******************************************************************************** Strategy report for caleb_strategy_v1 backtest timestamp 20230620_204648 produced at 2023-06-20 21:38:26.395822 ******************************************************************************** ====================================================================================================================================================================================================================================================================================== 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 -0.52 -0.50 0.0 43540811.44 -43540811.44 -0.52 -0.57 -11.47 999999999.0 -12 -13 caleb_strategy_v1 VIX False False 0.01 -0.13 -0.23 0.0 6964706.61 -6964706.61 -0.13 -0.13 -32.99 999999999.0 -18 -18 caleb_strategy_v1 CHF False False 0.05 -0.15 -0.19 0.0 51237085.72 -51237085.72 -0.15 -0.15 -3.69 999999999.0 -3 -3 caleb_strategy_v1 JPY False False 0.03 -0.39 -0.18 0.0 32688084.71 -32688084.71 -0.39 -0.39 -5.53 999999999.0 -12 -12 caleb_strategy_v1 US20 False False 0.05 0.00 -0.17 0.0 0.00 -0.00 0.00 0.00 -3.64 0.0 0 0 caleb_strategy_v1 US5 False False 0.04 -0.35 -0.15 0.0 39364494.40 -39364494.40 -0.35 -0.35 -3.93 999999999.0 -9 -9 caleb_strategy_v1 EUR False False 0.05 -0.25 -0.14 0.0 49976783.78 -49976783.78 -0.25 -0.25 -2.70 999999999.0 -5 -5 caleb_strategy_v1 GOLD_micro False False 0.01 -0.11 -0.09 0.0 7109470.41 -7109470.41 -0.11 -0.10 -12.01 999999999.0 -15 -14 caleb_strategy_v1 US10 False False 0.04 0.00 -0.08 0.0 41313062.51 -41313062.51 0.00 0.00 -1.96 999999999.0 0 0 caleb_strategy_v1 FEEDCOW False False 0.04 0.00 -0.05 0.0 42932311.22 -42932311.22 0.00 0.00 -1.22 999999999.0 0 0 caleb_strategy_v1 BUXL False False 0.05 0.00 -0.04 0.0 54603915.33 -54603915.33 0.00 0.00 -0.78 999999999.0 0 0 caleb_strategy_v1 COCOA False False 0.01 -0.02 -0.03 0.0 11705082.83 -11705082.83 -0.02 -0.01 -2.36 999999999.0 -2 -1 caleb_strategy_v1 LEANHOG False False 0.01 -0.07 -0.03 0.0 11854587.01 -11854587.01 -0.07 -0.07 -2.42 999999999.0 -6 -6 caleb_strategy_v1 HEATOIL False False 0.04 -0.04 -0.02 0.0 37235509.39 -37235509.39 -0.04 -0.04 -0.48 999999999.0 -1 -1 caleb_strategy_v1 SILVER-mini False False 0.02 0.00 -0.02 0.0 21400063.83 -21400063.83 0.00 0.00 -1.08 999999999.0 0 0 caleb_strategy_v1 PALLAD False False 0.05 0.00 -0.01 0.0 50393845.72 -50393845.72 0.00 0.00 -0.13 999999999.0 0 0 caleb_strategy_v1 CRUDE_W False False 0.03 -0.03 -0.01 0.0 25729303.58 -25729303.58 -0.03 -0.03 -0.58 999999999.0 -1 -1 caleb_strategy_v1 OJ False False 0.01 0.00 -0.01 0.0 14459059.10 -14459059.10 0.00 0.00 -0.40 999999999.0 0 0 caleb_strategy_v1 GAS_US False False 0.01 0.00 -0.01 0.0 0.00 -0.00 0.00 0.00 -1.22 0.0 0 0 caleb_strategy_v1 BITCOIN False False 0.00 -0.02 -0.01 0.0 1026656.10 -1026656.10 -0.02 -0.02 -11.99 999999999.0 -23 -23 caleb_strategy_v1 GASOIL False False 0.03 -0.05 -0.01 0.0 25680076.59 -25680076.59 -0.05 -0.05 -0.47 999999999.0 -2 -2 caleb_strategy_v1 GASOILINE False False 0.04 0.00 -0.01 0.0 0.00 -0.00 0.00 0.00 -0.14 0.0 0 0 caleb_strategy_v1 SOYMEAL False False 0.01 -0.01 0.00 0.0 14665994.75 -14665994.75 -0.01 0.00 0.25 999999999.0 -1 0 caleb_strategy_v1 SUGAR11 False False 0.01 0.03 0.00 0.0 10634778.81 -10634778.81 0.03 0.04 0.41 999999999.0 3 4 caleb_strategy_v1 US30 False False 0.05 -0.05 0.00 0.0 50104409.29 -50104409.29 -0.05 0.00 0.04 999999999.0 -1 0 caleb_strategy_v1 REDWHEAT False False 0.02 0.00 0.00 0.0 15242132.79 -15242132.79 0.00 0.00 0.17 999999999.0 0 0 caleb_strategy_v1 WHEAT False False 0.01 -0.05 -0.00 0.0 13200124.57 -13200124.57 -0.05 -0.05 -0.00 999999999.0 -4 -4 caleb_strategy_v1 COFFEE False False 0.02 0.00 0.00 0.0 24114385.02 -24114385.02 0.00 0.00 0.08 999999999.0 0 0 caleb_strategy_v1 EUROSTX False False 0.02 0.00 0.00 0.0 17422462.27 -17422462.27 0.00 0.00 0.00 999999999.0 0 0 caleb_strategy_v1 CORN False False 0.01 0.08 0.01 0.0 10875516.99 -10875516.99 0.08 0.09 1.18 999999999.0 7 8 caleb_strategy_v1 PLAT False False 0.02 0.00 0.01 0.0 17625083.45 -17625083.45 0.00 0.00 0.48 999999999.0 0 0 caleb_strategy_v1 COTTON2 False False 0.02 0.02 0.01 0.0 15134562.71 -15134562.71 0.02 0.02 0.47 999999999.0 1 1 caleb_strategy_v1 SOYOIL False False 0.01 0.00 0.01 0.0 12619610.80 -12619610.80 0.00 0.00 0.99 999999999.0 0 0 caleb_strategy_v1 COPPER False False 0.04 0.00 0.02 0.0 35429754.23 -35429754.23 0.00 0.00 0.62 999999999.0 0 0 caleb_strategy_v1 ROBUSTA False False 0.01 0.02 0.02 0.0 10075122.70 -10075122.70 0.02 0.02 2.01 999999999.0 2 2 caleb_strategy_v1 CANOLA False False 0.00 0.00 0.02 0.0 3922233.93 -3922233.93 0.00 0.00 5.70 999999999.0 0 0 caleb_strategy_v1 NZD False False 0.02 0.00 0.03 0.0 22452974.31 -22452974.31 0.00 0.00 1.12 999999999.0 0 0 caleb_strategy_v1 DAX False False 0.01 0.00 0.03 0.0 6482573.01 -6482573.01 0.00 0.00 5.38 999999999.0 0 0 caleb_strategy_v1 AUD False False 0.02 0.00 0.03 0.0 24797637.33 -24797637.33 0.00 0.00 1.17 999999999.0 0 0 caleb_strategy_v1 LIVECOW False False 0.02 0.00 0.04 0.0 24748410.34 -24748410.34 0.00 0.00 1.50 999999999.0 0 0 caleb_strategy_v1 SP500 False False 0.08 0.00 0.05 0.0 0.00 -0.00 0.00 0.00 0.60 0.0 0 0 caleb_strategy_v1 CAC False False 0.03 0.06 0.05 0.0 0.00 -0.00 0.06 0.03 1.83 0.0 2 1 caleb_strategy_v1 DOW False False 0.01 0.00 0.05 0.0 6269694.52 -6269694.52 0.00 0.00 7.21 999999999.0 0 0 caleb_strategy_v1 GBP False False 0.03 0.29 0.05 0.0 29091780.06 -29091780.06 0.29 0.29 1.78 999999999.0 10 10 caleb_strategy_v1 RUSSELL False False 0.00 0.00 0.06 0.0 3438778.31 -3438778.31 0.00 0.00 18.35 999999999.0 0 0 caleb_strategy_v1 NASDAQ False False 0.11 0.00 0.06 0.0 0.00 -0.00 0.00 0.00 0.50 0.0 0 0 caleb_strategy_v1 MXP False False 0.01 0.00 0.06 0.0 10406949.04 -10406949.04 0.00 0.00 5.41 999999999.0 0 0 caleb_strategy_v1 SOYBEAN False False 0.02 0.02 0.07 0.0 24504098.64 -24504098.64 0.02 0.05 2.66 999999999.0 1 2 caleb_strategy_v1 CAD False False 0.03 0.00 0.08 0.0 27594459.30 -27594459.30 0.00 0.00 2.90 999999999.0 0 0 caleb_strategy_v1 BTP False False 0.05 0.14 0.08 0.0 46463879.84 -46463879.84 0.14 0.14 1.72 999999999.0 3 3 caleb_strategy_v1 OAT False False 0.05 0.00 0.09 0.0 51144897.80 -51144897.80 0.00 0.00 1.74 999999999.0 0 0 caleb_strategy_v1 SP400 False False 0.09 0.94 0.09 0.0 94340779.78 -94340779.78 0.94 0.94 0.96 999999999.0 10 10 caleb_strategy_v1 BOBL False False 0.05 0.00 0.12 0.0 46169325.99 -46169325.99 0.00 0.00 2.65 999999999.0 0 0 caleb_strategy_v1 FTSE100 True False 0.03 0.00 0.18 0.0 0.00 0.00 0.00 0.00 5.59 999999999.0 0 0 caleb_strategy_v1 BUND False False 0.05 0.27 0.29 0.0 53218716.14 -53218716.14 0.27 0.27 5.41 999999999.0 5 5 caleb_strategy_v1 NIKKEI False False 0.01 0.00 0.41 0.0 8556896.67 -8556896.67 0.00 0.09 47.41 999999999.0 0 11 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 21.4 Shocked risk 60.2 Sum abs risk 53.0 Leverage 3.94 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2742398.36, 'annual_cash_vol_target': 685599.59, 'daily_cash_vol_target': 42849.974375} ==================================================================== Vol calculation ==================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0046 0.6800 0.6697 10.7156 BITCOIN 859.9709 28155.0000 3.0544 48.8707 BOBL 0.3245 115.9900 0.2797 4.4758 BTP 0.7043 116.7300 0.6033 9.6533 BUND 0.6535 133.7000 0.4888 7.8202 BUXL 1.5797 137.1800 1.1515 18.4245 CAC 58.5534 7383.0000 0.7931 12.6893 CAD 0.0031 0.7568 0.4062 6.4987 CANOLA 9.3762 711.8000 1.3173 21.0760 CHF 0.0055 1.1241 0.4893 7.8295 COCOA 33.8576 3210.0000 1.0548 16.8761 COFFEE 3.4044 176.3500 1.9305 30.8874 COPPER 0.0444 3.8865 1.1424 18.2789 CORN 9.0268 596.5000 1.5133 24.2127 COTTON2 1.2773 83.0100 1.5388 24.6202 CRUDE_W 1.3598 70.5600 1.9272 30.8350 DAX 125.1153 16286.0000 0.7682 12.2918 DOW 237.5456 34388.0000 0.6908 11.0525 EUR 0.0050 1.0964 0.4547 7.2753 EUROSTX 36.9565 4377.0000 0.8443 13.5093 FEEDCOW 1.7050 235.4750 0.7241 11.5850 FTSE100 57.6590 7070.0000 0.8155 13.0487 GASOIL 13.3333 704.2500 1.8933 30.2922 GAS_US 0.0972 2.5860 3.7589 60.1416 GBP 0.0067 1.2765 0.5255 8.4084 GOLD_micro 14.9822 1949.7000 0.7684 12.2950 HEATOIL 0.0447 2.4313 1.8397 29.4359 JPY 0.0000 0.0072 0.5998 9.5966 LEANHOG 1.6102 81.2750 1.9812 31.6996 LIVECOW 1.3305 169.6750 0.7841 12.5463 MXP 0.0003 0.0571 0.5871 9.3931 NASDAQ 129.4721 15235.5000 0.8498 13.5969 NIKKEI 319.8085 33155.0000 0.9646 15.4334 NZD 0.0044 0.6158 0.7190 11.5032 OAT 0.6431 128.4900 0.5005 8.0078 OJ 4.7892 264.3500 1.8117 28.9870 PALLAD 28.5717 1382.0000 2.0674 33.0786 PLAT 15.7485 966.7000 1.6291 26.0656 REDWHEAT 15.5699 836.0000 1.8624 29.7988 ROBUSTA 33.7901 2763.0000 1.2229 19.5672 RUSSELL 22.5537 1886.1000 1.1958 19.1326 SILVER-mini 0.3405 23.4750 1.4505 23.2073 SOYBEAN 17.5983 1344.0000 1.3094 20.9503 SOYMEAL 5.8164 402.2000 1.4461 23.1381 SOYOIL 0.9538 57.6800 1.6536 26.4583 SP400 26.0282 2587.2000 1.0060 16.0966 SUGAR11 0.3557 26.0400 1.3661 21.8571 US10 0.4771 113.2969 0.4211 6.7381 US10U 0.6300 119.4062 0.5276 8.4421 US20 0.8817 128.0312 0.6887 11.0187 US30 1.2419 137.4062 0.9038 14.4609 US5 0.3242 107.9531 0.3003 4.8053 VIX 0.5035 19.1000 2.6360 42.1768 WHEAT 12.4449 724.0000 1.7189 27.5026 =========================================================================================================================================== Subsystem position =========================================================================================================================================== Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 680.05 0.67 455.44 1.00 455.44 42849.97 94.08 7.59 71.44 BITCOIN 28.16 3.05 86.00 1.00 86.00 42849.97 498.27 -9.93 -494.84 BOBL 1159.90 0.28 324.47 1.09 354.75 42849.97 120.79 2.95 35.68 BTP 1167.30 0.60 704.27 1.09 770.01 42849.97 55.65 14.89 82.87 BUND 1337.00 0.49 653.48 1.09 714.48 42849.97 59.97 12.14 72.83 BUXL 1371.80 1.15 1579.67 1.09 1727.13 42849.97 24.81 -3.64 -9.03 CAC 738.30 0.79 585.53 1.09 633.46 42849.97 67.64 9.35 63.26 CAD 756.75 0.41 307.37 1.00 307.37 42849.97 139.41 11.34 158.03 CANOLA 142.36 1.32 187.52 0.76 141.99 42849.97 301.77 20.00 603.55 CHF 1405.12 0.49 687.58 1.00 687.58 42849.97 62.32 -15.37 -95.77 COCOA 321.00 1.05 338.58 1.00 338.58 42849.97 126.56 -8.33 -105.37 COFFEE 661.31 1.93 1276.64 1.00 1276.64 42849.97 33.56 1.85 6.22 COPPER 971.62 1.14 1110.01 1.00 1110.01 42849.97 38.60 5.73 22.14 CORN 298.25 1.51 451.34 1.00 451.34 42849.97 94.94 13.40 127.23 COTTON2 415.05 1.54 638.66 1.00 638.66 42849.97 67.09 4.48 30.05 CRUDE_W 705.60 1.93 1359.82 1.00 1359.82 42849.97 31.51 -1.35 -4.25 DAX 162.86 0.77 125.12 1.09 136.79 42849.97 313.24 3.07 96.26 DOW 171.94 0.69 118.77 1.00 118.77 42849.97 360.77 6.81 245.80 EUR 1370.56 0.45 623.20 1.00 623.20 42849.97 68.76 -10.22 -70.25 EUROSTX 437.70 0.84 369.57 1.09 404.06 42849.97 106.05 0.02 0.17 FEEDCOW 1177.38 0.72 852.50 1.00 852.50 42849.97 50.26 -8.77 -44.09 FTSE100 707.00 0.82 576.59 1.28 666.67 42849.97 64.27 8.20 52.70 GASOIL 704.25 1.89 1333.33 1.00 1333.33 42849.97 32.14 -2.01 -6.46 GAS_US 258.60 3.76 972.04 1.00 972.04 42849.97 44.08 -17.91 -78.93 GBP 797.81 0.53 419.27 1.00 419.27 42849.97 102.20 9.47 96.82 GOLD_micro 194.97 0.77 149.82 1.00 149.82 42849.97 286.01 -18.25 -521.82 HEATOIL 1021.15 1.84 1878.65 1.00 1878.65 42849.97 22.81 -2.87 -6.54 JPY 896.44 0.60 537.67 1.00 537.67 42849.97 79.69 -10.43 -83.10 LEANHOG 325.10 1.98 644.10 1.00 644.10 42849.97 66.53 -7.56 -50.26 LIVECOW 678.70 0.78 532.20 1.00 532.20 42849.97 80.51 6.74 54.30 MXP 285.40 0.59 167.55 1.00 167.55 42849.97 255.75 16.81 429.87 NASDAQ 3047.10 0.85 2589.44 1.00 2589.44 42849.97 16.55 5.42 8.97 NIKKEI 33155.00 0.96 31980.85 0.01 225.85 42849.97 189.73 12.79 242.67 NZD 615.75 0.72 442.69 1.00 442.69 42849.97 96.79 7.02 67.92 OAT 1284.90 0.50 643.07 1.09 703.10 42849.97 60.94 13.76 83.85 OJ 396.52 1.81 718.38 1.00 718.38 42849.97 59.65 -3.70 -22.06 PALLAD 1382.00 2.07 2857.17 1.00 2857.17 42849.97 15.00 -3.53 -5.30 PLAT 483.35 1.63 787.43 1.00 787.43 42849.97 54.42 3.53 19.22 REDWHEAT 418.00 1.86 778.49 1.00 778.49 42849.97 55.04 5.78 31.81 ROBUSTA 276.30 1.22 337.90 1.00 337.90 42849.97 126.81 11.89 150.79 RUSSELL 94.30 1.20 112.77 1.00 112.77 42849.97 379.98 9.06 344.45 SILVER-mini 586.88 1.45 851.24 1.00 851.24 42849.97 50.34 -9.35 -47.08 SOYBEAN 672.00 1.31 879.91 1.00 879.91 42849.97 48.70 9.00 43.84 SOYMEAL 402.20 1.45 581.64 1.00 581.64 42849.97 73.67 0.55 4.08 SOYOIL 346.08 1.65 572.29 1.00 572.29 42849.97 74.87 13.94 104.39 SP400 2587.20 1.01 2602.82 1.00 2602.82 42849.97 16.46 10.92 17.97 SUGAR11 291.65 1.37 398.41 1.00 398.41 42849.97 107.55 2.72 29.21 US10 1132.97 0.42 477.13 1.00 477.13 42849.97 89.81 -5.54 -49.73 US10U 1194.06 0.53 630.03 1.00 630.03 42849.97 68.01 -11.26 -76.56 US20 1280.31 0.69 881.71 1.00 881.71 42849.97 48.60 -9.88 -48.03 US30 1374.06 0.90 1241.89 1.00 1241.89 42849.97 34.50 0.14 0.48 US5 1079.53 0.30 324.22 1.00 324.22 42849.97 132.16 -7.54 -99.71 VIX 191.00 2.64 503.49 1.00 503.49 42849.97 85.11 -20.00 -170.21 WHEAT 362.00 1.72 622.25 1.00 622.25 42849.97 68.86 -0.03 -0.21 ===================================================================== Portfolio positions ===================================================================== subsystem_position instr weight IDM Notional position AUD 71.435 0.007 2.5 1.174 BITCOIN -494.842 0.010 2.5 -11.993 BOBL 35.678 0.030 2.5 2.648 BTP 82.873 0.008 2.5 1.722 BUND 72.834 0.030 2.5 5.406 BUXL -9.025 0.035 2.5 -0.779 CAC 63.256 0.012 2.5 1.829 CAD 158.028 0.007 2.5 2.902 CANOLA 603.547 0.004 2.5 5.699 CHF -95.774 0.015 2.5 -3.687 COCOA -105.372 0.009 2.5 -2.361 COFFEE 6.222 0.005 2.5 0.083 COPPER 22.139 0.011 2.5 0.622 CORN 127.230 0.004 2.5 1.180 COTTON2 30.046 0.006 2.5 0.465 CRUDE_W -4.245 0.054 2.5 -0.577 DAX 96.259 0.022 2.5 5.377 DOW 245.803 0.012 2.5 7.205 EUR -70.247 0.015 2.5 -2.704 EUROSTX 0.170 0.012 2.5 0.005 FEEDCOW -44.088 0.011 2.5 -1.219 FTSE100 52.696 0.042 2.5 5.588 GASOIL -6.459 0.029 2.5 -0.474 GAS_US -78.932 0.006 2.5 -1.223 GBP 96.816 0.007 2.5 1.778 GOLD_micro -521.821 0.009 2.5 -12.010 HEATOIL -6.537 0.029 2.5 -0.480 JPY -83.102 0.027 2.5 -5.533 LEANHOG -50.265 0.019 2.5 -2.416 LIVECOW 54.299 0.011 2.5 1.501 MXP 429.870 0.005 2.5 5.413 NASDAQ 8.972 0.022 2.5 0.501 NIKKEI 242.674 0.078 2.5 47.411 NZD 67.917 0.007 2.5 1.116 OAT 83.846 0.008 2.5 1.742 OJ -22.061 0.007 2.5 -0.396 PALLAD -5.296 0.010 2.5 -0.131 PLAT 19.220 0.010 2.5 0.476 REDWHEAT 31.807 0.002 2.5 0.175 ROBUSTA 150.789 0.005 2.5 2.011 RUSSELL 344.451 0.021 2.5 18.352 SILVER-mini -47.076 0.009 2.5 -1.083 SOYBEAN 43.840 0.024 2.5 2.659 SOYMEAL 4.084 0.024 2.5 0.248 SOYOIL 104.392 0.004 2.5 0.986 SP400 17.974 0.021 2.5 0.958 SUGAR11 29.207 0.006 2.5 0.408 US10 -49.733 0.016 2.5 -1.963 US10U -76.560 0.060 2.5 -11.474 US20 -48.028 0.030 2.5 -3.641 US30 0.480 0.035 2.5 0.041 US5 -99.712 0.016 2.5 -3.935 VIX -170.213 0.078 2.5 -32.995 WHEAT -0.207 0.002 2.5 -0.001 ==================== Position diags ==================== AUD 1.55 BITCOIN 12.08 BOBL 8.97 BTP 1.16 BUND 4.45 BUXL 2.14 CAC 1.96 CAD 2.56 CANOLA 2.85 CHF 2.40 COCOA 2.84 COFFEE 0.45 COPPER 1.09 CORN 0.88 COTTON2 1.04 CRUDE_W 4.28 DAX 17.50 DOW 10.58 EUR 2.65 EUROSTX 3.07 FEEDCOW 1.39 FTSE100 6.82 GASOIL 2.36 GAS_US 0.68 GBP 1.88 GOLD_micro 6.58 HEATOIL 1.67 JPY 5.31 LEANHOG 3.20 LIVECOW 2.23 MXP 3.22 NASDAQ 0.92 NIKKEI 37.07 NZD 1.59 OAT 1.27 OJ 1.07 PALLAD 0.37 PLAT 1.35 REDWHEAT 0.30 ROBUSTA 1.69 RUSSELL 20.24 SILVER-mini 1.16 SOYBEAN 2.95 SOYMEAL 4.47 SOYOIL 0.71 SP400 0.88 SUGAR11 1.50 US10 3.54 US10U 10.19 US20 3.68 US30 2.98 US5 5.22 VIX 16.50 WHEAT 0.38 dtype: float64 =================================================================================================== Positions vs buffers =================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 1.2 1.0 1.3 0.0 0 BITCOIN -12.0 -13.2 -10.8 -23.0 -23 BOBL 2.6 1.8 3.5 0.0 0 BTP 1.7 1.6 1.8 3.0 3 BUND 5.4 5.0 5.9 5.0 5 BUXL -0.8 -1.0 -0.6 0.0 0 CAC 1.8 1.6 2.0 2.0 2 CAD 2.9 2.6 3.2 0.0 0 CANOLA 5.7 5.4 6.0 NaN 0 CHF -3.7 -3.9 -3.4 -3.0 -3 COCOA -2.4 -2.6 -2.1 -2.0 -2 COFFEE 0.1 0.0 0.1 0.0 0 COPPER 0.6 0.5 0.7 0.0 0 CORN 1.2 1.1 1.3 7.0 7 COTTON2 0.5 0.4 0.6 1.0 1 CRUDE_W -0.6 -1.0 -0.1 -1.0 -1 DAX 5.4 3.6 7.1 0.0 0 DOW 7.2 6.1 8.3 0.0 0 EUR -2.7 -3.0 -2.4 -5.0 -5 EUROSTX 0.0 -0.3 0.3 0.0 0 FEEDCOW -1.2 -1.4 -1.1 0.0 0 FTSE100 5.6 4.9 6.3 0.0 0 GASOIL -0.5 -0.7 -0.2 -2.0 -2 GAS_US -1.2 -1.3 -1.2 0.0 0 GBP 1.8 1.6 2.0 10.0 10 GOLD_micro -12.0 -12.7 -11.4 -15.0 -15 HEATOIL -0.5 -0.6 -0.3 -1.0 -1 JPY -5.5 -6.1 -5.0 -12.0 -12 LEANHOG -2.4 -2.7 -2.1 -6.0 -6 LIVECOW 1.5 1.3 1.7 0.0 0 MXP 5.4 5.1 5.7 0.0 0 NASDAQ 0.5 0.4 0.6 0.0 0 NIKKEI 47.4 43.7 51.1 0.0 0 NZD 1.1 1.0 1.3 0.0 0 OAT 1.7 1.6 1.9 0.0 0 OJ -0.4 -0.5 -0.3 NaN 0 PALLAD -0.1 -0.2 -0.1 0.0 0 PLAT 0.5 0.3 0.6 0.0 0 REDWHEAT 0.2 0.1 0.2 0.0 0 ROBUSTA 2.0 1.8 2.2 2.0 2 RUSSELL 18.4 16.3 20.4 0.0 0 SILVER-mini -1.1 -1.2 -1.0 0.0 0 SOYBEAN 2.7 2.4 3.0 1.0 1 SOYMEAL 0.2 -0.2 0.7 -1.0 -1 SOYOIL 1.0 0.9 1.1 0.0 0 SP400 1.0 0.9 1.0 10.0 10 SUGAR11 0.4 0.3 0.6 3.0 3 US10 -2.0 -2.3 -1.6 NaN 0 US10U -11.5 -12.5 -10.5 -12.0 -12 US20 -3.6 -4.0 -3.3 0.0 0 US30 0.0 -0.3 0.3 -1.0 -1 US5 -3.9 -4.5 -3.4 -9.0 -9 VIX -33.0 -34.6 -31.3 -18.0 -18 WHEAT -0.0 -0.0 0.0 -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 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 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 0.1 -0.0 0.0 0.1 0.1 0.2 0.0 0.1 0.0 -0.0 0.0 -0.2 0.0 0.0 -0.2 -0.1 -0.1 -0.1 0.0 -0.0 0.0 -0.1 0.0 1.3 2.2 0.0 0.0 -0.0 0.0 -0.0 0.0 -0.1 -0.0 0.2 0.0 -0.2 BITCOIN -0.1 -0.2 0.2 0.0 0.0 0.0 0.1 0.0 0.0 0.0 0.2 0.0 -0.2 -0.0 0.1 -0.2 -0.1 -0.0 -0.0 -0.0 0.1 0.0 0.0 -0.0 0.7 -4.8 -0.0 0.0 0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.2 -0.1 -0.1 BOBL -0.1 -0.1 -0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 -0.0 -1.4 0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.2 -0.0 1.6 2.4 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.3 -0.0 -0.2 -0.0 -0.0 BTP 0.2 0.1 0.2 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.0 0.2 0.0 -0.2 0.0 0.3 0.6 0.5 0.2 0.2 0.1 0.1 0.0 -0.1 0.0 -1.2 2.2 0.1 0.0 0.0 0.0 -0.0 0.0 2.4 0.3 0.4 0.3 0.1 BUND 0.0 -0.0 -0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.1 -0.0 -0.3 -0.0 -0.0 0.6 0.5 0.2 0.2 -0.1 -0.1 -0.0 -0.2 -0.0 0.9 2.5 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 2.3 -0.0 -0.1 0.0 -0.0 BUXL 0.1 -0.0 -0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.3 0.0 -0.4 -0.0 -0.2 0.2 0.1 0.1 0.1 -0.1 -0.1 0.0 -0.2 -0.0 1.2 -2.1 -0.0 0.0 -0.0 0.0 -0.1 -0.0 0.4 0.1 0.1 0.0 -0.1 CAC -0.1 -0.3 0.2 0.1 0.1 0.1 0.2 0.1 0.1 0.0 0.3 0.0 0.3 -0.0 0.2 -0.1 0.2 0.1 0.1 0.0 0.2 0.0 0.2 0.0 -0.7 1.7 0.0 0.0 0.1 0.0 0.1 0.0 2.0 -0.0 -0.4 -0.2 -0.1 CAD 0.2 0.2 0.2 0.0 0.0 0.1 0.2 0.0 0.1 0.0 0.1 0.0 -0.2 0.1 0.3 -0.2 -0.1 -0.1 -0.1 0.1 0.0 0.0 -0.1 0.0 1.8 2.2 0.1 0.0 0.0 0.0 -0.0 0.0 0.1 -0.0 0.2 0.1 -0.0 CANOLA 0.0 0.0 -0.2 -0.0 0.0 -0.1 0.0 -0.0 0.0 0.0 -0.2 0.0 -0.3 0.0 -0.1 1.4 0.7 0.4 0.4 -0.1 -0.2 0.0 -0.2 0.0 4.5 3.3 -0.0 0.0 -0.1 0.0 -0.1 0.0 2.7 0.0 0.1 0.0 -0.3 CHF -0.0 -0.2 0.1 0.0 0.0 0.1 0.2 0.0 0.1 0.0 0.3 0.0 0.2 -0.0 0.1 -1.1 -0.6 -0.3 -0.3 0.0 0.1 0.0 0.1 0.0 -0.6 -2.4 0.0 0.0 0.0 0.0 0.0 0.0 -2.6 -0.1 -0.3 -0.2 0.1 COCOA 0.1 0.1 0.3 -0.0 0.0 -0.1 0.1 -0.0 0.0 0.0 0.4 0.0 0.3 0.1 0.4 0.0 -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 -2.4 0.1 0.4 0.3 0.3 COFFEE -0.1 -0.1 0.2 -0.0 0.0 -0.1 0.1 -0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.0 -0.0 0.4 0.2 0.1 0.1 -0.0 0.0 -0.0 -0.0 -0.0 -1.4 2.2 0.0 -0.0 0.0 0.0 0.0 0.0 -1.0 -0.1 -0.0 0.2 0.3 COPPER 0.2 -0.2 -0.2 0.0 0.1 0.1 0.1 0.0 0.0 0.0 -0.0 0.1 -0.1 0.0 -0.1 -0.2 -0.1 -0.0 -0.0 -0.1 -0.1 0.0 -0.0 0.0 0.7 2.1 -0.0 0.0 -0.0 0.0 -0.0 0.0 0.3 0.1 0.4 -0.2 -0.3 CORN 0.2 0.2 -0.1 -0.0 0.0 -0.1 0.1 -0.0 0.0 0.0 -0.2 0.0 -0.2 0.0 0.0 -0.4 0.5 0.0 0.2 0.1 -0.1 0.0 -0.1 0.0 3.0 2.3 0.0 0.0 -0.0 0.0 -0.0 0.0 0.3 0.1 0.4 0.3 -0.1 COTTON2 0.0 0.1 0.3 -0.0 0.0 -0.1 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.1 0.0 0.0 0.9 0.3 0.1 0.1 0.0 -0.0 0.0 -0.0 0.0 -2.2 3.0 0.0 -0.0 0.0 -0.0 -0.0 0.0 -1.0 -0.0 -0.1 0.6 0.4 CRUDE_W -0.0 -0.1 -0.1 -0.0 0.0 -0.1 0.1 -0.1 0.0 0.0 -0.2 0.0 -0.2 -0.0 -0.2 0.5 0.4 0.1 0.2 -0.1 -0.1 0.0 -0.0 -0.0 -2.3 2.1 -0.0 0.0 -0.0 0.0 0.0 0.0 -0.8 -0.0 0.0 0.0 0.2 DAX -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 -0.3 -0.3 -0.1 -0.1 0.1 0.2 0.0 0.2 0.0 -1.6 2.2 0.1 -0.0 0.1 0.0 0.1 0.0 -0.6 0.0 -0.2 0.0 -0.0 DOW 0.2 0.0 0.1 0.1 -0.0 0.1 0.1 0.1 0.1 0.0 0.1 0.0 0.1 0.0 0.2 -0.7 -0.3 -0.2 -0.2 0.1 0.0 0.0 0.0 0.0 1.0 2.1 0.0 0.0 0.0 0.0 0.0 0.0 -0.5 0.2 0.3 -0.1 -0.1 EUR 0.1 -0.3 0.1 0.0 0.0 0.1 0.2 0.0 0.1 0.0 0.3 0.0 0.1 -0.0 -0.0 -0.5 -0.4 -0.2 -0.2 -0.0 0.0 0.0 0.0 0.0 -0.7 -2.3 -0.0 0.0 0.0 0.0 0.0 0.0 -1.1 0.0 -0.1 -0.2 -0.0 EUROSTX -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 -0.4 0.1 -0.1 -0.0 0.1 0.2 0.0 0.2 0.0 -1.2 -1.8 0.1 0.0 0.1 0.0 0.1 0.0 1.3 0.0 -0.2 -0.0 -0.0 FEEDCOW -0.1 0.1 0.3 -0.0 0.0 -0.1 0.1 -0.0 0.0 -0.0 0.3 -0.0 0.3 0.0 0.3 -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 -0.1 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 -0.5 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 0.2 0.1 -0.3 -0.0 0.0 -0.1 0.1 -0.1 0.0 0.0 -0.3 0.0 -0.1 0.0 -0.2 0.4 0.8 0.1 0.3 -0.1 -0.2 0.0 -0.1 0.0 0.2 -3.0 -0.0 0.0 -0.1 0.0 -0.0 0.0 0.8 0.1 0.1 0.0 0.0 GAS_US 0.1 0.3 -0.3 -0.0 0.0 -0.1 0.1 -0.1 0.0 0.0 -0.4 0.0 -0.4 -0.0 -0.3 -1.6 -0.8 -0.4 -0.4 -0.1 -0.2 0.0 -0.2 0.0 0.6 -1.8 -0.0 0.0 -0.1 0.0 -0.1 0.0 -2.7 0.3 -0.0 0.2 0.1 GBP 0.1 -0.0 0.2 0.0 0.0 0.1 0.2 0.0 0.1 0.0 0.4 0.0 0.1 0.0 0.3 -0.1 -0.1 -0.0 -0.0 0.1 0.1 0.0 0.1 0.0 -0.1 2.0 0.1 0.0 0.0 0.0 -0.0 0.0 0.2 0.1 0.2 0.1 0.2 GOLD_micro -0.1 -0.2 0.2 0.0 0.1 0.1 0.1 0.0 0.0 -0.0 0.2 -0.0 0.2 -0.1 0.0 -1.1 -0.5 -0.3 -0.3 -0.1 0.1 -0.0 0.1 -0.0 -1.6 -2.7 -0.0 0.0 0.0 -0.0 0.0 -0.0 -2.1 -0.1 -0.4 -0.2 0.1 HEATOIL 0.2 0.0 -0.3 -0.0 0.0 -0.1 0.1 -0.1 0.0 0.0 -0.3 0.0 -0.1 0.0 -0.2 0.1 0.9 0.1 0.3 -0.1 -0.2 0.0 -0.1 0.0 -0.6 -2.7 -0.0 0.0 -0.1 0.0 -0.0 0.0 1.2 0.0 0.2 0.1 0.0 JPY -0.0 -0.3 -0.2 0.0 0.0 0.1 0.2 0.0 0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.4 -1.3 -0.6 -0.3 -0.3 -0.2 -0.2 -0.0 -0.2 -0.0 1.5 2.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -2.5 -0.2 -0.4 -0.3 -0.3 LEANHOG 0.2 0.1 -0.3 -0.0 0.0 -0.1 0.1 -0.0 0.0 0.0 -0.3 0.0 -0.3 0.0 -0.1 1.6 -0.8 -0.1 -0.4 -0.1 -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 -0.0 0.0 -0.1 -0.3 LIVECOW 0.1 0.1 0.1 -0.0 0.0 -0.1 0.1 -0.0 0.0 -0.0 0.3 0.0 0.3 0.0 0.3 1.6 0.6 0.4 0.4 0.2 0.2 0.0 0.1 0.0 -3.3 -2.2 0.1 -0.0 0.1 0.0 0.0 0.0 2.8 -0.0 0.4 0.3 0.3 MXP 0.1 0.2 0.3 0.0 0.0 0.0 0.1 0.0 0.1 0.0 0.4 0.0 0.4 0.1 0.4 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 0.3 0.3 NASDAQ 0.3 0.3 0.4 0.1 -0.0 0.1 0.1 0.1 0.1 0.1 0.4 0.1 0.0 0.1 0.4 -0.7 -0.3 -0.2 -0.2 0.3 0.3 0.0 0.2 0.0 -2.1 1.9 0.1 0.0 0.1 0.0 0.0 0.0 -0.7 0.3 0.5 0.3 0.3 NIKKEI 0.1 0.3 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 0.5 0.2 0.2 0.2 0.3 0.0 0.2 0.0 -1.2 -1.9 0.1 0.0 0.1 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 0.1 0.0 0.1 0.0 -0.1 -0.0 -0.1 0.0 0.0 0.0 0.0 -0.0 -0.0 0.0 -0.1 0.0 0.7 2.3 -0.0 0.0 -0.0 0.0 -0.0 0.0 0.8 -0.0 -0.4 -0.1 -0.2 OAT 0.0 0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.1 -0.0 -0.3 -0.0 0.0 0.7 0.5 0.2 0.2 -0.0 -0.1 -0.0 -0.2 -0.0 0.6 2.6 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 2.6 0.0 -0.0 0.1 -0.0 OJ -0.0 -0.4 0.2 -0.1 0.0 -0.0 0.0 -0.0 0.0 0.0 0.1 -0.0 0.1 0.0 0.1 1.4 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 -0.1 -0.0 -0.0 0.0 0.0 0.1 0.1 0.0 0.0 0.0 -0.3 -0.0 -0.4 -0.0 -0.2 -0.2 -0.1 -0.0 -0.0 -0.2 -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 -0.3 -0.2 -0.2 PLAT -0.2 -0.2 0.1 0.0 0.0 0.1 0.1 0.0 0.0 -0.0 0.0 -0.0 0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 0.0 -0.0 0.0 -0.0 0.1 2.5 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.2 -0.0 -0.4 -0.2 -0.0 REDWHEAT -0.0 0.1 0.1 -0.0 0.0 -0.1 0.1 -0.0 0.0 0.0 -0.1 0.0 -0.3 0.0 -0.0 0.2 0.2 0.1 0.1 -0.0 -0.1 0.0 -0.1 0.0 0.4 2.6 -0.0 0.0 -0.0 0.0 -0.0 0.0 -0.8 -0.1 0.1 0.2 0.1 ROBUSTA 0.1 0.1 0.3 -0.0 0.0 -0.1 0.1 -0.0 0.0 0.0 0.4 0.0 0.3 0.1 0.3 1.6 0.5 0.3 0.3 0.2 0.2 0.0 0.2 0.0 -3.3 2.1 0.1 0.0 0.1 0.0 0.1 0.0 0.8 0.0 0.4 0.3 0.3 RUSSELL 0.3 0.2 -0.0 0.1 -0.0 0.1 0.1 0.1 0.1 -0.0 -0.1 0.0 -0.2 0.1 0.0 -0.4 -0.2 -0.1 -0.1 0.1 0.0 0.0 -0.1 0.0 2.2 2.0 0.0 0.0 0.0 0.0 -0.0 0.0 -0.1 0.0 0.3 0.1 -0.3 SILVER-mini -0.0 -0.3 0.2 0.0 0.0 0.1 0.1 0.0 0.0 -0.0 0.2 0.0 0.1 -0.0 0.1 -0.4 -0.2 -0.1 -0.1 -0.0 0.1 -0.0 0.1 -0.0 -1.0 -3.2 -0.0 0.0 0.0 0.0 0.0 -0.0 -0.0 0.0 -0.0 -0.2 0.0 SOYBEAN 0.2 0.1 -0.3 -0.0 0.0 -0.1 0.1 -0.0 0.0 0.0 -0.2 0.0 -0.2 0.0 -0.1 1.0 0.8 0.4 0.4 -0.0 -0.1 0.0 -0.1 0.0 1.8 -2.5 -0.0 0.0 -0.0 0.0 -0.0 0.0 2.7 0.0 0.4 0.2 -0.3 SOYMEAL 0.1 -0.3 -0.3 -0.0 0.0 -0.1 0.1 -0.0 0.0 0.0 -0.1 0.0 0.1 -0.0 -0.3 1.6 0.8 0.4 0.4 -0.1 -0.1 0.0 0.0 -0.0 -2.7 -2.5 -0.0 0.0 -0.0 0.0 0.0 -0.0 2.7 0.2 0.4 -0.0 -0.1 SOYOIL 0.2 0.2 -0.3 -0.0 0.0 -0.1 0.1 -0.0 0.0 0.0 -0.3 0.0 -0.2 0.0 -0.1 0.7 0.5 0.1 0.1 0.0 -0.1 0.0 -0.1 0.0 2.7 2.7 0.0 0.0 -0.0 0.0 -0.0 0.0 -0.2 0.1 0.4 0.3 -0.1 SP400 0.2 0.1 -0.1 0.1 -0.0 0.1 0.1 0.1 0.1 -0.0 -0.1 0.0 -0.0 0.1 -0.0 -0.3 -0.2 -0.1 -0.1 0.1 0.0 0.0 -0.0 0.0 2.6 2.4 0.0 0.0 -0.0 0.0 -0.0 0.0 -0.0 0.0 0.3 -0.0 -0.3 SUGAR11 -0.1 -0.0 0.3 -0.0 0.0 -0.1 0.1 -0.0 0.0 0.0 0.3 0.0 0.3 0.0 0.3 0.3 0.8 0.2 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 2.6 0.0 0.0 0.3 0.3 US10 -0.1 -0.2 0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.3 -0.1 -0.1 -0.7 -0.3 -0.2 -0.2 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 2.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -2.1 -0.0 -0.0 -0.1 -0.0 US10U -0.0 -0.2 0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.0 0.0 -0.0 -0.3 -0.0 -0.1 0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.3 -2.9 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.5 -0.0 -0.3 -0.2 -0.1 US20 0.0 -0.2 0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.0 0.1 0.0 -0.2 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 0.0 -0.1 -0.0 -0.1 -2.7 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.5 -0.0 -0.1 -0.2 -0.0 US30 0.1 -0.2 -0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.0 0.0 0.0 -0.3 -0.0 -0.2 0.0 -0.0 -0.0 -0.0 -0.1 -0.1 0.0 -0.2 -0.0 -0.1 2.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.3 0.0 -0.1 -0.1 -0.1 US5 -0.2 -0.3 -0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.3 -0.1 -0.1 -1.1 -0.3 -0.3 -0.2 -0.2 -0.1 -0.0 -0.1 -0.0 0.2 2.4 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -2.5 -0.0 -0.1 -0.2 -0.0 VIX -0.2 -1.0 -1.3 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.5 -0.0 -0.5 -0.1 -0.5 -3.1 -1.6 -0.8 -0.8 -0.3 -0.3 -0.0 -0.3 -0.0 NaN -3.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 NaN NaN NaN NaN NaN WHEAT 0.2 0.1 -0.0 -0.0 0.0 -0.1 0.1 -0.0 0.0 0.0 -0.3 0.0 -0.4 0.0 -0.2 -0.9 -0.4 -0.3 -0.2 -0.1 -0.2 0.0 -0.2 0.0 2.6 2.5 -0.0 0.0 -0.1 0.0 -0.1 0.0 -2.7 0.1 0.4 0.2 -0.1 ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 4.9 -2.4 2.6 5.3 2.1 7.8 0.5 5.1 5.3 -1.7 12.2 -6.1 10.0 1.7 -2.7 -3.2 -3.3 -3.4 4.0 -2.6 17.4 -6.0 14.3 11.7 11.7 2.3 1.9 -0.4 7.4 -1.9 6.2 -0.7 -2.6 8.5 3.1 -12.7 BITCOIN -5.5 -13.1 10.3 1.3 11.5 2.1 5.9 1.8 2.1 11.7 8.7 3.0 -6.5 -8.0 3.5 -4.4 -2.9 -4.3 -3.6 -1.2 4.5 4.6 1.0 -2.8 3.0 -18.1 -2.0 12.0 1.3 3.2 1.5 -2.1 -0.3 -2.9 -8.4 -7.0 -6.8 BOBL -6.6 -4.5 -5.2 -0.7 1.0 -0.0 -1.2 -2.7 -1.5 -6.2 -3.2 -11.0 -11.8 -11.1 -0.3 -17.2 3.4 -4.2 -0.2 -7.6 -7.6 -14.9 -16.4 -12.6 10.6 10.8 -2.8 -4.0 -1.7 -7.3 -6.0 -5.9 2.5 -17.6 -16.9 -2.9 -1.7 BTP 14.6 5.7 9.8 -0.7 1.0 -0.0 -1.2 -2.7 -1.5 10.5 10.4 12.9 -6.0 12.0 11.8 7.9 11.5 9.0 10.1 8.6 5.0 10.3 -4.5 10.9 -9.7 11.4 5.1 4.7 4.0 5.4 -0.5 5.7 18.0 19.9 20.0 20.0 7.8 BUND 0.1 -1.3 -3.1 -0.7 1.0 -0.0 -1.2 -2.7 -1.5 0.1 -5.2 -6.2 -12.7 -7.0 -0.7 7.4 11.6 7.8 9.1 -4.5 -6.9 -6.3 -16.6 -6.1 6.8 12.3 -1.7 0.1 -1.3 -3.7 -6.1 -3.5 17.1 -4.4 -5.9 0.7 -1.9 BUXL 6.3 -1.1 -7.1 -0.7 1.0 -0.0 -1.2 -2.7 -1.5 6.4 -12.1 2.7 -14.4 -3.5 -8.1 2.5 1.4 2.3 2.4 -5.5 -10.5 1.5 -19.5 -2.0 9.3 -10.8 -1.9 5.2 -3.0 1.2 -7.3 -0.9 2.6 10.7 3.4 0.3 -6.4 CAC -9.7 -16.6 10.3 4.6 6.9 4.1 7.1 3.0 5.7 12.0 13.3 3.5 13.5 -0.1 7.9 -1.8 3.7 3.2 3.7 3.5 12.6 8.9 17.7 1.8 -6.2 8.9 1.2 9.0 4.8 4.9 6.9 1.0 15.0 -3.0 -20.0 -11.3 -6.5 CAD 18.7 9.8 11.8 2.6 5.3 2.1 7.8 0.5 5.1 9.2 4.5 14.4 -8.3 13.3 11.4 -2.7 -2.3 -2.9 -2.8 10.4 2.8 19.8 -5.1 17.4 12.6 10.4 4.5 5.2 1.8 7.9 -1.2 7.0 0.7 -4.4 10.8 9.9 -0.0 CANOLA 20.0 2.6 -10.9 -2.5 8.0 -3.0 6.6 -1.9 1.3 12.2 -12.0 13.1 -14.1 5.3 -8.4 18.7 20.0 20.0 20.0 -8.9 -19.1 20.0 -17.1 11.1 20.0 13.2 -3.1 8.1 -6.5 7.6 -5.9 2.6 20.0 20.0 14.6 2.8 -20.0 CHF -3.8 -12.7 7.4 2.6 5.3 2.1 7.8 0.5 5.1 5.2 10.6 5.6 9.3 -5.9 3.5 -15.5 -15.2 -15.8 -15.7 0.6 5.3 6.5 5.8 1.1 -4.6 -11.5 0.7 3.0 3.1 4.1 2.6 1.0 -20.0 -12.4 -13.8 -12.8 4.0 COCOA 9.1 6.7 20.0 -2.5 8.0 -3.0 6.6 -1.9 1.3 6.4 15.9 12.0 12.8 14.2 15.5 0.1 -0.9 0.3 0.2 20.0 20.0 20.0 18.1 20.0 -20.0 -10.4 6.4 6.7 6.2 7.5 4.9 6.9 -17.4 16.9 20.0 20.0 20.0 COFFEE -6.4 -4.4 10.6 -2.5 8.0 -3.0 6.6 -1.9 1.3 -13.1 4.0 -6.8 -3.7 -7.2 -1.9 5.5 5.0 6.2 5.7 -0.1 1.3 -7.5 -2.0 -3.6 -9.0 10.0 3.6 -0.5 3.2 1.3 0.6 2.5 -7.6 -20.0 -1.5 12.2 20.0 COPPER 17.4 -12.3 -10.0 1.3 11.5 2.1 5.9 1.8 2.1 13.0 -0.8 15.0 -4.2 3.3 -5.6 -2.6 -1.3 -2.3 -1.8 -5.1 -6.1 17.0 -3.2 7.0 5.9 11.1 -2.6 6.2 -3.1 5.6 -1.6 1.7 2.5 9.3 16.7 -11.8 -20.0 CORN 20.0 16.3 -7.5 -2.5 8.0 -3.0 6.6 -1.9 1.3 13.7 -7.8 15.2 -8.5 9.8 0.5 -4.4 12.7 1.7 8.0 4.6 -6.0 20.0 -5.5 20.0 20.0 11.0 0.3 13.1 -3.7 9.6 -3.5 5.7 1.8 20.0 20.0 20.0 -9.2 COTTON2 6.2 10.8 5.7 -2.5 8.0 -3.0 6.6 -1.9 1.3 -0.5 2.8 8.7 -11.6 9.2 8.6 13.7 7.4 6.3 4.1 5.0 -1.3 2.0 -7.2 5.4 -8.8 12.0 3.1 -4.0 0.5 -0.7 -0.5 2.8 -7.7 -20.0 -5.5 20.0 15.5 CRUDE_W -0.2 -4.9 -5.2 -2.7 2.0 -5.0 3.8 -3.1 1.3 9.8 -6.1 2.2 -7.8 -5.4 -6.8 5.5 10.2 6.9 8.0 -5.8 -6.2 3.0 -2.6 -2.5 -19.3 10.8 -0.9 5.6 -1.9 2.5 0.7 1.1 -6.2 -7.5 1.7 2.0 11.9 DAX -0.4 -4.2 11.3 4.6 -0.7 4.2 3.6 3.1 4.9 0.9 15.0 8.9 13.1 8.1 12.3 -8.7 -7.0 -8.5 -8.3 9.6 14.6 7.0 15.0 8.2 -10.6 9.9 5.1 -1.0 7.1 3.5 6.9 4.3 -4.3 1.0 -12.5 1.7 -0.2 DOW 14.6 0.9 3.2 4.6 -0.7 4.2 3.6 3.1 4.9 2.9 5.5 12.3 4.5 10.3 9.2 -9.1 -6.6 -8.7 -8.2 6.3 3.3 12.2 1.9 11.5 8.8 10.8 3.5 6.8 2.3 8.1 1.9 6.4 -3.9 12.7 13.1 -5.7 -5.1 EUR 5.2 -15.9 4.7 2.6 5.3 2.1 7.8 0.5 5.1 10.8 10.0 11.0 2.8 -3.6 -1.4 -7.9 -8.5 -7.9 -8.1 -1.3 2.4 14.7 1.6 4.4 -5.1 -11.1 -0.1 6.6 1.2 7.2 0.5 2.6 -9.2 3.7 -4.2 -14.7 -2.5 EUROSTX -2.6 -7.3 11.6 4.6 -0.7 4.2 3.6 3.1 4.9 2.6 15.1 8.8 14.3 7.3 12.4 -5.4 1.6 -3.7 -1.0 8.2 14.7 6.9 17.5 6.5 -9.0 -8.5 4.6 0.9 7.3 4.0 8.3 3.9 9.8 2.2 -12.8 -2.6 -1.9 FEEDCOW -8.1 6.2 20.0 -2.5 8.0 -3.0 6.6 -1.9 1.3 -13.8 14.1 -10.2 12.8 6.9 12.2 -20.0 -20.0 -20.0 -20.0 20.0 20.0 -15.1 18.9 6.2 -20.0 12.2 5.4 -5.0 7.3 -2.9 6.3 1.4 -20.0 -20.0 -7.5 20.0 20.0 FTSE100 0.7 -18.6 -9.2 -2.3 5.4 -3.1 4.8 -2.4 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 -4.5 10.2 -3.2 5.6 -4.3 4.7 -3.0 0.3 20.0 -14.0 -14.5 5.7 3.2 GASOIL 17.2 3.3 -18.7 -2.7 2.0 -5.0 3.8 -3.1 1.3 5.8 -11.7 11.7 -2.6 7.1 -6.2 4.6 18.8 6.8 12.5 -4.7 -12.1 12.3 -4.8 6.4 1.9 -15.4 -1.8 4.3 -5.4 6.1 -3.5 3.3 6.2 4.9 6.8 3.8 1.3 GAS_US 4.7 20.0 -18.6 -2.7 2.0 -5.0 3.8 -3.1 1.3 6.2 -16.3 4.7 -15.6 -2.3 -12.5 -20.0 -19.2 -20.0 -20.0 -11.4 -20.0 10.0 -20.0 1.0 4.7 -9.3 -2.1 11.7 -5.8 6.3 -5.3 1.8 -20.0 18.1 -0.2 13.5 5.7 GBP 11.9 -0.6 13.7 2.6 5.3 2.1 7.8 0.5 5.1 10.1 14.5 13.3 3.7 10.5 12.9 -1.2 -1.9 -1.6 -1.8 11.7 10.4 20.0 4.1 16.6 -0.8 9.4 4.8 6.2 3.4 9.0 -0.0 7.0 1.8 9.5 12.2 9.1 10.9 GOLD_micro -10.8 -15.5 9.1 1.3 11.5 2.1 5.9 1.8 2.1 -11.9 9.1 -11.5 5.9 -14.0 1.5 -14.2 -12.2 -13.6 -13.2 -5.0 5.4 -9.5 8.7 -10.4 -12.9 -13.8 -2.3 0.2 2.1 -2.6 3.7 -4.5 -16.7 -14.9 -20.0 -13.2 5.9 HEATOIL 11.9 2.2 -17.2 -2.7 2.0 -5.0 3.8 -3.1 1.3 6.3 -12.4 9.9 -3.3 2.3 -8.4 1.5 20.0 5.1 12.7 -6.8 -12.3 10.6 -4.8 3.1 -6.1 -13.6 -1.4 10.7 -4.2 6.9 -0.5 3.3 8.7 13.2 14.9 7.5 1.7 JPY -4.0 -20.0 -14.0 2.6 5.3 2.1 7.8 0.5 5.1 -10.7 -7.3 -13.6 -9.6 -15.3 -15.5 -18.6 -15.2 -17.5 -16.7 -20.0 -17.9 -17.3 -16.2 -20.0 11.2 9.9 -5.6 -4.3 -4.0 -5.2 -4.0 -5.7 -20.0 -20.0 -20.0 -20.0 -20.0 LEANHOG 20.0 6.9 -17.9 -2.5 8.0 -3.0 6.6 -1.9 1.3 14.0 -11.8 15.0 -12.9 5.7 -6.7 20.0 -20.0 -5.6 -20.0 -8.5 -19.6 20.0 -17.8 10.1 20.0 -11.1 -5.3 4.1 -7.2 3.0 -6.1 -1.1 -20.0 -3.4 0.2 -7.4 -20.0 LIVECOW 13.7 9.3 8.3 -2.5 8.0 -3.0 6.6 -1.9 1.3 -13.5 13.9 4.0 12.9 9.5 12.7 20.0 14.6 20.0 20.0 20.0 17.7 0.7 12.1 17.1 -20.0 -10.0 5.6 -0.8 4.7 2.0 3.7 5.1 20.0 -20.0 20.0 20.0 20.0 MXP 16.2 10.8 20.0 2.6 5.3 2.1 7.8 0.5 5.1 6.4 16.3 14.2 16.0 15.6 16.1 20.0 20.0 20.0 20.0 20.0 20.0 19.7 20.0 20.0 -20.0 9.7 6.4 1.3 6.5 4.9 6.4 6.3 20.0 -9.0 20.0 20.0 20.0 NASDAQ 20.0 20.0 20.0 4.6 -0.7 4.2 3.6 3.1 4.9 10.2 15.7 14.2 1.8 15.8 16.5 -10.6 -7.4 -9.9 -9.0 20.0 20.0 20.0 13.6 20.0 -18.4 10.2 6.4 4.1 5.2 5.4 3.2 6.4 -5.1 20.0 20.0 20.0 20.0 NIKKEI 8.7 20.0 20.0 4.6 -0.7 4.2 3.6 3.1 4.9 8.2 15.6 13.1 13.3 15.2 16.1 15.6 12.7 12.1 12.4 20.0 20.0 20.0 16.0 20.0 -8.2 -9.1 6.2 1.4 4.7 4.1 2.6 5.9 20.0 14.9 20.0 20.0 20.0 NZD 1.7 -3.2 -2.6 2.6 5.3 2.1 7.8 0.5 5.1 5.3 2.1 5.6 -2.0 -2.8 -5.6 0.3 0.7 0.7 0.7 -3.3 -3.5 7.4 -4.2 2.1 5.0 10.8 -1.1 0.3 -1.1 3.8 -1.7 1.3 6.2 -13.5 -20.0 -4.7 -11.2 OAT 3.9 1.2 -0.7 -0.7 1.0 -0.0 -1.2 -2.7 -1.5 1.9 -5.8 -0.3 -12.4 -1.5 1.5 8.3 12.0 10.1 11.1 -2.3 -5.5 -2.4 -14.8 -2.4 4.5 12.7 -0.3 1.5 -0.6 -1.6 -6.2 -1.4 19.2 0.6 -0.1 4.9 -1.6 OJ -5.7 -20.0 8.9 -2.5 8.0 -3.0 6.6 -1.9 1.3 12.8 12.7 -0.2 14.5 4.4 9.3 19.2 20.0 20.0 20.0 13.6 20.0 8.0 20.0 6.6 -20.0 -14.3 5.2 3.7 8.5 2.0 11.1 2.9 20.0 -20.0 17.8 20.0 20.0 PALLAD -12.4 -2.6 -2.0 1.3 11.5 2.1 5.9 1.8 2.1 6.3 -14.3 -2.8 -14.8 -10.7 -10.6 -3.0 -2.6 -3.0 -2.9 -14.1 -18.0 -3.7 -20.0 -11.6 20.0 -11.1 -3.2 5.2 -3.7 -0.0 -5.0 -3.3 0.3 -10.4 -16.6 -10.8 -10.5 PLAT -19.1 -12.9 4.4 1.3 11.5 2.1 5.9 1.8 2.1 -13.6 1.2 -14.6 4.4 -14.5 -3.2 -2.2 -1.8 -2.3 -2.1 -8.1 0.6 -18.6 3.6 -16.3 0.4 11.2 -2.2 -3.5 0.9 -5.3 1.5 -5.2 1.7 -20.0 -20.0 -15.0 -0.3 REDWHEAT -3.7 3.7 5.7 -2.5 8.0 -3.0 6.6 -1.9 1.3 13.0 -6.3 6.4 -12.3 0.3 -0.1 2.8 5.5 5.7 6.6 -2.9 -4.7 10.6 -5.2 0.8 3.1 12.9 -0.3 11.4 -2.0 4.5 -1.3 1.5 -6.2 -18.3 6.0 15.7 8.5 ROBUSTA 10.5 9.1 20.0 -2.5 8.0 -3.0 6.6 -1.9 1.3 11.4 15.7 14.2 12.6 15.2 16.0 20.0 12.5 16.7 14.4 20.0 20.0 20.0 20.0 20.0 -20.0 9.6 6.6 3.3 6.2 4.8 4.3 5.8 5.9 15.6 20.0 20.0 20.0 RUSSELL 20.0 14.3 -2.3 4.6 -0.7 4.2 3.6 3.1 4.9 -10.9 -5.1 10.7 -8.7 12.0 0.7 -6.1 -5.1 -6.1 -5.9 8.4 0.2 10.0 -4.7 14.9 17.1 10.0 3.4 1.5 0.6 5.2 -0.3 6.2 -0.7 2.0 15.0 4.9 -18.6 SILVER-mini -0.8 -17.3 10.0 1.3 11.5 2.1 5.9 1.8 2.1 -11.3 6.3 1.2 3.9 -7.9 3.2 -6.9 -5.7 -6.6 -6.4 -2.1 4.2 -7.2 5.4 -4.8 -4.7 -11.3 -0.8 2.6 1.2 1.3 1.2 -0.8 -5.3 2.6 -1.4 -10.4 2.3 SOYBEAN 20.0 5.8 -15.9 -2.5 8.0 -3.0 6.6 -1.9 1.3 14.1 -9.5 14.7 -8.9 5.4 -5.7 12.0 20.0 19.5 20.0 -3.2 -11.1 20.0 -7.8 18.6 12.4 -11.7 -1.4 15.4 -3.7 10.7 -2.3 4.4 20.0 20.0 20.0 13.1 -17.9 SOYMEAL 11.8 -18.8 -20.0 -2.5 8.0 -3.0 6.6 -1.9 1.3 12.6 -3.4 6.8 3.9 -5.2 -13.2 20.0 20.0 20.0 20.0 -12.0 -8.0 20.0 3.1 -0.4 -19.4 -12.0 -3.9 14.9 -2.6 6.4 1.7 -0.2 20.0 20.0 17.9 -1.8 -9.0 SOYOIL 20.0 12.6 -15.1 -2.5 8.0 -3.0 6.6 -1.9 1.3 13.4 -11.3 15.2 -10.0 10.3 -3.4 8.4 10.8 6.5 7.0 2.8 -11.9 20.0 -10.8 20.0 18.7 12.9 1.2 11.8 -2.6 10.6 -2.4 6.8 -1.8 20.0 20.0 20.0 -6.0 SP400 20.0 7.2 -4.4 4.6 -0.7 4.2 3.6 3.1 4.9 -0.4 -2.3 13.1 -1.7 12.3 -0.7 -5.2 -4.9 -5.6 -5.5 6.7 0.4 12.9 -1.2 14.6 15.9 10.2 2.2 4.4 -0.2 6.9 -0.1 6.1 -0.0 9.6 14.9 -1.7 -20.0 SUGAR11 -13.2 -2.7 20.0 -2.5 8.0 -3.0 6.6 -1.9 1.3 13.4 14.2 11.8 13.9 6.0 12.3 3.7 20.0 9.1 17.3 18.5 20.0 17.6 20.0 11.5 -20.0 -10.5 5.0 5.8 8.1 3.5 8.3 2.4 19.3 9.7 2.7 20.0 20.0 US10 -9.6 -14.1 1.2 -0.7 1.0 -0.0 -1.2 -2.7 -1.5 -0.1 0.3 -10.0 -9.9 -13.6 -3.0 -8.9 -6.8 -9.6 -9.3 -11.1 -6.4 -8.2 -10.3 -13.4 -0.4 9.7 -4.0 -2.0 -1.2 -4.2 -1.9 -5.8 -14.9 -9.7 -20.0 -18.5 -2.8 US10U -4.3 -12.1 1.4 -0.7 1.0 -0.0 -1.2 -2.7 -1.5 8.7 1.3 -6.8 -10.0 -12.3 -3.2 0.9 -0.7 -2.3 -2.3 -8.9 -5.9 -4.0 -10.5 -9.5 -2.0 -14.1 -4.1 -1.1 -1.1 -3.6 -1.6 -5.6 -3.6 -6.4 -20.0 -17.0 -3.9 US20 1.2 -11.8 1.6 -0.7 1.0 -0.0 -1.2 -2.7 -1.5 12.2 3.2 1.8 -8.5 -8.5 -2.9 -0.5 -1.4 -1.3 -2.0 -7.6 -5.8 0.8 -10.4 -5.9 -0.9 -12.3 -3.9 0.2 -1.4 -2.3 -2.2 -4.7 -3.9 -2.1 -12.9 -13.7 -3.6 US30 5.3 -9.9 -0.1 -0.7 1.0 -0.0 -1.2 -2.7 -1.5 13.3 0.3 7.5 -10.4 -6.5 -8.8 0.1 -0.8 -0.8 -1.0 -7.0 -7.6 4.4 -14.1 -2.9 -1.0 10.0 -3.9 2.1 -1.8 -0.4 -3.0 -3.6 -2.5 4.1 -4.9 -9.7 -6.3 US5 -14.1 -16.4 -1.0 -0.7 1.0 -0.0 -1.2 -2.7 -1.5 -8.7 -0.8 -13.1 -10.1 -14.7 -3.7 -13.5 -8.1 -12.3 -11.2 -13.6 -7.4 -12.9 -11.2 -17.4 1.4 10.8 -4.1 -3.1 -1.4 -4.8 -2.3 -6.0 -17.6 -11.8 -20.0 -20.0 -3.4 VIX -20.0 -20.0 -20.0 -4.9 -2.1 -4.0 -4.3 -3.7 -5.5 -12.8 -16.4 -15.7 -15.5 -16.5 -16.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 NaN -13.5 -6.0 -3.2 -5.1 -5.3 -5.0 -6.7 NaN NaN NaN NaN NaN WHEAT 20.0 6.9 -2.8 -2.5 8.0 -3.0 6.6 -1.9 1.3 14.0 -13.4 13.8 -15.4 3.8 -7.1 -11.5 -10.1 -12.2 -11.7 -5.2 -15.5 20.0 -16.9 11.3 17.8 11.9 -1.3 14.2 -4.9 9.1 -4.6 4.2 -20.0 11.1 20.0 14.3 -8.0 End of report for caleb_strategy_v1