1 2.4 1.3 -13.2 -1.8 -2.5 -4.5 -0.0 1.9 -15.0 2.0 -7.6 0.4 -1.3 0.4 -20.0 3.0 16.9 20.0 PLAT 2.7 9.9 2.1 -2.6 -6.7 -2.3 -3.2 -1.0 -2.0 -3.7 -9.3 3.4 -10.2 5.9 1.2 -0.1 -0.5 -0.2 -0.4 1.2 -4.1 2.2 -7.2 3.9 13.1 -0.0 -0.9 0.3 -3.5 1.0 -5.0 1.1 1.4 17.1 8.4 8.1 1.4 REDWHEAT 9.6 20.0 -14.7 -2.6 -2.7 -2.4 -1.8 1.3 -2.2 -11.4 -8.3 3.6 -1.6 10.5 1.4 1.2 -1.5 0.5 -0.3 5.6 -1.3 0.8 2.1 8.4 -17.9 -0.0 4.0 -3.6 3.0 0.9 5.6 4.1 -13.4 -5.8 20.0 20.0 7.0 ROBUSTA -20.0 -4.0 8.2 -2.6 -2.7 -2.4 -1.8 1.3 -2.2 -13.7 2.9 -14.4 8.9 -13.3 2.2 8.1 5.9 6.5 5.9 -1.7 4.8 -20.0 8.7 -13.2 0.1 -0.0 -0.5 -10.6 1.8 -7.5 3.0 -4.6 -1.7 -20.0 -20.0 -4.8 20.0 RUSSELL -10.5 -17.0 8.1 -4.2 -1.5 -3.1 -2.7 -2.0 -4.2 -9.5 -9.7 -7.6 -10.9 -11.9 -10.3 -3.6 -1.2 -2.9 -2.2 -13.7 -11.4 -7.7 -10.6 -13.2 -5.1 -0.0 -4.0 -1.6 -3.1 -2.2 -2.3 -3.9 -1.3 3.6 9.0 8.2 10.6 SILVER-mini 8.8 19.4 1.3 -2.6 -6.7 -2.3 -3.2 -1.0 -2.0 -13.3 -12.0 -7.9 -12.1 -1.2 -4.5 -3.7 -2.6 -3.3 -3.0 -3.3 -9.5 -12.6 -11.7 -2.6 20.0 -0.0 -1.7 -9.3 -5.5 -3.7 -6.7 -0.0 -2.7 -0.3 8.3 12.8 -15.0 SOYBEAN -4.2 0.2 -3.7 -2.6 -2.7 -2.4 -1.8 1.3 -2.2 3.2 -2.0 -4.4 3.7 -0.5 1.4 12.5 20.0 20.0 20.0 -1.0 -0.7 0.0 5.4 -0.5 -15.3 -0.0 2.0 -0.4 4.9 0.2 10.8 0.5 20.0 3.5 6.3 7.8 13.3 SOYMEAL -13.4 -1.9 1.1 -2.6 -2.7 -2.4 -1.8 1.3 -2.2 9.3 -2.6 -5.8 7.0 -6.4 1.8 12.4 14.1 12.8 14.9 -1.8 1.9 -0.1 5.6 -4.5 -9.1 -0.0 1.7 3.6 4.7 0.9 8.0 -0.7 13.5 4.6 -0.4 8.8 20.0 SOYOIL -1.8 -0.7 -7.5 -2.6 -2.7 -2.4 -1.8 1.3 -2.2 3.5 -3.4 5.5 3.3 1.0 2.2 20.0 20.0 18.5 19.6 -0.9 -1.0 2.3 6.8 1.6 -17.2 -0.0 2.1 -0.8 3.2 1.0 7.6 1.7 20.0 13.6 6.9 7.8 10.1 SP400 -10.5 -16.6 4.0 -4.2 -1.5 -3.1 -2.7 -2.0 -4.2 -8.9 -9.0 -6.9 -8.2 -11.3 -9.7 -0.4 -1.5 -0.8 -1.2 -13.1 -10.4 -7.0 -7.5 -12.3 -7.1 -0.0 -3.8 -1.7 -2.7 -1.9 -1.2 -3.6 -0.8 7.9 9.2 9.5 11.6 SP500 -14.8 -20.0 0.0 -4.2 -1.5 -3.1 -2.7 -2.0 -4.2 -10.8 -11.5 -12.9 -9.3 -14.4 -12.3 -4.3 -2.1 -3.8 -3.0 -19.6 -15.2 -14.8 -10.1 -20.0 6.1 -0.0 -5.1 -2.3 -4.2 -3.5 -3.0 -5.0 -2.6 -4.3 -0.1 -2.8 2.3 SUGAR11 15.1 5.6 -8.0 -2.6 -2.7 -2.4 -1.8 1.3 -2.2 14.0 -7.7 15.0 -5.0 10.9 -0.4 20.0 10.8 20.0 14.9 4.2 -2.5 19.7 -1.6 14.1 -3.9 -0.0 3.2 7.4 0.4 9.3 0.5 7.1 8.5 20.0 20.0 13.6 13.2 US10 -3.9 -20.0 -3.1 -4.9 -2.9 -4.5 -3.7 -4.4 -4.7 -13.7 -14.4 -14.4 -13.6 -15.1 -14.6 -3.7 3.8 -2.3 -0.2 -20.0 -20.0 -19.3 -20.0 -20.0 -4.8 -0.0 -5.8 -2.9 -5.3 -3.7 -5.3 -5.3 -5.3 1.9 -3.8 -0.2 -3.6 US10U -5.8 -20.0 -2.2 -4.9 -2.9 -4.5 -3.7 -4.4 -4.7 -13.5 -14.1 -14.1 -13.0 -15.0 -14.2 -0.2 7.5 1.7 4.1 -20.0 -20.0 -18.5 -20.0 -20.0 -6.5 -0.0 -5.8 -2.9 -5.2 -3.8 -5.0 -5.3 1.9 2.2 -2.4 2.6 -0.7 US20 -8.6 -20.0 -5.2 -4.9 -2.9 -4.5 -3.7 -4.4 -4.7 -13.1 -14.6 -14.3 -13.2 -15.3 -14.8 1.0 3.2 2.0 2.4 -20.0 -20.0 -19.8 -20.0 -20.0 -9.9 -0.0 -5.8 -3.2 -5.1 -4.2 -4.7 -5.6 -3.7 0.1 -0.5 3.9 0.4 US30 -13.2 -20.0 -5.3 -4.9 -2.9 -4.5 -3.7 -4.4 -4.7 -13.5 -15.9 -14.8 -15.0 -15.7 -15.5 -0.3 1.2 -0.0 0.3 -20.0 -20.0 -20.0 -20.0 -20.0 -5.0 -0.0 -6.1 -4.5 -6.0 -5.5 -6.3 -6.3 -7.2 -6.8 4.2 15.6 2.4 US5 -3.8 -20.0 -3.7 -4.9 -2.9 -4.5 -3.7 -4.4 -4.7 -13.7 -14.4 -13.7 -13.9 -14.6 -14.2 -4.6 6.4 -2.8 0.7 -20.0 -20.0 -20.0 -20.0 -20.0 -1.0 -0.0 -5.8 -3.3 -5.6 -3.8 -6.0 -5.2 -1.9 0.4 -5.1 -0.7 -6.0 VIX 17.2 6.2 -9.6 0.1 7.4 -1.5 7.6 -2.0 4.2 13.2 -9.5 13.9 -9.3 10.0 -8.2 5.7 -20.0 -11.6 -16.2 0.4 -5.1 17.2 -5.8 10.7 NaN -0.0 0.3 8.4 -1.9 8.6 -2.7 5.0 NaN NaN NaN NaN NaN WHEAT 7.0 18.0 -16.3 -2.6 -2.7 -2.4 -1.8 1.3 -2.2 -11.3 -9.6 3.0 -3.9 10.9 -1.8 -1.5 -3.6 -3.4 -3.6 2.4 -4.7 0.5 -0.6 6.2 -15.9 -0.0 2.9 -4.0 2.2 0.3 5.5 3.2 -17.9 -4.6 15.8 19.1 1.7 End of report for caleb_strategy_v1