******************************************************************************** Strategy report for caleb_strategy_v1 backtest timestamp 20230228_204945 produced at 2023-02-28 21:36:00.291921 ******************************************************************************** ====================================================================================================================================================================================================================================================================================== Optimal positions ====================================================================================================================================================================================================================================================================================== dont_trade reduce_only weight_per_contract position_limit_weight optimum_weight start_weight maximum_weight minimum_weight previous_weight optimised_weight optimal_position position_limit_contracts previous_position optimised_position caleb_strategy_v1 US10U False False 0.04 -0.41 -0.41 0.0 40922742.86 -40922742.86 -0.41 -0.41 -9.99 999999999 -10 -10 caleb_strategy_v1 VIX False False 0.01 -0.22 -0.24 0.0 7735975.50 -7735975.50 -0.22 -0.22 -31.53 999999999 -29 -28 caleb_strategy_v1 US20 False False 0.04 -0.04 -0.20 0.0 43754974.29 -43754974.29 -0.04 -0.04 -4.68 999999999 -1 -1 caleb_strategy_v1 CHF False False 0.05 -0.23 -0.19 0.0 46479155.28 -46479155.28 -0.23 -0.23 -4.04 999999999 -5 -5 caleb_strategy_v1 EUR False False 0.05 -0.14 -0.13 0.0 46239043.18 -46239043.18 -0.14 -0.09 -2.73 999999999 -3 -2 caleb_strategy_v1 LEANHOG False False 0.01 -0.07 -0.12 0.0 14162248.60 -14162248.60 -0.07 -0.07 -8.34 999999999 -5 -5 caleb_strategy_v1 US5 False False 0.04 -0.22 -0.10 0.0 37252847.59 -37252847.59 -0.22 -0.22 -2.64 999999999 -6 -6 caleb_strategy_v1 BUXL False False 0.05 0.00 -0.09 0.0 49596483.30 -49596483.30 0.00 0.00 -1.81 999999999 0 0 caleb_strategy_v1 JPY False False 0.03 -0.22 -0.07 0.0 32131365.51 -32131365.51 -0.22 -0.22 -2.09 999999999 -7 -7 caleb_strategy_v1 US10 False False 0.04 0.00 -0.06 0.0 38990931.82 -38990931.82 0.00 0.00 -1.56 999999999 0 0 caleb_strategy_v1 FEEDCOW False False 0.04 -0.19 -0.06 0.0 37226107.84 -37226107.84 -0.19 -0.19 -1.55 999999999 -5 -5 caleb_strategy_v1 GOLD_micro False False 0.01 -0.04 -0.05 0.0 6411953.69 -6411953.69 -0.04 -0.04 -8.34 999999999 -7 -7 caleb_strategy_v1 COCOA False False 0.01 -0.02 -0.03 0.0 9775618.70 -9775618.70 -0.02 -0.02 -3.18 999999999 -2 -2 caleb_strategy_v1 LIVECOW False False 0.02 -0.11 -0.03 0.0 22533866.33 -22533866.33 -0.11 -0.11 -1.51 999999999 -5 -5 caleb_strategy_v1 GASOILINE False False 0.04 -0.04 -0.03 0.0 38040253.77 -38040253.77 -0.04 -0.04 -0.77 999999999 -1 -1 caleb_strategy_v1 SILVER-mini False False 0.02 0.00 -0.02 0.0 18510460.56 -18510460.56 0.00 0.00 -0.87 999999999 0 0 caleb_strategy_v1 US30 False False 0.05 -0.09 -0.01 0.0 47192943.09 -47192943.09 -0.09 -0.09 -0.17 999999999 -2 -2 caleb_strategy_v1 GAS_US False False 0.01 -0.01 -0.01 0.0 10013111.40 -10013111.40 -0.01 -0.01 -0.81 999999999 -1 -1 caleb_strategy_v1 OJ False False 0.01 0.00 -0.01 0.0 13227994.22 -13227994.22 0.00 0.00 -0.44 999999999 0 0 caleb_strategy_v1 PALLAD False False 0.05 0.00 -0.01 0.0 49454362.56 -49454362.56 0.00 0.00 -0.20 999999999 0 0 caleb_strategy_v1 WHEAT False False 0.01 -0.04 -0.00 0.0 12957322.39 -12957322.39 -0.04 -0.04 -0.31 999999999 -3 -3 caleb_strategy_v1 PLAT False False 0.02 0.00 0.00 0.0 16696086.17 -16696086.17 0.00 0.00 0.23 999999999 0 0 caleb_strategy_v1 REDWHEAT False False 0.01 0.00 0.00 0.0 14105494.83 -14105494.83 0.00 0.00 0.09 999999999 0 0 caleb_strategy_v1 DOW False False 0.01 0.00 0.00 0.0 5714668.13 -5714668.13 0.00 0.00 0.04 999999999 0 0 caleb_strategy_v1 BITCOIN False False 0.00 -0.01 -0.00 0.0 814634.89 -814634.89 -0.01 -0.01 -4.68 999999999 -8 -8 caleb_strategy_v1 SOYOIL False False 0.01 0.00 0.00 0.0 12545901.21 -12545901.21 0.00 0.00 0.35 999999999 0 0 caleb_strategy_v1 ROBUSTA False False 0.01 0.01 0.01 0.0 7453079.78 -7453079.78 0.01 0.01 1.99 999999999 2 2 caleb_strategy_v1 CANOLA False False 0.00 0.00 0.01 0.0 4215335.87 -4215335.87 0.00 0.00 3.52 999999999 0 0 caleb_strategy_v1 AUD False False 0.02 0.00 0.01 0.0 23527493.88 -23527493.88 0.00 0.00 0.40 999999999 0 0 caleb_strategy_v1 COTTON2 False False 0.01 0.00 0.01 0.0 14666920.59 -14666920.59 0.00 0.00 0.62 999999999 0 0 caleb_strategy_v1 COFFEE False False 0.02 0.00 0.01 0.0 24262236.93 -24262236.93 0.00 0.00 0.37 999999999 0 0 caleb_strategy_v1 SP500 False False 0.07 0.00 0.01 0.0 69593219.78 -69593219.78 0.00 0.00 0.18 999999999 0 0 caleb_strategy_v1 CORN False False 0.01 0.06 0.02 0.0 9940641.20 -9940641.20 0.06 0.06 2.33 999999999 6 6 caleb_strategy_v1 HEATOIL False False 0.04 0.00 0.02 0.0 39722749.86 -39722749.86 0.00 0.00 0.45 999999999 0 0 caleb_strategy_v1 NZD False False 0.02 0.00 0.02 0.0 21596119.41 -21596119.41 0.00 0.00 0.91 999999999 0 0 caleb_strategy_v1 SUGAR11 False False 0.01 0.00 0.02 0.0 7827200.64 -7827200.64 0.00 0.00 2.49 999999999 0 0 caleb_strategy_v1 COPPER False False 0.04 0.00 0.02 0.0 35606442.54 -35606442.54 0.00 0.00 0.61 999999999 0 0 caleb_strategy_v1 GASOIL False False 0.03 0.00 0.02 0.0 28551512.29 -28551512.29 0.00 0.00 0.64 999999999 0 0 caleb_strategy_v1 EUROSTX False False 0.02 0.00 0.03 0.0 15671778.72 -15671778.72 0.00 0.00 2.15 999999999 0 0 caleb_strategy_v1 GBP False False 0.03 0.16 0.03 0.0 26316286.86 -26316286.86 0.16 0.16 1.20 999999999 6 6 caleb_strategy_v1 CAD False False 0.03 0.00 0.04 0.0 25628256.53 -25628256.53 0.00 0.00 1.46 999999999 0 0 caleb_strategy_v1 SOYBEAN False False 0.02 0.02 0.04 0.0 23513523.73 -23513523.73 0.02 0.02 1.68 999999999 1 1 caleb_strategy_v1 CAC False False 0.03 0.00 0.04 0.0 26867227.06 -26867227.06 0.00 0.00 1.63 999999999 0 0 caleb_strategy_v1 DAX False False 0.01 0.00 0.04 0.0 5683700.78 -5683700.78 0.00 0.00 7.80 999999999 0 0 caleb_strategy_v1 NASDAQ False False 0.08 0.08 0.04 0.0 84666148.11 -84666148.11 0.08 0.08 0.42 999999999 1 1 caleb_strategy_v1 RUSSELL False False 0.00 0.00 0.04 0.0 3333629.17 -3333629.17 0.00 0.00 10.66 999999999 0 0 caleb_strategy_v1 MXP False False 0.01 0.03 0.05 0.0 9508439.41 -9508439.41 0.03 0.03 4.87 999999999 3 3 caleb_strategy_v1 BTP False False 0.04 0.04 0.05 0.0 41790177.28 -41790177.28 0.04 0.04 1.09 999999999 1 1 caleb_strategy_v1 SP400 False False 0.09 0.55 0.05 0.0 91284510.90 -91284510.90 0.55 0.55 0.54 999999999 6 6 caleb_strategy_v1 SOYMEAL False False 0.02 0.10 0.05 0.0 15960906.56 -15960906.56 0.10 0.10 3.04 999999999 6 6 caleb_strategy_v1 CRUDE_W False False 0.03 0.13 0.06 0.0 25963540.35 -25963540.35 0.13 0.13 2.17 999999999 5 5 caleb_strategy_v1 OAT False False 0.05 0.09 0.06 0.0 47248305.03 -47248305.03 0.09 0.09 1.25 999999999 2 2 caleb_strategy_v1 BOBL False False 0.04 0.00 0.08 0.0 42574136.01 -42574136.01 0.00 0.00 1.92 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 5.33 999999999 0 0 caleb_strategy_v1 BUND False False 0.05 0.10 0.24 0.0 49123149.72 -49123149.72 0.10 0.10 4.92 999999999 2 2 caleb_strategy_v1 NIKKEI False True 0.01 0.00 0.45 0.0 0.00 0.00 0.00 0.00 64.61 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 17.5 Shocked risk 55.8 Sum abs risk 50.6 Leverage 3.60 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2863245.88, 'annual_cash_vol_target': 715811.47, 'daily_cash_vol_target': 44738.216875} ==================================================================== Vol calculation ==================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0050 0.6736 0.7446 11.9129 BITCOIN 730.4747 23325.0000 3.1317 50.1076 BOBL 0.3238 115.1300 0.2813 4.5004 BTP 0.8808 113.0100 0.7794 12.4703 BUND 0.7157 132.8400 0.5388 8.6201 BUXL 1.7160 134.1200 1.2794 20.4712 CAC 61.2909 7265.5000 0.8436 13.4974 CAD 0.0032 0.7338 0.4311 6.8970 CANOLA 6.2612 819.7000 0.7638 12.2215 CHF 0.0054 1.0647 0.5065 8.1046 COCOA 30.9524 2799.0000 1.1058 17.6934 COFFEE 3.5851 185.2500 1.9353 30.9643 COPPER 0.0552 4.0780 1.3543 21.6684 CORN 4.6934 569.2500 0.8245 13.1920 COTTON2 1.3857 83.9900 1.6498 26.3972 CRUDE_W 1.2060 74.3400 1.6223 25.9572 DAX 122.6105 15370.0000 0.7977 12.7636 DOW 238.7812 32725.0000 0.7297 11.6746 EUR 0.0052 1.0592 0.4872 7.7951 EUROSTX 37.2722 4238.0000 0.8795 14.0716 FEEDCOW 1.0429 213.1750 0.4892 7.8278 FTSE100 57.6590 7070.0000 0.8155 13.0487 GASOIL 16.4034 817.5000 2.0065 32.1045 GASOILINE 0.0482 2.5933 1.8569 29.7110 GAS_US 0.1448 2.8670 5.0499 80.7991 GBP 0.0077 1.2056 0.6370 10.1918 GOLD_micro 14.3173 1835.9000 0.7798 12.4776 HEATOIL 0.0516 2.7080 1.9052 30.4827 JPY 0.0001 0.0074 0.7454 11.9270 LEANHOG 1.2534 101.3750 1.2364 19.7823 LIVECOW 0.7787 161.3000 0.4827 7.7239 MXP 0.0003 0.0544 0.6272 10.0350 NASDAQ 141.3221 12121.0000 1.1659 18.6548 NIKKEI 198.7976 27450.0000 0.7242 11.5875 NZD 0.0043 0.6184 0.6886 11.0178 OAT 0.7488 127.7700 0.5861 9.3774 OJ 3.9129 252.5000 1.5497 24.7945 PALLAD 35.3721 1416.0000 2.4980 39.9685 PLAT 18.2456 956.1000 1.9083 30.5334 REDWHEAT 12.3502 807.7500 1.5290 24.4635 ROBUSTA 28.4260 2134.0000 1.3321 21.3128 RUSSELL 19.6693 1909.0000 1.0303 16.4855 SILVER-mini 0.3465 21.2000 1.6343 26.1493 SOYBEAN 10.4570 1346.5000 0.7766 12.4257 SOYMEAL 5.5521 457.0000 1.2149 19.4386 SOYOIL 0.7743 59.8700 1.2933 20.6931 SP400 22.3548 2613.7000 0.8553 13.6847 SP500 32.7105 3985.2500 0.8208 13.1326 SUGAR11 0.3226 20.0100 1.6124 25.7984 US10 0.4471 111.6406 0.4005 6.4074 US10U 0.6057 117.1719 0.5169 8.2703 US20 0.8610 125.2812 0.6873 10.9964 US30 1.3715 135.1250 1.0150 16.2399 US5 0.2994 106.6641 0.2807 4.4917 VIX 0.5348 22.1500 2.4145 38.6320 WHEAT 10.2499 742.0000 1.3814 22.1023 =========================================================================================================================================== Subsystem position =========================================================================================================================================== Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 673.65 0.74 501.57 1.00 501.57 44738.22 89.20 2.83 25.24 BITCOIN 23.32 3.13 73.05 1.00 73.05 44738.22 612.45 -3.24 -198.70 BOBL 1151.30 0.28 323.83 1.05 341.33 44738.22 131.07 2.03 26.63 BTP 1130.10 0.78 880.79 1.05 928.37 44738.22 48.19 11.18 53.86 BUND 1328.40 0.54 715.69 1.05 754.34 44738.22 59.31 11.51 68.25 BUXL 1341.20 1.28 1716.00 1.05 1808.69 44738.22 24.74 -8.73 -21.58 CAC 726.55 0.84 612.91 1.05 646.02 44738.22 69.25 8.36 57.93 CAD 733.80 0.43 316.32 1.00 316.32 44738.22 141.44 5.79 81.88 CANOLA 163.94 0.76 125.22 0.73 91.97 44738.22 486.44 7.88 383.18 CHF 1330.81 0.51 674.11 1.00 674.11 44738.22 66.37 -16.28 -108.06 COCOA 279.90 1.11 309.52 1.00 309.52 44738.22 144.54 -10.09 -145.86 COFFEE 694.69 1.94 1344.41 1.00 1344.41 44738.22 33.28 8.56 28.49 COPPER 1019.50 1.35 1380.68 1.00 1380.68 44738.22 32.40 6.92 22.43 CORN 284.62 0.82 234.67 1.00 234.67 44738.22 190.64 13.57 258.64 COTTON2 419.95 1.65 692.85 1.00 692.85 44738.22 64.57 6.39 41.25 CRUDE_W 743.40 1.62 1206.04 1.00 1206.04 44738.22 37.10 4.42 16.41 DAX 153.70 0.80 122.61 1.05 129.23 44738.22 346.18 4.15 143.70 DOW 163.62 0.73 119.39 1.00 119.39 44738.22 374.72 0.03 1.30 EUR 1323.94 0.49 645.02 1.00 645.02 44738.22 69.36 -10.52 -72.98 EUROSTX 423.80 0.88 372.72 1.05 392.85 44738.22 113.88 6.72 76.58 FEEDCOW 1065.88 0.49 521.47 1.00 521.47 44738.22 85.79 -6.71 -57.57 FTSE100 707.00 0.82 576.59 1.19 666.67 44738.22 67.11 7.70 51.66 GASOIL 817.50 2.01 1640.34 1.00 1640.34 44738.22 27.27 3.27 8.91 GASOILINE 1089.19 1.86 2022.55 1.00 2022.55 44738.22 22.12 -8.48 -18.75 GAS_US 286.70 5.05 1447.82 1.00 1447.82 44738.22 30.90 -17.44 -53.90 GBP 753.50 0.64 479.97 1.00 479.97 44738.22 93.21 7.23 67.36 GOLD_micro 183.59 0.78 143.17 1.00 143.17 44738.22 312.48 -11.92 -372.54 HEATOIL 1137.36 1.91 2166.86 1.00 2166.86 44738.22 20.65 3.04 6.27 JPY 920.00 0.75 685.80 1.00 685.80 44738.22 65.23 -4.96 -32.35 LEANHOG 405.50 1.24 501.36 1.00 501.36 44738.22 89.23 -20.00 -178.47 LIVECOW 645.20 0.48 311.47 1.00 311.47 44738.22 143.64 -3.92 -56.30 MXP 272.25 0.63 170.75 1.00 170.75 44738.22 262.01 15.17 397.52 NASDAQ 2424.20 1.17 2826.44 1.00 2826.44 44738.22 15.83 4.88 7.72 NIKKEI 27450.00 0.72 19879.76 0.01 145.85 44738.22 306.75 11.09 340.15 NZD 618.35 0.69 425.81 1.00 425.81 44738.22 105.07 5.40 56.75 OAT 1277.70 0.59 748.84 1.05 789.29 44738.22 56.68 10.89 61.70 OJ 378.75 1.55 586.93 1.00 586.93 44738.22 76.22 -3.28 -24.99 PALLAD 1416.00 2.50 3537.21 1.00 3537.21 44738.22 12.65 -6.45 -8.16 PLAT 478.05 1.91 912.28 1.00 912.28 44738.22 49.04 1.98 9.71 REDWHEAT 403.88 1.53 617.51 1.00 617.51 44738.22 72.45 2.31 16.72 ROBUSTA 213.40 1.33 284.26 1.00 284.26 44738.22 157.39 9.73 153.14 RUSSELL 95.45 1.03 98.35 1.00 98.35 44738.22 454.90 4.53 205.85 SILVER-mini 530.00 1.63 866.20 1.00 866.20 44738.22 51.65 -7.51 -38.77 SOYBEAN 673.25 0.78 522.85 1.00 522.85 44738.22 85.57 3.33 28.54 SOYMEAL 457.00 1.21 555.21 1.00 555.21 44738.22 80.58 6.40 51.59 SOYOIL 359.22 1.29 464.58 1.00 464.58 44738.22 96.30 4.01 38.58 SP400 2613.70 0.86 2235.48 1.00 2235.48 44738.22 20.01 5.26 10.52 SP500 1992.62 0.82 1635.52 1.00 1635.52 44738.22 27.35 2.26 6.17 SUGAR11 224.11 1.61 361.36 1.00 361.36 44738.22 123.81 14.82 183.43 US10 1116.41 0.40 447.08 1.00 447.08 44738.22 100.07 -4.07 -40.72 US10U 1171.72 0.52 605.65 1.00 605.65 44738.22 73.87 -9.28 -68.56 US20 1252.81 0.69 861.03 1.00 861.03 44738.22 51.96 -12.23 -63.53 US30 1351.25 1.01 1371.51 1.00 1371.51 44738.22 32.62 -0.60 -1.97 US5 1066.64 0.28 299.44 1.00 299.44 44738.22 149.41 -4.61 -68.86 VIX 221.50 2.41 534.81 1.00 534.81 44738.22 83.65 -20.00 -167.30 WHEAT 371.00 1.38 512.50 1.00 512.50 44738.22 87.29 -6.60 -57.64 ===================================================================== Portfolio positions ===================================================================== subsystem_position instr weight IDM Notional position AUD 25.236 0.006 2.5 0.403 BITCOIN -198.698 0.009 2.5 -4.682 BOBL 26.626 0.029 2.5 1.921 BTP 53.860 0.008 2.5 1.088 BUND 68.249 0.029 2.5 4.925 BUXL -21.585 0.034 2.5 -1.812 CAC 57.925 0.011 2.5 1.628 CAD 81.880 0.007 2.5 1.462 CANOLA 383.182 0.004 2.5 3.517 CHF -108.063 0.015 2.5 -4.044 COCOA -145.864 0.009 2.5 -3.177 COFFEE 28.487 0.005 2.5 0.369 COPPER 22.425 0.011 2.5 0.613 CORN 258.639 0.004 2.5 2.333 COTTON2 41.249 0.006 2.5 0.621 CRUDE_W 16.406 0.053 2.5 2.167 DAX 143.704 0.022 2.5 7.804 DOW 1.303 0.011 2.5 0.037 EUR -72.978 0.015 2.5 -2.731 EUROSTX 76.580 0.011 2.5 2.153 FEEDCOW -57.571 0.011 2.5 -1.547 FTSE100 51.657 0.041 2.5 5.325 GASOIL 8.914 0.029 2.5 0.636 GASOILINE -18.748 0.016 2.5 -0.770 GAS_US -53.902 0.006 2.5 -0.812 GBP 67.357 0.007 2.5 1.203 GOLD_micro -372.539 0.009 2.5 -8.335 HEATOIL 6.273 0.029 2.5 0.447 JPY -32.355 0.026 2.5 -2.094 LEANHOG -178.468 0.019 2.5 -8.338 LIVECOW -56.299 0.011 2.5 -1.513 MXP 397.522 0.005 2.5 4.867 NASDAQ 7.723 0.022 2.5 0.419 NIKKEI 340.152 0.076 2.5 64.606 NZD 56.748 0.006 2.5 0.907 OAT 61.701 0.008 2.5 1.246 OJ -24.995 0.007 2.5 -0.436 PALLAD -8.162 0.010 2.5 -0.196 PLAT 9.712 0.010 2.5 0.234 REDWHEAT 16.723 0.002 2.5 0.089 ROBUSTA 153.139 0.005 2.5 1.985 RUSSELL 205.846 0.021 2.5 10.662 SILVER-mini -38.770 0.009 2.5 -0.867 SOYBEAN 28.536 0.024 2.5 1.683 SOYMEAL 51.590 0.024 2.5 3.042 SOYOIL 38.583 0.004 2.5 0.354 SP400 10.520 0.021 2.5 0.545 SP500 6.169 0.011 2.5 0.176 SUGAR11 183.430 0.005 2.5 2.489 US10 -40.716 0.015 2.5 -1.562 US10U -68.560 0.058 2.5 -9.989 US20 -63.527 0.029 2.5 -4.682 US30 -1.968 0.034 2.5 -0.165 US5 -68.861 0.015 2.5 -2.642 VIX -167.304 0.075 2.5 -31.528 WHEAT -57.642 0.002 2.5 -0.308 ==================== Position diags ==================== AUD 1.43 BITCOIN 14.43 BOBL 9.46 BTP 0.97 BUND 4.28 BUXL 2.08 CAC 1.95 CAD 2.53 CANOLA 4.47 CHF 2.48 COCOA 3.15 COFFEE 0.43 COPPER 0.89 CORN 1.72 COTTON2 0.97 CRUDE_W 4.90 DAX 18.80 DOW 10.68 EUR 2.60 EUROSTX 3.20 FEEDCOW 2.31 FTSE100 6.92 GASOIL 1.95 GASOILINE 0.91 GAS_US 0.47 GBP 1.66 GOLD_micro 6.99 HEATOIL 1.47 JPY 4.22 LEANHOG 4.17 LIVECOW 3.86 MXP 3.21 NASDAQ 0.86 NIKKEI 58.26 NZD 1.68 OAT 1.14 OJ 1.33 PALLAD 0.30 PLAT 1.18 REDWHEAT 0.39 ROBUSTA 2.04 RUSSELL 23.56 SILVER-mini 1.16 SOYBEAN 5.05 SOYMEAL 4.75 SOYOIL 0.88 SP400 1.04 SP500 0.78 SUGAR11 1.68 US10 3.84 US10U 10.76 US20 3.83 US30 2.74 US5 5.73 VIX 15.76 WHEAT 0.47 dtype: float64 =================================================================================================== Positions vs buffers =================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 0.4 0.3 0.5 0.0 0 BITCOIN -4.7 -6.1 -3.2 -8.0 -8 BOBL 1.9 1.0 2.9 0.0 0 BTP 1.1 1.0 1.2 1.0 1 BUND 4.9 4.5 5.4 2.0 2 BUXL -1.8 -2.0 -1.6 0.0 0 CAC 1.6 1.4 1.8 0.0 0 CAD 1.5 1.2 1.7 0.0 0 CANOLA 3.5 3.1 4.0 NaN 0 CHF -4.0 -4.3 -3.8 -5.0 -5 COCOA -3.2 -3.5 -2.9 -2.0 -2 COFFEE 0.4 0.3 0.4 NaN 0 COPPER 0.6 0.5 0.7 0.0 0 CORN 2.3 2.2 2.5 6.0 6 COTTON2 0.6 0.5 0.7 NaN 0 CRUDE_W 2.2 1.7 2.7 5.0 5 DAX 7.8 5.9 9.7 0.0 0 DOW 0.0 -1.0 1.1 0.0 0 EUR -2.7 -3.0 -2.5 -3.0 -3 EUROSTX 2.2 1.8 2.5 0.0 0 FEEDCOW -1.5 -1.8 -1.3 -5.0 -5 FTSE100 5.3 4.6 6.0 0.0 0 GASOIL 0.6 0.4 0.8 0.0 0 GASOILINE -0.8 -0.9 -0.7 -1.0 -1 GAS_US -0.8 -0.9 -0.8 -1.0 -1 GBP 1.2 1.0 1.4 6.0 6 GOLD_micro -8.3 -9.0 -7.6 -7.0 -7 HEATOIL 0.4 0.3 0.6 0.0 0 JPY -2.1 -2.5 -1.7 -7.0 -7 LEANHOG -8.3 -8.8 -7.9 -5.0 -5 LIVECOW -1.5 -1.9 -1.1 -5.0 -5 MXP 4.9 4.5 5.2 3.0 3 NASDAQ 0.4 0.3 0.5 1.0 1 NIKKEI 64.6 58.8 70.4 0.0 0 NZD 0.9 0.7 1.1 0.0 0 OAT 1.2 1.1 1.4 2.0 2 OJ -0.4 -0.6 -0.3 NaN 0 PALLAD -0.2 -0.2 -0.2 NaN 0 PLAT 0.2 0.1 0.4 NaN 0 REDWHEAT 0.1 0.1 0.1 0.0 0 ROBUSTA 2.0 1.8 2.2 2.0 2 RUSSELL 10.7 8.3 13.0 0.0 0 SILVER-mini -0.9 -1.0 -0.8 0.0 0 SOYBEAN 1.7 1.2 2.2 1.0 1 SOYMEAL 3.0 2.6 3.5 6.0 6 SOYOIL 0.4 0.3 0.4 0.0 0 SP400 0.5 0.4 0.6 6.0 6 SP500 0.2 0.1 0.3 0.0 0 SUGAR11 2.5 2.3 2.7 0.0 0 US10 -1.6 -1.9 -1.2 NaN 0 US10U -10.0 -11.1 -8.9 -10.0 -10 US20 -4.7 -5.1 -4.3 -1.0 -1 US30 -0.2 -0.4 0.1 -2.0 -2 US5 -2.6 -3.2 -2.1 -6.0 -6 VIX -31.5 -33.1 -30.0 -29.0 -29 WHEAT -0.3 -0.4 -0.3 -3.0 -3 ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 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-0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.3 -0.0 -0.3 -0.0 -0.3 -0.9 -0.3 -0.2 -0.2 -0.1 -0.2 -0.0 -0.1 -0.0 0.9 2.5 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -2.7 -0.1 -0.2 -0.1 -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 -20.0 2.1 13.5 0.3 -5.3 1.5 -6.5 -1.3 -4.1 -13.0 6.3 -15.3 -3.0 -9.9 5.4 -3.5 -2.6 -3.4 -3.1 -1.2 3.2 -20.0 -2.5 -13.8 4.1 11.7 -0.8 -7.2 0.9 -8.3 -1.4 -5.6 -0.6 -9.7 -8.7 0.3 -3.1 BITCOIN -5.4 20.0 16.1 -1.0 -2.2 1.3 -5.0 1.4 -4.5 -10.1 7.3 1.9 -13.2 11.9 12.9 -4.0 -1.1 -2.0 -1.1 15.2 5.8 -0.5 -12.1 10.0 8.1 -18.1 4.5 -2.2 2.4 -0.1 -0.8 3.0 2.0 20.0 20.0 20.0 -6.4 BOBL -20.0 -0.3 -3.3 -2.3 -3.8 -2.1 -5.6 -5.1 -4.9 -13.8 -14.1 -15.4 -14.2 -13.6 -11.7 -12.5 4.9 -7.4 -0.7 -18.0 -20.0 -20.0 -20.0 -20.0 11.7 10.8 -4.8 -9.1 -5.9 -8.3 -10.2 -6.7 4.5 -8.1 4.2 -4.3 -15.4 BTP -10.3 6.5 11.3 -2.3 -3.8 -2.1 -5.6 -5.1 -4.9 -7.9 -1.0 -13.7 -10.0 -2.8 1.7 6.6 12.7 9.3 11.9 -1.6 -2.3 -8.6 -12.0 -6.7 -7.9 11.4 1.3 -2.4 0.1 -3.5 -7.0 -1.7 20.0 4.0 20.0 15.2 7.2 BUND -18.6 0.6 0.8 -2.3 -3.8 -2.1 -5.6 -5.1 -4.9 -13.7 -12.7 -15.3 -13.6 -11.7 -9.1 10.1 14.8 11.4 13.0 -14.8 -17.0 -19.3 -20.0 -18.0 6.8 12.3 -3.9 -8.6 -5.1 -7.6 -10.0 -6.0 20.0 -4.1 8.2 0.7 -8.4 BUXL -17.0 -5.9 -0.7 -2.3 -3.8 -2.1 -5.6 -5.1 -4.9 -13.4 -11.5 -15.0 -13.1 -12.5 -11.2 2.0 0.2 2.8 2.6 -16.6 -17.5 -19.4 -20.0 -18.9 2.6 -10.8 -4.6 -8.6 -4.8 -7.3 -7.9 -6.3 1.7 -6.1 4.1 -6.1 -7.3 CAC -3.0 16.3 20.0 3.2 -2.9 3.0 -2.6 0.9 0.3 -2.5 15.5 5.2 9.6 13.2 15.0 -4.1 1.0 -3.3 -1.7 20.0 20.0 4.1 16.6 14.9 -15.6 8.9 6.0 -1.2 5.8 0.9 3.9 3.9 6.0 17.2 20.0 15.6 14.4 CAD -13.3 3.1 0.4 0.3 -5.3 1.5 -6.5 -1.3 -4.1 -13.4 -5.8 -14.6 -8.8 -5.8 -1.5 -2.3 -1.4 -2.0 -1.8 -4.2 -5.2 -17.4 -10.4 -11.4 15.7 10.4 -2.0 -9.0 -2.2 -9.4 -5.1 -6.1 1.5 -8.6 2.5 1.8 -16.3 CANOLA 1.5 -11.2 -8.0 1.6 -4.2 -1.3 -0.1 -1.1 2.4 -7.0 -5.3 -3.1 -9.0 -4.5 -7.0 15.0 11.0 8.9 8.2 -8.1 -11.5 -2.4 -5.5 -4.2 2.8 11.5 -5.0 -4.0 -4.4 -4.7 -1.1 -4.9 1.0 -10.1 -9.9 -20.0 -19.3 CHF -16.1 -4.7 14.0 0.3 -5.3 1.5 -6.5 -1.3 -4.1 -12.7 10.6 -14.6 2.5 -11.9 7.9 -15.5 -13.5 -14.8 -14.3 -1.0 6.0 -19.4 2.2 -12.6 -5.7 -11.5 -0.4 -9.7 2.3 -9.5 -0.5 -5.9 -19.5 -5.2 2.5 -5.6 2.2 COCOA 10.8 7.2 19.4 1.6 -4.2 -1.3 -0.1 -1.1 2.4 12.1 12.5 13.5 -0.3 12.8 13.7 0.1 -2.7 -1.1 -1.5 15.6 12.6 16.5 4.9 17.3 -18.7 -10.4 6.0 4.6 4.9 6.1 2.3 6.5 -18.4 20.0 19.7 17.7 20.0 COFFEE 19.6 20.0 -0.3 1.6 -4.2 -1.3 -0.1 -1.1 2.4 1.3 -6.3 7.1 -8.4 13.2 9.6 2.9 3.1 1.8 2.8 11.5 -3.8 11.9 -9.7 18.8 10.9 10.0 3.7 -1.2 -0.6 2.4 -2.3 4.9 -9.4 3.4 16.2 15.9 4.6 COPPER -19.7 4.7 20.0 -1.0 -2.2 1.3 -5.0 1.4 -4.5 -3.7 8.8 -5.9 -2.6 3.8 9.1 -0.6 -0.4 -0.9 -0.7 8.4 10.9 -5.5 2.9 -1.0 -3.0 11.1 1.2 -2.2 3.4 -5.0 1.8 -3.4 2.7 0.1 10.3 14.6 10.2 CORN -4.9 -5.5 -19.3 1.6 -4.2 -1.3 -0.1 -1.1 2.4 -14.0 3.7 -12.4 1.4 -12.3 -12.9 20.0 19.8 20.0 20.0 -9.7 -5.7 -20.0 4.7 -14.8 0.8 11.0 -5.5 -12.1 -4.0 -10.6 0.2 -7.3 20.0 -20.0 -19.1 -20.0 -20.0 COTTON2 -7.3 4.9 -3.3 1.6 -4.2 -1.3 -0.1 -1.1 2.4 6.4 -8.5 -3.0 -9.6 -4.1 2.9 -4.1 11.4 -1.6 3.7 -4.0 -9.3 -0.5 -10.2 -4.1 2.9 12.0 -1.4 2.9 -1.3 -0.7 1.3 -2.8 -1.0 -6.3 -14.3 -5.6 7.5 CRUDE_W -3.4 0.4 -3.9 -2.5 3.2 -1.8 -0.4 2.5 -2.4 -3.3 -0.3 -3.1 1.2 -5.2 -3.6 8.0 11.9 8.4 9.5 -3.0 -1.5 -6.2 3.4 -5.8 -11.2 10.8 -1.2 -1.2 0.8 -4.0 5.3 -3.7 -0.2 -7.2 -1.2 2.8 8.5 DAX -7.0 15.4 20.0 3.2 -2.9 3.0 -2.6 0.9 0.3 -4.7 15.3 1.6 4.3 13.2 15.2 -10.1 -5.1 -9.0 -7.4 20.0 20.0 -0.8 12.1 9.3 -14.3 9.9 5.6 -1.6 6.2 -0.5 3.1 2.5 -3.9 6.8 17.8 11.0 16.2 DOW -16.2 -4.8 8.4 3.2 -2.9 3.0 -2.6 0.9 0.3 -13.4 9.7 -14.2 1.8 -10.2 -1.4 -8.1 -4.1 -7.2 -6.1 -2.7 4.9 -20.0 3.6 -14.8 -2.6 10.8 1.9 -6.7 3.6 -5.7 2.5 -2.3 -2.3 -9.2 -1.4 -15.7 -7.2 EUR -20.0 -3.6 20.0 0.3 -5.3 1.5 -6.5 -1.3 -4.1 -8.4 9.9 -14.1 -2.7 -11.0 7.4 -8.6 -8.7 -8.5 -8.6 1.0 8.6 -15.7 -1.7 -12.6 -2.4 -11.1 0.7 -3.8 2.9 -5.8 -1.4 -4.3 -10.6 4.7 -3.2 -0.3 7.2 EUROSTX -5.5 15.7 20.0 3.2 -2.9 3.0 -2.6 0.9 0.3 -3.8 15.5 1.5 8.7 12.8 15.0 12.3 6.4 10.3 7.9 20.0 20.0 0.8 15.5 10.7 -17.1 -8.5 5.8 -1.2 6.6 -0.1 4.2 2.9 18.2 8.3 17.6 9.0 15.1 FEEDCOW 14.0 7.3 9.0 1.6 -4.2 -1.3 -0.1 -1.1 2.4 14.0 4.9 15.4 2.0 14.7 13.8 -20.0 -20.0 -20.0 -20.0 12.7 7.1 20.0 2.4 18.6 -13.0 12.2 6.0 8.2 4.2 8.1 2.1 7.1 -20.0 20.0 20.0 16.2 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 -10.7 -4.1 -17.9 -2.5 3.2 -1.8 -0.4 2.5 -2.4 8.1 -7.7 -5.3 8.1 -10.6 -7.0 20.0 20.0 20.0 20.0 -9.2 -4.6 -3.1 8.5 -9.4 -1.7 -15.4 -4.6 3.2 -3.5 -0.9 1.7 -3.8 20.0 0.4 -11.9 -5.1 -13.4 GASOILINE -5.6 9.0 -3.9 -2.5 3.2 -1.8 -0.4 2.5 -2.4 0.9 -1.9 -1.7 3.3 -0.2 5.7 5.1 9.9 -6.7 -0.8 2.3 2.6 -3.3 7.1 -2.0 -13.6 -13.1 2.3 1.2 3.9 -1.9 6.8 -1.0 -9.2 -4.6 -3.7 15.6 18.2 GAS_US 12.0 -20.0 -20.0 -2.5 3.2 -1.8 -0.4 2.5 -2.4 13.1 -16.1 6.3 -11.3 -10.8 -15.8 -13.9 -4.2 -3.8 -3.0 -20.0 -20.0 3.3 -20.0 -15.1 0.4 -9.3 -5.2 4.6 -5.7 2.7 -1.3 -1.2 -20.0 19.5 10.0 -18.0 -15.9 GBP -15.5 -2.7 12.8 0.3 -5.3 1.5 -6.5 -1.3 -4.1 1.5 10.1 -10.7 -2.8 -8.8 7.1 -2.6 -1.9 -2.4 -2.3 -1.1 2.4 -5.5 -5.0 -7.2 13.6 9.4 -1.8 0.3 -1.7 -3.0 -6.5 -4.1 0.6 15.4 0.4 -4.9 -8.0 GOLD_micro -20.0 -3.9 20.0 -1.0 -2.2 1.3 -5.0 1.4 -4.5 -3.1 6.6 -14.2 -2.7 -12.5 3.9 -12.7 -10.1 -12.2 -11.6 -1.8 7.3 -16.6 3.2 -16.5 5.1 -13.8 -0.8 -0.6 1.9 -4.5 1.1 -4.8 -14.8 4.9 2.5 0.7 6.5 HEATOIL -9.7 -3.2 -13.0 -2.5 3.2 -1.8 -0.4 2.5 -2.4 1.9 -6.3 -7.4 7.5 -12.1 -4.7 20.0 20.0 20.0 20.0 -8.1 -3.5 -5.5 8.8 -9.5 -12.9 -13.6 -2.8 1.0 -0.0 -3.1 7.2 -4.4 20.0 -5.5 -12.1 0.6 -1.2 JPY -20.0 -4.1 20.0 0.3 -5.3 1.5 -6.5 -1.3 -4.1 -11.9 6.3 -15.3 -7.1 -14.4 4.5 -13.9 -11.6 -13.1 -12.8 -4.4 2.3 -20.0 -8.2 -18.1 4.2 9.9 -1.4 -5.1 0.4 -7.0 -4.2 -5.9 -16.7 -0.2 -7.1 -16.3 5.4 LEANHOG 3.0 -14.4 -13.3 1.6 -4.2 -1.3 -0.1 -1.1 2.4 -12.8 -8.1 -2.7 -5.5 -10.7 -11.2 -20.0 -18.9 -20.0 -20.0 -11.7 -10.6 -7.0 -4.0 -7.6 3.5 -11.1 -5.7 -6.1 -4.7 -5.6 -2.1 -5.4 -20.0 -20.0 -20.0 -20.0 -18.6 LIVECOW 10.0 9.2 13.1 1.6 -4.2 -1.3 -0.1 -1.1 2.4 12.0 14.8 14.6 6.7 15.4 15.4 4.5 -20.0 -20.0 -20.0 16.2 14.0 10.2 8.3 14.9 -20.0 12.0 6.2 1.3 5.9 2.7 4.3 4.9 -20.0 4.5 15.2 19.1 20.0 MXP 9.4 10.5 8.7 0.3 -5.3 1.5 -6.5 -1.3 -4.1 13.5 16.2 15.4 15.8 16.0 16.1 20.0 20.0 20.0 20.0 20.0 20.0 15.4 20.0 20.0 -20.0 9.7 6.4 2.9 6.6 4.2 5.7 5.3 20.0 20.0 20.0 20.0 10.8 NASDAQ -4.2 20.0 5.7 3.2 -2.9 3.0 -2.6 0.9 0.3 -10.1 -2.9 -10.0 -10.7 7.5 9.0 -6.8 -4.5 -6.2 -5.6 9.8 3.0 -9.1 -8.3 2.1 5.0 10.2 4.5 -0.8 2.7 -0.4 -0.3 2.6 -2.2 1.1 19.4 10.5 0.8 NIKKEI 0.9 15.5 -3.6 3.2 -2.9 3.0 -2.6 0.9 0.3 4.0 0.5 -2.4 1.9 10.7 4.5 20.0 15.4 20.0 19.2 5.8 2.5 1.1 0.6 4.7 12.1 -9.4 1.7 2.2 -0.3 0.4 -1.6 1.5 20.0 3.8 7.2 -7.4 -20.0 NZD -20.0 -6.2 16.7 0.3 -5.3 1.5 -6.5 -1.3 -4.1 -10.9 9.4 -15.1 -1.8 -14.0 5.3 -0.0 0.4 0.1 0.0 -4.0 3.6 -17.6 -2.0 -15.8 0.2 10.8 -1.4 -4.1 1.1 -6.5 -0.9 -5.7 4.6 -1.6 -10.9 -8.3 1.4 OAT -18.5 -0.4 2.2 -2.3 -3.8 -2.1 -5.6 -5.1 -4.9 -13.7 -11.1 -15.3 -13.0 -11.3 -8.3 8.6 12.2 10.4 11.7 -13.0 -13.3 -18.0 -20.0 -17.1 3.4 12.7 -3.4 -7.2 -4.3 -7.0 -9.8 -5.6 20.0 -2.8 9.7 2.2 -5.2 OJ 9.0 -1.0 4.2 1.6 -4.2 -1.3 -0.1 -1.1 2.4 13.9 15.2 13.9 15.3 12.8 13.3 20.0 17.1 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 -14.3 6.0 4.3 5.3 5.5 4.8 6.3 18.2 20.0 20.0 20.0 20.0 PALLAD -13.4 -19.6 -20.0 -1.0 -2.2 1.3 -5.0 1.4 -4.5 -11.8 -15.3 -14.3 -13.1 -15.1 -15.8 -3.2 -1.9 -2.9 -2.4 -20.0 -20.0 -20.0 -18.8 -20.0 18.3 -11.1 -6.1 -3.9 -4.5 -6.7 -2.9 -7.3 0.0 -8.9 0.5 -20.0 -20.0 PLAT -18.6 -20.0 3.0 -1.0 -2.2 1.3 -5.0 1.4 -4.5 10.2 3.7 -8.1 0.7 -12.5 -8.6 -2.5 -1.1 -2.0 -1.5 -10.7 -1.1 -5.7 1.8 -14.2 -1.0 11.2 -3.7 0.2 -0.2 -4.3 0.4 -6.2 1.6 7.6 3.8 -20.0 -11.8 REDWHEAT 1.1 9.7 -11.2 1.6 -4.2 -1.3 -0.1 -1.1 2.4 -14.0 -9.3 -12.1 -9.3 0.2 -6.3 8.6 2.9 7.2 5.5 -4.0 -7.7 -20.0 -5.6 -8.5 0.0 12.9 -1.5 -13.9 -1.4 -11.0 1.1 -4.6 -7.8 -20.0 -12.5 -5.6 -9.4 ROBUSTA 11.5 20.0 12.8 1.6 -4.2 -1.3 -0.1 -1.1 2.4 1.8 0.3 6.3 -2.1 12.9 11.9 6.8 9.3 9.7 10.0 19.4 8.8 14.3 2.0 20.0 -7.1 9.6 4.7 1.1 1.7 4.2 0.2 5.7 1.7 20.0 20.0 20.0 16.6 RUSSELL -8.8 16.8 8.0 3.2 -2.9 3.0 -2.6 0.9 0.3 -8.3 3.7 -11.8 -7.4 4.6 7.5 -6.3 -3.7 -5.7 -5.0 8.7 6.8 -7.5 -1.9 0.2 -4.3 10.0 5.1 1.4 3.9 1.7 1.3 3.6 -1.0 18.7 18.6 8.3 -3.0 SILVER-mini -20.0 -18.6 13.3 -1.0 -2.2 1.3 -5.0 1.4 -4.5 -10.7 6.3 -15.0 -1.3 -15.4 -3.2 -5.4 -4.3 -5.3 -5.0 -11.4 1.3 -20.0 1.2 -20.0 6.2 -11.3 -3.5 -4.5 -0.1 -7.3 -0.4 -7.2 -4.2 -11.3 -5.4 -20.0 -4.6 SOYBEAN 7.0 -7.6 -3.0 1.6 -4.2 -1.3 -0.1 -1.1 2.4 -13.4 6.3 -4.4 4.1 0.1 -0.9 20.0 20.0 20.0 20.0 -0.6 0.3 -9.9 4.8 -1.8 -13.5 -11.7 -0.7 -18.4 1.9 -10.4 6.2 -4.0 20.0 -20.0 -4.4 -10.5 3.4 SOYMEAL -4.8 5.3 20.0 1.6 -4.2 -1.3 -0.1 -1.1 2.4 -7.2 14.4 -0.2 13.7 9.9 14.6 20.0 18.3 20.0 20.0 17.1 20.0 -1.9 17.9 7.9 -20.0 -12.0 5.3 -6.1 7.8 -2.7 8.2 1.0 18.0 -20.0 0.2 10.6 20.0 SOYOIL 5.3 -8.6 -19.3 1.6 -4.2 -1.3 -0.1 -1.1 2.4 -12.8 -2.7 -2.1 2.7 -5.8 -11.7 3.0 15.5 5.4 10.3 -8.3 -7.0 -7.4 2.2 -5.1 -8.2 12.9 -4.9 -7.6 -2.9 -5.8 2.2 -4.8 8.0 -12.5 -17.3 -19.6 -19.2 SP400 -8.9 17.4 14.5 3.2 -2.9 3.0 -2.6 0.9 0.3 -11.0 10.1 -12.7 0.0 5.2 8.8 -6.2 -3.4 -5.2 -4.3 12.6 13.3 -9.6 5.7 0.7 -8.6 10.2 5.3 0.3 4.8 0.8 2.8 3.1 -0.0 12.6 17.3 7.6 2.2 SP500 -11.3 12.2 6.1 3.2 -2.9 3.0 -2.6 0.9 0.3 -12.4 1.9 -13.3 -6.4 2.9 7.5 -7.9 -4.9 -7.0 -6.1 4.5 3.9 -16.3 -3.2 -6.3 2.3 10.2 3.8 -3.0 3.0 -2.9 -0.2 0.5 -2.8 -5.1 7.7 -3.1 -3.9 SUGAR11 -2.8 5.5 9.5 1.6 -4.2 -1.3 -0.1 -1.1 2.4 2.1 11.9 3.7 9.1 11.4 12.2 20.0 20.0 20.0 20.0 12.8 12.6 5.3 9.3 9.3 -20.0 10.7 5.8 0.3 6.8 1.2 5.5 3.2 20.0 1.3 1.7 14.9 20.0 US10 -20.0 -6.1 8.9 -2.3 -3.8 -2.1 -5.6 -5.1 -4.9 -8.5 -8.0 -14.5 -11.7 -14.1 -4.2 -7.9 -3.0 -8.1 -6.8 -14.5 -11.4 -20.0 -19.7 -20.0 0.7 9.7 -3.1 -1.1 -2.6 -4.2 -6.1 -5.4 -9.1 12.3 -0.6 -6.9 1.9 US10U -20.0 -4.4 9.5 -2.3 -3.8 -2.1 -5.6 -5.1 -4.9 -8.3 -7.4 -14.3 -11.6 -13.4 -1.5 0.2 3.2 0.4 1.0 -12.4 -10.4 -18.1 -19.3 -20.0 -2.7 -14.1 -2.1 -0.7 -1.6 -3.7 -5.5 -4.7 2.8 13.3 3.4 -1.5 5.8 US20 -20.0 -3.0 11.6 -2.3 -3.8 -2.1 -5.6 -5.1 -4.9 -11.5 -5.2 -14.8 -10.4 -12.9 2.1 -6.3 -1.6 -6.5 -4.5 -11.4 -9.4 -20.0 -18.4 -20.0 -0.5 -12.3 -2.7 -2.1 -2.2 -4.8 -5.6 -5.4 -5.6 7.2 2.6 -5.4 6.2 US30 -20.0 -0.2 16.2 -2.3 -3.8 -2.1 -5.6 -5.1 -4.9 -9.5 -4.1 -14.0 -11.6 -11.5 2.0 -1.6 -0.6 -1.6 -1.4 -8.5 -8.2 -16.6 -19.5 -16.7 -4.4 10.0 -1.3 -1.8 -1.0 -4.4 -5.5 -4.5 -2.3 6.6 6.4 0.5 9.0 US5 -20.0 -8.3 7.9 -2.3 -3.8 -2.1 -5.6 -5.1 -4.9 -8.6 -8.8 -14.7 -12.2 -14.8 -6.2 -10.4 -3.2 -9.4 -7.6 -17.2 -13.3 -20.0 -20.0 -20.0 3.2 10.8 -3.7 -1.8 -3.0 -4.8 -6.3 -6.0 -10.0 10.4 -6.5 -12.2 -0.6 VIX 20.0 -5.8 -20.0 -4.9 -3.4 -5.4 -2.6 -4.3 -3.1 -3.9 -14.4 3.5 -13.9 -7.2 -12.4 -19.3 -20.0 -20.0 -20.0 -16.2 -20.0 -0.1 -19.3 -4.3 NaN -13.5 -6.1 -3.2 -7.4 -2.8 -6.1 -3.6 NaN NaN NaN NaN NaN WHEAT 1.8 7.5 -15.0 1.6 -4.2 -1.3 -0.1 -1.1 2.4 -14.1 -12.4 -13.7 -13.2 -6.4 -11.2 -11.0 -6.7 -9.6 -8.2 -9.7 -14.1 -20.0 -11.9 -14.0 5.8 11.9 -2.3 -13.0 -2.6 -10.7 -0.6 -5.0 -20.0 -20.0 -10.2 -9.9 -13.9 End of report for caleb_strategy_v1