******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20230908_204324 produced at 2023-09-08 21:39:05.166732 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.59 0.0 0.00 0.00 0.00 0.00 -6.99 11.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 -0.51 0.0 0.92 -0.92 0.00 0.00 -5.54 10.0 0 0 caleb_strategy_v3 US2 False True 0.07 0.00 -0.38 0.0 0.00 0.00 0.00 0.00 -5.24 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.26 0.0 0.00 0.00 0.00 0.00 -6.63 24.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.17 -0.20 0.0 0.38 -0.38 -0.17 -0.16 -30.02 56.0 -25 -24 caleb_strategy_v3 CHF False False 0.05 -0.25 -0.20 0.0 0.64 -0.64 -0.25 -0.44 -4.14 13.0 -5 -9 caleb_strategy_v3 VIX False False 0.01 -0.10 -0.17 0.0 0.10 -0.10 -0.10 -0.10 -28.51 17.0 -16 -16 caleb_strategy_v3 JPY False False 0.03 -0.12 -0.15 0.0 0.51 -0.51 -0.12 -0.24 -5.00 17.0 -4 -8 caleb_strategy_v3 CAD False False 0.03 0.00 -0.13 0.0 0.75 -0.75 0.00 0.00 -5.05 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 -50.60 26.0 -25 -26 caleb_strategy_v3 US5 False False 0.04 -0.19 -0.12 0.0 0.94 -0.94 -0.19 -0.22 -3.20 25.0 -5 -6 caleb_strategy_v3 BOBL False False 0.04 -0.44 -0.10 0.0 0.84 -0.84 -0.44 -0.44 -2.30 19.0 -10 -10 caleb_strategy_v3 EUR False False 0.05 -0.24 -0.10 0.0 0.66 -0.66 -0.24 -0.28 -2.18 14.0 -5 -6 caleb_strategy_v3 BITCOIN False False 0.00 -0.04 -0.07 0.0 0.05 -0.05 -0.04 -0.04 -72.45 59.0 -43 -43 caleb_strategy_v3 COPPER False False 0.03 -0.03 -0.07 0.0 0.20 -0.20 -0.03 -0.03 -2.12 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 -2.49 19.0 0 0 caleb_strategy_v3 US10 False False 0.04 0.00 -0.06 0.0 0.66 -0.66 0.00 0.00 -1.54 17.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.10 -0.04 0.0 0.40 -0.40 -0.10 -0.09 -6.09 66.0 -16 -14 caleb_strategy_v3 SP500_micro False False 0.01 -0.01 -0.04 0.0 0.38 -0.38 -0.01 0.00 -4.43 48.0 -1 0 caleb_strategy_v3 NZD False True 0.02 0.02 -0.03 0.0 0.02 0.00 0.02 0.02 -1.66 21.0 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 -6.48 3.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 0.00 -0.03 0.0 0.22 -0.22 0.00 0.00 -8.73 68.0 0 0 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.03 0.0 0.18 -0.18 0.00 0.00 -0.29 2.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.02 -0.02 0.0 0.35 -0.35 -0.02 -0.02 -3.97 58.0 -3 -3 caleb_strategy_v3 MILK False False 0.01 0.00 -0.02 0.0 0.07 -0.07 0.00 0.00 -1.52 5.0 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 PALLAD False False 0.04 0.00 -0.02 0.0 0.08 -0.08 0.00 0.00 -0.58 2.0 0 0 caleb_strategy_v3 GBP False False 0.03 -0.03 -0.02 0.0 0.60 -0.60 -0.03 -0.05 -0.59 22.0 -1 -2 caleb_strategy_v3 COFFEE False False 0.02 0.00 -0.02 0.0 0.12 -0.12 0.00 0.00 -0.79 6.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 -0.02 0.0 0.00 -0.00 0.00 0.00 -0.89 0.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.02 -0.02 0.0 0.10 -0.10 -0.02 -0.02 -1.88 12.0 -2 -2 caleb_strategy_v3 US10U False False 0.04 -0.08 -0.02 0.0 0.53 -0.53 -0.08 -0.04 -0.56 13.0 -2 -1 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 REDWHEAT False False 0.01 -0.03 -0.01 0.0 0.10 -0.10 -0.03 -0.03 -0.87 8.0 -2 -2 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.96 2.0 0 0 caleb_strategy_v3 US30 False False 0.04 0.00 -0.01 0.0 0.27 -0.27 0.00 0.00 -0.33 6.0 0 0 caleb_strategy_v3 SMI False True 0.04 0.04 -0.01 0.0 0.04 0.00 0.04 0.04 -0.32 9.0 1 1 caleb_strategy_v3 WHEAT False False 0.01 -0.02 -0.01 0.0 0.09 -0.09 -0.02 -0.02 -1.38 9.0 -2 -2 caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.00 0.0 0.20 -0.20 -0.05 -0.10 -0.05 4.0 -1 -2 caleb_strategy_v3 PLAT False False 0.02 -0.02 -0.00 0.0 0.16 -0.16 -0.02 -0.03 -0.29 10.0 -1 -2 caleb_strategy_v3 EUROSTX False False 0.02 0.03 -0.00 0.0 0.32 -0.32 0.03 0.02 -0.00 20.0 2 1 caleb_strategy_v3 CAC False True 0.03 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.08 12.0 0 0 caleb_strategy_v3 COCOA False False 0.01 0.01 0.01 0.0 0.34 -0.34 0.01 0.00 0.70 26.0 1 0 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.47 11.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.75 10.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.59 9.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.07 0.01 0.0 0.17 -0.17 0.07 0.07 0.56 7.0 3 3 caleb_strategy_v3 FEEDCOW False False 0.05 0.09 0.01 0.0 0.37 -0.37 0.09 0.09 0.22 8.0 2 2 caleb_strategy_v3 ROBUSTA False False 0.01 0.02 0.02 0.0 0.19 -0.19 0.02 0.02 2.03 23.0 2 2 caleb_strategy_v3 BUND False False 0.05 0.15 0.02 0.0 0.50 -0.50 0.15 0.15 0.35 10.0 3 3 caleb_strategy_v3 SUGAR11 False False 0.01 0.03 0.02 0.0 0.19 -0.19 0.03 0.03 1.91 18.0 3 3 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.02 0.0 0.21 -0.21 0.00 0.00 3.90 51.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 0.04 0.0 0.05 -0.05 0.00 0.00 3.19 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 2.05 3.0 0 0 caleb_strategy_v3 BTP False False 0.04 0.30 0.05 0.0 0.43 -0.43 0.30 0.30 1.17 10.0 7 7 caleb_strategy_v3 LIVECOW False False 0.03 0.03 0.05 0.0 0.45 -0.45 0.03 0.03 1.81 17.0 1 1 caleb_strategy_v3 OAT False False 0.05 0.00 0.07 0.0 0.48 -0.48 0.00 0.00 1.50 10.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.10 0.08 0.0 0.13 -0.13 0.10 0.10 2.40 4.0 3 3 caleb_strategy_v3 HEATOIL False False 0.05 0.00 0.08 0.0 0.14 -0.14 0.00 0.00 1.78 3.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 0.08 0.10 0.0 0.14 -0.14 0.08 0.09 9.74 13.0 8 9 caleb_strategy_v3 GASOLINE False False 0.04 0.15 0.11 0.0 0.15 -0.15 0.15 0.15 3.02 4.0 4 4 caleb_strategy_v3 CRUDE_W False False 0.03 0.09 0.12 0.0 0.15 -0.15 0.09 0.06 3.84 5.0 3 2 caleb_strategy_v3 DX False False 0.04 0.00 0.17 0.0 36954192.76 -36954192.76 0.00 0.00 4.48 999999999.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.60 0.44 0.0 0.60 -0.60 0.60 0.47 43.81 60.0 60 47 caleb_strategy_v3 NIKKEI False False 0.01 0.28 0.48 0.0 0.28 -0.28 0.28 0.28 60.90 36.0 35 36 caleb_strategy_v3 JGB-SGX-mini False False 0.04 0.56 1.94 0.0 0.56 -0.56 0.56 0.56 55.48 16.0 16 16 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 18.0 Shocked risk 54.7 Sum abs risk 68.6 Leverage 7.65 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2833778.58, 'annual_cash_vol_target': 708444.645, 'daily_cash_vol_target': 44277.7903125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0043 0.6374 0.6699 10.7187 BITCOIN 743.9067 25895.0000 2.8728 45.9645 BOBL 0.2677 116.6100 0.2296 3.6737 BTP 0.6339 113.4200 0.5589 8.9421 BUND 0.5683 130.9300 0.4341 6.9453 BUXL 1.3143 129.7400 1.0130 16.2078 CAC 52.4958 7245.5000 0.7245 11.5925 CAD 0.0028 0.7330 0.3761 6.0169 CANOLA 7.5438 787.9000 0.9575 15.3194 CHF 0.0048 1.1200 0.4262 6.8187 COCOA 39.3059 3654.0000 1.0757 17.2111 COFFEE 2.4393 148.1000 1.6471 26.3532 COPPER 0.0396 3.7160 1.0645 17.0313 CORN 7.7351 483.0000 1.6015 25.6236 COTTON2 1.2235 86.0100 1.4225 22.7593 CRUDE_W 1.0080 85.9100 1.1733 18.7732 DAX 105.4589 15741.0000 0.6700 10.7194 DOW 198.3787 34550.0000 0.5742 9.1869 DX 0.3839 104.7200 0.3666 5.8649 EUR 0.0050 1.0703 0.4696 7.5130 EURIBOR-ICE 0.0528 97.0450 0.0544 0.8710 EUROSTX 36.6417 4237.0000 0.8648 13.8369 FEEDCOW 1.3413 259.9250 0.5160 8.2564 GASOIL 14.1114 925.7500 1.5243 24.3891 GASOLINE 0.0340 2.5065 1.3556 21.6896 GAS_US_mini 0.0857 2.9650 2.8915 46.2641 GBP 0.0065 1.2454 0.5218 8.3483 GOLD_micro 9.7868 1923.8000 0.5087 8.1396 HEATOIL 0.0414 3.0917 1.3388 21.4209 JGB-SGX-mini 0.2135 146.1800 0.1460 2.3364 JPY 0.0000 0.0068 0.6008 9.6134 LEANHOG 1.1729 74.4250 1.5759 25.2147 LIVECOW 1.0778 187.5500 0.5747 9.1947 LUMBER-new 8.7625 499.0000 1.7560 28.0963 MILK 0.2578 18.8200 1.3698 21.9161 MXP 0.0004 0.0567 0.7511 12.0169 NASDAQ_micro 147.2548 15468.2500 0.9520 15.2317 NIKKEI 279.5224 32985.0000 0.8474 13.5588 NZD 0.0039 0.5884 0.6603 10.5642 OAT 0.5797 125.6700 0.4613 7.3805 OATIES 7.0402 499.5000 1.4094 22.5511 OJ 5.3087 329.6000 1.6106 25.7703 PALLAD 20.6930 1194.5000 1.7324 27.7177 PLAT 13.2696 895.6000 1.4816 23.7064 REDWHEAT 13.0922 731.2500 1.7904 28.6462 RICE 0.1684 16.3300 1.0309 16.4951 ROBUSTA 31.4939 2397.0000 1.3139 21.0222 RUSSELL 16.2727 1872.2000 0.8692 13.9068 SHATZ 0.0854 105.2350 0.0812 1.2988 SILVER-mini 0.3399 23.3625 1.4551 23.2815 SMI 69.4263 10944.0000 0.6344 10.1500 SOFR 0.0683 96.2600 0.0710 1.1355 SOYBEAN 14.8070 1364.0000 1.0856 17.3689 SOYMEAL 5.3327 401.7000 1.3275 21.2404 SOYOIL 0.8444 60.4700 1.3964 22.3430 SP400 19.4459 2601.3000 0.7475 11.9607 SP500_micro 30.5411 4504.7500 0.6780 10.8476 SUGAR11 0.3299 26.7000 1.2358 19.7723 US10 0.4011 109.9062 0.3649 5.8387 US10U 0.5628 114.5000 0.4916 7.8651 US2 0.1023 101.6172 0.1007 1.6112 US20 0.7979 119.5312 0.6676 10.6808 US30 1.2061 126.7500 0.9516 15.2253 US5 0.2582 106.1953 0.2431 3.8897 VIX 0.4603 17.0000 2.7076 43.3214 WHEAT 12.5544 595.2500 2.1091 33.7455 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 637.45 0.67 427.04 1.00 427.04 44277.79 103.69 -8.38 -86.86 BITCOIN 25.90 2.87 74.39 1.00 74.39 44277.79 595.21 -10.12 -602.47 BOBL 1166.10 0.23 267.75 1.07 287.09 44277.79 154.23 -16.06 -247.70 BTP 1134.20 0.56 633.88 1.07 679.68 44277.79 65.15 5.77 37.61 BUND 1309.30 0.43 568.34 1.07 609.41 44277.79 72.66 5.14 37.33 BUXL 1297.40 1.01 1314.25 1.07 1409.21 44277.79 31.42 -1.67 -5.25 CAC 724.55 0.72 524.96 1.07 562.89 44277.79 78.66 -0.29 -2.31 CAD 733.05 0.38 275.67 1.00 275.67 44277.79 160.62 -10.95 -175.90 CANOLA 157.58 0.96 150.88 0.73 110.59 44277.79 400.38 4.65 186.31 CHF 1400.06 0.43 596.66 1.00 596.66 44277.79 74.21 -19.43 -144.18 COCOA 365.40 1.08 393.06 1.00 393.06 44277.79 112.65 3.37 37.99 COFFEE 555.38 1.65 914.75 1.00 914.75 44277.79 48.40 -16.17 -78.29 COPPER 929.00 1.06 988.88 1.00 988.88 44277.79 44.78 -3.95 -17.67 CORN 241.50 1.60 386.76 1.00 386.76 44277.79 114.49 -7.84 -89.75 COTTON2 430.05 1.42 611.73 1.00 611.73 44277.79 72.38 3.49 25.29 CRUDE_W 859.10 1.17 1008.01 1.00 1008.01 44277.79 43.93 7.14 31.36 DAX 157.41 0.67 105.46 1.07 113.08 44277.79 391.57 -3.11 -121.60 DOW 172.75 0.57 99.19 1.00 99.19 44277.79 446.40 -6.11 -272.93 DX 1047.20 0.37 383.86 1.00 383.86 44277.79 115.35 13.53 156.12 EUR 1337.88 0.47 628.22 1.00 628.22 44277.79 70.48 -10.76 -75.84 EURIBOR-ICE 2426.12 0.05 132.07 1.07 141.61 44277.79 312.67 -5.68 -177.72 EUROSTX 423.70 0.86 366.42 1.07 392.89 44277.79 112.70 -0.01 -0.12 FEEDCOW 1299.62 0.52 670.64 1.00 670.64 44277.79 66.02 1.00 6.59 GASOIL 925.75 1.52 1411.14 1.00 1411.14 44277.79 31.38 15.60 48.94 GASOLINE 1052.73 1.36 1427.08 1.00 1427.08 44277.79 31.03 19.88 61.68 GAS_US_mini 74.12 2.89 214.33 1.00 214.33 44277.79 206.58 -20.00 -413.17 GBP 778.38 0.52 406.13 1.00 406.13 44277.79 109.02 -1.88 -20.47 GOLD_micro 192.38 0.51 97.87 1.00 97.87 44277.79 452.42 -17.52 -792.50 HEATOIL 1298.51 1.34 1738.46 1.00 1738.46 44277.79 25.47 14.28 36.38 JGB-SGX-mini 146180.00 0.15 21346.32 0.01 144.71 44277.79 305.98 13.88 424.58 JPY 846.50 0.60 508.61 1.00 508.61 44277.79 87.06 -20.00 -174.11 LEANHOG 297.70 1.58 469.15 1.00 469.15 44277.79 94.38 16.52 155.88 LIVECOW 750.20 0.57 431.11 1.00 431.11 44277.79 102.71 5.17 53.06 LUMBER-new 137.22 1.76 240.97 1.00 240.97 44277.79 183.75 -19.33 -355.17 MILK 376.40 1.37 515.58 1.00 515.58 44277.79 85.88 -9.60 -82.46 MXP 283.50 0.75 212.92 1.00 212.92 44277.79 207.95 12.98 269.82 NASDAQ_micro 309.36 0.95 294.51 1.00 294.51 44277.79 150.34 -5.34 -80.29 NIKKEI 32985.00 0.85 27952.24 0.01 190.02 44277.79 233.01 20.00 466.03 NZD 588.45 0.66 388.53 1.00 388.53 44277.79 113.96 -5.08 -57.87 OAT 1256.70 0.46 579.69 1.07 621.58 44277.79 71.23 6.76 48.14 OATIES 249.75 1.41 352.01 1.00 352.01 44277.79 125.79 -3.65 -45.90 OJ 494.40 1.61 796.30 1.00 796.30 44277.79 55.60 20.00 111.21 PALLAD 1194.50 1.73 2069.30 1.00 2069.30 44277.79 21.40 -7.20 -15.40 PLAT 447.80 1.48 663.48 1.00 663.48 44277.79 66.74 -1.14 -7.58 REDWHEAT 365.62 1.79 654.61 1.00 654.61 44277.79 67.64 -11.25 -76.08 RICE 326.60 1.03 336.71 1.00 336.71 44277.79 131.50 11.56 152.06 ROBUSTA 239.70 1.31 314.94 1.00 314.94 44277.79 140.59 14.35 201.68 RUSSELL 93.61 0.87 81.36 1.00 81.36 44277.79 544.20 -5.04 -274.06 SHATZ 1052.35 0.08 85.43 1.07 91.60 44277.79 483.39 -14.79 -714.77 SILVER-mini 584.06 1.46 849.87 1.00 849.87 44277.79 52.10 -4.52 -23.53 SMI 1094.40 0.63 694.26 1.12 778.76 44277.79 56.86 -1.74 -9.91 SOFR 2406.50 0.07 170.79 1.00 170.79 44277.79 259.25 -4.64 -120.34 SOYBEAN 682.00 1.09 740.35 1.00 740.35 44277.79 59.81 11.74 70.20 SOYMEAL 401.70 1.33 533.27 1.00 533.27 44277.79 83.03 8.88 73.70 SOYOIL 362.82 1.40 506.66 1.00 506.66 44277.79 87.39 10.74 93.83 SP400 2601.30 0.75 1944.59 1.00 1944.59 44277.79 22.77 -3.94 -8.97 SP500_micro 225.24 0.68 152.71 1.00 152.71 44277.79 289.96 -6.84 -198.19 SUGAR11 299.04 1.24 369.54 1.00 369.54 44277.79 119.82 8.71 104.34 US10 1099.06 0.36 401.07 1.00 401.07 44277.79 110.40 -11.52 -127.13 US10U 1145.00 0.49 562.84 1.00 562.84 44277.79 78.67 -5.83 -45.90 US2 2032.34 0.10 204.66 1.00 204.66 44277.79 216.35 -20.00 -432.70 US20 1195.31 0.67 797.93 1.00 797.93 44277.79 55.49 -5.69 -31.58 US30 1267.50 0.95 1206.13 1.00 1206.13 44277.79 36.71 -7.46 -27.40 US5 1061.95 0.24 258.17 1.00 258.17 44277.79 171.51 -15.42 -264.50 VIX 170.00 2.71 460.29 1.00 460.29 44277.79 96.20 -20.00 -192.39 WHEAT 297.62 2.11 627.72 1.00 627.72 44277.79 70.54 -17.16 -121.07 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -86.857 0.011 2.5 -2.493 BITCOIN -602.473 0.048 2.5 -72.447 BOBL -247.702 0.004 2.5 -2.297 BTP 37.613 0.012 2.5 1.173 BUND 37.334 0.004 2.5 0.346 BUXL -5.249 0.004 2.5 -0.049 CAC -2.314 0.013 2.5 -0.076 CAD -175.900 0.011 2.5 -5.049 CANOLA 186.308 0.008 2.5 3.903 CHF -144.181 0.011 2.5 -4.139 COCOA 37.992 0.007 2.5 0.701 COFFEE -78.286 0.004 2.5 -0.787 COPPER -17.666 0.048 2.5 -2.124 CORN -89.752 0.008 2.5 -1.880 COTTON2 25.289 0.007 2.5 0.467 CRUDE_W 31.358 0.049 2.5 3.840 DAX -121.597 0.013 2.5 -3.972 DOW -272.928 0.009 2.5 -6.094 DX 156.118 0.011 2.5 4.481 EUR -75.840 0.011 2.5 -2.177 EURIBOR-ICE -177.720 0.012 2.5 -5.543 EUROSTX -0.117 0.013 2.5 -0.004 FEEDCOW 6.591 0.014 2.5 0.225 GASOIL 48.936 0.020 2.5 2.399 GASOLINE 61.683 0.020 2.5 3.024 GAS_US_mini -413.168 0.049 2.5 -50.599 GBP -20.474 0.011 2.5 -0.588 GOLD_micro -792.497 0.015 2.5 -30.017 HEATOIL 36.376 0.020 2.5 1.783 JGB-SGX-mini 424.584 0.052 2.5 55.480 JPY -174.114 0.011 2.5 -4.998 LEANHOG 155.881 0.025 2.5 9.743 LIVECOW 53.055 0.014 2.5 1.808 LUMBER-new -355.166 0.007 2.5 -6.482 MILK -82.455 0.007 2.5 -1.521 MXP 269.817 0.065 2.5 43.811 NASDAQ_micro -80.287 0.009 2.5 -1.793 NIKKEI 466.028 0.052 2.5 60.895 NZD -57.867 0.011 2.5 -1.661 OAT 48.136 0.012 2.5 1.501 OATIES -45.900 0.008 2.5 -0.962 OJ 111.208 0.007 2.5 2.051 PALLAD -15.398 0.015 2.5 -0.583 PLAT -7.584 0.015 2.5 -0.287 REDWHEAT -76.085 0.005 2.5 -0.869 RICE 152.063 0.008 2.5 3.185 ROBUSTA 201.681 0.004 2.5 2.029 RUSSELL -274.056 0.013 2.5 -8.726 SHATZ -714.770 0.004 2.5 -6.628 SILVER-mini -23.527 0.015 2.5 -0.891 SMI -9.906 0.013 2.5 -0.324 SOFR -120.345 0.023 2.5 -6.986 SOYBEAN 70.203 0.003 2.5 0.562 SOYMEAL 73.699 0.003 2.5 0.590 SOYOIL 93.835 0.003 2.5 0.752 SP400 -8.971 0.013 2.5 -0.286 SP500_micro -198.192 0.009 2.5 -4.426 SUGAR11 104.343 0.007 2.5 1.911 US10 -127.129 0.005 2.5 -1.539 US10U -45.896 0.005 2.5 -0.555 US2 -432.702 0.005 2.5 -5.237 US20 -31.577 0.005 2.5 -0.382 US30 -27.398 0.005 2.5 -0.332 US5 -264.498 0.005 2.5 -3.201 VIX -192.391 0.059 2.5 -28.505 WHEAT -121.067 0.005 2.5 -1.383 ===================== Position diags ===================== AUD 2.98 BITCOIN 71.57 BOBL 1.43 BTP 2.03 BUND 0.67 BUXL 0.29 CAC 2.57 CAD 4.61 CANOLA 8.39 CHF 2.13 COCOA 2.08 COFFEE 0.49 COPPER 5.38 CORN 2.40 COTTON2 1.34 CRUDE_W 5.38 DAX 12.79 DOW 9.97 DX 3.31 EUR 2.02 EURIBOR-ICE 9.75 EUROSTX 3.68 FEEDCOW 2.25 GASOIL 1.54 GASOLINE 1.52 GAS_US_mini 25.30 GBP 3.13 GOLD_micro 17.14 HEATOIL 1.25 JGB-SGX-mini 39.98 JPY 2.50 LEANHOG 5.90 LIVECOW 3.50 LUMBER-new 3.35 MILK 1.58 MXP 33.77 NASDAQ_micro 3.36 NIKKEI 30.45 NZD 3.27 OAT 2.22 OATIES 2.63 OJ 1.03 PALLAD 0.81 PLAT 2.53 REDWHEAT 0.77 RICE 2.75 ROBUSTA 1.41 RUSSELL 17.33 SHATZ 4.48 SILVER-mini 1.97 SMI 1.86 SOFR 15.05 SOYBEAN 0.48 SOYMEAL 0.66 SOYOIL 0.70 SP400 0.72 SP500_micro 6.47 SUGAR11 2.19 US10 1.34 US10U 0.95 US2 2.62 US20 0.67 US30 0.44 US5 2.08 VIX 14.25 WHEAT 0.81 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.5 -2.8 -2.2 NaN 0 BITCOIN -72.4 -79.6 -65.3 -43.0 -43 BOBL -2.3 -2.4 -2.2 -10.0 -10 BTP 1.2 1.0 1.4 7.0 7 BUND 0.3 0.3 0.4 3.0 3 BUXL -0.0 -0.1 -0.0 -1.0 -1 CAC -0.1 -0.3 0.2 NaN 0 CAD -5.0 -5.5 -4.6 0.0 0 CANOLA 3.9 3.1 4.7 NaN 0 CHF -4.1 -4.4 -3.9 -5.0 -5 COCOA 0.7 0.5 0.9 1.0 1 COFFEE -0.8 -0.8 -0.7 NaN 0 COPPER -2.1 -2.7 -1.6 -1.0 -1 CORN -1.9 -2.1 -1.6 -2.0 -2 COTTON2 0.5 0.3 0.6 0.0 0 CRUDE_W 3.8 3.3 4.4 3.0 3 DAX -4.0 -5.3 -2.7 -3.0 -3 DOW -6.1 -7.1 -5.1 -16.0 -16 DX 4.5 4.2 4.8 NaN 0 EUR -2.2 -2.4 -2.0 -5.0 -5 EURIBOR-ICE -5.5 -6.5 -4.6 0.0 0 EUROSTX -0.0 -0.4 0.4 2.0 2 FEEDCOW 0.2 -0.0 0.4 2.0 2 GASOIL 2.4 2.2 2.6 3.0 3 GASOLINE 3.0 2.9 3.2 4.0 4 GAS_US_mini -50.6 -53.1 -48.1 -25.0 -25 GBP -0.6 -0.9 -0.3 -1.0 -1 GOLD_micro -30.0 -31.7 -28.3 -25.0 -25 HEATOIL 1.8 1.7 1.9 0.0 0 JGB-SGX-mini 55.5 51.5 59.5 16.0 16 JPY -5.0 -5.2 -4.7 -4.0 -4 LEANHOG 9.7 9.2 10.3 8.0 8 LIVECOW 1.8 1.5 2.2 1.0 1 LUMBER-new -6.5 -6.8 -6.1 NaN 0 MILK -1.5 -1.7 -1.4 NaN 0 MXP 43.8 40.4 47.2 60.0 60 NASDAQ_micro -1.8 -2.1 -1.5 0.0 0 NIKKEI 60.9 57.9 63.9 35.0 35 NZD -1.7 -2.0 -1.3 1.0 1 OAT 1.5 1.3 1.7 0.0 0 OATIES -1.0 -1.2 -0.7 NaN 0 OJ 2.1 1.9 2.2 NaN 0 PALLAD -0.6 -0.7 -0.5 NaN 0 PLAT -0.3 -0.5 -0.0 -1.0 -1 REDWHEAT -0.9 -0.9 -0.8 -2.0 -2 RICE 3.2 2.9 3.5 NaN 0 ROBUSTA 2.0 1.9 2.2 2.0 2 RUSSELL -8.7 -10.5 -7.0 0.0 0 SHATZ -6.6 -7.1 -6.2 NaN 0 SILVER-mini -0.9 -1.1 -0.7 NaN 0 SMI -0.3 -0.5 -0.1 1.0 1 SOFR -7.0 -8.5 -5.5 NaN 0 SOYBEAN 0.6 0.5 0.6 3.0 3 SOYMEAL 0.6 0.5 0.7 0.0 0 SOYOIL 0.8 0.7 0.8 0.0 0 SP400 -0.3 -0.4 -0.2 0.0 0 SP500_micro -4.4 -5.1 -3.8 -1.0 -1 SUGAR11 1.9 1.7 2.1 3.0 3 US10 -1.5 -1.7 -1.4 NaN 0 US10U -0.6 -0.7 -0.5 -2.0 -2 US2 -5.2 -5.5 -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 -3.2 -3.4 -3.0 -5.0 -5 VIX -28.5 -29.9 -27.1 -16.0 -16 WHEAT -1.4 -1.5 -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 DX 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 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 2.2 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 0.1 -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 0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.2 0.1 -0.1 -0.3 -0.4 -0.1 -0.3 -0.0 0.1 BITCOIN -0.4 -0.5 -0.0 -0.0 -0.2 -0.0 -0.1 0.0 -0.0 -0.2 0.1 -0.2 0.1 -0.2 -0.1 -0.3 -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 0.4 -0.5 -0.5 -0.1 -0.2 0.3 -0.2 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 0.0 -0.3 -0.3 -0.3 -0.2 BTP -0.0 -0.2 0.1 -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 -0.3 -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 0.2 0.5 0.3 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 0.1 -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 -0.1 -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 -0.1 -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 -0.1 -0.4 -0.1 -0.3 -0.2 -0.0 0.0 -0.1 0.4 -0.1 -0.3 -0.0 -0.1 0.1 -0.1 0.2 -0.0 1.0 -0.4 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 0.1 -0.1 0.1 -0.1 -0.2 -0.1 -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 0.0 0.0 -0.4 -0.5 -0.4 -0.3 -0.3 -0.3 -0.2 CANOLA -0.0 0.1 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 0.6 -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 0.0 0.4 0.2 0.5 -0.2 0.1 0.1 0.3 CHF -0.5 -0.3 0.1 -0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.2 0.1 -0.2 0.4 -0.1 -0.0 -0.9 -0.8 -0.9 -0.8 -0.1 0.0 -0.2 0.2 -0.2 -0.5 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -3.2 -0.4 -0.4 0.0 -0.1 -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 -0.1 -0.1 -0.0 -0.2 -0.3 -0.1 -0.4 -0.1 -0.2 -0.2 0.1 -0.1 0.1 -0.2 -0.2 -0.2 -0.4 -0.1 -1.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.9 -0.2 -0.5 -0.5 -0.5 -0.3 -0.3 -0.2 -0.1 COPPER 0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.2 -0.2 0.0 -0.1 -0.1 -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 0.1 0.1 0.2 0.1 0.1 -0.3 0.2 -0.2 CORN -0.0 -0.4 -0.1 0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.7 0.2 -0.5 -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 -1.1 0.2 -0.1 -0.1 0.1 -0.0 0.1 0.0 0.2 COTTON2 -0.0 0.2 0.3 0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.2 -0.0 -0.3 0.0 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 0.2 0.4 0.3 -0.2 -0.2 0.2 0.1 CRUDE_W 0.2 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 -0.1 -0.5 -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 -0.2 0.1 -0.1 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 -0.1 0.2 0.0 -0.2 0.3 0.0 0.3 0.1 DOW -0.4 -0.2 0.2 -0.0 -0.1 0.0 -0.0 0.1 -0.0 -0.1 0.2 -0.0 0.3 -0.1 0.0 -0.7 -0.5 -0.7 -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 0.3 -0.1 0.4 0.4 -0.2 -0.1 -0.3 -0.1 DX 0.4 0.5 0.1 -0.0 -0.1 0.1 -0.1 0.1 -0.0 0.2 0.1 0.2 -0.2 0.2 0.1 0.4 0.3 0.4 0.3 0.2 0.1 0.3 0.0 0.2 -1.1 0.0 0.1 0.0 0.1 0.0 0.1 2.0 0.7 0.5 0.5 0.1 -0.1 0.1 -0.0 0.3 EUR -0.4 -0.4 -0.0 -0.0 -0.1 0.0 -0.0 0.1 -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 -0.2 0.7 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -1.2 -0.2 -0.4 -0.3 -0.3 -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 -0.1 -0.1 0.0 -0.2 0.0 -0.0 -0.5 -0.5 -0.5 -0.5 -0.0 -0.0 -0.0 -0.2 0.0 0.9 -0.0 -0.0 -0.0 0.0 -0.1 0.0 -1.7 0.1 0.1 0.2 0.0 -0.3 -0.3 0.3 0.1 EUROSTX -0.2 -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 -0.1 0.0 -0.1 0.3 -0.1 0.3 -0.0 -0.1 0.0 -0.1 0.2 -0.0 1.0 -0.4 -0.0 -0.0 -0.1 0.3 0.0 0.3 0.1 FEEDCOW 0.2 0.1 0.4 0.0 -0.2 -0.0 -0.1 -0.1 -0.0 0.2 0.4 0.2 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 0.1 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 -0.1 0.4 0.5 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.4 0.1 0.1 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 0.1 3.2 -0.7 -0.5 -0.5 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 -0.2 -0.0 -1.2 -1.2 -1.2 -1.2 -0.1 -0.2 -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 0.1 -0.1 0.1 -0.0 -0.2 0.2 -0.2 0.3 -0.2 -0.1 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.3 0.2 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 0.1 -0.1 0.4 -0.2 -0.2 -0.2 -0.0 0.0 0.2 0.1 0.3 GOLD_micro 0.2 -0.3 -0.4 -0.0 -0.2 -0.0 -0.1 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 -2.9 0.7 0.3 0.2 -0.4 -0.3 -0.3 -0.2 -0.3 HEATOIL -0.1 0.5 0.5 0.1 0.1 0.1 0.0 0.1 0.1 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 0.4 -0.7 -0.4 0.4 0.5 0.1 -0.0 -0.0 -0.0 JGB-SGX-mini 0.1 -0.5 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.1 0.1 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 -0.4 -0.4 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.3 -0.1 -0.3 -0.1 -0.1 -1.0 -0.8 -1.0 -0.9 -0.1 -0.2 -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 -0.3 -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 -0.0 -0.1 -0.2 -0.1 0.0 0.3 0.3 LIVECOW -0.1 -0.2 0.4 0.0 -0.2 -0.0 -0.1 -0.1 -0.0 0.2 0.4 0.1 0.6 0.1 0.2 -1.2 0.2 -0.4 0.2 0.2 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 0.2 0.1 0.5 -0.3 -0.3 -0.3 -0.3 LUMBER-new -0.0 -0.4 0.0 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 -0.3 -0.1 NaN -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -3.4 -0.1 0.1 -0.5 -0.2 -0.3 -0.3 -0.2 -0.3 MILK 0.5 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 0.1 -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 -0.3 -0.5 -0.1 -0.0 -0.1 0.0 -0.0 0.1 -0.0 -0.2 0.3 -0.1 0.5 -0.1 0.1 0.9 1.0 1.0 1.0 0.0 0.1 -0.2 0.4 -0.1 -1.1 0.0 -0.1 0.1 -0.1 0.3 -0.0 3.2 -0.7 -0.1 0.2 0.4 0.3 0.1 0.3 0.3 NASDAQ_micro -0.1 -0.5 0.3 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.2 0.1 0.2 -0.0 0.1 -0.6 -0.5 -0.6 -0.6 0.0 0.1 0.0 0.3 0.0 -1.1 0.0 -0.0 0.1 0.0 0.2 0.0 -0.8 0.2 0.3 0.1 0.5 -0.1 -0.2 -0.2 -0.2 NIKKEI 0.0 -0.3 0.3 -0.0 -0.1 0.0 -0.0 0.1 -0.0 0.2 0.3 0.1 0.4 0.0 0.1 1.0 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 0.6 0.5 0.3 0.5 0.1 0.0 -0.0 0.1 NZD -0.2 -0.5 -0.2 -0.0 -0.1 0.0 -0.0 0.1 -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 -0.2 -0.1 0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.7 0.1 -0.1 -0.3 -0.5 -0.0 -0.2 0.0 0.1 OAT 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 0.4 -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 0.0 0.1 OATIES 0.4 0.4 0.5 0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.3 0.1 -0.1 0.1 0.1 -1.2 -0.3 -1.1 -0.8 0.2 0.2 0.2 0.3 0.2 -1.1 0.1 0.0 0.1 0.0 0.1 0.0 -3.2 0.6 0.5 0.5 0.5 0.1 0.2 0.3 0.3 OJ 0.1 0.0 0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.0 0.1 0.4 0.1 0.5 0.1 0.1 1.2 1.2 1.2 1.2 0.2 0.2 0.2 0.4 0.2 -1.1 0.1 0.0 0.1 0.0 0.2 0.0 3.2 0.7 0.5 0.5 0.5 0.1 0.1 0.3 0.2 PALLAD 0.0 0.1 -0.3 -0.0 -0.1 -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 -0.1 -0.1 -0.0 -0.2 -0.0 0.3 -0.1 -0.2 0.1 -0.3 -0.3 -0.0 0.1 0.0 PLAT 0.3 -0.1 -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 -0.2 -0.1 -0.0 0.7 -0.0 -0.1 -0.0 -0.0 -0.0 0.0 0.4 0.1 0.4 0.2 -0.2 0.0 -0.2 0.3 -0.2 REDWHEAT -0.2 -0.5 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -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 -0.0 -0.2 -0.4 -0.2 -0.3 -0.3 -0.2 -0.1 RICE 0.1 0.3 0.3 0.0 -0.2 -0.0 -0.1 -0.1 -0.0 -0.2 0.2 0.0 0.1 0.1 0.1 -0.8 1.0 0.2 1.1 0.1 0.1 0.0 0.1 0.1 -1.1 0.0 -0.1 0.1 -0.0 0.0 0.0 3.2 0.4 0.2 0.5 0.4 -0.1 -0.3 0.1 -0.1 ROBUSTA -0.1 -0.2 0.0 0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.2 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 -0.1 0.1 -0.0 0.3 -0.0 3.2 0.2 -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 -0.2 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 -0.5 -1.2 -0.9 -0.0 -0.1 -0.1 -0.3 -0.0 0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -2.4 -0.1 0.0 0.2 -0.0 -0.3 -0.3 -0.3 -0.3 SILVER-mini 0.3 -0.1 -0.2 -0.0 -0.1 -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 -0.2 0.0 -0.0 0.4 0.0 -0.1 0.0 -0.0 0.0 0.0 -0.6 -0.1 0.4 0.3 0.1 -0.3 -0.3 -0.0 -0.3 SMI -0.0 -0.2 -0.3 -0.0 -0.1 0.0 -0.0 0.1 -0.0 -0.2 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 -0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -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 -0.1 -0.0 -0.1 -0.0 0.3 0.4 0.0 -0.0 -0.2 -0.3 -0.3 -0.1 -0.1 SOYBEAN 0.2 0.0 0.5 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 0.1 0.0 -0.0 0.0 0.1 -0.1 1.1 0.5 0.8 0.0 0.0 0.0 0.0 0.0 -1.1 0.0 -0.0 0.0 0.0 0.0 0.0 3.0 0.2 0.3 0.0 0.5 -0.2 0.1 -0.1 0.2 SOYMEAL 0.2 -0.0 -0.1 0.0 -0.1 -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 0.2 -0.0 0.2 -0.2 -0.2 -0.2 -0.2 SOYOIL -0.2 0.2 0.5 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 0.2 -0.1 -0.0 0.0 0.1 1.0 0.7 0.8 0.7 0.1 0.1 -0.1 0.1 0.0 -1.1 0.0 -0.1 0.1 -0.0 0.0 0.0 1.6 -0.1 0.2 0.1 0.5 0.0 0.1 0.3 0.3 SP400 -0.4 -0.4 0.3 -0.0 -0.1 0.0 -0.0 0.1 -0.0 -0.2 0.1 -0.1 0.2 -0.1 0.0 -0.4 -0.3 -0.4 -0.3 -0.0 0.0 -0.2 0.1 -0.1 -0.7 0.0 -0.0 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 -0.2 -0.5 0.3 -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 -0.7 -0.7 0.0 0.1 -0.0 0.3 -0.0 -0.9 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 -0.2 0.0 -0.2 -0.0 -0.1 -0.1 -0.0 0.2 0.3 0.2 0.4 0.1 0.1 -0.2 0.6 -0.1 0.2 0.2 0.2 0.2 0.4 0.2 -1.1 0.0 0.1 0.1 0.1 0.3 0.1 0.8 0.7 0.5 0.5 -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 -0.1 -0.1 -0.6 -0.4 -0.6 -0.5 -0.1 -0.1 -0.1 -0.2 -0.1 0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.6 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 -0.1 -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 0.1 0.3 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 -0.1 -0.1 -0.3 -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 -0.0 0.0 0.2 0.0 -0.2 -0.2 -0.3 -0.3 0.3 0.3 US30 0.1 -0.4 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.0 -0.2 -0.1 -0.1 -0.4 -0.2 -0.4 -0.3 -0.1 -0.1 -0.0 -0.2 -0.1 -0.1 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.5 0.3 0.1 -0.2 -0.1 -0.3 -0.3 0.3 0.3 US5 0.0 -0.2 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.0 -0.2 -0.1 -0.1 -0.9 -0.6 -0.8 -0.7 -0.1 -0.1 -0.1 -0.2 -0.1 0.2 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 -2.5 0.3 0.0 -0.0 -0.2 -0.3 -0.3 0.0 -0.2 VIX -0.1 0.7 -0.7 -0.1 -0.1 -0.3 -0.1 -0.5 -0.1 -0.4 -0.6 -0.3 -0.8 -0.2 -0.3 -1.8 -1.8 -1.8 -1.8 -0.3 -0.3 -0.3 -0.6 -0.2 NaN -0.1 -0.1 -0.4 -0.1 -0.6 -0.1 NaN NaN NaN NaN NaN -0.4 -0.4 NaN NaN WHEAT -0.3 -0.5 0.3 0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.8 -0.6 -0.7 -0.6 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -3.2 -0.0 -0.2 -0.2 -0.0 -0.3 -0.2 -0.2 -0.1 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -4.1 -19.4 -4.1 -1.2 -4.3 1.8 -4.5 2.3 -3.7 -12.9 -12.5 -12.7 -7.5 -14.0 -13.2 -3.2 -2.8 -3.0 -2.9 -14.0 -10.9 -10.6 -8.7 -13.1 2.8 -4.4 -3.7 -3.1 -3.8 -2.4 -4.3 -1.3 1.9 -4.3 -11.6 -15.5 -6.6 -20.0 -3.4 4.9 BITCOIN -17.4 -18.6 -0.8 -2.9 -12.4 -0.5 -6.7 1.3 -3.9 -15.8 6.2 -19.8 2.7 -20.0 -15.3 -5.7 -4.3 -6.4 -5.6 -14.4 -2.8 -12.3 1.1 -18.3 -20.0 -5.8 -1.5 -2.1 -4.4 0.2 -6.9 -1.6 12.9 -20.0 -19.3 -4.7 -13.4 20.0 -11.4 20.0 BOBL 4.5 2.3 -1.4 -2.2 -1.7 -2.4 -1.7 -2.8 -1.7 -4.7 -3.7 -2.4 -7.0 -1.0 -4.2 -20.0 -10.3 -20.0 -18.4 -2.3 -4.4 -2.9 -8.7 -1.6 9.6 -1.0 -2.1 -1.6 -1.6 -3.4 -0.7 -20.0 -0.8 2.1 6.2 1.9 -20.0 -20.0 -20.0 -16.7 BTP -0.9 -6.6 5.6 -3.5 -2.6 -3.7 -2.6 -4.4 -2.6 -6.8 4.9 -5.3 0.7 -5.3 -1.7 5.0 7.8 5.3 6.3 -2.2 0.3 -6.2 -2.0 -4.2 -6.6 -1.4 -4.0 0.7 -4.0 0.0 -2.7 15.9 -3.8 0.7 5.7 14.6 -14.2 -20.0 2.7 9.2 BUND 4.7 -2.5 2.7 -2.3 -1.8 -2.5 -1.7 -2.9 -1.8 -5.2 -5.1 -2.0 -7.7 -3.3 -4.9 3.9 8.3 5.5 6.5 -3.2 -4.5 -3.2 -8.5 -2.5 6.0 -1.7 -2.2 -1.9 -1.9 -3.4 -1.4 16.4 -1.4 2.3 3.6 3.2 -20.0 -20.0 -17.5 -1.2 BUXL 2.9 -6.8 3.9 -2.7 -2.0 -2.8 -2.0 -3.4 -2.0 -6.2 -8.3 -3.3 -9.7 -5.8 -6.3 0.2 1.0 0.7 1.2 -5.9 -7.0 -5.1 -11.6 -5.1 0.9 -2.6 -2.1 -2.5 -2.4 -3.4 -2.4 5.8 -3.7 0.5 -1.3 3.8 -20.0 -20.0 -5.4 15.4 CAC -5.5 -8.2 -9.1 -2.8 -5.4 0.7 -3.3 3.0 -3.5 -13.8 11.0 -11.1 19.7 -12.3 -6.1 -7.1 -1.2 -5.8 -3.6 -4.9 4.8 -11.0 17.3 -8.7 -5.2 -2.5 -5.9 2.4 -6.6 7.7 -4.9 6.1 -11.4 2.0 4.2 -4.5 20.0 -0.0 20.0 4.5 CAD -12.1 -20.0 2.8 -2.1 -7.0 3.1 -7.5 3.8 -6.2 -14.5 -2.7 -19.9 -11.6 -20.0 -18.6 -2.2 -2.0 -2.2 -2.2 -20.0 -9.5 -20.0 -7.1 -20.0 1.1 -6.7 -4.9 -2.8 -7.0 -1.6 -8.3 0.0 0.2 -16.6 -20.0 -15.2 -19.7 -20.0 -20.0 -17.8 CANOLA -0.3 5.5 20.0 0.6 -8.8 -0.7 -5.3 -2.6 -1.3 -12.7 8.5 0.7 -5.4 0.4 10.2 -7.6 10.9 -0.3 6.5 12.9 11.8 -10.3 1.7 1.9 -20.0 3.4 -2.8 2.0 -1.0 -1.1 1.5 6.8 1.1 16.9 7.1 20.0 -13.6 5.6 6.6 20.0 CHF -18.4 -12.6 4.1 -1.7 -5.9 2.6 -6.3 3.2 -5.2 -18.2 5.9 -19.5 13.1 -17.6 -5.8 -15.3 -13.5 -14.8 -14.2 -6.9 5.4 -20.0 10.1 -18.7 -9.7 -2.2 -9.2 2.5 -9.3 3.7 -7.0 -20.0 -13.3 -14.8 0.1 -3.9 -20.0 -20.0 -20.0 -20.0 COCOA 6.9 1.0 12.0 0.9 -14.3 -1.1 -8.6 -4.2 -2.2 18.8 20.0 20.0 20.0 20.0 20.0 -8.3 -2.5 -5.6 -3.5 20.0 20.0 20.0 20.0 20.0 -13.8 8.4 2.8 11.0 5.8 11.0 6.9 -13.7 20.0 20.0 20.0 20.0 -5.9 -12.3 14.8 -1.3 COFFEE -0.1 -6.6 -19.7 0.9 -13.6 -1.0 -8.2 -4.0 -2.0 -17.6 -14.5 -14.6 -13.6 -15.8 -20.0 -3.9 2.2 -1.0 1.0 -20.0 -20.0 -14.1 -18.3 -15.3 -20.0 -6.7 -10.6 -4.7 -9.0 -3.1 -7.5 -5.8 -4.7 -20.0 -20.0 -20.0 -20.0 -20.0 -15.5 -11.2 COPPER 3.0 -2.6 -1.6 -2.3 -10.1 -0.4 -5.4 1.1 -3.2 -15.0 -8.2 0.7 -3.5 -6.9 -3.1 -5.6 -2.5 -4.7 -3.6 -4.8 -5.2 -9.2 -4.9 -4.7 -5.6 -1.3 -9.3 -1.9 -5.0 -2.3 -1.9 1.6 2.8 2.6 9.1 4.7 7.3 -20.0 18.0 -18.5 CORN -1.8 -16.8 -4.8 0.3 -5.5 -0.4 -3.3 -1.6 -0.8 -3.6 -7.3 -0.6 -7.1 -7.2 -8.0 -11.5 3.7 -7.7 -2.5 -7.5 -7.8 -1.8 -6.2 -5.1 -8.0 -1.7 -1.0 -2.1 -1.4 -2.6 -1.9 -7.1 4.7 -2.2 -6.0 4.5 -3.6 5.3 1.4 11.6 COTTON2 -0.5 6.1 12.2 0.6 -10.1 -0.8 -6.1 -3.0 -1.5 -10.7 9.2 -2.1 -9.4 4.3 9.6 2.6 6.4 5.2 5.1 7.7 6.2 -2.4 -0.1 4.3 -20.0 4.7 -1.2 3.7 1.8 2.0 3.9 0.3 17.8 7.2 14.6 12.3 -17.1 -15.8 12.5 10.2 CRUDE_W 6.5 20.0 16.8 7.4 6.2 5.1 6.7 2.6 7.1 20.0 18.1 20.0 -4.7 20.0 20.0 12.5 8.9 9.6 8.5 20.0 20.0 20.0 11.8 20.0 -7.2 8.4 8.1 6.4 11.0 4.5 9.7 -20.0 20.0 -2.5 -18.7 -4.1 18.6 13.5 20.0 9.1 DAX -4.6 -13.5 -8.1 -2.6 -5.0 0.7 -3.0 2.7 -3.3 -14.9 6.0 -6.1 17.0 -14.0 -12.0 -9.2 -7.1 -8.8 -8.3 -8.2 1.4 -7.6 12.4 -8.9 18.7 -4.3 -4.8 -0.2 -3.9 4.3 -4.4 -3.3 -3.6 6.2 0.9 -8.8 20.0 0.5 20.0 7.3 DOW -15.5 -8.3 9.2 -2.2 -4.3 0.6 -2.6 2.3 -2.8 -9.6 9.5 -5.5 12.1 -6.5 4.9 -11.2 -8.0 -11.0 -9.9 0.2 6.8 -7.2 7.4 -6.4 -10.1 0.9 -0.3 4.0 -1.3 4.4 -1.9 -5.3 7.9 -5.2 14.6 17.4 -12.0 -6.7 -20.0 -6.9 DX 16.9 20.0 3.1 -1.6 -5.6 2.4 -6.0 3.0 -5.0 17.5 6.1 18.7 -8.7 19.2 16.4 7.4 5.2 6.5 5.8 18.4 6.9 20.0 1.9 20.0 -20.0 5.2 7.2 2.1 7.9 1.3 7.5 13.0 20.0 20.0 20.0 5.9 -4.2 6.7 -0.0 20.0 EUR -14.7 -17.3 -0.9 -1.5 -5.2 2.2 -5.5 2.8 -4.5 -15.6 -3.5 -16.6 8.8 -17.2 -12.4 -6.5 -6.8 -6.6 -6.6 -11.8 -2.8 -19.7 0.9 -18.2 13.4 -4.3 -6.7 -0.8 -7.6 0.5 -6.9 -7.9 -7.0 -16.4 -10.7 -12.9 -4.2 -19.7 2.3 0.2 EURIBOR-ICE 7.1 4.9 0.5 -2.1 -1.6 -2.3 -1.6 -2.7 -1.6 -4.3 -3.5 1.5 -6.6 2.6 -1.5 -8.4 -7.8 -9.0 -9.0 -0.5 -3.4 -0.1 -8.4 0.8 17.3 -0.1 -0.8 -1.2 0.0 -3.2 0.5 -11.0 3.5 4.9 9.3 1.2 -20.0 -20.0 20.0 9.4 EUROSTX -7.0 -12.6 -8.9 -2.4 -4.6 0.6 -2.8 2.5 -3.0 -14.0 7.8 -13.3 16.5 -14.4 -11.7 -4.8 -1.1 -4.6 -3.3 -6.4 2.8 -10.8 12.9 -9.6 5.3 -3.8 -7.4 0.9 -6.6 5.8 -5.6 6.3 -11.4 -0.2 -0.1 -4.6 20.0 3.1 20.0 10.5 FEEDCOW 7.4 5.0 16.2 1.0 -16.0 -1.2 -9.6 -4.7 -2.4 20.0 20.0 20.0 20.0 20.0 20.0 3.2 -20.0 -13.6 -20.0 20.0 20.0 20.0 20.0 20.0 2.3 10.2 9.2 13.1 10.9 14.4 10.0 -20.0 20.0 20.0 20.0 20.0 5.9 -10.6 20.0 -2.2 GASOIL -7.0 20.0 20.0 5.6 4.7 3.9 5.1 2.0 5.3 15.1 13.5 13.0 1.0 17.3 18.3 20.0 20.0 20.0 20.0 20.0 20.0 19.4 13.1 20.0 11.5 6.3 4.7 4.9 3.6 2.4 4.7 0.0 -20.0 -4.7 11.5 15.2 -15.4 2.5 -18.2 -4.8 GASOLINE -5.8 17.6 20.0 7.2 6.0 5.0 6.5 2.5 6.8 20.0 20.0 17.8 2.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 8.2 5.7 8.6 6.0 7.9 6.1 20.0 -20.0 -20.0 -19.2 10.4 17.7 14.1 20.0 4.6 GAS_US_mini -11.2 8.6 20.0 6.2 5.2 4.3 5.6 2.2 5.9 -16.5 -17.1 -19.3 -20.0 -18.1 -5.9 -20.0 -20.0 -20.0 -20.0 -8.4 -18.4 -16.1 -20.0 -13.0 20.0 -0.7 -2.0 -1.3 -4.0 -3.8 -3.5 -20.0 -20.0 -20.0 -20.0 -20.0 5.8 7.4 -5.0 -0.1 GBP -13.3 -16.0 5.6 -1.7 -5.9 2.6 -6.3 3.2 -5.2 -18.2 7.6 -18.4 12.2 -19.0 -6.3 0.1 -0.7 0.1 -0.3 -6.8 4.8 -20.0 7.4 -16.3 -1.2 -3.1 -11.0 2.0 -10.1 2.2 -7.7 2.7 -7.1 -6.9 -7.6 -1.3 0.8 14.2 5.4 20.0 GOLD_micro 6.1 -13.5 -14.8 -3.3 -14.3 -0.5 -7.7 1.5 -4.5 -19.6 -9.8 1.2 6.1 -11.2 -17.1 -18.5 -13.5 -17.3 -15.6 -16.1 -11.5 -7.1 0.9 -9.0 -11.5 -2.9 0.2 -1.7 2.8 2.0 0.6 -18.2 20.0 12.5 7.0 -15.0 -20.0 -20.0 -13.3 -20.0 HEATOIL -5.9 20.0 20.0 6.5 5.5 4.5 5.9 2.3 6.2 17.8 14.3 16.6 -0.6 19.9 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 15.9 20.0 -20.0 7.2 2.1 6.2 2.1 4.1 4.7 2.3 -20.0 -17.1 14.1 20.0 5.0 -0.7 -0.2 -3.6 JGB-SGX-mini 3.1 -20.0 -10.3 -2.6 -2.0 -2.8 -2.0 -3.3 -2.0 8.3 3.5 6.7 5.3 -5.5 -6.8 20.0 20.0 17.3 17.2 -4.9 -1.2 2.4 3.0 -1.9 0.0 -1.9 1.7 -0.8 1.0 -0.0 -0.6 20.0 9.3 6.6 -2.6 4.4 -20.0 -8.6 5.7 8.0 JPY -5.6 -14.2 -17.1 -1.1 -3.6 1.6 -3.9 2.0 -3.2 -10.4 -12.3 -11.7 -11.3 -12.6 -12.7 -16.3 -14.0 -16.2 -15.5 -17.6 -18.5 -11.7 -18.5 -14.7 20.0 -4.5 -2.8 -4.4 -3.4 -4.3 -4.0 -20.0 -4.5 -8.3 -11.8 -20.0 -6.2 -20.0 -5.7 -20.0 LEANHOG 0.3 3.3 6.6 0.5 -8.6 -0.6 -5.2 -2.5 -1.3 5.9 -2.5 8.9 -6.1 -3.0 7.7 20.0 20.0 20.0 20.0 -0.5 -5.2 4.2 -11.5 1.3 13.8 -2.4 0.4 -6.4 1.4 -9.8 -0.3 20.0 20.0 -0.4 -5.9 -8.8 -8.8 0.3 19.5 20.0 LIVECOW -5.4 -9.9 17.2 1.0 -15.6 -1.2 -9.4 -4.6 -2.4 20.0 20.0 17.7 20.0 8.7 20.0 -20.0 3.1 -7.2 3.7 19.3 20.0 20.0 20.0 13.8 3.8 8.3 8.5 13.1 8.1 14.3 5.8 -0.3 20.0 9.6 4.9 20.0 -20.0 -20.0 -20.0 -19.8 LUMBER-new -1.7 -13.5 1.8 0.9 -14.6 -0.7 -8.8 -3.0 -2.2 -20.0 -20.0 -20.0 -20.0 -20.0 -19.8 -17.9 -13.6 -15.4 -14.1 -14.9 -13.0 -15.1 -11.3 -16.1 NaN -5.5 -6.0 -4.0 -7.6 -2.8 -7.0 -20.0 -1.6 2.4 -20.0 -8.4 -20.0 -20.0 -10.8 -20.0 MILK 18.5 19.8 9.8 0.5 -7.2 -0.5 -4.3 -2.1 -1.1 8.2 -3.9 10.6 -9.7 11.0 4.8 11.9 -20.0 -19.6 -20.0 5.8 -5.7 11.7 -13.5 12.5 -1.5 1.1 2.0 -3.0 3.7 -5.3 3.7 -20.0 20.0 15.6 20.0 -15.2 -20.0 -20.0 -14.3 -20.0 MXP -11.6 -19.2 -5.0 -1.5 -5.1 2.2 -5.5 2.8 -4.5 -15.6 15.4 -14.8 17.5 -7.1 9.2 15.6 17.6 16.9 17.2 3.3 16.7 -20.0 20.0 -11.7 -20.0 1.3 -11.5 6.6 -10.4 9.7 -4.9 20.0 -20.0 -2.7 7.8 16.4 20.0 7.0 20.0 20.0 NASDAQ_micro -4.4 -20.0 11.7 -1.4 -2.8 0.4 -1.7 1.5 -1.8 -0.5 9.7 6.0 8.2 -0.5 6.0 -9.4 -8.1 -10.0 -9.5 5.0 12.2 1.5 12.9 2.0 -20.0 1.9 -0.9 5.5 0.3 6.6 0.2 -5.2 5.4 10.4 3.4 20.0 -5.3 -15.3 -15.3 -17.6 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 18.1 20.0 10.0 20.0 6.3 3.5 -2.1 10.2 NZD -6.5 -19.2 -6.7 -1.2 -4.2 1.8 -4.5 2.3 -3.7 -11.0 -11.7 -12.3 -1.3 -14.1 -13.4 -0.2 0.4 0.0 0.2 -14.2 -10.2 -10.3 -7.3 -13.7 0.3 -4.4 -2.7 -2.9 -3.6 -1.9 -4.5 4.2 3.2 -5.4 -12.9 -18.6 -2.7 -13.9 1.1 7.4 OAT 5.1 -3.1 3.8 -2.6 -1.9 -2.7 -1.9 -3.2 -1.9 -5.6 -5.5 -1.8 -8.0 -3.1 -4.4 5.6 8.4 6.1 7.1 -3.0 -4.1 -3.3 -7.9 -2.4 8.2 -1.6 -2.5 -1.8 -2.0 -3.5 -1.3 17.3 -1.1 3.0 4.1 4.8 -20.0 -20.0 1.1 5.0 OATIES 14.0 15.3 20.0 0.7 -11.1 -0.8 -6.7 -3.3 -1.7 -5.1 15.1 8.9 -4.8 11.7 15.8 -20.0 -4.9 -18.3 -13.0 20.0 20.0 16.6 15.5 20.0 -20.0 6.2 1.2 5.0 3.7 2.6 5.8 -20.0 18.8 20.0 20.0 20.0 3.9 17.6 19.4 20.0 OJ 5.0 0.2 4.8 0.7 -10.7 -0.8 -6.4 -3.1 -1.6 9.7 16.8 11.4 17.2 14.3 15.7 20.0 20.0 20.0 20.0 20.0 20.0 15.8 20.0 20.0 -20.0 6.4 3.3 7.0 4.0 8.0 5.4 20.0 20.0 20.0 20.0 20.0 9.2 5.6 20.0 17.5 PALLAD 0.4 5.4 -14.0 -1.7 -7.1 -0.3 -3.8 0.8 -2.2 -11.2 -12.5 -11.1 -12.7 -10.1 -12.0 -2.5 -2.6 -2.7 -2.8 -10.2 -17.0 -8.7 -20.0 -7.7 -1.7 -3.7 -4.9 -4.7 -4.7 -5.5 -3.7 2.1 -2.3 -8.4 2.3 -13.8 -20.0 -3.6 6.9 0.6 PLAT 13.7 -2.1 -16.7 -1.9 -8.0 -0.3 -4.3 0.8 -2.5 -12.6 -9.6 -5.4 -2.4 -2.8 -8.8 -3.5 -2.2 -3.2 -2.8 -5.8 -7.5 -14.6 -4.7 -5.2 14.0 -0.3 -5.6 -1.3 -1.5 -0.8 1.0 2.4 4.1 14.7 9.9 -9.4 1.1 -16.6 19.1 -12.8 REDWHEAT -8.5 -20.0 -3.7 0.5 -7.6 -0.6 -4.6 -2.2 -1.2 -4.4 -7.7 -7.3 -10.8 -11.7 -10.5 -3.2 1.8 -2.1 0.2 -12.1 -8.5 -6.2 -6.1 -11.8 -12.1 -3.3 -1.2 -2.1 -2.2 -1.1 -3.6 -6.7 -1.0 -9.3 -14.2 -6.9 -20.0 -19.7 -12.5 -8.3 RICE 5.8 11.7 12.5 0.8 -12.3 -0.9 -7.4 -3.6 -1.9 -12.6 8.0 5.1 3.4 13.1 16.3 -13.7 17.6 3.9 18.4 14.8 9.5 1.5 4.0 13.2 -20.0 4.8 -10.2 3.4 -3.1 1.4 2.9 20.0 12.6 7.0 20.0 17.8 -6.1 -19.6 8.5 -11.0 ROBUSTA -5.2 -7.3 1.7 0.7 -10.4 -0.8 -6.3 -3.1 -1.6 -13.2 11.6 -3.7 12.6 -4.0 -1.9 20.0 20.0 20.0 20.0 2.2 13.4 -6.7 20.0 -2.8 -15.6 0.6 -8.5 6.6 -4.4 10.2 -2.2 20.0 6.6 -13.7 -3.7 11.7 -2.5 -15.5 14.9 -5.8 RUSSELL -15.1 -12.3 10.7 -2.2 -4.4 0.6 -2.6 2.4 -2.8 -15.1 1.5 -12.1 -1.0 -13.2 0.5 -7.9 -5.7 -7.5 -6.8 -4.8 2.8 -14.4 0.8 -12.3 -2.8 -0.3 -1.3 2.1 -0.1 2.2 -1.5 -0.7 12.4 -0.0 4.2 20.0 -7.9 -10.4 -20.0 -14.1 SHATZ 3.1 8.3 -7.9 -2.2 -1.6 -2.3 -1.6 -2.7 -1.7 -4.8 -5.8 -4.8 -7.4 -2.2 -4.6 -20.0 -7.7 -20.0 -14.9 -3.2 -6.7 -4.1 -12.2 -2.3 10.9 -1.3 -2.9 -2.6 -2.3 -5.1 -1.1 -14.9 -3.2 0.0 7.7 -1.3 -20.0 -20.0 -20.0 -20.0 SILVER-mini 10.4 -5.9 -6.4 -1.8 -6.4 -0.2 -2.7 1.1 -1.8 -14.5 1.5 -3.2 5.1 -2.7 -3.6 -7.8 -5.9 -7.2 -6.7 -1.4 -0.1 -13.2 1.9 -2.8 7.5 1.5 -5.5 1.5 -0.9 1.3 1.9 -4.1 -4.0 16.8 13.9 3.1 -20.0 -20.0 -2.3 -20.0 SMI -1.5 -8.0 -10.3 -2.5 -4.8 0.7 -2.9 2.6 -3.1 -13.0 2.1 -2.2 5.5 -9.3 -12.3 -3.4 0.7 -3.1 -1.7 -8.7 -4.6 -7.8 0.6 -7.5 5.6 -2.7 -7.2 -1.8 -4.8 -1.7 -2.9 9.3 -9.4 3.1 11.6 -12.4 -8.6 -12.2 -20.0 -16.0 SOFR 1.1 -12.3 -14.1 -2.7 -2.0 -2.8 -2.0 -3.3 -2.0 -7.1 -6.3 -0.9 -4.0 -5.1 -7.1 -1.9 -0.9 -1.8 -1.5 -8.0 -7.4 -3.2 -6.1 -5.0 -1.6 -2.6 -0.4 -2.5 -0.0 -2.0 -1.0 1.6 10.7 1.1 -0.2 -6.1 -20.0 -20.0 -8.5 -4.0 SOYBEAN 8.9 0.5 20.0 0.4 -7.1 -0.5 -4.3 -2.1 -1.1 -8.8 6.0 2.7 -0.1 1.3 7.1 -1.3 18.6 8.1 13.5 5.9 4.5 0.4 1.4 4.0 -20.0 2.4 -1.0 1.8 0.2 0.7 1.5 19.3 5.0 13.5 0.0 18.5 -12.4 5.9 -8.8 17.0 SOYMEAL 9.3 -0.3 -4.5 0.5 -7.4 -0.6 -4.5 -2.2 -1.1 -7.0 -3.5 0.2 2.5 0.9 -0.0 4.5 18.6 11.3 16.6 1.1 0.0 -1.7 2.1 0.9 -20.0 1.8 -0.5 2.0 -0.5 3.0 0.9 20.0 0.0 7.8 -0.5 8.9 -16.6 -19.0 -13.4 -17.7 SOYOIL -7.0 7.2 20.0 0.5 -8.4 -0.6 -5.1 -2.5 -1.3 -11.7 9.5 -6.3 -0.4 0.2 11.1 16.1 11.4 13.9 11.5 11.0 11.4 -9.0 5.1 1.2 -20.0 3.3 -4.3 3.4 -2.7 1.5 0.3 10.0 -1.5 8.6 3.6 20.0 1.0 6.6 19.4 20.0 SP400 -15.5 -14.8 12.1 -2.1 -4.2 0.6 -2.5 2.3 -2.7 -14.8 4.3 -12.4 7.0 -11.8 3.9 -6.8 -5.0 -6.3 -5.8 -3.1 5.0 -15.5 5.6 -11.5 -12.4 0.2 -1.3 2.3 0.2 2.5 -0.9 0.7 14.7 1.8 2.8 19.9 -0.0 -11.7 -16.2 -16.7 SP500_micro -8.3 -20.0 13.7 -2.0 -3.9 0.5 -2.3 2.1 -2.5 -7.4 11.9 3.3 10.0 -3.7 6.8 -11.6 -9.3 -12.1 -11.1 4.2 12.3 -2.1 12.5 -0.7 -17.0 1.8 -0.9 5.5 0.0 5.9 -0.2 -7.4 8.1 7.7 6.7 20.0 -5.4 -13.5 -20.0 -19.8 SUGAR11 20.0 0.6 -9.9 0.8 -12.8 -1.0 -7.7 -3.8 -1.9 14.6 15.2 18.4 16.0 17.5 10.9 -3.3 10.9 -1.3 4.0 19.1 18.3 20.0 20.0 20.0 -20.0 5.3 4.1 6.9 8.4 11.1 8.2 4.9 20.0 20.0 18.1 -1.0 -20.0 -20.0 8.6 -2.3 US10 1.6 -11.6 -16.8 -2.3 -1.8 -2.5 -1.7 -2.9 -1.8 -6.0 -7.3 -3.0 -7.7 -6.1 -7.7 -9.6 -7.2 -9.3 -8.9 -9.3 -10.0 -4.1 -10.4 -6.1 1.0 -2.7 -0.0 -2.9 -0.0 -2.8 -1.2 -10.4 8.5 1.0 -2.3 -7.8 -20.0 -20.0 15.1 0.1 US10U 1.7 -13.0 -13.6 -3.1 -2.3 -3.3 -2.3 -3.9 -2.3 -8.1 -9.5 -4.7 -9.9 -8.4 -9.9 -1.0 -1.4 -2.4 -2.3 -12.3 -12.5 -6.0 -12.7 -8.7 -3.4 -3.5 -0.1 -3.7 -0.2 -3.2 -1.7 0.3 9.9 1.4 -5.2 -9.3 -20.0 -20.0 20.0 18.5 US2 7.1 -3.9 -20.0 -2.4 -1.8 -2.5 -1.8 -3.0 -1.8 -3.9 -8.6 -3.5 -8.5 -6.3 -8.5 -20.0 -20.0 -20.0 -20.0 -11.0 -15.3 -3.8 -17.9 -5.7 8.7 -2.7 0.5 -3.9 0.5 -4.7 -0.8 -20.0 13.4 1.4 -0.4 -13.1 -20.0 -20.0 -20.0 -20.0 US20 1.6 -16.3 -13.1 -2.3 -1.7 -2.4 -1.7 -2.9 -1.7 -5.1 -6.8 -1.8 -6.6 -6.0 -7.0 -4.5 -1.8 -2.9 -2.4 -10.1 -9.8 -4.4 -9.5 -7.2 -3.2 -2.6 0.2 -2.6 -0.1 -2.2 -1.4 0.0 6.4 0.9 -6.6 -6.6 -20.0 -20.0 20.0 20.0 US30 4.1 -14.2 -8.9 -2.7 -2.0 -2.8 -2.0 -3.4 -2.0 -5.3 -8.3 -1.1 -8.1 -6.5 -7.7 -7.1 -3.4 -6.6 -5.0 -10.4 -10.6 -3.9 -11.5 -7.0 -2.8 -2.9 0.5 -2.9 0.3 -2.6 -1.2 -3.4 8.0 3.9 -7.1 -5.3 -20.0 -20.0 20.0 20.0 US5 0.9 -9.7 -18.7 -2.5 -1.9 -2.6 -1.8 -3.1 -1.9 -5.7 -7.9 -3.6 -8.3 -6.5 -8.3 -14.5 -9.8 -13.6 -12.4 -9.5 -10.9 -4.2 -12.0 -6.1 3.7 -2.8 -0.0 -3.3 0.0 -3.4 -1.2 -15.5 10.4 0.3 -0.7 -8.7 -20.0 -20.0 1.3 -16.5 VIX -2.5 17.3 -18.4 -6.7 -3.9 -9.7 -5.7 -11.3 -5.5 -19.0 -20.0 -20.0 -20.0 -17.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.0 -20.0 -17.5 NaN -7.6 -5.4 -11.4 -7.7 -13.9 -6.7 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -13.6 -18.7 11.7 0.3 -4.7 -0.4 -2.8 -1.4 -0.7 -6.0 -6.2 -6.8 -7.4 -7.5 -6.8 -12.8 -9.6 -11.5 -10.8 -7.8 -6.5 -5.9 -6.7 -8.5 -3.0 -1.9 -1.6 -1.5 -2.4 -1.6 -2.7 -20.0 -1.4 -9.5 -7.1 -0.7 -20.0 -13.7 -15.7 -8.6 End of report for caleb_strategy_v3