******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20230829_204322 produced at 2023-08-29 21:38:56.360783 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -8.24 11.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.09 -0.18 -0.45 0.0 0.92 -0.92 -0.18 -0.09 -4.85 10.0 -2 -1 caleb_strategy_v3 US2 False True 0.07 0.00 -0.39 0.0 0.00 0.00 0.00 0.00 -5.45 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.22 0.0 0.00 0.00 0.00 0.00 -5.47 24.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.12 -0.20 0.0 0.38 -0.38 -0.12 -0.13 -29.42 56.0 -18 -19 caleb_strategy_v3 VIX False False 0.01 -0.10 -0.17 0.0 0.11 -0.11 -0.10 -0.11 -26.60 17.0 -16 -17 caleb_strategy_v3 JPY False False 0.03 -0.18 -0.16 0.0 0.51 -0.51 -0.18 -0.12 -5.22 17.0 -6 -4 caleb_strategy_v3 CHF False False 0.05 -0.25 -0.15 0.0 0.65 -0.65 -0.25 -0.25 -3.07 13.0 -5 -5 caleb_strategy_v3 CAD False False 0.03 -0.03 -0.14 0.0 0.75 -0.75 -0.03 0.00 -5.46 29.0 -1 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.07 -0.13 0.0 0.07 -0.07 -0.07 -0.07 -46.51 26.0 -26 -26 caleb_strategy_v3 US5 False False 0.04 -0.26 -0.12 0.0 0.93 -0.93 -0.26 -0.33 -3.28 25.0 -7 -9 caleb_strategy_v3 BOBL False False 0.04 -0.39 -0.09 0.0 0.83 -0.83 -0.39 -0.44 -2.01 19.0 -9 -10 caleb_strategy_v3 EUR False False 0.05 -0.24 -0.08 0.0 0.67 -0.67 -0.24 -0.33 -1.68 14.0 -5 -7 caleb_strategy_v3 BITCOIN False False 0.00 -0.04 -0.08 0.0 0.05 -0.05 -0.04 -0.04 -84.10 59.0 -43 -43 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 -0.05 0.0 0.20 -0.20 -0.07 -0.10 -1.45 6.0 -2 -3 caleb_strategy_v3 AUD False False 0.02 0.00 -0.05 0.0 0.43 -0.43 0.00 0.00 -2.25 19.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.04 -0.04 0.0 0.40 -0.40 -0.04 -0.09 -5.83 66.0 -6 -14 caleb_strategy_v3 US10U False False 0.04 -0.08 -0.03 0.0 0.53 -0.53 -0.08 -0.12 -0.63 13.0 -2 -3 caleb_strategy_v3 RUSSELL False False 0.00 0.00 -0.03 0.0 0.23 -0.23 0.00 0.00 -8.02 68.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.02 -0.03 0.0 0.44 -0.44 0.02 0.00 -1.32 21.0 1 0 caleb_strategy_v3 SP500_micro False False 0.01 -0.01 -0.03 0.0 0.38 -0.38 -0.01 -0.01 -4.34 48.0 -1 -1 caleb_strategy_v3 LUMBER-new False False 0.00 0.00 -0.03 0.0 0.01 -0.01 0.00 0.00 -5.46 3.0 0 0 caleb_strategy_v3 US30 False False 0.05 0.00 -0.02 0.0 0.27 -0.27 0.00 0.00 -0.34 6.0 0 0 caleb_strategy_v3 SP400 False False 0.09 -0.09 -0.02 0.0 0.18 -0.18 -0.09 -0.09 -0.25 2.0 -1 -1 caleb_strategy_v3 PALLAD False False 0.04 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -0.34 2.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.01 -0.02 0.0 0.25 -0.25 -0.01 0.00 -1.93 23.0 -1 0 caleb_strategy_v3 MILK False False 0.01 0.00 -0.02 0.0 0.07 -0.07 0.00 0.00 -1.87 5.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.01 0.0 0.10 -0.10 -0.01 -0.01 -0.89 8.0 -1 -1 caleb_strategy_v3 US20 False False 0.04 -0.04 -0.01 0.0 0.38 -0.38 -0.04 -0.04 -0.32 9.0 -1 -1 caleb_strategy_v3 COFFEE False False 0.02 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.73 6.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.01 -0.01 0.0 0.10 -0.10 -0.01 -0.02 -1.55 12.0 -1 -2 caleb_strategy_v3 WHEAT False False 0.01 -0.01 -0.01 0.0 0.09 -0.09 -0.01 -0.01 -1.21 9.0 -1 -1 caleb_strategy_v3 DAX False False 0.01 -0.03 -0.01 0.0 0.35 -0.35 -0.03 -0.02 -1.05 58.0 -5 -3 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 -0.00 0.0 0.00 -0.00 0.00 0.00 -0.18 0.0 0 0 caleb_strategy_v3 BUXL False False 0.05 -0.15 0.00 0.0 0.20 -0.20 -0.15 -0.05 0.00 4.0 -3 -1 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.32 2.0 0 0 caleb_strategy_v3 COCOA False False 0.01 -0.01 0.00 0.0 0.33 -0.33 -0.01 0.01 0.02 26.0 -1 1 caleb_strategy_v3 FEEDCOW False False 0.05 0.00 0.01 0.0 0.36 -0.36 0.00 0.00 0.17 8.0 0 0 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 COTTON2 False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.33 11.0 0 0 caleb_strategy_v3 PLAT False False 0.02 -0.07 0.01 0.0 0.17 -0.17 -0.07 -0.03 0.59 10.0 -4 -2 caleb_strategy_v3 SOYOIL False False 0.01 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.80 10.0 0 0 caleb_strategy_v3 SMI False False 0.04 0.18 0.01 0.0 0.40 -0.40 0.18 0.22 0.33 9.0 4 5 caleb_strategy_v3 CRUDE_W False False 0.03 -0.03 0.01 0.0 0.14 -0.14 -0.03 0.00 0.24 5.0 -1 0 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 EUROSTX False False 0.02 0.07 0.02 0.0 0.33 -0.33 0.07 0.08 1.27 20.0 4 5 caleb_strategy_v3 ROBUSTA False False 0.01 0.01 0.02 0.0 0.20 -0.20 0.01 0.02 1.84 23.0 1 2 caleb_strategy_v3 BUND False False 0.05 0.10 0.02 0.0 0.50 -0.50 0.10 0.05 0.45 10.0 2 1 caleb_strategy_v3 GBP False False 0.03 0.11 0.02 0.0 0.61 -0.61 0.11 0.11 0.62 22.0 4 4 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 0.02 0.0 0.18 -0.18 0.00 0.00 1.64 18.0 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 CAC False True 0.03 0.00 0.03 0.0 0.00 0.00 0.00 0.00 1.23 12.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.00 0.04 0.0 0.05 -0.05 0.00 0.00 2.11 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 4.60 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 2.45 17.0 2 2 caleb_strategy_v3 LEANHOG False False 0.01 0.07 0.07 0.0 0.13 -0.13 0.07 0.07 7.29 13.0 7 7 caleb_strategy_v3 BTP False False 0.04 0.26 0.07 0.0 0.44 -0.44 0.26 0.26 1.61 10.0 6 6 caleb_strategy_v3 OAT False False 0.05 0.05 0.08 0.0 0.48 -0.48 0.05 0.00 1.71 10.0 1 0 caleb_strategy_v3 GASOLINE False False 0.04 0.15 0.09 0.0 0.15 -0.15 0.15 0.15 2.60 4.0 4 4 caleb_strategy_v3 GASOIL False False 0.03 0.09 0.10 0.0 0.12 -0.12 0.09 0.12 3.19 4.0 3 4 caleb_strategy_v3 HEATOIL False False 0.05 0.00 0.10 0.0 0.14 -0.14 0.00 0.00 2.12 3.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.27 0.36 0.0 0.28 -0.28 0.27 0.28 46.07 36.0 35 36 caleb_strategy_v3 MXP False False 0.01 0.62 0.79 0.0 0.62 -0.62 0.62 0.62 75.81 60.0 60 60 caleb_strategy_v3 JGB-SGX-mini False False 0.04 0.53 1.40 0.0 0.56 -0.56 0.53 0.53 39.70 16.0 15 15 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 19.0 Shocked risk 55.0 Sum abs risk 66.9 Leverage 7.02 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2854642.04, 'annual_cash_vol_target': 713660.51, 'daily_cash_vol_target': 44603.781875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0045 0.6480 0.6907 11.0505 BITCOIN 721.1871 26075.0000 2.7658 44.2531 BOBL 0.2803 115.7200 0.2422 3.8751 BTP 0.6538 115.4500 0.5663 9.0612 BUND 0.6030 132.5500 0.4550 7.2793 BUXL 1.4045 132.8600 1.0571 16.9142 CAC 57.8235 7400.5000 0.7813 12.5015 CAD 0.0027 0.7375 0.3645 5.8317 CANOLA 8.0989 817.0000 0.9913 15.8608 CHF 0.0051 1.1405 0.4442 7.1067 COCOA 41.8330 3598.0000 1.1627 18.6028 COFFEE 2.4655 153.2000 1.6093 25.7493 COPPER 0.0421 3.8395 1.0970 17.5521 CORN 8.7898 487.2500 1.8040 28.8633 COTTON2 1.1750 86.8900 1.3523 21.6374 CRUDE_W 0.9866 80.2400 1.2295 19.6725 DAX 118.5222 15984.0000 0.7415 11.8641 DOW 208.9222 34815.0000 0.6001 9.6015 EUR 0.0048 1.0882 0.4443 7.1095 EURIBOR-ICE 0.0583 97.0750 0.0601 0.9614 EUROSTX 41.1533 4341.0000 0.9480 15.1682 FEEDCOW 1.3774 256.9250 0.5361 8.5778 GASOIL 13.0008 882.7500 1.4728 23.5641 GASOLINE 0.0357 2.4700 1.4472 23.1559 GAS_US_mini 0.0894 3.0800 2.9037 46.4586 GBP 0.0065 1.2636 0.5122 8.1947 GOLD_micro 10.6076 1945.9000 0.5451 8.7220 HEATOIL 0.0431 3.0794 1.3998 22.3972 JGB-SGX-mini 0.2491 146.9200 0.1696 2.7130 JPY 0.0000 0.0068 0.6278 10.0452 LEANHOG 1.2332 72.8000 1.6939 27.1030 LIVECOW 1.0440 181.4500 0.5754 9.2059 LUMBER-new 9.3859 508.5000 1.8458 29.5327 MILK 0.2877 18.9200 1.5208 24.3324 MXP 0.0004 0.0593 0.6524 10.4378 NASDAQ_micro 165.8088 15406.7500 1.0762 17.2193 NIKKEI 305.7415 32405.0000 0.9435 15.0960 NZD 0.0042 0.5969 0.6975 11.1606 OAT 0.6115 127.3000 0.4804 7.6859 OATIES 6.7167 517.7500 1.2973 20.7566 OJ 5.1900 319.8500 1.6226 25.9621 PALLAD 22.8762 1255.5000 1.8221 29.1532 PLAT 13.5125 987.6000 1.3682 21.8915 REDWHEAT 13.9513 729.2500 1.9131 30.6096 RICE 0.1576 16.8700 0.9340 14.9442 ROBUSTA 34.1858 2448.0000 1.3965 22.3436 RUSSELL 17.1680 1896.1000 0.9054 14.4870 SHATZ 0.0872 104.9700 0.0831 1.3289 SILVER-mini 0.3470 25.2000 1.3770 22.0324 SMI 75.5081 11139.0000 0.6779 10.8459 SOFR 0.0727 96.2850 0.0755 1.2081 SOYBEAN 16.0700 1392.2500 1.1542 18.4679 SOYMEAL 5.6695 412.4000 1.3748 21.9963 SOYOIL 0.8791 63.2900 1.3890 22.2234 SP400 20.4073 2638.2000 0.7735 12.3765 SP500_micro 33.7137 4500.7500 0.7491 11.9851 SUGAR11 0.3236 25.8100 1.2539 20.0629 US10 0.4262 110.1562 0.3869 6.1908 US10U 0.6085 115.8594 0.5252 8.4027 US2 0.0990 101.1914 0.0979 1.5661 US20 0.8711 121.3125 0.7181 11.4895 US30 1.2918 128.8750 1.0023 16.0373 US5 0.2676 105.7812 0.2530 4.0478 VIX 0.4968 17.7500 2.7991 44.7855 WHEAT 14.0506 600.2500 2.3408 37.4526 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 648.05 0.69 447.58 1.00 447.58 44603.78 99.66 -6.94 -69.21 BITCOIN 26.08 2.77 72.12 1.00 72.12 44603.78 618.48 -11.31 -699.35 BOBL 1157.20 0.24 280.27 1.08 303.08 44603.78 147.17 -14.74 -216.95 BTP 1154.50 0.57 653.83 1.08 707.05 44603.78 63.08 8.18 51.61 BUND 1325.50 0.45 603.04 1.08 652.13 44603.78 68.40 7.05 48.19 BUXL 1328.60 1.06 1404.51 1.08 1518.84 44603.78 29.37 0.00 0.00 CAC 740.05 0.78 578.23 1.08 625.30 44603.78 71.33 5.29 37.74 CAD 737.50 0.36 268.80 1.00 268.80 44603.78 165.93 -10.13 -168.04 CANOLA 163.40 0.99 161.98 0.74 119.22 44603.78 374.13 8.17 305.76 CHF 1425.62 0.44 633.22 1.00 633.22 44603.78 70.44 -13.43 -94.59 COCOA 359.80 1.16 418.33 1.00 418.33 44603.78 106.62 0.09 0.96 COFFEE 574.50 1.61 924.56 1.00 924.56 44603.78 48.24 -14.99 -72.32 COPPER 959.88 1.10 1052.99 1.00 1052.99 44603.78 42.36 -2.85 -12.05 CORN 243.62 1.80 439.49 1.00 439.49 44603.78 101.49 -7.28 -73.92 COTTON2 434.45 1.35 587.52 1.00 587.52 44603.78 75.92 2.35 17.87 CRUDE_W 802.40 1.23 986.58 1.00 986.58 44603.78 45.21 0.43 1.95 DAX 159.84 0.74 118.52 1.08 128.17 44603.78 348.01 -0.93 -32.21 DOW 174.08 0.60 104.46 1.00 104.46 44603.78 426.99 -6.12 -261.23 EUR 1360.19 0.44 604.39 1.00 604.39 44603.78 73.80 -7.01 -51.71 EURIBOR-ICE 2426.88 0.06 145.83 1.08 157.70 44603.78 282.84 -5.49 -155.40 EUROSTX 434.10 0.95 411.53 1.08 445.03 44603.78 100.23 3.89 38.94 FEEDCOW 1284.62 0.54 688.70 1.00 688.70 44603.78 64.76 0.75 4.88 GASOIL 882.75 1.47 1300.08 1.00 1300.08 44603.78 34.31 18.97 65.08 GASOLINE 1037.40 1.45 1501.37 1.00 1501.37 44603.78 29.71 17.82 52.96 GAS_US_mini 77.00 2.90 223.58 1.00 223.58 44603.78 199.50 -19.04 -379.80 GBP 789.75 0.51 404.48 1.00 404.48 44603.78 110.27 1.73 19.10 GOLD_micro 194.59 0.55 106.08 1.00 106.08 44603.78 420.49 -18.47 -776.80 HEATOIL 1293.35 1.40 1810.46 1.00 1810.46 44603.78 24.64 17.56 43.27 JGB-SGX-mini 146920.00 0.17 24912.33 0.01 170.24 44603.78 262.01 11.60 303.84 JPY 855.81 0.63 537.30 1.00 537.30 44603.78 83.01 -19.33 -160.48 LEANHOG 291.20 1.69 493.27 1.00 493.27 44603.78 90.42 12.90 116.69 LIVECOW 725.80 0.58 417.60 1.00 417.60 44603.78 106.81 6.74 71.94 LUMBER-new 139.84 1.85 258.11 1.00 258.11 44603.78 172.81 -17.33 -299.56 MILK 378.40 1.52 575.46 1.00 575.46 44603.78 77.51 -13.07 -101.30 MXP 296.70 0.65 193.56 1.00 193.56 44603.78 230.44 20.00 460.89 NASDAQ_micro 308.14 1.08 331.62 1.00 331.62 44603.78 134.50 -6.43 -86.43 NIKKEI 32405.00 0.94 30574.15 0.01 208.93 44603.78 213.49 16.51 352.56 NZD 596.90 0.70 416.36 1.00 416.36 44603.78 107.13 -3.80 -40.70 OAT 1273.00 0.48 611.51 1.08 661.28 44603.78 67.45 8.15 54.96 OATIES 258.88 1.30 335.84 1.00 335.84 44603.78 132.81 -1.16 -15.36 OJ 479.78 1.62 778.50 1.00 778.50 44603.78 57.29 20.00 114.59 PALLAD 1255.50 1.82 2287.62 1.00 2287.62 44603.78 19.50 -4.65 -9.06 PLAT 493.80 1.37 675.63 1.00 675.63 44603.78 66.02 2.35 15.54 REDWHEAT 364.62 1.91 697.56 1.00 697.56 44603.78 63.94 -12.15 -77.66 RICE 337.40 0.93 315.14 1.00 315.14 44603.78 141.54 15.50 219.40 ROBUSTA 244.80 1.40 341.86 1.00 341.86 44603.78 130.47 14.01 182.82 RUSSELL 94.80 0.91 85.84 1.00 85.84 44603.78 519.61 -4.85 -251.88 SHATZ 1049.70 0.08 87.18 1.08 94.28 44603.78 473.09 -12.46 -589.44 SILVER-mini 630.00 1.38 867.52 1.00 867.52 44603.78 51.41 -0.91 -4.70 SMI 1113.90 0.68 755.08 1.13 855.32 44603.78 52.15 1.95 10.17 SOFR 2407.12 0.08 181.75 1.00 181.75 44603.78 245.41 -5.79 -142.02 SOYBEAN 696.12 1.15 803.50 1.00 803.50 44603.78 55.51 15.01 83.31 SOYMEAL 412.40 1.37 566.95 1.00 566.95 44603.78 78.67 12.01 94.52 SOYOIL 379.74 1.39 527.44 1.00 527.44 44603.78 84.57 11.82 99.93 SP400 2638.20 0.77 2040.73 1.00 2040.73 44603.78 21.86 -3.66 -7.99 SP500_micro 225.04 0.75 168.57 1.00 168.57 44603.78 264.60 -7.34 -194.20 SUGAR11 289.07 1.25 362.48 1.00 362.48 44603.78 123.05 7.29 89.68 US10 1101.56 0.39 426.22 1.00 426.22 44603.78 104.65 -12.26 -128.29 US10U 1158.59 0.53 608.46 1.00 608.46 44603.78 73.31 -7.11 -52.09 US2 2023.83 0.10 198.10 1.00 198.10 44603.78 225.16 -20.00 -450.32 US20 1213.12 0.72 871.13 1.00 871.13 44603.78 51.20 -5.19 -26.58 US30 1288.75 1.00 1291.75 1.00 1291.75 44603.78 34.53 -8.19 -28.29 US5 1057.81 0.25 267.61 1.00 267.61 44603.78 166.67 -16.26 -271.08 VIX 177.50 2.80 496.84 1.00 496.84 44603.78 89.78 -20.00 -179.55 WHEAT 300.12 2.34 702.53 1.00 702.53 44603.78 63.49 -16.65 -105.73 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -69.208 0.013 2.5 -2.249 BITCOIN -699.353 0.048 2.5 -84.098 BOBL -216.949 0.004 2.5 -2.012 BTP 51.611 0.012 2.5 1.610 BUND 48.189 0.004 2.5 0.447 BUXL 0.004 0.004 2.5 0.000 CAC 37.738 0.013 2.5 1.233 CAD -168.040 0.013 2.5 -5.462 CANOLA 305.758 0.008 2.5 6.405 CHF -94.590 0.013 2.5 -3.074 COCOA 0.959 0.007 2.5 0.018 COFFEE -72.322 0.004 2.5 -0.727 COPPER -12.054 0.048 2.5 -1.450 CORN -73.923 0.008 2.5 -1.549 COTTON2 17.865 0.007 2.5 0.330 CRUDE_W 1.954 0.049 2.5 0.239 DAX -32.215 0.013 2.5 -1.052 DOW -261.232 0.009 2.5 -5.833 EUR -51.714 0.013 2.5 -1.681 EURIBOR-ICE -155.396 0.012 2.5 -4.847 EUROSTX 38.939 0.013 2.5 1.272 FEEDCOW 4.880 0.014 2.5 0.166 GASOIL 65.076 0.020 2.5 3.190 GASOLINE 52.955 0.020 2.5 2.596 GAS_US_mini -379.798 0.049 2.5 -46.513 GBP 19.100 0.013 2.5 0.621 GOLD_micro -776.796 0.015 2.5 -29.423 HEATOIL 43.273 0.020 2.5 2.121 JGB-SGX-mini 303.844 0.052 2.5 39.703 JPY -160.483 0.013 2.5 -5.216 LEANHOG 116.687 0.025 2.5 7.294 LIVECOW 71.938 0.014 2.5 2.452 LUMBER-new -299.559 0.007 2.5 -5.459 MILK -101.296 0.007 2.5 -1.869 MXP 460.887 0.066 2.5 75.814 NASDAQ_micro -86.429 0.009 2.5 -1.930 NIKKEI 352.561 0.052 2.5 46.069 NZD -40.704 0.013 2.5 -1.323 OAT 54.958 0.012 2.5 1.714 OATIES -15.362 0.008 2.5 -0.322 OJ 114.589 0.007 2.5 2.114 PALLAD -9.059 0.015 2.5 -0.343 PLAT 15.539 0.015 2.5 0.589 REDWHEAT -77.660 0.005 2.5 -0.887 RICE 219.399 0.008 2.5 4.596 ROBUSTA 182.822 0.004 2.5 1.839 RUSSELL -251.877 0.013 2.5 -8.020 SHATZ -589.436 0.004 2.5 -5.466 SILVER-mini -4.702 0.015 2.5 -0.178 SMI 10.167 0.013 2.5 0.332 SOFR -142.023 0.023 2.5 -8.244 SOYBEAN 83.308 0.003 2.5 0.667 SOYMEAL 94.517 0.003 2.5 0.757 SOYOIL 99.930 0.003 2.5 0.801 SP400 -7.994 0.013 2.5 -0.255 SP500_micro -194.197 0.009 2.5 -4.336 SUGAR11 89.680 0.007 2.5 1.643 US10 -128.285 0.005 2.5 -1.553 US10U -52.091 0.005 2.5 -0.630 US2 -450.323 0.005 2.5 -5.450 US20 -26.576 0.005 2.5 -0.322 US30 -28.287 0.005 2.5 -0.342 US5 -271.077 0.005 2.5 -3.281 VIX -179.550 0.059 2.5 -26.603 WHEAT -105.726 0.005 2.5 -1.208 ===================== Position diags ===================== AUD 3.24 BITCOIN 74.37 BOBL 1.36 BTP 1.97 BUND 0.63 BUXL 0.27 CAC 2.33 CAD 5.39 CANOLA 7.84 CHF 2.29 COCOA 1.97 COFFEE 0.49 COPPER 5.09 CORN 2.13 COTTON2 1.40 CRUDE_W 5.54 DAX 11.37 DOW 9.53 EUR 2.40 EURIBOR-ICE 8.82 EUROSTX 3.27 FEEDCOW 2.21 GASOIL 1.68 GASOLINE 1.46 GAS_US_mini 24.43 GBP 3.58 GOLD_micro 15.93 HEATOIL 1.21 JGB-SGX-mini 34.24 JPY 2.70 LEANHOG 5.65 LIVECOW 3.64 LUMBER-new 3.15 MILK 1.43 MXP 37.91 NASDAQ_micro 3.00 NIKKEI 27.90 NZD 3.48 OAT 2.10 OATIES 2.78 OJ 1.06 PALLAD 0.74 PLAT 2.50 REDWHEAT 0.73 RICE 2.97 ROBUSTA 1.31 RUSSELL 16.54 SHATZ 4.39 SILVER-mini 1.95 SMI 1.70 SOFR 14.25 SOYBEAN 0.44 SOYMEAL 0.63 SOYOIL 0.68 SP400 0.70 SP500_micro 5.91 SUGAR11 2.25 US10 1.27 US10U 0.89 US2 2.73 US20 0.62 US30 0.42 US5 2.02 VIX 13.30 WHEAT 0.73 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.2 -2.6 -1.9 NaN 0 BITCOIN -84.1 -91.5 -76.7 -43.0 -43 BOBL -2.0 -2.1 -1.9 -9.0 -9 BTP 1.6 1.4 1.8 6.0 6 BUND 0.4 0.4 0.5 2.0 2 BUXL 0.0 -0.0 0.0 -3.0 -3 CAC 1.2 1.0 1.5 NaN 0 CAD -5.5 -6.0 -4.9 -1.0 -1 CANOLA 6.4 5.6 7.2 NaN 0 CHF -3.1 -3.3 -2.8 -5.0 -5 COCOA 0.0 -0.2 0.2 -1.0 -1 COFFEE -0.7 -0.8 -0.7 NaN 0 COPPER -1.4 -2.0 -0.9 -2.0 -2 CORN -1.5 -1.8 -1.3 -1.0 -1 COTTON2 0.3 0.2 0.5 0.0 0 CRUDE_W 0.2 -0.3 0.8 -1.0 -1 DAX -1.1 -2.2 0.1 -5.0 -5 DOW -5.8 -6.8 -4.9 -6.0 -6 EUR -1.7 -1.9 -1.4 -5.0 -5 EURIBOR-ICE -4.8 -5.7 -4.0 -2.0 -2 EUROSTX 1.3 0.9 1.6 4.0 4 FEEDCOW 0.2 -0.1 0.4 0.0 0 GASOIL 3.2 3.0 3.4 3.0 3 GASOLINE 2.6 2.5 2.7 4.0 4 GAS_US_mini -46.5 -49.0 -44.1 -26.0 -26 GBP 0.6 0.3 1.0 4.0 4 GOLD_micro -29.4 -31.0 -27.8 -18.0 -18 HEATOIL 2.1 2.0 2.2 0.0 0 JGB-SGX-mini 39.7 36.3 43.1 15.0 15 JPY -5.2 -5.5 -4.9 -6.0 -6 LEANHOG 7.3 6.7 7.9 7.0 7 LIVECOW 2.5 2.1 2.8 2.0 2 LUMBER-new -5.5 -5.8 -5.1 NaN 0 MILK -1.9 -2.0 -1.7 NaN 0 MXP 75.8 72.0 79.6 60.0 60 NASDAQ_micro -1.9 -2.2 -1.6 -1.0 -1 NIKKEI 46.1 43.3 48.9 35.0 35 NZD -1.3 -1.7 -1.0 1.0 1 OAT 1.7 1.5 1.9 1.0 1 OATIES -0.3 -0.6 -0.0 NaN 0 OJ 2.1 2.0 2.2 NaN 0 PALLAD -0.3 -0.4 -0.3 NaN 0 PLAT 0.6 0.3 0.8 -4.0 -4 REDWHEAT -0.9 -1.0 -0.8 -1.0 -1 RICE 4.6 4.3 4.9 NaN 0 ROBUSTA 1.8 1.7 2.0 1.0 1 RUSSELL -8.0 -9.7 -6.4 0.0 0 SHATZ -5.5 -5.9 -5.0 NaN 0 SILVER-mini -0.2 -0.4 0.0 NaN 0 SMI 0.3 0.2 0.5 4.0 4 SOFR -8.2 -9.7 -6.8 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 -0.3 -0.3 -0.2 -1.0 -1 SP500_micro -4.3 -4.9 -3.7 -1.0 -1 SUGAR11 1.6 1.4 1.9 0.0 0 US10 -1.6 -1.7 -1.4 NaN 0 US10U -0.6 -0.7 -0.5 -2.0 -2 US2 -5.5 -5.7 -5.2 NaN 0 US20 -0.3 -0.4 -0.3 -1.0 -1 US30 -0.3 -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 -1.3 -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 -0.4 -0.4 -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 0.2 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -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 -0.4 -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 -3.0 0.1 0.1 0.1 0.1 -0.3 -0.3 -0.3 -0.2 BTP -0.1 -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 0.1 0.0 0.0 0.0 -0.0 2.6 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 -0.0 -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 -0.0 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 -0.2 -0.1 -0.3 -0.0 0.1 0.0 -0.0 0.1 -0.0 0.2 0.3 -0.0 0.5 -0.0 -0.0 -0.4 -0.0 -0.3 -0.2 -0.0 0.1 0.1 0.3 -0.0 -0.3 -0.0 0.2 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 0.0 0.1 -0.0 0.1 -0.0 -0.1 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 -0.0 -0.0 -0.1 -0.0 -0.1 0.1 -0.5 -0.4 -0.5 -0.2 -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 -0.4 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 0.3 0.2 0.4 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 0.0 0.2 -0.1 0.4 -0.1 0.0 -0.9 -0.8 -0.9 -0.8 0.0 0.1 -0.1 0.2 -0.1 -0.5 0.0 0.0 0.1 -0.0 0.1 -0.0 -3.0 -0.2 0.2 0.4 0.0 -0.3 -0.3 -0.3 -0.3 COCOA -0.5 0.0 0.2 0.0 0.1 -0.0 0.1 -0.1 0.0 0.2 0.4 0.1 0.6 0.1 0.1 -0.5 -0.1 -0.3 -0.2 0.2 0.2 0.2 0.4 0.1 -0.6 0.1 0.1 0.2 0.0 0.3 0.0 -2.5 0.5 -0.1 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 -0.2 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 -0.6 -0.5 -0.5 -0.4 -0.3 -0.3 -0.2 -0.2 COPPER -0.2 -0.0 -0.1 -0.0 0.1 -0.0 0.0 0.0 -0.0 0.1 -0.1 -0.0 -0.1 -0.0 -0.0 -0.4 -0.1 -0.3 -0.2 -0.0 -0.0 0.1 -0.1 -0.0 -0.2 -0.0 0.1 -0.0 0.0 -0.1 -0.0 0.3 0.1 -0.0 0.2 -0.1 0.1 -0.3 0.2 -0.2 CORN -0.2 -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 -0.6 0.3 -0.4 -0.1 -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 -0.2 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 0.2 -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 0.0 0.1 0.0 0.0 0.0 -0.3 -0.4 0.1 0.2 0.3 -0.2 -0.2 0.2 0.1 CRUDE_W -0.2 0.5 0.3 0.1 0.0 0.1 0.0 0.1 0.0 0.2 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 -2.8 -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 0.1 0.0 -0.0 0.1 -0.0 0.2 0.2 -0.0 0.4 -0.1 -0.1 -0.5 -0.4 -0.5 -0.5 -0.1 0.0 -0.0 0.2 -0.1 0.9 -0.0 0.1 0.0 0.0 0.1 -0.0 -0.5 0.3 0.1 -0.1 -0.1 0.3 0.0 0.3 0.1 DOW -0.5 0.1 0.2 -0.0 0.1 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 -0.1 0.2 -0.1 -0.5 0.0 0.0 0.1 -0.0 0.1 -0.0 -0.8 -0.5 -0.0 0.4 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 0.0 0.0 -0.1 0.3 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 0.0 -0.2 0.1 -0.1 0.8 -0.0 -0.0 0.0 -0.0 0.0 -0.1 -1.2 -0.3 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 -1.7 0.1 0.1 0.2 0.0 -0.3 -0.3 0.3 0.1 EUROSTX -0.3 -0.2 -0.2 -0.0 0.1 0.0 -0.0 0.1 -0.0 0.2 0.2 -0.0 0.4 -0.1 -0.1 -0.3 -0.0 -0.3 -0.2 -0.0 0.0 0.0 0.2 -0.1 0.2 -0.0 0.1 0.0 0.0 0.2 -0.0 1.0 0.2 0.3 -0.0 -0.0 0.3 0.0 0.3 0.1 FEEDCOW -0.1 0.2 0.4 0.0 0.1 -0.0 0.1 -0.1 0.0 0.2 0.4 0.1 0.6 0.2 0.2 0.0 -1.2 -1.1 -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 0.7 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 1.1 0.2 0.2 0.2 0.3 0.2 0.6 0.1 0.0 0.1 0.0 0.0 0.0 0.0 0.4 0.5 0.5 0.5 -0.2 0.0 -0.2 -0.1 GASOLINE -0.2 0.5 0.5 0.1 0.0 0.1 0.0 0.1 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 -0.7 -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 -0.6 -0.1 0.0 -1.2 -1.1 -1.2 -1.2 -0.0 -0.1 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-0.0 -0.1 -0.2 -0.5 -0.1 -0.3 -0.1 -0.3 LEANHOG -0.5 0.2 0.2 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 -0.0 -0.2 -0.0 0.6 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 3.2 -0.3 -0.4 -0.2 -0.3 -0.1 0.0 0.3 0.3 LIVECOW -0.3 -0.1 0.4 0.0 0.1 -0.0 0.1 -0.1 0.0 0.2 0.4 0.0 0.6 0.0 0.2 -0.5 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 -0.5 0.1 0.3 0.5 -0.3 -0.3 -0.3 -0.3 LUMBER-new 0.0 -0.3 0.1 0.0 0.1 -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 -0.7 -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 0.1 -0.3 0.1 -0.0 0.3 -1.2 -1.2 -1.2 0.0 -0.1 0.1 -0.3 0.1 -0.1 -0.0 0.1 -0.1 0.0 -0.1 0.0 -3.2 0.1 0.2 0.2 -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 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0.1 0.0 0.1 0.0 0.2 0.0 3.2 0.6 0.5 0.5 0.5 0.2 0.1 0.3 0.2 PALLAD 0.2 0.2 -0.3 -0.0 0.1 -0.0 0.0 0.0 -0.0 0.0 -0.2 -0.0 -0.3 -0.0 -0.1 -0.1 -0.2 -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 0.2 -0.0 -0.3 -0.3 -0.0 0.1 0.0 PLAT 0.2 -0.0 -0.4 -0.0 0.1 -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 -0.0 -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 0.4 0.2 -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 -0.1 -0.1 -0.1 -0.3 -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 -0.5 -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 0.5 1.2 0.1 0.1 0.2 0.1 0.1 -1.1 0.0 0.2 0.1 0.1 0.0 0.1 3.2 0.7 0.4 0.3 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 0.2 0.2 -0.0 0.3 -0.1 0.0 1.2 1.2 1.2 1.2 0.0 0.1 -0.0 0.4 -0.0 -0.7 0.0 0.0 0.1 -0.0 0.2 -0.0 3.2 -0.5 -0.2 -0.3 0.4 -0.1 -0.2 0.2 -0.1 RUSSELL -0.5 -0.0 0.4 -0.0 0.1 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 -0.1 0.0 -0.1 -0.1 -0.0 0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.3 -0.2 0.2 0.4 -0.1 -0.1 -0.3 -0.2 SHATZ 0.1 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 -0.8 -0.0 -0.1 -0.0 -0.3 -0.0 0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.8 -0.1 0.1 0.2 -0.0 -0.3 -0.3 -0.3 -0.3 SILVER-mini -0.1 -0.0 -0.2 -0.0 0.1 -0.0 0.0 0.0 -0.0 0.2 0.0 0.1 0.1 0.0 -0.0 -0.4 -0.3 -0.4 -0.4 -0.0 -0.0 0.2 0.0 0.1 0.4 0.0 0.1 0.0 0.1 0.0 0.0 -0.6 0.7 0.3 0.3 -0.1 -0.2 -0.3 -0.0 -0.3 SMI -0.2 -0.2 -0.2 -0.0 0.1 0.0 -0.0 0.1 -0.0 0.2 0.1 -0.0 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 0.2 -0.0 0.0 -0.0 -0.0 1.5 0.4 0.5 0.1 -0.3 -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 0.3 -0.1 -0.1 -0.0 -0.1 -0.3 -0.3 -0.1 -0.0 SOYBEAN 0.0 0.2 0.5 0.0 0.1 -0.0 0.0 -0.1 0.0 0.1 0.1 0.1 -0.0 0.0 0.0 0.4 1.2 0.8 1.0 0.0 0.0 0.1 0.0 0.1 -1.1 0.0 0.0 0.0 0.0 0.0 0.0 3.1 0.4 0.1 0.0 0.3 -0.1 0.1 -0.1 0.3 SOYMEAL 0.1 0.1 -0.2 0.0 0.1 -0.0 0.0 -0.1 0.0 0.1 -0.1 0.1 0.1 0.0 0.0 0.4 1.2 0.8 1.1 0.0 -0.0 0.2 0.0 0.1 -1.1 0.0 0.1 0.0 0.0 0.1 0.0 3.2 0.5 0.1 0.0 0.2 -0.2 -0.2 -0.1 -0.2 SOYOIL 0.0 0.4 0.5 0.0 0.1 -0.0 0.0 -0.1 0.0 0.0 0.2 0.1 -0.0 0.1 0.1 0.9 0.7 0.8 0.6 0.1 0.1 0.1 0.1 0.1 -1.1 0.0 0.0 0.1 0.0 0.0 0.0 0.9 -0.1 0.2 0.2 0.5 0.0 0.1 0.2 0.3 SP400 -0.5 -0.1 0.4 -0.0 0.1 0.0 -0.0 0.1 -0.0 0.1 0.1 -0.1 0.2 -0.1 0.0 -0.4 -0.3 -0.4 -0.3 -0.0 0.1 -0.1 0.1 -0.1 -0.6 -0.0 0.1 0.0 -0.0 0.1 -0.0 0.1 -0.3 -0.1 0.2 0.4 0.0 -0.1 -0.2 -0.2 SP500_micro -0.5 -0.4 0.4 -0.0 0.1 0.0 -0.0 0.1 -0.0 0.1 0.3 -0.0 0.3 -0.1 0.1 -0.7 -0.5 -0.7 -0.7 0.0 0.1 0.0 0.2 -0.0 -0.9 0.0 0.1 0.1 -0.0 0.1 -0.0 -1.2 0.1 -0.1 0.3 0.5 -0.1 -0.2 -0.2 -0.2 SUGAR11 0.1 -0.1 -0.2 0.0 0.1 -0.0 0.1 -0.1 0.0 0.2 0.3 0.1 0.4 0.1 0.0 -0.2 0.7 -0.0 0.3 0.1 0.1 0.2 0.4 0.1 -1.1 0.0 0.2 0.1 0.1 0.4 0.1 0.6 0.7 0.4 0.0 -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 -0.2 -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 -0.3 -0.1 -0.2 -0.2 -0.1 -0.1 -0.0 -0.2 -0.1 -0.2 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.1 -0.1 -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 -0.3 -0.3 -0.3 -0.3 -0.3 US20 -0.2 -0.3 -0.2 -0.0 0.0 -0.0 0.0 -0.1 -0.0 0.1 -0.1 -0.0 -0.2 -0.0 -0.1 -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 -0.2 -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 -0.5 -0.2 -0.4 -0.3 -0.1 -0.1 -0.0 -0.2 -0.1 -0.2 -0.0 0.0 -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 -16.6 -14.2 -0.8 -0.9 0.6 1.5 -2.1 1.5 -3.0 5.1 -10.9 -8.7 -6.4 -12.9 -11.6 -3.1 -2.7 -2.9 -2.9 -12.9 -8.7 -5.8 -7.0 -13.4 2.9 -3.9 1.7 -2.4 -1.7 -1.9 -4.2 -0.6 0.7 -3.7 -13.4 -11.9 -4.9 -20.0 -1.0 5.9 BITCOIN -18.5 -14.2 1.5 -3.3 4.5 -0.1 0.8 1.6 -3.7 -19.8 12.0 -20.0 2.3 -20.0 -8.2 -7.7 -4.2 -7.1 -5.7 -12.5 1.9 -20.0 3.6 -20.0 -20.0 -5.3 -6.9 -0.6 -11.0 1.1 -10.0 -1.8 -20.0 -14.6 -20.0 -4.0 -10.1 20.0 -8.5 20.0 BOBL 1.6 3.4 -2.9 -2.2 1.8 -2.2 0.2 -2.5 -1.5 3.3 -3.6 0.0 -6.9 0.9 -4.5 -20.0 -9.7 -20.0 -18.2 -2.5 -4.5 1.5 -8.6 -0.6 9.6 -1.1 1.7 -1.6 1.0 -3.2 -0.1 -18.7 2.1 4.8 5.2 2.3 -20.0 -20.0 -20.0 -15.3 BTP -5.0 -3.3 8.4 -3.5 2.9 -3.4 0.3 -4.0 -2.3 9.5 5.9 4.0 0.3 -1.6 -0.3 4.9 7.9 5.4 6.4 -1.1 1.0 3.7 -1.8 -0.9 -6.8 -0.6 5.4 1.2 2.6 0.2 -0.5 16.7 3.5 4.4 4.2 16.2 -17.2 -20.0 0.9 8.1 BUND 0.1 -0.5 2.1 -2.3 1.9 -2.3 0.2 -2.6 -1.5 6.3 -4.8 1.7 -7.5 -2.6 -5.0 6.3 8.7 6.4 7.0 -3.3 -4.3 2.4 -8.1 -1.3 5.9 -1.7 3.1 -1.8 1.6 -3.1 -0.6 17.7 3.8 3.5 1.6 3.5 -20.0 -20.0 -17.0 -1.2 BUXL -1.2 -3.3 3.4 -2.7 2.2 -2.6 0.2 -3.0 -1.7 7.5 -8.2 1.7 -9.3 -4.5 -5.9 0.4 1.0 0.9 1.3 -5.3 -6.2 2.0 -10.6 -3.1 0.6 -2.3 2.8 -2.1 1.0 -3.0 -1.4 6.4 2.6 1.5 -3.4 3.8 -20.0 -20.0 -3.4 13.5 CAC -8.3 -5.0 -10.3 -2.8 6.8 1.0 -1.2 2.6 -5.0 16.4 12.6 -0.3 18.9 -4.1 -2.4 -6.4 -0.7 -5.3 -3.0 -2.4 6.1 5.6 16.3 -3.7 -5.0 -1.0 14.4 3.3 3.9 7.6 -1.8 6.7 13.7 20.0 3.5 -1.8 20.0 -0.6 20.0 3.1 CAD -20.0 -15.1 6.8 -1.5 1.0 2.6 -3.7 2.5 -5.1 -5.8 2.6 -20.0 -10.4 -20.0 -12.7 -2.1 -2.0 -2.1 -2.2 -18.3 -5.1 -20.0 -5.1 -20.0 1.3 -5.7 -2.2 -1.3 -6.9 -0.9 -8.9 0.6 -16.4 -16.6 -20.0 -6.2 -17.2 -20.0 -20.0 -17.3 CANOLA -4.8 20.0 20.0 1.3 5.2 -0.5 4.0 -2.1 2.2 9.3 6.4 9.6 -5.3 5.9 8.7 -5.9 12.1 2.1 8.5 13.8 9.6 9.3 0.4 10.5 -20.0 2.9 1.5 1.3 2.1 -1.0 2.4 6.3 9.4 7.8 17.9 17.9 -15.2 7.4 4.4 20.0 CHF -16.8 0.1 3.1 -1.3 0.8 2.1 -3.0 2.1 -4.2 2.2 8.8 -13.1 13.6 -6.7 0.1 -14.8 -13.3 -14.4 -14.0 1.1 9.5 -8.5 10.9 -8.1 -8.8 1.1 0.5 4.4 -3.5 4.4 -3.0 -19.2 -5.5 6.1 15.6 1.3 -19.1 -20.0 -20.0 -20.0 COCOA -18.6 0.3 8.8 2.5 9.9 -0.9 7.6 -4.0 4.2 17.1 20.0 7.7 20.0 10.7 17.8 -8.7 -2.2 -5.0 -2.9 20.0 20.0 18.1 20.0 12.8 -12.3 7.2 11.9 11.1 5.9 11.2 4.0 -16.1 15.1 -3.9 12.7 20.0 -9.0 -14.3 14.2 -2.8 COFFEE -9.5 -9.0 -17.4 2.4 9.3 -0.9 7.1 -3.8 3.9 9.8 -11.1 -12.0 -12.2 -14.1 -19.2 -2.6 2.7 0.0 1.7 -20.0 -20.0 -6.7 -16.5 -15.9 -20.0 -5.8 0.6 -4.0 -2.4 -2.5 -5.4 -8.0 -18.1 -20.0 -20.0 -16.6 -20.0 -20.0 -13.8 -12.2 COPPER -9.7 -0.4 -3.1 -1.8 5.6 -0.0 2.1 1.0 -1.4 11.6 -6.6 -0.7 -3.5 -5.5 -3.0 -5.9 -2.3 -4.6 -3.4 -4.4 -4.4 4.0 -3.9 -2.3 -4.6 -1.1 6.0 -1.7 2.8 -1.9 -0.2 1.8 3.5 -1.5 7.7 -2.6 5.1 -20.0 13.6 -17.6 CORN -9.8 -9.1 0.4 0.9 3.5 -0.3 2.7 -1.4 1.5 1.6 -6.0 -1.2 -6.1 -6.1 -6.7 -9.7 4.8 -6.0 -1.0 -6.3 -6.0 -1.5 -4.5 -5.0 -7.2 -1.2 0.3 -1.5 -0.3 -2.1 -1.2 -8.1 -4.0 -7.3 -9.6 1.5 -3.2 6.8 1.1 13.6 COTTON2 -1.2 11.2 10.9 1.7 6.8 -0.6 5.2 -2.7 2.8 9.8 7.4 -0.6 -9.6 5.9 7.8 5.1 6.8 6.6 5.7 7.2 5.3 5.6 -1.0 5.2 -20.0 3.8 4.0 3.1 3.2 1.6 2.9 -2.1 -12.9 2.7 9.3 12.6 -18.2 -15.6 12.2 9.4 CRUDE_W -6.4 20.0 11.9 6.5 2.1 4.2 2.6 1.9 5.1 14.8 14.0 -7.9 -7.7 13.9 16.8 8.7 8.4 7.8 7.4 20.0 16.4 3.1 8.1 11.5 -7.0 6.6 3.8 6.0 0.8 4.4 3.1 -17.5 -14.2 -20.0 -20.0 -7.1 16.5 12.6 18.9 7.7 DAX -14.0 -9.3 -7.5 -2.6 6.2 0.9 -1.1 2.4 -4.6 14.4 7.9 -5.8 16.1 -12.2 -9.4 -8.7 -6.9 -8.5 -8.1 -7.5 2.6 -0.2 11.6 -9.6 17.1 -3.9 8.7 0.4 0.4 4.0 -4.4 -3.3 9.1 5.6 -2.6 -5.5 20.0 0.6 20.0 7.2 DOW -20.0 3.0 10.0 -2.4 5.8 0.9 -1.0 2.2 -4.2 9.1 10.5 -8.8 12.1 -4.6 6.3 -11.4 -7.7 -10.9 -9.7 1.6 8.1 -7.5 7.5 -8.7 -10.0 1.0 2.8 3.9 -3.1 3.9 -3.3 -5.3 -15.2 -0.4 17.1 14.6 -9.6 -6.0 -20.0 -5.7 EUR -16.3 -7.8 -0.1 -1.3 0.8 2.1 -3.0 2.1 -4.2 0.8 1.2 -14.3 10.5 -17.5 -7.9 -6.6 -6.8 -6.6 -6.6 -7.8 1.0 -12.1 2.9 -14.6 15.4 -3.0 -0.0 0.8 -5.3 1.4 -6.2 -7.3 -9.3 3.1 -3.9 -11.3 -2.9 -19.9 2.6 1.6 EURIBOR-ICE 0.4 7.2 0.1 -2.2 1.8 -2.1 0.2 -2.4 -1.4 3.0 -3.8 1.3 -6.6 3.1 -2.7 -8.3 -7.7 -9.1 -9.0 -1.5 -3.8 2.0 -8.1 0.3 17.1 -0.7 1.8 -1.4 1.2 -3.3 0.2 -10.5 3.9 4.7 7.5 1.5 -20.0 -20.0 20.0 8.1 EUROSTX -11.6 -9.2 -8.6 -2.3 5.6 0.8 -0.9 2.1 -4.1 12.9 9.5 -5.4 15.5 -9.9 -7.1 -4.6 -0.8 -4.5 -3.1 -3.9 4.1 0.3 11.7 -6.3 4.7 -2.5 8.4 1.8 0.6 5.7 -3.6 6.5 6.0 11.3 -0.4 -1.4 20.0 2.9 20.0 9.5 FEEDCOW -2.6 6.3 16.4 2.9 11.3 -1.1 8.6 -4.6 4.7 20.0 20.0 17.2 20.0 18.5 20.0 0.0 -20.0 -19.0 -20.0 20.0 20.0 20.0 20.0 20.0 3.4 9.3 13.5 13.9 10.1 15.4 7.3 -20.0 20.0 20.0 20.0 20.0 5.1 -12.4 19.9 -4.5 GASOIL 2.1 20.0 20.0 5.4 1.7 3.5 2.2 1.6 4.2 8.9 11.7 14.9 -0.7 19.2 19.6 20.0 18.4 20.0 18.3 20.0 20.0 19.0 12.2 20.0 12.3 6.7 1.4 4.3 3.2 1.8 5.6 0.0 10.9 20.0 20.0 18.5 -12.8 2.4 -16.5 -5.2 GASOLINE -6.8 20.0 18.0 6.4 2.0 4.1 2.6 1.9 5.0 -9.6 19.3 -11.1 -0.2 15.8 19.6 20.0 20.0 20.0 20.0 20.0 20.0 0.1 20.0 14.3 -20.0 7.3 -0.5 7.7 0.1 6.9 3.4 20.0 -20.0 -20.0 -9.6 15.1 15.4 14.9 18.2 4.2 GAS_US_mini -1.5 13.4 17.7 5.3 1.7 3.5 2.1 1.6 4.2 -9.7 -16.0 -14.8 -19.9 -12.3 0.1 -20.0 -18.6 -20.0 -20.0 -3.9 -16.4 -9.5 -20.0 -6.5 20.0 0.5 -4.3 -0.8 -5.0 -3.5 -2.7 -20.0 -20.0 -20.0 -20.0 -20.0 8.5 8.5 -2.8 0.2 GBP -12.6 -9.5 8.2 -1.4 0.8 2.2 -3.2 2.2 -4.5 -9.6 10.6 -14.3 12.8 -16.3 -1.4 0.3 -0.8 0.1 -0.3 -1.2 9.2 -13.0 9.3 -10.5 -0.8 -0.3 -5.3 4.5 -7.2 3.2 -5.4 3.2 -9.7 8.2 0.9 4.5 2.7 13.2 7.6 20.0 GOLD_micro -12.2 -10.6 -16.0 -2.9 9.0 -0.0 3.5 1.6 -2.3 20.0 -8.4 -1.8 6.3 -14.0 -20.0 -17.7 -13.0 -16.6 -15.0 -19.1 -10.8 6.6 1.9 -12.6 -11.4 -5.0 11.6 -2.0 3.6 1.7 -3.4 -17.4 -0.1 -8.7 0.3 -19.6 -20.0 -20.0 -11.8 -20.0 HEATOIL -8.0 20.0 20.0 6.2 2.0 4.0 2.5 1.8 4.8 7.4 11.9 9.9 -2.5 19.8 20.0 20.0 20.0 20.0 18.9 20.0 20.0 20.0 13.0 20.0 -20.0 7.6 2.2 5.6 3.6 3.5 6.2 2.0 18.6 20.0 20.0 20.0 4.0 -0.1 -1.9 -2.5 JGB-SGX-mini -5.5 -20.0 -6.8 -2.3 1.9 -2.2 0.2 -2.6 -1.5 5.8 4.0 0.2 4.8 -6.3 -6.0 17.1 19.8 14.7 15.8 -5.2 -0.6 0.3 2.6 -4.6 0.2 -1.9 1.6 -0.6 0.2 0.1 -1.6 20.0 -0.6 0.5 -8.4 5.4 -20.0 -8.1 5.2 7.6 JPY -15.1 -5.6 -16.4 -0.7 -1.9 1.2 -2.7 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 -10.2 -15.1 -13.3 20.0 -3.9 -2.2 -3.7 -2.9 -3.7 -3.7 -20.0 -1.2 -3.3 -6.5 -20.0 -7.5 -20.0 -7.5 -20.0 LEANHOG -18.1 9.7 7.4 1.4 5.3 -0.5 4.0 -2.1 2.2 1.0 -3.0 -7.4 -5.6 -7.5 5.8 20.0 20.0 20.0 20.0 -2.8 -5.3 -4.0 -10.2 -5.5 11.7 -3.0 0.8 -5.4 -1.7 -7.6 -2.9 20.0 -7.8 -17.6 -8.1 -10.8 -7.5 0.9 19.5 20.0 LIVECOW -12.4 -3.1 17.9 2.8 11.1 -1.0 8.4 -4.5 4.6 20.0 20.0 1.1 20.0 3.1 19.1 -8.9 5.3 -0.2 8.4 19.2 20.0 8.9 20.0 6.0 4.4 7.3 5.4 12.3 2.9 13.0 2.4 2.1 -13.9 4.1 12.7 20.0 -20.0 -20.0 -20.0 -19.5 LUMBER-new 0.5 -11.7 3.2 2.6 10.1 -0.6 7.7 -2.9 4.2 -17.9 -18.9 -4.7 -20.0 -15.7 -15.0 -16.4 -13.1 -14.2 -13.4 -10.5 -9.9 -9.9 -9.3 -9.3 NaN -3.6 -8.3 -2.9 -4.3 -2.3 -3.3 -20.0 -20.0 -4.4 -20.0 -3.3 -20.0 -20.0 -12.9 -20.0 MILK 11.4 20.0 12.2 1.2 4.6 -0.4 3.5 -1.8 1.9 8.6 -5.1 7.2 -9.1 7.4 -0.4 4.6 -20.0 -20.0 -20.0 0.8 -7.4 9.3 -12.1 6.4 -2.1 -0.4 4.2 -3.7 3.1 -5.2 2.0 -20.0 1.9 7.0 7.9 -19.6 -20.0 -20.0 -15.8 -20.0 MXP 0.8 -10.9 6.9 -1.3 0.8 2.1 -3.0 2.1 -4.2 15.0 19.3 16.1 20.0 12.7 16.8 16.4 17.7 17.4 17.5 17.0 20.0 16.1 20.0 13.4 -20.0 6.7 5.3 10.3 6.3 12.5 5.1 20.0 20.0 20.0 16.3 20.0 20.0 6.3 20.0 20.0 NASDAQ_micro -20.0 -20.0 14.1 -1.6 3.8 0.6 -0.6 1.5 -2.8 7.3 9.8 -1.0 7.8 -5.2 5.6 -9.6 -8.0 -10.2 -9.5 2.8 11.3 1.7 11.6 -2.8 -20.0 1.3 3.7 5.0 0.4 5.8 -1.1 -5.4 6.4 1.7 5.2 20.0 -7.3 -13.9 -18.5 -16.2 NIKKEI -14.2 -18.4 10.5 -2.5 5.9 0.9 -1.0 2.3 -4.3 13.5 13.8 -2.4 14.8 -9.6 7.6 15.9 12.7 15.2 13.8 3.1 16.6 2.1 20.0 -4.1 -6.5 1.9 5.0 8.0 0.7 9.3 -1.6 20.0 4.3 11.9 -5.1 20.0 4.7 2.9 -2.3 9.3 NZD -18.5 -13.8 -5.3 -0.9 0.6 1.5 -2.1 1.5 -2.9 2.9 -9.7 -10.1 -0.6 -13.0 -11.6 -0.3 0.4 0.1 0.3 -12.2 -7.5 -7.5 -5.4 -13.7 0.6 -3.9 1.0 -2.2 -2.5 -1.4 -4.5 4.8 0.6 -5.3 -11.1 -13.1 -1.8 -13.3 2.2 7.5 OAT -0.1 -1.4 3.5 -2.6 2.1 -2.5 0.2 -2.9 -1.7 7.1 -5.4 2.7 -7.8 -2.5 -4.6 5.3 8.6 6.2 7.3 -3.2 -4.1 3.4 -7.6 -1.0 8.0 -1.7 4.2 -1.6 2.3 -3.2 -0.4 18.1 5.3 4.6 1.6 5.2 -20.0 -20.0 -0.0 4.3 OATIES 13.0 18.3 20.0 2.2 8.8 -0.8 6.7 -3.5 3.7 17.9 16.5 19.0 -7.1 17.5 18.3 -20.0 -4.0 -17.2 -11.9 20.0 20.0 20.0 14.9 20.0 -20.0 6.5 12.6 4.9 11.2 2.4 8.1 -20.0 20.0 20.0 20.0 20.0 2.3 20.0 16.1 20.0 OJ -8.6 10.3 7.2 2.0 7.7 -0.7 5.9 -3.1 3.2 6.6 16.7 10.3 17.2 14.3 15.6 20.0 20.0 20.0 20.0 20.0 20.0 19.3 20.0 20.0 -20.0 6.2 3.0 6.8 4.2 7.9 5.5 20.0 18.5 20.0 20.0 20.0 13.9 5.1 20.0 16.8 PALLAD 9.6 9.6 -12.5 -1.4 4.4 -0.0 1.7 0.8 -1.1 0.6 -11.3 -1.7 -11.8 -3.9 -10.3 -2.1 -2.5 -2.7 -2.8 -7.6 -14.6 -0.8 -20.0 -2.6 -2.5 -2.5 0.0 -4.0 -0.3 -4.9 -0.9 1.9 -12.5 8.2 -0.2 -10.3 -19.9 -2.5 5.2 1.2 PLAT 6.8 -0.9 -17.2 -1.7 5.2 -0.0 2.0 0.9 -1.3 12.5 -9.5 9.5 -2.0 0.9 -9.4 -3.3 -2.1 -3.1 -2.7 -5.4 -7.8 19.1 -4.4 5.1 13.8 -1.1 11.8 -1.8 8.0 -0.9 2.5 2.4 20.0 14.4 7.7 -10.5 2.7 -16.4 16.8 -12.2 REDWHEAT -19.2 -9.7 -1.7 1.2 4.7 -0.4 3.6 -1.9 2.0 -6.0 -4.8 -8.7 -9.0 -9.8 -7.4 -4.5 2.0 -2.1 0.5 -8.8 -5.4 -8.7 -4.1 -10.8 -10.6 -2.4 -3.6 -1.4 -2.8 -0.7 -3.1 -9.3 -15.5 -19.5 -16.2 -0.6 -20.0 -19.8 -10.5 -7.5 RICE -0.3 15.7 10.2 2.3 9.0 -0.8 6.9 -3.6 3.8 17.7 4.5 13.2 1.2 15.2 15.9 -13.3 19.6 8.7 20.0 12.4 7.2 20.0 2.5 14.7 -20.0 5.0 17.7 3.1 10.4 1.0 6.1 20.0 20.0 17.9 12.8 15.8 -6.2 -20.0 7.0 -12.4 ROBUSTA -12.3 -9.9 3.2 1.7 6.6 -0.6 5.0 -2.7 2.8 12.5 10.7 -5.5 11.2 -6.1 1.4 20.0 20.0 20.0 20.0 1.4 12.3 -0.4 17.7 -4.6 -13.2 0.6 2.5 5.7 -2.1 8.0 -2.8 20.0 -15.8 -7.6 -11.4 15.6 -3.9 -17.1 11.9 -7.6 RUSSELL -20.0 -1.2 16.0 -2.4 5.7 0.8 -1.0 2.2 -4.2 8.9 2.4 -11.8 -1.0 -11.7 2.8 -7.7 -5.5 -7.3 -6.6 -3.1 4.4 -9.1 1.2 -13.9 -2.4 -0.9 3.1 2.0 -2.9 1.8 -4.5 -0.7 -9.3 -8.4 9.8 17.3 -6.2 -9.5 -20.0 -12.9 SHATZ 4.7 8.8 -11.6 -2.2 1.8 -2.2 0.2 -2.5 -1.4 -2.3 -5.7 -3.3 -7.3 1.5 -4.7 -20.0 -6.2 -19.2 -12.9 -3.1 -7.1 -0.7 -12.3 -0.6 10.9 -1.1 -0.8 -2.7 -0.1 -5.0 -0.1 -11.6 -1.8 5.8 8.1 -0.6 -20.0 -20.0 -20.0 -20.0 SILVER-mini -2.4 -1.0 -7.0 -1.9 6.0 -0.0 2.3 1.1 -1.5 14.1 1.5 10.0 4.9 0.1 -5.0 -6.6 -5.7 -6.7 -6.3 -0.8 -0.2 18.3 1.9 6.1 7.3 0.9 9.8 1.0 7.9 1.1 3.3 -3.8 20.0 10.5 13.2 -2.5 -17.7 -20.0 -1.2 -20.0 SMI -8.1 -7.3 -9.0 -2.5 5.9 0.9 -1.0 2.3 -4.3 14.5 2.8 -1.1 4.8 -8.2 -10.8 -3.2 1.1 -2.9 -1.5 -8.4 -3.3 3.8 1.3 -6.6 4.7 -2.5 12.3 -1.4 3.8 -1.4 -1.4 9.5 10.8 20.0 3.2 -10.1 -8.3 -11.2 -19.4 -16.1 SOFR -12.2 -12.1 -12.6 -2.6 0.4 -2.4 -0.6 -2.8 -2.0 5.5 -5.5 -5.2 -3.3 -6.8 -7.6 -2.0 -0.9 -1.9 -1.4 -9.3 -6.7 -4.6 -5.0 -9.0 -1.5 -2.9 0.9 -2.1 -1.3 -1.4 -2.7 2.2 -4.0 -3.4 -1.5 -5.5 -20.0 -20.0 -6.3 -3.4 SOYBEAN 1.1 7.8 20.0 1.1 4.5 -0.4 3.4 -1.8 1.9 7.1 4.7 6.7 -0.8 2.7 5.9 7.0 20.0 12.8 16.4 5.3 3.4 11.2 0.7 6.9 -20.0 2.0 3.6 1.3 3.4 0.4 2.2 19.8 12.7 4.8 1.5 10.9 -11.0 8.4 -7.6 20.0 SOYMEAL 2.2 4.5 -9.7 1.3 4.9 -0.5 3.8 -2.0 2.1 7.7 -3.3 7.2 2.3 3.5 0.0 6.5 19.6 13.6 18.4 1.7 -0.1 13.0 1.8 6.3 -20.0 1.9 5.0 1.7 5.0 2.4 2.8 20.0 15.6 5.2 1.1 6.9 -13.6 -18.0 -10.4 -16.5 SOYOIL 0.6 17.7 20.0 1.4 5.4 -0.5 4.1 -2.2 2.3 2.9 7.9 6.1 -1.2 7.2 10.3 15.9 11.1 13.1 10.8 13.3 10.5 6.1 3.8 9.3 -20.0 3.5 1.0 2.8 1.5 1.0 2.3 6.0 -2.6 7.0 6.5 20.0 0.3 6.5 16.0 20.0 SP400 -20.0 -2.4 14.6 -2.3 5.6 0.8 -0.9 2.2 -4.1 9.0 5.1 -10.1 6.8 -10.0 5.2 -6.6 -4.9 -6.1 -5.6 -1.4 6.7 -6.3 5.8 -11.9 -12.1 -0.7 4.4 2.0 -2.1 2.2 -4.0 0.7 -7.9 -5.3 9.5 15.5 0.4 -10.7 -13.6 -15.1 SP500_micro -20.0 -17.8 15.6 -2.2 5.4 0.8 -0.9 2.1 -3.9 10.5 12.5 -4.2 9.7 -7.8 6.8 -12.1 -9.1 -12.4 -11.1 2.8 12.3 0.5 11.8 -5.3 -17.0 1.2 4.9 5.1 -0.3 5.2 -2.2 -7.5 3.4 -2.9 10.6 20.0 -5.3 -12.7 -18.4 -17.8 SUGAR11 5.3 -4.9 -9.5 2.3 9.0 -0.8 6.9 -3.6 3.8 18.0 12.6 14.5 14.8 11.4 1.9 -3.3 11.7 -0.7 5.0 6.0 13.3 20.0 20.0 13.5 -20.0 2.9 19.8 7.1 13.7 13.1 6.1 3.5 20.0 17.5 0.8 -0.7 -19.1 -19.3 9.4 -3.5 US10 -9.5 -11.8 -15.1 -2.4 0.4 -2.2 -0.6 -2.5 -1.9 3.4 -6.9 -4.9 -7.3 -6.9 -7.8 -9.1 -6.9 -9.0 -8.7 -10.1 -9.3 -4.6 -9.2 -8.6 0.8 -2.9 0.2 -2.5 -1.3 -2.2 -2.4 -9.5 -3.8 -3.5 -2.6 -7.5 -20.0 -20.0 14.5 0.6 US10U -7.3 -11.4 -10.6 -3.0 2.5 -2.9 0.3 -3.4 -2.0 8.2 -8.8 -3.1 -9.3 -7.9 -9.8 -5.2 -1.7 -4.0 -3.1 -12.1 -11.0 -1.4 -10.9 -9.1 -3.5 -3.7 2.7 -3.1 -0.3 -2.5 -2.7 0.0 -3.5 -5.7 -5.1 -9.2 -20.0 -20.0 20.0 18.3 US2 -1.8 -14.1 -20.0 -2.5 0.4 -2.3 -0.6 -2.7 -2.0 -5.4 -8.6 -7.5 -8.4 -8.2 -9.1 -20.0 -20.0 -20.0 -20.0 -14.2 -17.0 -8.1 -18.7 -10.0 8.6 -3.2 -1.7 -3.5 -2.3 -3.9 -2.5 -20.0 -8.4 -0.5 -1.6 -14.0 -20.0 -20.0 -20.0 -20.0 US20 -8.3 -13.3 -9.5 -2.3 1.9 -2.2 0.2 -2.5 -1.5 6.5 -6.3 -1.6 -6.0 -5.7 -7.1 -1.8 -1.4 -1.7 -1.8 -9.7 -8.4 -1.0 -8.0 -7.5 -3.3 -2.7 1.7 -2.2 -0.2 -1.8 -2.0 1.3 -3.2 -7.0 -6.4 -6.7 -20.0 -20.0 20.0 20.0 US30 -7.0 -12.3 -5.6 -2.6 2.2 -2.6 0.2 -3.0 -1.7 8.0 -8.1 -1.0 -7.6 -6.5 -8.2 -7.9 -3.2 -6.7 -4.8 -10.7 -9.6 -0.4 -10.1 -7.8 -3.0 -3.1 2.0 -2.6 -0.1 -2.1 -2.2 -2.5 -2.6 -7.8 -8.5 -6.0 -20.0 -20.0 20.0 20.0 US5 -8.9 -11.3 -19.3 -2.5 0.4 -2.3 -0.6 -2.6 -1.9 -0.1 -7.4 -6.4 -7.7 -7.5 -8.3 -12.9 -9.4 -13.0 -11.9 -10.7 -10.4 -6.3 -10.9 -9.2 3.4 -3.0 -0.5 -2.8 -1.9 -2.6 -2.7 -14.3 -6.1 -2.5 -0.9 -8.3 -20.0 -20.0 2.6 -16.0 VIX 15.3 15.4 -19.4 -5.2 -8.6 -10.1 -3.7 -11.9 -1.6 -18.3 -20.0 -7.4 -20.0 -1.2 -19.9 -20.0 -20.0 -20.0 -20.0 -16.6 -20.0 -10.0 -20.0 -5.0 NaN -5.9 -10.0 -11.9 -4.3 -14.8 -1.7 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -18.9 -2.6 13.5 0.8 3.2 -0.3 2.5 -1.3 1.4 -5.9 -5.1 -6.6 -7.0 -6.8 -5.5 -11.7 -9.3 -10.8 -10.4 -5.5 -4.5 -7.3 -5.3 -7.4 -3.1 -1.3 -2.8 -1.2 -2.5 -1.5 -2.2 -20.0 -12.8 -12.1 -10.2 0.3 -20.0 -14.2 -13.8 -8.2 End of report for caleb_strategy_v3