******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20230913_204339 produced at 2023-09-13 21:39:16.900635 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.31 0.0 0.00 0.00 0.00 0.00 -15.87 11.0 0 0 caleb_strategy_v3 US2 False True 0.07 0.00 -0.31 0.0 0.00 0.00 0.00 0.00 -4.46 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.10 -0.29 0.0 0.10 -0.10 -0.10 -0.09 -50.36 17.0 -17 -16 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.23 0.0 0.00 0.00 0.00 0.00 -5.94 24.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.28 -0.20 0.0 0.37 -0.37 -0.28 -0.28 -30.20 56.0 -42 -42 caleb_strategy_v3 CHF False False 0.05 -0.44 -0.19 0.0 0.63 -0.63 -0.44 -0.44 -3.97 13.0 -9 -9 caleb_strategy_v3 CAD False False 0.03 0.00 -0.14 0.0 0.74 -0.74 0.00 0.00 -5.65 29.0 0 0 caleb_strategy_v3 US5 False False 0.04 -0.22 -0.12 0.0 0.91 -0.91 -0.22 -0.22 -3.18 25.0 -6 -6 caleb_strategy_v3 JPY False False 0.03 -0.09 -0.09 0.0 0.50 -0.50 -0.09 -0.12 -3.14 17.0 -3 -4 caleb_strategy_v3 EUR False False 0.05 -0.32 -0.07 0.0 0.65 -0.65 -0.32 -0.32 -1.53 14.0 -7 -7 caleb_strategy_v3 BITCOIN False False 0.00 -0.04 -0.07 0.0 0.05 -0.05 -0.04 -0.04 -78.67 59.0 -43 -43 caleb_strategy_v3 BOBL False False 0.04 -0.43 -0.07 0.0 0.82 -0.82 -0.43 -0.43 -1.69 19.0 -10 -10 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.06 -0.06 0.0 0.07 -0.07 -0.06 -0.06 -22.76 26.0 -23 -22 caleb_strategy_v3 AUD False False 0.02 0.00 -0.06 0.0 0.42 -0.42 0.00 0.00 -2.63 19.0 0 0 caleb_strategy_v3 US10 False False 0.04 0.00 -0.06 0.0 0.64 -0.64 0.00 0.00 -1.58 17.0 0 0 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.06 0.0 0.18 -0.18 0.00 0.00 -0.67 2.0 0 0 caleb_strategy_v3 COPPER False False 0.03 -0.10 -0.05 0.0 0.20 -0.20 -0.10 -0.10 -1.51 6.0 -3 -3 caleb_strategy_v3 RUSSELL False False 0.00 0.00 -0.05 0.0 0.22 -0.22 0.00 0.00 -14.74 68.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.02 -0.05 0.0 0.43 -0.43 0.02 0.00 -2.48 21.0 1 0 caleb_strategy_v3 US10U False False 0.04 -0.08 -0.04 0.0 0.51 -0.51 -0.08 -0.12 -0.93 13.0 -2 -3 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.04 0.0 0.37 -0.37 0.00 0.00 -4.78 48.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.00 0.00 -0.04 0.0 0.01 -0.01 0.00 0.00 -8.28 3.0 0 0 caleb_strategy_v3 SMI False False 0.04 -0.04 -0.03 0.0 0.38 -0.38 -0.04 -0.13 -0.75 9.0 -1 -3 caleb_strategy_v3 DOW False False 0.01 -0.02 -0.03 0.0 0.40 -0.40 -0.02 -0.01 -5.47 66.0 -3 -1 caleb_strategy_v3 US30 False False 0.04 0.00 -0.02 0.0 0.26 -0.26 0.00 0.00 -0.39 6.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.02 0.0 0.10 -0.10 -0.04 -0.04 -1.58 8.0 -3 -3 caleb_strategy_v3 PALLAD False False 0.04 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -0.55 2.0 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 -2.28 23.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 -0.02 0.0 0.06 -0.06 0.00 0.00 -1.40 5.0 0 0 caleb_strategy_v3 US20 False False 0.04 -0.08 -0.02 0.0 0.37 -0.37 -0.08 -0.08 -0.57 9.0 -2 -2 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.02 0.0 0.10 -0.10 -0.03 -0.03 -1.66 9.0 -3 -3 caleb_strategy_v3 CORN False False 0.01 -0.02 -0.02 0.0 0.11 -0.11 -0.02 -0.02 -2.52 12.0 -2 -2 caleb_strategy_v3 GBP False False 0.03 -0.03 -0.02 0.0 0.59 -0.59 -0.03 -0.03 -0.66 22.0 -1 -1 caleb_strategy_v3 BTP False False 0.04 0.00 -0.02 0.0 0.42 -0.42 0.00 0.00 -0.57 10.0 0 0 caleb_strategy_v3 COFFEE False False 0.02 -0.02 -0.02 0.0 0.12 -0.12 -0.02 -0.02 -1.14 6.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.42 9.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.00 -0.01 0.0 0.48 -0.48 0.00 0.00 -0.18 10.0 0 0 caleb_strategy_v3 BUXL False False 0.05 -0.14 -0.01 0.0 0.19 -0.19 -0.14 -0.14 -0.18 4.0 -3 -3 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 -0.01 0.0 0.00 -0.00 0.00 0.00 -0.70 0.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 -0.01 0.0 0.04 -0.04 0.00 0.00 -0.57 4.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.01 0.0 0.20 -0.20 0.00 0.00 -3.52 51.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.07 0.00 0.0 0.16 -0.16 0.07 0.04 0.11 7.0 3 2 caleb_strategy_v3 COTTON2 False False 0.01 0.00 0.00 0.0 0.16 -0.16 0.00 0.00 0.08 11.0 0 0 caleb_strategy_v3 PLAT False False 0.02 -0.02 -0.00 0.0 0.16 -0.16 -0.02 -0.03 -0.16 10.0 -1 -2 caleb_strategy_v3 ROBUSTA False False 0.01 0.03 0.01 0.0 0.20 -0.20 0.03 0.03 0.94 23.0 4 4 caleb_strategy_v3 OATIES False True 0.01 0.00 0.01 0.0 0.00 0.00 0.00 0.00 1.56 2.0 0 0 caleb_strategy_v3 OAT False False 0.05 0.28 0.01 0.0 0.46 -0.46 0.28 0.28 0.15 10.0 6 6 caleb_strategy_v3 CAC False False 0.03 0.00 0.01 0.0 0.32 -0.32 0.00 0.11 0.50 12.0 0 4 caleb_strategy_v3 SOYOIL False False 0.01 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.44 10.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 0.14 0.02 0.0 0.31 -0.31 0.14 0.13 1.25 20.0 9 8 caleb_strategy_v3 SUGAR11 False False 0.01 0.01 0.02 0.0 0.19 -0.19 0.01 0.01 1.54 18.0 1 1 caleb_strategy_v3 COCOA False False 0.01 0.05 0.03 0.0 0.33 -0.33 0.05 0.05 2.33 26.0 4 4 caleb_strategy_v3 OJ False False 0.02 0.00 0.04 0.0 0.05 -0.05 0.00 0.00 2.24 3.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.04 0.0 0.34 -0.34 0.00 0.00 6.31 58.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.00 0.05 0.0 0.14 -0.14 0.00 0.00 1.10 3.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.15 0.07 0.0 0.15 -0.15 0.15 0.15 1.94 4.0 4 4 caleb_strategy_v3 LEANHOG False False 0.01 0.08 0.08 0.0 0.14 -0.14 0.08 0.08 7.45 13.0 8 8 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.27 0.08 0.0 0.90 -0.90 0.27 0.27 0.85 10.0 3 3 caleb_strategy_v3 GASOIL False False 0.03 0.06 0.08 0.0 0.13 -0.13 0.06 0.09 2.41 4.0 2 3 caleb_strategy_v3 LIVECOW False False 0.03 0.03 0.08 0.0 0.44 -0.44 0.03 0.03 3.02 17.0 1 1 caleb_strategy_v3 DX False False 0.04 0.00 0.11 0.0 35927876.81 -35927876.81 0.00 0.00 3.02 999999999.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.04 0.22 0.15 0.0 0.36 -0.36 0.22 0.22 3.33 8.0 5 5 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.51 0.18 0.0 0.54 -0.54 0.51 0.51 5.32 16.0 15 15 caleb_strategy_v3 CRUDE_W False False 0.03 0.15 0.19 0.0 0.15 -0.15 0.15 0.15 6.40 5.0 5 5 caleb_strategy_v3 MXP False False 0.01 0.60 0.21 0.0 0.60 -0.60 0.60 0.50 20.65 60.0 60 50 caleb_strategy_v3 NIKKEI False False 0.01 0.24 0.31 0.0 0.27 -0.27 0.24 0.26 41.19 36.0 32 34 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 19.7 Shocked risk 59.3 Sum abs risk 60.3 Leverage 5.73 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2906656.59, 'annual_cash_vol_target': 726664.1475, 'daily_cash_vol_target': 45416.50921875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0042 0.6436 0.6572 10.5147 BITCOIN 762.1541 26205.0000 2.9084 46.5349 BOBL 0.2552 116.3600 0.2193 3.5084 BTP 0.6104 112.6500 0.5418 8.6693 BUND 0.5429 130.6900 0.4154 6.6467 BUXL 1.2770 129.6200 0.9852 15.7626 CAC 51.3957 7222.0000 0.7117 11.3865 CAD 0.0028 0.7380 0.3773 6.0375 CANOLA 7.8269 764.0000 1.0245 16.3914 CHF 0.0046 1.1306 0.4095 6.5526 COCOA 38.8085 3733.0000 1.0396 16.6337 COFFEE 2.4764 151.6000 1.6335 26.1362 COPPER 0.0410 3.7815 1.0829 17.3268 CORN 7.4443 509.7500 1.4604 23.3661 COTTON2 1.2329 86.9400 1.4181 22.6901 CRUDE_W 0.9728 87.2000 1.1156 17.8499 DAX 103.6767 15777.0000 0.6571 10.5142 DOW 189.6208 34851.0000 0.5441 8.7054 DX 0.3708 104.4300 0.3551 5.6812 EUR 0.0050 1.0732 0.4623 7.3965 EURIBOR-ICE 0.0504 96.9750 0.0520 0.8317 EUROSTX 35.6725 4238.0000 0.8417 13.4677 FEEDCOW 1.3146 261.4000 0.5029 8.0463 GASOIL 13.4244 917.2500 1.4636 23.4169 GASOLINE 0.0326 2.5693 1.2704 20.3256 GAS_US_mini 0.0834 2.9900 2.7893 44.6290 GBP 0.0063 1.2485 0.5070 8.1118 GOLD_micro 9.4462 1913.4000 0.4937 7.8990 HEATOIL 0.0409 3.1974 1.2795 20.4723 JGB-SGX-mini 0.2258 145.6000 0.1551 2.4817 JPY 0.0000 0.0068 0.6054 9.6857 LEANHOG 1.1780 76.3750 1.5424 24.6791 LIVECOW 1.0290 187.7000 0.5482 8.7716 LUMBER-new 8.4560 503.0000 1.6811 26.8979 MILK 0.2556 18.3600 1.3922 22.2757 MXP 0.0005 0.0582 0.7825 12.5194 NASDAQ_micro 142.3113 15516.7500 0.9171 14.6743 NIKKEI 273.2226 32595.0000 0.8382 13.4118 NZD 0.0038 0.5905 0.6456 10.3300 OAT 0.5539 125.3600 0.4418 7.0693 OATIES 6.8091 510.2500 1.3345 21.3515 OJ 5.0377 327.4000 1.5387 24.6192 PALLAD 20.5364 1257.5000 1.6331 26.1298 PLAT 12.9324 903.9000 1.4307 22.8918 REDWHEAT 12.7174 743.7500 1.7099 27.3584 RICE 0.1764 16.2000 1.0889 17.4227 ROBUSTA 31.5992 2478.0000 1.2752 20.4030 RUSSELL 15.7100 1856.5000 0.8462 13.5395 SHATZ 0.0823 105.0900 0.0783 1.2535 SILVER-mini 0.3223 23.4500 1.3746 21.9933 SMI 66.1074 11008.0000 0.6005 9.6086 SOFR 0.0651 96.2800 0.0676 1.0820 SOYBEAN 14.6250 1292.2500 1.1317 18.1080 SOYMEAL 5.2251 392.4000 1.3316 21.3053 SOYOIL 0.8297 61.6100 1.3468 21.5484 SP400 18.9889 2578.6000 0.7364 11.7825 SP500_micro 29.2598 4506.5000 0.6493 10.3885 SUGAR11 0.3227 26.8600 1.2014 19.2231 US10 0.3843 110.0312 0.3492 5.5877 US10U 0.5390 114.6406 0.4702 7.5231 US2 0.0990 101.6250 0.0974 1.5589 US20 0.7637 119.7500 0.6377 10.2040 US30 1.1593 126.7500 0.9146 14.6342 US5 0.2477 106.2734 0.2330 3.7288 VIX 0.4453 16.7000 2.6664 42.6622 WHEAT 11.9107 673.0000 1.7698 28.3167 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 643.55 0.66 422.92 1.00 422.92 45416.51 107.39 -9.45 -101.46 BITCOIN 26.20 2.91 76.22 1.00 76.22 45416.51 595.90 -12.19 -726.44 BOBL 1163.60 0.22 255.15 1.07 273.96 45416.51 165.78 -10.04 -166.38 BTP 1126.50 0.54 610.37 1.07 655.36 45416.51 69.30 -2.41 -16.67 BUND 1306.90 0.42 542.91 1.07 582.92 45416.51 77.91 -2.24 -17.47 BUXL 1296.20 0.99 1276.97 1.07 1371.08 45416.51 33.12 -5.30 -17.55 CAC 722.20 0.71 513.96 1.07 551.84 45416.51 82.30 1.77 14.55 CAD 738.05 0.38 278.50 1.00 278.50 45416.51 163.08 -13.36 -217.91 CANOLA 152.80 1.02 156.54 0.74 115.21 45416.51 394.22 -3.67 -144.72 CHF 1413.19 0.41 578.75 1.00 578.75 45416.51 78.47 -19.50 -153.03 COCOA 373.30 1.04 388.09 1.00 388.09 45416.51 117.03 9.28 108.63 COFFEE 568.50 1.63 928.65 1.00 928.65 45416.51 48.91 -20.00 -97.81 COPPER 945.38 1.08 1023.77 1.00 1023.77 45416.51 44.36 -3.15 -13.95 CORN 254.88 1.46 372.21 1.00 372.21 45416.51 122.02 -8.48 -103.43 COTTON2 434.70 1.42 616.46 1.00 616.46 45416.51 73.67 0.53 3.88 CRUDE_W 872.00 1.12 972.82 1.00 972.82 45416.51 46.69 12.66 59.11 DAX 157.77 0.66 103.68 1.07 111.32 45416.51 407.99 4.53 184.95 DOW 174.26 0.54 94.81 1.00 94.81 45416.51 479.02 -4.91 -235.37 DX 1044.30 0.36 370.80 1.00 370.80 45416.51 122.48 9.49 116.24 EUR 1341.56 0.46 620.18 1.00 620.18 45416.51 73.23 -8.06 -59.05 EURIBOR-ICE 2424.38 0.05 126.03 1.07 135.32 45416.51 335.63 0.75 25.04 EUROSTX 423.80 0.84 356.73 1.07 383.02 45416.51 118.58 3.09 36.68 FEEDCOW 1307.00 0.50 657.28 1.00 657.28 45416.51 69.10 14.56 100.58 GASOIL 917.25 1.46 1342.44 1.00 1342.44 45416.51 33.83 16.43 55.57 GASOLINE 1079.11 1.27 1370.84 1.00 1370.84 45416.51 33.13 13.48 44.67 GAS_US_mini 74.75 2.79 208.50 1.00 208.50 45416.51 217.82 -9.65 -210.20 GBP 780.31 0.51 395.61 1.00 395.61 45416.51 114.80 -2.23 -25.62 GOLD_micro 191.34 0.49 94.46 1.00 94.46 45416.51 480.79 -18.42 -885.44 HEATOIL 1342.91 1.28 1718.28 1.00 1718.28 45416.51 26.43 9.56 25.27 JGB-SGX-mini 145600.00 0.16 22583.52 0.01 153.79 45416.51 295.31 1.66 49.09 JPY 848.44 0.61 513.61 1.00 513.61 45416.51 88.43 -13.68 -121.01 LEANHOG 305.50 1.54 471.22 1.00 471.22 45416.51 96.38 12.71 122.55 LIVECOW 750.80 0.55 411.61 1.00 411.61 45416.51 110.34 8.26 91.19 LUMBER-new 138.33 1.68 232.54 1.00 232.54 45416.51 195.31 -20.00 -390.61 MILK 367.20 1.39 511.23 1.00 511.23 45416.51 88.84 -7.38 -65.53 MXP 291.20 0.78 227.85 1.00 227.85 45416.51 199.32 7.06 140.70 NASDAQ_micro 310.33 0.92 284.62 1.00 284.62 45416.51 159.57 -6.15 -98.12 NIKKEI 32595.00 0.84 27322.26 0.01 186.06 45416.51 244.09 15.58 380.39 NZD 590.50 0.65 381.24 1.00 381.24 45416.51 119.13 -8.01 -95.44 OAT 1253.60 0.44 553.88 1.07 594.70 45416.51 76.37 0.56 4.29 OATIES 255.12 1.33 340.46 1.00 340.46 45416.51 133.40 4.82 64.28 OJ 491.10 1.54 755.65 1.00 755.65 45416.51 60.10 17.43 104.73 PALLAD 1257.50 1.63 2053.64 1.00 2053.64 45416.51 22.12 -7.30 -16.15 PLAT 451.95 1.43 646.62 1.00 646.62 45416.51 70.24 -0.67 -4.67 REDWHEAT 371.88 1.71 635.87 1.00 635.87 45416.51 71.42 -16.65 -118.95 RICE 324.00 1.09 352.81 1.00 352.81 45416.51 128.73 -1.81 -23.35 ROBUSTA 247.80 1.28 315.99 1.00 315.99 45416.51 143.73 5.58 80.19 RUSSELL 92.82 0.85 78.55 1.00 78.55 45416.51 578.18 -7.69 -444.78 SHATZ 1050.90 0.08 82.33 1.07 88.40 45416.51 513.78 -11.41 -585.96 SILVER-mini 586.25 1.37 805.85 1.00 805.85 45416.51 56.36 -3.66 -20.63 SMI 1100.80 0.60 661.07 1.12 741.36 45416.51 61.26 -3.57 -21.88 SOFR 2407.00 0.07 162.77 1.00 162.77 45416.51 279.02 -9.36 -261.15 SOYBEAN 646.12 1.13 731.25 1.00 731.25 45416.51 62.11 1.98 12.30 SOYMEAL 392.40 1.33 522.51 1.00 522.51 45416.51 86.92 -5.16 -44.86 SOYOIL 369.66 1.35 497.85 1.00 497.85 45416.51 91.23 5.13 46.78 SP400 2578.60 0.74 1898.89 1.00 1898.89 45416.51 23.92 -8.40 -20.08 SP500_micro 225.32 0.65 146.30 1.00 146.30 45416.51 310.44 -6.62 -205.58 SUGAR11 300.83 1.20 361.43 1.00 361.43 45416.51 125.66 5.75 72.26 US10 1100.31 0.35 384.26 1.00 384.26 45416.51 118.19 -10.55 -124.67 US10U 1146.41 0.47 539.03 1.00 539.03 45416.51 84.26 -8.71 -73.37 US2 2032.50 0.10 198.03 1.00 198.03 45416.51 229.34 -15.34 -351.87 US20 1197.50 0.64 763.70 1.00 763.70 45416.51 59.47 -7.58 -45.05 US30 1267.50 0.91 1159.30 1.00 1159.30 45416.51 39.18 -7.79 -30.53 US5 1062.73 0.23 247.67 1.00 247.67 45416.51 183.38 -13.67 -250.66 VIX 167.00 2.67 445.29 1.00 445.29 45416.51 101.99 -20.00 -203.99 WHEAT 336.50 1.77 595.54 1.00 595.54 45416.51 76.26 -16.43 -125.32 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -101.455 0.010 2.5 -2.633 BITCOIN -726.438 0.043 2.5 -78.670 BOBL -166.384 0.004 2.5 -1.687 BTP -16.670 0.014 2.5 -0.569 BUND -17.471 0.004 2.5 -0.177 BUXL -17.549 0.004 2.5 -0.178 CAC 14.553 0.014 2.5 0.496 CAD -217.907 0.010 2.5 -5.654 CANOLA -144.723 0.010 2.5 -3.521 CHF -153.034 0.010 2.5 -3.971 COCOA 108.627 0.009 2.5 2.327 COFFEE -97.812 0.005 2.5 -1.142 COPPER -13.953 0.043 2.5 -1.511 CORN -103.426 0.010 2.5 -2.516 COTTON2 3.877 0.009 2.5 0.083 CRUDE_W 59.112 0.043 2.5 6.402 DAX 184.950 0.014 2.5 6.309 DOW -235.366 0.009 2.5 -5.470 DX 116.244 0.010 2.5 3.016 EUR -59.048 0.010 2.5 -1.532 EURIBOR-ICE 25.045 0.014 2.5 0.854 EUROSTX 36.684 0.014 2.5 1.251 FEEDCOW 100.584 0.013 2.5 3.333 GASOIL 55.573 0.017 2.5 2.409 GASOLINE 44.672 0.017 2.5 1.937 GAS_US_mini -210.197 0.043 2.5 -22.763 GBP -25.616 0.010 2.5 -0.665 GOLD_micro -885.442 0.014 2.5 -30.203 HEATOIL 25.269 0.017 2.5 1.095 JGB-SGX-mini 49.092 0.043 2.5 5.316 JPY -121.007 0.010 2.5 -3.140 LEANHOG 122.547 0.024 2.5 7.448 LIVECOW 91.193 0.013 2.5 3.022 LUMBER-new -390.612 0.008 2.5 -8.282 MILK -65.527 0.009 2.5 -1.404 MXP 140.698 0.059 2.5 20.652 NASDAQ_micro -98.120 0.009 2.5 -2.280 NIKKEI 380.387 0.043 2.5 41.194 NZD -95.444 0.010 2.5 -2.477 OAT 4.294 0.014 2.5 0.146 OATIES 64.283 0.010 2.5 1.564 OJ 104.734 0.009 2.5 2.243 PALLAD -16.146 0.014 2.5 -0.551 PLAT -4.671 0.014 2.5 -0.159 REDWHEAT -118.954 0.005 2.5 -1.578 RICE -23.346 0.010 2.5 -0.568 ROBUSTA 80.189 0.005 2.5 0.937 RUSSELL -444.776 0.013 2.5 -14.740 SHATZ -585.963 0.004 2.5 -5.942 SILVER-mini -20.626 0.014 2.5 -0.704 SMI -21.879 0.014 2.5 -0.746 SOFR -261.145 0.024 2.5 -15.872 SOYBEAN 12.300 0.004 2.5 0.114 SOYMEAL -44.864 0.004 2.5 -0.417 SOYOIL 46.778 0.004 2.5 0.435 SP400 -20.080 0.013 2.5 -0.665 SP500_micro -205.585 0.009 2.5 -4.778 SUGAR11 72.264 0.009 2.5 1.537 US10 -124.671 0.005 2.5 -1.580 US10U -73.374 0.005 2.5 -0.930 US2 -351.865 0.005 2.5 -4.459 US20 -45.048 0.005 2.5 -0.571 US30 -30.531 0.005 2.5 -0.387 US5 -250.662 0.005 2.5 -3.177 VIX -203.988 0.099 2.5 -50.357 WHEAT -125.319 0.005 2.5 -1.663 ===================== Position diags ===================== AUD 2.79 BITCOIN 64.53 BOBL 1.68 BTP 2.36 BUND 0.79 BUXL 0.34 CAC 2.81 CAD 4.23 CANOLA 9.59 CHF 2.04 COCOA 2.51 COFFEE 0.57 COPPER 4.80 CORN 2.97 COTTON2 1.58 CRUDE_W 5.06 DAX 13.92 DOW 11.13 DX 3.18 EUR 1.90 EURIBOR-ICE 11.45 EUROSTX 4.04 FEEDCOW 2.29 GASOIL 1.47 GASOLINE 1.44 GAS_US_mini 23.59 GBP 2.98 GOLD_micro 16.40 HEATOIL 1.15 JGB-SGX-mini 31.98 JPY 2.29 LEANHOG 5.86 LIVECOW 3.66 LUMBER-new 4.14 MILK 1.90 MXP 29.26 NASDAQ_micro 3.71 NIKKEI 26.43 NZD 3.09 OAT 2.61 OATIES 3.25 OJ 1.29 PALLAD 0.75 PLAT 2.40 REDWHEAT 0.95 RICE 3.13 ROBUSTA 1.68 RUSSELL 19.16 SHATZ 5.21 SILVER-mini 1.92 SMI 2.09 SOFR 16.96 SOYBEAN 0.58 SOYMEAL 0.81 SOYOIL 0.85 SP400 0.79 SP500_micro 7.22 SUGAR11 2.67 US10 1.50 US10U 1.07 US2 2.91 US20 0.75 US30 0.50 US5 2.32 VIX 25.18 WHEAT 1.01 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.6 -2.9 -2.4 NaN 0 BITCOIN -78.7 -85.1 -72.2 -43.0 -43 BOBL -1.7 -1.9 -1.5 -10.0 -10 BTP -0.6 -0.8 -0.3 0.0 0 BUND -0.2 -0.3 -0.1 0.0 0 BUXL -0.2 -0.2 -0.1 -3.0 -3 CAC 0.5 0.2 0.8 NaN 0 CAD -5.7 -6.1 -5.2 0.0 0 CANOLA -3.5 -4.5 -2.6 NaN 0 CHF -4.0 -4.2 -3.8 -9.0 -9 COCOA 2.3 2.1 2.6 4.0 4 COFFEE -1.1 -1.2 -1.1 -1.0 -1 COPPER -1.5 -2.0 -1.0 -3.0 -3 CORN -2.5 -2.8 -2.2 -2.0 -2 COTTON2 0.1 -0.1 0.2 0.0 0 CRUDE_W 6.4 5.9 6.9 5.0 5 DAX 6.3 4.9 7.7 0.0 0 DOW -5.5 -6.6 -4.4 -3.0 -3 DX 3.0 2.7 3.3 NaN 0 EUR -1.5 -1.7 -1.3 -7.0 -7 EURIBOR-ICE 0.9 -0.3 2.0 3.0 3 EUROSTX 1.3 0.8 1.7 9.0 9 FEEDCOW 3.3 3.1 3.6 5.0 5 GASOIL 2.4 2.3 2.6 2.0 2 GASOLINE 1.9 1.8 2.1 4.0 4 GAS_US_mini -22.8 -25.1 -20.4 -23.0 -23 GBP -0.7 -1.0 -0.4 -1.0 -1 GOLD_micro -30.2 -31.8 -28.6 -42.0 -42 HEATOIL 1.1 1.0 1.2 0.0 0 JGB-SGX-mini 5.3 2.1 8.5 15.0 15 JPY -3.1 -3.4 -2.9 -3.0 -3 LEANHOG 7.4 6.9 8.0 8.0 8 LIVECOW 3.0 2.7 3.4 1.0 1 LUMBER-new -8.3 -8.7 -7.9 NaN 0 MILK -1.4 -1.6 -1.2 NaN 0 MXP 20.7 17.7 23.6 60.0 60 NASDAQ_micro -2.3 -2.7 -1.9 0.0 0 NIKKEI 41.2 38.6 43.8 32.0 32 NZD -2.5 -2.8 -2.2 1.0 1 OAT 0.1 -0.1 0.4 6.0 6 OATIES 1.6 1.2 1.9 NaN 0 OJ 2.2 2.1 2.4 NaN 0 PALLAD -0.6 -0.6 -0.5 NaN 0 PLAT -0.2 -0.4 0.1 -1.0 -1 REDWHEAT -1.6 -1.7 -1.5 -3.0 -3 RICE -0.6 -0.9 -0.3 NaN 0 ROBUSTA 0.9 0.8 1.1 4.0 4 RUSSELL -14.7 -16.7 -12.8 0.0 0 SHATZ -5.9 -6.5 -5.4 NaN 0 SILVER-mini -0.7 -0.9 -0.5 NaN 0 SMI -0.7 -1.0 -0.5 -1.0 -1 SOFR -15.9 -17.6 -14.2 NaN 0 SOYBEAN 0.1 0.1 0.2 3.0 3 SOYMEAL -0.4 -0.5 -0.3 0.0 0 SOYOIL 0.4 0.4 0.5 0.0 0 SP400 -0.7 -0.7 -0.6 0.0 0 SP500_micro -4.8 -5.5 -4.1 0.0 0 SUGAR11 1.5 1.3 1.8 1.0 1 US10 -1.6 -1.7 -1.4 NaN 0 US10U -0.9 -1.0 -0.8 -2.0 -2 US2 -4.5 -4.7 -4.2 NaN 0 US20 -0.6 -0.6 -0.5 -2.0 -2 US30 -0.4 -0.4 -0.3 0.0 0 US5 -3.2 -3.4 -2.9 -6.0 -6 VIX -50.4 -52.9 -47.8 -17.0 -17 WHEAT -1.7 -1.8 -1.6 -3.0 -3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.8 3.8 3.7 1.3 1.1 3.2 1.3 4.2 1.3 1.1 3.0 1.3 3.1 1.3 1.3 2.3 2.3 2.3 2.3 1.3 1.3 1.1 3.2 1.3 0.0 1.3 1.1 3.2 1.3 4.2 1.3 6.3 2.8 3.8 3.8 3.7 3.9 3.9 3.9 3.9 MILK 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 0.0 -0.6 -0.2 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.0 -0.4 -0.1 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.1 0.4 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.3 -0.5 -0.2 -0.7 -0.1 0.2 BITCOIN -0.3 -0.6 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 0.1 -0.1 0.1 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 0.0 -0.2 -2.7 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.1 0.1 -0.6 -0.4 -0.2 -0.4 0.7 -0.3 0.7 BOBL 0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.3 -0.0 -0.1 -0.3 -0.2 -0.4 -0.3 -0.0 -0.1 -0.0 -0.3 -0.0 1.3 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -1.0 0.0 0.0 0.2 0.1 -0.7 -0.7 -0.7 -0.6 BTP -0.1 -0.3 0.1 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.1 0.1 -0.1 0.0 -0.1 -0.0 0.1 0.2 0.1 0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.9 -0.0 -0.1 0.0 -0.1 -0.0 -0.0 0.9 -0.2 -0.0 0.1 0.5 -0.4 -0.7 0.1 0.3 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 -0.3 -0.0 -0.1 0.0 0.2 0.1 0.1 -0.0 -0.1 -0.0 -0.2 -0.0 0.8 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.9 0.0 0.1 0.1 0.1 -0.7 -0.7 -0.6 -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 -0.1 -0.4 -0.1 -0.1 0.0 0.0 0.0 0.0 -0.1 -0.1 -0.0 -0.3 -0.1 0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.3 -0.0 0.0 -0.1 0.1 -0.7 -0.7 -0.2 0.5 CAC -0.1 -0.3 -0.3 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 0.3 -0.1 0.7 -0.2 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 0.0 -0.1 0.5 -0.1 -0.7 -0.0 -0.1 0.1 -0.1 0.3 -0.1 0.3 -0.2 -0.0 0.3 -0.1 0.7 0.0 0.7 0.2 CAD -0.2 -0.6 0.0 -0.0 -0.0 0.1 -0.0 0.1 -0.1 0.1 -0.1 0.0 -0.4 -0.2 -0.2 -0.0 -0.0 -0.0 -0.0 -0.2 -0.1 -0.0 -0.2 -0.2 0.2 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.0 0.2 -0.2 -0.5 -0.5 -0.7 -0.7 -0.7 -0.6 CANOLA -0.4 0.0 0.6 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.2 -0.1 -0.2 -0.1 0.1 -0.2 0.2 -0.0 0.1 0.1 0.1 -0.2 0.0 -0.1 -2.7 0.0 -0.1 0.0 -0.1 -0.0 -0.0 0.4 -0.4 -0.0 -0.1 0.6 -0.4 0.2 0.2 0.6 CHF -0.6 -0.5 0.1 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.2 0.1 -0.2 0.5 -0.2 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 0.0 -0.2 0.3 -0.2 -1.4 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -1.1 -0.5 -0.6 -0.2 -0.2 -0.7 -0.7 -0.7 -0.7 COCOA 0.4 -0.0 0.4 -0.0 -0.0 -0.0 -0.1 -0.2 -0.0 0.2 0.5 0.2 0.7 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.5 0.2 -1.9 0.1 0.1 0.3 0.1 0.4 0.1 -0.6 0.5 0.6 0.6 0.6 -0.2 -0.4 0.5 -0.0 COFFEE 0.2 -0.2 -0.6 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.0 -0.4 -0.0 -0.5 -0.2 -0.2 -0.1 0.0 -0.0 0.0 -0.2 -0.2 -0.0 -0.5 -0.1 -2.7 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.2 0.1 -0.3 -0.4 -0.6 -0.7 -0.7 -0.5 -0.4 COPPER 0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.2 0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.7 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 0.2 0.2 0.4 0.2 0.2 -0.7 0.6 -0.6 CORN -0.0 -0.6 -0.3 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.2 -0.0 -0.3 -0.1 -0.1 -0.2 0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.2 -0.1 -1.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.3 0.1 -0.1 -0.2 0.2 -0.1 0.2 0.0 0.4 COTTON2 0.1 0.2 0.4 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.0 0.3 0.0 -0.3 0.0 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.0 0.0 0.1 -2.7 0.1 0.0 0.1 0.0 0.1 0.1 0.1 0.5 0.4 0.5 0.4 -0.6 -0.5 0.4 0.3 CRUDE_W 0.5 0.6 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.5 0.2 -0.1 0.2 0.2 0.3 0.2 0.2 0.2 0.2 0.2 0.2 0.4 0.2 -1.0 0.1 0.1 0.2 0.1 0.2 0.1 -1.1 0.1 0.0 -0.6 -0.1 0.6 0.4 0.7 0.3 DAX -0.1 -0.5 -0.3 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.2 0.1 -0.1 0.6 -0.2 -0.2 -0.2 -0.1 -0.2 -0.2 -0.1 0.0 -0.1 0.3 -0.1 2.6 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 -0.2 -0.1 -0.0 0.1 -0.3 0.7 0.0 0.7 0.3 DOW -0.3 -0.4 0.3 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 0.3 -0.0 0.5 -0.1 0.1 -0.2 -0.2 -0.2 -0.2 -0.0 0.1 -0.0 0.2 -0.1 -1.4 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.3 0.2 -0.1 0.5 0.6 -0.4 -0.2 -0.7 -0.2 DX 0.5 0.6 0.1 -0.0 -0.0 0.1 -0.0 0.1 -0.0 0.1 0.2 0.2 -0.3 0.2 0.2 0.2 0.1 0.1 0.1 0.2 0.1 0.2 0.1 0.2 -2.7 0.1 0.0 0.1 0.1 0.1 0.1 0.7 0.5 0.6 0.6 0.2 -0.1 0.2 0.0 0.7 EUR -0.4 -0.6 -0.1 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 -0.1 -0.1 0.3 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.0 -0.2 1.8 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.4 -0.4 -0.5 -0.4 -0.4 -0.2 -0.7 0.0 -0.0 EURIBOR-ICE 0.2 0.1 -0.0 -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 -0.2 -0.2 -0.2 -0.0 -0.0 -0.0 -0.2 -0.0 2.3 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.6 0.1 0.1 0.3 0.0 -0.7 -0.7 0.7 0.3 EUROSTX -0.2 -0.5 -0.3 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 0.2 -0.2 0.6 -0.2 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 0.0 -0.1 0.4 -0.1 0.7 -0.0 -0.1 0.0 -0.1 0.2 -0.1 0.3 -0.1 -0.1 0.1 -0.2 0.7 0.1 0.7 0.4 FEEDCOW 0.5 0.2 0.6 -0.0 -0.1 -0.0 -0.1 -0.2 -0.0 0.2 0.5 0.2 0.7 0.2 0.2 0.1 -0.4 -0.2 -0.4 0.2 0.2 0.2 0.5 0.2 0.2 0.1 0.1 0.3 0.1 0.5 0.1 -1.1 0.5 0.6 0.6 0.6 0.2 -0.3 0.7 -0.0 GASOIL -0.1 0.6 0.6 0.1 0.0 0.1 0.1 0.1 0.1 0.2 0.4 0.2 0.1 0.2 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.2 0.4 0.2 1.6 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.2 -0.0 0.4 0.5 -0.5 0.1 -0.6 -0.1 GASOLINE 0.1 0.5 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.5 0.2 0.1 0.2 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.2 0.1 0.3 0.1 1.1 -0.2 -0.6 -0.6 0.3 0.6 0.5 0.7 0.2 GAS_US_mini -0.3 0.2 0.5 0.1 0.0 0.1 0.1 0.1 0.1 -0.1 -0.5 -0.2 -0.7 -0.2 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 -0.1 -0.5 -0.1 2.7 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -1.1 -0.5 -0.6 -0.6 -0.6 0.1 0.2 -0.2 -0.0 GBP -0.5 -0.5 0.1 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.2 -0.2 0.4 -0.2 -0.1 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 0.2 -0.2 -0.1 -0.0 -0.0 0.0 -0.1 0.1 -0.1 0.1 -0.4 -0.5 -0.3 -0.1 0.0 0.5 0.2 0.7 GOLD_micro 0.3 -0.5 -0.5 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 -0.2 -0.3 -0.1 0.2 -0.1 -0.2 -0.4 -0.3 -0.4 -0.3 -0.2 -0.1 -0.1 0.0 -0.1 -1.5 -0.0 -0.1 -0.1 -0.0 0.1 -0.0 -1.0 0.0 0.3 0.1 -0.5 -0.7 -0.7 -0.5 -0.7 HEATOIL -0.1 0.6 0.6 0.1 0.0 0.1 0.1 0.1 0.1 0.2 0.4 0.2 0.0 0.2 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.2 0.0 0.2 0.1 0.2 -0.4 -0.3 0.5 0.6 0.2 -0.0 0.0 -0.1 JGB-SGX-mini 0.1 -0.5 -0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.1 -0.0 0.2 -0.1 -0.1 0.4 0.4 0.3 0.3 -0.1 -0.0 -0.0 0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 1.1 0.0 0.0 -0.0 0.1 -0.7 -0.3 0.2 0.3 JPY -0.1 -0.5 -0.5 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.2 -0.2 -0.1 -0.5 -0.1 2.7 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -1.1 -0.0 -0.2 -0.4 -0.6 -0.2 -0.7 -0.2 -0.7 LEANHOG 0.2 0.1 0.3 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 0.1 -0.1 0.1 -0.2 -0.0 0.1 0.4 0.4 0.4 0.4 0.0 -0.1 0.1 -0.3 0.0 2.0 -0.0 0.0 -0.2 0.0 -0.4 0.0 1.1 0.5 0.4 -0.0 -0.2 -0.3 0.0 0.6 0.7 LIVECOW 0.1 -0.3 0.6 -0.0 -0.1 -0.0 -0.1 -0.2 -0.0 0.2 0.5 0.2 0.7 0.2 0.2 -0.4 0.0 -0.2 0.0 0.2 0.2 0.2 0.5 0.2 0.5 0.1 0.0 0.4 0.1 0.5 0.1 -0.1 0.5 0.6 0.3 0.6 -0.7 -0.7 -0.7 -0.7 LUMBER-new -0.2 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.0 -0.6 -0.2 -0.6 -0.3 -0.3 -0.4 -0.3 -0.4 -0.3 -0.2 -0.2 -0.1 -0.4 -0.2 NaN -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -1.3 0.4 -0.4 -0.8 -0.3 -0.8 -0.8 -0.4 -0.8 MILK 0.5 0.6 0.4 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 0.1 -0.3 0.1 0.1 0.1 -0.4 -0.4 -0.4 0.1 -0.1 0.0 -0.4 0.1 -0.2 0.0 -0.0 -0.1 0.0 -0.2 0.0 -1.1 0.2 0.4 0.6 -0.5 -0.7 -0.7 -0.5 -0.7 MXP -0.4 -0.6 -0.3 -0.0 -0.0 0.1 -0.0 0.1 -0.0 0.1 0.4 -0.0 0.6 -0.0 0.1 0.3 0.4 0.3 0.3 0.0 0.1 -0.0 0.5 -0.1 -2.7 0.0 0.0 0.2 -0.0 0.3 -0.0 1.1 -0.4 0.1 0.3 0.5 0.7 0.2 0.7 0.7 NASDAQ_micro 0.1 -0.6 0.3 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 0.3 0.1 0.3 0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.0 0.4 0.0 -2.7 0.0 -0.0 0.2 0.0 0.3 0.0 -0.3 0.2 0.3 0.1 0.6 -0.2 -0.5 -0.4 -0.6 NIKKEI 0.2 -0.5 0.3 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.0 0.4 0.1 0.6 0.1 0.1 0.3 0.3 0.3 0.3 0.1 0.2 0.1 0.5 0.1 -1.0 0.1 0.0 0.3 0.0 0.4 0.0 1.1 0.5 0.6 0.6 0.6 0.2 0.1 -0.1 0.3 NZD -0.1 -0.6 -0.3 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.0 -0.3 -0.1 -0.1 -0.1 -0.2 -0.0 0.0 0.0 0.0 -0.2 -0.1 -0.0 -0.2 -0.1 0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.2 0.0 -0.1 -0.4 -0.6 -0.1 -0.5 0.1 0.2 OAT 0.1 -0.1 0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.0 -0.3 -0.0 -0.1 0.1 0.2 0.1 0.1 -0.0 -0.0 -0.0 -0.2 -0.0 1.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.9 -0.0 0.1 0.1 0.2 -0.7 -0.7 0.0 0.2 OATIES 0.3 0.5 0.6 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.1 0.4 0.0 -0.1 0.1 0.2 -0.4 -0.1 -0.4 -0.3 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 -0.0 0.2 0.0 0.1 0.1 -1.1 -0.0 0.6 0.6 0.6 0.1 0.6 0.7 0.7 OJ 0.2 -0.1 0.3 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 0.1 0.5 0.2 0.7 0.2 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.2 0.0 0.3 0.1 1.1 0.5 0.6 0.6 0.6 0.3 0.2 0.7 0.6 PALLAD 0.0 0.2 -0.4 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.3 -0.0 -0.5 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 0.0 -0.5 -0.0 -0.2 -0.0 0.0 -0.1 0.0 -0.2 -0.0 0.1 0.3 -0.1 0.1 -0.5 -0.7 -0.1 0.2 0.0 PLAT 0.3 -0.1 -0.5 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 1.9 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.2 0.4 0.3 -0.3 0.0 -0.6 0.6 -0.4 REDWHEAT -0.2 -0.6 -0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.2 -0.1 -0.4 -0.1 -0.1 -0.1 0.0 -0.0 0.0 -0.1 -0.1 -0.0 -0.2 -0.1 -1.7 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 -0.3 0.4 -0.2 -0.5 -0.2 -0.7 -0.7 -0.5 -0.3 RICE -0.0 0.3 0.4 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.1 0.2 -0.1 0.1 0.0 0.1 -0.3 0.3 0.0 0.3 0.1 0.1 -0.1 0.1 0.0 -2.7 0.0 -0.1 0.1 -0.1 0.0 -0.0 1.1 -0.5 0.0 0.5 0.5 -0.2 -0.6 0.3 -0.4 ROBUSTA 0.0 -0.2 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 0.0 0.3 0.0 0.5 -0.0 -0.0 0.4 0.4 0.4 0.4 0.0 0.1 0.0 0.5 -0.0 -2.2 0.0 0.0 0.2 0.0 0.4 -0.0 1.1 0.3 0.0 0.0 0.3 -0.1 -0.5 0.5 -0.2 RUSSELL -0.4 -0.5 0.3 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 -0.2 -0.1 -0.2 -0.1 -0.1 0.0 -0.2 0.0 -0.2 -0.4 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.0 0.2 0.0 0.0 0.6 -0.3 -0.4 -0.7 -0.5 SHATZ 0.0 0.2 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.4 -0.2 -0.4 -0.3 -0.0 -0.1 -0.1 -0.3 -0.0 1.5 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.9 -0.0 -0.1 0.2 -0.1 -0.7 -0.7 -0.7 -0.7 SILVER-mini 0.2 -0.3 -0.2 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 0.2 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 1.0 0.0 -0.0 0.0 -0.0 0.1 0.0 -0.2 -0.2 0.5 0.3 0.1 -0.7 -0.7 -0.1 -0.7 SMI 0.1 -0.3 -0.4 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 0.0 -0.0 0.2 -0.1 -0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.0 0.0 -0.1 0.8 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.5 0.1 0.1 0.6 -0.4 -0.3 -0.4 -0.7 -0.5 SOFR 0.2 -0.4 -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 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.2 -0.1 -0.2 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.1 0.1 -0.0 -0.2 -0.7 -0.7 -0.3 -0.1 SOYBEAN 0.1 0.0 0.6 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.2 -0.0 0.0 -0.0 0.1 -0.0 0.4 0.1 0.3 0.1 0.0 -0.0 0.0 0.0 -2.7 0.0 -0.0 0.0 -0.0 0.0 0.0 1.1 -0.0 0.3 -0.0 0.6 -0.4 0.2 -0.3 0.5 SOYMEAL 0.2 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 0.1 0.0 -0.0 0.1 0.4 0.2 0.3 0.0 -0.0 -0.0 0.1 -0.0 -2.7 0.0 -0.0 0.1 -0.0 0.1 0.0 1.1 -0.1 0.3 -0.0 0.3 -0.6 -0.6 -0.5 -0.6 SOYOIL -0.4 0.2 0.6 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.3 -0.1 -0.0 -0.0 0.1 0.3 0.2 0.3 0.2 0.1 0.1 -0.1 0.1 -0.0 -2.7 0.0 0.0 0.1 -0.0 0.1 -0.0 0.6 0.1 -0.0 0.1 0.6 0.0 0.2 0.7 0.7 SP400 -0.4 -0.6 0.3 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 0.1 -0.2 0.2 -0.2 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 0.1 -0.2 -1.7 -0.0 -0.0 0.1 -0.0 0.1 -0.0 0.0 0.1 0.0 0.0 0.6 -0.0 -0.4 -0.6 -0.6 SP500_micro -0.1 -0.6 0.4 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 0.3 0.0 0.4 -0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.0 0.4 -0.0 -2.4 0.0 -0.0 0.2 0.0 0.2 -0.0 -0.4 0.2 0.3 0.2 0.6 -0.2 -0.5 -0.6 -0.7 SUGAR11 0.6 0.1 -0.3 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 0.1 0.4 0.2 0.6 0.2 0.1 -0.1 0.2 -0.0 0.1 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.2 0.1 0.4 0.1 0.3 0.5 0.6 0.6 -0.0 -0.7 -0.7 0.3 -0.1 US10 0.2 -0.4 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.2 -0.0 -0.3 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 -0.1 -0.1 -0.0 -0.3 -0.1 0.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.6 0.1 0.1 -0.1 -0.2 -0.7 -0.7 0.4 0.0 US10U 0.2 -0.5 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.4 -0.1 -0.5 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.0 0.2 0.1 -0.2 -0.3 -0.7 -0.7 0.7 0.6 US2 0.3 -0.1 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 -0.0 -0.5 -0.1 1.2 -0.0 0.0 -0.1 0.0 -0.2 -0.0 -1.1 0.2 0.1 0.0 -0.4 -0.7 -0.7 -0.7 -0.7 US20 0.2 -0.6 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.2 -0.0 -0.3 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.1 -0.4 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.0 0.1 0.1 -0.2 -0.2 -0.7 -0.7 0.7 0.7 US30 0.2 -0.5 -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 -0.0 -0.3 -0.1 -0.4 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.2 0.2 0.1 -0.2 -0.2 -0.7 -0.7 0.7 0.7 US5 0.1 -0.3 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.2 -0.0 -0.3 -0.1 -0.1 -0.3 -0.2 -0.3 -0.3 -0.1 -0.1 -0.0 -0.4 -0.1 0.5 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.9 0.2 0.1 -0.0 -0.3 -0.7 -0.7 -0.0 -0.6 VIX -0.4 0.8 -0.9 -0.1 -0.1 -0.4 -0.1 -0.6 -0.1 -0.2 -0.9 -0.3 -1.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.3 -0.9 -0.3 NaN -0.1 -0.1 -0.5 -0.1 -0.8 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.5 -0.6 0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -0.3 -0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.4 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -1.1 0.1 -0.3 -0.3 -0.0 -0.7 -0.5 -0.6 -0.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 1.4 -19.2 -6.0 -1.4 -0.4 1.7 -2.2 2.4 -3.2 -3.9 -13.1 -5.9 -7.9 -13.5 -13.5 -3.2 -2.8 -3.0 -2.9 -13.5 -11.4 -4.2 -9.3 -10.5 3.0 -4.4 0.1 -3.4 -1.5 -2.7 -3.6 -1.3 -0.1 -1.0 -9.8 -15.5 -7.1 -20.0 -3.9 4.5 BITCOIN -9.0 -19.1 -1.2 -3.2 -2.0 -0.7 -3.6 1.2 -3.7 10.7 4.8 -12.9 2.8 -18.4 -16.0 -5.4 -4.3 -6.2 -5.5 -14.1 -3.7 -7.1 0.4 -15.3 -20.0 -5.9 1.0 -2.5 -2.7 -0.1 -6.0 -1.5 4.0 -20.0 -13.7 -6.0 -11.8 20.0 -9.9 20.0 BOBL 3.4 1.3 -2.6 -2.4 -1.2 -2.5 -1.8 -3.0 -2.0 -7.4 -4.1 -5.1 -7.3 -3.5 -4.8 -15.3 -9.7 -20.0 -16.9 -3.1 -4.9 -4.6 -9.5 -3.1 9.9 -1.4 -3.1 -1.8 -2.5 -3.5 -1.6 -18.4 0.1 1.3 5.6 1.9 -20.0 -20.0 -20.0 -17.0 BTP -1.5 -8.7 4.3 -3.7 -1.9 -3.9 -2.7 -4.5 -3.0 -11.4 4.1 -10.2 0.7 -8.8 -3.4 5.4 7.7 5.5 6.3 -3.7 -0.4 -8.9 -2.4 -6.7 -6.8 -2.2 -6.0 0.2 -5.6 -0.2 -4.1 16.1 -6.6 -1.2 4.3 14.0 -13.4 -20.0 2.3 9.3 BUND 4.2 -3.2 2.2 -2.5 -1.3 -2.6 -1.8 -3.1 -2.1 -6.8 -5.5 -3.7 -8.0 -4.4 -5.5 2.1 8.0 4.7 6.0 -3.8 -4.9 -3.8 -9.1 -3.4 6.2 -2.0 -2.0 -2.1 -2.2 -3.5 -1.9 16.0 0.6 2.1 3.0 3.2 -20.0 -20.0 -16.6 -1.4 BUXL 2.8 -6.9 4.6 -2.9 -1.4 -3.0 -2.1 -3.5 -2.4 -6.9 -8.8 -4.7 -10.0 -6.7 -7.0 0.5 1.0 0.8 1.2 -6.5 -7.6 -4.7 -12.3 -5.7 1.0 -2.9 -1.0 -2.7 -2.2 -3.6 -2.7 6.0 -0.5 0.1 -1.8 3.9 -20.0 -20.0 -5.5 16.2 CAC -2.8 -9.9 -10.1 -3.2 -5.5 0.4 -4.0 2.9 -4.1 -16.4 10.3 -11.5 20.0 -14.3 -7.6 -7.2 -1.3 -6.0 -3.8 -5.8 4.1 -9.5 17.3 -8.9 -5.3 -2.9 -7.2 2.0 -5.7 7.6 -5.1 5.9 -7.7 -0.9 9.8 -3.9 20.0 0.3 20.0 5.3 CAD -4.9 -20.0 0.9 -2.3 -0.6 2.7 -3.5 3.8 -5.1 6.9 -3.7 0.0 -11.8 -19.0 -17.7 -2.3 -2.0 -2.2 -2.2 -18.5 -9.7 -2.8 -7.4 -16.6 1.3 -6.4 3.5 -3.1 -1.0 -1.8 -5.8 0.0 8.4 -7.5 -15.2 -15.1 -20.0 -20.0 -20.0 -18.1 CANOLA -13.5 1.1 20.0 -0.3 -3.1 -0.9 -4.4 -2.5 -2.4 -11.4 7.6 -9.2 -4.7 -5.9 8.3 -8.5 10.3 -1.4 5.6 6.1 8.8 -20.0 1.2 -8.5 -20.0 1.8 -6.5 1.5 -5.0 -1.1 -1.5 7.2 -16.9 -0.5 -2.3 20.0 -12.9 4.9 7.5 19.1 CHF -18.2 -14.5 3.9 -2.0 -0.5 2.4 -3.1 3.3 -4.5 -17.6 4.8 -19.2 13.2 -19.6 -8.4 -15.4 -13.5 -14.9 -14.3 -9.9 3.8 -20.0 10.0 -20.0 -10.2 -3.2 -5.5 1.8 -7.6 3.5 -7.4 -20.0 -20.0 -20.0 -7.6 -5.1 -20.0 -20.0 -20.0 -20.0 COCOA 11.2 -1.0 12.9 -0.5 -5.4 -1.5 -7.7 -4.4 -4.1 20.0 20.0 20.0 20.0 20.0 20.0 -6.9 -2.5 -5.3 -3.5 20.0 20.0 20.0 20.0 20.0 -14.4 8.9 6.2 11.3 6.5 11.3 7.4 -12.1 20.0 20.0 20.0 20.0 -4.8 -11.8 15.5 -0.7 COFFEE 5.5 -7.5 -19.6 -0.4 -5.0 -1.4 -7.1 -4.1 -3.8 -0.2 -15.3 -4.1 -13.8 -14.9 -19.9 -3.6 2.1 -1.3 0.7 -18.8 -20.0 -5.2 -18.1 -11.4 -20.0 -6.7 -1.1 -5.1 -3.9 -3.4 -6.1 -4.6 3.3 -7.8 -13.0 -20.0 -20.0 -20.0 -16.2 -10.8 COPPER 4.5 -4.4 -1.7 -2.5 -1.6 -0.6 -2.8 1.0 -3.0 -0.0 -8.0 2.9 -3.2 -6.5 -3.1 -5.8 -2.6 -4.9 -3.8 -4.2 -4.9 -2.5 -4.7 -3.1 -5.5 -0.9 0.7 -1.8 -0.3 -2.2 -0.6 1.5 7.5 6.0 12.5 6.7 7.4 -20.0 17.1 -19.0 CORN -0.4 -17.6 -8.4 -0.2 -2.2 -0.6 -3.2 -1.8 -1.7 -2.9 -8.2 -4.4 -7.9 -8.3 -9.0 -10.7 3.4 -7.8 -2.8 -8.3 -9.0 -3.1 -7.2 -5.6 -8.7 -2.1 -1.5 -2.5 -1.9 -3.0 -2.3 -6.1 5.7 -1.6 -7.1 4.8 -3.9 4.7 1.4 10.9 COTTON2 2.0 5.8 12.8 -0.3 -3.7 -1.0 -5.3 -3.0 -2.8 -2.5 9.5 1.4 -8.9 3.9 10.0 1.6 6.2 4.6 4.7 7.7 6.3 2.2 0.3 5.0 -20.0 5.0 1.7 3.9 3.6 2.2 4.7 1.6 20.0 11.7 16.4 12.2 -17.1 -15.9 11.6 10.4 CRUDE_W 14.5 20.0 19.7 7.7 6.1 5.5 7.1 2.8 7.6 20.0 19.7 20.0 -2.8 20.0 20.0 13.6 9.1 10.3 8.9 20.0 20.0 20.0 14.4 20.0 -7.3 9.0 7.0 6.7 9.6 4.5 10.0 -20.0 6.2 1.3 -17.8 -4.0 19.3 13.2 20.0 8.9 DAX -1.7 -15.7 -10.0 -3.0 -5.2 0.4 -3.7 2.8 -3.8 -18.7 5.1 -11.5 17.3 -16.5 -14.1 -9.4 -7.2 -8.9 -8.4 -9.5 0.5 -11.3 12.2 -10.9 19.4 -4.9 -9.2 -0.7 -6.1 4.1 -5.5 -3.3 -3.7 -0.4 3.1 -10.1 20.0 0.4 20.0 7.6 DOW -9.2 -11.8 8.6 -2.6 -4.4 0.3 -3.2 2.4 -3.3 -9.8 9.5 -1.0 12.7 -7.3 4.6 -11.4 -8.1 -11.1 -10.0 -0.3 6.7 -5.0 7.8 -5.8 -10.6 1.0 -1.0 4.3 -0.6 5.0 -1.3 -5.4 9.0 -3.4 14.8 20.0 -12.6 -7.0 -20.0 -7.4 DX 14.7 20.0 4.5 -1.9 -0.5 2.3 -2.9 3.2 -4.3 12.4 8.2 15.9 -8.8 19.5 17.8 7.6 5.3 6.6 5.9 20.0 9.0 17.8 3.0 20.0 -20.0 5.7 2.0 2.6 5.2 1.6 7.0 13.1 20.0 20.0 20.0 4.9 -2.9 7.0 1.2 20.0 EUR -12.5 -17.4 -1.7 -1.7 -0.4 2.0 -2.6 2.8 -3.8 -9.1 -5.1 -12.7 8.6 -16.5 -13.5 -6.5 -6.8 -6.6 -6.6 -12.6 -3.9 -11.9 0.3 -16.2 13.4 -4.6 -1.7 -1.2 -4.5 0.2 -6.1 -7.8 -17.0 -15.0 -13.0 -12.7 -5.6 -19.8 0.4 -0.3 EURIBOR-ICE 6.6 4.0 -1.1 -2.3 -1.1 -2.4 -1.7 -2.8 -1.9 -7.1 -3.6 -1.1 -6.7 0.5 -1.5 -8.6 -7.9 -9.1 -9.0 -1.1 -3.6 -3.1 -8.8 -0.8 17.5 -0.4 -2.8 -1.2 -1.4 -3.3 -0.3 -10.9 2.2 4.1 7.9 1.5 -20.0 -20.0 20.0 10.1 EUROSTX -4.8 -14.2 -10.4 -2.8 -4.7 0.4 -3.4 2.5 -3.5 -15.5 6.9 -14.6 16.9 -16.5 -13.9 -5.0 -1.2 -4.7 -3.4 -7.8 1.9 -11.3 13.0 -11.0 5.5 -4.5 -7.9 0.3 -6.8 5.6 -6.3 6.3 -5.9 -4.5 3.3 -5.4 20.0 3.1 20.0 11.2 FEEDCOW 15.1 6.1 20.0 -0.5 -6.0 -1.7 -8.6 -4.9 -4.6 19.4 20.0 20.0 20.0 20.0 20.0 3.5 -20.0 -11.8 -20.0 20.0 20.0 20.0 20.0 20.0 1.8 10.3 6.6 12.1 10.2 12.9 10.6 -20.0 20.0 20.0 20.0 20.0 7.0 -10.0 20.0 -1.3 GASOIL -3.8 20.0 20.0 5.9 4.6 4.1 5.4 2.1 5.7 17.3 14.7 17.5 2.1 18.8 19.1 20.0 20.0 20.0 20.0 20.0 20.0 20.0 15.4 20.0 11.6 6.7 6.4 5.1 5.6 2.6 5.7 0.0 7.6 -1.2 12.7 16.6 -16.5 2.6 -18.8 -4.4 GASOLINE 1.6 15.6 20.0 7.6 6.0 5.3 6.9 2.8 7.4 20.0 20.0 20.0 3.4 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 8.9 7.3 8.9 7.8 8.1 7.8 20.0 -6.7 -20.0 -20.0 8.8 19.0 13.7 20.0 4.7 GAS_US_mini -10.3 6.7 16.6 6.5 5.2 4.6 6.0 2.4 6.4 -10.9 -17.8 -16.6 -20.0 -19.0 -8.3 -20.0 -20.0 -20.0 -20.0 -9.7 -19.5 -10.1 -20.0 -12.4 20.0 -0.9 1.3 -1.5 -1.3 -4.0 -2.6 -20.0 -20.0 -20.0 -20.0 -20.0 4.2 7.0 -5.7 -0.2 GBP -15.1 -15.9 4.2 -2.0 -0.5 2.4 -3.0 3.3 -4.4 -14.9 6.7 -17.5 12.4 -19.5 -8.4 0.0 -0.7 0.0 -0.3 -9.0 3.4 -16.1 7.1 -16.9 -1.1 -3.9 -4.3 1.3 -7.3 1.9 -7.6 2.7 -16.4 -14.8 -8.1 -2.3 0.3 14.4 5.2 20.0 GOLD_micro 8.5 -14.5 -15.3 -3.7 -2.4 -0.9 -4.2 1.5 -4.4 -20.0 -10.9 -5.4 5.9 -13.8 -17.6 -18.8 -13.7 -17.6 -15.8 -17.6 -12.9 -13.4 0.1 -12.8 -11.5 -3.1 -6.4 -1.9 -1.6 2.0 -0.9 -18.4 1.5 9.3 3.7 -14.6 -20.0 -20.0 -13.7 -20.0 HEATOIL -2.6 20.0 20.0 6.9 5.5 4.9 6.3 2.5 6.8 20.0 16.2 20.0 0.8 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 18.4 20.0 -20.0 7.8 5.2 6.7 4.4 4.6 5.7 3.0 -16.2 -10.4 14.4 20.0 5.0 -0.9 0.1 -4.0 JGB-SGX-mini 3.1 -16.6 -12.9 -2.7 -1.4 -2.9 -2.0 -3.3 -2.3 -6.7 2.8 -4.1 5.0 -7.4 -7.6 20.0 20.0 17.3 17.2 -5.5 -1.7 -5.2 2.4 -4.8 -0.1 -2.3 -3.6 -1.1 -2.4 -0.2 -2.0 20.0 0.7 0.1 -1.2 2.9 -20.0 -8.9 7.1 8.2 JPY -1.9 -15.6 -15.4 -1.2 -0.3 1.4 -1.8 2.0 -2.7 -7.1 -12.5 -9.2 -11.5 -12.1 -12.6 -16.4 -14.1 -16.3 -15.6 -17.0 -18.5 -7.5 -18.7 -12.7 20.0 -4.6 -1.2 -4.6 -2.2 -4.5 -3.6 -20.0 -1.4 -5.9 -11.7 -20.0 -5.8 -20.0 -4.8 -20.0 LEANHOG 4.8 2.5 8.6 -0.3 -3.4 -1.0 -4.8 -2.8 -2.6 9.2 -2.2 11.8 -6.3 -0.2 8.9 20.0 20.0 20.0 20.0 1.2 -4.7 8.8 -11.7 4.5 14.7 -1.5 5.4 -6.3 4.2 -10.2 1.7 20.0 20.0 12.1 -0.8 -6.1 -10.0 0.1 18.1 20.0 LIVECOW 3.3 -8.8 19.2 -0.5 -5.9 -1.7 -8.4 -4.8 -4.5 18.5 20.0 20.0 20.0 16.2 20.0 -20.0 1.9 -10.9 1.3 20.0 20.0 20.0 20.0 20.0 3.5 9.1 4.1 13.2 7.4 14.4 7.2 -1.6 20.0 20.0 8.0 20.0 -20.0 -20.0 -20.0 -19.8 LUMBER-new -6.5 -12.7 -0.1 -0.5 -5.5 -1.2 -7.8 -3.1 -4.2 -3.0 -20.0 -19.7 -20.0 -20.0 -20.0 -17.7 -13.7 -15.6 -14.3 -16.3 -14.4 -10.5 -12.3 -15.9 NaN -6.2 -0.2 -4.5 -4.8 -3.1 -6.8 -20.0 13.2 -10.2 -20.0 -9.3 -19.3 -20.0 -9.5 -20.0 MILK 14.8 19.7 13.6 -0.2 -2.7 -0.8 -3.9 -2.2 -2.1 -7.5 -3.5 5.3 -9.7 8.7 5.9 6.8 -20.0 -18.4 -20.0 5.3 -5.2 1.8 -13.4 8.1 -1.2 1.0 -2.1 -3.1 0.4 -5.7 2.4 -20.0 8.0 12.1 20.0 -13.9 -20.0 -20.0 -13.8 -20.0 MXP -12.5 -20.0 -10.5 -1.6 -0.4 1.9 -2.4 2.6 -3.5 6.1 14.1 -4.2 16.2 -3.8 8.3 15.1 17.5 16.6 17.1 2.9 13.8 -3.0 20.0 -5.1 -20.0 1.2 4.2 6.4 -1.8 9.7 -2.7 20.0 -16.4 1.9 8.2 15.3 20.0 7.2 20.0 20.0 NASDAQ_micro 1.9 -20.0 8.5 -1.7 -2.9 0.2 -2.1 1.5 -2.2 -6.8 9.9 6.6 8.6 0.2 5.9 -9.5 -8.1 -10.0 -9.5 5.2 12.6 1.2 13.7 2.1 -20.0 2.1 -0.5 5.9 0.4 7.3 0.4 -5.1 7.0 10.7 2.0 20.0 -4.6 -15.7 -13.4 -18.2 NIKKEI 7.6 -14.9 8.9 -2.8 -4.8 0.4 -3.5 2.6 -3.6 -1.6 15.9 10.6 16.6 5.8 9.5 12.5 12.7 14.2 13.5 10.1 20.0 8.1 20.0 8.5 -7.8 4.8 1.4 9.9 3.3 11.8 3.5 20.0 20.0 20.0 18.1 20.0 5.2 3.6 -2.2 10.4 NZD -2.1 -19.7 -7.8 -1.4 -0.4 1.7 -2.2 2.4 -3.2 -4.6 -12.5 -7.6 -1.5 -13.9 -14.0 -0.2 0.4 0.0 0.2 -14.2 -11.1 -5.4 -8.1 -11.8 0.4 -4.6 -0.1 -3.3 -1.8 -2.2 -3.9 4.2 0.7 -2.4 -11.0 -19.5 -2.6 -14.3 2.0 7.4 OAT 4.5 -3.7 3.2 -2.7 -1.4 -2.8 -2.0 -3.3 -2.2 -7.8 -5.9 -3.9 -8.2 -4.4 -5.2 5.4 8.4 6.0 7.0 -3.7 -4.6 -4.4 -8.4 -3.6 8.4 -2.0 -2.6 -2.0 -2.7 -3.6 -2.1 17.3 -0.3 2.5 3.4 4.8 -20.0 -20.0 0.1 5.2 OATIES 8.0 14.4 20.0 -0.4 -4.4 -1.2 -6.2 -3.6 -3.3 -11.5 15.9 4.0 -4.1 10.2 16.1 -20.0 -5.4 -18.1 -13.3 20.0 20.0 6.2 17.8 20.0 -20.0 6.5 -1.2 5.7 1.4 3.1 4.7 -20.0 -1.8 20.0 20.0 20.0 4.4 16.8 20.0 20.0 OJ 5.2 -3.8 9.8 -0.4 -4.2 -1.2 -6.0 -3.4 -3.2 11.2 18.0 14.2 18.3 16.4 17.3 20.0 20.0 20.0 20.0 20.0 20.0 17.8 20.0 20.0 -20.0 6.8 1.7 7.6 3.6 8.6 5.5 20.0 20.0 20.0 20.0 20.0 7.9 5.7 20.0 17.6 PALLAD 1.3 5.5 -12.2 -1.9 -1.2 -0.5 -2.2 0.8 -2.3 9.8 -12.9 -3.0 -13.4 -6.9 -11.7 -2.1 -2.5 -2.6 -2.7 -9.2 -17.1 1.5 -20.0 -3.9 -1.5 -3.3 5.0 -4.8 0.9 -5.8 -1.6 2.3 14.3 -4.5 4.5 -14.0 -19.9 -4.1 6.8 0.2 PLAT 7.9 -3.8 -16.8 -2.1 -1.3 -0.5 -2.3 0.8 -2.4 -9.8 -10.0 -8.3 -2.7 -5.6 -9.4 -3.6 -2.3 -3.3 -2.9 -7.5 -8.2 -11.8 -5.1 -7.9 14.0 -0.5 -1.9 -1.4 -1.1 -0.9 0.3 2.4 -8.5 12.4 7.7 -9.7 0.9 -17.0 17.6 -13.2 REDWHEAT -6.0 -20.0 -4.7 -0.3 -3.1 -0.9 -4.4 -2.5 -2.3 2.8 -9.0 -6.4 -11.9 -12.6 -11.9 -3.4 1.6 -2.3 0.0 -13.1 -9.9 -3.7 -7.1 -11.1 -13.0 -3.6 1.3 -2.5 -1.3 -1.4 -3.4 -5.4 16.2 -6.0 -14.2 -7.7 -20.0 -19.6 -13.7 -8.4 RICE -0.3 8.2 11.4 -0.4 -4.1 -1.2 -5.9 -3.4 -3.2 -10.3 6.9 -7.8 3.0 0.6 11.8 -14.5 16.7 1.8 16.6 8.2 7.0 -12.6 3.4 0.6 -20.0 2.2 -7.2 2.5 -7.2 1.2 -2.0 20.0 -20.0 0.4 15.3 15.3 -5.7 -19.5 9.4 -10.5 ROBUSTA 0.3 -6.8 -1.7 -0.3 -4.0 -1.1 -5.7 -3.3 -3.1 5.2 11.8 3.8 13.0 -2.8 -3.0 20.0 20.0 20.0 20.0 2.4 13.3 1.3 20.0 -0.7 -16.4 0.8 4.8 7.1 0.3 11.2 -1.1 20.0 12.9 0.7 0.5 9.5 -1.7 -15.0 16.4 -5.2 RUSSELL -11.2 -16.3 8.9 -2.6 -4.5 0.4 -3.2 2.4 -3.3 -16.7 0.5 -16.5 -1.3 -16.4 -1.6 -8.6 -5.8 -7.8 -7.0 -7.9 1.1 -17.7 0.2 -16.3 -3.0 -0.7 -4.2 2.0 -2.3 2.3 -2.4 -0.9 7.0 0.9 1.2 20.0 -9.0 -10.9 -20.0 -14.9 SHATZ 0.6 6.7 -9.7 -2.3 -1.2 -2.4 -1.7 -2.8 -1.9 -7.2 -6.1 -6.9 -7.5 -4.9 -5.1 -20.0 -8.4 -20.0 -15.9 -4.1 -7.2 -6.8 -12.7 -4.3 10.9 -1.8 -5.1 -2.8 -3.9 -5.1 -2.3 -16.2 -1.1 -1.9 6.7 -1.6 -20.0 -20.0 -20.0 -20.0 SILVER-mini 6.5 -7.8 -6.8 -2.4 -1.8 -0.5 -3.0 1.0 -2.8 -12.6 0.8 -7.6 5.0 -6.8 -5.7 -7.5 -5.9 -7.2 -6.7 -4.2 -1.2 -14.1 1.6 -8.0 7.6 1.2 -2.0 1.5 -1.4 1.4 0.6 -4.0 -7.7 16.2 10.4 4.5 -19.9 -20.0 -4.0 -20.0 SMI 3.0 -9.9 -11.2 -2.9 -5.0 0.4 -3.6 2.7 -3.7 -9.5 1.7 -0.7 5.7 -10.2 -13.0 -2.6 0.8 -2.8 -1.6 -9.3 -5.3 -5.3 0.3 -7.4 6.0 -3.0 -2.6 -2.0 -3.1 -1.9 -3.0 9.4 2.5 2.4 17.3 -11.1 -8.9 -12.8 -19.8 -15.7 SOFR 5.5 -12.6 -15.0 -3.0 -1.5 -3.1 -2.2 -3.6 -2.4 -6.5 -7.0 -1.4 -4.5 -5.8 -7.6 -1.9 -1.0 -1.9 -1.5 -8.8 -8.4 -3.3 -7.0 -5.7 -1.7 -2.7 0.2 -2.9 -0.2 -2.3 -1.2 1.8 5.3 3.3 -0.7 -6.0 -20.0 -20.0 -10.0 -4.2 SOYBEAN 4.4 0.6 19.6 -0.2 -2.7 -0.8 -3.8 -2.2 -2.0 -7.9 6.2 -2.1 0.4 -0.3 6.9 -0.7 18.2 7.4 12.8 4.8 4.3 -3.4 1.5 1.3 -20.0 2.1 -2.6 1.8 -1.4 0.8 0.5 20.0 -1.6 9.2 -1.2 20.0 -12.9 5.0 -9.4 15.3 SOYMEAL 7.1 -0.9 -2.2 -0.2 -2.8 -0.8 -4.1 -2.3 -2.2 -9.5 -3.7 -1.1 2.5 0.0 -0.3 4.7 18.3 10.7 16.0 0.6 -0.1 -3.5 2.1 -0.4 -20.0 1.7 -3.3 2.2 -1.5 3.4 0.3 20.0 -2.6 9.8 -1.5 10.6 -17.8 -19.3 -14.5 -17.9 SOYOIL -11.1 5.2 20.0 -0.3 -3.2 -0.9 -4.6 -2.6 -2.5 -5.1 9.8 -8.5 -0.1 -3.6 10.9 14.9 11.5 13.7 11.5 8.9 11.0 -7.1 5.3 -1.5 -20.0 2.9 0.3 3.5 -1.8 1.7 -0.3 11.7 5.5 -0.4 4.2 20.0 1.1 6.5 20.0 20.0 SP400 -11.6 -18.7 10.4 -2.5 -4.2 0.3 -3.1 2.3 -3.2 -15.8 3.3 -16.0 6.9 -15.1 2.1 -6.2 -5.0 -6.1 -5.7 -6.3 3.4 -18.6 5.1 -15.6 -12.8 -0.2 -4.5 2.2 -2.1 2.7 -1.8 0.9 4.8 1.3 0.7 20.0 -1.3 -12.3 -17.0 -17.6 SP500_micro -1.8 -20.0 12.0 -2.3 -4.0 0.3 -2.9 2.1 -3.0 -13.1 12.0 3.4 10.5 -4.0 6.6 -11.8 -9.3 -12.2 -11.2 4.0 12.6 -2.1 13.3 -1.1 -17.7 2.0 -1.0 5.9 0.1 6.6 -0.0 -7.4 7.9 9.7 5.6 20.0 -5.5 -13.8 -18.8 -20.0 SUGAR11 20.0 4.6 -7.8 -0.4 -4.8 -1.4 -6.9 -3.9 -3.7 15.0 16.4 18.9 16.8 18.7 13.8 -3.3 10.5 -1.5 3.7 20.0 20.0 20.0 20.0 20.0 -20.0 6.0 3.4 7.1 6.7 11.0 7.9 5.9 20.0 20.0 20.0 -0.1 -20.0 -20.0 8.6 -1.9 US10 4.9 -12.4 -17.9 -2.6 -1.3 -2.7 -1.9 -3.1 -2.1 -5.4 -7.9 -3.7 -8.2 -6.9 -8.2 -10.0 -7.3 -9.5 -9.0 -9.9 -11.0 -3.5 -11.5 -6.5 1.0 -2.8 0.5 -3.2 -0.1 -3.2 -1.2 -10.4 5.6 2.4 -2.2 -7.6 -20.0 -20.0 13.2 0.2 US10U 4.9 -14.0 -15.0 -3.4 -1.7 -3.5 -2.5 -4.1 -2.8 -7.2 -10.2 -5.9 -10.5 -9.4 -10.6 -0.4 -1.3 -2.0 -2.1 -13.1 -13.7 -5.0 -14.0 -9.1 -3.5 -3.7 0.6 -4.0 -0.2 -3.6 -1.7 0.8 7.2 2.9 -5.1 -9.2 -20.0 -20.0 20.0 18.9 US2 9.0 -3.1 -20.0 -2.5 -1.3 -2.6 -1.9 -3.1 -2.1 -5.0 -8.9 -5.1 -8.7 -6.9 -8.8 -20.0 -20.0 -20.0 -20.0 -11.4 -15.9 -4.0 -18.9 -6.3 8.9 -2.8 0.2 -4.2 0.0 -5.2 -0.8 -20.0 7.9 2.1 0.7 -12.6 -20.0 -20.0 -20.0 -20.0 US20 5.4 -17.4 -14.7 -2.5 -1.3 -2.6 -1.8 -3.1 -2.1 -4.4 -7.3 -1.9 -7.0 -6.5 -7.3 -5.0 -1.9 -3.2 -2.6 -10.6 -10.7 -3.2 -10.5 -7.1 -3.3 -2.7 0.6 -2.9 -0.0 -2.5 -1.3 0.0 6.2 2.2 -6.4 -6.2 -20.0 -20.0 20.0 20.0 US30 7.6 -14.9 -10.2 -2.9 -1.4 -3.0 -2.1 -3.5 -2.4 -5.6 -8.7 -1.7 -8.5 -7.0 -8.0 -7.2 -3.6 -6.7 -5.2 -10.8 -11.5 -3.2 -12.5 -7.0 -2.9 -2.9 0.5 -3.2 0.2 -2.9 -1.1 -3.4 8.3 4.5 -6.2 -4.8 -20.0 -20.0 20.0 20.0 US5 4.3 -10.3 -19.6 -2.7 -1.3 -2.8 -2.0 -3.3 -2.2 -5.4 -8.5 -4.4 -8.8 -7.3 -8.8 -16.5 -10.1 -14.5 -12.9 -10.2 -11.9 -3.9 -13.2 -6.5 3.8 -2.9 0.4 -3.6 -0.1 -3.8 -1.2 -16.0 6.8 2.0 -0.5 -8.6 -20.0 -20.0 -0.2 -16.7 VIX -8.4 15.1 -17.7 -7.1 -4.2 -9.6 -6.1 -11.2 -6.2 -16.9 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -19.2 -20.0 -20.0 NaN -8.2 -4.6 -11.2 -7.3 -13.5 -7.6 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -14.3 -20.0 6.0 -0.2 -1.9 -0.6 -2.8 -1.6 -1.5 -4.3 -7.2 -7.3 -8.3 -8.4 -7.9 -13.0 -9.8 -11.8 -11.0 -9.6 -8.1 -6.7 -8.2 -9.9 -3.2 -2.4 -1.1 -1.8 -2.3 -1.8 -3.0 -20.0 2.1 -9.0 -9.0 -0.9 -20.0 -13.6 -16.8 -8.7 End of report for caleb_strategy_v3