******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20230821_204330 produced at 2023-08-21 21:40:42.394024 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.79 0.0 0.00 0.00 0.00 0.00 -9.19 11.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.09 -0.66 -0.63 0.0 0.94 -0.94 -0.66 -0.38 -6.66 10.0 -7 -4 caleb_strategy_v3 US2 False True 0.07 0.00 -0.39 0.0 0.00 0.00 0.00 0.00 -5.36 13.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.12 -0.22 0.0 0.38 -0.38 -0.12 -0.12 -31.89 56.0 -18 -18 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.21 0.0 0.00 0.00 0.00 0.00 -5.21 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 -25.85 17.0 -17 -16 caleb_strategy_v3 JPY False False 0.03 -0.21 -0.16 0.0 0.52 -0.52 -0.21 -0.18 -5.10 17.0 -7 -6 caleb_strategy_v3 CHF False False 0.05 -0.20 -0.14 0.0 0.66 -0.66 -0.20 -0.20 -2.71 13.0 -4 -4 caleb_strategy_v3 CAD False False 0.03 -0.03 -0.12 0.0 0.76 -0.76 -0.03 -0.03 -4.50 29.0 -1 -1 caleb_strategy_v3 US5 False False 0.04 -0.23 -0.12 0.0 0.94 -0.94 -0.23 -0.26 -3.17 25.0 -6 -7 caleb_strategy_v3 BOBL False False 0.04 -0.31 -0.10 0.0 0.85 -0.85 -0.31 -0.36 -2.14 19.0 -7 -8 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.06 -0.08 0.0 0.06 -0.06 -0.06 -0.06 -34.45 26.0 -23 -25 caleb_strategy_v3 COPPER False False 0.03 -0.07 -0.07 0.0 0.20 -0.20 -0.07 -0.10 -2.11 6.0 -2 -3 caleb_strategy_v3 EUR False False 0.05 -0.15 -0.07 0.0 0.68 -0.68 -0.15 -0.29 -1.35 14.0 -3 -6 caleb_strategy_v3 BITCOIN False False 0.00 -0.00 -0.06 0.0 0.06 -0.06 -0.00 -0.01 -59.12 59.0 -3 -9 caleb_strategy_v3 AUD False False 0.02 0.00 -0.06 0.0 0.44 -0.44 0.00 0.00 -2.73 19.0 0 0 caleb_strategy_v3 US10 False True 0.04 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -1.59 17.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 -0.02 -0.05 0.0 0.38 -0.38 -0.02 -0.01 -5.97 48.0 -2 -1 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.03 0.0 0.18 -0.18 0.00 0.00 -0.31 2.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 0.00 -0.03 0.0 0.23 -0.23 0.00 0.00 -8.68 68.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.05 0.00 -0.03 0.0 0.36 -0.36 0.00 0.00 -0.70 8.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.02 -0.03 0.0 0.44 -0.44 0.02 0.00 -1.61 21.0 1 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.06 -0.03 0.0 0.25 -0.25 -0.06 -0.06 -2.81 23.0 -6 -6 caleb_strategy_v3 MILK False False 0.01 0.00 -0.03 0.0 0.07 -0.07 0.00 0.00 -2.35 5.0 0 0 caleb_strategy_v3 US10U False True 0.04 -0.12 -0.03 0.0 0.00 -0.12 -0.12 -0.12 -0.84 13.0 -3 -3 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 -0.03 0.0 0.00 -0.00 0.00 0.00 -1.21 0.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.02 -0.03 0.0 0.41 -0.41 -0.02 -0.03 -4.77 66.0 -4 -5 caleb_strategy_v3 US30 False True 0.04 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.47 6.0 0 0 caleb_strategy_v3 US20 False True 0.04 -0.04 -0.02 0.0 0.00 -0.04 -0.04 -0.04 -0.47 9.0 -1 -1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.02 0.0 0.02 -0.02 0.00 0.00 -3.74 3.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.07 -0.02 0.0 0.35 -0.35 -0.07 -0.04 -2.98 58.0 -12 -7 caleb_strategy_v3 COFFEE False False 0.02 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.70 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 -1.40 12.0 -1 -1 caleb_strategy_v3 SMI False False 0.04 0.04 -0.01 0.0 0.40 -0.40 0.04 0.00 -0.20 9.0 1 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.01 0.0 0.11 -0.11 -0.01 -0.01 -0.69 8.0 -1 -1 caleb_strategy_v3 PLAT False False 0.02 -0.10 -0.01 0.0 0.16 -0.16 -0.10 -0.10 -0.77 10.0 -6 -6 caleb_strategy_v3 PALLAD False False 0.04 0.00 -0.01 0.0 0.09 -0.09 0.00 0.00 -0.29 2.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -1.14 2.0 0 0 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 COCOA False False 0.01 -0.01 -0.00 0.0 0.32 -0.32 -0.01 0.00 -0.16 26.0 -1 0 caleb_strategy_v3 COTTON2 False False 0.02 0.02 0.00 0.0 0.17 -0.17 0.02 0.00 0.27 11.0 1 0 caleb_strategy_v3 BUXL False False 0.05 -0.15 -0.00 0.0 0.20 -0.20 -0.15 -0.15 -0.07 4.0 -3 -3 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 0.00 0.0 0.17 -0.17 0.00 0.00 0.16 18.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 0.01 0.01 0.0 0.14 -0.14 0.01 0.01 0.85 10.0 1 1 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 0.01 0.0 0.13 -0.13 0.00 0.01 0.50 9.0 0 1 caleb_strategy_v3 EUROSTX False False 0.02 0.10 0.01 0.0 0.33 -0.33 0.10 0.13 0.80 20.0 6 8 caleb_strategy_v3 SOYBEAN False False 0.02 0.05 0.01 0.0 0.17 -0.17 0.05 0.07 0.58 7.0 2 3 caleb_strategy_v3 ROBUSTA False False 0.01 0.01 0.01 0.0 0.19 -0.19 0.01 0.01 1.51 23.0 1 1 caleb_strategy_v3 CAC False True 0.03 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.58 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 0.32 10.0 1 1 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.02 0.0 0.22 -0.22 0.00 0.00 5.31 51.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 0.02 0.0 0.14 -0.14 0.00 0.00 0.72 5.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 0.03 0.0 0.05 -0.05 0.00 0.00 3.03 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 1.90 3.0 0 0 caleb_strategy_v3 BTP False False 0.04 0.26 0.05 0.0 0.44 -0.44 0.26 0.26 1.14 10.0 6 6 caleb_strategy_v3 LIVECOW False False 0.03 0.05 0.05 0.0 0.44 -0.44 0.05 0.05 1.89 17.0 2 2 caleb_strategy_v3 GBP False False 0.03 0.11 0.06 0.0 0.63 -0.63 0.11 0.14 2.20 22.0 4 5 caleb_strategy_v3 OAT False False 0.05 0.05 0.06 0.0 0.49 -0.49 0.05 0.05 1.25 10.0 1 1 caleb_strategy_v3 LEANHOG False False 0.01 0.06 0.08 0.0 0.14 -0.14 0.06 0.06 7.24 13.0 6 6 caleb_strategy_v3 GASOIL False False 0.03 0.12 0.09 0.0 0.12 -0.12 0.12 0.12 2.79 4.0 4 4 caleb_strategy_v3 GASOLINE False False 0.04 0.15 0.10 0.0 0.15 -0.15 0.15 0.15 2.66 4.0 4 4 caleb_strategy_v3 HEATOIL False False 0.05 0.00 0.10 0.0 0.14 -0.14 0.00 0.00 2.25 3.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.28 0.34 0.0 0.28 -0.28 0.28 0.28 43.73 36.0 36 36 caleb_strategy_v3 MXP False False 0.01 0.63 0.73 0.0 0.63 -0.63 0.63 0.62 70.37 60.0 60 59 caleb_strategy_v3 JGB-SGX-mini False False 0.04 0.57 1.14 0.0 0.57 -0.57 0.57 0.57 31.85 16.0 16 16 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 18.8 Shocked risk 53.8 Sum abs risk 65.0 Leverage 6.93 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2804703.5, 'annual_cash_vol_target': 701175.875, 'daily_cash_vol_target': 43823.4921875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0044 0.6424 0.6793 10.8693 BITCOIN 743.5923 26225.0000 2.8354 45.3669 BOBL 0.2660 115.0600 0.2312 3.6994 BTP 0.6293 113.4000 0.5549 8.8786 BUND 0.5792 130.6900 0.4432 7.0912 BUXL 1.3339 128.3400 1.0394 16.6298 CAC 60.0752 7240.5000 0.8297 13.2754 CAD 0.0028 0.7385 0.3760 6.0153 CANOLA 8.7097 815.2000 1.0684 17.0946 CHF 0.0050 1.1419 0.4413 7.0611 COCOA 39.1902 3454.0000 1.1346 18.1541 COFFEE 2.5875 150.7000 1.7170 27.4713 COPPER 0.0443 3.7255 1.1881 19.0094 CORN 9.4533 482.2500 1.9602 31.3639 COTTON2 1.2839 85.5700 1.5005 24.0073 CRUDE_W 1.0227 79.3700 1.2885 20.6164 DAX 120.7492 15704.0000 0.7689 12.3025 DOW 194.6179 34554.0000 0.5632 9.0117 EUR 0.0049 1.0916 0.4452 7.1230 EURIBOR-ICE 0.0537 96.9250 0.0554 0.8869 EUROSTX 42.4445 4256.0000 0.9973 15.9566 FEEDCOW 1.4091 252.7500 0.5575 8.9203 GASOIL 13.1355 864.7500 1.5190 24.3039 GASOLINE 0.0366 2.4584 1.4892 23.8272 GAS_US_mini 0.0942 2.7300 3.4520 55.2325 GBP 0.0064 1.2766 0.5006 8.0089 GOLD_micro 10.4094 1906.0000 0.5461 8.7382 HEATOIL 0.0388 3.0115 1.2871 20.5934 JGB-SGX-mini 0.2660 146.3900 0.1817 2.9069 JPY 0.0000 0.0069 0.6317 10.1075 LEANHOG 1.2945 73.6000 1.7588 28.1412 LIVECOW 1.0484 180.2250 0.5817 9.3077 LUMBER-new 9.8811 533.0000 1.8539 29.6618 MILK 0.2826 18.4500 1.5318 24.5082 MXP 0.0004 0.0585 0.7002 11.2036 NASDAQ_micro 130.4722 14987.5000 0.8705 13.9286 NIKKEI 294.7873 31800.0000 0.9270 14.8321 NZD 0.0040 0.5928 0.6830 10.9288 OAT 0.5816 125.2300 0.4644 7.4303 OATIES 6.4195 466.5000 1.3761 22.0175 OJ 5.6702 311.0000 1.8232 29.1716 PALLAD 23.4012 1243.5000 1.8819 30.1101 PLAT 13.6242 915.7000 1.4878 23.8055 REDWHEAT 14.9970 745.7500 2.0110 32.1760 RICE 0.1507 16.0700 0.9380 15.0074 ROBUSTA 36.0229 2367.0000 1.5219 24.3500 RUSSELL 16.6824 1863.4000 0.8953 14.3243 SHATZ 0.0834 104.8950 0.0795 1.2727 SILVER-mini 0.3410 23.6875 1.4396 23.0328 SMI 76.1608 10886.0000 0.6996 11.1939 SOFR 0.0729 96.1400 0.0758 1.2129 SOYBEAN 16.9932 1360.5000 1.2490 19.9847 SOYMEAL 5.7548 395.8000 1.4540 23.2635 SOYOIL 0.8680 63.8200 1.3601 21.7608 SP400 19.4129 2586.2000 0.7506 12.0102 SP500_micro 27.0372 4413.2500 0.6126 9.8022 SUGAR11 0.3013 23.7300 1.2697 20.3146 US10 0.4234 109.0781 0.3882 6.2111 US10U 0.5810 113.2969 0.5128 8.2050 US2 0.0989 101.2891 0.0977 1.5630 US20 0.8288 117.9062 0.7029 11.2463 US30 1.2203 122.9375 0.9926 15.8815 US5 0.2689 105.6172 0.2546 4.0735 VIX 0.5024 18.8500 2.6651 42.6419 WHEAT 15.5006 625.5000 2.4781 39.6499 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 642.40 0.68 436.40 1.00 436.40 43823.49 100.42 -8.35 -83.85 BITCOIN 26.22 2.84 74.36 1.00 74.36 43823.49 589.35 -8.34 -491.63 BOBL 1150.60 0.23 266.04 1.09 289.43 43823.49 151.41 -15.22 -230.39 BTP 1134.00 0.55 629.27 1.09 684.61 43823.49 64.01 5.69 36.43 BUND 1306.90 0.44 579.21 1.09 630.16 43823.49 69.54 4.99 34.73 BUXL 1283.40 1.04 1333.92 1.09 1451.23 43823.49 30.20 -2.50 -7.55 CAC 724.05 0.83 600.75 1.09 653.59 43823.49 67.05 2.64 17.69 CAD 738.50 0.38 277.64 1.00 277.64 43823.49 157.84 -8.77 -138.38 CANOLA 163.04 1.07 174.19 0.74 128.62 43823.49 340.73 7.43 253.24 CHF 1427.38 0.44 629.93 1.00 629.93 43823.49 69.57 -11.97 -83.30 COCOA 345.40 1.13 391.90 1.00 391.90 43823.49 111.82 -0.80 -8.92 COFFEE 565.12 1.72 970.30 1.00 970.30 43823.49 45.17 -15.48 -69.92 COPPER 931.38 1.19 1106.55 1.00 1106.55 43823.49 39.60 -4.43 -17.53 CORN 241.12 1.96 472.66 1.00 472.66 43823.49 92.72 -7.19 -66.66 COTTON2 427.85 1.50 641.97 1.00 641.97 43823.49 68.26 2.17 14.81 CRUDE_W 793.70 1.29 1022.70 1.00 1022.70 43823.49 42.85 1.38 5.91 DAX 157.04 0.77 120.75 1.09 131.37 43823.49 333.59 -2.73 -91.20 DOW 172.77 0.56 97.31 1.00 97.31 43823.49 450.35 -4.74 -213.67 EUR 1364.50 0.45 607.46 1.00 607.46 43823.49 72.14 -5.75 -41.49 EURIBOR-ICE 2423.12 0.06 134.32 1.09 146.13 43823.49 299.89 -7.12 -213.46 EUROSTX 425.60 1.00 424.45 1.09 461.78 43823.49 94.90 2.59 24.61 FEEDCOW 1263.75 0.56 704.56 1.00 704.56 43823.49 62.20 -3.29 -20.44 GASOIL 864.75 1.52 1313.55 1.00 1313.55 43823.49 33.36 17.07 56.94 GASOLINE 1032.53 1.49 1537.64 1.00 1537.64 43823.49 28.50 19.05 54.29 GAS_US_mini 68.25 3.45 235.60 1.00 235.60 43823.49 186.01 -15.12 -281.27 GBP 797.88 0.50 399.38 1.00 399.38 43823.49 109.73 6.16 67.55 GOLD_micro 190.60 0.55 104.09 1.00 104.09 43823.49 421.00 -20.00 -842.00 HEATOIL 1264.83 1.29 1627.95 1.00 1627.95 43823.49 26.92 17.05 45.88 JGB-SGX-mini 146390.00 0.18 26596.57 0.01 182.93 43823.49 239.56 10.18 243.78 JPY 859.31 0.63 542.84 1.00 542.84 43823.49 80.73 -19.43 -156.84 LEANHOG 294.40 1.76 517.80 1.00 517.80 43823.49 84.63 13.68 115.79 LIVECOW 720.90 0.58 419.37 1.00 419.37 43823.49 104.50 5.30 55.37 LUMBER-new 146.58 1.85 271.73 1.00 271.73 43823.49 161.28 -12.74 -205.52 MILK 369.00 1.53 565.22 1.00 565.22 43823.49 77.53 -16.44 -127.45 MXP 292.60 0.70 204.89 1.00 204.89 43823.49 213.89 20.00 427.78 NASDAQ_micro 299.75 0.87 260.94 1.00 260.94 43823.49 167.94 -7.48 -125.66 NIKKEI 31800.00 0.93 29478.73 0.01 202.75 43823.49 216.14 15.48 334.62 NZD 592.75 0.68 404.88 1.00 404.88 43823.49 108.24 -4.57 -49.42 OAT 1252.30 0.46 581.56 1.09 632.71 43823.49 69.26 5.80 40.20 OATIES 233.25 1.38 320.97 1.00 320.97 43823.49 136.53 -3.98 -54.40 OJ 466.50 1.82 850.54 1.00 850.54 43823.49 51.52 20.00 103.05 PALLAD 1243.50 1.88 2340.12 1.00 2340.12 43823.49 18.73 -4.13 -7.73 PLAT 457.85 1.49 681.21 1.00 681.21 43823.49 64.33 -3.14 -20.23 REDWHEAT 372.88 2.01 749.85 1.00 749.85 43823.49 58.44 -10.39 -60.74 RICE 321.40 0.94 301.46 1.00 301.46 43823.49 145.37 9.95 144.66 ROBUSTA 236.70 1.52 360.23 1.00 360.23 43823.49 121.65 12.38 150.58 RUSSELL 93.17 0.90 83.41 1.00 83.41 43823.49 525.39 -5.19 -272.63 SHATZ 1048.95 0.08 83.44 1.09 90.78 43823.49 482.77 -11.64 -561.99 SILVER-mini 592.19 1.44 852.48 1.00 852.48 43823.49 51.41 -6.20 -31.89 SMI 1088.60 0.70 761.61 1.14 866.60 43823.49 50.57 -1.19 -6.02 SOFR 2403.50 0.08 182.20 1.00 182.20 43823.49 240.52 -6.58 -158.24 SOYBEAN 680.25 1.25 849.66 1.00 849.66 43823.49 51.58 14.03 72.37 SOYMEAL 395.80 1.45 575.48 1.00 575.48 43823.49 76.15 8.26 62.90 SOYOIL 382.92 1.36 520.79 1.00 520.79 43823.49 84.15 12.64 106.34 SP400 2586.20 0.75 1941.29 1.00 1941.29 43823.49 22.57 -4.32 -9.75 SP500_micro 220.66 0.61 135.19 1.00 135.19 43823.49 324.17 -8.25 -267.52 SUGAR11 265.78 1.27 337.45 1.00 337.45 43823.49 129.87 0.68 8.78 US10 1090.78 0.39 423.43 1.00 423.43 43823.49 103.50 -12.69 -131.29 US10U 1132.97 0.51 581.00 1.00 581.00 43823.49 75.43 -9.20 -69.37 US2 2025.78 0.10 197.89 1.00 197.89 43823.49 221.46 -20.00 -442.91 US20 1179.06 0.70 828.76 1.00 828.76 43823.49 52.88 -7.41 -39.19 US30 1229.38 0.99 1220.27 1.00 1220.27 43823.49 35.91 -10.72 -38.50 US5 1056.17 0.25 268.89 1.00 268.89 43823.49 162.98 -16.08 -262.11 VIX 188.50 2.67 502.38 1.00 502.38 43823.49 87.23 -20.00 -174.47 WHEAT 312.75 2.48 775.03 1.00 775.03 43823.49 56.54 -15.53 -87.82 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -83.846 0.013 2.5 -2.725 BITCOIN -491.634 0.048 2.5 -59.120 BOBL -230.392 0.004 2.5 -2.137 BTP 36.429 0.012 2.5 1.136 BUND 34.727 0.004 2.5 0.322 BUXL -7.545 0.004 2.5 -0.070 CAC 17.690 0.013 2.5 0.578 CAD -138.382 0.013 2.5 -4.498 CANOLA 253.244 0.008 2.5 5.305 CHF -83.305 0.013 2.5 -2.708 COCOA -8.920 0.007 2.5 -0.165 COFFEE -69.916 0.004 2.5 -0.703 COPPER -17.532 0.048 2.5 -2.108 CORN -66.662 0.008 2.5 -1.396 COTTON2 14.815 0.007 2.5 0.273 CRUDE_W 5.907 0.049 2.5 0.723 DAX -91.199 0.013 2.5 -2.979 DOW -213.671 0.009 2.5 -4.771 EUR -41.494 0.013 2.5 -1.349 EURIBOR-ICE -213.461 0.012 2.5 -6.658 EUROSTX 24.610 0.013 2.5 0.804 FEEDCOW -20.439 0.014 2.5 -0.697 GASOIL 56.937 0.020 2.5 2.791 GASOLINE 54.291 0.020 2.5 2.662 GAS_US_mini -281.274 0.049 2.5 -34.447 GBP 67.549 0.013 2.5 2.195 GOLD_micro -841.999 0.015 2.5 -31.892 HEATOIL 45.885 0.020 2.5 2.250 JGB-SGX-mini 243.778 0.052 2.5 31.855 JPY -156.840 0.013 2.5 -5.098 LEANHOG 115.790 0.025 2.5 7.238 LIVECOW 55.365 0.014 2.5 1.887 LUMBER-new -205.516 0.007 2.5 -3.741 MILK -127.451 0.007 2.5 -2.351 MXP 427.784 0.066 2.5 70.370 NASDAQ_micro -125.659 0.009 2.5 -2.806 NIKKEI 334.621 0.052 2.5 43.725 NZD -49.416 0.013 2.5 -1.606 OAT 40.201 0.012 2.5 1.254 OATIES -54.403 0.008 2.5 -1.140 OJ 103.049 0.007 2.5 1.901 PALLAD -7.731 0.015 2.5 -0.293 PLAT -20.226 0.015 2.5 -0.766 REDWHEAT -60.736 0.005 2.5 -0.694 RICE 144.660 0.008 2.5 3.030 ROBUSTA 150.579 0.004 2.5 1.515 RUSSELL -272.627 0.013 2.5 -8.680 SHATZ -561.991 0.004 2.5 -5.212 SILVER-mini -31.889 0.015 2.5 -1.208 SMI -6.017 0.013 2.5 -0.197 SOFR -158.239 0.023 2.5 -9.186 SOYBEAN 72.367 0.003 2.5 0.580 SOYMEAL 62.901 0.003 2.5 0.504 SOYOIL 106.338 0.003 2.5 0.852 SP400 -9.751 0.013 2.5 -0.310 SP500_micro -267.516 0.009 2.5 -5.974 SUGAR11 8.782 0.007 2.5 0.161 US10 -131.287 0.005 2.5 -1.589 US10U -69.367 0.005 2.5 -0.840 US2 -442.910 0.005 2.5 -5.361 US20 -39.185 0.005 2.5 -0.474 US30 -38.500 0.005 2.5 -0.466 US5 -262.114 0.005 2.5 -3.173 VIX -174.465 0.059 2.5 -25.850 WHEAT -87.819 0.005 2.5 -1.003 ===================== Position diags ===================== AUD 3.26 BITCOIN 70.87 BOBL 1.40 BTP 2.00 BUND 0.64 BUXL 0.28 CAC 2.19 CAD 5.13 CANOLA 7.14 CHF 2.26 COCOA 2.06 COFFEE 0.45 COPPER 4.76 CORN 1.94 COTTON2 1.26 CRUDE_W 5.25 DAX 10.90 DOW 10.06 EUR 2.34 EURIBOR-ICE 9.35 EUROSTX 3.10 FEEDCOW 2.12 GASOIL 1.64 GASOLINE 1.40 GAS_US_mini 22.78 GBP 3.57 GOLD_micro 15.95 HEATOIL 1.32 JGB-SGX-mini 31.30 JPY 2.62 LEANHOG 5.29 LIVECOW 3.56 LUMBER-new 2.94 MILK 1.43 MXP 35.18 NASDAQ_micro 3.75 NIKKEI 28.24 NZD 3.52 OAT 2.16 OATIES 2.86 OJ 0.95 PALLAD 0.71 PLAT 2.44 REDWHEAT 0.67 RICE 3.05 ROBUSTA 1.22 RUSSELL 16.73 SHATZ 4.48 SILVER-mini 1.95 SMI 1.65 SOFR 13.96 SOYBEAN 0.41 SOYMEAL 0.61 SOYOIL 0.67 SP400 0.72 SP500_micro 7.24 SUGAR11 2.38 US10 1.25 US10U 0.91 US2 2.68 US20 0.64 US30 0.43 US5 1.97 VIX 12.92 WHEAT 0.65 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.7 -3.1 -2.4 NaN 0 BITCOIN -59.1 -66.2 -52.0 -3.0 -3 BOBL -2.1 -2.3 -2.0 -7.0 -7 BTP 1.1 0.9 1.3 6.0 6 BUND 0.3 0.3 0.4 1.0 1 BUXL -0.1 -0.1 -0.0 -3.0 -3 CAC 0.6 0.4 0.8 NaN 0 CAD -4.5 -5.0 -4.0 -1.0 -1 CANOLA 5.3 4.6 6.0 NaN 0 CHF -2.7 -2.9 -2.5 -4.0 -4 COCOA -0.2 -0.4 0.0 -1.0 -1 COFFEE -0.7 -0.7 -0.7 NaN 0 COPPER -2.1 -2.6 -1.6 -2.0 -2 CORN -1.4 -1.6 -1.2 -1.0 -1 COTTON2 0.3 0.1 0.4 1.0 1 CRUDE_W 0.7 0.2 1.2 0.0 0 DAX -3.0 -4.1 -1.9 -12.0 -12 DOW -4.8 -5.8 -3.8 -4.0 -4 EUR -1.3 -1.6 -1.1 -3.0 -3 EURIBOR-ICE -6.7 -7.6 -5.7 -7.0 -7 EUROSTX 0.8 0.5 1.1 6.0 6 FEEDCOW -0.7 -0.9 -0.5 0.0 0 GASOIL 2.8 2.6 3.0 4.0 4 GASOLINE 2.7 2.5 2.8 4.0 4 GAS_US_mini -34.4 -36.7 -32.2 -23.0 -23 GBP 2.2 1.8 2.6 4.0 4 GOLD_micro -31.9 -33.5 -30.3 -18.0 -18 HEATOIL 2.2 2.1 2.4 0.0 0 JGB-SGX-mini 31.9 28.7 35.0 16.0 16 JPY -5.1 -5.4 -4.8 -7.0 -7 LEANHOG 7.2 6.7 7.8 6.0 6 LIVECOW 1.9 1.5 2.2 2.0 2 LUMBER-new -3.7 -4.0 -3.4 NaN 0 MILK -2.4 -2.5 -2.2 NaN 0 MXP 70.4 66.9 73.9 60.0 60 NASDAQ_micro -2.8 -3.2 -2.4 -6.0 -6 NIKKEI 43.7 40.9 46.5 36.0 36 NZD -1.6 -2.0 -1.3 1.0 1 OAT 1.3 1.0 1.5 1.0 1 OATIES -1.1 -1.4 -0.9 NaN 0 OJ 1.9 1.8 2.0 NaN 0 PALLAD -0.3 -0.4 -0.2 NaN 0 PLAT -0.8 -1.0 -0.5 -6.0 -6 REDWHEAT -0.7 -0.8 -0.6 -1.0 -1 RICE 3.0 2.7 3.3 NaN 0 ROBUSTA 1.5 1.4 1.6 1.0 1 RUSSELL -8.7 -10.4 -7.0 0.0 0 SHATZ -5.2 -5.7 -4.8 NaN 0 SILVER-mini -1.2 -1.4 -1.0 NaN 0 SMI -0.2 -0.4 -0.0 1.0 1 SOFR -9.2 -10.6 -7.8 NaN 0 SOYBEAN 0.6 0.5 0.6 2.0 2 SOYMEAL 0.5 0.4 0.6 0.0 0 SOYOIL 0.9 0.8 0.9 1.0 1 SP400 -0.3 -0.4 -0.2 0.0 0 SP500_micro -6.0 -6.7 -5.2 -2.0 -2 SUGAR11 0.2 -0.1 0.4 0.0 0 US10 -1.6 -1.7 -1.5 NaN 0 US10U -0.8 -0.9 -0.7 -3.0 -3 US2 -5.4 -5.6 -5.1 NaN 0 US20 -0.5 -0.5 -0.4 -1.0 -1 US30 -0.5 -0.5 -0.4 0.0 0 US5 -3.2 -3.4 -3.0 -6.0 -6 VIX -25.8 -27.1 -24.6 -17.0 -17 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 -0.2 -0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.2 -0.1 -0.2 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.2 -0.2 -0.4 -0.3 -0.1 -0.3 0.0 0.1 BITCOIN -0.3 -0.2 0.1 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.3 0.3 -0.2 0.1 -0.1 0.0 -0.5 -0.2 -0.4 -0.3 -0.0 0.1 -0.3 0.1 -0.2 -1.1 -0.0 -0.3 0.0 -0.2 0.1 -0.1 -0.3 -0.7 0.1 0.0 0.0 -0.1 0.3 -0.1 0.3 BOBL -0.1 -0.0 -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 -2.6 0.1 0.1 0.1 0.1 -0.3 -0.3 -0.3 -0.2 BTP -0.3 -0.1 0.2 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.0 -0.1 -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 0.2 0.1 0.1 0.4 -0.3 -0.3 -0.0 0.1 BUND -0.2 -0.1 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 0.4 0.5 0.4 0.4 -0.0 -0.0 -0.1 -0.2 -0.1 0.3 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 2.8 0.2 0.0 0.1 0.1 -0.3 -0.3 -0.2 -0.0 BUXL -0.4 -0.2 0.1 -0.0 -0.0 -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 -0.0 -0.0 -0.0 -0.1 -0.0 1.0 0.2 -0.1 -0.0 0.1 -0.3 -0.3 -0.0 0.2 CAC -0.3 -0.1 -0.4 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.2 0.3 -0.1 0.5 -0.0 -0.0 -0.4 -0.0 -0.3 -0.2 -0.0 0.1 -0.2 0.3 -0.1 -0.2 -0.0 -0.1 0.1 -0.1 0.2 -0.0 1.1 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 -0.0 0.1 -0.1 0.1 -0.0 -0.2 0.1 -0.2 -0.2 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.1 -0.2 0.0 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 0.1 -0.3 -0.2 -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 0.1 0.1 -0.0 0.1 -1.1 0.0 0.0 0.0 0.0 -0.0 0.0 1.2 0.4 -0.1 0.5 0.4 -0.2 0.1 0.0 0.3 CHF -0.4 0.2 0.1 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.2 -0.1 0.4 -0.0 0.0 -0.8 -0.8 -0.8 -0.8 0.0 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 -0.3 -0.3 COCOA -0.4 0.1 0.3 0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 0.4 -0.0 0.6 0.1 0.1 -0.5 -0.1 -0.2 -0.1 0.2 0.2 0.1 0.4 0.1 -0.6 0.1 0.0 0.2 0.0 0.3 0.0 -2.6 -0.2 0.4 0.5 0.5 -0.2 -0.2 0.2 -0.1 COFFEE -0.1 -0.3 -0.4 0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.2 -0.2 -0.1 -0.3 -0.1 -0.2 -0.1 0.2 0.1 0.1 -0.2 -0.1 -0.2 -0.3 -0.2 -1.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -1.3 -0.7 -0.3 -0.5 -0.3 -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 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.4 -0.1 -0.3 -0.2 -0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.3 -0.1 0.2 0.1 -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 -0.0 -0.2 -0.1 -0.0 -0.4 0.3 -0.3 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 -1.2 -0.1 -0.2 -0.3 0.0 -0.0 0.1 0.0 0.2 COTTON2 -0.1 0.3 0.3 0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.2 0.0 0.1 0.5 0.4 0.5 0.4 0.0 0.0 -0.0 -0.0 0.0 -1.1 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.4 -0.0 0.2 0.2 0.3 -0.3 -0.2 0.1 0.1 CRUDE_W 0.2 0.5 0.2 0.1 0.0 0.1 0.0 0.0 0.0 -0.1 0.3 0.0 -0.2 0.1 0.1 0.5 0.5 0.4 0.4 0.2 0.1 0.0 0.1 0.2 -0.4 0.1 -0.0 0.1 -0.0 0.1 0.0 -2.1 -0.7 -0.5 -0.3 -0.1 0.2 0.2 0.2 0.1 DAX -0.4 -0.2 -0.3 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.2 0.2 -0.1 0.4 -0.1 -0.0 -0.5 -0.4 -0.5 -0.5 -0.1 0.0 -0.2 0.3 -0.1 0.9 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.5 0.5 0.3 -0.2 -0.1 0.3 0.0 0.3 0.1 DOW -0.4 0.3 0.3 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.2 0.3 -0.1 0.4 0.0 0.1 -0.7 -0.4 -0.6 -0.6 0.1 0.1 -0.3 0.2 -0.1 -0.5 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.8 -0.0 0.4 0.5 0.4 -0.1 -0.1 -0.3 -0.1 EUR -0.4 0.0 0.0 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.1 -0.1 0.3 -0.1 -0.0 -0.4 -0.4 -0.4 -0.4 -0.0 0.0 -0.2 0.1 -0.1 0.8 -0.0 -0.0 0.0 -0.0 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 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.2 0.0 -0.0 -0.5 -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 0.1 0.1 0.1 0.0 -0.3 -0.3 0.3 0.1 EUROSTX -0.4 -0.2 -0.3 -0.0 -0.1 0.0 -0.1 0.1 -0.0 -0.1 0.2 -0.1 0.4 -0.1 -0.0 -0.3 -0.0 -0.3 -0.2 -0.0 0.0 -0.2 0.2 -0.1 0.2 -0.0 -0.1 0.1 -0.1 0.2 -0.0 1.0 0.5 0.4 -0.0 -0.0 0.3 0.0 0.3 0.1 FEEDCOW -0.1 0.3 0.5 0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 0.4 -0.0 0.6 0.1 0.2 -0.3 -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 0.0 0.5 0.5 0.5 0.1 -0.2 0.2 -0.1 GASOIL 0.4 0.5 0.5 0.0 0.0 0.1 0.0 0.0 0.0 0.0 0.2 0.1 -0.1 0.1 0.1 1.2 1.0 1.0 0.9 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 0.1 0.5 0.5 0.4 -0.2 0.0 -0.2 -0.1 GASOLINE 0.0 0.5 0.4 0.1 0.0 0.1 0.0 0.0 0.0 -0.2 0.4 -0.0 -0.0 0.1 0.2 1.2 1.2 1.2 1.2 0.2 0.2 0.0 0.4 0.2 -1.1 0.1 -0.0 0.1 0.0 0.2 0.0 3.2 -0.3 -0.5 -0.0 0.4 0.2 0.2 0.2 0.0 GAS_US_mini 0.1 0.4 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0.4 0.0 -1.1 0.0 0.0 0.2 0.0 0.3 0.0 3.2 0.7 0.5 0.2 0.5 0.3 0.1 0.3 0.3 NASDAQ_micro -0.5 -0.3 0.5 -0.0 -0.1 0.0 -0.1 0.1 -0.0 -0.1 0.2 -0.1 0.2 -0.1 0.1 -0.6 -0.5 -0.6 -0.6 0.0 0.2 -0.2 0.4 -0.1 -1.1 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.9 0.0 0.0 0.1 0.5 -0.1 -0.2 -0.2 -0.2 NIKKEI -0.5 -0.5 0.3 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 0.3 -0.1 0.4 -0.1 0.1 0.9 0.7 0.9 0.8 0.0 0.2 -0.2 0.4 -0.1 -0.3 0.0 -0.0 0.2 -0.0 0.2 -0.0 3.2 0.7 0.4 -0.2 0.5 0.1 0.0 -0.0 0.1 NZD -0.5 -0.2 -0.1 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 -0.2 -0.1 -0.0 -0.1 -0.1 -0.0 0.0 0.0 0.0 -0.1 -0.0 -0.2 -0.1 -0.1 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.8 -0.3 -0.1 -0.3 -0.3 -0.0 -0.2 0.0 0.1 OAT -0.3 -0.1 0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 0.3 0.5 0.4 0.4 -0.0 -0.0 -0.1 -0.2 -0.1 0.4 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 2.9 0.2 0.0 0.0 0.1 -0.3 -0.3 -0.0 0.0 OATIES -0.1 0.4 0.5 0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.2 0.3 0.1 -0.2 0.1 0.1 -1.1 -0.2 -0.9 -0.6 0.2 0.2 0.2 0.2 0.1 -1.1 0.0 0.1 0.1 0.0 0.1 0.0 -3.2 0.7 0.3 0.3 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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 -8.7 -1.6 -0.1 -1.8 1.9 -3.8 1.5 -3.0 -10.4 -9.2 -13.0 -5.4 -13.0 -9.9 -2.9 -2.7 -2.8 -2.8 -12.2 -7.0 -17.6 -6.0 -18.0 2.6 -3.5 -3.4 -1.8 -5.5 -1.5 -5.5 -0.6 -5.6 -8.6 -17.3 -11.4 -4.2 -20.0 0.5 7.0 BITCOIN -13.5 -7.6 3.3 -3.9 -1.3 0.2 -7.0 1.7 -7.8 -20.0 16.6 -20.0 2.1 -15.9 0.7 -8.0 -4.1 -7.0 -5.6 -5.0 6.6 -20.0 5.4 -19.0 -20.0 -3.3 -20.0 1.4 -18.1 2.4 -9.9 -1.7 -20.0 4.1 1.1 0.2 -8.3 20.0 -6.9 20.0 BOBL -2.2 -1.7 -4.4 -2.5 -2.7 -2.0 -3.2 -2.3 -2.9 -6.5 -3.8 -6.4 -7.0 -2.1 -5.0 -20.0 -8.4 -20.0 -16.8 -4.0 -5.4 -5.2 -9.5 -4.2 9.8 -1.8 -2.4 -1.8 -2.7 -3.3 -2.1 -16.6 4.1 5.2 4.6 2.3 -20.0 -20.0 -20.0 -14.8 BTP -12.6 -5.8 9.4 -3.9 -4.2 -3.2 -4.9 -3.6 -4.5 -9.8 6.4 -10.9 -0.1 -6.5 -1.1 4.8 8.1 5.4 6.5 -2.7 1.1 -10.6 -2.0 -7.8 -6.9 -1.6 -5.3 1.2 -6.1 0.1 -4.6 16.7 7.1 2.3 3.8 15.6 -20.0 -20.0 -0.9 7.0 BUND -9.3 -5.0 1.9 -2.6 -2.8 -2.1 -3.3 -2.4 -3.1 -6.5 -4.9 -7.2 -7.6 -6.4 -6.1 6.3 8.8 6.4 7.1 -5.1 -5.0 -7.0 -8.9 -6.5 6.0 -2.4 -2.9 -1.8 -3.5 -2.9 -3.2 17.6 5.4 0.9 2.1 3.2 -20.0 -20.0 -17.4 -1.5 BUXL -15.2 -7.3 2.4 -3.0 -3.2 -2.5 -3.8 -2.8 -3.5 -8.2 -8.9 -9.1 -9.7 -9.1 -8.1 0.5 1.1 1.1 1.4 -7.7 -7.1 -10.1 -11.8 -9.9 0.5 -2.9 -3.3 -2.0 -4.0 -2.8 -4.0 6.3 6.6 -4.4 -0.5 3.1 -20.0 -20.0 -2.3 12.3 CAC -11.2 -4.3 -15.9 -1.8 -9.0 2.0 -10.8 3.0 -7.1 -12.7 13.6 -16.4 18.0 -5.1 -0.4 -6.6 -0.3 -5.0 -2.6 -2.1 6.8 -16.2 15.8 -9.8 -4.6 -1.0 -8.3 3.8 -9.5 7.6 -5.8 7.2 20.0 17.5 4.7 -2.2 20.0 -0.9 20.0 2.1 CAD -20.0 -9.6 8.2 -0.2 -3.0 3.3 -6.6 2.6 -5.2 -19.4 6.7 -20.0 -8.9 -20.0 -5.0 -1.9 -1.9 -2.1 -2.1 -12.0 -0.5 -20.0 -3.0 -20.0 0.8 -4.2 -6.8 0.1 -10.2 -0.3 -9.4 0.6 -8.6 -10.0 -20.0 -4.8 -16.3 -20.0 -20.0 -17.1 CANOLA -20.0 20.0 20.0 0.4 0.8 -0.8 -1.0 -2.0 -0.5 9.2 4.5 0.4 -5.3 4.4 6.8 -4.0 13.2 4.5 10.3 10.5 6.9 7.3 -0.8 6.2 -20.0 2.1 3.2 0.8 1.7 -1.1 1.4 7.5 12.4 -2.9 19.6 15.2 -16.0 9.0 2.9 20.0 CHF -16.5 8.1 3.9 -0.1 -2.5 2.7 -5.3 2.1 -4.3 -5.0 10.0 -16.1 13.4 -2.8 3.1 -14.2 -13.1 -14.1 -13.8 5.3 11.6 -10.2 11.2 -5.2 -8.2 2.6 -1.8 4.7 -3.5 4.0 -1.4 -19.0 5.3 7.4 15.7 1.5 -17.4 -20.0 -19.6 -20.0 COCOA -14.2 4.2 13.3 0.7 1.6 -1.7 -2.1 -4.2 -1.0 8.8 20.0 -0.9 20.0 8.3 16.9 -7.7 -1.7 -3.7 -2.1 20.0 20.0 4.3 20.0 8.7 -11.2 6.7 1.3 10.1 0.8 9.7 2.2 -16.2 -7.4 17.7 20.0 20.0 -12.3 -16.0 14.1 -4.0 COFFEE -2.3 -13.1 -15.4 0.7 1.5 -1.6 -1.9 -3.9 -0.9 -14.3 -8.0 -17.1 -10.7 -17.9 -18.6 -1.8 3.0 0.9 2.3 -20.0 -17.7 -20.0 -14.0 -20.0 -20.0 -5.3 -6.5 -3.1 -9.5 -1.9 -7.7 -8.4 -20.0 -11.5 -20.0 -10.9 -20.0 -20.0 -12.6 -13.1 COPPER -12.2 2.4 -5.0 -2.0 -0.7 0.1 -3.7 0.9 -4.1 -0.6 -5.5 -9.4 -3.1 -8.2 -3.8 -6.1 -2.1 -4.3 -3.1 -5.5 -3.9 -8.8 -3.1 -8.8 -3.9 -1.7 -0.2 -1.5 -3.8 -1.5 -3.4 2.0 -3.3 9.8 2.8 -5.4 3.6 -20.0 10.9 -17.2 CORN -18.9 -11.2 3.3 0.3 0.5 -0.6 -0.7 -1.5 -0.3 -0.9 -5.2 -5.9 -5.4 -6.3 -6.0 -7.6 5.7 -4.6 0.2 -5.9 -4.9 -5.1 -3.6 -6.8 -6.9 -1.0 -0.8 -1.2 -1.6 -1.7 -1.7 -7.5 -2.5 -8.1 -13.4 0.8 -3.0 8.1 1.0 15.5 COTTON2 -2.1 11.3 11.4 0.5 1.0 -1.1 -1.3 -2.6 -0.6 -7.9 6.0 -8.6 -8.7 5.4 6.6 7.9 7.0 7.7 6.1 5.8 3.9 -3.4 -1.4 2.2 -20.0 3.0 -1.9 2.4 -1.5 1.1 1.3 -2.8 -0.0 8.9 9.1 13.1 -19.4 -15.5 11.2 8.9 CRUDE_W 6.4 20.0 9.6 6.4 0.1 3.5 2.2 1.3 5.7 -9.5 13.0 0.0 -8.2 17.2 17.7 8.6 8.4 7.6 7.3 20.0 15.8 0.0 6.6 18.7 -7.0 7.1 -1.8 5.3 -0.3 3.5 4.5 -13.4 -20.0 -20.0 -13.3 -3.2 15.7 12.1 17.5 6.6 DAX -17.7 -8.4 -10.6 -1.6 -8.3 1.9 -9.9 2.8 -6.5 -12.6 10.2 -16.8 15.6 -10.7 -5.4 -8.4 -6.8 -8.3 -7.9 -6.0 4.5 -18.4 12.0 -14.5 16.2 -3.3 -6.9 1.2 -8.6 4.3 -7.0 -3.3 16.1 10.2 -6.7 -3.5 20.0 0.4 20.0 6.5 DOW -18.0 10.2 11.0 -1.7 -8.5 1.9 -10.2 2.8 -6.7 -16.3 13.0 -16.0 12.7 1.5 11.3 -11.6 -7.5 -10.8 -9.5 8.6 12.5 -20.0 9.3 -6.2 -10.2 3.4 -8.4 5.1 -7.5 4.2 -2.0 -5.2 -0.6 15.1 20.0 15.1 -8.2 -5.1 -20.0 -4.4 EUR -16.5 0.5 0.0 -0.1 -2.4 2.6 -5.2 2.0 -4.2 -10.8 4.5 -16.5 9.9 -14.1 -2.7 -6.4 -6.8 -6.5 -6.6 -2.9 3.8 -12.8 3.8 -10.8 14.3 -0.9 -2.7 2.2 -5.7 1.9 -4.7 -7.3 2.2 1.4 -0.9 -10.6 -3.3 -20.0 1.6 2.7 EURIBOR-ICE -0.9 2.4 -1.4 -2.4 -2.5 -1.9 -3.0 -2.2 -2.8 -5.5 -4.0 -5.5 -6.7 1.0 -3.2 -8.4 -7.7 -9.3 -9.1 -3.0 -4.8 -4.8 -9.2 -3.2 17.1 -1.3 -1.8 -1.7 -2.1 -3.4 -1.4 -10.8 2.6 5.7 5.4 2.0 -20.0 -20.0 20.0 7.3 EUROSTX -14.2 -7.9 -13.2 -1.5 -7.4 1.7 -8.9 2.5 -5.8 -11.6 11.3 -14.5 15.2 -9.2 -3.7 -4.5 -0.6 -4.4 -2.9 -2.8 5.4 -14.5 11.7 -9.9 4.5 -2.0 -7.2 2.5 -8.5 5.8 -5.9 6.6 16.2 14.5 -0.1 -0.9 20.0 2.5 20.0 8.7 FEEDCOW -6.0 10.1 19.2 0.9 1.8 -2.0 -2.4 -4.9 -1.1 11.0 20.0 -2.6 20.0 15.1 20.0 -5.3 -20.0 -20.0 -20.0 20.0 20.0 2.5 20.0 9.6 4.3 8.5 3.6 14.0 0.9 15.3 3.1 -20.0 0.9 20.0 20.0 20.0 4.3 -13.9 18.1 -6.3 GASOIL 16.7 20.0 18.6 5.0 0.1 2.7 1.8 1.1 4.5 2.6 8.0 13.8 -2.1 17.2 17.6 20.0 16.6 16.9 14.7 20.0 20.0 16.6 8.7 20.0 11.7 6.1 0.7 3.4 2.8 1.2 5.7 0.0 2.8 20.0 19.6 14.0 -11.4 2.6 -15.1 -5.0 GASOLINE 1.7 20.0 16.0 6.2 0.1 3.4 2.1 1.3 5.5 -19.3 18.9 -1.1 -1.0 17.9 20.0 20.0 20.0 20.0 20.0 20.0 20.0 0.9 19.6 20.0 -20.0 7.5 -2.6 6.8 0.1 5.7 4.7 20.0 -8.5 -20.0 -0.4 17.1 14.1 14.3 16.6 2.6 GAS_US_mini 2.2 16.7 17.2 4.4 0.1 2.4 1.5 0.9 3.9 -12.9 -13.4 -5.0 -16.4 -2.2 4.2 -20.0 -14.0 -16.5 -15.9 -0.1 -12.9 -4.2 -20.0 0.2 18.4 2.3 -3.9 -0.1 -1.8 -2.8 1.1 -20.0 -5.1 -20.0 -20.0 -11.2 7.4 9.7 -2.6 0.5 GBP -13.6 -2.0 9.5 -0.1 -2.7 2.9 -5.8 2.3 -4.6 12.5 12.1 -11.0 12.1 -10.4 2.1 0.3 -0.8 0.1 -0.4 3.6 11.9 -1.8 9.9 -3.9 -0.9 2.3 2.8 5.7 -0.6 3.4 -1.5 3.0 20.0 18.4 2.3 5.2 3.6 12.3 8.6 20.0 GOLD_micro -20.0 -10.2 -14.7 -3.7 -1.2 0.1 -6.6 1.6 -7.3 -16.7 -6.2 -20.0 6.6 -20.0 -20.0 -17.3 -12.7 -16.2 -14.7 -20.0 -9.8 -20.0 3.4 -20.0 -11.4 -5.6 -6.1 -1.5 -10.3 1.8 -9.3 -17.1 -20.0 -14.9 -2.4 -15.9 -20.0 -20.0 -10.7 -20.0 HEATOIL 15.5 20.0 18.9 6.3 0.1 3.4 2.2 1.3 5.7 -1.4 8.5 13.1 -4.1 19.5 20.0 20.0 18.7 18.5 15.9 20.0 20.0 20.0 11.4 20.0 -20.0 7.7 1.3 5.0 3.2 2.9 6.7 2.6 10.5 20.0 20.0 20.0 3.0 0.5 -2.5 -1.5 JGB-SGX-mini -19.5 -20.0 -3.5 -2.4 -2.6 -2.0 -3.0 -2.2 -2.8 -5.9 4.4 -6.5 4.9 -6.8 -5.2 13.7 19.5 12.7 14.8 -5.3 0.1 -5.6 2.9 -7.4 0.3 -1.9 -1.2 -0.3 -1.8 0.2 -2.5 20.0 9.6 -4.2 -5.9 6.4 -20.0 -7.7 4.7 7.4 JPY -17.8 6.4 -18.0 -0.1 -1.5 1.6 -3.2 1.2 -2.5 -8.3 -9.9 -10.1 -9.3 -10.0 -10.3 -15.6 -13.6 -15.9 -15.1 -13.8 -13.8 -12.8 -14.0 -14.1 20.0 -3.7 -2.2 -3.4 -3.6 -3.4 -3.9 -20.0 -8.0 -3.5 -10.5 -20.0 -9.0 -20.0 -9.2 -20.0 LEANHOG -13.5 16.7 10.6 0.4 0.9 -1.0 -1.2 -2.4 -0.6 -3.4 -3.3 -7.0 -5.9 -4.8 7.2 20.0 19.2 20.0 20.0 -0.8 -4.5 -6.8 -10.0 -5.1 11.6 -2.5 0.3 -5.3 -3.2 -7.6 -3.0 20.0 -14.1 -4.4 -4.0 -10.0 -6.4 1.6 20.0 20.0 LIVECOW -15.4 2.1 20.0 0.9 1.8 -2.0 -2.4 -4.9 -1.1 -8.2 20.0 -14.0 20.0 7.0 19.2 -10.7 5.9 1.3 10.1 20.0 20.0 -10.1 20.0 1.1 5.1 7.3 -0.9 11.5 -2.5 11.3 0.9 2.8 -13.2 -0.8 20.0 20.0 -20.0 -20.0 -19.5 -19.4 LUMBER-new -10.3 -4.1 2.6 0.8 1.6 -1.4 -2.2 -3.2 -1.0 17.9 -18.1 5.1 -20.0 -14.0 -13.8 -15.8 -12.8 -13.4 -13.0 -10.2 -8.9 9.0 -8.4 -6.4 NaN -3.2 8.9 -2.4 4.7 -1.9 -1.6 -20.0 20.0 -6.9 -18.0 0.4 -20.0 -20.0 -15.4 -20.0 MILK 13.0 20.0 4.9 0.3 0.7 -0.8 -1.0 -2.0 -0.5 6.1 -5.9 2.0 -9.2 5.1 -2.0 -14.1 -20.0 -20.0 -20.0 -1.4 -9.1 4.2 -12.8 3.7 -2.7 -1.1 2.3 -3.9 1.3 -4.8 1.0 -20.0 6.5 9.9 -2.8 -20.0 -20.0 -20.0 -16.0 -20.0 MXP -17.5 -11.5 3.4 -0.1 -2.3 2.5 -5.1 2.0 -4.1 12.8 16.8 0.3 18.1 0.3 12.6 16.3 17.7 17.5 17.6 11.5 20.0 1.9 20.0 2.5 -20.0 4.9 2.9 9.3 0.5 11.4 0.8 20.0 20.0 20.0 9.7 20.0 20.0 6.0 20.0 20.0 NASDAQ_micro -20.0 -13.7 20.0 -1.2 -6.1 1.4 -7.3 2.0 -4.8 -5.7 11.8 -11.3 8.7 -7.8 7.5 -10.5 -7.9 -10.5 -9.6 5.5 18.7 -17.0 17.4 -10.8 -20.0 1.7 -2.4 5.7 -4.6 5.9 -2.9 -5.6 1.4 0.3 4.7 20.0 -7.9 -12.6 -18.9 -15.1 NIKKEI -20.0 -18.3 13.7 -1.6 -8.3 1.8 -9.9 2.7 -6.5 -9.8 14.4 -14.8 15.1 -13.6 8.8 15.9 12.5 15.0 13.6 4.6 19.6 -15.5 20.0 -10.2 -6.1 2.3 -3.9 7.9 -5.3 8.4 -3.3 20.0 20.0 17.7 -7.4 20.0 3.9 2.8 -2.2 8.7 NZD -20.0 -6.6 -5.3 -0.1 -1.7 1.8 -3.7 1.4 -2.9 -10.6 -7.6 -12.6 -0.1 -12.5 -9.5 -0.2 0.5 0.2 0.4 -10.8 -5.6 -17.0 -4.3 -16.7 0.4 -3.3 -3.5 -1.5 -5.7 -1.1 -5.4 4.8 -8.9 -5.6 -11.7 -11.0 -1.1 -12.9 3.4 7.4 OAT -10.0 -5.9 3.3 -2.8 -3.1 -2.3 -3.6 -2.7 -3.3 -7.3 -5.5 -8.0 -7.9 -7.1 -6.0 5.6 8.8 6.5 7.6 -5.4 -4.8 -7.7 -8.4 -7.1 8.1 -2.5 -3.2 -1.7 -3.9 -2.9 -3.6 18.2 5.6 1.1 1.7 4.8 -20.0 -20.0 -1.3 3.5 OATIES -4.7 15.3 20.0 0.6 1.2 -1.3 -1.6 -3.2 -0.7 14.8 12.2 8.4 -7.3 8.9 13.3 -18.8 -2.8 -15.1 -10.4 20.0 20.0 18.4 10.2 16.1 -20.0 4.9 6.1 4.5 4.6 2.0 3.6 -20.0 20.0 11.7 12.7 20.0 1.8 20.0 14.5 20.0 OJ -16.5 7.5 5.8 0.6 1.4 -1.5 -1.8 -3.7 -0.8 6.8 17.9 9.6 18.4 15.1 16.7 20.0 19.9 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 6.5 4.8 7.0 6.4 8.3 6.4 20.0 20.0 20.0 20.0 20.0 17.1 5.2 20.0 16.4 PALLAD 9.4 5.0 -14.0 -1.8 -0.6 0.1 -3.3 0.8 -3.6 -2.5 -11.3 -3.8 -11.6 -6.4 -10.5 -2.3 -2.6 -2.9 -2.9 -9.0 -15.2 -2.3 -20.0 -4.3 -3.0 -3.1 -0.1 -4.3 -0.9 -4.8 -1.7 1.7 12.0 11.4 -4.1 -10.7 -19.1 -1.6 4.6 1.7 PLAT -9.9 -3.7 -18.6 -2.0 -0.7 0.1 -3.6 0.9 -4.0 7.6 -9.5 -7.3 -1.7 -8.8 -10.9 -3.3 -2.1 -3.1 -2.6 -11.2 -9.0 -4.4 -4.2 -9.6 12.5 -3.4 1.9 -2.3 -1.6 -0.9 -3.4 2.4 6.6 -0.1 -2.0 -11.8 2.4 -16.2 14.6 -12.1 REDWHEAT -20.0 -6.2 -0.4 0.3 0.7 -0.7 -0.9 -1.8 -0.4 -5.2 -2.6 -8.6 -7.6 -8.4 -4.6 -4.0 2.4 -1.5 1.1 -6.5 -3.4 -10.1 -2.8 -10.7 -9.3 -1.8 -1.7 -0.9 -3.0 -0.4 -3.1 -9.7 -6.0 -15.5 -13.4 1.7 -20.0 -19.0 -9.1 -6.8 RICE -0.4 12.7 7.3 0.6 1.4 -1.5 -1.8 -3.6 -0.8 -10.2 2.0 -6.2 -0.1 9.1 12.6 -10.5 20.0 14.6 20.0 8.9 5.2 -4.5 1.3 3.7 -20.0 3.6 -1.7 2.4 -2.2 0.6 1.1 20.0 -6.9 6.0 1.4 17.4 -7.1 -20.0 5.2 -13.7 ROBUSTA -7.8 -13.4 7.0 0.5 1.0 -1.1 -1.3 -2.7 -0.6 -11.8 10.2 -10.5 10.4 -6.5 2.6 20.0 18.9 20.0 20.0 2.5 12.2 -14.8 16.0 -6.9 -11.5 1.1 -6.8 5.5 -6.4 7.1 -3.1 20.0 -20.0 -1.7 -15.5 20.0 -4.8 -17.9 10.0 -8.9 RUSSELL -20.0 8.7 17.2 -1.6 -8.0 1.8 -9.6 2.7 -6.3 -13.8 4.3 -16.6 -0.7 -6.1 7.0 -7.7 -5.4 -7.2 -6.5 2.3 8.0 -20.0 2.1 -16.2 -2.3 0.8 -8.1 3.0 -9.2 2.1 -4.9 -0.7 -14.1 -1.1 14.4 16.2 -5.2 -8.6 -20.0 -12.0 SHATZ 7.7 3.0 -15.2 -2.4 -2.6 -2.0 -3.1 -2.3 -2.8 -6.0 -5.7 -5.1 -7.3 0.5 -5.0 -20.0 -5.0 -17.4 -11.3 -4.2 -8.2 -3.3 -13.4 -2.0 11.2 -1.4 -1.9 -2.7 -1.6 -4.7 -0.9 -9.4 2.9 9.9 6.9 -0.7 -20.0 -20.0 -20.0 -20.0 SILVER-mini -20.0 -1.7 -9.3 -2.4 -0.8 0.1 -4.3 1.0 -4.8 6.8 0.5 -10.9 4.2 -10.1 -9.3 -6.8 -5.6 -6.7 -6.3 -7.7 -2.0 -6.9 1.5 -11.6 6.9 -1.9 3.8 0.2 -2.2 0.8 -3.8 -3.9 10.4 -2.2 6.6 -4.1 -16.3 -20.0 -0.9 -20.0 SMI -11.2 -10.5 -8.1 -1.6 -7.9 1.8 -9.4 2.6 -6.2 -13.1 3.8 -15.7 4.5 -11.0 -9.6 -3.1 1.3 -2.9 -1.3 -8.9 -2.2 -19.3 2.0 -14.4 4.2 -2.8 -10.3 -1.1 -9.2 -1.1 -5.4 9.6 10.4 20.0 -4.0 -7.7 -8.2 -10.7 -18.1 -15.9 SOFR -12.8 -11.2 -11.6 -2.6 -2.8 -2.2 -3.4 -2.5 -3.1 -7.8 -4.5 -8.3 -2.8 -7.1 -6.9 -2.0 -0.8 -1.8 -1.4 -8.6 -5.7 -12.6 -4.3 -10.9 -1.5 -2.8 -3.8 -1.8 -4.0 -1.2 -3.4 2.0 -7.2 -3.7 -1.6 -3.8 -20.0 -20.0 -5.4 -2.9 SOYBEAN -20.0 9.0 15.0 0.3 0.7 -0.7 -0.9 -1.8 -0.4 7.9 3.3 -3.3 -1.2 -0.7 4.0 15.2 20.0 16.4 18.5 2.2 1.9 3.1 0.0 0.1 -19.0 1.1 2.8 0.8 1.0 0.1 0.3 20.0 12.5 -5.1 2.2 8.6 -10.3 10.4 -7.0 20.0 SOYMEAL -14.8 1.6 -14.5 0.3 0.7 -0.8 -1.0 -1.9 -0.4 5.6 -3.7 -5.8 1.8 -4.7 -2.8 8.4 20.0 15.7 19.9 -2.5 -1.5 -2.5 1.3 -4.0 -20.0 0.4 2.2 1.1 -0.9 2.1 -1.1 20.0 1.4 -6.1 -0.5 3.5 -12.3 -17.7 -8.9 -16.0 SOYOIL -5.9 20.0 20.0 0.4 0.9 -0.9 -1.1 -2.3 -0.5 9.2 6.5 5.9 -1.8 8.0 9.5 15.4 10.8 12.2 10.2 14.0 9.9 12.8 2.8 11.6 -20.0 3.3 3.4 2.3 3.1 0.6 2.7 4.0 20.0 8.8 15.5 20.0 0.2 6.5 14.4 20.0 SP400 -20.0 9.5 15.6 -1.6 -8.0 1.8 -9.6 2.7 -6.3 -14.3 6.9 -16.8 7.2 -3.9 8.7 -6.2 -4.8 -5.8 -5.4 3.8 10.7 -20.0 7.2 -15.5 -12.3 0.9 -8.6 3.0 -9.2 2.4 -4.8 0.7 -15.4 -4.1 17.4 14.5 0.3 -9.8 -12.2 -13.9 SP500_micro -20.0 -2.8 20.0 -1.7 -8.7 2.0 -10.5 2.9 -6.9 -11.8 16.0 -17.1 10.9 -8.4 10.4 -13.2 -9.0 -12.7 -11.1 7.5 20.0 -20.0 17.9 -15.0 -19.3 2.3 -5.7 6.2 -7.8 5.6 -4.2 -7.6 -2.6 -2.5 16.2 20.0 -5.3 -11.4 -16.8 -16.2 SUGAR11 -6.2 -6.3 -8.1 0.7 1.5 -1.6 -2.0 -3.9 -0.9 -11.2 11.8 -11.2 14.5 1.9 -1.6 -2.7 12.6 0.1 6.0 -0.5 13.0 -6.9 20.0 -4.6 -20.0 0.0 -7.5 8.5 -3.7 17.0 -2.5 3.9 1.7 -5.6 -20.0 6.3 -17.9 -18.6 10.7 -4.3 US10 -11.8 -10.9 -15.2 -2.4 -2.6 -2.0 -3.1 -2.3 -2.9 -7.2 -6.4 -7.9 -7.0 -7.6 -7.7 -7.9 -6.7 -8.6 -8.4 -10.1 -8.7 -10.9 -8.7 -10.6 0.7 -2.8 -3.0 -2.3 -3.2 -2.0 -3.0 -9.4 -3.8 -4.4 -2.6 -6.3 -20.0 -20.0 14.7 1.1 US10U -15.6 -12.5 -11.8 -3.3 -3.5 -2.7 -4.1 -3.0 -3.8 -9.6 -8.4 -10.5 -9.0 -10.2 -10.2 -5.8 -1.6 -3.8 -2.9 -13.6 -10.9 -15.5 -10.8 -15.2 -3.6 -3.8 -4.0 -2.8 -4.4 -2.2 -4.2 0.0 -3.7 -9.6 -4.8 -8.1 -20.0 -20.0 20.0 18.8 US2 0.8 -11.0 -20.0 -2.6 -2.8 -2.1 -3.3 -2.4 -3.0 -7.2 -8.1 -7.5 -8.1 -7.8 -8.7 -20.0 -20.0 -20.0 -20.0 -13.6 -16.4 -7.0 -17.9 -8.7 8.2 -2.9 -1.8 -3.4 -1.9 -3.8 -2.1 -20.0 -1.8 3.1 -2.0 -12.2 -20.0 -20.0 -20.0 -20.0 US20 -20.0 -15.4 -10.7 -2.5 -2.7 -2.0 -3.2 -2.3 -2.9 -7.4 -6.2 -8.1 -5.8 -7.9 -7.8 -1.7 -1.4 -1.7 -1.8 -11.4 -8.5 -13.7 -8.0 -13.4 -3.4 -2.8 -3.3 -2.0 -3.5 -1.5 -3.4 1.0 -3.2 -12.2 -6.0 -6.3 -20.0 -20.0 20.0 20.0 US30 -20.0 -15.3 -7.5 -2.9 -3.1 -2.4 -3.7 -2.7 -3.4 -8.7 -8.2 -9.6 -7.4 -9.5 -9.4 -8.9 -3.1 -6.7 -4.7 -12.9 -9.8 -14.7 -10.4 -15.1 -3.1 -3.3 -3.3 -2.3 -3.8 -1.8 -3.9 -2.5 -0.5 -13.7 -7.9 -6.1 -20.0 -20.0 20.0 20.0 US5 -7.8 -8.4 -19.1 -2.5 -2.7 -2.1 -3.2 -2.4 -3.0 -7.5 -6.8 -8.1 -7.3 -7.4 -7.9 -12.9 -9.2 -12.9 -11.8 -9.9 -9.5 -10.0 -10.1 -9.5 3.2 -2.9 -3.0 -2.6 -3.2 -2.5 -2.8 -14.3 -4.4 -0.9 -0.8 -6.6 -20.0 -20.0 3.8 -15.9 VIX 20.0 6.5 -20.0 -5.2 2.0 -9.6 3.2 -10.7 0.5 8.0 -20.0 13.6 -20.0 1.1 -20.0 -20.0 -20.0 -20.0 -20.0 -18.7 -20.0 8.9 -20.0 0.5 NaN -5.9 2.3 -11.4 3.7 -13.3 0.8 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -20.0 0.5 13.7 0.2 0.5 -0.6 -0.7 -1.4 -0.3 -4.0 -4.2 -6.3 -6.7 -6.2 -4.1 -10.4 -9.1 -10.2 -10.1 -3.9 -3.3 -7.2 -4.4 -6.7 -3.2 -0.9 -1.3 -0.9 -2.3 -1.3 -1.9 -20.0 -7.3 -8.8 -10.3 1.4 -19.1 -14.7 -12.6 -8.0 End of report for caleb_strategy_v3