******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20230905_204328 produced at 2023-09-05 21:39:09.905405 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.51 0.0 0.00 0.00 0.00 0.00 -5.99 11.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.09 -0.55 -0.46 0.0 0.91 -0.91 -0.55 -0.18 -5.08 10.0 -6 -2 caleb_strategy_v3 US2 False True 0.07 0.00 -0.38 0.0 0.00 0.00 0.00 0.00 -5.31 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.24 0.0 0.00 0.00 0.00 0.00 -5.99 24.0 0 0 caleb_strategy_v3 CHF False False 0.05 -0.25 -0.19 0.0 0.64 -0.64 -0.25 -0.20 -3.82 13.0 -5 -4 caleb_strategy_v3 GOLD_micro False False 0.01 -0.09 -0.18 0.0 0.38 -0.38 -0.09 -0.15 -27.30 56.0 -13 -22 caleb_strategy_v3 JPY False False 0.03 -0.12 -0.16 0.0 0.51 -0.51 -0.12 -0.21 -5.50 17.0 -4 -7 caleb_strategy_v3 VIX False False 0.01 -0.10 -0.16 0.0 0.10 -0.10 -0.10 -0.10 -27.62 17.0 -17 -17 caleb_strategy_v3 CAD False False 0.03 0.00 -0.14 0.0 0.75 -0.75 0.00 0.00 -5.31 29.0 0 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 -47.98 26.0 -25 -26 caleb_strategy_v3 US5 False False 0.04 -0.30 -0.11 0.0 0.93 -0.93 -0.30 -0.19 -3.03 25.0 -8 -5 caleb_strategy_v3 BOBL False False 0.04 -0.43 -0.10 0.0 0.83 -0.83 -0.43 -0.43 -2.19 19.0 -10 -10 caleb_strategy_v3 EUR False False 0.05 -0.19 -0.09 0.0 0.66 -0.66 -0.19 -0.24 -1.99 14.0 -4 -5 caleb_strategy_v3 BITCOIN False False 0.00 -0.04 -0.07 0.0 0.05 -0.05 -0.04 -0.04 -79.82 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 -1.48 17.0 0 0 caleb_strategy_v3 AUD False False 0.02 0.00 -0.05 0.0 0.43 -0.43 0.00 -0.02 -2.18 19.0 0 -1 caleb_strategy_v3 SP500_micro False False 0.01 -0.01 -0.03 0.0 0.38 -0.38 -0.01 0.00 -3.65 48.0 -1 0 caleb_strategy_v3 NZD False False 0.02 0.02 -0.03 0.0 0.43 -0.43 0.02 -0.06 -1.46 21.0 1 -3 caleb_strategy_v3 LUMBER-new False False 0.00 0.00 -0.03 0.0 0.01 -0.01 0.00 0.00 -6.31 3.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.07 -0.03 0.0 0.40 -0.40 -0.07 -0.07 -5.46 66.0 -12 -11 caleb_strategy_v3 COPPER False False 0.03 -0.07 -0.03 0.0 0.20 -0.20 -0.07 -0.03 -0.76 6.0 -2 -1 caleb_strategy_v3 DAX False False 0.01 -0.02 -0.02 0.0 0.35 -0.35 -0.02 -0.02 -3.27 58.0 -3 -3 caleb_strategy_v3 US10U False False 0.04 -0.12 -0.02 0.0 0.52 -0.52 -0.12 -0.12 -0.57 13.0 -3 -3 caleb_strategy_v3 RUSSELL False False 0.00 0.00 -0.02 0.0 0.22 -0.22 0.00 0.00 -6.12 68.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.00 -0.02 0.0 0.25 -0.25 0.00 0.00 -1.61 23.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 -0.02 0.0 0.07 -0.07 0.00 0.00 -1.70 5.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.02 -0.02 0.0 0.10 -0.10 -0.02 -0.02 -1.78 12.0 -2 -2 caleb_strategy_v3 PALLAD False False 0.04 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -0.54 2.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.01 -0.01 0.0 0.09 -0.09 -0.01 -0.02 -1.35 9.0 -1 -2 caleb_strategy_v3 US30 False False 0.04 0.00 -0.01 0.0 0.26 -0.26 0.00 0.00 -0.33 6.0 0 0 caleb_strategy_v3 US20 False False 0.04 -0.08 -0.01 0.0 0.38 -0.38 -0.08 -0.08 -0.35 9.0 -2 -2 caleb_strategy_v3 SP400 False False 0.09 -0.09 -0.01 0.0 0.18 -0.18 -0.09 0.00 -0.15 2.0 -1 0 caleb_strategy_v3 SMI False False 0.04 0.35 -0.01 0.0 0.39 -0.39 0.35 0.13 -0.19 9.0 8 3 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 -0.01 0.0 0.00 -0.00 0.00 0.00 -0.31 0.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.01 0.0 0.10 -0.10 -0.01 -0.01 -1.02 8.0 -1 -1 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.85 2.0 0 0 caleb_strategy_v3 COFFEE False False 0.02 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.71 6.0 0 0 caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.00 0.0 0.19 -0.19 -0.05 -0.05 -0.03 4.0 -1 -1 caleb_strategy_v3 FEEDCOW False False 0.04 0.04 0.00 0.0 0.36 -0.36 0.04 0.04 0.00 8.0 1 1 caleb_strategy_v3 SOYBEAN False False 0.02 0.07 0.01 0.0 0.17 -0.17 0.07 0.07 0.58 7.0 3 3 caleb_strategy_v3 EUROSTX False False 0.02 0.06 0.01 0.0 0.32 -0.32 0.06 0.10 0.47 20.0 4 6 caleb_strategy_v3 CAC False True 0.03 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.28 12.0 0 0 caleb_strategy_v3 GBP False False 0.03 0.06 0.01 0.0 0.61 -0.61 0.06 0.06 0.22 22.0 2 2 caleb_strategy_v3 SOYOIL False False 0.01 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.90 10.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.01 0.01 0.0 0.13 -0.13 0.01 0.00 0.59 9.0 1 0 caleb_strategy_v3 COCOA False False 0.01 0.01 0.01 0.0 0.33 -0.33 0.01 0.01 0.70 26.0 1 1 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.89 11.0 0 0 caleb_strategy_v3 PLAT False False 0.02 0.00 0.01 0.0 0.16 -0.16 0.00 0.00 0.47 10.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.02 0.02 0.0 0.20 -0.20 0.02 0.02 2.33 23.0 2 2 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 0.02 0.0 0.19 -0.19 0.00 0.01 1.85 18.0 0 1 caleb_strategy_v3 LIVECOW False False 0.03 0.05 0.02 0.0 0.44 -0.44 0.05 0.03 0.91 17.0 2 1 caleb_strategy_v3 BUND False False 0.05 0.05 0.02 0.0 0.49 -0.49 0.05 0.05 0.39 10.0 1 1 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.02 0.0 0.21 -0.21 0.00 0.00 5.80 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 2.01 3.0 0 0 caleb_strategy_v3 BTP False False 0.04 0.26 0.06 0.0 0.43 -0.43 0.26 0.30 1.30 10.0 6 7 caleb_strategy_v3 RICE False False 0.01 0.00 0.06 0.0 0.05 -0.05 0.00 0.00 5.04 4.0 0 0 caleb_strategy_v3 OAT False False 0.05 0.00 0.07 0.0 0.47 -0.47 0.00 0.00 1.51 10.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 0.00 0.07 0.0 0.13 -0.13 0.00 0.00 1.65 3.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.10 0.08 0.0 0.13 -0.13 0.10 0.10 2.41 4.0 3 3 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 0.09 0.0 0.15 -0.15 0.00 0.03 2.94 5.0 0 1 caleb_strategy_v3 LEANHOG False False 0.01 0.07 0.09 0.0 0.14 -0.14 0.07 0.07 8.68 13.0 7 7 caleb_strategy_v3 GASOLINE False False 0.04 0.14 0.10 0.0 0.14 -0.14 0.14 0.14 2.79 4.0 4 4 caleb_strategy_v3 NIKKEI False False 0.01 0.28 0.48 0.0 0.28 -0.28 0.28 0.28 60.12 36.0 35 36 caleb_strategy_v3 MXP False False 0.01 0.60 0.54 0.0 0.60 -0.60 0.60 0.59 53.85 60.0 60 59 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.52 1.61 0.0 0.56 -0.56 0.52 0.52 46.04 16.0 15 15 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 19.0 Shocked risk 54.8 Sum abs risk 66.9 Leverage 6.91 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2851655.7, 'annual_cash_vol_target': 712913.925, 'daily_cash_vol_target': 44557.1203125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0045 0.6384 0.7002 11.2040 BITCOIN 774.2781 25800.0000 3.0011 48.0172 BOBL 0.2757 115.3900 0.2389 3.8228 BTP 0.6470 113.9800 0.5676 9.0819 BUND 0.5967 130.8000 0.4562 7.2992 BUXL 1.3912 128.9800 1.0786 17.2576 CAC 53.4959 7262.0000 0.7367 11.7865 CAD 0.0027 0.7335 0.3739 5.9818 CANOLA 7.6527 803.1000 0.9529 15.2463 CHF 0.0050 1.1256 0.4460 7.1356 COCOA 40.1049 3660.0000 1.0958 17.5322 COFFEE 2.4378 153.5000 1.5881 25.4102 COPPER 0.0398 3.8405 1.0352 16.5635 CORN 8.3042 486.5000 1.7069 27.3109 COTTON2 1.1824 88.8600 1.3307 21.2907 CRUDE_W 1.0344 85.0300 1.2165 19.4641 DAX 111.1364 15790.0000 0.7038 11.2614 DOW 206.0040 34759.0000 0.5927 9.4826 EUR 0.0052 1.0727 0.4885 7.8168 EURIBOR-ICE 0.0552 97.0600 0.0569 0.9107 EUROSTX 37.8448 4274.0000 0.8855 14.1674 FEEDCOW 1.3626 255.4250 0.5335 8.5354 GASOIL 13.8354 905.5000 1.5279 24.4469 GASOLINE 0.0353 2.4470 1.4435 23.0966 GAS_US_mini 0.0894 2.9850 2.9965 47.9438 GBP 0.0067 1.2565 0.5332 8.5318 GOLD_micro 10.1299 1932.5000 0.5242 8.3870 HEATOIL 0.0432 3.0297 1.4246 22.7935 JGB-SGX-mini 0.2257 146.6400 0.1539 2.4622 JPY 0.0000 0.0068 0.6215 9.9447 LEANHOG 1.2217 75.1000 1.6268 26.0287 LIVECOW 1.0437 184.0500 0.5671 9.0734 LUMBER-new 9.1054 503.0000 1.8102 28.9636 MILK 0.2729 18.6100 1.4663 23.4600 MXP 0.0004 0.0572 0.7807 12.4911 NASDAQ_micro 155.7823 15563.5000 1.0009 16.0151 NIKKEI 283.0639 33140.0000 0.8541 13.6663 NZD 0.0041 0.5882 0.6897 11.0350 OAT 0.6062 125.5500 0.4828 7.7255 OATIES 7.4053 490.0000 1.5113 24.1806 OJ 5.4418 313.9500 1.7333 27.7333 PALLAD 21.8114 1220.5000 1.7871 28.5934 PLAT 13.1062 933.4000 1.4041 22.4662 REDWHEAT 13.0713 725.5000 1.8017 28.8272 RICE 0.1512 16.9900 0.8901 14.2412 ROBUSTA 32.0546 2458.0000 1.3041 20.8655 RUSSELL 16.8590 1884.9000 0.8944 14.3107 SHATZ 0.0868 105.2900 0.0824 1.3187 SILVER-mini 0.3399 24.0500 1.4131 22.6100 SMI 72.4345 10944.0000 0.6619 10.5898 SOFR 0.0714 96.3150 0.0742 1.1864 SOYBEAN 15.5296 1367.0000 1.1360 18.1766 SOYMEAL 5.5431 398.2000 1.3920 22.2728 SOYOIL 0.8439 62.8600 1.3424 21.4790 SP400 19.8600 2615.6000 0.7593 12.1486 SP500_micro 32.1060 4507.5000 0.7123 11.3965 SUGAR11 0.3279 26.8300 1.2220 19.5524 US10 0.4211 109.9375 0.3830 6.1281 US10U 0.5935 114.4375 0.5186 8.2982 US2 0.1015 101.6719 0.0999 1.5977 US20 0.8456 119.0312 0.7104 11.3658 US30 1.2699 125.8125 1.0094 16.1500 US5 0.2661 106.3281 0.2503 4.0049 VIX 0.4781 16.9500 2.8204 45.1259 WHEAT 13.2290 600.7500 2.2021 35.2333 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 638.35 0.70 447.00 1.00 447.00 44557.12 99.68 -6.74 -67.18 BITCOIN 25.80 3.00 77.43 1.00 77.43 44557.12 575.47 -11.53 -663.74 BOBL 1153.90 0.24 275.69 1.08 297.47 44557.12 149.78 -15.78 -236.36 BTP 1139.80 0.57 646.97 1.08 698.08 44557.12 63.83 6.55 41.83 BUND 1308.00 0.46 596.71 1.08 643.85 44557.12 69.20 6.12 42.35 BUXL 1289.80 1.08 1391.18 1.08 1501.08 44557.12 29.68 -1.26 -3.74 CAC 726.20 0.74 534.96 1.08 577.22 44557.12 77.19 1.10 8.46 CAD 733.45 0.37 274.21 1.00 274.21 44557.12 162.49 -10.05 -163.38 CANOLA 160.62 0.95 153.05 0.74 112.74 44557.12 395.23 7.00 276.83 CHF 1406.94 0.45 627.46 1.00 627.46 44557.12 71.01 -16.57 -117.64 COCOA 366.00 1.10 401.05 1.00 401.05 44557.12 111.10 3.43 38.07 COFFEE 575.62 1.59 914.17 1.00 914.17 44557.12 48.74 -14.39 -70.14 COPPER 960.12 1.04 993.94 1.00 993.94 44557.12 44.83 -1.41 -6.30 CORN 243.25 1.71 415.21 1.00 415.21 44557.12 107.31 -7.93 -85.09 COTTON2 444.30 1.33 591.22 1.00 591.22 44557.12 75.37 6.37 48.01 CRUDE_W 850.30 1.22 1034.39 1.00 1034.39 44557.12 43.08 5.56 23.97 DAX 157.90 0.70 111.14 1.08 119.92 44557.12 371.57 -2.69 -100.11 DOW 173.80 0.59 103.00 1.00 103.00 44557.12 432.59 -5.66 -244.72 EUR 1340.88 0.49 655.08 1.00 655.08 44557.12 68.02 -9.00 -61.19 EURIBOR-ICE 2426.50 0.06 138.11 1.08 149.03 44557.12 298.99 -5.44 -162.78 EUROSTX 427.40 0.89 378.45 1.08 408.35 44557.12 109.12 1.32 14.41 FEEDCOW 1277.12 0.53 681.30 1.00 681.30 44557.12 65.40 0.01 0.05 GASOIL 905.50 1.53 1383.54 1.00 1383.54 44557.12 32.21 15.29 49.23 GASOLINE 1027.74 1.44 1483.58 1.00 1483.58 44557.12 30.03 18.96 56.95 GAS_US_mini 74.62 3.00 223.61 1.00 223.61 44557.12 199.26 -19.66 -391.78 GBP 785.31 0.53 418.76 1.00 418.76 44557.12 106.40 0.65 6.90 GOLD_micro 193.25 0.52 101.30 1.00 101.30 44557.12 439.86 -16.38 -720.69 HEATOIL 1272.47 1.42 1812.76 1.00 1812.76 44557.12 24.58 13.65 33.55 JGB-SGX-mini 146640.00 0.15 22565.89 0.01 154.40 44557.12 288.59 12.21 352.35 JPY 847.75 0.62 526.91 1.00 526.91 44557.12 84.56 -20.00 -169.12 LEANHOG 300.40 1.63 488.69 1.00 488.69 44557.12 91.18 15.23 138.86 LIVECOW 736.20 0.57 417.49 1.00 417.49 44557.12 106.73 2.49 26.62 LUMBER-new 138.33 1.81 250.40 1.00 250.40 44557.12 177.94 -19.44 -345.95 MILK 372.20 1.47 545.74 1.00 545.74 44557.12 81.65 -11.29 -92.20 MXP 285.90 0.78 223.20 1.00 223.20 44557.12 199.63 16.40 327.34 NASDAQ_micro 311.27 1.00 311.56 1.00 311.56 44557.12 143.01 -5.04 -72.12 NIKKEI 33140.00 0.85 28306.39 0.01 193.67 44557.12 230.06 20.00 460.13 NZD 588.20 0.69 405.68 1.00 405.68 44557.12 109.83 -4.08 -44.86 OAT 1255.50 0.48 606.21 1.08 654.10 44557.12 68.12 7.12 48.51 OATIES 245.00 1.51 370.26 1.00 370.26 44557.12 120.34 -3.36 -40.40 OJ 470.92 1.73 816.27 1.00 816.27 44557.12 54.59 20.00 109.17 PALLAD 1220.50 1.79 2181.14 1.00 2181.14 44557.12 20.43 -6.95 -14.20 PLAT 466.70 1.40 655.31 1.00 655.31 44557.12 67.99 1.82 12.36 REDWHEAT 362.75 1.80 653.57 1.00 653.57 44557.12 68.18 -13.14 -89.57 RICE 339.80 0.89 302.45 1.00 302.45 44557.12 147.32 16.35 240.80 ROBUSTA 245.80 1.30 320.55 1.00 320.55 44557.12 139.00 16.65 231.44 RUSSELL 94.24 0.89 84.29 1.00 84.29 44557.12 528.59 -3.64 -192.17 SHATZ 1052.90 0.08 86.78 1.08 93.63 44557.12 475.86 -13.57 -645.92 SILVER-mini 601.25 1.41 849.64 1.00 849.64 44557.12 52.44 -1.54 -8.05 SMI 1094.40 0.66 724.35 1.13 819.20 44557.12 54.39 -1.08 -5.86 SOFR 2407.88 0.07 178.55 1.00 178.55 44557.12 249.55 -4.13 -103.17 SOYBEAN 683.50 1.14 776.48 1.00 776.48 44557.12 57.38 12.69 72.83 SOYMEAL 398.20 1.39 554.31 1.00 554.31 44557.12 80.38 9.19 73.89 SOYOIL 377.16 1.34 506.31 1.00 506.31 44557.12 88.00 12.81 112.74 SP400 2615.60 0.76 1986.00 1.00 1986.00 44557.12 22.44 -2.09 -4.68 SP500_micro 225.38 0.71 160.53 1.00 160.53 44557.12 277.56 -5.90 -163.65 SUGAR11 300.50 1.22 367.21 1.00 367.21 44557.12 121.34 8.33 101.03 US10 1099.38 0.38 421.07 1.00 421.07 44557.12 105.82 -11.54 -122.09 US10U 1144.38 0.52 593.52 1.00 593.52 44557.12 75.07 -6.23 -46.77 US2 2033.44 0.10 203.06 1.00 203.06 44557.12 219.43 -20.00 -438.87 US20 1190.31 0.71 845.55 1.00 845.55 44557.12 52.70 -5.55 -29.26 US30 1258.12 1.01 1269.92 1.00 1269.92 44557.12 35.09 -7.74 -27.15 US5 1063.28 0.25 266.15 1.00 266.15 44557.12 167.41 -14.94 -250.19 VIX 169.50 2.82 478.05 1.00 478.05 44557.12 93.21 -20.00 -186.41 WHEAT 300.38 2.20 661.45 1.00 661.45 44557.12 67.36 -17.49 -117.81 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -67.176 0.013 2.5 -2.183 BITCOIN -663.741 0.048 2.5 -79.815 BOBL -236.358 0.004 2.5 -2.192 BTP 41.829 0.012 2.5 1.305 BUND 42.353 0.004 2.5 0.393 BUXL -3.742 0.004 2.5 -0.035 CAC 8.461 0.013 2.5 0.276 CAD -163.381 0.013 2.5 -5.310 CANOLA 276.834 0.008 2.5 5.799 CHF -117.643 0.013 2.5 -3.824 COCOA 38.073 0.007 2.5 0.702 COFFEE -70.145 0.004 2.5 -0.706 COPPER -6.304 0.048 2.5 -0.758 CORN -85.095 0.008 2.5 -1.783 COTTON2 48.014 0.007 2.5 0.886 CRUDE_W 23.970 0.049 2.5 2.935 DAX -100.113 0.013 2.5 -3.270 DOW -244.716 0.009 2.5 -5.464 EUR -61.193 0.013 2.5 -1.989 EURIBOR-ICE -162.784 0.012 2.5 -5.078 EUROSTX 14.409 0.013 2.5 0.471 FEEDCOW 0.046 0.014 2.5 0.002 GASOIL 49.233 0.020 2.5 2.414 GASOLINE 56.951 0.020 2.5 2.792 GAS_US_mini -391.779 0.049 2.5 -47.980 GBP 6.900 0.013 2.5 0.224 GOLD_micro -720.690 0.015 2.5 -27.297 HEATOIL 33.554 0.020 2.5 1.645 JGB-SGX-mini 352.352 0.052 2.5 46.042 JPY -169.125 0.013 2.5 -5.497 LEANHOG 138.865 0.025 2.5 8.680 LIVECOW 26.619 0.014 2.5 0.907 LUMBER-new -345.955 0.007 2.5 -6.311 MILK -92.204 0.007 2.5 -1.701 MXP 327.344 0.066 2.5 53.847 NASDAQ_micro -72.120 0.009 2.5 -1.610 NIKKEI 460.125 0.052 2.5 60.124 NZD -44.856 0.013 2.5 -1.458 OAT 48.510 0.012 2.5 1.513 OATIES -40.403 0.008 2.5 -0.846 OJ 109.172 0.007 2.5 2.014 PALLAD -14.197 0.015 2.5 -0.538 PLAT 12.357 0.015 2.5 0.468 REDWHEAT -89.571 0.005 2.5 -1.023 RICE 240.804 0.008 2.5 5.044 ROBUSTA 231.438 0.004 2.5 2.328 RUSSELL -192.168 0.013 2.5 -6.119 SHATZ -645.923 0.004 2.5 -5.990 SILVER-mini -8.054 0.015 2.5 -0.305 SMI -5.857 0.013 2.5 -0.191 SOFR -103.169 0.023 2.5 -5.989 SOYBEAN 72.834 0.003 2.5 0.583 SOYMEAL 73.889 0.003 2.5 0.592 SOYOIL 112.738 0.003 2.5 0.904 SP400 -4.685 0.013 2.5 -0.149 SP500_micro -163.647 0.009 2.5 -3.654 SUGAR11 101.032 0.007 2.5 1.851 US10 -122.091 0.005 2.5 -1.478 US10U -46.767 0.005 2.5 -0.566 US2 -438.865 0.005 2.5 -5.312 US20 -29.265 0.005 2.5 -0.354 US30 -27.150 0.005 2.5 -0.329 US5 -250.185 0.005 2.5 -3.028 VIX -186.411 0.059 2.5 -27.620 WHEAT -117.810 0.005 2.5 -1.346 ===================== Position diags ===================== AUD 3.24 BITCOIN 69.20 BOBL 1.39 BTP 1.99 BUND 0.64 BUXL 0.28 CAC 2.52 CAD 5.28 CANOLA 8.28 CHF 2.31 COCOA 2.05 COFFEE 0.49 COPPER 5.39 CORN 2.25 COTTON2 1.39 CRUDE_W 5.28 DAX 12.14 DOW 9.66 EUR 2.21 EURIBOR-ICE 9.33 EUROSTX 3.56 FEEDCOW 2.23 GASOIL 1.58 GASOLINE 1.47 GAS_US_mini 24.40 GBP 3.46 GOLD_micro 16.66 HEATOIL 1.21 JGB-SGX-mini 37.71 JPY 2.75 LEANHOG 5.70 LIVECOW 3.64 LUMBER-new 3.25 MILK 1.51 MXP 32.84 NASDAQ_micro 3.19 NIKKEI 30.06 NZD 3.57 OAT 2.12 OATIES 2.52 OJ 1.01 PALLAD 0.77 PLAT 2.58 REDWHEAT 0.78 RICE 3.09 ROBUSTA 1.40 RUSSELL 16.83 SHATZ 4.41 SILVER-mini 1.99 SMI 1.78 SOFR 14.49 SOYBEAN 0.46 SOYMEAL 0.64 SOYOIL 0.71 SP400 0.71 SP500_micro 6.20 SUGAR11 2.22 US10 1.28 US10U 0.91 US2 2.66 US20 0.64 US30 0.42 US5 2.03 VIX 13.81 WHEAT 0.77 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.2 -2.5 -1.9 NaN 0 BITCOIN -79.8 -86.7 -72.9 -43.0 -43 BOBL -2.2 -2.3 -2.1 -10.0 -10 BTP 1.3 1.1 1.5 6.0 6 BUND 0.4 0.3 0.5 1.0 1 BUXL -0.0 -0.1 -0.0 -1.0 -1 CAC 0.3 0.0 0.5 NaN 0 CAD -5.3 -5.8 -4.8 0.0 0 CANOLA 5.8 5.0 6.6 NaN 0 CHF -3.8 -4.1 -3.6 -5.0 -5 COCOA 0.7 0.5 0.9 1.0 1 COFFEE -0.7 -0.8 -0.7 NaN 0 COPPER -0.8 -1.3 -0.2 -2.0 -2 CORN -1.8 -2.0 -1.6 -2.0 -2 COTTON2 0.9 0.7 1.0 0.0 0 CRUDE_W 2.9 2.4 3.5 0.0 0 DAX -3.3 -4.5 -2.1 -3.0 -3 DOW -5.5 -6.4 -4.5 -12.0 -12 EUR -2.0 -2.2 -1.8 -4.0 -4 EURIBOR-ICE -5.1 -6.0 -4.1 -6.0 -6 EUROSTX 0.5 0.1 0.8 4.0 4 FEEDCOW 0.0 -0.2 0.2 1.0 1 GASOIL 2.4 2.3 2.6 3.0 3 GASOLINE 2.8 2.6 2.9 4.0 4 GAS_US_mini -48.0 -50.4 -45.5 -25.0 -25 GBP 0.2 -0.1 0.6 2.0 2 GOLD_micro -27.3 -29.0 -25.6 -13.0 -13 HEATOIL 1.6 1.5 1.8 0.0 0 JGB-SGX-mini 46.0 42.3 49.8 15.0 15 JPY -5.5 -5.8 -5.2 -4.0 -4 LEANHOG 8.7 8.1 9.2 7.0 7 LIVECOW 0.9 0.5 1.3 2.0 2 LUMBER-new -6.3 -6.6 -6.0 NaN 0 MILK -1.7 -1.9 -1.6 NaN 0 MXP 53.8 50.6 57.1 60.0 60 NASDAQ_micro -1.6 -1.9 -1.3 0.0 0 NIKKEI 60.1 57.1 63.1 35.0 35 NZD -1.5 -1.8 -1.1 1.0 1 OAT 1.5 1.3 1.7 0.0 0 OATIES -0.8 -1.1 -0.6 NaN 0 OJ 2.0 1.9 2.1 NaN 0 PALLAD -0.5 -0.6 -0.5 NaN 0 PLAT 0.5 0.2 0.7 0.0 0 REDWHEAT -1.0 -1.1 -0.9 -1.0 -1 RICE 5.0 4.7 5.4 NaN 0 ROBUSTA 2.3 2.2 2.5 2.0 2 RUSSELL -6.1 -7.8 -4.4 0.0 0 SHATZ -6.0 -6.4 -5.5 NaN 0 SILVER-mini -0.3 -0.5 -0.1 NaN 0 SMI -0.2 -0.4 -0.0 8.0 8 SOFR -6.0 -7.4 -4.5 NaN 0 SOYBEAN 0.6 0.5 0.6 3.0 3 SOYMEAL 0.6 0.5 0.7 1.0 1 SOYOIL 0.9 0.8 1.0 0.0 0 SP400 -0.1 -0.2 -0.1 -1.0 -1 SP500_micro -3.7 -4.3 -3.0 -1.0 -1 SUGAR11 1.9 1.6 2.1 0.0 0 US10 -1.5 -1.6 -1.3 NaN 0 US10U -0.6 -0.7 -0.5 -3.0 -3 US2 -5.3 -5.6 -5.0 NaN 0 US20 -0.4 -0.4 -0.3 -2.0 -2 US30 -0.3 -0.4 -0.3 0.0 0 US5 -3.0 -3.2 -2.8 -8.0 -8 VIX -27.6 -29.0 -26.2 -17.0 -17 WHEAT -1.3 -1.4 -1.3 -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 2.1 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 -0.2 -0.4 -0.0 -0.0 -0.1 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 -0.2 -0.1 0.2 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 0.2 0.0 -0.2 -0.3 -0.1 -0.3 -0.0 0.1 BITCOIN -0.5 -0.4 -0.0 -0.0 0.0 0.0 0.0 0.0 -0.0 -0.2 0.2 -0.2 0.1 -0.2 -0.1 -0.4 -0.3 -0.4 -0.3 -0.1 -0.0 -0.2 0.0 -0.2 -1.1 -0.0 -0.1 -0.0 -0.0 0.0 -0.1 -0.3 -0.5 -0.5 -0.5 -0.1 -0.2 0.3 -0.1 0.3 BOBL 0.1 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.2 0.0 -0.0 -1.2 -0.6 -1.2 -1.2 -0.0 -0.0 -0.0 -0.2 0.0 0.5 -0.0 -0.0 -0.0 0.0 -0.1 0.0 -3.2 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 2.5 -0.1 0.1 0.1 0.4 -0.2 -0.3 0.0 0.1 BUND 0.1 -0.0 0.1 -0.0 -0.0 -0.1 -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 2.7 0.0 0.1 0.1 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 0.0 0.1 -0.0 -0.1 -0.0 -0.2 -0.0 0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 0.9 -0.1 0.0 -0.1 0.1 -0.3 -0.3 -0.1 0.2 CAC -0.2 -0.2 -0.2 -0.0 0.0 0.0 0.0 0.1 -0.0 -0.1 0.3 -0.0 0.5 -0.1 -0.0 -0.4 -0.1 -0.3 -0.2 -0.0 0.1 -0.0 0.4 -0.0 -0.3 -0.0 -0.1 0.1 -0.0 0.2 -0.0 1.0 -0.7 0.3 0.1 -0.1 0.3 -0.0 0.3 0.1 CAD -0.4 -0.5 0.1 -0.0 -0.1 0.0 -0.0 0.1 -0.0 -0.2 -0.0 -0.2 -0.3 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 0.1 -0.0 -0.2 -0.5 -0.2 -0.2 -0.3 -0.3 -0.2 CANOLA 0.1 0.3 0.5 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.2 0.1 -0.2 0.0 0.1 -0.4 0.7 0.0 0.4 0.1 0.1 0.0 0.0 0.1 -1.1 0.0 0.0 0.0 0.0 -0.0 0.0 1.0 0.2 0.3 0.3 0.5 -0.2 0.1 0.1 0.3 CHF -0.4 -0.2 0.1 -0.0 -0.1 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 -0.1 0.1 -0.0 -3.1 -0.3 -0.1 0.3 0.0 -0.3 -0.3 -0.3 -0.3 COCOA 0.1 0.0 0.2 0.0 -0.1 -0.0 -0.0 -0.1 0.0 0.2 0.4 0.2 0.6 0.1 0.2 -0.5 -0.1 -0.3 -0.2 0.2 0.2 0.2 0.4 0.2 -0.7 0.1 0.1 0.2 0.1 0.3 0.1 -2.3 0.7 0.5 0.5 0.5 -0.1 -0.2 0.2 -0.0 COFFEE -0.1 -0.2 -0.5 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.0 -0.3 -0.1 -0.4 -0.1 -0.2 -0.2 0.1 -0.0 0.1 -0.2 -0.2 -0.0 -0.4 -0.1 -1.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 0.0 -0.5 -0.5 -0.5 -0.3 -0.3 -0.2 -0.2 COPPER 0.0 -0.0 -0.0 -0.0 0.0 0.0 0.0 0.0 -0.0 0.1 -0.2 0.1 -0.1 -0.0 -0.0 -0.3 -0.1 -0.3 -0.2 -0.0 -0.0 0.1 -0.1 0.0 -0.3 -0.0 0.1 -0.0 0.0 -0.1 0.0 0.3 0.2 0.0 0.2 0.1 0.1 -0.3 0.2 -0.2 CORN -0.1 -0.3 -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 -0.7 0.2 -0.4 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.4 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -1.2 -0.1 -0.1 -0.2 0.1 -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 0.1 -0.3 0.1 0.1 0.2 0.4 0.3 0.3 0.1 0.1 0.2 -0.0 0.1 -1.1 0.0 0.1 0.1 0.1 0.1 0.0 -0.1 0.7 0.4 0.4 0.4 -0.2 -0.2 0.2 0.1 CRUDE_W -0.1 0.5 0.4 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.3 0.1 -0.2 0.2 0.2 0.6 0.5 0.5 0.5 0.2 0.2 0.2 0.2 0.2 -0.4 0.1 0.2 0.1 0.1 0.1 0.1 -3.1 0.5 -0.2 -0.4 -0.1 0.2 0.2 0.3 0.1 DAX -0.2 -0.3 -0.2 -0.0 0.0 0.0 0.0 0.1 -0.0 -0.0 0.1 -0.0 0.5 -0.1 -0.1 -0.5 -0.4 -0.5 -0.5 -0.1 0.0 -0.0 0.3 -0.1 0.9 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.5 -0.5 0.2 0.0 -0.2 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 -0.0 0.3 -0.0 0.1 -0.7 -0.5 -0.6 -0.6 0.0 0.1 -0.0 0.2 -0.0 -0.5 0.0 0.0 0.1 0.0 0.1 -0.0 -0.8 -0.1 -0.1 0.3 0.4 -0.1 -0.1 -0.3 -0.1 EUR -0.4 -0.4 -0.0 -0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.2 -0.0 -0.1 0.3 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.0 -0.2 0.0 -0.1 0.7 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -1.1 -0.3 -0.2 -0.1 -0.2 -0.0 -0.3 0.0 0.0 EURIBOR-ICE 0.1 0.1 -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 0.2 0.1 0.2 0.0 -0.3 -0.3 0.3 0.1 EUROSTX -0.2 -0.3 -0.2 -0.0 0.0 0.0 0.0 0.1 -0.0 -0.1 0.2 -0.0 0.4 -0.1 -0.1 -0.3 -0.1 -0.3 -0.2 -0.0 0.0 -0.0 0.3 -0.0 0.3 -0.0 -0.0 0.0 -0.0 0.2 -0.0 1.0 -0.6 0.1 0.0 -0.1 0.3 0.0 0.3 0.1 FEEDCOW 0.0 0.1 0.4 0.0 -0.1 -0.0 -0.0 -0.1 0.0 0.1 0.4 0.1 0.6 0.2 0.2 0.1 -1.2 -0.9 -1.2 0.2 0.2 0.2 0.4 0.2 0.1 0.1 0.0 0.3 0.1 0.4 0.1 -3.2 0.7 0.5 0.4 0.5 0.1 -0.1 0.3 -0.0 GASOIL -0.2 0.5 0.5 0.0 0.1 0.1 0.0 0.1 0.0 0.1 0.3 0.1 0.0 0.1 0.1 1.2 1.2 1.2 1.2 0.2 0.2 0.2 0.3 0.2 0.6 0.1 0.0 0.1 0.0 0.1 0.0 0.0 -0.6 -0.0 0.3 0.4 -0.2 0.0 -0.2 -0.1 GASOLINE -0.3 0.5 0.5 0.1 0.1 0.1 0.0 0.1 0.1 0.2 0.4 -0.0 0.0 0.1 0.2 1.2 1.2 1.2 1.2 0.2 0.2 0.1 0.4 0.1 -1.1 0.1 0.1 0.2 0.0 0.2 0.0 3.2 -0.7 -0.5 -0.4 0.3 0.2 0.2 0.3 0.1 GAS_US_mini -0.2 0.3 0.5 0.0 0.1 0.1 0.0 0.1 0.0 -0.2 -0.3 -0.1 -0.6 -0.1 -0.0 -1.2 -1.2 -1.2 -1.2 -0.0 -0.1 -0.2 -0.4 -0.1 1.1 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -3.2 -0.7 -0.5 -0.5 -0.5 0.1 0.1 -0.0 -0.0 GBP -0.2 -0.3 0.2 -0.0 -0.1 0.0 -0.0 0.1 -0.0 -0.2 0.2 -0.1 0.3 -0.1 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.1 -0.1 0.2 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 0.1 -0.0 0.5 -0.3 0.1 -0.0 0.1 0.0 0.2 0.1 0.3 GOLD_micro 0.0 -0.3 -0.4 -0.0 0.0 0.0 0.0 0.1 -0.0 -0.1 -0.2 0.1 0.2 -0.1 -0.1 -1.1 -0.8 -1.0 -0.9 -0.1 -0.1 0.1 0.0 -0.0 -0.6 -0.0 0.1 -0.0 0.1 0.1 0.0 -2.8 0.7 0.0 0.1 -0.5 -0.3 -0.3 -0.2 -0.3 HEATOIL -0.3 0.5 0.5 0.1 0.1 0.1 0.0 0.1 0.0 0.1 0.3 0.1 -0.0 0.1 0.2 1.2 1.2 1.2 1.2 0.2 0.2 0.2 0.3 0.2 -1.1 0.1 0.0 0.1 0.0 0.1 0.0 0.3 -0.7 -0.2 0.5 0.5 0.1 -0.0 -0.0 -0.0 JGB-SGX-mini -0.0 -0.5 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.1 0.0 0.1 -0.1 -0.1 1.1 1.2 1.0 1.0 -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 0.2 -0.2 0.1 -0.3 -0.1 0.1 0.1 JPY -0.2 -0.3 -0.4 -0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -1.0 -0.8 -1.0 -0.9 -0.1 -0.1 -0.1 -0.4 -0.1 1.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -3.2 -0.1 -0.2 -0.2 -0.5 -0.1 -0.3 -0.1 -0.3 LEANHOG -0.2 0.1 0.2 0.0 -0.1 -0.0 -0.0 -0.1 0.0 0.1 -0.1 0.0 -0.2 -0.0 0.1 1.2 1.2 1.2 1.2 -0.0 -0.0 0.1 -0.2 -0.0 0.7 -0.0 0.1 -0.1 0.0 -0.2 -0.0 3.2 0.2 -0.3 -0.2 -0.3 -0.1 0.0 0.3 0.3 LIVECOW -0.3 -0.2 0.5 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.0 0.4 -0.0 0.6 -0.0 0.2 -0.9 0.2 -0.2 0.4 0.1 0.2 -0.0 0.4 0.0 0.2 0.1 -0.0 0.3 -0.0 0.4 0.0 0.1 0.1 -0.3 0.0 0.5 -0.3 -0.3 -0.3 -0.3 LUMBER-new 0.1 -0.4 0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.3 -0.4 -0.1 -0.4 -0.2 -0.2 -1.1 -0.8 -0.9 -0.9 -0.1 -0.1 -0.2 -0.2 -0.1 NaN -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -3.4 -0.7 -0.1 -0.5 -0.2 -0.3 -0.3 -0.2 -0.3 MILK 0.3 0.5 0.2 0.0 -0.0 -0.0 -0.0 -0.1 0.0 0.1 -0.1 0.1 -0.3 0.1 0.0 0.6 -1.2 -1.2 -1.2 0.0 -0.1 0.1 -0.3 0.1 -0.1 0.0 0.0 -0.1 0.0 -0.1 0.0 -3.2 0.4 0.2 0.4 -0.4 -0.3 -0.3 -0.2 -0.3 MXP -0.1 -0.4 -0.1 -0.0 -0.1 0.0 -0.0 0.1 -0.0 -0.2 0.4 -0.1 0.5 0.0 0.1 0.9 1.0 1.0 1.0 0.1 0.2 -0.2 0.4 -0.0 -1.1 0.0 -0.2 0.2 -0.1 0.3 -0.0 3.2 -0.5 0.4 0.4 0.5 0.3 0.1 0.3 0.3 NASDAQ_micro -0.3 -0.5 0.3 -0.0 0.0 0.0 0.0 0.0 -0.0 0.1 0.2 0.1 0.2 0.0 0.1 -0.5 -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 -0.8 0.2 0.2 0.1 0.5 -0.1 -0.2 -0.2 -0.2 NIKKEI -0.1 -0.3 0.3 -0.0 0.0 0.0 0.0 0.1 -0.0 0.2 0.3 0.1 0.4 0.0 0.1 0.9 0.8 0.9 0.8 0.1 0.2 0.2 0.4 0.1 -0.4 0.0 0.1 0.2 0.1 0.3 0.0 3.2 0.5 0.5 0.0 0.5 0.1 0.0 -0.0 0.1 NZD -0.3 -0.4 -0.1 -0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.2 -0.1 -0.0 -0.1 -0.1 -0.0 0.0 0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 0.8 0.1 -0.1 -0.2 -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 -0.1 -0.0 -0.0 -0.1 -0.0 2.8 0.0 0.1 0.1 0.1 -0.3 -0.3 0.0 0.1 OATIES 0.3 0.3 0.5 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.0 0.3 0.1 -0.2 0.1 0.1 -1.2 -0.3 -1.0 -0.7 0.2 0.2 0.2 0.3 0.2 -1.1 0.0 0.0 0.1 0.0 0.1 0.1 -3.2 0.7 0.5 0.5 0.5 0.0 0.2 0.2 0.3 OJ -0.2 0.1 0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.3 0.1 0.5 0.1 0.1 1.2 1.2 1.2 1.2 0.2 0.2 0.1 0.4 0.2 -1.1 0.1 0.0 0.1 0.0 0.2 0.0 3.2 0.1 0.5 0.5 0.5 0.1 0.1 0.3 0.2 PALLAD 0.0 0.2 -0.3 -0.0 0.0 0.0 0.0 0.0 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.4 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.3 -0.6 -0.0 -0.0 -0.3 -0.3 -0.0 0.1 0.0 PLAT 0.4 -0.0 -0.4 -0.0 0.0 0.0 0.0 0.0 -0.0 -0.1 -0.2 0.0 -0.1 0.0 -0.1 -0.2 -0.1 -0.2 -0.2 -0.0 -0.1 0.0 -0.1 0.0 0.8 0.0 0.0 -0.0 0.1 -0.0 0.0 0.4 0.5 0.4 0.3 -0.2 0.0 -0.2 0.2 -0.2 REDWHEAT -0.4 -0.4 -0.1 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.3 -0.1 -0.1 -0.2 0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.3 -0.4 -0.4 -0.4 -0.1 -0.3 -0.3 -0.2 -0.1 RICE 0.2 0.4 0.3 0.0 -0.1 -0.0 -0.0 -0.1 0.0 0.2 0.2 0.2 0.1 0.2 0.2 -0.8 1.1 0.4 1.2 0.2 0.1 0.2 0.1 0.2 -1.1 0.0 0.1 0.1 0.1 0.0 0.1 3.2 0.7 0.5 0.5 0.5 -0.1 -0.3 0.1 -0.2 ROBUSTA -0.2 -0.1 0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.0 0.1 0.2 0.0 0.3 -0.0 0.0 1.2 1.2 1.2 1.2 0.0 0.1 0.1 0.4 0.0 -0.8 0.0 -0.0 0.1 0.0 0.3 0.0 3.2 0.4 -0.3 -0.1 0.4 -0.0 -0.2 0.2 -0.1 RUSSELL -0.5 -0.2 0.3 -0.0 0.0 0.0 0.0 0.1 -0.0 0.0 0.1 -0.0 -0.0 -0.1 0.0 -0.5 -0.3 -0.4 -0.4 -0.0 0.0 -0.0 0.0 -0.1 -0.1 -0.0 0.1 0.0 0.0 0.1 -0.0 -0.1 0.3 -0.1 0.1 0.5 -0.1 -0.1 -0.3 -0.2 SHATZ 0.1 0.2 -0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.2 0.0 -0.0 -1.2 -0.4 -1.2 -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 -2.2 0.0 0.0 0.2 -0.0 -0.3 -0.3 -0.3 -0.3 SILVER-mini 0.3 -0.1 -0.2 -0.0 0.0 0.0 0.0 0.0 -0.0 -0.2 0.0 0.1 0.2 0.0 -0.0 -0.4 -0.3 -0.4 -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 -0.6 0.4 0.5 0.4 0.0 -0.3 -0.3 -0.0 -0.3 SMI -0.1 -0.2 -0.2 -0.0 0.0 0.0 0.0 0.1 -0.0 -0.1 0.1 0.0 0.1 -0.1 -0.1 -0.2 0.1 -0.2 -0.1 -0.1 -0.0 -0.0 0.0 -0.0 0.3 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 1.5 -0.4 0.2 0.2 -0.3 -0.1 -0.2 -0.3 -0.2 SOFR -0.1 -0.3 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.3 0.4 -0.0 0.0 -0.1 -0.3 -0.3 -0.1 -0.0 SOYBEAN 0.2 0.1 0.5 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 0.1 0.0 -0.0 0.0 0.1 0.1 1.1 0.6 0.9 0.0 0.0 0.0 0.0 0.0 -1.1 0.0 -0.0 0.0 0.0 0.0 0.0 3.1 0.1 0.2 -0.0 0.4 -0.2 0.1 -0.1 0.2 SOYMEAL 0.2 0.0 -0.2 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 0.0 0.1 0.0 0.0 0.3 1.1 0.7 1.0 0.0 0.0 -0.0 0.0 0.0 -1.1 0.0 -0.0 0.0 0.0 0.1 0.0 3.2 0.0 0.1 -0.0 0.2 -0.2 -0.2 -0.2 -0.2 SOYOIL 0.0 0.3 0.5 0.0 -0.1 -0.0 -0.0 -0.1 0.0 0.0 0.2 0.0 -0.0 0.1 0.1 1.0 0.7 0.8 0.7 0.1 0.1 0.0 0.1 0.1 -1.1 0.0 0.0 0.1 0.0 0.0 0.0 1.3 0.1 0.3 0.1 0.5 0.0 0.1 0.2 0.3 SP400 -0.5 -0.2 0.3 -0.0 0.0 0.0 0.0 0.1 -0.0 0.0 0.1 -0.0 0.2 -0.1 0.0 -0.4 -0.3 -0.4 -0.3 0.0 0.1 -0.0 0.1 -0.0 -0.6 0.0 0.1 0.0 0.0 0.1 -0.0 0.1 0.5 -0.0 0.1 0.5 0.0 -0.2 -0.2 -0.2 SP500_micro -0.4 -0.5 0.4 -0.0 0.0 0.0 0.0 0.1 -0.0 0.1 0.3 0.1 0.3 -0.0 0.1 -0.7 -0.5 -0.7 -0.7 0.0 0.1 0.1 0.3 0.0 -0.9 0.0 0.1 0.1 0.0 0.1 0.0 -1.2 0.3 0.1 0.2 0.5 -0.1 -0.2 -0.3 -0.3 SUGAR11 0.4 -0.0 -0.3 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 -7.4 -16.7 -2.0 -1.5 -4.9 1.1 -3.5 1.4 -3.3 -7.0 -11.9 -8.1 -7.0 -12.8 -12.3 -3.1 -2.7 -3.0 -2.9 -12.5 -9.5 -6.8 -7.8 -10.9 3.1 -4.0 -4.0 -2.8 -2.5 -2.2 -3.7 -0.6 6.6 0.1 -9.1 -11.9 -6.0 -20.0 -2.5 5.2 BITCOIN -19.1 -17.7 -0.1 -1.7 0.0 0.1 1.8 1.6 -0.4 -19.1 7.8 -19.9 2.6 -19.7 -12.8 -6.5 -4.3 -6.7 -5.7 -13.0 -1.3 -16.1 1.7 -19.0 -20.0 -5.5 -4.0 -1.6 -6.0 0.4 -7.5 -1.7 -14.7 -20.0 -20.0 -4.8 -11.9 20.0 -10.1 20.0 BOBL 2.9 3.3 -2.0 -2.1 -2.4 -2.3 -0.8 -2.8 -1.2 -4.7 -3.5 0.5 -6.9 1.6 -3.9 -20.0 -10.7 -20.0 -19.5 -1.8 -4.1 -0.3 -8.4 0.0 9.5 -0.7 -2.2 -1.5 0.0 -3.3 0.2 -20.0 1.6 3.1 6.0 2.3 -20.0 -20.0 -20.0 -16.1 BTP -2.9 -4.6 7.1 -3.3 -3.8 -3.6 -1.3 -4.4 -1.8 -8.9 5.6 0.4 0.6 -1.7 -0.3 5.0 7.8 5.3 6.3 -0.9 0.9 -3.0 -1.8 -1.4 -6.8 -0.5 -6.4 1.1 -1.9 0.2 -0.8 16.1 -1.8 4.4 5.6 16.1 -15.1 -20.0 2.1 8.9 BUND 2.3 -1.2 3.0 -2.2 -2.5 -2.4 -0.9 -2.9 -1.2 -5.2 -4.8 0.6 -7.5 -1.9 -4.4 6.1 8.6 6.4 6.9 -2.6 -4.1 -1.3 -8.0 -1.0 5.9 -1.4 -3.7 -1.8 -0.7 -3.3 -0.5 17.1 0.8 3.2 3.1 3.6 -20.0 -20.0 -16.9 -1.1 BUXL 0.7 -5.1 5.3 -2.5 -2.9 -2.8 -1.0 -3.3 -1.4 -6.5 -8.0 -0.9 -9.4 -4.4 -5.5 0.3 1.0 0.8 1.2 -4.9 -6.2 -3.7 -10.7 -3.5 0.7 -2.3 -4.7 -2.3 -1.9 -3.2 -1.7 5.9 -2.5 1.7 -2.4 4.2 -20.0 -20.0 -4.5 14.7 CAC -6.7 -6.4 -7.5 -2.1 1.1 1.1 1.5 3.0 -1.9 -8.7 12.2 -2.6 19.6 -6.3 -3.0 -6.7 -1.0 -5.6 -3.4 -2.5 6.0 -3.7 17.5 -3.8 -5.2 -1.0 -6.0 3.1 -2.0 7.9 -1.8 6.3 -20.0 10.3 4.5 -4.1 20.0 -0.3 20.0 4.0 CAD -15.7 -19.2 4.3 -2.4 -8.1 1.9 -5.8 2.4 -5.5 -18.9 -0.4 -20.0 -11.1 -20.0 -16.4 -2.2 -2.0 -2.2 -2.2 -19.0 -7.5 -17.9 -6.2 -20.0 1.6 -6.2 -6.6 -2.2 -6.2 -1.3 -7.8 0.6 -1.3 -9.8 -20.0 -7.7 -18.5 -20.0 -20.0 -17.6 CANOLA 5.6 12.5 20.0 1.7 -4.3 -0.3 -0.3 -2.5 1.6 -9.2 8.2 9.4 -5.7 4.9 10.5 -6.6 11.4 0.8 7.4 15.9 12.1 1.3 1.4 9.4 -20.0 3.5 1.1 1.8 1.9 -1.1 2.7 6.5 5.3 11.9 13.6 20.0 -14.4 6.2 5.7 20.0 CHF -16.2 -8.1 2.9 -2.0 -6.6 1.5 -4.7 1.9 -4.4 -16.2 7.2 -16.9 13.2 -14.3 -2.7 -15.1 -13.4 -14.7 -14.1 -2.6 7.2 -15.8 10.2 -12.0 -8.9 -0.6 -8.5 3.6 -7.0 4.3 -5.0 -19.4 -9.2 -3.3 12.0 1.2 -20.0 -20.0 -20.0 -20.0 COCOA 4.2 0.6 9.7 2.8 -7.1 -0.6 -0.5 -4.1 2.6 19.9 20.0 19.3 20.0 17.7 20.0 -8.1 -2.3 -5.2 -3.2 20.0 20.0 20.0 20.0 20.0 -13.2 7.9 8.5 10.7 8.8 10.7 6.7 -14.8 20.0 20.0 20.0 20.0 -7.0 -13.1 14.4 -1.8 COFFEE -5.1 -6.7 -18.1 2.7 -6.8 -0.6 -0.5 -3.9 2.5 -1.1 -13.0 -7.6 -13.1 -12.6 -19.4 -3.2 2.4 -0.6 1.3 -20.0 -20.0 -3.5 -17.7 -12.1 -20.0 -5.9 -2.1 -4.4 -1.8 -2.9 -4.6 -7.0 0.5 -20.0 -20.0 -19.7 -20.0 -20.0 -14.7 -11.6 COPPER 0.4 -0.2 -1.9 -1.4 0.0 0.1 1.4 1.3 -0.3 11.3 -7.5 11.4 -3.5 -3.4 -1.8 -5.7 -2.4 -4.7 -3.5 -2.9 -4.5 7.2 -4.6 1.7 -5.4 -0.3 5.9 -1.7 4.9 -2.2 1.7 1.7 5.7 1.1 9.6 2.8 6.6 -20.0 16.4 -18.1 CORN -4.9 -12.6 -2.0 1.0 -2.7 -0.2 -0.2 -1.5 1.0 -1.8 -6.7 -1.2 -6.6 -6.9 -7.5 -11.1 4.2 -7.1 -1.9 -7.0 -6.9 -2.2 -5.3 -5.4 -7.6 -1.5 -1.0 -1.8 -1.3 -2.3 -1.7 -7.8 -1.8 -5.2 -7.4 2.8 -3.5 5.8 1.2 12.3 COTTON2 0.3 10.1 12.0 2.1 -5.3 -0.4 -0.4 -3.0 2.0 8.2 9.7 9.6 -10.1 10.5 10.9 3.7 6.6 5.9 5.4 10.4 7.1 14.5 -0.3 11.6 -20.0 4.8 11.0 3.6 7.6 1.9 5.3 -0.9 20.0 15.7 15.6 15.3 -16.7 -16.0 13.9 9.9 CRUDE_W -5.6 20.0 14.0 7.0 8.1 4.8 6.1 2.4 6.3 20.0 16.4 17.7 -6.5 20.0 20.0 10.8 8.6 8.7 8.0 20.0 19.0 20.0 9.6 20.0 -7.2 7.4 15.8 6.3 9.2 4.5 6.6 -19.5 15.7 -6.3 -16.9 -4.8 17.7 13.4 20.0 9.0 DAX -7.0 -11.5 -7.2 -1.9 1.0 1.0 1.3 2.8 -1.8 -2.4 7.0 -0.0 16.6 -11.4 -9.9 -8.9 -7.0 -8.6 -8.2 -6.7 2.3 -2.0 12.1 -6.2 18.0 -3.6 -3.1 0.2 -0.8 4.4 -2.9 -3.3 -15.6 6.4 0.3 -7.7 20.0 0.5 20.0 7.3 DOW -20.0 -2.6 9.9 -1.7 0.8 0.9 1.2 2.4 -1.5 6.8 10.2 -1.0 12.1 -2.8 6.4 -11.2 -7.9 -10.9 -9.8 2.2 7.7 -0.1 7.4 -3.0 -10.0 1.3 2.8 4.0 0.2 4.1 -1.5 -5.3 -3.2 -5.9 13.2 15.7 -11.2 -6.5 -20.0 -6.5 EUR -14.2 -14.4 -0.3 -1.8 -6.1 1.4 -4.3 1.8 -4.1 -14.7 -1.4 -14.7 9.3 -16.5 -10.3 -6.6 -6.8 -6.6 -6.6 -8.9 -1.0 -16.1 1.6 -14.3 14.1 -3.6 -9.0 -0.1 -7.2 0.9 -6.3 -7.3 -8.6 -6.0 -4.1 -9.3 -3.4 -19.9 2.9 0.7 EURIBOR-ICE 4.1 6.0 -0.1 -2.0 -2.3 -2.2 -0.8 -2.7 -1.1 -0.7 -3.5 3.4 -6.5 4.3 -1.8 -8.4 -7.8 -9.1 -9.0 -0.4 -3.3 2.4 -8.1 1.9 17.1 -0.1 -0.0 -1.2 1.2 -3.2 1.0 -11.0 5.4 4.7 9.1 1.2 -20.0 -20.0 20.0 8.9 EUROSTX -8.3 -10.8 -7.6 -1.8 0.9 0.9 1.2 2.5 -1.6 -4.2 8.8 -5.8 16.2 -10.4 -8.6 -4.7 -1.0 -4.6 -3.2 -4.3 3.9 -3.3 12.8 -5.5 5.0 -2.7 -3.5 1.6 -2.0 6.3 -3.2 6.4 -17.9 5.3 0.4 -3.7 20.0 2.9 20.0 10.1 FEEDCOW 0.2 3.3 17.7 3.1 -8.0 -0.6 -0.6 -4.6 3.0 11.1 20.0 16.7 20.0 19.1 20.0 2.2 -20.0 -15.7 -20.0 20.0 20.0 17.7 20.0 20.0 2.8 9.6 3.0 13.9 7.1 15.5 7.6 -20.0 20.0 18.9 15.8 20.0 5.3 -11.3 20.0 -3.0 GASOIL -8.7 20.0 20.0 5.4 6.2 3.7 4.7 1.8 4.9 10.9 12.5 7.8 0.2 16.5 18.0 20.0 19.5 20.0 20.0 20.0 20.0 12.6 12.4 20.0 11.6 6.2 3.3 4.6 2.3 2.1 4.3 0.0 -18.6 -1.4 13.1 15.5 -14.4 2.3 -17.7 -5.2 GASOLINE -11.1 19.0 19.1 6.8 7.8 4.7 5.9 2.3 6.1 17.9 19.8 -2.3 0.8 16.4 19.9 20.0 20.0 20.0 20.0 20.0 20.0 11.1 20.0 16.0 -20.0 7.4 4.1 8.2 2.0 7.5 3.7 20.0 -20.0 -19.1 -15.1 12.2 16.6 14.4 20.0 4.5 GAS_US_mini -8.9 11.6 20.0 5.9 6.8 4.1 5.1 2.0 5.3 -15.8 -16.5 -16.8 -20.0 -15.0 -2.1 -20.0 -20.0 -20.0 -20.0 -5.3 -16.9 -12.8 -20.0 -8.2 20.0 0.2 -1.1 -0.9 -2.5 -3.7 -2.2 -20.0 -20.0 -20.0 -20.0 -20.0 7.7 7.7 -3.7 -0.0 GBP -9.7 -13.2 6.6 -2.1 -6.9 1.6 -4.9 2.0 -4.6 -15.0 9.0 -13.2 12.5 -17.1 -3.3 0.2 -0.8 0.1 -0.3 -3.0 6.8 -10.9 8.1 -9.8 -0.7 -1.5 -7.3 3.5 -6.4 3.0 -5.6 3.2 -10.4 4.7 -0.8 4.4 1.8 13.7 6.7 20.0 GOLD_micro 0.9 -11.9 -14.4 -2.0 0.0 0.1 2.1 1.8 -0.4 -4.9 -8.9 9.8 6.3 -8.6 -17.4 -18.2 -13.3 -17.1 -15.4 -14.9 -10.4 6.1 1.6 -3.9 -11.5 -3.4 9.1 -1.7 7.6 1.9 0.6 -17.9 20.0 1.5 3.1 -18.2 -20.0 -20.0 -12.9 -20.0 HEATOIL -12.5 20.0 20.0 6.2 7.1 4.2 5.3 2.1 5.5 9.5 12.5 7.1 -1.5 17.4 19.2 20.0 20.0 20.0 20.0 20.0 20.0 16.6 13.6 20.0 -20.0 7.0 0.0 5.6 1.6 3.6 4.8 1.6 -20.0 -7.2 19.5 20.0 4.4 -0.5 -1.4 -3.2 JGB-SGX-mini -1.6 -20.0 -8.5 -2.3 -2.7 -2.6 -0.9 -3.1 -1.3 -0.7 3.6 0.7 5.0 -6.0 -6.6 19.4 20.0 16.4 16.7 -5.3 -1.1 -0.1 2.8 -3.5 0.1 -2.0 -0.7 -0.8 -0.1 -0.0 -1.2 20.0 0.3 6.2 -8.2 5.0 -20.0 -8.5 5.5 7.9 JPY -7.9 -11.8 -15.7 -1.2 -4.1 0.9 -2.9 1.2 -2.7 -10.5 -11.8 -11.4 -10.8 -11.9 -12.2 -16.1 -14.0 -16.1 -15.4 -16.0 -16.8 -10.3 -16.9 -13.1 20.0 -4.3 -3.6 -4.2 -3.1 -4.1 -3.7 -20.0 -2.8 -7.3 -8.0 -20.0 -6.6 -20.0 -6.3 -20.0 LEANHOG -7.5 5.4 8.0 1.6 -4.0 -0.3 -0.3 -2.3 1.5 11.4 -2.7 4.2 -5.8 -4.2 6.8 20.0 20.0 20.0 20.0 -1.3 -5.1 5.3 -10.7 -0.2 12.7 -2.7 4.2 -5.9 1.8 -8.7 -1.1 20.0 5.9 -10.8 -6.2 -10.2 -8.3 0.3 19.5 20.0 LIVECOW -13.3 -10.0 20.0 3.1 -7.9 -0.6 -0.6 -4.5 2.9 -1.1 20.0 -4.6 20.0 -3.5 18.5 -15.5 4.2 -3.8 6.0 16.4 20.0 -2.5 20.0 2.3 4.1 7.1 -1.9 13.0 -0.1 14.2 1.6 0.9 2.6 -10.3 1.0 20.0 -20.0 -20.0 -20.0 -19.7 LUMBER-new 3.9 -13.8 2.8 2.8 -7.3 -0.2 -0.5 -2.8 2.7 -20.0 -20.0 -15.9 -20.0 -19.4 -17.6 -17.2 -13.3 -14.8 -13.8 -12.7 -11.4 -14.8 -10.3 -13.6 NaN -4.4 -7.8 -3.4 -6.1 -2.6 -4.9 -20.0 -20.0 -3.0 -20.0 -7.6 -20.0 -20.0 -11.4 -20.0 MILK 13.5 20.0 7.7 1.3 -3.4 -0.3 -0.2 -2.0 1.3 7.8 -4.4 9.1 -9.4 9.6 2.1 9.7 -20.0 -20.0 -20.0 3.4 -6.5 10.7 -12.7 9.9 -1.7 0.3 3.0 -3.4 3.6 -5.3 2.9 -20.0 12.7 9.8 16.3 -18.0 -20.0 -20.0 -14.9 -20.0 MXP -5.5 -17.9 -3.0 -1.9 -6.2 1.4 -4.4 1.8 -4.2 -16.1 17.3 -8.5 18.7 2.0 13.5 16.0 17.6 17.1 17.4 9.2 19.4 -14.6 20.0 -1.1 -20.0 4.2 -15.2 9.0 -7.3 11.9 -0.8 20.0 -13.8 17.4 14.5 20.0 20.0 6.6 20.0 20.0 NASDAQ_micro -13.1 -20.0 12.5 -1.1 0.6 0.6 0.8 1.6 -1.0 10.5 9.7 9.6 7.9 0.1 6.4 -9.3 -8.0 -10.0 -9.5 5.1 11.9 9.9 12.1 3.9 -20.0 1.8 3.8 5.1 2.6 6.0 0.5 -5.2 6.6 6.2 4.4 20.0 -6.0 -14.8 -16.6 -17.0 NIKKEI -4.2 -13.1 11.6 -1.8 0.9 1.0 1.3 2.6 -1.7 17.6 14.8 15.8 15.6 1.2 9.3 16.0 12.9 15.4 14.0 7.8 18.9 20.0 20.0 7.9 -7.1 3.7 11.0 8.8 7.9 10.3 3.1 20.0 15.4 20.0 1.2 20.0 5.5 3.2 -2.5 9.9 NZD -10.1 -16.9 -5.5 -1.4 -4.8 1.1 -3.4 1.4 -3.2 -8.2 -10.8 -10.0 -0.9 -13.0 -12.4 -0.2 0.4 0.1 0.3 -12.5 -8.8 -7.9 -6.4 -11.8 0.6 -4.1 -3.8 -2.6 -2.8 -1.7 -4.0 4.8 2.7 -3.7 -9.7 -14.0 -2.4 -13.8 1.4 7.4 OAT 2.6 -1.9 4.2 -2.4 -2.8 -2.7 -1.0 -3.2 -1.3 -5.6 -5.2 1.1 -7.9 -1.6 -3.8 5.1 8.5 6.1 7.2 -2.4 -3.8 -1.1 -7.5 -0.7 8.0 -1.3 -4.0 -1.6 -0.5 -3.3 -0.2 17.4 1.5 4.1 3.5 5.3 -20.0 -20.0 0.8 4.8 OATIES 13.3 12.7 20.0 2.2 -5.5 -0.4 -0.4 -3.2 2.0 -2.8 14.7 8.5 -5.4 11.9 15.6 -20.0 -4.4 -17.7 -12.5 20.0 20.0 16.5 13.5 20.0 -20.0 5.9 0.4 4.6 5.1 2.3 6.3 -20.0 20.0 20.0 20.0 20.0 3.1 18.3 18.1 20.0 OJ -9.3 5.7 5.5 2.1 -5.3 -0.4 -0.4 -3.0 1.9 -6.0 16.3 7.4 16.7 13.0 15.0 20.0 20.0 20.0 20.0 20.0 20.0 8.8 20.0 20.0 -20.0 6.0 0.6 6.7 3.2 7.7 5.1 20.0 4.4 20.0 20.0 20.0 10.7 5.4 20.0 17.3 PALLAD 1.6 6.6 -11.8 -1.0 0.0 0.0 1.0 0.9 -0.2 -10.7 -11.9 -8.3 -12.2 -7.5 -11.2 -2.4 -2.6 -2.7 -2.8 -8.8 -15.6 -6.2 -20.0 -5.4 -2.0 -2.9 -3.7 -4.3 -2.5 -5.2 -2.0 2.0 -16.6 -1.4 -0.8 -13.1 -20.0 -3.2 5.7 0.8 PLAT 15.9 -0.4 -16.4 -1.2 0.0 0.1 1.2 1.1 -0.2 -10.1 -9.3 5.7 -2.0 3.6 -7.8 -3.4 -2.2 -3.2 -2.8 -3.0 -7.0 2.9 -4.5 5.3 14.5 0.1 3.4 -1.3 6.4 -0.8 3.8 2.4 14.8 17.9 11.0 -9.8 2.1 -16.5 18.5 -12.4 REDWHEAT -15.4 -16.7 -3.5 1.5 -3.7 -0.3 -0.3 -2.1 1.4 -10.0 -6.7 -11.3 -10.4 -11.8 -9.8 -3.9 1.8 -2.3 0.3 -12.1 -7.8 -11.9 -5.5 -14.3 -11.7 -3.0 -3.5 -1.8 -3.9 -0.9 -3.9 -8.1 -13.2 -16.0 -17.2 -5.9 -20.0 -20.0 -11.7 -8.1 RICE 6.9 15.8 12.7 2.6 -6.6 -0.5 -0.5 -3.8 2.4 18.5 7.5 18.8 2.8 18.9 18.4 -12.7 18.5 6.1 20.0 19.0 10.8 20.0 4.2 20.0 -20.0 5.9 7.7 3.5 9.9 1.3 7.9 20.0 20.0 20.0 20.0 19.3 -6.0 -19.8 8.1 -11.5 ROBUSTA -8.0 -4.8 2.2 2.0 -5.1 -0.4 -0.4 -2.9 1.9 5.8 11.7 2.0 12.3 -0.2 1.1 20.0 20.0 20.0 20.0 3.9 14.0 4.9 20.0 1.9 -15.0 1.7 -0.3 6.9 1.7 9.9 0.5 20.0 12.8 -10.7 -5.5 15.0 -3.0 -16.1 13.8 -6.5 RUSSELL -20.0 -7.0 12.1 -1.7 0.9 0.9 1.2 2.5 -1.6 1.6 2.4 -3.4 -0.8 -9.1 2.6 -7.8 -5.6 -7.4 -6.7 -1.8 4.2 -0.9 1.2 -6.4 -2.7 -0.3 6.8 2.1 2.0 2.0 -1.9 -0.7 10.1 -5.8 5.1 19.0 -6.9 -10.1 -20.0 -13.6 SHATZ 3.3 9.2 -9.5 -2.1 -2.4 -2.3 -0.8 -2.7 -1.2 -4.6 -5.6 -2.3 -7.3 1.5 -4.4 -20.0 -7.1 -20.0 -14.0 -2.4 -6.5 -0.5 -12.0 -0.1 10.8 -0.8 -1.9 -2.5 -0.1 -5.1 0.2 -13.7 0.3 1.7 7.8 -0.7 -20.0 -20.0 -20.0 -20.0 SILVER-mini 10.8 -3.9 -6.6 -1.4 0.0 0.1 1.4 1.3 -0.3 -12.0 2.1 6.1 5.4 1.9 -2.0 -7.4 -5.8 -7.0 -6.5 1.2 0.7 1.6 2.3 5.4 7.7 1.9 2.1 1.5 5.9 1.3 4.3 -3.9 13.1 18.2 16.2 1.8 -19.5 -20.0 -2.0 -20.0 SMI -3.9 -6.7 -9.4 -1.9 0.9 1.0 1.3 2.7 -1.7 -8.6 2.6 2.0 5.4 -6.7 -10.9 -3.3 0.9 -3.0 -1.6 -7.4 -3.6 -2.5 1.0 -4.5 5.3 -1.9 -8.3 -1.4 -1.2 -1.5 -0.7 9.4 -11.3 6.2 7.1 -13.4 -8.0 -11.8 -20.0 -16.0 SOFR -3.7 -11.9 -13.0 -2.4 -2.8 -2.7 -1.0 -3.2 -1.4 -0.2 -5.7 -0.4 -3.7 -4.1 -6.8 -1.8 -0.9 -1.8 -1.4 -7.3 -6.7 0.7 -5.4 -3.6 -1.6 -2.5 2.4 -2.3 1.6 -1.7 -0.9 1.7 11.4 -0.1 0.8 -5.7 -20.0 -20.0 -7.4 -3.8 SOYBEAN 7.7 3.5 20.0 1.3 -3.4 -0.3 -0.2 -1.9 1.2 -6.4 5.5 3.8 -0.4 2.0 6.6 2.5 19.4 10.3 14.8 5.8 4.0 2.8 1.1 5.3 -20.0 2.3 -0.7 1.5 1.4 0.5 2.0 19.5 2.6 10.0 -0.1 14.4 -11.8 6.8 -8.4 18.6 SOYMEAL 6.1 1.9 -6.1 1.4 -3.6 -0.3 -0.3 -2.1 1.3 -9.4 -3.2 1.7 2.4 2.2 0.2 5.2 19.0 12.2 17.3 1.6 0.1 -0.8 2.0 2.8 -20.0 2.0 -2.7 1.8 1.2 2.7 2.1 20.0 1.3 3.5 -0.4 7.2 -15.4 -18.6 -12.2 -17.1 SOYOIL 1.8 12.9 20.0 1.7 -4.3 -0.3 -0.3 -2.4 1.6 0.8 9.5 5.1 -0.7 6.6 11.8 16.4 11.3 13.7 11.3 14.2 12.3 3.0 5.0 8.2 -20.0 3.9 0.8 3.3 1.0 1.3 2.2 8.2 2.1 12.1 5.5 20.0 0.6 6.5 18.0 20.0 SP400 -20.0 -8.6 13.4 -1.7 0.8 0.9 1.2 2.4 -1.5 0.2 5.2 -1.9 7.1 -6.6 5.7 -6.9 -5.0 -6.3 -5.7 0.3 6.6 -0.0 6.0 -4.3 -12.3 0.0 7.2 2.2 2.8 2.4 -1.2 0.7 16.2 -1.4 4.0 18.1 0.7 -11.4 -14.7 -16.0 SP500_micro -17.6 -20.0 14.7 -1.5 0.8 0.8 1.1 2.2 -1.4 11.0 12.1 9.6 9.8 -1.7 7.6 -11.6 -9.2 -12.2 -11.0 5.3 12.5 8.8 12.0 2.7 -16.7 1.9 4.8 5.2 2.9 5.4 0.1 -7.4 9.8 3.8 7.7 20.0 -4.9 -13.3 -19.1 -19.1 SUGAR11 15.7 -1.6 -12.6 2.5 -6.4 -0.5 -0.5 -3.7 2.4 18.3 14.0 18.5 15.5 16.1 7.3 -3.5 11.2 -1.1 4.4 13.4 15.8 20.0 20.0 20.0 -20.0 4.3 11.6 6.8 11.8 11.8 7.7 4.1 20.0 20.0 15.1 -2.0 -20.0 -19.8 8.8 -2.7 US10 -2.1 -11.2 -15.5 -2.2 -2.5 -2.4 -0.9 -2.9 -1.2 -5.7 -7.0 -2.5 -7.5 -5.3 -7.4 -9.7 -7.1 -9.3 -8.8 -8.7 -9.2 -2.6 -9.6 -5.1 0.9 -2.6 1.0 -2.7 0.6 -2.5 -1.2 -10.2 6.1 -0.6 -1.9 -7.6 -20.0 -20.0 14.7 0.3 US10U -1.9 -12.0 -12.1 -2.8 -3.3 -3.2 -1.1 -3.8 -1.6 -8.0 -9.0 -3.2 -9.6 -7.1 -9.4 -2.7 -1.6 -3.1 -2.7 -11.2 -11.3 -4.3 -11.5 -7.3 -3.4 -3.5 0.9 -3.3 0.6 -2.8 -1.8 0.0 7.1 -0.4 -5.1 -9.1 -20.0 -20.0 20.0 18.3 US2 4.8 -7.7 -20.0 -2.2 -2.6 -2.5 -0.9 -3.0 -1.3 -0.3 -8.5 -1.8 -8.5 -5.6 -8.5 -20.0 -20.0 -20.0 -20.0 -11.2 -15.6 -1.2 -18.1 -4.8 8.6 -2.8 2.3 -3.7 0.9 -4.3 -1.1 -20.0 6.5 0.1 -0.2 -13.3 -20.0 -20.0 -20.0 -20.0 US20 -2.6 -14.8 -11.3 -2.1 -2.5 -2.4 -0.9 -2.8 -1.2 -6.0 -6.5 -2.2 -6.2 -5.4 -6.8 -3.7 -1.6 -2.5 -2.2 -9.4 -8.8 -4.5 -8.5 -6.6 -3.2 -2.6 0.0 -2.4 -0.0 -1.9 -1.6 0.4 4.4 -0.9 -7.0 -6.6 -20.0 -20.0 20.0 20.0 US30 0.0 -13.1 -7.5 -2.5 -2.9 -2.8 -1.0 -3.3 -1.4 -6.9 -8.1 -0.8 -7.8 -5.9 -7.6 -7.5 -3.4 -6.7 -5.0 -9.9 -9.8 -4.2 -10.6 -6.6 -2.9 -3.0 0.4 -2.7 0.3 -2.3 -1.6 -3.2 6.2 1.8 -8.7 -5.4 -20.0 -20.0 20.0 20.0 US5 -2.5 -9.9 -18.2 -2.3 -2.7 -2.5 -0.9 -3.0 -1.3 -1.9 -7.6 -2.7 -8.0 -5.5 -8.0 -13.0 -9.5 -13.0 -12.0 -9.0 -10.2 -1.6 -11.2 -4.9 3.5 -2.8 1.8 -3.0 0.8 -3.0 -1.3 -15.0 7.0 -1.1 0.0 -8.5 -20.0 -20.0 1.7 -16.3 VIX 6.2 17.1 -19.6 -6.2 -6.3 -9.4 -7.2 -11.0 -5.3 -19.8 -20.0 -19.6 -20.0 -13.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -16.1 NaN -6.6 -11.1 -11.2 -8.7 -13.8 -5.0 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -17.7 -11.8 12.2 0.9 -2.3 -0.2 -0.2 -1.3 0.9 -5.3 -5.7 -6.8 -7.2 -7.3 -6.3 -12.8 -9.5 -11.4 -10.7 -7.0 -5.6 -7.3 -6.0 -8.6 -3.0 -1.6 -2.3 -1.3 -2.6 -1.5 -2.5 -20.0 -10.0 -12.2 -8.7 -1.0 -20.0 -14.0 -15.0 -8.4 End of report for caleb_strategy_v3