******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20230816_204326 produced at 2023-08-16 21:39:02.655758 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.67 -0.65 0.0 0.95 -0.95 -0.67 -0.76 -6.79 10.0 -7 -8 caleb_strategy_v3 SOFR False True 0.09 0.00 -0.65 0.0 0.00 0.00 0.00 0.00 -7.45 11.0 0 0 caleb_strategy_v3 US2 False True 0.07 0.00 -0.37 0.0 0.00 0.00 0.00 0.00 -5.09 13.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.16 -0.21 0.0 0.38 -0.38 -0.16 -0.18 -30.43 56.0 -23 -26 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.20 0.0 0.00 0.00 0.00 0.00 -4.79 24.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.11 -0.17 0.0 0.11 -0.11 -0.11 -0.11 -25.54 17.0 -17 -16 caleb_strategy_v3 JPY False False 0.03 -0.22 -0.15 0.0 0.53 -0.53 -0.22 -0.25 -4.91 17.0 -7 -8 caleb_strategy_v3 CHF False False 0.05 -0.21 -0.13 0.0 0.67 -0.67 -0.21 -0.15 -2.63 13.0 -4 -3 caleb_strategy_v3 US5 False False 0.04 -0.23 -0.11 0.0 0.95 -0.95 -0.23 -0.23 -2.88 25.0 -6 -6 caleb_strategy_v3 CAD False False 0.03 -0.03 -0.11 0.0 0.77 -0.77 -0.03 -0.11 -3.97 29.0 -1 -4 caleb_strategy_v3 BOBL False False 0.05 -0.23 -0.09 0.0 0.86 -0.86 -0.23 -0.27 -2.07 19.0 -5 -6 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.06 -0.07 0.0 0.00 -0.06 -0.06 -0.06 -28.59 26.0 -25 -24 caleb_strategy_v3 COPPER False False 0.03 -0.10 -0.07 0.0 0.20 -0.20 -0.10 -0.07 -2.26 6.0 -3 -2 caleb_strategy_v3 US10 False True 0.04 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -1.45 17.0 0 0 caleb_strategy_v3 EUR False False 0.05 -0.10 -0.06 0.0 0.69 -0.69 -0.10 -0.15 -1.24 14.0 -2 -3 caleb_strategy_v3 FEEDCOW False False 0.05 0.00 -0.05 0.0 0.36 -0.36 0.00 0.00 -1.04 8.0 0 0 caleb_strategy_v3 AUD False False 0.02 0.00 -0.05 0.0 0.44 -0.44 0.00 0.00 -2.32 19.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 -0.02 -0.04 0.0 0.38 -0.38 -0.02 -0.02 -5.44 48.0 -3 -2 caleb_strategy_v3 US10U False True 0.04 -0.16 -0.03 0.0 0.00 -0.16 -0.16 -0.16 -0.72 13.0 -4 -4 caleb_strategy_v3 NZD False False 0.02 0.02 -0.03 0.0 0.45 -0.45 0.02 0.00 -1.24 21.0 1 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.00 -0.03 0.0 0.25 -0.25 0.00 -0.02 -2.84 23.0 0 -2 caleb_strategy_v3 MILK False False 0.01 0.00 -0.03 0.0 0.06 -0.06 0.00 0.00 -2.46 5.0 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 -1.69 0.0 0 0 caleb_strategy_v3 PLAT False False 0.02 -0.10 -0.02 0.0 0.16 -0.16 -0.10 -0.10 -1.22 10.0 -6 -6 caleb_strategy_v3 SP400 False False 0.09 0.09 -0.02 0.0 0.19 -0.19 0.09 0.00 -0.16 2.0 1 0 caleb_strategy_v3 PALLAD False False 0.04 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -0.36 2.0 0 0 caleb_strategy_v3 US20 False True 0.04 -0.04 -0.02 0.0 0.00 -0.04 -0.04 -0.04 -0.42 9.0 -1 -1 caleb_strategy_v3 US30 False True 0.04 -0.04 -0.02 0.0 0.00 -0.04 -0.04 0.00 -0.42 6.0 -1 0 caleb_strategy_v3 RUSSELL False False 0.00 -0.00 -0.02 0.0 0.23 -0.23 -0.00 0.00 -6.30 68.0 -1 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.02 0.0 0.02 -0.02 0.00 0.00 -3.93 3.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.11 -0.02 0.0 0.36 -0.36 -0.11 -0.12 -2.98 58.0 -18 -19 caleb_strategy_v3 WHEAT False False 0.01 -0.01 -0.01 0.0 0.10 -0.10 -0.01 -0.01 -0.94 9.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.01 0.0 0.11 -0.11 -0.01 -0.01 -0.64 8.0 -1 -1 caleb_strategy_v3 DOW False False 0.01 -0.11 -0.01 0.0 0.42 -0.42 -0.11 -0.10 -1.68 66.0 -17 -16 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -1.72 2.0 0 0 caleb_strategy_v3 COFFEE False False 0.02 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.61 6.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.01 -0.01 0.0 0.10 -0.10 -0.01 -0.01 -1.23 12.0 -1 -1 caleb_strategy_v3 BITCOIN False False 0.00 -0.00 -0.01 0.0 0.06 -0.06 -0.00 -0.00 -8.05 59.0 -3 -3 caleb_strategy_v3 COCOA False False 0.01 -0.01 -0.00 0.0 0.32 -0.32 -0.01 -0.01 -0.39 26.0 -1 -1 caleb_strategy_v3 SMI False False 0.04 0.36 0.00 0.0 0.40 -0.40 0.36 0.31 0.01 9.0 8 7 caleb_strategy_v3 BUXL False False 0.05 -0.10 -0.00 0.0 0.20 -0.20 -0.10 -0.10 -0.07 4.0 -2 -2 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 0.01 0.0 0.12 -0.12 0.00 0.00 0.45 9.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.01 0.01 0.0 0.20 -0.20 0.01 0.01 1.57 23.0 1 1 caleb_strategy_v3 SOYBEAN False False 0.02 0.07 0.01 0.0 0.17 -0.17 0.07 0.05 0.52 7.0 3 2 caleb_strategy_v3 COTTON2 False False 0.02 0.02 0.01 0.0 0.17 -0.17 0.02 0.02 0.37 11.0 1 1 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 0.01 0.0 0.18 -0.18 0.00 0.00 0.80 18.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 0.00 0.01 0.0 0.14 -0.14 0.00 0.00 0.63 10.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.02 0.0 0.22 -0.22 0.00 0.00 4.51 51.0 0 0 caleb_strategy_v3 CAC False True 0.03 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.74 12.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 0.05 0.02 0.0 0.34 -0.34 0.05 0.05 0.91 20.0 3 3 caleb_strategy_v3 BUND False False 0.05 0.05 0.02 0.0 0.51 -0.51 0.05 0.05 0.30 10.0 1 1 caleb_strategy_v3 CRUDE_W False False 0.03 0.03 0.04 0.0 0.14 -0.14 0.03 0.03 1.37 5.0 1 1 caleb_strategy_v3 RICE False False 0.01 0.00 0.04 0.0 0.05 -0.05 0.00 0.00 3.47 4.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.00 0.04 0.0 0.05 -0.05 0.00 0.00 2.12 3.0 0 0 caleb_strategy_v3 GBP False False 0.03 0.11 0.04 0.0 0.63 -0.63 0.11 0.11 1.42 22.0 4 4 caleb_strategy_v3 BTP False False 0.04 0.31 0.05 0.0 0.45 -0.45 0.31 0.31 1.16 10.0 7 7 caleb_strategy_v3 LIVECOW False False 0.03 0.08 0.05 0.0 0.44 -0.44 0.08 0.05 2.06 17.0 3 2 caleb_strategy_v3 OAT False False 0.05 0.05 0.06 0.0 0.49 -0.49 0.05 0.05 1.23 10.0 1 1 caleb_strategy_v3 LEANHOG False False 0.01 0.06 0.07 0.0 0.13 -0.13 0.06 0.06 6.52 13.0 6 6 caleb_strategy_v3 GASOIL False False 0.03 0.12 0.08 0.0 0.12 -0.12 0.12 0.09 2.47 4.0 4 3 caleb_strategy_v3 HEATOIL False False 0.04 0.00 0.09 0.0 0.13 -0.13 0.00 0.00 1.95 3.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.15 0.10 0.0 0.15 -0.15 0.15 0.15 2.67 4.0 4 4 caleb_strategy_v3 NIKKEI False False 0.01 0.28 0.32 0.0 0.28 -0.28 0.28 0.28 40.50 36.0 36 36 caleb_strategy_v3 MXP False False 0.01 0.63 0.64 0.0 0.63 -0.63 0.63 0.63 61.50 60.0 60 60 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.58 1.14 0.0 0.58 0.00 0.58 0.58 31.31 16.0 16 16 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 18.3 Shocked risk 51.8 Sum abs risk 61.4 Leverage 6.50 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2776088.29, 'annual_cash_vol_target': 694022.0725, 'daily_cash_vol_target': 43376.37953125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0045 0.6432 0.7067 11.3068 BITCOIN 650.8489 29220.0000 2.2274 35.6385 BOBL 0.2644 115.1500 0.2296 3.6740 BTP 0.6335 113.7000 0.5572 8.9145 BUND 0.5668 130.9200 0.4329 6.9267 BUXL 1.3296 129.5400 1.0264 16.4226 CAC 61.2118 7275.5000 0.8413 13.4615 CAD 0.0029 0.7390 0.3931 6.2896 CANOLA 9.3652 799.5000 1.1714 18.7422 CHF 0.0051 1.1403 0.4440 7.1043 COCOA 40.3110 3453.0000 1.1674 18.6787 COFFEE 2.7005 150.5000 1.7944 28.7100 COPPER 0.0456 3.6520 1.2494 19.9902 CORN 9.8505 481.7500 2.0447 32.7156 COTTON2 1.3305 85.2700 1.5603 24.9650 CRUDE_W 1.0530 78.3800 1.3435 21.4961 DAX 124.2171 15797.0000 0.7863 12.5813 DOW 195.5332 34933.0000 0.5597 8.9558 EUR 0.0050 1.0896 0.4618 7.3894 EURIBOR-ICE 0.0543 96.9350 0.0561 0.8970 EUROSTX 43.1784 4288.0000 1.0070 16.1113 FEEDCOW 1.4196 250.7750 0.5661 9.0573 GASOIL 13.6626 847.0000 1.6131 25.8089 GASOLINE 0.0380 2.4889 1.5250 24.4006 GAS_US_mini 0.0984 2.7300 3.6034 57.6542 GBP 0.0066 1.2723 0.5192 8.3076 GOLD_micro 10.7997 1906.6000 0.5664 9.0630 HEATOIL 0.0387 2.9380 1.3182 21.0913 JGB-SGX-mini 0.2700 146.5500 0.1843 2.9482 JPY 0.0000 0.0069 0.6435 10.2958 LEANHOG 1.2797 71.2000 1.7974 28.7581 LIVECOW 1.0652 179.3500 0.5939 9.5027 LUMBER-new 9.5664 523.0000 1.8291 29.2662 MILK 0.2870 17.7200 1.6194 25.9097 MXP 0.0004 0.0581 0.7379 11.8061 NASDAQ_micro 124.7367 14998.0000 0.8317 13.3070 NIKKEI 303.9229 31735.0000 0.9577 15.3230 NZD 0.0042 0.5930 0.7132 11.4116 OAT 0.5759 125.4700 0.4590 7.3435 OATIES 6.7044 453.5000 1.4784 23.6538 OJ 5.0285 324.1000 1.5515 24.8244 PALLAD 23.3715 1214.5000 1.9244 30.7899 PLAT 13.5059 889.4000 1.5185 24.2967 REDWHEAT 15.2064 751.0000 2.0248 32.3970 RICE 0.1627 15.9750 1.0182 16.2916 ROBUSTA 38.1609 2374.0000 1.6075 25.7192 RUSSELL 16.8901 1882.5000 0.8972 14.3554 SHATZ 0.0838 104.9150 0.0799 1.2784 SILVER-mini 0.3323 22.9250 1.4495 23.1920 SMI 76.9760 10971.0000 0.7016 11.2261 SOFR 0.0758 96.2250 0.0788 1.2611 SOYBEAN 17.6523 1325.0000 1.3323 21.3160 SOYMEAL 5.7691 383.0000 1.5063 24.1009 SOYOIL 0.9126 62.8500 1.4520 23.2323 SP400 19.4252 2617.1000 0.7422 11.8759 SP500_micro 26.7151 4424.7500 0.6038 9.6603 SUGAR11 0.3115 24.4400 1.2747 20.3949 US10 0.4397 109.4844 0.4016 6.4253 US10U 0.6013 113.9375 0.5277 8.4440 US2 0.1031 101.2969 0.1018 1.6291 US20 0.8532 119.2812 0.7153 11.4448 US30 1.2628 124.7500 1.0123 16.1962 US5 0.2809 105.8203 0.2655 4.2479 VIX 0.5034 18.5000 2.7210 43.5354 WHEAT 15.6547 624.7500 2.5058 40.0921 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 643.15 0.71 454.50 1.00 454.50 43376.38 95.44 -7.47 -71.29 BITCOIN 29.22 2.23 65.08 1.00 65.08 43376.38 666.46 -1.00 -66.97 BOBL 1151.50 0.23 264.41 1.09 288.69 43376.38 150.25 -14.86 -223.33 BTP 1137.00 0.56 633.48 1.09 691.64 43376.38 62.72 5.91 37.05 BUND 1309.20 0.43 566.78 1.09 618.81 43376.38 70.10 4.67 32.72 BUXL 1295.40 1.03 1329.61 1.09 1451.67 43376.38 29.88 -2.49 -7.45 CAC 727.55 0.84 612.12 1.09 668.31 43376.38 64.90 3.50 22.71 CAD 739.00 0.39 290.50 1.00 290.50 43376.38 149.32 -8.18 -122.14 CANOLA 159.90 1.17 187.30 0.74 139.32 43376.38 311.34 6.91 215.07 CHF 1425.38 0.44 632.90 1.00 632.90 43376.38 68.54 -11.79 -80.79 COCOA 345.30 1.17 403.11 1.00 403.11 43376.38 107.60 -1.96 -21.12 COFFEE 564.38 1.79 1012.70 1.00 1012.70 43376.38 42.83 -14.20 -60.83 COPPER 913.00 1.25 1140.69 1.00 1140.69 43376.38 38.03 -4.93 -18.76 CORN 240.88 2.04 492.52 1.00 492.52 43376.38 88.07 -6.69 -58.94 COTTON2 426.35 1.56 665.24 1.00 665.24 43376.38 65.20 3.09 20.16 CRUDE_W 783.80 1.34 1053.04 1.00 1053.04 43376.38 41.19 2.71 11.18 DAX 157.97 0.79 124.22 1.09 135.62 43376.38 319.84 -2.85 -91.20 DOW 174.66 0.56 97.77 1.00 97.77 43376.38 443.67 -1.70 -75.43 EUR 1362.00 0.46 629.02 1.00 629.02 43376.38 68.96 -5.53 -38.13 EURIBOR-ICE 2423.38 0.06 135.86 1.09 148.34 43376.38 292.42 -7.45 -217.82 EUROSTX 428.80 1.01 431.78 1.09 471.42 43376.38 92.01 3.02 27.82 FEEDCOW 1253.88 0.57 709.80 1.00 709.80 43376.38 61.11 -4.97 -30.39 GASOIL 847.00 1.61 1366.26 1.00 1366.26 43376.38 31.75 15.84 50.28 GASOLINE 1045.34 1.53 1594.18 1.00 1594.18 43376.38 27.21 20.00 54.42 GAS_US_mini 68.25 3.60 245.93 1.00 245.93 43376.38 176.38 -13.24 -233.48 GBP 795.19 0.52 412.88 1.00 412.88 43376.38 105.06 4.16 43.74 GOLD_micro 190.66 0.57 108.00 1.00 108.00 43376.38 401.64 -20.00 -803.29 HEATOIL 1233.96 1.32 1626.61 1.00 1626.61 43376.38 26.67 14.88 39.67 JGB-SGX-mini 146550.00 0.18 27003.38 0.01 185.63 43376.38 233.67 10.25 239.62 JPY 858.88 0.64 552.68 1.00 552.68 43376.38 78.48 -19.25 -151.05 LEANHOG 284.80 1.80 511.89 1.00 511.89 43376.38 84.74 12.30 104.23 LIVECOW 717.40 0.59 426.08 1.00 426.08 43376.38 101.80 5.93 60.42 LUMBER-new 143.83 1.83 263.08 1.00 263.08 43376.38 164.88 -13.10 -215.99 MILK 354.40 1.62 573.90 1.00 573.90 43376.38 75.58 -17.62 -133.18 MXP 290.45 0.74 214.32 1.00 214.32 43376.38 202.39 18.47 373.87 NASDAQ_micro 299.96 0.83 249.47 1.00 249.47 43376.38 173.87 -7.32 -127.30 NIKKEI 31735.00 0.96 30392.29 0.01 208.93 43376.38 207.62 14.93 309.93 NZD 593.05 0.71 422.98 1.00 422.98 43376.38 102.55 -3.72 -38.15 OAT 1254.70 0.46 575.87 1.09 628.73 43376.38 68.99 5.69 39.28 OATIES 226.75 1.48 335.22 1.00 335.22 43376.38 129.40 -6.33 -81.96 OJ 486.15 1.55 754.27 1.00 754.27 43376.38 57.51 20.00 115.02 PALLAD 1214.50 1.92 2337.15 1.00 2337.15 43376.38 18.56 -5.10 -9.46 PLAT 444.70 1.52 675.30 1.00 675.30 43376.38 64.23 -5.01 -32.20 REDWHEAT 375.50 2.02 760.32 1.00 760.32 43376.38 57.05 -9.76 -55.68 RICE 319.50 1.02 325.32 1.00 325.32 43376.38 133.33 12.44 165.81 ROBUSTA 237.40 1.61 381.61 1.00 381.61 43376.38 113.67 13.72 155.96 RUSSELL 94.12 0.90 84.45 1.00 84.45 43376.38 513.63 -3.85 -197.90 SHATZ 1049.15 0.08 83.83 1.09 91.52 43376.38 473.94 -10.90 -516.37 SILVER-mini 573.12 1.45 830.74 1.00 830.74 43376.38 52.21 -8.53 -44.51 SMI 1097.10 0.70 769.76 1.14 877.53 43376.38 49.43 0.03 0.16 SOFR 2405.62 0.08 189.61 1.00 189.61 43376.38 228.77 -5.61 -128.28 SOYBEAN 662.50 1.33 882.62 1.00 882.62 43376.38 49.15 13.16 64.66 SOYMEAL 383.00 1.51 576.91 1.00 576.91 43376.38 75.19 7.53 56.59 SOYOIL 377.10 1.45 547.56 1.00 547.56 43376.38 79.22 9.94 78.71 SP400 2617.10 0.74 1942.52 1.00 1942.52 43376.38 22.33 -2.26 -5.04 SP500_micro 221.24 0.60 133.58 1.00 133.58 43376.38 324.73 -7.50 -243.55 SUGAR11 273.73 1.27 348.92 1.00 348.92 43376.38 124.32 3.49 43.43 US10 1094.84 0.40 439.67 1.00 439.67 43376.38 98.66 -12.15 -119.85 US10U 1139.38 0.53 601.30 1.00 601.30 43376.38 72.14 -8.29 -59.78 US2 2025.94 0.10 206.28 1.00 206.28 43376.38 210.28 -20.00 -420.56 US20 1192.81 0.72 853.22 1.00 853.22 43376.38 50.84 -6.80 -34.58 US30 1247.50 1.01 1262.80 1.00 1262.80 43376.38 34.35 -10.18 -34.96 US5 1058.20 0.27 280.95 1.00 280.95 43376.38 154.39 -15.40 -237.74 VIX 185.00 2.72 503.38 1.00 503.38 43376.38 86.17 -20.00 -172.34 WHEAT 312.38 2.51 782.73 1.00 782.73 43376.38 55.42 -14.87 -82.43 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -71.293 0.013 2.5 -2.317 BITCOIN -66.966 0.048 2.5 -8.053 BOBL -223.329 0.004 2.5 -2.071 BTP 37.049 0.012 2.5 1.156 BUND 32.716 0.004 2.5 0.303 BUXL -7.452 0.004 2.5 -0.069 CAC 22.712 0.013 2.5 0.742 CAD -122.141 0.013 2.5 -3.970 CANOLA 215.067 0.008 2.5 4.505 CHF -80.793 0.013 2.5 -2.626 COCOA -21.117 0.007 2.5 -0.390 COFFEE -60.827 0.004 2.5 -0.612 COPPER -18.759 0.048 2.5 -2.256 CORN -58.942 0.008 2.5 -1.235 COTTON2 20.158 0.007 2.5 0.372 CRUDE_W 11.181 0.049 2.5 1.369 DAX -91.203 0.013 2.5 -2.979 DOW -75.427 0.009 2.5 -1.684 EUR -38.130 0.013 2.5 -1.239 EURIBOR-ICE -217.816 0.012 2.5 -6.794 EUROSTX 27.820 0.013 2.5 0.909 FEEDCOW -30.389 0.014 2.5 -1.036 GASOIL 50.283 0.020 2.5 2.465 GASOLINE 54.418 0.020 2.5 2.668 GAS_US_mini -233.484 0.049 2.5 -28.594 GBP 43.744 0.013 2.5 1.422 GOLD_micro -803.285 0.015 2.5 -30.426 HEATOIL 39.673 0.020 2.5 1.945 JGB-SGX-mini 239.621 0.052 2.5 31.312 JPY -151.051 0.013 2.5 -4.910 LEANHOG 104.229 0.025 2.5 6.515 LIVECOW 60.417 0.014 2.5 2.059 LUMBER-new -215.992 0.007 2.5 -3.929 MILK -133.181 0.007 2.5 -2.457 MXP 373.873 0.066 2.5 61.502 NASDAQ_micro -127.296 0.009 2.5 -2.843 NIKKEI 309.930 0.052 2.5 40.499 NZD -38.148 0.013 2.5 -1.240 OAT 39.278 0.012 2.5 1.225 OATIES -81.965 0.008 2.5 -1.717 OJ 115.015 0.007 2.5 2.122 PALLAD -9.461 0.015 2.5 -0.358 PLAT -32.202 0.015 2.5 -1.220 REDWHEAT -55.677 0.005 2.5 -0.636 RICE 165.813 0.008 2.5 3.474 ROBUSTA 155.962 0.004 2.5 1.569 RUSSELL -197.896 0.013 2.5 -6.301 SHATZ -516.372 0.004 2.5 -4.789 SILVER-mini -44.513 0.015 2.5 -1.686 SMI 0.161 0.013 2.5 0.005 SOFR -128.282 0.023 2.5 -7.447 SOYBEAN 64.664 0.003 2.5 0.518 SOYMEAL 56.585 0.003 2.5 0.453 SOYOIL 78.712 0.003 2.5 0.631 SP400 -5.044 0.013 2.5 -0.161 SP500_micro -243.549 0.009 2.5 -5.439 SUGAR11 43.428 0.007 2.5 0.796 US10 -119.851 0.005 2.5 -1.451 US10U -59.783 0.005 2.5 -0.724 US2 -420.556 0.005 2.5 -5.090 US20 -34.582 0.005 2.5 -0.419 US30 -34.956 0.005 2.5 -0.423 US5 -237.738 0.005 2.5 -2.878 VIX -172.341 0.059 2.5 -25.535 WHEAT -82.427 0.005 2.5 -0.942 ===================== Position diags ===================== AUD 3.10 BITCOIN 80.14 BOBL 1.39 BTP 1.96 BUND 0.65 BUXL 0.28 CAC 2.12 CAD 4.85 CANOLA 6.52 CHF 2.23 COCOA 1.99 COFFEE 0.43 COPPER 4.57 CORN 1.84 COTTON2 1.20 CRUDE_W 5.04 DAX 10.45 DOW 9.91 EUR 2.24 EURIBOR-ICE 9.12 EUROSTX 3.01 FEEDCOW 2.08 GASOIL 1.56 GASOLINE 1.33 GAS_US_mini 21.60 GBP 3.41 GOLD_micro 15.21 HEATOIL 1.31 JGB-SGX-mini 30.53 JPY 2.55 LEANHOG 5.30 LIVECOW 3.47 LUMBER-new 3.00 MILK 1.39 MXP 33.29 NASDAQ_micro 3.88 NIKKEI 27.13 NZD 3.33 OAT 2.15 OATIES 2.71 OJ 1.06 PALLAD 0.70 PLAT 2.43 REDWHEAT 0.65 RICE 2.79 ROBUSTA 1.14 RUSSELL 16.35 SHATZ 4.40 SILVER-mini 1.98 SMI 1.61 SOFR 13.28 SOYBEAN 0.39 SOYMEAL 0.60 SOYOIL 0.63 SP400 0.71 SP500_micro 7.25 SUGAR11 2.28 US10 1.19 US10U 0.87 US2 2.55 US20 0.62 US30 0.42 US5 1.87 VIX 12.77 WHEAT 0.63 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.3 -2.6 -2.0 NaN 0 BITCOIN -8.1 -16.1 -0.0 -3.0 -3 BOBL -2.1 -2.2 -1.9 -5.0 -5 BTP 1.2 1.0 1.4 7.0 7 BUND 0.3 0.2 0.4 1.0 1 BUXL -0.1 -0.1 -0.0 -2.0 -2 CAC 0.7 0.5 1.0 NaN 0 CAD -4.0 -4.5 -3.5 -1.0 -1 CANOLA 4.5 3.9 5.2 NaN 0 CHF -2.6 -2.8 -2.4 -4.0 -4 COCOA -0.4 -0.6 -0.2 -1.0 -1 COFFEE -0.6 -0.7 -0.6 NaN 0 COPPER -2.3 -2.7 -1.8 -3.0 -3 CORN -1.2 -1.4 -1.1 -1.0 -1 COTTON2 0.4 0.3 0.5 1.0 1 CRUDE_W 1.4 0.9 1.9 1.0 1 DAX -3.0 -4.0 -1.9 -18.0 -18 DOW -1.7 -2.7 -0.7 -17.0 -17 EUR -1.2 -1.5 -1.0 -2.0 -2 EURIBOR-ICE -6.8 -7.7 -5.9 -7.0 -7 EUROSTX 0.9 0.6 1.2 3.0 3 FEEDCOW -1.0 -1.2 -0.8 0.0 0 GASOIL 2.5 2.3 2.6 4.0 4 GASOLINE 2.7 2.5 2.8 4.0 4 GAS_US_mini -28.6 -30.8 -26.4 -25.0 -25 GBP 1.4 1.1 1.8 4.0 4 GOLD_micro -30.4 -31.9 -28.9 -23.0 -23 HEATOIL 1.9 1.8 2.1 0.0 0 JGB-SGX-mini 31.3 28.3 34.4 16.0 16 JPY -4.9 -5.2 -4.7 -7.0 -7 LEANHOG 6.5 6.0 7.0 6.0 6 LIVECOW 2.1 1.7 2.4 3.0 3 LUMBER-new -3.9 -4.2 -3.6 NaN 0 MILK -2.5 -2.6 -2.3 NaN 0 MXP 61.5 58.2 64.8 60.0 60 NASDAQ_micro -2.8 -3.2 -2.5 0.0 0 NIKKEI 40.5 37.8 43.2 36.0 36 NZD -1.2 -1.6 -0.9 1.0 1 OAT 1.2 1.0 1.4 1.0 1 OATIES -1.7 -2.0 -1.4 NaN 0 OJ 2.1 2.0 2.2 NaN 0 PALLAD -0.4 -0.4 -0.3 NaN 0 PLAT -1.2 -1.5 -1.0 -6.0 -6 REDWHEAT -0.6 -0.7 -0.6 -1.0 -1 RICE 3.5 3.2 3.8 NaN 0 ROBUSTA 1.6 1.5 1.7 1.0 1 RUSSELL -6.3 -7.9 -4.7 -1.0 -1 SHATZ -4.8 -5.2 -4.3 NaN 0 SILVER-mini -1.7 -1.9 -1.5 NaN 0 SMI 0.0 -0.2 0.2 8.0 8 SOFR -7.4 -8.8 -6.1 NaN 0 SOYBEAN 0.5 0.5 0.6 3.0 3 SOYMEAL 0.5 0.4 0.5 0.0 0 SOYOIL 0.6 0.6 0.7 0.0 0 SP400 -0.2 -0.2 -0.1 1.0 1 SP500_micro -5.4 -6.2 -4.7 -3.0 -3 SUGAR11 0.8 0.6 1.0 0.0 0 US10 -1.5 -1.6 -1.3 NaN 0 US10U -0.7 -0.8 -0.6 -4.0 -4 US2 -5.1 -5.3 -4.8 NaN 0 US20 -0.4 -0.5 -0.4 -1.0 -1 US30 -0.4 -0.5 -0.4 -1.0 -1 US5 -2.9 -3.1 -2.7 -6.0 -6 VIX -25.5 -26.8 -24.3 -17.0 -17 WHEAT -0.9 -1.0 -0.9 -1.0 -1 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 1.9 0.9 0.9 6.3 6.3 6.3 6.3 0.9 0.9 1.3 2.2 0.9 0.0 0.9 1.3 2.2 0.9 3.0 0.9 16.9 3.6 2.7 2.6 2.6 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 1.2 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 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 -0.5 -0.1 -0.0 0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.0 -0.2 -0.1 -0.1 0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.4 -0.3 -0.0 -0.3 0.0 0.1 BITCOIN -0.2 -0.0 0.1 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.2 0.4 -0.1 0.1 -0.1 0.1 -0.5 -0.2 -0.4 -0.3 0.0 0.1 -0.1 0.2 -0.0 -1.1 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.2 0.7 0.5 0.5 0.1 -0.1 0.3 -0.1 0.3 BOBL 0.0 -0.1 -0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.2 -0.0 -0.0 -1.2 -0.5 -1.2 -0.9 -0.0 -0.0 -0.1 -0.2 -0.0 0.5 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -2.5 0.1 0.1 0.1 0.1 -0.3 -0.3 -0.3 -0.2 BTP -0.2 -0.2 0.2 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 0.2 -0.1 -0.0 -0.0 0.0 0.3 0.5 0.3 0.4 -0.0 0.0 -0.1 -0.0 -0.0 -0.4 -0.0 -0.1 0.0 -0.1 0.0 -0.0 2.6 0.1 0.2 0.1 0.4 -0.3 -0.3 -0.0 0.1 BUND -0.2 -0.1 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.0 0.4 0.5 0.4 0.4 -0.0 -0.0 -0.1 -0.2 -0.0 0.3 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 2.7 0.1 0.0 0.1 0.1 -0.3 -0.3 -0.2 -0.0 BUXL -0.4 -0.1 0.0 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 0.0 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 1.0 0.1 -0.1 0.0 0.1 -0.3 -0.3 -0.0 0.2 CAC -0.2 -0.2 -0.4 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.2 0.3 -0.1 0.5 0.0 0.0 -0.4 -0.0 -0.3 -0.1 0.0 0.1 -0.1 0.3 -0.0 -0.2 0.0 -0.1 0.1 -0.0 0.2 -0.0 1.2 0.7 0.4 0.1 -0.1 0.3 -0.0 0.3 0.0 CAD -0.5 -0.2 0.2 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.2 0.2 -0.2 -0.2 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.0 -0.2 0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.1 0.1 -0.4 -0.0 -0.5 -0.1 -0.2 -0.3 -0.3 -0.2 CANOLA -0.5 0.5 0.5 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.1 0.1 -0.0 -0.1 0.0 0.1 -0.2 0.8 0.3 0.7 0.1 0.0 -0.0 -0.0 0.0 -1.1 0.0 0.0 0.0 -0.0 -0.0 0.0 1.3 0.5 -0.2 0.4 0.3 -0.2 0.1 0.0 0.3 CHF -0.4 0.2 0.1 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.2 0.2 -0.1 0.4 -0.0 0.0 -0.8 -0.8 -0.8 -0.8 0.1 0.1 -0.1 0.2 -0.0 -0.4 0.0 -0.0 0.1 -0.0 0.1 -0.0 -3.0 0.3 0.2 0.4 0.0 -0.2 -0.3 -0.2 -0.3 COCOA -0.3 0.1 0.3 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 0.0 0.4 -0.0 0.5 0.1 0.1 -0.3 -0.1 -0.2 -0.1 0.2 0.2 -0.0 0.4 0.1 -0.6 0.1 0.0 0.2 -0.0 0.2 0.0 -2.5 -0.5 0.2 0.5 0.5 -0.2 -0.2 0.2 -0.1 COFFEE 0.1 -0.3 -0.3 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.2 -0.1 -0.1 -0.3 -0.1 -0.1 -0.0 0.2 0.1 0.2 -0.1 -0.1 -0.2 -0.3 -0.1 -1.1 -0.0 -0.2 -0.1 -0.1 -0.0 -0.1 -1.3 -0.7 -0.1 -0.5 -0.2 -0.3 -0.3 -0.2 -0.2 COPPER -0.2 0.1 -0.1 -0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.1 -0.2 -0.2 -0.0 -0.0 -0.2 -0.1 -0.1 -0.2 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.4 -0.2 0.3 0.0 -0.2 0.0 -0.3 0.1 -0.2 CORN -0.4 -0.3 0.1 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.4 0.4 -0.2 0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.4 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.1 -0.1 -0.2 -0.3 -0.0 -0.0 0.1 0.0 0.2 COTTON2 0.0 0.3 0.3 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.1 -0.0 -0.2 0.1 0.1 0.5 0.4 0.5 0.4 0.1 0.0 0.0 -0.0 0.0 -1.1 0.0 -0.0 0.0 0.0 0.0 0.0 -0.5 0.3 0.3 0.1 0.3 -0.3 -0.2 0.1 0.1 CRUDE_W 0.4 0.5 0.2 0.1 -0.0 0.1 0.0 0.0 0.1 -0.2 0.3 0.1 -0.2 0.2 0.2 0.5 0.5 0.4 0.4 0.2 0.1 0.0 0.1 0.2 -0.4 0.1 -0.1 0.1 0.0 0.1 0.0 -1.9 -0.5 -0.5 -0.2 -0.0 0.2 0.2 0.2 0.1 DAX -0.3 -0.3 -0.2 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.2 0.3 -0.1 0.4 -0.0 -0.0 -0.5 -0.4 -0.5 -0.5 -0.0 0.1 -0.2 0.3 -0.1 0.8 -0.0 -0.1 0.0 -0.1 0.1 -0.0 -0.5 0.2 0.1 -0.3 -0.1 0.3 0.0 0.3 0.1 DOW -0.2 0.3 0.3 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.2 0.3 -0.1 0.4 0.1 0.1 -0.7 -0.4 -0.6 -0.6 0.1 0.1 -0.1 0.2 0.0 -0.5 0.0 -0.1 0.1 -0.0 0.1 0.0 -0.8 0.3 0.5 0.5 0.4 -0.1 -0.1 -0.3 -0.1 EUR -0.4 0.0 0.0 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.2 0.1 -0.1 0.3 -0.1 -0.0 -0.4 -0.4 -0.4 -0.4 -0.0 0.0 -0.2 0.1 -0.1 0.7 0.0 -0.1 0.1 -0.1 0.1 -0.0 -1.2 0.2 -0.0 -0.0 -0.2 -0.0 -0.3 0.0 0.0 EURIBOR-ICE 0.1 0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.2 0.0 -0.0 -0.5 -0.5 -0.6 -0.5 -0.0 -0.0 -0.1 -0.2 -0.0 0.9 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -1.8 0.0 0.1 0.1 0.1 -0.3 -0.3 0.3 0.1 EUROSTX -0.2 -0.3 -0.3 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.2 0.3 -0.1 0.4 -0.0 0.0 -0.3 -0.0 -0.3 -0.2 0.0 0.1 -0.1 0.3 -0.0 0.2 -0.0 -0.1 0.1 -0.1 0.2 -0.0 1.1 0.4 0.2 -0.0 -0.1 0.3 0.0 0.3 0.1 FEEDCOW -0.1 0.3 0.5 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.2 0.4 -0.0 0.6 0.1 0.2 -0.5 -1.2 -1.2 -1.2 0.2 0.2 -0.0 0.4 0.1 0.2 0.1 -0.0 0.3 -0.0 0.4 0.0 -3.2 0.2 0.2 0.5 0.5 0.0 -0.2 0.2 -0.1 GASOIL 0.5 0.5 0.4 0.0 -0.0 0.1 0.0 0.0 0.0 -0.1 0.1 0.1 -0.1 0.1 0.1 1.2 0.9 0.8 0.8 0.2 0.1 0.2 0.1 0.2 0.6 0.1 -0.0 0.1 0.0 0.0 0.1 0.0 0.1 0.5 0.5 0.3 -0.1 0.0 -0.2 -0.1 GASOLINE 0.3 0.5 0.4 0.1 -0.0 0.1 0.0 0.0 0.1 -0.1 0.4 0.1 -0.0 0.2 0.2 1.2 1.2 1.2 1.2 0.2 0.2 0.2 0.4 0.2 -1.1 0.1 -0.0 0.1 0.0 0.1 0.1 3.2 -0.1 -0.3 0.1 0.5 0.2 0.2 0.2 0.0 GAS_US_mini 0.1 0.5 0.5 0.0 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-0.9 -0.8 -0.9 -0.9 -0.1 -0.1 -0.2 -0.3 -0.1 1.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -3.2 -0.1 -0.1 -0.3 -0.5 -0.1 -0.3 -0.1 -0.3 LEANHOG -0.3 0.5 0.2 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.1 1.2 1.1 1.2 1.2 0.0 -0.0 -0.2 -0.2 -0.1 0.6 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 3.2 -0.7 -0.2 -0.1 -0.2 -0.1 0.0 0.3 0.3 LIVECOW -0.3 0.1 0.5 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.2 0.4 -0.1 0.6 0.1 0.2 -0.7 0.4 0.1 0.6 0.2 0.2 -0.1 0.4 0.1 0.3 0.1 -0.1 0.2 -0.0 0.3 0.0 0.5 0.1 -0.3 0.5 0.5 -0.3 -0.3 -0.2 -0.3 LUMBER-new -0.5 -0.1 0.0 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 0.2 -0.4 -0.1 -0.4 -0.2 -0.1 -1.0 -0.8 -0.8 -0.8 -0.1 -0.1 -0.1 -0.2 -0.2 NaN -0.0 0.1 -0.1 -0.0 -0.1 -0.0 -3.4 0.7 -0.5 -0.5 0.0 -0.3 -0.3 -0.2 -0.3 MILK 0.4 0.5 0.1 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.2 0.0 -0.0 -1.2 -1.2 -1.2 -1.2 -0.0 -0.1 0.0 -0.3 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -3.2 0.1 0.4 -0.2 -0.5 -0.3 -0.3 -0.2 -0.3 MXP -0.5 -0.4 0.1 0.0 -0.1 0.1 -0.1 0.1 -0.0 0.1 0.3 -0.0 0.5 -0.0 0.1 0.9 1.0 1.0 1.0 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 0.3 0.4 0.2 0.5 0.3 0.1 0.3 0.3 NASDAQ_micro -0.5 -0.2 0.5 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 0.3 -0.1 0.2 -0.0 0.1 -0.6 -0.5 -0.6 -0.6 0.1 0.2 -0.2 0.4 -0.1 -1.1 0.0 -0.1 0.1 -0.0 0.2 -0.0 -0.9 -0.1 -0.3 0.2 0.5 -0.1 -0.2 -0.2 -0.2 NIKKEI -0.4 -0.5 0.4 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.2 0.3 -0.1 0.4 -0.1 0.1 0.9 0.7 0.9 0.8 0.1 0.2 -0.1 0.4 -0.0 -0.3 0.0 -0.1 0.2 -0.0 0.2 -0.0 3.2 0.1 0.2 -0.2 0.5 0.0 0.0 -0.0 0.1 NZD -0.5 -0.1 -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 0.0 0.0 0.0 0.0 -0.1 -0.0 -0.2 -0.1 -0.1 0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.8 -0.2 -0.1 -0.3 -0.2 -0.0 -0.2 0.1 0.1 OAT -0.2 -0.1 0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.0 0.3 0.5 0.4 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 2.9 0.1 0.0 0.1 0.1 -0.3 -0.3 -0.0 0.0 OATIES -0.3 0.4 0.5 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.1 0.2 -0.0 -0.2 0.0 0.1 -1.0 -0.1 -0.8 -0.6 0.1 0.1 0.1 0.2 0.1 -1.1 0.0 0.0 0.1 0.0 0.0 0.0 -3.2 0.2 0.2 0.3 0.5 0.0 0.3 0.2 0.3 OJ -0.0 0.3 0.0 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 0.2 0.4 0.1 0.6 0.2 0.2 1.2 1.2 1.2 1.2 0.2 0.2 0.2 0.4 0.2 -1.1 0.1 0.2 0.2 0.1 0.3 0.1 3.2 0.7 0.5 0.5 0.5 0.2 0.1 0.3 0.2 PALLAD 0.2 0.1 -0.3 -0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.2 -0.0 -0.3 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.4 -0.0 -0.2 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 0.2 0.5 0.3 -0.2 -0.3 -0.2 -0.0 0.1 0.0 PLAT -0.3 -0.2 -0.4 -0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.1 -0.2 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 -0.1 -0.1 -0.2 -0.1 -0.1 0.6 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 0.4 0.0 -0.1 -0.2 -0.3 0.0 -0.2 0.2 -0.2 REDWHEAT -0.5 -0.1 0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.0 -0.2 0.1 -0.1 0.1 -0.0 -0.0 -0.2 -0.0 -0.1 -0.5 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.5 -0.3 -0.2 -0.2 0.0 -0.3 -0.2 -0.1 -0.1 RICE 0.2 0.3 0.2 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 0.0 -0.0 0.1 0.1 -0.5 1.2 1.1 1.2 0.1 0.0 -0.0 0.0 0.1 -1.1 0.0 -0.1 0.0 -0.0 0.0 0.0 3.2 0.3 0.5 0.1 0.5 -0.1 -0.3 0.1 -0.2 ROBUSTA -0.0 -0.3 0.2 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.2 -0.0 0.3 -0.0 0.0 1.2 1.1 1.2 1.2 0.0 0.1 -0.1 0.3 -0.0 -0.6 0.0 -0.1 0.1 -0.0 0.2 -0.0 3.2 -0.4 0.1 -0.3 0.5 -0.1 -0.2 0.1 -0.1 RUSSELL -0.4 0.3 0.5 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.2 0.1 -0.1 -0.0 0.0 0.1 -0.5 -0.3 -0.4 -0.4 0.1 0.1 -0.2 0.1 -0.1 -0.1 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 -0.5 -0.1 0.4 0.4 -0.1 -0.1 -0.3 -0.2 SHATZ 0.3 -0.0 -0.4 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.2 0.0 -0.0 -1.2 -0.2 -0.9 -0.6 -0.0 -0.1 -0.0 -0.3 -0.0 0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.2 0.1 0.3 0.1 -0.0 -0.3 -0.3 -0.3 -0.3 SILVER-mini -0.5 -0.0 -0.2 -0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.2 0.0 -0.1 0.1 -0.1 -0.1 -0.4 -0.3 -0.4 -0.4 -0.1 -0.0 -0.2 0.0 -0.1 0.3 -0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.6 -0.2 -0.1 0.1 -0.1 -0.2 -0.3 -0.0 -0.3 SMI -0.1 -0.3 -0.1 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.2 0.1 -0.1 0.1 -0.1 -0.1 -0.2 0.1 -0.2 -0.1 -0.0 -0.0 -0.2 0.1 -0.1 0.2 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 1.5 0.2 0.5 -0.1 -0.2 -0.1 -0.1 -0.2 -0.2 SOFR -0.2 -0.3 -0.3 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 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=================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 -20.0 -5.9 -0.5 0.6 -4.1 2.1 -4.4 1.5 -2.5 -11.2 -7.8 -12.4 -4.7 -11.7 -7.8 -2.8 -2.7 -2.7 -2.8 -8.9 -5.0 -16.9 -4.8 -14.7 2.3 -2.9 -5.6 -1.4 -6.1 -1.4 -5.1 -0.6 -2.8 -4.7 -17.9 -10.7 -3.7 -20.0 1.4 7.5 BITCOIN -7.9 -1.0 5.6 -3.3 -11.2 0.9 -12.5 2.1 -9.1 -14.9 19.6 -16.0 1.9 -7.6 8.0 -7.9 -4.0 -6.9 -5.5 2.8 11.8 -5.4 7.8 -4.1 -20.0 0.6 -3.7 4.5 -3.3 4.4 -2.5 -1.5 20.0 20.0 20.0 3.5 -7.4 20.0 -6.1 20.0 BOBL 0.0 -2.8 -6.2 -2.4 -3.9 -2.0 -3.6 -2.5 -2.8 -6.7 -3.5 -5.8 -6.8 -1.0 -4.5 -20.0 -7.8 -20.0 -15.9 -3.5 -5.2 -6.0 -9.5 -3.4 9.8 -1.5 -4.1 -1.7 -3.0 -3.2 -1.7 -15.6 2.7 5.6 4.1 2.5 -20.0 -20.0 -20.0 -14.6 BTP -8.7 -6.2 9.5 -3.7 -6.0 -3.2 -5.6 -3.8 -4.4 -11.4 7.4 -10.4 -0.1 -3.6 0.9 4.7 8.1 5.4 6.6 -1.0 2.0 -10.2 -1.8 -5.6 -6.8 -0.6 -8.4 1.9 -6.5 0.3 -3.6 16.5 3.3 6.0 5.4 15.8 -20.0 -20.0 -1.9 6.5 BUND -7.6 -4.9 -0.2 -2.5 -4.1 -2.2 -3.9 -2.6 -3.0 -7.4 -4.5 -7.4 -7.5 -5.3 -5.3 6.2 8.9 6.4 7.1 -4.5 -4.7 -8.2 -9.0 -6.0 6.0 -2.2 -4.9 -1.6 -4.3 -3.0 -3.1 17.4 1.8 1.6 2.7 3.4 -20.0 -20.0 -17.0 -1.7 BUXL -14.2 -5.2 0.7 -2.9 -4.8 -2.5 -4.4 -3.0 -3.5 -8.5 -8.6 -9.1 -9.6 -8.5 -7.4 0.6 1.1 1.2 1.5 -6.6 -6.5 -10.5 -11.7 -9.0 0.5 -2.7 -4.2 -1.8 -4.5 -2.9 -3.9 6.1 3.1 -2.9 1.9 3.6 -20.0 -20.0 -1.4 11.9 CAC -6.0 -7.2 -16.8 0.5 -11.7 3.9 -9.6 4.3 -4.8 -16.1 15.3 -13.9 18.0 1.3 4.1 -7.0 -0.1 -4.8 -2.3 1.3 8.3 -9.4 16.0 -3.9 -4.5 1.0 -8.6 4.6 -5.6 7.9 -2.3 7.4 19.6 16.0 4.3 -3.8 20.0 -1.1 20.0 1.7 CAD -20.0 -7.3 9.1 1.0 -7.3 3.7 -7.9 2.6 -4.4 -19.9 8.8 -20.0 -8.1 -19.7 -0.4 -1.9 -1.9 -2.1 -2.2 -7.1 2.0 -20.0 -2.0 -20.0 0.5 -2.8 -11.0 1.1 -11.6 0.0 -8.9 0.6 -12.8 -0.1 -20.0 -4.5 -15.9 -20.0 -20.0 -17.0 CANOLA -20.0 20.0 20.0 0.5 -2.3 -0.7 -2.3 -1.8 -0.5 5.1 3.7 -5.1 -5.3 2.9 6.0 -3.0 13.7 5.8 11.2 8.7 5.6 -1.3 -1.1 2.0 -20.0 1.7 1.6 0.5 -0.1 -1.1 0.5 8.4 13.7 -9.0 17.4 12.2 -16.0 9.8 2.1 20.0 CHF -14.7 9.5 4.1 0.8 -5.7 2.9 -6.2 2.0 -3.5 -15.7 10.0 -16.7 12.7 -0.7 4.3 -14.0 -13.0 -14.0 -13.7 7.2 11.8 -10.8 10.7 -3.0 -7.6 3.1 -3.5 4.4 -3.4 3.5 -0.5 -18.8 9.9 6.1 14.0 1.2 -16.5 -20.0 -18.6 -20.0 COCOA -10.2 3.5 10.4 1.1 -4.9 -1.5 -4.9 -3.8 -1.0 2.1 19.7 -5.7 19.5 7.3 16.4 -5.7 -1.4 -2.6 -1.4 20.0 20.0 -1.4 20.0 6.3 -10.6 6.5 1.8 9.4 -0.7 8.8 1.7 -15.7 -16.5 9.0 20.0 20.0 -14.4 -16.9 13.7 -4.8 COFFEE 3.8 -12.5 -12.9 1.0 -4.7 -1.4 -4.7 -3.7 -1.0 -17.8 -6.7 -15.3 -10.0 -16.9 -17.7 -0.3 3.2 1.7 2.8 -17.3 -15.4 -20.0 -12.4 -17.4 -20.0 -4.5 -14.9 -2.7 -11.6 -1.8 -6.8 -8.2 -20.0 -4.1 -20.0 -7.3 -20.0 -20.0 -11.6 -13.5 COPPER -7.9 3.2 -5.6 -1.6 -5.3 0.4 -6.0 1.0 -4.3 -11.0 -4.6 -11.7 -2.9 -7.4 -2.9 -5.4 -1.9 -3.8 -2.8 -4.2 -3.1 -15.6 -2.7 -9.0 -3.6 -1.2 -8.1 -1.2 -7.0 -1.3 -3.4 2.3 -7.0 10.8 1.5 -6.3 3.1 -20.0 9.7 -17.1 CORN -16.8 -11.3 4.0 0.4 -1.7 -0.5 -1.7 -1.3 -0.4 -3.8 -4.8 -6.6 -5.1 -6.4 -5.6 -6.9 6.1 -4.0 0.7 -5.4 -4.3 -7.8 -3.2 -7.3 -6.7 -0.8 -2.0 -1.1 -2.4 -1.5 -1.8 -6.9 -3.1 -6.8 -11.4 -0.1 -2.9 8.9 1.0 16.5 COTTON2 1.7 12.3 11.7 0.7 -3.1 -1.0 -3.1 -2.4 -0.6 -8.6 6.2 -3.8 -8.7 7.0 7.6 8.4 7.0 7.9 6.1 7.1 4.0 0.8 -1.4 5.7 -20.0 3.4 -3.1 2.3 0.5 1.0 2.8 -3.0 8.7 11.4 5.2 13.9 -20.0 -15.6 10.8 8.7 CRUDE_W 14.8 20.0 8.2 6.3 -1.9 3.1 2.7 1.1 6.5 -15.3 12.4 9.6 -8.6 19.4 18.3 8.7 8.3 7.5 7.3 20.0 15.0 2.5 5.7 20.0 -7.0 7.4 -6.3 5.0 0.2 3.2 5.9 -11.8 -14.7 -20.0 -8.3 -0.5 15.1 12.0 16.5 6.0 DAX -10.4 -10.7 -8.8 0.5 -10.8 3.6 -8.8 3.9 -4.4 -15.8 12.1 -15.5 15.7 -5.7 -1.3 -8.3 -6.7 -8.3 -7.9 -2.8 6.0 -14.4 12.3 -10.1 15.9 -2.2 -7.4 2.2 -7.8 5.1 -5.7 -3.4 6.4 4.7 -10.0 -4.7 20.0 0.2 20.0 5.9 DOW -6.1 12.9 11.4 0.5 -11.5 3.8 -9.4 4.2 -4.7 -16.3 14.5 -9.9 13.0 9.2 15.1 -11.6 -7.4 -10.7 -9.4 15.1 15.0 -9.2 10.0 5.3 -10.3 5.5 -6.3 5.8 -3.1 4.3 1.7 -5.1 9.2 20.0 20.0 15.1 -7.1 -4.7 -20.0 -3.9 EUR -17.5 1.9 0.0 0.8 -5.6 2.9 -6.1 2.0 -3.4 -15.2 5.6 -16.3 9.3 -10.1 -0.6 -6.3 -6.8 -6.5 -6.5 -0.6 4.6 -13.6 3.8 -8.3 13.3 0.2 -6.7 2.5 -6.2 1.9 -3.6 -7.3 7.3 -0.3 -0.7 -9.5 -3.2 -20.0 1.2 3.2 EURIBOR-ICE 2.0 1.6 -3.0 -2.3 -3.7 -1.9 -3.5 -2.4 -2.7 -6.0 -3.8 -5.2 -6.6 1.7 -2.8 -8.5 -7.7 -9.4 -9.1 -2.5 -4.6 -5.8 -9.0 -2.4 17.0 -1.1 -3.5 -1.6 -2.6 -3.4 -1.1 -11.1 0.1 5.9 4.6 2.4 -20.0 -20.0 20.0 6.9 EUROSTX -8.4 -10.6 -12.2 0.4 -9.8 3.2 -8.1 3.6 -4.0 -14.1 13.1 -13.2 15.5 -3.8 0.7 -4.6 -0.5 -4.4 -2.8 0.1 6.8 -9.7 12.3 -5.4 4.5 -0.4 -8.0 3.8 -6.5 7.0 -3.9 6.7 13.4 9.2 -1.7 -2.5 20.0 2.3 20.0 8.2 FEEDCOW -3.2 11.4 20.0 1.3 -5.8 -1.8 -5.8 -4.5 -1.2 -20.0 20.0 -3.1 20.0 17.6 20.0 -9.2 -20.0 -20.0 -20.0 20.0 20.0 -1.3 20.0 11.5 4.7 8.6 -2.7 13.3 -0.4 14.1 3.5 -20.0 5.8 8.9 20.0 20.0 3.8 -14.7 17.1 -7.2 GASOIL 20.0 20.0 15.1 5.0 -1.5 2.4 2.1 0.9 5.1 -8.8 6.2 13.2 -2.7 17.0 17.1 20.0 15.9 14.2 13.2 20.0 17.3 16.9 7.0 20.0 11.7 6.0 -0.9 3.0 3.0 0.9 6.2 0.0 3.7 19.3 19.3 11.7 -10.7 2.7 -14.3 -4.8 GASOLINE 12.5 20.0 14.6 6.1 -1.9 3.0 2.6 1.1 6.3 -5.1 18.8 12.9 -1.4 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 12.0 18.1 20.0 -20.0 7.7 -1.3 6.3 2.3 5.2 6.2 20.0 -2.8 -11.9 5.4 18.7 13.5 14.2 16.0 1.9 GAS_US_mini 3.7 18.3 19.8 4.5 -1.4 2.2 1.9 0.8 4.6 -6.8 -14.2 -0.4 -16.9 1.9 5.6 -19.1 -13.6 -15.2 -15.3 0.8 -13.1 -0.4 -20.0 3.2 18.8 3.0 -5.0 -0.1 0.5 -3.0 2.8 -20.0 5.5 -20.0 -20.0 -8.8 6.3 10.3 -2.6 0.6 GBP -17.0 -0.8 9.4 0.8 -6.2 3.2 -6.7 2.2 -3.7 -5.4 11.7 -15.0 11.0 -9.9 2.4 0.3 -0.9 0.0 -0.5 3.5 11.3 -7.7 9.0 -6.0 -0.8 2.1 -0.6 5.1 -3.4 2.9 -2.4 2.9 17.4 8.4 -1.3 4.2 4.3 11.8 9.3 20.0 GOLD_micro -15.6 -8.5 -13.0 -2.9 -9.7 0.8 -10.8 1.8 -7.9 -20.0 -3.9 -20.0 7.0 -18.8 -19.2 -17.0 -12.6 -16.0 -14.5 -17.8 -6.6 -20.0 4.6 -20.0 -11.2 -4.6 -11.9 -0.6 -12.2 2.5 -8.8 -16.9 -8.8 -5.3 -1.4 -13.7 -20.0 -20.0 -10.0 -20.0 HEATOIL 20.0 20.0 15.7 6.4 -1.9 3.1 2.7 1.1 6.5 -18.1 6.5 13.1 -4.9 19.9 20.0 20.0 18.1 15.8 14.4 20.0 20.0 17.8 9.7 20.0 -20.0 7.7 -2.0 4.7 3.0 2.6 7.3 2.7 -3.4 20.0 20.0 20.0 2.3 0.7 -3.1 -1.1 JGB-SGX-mini -20.0 -20.0 -1.3 -2.3 -3.7 -2.0 -3.5 -2.4 -2.7 -2.9 4.6 -5.7 5.0 -6.2 -4.2 11.8 19.7 11.7 14.6 -4.7 0.7 -6.1 3.1 -7.4 0.4 -1.7 -1.3 -0.1 -2.0 0.3 -2.5 20.0 7.7 0.4 -4.2 7.2 -20.0 -7.5 4.4 7.4 JPY -12.8 6.1 -17.9 0.5 -3.5 1.8 -3.8 1.2 -2.1 -9.6 -9.2 -10.5 -8.7 -9.2 -9.6 -15.4 -13.6 -15.8 -15.1 -12.2 -12.5 -15.5 -12.9 -13.3 20.0 -3.4 -4.3 -3.2 -4.6 -3.3 -3.9 -20.0 -4.4 -5.7 -13.6 -20.0 -10.0 -20.0 -10.5 -20.0 LEANHOG -10.1 19.0 7.8 0.7 -3.1 -0.9 -3.1 -2.4 -0.6 -11.7 -3.6 -11.3 -6.3 -4.1 8.2 20.0 18.2 20.0 20.0 0.2 -4.7 -16.7 -10.9 -6.4 12.2 -2.3 -8.8 -5.4 -7.5 -7.8 -3.7 20.0 -20.0 -6.9 -5.1 -8.7 -5.9 2.0 20.0 20.0 LIVECOW -13.8 5.2 20.0 1.3 -5.8 -1.8 -5.8 -4.5 -1.2 -20.0 20.0 -13.3 20.0 11.7 20.0 -12.4 6.2 2.0 10.9 20.0 20.0 -8.8 20.0 6.9 5.5 7.9 -5.1 11.0 -2.0 10.3 2.4 3.4 2.7 -10.9 20.0 20.0 -20.0 -20.0 -18.6 -19.3 LUMBER-new -20.0 -4.3 1.4 1.1 -5.2 -1.2 -5.3 -3.0 -1.1 16.6 -18.1 -13.4 -19.9 -18.5 -15.4 -15.7 -12.7 -13.1 -12.8 -14.0 -9.8 -4.8 -8.7 -16.9 NaN -4.4 6.3 -2.5 -1.0 -1.8 -5.3 -20.0 19.5 -20.0 -20.0 0.1 -20.0 -20.0 -17.2 -20.0 MILK 15.3 20.0 3.5 0.5 -2.2 -0.7 -2.3 -1.8 -0.5 -2.6 -5.9 0.2 -8.8 4.2 -2.6 -20.0 -20.0 -20.0 -20.0 -2.1 -9.3 0.7 -12.3 2.9 -2.8 -1.3 -1.2 -3.7 0.2 -4.4 0.6 -20.0 3.1 17.1 -7.3 -20.0 -20.0 -20.0 -15.4 -20.0 MXP -18.2 -17.4 2.1 0.8 -5.6 2.9 -6.1 2.0 -3.4 6.4 16.3 -2.5 17.4 -0.3 12.4 15.9 17.7 17.4 17.6 11.2 20.0 -2.9 20.0 1.2 -20.0 4.6 -1.1 8.5 -1.5 10.2 0.3 20.0 9.5 17.2 6.7 20.0 20.0 5.9 20.0 20.0 NASDAQ_micro -20.0 -6.9 20.0 0.4 -8.2 2.7 -6.7 3.0 -3.4 -12.0 12.7 -12.4 8.9 -4.0 9.3 -10.7 -7.9 -10.6 -9.6 10.6 20.0 -15.3 19.1 -6.1 -20.0 3.0 -4.2 6.4 -4.0 6.2 -1.6 -5.6 -2.6 -10.2 7.1 20.0 -7.3 -11.9 -17.8 -14.4 NIKKEI -14.7 -18.2 16.6 0.5 -10.9 3.6 -8.9 4.0 -4.5 -12.5 15.1 -12.6 15.4 -10.7 10.8 15.8 12.4 14.8 13.4 8.2 20.0 -11.8 20.0 -5.4 -5.9 3.5 -5.9 8.4 -4.0 8.3 -1.7 20.0 4.5 9.6 -7.9 20.0 3.7 2.8 -2.4 8.6 NZD -20.0 -3.0 -3.5 0.5 -3.9 2.0 -4.2 1.4 -2.4 -10.7 -6.1 -11.8 0.2 -10.9 -7.4 0.1 0.5 0.4 0.4 -7.6 -3.8 -17.3 -3.3 -13.7 0.4 -2.6 -6.1 -1.1 -6.6 -0.9 -5.1 5.0 -7.3 -5.0 -10.8 -10.0 -0.6 -12.8 4.2 7.4 OAT -8.2 -5.5 1.9 -2.7 -4.5 -2.3 -4.2 -2.8 -3.2 -8.0 -5.0 -8.0 -7.7 -5.8 -4.9 5.8 8.9 6.6 7.7 -4.5 -4.4 -8.8 -8.3 -6.4 8.0 -2.2 -5.5 -1.5 -4.8 -3.1 -3.4 18.1 2.7 1.8 2.5 5.1 -20.0 -20.0 -1.7 3.1 OATIES -11.9 16.2 20.0 0.7 -3.4 -1.0 -3.4 -2.7 -0.7 9.8 10.1 -1.8 -6.8 4.4 10.8 -17.0 -2.2 -14.1 -9.6 17.3 16.9 5.5 7.7 8.1 -20.0 3.8 3.4 3.7 1.4 1.6 1.7 -20.0 6.6 6.9 11.8 20.0 1.8 20.0 13.9 20.0 OJ -0.3 11.5 1.3 1.1 -5.2 -1.6 -5.2 -4.1 -1.1 18.2 20.0 17.8 20.0 18.8 20.0 20.0 19.9 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 7.4 14.8 8.4 8.9 10.2 7.2 20.0 20.0 20.0 20.0 20.0 18.3 5.2 20.0 16.4 PALLAD 7.3 2.0 -13.8 -1.5 -5.1 0.4 -5.7 1.0 -4.1 -8.1 -11.6 -5.8 -11.9 -8.0 -10.7 -2.7 -2.6 -3.0 -2.9 -9.6 -16.0 -4.3 -20.0 -4.6 -3.4 -3.2 -4.8 -4.4 -1.8 -4.9 -1.8 1.5 13.7 12.6 -8.0 -11.5 -18.4 -1.3 4.4 1.8 PLAT -11.0 -6.5 -17.4 -1.6 -5.4 0.4 -6.0 1.0 -4.4 -10.6 -9.0 -11.0 -1.4 -9.9 -10.7 -3.4 -2.1 -3.0 -2.6 -11.7 -8.7 -13.0 -3.8 -12.6 12.3 -3.3 -4.4 -2.0 -4.8 -0.7 -4.3 2.4 1.1 -2.4 -6.7 -11.1 2.3 -16.1 13.5 -11.9 REDWHEAT -20.0 -3.0 0.8 0.5 -2.1 -0.6 -2.1 -1.7 -0.4 -6.4 -1.6 -8.6 -7.2 -7.7 -3.0 -4.1 2.5 -1.3 1.4 -5.1 -2.5 -12.4 -2.3 -10.3 -9.0 -1.4 -3.0 -0.6 -3.8 -0.3 -3.0 -9.6 -8.8 -8.8 -9.7 1.1 -20.0 -18.5 -8.2 -6.6 RICE 6.2 11.7 6.1 1.1 -6.9 -1.2 -4.5 -3.2 -0.6 -12.8 1.6 0.9 -0.3 11.4 13.1 -8.5 20.0 18.8 20.0 10.3 4.9 -2.7 1.0 8.2 -20.0 4.1 -7.0 2.2 -1.4 0.4 2.9 20.0 8.1 18.7 2.6 19.5 -7.4 -20.0 4.5 -14.4 ROBUSTA -1.8 -12.7 6.4 0.7 -3.2 -1.0 -3.2 -2.5 -0.7 -11.8 10.7 -4.5 10.6 -2.4 4.9 20.0 18.0 20.0 20.0 5.4 13.0 -10.7 15.7 -1.6 -11.3 2.5 -10.0 6.3 -5.1 7.5 -0.9 20.0 -12.9 3.5 -13.8 20.0 -5.1 -18.2 9.4 -9.6 RUSSELL -15.2 12.6 18.3 0.5 -10.8 3.6 -8.9 4.0 -4.5 -16.6 5.8 -17.0 -0.5 1.8 10.6 -7.7 -5.3 -7.1 -6.4 9.1 10.9 -20.0 2.7 -6.3 -2.2 3.1 -10.6 4.2 -7.7 2.5 -2.1 -0.7 -14.2 -2.3 17.0 15.2 -4.5 -8.2 -20.0 -11.5 SHATZ 10.2 -0.3 -17.2 -2.3 -3.8 -2.0 -3.5 -2.4 -2.8 -6.4 -5.6 -3.8 -7.2 1.0 -4.8 -20.0 -4.1 -15.7 -10.0 -4.0 -8.3 -3.8 -13.4 -1.3 11.1 -1.2 -3.2 -2.5 -1.8 -4.4 -0.5 -7.9 4.1 10.2 5.0 -0.7 -20.0 -20.0 -20.0 -20.0 SILVER-mini -20.0 -1.1 -8.6 -1.8 -6.1 0.5 -6.8 1.1 -5.0 -12.6 1.1 -13.7 4.1 -8.9 -7.6 -6.8 -5.6 -6.7 -6.3 -6.9 -1.1 -17.6 1.9 -14.1 6.4 -1.5 -4.1 0.5 -6.1 0.9 -4.5 -3.9 -5.3 -4.8 3.0 -3.7 -15.7 -20.0 -1.0 -20.0 SMI -2.3 -10.6 -5.7 0.4 -10.4 3.4 -8.5 3.8 -4.3 -15.0 5.2 -13.8 4.7 -6.1 -6.5 -3.2 1.4 -2.9 -1.2 -5.6 -0.5 -12.3 2.8 -8.6 4.0 -1.1 -9.8 -0.4 -5.0 -0.9 -1.9 9.7 6.7 20.0 -4.3 -8.1 -7.7 -10.5 -17.2 -15.7 SOFR -8.7 -10.8 -10.1 -2.4 -4.0 -2.1 -3.7 -2.5 -2.9 -7.5 -3.4 -7.4 -2.3 -5.2 -5.8 -2.2 -0.8 -1.9 -1.4 -6.5 -4.4 -10.5 -3.5 -8.0 -1.4 -2.4 -4.6 -1.7 -3.8 -1.2 -2.8 1.7 -0.5 -3.9 -1.4 -2.9 -20.0 -20.0 -5.0 -2.6 SOYBEAN -20.0 10.2 13.2 0.4 -2.1 -0.6 -2.1 -1.6 -0.4 1.1 3.0 -6.9 -1.4 -1.8 3.6 18.6 20.0 17.6 19.2 1.5 1.7 -4.1 -0.1 -3.0 -18.3 0.9 0.1 0.7 -1.1 0.1 -0.6 20.0 3.1 -9.1 2.1 7.4 -9.9 11.5 -6.6 20.0 SOYMEAL -12.3 2.4 -15.9 0.5 -2.3 -0.7 -2.3 -1.8 -0.5 -6.3 -3.3 -8.4 1.9 -4.9 -2.2 9.2 20.0 16.7 20.0 -2.1 -1.2 -8.5 1.4 -5.2 -20.0 0.6 -3.3 1.1 -3.1 2.0 -1.4 20.0 -3.4 -10.2 2.2 3.3 -11.6 -17.6 -8.2 -15.9 SOYOIL -10.3 20.0 20.0 0.5 -2.4 -0.7 -2.4 -1.9 -0.5 8.5 4.8 -2.0 -2.0 4.9 7.4 13.6 10.5 11.3 9.6 10.3 7.3 5.0 1.7 6.0 -20.0 2.5 2.7 1.8 1.3 0.4 1.4 3.0 14.1 4.9 10.3 18.4 0.4 6.4 13.9 20.0 SP400 -19.0 14.5 16.3 0.5 -10.9 3.6 -9.0 4.0 -4.5 -16.5 8.6 -17.1 7.6 5.3 12.5 -6.0 -4.7 -5.6 -5.3 11.3 14.0 -20.0 8.2 -4.6 -12.6 3.3 -9.7 4.3 -6.9 2.9 -1.7 0.7 -6.3 -3.2 20.0 14.4 0.3 -9.4 -12.0 -13.3 SP500_micro -20.0 1.8 20.0 0.5 -11.9 3.9 -9.8 4.4 -4.9 -17.7 18.0 -17.9 11.3 -0.5 13.8 -13.5 -8.9 -12.7 -11.0 15.1 20.0 -20.0 19.5 -6.2 -19.7 4.4 -8.3 7.4 -6.4 6.0 -1.7 -7.6 -7.8 -4.0 20.0 20.0 -4.8 -10.8 -15.5 -15.5 SUGAR11 -5.3 -6.8 -5.2 1.0 -4.7 -1.4 -4.7 -3.6 -1.0 8.3 11.9 -5.5 14.4 0.9 -0.6 -2.4 13.0 0.6 6.5 0.7 13.5 1.1 20.0 -1.9 -20.0 0.6 3.4 8.6 0.7 16.2 -1.1 4.5 9.5 3.7 -20.0 14.0 -17.3 -18.2 10.9 -4.7 US10 -8.5 -10.3 -14.1 -2.3 -3.8 -2.0 -3.5 -2.4 -2.7 -7.2 -5.9 -7.3 -6.7 -6.7 -7.1 -8.2 -6.7 -8.7 -8.5 -8.6 -7.6 -9.9 -7.9 -8.8 0.7 -2.7 -3.6 -2.2 -3.2 -2.0 -2.8 -9.7 0.3 -4.8 -2.8 -5.7 -20.0 -20.0 14.8 1.4 US10U -12.2 -11.2 -10.8 -3.1 -5.0 -2.6 -4.7 -3.2 -3.6 -9.5 -7.6 -9.7 -8.5 -9.0 -9.4 -5.5 -1.4 -3.5 -2.7 -11.3 -9.3 -13.8 -9.7 -12.6 -3.6 -3.6 -4.6 -2.7 -4.4 -2.2 -4.0 0.0 -0.9 -9.0 -4.3 -7.1 -20.0 -20.0 20.0 19.1 US2 0.7 -12.9 -20.0 -2.4 -3.9 -2.0 -3.6 -2.5 -2.8 -7.2 -7.6 -7.1 -7.7 -7.1 -8.2 -20.0 -20.0 -20.0 -20.0 -12.8 -15.2 -7.8 -16.4 -8.2 7.9 -2.8 -2.7 -3.1 -2.1 -3.5 -1.9 -20.0 4.3 -0.2 -4.0 -11.9 -20.0 -20.0 -20.0 -19.6 US20 -17.2 -13.2 -9.9 -2.4 -3.9 -2.0 -3.6 -2.5 -2.8 -7.4 -5.6 -7.6 -5.4 -7.2 -7.3 -1.8 -1.4 -1.7 -1.8 -9.5 -7.2 -11.6 -7.2 -11.2 -3.4 -2.7 -3.2 -1.9 -3.4 -1.5 -3.2 0.7 -2.2 -10.4 -5.2 -5.5 -20.0 -20.0 20.0 20.0 US30 -18.0 -12.5 -6.7 -2.8 -4.5 -2.4 -4.2 -2.9 -3.3 -8.6 -7.7 -9.1 -7.1 -8.8 -8.9 -9.1 -2.9 -6.5 -4.5 -11.0 -8.5 -12.7 -9.5 -13.0 -3.1 -3.2 -3.2 -2.2 -3.7 -1.8 -3.8 -2.5 -2.6 -11.6 -7.1 -5.4 -20.0 -20.0 20.0 20.0 US5 -4.7 -8.5 -17.9 -2.3 -3.8 -2.0 -3.6 -2.4 -2.8 -7.3 -6.1 -7.3 -6.8 -6.0 -7.1 -13.0 -9.1 -13.0 -11.8 -8.4 -8.3 -9.1 -9.0 -7.7 3.1 -2.6 -3.8 -2.4 -3.1 -2.4 -2.4 -14.5 1.6 -2.2 -1.5 -6.0 -20.0 -20.0 4.5 -15.8 VIX 20.0 5.9 -20.0 -5.9 3.2 -9.3 1.7 -9.9 -1.1 12.8 -20.0 10.7 -20.0 -7.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 4.7 -20.0 -4.6 NaN -6.8 3.7 -11.2 2.0 -12.3 -1.0 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -17.9 2.5 13.1 0.4 -1.7 -0.5 -1.7 -1.3 -0.3 -6.1 -3.7 -6.8 -6.6 -6.0 -3.1 -10.0 -9.0 -10.0 -10.0 -2.9 -2.7 -9.0 -4.2 -6.2 -3.3 -0.5 -3.1 -0.7 -2.9 -1.3 -1.7 -20.0 -5.2 -4.1 -6.4 1.0 -18.8 -15.1 -12.1 -8.0 End of report for caleb_strategy_v3