******************************************************************************** Strategy report for caleb_strategy_v1 backtest timestamp 20221017_204310 produced at 2022-10-17 21:34:49.976976 ******************************************************************************** ====================================================================================================================================================================================================================================================================================== 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 -0.23 0.0 38723672.24 -38723672.24 -0.04 -0.08 -5.97 999999999 -1 -2 caleb_strategy_v1 JPY False False 0.03 -0.11 -0.16 0.0 28076219.63 -28076219.63 -0.11 -0.11 -5.65 999999999 -4 -4 caleb_strategy_v1 US20 False False 0.04 -0.08 -0.13 0.0 40976497.14 -40976497.14 -0.08 -0.08 -3.23 999999999 -2 -2 caleb_strategy_v1 US5 False False 0.04 -0.25 -0.13 0.0 35396343.30 -35396343.30 -0.25 -0.25 -3.72 999999999 -7 -7 caleb_strategy_v1 US30 False False 0.04 -0.22 -0.12 0.0 43623825.94 -43623825.94 -0.22 -0.22 -2.65 999999999 -5 -5 caleb_strategy_v1 CHF False False 0.04 -0.04 -0.12 0.0 41971062.23 -41971062.23 -0.04 -0.04 -2.84 999999999 -1 -1 caleb_strategy_v1 US10 False False 0.04 0.00 -0.11 0.0 36777106.95 -36777106.95 0.00 0.00 -3.07 999999999 0 0 caleb_strategy_v1 LIVECOW False False 0.02 -0.04 -0.09 0.0 19833164.46 -19833164.46 -0.04 -0.04 -4.43 999999999 -2 -2 caleb_strategy_v1 BUXL False False 0.05 -0.05 -0.08 0.0 45310095.83 -45310095.83 -0.05 -0.05 -1.77 999999999 -1 -1 caleb_strategy_v1 VIX False False 0.01 0.00 -0.07 0.0 9916582.23 -9916582.23 0.00 -0.01 -7.38 999999999 0 -1 caleb_strategy_v1 FEEDCOW False False 0.03 -0.06 -0.06 0.0 29450754.27 -29450754.27 -0.06 -0.06 -1.94 999999999 -2 -2 caleb_strategy_v1 EUR False False 0.04 -0.08 -0.05 0.0 41042939.90 -41042939.90 -0.08 -0.08 -1.21 999999999 -2 -2 caleb_strategy_v1 FTSE100 False False 0.03 0.00 -0.04 0.0 26119249.90 -26119249.90 0.00 0.00 -1.71 999999999 0 0 caleb_strategy_v1 CAD False False 0.02 -0.05 -0.04 0.0 24210081.41 -24210081.41 -0.05 -0.05 -1.59 999999999 -2 -2 caleb_strategy_v1 RUSSELL False False 0.00 -0.01 -0.03 0.0 2881124.27 -2881124.27 -0.01 -0.01 -9.55 999999999 -4 -2 caleb_strategy_v1 GOLD_micro False False 0.01 -0.01 -0.03 0.0 5497806.34 -5497806.34 -0.01 -0.01 -6.21 999999999 -2 -2 caleb_strategy_v1 NASDAQ False False 0.07 -0.07 -0.03 0.0 73704955.91 -73704955.91 -0.07 -0.07 -0.47 999999999 -1 -1 caleb_strategy_v1 SP400 False False 0.08 0.00 -0.03 0.0 76694880.20 -76694880.20 0.00 0.00 -0.39 999999999 0 0 caleb_strategy_v1 AUD False False 0.02 0.00 -0.03 0.0 20926147.90 -20926147.90 0.00 0.00 -1.46 999999999 0 0 caleb_strategy_v1 SP500 False False 0.06 0.00 -0.02 0.0 61256073.91 -61256073.91 0.00 0.00 -0.29 999999999 0 0 caleb_strategy_v1 DOW False False 0.01 0.00 -0.02 0.0 5018421.82 -5018421.82 0.00 0.00 -3.55 999999999 0 0 caleb_strategy_v1 NZD False False 0.02 0.00 -0.02 0.0 18698654.30 -18698654.30 0.00 0.00 -0.89 999999999 0 0 caleb_strategy_v1 GAS_US False False 0.02 0.00 -0.01 0.0 21407857.92 -21407857.92 0.00 0.00 -0.48 999999999 0 0 caleb_strategy_v1 DAX False False 0.00 0.00 -0.01 0.0 4131137.69 -4131137.69 0.00 0.00 -3.56 999999999 0 0 caleb_strategy_v1 OJ False False 0.01 0.00 0.00 0.0 9557791.32 -9557791.32 0.00 0.00 0.01 999999999 0 0 caleb_strategy_v1 BITCOIN False False 0.00 0.00 0.00 0.0 647816.93 -647816.93 0.00 0.00 7.42 999999999 0 0 caleb_strategy_v1 COPPER False False 0.03 0.00 0.00 0.0 28242326.53 -28242326.53 0.00 0.00 0.16 999999999 0 0 caleb_strategy_v1 EUROSTX False False 0.01 0.00 -0.00 0.0 11224531.61 -11224531.61 0.00 0.00 -0.40 999999999 0 0 caleb_strategy_v1 REDWHEAT False False 0.02 0.00 -0.00 0.0 15776003.31 -15776003.31 0.00 0.00 -0.18 999999999 0 0 caleb_strategy_v1 GBP False False 0.02 0.00 0.00 0.0 23605867.54 -23605867.54 0.00 0.00 0.14 999999999 0 0 caleb_strategy_v1 ROBUSTA False False 0.01 0.00 0.00 0.0 6810383.11 -6810383.11 0.00 0.00 0.36 999999999 0 0 caleb_strategy_v1 CAC False False 0.02 0.00 -0.00 0.0 18613824.19 -18613824.19 0.00 0.00 -0.21 999999999 0 0 caleb_strategy_v1 COFFEE False False 0.02 0.00 0.00 0.0 24436402.07 -24436402.07 0.00 0.00 0.18 999999999 0 0 caleb_strategy_v1 PALLAD False False 0.07 0.00 -0.00 0.0 66326487.19 -66326487.19 0.00 0.00 -0.03 999999999 0 0 caleb_strategy_v1 WHEAT False False 0.01 0.00 -0.00 0.0 14692155.75 -14692155.75 0.00 0.00 -0.32 999999999 0 0 caleb_strategy_v1 CANOLA False False 0.00 0.00 0.00 0.0 4170936.21 -4170936.21 0.00 0.00 0.27 999999999 0 0 caleb_strategy_v1 COTTON2 False False 0.01 0.00 -0.00 0.0 13836705.19 -13836705.19 0.00 0.00 -0.27 999999999 0 0 caleb_strategy_v1 COCOA False False 0.01 0.00 -0.00 0.0 7743903.91 -7743903.91 0.00 0.00 -0.47 999999999 0 0 caleb_strategy_v1 SILVER-mini False False 0.02 0.00 0.01 0.0 15572522.35 -15572522.35 0.00 0.00 0.53 999999999 0 0 caleb_strategy_v1 SUGAR11 False False 0.01 0.00 0.01 0.0 6965327.63 -6965327.63 0.00 0.00 2.08 999999999 0 0 caleb_strategy_v1 SOYOIL False False 0.01 0.00 0.01 0.0 12597547.68 -12597547.68 0.00 0.00 0.59 999999999 0 0 caleb_strategy_v1 CORN False False 0.01 0.00 0.01 0.0 10369223.55 -10369223.55 0.00 0.00 0.55 999999999 0 0 caleb_strategy_v1 PLAT False False 0.02 0.00 0.01 0.0 15155594.02 -15155594.02 0.00 0.00 0.53 999999999 0 0 caleb_strategy_v1 MXP False False 0.01 0.00 0.02 0.0 8205681.11 -8205681.11 0.00 0.00 2.57 999999999 0 0 caleb_strategy_v1 OAT False False 0.04 0.00 0.02 0.0 42651912.26 -42651912.26 0.00 0.00 0.48 999999999 0 0 caleb_strategy_v1 CRUDE_W False False 0.02 0.02 0.02 0.0 24783150.23 -24783150.23 0.02 0.02 0.68 999999999 1 1 caleb_strategy_v1 BTP False False 0.04 0.07 0.02 0.0 36266386.42 -36266386.42 0.07 0.07 0.68 999999999 2 2 caleb_strategy_v1 GASOILINE False False 0.03 0.00 0.03 0.0 33164838.22 -33164838.22 0.00 0.00 0.89 999999999 0 0 caleb_strategy_v1 GASOIL False False 0.03 0.00 0.04 0.0 34550236.25 -34550236.25 0.00 0.00 1.26 999999999 0 0 caleb_strategy_v1 HEATOIL False False 0.05 0.10 0.04 0.0 49473081.27 -49473081.27 0.10 0.10 0.85 999999999 2 2 caleb_strategy_v1 SOYMEAL False False 0.01 0.05 0.05 0.0 13481236.41 -13481236.41 0.05 0.05 3.42 999999999 4 4 caleb_strategy_v1 LEANHOG False False 0.01 0.03 0.05 0.0 10929834.35 -10929834.35 0.03 0.03 4.44 999999999 3 3 caleb_strategy_v1 SOYBEAN False False 0.02 0.02 0.07 0.0 22387058.13 -22387058.13 0.02 0.02 2.96 999999999 1 1 caleb_strategy_v1 NIKKEI False False 0.01 0.00 0.07 0.0 5794576.07 -5794576.07 0.00 0.03 12.21 999999999 0 5 caleb_strategy_v1 BUND False False 0.04 0.00 0.12 0.0 44669254.53 -44669254.53 0.00 0.00 2.69 999999999 0 0 caleb_strategy_v1 BOBL False False 0.04 0.08 0.31 0.0 38914761.19 -38914761.19 0.08 0.12 8.04 999999999 2 3 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 11.2 Shocked risk 19.7 Sum abs risk 40.3 Leverage 2.61 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3010109.66, 'annual_cash_vol_target': 752527.415, 'daily_cash_vol_target': 47032.9634375} ==================================================================== Vol calculation ==================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0060 0.6299 0.9465 15.1443 BITCOIN 734.4730 19500.0000 3.7665 60.2645 BOBL 0.4097 119.0200 0.3443 5.5081 BTP 1.0508 110.9200 0.9474 15.1578 BUND 0.8801 136.6200 0.6442 10.3065 BUXL 2.3630 138.5800 1.7051 27.2821 CAC 69.6113 5693.0000 1.2228 19.5640 CAD 0.0049 0.7288 0.6772 10.8352 CANOLA 9.6442 861.4000 1.1196 17.9135 CHF 0.0066 1.0107 0.6491 10.3853 COCOA 35.7432 2331.0000 1.5334 24.5341 COFFEE 0.0402 1.9615 2.0482 32.7715 COPPER 0.0511 3.4005 1.5027 24.0433 CORN 6.6610 624.2500 1.0670 17.0726 COTTON2 0.0222 0.8330 2.6635 42.6156 CRUDE_W 1.9447 74.6000 2.6069 41.7097 DAX 158.4481 12635.0000 1.2540 20.0647 DOW 381.3967 30212.0000 1.2624 20.1984 EUR 0.0074 0.9884 0.7526 12.0420 EUROSTX 45.1287 3433.0000 1.3146 21.0329 FEEDCOW 1.4768 177.3000 0.8329 13.3271 FTSE100 67.0413 6922.0000 0.9685 15.4964 GASOIL 27.8710 1040.0000 2.6799 42.8784 GASOILINE 0.0578 2.3769 2.4329 38.9259 GAS_US 0.2232 6.4440 3.4638 55.4203 GBP 0.0120 1.1369 1.0547 16.8747 GOLD_micro 15.5560 1654.9000 0.9400 15.0399 HEATOIL 0.0774 3.5457 2.1839 34.9421 JPY 0.0000 0.0068 0.6362 10.1797 LEANHOG 1.5097 82.2500 1.8355 29.3675 LIVECOW 0.9200 149.2500 0.6164 9.8622 MXP 0.0003 0.0494 0.6845 10.9514 NASDAQ 191.0232 11093.0000 1.7220 27.5523 NIKKEI 285.3658 25975.0000 1.0986 17.5779 NZD 0.0056 0.5628 0.9966 15.9461 OAT 0.8730 130.4500 0.6692 10.7074 OJ 0.0366 1.9180 1.9099 30.5577 PALLAD 51.4597 1996.5000 2.5775 41.2399 PLAT 17.1539 912.4000 1.8801 30.0813 REDWHEAT 19.5717 949.7500 2.0607 32.9716 ROBUSTA 24.8708 2050.0000 1.2132 19.4114 RUSSELL 29.0310 1734.5000 1.6737 26.7798 SILVER-mini 0.4591 18.7500 2.4487 39.1795 SOYBEAN 14.0018 1347.7500 1.0389 16.6224 SOYMEAL 5.6432 405.8000 1.3906 22.2503 SOYOIL 1.0282 63.2000 1.6269 26.0301 SP400 35.3889 2308.6000 1.5329 24.5267 SP500 53.5598 3687.7500 1.4524 23.2379 SUGAR11 0.0023 0.1872 1.2351 19.7611 US10 0.5568 110.7031 0.5030 8.0477 US10U 0.7710 116.5625 0.6615 10.5836 US20 1.0292 123.3438 0.8344 13.3508 US30 1.4917 131.3125 1.1360 18.1763 US5 0.3636 106.5469 0.3413 5.4607 VIX 0.6282 29.8500 2.1044 33.6709 WHEAT 16.2356 884.5000 1.8356 29.3691 =========================================================================================================================================== Subsystem position =========================================================================================================================================== Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 629.90 0.95 596.21 1.00 596.21 47032.96 78.89 -11.59 -91.40 BITCOIN 19.50 3.77 73.45 1.00 73.45 47032.96 640.36 4.92 314.77 BOBL 1190.20 0.34 409.73 0.97 398.38 47032.96 118.06 9.44 111.48 BTP 1109.20 0.95 1050.81 0.97 1021.70 47032.96 46.03 7.29 33.55 BUND 1366.20 0.64 880.05 0.97 855.67 47032.96 54.97 6.78 37.29 BUXL 1385.80 1.71 2362.97 0.97 2297.51 47032.96 20.47 -10.29 -21.06 CAC 569.30 1.22 696.11 0.97 681.77 47032.96 68.99 -1.09 -7.55 CAD 728.75 0.68 493.51 1.00 493.51 47032.96 95.30 -9.34 -88.99 CANOLA 172.28 1.12 192.88 0.72 138.90 47032.96 338.61 0.88 29.86 CHF 1263.37 0.65 820.03 1.00 820.03 47032.96 57.36 -13.24 -75.92 COCOA 233.10 1.53 357.43 1.00 357.43 47032.96 131.59 -1.65 -21.73 COFFEE 735.56 2.05 1506.59 1.00 1506.59 47032.96 31.22 4.55 14.20 COPPER 850.12 1.50 1277.49 1.00 1277.49 47032.96 36.82 1.58 5.81 CORN 312.12 1.07 333.05 1.00 333.05 47032.96 141.22 4.34 61.28 COTTON2 416.50 2.66 1109.34 1.00 1109.34 47032.96 42.40 -4.17 -17.69 CRUDE_W 746.00 2.61 1944.72 1.00 1944.72 47032.96 24.19 2.11 5.11 DAX 126.35 1.25 158.45 0.97 154.06 47032.96 305.29 -2.15 -65.63 DOW 151.06 1.26 190.70 1.00 190.70 47032.96 246.64 -5.05 -124.58 EUR 1235.44 0.75 929.82 1.00 929.82 47032.96 50.58 -6.41 -32.43 EUROSTX 343.30 1.31 451.29 0.97 438.78 47032.96 107.19 -1.31 -14.06 FEEDCOW 886.50 0.83 738.40 1.00 738.40 47032.96 63.70 -11.34 -72.20 FTSE100 692.20 0.97 670.41 1.12 749.04 47032.96 62.79 -2.64 -16.58 GASOIL 1040.00 2.68 2787.10 1.00 2787.10 47032.96 16.88 10.50 17.71 GASOILINE 998.30 2.43 2428.73 1.00 2428.73 47032.96 19.37 11.22 21.72 GAS_US 644.40 3.46 2232.05 1.00 2232.05 47032.96 21.07 -15.00 -31.61 GBP 710.56 1.05 749.41 1.00 749.41 47032.96 62.76 1.27 7.99 GOLD_micro 165.49 0.94 155.56 1.00 155.56 47032.96 302.35 -9.18 -277.69 HEATOIL 1489.19 2.18 3252.23 1.00 3252.23 47032.96 14.46 8.19 11.85 JPY 845.12 0.64 537.70 1.00 537.70 47032.96 87.47 -9.98 -87.27 LEANHOG 329.00 1.84 603.87 1.00 603.87 47032.96 77.89 12.20 95.00 LIVECOW 597.00 0.62 367.98 1.00 367.98 47032.96 127.81 -12.90 -164.91 MXP 247.00 0.68 169.06 1.00 169.06 47032.96 278.20 7.56 210.21 NASDAQ 2218.60 1.72 3820.46 1.00 3820.46 47032.96 12.31 -6.97 -8.59 NIKKEI 25975.00 1.10 28536.58 0.01 197.63 47032.96 237.98 2.70 64.30 NZD 562.85 1.00 560.95 1.00 560.95 47032.96 83.84 -6.65 -55.77 OAT 1304.50 0.67 872.99 0.97 848.80 47032.96 55.41 4.29 23.75 OJ 287.70 1.91 549.47 1.00 549.47 47032.96 85.60 0.06 0.55 PALLAD 1996.50 2.58 5145.97 1.00 5145.97 47032.96 9.14 -1.33 -1.22 PLAT 456.20 1.88 857.69 1.00 857.69 47032.96 54.84 4.03 22.07 REDWHEAT 474.88 2.06 978.59 1.00 978.59 47032.96 48.06 -7.10 -34.11 ROBUSTA 205.00 1.21 248.71 1.00 248.71 47032.96 189.11 1.46 27.69 RUSSELL 86.72 1.67 145.16 1.00 145.16 47032.96 324.02 -5.69 -184.30 SILVER-mini 468.75 2.45 1147.84 1.00 1147.84 47032.96 40.98 5.77 23.66 SOYBEAN 673.88 1.04 700.09 1.00 700.09 47032.96 67.18 7.47 50.19 SOYMEAL 405.80 1.39 564.32 1.00 564.32 47032.96 83.34 6.96 58.04 SOYOIL 379.20 1.63 616.91 1.00 616.91 47032.96 76.24 8.49 64.73 SP400 2308.60 1.53 3538.89 1.00 3538.89 47032.96 13.29 -5.66 -7.53 SP500 1843.88 1.45 2677.99 1.00 2677.99 47032.96 17.56 -5.80 -10.19 SUGAR11 209.66 1.24 258.95 1.00 258.95 47032.96 181.63 8.46 153.58 US10 1107.03 0.50 556.82 1.00 556.82 47032.96 84.47 -9.48 -80.05 US10U 1165.62 0.66 771.03 1.00 771.03 47032.96 61.00 -6.72 -40.99 US20 1233.44 0.83 1029.21 1.00 1029.21 47032.96 45.70 -9.58 -43.77 US30 1313.12 1.14 1491.73 1.00 1491.73 47032.96 31.53 -10.02 -31.58 US5 1065.47 0.34 363.64 1.00 363.64 47032.96 129.34 -7.50 -97.03 VIX 298.50 2.10 628.17 1.00 628.17 47032.96 74.87 -5.23 -39.14 WHEAT 442.25 1.84 811.78 1.00 811.78 47032.96 57.94 -10.20 -59.08 ===================================================================== Portfolio positions ===================================================================== subsystem_position instr weight IDM Notional position AUD -91.399 0.006 2.5 -1.460 BITCOIN 314.775 0.009 2.5 7.416 BOBL 111.484 0.029 2.5 8.044 BTP 33.546 0.008 2.5 0.678 BUND 37.288 0.029 2.5 2.691 BUXL -21.065 0.034 2.5 -1.768 CAC -7.551 0.011 2.5 -0.212 CAD -88.990 0.007 2.5 -1.589 CANOLA 29.860 0.004 2.5 0.274 CHF -75.920 0.015 2.5 -2.841 COCOA -21.731 0.009 2.5 -0.473 COFFEE 14.196 0.005 2.5 0.184 COPPER 5.808 0.011 2.5 0.159 CORN 61.276 0.004 2.5 0.553 COTTON2 -17.685 0.006 2.5 -0.266 CRUDE_W 5.111 0.053 2.5 0.675 DAX -65.630 0.022 2.5 -3.564 DOW -124.582 0.011 2.5 -3.550 EUR -32.429 0.015 2.5 -1.214 EUROSTX -14.057 0.011 2.5 -0.395 FEEDCOW -72.203 0.011 2.5 -1.940 FTSE100 -16.581 0.041 2.5 -1.709 GASOIL 17.712 0.029 2.5 1.263 GASOILINE 21.719 0.016 2.5 0.892 GAS_US -31.611 0.006 2.5 -0.476 GBP 7.986 0.007 2.5 0.143 GOLD_micro -277.689 0.009 2.5 -6.213 HEATOIL 11.850 0.029 2.5 0.845 JPY -87.265 0.026 2.5 -5.649 LEANHOG 94.996 0.019 2.5 4.438 LIVECOW -164.909 0.011 2.5 -4.431 MXP 210.214 0.005 2.5 2.574 NASDAQ -8.586 0.022 2.5 -0.466 NIKKEI 64.296 0.076 2.5 12.212 NZD -55.765 0.006 2.5 -0.891 OAT 23.750 0.008 2.5 0.480 OJ 0.546 0.007 2.5 0.010 PALLAD -1.220 0.010 2.5 -0.029 PLAT 22.074 0.010 2.5 0.531 REDWHEAT -34.105 0.002 2.5 -0.182 ROBUSTA 27.693 0.005 2.5 0.359 RUSSELL -184.303 0.021 2.5 -9.546 SILVER-mini 23.656 0.009 2.5 0.529 SOYBEAN 50.186 0.024 2.5 2.959 SOYMEAL 58.040 0.024 2.5 3.422 SOYOIL 64.733 0.004 2.5 0.594 SP400 -7.527 0.021 2.5 -0.390 SP500 -10.190 0.011 2.5 -0.290 SUGAR11 153.579 0.005 2.5 2.084 US10 -80.045 0.015 2.5 -3.071 US10U -40.987 0.058 2.5 -5.972 US20 -43.771 0.029 2.5 -3.226 US30 -31.585 0.034 2.5 -2.651 US5 -97.027 0.015 2.5 -3.722 VIX -39.139 0.075 2.5 -7.376 WHEAT -59.079 0.002 2.5 -0.315 ==================== Position diags ==================== AUD 1.26 BITCOIN 15.09 BOBL 8.52 BTP 0.93 BUND 3.97 BUXL 1.72 CAC 1.94 CAD 1.70 CANOLA 3.11 CHF 2.15 COCOA 2.87 COFFEE 0.40 COPPER 1.01 CORN 1.27 COTTON2 0.64 CRUDE_W 3.20 DAX 16.58 DOW 7.03 EUR 1.89 EUROSTX 3.01 FEEDCOW 1.71 FTSE100 6.47 GASOIL 1.20 GASOILINE 0.80 GAS_US 0.32 GBP 1.12 GOLD_micro 6.76 HEATOIL 1.03 JPY 5.66 LEANHOG 3.64 LIVECOW 3.43 MXP 3.41 NASDAQ 0.67 NIKKEI 45.20 NZD 1.34 OAT 1.12 OJ 1.49 PALLAD 0.22 PLAT 1.32 REDWHEAT 0.26 ROBUSTA 2.45 RUSSELL 16.78 SILVER-mini 0.92 SOYBEAN 3.96 SOYMEAL 4.91 SOYOIL 0.70 SP400 0.69 SP500 0.50 SUGAR11 2.46 US10 3.24 US10U 8.89 US20 3.37 US30 2.65 US5 4.96 VIX 14.11 WHEAT 0.31 dtype: float64 =================================================================================================== Positions vs buffers =================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -1.5 -1.6 -1.3 NaN 0 BITCOIN 7.4 6.7 8.2 NaN 0 BOBL 8.0 7.2 8.8 2.0 2 BTP 0.7 0.6 0.7 2.0 2 BUND 2.7 2.4 3.0 NaN 0 BUXL -1.8 -1.9 -1.6 -1.0 -1 CAC -0.2 -0.2 -0.2 NaN 0 CAD -1.6 -1.7 -1.4 -2.0 -2 CANOLA 0.3 0.2 0.3 NaN 0 CHF -2.8 -3.1 -2.6 -1.0 -1 COCOA -0.5 -0.5 -0.4 NaN 0 COFFEE 0.2 0.2 0.2 NaN 0 COPPER 0.2 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 0.6 0.7 1.0 1 DAX -3.6 -3.9 -3.2 NaN 0 DOW -3.6 -3.9 -3.2 NaN 0 EUR -1.2 -1.3 -1.1 -2.0 -2 EUROSTX -0.4 -0.4 -0.4 NaN 0 FEEDCOW -1.9 -2.1 -1.7 -2.0 -2 FTSE100 -1.7 -1.9 -1.5 NaN 0 GASOIL 1.3 1.1 1.4 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 0.2 NaN 0 GOLD_micro -6.2 -6.8 -5.6 -2.0 -2 HEATOIL 0.8 0.8 0.9 2.0 2 JPY -5.6 -6.2 -5.1 -4.0 -4 LEANHOG 4.4 4.0 4.9 3.0 3 LIVECOW -4.4 -4.9 -4.0 -2.0 -2 MXP 2.6 2.3 2.8 NaN 0 NASDAQ -0.5 -0.5 -0.4 -1.0 -1 NIKKEI 12.2 11.0 13.4 NaN 0 NZD -0.9 -1.0 -0.8 NaN 0 OAT 0.5 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 0.4 0.3 0.4 NaN 0 RUSSELL -9.5 -10.5 -8.6 -4.0 -4 SILVER-mini 0.5 0.5 0.6 NaN 0 SOYBEAN 3.0 2.7 3.3 1.0 1 SOYMEAL 3.4 3.1 3.8 4.0 4 SOYOIL 0.6 0.5 0.7 NaN 0 SP400 -0.4 -0.4 -0.4 NaN 0 SP500 -0.3 -0.3 -0.3 NaN 0 SUGAR11 2.1 1.9 2.3 NaN 0 US10 -3.1 -3.4 -2.8 NaN 0 US10U -6.0 -6.6 -5.4 -1.0 -1 US20 -3.2 -3.5 -2.9 -2.0 -2 US30 -2.7 -2.9 -2.4 -5.0 -5 US5 -3.7 -4.1 -3.4 -7.0 -7 VIX -7.4 -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 -0.0 -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 -1.4 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.3 -0.3 -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 0.1 0.1 0.1 -0.0 BOBL -0.0 -0.3 -0.2 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.3 -0.0 -0.3 -0.1 -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 -0.0 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 -2.6 -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 -1.2 -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 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.0 -0.3 -0.1 -0.3 -0.8 -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 0.0 -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 2.5 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -2.4 0.0 0.2 0.1 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 1.1 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 -0.3 -0.1 0.1 COPPER 0.0 0.1 -0.3 -0.0 -0.0 -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 0.2 -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 0.0 0.2 1.1 0.5 0.2 0.2 0.1 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 -4.1 -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 0.2 -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 0.7 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 -0.0 -0.1 -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 -0.1 -0.0 -0.0 -0.0 -0.2 -0.2 0.0 -0.2 -0.0 0.9 -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 -0.0 -0.3 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.3 -0.0 -0.2 -0.0 -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 0.1 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 -0.0 -0.2 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.3 0.0 -0.3 -0.0 -0.2 -0.0 0.1 0.0 0.0 -0.1 -0.1 0.0 -0.1 -0.0 -0.2 -0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.0 0.8 0.0 0.2 0.2 0.1 FEEDCOW -0.1 -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 -0.0 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 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 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 -0.1 0.1 0.2 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 -0.1 -0.3 -0.0 0.0 0.0 0.0 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 0.0 -0.0 0.1 GAS_US -0.2 -0.3 0.0 -0.0 0.0 0.0 0.0 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 -1.1 -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 0.1 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 0.1 -0.1 -0.2 GOLD_micro 0.1 -0.0 -0.2 -0.0 -0.0 -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 -0.0 -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 0.2 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 0.1 -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 0.2 -0.0 -0.0 0.0 0.0 0.0 0.0 -0.0 -2.8 0.0 -0.1 -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 -0.0 -0.1 -0.1 -0.0 -0.3 -0.0 -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 -0.2 -0.1 -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 0.0 -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 1.3 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 1.4 -0.0 -0.1 -0.1 -0.0 OJ 0.0 0.2 0.1 -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 -0.0 0.2 0.3 PLAT 0.1 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 -0.0 0.0 -0.1 0.0 2.0 -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 -0.1 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 -2.4 -0.0 0.0 -0.0 0.0 -0.0 0.1 0.0 -1.8 -0.1 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 0.0 -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 -0.0 -0.1 -0.1 -0.0 -0.3 -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 0.0 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 -0.1 0.0 -0.0 0.0 -0.1 -0.0 0.2 -0.0 0.0 1.1 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 1.9 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 0.1 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 0.2 0.1 0.2 SP400 -0.1 -0.3 0.1 -0.1 0.0 -0.1 -0.0 -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 -0.1 -0.3 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -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 0.5 0.4 0.3 0.1 -0.0 0.0 -0.0 0.0 -0.7 -0.0 0.0 0.0 0.0 0.0 0.0 0.0 1.3 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 -0.1 -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 -1.3 -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 0.0 -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 0.0 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 -0.2 -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 0.2 -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 -2.3 -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 -17.3 -18.5 -7.9 -4.9 -0.7 -4.4 -2.9 -3.9 -4.6 -8.4 -15.1 -13.4 -13.6 -15.3 -15.4 -2.1 -1.3 -1.7 -1.5 -20.0 -18.9 -20.0 -13.4 -20.0 -12.1 -0.0 -6.0 -2.5 -4.6 -5.0 -3.4 -6.3 -0.0 -16.7 -12.1 -3.6 -2.1 BITCOIN 4.3 3.0 -13.3 -2.8 -5.6 -2.4 -3.7 -1.0 -2.5 -5.8 -15.9 -1.9 -15.4 -9.4 -12.1 0.2 -1.7 -0.3 -0.8 -11.9 -20.0 -1.5 -20.0 -4.4 20.0 -0.0 -3.6 0.6 -6.4 -0.5 -5.9 -1.5 0.0 12.0 6.5 3.6 -0.9 BOBL -0.3 -20.0 -10.8 -4.9 -2.1 -4.6 -3.4 -4.4 -4.6 -11.5 -12.8 -10.3 -11.3 -13.7 -13.3 20.0 14.5 20.0 20.0 -20.0 -20.0 -15.1 -20.0 -20.0 9.6 -0.0 -5.7 -1.1 -6.2 -2.4 -6.6 -4.3 20.0 3.0 9.1 -6.0 -3.5 BTP -5.9 -13.4 -3.1 -4.9 -2.1 -4.6 -3.4 -4.4 -4.6 -8.8 -13.3 -11.8 -12.5 -14.3 -12.8 19.2 11.6 17.8 15.7 -20.0 -20.0 -14.2 -20.0 -20.0 11.4 -0.0 -6.0 -0.5 -6.8 -3.0 -7.7 -5.0 15.0 6.2 4.1 2.2 -1.8 BUND -6.9 -20.0 -5.3 -4.9 -2.1 -4.6 -3.4 -4.4 -4.6 -11.1 -13.4 -13.3 -12.0 -15.2 -14.2 14.3 16.9 16.2 16.9 -20.0 -20.0 -20.0 -20.0 -20.0 9.4 -0.0 -5.9 -1.2 -5.8 -3.2 -5.9 -5.0 20.0 -1.5 -1.5 -12.9 -2.8 BUXL -14.7 -16.5 5.0 -4.9 -2.1 -4.6 -3.4 -4.4 -4.6 -11.6 -13.9 -14.0 -12.6 -15.4 -14.2 7.1 -6.6 5.4 -2.8 -20.0 -20.0 -20.0 -20.0 -20.0 5.9 -0.0 -5.9 -2.9 -5.4 -5.1 -5.2 -6.1 -19.0 -13.6 -10.1 -10.4 1.8 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 -6.2 -17.0 -10.3 -4.9 -0.7 -4.4 -2.9 -3.9 -4.6 -5.5 -14.1 -11.4 -13.4 -14.2 -14.7 -1.8 -0.3 -1.1 -0.7 -20.0 -16.9 -11.2 -10.5 -20.0 -8.9 -0.0 -5.8 -0.3 -4.8 -2.7 -3.2 -5.1 1.6 5.7 -9.7 -5.1 -6.1 CANOLA 20.0 3.1 -20.0 -2.8 -3.7 -2.5 -2.7 1.3 -2.6 -11.2 -11.0 11.5 0.7 12.3 -1.6 -8.4 10.9 -5.2 1.7 0.8 -13.0 8.3 -0.8 14.2 3.6 -0.0 2.8 -1.4 -0.9 3.1 1.9 5.5 -0.0 1.4 20.0 17.9 3.4 CHF -13.2 -7.0 2.8 -4.9 -0.7 -4.4 -2.9 -3.9 -4.6 -7.5 -11.0 -12.9 -10.4 -14.0 -11.8 -11.9 -10.6 -11.8 -11.6 -14.2 -11.2 -13.7 -10.5 -16.7 -3.4 -0.0 -5.3 -1.6 -4.9 -4.5 -5.5 -5.8 -16.5 2.5 -1.8 9.8 12.9 COCOA 6.0 2.1 -1.4 -2.8 -3.7 -2.5 -2.7 1.3 -2.6 -4.2 -11.7 7.2 -12.1 3.0 -3.5 2.0 -4.3 -0.0 -2.3 -3.2 -7.8 0.6 -9.6 0.4 16.5 -0.0 -1.2 -2.9 -5.1 0.7 -6.5 1.2 -18.0 2.3 8.3 3.7 3.8 COFFEE -15.4 -7.8 -1.2 -2.8 -3.7 -2.5 -2.7 1.3 -2.6 -14.0 -1.5 -14.6 4.9 -12.1 -1.2 14.6 5.0 11.9 9.0 -7.8 -1.8 -20.0 3.3 -18.7 8.7 -0.0 -3.2 -14.3 -1.1 -12.0 1.6 -7.3 0.0 -20.0 -15.1 -4.9 4.9 COPPER 2.6 4.4 -14.9 -2.8 -5.6 -2.4 -3.7 -1.0 -2.5 -9.8 -12.6 -0.3 -10.9 -6.2 -8.3 1.9 0.2 1.0 0.4 -11.4 -19.7 -3.3 -18.6 -5.2 20.0 -0.0 -4.9 -2.2 -6.7 -1.5 -5.2 -2.7 2.5 12.1 -2.5 -2.2 -13.6 CORN 1.0 19.1 6.4 -2.8 -3.7 -2.5 -2.7 1.3 -2.6 -1.3 1.9 7.5 5.2 13.1 10.3 13.6 11.7 9.9 9.9 13.1 9.9 5.6 13.3 11.4 -20.0 -0.0 4.7 -1.6 5.4 2.2 8.6 3.8 6.6 11.9 14.6 20.0 16.2 COTTON2 -20.0 -20.0 -18.5 -2.8 -3.7 -2.5 -2.7 1.3 -2.6 -11.3 -10.6 -13.6 4.1 -14.9 -13.4 7.4 20.0 15.3 20.0 -20.0 -11.6 -14.7 3.6 -20.0 -16.8 -0.0 -4.6 -2.2 -1.6 -3.1 2.9 -4.8 20.0 -2.5 -20.0 -20.0 -9.6 CRUDE_W 12.6 -6.8 -17.2 -1.5 0.3 0.5 2.2 6.7 1.0 -6.1 -7.1 6.6 4.4 2.0 -5.7 8.7 15.4 10.9 13.8 -3.5 -4.2 5.4 4.4 4.0 15.0 -0.0 -1.2 -0.8 -0.0 2.4 6.5 1.7 -20.0 -0.1 -2.0 3.9 11.4 DAX -3.5 -8.5 -5.2 -4.2 0.9 -3.2 -1.6 -2.0 -3.8 7.8 -12.8 2.5 -11.9 -8.3 -10.9 -3.0 -0.7 -2.1 -1.4 -14.0 -15.7 3.1 -14.2 -8.0 6.0 -0.0 -4.8 5.5 -5.7 1.6 -6.2 -2.4 0.0 15.5 16.9 14.3 -3.5 DOW -3.7 -18.6 -2.1 -4.2 0.9 -3.2 -1.6 -2.0 -3.8 6.9 -10.6 -1.5 -8.8 -10.8 -11.0 -4.0 -0.6 -3.2 -2.2 -16.1 -13.6 0.3 -8.9 -11.7 -0.9 -0.0 -4.6 3.2 -3.8 0.3 -2.1 -3.2 -0.7 10.3 9.1 -1.9 2.3 EUR 2.2 7.1 -1.7 -4.9 -0.7 -4.4 -2.9 -3.9 -4.6 -4.5 -14.7 -3.6 -15.2 -7.8 -12.4 -7.6 -8.3 -8.2 -8.5 -15.5 -20.0 -2.8 -20.0 -9.7 12.0 -0.0 -6.0 2.3 -8.3 -0.7 -9.7 -3.4 -12.1 13.9 11.1 16.3 -10.9 EUROSTX -3.8 -12.5 -1.1 -4.2 0.9 -3.2 -1.6 -2.0 -3.8 2.2 -11.2 0.2 -10.7 -9.0 -10.0 -0.3 3.5 0.6 1.7 -11.9 -11.2 0.6 -8.7 -8.3 -1.5 -0.0 -4.2 4.2 -4.2 0.8 -3.8 -2.7 6.2 12.5 15.6 13.0 5.1 FEEDCOW -15.8 -20.0 -0.1 -2.8 -3.7 -2.5 -2.7 1.3 -2.6 3.9 -2.8 -9.2 -0.6 -12.8 -10.6 -7.0 -20.0 -14.1 -20.0 -14.3 -7.0 -7.5 -2.4 -15.6 7.0 -0.0 -4.8 0.5 -2.4 -2.3 -0.7 -4.9 -20.0 0.1 -20.0 -20.0 6.2 FTSE100 -15.6 -20.0 -6.3 -4.2 0.9 -3.2 -1.6 -2.0 -3.8 -6.2 -5.0 -11.7 3.9 -13.5 -11.1 -1.4 4.9 -1.1 1.3 -14.9 -8.0 -11.8 0.2 -16.7 -7.6 -0.0 -4.9 -0.9 -3.9 -3.8 -2.3 -5.2 7.5 -5.3 6.2 16.9 5.0 GASOIL 19.9 -8.2 -19.1 -1.5 0.3 0.5 2.2 6.7 1.0 1.9 7.8 7.7 10.7 6.0 1.5 20.0 20.0 20.0 20.0 6.9 8.0 13.4 16.0 13.4 -5.9 -0.0 2.5 1.6 3.0 4.9 7.2 5.0 0.0 20.0 20.0 20.0 11.8 GASOILINE 16.0 -9.4 -20.0 -1.5 0.3 0.5 2.2 6.7 1.0 -10.1 -4.4 4.1 5.3 1.5 -10.2 20.0 20.0 20.0 20.0 -5.4 -3.4 2.2 11.0 2.2 2.8 -0.0 -1.5 -2.6 1.0 1.1 10.3 1.2 12.3 -8.0 1.3 -1.0 4.5 GAS_US -20.0 -20.0 1.9 -1.5 0.3 0.5 2.2 6.7 1.0 -11.8 2.4 -14.4 6.5 -15.5 -4.6 -20.0 -7.0 -14.9 -9.2 -16.2 -1.3 -17.7 10.4 -20.0 -8.7 -0.0 -2.3 -6.8 3.2 -5.8 8.4 -5.4 -20.0 -20.0 -20.0 -10.8 20.0 GBP 8.9 7.2 1.7 -4.9 -0.7 -4.4 -2.9 -3.9 -4.6 3.2 -13.4 5.6 -14.1 -3.7 -8.9 -0.8 -1.2 -1.5 -1.5 -15.5 -18.9 3.9 -17.3 -6.8 19.9 -0.0 -5.6 2.6 -6.4 0.2 -5.8 -3.1 0.0 17.8 4.5 -7.4 -16.0 GOLD_micro 10.2 -2.6 -13.6 -2.8 -5.6 -2.4 -3.7 -1.0 -2.5 -12.6 -13.9 -5.0 -11.9 -7.6 -10.9 -9.7 -6.7 -9.1 -8.1 -15.0 -17.1 -12.4 -12.6 -10.9 8.0 -0.0 -4.7 -5.3 -4.6 -4.0 -2.8 -3.7 -10.4 -6.3 -1.5 -9.8 -13.6 HEATOIL 18.4 -10.7 -20.0 -1.5 0.3 0.5 2.2 6.7 1.0 4.0 5.6 9.3 9.7 4.6 -0.9 20.0 20.0 20.0 20.0 4.8 6.8 14.5 16.8 12.2 -16.9 -0.0 2.5 2.7 4.8 5.1 11.4 4.4 1.6 19.0 17.2 16.1 20.0 JPY -10.2 -20.0 -10.5 -4.9 -0.7 -4.4 -2.9 -3.9 -4.6 -14.1 -16.6 -15.8 -16.0 -16.6 -16.6 -14.1 -8.8 -12.2 -10.8 -20.0 -20.0 -20.0 -20.0 -20.0 20.0 -0.0 -6.4 -6.7 -7.6 -6.2 -9.1 -6.0 -14.2 -20.0 5.2 -5.9 -6.4 LEANHOG -17.8 -9.9 -7.2 -2.6 -2.7 -2.4 -1.9 1.3 -2.2 13.9 -9.5 -2.1 -2.3 -5.3 -6.4 20.0 20.0 20.0 20.0 -9.3 -6.3 6.9 0.6 -5.9 9.5 -0.0 -3.7 5.5 -2.4 1.7 0.2 -2.6 20.0 20.0 -17.2 -20.0 5.4 LIVECOW -11.4 -2.9 6.9 -2.8 -3.7 -2.5 -2.7 1.3 -2.6 9.9 -3.2 -2.0 -5.4 -4.6 1.4 -20.0 -20.0 -20.0 -20.0 -2.6 -1.7 2.1 -3.5 -3.1 1.3 -0.0 -1.7 5.9 0.5 1.4 0.9 -2.1 -20.0 10.1 -6.2 -9.4 18.8 MXP -0.9 1.4 7.6 -4.9 -0.7 -4.4 -2.9 -3.9 -4.6 7.0 14.3 12.5 13.8 10.7 13.8 16.5 19.4 17.1 18.3 7.1 9.2 4.2 10.9 5.3 -20.0 -0.0 3.4 1.9 3.3 2.7 4.2 3.1 20.0 16.6 20.0 20.0 20.0 NASDAQ -12.0 -19.9 1.3 -4.2 0.9 -3.2 -1.6 -2.0 -3.8 -6.3 -12.8 -11.6 -11.5 -14.6 -13.1 -4.6 -2.4 -4.0 -3.4 -20.0 -17.3 -14.4 -13.9 -20.0 7.2 -0.0 -5.3 -0.9 -4.4 -3.6 -2.9 -5.3 -3.2 -16.0 -1.6 -4.4 0.3 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 -9.7 -16.9 -4.0 -4.9 -0.7 -4.4 -2.9 -3.9 -4.6 -5.9 -15.6 -12.2 -14.7 -14.7 -15.3 -0.9 1.2 -0.3 0.5 -20.0 -20.0 -13.0 -18.3 -20.0 -1.8 -0.0 -6.0 -0.6 -5.3 -2.8 -4.2 -5.2 4.0 1.0 -9.4 -9.9 -7.8 OAT -9.7 -20.0 -0.5 -4.9 -2.1 -4.6 -3.4 -4.4 -4.6 -10.4 -13.3 -13.1 -12.2 -15.0 -13.8 15.5 9.7 10.1 10.5 -20.0 -20.0 -20.0 -20.0 -20.0 13.6 -0.0 -5.9 -1.1 -6.1 -3.3 -6.5 -5.2 10.2 -0.8 -6.4 -11.1 -3.4 OJ 13.9 11.4 2.5 -2.8 -3.7 -2.5 -2.7 1.3 -2.6 10.4 13.5 12.6 12.8 13.3 13.4 16.3 9.6 15.5 14.0 20.0 17.0 15.8 15.3 20.0 -20.0 -0.0 6.0 2.7 5.6 3.7 5.1 5.4 8.6 3.9 20.0 20.0 20.0 PALLAD -3.3 3.4 8.2 -2.8 -5.6 -2.4 -3.7 -1.0 -2.5 -14.0 -7.4 -10.4 -4.0 -4.5 4.5 -1.4 -0.9 -1.3 -1.1 1.0 0.9 -17.2 -2.0 -5.5 -4.1 -0.0 1.0 -14.4 1.7 -9.3 0.3 -2.8 0.3 -17.7 -2.3 16.5 20.0 PLAT 4.9 11.4 2.6 -2.8 -5.6 -2.4 -3.7 -1.0 -2.5 0.1 -9.1 5.0 -10.1 6.9 1.7 -0.1 -0.5 -0.2 -0.4 1.7 -3.8 4.7 -7.2 4.8 12.7 -0.0 -0.6 3.5 -3.4 2.4 -5.0 1.6 1.3 20.0 8.4 10.2 2.2 REDWHEAT 8.0 19.6 -14.2 -2.8 -3.7 -2.5 -2.7 1.3 -2.6 -13.2 -8.4 -0.4 -1.7 8.8 1.8 1.1 -1.5 0.5 -0.3 5.0 -1.3 -2.6 2.1 6.4 -17.0 -0.0 3.8 -4.9 3.0 -0.7 5.8 3.3 -13.3 -9.4 20.0 20.0 7.0 ROBUSTA -20.0 -5.9 7.9 -2.8 -3.7 -2.5 -2.7 1.3 -2.6 -13.9 2.4 -14.9 8.8 -13.9 1.3 8.2 6.0 6.5 5.9 -3.6 3.9 -20.0 8.5 -16.3 -0.3 -0.0 -1.1 -10.1 1.4 -8.3 2.7 -5.4 -1.5 -20.0 -20.0 -8.0 20.0 RUSSELL -5.8 -15.6 6.8 -4.2 0.9 -3.2 -1.6 -2.0 -3.8 -3.0 -9.8 -5.0 -11.0 -11.4 -10.3 -3.6 -1.3 -2.9 -2.2 -12.8 -11.0 -3.9 -10.4 -11.2 -4.8 -0.0 -4.0 1.2 -3.1 -1.1 -2.3 -3.5 -1.3 0.1 8.2 8.1 10.6 SILVER-mini 7.3 20.0 2.4 -2.8 -5.6 -2.4 -3.7 -1.0 -2.5 -10.6 -12.0 -8.8 -12.2 -2.3 -4.8 -3.9 -2.7 -3.4 -3.1 -3.9 -9.5 -11.9 -11.7 -3.8 20.0 -0.0 -1.9 -6.0 -5.6 -3.7 -6.9 -0.5 -2.8 -9.9 7.9 13.2 -14.9 SOYBEAN -4.2 0.3 -3.4 -2.8 -3.7 -2.5 -2.7 1.3 -2.6 -8.1 -2.1 -6.7 3.7 -1.3 1.7 12.4 20.0 20.0 20.0 -1.3 -0.8 -2.3 5.4 -1.3 -15.2 -0.0 1.7 -3.7 4.8 -1.4 10.8 -0.1 20.0 2.3 4.0 7.0 13.1 SOYMEAL -13.1 -2.1 1.2 -2.8 -3.7 -2.5 -2.7 1.3 -2.6 7.8 -2.7 -5.7 7.0 -6.3 1.6 13.2 14.2 13.1 15.0 -1.8 1.9 -0.3 5.7 -4.2 -9.0 -0.0 1.7 1.9 4.6 0.6 8.1 -0.5 13.8 5.7 -1.3 8.6 20.0 SOYOIL -0.3 -0.4 -6.9 -2.8 -3.7 -2.5 -2.7 1.3 -2.6 5.5 -3.3 6.7 3.3 1.6 2.9 20.0 20.0 18.4 19.6 -0.5 -0.9 3.4 6.9 2.1 -17.2 -0.0 2.2 1.5 3.2 1.7 7.7 1.9 20.0 14.4 8.2 8.2 10.8 SP400 -5.7 -15.4 3.2 -4.2 0.9 -3.2 -1.6 -2.0 -3.8 -2.5 -9.2 -4.0 -8.3 -10.7 -9.7 -0.3 -1.5 -0.7 -1.1 -12.2 -10.1 -3.0 -7.4 -10.3 -6.9 -0.0 -3.7 1.3 -2.7 -0.8 -1.3 -3.1 -0.7 4.0 8.2 9.4 11.7 SP500 -9.9 -18.6 -0.6 -4.2 0.9 -3.2 -1.6 -2.0 -3.8 -4.7 -11.7 -10.5 -9.4 -13.9 -12.3 -4.3 -2.2 -3.8 -3.0 -18.3 -14.7 -9.3 -9.8 -17.6 6.1 -0.0 -5.0 0.5 -4.3 -2.3 -3.1 -4.6 -2.6 -5.8 -0.3 -3.0 2.3 SUGAR11 16.3 6.5 -7.4 -2.8 -3.7 -2.5 -2.7 1.3 -2.6 11.6 -7.3 14.4 -4.9 11.5 0.5 20.0 11.2 20.0 15.5 4.9 -2.1 17.4 -1.4 14.2 -4.1 -0.0 3.4 4.5 0.6 7.9 0.5 6.9 9.4 20.0 20.0 15.4 13.5 US10 -1.8 -20.0 -3.4 -4.9 -2.1 -4.6 -3.4 -4.4 -4.6 -12.9 -14.5 -14.5 -13.6 -15.3 -14.8 -3.9 3.7 -2.4 -0.3 -20.0 -20.0 -19.1 -20.0 -20.0 -4.8 -0.0 -5.8 -2.5 -5.4 -3.7 -5.3 -5.2 -5.2 1.8 -4.2 -0.7 -3.9 US10U -4.7 -20.0 -2.6 -4.9 -2.1 -4.6 -3.4 -4.4 -4.6 -13.2 -14.3 -14.4 -13.1 -15.2 -14.4 -0.3 7.3 1.5 3.9 -20.0 -20.0 -18.9 -20.0 -20.0 -6.4 -0.0 -5.8 -2.8 -5.3 -3.8 -5.0 -5.3 1.9 1.8 -3.3 2.0 -1.0 US20 -8.9 -20.0 -5.6 -4.9 -2.1 -4.6 -3.4 -4.4 -4.6 -13.7 -14.7 -14.8 -13.3 -15.6 -15.0 0.9 3.2 1.9 2.4 -20.0 -20.0 -20.0 -20.0 -20.0 -9.7 -0.0 -5.9 -3.5 -5.2 -4.4 -4.7 -5.6 -3.5 -1.4 -2.6 2.9 -0.1 US30 -14.0 -20.0 -5.5 -4.9 -2.1 -4.6 -3.4 -4.4 -4.6 -13.9 -16.0 -15.2 -15.0 -15.9 -15.6 -0.6 1.2 -0.1 0.2 -20.0 -20.0 -20.0 -20.0 -20.0 -5.1 -0.0 -6.1 -5.0 -6.0 -5.8 -6.2 -6.4 -7.1 -4.6 0.8 14.2 1.9 US5 -0.7 -20.0 -4.1 -4.9 -2.1 -4.6 -3.4 -4.4 -4.6 -12.5 -14.6 -13.8 -13.9 -14.8 -14.5 -4.5 6.3 -2.8 0.5 -20.0 -20.0 -20.0 -20.0 -20.0 -1.1 -0.0 -5.9 -2.6 -5.6 -3.7 -6.1 -5.2 -1.9 1.3 -5.1 -1.2 -6.2 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 5.7 16.8 -16.0 -2.8 -3.7 -2.5 -2.7 1.3 -2.6 -13.2 -9.6 -0.7 -4.0 9.6 -1.3 -1.5 -3.6 -3.4 -3.6 2.0 -4.7 -2.3 -0.6 4.6 -15.4 -0.0 2.6 -5.2 2.1 -1.3 5.5 2.3 -17.7 -6.2 16.9 19.2 1.6 End of report for caleb_strategy_v1