******************************************************************************** Strategy report for caleb_strategy_v1 backtest timestamp 20230621_204642 produced at 2023-06-21 21:38:26.582562 ******************************************************************************** ====================================================================================================================================================================================================================================================================================== 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 -0.57 -0.50 0.0 43691725.40 -43691725.40 -0.57 -0.57 -11.39 999999999.0 -13 -13 caleb_strategy_v1 VIX False False 0.01 -0.12 -0.23 0.0 6929426.52 -6929426.52 -0.12 -0.12 -33.56 999999999.0 -18 -18 caleb_strategy_v1 CHF False False 0.05 -0.15 -0.19 0.0 51650738.54 -51650738.54 -0.15 -0.15 -3.61 999999999.0 -3 -3 caleb_strategy_v1 JPY False False 0.03 -0.39 -0.18 0.0 32683947.43 -32683947.43 -0.39 -0.39 -5.61 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 -3.63 0.0 0 0 caleb_strategy_v1 US5 False False 0.04 -0.36 -0.16 0.0 39483675.74 -39483675.74 -0.36 -0.36 -3.99 999999999.0 -9 -9 caleb_strategy_v1 EUR False False 0.05 -0.25 -0.13 0.0 50439460.16 -50439460.16 -0.25 -0.25 -2.54 999999999.0 -5 -5 caleb_strategy_v1 GOLD_micro False False 0.01 -0.10 -0.09 0.0 7115917.68 -7115917.68 -0.10 -0.10 -12.34 999999999.0 -14 -14 caleb_strategy_v1 US10 False False 0.04 0.00 -0.08 0.0 41440575.95 -41440575.95 0.00 0.00 -1.97 999999999.0 0 0 caleb_strategy_v1 FEEDCOW False False 0.04 0.00 -0.05 0.0 42280471.81 -42280471.81 0.00 0.00 -1.23 999999999.0 0 0 caleb_strategy_v1 BUXL False False 0.06 0.00 -0.04 0.0 55229295.51 -55229295.51 0.00 0.00 -0.66 999999999.0 0 0 caleb_strategy_v1 COCOA False False 0.01 -0.01 -0.03 0.0 11803793.56 -11803793.56 -0.01 0.00 -2.41 999999999.0 -1 0 caleb_strategy_v1 LEANHOG False False 0.01 -0.07 -0.03 0.0 11862300.59 -11862300.59 -0.07 -0.07 -2.39 999999999.0 -6 -6 caleb_strategy_v1 SILVER-mini False False 0.02 0.00 -0.02 0.0 21037391.52 -21037391.52 0.00 0.00 -1.09 999999999.0 0 0 caleb_strategy_v1 HEATOIL False False 0.04 -0.04 -0.01 0.0 38026644.97 -38026644.97 -0.04 -0.04 -0.37 999999999.0 -1 -1 caleb_strategy_v1 GAS_US False False 0.01 0.00 -0.01 0.0 0.00 -0.00 0.00 0.00 -1.18 0.0 0 0 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 OJ False False 0.01 0.00 -0.01 0.0 13948441.92 -13948441.92 0.00 0.00 -0.48 999999999.0 0 0 caleb_strategy_v1 PALLAD False False 0.05 0.00 -0.01 0.0 49164189.71 -49164189.71 0.00 0.00 -0.14 999999999.0 0 0 caleb_strategy_v1 GASOIL False False 0.03 -0.05 -0.01 0.0 26492715.09 -26492715.09 -0.05 -0.05 -0.33 999999999.0 -2 -2 caleb_strategy_v1 BITCOIN False False 0.00 -0.03 -0.01 0.0 1104503.05 -1104503.05 -0.03 -0.03 -10.60 999999999.0 -23 -23 caleb_strategy_v1 CRUDE_W False False 0.03 -0.03 -0.01 0.0 26255030.28 -26255030.28 -0.03 0.00 -0.35 999999999.0 -1 0 caleb_strategy_v1 SUGAR11 False False 0.01 0.03 0.00 0.0 10590942.80 -10590942.80 0.03 0.04 0.41 999999999.0 3 4 caleb_strategy_v1 REDWHEAT False False 0.02 0.00 0.00 0.0 15934024.30 -15934024.30 0.00 0.00 0.20 999999999.0 0 0 caleb_strategy_v1 WHEAT False False 0.01 -0.06 0.00 0.0 13963982.85 -13963982.85 -0.06 -0.01 0.04 999999999.0 -4 -1 caleb_strategy_v1 EUROSTX False False 0.02 0.00 -0.00 0.0 17389958.97 -17389958.97 0.00 -0.03 -0.03 999999999.0 0 -2 caleb_strategy_v1 COFFEE False False 0.02 0.00 0.00 0.0 23585646.98 -23585646.98 0.00 0.00 0.05 999999999.0 0 0 caleb_strategy_v1 US30 False False 0.05 0.00 0.01 0.0 50382324.38 -50382324.38 0.00 0.00 0.14 999999999.0 0 0 caleb_strategy_v1 SOYOIL False False 0.01 0.00 0.01 0.0 11795017.50 -11795017.50 0.00 0.00 0.77 999999999.0 0 0 caleb_strategy_v1 COTTON2 False False 0.01 0.01 0.01 0.0 14950374.83 -14950374.83 0.01 0.01 0.49 999999999.0 1 1 caleb_strategy_v1 SOYMEAL False False 0.02 0.00 0.01 0.0 15800555.13 -15800555.13 0.00 0.00 0.56 999999999.0 0 0 caleb_strategy_v1 PLAT False False 0.02 0.00 0.01 0.0 17345506.43 -17345506.43 0.00 0.00 0.46 999999999.0 0 0 caleb_strategy_v1 CORN False False 0.01 0.09 0.01 0.0 11509430.06 -11509430.06 0.09 0.08 1.08 999999999.0 8 7 caleb_strategy_v1 ROBUSTA False False 0.01 0.02 0.02 0.0 9968135.45 -9968135.45 0.02 0.02 1.97 999999999.0 2 2 caleb_strategy_v1 CANOLA False False 0.00 0.00 0.02 0.0 3967112.26 -3967112.26 0.00 0.00 5.89 999999999.0 0 0 caleb_strategy_v1 COPPER False False 0.04 0.00 0.02 0.0 35716714.24 -35716714.24 0.00 0.00 0.69 999999999.0 0 0 caleb_strategy_v1 AUD False False 0.02 0.00 0.03 0.0 24922166.97 -24922166.97 0.00 0.00 1.17 999999999.0 0 0 caleb_strategy_v1 NZD False False 0.02 0.00 0.03 0.0 22693414.75 -22693414.75 0.00 0.00 1.16 999999999.0 0 0 caleb_strategy_v1 DAX False False 0.01 0.00 0.03 0.0 6457929.41 -6457929.41 0.00 0.00 4.96 999999999.0 0 0 caleb_strategy_v1 LIVECOW False False 0.02 0.00 0.04 0.0 24810637.95 -24810637.95 0.00 0.00 1.54 999999999.0 0 0 caleb_strategy_v1 DOW False False 0.01 0.00 0.05 0.0 6274696.27 -6274696.27 0.00 0.00 7.39 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 GBP False False 0.03 0.29 0.05 0.0 29219234.17 -29219234.17 0.29 0.29 1.82 999999999.0 10 10 caleb_strategy_v1 NASDAQ False False 0.11 0.00 0.05 0.0 0.00 -0.00 0.00 0.00 0.45 0.0 0 0 caleb_strategy_v1 RUSSELL False False 0.00 0.00 0.06 0.0 3450086.50 -3450086.50 0.00 0.00 18.17 999999999.0 0 0 caleb_strategy_v1 CAC False False 0.03 0.00 0.06 0.0 29090437.80 -29090437.80 0.00 0.00 1.90 999999999.0 0 0 caleb_strategy_v1 MXP False False 0.01 0.00 0.06 0.0 10496527.08 -10496527.08 0.00 0.00 5.45 999999999.0 0 0 caleb_strategy_v1 SOYBEAN False False 0.03 0.05 0.07 0.0 25167165.17 -25167165.17 0.05 0.05 2.84 999999999.0 2 2 caleb_strategy_v1 CAD False False 0.03 0.00 0.08 0.0 27818265.02 -27818265.02 0.00 0.00 2.95 999999999.0 0 0 caleb_strategy_v1 BTP False False 0.05 0.14 0.08 0.0 46570262.20 -46570262.20 0.14 0.19 1.79 999999999.0 3 4 caleb_strategy_v1 OAT False False 0.05 0.00 0.09 0.0 51323144.87 -51323144.87 0.00 0.00 1.79 999999999.0 0 0 caleb_strategy_v1 SP400 False False 0.09 0.95 0.09 0.0 94664376.59 -94664376.59 0.95 0.95 0.99 999999999.0 10 10 caleb_strategy_v1 BOBL False False 0.05 0.00 0.11 0.0 46302662.92 -46302662.92 0.00 0.00 2.27 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 5.57 999999999.0 0 0 caleb_strategy_v1 BUND False False 0.05 0.27 0.30 0.0 53412016.84 -53412016.84 0.27 0.27 5.59 999999999.0 5 5 caleb_strategy_v1 NIKKEI False False 0.01 0.00 0.42 0.0 8644129.75 -8644129.75 0.00 0.15 48.79 999999999.0 0 17 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 61.5 Sum abs risk 52.6 Leverage 3.96 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2734714.04, 'annual_cash_vol_target': 683678.51, 'daily_cash_vol_target': 42729.906875} ==================================================================== Vol calculation ==================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0044 0.6816 0.6522 10.4356 BITCOIN 927.1926 30205.0000 3.0697 49.1147 BOBL 0.3198 115.9300 0.2758 4.4134 BTP 0.6845 116.6000 0.5871 9.3928 BUND 0.6444 133.7300 0.4819 7.7101 BUXL 1.5636 138.2800 1.1307 18.0919 CAC 57.4769 7283.5000 0.7891 12.6262 CAD 0.0031 0.7608 0.4067 6.5072 CANOLA 9.0714 717.9000 1.2636 20.2176 CHF 0.0055 1.1300 0.4865 7.7842 COCOA 33.1301 3228.0000 1.0263 16.4214 COFFEE 3.4271 172.0000 1.9925 31.8802 COPPER 0.0436 3.9070 1.1158 17.8527 CORN 10.3500 629.5000 1.6442 26.3065 COTTON2 1.2649 81.7700 1.5469 24.7504 CRUDE_W 1.3612 71.8000 1.8958 30.3324 DAX 124.5278 16169.0000 0.7702 12.3226 DOW 232.0179 34319.0000 0.6761 10.8170 EUR 0.0050 1.1035 0.4576 7.3215 EUROSTX 36.5146 4354.0000 0.8386 13.4183 FEEDCOW 1.8731 231.2500 0.8100 12.9599 FTSE100 57.6590 7070.0000 0.8155 13.0487 GASOIL 14.2241 724.5000 1.9633 31.4127 GAS_US 0.0973 2.6530 3.6686 58.6971 GBP 0.0065 1.2785 0.5123 8.1970 GOLD_micro 14.6120 1946.0000 0.7509 12.0140 HEATOIL 0.0447 2.4760 1.8042 28.8667 JPY 0.0000 0.0072 0.5898 9.4365 LEANHOG 1.5734 81.1000 1.9401 31.0417 LIVECOW 1.2977 169.6250 0.7650 12.2407 MXP 0.0003 0.0574 0.5793 9.2696 NASDAQ 131.9249 15108.0000 0.8732 13.9714 NIKKEI 308.2668 33595.0000 0.9176 14.6816 NZD 0.0044 0.6206 0.7076 11.3215 OAT 0.6335 128.5000 0.4930 7.8874 OJ 5.0932 254.3000 2.0028 32.0451 PALLAD 28.9444 1344.5000 2.1528 34.4449 PLAT 15.6830 948.7000 1.6531 26.4497 REDWHEAT 16.6314 871.5000 1.9084 30.5339 ROBUSTA 34.5102 2726.0000 1.2660 20.2555 RUSSELL 21.9862 1887.0000 1.1651 18.6422 SILVER-mini 0.3469 23.0125 1.5074 24.1184 SOYBEAN 17.8558 1376.5000 1.2972 20.7550 SOYMEAL 8.0007 432.1000 1.8516 29.6255 SOYOIL 1.2691 53.7600 2.3606 37.7695 SP400 25.3641 2588.8000 0.9798 15.6762 SUGAR11 0.3503 25.8600 1.3544 21.6710 US10 0.4658 113.3281 0.4110 6.5760 US10U 0.6160 119.4844 0.5156 8.2490 US20 0.8622 128.2188 0.6724 10.7588 US30 1.2171 137.7812 0.8834 14.1341 US5 0.3167 107.9766 0.2933 4.6928 VIX 0.4935 18.9500 2.6045 41.6717 WHEAT 14.0802 763.7500 1.8436 29.4970 =========================================================================================================================================== Subsystem position =========================================================================================================================================== Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 681.55 0.65 444.53 1.00 444.53 42729.91 96.12 7.38 70.98 BITCOIN 30.20 3.07 92.72 1.00 92.72 42729.91 460.85 -9.49 -437.20 BOBL 1159.30 0.28 319.78 1.09 349.07 42729.91 122.41 2.50 30.62 BTP 1166.00 0.59 684.50 1.09 747.20 42729.91 57.19 15.10 86.32 BUND 1337.30 0.48 644.42 1.09 703.45 42729.91 60.74 12.41 75.36 BUXL 1382.80 1.13 1563.60 1.09 1706.82 42729.91 25.03 -3.06 -7.65 CAC 728.35 0.79 574.77 1.09 627.42 42729.91 68.10 9.64 65.64 CAD 760.75 0.41 309.40 1.00 309.40 42729.91 138.11 11.62 160.44 CANOLA 143.58 1.26 181.43 0.76 137.08 42729.91 311.71 20.00 623.42 CHF 1412.50 0.49 687.20 1.00 687.20 42729.91 62.18 -15.08 -93.77 COCOA 322.80 1.03 331.30 1.00 331.30 42729.91 128.98 -8.35 -107.64 COFFEE 645.00 1.99 1285.17 1.00 1285.17 42729.91 33.25 1.20 3.98 COPPER 976.75 1.12 1089.85 1.00 1089.85 42729.91 39.21 6.25 24.51 CORN 314.75 1.64 517.50 1.00 517.50 42729.91 82.57 14.11 116.52 COTTON2 408.85 1.55 632.45 1.00 632.45 42729.91 67.56 4.69 31.66 CRUDE_W 718.00 1.90 1361.17 1.00 1361.17 42729.91 31.39 -0.82 -2.57 DAX 161.69 0.77 124.53 1.09 135.93 42729.91 314.34 2.83 88.82 DOW 171.60 0.68 116.01 1.00 116.01 42729.91 368.33 6.84 252.06 EUR 1379.38 0.46 631.19 1.00 631.19 42729.91 67.70 -9.76 -66.07 EUROSTX 435.40 0.84 365.15 1.09 398.59 42729.91 107.20 -0.09 -0.94 FEEDCOW 1156.25 0.81 936.55 1.00 936.55 42729.91 45.62 -9.77 -44.59 FTSE100 707.00 0.82 576.59 1.28 666.67 42729.91 64.09 8.20 52.55 GASOIL 724.50 1.96 1422.41 1.00 1422.41 42729.91 30.04 -1.48 -4.45 GAS_US 265.30 3.67 973.27 1.00 973.27 42729.91 43.90 -17.32 -76.04 GBP 799.06 0.51 409.37 1.00 409.37 42729.91 104.38 9.48 98.93 GOLD_micro 194.60 0.75 146.12 1.00 146.12 42729.91 292.43 -18.33 -536.13 HEATOIL 1039.92 1.80 1876.19 1.00 1876.19 42729.91 22.77 -2.22 -5.05 JPY 893.81 0.59 527.16 1.00 527.16 42729.91 81.06 -10.39 -84.22 LEANHOG 324.40 1.94 629.37 1.00 629.37 42729.91 67.89 -7.31 -49.65 LIVECOW 678.50 0.77 519.08 1.00 519.08 42729.91 82.32 6.76 55.67 MXP 287.05 0.58 166.30 1.00 166.30 42729.91 256.94 16.85 432.82 NASDAQ 3021.60 0.87 2638.50 1.00 2638.50 42729.91 16.19 4.95 8.02 NIKKEI 33595.00 0.92 30826.68 0.01 218.18 42729.91 195.84 12.75 249.71 NZD 620.60 0.71 439.13 1.00 439.13 42729.91 97.31 7.28 70.88 OAT 1285.00 0.49 633.46 1.09 691.48 42729.91 61.79 13.95 86.20 OJ 381.45 2.00 763.98 1.00 763.98 42729.91 55.93 -4.75 -26.55 PALLAD 1344.50 2.15 2894.44 1.00 2894.44 42729.91 14.76 -3.71 -5.48 PLAT 474.35 1.65 784.15 1.00 784.15 42729.91 54.49 3.40 18.51 REDWHEAT 435.75 1.91 831.57 1.00 831.57 42729.91 51.38 7.00 35.98 ROBUSTA 272.60 1.27 345.10 1.00 345.10 42729.91 123.82 11.94 147.87 RUSSELL 94.35 1.17 109.93 1.00 109.93 42729.91 388.70 8.77 340.96 SILVER-mini 575.31 1.51 867.23 1.00 867.23 42729.91 49.27 -9.58 -47.21 SOYBEAN 688.25 1.30 892.79 1.00 892.79 42729.91 47.86 9.77 46.77 SOYMEAL 432.10 1.85 800.07 1.00 800.07 42729.91 53.41 1.73 9.25 SOYOIL 322.56 2.36 761.43 1.00 761.43 42729.91 56.12 14.59 81.89 SP400 2588.80 0.98 2536.41 1.00 2536.41 42729.91 16.85 11.06 18.64 SUGAR11 289.63 1.35 392.29 1.00 392.29 42729.91 108.92 2.72 29.68 US10 1133.28 0.41 465.78 1.00 465.78 42729.91 91.74 -5.44 -49.95 US10U 1194.84 0.52 616.01 1.00 616.01 42729.91 69.37 -10.96 -76.01 US20 1282.19 0.67 862.17 1.00 862.17 42729.91 49.56 -9.65 -47.84 US30 1377.81 0.88 1217.13 1.00 1217.13 42729.91 35.11 0.46 1.63 US5 1079.77 0.29 316.69 1.00 316.69 42729.91 134.92 -7.49 -101.03 VIX 189.50 2.60 493.55 1.00 493.55 42729.91 86.58 -20.00 -173.15 WHEAT 381.88 1.84 704.01 1.00 704.01 42729.91 60.69 1.07 6.48 ===================================================================== Portfolio positions ===================================================================== subsystem_position instr weight IDM Notional position AUD 70.977 0.007 2.5 1.167 BITCOIN -437.196 0.010 2.5 -10.596 BOBL 30.617 0.030 2.5 2.272 BTP 86.325 0.008 2.5 1.793 BUND 75.355 0.030 2.5 5.593 BUXL -7.651 0.035 2.5 -0.661 CAC 65.636 0.012 2.5 1.898 CAD 160.437 0.007 2.5 2.947 CANOLA 623.422 0.004 2.5 5.886 CHF -93.768 0.015 2.5 -3.610 COCOA -107.640 0.009 2.5 -2.412 COFFEE 3.982 0.005 2.5 0.053 COPPER 24.514 0.011 2.5 0.689 CORN 116.523 0.004 2.5 1.081 COTTON2 31.664 0.006 2.5 0.490 CRUDE_W -2.569 0.054 2.5 -0.349 DAX 88.822 0.022 2.5 4.962 DOW 252.064 0.012 2.5 7.389 EUR -66.069 0.015 2.5 -2.543 EUROSTX -0.941 0.012 2.5 -0.027 FEEDCOW -44.590 0.011 2.5 -1.232 FTSE100 52.548 0.042 2.5 5.572 GASOIL -4.450 0.029 2.5 -0.327 GAS_US -76.036 0.006 2.5 -1.178 GBP 98.926 0.007 2.5 1.817 GOLD_micro -536.130 0.009 2.5 -12.339 HEATOIL -5.048 0.029 2.5 -0.370 JPY -84.216 0.027 2.5 -5.607 LEANHOG -49.653 0.019 2.5 -2.386 LIVECOW 55.671 0.011 2.5 1.539 MXP 432.820 0.005 2.5 5.450 NASDAQ 8.017 0.022 2.5 0.448 NIKKEI 249.709 0.078 2.5 48.785 NZD 70.882 0.007 2.5 1.165 OAT 86.202 0.008 2.5 1.791 OJ -26.551 0.007 2.5 -0.476 PALLAD -5.478 0.010 2.5 -0.136 PLAT 18.506 0.010 2.5 0.458 REDWHEAT 35.982 0.002 2.5 0.198 ROBUSTA 147.870 0.005 2.5 1.972 RUSSELL 340.956 0.021 2.5 18.166 SILVER-mini -47.209 0.009 2.5 -1.087 SOYBEAN 46.772 0.024 2.5 2.837 SOYMEAL 9.249 0.024 2.5 0.561 SOYOIL 81.886 0.004 2.5 0.773 SP400 18.635 0.021 2.5 0.993 SUGAR11 29.680 0.006 2.5 0.414 US10 -49.946 0.016 2.5 -1.971 US10U -76.006 0.060 2.5 -11.391 US20 -47.841 0.030 2.5 -3.627 US30 1.631 0.035 2.5 0.141 US5 -101.034 0.016 2.5 -3.987 VIX -173.154 0.078 2.5 -33.565 WHEAT 6.479 0.002 2.5 0.036 ==================== Position diags ==================== AUD 1.58 BITCOIN 11.17 BOBL 9.09 BTP 1.19 BUND 4.51 BUXL 2.16 CAC 1.97 CAD 2.54 CANOLA 2.94 CHF 2.39 COCOA 2.89 COFFEE 0.44 COPPER 1.10 CORN 0.77 COTTON2 1.05 CRUDE_W 4.27 DAX 17.56 DOW 10.80 EUR 2.61 EUROSTX 3.10 FEEDCOW 1.26 FTSE100 6.80 GASOIL 2.20 GAS_US 0.68 GBP 1.92 GOLD_micro 6.73 HEATOIL 1.67 JPY 5.40 LEANHOG 3.26 LIVECOW 2.28 MXP 3.24 NASDAQ 0.90 NIKKEI 38.26 NZD 1.60 OAT 1.28 OJ 1.00 PALLAD 0.37 PLAT 1.35 REDWHEAT 0.28 ROBUSTA 1.65 RUSSELL 20.71 SILVER-mini 1.13 SOYBEAN 2.90 SOYMEAL 3.24 SOYOIL 0.53 SP400 0.90 SUGAR11 1.52 US10 3.62 US10U 10.40 US20 3.76 US30 3.03 US5 5.32 VIX 16.78 WHEAT 0.33 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 -10.6 -11.7 -9.5 -23.0 -23 BOBL 2.3 1.4 3.2 0.0 0 BTP 1.8 1.7 1.9 3.0 3 BUND 5.6 5.1 6.0 5.0 5 BUXL -0.7 -0.9 -0.4 0.0 0 CAC 1.9 1.7 2.1 0.0 0 CAD 2.9 2.7 3.2 0.0 0 CANOLA 5.9 5.6 6.2 NaN 0 CHF -3.6 -3.8 -3.4 -3.0 -3 COCOA -2.4 -2.7 -2.1 -1.0 -1 COFFEE 0.1 0.0 0.1 0.0 0 COPPER 0.7 0.6 0.8 0.0 0 CORN 1.1 1.0 1.2 8.0 8 COTTON2 0.5 0.4 0.6 1.0 1 CRUDE_W -0.3 -0.8 0.1 -1.0 -1 DAX 5.0 3.2 6.7 0.0 0 DOW 7.4 6.3 8.5 0.0 0 EUR -2.5 -2.8 -2.3 -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 -0.3 -0.5 -0.1 -2.0 -2 GAS_US -1.2 -1.2 -1.1 0.0 0 GBP 1.8 1.6 2.0 10.0 10 GOLD_micro -12.3 -13.0 -11.7 -14.0 -14 HEATOIL -0.4 -0.5 -0.2 -1.0 -1 JPY -5.6 -6.1 -5.1 -12.0 -12 LEANHOG -2.4 -2.7 -2.1 -6.0 -6 LIVECOW 1.5 1.3 1.8 0.0 0 MXP 5.5 5.1 5.8 0.0 0 NASDAQ 0.4 0.4 0.5 0.0 0 NIKKEI 48.8 45.0 52.6 0.0 0 NZD 1.2 1.0 1.3 0.0 0 OAT 1.8 1.7 1.9 0.0 0 OJ -0.5 -0.6 -0.4 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 0.2 0.2 0.0 0 ROBUSTA 2.0 1.8 2.1 2.0 2 RUSSELL 18.2 16.1 20.2 0.0 0 SILVER-mini -1.1 -1.2 -1.0 0.0 0 SOYBEAN 2.8 2.5 3.1 2.0 2 SOYMEAL 0.6 0.2 0.9 0.0 0 SOYOIL 0.8 0.7 0.8 0.0 0 SP400 1.0 0.9 1.1 10.0 10 SUGAR11 0.4 0.3 0.6 3.0 3 US10 -2.0 -2.3 -1.6 NaN 0 US10U -11.4 -12.4 -10.4 -13.0 -13 US20 -3.6 -4.0 -3.3 0.0 0 US30 0.1 -0.2 0.4 0.0 0 US5 -4.0 -4.5 -3.5 -9.0 -9 VIX -33.6 -35.2 -31.9 -18.0 -18 WHEAT 0.0 0.0 0.1 -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 0.1 -0.2 -0.1 -0.1 -0.1 0.1 -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 -0.1 0.1 0.0 -0.2 BITCOIN -0.0 -0.2 0.2 0.0 0.0 0.1 0.1 0.0 0.0 0.0 0.2 0.0 -0.2 -0.0 0.1 -0.2 -0.1 -0.0 -0.0 0.0 0.1 0.0 0.0 0.0 0.5 -4.8 -0.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.1 -0.1 -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 -1.5 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 0.3 0.0 -0.1 0.1 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 0.2 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 2.4 -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 0.0 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 -0.2 0.2 0.1 -0.0 0.1 0.1 0.1 0.1 -0.0 0.3 0.0 0.3 0.0 0.2 -0.2 0.2 0.1 0.1 0.0 0.2 0.0 0.2 0.0 -0.6 1.7 0.0 0.0 0.1 0.0 0.1 0.0 2.0 0.2 -0.2 -0.1 -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 1.7 2.2 0.1 0.0 0.0 0.0 -0.0 0.0 0.1 -0.1 0.2 0.2 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 0.2 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 -1.0 -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 -2.3 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 -0.1 0.4 0.2 0.1 0.1 -0.0 0.0 -0.0 -0.0 -0.0 -1.5 2.2 0.0 -0.0 0.0 -0.0 0.0 0.0 -1.0 -0.1 -0.1 0.1 0.3 COPPER 0.2 -0.2 -0.2 0.0 0.1 0.1 0.2 0.0 0.0 0.0 -0.0 0.1 -0.1 0.0 -0.1 -0.2 -0.1 -0.0 -0.0 -0.0 -0.1 0.0 -0.0 0.0 0.8 2.1 -0.0 0.0 -0.0 0.0 -0.0 0.0 0.3 0.1 0.4 -0.1 -0.3 CORN 0.2 0.3 -0.1 -0.0 0.0 -0.1 0.1 -0.0 0.0 0.0 -0.2 0.0 -0.2 0.0 0.1 -0.4 0.5 0.0 0.2 0.1 -0.0 0.0 -0.1 0.0 3.0 2.3 0.0 0.0 -0.0 0.0 -0.0 0.0 0.2 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 1.0 0.3 0.1 0.1 0.0 -0.0 -0.0 -0.0 0.0 -2.1 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 -0.1 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 0.1 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 -1.5 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 0.4 -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 0.1 -0.1 -0.2 -0.0 EUROSTX -0.0 -0.1 0.2 0.1 -0.0 0.1 0.0 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 -1.1 -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 0.0 0.3 -0.0 0.0 -0.1 0.1 -0.0 0.0 -0.0 0.3 -0.0 0.3 0.0 0.2 -1.6 -0.8 -0.4 -0.4 0.2 0.2 -0.0 0.2 -0.0 -3.4 2.7 0.0 -0.0 0.1 -0.0 0.1 -0.0 -2.7 -0.0 -0.3 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 -0.1 0.4 0.8 0.1 0.3 -0.0 -0.1 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 0.2 0.1 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 0.5 -1.8 -0.0 0.0 -0.1 0.0 -0.1 0.0 -2.7 0.3 0.1 0.2 0.1 GBP 0.2 -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 0.2 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 0.0 0.2 0.1 0.2 GOLD_micro -0.1 -0.3 0.1 0.0 0.1 0.1 0.2 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 0.1 -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 0.2 0.9 0.1 0.3 -0.1 -0.2 0.0 -0.1 0.0 -0.6 -2.7 -0.0 0.1 -0.0 0.0 -0.0 0.0 1.2 0.0 0.3 0.1 0.0 JPY -0.1 -0.3 -0.3 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 1.6 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 -0.0 -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 0.1 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 0.2 0.3 0.4 0.1 -0.0 0.1 0.1 0.1 0.1 0.0 0.4 0.0 0.1 0.1 0.4 -0.7 -0.3 -0.2 -0.2 0.3 0.3 0.0 0.2 0.0 -2.2 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 0.0 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 -1.3 -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 -0.1 -0.0 0.0 0.0 0.1 0.2 0.0 0.1 0.0 0.0 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 0.8 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 2.7 0.0 -0.0 0.1 -0.0 OJ -0.0 -0.3 0.1 -0.0 0.0 -0.0 0.0 -0.0 0.0 0.0 0.1 -0.0 0.1 0.0 0.1 1.3 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 0.1 0.3 0.3 PALLAD -0.1 -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 -0.2 -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 -0.4 -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 0.2 2.5 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.2 -0.0 -0.4 -0.3 -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 -0.0 0.0 -0.1 0.0 0.4 2.6 0.0 0.0 -0.0 0.0 -0.0 0.0 -0.8 0.0 0.2 0.3 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 0.9 -0.0 0.4 0.3 0.3 RUSSELL 0.3 0.3 -0.0 0.1 -0.0 0.1 0.1 0.1 0.1 -0.1 -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 2.1 2.0 0.0 0.0 0.0 0.0 -0.0 0.0 -0.1 -0.1 0.3 0.1 -0.3 SILVER-mini -0.0 -0.3 0.2 0.0 0.0 0.1 0.1 0.1 0.0 -0.0 0.2 -0.0 0.1 -0.0 0.1 -0.4 -0.2 -0.1 -0.1 -0.0 0.0 -0.0 0.1 -0.0 -0.9 -3.2 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.2 0.0 SOYBEAN 0.2 0.1 -0.2 -0.0 0.0 -0.1 0.1 -0.0 0.0 0.0 -0.2 0.0 -0.2 0.0 -0.1 0.9 0.8 0.4 0.4 0.0 -0.1 0.0 -0.1 0.0 1.8 -2.4 0.0 0.0 -0.0 0.0 -0.0 0.0 2.7 0.0 0.4 0.2 -0.2 SOYMEAL 0.2 -0.2 -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 -2.8 -2.5 -0.0 0.0 -0.0 0.0 0.0 0.0 2.7 0.2 0.4 0.1 -0.1 SOYOIL 0.2 0.3 -0.2 -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 0.4 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 0.0 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 2.5 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 -0.0 2.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -2.0 -0.0 -0.0 -0.1 -0.0 US10U -0.0 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-0.1 0.0 -0.2 0.0 2.5 2.5 0.0 0.0 -0.0 0.0 -0.0 0.0 -2.7 0.1 0.4 0.3 -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 -2.3 2.9 6.5 2.1 7.9 0.5 5.4 1.8 -1.7 11.3 -6.0 10.0 2.5 -2.7 -3.2 -3.3 -3.4 4.5 -2.3 14.5 -6.0 13.9 11.6 11.7 2.4 0.9 -0.2 6.1 -1.9 5.9 -0.7 -9.1 6.9 3.0 -12.8 BITCOIN -2.9 -10.8 9.8 1.8 10.0 2.2 7.1 1.8 3.1 13.3 9.1 7.3 -6.4 -3.3 4.6 -4.4 -2.9 -4.3 -3.6 0.7 4.7 14.5 1.1 2.5 2.2 -18.1 -0.6 20.0 1.5 9.4 1.5 1.4 -0.3 10.4 -5.1 -5.4 -6.6 BOBL -7.8 -5.3 -6.2 -0.5 3.0 -0.0 0.3 -2.6 -0.9 -4.5 -3.4 -10.2 -11.9 -11.1 -0.7 -18.4 3.1 -5.1 -0.7 -7.9 -7.9 -12.4 -16.6 -12.2 10.9 10.8 -3.0 -2.2 -1.9 -6.0 -6.1 -5.7 2.1 -19.6 -18.4 -4.2 -1.8 BTP 14.2 6.4 9.3 -0.5 3.0 -0.0 0.3 -2.6 -0.9 11.7 10.6 13.6 -5.8 12.7 12.3 7.8 11.4 9.0 10.1 9.1 5.4 10.7 -4.4 11.4 -9.6 11.4 5.2 4.3 4.1 5.3 -0.4 5.8 18.3 16.6 20.0 20.0 7.8 BUND -0.6 -1.3 -3.9 -0.5 3.0 -0.0 0.3 -2.6 -0.9 4.7 -5.2 -4.4 -12.7 -6.4 -0.6 7.5 11.6 7.8 9.1 -4.3 -6.9 -3.1 -16.7 -5.0 7.0 12.3 -1.5 2.6 -1.3 -1.7 -6.1 -2.8 17.4 -4.8 -6.6 0.4 -1.8 BUXL 6.6 -0.2 -7.1 -0.5 3.0 -0.0 0.3 -2.6 -0.9 11.5 -11.9 7.3 -14.4 -1.5 -7.5 2.5 1.4 2.3 2.4 -4.5 -10.2 6.5 -19.5 0.4 9.3 -10.8 -1.3 9.9 -2.8 4.4 -7.3 0.6 3.0 11.7 3.9 1.2 -5.9 CAC -5.6 -15.1 9.9 4.5 -2.2 4.3 2.1 3.2 4.3 -3.0 13.1 4.3 13.5 0.2 7.9 -2.4 3.6 2.7 3.5 3.4 12.4 2.6 17.8 1.2 -5.4 8.9 1.7 7.0 4.9 6.2 6.9 2.2 14.7 15.0 -11.1 -10.1 -6.7 CAD 20.0 10.2 12.8 2.9 6.5 2.1 7.9 0.5 5.4 12.5 5.1 14.9 -8.2 14.0 12.0 -2.6 -2.3 -2.8 -2.7 11.5 3.5 20.0 -4.7 18.7 12.4 10.4 4.7 6.9 2.0 8.2 -1.0 7.2 0.7 -7.5 11.6 11.5 0.3 CANOLA 20.0 3.6 -11.0 -2.0 6.4 -2.9 6.5 -1.8 2.0 13.4 -11.6 14.2 -14.0 7.5 -7.4 19.0 20.0 20.0 20.0 -6.8 -18.7 20.0 -17.4 14.4 20.0 13.2 -2.5 7.4 -6.2 7.8 -5.8 3.3 20.0 20.0 17.7 3.4 -20.0 CHF -1.5 -13.1 7.3 2.9 6.5 2.1 7.9 0.5 5.4 9.4 10.5 8.1 9.4 -4.7 3.9 -15.4 -15.2 -15.7 -15.7 1.2 5.4 8.4 5.8 2.5 -4.4 -11.5 1.1 5.6 3.2 5.1 2.6 1.8 -20.0 -9.4 -14.4 -14.0 4.0 COCOA 11.5 7.7 20.0 -2.0 6.4 -2.9 6.5 -1.8 2.0 6.7 15.9 12.0 12.9 14.1 15.5 -0.2 -0.9 0.2 0.1 20.0 20.0 20.0 18.8 20.0 -20.0 -10.4 6.5 5.5 6.1 7.5 4.8 7.2 -17.3 9.0 20.0 20.0 20.0 COFFEE -6.2 -5.0 10.4 -2.0 6.4 -2.9 6.5 -1.8 2.0 -13.8 3.8 -10.5 -3.7 -9.3 -3.0 5.2 5.0 6.1 5.7 -1.5 0.8 -13.7 -2.1 -6.9 -9.5 10.0 3.0 -8.3 3.0 -3.5 0.6 0.7 -7.5 -20.0 -6.5 9.3 20.0 COPPER 19.4 -11.3 -10.1 1.8 10.0 2.2 7.1 1.8 3.1 13.4 -0.8 15.2 -4.1 5.4 -4.6 -2.3 -1.2 -2.2 -1.8 -3.9 -5.7 17.5 -3.2 8.6 6.1 11.1 -2.0 6.6 -2.9 6.9 -1.6 2.8 2.5 8.7 17.1 -9.9 -20.0 CORN 20.0 20.0 -4.8 -2.0 6.4 -2.9 6.5 -1.8 2.0 14.1 -6.4 15.6 -8.2 11.3 2.3 -4.4 12.6 1.5 7.8 7.8 -3.7 20.0 -4.3 20.0 20.0 11.0 1.5 16.6 -2.6 13.9 -2.8 7.6 1.7 20.0 20.0 20.0 -6.1 COTTON2 5.4 10.4 6.3 -2.0 6.4 -2.9 6.5 -1.8 2.0 -11.2 2.7 6.7 -11.6 8.2 8.3 13.8 7.5 6.6 4.4 4.5 -1.3 -1.3 -7.2 3.8 -8.7 12.0 2.6 -7.8 0.5 -4.1 -0.5 1.2 -7.3 -20.0 -5.7 20.0 14.5 CRUDE_W 2.3 -4.1 -4.8 -2.6 2.5 -5.0 3.5 -3.1 1.4 12.3 -6.0 7.0 -7.9 -3.2 -6.3 5.5 10.1 6.8 8.0 -5.0 -5.9 6.2 -2.5 -0.6 -19.4 10.8 -0.0 12.2 -1.5 8.1 0.7 3.3 -6.1 -2.3 3.7 3.2 12.3 DAX -0.9 -5.3 11.0 4.5 -2.2 4.3 2.1 3.2 4.3 -6.4 14.9 5.7 13.1 6.4 11.9 -8.7 -7.0 -8.6 -8.3 8.9 14.4 1.3 15.0 5.9 -10.1 9.9 4.8 -5.7 7.2 0.4 7.1 3.1 -4.3 -2.0 -11.1 0.4 -0.5 DOW 15.4 1.2 3.7 4.5 -2.2 4.3 2.1 3.2 4.3 -3.7 5.4 10.5 4.6 9.8 9.4 -9.2 -6.7 -8.8 -8.3 6.4 3.5 8.3 2.0 10.4 8.9 10.8 3.9 4.5 2.4 7.5 2.0 6.6 -4.0 13.1 16.3 -4.1 -4.7 EUR 8.5 -15.5 4.6 2.9 6.5 2.1 7.9 0.5 5.4 13.1 10.2 12.8 2.9 -1.6 -0.3 -7.8 -8.5 -7.9 -8.1 0.1 2.8 17.6 1.7 6.9 -5.0 -11.1 0.6 9.2 1.4 8.4 0.5 3.6 -9.2 5.9 -3.7 -15.4 -2.7 EUROSTX -2.4 -8.1 11.4 4.5 -2.2 4.3 2.1 3.2 4.3 -2.9 15.0 6.5 14.3 6.3 12.3 -5.4 1.5 -3.8 -1.1 7.9 14.7 2.9 17.6 5.1 -8.6 -8.5 4.4 -2.8 7.2 1.6 8.3 3.0 9.6 0.8 -10.4 -3.2 -2.1 FEEDCOW -17.6 1.8 17.1 -2.0 6.4 -2.9 6.5 -1.8 2.0 -14.0 13.6 -12.4 12.6 4.2 11.0 -20.0 -20.0 -20.0 -20.0 16.7 20.0 -20.0 17.0 -0.7 -20.0 12.2 4.6 -9.8 7.1 -6.8 6.3 -0.6 -20.0 -20.0 -17.1 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 18.9 6.4 -17.7 -2.6 2.5 -5.0 3.5 -3.1 1.4 10.4 -11.4 12.5 -2.7 8.5 -5.6 4.6 18.7 6.7 12.4 -3.4 -10.8 12.9 -4.4 7.2 1.8 -15.4 -1.4 6.5 -5.1 6.6 -3.4 3.8 6.1 9.1 8.4 4.3 1.6 GAS_US 7.3 20.0 -16.7 -2.6 2.5 -5.0 3.5 -3.1 1.4 9.4 -16.2 7.6 -15.6 -0.5 -12.0 -19.8 -18.9 -20.0 -20.0 -10.2 -20.0 11.4 -20.0 2.8 4.2 -9.3 -1.0 14.9 -5.4 11.4 -5.2 4.6 -20.0 20.0 4.5 13.8 6.1 GBP 13.9 -0.3 14.1 2.9 6.5 2.1 7.9 0.5 5.4 9.8 14.6 13.3 3.9 11.1 13.2 -1.1 -1.9 -1.6 -1.8 12.8 11.0 20.0 4.4 17.4 -1.0 9.4 4.9 5.0 3.5 8.1 0.1 6.9 1.8 4.6 10.4 8.2 10.7 GOLD_micro -10.9 -16.8 8.5 1.8 10.0 2.2 7.1 1.8 3.1 -13.5 8.6 -13.2 5.9 -14.6 1.0 -14.4 -12.2 -13.7 -13.3 -5.9 5.0 -11.7 8.7 -11.8 -12.5 -13.8 -2.4 -0.0 2.0 -2.1 3.7 -4.2 -16.8 -12.5 -20.0 -14.5 5.0 HEATOIL 14.7 3.3 -16.8 -2.6 2.5 -5.0 3.5 -3.1 1.4 10.1 -12.2 11.2 -3.5 4.7 -7.8 2.0 20.0 5.2 12.7 -5.6 -11.8 12.5 -4.8 4.9 -6.3 -13.6 -0.2 14.0 -3.4 11.3 -0.4 5.5 8.6 17.0 18.7 9.9 2.5 JPY -4.6 -20.0 -15.1 2.9 6.5 2.1 7.9 0.5 5.4 -12.1 -7.8 -14.0 -9.7 -15.5 -15.6 -18.6 -15.2 -17.6 -16.7 -20.0 -18.6 -17.6 -16.8 -20.0 11.8 9.9 -5.7 -4.1 -4.0 -5.1 -4.0 -5.8 -20.0 -20.0 -20.0 -20.0 -20.0 LEANHOG 20.0 9.1 -17.3 -2.0 6.4 -2.9 6.5 -1.8 2.0 12.8 -11.4 15.0 -12.7 6.9 -5.9 20.0 -20.0 -2.3 -20.0 -6.9 -19.2 20.0 -18.0 12.1 20.0 -11.1 -5.1 2.2 -7.3 2.8 -6.3 -0.7 -20.0 -6.7 -0.4 -10.4 -20.0 LIVECOW 10.0 10.2 9.1 -2.0 6.4 -2.9 6.5 -1.8 2.0 -13.9 13.6 1.9 12.9 8.5 12.1 20.0 15.2 20.0 20.0 20.0 18.0 -2.3 12.5 14.5 -20.0 -10.0 5.6 -0.5 4.8 1.6 3.8 4.7 20.0 -20.0 20.0 20.0 20.0 MXP 16.6 10.8 20.0 2.9 6.5 2.1 7.9 0.5 5.4 9.5 16.3 14.4 16.1 15.6 16.1 20.0 20.0 20.0 20.0 20.0 20.0 18.9 20.0 20.0 -20.0 9.7 6.4 2.0 6.5 4.6 6.4 6.2 20.0 -14.6 20.0 20.0 20.0 NASDAQ 19.0 20.0 20.0 4.5 -2.2 4.3 2.1 3.2 4.3 5.2 15.6 12.3 2.1 15.2 16.3 -10.6 -7.5 -9.9 -9.0 20.0 20.0 20.0 13.8 20.0 -19.1 10.2 6.4 1.1 5.3 4.1 3.2 6.1 -5.2 20.0 20.0 20.0 20.0 NIKKEI 9.6 20.0 20.0 4.5 -2.2 4.3 2.1 3.2 4.3 11.6 15.7 14.0 13.4 15.6 16.2 15.8 12.8 12.4 12.5 20.0 20.0 20.0 17.1 20.0 -9.0 -9.1 6.2 2.1 4.8 4.1 2.7 5.9 20.0 20.0 20.0 20.0 20.0 NZD 4.6 -3.7 -2.4 2.9 6.5 2.1 7.9 0.5 5.4 7.2 1.8 7.7 -2.0 -2.0 -4.9 0.4 0.7 0.8 0.7 -2.6 -3.3 8.4 -4.1 3.1 5.2 10.8 -0.7 3.0 -1.0 4.4 -1.7 1.9 6.2 -10.1 -19.9 -4.7 -11.9 OAT 3.1 1.3 -1.5 -0.5 3.0 -0.0 0.3 -2.6 -0.9 6.6 -5.7 1.4 -12.4 -0.7 1.7 8.1 11.9 10.0 11.0 -2.0 -5.4 0.3 -14.9 -1.4 4.7 12.7 -0.1 3.6 -0.6 0.2 -6.2 -0.8 19.5 0.3 -0.7 4.7 -1.4 OJ -9.1 -17.3 5.2 -2.0 6.4 -2.9 6.5 -1.8 2.0 0.8 12.6 -3.8 14.5 3.8 9.0 18.4 20.0 20.0 20.0 12.0 20.0 1.3 20.0 4.4 -20.0 -14.3 5.1 -2.4 8.7 -0.2 11.4 2.3 20.0 -20.0 2.2 20.0 20.0 PALLAD -10.9 -4.7 -0.8 1.8 10.0 2.2 7.1 1.8 3.1 -2.3 -14.4 -5.1 -14.8 -11.3 -11.0 -3.0 -2.6 -3.0 -2.9 -14.4 -18.0 -8.3 -20.0 -12.6 20.0 -11.1 -3.4 -1.5 -3.8 -1.7 -5.1 -3.5 0.3 -18.4 -20.0 -12.2 -10.9 PLAT -19.9 -14.7 3.8 1.8 10.0 2.2 7.1 1.8 3.1 -13.9 0.5 -15.1 4.2 -15.0 -4.6 -2.2 -1.8 -2.3 -2.1 -9.8 -0.2 -20.0 3.3 -19.1 1.1 11.2 -2.7 -6.9 0.6 -7.2 1.4 -6.0 1.7 -20.0 -20.0 -18.4 -1.5 REDWHEAT 2.0 4.9 6.9 -2.0 6.4 -2.9 6.5 -1.8 2.0 13.6 -5.7 9.9 -12.2 3.1 1.4 2.6 5.4 5.5 6.5 -0.7 -3.7 18.7 -4.7 5.6 2.8 12.9 1.1 20.0 -1.3 13.4 -1.0 5.3 -6.2 1.7 12.5 19.2 10.0 ROBUSTA 9.5 6.5 20.0 -2.0 6.4 -2.9 6.5 -1.8 2.0 3.0 15.7 12.7 12.6 14.8 15.9 20.0 12.6 17.0 14.7 20.0 20.0 20.0 20.0 20.0 -20.0 9.6 6.6 1.1 6.3 3.8 4.4 5.5 6.3 -3.7 20.0 20.0 20.0 RUSSELL 20.0 15.1 -1.7 4.5 -2.2 4.3 2.1 3.2 4.3 -11.1 -4.9 9.9 -8.6 11.6 1.1 -6.2 -5.1 -6.1 -6.0 8.7 0.5 7.8 -4.7 13.9 16.9 10.0 3.6 1.2 0.8 4.4 -0.3 6.0 -0.7 -6.2 15.7 6.7 -18.6 SILVER-mini -1.6 -19.3 9.2 1.8 10.0 2.2 7.1 1.8 3.1 -13.3 5.8 -5.5 3.9 -9.8 2.6 -6.8 -5.7 -6.6 -6.4 -3.6 3.4 -14.9 5.0 -8.6 -4.1 -11.3 -0.9 -2.8 1.2 -0.9 1.2 -1.4 -5.3 -6.6 -5.8 -12.1 1.9 SOYBEAN 20.0 9.0 -14.0 -2.0 6.4 -2.9 6.5 -1.8 2.0 14.1 -8.4 15.2 -8.6 7.7 -3.3 11.6 20.0 19.1 20.0 0.8 -9.4 20.0 -7.2 20.0 11.8 -11.2 0.0 15.4 -2.8 13.8 -1.9 6.6 20.0 20.0 20.0 17.6 -15.3 SOYMEAL 20.0 -12.7 -20.0 -2.0 6.4 -2.9 6.5 -1.8 2.0 13.7 -2.7 10.4 4.1 -0.6 -10.9 20.0 20.0 20.0 20.0 -5.3 -4.7 20.0 2.5 7.7 -19.9 -12.0 -1.4 20.0 -1.6 16.2 1.5 4.7 20.0 20.0 20.0 4.6 -6.7 SOYOIL 20.0 18.3 -9.8 -2.0 6.4 -2.9 6.5 -1.8 2.0 2.7 -11.0 11.3 -9.9 9.3 -2.8 8.2 10.8 6.5 7.0 2.5 -8.5 20.0 -8.0 17.9 18.9 12.9 1.6 1.3 -2.4 7.0 -2.3 6.4 -1.7 20.0 20.0 20.0 -5.5 SP400 20.0 8.1 -3.8 4.5 -2.2 4.3 2.1 3.2 4.3 -1.7 -2.2 12.4 -1.5 12.2 -0.2 -5.2 -4.9 -5.6 -5.5 7.1 0.7 10.5 -1.1 13.9 15.7 10.2 2.6 3.6 -0.0 6.5 -0.0 6.3 -0.0 2.4 17.6 0.3 -20.0 SUGAR11 -10.4 -3.0 20.0 -2.0 6.4 -2.9 6.5 -1.8 2.0 10.3 14.3 11.9 13.9 6.6 12.6 3.6 20.0 8.9 17.1 19.0 20.0 15.7 20.0 12.3 -20.0 -10.5 5.3 4.2 8.3 4.1 8.5 3.1 19.1 5.5 2.5 20.0 20.0 US10 -8.9 -14.7 0.6 -0.5 3.0 -0.0 0.3 -2.6 -0.9 1.7 -0.0 -9.0 -9.9 -13.5 -3.3 -9.1 -6.8 -9.7 -9.4 -11.3 -6.7 -6.6 -10.6 -12.7 -0.1 9.7 -4.2 -1.9 -1.3 -4.0 -1.9 -5.8 -14.6 -9.0 -20.0 -19.5 -3.5 US10U -3.7 -12.3 1.0 -0.5 3.0 -0.0 0.3 -2.6 -0.9 12.0 1.0 -5.2 -9.9 -11.9 -3.3 1.1 -0.7 -2.1 -2.2 -8.9 -6.1 -2.3 -10.8 -8.5 -1.8 -14.1 -4.2 -0.8 -1.3 -3.1 -1.6 -5.4 -3.1 -4.5 -20.0 -17.7 -4.5 US20 2.1 -11.6 1.3 -0.5 3.0 -0.0 0.3 -2.6 -0.9 13.6 3.0 4.3 -8.4 -7.7 -2.7 -0.5 -1.4 -1.3 -2.0 -7.1 -5.9 2.9 -10.6 -4.5 -0.9 -12.3 -3.9 0.5 -1.5 -1.6 -2.3 -4.3 -3.6 0.3 -13.1 -14.2 -4.0 US30 6.4 -9.4 -0.5 -0.5 3.0 -0.0 0.3 -2.6 -0.9 13.9 0.0 10.9 -10.3 -5.2 -8.3 0.1 -0.8 -0.8 -1.0 -6.3 -7.5 6.6 -14.3 -1.2 -1.1 10.0 -3.8 2.5 -1.9 0.7 -3.1 -2.9 -2.1 5.0 -5.0 -9.8 -6.9 US5 -13.2 -17.3 -1.7 -0.5 3.0 -0.0 0.3 -2.6 -0.9 -7.7 -1.1 -12.6 -10.2 -14.8 -4.1 -13.7 -8.2 -12.4 -11.3 -14.1 -8.0 -11.3 -11.6 -17.1 1.7 10.8 -4.3 -2.7 -1.5 -4.7 -2.4 -6.0 -17.4 -14.8 -20.0 -20.0 -4.1 VIX -20.0 -20.0 -20.0 -4.9 -2.1 -4.1 -4.0 -3.7 -5.4 -13.7 -16.5 -15.8 -15.5 -16.6 -16.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 NaN -13.5 -6.1 -3.2 -5.1 -5.4 -5.0 -6.7 NaN NaN NaN NaN NaN WHEAT 20.0 12.7 2.2 -2.0 6.4 -2.9 6.5 -1.8 2.0 14.0 -12.6 14.7 -15.2 6.5 -4.5 -11.2 -10.1 -12.1 -11.7 -1.1 -12.3 20.0 -14.5 17.2 17.1 11.9 0.4 19.9 -3.5 15.2 -3.5 7.0 -20.0 20.0 20.0 18.8 -5.9 End of report for caleb_strategy_v1