******************************************************************************** Strategy report for caleb_strategy_v1 backtest timestamp 20230209_204329 produced at 2023-02-09 21:35:53.930505 ******************************************************************************** ====================================================================================================================================================================================================================================================================================== 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 -0.23 -0.25 0.0 7590811.76 -7590811.76 -0.23 -0.23 -33.09 999999999 -30 -30 caleb_strategy_v1 US10U False False 0.04 -0.25 -0.23 0.0 41409819.00 -41409819.00 -0.25 -0.29 -5.60 999999999 -6 -7 caleb_strategy_v1 US20 False False 0.04 0.00 -0.15 0.0 44304894.23 -44304894.23 0.00 0.00 -3.39 999999999 0 0 caleb_strategy_v1 CHF False False 0.05 -0.28 -0.14 0.0 47017746.84 -47017746.84 -0.28 -0.28 -2.93 999999999 -6 -6 caleb_strategy_v1 LEANHOG False False 0.01 -0.07 -0.09 0.0 11596690.15 -11596690.15 -0.07 -0.07 -7.57 999999999 -6 -6 caleb_strategy_v1 FEEDCOW False False 0.03 -0.17 -0.08 0.0 33541899.48 -33541899.48 -0.17 -0.17 -2.32 999999999 -5 -5 caleb_strategy_v1 EUR False False 0.05 -0.05 -0.07 0.0 46312577.68 -46312577.68 -0.05 -0.05 -1.61 999999999 -1 -1 caleb_strategy_v1 LIVECOW False False 0.02 -0.11 -0.07 0.0 22599916.84 -22599916.84 -0.11 -0.11 -3.00 999999999 -5 -5 caleb_strategy_v1 BUXL False False 0.05 0.00 -0.06 0.0 52557083.07 -52557083.07 0.00 0.00 -1.13 999999999 0 0 caleb_strategy_v1 GASOILINE False False 0.04 0.00 -0.04 0.0 38275081.15 -38275081.15 0.00 0.00 -0.99 999999999 0 0 caleb_strategy_v1 COCOA False False 0.01 -0.02 -0.04 0.0 9015814.15 -9015814.15 -0.02 -0.02 -4.54 999999999 -2 -2 caleb_strategy_v1 GOLD_micro False False 0.01 -0.02 -0.03 0.0 6511191.31 -6511191.31 -0.02 -0.02 -4.98 999999999 -3 -3 caleb_strategy_v1 GAS_US False False 0.01 -0.02 -0.01 0.0 8584518.03 -8584518.03 -0.02 -0.02 -0.79 999999999 -2 -2 caleb_strategy_v1 US10 False False 0.04 0.00 -0.01 0.0 39145514.36 -39145514.36 0.00 0.00 -0.16 999999999 0 0 caleb_strategy_v1 SILVER-mini False False 0.02 0.00 -0.01 0.0 19408325.53 -19408325.53 0.00 0.00 -0.35 999999999 0 0 caleb_strategy_v1 PALLAD False False 0.06 0.00 -0.01 0.0 56241014.43 -56241014.43 0.00 0.00 -0.26 999999999 0 0 caleb_strategy_v1 JPY False False 0.03 -0.10 -0.01 0.0 32970432.12 -32970432.12 -0.10 -0.10 -0.20 999999999 -3 -3 caleb_strategy_v1 COTTON2 False False 0.01 0.00 -0.01 0.0 14843487.37 -14843487.37 0.00 0.00 -0.36 999999999 0 0 caleb_strategy_v1 OJ False False 0.01 0.00 -0.01 0.0 12486022.76 -12486022.76 0.00 0.00 -0.60 999999999 0 0 caleb_strategy_v1 US5 False False 0.04 0.00 -0.01 0.0 37398765.06 -37398765.06 0.00 -0.04 -0.20 999999999 0 -1 caleb_strategy_v1 REDWHEAT False False 0.02 0.00 0.00 0.0 15009105.08 -15009105.08 0.00 0.00 0.13 999999999 0 0 caleb_strategy_v1 WHEAT False False 0.01 -0.03 -0.00 0.0 13831666.66 -13831666.66 -0.03 -0.03 -0.29 999999999 -2 -2 caleb_strategy_v1 BITCOIN False False 0.00 0.00 0.00 0.0 790134.50 -790134.50 0.00 0.00 0.41 999999999 0 0 caleb_strategy_v1 SOYOIL False False 0.01 0.00 0.00 0.0 12553822.51 -12553822.51 0.00 0.00 0.37 999999999 0 0 caleb_strategy_v1 PLAT False False 0.02 0.00 0.01 0.0 16880930.25 -16880930.25 0.00 0.00 0.55 999999999 0 0 caleb_strategy_v1 CANOLA False False 0.00 0.00 0.01 0.0 4247343.24 -4247343.24 0.00 0.00 2.03 999999999 0 0 caleb_strategy_v1 ROBUSTA False False 0.01 0.01 0.01 0.0 7097409.00 -7097409.00 0.01 0.01 1.86 999999999 2 2 caleb_strategy_v1 COFFEE False False 0.02 0.00 0.01 0.0 22817721.38 -22817721.38 0.00 0.00 0.25 999999999 0 0 caleb_strategy_v1 AUD False False 0.02 0.00 0.02 0.0 23916232.61 -23916232.61 0.00 0.00 0.80 999999999 0 0 caleb_strategy_v1 SUGAR11 False False 0.01 0.00 0.02 0.0 7682453.56 -7682453.56 0.00 0.00 3.03 999999999 0 0 caleb_strategy_v1 DOW False False 0.01 0.00 0.02 0.0 5857518.90 -5857518.90 0.00 0.00 3.43 999999999 0 0 caleb_strategy_v1 HEATOIL False False 0.04 0.04 0.02 0.0 40592279.95 -40592279.95 0.04 0.04 0.49 999999999 1 1 caleb_strategy_v1 SOYBEAN False False 0.02 0.02 0.02 0.0 23639340.50 -23639340.50 0.02 0.02 0.86 999999999 1 1 caleb_strategy_v1 GASOIL False False 0.03 0.00 0.02 0.0 28629436.64 -28629436.64 0.00 0.00 0.63 999999999 0 0 caleb_strategy_v1 EUROSTX False False 0.02 0.00 0.03 0.0 15601264.30 -15601264.30 0.00 0.00 1.81 999999999 0 0 caleb_strategy_v1 GBP False False 0.03 0.16 0.03 0.0 26035190.46 -26035190.46 0.16 0.16 1.29 999999999 6 6 caleb_strategy_v1 NZD False False 0.02 0.00 0.03 0.0 21752851.26 -21752851.26 0.00 0.00 1.19 999999999 0 0 caleb_strategy_v1 MXP False False 0.01 0.03 0.03 0.0 9053768.21 -9053768.21 0.03 0.03 3.82 999999999 3 3 caleb_strategy_v1 CORN False False 0.01 0.06 0.03 0.0 10277786.61 -10277786.61 0.06 0.06 2.50 999999999 6 6 caleb_strategy_v1 COPPER False False 0.03 0.00 0.03 0.0 34891856.34 -34891856.34 0.00 0.00 0.97 999999999 0 0 caleb_strategy_v1 SP500 False False 0.07 0.00 0.03 0.0 71142295.47 -71142295.47 0.00 0.00 0.37 999999999 0 0 caleb_strategy_v1 US30 False False 0.05 0.00 0.03 0.0 48456119.41 -48456119.41 0.00 0.00 0.61 999999999 0 0 caleb_strategy_v1 CAC False False 0.03 0.00 0.04 0.0 26419226.88 -26419226.88 0.00 0.00 1.63 999999999 0 0 caleb_strategy_v1 RUSSELL False False 0.00 -0.00 0.04 0.0 3355483.84 -3355483.84 -0.00 -0.00 12.28 999999999 -1 -1 caleb_strategy_v1 CAD False False 0.03 0.00 0.05 0.0 25670745.24 -25670745.24 0.00 0.00 1.90 999999999 0 0 caleb_strategy_v1 BTP False False 0.04 0.04 0.05 0.0 42575828.07 -42575828.07 0.04 0.04 1.11 999999999 1 1 caleb_strategy_v1 SP400 False False 0.09 0.55 0.05 0.0 92038592.63 -92038592.63 0.55 0.46 0.58 999999999 6 5 caleb_strategy_v1 NASDAQ False False 0.09 0.17 0.05 0.0 86388613.42 -86388613.42 0.17 0.17 0.54 999999999 2 2 caleb_strategy_v1 SOYMEAL False False 0.02 0.08 0.05 0.0 15899300.28 -15899300.28 0.08 0.08 3.41 999999999 5 5 caleb_strategy_v1 CRUDE_W False False 0.03 0.05 0.06 0.0 26271109.44 -26271109.44 0.05 0.05 2.23 999999999 2 2 caleb_strategy_v1 OAT False False 0.05 0.10 0.06 0.0 48506826.03 -48506826.03 0.10 0.10 1.27 999999999 2 2 caleb_strategy_v1 DAX False False 0.01 0.00 0.06 0.0 5722931.74 -5722931.74 0.00 0.00 10.63 999999999 0 0 caleb_strategy_v1 FTSE100 True False 0.03 0.00 0.16 0.0 0.00 0.00 0.00 0.00 5.39 999999999 0 0 caleb_strategy_v1 BOBL False False 0.04 0.09 0.22 0.0 43353299.71 -43353299.71 0.09 0.09 5.12 999999999 2 2 caleb_strategy_v1 BUND False False 0.05 0.10 0.25 0.0 50435696.16 -50435696.16 0.10 0.10 4.86 999999999 2 2 caleb_strategy_v1 NIKKEI False True 0.01 0.00 0.33 0.0 0.00 0.00 0.00 0.00 46.56 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 18.7 Shocked risk 56.5 Sum abs risk 50.7 Leverage 3.19 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2898240.75, 'annual_cash_vol_target': 724560.1875, 'daily_cash_vol_target': 45285.01171875} ==================================================================== Vol calculation ==================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0058 0.6932 0.8327 13.3235 BITCOIN 700.3638 22900.0000 3.0584 48.9337 BOBL 0.4052 117.1000 0.3460 5.5359 BTP 1.0972 115.0000 0.9541 15.2657 BUND 0.8968 136.2300 0.6583 10.5330 BUXL 2.0897 141.9600 1.4720 23.5525 CAC 57.9875 7136.0000 0.8126 13.0017 CAD 0.0035 0.7440 0.4697 7.5147 CANOLA 7.6232 826.5000 0.9223 14.7575 CHF 0.0063 1.0902 0.5774 9.2387 COCOA 30.5239 2613.0000 1.1682 18.6905 COFFEE 0.0377 1.7635 2.1363 34.1809 COPPER 0.0473 4.0450 1.1684 18.6946 CORN 4.4154 595.7500 0.7412 11.8584 COTTON2 0.0154 0.8604 1.7902 28.6439 CRUDE_W 1.3234 76.1400 1.7382 27.8108 DAX 126.5739 15458.0000 0.8188 13.1012 DOW 252.8500 33953.0000 0.7447 11.9153 EUR 0.0058 1.0738 0.5430 8.6882 EUROSTX 37.6048 4214.0000 0.8924 14.2780 FEEDCOW 1.1655 194.4250 0.5995 9.5913 FTSE100 57.6590 7070.0000 0.8155 13.0487 GASOIL 19.2346 829.7500 2.3181 37.0899 GASOILINE 0.0542 2.6412 2.0529 32.8459 GAS_US 0.1617 2.4880 6.5012 104.0190 GBP 0.0080 1.2073 0.6623 10.5964 GOLD_micro 17.4412 1887.1000 0.9242 14.7877 HEATOIL 0.0620 2.8011 2.2136 35.4172 JPY 0.0001 0.0076 0.8767 14.0276 LEANHOG 1.3975 84.0250 1.6632 26.6104 LIVECOW 0.9209 163.7500 0.5624 8.9980 MXP 0.0004 0.0525 0.7403 11.8454 NASDAQ 160.0022 12518.7500 1.2781 20.4496 NIKKEI 234.5143 27360.0000 0.8571 13.7143 NZD 0.0049 0.6304 0.7802 12.4839 OAT 0.9500 131.0200 0.7251 11.6018 OJ 0.0300 2.4125 1.2439 19.9027 PALLAD 35.4817 1630.0000 2.1768 34.8287 PLAT 17.7680 978.5000 1.8158 29.0534 REDWHEAT 11.4440 870.0000 1.3154 21.0464 ROBUSTA 29.2268 2057.0000 1.4208 22.7335 RUSSELL 23.1374 1945.0000 1.1896 19.0333 SILVER-mini 0.4052 22.5000 1.8009 28.8145 SOYBEAN 9.5053 1370.2500 0.6937 11.0991 SOYMEAL 5.6650 460.8000 1.2294 19.6700 SOYOIL 0.8389 60.6400 1.3835 22.1356 SP400 27.5309 2667.5000 1.0321 16.5134 SP500 37.4393 4123.7500 0.9079 14.5263 SUGAR11 0.0029 0.1988 1.4404 23.0458 US10 0.5266 113.4531 0.4641 7.4262 US10U 0.7002 120.0156 0.5834 9.3345 US20 0.9653 128.4062 0.7518 12.0284 US30 1.4854 140.4375 1.0577 16.9228 US5 0.3569 108.3906 0.3292 5.2677 VIX 0.5158 22.0000 2.3444 37.5111 WHEAT 9.3428 801.7500 1.1653 18.6449 =========================================================================================================================================== Subsystem position =========================================================================================================================================== Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 693.15 0.83 577.20 1.00 577.20 45285.01 78.46 6.38 50.03 BITCOIN 22.90 3.06 70.04 1.00 70.04 45285.01 646.59 0.27 17.48 BOBL 1171.00 0.35 405.16 1.07 435.06 45285.01 104.09 6.81 70.92 BTP 1150.00 0.95 1097.23 1.07 1178.21 45285.01 38.44 14.26 54.79 BUND 1362.30 0.66 896.81 1.07 963.00 45285.01 47.02 14.34 67.42 BUXL 1419.60 1.47 2089.70 1.07 2243.93 45285.01 20.18 -6.69 -13.51 CAC 713.60 0.81 579.88 1.07 622.67 45285.01 72.73 7.95 57.82 CAD 744.00 0.47 349.43 1.00 349.43 45285.01 129.60 8.20 106.31 CANOLA 165.30 0.92 152.46 0.75 113.62 45285.01 398.55 5.55 221.00 CHF 1362.69 0.58 786.84 1.00 786.84 45285.01 57.55 -13.60 -78.30 COCOA 261.30 1.17 305.24 1.00 305.24 45285.01 148.36 -14.06 -208.56 COFFEE 661.31 2.14 1412.76 1.00 1412.76 45285.01 32.05 5.91 18.94 COPPER 1011.25 1.17 1181.56 1.00 1181.56 45285.01 38.33 9.29 35.60 CORN 297.88 0.74 220.77 1.00 220.77 45285.01 205.12 13.53 277.57 COTTON2 430.20 1.79 770.16 1.00 770.16 45285.01 58.80 -4.01 -23.61 CRUDE_W 761.40 1.74 1323.45 1.00 1323.45 45285.01 34.22 4.94 16.91 DAX 154.58 0.82 126.57 1.07 135.92 45285.01 333.18 5.88 195.81 DOW 169.76 0.74 126.42 1.00 126.42 45285.01 358.20 3.36 120.43 EUR 1342.25 0.54 728.85 1.00 728.85 45285.01 62.13 -6.92 -43.03 EUROSTX 421.40 0.89 376.05 1.07 403.80 45285.01 112.15 5.73 64.29 FEEDCOW 972.12 0.60 582.75 1.00 582.75 45285.01 77.71 -11.09 -86.20 FTSE100 707.00 0.82 576.59 1.20 666.67 45285.01 67.93 7.70 52.29 GASOIL 829.75 2.32 1923.46 1.00 1923.46 45285.01 23.54 3.77 8.87 GASOILINE 1109.30 2.05 2277.25 1.00 2277.25 45285.01 19.89 -12.18 -24.23 GAS_US 248.80 6.50 1617.50 1.00 1617.50 45285.01 28.00 -18.62 -52.14 GBP 754.56 0.66 499.73 1.00 499.73 45285.01 90.62 7.97 72.19 GOLD_micro 188.71 0.92 174.41 1.00 174.41 45285.01 259.64 -8.57 -222.63 HEATOIL 1176.46 2.21 2604.19 1.00 2604.19 45285.01 17.39 3.91 6.80 JPY 955.56 0.88 837.77 1.00 837.77 45285.01 54.05 -0.58 -3.12 LEANHOG 336.10 1.66 558.99 1.00 558.99 45285.01 81.01 -20.00 -162.03 LIVECOW 655.00 0.56 368.36 1.00 368.36 45285.01 122.94 -9.08 -111.63 MXP 262.40 0.74 194.26 1.00 194.26 45285.01 233.11 13.38 311.95 NASDAQ 2503.75 1.28 3200.04 1.00 3200.04 45285.01 14.15 7.04 9.97 NIKKEI 27360.00 0.86 23451.43 0.01 177.61 45285.01 254.97 9.62 245.15 NZD 630.45 0.78 491.91 1.00 491.91 45285.01 92.06 8.10 74.55 OAT 1310.20 0.73 950.04 1.07 1020.16 45285.01 44.39 14.16 62.86 OJ 361.88 1.24 450.14 1.00 450.14 45285.01 100.60 -3.42 -34.36 PALLAD 1630.00 2.18 3548.17 1.00 3548.17 45285.01 12.76 -8.57 -10.94 PLAT 489.25 1.82 888.40 1.00 888.40 45285.01 50.97 4.49 22.89 REDWHEAT 435.00 1.32 572.20 1.00 572.20 45285.01 79.14 3.16 25.01 ROBUSTA 205.70 1.42 292.27 1.00 292.27 45285.01 154.94 9.26 143.55 RUSSELL 97.25 1.19 115.69 1.00 115.69 45285.01 391.44 6.06 237.13 SILVER-mini 562.50 1.80 1013.01 1.00 1013.01 45285.01 44.70 -3.48 -15.58 SOYBEAN 685.12 0.69 475.27 1.00 475.27 45285.01 95.28 1.53 14.54 SOYMEAL 460.80 1.23 566.50 1.00 566.50 45285.01 79.94 7.24 57.85 SOYOIL 363.84 1.38 503.36 1.00 503.36 45285.01 89.97 4.44 39.96 SP400 2667.50 1.03 2753.09 1.00 2753.09 45285.01 16.45 6.84 11.24 SP500 2061.88 0.91 1871.96 1.00 1871.96 45285.01 24.19 5.39 13.04 SUGAR11 222.66 1.44 320.71 1.00 320.71 45285.01 141.20 15.80 223.04 US10 1134.53 0.46 526.58 1.00 526.58 45285.01 86.00 -0.50 -4.29 US10U 1200.16 0.58 700.18 1.00 700.18 45285.01 64.68 -5.94 -38.45 US20 1284.06 0.75 965.33 1.00 965.33 45285.01 46.91 -9.81 -46.04 US30 1404.38 1.06 1485.37 1.00 1485.37 45285.01 30.49 2.38 7.25 US5 1083.91 0.33 356.85 1.00 356.85 45285.01 126.90 -0.41 -5.17 VIX 220.00 2.34 515.78 1.00 515.78 45285.01 87.80 -20.00 -175.60 WHEAT 400.88 1.17 467.14 1.00 467.14 45285.01 96.94 -5.61 -54.37 ===================================================================== Portfolio positions ===================================================================== subsystem_position instr weight IDM Notional position AUD 50.031 0.006 2.5 0.799 BITCOIN 17.482 0.009 2.5 0.412 BOBL 70.915 0.029 2.5 5.117 BTP 54.793 0.008 2.5 1.107 BUND 67.416 0.029 2.5 4.865 BUXL -13.506 0.034 2.5 -1.134 CAC 57.820 0.011 2.5 1.625 CAD 106.314 0.007 2.5 1.898 CANOLA 220.999 0.004 2.5 2.029 CHF -78.300 0.015 2.5 -2.930 COCOA -208.557 0.009 2.5 -4.543 COFFEE 18.935 0.005 2.5 0.245 COPPER 35.599 0.011 2.5 0.973 CORN 277.567 0.004 2.5 2.504 COTTON2 -23.606 0.006 2.5 -0.355 CRUDE_W 16.909 0.053 2.5 2.234 DAX 195.811 0.022 2.5 10.634 DOW 120.431 0.011 2.5 3.432 EUR -43.026 0.015 2.5 -1.610 EUROSTX 64.288 0.011 2.5 1.807 FEEDCOW -86.205 0.011 2.5 -2.316 FTSE100 52.288 0.041 2.5 5.390 GASOIL 8.868 0.029 2.5 0.633 GASOILINE -24.231 0.016 2.5 -0.995 GAS_US -52.143 0.006 2.5 -0.785 GBP 72.194 0.007 2.5 1.289 GOLD_micro -222.628 0.009 2.5 -4.981 HEATOIL 6.800 0.029 2.5 0.485 JPY -3.120 0.026 2.5 -0.202 LEANHOG -162.026 0.019 2.5 -7.570 LIVECOW -111.626 0.011 2.5 -3.000 MXP 311.950 0.005 2.5 3.819 NASDAQ 9.967 0.022 2.5 0.541 NIKKEI 245.155 0.076 2.5 46.563 NZD 74.547 0.006 2.5 1.191 OAT 62.861 0.008 2.5 1.270 OJ -34.364 0.007 2.5 -0.599 PALLAD -10.942 0.010 2.5 -0.263 PLAT 22.888 0.010 2.5 0.551 REDWHEAT 25.007 0.002 2.5 0.133 ROBUSTA 143.551 0.005 2.5 1.861 RUSSELL 237.129 0.021 2.5 12.282 SILVER-mini -15.578 0.009 2.5 -0.349 SOYBEAN 14.540 0.024 2.5 0.857 SOYMEAL 57.846 0.024 2.5 3.411 SOYOIL 39.958 0.004 2.5 0.367 SP400 11.244 0.021 2.5 0.582 SP500 13.038 0.011 2.5 0.372 SUGAR11 223.042 0.005 2.5 3.027 US10 -4.294 0.015 2.5 -0.165 US10U -38.445 0.058 2.5 -5.602 US20 -46.038 0.029 2.5 -3.393 US30 7.247 0.034 2.5 0.608 US5 -5.173 0.015 2.5 -0.198 VIX -175.599 0.075 2.5 -33.092 WHEAT -54.366 0.002 2.5 -0.290 ==================== Position diags ==================== AUD 1.25 BITCOIN 15.23 BOBL 7.51 BTP 0.78 BUND 3.39 BUXL 1.69 CAC 2.04 CAD 2.31 CANOLA 3.66 CHF 2.15 COCOA 3.23 COFFEE 0.42 COPPER 1.05 CORN 1.85 COTTON2 0.89 CRUDE_W 4.52 DAX 18.09 DOW 10.21 EUR 2.33 EUROSTX 3.15 FEEDCOW 2.09 FTSE100 7.00 GASOIL 1.68 GASOILINE 0.82 GAS_US 0.42 GBP 1.62 GOLD_micro 5.81 HEATOIL 1.24 JPY 3.50 LEANHOG 3.78 LIVECOW 3.30 MXP 2.85 NASDAQ 0.77 NIKKEI 48.43 NZD 1.47 OAT 0.90 OJ 1.75 PALLAD 0.31 PLAT 1.23 REDWHEAT 0.42 ROBUSTA 2.01 RUSSELL 20.28 SILVER-mini 1.00 SOYBEAN 5.62 SOYMEAL 4.71 SOYOIL 0.83 SP400 0.85 SP500 0.69 SUGAR11 1.92 US10 3.30 US10U 9.42 US20 3.46 US30 2.56 US5 4.87 VIX 16.55 WHEAT 0.52 dtype: float64 =================================================================================================== Positions vs buffers =================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 0.8 0.7 0.9 0.0 0 BITCOIN 0.4 -1.1 1.9 NaN 0 BOBL 5.1 4.4 5.9 2.0 2 BTP 1.1 1.0 1.2 1.0 1 BUND 4.9 4.5 5.2 2.0 2 BUXL -1.1 -1.3 -1.0 0.0 0 CAC 1.6 1.4 1.8 0.0 0 CAD 1.9 1.7 2.1 0.0 0 CANOLA 2.0 1.7 2.4 NaN 0 CHF -2.9 -3.1 -2.7 -6.0 -6 COCOA -4.5 -4.9 -4.2 -2.0 -2 COFFEE 0.2 0.2 0.3 NaN 0 COPPER 1.0 0.9 1.1 0.0 0 CORN 2.5 2.3 2.7 6.0 6 COTTON2 -0.4 -0.4 -0.3 NaN 0 CRUDE_W 2.2 1.8 2.7 2.0 2 DAX 10.6 8.8 12.4 0.0 0 DOW 3.4 2.4 4.5 0.0 0 EUR -1.6 -1.8 -1.4 -1.0 -1 EUROSTX 1.8 1.5 2.1 0.0 0 FEEDCOW -2.3 -2.5 -2.1 -5.0 -5 FTSE100 5.4 4.7 6.1 0.0 0 GASOIL 0.6 0.5 0.8 0.0 0 GASOILINE -1.0 -1.1 -0.9 0.0 0 GAS_US -0.8 -0.8 -0.7 -2.0 -2 GBP 1.3 1.1 1.5 6.0 6 GOLD_micro -5.0 -5.6 -4.4 -3.0 -3 HEATOIL 0.5 0.4 0.6 1.0 1 JPY -0.2 -0.6 0.1 -3.0 -3 LEANHOG -7.6 -7.9 -7.2 -6.0 -6 LIVECOW -3.0 -3.3 -2.7 -5.0 -5 MXP 3.8 3.5 4.1 3.0 3 NASDAQ 0.5 0.5 0.6 2.0 2 NIKKEI 46.6 41.7 51.4 0.0 0 NZD 1.2 1.0 1.3 0.0 0 OAT 1.3 1.2 1.4 2.0 2 OJ -0.6 -0.8 -0.4 NaN 0 PALLAD -0.3 -0.3 -0.2 NaN 0 PLAT 0.6 0.4 0.7 NaN 0 REDWHEAT 0.1 0.1 0.2 0.0 0 ROBUSTA 1.9 1.7 2.1 2.0 2 RUSSELL 12.3 10.3 14.3 -1.0 -1 SILVER-mini -0.3 -0.4 -0.2 0.0 0 SOYBEAN 0.9 0.3 1.4 1.0 1 SOYMEAL 3.4 2.9 3.9 5.0 5 SOYOIL 0.4 0.3 0.4 0.0 0 SP400 0.6 0.5 0.7 6.0 6 SP500 0.4 0.3 0.4 0.0 0 SUGAR11 3.0 2.8 3.2 0.0 0 US10 -0.2 -0.5 0.2 NaN 0 US10U -5.6 -6.5 -4.7 -6.0 -6 US20 -3.4 -3.7 -3.0 0.0 0 US30 0.6 0.4 0.9 0.0 0 US5 -0.2 -0.7 0.3 0.0 0 VIX -33.1 -34.7 -31.4 -30.0 -30 WHEAT -0.3 -0.3 -0.2 -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 -0.0 0.2 0.3 0.1 -0.0 0.1 -0.1 -0.0 0.0 -0.0 0.2 -0.0 -0.1 0.0 0.3 -0.3 -0.1 -0.1 -0.1 0.1 0.1 -0.0 -0.0 0.0 0.5 2.2 0.1 -0.0 0.0 -0.0 -0.0 0.0 -0.1 -0.1 -0.0 0.0 -0.0 BITCOIN 0.2 0.3 -0.0 0.0 -0.0 0.1 -0.0 0.0 0.0 -0.0 0.0 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 3.5 -4.8 0.1 -0.0 0.0 0.0 -0.0 0.0 0.2 0.1 0.4 0.3 -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 0.3 -0.1 0.1 -0.1 -0.2 -0.0 -0.2 -0.0 1.7 2.4 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 1.4 0.0 -0.0 -0.2 -0.2 BTP 0.0 0.1 0.3 0.0 -0.0 -0.0 -0.1 -0.1 0.0 -0.0 -0.0 -0.0 -0.3 0.0 0.2 0.6 0.6 0.2 0.3 0.1 -0.0 0.0 -0.1 0.0 -0.5 2.2 0.0 0.0 0.0 0.0 -0.1 0.0 2.7 0.3 0.2 -0.0 0.2 BUND 0.1 0.2 0.2 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.0 -0.3 -0.0 -0.3 0.0 -0.0 0.9 0.7 0.3 0.3 -0.0 -0.1 -0.0 -0.2 -0.0 0.9 2.5 0.0 -0.0 -0.1 -0.0 -0.1 0.0 2.8 0.0 -0.0 -0.1 -0.1 BUXL 0.0 -0.0 0.2 0.0 -0.0 -0.0 -0.1 -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 -0.1 -0.0 -0.2 -0.0 0.3 -2.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.2 0.0 -0.2 -0.3 -0.1 CAC 0.1 0.3 0.3 0.1 -0.0 0.1 0.0 0.0 0.1 -0.0 0.4 0.0 0.2 0.1 0.4 -0.4 0.1 -0.1 -0.0 0.2 0.3 0.0 0.2 0.0 -1.5 1.7 0.1 0.0 0.1 0.0 0.0 0.0 0.8 0.1 -0.0 0.0 0.2 CAD 0.0 0.2 0.0 0.1 -0.0 0.1 -0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.2 0.0 0.2 -0.1 -0.1 -0.0 -0.0 0.0 -0.0 -0.0 -0.1 0.0 2.1 2.2 0.0 -0.0 -0.0 -0.0 -0.1 0.0 0.2 0.1 -0.1 -0.0 -0.3 CANOLA -0.0 -0.1 -0.1 0.0 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.1 0.0 -0.2 -0.0 -0.1 0.1 0.4 0.1 0.1 -0.1 -0.1 0.0 -0.0 -0.0 0.8 2.9 -0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.2 0.0 -0.2 -0.2 -0.1 CHF -0.1 0.1 0.3 0.1 -0.0 0.1 -0.1 -0.0 0.0 -0.0 0.3 -0.0 0.0 0.0 0.3 -1.0 -0.5 -0.3 -0.3 0.1 0.1 -0.0 0.0 0.0 -1.0 -2.4 0.1 -0.0 0.1 -0.0 -0.0 0.0 -2.4 0.1 -0.1 -0.1 -0.0 COCOA -0.1 0.1 0.3 0.0 0.0 -0.1 0.1 -0.0 0.1 -0.0 0.2 -0.0 -0.1 0.0 0.2 -0.2 -0.1 -0.0 -0.0 0.1 0.1 -0.0 0.0 0.0 -2.6 -2.2 0.1 -0.0 0.1 -0.0 0.0 0.0 -2.6 -0.2 -0.3 0.1 0.3 COFFEE 0.2 0.2 -0.2 0.0 0.0 -0.1 0.1 -0.0 0.1 0.0 -0.2 0.0 -0.2 0.0 -0.1 0.0 0.1 0.0 0.1 0.0 -0.1 0.0 -0.2 0.0 1.8 2.2 0.0 0.0 -0.0 0.0 -0.0 0.0 -1.2 0.1 0.4 0.2 -0.3 COPPER -0.1 0.3 0.3 0.1 -0.0 0.1 -0.1 0.0 0.0 -0.0 0.2 -0.0 -0.1 0.0 0.3 -0.1 -0.0 -0.0 -0.0 0.2 0.2 -0.0 0.0 0.0 0.6 2.1 0.1 -0.0 0.0 -0.0 0.0 0.0 0.3 0.0 -0.3 0.1 0.1 CORN 0.0 -0.1 -0.3 0.0 0.0 -0.1 0.1 -0.0 0.1 0.0 0.1 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 -0.5 2.3 -0.1 0.0 -0.0 0.0 0.0 -0.0 2.6 -0.0 -0.2 -0.2 -0.2 COTTON2 0.0 0.1 -0.2 0.0 0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 0.0 0.0 -0.2 0.4 0.0 0.1 0.0 -0.0 -0.0 -0.0 0.0 0.3 -2.7 0.0 -0.0 0.0 -0.0 0.0 0.0 0.2 -0.0 -0.1 0.2 0.2 CRUDE_W -0.0 0.1 -0.1 -0.0 0.0 -0.0 -0.1 0.1 -0.0 0.0 -0.1 -0.0 0.0 -0.0 0.0 0.7 0.5 0.2 0.2 -0.0 -0.0 -0.0 0.0 -0.0 -1.5 2.1 0.0 0.0 0.0 -0.0 0.1 -0.0 -0.0 0.0 0.0 0.0 0.2 DAX 0.1 0.3 0.4 0.1 -0.0 0.1 0.0 0.0 0.1 0.0 0.4 0.0 0.0 0.1 0.4 -0.4 -0.2 -0.1 -0.1 0.3 0.3 0.0 0.1 0.0 -1.5 2.2 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 0.0 0.0 0.1 0.0 0.3 0.0 0.0 0.0 0.3 -0.5 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.1 0.0 -0.4 2.1 0.1 0.0 0.1 0.0 0.0 0.0 -0.3 0.0 -0.3 -0.2 0.0 EUR -0.1 0.2 0.4 0.1 -0.0 0.1 -0.1 -0.0 0.0 -0.0 0.3 -0.0 -0.1 0.0 0.3 -0.6 -0.4 -0.2 -0.2 0.2 0.2 -0.0 -0.0 0.0 0.0 -2.3 0.1 -0.0 0.1 -0.0 -0.0 0.0 -1.2 -0.1 -0.1 0.1 0.1 EUROSTX 0.1 0.3 0.3 0.1 -0.0 0.1 0.0 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 0.2 0.0 -2.0 -1.8 0.1 0.0 0.1 0.0 0.0 0.0 2.1 0.0 -0.0 -0.0 0.2 FEEDCOW 0.0 0.0 0.1 0.0 0.0 -0.1 0.1 -0.0 0.1 0.0 0.0 0.0 0.0 0.0 0.2 -1.6 -0.8 -0.4 -0.4 0.0 0.0 0.0 0.0 0.0 -3.2 2.7 0.1 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 0.7 0.3 0.4 -0.1 -0.1 0.0 -0.0 -0.0 -0.8 1.9 -0.0 0.0 -0.1 0.0 -0.0 0.0 2.6 -0.2 -0.3 0.1 0.0 GASOIL -0.0 0.0 -0.3 -0.0 0.0 -0.0 -0.1 0.1 -0.0 -0.0 -0.1 -0.0 0.2 -0.0 -0.1 1.7 0.9 0.4 0.4 -0.0 -0.0 -0.0 0.1 -0.0 -0.4 -3.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 2.7 -0.2 0.0 -0.1 -0.1 GASOILINE 0.1 0.2 -0.1 -0.0 0.0 -0.0 -0.1 0.1 -0.0 -0.0 -0.1 -0.0 0.1 0.0 0.2 -1.0 0.4 -0.4 -0.1 0.1 0.0 -0.0 0.1 0.0 -1.8 -2.6 0.0 -0.0 0.0 -0.0 0.1 0.0 -1.6 0.0 0.2 0.3 0.3 GAS_US -0.2 -0.3 -0.3 -0.0 0.0 -0.0 -0.1 0.1 -0.0 -0.0 -0.4 -0.0 -0.2 -0.1 -0.4 -0.0 -0.1 0.1 0.0 -0.2 -0.2 -0.0 -0.2 -0.0 -0.4 -1.8 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -2.7 0.1 -0.4 -0.3 -0.3 GBP -0.1 0.1 0.3 0.1 -0.0 0.1 -0.0 -0.0 0.0 -0.0 0.3 -0.0 -0.1 -0.0 0.3 -0.2 -0.1 -0.0 -0.0 0.1 0.1 -0.0 -0.1 -0.0 2.0 2.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.1 -0.2 -0.2 -0.1 GOLD_micro -0.1 0.3 0.4 0.1 -0.0 0.1 -0.1 0.0 0.0 -0.0 0.2 -0.0 -0.1 0.0 0.3 -1.0 -0.4 -0.2 -0.2 0.2 0.2 -0.0 0.0 0.0 0.8 -2.7 0.1 -0.0 0.0 -0.0 0.0 0.0 -1.8 -0.0 -0.1 0.1 0.1 HEATOIL 0.0 0.0 -0.3 -0.0 0.0 -0.0 -0.1 0.1 -0.0 -0.0 -0.1 -0.0 0.2 -0.0 -0.0 1.7 0.9 0.5 0.5 -0.0 0.0 -0.0 0.1 -0.0 -1.6 -2.7 -0.0 -0.0 0.0 -0.0 0.1 -0.0 2.8 -0.0 0.0 0.0 0.1 JPY -0.1 0.2 0.3 0.1 -0.0 0.1 -0.1 -0.0 0.0 -0.0 0.2 -0.0 -0.2 0.0 0.3 -0.9 -0.5 -0.2 -0.2 0.1 0.1 -0.0 -0.1 0.0 0.5 2.0 0.1 -0.0 0.0 -0.0 -0.1 0.0 -2.0 0.0 -0.1 0.1 0.1 LEANHOG -0.1 -0.2 -0.1 0.0 0.0 -0.1 0.1 -0.0 0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.2 -1.6 -0.2 -0.4 -0.4 -0.2 -0.1 -0.0 -0.0 -0.0 -0.7 -2.3 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -2.7 -0.1 -0.4 -0.3 -0.1 LIVECOW 0.0 0.1 0.1 0.0 0.0 -0.1 0.1 -0.0 0.1 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 0.1 0.0 -3.3 2.6 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 0.1 0.1 0.1 -0.0 0.1 -0.0 -0.0 0.0 -0.0 0.4 -0.0 0.4 0.0 0.3 1.5 0.8 0.4 0.4 0.2 0.2 -0.0 0.2 0.0 -3.6 2.2 0.1 -0.0 0.1 -0.0 0.1 0.0 2.2 0.0 0.1 0.2 0.1 NASDAQ 0.3 0.3 0.0 0.1 -0.0 0.1 0.0 0.0 0.1 0.0 -0.1 0.1 -0.3 0.1 0.3 -0.4 -0.2 -0.1 -0.1 0.2 -0.0 0.0 -0.1 0.0 0.8 1.9 0.1 0.0 0.0 0.0 -0.0 0.0 -0.3 0.3 0.5 0.0 -0.1 NIKKEI 0.2 0.0 -0.0 0.1 -0.0 0.1 0.0 0.0 0.1 -0.0 -0.0 0.0 0.0 0.0 0.0 1.2 0.5 0.3 0.3 0.1 -0.0 0.0 -0.0 0.0 1.4 -1.9 0.0 -0.0 -0.0 0.0 -0.0 0.0 2.6 0.0 0.1 -0.3 -0.3 NZD -0.1 0.1 0.3 0.1 -0.0 0.1 -0.0 -0.0 0.0 -0.0 0.3 -0.0 -0.1 0.0 0.3 0.0 0.0 0.0 0.0 0.1 0.1 -0.0 -0.0 -0.0 -0.1 2.3 0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.6 -0.0 -0.2 -0.1 0.1 OAT 0.0 0.1 0.2 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.0 -0.2 -0.0 -0.3 0.0 -0.0 0.8 0.5 0.3 0.3 -0.0 -0.1 -0.0 -0.2 -0.0 0.6 2.6 0.0 -0.0 -0.0 -0.0 -0.1 0.0 2.7 0.0 -0.0 -0.1 -0.0 OJ 0.0 0.1 0.3 0.0 0.0 -0.0 0.0 -0.0 0.0 0.0 0.1 0.0 0.1 0.1 0.1 1.5 0.5 0.4 0.3 0.1 0.1 0.0 0.1 0.0 -5.1 -3.3 0.0 0.0 0.0 0.0 0.0 0.0 1.9 0.0 0.5 0.3 0.3 PALLAD -0.1 -0.2 -0.3 0.0 -0.0 0.1 -0.0 0.0 0.0 -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 2.2 -2.6 -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 0.2 0.1 -0.0 0.1 -0.1 0.0 0.0 -0.0 0.2 -0.0 0.1 -0.0 0.1 -0.2 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.3 2.5 0.0 -0.0 0.0 -0.0 0.0 -0.0 0.2 0.0 -0.4 -0.2 -0.0 REDWHEAT 0.2 0.0 -0.2 0.0 0.0 -0.1 0.1 -0.0 0.1 0.0 -0.3 0.0 -0.2 0.0 -0.2 0.6 0.1 0.1 0.1 -0.0 -0.1 0.0 -0.1 0.0 -0.1 2.6 -0.0 0.0 -0.0 0.0 0.0 0.0 -1.3 0.1 0.1 0.0 -0.1 ROBUSTA 0.2 0.3 -0.0 0.0 0.0 -0.1 0.1 -0.0 0.1 0.0 -0.1 0.0 -0.1 0.0 0.1 0.7 0.4 0.2 0.2 0.1 0.0 0.0 -0.0 0.0 -0.7 2.1 0.0 0.0 -0.0 0.0 -0.0 0.0 0.4 0.0 0.4 0.2 -0.1 RUSSELL 0.3 0.3 0.1 0.1 -0.0 0.1 0.0 0.0 0.1 0.0 0.1 0.0 -0.2 0.1 0.3 -0.3 -0.1 -0.1 -0.1 0.2 0.1 0.0 -0.0 0.0 -0.4 2.0 0.1 -0.0 0.0 0.0 0.0 0.0 -0.1 0.3 0.2 0.1 -0.1 SILVER-mini -0.2 -0.0 0.4 0.1 -0.0 0.1 -0.1 0.0 0.0 -0.0 0.3 -0.0 -0.0 -0.0 0.3 -0.4 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.0 -0.0 1.6 -3.2 0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.3 -0.2 0.0 SOYBEAN -0.1 -0.1 -0.0 0.0 0.0 -0.1 0.1 -0.0 0.1 0.0 0.1 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 -2.6 -2.5 -0.0 0.0 0.0 0.0 0.1 -0.0 2.7 0.0 -0.4 -0.1 0.1 SOYMEAL -0.0 0.2 0.3 0.0 0.0 -0.1 0.1 -0.0 0.1 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 -2.5 0.1 -0.0 0.1 0.0 0.1 0.0 2.3 0.1 0.0 0.3 0.3 SOYOIL -0.1 -0.2 -0.2 0.0 0.0 -0.1 0.1 -0.0 0.1 -0.0 -0.1 -0.0 0.1 -0.0 -0.3 0.0 0.7 0.1 0.3 -0.1 -0.1 -0.0 0.0 -0.0 -1.5 2.7 -0.1 -0.0 -0.0 -0.0 0.0 -0.0 1.5 -0.1 -0.4 -0.2 -0.0 SP400 0.2 0.3 0.3 0.1 -0.0 0.1 0.0 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 -1.1 2.4 0.1 0.0 0.0 0.0 0.0 0.0 -0.0 0.0 0.2 0.0 -0.0 SP500 0.2 0.2 0.1 0.1 -0.0 0.1 0.0 0.0 0.1 0.0 0.0 0.0 -0.2 0.1 0.3 -0.5 -0.2 -0.1 -0.1 0.2 0.0 0.0 -0.1 0.0 0.3 2.0 0.1 0.0 0.0 0.0 -0.0 0.0 -0.3 0.2 0.1 -0.1 -0.1 SUGAR11 0.1 -0.0 0.2 0.0 0.0 -0.1 0.1 -0.0 0.1 0.0 0.2 0.0 0.2 0.0 0.2 1.6 0.8 0.4 0.4 0.2 0.1 0.0 0.1 0.0 -3.3 2.3 0.1 0.0 0.1 0.0 0.0 0.0 2.7 0.0 0.4 0.3 0.3 US10 -0.0 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 -0.7 -0.1 -0.2 -0.1 0.0 -0.0 -0.0 -0.2 -0.0 -0.1 2.3 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -1.2 -0.0 -0.0 -0.0 0.0 US10U -0.0 0.2 0.2 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.0 -0.1 -0.0 -0.3 0.0 0.2 0.0 0.2 0.0 0.0 0.0 -0.0 -0.0 -0.2 -0.0 -0.5 -2.9 0.0 -0.0 0.0 -0.0 -0.1 0.0 0.5 -0.0 -0.1 0.0 0.0 US20 0.0 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 -0.2 -2.7 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.7 -0.0 -0.0 -0.0 -0.0 US30 0.0 0.2 0.3 0.0 -0.0 -0.0 -0.1 -0.1 0.0 -0.0 -0.0 -0.0 -0.3 0.0 0.2 -0.2 -0.0 -0.0 -0.0 0.1 -0.0 -0.0 -0.2 0.0 -0.5 2.0 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.3 0.0 0.0 0.0 0.0 US5 -0.0 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 -0.9 -0.1 -0.2 -0.1 0.0 -0.0 -0.0 -0.2 -0.0 0.2 2.4 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -1.2 -0.0 -0.0 -0.0 0.0 VIX -0.1 -1.0 -1.3 -0.1 0.0 -0.2 -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 -3.1 -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 0.1 0.0 -0.3 0.0 -0.3 0.0 -0.3 -0.8 -0.2 -0.2 -0.2 -0.1 -0.2 0.0 -0.2 0.0 0.7 2.5 -0.0 0.0 -0.1 0.0 -0.0 0.0 -2.7 0.0 -0.1 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 -1.6 15.7 16.9 3.9 -4.3 2.3 -2.3 -1.3 1.7 -9.0 7.1 -6.4 -3.4 7.4 13.1 -3.5 -2.5 -3.3 -2.9 11.2 7.0 -8.1 -2.2 4.1 4.2 11.7 4.2 -5.5 2.5 -3.6 -1.2 1.3 -0.6 -6.9 -2.0 1.3 -3.1 BITCOIN 20.0 20.0 -0.4 3.4 -5.5 3.0 -3.9 1.7 0.7 -9.1 1.4 11.7 -14.5 14.3 12.4 -2.5 -0.7 -0.5 -0.2 18.7 1.8 9.3 -17.4 20.0 16.0 -18.1 4.5 -0.8 1.2 2.1 -1.6 4.9 2.7 20.0 20.0 20.0 -16.3 BOBL 7.0 8.9 4.6 2.2 -4.7 -0.8 -2.3 -5.3 1.2 -12.4 -12.0 -9.3 -13.4 0.0 -2.6 -11.6 7.8 -3.9 3.2 -5.4 -13.4 -5.7 -20.0 -2.7 11.2 10.8 -1.0 -3.6 -5.9 -0.9 -12.7 0.3 10.2 9.6 -2.4 -13.0 -12.1 BTP 3.6 8.3 18.8 2.2 -4.7 -0.8 -2.3 -5.3 1.2 -5.9 -0.3 -2.9 -10.0 6.6 7.8 7.8 13.5 11.0 13.4 4.8 -0.5 0.8 -10.4 4.3 -4.2 11.4 3.4 0.4 0.2 2.3 -5.8 3.5 20.0 19.4 8.0 -0.9 10.4 BUND 5.4 9.9 9.8 2.2 -4.7 -0.8 -2.3 -5.3 1.2 -13.4 -10.5 -10.4 -12.8 1.1 -0.8 10.6 15.3 12.2 13.7 -3.9 -10.9 -7.3 -19.3 -3.0 6.9 12.3 0.1 -4.1 -4.1 -1.4 -10.3 0.5 20.0 6.8 -2.4 -10.7 -6.2 BUXL 2.0 -1.6 10.3 2.2 -4.7 -0.8 -2.3 -5.3 1.2 -13.8 -8.8 -13.3 -12.1 -4.4 -3.9 2.0 -0.1 3.2 2.7 -6.9 -11.3 -10.1 -19.0 -7.2 2.7 -10.8 -1.1 -4.5 -3.3 -3.2 -7.3 -1.6 1.3 2.1 -10.1 -20.0 -5.0 CAC 6.0 19.5 20.0 4.3 -1.3 2.3 1.8 0.3 4.2 -4.2 15.0 7.7 7.0 14.2 15.7 -4.5 1.6 -3.0 -1.2 20.0 20.0 10.4 14.1 20.0 -12.9 8.9 5.8 0.1 5.0 2.7 3.0 4.8 6.0 7.5 -0.8 0.2 12.2 CAD 2.9 13.6 2.0 3.9 -4.3 2.3 -2.3 -1.3 1.7 -12.1 -5.2 -2.1 -9.0 9.3 7.0 -1.7 -1.2 -1.8 -1.6 3.6 -3.3 -4.2 -9.9 2.7 15.0 10.4 2.7 -5.8 -1.4 -2.7 -5.7 1.7 1.5 10.0 -5.1 -1.7 -17.4 CANOLA -9.6 -6.5 -8.2 0.5 4.5 -2.5 6.2 -1.3 4.4 10.1 -7.4 4.4 -7.6 -3.9 -5.9 1.6 10.1 3.6 5.6 -8.6 -9.8 2.4 -3.6 -5.1 3.4 11.5 -3.7 1.3 -3.2 1.2 -0.2 -1.9 -1.3 10.3 -20.0 -16.7 -8.7 CHF -5.2 3.2 20.0 3.9 -4.3 2.3 -2.3 -1.3 1.7 -4.8 12.8 -4.2 1.8 2.3 13.6 -14.2 -12.9 -13.9 -13.7 8.9 9.4 -2.5 2.3 2.4 -7.5 -11.5 4.8 -1.3 4.2 -1.1 -0.5 1.7 -18.8 11.4 -3.3 -3.7 -2.0 COCOA -8.0 6.7 18.4 0.5 4.5 -2.5 6.2 -1.3 4.4 -13.8 9.8 -9.9 -2.7 2.0 9.9 -3.2 -3.1 -2.4 -2.2 7.8 9.1 -4.2 2.4 0.6 -16.9 -10.4 5.0 -2.5 5.2 -1.7 1.9 1.3 -18.9 -19.4 -13.4 10.8 20.0 COFFEE 20.0 15.3 -14.0 0.5 4.5 -2.5 6.2 -1.3 4.4 4.8 -10.3 11.2 -10.0 10.3 -2.4 0.3 3.0 1.0 2.7 0.5 -12.5 15.8 -12.8 13.6 11.5 10.0 1.4 2.9 -3.1 5.6 -3.5 5.4 -9.0 17.9 20.0 12.9 -19.6 COPPER -4.4 20.0 20.0 3.4 -5.5 3.0 -3.9 1.7 0.7 -12.0 7.3 -9.4 -3.6 6.5 12.5 -1.4 -0.4 -1.0 -0.7 18.9 15.6 -13.3 2.0 4.1 5.0 11.1 4.2 -4.2 4.0 -3.9 1.4 0.3 2.5 0.0 -11.9 7.4 9.2 CORN 0.9 -5.7 -15.5 0.5 4.5 -2.5 6.2 -1.3 4.4 7.9 2.8 0.2 2.4 -6.5 -11.5 20.0 18.6 20.0 20.0 -6.0 -4.0 2.5 7.2 -2.0 -3.3 11.0 -5.0 1.4 -4.2 0.8 1.5 -2.1 19.0 -5.8 -11.6 -11.9 -16.5 COTTON2 7.9 8.7 -4.4 0.5 4.5 -2.5 6.2 -1.3 4.4 -0.9 -8.0 4.6 -5.7 6.5 9.7 -3.0 11.6 0.2 5.4 1.3 -6.4 -0.2 -4.8 3.0 1.2 -10.9 2.5 -0.9 0.2 -0.9 3.0 1.7 1.3 -20.0 -7.4 6.9 7.2 CRUDE_W -2.3 3.9 -3.4 -1.5 0.1 -1.1 -4.4 2.9 -3.1 1.8 -3.2 -3.1 1.7 -1.0 0.1 8.8 12.2 8.6 9.8 -0.6 -0.4 -4.6 3.8 -3.6 -12.4 10.8 0.6 2.6 1.5 -3.2 5.1 -2.0 -0.2 4.1 1.6 0.9 11.1 DAX 5.1 20.0 20.0 4.3 -1.3 2.3 1.8 0.3 4.2 5.0 14.5 9.8 1.9 14.5 15.8 -9.5 -4.3 -8.1 -6.4 20.0 20.0 14.4 8.7 20.0 -10.0 9.9 5.9 2.6 4.9 4.0 1.8 5.1 -3.4 16.9 2.2 0.9 17.9 DOW -1.1 2.4 15.2 4.3 -1.3 2.3 1.8 0.3 4.2 1.9 10.6 5.2 1.6 5.9 10.6 -7.0 -3.5 -6.3 -5.4 8.0 8.8 3.4 4.1 5.1 -3.8 10.8 4.9 0.3 4.4 2.2 2.2 3.8 -2.1 2.0 -12.7 -16.6 0.8 EUR -8.8 11.6 20.0 3.9 -4.3 2.3 -2.3 -1.3 1.7 -13.9 11.8 -9.9 -3.6 4.7 14.0 -8.3 -8.6 -8.2 -8.4 15.0 13.8 -11.5 -1.6 2.6 0.2 -11.1 5.1 -5.7 4.1 -3.3 -1.2 1.3 -10.7 -8.1 -3.1 6.9 9.9 EUROSTX 6.0 18.5 20.0 4.3 -1.3 2.3 1.8 0.3 4.2 1.5 15.0 9.6 5.7 14.9 16.0 11.4 5.5 8.8 6.5 20.0 20.0 11.0 12.5 19.6 -15.0 -8.5 5.9 1.0 5.5 2.9 3.0 4.6 15.2 8.6 -2.7 -3.4 16.1 FEEDCOW 1.7 3.0 5.7 0.5 4.5 -2.5 6.2 -1.3 4.4 8.1 1.6 11.1 0.3 7.0 9.1 -20.0 -20.0 -20.0 -20.0 4.6 2.5 10.3 0.2 7.2 -18.8 12.2 5.2 3.1 3.6 5.3 1.5 5.3 -20.0 -2.3 -2.2 11.9 20.0 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 0.8 15.8 12.4 16.4 -10.7 -8.9 8.8 -0.9 -2.7 -6.8 10.2 -3.2 5.6 -4.3 4.7 -3.0 0.3 20.0 -12.6 -13.6 4.9 2.9 GASOIL -1.5 2.3 -17.0 -1.5 0.1 -1.1 -4.4 2.9 -3.1 -7.0 -5.2 -9.2 8.8 -2.8 -3.3 20.0 20.0 20.0 20.0 -3.6 -0.5 -16.1 10.0 -9.2 -3.6 -15.4 -3.2 -2.8 -2.0 -6.4 2.7 -4.5 20.0 -17.1 0.9 -9.2 -9.5 GASOILINE 4.3 15.6 -8.6 -1.5 0.1 -1.1 -4.4 2.9 -3.1 -0.7 -6.2 -3.0 3.3 5.7 6.6 -12.2 9.7 -16.5 -3.8 5.5 2.8 -4.6 6.5 1.9 -14.5 -13.1 3.7 -0.2 3.4 -1.8 5.1 1.2 -11.4 1.6 11.7 20.0 20.0 GAS_US -14.8 -20.0 -20.0 -1.5 0.1 -1.1 -4.4 2.9 -3.1 -9.2 -15.9 -13.2 -9.4 -16.2 -16.7 -0.3 -2.4 4.6 1.0 -20.0 -20.0 -16.6 -20.0 -20.0 -3.6 -9.3 -6.1 -1.9 -4.6 -3.2 -0.3 -5.0 -20.0 3.7 -20.0 -20.0 -20.0 GBP -5.8 4.8 14.9 3.9 -4.3 2.3 -2.3 -1.3 1.7 -11.8 10.4 -10.0 -3.1 -0.2 11.7 -2.4 -1.8 -2.2 -2.1 6.6 6.3 -16.7 -4.9 -4.8 14.2 9.4 1.6 -8.5 -0.1 -8.2 -5.7 -2.8 0.6 -17.0 -12.2 -15.4 -7.2 GOLD_micro -10.8 17.6 20.0 3.4 -5.5 3.0 -3.9 1.7 0.7 -11.6 9.8 -9.5 -2.7 5.8 12.9 -12.1 -9.6 -11.8 -11.1 15.0 13.2 -13.4 3.7 2.2 6.7 -13.8 4.2 -5.8 3.8 -4.6 1.4 0.3 -14.3 -1.8 -5.7 4.4 4.3 HEATOIL 0.6 2.3 -15.7 -1.5 0.1 -1.1 -4.4 2.9 -3.1 -5.7 -4.8 -9.0 8.2 -3.8 -1.0 20.0 20.0 20.0 20.0 -2.6 0.0 -12.3 9.6 -7.0 -16.3 -13.6 -0.0 -2.1 1.5 -5.2 7.5 -2.5 20.0 -10.8 3.0 4.0 3.6 JPY -10.0 14.6 20.0 3.9 -4.3 2.3 -2.3 -1.3 1.7 -6.4 8.7 -6.9 -7.2 5.6 12.4 -12.4 -11.1 -12.2 -12.1 11.2 8.1 -7.4 -6.5 1.6 4.0 9.9 4.2 -3.4 2.7 -2.8 -4.2 0.5 -16.0 3.3 -5.2 3.6 4.5 LEANHOG -10.2 -16.6 -8.9 0.5 4.5 -2.5 6.2 -1.3 4.4 -6.8 -5.6 -10.6 -3.9 -13.7 -10.6 -20.0 -4.4 -20.0 -20.0 -14.6 -9.0 -12.0 -1.9 -15.1 -4.6 -11.1 -5.3 -3.6 -3.7 -4.4 -1.2 -5.2 -20.0 -20.0 -20.0 -20.0 -5.4 LIVECOW 4.0 5.2 9.0 0.5 4.5 -2.5 6.2 -1.3 4.4 9.2 13.2 12.4 4.0 12.3 13.2 -20.0 -20.0 -20.0 -20.0 10.5 8.9 13.2 4.8 12.4 -20.0 12.0 5.9 3.0 5.1 5.7 3.6 6.2 -20.0 5.7 11.6 19.9 20.0 MXP -10.2 10.2 5.8 3.9 -4.3 2.3 -2.3 -1.3 1.7 -2.0 15.2 -0.1 15.3 11.7 13.9 20.0 20.0 20.0 20.0 15.9 17.9 -1.1 16.7 8.4 -20.0 9.7 5.6 -1.9 6.3 -0.9 5.4 2.6 20.0 9.7 3.9 12.0 3.4 NASDAQ 20.0 16.3 2.6 4.3 -1.3 2.3 1.8 0.3 4.2 8.1 -5.4 13.4 -11.7 13.7 10.0 -6.3 -4.1 -5.7 -5.2 14.1 -0.1 20.0 -10.3 20.0 7.4 10.2 4.7 2.8 1.4 5.9 -1.1 6.5 -2.4 20.0 20.0 2.0 -9.7 NIKKEI 20.0 0.4 -2.1 4.3 -1.3 2.3 1.8 0.3 4.2 -6.9 -1.2 13.0 0.2 11.3 2.0 20.0 13.3 19.3 16.1 5.9 -0.1 11.7 -0.7 14.2 10.1 -9.4 1.7 -0.8 -1.1 3.9 -1.7 4.7 20.0 0.6 3.2 -20.0 -20.0 NZD -7.0 6.1 20.0 3.9 -4.3 2.3 -2.3 -1.3 1.7 -12.8 11.4 -9.8 -2.4 1.2 13.1 0.3 0.5 0.2 0.1 9.2 9.2 -14.3 -1.0 -1.9 -0.4 10.8 3.8 -7.8 3.4 -5.9 -0.6 -0.7 4.4 -14.6 -10.3 -7.7 7.4 OAT 4.0 6.9 12.6 2.2 -4.7 -0.8 -2.3 -5.3 1.2 -13.0 -8.4 -10.3 -12.1 1.5 -0.3 9.7 12.6 11.7 12.7 -2.1 -7.4 -6.6 -15.4 -2.2 4.7 12.7 0.6 -3.5 -3.2 -1.1 -9.7 0.7 20.0 6.8 -1.5 -11.2 -1.6 OJ 17.2 6.0 11.0 0.5 4.5 -2.5 6.2 -1.3 4.4 14.1 15.4 15.3 15.2 15.0 14.8 20.0 14.6 19.2 17.9 20.0 20.0 20.0 20.0 20.0 -20.0 -12.7 5.4 11.5 4.8 10.5 4.9 7.6 13.8 20.0 20.0 20.0 20.0 PALLAD -10.4 -12.1 -16.9 3.4 -5.5 3.0 -3.9 1.7 0.7 -0.3 -14.1 -10.6 -11.6 -12.9 -14.6 -3.6 -1.7 -2.7 -2.2 -18.5 -18.5 -10.6 -15.0 -15.4 11.9 -11.1 -5.5 -1.2 -5.2 -4.0 -3.9 -4.9 0.0 20.0 -20.0 -20.0 -20.0 PLAT -20.0 -2.0 12.9 3.4 -5.5 3.0 -3.9 1.7 0.7 -13.4 9.2 -15.0 2.7 -11.0 4.0 -2.5 -0.9 -1.7 -1.2 -0.8 6.9 -17.9 4.9 -12.3 -1.6 11.2 1.0 -7.5 3.9 -7.9 2.1 -4.5 1.7 2.3 -20.0 -14.8 -2.8 REDWHEAT 16.5 1.8 -14.3 0.5 4.5 -2.5 6.2 -1.3 4.4 12.9 -11.1 13.8 -8.8 9.4 -7.7 6.9 1.9 5.4 4.0 -3.1 -10.8 11.8 -6.6 7.6 -0.6 12.9 -0.2 5.4 -2.1 5.7 1.4 4.0 -9.4 8.2 6.9 2.4 -8.0 ROBUSTA 20.0 20.0 -2.4 0.5 4.5 -2.5 6.2 -1.3 4.4 4.0 -5.0 10.6 -5.0 12.4 5.9 9.5 9.5 11.7 10.9 13.3 1.5 17.1 -1.9 20.0 -4.3 9.6 3.2 3.1 -0.4 5.6 -1.0 6.0 2.9 17.0 20.0 13.9 -10.2 RUSSELL 19.4 15.7 7.2 4.3 -1.3 2.3 1.8 0.3 4.2 0.9 2.0 9.1 -9.0 13.0 12.2 -5.7 -3.3 -5.2 -4.5 14.8 5.7 14.1 -3.3 19.3 -2.8 10.0 5.1 -0.2 2.7 4.0 0.4 5.9 -1.2 17.6 10.6 3.6 -6.3 SILVER-mini -18.3 -0.1 20.0 3.4 -5.5 3.0 -3.9 1.7 0.7 -12.3 11.0 -13.0 -0.2 -6.7 10.7 -5.8 -4.0 -5.2 -4.7 4.1 9.6 -19.7 3.5 -9.4 7.6 -11.3 1.8 -8.9 3.6 -8.2 0.5 -3.6 -4.1 2.3 -20.0 -15.6 1.9 SOYBEAN -13.7 -7.7 -0.5 0.5 4.5 -2.5 6.2 -1.3 4.4 13.6 2.8 0.5 4.2 -5.3 -3.9 20.0 20.0 20.0 20.0 -4.6 -0.7 2.5 5.6 -3.9 -17.1 -11.7 -0.4 3.6 2.5 2.6 7.5 -0.4 20.0 3.8 -20.0 -5.5 8.9 SOYMEAL -3.1 11.9 17.7 0.5 4.5 -2.5 6.2 -1.3 4.4 0.6 13.3 7.8 12.9 11.3 14.2 20.0 17.5 20.0 19.6 19.5 19.9 8.7 15.9 14.3 -20.0 -12.0 6.0 -0.2 6.7 2.2 6.3 3.9 17.2 8.3 2.1 18.6 20.0 SOYOIL -7.3 -11.0 -13.5 0.5 4.5 -2.5 6.2 -1.3 4.4 -2.9 -2.3 -8.9 3.4 -9.3 -11.1 0.1 16.9 6.4 12.0 -11.3 -6.2 -8.1 3.8 -11.2 -10.4 12.9 -4.6 -0.7 -1.8 -3.2 3.0 -4.6 11.0 -20.0 -20.0 -16.7 -0.8 SP400 17.7 16.1 13.5 4.3 -1.3 2.3 1.8 0.3 4.2 2.1 9.4 10.1 -1.9 13.4 13.9 -5.7 -2.9 -4.6 -3.7 18.8 11.2 15.6 2.9 20.0 -7.1 10.2 5.4 0.1 3.5 4.1 1.6 5.9 -0.0 20.0 9.9 3.1 -0.7 SP500 17.8 11.4 6.5 4.3 -1.3 2.3 1.8 0.3 4.2 7.0 1.0 12.9 -7.0 13.3 11.9 -6.9 -4.4 -6.1 -5.4 12.8 3.8 15.0 -4.1 17.4 3.0 10.2 5.0 1.7 2.1 4.9 -0.8 6.0 -2.7 17.0 4.3 -5.7 -6.3 SUGAR11 13.1 -0.9 14.2 0.5 4.5 -2.5 6.2 -1.3 4.4 0.5 10.0 7.6 7.0 9.2 11.1 20.0 20.0 20.0 20.0 14.8 12.2 11.4 8.3 15.9 -20.0 10.7 5.9 0.7 5.6 3.2 4.1 5.0 20.0 18.9 19.4 20.0 20.0 US10 -1.9 12.3 15.3 2.2 -4.7 -0.8 -2.3 -5.3 1.2 -12.2 -4.6 -10.0 -10.9 1.7 9.0 -8.5 -2.3 -8.1 -6.4 2.7 -3.4 -13.1 -15.7 -2.7 -0.6 9.7 2.0 -9.1 -0.7 -6.2 -6.9 -1.0 -8.3 -7.6 -7.3 -1.4 1.8 US10U -0.3 11.0 14.4 2.2 -4.7 -0.8 -2.3 -5.3 1.2 -11.8 -4.5 -9.1 -11.0 3.9 9.8 0.4 3.7 0.6 1.3 3.1 -3.5 -10.9 -16.0 -1.5 -3.3 -14.1 3.0 -7.4 0.3 -4.7 -5.4 0.2 3.4 -3.7 -4.8 2.1 3.5 US20 1.3 11.0 14.6 2.2 -4.7 -0.8 -2.3 -5.3 1.2 -13.2 -2.7 -8.2 -9.9 5.7 11.2 -10.5 -1.0 -6.9 -4.0 4.7 -2.7 -9.4 -15.8 0.2 -1.5 -12.3 2.6 -7.7 -0.3 -4.3 -5.9 0.2 -4.8 -1.6 -1.6 -2.5 -0.4 US30 4.1 10.6 18.7 2.2 -4.7 -0.8 -2.3 -5.3 1.2 -13.4 -1.9 -6.1 -11.3 7.2 10.0 -1.9 -0.3 -1.6 -1.2 5.7 -3.1 -5.4 -18.1 2.9 -3.7 10.0 3.7 -5.6 0.7 -2.3 -5.1 1.7 -2.1 5.6 2.0 1.2 2.0 US5 -3.4 12.7 15.4 2.2 -4.7 -0.8 -2.3 -5.3 1.2 -12.7 -4.8 -10.7 -11.3 -1.3 8.2 -10.5 -2.0 -8.7 -6.7 1.8 -4.1 -15.1 -16.8 -4.2 1.4 10.8 1.4 -10.1 -1.2 -7.4 -8.1 -2.0 -8.3 -11.0 -11.8 -2.0 1.3 VIX -4.9 -20.0 -20.0 -5.1 1.6 -4.4 -1.3 -3.1 -3.9 10.4 -15.8 -6.8 -14.0 -13.6 -15.8 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -5.9 -19.1 -20.0 NaN -13.5 -6.3 1.9 -6.1 -1.1 -4.4 -4.1 NaN NaN NaN NaN NaN WHEAT 11.7 0.2 -20.0 0.5 4.5 -2.5 6.2 -1.3 4.4 12.1 -13.8 12.9 -12.5 1.0 -11.3 -10.1 -6.0 -8.6 -7.3 -9.2 -17.7 9.3 -13.3 2.5 4.5 11.9 -2.3 6.6 -4.4 5.2 -0.8 2.2 -20.0 5.8 -3.7 0.8 -11.7 End of report for caleb_strategy_v1