******************************************************************************** Strategy report for caleb_strategy_v1 backtest timestamp 20230201_204344 produced at 2023-02-01 21:36:23.097050 ******************************************************************************** ====================================================================================================================================================================================================================================================================================== 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 VIX False False 0.01 -0.24 -0.26 0.0 7081302.93 -7081302.93 -0.24 -0.24 -36.50 999999999 -34 -34 caleb_strategy_v1 FEEDCOW False False 0.03 -0.16 -0.12 0.0 32663995.64 -32663995.64 -0.16 -0.20 -3.67 999999999 -5 -6 caleb_strategy_v1 LIVECOW False False 0.02 -0.11 -0.11 0.0 22031852.32 -22031852.32 -0.11 -0.11 -5.02 999999999 -5 -5 caleb_strategy_v1 CHF False False 0.05 -0.09 -0.09 0.0 46917877.28 -46917877.28 -0.09 -0.09 -1.95 999999999 -2 -2 caleb_strategy_v1 LEANHOG False False 0.01 -0.07 -0.09 0.0 11482918.56 -11482918.56 -0.07 -0.07 -7.62 999999999 -6 -6 caleb_strategy_v1 US5 False False 0.04 -0.22 -0.08 0.0 37293057.80 -37293057.80 -0.22 -0.26 -2.10 999999999 -6 -7 caleb_strategy_v1 US10 False False 0.04 0.00 -0.06 0.0 39190214.42 -39190214.42 0.00 0.00 -1.47 999999999 0 0 caleb_strategy_v1 FTSE100 True False 0.03 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -1.82 999999999 0 0 caleb_strategy_v1 US20 False False 0.04 0.00 -0.05 0.0 44661454.92 -44661454.92 0.00 0.00 -1.01 999999999 0 0 caleb_strategy_v1 JPY False False 0.03 -0.20 -0.05 0.0 33107638.42 -33107638.42 -0.20 -0.23 -1.61 999999999 -6 -7 caleb_strategy_v1 GASOILINE False False 0.04 0.00 -0.02 0.0 37469975.75 -37469975.75 0.00 0.00 -0.59 999999999 0 0 caleb_strategy_v1 COCOA False False 0.01 -0.02 -0.02 0.0 8915309.44 -8915309.44 -0.02 -0.02 -2.65 999999999 -2 -2 caleb_strategy_v1 BUXL False False 0.05 0.00 -0.02 0.0 54213307.54 -54213307.54 0.00 0.00 -0.44 999999999 0 0 caleb_strategy_v1 US30 False False 0.05 0.00 -0.01 0.0 49097882.71 -49097882.71 0.00 0.00 -0.19 999999999 0 0 caleb_strategy_v1 WHEAT False False 0.01 -0.03 -0.01 0.0 13436644.94 -13436644.94 -0.03 -0.04 -0.59 999999999 -2 -3 caleb_strategy_v1 CANOLA False False 0.00 0.00 0.00 0.0 4225978.68 -4225978.68 0.00 0.00 0.18 999999999 0 0 caleb_strategy_v1 PLAT False False 0.02 0.00 0.00 0.0 17178527.68 -17178527.68 0.00 0.00 0.12 999999999 0 0 caleb_strategy_v1 SOYOIL False False 0.01 -0.01 -0.00 0.0 12424375.24 -12424375.24 -0.01 -0.01 -0.00 999999999 -1 -1 caleb_strategy_v1 GAS_US False False 0.01 0.00 -0.00 0.0 8701342.02 -8701342.02 0.00 -0.01 -0.54 999999999 0 -1 caleb_strategy_v1 GOLD_micro False False 0.01 -0.01 -0.00 0.0 6656085.12 -6656085.12 -0.01 -0.01 -0.18 999999999 -2 -2 caleb_strategy_v1 SP500 False False 0.07 -0.21 0.00 0.0 70197448.39 -70197448.39 -0.21 0.00 0.02 999999999 -3 0 caleb_strategy_v1 COFFEE False False 0.02 0.00 -0.00 0.0 22555732.89 -22555732.89 0.00 0.00 -0.01 999999999 0 0 caleb_strategy_v1 PALLAD False False 0.06 0.00 -0.00 0.0 56378718.76 -56378718.76 0.00 0.00 -0.08 999999999 0 0 caleb_strategy_v1 COTTON2 False False 0.01 0.00 0.00 0.0 14663561.34 -14663561.34 0.00 0.00 0.18 999999999 0 0 caleb_strategy_v1 DOW False False 0.01 0.00 -0.00 0.0 5811253.42 -5811253.42 0.00 -0.23 -0.80 999999999 0 -40 caleb_strategy_v1 OJ False False 0.01 0.00 0.00 0.0 11164514.65 -11164514.65 0.00 0.00 0.27 999999999 0 0 caleb_strategy_v1 REDWHEAT False False 0.01 -0.01 -0.00 0.0 14871585.23 -14871585.23 -0.01 -0.01 -0.17 999999999 -1 -1 caleb_strategy_v1 NASDAQ False False 0.08 0.08 0.01 0.0 84459396.27 -84459396.27 0.08 0.17 0.11 999999999 1 2 caleb_strategy_v1 SP400 False False 0.09 0.46 0.01 0.0 91761459.24 -91761459.24 0.46 0.46 0.10 999999999 5 5 caleb_strategy_v1 SILVER-mini False False 0.02 0.00 0.01 0.0 20632573.28 -20632573.28 0.00 0.00 0.58 999999999 0 0 caleb_strategy_v1 ROBUSTA False False 0.01 0.01 0.01 0.0 6986206.29 -6986206.29 0.01 0.01 0.94 999999999 2 2 caleb_strategy_v1 RUSSELL False False 0.00 -0.10 0.01 0.0 3346552.44 -3346552.44 -0.10 -0.04 1.76 999999999 -30 -13 caleb_strategy_v1 BITCOIN False False 0.00 0.00 0.01 0.0 802377.85 -802377.85 0.00 0.00 18.14 999999999 0 0 caleb_strategy_v1 EUR False False 0.05 0.00 0.01 0.0 46788393.03 -46788393.03 0.00 0.00 0.18 999999999 0 0 caleb_strategy_v1 CORN False False 0.01 0.03 0.01 0.0 10129489.68 -10129489.68 0.03 0.03 1.22 999999999 3 3 caleb_strategy_v1 NZD False False 0.02 0.04 0.02 0.0 22042041.25 -22042041.25 0.04 0.04 0.91 999999999 2 2 caleb_strategy_v1 AUD False False 0.02 0.00 0.02 0.0 24266623.22 -24266623.22 0.00 0.00 0.68 999999999 0 0 caleb_strategy_v1 SUGAR11 False False 0.01 0.02 0.02 0.0 7649573.24 -7649573.24 0.02 0.02 2.20 999999999 2 2 caleb_strategy_v1 DAX False False 0.01 0.01 0.02 0.0 5716876.87 -5716876.87 0.01 0.01 2.68 999999999 2 2 caleb_strategy_v1 CRUDE_W False False 0.03 0.05 0.03 0.0 25475709.00 -25475709.00 0.05 0.05 1.07 999999999 2 2 caleb_strategy_v1 CAC False False 0.03 0.05 0.03 0.0 26595418.70 -26595418.70 0.05 0.03 0.96 999999999 2 1 caleb_strategy_v1 COPPER False False 0.04 0.07 0.03 0.0 35550857.75 -35550857.75 0.07 0.04 0.83 999999999 2 1 caleb_strategy_v1 MXP False False 0.01 0.03 0.03 0.0 9040972.85 -9040972.85 0.03 0.03 3.58 999999999 3 3 caleb_strategy_v1 CAD False False 0.03 0.00 0.03 0.0 25577598.25 -25577598.25 0.00 0.00 1.02 999999999 0 0 caleb_strategy_v1 GBP False False 0.03 0.18 0.03 0.0 26304408.24 -26304408.24 0.18 0.21 1.16 999999999 7 8 caleb_strategy_v1 EUROSTX False False 0.02 0.05 0.04 0.0 15702753.17 -15702753.17 0.05 0.05 2.86 999999999 3 3 caleb_strategy_v1 BTP False False 0.04 0.04 0.04 0.0 42626556.44 -42626556.44 0.04 0.04 0.84 999999999 1 1 caleb_strategy_v1 OAT False False 0.05 0.15 0.05 0.0 49224101.03 -49224101.03 0.15 0.10 0.99 999999999 3 2 caleb_strategy_v1 GASOIL False False 0.03 0.03 0.06 0.0 29157307.26 -29157307.26 0.03 0.03 1.93 999999999 1 1 caleb_strategy_v1 US10U False False 0.04 0.00 0.06 0.0 41562323.54 -41562323.54 0.00 0.00 1.38 999999999 0 0 caleb_strategy_v1 HEATOIL False False 0.04 0.08 0.06 0.0 40311463.17 -40311463.17 0.08 0.08 1.41 999999999 2 2 caleb_strategy_v1 SOYBEAN False False 0.02 0.02 0.07 0.0 23086406.07 -23086406.07 0.02 0.02 3.06 999999999 1 1 caleb_strategy_v1 BOBL False False 0.04 0.09 0.08 0.0 43794560.66 -43794560.66 0.09 0.09 1.89 999999999 2 2 caleb_strategy_v1 SOYMEAL False False 0.02 0.08 0.09 0.0 15938875.13 -15938875.13 0.08 0.11 5.35 999999999 5 7 caleb_strategy_v1 BUND False False 0.05 0.10 0.20 0.0 51216798.32 -51216798.32 0.10 0.10 3.85 999999999 2 2 caleb_strategy_v1 NIKKEI False True 0.01 0.00 0.42 0.0 0.00 0.00 0.00 0.00 58.37 999999999 0 0 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 16.4 Shocked risk 49.6 Sum abs risk 41.9 Leverage 2.53 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2944373.4, 'annual_cash_vol_target': 736093.35, 'daily_cash_vol_target': 46005.834375} ==================================================================== Vol calculation ==================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0052 0.7145 0.7254 11.6070 BITCOIN 721.6827 23625.0000 3.0547 48.8759 BOBL 0.3180 117.3600 0.2710 4.3354 BTP 0.8473 114.2300 0.7418 11.8687 BUND 0.7049 137.2500 0.5136 8.2176 BUXL 1.8358 145.2800 1.2636 20.2179 CAC 56.4071 7127.0000 0.7915 12.6633 CAD 0.0036 0.7531 0.4830 7.7279 CANOLA 8.4308 826.8000 1.0197 16.3151 CHF 0.0060 1.1052 0.5407 8.6515 COCOA 33.5783 2625.0000 1.2792 20.4668 COFFEE 0.0399 1.7710 2.2539 36.0625 COPPER 0.0461 4.1870 1.1021 17.6341 CORN 4.7098 596.5000 0.7896 12.6332 COTTON2 0.0157 0.8635 1.8226 29.1621 CRUDE_W 1.2356 75.0100 1.6473 26.3560 DAX 119.6069 15320.0000 0.7807 12.4916 DOW 275.0588 34221.0000 0.8038 12.8604 EUR 0.0055 1.1021 0.5005 8.0080 EUROSTX 37.8831 4208.0000 0.9003 14.4042 FEEDCOW 1.2100 192.3500 0.6291 10.0654 FTSE100 57.6590 7070.0000 0.8155 13.0487 GASOIL 20.1079 858.5000 2.3422 37.4754 GASOILINE 0.0529 2.6268 2.0131 32.2101 GAS_US 0.1734 2.5620 6.7666 108.2657 GBP 0.0073 1.2392 0.5927 9.4832 GOLD_micro 13.8823 1959.8000 0.7084 11.3337 HEATOIL 0.0625 2.8260 2.2120 35.3920 JPY 0.0001 0.0078 0.8092 12.9466 LEANHOG 1.2420 84.5250 1.4694 23.5099 LIVECOW 0.9449 162.1750 0.5826 9.3224 MXP 0.0003 0.0532 0.6017 9.6280 NASDAQ 156.7997 12434.0000 1.2611 20.1769 NIKKEI 243.2097 27435.0000 0.8865 14.1839 NZD 0.0044 0.6490 0.6712 10.7398 OAT 0.7472 131.9100 0.5665 9.0633 OJ 0.0291 2.1915 1.3284 21.2546 PALLAD 37.2568 1660.0000 2.2444 35.9101 PLAT 16.1631 1011.6000 1.5978 25.5644 REDWHEAT 12.5993 875.7500 1.4387 23.0190 ROBUSTA 30.2848 2057.0000 1.4723 23.5565 RUSSELL 22.5403 1970.7000 1.1438 18.3003 SILVER-mini 0.3689 24.3000 1.5183 24.2928 SOYBEAN 10.2480 1359.5000 0.7538 12.0609 SOYMEAL 5.7870 469.3000 1.2331 19.7299 SOYOIL 0.8262 60.9700 1.3550 21.6805 SP400 27.8000 2701.8000 1.0289 16.4631 SP500 38.7417 4133.7500 0.9372 14.9953 SUGAR11 0.0027 0.2011 1.3492 21.5877 US10 0.5017 115.3906 0.4348 6.9565 US10U 0.6884 122.3750 0.5626 9.0009 US20 0.9761 131.5000 0.7423 11.8769 US30 1.5515 144.5625 1.0732 17.1714 US5 0.3281 109.8047 0.2988 4.7804 VIX 0.4750 20.8500 2.2783 36.4535 WHEAT 10.0030 791.2500 1.2642 20.2272 =========================================================================================================================================== Subsystem position =========================================================================================================================================== Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 714.50 0.73 518.32 1.00 518.32 46005.83 88.76 4.82 42.78 BITCOIN 23.62 3.05 72.17 1.00 72.17 46005.83 637.48 12.08 769.88 BOBL 1173.60 0.27 318.00 1.09 345.44 46005.83 133.18 1.96 26.14 BTP 1142.30 0.74 847.35 1.09 920.45 46005.83 49.98 8.28 41.36 BUND 1372.50 0.51 704.92 1.09 765.74 46005.83 60.08 8.89 53.40 BUXL 1452.80 1.26 1835.78 1.09 1994.16 46005.83 23.07 -2.26 -5.22 CAC 712.70 0.79 564.07 1.09 612.74 46005.83 75.08 4.57 34.29 CAD 753.10 0.48 363.74 1.00 363.74 46005.83 126.48 4.53 57.33 CANOLA 165.36 1.02 168.62 0.75 126.72 46005.83 363.06 0.55 20.11 CHF 1381.44 0.54 746.97 1.00 746.97 46005.83 61.59 -8.45 -52.03 COCOA 262.50 1.28 335.78 1.00 335.78 46005.83 137.01 -8.87 -121.50 COFFEE 664.12 2.25 1496.88 1.00 1496.88 46005.83 30.73 -0.28 -0.85 COPPER 1046.75 1.10 1153.66 1.00 1153.66 46005.83 39.88 7.61 30.34 CORN 298.25 0.79 235.49 1.00 235.49 46005.83 195.36 6.95 135.80 COTTON2 431.75 1.82 786.92 1.00 786.92 46005.83 58.46 2.05 11.97 CRUDE_W 750.10 1.65 1235.60 1.00 1235.60 46005.83 37.23 2.18 8.13 DAX 153.20 0.78 119.61 1.09 129.93 46005.83 354.09 1.40 49.44 DOW 171.10 0.80 137.53 1.00 137.53 46005.83 334.52 -0.83 -27.91 EUR 1377.62 0.50 689.50 1.00 689.50 46005.83 66.72 0.71 4.75 EUROSTX 420.80 0.90 378.83 1.09 411.51 46005.83 111.80 9.09 101.62 FEEDCOW 961.75 0.63 605.02 1.00 605.02 46005.83 76.04 -17.98 -136.72 FTSE100 707.00 0.82 576.59 1.23 666.67 46005.83 69.01 -2.56 -17.69 GASOIL 858.50 2.34 2010.79 1.00 2010.79 46005.83 22.88 11.83 27.07 GASOILINE 1103.26 2.01 2221.00 1.00 2221.00 46005.83 20.71 -6.93 -14.35 GAS_US 256.20 6.77 1733.60 1.00 1733.60 46005.83 26.54 -13.52 -35.88 GBP 774.50 0.59 459.05 1.00 459.05 46005.83 100.22 6.49 65.06 GOLD_micro 195.98 0.71 138.82 1.00 138.82 46005.83 331.40 -0.24 -8.11 HEATOIL 1186.92 2.21 2625.47 1.00 2625.47 46005.83 17.52 11.32 19.83 JPY 974.81 0.81 788.78 1.00 788.78 46005.83 58.33 -4.26 -24.84 LEANHOG 338.10 1.47 496.79 1.00 496.79 46005.83 92.61 -17.61 -163.08 LIVECOW 648.70 0.58 377.96 1.00 377.96 46005.83 121.72 -15.34 -186.67 MXP 266.20 0.60 160.19 1.00 160.19 46005.83 287.20 10.19 292.73 NASDAQ 2486.80 1.26 3135.99 1.00 3135.99 46005.83 14.67 1.33 1.95 NIKKEI 27435.00 0.89 24320.97 0.01 186.84 46005.83 246.23 12.48 307.32 NZD 649.00 0.67 435.63 1.00 435.63 46005.83 105.61 5.40 57.02 OAT 1319.10 0.57 747.22 1.09 811.68 46005.83 56.68 8.69 49.23 OJ 328.72 1.33 436.68 1.00 436.68 46005.83 105.35 1.49 15.74 PALLAD 1660.00 2.24 3725.68 1.00 3725.68 46005.83 12.35 -2.58 -3.18 PLAT 505.80 1.60 808.15 1.00 808.15 46005.83 56.93 0.89 5.08 REDWHEAT 437.88 1.44 629.97 1.00 629.97 46005.83 73.03 -4.46 -32.58 ROBUSTA 205.70 1.47 302.85 1.00 302.85 46005.83 151.91 4.78 72.59 RUSSELL 98.54 1.14 112.70 1.00 112.70 46005.83 408.21 0.83 33.90 SILVER-mini 607.50 1.52 922.37 1.00 922.37 46005.83 49.88 5.19 25.87 SOYBEAN 679.75 0.75 512.40 1.00 512.40 46005.83 89.79 5.78 51.91 SOYMEAL 469.30 1.23 578.70 1.00 578.70 46005.83 79.50 11.42 90.76 SOYOIL 365.82 1.36 495.70 1.00 495.70 46005.83 92.81 -0.04 -0.38 SP400 2701.80 1.03 2780.00 1.00 2780.00 46005.83 16.55 1.16 1.91 SP500 2066.88 0.94 1937.08 1.00 1937.08 46005.83 23.75 0.28 0.67 SUGAR11 225.23 1.35 303.89 1.00 303.89 46005.83 151.39 10.73 162.48 US10 1153.91 0.43 501.70 1.00 501.70 46005.83 91.70 -4.18 -38.33 US10U 1223.75 0.56 688.43 1.00 688.43 46005.83 66.83 1.41 9.45 US20 1315.00 0.74 976.13 1.00 976.13 46005.83 47.13 -2.92 -13.77 US30 1445.62 1.07 1551.47 1.00 1551.47 46005.83 29.65 -0.75 -2.22 US5 1098.05 0.30 328.07 1.00 328.07 46005.83 140.23 -3.90 -54.67 VIX 208.50 2.28 475.03 1.00 475.03 46005.83 96.85 -20.00 -193.69 WHEAT 395.62 1.26 500.15 1.00 500.15 46005.83 91.98 -12.09 -111.19 ===================================================================== Portfolio positions ===================================================================== subsystem_position instr weight IDM Notional position AUD 42.781 0.006 2.5 0.684 BITCOIN 769.877 0.009 2.5 18.139 BOBL 26.145 0.029 2.5 1.887 BTP 41.362 0.008 2.5 0.835 BUND 53.395 0.029 2.5 3.853 BUXL -5.221 0.034 2.5 -0.438 CAC 34.294 0.011 2.5 0.964 CAD 57.331 0.007 2.5 1.024 CANOLA 20.114 0.004 2.5 0.185 CHF -52.033 0.015 2.5 -1.947 COCOA -121.498 0.009 2.5 -2.647 COFFEE -0.852 0.005 2.5 -0.011 COPPER 30.338 0.011 2.5 0.829 CORN 135.796 0.004 2.5 1.225 COTTON2 11.974 0.006 2.5 0.180 CRUDE_W 8.125 0.053 2.5 1.073 DAX 49.437 0.022 2.5 2.685 DOW -27.908 0.011 2.5 -0.795 EUR 4.747 0.015 2.5 0.178 EUROSTX 101.620 0.011 2.5 2.857 FEEDCOW -136.720 0.011 2.5 -3.674 FTSE100 -17.687 0.041 2.5 -1.823 GASOIL 27.066 0.029 2.5 1.931 GASOILINE -14.352 0.016 2.5 -0.589 GAS_US -35.876 0.006 2.5 -0.540 GBP 65.059 0.007 2.5 1.162 GOLD_micro -8.115 0.009 2.5 -0.182 HEATOIL 19.830 0.029 2.5 1.414 JPY -24.836 0.026 2.5 -1.608 LEANHOG -163.080 0.019 2.5 -7.619 LIVECOW -186.672 0.011 2.5 -5.016 MXP 292.726 0.005 2.5 3.584 NASDAQ 1.949 0.022 2.5 0.106 NIKKEI 307.315 0.076 2.5 58.369 NZD 57.025 0.006 2.5 0.911 OAT 49.227 0.008 2.5 0.994 OJ 15.741 0.007 2.5 0.275 PALLAD -3.181 0.010 2.5 -0.077 PLAT 5.077 0.010 2.5 0.122 REDWHEAT -32.584 0.002 2.5 -0.174 ROBUSTA 72.587 0.005 2.5 0.941 RUSSELL 33.902 0.021 2.5 1.756 SILVER-mini 25.868 0.009 2.5 0.579 SOYBEAN 51.915 0.024 2.5 3.061 SOYMEAL 90.758 0.024 2.5 5.351 SOYOIL -0.377 0.004 2.5 -0.003 SP400 1.913 0.021 2.5 0.099 SP500 0.668 0.011 2.5 0.019 SUGAR11 162.480 0.005 2.5 2.205 US10 -38.331 0.015 2.5 -1.471 US10U 9.454 0.058 2.5 1.377 US20 -13.771 0.029 2.5 -1.015 US30 -2.217 0.034 2.5 -0.186 US5 -54.671 0.015 2.5 -2.097 VIX -193.695 0.075 2.5 -36.502 WHEAT -111.195 0.002 2.5 -0.594 ==================== Position diags ==================== AUD 1.42 BITCOIN 15.02 BOBL 9.61 BTP 1.01 BUND 4.34 BUXL 1.94 CAC 2.11 CAD 2.26 CANOLA 3.33 CHF 2.31 COCOA 2.98 COFFEE 0.40 COPPER 1.09 CORN 1.76 COTTON2 0.88 CRUDE_W 4.92 DAX 19.23 DOW 9.53 EUR 2.50 EUROSTX 3.14 FEEDCOW 2.04 FTSE100 7.11 GASOIL 1.63 GASOILINE 0.85 GAS_US 0.40 GBP 1.79 GOLD_micro 7.41 HEATOIL 1.25 JPY 3.78 LEANHOG 4.33 LIVECOW 3.27 MXP 3.52 NASDAQ 0.80 NIKKEI 46.77 NZD 1.69 OAT 1.14 OJ 1.84 PALLAD 0.30 PLAT 1.37 REDWHEAT 0.39 ROBUSTA 1.97 RUSSELL 21.14 SILVER-mini 1.12 SOYBEAN 5.29 SOYMEAL 4.69 SOYOIL 0.85 SP400 0.86 SP500 0.68 SUGAR11 2.05 US10 3.52 US10U 9.74 US20 3.47 US30 2.49 US5 5.38 VIX 18.25 WHEAT 0.49 dtype: float64 =================================================================================================== Positions vs buffers =================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 0.7 0.5 0.8 0.0 0 BITCOIN 18.1 16.6 19.6 NaN 0 BOBL 1.9 0.9 2.8 2.0 2 BTP 0.8 0.7 0.9 1.0 1 BUND 3.9 3.4 4.3 2.0 2 BUXL -0.4 -0.6 -0.2 0.0 0 CAC 1.0 0.8 1.2 2.0 2 CAD 1.0 0.8 1.2 0.0 0 CANOLA 0.2 -0.1 0.5 NaN 0 CHF -1.9 -2.2 -1.7 -2.0 -2 COCOA -2.6 -2.9 -2.3 -2.0 -2 COFFEE -0.0 -0.1 0.0 NaN 0 COPPER 0.8 0.7 0.9 2.0 2 CORN 1.2 1.0 1.4 3.0 3 COTTON2 0.2 0.1 0.3 NaN 0 CRUDE_W 1.1 0.6 1.6 2.0 2 DAX 2.7 0.8 4.6 2.0 2 DOW -0.8 -1.7 0.2 0.0 0 EUR 0.2 -0.1 0.4 0.0 0 EUROSTX 2.9 2.5 3.2 3.0 3 FEEDCOW -3.7 -3.9 -3.5 -5.0 -5 FTSE100 -1.8 -2.5 -1.1 0.0 0 GASOIL 1.9 1.8 2.1 1.0 1 GASOILINE -0.6 -0.7 -0.5 0.0 0 GAS_US -0.5 -0.6 -0.5 0.0 0 GBP 1.2 1.0 1.3 7.0 7 GOLD_micro -0.2 -0.9 0.6 -2.0 -2 HEATOIL 1.4 1.3 1.5 2.0 2 JPY -1.6 -2.0 -1.2 -6.0 -6 LEANHOG -7.6 -8.1 -7.2 -6.0 -6 LIVECOW -5.0 -5.3 -4.7 -5.0 -5 MXP 3.6 3.2 3.9 3.0 3 NASDAQ 0.1 0.0 0.2 1.0 1 NIKKEI 58.4 53.7 63.0 0.0 0 NZD 0.9 0.7 1.1 2.0 2 OAT 1.0 0.9 1.1 3.0 3 OJ 0.3 0.1 0.5 NaN 0 PALLAD -0.1 -0.1 -0.0 NaN 0 PLAT 0.1 -0.0 0.3 NaN 0 REDWHEAT -0.2 -0.2 -0.1 -1.0 -1 ROBUSTA 0.9 0.7 1.1 2.0 2 RUSSELL 1.8 -0.4 3.9 -30.0 -30 SILVER-mini 0.6 0.5 0.7 0.0 0 SOYBEAN 3.1 2.5 3.6 1.0 1 SOYMEAL 5.4 4.9 5.8 5.0 5 SOYOIL -0.0 -0.1 0.1 -1.0 -1 SP400 0.1 0.0 0.2 5.0 5 SP500 0.0 -0.0 0.1 -3.0 -3 SUGAR11 2.2 2.0 2.4 2.0 2 US10 -1.5 -1.8 -1.1 NaN 0 US10U 1.4 0.4 2.4 0.0 0 US20 -1.0 -1.4 -0.7 0.0 0 US30 -0.2 -0.4 0.1 0.0 0 US5 -2.1 -2.6 -1.6 -6.0 -6 VIX -36.5 -38.3 -34.7 -34.0 -34 WHEAT -0.6 -0.6 -0.5 -2.0 -2 ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 0.3 0.1 0.0 0.1 0.1 -0.0 0.1 0.1 0.2 0.1 -0.1 0.1 0.4 -0.3 -0.1 -0.1 -0.1 0.2 0.1 0.0 -0.0 0.0 0.5 -0.0 0.1 0.0 0.0 0.0 -0.0 0.0 -0.1 0.1 0.1 0.0 -0.1 BITCOIN 0.2 0.3 0.3 0.1 0.0 0.1 0.0 0.0 0.1 0.0 -0.1 0.0 -0.4 0.1 0.3 -0.1 -0.0 0.0 0.0 0.2 -0.0 0.0 -0.2 0.0 4.2 -0.0 0.1 0.0 0.0 0.0 -0.0 0.0 0.2 0.1 0.3 0.1 -0.3 BOBL 0.1 -0.1 -0.1 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.0 -0.3 -0.0 -0.3 -0.0 -0.1 -0.9 0.4 -0.0 0.1 -0.1 -0.2 -0.0 -0.2 -0.0 1.8 -0.0 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 1.8 -0.0 -0.2 -0.2 -0.2 BTP 0.2 0.0 0.2 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.3 0.0 0.2 0.8 0.6 0.3 0.3 0.1 -0.0 -0.0 -0.2 0.0 -0.4 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.0 2.7 -0.2 -0.1 -0.1 0.1 BUND 0.2 -0.0 0.0 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.0 -0.3 -0.0 -0.3 -0.0 -0.0 1.0 0.7 0.3 0.3 -0.1 -0.2 -0.0 -0.3 -0.0 1.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 2.8 -0.0 -0.2 -0.2 -0.1 BUXL 0.1 -0.1 0.1 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.0 -0.2 -0.0 -0.3 -0.0 -0.1 0.2 -0.0 0.1 0.1 -0.1 -0.2 -0.0 -0.3 -0.0 0.4 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.2 -0.2 -0.3 -0.3 -0.1 CAC 0.2 0.3 0.3 0.1 0.0 0.1 0.1 -0.0 0.1 0.1 0.4 0.1 0.2 0.1 0.4 -0.4 0.1 -0.1 -0.0 0.2 0.3 0.0 0.2 0.0 -1.4 -0.0 0.1 0.0 0.1 0.0 0.0 0.0 0.8 -0.2 -0.0 -0.0 0.2 CAD 0.1 0.2 0.1 0.1 0.0 0.1 0.1 -0.0 0.1 0.0 -0.1 0.0 -0.2 0.1 0.2 -0.1 -0.0 -0.0 -0.0 0.1 -0.0 0.0 -0.1 0.0 2.1 -0.0 0.0 0.0 -0.0 0.0 -0.1 0.0 0.2 0.0 -0.1 -0.1 -0.3 CANOLA -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 0.4 0.1 0.1 -0.1 -0.1 -0.0 -0.0 -0.0 1.3 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 CHF -0.0 0.1 0.3 0.1 0.0 0.1 0.1 -0.0 0.1 0.0 0.3 0.0 0.0 0.0 0.4 -1.0 -0.5 -0.3 -0.3 0.1 0.1 0.0 0.0 0.0 -1.2 -0.0 0.1 0.0 0.0 0.0 -0.0 0.0 -2.4 -0.1 -0.2 -0.1 -0.0 COCOA -0.0 0.1 0.3 -0.0 0.0 -0.1 0.1 -0.0 0.0 -0.0 0.2 -0.0 -0.1 0.0 0.2 -0.3 -0.1 -0.0 -0.0 0.1 0.1 -0.0 0.0 0.0 -2.7 -0.0 0.1 -0.0 0.1 0.0 0.0 0.0 -2.7 -0.1 0.1 0.3 0.3 COFFEE 0.2 0.2 -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 0.0 0.1 0.0 0.1 -0.1 -0.2 0.0 -0.2 0.0 1.8 -0.0 -0.0 0.0 -0.1 0.0 -0.0 0.0 -1.3 0.1 0.2 0.2 -0.3 COPPER 0.2 0.3 0.3 0.1 0.0 0.1 0.1 0.0 0.1 -0.0 0.2 0.0 -0.1 0.1 0.4 -0.1 -0.0 -0.0 -0.0 0.2 0.2 0.0 0.0 0.0 0.9 -0.0 0.1 -0.0 0.0 0.0 0.0 0.0 0.3 -0.2 0.2 0.1 0.2 CORN 0.0 -0.1 -0.3 -0.0 0.0 -0.1 0.1 -0.0 0.0 0.0 0.0 -0.0 0.1 -0.0 -0.3 1.6 0.8 0.4 0.4 -0.1 -0.0 -0.0 0.1 -0.0 -0.7 -0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.0 2.4 -0.1 -0.4 -0.2 -0.2 COTTON2 0.0 0.1 -0.3 -0.0 0.0 -0.1 0.0 -0.0 0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.1 0.4 0.0 0.1 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 0.2 -0.0 0.1 0.3 0.2 CRUDE_W 0.1 0.1 -0.0 0.0 -0.1 -0.0 -0.1 0.1 -0.0 -0.0 -0.1 0.0 0.0 0.0 0.1 0.8 0.5 0.2 0.2 0.0 0.0 -0.0 0.1 0.0 -1.3 -0.0 0.0 -0.0 0.0 -0.0 0.1 0.0 0.0 0.0 0.1 0.0 0.2 DAX 0.2 0.3 0.4 0.1 0.0 0.1 0.1 -0.0 0.1 0.0 0.4 0.1 0.0 0.1 0.4 -0.3 -0.1 -0.1 -0.1 0.3 0.3 0.0 0.1 0.0 -1.3 -0.0 0.1 0.0 0.1 0.0 0.0 0.0 -0.4 -0.1 -0.0 -0.0 0.3 DOW 0.0 0.0 0.3 0.1 0.0 0.1 0.1 -0.0 0.1 0.1 0.3 0.0 0.0 0.0 0.3 -0.5 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.0 0.0 -0.5 -0.0 0.1 0.0 0.0 0.0 0.0 0.0 -0.3 -0.0 -0.4 -0.2 0.1 EUR 0.1 0.3 0.4 0.1 0.0 0.1 0.1 -0.0 0.1 0.0 0.3 0.0 -0.1 0.1 0.4 -0.6 -0.4 -0.2 -0.2 0.2 0.2 0.0 -0.0 0.0 0.0 -0.0 0.1 0.0 0.0 0.0 -0.0 0.0 -1.3 0.0 0.1 0.1 0.2 EUROSTX 0.2 0.2 0.3 0.1 0.0 0.0 0.1 -0.0 0.1 0.0 0.4 0.0 0.1 0.1 0.4 0.9 0.2 0.2 0.1 0.2 0.2 0.0 0.1 0.0 -2.0 -0.0 0.1 0.0 0.1 0.0 0.0 0.0 1.9 -0.0 -0.1 -0.1 0.2 FEEDCOW -0.1 0.0 0.1 -0.0 0.0 -0.1 0.1 -0.0 0.0 0.0 0.0 0.0 -0.0 -0.0 0.1 -1.6 -0.8 -0.4 -0.4 0.0 0.0 0.0 -0.0 0.0 -3.4 -0.0 0.0 0.0 0.0 0.0 0.0 0.0 -2.7 0.0 -0.0 0.2 0.3 FTSE100 0.0 -0.3 -0.2 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 -0.2 0.0 0.1 -0.0 -0.2 -0.1 0.2 -0.0 0.0 -0.1 -0.1 0.0 -0.0 -0.0 -0.8 -0.0 -0.0 0.0 -0.1 0.0 -0.0 0.0 0.9 -0.2 -0.3 0.1 0.0 GASOIL 0.2 0.1 -0.3 0.0 -0.1 -0.0 -0.1 0.1 -0.0 -0.1 -0.1 0.0 0.2 0.0 -0.0 1.7 0.9 0.4 0.4 0.0 0.0 -0.0 0.1 0.0 -0.5 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 2.7 -0.1 0.2 -0.1 -0.1 GASOILINE 0.2 0.3 -0.1 0.0 -0.1 -0.0 -0.1 0.1 -0.0 -0.0 -0.2 0.0 0.1 0.0 0.2 -1.7 0.4 -0.4 -0.1 0.1 0.0 0.0 0.1 0.0 -1.6 -0.0 0.1 -0.0 0.0 0.0 0.1 0.0 -1.6 0.0 0.3 0.3 0.3 GAS_US -0.2 -0.3 -0.3 0.0 -0.1 -0.0 -0.1 0.1 -0.0 -0.0 -0.4 -0.1 -0.2 -0.1 -0.4 0.5 -0.1 0.2 0.0 -0.2 -0.2 -0.0 -0.2 -0.0 -0.4 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.0 -2.6 -0.1 -0.4 -0.3 -0.3 GBP 0.1 0.2 0.3 0.1 0.0 0.1 0.1 -0.0 0.1 0.0 0.3 0.0 -0.1 0.0 0.4 -0.2 -0.1 -0.0 -0.0 0.2 0.1 0.0 -0.1 0.0 1.9 -0.0 0.1 0.0 0.0 0.0 -0.1 0.0 0.1 -0.1 -0.1 -0.1 -0.0 GOLD_micro 0.2 0.3 0.4 0.1 0.0 0.1 0.1 0.0 0.1 0.0 0.2 0.0 -0.1 0.1 0.4 -1.0 -0.4 -0.2 -0.2 0.2 0.2 0.0 0.1 0.0 0.8 -0.0 0.1 0.0 0.0 0.0 0.0 0.0 -1.8 0.0 -0.0 0.1 0.1 HEATOIL 0.2 0.1 -0.2 0.0 -0.1 -0.0 -0.1 0.1 -0.0 -0.0 -0.1 0.0 0.2 0.0 0.1 1.7 0.9 0.5 0.5 0.0 0.0 -0.0 0.1 0.0 -1.6 -0.0 0.0 -0.0 0.0 -0.0 0.1 0.0 2.8 0.0 0.2 0.1 0.1 JPY 0.0 0.3 0.3 0.1 0.0 0.1 0.1 -0.0 0.1 0.0 0.2 0.0 -0.2 0.0 0.3 -0.9 -0.4 -0.2 -0.2 0.2 0.1 0.0 -0.1 0.0 0.7 -0.0 0.1 0.0 0.0 0.0 -0.1 0.0 -2.0 -0.2 -0.4 0.0 0.0 LEANHOG -0.2 -0.2 -0.1 -0.0 0.0 -0.1 0.1 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.2 -1.6 -0.0 -0.4 -0.4 -0.2 -0.1 -0.0 -0.0 -0.0 -1.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -2.7 -0.1 -0.4 -0.3 0.0 LIVECOW -0.0 0.0 0.1 -0.0 0.0 -0.1 0.1 -0.0 0.0 0.0 0.3 0.0 0.1 0.0 0.3 -1.6 -0.8 -0.4 -0.4 0.1 0.1 0.0 0.0 0.0 -3.3 -0.0 0.1 0.0 0.1 0.0 0.0 0.0 -2.8 0.0 0.2 0.3 0.3 MXP 0.1 0.2 0.2 0.1 0.0 0.1 0.0 -0.0 0.1 0.0 0.4 0.0 0.4 0.1 0.3 1.5 0.8 0.4 0.4 0.2 0.2 0.0 0.2 0.0 -3.6 -0.0 0.1 0.0 0.1 0.0 0.1 0.0 2.2 -0.0 0.1 0.1 0.1 NASDAQ 0.3 0.1 0.0 0.1 0.0 0.1 0.1 -0.0 0.1 0.1 -0.2 0.1 -0.3 0.1 0.2 -0.4 -0.2 -0.1 -0.1 0.1 -0.1 0.0 -0.2 0.0 1.0 -0.0 0.1 0.0 0.0 0.0 -0.0 0.0 -0.3 0.3 0.1 -0.1 -0.2 NIKKEI 0.2 -0.2 -0.0 0.1 0.0 0.1 0.1 -0.0 0.1 0.0 -0.1 0.1 -0.0 0.0 -0.0 1.2 0.5 0.3 0.3 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 2.6 0.2 -0.2 -0.3 -0.3 NZD 0.1 0.2 0.3 0.1 0.0 0.1 0.1 -0.0 0.1 0.0 0.3 0.0 -0.1 0.1 0.4 0.0 0.0 0.0 0.0 0.2 0.1 0.0 -0.0 0.0 -0.1 -0.0 0.1 0.0 0.0 0.0 -0.0 0.0 0.6 -0.0 -0.0 -0.0 0.1 OAT 0.2 -0.0 0.1 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.0 -0.2 -0.0 -0.3 0.0 -0.0 0.9 0.5 0.3 0.3 -0.0 -0.1 -0.0 -0.2 -0.0 0.8 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.0 2.7 -0.1 -0.2 -0.2 -0.0 OJ -0.0 -0.0 0.2 -0.0 0.0 -0.0 0.0 -0.0 0.0 0.0 0.1 0.0 0.1 0.0 0.1 1.3 0.5 0.3 0.3 0.0 0.1 0.0 0.1 0.0 -5.1 -0.0 0.0 0.0 0.0 0.0 0.0 0.0 1.6 0.0 0.5 0.3 0.3 PALLAD -0.1 -0.2 -0.3 0.1 0.0 0.1 0.0 0.0 0.1 -0.0 -0.3 -0.0 -0.3 -0.0 -0.3 -0.2 -0.1 -0.0 -0.0 -0.2 -0.2 -0.0 -0.2 -0.0 2.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 0.0 -0.0 -0.4 -0.3 -0.3 PLAT -0.2 0.0 0.3 0.1 0.0 0.1 0.1 0.0 0.1 -0.0 0.3 -0.0 0.1 -0.0 0.2 -0.2 -0.0 -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 0.0 -0.0 0.2 -0.0 -0.4 -0.2 0.0 REDWHEAT 0.1 -0.0 -0.2 -0.0 0.0 -0.1 0.2 -0.0 0.0 0.0 -0.3 0.0 -0.2 0.0 -0.2 0.4 0.1 0.1 0.1 -0.1 -0.1 0.0 -0.1 0.0 -0.2 -0.0 -0.0 0.0 -0.0 0.0 0.0 0.0 -1.5 0.1 -0.0 0.0 -0.1 ROBUSTA 0.2 0.3 -0.1 -0.0 0.0 -0.1 0.1 -0.0 0.0 0.0 -0.2 0.0 -0.1 0.1 0.0 1.1 0.4 0.3 0.2 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 0.4 0.0 0.4 0.2 -0.3 RUSSELL 0.3 0.1 0.1 0.1 0.0 0.1 0.1 -0.0 0.1 0.1 -0.0 0.1 -0.3 0.1 0.3 -0.3 -0.1 -0.1 -0.1 0.1 0.0 0.0 -0.1 0.0 -0.3 -0.0 0.1 0.0 0.0 0.0 -0.0 0.0 -0.2 0.1 0.0 -0.0 -0.1 SILVER-mini -0.1 0.2 0.4 0.1 0.0 0.1 0.1 0.0 0.1 0.0 0.3 0.0 -0.0 0.0 0.4 -0.4 -0.1 -0.1 -0.1 0.2 0.2 0.0 0.1 0.0 1.5 -0.0 0.1 0.0 0.1 0.0 0.0 0.0 -0.0 -0.0 -0.3 -0.2 0.1 SOYBEAN -0.2 -0.1 -0.0 -0.0 0.0 -0.1 0.1 -0.0 0.0 0.0 0.0 -0.0 0.1 -0.0 -0.1 1.6 0.8 0.4 0.4 -0.1 -0.0 -0.0 0.1 -0.0 -2.7 -0.0 -0.0 0.0 0.0 -0.0 0.1 -0.0 2.7 -0.0 -0.4 -0.0 0.1 SOYMEAL -0.0 0.2 0.3 -0.0 0.0 -0.1 0.2 -0.0 0.0 0.0 0.3 0.0 0.3 0.0 0.3 1.6 0.7 0.4 0.4 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 2.0 -0.0 0.2 0.3 0.3 SOYOIL -0.1 -0.1 -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 0.1 0.7 0.2 0.3 -0.1 -0.1 -0.0 0.1 -0.0 -1.6 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 1.6 -0.1 -0.3 -0.2 0.1 SP400 0.2 0.2 0.3 0.1 0.0 0.1 0.1 -0.0 0.1 0.0 0.2 0.0 -0.1 0.1 0.3 -0.3 -0.1 -0.1 -0.1 0.2 0.1 0.0 0.0 0.0 -1.0 -0.0 0.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 -0.0 SP500 0.2 0.1 0.1 0.1 0.0 0.1 0.1 -0.0 0.1 0.1 -0.0 0.1 -0.2 0.0 0.2 -0.5 -0.2 -0.1 -0.1 0.1 0.0 0.0 -0.1 0.0 0.4 -0.0 0.1 0.0 0.0 0.0 -0.0 0.0 -0.3 0.1 -0.2 -0.1 -0.1 SUGAR11 0.1 0.0 0.2 -0.0 0.0 -0.1 0.1 -0.0 0.0 0.0 0.2 0.0 0.1 0.0 0.2 1.6 0.8 0.4 0.4 0.1 0.1 0.0 0.1 0.0 -3.3 -0.0 0.1 0.0 0.1 0.0 0.0 0.0 2.7 0.0 0.4 0.3 0.3 US10 0.1 0.2 0.3 0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 -0.1 0.0 -0.3 0.0 0.3 -0.7 -0.1 -0.2 -0.1 0.1 -0.0 0.0 -0.2 0.0 -0.3 -0.0 0.0 0.0 -0.0 0.0 -0.1 0.0 -1.1 0.0 -0.0 0.0 0.0 US10U 0.1 0.2 0.3 0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 -0.1 0.0 -0.3 0.0 0.3 0.0 0.2 0.0 0.0 0.1 -0.0 0.0 -0.2 0.0 -0.6 -0.0 0.1 0.0 0.0 0.0 -0.1 0.0 0.5 0.0 0.0 0.1 0.1 US20 0.1 0.2 0.3 0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 -0.1 0.0 -0.3 0.0 0.3 -0.8 -0.0 -0.1 -0.1 0.1 -0.0 0.0 -0.2 0.0 -0.4 -0.0 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.5 0.0 -0.0 0.0 -0.0 US30 0.1 0.2 0.3 0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 -0.1 0.0 -0.3 0.0 0.2 -0.1 -0.0 -0.0 -0.0 0.1 -0.0 0.0 -0.2 0.0 -0.6 -0.0 0.1 0.0 0.0 0.0 -0.1 0.0 -0.2 0.1 0.0 0.0 0.0 US5 0.1 0.2 0.3 0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 -0.1 0.0 -0.3 0.0 0.2 -0.8 -0.1 -0.2 -0.1 0.1 -0.0 0.0 -0.2 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0 -0.1 0.0 -1.0 0.0 -0.0 0.0 0.0 VIX -0.2 -1.0 -1.3 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.5 -0.0 -0.5 -0.1 -0.5 -3.1 -1.6 -0.8 -0.8 -0.3 -0.3 -0.0 -0.3 -0.0 NaN -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 NaN NaN NaN NaN NaN WHEAT 0.1 -0.0 -0.3 -0.0 0.0 -0.1 0.1 -0.0 0.0 0.0 -0.3 0.0 -0.3 -0.0 -0.3 -0.8 -0.2 -0.2 -0.1 -0.1 -0.2 0.0 -0.2 -0.0 0.5 -0.0 -0.0 0.0 -0.1 0.0 -0.0 -0.0 -2.7 -0.0 -0.2 -0.0 -0.2 ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 15.8 18.1 19.9 4.7 3.4 2.2 4.0 -1.3 4.9 11.5 6.4 13.9 -3.9 15.0 15.4 -3.5 -2.4 -3.2 -2.9 17.9 8.4 14.9 -3.0 18.9 4.7 -0.0 5.5 3.6 2.4 4.4 -1.2 5.7 -0.6 4.6 5.4 3.2 -4.1 BITCOIN 20.0 20.0 20.0 4.7 1.2 3.0 3.2 1.5 4.9 13.4 -2.4 15.4 -14.9 15.7 11.0 -1.3 -0.5 0.2 0.2 17.5 -1.1 20.0 -19.0 20.0 19.4 -0.0 4.3 2.7 0.5 5.0 -2.0 6.3 2.9 16.1 15.8 8.5 -19.5 BOBL 12.9 -4.3 -5.0 2.7 1.4 -0.9 1.7 -5.1 3.4 -9.3 -12.1 -4.8 -13.5 -2.0 -3.0 -11.5 8.8 -2.3 4.8 -7.7 -18.3 -6.7 -20.0 -3.1 12.0 -0.0 -1.7 -4.0 -6.4 -3.1 -12.5 -0.8 12.5 -17.9 -14.0 -19.1 -12.1 BTP 14.6 1.9 13.6 2.7 1.4 -0.9 1.7 -5.1 3.4 -12.1 -1.1 -1.0 -10.3 4.1 6.6 9.2 13.9 12.0 14.1 4.9 -2.0 -4.9 -14.7 3.4 -3.1 -0.0 2.6 -3.5 -0.5 -1.7 -6.4 1.7 20.0 -17.8 -3.6 -9.3 9.0 BUND 14.3 -1.2 1.7 2.7 1.4 -0.9 1.7 -5.1 3.4 -10.2 -10.6 -3.8 -12.9 -0.0 -0.7 11.6 15.5 12.7 14.0 -4.7 -14.7 -6.2 -20.0 -1.6 7.8 -0.0 -0.2 -3.2 -4.5 -2.5 -10.3 0.2 20.0 -17.8 -9.9 -16.0 -6.6 BUXL 9.2 -8.4 5.8 2.7 1.4 -0.9 1.7 -5.1 3.4 -10.9 -8.4 -6.3 -12.0 -4.1 -2.9 2.6 -0.2 3.7 2.9 -6.5 -12.7 -6.8 -20.0 -4.9 3.3 -0.0 -0.6 -2.3 -3.2 -2.1 -7.3 -0.7 1.3 -15.6 -14.0 -20.0 -5.4 CAC 19.7 16.0 20.0 4.2 3.8 1.9 4.6 -0.0 5.3 13.2 14.8 15.2 5.9 15.6 16.0 -4.3 1.9 -2.6 -0.8 20.0 20.0 15.0 13.1 20.0 -12.9 -0.0 5.7 2.4 4.7 3.6 2.6 5.1 6.2 -15.3 -2.5 -1.4 13.6 CAD 10.5 12.3 6.2 4.7 3.4 2.2 4.0 -1.3 4.9 13.1 -5.7 14.4 -9.3 13.8 8.0 -1.7 -1.2 -1.8 -1.6 5.3 -3.6 9.9 -10.0 9.5 15.1 -0.0 3.5 5.2 -1.3 4.9 -5.3 5.2 1.5 1.1 -3.2 -8.2 -17.8 CANOLA -18.0 -4.8 -5.9 -1.5 9.8 -3.6 8.0 -1.7 2.6 9.5 -9.1 -4.6 -7.1 -6.4 -6.2 0.8 10.4 3.7 5.8 -10.1 -9.2 -1.1 -3.0 -10.5 5.7 -0.0 -4.2 4.5 -2.9 -0.0 -0.0 -3.9 -1.8 -19.9 -20.0 -11.1 -4.9 CHF -2.0 7.5 20.0 4.7 3.4 2.2 4.0 -1.3 4.9 10.6 13.1 10.0 1.2 10.2 14.9 -14.7 -12.8 -14.0 -13.6 12.3 10.7 9.4 2.0 8.8 -8.6 -0.0 5.5 7.4 3.9 4.2 -0.7 4.2 -18.7 -8.1 -9.6 -4.2 -2.6 COCOA -3.8 8.4 20.0 -1.5 9.8 -3.6 8.0 -1.7 2.6 -1.2 9.8 -6.8 -3.2 4.0 10.8 -3.7 -3.2 -2.4 -2.2 9.4 8.9 -0.9 1.9 3.5 -17.5 -0.0 5.5 -1.6 4.8 0.2 1.5 2.8 -19.9 -17.5 3.6 18.3 20.0 COFFEE 17.7 11.8 -18.3 -1.5 9.8 -3.6 8.0 -1.7 2.6 10.8 -11.7 12.7 -10.4 7.7 -7.9 0.1 3.1 1.1 2.9 -4.7 -15.1 20.0 -13.0 10.9 11.4 -0.0 -0.3 10.6 -4.5 9.3 -4.0 5.0 -9.7 20.0 10.7 12.2 -20.0 COPPER 20.0 20.0 20.0 4.7 1.2 3.0 3.2 1.5 4.9 -10.8 6.5 11.7 -4.0 13.6 15.0 -1.6 -0.3 -1.0 -0.6 20.0 17.9 6.1 1.4 20.0 7.1 -0.0 5.7 -1.8 3.9 0.7 1.2 4.2 2.2 -15.2 10.2 7.2 10.3 CORN 0.2 -6.5 -15.3 -1.5 9.8 -3.6 8.0 -1.7 2.6 7.2 1.6 -5.7 2.7 -9.7 -12.7 20.0 18.2 20.0 20.0 -7.8 -4.1 -1.0 7.3 -6.1 -4.8 -0.0 -5.6 3.5 -3.8 -1.0 1.6 -4.1 17.2 -20.0 -20.0 -12.4 -13.9 COTTON2 7.4 12.6 -5.6 -1.5 9.8 -3.6 8.0 -1.7 2.6 4.1 -8.4 9.4 -5.3 8.6 8.4 -1.9 12.3 1.1 6.4 1.7 -7.1 4.0 -5.0 6.1 0.8 -0.0 3.0 -1.0 0.0 1.5 2.7 3.6 1.8 -2.6 8.2 9.8 5.6 CRUDE_W 9.7 6.2 -1.7 0.4 -10.3 -0.5 -4.9 3.6 -0.0 -11.8 -3.5 1.3 1.9 6.3 4.9 9.4 12.4 8.6 9.9 3.1 0.8 -6.1 4.6 1.8 -10.5 -0.0 3.1 -8.6 2.5 -3.7 5.6 1.6 0.0 1.2 4.1 0.1 11.3 DAX 19.0 17.1 20.0 4.2 3.8 1.9 4.6 -0.0 5.3 11.5 14.0 14.4 0.8 15.0 15.8 -9.3 -4.0 -7.7 -6.0 20.0 20.0 13.8 7.5 20.0 -8.8 -0.0 5.6 2.9 4.6 3.2 1.5 4.6 -3.3 -15.9 -2.2 -2.7 18.4 DOW 3.5 0.0 17.5 4.2 3.8 1.9 4.6 -0.0 5.3 13.4 10.1 6.8 1.3 4.3 10.9 -6.6 -3.3 -6.0 -5.1 7.8 8.2 8.1 3.4 6.1 -4.4 -0.0 4.7 5.5 3.8 5.1 1.8 4.6 -2.1 -2.9 -18.3 -15.6 3.4 EUR 7.2 18.2 20.0 4.7 3.4 2.2 4.0 -1.3 4.9 9.3 11.8 13.3 -4.4 14.3 16.1 -8.5 -8.6 -8.3 -8.4 20.0 15.9 12.6 -2.5 16.8 0.2 -0.0 6.1 4.6 3.8 3.5 -1.3 4.8 -10.7 3.8 4.8 10.0 12.3 EUROSTX 17.8 14.3 20.0 4.2 3.8 1.9 4.6 -0.0 5.3 12.7 14.6 15.1 4.5 15.6 16.0 10.9 5.1 8.1 5.9 20.0 20.0 13.5 11.1 20.0 -15.0 -0.0 5.7 2.7 5.1 3.3 2.6 4.7 14.0 -14.7 -4.3 -4.2 17.0 FEEDCOW -10.1 2.5 4.4 -1.5 9.8 -3.6 8.0 -1.7 2.6 7.3 0.6 1.0 -0.2 -0.6 6.4 -20.0 -20.0 -20.0 -20.0 1.0 1.0 3.6 -0.4 0.5 -19.8 -0.0 4.4 2.7 3.1 3.3 1.1 3.5 -20.0 4.8 -1.8 13.8 19.9 FTSE100 0.7 -18.6 -9.2 -2.4 5.3 -3.3 4.7 -2.5 1.1 13.1 -6.5 9.7 2.0 -7.7 -9.6 -0.9 4.3 -0.9 0.9 -10.7 -8.9 8.8 -0.9 -2.7 -6.8 -0.0 -3.2 5.6 -4.3 4.7 -3.0 0.3 6.6 -12.6 -13.6 4.9 2.9 GASOIL 16.4 5.2 -15.6 0.4 -10.3 -0.5 -4.9 3.6 -0.0 -13.1 -3.8 2.1 9.2 7.7 -0.4 20.0 20.0 20.0 20.0 2.8 1.8 -8.2 10.8 3.2 -4.5 -0.0 -1.1 -11.3 -1.3 -4.4 3.8 -0.2 20.0 -6.0 8.7 -6.5 -6.5 GASOILINE 20.0 18.1 -8.2 0.4 -10.3 -0.5 -4.9 3.6 -0.0 -11.2 -6.5 6.4 3.3 11.1 8.5 -20.0 9.9 -20.0 -4.7 10.0 3.6 0.6 6.9 11.3 -13.2 -0.0 4.8 -3.8 3.3 0.0 4.5 4.0 -11.8 9.9 19.2 20.0 20.0 GAS_US -18.4 -20.0 -20.0 0.4 -10.3 -0.5 -4.9 3.6 -0.0 -13.5 -15.5 -15.5 -8.3 -16.6 -16.7 6.3 -1.9 7.5 2.1 -20.0 -20.0 -20.0 -16.7 -20.0 -3.0 -0.0 -6.0 -4.0 -4.1 -4.1 0.2 -5.3 -19.6 -6.3 -20.0 -20.0 -20.0 GBP 11.0 10.1 18.5 4.7 3.4 2.2 4.0 -1.3 4.9 0.7 10.5 13.2 -3.3 12.1 14.6 -2.3 -1.7 -2.1 -2.0 15.2 9.2 6.3 -5.4 11.8 13.5 -0.0 4.9 0.6 0.8 2.2 -5.8 4.4 0.6 -12.4 -4.4 -8.9 -2.3 GOLD_micro 17.2 20.0 20.0 4.7 1.2 3.0 3.2 1.5 4.9 6.2 10.1 12.2 -3.2 14.4 15.8 -12.8 -9.5 -11.9 -11.0 20.0 18.7 12.5 4.2 20.0 6.3 -0.0 6.0 2.1 3.9 2.9 1.2 5.1 -14.4 6.3 -1.5 4.6 3.8 HEATOIL 15.2 5.5 -13.2 0.4 -10.3 -0.5 -4.9 3.6 -0.0 -12.2 -4.0 0.1 8.4 7.2 2.2 20.0 20.0 20.0 20.0 3.0 2.1 -6.0 10.7 3.4 -16.2 -0.0 2.5 -8.2 2.5 -2.7 7.9 2.1 20.0 5.2 10.6 6.9 5.7 JPY 2.9 20.0 20.0 4.7 3.4 2.2 4.0 -1.3 4.9 0.4 8.1 3.1 -7.7 9.5 13.6 -12.2 -10.9 -12.0 -12.0 16.3 9.4 2.7 -7.7 9.5 5.2 -0.0 5.1 1.6 2.6 0.8 -4.0 2.9 -15.8 -20.0 -17.5 1.8 2.0 LEANHOG -19.5 -14.5 -6.3 -1.5 9.8 -3.6 8.0 -1.7 2.6 -6.5 -3.4 -11.5 -3.1 -13.0 -8.0 -20.0 -0.8 -20.0 -20.0 -15.2 -8.3 -10.6 -0.9 -16.4 -7.3 -0.0 -5.1 -3.3 -3.2 -3.3 -0.8 -5.1 -20.0 -20.0 -20.0 -20.0 2.5 LIVECOW -4.4 3.3 8.0 -1.5 9.8 -3.6 8.0 -1.7 2.6 8.1 12.2 8.4 2.9 8.8 11.6 -20.0 -20.0 -20.0 -20.0 6.7 6.9 9.7 3.8 6.7 -20.0 -0.0 5.8 5.9 5.3 6.4 3.8 5.8 -20.0 10.9 10.2 19.3 20.0 MXP 13.3 17.3 11.2 4.7 3.4 2.2 4.0 -1.3 4.9 12.1 15.5 14.1 15.4 15.1 15.3 20.0 20.0 20.0 20.0 20.0 20.0 13.6 20.0 19.7 -20.0 -0.0 6.2 3.6 5.9 3.6 4.8 5.0 20.0 -5.8 6.5 4.3 5.4 NASDAQ 20.0 6.3 1.9 4.2 3.8 1.9 4.6 -0.0 5.3 12.7 -8.0 14.4 -12.4 11.4 6.3 -6.1 -4.0 -5.5 -5.0 7.4 -4.7 20.0 -12.7 18.6 8.7 -0.0 4.1 8.0 0.3 7.6 -2.2 6.8 -2.6 20.0 3.7 -5.4 -14.8 NIKKEI 20.0 -11.0 -2.6 4.2 3.8 1.9 4.6 -0.0 5.3 13.3 -2.7 15.2 -0.5 6.9 -1.5 20.0 12.6 18.0 15.1 1.9 -2.5 19.0 -1.5 13.5 8.8 -0.0 0.3 3.9 -2.0 6.5 -2.0 4.6 20.0 13.4 -7.6 -20.0 -20.0 NZD 8.2 11.9 20.0 4.7 3.4 2.2 4.0 -1.3 4.9 6.7 11.5 12.4 -2.9 12.7 15.0 0.4 0.5 0.2 0.1 17.5 12.3 7.7 -1.4 13.0 -0.5 -0.0 5.8 1.0 3.7 2.3 -0.7 4.3 4.3 -8.5 -2.5 -2.0 9.2 OAT 13.9 -2.2 6.7 2.7 1.4 -0.9 1.7 -5.1 3.4 -10.8 -8.4 -4.0 -12.1 0.2 -0.2 11.3 12.8 12.6 13.2 -2.2 -10.0 -6.6 -20.0 -1.0 5.8 -0.0 0.3 -3.4 -3.5 -2.5 -9.7 0.3 20.0 -19.1 -8.8 -16.7 -2.1 OJ -2.5 -1.0 9.2 -1.5 9.8 -3.6 8.0 -1.7 2.6 13.6 14.8 11.0 14.9 11.9 13.1 17.8 13.9 17.3 16.8 14.2 20.0 20.0 20.0 14.1 -20.0 -0.0 5.5 18.8 7.2 11.0 8.9 6.3 11.3 20.0 20.0 19.2 20.0 PALLAD -7.5 -11.9 -14.8 4.7 1.2 3.0 3.2 1.5 4.9 -5.3 -13.6 -10.6 -11.0 -12.5 -14.2 -3.1 -1.6 -2.3 -2.0 -16.8 -16.7 -12.7 -13.5 -14.8 11.1 -0.0 -5.1 -2.2 -5.0 -4.5 -3.7 -4.5 0.0 -20.0 -20.0 -20.0 -20.0 PLAT -14.0 2.6 18.6 4.7 1.2 3.0 3.2 1.5 4.9 -13.7 10.9 -14.3 2.9 -4.1 8.2 -2.4 -0.8 -1.5 -1.0 5.5 10.8 -13.5 6.2 -6.1 -2.0 -0.0 4.1 -5.6 5.5 -4.6 2.5 -0.8 1.6 -20.0 -20.0 -17.6 0.6 REDWHEAT 12.0 -1.1 -13.9 -1.5 9.8 -3.6 8.0 -1.7 2.6 14.0 -12.6 12.3 -8.6 3.9 -10.0 5.1 1.5 4.6 3.5 -6.8 -12.0 14.5 -6.3 4.2 -1.1 -0.0 -2.0 9.2 -3.0 7.3 1.3 2.6 -11.1 7.0 -1.0 0.4 -7.9 ROBUSTA 20.0 20.0 -8.2 -1.5 9.8 -3.6 8.0 -1.7 2.6 8.9 -6.8 13.8 -5.8 14.7 1.9 13.9 9.8 13.5 11.7 10.0 -1.5 20.0 -3.1 20.0 -4.0 -0.0 2.1 8.4 -1.4 9.6 -1.5 6.6 2.7 20.0 20.0 16.3 -17.8 RUSSELL 20.0 8.6 7.5 4.2 3.8 1.9 4.6 -0.0 5.3 13.5 -0.5 15.1 -9.8 13.9 11.4 -5.4 -3.2 -5.0 -4.3 11.0 2.6 20.0 -5.1 17.9 -2.1 -0.0 4.8 8.6 2.0 7.1 -0.2 6.5 -1.3 10.0 0.7 -3.3 -8.1 SILVER-mini -5.2 8.9 20.0 4.7 1.2 3.0 3.2 1.5 4.9 9.2 12.1 1.1 -0.2 7.6 14.0 -5.8 -3.9 -5.0 -4.6 13.0 14.0 2.0 4.3 4.8 7.0 -0.0 5.4 2.4 5.1 1.5 0.6 2.6 -4.2 -3.6 -20.0 -10.4 3.5 SOYBEAN -17.1 -7.1 -0.1 -1.5 9.8 -3.6 8.0 -1.7 2.6 5.3 1.1 -5.4 4.3 -8.9 -4.4 20.0 20.0 20.0 20.0 -6.1 -0.5 -5.0 5.6 -10.0 -18.4 -0.0 -1.4 2.2 2.1 -1.3 6.7 -3.5 20.0 -20.0 -20.0 -2.7 10.1 SOYMEAL -2.6 12.7 15.5 -1.5 9.8 -3.6 8.0 -1.7 2.6 10.8 12.7 9.5 12.5 12.6 13.9 20.0 16.8 20.0 18.5 18.2 18.6 12.6 14.6 12.9 -20.0 -0.0 5.8 3.9 6.4 3.3 5.9 3.7 14.8 -0.4 7.8 20.0 20.0 SOYOIL -4.6 -9.5 -8.5 -1.5 9.8 -3.6 8.0 -1.7 2.6 -7.6 -1.7 -9.0 3.8 -5.7 -9.3 0.8 17.6 7.8 13.2 -9.7 -4.8 -6.2 5.0 -9.5 -11.2 -0.0 -4.1 -1.3 -1.1 -2.3 3.6 -4.1 11.7 -20.0 -15.4 -16.1 5.3 SP400 20.0 9.5 13.6 4.2 3.8 1.9 4.6 -0.0 5.3 13.6 7.7 15.1 -3.2 14.2 13.5 -5.4 -2.7 -4.2 -3.4 14.9 8.2 20.0 1.2 19.7 -6.1 -0.0 5.3 9.4 3.1 7.5 1.3 6.6 0.0 14.5 1.3 -3.1 -2.4 SP500 18.3 4.9 7.1 4.2 3.8 1.9 4.6 -0.0 5.3 13.5 -0.9 14.8 -7.7 11.0 9.4 -6.5 -4.2 -5.8 -5.2 8.6 0.9 17.6 -5.5 14.4 3.6 -0.0 4.5 7.8 1.3 7.0 -1.6 6.3 -2.8 10.2 -7.4 -9.4 -8.2 SUGAR11 11.8 1.9 14.9 -1.5 9.8 -3.6 8.0 -1.7 2.6 11.0 9.1 13.3 6.2 8.6 10.2 20.0 20.0 20.0 20.0 13.7 11.1 20.0 7.7 19.6 -20.0 -0.0 5.9 8.8 5.3 8.2 3.8 6.2 20.0 20.0 20.0 20.0 20.0 US10 10.4 12.6 20.0 2.7 1.4 -0.9 1.7 -5.1 3.4 2.0 -4.5 5.9 -11.0 8.2 10.9 -8.6 -2.0 -8.0 -6.2 7.1 -3.1 4.0 -17.0 7.3 -1.9 -0.0 3.9 3.3 -0.4 2.0 -6.8 3.6 -7.7 6.3 -2.1 2.0 2.7 US10U 10.0 11.1 19.4 2.7 1.4 -0.9 1.7 -5.1 3.4 3.4 -4.4 7.3 -11.1 9.3 11.1 0.5 4.0 0.7 1.4 6.7 -3.4 4.8 -16.9 7.3 -4.5 -0.0 4.3 3.3 0.4 2.3 -5.2 4.0 3.8 8.9 0.6 4.3 3.9 US20 10.2 11.4 20.0 2.7 1.4 -0.9 1.7 -5.1 3.4 3.3 -2.8 7.2 -10.1 9.7 11.8 -9.8 -0.5 -6.0 -3.2 7.6 -2.8 5.2 -16.5 8.1 -2.8 -0.0 3.7 3.2 -0.3 2.3 -5.6 3.6 -3.6 9.2 -2.6 1.0 -0.7 US30 11.5 10.5 20.0 2.7 1.4 -0.9 1.7 -5.1 3.4 7.5 -2.3 10.1 -11.6 7.9 10.0 -1.5 -0.1 -1.3 -1.0 7.2 -3.5 7.1 -18.4 8.7 -4.5 -0.0 4.3 3.7 0.5 2.9 -5.0 4.1 -1.7 11.7 1.6 3.6 0.8 US5 10.3 13.5 20.0 2.7 1.4 -0.9 1.7 -5.1 3.4 1.4 -4.6 5.3 -11.4 6.7 10.5 -10.2 -1.5 -8.1 -6.1 6.9 -3.7 3.4 -18.8 6.9 -0.0 -0.0 3.7 3.1 -0.8 1.5 -8.3 3.2 -7.3 3.4 -4.5 2.9 2.5 VIX -20.0 -20.0 -20.0 -5.2 -3.4 -4.1 -4.6 -2.8 -5.3 -13.8 -16.0 -15.6 -13.8 -16.3 -16.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -19.3 -20.0 NaN -0.0 -6.5 -3.6 -5.6 -4.6 -3.8 -5.8 NaN NaN NaN NaN NaN WHEAT 5.1 -1.6 -20.0 -1.5 9.8 -3.6 8.0 -1.7 2.6 13.9 -14.8 7.6 -12.2 -4.3 -12.8 -9.5 -5.7 -8.1 -6.8 -13.1 -18.7 7.0 -12.6 -2.8 3.5 -0.0 -4.1 6.4 -4.8 3.6 -0.7 -0.5 -20.0 -2.9 -10.9 -2.4 -11.4 End of report for caleb_strategy_v1