******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20230824_204323 produced at 2023-08-24 21:38:56.984403 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -8.54 11.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.09 -0.38 -0.41 0.0 0.94 -0.94 -0.38 -0.19 -4.36 10.0 -4 -2 caleb_strategy_v3 US2 False True 0.07 0.00 -0.38 0.0 0.00 0.00 0.00 0.00 -5.29 13.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.14 -0.22 0.0 0.38 -0.38 -0.14 -0.14 -31.36 56.0 -21 -21 caleb_strategy_v3 VIX False False 0.01 -0.11 -0.18 0.0 0.11 -0.11 -0.11 -0.11 -26.83 17.0 -16 -16 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.18 0.0 0.00 0.00 0.00 0.00 -4.41 24.0 0 0 caleb_strategy_v3 CHF False False 0.05 -0.10 -0.15 0.0 0.66 -0.66 -0.10 -0.10 -3.03 13.0 -2 -2 caleb_strategy_v3 JPY False False 0.03 -0.18 -0.15 0.0 0.52 -0.52 -0.18 -0.21 -4.83 17.0 -6 -7 caleb_strategy_v3 CAD False False 0.03 -0.03 -0.13 0.0 0.76 -0.76 -0.03 -0.03 -4.89 29.0 -1 -1 caleb_strategy_v3 US5 False False 0.04 -0.26 -0.12 0.0 0.94 -0.94 -0.26 -0.26 -3.08 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 -42.20 26.0 -25 -25 caleb_strategy_v3 EUR False False 0.05 -0.34 -0.09 0.0 0.67 -0.67 -0.34 -0.29 -1.84 14.0 -7 -6 caleb_strategy_v3 BOBL False False 0.04 -0.36 -0.08 0.0 0.85 -0.85 -0.36 -0.36 -1.82 19.0 -8 -8 caleb_strategy_v3 BITCOIN False False 0.00 -0.01 -0.07 0.0 0.05 -0.05 -0.01 -0.02 -74.47 59.0 -12 -25 caleb_strategy_v3 AUD False False 0.02 0.00 -0.06 0.0 0.43 -0.43 0.00 0.00 -2.48 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 -1.47 17.0 0 0 caleb_strategy_v3 COPPER False False 0.03 -0.10 -0.05 0.0 0.20 -0.20 -0.10 -0.10 -1.62 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 -4.77 48.0 -1 -1 caleb_strategy_v3 DOW False False 0.01 -0.03 -0.04 0.0 0.40 -0.40 -0.03 -0.02 -6.58 66.0 -5 -3 caleb_strategy_v3 RUSSELL False False 0.00 0.00 -0.03 0.0 0.22 -0.22 0.00 0.00 -8.90 68.0 0 0 caleb_strategy_v3 US10U False True 0.04 -0.12 -0.03 0.0 0.00 -0.12 -0.12 -0.08 -0.72 13.0 -3 -2 caleb_strategy_v3 NZD False False 0.02 0.02 -0.03 0.0 0.44 -0.44 0.02 0.00 -1.47 21.0 1 0 caleb_strategy_v3 MILK False False 0.01 0.00 -0.03 0.0 0.06 -0.06 0.00 0.00 -2.10 5.0 0 0 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.03 0.0 0.18 -0.18 0.00 0.00 -0.32 2.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.04 -0.02 0.0 0.24 -0.24 -0.04 -0.03 -2.00 23.0 -4 -3 caleb_strategy_v3 US20 False True 0.04 -0.04 -0.02 0.0 0.00 -0.04 -0.04 -0.04 -0.35 9.0 -1 -1 caleb_strategy_v3 US30 False False 0.05 0.00 -0.02 0.0 0.27 -0.27 0.00 0.00 -0.36 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 -3.63 3.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.03 -0.02 0.0 0.35 -0.35 -0.03 -0.03 -3.61 58.0 -5 -5 caleb_strategy_v3 FEEDCOW False False 0.05 0.00 -0.02 0.0 0.36 -0.36 0.00 0.00 -0.54 8.0 0 0 caleb_strategy_v3 COFFEE False False 0.02 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.68 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 -1.50 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 -0.54 0.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.01 0.0 0.14 -0.14 0.00 0.00 -0.39 5.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.01 0.0 0.11 -0.11 -0.01 -0.01 -0.72 8.0 -1 -1 caleb_strategy_v3 PALLAD False False 0.04 0.00 -0.01 0.0 0.09 -0.09 0.00 0.00 -0.28 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 -0.81 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 -1.06 9.0 -1 -1 caleb_strategy_v3 COCOA False False 0.01 0.00 -0.00 0.0 0.32 -0.32 0.00 0.00 -0.32 26.0 0 0 caleb_strategy_v3 PLAT False False 0.02 -0.10 -0.00 0.0 0.17 -0.17 -0.10 -0.10 -0.26 10.0 -6 -6 caleb_strategy_v3 BUXL False False 0.05 -0.15 -0.00 0.0 0.21 -0.21 -0.15 -0.15 -0.01 4.0 -3 -3 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.00 0.0 0.17 -0.17 0.00 0.00 0.25 11.0 0 0 caleb_strategy_v3 SMI False False 0.04 -0.04 -0.00 0.0 0.40 -0.40 -0.04 -0.04 -0.05 9.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.01 0.01 0.01 0.0 0.13 -0.13 0.01 0.01 0.73 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 0.63 9.0 1 1 caleb_strategy_v3 EUROSTX False False 0.02 0.16 0.01 0.0 0.33 -0.33 0.16 0.16 0.66 20.0 10 10 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 0.01 0.0 0.18 -0.18 0.00 0.00 0.72 18.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.07 0.01 0.0 0.17 -0.17 0.07 0.07 0.61 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 1.62 23.0 1 1 caleb_strategy_v3 CAC False True 0.03 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.51 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 0.40 10.0 1 1 caleb_strategy_v3 OJ False False 0.02 0.00 0.03 0.0 0.05 -0.05 0.00 0.00 2.02 3.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.03 0.0 0.22 -0.22 0.00 0.00 5.89 51.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 0.04 0.0 0.05 -0.05 0.00 0.00 3.33 4.0 0 0 caleb_strategy_v3 GBP False False 0.03 0.14 0.04 0.0 0.62 -0.62 0.14 0.14 1.26 22.0 5 5 caleb_strategy_v3 LIVECOW False False 0.03 0.05 0.05 0.0 0.44 -0.44 0.05 0.05 1.76 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 1.44 10.0 6 6 caleb_strategy_v3 LEANHOG False False 0.01 0.06 0.07 0.0 0.13 -0.13 0.06 0.06 6.88 13.0 6 6 caleb_strategy_v3 OAT False False 0.05 0.05 0.08 0.0 0.49 -0.49 0.05 0.05 1.54 10.0 1 1 caleb_strategy_v3 GASOIL False False 0.03 0.12 0.10 0.0 0.12 -0.12 0.12 0.12 3.27 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 2.75 4.0 4 4 caleb_strategy_v3 HEATOIL False False 0.05 0.00 0.11 0.0 0.14 -0.14 0.00 0.00 2.41 3.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.28 0.35 0.0 0.28 -0.28 0.28 0.28 45.18 36.0 36 36 caleb_strategy_v3 MXP False False 0.01 0.63 0.76 0.0 0.63 -0.63 0.63 0.63 71.96 60.0 60 60 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.58 1.21 0.0 0.58 0.00 0.58 0.58 33.75 16.0 16 16 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 18.3 Shocked risk 54.3 Sum abs risk 65.4 Leverage 6.74 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2807015.92, 'annual_cash_vol_target': 701753.98, 'daily_cash_vol_target': 43859.62375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0045 0.6426 0.6990 11.1835 BITCOIN 740.2345 26145.0000 2.8313 45.3003 BOBL 0.2868 115.8600 0.2475 3.9603 BTP 0.6696 115.2900 0.5808 9.2933 BUND 0.6240 132.4400 0.4712 7.5386 BUXL 1.4479 132.4800 1.0929 17.4865 CAC 57.1333 7222.5000 0.7910 12.6567 CAD 0.0027 0.7368 0.3701 5.9208 CANOLA 8.6523 817.7000 1.0581 16.9301 CHF 0.0052 1.1328 0.4553 7.2844 COCOA 37.3434 3437.0000 1.0865 17.3842 COFFEE 2.5891 153.9000 1.6823 26.9174 COPPER 0.0439 3.7710 1.1651 18.6418 CORN 9.0609 488.0000 1.8567 29.7079 COTTON2 1.2139 86.0800 1.4102 22.5629 CRUDE_W 0.9951 78.3100 1.2708 20.3322 DAX 117.5944 15639.0000 0.7519 12.0309 DOW 198.8643 34255.0000 0.5805 9.2887 EUR 0.0049 1.0821 0.4484 7.1742 EURIBOR-ICE 0.0592 97.1000 0.0610 0.9754 EUROSTX 41.1557 4239.0000 0.9709 15.5341 FEEDCOW 1.3999 253.5250 0.5522 8.8348 GASOIL 12.2365 873.0000 1.4017 22.4266 GASOLINE 0.0348 2.4708 1.4099 22.5582 GAS_US_mini 0.0931 3.0450 3.0568 48.9091 GBP 0.0066 1.2608 0.5247 8.3954 GOLD_micro 10.5952 1926.6000 0.5499 8.7991 HEATOIL 0.0369 3.0389 1.2131 19.4096 JGB-SGX-mini 0.2521 146.5800 0.1720 2.7521 JPY 0.0000 0.0069 0.6420 10.2722 LEANHOG 1.2645 71.9000 1.7586 28.1382 LIVECOW 1.1073 180.8500 0.6123 9.7963 LUMBER-new 9.4643 531.5000 1.7807 28.4908 MILK 0.2926 18.2300 1.6051 25.6822 MXP 0.0004 0.0592 0.6769 10.8302 NASDAQ_micro 156.8891 14929.5000 1.0509 16.8139 NIKKEI 284.5360 31730.0000 0.8967 14.3479 NZD 0.0041 0.5921 0.6947 11.1152 OAT 0.6297 127.0800 0.4955 7.9281 OATIES 6.7205 489.2500 1.3736 21.9782 OJ 5.3445 308.5500 1.7321 27.7140 PALLAD 23.6275 1245.5000 1.8970 30.3525 PLAT 13.2830 943.2000 1.4083 22.5326 REDWHEAT 14.3980 763.2500 1.8864 30.1826 RICE 0.1481 16.3200 0.9072 14.5155 ROBUSTA 34.3793 2407.0000 1.4283 22.8529 RUSSELL 16.7149 1856.8000 0.9002 14.4032 SHATZ 0.0892 105.1300 0.0849 1.3583 SILVER-mini 0.3633 24.5375 1.4805 23.6882 SMI 74.7214 10971.0000 0.6811 10.8973 SOFR 0.0743 96.2350 0.0772 1.2354 SOYBEAN 16.4552 1372.2500 1.1991 19.1862 SOYMEAL 5.8021 412.2000 1.4076 22.5213 SOYOIL 0.9212 62.2500 1.4799 23.6777 SP400 19.4996 2585.8000 0.7541 12.0656 SP500_micro 31.4997 4406.0000 0.7149 11.4388 SUGAR11 0.3094 24.6200 1.2567 20.1071 US10 0.4383 110.0625 0.3982 6.3711 US10U 0.6086 114.1875 0.5330 8.5275 US2 0.1004 101.2539 0.0992 1.5870 US20 0.8906 119.8438 0.7432 11.8908 US30 1.3211 127.4375 1.0367 16.5866 US5 0.2741 105.7891 0.2591 4.1457 VIX 0.4844 18.9000 2.5628 41.0055 WHEAT 14.6991 633.0000 2.3221 37.1542 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 642.60 0.70 449.16 1.00 449.16 43859.62 97.65 -7.83 -76.45 BITCOIN 26.14 2.83 74.02 1.00 74.02 43859.62 592.51 -10.45 -619.31 BOBL 1158.60 0.25 286.77 1.09 311.49 43859.62 140.80 -13.93 -196.14 BTP 1152.90 0.58 669.64 1.09 727.37 43859.62 60.30 7.68 46.30 BUND 1324.40 0.47 624.01 1.09 677.80 43859.62 64.71 6.73 43.54 BUXL 1324.80 1.09 1447.88 1.09 1572.69 43859.62 27.89 -0.50 -1.38 CAC 722.25 0.79 571.33 1.09 620.58 43859.62 70.68 2.20 15.52 CAD 736.85 0.37 272.67 1.00 272.67 43859.62 160.85 -9.35 -150.33 CANOLA 163.54 1.06 173.05 0.74 127.79 43859.62 343.20 8.19 281.00 CHF 1416.06 0.46 644.70 1.00 644.70 43859.62 68.03 -13.71 -93.30 COCOA 343.70 1.09 373.43 1.00 373.43 43859.62 117.45 -1.47 -17.25 COFFEE 577.12 1.68 970.92 1.00 970.92 43859.62 45.17 -14.98 -67.66 COPPER 942.75 1.17 1098.41 1.00 1098.41 43859.62 39.93 -3.37 -13.46 CORN 244.00 1.86 453.05 1.00 453.05 43859.62 96.81 -7.38 -71.45 COTTON2 430.40 1.41 606.94 1.00 606.94 43859.62 72.26 1.85 13.35 CRUDE_W 783.10 1.27 995.13 1.00 995.13 43859.62 44.07 -0.73 -3.21 DAX 156.39 0.75 117.59 1.09 127.73 43859.62 343.37 -3.22 -110.54 DOW 171.28 0.58 99.43 1.00 99.43 43859.62 441.10 -6.68 -294.72 EUR 1352.62 0.45 606.50 1.00 606.50 43859.62 72.32 -7.84 -56.69 EURIBOR-ICE 2427.50 0.06 147.98 1.09 160.74 43859.62 272.86 -5.12 -139.65 EUROSTX 423.90 0.97 411.56 1.09 447.03 43859.62 98.11 2.05 20.09 FEEDCOW 1267.62 0.55 699.95 1.00 699.95 43859.62 62.66 -2.51 -15.75 GASOIL 873.00 1.40 1223.65 1.00 1223.65 43859.62 35.84 18.61 66.71 GASOLINE 1037.74 1.41 1463.09 1.00 1463.09 43859.62 29.98 18.71 56.08 GAS_US_mini 76.12 3.06 232.70 1.00 232.70 43859.62 188.48 -18.28 -344.61 GBP 788.00 0.52 413.47 1.00 413.47 43859.62 106.08 3.65 38.69 GOLD_micro 192.66 0.55 105.95 1.00 105.95 43859.62 413.96 -20.00 -827.91 HEATOIL 1276.34 1.21 1548.33 1.00 1548.33 43859.62 28.33 17.37 49.19 JGB-SGX-mini 146580.00 0.17 25212.91 0.01 173.09 43859.62 253.39 10.19 258.27 JPY 860.25 0.64 552.29 1.00 552.29 43859.62 79.41 -18.70 -148.47 LEANHOG 287.60 1.76 505.78 1.00 505.78 43859.62 86.72 12.68 110.00 LIVECOW 723.40 0.61 442.91 1.00 442.91 43859.62 99.03 5.22 51.74 LUMBER-new 146.16 1.78 260.27 1.00 260.27 43859.62 168.52 -11.84 -199.47 MILK 364.60 1.61 585.23 1.00 585.23 43859.62 74.94 -15.16 -113.62 MXP 296.25 0.68 200.53 1.00 200.53 43859.62 218.72 20.00 437.44 NASDAQ_micro 298.59 1.05 313.78 1.00 313.78 43859.62 139.78 -6.42 -89.77 NIKKEI 31730.00 0.90 28453.60 0.01 195.34 43859.62 224.53 15.40 345.72 NZD 592.15 0.69 411.37 1.00 411.37 43859.62 106.62 -4.24 -45.20 OAT 1270.80 0.50 629.69 1.09 683.97 43859.62 64.13 7.71 49.45 OATIES 244.62 1.37 336.03 1.00 336.03 43859.62 130.52 -2.96 -38.62 OJ 462.82 1.73 801.67 1.00 801.67 43859.62 54.71 20.00 109.42 PALLAD 1245.50 1.90 2362.75 1.00 2362.75 43859.62 18.56 -3.96 -7.34 PLAT 471.60 1.41 664.15 1.00 664.15 43859.62 66.04 -1.02 -6.74 REDWHEAT 381.62 1.89 719.90 1.00 719.90 43859.62 60.92 -10.35 -63.08 RICE 326.40 0.91 296.12 1.00 296.12 43859.62 148.12 10.74 159.09 ROBUSTA 240.70 1.43 343.79 1.00 343.79 43859.62 127.58 12.62 161.02 RUSSELL 92.84 0.90 83.57 1.00 83.57 43859.62 524.80 -5.32 -279.41 SHATZ 1051.30 0.08 89.25 1.09 96.94 43859.62 452.43 -10.51 -475.50 SILVER-mini 613.44 1.48 908.20 1.00 908.20 43859.62 48.29 -2.95 -14.25 SMI 1097.10 0.68 747.21 1.14 849.62 43859.62 51.62 -0.31 -1.63 SOFR 2405.88 0.08 185.76 1.00 185.76 43859.62 236.10 -6.23 -147.16 SOYBEAN 686.12 1.20 822.76 1.00 822.76 43859.62 53.31 14.27 76.07 SOYMEAL 412.20 1.41 580.21 1.00 580.21 43859.62 75.59 10.44 78.92 SOYOIL 373.50 1.48 552.73 1.00 552.73 43859.62 79.35 11.50 91.24 SP400 2585.80 0.75 1949.96 1.00 1949.96 43859.62 22.49 -4.51 -10.15 SP500_micro 220.30 0.71 157.50 1.00 157.50 43859.62 278.48 -7.68 -213.80 SUGAR11 275.74 1.26 346.53 1.00 346.53 43859.62 126.57 3.08 39.04 US10 1100.62 0.40 438.26 1.00 438.26 43859.62 100.08 -12.16 -121.66 US10U 1141.88 0.53 608.59 1.00 608.59 43859.62 72.07 -8.30 -59.78 US2 2025.08 0.10 200.86 1.00 200.86 43859.62 218.36 -20.00 -436.71 US20 1198.44 0.74 890.65 1.00 890.65 43859.62 49.24 -5.94 -29.27 US30 1274.38 1.04 1321.10 1.00 1321.10 43859.62 33.20 -8.95 -29.73 US5 1057.89 0.26 274.10 1.00 274.10 43859.62 160.01 -15.89 -254.26 VIX 189.00 2.56 484.38 1.00 484.38 43859.62 90.55 -20.00 -181.10 WHEAT 316.50 2.32 734.96 1.00 734.96 43859.62 59.68 -15.50 -92.51 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -76.451 0.013 2.5 -2.485 BITCOIN -619.311 0.048 2.5 -74.473 BOBL -196.141 0.004 2.5 -1.819 BTP 46.302 0.012 2.5 1.444 BUND 43.538 0.004 2.5 0.404 BUXL -1.384 0.004 2.5 -0.013 CAC 15.523 0.013 2.5 0.507 CAD -150.328 0.013 2.5 -4.886 CANOLA 280.996 0.008 2.5 5.886 CHF -93.301 0.013 2.5 -3.032 COCOA -17.249 0.007 2.5 -0.318 COFFEE -67.662 0.004 2.5 -0.681 COPPER -13.456 0.048 2.5 -1.618 CORN -71.447 0.008 2.5 -1.497 COTTON2 13.346 0.007 2.5 0.246 CRUDE_W -3.212 0.049 2.5 -0.393 DAX -110.535 0.013 2.5 -3.611 DOW -294.721 0.009 2.5 -6.581 EUR -56.689 0.013 2.5 -1.843 EURIBOR-ICE -139.646 0.012 2.5 -4.356 EUROSTX 20.094 0.013 2.5 0.656 FEEDCOW -15.755 0.014 2.5 -0.537 GASOIL 66.706 0.020 2.5 3.270 GASOLINE 56.084 0.020 2.5 2.750 GAS_US_mini -344.609 0.049 2.5 -42.203 GBP 38.694 0.013 2.5 1.258 GOLD_micro -827.914 0.015 2.5 -31.359 HEATOIL 49.190 0.020 2.5 2.412 JGB-SGX-mini 258.271 0.052 2.5 33.748 JPY -148.472 0.013 2.5 -4.826 LEANHOG 109.995 0.025 2.5 6.875 LIVECOW 51.737 0.014 2.5 1.763 LUMBER-new -199.473 0.007 2.5 -3.633 MILK -113.623 0.007 2.5 -2.096 MXP 437.441 0.066 2.5 71.958 NASDAQ_micro -89.772 0.009 2.5 -2.005 NIKKEI 345.718 0.052 2.5 45.175 NZD -45.197 0.013 2.5 -1.469 OAT 49.447 0.012 2.5 1.542 OATIES -38.621 0.008 2.5 -0.809 OJ 109.420 0.007 2.5 2.018 PALLAD -7.342 0.015 2.5 -0.278 PLAT -6.744 0.015 2.5 -0.255 REDWHEAT -63.079 0.005 2.5 -0.721 RICE 159.087 0.008 2.5 3.333 ROBUSTA 161.017 0.004 2.5 1.620 RUSSELL -279.412 0.013 2.5 -8.896 SHATZ -475.500 0.004 2.5 -4.410 SILVER-mini -14.247 0.015 2.5 -0.540 SMI -1.625 0.013 2.5 -0.053 SOFR -147.164 0.023 2.5 -8.543 SOYBEAN 76.067 0.003 2.5 0.609 SOYMEAL 78.924 0.003 2.5 0.632 SOYOIL 91.242 0.003 2.5 0.731 SP400 -10.154 0.013 2.5 -0.323 SP500_micro -213.798 0.009 2.5 -4.774 SUGAR11 39.039 0.007 2.5 0.715 US10 -121.662 0.005 2.5 -1.473 US10U -59.782 0.005 2.5 -0.724 US2 -436.713 0.005 2.5 -5.286 US20 -29.271 0.005 2.5 -0.354 US30 -29.725 0.005 2.5 -0.360 US5 -254.259 0.005 2.5 -3.077 VIX -181.097 0.059 2.5 -26.832 WHEAT -92.514 0.005 2.5 -1.057 ===================== Position diags ===================== AUD 3.17 BITCOIN 71.25 BOBL 1.31 BTP 1.88 BUND 0.60 BUXL 0.26 CAC 2.31 CAD 5.23 CANOLA 7.19 CHF 2.21 COCOA 2.17 COFFEE 0.45 COPPER 4.80 CORN 2.03 COTTON2 1.33 CRUDE_W 5.40 DAX 11.22 DOW 9.85 EUR 2.35 EURIBOR-ICE 8.51 EUROSTX 3.21 FEEDCOW 2.14 GASOIL 1.76 GASOLINE 1.47 GAS_US_mini 23.08 GBP 3.45 GOLD_micro 15.68 HEATOIL 1.39 JGB-SGX-mini 33.11 JPY 2.58 LEANHOG 5.42 LIVECOW 3.37 LUMBER-new 3.07 MILK 1.38 MXP 35.98 NASDAQ_micro 3.12 NIKKEI 29.34 NZD 3.47 OAT 2.00 OATIES 2.73 OJ 1.01 PALLAD 0.70 PLAT 2.50 REDWHEAT 0.70 RICE 3.10 ROBUSTA 1.28 RUSSELL 16.71 SHATZ 4.20 SILVER-mini 1.83 SMI 1.69 SOFR 13.71 SOYBEAN 0.43 SOYMEAL 0.61 SOYOIL 0.64 SP400 0.72 SP500_micro 6.22 SUGAR11 2.32 US10 1.21 US10U 0.87 US2 2.64 US20 0.60 US30 0.40 US5 1.94 VIX 13.42 WHEAT 0.68 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.5 -2.8 -2.2 NaN 0 BITCOIN -74.5 -81.6 -67.3 -12.0 -12 BOBL -1.8 -1.9 -1.7 -8.0 -8 BTP 1.4 1.3 1.6 6.0 6 BUND 0.4 0.3 0.5 1.0 1 BUXL -0.0 -0.0 0.0 -3.0 -3 CAC 0.5 0.3 0.7 NaN 0 CAD -4.9 -5.4 -4.4 -1.0 -1 CANOLA 5.9 5.2 6.6 NaN 0 CHF -3.0 -3.3 -2.8 -2.0 -2 COCOA -0.3 -0.5 -0.1 0.0 0 COFFEE -0.7 -0.7 -0.6 NaN 0 COPPER -1.6 -2.1 -1.1 -3.0 -3 CORN -1.5 -1.7 -1.3 -1.0 -1 COTTON2 0.2 0.1 0.4 0.0 0 CRUDE_W -0.4 -0.9 0.1 0.0 0 DAX -3.6 -4.7 -2.5 -5.0 -5 DOW -6.6 -7.6 -5.6 -5.0 -5 EUR -1.8 -2.1 -1.6 -7.0 -7 EURIBOR-ICE -4.4 -5.2 -3.5 -4.0 -4 EUROSTX 0.7 0.3 1.0 10.0 10 FEEDCOW -0.5 -0.8 -0.3 0.0 0 GASOIL 3.3 3.1 3.4 4.0 4 GASOLINE 2.7 2.6 2.9 4.0 4 GAS_US_mini -42.2 -44.5 -39.9 -25.0 -25 GBP 1.3 0.9 1.6 5.0 5 GOLD_micro -31.4 -32.9 -29.8 -21.0 -21 HEATOIL 2.4 2.3 2.6 0.0 0 JGB-SGX-mini 33.7 30.4 37.1 16.0 16 JPY -4.8 -5.1 -4.6 -6.0 -6 LEANHOG 6.9 6.3 7.4 6.0 6 LIVECOW 1.8 1.4 2.1 2.0 2 LUMBER-new -3.6 -3.9 -3.3 NaN 0 MILK -2.1 -2.2 -2.0 NaN 0 MXP 72.0 68.4 75.6 60.0 60 NASDAQ_micro -2.0 -2.3 -1.7 -4.0 -4 NIKKEI 45.2 42.2 48.1 36.0 36 NZD -1.5 -1.8 -1.1 1.0 1 OAT 1.5 1.3 1.7 1.0 1 OATIES -0.8 -1.1 -0.5 NaN 0 OJ 2.0 1.9 2.1 NaN 0 PALLAD -0.3 -0.3 -0.2 NaN 0 PLAT -0.3 -0.5 -0.0 -6.0 -6 REDWHEAT -0.7 -0.8 -0.7 -1.0 -1 RICE 3.3 3.0 3.6 NaN 0 ROBUSTA 1.6 1.5 1.7 1.0 1 RUSSELL -8.9 -10.6 -7.2 0.0 0 SHATZ -4.4 -4.8 -4.0 NaN 0 SILVER-mini -0.5 -0.7 -0.4 NaN 0 SMI -0.1 -0.2 0.1 -1.0 -1 SOFR -8.5 -9.9 -7.2 NaN 0 SOYBEAN 0.6 0.6 0.7 3.0 3 SOYMEAL 0.6 0.6 0.7 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 -4.8 -5.4 -4.2 -1.0 -1 SUGAR11 0.7 0.5 0.9 0.0 0 US10 -1.5 -1.6 -1.4 NaN 0 US10U -0.7 -0.8 -0.6 -3.0 -3 US2 -5.3 -5.6 -5.0 NaN 0 US20 -0.4 -0.4 -0.3 -1.0 -1 US30 -0.4 -0.4 -0.3 0.0 0 US5 -3.1 -3.3 -2.9 -7.0 -7 VIX -26.8 -28.2 -25.5 -16.0 -16 WHEAT -1.1 -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 -0.3 -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 -0.1 -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 -0.2 -0.0 -0.5 -0.2 -0.4 -0.3 -0.1 0.0 -0.3 0.1 -0.2 -1.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.3 -0.7 -0.3 -0.3 -0.1 -0.1 0.3 -0.1 0.3 BOBL 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 -1.2 -0.5 -1.2 -1.0 -0.0 -0.0 0.0 -0.2 -0.0 0.5 -0.0 0.1 -0.0 0.0 -0.1 -0.0 -2.8 0.1 0.2 0.1 0.1 -0.3 -0.3 -0.3 -0.2 BTP -0.2 -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 0.1 0.1 0.1 0.4 -0.2 -0.3 0.0 0.1 BUND -0.1 -0.0 0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.1 -0.0 -0.2 -0.0 -0.0 0.4 0.5 0.4 0.4 -0.0 -0.0 0.0 -0.2 -0.0 0.3 -0.0 0.1 -0.0 0.0 -0.1 -0.0 2.8 0.1 0.1 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 -0.0 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 -0.2 0.3 -0.1 -0.3 -0.0 -0.1 0.1 -0.1 0.2 -0.0 1.1 0.3 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 0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.1 -0.4 -0.3 -0.5 -0.1 -0.2 -0.3 -0.3 -0.2 CANOLA -0.3 0.5 0.5 0.0 0.1 -0.0 0.0 -0.1 0.0 0.1 0.1 0.0 -0.1 0.0 0.1 -0.3 0.7 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 0.6 -0.0 0.5 0.4 -0.2 0.1 0.0 0.3 CHF -0.4 0.1 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 -0.9 -0.8 -0.8 -0.8 0.0 0.1 -0.2 0.2 -0.1 -0.5 0.0 -0.1 0.1 -0.0 0.1 -0.0 -3.0 -0.2 0.1 0.4 0.0 -0.2 -0.3 -0.3 -0.3 COCOA -0.5 0.0 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 -0.6 -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 -0.0 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 -0.0 -0.2 -0.1 -0.3 -0.1 -0.2 -0.2 0.2 0.0 0.1 -0.2 -0.2 -0.1 -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 -0.0 -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 0.0 -0.0 0.0 -0.0 -0.0 0.3 -0.0 0.2 0.2 -0.1 0.1 -0.3 0.2 -0.2 CORN -0.4 -0.2 0.0 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 -0.1 -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 0.1 -0.0 0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.3 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 -0.2 0.0 0.3 0.3 -0.2 -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 0.2 0.1 -0.4 0.1 -0.1 0.1 -0.0 0.1 0.0 -2.4 -0.7 -0.5 -0.5 -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 -0.2 0.2 -0.1 0.4 -0.1 -0.1 -0.5 -0.4 -0.5 -0.5 -0.1 0.0 -0.2 0.2 -0.1 0.9 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.5 0.3 0.2 -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 0.2 -0.1 0.3 -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 0.1 0.5 0.4 -0.1 -0.1 -0.3 -0.1 EUR -0.4 -0.1 -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 -0.1 -1.2 -0.5 0.1 -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 0.1 -0.1 0.0 -0.2 0.0 -0.0 -0.5 -0.5 -0.5 -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 -0.2 -0.0 -0.0 0.0 -0.1 0.1 -0.0 -0.1 0.2 -0.1 0.4 -0.1 -0.1 -0.3 -0.0 -0.3 -0.2 -0.0 0.0 -0.1 0.2 -0.1 0.2 -0.0 -0.1 0.0 -0.1 0.2 -0.0 1.0 0.2 0.3 -0.0 -0.0 0.3 0.0 0.3 0.1 FEEDCOW -0.2 0.1 0.4 0.0 0.1 -0.0 0.0 -0.1 0.0 0.2 0.4 -0.0 0.6 0.1 0.2 -0.1 -1.2 -1.2 -1.2 0.2 0.2 0.1 0.4 0.1 0.2 0.1 0.1 0.3 0.0 0.5 0.0 -3.2 0.1 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 0.1 0.2 0.1 -0.0 0.2 0.2 1.2 1.0 1.2 1.0 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 0.3 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 -0.1 -0.0 0.1 0.2 1.2 1.2 1.2 1.2 0.2 0.2 -0.0 0.4 0.1 -1.1 0.1 -0.0 0.2 -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 -0.1 0.2 -0.1 0.4 -0.1 0.0 0.0 -0.0 0.0 -0.0 0.0 0.1 -0.1 0.2 -0.1 -0.0 0.0 -0.1 0.1 -0.0 0.1 -0.0 0.5 0.2 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 0.2 -0.2 -0.1 0.2 -0.2 -0.2 -1.0 -0.8 -1.0 -0.9 -0.2 -0.1 -0.1 0.1 -0.2 -0.6 -0.0 0.1 -0.0 -0.0 0.0 -0.1 -2.7 -0.2 -0.3 -0.0 -0.5 -0.3 -0.3 -0.1 -0.3 HEATOIL 0.1 0.5 0.5 0.1 -0.0 0.1 0.0 0.0 0.0 0.2 0.2 0.1 -0.1 0.2 0.2 1.2 1.2 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 0.2 0.5 0.5 0.5 0.0 0.0 -0.0 -0.0 JGB-SGX-mini -0.3 -0.5 -0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.1 -0.0 0.1 -0.1 -0.0 1.0 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 -0.0 -0.2 -0.2 0.1 -0.3 -0.1 0.1 0.1 JPY -0.3 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 -0.1 -0.1 -0.2 -0.5 -0.1 -0.3 -0.1 -0.3 LEANHOG -0.5 0.3 0.2 0.0 0.1 -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 -0.0 -0.1 -0.0 -0.2 -0.0 3.2 -0.4 -0.2 -0.2 -0.3 -0.1 0.0 0.3 0.3 LIVECOW -0.4 -0.1 0.4 0.0 0.1 -0.0 0.0 -0.1 0.0 0.1 0.4 -0.1 0.6 0.0 0.2 -0.6 0.3 0.0 0.5 0.1 0.2 -0.1 0.4 -0.0 0.2 0.1 0.0 0.2 -0.0 0.3 0.0 0.4 -0.7 0.2 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 0.0 -0.1 0.0 -0.3 0.0 -0.0 -0.0 -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 0.0 0.2 0.0 -0.5 -0.3 -0.3 -0.2 -0.3 MXP -0.3 -0.3 0.2 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.2 0.4 0.1 0.5 0.1 0.1 1.0 1.0 1.0 1.0 0.1 0.2 0.2 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 0.4 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.2 -0.1 0.2 -0.1 0.1 -0.6 -0.5 -0.6 -0.6 0.0 0.1 -0.1 0.3 -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 -0.1 0.3 -0.1 0.4 -0.1 0.1 1.0 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 0.4 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 -0.1 -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 -0.1 -0.0 0.2 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.1 -0.0 -0.2 -0.0 -0.0 0.3 0.5 0.4 0.4 -0.0 -0.0 0.0 -0.2 -0.0 0.4 -0.0 0.1 -0.0 0.0 -0.1 -0.0 2.9 0.1 0.1 0.0 0.1 -0.3 -0.3 -0.0 0.1 OATIES -0.1 0.3 0.5 0.0 0.1 -0.0 0.0 -0.1 0.0 0.2 0.3 0.1 -0.2 0.1 0.1 -1.2 -0.2 -1.0 -0.7 0.2 0.2 0.2 0.2 0.2 -1.1 0.0 0.1 0.1 0.1 0.1 0.0 -3.2 0.7 0.5 0.4 0.5 0.0 0.3 0.2 0.3 OJ -0.3 0.3 0.2 0.0 0.1 -0.0 0.0 -0.1 0.0 0.0 0.3 0.0 0.5 0.1 0.1 1.2 1.2 1.2 1.2 0.2 0.2 0.2 0.4 0.2 -1.1 0.1 0.0 0.1 0.0 0.2 0.0 3.2 0.7 0.5 0.5 0.5 0.2 0.1 0.3 0.2 PALLAD 0.2 0.3 -0.3 -0.0 0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.2 -0.0 -0.3 -0.0 -0.1 -0.1 -0.1 -0.2 -0.2 -0.1 -0.1 0.0 -0.4 -0.0 -0.1 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.3 -0.2 0.3 -0.0 -0.2 -0.3 -0.0 0.1 0.0 PLAT -0.1 -0.0 -0.5 -0.0 0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.2 0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.2 -0.2 -0.1 -0.1 0.1 -0.1 -0.0 0.7 -0.0 0.1 -0.0 0.0 -0.0 -0.0 0.4 0.4 0.1 0.1 -0.3 0.0 -0.2 0.2 -0.2 REDWHEAT -0.5 -0.2 -0.0 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.1 -0.1 -0.2 -0.1 -0.0 -0.2 0.1 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.5 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -1.5 -0.2 -0.4 -0.4 0.0 -0.3 -0.3 -0.1 -0.1 RICE -0.0 0.4 0.2 0.0 0.1 -0.0 0.0 -0.1 0.0 0.1 0.1 -0.0 0.0 0.1 0.1 -0.7 1.2 0.7 1.2 0.1 0.0 0.0 0.0 0.0 -1.1 0.0 0.1 0.1 0.0 0.0 0.0 3.2 -0.4 0.2 0.1 0.4 -0.1 -0.3 0.1 -0.2 ROBUSTA -0.3 -0.3 0.1 0.0 0.1 -0.0 0.0 -0.1 0.0 -0.1 0.2 -0.1 0.3 -0.1 0.0 1.2 1.2 1.2 1.2 0.0 0.1 -0.1 0.4 -0.1 -0.6 0.0 -0.0 0.1 -0.0 0.2 -0.0 3.2 -0.7 -0.2 -0.4 0.4 -0.1 -0.2 0.1 -0.1 RUSSELL -0.5 0.1 0.4 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.2 0.1 -0.1 -0.0 -0.1 0.0 -0.5 -0.3 -0.4 -0.4 -0.0 0.0 -0.2 0.0 -0.2 -0.1 -0.0 -0.1 0.0 -0.1 0.1 -0.0 -0.1 -0.2 -0.1 0.3 0.4 -0.1 -0.1 -0.3 -0.2 SHATZ 0.2 0.2 -0.3 -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 -1.1 -0.7 -0.0 -0.1 0.0 -0.3 0.0 0.6 -0.0 0.1 -0.1 0.0 -0.1 0.0 -1.6 0.1 0.3 0.2 -0.0 -0.3 -0.3 -0.3 -0.3 SILVER-mini -0.3 0.0 -0.2 -0.0 0.0 -0.0 -0.0 0.0 -0.0 0.1 0.0 -0.0 0.1 -0.0 -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 0.1 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 -0.0 0.1 -0.1 0.1 -0.1 -0.1 -0.2 0.1 -0.2 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 0.2 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 1.5 0.3 0.5 -0.0 -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 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.4 -0.3 -0.1 -0.1 -0.1 -0.3 -0.3 -0.1 -0.0 SOYBEAN -0.2 0.2 0.4 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 0.1 0.0 -0.0 0.0 0.0 0.7 1.2 0.9 1.0 0.0 0.0 0.1 0.0 0.0 -1.0 0.0 0.0 0.0 0.0 0.0 0.0 3.2 0.4 -0.1 0.1 0.2 -0.1 0.1 -0.1 0.3 SOYMEAL -0.2 0.1 -0.3 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.1 0.0 0.1 -0.0 -0.0 0.5 1.2 0.9 1.1 -0.0 -0.0 0.1 0.0 0.0 -1.1 0.0 0.1 0.0 0.0 0.1 0.0 3.2 0.3 -0.1 0.0 0.1 -0.2 -0.2 -0.1 -0.2 SOYOIL -0.1 0.5 0.5 0.0 0.1 -0.0 0.0 -0.1 0.0 0.0 0.1 0.0 -0.0 0.1 0.1 0.9 0.6 0.7 0.6 0.1 0.1 0.0 0.1 0.1 -1.1 0.0 -0.0 0.1 0.0 0.0 0.0 0.8 0.3 0.1 0.3 0.5 0.0 0.1 0.2 0.3 SP400 -0.5 0.1 0.4 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.1 0.1 -0.1 0.2 -0.1 0.1 -0.4 -0.3 -0.4 -0.3 -0.0 0.1 -0.3 0.1 -0.1 -0.6 -0.0 -0.0 0.0 -0.1 0.1 -0.0 0.1 -0.3 -0.1 0.3 0.4 0.0 -0.1 -0.2 -0.2 SP500_micro -0.5 -0.3 0.4 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.1 0.3 -0.1 0.3 -0.1 0.1 -0.8 -0.5 -0.7 -0.7 0.0 0.1 -0.2 0.3 -0.1 -1.0 0.0 -0.0 0.1 -0.0 0.2 -0.0 -1.2 0.3 -0.0 0.4 0.5 -0.1 -0.2 -0.2 -0.2 SUGAR11 -0.1 -0.2 -0.2 0.0 0.1 -0.0 0.0 -0.1 0.0 0.1 0.2 0.0 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 0.1 0.2 0.0 0.5 -0.0 0.6 0.3 -0.0 -0.2 0.0 -0.2 -0.3 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 -0.0 -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 -0.4 -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 -0.2 -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 -0.3 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 -0.0 -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 -0.1 -0.3 -0.2 -0.2 -0.3 -0.3 0.3 0.3 US30 -0.3 -0.3 -0.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.5 -0.2 -0.4 -0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.4 -0.0 -0.3 -0.2 -0.2 -0.3 -0.3 0.3 0.3 US5 -0.2 -0.2 -0.5 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.8 -0.5 -0.8 -0.7 -0.1 -0.1 -0.1 -0.2 -0.1 0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -2.2 -0.3 -0.1 -0.0 -0.2 -0.3 -0.3 0.0 -0.2 VIX 0.8 0.4 -0.8 -0.1 0.0 -0.3 0.0 -0.5 0.0 0.1 -0.6 0.1 -0.8 0.1 -0.3 -1.8 -1.8 -1.8 -1.8 -0.2 -0.3 0.1 -0.6 0.0 NaN -0.1 0.0 -0.4 0.0 -0.6 0.0 NaN NaN NaN NaN NaN -0.4 -0.4 NaN NaN WHEAT -0.5 -0.0 0.3 0.0 0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.2 -0.1 -0.0 -0.6 -0.5 -0.6 -0.6 -0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -3.2 -0.2 -0.3 -0.3 0.0 -0.3 -0.2 -0.2 -0.1 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -20.0 -10.1 -1.2 -0.5 -1.8 1.7 -2.9 1.5 -3.0 -5.4 -10.2 -11.6 -6.0 -13.0 -10.9 -3.0 -2.7 -2.9 -2.8 -12.7 -7.9 -10.7 -6.5 -15.7 2.7 -3.8 -1.0 -2.1 -3.3 -1.7 -4.9 -0.6 -3.6 -6.4 -14.8 -11.5 -4.6 -20.0 -0.3 6.4 BITCOIN -16.8 -12.0 2.3 -3.5 4.4 -0.0 -0.8 1.6 -5.0 -18.4 13.8 -20.0 2.2 -18.6 -5.0 -8.2 -4.2 -7.2 -5.8 -9.9 3.6 -20.0 4.2 -20.0 -20.0 -4.8 -10.7 -0.0 -13.5 1.4 -10.3 -1.8 -20.0 -10.7 -13.8 -3.0 -9.1 20.0 -7.7 20.0 BOBL 0.3 3.4 -0.4 -2.3 1.8 -2.1 -0.6 -2.4 -2.0 5.5 -3.7 -0.4 -6.9 0.1 -4.7 -20.0 -9.1 -20.0 -17.5 -2.9 -4.6 2.1 -8.6 -1.2 9.7 -1.3 4.5 -1.7 1.3 -3.2 -0.6 -17.5 3.4 6.1 5.2 2.5 -20.0 -20.0 -20.0 -14.9 BTP -9.3 -4.0 10.3 -3.6 2.9 -3.2 -0.9 -3.7 -3.2 8.8 6.1 -0.7 0.1 -3.5 -0.7 4.9 8.0 5.4 6.5 -1.7 1.0 1.8 -1.9 -3.0 -6.8 -1.1 7.3 1.2 1.3 0.1 -1.9 16.9 3.3 3.2 3.7 15.8 -18.7 -20.0 0.0 7.6 BUND -4.6 -0.4 5.4 -2.4 1.9 -2.2 -0.6 -2.5 -2.1 5.8 -4.9 -0.6 -7.5 -4.1 -5.5 6.3 8.8 6.4 7.0 -3.9 -4.4 1.2 -8.0 -2.9 5.9 -2.0 4.5 -1.7 0.8 -2.9 -1.5 17.8 2.7 2.0 1.8 3.3 -20.0 -20.0 -17.2 -1.3 BUXL -8.0 -3.4 6.7 -2.8 2.2 -2.5 -0.7 -2.8 -2.4 7.0 -8.4 -1.5 -9.4 -6.3 -6.9 0.5 1.1 1.0 1.4 -6.0 -6.3 -0.0 -10.5 -5.3 0.6 -2.6 3.7 -2.0 0.0 -2.8 -2.4 6.5 2.5 -2.4 -1.9 3.3 -20.0 -20.0 -2.9 12.8 CAC -12.9 -4.0 -11.4 -2.8 -3.6 1.3 -7.4 2.6 -7.0 -10.2 12.7 -15.2 18.4 -7.6 -3.1 -6.4 -0.5 -5.1 -2.8 -3.9 6.1 -12.2 16.4 -10.8 -4.8 -1.9 -4.3 3.2 -6.8 7.5 -6.0 7.0 8.2 19.0 3.6 -2.3 20.0 -0.7 20.0 2.6 CAD -20.0 -12.2 7.4 -0.9 -3.0 3.0 -5.0 2.6 -5.1 -19.0 4.8 -20.0 -9.7 -20.0 -8.8 -2.0 -2.0 -2.1 -2.2 -15.2 -2.7 -20.0 -4.0 -20.0 1.0 -5.0 -5.1 -0.6 -8.2 -0.6 -9.1 0.6 -11.4 -10.1 -20.0 -3.9 -16.6 -20.0 -20.0 -17.2 CANOLA -10.9 20.0 20.0 0.6 4.1 -0.8 1.3 -2.2 0.4 9.2 5.3 5.3 -5.2 5.3 7.5 -5.0 12.6 3.3 9.4 11.5 7.7 8.9 -0.2 8.2 -20.0 2.4 2.5 1.0 2.1 -1.0 1.9 6.9 17.2 -0.8 20.0 16.7 -15.7 8.2 3.7 20.0 CHF -16.3 4.6 3.0 -0.7 -2.4 2.4 -4.1 2.1 -4.2 -11.2 9.4 -15.8 13.6 -5.0 1.5 -14.6 -13.2 -14.3 -13.9 2.9 10.4 -12.2 10.9 -7.3 -8.6 1.8 -5.8 4.6 -4.8 4.2 -2.5 -19.1 -5.2 4.9 14.8 0.7 -18.2 -20.0 -20.0 -20.0 COCOA -20.0 1.5 13.5 1.1 8.3 -1.6 2.7 -4.4 0.8 3.3 20.0 -4.3 20.0 6.3 16.7 -9.9 -2.1 -4.9 -2.8 20.0 20.0 -0.3 20.0 6.4 -11.8 6.7 -0.3 10.8 -0.3 10.8 1.7 -16.5 13.0 -0.9 19.4 20.0 -10.5 -15.1 14.2 -3.4 COFFEE -7.7 -10.2 -16.2 1.1 7.7 -1.5 2.5 -4.1 0.7 -0.6 -9.4 -12.9 -11.4 -15.5 -18.8 -2.7 2.8 0.3 1.9 -20.0 -18.5 -10.3 -14.8 -18.1 -20.0 -5.6 2.4 -3.5 -3.9 -2.2 -6.3 -8.3 -20.0 -12.6 -20.0 -13.8 -20.0 -20.0 -13.3 -12.6 COPPER -12.0 3.0 -3.6 -2.0 2.6 -0.0 -0.5 0.9 -2.9 7.5 -6.0 -5.7 -3.3 -6.6 -3.4 -6.4 -2.2 -4.6 -3.3 -4.9 -4.1 0.1 -3.4 -5.0 -4.2 -1.4 3.9 -1.6 0.6 -1.7 -1.6 1.8 -0.7 6.6 6.8 -3.8 4.3 -20.0 12.2 -17.4 CORN -15.2 -9.8 0.7 0.4 2.9 -0.6 0.9 -1.5 0.3 2.8 -5.6 -5.0 -5.7 -6.3 -6.4 -8.3 5.3 -5.2 -0.4 -6.4 -5.5 -3.3 -4.1 -6.2 -7.0 -1.1 0.3 -1.4 -1.0 -1.9 -1.6 -7.7 -4.0 -9.3 -12.5 1.1 -3.1 7.4 1.0 14.5 COTTON2 -2.7 10.9 10.2 0.7 5.3 -1.0 1.7 -2.8 0.5 -4.3 6.4 -7.1 -9.1 4.5 6.6 6.6 6.9 7.2 5.9 5.8 4.3 -0.1 -1.3 2.2 -20.0 3.1 2.1 2.6 0.2 1.3 1.3 -2.4 -5.9 1.8 11.4 12.8 -18.9 -15.5 11.5 9.1 CRUDE_W -0.6 20.0 10.5 6.3 -0.1 3.8 1.5 1.6 5.0 -17.5 13.2 -13.6 -8.0 13.9 16.6 8.3 8.3 7.5 7.3 20.0 15.9 -8.5 7.3 10.8 -7.0 6.5 -4.4 5.6 -2.7 3.9 2.5 -15.3 -20.0 -20.0 -19.1 -5.5 16.0 12.3 18.0 7.1 DAX -19.4 -8.4 -7.5 -2.5 -3.3 1.2 -6.8 2.4 -6.4 -13.0 8.7 -16.7 15.8 -13.6 -8.6 -8.5 -6.9 -8.4 -8.0 -8.2 3.2 -15.0 11.9 -15.3 16.6 -4.0 -4.5 0.6 -6.6 3.9 -6.9 -3.3 8.7 6.9 -4.7 -4.6 20.0 0.6 20.0 7.0 DOW -20.0 7.0 10.6 -2.5 -3.3 1.1 -6.8 2.4 -6.4 -15.5 11.6 -16.9 12.6 -4.1 8.1 -11.6 -7.7 -10.9 -9.6 3.5 10.1 -20.0 8.5 -12.2 -10.3 1.7 -7.5 4.4 -8.1 4.0 -4.1 -5.3 -10.9 4.8 20.0 15.1 -9.0 -5.5 -20.0 -5.0 EUR -16.3 -3.0 -0.1 -0.7 -2.4 2.4 -4.1 2.1 -4.2 -16.1 2.8 -18.0 10.3 -17.0 -5.5 -6.5 -6.8 -6.5 -6.6 -5.8 2.4 -17.0 3.4 -14.2 14.9 -2.2 -7.5 1.5 -7.6 1.6 -6.1 -7.3 -16.2 4.6 -4.0 -11.7 -3.1 -19.9 2.1 2.1 EURIBOR-ICE 0.2 8.0 2.5 -2.2 1.8 -2.0 -0.6 -2.3 -2.0 5.0 -3.9 0.9 -6.6 2.6 -2.8 -8.3 -7.7 -9.2 -9.0 -1.9 -4.0 2.8 -8.1 -0.2 17.1 -0.9 4.1 -1.5 1.5 -3.3 -0.1 -10.5 4.8 7.2 6.8 2.0 -20.0 -20.0 20.0 7.7 EUROSTX -15.6 -8.1 -9.5 -2.3 -2.9 1.0 -6.1 2.1 -5.7 -10.5 10.1 -13.9 15.2 -11.4 -6.5 -4.6 -0.7 -4.4 -3.0 -4.4 4.5 -11.2 11.8 -10.5 4.6 -2.7 -4.1 1.9 -6.1 5.4 -5.9 6.6 5.7 13.5 -0.3 -1.1 20.0 2.8 20.0 9.1 FEEDCOW -7.4 5.6 16.7 1.3 9.5 -1.8 3.0 -5.0 0.9 16.4 20.0 -0.1 20.0 12.4 20.0 -2.5 -20.0 -20.0 -20.0 20.0 20.0 8.3 20.0 10.9 3.8 8.7 6.0 14.6 3.1 16.4 3.8 -20.0 1.7 20.0 20.0 20.0 4.6 -13.1 18.9 -5.4 GASOIL 13.7 20.0 20.0 5.2 -0.1 3.1 1.2 1.3 4.1 11.9 10.1 14.5 -1.5 18.5 18.9 20.0 17.4 19.9 16.3 20.0 20.0 16.3 11.3 20.0 12.2 6.4 0.8 3.9 2.5 1.5 5.5 0.0 8.2 20.0 20.0 16.5 -12.0 2.4 -15.7 -5.1 GASOLINE -0.9 20.0 17.6 6.2 -0.1 3.8 1.5 1.6 4.9 -16.6 19.1 -11.1 -0.6 16.4 19.9 20.0 20.0 20.0 20.0 20.0 20.0 -1.8 20.0 17.5 -20.0 7.4 -1.0 7.3 -0.4 6.3 3.7 20.0 -7.8 -20.0 -5.3 16.2 14.7 14.6 17.3 3.4 GAS_US_mini 0.2 15.0 17.1 4.8 -0.6 2.8 1.2 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 -20.0 -20.0 -20.0 -15.7 8.0 9.1 -2.8 0.3 GBP -12.2 -5.6 8.7 -0.8 -2.7 2.7 -4.5 2.3 -4.6 -10.7 11.7 -14.4 12.7 -13.4 0.8 0.3 -0.8 0.1 -0.4 1.7 10.7 -9.7 9.6 -6.6 -0.9 1.4 -10.0 5.6 -5.5 3.6 -3.3 3.1 4.8 16.2 2.6 5.4 3.0 12.8 7.9 20.0 GOLD_micro -18.4 -9.7 -15.4 -3.5 4.4 -0.0 -0.8 1.6 -5.0 17.3 -7.6 -14.4 6.4 -18.3 -20.0 -17.4 -12.9 -16.4 -14.9 -20.0 -10.7 -9.2 2.4 -20.0 -11.4 -5.7 5.6 -1.9 -2.5 1.7 -6.8 -17.3 -6.7 -13.6 -0.6 -19.5 -20.0 -20.0 -11.2 -20.0 HEATOIL 5.9 20.0 20.0 6.3 -0.1 3.8 1.5 1.6 4.9 14.8 10.5 10.9 -3.4 19.9 20.0 20.0 19.5 20.0 17.4 20.0 20.0 19.1 13.9 20.0 -20.0 7.8 1.4 5.5 2.9 3.3 6.2 2.5 6.4 20.0 20.0 20.0 3.7 0.2 -1.9 -2.0 JGB-SGX-mini -13.9 -20.0 -4.9 -2.3 1.8 -2.1 -0.6 -2.4 -2.0 -1.3 4.2 -5.3 4.8 -7.0 -5.9 16.2 19.7 14.1 15.5 -5.8 -0.4 -3.6 2.8 -6.8 0.3 -2.0 0.0 -0.5 -1.1 0.1 -2.2 20.0 -1.3 -9.1 -7.3 5.9 -20.0 -7.9 4.9 7.5 JPY -13.6 0.1 -16.0 -0.4 -1.4 1.4 -2.4 1.2 -2.4 -3.4 -10.3 -9.6 -9.6 -10.2 -10.7 -15.7 -13.7 -15.9 -15.2 -13.9 -14.1 -8.4 -14.3 -12.5 20.0 -3.8 -0.9 -3.6 -2.4 -3.6 -3.6 -20.0 -1.5 -4.5 -7.8 -20.0 -8.1 -20.0 -8.2 -20.0 LEANHOG -20.0 12.6 10.0 0.6 4.4 -0.9 1.4 -2.3 0.4 -6.5 -3.1 -9.1 -5.6 -7.3 6.0 20.0 20.0 20.0 20.0 -2.4 -5.0 -8.9 -9.8 -6.8 11.3 -2.9 -2.7 -5.1 -3.9 -7.1 -3.5 20.0 -12.6 -9.1 -6.7 -11.1 -7.2 1.2 19.8 20.0 LIVECOW -16.0 -5.0 17.1 1.3 9.3 -1.8 3.0 -5.0 0.9 4.5 20.0 -12.3 20.0 0.1 18.3 -9.9 5.6 0.4 9.2 17.6 20.0 -4.4 20.0 -0.3 4.7 6.8 2.7 11.8 -1.2 12.1 0.5 2.4 -20.0 8.5 20.0 20.0 -20.0 -20.0 -20.0 -19.5 LUMBER-new -2.6 -8.1 3.1 1.2 8.6 -1.3 2.8 -3.3 0.8 15.8 -18.4 13.5 -20.0 -12.2 -13.0 -15.6 -12.9 -13.6 -13.1 -8.6 -9.0 8.1 -8.9 -2.8 NaN -2.6 4.4 -2.5 4.3 -2.0 -0.1 -20.0 20.0 8.5 -19.3 -0.2 -20.0 -20.0 -14.0 -20.0 MILK 8.9 20.0 9.8 0.5 3.7 -0.7 1.2 -2.0 0.4 0.8 -5.6 0.7 -9.0 5.0 -1.6 -0.0 -20.0 -20.0 -20.0 -1.1 -8.2 2.1 -12.0 2.8 -2.4 -1.1 0.9 -4.0 0.7 -5.1 0.8 -20.0 0.3 7.1 2.0 -20.0 -20.0 -20.0 -16.0 -20.0 MXP -11.2 -11.0 7.0 -0.7 -2.4 2.4 -4.0 2.1 -4.1 16.5 18.0 11.0 19.2 7.3 14.6 16.2 17.7 17.4 17.5 14.1 20.0 14.0 20.0 9.1 -20.0 5.8 8.3 9.8 5.6 12.0 3.5 20.0 20.0 20.0 12.6 20.0 20.0 6.1 20.0 20.0 NASDAQ_micro -20.0 -20.0 17.6 -1.7 -2.2 0.8 -4.7 1.6 -4.4 -0.8 10.9 -7.1 8.4 -6.9 6.5 -10.2 -8.0 -10.4 -9.6 3.4 13.8 -5.7 13.6 -6.3 -20.0 1.5 0.1 5.4 -1.7 6.0 -2.0 -5.5 13.3 5.9 6.0 20.0 -8.4 -13.2 -19.9 -15.7 NIKKEI -20.0 -18.7 13.7 -2.5 -3.3 1.2 -6.8 2.4 -6.4 -7.1 14.3 -13.3 15.2 -14.0 7.8 16.1 12.6 15.1 13.7 2.8 19.0 -10.1 20.0 -10.2 -6.4 1.7 -1.3 7.9 -3.5 8.9 -3.4 20.0 11.7 17.8 -6.6 20.0 4.2 2.8 -2.2 8.9 NZD -20.0 -9.1 -5.7 -0.5 -1.7 1.7 -2.9 1.5 -3.0 -7.6 -8.8 -11.7 -0.3 -12.9 -10.8 -0.3 0.4 0.1 0.3 -11.7 -6.7 -11.3 -4.9 -15.2 0.5 -3.7 -1.8 -1.9 -3.8 -1.2 -4.9 4.8 -5.5 -3.2 -10.6 -12.0 -1.4 -13.0 2.8 7.5 OAT -5.0 -1.6 6.8 -2.7 2.1 -2.4 -0.7 -2.7 -2.3 6.6 -5.4 -0.2 -7.8 -4.4 -5.3 5.4 8.7 6.3 7.4 -4.0 -4.2 1.6 -7.5 -3.0 8.0 -2.1 5.4 -1.7 1.1 -3.0 -1.6 18.3 3.7 2.5 1.5 5.0 -20.0 -20.0 -0.7 3.9 OATIES -3.3 11.5 20.0 1.0 6.9 -1.3 2.2 -3.7 0.7 16.4 14.4 15.5 -7.5 13.7 16.0 -20.0 -3.4 -16.3 -11.2 20.0 20.0 20.0 11.9 20.0 -20.0 5.8 10.6 5.0 7.9 2.4 5.7 -20.0 20.0 20.0 16.9 20.0 2.0 20.0 15.1 20.0 OJ -11.7 10.2 6.3 0.9 6.5 -1.3 2.1 -3.5 0.6 1.6 16.6 6.0 17.1 13.3 15.2 20.0 20.0 20.0 20.0 20.0 20.0 15.3 20.0 20.0 -20.0 6.1 1.5 6.7 4.0 7.8 5.5 20.0 20.0 20.0 20.0 20.0 15.7 5.1 20.0 16.6 PALLAD 9.3 10.5 -11.4 -1.7 2.2 -0.0 -0.4 0.8 -2.4 -0.0 -11.3 -0.1 -11.7 -3.6 -10.2 -1.9 -2.5 -2.7 -2.8 -7.8 -14.5 0.7 -20.0 -2.2 -2.8 -2.6 0.2 -4.1 0.5 -4.8 -0.7 1.9 -5.2 12.7 -1.5 -9.5 -19.3 -2.1 5.0 1.5 PLAT -4.7 -1.6 -18.6 -2.0 2.5 -0.0 -0.5 0.9 -2.8 11.7 -9.8 0.9 -2.0 -5.5 -10.6 -3.3 -2.1 -3.1 -2.7 -9.6 -9.0 5.9 -4.5 -4.0 13.1 -2.9 6.3 -2.4 2.6 -1.0 -1.2 2.4 11.9 4.0 2.0 -11.6 2.5 -16.3 15.6 -12.2 REDWHEAT -20.0 -7.8 -1.2 0.5 3.7 -0.7 1.2 -2.0 0.4 4.0 -3.6 -7.8 -8.3 -8.8 -5.9 -4.0 2.2 -1.7 0.9 -7.4 -4.3 -5.5 -3.4 -9.7 -9.9 -2.0 0.8 -1.1 -1.5 -0.6 -2.7 -9.5 -5.7 -17.8 -14.0 1.7 -20.0 -19.4 -9.7 -7.1 RICE -1.4 14.9 9.0 1.0 7.4 -1.4 2.4 -4.0 0.7 7.2 2.8 -0.2 0.3 10.7 13.7 -12.1 20.0 11.5 20.0 9.4 5.9 3.6 1.8 5.4 -20.0 4.0 6.3 2.8 1.7 0.8 2.1 20.0 -12.1 6.9 3.9 15.5 -6.6 -20.0 6.2 -13.1 ROBUSTA -11.8 -10.1 4.8 0.7 5.3 -1.0 1.7 -2.8 0.5 -6.5 10.2 -9.7 10.6 -7.5 1.4 20.0 20.0 20.0 20.0 1.1 12.0 -8.8 16.9 -7.4 -12.3 0.5 -0.4 5.4 -3.7 7.5 -3.2 20.0 -20.0 -6.6 -15.7 17.7 -4.4 -17.6 10.9 -8.3 RUSSELL -20.0 4.1 16.5 -2.4 -3.1 1.1 -6.5 2.3 -6.1 -13.4 3.2 -16.5 -0.9 -11.1 4.5 -7.7 -5.5 -7.2 -6.5 -1.7 6.0 -20.0 1.6 -18.1 -2.4 -0.4 -4.3 2.3 -7.1 1.9 -5.4 -0.7 -6.9 -2.3 11.6 17.3 -5.8 -9.0 -20.0 -12.4 SHATZ 8.1 8.9 -10.1 -2.3 1.8 -2.1 -0.6 -2.3 -2.0 5.5 -5.6 -0.7 -7.3 2.0 -4.7 -20.0 -5.6 -18.4 -12.1 -3.0 -7.2 2.7 -12.2 0.2 11.0 -1.0 4.2 -2.6 1.6 -4.7 0.2 -10.4 3.7 10.4 8.3 -0.3 -20.0 -20.0 -20.0 -20.0 SILVER-mini -12.8 0.3 -8.2 -2.3 2.8 -0.0 -0.5 1.0 -3.2 11.8 0.8 -0.1 4.3 -5.0 -7.7 -6.7 -5.6 -6.7 -6.3 -4.1 -1.2 10.9 1.5 -1.3 7.0 -0.6 10.8 0.5 5.4 0.9 0.3 -3.8 20.0 5.2 9.9 -4.0 -16.9 -20.0 -1.0 -20.0 SMI -13.3 -8.7 -8.7 -2.4 -3.1 1.1 -6.4 2.3 -6.1 -2.6 3.0 -12.0 4.6 -11.4 -11.0 -3.1 1.2 -2.9 -1.4 -10.0 -3.2 -9.6 1.5 -12.9 4.4 -3.3 1.1 -1.5 -4.0 -1.3 -4.7 9.6 10.0 20.0 -0.6 -9.1 -8.4 -10.9 -18.6 -16.0 SOFR -11.8 -9.9 -11.8 -2.6 2.0 -2.3 -0.7 -2.6 -2.2 -1.6 -5.1 -6.4 -3.1 -7.1 -7.4 -2.0 -0.8 -1.9 -1.4 -9.1 -6.3 -7.7 -4.6 -10.1 -1.5 -2.9 -0.3 -2.0 -2.4 -1.3 -3.1 2.3 -9.4 -4.8 -2.4 -5.0 -20.0 -20.0 -6.0 -3.2 SOYBEAN -9.2 7.8 17.3 0.5 3.6 -0.7 1.1 -1.9 0.3 8.2 3.8 1.4 -1.1 0.2 4.5 11.4 20.0 14.8 17.6 3.1 2.4 5.9 0.2 2.5 -19.8 1.4 2.9 1.0 1.9 0.2 1.0 20.0 11.5 -3.7 3.4 9.3 -10.7 9.4 -7.3 20.0 SOYMEAL -6.5 2.8 -12.1 0.5 3.9 -0.8 1.3 -2.1 0.4 9.2 -3.7 1.9 1.9 -1.4 -1.9 7.8 20.0 14.8 19.2 -0.9 -1.0 7.6 1.4 0.9 -20.0 1.0 7.4 1.3 3.3 2.3 0.9 20.0 10.5 -2.5 1.1 4.8 -12.9 -17.8 -9.6 -16.2 SOYOIL -4.3 19.3 20.0 0.6 4.3 -0.8 1.4 -2.3 0.4 0.5 6.9 3.0 -1.5 6.6 9.4 15.5 10.9 12.6 10.5 12.2 9.3 4.0 3.0 8.2 -20.0 3.2 -0.6 2.4 0.9 0.8 2.0 5.0 8.8 4.7 12.1 20.0 0.2 6.5 15.1 20.0 SP400 -20.0 3.6 15.3 -2.4 -3.1 1.1 -6.4 2.3 -6.0 -11.9 5.8 -15.6 7.0 -9.3 6.4 -6.5 -4.8 -6.0 -5.5 -0.3 8.4 -20.0 6.6 -17.1 -12.3 -0.3 -3.6 2.4 -6.8 2.2 -5.2 0.7 -7.8 -4.7 12.6 15.1 0.3 -10.2 -12.5 -14.5 SP500_micro -20.0 -11.6 17.8 -2.5 -3.2 1.1 -6.6 2.4 -6.2 -5.8 14.3 -12.8 10.5 -9.7 8.4 -12.8 -9.1 -12.6 -11.1 3.8 15.6 -12.7 14.2 -10.9 -18.6 1.6 -1.1 5.7 -4.1 5.5 -3.6 -7.6 9.0 -0.2 14.5 20.0 -5.8 -12.0 -18.3 -16.9 SUGAR11 -5.3 -6.7 -7.8 1.1 7.6 -1.5 2.4 -4.0 0.7 10.8 11.7 0.5 14.5 3.6 -1.8 -3.2 12.1 -0.3 5.5 -0.2 12.1 3.1 20.0 -1.8 -20.0 0.2 9.3 8.5 2.0 17.4 -1.0 3.7 8.3 -0.7 -9.5 1.4 -18.8 -19.0 9.9 -4.0 US10 -8.4 -8.4 -14.0 -2.4 1.9 -2.1 -0.6 -2.4 -2.1 -0.8 -6.7 -5.6 -7.1 -7.1 -7.8 -8.7 -6.8 -8.9 -8.6 -9.9 -8.8 -6.3 -8.7 -9.2 0.8 -2.9 -0.1 -2.4 -1.8 -2.1 -2.7 -9.3 -6.2 -4.8 -3.0 -7.2 -20.0 -20.0 14.5 0.8 US10U -11.0 -9.6 -10.3 -3.1 2.4 -2.8 -0.8 -3.2 -2.7 -0.4 -8.6 -7.3 -9.1 -9.3 -10.1 -6.0 -1.7 -4.1 -3.1 -13.0 -10.8 -8.1 -10.6 -12.6 -3.5 -3.8 0.1 -3.0 -2.3 -2.3 -3.6 0.0 -7.0 -9.4 -5.5 -8.9 -20.0 -20.0 20.0 18.5 US2 2.5 -8.1 -20.0 -2.5 2.0 -2.2 -0.6 -2.5 -2.2 -4.0 -8.4 -6.6 -8.3 -7.8 -8.9 -20.0 -20.0 -20.0 -20.0 -13.7 -16.5 -6.9 -18.1 -9.1 8.5 -3.1 -1.3 -3.5 -1.9 -3.9 -2.3 -20.0 -8.0 0.9 -1.9 -13.3 -20.0 -20.0 -20.0 -20.0 US20 -14.2 -11.8 -8.5 -2.4 1.8 -2.1 -0.6 -2.4 -2.0 1.4 -6.3 -5.1 -5.9 -6.8 -7.5 -1.6 -1.4 -1.6 -1.7 -10.4 -8.2 -6.0 -7.6 -10.3 -3.3 -2.8 0.4 -2.1 -1.6 -1.6 -2.7 1.4 -4.0 -11.0 -6.4 -6.7 -20.0 -20.0 20.0 20.0 US30 -14.0 -11.6 -4.7 -2.7 2.2 -2.4 -0.7 -2.8 -2.4 3.7 -8.2 -5.8 -7.5 -8.0 -8.9 -8.4 -3.1 -6.7 -4.7 -11.5 -9.4 -5.5 -9.7 -11.0 -3.0 -3.2 0.9 -2.4 -1.5 -1.9 -3.1 -2.3 -0.9 -12.1 -8.1 -6.2 -20.0 -20.0 20.0 20.0 US5 -6.4 -6.9 -18.3 -2.5 1.9 -2.2 -0.6 -2.5 -2.1 -2.4 -7.1 -6.4 -7.5 -7.3 -8.1 -12.8 -9.3 -12.9 -11.9 -10.2 -9.8 -7.1 -10.3 -9.2 3.3 -3.0 -0.7 -2.7 -2.2 -2.6 -2.8 -14.1 -8.3 -2.5 -1.3 -7.7 -20.0 -20.0 3.1 -16.0 VIX 20.0 10.5 -20.0 -4.9 0.2 -10.1 1.9 -11.7 0.6 5.2 -20.0 11.0 -20.0 5.4 -20.0 -20.0 -20.0 -20.0 -20.0 -17.2 -20.0 5.0 -20.0 0.8 NaN -5.6 0.3 -12.0 2.3 -14.6 0.9 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -19.3 -0.2 13.6 0.4 2.7 -0.5 0.9 -1.4 0.3 -0.7 -4.6 -5.4 -6.8 -6.1 -4.6 -10.9 -9.2 -10.5 -10.2 -4.4 -3.8 -4.5 -4.8 -6.1 -3.1 -1.0 -0.2 -1.0 -1.4 -1.4 -1.7 -20.0 -7.1 -10.6 -10.0 1.4 -19.5 -14.4 -13.2 -8.0 End of report for caleb_strategy_v3