******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20230711_204336 produced at 2023-07-11 21:37:45.538040 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.58 -0.97 0.0 0.97 -0.97 -0.58 -0.49 -9.95 10.0 -6 -5 caleb_strategy_v3 SOFR False True 0.09 0.00 -0.62 0.0 0.00 0.00 0.00 0.00 -7.02 11.0 0 0 caleb_strategy_v3 US2 False True 0.07 0.00 -0.34 0.0 0.00 0.00 0.00 0.00 -4.62 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.10 -0.18 0.0 0.11 -0.11 -0.10 -0.11 -28.52 17.0 -16 -17 caleb_strategy_v3 GOLD_micro False False 0.01 -0.11 -0.17 0.0 0.40 -0.40 -0.11 -0.11 -23.45 56.0 -15 -15 caleb_strategy_v3 JPY False False 0.03 -0.39 -0.17 0.0 0.56 -0.56 -0.39 -0.39 -5.02 17.0 -12 -12 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.12 0.0 0.00 0.00 0.00 0.00 -2.88 24.0 0 0 caleb_strategy_v3 CHF False False 0.05 -0.16 -0.11 0.0 0.68 -0.68 -0.16 -0.16 -2.11 13.0 -3 -3 caleb_strategy_v3 US5 False False 0.04 -0.35 -0.11 0.0 0.98 -0.98 -0.35 -0.35 -2.80 25.0 -9 -9 caleb_strategy_v3 COPPER False False 0.03 -0.07 -0.08 0.0 0.21 -0.21 -0.07 -0.07 -2.23 6.0 -2 -2 caleb_strategy_v3 US10 False False 0.04 0.00 -0.06 0.0 0.69 -0.69 0.00 0.00 -1.49 17.0 0 0 caleb_strategy_v3 BOBL False False 0.05 0.00 -0.06 0.0 0.88 -0.88 0.00 0.00 -1.37 19.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.02 -0.05 0.0 0.06 -0.06 -0.02 -0.02 -22.09 26.0 -9 -9 caleb_strategy_v3 FEEDCOW False False 0.05 0.00 -0.04 0.0 0.37 -0.37 0.00 0.00 -0.88 8.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 -0.04 0.0 0.06 -0.06 0.00 0.00 -3.55 5.0 0 0 caleb_strategy_v3 AUD False False 0.02 0.00 -0.04 0.0 0.47 -0.47 0.00 0.00 -1.43 19.0 0 0 caleb_strategy_v3 PALLAD False False 0.05 0.00 -0.04 0.0 0.09 -0.09 0.00 0.00 -0.78 2.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 -0.03 0.0 0.00 -0.00 0.00 0.00 -1.34 0.0 0 0 caleb_strategy_v3 SMI False False 0.05 0.00 -0.03 0.0 0.41 -0.41 0.00 0.00 -0.60 9.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.06 -0.03 0.0 0.37 -0.37 -0.06 -0.06 -4.59 58.0 -9 -10 caleb_strategy_v3 US10U False False 0.04 -0.51 -0.02 0.0 0.56 -0.56 -0.51 -0.51 -0.45 13.0 -12 -12 caleb_strategy_v3 DOW False False 0.01 0.00 -0.02 0.0 0.41 -0.41 0.00 0.00 -2.48 66.0 0 0 caleb_strategy_v3 EUR False False 0.05 -0.20 -0.02 0.0 0.71 -0.71 -0.20 -0.10 -0.38 14.0 -4 -2 caleb_strategy_v3 PLAT False False 0.02 -0.09 -0.02 0.0 0.17 -0.17 -0.09 -0.09 -1.38 10.0 -5 -5 caleb_strategy_v3 US30 False False 0.05 0.00 -0.01 0.0 0.29 -0.29 0.00 0.00 -0.16 6.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 -0.07 -0.01 0.0 0.16 -0.16 -0.07 -0.07 -0.89 13.0 -6 -6 caleb_strategy_v3 US20 False False 0.05 0.00 -0.01 0.0 0.41 -0.41 0.00 0.00 -0.31 9.0 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 -1.10 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 -1.01 9.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 -0.01 0.0 0.80 -0.80 0.00 0.00 -0.49 29.0 0 0 caleb_strategy_v3 COFFEE False False 0.02 0.00 -0.01 0.0 0.13 -0.13 0.00 0.00 -0.45 6.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.00 -0.00 0.0 0.21 -0.21 0.00 0.00 -0.02 4.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.01 -0.00 0.0 0.11 -0.11 0.01 0.00 -0.06 12.0 1 0 caleb_strategy_v3 REDWHEAT False False 0.02 0.00 -0.00 0.0 0.12 -0.12 0.00 0.00 -0.25 8.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.00 0.0 0.17 -0.17 0.00 0.00 0.14 11.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.20 2.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 -0.04 0.00 0.0 0.24 -0.24 -0.04 -0.01 1.41 68.0 -11 -3 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.19 -0.00 0.0 0.26 -0.26 0.19 0.04 -0.25 23.0 17 4 caleb_strategy_v3 NZD False False 0.02 0.00 0.01 0.0 0.48 -0.48 0.00 0.00 0.27 21.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 0.00 0.01 0.0 0.13 -0.13 0.00 0.01 0.53 10.0 0 1 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.66 9.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.05 0.01 0.0 0.17 -0.17 0.05 0.05 0.58 7.0 2 2 caleb_strategy_v3 COCOA False False 0.01 0.00 0.01 0.0 0.32 -0.32 0.00 0.00 1.04 26.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.21 0.01 0.0 0.53 -0.53 0.21 0.21 0.28 10.0 4 4 caleb_strategy_v3 SP500_micro False False 0.01 0.00 0.01 0.0 0.39 -0.39 0.00 0.08 1.18 48.0 0 10 caleb_strategy_v3 SUGAR11 False False 0.01 0.03 0.01 0.0 0.17 -0.17 0.03 0.03 0.95 18.0 3 3 caleb_strategy_v3 ROBUSTA False False 0.01 0.02 0.01 0.0 0.22 -0.22 0.02 0.02 1.23 23.0 2 2 caleb_strategy_v3 EUROSTX False False 0.02 0.00 0.02 0.0 0.35 -0.35 0.00 0.00 0.89 20.0 0 0 caleb_strategy_v3 CAC False False 0.03 0.00 0.02 0.0 0.35 -0.35 0.00 0.15 0.58 12.0 0 5 caleb_strategy_v3 SP400 False False 0.10 0.20 0.02 0.0 0.20 -0.20 0.20 0.20 0.21 2.0 2 2 caleb_strategy_v3 RICE False False 0.01 0.00 0.03 0.0 0.04 -0.04 0.00 0.00 2.39 4.0 0 0 caleb_strategy_v3 BITCOIN False False 0.00 0.00 0.03 0.0 0.07 -0.07 0.00 0.00 24.83 59.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.04 0.0 0.11 -0.11 0.03 0.03 1.36 4.0 1 1 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 0.04 0.0 0.13 -0.13 0.00 0.00 1.63 5.0 0 0 caleb_strategy_v3 OJ False False 0.01 0.00 0.04 0.0 0.04 -0.04 0.00 0.00 2.75 3.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 0.00 0.04 0.0 0.12 -0.12 0.00 0.00 0.94 3.0 0 0 caleb_strategy_v3 BTP False False 0.05 0.18 0.05 0.0 0.46 -0.46 0.18 0.18 1.15 10.0 4 4 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.05 0.0 0.22 -0.22 0.00 0.00 11.07 51.0 0 0 caleb_strategy_v3 OAT False False 0.05 0.00 0.06 0.0 0.51 -0.51 0.00 0.00 1.22 10.0 0 0 caleb_strategy_v3 GBP False False 0.03 0.30 0.10 0.0 0.65 -0.65 0.30 0.30 3.33 22.0 10 10 caleb_strategy_v3 GASOLINE False False 0.04 0.11 0.10 0.0 0.14 -0.14 0.11 0.14 2.84 4.0 3 4 caleb_strategy_v3 LIVECOW False False 0.03 0.00 0.19 0.0 0.45 -0.45 0.00 0.00 7.24 17.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.31 0.52 0.0 0.31 -0.31 0.31 0.31 59.47 36.0 35 36 caleb_strategy_v3 MXP False False 0.01 0.58 0.91 0.0 0.64 -0.64 0.58 0.61 86.33 60.0 55 58 caleb_strategy_v3 JGB-SGX-mini False False 0.04 0.54 3.23 0.0 0.62 -0.62 0.54 0.58 83.88 16.0 14 15 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 21.1 Shocked risk 61.4 Sum abs risk 60.3 Leverage 8.13 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 0.0045 0.6695 0.6760 10.8155 BITCOIN 794.8323 30630.0000 2.5949 41.5192 BOBL 0.3128 114.7000 0.2727 4.3627 BTP 0.7022 113.1000 0.6209 9.9343 BUND 0.6291 130.9600 0.4804 7.6860 BUXL 1.3990 132.1600 1.0585 16.9366 CAC 67.2090 7241.0000 0.9282 14.8508 CAD 0.0031 0.7558 0.4141 6.6249 CANOLA 9.8628 783.5000 1.2588 20.1411 CHF 0.0051 1.1448 0.4452 7.1227 COCOA 39.4897 3347.0000 1.1799 18.8777 COFFEE 2.9028 157.4500 1.8436 29.4980 COPPER 0.0400 3.7705 1.0597 16.9553 CORN 12.0000 501.5000 2.3928 38.2851 COTTON2 1.4499 82.9500 1.7479 27.9666 CRUDE_W 1.1233 73.7700 1.5227 24.3628 DAX 134.5574 15921.0000 0.8452 13.5225 DOW 211.1843 34384.0000 0.6142 9.8271 EUR 0.0051 1.1037 0.4633 7.4130 EURIBOR-ICE 0.0627 96.6900 0.0648 1.0369 EUROSTX 42.3491 4320.0000 0.9803 15.6848 FEEDCOW 1.8495 251.9750 0.7340 11.7443 GASOIL 12.5060 742.7500 1.6837 26.9399 GASOLINE 0.0385 2.3240 1.6556 26.4898 GAS_US_mini 0.0947 2.7000 3.5081 56.1298 GBP 0.0067 1.2929 0.5189 8.3020 GOLD_micro 11.6550 1937.0000 0.6017 9.6273 HEATOIL 0.0379 2.5642 1.4793 23.6695 JGB-SGX-mini 0.2033 148.5000 0.1369 2.1905 JPY 0.0000 0.0072 0.6248 9.9974 LEANHOG 1.2594 82.9250 1.5187 24.2996 LIVECOW 1.1041 181.5500 0.6082 9.7306 LUMBER-new 11.0427 589.0000 1.8748 29.9973 MILK 0.2434 16.4200 1.4826 23.7209 MXP 0.0004 0.0579 0.6172 9.8756 NASDAQ_micro 118.3518 15203.5000 0.7785 12.4552 NIKKEI 298.1411 33605.0000 0.8872 14.1951 NZD 0.0044 0.6194 0.7054 11.2857 OAT 0.6432 125.5400 0.5123 8.1972 OATIES 6.2181 438.2500 1.4188 22.7015 OJ 4.1933 268.1500 1.5638 25.0204 PALLAD 23.3959 1244.0000 1.8807 30.0912 PLAT 13.5025 932.5000 1.4480 23.1678 REDWHEAT 14.3787 822.7500 1.7476 27.9621 RICE 0.1535 14.9350 1.0275 16.4395 ROBUSTA 41.3863 2569.0000 1.6110 25.7758 RUSSELL 19.9535 1922.7000 1.0378 16.6046 SHATZ 0.1004 104.6400 0.0959 1.5346 SILVER-mini 0.3153 23.6750 1.3319 21.3101 SMI 80.5310 10990.0000 0.7328 11.7243 SOFR 0.0791 96.4700 0.0820 1.3116 SOYBEAN 21.6298 1360.2500 1.5901 25.4422 SOYMEAL 7.7449 400.2000 1.9353 30.9640 SOYOIL 1.2328 60.6300 2.0333 32.5333 SP400 22.5923 2680.7000 0.8428 13.4844 SP500_micro 25.4320 4463.0000 0.5698 9.1175 SUGAR11 0.3859 23.5200 1.6408 26.2534 US10 0.4553 111.2344 0.4093 6.5491 US10U 0.5974 116.8125 0.5114 8.1824 US2 0.1228 101.6055 0.1209 1.9337 US20 0.8227 124.2812 0.6619 10.5911 US30 1.2124 132.3125 0.9163 14.6614 US5 0.3074 106.6641 0.2882 4.6112 VIX 0.4871 17.7000 2.7518 44.0288 WHEAT 13.7097 677.2500 2.0243 32.3891 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 669.50 0.68 452.56 1.00 452.56 46875.0 103.58 -4.25 -44.00 BITCOIN 30.63 2.59 79.48 1.00 79.48 46875.0 589.75 3.50 206.45 BOBL 1147.00 0.27 312.75 1.10 342.46 46875.0 136.88 -10.76 -147.27 BTP 1131.00 0.62 702.23 1.10 768.94 46875.0 60.96 6.04 36.85 BUND 1309.60 0.48 629.10 1.10 688.86 46875.0 68.05 4.47 30.42 BUXL 1321.60 1.06 1398.97 1.10 1531.87 46875.0 30.60 -0.60 -1.83 CAC 724.10 0.93 672.09 1.10 735.94 46875.0 63.69 2.79 17.74 CAD 755.85 0.41 312.96 1.00 312.96 46875.0 149.78 -1.00 -14.94 CANOLA 156.70 1.26 197.26 0.75 148.31 46875.0 316.05 16.72 528.29 CHF 1430.94 0.45 637.01 1.00 637.01 46875.0 73.59 -8.82 -64.91 COCOA 334.70 1.18 394.90 1.00 394.90 46875.0 118.70 4.76 56.48 COFFEE 590.44 1.84 1088.55 1.00 1088.55 46875.0 43.06 -10.41 -44.82 COPPER 942.62 1.06 998.90 1.00 998.90 46875.0 46.93 -3.94 -18.50 CORN 250.75 2.39 600.00 1.00 600.00 46875.0 78.13 -0.37 -2.89 COTTON2 414.75 1.75 724.95 1.00 724.95 46875.0 64.66 1.14 7.36 CRUDE_W 737.70 1.52 1123.28 1.00 1123.28 46875.0 41.73 3.18 13.28 DAX 159.21 0.85 134.56 1.10 147.34 46875.0 318.14 -4.42 -140.47 DOW 171.92 0.61 105.59 1.00 105.59 46875.0 443.92 -2.50 -110.93 EUR 1379.62 0.46 639.20 1.00 639.20 46875.0 73.33 -1.58 -11.58 EURIBOR-ICE 2417.25 0.06 156.65 1.10 171.53 46875.0 273.28 -11.68 -319.08 EUROSTX 432.00 0.98 423.49 1.10 463.72 46875.0 101.08 2.69 27.23 FEEDCOW 1259.88 0.73 924.77 1.00 924.77 46875.0 50.69 -5.07 -25.71 GASOIL 742.75 1.68 1250.60 1.00 1250.60 46875.0 37.48 7.37 27.64 GASOLINE 976.08 1.66 1616.01 1.00 1616.01 46875.0 29.01 20.00 58.01 GAS_US_mini 67.50 3.51 236.80 1.00 236.80 46875.0 197.95 -9.11 -180.36 GBP 808.06 0.52 419.28 1.00 419.28 46875.0 111.80 9.15 102.33 GOLD_micro 193.70 0.60 116.55 1.00 116.55 46875.0 402.19 -15.39 -619.14 HEATOIL 1076.96 1.48 1593.20 1.00 1593.20 46875.0 29.42 6.55 19.27 JGB-SGX-mini 148500.00 0.14 20330.17 0.01 140.47 46875.0 333.70 19.24 641.87 JPY 899.62 0.62 562.12 1.00 562.12 46875.0 83.39 -18.52 -154.47 LEANHOG 331.70 1.52 503.76 1.00 503.76 46875.0 93.05 -1.52 -14.19 LIVECOW 726.20 0.61 441.65 1.00 441.65 46875.0 106.14 20.00 212.27 LUMBER-new 161.98 1.87 303.68 1.00 303.68 46875.0 154.36 -3.94 -60.86 MILK 328.40 1.48 486.87 1.00 486.87 46875.0 96.28 -20.00 -192.56 MXP 289.45 0.62 178.66 1.00 178.66 46875.0 262.38 20.00 524.75 NASDAQ_micro 304.07 0.78 236.70 1.00 236.70 46875.0 198.03 -0.57 -11.36 NIKKEI 33605.00 0.89 29814.11 0.01 206.00 46875.0 227.55 20.00 455.09 NZD 619.45 0.71 436.93 1.00 436.93 46875.0 107.28 0.79 8.45 OAT 1255.40 0.51 643.17 1.10 704.27 46875.0 66.56 5.86 38.99 OATIES 219.12 1.42 310.90 1.00 310.90 46875.0 150.77 0.65 9.77 OJ 402.22 1.56 628.99 1.00 628.99 46875.0 74.52 20.00 149.05 PALLAD 1244.00 1.88 2339.59 1.00 2339.59 46875.0 20.04 -10.25 -20.53 PLAT 466.25 1.45 675.13 1.00 675.13 46875.0 69.43 -5.25 -36.46 REDWHEAT 411.38 1.75 718.93 1.00 718.93 46875.0 65.20 -3.37 -21.98 RICE 298.70 1.03 306.90 1.00 306.90 46875.0 152.73 7.47 114.13 ROBUSTA 256.90 1.61 413.86 1.00 413.86 46875.0 113.26 10.76 121.91 RUSSELL 96.14 1.04 99.77 1.00 99.77 46875.0 469.84 0.94 44.25 SHATZ 1046.40 0.10 100.36 1.10 109.89 46875.0 426.54 -7.27 -310.17 SILVER-mini 591.88 1.33 788.31 1.00 788.31 46875.0 59.46 -5.97 -35.48 SMI 1099.00 0.73 805.31 1.12 903.60 46875.0 51.88 -3.57 -18.52 SOFR 2411.75 0.08 197.70 1.00 197.70 46875.0 237.10 -5.10 -120.93 SOYBEAN 680.12 1.59 1081.49 1.00 1081.49 46875.0 43.34 16.84 72.98 SOYMEAL 400.20 1.94 774.49 1.00 774.49 46875.0 60.52 13.60 82.34 SOYOIL 363.78 2.03 739.68 1.00 739.68 46875.0 63.37 10.45 66.23 SP400 2680.70 0.84 2259.23 1.00 2259.23 46875.0 20.75 3.12 6.48 SP500_micro 223.15 0.57 127.16 1.00 127.16 46875.0 368.63 1.43 52.72 SUGAR11 263.42 1.64 432.24 1.00 432.24 46875.0 108.45 4.76 51.59 US10 1112.34 0.41 455.30 1.00 455.30 46875.0 102.95 -11.99 -123.46 US10U 1168.12 0.51 597.38 1.00 597.38 46875.0 78.47 -4.69 -36.83 US2 2032.11 0.12 245.59 1.00 245.59 46875.0 190.86 -20.00 -381.73 US20 1242.81 0.66 822.67 1.00 822.67 46875.0 56.98 -4.45 -25.38 US30 1323.12 0.92 1212.43 1.00 1212.43 46875.0 38.66 -3.32 -12.84 US5 1066.64 0.29 307.40 1.00 307.40 46875.0 152.49 -15.17 -231.28 VIX 177.00 2.75 487.07 1.00 487.07 46875.0 96.24 -20.00 -192.48 WHEAT 338.62 2.02 685.49 1.00 685.49 46875.0 68.38 -12.98 -88.76 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -44.002 0.013 2.5 -1.430 BITCOIN 206.450 0.048 2.5 24.828 BOBL -147.273 0.004 2.5 -1.366 BTP 36.846 0.012 2.5 1.149 BUND 30.419 0.004 2.5 0.282 BUXL -1.828 0.004 2.5 -0.017 CAC 17.743 0.013 2.5 0.580 CAD -14.945 0.013 2.5 -0.486 CANOLA 528.291 0.008 2.5 11.068 CHF -64.915 0.013 2.5 -2.110 COCOA 56.479 0.007 2.5 1.042 COFFEE -44.819 0.004 2.5 -0.451 COPPER -18.504 0.048 2.5 -2.225 CORN -2.892 0.008 2.5 -0.061 COTTON2 7.358 0.007 2.5 0.136 CRUDE_W 13.277 0.049 2.5 1.626 DAX -140.467 0.013 2.5 -4.589 DOW -110.926 0.009 2.5 -2.477 EUR -11.577 0.013 2.5 -0.376 EURIBOR-ICE -319.080 0.012 2.5 -9.953 EUROSTX 27.230 0.013 2.5 0.890 FEEDCOW -25.707 0.014 2.5 -0.876 GASOIL 27.642 0.020 2.5 1.355 GASOLINE 58.013 0.020 2.5 2.844 GAS_US_mini -180.364 0.049 2.5 -22.090 GBP 102.326 0.013 2.5 3.326 GOLD_micro -619.143 0.015 2.5 -23.453 HEATOIL 19.266 0.020 2.5 0.945 JGB-SGX-mini 641.874 0.052 2.5 83.881 JPY -154.471 0.013 2.5 -5.021 LEANHOG -14.188 0.025 2.5 -0.887 LIVECOW 212.274 0.014 2.5 7.235 LUMBER-new -60.865 0.007 2.5 -1.099 MILK -192.556 0.007 2.5 -3.552 MXP 524.754 0.066 2.5 86.326 NASDAQ_micro -11.365 0.009 2.5 -0.254 NIKKEI 455.092 0.052 2.5 59.472 NZD 8.450 0.013 2.5 0.275 OAT 38.990 0.012 2.5 1.216 OATIES 9.770 0.008 2.5 0.205 OJ 149.048 0.007 2.5 2.750 PALLAD -20.529 0.015 2.5 -0.778 PLAT -36.465 0.015 2.5 -1.381 REDWHEAT -21.978 0.005 2.5 -0.251 RICE 114.131 0.008 2.5 2.391 ROBUSTA 121.912 0.004 2.5 1.226 RUSSELL 44.247 0.013 2.5 1.409 SHATZ -310.173 0.004 2.5 -2.877 SILVER-mini -35.477 0.015 2.5 -1.344 SMI -18.516 0.013 2.5 -0.605 SOFR -120.935 0.023 2.5 -7.021 SOYBEAN 72.980 0.003 2.5 0.584 SOYMEAL 82.338 0.003 2.5 0.659 SOYOIL 66.233 0.003 2.5 0.531 SP400 6.481 0.013 2.5 0.206 SP500_micro 52.725 0.009 2.5 1.177 SUGAR11 51.586 0.007 2.5 0.945 US10 -123.464 0.005 2.5 -1.494 US10U -36.832 0.005 2.5 -0.446 US2 -381.727 0.005 2.5 -4.621 US20 -25.382 0.005 2.5 -0.307 US30 -12.843 0.005 2.5 -0.155 US5 -231.282 0.005 2.5 -2.800 VIX -192.478 0.059 2.5 -28.521 WHEAT -88.761 0.005 2.5 -1.014 ===================== Position diags ===================== AUD 3.37 BITCOIN 70.92 BOBL 1.27 BTP 1.90 BUND 0.63 BUXL 0.28 CAC 2.08 CAD 4.87 CANOLA 6.62 CHF 2.39 COCOA 2.19 COFFEE 0.43 COPPER 5.64 CORN 1.64 COTTON2 1.19 CRUDE_W 5.11 DAX 10.39 DOW 9.91 EUR 2.38 EURIBOR-ICE 8.52 EUROSTX 3.30 FEEDCOW 1.73 GASOIL 1.84 GASOLINE 1.42 GAS_US_mini 24.24 GBP 3.63 GOLD_micro 15.23 HEATOIL 1.44 JGB-SGX-mini 43.61 JPY 2.71 LEANHOG 5.82 LIVECOW 3.62 LUMBER-new 2.79 MILK 1.78 MXP 43.16 NASDAQ_micro 4.42 NIKKEI 29.74 NZD 3.49 OAT 2.08 OATIES 3.16 OJ 1.37 PALLAD 0.76 PLAT 2.63 REDWHEAT 0.74 RICE 3.20 ROBUSTA 1.14 RUSSELL 14.96 SHATZ 3.96 SILVER-mini 2.25 SMI 1.69 SOFR 13.76 SOYBEAN 0.35 SOYMEAL 0.48 SOYOIL 0.51 SP400 0.66 SP500_micro 8.23 SUGAR11 1.99 US10 1.25 US10U 0.95 US2 2.31 US20 0.69 US30 0.47 US5 1.85 VIX 14.26 WHEAT 0.78 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -1.4 -1.8 -1.1 NaN 0 BITCOIN 24.8 17.7 31.9 0.0 0 BOBL -1.4 -1.5 -1.2 NaN 0 BTP 1.1 1.0 1.3 4.0 4 BUND 0.3 0.2 0.3 4.0 4 BUXL -0.0 -0.0 0.0 NaN 0 CAC 0.6 0.4 0.8 NaN 0 CAD -0.5 -1.0 0.0 NaN 0 CANOLA 11.1 10.4 11.7 NaN 0 CHF -2.1 -2.3 -1.9 -3.0 -3 COCOA 1.0 0.8 1.3 NaN 0 COFFEE -0.5 -0.5 -0.4 NaN 0 COPPER -2.2 -2.8 -1.7 -2.0 -2 CORN -0.1 -0.2 0.1 1.0 1 COTTON2 0.1 0.0 0.3 NaN 0 CRUDE_W 1.6 1.1 2.1 NaN 0 DAX -4.6 -5.6 -3.5 -9.0 -9 DOW -2.5 -3.5 -1.5 NaN 0 EUR -0.4 -0.6 -0.1 -4.0 -4 EURIBOR-ICE -10.0 -10.8 -9.1 -6.0 -6 EUROSTX 0.9 0.6 1.2 0.0 0 FEEDCOW -0.9 -1.0 -0.7 NaN 0 GASOIL 1.4 1.2 1.5 1.0 1 GASOLINE 2.8 2.7 3.0 3.0 3 GAS_US_mini -22.1 -24.5 -19.7 -9.0 -9 GBP 3.3 3.0 3.7 10.0 10 GOLD_micro -23.5 -25.0 -21.9 -15.0 -15 HEATOIL 0.9 0.8 1.1 0.0 0 JGB-SGX-mini 83.9 79.5 88.2 14.0 14 JPY -5.0 -5.3 -4.7 -12.0 -12 LEANHOG -0.9 -1.5 -0.3 -6.0 -6 LIVECOW 7.2 6.9 7.6 NaN 0 LUMBER-new -1.1 -1.4 -0.8 NaN 0 MILK -3.6 -3.7 -3.4 NaN 0 MXP 86.3 82.0 90.6 55.0 55 NASDAQ_micro -0.3 -0.7 0.2 17.0 17 NIKKEI 59.5 56.5 62.4 35.0 35 NZD 0.3 -0.1 0.6 NaN 0 OAT 1.2 1.0 1.4 NaN 0 OATIES 0.2 -0.1 0.5 NaN 0 OJ 2.7 2.6 2.9 NaN 0 PALLAD -0.8 -0.9 -0.7 NaN 0 PLAT -1.4 -1.6 -1.1 -5.0 -5 REDWHEAT -0.3 -0.3 -0.2 NaN 0 RICE 2.4 2.1 2.7 NaN 0 ROBUSTA 1.2 1.1 1.3 2.0 2 RUSSELL 1.4 -0.1 2.9 -11.0 -11 SHATZ -2.9 -3.3 -2.5 NaN 0 SILVER-mini -1.3 -1.6 -1.1 NaN 0 SMI -0.6 -0.8 -0.4 0.0 0 SOFR -7.0 -8.4 -5.6 NaN 0 SOYBEAN 0.6 0.5 0.6 2.0 2 SOYMEAL 0.7 0.6 0.7 NaN 0 SOYOIL 0.5 0.5 0.6 NaN 0 SP400 0.2 0.1 0.3 2.0 2 SP500_micro 1.2 0.4 2.0 NaN 0 SUGAR11 0.9 0.7 1.1 3.0 3 US10 -1.5 -1.6 -1.4 NaN 0 US10U -0.4 -0.5 -0.4 -12.0 -12 US2 -4.6 -4.9 -4.4 NaN 0 US20 -0.3 -0.4 -0.2 NaN 0 US30 -0.2 -0.2 -0.1 NaN 0 US5 -2.8 -3.0 -2.6 -9.0 -9 VIX -28.5 -29.9 -27.1 -16.0 -16 WHEAT -1.0 -1.1 -0.9 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 1.3 2.2 0.9 3.0 0.9 1.3 2.1 0.9 1.3 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 1.3 2.2 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 -0.2 0.1 -0.0 0.0 0.1 0.1 0.0 0.0 0.0 0.1 -0.1 -0.1 -0.2 -0.0 -0.0 -0.1 -0.2 -0.2 -0.2 -0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.4 -0.5 -0.2 -0.3 -0.0 -0.3 0.2 0.2 BITCOIN 0.5 0.1 0.2 0.0 0.0 0.1 0.0 0.1 0.0 -0.1 0.4 0.2 -0.2 0.2 0.1 -0.4 -0.2 -0.3 -0.2 0.1 0.1 0.1 0.1 0.1 -1.1 0.0 0.0 0.1 0.0 0.1 0.1 -0.1 0.1 0.5 0.5 -0.1 -0.0 0.3 0.0 0.3 BOBL -0.2 -0.2 -0.2 -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 -0.1 -0.8 -0.4 -0.1 -0.0 -0.1 -0.2 -0.1 0.5 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.7 -0.0 -0.1 -0.0 0.0 -0.3 -0.3 -0.2 -0.2 BTP -0.3 0.1 0.2 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 0.2 -0.1 -0.1 -0.0 0.0 0.3 0.5 0.4 0.5 0.0 0.0 -0.2 -0.0 -0.1 -0.3 0.0 -0.1 0.0 -0.1 0.0 -0.0 2.5 -0.3 0.1 0.4 0.3 -0.3 -0.3 -0.1 0.0 BUND -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.0 0.4 0.6 0.4 0.5 -0.0 -0.0 -0.1 -0.2 -0.1 0.3 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 2.5 -0.1 0.0 0.1 0.1 -0.3 -0.3 -0.1 -0.0 BUXL 0.1 0.2 -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 -0.1 -0.1 -0.0 0.7 -0.2 0.2 0.2 0.1 -0.3 -0.3 0.1 0.1 CAC -0.1 -0.4 -0.1 0.0 0.0 0.1 -0.0 0.1 0.0 -0.1 0.3 -0.0 0.5 -0.0 0.1 -0.3 0.1 -0.1 0.0 -0.0 0.1 -0.1 0.3 -0.0 -0.3 0.0 -0.1 0.1 -0.0 0.2 -0.0 1.6 -0.5 0.2 -0.3 -0.2 0.2 -0.0 0.3 -0.0 CAD -0.0 0.3 0.4 0.0 0.1 0.1 0.1 0.0 0.1 0.1 0.2 -0.0 -0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 -0.1 0.1 -0.1 0.0 0.0 0.1 -0.0 -0.0 0.0 0.1 -0.7 -0.4 0.2 0.1 -0.3 -0.3 -0.3 -0.1 CANOLA 0.5 0.5 0.0 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.2 0.1 0.0 0.5 1.0 1.0 1.1 0.1 -0.0 0.2 -0.1 0.1 -1.1 0.0 0.0 -0.0 0.0 -0.1 0.0 3.2 0.7 0.5 0.3 -0.1 -0.2 0.3 0.0 0.3 CHF 0.2 -0.1 0.1 0.0 0.1 0.1 0.1 0.0 0.0 0.2 0.2 0.1 0.3 0.1 0.0 -0.8 -0.8 -0.8 -0.8 0.0 0.1 0.2 0.2 0.1 -0.4 0.0 0.2 0.1 0.1 0.1 0.1 -2.9 0.3 0.0 -0.3 0.0 -0.2 -0.3 -0.2 -0.3 COCOA 0.0 0.1 0.4 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 0.4 0.1 0.5 0.1 0.2 -0.1 -0.1 -0.0 -0.0 0.2 0.2 0.2 0.4 0.2 -0.4 0.1 0.0 0.2 0.0 0.2 0.1 -1.9 0.7 0.5 0.5 0.5 -0.2 -0.3 0.1 -0.2 COFFEE -0.5 -0.5 0.0 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.2 -0.0 -0.1 -0.2 -0.1 -0.1 0.2 0.2 0.3 0.3 -0.2 -0.1 -0.2 -0.1 -0.2 -1.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.5 -0.6 -0.5 -0.2 0.3 -0.3 -0.3 -0.1 -0.3 COPPER -0.0 0.0 -0.3 0.0 0.0 0.0 0.0 0.1 0.0 0.1 -0.1 -0.0 -0.1 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.2 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.4 0.2 -0.1 0.0 -0.5 -0.0 -0.3 0.0 -0.2 CORN -0.3 0.5 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.2 0.5 -0.0 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 0.3 -0.6 -0.1 0.3 0.0 -0.1 0.2 -0.0 0.3 COTTON2 -0.2 0.1 0.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 0.0 0.0 -0.2 0.0 0.0 0.5 0.4 0.4 0.3 0.0 -0.0 0.0 -0.1 0.0 -1.0 -0.0 0.0 -0.0 0.0 -0.0 0.0 -0.3 0.7 -0.4 0.1 0.2 -0.3 -0.2 0.1 0.1 CRUDE_W 0.2 0.0 -0.2 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.2 -0.1 0.1 -0.3 0.1 -0.0 0.3 0.5 0.3 0.4 -0.0 -0.0 0.2 -0.1 0.1 -0.3 0.0 0.2 0.0 0.1 0.0 0.1 -1.6 0.2 0.2 0.2 0.4 0.1 0.2 0.1 0.0 DAX -0.4 -0.3 0.1 0.0 0.0 0.1 -0.0 0.1 0.0 -0.1 0.3 -0.1 0.4 -0.1 0.1 -0.5 -0.4 -0.5 -0.4 -0.0 0.1 -0.2 0.3 -0.1 0.8 -0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.6 -0.7 -0.4 -0.3 -0.2 0.2 -0.0 0.3 0.0 DOW -0.0 0.2 0.1 0.0 0.0 0.1 -0.0 0.1 0.0 -0.0 0.1 -0.0 0.2 0.1 0.1 -0.6 -0.4 -0.5 -0.5 0.0 0.0 0.0 0.1 0.0 -0.4 0.0 0.0 0.1 0.0 0.1 0.0 -0.6 0.1 0.3 0.3 0.0 -0.1 -0.0 -0.3 -0.0 EUR 0.2 -0.1 0.1 0.0 0.1 0.1 0.1 0.0 0.0 0.2 0.2 0.1 0.2 0.1 0.0 -0.4 -0.4 -0.4 -0.4 0.0 0.0 0.1 0.0 0.1 0.7 0.0 0.1 0.1 0.0 0.0 0.0 -1.2 -0.3 -0.0 -0.2 -0.1 -0.1 -0.3 0.0 0.2 EURIBOR-ICE -0.3 -0.3 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.0 -0.7 -0.4 -0.6 -0.6 -0.1 -0.1 -0.1 -0.2 -0.1 0.9 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -2.1 -0.0 -0.2 -0.2 0.0 -0.3 -0.3 0.3 0.0 EUROSTX -0.2 -0.3 0.0 0.0 0.0 0.1 -0.0 0.1 0.0 -0.1 0.3 -0.0 0.5 -0.0 0.1 -0.3 0.0 -0.2 -0.1 0.0 0.1 -0.1 0.3 -0.0 0.2 0.0 -0.1 0.1 -0.1 0.2 -0.0 1.2 -0.6 -0.1 -0.2 -0.1 0.2 -0.0 0.3 0.1 FEEDCOW -0.1 -0.1 0.4 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 0.4 0.1 0.5 0.1 0.1 -1.2 -1.2 -1.2 -1.2 0.2 0.2 0.2 0.4 0.2 0.4 0.1 0.1 0.2 0.1 0.2 0.1 -3.2 0.7 0.4 0.5 0.5 -0.0 -0.3 0.1 -0.2 GASOIL 0.3 0.4 -0.3 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.2 -0.2 0.1 -0.1 0.1 0.0 0.3 0.9 0.4 0.6 0.0 -0.1 0.2 -0.1 0.1 0.5 0.0 0.1 -0.1 0.1 -0.1 0.0 0.0 0.1 0.3 0.2 0.0 -0.1 0.1 -0.1 -0.1 GASOLINE 0.1 0.1 -0.1 -0.0 0.2 -0.1 0.1 -0.1 0.0 0.2 0.1 0.1 -0.2 0.1 0.0 1.2 1.2 1.2 1.2 0.1 0.0 0.2 0.1 0.1 -1.1 0.1 0.1 0.1 0.1 0.1 0.1 3.2 0.2 0.5 0.5 0.5 0.1 0.2 0.2 -0.1 GAS_US_mini 0.4 0.5 0.1 -0.0 0.1 -0.1 0.1 -0.0 0.0 0.0 -0.3 0.0 -0.4 0.0 -0.0 -0.0 -0.8 -0.7 -0.9 -0.0 -0.2 0.0 -0.4 0.0 0.8 0.0 0.0 -0.0 0.0 -0.1 0.0 -3.2 -0.7 0.3 0.2 0.1 0.0 0.2 0.0 0.0 GBP 0.1 0.1 0.3 0.0 0.1 0.1 0.1 0.0 0.0 0.2 0.4 0.1 0.2 0.1 0.1 0.0 -0.1 -0.0 -0.1 0.1 0.1 0.2 0.2 0.1 -0.0 0.1 0.1 0.1 0.1 0.0 0.1 0.4 0.2 0.0 0.2 0.2 0.1 0.1 0.1 0.3 GOLD_micro -0.3 -0.5 -0.0 0.0 0.0 0.1 0.0 0.1 0.0 0.2 0.1 -0.1 0.2 -0.1 -0.1 -0.9 -0.7 -0.8 -0.8 -0.1 -0.0 -0.0 0.2 -0.1 -0.6 -0.0 0.1 0.0 0.0 0.1 -0.0 -2.5 0.6 -0.2 -0.5 -0.2 -0.3 -0.3 -0.1 -0.3 HEATOIL 0.4 0.3 -0.4 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.2 -0.3 0.1 -0.2 0.1 -0.0 0.2 1.0 0.3 0.6 0.0 -0.1 0.3 -0.1 0.1 -1.0 0.0 0.1 -0.0 0.1 0.0 0.1 0.2 0.3 0.5 0.5 0.2 -0.1 0.0 -0.1 0.0 JGB-SGX-mini 0.2 0.2 0.5 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 0.2 0.0 0.2 0.1 0.1 0.4 1.2 0.7 1.0 0.1 0.1 0.0 0.2 0.1 0.1 0.0 -0.0 0.1 0.0 0.0 0.0 3.2 0.2 0.5 0.5 0.5 -0.3 -0.1 0.1 0.1 JPY -0.0 -0.4 -0.5 0.0 0.1 0.1 0.0 0.0 0.0 0.1 -0.2 -0.0 -0.3 -0.1 -0.1 -1.0 -0.8 -1.0 -0.9 -0.1 -0.1 0.1 -0.3 -0.1 1.1 -0.0 0.1 -0.1 0.0 -0.1 -0.0 -3.1 0.3 -0.5 -0.5 -0.5 -0.3 -0.3 -0.3 -0.3 LEANHOG 0.5 0.5 -0.3 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.2 0.1 -0.3 0.1 0.0 1.2 -0.6 1.2 0.1 0.0 -0.1 0.1 -0.3 0.1 0.6 -0.0 0.0 -0.2 0.0 -0.2 0.0 -3.2 0.2 -0.1 -0.2 -0.5 -0.1 0.0 0.2 0.3 LIVECOW 0.2 0.5 0.5 -0.0 0.0 -0.1 0.0 -0.2 0.0 0.2 0.4 0.2 0.6 0.2 0.2 0.4 0.7 1.2 1.2 0.2 0.2 0.2 0.4 0.2 0.5 0.1 0.1 0.2 0.1 0.2 0.1 3.2 0.7 0.5 0.5 0.5 -0.3 -0.3 -0.2 -0.3 LUMBER-new 0.5 0.4 0.0 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.3 -0.3 0.2 -0.3 0.2 0.1 -0.5 -0.8 -0.7 -0.8 0.1 -0.0 0.3 -0.2 0.2 NaN 0.0 0.3 0.0 0.1 -0.0 0.1 -3.4 0.7 0.2 0.5 0.3 -0.3 -0.3 -0.3 -0.3 MILK -0.1 -0.3 -0.4 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -1.2 -1.2 -1.2 -1.2 -0.2 -0.2 -0.1 -0.4 -0.2 -0.4 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -3.2 -0.3 -0.5 -0.5 -0.5 -0.3 -0.3 -0.2 -0.3 MXP -0.2 0.3 0.5 0.0 0.1 0.1 0.1 0.1 0.1 0.2 0.4 0.1 0.6 0.2 0.2 1.1 1.0 1.1 1.1 0.2 0.2 0.1 0.4 0.2 -1.1 0.1 0.0 0.2 0.0 0.3 0.0 3.2 -0.4 -0.2 0.5 0.5 0.3 0.1 0.3 0.3 NASDAQ_micro -0.2 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 0.1 -1.1 0.0 0.0 0.1 0.0 0.1 0.0 -0.8 0.0 0.4 0.5 0.5 -0.1 -0.1 -0.2 -0.1 NIKKEI 0.2 0.5 0.5 0.0 0.1 0.1 0.0 0.1 0.0 0.2 0.4 0.1 0.5 0.1 0.2 0.9 0.7 0.7 0.7 0.2 0.2 0.2 0.4 0.2 -0.2 0.1 0.0 0.1 0.0 0.1 0.0 3.2 0.0 0.5 0.5 0.5 0.1 0.1 0.1 0.1 NZD 0.1 -0.1 -0.1 0.0 0.1 0.1 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 0.1 -0.1 0.0 0.0 -0.0 0.0 -0.0 0.0 -0.0 0.0 0.8 -0.2 -0.2 -0.2 -0.3 -0.0 -0.2 0.2 0.1 OAT -0.2 0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.0 0.4 0.6 0.5 0.5 -0.0 -0.0 -0.1 -0.2 -0.1 0.4 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 2.7 -0.2 0.0 0.1 0.1 -0.3 -0.3 -0.0 -0.0 OATIES 0.5 0.5 0.5 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.2 0.2 0.1 -0.4 0.1 0.1 -0.8 0.1 -0.6 -0.3 0.2 0.1 0.2 0.0 0.2 -1.1 0.0 0.0 0.0 0.0 -0.0 0.0 -2.2 0.2 0.5 0.5 0.5 0.1 0.3 0.2 0.3 OJ 0.0 -0.0 0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 0.3 0.1 0.5 0.1 0.1 1.0 1.0 1.1 1.1 0.1 0.2 0.2 0.4 0.1 -1.1 0.0 0.0 0.2 0.0 0.4 0.0 3.2 -0.0 -0.2 0.5 0.5 0.2 0.1 0.3 0.2 PALLAD -0.4 -0.5 -0.1 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 -0.1 -0.1 -0.1 -0.4 -0.1 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.4 -0.4 -0.4 -0.2 -0.2 0.0 -0.0 0.0 PLAT -0.5 -0.5 -0.1 0.0 0.0 0.0 0.0 0.0 0.0 0.1 -0.1 -0.1 0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.6 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.3 0.1 -0.5 -0.5 -0.2 -0.0 -0.2 0.1 -0.1 REDWHEAT 0.2 0.1 0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.3 -0.0 0.0 0.0 0.2 0.2 0.3 0.0 -0.0 -0.0 -0.1 0.0 -0.6 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.4 -0.7 -0.2 0.1 0.2 -0.3 -0.2 -0.0 -0.1 RICE -0.1 0.2 -0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.2 -0.1 -0.1 -0.1 -0.0 0.0 1.0 1.2 1.2 1.2 -0.0 -0.0 -0.2 -0.1 -0.1 -1.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 3.2 -0.7 -0.5 0.0 0.4 -0.2 -0.3 -0.0 -0.3 ROBUSTA -0.5 -0.2 0.4 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 0.2 -0.1 0.3 -0.0 0.1 1.2 0.7 1.2 0.9 0.1 0.1 -0.1 0.3 -0.0 -0.5 0.0 0.0 0.1 -0.0 0.1 -0.0 2.0 -0.7 -0.5 0.5 0.5 -0.1 -0.3 0.0 -0.2 RUSSELL -0.0 0.4 0.1 0.0 0.0 0.1 -0.0 0.1 0.0 0.1 -0.1 0.1 -0.2 0.1 0.1 -0.4 -0.3 -0.4 -0.3 0.1 0.0 0.1 -0.1 0.1 -0.0 0.0 0.1 0.0 0.0 0.0 0.0 -0.1 0.6 0.3 0.5 -0.2 -0.1 -0.1 -0.2 -0.1 SHATZ -0.3 -0.5 -0.5 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.3 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.6 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.2 0.1 -0.2 -0.2 -0.1 -0.3 -0.3 -0.3 -0.3 SILVER-mini -0.3 -0.4 0.0 0.0 0.0 0.0 0.0 0.1 0.0 0.2 0.0 -0.0 0.1 -0.1 -0.0 -0.4 -0.3 -0.4 -0.4 -0.1 -0.0 -0.0 0.1 -0.1 0.4 -0.0 0.0 0.0 -0.0 0.0 -0.0 -0.7 0.2 -0.2 -0.3 0.1 -0.2 -0.3 -0.0 -0.3 SMI -0.4 -0.4 0.2 0.0 0.0 0.1 -0.0 0.1 0.0 -0.1 0.2 -0.1 0.1 -0.1 0.0 -0.2 0.1 -0.1 -0.0 -0.1 0.0 -0.2 0.1 -0.1 0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 1.7 -0.7 -0.5 -0.5 -0.1 -0.1 -0.2 -0.1 -0.2 SOFR -0.4 -0.4 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.0 -0.2 0.1 -0.3 -0.3 -0.1 -0.0 SOYBEAN 0.5 0.5 -0.1 -0.0 0.0 -0.0 0.0 -0.0 0.0 0.1 -0.0 0.0 -0.1 0.0 0.0 0.6 1.2 0.8 1.1 0.0 -0.0 0.1 -0.0 0.1 -0.8 0.0 0.0 -0.0 0.0 -0.0 0.0 3.2 0.3 0.5 0.4 0.0 -0.1 0.3 -0.0 0.3 SOYMEAL 0.4 0.1 -0.5 -0.0 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.0 -0.0 0.0 -0.0 -0.0 1.2 1.2 1.2 1.2 -0.0 -0.0 0.0 0.0 0.0 -0.9 0.0 0.0 0.0 0.0 0.0 0.0 3.2 0.2 0.4 0.2 -0.0 -0.1 -0.3 -0.0 -0.2 SOYOIL 0.5 0.5 0.1 -0.0 0.0 -0.0 0.0 -0.0 0.0 0.1 -0.0 0.0 -0.1 0.1 0.0 0.9 0.6 0.6 0.5 0.1 0.0 0.1 -0.0 0.1 -1.1 0.0 0.0 0.0 0.0 -0.0 0.0 0.7 0.3 0.3 0.5 0.1 0.1 0.1 0.2 0.3 SP400 0.2 0.5 0.1 0.0 0.0 0.1 -0.0 0.1 0.0 0.2 0.0 0.1 0.0 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.0 0.2 0.0 0.1 -0.5 0.0 0.1 0.0 0.1 0.0 0.1 0.1 0.7 0.5 0.5 -0.2 -0.1 -0.1 -0.2 -0.1 SP500_micro 0.0 0.5 0.5 0.0 0.0 0.1 -0.0 0.1 0.0 0.0 0.4 0.1 0.1 0.1 0.2 -0.7 -0.4 -0.6 -0.5 0.2 0.2 0.1 0.3 0.2 -0.9 0.1 0.0 0.1 0.0 0.1 0.1 -0.9 0.4 0.5 0.5 0.5 -0.1 -0.1 -0.1 -0.1 SUGAR11 -0.5 -0.5 0.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 0.2 -0.0 0.3 -0.0 0.0 0.0 1.0 0.3 0.7 -0.0 0.1 -0.1 0.3 -0.1 -1.1 0.0 0.0 0.1 -0.0 0.2 -0.0 2.4 -0.1 -0.5 -0.4 0.5 -0.3 -0.3 0.1 -0.1 US10 -0.3 -0.5 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.2 -0.1 -0.1 -0.5 -0.4 -0.5 -0.5 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.8 0.1 -0.0 -0.2 -0.0 -0.3 -0.3 0.2 0.0 US10U -0.3 -0.3 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.2 -0.1 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.2 0.1 -0.2 -0.0 -0.3 -0.3 0.2 0.2 US2 -0.4 -0.5 -0.5 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.2 -0.1 -0.1 -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 0.1 -0.1 -0.4 -0.2 -0.3 -0.2 -0.3 -0.1 US20 -0.2 -0.2 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.2 0.2 0.1 -0.1 -0.0 -0.3 -0.3 0.2 0.2 US30 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.2 0.2 0.0 -0.0 -0.3 -0.3 0.3 0.3 US5 -0.3 -0.5 -0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.2 -0.1 -0.1 -0.8 -0.5 -0.7 -0.6 -0.1 -0.1 -0.1 -0.1 -0.1 0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -2.4 0.2 -0.0 -0.3 -0.1 -0.3 -0.3 0.1 -0.2 VIX -0.2 -0.8 -0.8 -0.1 -0.0 -0.2 -0.0 -0.3 -0.1 -0.2 -0.6 -0.2 -0.8 -0.3 -0.3 -1.8 -1.8 -1.8 -1.8 -0.3 -0.3 -0.3 -0.6 -0.3 NaN -0.1 -0.0 -0.2 -0.0 -0.3 -0.1 NaN NaN NaN NaN NaN -0.4 -0.4 NaN NaN WHEAT 0.2 0.5 0.2 -0.0 0.0 -0.0 0.0 -0.1 0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.0 -0.5 -0.5 -0.6 -0.6 -0.0 -0.0 -0.1 -0.1 -0.0 -0.2 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -3.2 -0.7 -0.1 0.2 -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 -8.4 5.5 -0.6 3.5 6.7 2.8 5.3 1.1 4.2 8.7 -4.9 -6.8 -5.6 -1.5 -1.2 -2.3 -2.6 -2.7 -2.8 -1.6 -2.8 -1.7 -5.0 -2.1 1.9 -0.4 0.8 -0.8 -1.0 -2.1 -1.1 -0.5 -13.0 -20.0 -7.8 -11.7 -3.0 -20.0 12.3 16.6 BITCOIN 20.0 2.5 9.2 1.4 1.6 2.9 0.7 2.9 0.5 -9.9 18.9 18.5 -6.4 18.3 17.6 -6.1 -2.9 -4.9 -3.9 15.5 14.2 10.2 5.5 17.0 -20.0 5.7 0.4 4.5 4.2 2.8 6.8 -0.5 2.6 20.0 19.7 -2.0 -0.5 20.0 1.1 20.0 BOBL -9.6 -9.0 -6.0 -2.1 -2.7 -1.4 -3.3 -1.9 -2.9 -6.6 -3.4 -7.1 -6.2 -7.2 -5.1 -20.0 -1.1 -13.6 -6.6 -6.4 -5.4 -9.2 -8.3 -8.4 9.4 -2.2 -3.0 -1.4 -3.4 -2.3 -3.1 -4.5 -0.5 -2.6 -2.0 1.6 -20.0 -20.0 -18.7 -14.7 BTP -10.5 5.4 9.7 -3.2 -4.2 -2.2 -5.0 -2.8 -4.3 -10.6 7.5 -10.3 -3.0 -1.3 2.6 4.9 9.0 6.6 7.8 0.8 2.7 -14.0 -2.3 -6.1 -6.5 0.7 -7.7 2.1 -6.9 0.0 -2.9 15.9 -8.9 4.3 17.1 12.0 -20.0 -20.0 -4.3 3.6 BUND -5.5 -1.1 -1.4 -2.2 -2.8 -1.5 -3.4 -1.9 -3.0 -7.3 -3.5 -7.0 -6.7 -6.0 -4.3 6.1 9.5 6.8 7.6 -4.2 -4.0 -10.5 -8.0 -7.0 5.2 -1.7 -5.1 -1.0 -5.0 -2.4 -3.3 16.0 -4.4 1.0 2.7 2.9 -20.0 -20.0 -9.7 -3.6 BUXL 4.0 7.2 -3.7 -2.6 -3.4 -1.8 -4.1 -2.3 -3.6 -8.7 -7.1 -7.0 -8.9 -2.1 -4.5 1.6 1.2 1.9 2.0 -2.4 -5.0 -11.7 -11.4 -4.8 -0.2 -0.8 -8.0 -1.0 -6.2 -3.1 -2.5 4.1 -5.7 9.2 9.5 3.6 -20.0 -20.0 8.8 9.7 CAC -5.5 -16.5 -2.5 3.0 1.4 5.1 -1.0 4.6 0.4 -4.6 14.8 -5.6 17.2 -5.0 6.3 -5.8 1.7 -1.5 0.5 -0.1 8.8 -8.7 16.2 -5.0 -4.8 1.7 -5.2 5.0 -5.6 7.5 -1.3 10.4 -16.3 6.6 -11.6 -7.0 16.0 -3.6 19.7 -2.0 CAD -0.7 13.1 14.0 5.4 10.3 4.3 8.1 1.7 6.6 8.0 11.8 -2.8 -9.4 11.8 15.0 -2.2 -1.9 -2.4 -2.3 11.7 7.5 -0.8 -2.9 6.3 -1.1 5.3 1.0 3.9 -0.8 -0.2 2.5 0.5 -20.0 -17.1 7.5 5.2 -20.0 -20.0 -20.0 -9.8 CANOLA 20.0 20.0 1.6 -0.6 1.2 -2.0 1.3 -2.1 0.9 7.9 -3.0 8.7 -7.2 8.6 4.2 7.9 17.4 17.4 18.7 7.6 -2.5 19.6 -6.2 17.1 -20.0 1.3 3.2 -1.3 4.1 -2.1 3.7 20.0 20.0 20.0 12.6 -3.6 -13.7 19.6 0.7 20.0 CHF 6.7 -5.9 5.1 4.7 9.0 3.8 7.1 1.5 5.7 16.6 11.0 14.9 12.4 8.7 5.9 -14.1 -12.7 -14.1 -13.5 5.5 7.1 19.6 7.4 9.9 -8.3 3.6 18.8 4.2 11.7 3.5 6.0 -18.4 8.9 1.2 -10.0 0.3 -13.1 -20.0 -14.1 -20.0 COCOA 1.6 5.1 15.4 -1.5 3.0 -4.8 3.0 -4.9 2.1 3.4 20.0 10.3 18.8 16.6 20.0 -1.7 -0.9 -0.7 -0.4 20.0 20.0 14.7 20.0 20.0 -8.2 8.2 2.4 7.6 4.7 5.8 7.3 -11.7 20.0 20.0 20.0 20.0 -19.0 -20.0 10.6 -11.6 COFFEE -20.0 -19.4 1.2 -1.2 2.5 -4.0 2.5 -4.1 1.7 -14.4 -0.9 -16.8 -6.2 -17.3 -14.8 2.7 4.0 4.3 4.4 -19.1 -9.2 -19.2 -6.6 -20.0 -20.0 -3.7 -3.9 -0.6 -5.5 -0.4 -6.4 -3.4 -18.9 -20.0 -9.8 12.2 -20.0 -20.0 -6.6 -20.0 COPPER -0.6 0.0 -13.4 1.0 1.1 2.0 0.5 2.0 0.4 8.7 -4.7 -5.7 -4.9 1.4 -5.7 -2.4 -1.2 -2.2 -1.8 -6.8 -6.7 -2.9 -4.5 -4.5 -4.0 -2.9 1.2 -3.6 0.6 -2.3 -0.8 2.5 4.7 -5.5 1.7 -20.0 -2.7 -20.0 1.1 -17.7 CORN -14.0 18.9 -1.6 -0.5 1.0 -1.6 1.0 -1.7 0.7 -4.7 -3.7 -6.5 -4.3 -5.3 -3.6 -3.6 9.2 -0.4 4.7 -3.2 -2.5 -8.8 -1.9 -6.8 -7.0 0.2 -0.9 -0.8 -1.4 -1.2 -0.3 2.0 -18.9 -5.4 11.4 0.2 -4.1 17.2 -0.7 20.0 COTTON2 -6.4 3.9 8.4 -0.8 1.6 -2.6 1.6 -2.7 1.1 7.2 0.6 5.8 -8.7 2.4 3.7 8.5 6.5 6.3 4.4 0.5 -1.2 2.8 -4.1 1.0 -18.1 -0.0 4.0 -0.4 2.8 -0.5 0.8 -2.0 20.0 -14.7 5.2 9.2 -20.0 -17.5 4.6 6.8 CRUDE_W 8.9 0.4 -6.5 -0.9 11.0 -3.9 7.5 -2.2 3.2 15.9 -6.4 15.6 -10.2 9.7 -5.5 4.5 8.2 5.4 6.4 -0.7 -5.4 16.4 -3.4 7.7 -5.1 3.2 13.0 0.2 9.9 1.2 6.6 -9.9 6.1 9.4 7.6 14.2 9.0 13.2 10.1 3.0 DAX -16.4 -12.6 2.7 2.8 1.3 4.7 -0.9 4.2 0.4 -4.2 13.8 -10.2 15.4 -7.7 6.1 -8.2 -6.3 -8.1 -7.6 -1.1 8.8 -12.4 13.3 -9.2 15.8 -1.0 -4.5 4.0 -8.0 5.8 -5.7 -3.6 -20.0 -16.0 -13.2 -6.9 14.3 -2.3 20.0 1.4 DOW -1.2 6.9 4.5 2.6 1.2 4.4 -0.8 3.9 0.4 -0.4 5.4 -3.5 6.2 8.2 11.0 -9.6 -6.2 -8.9 -7.9 5.4 4.6 0.2 3.0 3.5 -8.3 4.8 3.5 3.7 2.8 2.7 4.5 -3.9 2.5 12.9 10.2 0.3 -4.4 -3.1 -20.0 -1.2 EUR 8.2 -3.1 2.1 4.3 8.2 3.5 6.5 1.4 5.2 14.6 10.0 12.1 6.0 8.9 2.4 -6.5 -6.8 -6.7 -6.7 3.5 4.1 10.3 2.3 6.6 14.0 2.6 8.2 2.7 5.9 1.2 4.1 -7.5 -7.7 -0.1 -8.3 -4.8 -6.0 -20.0 1.5 17.1 EURIBOR-ICE -12.4 -12.5 0.5 -2.1 -2.7 -1.4 -3.2 -1.8 -2.8 -5.0 -4.4 -6.2 -6.6 -7.0 -5.6 -12.5 -7.4 -10.6 -9.4 -7.9 -6.2 -9.3 -8.7 -9.8 16.3 -2.3 -2.1 -1.6 -2.8 -2.4 -3.0 -13.3 -1.1 -6.3 -7.1 1.1 -20.0 -20.0 20.0 3.0 EUROSTX -8.8 -11.1 1.6 2.9 1.3 4.9 -0.9 4.4 0.4 -5.1 16.7 -5.8 17.6 -1.9 11.1 -4.9 0.5 -4.0 -1.8 2.4 10.7 -9.2 15.9 -4.0 4.7 1.0 -6.3 5.7 -7.7 8.1 -3.5 7.6 -17.9 -4.3 -8.6 -5.2 17.1 -0.4 20.0 4.7 FEEDCOW -3.1 -3.5 15.3 -1.3 2.7 -4.3 2.7 -4.4 1.9 11.1 17.1 14.6 16.3 14.1 15.7 -20.0 -20.0 -20.0 -20.0 20.0 20.0 20.0 20.0 20.0 7.4 7.0 5.4 7.8 7.2 7.0 7.0 -20.0 20.0 15.7 20.0 20.0 -2.3 -20.0 11.2 -17.0 GASOIL 12.3 15.8 -13.1 -0.7 9.3 -3.3 6.3 -1.9 2.6 13.4 -8.9 12.3 -4.8 11.7 0.6 5.4 15.2 6.0 10.0 2.3 -6.6 16.5 -3.8 10.8 9.7 1.5 10.0 -2.8 8.2 -2.7 5.5 0.0 3.5 11.5 7.6 0.1 -5.7 4.3 -8.1 -4.6 GASOLINE 5.9 4.5 -4.0 -1.0 12.3 -4.3 8.4 -2.5 3.5 18.4 6.8 16.2 -5.5 15.1 4.1 20.0 20.0 20.0 20.0 6.3 2.9 19.0 6.1 12.0 -20.0 6.1 10.1 4.2 8.4 5.3 7.5 20.0 7.4 18.3 20.0 20.0 8.4 12.1 11.6 -3.9 GAS_US_mini 14.7 19.6 2.8 -0.7 8.8 -3.1 6.0 -1.8 2.5 1.5 -14.4 2.4 -14.7 5.2 -2.9 -0.3 -13.0 -12.0 -14.7 -2.3 -19.7 0.4 -20.0 2.5 15.1 2.3 0.9 -1.6 0.9 -3.3 3.1 -20.0 -20.0 12.7 7.1 3.3 3.4 18.1 1.1 2.0 GBP 3.7 5.9 12.8 4.9 9.3 3.9 7.3 1.6 5.9 17.7 18.0 15.9 7.7 15.1 16.6 0.7 -1.2 -0.3 -0.9 15.1 14.3 19.5 7.3 15.8 -0.9 6.3 11.4 5.3 8.3 1.4 6.7 2.3 4.7 1.9 6.9 8.8 4.8 10.0 11.4 20.0 GOLD_micro -13.3 -20.0 -1.5 1.2 1.4 2.5 0.6 2.5 0.5 17.0 4.0 -10.4 6.9 -17.2 -12.4 -15.5 -11.3 -14.1 -12.9 -16.2 -1.9 -3.0 8.4 -15.6 -12.0 -3.9 5.0 0.4 2.2 3.7 -2.6 -15.7 16.9 -9.0 -20.0 -7.9 -20.0 -20.0 -6.7 -20.0 HEATOIL 14.7 11.9 -14.3 -0.9 11.2 -3.9 7.6 -2.3 3.2 16.6 -12.0 16.2 -6.8 14.3 -0.9 3.5 17.0 4.6 9.8 1.9 -9.2 20.0 -5.4 13.8 -19.9 3.8 9.2 -0.4 8.4 0.4 7.1 1.5 8.8 20.0 19.8 6.6 -5.9 3.3 -9.8 2.8 JGB-SGX-mini 6.4 8.6 20.0 -2.6 -4.3 -2.1 -3.3 -3.5 -3.0 -7.7 10.7 3.6 8.6 6.8 10.2 6.8 20.0 12.1 17.3 12.5 14.2 3.2 10.0 8.6 2.1 4.1 -1.4 3.9 1.2 1.7 3.1 20.0 7.3 20.0 19.5 20.0 -19.7 -5.3 9.7 9.7 JPY -1.0 -16.9 -19.2 3.2 6.0 2.5 4.7 1.0 3.8 11.0 -9.6 -0.1 -9.5 -8.5 -12.1 -16.7 -12.9 -16.1 -14.7 -17.1 -16.2 6.7 -14.6 -8.7 20.0 -4.0 5.8 -3.5 2.0 -3.1 -2.0 -19.6 8.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 LEANHOG 18.3 20.0 -10.1 -1.0 2.0 -3.2 2.0 -3.3 1.4 11.4 -7.4 11.4 -10.2 12.8 2.0 20.0 -9.9 20.0 1.9 1.1 -12.7 11.4 -16.7 10.6 11.7 -3.5 2.9 -7.3 2.0 -7.5 0.3 -20.0 6.0 -3.1 -8.7 -20.0 -5.5 3.6 17.3 20.0 LIVECOW 6.8 18.3 18.1 -1.7 3.3 -5.4 3.4 -5.5 2.3 20.0 20.0 20.0 20.0 20.0 20.0 6.6 12.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 10.4 8.9 7.0 7.5 8.1 5.7 9.0 20.0 20.0 20.0 20.0 20.0 -20.0 -20.0 -17.7 -20.0 LUMBER-new 17.7 14.3 1.8 -1.8 3.6 -5.3 3.6 -4.7 2.5 20.0 -16.4 19.7 -20.0 19.2 6.0 -7.4 -12.5 -11.7 -12.5 10.0 -2.3 20.0 -7.4 20.0 NaN 5.2 19.2 0.3 14.9 -1.6 10.4 -20.0 20.0 9.1 20.0 11.4 -20.0 -20.0 -20.0 -20.0 MILK -5.4 -10.8 -16.2 -0.9 1.7 -2.8 1.8 -2.9 1.2 6.3 -13.0 -8.1 -12.8 -11.2 -12.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -10.9 -20.0 -20.0 -7.3 -4.6 1.2 -4.0 -1.8 -3.0 -4.0 -20.0 -9.9 -20.0 -20.0 -20.0 -20.0 -20.0 -15.0 -20.0 MXP -6.5 11.7 19.7 5.8 10.9 4.6 8.6 1.9 7.0 14.5 20.0 15.4 20.0 20.0 20.0 18.8 17.7 18.5 17.9 20.0 20.0 11.2 20.0 20.0 -20.0 8.6 2.2 10.0 2.8 10.2 5.8 20.0 -12.0 -6.7 20.0 20.0 20.0 4.8 20.0 20.0 NASDAQ_micro -9.6 20.0 20.0 2.1 1.0 3.6 -0.7 3.2 0.3 -2.3 14.1 5.9 5.4 12.2 13.6 -10.4 -7.0 -9.9 -8.7 20.0 20.0 4.4 16.7 16.1 -20.0 5.2 0.1 5.3 1.0 3.7 3.1 -5.1 0.6 15.8 20.0 20.0 -7.1 -8.9 -12.8 -10.6 NIKKEI 6.7 20.0 20.0 4.0 9.9 5.2 4.5 4.3 2.7 13.9 18.6 12.7 16.7 16.1 18.2 14.8 11.1 12.2 11.4 20.0 20.0 16.8 20.0 20.0 -3.7 6.7 2.6 6.1 2.5 3.8 4.7 20.0 1.2 20.0 20.0 20.0 9.7 4.0 6.1 10.5 NZD 3.6 -2.1 -2.1 3.0 5.8 2.4 4.6 1.0 3.7 9.2 -2.3 5.4 -1.4 1.1 -2.5 0.4 0.6 0.6 0.6 -0.7 -1.9 4.6 -3.0 2.2 0.1 -0.2 3.0 -0.7 2.9 -1.4 1.3 5.1 -5.9 -8.8 -10.0 -10.4 -0.0 -13.8 11.9 10.0 OAT -6.3 1.7 1.8 -2.4 -3.2 -1.6 -3.8 -2.1 -3.3 -8.1 -4.0 -8.0 -7.1 -5.3 -3.4 6.1 9.7 7.9 8.8 -3.7 -3.5 -11.6 -7.5 -7.2 7.1 -1.5 -6.1 -0.8 -5.9 -2.6 -3.6 17.4 -6.1 1.4 4.8 4.4 -20.0 -20.0 -0.6 -0.1 OATIES 20.0 20.0 20.0 -1.3 2.6 -4.1 2.6 -4.2 1.8 13.7 8.9 16.1 -12.7 17.6 16.1 -13.4 1.5 -9.6 -5.4 20.0 15.9 20.0 0.6 20.0 -20.0 5.4 1.4 2.2 3.4 -0.1 5.7 -14.1 5.3 20.0 20.0 20.0 6.9 20.0 17.8 20.0 OJ 0.1 -0.5 4.1 -1.2 2.5 -4.0 2.5 -4.1 1.7 11.5 14.4 12.7 16.5 8.5 10.8 17.1 17.5 18.3 18.9 14.5 20.0 15.5 20.0 11.9 -20.0 5.3 1.4 10.8 1.8 15.6 2.2 20.0 -1.1 -8.2 20.0 20.0 13.6 7.2 20.0 17.0 PALLAD -17.3 -20.0 -3.4 0.6 0.7 1.3 0.3 1.3 0.2 -0.8 -10.3 -8.5 -10.3 -9.8 -9.7 -3.3 -2.5 -3.1 -2.9 -16.6 -17.1 -8.4 -19.0 -14.9 -5.3 -3.4 -1.0 -2.7 -2.8 -2.5 -3.9 0.5 -11.7 -16.9 -17.8 -9.8 -16.4 0.9 -0.8 2.4 PLAT -20.0 -20.0 -5.1 0.8 0.9 1.6 0.4 1.6 0.3 8.8 -6.4 -7.3 0.8 -11.1 -10.4 -2.9 -1.7 -2.5 -2.2 -16.3 -8.0 -4.8 -1.2 -15.5 12.1 -3.5 1.8 -1.5 -0.6 -0.1 -3.2 1.8 2.4 -19.2 -20.0 -8.3 -2.0 -14.4 5.3 -9.3 REDWHEAT 7.3 2.0 5.3 -0.9 1.7 -2.8 1.8 -2.9 1.2 -0.6 -1.4 -0.9 -9.7 -1.2 2.6 0.2 4.2 3.1 4.6 0.4 -1.7 -1.3 -3.3 0.4 -12.1 0.2 -3.2 -0.4 -3.8 -0.4 -1.4 -2.8 -20.0 -8.0 2.5 9.5 -20.0 -15.0 -3.7 -7.4 RICE -4.5 6.3 -2.5 -1.2 2.3 -3.8 2.4 -3.9 1.6 -14.9 -5.8 -15.5 -3.7 -0.3 3.3 17.7 20.0 20.0 20.0 -3.3 -4.4 -13.9 -3.3 -8.0 -20.0 -1.1 -5.9 -1.3 -7.0 -1.5 -4.4 20.0 -20.0 -20.0 0.4 14.6 -11.4 -20.0 -1.3 -20.0 ROBUSTA -20.0 -8.1 17.1 -0.9 1.9 -3.1 1.9 -3.2 1.3 0.8 11.6 -6.6 10.7 -1.7 8.7 20.0 12.3 20.0 15.7 8.9 16.7 -5.5 15.4 -2.6 -8.9 2.9 0.2 5.3 -1.6 4.8 -0.7 12.7 -20.0 -20.0 18.8 20.0 -9.3 -20.0 2.3 -16.5 RUSSELL -0.1 17.5 4.8 2.1 1.0 3.6 -0.7 3.2 0.3 11.2 -2.5 7.7 -6.0 9.7 7.3 -6.1 -4.6 -5.9 -5.5 7.1 2.5 8.0 -2.7 7.9 -0.8 3.8 5.7 1.8 5.0 0.4 4.8 -0.4 18.0 11.2 18.5 -8.1 -5.8 -6.5 -18.7 -8.0 SHATZ -13.9 -20.0 -18.6 -2.1 -2.7 -1.4 -3.3 -1.9 -2.9 -6.3 -5.1 -7.0 -6.6 -7.5 -6.4 -5.0 1.5 -2.4 -1.5 -10.9 -9.5 -8.6 -11.6 -11.2 11.2 -2.5 -1.6 -2.0 -2.2 -2.6 -2.7 1.2 3.8 -6.2 -7.9 -2.1 -20.0 -20.0 -20.0 -20.0 SILVER-mini -11.7 -15.7 0.4 1.1 1.8 2.2 0.4 2.2 0.3 12.6 1.9 -4.3 3.5 -8.1 -5.9 -6.8 -5.2 -6.5 -6.0 -9.4 -1.5 -0.8 3.2 -9.0 7.5 -1.7 1.7 0.3 -0.0 0.9 -1.6 -4.5 7.0 -8.4 -10.7 2.1 -11.6 -20.0 -2.6 -20.0 SMI -17.2 -17.6 8.7 2.6 1.2 4.4 -0.8 4.0 0.4 -10.6 8.1 -13.8 2.3 -14.8 4.0 -3.0 2.5 -2.3 -0.1 -6.7 2.6 -20.0 4.7 -15.9 2.0 -2.9 -8.3 -0.1 -9.2 -0.4 -6.7 10.7 -20.0 -20.0 -20.0 -4.1 -6.9 -11.6 -11.3 -17.4 SOFR -15.8 -17.3 1.5 -2.4 -3.2 -1.7 -3.8 -2.2 -3.3 -3.2 -0.2 -5.7 -1.8 -7.7 -4.2 -2.7 -0.4 -1.2 -0.8 -7.6 -2.9 -10.0 -2.4 -11.2 -1.4 -2.6 -0.1 -0.9 -2.4 -0.5 -3.4 0.2 3.5 -1.1 -8.7 5.0 -20.0 -20.0 -8.3 -0.2 SOYBEAN 20.0 20.0 -2.9 -0.5 1.1 -1.7 1.1 -1.8 0.7 5.4 -0.6 4.5 -3.1 5.1 3.3 9.6 20.0 14.3 18.8 4.1 -0.3 5.8 -1.6 7.0 -15.7 1.5 1.2 -0.1 1.8 -0.4 2.4 20.0 9.7 19.6 17.5 1.4 -6.9 20.0 -1.4 20.0 SOYMEAL 18.0 3.0 -20.0 -0.5 1.1 -1.7 1.1 -1.8 0.7 3.9 -1.9 -2.3 1.6 -2.2 -3.5 20.0 20.0 20.0 20.0 -1.2 -1.6 0.8 0.9 0.4 -16.3 1.1 1.2 0.2 1.6 0.9 2.1 20.0 4.7 14.6 8.0 -0.7 -7.5 -20.0 -1.4 -18.7 SOYOIL 20.0 20.0 2.6 -0.5 1.0 -1.6 1.0 -1.7 0.7 4.6 -2.2 5.6 -3.6 6.3 4.5 15.0 10.1 9.9 8.3 6.7 0.6 8.6 -1.9 10.5 -20.0 1.8 0.9 0.2 1.8 -0.4 2.5 4.6 8.7 13.5 20.0 5.4 5.4 8.4 17.1 20.0 SP400 9.3 18.7 2.3 2.2 1.0 3.8 -0.7 3.4 0.3 12.3 0.0 11.6 0.7 12.8 9.3 -4.7 -4.3 -5.0 -4.9 11.1 4.9 14.9 1.0 14.7 -9.3 4.2 6.4 1.7 6.3 0.7 6.0 0.4 20.0 20.0 20.0 -7.8 -4.2 -8.0 -11.9 -9.1 SP500_micro 1.7 20.0 20.0 3.0 1.4 5.1 -1.0 4.6 0.4 1.4 18.9 8.1 3.6 16.3 18.6 -12.1 -7.5 -10.7 -9.2 20.0 20.0 9.5 13.5 20.0 -17.2 7.3 1.9 6.1 3.3 3.6 6.0 -5.8 10.8 20.0 20.0 20.0 -5.1 -7.9 -10.0 -9.4 SUGAR11 -20.0 -20.0 6.8 -0.9 1.9 -3.0 1.9 -3.1 1.3 11.0 8.8 -4.5 10.5 -5.4 3.5 0.3 16.7 4.8 11.5 -1.5 11.2 -5.0 16.2 -9.4 -20.0 0.3 0.2 4.8 -1.7 6.8 -2.7 15.1 -1.9 -20.0 -14.5 20.0 -20.0 -19.0 8.1 -9.7 US10 -12.5 -18.2 -4.8 -2.2 -2.8 -1.5 -3.4 -1.9 -3.0 -3.9 -3.3 -5.8 -5.8 -7.4 -6.0 -9.2 -6.2 -9.1 -8.4 -9.2 -6.0 -9.3 -6.4 -11.0 0.7 -2.6 -0.4 -1.4 -2.0 -1.1 -2.9 -11.6 4.1 -0.1 -8.7 -1.2 -20.0 -20.0 11.6 2.8 US10U -10.0 -13.1 -3.2 -3.0 -3.9 -2.0 -4.7 -2.6 -4.1 -6.0 -3.7 -8.2 -7.5 -9.9 -8.2 2.1 -0.2 -0.4 -1.1 -10.3 -7.0 -12.5 -8.4 -12.9 -4.0 -3.6 -0.8 -1.9 -3.0 -1.5 -4.0 -0.1 6.4 3.1 -7.8 -1.2 -20.0 -20.0 18.8 16.1 US2 -17.7 -20.0 -20.0 -2.1 -2.7 -1.4 -3.2 -1.8 -2.8 -3.1 -5.3 -5.6 -6.3 -7.4 -7.1 -20.0 -17.6 -20.0 -20.0 -15.9 -12.1 -8.2 -11.2 -14.7 7.1 -2.6 -0.2 -1.8 -1.4 -1.8 -2.5 -20.0 4.4 -5.8 -16.1 -6.4 -20.0 -15.1 -20.0 -10.6 US20 -7.3 -8.9 -2.4 -2.4 -3.1 -1.6 -3.7 -2.1 -3.2 -5.8 -1.8 -6.9 -4.9 -7.2 -6.1 -1.4 -1.3 -1.4 -1.7 -6.9 -4.9 -10.3 -6.5 -9.1 -4.0 -2.8 -1.3 -1.6 -2.8 -1.4 -3.3 -1.5 4.8 4.1 -2.5 -0.2 -20.0 -20.0 18.1 17.0 US30 -4.2 -3.8 -1.7 -2.8 -3.7 -1.9 -4.5 -2.5 -3.9 -7.9 -4.4 -8.6 -7.0 -7.8 -8.0 0.0 -0.6 -0.4 -0.7 -6.6 -5.7 -11.1 -9.3 -8.7 -3.7 -3.4 -2.7 -2.0 -4.3 -2.1 -4.2 -0.1 5.6 6.5 2.0 -0.4 -20.0 -20.0 20.0 20.0 US5 -13.6 -20.0 -7.9 -2.1 -2.8 -1.4 -3.3 -1.9 -2.9 -3.3 -3.7 -5.5 -5.9 -7.3 -6.0 -13.9 -7.8 -12.5 -10.8 -10.4 -6.9 -8.1 -7.0 -11.3 3.0 -2.5 -0.1 -1.5 -1.7 -1.3 -2.7 -14.9 4.8 -1.9 -10.9 -2.0 -20.0 -20.0 4.5 -13.0 VIX -5.4 -20.0 -20.0 -6.9 -1.1 -6.6 -2.7 -5.9 -5.4 -12.4 -20.0 -17.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -15.3 -20.0 -20.0 NaN -8.3 -1.6 -7.6 -3.4 -6.9 -6.8 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 9.5 20.0 7.7 -0.6 1.1 -1.8 1.2 -1.9 0.8 -1.9 -5.1 -5.6 -7.7 -1.8 -1.5 -9.0 -8.7 -10.3 -10.1 -0.9 -4.2 -4.6 -6.4 -1.7 -4.1 0.0 -1.3 -1.0 -2.1 -1.4 -0.6 -20.0 -20.0 -4.2 6.2 -0.2 -16.6 -17.9 -7.8 -9.2 End of report for caleb_strategy_v3