******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20230828_204328 produced at 2023-08-28 21:39:12.201383 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 0.08 0.00 -0.70 0.0 0.00 0.00 0.00 0.00 -8.31 11.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.09 -0.09 -0.45 0.0 0.92 -0.92 -0.09 -0.18 -4.88 10.0 -1 -2 caleb_strategy_v3 US2 False True 0.07 0.00 -0.39 0.0 0.00 0.00 0.00 0.00 -5.44 13.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.12 -0.22 0.0 0.38 -0.38 -0.12 -0.11 -32.95 56.0 -18 -17 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.20 0.0 0.00 0.00 0.00 0.00 -5.10 24.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.10 -0.17 0.0 0.11 -0.11 -0.10 -0.11 -26.61 17.0 -16 -17 caleb_strategy_v3 CHF False False 0.05 -0.25 -0.17 0.0 0.65 -0.65 -0.25 -0.25 -3.37 13.0 -5 -5 caleb_strategy_v3 JPY False False 0.03 -0.18 -0.16 0.0 0.51 -0.51 -0.18 -0.24 -5.21 17.0 -6 -8 caleb_strategy_v3 CAD False False 0.03 -0.03 -0.15 0.0 0.75 -0.75 -0.03 -0.05 -5.74 29.0 -1 -2 caleb_strategy_v3 US5 False False 0.04 -0.26 -0.12 0.0 0.93 -0.93 -0.26 -0.26 -3.29 25.0 -7 -7 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.07 -0.12 0.0 0.07 -0.07 -0.07 -0.07 -44.80 26.0 -26 -26 caleb_strategy_v3 BOBL False False 0.04 -0.35 -0.09 0.0 0.83 -0.83 -0.35 -0.39 -1.98 19.0 -8 -9 caleb_strategy_v3 EUR False False 0.05 -0.24 -0.09 0.0 0.66 -0.66 -0.24 -0.28 -1.97 14.0 -5 -6 caleb_strategy_v3 BITCOIN False False 0.00 -0.04 -0.08 0.0 0.05 -0.05 -0.04 -0.04 -83.22 59.0 -43 -43 caleb_strategy_v3 AUD False False 0.02 0.00 -0.06 0.0 0.43 -0.43 0.00 0.00 -2.63 19.0 0 0 caleb_strategy_v3 US10 False False 0.04 0.00 -0.06 0.0 0.66 -0.66 0.00 0.00 -1.55 17.0 0 0 caleb_strategy_v3 COPPER False False 0.03 -0.07 -0.06 0.0 0.20 -0.20 -0.07 -0.03 -1.81 6.0 -2 -1 caleb_strategy_v3 SP500_micro False False 0.01 -0.01 -0.04 0.0 0.37 -0.37 -0.01 -0.01 -5.24 48.0 -1 -1 caleb_strategy_v3 DOW False False 0.01 -0.04 -0.04 0.0 0.40 -0.40 -0.04 -0.05 -6.84 66.0 -6 -8 caleb_strategy_v3 NZD False False 0.02 0.02 -0.04 0.0 0.43 -0.43 0.02 -0.02 -1.71 21.0 1 -1 caleb_strategy_v3 RUSSELL False False 0.00 0.00 -0.03 0.0 0.22 -0.22 0.00 0.00 -9.70 68.0 0 0 caleb_strategy_v3 US10U False False 0.04 -0.08 -0.03 0.0 0.52 -0.52 -0.08 -0.08 -0.75 13.0 -2 -2 caleb_strategy_v3 MILK False False 0.01 0.00 -0.03 0.0 0.07 -0.07 0.00 0.00 -1.99 5.0 0 0 caleb_strategy_v3 SP400 False False 0.09 -0.09 -0.03 0.0 0.18 -0.18 -0.09 -0.09 -0.36 2.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.01 -0.02 0.0 0.24 -0.24 -0.01 -0.01 -2.21 23.0 -1 -1 caleb_strategy_v3 US20 False False 0.04 -0.04 -0.02 0.0 0.38 -0.38 -0.04 -0.08 -0.36 9.0 -1 -2 caleb_strategy_v3 US30 False False 0.04 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 0.00 0.00 -0.02 0.0 0.01 -0.01 0.00 0.00 -5.08 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 -2.37 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 -0.71 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 -0.35 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 -0.82 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 -0.33 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 -1.17 9.0 -1 -1 caleb_strategy_v3 FEEDCOW False False 0.05 0.00 0.00 0.0 0.36 -0.36 0.00 0.05 0.00 8.0 0 1 caleb_strategy_v3 BUXL False False 0.05 -0.15 -0.00 0.0 0.20 -0.20 -0.15 -0.15 -0.01 4.0 -3 -3 caleb_strategy_v3 COCOA False False 0.01 -0.01 -0.00 0.0 0.32 -0.32 -0.01 -0.01 -0.22 26.0 -1 -1 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.45 2.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.00 0.0 0.17 -0.17 0.00 0.00 0.30 11.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 -0.03 -0.00 0.0 0.14 -0.14 -0.03 -0.06 -0.01 5.0 -1 -2 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 0.01 0.0 0.18 -0.18 0.00 0.00 1.45 18.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 0.00 0.01 0.0 0.13 -0.13 0.00 0.01 0.79 10.0 0 1 caleb_strategy_v3 SOYMEAL False False 0.01 0.01 0.01 0.0 0.13 -0.13 0.01 0.01 0.76 9.0 1 1 caleb_strategy_v3 SMI False False 0.04 0.09 0.01 0.0 0.39 -0.39 0.09 0.18 0.15 9.0 2 4 caleb_strategy_v3 PLAT False False 0.02 -0.07 0.01 0.0 0.17 -0.17 -0.07 -0.03 0.33 10.0 -4 -2 caleb_strategy_v3 ROBUSTA False False 0.01 0.01 0.02 0.0 0.20 -0.20 0.01 0.01 1.76 23.0 1 1 caleb_strategy_v3 BUND False False 0.05 0.10 0.02 0.0 0.50 -0.50 0.10 0.10 0.43 10.0 2 2 caleb_strategy_v3 SOYBEAN False False 0.02 0.07 0.02 0.0 0.17 -0.17 0.07 0.07 0.67 7.0 3 3 caleb_strategy_v3 GBP False False 0.03 0.11 0.02 0.0 0.61 -0.61 0.11 0.08 0.74 22.0 4 3 caleb_strategy_v3 EUROSTX False False 0.02 0.10 0.02 0.0 0.33 -0.33 0.10 0.07 1.04 20.0 6 4 caleb_strategy_v3 CAC False True 0.03 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.96 12.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.03 0.0 0.21 -0.21 0.00 0.00 6.41 51.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.00 0.03 0.0 0.05 -0.05 0.00 0.00 2.07 3.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 0.05 0.0 0.05 -0.05 0.00 0.00 4.15 4.0 0 0 caleb_strategy_v3 LIVECOW False False 0.03 0.05 0.06 0.0 0.43 -0.43 0.05 0.05 2.35 17.0 2 2 caleb_strategy_v3 BTP False False 0.04 0.26 0.07 0.0 0.44 -0.44 0.26 0.26 1.51 10.0 6 6 caleb_strategy_v3 LEANHOG False False 0.01 0.07 0.07 0.0 0.13 -0.13 0.07 0.07 7.24 13.0 7 7 caleb_strategy_v3 OAT False False 0.05 0.05 0.08 0.0 0.48 -0.48 0.05 0.05 1.65 10.0 1 1 caleb_strategy_v3 GASOIL False False 0.03 0.12 0.10 0.0 0.12 -0.12 0.12 0.09 3.11 4.0 4 3 caleb_strategy_v3 GASOLINE False False 0.04 0.15 0.10 0.0 0.15 -0.15 0.15 0.15 2.68 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 2.18 3.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.28 0.35 0.0 0.28 -0.28 0.28 0.27 45.37 36.0 36 35 caleb_strategy_v3 MXP False False 0.01 0.62 0.78 0.0 0.62 -0.62 0.62 0.62 74.81 60.0 60 60 caleb_strategy_v3 JGB-SGX-mini False False 0.04 0.56 1.33 0.0 0.56 -0.56 0.56 0.53 37.91 16.0 16 15 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 18.7 Shocked risk 53.4 Sum abs risk 67.3 Leverage 7.01 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2854594.19, 'annual_cash_vol_target': 713648.5475, 'daily_cash_vol_target': 44603.03421875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0044 0.6428 0.6851 10.9619 BITCOIN 722.4720 26245.0000 2.7528 44.0448 BOBL 0.2813 115.5800 0.2434 3.8940 BTP 0.6509 114.8800 0.5666 9.0659 BUND 0.6027 132.1100 0.4562 7.2995 BUXL 1.3980 131.5800 1.0624 16.9992 CAC 58.2946 7346.5000 0.7935 12.6960 CAD 0.0027 0.7352 0.3628 5.8044 CANOLA 8.2906 815.7000 1.0164 16.2620 CHF 0.0050 1.1336 0.4370 6.9914 COCOA 36.4969 3491.0000 1.0455 16.7273 COFFEE 2.5056 153.0000 1.6376 26.2023 COPPER 0.0423 3.7990 1.1146 17.8329 CORN 8.8490 496.7500 1.7814 28.5021 COTTON2 1.1975 87.1000 1.3749 21.9981 CRUDE_W 0.9809 79.2700 1.2375 19.7993 DAX 116.8919 15829.0000 0.7385 11.8155 DOW 206.4989 34539.0000 0.5979 9.5659 EUR 0.0047 1.0820 0.4366 6.9852 EURIBOR-ICE 0.0587 97.0350 0.0605 0.9687 EUROSTX 41.3605 4306.0000 0.9605 15.3685 FEEDCOW 1.4047 256.9250 0.5467 8.7479 GASOIL 13.2323 882.0000 1.5003 24.0042 GASOLINE 0.0362 2.4669 1.4680 23.4874 GAS_US_mini 0.0905 3.1250 2.8960 46.3364 GBP 0.0065 1.2603 0.5167 8.2679 GOLD_micro 10.2559 1928.7000 0.5317 8.5080 HEATOIL 0.0427 3.0800 1.3858 22.1723 JGB-SGX-mini 0.2495 146.7400 0.1701 2.7209 JPY 0.0000 0.0068 0.6278 10.0454 LEANHOG 1.2548 73.3750 1.7101 27.3617 LIVECOW 1.0649 181.5250 0.5866 9.3859 LUMBER-new 9.5198 508.5000 1.8721 29.9542 MILK 0.2889 18.5600 1.5568 24.9086 MXP 0.0004 0.0594 0.6602 10.5632 NASDAQ_micro 160.4306 15064.2500 1.0650 17.0396 NIKKEI 314.2032 32250.0000 0.9743 15.5884 NZD 0.0040 0.5912 0.6775 10.8402 OAT 0.6091 126.7900 0.4804 7.6861 OATIES 6.6483 505.0000 1.3165 21.0640 OJ 5.3065 314.2500 1.6886 27.0180 PALLAD 23.4989 1259.0000 1.8665 29.8635 PLAT 13.6251 975.6000 1.3966 22.3453 REDWHEAT 13.8774 750.2500 1.8497 29.5953 RICE 0.1521 16.5700 0.9177 14.6831 ROBUSTA 34.1840 2437.0000 1.4027 22.4433 RUSSELL 16.8648 1872.9000 0.9005 14.4075 SHATZ 0.0884 104.9750 0.0842 1.3470 SILVER-mini 0.3475 24.7875 1.4017 22.4278 SMI 75.0276 11052.0000 0.6789 10.8618 SOFR 0.0725 96.2800 0.0753 1.2055 SOYBEAN 16.1292 1406.0000 1.1472 18.3547 SOYMEAL 5.6082 419.1000 1.3382 21.4106 SOYOIL 0.8986 63.4100 1.4171 22.6738 SP400 19.7922 2604.6000 0.7599 12.1583 SP500_micro 32.6443 4435.2500 0.7360 11.7763 SUGAR11 0.3338 25.8800 1.2896 20.6338 US10 0.4258 110.1406 0.3866 6.1860 US10U 0.5906 114.9688 0.5137 8.2187 US2 0.0992 101.1953 0.0980 1.5678 US20 0.8600 120.1562 0.7157 11.4519 US30 1.2757 127.4688 1.0008 16.0124 US5 0.2672 105.7656 0.2526 4.0421 VIX 0.4967 18.2000 2.7291 43.6660 WHEAT 14.1537 617.2500 2.2930 36.6883 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 642.80 0.69 440.39 1.00 440.39 44603.03 101.28 -8.00 -80.99 BITCOIN 26.24 2.75 72.25 1.00 72.25 44603.03 617.37 -11.21 -692.08 BOBL 1155.80 0.24 281.29 1.08 303.43 44603.03 147.00 -14.55 -213.81 BTP 1148.80 0.57 650.93 1.08 702.16 44603.03 63.52 7.64 48.55 BUND 1321.10 0.46 602.71 1.08 650.14 44603.03 68.60 6.80 46.62 BUXL 1315.80 1.06 1397.97 1.08 1507.99 44603.03 29.58 -0.42 -1.25 CAC 734.65 0.79 582.95 1.08 628.82 44603.03 70.93 4.13 29.32 CAD 735.25 0.36 266.73 1.00 266.73 44603.03 167.22 -10.56 -176.56 CANOLA 163.14 1.02 165.81 0.74 121.99 44603.03 365.62 8.36 305.79 CHF 1416.94 0.44 619.15 1.00 619.15 44603.03 72.04 -14.39 -103.64 COCOA 349.10 1.05 364.97 1.00 364.97 44603.03 122.21 -0.99 -12.06 COFFEE 573.75 1.64 939.60 1.00 939.60 44603.03 47.47 -14.89 -70.70 COPPER 949.75 1.11 1058.55 1.00 1058.55 44603.03 42.14 -3.57 -15.03 CORN 248.38 1.78 442.45 1.00 442.45 44603.03 100.81 -7.11 -71.64 COTTON2 435.50 1.37 598.76 1.00 598.76 44603.03 74.49 2.20 16.42 CRUDE_W 792.70 1.24 980.93 1.00 980.93 44603.03 45.47 -0.02 -0.11 DAX 158.29 0.74 116.89 1.08 126.09 44603.03 353.74 -2.05 -72.61 DOW 172.70 0.60 103.25 1.00 103.25 44603.03 431.99 -7.09 -306.17 EUR 1352.50 0.44 590.46 1.00 590.46 44603.03 75.54 -8.01 -60.50 EURIBOR-ICE 2425.88 0.06 146.87 1.08 158.43 44603.03 281.54 -5.56 -156.52 EUROSTX 430.60 0.96 413.60 1.08 446.16 44603.03 99.97 3.19 31.92 FEEDCOW 1284.62 0.55 702.36 1.00 702.36 44603.03 63.50 0.01 0.09 GASOIL 882.00 1.50 1323.23 1.00 1323.23 44603.03 33.71 18.83 63.46 GASOLINE 1036.10 1.47 1520.95 1.00 1520.95 44603.03 29.33 18.62 54.60 GAS_US_mini 78.12 2.90 226.25 1.00 226.25 44603.03 197.14 -18.55 -365.78 GBP 787.69 0.52 407.03 1.00 407.03 44603.03 109.58 2.07 22.63 GOLD_micro 192.87 0.53 102.56 1.00 102.56 44603.03 434.90 -20.00 -869.81 HEATOIL 1293.60 1.39 1792.63 1.00 1792.63 44603.03 24.88 17.86 44.45 JGB-SGX-mini 146740.00 0.17 24953.65 0.01 170.73 44603.03 261.25 11.10 290.10 JPY 856.12 0.63 537.51 1.00 537.51 44603.03 82.98 -19.31 -160.21 LEANHOG 293.50 1.71 501.92 1.00 501.92 44603.03 88.87 13.03 115.75 LIVECOW 726.10 0.59 425.95 1.00 425.95 44603.03 104.72 6.59 69.00 LUMBER-new 139.84 1.87 261.80 1.00 261.80 44603.03 170.37 -16.37 -278.87 MILK 371.20 1.56 577.88 1.00 577.88 44603.03 77.18 -13.96 -107.75 MXP 297.10 0.66 196.14 1.00 196.14 44603.03 227.40 20.00 454.80 NASDAQ_micro 301.29 1.06 320.86 1.00 320.86 44603.03 139.01 -7.11 -98.89 NIKKEI 32250.00 0.97 31420.32 0.01 214.97 44603.03 207.48 16.73 347.20 NZD 591.20 0.68 400.54 1.00 400.54 44603.03 111.36 -4.72 -52.56 OAT 1267.90 0.48 609.07 1.08 657.01 44603.03 67.89 7.80 52.98 OATIES 252.50 1.32 332.42 1.00 332.42 44603.03 134.18 -1.59 -21.29 OJ 471.38 1.69 795.97 1.00 795.97 44603.03 56.04 20.00 112.07 PALLAD 1259.00 1.87 2349.89 1.00 2349.89 44603.03 18.98 -4.53 -8.59 PLAT 487.80 1.40 681.25 1.00 681.25 44603.03 65.47 1.32 8.67 REDWHEAT 375.12 1.85 693.87 1.00 693.87 44603.03 64.28 -11.22 -72.13 RICE 331.40 0.92 304.12 1.00 304.12 44603.03 146.66 13.50 198.06 ROBUSTA 243.70 1.40 341.84 1.00 341.84 44603.03 130.48 13.44 175.34 RUSSELL 93.64 0.90 84.32 1.00 84.32 44603.03 528.95 -5.76 -304.51 SHATZ 1049.75 0.08 88.38 1.08 95.33 44603.03 467.88 -11.75 -549.54 SILVER-mini 619.69 1.40 868.64 1.00 868.64 44603.03 51.35 -1.82 -9.32 SMI 1105.20 0.68 750.28 1.13 846.76 44603.03 52.67 0.89 4.70 SOFR 2407.00 0.08 181.35 1.00 181.35 44603.03 245.95 -5.82 -143.16 SOYBEAN 703.00 1.15 806.46 1.00 806.46 44603.03 55.31 15.05 83.23 SOYMEAL 419.10 1.34 560.82 1.00 560.82 44603.03 79.53 11.90 94.63 SOYOIL 380.46 1.42 539.15 1.00 539.15 44603.03 82.73 11.92 98.57 SP400 2604.60 0.76 1979.22 1.00 1979.22 44603.03 22.54 -4.99 -11.25 SP500_micro 221.76 0.74 163.22 1.00 163.22 44603.03 273.27 -8.58 -234.51 SUGAR11 289.86 1.29 373.80 1.00 373.80 44603.03 119.32 6.61 78.92 US10 1101.41 0.39 425.83 1.00 425.83 44603.03 104.74 -12.26 -128.41 US10U 1149.69 0.51 590.56 1.00 590.56 44603.03 75.53 -8.16 -61.63 US2 2023.91 0.10 198.32 1.00 198.32 44603.03 224.91 -20.00 -449.81 US20 1201.56 0.72 860.01 1.00 860.01 44603.03 51.86 -5.79 -30.05 US30 1274.69 1.00 1275.67 1.00 1275.67 44603.03 34.96 -8.75 -30.58 US5 1057.66 0.25 267.20 1.00 267.20 44603.03 166.93 -16.30 -272.09 VIX 182.00 2.73 496.70 1.00 496.70 44603.03 89.80 -20.00 -179.60 WHEAT 308.62 2.29 707.68 1.00 707.68 44603.03 63.03 -16.21 -102.17 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -80.994 0.013 2.5 -2.632 BITCOIN -692.082 0.048 2.5 -83.224 BOBL -213.813 0.004 2.5 -1.983 BTP 48.550 0.012 2.5 1.514 BUND 46.619 0.004 2.5 0.432 BUXL -1.250 0.004 2.5 -0.012 CAC 29.319 0.013 2.5 0.958 CAD -176.563 0.013 2.5 -5.739 CANOLA 305.789 0.008 2.5 6.406 CHF -103.643 0.013 2.5 -3.369 COCOA -12.062 0.007 2.5 -0.223 COFFEE -70.701 0.004 2.5 -0.711 COPPER -15.025 0.048 2.5 -1.807 CORN -71.635 0.008 2.5 -1.501 COTTON2 16.418 0.007 2.5 0.303 CRUDE_W -0.109 0.049 2.5 -0.013 DAX -72.610 0.013 2.5 -2.372 DOW -306.169 0.009 2.5 -6.837 EUR -60.499 0.013 2.5 -1.966 EURIBOR-ICE -156.517 0.012 2.5 -4.882 EUROSTX 31.924 0.013 2.5 1.043 FEEDCOW 0.086 0.014 2.5 0.003 GASOIL 63.456 0.020 2.5 3.111 GASOLINE 54.598 0.020 2.5 2.677 GAS_US_mini -365.783 0.049 2.5 -44.796 GBP 22.633 0.013 2.5 0.736 GOLD_micro -869.806 0.015 2.5 -32.945 HEATOIL 44.447 0.020 2.5 2.179 JGB-SGX-mini 290.100 0.052 2.5 37.907 JPY -160.214 0.013 2.5 -5.207 LEANHOG 115.752 0.025 2.5 7.235 LIVECOW 69.001 0.014 2.5 2.352 LUMBER-new -278.873 0.007 2.5 -5.081 MILK -107.751 0.007 2.5 -1.988 MXP 454.797 0.066 2.5 74.813 NASDAQ_micro -98.886 0.009 2.5 -2.208 NIKKEI 347.196 0.052 2.5 45.368 NZD -52.562 0.013 2.5 -1.708 OAT 52.980 0.012 2.5 1.653 OATIES -21.293 0.008 2.5 -0.446 OJ 112.072 0.007 2.5 2.067 PALLAD -8.593 0.015 2.5 -0.325 PLAT 8.669 0.015 2.5 0.328 REDWHEAT -72.130 0.005 2.5 -0.824 RICE 198.065 0.008 2.5 4.149 ROBUSTA 175.343 0.004 2.5 1.764 RUSSELL -304.514 0.013 2.5 -9.696 SHATZ -549.541 0.004 2.5 -5.096 SILVER-mini -9.324 0.015 2.5 -0.353 SMI 4.697 0.013 2.5 0.153 SOFR -143.155 0.023 2.5 -8.310 SOYBEAN 83.231 0.003 2.5 0.667 SOYMEAL 94.635 0.003 2.5 0.758 SOYOIL 98.573 0.003 2.5 0.790 SP400 -11.249 0.013 2.5 -0.358 SP500_micro -234.507 0.009 2.5 -5.237 SUGAR11 78.920 0.007 2.5 1.446 US10 -128.412 0.005 2.5 -1.554 US10U -61.629 0.005 2.5 -0.746 US2 -449.812 0.005 2.5 -5.444 US20 -30.053 0.005 2.5 -0.364 US30 -30.585 0.005 2.5 -0.370 US5 -272.086 0.005 2.5 -3.293 VIX -179.597 0.059 2.5 -26.610 WHEAT -102.175 0.005 2.5 -1.167 ===================== Position diags ===================== AUD 3.29 BITCOIN 74.24 BOBL 1.36 BTP 1.98 BUND 0.64 BUXL 0.27 CAC 2.32 CAD 5.43 CANOLA 7.66 CHF 2.34 COCOA 2.25 COFFEE 0.48 COPPER 5.07 CORN 2.11 COTTON2 1.37 CRUDE_W 5.57 DAX 11.56 DOW 9.65 EUR 2.46 EURIBOR-ICE 8.78 EUROSTX 3.27 FEEDCOW 2.16 GASOIL 1.65 GASOLINE 1.44 GAS_US_mini 24.14 GBP 3.56 GOLD_micro 16.47 HEATOIL 1.22 JGB-SGX-mini 34.14 JPY 2.70 LEANHOG 5.55 LIVECOW 3.57 LUMBER-new 3.10 MILK 1.42 MXP 37.41 NASDAQ_micro 3.10 NIKKEI 27.11 NZD 3.62 OAT 2.12 OATIES 2.81 OJ 1.03 PALLAD 0.72 PLAT 2.48 REDWHEAT 0.73 RICE 3.07 ROBUSTA 1.31 RUSSELL 16.84 SHATZ 4.34 SILVER-mini 1.94 SMI 1.72 SOFR 14.28 SOYBEAN 0.44 SOYMEAL 0.64 SOYOIL 0.66 SP400 0.72 SP500_micro 6.10 SUGAR11 2.19 US10 1.27 US10U 0.91 US2 2.72 US20 0.63 US30 0.42 US5 2.02 VIX 13.31 WHEAT 0.72 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.6 -3.0 -2.3 NaN 0 BITCOIN -83.2 -90.6 -75.8 -43.0 -43 BOBL -2.0 -2.1 -1.8 -8.0 -8 BTP 1.5 1.3 1.7 6.0 6 BUND 0.4 0.4 0.5 2.0 2 BUXL -0.0 -0.0 0.0 -3.0 -3 CAC 1.0 0.7 1.2 NaN 0 CAD -5.7 -6.3 -5.2 -1.0 -1 CANOLA 6.4 5.6 7.2 NaN 0 CHF -3.4 -3.6 -3.1 -5.0 -5 COCOA -0.2 -0.4 0.0 -1.0 -1 COFFEE -0.7 -0.8 -0.7 NaN 0 COPPER -1.8 -2.3 -1.3 -2.0 -2 CORN -1.5 -1.7 -1.3 -1.0 -1 COTTON2 0.3 0.2 0.4 0.0 0 CRUDE_W -0.0 -0.6 0.5 -1.0 -1 DAX -2.4 -3.5 -1.2 -5.0 -5 DOW -6.8 -7.8 -5.9 -6.0 -6 EUR -2.0 -2.2 -1.7 -5.0 -5 EURIBOR-ICE -4.9 -5.8 -4.0 -1.0 -1 EUROSTX 1.0 0.7 1.4 6.0 6 FEEDCOW 0.0 -0.2 0.2 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 -44.8 -47.2 -42.4 -26.0 -26 GBP 0.7 0.4 1.1 4.0 4 GOLD_micro -32.9 -34.6 -31.3 -18.0 -18 HEATOIL 2.2 2.1 2.3 0.0 0 JGB-SGX-mini 37.9 34.5 41.3 16.0 16 JPY -5.2 -5.5 -4.9 -6.0 -6 LEANHOG 7.2 6.7 7.8 7.0 7 LIVECOW 2.4 2.0 2.7 2.0 2 LUMBER-new -5.1 -5.4 -4.8 NaN 0 MILK -2.0 -2.1 -1.8 NaN 0 MXP 74.8 71.1 78.6 60.0 60 NASDAQ_micro -2.2 -2.5 -1.9 -1.0 -1 NIKKEI 45.4 42.7 48.1 36.0 36 NZD -1.7 -2.1 -1.3 1.0 1 OAT 1.7 1.4 1.9 1.0 1 OATIES -0.4 -0.7 -0.2 NaN 0 OJ 2.1 2.0 2.2 NaN 0 PALLAD -0.3 -0.4 -0.3 NaN 0 PLAT 0.3 0.1 0.6 -4.0 -4 REDWHEAT -0.8 -0.9 -0.8 -1.0 -1 RICE 4.1 3.8 4.5 NaN 0 ROBUSTA 1.8 1.6 1.9 1.0 1 RUSSELL -9.7 -11.4 -8.0 0.0 0 SHATZ -5.1 -5.5 -4.7 NaN 0 SILVER-mini -0.4 -0.5 -0.2 NaN 0 SMI 0.2 -0.0 0.3 2.0 2 SOFR -8.3 -9.7 -6.9 NaN 0 SOYBEAN 0.7 0.6 0.7 3.0 3 SOYMEAL 0.8 0.7 0.8 1.0 1 SOYOIL 0.8 0.7 0.9 0.0 0 SP400 -0.4 -0.4 -0.3 -1.0 -1 SP500_micro -5.2 -5.8 -4.6 -1.0 -1 SUGAR11 1.4 1.2 1.7 0.0 0 US10 -1.6 -1.7 -1.4 NaN 0 US10U -0.7 -0.8 -0.7 -2.0 -2 US2 -5.4 -5.7 -5.2 NaN 0 US20 -0.4 -0.4 -0.3 -1.0 -1 US30 -0.4 -0.4 -0.3 0.0 0 US5 -3.3 -3.5 -3.1 -7.0 -7 VIX -26.6 -27.9 -25.3 -16.0 -16 WHEAT -1.2 -1.2 -1.1 -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 -0.1 -0.3 -0.3 -0.1 -0.3 -0.0 0.1 BITCOIN -0.5 -0.4 0.0 -0.0 0.1 -0.0 0.0 0.0 -0.0 -0.2 0.3 -0.2 0.1 -0.2 -0.1 -0.5 -0.3 -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 -0.5 -0.1 -0.1 0.3 -0.1 0.3 BOBL 0.0 0.1 -0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.1 -0.0 -0.2 0.0 -0.0 -1.2 -0.6 -1.2 -1.1 -0.0 -0.0 0.0 -0.2 -0.0 0.5 -0.0 0.0 -0.0 0.0 -0.1 -0.0 -2.9 0.1 0.1 0.1 0.1 -0.3 -0.3 -0.3 -0.2 BTP -0.2 -0.1 0.2 -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 0.0 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 -0.0 -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 0.0 -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 -0.1 -0.1 0.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.2 0.0 -0.3 -0.0 -0.1 0.0 0.1 0.1 0.1 -0.0 -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 0.0 -0.1 0.1 -0.3 -0.3 -0.0 0.2 CAC -0.3 -0.1 -0.3 -0.0 0.0 0.0 -0.0 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 0.0 -0.0 0.3 -0.1 -0.3 -0.0 0.1 0.1 -0.0 0.2 -0.0 1.1 0.5 0.5 0.1 -0.0 0.3 -0.0 0.3 0.0 CAD -0.5 -0.4 0.2 -0.0 -0.1 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 -0.2 -0.0 -0.2 -0.1 -0.2 0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.1 -0.6 -0.4 -0.5 -0.1 -0.2 -0.3 -0.3 -0.2 CANOLA -0.1 0.5 0.5 0.0 0.1 -0.0 0.0 -0.1 0.0 0.1 0.1 0.1 -0.1 0.0 0.1 -0.3 0.7 0.1 0.5 0.1 0.1 0.1 0.0 0.1 -1.1 0.0 0.0 0.0 0.0 -0.0 0.0 1.0 0.5 0.1 0.5 0.4 -0.2 0.1 0.1 0.3 CHF -0.4 0.0 0.1 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.2 0.2 -0.1 0.4 -0.1 0.0 -0.9 -0.8 -0.9 -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 0.2 0.4 0.0 -0.2 -0.3 -0.3 -0.3 COCOA -0.4 0.1 0.4 0.0 0.2 -0.0 0.1 -0.1 0.0 0.2 0.4 0.0 0.6 0.1 0.1 -0.5 -0.1 -0.3 -0.2 0.2 0.2 0.1 0.4 0.1 -0.6 0.1 0.1 0.2 0.0 0.3 0.0 -2.6 0.2 -0.2 0.3 0.5 -0.1 -0.2 0.2 -0.0 COFFEE -0.2 -0.2 -0.4 0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 -0.2 -0.1 -0.3 -0.1 -0.2 -0.1 0.2 0.0 0.1 -0.2 -0.2 -0.1 -0.3 -0.1 -1.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -1.3 -0.7 -0.5 -0.5 -0.4 -0.3 -0.3 -0.2 -0.2 COPPER -0.3 0.0 -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 -0.1 -0.0 0.3 0.0 -0.0 0.2 -0.1 0.1 -0.3 0.2 -0.2 CORN -0.3 -0.2 0.0 0.0 0.1 -0.0 0.0 -0.0 0.0 0.1 -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 -0.0 -0.4 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -1.3 -0.1 -0.2 -0.3 0.0 -0.0 0.1 0.0 0.2 COTTON2 -0.0 0.3 0.3 0.0 0.1 -0.0 0.0 -0.1 0.0 0.1 0.1 -0.0 -0.3 0.0 0.1 0.3 0.4 0.4 0.3 0.1 0.0 0.1 -0.0 0.0 -1.1 0.0 0.1 0.1 0.0 0.0 0.0 -0.3 -0.5 0.1 0.3 0.3 -0.2 -0.2 0.2 0.1 CRUDE_W -0.1 0.5 0.3 0.1 0.0 0.1 0.0 0.1 0.0 0.0 0.3 -0.1 -0.2 0.1 0.1 0.5 0.5 0.5 0.4 0.2 0.1 -0.0 0.2 0.1 -0.4 0.1 0.0 0.1 -0.0 0.1 0.0 -2.6 -0.5 -0.5 -0.5 -0.2 0.2 0.2 0.2 0.1 DAX -0.4 -0.2 -0.2 -0.0 0.0 0.0 -0.0 0.1 -0.0 0.1 0.2 -0.1 0.4 -0.1 -0.1 -0.5 -0.4 -0.5 -0.5 -0.1 0.0 -0.1 0.2 -0.1 0.9 -0.0 0.0 0.0 -0.0 0.1 -0.1 -0.5 0.4 0.1 -0.1 -0.1 0.3 0.0 0.3 0.1 DOW -0.5 0.1 0.2 -0.0 0.0 0.0 -0.0 0.1 -0.0 -0.1 0.2 -0.1 0.3 -0.0 0.1 -0.7 -0.5 -0.6 -0.6 0.0 0.1 -0.2 0.2 -0.1 -0.5 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.8 -0.6 0.1 0.5 0.4 -0.1 -0.1 -0.3 -0.1 EUR -0.4 -0.2 -0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.2 0.0 -0.2 0.3 -0.2 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 0.0 -0.2 0.1 -0.1 0.8 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -1.2 -0.4 0.1 -0.1 -0.3 -0.0 -0.3 0.0 0.0 EURIBOR-ICE -0.0 0.2 0.0 -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 -0.5 -0.5 -0.0 -0.0 0.0 -0.2 -0.0 0.9 -0.0 0.0 -0.0 0.0 -0.1 0.0 -1.6 0.1 0.1 0.2 0.0 -0.3 -0.3 0.3 0.1 EUROSTX -0.3 -0.2 -0.3 -0.0 0.0 0.0 -0.0 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 0.0 0.0 -0.0 0.2 -0.0 1.0 0.3 0.3 -0.0 -0.0 0.3 0.0 0.3 0.1 FEEDCOW -0.2 0.1 0.4 0.0 0.2 -0.0 0.1 -0.1 0.0 0.2 0.4 0.1 0.6 0.1 0.2 -0.0 -1.2 -1.2 -1.2 0.2 0.2 0.2 0.4 0.2 0.2 0.1 0.2 0.3 0.1 0.4 0.1 -3.2 0.6 0.5 0.5 0.5 0.1 -0.2 0.3 -0.1 GASOIL 0.1 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 1.1 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 0.4 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 -0.1 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 -0.4 -0.5 -0.2 0.4 0.2 0.2 0.2 0.1 GAS_US_mini 0.0 0.3 0.4 0.0 0.0 0.1 0.0 0.0 0.0 -0.1 -0.3 -0.1 -0.5 -0.1 0.0 -1.2 -1.1 -1.2 -1.2 -0.0 -0.1 -0.1 -0.4 -0.0 1.1 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -3.2 -0.6 -0.5 -0.5 -0.5 0.1 0.1 -0.0 0.0 GBP -0.3 -0.2 0.2 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.2 0.2 -0.1 0.4 -0.1 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.1 -0.2 0.2 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 0.1 -0.0 0.5 -0.1 0.3 0.0 0.1 0.0 0.2 0.1 0.3 GOLD_micro -0.4 -0.3 -0.4 -0.0 0.1 -0.0 0.0 0.0 -0.0 0.2 -0.2 -0.1 0.2 -0.1 -0.2 -1.0 -0.8 -1.0 -0.9 -0.2 -0.1 -0.0 0.0 -0.2 -0.6 -0.0 0.1 -0.0 -0.0 0.0 -0.0 -2.8 -0.1 -0.3 -0.0 -0.5 -0.3 -0.3 -0.2 -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 1.2 1.2 1.1 0.2 0.2 0.3 0.3 0.2 -1.1 0.1 0.0 0.1 0.0 0.1 0.1 0.4 0.7 0.5 0.5 0.5 0.1 -0.0 -0.0 -0.0 JGB-SGX-mini -0.2 -0.5 -0.2 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 0.1 -0.0 0.1 -0.1 -0.0 1.0 1.2 0.8 0.9 -0.0 -0.0 -0.0 0.1 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.0 3.2 0.0 -0.0 -0.2 0.1 -0.3 -0.1 0.1 0.1 JPY -0.4 -0.1 -0.4 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.9 -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 -0.0 -0.1 -0.2 -0.5 -0.1 -0.3 -0.1 -0.3 LEANHOG -0.4 0.3 0.3 0.0 0.1 -0.0 0.0 -0.1 0.0 0.0 -0.1 -0.1 -0.2 -0.1 0.0 1.2 1.2 1.2 1.2 -0.0 -0.0 -0.1 -0.2 -0.0 0.6 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 3.2 -0.4 -0.4 -0.2 -0.3 -0.1 0.0 0.3 0.3 LIVECOW -0.4 -0.1 0.5 0.0 0.2 -0.0 0.1 -0.1 0.0 0.2 0.4 -0.0 0.6 0.0 0.2 -0.6 0.3 -0.0 0.5 0.2 0.2 0.1 0.4 0.0 0.2 0.1 0.1 0.3 0.0 0.4 0.0 0.3 -0.6 0.2 0.4 0.5 -0.3 -0.3 -0.3 -0.3 LUMBER-new -0.0 -0.3 0.1 0.0 0.2 -0.0 0.1 -0.1 0.0 -0.2 -0.4 -0.0 -0.4 -0.1 -0.1 -1.0 -0.8 -0.9 -0.8 -0.1 -0.1 -0.1 -0.2 -0.1 NaN -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -3.4 -0.4 -0.1 -0.5 -0.1 -0.3 -0.3 -0.2 -0.3 MILK 0.3 0.5 0.3 0.0 0.1 -0.0 0.0 -0.1 0.0 0.1 -0.1 0.0 -0.3 0.1 -0.0 0.2 -1.2 -1.2 -1.2 0.0 -0.1 0.1 -0.3 0.0 -0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 -3.2 -0.0 0.1 0.1 -0.5 -0.3 -0.3 -0.2 -0.3 MXP -0.0 -0.3 0.2 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.2 0.4 0.1 0.6 0.1 0.1 1.0 1.0 1.0 1.0 0.1 0.2 0.2 0.4 0.1 -1.1 0.1 0.1 0.2 0.1 0.3 0.0 3.2 0.7 0.5 0.4 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 0.0 -0.6 -0.5 -0.6 -0.6 0.0 0.1 -0.1 0.3 -0.0 -1.1 0.0 0.0 0.1 -0.0 0.2 -0.0 -0.9 0.2 0.0 0.1 0.5 -0.1 -0.2 -0.2 -0.2 NIKKEI -0.4 -0.5 0.2 -0.0 0.0 0.0 -0.0 0.1 -0.0 0.1 0.3 -0.1 0.4 -0.1 0.1 0.9 0.7 0.9 0.8 0.0 0.1 -0.0 0.4 -0.0 -0.3 0.0 0.0 0.2 -0.0 0.3 -0.0 3.2 0.6 0.4 -0.1 0.5 0.1 0.0 -0.0 0.1 NZD -0.5 -0.3 -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 -0.2 -0.1 -0.1 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.8 -0.1 -0.1 -0.3 -0.3 -0.0 -0.2 0.0 0.1 OAT -0.1 -0.0 0.1 -0.0 0.0 -0.1 -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 0.0 -0.0 0.0 -0.1 -0.0 2.9 0.2 0.1 0.0 0.1 -0.3 -0.3 -0.0 0.1 OATIES 0.2 0.4 0.5 0.0 0.1 -0.0 0.1 -0.1 0.0 0.2 0.3 0.2 -0.2 0.1 0.1 -1.2 -0.2 -1.0 -0.7 0.2 0.2 0.2 0.3 0.2 -1.1 0.1 0.2 0.1 0.1 0.1 0.1 -3.2 0.7 0.5 0.5 0.5 0.0 0.3 0.2 0.3 OJ -0.2 0.2 0.2 0.0 0.1 -0.0 0.0 -0.1 0.0 0.0 0.3 0.1 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 0.2 -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 -0.4 0.3 -0.0 -0.2 -0.3 -0.0 0.1 0.0 PLAT 0.1 -0.0 -0.4 -0.0 0.0 -0.0 0.0 0.0 -0.0 0.2 -0.2 0.1 -0.1 -0.0 -0.1 -0.2 -0.1 -0.2 -0.2 -0.1 -0.1 0.2 -0.1 0.0 0.7 -0.0 0.1 -0.0 0.1 -0.0 0.0 0.4 0.7 0.3 0.1 -0.3 0.0 -0.2 0.2 -0.2 REDWHEAT -0.5 -0.2 -0.0 0.0 0.1 -0.0 0.0 -0.1 0.0 0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.3 0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.5 -0.4 -0.5 -0.4 0.0 -0.3 -0.3 -0.1 -0.1 RICE -0.0 0.4 0.3 0.0 0.1 -0.0 0.1 -0.1 0.0 0.2 0.1 0.1 0.0 0.1 0.1 -0.8 1.2 0.6 1.2 0.1 0.1 0.2 0.0 0.1 -1.1 0.0 0.2 0.1 0.1 0.0 0.0 3.2 0.2 0.4 0.2 0.4 -0.1 -0.3 0.1 -0.2 ROBUSTA -0.3 -0.2 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 -0.7 0.0 0.0 0.1 -0.0 0.2 -0.0 3.2 -0.7 -0.1 -0.3 0.4 -0.1 -0.2 0.1 -0.1 RUSSELL -0.5 -0.0 0.4 -0.0 0.0 0.0 -0.0 0.1 -0.0 -0.1 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 -0.1 -0.1 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 -0.4 -0.2 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 -0.0 -0.1 -0.0 -0.2 0.0 -0.0 -1.2 -0.4 -1.1 -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 -1.7 0.0 0.2 0.2 -0.0 -0.3 -0.3 -0.3 -0.3 SILVER-mini -0.2 -0.0 -0.2 -0.0 0.0 -0.0 0.0 0.0 -0.0 0.2 0.0 0.1 0.1 -0.0 -0.1 -0.4 -0.3 -0.4 -0.4 -0.0 -0.0 0.2 0.0 0.0 0.4 0.0 0.1 0.0 0.1 0.0 0.0 -0.6 0.7 0.2 0.3 -0.1 -0.2 -0.3 -0.0 -0.3 SMI -0.3 -0.2 -0.2 -0.0 0.0 0.0 -0.0 0.1 -0.0 0.1 0.1 -0.1 0.1 -0.1 -0.1 -0.2 0.1 -0.2 -0.1 -0.1 -0.0 -0.0 0.0 -0.1 0.2 -0.0 0.1 -0.0 -0.0 -0.0 -0.0 1.5 0.4 0.5 0.1 -0.2 -0.1 -0.1 -0.3 -0.2 SOFR -0.3 -0.3 -0.3 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -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 -0.2 -0.1 -0.0 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0.4 0.1 0.0 -0.2 0.7 -0.0 0.3 0.0 0.1 0.2 0.4 0.1 -1.1 0.0 0.2 0.2 0.1 0.4 0.0 0.6 0.7 0.4 -0.1 -0.0 -0.3 -0.3 0.1 -0.0 US10 -0.2 -0.3 -0.4 -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 -0.1 -0.0 -0.1 -0.0 -1.5 -0.1 -0.1 -0.1 -0.2 -0.3 -0.3 0.2 0.0 US10U -0.3 -0.3 -0.3 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.2 -0.0 -0.3 -0.1 -0.1 -0.4 -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 -0.0 -0.4 -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 -1.2 -1.2 -1.2 -1.2 -0.1 -0.1 -0.1 -0.4 -0.1 0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -3.2 -0.3 -0.0 -0.0 -0.4 -0.3 -0.3 -0.3 -0.3 US20 -0.3 -0.4 -0.2 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 -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 -0.0 -0.0 0.2 -0.1 -0.2 -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 0.1 -0.2 -0.0 -0.2 -0.1 -0.1 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=================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -19.1 -13.7 -1.3 -0.9 -2.4 1.5 -3.4 1.5 -3.3 -7.3 -10.8 -12.2 -6.3 -13.5 -11.7 -3.1 -2.7 -2.9 -2.8 -13.6 -8.7 -10.3 -7.0 -15.6 2.8 -4.0 -1.2 -2.3 -3.2 -1.8 -4.7 -0.6 -1.9 -4.9 -13.9 -11.8 -4.9 -20.0 -0.8 6.1 BITCOIN -18.3 -14.1 1.5 -3.3 4.3 -0.1 0.7 1.6 -3.7 -18.4 12.1 -20.0 2.3 -20.0 -8.1 -7.8 -4.2 -7.1 -5.8 -12.4 2.0 -20.0 3.6 -20.0 -20.0 -5.3 -6.2 -0.6 -10.7 1.1 -9.9 -1.8 -20.0 -14.0 -20.0 -3.9 -9.7 20.0 -8.2 20.0 BOBL 1.1 2.9 -2.4 -2.3 0.6 -2.2 -0.5 -2.5 -1.8 2.4 -3.7 -0.3 -6.9 0.6 -4.6 -20.0 -9.5 -20.0 -18.0 -2.7 -4.6 1.2 -8.6 -0.8 9.6 -1.2 1.2 -1.7 0.9 -3.2 -0.3 -18.2 3.1 5.5 5.4 2.5 -20.0 -20.0 -20.0 -15.2 BTP -6.8 -3.3 8.6 -3.6 0.9 -3.4 -0.7 -3.9 -2.8 6.4 5.9 1.4 0.3 -2.6 -0.6 4.9 7.9 5.4 6.4 -1.5 0.9 1.9 -1.9 -2.0 -6.7 -0.9 3.2 1.2 1.4 0.1 -1.2 16.9 2.3 4.1 3.8 16.0 -17.7 -20.0 0.6 7.9 BUND -1.8 -0.9 2.4 -2.4 0.6 -2.3 -0.5 -2.6 -1.9 4.5 -4.9 0.7 -7.5 -3.1 -5.2 6.3 8.7 6.4 7.0 -3.6 -4.4 1.6 -8.1 -1.9 5.9 -1.8 2.2 -1.8 1.1 -3.1 -1.0 17.8 4.0 3.1 1.7 3.5 -20.0 -20.0 -17.1 -1.2 BUXL -4.0 -3.7 3.2 -2.8 0.7 -2.6 -0.5 -2.9 -2.1 5.5 -8.3 0.3 -9.3 -5.3 -6.3 0.4 1.1 1.0 1.3 -5.7 -6.4 0.6 -10.7 -4.1 0.6 -2.5 1.5 -2.1 0.4 -2.9 -1.8 6.6 2.6 0.3 -3.1 3.7 -20.0 -20.0 -3.2 13.3 CAC -10.1 -4.8 -12.2 -3.1 1.6 1.0 -4.5 2.6 -6.3 10.2 12.4 -8.1 18.7 -6.4 -3.3 -6.7 -0.6 -5.3 -3.0 -3.5 5.8 -2.2 16.1 -7.3 -4.9 -1.7 7.9 3.1 -0.8 7.6 -4.0 6.8 15.7 20.0 3.6 -1.9 20.0 -0.6 20.0 2.9 CAD -20.0 -15.1 6.9 -1.5 -4.2 2.6 -5.8 2.5 -5.7 -20.0 3.1 -20.0 -10.2 -20.0 -11.9 -2.1 -2.0 -2.1 -2.2 -18.1 -4.6 -20.0 -4.8 -20.0 1.2 -5.6 -6.3 -1.2 -8.6 -0.8 -9.3 0.6 -16.7 -14.5 -20.0 -5.5 -17.0 -20.0 -20.0 -17.3 CANOLA -5.7 20.0 20.0 1.1 6.5 -0.6 3.8 -2.1 1.8 9.2 6.0 8.5 -5.3 5.8 8.3 -5.6 12.3 2.5 8.8 13.0 8.9 9.4 0.2 9.8 -20.0 2.7 1.7 1.2 2.1 -1.0 2.2 6.5 13.9 4.1 18.4 17.5 -15.3 7.6 4.1 20.0 CHF -17.2 2.0 3.2 -1.3 -3.4 2.1 -4.7 2.0 -4.7 -16.4 8.9 -18.0 13.6 -7.0 0.2 -14.8 -13.3 -14.4 -13.9 1.2 9.9 -14.3 11.2 -9.8 -8.7 1.1 -5.3 4.4 -5.7 4.3 -3.5 -19.2 -5.8 6.1 14.9 1.1 -18.9 -20.0 -20.0 -20.0 COCOA -17.0 3.6 14.5 2.2 12.8 -1.1 7.6 -4.2 3.6 16.3 20.0 1.5 20.0 8.3 17.4 -9.1 -2.1 -4.9 -2.9 20.0 20.0 7.8 20.0 9.4 -12.3 7.1 4.4 11.4 2.1 11.6 2.6 -16.2 5.4 -8.9 13.1 20.0 -9.4 -14.5 14.3 -2.9 COFFEE -8.8 -8.8 -17.1 2.0 11.8 -1.0 6.9 -3.8 3.3 8.7 -10.5 -12.0 -11.9 -14.3 -19.0 -2.4 2.7 0.2 1.8 -20.0 -19.6 -7.5 -15.9 -16.5 -20.0 -5.7 0.7 -3.8 -2.8 -2.4 -5.7 -8.1 -20.0 -19.3 -20.0 -15.6 -20.0 -20.0 -13.7 -12.4 COPPER -11.3 0.0 -3.6 -2.0 2.7 -0.1 0.4 1.0 -2.3 7.4 -6.5 -3.9 -3.4 -6.3 -3.4 -5.9 -2.3 -4.5 -3.4 -4.9 -4.4 0.9 -3.8 -3.9 -4.4 -1.4 2.8 -1.8 1.0 -1.9 -1.1 1.8 0.5 -0.2 7.4 -3.1 4.8 -20.0 13.1 -17.5 CORN -11.2 -9.0 0.2 0.8 4.5 -0.4 2.6 -1.5 1.2 5.8 -5.9 -1.9 -6.0 -6.0 -6.6 -9.3 5.0 -5.7 -0.8 -6.3 -5.8 -1.0 -4.4 -5.1 -7.2 -1.1 1.6 -1.5 -0.1 -2.0 -1.2 -8.0 -4.3 -8.0 -10.3 1.2 -3.2 7.0 1.1 13.9 COTTON2 -1.3 11.1 10.6 1.5 8.5 -0.7 5.0 -2.7 2.3 8.9 7.1 -1.7 -9.4 5.6 7.4 5.7 6.8 6.9 5.8 6.8 4.9 5.1 -1.1 4.6 -20.0 3.6 4.8 2.9 2.9 1.5 2.6 -2.1 -16.0 3.8 10.1 12.4 -18.4 -15.5 11.9 9.3 CRUDE_W -4.4 20.0 11.3 6.4 0.4 4.1 1.7 1.8 4.8 3.7 13.6 -11.7 -7.8 13.5 16.5 8.5 8.4 7.7 7.4 20.0 16.3 -2.3 7.8 10.4 -7.0 6.5 0.5 5.9 -0.9 4.2 2.6 -16.8 -14.1 -20.0 -20.0 -6.5 16.3 12.5 18.5 7.5 DAX -16.6 -9.0 -8.8 -2.8 1.5 0.9 -4.1 2.4 -5.7 7.4 8.0 -14.2 16.0 -13.9 -9.8 -8.6 -6.9 -8.5 -8.0 -8.5 2.6 -8.3 11.8 -13.3 17.0 -4.2 2.1 0.3 -3.5 3.9 -6.0 -3.3 11.7 4.1 -3.4 -5.2 20.0 0.7 20.0 7.2 DOW -20.0 3.9 9.9 -2.6 1.4 0.8 -3.9 2.2 -5.4 -4.9 10.6 -13.4 12.1 -5.8 6.4 -11.5 -7.7 -10.9 -9.7 1.3 8.3 -16.1 7.6 -11.8 -10.0 0.9 -2.0 3.9 -6.0 3.8 -4.2 -5.3 -17.8 2.1 18.0 14.7 -9.4 -5.8 -20.0 -5.5 EUR -17.1 -6.1 -0.2 -1.3 -3.4 2.1 -4.8 2.0 -4.7 -14.9 1.6 -18.5 10.4 -18.3 -7.6 -6.6 -6.8 -6.6 -6.6 -8.0 1.3 -18.6 3.1 -16.8 15.3 -3.0 -6.2 0.9 -7.9 1.4 -6.9 -7.3 -10.5 4.4 -4.7 -11.7 -3.1 -19.9 2.4 1.8 EURIBOR-ICE -0.0 6.8 0.4 -2.2 0.5 -2.1 -0.4 -2.4 -1.7 1.6 -3.9 0.6 -6.6 2.8 -2.8 -8.2 -7.7 -9.1 -9.0 -1.7 -3.9 1.5 -8.1 -0.1 17.1 -0.8 1.1 -1.5 0.9 -3.3 0.0 -10.4 3.9 5.9 7.5 1.7 -20.0 -20.0 20.0 8.0 EUROSTX -13.2 -8.7 -10.5 -2.5 1.3 0.8 -3.6 2.1 -5.1 7.0 9.5 -10.8 15.4 -11.4 -7.5 -4.6 -0.8 -4.5 -3.1 -4.5 4.1 -5.3 11.6 -8.8 4.6 -2.9 3.2 1.7 -2.8 5.5 -5.0 6.6 10.3 10.9 -0.1 -1.3 20.0 2.9 20.0 9.4 FEEDCOW -7.4 6.0 16.3 2.5 14.4 -1.3 8.5 -4.7 4.0 20.0 20.0 12.9 20.0 16.5 20.0 -0.8 -20.0 -19.9 -20.0 20.0 20.0 20.0 20.0 18.7 3.5 9.1 14.5 14.2 8.8 15.8 6.4 -20.0 16.6 20.0 20.0 20.0 5.0 -12.6 19.5 -4.8 GASOIL 3.7 20.0 20.0 5.3 0.3 3.3 1.4 1.5 4.0 8.1 11.1 13.8 -1.0 18.7 19.1 20.0 18.1 20.0 17.6 20.0 20.0 18.0 11.4 20.0 12.2 6.5 1.8 4.1 3.1 1.7 5.5 0.0 13.3 20.0 20.0 17.7 -12.5 2.4 -16.2 -5.2 GASOLINE -5.2 20.0 17.2 6.3 0.4 4.0 1.7 1.8 4.7 -7.8 19.3 -9.8 -0.3 16.2 19.8 20.0 20.0 20.0 20.0 20.0 20.0 1.0 20.0 15.5 -20.0 7.4 -0.1 7.6 0.3 6.7 3.6 20.0 -10.8 -20.0 -7.3 15.9 15.2 14.8 17.9 3.9 GAS_US_mini 0.3 13.5 17.2 5.2 0.3 3.3 1.4 1.5 3.9 -5.3 -15.8 -13.2 -19.6 -10.8 0.9 -20.0 -18.0 -20.0 -20.0 -3.2 -16.0 -8.3 -20.0 -5.4 20.0 0.8 -2.3 -0.7 -4.2 -3.4 -2.1 -20.0 -19.4 -20.0 -20.0 -19.8 8.5 8.7 -2.7 0.2 GBP -12.5 -8.1 8.4 -1.3 -3.7 2.3 -5.1 2.2 -5.0 -14.8 10.9 -16.6 12.7 -15.9 -0.9 0.3 -0.8 0.1 -0.3 -0.7 9.6 -15.3 9.3 -10.4 -0.8 -0.0 -9.7 4.7 -8.4 3.3 -5.3 3.1 -2.0 11.5 1.6 4.9 2.8 13.0 7.6 20.0 GOLD_micro -15.8 -11.2 -15.7 -3.4 4.4 -0.1 0.7 1.6 -3.8 20.0 -8.3 -9.4 6.3 -16.5 -20.0 -17.7 -13.0 -16.6 -15.0 -20.0 -11.5 -2.7 2.0 -18.3 -11.4 -5.6 5.3 -2.1 -0.1 1.7 -5.3 -17.5 -4.4 -12.1 -0.5 -19.7 -20.0 -20.0 -11.6 -20.0 HEATOIL -6.5 20.0 20.0 6.2 0.4 4.0 1.7 1.8 4.7 11.0 11.6 12.6 -2.8 20.0 20.0 20.0 20.0 20.0 18.5 20.0 20.0 20.0 13.0 20.0 -20.0 7.8 3.4 5.6 4.2 3.4 6.5 2.3 20.0 20.0 20.0 20.0 3.9 -0.0 -2.0 -2.3 JGB-SGX-mini -8.2 -20.0 -6.2 -2.3 0.6 -2.2 -0.5 -2.5 -1.8 4.2 4.1 -1.6 4.8 -6.6 -5.9 16.1 19.7 14.0 15.5 -5.4 -0.6 -1.1 2.7 -5.4 0.2 -2.0 0.7 -0.5 -0.3 0.1 -1.8 20.0 0.0 -0.7 -7.7 5.6 -20.0 -8.0 5.1 7.6 JPY -15.0 -5.6 -16.4 -0.7 -2.0 1.2 -2.8 1.2 -2.7 -9.5 -10.6 -10.7 -9.9 -10.9 -11.1 -15.8 -13.8 -16.0 -15.2 -14.8 -15.0 -10.1 -15.1 -13.3 20.0 -3.9 -2.1 -3.7 -2.9 -3.7 -3.7 -20.0 -0.9 -3.2 -6.5 -20.0 -7.7 -20.0 -7.7 -20.0 LEANHOG -17.7 10.7 10.4 1.2 6.7 -0.6 4.0 -2.2 1.9 1.2 -3.0 -8.0 -5.6 -7.5 5.8 20.0 20.0 20.0 20.0 -2.7 -5.2 -4.9 -9.9 -5.9 11.5 -3.0 1.1 -5.2 -2.2 -7.4 -3.1 20.0 -11.0 -15.9 -7.6 -10.8 -7.4 1.0 19.5 20.0 LIVECOW -15.0 -4.7 18.1 2.4 14.1 -1.2 8.3 -4.6 3.9 20.0 20.0 -2.1 20.0 2.1 18.8 -9.3 5.4 -0.1 8.6 18.6 20.0 6.6 20.0 4.3 4.5 7.1 6.1 12.1 2.2 12.6 1.9 2.1 -16.8 8.9 15.1 20.0 -20.0 -20.0 -20.0 -19.5 LUMBER-new -0.2 -10.5 3.1 2.2 12.9 -0.8 7.6 -2.9 3.6 -14.1 -18.6 -0.3 -20.0 -14.6 -14.3 -16.2 -13.0 -14.0 -13.3 -9.8 -9.5 -6.7 -9.0 -7.6 NaN -3.3 -8.4 -2.8 -2.8 -2.2 -2.5 -20.0 -10.9 -3.2 -20.0 -2.2 -20.0 -20.0 -13.3 -20.0 MILK 11.0 20.0 10.9 1.0 5.7 -0.5 3.4 -1.9 1.6 7.1 -5.2 5.5 -9.1 6.6 -0.9 3.6 -20.0 -20.0 -20.0 0.0 -7.7 6.6 -12.1 5.0 -2.2 -0.7 2.9 -3.8 2.2 -5.2 1.5 -20.0 -1.4 4.7 5.7 -19.8 -20.0 -20.0 -15.9 -20.0 MXP -0.5 -10.4 6.9 -1.3 -3.4 2.1 -4.7 2.0 -4.6 16.6 18.9 15.5 19.9 11.5 16.2 16.3 17.7 17.4 17.5 16.2 20.0 17.3 20.0 12.7 -20.0 6.4 7.4 10.1 6.8 12.3 4.9 20.0 20.0 20.0 16.1 20.0 20.0 6.2 20.0 20.0 NASDAQ_micro -20.0 -20.0 15.6 -1.8 0.9 0.6 -2.6 1.5 -3.6 -0.6 10.0 -6.6 7.9 -6.9 5.6 -9.8 -8.0 -10.3 -9.5 2.4 11.9 -4.3 12.2 -5.6 -20.0 1.2 0.2 5.0 -1.4 5.8 -1.9 -5.4 5.9 1.8 5.2 20.0 -7.6 -13.7 -18.8 -16.0 NIKKEI -16.3 -18.9 8.7 -2.7 1.4 0.9 -3.9 2.2 -5.5 9.3 13.9 -9.1 14.8 -11.3 7.5 15.9 12.7 15.2 13.8 2.7 16.3 -2.0 20.0 -6.0 -6.4 1.8 2.6 7.9 -0.8 9.1 -2.3 20.0 17.5 17.0 -5.0 20.0 4.5 2.9 -2.3 9.2 NZD -20.0 -13.2 -6.0 -0.9 -2.4 1.5 -3.4 1.4 -3.3 -9.7 -9.6 -12.7 -0.5 -13.5 -11.7 -0.3 0.4 0.1 0.3 -13.1 -7.7 -12.3 -5.6 -16.0 0.6 -3.9 -2.5 -2.1 -4.0 -1.4 -5.0 4.8 -2.1 -4.6 -10.8 -12.8 -1.7 -13.2 2.4 7.5 OAT -2.1 -1.9 3.6 -2.7 0.7 -2.5 -0.5 -2.8 -2.1 5.4 -5.4 1.3 -7.8 -3.3 -4.9 5.4 8.6 6.3 7.4 -3.6 -4.2 2.2 -7.7 -1.9 8.0 -1.9 2.9 -1.7 1.5 -3.1 -0.9 18.3 5.0 4.0 1.5 5.2 -20.0 -20.0 -0.3 4.2 OATIES 6.7 17.3 20.0 1.9 10.9 -1.0 6.4 -3.5 3.0 17.4 15.8 18.0 -7.2 16.3 17.5 -20.0 -3.8 -16.9 -11.7 20.0 20.0 20.0 13.9 20.0 -20.0 6.3 12.0 5.0 10.3 2.4 7.4 -20.0 20.0 20.0 20.0 20.0 2.1 20.0 15.7 20.0 OJ -9.7 9.8 7.1 1.7 9.7 -0.9 5.7 -3.2 2.7 2.4 16.5 8.1 17.0 13.6 15.2 20.0 20.0 20.0 20.0 20.0 20.0 16.5 20.0 20.0 -20.0 6.1 2.2 6.7 3.9 7.8 5.4 20.0 20.0 20.0 20.0 20.0 14.7 5.1 20.0 16.7 PALLAD 9.4 9.8 -11.3 -1.6 2.1 -0.1 0.3 0.8 -1.8 0.2 -11.2 -1.7 -11.7 -4.0 -10.3 -2.0 -2.5 -2.6 -2.7 -7.6 -14.3 -0.9 -20.0 -2.7 -2.6 -2.6 -0.3 -4.1 -0.3 -4.8 -1.0 1.9 -11.8 10.0 -0.3 -9.7 -19.7 -2.4 5.1 1.3 PLAT 2.8 -1.7 -18.0 -1.9 2.5 -0.1 0.4 0.9 -2.1 12.3 -9.7 7.2 -2.0 -1.7 -10.0 -3.2 -2.1 -3.1 -2.7 -7.0 -8.3 14.2 -4.4 1.6 13.5 -1.9 10.7 -2.1 6.3 -1.0 1.1 2.4 20.0 11.7 6.0 -10.7 2.6 -16.4 16.4 -12.2 REDWHEAT -19.9 -8.6 -1.8 1.0 6.0 -0.5 3.6 -2.0 1.7 1.2 -4.4 -7.7 -8.9 -9.4 -6.9 -4.2 2.1 -2.0 0.7 -8.3 -5.1 -5.6 -3.9 -9.8 -10.6 -2.2 -0.8 -1.3 -1.6 -0.7 -2.7 -9.4 -11.2 -19.1 -15.1 0.5 -20.0 -19.7 -10.2 -7.4 RICE -1.9 15.6 10.1 2.0 11.5 -1.0 6.8 -3.7 3.2 16.2 3.7 9.5 0.8 13.8 15.1 -13.3 19.8 9.5 20.0 10.9 6.6 14.1 2.2 10.2 -20.0 4.7 12.5 3.1 6.9 1.0 4.5 20.0 4.6 14.1 9.0 15.3 -6.4 -20.0 6.7 -12.6 ROBUSTA -12.3 -9.9 4.8 1.0 7.0 -0.9 3.3 -2.8 1.4 6.4 10.4 -7.8 10.8 -7.0 1.4 20.0 20.0 20.0 20.0 1.2 12.1 -4.9 17.2 -6.2 -12.6 0.6 2.4 5.5 -2.0 7.8 -2.7 20.0 -20.0 -5.3 -13.6 17.1 -4.2 -17.4 11.2 -8.1 RUSSELL -20.0 -0.1 16.0 -2.6 1.3 0.8 -3.8 2.2 -5.3 -6.4 2.5 -15.4 -1.0 -12.5 2.9 -7.7 -5.5 -7.3 -6.6 -3.5 4.7 -17.6 1.2 -17.3 -2.4 -0.9 -1.1 2.0 -5.4 1.8 -5.3 -0.7 -10.5 -6.7 10.4 17.3 -6.1 -9.3 -20.0 -12.7 SHATZ 6.2 8.4 -10.9 -2.3 0.6 -2.1 -0.5 -2.4 -1.8 -1.0 -5.6 -2.3 -7.3 1.7 -4.7 -20.0 -6.0 -18.9 -12.6 -3.0 -7.0 0.3 -12.2 -0.3 10.9 -1.1 -0.3 -2.6 0.4 -4.9 0.1 -11.1 0.9 8.0 8.5 -0.4 -20.0 -20.0 -20.0 -20.0 SILVER-mini -6.8 -0.7 -7.5 -2.2 2.9 -0.1 0.5 1.0 -2.5 13.4 1.2 6.8 4.6 -1.9 -6.2 -6.7 -5.7 -6.7 -6.3 -2.2 -0.7 14.9 1.8 3.2 7.2 0.3 8.4 0.8 6.8 1.0 2.2 -3.8 20.0 9.2 12.2 -3.1 -17.5 -20.0 -1.2 -20.0 SMI -10.3 -7.9 -9.1 -2.7 1.4 0.9 -3.9 2.2 -5.4 10.1 2.8 -6.9 4.7 -10.3 -11.3 -3.1 1.1 -2.9 -1.4 -9.5 -3.5 -3.0 1.3 -10.0 4.6 -3.2 6.0 -1.6 -0.3 -1.4 -3.4 9.6 10.9 20.0 2.2 -9.7 -8.4 -11.1 -19.2 -16.1 SOFR -12.3 -12.2 -12.6 -2.6 0.6 -2.4 -0.5 -2.8 -2.0 5.5 -5.5 -5.2 -3.3 -6.9 -7.6 -2.0 -0.9 -1.9 -1.4 -9.3 -6.7 -4.8 -5.0 -9.1 -1.5 -2.9 0.8 -2.1 -1.4 -1.4 -2.7 2.3 -4.6 -3.6 -1.6 -5.5 -20.0 -20.0 -6.3 -3.4 SOYBEAN -2.6 8.1 18.9 1.0 5.6 -0.5 3.3 -1.8 1.6 8.9 4.4 6.2 -0.9 2.1 5.5 8.3 20.0 13.5 16.8 4.7 3.1 11.5 0.5 6.0 -20.0 1.8 5.0 1.2 3.5 0.3 2.0 20.0 12.5 2.7 2.2 10.2 -10.9 8.7 -7.5 20.0 SOYMEAL -0.3 4.1 -10.5 1.1 6.2 -0.5 3.7 -2.0 1.7 9.9 -3.4 7.1 2.2 2.5 -0.5 7.0 19.7 14.1 18.7 1.1 -0.4 14.4 1.8 5.6 -20.0 1.7 8.1 1.6 5.6 2.4 2.5 20.0 13.4 3.8 1.4 6.3 -13.4 -17.9 -10.1 -16.4 SOYOIL -1.9 18.2 20.0 1.2 6.7 -0.6 4.0 -2.2 1.9 3.5 7.5 5.6 -1.3 7.1 10.0 15.8 11.0 12.9 10.7 12.8 10.0 6.1 3.5 9.0 -20.0 3.4 1.3 2.6 1.6 0.9 2.3 5.7 3.0 6.4 8.2 20.0 0.3 6.5 15.7 20.0 SP400 -20.0 -1.4 14.8 -2.6 1.3 0.8 -3.7 2.1 -5.2 -5.8 5.1 -14.7 6.8 -11.3 5.1 -6.7 -4.9 -6.1 -5.6 -2.0 7.0 -16.1 6.0 -16.1 -12.2 -0.8 -0.4 2.0 -4.9 2.1 -5.0 0.7 -12.7 -5.7 10.3 15.3 0.3 -10.6 -13.3 -14.9 SP500_micro -20.0 -15.8 16.4 -2.5 1.3 0.8 -3.6 2.1 -5.1 -0.9 12.8 -11.4 9.8 -10.1 6.7 -12.3 -9.1 -12.4 -11.1 2.2 13.0 -8.4 12.4 -9.3 -17.4 1.0 0.2 5.1 -3.0 5.2 -3.3 -7.5 -1.7 -3.6 11.4 20.0 -5.4 -12.5 -18.3 -17.5 SUGAR11 1.8 -6.1 -10.1 2.0 11.4 -1.0 6.7 -3.7 3.2 17.4 12.2 11.6 14.7 9.2 0.6 -3.3 11.9 -0.6 5.1 3.9 12.3 20.0 20.0 9.0 -20.0 2.2 20.0 7.4 12.7 14.1 4.6 3.5 20.0 14.1 -2.0 -0.2 -19.1 -19.3 9.5 -3.7 US10 -9.5 -11.9 -15.1 -2.4 0.6 -2.2 -0.5 -2.5 -1.8 3.2 -6.9 -4.9 -7.3 -6.9 -7.8 -9.1 -6.9 -9.0 -8.7 -10.1 -9.3 -4.7 -9.2 -8.6 0.8 -2.9 0.2 -2.5 -1.3 -2.2 -2.5 -9.4 -4.3 -3.7 -2.7 -7.6 -20.0 -20.0 14.5 0.6 US10U -10.7 -12.4 -11.5 -3.1 0.8 -2.9 -0.6 -3.3 -2.4 4.8 -8.8 -5.9 -9.3 -8.9 -10.1 -6.0 -1.8 -4.2 -3.2 -13.2 -11.4 -5.6 -11.2 -11.5 -3.5 -3.8 0.5 -3.1 -1.5 -2.5 -3.2 0.0 -5.4 -7.3 -5.4 -9.2 -20.0 -20.0 20.0 18.3 US2 -1.7 -14.0 -20.0 -2.5 0.6 -2.3 -0.5 -2.7 -1.9 -5.3 -8.6 -7.4 -8.4 -8.2 -9.1 -20.0 -20.0 -20.0 -20.0 -14.2 -17.0 -8.0 -18.7 -10.0 8.6 -3.2 -1.7 -3.5 -2.2 -3.9 -2.5 -20.0 -8.7 -0.6 -1.6 -14.0 -20.0 -20.0 -20.0 -20.0 US20 -12.0 -14.0 -9.8 -2.3 0.6 -2.2 -0.5 -2.5 -1.8 4.2 -6.4 -3.7 -6.0 -6.3 -7.3 -1.6 -1.4 -1.6 -1.7 -10.4 -8.6 -4.0 -8.0 -9.1 -3.3 -2.7 0.4 -2.2 -1.0 -1.7 -2.4 1.4 -4.2 -8.7 -6.5 -6.8 -20.0 -20.0 20.0 20.0 US30 -10.7 -13.1 -6.0 -2.7 0.7 -2.5 -0.5 -2.9 -2.1 6.6 -8.1 -3.9 -7.6 -7.2 -8.5 -8.1 -3.2 -6.7 -4.8 -11.4 -9.8 -3.1 -10.2 -9.5 -3.0 -3.2 0.8 -2.5 -0.8 -2.0 -2.6 -2.4 -2.6 -9.3 -8.3 -6.1 -20.0 -20.0 20.0 20.0 US5 -8.9 -11.3 -19.4 -2.5 0.6 -2.3 -0.5 -2.6 -1.9 -0.4 -7.4 -6.4 -7.7 -7.5 -8.3 -12.9 -9.4 -13.0 -11.9 -10.7 -10.4 -6.4 -10.9 -9.2 3.4 -3.0 -0.6 -2.8 -1.9 -2.6 -2.7 -14.2 -6.7 -2.7 -1.0 -8.4 -20.0 -20.0 2.6 -16.0 VIX 17.8 14.2 -20.0 -5.0 -5.3 -10.2 -1.0 -12.1 -0.4 -13.6 -20.0 1.5 -20.0 3.3 -19.7 -20.0 -20.0 -20.0 -20.0 -16.1 -20.0 -3.1 -20.0 -1.8 NaN -5.6 -6.1 -12.1 -1.2 -15.0 -0.3 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -18.0 -1.2 12.9 0.7 4.1 -0.4 2.4 -1.3 1.1 -4.6 -4.9 -6.1 -6.9 -6.6 -5.2 -11.5 -9.3 -10.7 -10.3 -5.1 -4.3 -5.7 -5.2 -6.7 -3.1 -1.2 -1.6 -1.1 -1.9 -1.5 -1.9 -20.0 -11.5 -12.0 -9.9 0.6 -19.9 -14.3 -13.6 -8.1 End of report for caleb_strategy_v3