******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20230823_204333 produced at 2023-08-23 21:38:44.485636 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.73 0.0 0.00 0.00 0.00 0.00 -8.57 11.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.09 -0.66 -0.43 0.0 0.94 -0.94 -0.66 -0.38 -4.54 10.0 -7 -4 caleb_strategy_v3 US2 False True 0.07 0.00 -0.37 0.0 0.00 0.00 0.00 0.00 -5.13 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.22 0.0 0.00 0.00 0.00 0.00 -5.46 24.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.12 -0.21 0.0 0.38 -0.38 -0.12 -0.14 -30.58 56.0 -18 -21 caleb_strategy_v3 VIX False False 0.01 -0.11 -0.17 0.0 0.11 -0.11 -0.11 -0.11 -26.34 17.0 -16 -16 caleb_strategy_v3 JPY False False 0.03 -0.18 -0.15 0.0 0.52 -0.52 -0.18 -0.18 -4.87 17.0 -6 -6 caleb_strategy_v3 CHF False False 0.05 -0.20 -0.14 0.0 0.66 -0.66 -0.20 -0.10 -2.79 13.0 -4 -2 caleb_strategy_v3 CAD False False 0.03 -0.03 -0.13 0.0 0.76 -0.76 -0.03 -0.05 -4.81 29.0 -1 -2 caleb_strategy_v3 US5 False False 0.04 -0.26 -0.11 0.0 0.94 -0.94 -0.26 -0.26 -2.98 25.0 -7 -7 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.07 -0.11 0.0 0.07 -0.07 -0.07 -0.07 -42.24 26.0 -25 -25 caleb_strategy_v3 BOBL False False 0.04 -0.36 -0.10 0.0 0.85 -0.85 -0.36 -0.36 -2.15 19.0 -8 -8 caleb_strategy_v3 EUR False False 0.05 -0.34 -0.08 0.0 0.68 -0.68 -0.34 -0.34 -1.67 14.0 -7 -7 caleb_strategy_v3 AUD False False 0.02 0.00 -0.06 0.0 0.44 -0.44 0.00 0.00 -2.54 19.0 0 0 caleb_strategy_v3 US10 False False 0.04 0.00 -0.06 0.0 0.67 -0.67 0.00 0.00 -1.45 17.0 0 0 caleb_strategy_v3 BITCOIN False False 0.00 -0.01 -0.06 0.0 0.06 -0.06 -0.01 -0.01 -68.38 59.0 -10 -12 caleb_strategy_v3 COPPER False False 0.03 -0.10 -0.06 0.0 0.20 -0.20 -0.10 -0.10 -1.67 6.0 -3 -3 caleb_strategy_v3 SP500_micro False False 0.01 -0.01 -0.04 0.0 0.38 -0.38 -0.01 -0.01 -5.46 48.0 -1 -1 caleb_strategy_v3 DOW False False 0.01 -0.03 -0.04 0.0 0.41 -0.41 -0.03 -0.03 -6.26 66.0 -5 -5 caleb_strategy_v3 RUSSELL False False 0.00 0.00 -0.03 0.0 0.23 -0.23 0.00 0.00 -8.72 68.0 0 0 caleb_strategy_v3 US10U False True 0.04 -0.12 -0.03 0.0 0.00 -0.12 -0.12 -0.12 -0.74 13.0 -3 -3 caleb_strategy_v3 NZD False False 0.02 0.02 -0.03 0.0 0.45 -0.45 0.02 -0.02 -1.40 21.0 1 -1 caleb_strategy_v3 FEEDCOW False False 0.04 0.00 -0.03 0.0 0.36 -0.36 0.00 0.00 -0.75 8.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 -0.03 0.0 0.06 -0.06 0.00 0.00 -2.29 5.0 0 0 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.03 0.0 0.19 -0.19 0.00 0.00 -0.33 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 -0.38 9.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.05 -0.02 0.0 0.25 -0.25 -0.05 -0.04 -2.21 23.0 -5 -4 caleb_strategy_v3 US30 False False 0.05 0.00 -0.02 0.0 0.27 -0.27 0.00 0.00 -0.37 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 -3.64 3.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.03 -0.01 0.0 0.35 -0.35 -0.03 -0.03 -2.14 58.0 -5 -5 caleb_strategy_v3 COFFEE False False 0.02 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.67 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 -1.43 12.0 -1 -1 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 -0.01 0.0 0.00 -0.00 0.00 0.00 -0.66 0.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.01 0.0 0.11 -0.11 -0.01 -0.01 -0.70 8.0 -1 -1 caleb_strategy_v3 PLAT False False 0.02 -0.10 -0.01 0.0 0.17 -0.17 -0.10 -0.10 -0.41 10.0 -6 -6 caleb_strategy_v3 PALLAD False False 0.05 0.00 -0.01 0.0 0.09 -0.09 0.00 0.00 -0.22 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 -0.95 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 -1.02 9.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 0.00 0.0 0.17 -0.17 0.00 0.00 0.44 18.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.00 0.0 0.17 -0.17 0.00 0.00 0.26 11.0 0 0 caleb_strategy_v3 BUXL False False 0.05 -0.15 -0.00 0.0 0.21 -0.21 -0.15 -0.15 -0.02 4.0 -3 -3 caleb_strategy_v3 SMI False False 0.04 0.00 -0.00 0.0 0.40 -0.40 0.00 -0.04 -0.10 9.0 0 -1 caleb_strategy_v3 COCOA False False 0.01 0.00 -0.00 0.0 0.32 -0.32 0.00 0.00 -0.28 26.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.00 0.0 0.14 -0.14 0.00 0.00 -0.12 5.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 0.01 0.01 0.0 0.13 -0.13 0.01 0.01 0.75 10.0 1 1 caleb_strategy_v3 SOYMEAL False False 0.01 0.01 0.01 0.0 0.13 -0.13 0.01 0.01 0.58 9.0 1 1 caleb_strategy_v3 SOYBEAN False False 0.02 0.07 0.01 0.0 0.17 -0.17 0.07 0.07 0.59 7.0 3 3 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 CAC False True 0.03 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.70 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 EUROSTX False False 0.02 0.15 0.02 0.0 0.33 -0.33 0.15 0.17 1.04 20.0 9 10 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.02 0.0 0.22 -0.22 0.00 0.00 5.39 51.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 0.03 0.0 0.05 -0.05 0.00 0.00 2.86 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 1.99 3.0 0 0 caleb_strategy_v3 LIVECOW False False 0.03 0.05 0.04 0.0 0.43 -0.43 0.05 0.05 1.43 17.0 2 2 caleb_strategy_v3 BTP False False 0.04 0.27 0.06 0.0 0.45 -0.45 0.27 0.27 1.35 10.0 6 6 caleb_strategy_v3 OAT False False 0.05 0.05 0.06 0.0 0.49 -0.49 0.05 0.05 1.26 10.0 1 1 caleb_strategy_v3 GBP False False 0.03 0.14 0.06 0.0 0.62 -0.62 0.14 0.14 1.95 22.0 5 5 caleb_strategy_v3 LEANHOG False False 0.01 0.06 0.07 0.0 0.13 -0.13 0.06 0.06 6.73 13.0 6 6 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 GASOIL False False 0.03 0.12 0.10 0.0 0.12 -0.12 0.12 0.12 3.11 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 2.31 3.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.28 0.37 0.0 0.28 -0.28 0.28 0.28 46.89 36.0 36 36 caleb_strategy_v3 MXP False False 0.01 0.63 0.75 0.0 0.63 -0.63 0.63 0.63 71.16 60.0 60 60 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.57 1.19 0.0 0.57 0.00 0.57 0.57 33.35 16.0 16 16 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 18.6 Shocked risk 53.8 Sum abs risk 64.9 Leverage 6.73 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2810017.82, 'annual_cash_vol_target': 702504.455, 'daily_cash_vol_target': 43906.5284375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0044 0.6478 0.6770 10.8320 BITCOIN 738.3204 26595.0000 2.7762 44.4186 BOBL 0.2676 115.2100 0.2323 3.7160 BTP 0.6944 115.5200 0.6011 9.6181 BUND 0.5880 131.1100 0.4485 7.1759 BUXL 1.5163 133.1600 1.1387 18.2198 CAC 57.8459 7271.5000 0.7955 12.7282 CAD 0.0027 0.7390 0.3670 5.8719 CANOLA 8.8266 812.6000 1.0862 17.3795 CHF 0.0049 1.1424 0.4325 6.9192 COCOA 38.0180 3422.0000 1.1110 17.7758 COFFEE 2.6558 154.2000 1.7223 27.5572 COPPER 0.0442 3.8100 1.1598 18.5568 CORN 9.2735 489.7500 1.8935 30.2964 COTTON2 1.2386 86.2400 1.4363 22.9801 CRUDE_W 1.0024 78.2200 1.2815 20.5033 DAX 117.8851 15786.0000 0.7468 11.9483 DOW 192.1341 34515.0000 0.5567 8.9067 EUR 0.0048 1.0876 0.4425 7.0796 EURIBOR-ICE 0.0607 97.1250 0.0625 1.0006 EUROSTX 41.3613 4285.0000 0.9653 15.4441 FEEDCOW 1.3765 251.3250 0.5477 8.7630 GASOIL 12.6106 866.0000 1.4562 23.2991 GASOLINE 0.0354 2.4546 1.4406 23.0496 GAS_US_mini 0.0931 3.0450 3.0568 48.9091 GBP 0.0062 1.2721 0.4889 7.8223 GOLD_micro 10.8775 1928.0000 0.5642 9.0270 HEATOIL 0.0374 3.0148 1.2403 19.8443 JGB-SGX-mini 0.2598 146.6600 0.1771 2.8343 JPY 0.0000 0.0069 0.6340 10.1442 LEANHOG 1.2760 71.0750 1.7953 28.7244 LIVECOW 1.0524 178.6750 0.5890 9.4242 LUMBER-new 9.6319 531.5000 1.8122 28.9954 MILK 0.2917 17.7600 1.6422 26.2748 MXP 0.0004 0.0592 0.6856 10.9693 NASDAQ_micro 132.5268 15224.2500 0.8705 13.9280 NIKKEI 287.9098 32005.0000 0.8996 14.3932 NZD 0.0040 0.5974 0.6742 10.7879 OAT 0.5927 125.7100 0.4715 7.5443 OATIES 6.2706 472.0000 1.3285 21.2564 OJ 5.4363 311.8500 1.7432 27.8917 PALLAD 23.0151 1285.5000 1.7904 28.6457 PLAT 13.4980 937.5000 1.4398 23.0365 REDWHEAT 14.7263 763.5000 1.9288 30.8606 RICE 0.1450 16.0500 0.9034 14.4537 ROBUSTA 35.0233 2400.0000 1.4593 23.3488 RUSSELL 16.5970 1877.2000 0.8841 14.1461 SHATZ 0.0824 104.9100 0.0785 1.2562 SILVER-mini 0.3667 24.6875 1.4856 23.7688 SMI 75.8986 10987.0000 0.6908 11.0529 SOFR 0.0762 96.2600 0.0792 1.2665 SOYBEAN 16.7491 1361.2500 1.2304 19.6868 SOYMEAL 5.6246 401.4000 1.4012 22.4199 SOYOIL 0.9327 62.9200 1.4823 23.7168 SP400 19.5113 2601.8000 0.7499 11.9986 SP500_micro 27.5331 4448.7500 0.6189 9.9023 SUGAR11 0.3126 24.3100 1.2859 20.5752 US10 0.4485 110.3125 0.4065 6.5046 US10U 0.6173 114.5312 0.5389 8.6231 US2 0.1035 101.3633 0.1021 1.6336 US20 0.8941 120.1875 0.7439 11.9029 US30 1.3451 127.8125 1.0524 16.8384 US5 0.2816 105.9766 0.2657 4.2516 VIX 0.4940 18.6500 2.6487 42.3793 WHEAT 15.0215 639.7500 2.3480 37.5684 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 647.75 0.68 438.53 1.00 438.53 43906.53 100.12 -7.80 -78.14 BITCOIN 26.60 2.78 73.83 1.00 73.83 43906.53 594.68 -9.56 -568.66 BOBL 1152.10 0.23 267.58 1.09 291.07 43906.53 150.85 -15.36 -231.70 BTP 1155.20 0.60 694.43 1.09 757.76 43906.53 57.94 7.47 43.30 BUND 1311.10 0.45 588.02 1.09 639.64 43906.53 68.64 5.05 34.66 BUXL 1331.60 1.14 1516.34 1.09 1654.63 43906.53 26.54 -0.68 -1.81 CAC 727.15 0.80 578.46 1.09 631.21 43906.53 69.56 3.07 21.38 CAD 739.05 0.37 271.22 1.00 271.22 43906.53 161.88 -9.13 -147.85 CANOLA 162.52 1.09 176.53 0.74 130.31 43906.53 336.94 7.64 257.39 CHF 1428.06 0.43 617.57 1.00 617.57 43906.53 71.10 -12.06 -85.77 COCOA 342.20 1.11 380.18 1.00 380.18 43906.53 115.49 -1.29 -14.94 COFFEE 578.25 1.72 995.93 1.00 995.93 43906.53 44.09 -15.18 -66.90 COPPER 952.50 1.16 1104.71 1.00 1104.71 43906.53 39.74 -3.50 -13.92 CORN 244.88 1.89 463.68 1.00 463.68 43906.53 94.69 -7.19 -68.13 COTTON2 431.20 1.44 619.31 1.00 619.31 43906.53 70.90 2.02 14.34 CRUDE_W 782.20 1.28 1002.35 1.00 1002.35 43906.53 43.80 -0.23 -1.00 DAX 157.86 0.75 117.89 1.09 128.64 43906.53 341.32 -1.92 -65.62 DOW 172.58 0.56 96.07 1.00 96.07 43906.53 457.04 -6.14 -280.40 EUR 1359.56 0.44 601.57 1.00 601.57 43906.53 72.99 -7.04 -51.42 EURIBOR-ICE 2428.12 0.06 151.86 1.09 165.70 43906.53 264.97 -5.50 -145.68 EUROSTX 428.50 0.97 413.61 1.09 451.33 43906.53 97.28 3.27 31.81 FEEDCOW 1256.62 0.55 688.24 1.00 688.24 43906.53 63.80 -3.45 -22.04 GASOIL 866.00 1.46 1261.06 1.00 1261.06 43906.53 34.82 18.20 63.35 GASOLINE 1030.93 1.44 1485.16 1.00 1485.16 43906.53 29.56 18.33 54.20 GAS_US_mini 76.12 3.06 232.70 1.00 232.70 43906.53 188.68 -18.28 -344.87 GBP 795.06 0.49 388.70 1.00 388.70 43906.53 112.96 5.31 59.97 GOLD_micro 192.80 0.56 108.78 1.00 108.78 43906.53 403.64 -20.00 -807.29 HEATOIL 1266.22 1.24 1570.44 1.00 1570.44 43906.53 27.96 16.89 47.22 JGB-SGX-mini 146660.00 0.18 25979.55 0.01 177.89 43906.53 246.82 10.34 255.21 JPY 866.25 0.63 549.21 1.00 549.21 43906.53 79.94 -18.74 -149.80 LEANHOG 284.30 1.80 510.40 1.00 510.40 43906.53 86.02 12.52 107.71 LIVECOW 714.70 0.59 420.97 1.00 420.97 43906.53 104.30 4.01 41.85 LUMBER-new 146.16 1.81 264.88 1.00 264.88 43906.53 165.76 -12.07 -200.03 MILK 355.20 1.64 583.30 1.00 583.30 43906.53 75.27 -16.48 -124.08 MXP 296.10 0.69 203.00 1.00 203.00 43906.53 216.29 20.00 432.57 NASDAQ_micro 304.48 0.87 265.05 1.00 265.05 43906.53 165.65 -5.96 -98.75 NIKKEI 32005.00 0.90 28790.98 0.01 197.14 43906.53 222.72 16.11 358.81 NZD 597.45 0.67 402.83 1.00 402.83 43906.53 109.00 -3.97 -43.22 OAT 1257.10 0.47 592.75 1.09 644.79 43906.53 68.09 5.95 40.50 OATIES 236.00 1.33 313.53 1.00 313.53 43906.53 140.04 -3.25 -45.56 OJ 467.78 1.74 815.44 1.00 815.44 43906.53 53.84 20.00 107.69 PALLAD 1285.50 1.79 2301.51 1.00 2301.51 43906.53 19.08 -3.07 -5.86 PLAT 468.75 1.44 674.90 1.00 674.90 43906.53 65.06 -1.67 -10.84 REDWHEAT 381.75 1.93 736.31 1.00 736.31 43906.53 59.63 -10.30 -61.42 RICE 321.00 0.90 289.98 1.00 289.98 43906.53 151.41 9.03 136.67 ROBUSTA 240.00 1.46 350.23 1.00 350.23 43906.53 125.36 12.53 157.05 RUSSELL 93.86 0.88 82.98 1.00 82.98 43906.53 529.09 -5.18 -273.88 SHATZ 1049.10 0.08 82.37 1.09 89.60 43906.53 490.01 -12.02 -589.16 SILVER-mini 617.19 1.49 916.86 1.00 916.86 43906.53 47.89 -3.62 -17.33 SMI 1098.70 0.69 758.99 1.14 864.75 43906.53 50.77 -0.58 -2.93 SOFR 2406.50 0.08 190.49 1.00 190.49 43906.53 230.50 -6.41 -147.65 SOYBEAN 680.62 1.23 837.46 1.00 837.46 43906.53 52.43 14.12 74.04 SOYMEAL 401.40 1.40 562.46 1.00 562.46 43906.53 78.06 9.30 72.58 SOYOIL 377.52 1.48 559.60 1.00 559.60 43906.53 78.46 11.88 93.24 SP400 2601.80 0.75 1951.13 1.00 1951.13 43906.53 22.50 -4.62 -10.40 SP500_micro 222.44 0.62 137.67 1.00 137.67 43906.53 318.94 -7.67 -244.52 SUGAR11 272.27 1.29 350.13 1.00 350.13 43906.53 125.40 1.91 23.98 US10 1103.12 0.41 448.46 1.00 448.46 43906.53 97.90 -12.22 -119.67 US10U 1145.31 0.54 617.26 1.00 617.26 43906.53 71.13 -8.54 -60.77 US2 2027.27 0.10 206.98 1.00 206.98 43906.53 212.13 -20.00 -424.25 US20 1201.88 0.74 894.11 1.00 894.11 43906.53 49.11 -6.45 -31.69 US30 1278.12 1.05 1345.10 1.00 1345.10 43906.53 32.64 -9.40 -30.67 US5 1059.77 0.27 281.61 1.00 281.61 43906.53 155.91 -15.81 -246.45 VIX 186.50 2.65 493.98 1.00 493.98 43906.53 88.88 -20.00 -177.77 WHEAT 319.88 2.35 751.07 1.00 751.07 43906.53 58.46 -15.34 -89.67 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -78.143 0.013 2.5 -2.540 BITCOIN -568.661 0.048 2.5 -68.383 BOBL -231.702 0.004 2.5 -2.149 BTP 43.303 0.012 2.5 1.351 BUND 34.662 0.004 2.5 0.321 BUXL -1.814 0.004 2.5 -0.017 CAC 21.382 0.013 2.5 0.698 CAD -147.848 0.013 2.5 -4.805 CANOLA 257.394 0.008 2.5 5.392 CHF -85.767 0.013 2.5 -2.788 COCOA -14.936 0.007 2.5 -0.276 COFFEE -66.901 0.004 2.5 -0.673 COPPER -13.920 0.048 2.5 -1.674 CORN -68.128 0.008 2.5 -1.427 COTTON2 14.335 0.007 2.5 0.264 CRUDE_W -0.996 0.049 2.5 -0.122 DAX -65.616 0.013 2.5 -2.144 DOW -280.401 0.009 2.5 -6.261 EUR -51.416 0.013 2.5 -1.671 EURIBOR-ICE -145.682 0.012 2.5 -4.544 EUROSTX 31.814 0.013 2.5 1.039 FEEDCOW -22.038 0.014 2.5 -0.751 GASOIL 63.352 0.020 2.5 3.106 GASOLINE 54.201 0.020 2.5 2.657 GAS_US_mini -344.866 0.049 2.5 -42.235 GBP 59.969 0.013 2.5 1.949 GOLD_micro -807.290 0.015 2.5 -30.578 HEATOIL 47.217 0.020 2.5 2.315 JGB-SGX-mini 255.211 0.052 2.5 33.349 JPY -149.800 0.013 2.5 -4.869 LEANHOG 107.710 0.025 2.5 6.733 LIVECOW 41.852 0.014 2.5 1.426 LUMBER-new -200.030 0.007 2.5 -3.642 MILK -124.078 0.007 2.5 -2.289 MXP 432.574 0.066 2.5 71.157 NASDAQ_micro -98.751 0.009 2.5 -2.205 NIKKEI 358.812 0.052 2.5 46.886 NZD -43.224 0.013 2.5 -1.405 OAT 40.505 0.012 2.5 1.263 OATIES -45.563 0.008 2.5 -0.954 OJ 107.688 0.007 2.5 1.987 PALLAD -5.857 0.015 2.5 -0.222 PLAT -10.841 0.015 2.5 -0.411 REDWHEAT -61.420 0.005 2.5 -0.702 RICE 136.665 0.008 2.5 2.863 ROBUSTA 157.050 0.004 2.5 1.580 RUSSELL -273.881 0.013 2.5 -8.720 SHATZ -589.156 0.004 2.5 -5.464 SILVER-mini -17.326 0.015 2.5 -0.656 SMI -2.932 0.013 2.5 -0.096 SOFR -147.654 0.023 2.5 -8.571 SOYBEAN 74.038 0.003 2.5 0.593 SOYMEAL 72.584 0.003 2.5 0.581 SOYOIL 93.236 0.003 2.5 0.747 SP400 -10.401 0.013 2.5 -0.331 SP500_micro -244.517 0.009 2.5 -5.460 SUGAR11 23.975 0.007 2.5 0.439 US10 -119.666 0.005 2.5 -1.448 US10U -60.775 0.005 2.5 -0.736 US2 -424.253 0.005 2.5 -5.135 US20 -31.692 0.005 2.5 -0.384 US30 -30.673 0.005 2.5 -0.371 US5 -246.450 0.005 2.5 -2.983 VIX -177.765 0.059 2.5 -26.339 WHEAT -89.671 0.005 2.5 -1.024 ===================== Position diags ===================== AUD 3.25 BITCOIN 71.51 BOBL 1.40 BTP 1.81 BUND 0.64 BUXL 0.25 CAC 2.27 CAD 5.26 CANOLA 7.06 CHF 2.31 COCOA 2.13 COFFEE 0.44 COPPER 4.78 CORN 1.98 COTTON2 1.31 CRUDE_W 5.36 DAX 11.15 DOW 10.21 EUR 2.37 EURIBOR-ICE 8.26 EUROSTX 3.18 FEEDCOW 2.17 GASOIL 1.71 GASOLINE 1.45 GAS_US_mini 23.11 GBP 3.67 GOLD_micro 15.29 HEATOIL 1.37 JGB-SGX-mini 32.25 JPY 2.60 LEANHOG 5.38 LIVECOW 3.55 LUMBER-new 3.02 MILK 1.39 MXP 35.58 NASDAQ_micro 3.70 NIKKEI 29.10 NZD 3.54 OAT 2.12 OATIES 2.93 OJ 0.99 PALLAD 0.72 PLAT 2.46 REDWHEAT 0.68 RICE 3.17 ROBUSTA 1.26 RUSSELL 16.85 SHATZ 4.54 SILVER-mini 1.81 SMI 1.66 SOFR 13.38 SOYBEAN 0.42 SOYMEAL 0.63 SOYOIL 0.63 SP400 0.72 SP500_micro 7.12 SUGAR11 2.30 US10 1.18 US10U 0.86 US2 2.57 US20 0.59 US30 0.40 US5 1.89 VIX 13.17 WHEAT 0.67 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.5 -2.9 -2.2 NaN 0 BITCOIN -68.4 -75.5 -61.2 -10.0 -10 BOBL -2.1 -2.3 -2.0 -8.0 -8 BTP 1.4 1.2 1.5 6.0 6 BUND 0.3 0.3 0.4 1.0 1 BUXL -0.0 -0.0 0.0 -3.0 -3 CAC 0.7 0.5 0.9 NaN 0 CAD -4.8 -5.3 -4.3 -1.0 -1 CANOLA 5.4 4.7 6.1 NaN 0 CHF -2.8 -3.0 -2.6 -4.0 -4 COCOA -0.3 -0.5 -0.1 0.0 0 COFFEE -0.7 -0.7 -0.6 NaN 0 COPPER -1.7 -2.2 -1.2 -3.0 -3 CORN -1.4 -1.6 -1.2 -1.0 -1 COTTON2 0.3 0.1 0.4 0.0 0 CRUDE_W -0.1 -0.7 0.4 0.0 0 DAX -2.1 -3.3 -1.0 -5.0 -5 DOW -6.3 -7.3 -5.2 -5.0 -5 EUR -1.7 -1.9 -1.4 -7.0 -7 EURIBOR-ICE -4.5 -5.4 -3.7 -7.0 -7 EUROSTX 1.0 0.7 1.4 9.0 9 FEEDCOW -0.8 -1.0 -0.5 0.0 0 GASOIL 3.1 2.9 3.3 4.0 4 GASOLINE 2.7 2.5 2.8 4.0 4 GAS_US_mini -42.2 -44.5 -39.9 -25.0 -25 GBP 1.9 1.6 2.3 5.0 5 GOLD_micro -30.6 -32.1 -29.0 -18.0 -18 HEATOIL 2.3 2.2 2.5 0.0 0 JGB-SGX-mini 33.3 30.1 36.6 16.0 16 JPY -4.9 -5.1 -4.6 -6.0 -6 LEANHOG 6.7 6.2 7.3 6.0 6 LIVECOW 1.4 1.1 1.8 2.0 2 LUMBER-new -3.6 -3.9 -3.3 NaN 0 MILK -2.3 -2.4 -2.2 NaN 0 MXP 71.2 67.6 74.7 60.0 60 NASDAQ_micro -2.2 -2.6 -1.8 -5.0 -5 NIKKEI 46.9 44.0 49.8 36.0 36 NZD -1.4 -1.8 -1.1 1.0 1 OAT 1.3 1.1 1.5 1.0 1 OATIES -1.0 -1.2 -0.7 NaN 0 OJ 2.0 1.9 2.1 NaN 0 PALLAD -0.2 -0.3 -0.1 NaN 0 PLAT -0.4 -0.7 -0.2 -6.0 -6 REDWHEAT -0.7 -0.8 -0.6 -1.0 -1 RICE 2.9 2.5 3.2 NaN 0 ROBUSTA 1.6 1.5 1.7 1.0 1 RUSSELL -8.7 -10.4 -7.0 0.0 0 SHATZ -5.5 -5.9 -5.0 NaN 0 SILVER-mini -0.7 -0.8 -0.5 NaN 0 SMI -0.1 -0.3 0.1 0.0 0 SOFR -8.6 -9.9 -7.2 NaN 0 SOYBEAN 0.6 0.6 0.6 3.0 3 SOYMEAL 0.6 0.5 0.6 1.0 1 SOYOIL 0.7 0.7 0.8 1.0 1 SP400 -0.3 -0.4 -0.3 0.0 0 SP500_micro -5.5 -6.2 -4.7 -1.0 -1 SUGAR11 0.4 0.2 0.7 0.0 0 US10 -1.4 -1.6 -1.3 NaN 0 US10U -0.7 -0.8 -0.6 -3.0 -3 US2 -5.1 -5.4 -4.9 NaN 0 US20 -0.4 -0.4 -0.3 -1.0 -1 US30 -0.4 -0.4 -0.3 0.0 0 US5 -3.0 -3.2 -2.8 -7.0 -7 VIX -26.3 -27.7 -25.0 -16.0 -16 WHEAT -1.0 -1.1 -1.0 -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 2.0 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 -0.0 -0.2 -0.1 -0.2 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.2 -0.4 -0.3 -0.1 -0.3 -0.0 0.1 BITCOIN -0.4 -0.3 0.1 -0.0 0.1 0.0 -0.0 0.0 -0.0 -0.2 0.3 -0.2 0.1 -0.1 -0.0 -0.5 -0.2 -0.4 -0.3 -0.1 0.0 -0.3 0.1 -0.2 -1.1 -0.0 -0.2 0.0 -0.1 0.0 -0.1 -0.3 -0.7 -0.1 -0.2 -0.1 -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 -2.7 0.1 0.1 0.1 0.1 -0.3 -0.3 -0.3 -0.2 BTP -0.3 -0.1 0.3 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.1 -0.0 0.0 -0.0 -0.0 0.3 0.5 0.3 0.4 -0.0 0.0 -0.0 -0.0 -0.0 -0.4 -0.0 0.1 0.0 -0.0 0.0 -0.0 2.7 0.2 0.1 0.1 0.4 -0.3 -0.3 -0.0 0.1 BUND -0.2 -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 0.4 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 0.1 0.0 0.0 0.1 -0.3 -0.3 -0.2 -0.0 BUXL -0.2 -0.1 0.2 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.2 -0.0 -0.3 -0.1 -0.1 0.0 0.1 0.1 0.1 -0.1 -0.1 -0.0 -0.2 -0.1 0.0 -0.0 0.0 -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 -0.3 -0.1 -0.3 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.1 0.3 -0.1 0.5 -0.1 -0.0 -0.4 -0.0 -0.3 -0.2 -0.0 0.1 -0.1 0.3 -0.1 -0.2 -0.0 -0.0 0.1 -0.1 0.2 -0.0 1.1 0.6 0.5 0.1 -0.1 0.3 -0.0 0.3 0.0 CAD -0.5 -0.3 0.2 -0.0 0.0 0.1 -0.0 0.1 -0.0 -0.2 0.1 -0.2 -0.3 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.1 -0.2 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.1 -0.5 -0.3 -0.5 -0.1 -0.2 -0.3 -0.3 -0.2 CANOLA -0.4 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 -0.3 0.8 0.2 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 1.1 0.5 -0.0 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 0.0 0.2 -0.1 0.4 -0.0 0.0 -0.9 -0.8 -0.8 -0.8 0.0 0.1 -0.1 0.2 -0.0 -0.5 0.0 -0.0 0.1 -0.0 0.1 -0.0 -3.0 0.1 0.1 0.4 0.0 -0.2 -0.3 -0.3 -0.3 COCOA -0.5 0.1 0.3 0.0 0.1 -0.0 -0.0 -0.1 -0.0 0.0 0.4 -0.0 0.6 0.1 0.1 -0.5 -0.1 -0.3 -0.2 0.2 0.2 -0.0 0.4 0.1 -0.6 0.1 -0.0 0.2 -0.0 0.3 0.0 -2.6 0.4 0.1 0.5 0.5 -0.1 -0.2 0.2 -0.0 COFFEE -0.2 -0.3 -0.4 0.0 0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.2 -0.2 0.2 0.0 0.1 -0.2 -0.1 -0.2 -0.3 -0.2 -1.1 -0.0 0.0 -0.1 -0.0 -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 0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.4 -0.1 -0.3 -0.2 -0.0 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 0.1 -0.0 0.0 -0.0 -0.0 0.3 -0.1 0.2 0.1 -0.1 0.1 -0.3 0.2 -0.2 CORN -0.4 -0.3 0.1 0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.0 -0.2 -0.1 -0.1 -0.5 0.3 -0.3 -0.0 -0.1 -0.0 -0.0 -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 0.4 0.4 0.4 0.4 0.0 0.0 -0.0 -0.0 0.0 -1.1 0.0 0.0 0.1 -0.0 0.0 0.0 -0.4 0.0 0.0 0.3 0.3 -0.3 -0.2 0.2 0.1 CRUDE_W -0.0 0.5 0.3 0.1 -0.0 0.1 0.0 0.0 0.0 -0.2 0.3 -0.1 -0.2 0.1 0.1 0.5 0.5 0.4 0.4 0.2 0.1 -0.1 0.1 0.1 -0.4 0.1 -0.1 0.1 -0.0 0.1 0.0 -2.3 -0.6 -0.5 -0.4 -0.1 0.2 0.2 0.2 0.1 DAX -0.5 -0.2 -0.2 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.1 0.2 -0.1 0.4 -0.1 -0.1 -0.5 -0.4 -0.5 -0.5 -0.1 0.0 -0.2 0.3 -0.1 0.9 -0.0 -0.0 0.0 -0.0 0.1 -0.1 -0.5 0.6 0.3 -0.1 -0.1 0.3 0.0 0.3 0.1 DOW -0.5 0.2 0.3 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.2 0.3 -0.1 0.4 -0.0 0.1 -0.7 -0.5 -0.6 -0.6 0.0 0.1 -0.3 0.2 -0.1 -0.5 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.8 -0.4 0.2 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 -0.2 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 0.8 -0.0 -0.1 0.0 -0.1 0.0 -0.0 -1.2 -0.4 0.0 -0.1 -0.3 -0.0 -0.3 0.0 0.0 EURIBOR-ICE 0.0 0.2 0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.1 -0.0 -0.2 0.0 -0.0 -0.5 -0.5 -0.6 -0.5 -0.0 -0.0 0.0 -0.2 -0.0 0.9 -0.0 0.1 -0.0 0.0 -0.1 -0.0 -1.7 0.2 0.2 0.2 0.1 -0.3 -0.3 0.3 0.1 EUROSTX -0.4 -0.2 -0.3 -0.0 -0.0 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 -0.1 0.2 -0.1 0.2 -0.0 -0.0 0.0 -0.0 0.2 -0.0 1.0 0.5 0.4 0.0 -0.0 0.3 0.0 0.3 0.1 FEEDCOW -0.2 0.2 0.5 0.0 0.1 -0.0 -0.0 -0.1 -0.0 0.0 0.4 -0.0 0.6 0.1 0.2 -0.2 -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 0.5 0.0 -3.2 0.0 0.5 0.5 0.5 0.1 -0.2 0.2 -0.1 GASOIL 0.3 0.5 0.5 0.0 -0.0 0.1 0.0 0.0 0.0 0.0 0.2 0.1 -0.0 0.1 0.2 1.2 1.0 1.1 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 0.4 0.5 0.5 0.4 -0.2 0.0 -0.2 -0.1 GASOLINE -0.1 0.5 0.4 0.1 -0.0 0.1 0.0 0.0 0.0 -0.2 0.4 -0.1 -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 -0.1 0.4 0.2 0.2 0.2 0.0 GAS_US_mini 0.0 0.4 0.4 0.0 -0.0 0.1 0.0 0.0 0.0 -0.2 -0.3 -0.1 -0.5 -0.1 0.0 -1.2 -0.9 -1.2 -1.1 -0.0 -0.1 -0.1 -0.4 -0.0 1.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -3.2 -0.7 -0.5 -0.5 -0.4 0.1 0.1 -0.0 0.0 GBP -0.3 -0.1 0.2 -0.0 0.0 0.1 -0.0 0.1 -0.0 0.0 0.3 -0.1 0.4 -0.1 0.0 0.0 -0.0 0.0 -0.0 0.0 0.1 -0.0 0.2 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.5 0.3 0.4 0.1 0.1 0.0 0.2 0.1 0.3 GOLD_micro -0.5 -0.2 -0.4 -0.0 0.1 0.0 -0.0 0.0 -0.0 0.1 -0.2 -0.1 0.2 -0.2 -0.2 -1.0 -0.8 -1.0 -0.9 -0.2 -0.1 -0.2 0.1 -0.2 -0.6 -0.0 0.1 -0.0 -0.0 0.0 -0.1 -2.7 -0.5 -0.4 -0.0 -0.5 -0.3 -0.3 -0.1 -0.3 HEATOIL 0.2 0.5 0.5 0.1 -0.0 0.1 0.0 0.0 0.0 0.1 0.2 0.1 -0.1 0.2 0.2 1.2 1.1 1.2 1.0 0.2 0.2 0.2 0.3 0.2 -1.1 0.1 0.0 0.1 0.0 0.1 0.1 0.4 0.1 0.5 0.5 0.5 0.0 0.0 -0.0 -0.0 JGB-SGX-mini -0.4 -0.5 -0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.1 -0.1 0.1 -0.1 -0.0 0.9 1.2 0.8 0.9 -0.0 -0.0 -0.0 0.1 -0.1 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.0 3.2 0.1 -0.2 -0.2 0.2 -0.3 -0.1 0.1 0.1 JPY -0.4 0.0 -0.4 -0.0 0.0 0.0 -0.0 0.0 -0.0 0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -0.9 -0.8 -0.9 -0.9 -0.1 -0.1 -0.1 -0.3 -0.1 1.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -3.2 -0.2 -0.1 -0.2 -0.5 -0.1 -0.3 -0.1 -0.3 LEANHOG -0.5 0.4 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 1.2 1.2 1.2 1.2 -0.0 -0.0 -0.1 -0.2 -0.1 0.6 -0.0 -0.1 -0.1 -0.0 -0.2 -0.0 3.2 -0.6 -0.2 -0.1 -0.3 -0.1 0.0 0.3 0.3 LIVECOW -0.4 -0.0 0.5 0.0 0.1 -0.0 -0.0 -0.1 -0.0 -0.2 0.4 -0.2 0.6 -0.0 0.2 -0.6 0.3 0.0 0.6 0.2 0.2 -0.2 0.4 -0.0 0.3 0.1 -0.1 0.2 -0.0 0.3 -0.0 0.4 -0.7 0.1 0.5 0.5 -0.3 -0.3 -0.3 -0.3 LUMBER-new -0.1 -0.2 0.1 0.0 0.1 -0.0 -0.0 -0.1 -0.0 0.2 -0.4 0.1 -0.4 -0.1 -0.1 -1.0 -0.8 -0.9 -0.8 -0.1 -0.1 0.1 -0.2 -0.0 NaN -0.0 0.1 -0.1 0.0 -0.1 -0.0 -3.4 0.7 0.2 -0.5 0.0 -0.3 -0.3 -0.2 -0.3 MILK 0.2 0.5 0.2 0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.3 0.0 -0.0 -0.2 -1.2 -1.2 -1.2 -0.0 -0.1 0.0 -0.3 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -3.2 -0.1 0.2 0.0 -0.5 -0.3 -0.3 -0.2 -0.3 MXP -0.4 -0.3 0.1 -0.0 0.0 0.1 -0.0 0.1 -0.0 0.2 0.4 0.1 0.5 0.0 0.1 1.0 1.0 1.0 1.0 0.1 0.2 0.1 0.4 0.1 -1.1 0.0 0.1 0.2 0.0 0.3 0.0 3.2 0.7 0.5 0.3 0.5 0.3 0.1 0.3 0.3 NASDAQ_micro -0.5 -0.5 0.5 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.1 0.2 -0.1 0.2 -0.1 0.1 -0.6 -0.5 -0.6 -0.6 0.0 0.1 -0.1 0.4 -0.1 -1.1 0.0 0.0 0.1 -0.0 0.2 -0.0 -0.9 0.4 0.1 0.1 0.5 -0.1 -0.2 -0.3 -0.2 NIKKEI -0.5 -0.5 0.3 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.0 0.3 -0.1 0.4 -0.1 0.1 0.9 0.7 0.9 0.8 0.0 0.2 -0.1 0.4 -0.1 -0.3 0.0 0.0 0.2 -0.0 0.2 -0.0 3.2 0.6 0.5 -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 -0.0 -0.2 -0.1 -0.0 -0.1 -0.1 -0.0 0.0 0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.8 -0.2 -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 0.1 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 -1.2 -0.2 -0.9 -0.6 0.2 0.2 0.2 0.3 0.2 -1.1 0.0 0.1 0.1 0.0 0.1 0.0 -3.2 0.7 0.5 0.4 0.5 0.0 0.3 0.2 0.3 OJ 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-0.1 0.0 1.2 1.2 1.2 1.2 0.0 0.1 -0.1 0.3 -0.1 -0.6 0.0 -0.0 0.1 -0.0 0.2 -0.0 3.2 -0.7 -0.1 -0.4 0.5 -0.1 -0.2 0.1 -0.1 RUSSELL -0.5 0.2 0.4 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.1 0.1 -0.1 -0.0 -0.1 0.0 -0.5 -0.3 -0.4 -0.4 -0.0 0.1 -0.2 0.0 -0.1 -0.1 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.1 -0.4 -0.1 0.3 0.4 -0.1 -0.1 -0.3 -0.2 SHATZ 0.2 0.1 -0.4 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.2 0.0 -0.0 -1.2 -0.3 -1.0 -0.7 -0.0 -0.1 -0.0 -0.3 -0.0 0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.5 0.0 0.2 0.2 -0.0 -0.3 -0.3 -0.3 -0.3 SILVER-mini -0.4 -0.0 -0.2 -0.0 0.1 0.0 -0.0 0.0 -0.0 0.2 0.0 -0.0 0.1 -0.1 -0.1 -0.4 -0.3 -0.4 -0.4 -0.0 -0.0 0.1 0.0 -0.0 0.4 -0.0 0.1 0.0 0.0 0.0 -0.0 -0.6 0.7 0.0 0.2 -0.1 -0.2 -0.3 -0.0 -0.3 SMI -0.3 -0.2 -0.2 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.1 0.1 -0.1 0.1 -0.1 -0.1 -0.2 0.1 -0.2 -0.1 -0.1 -0.0 -0.2 0.0 -0.1 0.2 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 1.5 0.3 0.5 -0.1 -0.2 -0.1 -0.1 -0.2 -0.2 SOFR -0.3 -0.2 -0.3 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 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0.1 -0.1 0.4 0.5 -0.1 -0.2 -0.2 -0.2 SUGAR11 -0.2 -0.2 -0.2 0.0 0.1 -0.0 -0.0 -0.1 -0.0 -0.0 0.2 -0.1 0.4 0.0 -0.0 -0.2 0.7 -0.0 0.3 -0.0 0.1 -0.0 0.4 -0.0 -1.1 -0.0 0.0 0.2 -0.0 0.5 -0.0 0.6 0.3 -0.1 -0.3 0.1 -0.2 -0.2 0.1 -0.1 US10 -0.2 -0.2 -0.3 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.5 -0.4 -0.5 -0.5 -0.1 -0.1 -0.1 -0.2 -0.1 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -1.5 -0.2 -0.1 -0.1 -0.2 -0.3 -0.3 0.2 0.0 US10U -0.3 -0.2 -0.3 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -0.3 -0.1 -0.2 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.2 -0.3 -0.1 -0.2 -0.3 -0.3 0.3 0.2 US2 0.1 -0.2 -0.5 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.2 -0.1 -0.2 -0.1 -0.1 -1.2 -1.2 -1.2 -1.2 -0.1 -0.1 -0.1 -0.4 -0.1 0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -3.2 -0.2 0.0 -0.0 -0.3 -0.3 -0.3 -0.3 -0.3 US20 -0.4 -0.3 -0.2 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.2 -0.2 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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 -9.9 -1.6 -0.3 0.6 1.9 -2.4 1.6 -2.9 -1.5 -10.0 -11.5 -5.9 -13.1 -10.7 -3.0 -2.7 -2.8 -2.8 -12.9 -7.8 -11.4 -6.5 -16.6 2.7 -3.7 0.6 -2.0 -3.5 -1.6 -5.0 -0.6 -4.1 -8.3 -15.8 -11.8 -4.4 -20.0 -0.0 6.6 BITCOIN -16.0 -10.6 2.7 -3.6 7.0 0.0 -1.5 1.6 -5.6 -17.1 14.8 -20.0 2.2 -17.9 -3.3 -8.0 -4.2 -7.1 -5.7 -8.6 4.5 -20.0 4.6 -20.0 -20.0 -4.4 -12.5 0.3 -14.9 1.7 -10.4 -1.8 -20.0 -5.4 -9.0 -2.1 -8.8 20.0 -7.4 20.0 BOBL -3.0 -0.9 -3.7 -2.5 -1.9 -2.0 -2.9 -2.3 -2.9 -5.1 -3.9 -6.1 -7.0 -2.3 -5.2 -20.0 -8.6 -20.0 -17.0 -4.1 -5.4 -4.6 -9.5 -4.2 9.8 -1.8 -1.4 -1.9 -2.4 -3.3 -2.1 -16.8 1.8 4.9 4.8 2.4 -20.0 -20.0 -20.0 -14.9 BTP -10.5 -4.9 10.3 -3.7 2.2 -3.2 -2.1 -3.6 -3.7 5.7 6.1 -3.6 0.1 -4.6 -1.0 4.9 8.0 5.4 6.5 -2.0 0.9 -0.7 -1.8 -4.2 -6.8 -1.3 7.1 1.1 -0.4 0.1 -2.8 16.8 6.7 4.0 3.7 15.7 -19.3 -20.0 -0.2 7.4 BUND -9.4 -4.0 2.7 -2.6 -2.0 -2.1 -3.0 -2.4 -3.0 -4.9 -5.1 -6.5 -7.6 -6.5 -6.2 6.3 8.8 6.5 7.1 -5.2 -5.0 -5.9 -8.7 -6.2 6.0 -2.4 -1.5 -1.8 -3.0 -2.9 -3.1 17.8 2.3 0.8 1.8 3.2 -20.0 -20.0 -17.4 -1.4 BUXL -9.5 -3.6 7.5 -2.8 1.7 -2.4 -1.6 -2.8 -2.8 4.3 -8.5 -3.6 -9.4 -7.1 -7.2 0.5 1.1 1.0 1.4 -6.1 -6.1 -1.9 -10.0 -6.2 0.6 -2.7 3.7 -2.0 -0.8 -2.7 -2.8 6.5 3.5 -2.7 -1.4 3.2 -20.0 -20.0 -2.7 12.6 CAC -13.3 -3.9 -12.5 -2.5 -2.6 1.5 -8.0 2.7 -7.0 -7.1 13.1 -14.1 18.3 -6.3 -2.0 -6.9 -0.5 -5.2 -2.8 -3.1 6.5 -11.0 16.3 -9.8 -4.7 -1.5 -0.8 3.4 -6.1 7.6 -5.5 7.0 17.2 20.0 4.5 -2.2 20.0 -0.8 20.0 2.4 CAD -20.0 -11.1 7.5 -0.5 1.1 3.2 -4.1 2.6 -4.8 -16.7 5.5 -20.0 -9.4 -20.0 -7.5 -2.0 -2.0 -2.1 -2.2 -14.3 -2.0 -20.0 -3.7 -20.0 0.9 -4.8 -3.4 -0.4 -8.2 -0.5 -9.1 0.6 -13.8 -10.8 -20.0 -4.2 -16.5 -20.0 -20.0 -17.1 CANOLA -14.6 20.0 20.0 0.4 2.1 -0.8 -0.0 -2.1 -0.2 7.8 4.9 2.3 -5.2 4.9 7.2 -4.6 12.8 3.7 9.7 10.7 7.2 7.1 -0.4 7.0 -20.0 2.2 2.0 0.9 1.7 -1.1 1.7 7.1 14.1 -1.7 20.0 16.2 -15.8 8.4 3.4 20.0 CHF -15.8 6.8 4.0 -0.4 0.9 2.6 -3.4 2.2 -4.0 2.0 9.9 -13.9 13.8 -3.6 2.4 -14.6 -13.2 -14.3 -13.8 4.4 11.5 -7.9 11.7 -5.5 -8.6 2.4 -0.2 4.8 -2.7 4.3 -1.5 -19.1 2.3 4.9 15.5 1.1 -18.0 -20.0 -20.0 -20.0 COCOA -18.8 2.3 13.2 0.8 4.4 -1.7 -0.1 -4.4 -0.4 0.8 20.0 -4.6 20.0 6.5 16.7 -9.3 -1.9 -4.5 -2.6 20.0 20.0 -1.0 20.0 6.4 -11.6 6.6 -1.4 10.6 -0.6 10.4 1.7 -16.4 11.7 4.9 20.0 20.0 -11.1 -15.4 14.2 -3.6 COFFEE -6.1 -10.8 -15.6 0.7 4.1 -1.6 -0.1 -4.1 -0.4 -5.4 -8.9 -14.5 -11.2 -16.5 -18.8 -2.6 2.8 0.4 2.0 -20.0 -17.8 -14.0 -14.2 -19.3 -20.0 -5.5 1.2 -3.4 -5.5 -2.1 -6.9 -8.4 -20.0 -11.8 -20.0 -12.9 -20.0 -20.0 -13.1 -12.8 COPPER -13.0 2.8 -3.8 -2.0 3.9 0.0 -0.8 0.9 -3.2 9.6 -5.8 -6.2 -3.3 -6.9 -3.5 -6.6 -2.2 -4.6 -3.3 -5.0 -4.0 -0.5 -3.3 -5.7 -4.1 -1.5 6.2 -1.6 0.3 -1.6 -2.0 1.8 -2.4 7.8 5.6 -4.4 4.1 -20.0 11.8 -17.3 CORN -16.7 -10.1 3.6 0.3 1.5 -0.6 -0.0 -1.5 -0.1 1.0 -5.5 -5.5 -5.6 -6.3 -6.3 -8.0 5.5 -4.9 -0.1 -6.2 -5.3 -4.0 -3.9 -6.5 -7.0 -1.1 0.1 -1.3 -1.2 -1.8 -1.7 -7.6 -2.8 -9.1 -12.7 1.1 -3.1 7.7 1.0 14.8 COTTON2 -3.5 11.3 11.0 0.5 2.8 -1.1 -0.1 -2.8 -0.3 -5.3 6.2 -8.3 -9.0 4.6 6.4 6.9 7.0 7.3 6.0 5.6 4.1 -1.6 -1.4 1.8 -20.0 3.0 1.6 2.5 -0.5 1.2 1.1 -2.5 0.0 1.5 11.7 13.1 -19.0 -15.5 11.4 9.0 CRUDE_W -1.2 20.0 10.3 6.3 -1.0 3.7 1.5 1.5 5.1 -18.6 13.2 -10.3 -8.0 15.1 17.1 8.3 8.3 7.5 7.3 20.0 16.0 -6.3 7.1 13.5 -7.0 6.7 -4.7 5.5 -2.1 3.8 3.2 -14.6 -18.8 -20.0 -16.7 -4.6 15.9 12.3 17.9 6.9 DAX -20.0 -8.1 -7.5 -2.3 -2.4 1.4 -7.3 2.5 -6.4 -6.3 9.3 -15.4 15.8 -12.1 -7.3 -8.5 -6.8 -8.4 -8.0 -7.3 3.8 -13.2 12.1 -14.3 16.5 -3.8 -0.8 0.8 -5.8 4.1 -6.6 -3.3 17.6 12.1 -5.0 -4.0 20.0 0.6 20.0 6.8 DOW -20.0 8.7 11.1 -2.3 -2.5 1.4 -7.4 2.5 -6.5 -13.6 12.2 -16.5 12.7 -2.3 9.2 -11.6 -7.6 -10.9 -9.6 5.3 11.3 -20.0 9.1 -10.7 -10.3 2.3 -6.0 4.7 -7.7 4.1 -3.4 -5.2 -10.8 6.1 20.0 15.1 -8.8 -5.3 -20.0 -4.8 EUR -16.5 -1.5 0.0 -0.4 0.9 2.6 -3.3 2.1 -3.9 -13.9 3.5 -17.2 10.2 -16.2 -4.4 -6.5 -6.8 -6.5 -6.6 -4.7 3.0 -14.3 3.6 -12.7 14.8 -1.7 -4.4 1.8 -6.4 1.8 -5.5 -7.3 -10.6 1.9 -3.5 -11.6 -3.1 -19.9 2.0 2.3 EURIBOR-ICE 0.0 6.6 2.4 -2.3 1.4 -2.0 -1.3 -2.2 -2.3 3.4 -4.0 -1.2 -6.6 1.9 -3.0 -8.4 -7.7 -9.3 -9.1 -2.2 -4.0 1.0 -8.0 -1.2 17.1 -1.0 4.1 -1.6 0.6 -3.3 -0.6 -10.6 4.7 7.2 6.4 2.1 -20.0 -20.0 20.0 7.6 EUROSTX -16.3 -7.7 -10.4 -2.0 -2.2 1.2 -6.5 2.2 -5.8 -6.5 10.6 -12.7 15.2 -10.2 -5.3 -4.5 -0.7 -4.4 -3.0 -3.6 4.9 -9.7 11.9 -9.7 4.5 -2.4 -0.4 2.1 -5.4 5.7 -5.6 6.6 15.6 17.7 0.2 -0.9 20.0 2.7 20.0 9.0 FEEDCOW -7.1 8.0 18.0 0.9 5.0 -2.0 -0.1 -5.1 -0.5 3.7 20.0 -5.4 20.0 11.5 20.0 -3.3 -20.0 -20.0 -20.0 20.0 20.0 1.6 20.0 8.8 4.0 8.5 0.5 14.5 0.6 16.2 3.0 -20.0 1.0 20.0 20.0 20.0 4.5 -13.4 18.6 -5.7 GASOIL 12.9 20.0 20.0 5.1 -0.8 3.0 1.2 1.2 4.2 2.5 9.3 13.9 -1.7 18.0 18.4 20.0 17.1 18.8 15.7 20.0 20.0 15.6 10.3 20.0 12.0 6.3 0.3 3.7 2.5 1.4 5.5 0.0 12.8 20.0 19.9 15.7 -11.8 2.5 -15.5 -5.1 GASOLINE -5.5 20.0 17.1 6.2 -0.9 3.6 1.4 1.5 5.0 -20.0 19.0 -10.3 -0.8 16.6 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -3.0 20.0 18.4 -20.0 7.4 -2.4 7.1 -0.7 6.1 3.9 20.0 -8.1 -20.0 -3.8 16.3 14.5 14.5 17.1 3.1 GAS_US_mini 0.2 15.0 17.1 4.8 -0.7 2.8 1.1 1.2 3.9 -16.3 -14.9 -12.2 -18.2 -7.7 2.5 -20.0 -15.7 -20.0 -19.1 -1.9 -14.6 -11.7 -20.0 -4.1 20.0 1.5 -9.9 -0.4 -6.1 -3.2 -1.3 -20.0 -19.9 -20.0 -20.0 -15.7 7.8 9.3 -2.7 0.4 GBP -12.3 -3.2 9.8 -0.5 1.0 2.9 -3.7 2.4 -4.3 3.9 12.2 -11.7 12.8 -11.6 1.6 0.4 -0.8 0.1 -0.4 3.1 12.1 -3.4 10.5 -4.3 -0.9 2.2 -1.0 6.0 -1.6 3.8 -1.8 3.0 9.7 16.1 2.9 5.6 3.2 12.6 8.0 20.0 GOLD_micro -19.8 -9.5 -15.2 -3.5 6.8 0.0 -1.5 1.6 -5.5 10.2 -7.2 -17.0 6.5 -19.5 -20.0 -17.3 -12.8 -16.4 -14.8 -20.0 -10.2 -14.8 2.6 -20.0 -11.4 -5.7 4.6 -1.8 -4.7 1.7 -7.7 -17.2 -15.8 -16.3 -1.0 -18.4 -20.0 -20.0 -11.0 -20.0 HEATOIL 7.6 20.0 20.0 6.3 -0.9 3.7 1.5 1.5 5.1 5.4 9.8 11.5 -3.7 19.7 20.0 20.0 19.2 20.0 16.9 20.0 20.0 18.6 13.1 20.0 -20.0 7.7 0.8 5.3 2.9 3.2 6.3 2.6 4.2 20.0 20.0 20.0 3.5 0.3 -2.1 -1.8 JGB-SGX-mini -15.6 -20.0 -4.5 -2.4 1.4 -2.0 -1.3 -2.3 -2.3 -2.6 4.2 -6.3 4.8 -6.8 -5.6 15.4 19.7 13.6 15.3 -5.5 -0.3 -3.8 2.8 -6.8 0.3 -1.9 0.1 -0.4 -1.2 0.2 -2.3 20.0 2.9 -6.9 -6.5 6.1 -20.0 -7.8 4.9 7.5 JPY -15.1 1.2 -16.7 -0.2 0.5 1.5 -2.0 1.3 -2.3 1.2 -10.2 -9.4 -9.5 -10.0 -10.6 -15.7 -13.7 -15.9 -15.2 -13.9 -14.1 -8.5 -14.3 -12.8 20.0 -3.8 0.2 -3.6 -2.4 -3.6 -3.6 -20.0 -4.9 -3.1 -8.7 -20.0 -8.4 -20.0 -8.5 -20.0 LEANHOG -18.7 14.7 10.0 0.4 2.4 -0.9 -0.0 -2.4 -0.2 -8.7 -3.1 -9.0 -5.6 -6.8 6.3 20.0 20.0 20.0 20.0 -2.0 -4.8 -9.6 -9.8 -6.6 11.3 -2.8 -4.2 -5.1 -4.3 -7.1 -3.5 20.0 -17.5 -7.6 -5.6 -10.8 -7.0 1.3 20.0 20.0 LIVECOW -16.5 -1.8 19.6 0.9 5.0 -2.0 -0.1 -5.0 -0.5 -18.7 20.0 -18.9 20.0 -0.3 18.2 -10.1 5.7 0.7 9.5 18.5 20.0 -14.2 20.0 -2.9 4.9 6.7 -4.1 11.6 -3.9 11.8 -0.2 2.5 -20.0 4.1 20.0 20.0 -20.0 -20.0 -20.0 -19.5 LUMBER-new -5.1 -7.0 2.9 0.8 4.6 -1.4 -0.1 -3.3 -0.4 15.8 -18.2 11.7 -20.0 -12.7 -13.2 -15.7 -12.9 -13.6 -13.1 -9.1 -9.0 8.5 -8.7 -3.8 NaN -2.8 5.2 -2.4 4.5 -2.0 -0.5 -20.0 20.0 7.0 -18.6 0.2 -20.0 -20.0 -14.5 -20.0 MILK 8.9 20.0 8.2 0.3 2.0 -0.8 -0.0 -2.0 -0.2 -5.8 -5.7 -1.9 -9.0 4.5 -1.9 -4.0 -20.0 -20.0 -20.0 -1.5 -8.5 0.0 -12.1 2.1 -2.4 -1.2 -1.2 -3.9 0.0 -5.0 0.6 -20.0 -3.9 6.7 0.3 -20.0 -20.0 -20.0 -16.0 -20.0 MXP -14.4 -10.8 4.6 -0.4 0.9 2.5 -3.2 2.1 -3.8 16.3 17.5 7.6 18.8 4.7 13.9 16.3 17.7 17.4 17.5 13.1 20.0 11.0 20.0 6.9 -20.0 5.5 8.5 9.7 4.4 11.9 2.7 20.0 20.0 20.0 11.2 20.0 20.0 6.0 20.0 20.0 NASDAQ_micro -20.0 -18.3 20.0 -1.6 -1.7 1.0 -5.3 1.8 -4.6 5.3 11.5 -7.6 8.8 -7.1 7.1 -10.5 -8.0 -10.5 -9.6 4.7 17.5 -6.9 16.8 -8.1 -20.0 1.6 2.3 5.7 -1.9 6.1 -2.3 -5.6 12.8 4.2 5.5 20.0 -8.3 -13.0 -19.7 -15.5 NIKKEI -20.0 -18.1 12.8 -2.3 -2.4 1.4 -7.3 2.5 -6.4 -2.7 14.4 -12.7 15.2 -13.5 8.1 16.0 12.6 15.1 13.7 3.5 19.3 -9.4 20.0 -9.7 -6.3 1.9 0.8 7.9 -3.2 8.8 -3.2 20.0 17.7 19.8 -6.4 20.0 4.1 2.8 -2.2 8.9 NZD -20.0 -8.5 -5.9 -0.3 0.6 1.8 -2.4 1.5 -2.8 -1.9 -8.4 -11.0 -0.2 -12.6 -10.3 -0.2 0.4 0.2 0.3 -11.6 -6.5 -11.0 -4.8 -15.5 0.5 -3.6 0.4 -1.7 -3.5 -1.2 -5.0 4.9 -6.4 -3.8 -11.1 -11.7 -1.3 -13.0 3.0 7.4 OAT -10.0 -5.0 4.2 -2.9 -2.2 -2.3 -3.3 -2.6 -3.3 -5.1 -5.6 -7.0 -7.9 -7.1 -6.2 5.6 8.8 6.5 7.5 -5.4 -4.8 -6.4 -8.2 -6.8 8.1 -2.6 -1.4 -1.7 -3.3 -2.9 -3.4 18.4 2.9 1.1 1.4 4.8 -20.0 -20.0 -0.9 3.8 OATIES -2.8 14.3 20.0 0.6 3.6 -1.4 -0.1 -3.6 -0.3 15.8 13.9 13.7 -7.6 12.2 15.3 -20.0 -3.2 -15.9 -11.0 20.0 20.0 20.0 12.0 20.0 -20.0 5.6 6.3 5.0 5.7 2.3 4.7 -20.0 20.0 19.8 14.2 20.0 1.9 20.0 14.9 20.0 OJ -19.6 9.2 6.7 0.6 3.5 -1.4 -0.1 -3.6 -0.3 4.7 16.9 7.3 17.4 13.8 15.6 20.0 20.0 20.0 20.0 20.0 20.0 18.9 20.0 20.0 -20.0 6.2 2.7 6.7 4.8 7.9 5.8 20.0 20.0 20.0 20.0 20.0 16.1 5.1 20.0 16.5 PALLAD 8.2 8.6 -13.6 -1.8 3.4 0.0 -0.7 0.8 -2.7 4.5 -11.4 1.2 -11.8 -3.5 -10.3 -2.0 -2.5 -2.7 -2.8 -8.1 -15.2 2.8 -20.0 -2.0 -2.9 -2.6 4.3 -4.2 1.6 -4.9 -0.5 1.8 8.4 14.1 -2.1 -9.8 -19.2 -1.9 4.8 1.5 PLAT -7.4 -2.5 -18.5 -2.0 3.8 0.0 -0.8 0.9 -3.0 11.2 -9.7 -2.0 -1.9 -6.7 -10.8 -3.3 -2.1 -3.1 -2.7 -10.2 -9.0 2.8 -4.4 -5.9 12.9 -3.1 5.4 -2.4 1.3 -1.0 -2.0 2.4 11.7 1.3 0.4 -11.9 2.5 -16.3 15.2 -12.1 REDWHEAT -20.0 -7.3 -1.0 0.3 1.9 -0.8 -0.0 -2.0 -0.2 -0.7 -3.3 -8.1 -8.0 -8.7 -5.5 -3.9 2.3 -1.6 1.0 -7.1 -4.0 -7.0 -3.1 -10.1 -9.7 -1.9 0.4 -1.0 -2.0 -0.5 -2.9 -9.5 -4.3 -17.2 -13.8 2.0 -20.0 -19.3 -9.5 -7.0 RICE -0.7 13.9 8.4 0.7 3.9 -1.6 -0.1 -3.9 -0.4 -10.8 2.4 -6.7 0.1 9.0 12.9 -11.8 20.0 12.4 20.0 8.7 5.6 -3.8 1.6 3.0 -20.0 3.6 -1.4 2.6 -1.9 0.7 0.8 20.0 -17.4 5.0 1.4 15.9 -6.8 -20.0 5.8 -13.3 ROBUSTA -10.5 -9.8 5.5 0.5 2.8 -1.1 -0.1 -2.8 -0.3 -8.5 10.2 -10.5 10.5 -7.6 1.7 20.0 19.7 20.0 20.0 1.3 11.9 -11.3 16.4 -7.7 -12.0 0.6 -2.0 5.3 -4.8 7.2 -3.4 20.0 -20.0 -3.7 -16.1 18.4 -4.6 -17.7 10.6 -8.5 RUSSELL -20.0 6.0 16.9 -2.2 -2.3 1.3 -7.0 2.4 -6.2 -9.5 3.6 -15.9 -0.8 -9.4 5.5 -7.7 -5.4 -7.2 -6.5 -0.4 6.8 -20.0 1.8 -17.4 -2.4 0.0 -3.1 2.6 -7.3 2.0 -5.2 -0.7 -11.8 -3.1 13.1 17.2 -5.6 -8.9 -20.0 -12.3 SHATZ 6.2 2.9 -15.0 -2.4 -1.8 -2.0 -2.8 -2.2 -2.8 -6.1 -5.8 -5.7 -7.3 0.2 -5.1 -20.0 -5.2 -17.7 -11.6 -4.3 -8.3 -3.4 -13.6 -2.3 11.2 -1.5 -1.8 -2.7 -1.7 -4.7 -1.1 -9.7 1.0 9.4 7.4 -0.6 -20.0 -20.0 -20.0 -20.0 SILVER-mini -16.1 -0.4 -8.7 -2.3 4.4 0.0 -0.9 1.0 -3.6 13.0 0.6 -3.3 4.3 -6.8 -8.6 -6.7 -5.6 -6.7 -6.3 -5.2 -1.5 7.4 1.5 -4.2 7.0 -1.1 12.0 0.4 3.9 0.9 -1.0 -3.9 20.0 1.8 8.7 -3.9 -16.6 -20.0 -0.9 -20.0 SMI -13.2 -9.2 -8.8 -2.2 -2.3 1.3 -6.9 2.4 -6.1 -5.4 3.2 -13.4 4.6 -11.6 -10.7 -3.1 1.2 -2.9 -1.3 -9.8 -2.9 -12.5 1.7 -13.7 4.3 -3.2 0.0 -1.4 -5.5 -1.2 -5.1 9.6 9.5 20.0 -2.1 -8.6 -8.3 -10.8 -18.5 -16.0 SOFR -12.0 -9.8 -11.4 -2.6 1.6 -2.2 -1.5 -2.5 -2.6 -3.6 -4.9 -7.1 -3.0 -7.2 -7.3 -2.0 -0.8 -1.9 -1.4 -8.8 -5.9 -9.2 -4.4 -10.3 -1.5 -2.8 -0.7 -1.9 -2.9 -1.3 -3.2 2.2 -10.4 -5.1 -2.3 -4.6 -20.0 -20.0 -5.8 -3.1 SOYBEAN -12.8 8.2 17.2 0.3 1.9 -0.7 -0.0 -1.9 -0.2 7.3 3.5 -1.4 -1.2 -0.1 4.2 12.8 20.0 15.4 17.9 2.6 2.1 4.1 0.1 1.3 -19.4 1.3 2.2 0.9 1.3 0.2 0.6 20.0 12.3 -4.9 3.1 9.0 -10.6 9.7 -7.2 20.0 SOYMEAL -10.4 2.3 -13.1 0.4 2.1 -0.8 -0.0 -2.1 -0.2 8.7 -3.9 -2.4 1.8 -3.3 -2.5 7.9 20.0 15.1 19.4 -1.9 -1.4 2.6 1.3 -1.7 -20.0 0.7 4.3 1.2 1.2 2.3 -0.2 20.0 6.3 -4.7 0.4 4.2 -12.7 -17.8 -9.4 -16.1 SOYOIL -4.6 20.0 20.0 0.4 2.3 -0.9 -0.0 -2.3 -0.2 2.4 6.8 3.9 -1.6 7.5 9.4 15.5 10.9 12.5 10.4 12.4 9.1 6.0 2.8 8.9 -20.0 3.2 0.3 2.4 1.5 0.7 2.2 4.7 14.1 5.5 13.2 20.0 0.2 6.5 14.9 20.0 SP400 -20.0 5.8 15.5 -2.2 -2.3 1.3 -6.9 2.4 -6.1 -10.4 6.2 -15.7 7.1 -7.8 7.1 -6.5 -4.8 -6.0 -5.5 0.9 9.1 -20.0 6.8 -16.9 -12.3 0.0 -3.5 2.6 -7.4 2.3 -5.2 0.7 -13.2 -6.9 14.2 14.8 0.3 -10.1 -12.4 -14.3 SP500_micro -20.0 -6.9 20.0 -2.3 -2.5 1.4 -7.5 2.6 -6.6 -2.9 15.2 -14.0 10.9 -9.7 9.3 -13.1 -9.1 -12.7 -11.1 5.3 19.2 -16.7 17.1 -13.5 -19.3 1.8 0.3 6.0 -5.0 5.7 -4.0 -7.6 3.7 -3.6 15.1 20.0 -5.6 -11.8 -17.7 -16.7 SUGAR11 -6.4 -7.0 -8.5 0.7 4.0 -1.6 -0.1 -4.1 -0.4 -0.4 11.6 -7.5 14.4 2.5 -2.1 -3.0 12.3 -0.2 5.6 -0.9 11.9 -3.3 20.0 -4.2 -20.0 -0.2 2.2 8.3 -1.7 17.2 -2.4 3.8 9.5 -2.9 -13.4 2.9 -18.6 -18.9 10.2 -4.1 US10 -9.0 -8.5 -13.6 -2.4 1.5 -2.1 -1.4 -2.3 -2.4 -2.3 -6.6 -6.2 -7.1 -7.3 -7.8 -8.4 -6.8 -8.7 -8.5 -9.7 -8.5 -7.3 -8.4 -9.5 0.8 -2.9 -0.2 -2.4 -2.2 -2.0 -2.8 -9.3 -6.6 -5.3 -3.0 -6.9 -20.0 -20.0 14.6 0.9 US10U -12.4 -9.8 -10.2 -3.2 1.9 -2.7 -1.8 -3.1 -3.2 -2.3 -8.6 -8.3 -9.1 -9.7 -10.2 -5.9 -1.7 -4.0 -3.0 -13.0 -10.6 -9.8 -10.4 -13.3 -3.5 -3.8 -0.1 -2.9 -2.9 -2.3 -3.9 0.0 -7.3 -10.5 -5.4 -8.7 -20.0 -20.0 20.0 18.6 US2 3.8 -8.1 -20.0 -2.5 1.5 -2.2 -1.4 -2.5 -2.5 -2.9 -8.3 -6.3 -8.2 -7.7 -8.8 -20.0 -20.0 -20.0 -20.0 -13.1 -15.9 -6.3 -17.4 -8.6 8.4 -3.0 -0.7 -3.4 -1.8 -3.8 -2.2 -20.0 -4.6 1.7 -1.9 -12.8 -20.0 -20.0 -20.0 -20.0 US20 -16.6 -12.2 -8.5 -2.4 1.5 -2.1 -1.4 -2.3 -2.4 -0.6 -6.3 -6.1 -5.9 -7.3 -7.7 -1.6 -1.4 -1.6 -1.7 -10.6 -8.1 -8.0 -7.6 -11.2 -3.4 -2.8 0.1 -2.0 -2.2 -1.6 -3.0 1.3 -5.1 -12.5 -6.5 -6.7 -20.0 -20.0 20.0 20.0 US30 -16.0 -11.7 -4.2 -2.8 1.7 -2.4 -1.6 -2.7 -2.8 1.3 -8.2 -7.0 -7.5 -8.6 -9.1 -8.7 -3.1 -6.7 -4.7 -11.6 -9.2 -7.7 -9.5 -12.0 -3.0 -3.3 0.5 -2.3 -2.2 -1.8 -3.4 -2.4 -1.6 -13.7 -8.2 -6.3 -20.0 -20.0 20.0 20.0 US5 -6.2 -6.9 -17.8 -2.5 1.5 -2.1 -1.4 -2.4 -2.5 -3.1 -7.0 -6.7 -7.4 -7.3 -8.0 -12.8 -9.2 -12.9 -11.8 -9.8 -9.4 -7.6 -9.9 -9.1 3.3 -2.9 -0.7 -2.6 -2.4 -2.5 -2.8 -14.2 -7.7 -2.4 -1.2 -7.3 -20.0 -20.0 3.3 -15.9 VIX 20.0 9.2 -20.0 -5.0 -0.9 -9.9 1.8 -11.3 0.5 2.3 -20.0 10.6 -20.0 3.8 -20.0 -20.0 -20.0 -20.0 -20.0 -17.6 -20.0 4.8 -20.0 0.4 NaN -5.7 -1.0 -11.8 2.2 -14.1 0.7 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -20.0 0.5 14.2 0.3 1.4 -0.6 -0.0 -1.5 -0.1 -1.1 -4.5 -5.6 -6.8 -6.1 -4.5 -10.7 -9.1 -10.4 -10.1 -4.2 -3.6 -4.9 -4.7 -6.3 -3.2 -1.0 0.1 -1.0 -1.5 -1.4 -1.8 -20.0 -5.5 -10.1 -9.9 1.6 -19.4 -14.5 -13.0 -8.0 End of report for caleb_strategy_v3