******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20230907_204323 produced at 2023-09-07 21:38:59.228993 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.56 0.0 0.00 0.00 0.00 0.00 -6.67 11.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.09 -0.09 -0.50 0.0 0.91 -0.91 -0.09 0.00 -5.47 10.0 -1 0 caleb_strategy_v3 US2 False True 0.07 0.00 -0.37 0.0 0.00 0.00 0.00 0.00 -5.19 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.25 0.0 0.00 0.00 0.00 0.00 -6.20 24.0 0 0 caleb_strategy_v3 CHF False False 0.05 -0.25 -0.21 0.0 0.64 -0.64 -0.25 -0.25 -4.22 13.0 -5 -5 caleb_strategy_v3 GOLD_micro False False 0.01 -0.17 -0.20 0.0 0.38 -0.38 -0.17 -0.17 -29.37 56.0 -25 -25 caleb_strategy_v3 JPY False False 0.03 -0.12 -0.17 0.0 0.51 -0.51 -0.12 -0.24 -5.61 17.0 -4 -8 caleb_strategy_v3 VIX False False 0.01 -0.10 -0.17 0.0 0.10 -0.10 -0.10 -0.10 -28.32 17.0 -16 -16 caleb_strategy_v3 CAD False False 0.03 0.00 -0.14 0.0 0.74 -0.74 0.00 0.00 -5.61 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 -0.06 -50.11 26.0 -26 -25 caleb_strategy_v3 US5 False False 0.04 -0.19 -0.12 0.0 0.93 -0.93 -0.19 -0.19 -3.14 25.0 -5 -5 caleb_strategy_v3 BOBL False False 0.04 -0.44 -0.10 0.0 0.83 -0.83 -0.44 -0.44 -2.23 19.0 -10 -10 caleb_strategy_v3 EUR False False 0.05 -0.23 -0.10 0.0 0.66 -0.66 -0.23 -0.23 -2.17 14.0 -5 -5 caleb_strategy_v3 BITCOIN False False 0.00 -0.04 -0.07 0.0 0.05 -0.05 -0.04 -0.04 -76.43 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 -1.53 17.0 0 0 caleb_strategy_v3 COPPER False False 0.03 -0.03 -0.06 0.0 0.20 -0.20 -0.03 -0.03 -1.70 6.0 -1 -1 caleb_strategy_v3 AUD False False 0.02 0.00 -0.06 0.0 0.43 -0.43 0.00 0.00 -2.46 19.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.10 -0.04 0.0 0.40 -0.40 -0.10 -0.10 -6.10 66.0 -16 -16 caleb_strategy_v3 RUSSELL False False 0.00 0.00 -0.03 0.0 0.22 -0.22 0.00 0.00 -7.79 68.0 0 0 caleb_strategy_v3 NZD False True 0.02 0.02 -0.03 0.0 0.02 0.00 0.02 0.02 -1.62 21.0 1 1 caleb_strategy_v3 SP500_micro False False 0.01 -0.01 -0.03 0.0 0.38 -0.38 -0.01 -0.01 -4.26 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 -6.61 3.0 0 0 caleb_strategy_v3 US30 False False 0.04 0.00 -0.02 0.0 0.27 -0.27 0.00 0.00 -0.34 6.0 0 0 caleb_strategy_v3 US20 False False 0.04 -0.08 -0.02 0.0 0.38 -0.38 -0.08 -0.08 -0.38 9.0 -2 -2 caleb_strategy_v3 US10U False False 0.04 -0.12 -0.02 0.0 0.52 -0.52 -0.12 -0.08 -0.57 13.0 -3 -2 caleb_strategy_v3 DAX False False 0.01 -0.02 -0.02 0.0 0.34 -0.34 -0.02 -0.02 -3.81 58.0 -3 -3 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.02 0.0 0.18 -0.18 0.00 0.00 -0.26 2.0 0 0 caleb_strategy_v3 COFFEE False False 0.02 0.00 -0.02 0.0 0.12 -0.12 0.00 0.00 -0.76 6.0 0 0 caleb_strategy_v3 PALLAD False False 0.04 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -0.56 2.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 -0.02 0.0 0.07 -0.07 0.00 0.00 -1.53 5.0 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 -1.79 23.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.02 -0.02 0.0 0.10 -0.10 -0.02 -0.02 -1.82 12.0 -2 -2 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.01 0.0 0.10 -0.10 -0.01 -0.03 -0.87 8.0 -1 -2 caleb_strategy_v3 CAC False True 0.03 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.25 12.0 0 0 caleb_strategy_v3 SMI False True 0.04 0.04 -0.01 0.0 0.04 0.00 0.04 0.04 -0.25 9.0 1 1 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 -0.01 0.0 0.00 -0.00 0.00 0.00 -0.65 0.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.95 2.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.02 -0.01 0.0 0.09 -0.09 -0.02 -0.02 -1.37 9.0 -2 -2 caleb_strategy_v3 PLAT False False 0.02 0.00 -0.00 0.0 0.16 -0.16 0.00 -0.02 -0.01 10.0 0 -1 caleb_strategy_v3 GBP False False 0.03 0.03 -0.00 0.0 0.60 -0.60 0.03 -0.03 -0.09 22.0 1 -1 caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.00 0.0 0.20 -0.20 -0.05 -0.05 -0.05 4.0 -1 -1 caleb_strategy_v3 EUROSTX False False 0.02 0.10 -0.00 0.0 0.32 -0.32 0.10 0.03 -0.04 20.0 6 2 caleb_strategy_v3 SOYBEAN False False 0.02 0.07 0.01 0.0 0.17 -0.17 0.07 0.07 0.57 7.0 3 3 caleb_strategy_v3 SOYOIL False False 0.01 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.79 10.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 0.01 0.0 0.12 -0.12 0.00 0.00 0.56 9.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.54 11.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.05 0.09 0.01 0.0 0.36 -0.36 0.09 0.09 0.17 8.0 2 2 caleb_strategy_v3 COCOA False False 0.01 0.01 0.01 0.0 0.33 -0.33 0.01 0.01 0.61 26.0 1 1 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.02 0.0 0.21 -0.21 0.00 0.00 4.46 51.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.02 0.02 0.0 0.19 -0.19 0.02 0.03 1.87 18.0 2 3 caleb_strategy_v3 ROBUSTA False False 0.01 0.02 0.02 0.0 0.19 -0.19 0.02 0.02 2.14 23.0 2 2 caleb_strategy_v3 BUND False False 0.05 0.10 0.02 0.0 0.49 -0.49 0.10 0.15 0.37 10.0 2 3 caleb_strategy_v3 RICE False False 0.01 0.00 0.04 0.0 0.05 -0.05 0.00 0.00 3.70 4.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.00 0.04 0.0 0.05 -0.05 0.00 0.00 2.10 3.0 0 0 caleb_strategy_v3 LIVECOW False False 0.03 0.03 0.04 0.0 0.45 -0.45 0.03 0.03 1.68 17.0 1 1 caleb_strategy_v3 BTP False False 0.04 0.30 0.05 0.0 0.43 -0.43 0.30 0.30 1.14 10.0 7 7 caleb_strategy_v3 OAT False False 0.05 0.00 0.07 0.0 0.47 -0.47 0.00 0.00 1.50 10.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 0.00 0.08 0.0 0.13 -0.13 0.00 0.00 1.73 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 2.38 4.0 3 3 caleb_strategy_v3 LEANHOG False False 0.01 0.08 0.10 0.0 0.14 -0.14 0.08 0.08 9.87 13.0 8 8 caleb_strategy_v3 CRUDE_W False False 0.03 0.06 0.11 0.0 0.15 -0.15 0.06 0.09 3.69 5.0 2 3 caleb_strategy_v3 GASOLINE False False 0.04 0.15 0.11 0.0 0.15 -0.15 0.15 0.15 2.99 4.0 4 4 caleb_strategy_v3 NIKKEI False False 0.01 0.27 0.48 0.0 0.28 -0.28 0.27 0.27 61.22 36.0 35 35 caleb_strategy_v3 MXP False False 0.01 0.60 0.48 0.0 0.60 -0.60 0.60 0.59 48.05 60.0 60 59 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.52 1.87 0.0 0.56 -0.56 0.52 0.56 53.59 16.0 15 16 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 18.3 Shocked risk 54.9 Sum abs risk 67.9 Leverage 7.37 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2848998.55, 'annual_cash_vol_target': 712249.6375, 'daily_cash_vol_target': 44515.60234375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0043 0.6382 0.6804 10.8859 BITCOIN 752.0031 25925.0000 2.9007 46.4110 BOBL 0.2763 116.6900 0.2368 3.7887 BTP 0.6466 113.3800 0.5703 9.1252 BUND 0.5839 131.0100 0.4457 7.1307 BUXL 1.3421 129.6400 1.0352 16.5639 CAC 52.6278 7203.0000 0.7306 11.6902 CAD 0.0027 0.7310 0.3714 5.9418 CANOLA 7.6898 791.2000 0.9719 15.5506 CHF 0.0049 1.1209 0.4335 6.9362 COCOA 39.7813 3607.0000 1.1029 17.6463 COFFEE 2.4357 150.4500 1.6189 25.9026 COPPER 0.0394 3.7680 1.0452 16.7233 CORN 7.9090 486.5000 1.6257 26.0110 COTTON2 1.2377 85.5100 1.4475 23.1595 CRUDE_W 1.0130 85.3700 1.1867 18.9864 DAX 107.2027 15740.0000 0.6811 10.8974 DOW 202.1549 34500.0000 0.5860 9.3753 EUR 0.0051 1.0701 0.4761 7.6181 EURIBOR-ICE 0.0543 97.0600 0.0559 0.8952 EUROSTX 37.0158 4226.0000 0.8759 14.0145 FEEDCOW 1.3703 259.1500 0.5287 8.4600 GASOIL 14.0054 907.5000 1.5433 24.6927 GASOLINE 0.0344 2.4843 1.3838 22.1400 GAS_US_mini 0.0870 2.9500 2.9506 47.2098 GBP 0.0066 1.2472 0.5288 8.4614 GOLD_micro 9.9805 1926.0000 0.5182 8.2912 HEATOIL 0.0414 3.0390 1.3626 21.8017 JGB-SGX-mini 0.2177 146.9300 0.1482 2.3705 JPY 0.0000 0.0068 0.6069 9.7112 LEANHOG 1.1817 75.4000 1.5672 25.0750 LIVECOW 1.1023 187.4000 0.5882 9.4112 LUMBER-new 8.8929 499.5000 1.7804 28.4858 MILK 0.2625 18.9800 1.3829 22.1264 MXP 0.0004 0.0568 0.7633 12.2130 NASDAQ_micro 151.5753 15461.7500 0.9803 15.6852 NIKKEI 279.5224 32985.0000 0.8474 13.5588 NZD 0.0039 0.5880 0.6696 10.7130 OAT 0.5956 125.7800 0.4735 7.5760 OATIES 7.2087 496.0000 1.4534 23.2539 OJ 5.2248 320.0500 1.6325 26.1200 PALLAD 20.8617 1219.5000 1.7107 27.3708 PLAT 13.1631 911.5000 1.4441 23.1059 REDWHEAT 13.4028 736.0000 1.8210 29.1364 RICE 0.1705 16.4700 1.0351 16.5615 ROBUSTA 32.0068 2410.0000 1.3281 21.2493 RUSSELL 16.6695 1876.0000 0.8886 14.2170 SHATZ 0.0882 105.2600 0.0838 1.3412 SILVER-mini 0.3446 23.6000 1.4604 23.3659 SMI 70.4002 10993.0000 0.6404 10.2465 SOFR 0.0695 96.2750 0.0722 1.1555 SOYBEAN 15.1516 1360.2500 1.1139 17.8221 SOYMEAL 5.3239 395.6000 1.3458 21.5324 SOYOIL 0.8646 60.7500 1.4233 22.7727 SP400 20.0572 2601.5000 0.7710 12.3358 SP500_micro 31.3181 4503.5000 0.6954 11.1267 SUGAR11 0.3389 26.9900 1.2555 20.0877 US10 0.4066 109.9531 0.3698 5.9168 US10U 0.5717 114.4844 0.4994 7.9904 US2 0.1039 101.6836 0.1022 1.6346 US20 0.8116 119.2812 0.6804 10.8861 US30 1.2258 126.2500 0.9710 15.5354 US5 0.2617 106.2891 0.2462 3.9394 VIX 0.4658 17.2500 2.7005 43.2080 WHEAT 12.8624 598.7500 2.1482 34.3712 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 638.15 0.68 434.18 1.00 434.18 44515.6 102.53 -7.38 -75.71 BITCOIN 25.92 2.90 75.20 1.00 75.20 44515.6 591.96 -10.74 -635.62 BOBL 1166.90 0.24 276.32 1.07 296.45 44515.6 150.16 -16.01 -240.34 BTP 1133.80 0.57 646.63 1.07 693.74 44515.6 64.17 5.71 36.67 BUND 1310.10 0.45 583.87 1.07 626.40 44515.6 71.07 5.55 39.46 BUXL 1296.40 1.04 1342.09 1.07 1439.86 44515.6 30.92 -1.68 -5.20 CAC 720.30 0.73 526.28 1.07 564.62 44515.6 78.84 -0.99 -7.79 CAD 730.95 0.37 271.45 1.00 271.45 44515.6 163.99 -10.52 -172.56 CANOLA 158.24 0.97 153.80 0.73 112.84 44515.6 394.50 5.40 213.11 CHF 1401.12 0.43 607.41 1.00 607.41 44515.6 73.29 -17.72 -129.87 COCOA 360.70 1.10 397.81 1.00 397.81 44515.6 111.90 2.97 33.28 COFFEE 564.19 1.62 913.37 1.00 913.37 44515.6 48.74 -15.52 -75.62 COPPER 942.00 1.05 984.58 1.00 984.58 44515.6 45.21 -3.12 -14.12 CORN 243.25 1.63 395.45 1.00 395.45 44515.6 112.57 -7.70 -86.65 COTTON2 427.55 1.45 618.87 1.00 618.87 44515.6 71.93 4.05 29.13 CRUDE_W 853.70 1.19 1013.04 1.00 1013.04 44515.6 43.94 6.85 30.11 DAX 157.40 0.68 107.20 1.07 115.01 44515.6 387.05 -3.01 -116.50 DOW 172.50 0.59 101.08 1.00 101.08 44515.6 440.41 -6.20 -273.00 EUR 1337.62 0.48 636.89 1.00 636.89 44515.6 69.90 -9.54 -66.72 EURIBOR-ICE 2426.50 0.06 135.76 1.07 145.65 44515.6 305.63 -5.74 -175.31 EUROSTX 422.60 0.88 370.16 1.07 397.12 44515.6 112.10 -0.10 -1.14 FEEDCOW 1295.75 0.53 685.13 1.00 685.13 44515.6 64.97 0.78 5.07 GASOIL 907.50 1.54 1400.54 1.00 1400.54 44515.6 31.78 15.28 48.56 GASOLINE 1043.41 1.38 1443.81 1.00 1443.81 44515.6 30.83 19.79 61.01 GAS_US_mini 73.75 2.95 217.61 1.00 217.61 44515.6 204.57 -20.00 -409.14 GBP 779.50 0.53 412.23 1.00 412.23 44515.6 107.99 -0.26 -2.81 GOLD_micro 192.60 0.52 99.81 1.00 99.81 44515.6 446.03 -17.38 -775.29 HEATOIL 1276.38 1.36 1739.20 1.00 1739.20 44515.6 25.60 13.81 35.35 JGB-SGX-mini 146930.00 0.15 21768.99 0.01 147.99 44515.6 300.81 13.63 410.11 JPY 850.44 0.61 516.17 1.00 516.17 44515.6 86.24 -20.00 -172.48 LEANHOG 301.60 1.57 472.66 1.00 472.66 44515.6 94.18 16.77 157.97 LIVECOW 749.60 0.59 440.91 1.00 440.91 44515.6 100.96 4.89 49.38 LUMBER-new 137.36 1.78 244.56 1.00 244.56 44515.6 182.03 -19.91 -362.38 MILK 379.60 1.38 524.95 1.00 524.95 44515.6 84.80 -9.79 -83.00 MXP 283.85 0.76 216.67 1.00 216.67 44515.6 205.46 14.22 292.08 NASDAQ_micro 309.24 0.98 303.15 1.00 303.15 44515.6 146.84 -5.47 -80.30 NIKKEI 32985.00 0.85 27952.24 0.01 190.02 44515.6 234.27 20.00 468.53 NZD 588.05 0.67 393.74 1.00 393.74 44515.6 113.06 -4.42 -49.95 OAT 1257.80 0.47 595.57 1.07 638.96 44515.6 69.67 6.91 48.17 OATIES 248.00 1.45 360.44 1.00 360.44 44515.6 123.51 -3.67 -45.29 OJ 480.08 1.63 783.72 1.00 783.72 44515.6 56.80 20.00 113.60 PALLAD 1219.50 1.71 2086.17 1.00 2086.17 44515.6 21.34 -6.92 -14.76 PLAT 455.75 1.44 658.16 1.00 658.16 44515.6 67.64 -0.02 -0.17 REDWHEAT 368.00 1.82 670.14 1.00 670.14 44515.6 66.43 -11.45 -76.07 RICE 329.40 1.04 340.96 1.00 340.96 44515.6 130.56 13.54 176.74 ROBUSTA 241.00 1.33 320.07 1.00 320.07 44515.6 139.08 15.27 212.34 RUSSELL 93.80 0.89 83.35 1.00 83.35 44515.6 534.10 -4.58 -244.82 SHATZ 1052.60 0.08 88.24 1.07 94.66 44515.6 470.25 -14.22 -668.54 SILVER-mini 590.00 1.46 861.62 1.00 861.62 44515.6 51.67 -3.34 -17.27 SMI 1099.30 0.64 704.00 1.12 791.72 44515.6 56.23 -1.37 -7.72 SOFR 2406.88 0.07 173.82 1.00 173.82 44515.6 256.10 -4.48 -114.84 SOYBEAN 680.12 1.11 757.58 1.00 757.58 44515.6 58.76 12.11 71.14 SOYMEAL 395.60 1.35 532.39 1.00 532.39 44515.6 83.61 8.29 69.31 SOYOIL 364.50 1.42 518.79 1.00 518.79 44515.6 85.81 11.55 99.14 SP400 2601.50 0.77 2005.72 1.00 2005.72 44515.6 22.19 -3.63 -8.05 SP500_micro 225.18 0.70 156.59 1.00 156.59 44515.6 284.28 -6.71 -190.85 SUGAR11 302.29 1.26 379.52 1.00 379.52 44515.6 117.30 8.68 101.85 US10 1099.53 0.37 406.61 1.00 406.61 44515.6 109.48 -11.58 -126.75 US10U 1144.84 0.50 571.73 1.00 571.73 44515.6 77.86 -6.07 -47.26 US2 2033.67 0.10 207.77 1.00 207.77 44515.6 214.26 -20.00 -428.52 US20 1192.81 0.68 811.56 1.00 811.56 44515.6 54.85 -5.70 -31.28 US30 1262.50 0.97 1225.84 1.00 1225.84 44515.6 36.31 -7.71 -27.99 US5 1062.89 0.25 261.70 1.00 261.70 44515.6 170.10 -15.24 -259.29 VIX 172.50 2.70 465.84 1.00 465.84 44515.6 95.56 -20.00 -191.12 WHEAT 299.38 2.15 643.12 1.00 643.12 44515.6 69.22 -17.28 -119.62 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -75.706 0.013 2.5 -2.461 BITCOIN -635.618 0.048 2.5 -76.433 BOBL -240.337 0.004 2.5 -2.229 BTP 36.669 0.012 2.5 1.144 BUND 39.457 0.004 2.5 0.366 BUXL -5.200 0.004 2.5 -0.048 CAC -7.789 0.013 2.5 -0.254 CAD -172.563 0.013 2.5 -5.609 CANOLA 213.111 0.008 2.5 4.464 CHF -129.866 0.013 2.5 -4.221 COCOA 33.279 0.007 2.5 0.614 COFFEE -75.624 0.004 2.5 -0.761 COPPER -14.125 0.048 2.5 -1.698 CORN -86.654 0.008 2.5 -1.815 COTTON2 29.125 0.007 2.5 0.537 CRUDE_W 30.109 0.049 2.5 3.687 DAX -116.504 0.013 2.5 -3.806 DOW -273.001 0.009 2.5 -6.096 EUR -66.715 0.013 2.5 -2.168 EURIBOR-ICE -175.314 0.012 2.5 -5.468 EUROSTX -1.137 0.013 2.5 -0.037 FEEDCOW 5.075 0.014 2.5 0.173 GASOIL 48.560 0.020 2.5 2.381 GASOLINE 61.009 0.020 2.5 2.991 GAS_US_mini -409.136 0.049 2.5 -50.105 GBP -2.814 0.013 2.5 -0.091 GOLD_micro -775.291 0.015 2.5 -29.365 HEATOIL 35.348 0.020 2.5 1.733 JGB-SGX-mini 410.109 0.052 2.5 53.588 JPY -172.484 0.013 2.5 -5.606 LEANHOG 157.969 0.025 2.5 9.874 LIVECOW 49.384 0.014 2.5 1.683 LUMBER-new -362.381 0.007 2.5 -6.613 MILK -82.997 0.007 2.5 -1.531 MXP 292.081 0.066 2.5 48.046 NASDAQ_micro -80.300 0.009 2.5 -1.793 NIKKEI 468.531 0.052 2.5 61.222 NZD -49.946 0.013 2.5 -1.623 OAT 48.172 0.012 2.5 1.503 OATIES -45.292 0.008 2.5 -0.949 OJ 113.600 0.007 2.5 2.096 PALLAD -14.756 0.015 2.5 -0.559 PLAT -0.168 0.015 2.5 -0.006 REDWHEAT -76.067 0.005 2.5 -0.869 RICE 176.740 0.008 2.5 3.702 ROBUSTA 212.338 0.004 2.5 2.136 RUSSELL -244.817 0.013 2.5 -7.795 SHATZ -668.537 0.004 2.5 -6.200 SILVER-mini -17.267 0.015 2.5 -0.654 SMI -7.724 0.013 2.5 -0.252 SOFR -114.843 0.023 2.5 -6.666 SOYBEAN 71.143 0.003 2.5 0.570 SOYMEAL 69.313 0.003 2.5 0.555 SOYOIL 99.140 0.003 2.5 0.795 SP400 -8.052 0.013 2.5 -0.256 SP500_micro -190.851 0.009 2.5 -4.262 SUGAR11 101.851 0.007 2.5 1.866 US10 -126.752 0.005 2.5 -1.534 US10U -47.262 0.005 2.5 -0.572 US2 -428.518 0.005 2.5 -5.187 US20 -31.278 0.005 2.5 -0.379 US30 -27.991 0.005 2.5 -0.339 US5 -259.292 0.005 2.5 -3.138 VIX -191.121 0.059 2.5 -28.317 WHEAT -119.616 0.005 2.5 -1.366 ===================== Position diags ===================== AUD 3.33 BITCOIN 71.18 BOBL 1.39 BTP 2.00 BUND 0.66 BUXL 0.29 CAC 2.58 CAD 5.33 CANOLA 8.26 CHF 2.38 COCOA 2.06 COFFEE 0.49 COPPER 5.44 CORN 2.36 COTTON2 1.33 CRUDE_W 5.38 DAX 12.64 DOW 9.83 EUR 2.27 EURIBOR-ICE 9.53 EUROSTX 3.66 FEEDCOW 2.21 GASOIL 1.56 GASOLINE 1.51 GAS_US_mini 25.05 GBP 3.51 GOLD_micro 16.89 HEATOIL 1.25 JGB-SGX-mini 39.31 JPY 2.80 LEANHOG 5.89 LIVECOW 3.44 LUMBER-new 3.32 MILK 1.56 MXP 33.80 NASDAQ_micro 3.28 NIKKEI 30.61 NZD 3.67 OAT 2.17 OATIES 2.59 OJ 1.05 PALLAD 0.81 PLAT 2.56 REDWHEAT 0.76 RICE 2.73 ROBUSTA 1.40 RUSSELL 17.01 SHATZ 4.36 SILVER-mini 1.96 SMI 1.84 SOFR 14.87 SOYBEAN 0.47 SOYMEAL 0.67 SOYOIL 0.69 SP400 0.71 SP500_micro 6.35 SUGAR11 2.15 US10 1.33 US10U 0.94 US2 2.59 US20 0.66 US30 0.44 US5 2.06 VIX 14.16 WHEAT 0.79 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.5 -2.8 -2.1 NaN 0 BITCOIN -76.4 -83.6 -69.3 -43.0 -43 BOBL -2.2 -2.4 -2.1 -10.0 -10 BTP 1.1 0.9 1.3 7.0 7 BUND 0.4 0.3 0.4 2.0 2 BUXL -0.0 -0.1 -0.0 -1.0 -1 CAC -0.3 -0.5 0.0 NaN 0 CAD -5.6 -6.1 -5.1 0.0 0 CANOLA 4.5 3.6 5.3 NaN 0 CHF -4.2 -4.5 -4.0 -5.0 -5 COCOA 0.6 0.4 0.8 1.0 1 COFFEE -0.8 -0.8 -0.7 NaN 0 COPPER -1.7 -2.2 -1.2 -1.0 -1 CORN -1.8 -2.1 -1.6 -2.0 -2 COTTON2 0.5 0.4 0.7 0.0 0 CRUDE_W 3.7 3.1 4.2 2.0 2 DAX -3.8 -5.1 -2.5 -3.0 -3 DOW -6.1 -7.1 -5.1 -16.0 -16 EUR -2.2 -2.4 -1.9 -5.0 -5 EURIBOR-ICE -5.5 -6.4 -4.5 -1.0 -1 EUROSTX -0.0 -0.4 0.3 6.0 6 FEEDCOW 0.2 -0.0 0.4 2.0 2 GASOIL 2.4 2.2 2.5 3.0 3 GASOLINE 3.0 2.8 3.1 4.0 4 GAS_US_mini -50.1 -52.6 -47.6 -26.0 -26 GBP -0.1 -0.4 0.3 1.0 1 GOLD_micro -29.4 -31.1 -27.7 -25.0 -25 HEATOIL 1.7 1.6 1.9 0.0 0 JGB-SGX-mini 53.6 49.7 57.5 15.0 15 JPY -5.6 -5.9 -5.3 -4.0 -4 LEANHOG 9.9 9.3 10.5 8.0 8 LIVECOW 1.7 1.3 2.0 1.0 1 LUMBER-new -6.6 -6.9 -6.3 NaN 0 MILK -1.5 -1.7 -1.4 NaN 0 MXP 48.0 44.7 51.4 60.0 60 NASDAQ_micro -1.8 -2.1 -1.5 0.0 0 NIKKEI 61.2 58.2 64.3 35.0 35 NZD -1.6 -2.0 -1.3 1.0 1 OAT 1.5 1.3 1.7 0.0 0 OATIES -0.9 -1.2 -0.7 NaN 0 OJ 2.1 2.0 2.2 NaN 0 PALLAD -0.6 -0.6 -0.5 NaN 0 PLAT -0.0 -0.3 0.2 0.0 0 REDWHEAT -0.9 -0.9 -0.8 -1.0 -1 RICE 3.7 3.4 4.0 NaN 0 ROBUSTA 2.1 2.0 2.3 2.0 2 RUSSELL -7.8 -9.5 -6.1 0.0 0 SHATZ -6.2 -6.6 -5.8 NaN 0 SILVER-mini -0.7 -0.8 -0.5 NaN 0 SMI -0.3 -0.4 -0.1 1.0 1 SOFR -6.7 -8.2 -5.2 NaN 0 SOYBEAN 0.6 0.5 0.6 3.0 3 SOYMEAL 0.6 0.5 0.6 0.0 0 SOYOIL 0.8 0.7 0.9 0.0 0 SP400 -0.3 -0.3 -0.2 0.0 0 SP500_micro -4.3 -4.9 -3.6 -1.0 -1 SUGAR11 1.9 1.7 2.1 2.0 2 US10 -1.5 -1.7 -1.4 NaN 0 US10U -0.6 -0.7 -0.5 -3.0 -3 US2 -5.2 -5.4 -4.9 NaN 0 US20 -0.4 -0.4 -0.3 -2.0 -2 US30 -0.3 -0.4 -0.3 0.0 0 US5 -3.1 -3.3 -2.9 -5.0 -5 VIX -28.3 -29.7 -26.9 -16.0 -16 WHEAT -1.4 -1.4 -1.3 -2.0 -2 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 -0.1 -0.5 -0.1 -0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.2 -0.3 -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 0.1 0.0 -0.2 -0.3 -0.1 -0.3 -0.0 0.1 BITCOIN -0.5 -0.5 -0.0 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.2 0.1 -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 -0.0 -0.0 -0.0 0.0 -0.1 -0.3 0.1 -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 -1.1 -0.0 -0.0 -0.0 -0.2 -0.0 0.5 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -3.2 -0.0 0.1 0.2 0.1 -0.3 -0.3 -0.3 -0.2 BTP -0.0 -0.2 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 -0.1 -0.0 -0.0 -0.4 -0.0 -0.1 0.0 -0.0 0.0 -0.0 2.5 -0.1 0.0 0.1 0.4 -0.2 -0.3 0.0 0.1 BUND 0.1 -0.1 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 0.3 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 2.6 -0.0 0.1 0.1 0.1 -0.3 -0.3 -0.2 -0.0 BUXL 0.0 -0.2 0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.0 -0.3 -0.0 -0.1 0.0 0.1 0.0 0.1 -0.0 -0.1 -0.1 -0.2 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.9 -0.1 0.0 -0.0 0.1 -0.3 -0.3 -0.1 0.2 CAC -0.2 -0.2 -0.2 -0.0 -0.1 0.0 -0.0 0.1 -0.0 -0.2 0.2 -0.1 0.5 -0.1 -0.0 -0.4 -0.1 -0.3 -0.2 -0.0 0.0 -0.2 0.4 -0.1 -0.3 -0.0 -0.2 0.1 -0.1 0.2 -0.0 1.0 -0.6 0.0 0.1 -0.1 0.3 -0.0 0.3 0.1 CAD -0.3 -0.5 0.1 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.2 -0.0 -0.2 -0.3 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 -0.2 -0.4 -0.2 -0.3 -0.3 -0.3 -0.2 CANOLA 0.1 0.2 0.5 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.2 0.2 0.0 -0.2 0.0 0.1 -0.4 0.7 0.0 0.4 0.1 0.1 -0.1 0.0 0.0 -1.1 0.0 -0.0 0.0 0.0 -0.0 0.0 1.1 0.1 0.4 0.2 0.5 -0.2 0.1 0.1 0.3 CHF -0.4 -0.3 0.1 -0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.2 0.1 -0.2 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 -0.1 -3.1 -0.3 -0.2 0.2 0.0 -0.3 -0.3 -0.3 -0.3 COCOA 0.2 0.0 0.3 0.0 -0.2 -0.0 -0.1 -0.1 -0.0 0.2 0.4 0.2 0.6 0.2 0.2 -0.5 -0.1 -0.3 -0.2 0.2 0.2 0.2 0.4 0.2 -0.7 0.1 0.0 0.2 0.0 0.3 0.1 -2.2 0.7 0.5 0.5 0.5 -0.1 -0.2 0.2 -0.0 COFFEE -0.0 -0.2 -0.5 0.0 -0.2 -0.0 -0.0 -0.1 -0.0 -0.2 -0.3 -0.1 -0.4 -0.1 -0.2 -0.2 0.1 -0.0 0.1 -0.2 -0.2 -0.1 -0.4 -0.1 -1.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -1.0 -0.2 -0.5 -0.5 -0.5 -0.3 -0.3 -0.2 -0.1 COPPER 0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.2 -0.2 0.1 -0.1 -0.0 -0.0 -0.3 -0.1 -0.3 -0.2 -0.0 -0.0 -0.0 -0.1 -0.0 -0.3 -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 -0.1 -0.4 -0.1 0.0 -0.1 -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 0.2 0.3 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 0.2 0.0 -0.3 0.1 0.1 0.2 0.4 0.3 0.3 0.1 0.1 -0.0 -0.0 0.0 -1.1 0.0 -0.0 0.1 0.0 0.1 0.0 -0.0 0.6 0.3 0.4 0.3 -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 0.4 0.2 -0.1 0.2 0.2 0.7 0.5 0.6 0.5 0.2 0.2 0.2 0.2 0.2 -0.4 0.1 0.1 0.1 0.1 0.1 0.1 -3.2 0.7 -0.0 -0.4 -0.1 0.2 0.2 0.3 0.1 DAX -0.1 -0.3 -0.2 -0.0 -0.1 0.0 -0.0 0.1 -0.0 -0.1 0.1 -0.0 0.5 -0.1 -0.1 -0.5 -0.4 -0.5 -0.5 -0.1 0.0 -0.1 0.3 -0.1 1.0 -0.0 -0.1 -0.0 -0.0 0.1 -0.0 -0.5 -0.2 0.1 0.0 -0.2 0.3 0.0 0.3 0.1 DOW -0.5 -0.2 0.2 -0.0 -0.1 0.0 -0.0 0.1 -0.0 -0.1 0.2 -0.0 0.3 -0.0 0.0 -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 0.2 -0.1 0.3 0.4 -0.2 -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 -0.1 -0.1 0.2 -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 -0.1 -0.3 -0.1 -0.2 -0.1 -0.3 0.0 0.0 EURIBOR-ICE 0.2 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 -1.8 0.1 0.1 0.2 0.0 -0.3 -0.3 0.3 0.1 EUROSTX -0.2 -0.3 -0.2 -0.0 -0.1 0.0 -0.0 0.1 -0.0 -0.2 0.2 -0.1 0.5 -0.1 -0.1 -0.3 -0.1 -0.3 -0.2 -0.0 0.0 -0.1 0.3 -0.1 0.3 -0.0 -0.1 0.0 -0.1 0.2 -0.0 1.0 -0.5 -0.0 0.0 -0.1 0.3 0.0 0.3 0.1 FEEDCOW 0.1 0.1 0.4 0.0 -0.2 -0.0 -0.1 -0.1 -0.0 0.2 0.4 0.2 0.6 0.2 0.2 0.2 -1.2 -0.8 -1.2 0.2 0.2 0.2 0.4 0.2 0.1 0.1 0.1 0.3 0.1 0.4 0.1 -3.2 0.7 0.5 0.5 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 0.2 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 0.6 0.1 0.0 0.1 0.0 0.1 0.0 0.0 -0.7 -0.1 0.3 0.4 -0.2 0.0 -0.2 -0.1 GASOLINE -0.2 0.5 0.5 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.4 0.1 0.0 0.2 0.2 1.2 1.2 1.2 1.2 0.2 0.2 0.2 0.4 0.2 -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 -0.3 0.2 0.5 0.1 0.1 0.1 0.0 0.1 0.0 -0.2 -0.4 -0.2 -0.6 -0.1 -0.0 -1.2 -1.2 -1.2 -1.2 -0.1 -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 -0.1 -0.0 GBP -0.3 -0.4 0.1 -0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.2 0.2 -0.1 0.3 -0.2 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.2 0.2 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 0.1 -0.1 0.5 -0.1 0.0 -0.0 0.1 0.0 0.2 0.1 0.3 GOLD_micro 0.1 -0.3 -0.4 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.2 -0.2 0.0 0.2 -0.1 -0.1 -1.1 -0.8 -1.0 -0.9 -0.1 -0.1 -0.1 0.0 -0.1 -0.6 -0.0 0.0 -0.0 0.0 0.1 0.0 -2.8 0.7 0.2 0.1 -0.4 -0.3 -0.3 -0.2 -0.3 HEATOIL -0.2 0.5 0.5 0.1 0.1 0.1 0.0 0.1 0.0 0.2 0.3 0.1 -0.0 0.2 0.2 1.2 1.2 1.2 1.2 0.2 0.2 0.3 0.3 0.2 -1.1 0.1 0.0 0.1 0.0 0.1 0.0 0.3 -0.7 -0.4 0.4 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 0.1 0.1 0.0 0.1 -0.0 -0.1 1.2 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 0.3 0.2 -0.1 0.1 -0.3 -0.1 0.1 0.1 JPY -0.1 -0.3 -0.4 -0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.3 -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 -0.1 -0.2 -0.5 -0.1 -0.3 -0.1 -0.3 LEANHOG -0.0 0.1 0.2 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 0.1 -0.1 0.1 -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 0.0 -0.1 0.0 -0.3 -0.0 3.2 0.7 -0.1 -0.2 -0.2 -0.1 0.0 0.3 0.3 LIVECOW -0.2 -0.3 0.4 0.0 -0.2 -0.0 -0.1 -0.1 -0.0 0.2 0.4 0.1 0.6 0.0 0.2 -1.2 0.2 -0.4 0.3 0.1 0.2 0.2 0.4 0.1 0.2 0.1 0.1 0.3 0.1 0.4 0.0 0.0 0.7 0.1 0.1 0.5 -0.3 -0.3 -0.3 -0.3 LUMBER-new -0.0 -0.4 0.1 0.0 -0.2 -0.0 -0.1 -0.1 -0.0 -0.3 -0.4 -0.2 -0.4 -0.2 -0.2 -1.1 -0.9 -1.0 -0.9 -0.1 -0.1 -0.2 -0.2 -0.1 NaN -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -3.4 -0.6 0.0 -0.5 -0.2 -0.3 -0.3 -0.2 -0.3 MILK 0.4 0.5 0.2 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 0.1 -0.1 0.1 -0.3 0.1 0.0 0.7 -1.2 -1.2 -1.2 0.0 -0.0 0.2 -0.3 0.1 -0.1 0.0 0.0 -0.1 0.0 -0.1 0.0 -3.2 0.7 0.4 0.5 -0.4 -0.3 -0.3 -0.2 -0.3 MXP -0.2 -0.5 -0.1 -0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.2 0.3 -0.1 0.5 -0.0 0.1 0.9 1.0 1.0 1.0 0.0 0.1 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0.2 0.3 0.3 OJ -0.0 0.1 0.2 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.0 0.3 0.1 0.5 0.1 0.1 1.2 1.2 1.2 1.2 0.2 0.2 0.1 0.4 0.2 -1.1 0.1 0.0 0.1 0.0 0.2 0.0 3.2 0.7 0.5 0.5 0.5 0.1 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 -0.3 -0.1 -0.4 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.4 -0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.3 -0.2 -0.1 0.0 -0.3 -0.3 -0.0 0.1 0.0 PLAT 0.4 -0.0 -0.4 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.2 -0.2 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.2 -0.2 -0.0 -0.1 -0.1 -0.1 -0.0 0.7 0.0 -0.0 -0.0 0.0 -0.0 0.0 0.4 0.3 0.4 0.3 -0.2 0.0 -0.2 0.2 -0.2 REDWHEAT -0.2 -0.5 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.0 -0.2 -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 -1.1 -0.1 -0.3 -0.4 -0.2 -0.3 -0.3 -0.2 -0.1 RICE 0.2 0.3 0.3 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.0 0.2 0.1 0.1 0.1 0.1 -0.8 1.1 0.3 1.1 0.1 0.1 0.1 0.1 0.2 -1.1 0.0 -0.1 0.1 0.0 0.0 0.0 3.2 0.6 0.3 0.5 0.5 -0.1 -0.3 0.1 -0.1 ROBUSTA -0.1 -0.2 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 -0.0 0.4 -0.0 -0.8 0.0 -0.1 0.1 -0.0 0.3 -0.0 3.2 0.3 -0.3 -0.1 0.3 -0.0 -0.2 0.2 -0.1 RUSSELL -0.4 -0.3 0.3 -0.0 -0.1 0.0 -0.0 0.1 -0.0 -0.2 0.0 -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 0.4 -0.0 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 -0.2 -0.0 0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -2.2 -0.1 0.0 0.2 -0.0 -0.3 -0.3 -0.3 -0.3 SILVER-mini 0.3 -0.1 -0.1 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.2 0.0 0.0 0.1 -0.0 -0.0 -0.5 -0.3 -0.4 -0.4 -0.0 0.0 -0.1 0.0 0.0 0.4 0.0 -0.1 0.0 0.0 0.0 0.0 -0.6 0.1 0.5 0.4 0.1 -0.3 -0.3 -0.0 -0.3 SMI -0.1 -0.2 -0.2 -0.0 -0.1 0.0 -0.0 0.1 -0.0 -0.1 0.0 -0.0 0.2 -0.1 -0.1 -0.2 0.0 -0.2 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 0.3 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 1.5 -0.3 0.1 0.3 -0.3 -0.1 -0.2 -0.3 -0.2 SOFR -0.0 -0.3 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 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0.0 -0.0 0.1 0.0 0.2 -0.0 -1.2 0.3 0.2 0.2 0.5 -0.1 -0.2 -0.3 -0.3 SUGAR11 0.5 -0.0 -0.3 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 0.2 0.3 0.2 0.4 0.1 0.1 -0.2 0.7 -0.1 0.2 0.1 0.1 0.2 0.4 0.2 -1.1 0.0 0.1 0.1 0.1 0.3 0.1 0.7 0.7 0.5 0.4 -0.0 -0.3 -0.3 0.1 -0.0 US10 0.0 -0.3 -0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.0 -0.2 -0.0 -0.1 -0.6 -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 -1.7 0.3 0.0 -0.1 -0.2 -0.3 -0.3 0.2 0.0 US10U 0.0 -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 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 0.4 0.0 -0.1 -0.2 -0.3 -0.3 0.3 0.2 US2 0.2 -0.1 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -1.2 -1.2 -1.2 -1.2 -0.1 -0.1 -0.0 -0.4 -0.0 0.5 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -3.2 0.4 0.0 -0.0 -0.3 -0.3 -0.3 -0.3 -0.3 US20 -0.0 -0.4 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.2 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.0 -0.0 -0.1 -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 -5.3 -18.5 -3.5 -1.9 -5.2 0.8 -4.6 1.2 -3.9 -12.2 -12.2 -11.5 -7.3 -13.6 -12.8 -3.2 -2.8 -3.0 -2.9 -13.4 -10.3 -9.8 -8.3 -12.4 3.1 -4.2 -4.0 -3.0 -3.6 -2.3 -4.1 -0.6 4.3 0.1 -7.5 -11.7 -6.5 -20.0 -3.1 5.0 BITCOIN -19.2 -18.2 -0.7 -2.3 -7.0 -0.2 -2.9 1.5 -2.2 -16.9 6.7 -20.0 2.7 -20.0 -14.6 -5.9 -4.3 -6.5 -5.6 -14.1 -2.3 -14.1 1.3 -18.9 -20.0 -5.8 -2.1 -1.9 -5.0 0.2 -7.1 -1.6 2.3 -20.0 -20.0 -5.3 -12.9 20.0 -11.0 20.0 BOBL 4.1 2.9 -0.9 -2.2 -2.1 -2.4 -1.6 -2.8 -1.6 -4.2 -3.6 -1.5 -6.9 -0.2 -4.1 -20.0 -10.5 -20.0 -18.9 -2.1 -4.2 -2.2 -8.4 -1.1 9.5 -0.9 -2.3 -1.6 -1.2 -3.3 -0.4 -20.0 -1.2 2.3 6.3 2.4 -20.0 -20.0 -20.0 -16.4 BTP -2.0 -6.2 6.1 -3.4 -3.3 -3.7 -2.5 -4.4 -2.4 -7.9 5.0 -4.6 0.7 -4.5 -1.4 5.2 7.8 5.4 6.3 -1.9 0.4 -6.5 -1.9 -3.8 -6.7 -1.2 -6.0 0.8 -4.3 0.1 -2.4 15.8 -4.4 1.1 5.7 15.5 -14.5 -20.0 2.4 9.1 BUND 3.9 -2.1 3.0 -2.3 -2.2 -2.5 -1.7 -3.0 -1.6 -5.1 -5.0 -1.4 -7.6 -2.9 -4.7 5.2 8.5 6.0 6.8 -3.0 -4.3 -2.9 -8.2 -2.1 5.9 -1.6 -2.8 -1.9 -1.7 -3.4 -1.1 16.6 -1.0 2.2 3.6 3.7 -20.0 -20.0 -17.3 -1.1 BUXL 2.0 -6.3 4.2 -2.6 -2.5 -2.8 -1.9 -3.4 -1.9 -6.7 -8.2 -2.9 -9.5 -5.4 -6.0 0.2 1.0 0.8 1.2 -5.6 -6.7 -5.3 -11.2 -4.8 0.8 -2.5 -3.1 -2.4 -2.6 -3.3 -2.3 5.6 -3.5 0.5 -1.4 4.3 -20.0 -20.0 -5.1 15.2 CAC -6.9 -8.6 -8.6 -2.5 -5.2 0.9 -2.2 3.0 -3.0 -19.0 11.3 -11.8 19.6 -11.4 -5.5 -6.9 -1.1 -5.8 -3.5 -4.6 5.1 -13.2 17.4 -8.6 -5.2 -2.2 -12.5 2.6 -8.0 7.7 -4.8 6.2 -17.3 1.3 3.6 -4.3 20.0 -0.2 20.0 4.3 CAD -14.0 -20.0 3.2 -3.2 -8.6 1.3 -7.7 2.1 -6.6 -20.0 -2.0 -20.0 -11.5 -20.0 -18.2 -2.2 -2.0 -2.2 -2.2 -20.0 -9.1 -20.0 -6.9 -20.0 1.7 -6.6 -8.2 -2.6 -7.8 -1.5 -8.4 0.6 -1.8 -10.0 -17.1 -8.8 -19.4 -20.0 -20.0 -17.7 CANOLA 2.5 7.8 20.0 1.0 -7.8 -0.5 -3.7 -2.6 -0.2 -12.5 8.5 4.8 -5.6 2.1 10.4 -7.3 11.0 0.1 6.8 14.0 11.9 -6.7 1.6 4.6 -20.0 3.5 -2.0 1.9 0.0 -1.1 2.1 6.7 1.6 15.4 9.3 20.0 -13.9 5.7 6.4 20.0 CHF -17.6 -10.7 4.0 -2.6 -7.1 1.0 -6.3 1.7 -5.4 -17.8 6.3 -18.8 13.1 -16.6 -4.8 -15.2 -13.5 -14.8 -14.2 -5.5 6.0 -20.0 10.1 -16.6 -9.1 -1.7 -10.1 2.8 -9.0 3.8 -6.5 -19.5 -8.0 -6.4 8.0 1.4 -20.0 -20.0 -20.0 -20.0 COCOA 6.1 0.0 10.2 1.7 -12.6 -0.9 -6.1 -4.2 -0.4 13.8 20.0 19.1 20.0 18.7 20.0 -8.4 -2.4 -5.5 -3.4 20.0 20.0 20.0 20.0 20.0 -13.5 8.2 0.9 10.9 5.5 10.9 6.7 -14.1 20.0 20.0 20.0 20.0 -6.3 -12.7 14.7 -1.5 COFFEE -1.0 -6.3 -19.3 1.6 -12.1 -0.8 -5.8 -4.0 -0.4 -13.3 -14.0 -9.2 -13.5 -13.7 -19.8 -3.6 2.3 -0.8 1.2 -20.0 -20.0 -7.6 -18.2 -12.6 -20.0 -6.4 -8.1 -4.7 -6.5 -3.1 -6.2 -6.2 -4.7 -20.0 -20.0 -20.0 -20.0 -20.0 -15.3 -11.3 COPPER 3.5 -1.6 -1.7 -1.9 -5.7 -0.2 -2.4 1.2 -1.8 -13.1 -7.9 6.5 -3.5 -5.0 -2.2 -5.9 -2.5 -4.8 -3.6 -3.7 -4.9 -2.7 -4.8 -1.5 -5.6 -0.6 -4.3 -1.7 -1.0 -2.2 0.2 1.6 3.3 1.0 9.5 4.1 7.1 -20.0 17.5 -18.3 CORN -2.2 -15.8 -2.5 0.6 -4.8 -0.3 -2.3 -1.6 -0.2 -1.5 -7.1 0.0 -6.9 -7.0 -7.8 -11.3 3.9 -7.4 -2.3 -7.3 -7.5 -1.3 -5.9 -4.9 -7.8 -1.6 -0.4 -2.0 -1.1 -2.5 -1.7 -7.4 2.1 -3.3 -6.1 4.0 -3.6 5.4 1.3 11.8 COTTON2 -0.9 7.5 12.2 1.2 -9.1 -0.6 -4.4 -3.0 -0.3 -11.0 9.3 0.2 -9.6 6.3 10.0 2.9 6.5 5.5 5.2 8.4 6.3 -0.3 -0.1 6.0 -20.0 4.7 -2.0 3.7 2.5 2.0 4.4 -0.1 18.9 11.6 14.4 13.2 -17.1 -16.2 13.0 10.1 CRUDE_W 3.8 20.0 16.0 7.3 5.9 5.1 6.4 2.5 6.8 19.9 17.6 20.0 -5.4 20.0 20.0 12.0 8.8 9.3 8.3 20.0 20.0 20.0 11.2 20.0 -7.2 8.2 10.0 6.3 12.1 4.4 9.4 -20.0 20.0 -1.8 -17.9 -4.1 18.2 13.4 20.0 9.1 DAX -5.7 -13.0 -8.0 -2.3 -4.8 0.8 -2.1 2.8 -2.8 -9.6 6.4 -4.5 16.8 -13.1 -11.3 -9.1 -7.1 -8.7 -8.2 -7.7 1.7 -6.6 12.3 -8.1 18.4 -4.1 -5.3 -0.1 -3.3 4.3 -3.9 -3.3 -6.0 5.2 0.6 -8.1 20.0 0.4 20.0 7.3 DOW -18.4 -6.6 9.3 -2.0 -4.1 0.7 -1.8 2.4 -2.4 -7.2 9.6 -5.6 12.1 -6.0 5.2 -11.2 -7.9 -11.0 -9.8 0.5 6.9 -8.1 7.3 -6.3 -10.0 0.9 -1.5 4.0 -1.9 4.3 -2.1 -5.3 7.3 -5.1 13.9 16.6 -11.9 -6.7 -20.0 -6.8 EUR -14.6 -16.2 -0.6 -2.4 -6.3 0.9 -5.7 1.5 -4.8 -15.7 -2.8 -16.2 8.9 -17.0 -11.7 -6.5 -6.8 -6.6 -6.6 -10.8 -2.2 -19.4 1.1 -17.1 13.8 -4.1 -8.1 -0.6 -7.8 0.6 -6.8 -7.3 -4.4 -10.2 -4.4 -8.6 -4.1 -19.9 2.5 0.3 EURIBOR-ICE 6.3 5.3 0.7 -2.1 -2.0 -2.3 -1.5 -2.7 -1.5 -3.1 -3.5 2.2 -6.6 3.2 -1.5 -8.4 -7.8 -9.0 -9.0 -0.4 -3.3 0.6 -8.2 1.2 17.2 -0.1 -0.6 -1.2 0.4 -3.2 0.7 -11.2 2.3 4.9 9.4 1.5 -20.0 -20.0 20.0 9.2 EUROSTX -8.0 -12.5 -8.6 -2.1 -4.4 0.8 -1.9 2.5 -2.5 -15.8 8.2 -12.5 16.4 -13.4 -10.8 -4.8 -1.0 -4.6 -3.3 -5.8 3.2 -10.2 12.9 -8.7 5.2 -3.5 -9.7 1.1 -6.3 5.9 -5.1 6.4 -14.1 -0.2 0.0 -4.1 20.0 2.9 20.0 10.4 FEEDCOW 3.6 4.0 15.9 1.9 -14.2 -1.0 -6.8 -4.7 -0.5 20.0 20.0 20.0 20.0 20.0 20.0 2.8 -20.0 -14.3 -20.0 20.0 20.0 20.0 20.0 20.0 2.4 10.1 9.5 13.4 10.6 14.8 9.4 -20.0 20.0 20.0 20.0 20.0 5.5 -10.9 20.0 -2.5 GASOIL -6.9 20.0 20.0 5.5 4.4 3.8 4.9 1.9 5.2 13.8 13.1 11.4 0.7 16.9 18.1 20.0 20.0 20.0 20.0 20.0 20.0 14.9 12.8 20.0 11.5 6.2 3.1 4.8 2.8 2.3 4.4 0.0 -19.5 -5.6 11.6 15.0 -15.1 2.3 -18.0 -5.0 GASOLINE -7.5 18.5 20.0 7.0 5.7 4.9 6.2 2.4 6.6 20.0 20.0 14.5 1.6 19.4 20.0 20.0 20.0 20.0 20.0 20.0 20.0 19.4 20.0 20.0 -20.0 7.9 5.6 8.5 5.5 7.8 5.5 20.0 -19.9 -19.3 -17.9 11.0 17.2 14.1 20.0 4.6 GAS_US_mini -10.6 9.7 20.0 6.1 4.9 4.2 5.3 2.1 5.7 -17.9 -16.8 -19.2 -20.0 -17.4 -4.8 -20.0 -20.0 -20.0 -20.0 -7.5 -17.8 -17.2 -20.0 -12.2 20.0 -0.5 -3.9 -1.2 -4.9 -3.8 -3.5 -20.0 -20.0 -20.0 -20.0 -20.0 6.2 7.4 -4.6 -0.1 GBP -11.8 -14.8 5.9 -2.7 -7.2 1.1 -6.4 1.7 -5.5 -17.9 8.1 -17.2 12.2 -18.4 -5.2 0.1 -0.8 0.1 -0.3 -5.5 5.5 -18.7 7.6 -14.2 -0.7 -2.6 -11.7 2.5 -9.6 2.4 -7.2 3.3 -3.9 1.8 -0.7 4.1 1.1 13.8 5.8 20.0 GOLD_micro 4.2 -12.7 -14.4 -2.7 -8.0 -0.2 -3.4 1.7 -2.5 -17.2 -9.5 3.1 6.2 -10.4 -17.2 -18.4 -13.4 -17.2 -15.5 -15.6 -11.1 -5.2 1.1 -7.7 -11.5 -3.0 1.2 -1.7 3.6 1.9 0.7 -18.0 20.0 7.1 4.5 -16.3 -20.0 -20.0 -13.1 -20.0 HEATOIL -7.5 20.0 20.0 6.4 5.1 4.4 5.6 2.2 6.0 13.8 13.7 13.4 -0.9 18.9 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 15.2 20.0 -20.0 7.1 0.3 6.0 1.2 3.9 4.4 2.0 -20.0 -17.2 15.1 20.0 4.7 -0.7 -0.6 -3.5 JGB-SGX-mini 1.4 -20.0 -9.1 -2.6 -2.5 -2.8 -1.9 -3.3 -1.8 7.0 3.5 4.9 5.2 -5.7 -6.7 20.0 20.0 17.2 17.1 -5.0 -1.2 1.8 2.9 -2.4 0.0 -1.9 1.3 -0.8 0.7 -0.0 -0.8 20.0 8.6 6.8 -4.3 4.9 -20.0 -8.6 6.1 8.0 JPY -5.6 -12.9 -16.9 -1.6 -4.4 0.6 -3.9 1.1 -3.3 -8.0 -12.1 -10.9 -11.1 -12.2 -12.5 -16.3 -14.0 -16.2 -15.4 -16.9 -17.8 -10.6 -17.8 -13.9 20.0 -4.4 -2.3 -4.3 -3.1 -4.2 -3.9 -20.0 -1.9 -4.8 -8.0 -20.0 -6.3 -20.0 -5.9 -20.0 LEANHOG -1.4 3.8 8.6 1.0 -7.5 -0.5 -3.6 -2.5 -0.2 11.5 -2.6 9.4 -6.0 -3.0 7.5 20.0 20.0 20.0 20.0 -0.6 -5.2 6.0 -11.3 1.4 13.4 -2.5 3.2 -6.3 2.5 -9.6 -0.1 20.0 20.0 -2.0 -6.1 -9.5 -8.8 0.2 19.5 20.0 LIVECOW -9.1 -10.3 17.0 1.9 -13.9 -0.9 -6.7 -4.6 -0.4 20.0 20.0 13.3 20.0 4.7 19.7 -19.5 3.5 -6.1 4.5 17.7 20.0 17.5 20.0 10.5 3.9 7.9 9.9 13.1 7.6 14.3 4.8 0.1 20.0 2.1 4.3 20.0 -20.0 -20.0 -20.0 -19.7 LUMBER-new -0.2 -13.7 2.0 1.7 -12.9 -0.5 -6.2 -3.0 -0.4 -20.0 -20.0 -19.1 -20.0 -20.0 -19.1 -17.5 -13.5 -15.1 -14.0 -14.1 -12.4 -14.6 -10.9 -15.1 NaN -5.2 -6.9 -3.8 -7.5 -2.7 -6.5 -20.0 -18.1 1.6 -20.0 -8.2 -20.0 -20.0 -11.0 -20.0 MILK 17.1 19.4 8.7 0.8 -6.3 -0.4 -3.0 -2.1 -0.2 10.1 -4.0 10.7 -9.6 10.7 4.1 11.4 -20.0 -20.0 -20.0 5.2 -5.9 13.1 -13.2 12.3 -1.6 0.9 3.5 -3.1 4.4 -5.3 3.7 -20.0 20.0 14.9 19.3 -16.2 -20.0 -20.0 -14.5 -20.0 MXP -9.4 -18.1 -4.2 -2.4 -6.3 0.9 -5.6 1.5 -4.8 -15.8 15.9 -13.5 17.8 -4.6 10.5 15.7 17.6 17.0 17.3 5.1 17.5 -20.0 20.0 -8.9 -20.0 2.1 -14.0 7.3 -10.4 10.3 -4.0 20.0 -20.0 7.7 14.2 20.0 20.0 6.8 20.0 20.0 NASDAQ_micro -8.1 -20.0 11.4 -1.3 -2.7 0.5 -1.2 1.6 -1.6 2.6 9.6 6.8 8.1 -0.3 6.1 -9.3 -8.1 -10.0 -9.5 5.0 11.9 3.0 12.5 2.5 -20.0 1.9 -0.8 5.3 0.6 6.3 0.4 -5.1 5.2 8.8 3.8 20.0 -5.5 -15.2 -15.7 -17.4 NIKKEI 1.2 -13.1 11.9 -2.2 -4.6 0.8 -2.0 2.6 -2.7 14.2 15.5 16.5 16.2 5.1 10.1 16.1 12.9 15.5 14.1 9.8 19.9 19.8 20.0 11.1 -7.4 4.4 6.6 9.1 7.7 10.6 4.3 20.0 18.0 20.0 10.0 20.0 6.0 3.3 -2.2 10.1 NZD -7.9 -18.5 -6.4 -1.9 -5.1 0.8 -4.6 1.2 -3.9 -11.3 -11.4 -12.0 -1.1 -13.8 -13.1 -0.2 0.4 0.1 0.2 -13.7 -9.7 -10.5 -7.0 -13.4 0.7 -4.3 -3.7 -2.8 -3.7 -1.9 -4.4 4.8 3.4 -2.7 -8.7 -14.5 -2.7 -14.0 1.1 7.4 OAT 4.3 -2.7 4.1 -2.5 -2.4 -2.7 -1.8 -3.2 -1.8 -5.4 -5.4 -1.1 -8.0 -2.7 -4.2 6.0 8.5 6.3 7.2 -2.8 -3.9 -3.0 -7.7 -1.9 8.1 -1.5 -3.0 -1.7 -1.8 -3.4 -1.0 17.2 -0.6 3.1 4.1 5.4 -20.0 -20.0 0.9 4.9 OATIES 14.0 13.2 20.0 1.3 -9.7 -0.7 -4.7 -3.2 -0.3 -6.8 14.8 8.6 -5.0 11.6 15.5 -20.0 -4.8 -18.1 -12.9 20.0 20.0 16.2 14.6 20.0 -20.0 6.1 0.9 4.8 3.9 2.5 5.9 -20.0 20.0 20.0 20.0 20.0 3.6 17.7 19.0 20.0 OJ -0.6 3.0 6.2 1.3 -9.4 -0.6 -4.5 -3.1 -0.3 -1.9 16.5 8.1 16.9 13.2 15.2 20.0 20.0 20.0 20.0 20.0 20.0 10.5 20.0 20.0 -20.0 6.2 1.5 6.9 3.2 8.0 5.1 20.0 20.0 20.0 20.0 20.0 9.6 5.5 20.0 17.4 PALLAD 1.2 6.1 -13.4 -1.3 -4.0 -0.1 -1.7 0.9 -1.2 -11.1 -12.3 -9.8 -12.6 -9.0 -11.7 -2.4 -2.6 -2.7 -2.8 -9.5 -16.6 -6.0 -20.0 -6.3 -1.8 -3.3 -2.6 -4.5 -3.2 -5.4 -2.8 2.1 -7.5 -5.4 1.1 -13.5 -20.0 -3.5 6.5 0.7 PLAT 15.5 -1.4 -16.7 -1.5 -4.6 -0.1 -1.9 1.0 -1.4 -12.6 -9.4 -1.9 -2.2 -0.5 -8.3 -3.5 -2.2 -3.2 -2.8 -4.7 -7.3 -10.2 -4.6 -1.8 14.2 0.0 -3.4 -1.3 0.7 -0.8 2.3 2.4 8.7 16.3 10.4 -9.6 1.3 -16.7 18.9 -12.6 REDWHEAT -9.9 -19.6 -3.4 0.9 -6.7 -0.5 -3.2 -2.2 -0.2 -3.2 -7.3 -6.8 -10.6 -11.5 -10.1 -3.3 1.8 -2.2 0.3 -11.6 -8.0 -5.8 -5.7 -11.7 -11.9 -3.1 -0.3 -2.0 -1.9 -1.0 -3.5 -7.2 -3.9 -10.8 -14.5 -6.9 -20.0 -19.9 -12.2 -8.2 RICE 6.3 12.6 12.4 1.5 -11.3 -0.8 -5.4 -3.8 -0.4 -1.8 8.2 11.3 3.3 16.1 17.6 -13.2 17.9 4.7 19.1 16.3 9.8 11.4 4.1 18.0 -20.0 5.5 -7.7 3.6 0.6 1.4 5.1 20.0 18.3 12.2 20.0 18.6 -6.1 -19.7 8.3 -11.2 ROBUSTA -5.6 -6.3 2.3 1.2 -9.2 -0.6 -4.4 -3.1 -0.3 -9.2 11.7 -1.2 12.6 -2.1 -0.7 20.0 20.0 20.0 20.0 3.0 13.7 -2.6 20.0 -0.7 -15.5 1.2 -6.7 6.9 -2.3 10.3 -1.1 20.0 10.2 -12.6 -4.1 13.1 -2.7 -15.8 14.6 -6.0 RUSSELL -17.3 -10.5 11.1 -2.1 -4.2 0.7 -1.8 2.4 -2.4 -12.3 1.8 -9.2 -0.9 -11.8 1.3 -7.9 -5.7 -7.5 -6.7 -3.6 3.2 -11.5 0.9 -10.3 -2.7 -0.2 0.1 2.2 0.9 2.1 -1.3 -0.7 13.4 -0.5 4.1 19.8 -7.7 -10.4 -20.0 -13.9 SHATZ 3.5 9.2 -7.3 -2.2 -2.1 -2.3 -1.6 -2.8 -1.5 -4.1 -5.7 -3.8 -7.3 -1.0 -4.5 -20.0 -7.2 -20.0 -14.2 -2.8 -6.4 -3.2 -11.8 -1.5 10.8 -1.1 -3.2 -2.6 -1.8 -5.1 -0.7 -14.2 -3.9 0.5 7.8 -0.7 -20.0 -20.0 -20.0 -20.0 SILVER-mini 10.7 -4.7 -5.9 -1.6 -4.6 -0.0 -0.9 1.2 -1.1 -14.0 1.9 0.9 5.3 -0.4 -2.7 -7.9 -5.9 -7.2 -6.7 -0.1 0.3 -7.6 2.1 1.0 7.6 1.8 -4.6 1.5 1.4 1.3 3.1 -4.0 2.7 18.0 15.1 2.6 -20.0 -20.0 -2.2 -20.0 SMI -2.5 -7.6 -10.0 -2.3 -4.6 0.8 -2.0 2.7 -2.7 -8.5 2.3 -0.3 5.5 -8.3 -11.7 -3.3 0.8 -3.1 -1.7 -8.2 -4.2 -5.7 0.8 -6.3 5.5 -2.4 -5.4 -1.6 -3.4 -1.6 -2.1 9.3 -9.7 3.7 10.9 -12.7 -8.5 -12.2 -20.0 -16.0 SOFR -0.6 -12.0 -13.7 -2.6 -2.5 -2.8 -1.9 -3.3 -1.9 -4.7 -6.1 -0.8 -3.9 -4.8 -7.0 -1.9 -0.9 -1.8 -1.4 -7.7 -7.1 -2.7 -5.8 -4.7 -1.6 -2.5 -0.2 -2.4 0.2 -1.9 -1.0 1.4 12.7 0.6 -0.1 -5.6 -20.0 -20.0 -8.2 -4.0 SOYBEAN 9.1 1.4 20.0 0.8 -6.2 -0.4 -3.0 -2.1 -0.2 -8.9 5.8 3.0 -0.2 1.5 6.9 0.2 18.9 8.9 14.0 5.9 4.3 1.0 1.3 4.4 -20.0 2.4 -1.3 1.7 0.4 0.6 1.6 19.4 4.7 12.1 0.0 17.0 -12.2 6.1 -8.7 17.5 SOYMEAL 7.8 0.3 -5.0 0.9 -6.5 -0.4 -3.1 -2.2 -0.2 -10.4 -3.4 -0.4 2.4 0.8 -0.1 4.7 18.8 11.6 16.8 1.0 -0.0 -3.6 2.0 0.7 -20.0 1.8 -3.4 1.9 -1.4 2.9 0.8 20.0 -4.3 4.9 -0.9 8.0 -16.2 -18.9 -13.0 -17.5 SOYOIL -3.7 8.4 20.0 1.0 -7.5 -0.5 -3.6 -2.5 -0.2 -10.7 9.6 -2.2 -0.5 2.7 11.5 16.5 11.4 13.9 11.5 12.0 11.6 -5.5 5.0 3.7 -20.0 3.6 -3.8 3.4 -1.6 1.4 1.1 9.4 2.0 10.4 4.3 20.0 0.8 6.4 18.9 20.0 SP400 -17.9 -12.8 12.3 -2.0 -4.0 0.7 -1.7 2.3 -2.3 -12.4 4.6 -9.5 7.0 -10.1 4.5 -7.1 -5.0 -6.4 -5.8 -2.0 5.4 -12.6 5.6 -9.3 -12.3 0.2 -0.4 2.3 1.1 2.5 -0.7 0.7 15.1 1.8 2.7 19.2 0.1 -11.7 -15.7 -16.4 SP500_micro -11.7 -20.0 13.8 -1.8 -3.7 0.6 -1.6 2.1 -2.2 -1.2 11.9 4.5 9.9 -3.2 7.0 -11.5 -9.2 -12.1 -11.1 4.5 12.2 -0.5 12.2 0.1 -16.8 1.8 -0.9 5.3 0.4 5.7 -0.1 -7.3 8.4 6.7 6.9 20.0 -5.3 -13.5 -19.9 -19.6 SUGAR11 20.0 -0.9 -10.1 1.5 -11.3 -0.8 -5.4 -3.8 -0.4 16.9 14.7 18.5 15.8 17.1 9.8 -3.4 11.0 -1.2 4.2 17.3 17.1 20.0 20.0 20.0 -20.0 5.1 7.6 6.7 10.3 11.1 8.5 4.6 20.0 20.0 17.4 -1.2 -20.0 -20.0 8.7 -2.4 US10 0.1 -11.6 -16.6 -2.3 -2.2 -2.5 -1.7 -3.0 -1.6 -6.1 -7.2 -3.2 -7.6 -6.0 -7.6 -9.5 -7.2 -9.3 -8.8 -9.2 -9.8 -4.3 -10.1 -6.1 0.9 -2.7 -0.0 -2.9 -0.1 -2.7 -1.2 -10.5 9.0 0.4 -2.4 -7.5 -20.0 -20.0 14.9 0.1 US10U 0.0 -12.7 -13.4 -3.0 -2.9 -3.3 -2.2 -3.9 -2.2 -8.8 -9.3 -4.9 -9.8 -8.1 -9.8 -1.6 -1.5 -2.7 -2.4 -12.1 -12.1 -6.6 -12.3 -8.7 -3.4 -3.5 -0.3 -3.6 -0.4 -3.1 -1.8 0.0 10.5 0.9 -5.4 -8.9 -20.0 -20.0 20.0 18.4 US2 7.5 -4.4 -20.0 -2.3 -2.3 -2.5 -1.7 -3.0 -1.7 -2.3 -8.5 -3.0 -8.5 -6.1 -8.5 -20.0 -20.0 -20.0 -20.0 -10.9 -15.1 -3.4 -17.7 -5.5 8.6 -2.7 1.1 -3.8 0.7 -4.6 -0.8 -20.0 12.2 1.5 -0.7 -12.8 -20.0 -20.0 -20.0 -20.0 US20 -0.5 -16.0 -12.8 -2.3 -2.2 -2.4 -1.6 -2.9 -1.6 -6.5 -6.7 -2.6 -6.4 -5.9 -7.0 -3.9 -1.7 -2.6 -2.2 -10.0 -9.5 -5.4 -9.2 -7.5 -3.2 -2.6 -0.2 -2.5 -0.4 -2.1 -1.5 0.0 6.6 0.4 -6.9 -6.4 -20.0 -20.0 20.0 20.0 US30 2.2 -14.0 -8.7 -2.6 -2.5 -2.8 -1.9 -3.4 -1.9 -7.2 -8.2 -1.8 -8.0 -6.5 -7.7 -7.3 -3.4 -6.6 -5.0 -10.4 -10.4 -5.1 -11.1 -7.3 -2.9 -2.9 0.0 -2.9 0.0 -2.5 -1.5 -3.5 8.3 3.6 -7.7 -5.0 -20.0 -20.0 20.0 20.0 US5 -0.1 -9.5 -18.6 -2.4 -2.3 -2.6 -1.8 -3.1 -1.7 -4.8 -7.8 -3.5 -8.1 -6.2 -8.2 -14.0 -9.7 -13.4 -12.2 -9.3 -10.6 -4.0 -11.7 -5.9 3.5 -2.8 0.3 -3.2 0.1 -3.3 -1.2 -15.5 10.8 -0.0 -0.7 -8.3 -20.0 -20.0 1.4 -16.5 VIX 0.7 17.2 -18.8 -6.5 -2.8 -9.7 -5.6 -11.3 -5.3 -16.6 -20.0 -19.7 -20.0 -16.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -17.7 -20.0 -16.6 NaN -7.3 -4.8 -11.4 -7.6 -13.9 -6.3 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -14.7 -16.8 11.9 0.6 -4.2 -0.3 -2.0 -1.4 -0.1 -4.3 -6.0 -6.2 -7.3 -7.3 -6.6 -13.0 -9.6 -11.6 -10.8 -7.4 -6.1 -5.6 -6.4 -8.3 -3.0 -1.8 -1.5 -1.4 -2.3 -1.6 -2.6 -20.0 -5.4 -10.2 -7.3 -0.8 -20.0 -13.9 -15.4 -8.5 End of report for caleb_strategy_v3