******************************************************************************** Strategy report for caleb_strategy_v1 backtest timestamp 20230525_204657 produced at 2023-05-25 21:37:36.865282 ******************************************************************************** ====================================================================================================================================================================================================================================================================================== 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 0.05 -0.42 -0.50 0.0 4.682758e+07 -4.682758e+07 -0.42 -0.42 -10.66 999999999.0 -9 -9 caleb_strategy_v1 VIX False False 0.01 -0.16 -0.23 0.0 8.814603e+06 -8.814603e+06 -0.16 -0.16 -26.63 999999999.0 -18 -18 caleb_strategy_v1 CHF False False 0.05 -0.11 -0.19 0.0 5.451448e+07 -5.451448e+07 -0.11 -0.11 -3.42 999999999.0 -2 -2 caleb_strategy_v1 JPY False False 0.04 -0.39 -0.17 0.0 3.532743e+07 -3.532743e+07 -0.39 -0.39 -4.76 999999999.0 -11 -11 caleb_strategy_v1 EUR False False 0.05 -0.21 -0.17 0.0 5.291966e+07 -5.291966e+07 -0.21 -0.21 -3.27 999999999.0 -4 -4 caleb_strategy_v1 US20 False False 0.05 -0.15 -0.14 0.0 4.960679e+07 -4.960679e+07 -0.15 -0.15 -2.89 999999999.0 -3 -3 caleb_strategy_v1 US5 False False 0.04 -0.04 -0.07 0.0 4.252319e+07 -4.252319e+07 -0.04 -0.04 -1.60 999999999.0 -1 -1 caleb_strategy_v1 LEANHOG False False 0.01 -0.08 -0.07 0.0 1.209592e+07 -1.209592e+07 -0.08 -0.08 -5.75 999999999.0 -7 -7 caleb_strategy_v1 GOLD_micro False False 0.01 -0.08 -0.06 0.0 7.655887e+06 -7.655887e+06 -0.08 -0.08 -7.91 999999999.0 -11 -11 caleb_strategy_v1 BUXL False False 0.06 0.00 -0.05 0.0 5.605701e+07 -5.605701e+07 0.00 0.00 -0.94 999999999.0 0 0 caleb_strategy_v1 US10 False False 0.04 0.00 -0.05 0.0 4.470774e+07 -4.470774e+07 0.00 0.00 -1.19 999999999.0 0 0 caleb_strategy_v1 FEEDCOW False False 0.05 0.00 -0.05 0.0 4.692741e+07 -4.692741e+07 0.00 0.00 -1.07 999999999.0 0 0 caleb_strategy_v1 GASOIL False False 0.03 -0.03 -0.03 0.0 2.667058e+07 -2.667058e+07 -0.03 -0.03 -1.05 999999999.0 -1 -1 caleb_strategy_v1 HEATOIL False False 0.04 -0.04 -0.03 0.0 3.868771e+07 -3.868771e+07 -0.04 -0.04 -0.71 999999999.0 -1 -1 caleb_strategy_v1 SOYMEAL False False 0.02 -0.02 -0.03 0.0 1.518005e+07 -1.518005e+07 -0.02 -0.02 -1.74 999999999.0 -1 -1 caleb_strategy_v1 COCOA False False 0.01 -0.05 -0.03 0.0 1.191450e+07 -1.191450e+07 -0.05 -0.05 -2.29 999999999.0 -4 -4 caleb_strategy_v1 SILVER-mini False False 0.02 0.00 -0.02 0.0 2.278831e+07 -2.278831e+07 0.00 0.00 -0.78 999999999.0 0 0 caleb_strategy_v1 CRUDE_W False False 0.03 0.00 -0.01 0.0 2.785967e+07 -2.785967e+07 0.00 0.00 -0.20 999999999.0 0 0 caleb_strategy_v1 OJ False False 0.02 0.00 -0.01 0.0 1.723876e+07 -1.723876e+07 0.00 0.00 -0.31 999999999.0 0 0 caleb_strategy_v1 GAS_US False False 0.01 -0.02 -0.01 0.0 1.003721e+07 -1.003721e+07 -0.02 -0.02 -0.85 999999999.0 -2 -2 caleb_strategy_v1 US30 False False 0.05 -0.05 -0.01 0.0 5.270028e+07 -5.270028e+07 -0.05 -0.05 -0.14 999999999.0 -1 -1 caleb_strategy_v1 BITCOIN False False 0.00 -0.02 -0.01 0.0 1.042371e+06 -1.042371e+06 -0.02 -0.02 -6.80 999999999.0 -19 -19 caleb_strategy_v1 GASOILINE False False 0.04 0.00 -0.01 0.0 4.107960e+07 -4.107960e+07 0.00 0.00 -0.29 999999999.0 0 0 caleb_strategy_v1 PALLAD False False 0.06 0.00 -0.00 0.0 5.576666e+07 -5.576666e+07 0.00 0.00 -0.04 999999999.0 0 0 caleb_strategy_v1 SOYOIL False False 0.01 0.00 0.00 0.0 1.146490e+07 -1.146490e+07 0.00 0.00 0.42 999999999.0 0 0 caleb_strategy_v1 REDWHEAT False False 0.02 0.00 0.00 0.0 1.604672e+07 -1.604672e+07 0.00 0.00 0.23 999999999.0 0 0 caleb_strategy_v1 WHEAT False False 0.01 -0.05 -0.00 0.0 1.259088e+07 -1.259088e+07 -0.05 -0.05 -0.21 999999999.0 -4 -4 caleb_strategy_v1 EUROSTX False False 0.02 0.00 -0.00 0.0 1.812564e+07 -1.812564e+07 0.00 0.00 -0.14 999999999.0 0 0 caleb_strategy_v1 DOW False False 0.01 -0.10 -0.00 0.0 6.466211e+06 -6.466211e+06 -0.10 -0.12 -0.59 999999999.0 -15 -18 caleb_strategy_v1 AUD False False 0.03 0.00 0.01 0.0 2.567081e+07 -2.567081e+07 0.00 0.00 0.26 999999999.0 0 0 caleb_strategy_v1 SUGAR11 False False 0.01 0.01 0.01 0.0 1.099873e+07 -1.099873e+07 0.01 0.01 0.54 999999999.0 1 1 caleb_strategy_v1 COFFEE False False 0.03 0.03 0.01 0.0 2.690968e+07 -2.690968e+07 0.03 0.03 0.34 999999999.0 1 1 caleb_strategy_v1 COPPER False False 0.04 0.00 0.01 0.0 3.544575e+07 -3.544575e+07 0.00 0.00 0.19 999999999.0 0 0 caleb_strategy_v1 ROBUSTA False False 0.01 0.02 0.01 0.0 1.006087e+07 -1.006087e+07 0.02 0.02 1.36 999999999.0 2 2 caleb_strategy_v1 COTTON2 False False 0.02 0.02 0.01 0.0 1.580318e+07 -1.580318e+07 0.02 0.02 0.45 999999999.0 1 1 caleb_strategy_v1 CORN False False 0.01 0.05 0.01 0.0 1.017525e+07 -1.017525e+07 0.05 0.05 1.16 999999999.0 5 5 caleb_strategy_v1 SP500 False False 0.08 0.00 0.02 0.0 8.209215e+07 -8.209215e+07 0.00 0.00 0.29 999999999.0 0 0 caleb_strategy_v1 CANOLA False False 0.00 0.00 0.02 0.0 3.790334e+06 -3.790334e+06 0.00 0.00 5.94 999999999.0 0 0 caleb_strategy_v1 SOYBEAN False False 0.02 0.00 0.02 0.0 2.315559e+07 -2.315559e+07 0.00 0.00 0.91 999999999.0 0 0 caleb_strategy_v1 RUSSELL False False 0.00 0.00 0.02 0.0 3.465500e+06 -3.465500e+06 0.00 0.00 6.50 999999999.0 0 0 caleb_strategy_v1 DAX False False 0.01 0.01 0.02 0.0 6.714061e+06 -6.714061e+06 0.01 0.01 2.55 999999999.0 2 2 caleb_strategy_v1 NZD False False 0.02 0.00 0.02 0.0 2.387436e+07 -2.387436e+07 0.00 0.00 0.82 999999999.0 0 0 caleb_strategy_v1 PLAT False False 0.02 0.00 0.02 0.0 2.025190e+07 -2.025190e+07 0.00 0.00 0.79 999999999.0 0 0 caleb_strategy_v1 GBP False False 0.03 0.30 0.03 0.0 3.037538e+07 -3.037538e+07 0.30 0.30 1.06 999999999.0 10 10 caleb_strategy_v1 SP400 False False 0.10 0.77 0.04 0.0 9.564732e+07 -9.564732e+07 0.77 0.77 0.38 999999999.0 8 8 caleb_strategy_v1 MXP False False 0.01 0.00 0.04 0.0 1.099360e+07 -1.099360e+07 0.00 0.00 3.91 999999999.0 0 0 caleb_strategy_v1 CAD False False 0.03 0.00 0.05 0.0 2.893241e+07 -2.893241e+07 0.00 0.00 1.70 999999999.0 0 0 caleb_strategy_v1 CAC False False 0.03 0.06 0.06 0.0 3.055501e+07 -3.055501e+07 0.06 0.06 2.04 999999999.0 2 2 caleb_strategy_v1 NASDAQ False False 0.11 0.00 0.07 0.0 1.103935e+08 -1.103935e+08 0.00 0.00 0.61 999999999.0 0 0 caleb_strategy_v1 BTP False False 0.05 0.14 0.07 0.0 4.785964e+07 -4.785964e+07 0.14 0.14 1.39 999999999.0 3 3 caleb_strategy_v1 OAT False False 0.05 0.00 0.08 0.0 5.393255e+07 -5.393255e+07 0.00 0.00 1.54 999999999.0 0 0 caleb_strategy_v1 LIVECOW False False 0.03 0.00 0.11 0.0 2.599026e+07 -2.599026e+07 0.00 0.00 4.28 999999999.0 0 0 caleb_strategy_v1 FTSE100 True False 0.03 0.00 0.16 0.0 0.000000e+00 0.000000e+00 0.00 0.00 4.72 999999999.0 0 0 caleb_strategy_v1 BUND False False 0.06 0.45 0.29 0.0 5.628554e+07 -5.628554e+07 0.45 0.45 5.07 999999999.0 8 8 caleb_strategy_v1 NIKKEI False True 0.01 0.00 0.51 0.0 0.000000e+00 0.000000e+00 0.00 0.00 57.74 999999999.0 0 0 caleb_strategy_v1 BOBL False False 0.05 0.00 0.53 0.0 4.935353e+07 -4.935353e+07 0.00 0.00 10.67 999999999.0 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 18.2 Shocked risk 57.2 Sum abs risk 52.9 Leverage 4.19 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2535565.09, 'annual_cash_vol_target': 633891.2725, 'daily_cash_vol_target': 39618.20453125} ==================================================================== Vol calculation ==================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0046 0.6509 0.7013 11.2213 BITCOIN 854.8089 26430.0000 3.2342 51.7478 BOBL 0.3539 116.6200 0.3035 4.8560 BTP 0.6242 113.0900 0.5519 8.8310 BUND 0.6865 133.0000 0.5162 8.2586 BUXL 1.6146 132.4600 1.2189 19.5024 CAC 57.0421 7220.0000 0.7901 12.6409 CAD 0.0034 0.7336 0.4631 7.4093 CANOLA 8.2653 654.1000 1.2636 20.2177 CHF 0.0051 1.1058 0.4651 7.4411 COCOA 32.2267 3021.0000 1.0668 17.0681 COFFEE 3.4072 181.9500 1.8726 29.9621 COPPER 0.0506 3.5950 1.4065 22.5048 CORN 5.9865 516.0000 1.1602 18.5627 COTTON2 1.5268 80.1400 1.9051 30.4821 CRUDE_W 1.3625 70.6400 1.9288 30.8614 DAX 128.5348 15865.0000 0.8102 12.9629 DOW 230.0689 32791.0000 0.7016 11.2260 EUR 0.0049 1.0734 0.4581 7.3295 EUROSTX 36.9617 4283.0000 0.8630 13.8078 FEEDCOW 1.4883 237.9750 0.6254 10.0061 FTSE100 57.6590 7070.0000 0.8155 13.0487 GASOIL 13.1482 676.2500 1.9443 31.1086 GASOILINE 0.0453 2.4800 1.8276 29.2410 GAS_US 0.1043 2.5450 4.0974 65.5585 GBP 0.0064 1.2323 0.5225 8.3595 GOLD_micro 16.1552 1941.2000 0.8322 13.3157 HEATOIL 0.0427 2.3356 1.8267 29.2267 JPY 0.0000 0.0072 0.6564 10.5019 LEANHOG 1.4601 76.6750 1.9043 30.4682 LIVECOW 0.9425 164.7500 0.5721 9.1532 MXP 0.0004 0.0558 0.6575 10.5202 NASDAQ 118.1848 13995.5000 0.8444 13.5112 NIKKEI 237.4306 31035.0000 0.7650 12.2407 NZD 0.0052 0.6054 0.8584 13.7351 OAT 0.6570 127.4400 0.5155 8.2485 OJ 5.4721 291.4000 1.8779 30.0458 PALLAD 32.0285 1414.0000 2.2651 36.2416 PLAT 18.0315 1027.0000 1.7557 28.0919 REDWHEAT 16.4042 813.7500 2.0159 32.2540 ROBUSTA 35.8442 2551.0000 1.4051 22.4816 RUSSELL 19.8388 1757.4000 1.1289 18.0620 SILVER-mini 0.3557 23.1125 1.5392 24.6273 SOYBEAN 11.6206 1174.2500 0.9896 15.8339 SOYMEAL 4.3495 384.9000 1.1300 18.0805 SOYOIL 0.8316 48.4500 1.7164 27.4621 SP400 23.6491 2425.2000 0.9751 15.6023 SP500 30.0792 4163.0000 0.7225 11.5606 SUGAR11 0.3634 24.9000 1.4595 23.3520 US10 0.4927 113.3594 0.4346 6.9540 US10U 0.6442 118.7344 0.5426 8.6813 US20 0.8990 125.7812 0.7148 11.4363 US30 1.2692 133.6250 0.9498 15.1969 US5 0.3583 107.8203 0.3323 5.3170 VIX 0.5608 22.3500 2.5091 40.1449 WHEAT 11.5359 638.5000 1.8067 28.9075 =========================================================================================================================================== Subsystem position =========================================================================================================================================== Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 650.90 0.70 456.50 1.00 456.50 39618.2 86.79 1.89 16.38 BITCOIN 26.43 3.23 85.48 1.00 85.48 39618.2 463.47 -6.23 -288.66 BOBL 1166.20 0.30 353.94 1.08 381.74 39618.2 103.78 14.25 147.86 BTP 1130.90 0.55 624.19 1.08 673.22 39618.2 58.85 11.68 68.75 BUND 1330.00 0.52 686.49 1.08 740.42 39618.2 53.51 13.14 70.28 BUXL 1324.60 1.22 1614.56 1.08 1741.38 39618.2 22.75 -4.94 -11.25 CAC 722.00 0.79 570.42 1.08 615.23 39618.2 64.40 11.30 72.74 CAD 733.60 0.46 339.72 1.00 339.72 39618.2 116.62 8.17 95.28 CANOLA 130.82 1.26 165.31 0.74 122.39 39618.2 323.71 20.00 647.41 CHF 1382.25 0.47 642.84 1.00 642.84 39618.2 61.63 -14.82 -91.35 COCOA 302.10 1.07 322.27 1.00 322.27 39618.2 122.94 -8.54 -105.01 COFFEE 682.31 1.87 1277.72 1.00 1277.72 39618.2 31.01 8.37 25.97 COPPER 898.75 1.41 1264.14 1.00 1264.14 39618.2 31.34 2.17 6.79 CORN 258.00 1.16 299.32 1.00 299.32 39618.2 132.36 9.71 128.57 COTTON2 400.70 1.91 763.39 1.00 763.39 39618.2 51.90 5.72 29.68 CRUDE_W 706.40 1.93 1362.53 1.00 1362.53 39618.2 29.08 -0.52 -1.50 DAX 158.65 0.81 128.53 1.08 138.63 39618.2 285.78 1.65 47.03 DOW 163.96 0.70 115.03 1.00 115.03 39618.2 344.40 -0.60 -20.59 EUR 1341.81 0.46 614.67 1.00 614.67 39618.2 64.45 -13.54 -87.25 EUROSTX 428.30 0.86 369.62 1.08 398.65 39618.2 99.38 -0.52 -5.13 FEEDCOW 1189.88 0.63 744.13 1.00 744.13 39618.2 53.24 -7.50 -39.95 FTSE100 707.00 0.82 576.59 1.24 666.67 39618.2 59.43 7.70 45.74 GASOIL 676.25 1.94 1314.82 1.00 1314.82 39618.2 30.13 -4.90 -14.75 GASOILINE 1041.60 1.83 1903.59 1.00 1903.59 39618.2 20.81 -3.43 -7.15 GAS_US 254.50 4.10 1042.79 1.00 1042.79 39618.2 37.99 -14.91 -56.67 GBP 770.19 0.52 402.40 1.00 402.40 39618.2 98.46 6.02 59.32 GOLD_micro 194.12 0.83 161.55 1.00 161.55 39618.2 245.23 -14.41 -353.42 HEATOIL 980.95 1.83 1791.87 1.00 1791.87 39618.2 22.11 -4.51 -9.97 JPY 895.75 0.66 587.94 1.00 587.94 39618.2 67.38 -10.92 -73.57 LEANHOG 306.70 1.90 584.04 1.00 584.04 39618.2 67.84 -18.15 -123.15 LIVECOW 659.00 0.57 377.00 1.00 377.00 39618.2 105.09 15.15 159.18 MXP 278.75 0.66 183.28 1.00 183.28 39618.2 216.16 14.77 319.32 NASDAQ 2799.10 0.84 2363.70 1.00 2363.70 39618.2 16.76 6.66 11.16 NIKKEI 31035.00 0.77 23743.06 0.01 171.53 39618.2 230.98 13.16 303.98 NZD 605.35 0.86 519.66 1.00 519.66 39618.2 76.24 6.72 51.24 OAT 1274.40 0.52 656.99 1.08 708.60 39618.2 55.91 13.66 76.37 OJ 437.10 1.88 820.81 1.00 820.81 39618.2 48.27 -3.67 -17.70 PALLAD 1414.00 2.27 3202.85 1.00 3202.85 39618.2 12.37 -1.26 -1.56 PLAT 513.50 1.76 901.57 1.00 901.57 39618.2 43.94 7.51 33.00 REDWHEAT 406.88 2.02 820.21 1.00 820.21 39618.2 48.30 8.77 42.36 ROBUSTA 255.10 1.41 358.44 1.00 358.44 39618.2 110.53 9.46 104.60 RUSSELL 87.87 1.13 99.19 1.00 99.19 39618.2 399.40 3.14 125.57 SILVER-mini 577.81 1.54 889.37 1.00 889.37 39618.2 44.55 -7.82 -34.83 SOYBEAN 587.12 0.99 581.03 1.00 581.03 39618.2 68.19 2.26 15.41 SOYMEAL 384.90 1.13 434.95 1.00 434.95 39618.2 91.09 -3.25 -29.58 SOYOIL 290.70 1.72 498.95 1.00 498.95 39618.2 79.40 5.76 45.75 SP400 2425.20 0.98 2364.91 1.00 2364.91 39618.2 16.75 4.40 7.36 SP500 2081.50 0.72 1503.96 1.00 1503.96 39618.2 26.34 3.91 10.31 SUGAR11 278.88 1.46 407.03 1.00 407.03 39618.2 97.34 4.13 40.16 US10 1133.59 0.43 492.69 1.00 492.69 39618.2 80.41 -3.86 -31.00 US10U 1187.34 0.54 644.23 1.00 644.23 39618.2 61.50 -11.89 -73.13 US20 1257.81 0.71 899.05 1.00 899.05 39618.2 44.07 -8.90 -39.23 US30 1336.25 0.95 1269.18 1.00 1269.18 39618.2 31.22 -0.54 -1.70 US5 1078.20 0.33 358.30 1.00 358.30 39618.2 110.57 -3.78 -41.78 VIX 223.50 2.51 560.77 1.00 560.77 39618.2 70.65 -20.00 -141.30 WHEAT 319.25 1.81 576.80 1.00 576.80 39618.2 68.69 -5.75 -39.50 ===================================================================== Portfolio positions ===================================================================== subsystem_position instr weight IDM Notional position AUD 16.381 0.006 2.5 0.262 BITCOIN -288.660 0.009 2.5 -6.801 BOBL 147.862 0.029 2.5 10.669 BTP 68.753 0.008 2.5 1.389 BUND 70.285 0.029 2.5 5.072 BUXL -11.246 0.034 2.5 -0.944 CAC 72.742 0.011 2.5 2.045 CAD 95.278 0.007 2.5 1.701 CANOLA 647.412 0.004 2.5 5.943 CHF -91.347 0.015 2.5 -3.419 COCOA -105.011 0.009 2.5 -2.288 COFFEE 25.966 0.005 2.5 0.337 COPPER 6.786 0.011 2.5 0.185 CORN 128.570 0.004 2.5 1.160 COTTON2 29.679 0.006 2.5 0.447 CRUDE_W -1.499 0.053 2.5 -0.198 DAX 47.029 0.022 2.5 2.554 DOW -20.593 0.011 2.5 -0.587 EUR -87.254 0.015 2.5 -3.266 EUROSTX -5.127 0.011 2.5 -0.144 FEEDCOW -39.945 0.011 2.5 -1.073 FTSE100 45.745 0.041 2.5 4.716 GASOIL -14.752 0.029 2.5 -1.052 GASOILINE -7.149 0.016 2.5 -0.294 GAS_US -56.666 0.006 2.5 -0.853 GBP 59.317 0.007 2.5 1.059 GOLD_micro -353.417 0.009 2.5 -7.908 HEATOIL -9.968 0.029 2.5 -0.711 JPY -73.575 0.026 2.5 -4.762 LEANHOG -123.147 0.019 2.5 -5.753 LIVECOW 159.184 0.011 2.5 4.277 MXP 319.321 0.005 2.5 3.909 NASDAQ 11.163 0.022 2.5 0.606 NIKKEI 303.981 0.076 2.5 57.736 NZD 51.236 0.006 2.5 0.819 OAT 76.373 0.008 2.5 1.542 OJ -17.698 0.007 2.5 -0.309 PALLAD -1.556 0.010 2.5 -0.037 PLAT 33.002 0.010 2.5 0.794 REDWHEAT 42.358 0.002 2.5 0.226 ROBUSTA 104.595 0.005 2.5 1.356 RUSSELL 125.569 0.021 2.5 6.504 SILVER-mini -34.829 0.009 2.5 -0.779 SOYBEAN 15.414 0.024 2.5 0.909 SOYMEAL -29.577 0.024 2.5 -1.744 SOYOIL 45.749 0.004 2.5 0.420 SP400 7.363 0.021 2.5 0.381 SP500 10.311 0.011 2.5 0.294 SUGAR11 40.163 0.005 2.5 0.545 US10 -31.003 0.015 2.5 -1.189 US10U -73.134 0.058 2.5 -10.656 US20 -39.227 0.029 2.5 -2.891 US30 -1.700 0.034 2.5 -0.143 US5 -41.777 0.015 2.5 -1.603 VIX -141.298 0.075 2.5 -26.628 WHEAT -39.496 0.002 2.5 -0.211 ==================== Position diags ==================== AUD 1.39 BITCOIN 10.92 BOBL 7.49 BTP 1.19 BUND 3.86 BUXL 1.91 CAC 1.81 CAD 2.08 CANOLA 2.97 CHF 2.31 COCOA 2.68 COFFEE 0.40 COPPER 0.86 CORN 1.19 COTTON2 0.78 CRUDE_W 3.84 DAX 15.52 DOW 9.81 EUR 2.41 EUROSTX 2.79 FEEDCOW 1.43 FTSE100 6.13 GASOIL 2.15 GASOILINE 0.85 GAS_US 0.57 GBP 1.76 GOLD_micro 5.49 HEATOIL 1.58 JPY 4.36 LEANHOG 3.17 LIVECOW 2.82 MXP 2.65 NASDAQ 0.91 NIKKEI 43.87 NZD 1.22 OAT 1.13 OJ 0.84 PALLAD 0.30 PLAT 1.06 REDWHEAT 0.26 ROBUSTA 1.43 RUSSELL 20.69 SILVER-mini 1.00 SOYBEAN 4.02 SOYMEAL 5.37 SOYOIL 0.73 SP400 0.87 SP500 0.75 SUGAR11 1.32 US10 3.08 US10U 8.96 US20 3.25 US30 2.62 US5 4.24 VIX 13.31 WHEAT 0.37 dtype: float64 =================================================================================================== Positions vs buffers =================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 0.3 0.1 0.4 0.0 0 BITCOIN -6.8 -7.9 -5.7 -19.0 -19 BOBL 10.7 9.9 11.4 0.0 0 BTP 1.4 1.3 1.5 3.0 3 BUND 5.1 4.7 5.5 8.0 8 BUXL -0.9 -1.1 -0.8 0.0 0 CAC 2.0 1.9 2.2 2.0 2 CAD 1.7 1.5 1.9 0.0 0 CANOLA 5.9 5.6 6.2 NaN 0 CHF -3.4 -3.6 -3.2 -2.0 -2 COCOA -2.3 -2.6 -2.0 -4.0 -4 COFFEE 0.3 0.3 0.4 1.0 1 COPPER 0.2 0.1 0.3 0.0 0 CORN 1.2 1.0 1.3 5.0 5 COTTON2 0.4 0.4 0.5 1.0 1 CRUDE_W -0.2 -0.6 0.2 0.0 0 DAX 2.6 1.0 4.1 2.0 2 DOW -0.6 -1.6 0.4 -15.0 -15 EUR -3.3 -3.5 -3.0 -4.0 -4 EUROSTX -0.1 -0.4 0.1 0.0 0 FEEDCOW -1.1 -1.2 -0.9 0.0 0 FTSE100 4.7 4.1 5.3 0.0 0 GASOIL -1.1 -1.3 -0.8 -1.0 -1 GASOILINE -0.3 -0.4 -0.2 0.0 0 GAS_US -0.9 -0.9 -0.8 -2.0 -2 GBP 1.1 0.9 1.2 10.0 10 GOLD_micro -7.9 -8.5 -7.4 -11.0 -11 HEATOIL -0.7 -0.9 -0.6 -1.0 -1 JPY -4.8 -5.2 -4.3 -11.0 -11 LEANHOG -5.8 -6.1 -5.4 -7.0 -7 LIVECOW 4.3 4.0 4.6 0.0 0 MXP 3.9 3.6 4.2 0.0 0 NASDAQ 0.6 0.5 0.7 0.0 0 NIKKEI 57.7 53.3 62.1 0.0 0 NZD 0.8 0.7 0.9 0.0 0 OAT 1.5 1.4 1.7 0.0 0 OJ -0.3 -0.4 -0.2 NaN 0 PALLAD -0.0 -0.1 -0.0 0.0 0 PLAT 0.8 0.7 0.9 0.0 0 REDWHEAT 0.2 0.2 0.3 0.0 0 ROBUSTA 1.4 1.2 1.5 2.0 2 RUSSELL 6.5 4.4 8.6 0.0 0 SILVER-mini -0.8 -0.9 -0.7 0.0 0 SOYBEAN 0.9 0.5 1.3 0.0 0 SOYMEAL -1.7 -2.3 -1.2 -1.0 -1 SOYOIL 0.4 0.3 0.5 0.0 0 SP400 0.4 0.3 0.5 8.0 8 SP500 0.3 0.2 0.4 0.0 0 SUGAR11 0.5 0.4 0.7 1.0 1 US10 -1.2 -1.5 -0.9 NaN 0 US10U -10.7 -11.6 -9.8 -9.0 -9 US20 -2.9 -3.2 -2.6 -3.0 -3 US30 -0.1 -0.4 0.1 -1.0 -1 US5 -1.6 -2.0 -1.2 -1.0 -1 VIX -26.6 -28.0 -25.3 -18.0 -18 WHEAT -0.2 -0.2 -0.2 -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 -0.0 -0.0 -0.1 0.0 -0.1 0.1 -0.2 0.0 -0.0 -0.1 -0.0 -0.1 -0.2 -0.0 -0.3 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 1.6 2.2 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.1 -0.3 BITCOIN -0.2 -0.1 0.3 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.0 0.3 -0.0 -0.2 -0.0 0.2 -0.2 -0.1 -0.0 -0.0 0.0 0.1 -0.0 0.0 -0.0 1.9 -4.8 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.0 0.1 -0.1 -0.3 0.1 BOBL -0.0 -0.0 0.3 -0.0 -0.0 0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.3 -0.0 0.1 1.1 0.3 0.2 0.2 -0.0 -0.1 -0.0 -0.2 -0.0 1.2 2.4 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 2.0 0.0 0.1 0.0 0.0 BTP -0.0 -0.0 0.1 -0.0 -0.1 0.0 -0.2 -0.1 -0.1 -0.0 0.2 -0.0 -0.2 -0.0 0.0 0.9 0.5 0.2 0.2 -0.0 0.0 -0.0 -0.1 -0.0 -1.2 2.2 0.0 -0.0 0.0 -0.0 -0.0 -0.0 2.7 0.2 0.3 0.0 0.1 BUND -0.1 -0.0 0.2 -0.0 -0.1 0.0 -0.2 -0.1 -0.1 -0.0 -0.1 -0.0 -0.3 -0.0 -0.0 0.6 0.5 0.2 0.2 -0.0 -0.1 -0.0 -0.2 -0.0 0.7 2.5 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 2.8 0.0 0.1 -0.0 0.0 BUXL -0.1 -0.1 0.1 -0.0 -0.1 0.0 -0.2 -0.1 -0.1 -0.0 -0.3 -0.0 -0.4 -0.1 -0.2 0.1 0.0 0.0 0.0 -0.1 -0.2 -0.0 -0.3 -0.0 1.1 -2.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.6 0.1 0.0 -0.1 -0.1 CAC -0.2 0.1 0.1 0.1 -0.1 0.1 -0.0 0.1 0.0 -0.0 0.4 -0.0 0.4 0.0 0.3 0.5 0.2 0.2 0.1 0.1 0.2 -0.0 0.3 -0.0 -1.6 1.7 0.1 -0.1 0.1 -0.0 0.1 0.0 2.4 -0.2 -0.0 0.0 0.1 CAD 0.0 0.1 0.1 0.0 -0.0 0.1 -0.2 0.0 -0.0 -0.0 -0.0 -0.0 -0.2 -0.0 0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 -0.0 2.2 2.2 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.1 0.1 0.2 0.0 -0.1 CANOLA -0.0 -0.1 -0.3 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.3 -0.0 -0.3 -0.0 -0.2 1.4 0.7 0.4 0.4 -0.2 -0.2 -0.0 -0.2 -0.0 4.5 3.3 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 2.7 -0.0 -0.1 -0.1 -0.3 CHF -0.2 0.1 0.2 0.0 -0.1 0.1 -0.2 0.0 -0.0 -0.0 0.3 -0.0 0.2 -0.0 0.2 -1.1 -0.6 -0.3 -0.3 0.1 0.1 -0.0 0.1 -0.0 -0.7 -2.4 0.0 -0.0 0.1 -0.0 0.0 -0.0 -2.6 0.0 -0.2 0.1 0.1 COCOA 0.0 0.1 0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.4 0.0 0.3 0.0 0.3 -0.1 -0.0 -0.0 -0.0 0.2 0.2 0.0 0.2 0.0 -3.1 -2.2 0.1 0.0 0.1 0.0 0.1 0.0 -1.8 0.1 0.4 0.3 0.3 COFFEE -0.1 0.1 0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.0 -0.1 0.0 0.1 0.6 0.2 0.1 0.1 0.1 0.0 -0.0 -0.0 0.0 0.3 2.2 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.4 0.1 0.2 0.3 0.3 COPPER -0.2 -0.3 -0.1 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.0 0.0 -0.0 -0.1 -0.1 -0.3 -0.2 -0.0 -0.0 -0.0 -0.2 -0.1 -0.0 -0.0 -0.0 1.5 2.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 0.3 0.0 -0.4 -0.3 -0.3 CORN -0.1 -0.2 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.3 -0.0 -0.2 -0.0 -0.3 -0.1 0.6 0.2 0.3 -0.2 -0.2 -0.0 -0.1 -0.0 3.0 2.3 -0.1 0.0 -0.1 -0.0 -0.0 -0.0 1.7 0.0 -0.3 -0.3 -0.3 COTTON2 0.0 0.1 0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 0.0 0.1 0.2 -0.0 0.0 0.0 -0.0 -0.0 -0.0 0.0 -0.3 3.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.9 0.0 0.3 0.6 0.1 CRUDE_W -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.1 0.0 -0.2 -0.0 -0.1 0.6 0.5 0.2 0.2 -0.1 -0.1 0.0 -0.0 -0.0 -1.4 2.1 -0.0 0.0 -0.0 0.0 0.0 -0.0 -1.6 -0.0 -0.1 0.1 0.1 DAX -0.1 0.1 0.1 0.1 -0.0 0.1 -0.0 0.1 0.0 -0.0 0.4 -0.0 0.3 0.0 0.3 -0.3 -0.2 -0.1 -0.1 0.1 0.2 -0.0 0.2 0.0 -2.6 2.2 0.1 -0.0 0.1 -0.0 0.1 0.0 -0.5 -0.0 0.2 0.1 0.1 DOW -0.2 0.0 -0.1 0.1 -0.1 0.1 -0.0 0.1 0.0 -0.1 0.2 -0.0 0.1 -0.0 0.0 -0.7 -0.3 -0.2 -0.2 -0.0 0.0 -0.0 0.0 -0.0 0.3 2.1 -0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.4 -0.3 -0.4 -0.2 -0.1 EUR -0.2 -0.0 0.1 0.0 -0.1 0.1 -0.2 0.0 -0.0 -0.0 0.3 -0.1 0.1 -0.0 0.1 -0.5 -0.3 -0.1 -0.2 -0.0 0.1 -0.0 0.0 -0.0 -1.3 -2.3 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -1.0 -0.0 -0.4 -0.1 -0.0 EUROSTX -0.1 0.1 0.1 0.1 -0.0 0.1 -0.0 0.1 0.0 -0.0 0.4 -0.0 0.4 0.0 0.3 -0.4 0.1 -0.0 0.0 0.1 0.2 -0.0 0.2 0.0 -2.1 -1.8 0.1 -0.0 0.1 -0.0 0.1 0.0 1.6 -0.0 0.1 0.0 0.1 FEEDCOW 0.0 0.2 0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.3 0.0 0.3 0.0 0.3 -1.6 -0.8 -0.4 -0.4 0.2 0.2 0.0 0.2 0.0 -3.4 2.7 0.1 0.0 0.1 0.0 0.1 0.0 -2.7 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 0.1 -0.2 -0.3 -0.1 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.3 0.0 0.0 -0.0 -0.3 0.1 0.9 0.2 0.3 -0.2 -0.2 -0.0 -0.0 -0.0 0.9 -3.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 0.6 -0.1 -0.1 -0.1 -0.1 GASOILINE 0.0 -0.1 -0.1 -0.1 0.0 -0.1 0.0 -0.0 -0.0 0.0 0.1 0.0 -0.0 -0.0 -0.0 1.7 0.7 0.4 0.4 -0.0 -0.0 0.0 0.1 0.0 -2.5 -2.6 -0.0 0.0 0.0 0.0 0.1 0.0 -0.0 0.0 0.1 0.1 0.2 GAS_US 0.2 0.3 -0.3 -0.1 0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.4 0.0 -0.4 0.0 -0.3 -1.6 -0.8 -0.4 -0.4 -0.2 -0.2 0.0 -0.2 -0.0 2.4 -1.8 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 -2.7 0.1 0.1 0.0 -0.0 GBP -0.1 0.1 0.2 0.0 -0.0 0.1 -0.2 0.0 -0.0 -0.0 0.3 -0.0 0.0 -0.0 0.2 -0.1 -0.1 -0.0 -0.0 0.1 0.1 -0.0 0.0 -0.0 0.1 2.0 0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.2 0.0 0.0 0.0 0.1 GOLD_micro -0.2 -0.0 0.2 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.0 0.3 -0.0 0.1 -0.0 0.2 -1.0 -0.5 -0.3 -0.3 0.0 0.1 -0.0 0.1 -0.0 -0.7 -2.7 0.0 -0.0 0.1 -0.0 0.1 -0.0 -2.0 -0.1 -0.1 -0.1 0.1 HEATOIL 0.1 -0.2 -0.4 -0.1 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.3 0.0 0.0 -0.0 -0.3 0.0 0.9 0.2 0.4 -0.2 -0.2 -0.0 -0.0 -0.0 0.1 -2.7 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 1.1 -0.0 -0.1 -0.1 -0.2 JPY -0.2 -0.3 -0.1 0.0 -0.1 0.1 -0.2 0.0 -0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.3 -1.2 -0.6 -0.3 -0.3 -0.2 -0.1 -0.0 -0.1 -0.0 1.1 2.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -2.5 -0.2 -0.4 -0.3 -0.3 LEANHOG -0.1 -0.1 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.4 -0.0 -0.3 -0.1 -0.4 -0.9 -0.8 -0.4 -0.4 -0.2 -0.2 -0.0 -0.2 -0.0 3.0 -2.3 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -2.7 -0.1 -0.4 -0.3 -0.3 LIVECOW -0.0 0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.3 0.0 0.3 0.0 0.3 1.6 0.4 0.4 0.4 0.1 0.1 0.0 0.1 0.0 -3.3 2.6 0.0 0.0 0.1 0.0 0.1 0.0 2.8 0.0 0.3 0.3 0.3 MXP -0.0 0.1 0.1 0.0 -0.0 0.1 -0.1 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 0.4 0.2 0.3 NASDAQ 0.1 0.2 0.4 0.1 -0.1 0.1 -0.0 0.1 0.0 0.1 0.4 0.1 -0.1 0.1 0.4 -0.7 -0.3 -0.2 -0.2 0.3 0.2 0.0 0.1 0.0 -0.9 1.9 0.1 0.0 0.1 0.0 0.0 0.0 -0.5 0.3 0.5 0.2 0.3 NIKKEI 0.2 0.3 0.3 0.1 -0.0 0.1 -0.0 0.1 0.0 0.0 0.4 0.1 0.3 0.1 0.4 0.2 0.4 0.1 0.2 0.2 0.3 0.0 0.2 0.0 0.1 -1.9 0.1 0.0 0.0 0.0 0.0 0.0 2.6 0.2 0.4 0.3 0.3 NZD 0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.2 0.0 -0.0 -0.0 0.2 -0.0 -0.0 -0.0 -0.2 0.1 0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.3 2.3 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.8 -0.0 0.2 -0.1 -0.2 OAT -0.0 -0.0 0.1 -0.0 -0.1 0.0 -0.2 -0.1 -0.1 -0.0 -0.1 -0.0 -0.3 -0.0 -0.1 1.0 0.5 0.3 0.3 -0.1 -0.1 -0.0 -0.2 -0.0 0.5 2.6 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 2.7 0.0 0.2 0.0 0.0 OJ -0.0 -0.2 0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.1 0.0 0.1 0.0 0.1 1.5 0.7 0.4 0.4 0.0 0.1 0.0 0.1 0.0 -5.1 -3.7 0.0 0.0 0.0 0.0 0.0 0.0 2.8 0.0 0.5 0.3 0.3 PALLAD 0.0 0.3 -0.1 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.0 -0.3 -0.0 -0.4 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.2 -0.0 -0.2 -0.0 3.7 -2.6 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 -0.1 -0.0 -0.3 PLAT -0.1 0.2 0.1 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.0 0.2 -0.0 0.1 -0.0 0.1 -0.1 -0.1 -0.0 -0.0 0.1 0.1 -0.0 0.1 -0.0 0.3 2.5 0.0 -0.0 0.0 -0.0 0.0 -0.0 0.2 -0.0 -0.2 0.1 -0.1 REDWHEAT 0.2 0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 0.0 -0.3 0.0 0.1 0.6 0.2 0.2 0.2 0.0 -0.0 -0.0 -0.1 -0.0 0.3 2.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.2 0.0 0.4 0.1 0.1 ROBUSTA -0.1 0.2 0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.3 0.0 0.3 0.0 0.3 1.0 0.4 0.2 0.2 0.2 0.2 0.0 0.2 0.0 -3.3 2.1 0.1 0.0 0.1 0.0 0.0 0.0 1.0 0.0 0.4 0.3 0.3 RUSSELL 0.1 -0.0 -0.2 0.1 -0.1 0.1 -0.0 0.1 0.0 -0.0 -0.2 0.0 -0.3 0.0 -0.3 -0.4 -0.2 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.0 2.0 2.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.1 0.0 0.0 -0.3 -0.3 SILVER-mini -0.2 0.0 0.2 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.0 0.3 -0.0 0.1 -0.0 0.1 -0.4 -0.2 -0.1 -0.1 -0.0 0.1 -0.0 0.1 -0.0 0.1 -3.2 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.3 -0.1 -0.1 SOYBEAN -0.2 -0.3 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.0 -0.2 -0.1 -0.3 1.5 0.8 0.4 0.4 -0.2 -0.2 -0.0 -0.1 -0.0 1.5 -2.5 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 2.7 -0.0 -0.4 -0.3 -0.3 SOYMEAL -0.2 -0.3 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.0 0.2 -0.1 -0.3 1.6 0.8 0.4 0.4 -0.2 -0.1 -0.0 0.1 -0.0 -2.8 -2.5 -0.1 -0.0 -0.0 -0.0 0.0 -0.0 2.7 -0.2 -0.2 -0.2 -0.1 SOYOIL -0.0 -0.2 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.3 -0.0 -0.2 -0.0 -0.3 0.4 0.5 0.1 0.1 -0.2 -0.2 -0.0 -0.2 -0.0 2.2 2.7 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 0.4 -0.1 -0.2 -0.2 -0.3 SP400 -0.0 -0.1 -0.3 0.1 -0.0 0.1 -0.0 0.1 0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.3 -0.3 -0.2 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 2.0 2.4 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.2 -0.3 -0.3 SP500 -0.0 0.1 0.1 0.1 -0.1 0.1 -0.0 0.1 0.0 -0.0 0.3 0.0 -0.1 0.0 0.3 -0.7 -0.3 -0.2 -0.2 0.1 0.1 0.0 0.0 0.0 0.3 2.0 0.0 -0.0 0.1 0.0 0.0 0.0 -0.5 0.0 0.1 -0.0 0.1 SUGAR11 -0.1 0.2 0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.3 -0.0 0.3 0.0 0.3 0.6 0.8 0.3 0.4 0.2 0.2 -0.0 0.2 0.0 -3.3 -2.3 0.1 -0.0 0.1 -0.0 0.1 0.0 2.7 -0.0 0.2 0.3 0.3 US10 -0.2 -0.0 0.3 -0.0 -0.0 0.0 -0.1 -0.1 -0.1 -0.0 0.1 -0.0 -0.2 -0.0 0.1 -0.9 -0.3 -0.2 -0.2 -0.0 -0.0 -0.0 -0.1 -0.0 -0.5 2.3 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -1.7 -0.0 -0.0 0.0 0.1 US10U -0.2 -0.0 0.3 -0.0 -0.0 0.0 -0.2 -0.1 -0.1 -0.0 0.1 -0.0 -0.2 -0.1 0.1 -0.7 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.6 -2.9 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.5 -0.0 -0.0 0.0 0.1 US20 -0.2 -0.1 0.2 -0.0 -0.0 0.0 -0.2 -0.1 -0.1 -0.0 0.1 -0.0 -0.2 -0.1 0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.0 -2.7 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.3 -0.0 -0.1 -0.0 0.0 US30 -0.2 -0.1 0.1 -0.0 -0.1 0.0 -0.2 -0.1 -0.1 -0.0 0.1 -0.1 -0.3 -0.1 -0.2 -0.2 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.2 -0.0 -0.0 2.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.0 US5 -0.2 -0.0 0.3 -0.0 -0.0 0.0 -0.2 -0.1 -0.1 -0.0 0.1 -0.0 -0.2 -0.0 0.1 -1.0 -0.3 -0.2 -0.2 -0.0 0.0 -0.0 -0.1 -0.0 -0.4 2.4 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -1.9 -0.0 -0.0 0.0 0.1 VIX -0.1 -0.4 0.2 -0.1 -0.0 -0.2 -0.0 -0.3 -0.1 -0.0 -0.5 -0.0 -0.5 -0.1 -0.4 -3.1 -1.6 -0.8 -0.8 -0.2 -0.2 -0.0 -0.3 -0.0 NaN -3.1 -0.1 -0.0 -0.1 -0.0 -0.2 -0.0 NaN NaN NaN NaN NaN WHEAT 0.0 -0.1 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.4 -0.0 -0.4 -0.0 -0.3 -1.0 -0.4 -0.3 -0.2 -0.2 -0.2 -0.0 -0.2 -0.0 2.6 2.5 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -2.7 -0.0 -0.0 -0.2 -0.3 ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset160 mrwrings4 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 AUD -1.3 -2.4 -8.0 1.2 -10.8 2.6 -8.0 0.4 -3.1 -13.9 -1.0 -13.6 -5.9 -11.0 -13.4 -3.7 -3.2 -3.7 -3.6 -7.9 -6.4 -18.4 -6.9 -11.3 13.9 11.7 -3.5 -14.8 -2.8 -10.6 -3.5 -6.0 -0.9 -8.1 -1.6 -9.9 -17.7 BITCOIN -14.7 -3.9 20.0 2.6 -6.9 4.0 -5.3 3.4 -1.3 -12.7 10.9 -13.7 -6.7 -12.0 6.6 -4.7 -2.5 -4.1 -3.2 2.5 8.8 -8.6 1.6 -6.4 8.6 -18.1 -0.4 -4.9 3.5 -5.0 2.2 -4.4 0.1 18.9 -6.3 -20.0 4.0 BOBL -3.1 -0.3 17.5 -0.5 -9.7 0.7 -8.4 -2.4 -4.7 -13.9 -2.3 -13.0 -12.1 -6.1 4.0 13.6 7.6 9.4 7.2 -1.9 -5.3 -16.9 -15.9 -7.9 8.2 10.8 0.4 -10.6 -0.3 -8.3 -6.5 -3.7 14.2 2.2 8.4 1.1 3.3 BTP -3.7 -3.0 5.1 -0.5 -9.7 0.7 -8.4 -2.4 -4.7 -13.8 7.2 -10.5 -8.0 -8.0 1.9 11.3 11.9 10.2 10.9 -0.4 0.7 -10.8 -8.5 -5.2 -9.9 11.4 1.3 -9.0 2.7 -6.5 -2.5 -2.6 20.0 16.0 14.1 2.4 8.1 BUND -4.3 -2.0 10.7 -0.5 -9.7 0.7 -8.4 -2.4 -4.7 -13.6 -5.1 -13.2 -12.9 -9.0 -0.5 7.6 12.2 7.9 9.6 -4.0 -7.0 -15.3 -17.4 -8.6 5.8 12.3 -0.5 -9.5 -0.6 -7.9 -6.0 -4.2 20.0 5.3 6.9 -1.2 1.5 BUXL -7.6 -7.1 4.7 -0.5 -9.7 0.7 -8.4 -2.4 -4.7 -13.2 -11.5 -14.0 -14.2 -13.8 -9.1 1.7 1.1 1.9 2.2 -10.0 -12.4 -14.5 -20.0 -12.1 9.1 -10.8 -3.2 -7.1 -3.0 -7.5 -6.8 -5.7 4.7 10.0 1.9 -7.1 -6.1 CAC -13.9 6.8 6.2 3.4 -5.1 3.9 -0.9 2.6 1.8 -12.4 15.2 -6.6 13.7 3.6 11.5 6.6 5.0 9.4 6.7 10.0 18.8 -10.6 20.0 -0.1 -14.6 8.9 4.2 -12.7 6.9 -5.4 7.3 0.5 17.9 -14.8 -2.5 0.5 7.2 CAD 1.8 6.5 4.9 1.2 -10.8 2.6 -8.0 0.4 -3.1 -13.2 -1.1 -8.1 -9.5 -3.9 2.2 -3.0 -2.2 -2.9 -2.7 -0.5 -2.3 -10.6 -7.2 -3.7 15.8 10.4 0.8 -10.7 -0.3 -6.0 -3.5 -1.5 0.9 6.0 10.4 3.1 -4.1 CANOLA -0.5 -6.1 -20.0 -4.8 -5.8 -3.7 -5.5 -2.3 -5.4 -14.1 -13.4 -14.8 -14.0 -13.3 -14.0 20.0 20.0 20.0 20.0 -20.0 -20.0 -20.0 -17.4 -20.0 20.0 13.2 -6.2 -5.5 -6.9 -6.0 -5.1 -5.3 20.0 -20.0 -5.8 -10.0 -20.0 CHF -16.9 6.4 8.7 1.2 -10.8 2.6 -8.0 0.4 -3.1 -13.3 12.8 -13.4 9.4 -3.6 7.3 -16.0 -14.7 -15.3 -15.2 4.6 10.5 -15.2 7.7 -6.9 -5.1 -11.5 2.2 -7.1 4.4 -6.4 2.5 -2.7 -20.0 0.4 -8.8 6.9 8.9 COCOA 0.7 8.1 19.3 -4.8 -5.8 -3.7 -5.5 -2.3 -5.4 -3.4 15.4 8.2 11.2 11.1 14.4 -1.1 -1.2 -0.0 -0.0 18.7 20.0 7.1 15.9 12.9 -20.0 -10.4 6.2 0.6 7.1 2.8 5.7 4.5 -12.9 15.1 20.0 20.0 20.0 COFFEE -7.2 9.0 13.2 -4.8 -5.8 -3.7 -5.5 -2.3 -5.4 -8.7 1.7 -4.5 -4.3 0.6 3.9 8.0 4.9 6.8 5.8 4.7 3.6 -3.6 -2.0 0.6 2.0 10.0 3.0 -6.3 2.6 -1.7 -0.0 0.8 -2.8 12.0 9.4 20.0 20.0 COPPER -17.3 -20.0 -7.7 2.6 -6.9 4.0 -5.3 3.4 -1.3 -10.9 1.6 -14.0 -3.6 -14.7 -13.5 -2.7 -1.0 -1.9 -1.4 -17.1 -6.6 -20.0 -1.7 -20.0 12.3 11.1 -5.3 -5.3 -2.7 -6.5 -0.8 -6.7 2.7 1.2 -20.0 -20.0 -20.0 CORN -6.8 -10.7 -20.0 -4.8 -5.8 -3.7 -5.5 -2.3 -5.4 9.4 -14.1 -4.1 -8.4 -11.9 -14.3 -0.9 15.5 7.2 12.5 -20.0 -20.0 -3.3 -10.4 -17.9 20.0 11.0 -6.0 2.0 -5.9 -0.8 -3.6 -4.2 12.7 12.2 -13.9 -20.0 -20.0 COTTON2 10.9 8.2 3.0 -4.8 -5.8 -3.7 -5.5 -2.3 -5.4 -10.1 -1.9 -0.3 -11.8 3.4 0.3 1.8 6.0 -1.0 0.2 0.9 -4.6 -4.4 -8.1 2.7 -1.3 12.0 1.0 -11.6 -1.2 -2.1 -1.2 2.0 -6.7 17.6 20.0 20.0 4.1 CRUDE_W -4.2 -3.7 -8.0 -3.5 0.8 -3.4 1.2 -0.9 -1.5 5.0 -2.8 3.0 -6.0 -5.1 -3.8 6.9 10.7 7.8 8.7 -6.1 -5.2 2.1 -1.3 -3.6 -11.3 10.8 -2.9 0.8 -2.1 0.8 0.6 -1.8 -11.5 -3.2 -5.5 11.1 5.7 DAX -4.7 6.6 5.2 3.4 -5.1 3.9 -0.9 2.6 1.8 -11.7 15.9 -2.9 12.0 7.5 13.5 -8.6 -6.5 -8.4 -8.0 10.8 16.2 -3.1 14.7 4.9 -17.5 9.9 5.3 -7.9 6.6 -1.0 5.5 3.4 -3.9 -2.0 11.2 3.7 7.1 DOW -12.9 2.3 -4.9 3.4 -5.1 3.9 -0.9 2.6 1.8 -13.3 7.1 -13.0 3.3 -5.3 1.1 -8.6 -6.1 -8.2 -7.7 -3.0 0.4 -15.2 1.0 -8.9 2.5 10.8 -1.7 -11.6 0.9 -8.7 1.8 -5.3 -3.3 -20.0 -18.2 -12.3 -9.0 EUR -20.0 -2.3 8.3 1.2 -10.8 2.6 -8.0 0.4 -3.1 -13.9 12.3 -15.0 2.1 -11.1 2.3 -7.6 -8.4 -7.4 -7.9 -2.4 6.8 -20.0 3.3 -14.6 -9.4 -11.1 -0.7 -8.0 2.8 -8.5 1.0 -5.8 -9.0 -5.4 -20.0 -6.4 -0.6 EUROSTX -6.7 6.3 4.8 3.4 -5.1 3.9 -0.9 2.6 1.8 -9.5 15.8 -2.4 13.9 6.3 13.2 -5.4 2.8 -2.3 0.7 10.7 17.8 -3.5 18.2 3.9 -16.3 -8.5 5.2 -7.9 7.2 -1.5 7.1 2.9 11.9 -3.4 6.9 1.4 6.2 FEEDCOW 2.0 13.5 20.0 -4.8 -5.8 -3.7 -5.5 -2.3 -5.4 13.6 14.5 14.9 12.1 14.7 14.9 -20.0 -20.0 -20.0 -20.0 20.0 20.0 20.0 17.1 20.0 -20.0 12.2 6.0 3.1 6.4 4.6 5.0 5.1 -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 4.8 -14.4 -20.0 -3.5 0.8 -3.4 1.2 -0.9 -1.5 3.1 -13.5 6.8 1.1 -6.9 -11.3 1.3 20.0 8.3 15.2 -16.8 -16.8 -1.1 -3.8 -9.1 8.5 -15.4 -5.3 -0.5 -5.5 -0.4 -2.4 -3.0 4.1 -10.6 -5.2 -5.8 -9.6 GASOILINE 2.9 -7.5 -4.4 -3.5 0.8 -3.4 1.2 -0.9 -1.5 8.9 3.0 11.6 -1.1 -0.7 -1.9 20.0 17.2 20.0 17.0 -1.5 -0.7 10.9 4.4 3.4 -20.0 -13.1 -1.1 3.4 0.1 4.4 4.0 1.0 -0.1 10.8 7.0 9.2 11.0 GAS_US 16.6 17.1 -20.0 -3.5 0.8 -3.4 1.2 -0.9 -1.5 -7.5 -16.3 1.9 -15.3 0.4 -12.0 -20.0 -18.3 -20.0 -20.0 -14.3 -20.0 0.7 -20.0 -1.2 19.6 -9.3 -3.5 -1.9 -6.5 0.8 -5.0 -0.0 -20.0 4.8 5.9 1.8 -0.8 GBP -10.1 4.7 12.8 1.2 -10.8 2.6 -8.0 0.4 -3.1 -13.9 14.2 -13.9 1.5 -4.3 10.2 -1.9 -1.9 -1.9 -2.0 5.5 9.3 -13.6 2.4 -4.5 0.4 9.4 2.5 -9.1 3.3 -7.0 -1.3 -2.4 1.6 1.5 0.3 2.6 5.1 GOLD_micro -16.4 -2.1 11.9 2.6 -6.9 4.0 -5.3 3.4 -1.3 -13.4 12.0 -13.7 5.2 -9.6 7.1 -12.9 -11.5 -12.6 -12.5 3.2 11.9 -19.2 10.5 -10.0 -5.2 -13.8 1.7 -8.6 4.9 -7.4 4.5 -3.6 -16.0 -9.7 -5.8 -11.1 4.7 HEATOIL 5.4 -10.0 -20.0 -3.5 0.8 -3.4 1.2 -0.9 -1.5 0.6 -12.9 6.2 0.1 -6.3 -11.1 0.1 20.0 7.9 16.4 -14.8 -15.3 -2.3 -3.5 -8.2 1.3 -13.6 -5.1 -1.3 -4.7 -0.9 -0.2 -3.1 8.0 -11.1 -4.8 -6.7 -10.7 JPY -14.9 -18.4 -6.0 1.2 -10.8 2.6 -8.0 0.4 -3.1 -14.0 -0.5 -14.9 -7.9 -14.6 -13.8 -16.4 -14.2 -16.0 -15.5 -17.6 -10.1 -20.0 -11.2 -20.0 8.2 9.9 -4.7 -8.1 -2.3 -8.6 -3.5 -7.3 -20.0 -19.3 -20.0 -20.0 -18.7 LEANHOG -9.9 -6.6 -20.0 -4.8 -5.8 -3.7 -5.5 -2.3 -5.4 -14.0 -15.9 -15.5 -13.8 -15.7 -16.1 -10.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.9 -20.0 20.0 -11.1 -6.4 -7.4 -6.5 -6.7 -5.0 -6.0 -20.0 -20.0 -20.0 -20.0 -20.0 LIVECOW -1.1 7.5 5.1 -4.8 -5.8 -3.7 -5.5 -2.3 -5.4 12.6 13.8 12.6 12.1 13.0 12.8 20.0 9.5 20.0 20.0 11.6 12.8 12.7 10.7 11.1 -20.0 12.0 4.5 6.1 5.5 5.3 5.6 4.4 20.0 20.0 18.5 20.0 20.0 MXP -0.8 10.1 7.3 1.2 -10.8 2.6 -8.0 0.4 -3.1 -6.3 15.4 -1.1 15.7 7.2 13.5 20.0 20.0 20.0 20.0 17.8 20.0 -2.2 20.0 8.4 -20.0 9.7 5.6 -1.6 7.5 -0.8 8.2 2.8 20.0 12.7 20.0 12.7 20.0 NASDAQ 11.4 12.7 20.0 3.4 -5.1 3.9 -0.9 2.6 1.8 12.5 14.0 14.2 -2.8 15.1 16.0 -10.0 -6.7 -9.1 -8.2 20.0 19.0 20.0 6.3 20.0 -7.7 10.2 6.2 5.4 5.5 6.5 3.4 6.6 -4.1 20.0 20.0 13.0 20.0 NIKKEI 19.2 20.0 19.4 3.4 -5.1 3.9 -0.9 2.6 1.8 12.5 14.5 14.5 11.8 15.8 16.2 4.0 11.4 6.7 9.8 20.0 20.0 20.0 11.9 20.0 0.4 -9.1 5.9 4.7 3.8 6.8 1.8 7.1 20.0 20.0 20.0 20.0 20.0 NZD 4.0 -1.0 -1.3 1.2 -10.8 2.6 -8.0 0.4 -3.1 -12.8 6.8 -7.8 -1.2 -3.8 -7.0 1.1 0.8 1.0 0.8 -1.7 -0.7 -15.1 -2.4 -5.2 1.7 10.8 -0.2 -18.4 0.4 -9.7 -1.2 -3.0 6.2 -12.9 10.2 -5.7 -10.3 OAT -4.1 -1.9 4.7 -0.5 -9.7 0.7 -8.4 -2.4 -4.7 -13.7 -6.2 -13.3 -12.8 -9.6 -2.7 12.4 12.4 11.7 12.0 -4.4 -7.0 -15.2 -16.3 -8.6 3.6 12.7 -0.5 -10.0 -0.7 -8.0 -6.3 -4.1 20.0 5.4 8.2 0.2 0.4 OJ -20.0 -11.1 0.3 -4.8 -5.8 -3.7 -5.5 -2.3 -5.4 13.1 13.5 10.0 14.8 7.3 11.5 20.0 20.0 20.0 20.0 15.5 20.0 20.0 20.0 17.0 -20.0 -14.3 4.6 11.9 7.7 8.7 9.8 4.3 20.0 20.0 20.0 20.0 20.0 PALLAD 1.0 20.0 -3.6 2.6 -6.9 4.0 -5.3 3.4 -1.3 -13.5 -12.8 -11.1 -14.2 -7.6 -5.4 -2.3 -2.4 -2.8 -2.8 -5.3 -13.1 -14.5 -19.6 -6.9 20.0 -11.1 -0.1 -8.5 -2.2 -6.2 -4.4 -2.1 0.2 -8.1 -4.1 -0.5 -16.7 PLAT -12.1 10.8 5.3 2.6 -6.9 4.0 -5.3 3.4 -1.3 -13.8 7.8 -13.3 5.2 -1.0 5.9 -2.1 -1.7 -2.2 -2.0 5.2 7.4 -13.2 5.4 -3.3 2.1 11.2 2.6 -7.8 3.3 -5.3 2.1 -1.1 1.6 -7.2 -9.2 7.1 -4.3 REDWHEAT 14.7 5.8 1.1 -4.8 -5.8 -3.7 -5.5 -2.3 -5.4 -12.0 -6.4 2.5 -11.8 4.3 3.6 7.1 5.9 8.3 8.0 0.0 -3.3 -6.4 -4.5 -0.0 1.9 12.9 -1.2 -5.0 -2.1 -2.7 -1.0 -0.7 1.4 3.5 20.0 6.2 3.6 ROBUSTA -12.5 16.5 20.0 -4.8 -5.8 -3.7 -5.5 -2.3 -5.4 4.5 14.7 8.8 10.5 14.0 15.5 13.0 10.7 12.0 11.5 20.0 20.0 13.9 16.3 20.0 -20.0 9.6 6.4 0.5 5.9 3.0 3.8 4.8 7.0 20.0 20.0 20.0 20.0 RUSSELL 7.7 -2.3 -10.9 3.4 -5.1 3.9 -0.9 2.6 1.8 -3.6 -9.1 4.5 -10.3 1.0 -11.9 -6.1 -4.8 -6.0 -5.7 -6.1 -8.1 0.6 -8.4 -0.6 15.5 10.0 -3.2 -3.8 -3.1 0.4 -1.8 -0.5 -0.5 3.3 1.7 -20.0 -20.0 SILVER-mini -20.0 1.1 8.1 2.6 -6.9 4.0 -5.3 3.4 -1.3 -13.8 9.5 -15.0 3.7 -10.5 5.5 -6.5 -5.4 -6.3 -6.0 -0.5 8.2 -20.0 6.6 -15.9 0.4 -11.3 -0.4 -7.9 1.9 -7.7 1.2 -4.9 -5.1 -9.7 -19.7 -8.4 -7.5 SOYBEAN -16.2 -19.1 -20.0 -4.8 -5.8 -3.7 -5.5 -2.3 -5.4 -12.7 -12.8 -14.1 -8.2 -15.2 -15.1 18.7 20.0 20.0 20.0 -20.0 -20.0 -20.0 -10.1 -20.0 10.0 -11.7 -6.0 -3.7 -4.6 -5.6 -1.8 -6.5 20.0 -20.0 -20.0 -20.0 -20.0 SOYMEAL -15.1 -20.0 -16.9 -4.8 -5.8 -3.7 -5.5 -2.3 -5.4 -13.9 2.1 -14.9 7.3 -15.1 -14.5 20.0 20.0 20.0 20.0 -19.3 -4.7 -20.0 9.9 -20.0 -20.0 -12.0 -5.2 -7.1 -1.6 -6.9 2.7 -6.4 20.0 -20.0 -12.6 -12.5 -8.4 SOYOIL -3.7 -13.0 -20.0 -4.8 -5.8 -3.7 -5.5 -2.3 -5.4 2.2 -14.5 -9.0 -9.8 -12.0 -14.1 5.1 11.0 4.7 6.4 -20.0 -20.0 -13.2 -13.4 -20.0 15.2 12.9 -6.2 -0.1 -5.9 -3.2 -3.2 -5.3 2.9 -15.6 -8.7 -15.6 -20.0 SP400 -2.1 -5.0 -14.1 3.4 -5.1 3.9 -0.9 2.6 1.8 -12.0 -2.3 -7.2 -2.7 -6.6 -10.8 -5.8 -4.7 -5.7 -5.4 -7.9 -5.9 -7.3 -3.0 -6.5 12.5 10.2 -4.5 -5.7 -3.1 -3.6 -0.7 -3.6 -0.0 -6.6 -9.1 -20.0 -20.0 SP500 -0.4 7.5 7.8 3.4 -5.1 3.9 -0.9 2.6 1.8 -3.2 12.2 5.4 -3.1 8.5 11.9 -9.6 -7.0 -9.0 -8.2 7.9 7.1 2.1 1.6 5.7 2.3 10.2 3.9 -1.6 4.3 1.0 2.4 2.7 -4.3 2.8 5.0 -2.0 4.5 SUGAR11 -10.4 16.5 20.0 -4.8 -5.8 -3.7 -5.5 -2.3 -5.4 -13.4 15.4 -6.6 14.2 10.9 14.0 7.2 20.0 13.5 20.0 20.0 20.0 -7.5 20.0 11.7 -20.0 -10.5 5.6 -3.3 6.7 -1.2 5.8 2.2 20.0 -11.3 12.9 20.0 20.0 US10 -14.1 -1.2 17.3 -0.5 -9.7 0.7 -8.4 -2.4 -4.7 -13.9 5.7 -14.8 -9.5 -11.4 5.2 -11.3 -6.4 -10.5 -9.5 -3.2 -0.4 -20.0 -8.5 -14.1 -3.8 9.7 0.2 -10.8 2.0 -9.4 -1.4 -5.0 -12.1 -6.5 -1.6 2.4 5.9 US10U -14.7 -3.1 15.2 -0.5 -9.7 0.7 -8.4 -2.4 -4.7 -14.0 5.0 -15.0 -9.8 -12.7 3.1 -8.9 -1.6 -6.5 -4.4 -4.7 -1.7 -20.0 -9.4 -14.4 -4.6 -14.1 -0.3 -10.6 2.0 -9.6 -0.9 -5.5 -3.3 -2.7 -2.7 0.5 5.3 US20 -17.8 -6.2 13.1 -0.5 -9.7 0.7 -8.4 -2.4 -4.7 -14.0 5.4 -15.5 -8.5 -14.5 1.0 -1.9 -1.6 -2.2 -2.5 -7.3 -3.0 -20.0 -9.6 -17.5 -0.2 -12.3 -1.5 -9.9 0.8 -9.8 -1.6 -6.4 -2.0 -2.6 -7.2 -3.2 2.3 US30 -17.0 -8.3 7.9 -0.5 -9.7 0.7 -8.4 -2.4 -4.7 -14.0 2.2 -15.6 -10.3 -15.2 -6.9 -2.4 -1.1 -1.9 -1.7 -9.9 -6.4 -20.0 -13.8 -17.5 -0.1 10.0 -2.7 -8.9 0.0 -9.6 -2.2 -7.1 -0.7 4.3 -6.8 -5.5 -1.2 US5 -13.8 -0.0 20.0 -0.5 -9.7 0.7 -8.4 -2.4 -4.7 -14.0 5.3 -14.7 -9.5 -10.9 5.8 -12.0 -7.0 -11.1 -10.2 -2.4 0.2 -20.0 -8.2 -14.1 -2.8 10.8 0.4 -11.5 1.8 -9.6 -2.1 -4.7 -13.3 -9.5 -1.7 3.3 5.0 VIX -5.2 -8.0 3.2 -4.6 -1.4 -6.5 -3.4 -8.0 -4.4 -1.5 -15.3 -11.2 -14.7 -12.9 -14.3 -20.0 -20.0 -20.0 -20.0 -11.7 -14.6 -7.1 -17.0 -10.5 NaN -13.5 -5.5 -1.6 -8.2 -3.9 -11.0 -5.1 NaN NaN NaN NaN NaN WHEAT 1.2 -3.5 -12.7 -4.8 -5.8 -3.7 -5.5 -2.3 -5.4 -12.1 -15.0 -12.5 -15.5 -13.0 -14.1 -11.9 -9.6 -12.2 -11.4 -19.8 -20.0 -14.1 -18.5 -17.1 17.2 11.9 -5.9 -2.7 -5.7 -3.8 -3.9 -4.9 -20.0 -1.4 -0.8 -16.1 -18.7 End of report for caleb_strategy_v1