******************************************************************************** Strategy report for caleb_strategy_v1 backtest timestamp 20230309_204959 produced at 2023-03-09 21:36:11.534923 ******************************************************************************** ====================================================================================================================================================================================================================================================================================== 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 -0.44 0.0 40560030.96 -40560030.96 -0.41 -0.41 -10.91 999999999 -10 -10 caleb_strategy_v1 VIX False False 0.01 -0.22 -0.23 0.0 7706135.30 -7706135.30 -0.22 -0.22 -29.27 999999999 -28 -29 caleb_strategy_v1 US20 False False 0.04 -0.04 -0.21 0.0 43563475.55 -43563475.55 -0.04 -0.04 -4.73 999999999 -1 -1 caleb_strategy_v1 CHF False False 0.05 -0.23 -0.20 0.0 46771479.07 -46771479.07 -0.23 -0.23 -4.23 999999999 -5 -5 caleb_strategy_v1 LEANHOG False False 0.01 -0.08 -0.13 0.0 13926458.45 -13926458.45 -0.08 -0.08 -9.64 999999999 -6 -6 caleb_strategy_v1 EUR False False 0.05 -0.09 -0.13 0.0 46067969.52 -46067969.52 -0.09 -0.09 -2.81 999999999 -2 -2 caleb_strategy_v1 US5 False False 0.04 -0.26 -0.13 0.0 37004601.96 -37004601.96 -0.26 -0.30 -3.42 999999999 -7 -8 caleb_strategy_v1 BUXL False False 0.05 0.00 -0.09 0.0 49429385.39 -49429385.39 0.00 0.00 -1.89 999999999 0 0 caleb_strategy_v1 JPY False False 0.03 -0.29 -0.09 0.0 32277017.83 -32277017.83 -0.29 -0.29 -2.93 999999999 -9 -9 caleb_strategy_v1 US10 False False 0.04 0.00 -0.08 0.0 38622673.91 -38622673.91 0.00 0.00 -2.10 999999999 0 0 caleb_strategy_v1 GOLD_micro False False 0.01 -0.06 -0.06 0.0 6351240.86 -6351240.86 -0.06 -0.06 -9.06 999999999 -9 -9 caleb_strategy_v1 FEEDCOW False False 0.04 -0.19 -0.05 0.0 37863965.93 -37863965.93 -0.19 -0.15 -1.27 999999999 -5 -4 caleb_strategy_v1 COCOA False False 0.01 -0.02 -0.03 0.0 9427460.81 -9427460.81 -0.02 -0.03 -3.31 999999999 -2 -3 caleb_strategy_v1 SILVER-mini False False 0.02 0.00 -0.02 0.0 17620208.25 -17620208.25 0.00 0.00 -1.09 999999999 0 0 caleb_strategy_v1 GASOILINE False False 0.04 -0.04 -0.02 0.0 37334822.85 -37334822.85 -0.04 -0.04 -0.55 999999999 -1 -1 caleb_strategy_v1 GAS_US False False 0.01 -0.01 -0.01 0.0 9146922.85 -9146922.85 -0.01 -0.01 -0.81 999999999 -1 -1 caleb_strategy_v1 WHEAT False False 0.01 -0.05 -0.01 0.0 12208596.38 -12208596.38 -0.05 -0.06 -0.43 999999999 -4 -5 caleb_strategy_v1 PALLAD False False 0.05 0.00 -0.01 0.0 47622184.45 -47622184.45 0.00 -0.05 -0.23 999999999 0 -1 caleb_strategy_v1 OJ False False 0.01 0.00 -0.01 0.0 12346267.78 -12346267.78 0.00 0.00 -0.44 999999999 0 0 caleb_strategy_v1 LIVECOW False False 0.02 -0.11 -0.01 0.0 22110547.31 -22110547.31 -0.11 -0.11 -0.65 999999999 -5 -5 caleb_strategy_v1 DOW False False 0.01 -0.03 -0.01 0.0 5602620.12 -5602620.12 -0.03 -0.16 -1.00 999999999 -5 -29 caleb_strategy_v1 US30 False False 0.05 -0.19 -0.01 0.0 47135139.38 -47135139.38 -0.19 -0.19 -0.19 999999999 -4 -4 caleb_strategy_v1 SOYOIL False False 0.01 0.00 0.00 0.0 11888575.30 -11888575.30 0.00 0.00 0.31 999999999 0 0 caleb_strategy_v1 PLAT False False 0.02 0.00 0.00 0.0 16345665.42 -16345665.42 0.00 0.00 0.27 999999999 0 0 caleb_strategy_v1 AUD False False 0.02 0.00 0.00 0.0 22903673.15 -22903673.15 0.00 0.00 0.09 999999999 0 0 caleb_strategy_v1 REDWHEAT False False 0.01 0.00 0.00 0.0 13338540.94 -13338540.94 0.00 0.00 0.04 999999999 0 0 caleb_strategy_v1 BITCOIN False False 0.00 -0.01 -0.00 0.0 720220.60 -720220.60 -0.01 -0.01 -6.58 999999999 -8 -8 caleb_strategy_v1 SP500 False False 0.07 0.00 0.00 0.0 68026125.84 -68026125.84 0.00 0.00 0.06 999999999 0 0 caleb_strategy_v1 RUSSELL False False 0.00 0.00 0.01 0.0 3177525.32 -3177525.32 0.00 0.00 2.96 999999999 0 0 caleb_strategy_v1 COFFEE False False 0.02 0.00 0.01 0.0 22787215.26 -22787215.26 0.00 0.00 0.37 999999999 0 0 caleb_strategy_v1 COTTON2 False False 0.01 0.00 0.01 0.0 14236435.58 -14236435.58 0.00 0.00 0.66 999999999 0 0 caleb_strategy_v1 COPPER False False 0.03 0.00 0.02 0.0 34712243.18 -34712243.18 0.00 0.00 0.44 999999999 0 0 caleb_strategy_v1 HEATOIL False False 0.04 0.04 0.02 0.0 37883222.61 -37883222.61 0.04 0.04 0.44 999999999 1 1 caleb_strategy_v1 GBP False False 0.03 0.18 0.02 0.0 25841529.00 -25841529.00 0.18 0.18 0.96 999999999 7 7 caleb_strategy_v1 ROBUSTA False False 0.01 0.02 0.02 0.0 7508719.70 -7508719.70 0.02 0.02 2.21 999999999 3 2 caleb_strategy_v1 NZD False False 0.02 0.00 0.02 0.0 21133859.60 -21133859.60 0.00 0.00 0.73 999999999 0 0 caleb_strategy_v1 SUGAR11 False False 0.01 0.00 0.02 0.0 8192539.64 -8192539.64 0.00 0.00 2.84 999999999 0 0 caleb_strategy_v1 CORN False False 0.01 0.06 0.02 0.0 9598034.81 -9598034.81 0.06 0.06 2.34 999999999 6 6 caleb_strategy_v1 CANOLA False False 0.00 0.00 0.02 0.0 3953905.06 -3953905.06 0.00 0.00 4.54 999999999 0 0 caleb_strategy_v1 GASOIL False False 0.03 0.00 0.02 0.0 26659764.71 -26659764.71 0.00 0.00 0.71 999999999 0 0 caleb_strategy_v1 CAD False False 0.03 0.00 0.02 0.0 25096025.35 -25096025.35 0.00 0.00 0.91 999999999 0 0 caleb_strategy_v1 EUROSTX False False 0.02 0.00 0.03 0.0 15532129.75 -15532129.75 0.00 0.00 2.15 999999999 0 0 caleb_strategy_v1 SP400 False False 0.09 0.53 0.03 0.0 87881113.33 -87881113.33 0.53 0.53 0.31 999999999 6 6 caleb_strategy_v1 NASDAQ False False 0.08 0.08 0.03 0.0 83460042.89 -83460042.89 0.08 0.08 0.35 999999999 1 1 caleb_strategy_v1 DAX False False 0.01 0.03 0.03 0.0 5676227.60 -5676227.60 0.03 0.09 5.66 999999999 6 16 caleb_strategy_v1 SOYBEAN False False 0.02 0.00 0.04 0.0 23594627.75 -23594627.75 0.00 0.00 1.75 999999999 0 0 caleb_strategy_v1 CAC False False 0.03 0.05 0.04 0.0 26531465.70 -26531465.70 0.05 0.05 1.56 999999999 2 2 caleb_strategy_v1 BTP False False 0.04 0.04 0.04 0.0 41288633.93 -41288633.93 0.04 0.08 1.07 999999999 1 2 caleb_strategy_v1 MXP False False 0.01 0.03 0.04 0.0 9339143.30 -9339143.30 0.03 0.03 4.40 999999999 3 3 caleb_strategy_v1 OAT False False 0.05 0.09 0.06 0.0 46384371.49 -46384371.49 0.09 0.09 1.25 999999999 2 2 caleb_strategy_v1 BOBL False False 0.04 0.00 0.06 0.0 42257335.83 -42257335.83 0.00 0.00 1.33 999999999 0 0 caleb_strategy_v1 SOYMEAL False False 0.02 0.10 0.06 0.0 16575983.62 -16575983.62 0.10 0.12 3.88 999999999 6 7 caleb_strategy_v1 CRUDE_W False False 0.03 0.13 0.06 0.0 25466612.53 -25466612.53 0.13 0.13 2.18 999999999 5 5 caleb_strategy_v1 FTSE100 True False 0.03 0.00 0.16 0.0 0.00 0.00 0.00 0.00 5.37 999999999 0 0 caleb_strategy_v1 BUND False False 0.05 0.05 0.24 0.0 48314464.34 -48314464.34 0.05 0.05 4.96 999999999 1 1 caleb_strategy_v1 NIKKEI False True 0.01 0.00 0.58 0.0 0.00 0.00 0.00 0.00 81.08 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 17.9 Shocked risk 55.3 Sum abs risk 51.5 Leverage 3.70 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2887309.8, 'annual_cash_vol_target': 721827.45, 'daily_cash_vol_target': 45114.215625} ==================================================================== Vol calculation ==================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0052 0.6613 0.7803 12.4843 BITCOIN 752.1280 20795.0000 3.6169 57.8699 BOBL 0.3029 115.6000 0.2620 4.1923 BTP 0.8196 112.9500 0.7256 11.6094 BUND 0.6550 132.1700 0.4956 7.9298 BUXL 1.5936 135.2200 1.1786 18.8569 CAC 57.7893 7258.0000 0.7962 12.7394 CAD 0.0032 0.7246 0.4373 6.9968 CANOLA 6.6387 787.7000 0.8428 13.4848 CHF 0.0055 1.0804 0.5133 8.2134 COCOA 32.9358 2722.0000 1.2100 19.3598 COFFEE 3.4333 175.4500 1.9569 31.3099 COPPER 0.0572 4.0090 1.4264 22.8226 CORN 4.4832 554.2500 0.8089 12.9420 COTTON2 1.3279 82.2100 1.6152 25.8432 CRUDE_W 1.2504 73.5300 1.7005 27.2078 DAX 124.5087 15528.0000 0.8018 12.8293 DOW 267.5826 32353.0000 0.8271 13.2332 EUR 0.0056 1.0641 0.5298 8.4761 EUROSTX 37.2200 4249.0000 0.8760 14.0155 FEEDCOW 1.1499 218.6500 0.5259 8.4145 FTSE100 57.6590 7070.0000 0.8155 13.0487 GASOIL 15.8933 769.7500 2.0647 33.0358 GASOILINE 0.0507 2.5666 1.9744 31.5904 GAS_US 0.1517 2.6410 5.7459 91.9342 GBP 0.0081 1.1938 0.6807 10.8914 GOLD_micro 14.9170 1833.8000 0.8134 13.0152 HEATOIL 0.0507 2.6043 1.9468 31.1496 JPY 0.0001 0.0075 0.6921 11.0744 LEANHOG 1.0927 100.5250 1.0870 17.3923 LIVECOW 0.8263 159.6000 0.5178 8.2840 MXP 0.0004 0.0539 0.7110 11.3759 NASDAQ 137.8474 12048.7500 1.1441 18.3053 NIKKEI 204.0790 28160.0000 0.7247 11.5954 NZD 0.0043 0.6102 0.6977 11.1629 OAT 0.6826 126.8900 0.5379 8.6072 OJ 5.3264 237.6500 2.2413 35.8607 PALLAD 32.5975 1375.0000 2.3707 37.9316 PLAT 18.3031 943.9000 1.9391 31.0255 REDWHEAT 11.7140 770.2500 1.5208 24.3329 ROBUSTA 25.6503 2168.0000 1.1831 18.9301 RUSSELL 21.2564 1834.9000 1.1585 18.5352 SILVER-mini 0.3515 20.3500 1.7271 27.6337 SOYBEAN 9.9313 1362.5000 0.7289 11.6624 SOYMEAL 5.3574 478.6000 1.1194 17.9101 SOYOIL 0.8357 57.2100 1.4608 23.3723 SP400 24.1886 2537.4000 0.9533 15.2525 SP500 35.9447 3928.2500 0.9150 14.6405 SUGAR11 0.3121 21.1200 1.4775 23.6404 US10 0.4453 111.5156 0.3993 6.3886 US10U 0.5945 117.1094 0.5076 8.1220 US20 0.8763 125.7812 0.6967 11.1472 US30 1.3378 136.0938 0.9830 15.7275 US5 0.3038 106.8438 0.2843 4.5495 VIX 0.5810 22.2500 2.6110 41.7767 WHEAT 9.8178 705.0000 1.3926 22.2814 =========================================================================================================================================== Subsystem position =========================================================================================================================================== Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 661.30 0.78 515.99 1.00 515.99 45114.22 87.43 0.64 5.63 BITCOIN 20.80 3.62 75.21 1.00 75.21 45114.22 599.82 -4.66 -279.22 BOBL 1156.00 0.26 302.89 1.05 319.23 45114.22 141.32 1.31 18.45 BTP 1129.50 0.73 819.55 1.05 863.75 45114.22 52.23 10.13 52.88 BUND 1321.70 0.50 655.05 1.05 690.38 45114.22 65.35 10.53 68.78 BUXL 1352.20 1.18 1593.64 1.05 1679.59 45114.22 26.86 -8.37 -22.47 CAC 725.80 0.80 577.89 1.05 609.06 45114.22 74.07 7.50 55.57 CAD 724.60 0.44 316.87 1.00 316.87 45114.22 142.38 3.60 51.22 CANOLA 157.54 0.84 132.77 0.73 96.50 45114.22 467.52 10.57 494.07 CHF 1350.44 0.51 693.23 1.00 693.23 45114.22 65.08 -17.37 -113.07 COCOA 272.20 1.21 329.36 1.00 329.36 45114.22 136.98 -11.09 -151.97 COFFEE 657.94 1.96 1287.50 1.00 1287.50 45114.22 35.04 8.21 28.75 COPPER 1002.25 1.43 1429.62 1.00 1429.62 45114.22 31.56 5.14 16.22 CORN 277.12 0.81 224.16 1.00 224.16 45114.22 201.26 12.91 259.80 COTTON2 411.05 1.62 663.93 1.00 663.93 45114.22 67.95 6.43 43.69 CRUDE_W 735.30 1.70 1250.37 1.00 1250.37 45114.22 36.08 4.57 16.50 DAX 155.28 0.80 124.51 1.05 131.22 45114.22 343.80 3.03 104.16 DOW 161.77 0.83 133.79 1.00 133.79 45114.22 337.20 -1.04 -35.07 EUR 1330.12 0.53 704.64 1.00 704.64 45114.22 64.02 -11.74 -75.18 EUROSTX 424.90 0.88 372.20 1.05 392.28 45114.22 115.01 6.65 76.49 FEEDCOW 1093.25 0.53 574.95 1.00 574.95 45114.22 78.47 -6.02 -47.22 FTSE100 707.00 0.82 576.59 1.18 666.67 45114.22 67.67 7.70 52.09 GASOIL 769.75 2.06 1589.33 1.00 1589.33 45114.22 28.39 3.50 9.95 GASOILINE 1077.97 1.97 2128.35 1.00 2128.35 45114.22 21.20 -6.32 -13.39 GAS_US 264.10 5.75 1517.49 1.00 1517.49 45114.22 29.73 -18.08 -53.74 GBP 746.12 0.68 507.90 1.00 507.90 45114.22 88.83 6.04 53.65 GOLD_micro 183.38 0.81 149.17 1.00 149.17 45114.22 302.43 -13.39 -404.98 HEATOIL 1093.81 1.95 2129.47 1.00 2129.47 45114.22 21.19 2.88 6.11 JPY 931.94 0.69 645.04 1.00 645.04 45114.22 69.94 -6.46 -45.20 LEANHOG 402.10 1.09 437.09 1.00 437.09 45114.22 103.22 -20.00 -206.43 LIVECOW 638.40 0.52 330.53 1.00 330.53 45114.22 136.49 -1.78 -24.23 MXP 269.65 0.71 191.72 1.00 191.72 45114.22 235.31 15.26 359.17 NASDAQ 2409.75 1.14 2756.95 1.00 2756.95 45114.22 16.36 3.98 6.51 NIKKEI 28160.00 0.72 20407.90 0.01 150.12 45114.22 300.52 14.20 426.88 NZD 610.20 0.70 425.73 1.00 425.73 45114.22 105.97 4.32 45.81 OAT 1268.90 0.54 682.60 1.05 719.42 45114.22 62.71 9.87 61.89 OJ 356.48 2.24 798.96 1.00 798.96 45114.22 56.47 -4.50 -25.39 PALLAD 1375.00 2.37 3259.75 1.00 3259.75 45114.22 13.84 -6.83 -9.45 PLAT 471.95 1.94 915.15 1.00 915.15 45114.22 49.30 2.25 11.09 REDWHEAT 385.12 1.52 585.70 1.00 585.70 45114.22 77.03 0.88 6.81 ROBUSTA 216.80 1.18 256.50 1.00 256.50 45114.22 175.88 9.71 170.80 RUSSELL 91.74 1.16 106.28 1.00 106.28 45114.22 424.48 1.35 57.14 SILVER-mini 508.75 1.73 878.67 1.00 878.67 45114.22 51.34 -9.45 -48.51 SOYBEAN 681.25 0.73 496.56 1.00 496.56 45114.22 90.85 3.26 29.63 SOYMEAL 478.60 1.12 535.74 1.00 535.74 45114.22 84.21 7.82 65.88 SOYOIL 343.26 1.46 501.42 1.00 501.42 45114.22 89.97 3.81 34.31 SP400 2537.40 0.95 2418.86 1.00 2418.86 45114.22 18.65 3.17 5.91 SP500 1964.12 0.92 1797.23 1.00 1797.23 45114.22 25.10 0.84 2.10 SUGAR11 236.54 1.48 349.50 1.00 349.50 45114.22 129.08 16.19 209.00 US10 1115.16 0.40 445.26 1.00 445.26 45114.22 101.32 -5.39 -54.61 US10U 1171.09 0.51 594.48 1.00 594.48 45114.22 75.89 -9.87 -74.90 US20 1257.81 0.70 876.32 1.00 876.32 45114.22 51.48 -12.45 -64.11 US30 1360.94 0.98 1337.76 1.00 1337.76 45114.22 33.72 -0.66 -2.24 US5 1068.44 0.28 303.81 1.00 303.81 45114.22 148.50 -6.00 -89.03 VIX 222.50 2.61 580.96 1.00 580.96 45114.22 77.65 -20.00 -155.31 WHEAT 352.50 1.39 490.89 1.00 490.89 45114.22 91.90 -8.69 -79.90 ===================================================================== Portfolio positions ===================================================================== subsystem_position instr weight IDM Notional position AUD 5.626 0.006 2.5 0.090 BITCOIN -279.219 0.009 2.5 -6.579 BOBL 18.446 0.029 2.5 1.331 BTP 52.885 0.008 2.5 1.068 BUND 68.780 0.029 2.5 4.963 BUXL -22.473 0.034 2.5 -1.886 CAC 55.573 0.011 2.5 1.562 CAD 51.224 0.007 2.5 0.915 CANOLA 494.075 0.004 2.5 4.535 CHF -113.067 0.015 2.5 -4.232 COCOA -151.971 0.009 2.5 -3.311 COFFEE 28.755 0.005 2.5 0.373 COPPER 16.224 0.011 2.5 0.443 CORN 259.803 0.004 2.5 2.343 COTTON2 43.687 0.006 2.5 0.658 CRUDE_W 16.501 0.053 2.5 2.180 DAX 104.162 0.022 2.5 5.657 DOW -35.065 0.011 2.5 -0.999 EUR -75.179 0.015 2.5 -2.814 EUROSTX 76.491 0.011 2.5 2.150 FEEDCOW -47.216 0.011 2.5 -1.269 FTSE100 52.091 0.041 2.5 5.370 GASOIL 9.947 0.029 2.5 0.710 GASOILINE -13.394 0.016 2.5 -0.550 GAS_US -53.738 0.006 2.5 -0.809 GBP 53.651 0.007 2.5 0.958 GOLD_micro -404.982 0.009 2.5 -9.061 HEATOIL 6.106 0.029 2.5 0.436 JPY -45.202 0.026 2.5 -2.926 LEANHOG -206.430 0.019 2.5 -9.644 LIVECOW -24.233 0.011 2.5 -0.651 MXP 359.166 0.005 2.5 4.397 NASDAQ 6.509 0.022 2.5 0.353 NIKKEI 426.876 0.076 2.5 81.078 NZD 45.815 0.006 2.5 0.732 OAT 61.893 0.008 2.5 1.250 OJ -25.387 0.007 2.5 -0.443 PALLAD -9.451 0.010 2.5 -0.227 PLAT 11.092 0.010 2.5 0.267 REDWHEAT 6.812 0.002 2.5 0.036 ROBUSTA 170.805 0.005 2.5 2.214 RUSSELL 57.135 0.021 2.5 2.959 SILVER-mini -48.512 0.009 2.5 -1.085 SOYBEAN 29.635 0.024 2.5 1.747 SOYMEAL 65.879 0.024 2.5 3.884 SOYOIL 34.312 0.004 2.5 0.315 SP400 5.907 0.021 2.5 0.306 SP500 2.104 0.011 2.5 0.060 SUGAR11 208.996 0.005 2.5 2.836 US10 -54.613 0.015 2.5 -2.095 US10U -74.903 0.058 2.5 -10.913 US20 -64.114 0.029 2.5 -4.725 US30 -2.241 0.034 2.5 -0.188 US5 -89.027 0.015 2.5 -3.415 VIX -155.310 0.075 2.5 -29.268 WHEAT -79.902 0.002 2.5 -0.427 ==================== Position diags ==================== AUD 1.40 BITCOIN 14.13 BOBL 10.20 BTP 1.05 BUND 4.72 BUXL 2.25 CAC 2.08 CAD 2.54 CANOLA 4.29 CHF 2.44 COCOA 2.98 COFFEE 0.45 COPPER 0.86 CORN 1.82 COTTON2 1.02 CRUDE_W 4.77 DAX 18.67 DOW 9.61 EUR 2.40 EUROSTX 3.23 FEEDCOW 2.11 FTSE100 6.98 GASOIL 2.02 GASOILINE 0.87 GAS_US 0.45 GBP 1.59 GOLD_micro 6.77 HEATOIL 1.51 JPY 4.53 LEANHOG 4.82 LIVECOW 3.67 MXP 2.88 NASDAQ 0.89 NIKKEI 57.08 NZD 1.69 OAT 1.27 OJ 0.98 PALLAD 0.33 PLAT 1.19 REDWHEAT 0.41 ROBUSTA 2.28 RUSSELL 21.99 SILVER-mini 1.15 SOYBEAN 5.36 SOYMEAL 4.97 SOYOIL 0.83 SP400 0.97 SP500 0.72 SUGAR11 1.75 US10 3.89 US10U 11.06 US20 3.79 US30 2.83 US5 5.70 VIX 14.63 WHEAT 0.49 dtype: float64 =================================================================================================== Positions vs buffers =================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 0.1 -0.0 0.2 0.0 0 BITCOIN -6.6 -8.0 -5.2 -8.0 -8 BOBL 1.3 0.3 2.4 0.0 0 BTP 1.1 1.0 1.2 1.0 1 BUND 5.0 4.5 5.4 1.0 1 BUXL -1.9 -2.1 -1.7 0.0 0 CAC 1.6 1.4 1.8 2.0 2 CAD 0.9 0.7 1.2 0.0 0 CANOLA 4.5 4.1 5.0 NaN 0 CHF -4.2 -4.5 -4.0 -5.0 -5 COCOA -3.3 -3.6 -3.0 -2.0 -2 COFFEE 0.4 0.3 0.4 NaN 0 COPPER 0.4 0.4 0.5 0.0 0 CORN 2.3 2.2 2.5 6.0 6 COTTON2 0.7 0.6 0.8 NaN 0 CRUDE_W 2.2 1.7 2.7 5.0 5 DAX 5.7 3.8 7.5 6.0 6 DOW -1.0 -2.0 -0.0 -5.0 -5 EUR -2.8 -3.1 -2.6 -2.0 -2 EUROSTX 2.2 1.8 2.5 0.0 0 FEEDCOW -1.3 -1.5 -1.1 -5.0 -5 FTSE100 5.4 4.7 6.1 0.0 0 GASOIL 0.7 0.5 0.9 0.0 0 GASOILINE -0.5 -0.6 -0.5 -1.0 -1 GAS_US -0.8 -0.9 -0.8 -1.0 -1 GBP 1.0 0.8 1.1 7.0 7 GOLD_micro -9.1 -9.7 -8.4 -9.0 -9 HEATOIL 0.4 0.3 0.6 1.0 1 JPY -2.9 -3.4 -2.5 -9.0 -9 LEANHOG -9.6 -10.1 -9.2 -6.0 -6 LIVECOW -0.7 -1.0 -0.3 -5.0 -5 MXP 4.4 4.1 4.7 3.0 3 NASDAQ 0.4 0.3 0.4 1.0 1 NIKKEI 81.1 75.4 86.8 0.0 0 NZD 0.7 0.6 0.9 0.0 0 OAT 1.2 1.1 1.4 2.0 2 OJ -0.4 -0.5 -0.3 NaN 0 PALLAD -0.2 -0.3 -0.2 NaN 0 PLAT 0.3 0.1 0.4 NaN 0 REDWHEAT 0.0 -0.0 0.1 0.0 0 ROBUSTA 2.2 2.0 2.4 3.0 3 RUSSELL 3.0 0.8 5.2 0.0 0 SILVER-mini -1.1 -1.2 -1.0 0.0 0 SOYBEAN 1.7 1.2 2.3 0.0 0 SOYMEAL 3.9 3.4 4.4 6.0 6 SOYOIL 0.3 0.2 0.4 0.0 0 SP400 0.3 0.2 0.4 6.0 6 SP500 0.1 -0.0 0.1 0.0 0 SUGAR11 2.8 2.7 3.0 0.0 0 US10 -2.1 -2.5 -1.7 NaN 0 US10U -10.9 -12.0 -9.8 -10.0 -10 US20 -4.7 -5.1 -4.3 -1.0 -1 US30 -0.2 -0.5 0.1 -4.0 -4 US5 -3.4 -4.0 -2.8 -7.0 -7 VIX -29.3 -30.7 -27.8 -28.0 -28 WHEAT -0.4 -0.5 -0.4 -4.0 -4 ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset160 mrwrings4 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 AUD 1.2 1.6 1.7 1.6 1.0 2.6 2.4 2.5 1.5 0.5 2.5 0.4 2.6 0.4 2.4 8.2 4.2 2.2 2.2 1.2 1.2 0.2 1.3 0.2 11.5 18.8 1.2 0.4 1.2 0.2 1.3 0.2 13.2 1.5 2.1 1.4 1.4 BITCOIN 1.0 1.6 1.7 1.4 0.0 2.4 0.9 2.3 1.2 0.0 2.4 0.2 2.6 0.4 2.3 5.2 2.0 1.1 1.0 1.2 1.2 0.1 1.3 0.2 21.9 26.6 1.2 0.0 1.2 0.1 1.3 0.2 8.1 0.5 2.2 1.5 1.7 BOBL 0.9 1.5 1.7 1.5 0.0 2.4 1.5 2.4 1.3 0.0 2.3 0.2 2.5 0.4 2.2 8.2 4.2 2.1 2.1 1.1 1.2 0.1 1.2 0.2 15.0 22.4 1.1 0.0 1.2 0.1 1.2 0.2 14.1 0.0 1.2 1.2 1.4 BTP 1.2 1.5 1.7 1.5 0.8 2.5 2.2 2.4 1.4 0.2 2.4 0.3 2.5 0.4 2.4 8.2 4.2 2.2 2.2 1.2 1.2 0.2 1.2 0.2 12.4 19.2 1.2 0.2 1.2 0.2 1.3 0.2 13.4 1.4 2.1 1.4 1.4 BUND 1.2 1.6 1.7 1.6 0.6 2.6 2.1 2.5 1.4 0.1 2.4 0.3 2.6 0.4 2.4 8.3 4.3 2.2 2.2 1.2 1.2 0.1 1.3 0.2 12.6 20.2 1.2 0.1 1.2 0.2 1.3 0.2 13.8 0.3 1.7 1.3 1.4 BUXL 1.2 1.5 1.7 1.6 0.8 2.6 2.2 2.5 1.4 0.2 2.4 0.3 2.5 0.4 2.4 8.1 4.2 2.1 2.2 1.2 1.2 0.2 1.3 0.2 12.4 19.5 1.2 0.3 1.2 0.2 1.3 0.2 13.5 1.1 2.0 1.3 1.4 CAC 1.2 1.6 1.7 1.6 1.1 2.6 2.4 2.5 1.5 0.4 2.5 0.4 2.6 0.4 2.5 8.2 4.2 2.2 2.2 1.2 1.3 0.2 1.3 0.2 11.2 19.3 1.2 0.4 1.2 0.2 1.3 0.2 13.3 1.1 2.0 1.3 1.4 CAD 1.2 1.6 1.7 1.6 0.4 2.6 2.1 2.5 1.4 0.1 2.4 0.3 2.5 0.4 2.4 7.4 4.1 2.0 2.1 1.2 1.2 0.1 1.3 0.2 14.0 20.7 1.2 0.1 1.2 0.2 1.3 0.2 12.3 1.0 2.1 1.4 1.5 CANOLA 0.1 1.1 1.4 1.1 0.0 2.0 0.0 2.0 0.7 0.0 1.9 0.0 2.1 0.2 1.7 7.2 3.7 1.9 1.9 0.9 1.0 0.0 1.0 0.1 22.7 25.3 0.8 0.0 0.9 0.0 1.0 0.1 13.5 0.0 1.0 1.2 1.4 CHF 1.2 1.6 1.7 1.6 0.5 2.6 2.2 2.5 1.5 0.2 2.5 0.3 2.6 0.4 2.4 6.8 4.0 1.9 2.0 1.2 1.2 0.2 1.3 0.2 13.8 20.7 1.2 0.2 1.2 0.2 1.3 0.2 12.8 1.0 2.1 1.4 1.5 COCOA 1.0 1.4 1.6 1.5 0.0 2.4 1.6 2.4 1.3 0.0 2.3 0.3 2.5 0.4 2.3 7.7 4.0 2.0 2.0 1.1 1.2 0.1 1.2 0.2 15.3 21.2 1.1 0.0 1.2 0.1 1.2 0.2 13.6 0.8 2.0 1.4 1.5 COFFEE 0.9 1.4 1.6 1.4 0.0 2.4 1.4 2.3 1.2 0.0 2.3 0.2 2.4 0.4 2.2 7.7 4.0 2.0 2.0 1.1 1.1 0.1 1.2 0.2 16.0 21.7 1.1 0.0 1.1 0.1 1.2 0.2 13.6 0.4 1.9 1.3 1.5 COPPER 1.2 1.6 1.7 1.6 0.8 2.6 2.2 2.4 1.4 0.3 2.4 0.3 2.5 0.4 2.4 8.1 4.2 2.1 2.1 1.2 1.2 0.2 1.3 0.2 12.4 19.3 1.2 0.3 1.2 0.2 1.3 0.2 13.0 1.4 2.1 1.4 1.5 CORN 1.0 1.4 1.6 1.5 0.0 2.4 1.6 2.4 1.3 0.0 2.3 0.3 2.5 0.4 2.3 8.1 4.2 2.1 2.1 1.1 1.2 0.1 1.2 0.2 15.2 21.1 1.1 0.0 1.2 0.1 1.2 0.2 13.7 0.3 1.8 1.3 1.5 COTTON2 0.0 1.0 4.5 1.3 0.0 2.2 0.0 2.2 0.1 0.0 1.1 0.0 1.1 0.2 0.3 6.9 3.5 1.8 1.8 0.2 0.6 0.0 0.6 0.0 24.6 24.6 0.2 0.0 0.6 0.0 0.6 0.0 13.3 0.0 1.3 2.8 2.8 CRUDE_W 1.2 1.6 1.7 1.6 0.9 2.6 2.3 2.5 1.5 0.3 2.5 0.4 2.6 0.4 2.4 8.3 4.3 2.2 2.2 1.2 1.2 0.2 1.3 0.2 12.0 19.3 1.2 0.3 1.2 0.2 1.3 0.2 13.6 0.6 1.9 1.3 1.4 DAX 1.3 1.7 1.8 1.6 0.8 2.7 2.4 2.6 1.5 0.2 2.5 0.4 2.7 0.4 2.5 3.7 3.6 1.6 1.7 1.3 1.3 0.2 1.3 0.2 14.9 22.0 1.3 0.3 1.3 0.2 1.3 0.2 13.0 0.6 2.0 1.4 1.5 DOW 1.3 1.6 1.8 1.6 1.2 2.7 2.5 2.5 1.5 0.5 2.5 0.4 2.6 0.4 2.5 7.6 4.2 2.1 2.1 1.3 1.3 0.2 1.3 0.2 11.6 19.1 1.3 0.5 1.3 0.2 1.3 0.2 12.1 1.4 2.1 1.4 1.5 EUR 1.2 1.6 1.8 1.6 0.7 2.6 2.3 2.5 1.5 0.2 2.5 0.4 2.6 0.4 2.5 6.7 4.1 1.9 2.0 1.2 1.3 0.2 1.3 0.2 13.7 20.8 1.2 0.3 1.3 0.2 1.3 0.2 11.7 0.8 2.1 1.4 1.5 EUROSTX 1.1 1.5 1.7 1.6 0.6 2.6 2.2 2.5 1.4 0.1 2.4 0.3 2.6 0.4 2.4 8.0 4.2 2.1 2.2 1.2 1.2 0.1 1.3 0.2 13.2 20.8 1.2 0.2 1.2 0.2 1.3 0.2 13.5 0.0 1.5 1.3 1.4 FEEDCOW 0.8 1.4 1.6 1.4 0.0 2.3 1.0 2.3 1.2 0.0 2.2 0.2 2.3 0.3 2.1 7.9 4.1 2.1 2.1 1.1 1.1 0.1 1.2 0.2 16.9 22.4 1.0 0.0 1.1 0.1 1.2 0.2 13.7 0.1 1.8 1.3 1.5 FTSE100 1.3 1.6 1.8 1.6 1.2 2.6 2.5 2.5 1.5 0.5 2.5 0.4 2.6 0.4 2.5 8.0 4.2 2.1 2.2 1.2 1.3 0.2 1.3 0.2 11.1 18.6 1.2 0.5 1.3 0.2 1.3 0.2 13.1 1.5 2.1 1.4 1.4 GASOIL 1.2 1.6 1.7 1.6 1.0 2.6 2.4 2.5 1.5 0.4 2.5 0.4 2.6 0.4 2.5 8.3 4.3 2.2 2.2 1.2 1.3 0.2 1.3 0.2 10.8 19.2 1.2 0.4 1.2 0.2 1.3 0.2 13.4 1.2 2.0 1.3 1.4 GASOILINE 1.2 1.6 1.7 1.6 0.7 2.6 2.2 2.5 1.5 0.2 2.4 0.3 2.6 0.4 2.4 8.4 4.3 2.2 2.2 1.2 1.2 0.2 1.3 0.2 12.3 20.3 1.2 0.2 1.2 0.2 1.3 0.2 13.9 0.0 1.6 1.3 1.4 GAS_US 1.2 1.5 1.7 1.6 0.8 2.5 2.3 2.4 1.4 0.3 2.4 0.3 2.5 0.4 2.4 8.2 4.2 2.2 2.2 1.2 1.2 0.2 1.2 0.2 12.1 19.2 1.2 0.3 1.2 0.2 1.2 0.2 13.3 1.5 2.1 1.4 1.4 GBP 1.1 1.5 1.7 1.6 0.3 2.6 2.0 2.5 1.4 0.1 2.4 0.3 2.6 0.4 2.4 7.6 4.1 2.0 2.1 1.2 1.2 0.1 1.3 0.2 14.3 21.1 1.2 0.0 1.2 0.1 1.3 0.2 12.1 0.6 2.0 1.4 1.5 GOLD_micro 1.2 1.6 1.8 1.6 0.9 2.6 2.3 2.5 1.5 0.3 2.5 0.4 2.6 0.4 2.5 7.9 4.2 2.1 2.1 1.2 1.3 0.2 1.3 0.2 12.5 19.9 1.2 0.3 1.3 0.2 1.3 0.2 12.5 0.7 1.9 1.3 1.5 HEATOIL 1.3 1.6 1.8 1.6 1.0 2.7 2.4 2.6 1.5 0.4 2.5 0.4 2.6 0.4 2.5 8.6 4.4 2.3 2.3 1.3 1.3 0.2 1.3 0.2 9.6 20.2 1.2 0.4 1.3 0.2 1.3 0.2 13.9 0.2 1.7 1.3 1.4 JPY 1.2 1.6 1.7 1.6 0.6 2.6 2.2 2.5 1.4 0.2 2.4 0.3 2.6 0.4 2.4 7.2 4.1 2.0 2.0 1.2 1.2 0.1 1.3 0.2 13.7 20.3 1.2 0.2 1.2 0.2 1.3 0.2 12.6 1.2 2.1 1.4 1.5 LEANHOG 1.0 1.4 1.6 1.5 0.0 2.4 1.6 2.3 1.3 0.0 2.3 0.3 2.4 0.4 2.2 8.1 4.2 2.1 2.1 1.1 1.2 0.1 1.2 0.2 15.1 21.1 1.1 0.0 1.1 0.1 1.2 0.2 13.7 0.7 2.0 1.3 1.5 LIVECOW 0.9 1.4 1.6 1.4 0.0 2.3 1.2 2.3 1.2 0.0 2.2 0.2 2.4 0.4 2.2 8.0 4.1 2.1 2.1 1.1 1.1 0.1 1.2 0.2 16.3 21.8 1.1 0.0 1.1 0.1 1.2 0.2 13.8 0.2 1.9 1.3 1.5 MXP 0.9 1.4 1.6 1.4 0.0 2.4 1.2 2.3 1.2 0.0 2.3 0.2 2.5 0.4 2.2 7.5 4.0 2.0 2.0 1.1 1.2 0.1 1.2 0.2 17.9 23.2 1.1 0.0 1.2 0.1 1.2 0.2 11.1 0.0 1.9 1.4 1.5 NASDAQ 1.3 1.7 1.8 1.6 1.3 2.7 2.6 2.6 1.6 0.5 2.5 0.4 2.6 0.4 2.5 6.8 4.0 1.9 2.0 1.3 1.3 0.2 1.3 0.2 11.4 18.7 1.3 0.5 1.3 0.2 1.3 0.2 13.0 1.7 2.3 1.4 1.5 NIKKEI 1.2 1.6 1.7 1.6 0.8 2.6 2.3 2.5 1.5 0.3 2.5 0.3 2.6 0.4 2.4 5.9 3.6 1.8 1.8 1.2 1.3 0.2 1.3 0.2 14.0 20.6 1.2 0.3 1.2 0.2 1.3 0.2 13.1 1.2 2.1 1.4 1.5 NZD 1.1 1.5 1.7 1.5 0.1 2.5 1.9 2.4 1.4 0.0 2.4 0.3 2.6 0.4 2.4 7.2 4.1 2.0 2.0 1.2 1.2 0.1 1.3 0.2 15.0 21.7 1.2 0.0 1.2 0.1 1.2 0.2 13.1 0.1 1.8 1.4 1.5 OAT 1.1 1.6 1.7 1.5 0.5 2.5 2.1 2.4 1.4 0.0 2.4 0.3 2.5 0.4 2.4 8.2 4.3 2.2 2.2 1.2 1.2 0.1 1.2 0.2 13.3 20.1 1.2 0.1 1.2 0.1 1.3 0.2 13.7 0.5 1.8 1.3 1.4 OJ 0.0 1.8 2.5 2.2 0.0 1.3 0.0 1.3 0.4 0.0 0.7 0.0 0.7 0.3 0.6 7.3 3.7 1.9 1.9 0.3 0.3 0.0 0.3 0.1 25.7 25.7 0.3 0.0 0.3 0.0 0.3 0.1 14.1 0.0 2.6 1.4 1.5 PALLAD 1.0 1.5 1.7 1.4 0.0 2.4 1.1 2.4 1.2 0.0 2.3 0.2 2.5 0.4 2.2 5.8 3.4 1.6 1.7 1.1 1.2 0.1 1.2 0.2 18.4 23.7 1.1 0.0 1.2 0.1 1.2 0.2 12.5 0.0 1.9 1.4 1.5 PLAT 1.1 1.6 1.7 1.5 0.0 2.6 1.9 2.5 1.4 0.0 2.4 0.3 2.6 0.4 2.4 6.5 3.8 1.8 1.9 1.2 1.2 0.1 1.3 0.2 15.9 22.4 1.2 0.0 1.2 0.1 1.3 0.2 12.5 0.0 1.9 1.4 1.5 REDWHEAT 1.1 1.5 1.7 1.5 0.2 2.5 1.9 2.4 1.4 0.0 2.4 0.3 2.5 0.4 2.3 8.1 4.2 2.1 2.1 1.2 1.2 0.1 1.2 0.2 14.0 20.5 1.2 0.0 1.2 0.1 1.2 0.2 13.6 0.8 2.0 1.4 1.5 ROBUSTA 0.9 1.4 1.6 1.4 0.0 2.3 1.2 2.3 1.2 0.0 2.2 0.2 2.4 0.4 2.2 7.8 4.0 2.0 2.0 1.1 1.1 0.1 1.2 0.2 16.7 22.2 1.1 0.0 1.1 0.1 1.2 0.2 13.6 0.1 1.8 1.3 1.5 RUSSELL 1.3 1.7 1.8 1.7 1.2 2.7 2.6 2.6 1.6 0.5 2.6 0.4 2.7 0.4 2.5 6.1 3.9 1.8 1.9 1.3 1.3 0.2 1.3 0.2 12.8 20.1 1.3 0.5 1.3 0.2 1.3 0.2 11.7 1.5 2.2 1.4 1.5 SILVER-mini 1.2 1.7 1.9 1.7 0.0 2.8 1.7 2.7 1.5 0.0 2.7 0.3 2.8 0.4 2.6 6.1 3.4 1.6 1.6 1.3 1.3 0.1 1.4 0.2 21.5 28.1 1.3 0.0 1.3 0.1 1.4 0.2 0.0 0.0 1.7 1.5 1.7 SOYBEAN 1.0 1.5 1.6 1.5 0.0 2.5 1.7 2.4 1.3 0.0 2.4 0.3 2.5 0.4 2.3 8.1 4.2 2.1 2.1 1.1 1.2 0.1 1.2 0.2 14.9 21.0 1.1 0.0 1.2 0.1 1.2 0.2 13.7 0.2 1.8 1.3 1.5 SOYMEAL 1.1 1.5 1.7 1.5 0.3 2.5 1.9 2.4 1.4 0.0 2.4 0.3 2.5 0.4 2.3 8.1 4.2 2.1 2.1 1.2 1.2 0.1 1.2 0.2 13.9 20.5 1.2 0.0 1.2 0.1 1.2 0.2 13.5 0.8 2.0 1.3 1.5 SOYOIL 1.1 1.5 1.7 1.5 0.0 2.5 1.8 2.4 1.3 0.0 2.3 0.3 2.5 0.4 2.3 8.0 4.2 2.1 2.1 1.2 1.2 0.1 1.2 0.2 14.3 20.9 1.1 0.0 1.2 0.1 1.2 0.2 13.6 0.7 2.0 1.3 1.5 SP400 1.2 1.7 1.9 1.6 0.3 2.7 2.1 2.6 1.5 0.0 2.6 0.3 2.7 0.4 2.5 4.8 3.6 1.5 1.7 1.3 1.3 0.2 1.3 0.2 16.1 23.6 1.2 0.0 1.3 0.1 1.3 0.2 11.1 0.0 1.8 1.4 1.6 SP500 1.3 1.6 1.8 1.6 1.2 2.7 2.5 2.5 1.5 0.5 2.5 0.4 2.6 0.4 2.5 7.5 4.2 2.0 2.1 1.3 1.3 0.2 1.3 0.2 11.5 19.2 1.3 0.5 1.3 0.2 1.3 0.2 12.4 1.4 2.1 1.4 1.5 SUGAR11 0.9 1.4 1.6 1.4 0.0 2.4 1.3 2.3 1.2 0.0 2.3 0.2 2.4 0.4 2.2 7.8 4.1 2.1 2.1 1.1 1.1 0.1 1.2 0.2 16.6 22.0 1.1 0.0 1.1 0.1 1.2 0.2 13.6 0.1 1.8 1.3 1.5 US10 1.1 1.6 1.7 1.5 0.0 2.5 1.7 2.4 1.3 0.0 2.4 0.3 2.5 0.4 2.3 8.1 4.2 2.1 2.1 1.2 1.2 0.1 1.2 0.2 14.6 23.6 1.1 0.0 1.2 0.1 1.2 0.2 13.9 0.0 0.0 0.7 1.2 US10U 1.1 1.5 1.7 1.5 0.5 2.5 2.1 2.4 1.4 0.0 2.4 0.3 2.5 0.4 2.4 8.2 4.3 2.2 2.2 1.2 1.2 0.1 1.3 0.2 13.6 20.7 1.2 0.1 1.2 0.1 1.3 0.2 13.8 0.0 1.4 1.2 1.4 US20 1.1 1.6 1.7 1.6 0.1 2.6 2.0 2.5 1.4 0.0 2.4 0.3 2.6 0.4 2.4 7.9 4.2 2.1 2.1 1.2 1.2 0.1 1.3 0.2 13.7 21.9 1.2 0.0 1.2 0.1 1.3 0.2 13.8 0.0 0.9 1.2 1.4 US30 1.2 1.5 1.7 1.6 0.8 2.6 2.3 2.5 1.5 0.2 2.4 0.3 2.6 0.4 2.4 8.0 4.2 2.1 2.1 1.2 1.2 0.2 1.3 0.2 12.5 19.9 1.2 0.2 1.2 0.2 1.3 0.2 13.7 0.6 1.8 1.3 1.4 US5 1.1 1.5 1.7 1.5 0.0 2.5 1.9 2.4 1.4 0.0 2.4 0.3 2.5 0.4 2.3 8.2 4.2 2.1 2.2 1.2 1.2 0.1 1.3 0.2 14.5 22.3 1.2 0.0 1.2 0.1 1.2 0.2 14.0 0.0 0.3 1.1 1.4 VIX 1.2 5.2 6.3 1.9 0.0 3.5 1.1 3.5 1.4 0.0 3.3 0.2 3.5 0.4 3.1 15.7 8.0 4.1 4.1 1.5 1.7 0.0 1.7 0.2 0.0 23.1 1.5 0.0 1.7 0.1 1.7 0.2 0.0 0.0 0.0 0.0 0.0 WHEAT 1.0 1.5 1.7 1.5 0.0 2.5 1.7 2.4 1.3 0.0 2.3 0.3 2.5 0.4 2.3 8.0 4.1 2.1 2.1 1.1 1.2 0.1 1.2 0.2 14.9 20.9 1.1 0.0 1.2 0.1 1.2 0.2 13.6 0.5 1.9 1.3 1.5 ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset160 mrwrings4 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 AUD -0.2 -0.2 0.2 -0.0 -0.1 0.0 -0.2 -0.0 -0.1 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 0.6 2.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.2 -0.2 -0.1 -0.1 BITCOIN -0.1 0.3 0.3 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.2 -0.0 -0.3 0.0 0.2 -0.2 -0.0 -0.0 -0.0 0.1 0.1 -0.0 -0.1 -0.0 1.6 -4.8 0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.1 -0.1 0.3 0.3 0.1 BOBL -0.2 -0.2 -0.2 -0.0 0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.3 -0.0 -0.4 -0.1 -0.3 -0.7 0.2 -0.2 -0.0 -0.2 -0.2 -0.0 -0.2 -0.0 1.9 2.4 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 0.5 -0.0 -0.1 -0.1 -0.2 BTP -0.1 -0.0 0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 -0.0 -0.3 -0.0 -0.0 0.6 0.5 0.2 0.2 -0.1 -0.0 -0.0 -0.2 -0.0 -1.4 2.2 -0.0 0.0 -0.0 0.0 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-0.6 -0.3 -0.3 -0.1 0.0 -0.0 0.0 -0.0 -0.7 -2.4 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -2.5 0.1 0.0 -0.0 0.0 COCOA 0.1 0.1 0.3 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 0.3 0.0 0.0 0.0 0.3 -0.1 -0.1 -0.0 -0.0 0.2 0.1 -0.0 0.1 0.0 -3.0 -2.2 0.1 -0.0 0.1 -0.0 0.0 0.0 -2.2 0.0 0.4 0.2 0.3 COFFEE 0.1 0.3 0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 0.2 0.2 0.1 0.0 0.1 0.1 -0.0 -0.0 -0.1 0.0 1.8 2.2 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -1.0 -0.1 0.1 0.3 0.2 COPPER -0.2 -0.2 0.3 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.2 -0.0 -0.1 -0.0 0.2 -0.0 -0.0 -0.0 -0.0 0.1 0.1 -0.0 0.0 -0.0 -0.6 2.1 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.4 -0.0 0.2 0.0 0.1 CORN -0.2 -0.2 -0.3 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.1 -0.3 1.6 0.8 0.4 0.4 -0.2 -0.1 -0.0 0.0 -0.0 0.7 2.3 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 2.7 -0.1 -0.4 -0.3 -0.3 COTTON2 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.3 0.4 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.8 3.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 -0.2 0.2 CRUDE_W -0.0 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0.0 0.4 0.3 0.3 FTSE100 0.0 -0.3 -0.2 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 -0.2 0.0 0.1 -0.0 -0.2 0.1 0.7 0.3 0.4 -0.1 -0.1 0.0 -0.0 -0.0 -0.8 1.9 -0.0 0.0 -0.1 0.0 -0.0 0.0 2.6 -0.2 -0.3 0.1 0.0 GASOIL -0.0 -0.2 -0.2 -0.0 -0.1 -0.0 -0.0 0.1 0.0 -0.0 -0.2 -0.0 0.2 -0.0 -0.1 1.7 0.9 0.4 0.4 -0.1 -0.1 -0.0 0.1 -0.0 -0.2 -3.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 2.7 -0.0 -0.1 -0.1 -0.2 GASOILINE -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.1 0.0 -0.0 0.0 0.0 0.1 0.0 0.2 0.9 0.5 -0.0 0.0 0.1 0.0 0.0 0.1 0.0 -1.7 -2.6 0.0 -0.0 0.1 -0.0 0.1 0.0 -1.0 0.0 -0.0 0.1 0.2 GAS_US 0.2 -0.2 -0.3 -0.0 -0.1 -0.0 -0.0 0.1 0.0 -0.0 -0.4 0.0 -0.3 -0.0 -0.4 -1.5 -0.2 -0.2 -0.1 -0.2 -0.2 -0.0 -0.2 -0.0 0.5 -1.8 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -2.7 0.0 0.1 -0.2 -0.2 GBP -0.1 -0.2 0.2 -0.0 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.2 -0.0 -0.1 -0.1 -0.0 -0.2 -0.1 -0.1 -0.0 -0.1 0.0 -0.0 -0.1 -0.0 1.8 2.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.1 0.0 0.2 -0.0 -0.1 GOLD_micro -0.2 -0.3 0.3 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.0 -0.1 -0.1 -0.0 -1.0 -0.4 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-0.1 -0.0 -0.1 -0.0 NaN NaN NaN NaN NaN WHEAT -0.2 0.0 -0.2 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.3 -0.0 -0.3 -0.1 -0.3 -0.9 -0.3 -0.2 -0.2 -0.2 -0.2 -0.0 -0.2 -0.0 1.2 2.5 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -2.7 -0.1 -0.4 -0.2 -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 -10.2 10.6 -1.7 -5.8 0.3 -6.5 -1.4 -5.3 -13.9 4.1 -15.5 -3.6 -14.7 -4.0 -3.8 -2.7 -3.5 -3.2 -8.8 -1.1 -20.0 -3.6 -20.0 5.0 11.7 -3.1 -8.0 -0.7 -8.5 -1.5 -7.0 -0.7 -13.9 -10.9 -6.8 -4.4 BITCOIN -9.7 17.0 20.0 -1.9 -4.0 0.6 -4.2 1.2 -4.1 -13.9 7.3 -12.1 -12.8 3.1 9.9 -4.4 -1.4 -2.6 -1.5 7.8 4.5 -15.2 -10.7 -3.1 7.1 -18.1 2.8 -8.2 2.3 -5.7 -0.8 -1.3 1.7 -20.0 14.6 20.0 8.1 BOBL -20.0 -12.9 -11.8 -3.4 0.4 -2.6 -3.3 -4.6 -4.9 -3.3 -14.9 -12.1 -14.6 -14.6 -13.8 -9.2 4.2 -7.1 -1.2 -20.0 -20.0 -18.3 -20.0 -20.0 12.5 10.8 -5.4 0.7 -5.2 -4.5 -7.6 -6.4 3.3 -11.9 -8.7 -7.1 -15.2 BTP -12.2 -2.8 7.0 -3.4 0.4 -2.6 -3.3 -4.6 -4.9 11.7 -1.9 -4.2 -10.2 -8.7 -1.3 7.2 12.5 9.0 11.5 -4.3 -4.1 -0.1 -12.9 -6.4 -11.4 11.4 -0.1 7.0 -0.6 0.9 -7.3 -1.8 20.0 17.3 17.8 17.5 8.7 BUND -20.0 -11.8 -7.2 -3.4 0.4 -2.6 -3.3 -4.6 -4.9 -0.1 -13.9 -10.2 -14.1 -13.6 -12.3 10.3 14.6 11.3 12.8 -20.0 -20.0 -11.4 -20.0 -20.0 7.4 12.3 -4.8 2.1 -5.0 -3.2 -8.1 -5.6 20.0 -1.6 1.8 -0.4 -7.8 BUXL -15.6 -15.5 -8.4 -3.4 0.4 -2.6 -3.3 -4.6 -4.9 2.3 -12.9 -7.5 -13.6 -12.8 -13.1 2.8 0.5 3.0 2.7 -20.0 -20.0 -7.5 -20.0 -18.2 3.2 -10.8 -5.0 2.4 -4.9 -2.0 -7.1 -5.1 2.1 2.7 6.9 -3.0 -6.1 CAC -5.6 11.8 20.0 3.0 -3.5 3.3 -1.1 1.2 0.5 -0.5 15.7 6.4 10.6 12.2 14.9 -4.2 0.7 -3.6 -2.0 20.0 20.0 2.6 18.7 12.0 -16.6 8.9 5.9 -2.3 6.5 0.5 4.6 3.3 6.2 -2.3 17.8 14.1 13.3 CAD -20.0 -4.4 0.3 -1.7 -5.8 0.3 -6.5 -1.4 -5.3 -14.0 -7.7 -15.4 -9.5 -13.5 -8.0 -2.7 -1.5 -2.3 -2.0 -10.9 -8.3 -20.0 -11.3 -19.7 16.3 10.4 -4.0 -11.2 -2.7 -10.2 -3.8 -7.6 1.4 -14.4 -6.4 -5.8 -16.4 CANOLA -0.6 -5.5 -8.5 -0.4 -8.8 -1.6 -6.5 -1.2 -2.5 -13.8 -5.5 -12.7 -9.7 -6.3 -8.5 20.0 13.0 15.2 12.0 -9.9 -11.5 -18.3 -5.9 -11.1 2.8 11.5 -5.4 -13.7 -4.4 -8.8 -1.5 -6.4 7.5 -20.0 -20.0 -20.0 -20.0 CHF -19.0 -12.7 10.4 -1.7 -5.8 0.3 -6.5 -1.4 -5.3 -1.8 8.7 -11.4 2.2 -13.3 -1.0 -15.8 -13.7 -15.1 -14.6 -5.1 2.7 -9.0 1.3 -11.9 -5.3 -11.5 -2.3 -0.5 0.8 -4.2 -0.8 -5.4 -19.8 10.7 2.2 -2.0 0.2 COCOA 8.8 7.2 17.8 -0.4 -8.8 -1.6 -6.5 -1.2 -2.5 -13.5 12.6 3.6 1.0 6.8 11.7 -0.9 -2.6 -1.2 -1.5 13.5 12.7 -1.7 5.8 8.7 -19.5 -10.4 5.7 -4.4 5.4 -0.4 2.8 3.6 -16.3 4.3 20.0 12.5 20.0 COFFEE 6.0 20.0 6.2 -0.4 -8.8 -1.6 -6.5 -1.2 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10.6 -16.3 9.9 5.8 1.4 6.7 2.6 3.8 3.5 -3.9 10.3 9.9 10.0 12.1 DOW -20.0 -8.6 3.5 3.0 -3.5 3.3 -1.1 1.2 0.5 -11.2 8.5 -11.5 1.5 -10.8 -6.9 -8.2 -4.4 -7.4 -6.4 -5.7 1.7 -14.9 2.3 -12.5 -2.1 10.8 0.6 -12.5 3.0 -6.3 2.5 -2.9 -2.0 -13.7 -4.8 -11.6 -10.0 EUR -18.7 -15.6 19.8 -1.7 -5.8 0.3 -6.5 -1.4 -5.3 -9.2 8.9 -11.2 -2.6 -13.0 2.1 -8.4 -8.8 -8.5 -8.6 -2.1 5.3 -9.7 -1.9 -10.3 -4.9 -11.1 -0.7 -3.4 2.1 -4.3 -1.6 -4.3 -10.5 14.9 4.9 -0.0 7.8 EUROSTX -9.5 8.6 20.0 3.0 -3.5 3.3 -1.1 1.2 0.5 1.3 15.7 4.4 9.8 11.7 14.9 12.5 6.9 10.9 8.6 19.1 20.0 3.5 16.4 9.7 -18.1 -8.5 5.9 -1.1 7.2 1.2 5.0 3.1 19.9 5.0 11.6 8.3 11.7 FEEDCOW 20.0 18.6 12.2 -0.4 -8.8 -1.6 -6.5 -1.2 -2.5 11.7 8.4 14.8 4.2 15.7 15.2 -20.0 -20.0 -20.0 -20.0 20.0 12.2 20.0 4.9 20.0 -13.8 12.2 5.8 7.8 3.8 8.6 1.9 7.5 -20.0 20.0 20.0 20.0 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 -2.3 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-4.9 7.3 -11.4 -4.3 20.0 20.0 20.0 20.0 -7.0 -3.9 -9.2 7.9 -6.9 -11.4 -13.6 -2.8 -10.4 -0.4 -5.2 7.0 -3.6 20.0 -9.3 -11.1 -4.9 -3.2 JPY -20.0 -15.6 19.6 -1.7 -5.8 0.3 -6.5 -1.4 -5.3 -0.5 4.4 -13.6 -7.4 -15.1 -2.0 -14.8 -11.9 -13.6 -13.1 -9.7 -1.6 -13.7 -9.6 -18.4 3.4 9.9 -2.9 -1.1 -0.8 -4.2 -4.3 -5.5 -17.1 5.6 -5.9 -11.4 3.3 LEANHOG -5.1 -12.9 -16.0 -0.4 -8.8 -1.6 -6.5 -1.2 -2.5 -11.3 -10.7 -13.9 -6.9 -14.6 -14.1 -20.0 -20.0 -20.0 -20.0 -15.8 -13.9 -11.0 -6.1 -13.5 8.3 -11.1 -6.1 -1.8 -5.1 -4.1 -2.5 -5.5 -20.0 -8.4 -11.6 -20.0 -20.0 LIVECOW -1.6 9.3 12.9 -0.4 -8.8 -1.6 -6.5 -1.2 -2.5 -6.7 14.7 -1.4 7.8 12.4 14.2 20.0 -20.0 -2.3 -18.4 12.0 12.9 -1.8 8.4 6.1 -20.0 12.0 5.4 -4.1 6.6 -1.4 5.4 2.0 -20.0 1.1 7.2 15.3 20.0 MXP 9.5 5.8 12.3 -1.7 -5.8 0.3 -6.5 -1.4 -5.3 3.8 16.3 11.8 15.9 14.8 16.0 20.0 20.0 20.0 20.0 20.0 20.0 14.3 20.0 20.0 -20.0 9.7 6.4 0.5 6.3 4.0 5.4 5.8 20.0 20.0 20.0 20.0 20.0 NASDAQ -15.5 20.0 8.3 3.0 -3.5 3.3 -1.1 1.2 0.5 -3.8 -2.6 -8.8 -10.5 4.3 7.9 -7.3 -4.8 -6.6 -5.9 6.9 2.9 -3.2 -7.6 1.0 4.3 10.2 4.4 -2.0 3.3 0.2 0.1 2.3 -1.9 1.6 2.5 16.1 2.7 NIKKEI 5.4 18.1 -1.7 3.2 1.1 3.3 0.9 1.1 1.2 14.1 2.8 13.6 3.2 14.5 8.7 20.0 15.6 20.0 19.0 11.5 5.4 20.0 1.9 17.6 11.0 -9.4 3.7 10.6 1.0 9.3 -0.7 6.4 20.0 20.0 20.0 10.4 -16.8 NZD -20.0 -15.8 11.4 -1.7 -5.8 0.3 -6.5 -1.4 -5.3 -13.7 8.0 -14.4 -1.9 -14.7 -3.6 -0.1 0.4 0.0 0.0 -8.2 0.3 -18.3 -2.9 -17.0 0.1 10.8 -2.9 -6.4 -0.1 -6.6 -1.2 -6.0 4.7 0.1 -1.3 -7.6 0.8 OAT -20.0 -13.3 -5.7 -3.4 0.4 -2.6 -3.3 -4.6 -4.9 -0.6 -12.7 -10.6 -13.5 -13.6 -11.9 10.4 12.3 10.8 11.9 -19.0 -17.7 -11.8 -20.0 -20.0 3.6 12.7 -4.6 1.7 -4.5 -3.4 -8.2 -5.6 20.0 -1.0 2.4 0.8 -5.2 OJ -9.4 -14.5 -6.1 -0.4 -8.8 -1.6 -6.5 -1.2 -2.5 -4.2 14.2 -3.7 14.9 7.3 10.5 20.0 17.6 20.0 20.0 17.2 19.4 1.1 19.0 10.2 -20.0 -14.3 5.6 -0.3 6.0 0.6 5.7 3.5 20.0 13.0 12.0 20.0 20.0 PALLAD -14.0 -20.0 -20.0 -1.9 -4.0 0.6 -4.2 1.2 -4.1 -10.0 -15.7 -13.9 -13.7 -15.3 -16.0 -3.3 -2.0 -3.0 -2.6 -20.0 -20.0 -19.6 -20.0 -20.0 20.0 -11.1 -6.1 -3.4 -4.9 -4.6 -3.3 -5.9 0.0 -10.3 -20.0 -20.0 -20.0 PLAT -0.7 -20.0 -0.6 -1.9 -4.0 0.6 -4.2 1.2 -4.1 -1.1 2.6 0.5 0.2 -9.4 -8.8 -2.4 -1.2 -2.1 -1.6 -8.4 -2.0 -4.0 1.0 -7.6 -1.2 11.2 -3.8 -2.8 -0.9 -2.7 0.1 -4.3 1.6 5.1 3.6 -20.0 -10.4 REDWHEAT -20.0 2.5 -10.7 -0.4 -8.8 -1.6 -6.5 -1.2 -2.5 -14.0 -11.5 -15.4 -10.0 -11.8 -11.4 8.2 3.3 7.4 5.8 -13.2 -11.7 -20.0 -7.5 -20.0 2.4 12.9 -4.1 -9.3 -2.4 -9.0 0.1 -7.0 -5.1 -20.0 -20.0 -11.5 -13.4 ROBUSTA 11.6 20.0 18.8 -0.4 -8.8 -1.6 -6.5 -1.2 -2.5 4.3 2.8 7.9 -0.5 12.9 13.0 6.0 9.1 8.8 9.5 20.0 12.6 9.9 4.4 19.4 -8.9 9.6 5.0 1.1 2.5 2.6 0.7 4.8 3.2 13.8 20.0 20.0 20.0 RUSSELL -17.7 8.8 8.5 3.0 -3.5 3.3 -1.1 1.2 0.5 -13.5 3.3 -13.9 -7.1 -4.4 4.6 -6.6 -4.0 -6.0 -5.3 2.9 4.6 -14.8 -1.6 -6.1 -4.4 10.0 4.1 -10.1 4.2 -4.5 1.8 0.5 -0.6 -16.3 0.1 7.4 -1.9 SILVER-mini -20.0 -20.0 5.8 -1.9 -4.0 0.6 -4.2 1.2 -4.1 -13.8 3.3 -14.6 -2.4 -15.6 -9.7 -5.9 -4.5 -5.6 -5.2 -16.2 -3.4 -20.0 -0.8 -20.0 5.9 -11.3 -4.4 -5.2 -1.4 -5.9 -0.9 -6.4 -4.3 -20.0 -12.6 -20.0 -7.5 SOYBEAN 0.4 -2.8 -3.4 -0.4 -8.8 -1.6 -6.5 -1.2 -2.5 0.3 5.6 -2.7 3.8 0.5 -2.2 20.0 20.0 20.0 20.0 -1.6 -0.2 -3.8 4.6 -2.5 -11.3 -11.7 -2.4 -4.8 0.7 -4.5 5.7 -4.3 20.0 -9.8 -3.6 -15.1 2.0 SOYMEAL -4.2 5.6 19.6 -0.4 -8.8 -1.6 -6.5 -1.2 -2.5 9.0 14.8 8.7 14.1 12.0 14.9 20.0 18.6 20.0 20.0 17.8 20.0 11.9 19.3 12.5 -20.0 -12.0 5.6 3.9 8.4 3.4 9.2 3.0 20.0 20.0 10.0 8.8 20.0 SOYOIL 0.4 -8.0 -13.3 -0.4 -8.8 -1.6 -6.5 -1.2 -2.5 -13.0 -4.9 -11.1 2.1 -10.1 -13.2 2.8 14.9 4.9 9.5 -10.4 -7.9 -19.0 0.8 -12.2 -6.4 12.9 -5.4 -11.2 -3.4 -8.1 1.1 -6.2 8.7 -20.0 -11.6 -20.0 -20.0 SP400 -20.0 8.6 12.5 3.0 -3.5 3.3 -1.1 1.2 0.5 -13.4 9.5 -13.9 0.5 -3.1 5.7 -6.9 -3.8 -5.8 -4.8 5.7 10.1 -15.4 5.2 -5.9 -8.5 10.2 4.2 -10.0 5.1 -4.6 3.4 0.2 -0.0 -15.3 -1.2 6.8 1.4 SP500 -20.0 6.1 6.0 3.0 -3.5 3.3 -1.1 1.2 0.5 -10.0 1.3 -11.3 -6.4 -4.6 3.7 -8.2 -5.2 -7.4 -6.4 0.2 1.8 -11.0 -3.0 -6.9 2.3 10.2 2.6 -7.8 2.7 -3.3 0.0 -0.4 -2.6 -8.1 -4.3 0.1 -4.2 SUGAR11 2.6 10.1 10.3 -0.4 -8.8 -1.6 -6.5 -1.2 -2.5 13.4 13.5 14.1 10.4 15.0 14.5 20.0 20.0 20.0 20.0 17.1 15.3 16.6 11.1 17.0 -20.0 10.7 6.3 4.0 7.1 4.5 5.8 5.0 20.0 20.0 20.0 20.0 20.0 US10 -20.0 -17.2 3.8 -3.4 0.4 -2.6 -3.3 -4.6 -4.9 4.9 -10.1 -10.3 -12.4 -14.1 -9.6 -8.1 -3.4 -8.1 -7.0 -18.3 -14.8 -11.1 -20.0 -20.0 0.2 9.7 -4.1 1.8 -3.4 -2.3 -6.0 -4.8 -9.7 6.0 8.0 -1.8 2.1 US10U -20.0 -14.3 3.8 -3.4 0.4 -2.6 -3.3 -4.6 -4.9 8.7 -9.1 -8.5 -12.1 -13.0 -7.7 1.1 3.1 0.8 1.1 -15.4 -13.4 -8.2 -20.0 -17.2 -3.6 -14.1 -3.2 2.1 -2.5 -1.6 -5.7 -4.1 2.9 9.6 12.5 3.3 7.4 US20 -20.0 -12.5 6.8 -3.4 0.4 -2.6 -3.3 -4.6 -4.9 10.6 -6.6 -5.9 -10.8 -11.5 -5.1 -4.2 -1.7 -5.6 -4.2 -13.8 -11.8 -5.6 -18.7 -15.5 -1.3 -12.3 -3.4 3.4 -3.0 -0.6 -5.8 -3.9 -5.5 11.2 12.2 4.0 8.2 US30 -16.6 -7.8 7.2 -3.4 0.4 -2.6 -3.3 -4.6 -4.9 12.5 -5.1 -6.1 -11.7 -11.0 -4.6 -1.0 -0.5 -1.3 -1.2 -9.6 -9.9 -3.5 -19.9 -10.9 -6.5 10.0 -1.7 2.5 -1.6 0.1 -6.1 -2.6 -2.1 16.0 16.7 9.9 13.9 US5 -20.0 -19.6 3.8 -3.4 0.4 -2.6 -3.3 -4.6 -4.9 1.3 -11.1 -12.1 -12.9 -15.1 -11.2 -11.1 -3.7 -9.9 -8.1 -20.0 -16.9 -14.8 -20.0 -20.0 3.1 10.8 -4.6 0.7 -3.7 -3.2 -6.1 -5.4 -10.9 1.1 2.1 -8.4 -1.5 VIX 13.9 3.1 -16.4 -5.1 0.8 -5.5 -2.6 -4.5 -4.0 -1.7 -14.8 -7.8 -14.2 -9.5 -13.6 -20.0 -20.0 -20.0 -20.0 -15.1 -20.0 -5.0 -18.4 -8.3 NaN -13.5 -6.4 1.3 -7.6 -2.6 -6.5 -4.4 NaN NaN NaN NaN NaN WHEAT -20.0 0.4 -14.5 -0.4 -8.8 -1.6 -6.5 -1.2 -2.5 -14.0 -13.8 -15.5 -13.8 -13.9 -14.1 -11.9 -7.1 -10.4 -8.8 -18.7 -18.3 -20.0 -14.2 -20.0 8.1 11.9 -4.5 -10.4 -3.2 -9.2 -1.1 -7.0 -20.0 -20.0 -20.0 -17.1 -16.6 End of report for caleb_strategy_v1