******************************************************************************** Strategy report for caleb_strategy_v1 backtest timestamp 20221019_204314 produced at 2022-10-19 21:34:48.453398 ******************************************************************************** ====================================================================================================================================================================================================================================================================================== 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 -0.08 -0.24 0.0 38505990.56 -38505990.56 -0.08 -0.08 -6.32 999999999 -2 -2 caleb_strategy_v1 JPY False False 0.03 -0.11 -0.18 0.0 28003219.77 -28003219.77 -0.11 -0.14 -6.28 999999999 -4 -5 caleb_strategy_v1 US5 False False 0.04 -0.25 -0.14 0.0 35387052.22 -35387052.22 -0.25 -0.28 -3.91 999999999 -7 -8 caleb_strategy_v1 US20 False False 0.04 -0.08 -0.13 0.0 40637395.37 -40637395.37 -0.08 -0.08 -3.32 999999999 -2 -2 caleb_strategy_v1 US10 False False 0.04 0.00 -0.12 0.0 36687261.27 -36687261.27 0.00 0.00 -3.18 999999999 0 0 caleb_strategy_v1 CHF False False 0.04 -0.04 -0.12 0.0 41727590.69 -41727590.69 -0.04 -0.04 -2.92 999999999 -1 -1 caleb_strategy_v1 US30 False False 0.04 -0.22 -0.12 0.0 43065841.92 -43065841.92 -0.22 -0.26 -2.83 999999999 -5 -6 caleb_strategy_v1 LIVECOW False False 0.02 -0.04 -0.08 0.0 20187999.31 -20187999.31 -0.04 -0.04 -4.14 999999999 -2 -2 caleb_strategy_v1 VIX False False 0.01 0.00 -0.07 0.0 9955588.63 -9955588.63 0.00 -0.02 -7.35 999999999 0 -2 caleb_strategy_v1 BUXL False False 0.04 -0.04 -0.07 0.0 44947840.26 -44947840.26 -0.04 -0.04 -1.65 999999999 -1 -1 caleb_strategy_v1 FEEDCOW False False 0.03 -0.06 -0.06 0.0 30000174.10 -30000174.10 -0.06 -0.06 -1.90 999999999 -2 -2 caleb_strategy_v1 EUR False False 0.04 -0.08 -0.05 0.0 40908380.82 -40908380.82 -0.08 -0.08 -1.17 999999999 -2 -2 caleb_strategy_v1 FTSE100 False False 0.03 0.00 -0.05 0.0 25865882.63 -25865882.63 0.00 -0.03 -2.07 999999999 0 -1 caleb_strategy_v1 GOLD_micro False False 0.01 -0.01 -0.04 0.0 5446057.18 -5446057.18 -0.01 -0.01 -6.43 999999999 -2 -1 caleb_strategy_v1 CAD False False 0.02 -0.05 -0.04 0.0 24200251.62 -24200251.62 -0.05 -0.05 -1.59 999999999 -2 -2 caleb_strategy_v1 AUD False False 0.02 0.00 -0.03 0.0 20916741.73 -20916741.73 0.00 0.00 -1.46 999999999 0 0 caleb_strategy_v1 NASDAQ False False 0.07 -0.07 -0.03 0.0 74159963.45 -74159963.45 -0.07 -0.07 -0.42 999999999 -1 -1 caleb_strategy_v1 RUSSELL False False 0.00 -0.01 -0.02 0.0 2877281.85 -2877281.85 -0.01 -0.00 -8.00 999999999 -2 -1 caleb_strategy_v1 NZD False False 0.02 0.00 -0.02 0.0 18897274.76 -18897274.76 0.00 0.00 -0.79 999999999 0 0 caleb_strategy_v1 SP400 False False 0.08 0.00 -0.02 0.0 76769761.81 -76769761.81 0.00 0.00 -0.32 999999999 0 0 caleb_strategy_v1 SP500 False False 0.06 0.00 -0.02 0.0 61717979.07 -61717979.07 0.00 0.00 -0.25 999999999 0 0 caleb_strategy_v1 COCOA False False 0.01 0.00 -0.01 0.0 7660967.19 -7660967.19 0.00 0.00 -0.67 999999999 0 0 caleb_strategy_v1 GAS_US False False 0.02 0.00 -0.01 0.0 19771098.62 -19771098.62 0.00 0.00 -0.53 999999999 0 0 caleb_strategy_v1 DAX False False 0.00 0.00 -0.01 0.0 4142967.33 -4142967.33 0.00 0.00 -2.58 999999999 0 0 caleb_strategy_v1 DOW False False 0.01 0.00 -0.01 0.0 5061341.21 -5061341.21 0.00 0.00 -2.88 999999999 0 0 caleb_strategy_v1 REDWHEAT False False 0.02 0.00 -0.00 0.0 15679635.19 -15679635.19 0.00 0.00 -0.19 999999999 0 0 caleb_strategy_v1 OJ False False 0.01 0.00 0.00 0.0 9905560.54 -9905560.54 0.00 0.00 0.08 999999999 0 0 caleb_strategy_v1 COTTON2 False False 0.01 0.00 -0.00 0.0 13055662.20 -13055662.20 0.00 0.00 -0.28 999999999 0 0 caleb_strategy_v1 CANOLA False False 0.00 0.00 0.00 0.0 4205290.23 -4205290.23 0.00 0.00 0.29 999999999 0 0 caleb_strategy_v1 GBP False False 0.02 0.00 0.00 0.0 23396467.07 -23396467.07 0.00 0.00 0.19 999999999 0 0 caleb_strategy_v1 WHEAT False False 0.01 0.00 -0.00 0.0 14554003.31 -14554003.31 0.00 0.00 -0.34 999999999 0 0 caleb_strategy_v1 PALLAD False False 0.07 0.00 -0.00 0.0 66120450.42 -66120450.42 0.00 0.00 -0.04 999999999 0 0 caleb_strategy_v1 CAC False False 0.02 0.00 -0.00 0.0 18545300.38 -18545300.38 0.00 0.00 -0.21 999999999 0 0 caleb_strategy_v1 EUROSTX False False 0.01 0.00 -0.00 0.0 11264649.34 -11264649.34 0.00 0.00 -0.27 999999999 0 0 caleb_strategy_v1 COPPER False False 0.03 0.00 0.00 0.0 27682206.23 -27682206.23 0.00 0.00 0.10 999999999 0 0 caleb_strategy_v1 ROBUSTA False False 0.01 0.00 0.00 0.0 6650399.91 -6650399.91 0.00 0.00 0.16 999999999 0 0 caleb_strategy_v1 COFFEE False False 0.02 0.00 0.00 0.0 23863395.85 -23863395.85 0.00 0.00 0.14 999999999 0 0 caleb_strategy_v1 SOYOIL False False 0.01 0.00 0.01 0.0 13123366.88 -13123366.88 0.00 0.00 0.67 999999999 0 0 caleb_strategy_v1 CRUDE_W False False 0.03 0.03 0.01 0.0 25044058.62 -25044058.62 0.03 0.03 0.59 999999999 1 1 caleb_strategy_v1 CORN False False 0.01 0.00 0.01 0.0 10347475.28 -10347475.28 0.00 0.00 0.58 999999999 0 0 caleb_strategy_v1 PLAT False False 0.01 0.00 0.01 0.0 14701586.15 -14701586.15 0.00 0.00 0.49 999999999 0 0 caleb_strategy_v1 SILVER-mini False False 0.02 0.00 0.01 0.0 15560818.49 -15560818.49 0.00 0.00 0.52 999999999 0 0 caleb_strategy_v1 BITCOIN False False 0.00 0.00 0.01 0.0 639025.39 -639025.39 0.00 0.00 8.22 999999999 0 0 caleb_strategy_v1 SUGAR11 False False 0.01 0.00 0.02 0.0 6955371.10 -6955371.10 0.00 0.01 2.31 999999999 0 1 caleb_strategy_v1 MXP False False 0.01 0.00 0.02 0.0 8192932.48 -8192932.48 0.00 0.00 2.66 999999999 0 0 caleb_strategy_v1 OAT False False 0.04 0.00 0.02 0.0 42175655.01 -42175655.01 0.00 0.00 0.56 999999999 0 0 caleb_strategy_v1 GASOILINE False False 0.03 0.00 0.03 0.0 33590856.42 -33590856.42 0.00 0.00 0.92 999999999 0 0 caleb_strategy_v1 BTP False False 0.04 0.07 0.03 0.0 35816894.02 -35816894.02 0.07 0.07 0.74 999999999 2 2 caleb_strategy_v1 HEATOIL False False 0.05 0.10 0.04 0.0 47927904.60 -47927904.60 0.10 0.10 0.84 999999999 2 2 caleb_strategy_v1 SOYMEAL False False 0.01 0.05 0.04 0.0 13053994.60 -13053994.60 0.05 0.05 3.25 999999999 4 4 caleb_strategy_v1 GASOIL False False 0.03 0.00 0.04 0.0 33285351.59 -33285351.59 0.00 0.00 1.23 999999999 0 0 caleb_strategy_v1 LEANHOG False False 0.01 0.02 0.06 0.0 11859991.01 -11859991.01 0.02 0.04 5.03 999999999 2 3 caleb_strategy_v1 SOYBEAN False False 0.02 0.02 0.07 0.0 22500130.58 -22500130.58 0.02 0.02 2.99 999999999 1 1 caleb_strategy_v1 NIKKEI False False 0.01 0.00 0.07 0.0 5779837.72 -5779837.72 0.00 0.03 12.16 999999999 0 6 caleb_strategy_v1 BUND False False 0.04 0.00 0.12 0.0 44185570.75 -44185570.75 0.00 0.00 2.76 999999999 0 0 caleb_strategy_v1 BOBL False False 0.04 0.15 0.31 0.0 38563018.77 -38563018.77 0.15 0.15 8.07 999999999 4 4 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 11.1 Shocked risk 19.8 Sum abs risk 40.3 Leverage 2.66 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2998315.93, 'annual_cash_vol_target': 749578.9825, 'daily_cash_vol_target': 46848.68640625} ==================================================================== Vol calculation ==================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0058 0.6272 0.9204 14.7256 BITCOIN 711.9480 19160.0000 3.7158 59.4529 BOBL 0.4169 118.3800 0.3522 5.6346 BTP 1.0189 109.9500 0.9267 14.8278 BUND 0.8885 135.6400 0.6551 10.4808 BUXL 2.3173 137.9800 1.6794 26.8711 CAC 69.6113 5693.0000 1.2228 19.5640 CAD 0.0048 0.7256 0.6577 10.5225 CANOLA 9.1038 868.9000 1.0477 16.7639 CHF 0.0066 1.0009 0.6546 10.4737 COCOA 34.6221 2297.0000 1.5073 24.1164 COFFEE 0.0388 1.9080 2.0338 32.5402 COPPER 0.0500 3.3200 1.5055 24.0887 CORN 6.4092 620.5000 1.0329 16.5266 COTTON2 0.0220 0.7829 2.8100 44.9608 CRUDE_W 1.8550 75.0900 2.4704 39.5262 DAX 155.9988 12718.0000 1.2266 19.6256 DOW 380.2619 30351.0000 1.2529 20.0461 EUR 0.0073 0.9812 0.7481 11.9690 EUROSTX 43.9429 3458.0000 1.2708 20.3322 FEEDCOW 1.4736 179.9000 0.8191 13.1061 FTSE100 64.6399 6922.0000 0.9338 14.9413 GASOIL 27.0572 998.0000 2.7111 43.3783 GASOILINE 0.0554 2.3980 2.3095 36.9516 GAS_US 0.2177 5.9280 3.6724 58.7589 GBP 0.0117 1.1224 1.0433 16.6935 GOLD_micro 15.5006 1632.9000 0.9493 15.1883 HEATOIL 0.0767 3.4215 2.2403 35.8455 JPY 0.0000 0.0067 0.6195 9.9113 LEANHOG 1.5262 88.9000 1.7168 27.4683 LIVECOW 0.9382 151.3250 0.6200 9.9198 MXP 0.0003 0.0491 0.6710 10.7368 NASDAQ 191.0209 11117.7500 1.7182 27.4906 NIKKEI 285.3658 25975.0000 1.0986 17.5779 NZD 0.0055 0.5666 0.9713 15.5407 OAT 0.8796 129.4700 0.6794 10.8706 OJ 0.0380 1.9800 1.9184 30.6943 PALLAD 49.5611 1982.5000 2.4999 39.9988 PLAT 17.4447 881.6000 1.9788 31.6600 REDWHEAT 18.6977 940.2500 1.9886 31.8174 ROBUSTA 24.6728 1994.0000 1.2374 19.7977 RUSSELL 29.9208 1725.4000 1.7341 27.7462 SILVER-mini 0.4488 18.6625 2.4046 38.4736 SOYBEAN 13.4345 1349.2500 0.9957 15.9312 SOYMEAL 5.5051 391.4000 1.4065 22.5044 SOYOIL 1.0152 65.5800 1.5480 24.7686 SP400 36.4376 2301.8000 1.5830 25.3281 SP500 53.7035 3701.0000 1.4511 23.2168 SUGAR11 0.0022 0.1862 1.2017 19.2274 US10 0.5497 110.0000 0.4997 7.9949 US10U 0.7584 115.4531 0.6568 10.5096 US20 1.0112 121.8438 0.8299 13.2789 US30 1.4666 129.1250 1.1358 18.1730 US5 0.3582 106.1016 0.3376 5.4014 VIX 0.6282 29.8500 2.1044 33.6709 WHEAT 15.5861 872.7500 1.7859 28.5738 =========================================================================================================================================== Subsystem position =========================================================================================================================================== Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 627.15 0.92 577.20 1.00 577.20 46848.69 81.17 -11.27 -91.45 BITCOIN 19.16 3.72 71.19 1.00 71.19 46848.69 658.04 5.30 349.01 BOBL 1183.80 0.35 416.89 0.99 411.02 46848.69 113.98 9.81 111.82 BTP 1099.50 0.93 1018.95 0.99 1004.60 46848.69 46.63 7.87 36.68 BUND 1356.40 0.66 888.51 0.99 876.00 46848.69 53.48 7.16 38.31 BUXL 1379.80 1.68 2317.30 0.99 2284.67 46848.69 20.51 -9.56 -19.61 CAC 569.30 1.22 696.11 0.99 681.77 46848.69 68.72 -1.09 -7.52 CAD 725.60 0.66 477.20 1.00 477.20 46848.69 98.17 -9.07 -89.00 CANOLA 173.78 1.05 182.08 0.73 132.56 46848.69 353.41 0.89 31.49 CHF 1251.12 0.65 819.00 1.00 819.00 46848.69 57.20 -13.64 -78.05 COCOA 229.70 1.51 346.22 1.00 346.22 46848.69 135.31 -2.27 -30.77 COFFEE 715.50 2.03 1455.16 1.00 1455.16 46848.69 32.19 3.24 10.42 COPPER 830.00 1.51 1249.60 1.00 1249.60 46848.69 37.49 0.99 3.70 CORN 310.25 1.03 320.46 1.00 320.46 46848.69 146.19 4.39 64.11 COTTON2 391.45 2.81 1099.99 1.00 1099.99 46848.69 42.59 -4.33 -18.45 CRUDE_W 750.90 2.47 1855.01 1.00 1855.01 46848.69 25.26 1.77 4.47 DAX 127.18 1.23 156.00 0.99 153.80 46848.69 304.60 -1.56 -47.42 DOW 151.76 1.25 190.13 1.00 190.13 46848.69 246.40 -4.10 -101.05 EUR 1226.56 0.75 917.55 1.00 917.55 46848.69 51.06 -6.12 -31.23 EUROSTX 345.80 1.27 439.43 0.99 433.24 46848.69 108.14 -0.89 -9.63 FEEDCOW 899.50 0.82 736.81 1.00 736.81 46848.69 63.58 -11.12 -70.70 FTSE100 692.20 0.93 646.40 1.13 731.68 46848.69 64.03 -3.13 -20.06 GASOIL 998.00 2.71 2705.72 1.00 2705.72 46848.69 17.31 9.96 17.25 GASOILINE 1007.16 2.31 2326.01 1.00 2326.01 46848.69 20.14 11.11 22.38 GAS_US 592.80 3.67 2177.02 1.00 2177.02 46848.69 21.52 -16.41 -35.31 GBP 701.50 1.04 731.91 1.00 731.91 46848.69 64.01 1.67 10.67 GOLD_micro 163.29 0.95 155.01 1.00 155.01 46848.69 302.24 -9.51 -287.57 HEATOIL 1437.03 2.24 3219.44 1.00 3219.44 46848.69 14.55 8.05 11.71 JPY 839.62 0.62 520.11 1.00 520.11 46848.69 90.07 -10.77 -96.99 LEANHOG 355.60 1.72 610.48 1.00 610.48 46848.69 76.74 14.02 107.58 LIVECOW 605.30 0.62 375.28 1.00 375.28 46848.69 124.84 -12.33 -153.95 MXP 245.65 0.67 164.84 1.00 164.84 46848.69 284.20 7.63 216.91 NASDAQ 2223.55 1.72 3820.42 1.00 3820.42 46848.69 12.26 -6.28 -7.70 NIKKEI 25975.00 1.10 28536.58 0.01 197.63 46848.69 237.05 2.70 64.04 NZD 566.60 0.97 550.34 1.00 550.34 46848.69 85.13 -5.84 -49.72 OAT 1294.70 0.68 879.64 0.99 867.25 46848.69 54.02 5.16 27.89 OJ 297.00 1.92 569.76 1.00 569.76 46848.69 82.22 0.59 4.82 PALLAD 1982.50 2.50 4956.11 1.00 4956.11 46848.69 9.45 -1.66 -1.57 PLAT 440.80 1.98 872.23 1.00 872.23 46848.69 53.71 3.80 20.41 REDWHEAT 470.12 1.99 934.88 1.00 934.88 46848.69 50.11 -7.13 -35.73 ROBUSTA 199.40 1.24 246.73 1.00 246.73 46848.69 189.88 0.63 11.99 RUSSELL 86.27 1.73 149.60 1.00 149.60 46848.69 313.15 -4.93 -154.49 SILVER-mini 466.56 2.40 1121.90 1.00 1121.90 46848.69 41.76 5.62 23.46 SOYBEAN 674.62 1.00 671.72 1.00 671.72 46848.69 69.74 7.28 50.75 SOYMEAL 391.40 1.41 550.51 1.00 550.51 46848.69 85.10 6.48 55.12 SOYOIL 393.48 1.55 609.12 1.00 609.12 46848.69 76.91 9.56 73.50 SP400 2301.80 1.58 3643.76 1.00 3643.76 46848.69 12.86 -4.82 -6.19 SP500 1850.50 1.45 2685.17 1.00 2685.17 46848.69 17.45 -5.00 -8.72 SUGAR11 208.54 1.20 250.61 1.00 250.61 46848.69 186.94 9.09 169.97 US10 1100.00 0.50 549.65 1.00 549.65 46848.69 85.23 -9.72 -82.89 US10U 1154.53 0.66 758.35 1.00 758.35 46848.69 61.78 -7.02 -43.35 US20 1218.44 0.83 1011.22 1.00 1011.22 46848.69 46.33 -9.72 -45.03 US30 1291.25 1.14 1466.62 1.00 1466.62 46848.69 31.94 -10.55 -33.70 US5 1061.02 0.34 358.19 1.00 358.19 46848.69 130.79 -7.80 -102.03 VIX 298.50 2.10 628.17 1.00 628.17 46848.69 74.58 -5.23 -38.99 WHEAT 436.38 1.79 779.31 1.00 779.31 46848.69 60.12 -10.51 -63.18 ===================================================================== Portfolio positions ===================================================================== subsystem_position instr weight IDM Notional position AUD -91.447 0.006 2.5 -1.461 BITCOIN 349.015 0.009 2.5 8.223 BOBL 111.820 0.029 2.5 8.069 BTP 36.682 0.008 2.5 0.741 BUND 38.313 0.029 2.5 2.765 BUXL -19.610 0.034 2.5 -1.646 CAC -7.522 0.011 2.5 -0.211 CAD -89.001 0.007 2.5 -1.589 CANOLA 31.495 0.004 2.5 0.289 CHF -78.049 0.015 2.5 -2.921 COCOA -30.774 0.009 2.5 -0.670 COFFEE 10.416 0.005 2.5 0.135 COPPER 3.697 0.011 2.5 0.101 CORN 64.110 0.004 2.5 0.578 COTTON2 -18.451 0.006 2.5 -0.278 CRUDE_W 4.465 0.053 2.5 0.590 DAX -47.423 0.022 2.5 -2.575 DOW -101.045 0.011 2.5 -2.880 EUR -31.225 0.015 2.5 -1.169 EUROSTX -9.632 0.011 2.5 -0.271 FEEDCOW -70.695 0.011 2.5 -1.900 FTSE100 -20.058 0.041 2.5 -2.068 GASOIL 17.252 0.029 2.5 1.231 GASOILINE 22.378 0.016 2.5 0.919 GAS_US -35.307 0.006 2.5 -0.532 GBP 10.670 0.007 2.5 0.191 GOLD_micro -287.575 0.009 2.5 -6.434 HEATOIL 11.713 0.029 2.5 0.836 JPY -96.988 0.026 2.5 -6.278 LEANHOG 107.582 0.019 2.5 5.026 LIVECOW -153.945 0.011 2.5 -4.137 MXP 216.913 0.005 2.5 2.656 NASDAQ -7.695 0.022 2.5 -0.418 NIKKEI 64.044 0.076 2.5 12.164 NZD -49.720 0.006 2.5 -0.794 OAT 27.891 0.008 2.5 0.563 OJ 4.825 0.007 2.5 0.084 PALLAD -1.568 0.010 2.5 -0.038 PLAT 20.411 0.010 2.5 0.491 REDWHEAT -35.734 0.002 2.5 -0.191 ROBUSTA 11.986 0.005 2.5 0.155 RUSSELL -154.491 0.021 2.5 -8.002 SILVER-mini 23.463 0.009 2.5 0.525 SOYBEAN 50.751 0.024 2.5 2.992 SOYMEAL 55.116 0.024 2.5 3.250 SOYOIL 73.496 0.004 2.5 0.675 SP400 -6.191 0.021 2.5 -0.321 SP500 -8.718 0.011 2.5 -0.248 SUGAR11 169.970 0.005 2.5 2.306 US10 -82.889 0.015 2.5 -3.180 US10U -43.349 0.058 2.5 -6.316 US20 -45.026 0.029 2.5 -3.319 US30 -33.702 0.034 2.5 -2.829 US5 -102.032 0.015 2.5 -3.914 VIX -38.986 0.075 2.5 -7.347 WHEAT -63.183 0.002 2.5 -0.337 ==================== Position diags ==================== AUD 1.30 BITCOIN 15.50 BOBL 8.22 BTP 0.94 BUND 3.86 BUXL 1.72 CAC 1.93 CAD 1.75 CANOLA 3.24 CHF 2.14 COCOA 2.95 COFFEE 0.42 COPPER 1.02 CORN 1.32 COTTON2 0.64 CRUDE_W 3.34 DAX 16.54 DOW 7.02 EUR 1.91 EUROSTX 3.04 FEEDCOW 1.71 FTSE100 6.60 GASOIL 1.24 GASOILINE 0.83 GAS_US 0.32 GBP 1.14 GOLD_micro 6.76 HEATOIL 1.04 JPY 5.83 LEANHOG 3.59 LIVECOW 3.35 MXP 3.48 NASDAQ 0.67 NIKKEI 45.02 NZD 1.36 OAT 1.09 OJ 1.43 PALLAD 0.23 PLAT 1.29 REDWHEAT 0.27 ROBUSTA 2.46 RUSSELL 16.22 SILVER-mini 0.93 SOYBEAN 4.11 SOYMEAL 5.02 SOYOIL 0.71 SP400 0.67 SP500 0.50 SUGAR11 2.54 US10 3.27 US10U 9.00 US20 3.41 US30 2.68 US5 5.02 VIX 14.05 WHEAT 0.32 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 8.2 7.4 9.0 NaN 0 BOBL 8.1 7.3 8.9 4.0 4 BTP 0.7 0.7 0.8 2.0 2 BUND 2.8 2.5 3.0 NaN 0 BUXL -1.6 -1.8 -1.5 -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 0.3 0.3 NaN 0 CHF -2.9 -3.2 -2.6 -1.0 -1 COCOA -0.7 -0.7 -0.6 NaN 0 COFFEE 0.1 0.1 0.1 NaN 0 COPPER 0.1 0.1 0.1 NaN 0 CORN 0.6 0.5 0.6 NaN 0 COTTON2 -0.3 -0.3 -0.3 NaN 0 CRUDE_W 0.6 0.5 0.6 1.0 1 DAX -2.6 -2.8 -2.3 NaN 0 DOW -2.9 -3.2 -2.6 NaN 0 EUR -1.2 -1.3 -1.1 -2.0 -2 EUROSTX -0.3 -0.3 -0.2 NaN 0 FEEDCOW -1.9 -2.1 -1.7 -2.0 -2 FTSE100 -2.1 -2.3 -1.9 NaN 0 GASOIL 1.2 1.1 1.4 NaN 0 GASOILINE 0.9 0.8 1.0 NaN 0 GAS_US -0.5 -0.6 -0.5 NaN 0 GBP 0.2 0.2 0.2 NaN 0 GOLD_micro -6.4 -7.1 -5.8 -2.0 -2 HEATOIL 0.8 0.8 0.9 2.0 2 JPY -6.3 -6.9 -5.7 -4.0 -4 LEANHOG 5.0 4.5 5.5 2.0 2 LIVECOW -4.1 -4.6 -3.7 -2.0 -2 MXP 2.7 2.4 2.9 NaN 0 NASDAQ -0.4 -0.5 -0.4 -1.0 -1 NIKKEI 12.2 10.9 13.4 NaN 0 NZD -0.8 -0.9 -0.7 NaN 0 OAT 0.6 0.5 0.6 NaN 0 OJ 0.1 0.1 0.1 NaN 0 PALLAD -0.0 -0.0 -0.0 NaN 0 PLAT 0.5 0.4 0.5 NaN 0 REDWHEAT -0.2 -0.2 -0.2 NaN 0 ROBUSTA 0.2 0.1 0.2 NaN 0 RUSSELL -8.0 -8.8 -7.2 -2.0 -2 SILVER-mini 0.5 0.5 0.6 NaN 0 SOYBEAN 3.0 2.7 3.3 1.0 1 SOYMEAL 3.2 2.9 3.6 4.0 4 SOYOIL 0.7 0.6 0.7 NaN 0 SP400 -0.3 -0.4 -0.3 NaN 0 SP500 -0.2 -0.3 -0.2 NaN 0 SUGAR11 2.3 2.1 2.5 NaN 0 US10 -3.2 -3.5 -2.9 NaN 0 US10U -6.3 -6.9 -5.7 -2.0 -2 US20 -3.3 -3.7 -3.0 -2.0 -2 US30 -2.8 -3.1 -2.5 -5.0 -5 US5 -3.9 -4.3 -3.5 -7.0 -7 VIX -7.3 -8.1 -6.6 NaN 0 WHEAT -0.3 -0.4 -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 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.4 -0.0 -0.4 -0.1 -0.4 -0.2 -0.1 -0.0 -0.0 -0.2 -0.2 -0.0 -0.2 -0.0 -1.3 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.2 -0.3 -0.1 -0.0 BITCOIN 0.1 0.1 -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 0.3 0.1 0.0 BOBL 0.1 -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 1.5 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 2.8 0.0 0.2 -0.1 -0.0 BTP -0.0 -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 2.1 0.1 0.1 0.1 -0.0 BUND -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 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 -0.1 -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 -0.0 -0.2 -0.2 -0.0 -0.3 -0.0 0.8 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -2.4 -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 -0.0 -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 -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 0.0 -0.1 -0.1 -0.1 CANOLA 0.0 0.1 -0.3 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 -0.0 -0.2 0.0 0.0 0.0 0.0 -0.6 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 -0.1 0.0 0.2 0.2 0.1 CHF -0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.0 -0.3 -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 -0.1 0.1 0.2 COCOA 0.1 0.0 -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 0.1 -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 -0.1 0.2 0.1 0.0 COFFEE -0.2 -0.2 -0.0 -0.0 -0.0 -0.1 -0.1 0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.0 -0.1 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 0.1 -0.1 -0.4 -0.2 0.0 COPPER 0.1 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.3 -0.0 -0.3 -0.0 -0.2 0.1 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 0.1 -0.0 -0.1 -0.2 CORN 0.0 0.3 0.1 -0.0 -0.0 -0.1 -0.1 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 0.0 -0.0 0.1 -0.0 0.1 0.0 1.0 0.0 0.2 0.3 0.2 COTTON2 -0.0 -0.2 -0.9 -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 -4.0 -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 -0.0 0.2 0.0 -0.0 -0.2 0.0 0.1 0.0 -0.1 0.6 0.6 0.2 0.3 -0.0 -0.1 0.0 0.1 0.0 1.7 -0.0 -0.0 0.0 0.0 0.0 0.1 0.0 -2.7 0.1 0.0 0.1 0.2 DAX 0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.3 0.0 -0.3 -0.0 -0.2 -0.1 -0.0 -0.0 -0.0 -0.1 -0.2 0.0 -0.2 -0.0 0.8 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.0 0.1 0.3 0.2 -0.0 DOW 0.1 -0.3 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.0 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 0.2 0.2 -0.0 0.0 EUR 0.1 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 1.5 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 -1.4 0.1 0.3 0.3 -0.2 EUROSTX 0.0 -0.2 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.0 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 -0.3 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -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 -0.1 -0.1 0.0 -0.0 -0.0 1.0 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 -2.7 0.0 -0.2 -0.3 0.1 FTSE100 -0.1 -0.3 -0.1 -0.1 0.0 -0.1 0.0 -0.1 -0.0 -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 -0.1 -0.0 -0.0 -0.0 0.9 -0.1 -0.1 0.2 0.1 GASOIL 0.2 -0.1 -0.3 -0.0 -0.0 0.0 -0.0 0.2 0.0 -0.0 0.2 0.0 0.3 0.0 0.1 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 0.1 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 0.0 -0.1 0.2 -0.1 -0.2 -1.6 -0.3 -0.4 -0.2 -0.2 -0.0 -0.0 0.1 -0.0 -1.2 -0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -2.7 -0.3 -0.4 -0.2 0.3 GBP 0.2 0.2 0.0 -0.1 -0.0 -0.1 -0.0 -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 2.8 -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 0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -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 1.1 -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 0.3 -0.2 -0.4 -0.0 -0.0 0.0 -0.0 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 0.3 0.0 0.3 0.2 0.3 JPY -0.2 -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 0.0 -0.1 -0.1 -0.0 -0.0 -0.1 -0.1 0.0 -0.0 0.0 -0.2 0.0 -0.1 0.0 -0.1 1.6 0.8 0.4 0.4 -0.0 -0.0 0.0 0.0 0.0 1.2 -0.0 -0.0 0.0 -0.0 0.0 0.0 0.0 2.7 0.1 0.0 -0.1 0.1 LIVECOW -0.0 -0.0 0.1 -0.0 -0.0 -0.1 -0.1 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 -0.0 0.0 -0.1 -0.0 -0.0 0.0 0.0 0.0 0.0 0.0 -2.8 0.0 0.1 -0.0 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 -0.1 -0.3 0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.3 -0.0 -0.3 -0.1 -0.3 -0.3 -0.1 -0.1 -0.1 -0.2 -0.2 -0.0 -0.2 -0.0 0.9 -0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.0 -0.4 -0.2 -0.1 -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 -0.0 -0.2 -0.1 -0.1 -0.0 -0.1 -0.0 -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 -0.2 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 0.5 0.0 -0.1 -0.1 -0.1 OAT -0.0 -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 1.5 0.0 -0.0 -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 1.3 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 1.3 0.0 0.5 0.3 0.3 PALLAD -0.0 0.0 0.1 -0.0 -0.0 -0.1 -0.1 -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 -0.6 -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 0.1 0.2 0.1 -0.0 -0.0 -0.1 -0.1 -0.0 -0.1 -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 1.9 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 0.0 0.2 0.0 0.1 0.2 0.1 REDWHEAT 0.1 0.3 -0.2 -0.0 -0.0 -0.1 -0.1 0.0 -0.1 -0.0 -0.2 -0.0 -0.0 0.0 0.1 0.1 -0.1 0.0 -0.0 0.0 -0.0 -0.0 0.0 0.0 -2.2 -0.0 0.0 -0.0 0.0 -0.0 0.1 0.0 -1.8 -0.1 0.3 0.3 0.1 ROBUSTA -0.2 -0.1 0.1 -0.0 -0.0 -0.1 -0.1 0.0 -0.0 -0.0 0.0 -0.0 0.2 -0.1 -0.0 0.7 0.2 0.1 0.1 -0.1 0.0 -0.0 0.1 -0.0 -0.1 -0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.4 -0.2 0.3 RUSSELL 0.0 -0.2 0.1 -0.1 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.3 0.0 -0.3 -0.0 -0.3 -0.2 -0.1 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 -0.0 -0.5 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 0.1 0.2 SILVER-mini 0.1 0.3 0.1 -0.0 -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.3 -0.0 -0.3 -0.0 -0.1 -0.3 -0.1 -0.1 -0.0 -0.1 -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 -0.0 -0.0 -0.0 -0.1 -0.1 0.0 -0.0 -0.0 -0.1 -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 -2.2 -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 -0.1 -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 -1.2 -0.0 0.0 -0.0 0.1 -0.0 0.1 -0.0 1.9 0.1 -0.1 0.1 0.3 SOYOIL 0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.1 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 0.4 0.2 0.2 SP400 0.1 -0.2 0.1 -0.1 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.2 0.0 -0.2 -0.0 -0.2 0.0 -0.1 -0.0 -0.0 -0.1 -0.1 0.0 -0.1 -0.0 -1.1 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.0 0.1 0.1 0.2 SP500 -0.0 -0.3 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.3 -0.0 -0.3 -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 0.2 0.1 -0.1 -0.0 -0.0 -0.1 -0.1 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 -0.8 -0.0 0.0 0.0 0.0 0.0 0.0 0.0 1.5 0.0 0.4 0.3 0.2 US10 -0.0 -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 -0.3 -0.3 0.1 -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 -0.1 US10U -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 -0.0 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 -0.1 0.0 -0.0 US20 -0.1 -0.3 -0.2 -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 -0.1 0.0 -0.0 US30 -0.2 -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 -0.1 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 -0.9 -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 -0.4 -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 0.0 0.2 -0.3 -0.0 -0.0 -0.1 -0.1 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 -2.2 -0.0 0.0 -0.0 0.0 -0.0 0.1 0.0 -2.4 -0.0 0.2 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 -12.8 -19.5 -9.1 -4.9 -0.9 -4.6 -2.3 -4.1 -4.2 -6.1 -15.1 -11.8 -13.7 -14.7 -15.2 -2.4 -1.4 -1.9 -1.6 -20.0 -20.0 -17.3 -14.3 -20.0 -11.3 -0.0 -6.0 -1.7 -4.8 -3.9 -3.6 -5.9 -0.1 -10.9 -12.3 -5.1 -2.2 BITCOIN 4.9 4.0 -13.7 -3.2 -7.6 -2.5 -5.5 -1.1 -3.7 -8.9 -15.9 -3.4 -15.5 -9.1 -12.1 0.3 -1.6 -0.3 -0.7 -11.8 -20.0 -1.9 -20.0 -4.4 20.0 -0.0 -3.5 -0.8 -6.5 -0.8 -6.1 -1.5 0.0 20.0 11.4 6.0 0.6 BOBL 8.7 -20.0 -10.2 -5.0 -2.8 -4.6 -3.4 -4.5 -4.6 -11.9 -13.1 -11.4 -11.5 -14.1 -13.8 20.0 15.2 20.0 20.0 -20.0 -20.0 -15.3 -20.0 -20.0 9.7 -0.0 -5.8 -2.6 -6.4 -2.6 -6.8 -4.3 20.0 0.2 13.5 -5.0 -2.8 BTP -2.4 -14.0 -4.7 -5.0 -2.8 -4.6 -3.4 -4.5 -4.6 -6.9 -13.5 -11.4 -12.7 -14.2 -13.2 19.6 12.0 18.2 16.1 -20.0 -20.0 -11.9 -20.0 -20.0 11.3 -0.0 -6.0 -1.1 -7.0 -2.5 -7.9 -4.7 16.0 10.9 4.5 4.3 -1.4 BUND -0.4 -20.0 -4.9 -5.0 -2.8 -4.6 -3.4 -4.5 -4.6 -11.5 -13.7 -12.9 -12.2 -15.1 -14.5 14.4 16.9 16.2 16.9 -20.0 -20.0 -16.9 -20.0 -20.0 9.3 -0.0 -5.9 -1.8 -6.0 -2.8 -6.0 -4.7 20.0 -0.5 2.6 -10.6 -2.0 BUXL -14.5 -17.8 4.4 -5.0 -2.8 -4.6 -3.4 -4.5 -4.6 -9.8 -14.1 -12.9 -12.8 -14.9 -14.4 7.0 -6.3 5.5 -2.3 -20.0 -20.0 -20.0 -20.0 -20.0 6.2 -0.0 -6.0 -1.8 -5.6 -3.9 -5.3 -5.7 -17.9 -5.3 -7.7 -8.6 2.6 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 -0.6 -17.1 -11.4 -4.9 -0.9 -4.6 -2.3 -4.1 -4.2 0.9 -14.2 -9.1 -13.5 -13.8 -14.6 -1.8 -0.4 -1.2 -0.7 -20.0 -17.8 -9.2 -11.3 -18.8 -8.8 -0.0 -5.8 -0.5 -4.9 -2.2 -3.4 -4.7 1.6 3.9 -4.6 -5.8 -6.4 CANOLA 20.0 4.5 -20.0 -3.3 -6.0 -2.7 -4.8 1.1 -3.7 -4.5 -10.7 10.1 0.5 12.4 0.2 -8.3 10.6 -5.4 1.4 1.6 -12.7 7.1 -0.7 13.3 3.4 -0.0 3.0 0.3 -0.6 2.6 2.0 5.0 -0.4 7.4 20.0 19.0 6.5 CHF -9.3 -6.0 2.6 -4.9 -0.9 -4.6 -2.3 -4.1 -4.2 -10.7 -11.4 -12.8 -10.7 -14.0 -12.3 -12.1 -10.6 -11.9 -11.6 -14.7 -11.8 -13.2 -10.8 -16.4 -3.3 -0.0 -5.4 -3.5 -5.1 -4.4 -5.5 -5.6 -16.6 -4.0 -6.9 10.3 11.3 COCOA 6.5 0.6 -1.6 -3.3 -6.0 -2.7 -4.8 1.1 -3.7 -12.7 -11.9 1.2 -12.1 0.3 -4.2 1.5 -4.2 -0.1 -2.3 -4.3 -8.2 -6.3 -9.9 -2.7 16.1 -0.0 -2.0 -9.9 -5.3 -4.6 -6.5 -1.3 -17.6 -8.1 8.9 4.9 3.4 COFFEE -20.0 -11.3 -2.4 -3.3 -6.0 -2.7 -4.8 1.1 -3.7 -14.1 -3.0 -15.4 4.1 -13.6 -4.0 13.8 5.1 11.8 9.1 -11.9 -3.8 -20.0 2.6 -20.0 8.8 -0.0 -3.9 -10.8 -1.5 -11.0 1.1 -7.7 0.4 -20.0 -20.0 -13.2 2.1 COPPER 5.4 4.8 -13.4 -3.2 -7.6 -2.5 -5.5 -1.1 -3.7 -13.5 -12.8 -5.8 -11.1 -8.4 -8.6 1.3 0.2 0.9 0.3 -12.4 -20.0 -10.0 -19.2 -8.2 20.0 -0.0 -5.2 -6.9 -6.7 -4.4 -5.2 -3.9 2.3 7.1 -2.3 -4.6 -11.9 CORN 1.6 18.8 8.4 -3.3 -6.0 -2.7 -4.8 1.1 -3.7 -12.2 2.0 1.9 5.2 10.6 10.9 14.1 11.8 10.3 10.1 12.3 10.1 -0.7 13.8 8.3 -20.0 -0.0 4.3 -4.5 5.6 -0.8 9.1 2.5 7.1 8.6 12.4 20.0 16.6 COTTON2 -17.3 -20.0 -20.0 -3.3 -6.0 -2.7 -4.8 1.1 -3.7 -13.8 -11.3 -15.0 3.7 -15.6 -14.1 6.6 20.0 14.5 20.0 -20.0 -13.0 -20.0 2.7 -20.0 -16.3 -0.0 -4.8 -5.1 -1.8 -4.4 2.6 -5.2 20.0 -8.3 -20.0 -20.0 -10.1 CRUDE_W 17.5 -6.0 -17.0 -1.6 -3.9 0.5 -0.4 6.9 0.1 -9.8 -7.0 6.4 4.3 2.3 -4.7 6.9 15.2 10.1 13.2 -2.9 -4.1 4.5 4.6 3.9 13.9 -0.0 -0.9 0.2 0.1 2.0 6.8 1.6 -20.0 9.8 1.6 4.9 12.2 DAX 5.1 -8.0 -4.5 -4.0 1.8 -3.3 0.0 -2.2 -2.9 10.7 -12.3 9.1 -11.9 -5.0 -9.5 -3.1 -0.7 -2.2 -1.4 -11.6 -15.0 10.3 -14.2 -2.5 5.0 -0.0 -4.0 6.3 -5.6 4.3 -6.4 -0.4 0.0 17.6 16.6 16.7 -1.9 DOW 6.8 -16.7 -1.7 -4.0 1.8 -3.3 0.0 -2.2 -2.9 8.8 -10.3 6.4 -8.8 -8.5 -10.1 -4.0 -0.7 -3.3 -2.3 -13.6 -13.0 7.1 -8.9 -6.2 -0.8 -0.0 -4.1 3.9 -3.9 2.2 -2.3 -1.8 -0.7 11.5 10.1 -0.5 3.1 EUR 9.5 9.0 -0.9 -4.9 -0.9 -4.6 -2.3 -4.1 -4.2 0.1 -14.6 -1.9 -15.2 -6.7 -12.0 -7.6 -8.3 -8.2 -8.5 -14.6 -20.0 -1.3 -20.0 -7.8 11.1 -0.0 -5.8 0.4 -8.5 -0.2 -10.2 -2.8 -12.0 8.5 14.1 19.1 -10.0 EUROSTX 3.7 -10.1 -1.1 -4.0 1.8 -3.3 0.0 -2.2 -2.9 11.5 -10.7 7.8 -10.7 -6.4 -9.0 -0.4 3.4 0.5 1.6 -10.0 -10.9 7.5 -8.8 -3.6 -2.2 -0.0 -3.6 5.6 -4.1 3.4 -4.0 -0.9 6.1 11.7 14.6 14.0 5.7 FEEDCOW -6.2 -20.0 -0.7 -3.3 -6.0 -2.7 -4.8 1.1 -3.7 12.9 -2.8 2.2 -0.8 -9.8 -9.8 -7.9 -20.0 -14.0 -20.0 -12.2 -6.8 4.0 -2.5 -9.4 6.1 -0.0 -4.4 5.2 -2.5 1.1 -0.8 -3.2 -20.0 18.2 -9.4 -20.0 6.1 FTSE100 -11.0 -20.0 -7.2 -4.0 1.8 -3.3 0.0 -2.2 -2.9 -0.6 -5.7 -9.2 3.3 -12.9 -11.4 -1.5 4.7 -1.2 1.1 -15.0 -8.7 -7.4 -0.1 -14.8 -7.4 -0.0 -4.9 0.2 -4.1 -2.2 -2.5 -4.5 7.2 -6.2 -4.8 14.1 3.8 GASOIL 20.0 -7.3 -19.2 -1.6 -3.9 0.5 -0.4 6.9 0.1 -11.5 7.7 5.1 10.7 5.1 2.1 20.0 20.0 20.0 20.0 6.8 8.3 5.2 16.4 10.4 -5.2 -0.0 2.6 -2.4 3.1 2.2 7.5 4.0 0.0 7.4 20.0 19.0 13.1 GASOILINE 17.7 -8.4 -20.0 -1.6 -3.9 0.5 -0.4 6.9 0.1 -11.2 -4.7 3.2 5.2 1.3 -9.9 20.0 20.0 20.0 20.0 -5.4 -3.5 0.8 11.1 1.3 2.7 -0.0 -1.5 -1.1 1.0 0.4 10.7 0.8 12.0 -0.2 2.6 2.8 4.7 GAS_US -20.0 -20.0 0.2 -1.6 -3.9 0.5 -0.4 6.9 0.1 -13.8 1.2 -15.3 6.0 -15.9 -6.3 -20.0 -7.8 -17.3 -10.7 -19.6 -3.3 -20.0 9.6 -20.0 -10.0 -0.0 -3.1 -10.9 2.1 -8.7 6.9 -6.6 -20.0 -20.0 -20.0 -12.4 20.0 GBP 17.6 10.3 2.5 -4.9 -0.9 -4.6 -2.3 -4.1 -4.2 3.6 -13.1 6.4 -13.9 -2.5 -8.1 -0.9 -1.2 -1.5 -1.5 -14.5 -18.9 3.0 -17.7 -5.2 19.2 -0.0 -5.5 0.6 -6.6 0.2 -6.2 -2.7 0.1 13.4 7.4 -4.9 -14.9 GOLD_micro 12.5 -3.3 -13.3 -3.2 -7.6 -2.5 -5.5 -1.1 -3.7 -13.3 -14.1 -8.8 -12.1 -9.5 -11.5 -9.8 -6.8 -9.2 -8.2 -16.0 -17.7 -15.9 -13.0 -13.6 8.7 -0.0 -5.0 -6.7 -4.7 -5.2 -2.9 -4.5 -10.7 -7.0 -1.4 -10.5 -14.2 HEATOIL 20.0 -10.3 -20.0 -1.6 -3.9 0.5 -0.4 6.9 0.1 -11.4 5.6 7.6 9.7 4.7 0.1 20.0 20.0 20.0 20.0 5.0 7.1 6.8 16.8 9.8 -16.2 -0.0 2.6 -2.1 5.0 2.5 11.8 3.6 2.2 10.6 16.4 13.3 20.0 JPY -12.9 -20.0 -12.8 -4.9 -0.9 -4.6 -2.3 -4.1 -4.2 -14.1 -16.7 -15.9 -16.1 -16.7 -16.7 -14.5 -9.0 -12.5 -11.0 -20.0 -20.0 -20.0 -20.0 -20.0 20.0 -0.0 -6.5 -6.0 -7.3 -6.4 -8.6 -6.3 -14.5 -20.0 -3.4 -8.9 -7.0 LEANHOG 0.5 -5.8 -6.6 -3.3 -6.0 -2.7 -4.8 1.1 -3.7 14.1 -8.7 9.5 -2.1 2.9 -2.6 20.0 20.0 20.0 20.0 -3.1 -4.3 20.0 1.0 7.5 8.2 -0.0 -1.7 11.7 -1.8 7.9 0.3 1.7 20.0 20.0 0.3 -6.1 7.8 LIVECOW -2.9 -2.0 7.8 -3.3 -6.0 -2.7 -4.8 1.1 -3.7 13.6 -2.4 6.4 -5.2 0.8 3.3 -20.0 -20.0 -20.0 -20.0 -0.3 -1.0 12.9 -3.1 2.7 -0.5 -0.0 -0.3 15.0 0.8 7.8 1.0 1.4 -20.0 20.0 5.7 -3.0 19.6 MXP 1.9 1.2 7.9 -4.9 -0.9 -4.6 -2.3 -4.1 -4.2 -3.9 14.3 10.6 13.9 9.9 13.9 16.6 19.4 17.2 18.3 6.8 9.3 1.3 11.2 4.2 -20.0 -0.0 3.2 -2.4 3.2 0.5 4.3 2.3 20.0 18.0 20.0 20.0 20.0 NASDAQ -5.1 -19.0 1.5 -4.0 1.8 -3.3 0.0 -2.2 -2.9 0.2 -12.9 -5.0 -11.6 -13.2 -12.8 -4.6 -2.4 -4.1 -3.4 -19.5 -17.3 -6.3 -14.1 -16.9 7.5 -0.0 -5.2 0.9 -4.5 -1.6 -3.1 -4.4 -3.1 -11.7 -4.2 -4.6 0.1 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 -1.7 -16.5 -4.1 -4.9 -0.9 -4.6 -2.3 -4.1 -4.2 7.8 -15.5 -7.3 -14.7 -13.5 -14.8 -1.0 1.1 -0.4 0.4 -20.0 -20.0 -5.4 -18.9 -19.0 -1.1 -0.0 -5.9 1.1 -5.5 -1.3 -4.4 -4.4 3.9 9.8 -2.9 -8.4 -6.7 OAT -3.4 -20.0 0.5 -5.0 -2.8 -4.6 -3.4 -4.5 -4.6 -11.0 -13.5 -12.7 -12.4 -14.9 -14.1 16.0 10.0 11.0 11.0 -20.0 -20.0 -16.8 -20.0 -20.0 13.6 -0.0 -5.9 -1.7 -6.2 -2.8 -6.7 -4.9 11.1 0.9 -1.7 -8.7 -2.4 OJ 15.6 13.3 2.5 -3.3 -6.0 -2.7 -4.8 1.1 -3.7 11.4 13.8 13.7 13.0 14.2 14.0 17.5 9.8 16.0 14.4 20.0 17.7 20.0 15.3 20.0 -20.0 -0.0 6.0 4.8 5.5 5.1 5.0 5.8 9.4 20.0 20.0 20.0 20.0 PALLAD -4.9 2.4 8.6 -3.2 -7.6 -2.5 -5.5 -1.1 -3.7 -13.5 -7.7 -13.0 -4.2 -8.2 2.6 -1.4 -0.9 -1.3 -1.1 -1.3 0.0 -19.1 -2.3 -9.4 -3.5 -0.0 -0.2 -10.3 1.1 -9.5 0.1 -4.6 0.2 -8.3 -4.8 17.2 20.0 PLAT 7.7 12.7 3.5 -3.2 -7.6 -2.5 -5.5 -1.1 -3.7 -8.4 -8.9 3.3 -10.0 6.8 2.0 -0.0 -0.5 -0.2 -0.3 1.5 -3.6 0.4 -6.9 3.3 11.9 -0.0 -0.6 -3.9 -3.5 0.0 -5.2 1.0 1.3 20.0 5.8 13.5 3.4 REDWHEAT 5.9 19.6 -13.3 -3.3 -6.0 -2.7 -4.8 1.1 -3.7 -14.0 -8.5 -6.2 -1.8 5.9 2.2 1.1 -1.5 0.5 -0.2 3.9 -1.5 -6.9 2.1 2.9 -16.1 -0.0 3.3 -5.6 3.1 -2.8 6.0 1.8 -12.9 -7.4 17.0 20.0 7.1 ROBUSTA -20.0 -10.0 6.9 -3.3 -6.0 -2.7 -4.8 1.1 -3.7 -14.1 1.2 -15.5 8.3 -14.9 -0.7 8.5 6.1 6.8 6.1 -7.7 1.9 -20.0 7.7 -20.0 -0.5 -0.0 -2.1 -10.5 0.7 -9.4 2.2 -6.4 -1.1 -20.0 -20.0 -16.8 18.6 RUSSELL 3.7 -13.8 7.7 -4.0 1.8 -3.3 0.0 -2.2 -2.9 1.9 -9.9 1.9 -11.1 -10.0 -10.1 -3.6 -1.3 -3.0 -2.3 -11.0 -10.4 0.7 -10.1 -7.4 -4.3 -0.0 -3.7 1.3 -3.2 0.4 -2.5 -2.4 -1.2 -0.4 6.1 7.4 10.8 SILVER-mini 7.3 20.0 2.8 -3.0 -5.0 -2.5 -4.0 -1.1 -2.9 -9.8 -12.1 -9.7 -12.2 -3.3 -5.1 -4.1 -2.7 -3.5 -3.1 -4.5 -9.8 -11.9 -12.0 -5.0 20.0 -0.0 -2.1 -4.8 -5.7 -3.7 -7.0 -1.0 -2.9 -10.0 7.1 13.6 -14.7 SOYBEAN -3.6 -0.2 -2.2 -3.3 -6.0 -2.7 -4.8 1.1 -3.7 -9.5 -2.2 -9.1 3.6 -2.5 2.1 12.0 20.0 19.9 20.0 -1.9 -1.0 -4.1 5.4 -2.5 -14.9 -0.0 1.2 -3.3 4.5 -2.6 10.7 -1.0 20.0 4.7 3.7 5.9 12.4 SOYMEAL -12.5 -3.2 1.3 -3.3 -6.0 -2.7 -4.8 1.1 -3.7 -2.0 -3.2 -7.7 6.9 -7.8 0.8 12.7 14.2 13.0 14.9 -2.8 1.4 -5.6 5.6 -5.8 -8.7 -0.0 1.1 -4.6 4.3 -2.6 8.0 -1.7 13.9 11.4 -5.5 6.6 20.0 SOYOIL 5.8 0.7 -5.2 -3.3 -6.0 -2.7 -4.8 1.1 -3.7 13.4 -3.0 12.0 3.3 6.1 5.2 20.0 20.0 18.8 19.7 1.6 -0.0 13.2 7.1 6.9 -17.7 -0.0 3.2 10.6 3.6 6.8 7.8 4.3 20.0 20.0 18.9 12.3 13.2 SP400 4.5 -13.6 3.9 -4.0 1.8 -3.3 0.0 -2.2 -2.9 2.5 -9.2 3.2 -8.5 -9.1 -9.3 0.1 -1.4 -0.5 -1.0 -10.3 -9.5 1.9 -7.2 -6.4 -6.6 -0.0 -3.4 1.7 -2.8 0.9 -1.4 -2.1 -0.4 1.0 7.1 8.9 12.1 SP500 -0.7 -17.3 -0.3 -4.0 1.8 -3.3 0.0 -2.2 -2.9 4.5 -11.8 -2.3 -9.6 -12.4 -12.0 -4.3 -2.2 -3.8 -3.1 -16.6 -14.5 -1.4 -10.0 -12.7 6.2 -0.0 -4.8 2.0 -4.5 -0.2 -3.3 -3.5 -2.6 -3.8 -0.4 -2.8 2.5 SUGAR11 18.7 7.6 -6.6 -3.3 -6.0 -2.7 -4.8 1.1 -3.7 1.9 -6.7 13.0 -4.7 11.9 1.7 20.0 11.9 20.0 16.6 5.9 -1.4 12.0 -1.2 13.4 -4.7 -0.0 3.7 0.6 0.9 5.2 0.7 6.2 11.2 20.0 20.0 18.9 14.0 US10 -0.7 -20.0 -7.5 -5.0 -2.8 -4.6 -3.4 -4.5 -4.6 -13.0 -14.8 -14.7 -13.8 -15.6 -15.1 -4.1 3.5 -2.6 -0.5 -20.0 -20.0 -20.0 -20.0 -20.0 -4.7 -0.0 -5.9 -3.3 -5.5 -3.8 -5.4 -5.2 -5.2 1.5 -4.3 -1.4 -4.4 US10U -4.4 -20.0 -6.1 -5.0 -2.8 -4.6 -3.4 -4.5 -4.6 -13.6 -14.6 -15.1 -13.3 -15.7 -14.9 -0.5 7.2 1.3 3.7 -20.0 -20.0 -20.0 -20.0 -20.0 -6.3 -0.0 -5.9 -3.9 -5.4 -4.2 -5.1 -5.4 1.9 0.7 -4.8 1.1 -1.7 US20 -9.3 -20.0 -9.0 -5.0 -2.8 -4.6 -3.4 -4.5 -4.6 -14.0 -15.0 -15.5 -13.5 -16.0 -15.4 1.1 3.2 1.9 2.4 -20.0 -20.0 -20.0 -20.0 -20.0 -9.3 -0.0 -6.0 -4.6 -5.2 -4.9 -4.7 -5.8 -3.3 -2.2 -6.3 1.8 -1.2 US30 -14.1 -20.0 -9.4 -5.0 -2.8 -4.6 -3.4 -4.5 -4.6 -14.1 -16.1 -15.6 -15.1 -16.2 -15.9 -0.6 1.1 -0.2 0.1 -20.0 -20.0 -20.0 -20.0 -20.0 -5.2 -0.0 -6.2 -5.8 -5.9 -6.2 -6.0 -6.5 -6.9 -5.5 -6.0 12.1 0.9 US5 2.0 -20.0 -8.5 -5.0 -2.8 -4.6 -3.4 -4.5 -4.6 -12.9 -14.8 -14.2 -14.1 -15.2 -14.9 -4.8 6.1 -3.0 0.3 -20.0 -20.0 -20.0 -20.0 -20.0 -1.1 -0.0 -5.9 -3.2 -5.8 -3.8 -6.1 -5.1 -1.9 0.4 -4.0 -2.4 -6.8 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 4.4 16.5 -15.2 -3.3 -6.0 -2.7 -4.8 1.1 -3.7 -13.9 -9.7 -6.7 -4.2 7.0 -0.4 -1.7 -3.6 -3.3 -3.5 0.9 -5.0 -6.7 -0.7 1.5 -15.0 -0.0 1.9 -7.1 2.0 -3.8 5.5 0.5 -17.5 -5.0 11.3 18.7 1.5 End of report for caleb_strategy_v1