******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20230918_204336 produced at 2023-09-18 21:39:48.381560 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.45 0.0 0.00 0.00 0.00 0.00 -18.06 11.0 0 0 caleb_strategy_v3 US2 False True 0.07 0.00 -0.34 0.0 0.00 0.00 0.00 0.00 -5.03 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 -51.53 17.0 -17 -16 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.27 0.0 0.00 0.00 0.00 0.00 -7.29 24.0 0 0 caleb_strategy_v3 CHF False False 0.05 -0.42 -0.20 0.0 0.61 -0.61 -0.42 -0.42 -4.35 13.0 -9 -9 caleb_strategy_v3 GOLD_micro False False 0.01 -0.23 -0.17 0.0 0.36 -0.36 -0.23 -0.21 -26.52 56.0 -35 -32 caleb_strategy_v3 US5 False False 0.04 -0.21 -0.13 0.0 0.89 -0.89 -0.21 -0.18 -3.63 25.0 -6 -5 caleb_strategy_v3 JPY False False 0.03 -0.11 -0.10 0.0 0.48 -0.48 -0.11 -0.14 -3.61 17.0 -4 -5 caleb_strategy_v3 CAD False False 0.02 0.00 -0.10 0.0 0.72 -0.72 0.00 0.00 -4.21 29.0 0 0 caleb_strategy_v3 EUR False False 0.04 -0.31 -0.08 0.0 0.63 -0.63 -0.31 -0.27 -1.76 14.0 -7 -6 caleb_strategy_v3 BOBL False False 0.04 -0.58 -0.07 0.0 0.79 -0.79 -0.58 -0.50 -1.72 19.0 -14 -12 caleb_strategy_v3 US10 False False 0.04 0.00 -0.07 0.0 0.62 -0.62 0.00 0.00 -1.82 17.0 0 0 caleb_strategy_v3 COPPER False False 0.03 -0.06 -0.07 0.0 0.19 -0.19 -0.06 -0.06 -2.20 6.0 -2 -2 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.06 0.0 0.17 -0.17 0.00 0.00 -0.70 2.0 0 0 caleb_strategy_v3 AUD False False 0.02 0.00 -0.06 0.0 0.41 -0.41 0.00 0.00 -2.59 19.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.06 -0.06 0.0 0.07 -0.07 -0.06 -0.06 -23.33 26.0 -22 -22 caleb_strategy_v3 BITCOIN False False 0.00 -0.04 -0.06 0.0 0.05 -0.05 -0.04 -0.04 -65.76 59.0 -43 -43 caleb_strategy_v3 RUSSELL False False 0.00 -0.00 -0.05 0.0 0.21 -0.21 -0.00 -0.01 -17.04 68.0 -1 -2 caleb_strategy_v3 NZD False False 0.02 0.00 -0.05 0.0 0.41 -0.41 0.00 0.00 -2.53 21.0 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 -8.73 3.0 0 0 caleb_strategy_v3 US10U False False 0.04 -0.15 -0.04 0.0 0.50 -0.50 -0.15 -0.15 -1.08 13.0 -4 -4 caleb_strategy_v3 SP500_micro False False 0.01 0.01 -0.04 0.0 0.36 -0.36 0.01 0.00 -5.30 48.0 1 0 caleb_strategy_v3 GBP False False 0.03 -0.03 -0.03 0.0 0.57 -0.57 -0.03 -0.03 -1.34 22.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.00 -0.03 0.0 0.24 -0.24 0.00 0.00 -2.68 23.0 0 0 caleb_strategy_v3 BTP False False 0.04 0.00 -0.03 0.0 0.40 -0.40 0.00 0.00 -0.64 10.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.01 -0.03 0.0 0.10 -0.10 -0.01 0.00 -3.36 12.0 -1 0 caleb_strategy_v3 US20 False False 0.04 -0.12 -0.03 0.0 0.36 -0.36 -0.12 -0.12 -0.66 9.0 -3 -3 caleb_strategy_v3 PALLAD False False 0.04 0.00 -0.03 0.0 0.08 -0.08 0.00 0.00 -0.62 2.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.01 -0.03 0.0 0.39 -0.39 -0.01 -0.01 -4.86 66.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.02 0.0 0.10 -0.10 -0.04 -0.04 -1.77 8.0 -3 -3 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 -0.02 0.0 0.00 -0.00 0.00 0.00 -1.01 0.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 -0.02 0.0 0.06 -0.06 0.00 0.00 -1.90 5.0 0 0 caleb_strategy_v3 US30 False False 0.04 -0.08 -0.02 0.0 0.25 -0.25 -0.08 -0.13 -0.46 6.0 -2 -3 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.02 0.0 0.10 -0.10 -0.03 -0.03 -1.94 9.0 -3 -3 caleb_strategy_v3 COFFEE False False 0.02 -0.02 -0.02 0.0 0.12 -0.12 -0.02 -0.02 -0.88 6.0 -1 -1 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.02 0.0 0.19 -0.19 0.00 0.00 -5.73 51.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.00 -0.01 0.0 0.46 -0.46 0.00 0.00 -0.24 10.0 0 0 caleb_strategy_v3 BUXL False False 0.05 -0.18 -0.01 0.0 0.18 -0.18 -0.18 -0.18 -0.21 4.0 -4 -4 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.59 9.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 0.00 -0.00 0.0 0.16 -0.16 0.00 0.00 -0.06 11.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.40 10.0 0 0 caleb_strategy_v3 OAT False False 0.04 0.36 -0.00 0.0 0.45 -0.45 0.36 0.18 -0.02 10.0 8 4 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.29 2.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.04 -0.00 0.0 0.15 -0.15 0.04 0.02 -0.02 7.0 2 1 caleb_strategy_v3 PLAT False False 0.02 -0.02 0.00 0.0 0.16 -0.16 -0.02 0.00 0.26 10.0 -1 0 caleb_strategy_v3 RICE False False 0.01 0.00 -0.00 0.0 0.04 -0.04 0.00 0.00 -0.28 4.0 0 0 caleb_strategy_v3 SMI False False 0.04 0.12 0.01 0.0 0.37 -0.37 0.12 0.17 0.31 9.0 3 4 caleb_strategy_v3 ROBUSTA False False 0.01 0.03 0.01 0.0 0.20 -0.20 0.03 0.03 1.73 23.0 4 4 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 0.02 0.0 0.18 -0.18 0.00 0.00 1.93 18.0 0 0 caleb_strategy_v3 COCOA False False 0.01 0.04 0.02 0.0 0.32 -0.32 0.04 0.02 1.75 26.0 3 2 caleb_strategy_v3 EUROSTX False False 0.02 0.06 0.03 0.0 0.31 -0.31 0.06 0.03 2.13 20.0 4 2 caleb_strategy_v3 OJ False False 0.02 0.00 0.04 0.0 0.05 -0.05 0.00 0.00 2.46 3.0 0 0 caleb_strategy_v3 CAC False False 0.03 0.18 0.04 0.0 0.31 -0.31 0.18 0.21 1.44 12.0 7 8 caleb_strategy_v3 HEATOIL False False 0.04 0.00 0.04 0.0 0.13 -0.13 0.00 0.00 0.93 3.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.05 0.0 0.33 -0.33 0.00 0.00 8.72 58.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.17 0.06 0.0 0.87 -0.87 0.17 0.43 0.64 10.0 2 5 caleb_strategy_v3 LEANHOG False False 0.01 0.07 0.07 0.0 0.13 -0.13 0.07 0.07 6.93 13.0 7 7 caleb_strategy_v3 GASOIL False False 0.03 0.06 0.07 0.0 0.12 -0.12 0.06 0.06 2.43 4.0 2 2 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.49 0.08 0.0 0.53 -0.53 0.49 0.49 2.47 16.0 15 15 caleb_strategy_v3 LIVECOW False False 0.03 0.03 0.08 0.0 0.43 -0.43 0.03 0.03 3.15 17.0 1 1 caleb_strategy_v3 GASOLINE False False 0.04 0.14 0.08 0.0 0.14 -0.14 0.14 0.14 2.10 4.0 4 4 caleb_strategy_v3 DX False False 0.04 0.00 0.11 0.0 35076216.97 -35076216.97 0.00 0.00 3.24 999999999.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.04 0.27 0.12 0.0 0.36 -0.36 0.27 0.31 2.78 8.0 6 7 caleb_strategy_v3 CRUDE_W False False 0.03 0.15 0.24 0.0 0.15 -0.15 0.15 0.15 7.90 5.0 5 5 caleb_strategy_v3 MXP False False 0.01 0.49 0.30 0.0 0.58 -0.58 0.49 0.44 31.52 60.0 51 46 caleb_strategy_v3 NIKKEI False False 0.01 0.27 0.34 0.0 0.27 -0.27 0.27 0.27 45.53 36.0 36 36 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 21.2 Shocked risk 64.6 Sum abs risk 62.7 Leverage 6.03 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2988634.72, 'annual_cash_vol_target': 747158.68, 'daily_cash_vol_target': 46697.4175} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0041 0.6454 0.6285 10.0566 BITCOIN 734.6481 26780.0000 2.7433 43.8923 BOBL 0.2657 115.9900 0.2291 3.6658 BTP 0.6632 111.9900 0.5922 9.4746 BUND 0.5602 129.9700 0.4310 6.8964 BUXL 1.3021 127.1000 1.0244 16.3911 CAC 56.2697 7293.5000 0.7715 12.3441 CAD 0.0027 0.7420 0.3690 5.9048 CANOLA 8.4266 750.0000 1.1235 17.9767 CHF 0.0045 1.1242 0.3961 6.3374 COCOA 44.6579 3631.0000 1.2299 19.6785 COFFEE 2.6165 161.4500 1.6206 25.9302 COPPER 0.0394 3.7740 1.0450 16.7197 CORN 6.9701 503.7500 1.3836 22.1384 COTTON2 1.2075 87.0200 1.3876 22.2018 CRUDE_W 0.9619 89.2800 1.0775 17.2392 DAX 108.4619 15877.0000 0.6831 10.9302 DOW 200.3373 34951.0000 0.5732 9.1711 DX 0.3740 104.8300 0.3568 5.7083 EUR 0.0051 1.0723 0.4717 7.5475 EURIBOR-ICE 0.0534 96.9500 0.0551 0.8810 EUROSTX 36.9310 4273.0000 0.8643 13.8286 FEEDCOW 1.5216 266.4500 0.5711 9.1368 GASOIL 13.6641 900.5000 1.5174 24.2783 GASOLINE 0.0322 2.5635 1.2577 20.1232 GAS_US_mini 0.0827 3.0050 2.7520 44.0320 GBP 0.0063 1.2377 0.5060 8.0953 GOLD_micro 9.4778 1935.1000 0.4898 7.8365 HEATOIL 0.0442 3.1088 1.4207 22.7319 JGB-SGX-mini 0.2130 145.4800 0.1464 2.3423 JPY 0.0000 0.0068 0.5818 9.3089 LEANHOG 1.1425 74.3750 1.5361 24.5776 LIVECOW 1.1092 191.0500 0.5806 9.2896 LUMBER-new 8.2515 492.5000 1.6754 26.8069 MILK 0.2459 18.0500 1.3621 21.7940 MXP 0.0004 0.0575 0.7566 12.1051 NASDAQ_micro 143.3593 15407.0000 0.9305 14.8877 NIKKEI 282.2123 33045.0000 0.8540 13.6644 NZD 0.0037 0.5900 0.6219 9.9512 OAT 0.5853 124.6500 0.4696 7.5135 OATIES 8.0586 467.7500 1.7229 27.5656 OJ 4.9882 340.9500 1.4630 23.4083 PALLAD 19.2966 1246.5000 1.5481 24.7691 PLAT 12.9459 937.8000 1.3805 22.0873 REDWHEAT 12.3258 737.2500 1.6719 26.7499 RICE 0.1736 16.4100 1.0578 16.9246 ROBUSTA 31.6905 2570.0000 1.2331 19.7295 RUSSELL 16.1591 1858.3000 0.8696 13.9130 SHATZ 0.0820 104.9050 0.0781 1.2501 SILVER-mini 0.3465 23.5000 1.4747 23.5946 SMI 72.6372 11139.0000 0.6521 10.4336 SOFR 0.0620 96.2150 0.0644 1.0312 SOYBEAN 14.4853 1264.5000 1.1455 18.3285 SOYMEAL 5.1363 384.5000 1.3358 21.3735 SOYOIL 0.8003 60.2600 1.3281 21.2498 SP400 19.4529 2594.0000 0.7499 11.9987 SP500_micro 30.1528 4500.7500 0.6700 10.7192 SUGAR11 0.3120 27.3400 1.1412 18.2589 US10 0.3684 109.5156 0.3364 5.3829 US10U 0.5176 113.9375 0.4543 7.2691 US2 0.0951 101.4453 0.0937 1.4998 US20 0.7393 118.8125 0.6223 9.9564 US30 1.1261 125.4062 0.8979 14.3669 US5 0.2371 105.8984 0.2239 3.5821 VIX 0.4474 16.9000 2.6476 42.3619 WHEAT 11.3951 664.2500 1.7155 27.4478 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 645.40 0.63 405.66 1.00 405.66 46697.42 115.12 -8.66 -99.67 BITCOIN 26.78 2.74 73.46 1.00 73.46 46697.42 635.64 -9.55 -607.22 BOBL 1159.90 0.23 265.75 1.07 283.14 46697.42 164.93 -10.29 -169.71 BTP 1119.90 0.59 663.16 1.07 706.57 46697.42 66.09 -2.85 -18.84 BUND 1299.70 0.43 560.20 1.07 596.87 46697.42 78.24 -3.08 -24.10 BUXL 1271.00 1.02 1302.07 1.07 1387.29 46697.42 33.66 -6.29 -21.17 CAC 729.35 0.77 562.70 1.07 599.53 46697.42 77.89 5.41 42.13 CAD 741.95 0.37 273.82 1.00 273.82 46697.42 170.54 -9.52 -162.43 CANOLA 150.00 1.12 168.53 0.74 124.79 46697.42 374.20 -6.29 -235.42 CHF 1405.19 0.40 556.57 1.00 556.57 46697.42 83.90 -20.00 -167.80 COCOA 363.10 1.23 446.58 1.00 446.58 46697.42 104.57 7.83 81.86 COFFEE 605.44 1.62 981.19 1.00 981.19 46697.42 47.59 -15.90 -75.69 COPPER 943.50 1.04 985.94 1.00 985.94 46697.42 47.36 -4.30 -20.35 CORN 251.88 1.38 348.51 1.00 348.51 46697.42 133.99 -10.32 -138.30 COTTON2 435.10 1.39 603.75 1.00 603.75 46697.42 77.35 -0.36 -2.80 CRUDE_W 892.80 1.08 961.95 1.00 961.95 46697.42 48.54 15.02 72.91 DAX 158.77 0.68 108.46 1.07 115.56 46697.42 404.09 6.33 255.62 DOW 174.76 0.57 100.17 1.00 100.17 46697.42 466.19 -4.48 -208.90 DX 1048.30 0.36 374.00 1.00 374.00 46697.42 124.86 10.01 125.00 EUR 1340.38 0.47 632.28 1.00 632.28 46697.42 73.86 -9.16 -67.64 EURIBOR-ICE 2423.75 0.06 133.46 1.07 142.19 46697.42 328.41 0.57 18.72 EUROSTX 427.30 0.86 369.31 1.07 393.48 46697.42 118.68 5.27 62.54 FEEDCOW 1332.25 0.57 760.78 1.00 760.78 46697.42 61.38 13.69 84.01 GASOIL 900.50 1.52 1366.41 1.00 1366.41 46697.42 34.18 16.41 56.09 GASOLINE 1076.67 1.26 1354.13 1.00 1354.13 46697.42 34.49 14.05 48.44 GAS_US_mini 75.12 2.75 206.74 1.00 206.74 46697.42 225.87 -9.54 -215.46 GBP 773.56 0.51 391.39 1.00 391.39 46697.42 119.31 -4.34 -51.83 GOLD_micro 193.51 0.49 94.78 1.00 94.78 46697.42 492.70 -15.78 -777.45 HEATOIL 1305.70 1.42 1855.06 1.00 1855.06 46697.42 25.17 8.55 21.53 JGB-SGX-mini 145480.00 0.15 21297.44 0.01 144.45 46697.42 323.27 0.71 22.83 JPY 846.19 0.58 492.32 1.00 492.32 46697.42 94.85 -14.67 -139.12 LEANHOG 297.50 1.54 456.99 1.00 456.99 46697.42 102.18 11.15 113.96 LIVECOW 764.20 0.58 443.69 1.00 443.69 46697.42 105.25 9.03 95.02 LUMBER-new 135.44 1.68 226.92 1.00 226.92 46697.42 205.79 -20.00 -411.58 MILK 361.00 1.36 491.73 1.00 491.73 46697.42 94.97 -9.35 -88.79 MXP 287.55 0.76 217.55 1.00 217.55 46697.42 214.65 10.01 214.76 NASDAQ_micro 308.14 0.93 286.72 1.00 286.72 46697.42 162.87 -7.07 -115.10 NIKKEI 33045.00 0.85 28221.23 0.01 191.41 46697.42 243.96 17.23 420.43 NZD 590.00 0.62 366.95 1.00 366.95 46697.42 127.26 -7.65 -97.33 OAT 1246.50 0.47 585.35 1.07 623.66 46697.42 74.88 -0.07 -0.55 OATIES 233.88 1.72 402.93 1.00 402.93 46697.42 115.89 -1.01 -11.75 OJ 511.42 1.46 748.23 1.00 748.23 46697.42 62.41 18.41 114.87 PALLAD 1246.50 1.55 1929.66 1.00 1929.66 46697.42 24.20 -7.50 -18.15 PLAT 468.90 1.38 647.30 1.00 647.30 46697.42 72.14 1.06 7.65 REDWHEAT 368.62 1.67 616.29 1.00 616.29 46697.42 75.77 -17.57 -133.13 RICE 328.20 1.06 347.17 1.00 347.17 46697.42 134.51 -0.86 -11.62 ROBUSTA 257.00 1.23 316.91 1.00 316.91 46697.42 147.35 10.06 148.27 RUSSELL 92.92 0.87 80.80 1.00 80.80 46697.42 577.97 -8.89 -514.04 SHATZ 1049.05 0.08 81.97 1.07 87.33 46697.42 534.72 -13.44 -718.73 SILVER-mini 587.50 1.47 866.37 1.00 866.37 46697.42 53.90 -5.50 -29.64 SMI 1113.90 0.65 726.37 1.12 811.43 46697.42 57.55 1.60 9.21 SOFR 2405.38 0.06 155.02 1.00 155.02 46697.42 301.23 -9.87 -297.17 SOYBEAN 632.25 1.15 724.26 1.00 724.26 46697.42 64.48 -0.40 -2.60 SOYMEAL 384.50 1.34 513.63 1.00 513.63 46697.42 90.92 -7.01 -63.72 SOYOIL 361.56 1.33 480.19 1.00 480.19 46697.42 97.25 4.37 42.47 SP400 2594.00 0.75 1945.29 1.00 1945.29 46697.42 24.01 -8.80 -21.13 SP500_micro 225.04 0.67 150.76 1.00 150.76 46697.42 309.74 -7.37 -228.23 SUGAR11 306.21 1.14 349.44 1.00 349.44 46697.42 133.64 6.78 90.62 US10 1095.16 0.34 368.45 1.00 368.45 46697.42 126.74 -11.30 -143.27 US10U 1139.38 0.45 517.64 1.00 517.64 46697.42 90.21 -9.41 -84.93 US2 2028.91 0.09 190.18 1.00 190.18 46697.42 245.54 -16.18 -397.22 US20 1188.12 0.62 739.34 1.00 739.34 46697.42 63.16 -8.21 -51.83 US30 1254.06 0.90 1126.06 1.00 1126.06 46697.42 41.47 -8.71 -36.12 US5 1058.98 0.22 237.09 1.00 237.09 46697.42 196.96 -14.54 -286.36 VIX 169.00 2.65 447.45 1.00 447.45 46697.42 104.36 -20.00 -208.73 WHEAT 332.12 1.72 569.76 1.00 569.76 46697.42 81.96 -17.87 -146.49 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -99.673 0.010 2.5 -2.586 BITCOIN -607.220 0.043 2.5 -65.759 BOBL -169.706 0.004 2.5 -1.721 BTP -18.845 0.014 2.5 -0.643 BUND -24.099 0.004 2.5 -0.244 BUXL -21.167 0.004 2.5 -0.215 CAC 42.131 0.014 2.5 1.437 CAD -162.433 0.010 2.5 -4.215 CANOLA -235.422 0.010 2.5 -5.728 CHF -167.803 0.010 2.5 -4.354 COCOA 81.856 0.009 2.5 1.753 COFFEE -75.693 0.005 2.5 -0.884 COPPER -20.353 0.043 2.5 -2.204 CORN -138.300 0.010 2.5 -3.365 COTTON2 -2.804 0.009 2.5 -0.060 CRUDE_W 72.908 0.043 2.5 7.896 DAX 255.619 0.014 2.5 8.719 DOW -208.902 0.009 2.5 -4.855 DX 125.003 0.010 2.5 3.244 EUR -67.643 0.010 2.5 -1.755 EURIBOR-ICE 18.724 0.014 2.5 0.639 EUROSTX 62.542 0.014 2.5 2.133 FEEDCOW 84.006 0.013 2.5 2.784 GASOIL 56.087 0.017 2.5 2.431 GASOLINE 48.439 0.017 2.5 2.100 GAS_US_mini -215.457 0.043 2.5 -23.333 GBP -51.833 0.010 2.5 -1.345 GOLD_micro -777.448 0.014 2.5 -26.519 HEATOIL 21.525 0.017 2.5 0.933 JGB-SGX-mini 22.831 0.043 2.5 2.472 JPY -139.119 0.010 2.5 -3.610 LEANHOG 113.961 0.024 2.5 6.926 LIVECOW 95.022 0.013 2.5 3.149 LUMBER-new -411.583 0.008 2.5 -8.731 MILK -88.788 0.009 2.5 -1.902 MXP 214.757 0.059 2.5 31.523 NASDAQ_micro -115.096 0.009 2.5 -2.675 NIKKEI 420.425 0.043 2.5 45.530 NZD -97.334 0.010 2.5 -2.526 OAT -0.549 0.014 2.5 -0.019 OATIES -11.747 0.010 2.5 -0.286 OJ 114.869 0.009 2.5 2.460 PALLAD -18.154 0.014 2.5 -0.619 PLAT 7.654 0.014 2.5 0.261 REDWHEAT -133.128 0.005 2.5 -1.766 RICE -11.616 0.010 2.5 -0.283 ROBUSTA 148.273 0.005 2.5 1.732 RUSSELL -514.040 0.013 2.5 -17.035 SHATZ -718.727 0.004 2.5 -7.289 SILVER-mini -29.644 0.014 2.5 -1.011 SMI 9.208 0.014 2.5 0.314 SOFR -297.174 0.024 2.5 -18.062 SOYBEAN -2.603 0.004 2.5 -0.024 SOYMEAL -63.719 0.004 2.5 -0.593 SOYOIL 42.466 0.004 2.5 0.395 SP400 -21.128 0.013 2.5 -0.700 SP500_micro -228.227 0.009 2.5 -5.304 SUGAR11 90.615 0.009 2.5 1.927 US10 -143.265 0.005 2.5 -1.816 US10U -84.929 0.005 2.5 -1.076 US2 -397.221 0.005 2.5 -5.034 US20 -51.826 0.005 2.5 -0.657 US30 -36.122 0.005 2.5 -0.458 US5 -286.356 0.005 2.5 -3.629 VIX -208.728 0.099 2.5 -51.527 WHEAT -146.493 0.005 2.5 -1.943 ===================== Position diags ===================== AUD 2.99 BITCOIN 68.84 BOBL 1.67 BTP 2.25 BUND 0.79 BUXL 0.34 CAC 2.66 CAD 4.43 CANOLA 9.10 CHF 2.18 COCOA 2.24 COFFEE 0.56 COPPER 5.13 CORN 3.26 COTTON2 1.66 CRUDE_W 5.26 DAX 13.78 DOW 10.84 DX 3.24 EUR 1.92 EURIBOR-ICE 11.20 EUROSTX 4.05 FEEDCOW 2.03 GASOIL 1.48 GASOLINE 1.50 GAS_US_mini 24.46 GBP 3.10 GOLD_micro 16.81 HEATOIL 1.09 JGB-SGX-mini 35.01 JPY 2.46 LEANHOG 6.21 LIVECOW 3.49 LUMBER-new 4.37 MILK 2.03 MXP 31.51 NASDAQ_micro 3.79 NIKKEI 26.42 NZD 3.30 OAT 2.55 OATIES 2.82 OJ 1.34 PALLAD 0.83 PLAT 2.46 REDWHEAT 1.01 RICE 3.27 ROBUSTA 1.72 RUSSELL 19.15 SHATZ 5.42 SILVER-mini 1.84 SMI 1.96 SOFR 18.31 SOYBEAN 0.60 SOYMEAL 0.85 SOYOIL 0.91 SP400 0.80 SP500_micro 7.20 SUGAR11 2.84 US10 1.61 US10U 1.14 US2 3.11 US20 0.80 US30 0.53 US5 2.50 VIX 25.76 WHEAT 1.09 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.6 -2.9 -2.3 NaN 0 BITCOIN -65.8 -72.6 -58.9 -43.0 -43 BOBL -1.7 -1.9 -1.6 -14.0 -14 BTP -0.6 -0.9 -0.4 0.0 0 BUND -0.2 -0.3 -0.2 0.0 0 BUXL -0.2 -0.2 -0.2 -4.0 -4 CAC 1.4 1.2 1.7 7.0 7 CAD -4.2 -4.7 -3.8 0.0 0 CANOLA -5.7 -6.6 -4.8 NaN 0 CHF -4.4 -4.6 -4.1 -9.0 -9 COCOA 1.8 1.5 2.0 3.0 3 COFFEE -0.9 -0.9 -0.8 -1.0 -1 COPPER -2.2 -2.7 -1.7 -2.0 -2 CORN -3.4 -3.7 -3.0 -1.0 -1 COTTON2 -0.1 -0.2 0.1 0.0 0 CRUDE_W 7.9 7.4 8.4 5.0 5 DAX 8.7 7.3 10.1 0.0 0 DOW -4.9 -5.9 -3.8 -1.0 -1 DX 3.2 2.9 3.6 NaN 0 EUR -1.8 -1.9 -1.6 -7.0 -7 EURIBOR-ICE 0.6 -0.5 1.8 2.0 2 EUROSTX 2.1 1.7 2.5 4.0 4 FEEDCOW 2.8 2.6 3.0 6.0 6 GASOIL 2.4 2.3 2.6 2.0 2 GASOLINE 2.1 2.0 2.2 4.0 4 GAS_US_mini -23.3 -25.8 -20.9 -22.0 -22 GBP -1.3 -1.7 -1.0 -1.0 -1 GOLD_micro -26.5 -28.2 -24.8 -35.0 -35 HEATOIL 0.9 0.8 1.0 0.0 0 JGB-SGX-mini 2.5 -1.0 6.0 15.0 15 JPY -3.6 -3.9 -3.4 -4.0 -4 LEANHOG 6.9 6.3 7.5 7.0 7 LIVECOW 3.1 2.8 3.5 1.0 1 LUMBER-new -8.7 -9.2 -8.3 NaN 0 MILK -1.9 -2.1 -1.7 NaN 0 MXP 31.5 28.4 34.7 51.0 51 NASDAQ_micro -2.7 -3.1 -2.3 0.0 0 NIKKEI 45.5 42.9 48.2 36.0 36 NZD -2.5 -2.9 -2.2 0.0 0 OAT -0.0 -0.3 0.2 8.0 8 OATIES -0.3 -0.6 -0.0 NaN 0 OJ 2.5 2.3 2.6 NaN 0 PALLAD -0.6 -0.7 -0.5 NaN 0 PLAT 0.3 0.0 0.5 -1.0 -1 REDWHEAT -1.8 -1.9 -1.7 -3.0 -3 RICE -0.3 -0.6 0.0 NaN 0 ROBUSTA 1.7 1.6 1.9 4.0 4 RUSSELL -17.0 -19.0 -15.1 -1.0 -1 SHATZ -7.3 -7.8 -6.7 NaN 0 SILVER-mini -1.0 -1.2 -0.8 NaN 0 SMI 0.3 0.1 0.5 3.0 3 SOFR -18.1 -19.9 -16.2 NaN 0 SOYBEAN -0.0 -0.1 0.0 2.0 2 SOYMEAL -0.6 -0.7 -0.5 0.0 0 SOYOIL 0.4 0.3 0.5 0.0 0 SP400 -0.7 -0.8 -0.6 0.0 0 SP500_micro -5.3 -6.0 -4.6 1.0 1 SUGAR11 1.9 1.6 2.2 0.0 0 US10 -1.8 -2.0 -1.7 NaN 0 US10U -1.1 -1.2 -1.0 -4.0 -4 US2 -5.0 -5.3 -4.7 NaN 0 US20 -0.7 -0.7 -0.6 -3.0 -3 US30 -0.5 -0.5 -0.4 -2.0 -2 US5 -3.6 -3.9 -3.4 -6.0 -6 VIX -51.5 -54.1 -49.0 -17.0 -17 WHEAT -1.9 -2.1 -1.8 -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 3.2 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 6.2 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 0.1 -0.6 -0.3 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.1 -0.4 -0.0 -0.3 -0.1 -0.2 -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 0.1 0.2 -0.3 -0.5 -0.3 -0.7 -0.1 0.1 BITCOIN -0.1 -0.6 -0.1 -0.0 0.1 -0.0 0.0 0.0 -0.0 0.2 0.1 -0.0 0.1 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 0.0 -0.1 -2.7 -0.1 0.0 -0.1 0.0 -0.0 -0.0 -0.1 0.3 -0.6 -0.4 -0.2 -0.3 0.7 -0.3 0.7 BOBL -0.1 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.3 -0.1 -0.1 -0.2 -0.2 -0.4 -0.3 -0.0 -0.1 -0.1 -0.2 -0.0 1.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.9 -0.0 0.0 0.2 0.1 -0.7 -0.7 -0.7 -0.6 BTP -0.2 -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 -0.1 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 -0.0 0.0 0.1 0.4 -0.4 -0.7 0.1 0.3 BUND -0.0 -0.1 0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 0.0 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 0.8 0.0 0.1 0.1 0.1 -0.7 -0.7 -0.6 -0.1 BUXL -0.1 -0.2 0.0 -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 -0.1 -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 0.6 CAC 0.1 -0.3 -0.4 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.0 0.3 0.0 0.7 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.0 0.0 0.0 0.4 -0.0 -0.7 -0.0 0.0 0.1 0.0 0.3 -0.0 0.3 0.3 -0.0 0.4 -0.1 0.7 0.0 0.7 0.2 CAD 0.1 -0.6 -0.0 -0.0 -0.0 0.1 -0.0 0.1 -0.1 0.2 -0.1 0.2 -0.4 -0.2 -0.2 -0.1 -0.0 -0.0 -0.0 -0.2 -0.1 0.1 -0.2 -0.1 0.2 -0.1 0.1 -0.1 0.0 -0.1 -0.0 0.0 0.5 0.2 -0.4 -0.4 -0.7 -0.7 -0.7 -0.6 CANOLA -0.6 -0.1 0.6 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.2 -0.1 -0.1 -0.1 0.1 -0.2 0.2 -0.0 0.1 0.0 0.1 -0.2 0.0 -0.1 -2.7 0.0 -0.1 0.0 -0.1 -0.0 -0.0 0.4 -0.5 -0.4 -0.2 0.6 -0.4 0.1 0.3 0.6 CHF -0.6 -0.6 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 -0.2 0.0 -0.2 0.3 -0.2 -1.4 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -1.1 -0.5 -0.6 -0.5 -0.2 -0.7 -0.7 -0.7 -0.7 COCOA 0.3 -0.2 0.2 -0.0 -0.1 -0.0 -0.1 -0.2 -0.0 -0.0 0.5 0.2 0.7 0.2 0.2 -0.1 -0.0 -0.1 -0.1 0.2 0.2 0.1 0.5 0.2 -1.9 0.1 -0.0 0.3 0.0 0.4 0.1 -0.5 0.5 0.6 0.6 0.6 -0.1 -0.4 0.5 -0.0 COFFEE 0.4 -0.1 -0.6 -0.0 -0.0 -0.0 -0.1 -0.2 -0.0 0.2 -0.4 0.1 -0.5 -0.1 -0.2 -0.1 0.0 -0.0 0.0 -0.1 -0.2 0.1 -0.5 0.0 -2.7 -0.1 0.1 -0.1 0.1 -0.1 -0.0 -0.2 0.5 0.5 -0.2 -0.6 -0.7 -0.7 -0.6 -0.3 COPPER 0.1 -0.2 -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 -0.8 -0.0 -0.0 -0.0 0.0 -0.1 0.0 0.1 -0.2 0.1 0.4 0.2 0.2 -0.7 0.5 -0.6 CORN -0.1 -0.6 -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 -0.2 0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.1 -1.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.3 0.0 -0.1 -0.3 0.1 -0.1 0.1 0.0 0.3 COTTON2 0.0 0.2 0.4 -0.0 -0.0 -0.0 -0.0 -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 0.0 -2.7 0.1 -0.0 0.1 0.0 0.1 0.0 0.1 0.1 0.6 0.6 0.4 -0.6 -0.5 0.3 0.4 CRUDE_W 0.6 0.6 0.6 0.1 0.0 0.2 0.1 0.1 0.1 0.2 0.5 0.2 -0.0 0.2 0.2 0.3 0.2 0.2 0.2 0.2 0.2 0.2 0.5 0.2 -1.0 0.1 0.1 0.2 0.1 0.2 0.1 -1.1 0.1 0.5 -0.3 -0.1 0.7 0.4 0.7 0.3 DAX 0.1 -0.4 -0.4 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.0 0.1 -0.1 0.6 -0.2 -0.2 -0.2 -0.1 -0.2 -0.2 -0.1 0.0 -0.0 0.3 -0.1 2.6 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 -0.2 0.1 -0.1 0.1 -0.3 0.7 0.0 0.7 0.3 DOW -0.1 -0.4 0.2 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.0 0.3 0.0 0.5 -0.1 0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.0 0.2 -0.0 -1.4 0.0 -0.0 0.1 0.0 0.2 -0.0 -0.3 0.2 -0.1 0.3 0.6 -0.4 -0.2 -0.7 -0.3 DX 0.4 0.6 0.2 -0.0 -0.0 0.1 -0.0 0.1 -0.0 0.1 0.3 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 0.1 -0.1 0.2 0.1 0.7 EUR -0.4 -0.6 -0.1 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.2 -0.2 0.3 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.0 -0.2 1.8 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.4 -0.3 -0.6 -0.5 -0.4 -0.2 -0.7 -0.0 -0.0 EURIBOR-ICE 0.0 0.1 0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -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 0.0 0.2 0.2 0.1 -0.7 -0.7 0.7 0.4 EUROSTX -0.0 -0.4 -0.4 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.0 0.2 -0.1 0.6 -0.2 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 0.0 -0.0 0.3 -0.1 0.7 -0.0 -0.0 0.0 -0.0 0.2 -0.0 0.3 0.1 -0.2 0.2 -0.2 0.7 0.1 0.7 0.4 FEEDCOW 0.5 0.0 0.5 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.2 0.5 0.2 0.7 0.2 0.2 0.0 -0.4 -0.2 -0.4 0.2 0.2 0.2 0.5 0.2 0.1 0.1 0.1 0.3 0.1 0.4 0.1 -1.1 0.5 0.6 0.6 0.6 0.3 -0.3 0.7 -0.0 GASOIL -0.0 0.6 0.6 0.1 0.0 0.1 0.0 0.1 0.1 0.1 0.4 0.2 0.1 0.2 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.2 0.5 0.2 1.6 0.1 0.0 0.1 0.0 0.1 0.1 0.0 0.2 -0.1 0.5 0.6 -0.6 0.1 -0.7 -0.1 GASOLINE 0.2 0.6 0.6 0.1 0.0 0.2 0.1 0.1 0.1 0.1 0.5 0.2 0.2 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 0.1 0.3 0.1 1.1 -0.2 -0.5 -0.6 0.2 0.7 0.4 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 -0.6 0.1 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.2 0.1 -0.2 0.4 -0.2 -0.1 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.2 0.2 -0.2 -0.1 -0.1 -0.1 0.0 -0.1 0.0 -0.1 0.1 -0.5 -0.6 -0.3 -0.1 -0.0 0.5 0.2 0.7 GOLD_micro 0.2 -0.4 -0.5 -0.0 0.1 -0.0 0.0 0.1 -0.0 0.1 -0.3 -0.0 0.2 -0.1 -0.2 -0.4 -0.3 -0.4 -0.3 -0.2 -0.1 -0.0 -0.0 -0.1 -1.5 -0.0 0.1 -0.0 0.0 0.1 0.0 -1.0 0.0 0.6 0.1 -0.4 -0.7 -0.7 -0.4 -0.7 HEATOIL -0.0 0.6 0.6 0.1 0.0 0.1 0.1 0.1 0.1 0.0 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 -0.0 0.2 0.0 0.2 0.1 0.2 -0.4 -0.5 0.4 0.6 0.2 -0.0 0.0 -0.1 JGB-SGX-mini -0.0 -0.5 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.1 0.4 0.4 0.3 0.3 -0.1 -0.0 -0.1 0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 1.1 0.0 -0.0 -0.1 0.1 -0.6 -0.3 0.3 0.3 JPY -0.1 -0.5 -0.6 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.4 -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 -0.1 -0.0 -0.1 -0.0 -0.2 -0.0 -1.1 -0.1 -0.2 -0.4 -0.6 -0.2 -0.7 -0.1 -0.7 LEANHOG 0.3 0.0 0.3 -0.0 -0.0 -0.0 -0.0 -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 0.0 -0.3 0.0 2.0 -0.0 -0.0 -0.2 0.0 -0.4 0.0 1.1 0.2 0.3 -0.0 -0.1 -0.4 -0.0 0.5 0.7 LIVECOW 0.3 -0.2 0.5 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.2 0.5 0.2 0.7 0.2 0.2 -0.4 0.0 -0.3 -0.0 0.2 0.2 0.2 0.5 0.2 0.4 0.1 0.1 0.3 0.1 0.5 0.1 -0.1 0.5 0.6 0.6 0.6 -0.7 -0.7 -0.7 -0.7 LUMBER-new -0.3 -0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.6 -0.3 -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 -0.1 -0.2 -0.1 -0.1 -0.1 -1.2 0.2 -0.8 -0.8 -0.4 -0.7 -0.8 -0.3 -0.8 MILK 0.4 0.6 0.5 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.4 0.1 0.1 0.0 -0.4 -0.4 -0.4 0.1 -0.1 -0.0 -0.4 0.1 -0.1 0.0 -0.0 -0.1 -0.0 -0.2 0.0 -1.1 -0.0 0.2 0.5 -0.4 -0.7 -0.7 -0.5 -0.7 MXP -0.5 -0.4 -0.3 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.1 0.4 0.0 0.6 -0.0 0.1 0.3 0.3 0.3 0.3 0.0 0.2 0.0 0.5 -0.0 -2.7 0.0 0.0 0.2 0.0 0.4 -0.0 1.1 0.3 0.1 0.3 0.5 0.7 0.2 0.7 0.7 NASDAQ_micro 0.1 -0.6 0.2 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 0.3 0.0 0.3 -0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.0 0.4 0.0 -2.7 0.0 -0.0 0.2 -0.0 0.3 -0.0 -0.3 -0.1 0.2 0.1 0.6 -0.1 -0.5 -0.4 -0.6 NIKKEI 0.4 -0.3 0.2 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.1 0.4 0.2 0.6 0.1 0.1 0.2 0.2 0.3 0.3 0.1 0.2 0.2 0.5 0.1 -1.1 0.1 0.1 0.3 0.1 0.4 0.1 1.1 0.5 0.6 0.6 0.6 0.1 0.1 -0.1 0.4 NZD -0.0 -0.6 -0.3 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.0 -0.4 -0.1 -0.1 -0.2 -0.2 -0.0 0.0 0.0 0.0 -0.2 -0.1 -0.0 -0.2 -0.1 0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 0.2 -0.0 0.0 -0.3 -0.6 -0.1 -0.5 0.1 0.2 OAT -0.0 -0.1 0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 0.1 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 -0.4 0.1 0.6 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.4 -0.1 -0.1 0.0 0.1 -0.4 -0.1 -0.3 -0.3 0.2 0.2 -0.2 0.4 0.0 -2.7 0.1 -0.1 0.1 -0.0 0.1 0.0 -1.1 -0.5 0.4 0.6 0.6 0.2 0.5 0.7 0.7 OJ 0.2 0.1 0.3 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 0.2 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 0.2 0.2 0.7 0.6 PALLAD 0.0 0.1 -0.5 -0.0 0.0 -0.0 0.0 0.0 -0.0 0.1 -0.4 0.0 -0.5 -0.0 -0.1 -0.1 -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 0.2 -0.2 0.2 -0.5 -0.6 -0.2 0.2 -0.0 PLAT 0.2 -0.1 -0.5 -0.0 0.0 -0.0 0.0 0.0 -0.0 0.1 -0.3 -0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 1.9 0.0 0.1 -0.0 0.0 -0.0 0.0 0.1 0.0 0.4 0.3 -0.3 0.0 -0.6 0.5 -0.5 REDWHEAT -0.2 -0.6 -0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.3 -0.1 -0.5 -0.1 -0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.2 -0.1 -1.9 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.2 0.4 -0.1 -0.6 -0.3 -0.7 -0.6 -0.5 -0.3 RICE -0.0 0.2 0.4 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.2 -0.0 0.1 0.0 0.1 -0.3 0.3 0.0 0.3 0.1 0.1 -0.0 0.1 0.0 -2.7 0.0 0.0 0.1 -0.0 0.0 -0.0 1.1 -0.4 0.2 0.4 0.5 -0.2 -0.7 0.3 -0.3 ROBUSTA 0.2 -0.2 -0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.1 0.3 0.2 0.5 0.1 -0.0 0.4 0.4 0.4 0.4 0.1 0.2 0.2 0.5 0.1 -2.3 0.0 0.1 0.2 0.1 0.4 0.0 1.1 0.5 0.6 0.3 0.3 -0.0 -0.5 0.6 -0.2 RUSSELL -0.2 -0.6 0.3 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.0 -0.2 -0.1 -0.2 -0.0 -0.2 -0.1 -0.2 -0.1 -0.1 -0.0 -0.1 -0.0 -0.2 -0.4 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 -0.2 -0.1 -0.0 0.6 -0.3 -0.4 -0.7 -0.5 SHATZ -0.3 0.1 -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 -0.1 -0.1 -0.1 -0.3 -0.1 1.5 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.9 -0.2 -0.2 0.2 -0.1 -0.7 -0.7 -0.7 -0.7 SILVER-mini -0.1 -0.3 -0.3 -0.0 0.0 -0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 1.0 0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.2 -0.3 0.3 0.2 0.2 -0.6 -0.7 -0.2 -0.7 SMI 0.3 -0.2 -0.3 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.1 0.1 0.1 0.2 -0.1 -0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 0.0 0.0 0.8 -0.0 0.1 -0.0 0.1 -0.1 0.0 0.5 0.4 0.3 0.6 -0.3 -0.3 -0.4 -0.6 -0.5 SOFR 0.1 -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 0.2 0.0 -0.2 -0.7 -0.7 -0.4 -0.1 SOYBEAN -0.1 0.0 0.5 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.2 -0.1 0.0 -0.0 0.1 0.1 0.4 0.2 0.3 0.0 0.0 -0.1 0.0 -0.0 -2.7 0.0 -0.0 0.0 -0.0 0.0 -0.0 1.1 -0.1 0.0 -0.1 0.6 -0.4 0.1 -0.3 0.5 SOYMEAL -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 0.1 -0.0 -0.0 0.1 0.4 0.2 0.3 -0.0 -0.0 -0.1 0.1 -0.0 -2.7 0.0 -0.1 0.1 -0.0 0.1 -0.0 1.1 -0.0 0.1 -0.1 0.4 -0.6 -0.7 -0.5 -0.6 SOYOIL -0.4 0.1 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 -0.0 0.2 -0.0 -2.7 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.7 -0.1 -0.2 0.1 0.6 0.0 0.2 0.7 0.7 SP400 -0.2 -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 -0.1 0.1 -0.1 -1.7 -0.0 -0.0 0.1 -0.0 0.1 -0.0 0.1 -0.2 0.0 -0.0 0.6 -0.1 -0.4 -0.6 -0.6 SP500_micro 0.1 -0.6 0.3 -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 0.3 -0.0 -2.4 0.0 -0.0 0.2 -0.0 0.3 -0.0 -0.4 -0.1 0.2 0.1 0.6 -0.2 -0.5 -0.6 -0.7 SUGAR11 0.6 0.3 -0.2 -0.0 -0.0 -0.0 -0.1 -0.2 -0.0 0.2 0.5 0.2 0.6 0.2 0.2 -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 0.4 0.5 0.6 0.6 0.1 -0.7 -0.7 0.3 -0.1 US10 0.1 -0.4 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 -0.1 -0.1 -0.1 -0.3 -0.1 0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.5 0.2 0.1 -0.0 -0.2 -0.7 -0.7 0.4 0.0 US10U 0.0 -0.4 -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 -0.2 -0.2 -0.1 -0.4 -0.1 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.2 0.2 -0.1 -0.3 -0.7 -0.7 0.7 0.6 US2 0.2 -0.1 -0.6 -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 -0.4 -0.4 -0.4 -0.1 -0.2 -0.1 -0.5 -0.1 1.2 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -1.1 0.1 0.0 0.1 -0.4 -0.7 -0.7 -0.7 -0.7 US20 0.0 -0.5 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.1 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 0.2 0.2 -0.2 -0.2 -0.7 -0.7 0.7 0.7 US30 0.1 -0.5 -0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.3 -0.1 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.4 -0.1 -0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.2 0.2 0.2 -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 -0.1 -0.3 -0.1 -0.3 -0.1 -0.1 -0.3 -0.2 -0.3 -0.3 -0.1 -0.1 -0.1 -0.4 -0.1 0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.9 0.1 0.1 0.0 -0.3 -0.7 -0.7 -0.0 -0.6 VIX -0.6 0.4 -0.8 -0.1 -0.0 -0.4 -0.1 -0.6 -0.1 -0.1 -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 -0.4 -0.6 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.3 -0.1 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 0.0 -0.3 -0.4 -0.1 -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 2.7 -17.8 -8.2 -1.7 -1.2 1.6 -2.0 2.5 -3.1 8.2 -13.9 -1.6 -8.6 -13.4 -14.1 -3.2 -2.8 -3.0 -2.9 -13.5 -12.5 -1.1 -10.5 -8.5 3.2 -4.5 0.9 -3.9 -0.3 -3.1 -2.9 -1.2 2.1 5.0 -9.0 -15.4 -7.7 -20.0 -4.5 4.1 BITCOIN -2.8 -19.1 -1.6 -2.8 6.7 -0.8 1.7 1.3 -1.9 18.7 4.2 -1.1 3.2 -14.7 -15.7 -4.9 -4.3 -6.0 -5.4 -13.0 -4.2 1.1 0.0 -10.3 -20.0 -5.7 3.5 -2.8 0.5 -0.2 -4.2 -1.3 12.8 -17.2 -11.6 -7.3 -10.4 20.0 -8.6 20.0 BOBL -2.4 1.3 -1.5 -2.6 -3.0 -2.5 -2.7 -2.8 -2.5 -7.2 -4.4 -6.8 -7.4 -5.4 -5.5 -8.9 -9.2 -18.5 -15.5 -3.7 -4.9 -6.2 -9.1 -4.4 9.9 -1.9 -5.0 -2.0 -3.7 -3.6 -2.5 -16.7 -1.7 1.0 4.9 2.0 -20.0 -20.0 -20.0 -17.0 BTP -5.6 -9.2 2.4 -3.8 -4.5 -3.7 -4.1 -4.2 -3.7 -10.4 3.1 -10.4 0.6 -9.7 -5.4 5.2 7.7 5.4 6.2 -4.4 -1.1 -9.2 -2.4 -7.4 -6.6 -2.6 -6.5 -0.2 -5.6 -0.3 -4.4 16.3 -0.8 0.2 2.9 13.1 -12.8 -20.0 1.8 9.4 BUND -0.9 -2.4 0.9 -2.7 -3.2 -2.6 -2.8 -3.0 -2.6 -7.4 -5.8 -5.9 -8.1 -5.7 -6.2 0.8 7.8 3.9 5.5 -4.2 -5.0 -5.2 -8.9 -4.3 6.2 -2.3 -4.3 -2.2 -3.2 -3.6 -2.5 15.7 1.2 2.7 2.7 3.3 -20.0 -20.0 -16.5 -1.5 BUXL -2.3 -5.8 0.7 -3.1 -3.7 -3.0 -3.3 -3.4 -3.0 -8.6 -9.1 -7.8 -10.2 -8.1 -7.9 0.4 1.0 0.7 1.1 -7.1 -7.8 -7.5 -12.2 -7.0 1.0 -3.1 -4.6 -2.8 -3.6 -3.5 -3.3 6.2 -0.2 0.6 -2.4 3.6 -20.0 -20.0 -5.9 16.9 CAC 1.8 -8.7 -11.3 -2.9 -0.9 0.4 -0.6 3.1 -2.6 3.0 10.3 1.1 19.9 -10.1 -6.0 -6.8 -1.4 -6.0 -3.9 -3.1 3.9 3.3 15.5 -2.0 -5.3 -1.5 3.5 2.3 2.9 7.7 -0.8 5.7 12.3 -1.2 11.3 -1.6 20.0 0.6 20.0 5.8 CAD 2.1 -19.6 -0.4 -2.6 -1.8 2.5 -3.0 3.8 -4.8 20.0 -3.9 16.3 -11.9 -14.3 -15.9 -2.5 -2.0 -2.3 -2.3 -15.0 -9.4 8.7 -7.7 -7.8 1.4 -5.5 6.9 -3.2 3.5 -2.0 -2.8 0.0 20.0 6.8 -11.9 -13.8 -20.0 -20.0 -20.0 -18.4 CANOLA -20.0 -3.8 20.0 -0.6 -3.3 -1.0 -3.2 -2.6 -2.3 -10.2 6.8 -10.3 -4.1 -8.5 6.9 -9.2 9.8 -2.4 4.7 1.8 6.2 -19.1 0.8 -11.3 -20.0 0.7 -6.0 1.1 -5.1 -1.1 -2.7 7.8 -20.0 -13.1 -6.9 20.0 -12.0 4.4 8.4 18.1 CHF -19.7 -17.4 2.4 -2.4 -1.6 2.3 -2.8 3.5 -4.4 -20.0 3.2 -20.0 13.2 -20.0 -12.1 -16.0 -13.7 -15.2 -14.5 -14.8 1.4 -20.0 9.6 -20.0 -10.6 -4.4 -8.0 0.8 -9.2 2.9 -8.6 -20.0 -20.0 -20.0 -14.0 -7.6 -20.0 -20.0 -20.0 -20.0 COCOA 7.8 -6.4 7.4 -1.1 -5.9 -1.8 -5.7 -4.6 -4.1 -5.3 20.0 17.1 20.0 20.0 20.0 -5.2 -2.5 -4.9 -3.3 20.0 20.0 15.0 20.0 20.0 -14.5 8.8 -2.5 11.2 3.5 11.3 6.6 -10.2 19.5 20.0 20.0 20.0 -3.5 -11.2 16.3 -0.1 COFFEE 10.9 -4.4 -17.8 -1.0 -5.5 -1.7 -5.4 -4.3 -3.9 19.0 -15.3 13.3 -14.0 -6.7 -18.0 -3.3 1.9 -1.4 0.6 -12.7 -17.9 16.4 -16.9 0.5 -20.0 -4.7 16.1 -4.7 7.5 -3.5 -0.3 -3.1 20.0 14.0 -5.2 -20.0 -20.0 -20.0 -16.8 -10.5 COPPER 3.3 -5.3 -2.2 -2.3 5.3 -0.6 1.3 1.0 -1.5 1.6 -8.3 2.4 -3.0 -6.3 -3.9 -6.0 -2.7 -5.1 -3.9 -3.9 -5.0 -1.3 -5.0 -2.3 -5.7 -0.6 -1.1 -1.7 0.2 -2.2 0.0 1.3 -8.2 2.9 11.7 7.5 7.4 -20.0 15.6 -19.5 CORN -1.7 -17.3 -12.5 -0.5 -2.7 -0.8 -2.6 -2.1 -1.9 -8.3 -9.4 -8.2 -8.9 -9.7 -10.2 -9.2 3.2 -7.5 -2.9 -9.7 -10.6 -4.8 -8.7 -6.8 -9.5 -2.6 -2.6 -2.9 -2.5 -3.4 -2.8 -4.7 1.6 -3.5 -9.3 3.5 -4.2 4.2 1.4 10.3 COTTON2 0.3 5.1 13.1 -0.7 -4.1 -1.2 -3.9 -3.1 -2.8 -1.5 9.7 -0.6 -8.5 2.1 10.0 0.3 6.0 3.8 4.3 7.1 6.4 0.1 0.5 3.7 -20.0 5.0 -0.3 4.2 1.9 2.4 4.0 2.8 2.5 17.1 17.0 11.9 -17.3 -16.0 10.5 10.6 CRUDE_W 20.0 20.0 20.0 8.0 3.1 5.8 6.0 3.1 7.6 20.0 20.0 20.0 -0.5 20.0 20.0 16.0 9.4 11.5 9.6 20.0 20.0 20.0 17.1 20.0 -7.4 9.3 7.3 6.7 9.8 4.4 10.4 -20.0 2.3 15.4 -10.5 -2.2 20.0 12.8 20.0 8.8 DAX 2.6 -13.5 -11.2 -2.7 -0.8 0.4 -0.6 2.9 -2.5 -3.1 4.6 -5.8 17.4 -15.5 -14.1 -9.4 -7.3 -9.0 -8.4 -7.9 0.2 -2.7 11.4 -6.7 19.7 -4.3 -1.6 -0.7 -1.3 4.0 -3.4 -3.5 2.8 -4.6 4.0 -9.8 20.0 0.4 20.0 8.0 DOW -2.3 -13.3 7.3 -2.3 -0.7 0.3 -0.5 2.5 -2.1 -4.5 9.4 3.2 12.8 -6.4 4.5 -11.5 -8.2 -11.2 -10.1 0.1 6.0 -1.5 7.3 -3.2 -10.7 1.5 -0.5 4.6 0.7 5.4 -0.1 -5.6 7.8 -3.3 10.7 20.0 -13.2 -7.1 -20.0 -7.6 DX 12.8 20.0 6.3 -2.2 -1.5 2.1 -2.6 3.3 -4.1 10.1 10.4 17.8 -8.6 20.0 19.1 7.5 5.3 6.7 6.0 20.0 11.1 20.0 4.1 20.0 -20.0 6.2 3.7 3.1 6.0 1.8 7.4 13.3 20.0 20.0 20.0 3.2 -1.8 7.3 2.2 20.0 EUR -11.1 -18.6 -3.4 -1.9 -1.3 1.8 -2.2 2.8 -3.5 -7.9 -6.8 -14.2 8.0 -16.5 -14.5 -6.4 -6.8 -6.6 -6.6 -14.1 -5.3 -15.0 -0.5 -17.7 13.2 -4.9 -3.6 -1.6 -5.5 -0.1 -6.4 -7.8 -12.4 -18.8 -15.1 -13.3 -6.3 -19.8 -0.8 -0.9 EURIBOR-ICE 1.5 4.1 1.6 -2.4 -2.9 -2.3 -2.6 -2.7 -2.3 -5.3 -3.5 -3.3 -6.7 -0.9 -1.5 -9.0 -7.9 -9.2 -9.1 -1.4 -3.4 -3.3 -8.2 -1.5 17.4 -0.6 -2.5 -1.3 -1.6 -3.4 -0.7 -10.7 1.5 4.9 7.7 2.2 -20.0 -20.0 20.0 10.8 EUROSTX -0.8 -12.3 -11.5 -2.5 -0.8 0.4 -0.6 2.7 -2.3 0.2 6.6 -6.4 17.0 -15.2 -13.9 -5.2 -1.3 -4.9 -3.6 -6.5 1.7 -2.3 12.4 -6.5 5.6 -4.0 -0.9 0.3 -1.1 5.9 -3.8 6.0 3.6 -7.2 5.5 -5.3 20.0 3.1 20.0 11.8 FEEDCOW 16.1 1.5 14.9 -1.2 -6.6 -2.0 -6.3 -5.1 -4.6 18.6 20.0 20.0 20.0 20.0 20.0 1.9 -20.0 -10.9 -20.0 20.0 20.0 20.0 20.0 20.0 1.1 9.9 10.5 10.3 11.9 10.5 11.2 -20.0 20.0 20.0 20.0 20.0 7.8 -9.5 20.0 -0.5 GASOIL -1.2 20.0 20.0 6.0 2.3 4.4 4.6 2.3 5.8 7.6 15.6 14.5 3.4 18.2 19.4 20.0 20.0 20.0 20.0 20.0 20.0 20.0 16.8 20.0 11.8 6.9 1.8 5.4 4.5 2.9 5.9 0.0 8.5 -3.9 14.3 17.6 -17.8 2.6 -19.7 -4.2 GASOLINE 6.6 17.0 20.0 7.8 3.0 5.6 5.9 3.0 7.4 13.9 20.0 20.0 4.9 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 9.3 3.0 9.2 6.3 8.3 8.0 20.0 -8.6 -14.5 -20.0 7.2 20.0 13.2 20.0 4.8 GAS_US_mini -8.4 5.7 16.3 6.8 2.6 4.9 5.1 2.6 6.5 6.0 -18.5 -14.9 -20.0 -19.6 -10.3 -20.0 -20.0 -20.0 -20.0 -10.5 -20.0 -7.5 -20.0 -11.6 20.0 -1.1 1.2 -1.7 -1.1 -4.1 -2.4 -20.0 -20.0 -20.0 -20.0 -20.0 2.8 6.7 -6.4 -0.2 GBP -15.5 -17.5 1.6 -2.3 -1.6 2.2 -2.6 3.4 -4.2 -19.0 5.2 -20.0 12.3 -20.0 -12.0 0.1 -0.7 0.1 -0.3 -12.6 1.2 -20.0 6.2 -20.0 -1.0 -4.9 -8.3 0.3 -9.2 1.3 -8.6 2.8 -20.0 -20.0 -9.8 -4.5 -0.2 14.6 4.8 20.0 GOLD_micro 7.3 -13.0 -15.7 -3.3 7.7 -0.9 1.9 1.5 -2.1 14.9 -11.6 -2.0 5.7 -12.8 -17.1 -19.2 -13.8 -17.9 -16.1 -16.3 -13.0 -0.3 -0.6 -8.9 -11.5 -2.4 9.5 -1.8 4.1 2.0 0.9 -18.7 1.7 17.8 2.0 -13.0 -20.0 -20.0 -12.0 -20.0 HEATOIL -1.5 20.0 20.0 7.0 2.7 5.1 5.3 2.7 6.7 1.0 17.0 14.2 2.3 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 18.6 20.0 -20.0 7.9 -0.4 7.1 3.0 4.9 5.6 3.6 -16.8 -16.8 11.9 20.0 5.0 -1.2 0.5 -4.3 JGB-SGX-mini -0.2 -15.5 -14.7 -3.0 -3.6 -2.9 -3.2 -3.3 -2.9 -9.1 2.3 -8.7 5.0 -9.1 -8.8 20.0 20.0 17.3 17.2 -6.8 -2.5 -6.8 2.2 -6.8 -0.2 -2.7 -2.5 -1.3 -2.9 -0.3 -2.7 20.0 0.6 -0.7 -3.2 2.1 -19.2 -9.3 8.4 8.5 JPY -3.3 -16.4 -17.1 -1.4 -1.0 1.3 -1.6 2.1 -2.6 -10.2 -13.3 -11.7 -12.2 -13.1 -13.4 -16.6 -14.2 -16.4 -15.7 -18.4 -20.0 -8.6 -20.0 -13.5 20.0 -4.8 -1.7 -5.0 -2.5 -4.9 -3.8 -20.0 -4.9 -7.0 -11.6 -20.0 -5.3 -20.0 -4.0 -20.0 LEANHOG 8.1 0.6 8.5 -0.7 -3.9 -1.2 -3.7 -3.0 -2.7 -10.5 -2.0 6.7 -6.3 -0.8 8.9 20.0 20.0 20.0 20.0 1.2 -4.6 1.5 -12.2 2.7 15.3 -1.4 -2.8 -6.2 0.4 -10.4 0.7 20.0 9.6 7.9 -0.3 -2.6 -10.8 -0.2 16.1 20.0 LIVECOW 9.3 -7.2 16.5 -1.2 -6.5 -2.0 -6.2 -5.0 -4.5 19.7 20.0 20.0 20.0 20.0 20.0 -20.0 0.7 -14.3 -1.1 20.0 20.0 20.0 20.0 20.0 3.1 9.4 10.5 11.8 11.1 12.5 9.4 -2.8 20.0 20.0 20.0 20.0 -20.0 -20.0 -20.0 -20.0 LUMBER-new -7.8 -11.0 -1.0 -1.1 -6.2 -1.5 -6.0 -3.3 -4.3 -14.2 -20.0 -20.0 -20.0 -20.0 -20.0 -17.1 -13.7 -15.6 -14.4 -17.1 -15.5 -11.4 -13.2 -15.7 NaN -6.6 -5.9 -5.0 -5.4 -3.4 -6.8 -20.0 7.5 -20.0 -20.0 -10.2 -17.6 -20.0 -8.1 -20.0 MILK 10.8 17.7 15.4 -0.6 -3.1 -1.0 -3.0 -2.4 -2.2 -10.1 -3.4 1.6 -9.9 6.0 6.6 1.7 -20.0 -17.9 -20.0 4.7 -5.1 -2.9 -14.0 5.0 -0.9 0.8 -3.6 -3.3 -1.3 -6.3 1.3 -20.0 -1.3 7.5 16.8 -13.3 -20.0 -20.0 -13.6 -20.0 MXP -14.0 -13.1 -9.6 -1.8 -1.2 1.7 -2.0 2.6 -3.2 12.8 14.1 1.7 16.2 -0.1 8.4 14.9 17.5 16.5 17.0 4.0 14.2 4.7 20.0 -0.4 -20.0 1.7 4.4 6.7 1.8 10.4 -0.6 20.0 10.8 4.2 10.6 13.9 20.0 7.4 20.0 20.0 NASDAQ_micro 4.2 -20.0 6.0 -1.5 -0.5 0.2 -0.3 1.7 -1.4 -8.5 9.9 4.1 8.8 -0.1 4.9 -9.6 -8.2 -10.0 -9.5 4.6 12.1 -2.1 13.6 0.6 -20.0 2.0 -2.8 6.2 -0.9 7.9 -0.1 -5.2 -5.1 4.8 3.3 20.0 -3.8 -15.5 -11.6 -18.1 NIKKEI 11.8 -9.7 5.3 -2.5 -0.8 0.4 -0.6 2.7 -2.3 11.7 16.6 15.5 16.9 11.2 11.2 10.5 12.5 13.3 13.1 12.4 20.0 17.3 20.0 13.4 -8.1 5.6 7.5 9.7 7.4 11.4 5.6 20.0 20.0 20.0 20.0 20.0 4.3 3.6 -2.2 10.7 NZD -0.4 -19.2 -9.1 -1.7 -1.2 1.6 -2.0 2.5 -3.1 0.9 -13.4 -7.1 -1.9 -14.2 -14.8 -0.2 0.4 0.0 0.2 -14.7 -12.3 -4.2 -9.2 -10.8 0.4 -4.8 -0.6 -3.7 -1.5 -2.6 -3.6 4.2 -0.1 1.1 -9.6 -19.5 -2.0 -14.5 3.0 7.2 OAT -0.5 -2.7 2.0 -2.9 -3.4 -2.8 -3.1 -3.2 -2.8 -8.0 -6.1 -6.3 -8.3 -5.8 -6.0 5.3 8.3 5.9 6.9 -4.1 -4.5 -5.5 -8.0 -4.4 8.4 -2.3 -4.6 -2.1 -3.5 -3.5 -2.6 17.5 1.0 3.3 3.2 4.8 -20.0 -20.0 -1.2 5.5 OATIES -12.3 3.6 20.0 -0.8 -4.3 -1.3 -4.2 -3.3 -3.0 -15.1 13.4 -9.4 -2.7 2.7 12.2 -17.9 -5.5 -17.4 -13.2 18.3 20.0 -18.5 13.4 2.8 -20.0 4.6 -9.4 5.0 -4.6 3.0 0.9 -20.0 -20.0 12.8 20.0 20.0 4.9 16.1 20.0 20.0 OJ 5.3 1.8 10.2 -0.9 -4.9 -1.5 -4.7 -3.8 -3.4 17.0 19.3 17.7 19.4 18.5 18.9 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 7.3 4.2 8.1 4.3 9.2 5.9 20.0 20.0 20.0 20.0 20.0 6.8 5.8 20.0 17.8 PALLAD 1.4 4.6 -14.1 -1.8 4.2 -0.5 1.0 0.8 -1.2 9.0 -13.5 0.1 -14.2 -4.4 -11.5 -2.5 -2.6 -2.7 -2.7 -8.8 -18.5 3.1 -20.0 -1.8 -1.3 -2.8 1.9 -4.9 1.5 -6.2 -0.5 2.3 9.6 -5.5 5.3 -14.5 -17.7 -4.6 6.0 -0.3 PLAT 4.6 -2.0 -16.3 -1.8 4.3 -0.5 1.1 0.8 -1.2 10.0 -10.3 -5.2 -2.9 -4.2 -9.0 -3.5 -2.3 -3.3 -2.9 -6.7 -8.1 -0.1 -5.3 -4.3 14.2 0.3 6.4 -1.1 3.3 -0.9 2.0 2.4 1.1 12.3 8.3 -9.1 0.7 -17.5 15.6 -13.6 REDWHEAT -4.6 -20.0 -6.6 -0.7 -3.7 -1.1 -3.6 -2.9 -2.6 0.5 -10.5 -5.2 -13.1 -13.5 -13.2 -3.7 1.4 -2.6 -0.2 -13.7 -11.3 -2.3 -8.4 -9.8 -14.3 -3.9 -0.2 -3.0 -0.8 -1.7 -3.0 -4.0 16.9 -3.5 -17.8 -8.8 -20.0 -19.4 -14.8 -8.6 RICE -1.1 6.3 11.6 -0.8 -4.3 -1.3 -4.2 -3.3 -3.0 -0.8 7.2 -2.1 3.3 0.8 10.9 -15.1 15.9 0.0 14.9 7.7 6.8 -0.9 3.5 2.6 -20.0 2.0 0.8 2.5 -1.8 1.2 -0.9 20.0 -16.8 6.3 11.2 15.2 -5.3 -19.5 10.4 -10.1 ROBUSTA 6.7 -6.8 -5.0 -0.8 -4.6 -1.4 -4.4 -3.5 -3.2 15.9 12.6 14.0 13.7 5.5 -0.6 20.0 20.0 20.0 20.0 6.2 14.5 19.2 20.0 8.7 -17.3 2.8 16.0 6.8 9.9 10.3 4.1 20.0 20.0 20.0 8.5 9.5 -0.9 -14.4 17.8 -4.6 RUSSELL -7.3 -18.8 7.7 -2.4 -0.7 0.3 -0.5 2.5 -2.1 -15.0 -0.2 -15.7 -1.6 -17.1 -3.0 -8.5 -5.9 -7.9 -7.0 -8.7 -0.1 -13.3 -0.3 -14.9 -3.1 -0.8 -3.6 1.9 -2.0 2.4 -2.3 -1.0 -10.1 -2.1 -0.3 19.9 -10.0 -11.2 -20.0 -15.6 SHATZ -8.5 4.4 -8.3 -2.5 -2.9 -2.4 -2.6 -2.7 -2.4 -7.4 -6.6 -7.7 -7.7 -6.5 -6.1 -20.0 -8.9 -20.0 -16.2 -5.7 -7.8 -10.9 -13.0 -7.4 11.0 -2.2 -6.3 -2.5 -5.1 -4.2 -3.3 -16.7 -9.7 -5.2 4.8 -2.0 -20.0 -20.0 -20.0 -20.0 SILVER-mini -2.4 -9.1 -7.9 -2.4 2.8 -0.6 -0.5 0.9 -2.2 -3.7 0.0 -10.4 4.7 -9.4 -7.7 -6.9 -5.9 -7.0 -6.6 -6.0 -2.2 -11.9 1.0 -9.9 7.5 0.4 -0.9 1.3 -2.4 1.4 -0.8 -3.9 -12.3 10.4 5.8 4.8 -19.3 -20.0 -5.1 -20.0 SMI 8.3 -7.4 -10.5 -2.6 -0.8 0.4 -0.6 2.8 -2.3 8.5 2.1 10.0 6.0 -4.8 -10.3 -0.1 0.9 -1.8 -1.2 -5.0 -3.8 10.0 0.4 1.4 6.1 -0.6 10.5 -1.2 8.0 -1.7 2.8 9.9 18.2 8.4 20.0 -8.3 -8.2 -13.3 -17.7 -14.8 SOFR 3.9 -12.3 -16.3 -3.4 -4.0 -3.3 -3.6 -3.7 -3.2 -8.2 -7.9 -3.7 -5.1 -6.7 -8.5 -2.1 -1.0 -1.9 -1.5 -9.9 -9.6 -5.2 -8.1 -7.0 -1.8 -3.0 -1.7 -3.2 -1.2 -2.6 -1.6 2.0 5.6 7.0 0.7 -5.3 -20.0 -20.0 -10.6 -4.3 SOYBEAN -3.2 0.1 16.7 -0.5 -2.9 -0.9 -2.8 -2.3 -2.0 -9.7 6.0 -8.1 0.7 -2.7 6.3 3.2 18.1 8.1 12.9 3.0 3.8 -8.1 1.4 -2.1 -20.0 1.4 -5.5 1.7 -3.4 0.8 -0.9 20.0 -5.4 0.2 -2.9 20.0 -13.4 4.1 -9.9 13.8 SOYMEAL -2.0 -1.4 -1.0 -0.6 -3.2 -1.0 -3.1 -2.5 -2.2 -10.8 -4.2 -8.3 2.4 -2.8 -1.4 6.9 18.2 11.0 15.9 -1.0 -0.6 -8.9 2.0 -3.9 -20.0 0.8 -6.7 1.9 -4.2 3.5 -1.5 20.0 -1.9 4.0 -2.0 11.3 -19.1 -19.6 -15.8 -18.1 SOYOIL -12.5 3.8 20.0 -0.7 -3.7 -1.1 -3.6 -2.9 -2.6 -5.3 10.4 -7.0 0.3 -4.3 11.3 14.8 11.6 13.8 11.7 8.4 11.4 -4.8 5.9 -1.4 -20.0 3.0 -1.6 3.8 -1.1 2.0 -0.1 13.6 -2.7 -7.4 3.4 20.0 1.4 6.5 20.0 20.0 SP400 -7.5 -20.0 8.9 -2.2 -0.7 0.3 -0.5 2.4 -2.0 -12.2 2.7 -14.5 6.6 -15.4 1.2 -5.5 -5.0 -5.9 -5.6 -7.0 2.1 -11.9 4.5 -13.5 -12.8 -0.1 -2.0 2.2 -1.0 2.9 -1.3 1.0 -7.9 1.5 -0.2 20.0 -2.6 -12.5 -18.1 -18.4 SP500_micro 1.7 -20.0 9.6 -2.1 -0.6 0.3 -0.5 2.3 -1.9 -12.6 11.9 2.7 10.8 -4.2 6.1 -11.8 -9.4 -12.2 -11.2 3.5 11.7 -2.9 12.9 -1.3 -18.1 2.1 -2.6 6.2 -0.5 7.1 -0.0 -7.5 -2.7 5.8 4.2 20.0 -5.6 -13.7 -17.2 -20.0 SUGAR11 20.0 8.5 -5.9 -1.0 -5.5 -1.7 -5.3 -4.2 -3.8 18.5 17.8 20.0 17.7 20.0 16.5 -3.3 10.2 -1.6 3.3 20.0 20.0 20.0 20.0 20.0 -20.0 6.6 5.3 7.3 7.0 10.7 8.0 7.0 20.0 20.0 20.0 2.0 -20.0 -20.0 8.5 -1.5 US10 1.8 -11.9 -19.5 -2.9 -3.4 -2.8 -3.0 -3.2 -2.8 -7.1 -8.6 -7.2 -8.8 -8.3 -9.0 -9.7 -7.3 -9.5 -9.0 -11.0 -12.2 -5.6 -12.9 -7.7 1.1 -3.1 -1.7 -3.6 -1.3 -3.5 -1.7 -10.1 6.3 4.4 -1.3 -7.2 -20.0 -20.0 11.9 0.3 US10U 1.1 -13.7 -16.6 -3.7 -4.4 -3.7 -4.0 -4.2 -3.6 -8.6 -11.1 -9.8 -11.2 -11.1 -11.7 0.3 -1.2 -1.6 -1.9 -14.6 -15.3 -7.6 -15.7 -10.6 -3.6 -4.0 -2.0 -4.5 -1.7 -4.1 -2.3 1.3 8.8 5.9 -4.3 -8.6 -20.0 -20.0 20.0 19.2 US2 6.6 -2.2 -20.0 -2.7 -3.3 -2.7 -2.9 -3.1 -2.6 -8.2 -9.2 -7.9 -9.1 -8.2 -9.3 -20.0 -20.0 -20.0 -20.0 -12.3 -17.0 -6.7 -20.0 -7.7 9.2 -3.0 -2.4 -4.4 -1.4 -5.6 -1.4 -20.0 2.6 1.5 2.1 -11.6 -20.0 -20.0 -20.0 -20.0 US20 0.8 -16.8 -16.2 -2.8 -3.3 -2.7 -2.9 -3.1 -2.7 -4.5 -7.9 -5.3 -7.5 -7.5 -8.0 -5.3 -2.0 -3.6 -2.8 -11.4 -11.7 -5.2 -11.5 -8.0 -3.4 -2.9 -1.1 -3.2 -1.0 -2.8 -1.7 0.0 8.8 5.3 -6.1 -5.9 -20.0 -20.0 20.0 20.0 US30 2.1 -14.8 -11.6 -3.2 -3.8 -3.1 -3.4 -3.5 -3.1 -5.4 -9.3 -6.2 -9.0 -8.4 -8.9 -7.4 -3.7 -6.9 -5.3 -11.8 -12.6 -5.9 -13.6 -8.4 -3.0 -3.2 -1.4 -3.6 -1.1 -3.3 -1.7 -3.4 9.7 7.2 -6.0 -4.7 -20.0 -20.0 20.0 20.0 US5 2.3 -9.9 -20.0 -3.0 -3.6 -3.0 -3.2 -3.4 -2.9 -8.9 -9.3 -8.1 -9.4 -8.8 -9.7 -16.5 -10.3 -14.7 -13.1 -11.4 -13.3 -6.4 -14.7 -8.0 4.1 -3.1 -2.3 -3.8 -1.6 -4.1 -1.8 -16.0 4.6 3.3 0.6 -7.8 -20.0 -20.0 -0.9 -17.0 VIX -12.0 7.5 -16.1 -7.3 -3.4 -9.5 -5.9 -10.9 -6.5 -10.1 -20.0 -19.9 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.4 -20.0 -20.0 NaN -8.5 -3.5 -11.0 -6.6 -13.0 -7.7 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -13.9 -20.0 0.7 -0.4 -2.4 -0.7 -2.4 -1.9 -1.7 -6.8 -8.4 -8.3 -9.5 -9.6 -9.3 -11.8 -9.7 -11.5 -10.9 -11.5 -10.1 -6.5 -10.0 -10.7 -3.5 -2.8 -1.3 -2.2 -2.1 -2.1 -3.1 -20.0 1.9 -9.4 -12.7 -1.6 -20.0 -13.6 -17.9 -8.9 End of report for caleb_strategy_v3