******************************************************************************** Strategy report for caleb_strategy_v1 backtest timestamp 20230627_204612 produced at 2023-06-27 21:38:03.339041 ******************************************************************************** ====================================================================================================================================================================================================================================================================================== 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 43724220.83 -43724220.83 -0.57 -0.57 -11.40 999999999.0 -13 -13 caleb_strategy_v1 VIX False False 0.01 -0.12 -0.24 0.0 6632119.21 -6632119.21 -0.12 -0.12 -35.78 999999999.0 -18 -18 caleb_strategy_v1 CHF False False 0.05 -0.16 -0.20 0.0 51869694.11 -51869694.11 -0.16 -0.16 -3.78 999999999.0 -3 -3 caleb_strategy_v1 JPY False False 0.03 -0.36 -0.19 0.0 32297134.55 -32297134.55 -0.36 -0.36 -5.89 999999999.0 -11 -11 caleb_strategy_v1 US5 False False 0.04 -0.36 -0.17 0.0 39530346.97 -39530346.97 -0.36 -0.36 -4.30 999999999.0 -9 -9 caleb_strategy_v1 US20 False False 0.05 0.00 -0.17 0.0 0.00 -0.00 0.00 0.00 -3.69 0.0 0 0 caleb_strategy_v1 EUR False False 0.05 -0.20 -0.13 0.0 50556130.34 -50556130.34 -0.20 -0.20 -2.50 999999999.0 -4 -4 caleb_strategy_v1 GOLD_micro False False 0.01 -0.11 -0.10 0.0 7067891.70 -7067891.70 -0.11 -0.11 -14.14 999999999.0 -15 -16 caleb_strategy_v1 US10 False False 0.04 0.00 -0.08 0.0 41462227.26 -41462227.26 0.00 0.00 -2.02 999999999.0 0 0 caleb_strategy_v1 FEEDCOW False False 0.04 0.00 -0.05 0.0 44491231.85 -44491231.85 0.00 0.00 -1.19 999999999.0 0 0 caleb_strategy_v1 CRUDE_W False False 0.02 0.00 -0.03 0.0 24926480.18 -24926480.18 0.00 0.00 -1.11 999999999.0 0 0 caleb_strategy_v1 LEANHOG False False 0.01 -0.07 -0.03 0.0 11754099.36 -11754099.36 -0.07 -0.07 -2.32 999999999.0 -6 -6 caleb_strategy_v1 COCOA False False 0.01 0.00 -0.03 0.0 11996603.45 -11996603.45 0.00 0.00 -2.51 999999999.0 0 0 caleb_strategy_v1 HEATOIL False False 0.04 -0.04 -0.02 0.0 36479889.04 -36479889.04 -0.04 -0.04 -0.65 999999999.0 -1 -1 caleb_strategy_v1 BUXL False False 0.06 0.00 -0.02 0.0 56108566.26 -56108566.26 0.00 0.00 -0.36 999999999.0 0 0 caleb_strategy_v1 GASOIL False False 0.03 -0.05 -0.02 0.0 25233284.58 -25233284.58 -0.05 -0.05 -0.69 999999999.0 -2 -2 caleb_strategy_v1 SILVER-mini False False 0.02 0.00 -0.02 0.0 21161696.16 -21161696.16 0.00 0.00 -1.16 999999999.0 0 0 caleb_strategy_v1 EUROSTX False False 0.02 -0.09 -0.01 0.0 17473741.85 -17473741.85 -0.09 -0.10 -0.50 999999999.0 -5 -6 caleb_strategy_v1 PALLAD False False 0.05 0.00 -0.01 0.0 47637354.88 -47637354.88 0.00 0.00 -0.16 999999999.0 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 BITCOIN False False 0.00 -0.03 -0.01 0.0 1139952.90 -1139952.90 -0.03 -0.03 -10.96 999999999.0 -23 -26 caleb_strategy_v1 OJ False False 0.01 0.00 -0.01 0.0 14307740.83 -14307740.83 0.00 0.00 -0.65 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 -1.08 0.0 0 0 caleb_strategy_v1 REDWHEAT False False 0.02 0.00 0.00 0.0 15381556.26 -15381556.26 0.00 0.00 0.21 999999999.0 0 0 caleb_strategy_v1 SUGAR11 False False 0.01 0.03 -0.00 0.0 9506160.01 -9506160.01 0.03 0.02 -0.12 999999999.0 3 2 caleb_strategy_v1 WHEAT False False 0.01 0.00 0.00 0.0 13140230.65 -13140230.65 0.00 0.00 0.05 999999999.0 0 0 caleb_strategy_v1 COTTON2 False False 0.01 0.00 0.00 0.0 14021145.10 -14021145.10 0.00 0.00 0.34 999999999.0 0 0 caleb_strategy_v1 COFFEE False False 0.02 0.00 -0.00 0.0 22886322.73 -22886322.73 0.00 0.00 -0.06 999999999.0 0 0 caleb_strategy_v1 US30 False False 0.05 0.00 0.01 0.0 50292039.72 -50292039.72 0.00 0.00 0.20 999999999.0 0 0 caleb_strategy_v1 DAX False False 0.01 0.00 0.01 0.0 6439806.12 -6439806.12 0.00 0.00 2.02 999999999.0 0 0 caleb_strategy_v1 SOYOIL False False 0.01 0.00 0.01 0.0 12625644.34 -12625644.34 0.00 0.00 0.91 999999999.0 0 0 caleb_strategy_v1 SOYMEAL False False 0.01 0.00 0.01 0.0 14208534.62 -14208534.62 0.00 0.00 0.59 999999999.0 0 0 caleb_strategy_v1 PLAT False False 0.02 0.00 0.01 0.0 17157163.80 -17157163.80 0.00 0.00 0.41 999999999.0 0 0 caleb_strategy_v1 CORN False False 0.01 0.05 0.01 0.0 10297237.72 -10297237.72 0.05 0.05 0.90 999999999.0 5 5 caleb_strategy_v1 ROBUSTA False False 0.01 0.02 0.02 0.0 9968387.49 -9968387.49 0.02 0.02 2.05 999999999.0 2 2 caleb_strategy_v1 CANOLA False False 0.00 0.00 0.02 0.0 4001714.75 -4001714.75 0.00 0.00 5.88 999999999.0 0 0 caleb_strategy_v1 COPPER False False 0.03 0.00 0.02 0.0 34832404.49 -34832404.49 0.00 0.00 0.49 999999999.0 0 0 caleb_strategy_v1 AUD False False 0.02 0.00 0.02 0.0 24636210.14 -24636210.14 0.00 0.00 0.90 999999999.0 0 0 caleb_strategy_v1 NZD False False 0.02 0.00 0.03 0.0 22650248.68 -22650248.68 0.00 0.00 1.27 999999999.0 0 0 caleb_strategy_v1 NASDAQ False False 0.11 0.00 0.04 0.0 0.00 -0.00 0.00 0.00 0.32 0.0 0 0 caleb_strategy_v1 LIVECOW False False 0.03 0.00 0.04 0.0 25367396.69 -25367396.69 0.00 0.00 1.65 999999999.0 0 0 caleb_strategy_v1 DOW False False 0.01 0.00 0.04 0.0 6284897.46 -6284897.46 0.00 0.00 5.99 999999999.0 0 0 caleb_strategy_v1 RUSSELL False False 0.00 0.00 0.05 0.0 3427391.02 -3427391.02 0.00 0.00 15.78 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 0.00 0.05 0.0 29135608.83 -29135608.83 0.00 0.00 1.63 999999999.0 0 0 caleb_strategy_v1 GBP False False 0.03 0.29 0.06 0.0 29286501.48 -29286501.48 0.29 0.29 1.88 999999999.0 10 10 caleb_strategy_v1 SOYBEAN False False 0.02 0.05 0.06 0.0 23768155.76 -23768155.76 0.05 0.05 2.52 999999999.0 2 2 caleb_strategy_v1 MXP False False 0.01 0.00 0.06 0.0 10580159.15 -10580159.15 0.00 0.00 5.66 999999999.0 0 0 caleb_strategy_v1 BOBL False False 0.05 0.00 0.07 0.0 46527097.71 -46527097.71 0.00 0.00 1.43 999999999.0 0 0 caleb_strategy_v1 BTP False False 0.05 0.19 0.09 0.0 47004566.20 -47004566.20 0.19 0.19 1.82 999999999.0 4 4 caleb_strategy_v1 SP400 False False 0.10 0.95 0.09 0.0 95392287.50 -95392287.50 0.95 0.95 0.94 999999999.0 10 10 caleb_strategy_v1 CAD False False 0.03 0.00 0.09 0.0 27911852.40 -27911852.40 0.00 0.00 3.33 999999999.0 0 0 caleb_strategy_v1 OAT False False 0.05 0.00 0.09 0.0 51763201.75 -51763201.75 0.00 0.00 1.79 999999999.0 0 0 caleb_strategy_v1 FTSE100 True False 0.03 0.00 0.21 0.0 0.00 0.00 0.00 0.00 6.34 999999999.0 0 0 caleb_strategy_v1 BUND False False 0.05 0.22 0.31 0.0 53837581.67 -53837581.67 0.22 0.22 5.74 999999999.0 4 4 caleb_strategy_v1 NIKKEI False False 0.01 0.08 0.37 0.0 8395603.19 -8395603.19 0.08 0.11 43.67 999999999.0 10 13 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 20.3 Shocked risk 57.0 Sum abs risk 52.0 Leverage 3.87 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2721603.67, 'annual_cash_vol_target': 680400.9175, 'daily_cash_vol_target': 42525.05734375} ==================================================================== Vol calculation ==================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0045 0.6705 0.6764 10.8226 BITCOIN 899.8037 31025.0000 2.9003 46.4041 BOBL 0.3460 115.9600 0.2984 4.7744 BTP 0.6966 117.1500 0.5946 9.5134 BUND 0.6909 134.1800 0.5149 8.2384 BUXL 1.5266 139.8400 1.0917 17.4670 CAC 56.3247 7261.5000 0.7757 12.4106 CAD 0.0030 0.7597 0.3898 6.2369 CANOLA 9.2461 714.7000 1.2937 20.6992 CHF 0.0052 1.1294 0.4580 7.3281 COCOA 33.1253 3265.0000 1.0146 16.2329 COFFEE 3.2879 166.1000 1.9795 31.6717 COPPER 0.0440 3.7920 1.1600 18.5596 CORN 12.9325 560.5000 2.3073 36.9171 COTTON2 1.3139 76.3200 1.7216 27.5456 CRUDE_W 1.3514 67.8400 1.9920 31.8721 DAX 121.7963 16050.0000 0.7589 12.1417 DOW 223.9723 34210.0000 0.6547 10.4752 EUR 0.0051 1.1007 0.4606 7.3698 EUROSTX 36.4867 4355.0000 0.8378 13.4050 FEEDCOW 2.0825 242.1750 0.8599 13.7589 FTSE100 57.6590 7070.0000 0.8155 13.0487 GASOIL 13.7143 686.7500 1.9970 31.9517 GBP 0.0062 1.2753 0.4896 7.8336 GOLD_micro 13.9561 1923.6000 0.7255 11.6083 HEATOIL 0.0453 2.3639 1.9165 30.6647 JPY 0.0000 0.0070 0.5859 9.3747 LEANHOG 1.4447 79.9750 1.8065 28.9035 LIVECOW 1.2569 172.6000 0.7282 11.6513 MXP 0.0003 0.0576 0.5505 8.8085 NIKKEI 317.9637 32820.0000 0.9688 15.5010 NZD 0.0042 0.6165 0.6787 10.8586 OAT 0.6818 129.0100 0.5285 8.4559 OJ 4.6761 259.6000 1.8013 28.8201 PALLAD 29.6080 1296.5000 2.2837 36.5390 PLAT 15.1233 933.9000 1.6194 25.9099 REDWHEAT 16.6517 837.2500 1.9889 31.8218 ROBUSTA 35.2696 2713.0000 1.3000 20.8004 RUSSELL 21.8081 1865.6000 1.1690 18.7034 SILVER-mini 0.3483 23.0375 1.5118 24.1890 SOYBEAN 20.9343 1293.7500 1.6181 25.8898 SOYMEAL 9.0182 386.7000 2.3321 37.3134 SOYOIL 1.1690 57.2700 2.0412 32.6597 SP400 25.4439 2596.2000 0.9800 15.6807 SUGAR11 0.4087 23.1000 1.7692 28.3066 US10 0.4473 112.8438 0.3964 6.3429 US10U 0.5951 119.0000 0.5000 8.0007 US20 0.8401 127.5938 0.6584 10.5348 US30 1.1874 136.8750 0.8675 13.8802 US5 0.3025 107.5859 0.2812 4.4984 VIX 0.4743 18.0500 2.6276 42.0411 WHEAT 15.7993 715.2500 2.2089 35.3428 =========================================================================================================================================== Subsystem position =========================================================================================================================================== Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 670.50 0.68 453.54 1.00 453.54 42525.06 93.76 5.69 53.36 BITCOIN 31.02 2.90 89.98 1.00 89.98 42525.06 472.60 -9.29 -439.19 BOBL 1159.60 0.30 346.02 1.09 377.37 42525.06 112.69 1.66 18.69 BTP 1171.50 0.59 696.56 1.09 759.67 42525.06 55.98 15.20 85.07 BUND 1341.80 0.51 690.89 1.09 753.49 42525.06 56.44 13.32 75.16 BUXL 1398.40 1.09 1526.62 1.09 1664.93 42525.06 25.54 -1.59 -4.05 CAC 726.15 0.78 563.25 1.09 614.28 42525.06 69.23 7.90 54.71 CAD 759.65 0.39 296.11 1.00 296.11 42525.06 143.61 12.26 176.09 CANOLA 142.94 1.29 184.92 0.76 140.49 42525.06 302.70 20.00 605.40 CHF 1411.69 0.46 646.56 1.00 646.56 42525.06 65.77 -14.52 -95.49 COCOA 326.50 1.01 331.25 1.00 331.25 42525.06 128.38 -8.49 -109.00 COFFEE 622.88 1.98 1232.97 1.00 1232.97 42525.06 34.49 -1.25 -4.30 COPPER 948.00 1.16 1099.66 1.00 1099.66 42525.06 38.67 4.39 16.98 CORN 280.25 2.31 646.63 1.00 646.63 42525.06 65.76 14.33 94.27 COTTON2 381.60 1.72 656.96 1.00 656.96 42525.06 64.73 3.26 21.12 CRUDE_W 678.40 1.99 1351.38 1.00 1351.38 42525.06 31.47 -2.53 -7.95 DAX 160.50 0.76 121.80 1.09 132.83 42525.06 320.14 1.10 35.17 DOW 171.05 0.65 111.99 1.00 111.99 42525.06 379.74 5.23 198.65 EUR 1375.94 0.46 633.78 1.00 633.78 42525.06 67.10 -9.40 -63.06 EUROSTX 435.50 0.84 364.87 1.09 397.92 42525.06 106.87 -1.56 -16.66 FEEDCOW 1210.88 0.86 1041.27 1.00 1041.27 42525.06 40.84 -10.23 -41.79 FTSE100 707.00 0.82 576.59 1.27 666.67 42525.06 63.79 9.11 58.11 GASOIL 686.75 2.00 1371.43 1.00 1371.43 42525.06 31.01 -2.96 -9.18 GBP 797.06 0.49 390.24 1.00 390.24 42525.06 108.97 9.15 99.66 GOLD_micro 192.36 0.73 139.56 1.00 139.56 42525.06 304.71 -19.59 -596.90 HEATOIL 992.84 1.92 1902.82 1.00 1902.82 42525.06 22.35 -3.82 -8.54 JPY 879.00 0.59 515.02 1.00 515.02 42525.06 82.57 -10.40 -85.87 LEANHOG 319.90 1.81 577.89 1.00 577.89 42525.06 73.59 -6.37 -46.89 LIVECOW 690.40 0.73 502.75 1.00 502.75 42525.06 84.58 6.87 58.08 MXP 287.95 0.55 158.53 1.00 158.53 42525.06 268.25 16.27 436.38 NIKKEI 32820.00 0.97 31796.37 0.01 221.80 42525.06 191.73 11.32 217.13 NZD 616.45 0.68 418.36 1.00 418.36 42525.06 101.65 7.37 74.94 OAT 1290.10 0.53 681.81 1.09 743.58 42525.06 57.19 14.67 83.88 OJ 389.40 1.80 701.41 1.00 701.41 42525.06 60.63 -5.80 -35.19 PALLAD 1296.50 2.28 2960.80 1.00 2960.80 42525.06 14.36 -4.39 -6.30 PLAT 466.95 1.62 756.16 1.00 756.16 42525.06 56.24 2.84 15.98 REDWHEAT 418.62 1.99 832.59 1.00 832.59 42525.06 51.08 7.40 37.80 ROBUSTA 271.30 1.30 352.70 1.00 352.70 42525.06 120.57 12.41 149.57 RUSSELL 93.28 1.17 109.04 1.00 109.04 42525.06 389.99 7.38 287.75 SILVER-mini 575.94 1.51 870.71 1.00 870.71 42525.06 48.84 -10.01 -48.90 SOYBEAN 646.88 1.62 1046.72 1.00 1046.72 42525.06 40.63 9.95 40.44 SOYMEAL 386.70 2.33 901.82 1.00 901.82 42525.06 47.15 2.01 9.46 SOYOIL 343.62 2.04 701.41 1.00 701.41 42525.06 60.63 15.47 93.78 SP400 2596.20 0.98 2544.39 1.00 2544.39 42525.06 16.71 10.23 17.10 SUGAR11 258.72 1.77 457.72 1.00 457.72 42525.06 92.91 -0.91 -8.48 US10 1128.44 0.40 447.35 1.00 447.35 42525.06 95.06 -5.22 -49.65 US10U 1190.00 0.50 595.06 1.00 595.06 42525.06 71.46 -10.34 -73.88 US20 1275.94 0.66 840.11 1.00 840.11 42525.06 50.62 -9.34 -47.29 US30 1368.75 0.87 1187.41 1.00 1187.41 42525.06 35.81 0.63 2.25 US5 1075.86 0.28 302.48 1.00 302.48 42525.06 140.59 -7.53 -105.91 VIX 180.50 2.63 474.28 1.00 474.28 42525.06 89.66 -20.00 -179.33 WHEAT 357.62 2.21 789.97 1.00 789.97 42525.06 53.83 1.73 9.30 ===================================================================== Portfolio positions ===================================================================== subsystem_position instr weight IDM Notional position AUD 53.358 0.007 2.5 0.903 BITCOIN -439.189 0.010 2.5 -10.957 BOBL 18.689 0.031 2.5 1.428 BTP 85.074 0.009 2.5 1.819 BUND 75.164 0.031 2.5 5.743 BUXL -4.053 0.036 2.5 -0.360 CAC 54.709 0.012 2.5 1.629 CAD 176.087 0.008 2.5 3.329 CANOLA 605.399 0.004 2.5 5.884 CHF -95.488 0.016 2.5 -3.784 COCOA -109.001 0.009 2.5 -2.514 COFFEE -4.299 0.005 2.5 -0.059 COPPER 16.976 0.012 2.5 0.491 CORN 94.269 0.004 2.5 0.900 COTTON2 21.122 0.006 2.5 0.337 CRUDE_W -7.946 0.056 2.5 -1.112 DAX 35.174 0.023 2.5 2.023 DOW 198.646 0.012 2.5 5.994 EUR -63.062 0.016 2.5 -2.499 EUROSTX -16.658 0.012 2.5 -0.496 FEEDCOW -41.789 0.011 2.5 -1.189 FTSE100 58.110 0.044 2.5 6.343 GASOIL -9.181 0.030 2.5 -0.693 GBP 99.659 0.008 2.5 1.884 GOLD_micro -596.899 0.009 2.5 -14.141 HEATOIL -8.540 0.030 2.5 -0.645 JPY -85.875 0.027 2.5 -5.886 LEANHOG -46.886 0.020 2.5 -2.319 LIVECOW 58.085 0.011 2.5 1.653 MXP 436.375 0.005 2.5 5.657 NIKKEI 217.130 0.080 2.5 43.667 NZD 74.942 0.007 2.5 1.268 OAT 83.882 0.009 2.5 1.794 OJ -35.192 0.007 2.5 -0.650 PALLAD -6.302 0.010 2.5 -0.161 PLAT 15.983 0.010 2.5 0.407 REDWHEAT 37.801 0.002 2.5 0.214 ROBUSTA 149.572 0.005 2.5 2.053 RUSSELL 287.749 0.022 2.5 15.781 SILVER-mini -48.905 0.009 2.5 -1.159 SOYBEAN 40.441 0.025 2.5 2.525 SOYMEAL 9.464 0.025 2.5 0.591 SOYOIL 93.777 0.004 2.5 0.911 SP400 17.105 0.022 2.5 0.938 SUGAR11 -8.479 0.006 2.5 -0.122 US10 -49.648 0.016 2.5 -2.017 US10U -73.881 0.062 2.5 -11.398 US20 -47.294 0.031 2.5 -3.691 US30 2.246 0.036 2.5 0.200 US5 -105.908 0.016 2.5 -4.302 VIX -179.326 0.080 2.5 -35.782 WHEAT 9.298 0.002 2.5 0.053 ==================== Position diags ==================== AUD 1.59 BITCOIN 11.79 BOBL 8.61 BTP 1.20 BUND 4.31 BUXL 2.27 CAC 2.06 CAD 2.72 CANOLA 2.94 CHF 2.61 COCOA 2.96 COFFEE 0.47 COPPER 1.12 CORN 0.63 COTTON2 1.03 CRUDE_W 4.40 DAX 18.41 DOW 11.46 EUR 2.66 EUROSTX 3.18 FEEDCOW 1.16 FTSE100 6.96 GASOIL 2.34 GBP 2.06 GOLD_micro 7.22 HEATOIL 1.69 JPY 5.66 LEANHOG 3.64 LIVECOW 2.41 MXP 3.48 NIKKEI 38.56 NZD 1.72 OAT 1.22 OJ 1.12 PALLAD 0.37 PLAT 1.43 REDWHEAT 0.29 ROBUSTA 1.66 RUSSELL 21.39 SILVER-mini 1.16 SOYBEAN 2.54 SOYMEAL 2.94 SOYOIL 0.59 SP400 0.92 SUGAR11 1.33 US10 3.86 US10U 11.03 US20 3.95 US30 3.18 US5 5.71 VIX 17.89 WHEAT 0.30 dtype: float64 =================================================================================================== Positions vs buffers =================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 0.9 0.7 1.1 0.0 0 BITCOIN -11.0 -12.1 -9.8 -23.0 -23 BOBL 1.4 0.6 2.3 0.0 0 BTP 1.8 1.7 1.9 4.0 4 BUND 5.7 5.3 6.2 4.0 4 BUXL -0.4 -0.6 -0.1 0.0 0 CAC 1.6 1.4 1.8 0.0 0 CAD 3.3 3.1 3.6 0.0 0 CANOLA 5.9 5.6 6.2 NaN 0 CHF -3.8 -4.0 -3.5 -3.0 -3 COCOA -2.5 -2.8 -2.2 0.0 0 COFFEE -0.1 -0.1 -0.0 0.0 0 COPPER 0.5 0.4 0.6 0.0 0 CORN 0.9 0.8 1.0 5.0 5 COTTON2 0.3 0.2 0.4 0.0 0 CRUDE_W -1.1 -1.6 -0.7 0.0 0 DAX 2.0 0.2 3.9 0.0 0 DOW 6.0 4.8 7.1 0.0 0 EUR -2.5 -2.8 -2.2 -4.0 -4 EUROSTX -0.5 -0.8 -0.2 -5.0 -5 FEEDCOW -1.2 -1.3 -1.1 0.0 0 FTSE100 6.3 5.6 7.0 0.0 0 GASOIL -0.7 -0.9 -0.5 -2.0 -2 GBP 1.9 1.7 2.1 10.0 10 GOLD_micro -14.1 -14.9 -13.4 -15.0 -15 HEATOIL -0.6 -0.8 -0.5 -1.0 -1 JPY -5.9 -6.5 -5.3 -11.0 -11 LEANHOG -2.3 -2.7 -2.0 -6.0 -6 LIVECOW 1.7 1.4 1.9 0.0 0 MXP 5.7 5.3 6.0 0.0 0 NIKKEI 43.7 39.8 47.5 10.0 10 NZD 1.3 1.1 1.4 0.0 0 OAT 1.8 1.7 1.9 0.0 0 OJ -0.6 -0.8 -0.5 NaN 0 PALLAD -0.2 -0.2 -0.1 0.0 0 PLAT 0.4 0.3 0.6 0.0 0 REDWHEAT 0.2 0.2 0.2 0.0 0 ROBUSTA 2.1 1.9 2.2 2.0 2 RUSSELL 15.8 13.6 17.9 0.0 0 SILVER-mini -1.2 -1.3 -1.0 0.0 0 SOYBEAN 2.5 2.3 2.8 2.0 2 SOYMEAL 0.6 0.3 0.9 0.0 0 SOYOIL 0.9 0.9 1.0 0.0 0 SP400 0.9 0.8 1.0 10.0 10 SUGAR11 -0.1 -0.3 0.0 3.0 3 US10 -2.0 -2.4 -1.6 NaN 0 US10U -11.4 -12.5 -10.3 -13.0 -13 US20 -3.7 -4.1 -3.3 0.0 0 US30 0.2 -0.1 0.5 0.0 0 US5 -4.3 -4.9 -3.7 -9.0 -9 VIX -35.8 -37.6 -34.0 -18.0 -18 WHEAT 0.1 0.0 0.1 0.0 0 ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 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 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 0.1 0.0 0.1 0.1 0.0 0.1 -0.1 -0.1 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 1.4 2.2 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.3 -0.0 -0.0 -0.2 BITCOIN 0.1 -0.1 0.2 0.0 0.0 0.1 0.0 0.0 0.0 0.0 0.2 0.0 -0.1 0.0 0.2 -0.2 -0.1 -0.1 -0.0 0.1 0.1 0.0 0.0 0.0 -0.4 -4.8 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.1 0.1 0.0 -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 -1.6 0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.2 -0.0 1.7 2.4 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.0 -0.2 -0.1 -0.0 BTP 0.1 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 -0.0 0.0 -1.2 2.2 0.1 0.0 0.1 0.0 0.0 0.0 2.6 0.1 0.4 0.3 0.1 BUND -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 0.6 0.5 0.2 0.2 -0.0 -0.1 0.0 -0.2 -0.0 0.9 2.5 -0.0 0.0 -0.0 0.0 -0.1 -0.0 2.6 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 -0.1 0.2 0.1 0.0 0.1 -0.0 -0.1 0.0 -0.2 0.0 1.1 -2.1 0.0 0.0 -0.0 0.0 -0.1 0.0 0.6 0.2 0.2 0.0 -0.1 CAC -0.0 -0.3 0.2 0.1 -0.0 0.1 -0.1 0.1 0.0 -0.0 0.3 -0.0 0.3 -0.0 0.2 -0.3 0.1 0.0 0.1 0.0 0.1 -0.0 0.2 -0.0 -0.5 1.7 0.0 0.0 0.1 0.0 0.1 0.0 1.2 0.2 0.0 -0.1 -0.1 CAD 0.2 0.2 0.2 0.1 0.0 0.1 0.1 0.0 0.1 0.0 0.2 0.0 -0.2 0.1 0.3 -0.2 -0.1 -0.1 -0.1 0.2 0.1 0.0 -0.0 0.0 1.6 2.2 0.1 0.0 0.0 0.0 -0.0 0.0 0.1 0.0 0.3 0.2 0.0 CANOLA 0.0 0.1 -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 1.3 0.7 0.4 0.4 -0.0 -0.1 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 0.1 -0.3 CHF 0.1 -0.2 0.1 0.1 0.0 0.1 0.1 0.0 0.1 0.0 0.2 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 -0.5 -2.4 0.0 0.0 0.0 0.0 0.0 0.0 -2.6 0.0 -0.3 -0.2 0.1 COCOA 0.1 0.1 0.3 -0.0 -0.0 -0.1 0.0 -0.0 0.0 0.0 0.4 0.0 0.3 0.1 0.4 -0.1 -0.0 -0.0 -0.0 0.2 0.2 0.0 0.2 0.0 -3.1 -2.2 0.1 0.0 0.1 0.0 0.1 0.0 -2.3 0.1 0.4 0.3 0.3 COFFEE -0.1 -0.1 0.1 -0.0 -0.0 -0.1 0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.0 -0.2 0.3 0.2 0.1 0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -1.8 2.2 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -1.0 -0.1 -0.3 0.0 0.3 COPPER 0.2 -0.1 -0.2 0.0 0.0 0.1 0.1 0.0 0.0 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.2 -0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.0 0.9 2.1 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.3 -0.3 0.2 -0.1 -0.3 CORN 0.2 0.3 -0.0 -0.0 -0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.2 0.0 0.1 -0.3 0.5 0.0 0.2 0.1 -0.0 0.0 -0.0 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 0.0 COTTON2 -0.0 0.1 0.2 -0.0 -0.0 -0.1 0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.0 0.7 0.3 0.1 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -1.9 3.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.9 -0.0 -0.3 0.3 0.3 CRUDE_W 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.2 -0.0 -0.2 -0.0 -0.2 0.4 0.4 0.1 0.2 -0.1 -0.1 -0.0 -0.0 -0.0 -1.9 2.1 -0.0 -0.0 -0.0 -0.0 0.0 0.0 -1.6 0.1 0.1 0.1 0.2 DAX -0.0 -0.1 0.2 0.1 -0.0 0.1 -0.1 0.1 0.0 -0.0 0.4 -0.0 0.4 -0.0 0.2 -0.3 -0.3 -0.1 -0.1 0.1 0.2 -0.0 0.2 -0.0 -1.1 2.2 0.0 -0.0 0.1 -0.0 0.1 -0.0 -1.2 -0.1 -0.2 -0.0 -0.0 DOW 0.1 0.0 0.1 0.1 -0.0 0.1 -0.1 0.1 0.0 -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 1.1 2.1 0.1 0.0 0.0 0.0 0.0 0.0 -1.1 0.1 0.4 -0.0 -0.0 EUR 0.2 -0.2 0.1 0.1 0.0 0.1 0.1 0.0 0.1 0.0 0.2 0.0 0.1 0.0 0.0 -0.5 -0.4 -0.1 -0.2 0.0 0.0 0.0 0.0 0.0 -0.6 -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 -0.2 0.2 0.1 -0.0 0.1 -0.1 0.1 0.0 -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 -0.9 -1.8 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.6 0.0 -0.1 -0.0 -0.0 FEEDCOW -0.2 -0.0 0.2 -0.0 -0.0 -0.1 0.0 -0.0 0.0 0.0 0.3 -0.0 0.3 0.0 0.2 -1.6 -0.8 -0.4 -0.4 0.1 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 0.2 0.3 FTSE100 0.0 -0.3 -0.2 -0.0 0.1 -0.1 0.2 -0.0 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 0.1 1.9 -0.0 0.0 -0.1 0.0 -0.0 0.0 2.6 -0.2 -0.4 -0.0 -0.0 GASOIL 0.2 0.1 -0.3 -0.1 -0.1 -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 0.6 -3.0 -0.0 -0.0 -0.1 0.0 -0.0 0.0 0.0 0.2 0.3 0.1 0.1 GBP 0.2 0.0 0.3 0.1 0.0 0.1 0.1 0.0 0.1 -0.0 0.4 0.0 0.1 0.0 0.3 -0.0 -0.1 -0.0 -0.0 0.2 0.2 0.0 0.1 0.0 -0.3 2.0 0.1 0.0 0.0 0.0 0.0 0.0 0.3 -0.0 0.1 0.1 0.2 GOLD_micro -0.2 -0.3 0.1 0.0 0.0 0.1 0.1 0.0 0.0 -0.0 0.2 -0.1 0.1 -0.1 -0.0 -1.2 -0.5 -0.3 -0.3 -0.1 0.0 -0.0 0.1 -0.0 -1.3 -2.7 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -2.1 -0.1 -0.4 -0.3 0.0 HEATOIL 0.2 0.1 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.3 0.0 -0.1 0.0 -0.2 0.3 0.9 0.1 0.3 -0.1 -0.1 -0.0 -0.1 0.0 -0.3 -2.7 0.0 -0.0 -0.0 0.0 -0.0 0.0 0.3 0.0 0.3 0.2 0.1 JPY -0.1 -0.3 -0.3 0.1 0.0 0.1 0.1 0.0 0.1 -0.0 -0.2 -0.1 -0.3 -0.1 -0.4 -1.4 -0.6 -0.4 -0.3 -0.2 -0.2 -0.0 -0.2 -0.0 2.0 2.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -2.5 -0.2 -0.4 -0.3 -0.3 LEANHOG 0.2 0.2 -0.3 -0.0 -0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.2 0.0 -0.3 0.0 -0.1 1.6 -0.8 0.2 -0.4 -0.0 -0.2 0.0 -0.2 0.0 3.0 -2.3 -0.1 -0.0 -0.1 0.0 -0.1 -0.0 -2.7 -0.1 0.2 -0.2 -0.3 LIVECOW -0.0 0.2 0.2 -0.0 -0.0 -0.1 0.0 -0.0 0.0 0.0 0.3 0.0 0.3 0.0 0.3 1.6 0.7 0.4 0.4 0.2 0.2 0.0 0.2 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 0.2 0.3 0.2 NIKKEI 0.1 0.3 0.3 0.1 -0.0 0.1 -0.1 0.1 0.0 -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 -1.5 -1.9 0.1 -0.0 0.1 0.0 0.0 0.0 2.6 0.1 0.4 0.3 0.3 NZD 0.1 -0.1 -0.0 0.1 0.0 0.1 0.1 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 0.9 2.3 -0.0 -0.0 -0.0 0.0 -0.0 0.0 0.8 -0.0 -0.2 -0.1 -0.2 OAT 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 -0.1 0.0 0.0 -0.1 0.0 -0.3 0.0 0.1 0.6 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 -0.1 0.2 -0.0 -0.0 -0.0 0.0 -0.0 0.0 0.0 0.1 -0.0 0.1 0.0 0.1 1.2 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 0.2 0.3 PALLAD -0.1 -0.2 0.0 0.0 0.0 0.1 0.0 0.0 0.0 -0.0 -0.3 -0.0 -0.4 -0.1 -0.3 -0.2 -0.1 -0.1 -0.1 -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 -0.3 0.0 0.0 0.0 0.1 0.1 0.0 0.0 -0.0 -0.1 -0.0 0.1 -0.1 -0.2 -0.1 -0.1 -0.0 -0.0 -0.2 -0.0 -0.0 0.0 -0.0 0.6 2.5 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.2 -0.0 -0.4 -0.3 -0.1 REDWHEAT 0.1 0.1 0.1 -0.0 -0.0 -0.1 0.0 -0.0 0.0 0.0 -0.1 0.0 -0.3 0.0 0.1 0.1 0.2 0.1 0.1 0.0 -0.0 0.0 -0.0 0.0 0.2 2.6 0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.8 0.1 0.3 0.3 0.2 ROBUSTA 0.0 0.2 0.3 -0.0 -0.0 -0.1 0.0 -0.0 0.0 -0.0 0.3 0.0 0.3 0.0 0.3 1.6 0.5 0.4 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 1.1 -0.0 0.4 0.3 0.3 RUSSELL 0.2 0.3 0.0 0.1 -0.0 0.1 -0.1 0.1 0.0 -0.0 -0.1 0.0 -0.2 0.0 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 -0.6 -0.1 0.4 0.2 -0.3 SILVER-mini -0.1 -0.3 0.1 0.0 0.0 0.1 0.0 0.1 0.0 -0.0 0.1 -0.0 0.1 -0.1 0.0 -0.4 -0.2 -0.1 -0.1 -0.1 0.0 -0.0 0.1 -0.0 -0.6 -3.2 -0.0 0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.3 0.0 SOYBEAN 0.2 0.2 -0.1 -0.0 -0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.2 0.0 0.0 0.8 0.8 0.4 0.4 0.1 -0.1 0.0 -0.1 0.0 1.5 -2.4 0.0 0.0 -0.0 0.0 -0.0 0.0 2.7 0.0 0.4 0.3 -0.2 SOYMEAL 0.2 -0.1 -0.3 -0.0 -0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.1 -0.0 -0.2 1.6 0.8 0.4 0.4 -0.0 -0.0 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 -0.1 -0.0 -0.0 -0.1 0.0 -0.0 0.0 0.0 -0.2 0.0 -0.2 0.0 0.0 0.7 0.4 0.1 0.2 0.1 -0.1 0.0 -0.1 0.0 2.7 2.7 0.0 0.0 -0.0 0.0 -0.0 0.0 -0.1 0.1 0.4 0.3 -0.0 SP400 0.2 0.2 -0.0 0.1 -0.0 0.1 -0.1 0.1 0.0 0.0 -0.1 0.0 -0.0 0.0 0.0 -0.2 -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 -0.5 0.0 0.4 0.1 -0.3 SUGAR11 -0.2 -0.2 0.2 -0.0 -0.0 -0.1 0.0 -0.0 0.0 -0.0 0.3 -0.0 0.3 -0.0 0.2 0.2 0.8 0.2 0.3 0.1 0.2 -0.0 0.2 -0.0 -3.3 -2.3 0.0 -0.0 0.1 -0.0 0.1 -0.0 2.5 -0.0 -0.4 0.1 0.3 US10 -0.1 -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 -0.8 -0.3 -0.2 -0.2 -0.1 -0.1 -0.0 -0.1 -0.0 0.2 2.3 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -1.9 -0.0 -0.0 -0.1 -0.1 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 -0.1 -0.1 0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -2.9 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.2 -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 0.0 0.0 -0.2 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.1 0.0 -0.1 -0.0 -0.0 -2.7 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.3 -0.0 -0.1 -0.2 -0.1 US30 0.1 -0.1 -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 -0.1 -0.0 -0.1 -0.1 -0.1 US5 -0.1 -0.3 -0.1 -0.0 0.0 0.0 0.0 -0.1 0.0 -0.0 -0.1 -0.0 -0.3 -0.1 -0.1 -1.2 -0.4 -0.3 -0.3 -0.2 -0.1 -0.0 -0.2 -0.0 0.5 2.4 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -2.3 -0.0 -0.1 -0.2 -0.1 VIX -0.2 -1.0 -1.3 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.6 -0.0 -0.6 -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 0.3 0.1 -0.0 -0.0 -0.1 0.0 -0.0 0.0 0.0 -0.2 0.0 -0.4 0.0 0.0 -0.8 -0.4 -0.2 -0.2 0.1 -0.1 0.0 -0.1 0.0 2.2 2.5 0.0 -0.0 -0.0 0.0 -0.0 0.0 -2.7 0.1 0.4 0.3 0.0 ============================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 18.5 3.6 -1.0 3.4 1.7 2.5 4.2 0.7 4.7 -12.4 -2.7 1.9 -6.1 4.4 1.7 -2.6 -3.2 -3.1 -3.4 2.0 -2.4 -6.0 -5.7 3.2 12.1 11.7 1.6 -6.7 -0.3 -2.6 -2.0 1.8 -0.7 -20.0 -2.3 -0.7 -13.9 BITCOIN 8.5 -6.4 9.8 2.0 1.3 2.4 2.8 2.0 2.5 11.9 10.4 12.5 -5.8 6.6 8.2 -4.8 -3.0 -4.5 -3.8 6.4 6.8 20.0 2.0 13.0 -1.6 -18.1 2.3 9.5 2.1 10.6 1.5 6.0 -0.4 20.0 6.7 0.9 -3.6 BOBL -10.1 -6.7 -4.1 -0.2 2.0 0.0 1.5 -2.6 0.0 4.5 -4.0 -7.1 -11.9 -10.3 -1.8 -20.0 1.7 -8.4 -2.9 -7.6 -7.8 -3.9 -15.4 -8.7 11.4 10.8 -3.2 1.1 -2.2 -2.0 -6.1 -4.4 0.7 -14.5 -16.0 -8.1 -1.2 BTP 8.8 7.4 10.3 -0.2 2.0 0.0 1.5 -2.6 0.0 10.5 11.5 13.6 -5.2 13.7 13.3 7.3 11.3 8.6 9.8 10.3 6.4 12.5 -3.5 12.5 -9.6 11.4 5.5 5.3 4.3 5.9 0.0 6.0 19.3 5.4 20.0 20.0 8.3 BUND -2.0 -1.0 -1.1 -0.2 2.0 0.0 1.5 -2.6 0.0 8.7 -5.1 1.0 -12.5 -3.8 -0.4 7.3 11.5 7.7 9.0 -2.7 -6.0 5.1 -15.2 -0.5 7.1 12.3 -0.8 6.2 -1.2 3.3 -6.1 -0.2 18.5 1.2 -2.9 -0.4 -0.8 BUXL 8.3 2.4 -5.9 -0.2 2.0 0.0 1.5 -2.6 0.0 12.8 -11.4 12.5 -14.2 5.2 -5.4 2.1 1.4 2.2 2.3 -0.9 -8.7 14.7 -19.1 7.0 8.7 -10.8 1.0 11.4 -2.0 9.9 -7.1 5.1 4.3 19.0 8.9 3.4 -4.0 CAC -2.6 -18.0 8.8 3.5 -2.4 4.6 -2.4 4.2 1.0 -5.9 12.3 -1.9 13.4 -3.7 6.6 -4.0 3.2 1.5 2.8 1.0 11.0 -4.5 17.4 -3.6 -4.0 8.9 1.6 2.8 4.6 1.8 6.9 1.2 9.3 17.1 0.5 -6.8 -6.4 CAD 20.0 12.6 14.1 3.4 1.7 2.5 4.2 0.7 4.7 9.6 7.1 14.4 -7.5 14.7 13.4 -2.5 -2.3 -2.8 -2.7 14.6 5.7 16.6 -3.7 19.8 11.3 10.4 5.1 2.2 2.4 5.5 -0.5 6.6 0.7 4.4 15.6 16.2 2.1 CANOLA 20.0 9.5 -11.0 -1.6 -1.8 -2.8 1.8 -2.0 1.4 10.8 -10.1 13.9 -13.6 11.4 -4.3 18.4 20.0 20.0 20.0 -1.1 -15.1 20.0 -16.1 16.5 20.0 13.2 -1.1 2.8 -5.5 5.4 -5.8 4.1 20.0 20.0 20.0 11.7 -20.0 CHF 5.3 -12.3 7.4 3.4 1.7 2.5 4.2 0.7 4.7 6.5 9.9 8.9 9.6 -3.1 4.6 -15.5 -15.3 -15.8 -15.8 2.3 5.8 6.1 6.2 3.5 -3.5 -11.5 1.8 3.3 3.6 3.8 2.9 2.4 -20.0 1.3 -14.4 -13.3 3.5 COCOA 12.1 8.2 20.0 -1.6 -1.8 -2.8 1.8 -2.0 1.4 12.5 16.0 13.4 13.2 14.6 15.7 -1.2 -1.0 -0.2 -0.1 20.0 20.0 18.1 19.8 20.0 -20.0 -10.4 6.6 3.5 6.1 5.2 4.8 6.5 -17.0 13.4 20.0 20.0 20.0 COFFEE -12.3 -9.1 8.4 -1.6 -1.8 -2.8 1.8 -2.0 1.4 -12.7 2.6 -14.4 -4.1 -13.3 -7.5 4.4 4.9 5.7 5.5 -7.8 -2.0 -20.0 -3.1 -17.4 -11.1 10.0 -0.2 -7.7 1.7 -8.7 0.3 -5.0 -7.2 -20.0 -16.4 1.9 19.3 COPPER 17.0 -7.0 -11.1 2.0 1.3 2.4 2.8 2.0 2.5 -12.4 -1.7 3.6 -4.2 5.1 -3.9 -2.6 -1.3 -2.3 -1.9 -3.9 -5.3 -2.8 -3.3 1.8 7.2 11.1 -2.1 -5.4 -3.1 -1.3 -1.8 0.3 2.5 -20.0 7.6 -10.1 -20.0 CORN 20.0 20.0 -1.5 -1.6 -1.8 -2.8 1.8 -2.0 1.4 -6.4 -4.0 4.0 -7.6 7.9 3.6 -3.8 12.1 1.0 7.1 8.1 -0.9 7.1 -2.7 15.2 20.0 11.0 2.7 -2.1 -1.5 4.2 -2.3 6.1 1.1 20.0 20.0 20.0 1.1 COTTON2 -5.0 8.5 5.1 -1.6 -1.8 -2.8 1.8 -2.0 1.4 -14.0 0.9 -10.6 -11.7 -1.7 4.0 10.5 7.4 6.3 4.4 -0.8 -2.6 -20.0 -7.2 -8.3 -7.9 12.0 -1.3 -15.5 -0.7 -12.1 -0.7 -6.0 -6.9 -20.0 -20.0 9.7 11.3 CRUDE_W 1.7 -2.9 -4.5 -3.8 -6.6 -5.0 -4.0 -2.5 -2.4 -10.2 -6.7 -1.3 -8.3 -4.4 -7.5 4.3 9.9 6.2 7.6 -5.8 -6.3 -5.2 -2.9 -4.2 -15.5 10.8 -0.2 -5.7 -1.6 -1.0 0.8 1.0 -12.0 11.9 7.4 6.5 14.4 DAX -2.5 -8.9 10.9 3.5 -2.4 4.6 -2.4 4.2 1.0 -10.3 13.9 -4.5 13.1 -1.2 9.8 -8.9 -7.1 -8.7 -8.4 5.0 12.9 -10.3 14.8 -2.6 -7.5 9.9 2.6 -6.6 6.4 -6.3 7.0 -1.8 -9.1 -8.0 -8.3 -0.6 -1.5 DOW 10.8 1.9 4.7 3.5 -2.4 4.6 -2.4 4.2 1.0 -7.4 4.9 4.4 4.9 6.5 9.0 -9.6 -6.8 -9.0 -8.4 5.1 3.5 -0.5 2.2 4.6 9.6 10.8 4.1 1.0 2.9 2.5 2.3 4.7 -8.9 9.2 20.0 -1.3 -2.5 EUR 14.9 -12.2 4.3 3.4 1.7 2.5 4.2 0.7 4.7 6.5 9.9 10.1 3.6 0.6 1.4 -7.7 -8.5 -7.8 -8.1 2.1 3.5 10.0 1.9 7.2 -4.6 -11.1 1.5 3.4 1.9 5.1 0.7 3.9 -9.2 7.5 -3.1 -14.8 -3.2 EUROSTX -1.4 -10.9 10.7 3.5 -2.4 4.6 -2.4 4.2 1.0 -4.6 14.4 -0.2 14.3 1.4 11.1 -5.4 1.3 -4.0 -1.4 5.3 13.4 -3.6 17.1 -0.0 -6.5 -8.5 2.8 -0.5 6.6 -2.4 8.2 -0.2 4.6 4.9 -5.7 -1.0 -2.3 FEEDCOW -20.0 -1.2 13.9 -1.6 -1.8 -2.8 1.8 -2.0 1.4 9.2 13.0 -1.9 12.5 4.5 9.9 -20.0 -20.0 -20.0 -20.0 13.2 18.8 2.0 15.4 2.7 -20.0 12.2 4.6 5.5 7.5 1.0 7.1 0.9 -20.0 -19.2 -15.2 16.6 20.0 FTSE100 0.7 -18.6 -9.2 -1.3 6.2 -2.3 6.1 -1.8 2.4 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 1.1 10.2 -3.2 5.6 -4.3 4.7 -3.0 0.3 20.0 -16.2 -20.0 -0.6 -1.5 GASOIL 14.4 8.2 -16.6 -3.8 -6.6 -5.0 -4.0 -2.5 -2.4 -9.8 -11.0 4.3 -3.4 7.0 -5.1 4.9 18.3 6.6 12.0 -3.5 -10.5 -0.5 -4.6 2.7 5.3 -15.4 -1.4 -4.1 -5.1 0.1 -3.6 1.7 0.1 12.4 14.1 10.3 4.0 GBP 15.0 2.0 14.9 3.4 1.7 2.5 4.2 0.7 4.7 -0.6 14.4 9.3 4.5 10.5 13.3 -0.2 -1.7 -1.2 -1.6 13.7 12.3 9.8 5.3 14.4 -1.8 9.4 5.2 0.9 3.9 3.8 0.4 5.6 2.1 -1.0 5.7 6.2 10.5 GOLD_micro -13.9 -20.0 5.6 2.0 1.3 2.4 2.8 2.0 2.5 -12.5 6.6 -14.1 5.6 -15.4 -1.5 -14.8 -12.4 -14.0 -13.5 -10.0 2.5 -16.1 7.9 -16.8 -10.8 -13.8 -3.3 -2.9 1.1 -3.8 3.3 -5.1 -17.0 -20.0 -20.0 -19.2 2.2 HEATOIL 13.9 6.5 -15.4 -3.8 -6.6 -5.0 -4.0 -2.5 -2.4 -7.5 -12.0 3.6 -4.3 4.0 -7.3 3.0 20.0 5.2 12.2 -5.3 -11.0 -0.6 -4.8 0.8 -3.4 -13.6 0.9 -0.7 -2.8 3.8 -0.2 4.7 2.3 20.0 20.0 17.6 6.6 JPY -10.5 -20.0 -19.4 3.4 1.7 2.5 4.2 0.7 4.7 -13.7 -9.5 -15.4 -10.3 -16.2 -16.1 -19.0 -15.5 -17.9 -17.0 -20.0 -20.0 -20.0 -18.5 -20.0 14.8 9.9 -5.9 -5.7 -4.1 -6.5 -3.8 -6.6 -20.0 -20.0 -20.0 -20.0 -20.0 LEANHOG 20.0 14.4 -17.2 -1.6 -1.8 -2.8 1.8 -2.0 1.4 -7.2 -10.2 12.3 -12.2 10.1 -4.0 20.0 -20.0 8.9 -19.9 -3.9 -18.3 11.6 -18.9 11.3 20.0 -11.1 -4.8 -0.0 -7.9 0.9 -7.2 -0.6 -20.0 -11.1 12.5 -18.0 -20.0 LIVECOW -0.1 13.0 12.6 -1.6 -1.8 -2.8 1.8 -2.0 1.4 6.8 13.2 1.0 12.8 8.3 11.6 20.0 17.1 20.0 20.0 20.0 18.9 5.2 13.5 13.2 -20.0 -10.0 5.8 2.7 5.2 2.8 4.2 4.7 20.0 -11.5 20.0 20.0 20.0 MXP 15.2 12.2 20.0 3.4 1.7 2.5 4.2 0.7 4.7 11.6 16.4 14.1 16.1 15.4 16.2 20.0 20.0 20.0 20.0 20.0 20.0 14.7 20.0 20.0 -20.0 9.7 6.4 2.4 6.7 3.5 6.7 5.4 20.0 -3.7 9.4 20.0 16.3 NIKKEI 5.3 20.0 20.0 3.5 -2.4 4.6 -2.4 4.2 1.0 -9.3 15.3 7.3 13.4 12.7 15.1 16.0 13.0 12.9 12.9 20.0 20.0 5.8 17.7 20.0 -10.7 -9.1 6.0 -1.1 5.1 1.0 3.0 4.3 20.0 10.1 20.0 20.0 20.0 NZD 9.1 -5.4 -2.5 3.4 1.7 2.5 4.2 0.7 4.7 -6.8 0.1 5.0 -2.0 -2.7 -4.4 0.2 0.7 0.6 0.7 -2.5 -3.3 1.1 -4.3 0.9 6.2 10.8 -0.8 -1.0 -1.0 0.5 -1.9 0.6 6.1 -13.5 -13.6 -7.2 -13.2 OAT 0.9 1.8 1.3 -0.2 2.0 0.0 1.5 -2.6 0.0 9.4 -5.4 5.8 -12.2 2.6 2.6 7.8 11.8 9.7 10.8 -0.4 -4.4 7.0 -13.3 2.3 4.7 12.7 0.7 7.2 -0.3 4.7 -6.0 1.6 20.0 3.0 1.9 3.9 -0.3 OJ -13.9 -6.5 8.4 -1.6 -1.8 -2.8 1.8 -2.0 1.4 3.5 12.5 -0.7 14.4 4.2 8.8 15.9 20.0 19.9 20.0 12.0 20.0 2.1 20.0 4.6 -20.0 -14.3 5.2 0.6 9.3 0.7 12.6 2.2 20.0 -1.7 -19.4 17.2 20.0 PALLAD -10.5 -11.0 2.6 2.0 1.3 2.4 2.8 2.0 2.5 -10.1 -14.9 -11.3 -15.0 -13.8 -12.8 -3.3 -2.6 -3.1 -3.0 -17.5 -19.2 -16.7 -20.0 -18.4 20.0 -11.1 -4.5 -3.0 -4.1 -5.1 -4.8 -5.6 0.4 -20.0 -20.0 -14.9 -12.4 PLAT -20.0 -20.0 1.5 2.0 1.3 2.4 2.8 2.0 2.5 -10.9 -2.6 -14.4 3.2 -15.5 -8.8 -2.2 -1.8 -2.2 -2.1 -16.3 -4.0 -20.0 1.8 -20.0 3.6 11.2 -4.0 -3.0 -0.6 -6.2 0.7 -6.8 1.9 -20.0 -20.0 -20.0 -6.0 REDWHEAT 10.7 5.4 6.3 -1.6 -1.8 -2.8 1.8 -2.0 1.4 6.3 -3.6 9.8 -12.0 6.8 4.9 1.6 5.2 4.7 6.0 3.3 -1.9 11.7 -4.0 9.8 1.5 12.9 3.0 -0.0 -0.0 6.1 -0.4 6.2 -6.2 17.7 14.1 20.0 15.7 ROBUSTA 4.0 11.3 20.0 -1.6 -1.8 -2.8 1.8 -2.0 1.4 -4.9 15.6 8.3 12.9 12.8 15.3 20.0 13.2 18.4 15.6 20.0 20.0 6.7 20.0 20.0 -20.0 9.6 6.4 -0.7 6.7 1.2 4.9 4.1 8.0 -9.6 19.9 20.0 20.0 RUSSELL 13.2 16.6 0.3 3.5 -2.4 4.6 -2.4 4.2 1.0 -5.3 -4.9 3.2 -8.2 7.1 1.6 -6.3 -5.2 -6.2 -6.0 6.0 0.5 -3.2 -4.4 5.2 16.9 10.0 3.2 -0.6 1.0 -0.1 -0.2 3.1 -5.4 -3.6 17.7 11.4 -17.4 SILVER-mini -7.4 -19.3 6.4 2.0 1.3 2.4 2.8 2.0 2.5 -6.4 3.9 -8.7 3.4 -12.0 0.1 -6.7 -5.8 -6.6 -6.4 -8.2 0.8 -15.5 4.0 -14.9 -2.7 -11.3 -1.7 0.9 0.7 -1.4 1.0 -2.6 -5.2 -18.0 -4.2 -16.4 2.0 SOYBEAN 20.0 16.8 -8.6 -1.6 -1.8 -2.8 1.8 -2.0 1.4 -0.9 -6.0 8.1 -7.9 7.5 0.5 10.1 20.0 17.5 20.0 4.4 -5.5 14.8 -5.4 17.3 10.1 -11.2 1.7 0.4 -1.8 5.5 -1.5 6.0 20.0 20.0 20.0 20.0 -10.3 SOYMEAL 20.0 -6.9 -20.0 -1.6 -1.8 -2.8 1.8 -2.0 1.4 -5.6 -2.5 -0.9 3.9 -1.6 -9.0 20.0 20.0 20.0 20.0 -2.8 -3.4 3.4 2.1 4.1 -20.0 -12.0 0.9 0.3 -0.6 6.3 1.6 5.5 20.0 20.0 20.0 11.1 -4.1 SOYOIL 20.0 20.0 -7.4 -1.6 -1.8 -2.8 1.8 -2.0 1.4 7.1 -9.5 11.4 -9.5 10.5 1.7 8.7 10.8 6.9 7.2 6.5 -6.4 19.6 -7.8 19.2 19.1 12.9 2.8 3.9 -1.3 5.5 -1.9 6.2 -1.1 15.5 20.0 20.0 -1.1 SP400 17.2 10.7 -2.1 3.5 -2.4 4.6 -2.4 4.2 1.0 2.5 -2.4 9.2 -1.1 9.9 1.7 -4.9 -4.9 -5.4 -5.4 6.2 1.2 3.7 -0.8 8.3 15.9 10.2 2.9 3.4 0.5 3.3 0.2 4.8 -4.6 12.2 20.0 5.7 -20.0 SUGAR11 -18.6 -17.3 12.5 -1.6 -1.8 -2.8 1.8 -2.0 1.4 -13.7 13.2 -9.6 13.5 -5.6 9.8 2.4 20.0 7.7 15.9 8.7 20.0 -20.0 20.0 -6.9 -20.0 -10.5 3.5 -8.9 8.0 -5.5 9.0 -1.5 18.0 -20.0 -20.0 6.5 20.0 US10 -9.0 -17.8 -1.6 -0.2 2.0 0.0 1.5 -2.6 0.0 -6.2 -1.5 -11.6 -10.1 -14.4 -5.2 -9.6 -7.0 -9.8 -9.5 -12.4 -8.1 -7.5 -11.5 -12.7 1.6 9.7 -4.7 -1.9 -2.0 -3.5 -2.2 -5.5 -13.5 -10.8 -20.0 -20.0 -6.1 US10U -3.9 -13.9 -0.6 -0.2 2.0 0.0 1.5 -2.6 0.0 0.0 -0.3 -7.6 -9.9 -12.7 -5.1 1.6 -0.5 -1.5 -1.9 -9.1 -6.9 -3.3 -11.3 -7.9 -0.5 -14.1 -4.6 -1.3 -1.9 -2.7 -1.9 -5.0 -1.4 -5.8 -18.9 -20.0 -7.1 US20 1.5 -11.7 0.1 -0.2 2.0 0.0 1.5 -2.6 0.0 3.9 1.7 0.6 -8.3 -7.6 -4.4 -0.8 -1.4 -1.3 -1.9 -6.6 -6.1 0.4 -10.9 -3.7 -0.2 -12.3 -4.3 -0.9 -2.1 -2.1 -2.6 -4.3 -2.2 -3.1 -10.9 -15.5 -6.1 US30 5.9 -8.3 -1.6 -0.2 2.0 0.0 1.5 -2.6 0.0 3.7 -1.5 8.0 -10.2 -4.7 -8.0 0.1 -0.8 -0.7 -0.9 -5.3 -7.2 2.6 -14.4 -0.7 -1.0 10.0 -4.0 -0.7 -2.3 -1.1 -3.5 -3.2 -0.7 -1.2 -5.8 -10.5 -9.5 US5 -13.5 -20.0 -4.4 -0.2 2.0 0.0 1.5 -2.6 0.0 -9.5 -2.8 -13.3 -10.4 -15.3 -6.0 -14.9 -8.6 -13.1 -11.8 -16.1 -10.0 -11.5 -12.8 -17.5 3.7 10.8 -4.8 -2.3 -2.2 -4.0 -2.5 -5.8 -16.7 -16.8 -20.0 -20.0 -6.6 VIX -20.0 -20.0 -20.0 -5.0 -3.3 -4.2 -4.0 -3.7 -5.1 -13.7 -16.6 -15.8 -15.7 -16.6 -16.8 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 NaN -13.5 -6.2 -3.4 -5.3 -4.6 -5.0 -6.3 NaN NaN NaN NaN NaN WHEAT 20.0 20.0 5.3 -1.6 -1.8 -2.8 1.8 -2.0 1.4 4.0 -10.2 10.5 -14.8 9.2 1.3 -10.6 -10.2 -11.7 -11.6 5.3 -7.4 18.7 -11.7 19.0 14.6 11.9 2.5 -0.8 -1.6 6.1 -2.4 6.8 -20.0 20.0 20.0 20.0 1.6 End of report for caleb_strategy_v1