******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20230817_204333 produced at 2023-08-17 21:40:42.797454 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 SOFR False True 0.09 0.00 -0.70 0.0 0.00 0.00 0.00 0.00 -8.09 11.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.09 -0.66 -0.65 0.0 0.95 -0.95 -0.66 -0.19 -6.90 10.0 -7 -2 caleb_strategy_v3 US2 False True 0.07 0.00 -0.38 0.0 0.00 0.00 0.00 0.00 -5.19 13.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.18 -0.21 0.0 0.38 -0.38 -0.18 -0.18 -30.90 56.0 -26 -26 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.21 0.0 0.00 0.00 0.00 0.00 -5.04 24.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.11 -0.17 0.0 0.12 -0.12 -0.11 -0.11 -24.90 17.0 -16 -16 caleb_strategy_v3 JPY False False 0.03 -0.22 -0.15 0.0 0.53 -0.53 -0.22 -0.28 -5.01 17.0 -7 -9 caleb_strategy_v3 CHF False False 0.05 -0.15 -0.14 0.0 0.67 -0.67 -0.15 -0.15 -2.73 13.0 -3 -3 caleb_strategy_v3 US5 False False 0.04 -0.23 -0.11 0.0 0.95 -0.95 -0.23 -0.23 -2.98 25.0 -6 -6 caleb_strategy_v3 CAD False False 0.03 -0.03 -0.11 0.0 0.77 -0.77 -0.03 -0.03 -4.29 29.0 -1 -1 caleb_strategy_v3 BOBL False False 0.04 -0.27 -0.10 0.0 0.85 -0.85 -0.27 -0.31 -2.12 19.0 -6 -7 caleb_strategy_v3 COPPER False False 0.03 -0.07 -0.08 0.0 0.20 -0.20 -0.07 -0.10 -2.41 6.0 -2 -3 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.06 -0.07 0.0 0.00 -0.06 -0.06 -0.06 -29.86 26.0 -24 -23 caleb_strategy_v3 EUR False False 0.05 -0.15 -0.07 0.0 0.68 -0.68 -0.15 -0.15 -1.38 14.0 -3 -3 caleb_strategy_v3 FEEDCOW False False 0.04 0.00 -0.06 0.0 0.36 -0.36 0.00 0.00 -1.30 8.0 0 0 caleb_strategy_v3 US10 False True 0.04 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -1.50 17.0 0 0 caleb_strategy_v3 AUD False False 0.02 0.00 -0.05 0.0 0.44 -0.44 0.00 -0.02 -2.33 19.0 0 -1 caleb_strategy_v3 SP500_micro False False 0.01 -0.02 -0.05 0.0 0.38 -0.38 -0.02 -0.02 -5.97 48.0 -2 -2 caleb_strategy_v3 US10U False True 0.04 -0.16 -0.03 0.0 0.00 -0.16 -0.16 -0.12 -0.76 13.0 -4 -3 caleb_strategy_v3 NZD False False 0.02 0.02 -0.03 0.0 0.45 -0.45 0.02 0.00 -1.37 21.0 1 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.02 -0.03 0.0 0.24 -0.24 -0.02 -0.04 -3.10 23.0 -2 -4 caleb_strategy_v3 MILK False False 0.01 0.00 -0.03 0.0 0.06 -0.06 0.00 0.00 -2.58 5.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 0.00 -0.03 0.0 0.23 -0.23 0.00 0.00 -8.14 68.0 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 -1.66 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 -1.15 10.0 -6 -6 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.02 0.0 0.19 -0.19 0.00 0.00 -0.23 2.0 0 0 caleb_strategy_v3 PALLAD False False 0.04 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -0.39 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 -0.44 9.0 -1 -1 caleb_strategy_v3 US30 False True 0.04 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.43 6.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.02 0.0 0.02 -0.02 0.00 0.00 -3.72 3.0 0 0 caleb_strategy_v3 BITCOIN False False 0.00 -0.00 -0.02 0.0 0.06 -0.06 -0.00 -0.00 -23.58 59.0 -3 -3 caleb_strategy_v3 DAX False False 0.01 -0.12 -0.02 0.0 0.35 -0.35 -0.12 -0.09 -2.87 58.0 -19 -15 caleb_strategy_v3 DOW False False 0.01 -0.10 -0.02 0.0 0.41 -0.41 -0.10 -0.04 -3.11 66.0 -16 -6 caleb_strategy_v3 WHEAT False False 0.01 -0.01 -0.01 0.0 0.10 -0.10 -0.01 -0.01 -1.00 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 -0.68 8.0 -1 -1 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -1.31 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 -0.65 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 -1.27 12.0 -1 -1 caleb_strategy_v3 SMI False False 0.04 0.31 -0.00 0.0 0.40 -0.40 0.31 0.09 -0.07 9.0 7 2 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 COTTON2 False False 0.02 0.02 0.00 0.0 0.17 -0.17 0.02 0.02 0.30 11.0 1 1 caleb_strategy_v3 COCOA False False 0.01 -0.01 -0.00 0.0 0.33 -0.33 -0.01 -0.01 -0.02 26.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 0.01 0.0 0.18 -0.18 0.00 0.00 0.71 18.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 0.05 0.01 0.0 0.33 -0.33 0.05 0.08 0.76 20.0 3 5 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 0.01 0.0 0.12 -0.12 0.00 0.00 0.43 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 1.58 23.0 1 1 caleb_strategy_v3 SOYBEAN False False 0.02 0.05 0.01 0.0 0.17 -0.17 0.05 0.05 0.54 7.0 2 2 caleb_strategy_v3 SOYOIL False False 0.01 0.00 0.01 0.0 0.14 -0.14 0.00 0.00 0.72 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 4.71 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 0.55 12.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.05 0.02 0.0 0.51 -0.51 0.05 0.05 0.31 10.0 1 1 caleb_strategy_v3 CRUDE_W False False 0.03 0.03 0.03 0.0 0.14 -0.14 0.03 0.03 0.99 5.0 1 1 caleb_strategy_v3 RICE False False 0.01 0.00 0.03 0.0 0.05 -0.05 0.00 0.00 2.95 4.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.00 0.03 0.0 0.05 -0.05 0.00 0.00 1.81 3.0 0 0 caleb_strategy_v3 LIVECOW False False 0.03 0.05 0.04 0.0 0.44 -0.44 0.05 0.05 1.52 17.0 2 2 caleb_strategy_v3 GBP False False 0.03 0.11 0.05 0.0 0.63 -0.63 0.11 0.11 1.73 22.0 4 4 caleb_strategy_v3 BTP False False 0.04 0.31 0.05 0.0 0.44 -0.44 0.31 0.27 1.10 10.0 7 6 caleb_strategy_v3 OAT False False 0.05 0.05 0.06 0.0 0.49 -0.49 0.05 0.05 1.22 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 6.74 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 2.63 4.0 4 3 caleb_strategy_v3 HEATOIL False False 0.05 0.00 0.09 0.0 0.14 -0.14 0.00 0.00 2.00 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 2.71 4.0 4 4 caleb_strategy_v3 NIKKEI False False 0.01 0.28 0.31 0.0 0.28 -0.28 0.28 0.28 39.82 36.0 36 36 caleb_strategy_v3 MXP False False 0.01 0.63 0.67 0.0 0.63 -0.63 0.63 0.63 64.42 60.0 60 60 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.57 1.10 0.0 0.57 0.00 0.57 0.57 30.69 16.0 16 16 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 17.9 Shocked risk 51.2 Sum abs risk 62.1 Leverage 6.64 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2784661.21, 'annual_cash_vol_target': 696165.3025, 'daily_cash_vol_target': 43510.33140625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0045 0.6430 0.7072 11.3158 BITCOIN 683.7621 27870.0000 2.4534 39.2544 BOBL 0.2623 115.0900 0.2279 3.6471 BTP 0.6277 113.3100 0.5540 8.8633 BUND 0.5645 130.6800 0.4320 6.9116 BUXL 1.3251 128.6000 1.0304 16.4860 CAC 61.7934 7198.0000 0.8585 13.7357 CAD 0.0029 0.7384 0.3866 6.1850 CANOLA 9.0018 799.1000 1.1265 18.0238 CHF 0.0050 1.1409 0.4362 6.9796 COCOA 39.9934 3491.0000 1.1456 18.3298 COFFEE 2.6682 148.3500 1.7986 28.7776 COPPER 0.0453 3.6800 1.2310 19.6959 CORN 9.6841 486.5000 1.9906 31.8492 COTTON2 1.3040 84.9500 1.5351 24.5609 CRUDE_W 1.0436 78.9300 1.3221 21.1543 DAX 124.6726 15675.0000 0.7954 12.7258 DOW 198.9711 34590.0000 0.5752 9.2036 EUR 0.0050 1.0880 0.4555 7.2882 EURIBOR-ICE 0.0541 96.9100 0.0559 0.8937 EUROSTX 44.0885 4227.0000 1.0430 16.6883 FEEDCOW 1.4091 249.6000 0.5645 9.0326 GASOIL 13.3476 861.2500 1.5498 24.7968 GASOLINE 0.0374 2.4798 1.5089 24.1427 GAS_US_mini 0.0966 2.7600 3.4996 55.9935 GBP 0.0065 1.2741 0.5123 8.1964 GOLD_micro 10.6664 1899.1000 0.5617 8.9865 HEATOIL 0.0388 2.9918 1.2968 20.7487 JGB-SGX-mini 0.2718 146.3200 0.1857 2.9717 JPY 0.0000 0.0069 0.6385 10.2162 LEANHOG 1.2704 72.0750 1.7626 28.2018 LIVECOW 1.0573 178.4250 0.5926 9.4811 LUMBER-new 9.8360 524.0000 1.8771 30.0335 MILK 0.2810 17.6300 1.5941 25.5051 MXP 0.0004 0.0580 0.7246 11.5934 NASDAQ_micro 125.8074 14783.0000 0.8510 13.6164 NIKKEI 302.8240 31380.0000 0.9650 15.4404 NZD 0.0042 0.5926 0.7017 11.2267 OAT 0.5719 125.2500 0.4566 7.3052 OATIES 6.6776 461.7500 1.4461 23.1383 OJ 5.9045 306.1500 1.9286 30.8578 PALLAD 23.2160 1220.0000 1.9030 30.4472 PLAT 13.4807 895.9000 1.5047 24.0753 REDWHEAT 14.8969 741.0000 2.0104 32.1661 RICE 0.1566 16.0300 0.9770 15.6316 ROBUSTA 37.4023 2396.0000 1.5610 24.9765 RUSSELL 17.1073 1856.7000 0.9214 14.7421 SHATZ 0.0828 104.9300 0.0789 1.2621 SILVER-mini 0.3292 23.0000 1.4311 22.8975 SMI 79.2773 10867.0000 0.7295 11.6724 SOFR 0.0746 96.1700 0.0776 1.2417 SOYBEAN 17.2762 1330.5000 1.2985 20.7756 SOYMEAL 5.6479 381.0000 1.4824 23.7184 SOYOIL 0.9000 63.7600 1.4116 22.5849 SP400 19.8754 2581.9000 0.7698 12.3167 SP500_micro 26.9614 4383.7500 0.6150 9.8405 SUGAR11 0.3061 24.2400 1.2629 20.2066 US10 0.4300 109.3750 0.3931 6.2899 US10U 0.5890 113.6875 0.5181 8.2895 US2 0.1015 101.3711 0.1001 1.6021 US20 0.8355 118.8125 0.7033 11.2520 US30 1.2418 124.0312 1.0012 16.0193 US5 0.2748 105.8125 0.2597 4.1560 VIX 0.5046 19.3500 2.6080 41.7277 WHEAT 15.3202 615.2500 2.4901 39.8411 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 643.00 0.71 454.75 1.00 454.75 43510.33 95.68 -7.50 -71.78 BITCOIN 27.87 2.45 68.38 1.00 68.38 43510.33 636.34 -3.08 -196.11 BOBL 1150.90 0.23 262.34 1.09 286.30 43510.33 151.98 -15.05 -228.78 BTP 1133.10 0.55 627.69 1.09 685.00 43510.33 63.52 5.54 35.19 BUND 1306.80 0.43 564.51 1.09 616.05 43510.33 70.63 4.66 32.89 BUXL 1286.00 1.03 1325.06 1.09 1446.04 43510.33 30.09 -2.66 -8.01 CAC 719.80 0.86 617.93 1.09 674.35 43510.33 64.52 2.61 16.87 CAD 738.40 0.39 285.44 1.00 285.44 43510.33 152.43 -8.67 -132.12 CANOLA 159.82 1.13 180.04 0.74 133.29 43510.33 326.43 6.89 224.93 CHF 1426.19 0.44 622.13 1.00 622.13 43510.33 69.94 -12.01 -84.02 COCOA 349.10 1.15 399.93 1.00 399.93 43510.33 108.79 -0.09 -0.99 COFFEE 556.31 1.80 1000.58 1.00 1000.58 43510.33 43.48 -14.93 -64.94 COPPER 920.00 1.23 1132.52 1.00 1132.52 43510.33 38.42 -5.21 -20.00 CORN 243.25 1.99 484.21 1.00 484.21 43510.33 89.86 -6.76 -60.77 COTTON2 424.75 1.54 652.01 1.00 652.01 43510.33 66.73 2.40 16.04 CRUDE_W 789.30 1.32 1043.57 1.00 1043.57 43510.33 41.69 1.94 8.08 DAX 156.75 0.80 124.67 1.09 136.06 43510.33 319.80 -2.75 -87.96 DOW 172.95 0.58 99.49 1.00 99.49 43510.33 437.35 -3.19 -139.41 EUR 1360.06 0.46 619.53 1.00 619.53 43510.33 70.23 -6.03 -42.36 EURIBOR-ICE 2422.75 0.06 135.32 1.09 147.68 43510.33 294.63 -7.50 -221.07 EUROSTX 422.70 1.04 440.89 1.09 481.14 43510.33 90.43 2.56 23.12 FEEDCOW 1248.00 0.56 704.54 1.00 704.54 43510.33 61.76 -6.16 -38.04 GASOIL 861.25 1.55 1334.76 1.00 1334.76 43510.33 32.60 16.44 53.59 GASOLINE 1041.52 1.51 1571.56 1.00 1571.56 43510.33 27.69 20.00 55.37 GAS_US_mini 69.00 3.50 241.47 1.00 241.47 43510.33 180.19 -13.53 -243.85 GBP 796.31 0.51 407.93 1.00 407.93 43510.33 106.66 4.99 53.21 GOLD_micro 189.91 0.56 106.66 1.00 106.66 43510.33 407.92 -20.00 -815.84 HEATOIL 1256.56 1.30 1629.50 1.00 1629.50 43510.33 26.70 15.27 40.77 JGB-SGX-mini 146320.00 0.19 27176.59 0.01 186.85 43510.33 232.86 10.09 234.88 JPY 860.56 0.64 549.48 1.00 549.48 43510.33 79.18 -19.46 -154.12 LEANHOG 288.30 1.76 508.16 1.00 508.16 43510.33 85.62 12.59 107.79 LIVECOW 713.70 0.59 422.92 1.00 422.92 43510.33 102.88 4.34 44.64 LUMBER-new 144.10 1.88 270.49 1.00 270.49 43510.33 160.86 -12.70 -204.24 MILK 352.60 1.59 562.07 1.00 562.07 43510.33 77.41 -18.05 -139.70 MXP 290.15 0.72 210.24 1.00 210.24 43510.33 206.96 18.92 391.63 NASDAQ_micro 295.66 0.85 251.61 1.00 251.61 43510.33 172.92 -8.02 -138.73 NIKKEI 31380.00 0.97 30282.40 0.01 208.21 43510.33 208.98 14.58 304.70 NZD 592.60 0.70 415.81 1.00 415.81 43510.33 104.64 -4.04 -42.23 OAT 1252.50 0.46 571.86 1.09 624.07 43510.33 69.72 5.63 39.25 OATIES 230.88 1.45 333.88 1.00 333.88 43510.33 130.32 -4.80 -62.50 OJ 459.22 1.93 885.67 1.00 885.67 43510.33 49.13 20.00 98.25 PALLAD 1220.00 1.90 2321.60 1.00 2321.60 43510.33 18.74 -5.43 -10.17 PLAT 447.95 1.50 674.03 1.00 674.03 43510.33 64.55 -4.70 -30.37 REDWHEAT 370.50 2.01 744.85 1.00 744.85 43510.33 58.42 -10.22 -59.68 RICE 320.60 0.98 313.22 1.00 313.22 43510.33 138.91 10.14 140.88 ROBUSTA 239.60 1.56 374.02 1.00 374.02 43510.33 116.33 13.51 157.14 RUSSELL 92.84 0.92 85.54 1.00 85.54 43510.33 508.68 -5.02 -255.61 SHATZ 1049.30 0.08 82.77 1.09 90.33 43510.33 481.69 -11.29 -543.81 SILVER-mini 575.00 1.43 822.88 1.00 822.88 43510.33 52.88 -8.28 -43.78 SMI 1086.70 0.73 792.77 1.14 901.94 43510.33 48.24 -0.47 -2.29 SOFR 2404.25 0.08 186.59 1.00 186.59 43510.33 233.19 -5.98 -139.35 SOYBEAN 665.25 1.30 863.81 1.00 863.81 43510.33 50.37 13.28 66.88 SOYMEAL 381.00 1.48 564.79 1.00 564.79 43510.33 77.04 6.92 53.28 SOYOIL 382.56 1.41 540.01 1.00 540.01 43510.33 80.57 11.20 90.27 SP400 2581.90 0.77 1987.54 1.00 1987.54 43510.33 21.89 -3.34 -7.31 SP500_micro 219.19 0.62 134.81 1.00 134.81 43510.33 322.76 -8.29 -267.42 SUGAR11 271.49 1.26 342.87 1.00 342.87 43510.33 126.90 3.05 38.74 US10 1093.75 0.39 429.97 1.00 429.97 43510.33 101.19 -12.28 -124.26 US10U 1136.88 0.52 589.01 1.00 589.01 43510.33 73.87 -8.49 -62.73 US2 2027.42 0.10 203.00 1.00 203.00 43510.33 214.33 -20.00 -428.66 US20 1188.12 0.70 835.55 1.00 835.55 43510.33 52.07 -6.94 -36.14 US30 1240.31 1.00 1241.81 1.00 1241.81 43510.33 35.04 -10.25 -35.92 US5 1058.12 0.26 274.85 1.00 274.85 43510.33 158.31 -15.57 -246.46 VIX 193.50 2.61 504.64 1.00 504.64 43510.33 86.22 -19.49 -168.06 WHEAT 307.62 2.49 766.01 1.00 766.01 43510.33 56.80 -15.35 -87.20 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -71.780 0.013 2.5 -2.333 BITCOIN -196.108 0.048 2.5 -23.583 BOBL -228.777 0.004 2.5 -2.122 BTP 35.190 0.012 2.5 1.098 BUND 32.892 0.004 2.5 0.305 BUXL -8.012 0.004 2.5 -0.074 CAC 16.871 0.013 2.5 0.551 CAD -132.118 0.013 2.5 -4.294 CANOLA 224.931 0.008 2.5 4.712 CHF -84.016 0.013 2.5 -2.731 COCOA -0.989 0.007 2.5 -0.018 COFFEE -64.941 0.004 2.5 -0.653 COPPER -20.005 0.048 2.5 -2.406 CORN -60.765 0.008 2.5 -1.273 COTTON2 16.041 0.007 2.5 0.296 CRUDE_W 8.077 0.049 2.5 0.989 DAX -87.959 0.013 2.5 -2.873 DOW -139.411 0.009 2.5 -3.113 EUR -42.356 0.013 2.5 -1.377 EURIBOR-ICE -221.068 0.012 2.5 -6.896 EUROSTX 23.116 0.013 2.5 0.755 FEEDCOW -38.038 0.014 2.5 -1.296 GASOIL 53.587 0.020 2.5 2.627 GASOLINE 55.372 0.020 2.5 2.715 GAS_US_mini -243.846 0.049 2.5 -29.863 GBP 53.207 0.013 2.5 1.729 GOLD_micro -815.838 0.015 2.5 -30.902 HEATOIL 40.772 0.020 2.5 1.999 JGB-SGX-mini 234.877 0.052 2.5 30.692 JPY -154.121 0.013 2.5 -5.009 LEANHOG 107.791 0.025 2.5 6.738 LIVECOW 44.636 0.014 2.5 1.521 LUMBER-new -204.244 0.007 2.5 -3.716 MILK -139.696 0.007 2.5 -2.577 MXP 391.629 0.066 2.5 64.422 NASDAQ_micro -138.733 0.009 2.5 -3.098 NIKKEI 304.702 0.052 2.5 39.816 NZD -42.226 0.013 2.5 -1.372 OAT 39.254 0.012 2.5 1.224 OATIES -62.497 0.008 2.5 -1.309 OJ 98.254 0.007 2.5 1.813 PALLAD -10.172 0.015 2.5 -0.385 PLAT -30.372 0.015 2.5 -1.150 REDWHEAT -59.684 0.005 2.5 -0.682 RICE 140.882 0.008 2.5 2.951 ROBUSTA 157.140 0.004 2.5 1.581 RUSSELL -255.607 0.013 2.5 -8.139 SHATZ -543.805 0.004 2.5 -5.043 SILVER-mini -43.779 0.015 2.5 -1.658 SMI -2.289 0.013 2.5 -0.075 SOFR -139.347 0.023 2.5 -8.089 SOYBEAN 66.880 0.003 2.5 0.536 SOYMEAL 53.285 0.003 2.5 0.427 SOYOIL 90.268 0.003 2.5 0.724 SP400 -7.309 0.013 2.5 -0.233 SP500_micro -267.418 0.009 2.5 -5.972 SUGAR11 38.736 0.007 2.5 0.710 US10 -124.264 0.005 2.5 -1.504 US10U -62.731 0.005 2.5 -0.759 US2 -428.664 0.005 2.5 -5.188 US20 -36.137 0.005 2.5 -0.437 US30 -35.921 0.005 2.5 -0.435 US5 -246.455 0.005 2.5 -2.983 VIX -168.057 0.059 2.5 -24.901 WHEAT -87.200 0.005 2.5 -0.996 ===================== Position diags ===================== AUD 3.11 BITCOIN 76.52 BOBL 1.41 BTP 1.98 BUND 0.65 BUXL 0.28 CAC 2.11 CAD 4.95 CANOLA 6.84 CHF 2.27 COCOA 2.01 COFFEE 0.44 COPPER 4.62 CORN 1.88 COTTON2 1.23 CRUDE_W 5.11 DAX 10.45 DOW 9.77 EUR 2.28 EURIBOR-ICE 9.19 EUROSTX 2.95 FEEDCOW 2.10 GASOIL 1.60 GASOLINE 1.36 GAS_US_mini 22.07 GBP 3.47 GOLD_micro 15.45 HEATOIL 1.31 JGB-SGX-mini 30.43 JPY 2.57 LEANHOG 5.35 LIVECOW 3.51 LUMBER-new 2.93 MILK 1.43 MXP 34.04 NASDAQ_micro 3.86 NIKKEI 27.31 NZD 3.40 OAT 2.17 OATIES 2.73 OJ 0.91 PALLAD 0.71 PLAT 2.45 REDWHEAT 0.67 RICE 2.91 ROBUSTA 1.17 RUSSELL 16.20 SHATZ 4.47 SILVER-mini 2.00 SMI 1.58 SOFR 13.54 SOYBEAN 0.40 SOYMEAL 0.62 SOYOIL 0.65 SP400 0.70 SP500_micro 7.21 SUGAR11 2.32 US10 1.22 US10U 0.89 US2 2.59 US20 0.63 US30 0.42 US5 1.92 VIX 12.77 WHEAT 0.65 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 -23.6 -31.2 -15.9 -3.0 -3 BOBL -2.1 -2.3 -2.0 -6.0 -6 BTP 1.1 0.9 1.3 7.0 7 BUND 0.3 0.2 0.4 1.0 1 BUXL -0.1 -0.1 -0.0 -2.0 -2 CAC 0.6 0.3 0.8 NaN 0 CAD -4.3 -4.8 -3.8 -1.0 -1 CANOLA 4.7 4.0 5.4 NaN 0 CHF -2.7 -3.0 -2.5 -3.0 -3 COCOA -0.0 -0.2 0.2 -1.0 -1 COFFEE -0.7 -0.7 -0.6 NaN 0 COPPER -2.4 -2.9 -1.9 -2.0 -2 CORN -1.3 -1.5 -1.1 -1.0 -1 COTTON2 0.3 0.2 0.4 1.0 1 CRUDE_W 1.0 0.5 1.5 1.0 1 DAX -2.9 -3.9 -1.8 -19.0 -19 DOW -3.1 -4.1 -2.1 -16.0 -16 EUR -1.4 -1.6 -1.1 -3.0 -3 EURIBOR-ICE -6.9 -7.8 -6.0 -7.0 -7 EUROSTX 0.8 0.5 1.1 3.0 3 FEEDCOW -1.3 -1.5 -1.1 0.0 0 GASOIL 2.6 2.5 2.8 4.0 4 GASOLINE 2.7 2.6 2.9 4.0 4 GAS_US_mini -29.9 -32.1 -27.7 -24.0 -24 GBP 1.7 1.4 2.1 4.0 4 GOLD_micro -30.9 -32.4 -29.4 -26.0 -26 HEATOIL 2.0 1.9 2.1 0.0 0 JGB-SGX-mini 30.7 27.6 33.7 16.0 16 JPY -5.0 -5.3 -4.8 -7.0 -7 LEANHOG 6.7 6.2 7.3 6.0 6 LIVECOW 1.5 1.2 1.9 2.0 2 LUMBER-new -3.7 -4.0 -3.4 NaN 0 MILK -2.6 -2.7 -2.4 NaN 0 MXP 64.4 61.0 67.8 60.0 60 NASDAQ_micro -3.1 -3.5 -2.7 -2.0 -2 NIKKEI 39.8 37.1 42.5 36.0 36 NZD -1.4 -1.7 -1.0 1.0 1 OAT 1.2 1.0 1.4 1.0 1 OATIES -1.3 -1.6 -1.0 NaN 0 OJ 1.8 1.7 1.9 NaN 0 PALLAD -0.4 -0.5 -0.3 NaN 0 PLAT -1.2 -1.4 -0.9 -6.0 -6 REDWHEAT -0.7 -0.7 -0.6 -1.0 -1 RICE 3.0 2.7 3.2 NaN 0 ROBUSTA 1.6 1.5 1.7 1.0 1 RUSSELL -8.1 -9.8 -6.5 0.0 0 SHATZ -5.0 -5.5 -4.6 NaN 0 SILVER-mini -1.7 -1.9 -1.5 NaN 0 SMI -0.1 -0.2 0.1 7.0 7 SOFR -8.1 -9.4 -6.7 NaN 0 SOYBEAN 0.5 0.5 0.6 2.0 2 SOYMEAL 0.4 0.4 0.5 0.0 0 SOYOIL 0.7 0.7 0.8 0.0 0 SP400 -0.2 -0.3 -0.2 0.0 0 SP500_micro -6.0 -6.7 -5.3 -2.0 -2 SUGAR11 0.7 0.5 0.9 0.0 0 US10 -1.5 -1.6 -1.4 NaN 0 US10U -0.8 -0.8 -0.7 -4.0 -4 US2 -5.2 -5.4 -4.9 NaN 0 US20 -0.4 -0.5 -0.4 -1.0 -1 US30 -0.4 -0.5 -0.4 0.0 0 US5 -3.0 -3.2 -2.8 -6.0 -6 VIX -24.9 -26.2 -23.6 -16.0 -16 WHEAT -1.0 -1.1 -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 -0.1 -0.3 0.0 0.1 BITCOIN -0.2 -0.1 0.1 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.3 0.4 -0.2 0.1 -0.1 0.1 -0.5 -0.2 -0.4 -0.3 0.0 0.1 -0.2 0.1 -0.1 -1.1 -0.0 -0.2 0.1 -0.1 0.1 -0.0 -0.2 0.5 0.5 0.4 0.1 -0.1 0.3 -0.1 0.3 BOBL -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.0 -1.2 -0.5 -1.2 -1.0 -0.0 -0.0 -0.1 -0.2 -0.0 0.5 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -2.5 0.1 0.1 0.1 0.1 -0.3 -0.3 -0.3 -0.2 BTP -0.3 -0.2 0.2 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.0 -0.0 0.0 0.3 0.5 0.3 0.4 -0.0 0.0 -0.1 -0.0 -0.1 -0.4 -0.0 -0.1 0.0 -0.1 0.0 -0.0 2.6 0.1 0.1 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 -0.1 0.3 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 2.8 0.1 0.0 0.1 0.1 -0.3 -0.3 -0.2 -0.0 BUXL -0.4 -0.2 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 -0.2 0.1 -0.1 0.1 -0.1 -0.2 0.3 -0.1 0.5 -0.0 0.0 -0.4 -0.0 -0.3 -0.1 -0.0 0.1 -0.2 0.3 -0.1 -0.2 0.0 -0.2 0.1 -0.1 0.2 -0.0 1.2 0.7 0.5 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 -0.5 -0.1 -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 0.6 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 0.5 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 0.2 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 0.2 0.4 -0.0 0.5 0.1 0.1 -0.4 -0.1 -0.2 -0.1 0.2 0.2 0.1 0.4 0.1 -0.6 0.1 0.1 0.2 0.0 0.3 0.0 -2.5 -0.0 0.4 0.5 0.5 -0.2 -0.2 0.2 -0.1 COFFEE 0.0 -0.3 -0.3 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.2 -0.2 -0.1 -0.3 -0.1 -0.1 -0.0 0.2 0.1 0.2 -0.2 -0.1 -0.2 -0.3 -0.2 -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 -0.3 0.1 -0.1 -0.0 -0.0 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 -0.3 0.3 0.0 -0.1 0.0 -0.3 0.1 -0.2 CORN -0.5 -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 -0.0 -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 -0.1 -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 -0.1 0.0 -0.0 0.0 0.0 -0.5 0.2 0.3 0.2 0.3 -0.3 -0.2 0.1 0.1 CRUDE_W 0.3 0.5 0.2 0.1 -0.0 0.1 0.0 0.0 0.1 -0.2 0.3 0.0 -0.2 0.2 0.1 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 -0.6 -0.5 -0.3 -0.0 0.2 0.2 0.2 0.1 DAX -0.3 -0.3 -0.2 -0.0 -0.2 0.1 -0.1 0.1 -0.0 -0.2 0.2 -0.1 0.4 -0.1 -0.0 -0.5 -0.4 -0.5 -0.5 -0.0 0.0 -0.2 0.3 -0.1 0.8 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.5 0.5 0.2 -0.2 -0.1 0.3 0.0 0.3 0.1 DOW -0.3 0.3 0.3 -0.0 -0.2 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 -0.2 0.2 0.0 -0.5 0.0 -0.1 0.1 -0.0 0.1 0.0 -0.8 0.2 0.5 0.5 0.4 -0.1 -0.1 -0.3 -0.1 EUR -0.5 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 0.0 -0.1 0.1 -0.0 -1.2 0.1 -0.0 -0.0 -0.3 -0.0 -0.3 0.0 0.0 EURIBOR-ICE 0.0 0.1 -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 -1.7 -0.0 0.2 0.1 0.1 -0.3 -0.3 0.3 0.1 EUROSTX -0.2 -0.3 -0.3 -0.0 -0.2 0.1 -0.1 0.1 -0.0 -0.2 0.3 -0.1 0.4 -0.1 -0.0 -0.3 -0.0 -0.3 -0.2 -0.0 0.1 -0.2 0.2 -0.1 0.2 -0.0 -0.2 0.1 -0.1 0.2 -0.0 1.1 0.6 0.3 -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 -0.1 -0.1 -0.0 -0.2 0.4 -0.1 0.6 0.1 0.2 -0.5 -1.2 -1.2 -1.2 0.2 0.2 -0.1 0.4 0.1 0.2 0.1 -0.1 0.3 -0.0 0.4 0.0 -3.2 -0.4 0.3 0.5 0.5 0.1 -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 -0.0 0.1 0.1 -0.1 0.1 0.1 1.2 1.0 0.9 0.8 0.2 0.2 0.2 0.2 0.2 0.6 0.1 0.0 0.1 0.0 0.0 0.0 0.0 0.2 0.5 0.5 0.3 -0.1 0.0 -0.2 -0.1 GASOLINE 0.2 0.5 0.4 0.1 -0.0 0.1 0.0 0.0 0.0 -0.1 0.4 0.1 -0.0 0.2 0.2 1.2 1.2 1.2 1.2 0.2 0.2 0.1 0.4 0.2 -1.1 0.1 -0.0 0.1 0.0 0.1 0.0 3.2 -0.0 -0.4 0.1 0.5 0.2 0.2 0.2 0.0 GAS_US_mini 0.1 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-3.2 0.6 0.3 0.3 0.5 0.0 0.3 0.2 0.3 OJ -0.3 0.1 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 0.1 0.4 0.1 0.6 0.1 0.2 1.2 1.2 1.2 1.2 0.2 0.2 0.2 0.4 0.2 -1.1 0.1 0.1 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 0.0 -0.4 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.2 -0.2 -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 0.3 0.3 -0.2 -0.3 -0.2 -0.0 0.1 0.0 PLAT -0.3 -0.2 -0.4 -0.0 -0.0 0.0 -0.0 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 0.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.4 0.1 -0.0 -0.1 -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 -0.1 -0.1 -0.5 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.5 -0.3 -0.3 -0.3 0.0 -0.3 -0.2 -0.1 -0.1 RICE 0.0 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 -0.6 1.2 1.0 1.2 0.1 0.0 -0.1 0.0 0.0 -1.1 0.0 -0.1 0.0 -0.0 0.0 0.0 3.2 -0.4 0.3 0.1 0.5 -0.1 -0.3 0.1 -0.2 ROBUSTA 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-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 0.1 0.0 -0.3 -0.1 -0.1 -0.3 -0.3 0.3 0.3 US30 -0.5 -0.3 -0.2 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.5 -0.2 -0.4 -0.3 -0.1 -0.1 -0.2 -0.2 -0.1 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.4 0.0 -0.3 -0.2 -0.1 -0.3 -0.3 0.3 0.3 US5 -0.2 -0.2 -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 -0.8 -0.5 -0.8 -0.7 -0.1 -0.1 -0.1 -0.2 -0.1 0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -2.3 0.1 -0.0 -0.0 -0.2 -0.3 -0.3 0.1 -0.2 VIX 0.8 0.3 -0.8 -0.1 0.1 -0.3 0.0 -0.4 -0.0 0.4 -0.6 0.2 -0.8 -0.0 -0.3 -1.8 -1.8 -1.8 -1.8 -0.3 -0.3 0.2 -0.6 -0.0 NaN -0.1 0.1 -0.4 0.1 -0.5 0.0 NaN NaN NaN NaN NaN -0.4 -0.4 NaN NaN WHEAT -0.5 0.0 0.3 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.0 -0.6 -0.5 -0.6 -0.6 -0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -3.2 -0.2 -0.2 -0.2 0.0 -0.2 -0.2 -0.2 -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 -20.0 -5.9 -0.4 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 -3.0 -4.8 -17.9 -10.7 -3.9 -20.0 1.1 7.4 BITCOIN -9.4 -3.2 4.9 -3.7 -7.8 0.5 -11.3 1.9 -9.0 -20.0 19.1 -20.0 2.1 -11.6 6.4 -8.0 -4.0 -6.9 -5.5 0.7 10.3 -15.2 7.1 -8.2 -20.0 -0.7 -18.6 3.9 -10.6 4.2 -5.6 -1.6 13.8 20.0 15.1 2.8 -7.7 20.0 -6.4 20.0 BOBL -0.8 -2.4 -6.0 -2.4 -3.8 -2.0 -3.7 -2.4 -2.9 -6.8 -3.6 -6.3 -6.9 -1.5 -4.7 -20.0 -8.0 -20.0 -16.2 -3.8 -5.3 -6.0 -9.6 -3.9 9.8 -1.6 -3.6 -1.8 -3.1 -3.3 -1.9 -15.9 2.3 5.9 4.7 2.6 -20.0 -20.0 -20.0 -14.7 BTP -10.3 -6.6 9.3 -3.7 -6.0 -3.1 -5.7 -3.7 -4.6 -11.4 7.1 -11.2 -0.1 -5.0 0.1 4.7 8.1 5.4 6.6 -1.8 1.6 -11.9 -1.9 -7.0 -6.9 -1.0 -8.7 1.5 -7.1 0.3 -4.3 16.6 3.0 4.6 5.1 15.9 -20.0 -20.0 -1.5 6.6 BUND -8.6 -5.1 0.1 -2.6 -4.1 -2.1 -3.9 -2.5 -3.1 -7.4 -4.7 -7.6 -7.5 -5.9 -5.6 6.3 8.9 6.4 7.1 -4.9 -4.9 -8.5 -9.0 -6.5 6.0 -2.3 -4.6 -1.7 -4.3 -2.9 -3.2 17.4 2.4 1.6 3.0 3.5 -20.0 -20.0 -17.2 -1.6 BUXL -15.2 -6.3 0.9 -2.9 -4.7 -2.5 -4.5 -2.9 -3.6 -8.7 -8.7 -9.3 -9.7 -8.8 -7.7 0.6 1.1 1.1 1.5 -7.1 -6.8 -11.1 -11.8 -9.7 0.5 -2.8 -4.5 -1.9 -4.6 -2.8 -4.0 6.2 3.7 -3.4 1.3 3.6 -20.0 -20.0 -1.7 12.0 CAC -6.9 -8.6 -17.8 -0.6 -15.3 3.0 -11.8 3.6 -6.2 -17.4 14.6 -16.0 17.9 -1.4 2.3 -7.0 -0.2 -4.9 -2.4 -0.1 7.6 -14.8 15.6 -6.7 -4.5 0.2 -14.0 4.3 -8.9 7.7 -4.1 7.3 20.0 18.1 4.9 -3.2 20.0 -1.0 20.0 1.8 CAD -20.0 -8.7 8.8 0.5 -6.3 3.6 -7.8 2.6 -4.9 -20.0 8.1 -20.0 -8.4 -20.0 -2.0 -2.0 -2.0 -2.1 -2.2 -8.9 1.2 -20.0 -2.3 -20.0 0.6 -3.4 -10.3 0.8 -11.6 -0.1 -9.2 0.6 -14.4 -3.5 -20.0 -4.4 -16.1 -20.0 -20.0 -17.0 CANOLA -20.0 20.0 20.0 0.3 -2.6 -0.8 -2.6 -1.9 -0.8 7.1 3.9 -3.7 -5.3 3.1 6.2 -3.3 13.5 5.3 10.9 9.1 6.0 0.8 -1.1 2.9 -20.0 1.7 1.8 0.6 0.4 -1.1 0.7 8.0 13.7 -8.3 18.0 13.1 -16.1 9.5 2.4 20.0 CHF -16.9 9.3 4.5 0.4 -5.0 2.9 -6.2 2.1 -3.9 -15.1 10.1 -17.3 13.0 -1.4 4.0 -14.1 -13.1 -14.1 -13.7 6.8 12.1 -10.9 11.1 -3.9 -7.9 2.9 -3.0 4.5 -3.5 3.7 -0.8 -18.9 6.5 7.9 15.0 1.4 -16.8 -20.0 -18.9 -20.0 COCOA -10.8 3.8 12.7 0.7 -5.5 -1.6 -5.5 -4.0 -1.7 12.1 20.0 -1.2 19.7 8.7 16.8 -6.4 -1.5 -2.9 -1.6 20.0 20.0 5.1 20.0 8.6 -10.8 6.6 4.1 9.6 0.9 9.0 2.2 -16.0 -0.7 16.7 20.0 20.0 -13.7 -16.6 13.9 -4.5 COFFEE 0.8 -13.6 -13.9 0.7 -5.1 -1.5 -5.1 -3.7 -1.6 -17.8 -7.2 -16.8 -10.2 -17.5 -18.0 -0.7 3.2 1.5 2.7 -18.8 -16.1 -20.0 -12.9 -20.0 -20.0 -4.8 -14.3 -2.8 -12.0 -1.8 -7.5 -8.4 -20.0 -5.6 -20.0 -8.6 -20.0 -20.0 -11.9 -13.4 COPPER -10.2 2.5 -5.6 -1.8 -3.7 0.3 -5.4 0.9 -4.4 -8.8 -4.9 -11.3 -3.0 -8.1 -3.4 -5.7 -2.0 -4.0 -2.9 -4.9 -3.4 -14.5 -2.8 -9.7 -3.7 -1.4 -5.3 -1.3 -6.4 -1.3 -3.7 2.2 -9.1 10.5 0.8 -5.9 3.2 -20.0 10.1 -17.1 CORN -18.2 -12.0 4.5 0.2 -1.9 -0.6 -1.9 -1.4 -0.6 -1.3 -5.0 -6.3 -5.2 -6.4 -5.7 -7.1 6.0 -4.2 0.6 -5.6 -4.6 -6.6 -3.4 -7.2 -6.8 -0.9 -0.9 -1.1 -2.0 -1.6 -1.8 -7.3 -0.9 -6.6 -12.5 0.2 -2.9 8.6 1.0 16.2 COTTON2 -1.9 12.3 11.7 0.4 -3.4 -1.0 -3.4 -2.5 -1.0 -10.8 6.1 -6.9 -8.7 6.4 7.3 8.2 7.0 7.8 6.1 6.7 4.1 -1.8 -1.4 4.3 -20.0 3.3 -4.0 2.3 -0.7 1.0 2.2 -3.1 5.6 10.3 6.3 13.8 -19.8 -15.6 10.9 8.7 CRUDE_W 11.9 20.0 8.7 6.3 -0.8 3.2 2.4 1.2 6.1 -14.8 12.5 5.9 -8.5 18.1 17.9 8.6 8.3 7.5 7.3 20.0 15.1 -1.1 6.0 20.0 -7.0 7.2 -5.1 5.1 -0.7 3.3 5.1 -12.3 -19.3 -20.0 -10.4 -1.5 15.3 12.0 16.8 6.2 DAX -12.0 -11.7 -9.8 -0.5 -14.1 2.7 -10.8 3.3 -5.7 -15.8 11.4 -16.4 15.6 -7.5 -2.7 -8.3 -6.8 -8.3 -7.9 -3.9 5.4 -17.1 12.0 -11.8 15.9 -2.6 -9.8 1.8 -8.8 4.8 -6.3 -3.4 15.3 7.9 -8.4 -4.1 20.0 0.3 20.0 6.1 DOW -11.7 11.5 10.9 -0.6 -14.9 2.9 -11.4 3.5 -6.0 -17.0 13.9 -13.0 12.9 6.1 13.6 -11.6 -7.5 -10.7 -9.4 12.3 13.8 -17.5 9.5 0.1 -10.3 4.7 -10.3 5.5 -5.9 4.2 0.1 -5.1 6.8 20.0 20.0 15.2 -7.5 -4.8 -20.0 -4.1 EUR -18.6 1.3 0.1 0.4 -4.9 2.8 -6.1 2.0 -3.8 -15.6 5.1 -16.9 9.5 -11.8 -1.4 -6.3 -6.8 -6.5 -6.5 -1.6 4.3 -15.3 3.8 -9.9 13.6 -0.3 -7.1 2.3 -6.9 1.8 -4.3 -7.3 4.1 -0.0 -1.3 -10.0 -3.3 -20.0 1.3 3.0 EURIBOR-ICE 0.9 2.3 -2.5 -2.3 -3.7 -1.9 -3.5 -2.3 -2.8 -6.5 -3.9 -5.8 -6.6 1.3 -3.0 -8.5 -7.7 -9.4 -9.1 -2.8 -4.7 -6.1 -9.1 -3.0 17.1 -1.2 -3.3 -1.6 -2.7 -3.4 -1.4 -11.0 -1.2 6.1 5.2 2.3 -20.0 -20.0 20.0 7.0 EUROSTX -9.6 -12.1 -13.4 -0.5 -12.7 2.5 -9.8 3.0 -5.1 -14.6 12.3 -14.3 15.3 -6.0 -1.0 -4.5 -0.5 -4.4 -2.8 -1.0 6.0 -13.8 11.7 -7.5 4.4 -1.1 -12.7 3.2 -8.9 6.4 -5.1 6.7 17.4 12.3 -0.8 -2.0 20.0 2.3 20.0 8.4 FEEDCOW -4.4 10.9 20.0 0.8 -6.4 -1.9 -6.4 -4.6 -1.9 -20.0 20.0 -7.3 20.0 15.8 20.0 -7.9 -20.0 -20.0 -20.0 20.0 20.0 -6.1 20.0 8.7 4.5 8.4 -5.1 13.5 -2.0 14.6 2.7 -20.0 -10.5 12.0 20.0 20.0 3.9 -14.4 17.4 -6.9 GASOIL 20.0 20.0 16.4 5.0 -0.6 2.5 1.9 0.9 4.8 -3.2 6.8 13.1 -2.5 16.9 17.2 20.0 16.1 15.0 13.6 20.0 18.3 16.9 7.6 20.0 11.7 6.0 0.2 3.2 2.9 1.0 6.0 0.0 4.9 20.0 19.3 12.5 -11.0 2.7 -14.6 -4.9 GASOLINE 9.1 20.0 15.2 6.1 -0.8 3.1 2.3 1.1 5.9 -11.0 18.9 9.1 -1.3 19.2 20.0 20.0 20.0 20.0 20.0 20.0 20.0 7.5 18.6 20.0 -20.0 7.7 -1.9 6.5 1.4 5.4 5.6 20.0 -0.6 -14.3 3.3 18.3 13.7 14.2 16.2 2.2 GAS_US_mini 3.1 17.8 19.9 4.4 -0.6 2.2 1.7 0.8 4.3 -8.0 -13.9 -1.7 -16.7 0.7 5.3 -19.9 -13.8 -15.6 -15.5 0.6 -13.0 -1.4 -20.0 2.4 18.6 2.9 -3.9 -0.1 -0.2 -2.9 2.4 -20.0 6.4 -20.0 -20.0 -9.6 6.7 10.1 -2.5 0.5 GBP -17.2 -1.2 9.4 0.5 -5.4 3.1 -6.7 2.2 -4.2 0.5 11.8 -13.4 11.4 -10.1 2.3 0.3 -0.9 0.1 -0.4 3.5 11.5 -5.2 9.3 -5.3 -0.8 2.2 1.1 5.3 -2.3 3.1 -2.1 2.9 20.0 13.4 0.1 4.6 4.1 11.9 9.1 20.0 GOLD_micro -19.0 -9.8 -13.3 -3.2 -6.8 0.5 -9.9 1.7 -8.0 -20.0 -4.8 -20.0 6.9 -19.9 -19.9 -17.1 -12.6 -16.1 -14.5 -20.0 -7.8 -20.0 4.2 -20.0 -11.3 -5.0 -12.4 -0.9 -12.6 2.2 -9.3 -16.9 -15.6 -10.9 -1.7 -14.4 -20.0 -20.0 -10.2 -20.0 HEATOIL 20.0 20.0 16.7 6.3 -0.8 3.2 2.4 1.2 6.1 -10.9 7.1 12.4 -4.7 19.4 20.0 20.0 18.3 16.6 14.8 20.0 20.0 17.5 10.3 20.0 -20.0 7.7 -0.2 4.8 2.9 2.7 7.0 2.7 -5.0 20.0 20.0 20.0 2.5 0.7 -2.9 -1.2 JGB-SGX-mini -20.0 -20.0 -2.3 -2.3 -3.7 -1.9 -3.5 -2.3 -2.8 -5.3 4.5 -6.3 5.0 -6.5 -4.6 12.2 19.5 11.9 14.6 -4.9 0.4 -6.6 3.0 -7.6 0.4 -1.8 -1.8 -0.2 -2.1 0.3 -2.6 20.0 8.6 -0.5 -4.9 7.0 -20.0 -7.6 4.5 7.4 JPY -14.7 6.3 -18.2 0.3 -3.0 1.7 -3.7 1.2 -2.3 -8.8 -9.5 -10.4 -8.9 -9.6 -9.9 -15.5 -13.6 -15.8 -15.1 -12.9 -12.9 -15.0 -13.3 -13.9 20.0 -3.5 -3.3 -3.2 -4.4 -3.3 -4.0 -20.0 -7.3 -5.6 -12.4 -20.0 -9.6 -20.0 -10.0 -20.0 LEANHOG -11.8 18.5 7.6 0.4 -3.3 -1.0 -3.3 -2.4 -1.0 -9.5 -3.5 -10.7 -6.2 -5.2 7.7 20.0 18.5 20.0 20.0 -0.6 -4.8 -14.8 -10.7 -6.9 12.0 -2.5 -5.5 -5.3 -6.5 -7.6 -3.8 20.0 -15.5 -8.2 -4.5 -9.2 -6.0 1.8 20.0 20.0 LIVECOW -15.0 4.5 20.0 0.8 -6.4 -1.9 -6.4 -4.6 -2.0 -20.0 20.0 -17.2 20.0 9.3 19.6 -11.5 6.2 1.8 10.7 20.0 20.0 -15.3 20.0 2.8 5.4 7.5 -7.2 11.1 -3.7 10.6 1.3 3.1 -12.4 -11.1 20.0 20.0 -20.0 -20.0 -18.9 -19.4 LUMBER-new -16.9 -3.7 2.0 0.8 -5.8 -1.4 -5.8 -3.0 -1.8 13.4 -18.1 -8.5 -19.9 -16.9 -14.9 -15.8 -12.7 -13.3 -12.9 -12.5 -9.4 1.0 -8.5 -12.8 NaN -4.0 7.2 -2.5 1.3 -1.8 -4.0 -20.0 20.0 -20.0 -18.7 0.3 -20.0 -20.0 -16.6 -20.0 MILK 13.1 20.0 4.1 0.3 -2.5 -0.7 -2.5 -1.8 -0.8 -6.7 -6.0 -2.9 -8.9 3.9 -2.6 -20.0 -20.0 -20.0 -20.0 -2.3 -9.5 -1.1 -12.6 2.0 -2.8 -1.3 -1.7 -3.8 -0.3 -4.5 0.4 -20.0 3.5 14.6 -6.2 -20.0 -20.0 -20.0 -15.7 -20.0 MXP -18.6 -18.1 2.6 0.4 -4.8 2.7 -6.0 2.0 -3.7 -5.1 16.3 -3.2 17.6 -1.2 12.2 16.0 17.7 17.5 17.6 10.9 20.0 -3.4 20.0 0.6 -20.0 4.6 -1.3 8.7 -1.7 10.5 0.1 20.0 20.0 18.5 7.7 20.0 20.0 5.9 20.0 20.0 NASDAQ_micro -20.0 -9.1 20.0 -0.4 -10.6 2.0 -8.1 2.5 -4.3 -12.3 12.4 -12.9 8.8 -6.1 8.5 -10.6 -7.9 -10.5 -9.6 8.4 20.0 -20.0 18.6 -9.4 -20.0 2.4 -6.4 6.1 -5.3 6.0 -2.4 -5.6 -4.3 -6.2 5.5 20.0 -7.5 -12.1 -18.1 -14.6 NIKKEI -16.9 -19.1 15.2 -0.5 -14.1 2.7 -10.8 3.3 -5.7 -15.2 14.6 -14.5 15.1 -12.2 9.8 15.8 12.4 14.8 13.5 6.3 20.0 -17.9 20.0 -8.7 -5.9 2.8 -8.8 8.0 -6.0 8.1 -2.8 20.0 11.7 13.3 -8.3 20.0 3.7 2.8 -2.4 8.7 NZD -20.0 -4.4 -4.2 0.3 -3.4 1.9 -4.2 1.4 -2.6 -11.0 -6.6 -12.2 0.1 -11.5 -8.2 -0.2 0.5 0.3 0.4 -8.7 -4.4 -17.6 -3.6 -14.9 0.4 -2.9 -5.3 -1.2 -6.4 -0.9 -5.2 4.9 -7.2 -5.1 -11.0 -10.2 -0.8 -12.8 3.9 7.4 OAT -9.2 -5.8 2.0 -2.8 -4.4 -2.3 -4.3 -2.7 -3.4 -8.1 -5.2 -8.3 -7.8 -6.4 -5.4 5.7 8.9 6.6 7.7 -4.9 -4.6 -9.1 -8.4 -7.0 8.0 -2.4 -5.0 -1.6 -4.7 -3.0 -3.6 18.2 2.8 1.9 2.7 5.1 -20.0 -20.0 -1.6 3.2 OATIES -8.4 16.8 20.0 0.5 -3.9 -1.2 -3.9 -2.8 -1.2 12.5 10.8 1.6 -7.0 5.8 11.6 -17.5 -2.4 -14.3 -9.8 18.7 18.0 11.2 8.4 10.9 -20.0 4.2 5.6 4.0 2.9 1.7 2.4 -20.0 19.5 10.2 12.2 20.0 1.8 20.0 14.1 20.0 OJ -11.1 5.1 -5.6 0.7 -5.3 -1.6 -5.3 -3.9 -1.6 6.8 19.6 11.8 20.0 16.6 18.3 20.0 19.9 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 7.0 8.0 7.8 7.5 9.4 6.7 20.0 20.0 20.0 20.0 20.0 18.0 5.2 20.0 16.4 PALLAD 6.5 1.8 -14.9 -1.7 -3.5 0.2 -5.1 0.9 -4.1 -8.0 -11.5 -6.8 -11.7 -8.2 -10.7 -2.6 -2.6 -3.0 -2.9 -9.8 -15.9 -5.9 -20.0 -5.5 -3.3 -3.3 -4.4 -4.3 -2.6 -4.8 -2.2 1.6 9.3 11.9 -6.7 -11.3 -18.7 -1.4 4.5 1.8 PLAT -12.2 -6.0 -18.0 -1.8 -3.8 0.3 -5.5 0.9 -4.4 -7.7 -9.2 -10.7 -1.5 -10.1 -10.9 -3.4 -2.1 -3.1 -2.6 -12.0 -9.0 -12.0 -4.0 -12.7 12.4 -3.4 -2.8 -2.1 -4.4 -0.8 -4.3 2.4 3.5 -1.7 -5.3 -11.6 2.3 -16.2 13.9 -12.0 REDWHEAT -20.0 -4.2 0.0 0.3 -2.4 -0.7 -2.4 -1.7 -0.7 -7.6 -2.0 -8.9 -7.3 -8.1 -3.7 -4.1 2.5 -1.4 1.3 -5.9 -2.9 -12.9 -2.5 -11.1 -9.1 -1.5 -3.2 -0.7 -3.9 -0.3 -3.2 -9.8 -7.7 -11.1 -11.1 1.3 -20.0 -18.6 -8.5 -6.6 RICE 1.6 12.0 6.5 0.6 -4.6 -1.4 -4.6 -3.4 -1.4 -12.9 1.8 -5.2 -0.2 9.7 12.6 -9.5 20.0 16.6 20.0 9.3 4.9 -5.9 1.1 4.9 -20.0 3.7 -4.8 2.2 -2.8 0.5 1.6 20.0 -11.1 13.2 2.8 18.4 -7.4 -20.0 4.7 -14.2 ROBUSTA -4.2 -12.8 6.1 0.5 -3.5 -1.1 -3.5 -2.6 -1.1 -10.5 10.5 -6.6 10.5 -3.4 4.2 20.0 18.3 20.0 20.0 4.6 12.8 -11.7 15.8 -3.2 -11.3 2.1 -7.8 6.1 -5.5 7.5 -1.6 20.0 -14.1 5.3 -14.1 20.0 -5.0 -18.1 9.6 -9.4 RUSSELL -20.0 10.9 17.9 -0.5 -13.9 2.7 -10.7 3.3 -5.6 -16.3 5.2 -17.2 -0.6 -1.3 9.1 -7.7 -5.3 -7.1 -6.4 6.1 9.5 -20.0 2.4 -11.2 -2.2 2.1 -12.8 3.6 -9.6 2.3 -3.6 -0.7 -16.5 -2.4 15.7 15.4 -4.8 -8.3 -20.0 -11.7 SHATZ 9.7 0.6 -17.0 -2.4 -3.8 -2.0 -3.6 -2.3 -2.9 -5.5 -5.6 -4.1 -7.2 0.9 -4.8 -20.0 -4.6 -16.6 -10.7 -4.1 -8.3 -3.4 -13.5 -1.5 11.2 -1.3 -2.2 -2.6 -1.7 -4.5 -0.6 -8.7 3.0 10.9 6.1 -0.6 -20.0 -20.0 -20.0 -20.0 SILVER-mini -20.0 -1.9 -8.7 -2.1 -4.4 0.3 -6.3 1.1 -5.1 -10.4 0.8 -13.5 4.1 -10.0 -8.5 -6.8 -5.6 -6.7 -6.3 -7.7 -1.6 -16.6 1.8 -14.7 6.6 -1.8 -2.9 0.3 -5.6 0.8 -4.7 -3.9 -2.1 -5.6 4.4 -3.8 -15.9 -20.0 -1.0 -20.0 SMI -4.2 -11.2 -6.6 -0.5 -13.4 2.6 -10.3 3.1 -5.4 -15.4 4.7 -15.0 4.6 -8.0 -7.5 -3.1 1.4 -2.8 -1.2 -6.5 -1.0 -16.3 2.4 -10.7 4.0 -1.8 -14.6 -0.6 -8.1 -0.9 -3.6 9.7 11.1 20.0 -3.1 -7.7 -7.8 -10.5 -17.4 -15.7 SOFR -10.8 -12.0 -10.7 -2.5 -4.0 -2.1 -3.8 -2.4 -3.0 -7.7 -3.8 -7.9 -2.5 -6.0 -6.2 -2.2 -0.8 -1.9 -1.4 -7.3 -4.9 -12.2 -3.8 -9.3 -1.5 -2.6 -4.8 -1.7 -4.2 -1.2 -3.1 1.8 -0.6 -4.3 -1.5 -3.2 -20.0 -20.0 -5.1 -2.7 SOYBEAN -20.0 10.2 14.3 0.3 -2.3 -0.7 -2.3 -1.7 -0.7 5.5 3.0 -6.3 -1.3 -1.8 3.6 17.3 20.0 17.1 18.9 1.5 1.7 -2.5 -0.1 -2.5 -18.5 0.9 0.7 0.7 -0.6 0.1 -0.5 20.0 4.4 -7.7 1.7 7.9 -10.1 11.1 -6.7 20.0 SOYMEAL -15.1 1.7 -15.3 0.3 -2.5 -0.8 -2.5 -1.8 -0.8 -7.4 -3.5 -8.8 1.8 -5.6 -2.7 9.0 20.0 16.4 20.0 -2.7 -1.4 -9.0 1.3 -6.0 -20.0 0.4 -3.2 1.1 -3.3 2.0 -1.7 20.0 -6.7 -9.6 0.4 3.4 -11.8 -17.6 -8.4 -16.0 SOYOIL -9.2 20.0 20.0 0.4 -2.7 -0.8 -2.7 -2.0 -0.8 9.3 5.3 0.9 -1.9 5.9 8.1 14.1 10.6 11.6 9.8 11.5 8.1 8.8 2.0 8.0 -20.0 2.8 3.9 2.0 2.2 0.5 1.9 3.2 20.0 7.9 13.0 20.0 0.3 6.4 14.0 20.0 SP400 -20.0 12.5 15.8 -0.5 -14.0 2.7 -10.8 3.3 -5.7 -16.4 7.9 -17.3 7.4 2.1 11.0 -6.1 -4.7 -5.7 -5.3 8.0 12.4 -20.0 7.6 -9.7 -12.4 2.2 -12.7 3.7 -9.1 2.7 -3.3 0.7 -9.1 -3.9 20.0 14.4 0.3 -9.5 -12.1 -13.5 SP500_micro -20.0 -0.2 20.0 -0.6 -15.3 3.0 -11.8 3.6 -6.2 -17.8 17.2 -18.5 11.1 -4.0 12.4 -13.4 -8.9 -12.7 -11.0 11.8 20.0 -20.0 18.7 -11.1 -19.5 3.5 -10.9 6.9 -8.3 5.8 -3.0 -7.6 -7.8 -2.9 18.9 20.0 -5.0 -11.0 -16.0 -15.7 SUGAR11 -5.5 -6.9 -6.0 0.7 -5.1 -1.5 -5.2 -3.7 -1.6 5.6 12.0 -5.8 14.5 1.9 -0.8 -2.4 12.8 0.4 6.4 0.6 13.6 0.6 20.0 -1.9 -20.0 0.6 1.4 8.8 0.4 16.7 -1.0 4.2 9.8 3.4 -20.0 11.4 -17.5 -18.3 10.9 -4.6 US10 -10.2 -11.6 -14.7 -2.4 -3.8 -2.0 -3.6 -2.3 -2.9 -7.3 -6.1 -7.6 -6.8 -7.1 -7.3 -8.1 -6.7 -8.7 -8.5 -9.2 -8.1 -10.7 -8.2 -9.6 0.7 -2.7 -3.4 -2.2 -3.3 -2.0 -2.9 -9.6 1.7 -4.7 -2.6 -5.9 -20.0 -20.0 14.7 1.3 US10U -14.0 -12.4 -11.4 -3.1 -5.0 -2.6 -4.8 -3.1 -3.8 -9.7 -7.9 -10.2 -8.7 -9.5 -9.7 -5.6 -1.5 -3.6 -2.8 -12.2 -9.9 -15.0 -10.1 -13.8 -3.6 -3.7 -4.6 -2.8 -4.6 -2.2 -4.1 0.0 1.9 -9.2 -4.4 -7.4 -20.0 -20.0 20.0 19.0 US2 1.0 -13.5 -20.0 -2.4 -3.9 -2.0 -3.8 -2.4 -3.0 -6.5 -7.8 -7.1 -7.8 -7.3 -8.4 -20.0 -20.0 -20.0 -20.0 -13.0 -15.6 -6.8 -16.9 -8.2 8.0 -2.8 -1.6 -3.2 -1.8 -3.6 -2.0 -20.0 4.7 1.2 -3.1 -12.0 -20.0 -20.0 -20.0 -20.0 US20 -19.3 -14.7 -10.5 -2.4 -3.8 -2.0 -3.7 -2.4 -2.9 -7.5 -5.8 -7.9 -5.5 -7.5 -7.5 -1.7 -1.4 -1.7 -1.8 -10.3 -7.7 -12.8 -7.6 -12.2 -3.4 -2.8 -3.3 -1.9 -3.5 -1.5 -3.3 0.8 0.8 -11.0 -5.4 -5.7 -20.0 -20.0 20.0 20.0 US30 -19.6 -13.8 -7.1 -2.8 -4.5 -2.3 -4.3 -2.8 -3.4 -8.7 -7.9 -9.4 -7.2 -9.1 -9.1 -9.0 -2.9 -6.6 -4.5 -11.7 -9.0 -13.8 -9.8 -13.9 -3.1 -3.2 -3.4 -2.2 -3.8 -1.8 -3.8 -2.5 1.4 -12.4 -7.3 -5.6 -20.0 -20.0 20.0 20.0 US5 -6.1 -9.6 -18.6 -2.4 -3.8 -2.0 -3.7 -2.4 -2.9 -7.5 -6.3 -7.7 -7.0 -6.6 -7.4 -13.0 -9.1 -13.0 -11.8 -8.9 -8.8 -9.6 -9.4 -8.4 3.1 -2.7 -3.3 -2.5 -3.1 -2.4 -2.6 -14.4 2.0 -1.8 -1.1 -6.1 -20.0 -20.0 4.3 -15.8 VIX 20.0 7.0 -20.0 -5.6 6.2 -9.4 3.6 -10.2 -0.1 18.7 -20.0 15.4 -20.0 -3.8 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 10.5 -20.0 -1.5 NaN -6.4 7.1 -11.3 4.2 -12.7 0.0 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -20.0 1.4 13.3 0.2 -1.8 -0.6 -1.8 -1.3 -0.6 -6.3 -3.9 -6.9 -6.6 -6.2 -3.6 -10.2 -9.0 -10.1 -10.0 -3.5 -3.0 -9.8 -4.4 -7.0 -3.2 -0.7 -3.2 -0.8 -3.1 -1.3 -1.9 -20.0 -5.3 -6.5 -8.1 1.1 -18.9 -14.9 -12.3 -8.0 End of report for caleb_strategy_v3