******************************************************************************** Strategy report for caleb_strategy_v1 backtest timestamp 20230210_204314 produced at 2023-02-10 21:35:48.347846 ******************************************************************************** ====================================================================================================================================================================================================================================================================================== 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 -0.26 0.0 7787038.05 -7787038.05 -0.23 -0.23 -32.93 999999999 -30 -30 caleb_strategy_v1 US10U False False 0.04 -0.29 -0.24 0.0 41849861.07 -41849861.07 -0.29 -0.33 -5.68 999999999 -7 -8 caleb_strategy_v1 US20 False False 0.04 0.00 -0.15 0.0 44786405.61 -44786405.61 0.00 0.00 -3.44 999999999 0 0 caleb_strategy_v1 CHF False False 0.05 -0.29 -0.14 0.0 47570927.93 -47570927.93 -0.29 -0.29 -2.93 999999999 -6 -6 caleb_strategy_v1 LEANHOG False False 0.01 -0.07 -0.09 0.0 11643809.25 -11643809.25 -0.07 -0.07 -7.60 999999999 -6 -6 caleb_strategy_v1 EUR False False 0.05 -0.05 -0.08 0.0 47061270.66 -47061270.66 -0.05 -0.05 -1.66 999999999 -1 -1 caleb_strategy_v1 FEEDCOW False False 0.03 -0.17 -0.08 0.0 34074853.56 -34074853.56 -0.17 -0.17 -2.26 999999999 -5 -5 caleb_strategy_v1 LIVECOW False False 0.02 -0.11 -0.07 0.0 22906141.13 -22906141.13 -0.11 -0.11 -2.95 999999999 -5 -5 caleb_strategy_v1 BUXL False False 0.05 0.00 -0.06 0.0 53158048.17 -53158048.17 0.00 0.00 -1.20 999999999 0 0 caleb_strategy_v1 GASOILINE False False 0.04 0.00 -0.04 0.0 38513185.26 -38513185.26 0.00 -0.04 -0.99 999999999 0 -1 caleb_strategy_v1 COCOA False False 0.01 -0.02 -0.04 0.0 9148457.28 -9148457.28 -0.02 -0.02 -4.59 999999999 -2 -2 caleb_strategy_v1 GOLD_micro False False 0.01 -0.02 -0.03 0.0 6554761.15 -6554761.15 -0.02 -0.02 -5.16 999999999 -3 -3 caleb_strategy_v1 GAS_US False False 0.01 -0.02 -0.01 0.0 8805477.63 -8805477.63 -0.02 -0.01 -0.79 999999999 -2 -1 caleb_strategy_v1 US10 False False 0.04 0.00 -0.01 0.0 39580464.45 -39580464.45 0.00 0.00 -0.24 999999999 0 0 caleb_strategy_v1 SILVER-mini False False 0.02 0.00 -0.01 0.0 19380100.30 -19380100.30 0.00 0.00 -0.38 999999999 0 0 caleb_strategy_v1 PALLAD False False 0.06 0.00 -0.01 0.0 56276661.47 -56276661.47 0.00 0.00 -0.27 999999999 0 0 caleb_strategy_v1 JPY False False 0.03 -0.10 -0.01 0.0 33388019.31 -33388019.31 -0.10 -0.13 -0.28 999999999 -3 -4 caleb_strategy_v1 COTTON2 False False 0.02 0.00 -0.01 0.0 15029858.38 -15029858.38 0.00 0.00 -0.35 999999999 0 0 caleb_strategy_v1 OJ False False 0.01 0.00 -0.01 0.0 12827614.02 -12827614.02 0.00 0.00 -0.62 999999999 0 0 caleb_strategy_v1 US5 False False 0.04 -0.04 -0.01 0.0 37838770.90 -37838770.90 -0.04 -0.08 -0.35 999999999 -1 -2 caleb_strategy_v1 REDWHEAT False False 0.01 0.00 0.00 0.0 14957237.68 -14957237.68 0.00 0.00 0.13 999999999 0 0 caleb_strategy_v1 WHEAT False False 0.01 -0.03 -0.00 0.0 13894175.75 -13894175.75 -0.03 -0.04 -0.29 999999999 -2 -3 caleb_strategy_v1 BITCOIN False False 0.00 0.00 -0.00 0.0 767854.45 -767854.45 0.00 -0.00 -0.01 999999999 0 -2 caleb_strategy_v1 SOYOIL False False 0.01 0.00 0.00 0.0 12429162.66 -12429162.66 0.00 0.00 0.32 999999999 0 0 caleb_strategy_v1 PLAT False False 0.02 0.00 0.01 0.0 16786754.15 -16786754.15 0.00 0.00 0.50 999999999 0 0 caleb_strategy_v1 CANOLA False False 0.00 0.00 0.01 0.0 4281838.07 -4281838.07 0.00 0.00 1.97 999999999 0 0 caleb_strategy_v1 ROBUSTA False False 0.01 0.01 0.01 0.0 7132576.87 -7132576.87 0.01 0.01 1.85 999999999 2 2 caleb_strategy_v1 COFFEE False False 0.02 0.00 0.01 0.0 22908328.50 -22908328.50 0.00 0.00 0.25 999999999 0 0 caleb_strategy_v1 AUD False False 0.02 0.00 0.02 0.0 24299058.49 -24299058.49 0.00 0.00 0.78 999999999 0 0 caleb_strategy_v1 CORN False False 0.01 0.06 0.02 0.0 10333137.00 -10333137.00 0.06 0.06 2.41 999999999 6 6 caleb_strategy_v1 DOW False False 0.01 0.00 0.02 0.0 5905199.68 -5905199.68 0.00 0.00 3.12 999999999 0 0 caleb_strategy_v1 HEATOIL False False 0.04 0.04 0.02 0.0 40210934.55 -40210934.55 0.04 0.00 0.43 999999999 1 0 caleb_strategy_v1 SOYBEAN False False 0.02 0.02 0.02 0.0 23846710.33 -23846710.33 0.02 0.02 0.85 999999999 1 1 caleb_strategy_v1 GASOIL False False 0.03 0.00 0.02 0.0 28295821.39 -28295821.39 0.00 0.00 0.55 999999999 0 0 caleb_strategy_v1 SUGAR11 False False 0.01 0.00 0.02 0.0 7851294.23 -7851294.23 0.00 0.00 3.06 999999999 0 0 caleb_strategy_v1 COPPER False False 0.04 0.00 0.03 0.0 35592888.51 -35592888.51 0.00 0.00 0.94 999999999 0 0 caleb_strategy_v1 SP500 False False 0.07 0.00 0.03 0.0 71675747.94 -71675747.94 0.00 0.00 0.35 999999999 0 0 caleb_strategy_v1 EUROSTX False False 0.02 0.00 0.03 0.0 15904611.67 -15904611.67 0.00 0.00 1.88 999999999 0 0 caleb_strategy_v1 MXP False False 0.01 0.03 0.03 0.0 9185205.10 -9185205.10 0.03 0.03 3.77 999999999 3 3 caleb_strategy_v1 NZD False False 0.02 0.00 0.03 0.0 22143186.39 -22143186.39 0.00 0.00 1.18 999999999 0 0 caleb_strategy_v1 GBP False False 0.03 0.16 0.03 0.0 26528426.24 -26528426.24 0.16 0.16 1.28 999999999 6 6 caleb_strategy_v1 US30 False False 0.05 0.00 0.03 0.0 48887724.81 -48887724.81 0.00 0.00 0.53 999999999 0 0 caleb_strategy_v1 RUSSELL False False 0.00 -0.00 0.04 0.0 3367675.22 -3367675.22 -0.00 0.00 11.27 999999999 -1 0 caleb_strategy_v1 CAD False False 0.03 0.00 0.05 0.0 26012206.86 -26012206.86 0.00 0.00 1.85 999999999 0 0 caleb_strategy_v1 BTP False False 0.04 0.04 0.05 0.0 43437311.72 -43437311.72 0.04 0.04 1.09 999999999 1 1 caleb_strategy_v1 SP400 False False 0.09 0.46 0.05 0.0 92513511.77 -92513511.77 0.46 0.56 0.56 999999999 5 6 caleb_strategy_v1 CAC False False 0.03 0.00 0.05 0.0 27080267.16 -27080267.16 0.00 0.00 1.68 999999999 0 0 caleb_strategy_v1 NASDAQ False False 0.09 0.17 0.05 0.0 87111582.24 -87111582.24 0.17 0.17 0.54 999999999 2 2 caleb_strategy_v1 SOYMEAL False False 0.02 0.08 0.06 0.0 16347530.21 -16347530.21 0.08 0.08 3.47 999999999 5 5 caleb_strategy_v1 CRUDE_W False False 0.03 0.05 0.06 0.0 26370935.58 -26370935.58 0.05 0.08 2.21 999999999 2 3 caleb_strategy_v1 DAX False False 0.01 0.00 0.06 0.0 5810289.56 -5810289.56 0.00 0.00 10.67 999999999 0 0 caleb_strategy_v1 OAT False False 0.05 0.10 0.06 0.0 49181895.26 -49181895.26 0.10 0.10 1.25 999999999 2 2 caleb_strategy_v1 FTSE100 True False 0.03 0.00 0.16 0.0 0.00 0.00 0.00 0.00 5.31 999999999 0 0 caleb_strategy_v1 BOBL False False 0.04 0.09 0.22 0.0 43929168.22 -43929168.22 0.09 0.09 4.94 999999999 2 2 caleb_strategy_v1 BUND False False 0.05 0.10 0.24 0.0 51111774.95 -51111774.95 0.10 0.10 4.76 999999999 2 2 caleb_strategy_v1 NIKKEI False True 0.01 0.00 0.37 0.0 0.00 0.00 0.00 0.00 50.12 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 57.8 Sum abs risk 50.8 Leverage 3.24 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2857312.35, 'annual_cash_vol_target': 714328.0875, 'daily_cash_vol_target': 44645.50546875} ==================================================================== Vol calculation ==================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0056 0.6943 0.8135 13.0162 BITCOIN 726.4556 21940.0000 3.3111 52.9776 BOBL 0.3972 117.0000 0.3395 5.4321 BTP 1.0919 115.6900 0.9438 15.1011 BUND 0.8801 136.1300 0.6465 10.3439 BUXL 2.0487 141.5800 1.4470 23.1521 CAC 58.2426 7212.5000 0.8075 12.9204 CAD 0.0034 0.7432 0.4610 7.3763 CANOLA 7.4799 822.7000 0.9092 14.5469 CHF 0.0062 1.0874 0.5702 9.1237 COCOA 29.9251 2614.0000 1.1448 18.3168 COFFEE 0.0371 1.7455 2.1238 33.9804 COPPER 0.0463 4.0680 1.1390 18.2233 CORN 4.4518 590.5000 0.7539 12.0624 COTTON2 0.0151 0.8589 1.7528 28.0442 CRUDE_W 1.3061 75.3500 1.7333 27.7335 DAX 123.8314 15475.0000 0.8002 12.8032 DOW 252.6930 33746.0000 0.7488 11.9809 EUR 0.0057 1.0758 0.5317 8.5067 EUROSTX 36.9547 4236.0000 0.8724 13.9583 FEEDCOW 1.1419 194.7250 0.5864 9.3823 FTSE100 57.6590 7070.0000 0.8155 13.0487 GASOIL 18.7569 808.5000 2.3200 37.1194 GASOILINE 0.0532 2.6201 2.0296 32.4734 GAS_US 0.1581 2.5160 6.2827 100.5229 GBP 0.0079 1.2128 0.6534 10.4537 GOLD_micro 17.2555 1872.9000 0.9213 14.7412 HEATOIL 0.0618 2.7356 2.2597 36.1547 JPY 0.0001 0.0076 0.8587 13.7391 LEANHOG 1.3726 83.1750 1.6502 26.4034 LIVECOW 0.9033 163.6250 0.5521 8.8329 MXP 0.0004 0.0525 0.7400 11.8396 NASDAQ 156.5193 12445.2500 1.2577 20.1226 NIKKEI 228.1794 27545.0000 0.8284 13.2542 NZD 0.0048 0.6327 0.7628 12.2041 OAT 0.9312 130.9900 0.7109 11.3744 OJ 0.0285 2.4435 1.1658 18.6525 PALLAD 34.8808 1608.0000 2.1692 34.7073 PLAT 17.6239 959.3000 1.8372 29.3946 REDWHEAT 11.6714 854.7500 1.3655 21.8477 ROBUSTA 28.9802 2038.0000 1.4220 22.7519 RUSSELL 23.0713 1924.5000 1.1988 19.1811 SILVER-mini 0.3998 22.1500 1.8051 28.8815 SOYBEAN 9.4761 1362.7500 0.6954 11.1258 SOYMEAL 5.6156 467.1000 1.2022 19.2356 SOYOIL 0.8567 59.1900 1.4474 23.1582 SP400 27.4574 2643.4000 1.0387 16.6194 SP500 37.0875 4096.0000 0.9055 14.4873 SUGAR11 0.0028 0.2003 1.4008 22.4123 US10 0.5278 113.0938 0.4667 7.4670 US10U 0.7069 119.5781 0.5912 9.4592 US20 0.9664 127.9688 0.7552 12.0831 US30 1.5020 139.6875 1.0753 17.2046 US5 0.3559 108.1172 0.3292 5.2675 VIX 0.5109 22.2500 2.2964 36.7418 WHEAT 9.2902 794.0000 1.1701 18.7209 =========================================================================================================================================== Subsystem position =========================================================================================================================================== Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 694.30 0.81 564.82 1.00 564.82 44645.51 79.04 6.20 48.97 BITCOIN 21.94 3.31 72.65 1.00 72.65 44645.51 614.57 -0.00 -0.23 BOBL 1170.00 0.34 397.22 1.07 426.15 44645.51 104.77 6.54 68.47 BTP 1156.90 0.94 1091.90 1.07 1171.41 44645.51 38.11 14.17 54.00 BUND 1361.30 0.65 880.07 1.07 944.16 44645.51 47.29 13.96 66.03 BUXL 1415.80 1.45 2048.67 1.07 2197.85 44645.51 20.31 -7.03 -14.29 CAC 721.25 0.81 582.43 1.07 624.84 44645.51 71.45 8.37 59.81 CAD 743.25 0.46 342.65 1.00 342.65 44645.51 130.29 7.96 103.67 CANOLA 164.54 0.91 149.60 0.74 111.69 44645.51 399.71 5.37 214.50 CHF 1359.25 0.57 775.08 1.00 775.08 44645.51 57.60 -13.58 -78.20 COCOA 261.40 1.14 299.25 1.00 299.25 44645.51 149.19 -14.11 -210.53 COFFEE 654.56 2.12 1390.14 1.00 1390.14 44645.51 32.12 5.98 19.19 COPPER 1017.00 1.14 1158.32 1.00 1158.32 44645.51 38.54 8.89 34.27 CORN 295.25 0.75 222.59 1.00 222.59 44645.51 200.57 13.35 267.70 COTTON2 429.45 1.75 752.72 1.00 752.72 44645.51 59.31 -3.91 -23.20 CRUDE_W 753.50 1.73 1306.08 1.00 1306.08 44645.51 34.18 4.90 16.73 DAX 154.75 0.80 123.83 1.07 132.85 44645.51 336.06 5.85 196.56 DOW 168.73 0.75 126.35 1.00 126.35 44645.51 353.36 3.10 109.47 EUR 1344.69 0.53 714.93 1.00 714.93 44645.51 62.45 -7.12 -44.47 EUROSTX 423.60 0.87 369.55 1.07 396.46 44645.51 112.61 5.94 66.88 FEEDCOW 973.62 0.59 570.93 1.00 570.93 44645.51 78.20 -10.74 -84.00 FTSE100 707.00 0.82 576.59 1.21 666.67 44645.51 66.97 7.70 51.55 GASOIL 808.50 2.32 1875.69 1.00 1875.69 44645.51 23.80 3.21 7.65 GASOILINE 1100.44 2.03 2233.44 1.00 2233.44 44645.51 19.99 -12.05 -24.09 GAS_US 251.60 6.28 1580.72 1.00 1580.72 44645.51 28.24 -18.64 -52.63 GBP 758.00 0.65 495.25 1.00 495.25 44645.51 90.15 7.96 71.77 GOLD_micro 187.29 0.92 172.56 1.00 172.56 44645.51 258.73 -8.91 -230.56 HEATOIL 1148.95 2.26 2596.25 1.00 2596.25 44645.51 17.20 3.50 6.03 JPY 954.00 0.86 819.20 1.00 819.20 44645.51 54.50 -0.79 -4.31 LEANHOG 332.70 1.65 549.03 1.00 549.03 44645.51 81.32 -20.00 -162.64 LIVECOW 654.50 0.55 361.32 1.00 361.32 44645.51 123.56 -8.90 -109.91 MXP 262.45 0.74 194.21 1.00 194.21 44645.51 229.89 13.38 307.67 NASDAQ 2489.05 1.26 3130.39 1.00 3130.39 44645.51 14.26 6.99 9.96 NIKKEI 27545.00 0.83 22817.94 0.01 173.77 44645.51 256.92 10.27 263.87 NZD 632.70 0.76 482.60 1.00 482.60 44645.51 92.51 7.98 73.85 OAT 1309.90 0.71 931.21 1.07 999.02 44645.51 44.69 13.80 61.66 OJ 366.52 1.17 427.29 1.00 427.29 44645.51 104.49 -3.43 -35.79 PALLAD 1608.00 2.17 3488.08 1.00 3488.08 44645.51 12.80 -8.65 -11.07 PLAT 479.65 1.84 881.19 1.00 881.19 44645.51 50.66 4.10 20.79 REDWHEAT 427.38 1.37 583.57 1.00 583.57 44645.51 76.50 3.16 24.18 ROBUSTA 203.80 1.42 289.80 1.00 289.80 44645.51 154.06 9.27 142.84 RUSSELL 96.22 1.20 115.36 1.00 115.36 44645.51 387.02 5.62 217.55 SILVER-mini 553.75 1.81 999.57 1.00 999.57 44645.51 44.66 -3.85 -17.19 SOYBEAN 681.38 0.70 473.80 1.00 473.80 44645.51 94.23 1.54 14.48 SOYMEAL 467.10 1.20 561.56 1.00 561.56 44645.51 79.50 7.40 58.87 SOYOIL 355.14 1.45 514.03 1.00 514.03 44645.51 86.85 4.04 35.11 SP400 2643.40 1.04 2745.74 1.00 2745.74 44645.51 16.26 6.63 10.78 SP500 2048.00 0.91 1854.38 1.00 1854.38 44645.51 24.08 5.17 12.44 SUGAR11 224.34 1.40 314.24 1.00 314.24 44645.51 142.07 15.88 225.66 US10 1130.94 0.47 527.80 1.00 527.80 44645.51 84.59 -0.74 -6.23 US10U 1195.78 0.59 706.95 1.00 706.95 44645.51 63.15 -6.17 -38.95 US20 1279.69 0.76 966.41 1.00 966.41 44645.51 46.20 -10.09 -46.63 US30 1396.88 1.08 1502.04 1.00 1502.04 44645.51 29.72 2.13 6.32 US5 1081.17 0.33 355.94 1.00 355.94 44645.51 125.43 -0.74 -9.23 VIX 222.50 2.30 510.94 1.00 510.94 44645.51 87.38 -20.00 -174.76 WHEAT 397.00 1.17 464.51 1.00 464.51 44645.51 96.11 -5.58 -53.67 ===================================================================== Portfolio positions ===================================================================== subsystem_position instr weight IDM Notional position AUD 48.969 0.006 2.5 0.782 BITCOIN -0.230 0.009 2.5 -0.005 BOBL 68.473 0.029 2.5 4.941 BTP 53.998 0.008 2.5 1.091 BUND 66.027 0.029 2.5 4.764 BUXL -14.289 0.034 2.5 -1.199 CAC 59.809 0.011 2.5 1.681 CAD 103.666 0.007 2.5 1.851 CANOLA 214.499 0.004 2.5 1.969 CHF -78.205 0.015 2.5 -2.927 COCOA -210.532 0.009 2.5 -4.586 COFFEE 19.194 0.005 2.5 0.249 COPPER 34.266 0.011 2.5 0.936 CORN 267.700 0.004 2.5 2.415 COTTON2 -23.200 0.006 2.5 -0.349 CRUDE_W 16.733 0.053 2.5 2.211 DAX 196.559 0.022 2.5 10.675 DOW 109.471 0.011 2.5 3.120 EUR -44.474 0.015 2.5 -1.664 EUROSTX 66.881 0.011 2.5 1.880 FEEDCOW -84.000 0.011 2.5 -2.257 FTSE100 51.550 0.041 2.5 5.314 GASOIL 7.647 0.029 2.5 0.545 GASOILINE -24.088 0.016 2.5 -0.989 GAS_US -52.633 0.006 2.5 -0.793 GBP 71.767 0.007 2.5 1.281 GOLD_micro -230.556 0.009 2.5 -5.159 HEATOIL 6.026 0.029 2.5 0.430 JPY -4.311 0.026 2.5 -0.279 LEANHOG -162.636 0.019 2.5 -7.598 LIVECOW -109.911 0.011 2.5 -2.953 MXP 307.665 0.005 2.5 3.767 NASDAQ 9.964 0.022 2.5 0.541 NIKKEI 263.871 0.076 2.5 50.118 NZD 73.853 0.006 2.5 1.180 OAT 61.659 0.008 2.5 1.245 OJ -35.790 0.007 2.5 -0.624 PALLAD -11.070 0.010 2.5 -0.266 PLAT 20.794 0.010 2.5 0.500 REDWHEAT 24.184 0.002 2.5 0.129 ROBUSTA 142.839 0.005 2.5 1.852 RUSSELL 217.552 0.021 2.5 11.268 SILVER-mini -17.188 0.009 2.5 -0.385 SOYBEAN 14.483 0.024 2.5 0.854 SOYMEAL 58.869 0.024 2.5 3.471 SOYOIL 35.112 0.004 2.5 0.322 SP400 10.780 0.021 2.5 0.558 SP500 12.442 0.011 2.5 0.355 SUGAR11 225.657 0.005 2.5 3.062 US10 -6.228 0.015 2.5 -0.239 US10U -38.951 0.058 2.5 -5.675 US20 -46.627 0.029 2.5 -3.437 US30 6.325 0.034 2.5 0.531 US5 -9.227 0.015 2.5 -0.354 VIX -174.758 0.075 2.5 -32.933 WHEAT -53.667 0.002 2.5 -0.287 ==================== Position diags ==================== AUD 1.26 BITCOIN 14.48 BOBL 7.56 BTP 0.77 BUND 3.41 BUXL 1.71 CAC 2.01 CAD 2.33 CANOLA 3.67 CHF 2.16 COCOA 3.25 COFFEE 0.42 COPPER 1.05 CORN 1.81 COTTON2 0.89 CRUDE_W 4.52 DAX 18.25 DOW 10.07 EUR 2.34 EUROSTX 3.17 FEEDCOW 2.10 FTSE100 6.90 GASOIL 1.70 GASOILINE 0.82 GAS_US 0.43 GBP 1.61 GOLD_micro 5.79 HEATOIL 1.23 JPY 3.53 LEANHOG 3.80 LIVECOW 3.32 MXP 2.81 NASDAQ 0.77 NIKKEI 48.80 NZD 1.48 OAT 0.90 OJ 1.82 PALLAD 0.31 PLAT 1.22 REDWHEAT 0.41 ROBUSTA 2.00 RUSSELL 20.05 SILVER-mini 1.00 SOYBEAN 5.56 SOYMEAL 4.69 SOYOIL 0.80 SP400 0.84 SP500 0.69 SUGAR11 1.93 US10 3.25 US10U 9.20 US20 3.40 US30 2.50 US5 4.81 VIX 16.47 WHEAT 0.51 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 -0.0 -1.5 1.4 NaN 0 BOBL 4.9 4.2 5.7 2.0 2 BTP 1.1 1.0 1.2 1.0 1 BUND 4.8 4.4 5.1 2.0 2 BUXL -1.2 -1.4 -1.0 0.0 0 CAC 1.7 1.5 1.9 0.0 0 CAD 1.9 1.6 2.1 0.0 0 CANOLA 2.0 1.6 2.3 NaN 0 CHF -2.9 -3.1 -2.7 -6.0 -6 COCOA -4.6 -4.9 -4.3 -2.0 -2 COFFEE 0.2 0.2 0.3 NaN 0 COPPER 0.9 0.8 1.0 0.0 0 CORN 2.4 2.2 2.6 6.0 6 COTTON2 -0.3 -0.4 -0.3 NaN 0 CRUDE_W 2.2 1.8 2.7 2.0 2 DAX 10.7 8.8 12.5 0.0 0 DOW 3.1 2.1 4.1 0.0 0 EUR -1.7 -1.9 -1.4 -1.0 -1 EUROSTX 1.9 1.6 2.2 0.0 0 FEEDCOW -2.3 -2.5 -2.0 -5.0 -5 FTSE100 5.3 4.6 6.0 0.0 0 GASOIL 0.5 0.4 0.7 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 1.4 6.0 6 GOLD_micro -5.2 -5.7 -4.6 -3.0 -3 HEATOIL 0.4 0.3 0.6 1.0 1 JPY -0.3 -0.6 0.1 -3.0 -3 LEANHOG -7.6 -8.0 -7.2 -6.0 -6 LIVECOW -3.0 -3.3 -2.6 -5.0 -5 MXP 3.8 3.5 4.0 3.0 3 NASDAQ 0.5 0.5 0.6 2.0 2 NIKKEI 50.1 45.2 55.0 0.0 0 NZD 1.2 1.0 1.3 0.0 0 OAT 1.2 1.2 1.3 2.0 2 OJ -0.6 -0.8 -0.4 NaN 0 PALLAD -0.3 -0.3 -0.2 NaN 0 PLAT 0.5 0.4 0.6 NaN 0 REDWHEAT 0.1 0.1 0.2 0.0 0 ROBUSTA 1.9 1.7 2.1 2.0 2 RUSSELL 11.3 9.3 13.3 -1.0 -1 SILVER-mini -0.4 -0.5 -0.3 0.0 0 SOYBEAN 0.9 0.3 1.4 1.0 1 SOYMEAL 3.5 3.0 3.9 5.0 5 SOYOIL 0.3 0.2 0.4 0.0 0 SP400 0.6 0.5 0.6 5.0 5 SP500 0.4 0.3 0.4 0.0 0 SUGAR11 3.1 2.9 3.3 0.0 0 US10 -0.2 -0.6 0.1 NaN 0 US10U -5.7 -6.6 -4.8 -7.0 -7 US20 -3.4 -3.8 -3.1 0.0 0 US30 0.5 0.3 0.8 0.0 0 US5 -0.4 -0.8 0.1 -1.0 -1 VIX -32.9 -34.6 -31.3 -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 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 -0.1 -0.1 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 0.0 0.3 -0.1 -0.0 -0.0 -0.0 0.2 0.0 0.0 -0.2 0.0 3.4 -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 0.0 0.1 0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.0 -0.3 -0.0 -0.3 -0.0 -0.1 -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 -0.1 -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 -0.6 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 0.0 0.2 0.1 0.0 -0.0 -0.0 -0.1 -0.1 0.0 -0.0 -0.3 -0.0 -0.3 0.0 -0.0 0.9 0.7 0.3 0.3 -0.1 -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 0.1 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 0.0 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 0.2 0.1 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 0.7 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 0.0 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 -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 -0.0 -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 -2.5 -0.1 -0.3 0.1 0.3 COFFEE 0.2 0.2 -0.2 0.0 0.0 -0.1 0.1 -0.0 0.0 -0.0 -0.2 0.0 -0.2 0.0 -0.0 0.0 0.1 0.0 0.1 0.0 -0.1 0.0 -0.2 0.0 1.9 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 0.0 -0.0 0.1 -0.1 0.0 -0.0 -0.0 0.2 -0.0 -0.1 0.0 0.3 -0.2 -0.0 -0.0 -0.0 0.2 0.2 -0.0 0.0 0.0 0.6 2.1 0.0 -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 2.7 -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 -0.0 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 0.0 0.3 0.4 0.1 -0.0 0.1 0.0 0.0 0.1 0.0 0.4 0.0 0.1 0.1 0.4 -0.4 -0.2 -0.1 -0.1 0.3 0.3 0.0 0.1 0.0 -1.6 2.2 0.1 0.0 0.1 0.0 0.0 0.0 -0.4 0.1 0.1 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 -0.2 -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 -0.0 -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 0.2 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 0.0 -0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.2 -1.6 -0.8 -0.4 -0.4 0.1 0.0 0.0 0.0 0.0 -3.1 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 -0.1 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 -0.1 -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 0.0 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 -0.9 0.4 -0.3 -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 -0.1 -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 -0.2 0.3 0.4 0.0 -0.1 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 0.0 -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 0.0 JPY -0.1 0.2 0.3 0.1 -0.0 0.1 -0.0 -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 0.0 -0.0 0.0 -0.0 -0.1 0.0 -2.0 0.1 -0.2 0.1 0.1 LEANHOG -0.1 -0.3 -0.2 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 -0.6 -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 0.0 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 0.1 0.0 -3.3 2.6 0.1 0.0 0.1 0.0 0.0 0.0 -2.8 0.0 0.3 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 0.1 0.1 -0.0 0.1 0.0 0.0 0.1 0.0 -0.1 0.0 -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 0.1 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 0.1 0.2 -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 -0.1 -0.1 0.0 -0.0 -0.2 -0.0 -0.3 0.0 -0.0 0.8 0.5 0.2 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 0.2 0.4 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 0.6 0.4 0.3 0.1 0.1 0.0 0.1 0.0 -5.1 -3.6 0.0 0.0 0.0 0.0 0.0 0.0 2.1 0.0 0.5 0.3 0.3 PALLAD -0.1 -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 -0.3 -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 -0.1 0.2 0.0 -0.0 0.1 -0.1 0.0 -0.0 -0.0 0.2 -0.0 0.1 -0.0 0.1 -0.2 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.2 2.5 0.0 -0.0 0.0 -0.0 0.0 -0.0 0.2 0.0 -0.4 -0.2 -0.1 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 -1.2 0.0 0.1 0.0 -0.1 ROBUSTA 0.2 0.3 -0.0 0.0 0.0 -0.1 0.1 -0.0 0.0 -0.0 -0.1 0.0 -0.1 0.0 0.1 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 0.2 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 0.2 0.2 0.0 -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 0.0 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 -0.3 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 -2.5 -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 2.4 0.1 0.1 0.2 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 0.2 -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 -0.0 0.1 0.3 -0.3 -0.1 -0.1 -0.1 0.2 0.1 0.0 0.0 0.0 -1.2 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 0.1 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 0.0 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 -0.1 0.2 0.3 0.0 -0.0 -0.0 -0.1 -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 0.3 0.0 -0.0 -0.0 -0.1 -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 -0.4 -2.9 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.5 -0.0 -0.1 0.0 0.1 US20 -0.0 0.2 0.3 0.0 -0.0 -0.0 -0.1 -0.1 0.0 -0.0 -0.1 -0.0 -0.3 0.0 0.3 -0.8 -0.0 -0.2 -0.1 0.0 -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 -0.1 0.2 0.3 0.0 -0.0 -0.0 -0.1 -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 -0.1 -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 -0.0 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 -0.0 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 -2.6 15.5 16.2 3.8 -3.0 2.4 -2.2 -1.3 1.4 -8.2 7.2 -7.2 -3.3 6.6 12.8 -3.6 -2.5 -3.3 -3.0 10.7 7.0 -7.7 -2.1 3.0 4.1 11.7 4.0 -4.0 2.5 -3.4 -1.2 0.9 -0.6 -8.9 -2.8 1.8 -3.0 BITCOIN 20.0 20.0 1.7 3.1 -6.0 3.0 -4.6 1.7 -0.0 -12.5 1.8 7.9 -14.4 13.1 12.1 -2.6 -0.7 -0.6 -0.2 17.0 1.9 2.7 -16.5 16.7 15.5 -18.1 4.4 -3.4 1.2 0.5 -1.6 4.1 2.7 20.0 20.0 19.9 -16.0 BOBL 3.4 9.6 1.3 1.9 -5.8 -0.9 -3.3 -5.4 0.5 -13.5 -12.1 -11.5 -13.4 -0.6 -3.1 -11.6 7.7 -3.9 3.2 -6.1 -13.8 -8.2 -20.0 -4.3 11.1 10.8 -1.3 -4.6 -6.1 -2.2 -12.9 -0.4 10.2 10.2 -1.4 -10.4 -12.3 BTP 0.3 9.6 17.3 1.9 -5.8 -0.9 -3.3 -5.4 0.5 -3.9 -0.2 -3.3 -10.0 6.7 7.9 7.6 13.5 10.8 13.3 4.7 -0.4 1.2 -10.4 4.1 -4.5 11.4 3.5 1.6 0.3 2.4 -5.8 3.5 20.0 20.0 10.4 2.4 10.4 BUND 1.2 10.8 6.9 1.9 -5.8 -0.9 -3.3 -5.4 0.5 -13.3 -10.6 -12.0 -12.9 0.3 -1.3 10.4 15.2 12.1 13.6 -4.6 -11.2 -9.4 -19.6 -4.6 6.8 12.3 -0.1 -4.5 -4.2 -2.5 -10.3 -0.2 20.0 8.7 -1.8 -8.7 -6.4 BUXL -2.4 -0.6 7.6 1.9 -5.8 -0.9 -3.3 -5.4 0.5 -13.8 -9.0 -14.1 -12.2 -4.6 -4.4 2.0 -0.1 3.2 2.7 -7.7 -11.8 -11.8 -19.4 -8.6 2.6 -10.8 -1.4 -4.7 -3.4 -3.8 -7.4 -2.2 1.3 3.5 -8.9 -20.0 -5.3 CAC 3.7 20.0 20.0 4.2 -2.6 2.4 0.8 0.3 3.7 3.4 15.1 9.0 7.2 14.4 15.7 -4.5 1.6 -3.0 -1.2 20.0 20.0 12.3 14.3 20.0 -13.1 8.9 5.9 2.5 5.1 3.3 3.0 4.9 6.1 16.6 3.6 2.1 12.3 CAD 2.7 13.0 1.5 3.8 -3.0 2.4 -2.2 -1.3 1.4 -13.2 -5.2 -4.8 -8.9 8.2 6.4 -1.8 -1.2 -1.8 -1.6 3.1 -3.4 -5.7 -10.1 1.5 15.1 10.4 2.4 -6.1 -1.4 -3.6 -5.8 0.9 1.6 5.0 -6.0 -1.3 -17.4 CANOLA -8.7 -6.8 -8.5 0.5 0.0 -2.5 4.2 -1.4 4.0 6.1 -7.2 4.0 -7.8 -4.1 -6.0 1.8 10.0 3.6 5.6 -8.7 -10.0 0.1 -3.8 -5.4 3.0 11.5 -3.7 -0.9 -3.3 0.2 -0.3 -2.0 -1.2 10.8 -18.6 -17.5 -9.5 CHF -6.6 2.8 17.6 3.8 -3.0 2.4 -2.2 -1.3 1.4 -5.9 12.8 -5.2 2.0 1.3 13.4 -14.1 -12.9 -13.9 -13.7 8.5 9.4 -2.9 2.4 1.9 -7.3 -11.5 4.7 -1.8 4.2 -1.3 -0.4 1.4 -18.7 11.6 -0.6 -4.4 -1.7 COCOA -8.3 5.7 17.7 0.5 0.0 -2.5 4.2 -1.4 4.0 -13.6 9.7 -10.2 -2.7 1.6 9.7 -3.1 -3.1 -2.4 -2.2 7.5 9.1 -4.1 2.4 0.2 -17.0 -10.4 4.9 -2.0 5.3 -1.7 2.0 1.0 -18.8 -16.0 -12.6 10.3 20.0 COFFEE 20.0 15.3 -13.3 0.5 0.0 -2.5 4.2 -1.4 4.0 -0.8 -10.1 10.1 -9.9 10.2 -1.6 0.3 3.0 1.0 2.7 0.9 -12.2 12.5 -12.8 12.8 11.7 10.0 1.6 1.1 -3.0 4.5 -3.5 5.1 -8.8 15.2 20.0 11.5 -18.2 COPPER -8.5 20.0 20.0 3.1 -6.0 3.0 -4.6 1.7 -0.0 -9.8 7.4 -9.9 -3.5 5.9 12.1 -1.9 -0.4 -1.2 -0.8 18.2 15.7 -11.5 2.2 3.2 4.4 11.1 4.1 -2.7 4.0 -3.4 1.5 0.1 2.4 1.3 -12.0 8.1 9.3 CORN -0.2 -6.1 -16.0 0.5 0.0 -2.5 4.2 -1.4 4.0 -1.1 2.9 -2.6 2.3 -7.4 -11.7 20.0 18.7 20.0 20.0 -6.2 -4.1 -1.1 6.9 -3.0 -3.3 11.0 -5.1 -2.8 -4.3 -1.0 1.4 -2.6 19.3 -4.4 -13.5 -12.8 -17.1 COTTON2 7.0 8.3 -4.3 0.5 0.0 -2.5 4.2 -1.4 4.0 0.3 -7.9 4.1 -5.8 6.2 9.8 -3.2 11.5 -0.0 5.3 1.3 -6.4 -0.3 -4.9 2.7 1.3 -10.9 2.4 -1.0 0.2 -0.9 3.0 1.4 1.2 -17.4 -3.1 6.8 8.0 CRUDE_W -3.2 3.3 -3.4 -1.7 -1.2 -1.2 -4.1 2.9 -3.2 4.4 -3.0 -2.4 1.6 -1.0 -0.2 8.9 12.2 8.6 9.8 -0.7 -0.5 -3.4 3.8 -3.2 -12.6 10.8 0.5 1.2 1.5 -2.5 5.2 -1.8 -0.2 3.9 1.9 2.4 11.0 DAX 3.7 20.0 20.0 4.2 -2.6 2.4 0.8 0.3 3.7 6.6 14.6 10.1 2.1 14.6 15.8 -9.6 -4.3 -8.2 -6.5 20.0 20.0 14.4 9.2 20.0 -10.4 9.9 5.9 2.6 5.0 3.9 1.9 5.1 -3.4 20.0 4.4 3.0 18.0 DOW 0.7 2.5 14.9 4.2 -2.6 2.4 0.8 0.3 3.7 -7.1 10.6 3.6 1.7 5.3 10.3 -7.1 -3.6 -6.4 -5.4 7.6 8.7 0.4 4.1 3.9 -3.7 10.8 4.6 -3.4 4.3 0.5 2.2 3.1 -2.1 1.0 -11.5 -16.5 0.6 EUR -10.5 10.9 20.0 3.8 -3.0 2.4 -2.2 -1.3 1.4 -12.8 11.7 -11.2 -3.5 3.4 13.6 -8.3 -8.6 -8.2 -8.4 14.2 13.7 -11.0 -1.6 1.4 0.2 -11.1 4.9 -4.1 4.1 -3.2 -1.2 0.9 -10.6 -4.8 -5.6 5.6 9.5 EUROSTX 4.6 19.9 20.0 4.2 -2.6 2.4 0.8 0.3 3.7 5.9 15.1 10.5 6.0 15.0 16.0 11.5 5.5 8.9 6.6 20.0 20.0 11.7 13.0 19.7 -15.1 -8.5 6.0 2.0 5.6 3.1 3.0 4.7 15.4 16.2 0.4 -1.4 16.1 FEEDCOW 4.2 3.1 5.7 0.5 0.0 -2.5 4.2 -1.4 4.0 8.0 1.8 11.4 0.4 7.8 9.5 -20.0 -20.0 -20.0 -20.0 5.0 2.7 9.7 0.3 7.6 -18.6 12.2 5.2 2.8 3.7 4.8 1.6 5.3 -20.0 11.4 2.7 12.3 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 -5.3 0.7 -17.4 -1.7 -1.2 -1.2 -4.1 2.9 -3.2 -8.8 -5.4 -10.4 8.8 -4.4 -3.9 20.0 20.0 20.0 20.0 -4.7 -0.9 -16.9 10.0 -10.7 -3.4 -15.4 -3.4 -4.2 -2.2 -6.4 2.6 -4.9 20.0 -19.3 -2.1 -10.4 -10.2 GASOILINE 2.1 15.0 -8.4 -1.7 -1.2 -1.2 -4.1 2.9 -3.2 0.1 -6.0 -3.2 3.3 5.4 6.6 -10.7 9.7 -15.8 -3.6 5.3 2.8 -3.6 6.6 1.8 -14.7 -13.1 3.6 -0.3 3.5 -1.5 5.3 1.1 -11.4 2.2 10.6 20.0 20.0 GAS_US -13.4 -20.0 -20.0 -1.7 -1.2 -1.2 -4.1 2.9 -3.2 -9.6 -15.9 -13.2 -9.6 -16.2 -16.7 -1.2 -2.4 4.1 0.8 -20.0 -20.0 -15.7 -20.0 -20.0 -3.7 -9.3 -6.1 -1.7 -4.7 -3.0 -0.4 -4.8 -20.0 8.0 -18.4 -20.0 -20.0 GBP -8.1 4.6 14.6 3.8 -3.0 2.4 -2.2 -1.3 1.4 -8.4 10.5 -9.2 -3.0 -0.8 11.4 -2.5 -1.8 -2.2 -2.1 5.9 6.1 -13.3 -4.9 -4.9 14.2 9.4 1.3 -4.3 -0.2 -6.7 -5.8 -2.9 0.6 -14.0 -11.0 -15.1 -7.6 GOLD_micro -14.4 16.5 20.0 3.1 -6.0 3.0 -4.6 1.7 -0.0 -13.2 9.7 -11.6 -2.6 4.1 12.3 -12.0 -9.6 -11.8 -11.1 13.6 12.9 -15.2 3.7 -0.1 6.7 -13.8 3.8 -6.3 3.8 -5.2 1.4 -0.4 -14.3 0.7 -6.4 4.3 4.7 HEATOIL -1.9 1.1 -16.1 -1.7 -1.2 -1.2 -4.1 2.9 -3.2 -7.4 -4.9 -9.9 8.1 -5.3 -1.4 20.0 20.0 20.0 20.0 -3.3 -0.3 -12.7 9.5 -7.9 -16.3 -13.6 -0.4 -4.0 1.4 -5.4 7.5 -2.9 20.0 -12.8 1.1 3.0 3.2 JPY -11.9 13.8 20.0 3.8 -3.0 2.4 -2.2 -1.3 1.4 -7.4 8.7 -8.1 -7.2 4.6 12.1 -12.4 -11.1 -12.2 -12.1 10.6 8.1 -8.0 -6.5 0.5 3.8 9.9 4.0 -3.3 2.7 -3.0 -4.2 0.2 -16.0 5.2 -7.8 4.0 5.1 LEANHOG -9.0 -18.0 -9.7 0.5 0.0 -2.5 4.2 -1.4 4.0 -9.4 -6.0 -11.4 -4.1 -14.0 -11.2 -20.0 -4.9 -20.0 -20.0 -15.2 -9.6 -12.7 -2.2 -15.7 -4.2 -11.1 -5.4 -3.9 -3.8 -4.5 -1.3 -5.3 -20.0 -20.0 -20.0 -20.0 -7.2 LIVECOW 5.4 5.2 9.4 0.5 0.0 -2.5 4.2 -1.4 4.0 8.0 13.3 11.8 4.2 12.1 13.2 -20.0 -20.0 -20.0 -20.0 10.9 9.2 11.4 5.1 12.2 -20.0 12.0 5.9 1.9 5.1 4.8 3.6 5.9 -20.0 18.8 14.4 20.0 20.0 MXP -10.2 10.2 5.8 4.0 -4.1 2.4 -2.2 -1.3 1.7 -1.8 15.2 -0.0 15.3 11.7 13.9 20.0 20.0 20.0 20.0 15.9 17.9 -1.0 16.7 8.4 -20.0 9.7 5.6 -1.9 6.3 -0.9 5.4 2.6 20.0 9.4 3.8 11.9 3.4 NASDAQ 20.0 18.0 3.0 4.2 -2.6 2.4 0.8 0.3 3.7 5.1 -5.0 12.1 -11.6 13.5 10.3 -6.3 -4.1 -5.8 -5.2 14.7 0.5 18.8 -10.2 20.0 7.2 10.2 4.8 0.8 1.5 4.7 -1.0 6.2 -2.4 20.0 20.0 2.8 -8.8 NIKKEI 20.0 2.2 -2.2 4.2 -2.6 2.4 0.8 0.3 3.7 -2.1 -0.9 13.0 0.3 11.8 2.6 20.0 13.4 19.5 16.3 6.5 0.3 11.4 -0.6 14.3 10.2 -9.4 1.9 0.5 -0.9 3.7 -1.6 4.7 20.0 8.9 9.4 -20.0 -20.0 NZD -9.0 5.8 20.0 3.8 -3.0 2.4 -2.2 -1.3 1.4 -10.8 11.4 -10.2 -2.3 -0.0 12.8 0.3 0.5 0.2 0.1 8.5 9.1 -12.9 -1.0 -2.8 -0.5 10.8 3.5 -5.3 3.4 -5.5 -0.6 -1.1 4.4 -12.5 -10.0 -7.9 7.0 OAT -0.3 7.9 9.8 1.9 -5.8 -0.9 -3.3 -5.4 0.5 -13.0 -8.5 -11.8 -12.2 0.9 -0.7 9.4 12.6 11.5 12.6 -2.7 -7.7 -8.4 -15.7 -3.6 4.5 12.7 0.4 -3.6 -3.2 -1.9 -9.6 0.2 20.0 10.1 -0.7 -9.0 -1.8 OJ 20.0 11.0 15.1 0.5 0.0 -2.5 4.2 -1.4 4.0 14.1 15.5 15.5 15.2 15.4 15.0 20.0 15.0 20.0 18.6 20.0 20.0 20.0 20.0 20.0 -20.0 -14.2 5.4 10.4 4.6 10.1 4.6 7.6 14.8 20.0 20.0 20.0 20.0 PALLAD -9.9 -13.0 -18.0 3.1 -6.0 3.0 -4.6 1.7 -0.0 -2.8 -14.2 -10.9 -11.7 -12.9 -14.7 -3.6 -1.8 -2.7 -2.2 -18.9 -19.0 -10.9 -15.5 -15.5 12.1 -11.1 -5.6 -2.8 -5.3 -4.1 -4.0 -4.9 0.0 20.0 -20.0 -20.0 -20.0 PLAT -20.0 -3.3 12.1 3.1 -6.0 3.0 -4.6 1.7 -0.0 -13.9 8.8 -15.4 2.5 -12.1 2.6 -2.5 -0.9 -1.7 -1.2 -2.3 6.2 -20.0 4.7 -14.3 -1.5 11.2 0.3 -9.1 3.4 -8.7 1.9 -5.2 1.7 5.7 -20.0 -15.6 -3.6 REDWHEAT 16.6 2.3 -14.0 0.5 0.0 -2.5 4.2 -1.4 4.0 -3.1 -11.0 12.1 -8.8 9.3 -7.5 7.5 2.0 5.7 4.2 -2.9 -10.4 7.7 -6.4 6.4 -0.7 12.9 -0.1 -0.2 -2.0 3.5 1.4 3.3 -9.0 2.1 6.3 2.0 -8.1 ROBUSTA 20.0 20.0 -1.3 0.5 0.0 -2.5 4.2 -1.4 4.0 -5.3 -4.7 9.1 -4.9 11.9 6.4 9.3 9.5 11.6 10.9 13.4 1.9 13.4 -1.7 19.4 -4.4 9.6 3.3 1.0 -0.2 4.5 -1.0 5.7 3.1 14.6 20.0 13.5 -9.1 RUSSELL 17.7 16.5 7.5 4.2 -2.6 2.4 0.8 0.3 3.7 -4.1 2.3 6.3 -8.8 11.9 11.7 -5.7 -3.3 -5.2 -4.6 14.3 5.8 7.9 -3.1 16.7 -2.9 10.0 5.0 -2.8 2.7 2.3 0.4 5.2 -1.1 15.8 8.5 3.4 -6.0 SILVER-mini -19.1 -1.7 20.0 3.1 -6.0 3.0 -4.6 1.7 -0.0 -13.5 10.6 -14.0 -0.3 -8.6 9.8 -5.7 -4.1 -5.2 -4.8 2.6 9.0 -20.0 3.4 -11.5 7.6 -11.3 1.2 -9.0 3.2 -8.6 0.4 -4.4 -4.1 -2.4 -20.0 -16.6 1.5 SOYBEAN -11.6 -8.1 -0.4 0.5 0.0 -2.5 4.2 -1.4 4.0 6.3 3.0 -0.1 4.2 -5.4 -4.2 20.0 20.0 20.0 20.0 -4.6 -0.8 0.3 5.5 -4.2 -16.8 -11.7 -0.5 -0.7 2.4 1.0 7.7 -0.7 20.0 3.8 -20.0 -5.8 8.5 SOYMEAL -1.7 12.2 18.3 0.5 0.0 -2.5 4.2 -1.4 4.0 5.2 13.5 9.0 13.0 11.7 14.4 20.0 17.6 20.0 19.6 19.9 20.0 10.4 16.2 14.8 -20.0 -12.0 6.0 1.8 6.8 2.7 6.4 4.0 17.4 12.7 2.7 18.5 20.0 SOYOIL -8.7 -11.7 -15.0 0.5 0.0 -2.5 4.2 -1.4 4.0 -10.4 -2.5 -11.3 3.2 -10.6 -11.7 0.2 16.7 6.2 11.8 -11.7 -6.5 -11.6 3.4 -12.4 -10.3 12.9 -4.7 -4.8 -2.0 -4.5 2.8 -5.0 10.9 -20.0 -20.0 -18.1 -2.4 SP400 16.4 16.7 13.7 4.2 -2.6 2.4 0.8 0.3 3.7 -2.8 9.5 7.7 -1.8 12.5 13.5 -5.7 -2.9 -4.6 -3.7 18.3 11.4 9.5 3.1 18.9 -7.2 10.2 5.4 -2.4 3.6 2.5 1.7 5.3 -0.0 17.2 9.1 2.9 -0.3 SP500 17.8 12.3 6.8 4.2 -2.6 2.4 0.8 0.3 3.7 1.7 1.2 11.2 -6.9 12.9 11.9 -7.0 -4.4 -6.2 -5.5 12.7 4.1 10.4 -4.0 15.8 2.9 10.2 5.0 -1.2 2.2 3.3 -0.8 5.5 -2.7 14.5 5.4 -5.6 -5.9 SUGAR11 14.5 -0.3 14.3 0.5 0.0 -2.5 4.2 -1.4 4.0 1.3 10.2 8.2 7.2 9.7 11.3 20.0 20.0 20.0 20.0 15.4 12.7 12.5 8.6 16.3 -20.0 10.7 6.0 1.9 5.7 3.4 4.1 5.0 20.0 18.4 20.0 20.0 20.0 US10 -5.4 12.2 16.0 1.9 -5.8 -0.9 -3.3 -5.4 0.5 -12.9 -4.8 -11.5 -10.9 0.1 8.3 -8.5 -2.4 -8.1 -6.4 1.7 -3.6 -14.5 -15.6 -4.6 -0.4 9.7 1.5 -9.2 -0.8 -7.0 -7.0 -1.9 -8.4 -7.0 -8.0 -2.7 1.8 US10U -3.6 11.2 15.3 1.9 -5.8 -0.9 -3.3 -5.4 0.5 -12.6 -4.6 -10.7 -11.0 2.6 9.4 0.4 3.7 0.6 1.2 2.2 -3.7 -12.1 -15.8 -3.0 -3.2 -14.1 2.6 -7.7 0.2 -5.4 -5.5 -0.6 3.3 -2.5 -4.9 1.0 3.7 US20 -1.8 11.2 15.6 1.9 -5.8 -0.9 -3.3 -5.4 0.5 -12.9 -2.7 -9.9 -9.9 4.6 10.9 -10.6 -1.2 -7.1 -4.2 3.9 -2.9 -10.7 -15.7 -1.3 -1.3 -12.3 2.2 -7.8 -0.4 -5.1 -6.0 -0.6 -5.0 -0.0 -1.0 -3.9 -0.1 US30 1.0 11.2 20.0 1.9 -5.8 -0.9 -3.3 -5.4 0.5 -12.6 -1.9 -8.0 -11.3 6.5 9.8 -2.1 -0.4 -1.7 -1.3 5.0 -3.1 -7.0 -17.7 1.4 -3.7 10.0 3.5 -6.3 0.7 -3.1 -5.2 1.1 -2.2 5.9 2.1 0.3 2.5 US5 -7.4 12.4 16.1 1.9 -5.8 -0.9 -3.3 -5.4 0.5 -13.2 -5.0 -12.1 -11.3 -3.3 7.4 -10.5 -2.1 -8.7 -6.7 0.6 -4.4 -16.9 -16.8 -6.3 1.6 10.8 0.8 -10.2 -1.4 -8.1 -8.0 -2.9 -8.4 -11.0 -13.3 -3.6 1.2 VIX -4.7 -20.0 -20.0 -5.0 2.6 -4.5 -0.3 -3.2 -3.4 12.9 -15.6 -3.3 -13.9 -12.6 -15.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -1.4 -19.4 -17.3 NaN -13.5 -6.1 3.1 -6.2 0.0 -4.5 -3.5 NaN NaN NaN NaN NaN WHEAT 12.9 0.5 -20.0 0.5 0.0 -2.5 4.2 -1.4 4.0 7.1 -13.6 12.3 -12.6 1.4 -11.1 -10.2 -6.0 -8.7 -7.3 -8.6 -17.4 7.8 -13.3 2.7 4.4 11.9 -2.1 3.4 -4.3 4.4 -0.8 2.3 -20.0 5.4 -1.8 0.8 -11.7 End of report for caleb_strategy_v1