******************************************************************************** Strategy report for caleb_strategy_v1 backtest timestamp 20230628_204606 produced at 2023-06-28 21:39:06.288093 ******************************************************************************** ====================================================================================================================================================================================================================================================================================== 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 0.0 Shocked risk 0.0 Sum abs risk 0.0 Leverage 0.00 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 0.0, 'annual_cash_vol_target': 0.0, 'daily_cash_vol_target': 0.0} ==================================================================== Vol calculation ==================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0047 0.6622 0.7105 11.3684 BITCOIN 889.1987 30570.0000 2.9087 46.5397 BOBL 0.3461 116.2700 0.2977 4.7626 BTP 0.6874 117.1000 0.5870 9.3925 BUND 0.6845 134.7400 0.5080 8.1279 BUXL 1.5057 140.9200 1.0685 17.0961 CAC 56.1681 7306.0000 0.7688 12.3007 CAD 0.0031 0.7554 0.4040 6.4640 CANOLA 9.4801 700.3000 1.3537 21.6595 CHF 0.0051 1.1249 0.4556 7.2901 COCOA 36.0537 3343.0000 1.0785 17.2557 COFFEE 3.3907 161.4000 2.1008 33.6132 COPPER 0.0449 3.7255 1.2053 19.2840 CORN 13.2808 537.7500 2.4697 39.5151 COTTON2 1.3472 78.2200 1.7224 27.5581 CRUDE_W 1.3207 69.4100 1.9027 30.4437 DAX 118.8023 16066.0000 0.7395 11.8314 DOW 220.0535 34026.0000 0.6467 10.3475 EUR 0.0051 1.0964 0.4614 7.3824 EUROSTX 35.6686 4371.0000 0.8160 13.0565 FEEDCOW 2.0294 246.0250 0.8249 13.1979 FTSE100 57.6590 7070.0000 0.8155 13.0487 GASOIL 13.3820 691.7500 1.9345 30.9522 GBP 0.0066 1.2650 0.5190 8.3039 GOLD_micro 13.6390 1920.3000 0.7103 11.3641 HEATOIL 0.0435 2.3818 1.8280 29.2483 JPY 0.0000 0.0070 0.5771 9.2335 LEANHOG 1.4138 79.4000 1.7806 28.4888 LIVECOW 1.2380 173.8250 0.7122 11.3957 MXP 0.0003 0.0577 0.5411 8.6572 NIKKEI 317.9637 32820.0000 0.9688 15.5010 NZD 0.0044 0.6078 0.7275 11.6397 OAT 0.6738 129.4800 0.5204 8.3265 OJ 4.6219 256.7500 1.8001 28.8023 PALLAD 29.6489 1255.5000 2.3615 37.7844 PLAT 14.8766 921.2000 1.6149 25.8387 REDWHEAT 17.3284 807.5000 2.1459 34.3350 ROBUSTA 40.0830 2612.0000 1.5346 24.5531 RUSSELL 21.2334 1871.4000 1.1346 18.1540 SILVER-mini 0.3422 22.9875 1.4885 23.8168 SOYBEAN 21.2219 1265.2500 1.6773 26.8367 SOYMEAL 8.8756 379.3000 2.3400 37.4397 SOYOIL 1.1888 55.8500 2.1286 34.0581 SP400 24.7860 2593.3000 0.9558 15.2923 SUGAR11 0.4069 22.6100 1.7996 28.7930 US10 0.4468 113.2344 0.3946 6.3137 US10U 0.5969 119.5000 0.4995 7.9913 US20 0.8367 128.2188 0.6526 10.4410 US30 1.1803 137.4688 0.8586 13.7375 US5 0.3025 107.8359 0.2805 4.4882 VIX 0.4641 17.8000 2.6073 41.7167 WHEAT 16.4566 686.0000 2.3989 38.3828 =========================================================================================================================================== Subsystem position =========================================================================================================================================== Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 662.15 0.71 470.48 1.00 470.48 0.0 0.0 5.02 0.0 BITCOIN 30.57 2.91 88.92 1.00 88.92 0.0 0.0 -9.44 -0.0 BOBL 1162.70 0.30 346.09 1.09 377.93 0.0 0.0 1.58 0.0 BTP 1171.00 0.59 687.41 1.09 750.65 0.0 0.0 15.23 0.0 BUND 1347.40 0.51 684.47 1.09 747.45 0.0 0.0 13.64 0.0 BUXL 1409.20 1.07 1505.74 1.09 1644.27 0.0 0.0 -1.02 -0.0 CAC 730.60 0.77 561.68 1.09 613.36 0.0 0.0 8.13 0.0 CAD 755.45 0.40 305.20 1.00 305.20 0.0 0.0 11.88 0.0 CANOLA 140.06 1.35 189.60 0.76 144.46 0.0 0.0 20.00 0.0 CHF 1406.12 0.46 640.67 1.00 640.67 0.0 0.0 -14.54 -0.0 COCOA 334.30 1.08 360.54 1.00 360.54 0.0 0.0 -8.71 -0.0 COFFEE 605.25 2.10 1271.52 1.00 1271.52 0.0 0.0 -1.96 -0.0 COPPER 931.38 1.21 1122.54 1.00 1122.54 0.0 0.0 3.85 0.0 CORN 268.88 2.47 664.04 1.00 664.04 0.0 0.0 13.95 0.0 COTTON2 391.10 1.72 673.62 1.00 673.62 0.0 0.0 3.09 0.0 CRUDE_W 694.10 1.90 1320.69 1.00 1320.69 0.0 0.0 -2.44 -0.0 DAX 160.66 0.74 118.80 1.09 129.73 0.0 0.0 1.08 0.0 DOW 170.13 0.65 110.03 1.00 110.03 0.0 0.0 5.17 0.0 EUR 1370.56 0.46 632.38 1.00 632.38 0.0 0.0 -9.40 -0.0 EUROSTX 437.10 0.82 356.69 1.09 389.50 0.0 0.0 -1.38 -0.0 FEEDCOW 1230.12 0.82 1014.69 1.00 1014.69 0.0 0.0 -9.94 -0.0 FTSE100 707.00 0.82 576.59 1.27 666.67 0.0 0.0 9.11 0.0 GASOIL 691.75 1.93 1338.20 1.00 1338.20 0.0 0.0 -2.88 -0.0 GBP 790.62 0.52 410.33 1.00 410.33 0.0 0.0 8.55 0.0 GOLD_micro 192.03 0.71 136.39 1.00 136.39 0.0 0.0 -19.89 -0.0 HEATOIL 1000.36 1.83 1828.67 1.00 1828.67 0.0 0.0 -3.93 -0.0 JPY 877.00 0.58 506.11 1.00 506.11 0.0 0.0 -10.48 -0.0 LEANHOG 317.60 1.78 565.50 1.00 565.50 0.0 0.0 -6.51 -0.0 LIVECOW 695.30 0.71 495.21 1.00 495.21 0.0 0.0 7.02 0.0 MXP 288.50 0.54 156.10 1.00 156.10 0.0 0.0 16.30 0.0 NIKKEI 32820.00 0.97 31796.37 0.01 221.80 0.0 0.0 11.30 0.0 NZD 607.85 0.73 442.20 1.00 442.20 0.0 0.0 7.05 0.0 OAT 1294.80 0.52 673.82 1.09 735.82 0.0 0.0 14.92 0.0 OJ 385.12 1.80 693.28 1.00 693.28 0.0 0.0 -5.90 -0.0 PALLAD 1255.50 2.36 2964.89 1.00 2964.89 0.0 0.0 -4.57 -0.0 PLAT 460.60 1.61 743.83 1.00 743.83 0.0 0.0 2.69 0.0 REDWHEAT 403.75 2.15 866.42 1.00 866.42 0.0 0.0 6.63 0.0 ROBUSTA 261.20 1.53 400.83 1.00 400.83 0.0 0.0 11.69 0.0 RUSSELL 93.57 1.13 106.17 1.00 106.17 0.0 0.0 7.77 0.0 SILVER-mini 574.69 1.49 855.45 1.00 855.45 0.0 0.0 -10.10 -0.0 SOYBEAN 632.62 1.68 1061.10 1.00 1061.10 0.0 0.0 9.70 0.0 SOYMEAL 379.30 2.34 887.56 1.00 887.56 0.0 0.0 1.73 0.0 SOYOIL 335.10 2.13 713.31 1.00 713.31 0.0 0.0 15.54 0.0 SP400 2593.30 0.96 2478.60 1.00 2478.60 0.0 0.0 10.40 0.0 SUGAR11 253.23 1.80 455.71 1.00 455.71 0.0 0.0 -1.61 -0.0 US10 1132.34 0.39 446.83 1.00 446.83 0.0 0.0 -5.02 -0.0 US10U 1195.00 0.50 596.85 1.00 596.85 0.0 0.0 -9.88 -0.0 US20 1282.19 0.65 836.71 1.00 836.71 0.0 0.0 -9.06 -0.0 US30 1374.69 0.86 1180.30 1.00 1180.30 0.0 0.0 0.89 0.0 US5 1078.36 0.28 302.49 1.00 302.49 0.0 0.0 -7.38 -0.0 VIX 178.00 2.61 464.10 1.00 464.10 0.0 0.0 -20.00 -0.0 WHEAT 343.00 2.40 822.83 1.00 822.83 0.0 0.0 1.48 0.0 ===================================================================== Portfolio positions ===================================================================== subsystem_position instr weight IDM Notional position AUD 0.0 0.0 2.5 0.0 BITCOIN -0.0 0.0 2.5 -0.0 BOBL 0.0 0.0 2.5 0.0 BTP 0.0 0.0 2.5 0.0 BUND 0.0 0.0 2.5 0.0 BUXL -0.0 0.0 2.5 -0.0 CAC 0.0 0.0 2.5 0.0 CAD 0.0 0.0 2.5 0.0 CANOLA 0.0 0.0 2.5 0.0 CHF -0.0 0.0 2.5 -0.0 COCOA -0.0 0.0 2.5 -0.0 COFFEE -0.0 0.0 2.5 -0.0 COPPER 0.0 0.0 2.5 0.0 CORN 0.0 0.0 2.5 0.0 COTTON2 0.0 0.0 2.5 0.0 CRUDE_W -0.0 0.0 2.5 -0.0 DAX 0.0 0.0 2.5 0.0 DOW 0.0 0.0 2.5 0.0 EUR -0.0 0.0 2.5 -0.0 EUROSTX -0.0 0.0 2.5 -0.0 FEEDCOW -0.0 0.0 2.5 -0.0 FTSE100 0.0 0.0 2.5 0.0 GASOIL -0.0 0.0 2.5 -0.0 GBP 0.0 0.0 2.5 0.0 GOLD_micro -0.0 0.0 2.5 -0.0 HEATOIL -0.0 0.0 2.5 -0.0 JPY -0.0 0.0 2.5 -0.0 LEANHOG -0.0 0.0 2.5 -0.0 LIVECOW 0.0 0.0 2.5 0.0 MXP 0.0 0.0 2.5 0.0 NIKKEI 0.0 0.0 2.5 0.0 NZD 0.0 0.0 2.5 0.0 OAT 0.0 0.0 2.5 0.0 OJ -0.0 0.0 2.5 -0.0 PALLAD -0.0 0.0 2.5 -0.0 PLAT 0.0 0.0 2.5 0.0 REDWHEAT 0.0 0.0 2.5 0.0 ROBUSTA 0.0 0.0 2.5 0.0 RUSSELL 0.0 0.0 2.5 0.0 SILVER-mini -0.0 0.0 2.5 -0.0 SOYBEAN 0.0 0.0 2.5 0.0 SOYMEAL 0.0 0.0 2.5 0.0 SOYOIL 0.0 0.0 2.5 0.0 SP400 0.0 0.0 2.5 0.0 SUGAR11 -0.0 0.0 2.5 -0.0 US10 -0.0 0.0 2.5 -0.0 US10U -0.0 0.0 2.5 -0.0 US20 -0.0 0.0 2.5 -0.0 US30 0.0 0.0 2.5 0.0 US5 -0.0 0.0 2.5 -0.0 VIX -0.0 0.0 2.5 -0.0 WHEAT 0.0 0.0 2.5 0.0 ================== Position diags ================== AUD 0.0 BITCOIN 0.0 BOBL 0.0 BTP 0.0 BUND 0.0 BUXL 0.0 CAC 0.0 CAD 0.0 CANOLA 0.0 CHF 0.0 COCOA 0.0 COFFEE 0.0 COPPER 0.0 CORN 0.0 COTTON2 0.0 CRUDE_W 0.0 DAX 0.0 DOW 0.0 EUR 0.0 EUROSTX 0.0 FEEDCOW 0.0 FTSE100 0.0 GASOIL 0.0 GBP 0.0 GOLD_micro 0.0 HEATOIL 0.0 JPY 0.0 LEANHOG 0.0 LIVECOW 0.0 MXP 0.0 NIKKEI 0.0 NZD 0.0 OAT 0.0 OJ 0.0 PALLAD 0.0 PLAT 0.0 REDWHEAT 0.0 ROBUSTA 0.0 RUSSELL 0.0 SILVER-mini 0.0 SOYBEAN 0.0 SOYMEAL 0.0 SOYOIL 0.0 SP400 0.0 SUGAR11 0.0 US10 0.0 US10U 0.0 US20 0.0 US30 0.0 US5 0.0 VIX 0.0 WHEAT 0.0 dtype: float64 =================================================================================================== Positions vs buffers =================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 0.0 0.0 0.0 0.0 0 BITCOIN -0.0 -0.0 0.0 0.0 0 BOBL 0.0 0.0 0.0 0.0 0 BTP 0.0 0.0 0.0 0.0 0 BUND 0.0 0.0 0.0 0.0 0 BUXL -0.0 -0.0 0.0 0.0 0 CAC 0.0 0.0 0.0 0.0 0 CAD 0.0 0.0 0.0 0.0 0 CANOLA 0.0 0.0 0.0 NaN 0 CHF -0.0 -0.0 0.0 0.0 0 COCOA -0.0 -0.0 0.0 0.0 0 COFFEE -0.0 -0.0 0.0 0.0 0 COPPER 0.0 0.0 0.0 0.0 0 CORN 0.0 0.0 0.0 0.0 0 COTTON2 0.0 0.0 0.0 0.0 0 CRUDE_W -0.0 -0.0 0.0 0.0 0 DAX 0.0 0.0 0.0 0.0 0 DOW 0.0 0.0 0.0 0.0 0 EUR -0.0 -0.0 0.0 0.0 0 EUROSTX -0.0 -0.0 0.0 0.0 0 FEEDCOW -0.0 -0.0 0.0 0.0 0 FTSE100 0.0 0.0 0.0 0.0 0 GASOIL -0.0 -0.0 0.0 0.0 0 GBP 0.0 0.0 0.0 0.0 0 GOLD_micro -0.0 -0.0 0.0 0.0 0 HEATOIL -0.0 -0.0 0.0 0.0 0 JPY -0.0 -0.0 0.0 0.0 0 LEANHOG -0.0 -0.0 0.0 0.0 0 LIVECOW 0.0 0.0 0.0 0.0 0 MXP 0.0 0.0 0.0 0.0 0 NIKKEI 0.0 0.0 0.0 0.0 0 NZD 0.0 0.0 0.0 0.0 0 OAT 0.0 0.0 0.0 0.0 0 OJ -0.0 -0.0 0.0 NaN 0 PALLAD -0.0 -0.0 0.0 0.0 0 PLAT 0.0 0.0 0.0 0.0 0 REDWHEAT 0.0 0.0 0.0 0.0 0 ROBUSTA 0.0 0.0 0.0 0.0 0 RUSSELL 0.0 0.0 0.0 0.0 0 SILVER-mini -0.0 -0.0 0.0 0.0 0 SOYBEAN 0.0 0.0 0.0 0.0 0 SOYMEAL 0.0 0.0 0.0 0.0 0 SOYOIL 0.0 0.0 0.0 0.0 0 SP400 0.0 0.0 0.0 0.0 0 SUGAR11 -0.0 -0.0 0.0 0.0 0 US10 -0.0 -0.0 0.0 NaN 0 US10U -0.0 -0.0 0.0 0.0 0 US20 -0.0 -0.0 0.0 0.0 0 US30 0.0 0.0 0.0 0.0 0 US5 -0.0 -0.0 0.0 0.0 0 VIX -0.0 -0.0 0.0 0.0 0 WHEAT 0.0 0.0 0.0 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 0.0 -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 -0.1 -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 0.3 0.0 -0.1 0.0 0.2 -0.3 -0.1 -0.1 -0.0 0.1 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 0.2 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 0.0 -0.0 -0.2 -0.1 -0.0 BTP 0.1 0.1 0.2 -0.0 0.0 0.0 0.1 -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 0.0 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 -0.0 0.0 -0.0 BUXL 0.1 0.1 -0.1 -0.0 0.0 0.0 0.1 -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 0.1 -0.1 CAC -0.0 -0.3 0.1 0.1 -0.0 0.1 -0.0 0.1 0.0 -0.0 0.3 -0.0 0.3 -0.0 0.2 -0.4 0.1 0.0 0.1 0.0 0.1 -0.0 0.2 -0.0 -0.4 1.7 0.0 0.0 0.1 0.0 0.1 0.0 1.2 0.2 0.1 -0.1 -0.1 CAD 0.2 0.2 0.3 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 0.1 0.3 0.2 0.0 CANOLA 0.0 0.1 -0.1 -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 -0.2 -0.2 0.0 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 0.2 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 0.0 -0.0 -0.1 -0.1 -0.2 0.3 0.2 0.1 0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -1.9 2.2 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -1.0 -0.1 -0.4 0.0 0.3 COPPER 0.2 -0.1 -0.2 0.0 -0.0 0.1 0.0 0.0 0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.2 -0.1 -0.0 -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 0.9 2.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.3 -0.3 0.1 -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 0.1 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 0.1 0.0 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 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -0.2 0.0 -0.2 -0.0 -0.2 0.3 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 -0.2 0.2 0.1 -0.0 0.1 -0.0 0.1 0.0 -0.0 0.3 -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 -1.0 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 -0.0 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 0.2 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 -0.2 -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 -0.0 -0.2 -0.0 EUROSTX -0.0 -0.2 0.2 0.1 -0.0 0.1 -0.0 0.1 0.0 -0.0 0.3 -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 -0.8 -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 0.2 0.2 0.0 0.2 0.0 -3.4 2.7 0.1 0.0 0.1 0.0 0.1 0.0 -2.7 0.0 -0.3 0.3 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 0.5 -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 0.1 0.0 0.2 0.1 -0.0 0.1 0.0 0.0 0.1 -0.0 0.3 0.0 0.1 0.0 0.3 -0.0 -0.1 -0.0 -0.0 0.1 0.1 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 0.0 0.1 0.2 GOLD_micro -0.2 -0.3 0.1 0.0 -0.0 0.1 0.0 0.0 0.0 -0.0 0.2 -0.1 0.1 -0.1 -0.1 -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 -0.0 -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 -0.4 -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 2.1 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 0.3 -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 0.0 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 0.0 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 1.0 2.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.8 -0.0 -0.3 -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 -0.0 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 1.1 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 -0.1 -0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.0 -0.4 -0.2 -0.2 PLAT -0.2 -0.3 0.0 0.0 -0.0 0.1 0.0 0.0 0.0 -0.0 -0.1 -0.0 0.1 -0.1 -0.2 -0.1 -0.1 -0.0 -0.0 -0.2 -0.1 -0.0 0.0 -0.0 0.7 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 -0.9 0.1 0.1 0.3 0.2 ROBUSTA -0.0 0.1 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 0.2 0.3 0.3 RUSSELL 0.1 0.3 0.0 0.1 -0.0 0.1 -0.0 0.1 0.0 -0.0 -0.1 0.0 -0.2 0.0 0.1 -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 -0.6 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 -0.5 -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 0.3 -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 0.0 -0.1 0.0 -0.1 0.0 1.4 -2.4 0.0 -0.0 -0.0 0.0 -0.0 0.0 2.7 0.0 0.4 0.3 -0.1 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 0.2 -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 0.1 0.7 0.5 0.2 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 -0.0 0.1 0.0 0.0 -0.1 0.0 -0.0 0.0 0.1 -0.2 -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 -0.5 0.0 0.4 0.1 -0.3 SUGAR11 -0.2 -0.3 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 2.4 -0.0 -0.4 0.0 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 0.3 2.3 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -1.8 -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 -0.0 -0.1 0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.0 -2.9 -0.1 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.2 -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 -0.0 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 0.1 -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 -0.0 -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 -0.2 -1.2 -0.4 -0.3 -0.3 -0.2 -0.1 -0.0 -0.2 -0.0 0.6 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 0.0 -0.1 0.0 -0.1 0.0 2.1 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 14.5 3.0 -0.6 3.3 -1.6 2.6 2.5 0.8 4.1 -13.7 -3.2 -3.2 -6.1 2.1 0.7 -2.6 -3.2 -3.1 -3.4 0.6 -2.6 -11.7 -5.6 -0.5 12.4 11.7 0.9 -10.8 -0.5 -5.4 -2.0 0.1 -0.7 -20.0 -4.6 -1.8 -14.3 BITCOIN 10.0 -5.2 9.8 1.9 -1.8 2.4 1.2 2.0 2.0 10.4 10.6 12.1 -5.7 7.6 8.8 -5.0 -3.0 -4.6 -3.9 7.2 7.2 19.9 2.2 13.5 -2.4 -18.1 2.6 6.2 2.2 9.2 1.5 6.1 -0.4 20.0 8.9 2.0 -3.3 BOBL -9.3 -6.9 -3.8 -0.0 3.6 0.1 2.3 -2.6 0.5 8.8 -4.0 -5.8 -11.9 -9.6 -2.0 -20.0 1.4 -9.1 -3.4 -7.2 -7.8 -1.4 -15.3 -7.3 11.4 10.8 -3.1 3.1 -2.3 -0.7 -6.3 -3.8 0.3 -12.3 -16.4 -7.9 -1.1 BTP 8.8 7.7 10.5 -0.0 3.6 0.1 2.3 -2.6 0.5 8.9 11.7 12.7 -5.0 13.7 13.3 7.1 11.2 8.5 9.8 10.7 6.7 11.4 -3.3 12.5 -9.6 11.4 5.5 3.8 4.4 5.3 0.1 5.9 19.5 1.3 19.9 20.0 8.0 BUND -0.8 -0.7 -0.8 -0.0 3.6 0.1 2.3 -2.6 0.5 12.1 -4.9 3.3 -12.5 -2.4 -0.1 7.2 11.5 7.7 9.0 -2.0 -5.7 7.3 -15.1 1.1 7.0 12.3 -0.4 7.7 -1.0 4.7 -6.0 0.8 18.8 2.9 -2.5 0.3 -0.8 BUXL 10.4 3.3 -5.4 -0.0 3.6 0.1 2.3 -2.6 0.5 13.6 -11.1 13.6 -14.1 7.3 -4.7 2.2 1.4 2.2 2.3 0.2 -8.2 16.6 -19.1 9.0 8.6 -10.8 1.6 11.5 -1.6 10.5 -6.6 5.9 4.7 19.9 10.4 4.6 -3.8 CAC -1.8 -18.7 8.4 3.5 -0.1 4.7 -1.6 4.3 1.0 -1.0 12.3 -0.4 13.4 -3.1 6.7 -4.4 3.1 1.1 2.5 1.2 10.9 -0.9 17.4 -2.5 -3.9 8.9 1.9 6.5 4.7 3.5 6.9 1.9 9.1 20.0 3.0 -7.1 -6.1 CAD 19.9 12.3 14.5 3.3 -1.6 2.6 2.5 0.8 4.1 -6.6 7.3 10.7 -7.4 13.6 13.1 -2.5 -2.3 -2.8 -2.7 13.6 5.7 9.3 -3.5 16.5 11.1 10.4 5.0 -2.1 2.5 3.2 -0.5 5.8 0.7 5.9 12.7 17.4 2.4 CANOLA 20.0 9.3 -9.5 -1.8 -5.2 -2.9 -0.4 -2.1 0.6 -1.1 -9.8 12.0 -13.6 11.0 -3.8 17.8 20.0 20.0 20.0 -0.9 -14.3 13.5 -15.6 13.8 20.0 13.2 -1.0 -0.7 -5.5 3.7 -5.9 3.6 20.0 20.0 20.0 11.4 -20.0 CHF 6.1 -12.3 7.3 3.3 -1.6 2.6 2.5 0.8 4.1 -6.1 9.7 7.5 9.6 -3.2 4.5 -15.5 -15.3 -15.8 -15.8 2.2 5.8 3.7 6.3 2.9 -3.4 -11.5 1.8 -0.1 3.6 2.4 3.0 2.1 -20.0 2.9 -11.7 -13.9 3.2 COCOA 10.5 5.2 18.1 -1.8 -5.2 -2.9 -0.4 -2.1 0.6 13.1 16.0 14.2 13.3 14.9 15.8 -1.3 -1.0 -0.3 -0.1 20.0 20.0 20.0 18.5 20.0 -20.0 -10.4 6.6 6.2 6.0 6.1 4.6 6.7 -17.0 20.0 20.0 20.0 20.0 COFFEE -13.9 -10.2 8.5 -1.8 -5.2 -2.9 -0.4 -2.1 0.6 -13.3 2.2 -14.7 -4.3 -13.8 -8.4 4.3 4.9 5.6 5.5 -9.1 -2.7 -20.0 -3.3 -18.8 -11.7 10.0 -1.0 -10.2 1.3 -9.5 0.2 -5.8 -7.2 -20.0 -20.0 0.5 19.0 COPPER 14.5 -6.3 -11.5 1.9 -1.8 2.4 1.2 2.0 2.0 -13.5 -2.2 -3.1 -4.3 3.4 -4.4 -2.6 -1.3 -2.3 -1.9 -4.9 -5.6 -9.0 -3.4 -1.6 7.6 11.1 -2.6 -8.7 -3.2 -3.8 -1.9 -1.1 2.6 -20.0 3.6 -10.6 -20.0 CORN 20.0 20.0 -1.2 -1.8 -5.2 -2.9 -0.4 -2.1 0.6 -11.5 -4.1 -1.9 -7.7 5.1 2.6 -3.7 11.9 0.8 6.9 6.3 -1.1 -3.9 -2.6 9.5 20.0 11.0 2.5 -4.9 -1.5 1.7 -2.3 5.0 0.9 13.4 20.0 20.0 2.4 COTTON2 -7.2 7.6 5.4 -1.8 -5.2 -2.9 -0.4 -2.1 0.6 -8.9 0.5 -9.9 -11.7 -3.2 3.1 9.5 7.4 6.1 4.3 -1.6 -2.9 -17.6 -7.0 -8.7 -7.7 12.0 -1.8 -8.5 -0.9 -10.2 -0.7 -6.1 -6.9 -20.0 -20.0 9.3 11.1 CRUDE_W 1.8 -2.6 -4.6 -3.9 -5.0 -5.1 -3.9 -2.5 -2.7 -6.4 -6.7 0.1 -8.4 -3.5 -7.4 4.0 9.8 6.1 7.5 -5.7 -6.4 -3.1 -3.0 -3.6 -15.8 10.8 -0.0 -0.9 -1.5 0.3 0.8 1.3 -11.9 15.4 7.7 7.2 14.7 DAX -3.6 -9.5 11.2 3.5 -0.1 4.7 -1.6 4.3 1.0 -9.3 13.7 -6.6 13.1 -2.3 9.4 -9.0 -7.2 -8.7 -8.5 4.4 12.8 -9.5 15.1 -3.4 -7.0 9.9 2.2 -3.8 6.3 -5.7 7.0 -2.2 -9.1 -10.0 -8.7 -2.6 -2.0 DOW 9.3 2.1 4.9 3.5 -0.1 4.7 -1.6 4.3 1.0 -10.7 4.7 2.3 4.9 5.6 8.8 -9.6 -6.9 -9.1 -8.5 4.7 3.5 -2.3 2.3 3.4 9.7 10.8 4.0 -1.1 3.0 1.4 2.4 4.1 -8.9 12.9 16.5 -0.8 -2.0 EUR 16.3 -11.6 4.1 3.3 -1.6 2.6 2.5 0.8 4.1 -3.0 9.8 9.3 3.8 1.1 1.6 -7.7 -8.5 -7.8 -8.1 2.3 3.6 7.7 2.0 6.6 -4.5 -11.1 1.7 1.0 1.9 4.1 0.7 3.7 -9.2 9.5 -1.0 -14.4 -3.3 EUROSTX -1.2 -11.1 11.1 3.5 -0.1 4.7 -1.6 4.3 1.0 -1.1 14.3 -0.1 14.3 1.7 11.1 -5.5 1.2 -4.1 -1.5 5.4 13.5 -0.9 17.4 0.4 -6.2 -8.5 2.8 3.3 6.5 -0.6 8.1 0.1 4.5 6.2 -4.3 -1.7 -2.3 FEEDCOW -20.0 -0.6 14.4 -1.8 -5.2 -2.9 -0.4 -2.1 0.6 12.4 13.1 2.0 12.6 6.0 10.3 -20.0 -20.0 -20.0 -20.0 14.3 19.4 8.9 15.9 5.9 -20.0 12.2 4.8 7.1 7.6 2.9 7.1 1.9 -20.0 8.2 -13.8 20.0 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 14.0 8.3 -16.5 -3.9 -5.0 -5.1 -3.9 -2.5 -2.7 -10.6 -10.8 3.4 -3.6 7.1 -4.7 4.9 18.2 6.5 11.8 -3.2 -10.5 0.3 -4.7 2.9 5.0 -15.4 -1.2 -2.5 -5.0 0.4 -3.6 1.8 0.1 13.5 15.1 11.0 4.4 GBP 13.2 1.1 14.2 3.3 -1.6 2.6 2.5 0.8 4.1 -9.6 14.2 6.5 4.6 9.3 13.0 -0.1 -1.7 -1.1 -1.5 12.3 11.6 3.9 5.1 11.3 -1.9 9.4 5.0 -3.5 4.0 1.6 0.4 4.7 2.1 -4.6 1.9 5.7 10.4 GOLD_micro -15.0 -20.0 4.9 1.9 -1.8 2.4 1.2 2.0 2.0 -13.6 6.1 -14.7 5.5 -15.6 -2.2 -15.0 -12.5 -14.1 -13.6 -11.0 1.9 -16.6 7.8 -17.7 -10.3 -13.8 -3.5 -3.4 0.9 -4.1 3.2 -5.2 -17.0 -17.5 -20.0 -20.0 1.7 HEATOIL 13.5 5.5 -15.5 -3.9 -5.0 -5.1 -3.9 -2.5 -2.7 -10.0 -11.9 2.0 -4.4 4.0 -6.9 3.0 20.0 5.1 12.0 -5.2 -11.3 -0.5 -5.0 0.7 -3.7 -13.6 1.1 -0.1 -2.6 3.4 -0.2 4.6 2.2 20.0 20.0 18.3 7.2 JPY -12.0 -20.0 -20.0 3.3 -1.6 2.6 2.5 0.8 4.1 -14.0 -9.9 -15.6 -10.4 -16.3 -16.2 -19.1 -15.5 -18.0 -17.1 -20.0 -20.0 -20.0 -19.2 -20.0 15.5 9.9 -5.9 -5.4 -4.1 -6.5 -3.7 -6.6 -20.0 -20.0 -20.0 -20.0 -20.0 LEANHOG 20.0 12.4 -17.0 -1.8 -5.2 -2.9 -0.4 -2.1 0.6 -12.2 -10.0 11.2 -12.1 10.5 -3.8 20.0 -20.0 11.9 -17.8 -3.6 -18.2 8.7 -19.1 10.3 20.0 -11.1 -4.9 -0.8 -8.0 0.3 -7.4 -0.8 -20.0 -13.5 8.1 -17.7 -20.0 LIVECOW -2.4 13.5 13.3 -1.8 -5.2 -2.9 -0.4 -2.1 0.6 11.7 13.3 2.9 12.9 9.3 11.8 20.0 17.5 20.0 20.0 20.0 19.5 10.3 14.0 15.1 -20.0 -10.0 5.9 4.1 5.3 3.6 4.2 4.9 20.0 13.3 20.0 20.0 20.0 MXP 14.7 13.1 20.0 3.3 -1.6 2.6 2.5 0.8 4.1 13.2 16.4 14.7 16.1 15.7 16.3 20.0 20.0 20.0 20.0 20.0 20.0 16.0 20.0 20.0 -20.0 9.7 6.4 2.9 6.7 3.8 6.7 5.5 20.0 2.3 11.5 20.0 15.3 NIKKEI 5.3 20.0 20.0 3.5 -3.6 4.6 -3.0 4.2 0.8 -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 -10.8 -9.1 6.0 -1.1 5.1 1.0 3.0 4.3 20.0 12.0 20.0 20.0 20.0 NZD 8.5 -5.5 -2.3 3.3 -1.6 2.6 2.5 0.8 4.1 -11.9 -0.6 0.2 -2.1 -4.3 -5.1 0.1 0.7 0.6 0.6 -3.2 -3.4 -5.1 -4.2 -1.7 6.5 10.8 -1.3 -9.2 -1.2 -3.4 -1.9 -1.0 6.1 -20.0 -14.7 -8.4 -13.8 OAT 1.9 2.1 1.6 -0.0 3.6 0.1 2.3 -2.6 0.5 12.4 -5.3 8.2 -12.1 4.2 3.1 7.6 11.7 9.5 10.7 0.3 -4.1 9.0 -13.3 3.8 4.7 12.7 1.1 8.3 -0.1 5.9 -5.9 2.6 20.0 4.6 2.1 4.5 -0.2 OJ -12.0 -4.0 7.5 -1.8 -5.2 -2.9 -0.4 -2.1 0.6 -3.2 12.4 -1.3 14.3 4.1 8.7 15.4 20.0 19.6 20.0 11.7 20.0 0.6 20.0 4.0 -20.0 -14.3 5.1 -0.7 9.5 0.2 12.9 2.0 20.0 -0.8 -20.0 17.2 20.0 PALLAD -11.2 -11.8 2.7 1.9 -1.8 2.4 1.2 2.0 2.0 -12.9 -15.0 -13.1 -15.1 -14.4 -13.2 -3.2 -2.6 -3.1 -3.0 -18.5 -19.7 -19.5 -20.0 -20.0 20.0 -11.1 -4.7 -6.0 -4.1 -6.1 -4.7 -6.1 0.4 -20.0 -20.0 -14.9 -12.8 PLAT -20.0 -20.0 0.8 1.9 -1.8 2.4 1.2 2.0 2.0 -13.1 -3.4 -15.0 3.0 -15.8 -9.6 -2.2 -1.8 -2.3 -2.2 -17.7 -4.9 -20.0 1.5 -20.0 4.1 11.2 -4.2 -4.0 -0.8 -6.1 0.6 -6.8 1.9 -20.0 -20.0 -20.0 -6.9 REDWHEAT 9.1 4.0 6.6 -1.8 -5.2 -2.9 -0.4 -2.1 0.6 -6.7 -3.6 4.5 -12.1 4.2 4.4 1.3 5.2 4.6 5.9 2.3 -1.9 2.2 -3.8 6.0 1.3 12.9 2.7 -6.3 -0.0 2.2 -0.4 4.7 -6.3 16.0 7.3 20.0 16.5 ROBUSTA -5.4 4.9 20.0 -1.8 -5.2 -2.9 -0.4 -2.1 0.6 -10.9 15.4 3.6 12.8 11.1 14.8 20.0 13.3 18.7 15.8 20.0 20.0 -2.5 20.0 13.6 -20.0 9.6 6.1 -4.6 6.7 -0.7 5.0 3.2 8.4 -18.7 12.9 20.0 20.0 RUSSELL 10.7 16.5 0.7 3.5 -0.1 4.7 -1.6 4.3 1.0 -1.6 -4.7 3.4 -8.1 7.1 2.2 -6.3 -5.2 -6.2 -6.0 6.1 0.7 -1.0 -4.4 5.3 16.7 10.0 3.2 1.1 1.2 0.7 -0.1 3.2 -5.3 6.0 15.9 12.4 -16.8 SILVER-mini -7.8 -19.6 5.8 1.9 -1.8 2.4 1.2 2.0 2.0 -6.1 3.5 -8.1 3.4 -12.0 -0.2 -6.6 -5.8 -6.6 -6.4 -8.6 0.5 -13.3 3.8 -14.5 -2.5 -11.3 -1.7 0.7 0.6 -0.9 1.0 -2.2 -5.2 -15.3 -4.2 -17.0 2.4 SOYBEAN 20.0 17.9 -8.0 -1.8 -5.2 -2.9 -0.4 -2.1 0.6 -9.7 -5.8 5.0 -7.9 6.2 0.6 9.9 20.0 17.2 20.0 3.8 -5.3 6.2 -5.3 13.4 9.7 -11.2 1.7 -1.8 -1.7 3.7 -1.5 5.3 20.0 20.0 20.0 20.0 -9.7 SOYMEAL 20.0 -7.0 -20.0 -1.8 -5.2 -2.9 -0.4 -2.1 0.6 -11.3 -2.9 -4.9 3.8 -3.7 -9.5 20.0 20.0 20.0 20.0 -3.6 -3.7 -3.1 2.0 1.2 -20.0 -12.0 0.9 -2.0 -0.5 4.2 1.6 4.8 20.0 20.0 20.0 11.8 -4.0 SOYOIL 20.0 20.0 -6.2 -1.8 -5.2 -2.9 -0.4 -2.1 0.6 2.4 -9.1 10.9 -9.4 10.6 2.7 9.1 10.8 7.2 7.4 6.9 -5.7 16.0 -7.4 18.0 18.7 12.9 2.9 1.8 -1.2 4.6 -1.9 5.9 -0.9 12.8 20.0 20.0 0.4 SP400 15.4 11.3 -1.7 3.5 -0.1 4.7 -1.6 4.3 1.0 5.3 -2.3 10.1 -0.9 10.5 2.9 -5.0 -4.9 -5.4 -5.4 6.6 1.6 5.5 -0.7 8.9 15.8 10.2 3.1 3.7 0.7 3.8 0.3 4.9 -4.5 18.8 20.0 6.8 -20.0 SUGAR11 -20.0 -20.0 13.3 -1.8 -5.2 -2.9 -0.4 -2.1 0.6 -14.0 12.7 -11.8 13.3 -7.7 8.5 2.2 20.0 7.5 15.7 5.8 19.7 -20.0 20.0 -12.3 -20.0 -10.5 2.7 -9.7 7.5 -7.0 8.7 -2.8 17.7 -20.0 -20.0 2.4 20.0 US10 -7.9 -18.0 -1.5 -0.0 3.6 0.1 2.3 -2.6 0.5 1.2 -1.8 -10.4 -10.1 -14.1 -5.9 -9.7 -7.1 -9.9 -9.5 -12.1 -8.2 -5.0 -11.5 -11.5 1.9 9.7 -4.7 -0.1 -2.1 -2.6 -2.2 -5.1 -13.3 -12.8 -20.0 -20.0 -6.3 US10U -3.2 -13.7 -0.4 -0.0 3.6 0.1 2.3 -2.6 0.5 8.8 -0.5 -6.0 -9.9 -12.2 -5.5 1.7 -0.5 -1.3 -1.8 -8.6 -6.8 -1.2 -11.3 -6.7 -0.3 -14.1 -4.5 0.6 -2.0 -1.8 -2.0 -4.6 -1.0 -8.6 -15.4 -20.0 -7.5 US20 2.0 -11.2 0.2 -0.0 3.6 0.1 2.3 -2.6 0.5 10.5 1.6 2.3 -8.2 -6.9 -4.7 -0.9 -1.4 -1.3 -1.9 -6.1 -6.0 2.1 -10.9 -2.7 -0.0 -12.3 -4.2 1.2 -2.2 -1.0 -2.7 -3.8 -1.8 -7.1 -8.2 -15.9 -6.5 US30 5.9 -7.7 -1.4 -0.0 3.6 0.1 2.3 -2.6 0.5 8.0 -1.9 9.1 -10.2 -3.8 -7.8 0.1 -0.8 -0.7 -0.9 -4.9 -7.1 3.2 -14.4 -0.2 -0.9 10.0 -4.0 1.1 -2.4 -0.4 -3.6 -2.8 -0.3 -7.9 -3.6 -10.7 -10.0 US5 -12.0 -20.0 -4.4 -0.0 3.6 0.1 2.3 -2.6 0.5 -4.0 -3.1 -12.3 -10.5 -15.1 -6.8 -15.1 -8.7 -13.2 -11.9 -15.9 -10.2 -8.9 -12.9 -16.3 4.1 10.8 -4.8 -0.7 -2.3 -3.2 -2.6 -5.5 -16.6 -17.0 -20.0 -20.0 -6.7 VIX -20.0 -20.0 -20.0 -5.0 -3.9 -4.2 -4.3 -3.7 -5.2 -14.0 -16.7 -15.8 -15.7 -16.7 -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 -4.0 -5.4 -4.8 -4.9 -6.3 NaN NaN NaN NaN NaN WHEAT 20.0 20.0 6.3 -1.8 -5.2 -2.9 -0.4 -2.1 0.6 -8.0 -10.1 5.2 -14.8 7.0 0.9 -10.3 -10.1 -11.6 -11.5 4.2 -7.0 6.1 -11.1 13.5 14.3 11.9 2.4 -5.2 -1.6 2.9 -2.5 5.5 -20.0 20.0 20.0 20.0 2.6 End of report for caleb_strategy_v1 ******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20230628_205442 produced at 2023-06-28 21:40:03.473980 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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_v3 EURIBOR-ICE False False 0.10 0.00 -0.81 0.0 0.96 -0.96 0.00 0.00 -8.42 10.0 0 0 caleb_strategy_v3 SOFR False True 0.09 0.00 -0.47 0.0 0.00 0.00 0.00 0.00 -5.34 11.0 0 0 caleb_strategy_v3 US2 False True 0.07 0.00 -0.33 0.0 0.00 0.00 0.00 0.00 -4.51 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.11 -0.19 0.0 0.11 -0.11 -0.11 -0.11 -29.14 17.0 -17 -17 caleb_strategy_v3 JPY False False 0.03 -0.35 -0.18 0.0 0.54 -0.54 -0.35 -0.35 -5.82 17.0 -11 -11 caleb_strategy_v3 GOLD_micro False False 0.01 -0.10 -0.17 0.0 0.39 -0.39 -0.10 -0.10 -25.17 56.0 -15 -15 caleb_strategy_v3 CHF False False 0.05 -0.15 -0.15 0.0 0.66 -0.66 -0.15 -0.15 -2.94 13.0 -3 -3 caleb_strategy_v3 US5 False False 0.04 -0.35 -0.11 0.0 0.97 -0.97 -0.35 -0.35 -2.79 25.0 -9 -9 caleb_strategy_v3 COPPER False False 0.03 0.00 -0.10 0.0 0.20 -0.20 0.00 0.00 -3.11 6.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -1.67 24.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.04 0.00 -0.07 0.0 0.36 -0.36 0.00 0.00 -1.53 8.0 0 0 caleb_strategy_v3 US10 False False 0.04 0.00 -0.06 0.0 0.70 -0.70 0.00 0.00 -1.45 17.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 -0.05 0.0 0.06 -0.06 0.00 0.00 -3.86 5.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 -0.07 -0.05 0.0 0.15 -0.15 -0.07 -0.07 -4.32 13.0 -6 -6 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 -0.04 0.0 0.00 -0.00 0.00 0.00 -1.75 0.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 0.00 -0.04 0.0 0.06 -0.06 0.00 0.00 -18.43 26.0 0 0 caleb_strategy_v3 BOBL False False 0.05 0.00 -0.04 0.0 0.88 -0.88 0.00 0.00 -0.78 19.0 0 0 caleb_strategy_v3 AUD False False 0.02 0.00 -0.03 0.0 0.45 -0.45 0.00 0.00 -1.18 19.0 0 0 caleb_strategy_v3 PALLAD False False 0.05 0.00 -0.03 0.0 0.09 -0.09 0.00 0.00 -0.60 2.0 0 0 caleb_strategy_v3 PLAT False False 0.02 0.00 -0.03 0.0 0.17 -0.17 0.00 0.00 -1.69 10.0 0 0 caleb_strategy_v3 EUR False False 0.05 -0.20 -0.02 0.0 0.69 -0.69 -0.20 -0.20 -0.48 14.0 -4 -4 caleb_strategy_v3 US10U False False 0.04 -0.56 -0.02 0.0 0.56 -0.56 -0.56 -0.56 -0.41 13.0 -13 -13 caleb_strategy_v3 US20 False False 0.05 0.00 -0.01 0.0 0.42 -0.42 0.00 0.00 -0.24 9.0 0 0 caleb_strategy_v3 US30 False False 0.05 0.00 -0.01 0.0 0.30 -0.30 0.00 0.00 -0.11 6.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 0.00 -0.01 0.0 0.23 -0.23 0.00 0.00 -1.61 68.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.00 -0.01 0.0 0.46 -0.46 0.00 0.00 -0.39 21.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.01 0.0 0.02 -0.02 0.00 0.00 -2.17 3.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 0.00 -0.01 0.0 0.11 -0.11 0.00 0.00 -0.60 9.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 0.00 -0.01 0.0 0.16 -0.16 0.00 0.00 -0.55 11.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.01 0.0 0.13 -0.13 0.00 0.00 -0.36 5.0 0 0 caleb_strategy_v3 COFFEE False False 0.02 0.00 -0.01 0.0 0.13 -0.13 0.00 0.00 -0.30 6.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.01 0.0 0.41 -0.41 0.00 0.00 -1.85 66.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.62 2.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 -0.00 0.0 0.37 -0.37 0.00 0.00 -0.03 58.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.07 8.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.22 0.00 0.0 0.25 -0.25 0.22 0.22 0.23 23.0 20 20 caleb_strategy_v3 SOYOIL False False 0.01 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.40 10.0 0 0 caleb_strategy_v3 SP400 False False 0.09 0.09 0.00 0.0 0.19 -0.19 0.09 0.19 0.02 2.0 1 2 caleb_strategy_v3 BUXL False False 0.06 0.00 0.00 0.0 0.22 -0.22 0.00 0.00 0.08 4.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.05 0.01 0.0 0.16 -0.16 0.05 0.05 0.56 7.0 2 2 caleb_strategy_v3 SMI False False 0.05 0.00 0.01 0.0 0.41 -0.41 0.00 0.00 0.18 9.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.00 0.01 0.0 0.38 -0.38 0.00 0.00 1.84 48.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.03 0.01 0.0 0.16 -0.16 0.03 0.03 1.03 18.0 3 3 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 0.01 0.0 0.12 -0.12 0.00 0.00 0.59 9.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.05 0.01 0.0 0.12 -0.12 0.05 0.05 0.87 12.0 5 5 caleb_strategy_v3 ROBUSTA False False 0.01 0.02 0.01 0.0 0.22 -0.22 0.02 0.02 1.52 23.0 2 2 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.02 0.0 0.10 -0.10 0.00 0.00 0.84 4.0 0 0 caleb_strategy_v3 BITCOIN False False 0.00 -0.00 0.02 0.0 0.07 -0.07 -0.00 -0.00 20.75 59.0 -3 -1 caleb_strategy_v3 BUND False False 0.05 0.21 0.02 0.0 0.53 -0.53 0.21 0.21 0.44 10.0 4 4 caleb_strategy_v3 HEATOIL False False 0.04 0.00 0.02 0.0 0.11 -0.11 0.00 0.00 0.51 3.0 0 0 caleb_strategy_v3 COCOA False False 0.01 0.00 0.02 0.0 0.31 -0.31 0.00 0.00 1.55 26.0 0 0 caleb_strategy_v3 OJ False False 0.01 0.00 0.03 0.0 0.04 -0.04 0.00 0.00 2.19 3.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.04 0.0 0.20 -0.20 0.00 0.00 9.98 51.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 -0.02 0.05 0.0 0.35 -0.35 -0.02 0.00 3.09 20.0 -1 0 caleb_strategy_v3 CAD False False 0.03 0.00 0.05 0.0 0.79 -0.79 0.00 0.00 1.89 29.0 0 0 caleb_strategy_v3 GBP False False 0.03 0.29 0.06 0.0 0.63 -0.63 0.29 0.29 2.04 22.0 10 10 caleb_strategy_v3 CAC False False 0.03 0.00 0.06 0.0 0.35 -0.35 0.00 0.00 2.17 12.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.04 0.07 0.0 0.15 -0.15 0.04 0.04 1.85 4.0 1 1 caleb_strategy_v3 RICE False False 0.01 0.00 0.07 0.0 0.05 -0.05 0.00 0.00 6.07 4.0 0 0 caleb_strategy_v3 OAT False False 0.05 0.00 0.10 0.0 0.51 -0.51 0.00 0.00 1.99 10.0 0 0 caleb_strategy_v3 BTP False False 0.05 0.19 0.11 0.0 0.46 -0.46 0.19 0.19 2.37 10.0 4 4 caleb_strategy_v3 LIVECOW False False 0.03 0.00 0.17 0.0 0.43 -0.43 0.00 0.00 6.74 17.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.11 0.47 0.0 0.30 -0.30 0.11 0.24 56.94 36.0 13 29 caleb_strategy_v3 MXP False False 0.01 0.00 0.97 0.0 0.63 -0.63 0.00 0.00 92.69 60.0 0 0 caleb_strategy_v3 JGB-SGX-mini False False 0.04 0.00 2.98 0.0 0.60 -0.60 0.00 0.00 79.81 16.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 20.7 Shocked risk 59.8 Sum abs risk 61.8 Leverage 7.91 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3000000.0, 'annual_cash_vol_target': 750000.0, 'daily_cash_vol_target': 46875.0} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0047 0.6622 0.7160 11.4561 BITCOIN 884.8119 30570.0000 2.8944 46.3101 BOBL 0.3360 116.2700 0.2890 4.6241 BTP 0.6811 117.1000 0.5816 9.3060 BUND 0.6608 134.7400 0.4904 7.8463 BUXL 1.4575 140.9200 1.0343 16.5483 CAC 54.8895 7306.0000 0.7513 12.0207 CAD 0.0031 0.7554 0.4072 6.5146 CANOLA 8.9629 700.3000 1.2799 20.4778 CHF 0.0052 1.1249 0.4602 7.3638 COCOA 35.4357 3343.0000 1.0600 16.9599 COFFEE 3.3028 161.4000 2.0463 32.7414 COPPER 0.0427 3.7255 1.1472 18.3545 CORN 12.5658 537.7500 2.3367 37.3879 COTTON2 1.3028 78.2200 1.6655 26.6482 CRUDE_W 1.2640 69.4100 1.8210 29.1361 DAX 115.1124 16066.0000 0.7165 11.4640 DOW 210.8119 34026.0000 0.6196 9.9130 EUR 0.0052 1.0964 0.4773 7.6366 EURIBOR-ICE 0.0644 96.9850 0.0664 1.0617 EUROSTX 36.2208 4371.0000 0.8287 13.2586 FEEDCOW 1.9098 246.0250 0.7762 12.4199 GASOIL 12.6873 691.7500 1.8341 29.3453 GASOLINE 0.0415 2.3927 1.7340 27.7445 GAS_US_mini 0.0988 2.6550 3.7208 59.5323 GBP 0.0069 1.2650 0.5474 8.7587 GOLD_micro 12.8226 1920.3000 0.6677 10.6838 HEATOIL 0.0410 2.3818 1.7221 27.5537 JGB-SGX-mini 0.2201 148.6800 0.1480 2.3682 JPY 0.0000 0.0070 0.5969 9.5511 LEANHOG 1.3564 79.4000 1.7083 27.3335 LIVECOW 1.1845 173.8250 0.6814 10.9026 LUMBER-new 9.2062 553.0000 1.6648 26.6365 MILK 0.2242 16.2000 1.3840 22.1445 MXP 0.0003 0.0577 0.5767 9.2276 NASDAQ_micro 131.5079 15101.2500 0.8708 13.9335 NIKKEI 308.4521 32820.0000 0.9398 15.0373 NZD 0.0045 0.6078 0.7459 11.9336 OAT 0.6569 129.4800 0.5073 8.1171 OATIES 6.1555 408.0000 1.5087 24.1390 OJ 4.3971 256.7500 1.7126 27.4017 PALLAD 26.8415 1255.5000 2.1379 34.2066 PLAT 14.3074 921.2000 1.5531 24.8499 REDWHEAT 16.3238 807.5000 2.0215 32.3443 RICE 0.1355 15.8250 0.8560 13.6956 ROBUSTA 39.5244 2612.0000 1.5132 24.2110 RUSSELL 20.2532 1871.4000 1.0823 17.3160 SHATZ 0.1110 105.0400 0.1057 1.6907 SILVER-mini 0.3249 22.9875 1.4133 22.6131 SMI 75.6254 11234.0000 0.6732 10.7709 SOFR 0.0699 96.8100 0.0722 1.1548 SOYBEAN 20.2305 1265.2500 1.5989 25.5829 SOYMEAL 8.4085 379.3000 2.2169 35.4697 SOYOIL 1.1173 55.8500 2.0005 32.0081 SP400 23.5144 2593.3000 0.9067 14.5078 SP500_micro 26.7337 4412.7500 0.6058 9.6933 SUGAR11 0.3953 22.6100 1.7485 27.9753 US10 0.4422 113.2344 0.3905 6.2486 US10U 0.5921 119.5000 0.4955 7.9276 US2 0.1259 102.0078 0.1234 1.9743 US20 0.8104 128.2188 0.6320 10.1124 US30 1.1880 137.4688 0.8642 13.8277 US5 0.2989 107.8359 0.2772 4.4353 VIX 0.4767 17.8000 2.6778 42.8453 WHEAT 15.5596 686.0000 2.2682 36.2906 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 662.15 0.72 474.10 1.00 474.10 46875.0 98.87 -3.66 -36.21 BITCOIN 30.57 2.89 88.48 1.00 88.48 46875.0 529.77 3.26 172.57 BOBL 1162.70 0.29 336.03 1.09 366.94 46875.0 127.75 -6.55 -83.69 BTP 1171.00 0.58 681.09 1.09 743.75 46875.0 63.03 12.07 76.06 BUND 1347.40 0.49 660.76 1.09 721.54 46875.0 64.96 7.36 47.82 BUXL 1409.20 1.03 1457.49 1.09 1591.58 46875.0 29.45 2.92 8.59 CAC 730.60 0.75 548.89 1.09 599.39 46875.0 78.20 8.51 66.56 CAD 755.45 0.41 307.59 1.00 307.59 46875.0 152.39 3.81 58.05 CANOLA 140.06 1.28 179.26 0.76 136.58 46875.0 343.20 13.88 476.44 CHF 1406.12 0.46 647.15 1.00 647.15 46875.0 72.43 -12.47 -90.34 COCOA 334.30 1.06 354.36 1.00 354.36 46875.0 132.28 6.34 83.82 COFFEE 605.25 2.05 1238.54 1.00 1238.54 46875.0 37.85 -7.78 -29.45 COPPER 931.38 1.15 1068.43 1.00 1068.43 46875.0 43.87 -5.89 -25.84 CORN 268.88 2.34 628.29 1.00 628.29 46875.0 74.61 5.55 41.44 COTTON2 391.10 1.67 651.38 1.00 651.38 46875.0 71.96 -4.15 -29.85 CRUDE_W 694.10 1.82 1263.96 1.00 1263.96 46875.0 37.09 -0.80 -2.96 DAX 160.66 0.72 115.11 1.09 125.70 46875.0 372.90 -0.02 -0.87 DOW 170.13 0.62 105.41 1.00 105.41 46875.0 444.71 -1.87 -83.00 EUR 1370.56 0.48 654.15 1.00 654.15 46875.0 71.66 -2.05 -14.70 EURIBOR-ICE 2424.62 0.07 160.89 1.09 175.69 46875.0 266.80 -10.12 -270.06 EUROSTX 437.10 0.83 362.21 1.09 395.53 46875.0 118.51 7.99 94.71 FEEDCOW 1230.12 0.78 954.88 1.00 954.88 46875.0 49.09 -9.13 -44.83 GASOIL 691.75 1.83 1268.73 1.00 1268.73 46875.0 36.95 4.63 17.11 GASOLINE 1004.93 1.73 1742.58 1.00 1742.58 46875.0 26.90 14.02 37.71 GAS_US_mini 66.37 3.72 246.97 1.00 246.97 46875.0 189.80 -7.93 -150.49 GBP 790.62 0.55 432.80 1.00 432.80 46875.0 108.31 5.81 62.88 GOLD_micro 192.03 0.67 128.23 1.00 128.23 46875.0 365.57 -18.17 -664.36 HEATOIL 1000.36 1.72 1722.72 1.00 1722.72 46875.0 27.21 3.86 10.50 JGB-SGX-mini 148680.00 0.15 22006.40 0.01 153.51 46875.0 305.36 20.00 610.72 JPY 877.00 0.60 523.52 1.00 523.52 46875.0 89.54 -20.00 -179.08 LEANHOG 317.60 1.71 542.57 1.00 542.57 46875.0 86.39 -8.00 -69.08 LIVECOW 695.30 0.68 473.78 1.00 473.78 46875.0 98.94 20.00 197.87 LUMBER-new 152.08 1.66 253.17 1.00 253.17 46875.0 185.15 -6.52 -120.69 MILK 324.00 1.38 448.43 1.00 448.43 46875.0 104.53 -20.00 -209.06 MXP 288.50 0.58 166.38 1.00 166.38 46875.0 281.73 20.00 563.45 NASDAQ_micro 302.03 0.87 263.02 1.00 263.02 46875.0 178.22 0.58 10.33 NIKKEI 32820.00 0.94 30845.21 0.01 215.16 46875.0 217.86 20.00 435.72 NZD 607.85 0.75 453.37 1.00 453.37 46875.0 103.39 -1.17 -12.10 OAT 1294.80 0.51 656.87 1.09 717.31 46875.0 65.35 9.75 63.69 OATIES 204.00 1.51 307.77 1.00 307.77 46875.0 152.30 1.94 29.48 OJ 385.12 1.71 659.57 1.00 659.57 46875.0 71.07 16.71 118.76 PALLAD 1255.50 2.14 2684.15 1.00 2684.15 46875.0 17.46 -9.13 -15.94 PLAT 460.60 1.55 715.37 1.00 715.37 46875.0 65.53 -6.82 -44.67 REDWHEAT 403.75 2.02 816.19 1.00 816.19 46875.0 57.43 1.09 6.27 RICE 316.50 0.86 270.92 1.00 270.92 46875.0 173.02 16.75 289.74 ROBUSTA 261.20 1.51 395.24 1.00 395.24 46875.0 118.60 12.77 151.46 RUSSELL 93.57 1.08 101.27 1.00 101.27 46875.0 462.89 -1.10 -50.72 SHATZ 1050.40 0.11 110.99 1.09 121.20 46875.0 386.74 -4.66 -180.31 SILVER-mini 574.69 1.41 812.22 1.00 812.22 46875.0 57.71 -8.00 -46.15 SMI 1123.40 0.67 756.25 1.12 844.24 46875.0 55.52 1.01 5.63 SOFR 2420.25 0.07 174.69 1.00 174.69 46875.0 268.34 -3.43 -92.05 SOYBEAN 632.62 1.60 1011.52 1.00 1011.52 46875.0 46.34 15.21 70.49 SOYMEAL 379.30 2.22 840.85 1.00 840.85 46875.0 55.75 13.21 73.63 SOYOIL 335.10 2.00 670.37 1.00 670.37 46875.0 69.92 7.17 50.14 SP400 2593.30 0.91 2351.44 1.00 2351.44 46875.0 19.93 0.27 0.54 SP500_micro 220.64 0.61 133.67 1.00 133.67 46875.0 350.68 2.35 82.41 SUGAR11 253.23 1.75 442.77 1.00 442.77 46875.0 105.87 5.33 56.46 US10 1132.34 0.39 442.22 1.00 442.22 46875.0 106.00 -11.29 -119.68 US10U 1195.00 0.50 592.09 1.00 592.09 46875.0 79.17 -4.26 -33.73 US2 2040.16 0.12 251.74 1.00 251.74 46875.0 186.21 -20.00 -372.41 US20 1282.19 0.63 810.37 1.00 810.37 46875.0 57.84 -3.36 -19.46 US30 1374.69 0.86 1188.05 1.00 1188.05 46875.0 39.46 -2.36 -9.32 US5 1078.36 0.28 298.93 1.00 298.93 46875.0 156.81 -14.69 -230.33 VIX 178.00 2.68 476.65 1.00 476.65 46875.0 98.34 -20.00 -196.68 WHEAT 343.00 2.27 777.98 1.00 777.98 46875.0 60.25 -8.69 -52.35 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -36.209 0.013 2.5 -1.177 BITCOIN 172.572 0.048 2.5 20.754 BOBL -83.686 0.004 2.5 -0.776 BTP 76.060 0.012 2.5 2.373 BUND 47.817 0.004 2.5 0.443 BUXL 8.587 0.004 2.5 0.080 CAC 66.555 0.013 2.5 2.174 CAD 58.051 0.013 2.5 1.887 CANOLA 476.436 0.008 2.5 9.981 CHF -90.343 0.013 2.5 -2.937 COCOA 83.823 0.007 2.5 1.546 COFFEE -29.448 0.004 2.5 -0.296 COPPER -25.837 0.048 2.5 -3.107 CORN 41.436 0.008 2.5 0.868 COTTON2 -29.849 0.007 2.5 -0.551 CRUDE_W -2.959 0.049 2.5 -0.362 DAX -0.874 0.013 2.5 -0.029 DOW -83.004 0.009 2.5 -1.854 EUR -14.700 0.013 2.5 -0.478 EURIBOR-ICE -270.063 0.012 2.5 -8.425 EUROSTX 94.708 0.013 2.5 3.094 FEEDCOW -44.829 0.014 2.5 -1.528 GASOIL 17.110 0.020 2.5 0.839 GASOLINE 37.707 0.020 2.5 1.849 GAS_US_mini -150.492 0.049 2.5 -18.432 GBP 62.880 0.013 2.5 2.044 GOLD_micro -664.361 0.015 2.5 -25.166 HEATOIL 10.503 0.020 2.5 0.515 JGB-SGX-mini 610.723 0.052 2.5 79.811 JPY -179.076 0.013 2.5 -5.821 LEANHOG -69.084 0.025 2.5 -4.319 LIVECOW 197.875 0.014 2.5 6.745 LUMBER-new -120.690 0.007 2.5 -2.172 MILK -209.065 0.007 2.5 -3.857 MXP 563.454 0.066 2.5 92.695 NASDAQ_micro 10.329 0.009 2.5 0.231 NIKKEI 435.718 0.052 2.5 56.941 NZD -12.101 0.013 2.5 -0.393 OAT 63.695 0.012 2.5 1.987 OATIES 29.478 0.008 2.5 0.618 OJ 118.755 0.007 2.5 2.191 PALLAD -15.942 0.015 2.5 -0.604 PLAT -44.667 0.015 2.5 -1.692 REDWHEAT 6.268 0.005 2.5 0.072 RICE 289.739 0.008 2.5 6.070 ROBUSTA 151.458 0.004 2.5 1.524 RUSSELL -50.716 0.013 2.5 -1.615 SHATZ -180.309 0.004 2.5 -1.672 SILVER-mini -46.145 0.015 2.5 -1.748 SMI 5.633 0.013 2.5 0.184 SOFR -92.046 0.023 2.5 -5.344 SOYBEAN 70.486 0.003 2.5 0.565 SOYMEAL 73.631 0.003 2.5 0.590 SOYOIL 50.136 0.003 2.5 0.402 SP400 0.544 0.013 2.5 0.017 SP500_micro 82.413 0.009 2.5 1.840 SUGAR11 56.457 0.007 2.5 1.034 US10 -119.675 0.005 2.5 -1.449 US10U -33.734 0.005 2.5 -0.408 US2 -372.411 0.005 2.5 -4.508 US20 -19.462 0.005 2.5 -0.236 US30 -9.320 0.005 2.5 -0.113 US5 -230.327 0.005 2.5 -2.788 VIX -196.684 0.059 2.5 -29.144 WHEAT -52.352 0.005 2.5 -0.598 ===================== Position diags ===================== AUD 3.21 BITCOIN 63.71 BOBL 1.18 BTP 1.97 BUND 0.60 BUXL 0.27 CAC 2.55 CAD 4.95 CANOLA 7.19 CHF 2.35 COCOA 2.44 COFFEE 0.38 COPPER 5.28 CORN 1.56 COTTON2 1.33 CRUDE_W 4.54 DAX 12.18 DOW 9.93 EUR 2.33 EURIBOR-ICE 8.32 EUROSTX 3.87 FEEDCOW 1.67 GASOIL 1.81 GASOLINE 1.32 GAS_US_mini 23.25 GBP 3.52 GOLD_micro 13.85 HEATOIL 1.33 JGB-SGX-mini 39.91 JPY 2.91 LEANHOG 5.40 LIVECOW 3.37 LUMBER-new 3.33 MILK 1.93 MXP 46.35 NASDAQ_micro 3.98 NIKKEI 28.47 NZD 3.36 OAT 2.04 OATIES 3.19 OJ 1.31 PALLAD 0.66 PLAT 2.48 REDWHEAT 0.66 RICE 3.62 ROBUSTA 1.19 RUSSELL 14.74 SHATZ 3.59 SILVER-mini 2.19 SMI 1.81 SOFR 15.58 SOYBEAN 0.37 SOYMEAL 0.45 SOYOIL 0.56 SP400 0.63 SP500_micro 7.83 SUGAR11 1.94 US10 1.28 US10U 0.96 US2 2.25 US20 0.70 US30 0.48 US5 1.90 VIX 14.57 WHEAT 0.69 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -1.2 -1.5 -0.9 NaN 0 BITCOIN 20.8 14.4 27.1 -3.0 -3 BOBL -0.8 -0.9 -0.7 NaN 0 BTP 2.4 2.2 2.6 4.0 4 BUND 0.4 0.4 0.5 4.0 4 BUXL 0.1 0.1 0.1 NaN 0 CAC 2.2 1.9 2.4 NaN 0 CAD 1.9 1.4 2.4 NaN 0 CANOLA 10.0 9.3 10.7 NaN 0 CHF -2.9 -3.2 -2.7 -3.0 -3 COCOA 1.5 1.3 1.8 NaN 0 COFFEE -0.3 -0.3 -0.3 NaN 0 COPPER -3.1 -3.6 -2.6 NaN 0 CORN 0.9 0.7 1.0 5.0 5 COTTON2 -0.6 -0.7 -0.4 NaN 0 CRUDE_W -0.4 -0.8 0.1 NaN 0 DAX -0.0 -1.2 1.2 NaN 0 DOW -1.9 -2.8 -0.9 NaN 0 EUR -0.5 -0.7 -0.2 -4.0 -4 EURIBOR-ICE -8.4 -9.3 -7.6 NaN 0 EUROSTX 3.1 2.7 3.5 -1.0 -1 FEEDCOW -1.5 -1.7 -1.4 NaN 0 GASOIL 0.8 0.7 1.0 0.0 0 GASOLINE 1.8 1.7 2.0 1.0 1 GAS_US_mini -18.4 -20.8 -16.1 NaN 0 GBP 2.0 1.7 2.4 10.0 10 GOLD_micro -25.2 -26.6 -23.8 -15.0 -15 HEATOIL 0.5 0.4 0.6 0.0 0 JGB-SGX-mini 79.8 75.8 83.8 NaN 0 JPY -5.8 -6.1 -5.5 -11.0 -11 LEANHOG -4.3 -4.9 -3.8 -6.0 -6 LIVECOW 6.7 6.4 7.1 NaN 0 LUMBER-new -2.2 -2.5 -1.8 NaN 0 MILK -3.9 -4.0 -3.7 NaN 0 MXP 92.7 88.1 97.3 NaN 0 NASDAQ_micro 0.2 -0.2 0.6 20.0 20 NIKKEI 56.9 54.1 59.8 13.0 13 NZD -0.4 -0.7 -0.1 NaN 0 OAT 2.0 1.8 2.2 NaN 0 OATIES 0.6 0.3 0.9 NaN 0 OJ 2.2 2.1 2.3 NaN 0 PALLAD -0.6 -0.7 -0.5 NaN 0 PLAT -1.7 -1.9 -1.4 NaN 0 REDWHEAT 0.1 0.0 0.1 NaN 0 RICE 6.1 5.7 6.4 NaN 0 ROBUSTA 1.5 1.4 1.6 2.0 2 RUSSELL -1.6 -3.1 -0.1 NaN 0 SHATZ -1.7 -2.0 -1.3 NaN 0 SILVER-mini -1.7 -2.0 -1.5 NaN 0 SMI 0.2 0.0 0.4 NaN 0 SOFR -5.3 -6.9 -3.8 NaN 0 SOYBEAN 0.6 0.5 0.6 2.0 2 SOYMEAL 0.6 0.5 0.6 NaN 0 SOYOIL 0.4 0.3 0.5 NaN 0 SP400 0.0 -0.0 0.1 1.0 1 SP500_micro 1.8 1.1 2.6 NaN 0 SUGAR11 1.0 0.8 1.2 3.0 3 US10 -1.4 -1.6 -1.3 NaN 0 US10U -0.4 -0.5 -0.3 -13.0 -13 US2 -4.5 -4.7 -4.3 NaN 0 US20 -0.2 -0.3 -0.2 NaN 0 US30 -0.1 -0.2 -0.1 NaN 0 US5 -2.8 -3.0 -2.6 -9.0 -9 VIX -29.1 -30.6 -27.7 -17.0 -17 WHEAT -0.6 -0.7 -0.5 NaN 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 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 BITCOIN 2.5 2.5 2.5 0.8 1.3 2.1 0.8 2.8 0.8 1.3 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.3 2.1 0.8 5.3 0.8 1.3 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 BOBL 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 BTP 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 BUND 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 BUXL 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 CAC 2.5 2.5 2.5 0.8 1.3 2.1 0.8 2.8 0.8 1.3 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.3 2.1 0.8 5.3 0.8 1.3 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 CAD 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 CANOLA 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 CHF 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 COCOA 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 COFFEE 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 COPPER 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.3 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 CORN 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 COTTON2 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 CRUDE_W 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 DAX 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 DOW 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.3 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 EUR 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 EURIBOR-ICE 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 EUROSTX 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 FEEDCOW 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 GASOIL 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 GASOLINE 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 GAS_US_mini 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 GBP 2.5 2.5 2.5 0.8 1.3 2.1 0.8 2.8 0.8 1.3 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.3 2.1 0.8 5.3 0.8 1.3 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 GOLD_micro 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 HEATOIL 2.5 2.5 2.5 0.8 1.3 2.1 0.8 2.8 0.8 1.3 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.3 2.1 0.8 5.3 0.8 1.3 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 JGB-SGX-mini 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 JPY 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 LEANHOG 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 LIVECOW 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 LUMBER-new 2.7 2.7 2.6 0.9 1.4 2.3 0.9 3.0 0.9 1.4 2.0 0.9 1.1 0.9 0.9 6.4 6.4 6.4 6.4 0.9 0.9 1.4 2.3 0.9 0.0 0.9 1.4 2.3 0.9 3.0 0.9 17.1 3.6 2.7 2.6 2.5 1.4 1.4 1.4 1.4 MILK 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 MXP 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 NASDAQ_micro 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.3 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 NIKKEI 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 NZD 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 OAT 2.5 2.5 2.5 0.8 1.3 2.1 0.8 2.8 0.8 1.3 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.3 2.1 0.8 5.3 0.8 1.3 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 OATIES 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 OJ 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 PALLAD 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 PLAT 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 REDWHEAT 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 RICE 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 ROBUSTA 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 RUSSELL 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 SHATZ 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 SILVER-mini 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 SMI 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 SOFR 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 SOYBEAN 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 SOYMEAL 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 SOYOIL 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 SP400 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.3 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 SP500_micro 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.3 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 SUGAR11 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 US10 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 US10U 2.5 2.5 2.5 0.8 1.3 2.1 0.8 2.8 0.8 1.3 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.3 2.1 0.8 5.3 0.8 1.3 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 US2 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.3 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 US20 2.5 2.5 2.5 0.8 1.3 2.1 0.8 2.8 0.8 1.3 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.3 2.1 0.8 5.3 0.8 1.3 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 US30 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 US5 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 VIX 3.8 3.8 3.8 1.3 1.9 3.2 1.3 4.2 1.3 1.9 3.2 1.3 4.2 1.3 1.3 9.0 9.0 9.0 9.0 1.3 1.3 1.9 3.2 1.3 0.0 1.3 1.9 3.2 1.3 4.2 1.3 0.0 0.0 0.0 0.0 0.0 2.0 2.0 0.0 0.0 WHEAT 2.5 2.5 2.5 0.8 1.2 2.1 0.8 2.8 0.8 1.2 2.1 0.8 2.8 0.8 0.8 5.9 5.9 5.9 5.9 0.8 0.8 1.2 2.1 0.8 5.3 0.8 1.2 2.1 0.8 2.8 0.8 15.8 3.3 2.5 2.5 2.5 1.3 1.3 1.3 1.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 0.3 0.1 -0.0 0.0 -0.0 0.1 0.0 0.0 0.0 -0.2 -0.1 -0.0 -0.2 0.0 0.0 -0.1 -0.2 -0.2 -0.2 0.0 -0.0 -0.1 -0.1 -0.0 0.1 0.0 -0.1 -0.0 -0.0 -0.0 0.0 -0.1 -0.7 -0.1 -0.0 -0.3 -0.1 -0.3 0.2 0.2 BITCOIN 0.2 -0.1 0.2 0.0 -0.0 0.1 0.0 0.1 0.0 0.2 0.3 0.1 -0.2 0.1 0.1 -0.3 -0.1 -0.2 -0.2 0.1 0.1 0.3 0.1 0.1 -1.1 0.0 0.1 0.1 0.1 0.1 0.1 -0.0 0.7 0.3 0.1 -0.1 0.0 0.3 0.1 0.3 BOBL -0.2 -0.2 -0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.0 -0.0 -0.2 -0.0 -0.0 -1.2 0.1 -0.5 -0.2 -0.0 -0.0 -0.0 -0.2 -0.0 0.5 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.1 -0.1 -0.0 0.1 -0.3 -0.3 -0.2 -0.2 BTP 0.2 0.2 0.3 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 0.2 0.1 -0.1 0.1 0.1 0.4 0.6 0.5 0.5 0.1 0.0 0.1 -0.1 0.1 -0.4 0.0 0.0 0.1 0.0 0.0 0.0 2.6 0.2 0.5 0.5 0.3 -0.3 -0.3 -0.0 0.0 BUND -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.1 0.0 -0.2 -0.0 -0.0 0.4 0.6 0.4 0.5 -0.0 -0.0 0.0 -0.2 0.0 0.3 -0.0 0.0 -0.0 0.0 -0.1 0.0 2.5 0.1 0.1 0.1 0.1 -0.3 -0.3 -0.1 -0.1 BUXL 0.3 0.1 -0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.1 0.1 -0.2 0.0 -0.0 0.1 0.1 0.1 0.1 0.0 -0.0 0.1 -0.2 0.0 -0.0 0.0 0.1 -0.0 0.0 -0.1 0.0 0.6 0.5 0.3 0.1 0.0 -0.3 -0.3 0.1 0.1 CAC -0.0 -0.5 0.2 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.0 0.4 -0.0 0.5 -0.0 0.1 -0.2 0.2 0.1 0.1 0.0 0.1 -0.0 0.4 -0.0 -0.3 0.0 0.1 0.1 0.0 0.3 0.0 1.9 0.7 0.2 -0.2 -0.2 0.2 -0.1 0.2 -0.0 CAD 0.5 0.3 0.3 0.0 -0.0 0.1 0.0 0.0 0.0 -0.1 0.2 0.1 -0.3 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.2 -0.1 0.2 -0.1 0.1 -0.0 0.1 0.0 -0.0 0.1 0.1 0.3 0.4 0.5 0.1 -0.3 -0.3 -0.3 -0.1 CANOLA 0.5 0.2 -0.2 -0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.1 -0.2 0.1 -0.0 1.0 1.1 1.2 1.2 -0.0 -0.1 0.1 -0.2 0.1 -1.1 -0.0 -0.0 -0.1 0.0 -0.1 0.0 3.2 0.3 0.4 0.1 -0.4 -0.2 0.3 0.0 0.3 CHF 0.1 -0.3 0.2 0.0 -0.0 0.1 0.0 0.0 0.0 -0.1 0.2 0.1 0.3 -0.0 0.0 -0.8 -0.7 -0.8 -0.8 0.0 0.0 0.0 0.1 0.0 -0.4 0.0 -0.0 0.1 0.0 0.1 0.0 -2.9 0.1 -0.3 -0.3 0.1 -0.2 -0.3 -0.2 -0.3 COCOA 0.3 0.1 0.4 -0.0 -0.1 -0.1 0.0 -0.1 0.0 0.2 0.4 0.2 0.6 0.2 0.2 -0.1 -0.1 -0.0 -0.0 0.2 0.2 0.2 0.4 0.2 -0.4 0.1 0.1 0.2 0.1 0.2 0.1 -1.9 0.7 0.5 0.5 0.5 -0.2 -0.3 0.1 -0.2 COFFEE -0.3 -0.2 0.2 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.2 0.0 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.3 0.3 -0.1 -0.0 -0.2 -0.1 -0.2 -1.1 -0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.5 -0.7 -0.5 -0.0 0.5 -0.3 -0.3 -0.1 -0.3 COPPER 0.4 -0.2 -0.3 0.0 -0.0 0.0 0.0 0.1 0.0 -0.2 -0.0 -0.0 -0.1 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.1 -0.0 -0.2 -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 0.4 -0.7 0.1 -0.2 -0.5 -0.1 -0.3 -0.0 -0.2 CORN 0.5 0.5 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.1 -0.0 -0.0 -0.1 0.0 0.0 -0.2 0.6 0.0 0.4 0.0 -0.0 -0.0 -0.0 0.0 -0.5 0.0 -0.0 -0.0 0.0 -0.0 0.0 0.5 0.2 0.4 0.5 0.0 -0.1 0.3 -0.1 0.3 COTTON2 -0.2 0.2 0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.3 -0.0 0.0 0.5 0.4 0.3 0.2 -0.0 -0.0 -0.2 -0.1 -0.1 -1.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.5 -0.7 -0.5 0.2 0.2 -0.3 -0.2 0.1 0.1 CRUDE_W 0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 0.0 -0.2 -0.0 -0.1 0.2 0.5 0.3 0.4 -0.0 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.0 -0.0 0.0 0.0 0.0 -1.7 0.3 0.2 0.1 0.2 0.1 0.2 0.1 0.0 DAX -0.1 -0.2 0.3 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.2 0.4 -0.1 0.5 -0.0 0.1 -0.5 -0.4 -0.5 -0.4 0.0 0.1 -0.1 0.4 -0.0 0.9 0.0 -0.1 0.2 -0.1 0.2 -0.0 -0.6 -0.2 -0.2 -0.0 -0.1 0.2 -0.0 0.3 0.0 DOW 0.2 0.1 0.1 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.1 0.0 0.1 0.0 0.1 -0.5 -0.4 -0.5 -0.4 0.0 0.0 -0.0 0.0 0.0 -0.4 0.0 -0.0 0.1 0.0 0.1 0.0 -0.5 0.5 0.5 0.0 -0.1 -0.1 -0.0 -0.2 -0.0 EUR 0.4 -0.3 0.1 0.0 -0.0 0.1 0.0 0.0 0.0 -0.0 0.2 0.1 0.1 0.0 0.0 -0.4 -0.4 -0.4 -0.4 0.0 0.0 0.1 0.0 0.1 0.7 0.0 0.0 0.0 0.0 0.0 0.0 -1.2 0.3 -0.0 -0.3 -0.1 -0.1 -0.2 0.1 0.2 EURIBOR-ICE -0.3 -0.2 0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -0.0 -0.7 -0.4 -0.6 -0.5 -0.0 -0.0 -0.0 -0.2 -0.0 0.8 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -2.0 -0.2 -0.1 -0.1 -0.0 -0.3 -0.3 0.3 0.0 EUROSTX -0.0 -0.3 0.3 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.0 0.4 -0.0 0.5 0.0 0.1 -0.3 0.1 -0.2 -0.1 0.1 0.1 -0.0 0.4 0.0 0.3 0.0 0.1 0.2 -0.0 0.3 0.0 1.3 0.4 -0.0 0.0 -0.1 0.2 -0.0 0.3 0.0 FEEDCOW -0.5 -0.0 0.4 -0.0 -0.0 -0.1 0.0 -0.1 0.0 0.2 0.3 0.0 0.4 0.1 0.1 -1.2 -1.2 -1.2 -1.2 0.1 0.2 0.1 0.4 0.1 0.5 0.0 0.1 0.2 0.0 0.2 0.0 -3.2 0.2 -0.5 0.5 0.5 -0.1 -0.3 0.1 -0.3 GASOIL 0.4 0.2 -0.4 -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 -0.2 0.0 -0.1 0.1 -0.0 0.3 0.9 0.4 0.6 -0.0 -0.1 0.0 -0.1 0.0 0.5 -0.0 -0.0 -0.1 0.0 -0.1 0.0 0.0 0.3 0.3 0.1 -0.0 -0.0 0.1 -0.1 -0.1 GASOLINE 0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.2 0.1 -0.0 -0.1 0.1 -0.0 1.2 1.1 1.2 1.2 0.0 0.0 -0.0 0.1 0.0 -1.1 0.0 0.0 0.1 0.0 0.1 0.0 1.4 0.7 0.5 0.5 0.5 0.1 0.1 0.1 -0.1 GAS_US_mini 0.5 0.5 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 0.0 -0.3 0.1 -0.4 0.1 -0.1 -0.4 -0.8 -1.0 -1.1 -0.0 -0.2 0.1 -0.4 0.1 0.8 0.0 0.0 -0.1 0.0 -0.1 0.0 -3.2 0.7 0.5 0.3 0.1 0.1 0.3 0.0 0.0 GBP 0.3 0.0 0.3 0.0 -0.0 0.1 0.0 0.0 0.0 -0.1 0.4 0.1 0.2 0.1 0.1 -0.0 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 0.1 -0.0 0.0 -0.0 0.1 0.0 0.0 0.0 0.3 -0.2 0.0 0.1 0.3 0.0 0.1 0.2 0.3 GOLD_micro -0.4 -0.5 0.1 0.0 -0.0 0.1 0.0 0.1 0.0 -0.2 0.1 -0.1 0.2 -0.1 -0.0 -0.8 -0.6 -0.8 -0.7 -0.1 0.0 -0.2 0.2 -0.2 -0.6 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -2.4 -0.6 -0.5 -0.5 0.1 -0.3 -0.2 -0.1 -0.3 HEATOIL 0.3 0.1 -0.4 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 0.0 -0.1 0.0 -0.1 0.2 1.1 0.3 0.6 -0.0 -0.1 -0.0 -0.1 0.0 -0.9 0.0 -0.0 -0.1 0.0 -0.0 0.0 0.3 0.7 0.5 0.3 0.0 -0.1 0.1 -0.2 0.1 JGB-SGX-mini 0.1 0.2 0.5 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.1 0.2 0.1 0.2 0.1 0.1 0.4 1.2 0.7 1.0 0.1 0.1 0.1 0.2 0.1 0.1 0.0 0.0 0.1 0.0 0.0 0.0 3.2 0.5 0.4 0.5 0.5 -0.3 -0.1 0.1 0.1 JPY -0.3 -0.5 -0.5 0.0 -0.0 0.0 0.0 0.0 0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -1.0 -0.7 -0.9 -0.8 -0.2 -0.1 -0.2 -0.3 -0.2 1.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -3.0 -0.7 -0.5 -0.5 -0.5 -0.3 -0.3 -0.3 -0.3 LEANHOG 0.5 0.3 -0.4 -0.0 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.1 0.1 -0.2 0.1 -0.0 1.2 -1.1 0.7 -0.9 -0.0 -0.1 0.1 -0.3 0.1 0.4 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 -3.2 -0.4 0.1 -0.3 -0.5 -0.1 0.1 0.2 0.2 LIVECOW -0.1 0.3 0.3 -0.0 -0.0 -0.1 0.0 -0.1 0.0 0.2 0.4 0.0 0.5 0.1 0.1 1.2 0.9 1.2 1.2 0.2 0.2 0.2 0.4 0.2 0.6 0.1 0.1 0.1 0.0 0.1 0.1 3.2 0.4 0.5 0.5 0.5 -0.3 -0.3 -0.3 -0.3 LUMBER-new 0.5 0.2 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 0.0 0.1 -0.4 0.2 -0.2 0.2 -0.0 -0.6 -0.8 -0.9 -0.9 0.1 -0.1 0.3 -0.3 0.2 NaN 0.0 -0.0 -0.0 0.1 -0.1 0.1 -3.4 -0.2 0.2 0.5 0.4 -0.3 -0.3 -0.3 -0.3 MILK -0.2 -0.3 -0.4 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.2 -0.3 -0.1 -0.4 -0.1 -0.1 -1.2 -1.2 -1.2 -1.2 -0.2 -0.2 -0.2 -0.4 -0.2 -0.5 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -3.2 -0.7 -0.5 -0.5 -0.4 -0.3 -0.3 -0.2 -0.3 MXP 0.3 0.3 0.5 0.0 -0.0 0.1 0.0 0.0 0.0 0.2 0.4 0.2 0.6 0.2 0.2 1.1 1.0 1.1 1.0 0.2 0.2 0.2 0.4 0.2 -1.1 0.1 0.1 0.2 0.0 0.3 0.1 3.2 0.1 0.4 0.5 0.5 0.3 0.1 0.3 0.3 NASDAQ_micro -0.1 0.5 0.5 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.0 0.3 0.0 0.1 0.1 0.1 -0.6 -0.4 -0.6 -0.5 0.2 0.2 0.1 0.3 0.2 -1.1 0.0 0.0 0.1 0.0 0.1 0.0 -0.7 0.4 0.5 0.5 0.5 -0.1 -0.1 -0.2 -0.1 NIKKEI 0.1 0.5 0.5 0.0 -0.1 0.1 -0.0 0.1 -0.0 -0.1 0.4 0.1 0.5 0.1 0.1 0.9 0.6 0.7 0.7 0.2 0.2 0.1 0.4 0.2 -0.2 0.1 -0.0 0.1 0.0 0.1 0.0 3.2 0.6 0.5 0.5 0.5 0.2 0.1 0.1 0.1 NZD 0.2 -0.1 -0.1 0.0 -0.0 0.0 0.0 0.0 0.0 -0.1 -0.0 0.0 -0.0 -0.0 -0.0 0.0 0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 0.8 -0.5 -0.2 -0.1 -0.2 -0.0 -0.2 0.1 0.1 OAT 0.0 0.1 0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.1 0.0 -0.2 0.0 0.0 0.4 0.6 0.5 0.6 0.0 -0.0 0.1 -0.2 0.0 0.4 0.0 0.1 -0.0 0.0 -0.1 0.0 2.8 0.2 0.2 0.1 0.1 -0.3 -0.3 0.0 -0.0 OATIES 0.5 0.5 0.4 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.0 0.1 0.1 -0.4 0.1 0.1 -0.6 0.2 -0.4 -0.2 0.2 0.1 0.2 -0.1 0.2 -1.1 0.0 0.0 0.0 0.0 -0.0 0.1 -1.9 0.7 0.5 0.5 0.5 0.1 0.3 0.3 0.3 OJ -0.3 -0.1 0.2 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.0 0.3 -0.0 0.4 0.0 0.1 0.9 1.0 1.1 1.1 0.1 0.2 0.0 0.4 0.0 -1.1 0.0 -0.0 0.2 0.0 0.3 0.0 3.2 -0.1 -0.5 0.4 0.5 0.2 0.1 0.3 0.2 PALLAD -0.3 -0.3 0.1 0.0 -0.0 0.0 0.0 0.0 0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 -0.1 -0.1 -0.2 -0.3 -0.1 -0.3 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.6 -0.4 -0.2 -0.2 -0.2 0.0 -0.0 0.0 PLAT -0.5 -0.5 0.0 0.0 -0.0 0.0 0.0 0.0 0.0 -0.1 -0.1 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 0.0 -0.2 0.6 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.3 -0.7 -0.5 -0.4 -0.1 -0.1 -0.2 0.0 -0.1 REDWHEAT 0.2 0.1 0.2 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 0.0 -0.3 0.0 0.0 0.1 0.3 0.3 0.3 0.0 -0.0 0.0 -0.1 0.0 -0.6 0.0 -0.1 0.0 0.0 -0.0 0.0 -0.4 0.3 0.1 0.5 0.3 -0.2 -0.2 -0.1 -0.1 RICE 0.5 0.1 -0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.2 -0.1 0.2 -0.1 0.2 0.1 1.2 1.2 1.2 1.2 0.1 -0.0 0.2 -0.1 0.2 -1.1 0.0 0.1 -0.0 0.1 -0.0 0.1 3.2 -0.1 0.5 0.5 0.5 -0.2 -0.3 -0.1 -0.3 ROBUSTA -0.1 0.1 0.5 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.2 0.4 0.0 0.4 0.1 0.1 1.2 0.6 1.0 0.8 0.2 0.2 -0.0 0.4 0.1 -0.5 0.1 -0.1 0.1 -0.0 0.1 0.0 1.5 -0.7 0.2 0.5 0.5 -0.2 -0.3 -0.0 -0.3 RUSSELL 0.3 0.4 0.0 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.0 -0.1 0.0 -0.2 0.0 0.0 -0.3 -0.3 -0.3 -0.3 0.0 0.0 -0.0 -0.1 0.0 -0.0 0.0 0.0 0.0 0.0 -0.0 0.0 -0.1 0.3 0.4 0.3 -0.3 -0.1 -0.1 -0.2 -0.1 SHATZ -0.5 -0.4 -0.3 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.1 -0.0 -0.2 -0.1 -0.0 0.4 0.2 0.1 0.0 -0.1 -0.1 -0.1 -0.2 -0.1 0.6 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.5 -0.4 -0.3 -0.2 0.0 -0.3 -0.3 -0.3 -0.2 SILVER-mini -0.2 -0.5 0.1 0.0 -0.0 0.0 0.0 0.1 0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.0 -0.4 -0.3 -0.4 -0.3 -0.1 0.0 -0.2 0.1 -0.1 0.3 -0.0 0.0 0.0 -0.0 0.0 -0.0 -0.7 -0.5 -0.1 -0.4 0.1 -0.2 -0.3 -0.1 -0.3 SMI -0.4 -0.3 0.3 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.2 0.2 -0.1 0.1 -0.1 0.1 -0.2 0.2 -0.1 0.0 -0.0 0.1 -0.1 0.1 -0.1 0.1 -0.0 -0.0 0.0 -0.0 0.0 -0.0 1.8 0.2 -0.3 -0.3 -0.0 -0.1 -0.2 -0.1 -0.3 SOFR -0.2 -0.4 0.3 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.0 0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.1 -0.2 0.1 -0.3 -0.3 -0.1 0.0 SOYBEAN 0.5 0.4 -0.2 -0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.1 -0.1 0.0 -0.1 0.0 0.0 0.5 1.2 0.9 1.2 0.0 -0.0 0.0 -0.1 0.1 -1.0 0.0 -0.0 -0.0 0.0 -0.0 0.0 3.2 0.4 0.5 0.3 -0.1 -0.1 0.3 0.0 0.3 SOYMEAL 0.5 -0.2 -0.5 -0.0 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.0 0.1 -0.0 -0.1 1.2 1.2 1.2 1.2 -0.0 -0.0 -0.0 0.0 0.0 -1.1 0.0 -0.0 -0.0 0.0 0.0 0.0 3.2 0.7 0.4 0.2 -0.1 -0.1 -0.3 0.0 -0.3 SOYOIL 0.5 0.5 -0.2 -0.0 -0.0 -0.0 0.0 -0.0 0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 0.5 0.6 0.4 0.4 0.0 -0.0 0.1 -0.1 0.1 -1.1 0.0 0.0 -0.0 0.0 -0.0 0.0 0.4 0.2 0.5 0.4 -0.0 0.1 0.1 0.3 0.3 SP400 0.4 0.3 -0.0 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.1 -0.0 0.1 -0.0 0.1 0.0 -0.3 -0.3 -0.3 -0.3 0.0 0.0 0.1 -0.0 0.1 -0.4 0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.6 0.5 0.2 -0.4 -0.1 -0.1 -0.2 -0.1 SP500_micro 0.4 0.5 0.5 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.4 0.1 0.0 0.1 0.1 -0.7 -0.4 -0.6 -0.5 0.2 0.2 0.1 0.2 0.2 -0.8 0.1 0.0 0.1 0.0 0.1 0.1 -0.8 0.7 0.5 0.5 0.5 -0.1 -0.1 -0.1 -0.1 SUGAR11 -0.5 -0.5 0.3 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.2 0.3 -0.1 0.4 -0.1 0.1 0.1 1.1 0.4 0.8 0.0 0.2 -0.2 0.4 -0.1 -1.1 0.0 -0.1 0.1 -0.1 0.2 -0.0 2.7 -0.7 -0.5 0.0 0.5 -0.3 -0.3 0.1 -0.2 US10 -0.2 -0.4 -0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.5 -0.4 -0.5 -0.5 -0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.9 -0.1 -0.1 -0.2 0.0 -0.3 -0.3 0.1 0.0 US10U -0.1 -0.3 -0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.0 -0.0 -0.2 -0.1 -0.0 0.1 -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.2 -0.0 -0.2 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.2 -0.1 -0.1 -0.2 -0.0 -0.3 -0.3 0.2 0.2 US2 -0.5 -0.5 -0.4 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.0 -1.2 -1.0 -1.2 -1.2 -0.1 -0.1 -0.1 -0.2 -0.1 0.4 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -3.2 -0.3 -0.3 -0.4 -0.0 -0.3 -0.2 -0.3 -0.1 US20 0.1 -0.3 0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 0.0 0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.3 -0.0 0.0 -0.1 0.0 -0.3 -0.3 0.2 0.2 US30 0.1 -0.2 -0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.0 0.1 -0.2 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.2 -0.0 -0.2 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.1 -0.1 -0.3 -0.3 0.3 0.3 US5 -0.3 -0.5 -0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.8 -0.4 -0.7 -0.6 -0.1 -0.0 -0.1 -0.1 -0.1 0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -2.3 -0.2 -0.1 -0.3 0.0 -0.3 -0.3 0.0 -0.2 VIX -0.8 -0.8 -0.8 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.4 -0.6 -0.3 -0.8 -0.3 -0.3 -1.8 -1.8 -1.8 -1.8 -0.3 -0.3 -0.4 -0.6 -0.3 NaN -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 NaN NaN NaN NaN NaN -0.4 -0.4 NaN NaN WHEAT 0.5 0.5 0.2 -0.0 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.1 0.0 -0.3 0.0 0.0 -0.6 -0.5 -0.6 -0.6 0.0 -0.0 0.0 -0.1 0.1 -0.3 0.0 -0.0 -0.0 0.0 -0.0 0.0 -3.2 0.4 0.5 0.5 0.0 -0.2 -0.2 -0.1 -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 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 13.8 2.8 -0.5 3.0 -1.5 2.4 2.1 0.8 3.6 -12.7 -3.0 -2.9 -5.7 1.9 0.6 -2.3 -2.6 -2.8 -2.8 0.5 -2.2 -9.9 -4.8 -0.4 1.7 0.8 -9.4 -0.4 -4.6 -1.7 0.1 -0.5 -20.0 -3.3 -1.3 -11.6 -6.7 -20.0 15.7 15.5 BITCOIN 9.6 -5.1 9.6 2.1 -2.5 3.0 1.3 2.6 2.2 14.5 14.7 16.6 -7.9 10.3 12.1 -4.5 -2.5 -4.1 -3.3 9.1 9.1 20.0 2.8 17.3 -20.0 3.3 8.0 2.9 11.8 1.9 7.8 -0.2 20.0 11.3 3.5 -3.9 2.0 20.0 4.2 20.0 BOBL -9.2 -6.7 -3.4 -1.4 1.0 -1.3 -0.2 -2.4 -1.3 4.4 -2.0 -2.8 -5.9 -4.7 -1.0 -20.0 1.3 -8.2 -2.9 -3.4 -3.6 -0.7 -7.3 -3.4 9.3 -1.4 1.4 -1.0 -0.3 -2.8 -1.7 0.3 -3.0 -2.6 -0.9 2.6 -20.0 -20.0 -15.8 -14.6 BTP 8.6 7.5 10.4 -2.3 1.5 -2.0 -0.3 -3.8 -2.0 7.0 9.2 9.8 -3.9 10.6 10.4 6.4 9.4 7.6 8.4 7.7 4.8 8.4 -2.5 9.1 -6.7 4.0 2.8 3.1 3.9 0.1 4.3 16.3 5.1 20.0 19.1 10.5 -20.0 -20.0 -1.9 2.5 BUND -0.8 -0.7 -0.5 -1.5 1.0 -1.3 -0.2 -2.5 -1.3 6.3 -2.5 1.7 -6.5 -1.2 -0.1 6.6 9.8 7.0 7.9 -1.0 -2.8 3.6 -7.6 0.6 5.1 -0.2 3.7 -0.5 2.3 -2.8 0.4 16.0 4.3 3.9 2.9 2.9 -20.0 -20.0 -6.8 -4.7 BUXL 10.4 3.4 -5.0 -1.8 1.2 -1.6 -0.2 -3.0 -1.6 8.3 -6.8 8.2 -8.7 4.4 -2.8 2.0 1.2 2.1 2.1 0.1 -4.7 9.7 -11.3 5.2 -0.4 0.9 6.6 -0.9 5.9 -3.7 3.3 3.7 14.9 12.0 5.9 1.7 -20.0 -20.0 10.5 9.1 CAC -1.8 -18.2 8.0 3.9 -2.8 6.0 -4.6 5.0 -0.3 -1.5 17.6 -0.6 19.5 -4.4 9.5 -4.0 2.6 1.1 2.2 1.6 14.6 -1.2 20.0 -3.4 -5.5 2.5 8.7 6.3 4.7 9.2 2.6 12.3 20.0 8.4 -6.3 -8.2 12.3 -4.4 16.3 -3.5 CAD 19.0 11.7 13.9 4.5 -2.3 3.7 3.3 1.2 5.5 -9.3 10.3 15.0 -10.6 18.8 18.3 -2.2 -1.9 -2.5 -2.3 17.5 7.3 12.2 -4.6 20.0 -1.5 6.5 -2.8 3.2 4.2 -0.7 7.6 0.5 8.0 17.3 20.0 3.3 -20.0 -20.0 -20.0 -8.1 CANOLA 20.0 9.3 -9.7 -1.0 -1.7 -2.0 0.7 -1.8 0.7 -0.7 -5.8 7.0 -8.1 6.3 -2.2 16.8 18.5 20.0 20.0 -0.5 -8.1 7.8 -9.1 7.9 -20.0 -0.5 -0.4 -2.9 2.0 -3.2 2.0 20.0 10.3 14.5 6.0 -16.2 -11.6 20.0 2.7 20.0 CHF 5.8 -11.7 6.9 3.5 -1.7 2.8 2.5 0.9 4.2 -6.6 10.5 8.0 10.5 -3.4 4.8 -13.7 -12.6 -13.9 -13.4 2.2 5.7 3.6 6.3 2.8 -7.6 1.8 -0.1 3.6 2.4 3.1 2.0 -18.1 3.1 -10.7 -13.2 3.4 -15.1 -20.0 -12.6 -20.0 COCOA 10.6 5.3 17.8 -2.8 -4.5 -5.4 1.8 -4.7 1.8 20.0 20.0 20.0 20.0 20.0 20.0 -1.2 -0.9 -0.3 -0.1 20.0 20.0 20.0 20.0 20.0 -8.0 9.5 9.1 8.5 8.9 6.6 9.7 -11.9 20.0 20.0 20.0 20.0 -17.6 -20.0 10.9 -13.8 COFFEE -13.7 -10.0 8.4 -1.9 -3.2 -3.8 1.2 -3.3 1.3 -14.6 2.4 -15.9 -4.7 -14.8 -9.1 3.9 4.2 5.1 4.8 -9.3 -2.8 -20.0 -3.4 -19.4 -20.0 -1.0 -10.5 1.2 -9.6 0.2 -5.9 -3.4 -20.0 -20.0 -0.2 18.7 -20.0 -20.0 -5.6 -20.0 COPPER 14.7 -6.3 -11.7 1.6 -1.8 2.2 1.0 1.9 1.6 -13.8 -2.2 -3.1 -4.4 3.4 -4.4 -2.5 -1.2 -2.2 -1.7 -4.7 -5.4 -8.9 -3.4 -1.6 -3.5 -2.4 -8.3 -3.0 -3.6 -1.7 -1.1 2.2 -20.0 3.9 -9.5 -20.0 -6.3 -20.0 -2.3 -19.0 CORN 20.0 20.0 -1.3 -1.0 -1.7 -2.0 0.7 -1.8 0.7 -6.7 -2.4 -1.1 -4.5 2.9 1.5 -3.5 10.0 0.7 6.0 3.6 -0.6 -2.2 -1.5 5.4 -9.0 1.4 -2.7 -0.7 0.9 -1.2 2.7 3.5 5.1 17.1 18.6 1.3 -7.2 20.0 -4.1 20.0 COTTON2 -7.2 7.5 5.5 -1.4 -2.3 -2.7 0.9 -2.4 0.9 -7.1 0.4 -7.8 -9.4 -2.5 2.4 8.7 6.3 5.6 3.8 -1.2 -2.1 -13.3 -5.4 -6.6 -19.3 -1.3 -6.3 -0.6 -7.5 -0.5 -4.5 -3.1 -20.0 -20.0 6.4 7.8 -20.0 -16.3 4.6 6.0 CRUDE_W 1.8 -2.6 -4.6 -2.5 -4.9 -3.7 -3.5 -1.8 -1.8 -5.9 -6.1 0.1 -7.8 -3.2 -6.7 3.8 8.4 5.6 6.6 -5.0 -5.6 -2.8 -2.7 -3.2 -3.8 -0.0 -0.8 -1.3 0.3 0.7 1.1 -10.8 10.3 6.3 2.4 7.3 7.3 12.8 8.7 0.8 DAX -3.6 -9.3 11.0 3.4 -2.5 5.3 -4.1 4.4 -0.3 -12.0 17.5 -8.4 17.0 -2.9 11.9 -8.4 -6.1 -8.0 -7.5 5.3 15.5 -11.6 18.7 -4.2 17.4 2.6 -4.6 7.4 -6.8 8.3 -2.6 -3.5 -7.3 -6.4 -0.4 -2.5 11.5 -2.7 20.0 0.5 DOW 9.3 2.0 4.9 2.8 -2.0 4.3 -3.3 3.6 -0.2 -11.1 4.8 2.3 5.2 5.7 9.0 -9.0 -5.9 -8.4 -7.6 4.6 3.4 -2.3 2.3 3.3 -7.8 3.8 -1.1 2.9 1.4 2.3 3.9 -3.4 16.4 19.4 1.4 -2.1 -4.8 -2.4 -16.8 -0.2 EUR 15.0 -10.8 3.8 3.5 -1.7 2.8 2.5 1.0 4.2 -3.3 10.8 10.1 4.2 1.2 1.7 -6.7 -6.9 -6.7 -6.7 2.2 3.5 7.6 2.0 6.5 13.8 1.7 1.0 2.0 4.1 0.9 3.7 -7.5 9.2 -1.0 -13.7 -3.0 -8.4 -18.1 4.7 18.0 EURIBOR-ICE -12.9 -9.0 4.2 -1.4 1.0 -1.3 -0.2 -2.4 -1.3 1.9 -2.6 -4.0 -6.2 -5.5 -2.6 -11.4 -6.8 -9.4 -8.6 -4.6 -4.2 -2.9 -7.9 -5.4 16.1 -1.7 0.2 -1.3 -1.2 -2.9 -2.2 -12.8 -7.0 -5.2 -3.1 -0.0 -20.0 -20.0 20.0 1.5 EUROSTX -1.2 -10.3 10.0 3.6 -2.6 5.5 -4.3 4.6 -0.3 -1.5 19.1 -0.1 19.3 2.2 14.6 -4.9 1.0 -3.6 -1.2 6.4 16.2 -1.1 20.0 0.5 5.1 3.5 4.1 8.1 -0.8 10.1 0.2 8.3 13.2 -1.4 0.5 -3.0 13.4 -1.1 19.6 3.1 FEEDCOW -20.0 -0.5 14.8 -2.2 -3.6 -4.4 1.4 -3.8 1.5 15.7 16.5 2.5 16.0 7.4 12.8 -20.0 -20.0 -20.0 -20.0 17.4 20.0 11.0 20.0 7.3 9.4 5.6 8.4 8.7 3.4 8.2 2.2 -20.0 5.7 -19.2 20.0 20.0 -4.9 -20.0 10.9 -20.0 GASOIL 14.2 8.4 -16.8 -2.4 -4.7 -3.6 -3.3 -1.7 -1.7 -9.4 -9.6 3.0 -3.2 6.1 -4.1 4.6 15.9 6.1 10.7 -2.7 -8.9 0.2 -4.1 2.5 8.6 -1.0 -2.1 -4.1 0.3 -2.9 1.5 0.0 8.4 12.3 5.5 -1.6 -3.2 5.1 -4.7 -5.0 GASOLINE 3.4 3.3 -2.6 -3.4 -6.6 -5.1 -4.7 -2.4 -2.4 -12.1 4.5 -2.4 -4.6 7.6 -0.2 20.0 18.3 20.0 20.0 0.7 0.3 -3.5 4.9 0.2 -20.0 4.5 0.2 3.1 2.8 5.3 5.3 9.0 20.0 18.3 20.0 20.0 5.9 11.3 8.9 -6.6 GAS_US_mini 19.7 20.0 -5.8 -2.5 -5.0 -3.8 -3.5 -1.8 -1.8 0.8 -14.8 9.7 -14.8 6.8 -7.2 -6.3 -14.4 -17.6 -17.8 -3.6 -20.0 9.1 -20.0 7.3 15.1 1.9 0.8 -2.6 6.0 -3.5 6.0 -20.0 20.0 20.0 13.4 5.1 4.0 20.0 2.6 2.7 GBP 12.1 0.9 13.1 3.9 -1.9 3.2 2.8 1.1 4.7 -11.7 17.3 7.8 5.7 11.1 15.6 -0.1 -1.4 -0.9 -1.3 13.0 12.2 4.2 5.5 12.0 -0.6 5.6 -3.9 4.5 1.8 0.7 5.3 1.9 -4.9 1.6 5.9 10.7 3.5 8.8 12.8 20.0 GOLD_micro -15.3 -20.0 5.0 1.7 -2.0 2.4 1.1 2.1 1.8 -15.5 6.9 -16.5 6.4 -17.4 -2.5 -14.2 -10.9 -13.3 -12.3 -12.1 2.1 -18.6 8.8 -19.7 -11.1 -3.6 -3.6 1.0 -4.3 3.3 -5.4 -15.3 -18.5 -20.0 -20.0 2.4 -19.1 -19.0 -7.4 -20.0 HEATOIL 13.7 5.6 -15.9 -2.7 -5.4 -4.1 -3.8 -2.0 -1.9 -10.2 -12.0 2.0 -4.5 4.0 -6.9 2.8 18.0 4.8 10.9 -5.1 -11.1 -0.5 -5.1 0.7 -16.9 1.0 -0.1 -2.4 3.2 -0.2 4.3 2.1 20.0 20.0 13.4 0.8 -9.1 4.7 -12.3 4.9 JGB-SGX-mini 5.6 7.8 20.0 -2.1 -0.3 -1.8 -1.0 -3.3 -2.1 4.9 10.1 8.5 7.9 9.6 10.4 6.8 20.0 12.1 17.3 11.7 12.5 10.2 8.5 10.5 2.3 3.9 2.4 3.5 4.1 1.4 3.9 20.0 14.5 17.8 18.7 19.9 -19.1 -5.0 11.4 10.5 JPY -10.8 -20.0 -18.8 2.5 -1.3 2.1 1.8 0.7 3.1 -11.1 -7.9 -12.2 -8.4 -12.7 -12.7 -16.6 -12.6 -15.6 -14.3 -20.0 -15.8 -19.3 -13.8 -20.0 20.0 -4.3 -4.0 -3.0 -4.7 -2.7 -4.8 -18.9 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 LEANHOG 20.0 12.3 -17.1 -1.2 -2.0 -2.4 0.8 -2.1 0.8 -8.4 -6.8 7.5 -8.3 7.0 -2.5 20.0 -19.0 11.2 -15.6 -2.4 -11.8 5.7 -12.7 6.7 8.4 -3.0 -0.5 -5.0 0.2 -4.6 -0.5 -20.0 -11.3 3.7 -11.7 -20.0 -5.9 4.1 15.9 18.6 LIVECOW -2.5 13.6 13.6 -2.4 -3.9 -4.7 1.5 -4.1 1.6 15.9 17.9 3.9 17.7 12.3 15.9 20.0 14.9 20.0 20.0 20.0 20.0 13.5 18.6 19.6 11.4 7.3 5.3 6.5 4.6 5.2 6.2 20.0 12.4 20.0 20.0 20.0 -20.0 -20.0 -19.8 -20.0 LUMBER-new 20.0 5.7 -4.1 -3.0 -4.9 -5.4 1.9 -4.1 2.0 9.1 -20.0 20.0 -20.0 18.3 -3.3 -9.5 -13.0 -13.5 -13.4 5.6 -8.3 20.0 -11.5 20.0 NaN 3.5 -1.2 -1.8 7.6 -3.0 9.2 -20.0 -5.4 7.7 20.0 15.0 -20.0 -20.0 -20.0 -20.0 MILK -9.4 -13.5 -16.0 -1.5 -2.5 -3.0 1.0 -2.6 1.0 -12.0 -14.1 -12.9 -13.8 -13.5 -13.9 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -9.3 -5.0 -5.6 -4.2 -5.4 -3.3 -5.4 -20.0 -20.0 -20.0 -20.0 -17.2 -20.0 -20.0 -18.4 -20.0 MXP 12.8 11.2 20.0 4.8 -2.4 3.9 3.4 1.3 5.8 19.9 20.0 20.0 20.0 20.0 20.0 18.5 17.5 18.2 17.7 20.0 20.0 20.0 20.0 20.0 -20.0 8.8 4.1 9.2 5.3 9.1 7.5 20.0 2.9 14.7 20.0 19.5 20.0 4.4 20.0 20.0 NASDAQ_micro -2.1 20.0 20.0 2.3 -1.7 3.6 -2.8 3.0 -0.2 -2.1 13.4 5.0 3.1 11.1 13.1 -10.1 -6.7 -9.5 -8.4 20.0 20.0 6.1 12.5 18.8 -20.0 5.0 0.3 4.6 1.3 3.0 3.6 -4.7 12.4 18.8 20.0 20.0 -7.5 -8.4 -11.5 -9.3 NIKKEI 5.4 20.0 20.0 3.3 -6.1 4.9 -5.1 4.0 -0.2 -11.2 18.2 8.7 16.3 14.9 17.8 14.7 10.9 11.7 11.2 20.0 20.0 6.6 20.0 20.0 -3.1 6.6 -1.3 5.6 1.1 3.3 4.7 20.0 18.0 20.0 20.0 20.0 11.5 4.3 8.0 10.7 NZD 8.1 -5.2 -2.2 2.5 -1.2 2.0 1.8 0.7 3.0 -9.3 -0.5 0.2 -1.6 -3.2 -3.9 0.1 0.5 0.5 0.5 -2.2 -2.3 -3.6 -3.0 -1.2 0.0 -1.0 -6.6 -0.8 -2.4 -1.3 -0.7 5.1 -14.6 -9.7 -5.6 -9.3 -3.0 -15.6 10.3 9.2 OAT 1.9 2.1 2.0 -1.7 1.1 -1.5 -0.2 -2.8 -1.5 7.2 -3.0 4.7 -7.1 2.4 1.8 7.0 10.0 8.7 9.4 0.1 -2.2 4.9 -7.4 2.1 7.0 0.6 4.5 -0.1 3.2 -3.1 1.4 17.6 5.7 6.8 5.6 3.5 -20.0 -20.0 1.6 -1.4 OATIES 20.0 20.0 15.2 -2.0 -3.3 -3.9 1.3 -3.4 1.3 -3.3 3.8 14.6 -13.9 16.7 13.1 -9.7 2.9 -7.2 -3.6 20.0 7.9 20.0 -3.9 20.0 -20.0 4.8 0.7 1.1 5.3 -0.7 7.2 -11.9 20.0 20.0 20.0 20.0 9.9 20.0 20.0 20.0 OJ -12.2 -4.0 7.6 -1.8 -2.9 -3.5 1.1 -3.0 1.2 -3.2 12.3 -1.3 14.4 4.0 8.5 14.5 17.4 18.2 19.0 11.1 20.0 0.6 20.0 3.8 -20.0 4.7 -0.7 8.5 0.2 11.6 1.8 20.0 -4.3 -20.0 15.4 20.0 12.9 8.6 20.0 18.2 PALLAD -11.9 -12.5 2.9 1.0 -1.2 1.4 0.6 1.2 1.0 -8.3 -9.6 -8.3 -9.8 -9.0 -8.4 -3.2 -2.4 -3.0 -2.8 -11.9 -12.7 -12.8 -15.1 -13.0 -5.7 -2.8 -3.6 -2.4 -3.7 -2.7 -3.6 0.2 -19.2 -15.1 -9.0 -7.4 -15.5 2.3 -1.1 3.5 PLAT -20.0 -20.0 0.8 1.1 -1.3 1.6 0.7 1.4 1.2 -9.8 -2.5 -11.1 2.3 -11.5 -7.1 -2.1 -1.6 -2.1 -1.9 -12.5 -3.5 -18.6 1.1 -19.5 10.7 -2.9 -2.8 -0.5 -4.2 0.4 -4.7 1.7 -20.0 -20.0 -17.4 -4.5 -5.6 -14.5 2.1 -8.7 REDWHEAT 9.3 4.1 6.6 -1.4 -2.3 -2.8 0.9 -2.4 0.9 -5.3 -2.8 3.6 -9.7 3.3 3.5 1.3 4.5 4.3 5.3 1.8 -1.5 1.7 -3.0 4.7 -11.9 2.0 -4.7 0.0 1.6 -0.3 3.5 -2.4 9.5 4.0 20.0 11.9 -18.4 -13.2 -4.1 -7.6 RICE 20.0 5.9 -4.1 -2.2 0.0 -4.5 3.8 -3.9 2.3 18.3 -5.3 20.0 -3.1 19.5 12.4 20.0 20.0 20.0 20.0 7.4 -3.3 20.0 -3.8 18.1 -20.0 4.6 4.8 -0.1 6.4 -1.4 7.1 20.0 -2.2 20.0 20.0 20.0 -16.3 -20.0 -5.1 -20.0 ROBUSTA -4.7 5.2 20.0 -2.0 -3.2 -3.8 1.2 -3.4 1.3 -12.1 17.1 3.9 14.4 12.1 16.2 20.0 10.9 16.6 13.4 20.0 20.0 -2.6 20.0 14.0 -10.4 6.2 -4.8 6.8 -0.8 5.1 3.3 9.3 -20.0 9.9 20.0 20.0 -12.3 -20.0 -0.6 -19.4 RUSSELL 10.8 16.5 0.7 2.2 -1.6 3.4 -2.6 2.8 -0.2 -1.4 -3.8 2.7 -6.7 5.7 1.8 -5.9 -4.5 -5.8 -5.4 4.8 0.5 -0.8 -3.5 4.2 -0.6 2.4 0.9 0.9 0.5 -0.1 2.4 -0.4 7.6 15.0 11.3 -13.0 -7.5 -6.4 -16.3 -7.1 SHATZ -18.4 -15.5 -13.4 -1.4 1.0 -1.3 -0.2 -2.4 -1.3 1.8 -3.5 -5.3 -6.1 -6.5 -3.8 6.1 2.7 1.1 0.3 -7.8 -6.8 -5.9 -9.7 -9.0 11.0 -2.2 -0.3 -1.7 -1.8 -2.6 -2.7 3.2 -11.6 -11.4 -7.1 0.1 -20.0 -20.0 -20.0 -17.8 SILVER-mini -7.9 -19.7 5.9 1.6 -1.9 2.3 1.0 2.0 1.7 -6.5 3.7 -8.5 3.6 -12.3 -0.2 -6.2 -5.0 -6.2 -5.7 -8.7 0.5 -13.6 4.0 -14.7 6.5 -1.6 0.7 0.6 -0.8 1.0 -2.1 -4.6 -14.8 -3.7 -16.2 2.9 -13.1 -20.0 -4.4 -20.0 SMI -15.4 -11.1 13.2 3.2 -2.3 4.9 -3.8 4.1 -0.3 -12.2 11.9 -15.0 2.8 -14.5 9.7 -3.3 3.0 -2.1 0.5 -0.4 7.7 -11.3 7.0 -9.4 1.3 -0.2 -3.5 2.0 -5.5 0.1 -4.0 11.5 7.3 -11.4 -11.8 -2.0 -6.0 -12.8 -9.0 -19.5 SOFR -8.4 -14.0 10.1 -1.8 1.2 -1.6 -0.2 -3.0 -1.6 0.6 3.0 -5.5 -1.4 -7.8 0.6 -1.5 -0.1 -0.4 -0.3 -3.2 -0.2 -2.2 -1.5 -4.5 -1.4 -2.0 0.2 -0.2 -1.3 -0.2 -2.7 0.2 -3.3 -2.9 -7.5 4.0 -20.0 -20.0 -10.5 0.5 SOYBEAN 20.0 17.3 -8.2 -1.0 -1.7 -2.0 0.6 -1.8 0.7 -5.6 -3.3 2.8 -4.6 3.5 0.3 9.2 20.0 15.7 20.0 2.1 -2.9 3.5 -3.0 7.5 -18.7 0.9 -1.0 -0.9 2.0 -0.8 2.8 20.0 12.2 20.0 11.0 -5.0 -4.9 20.0 3.0 20.0 SOYMEAL 20.0 -7.0 -20.0 -1.1 -1.8 -2.2 0.7 -1.9 0.7 -7.2 -1.8 -3.1 2.4 -2.3 -6.0 20.0 20.0 20.0 20.0 -2.2 -2.2 -1.9 1.3 0.7 -20.0 0.5 -1.3 -0.3 2.4 1.0 2.8 20.0 20.0 14.6 6.4 -2.6 -6.6 -20.0 2.1 -20.0 SOYOIL 20.0 20.0 -6.4 -0.9 -1.5 -1.8 0.6 -1.5 0.6 1.2 -4.6 5.4 -4.8 5.3 1.3 8.7 9.4 6.7 6.6 3.4 -2.8 8.0 -3.7 8.9 -20.0 1.4 0.9 -0.5 2.2 -0.9 2.8 2.4 4.5 20.0 16.7 -0.1 8.4 9.7 20.0 20.0 SP400 15.7 11.4 -1.7 2.3 -1.7 3.5 -2.7 3.0 -0.2 4.5 -1.9 8.5 -0.8 8.8 2.5 -4.7 -4.2 -5.1 -4.9 5.5 1.3 4.6 -0.6 7.4 -8.3 2.5 3.0 0.5 3.0 0.2 3.9 0.4 18.4 20.0 7.4 -16.2 -6.6 -8.2 -12.9 -8.3 SP500_micro 14.5 18.6 19.6 3.2 -2.4 5.0 -3.9 4.2 -0.3 -4.2 17.4 8.8 0.8 14.1 17.2 -11.2 -7.0 -10.0 -8.6 20.0 20.0 8.6 9.5 20.0 -15.7 6.7 1.4 5.2 3.3 2.9 6.1 -5.1 20.0 20.0 20.0 19.3 -6.3 -7.5 -9.9 -7.7 SUGAR11 -20.0 -20.0 13.6 -1.7 -2.9 -3.4 1.1 -3.0 1.1 -13.8 12.5 -11.5 13.3 -7.5 8.3 2.0 17.9 6.7 13.4 5.4 18.3 -20.0 20.0 -11.5 -20.0 2.4 -9.1 6.7 -6.5 7.7 -2.6 17.3 -20.0 -20.0 1.6 20.0 -20.0 -19.7 6.1 -11.4 US10 -7.7 -17.4 -1.1 -1.5 1.0 -1.3 -0.2 -2.5 -1.3 0.6 -0.9 -5.3 -5.3 -7.2 -3.0 -8.8 -5.9 -8.9 -8.3 -5.8 -3.9 -2.5 -5.7 -5.5 0.7 -2.2 -0.0 -1.0 -1.2 -1.1 -2.5 -11.8 -3.4 -4.7 -8.5 0.2 -20.0 -20.0 8.8 2.9 US10U -3.1 -13.3 -0.0 -2.1 1.4 -1.8 -0.3 -3.4 -1.8 6.3 -0.4 -4.2 -7.1 -8.5 -3.9 1.6 -0.4 -1.2 -1.5 -5.6 -4.5 -0.8 -7.6 -4.4 -4.1 -3.0 0.4 -1.3 -1.2 -1.3 -3.0 -1.2 -1.9 -3.0 -9.5 -0.5 -20.0 -20.0 16.1 14.5 US2 -20.0 -20.0 -17.6 -1.4 0.9 -1.2 -0.2 -2.3 -1.2 -4.4 -3.8 -6.8 -5.7 -7.5 -5.7 -20.0 -16.6 -20.0 -20.0 -13.0 -9.0 -8.6 -9.3 -13.4 6.9 -2.4 -0.8 -1.5 -1.8 -1.7 -2.7 -20.0 -9.7 -11.9 -15.2 -1.9 -20.0 -13.1 -20.0 -8.2 US20 2.0 -11.1 0.4 -1.7 1.1 -1.5 -0.2 -2.8 -1.5 6.1 0.9 1.3 -4.8 -3.9 -2.7 -0.8 -1.2 -1.2 -1.7 -3.3 -3.3 1.1 -6.1 -1.5 -4.2 -2.2 0.6 -1.1 -0.6 -1.4 -2.0 -2.0 -0.7 1.3 -5.5 0.2 -20.0 -20.0 15.1 15.3 US30 5.7 -7.2 -0.9 -2.1 1.4 -1.8 -0.3 -3.5 -1.8 5.8 -1.3 6.5 -7.4 -2.7 -5.5 0.0 -0.7 -0.6 -0.8 -3.2 -4.6 2.1 -9.6 -0.1 -3.9 -2.6 0.7 -1.6 -0.3 -2.4 -1.9 -0.7 -1.4 4.7 -2.9 -2.1 -20.0 -20.0 20.0 19.9 US5 -11.6 -20.0 -3.9 -1.5 1.0 -1.3 -0.2 -2.4 -1.3 -2.0 -1.5 -6.1 -5.3 -7.4 -3.4 -13.7 -7.3 -12.0 -10.3 -7.3 -4.7 -4.2 -6.1 -7.6 3.0 -2.2 -0.3 -1.0 -1.5 -1.2 -2.5 -14.6 -5.2 -6.0 -10.1 0.0 -20.0 -20.0 2.0 -11.9 VIX -20.0 -20.0 -20.0 -7.2 -5.3 -6.2 -5.9 -5.6 -7.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 NaN -8.5 -5.4 -7.2 -6.5 -6.6 -8.5 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 20.0 20.0 6.2 -1.1 -1.9 -2.2 0.7 -1.9 0.7 -5.1 -6.5 3.3 -9.6 4.4 0.6 -9.7 -8.7 -10.8 -10.3 2.6 -4.4 3.8 -7.1 8.4 -5.2 1.4 -3.2 -0.9 1.7 -1.4 3.3 -20.0 12.1 18.1 18.0 1.3 -16.8 -17.8 -7.7 -10.3 End of report for caleb_strategy_v3