******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20230922_204335 produced at 2023-09-22 21:39:33.230531 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.72 0.0 0.00 0.00 0.00 0.00 -21.02 11.0 0 0 caleb_strategy_v3 US2 False True 0.07 0.00 -0.36 0.0 0.00 0.00 0.00 0.00 -5.25 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.31 0.0 0.00 0.00 0.00 0.00 -8.27 24.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.10 -0.30 0.0 0.10 -0.10 -0.10 -0.10 -49.85 17.0 -16 -16 caleb_strategy_v3 CHF False False 0.05 -0.43 -0.21 0.0 0.61 -0.61 -0.43 -0.52 -4.35 13.0 -9 -11 caleb_strategy_v3 GOLD_micro False False 0.01 -0.26 -0.19 0.0 0.37 -0.37 -0.26 -0.24 -29.55 56.0 -40 -36 caleb_strategy_v3 COPPER False False 0.03 -0.09 -0.16 0.0 0.19 -0.19 -0.09 -0.09 -5.08 6.0 -3 -3 caleb_strategy_v3 US5 False False 0.04 -0.18 -0.14 0.0 0.90 -0.90 -0.18 -0.18 -3.95 25.0 -5 -5 caleb_strategy_v3 JPY False False 0.03 -0.17 -0.11 0.0 0.49 -0.49 -0.17 -0.17 -3.76 17.0 -6 -6 caleb_strategy_v3 EUR False False 0.05 -0.36 -0.09 0.0 0.64 -0.64 -0.36 -0.36 -1.97 14.0 -8 -8 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.06 -0.08 0.0 0.07 -0.07 -0.06 -0.06 -27.01 26.0 -22 -22 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.09 -0.08 0.0 0.88 -0.88 0.09 0.09 -0.87 10.0 1 1 caleb_strategy_v3 RUSSELL False False 0.00 -0.01 -0.08 0.0 0.21 -0.21 -0.01 -0.00 -24.76 68.0 -2 -1 caleb_strategy_v3 BOBL False False 0.04 -0.38 -0.08 0.0 0.80 -0.80 -0.38 -0.38 -1.91 19.0 -9 -9 caleb_strategy_v3 CAD False False 0.03 0.00 -0.08 0.0 0.73 -0.73 0.00 0.00 -3.10 29.0 0 0 caleb_strategy_v3 SP400 False False 0.09 -0.09 -0.08 0.0 0.17 -0.17 -0.09 -0.09 -0.92 2.0 -1 -1 caleb_strategy_v3 US10 False False 0.04 0.00 -0.07 0.0 0.63 -0.63 0.00 0.00 -2.01 17.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 -0.01 -0.06 0.0 0.36 -0.36 -0.01 -0.01 -8.52 48.0 -1 -1 caleb_strategy_v3 BITCOIN False False 0.00 -0.04 -0.06 0.0 0.05 -0.05 -0.04 -0.04 -60.82 59.0 -43 -43 caleb_strategy_v3 AUD False False 0.02 0.00 -0.06 0.0 0.42 -0.42 0.00 0.00 -2.51 19.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.02 -0.05 0.0 0.38 -0.38 -0.02 -0.01 -9.21 66.0 -3 -2 caleb_strategy_v3 US10U False False 0.04 -0.15 -0.05 0.0 0.50 -0.50 -0.15 -0.15 -1.19 13.0 -4 -4 caleb_strategy_v3 GBP False False 0.03 -0.03 -0.05 0.0 0.57 -0.57 -0.03 -0.03 -2.03 22.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.00 -0.04 0.0 0.23 -0.23 0.00 0.00 -3.97 23.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 -0.04 0.0 0.06 -0.06 0.00 0.00 -2.98 5.0 0 0 caleb_strategy_v3 LUMBER-new False True 0.00 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -8.95 3.0 0 0 caleb_strategy_v3 BTP False False 0.04 0.00 -0.04 0.0 0.40 -0.40 0.00 0.00 -0.99 10.0 0 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 REDWHEAT False False 0.01 -0.04 -0.03 0.0 0.10 -0.10 -0.04 -0.04 -2.09 8.0 -3 -3 caleb_strategy_v3 NZD False False 0.02 0.00 -0.03 0.0 0.43 -0.43 0.00 0.00 -1.49 21.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.03 0.0 0.10 -0.10 -0.03 -0.03 -2.23 9.0 -3 -3 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.03 0.0 0.19 -0.19 0.00 0.00 -8.33 51.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.03 0.0 0.10 -0.10 0.00 0.00 -3.84 12.0 0 0 caleb_strategy_v3 PALLAD False False 0.04 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -0.51 2.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -2.03 2.0 0 0 caleb_strategy_v3 OAT False False 0.04 0.00 -0.02 0.0 0.45 -0.45 0.00 0.00 -0.44 10.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.00 -0.02 0.0 0.47 -0.47 0.00 0.00 -0.41 10.0 0 0 caleb_strategy_v3 COFFEE False False 0.02 -0.04 -0.02 0.0 0.12 -0.12 -0.04 -0.04 -0.87 6.0 -2 -2 caleb_strategy_v3 US30 False False 0.04 -0.04 -0.02 0.0 0.25 -0.25 -0.04 -0.04 -0.47 6.0 -1 -1 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 -0.02 0.0 0.00 -0.00 0.00 0.00 -0.92 0.0 0 0 caleb_strategy_v3 BUXL False False 0.05 -0.18 -0.01 0.0 0.18 -0.18 -0.18 -0.18 -0.29 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 -0.80 9.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 -0.01 0.0 0.04 -0.04 0.00 0.00 -1.04 4.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.19 10.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 -0.00 0.0 0.15 -0.15 0.00 0.00 -0.18 7.0 0 0 caleb_strategy_v3 PLAT False False 0.02 0.00 0.00 0.0 0.16 -0.16 0.00 0.00 0.23 10.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 0.00 -0.00 0.0 0.16 -0.16 0.00 0.00 -0.23 11.0 0 0 caleb_strategy_v3 SMI False False 0.04 0.17 0.01 0.0 0.37 -0.37 0.17 0.17 0.23 9.0 4 4 caleb_strategy_v3 COCOA False False 0.01 0.00 0.01 0.0 0.32 -0.32 0.00 0.00 1.11 26.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.02 0.01 0.0 0.18 -0.18 0.02 0.02 1.26 23.0 3 3 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 0.02 0.0 0.19 -0.19 0.00 0.00 1.93 18.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 0.00 0.02 0.0 0.31 -0.31 0.00 0.00 1.53 20.0 0 0 caleb_strategy_v3 CAC False False 0.03 0.18 0.02 0.0 0.31 -0.31 0.18 0.13 0.78 12.0 7 5 caleb_strategy_v3 DAX False False 0.01 0.00 0.03 0.0 0.33 -0.33 0.00 0.00 4.46 58.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 0.00 0.04 0.0 0.13 -0.13 0.00 0.00 0.97 3.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.00 0.05 0.0 0.05 -0.05 0.00 0.00 2.84 3.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.14 0.05 0.0 0.14 -0.14 0.14 0.14 1.44 4.0 4 4 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.50 0.05 0.0 0.53 -0.53 0.50 0.50 1.52 16.0 15 15 caleb_strategy_v3 LEANHOG False False 0.01 0.07 0.06 0.0 0.13 -0.13 0.07 0.07 5.77 13.0 7 7 caleb_strategy_v3 LIVECOW False False 0.03 0.08 0.07 0.0 0.44 -0.44 0.08 0.08 2.53 17.0 3 3 caleb_strategy_v3 GASOIL False False 0.03 0.09 0.08 0.0 0.12 -0.12 0.09 0.09 2.54 4.0 3 3 caleb_strategy_v3 FEEDCOW False False 0.05 0.32 0.12 0.0 0.36 -0.36 0.32 0.32 2.59 8.0 7 7 caleb_strategy_v3 DX False False 0.04 0.00 0.13 0.0 35762352.37 -35762352.37 0.00 0.00 3.70 999999999.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.15 0.27 0.0 0.15 -0.15 0.15 0.15 8.87 5.0 5 5 caleb_strategy_v3 NIKKEI False False 0.01 0.27 0.28 0.0 0.27 -0.27 0.27 0.27 37.81 36.0 36 36 caleb_strategy_v3 MXP False False 0.01 0.45 0.32 0.0 0.59 -0.59 0.45 0.45 32.89 60.0 46 46 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 20.3 Shocked risk 60.2 Sum abs risk 66.3 Leverage 6.59 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2943039.06, 'annual_cash_vol_target': 735759.765, 'daily_cash_vol_target': 45984.9853125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0039 0.6462 0.6098 9.7565 BITCOIN 702.9709 26645.0000 2.6383 42.2125 BOBL 0.2516 115.8800 0.2171 3.4736 BTP 0.6424 111.3100 0.5771 9.2343 BUND 0.5295 129.5600 0.4087 6.5391 BUXL 1.2261 125.7800 0.9748 15.5972 CAC 58.4320 7172.0000 0.8147 13.0356 CAD 0.0027 0.7432 0.3569 5.7108 CANOLA 7.8194 731.4000 1.0691 17.1056 CHF 0.0044 1.1131 0.3941 6.3049 COCOA 43.2602 3580.0000 1.2084 19.3342 COFFEE 2.7397 151.2000 1.8120 28.9915 COPPER 0.0376 3.6940 1.0185 16.2963 CORN 6.5786 507.0000 1.2976 20.7610 COTTON2 1.1336 85.9400 1.3190 21.1047 CRUDE_W 0.9534 88.6300 1.0757 17.2117 DAX 111.0701 15662.0000 0.7092 11.3467 DOW 200.7610 34335.0000 0.5847 9.3554 DX 0.3539 105.2500 0.3363 5.3803 EUR 0.0048 1.0688 0.4477 7.1635 EURIBOR-ICE 0.0501 96.9300 0.0516 0.8264 EUROSTX 37.5803 4222.0000 0.8901 14.2417 FEEDCOW 1.5152 266.0250 0.5696 9.1131 GASOIL 14.1434 910.2500 1.5538 24.8607 GASOLINE 0.0333 2.4596 1.3548 21.6770 GAS_US_mini 0.0796 3.3000 2.4115 38.5841 GBP 0.0061 1.2250 0.4953 7.9244 GOLD_micro 9.2019 1925.9000 0.4778 7.6448 HEATOIL 0.0444 3.1330 1.4186 22.6975 JGB-SGX-mini 0.2104 145.2500 0.1449 2.3179 JPY 0.0000 0.0068 0.5692 9.1068 LEANHOG 1.3974 72.3250 1.9321 30.9139 LIVECOW 1.1264 191.1750 0.5892 9.4271 LUMBER-new 7.9286 486.0000 1.6314 26.1024 MILK 0.2421 17.3300 1.3971 22.3536 MXP 0.0004 0.0574 0.7325 11.7196 NASDAQ_micro 145.4364 14957.2500 0.9723 15.5576 NIKKEI 277.2684 32360.0000 0.8568 13.7092 NZD 0.0036 0.5968 0.6051 9.6821 OAT 0.5551 124.1900 0.4470 7.1512 OATIES 7.9527 436.7500 1.8209 29.1343 OJ 4.5209 341.0500 1.3256 21.2091 PALLAD 18.1429 1258.0000 1.4422 23.0752 PLAT 12.6649 939.2000 1.3485 21.5757 REDWHEAT 11.6724 717.7500 1.6262 26.0200 RICE 0.1645 16.1400 1.0192 16.3064 ROBUSTA 31.6438 2363.0000 1.3391 21.4262 RUSSELL 16.2417 1800.8000 0.9019 14.4306 SHATZ 0.0776 104.9100 0.0740 1.1840 SILVER-mini 0.3251 23.7625 1.3679 21.8869 SMI 75.3493 11052.0000 0.6818 10.9083 SOFR 0.0627 96.0900 0.0653 1.0445 SOYBEAN 13.6775 1256.0000 1.0890 17.4235 SOYMEAL 4.9912 382.2000 1.3059 20.8948 SOYOIL 0.7921 58.8200 1.3467 21.5465 SP400 20.1230 2529.0000 0.7957 12.7310 SP500_micro 31.6671 4383.2500 0.7225 11.5593 SUGAR11 0.3140 27.3200 1.1492 18.3871 US10 0.3734 108.7031 0.3435 5.4956 US10U 0.5318 112.8125 0.4714 7.5423 US2 0.0949 101.3047 0.0937 1.4984 US20 0.8055 116.8750 0.6892 11.0277 US30 1.2239 122.5625 0.9986 15.9776 US5 0.2380 105.4531 0.2257 3.6113 VIX 0.4554 17.7000 2.5729 41.1672 WHEAT 10.7207 660.5000 1.6231 25.9698 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 646.25 0.61 394.07 1.00 394.07 45984.99 116.69 -8.30 -96.81 BITCOIN 26.64 2.64 70.30 1.00 70.30 45984.99 654.15 -8.58 -561.58 BOBL 1158.80 0.22 251.58 1.06 267.55 45984.99 171.87 -10.94 -188.01 BTP 1113.10 0.58 642.42 1.06 683.21 45984.99 67.31 -4.30 -28.95 BUND 1295.60 0.41 529.50 1.06 563.12 45984.99 81.66 -4.92 -40.18 BUXL 1257.80 0.97 1226.13 1.06 1303.99 45984.99 35.26 -8.03 -28.31 CAC 717.20 0.81 584.32 1.06 621.42 45984.99 74.00 3.10 22.93 CAD 743.15 0.36 265.25 1.00 265.25 45984.99 173.36 -6.89 -119.53 CANOLA 146.28 1.07 156.39 0.74 115.92 45984.99 396.71 -8.64 -342.57 CHF 1391.38 0.39 548.28 1.00 548.28 45984.99 83.87 -20.00 -167.74 COCOA 358.00 1.21 432.60 1.00 432.60 45984.99 106.30 4.86 51.68 COFFEE 567.00 1.81 1027.38 1.00 1027.38 45984.99 44.76 -16.63 -74.45 COPPER 923.50 1.02 940.60 1.00 940.60 45984.99 48.89 -9.60 -46.95 CORN 253.50 1.30 328.93 1.00 328.93 45984.99 139.80 -11.30 -157.91 COTTON2 429.70 1.32 566.79 1.00 566.79 45984.99 81.13 -1.31 -10.60 CRUDE_W 886.30 1.08 953.42 1.00 953.42 45984.99 48.23 16.99 81.94 DAX 156.62 0.71 111.07 1.06 118.12 45984.99 389.30 3.36 130.82 DOW 171.68 0.58 100.38 1.00 100.38 45984.99 458.11 -8.65 -396.13 DX 1052.50 0.34 353.92 1.00 353.92 45984.99 129.93 10.97 142.55 EUR 1336.06 0.45 598.18 1.00 598.18 45984.99 76.88 -9.88 -75.94 EURIBOR-ICE 2423.25 0.05 125.16 1.06 133.11 45984.99 345.48 -0.74 -25.62 EUROSTX 422.20 0.89 375.80 1.06 399.67 45984.99 115.06 3.90 44.83 FEEDCOW 1330.12 0.57 757.60 1.00 757.60 45984.99 60.70 12.90 78.29 GASOIL 910.25 1.55 1414.34 1.00 1414.34 45984.99 32.51 18.01 58.55 GASOLINE 1033.03 1.35 1399.57 1.00 1399.57 45984.99 32.86 10.10 33.20 GAS_US_mini 82.50 2.41 198.95 1.00 198.95 45984.99 231.14 -10.79 -249.37 GBP 765.62 0.50 379.19 1.00 379.19 45984.99 121.27 -6.45 -78.26 GOLD_micro 192.59 0.48 92.02 1.00 92.02 45984.99 499.73 -17.33 -866.24 HEATOIL 1315.86 1.42 1866.67 1.00 1866.67 45984.99 24.63 9.11 22.44 JGB-SGX-mini 145250.00 0.14 21042.48 0.01 142.28 45984.99 323.21 0.43 14.04 JPY 853.81 0.57 485.97 1.00 485.97 45984.99 94.63 -15.31 -144.92 LEANHOG 289.30 1.93 558.96 1.00 558.96 45984.99 82.27 11.53 94.88 LIVECOW 764.70 0.59 450.56 1.00 450.56 45984.99 102.06 7.47 76.23 LUMBER-new 133.65 1.63 218.04 1.00 218.04 45984.99 210.90 -20.00 -421.81 MILK 346.60 1.40 484.24 1.00 484.24 45984.99 94.96 -14.66 -139.26 MXP 287.20 0.73 210.37 1.00 210.37 45984.99 218.59 10.25 224.06 NASDAQ_micro 299.14 0.97 290.87 1.00 290.87 45984.99 158.09 -10.80 -170.72 NIKKEI 32360.00 0.86 27726.84 0.01 186.91 45984.99 246.02 14.19 349.18 NZD 596.75 0.61 361.11 1.00 361.11 45984.99 127.34 -4.52 -57.56 OAT 1241.90 0.45 555.07 1.06 590.32 45984.99 77.90 -1.67 -12.99 OATIES 218.38 1.82 397.64 1.00 397.64 45984.99 115.65 -7.21 -83.40 OJ 511.58 1.33 678.13 1.00 678.13 45984.99 67.81 19.54 132.49 PALLAD 1258.00 1.44 1814.29 1.00 1814.29 45984.99 25.35 -5.85 -14.83 PLAT 469.60 1.35 633.25 1.00 633.25 45984.99 72.62 0.92 6.70 REDWHEAT 358.88 1.63 583.62 1.00 583.62 45984.99 78.79 -20.00 -157.59 RICE 322.80 1.02 328.98 1.00 328.98 45984.99 139.78 -3.05 -42.60 ROBUSTA 236.30 1.34 316.44 1.00 316.44 45984.99 145.32 7.42 107.76 RUSSELL 90.04 0.90 81.21 1.00 81.21 45984.99 566.26 -13.19 -747.02 SHATZ 1049.10 0.07 77.63 1.06 82.56 45984.99 556.99 -14.64 -815.69 SILVER-mini 594.06 1.37 812.64 1.00 812.64 45984.99 56.59 -4.74 -26.83 SMI 1105.20 0.68 753.49 1.11 837.24 45984.99 54.92 1.21 6.65 SOFR 2402.25 0.07 156.82 1.00 156.82 45984.99 293.24 -11.79 -345.83 SOYBEAN 628.00 1.09 683.87 1.00 683.87 45984.99 67.24 -2.95 -19.86 SOYMEAL 382.20 1.31 499.12 1.00 499.12 45984.99 92.13 -9.35 -86.13 SOYOIL 352.92 1.35 475.26 1.00 475.26 45984.99 96.76 2.06 19.90 SP400 2529.00 0.80 2012.30 1.00 2012.30 45984.99 22.85 -12.19 -27.87 SP500_micro 219.16 0.72 158.34 1.00 158.34 45984.99 290.43 -12.62 -366.45 SUGAR11 305.98 1.15 351.64 1.00 351.64 45984.99 130.77 6.95 90.88 US10 1087.03 0.34 373.37 1.00 373.37 45984.99 123.16 -12.88 -158.67 US10U 1128.12 0.47 531.79 1.00 531.79 45984.99 86.47 -10.87 -93.98 US2 2026.09 0.09 189.75 1.00 189.75 45984.99 242.35 -17.08 -414.04 US20 1168.75 0.69 805.54 1.00 805.54 45984.99 57.09 -9.15 -52.21 US30 1225.62 1.00 1223.91 1.00 1223.91 45984.99 37.57 -9.82 -36.91 US5 1054.53 0.23 238.01 1.00 238.01 45984.99 193.20 -16.12 -311.36 VIX 177.00 2.57 455.41 1.00 455.41 45984.99 100.97 -20.00 -201.95 WHEAT 330.25 1.62 536.03 1.00 536.03 45984.99 85.79 -19.62 -168.28 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -96.810 0.010 2.5 -2.512 BITCOIN -561.583 0.043 2.5 -60.817 BOBL -188.013 0.004 2.5 -1.907 BTP -28.954 0.014 2.5 -0.988 BUND -40.182 0.004 2.5 -0.407 BUXL -28.307 0.004 2.5 -0.287 CAC 22.930 0.014 2.5 0.782 CAD -119.529 0.010 2.5 -3.102 CANOLA -342.566 0.010 2.5 -8.335 CHF -167.742 0.010 2.5 -4.353 COCOA 51.683 0.009 2.5 1.107 COFFEE -74.451 0.005 2.5 -0.869 COPPER -46.949 0.043 2.5 -5.084 CORN -157.906 0.010 2.5 -3.842 COTTON2 -10.597 0.009 2.5 -0.227 CRUDE_W 81.936 0.043 2.5 8.873 DAX 130.818 0.014 2.5 4.462 DOW -396.133 0.009 2.5 -9.207 DX 142.548 0.010 2.5 3.699 EUR -75.937 0.010 2.5 -1.970 EURIBOR-ICE -25.618 0.014 2.5 -0.874 EUROSTX 44.828 0.014 2.5 1.529 FEEDCOW 78.294 0.013 2.5 2.595 GASOIL 58.545 0.017 2.5 2.538 GASOLINE 33.195 0.017 2.5 1.439 GAS_US_mini -249.370 0.043 2.5 -27.006 GBP -78.256 0.010 2.5 -2.031 GOLD_micro -866.243 0.014 2.5 -29.548 HEATOIL 22.442 0.017 2.5 0.973 JGB-SGX-mini 14.039 0.043 2.5 1.520 JPY -144.916 0.010 2.5 -3.760 LEANHOG 94.880 0.024 2.5 5.767 LIVECOW 76.229 0.013 2.5 2.526 LUMBER-new -421.810 0.008 2.5 -8.953 MILK -139.264 0.009 2.5 -2.983 MXP 224.059 0.059 2.5 32.888 NASDAQ_micro -170.720 0.009 2.5 -3.968 NIKKEI 349.183 0.043 2.5 37.815 NZD -57.561 0.010 2.5 -1.494 OAT -12.986 0.014 2.5 -0.443 OATIES -83.398 0.010 2.5 -2.029 OJ 132.493 0.009 2.5 2.838 PALLAD -14.832 0.014 2.5 -0.506 PLAT 6.699 0.014 2.5 0.228 REDWHEAT -157.585 0.005 2.5 -2.091 RICE -42.602 0.010 2.5 -1.037 ROBUSTA 107.763 0.005 2.5 1.259 RUSSELL -747.016 0.013 2.5 -24.756 SHATZ -815.691 0.004 2.5 -8.272 SILVER-mini -26.834 0.014 2.5 -0.915 SMI 6.650 0.014 2.5 0.227 SOFR -345.833 0.024 2.5 -21.019 SOYBEAN -19.857 0.004 2.5 -0.185 SOYMEAL -86.128 0.004 2.5 -0.801 SOYOIL 19.902 0.004 2.5 0.185 SP400 -27.865 0.013 2.5 -0.923 SP500_micro -366.450 0.009 2.5 -8.517 SUGAR11 90.880 0.009 2.5 1.933 US10 -158.672 0.005 2.5 -2.011 US10U -93.981 0.005 2.5 -1.191 US2 -414.040 0.005 2.5 -5.247 US20 -52.214 0.005 2.5 -0.662 US30 -36.907 0.005 2.5 -0.468 US5 -311.359 0.005 2.5 -3.946 VIX -201.949 0.099 2.5 -49.853 WHEAT -168.284 0.005 2.5 -2.232 ===================== Position diags ===================== AUD 3.03 BITCOIN 70.84 BOBL 1.74 BTP 2.30 BUND 0.83 BUXL 0.36 CAC 2.52 CAD 4.50 CANOLA 9.65 CHF 2.18 COCOA 2.28 COFFEE 0.52 COPPER 5.29 CORN 3.40 COTTON2 1.74 CRUDE_W 5.22 DAX 13.28 DOW 10.65 DX 3.37 EUR 1.99 EURIBOR-ICE 11.78 EUROSTX 3.92 FEEDCOW 2.01 GASOIL 1.41 GASOLINE 1.42 GAS_US_mini 25.03 GBP 3.15 GOLD_micro 17.05 HEATOIL 1.07 JGB-SGX-mini 35.00 JPY 2.46 LEANHOG 5.00 LIVECOW 3.38 LUMBER-new 4.48 MILK 2.03 MXP 32.09 NASDAQ_micro 3.67 NIKKEI 26.64 NZD 3.30 OAT 2.66 OATIES 2.81 OJ 1.45 PALLAD 0.86 PLAT 2.48 REDWHEAT 1.05 RICE 3.40 ROBUSTA 1.70 RUSSELL 18.77 SHATZ 5.65 SILVER-mini 1.93 SMI 1.87 SOFR 17.82 SOYBEAN 0.63 SOYMEAL 0.86 SOYOIL 0.90 SP400 0.76 SP500_micro 6.75 SUGAR11 2.78 US10 1.56 US10U 1.10 US2 3.07 US20 0.72 US30 0.48 US5 2.45 VIX 24.93 WHEAT 1.14 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.5 -2.8 -2.2 NaN 0 BITCOIN -60.8 -67.9 -53.7 -43.0 -43 BOBL -1.9 -2.1 -1.7 -9.0 -9 BTP -1.0 -1.2 -0.8 0.0 0 BUND -0.4 -0.5 -0.3 0.0 0 BUXL -0.3 -0.3 -0.3 -4.0 -4 CAC 0.8 0.5 1.0 7.0 7 CAD -3.1 -3.6 -2.7 0.0 0 CANOLA -8.3 -9.3 -7.4 NaN 0 CHF -4.4 -4.6 -4.1 -9.0 -9 COCOA 1.1 0.9 1.3 0.0 0 COFFEE -0.9 -0.9 -0.8 -2.0 -2 COPPER -5.1 -5.6 -4.6 -3.0 -3 CORN -3.8 -4.2 -3.5 0.0 0 COTTON2 -0.2 -0.4 -0.1 0.0 0 CRUDE_W 8.9 8.4 9.4 5.0 5 DAX 4.5 3.1 5.8 0.0 0 DOW -9.2 -10.3 -8.1 -3.0 -3 DX 3.7 3.4 4.0 NaN 0 EUR -2.0 -2.2 -1.8 -8.0 -8 EURIBOR-ICE -0.9 -2.1 0.3 1.0 1 EUROSTX 1.5 1.1 1.9 0.0 0 FEEDCOW 2.6 2.4 2.8 7.0 7 GASOIL 2.5 2.4 2.7 3.0 3 GASOLINE 1.4 1.3 1.6 4.0 4 GAS_US_mini -27.0 -29.5 -24.5 -22.0 -22 GBP -2.0 -2.3 -1.7 -1.0 -1 GOLD_micro -29.5 -31.3 -27.8 -40.0 -40 HEATOIL 1.0 0.9 1.1 0.0 0 JGB-SGX-mini 1.5 -2.0 5.0 15.0 15 JPY -3.8 -4.0 -3.5 -6.0 -6 LEANHOG 5.8 5.3 6.3 7.0 7 LIVECOW 2.5 2.2 2.9 3.0 3 LUMBER-new -9.0 -9.4 -8.5 NaN 0 MILK -3.0 -3.2 -2.8 NaN 0 MXP 32.9 29.7 36.1 46.0 46 NASDAQ_micro -4.0 -4.3 -3.6 0.0 0 NIKKEI 37.8 35.2 40.5 36.0 36 NZD -1.5 -1.8 -1.2 0.0 0 OAT -0.4 -0.7 -0.2 0.0 0 OATIES -2.0 -2.3 -1.7 NaN 0 OJ 2.8 2.7 3.0 NaN 0 PALLAD -0.5 -0.6 -0.4 NaN 0 PLAT 0.2 -0.0 0.5 0.0 0 REDWHEAT -2.1 -2.2 -2.0 -3.0 -3 RICE -1.0 -1.4 -0.7 NaN 0 ROBUSTA 1.3 1.1 1.4 3.0 3 RUSSELL -24.8 -26.6 -22.9 -2.0 -2 SHATZ -8.3 -8.8 -7.7 NaN 0 SILVER-mini -0.9 -1.1 -0.7 NaN 0 SMI 0.2 0.0 0.4 4.0 4 SOFR -21.0 -22.8 -19.2 NaN 0 SOYBEAN -0.2 -0.2 -0.1 0.0 0 SOYMEAL -0.8 -0.9 -0.7 0.0 0 SOYOIL 0.2 0.1 0.3 0.0 0 SP400 -0.9 -1.0 -0.8 -1.0 -1 SP500_micro -8.5 -9.2 -7.8 -1.0 -1 SUGAR11 1.9 1.7 2.2 0.0 0 US10 -2.0 -2.2 -1.9 NaN 0 US10U -1.2 -1.3 -1.1 -4.0 -4 US2 -5.2 -5.6 -4.9 NaN 0 US20 -0.7 -0.7 -0.6 -3.0 -3 US30 -0.5 -0.5 -0.4 -1.0 -1 US5 -3.9 -4.2 -3.7 -5.0 -5 VIX -49.9 -52.3 -47.4 -16.0 -16 WHEAT -2.2 -2.3 -2.1 -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 -0.5 -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 0.5 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.2 0.2 -0.2 -0.5 -0.3 -0.7 -0.2 0.1 BITCOIN -0.0 -0.6 -0.1 -0.0 -0.0 -0.0 0.0 0.0 -0.0 0.1 0.1 0.1 0.1 -0.1 -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 -0.1 0.0 -0.3 -0.2 -0.3 0.7 -0.2 0.7 BOBL -0.3 -0.1 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.3 -0.1 -0.1 -0.0 -0.2 -0.3 -0.3 -0.1 -0.1 -0.1 -0.3 -0.1 1.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.8 -0.0 -0.0 0.1 0.1 -0.7 -0.7 -0.7 -0.6 BTP -0.4 -0.4 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 0.1 0.2 0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.9 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.9 -0.0 -0.0 0.1 0.4 -0.4 -0.7 0.0 0.3 BUND -0.3 -0.2 -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 -0.0 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.3 -0.1 0.8 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.8 0.0 0.0 0.1 0.1 -0.7 -0.7 -0.6 -0.1 BUXL -0.3 -0.3 -0.1 -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 -0.1 -0.4 -0.1 0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.3 -0.0 -0.1 -0.1 0.1 -0.7 -0.7 -0.2 0.6 CAC -0.1 -0.3 -0.4 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.2 0.2 -0.1 0.7 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.0 0.0 -0.1 0.4 -0.1 -0.7 -0.0 -0.1 0.0 -0.1 0.3 -0.0 0.3 0.4 0.1 0.5 0.1 0.7 0.0 0.7 0.2 CAD 0.2 -0.5 -0.1 -0.0 -0.0 0.1 -0.0 0.1 -0.1 0.1 -0.1 0.2 -0.4 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 0.1 -0.2 0.0 0.2 -0.0 0.0 -0.1 0.1 -0.1 0.0 0.0 0.5 0.6 -0.1 -0.4 -0.7 -0.7 -0.7 -0.6 CANOLA -0.6 -0.3 0.6 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 -0.1 0.0 -0.2 0.2 -0.1 0.1 -0.0 0.0 -0.2 0.0 -0.2 -2.7 -0.0 -0.1 0.0 -0.1 -0.0 -0.0 0.4 -0.5 -0.6 -0.3 0.6 -0.3 0.1 0.3 0.6 CHF -0.6 -0.6 -0.0 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.2 0.0 -0.2 0.5 -0.2 -0.2 -0.3 -0.3 -0.3 -0.3 -0.2 -0.0 -0.2 0.2 -0.2 -1.5 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 -1.1 -0.5 -0.6 -0.6 -0.3 -0.7 -0.7 -0.7 -0.7 COCOA -0.1 -0.1 0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 0.5 -0.0 0.7 0.1 0.2 -0.1 -0.0 -0.1 -0.1 0.2 0.2 -0.1 0.5 0.1 -1.8 0.1 -0.1 0.3 -0.0 0.4 0.0 -0.5 -0.1 0.6 0.6 0.6 -0.1 -0.3 0.6 0.0 COFFEE 0.4 -0.1 -0.5 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.4 0.0 -0.5 -0.1 -0.2 -0.1 0.0 -0.0 0.0 -0.1 -0.2 -0.0 -0.4 -0.0 -2.7 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 0.5 0.6 0.0 -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 -0.1 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.8 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.4 -0.3 0.1 0.2 0.2 -0.7 0.5 -0.7 CORN -0.0 -0.5 -0.6 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.0 -0.3 -0.1 -0.4 -0.1 -0.1 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.1 -1.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.2 0.1 0.1 -0.3 0.0 -0.2 0.1 0.0 0.3 COTTON2 -0.1 0.1 0.4 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.3 -0.1 -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 0.3 0.6 0.6 0.3 -0.6 -0.5 0.3 0.4 CRUDE_W 0.6 0.6 0.6 0.1 -0.0 0.2 0.0 0.1 0.1 0.1 0.5 0.2 0.1 0.2 0.2 0.4 0.2 0.3 0.2 0.2 0.2 0.2 0.5 0.2 -1.0 0.1 0.0 0.2 0.1 0.2 0.1 -1.1 0.5 0.6 -0.1 -0.1 0.7 0.4 0.7 0.3 DAX -0.1 -0.4 -0.4 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.2 0.1 -0.2 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 -0.1 0.1 -0.3 0.7 0.0 0.7 0.3 DOW -0.3 -0.5 0.2 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 0.2 -0.1 0.4 -0.1 -0.0 -0.2 -0.2 -0.2 -0.2 -0.0 0.0 -0.2 0.2 -0.1 -1.4 -0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.3 -0.1 0.1 0.2 0.6 -0.5 -0.2 -0.7 -0.3 DX 0.5 0.6 0.3 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.2 0.4 0.2 -0.3 0.2 0.2 0.2 0.1 0.1 0.1 0.2 0.2 0.2 0.2 0.2 -2.7 0.1 0.0 0.1 0.1 0.1 0.1 0.7 0.3 0.6 0.6 0.1 -0.0 0.3 0.1 0.7 EUR -0.5 -0.6 -0.2 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.3 -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 -0.1 -0.1 -0.0 -0.1 -0.4 -0.3 -0.5 -0.4 -0.5 -0.2 -0.7 -0.1 -0.1 EURIBOR-ICE -0.2 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -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 0.1 0.2 0.1 -0.7 -0.7 0.7 0.4 EUROSTX -0.1 -0.4 -0.4 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 0.1 -0.2 0.6 -0.2 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 0.0 -0.1 0.3 -0.1 0.7 -0.1 -0.1 -0.0 -0.1 0.2 -0.1 0.3 0.3 -0.1 0.2 -0.1 0.7 0.1 0.7 0.4 FEEDCOW 0.5 0.2 0.6 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 0.1 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 0.0 0.1 0.0 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 0.1 0.6 0.6 0.1 -0.0 0.1 0.0 0.1 0.0 0.0 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 1.6 0.1 0.0 0.2 0.0 0.1 0.1 0.0 0.5 0.0 0.5 0.6 -0.7 0.1 -0.7 -0.1 GASOLINE 0.1 0.3 0.6 0.1 -0.0 0.2 0.0 0.1 0.1 -0.2 0.5 0.0 0.2 0.1 0.2 0.4 0.4 0.4 0.4 0.2 0.2 -0.0 0.5 0.2 -2.7 0.1 -0.1 0.3 -0.0 0.3 0.0 1.1 -0.4 -0.6 -0.6 0.1 0.7 0.4 0.7 0.2 GAS_US_mini -0.3 -0.0 0.5 0.1 -0.0 0.2 0.0 0.1 0.1 -0.1 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 -0.1 -0.5 -0.1 2.7 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -1.1 -0.2 -0.6 -0.6 -0.6 0.0 0.2 -0.2 -0.0 GBP -0.6 -0.6 -0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.2 0.1 -0.2 0.4 -0.2 -0.2 -0.0 -0.0 -0.0 -0.0 -0.2 -0.0 -0.2 0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 0.2 -0.5 -0.6 -0.4 -0.3 -0.0 0.5 0.1 0.7 GOLD_micro 0.1 -0.3 -0.5 -0.0 -0.0 -0.0 0.0 0.1 -0.0 0.0 -0.3 -0.1 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 -0.0 -0.0 0.0 0.1 0.0 -1.0 -0.3 0.5 0.0 -0.3 -0.6 -0.7 -0.3 -0.7 HEATOIL 0.1 0.5 0.6 0.1 -0.0 0.1 0.0 0.1 0.1 -0.1 0.5 0.1 0.1 0.2 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 -0.0 0.2 0.0 0.2 0.0 0.2 0.3 -0.6 0.3 0.6 0.2 -0.1 0.0 -0.2 JGB-SGX-mini -0.1 -0.5 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.0 -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 -0.1 0.1 -0.1 0.1 -0.5 -0.3 0.3 0.3 JPY -0.1 -0.5 -0.5 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.4 -0.1 -0.5 -0.2 -0.2 -0.3 -0.3 -0.3 -0.3 -0.2 -0.2 -0.1 -0.5 -0.2 2.7 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -1.1 -0.2 -0.3 -0.4 -0.6 -0.2 -0.7 -0.1 -0.7 LEANHOG 0.2 0.0 0.5 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.0 -0.2 -0.0 0.1 0.4 0.4 0.4 0.4 0.0 -0.0 -0.0 -0.2 0.0 1.8 -0.0 -0.1 -0.1 -0.0 -0.3 0.0 1.1 0.1 0.6 0.1 -0.0 -0.4 -0.0 0.5 0.7 LIVECOW 0.4 -0.2 0.5 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 0.1 0.5 0.2 0.7 0.2 0.2 -0.4 -0.0 -0.4 -0.1 0.2 0.2 0.2 0.5 0.2 0.3 0.1 0.0 0.3 0.1 0.4 0.1 -0.3 0.5 0.6 0.6 0.6 -0.7 -0.7 -0.7 -0.7 LUMBER-new -0.3 -0.4 -0.2 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.2 -0.6 -0.3 -0.6 -0.3 -0.3 -0.4 -0.3 -0.4 -0.3 -0.3 -0.2 -0.2 -0.5 -0.3 NaN -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -1.2 -0.0 -0.5 -0.5 -0.5 -0.6 -0.8 -0.3 -0.8 MILK -0.2 0.4 0.4 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.3 -0.0 0.1 -0.1 -0.4 -0.3 -0.4 -0.0 -0.1 -0.1 -0.4 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -1.1 -0.5 0.1 0.3 -0.5 -0.7 -0.7 -0.5 -0.7 MXP -0.4 -0.3 -0.4 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.0 0.4 0.0 0.6 0.0 0.1 0.3 0.3 0.3 0.3 0.1 0.2 0.0 0.5 0.0 -2.7 0.0 0.0 0.2 0.0 0.4 0.0 1.1 0.5 -0.1 0.4 0.4 0.7 0.3 0.7 0.7 NASDAQ_micro -0.2 -0.6 0.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.1 0.2 -0.1 0.3 -0.1 0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.1 0.3 -0.1 -2.7 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.3 -0.2 -0.1 0.1 0.6 -0.1 -0.5 -0.3 -0.6 NIKKEI 0.3 -0.3 0.1 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 0.5 0.0 0.6 0.1 0.1 0.2 0.2 0.2 0.3 0.1 0.2 -0.0 0.5 0.1 -1.1 0.1 -0.1 0.3 -0.0 0.4 0.0 1.1 0.4 0.6 0.6 0.6 0.1 0.1 -0.1 0.4 NZD 0.1 -0.5 -0.3 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.1 -0.4 0.1 -0.1 -0.1 -0.2 -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 0.2 0.3 0.3 -0.1 -0.6 -0.0 -0.5 0.1 0.2 OAT -0.3 -0.2 -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 -0.1 -0.1 -0.1 -0.2 -0.1 1.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.9 0.0 0.0 0.1 0.2 -0.7 -0.7 -0.1 0.2 OATIES -0.6 -0.1 0.6 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.2 -0.1 -0.1 -0.1 0.1 -0.3 -0.1 -0.3 -0.3 0.0 0.1 -0.2 0.3 -0.2 -2.7 0.0 -0.1 0.1 -0.1 0.1 -0.0 -1.1 -0.5 -0.6 0.3 0.6 0.2 0.5 0.7 0.7 OJ 0.4 0.2 0.6 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 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 0.4 0.1 1.1 0.5 0.6 0.6 0.6 0.2 0.2 0.7 0.6 PALLAD 0.2 0.3 -0.6 -0.0 -0.0 -0.0 0.0 0.0 -0.0 0.1 -0.4 0.1 -0.6 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 0.1 -0.5 0.0 -0.1 -0.0 0.0 -0.1 0.0 -0.2 0.0 0.1 0.3 0.0 0.3 -0.5 -0.5 -0.2 0.2 -0.0 PLAT -0.1 0.0 -0.5 -0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0 -0.3 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.0 1.9 0.0 0.0 -0.0 0.0 -0.0 0.0 0.1 0.2 0.3 0.3 -0.2 0.0 -0.6 0.4 -0.5 REDWHEAT -0.1 -0.6 -0.3 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -0.5 -0.2 -0.2 -0.1 0.0 -0.1 -0.0 -0.2 -0.2 -0.1 -0.3 -0.1 -2.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.2 0.0 -0.1 -0.6 -0.4 -0.7 -0.6 -0.5 -0.3 RICE -0.4 0.1 0.4 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.0 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 -0.0 0.1 -0.0 0.0 -0.0 1.1 -0.0 0.2 0.3 0.4 -0.2 -0.7 0.4 -0.3 ROBUSTA 0.1 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.3 0.0 0.5 0.0 -0.0 0.4 0.4 0.4 0.4 0.1 0.1 -0.0 0.5 0.0 -2.3 0.0 -0.1 0.2 -0.0 0.4 0.0 1.1 0.5 0.6 0.3 0.2 -0.0 -0.5 0.6 -0.1 RUSSELL -0.5 -0.6 0.2 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.0 -0.2 -0.0 -0.2 -0.4 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 -0.4 -0.2 -0.1 0.5 -0.4 -0.4 -0.7 -0.6 SHATZ -0.5 -0.1 -0.4 -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 -0.2 -0.4 -0.3 -0.1 -0.1 -0.1 -0.4 -0.1 1.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.9 -0.1 -0.2 0.1 -0.1 -0.7 -0.7 -0.7 -0.7 SILVER-mini -0.3 -0.2 -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 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.0 -0.1 1.0 0.0 0.0 0.0 0.0 0.1 0.0 -0.2 -0.0 0.0 0.2 0.2 -0.6 -0.7 -0.2 -0.7 SMI 0.2 -0.2 -0.3 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 0.1 0.0 0.2 -0.0 -0.1 0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.0 0.0 0.8 0.0 -0.0 -0.0 0.0 -0.1 0.0 0.6 0.5 0.5 0.6 -0.2 -0.2 -0.5 -0.5 -0.5 SOFR -0.2 -0.5 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.0 0.3 0.0 -0.1 -0.7 -0.7 -0.4 -0.1 SOYBEAN -0.4 -0.0 0.4 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.2 -0.1 0.0 -0.1 0.1 0.1 0.4 0.2 0.3 0.0 0.0 -0.1 0.0 -0.1 -2.7 0.0 -0.0 0.0 -0.0 0.0 -0.0 1.1 -0.3 -0.1 -0.1 0.6 -0.5 0.1 -0.4 0.4 SOYMEAL -0.4 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 0.1 -0.1 -0.0 0.2 0.4 0.2 0.3 -0.0 -0.0 -0.1 0.0 -0.1 -2.7 -0.0 -0.0 0.0 -0.1 0.1 -0.0 1.1 -0.2 -0.1 -0.1 0.3 -0.7 -0.7 -0.6 -0.6 SOYOIL -0.6 -0.0 0.6 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.3 -0.1 0.0 -0.1 0.1 0.3 0.2 0.3 0.2 0.0 0.1 -0.1 0.2 -0.1 -2.7 0.0 -0.1 0.1 -0.1 0.1 -0.0 0.8 -0.1 -0.2 0.0 0.6 0.0 0.2 0.7 0.7 SP400 -0.5 -0.6 0.2 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 0.0 -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 -0.1 0.0 -0.1 0.1 -0.1 0.1 -0.3 0.0 -0.1 0.6 -0.1 -0.4 -0.6 -0.6 SP500_micro -0.3 -0.6 0.2 -0.0 -0.1 -0.0 -0.1 0.1 -0.0 -0.1 0.3 -0.1 0.4 -0.1 0.0 -0.2 -0.2 -0.2 -0.2 -0.0 0.1 -0.2 0.3 -0.1 -2.4 -0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.4 -0.3 -0.1 -0.0 0.6 -0.2 -0.4 -0.5 -0.7 SUGAR11 0.6 0.4 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.5 0.2 0.7 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 -0.0 US10 -0.2 -0.5 -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 -0.4 -0.1 0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.5 -0.1 0.2 -0.0 -0.2 -0.7 -0.7 0.3 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 -0.2 -0.2 -0.1 -0.4 -0.2 -0.5 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 0.1 -0.1 0.2 -0.1 -0.2 -0.7 -0.7 0.7 0.7 US2 -0.1 -0.2 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.3 -0.1 -0.3 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.1 1.3 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -1.1 -0.1 0.2 0.1 -0.3 -0.7 -0.7 -0.7 -0.7 US20 -0.1 -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 -0.1 -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 -0.1 -0.4 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.3 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.2 -0.1 0.2 -0.2 -0.1 -0.6 -0.7 0.7 0.7 US5 -0.2 -0.4 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -0.3 -0.2 -0.3 -0.3 -0.1 -0.2 -0.1 -0.4 -0.1 0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.9 -0.1 0.2 0.0 -0.2 -0.7 -0.7 -0.0 -0.6 VIX -0.2 0.3 -0.5 -0.1 0.1 -0.4 0.0 -0.7 -0.1 0.2 -0.9 -0.1 -1.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 0.0 -0.9 -0.2 NaN -0.1 0.1 -0.5 0.0 -0.8 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.3 -0.6 -0.2 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -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 -0.2 -0.5 -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 2.9 -15.1 -9.7 -2.2 -2.2 1.4 -2.5 2.7 -3.4 6.0 -15.2 0.4 -9.6 -13.2 -15.0 -3.5 -2.8 -3.2 -3.0 -13.2 -13.6 -0.2 -11.9 -6.6 3.5 -4.7 0.4 -4.5 -0.0 -3.8 -2.4 -1.3 8.1 7.0 -5.9 -15.7 -8.2 -20.0 -5.0 3.6 BITCOIN -0.2 -18.2 -3.3 -2.1 -0.8 -0.7 1.0 1.3 -0.6 10.2 3.7 5.0 3.7 -11.4 -15.0 -4.7 -4.3 -5.8 -5.4 -11.4 -4.6 2.4 -0.4 -6.0 -20.0 -5.4 0.1 -3.1 1.0 -0.5 -2.7 -1.2 -3.5 1.0 -10.0 -7.5 -8.7 20.0 -7.1 20.0 BOBL -10.4 -2.8 -5.0 -2.7 -2.3 -2.4 -3.1 -2.6 -2.9 -6.2 -5.2 -7.7 -7.7 -7.1 -6.8 -2.4 -8.5 -14.7 -13.8 -5.6 -6.0 -7.9 -10.0 -7.0 10.1 -2.5 -2.9 -2.2 -4.0 -3.4 -3.5 -14.7 -0.4 -0.5 4.4 2.1 -20.0 -20.0 -20.0 -16.9 BTP -12.6 -11.0 -0.1 -3.9 -3.3 -3.5 -4.4 -3.8 -4.2 -10.9 1.6 -11.7 0.4 -11.2 -7.9 5.3 7.6 5.4 6.2 -6.5 -2.3 -11.3 -2.9 -9.9 -6.6 -3.2 -5.9 -0.8 -5.7 -0.5 -5.0 16.3 -0.5 -1.3 2.3 12.1 -12.3 -20.0 1.2 9.6 BUND -8.8 -5.5 -3.2 -2.8 -2.4 -2.5 -3.2 -2.7 -3.1 -7.9 -6.6 -8.3 -8.4 -7.6 -7.4 -0.3 7.4 3.1 5.0 -5.9 -6.0 -7.4 -9.7 -6.8 6.4 -2.7 -3.2 -2.3 -3.8 -3.2 -3.4 15.1 1.3 1.0 2.7 3.4 -20.0 -20.0 -17.6 -1.8 BUXL -10.4 -9.5 -2.7 -3.3 -2.8 -2.9 -3.7 -3.1 -3.5 -9.4 -9.7 -10.0 -10.5 -9.8 -9.2 0.4 0.9 0.7 1.1 -9.4 -9.3 -10.3 -13.6 -10.2 1.1 -3.5 -3.6 -2.8 -4.2 -3.3 -4.0 6.2 -1.0 -2.0 -2.0 3.6 -20.0 -20.0 -7.0 17.8 CAC -2.8 -9.1 -13.0 -4.0 -13.2 -0.5 -9.0 2.3 -6.0 -17.3 9.0 -10.4 19.1 -13.0 -7.7 -6.4 -1.6 -6.0 -4.1 -4.2 2.7 -10.6 13.7 -6.0 -5.2 -2.3 -16.1 1.6 -7.0 7.1 -3.6 5.4 16.0 2.7 14.4 2.8 20.0 1.0 20.0 6.3 CAD 7.7 -16.0 -2.4 -3.1 -3.1 2.0 -3.6 3.8 -4.9 14.1 -3.7 19.2 -11.9 -8.8 -13.3 -2.5 -2.1 -2.4 -2.3 -10.4 -8.6 12.5 -7.9 0.5 1.4 -3.9 4.3 -3.0 5.4 -2.2 0.5 0.0 20.0 20.0 -3.6 -13.1 -20.0 -20.0 -20.0 -18.7 CANOLA -20.0 -8.9 20.0 -1.7 -7.0 -1.3 -6.1 -2.1 -4.0 -10.8 5.3 -11.6 -3.5 -10.5 4.3 -10.1 9.0 -3.6 3.6 -4.3 3.2 -20.0 0.0 -18.3 -20.0 -0.9 -5.7 0.2 -5.9 -1.1 -4.1 6.9 -20.0 -19.7 -10.3 18.1 -10.3 3.6 9.8 16.9 CHF -20.0 -20.0 -0.2 -3.0 -3.0 1.9 -3.4 3.6 -4.6 -20.0 0.6 -20.0 12.8 -20.0 -16.6 -17.0 -13.9 -15.8 -14.8 -20.0 -2.7 -20.0 8.2 -20.0 -11.1 -5.7 -11.2 -0.5 -10.8 2.1 -9.7 -20.0 -20.0 -20.0 -20.0 -10.2 -20.0 -20.0 -20.0 -20.0 COCOA -1.7 -1.8 6.8 -3.0 -12.3 -2.2 -10.7 -3.7 -7.0 -17.9 20.0 -0.2 20.0 10.1 18.0 -3.4 -2.4 -4.2 -3.1 20.0 20.0 -7.4 20.0 9.8 -13.7 7.1 -6.0 10.8 -3.0 11.6 2.3 -9.3 -2.3 20.0 20.0 20.0 -1.5 -10.2 17.6 0.8 COFFEE 12.8 -1.6 -15.3 -3.0 -12.2 -2.2 -10.6 -3.6 -7.0 -11.0 -15.3 1.8 -13.9 -5.7 -16.7 -3.2 1.8 -1.6 0.3 -9.6 -15.4 -1.4 -15.6 -0.5 -20.0 -3.8 -10.7 -4.5 -1.2 -3.6 -0.7 -2.7 20.0 19.3 1.1 -20.0 -20.0 -20.0 -17.9 -10.3 COPPER -3.7 -6.3 -3.4 -1.7 -0.7 -0.6 0.8 1.0 -0.5 -15.0 -9.5 -12.1 -3.1 -11.0 -7.7 -5.9 -2.8 -5.2 -4.1 -7.0 -6.5 -14.0 -5.9 -9.0 -6.0 -2.4 -11.2 -2.4 -7.8 -2.5 -4.2 1.2 -17.9 -9.4 1.9 6.4 6.9 -20.0 13.5 -20.0 CORN -1.5 -15.9 -18.8 -1.7 -7.0 -1.3 -6.1 -2.1 -4.0 -5.3 -11.0 -8.9 -10.3 -10.9 -11.8 -7.5 3.0 -7.0 -3.0 -10.9 -12.6 -3.5 -10.6 -7.0 -10.8 -3.1 -0.7 -3.5 -1.8 -4.1 -2.9 -4.4 4.0 3.6 -8.6 0.2 -4.6 3.5 1.4 9.5 COTTON2 -3.9 3.9 13.0 -2.4 -9.7 -1.8 -8.5 -2.9 -5.5 -11.8 10.3 -7.4 -8.6 -0.6 10.2 -1.4 5.6 2.7 3.7 6.5 6.8 -3.7 0.8 1.4 -20.0 5.0 -4.1 4.8 -0.8 2.9 2.7 2.7 12.9 20.0 17.4 9.7 -17.5 -16.0 9.5 10.8 CRUDE_W 20.0 20.0 20.0 7.9 -1.7 6.3 2.0 3.5 5.9 10.7 20.0 20.0 2.1 20.0 20.0 20.0 10.2 14.1 11.0 20.0 20.0 20.0 19.9 20.0 -7.5 9.3 1.2 7.2 5.2 4.9 8.6 -20.0 20.0 20.0 -2.5 -1.9 20.0 12.2 20.0 8.7 DAX -3.4 -13.3 -12.9 -3.9 -12.7 -0.4 -8.7 2.2 -5.8 -18.1 2.7 -16.6 16.7 -18.5 -16.4 -9.8 -7.4 -9.2 -8.6 -9.9 -1.4 -15.1 9.8 -11.8 19.4 -5.5 -13.0 -1.6 -8.7 3.4 -6.6 -3.6 4.0 -2.0 3.0 -8.4 20.0 0.4 20.0 8.4 DOW -8.7 -15.6 5.7 -3.3 -10.8 -0.4 -7.4 1.9 -4.9 -16.2 7.9 -11.2 12.4 -12.0 -0.7 -11.7 -8.3 -11.3 -10.2 -3.9 3.8 -18.0 6.4 -11.4 -10.6 -0.6 -12.0 3.4 -7.8 4.8 -4.3 -5.8 -3.0 2.3 6.3 20.0 -13.8 -7.2 -20.0 -7.8 DX 15.8 20.0 8.8 -2.8 -2.8 1.8 -3.2 3.4 -4.4 18.4 13.3 20.0 -8.6 20.0 20.0 7.6 5.4 6.9 6.1 20.0 14.8 20.0 6.2 20.0 -20.0 6.9 4.5 3.9 5.7 2.3 7.5 13.6 14.2 20.0 20.0 3.2 -0.6 7.5 3.2 20.0 EUR -14.0 -20.0 -5.4 -2.4 -2.3 1.5 -2.7 2.9 -3.7 -14.5 -9.3 -16.5 7.9 -17.7 -16.4 -6.7 -6.8 -6.7 -6.6 -16.7 -7.6 -13.9 -1.6 -18.8 13.9 -5.5 -3.1 -2.3 -4.8 -0.4 -6.3 -7.8 -11.8 -14.5 -12.9 -14.1 -6.9 -19.6 -2.0 -1.7 EURIBOR-ICE -5.5 1.1 -1.0 -2.5 -2.1 -2.3 -2.8 -2.4 -2.7 -6.1 -3.8 -6.7 -6.8 -4.4 -2.1 -9.5 -8.0 -9.4 -9.2 -2.7 -4.0 -5.2 -8.8 -3.7 17.6 -1.2 -1.9 -1.5 -2.5 -3.5 -1.7 -10.8 1.7 3.8 7.5 2.9 -20.0 -20.0 20.0 11.7 EUROSTX -4.4 -12.4 -13.2 -3.6 -11.9 -0.4 -8.1 2.1 -5.4 -15.8 5.1 -14.0 16.5 -17.2 -15.6 -5.6 -1.5 -5.0 -3.8 -7.5 0.5 -10.2 11.1 -8.9 5.5 -4.7 -10.9 -0.4 -6.7 5.2 -5.6 5.8 13.5 -1.7 7.3 -3.3 20.0 3.2 20.0 12.4 FEEDCOW 14.0 6.0 20.0 -3.6 -14.7 -2.7 -12.8 -4.4 -8.3 7.7 20.0 17.9 20.0 20.0 20.0 -2.2 -20.0 -10.9 -20.0 20.0 20.0 20.0 20.0 20.0 0.2 9.7 2.5 10.1 6.8 10.1 9.4 -20.0 20.0 20.0 20.0 20.0 8.9 -8.9 20.0 0.6 GASOIL 4.4 20.0 20.0 6.0 -1.3 4.8 1.6 2.7 4.5 5.3 16.7 14.8 5.1 17.7 19.7 20.0 20.0 20.0 20.0 20.0 20.0 19.4 18.2 20.0 11.8 7.1 1.0 5.9 3.5 3.3 5.7 0.0 20.0 0.4 16.3 19.8 -19.6 2.5 -20.0 -3.9 GASOLINE 3.2 10.6 20.0 7.7 -1.7 6.1 2.0 3.4 5.8 -20.0 20.0 3.8 6.6 11.9 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -4.1 20.0 17.8 -20.0 8.6 -7.4 9.8 -1.6 9.2 4.3 20.0 -14.7 -20.0 -20.0 2.6 20.0 12.6 20.0 4.9 GAS_US_mini -8.3 -0.7 14.0 7.2 -1.6 5.7 1.9 3.2 5.4 -13.6 -20.0 -18.7 -20.0 -20.0 -14.1 -20.0 -20.0 -20.0 -20.0 -12.2 -20.0 -8.7 -20.0 -12.2 20.0 -1.7 -3.6 -2.1 -3.0 -4.5 -3.1 -20.0 -8.8 -20.0 -20.0 -20.0 1.1 6.3 -7.2 -0.2 GBP -19.8 -20.0 -1.5 -2.8 -2.8 1.8 -3.2 3.4 -4.4 -19.8 3.1 -20.0 12.3 -20.0 -16.2 -0.2 -0.7 -0.0 -0.3 -18.2 -2.2 -20.0 5.1 -20.0 -0.8 -5.9 -10.1 -0.9 -10.1 0.7 -9.3 2.8 -20.0 -20.0 -13.6 -9.1 -0.9 15.1 4.3 20.0 GOLD_micro 2.4 -10.7 -15.2 -2.4 -0.9 -0.8 1.1 1.4 -0.7 1.4 -12.2 -6.2 5.5 -11.1 -16.0 -19.6 -14.1 -18.3 -16.4 -14.6 -13.1 -1.3 -1.2 -6.3 -11.5 -1.4 -1.1 -1.5 1.8 2.1 1.5 -19.1 -13.5 14.3 0.5 -10.2 -17.9 -20.0 -10.2 -20.0 HEATOIL 3.0 15.8 20.0 6.7 -1.5 5.3 1.7 3.0 5.1 -8.9 17.2 9.6 4.0 15.8 20.0 20.0 20.0 20.0 20.0 20.0 20.0 11.3 19.5 20.0 -20.0 7.6 -0.4 7.4 1.3 5.4 4.5 4.3 12.5 -20.0 8.1 20.0 5.0 -1.5 1.3 -4.9 JGB-SGX-mini -2.7 -14.3 -17.9 -3.3 -4.0 -2.9 -4.1 -3.2 -3.6 -8.6 1.8 -8.8 5.0 -9.9 -9.6 20.0 20.0 17.3 17.2 -7.8 -3.3 -7.5 1.9 -7.9 -0.3 -3.0 -3.2 -1.6 -3.1 -0.5 -3.2 20.0 -3.5 3.3 -4.2 3.0 -16.1 -9.7 9.4 8.8 JPY -2.7 -16.0 -15.9 -1.8 -1.8 1.2 -2.1 2.2 -2.8 -10.8 -14.5 -12.5 -13.4 -14.2 -14.6 -17.4 -14.4 -16.8 -15.9 -19.8 -20.0 -9.3 -20.0 -14.2 20.0 -5.3 -2.3 -5.6 -2.8 -5.5 -4.0 -20.0 -7.7 -8.6 -12.9 -20.0 -4.9 -20.0 -3.2 -20.0 LEANHOG 5.8 1.1 14.6 -1.9 -7.9 -1.4 -6.8 -2.3 -4.5 -9.9 -1.4 -0.8 -5.5 -1.0 7.2 20.0 20.0 20.0 20.0 0.9 -3.0 -3.4 -8.6 0.6 13.7 -1.0 -8.0 -5.2 -1.9 -9.1 0.1 20.0 4.8 19.2 2.2 -0.5 -10.8 -0.4 14.4 20.0 LIVECOW 11.6 -5.0 14.4 -3.6 -14.6 -2.6 -12.7 -4.3 -8.3 12.6 20.0 19.7 20.0 20.0 20.0 -20.0 -0.8 -18.1 -3.9 20.0 20.0 20.0 20.0 20.0 2.5 9.5 3.3 11.6 6.9 12.3 8.6 -5.6 20.0 20.0 20.0 20.0 -20.0 -20.0 -20.0 -20.0 LUMBER-new -9.2 -10.1 -4.3 -3.4 -14.1 -2.3 -12.3 -3.0 -8.0 -16.1 -20.0 -20.0 -20.0 -20.0 -20.0 -18.6 -14.1 -16.4 -14.9 -20.0 -18.1 -19.5 -14.8 -20.0 NaN -7.5 -6.4 -5.5 -8.3 -3.6 -8.5 -20.0 -1.1 -12.4 -13.7 -14.5 -15.8 -20.0 -6.7 -20.0 MILK -5.5 13.8 11.3 -1.7 -7.0 -1.3 -6.1 -2.1 -4.0 -9.9 -3.8 -8.7 -9.7 -3.4 4.7 -2.7 -20.0 -17.1 -20.0 -0.0 -6.1 -15.8 -14.0 -5.3 -0.4 -0.9 -6.7 -3.5 -5.9 -6.1 -2.4 -20.0 -20.0 1.8 10.6 -14.7 -20.0 -20.0 -14.2 -20.0 MXP -11.6 -10.6 -11.5 -2.2 -2.2 1.4 -2.5 2.6 -3.4 4.6 14.6 3.5 16.7 2.4 8.5 14.6 17.4 16.2 16.8 4.9 14.7 3.6 20.0 1.8 -20.0 2.2 0.3 7.4 1.4 11.7 0.4 20.0 20.0 -4.2 12.2 13.0 20.0 7.9 20.0 20.0 NASDAQ_micro -7.6 -20.0 4.0 -2.2 -7.2 -0.3 -4.9 1.3 -3.3 -9.2 9.1 -6.4 8.6 -5.3 1.0 -9.6 -8.3 -10.0 -9.6 0.6 9.8 -14.6 12.6 -7.2 -20.0 0.2 -7.7 4.8 -5.8 6.9 -3.1 -5.2 -9.6 -2.1 1.7 17.5 -3.2 -15.1 -9.5 -17.7 NIKKEI 8.8 -8.4 4.4 -3.7 -12.2 -0.4 -8.3 2.1 -5.5 -12.8 17.0 4.4 17.2 9.6 9.9 8.4 12.2 12.2 12.5 11.6 20.0 -1.6 20.0 7.5 -8.6 5.4 -8.3 10.0 -1.0 12.0 3.1 20.0 17.6 20.0 20.0 20.0 3.2 3.7 -2.0 11.0 NZD 2.5 -16.5 -9.6 -2.2 -2.2 1.4 -2.5 2.7 -3.4 14.5 -14.3 5.5 -2.2 -12.4 -15.1 -0.1 0.3 0.0 0.2 -13.1 -12.9 4.3 -10.3 -5.5 0.5 -4.5 4.9 -4.2 2.2 -3.1 -1.7 4.2 13.8 8.5 -4.5 -18.4 -0.9 -14.6 4.3 7.2 OAT -8.7 -5.3 -1.9 -3.0 -2.5 -2.7 -3.4 -2.9 -3.3 -8.4 -6.9 -8.7 -8.6 -7.9 -7.4 5.8 8.2 6.0 6.9 -5.7 -5.5 -7.7 -8.7 -6.9 8.4 -2.8 -3.6 -2.2 -4.1 -3.2 -3.5 17.5 1.4 1.4 3.4 4.8 -20.0 -20.0 -2.9 5.8 OATIES -20.0 -3.4 20.0 -1.9 -7.6 -1.4 -6.6 -2.3 -4.3 -11.6 8.6 -12.0 -1.8 -6.7 5.7 -16.6 -5.8 -17.0 -13.3 4.3 12.8 -20.0 9.6 -14.9 -20.0 1.1 -7.4 2.8 -7.0 2.0 -3.1 -20.0 -20.0 -18.7 9.5 20.0 5.5 15.3 20.0 20.0 OJ 11.2 7.2 18.3 -3.0 -12.2 -2.2 -10.6 -3.6 -6.9 14.4 20.0 19.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 8.1 2.5 9.1 4.3 10.3 6.3 20.0 20.0 20.0 20.0 20.0 5.6 5.9 20.0 18.2 PALLAD 5.6 7.7 -17.5 -1.4 -0.6 -0.5 0.7 0.8 -0.4 9.7 -14.5 10.2 -15.7 -0.1 -10.7 -2.7 -2.6 -2.7 -2.8 -7.2 -19.9 6.0 -20.0 1.9 -1.0 -1.8 1.5 -4.8 2.8 -6.7 1.2 2.3 10.8 1.1 9.1 -14.1 -14.8 -5.1 5.7 -0.8 PLAT -4.0 1.3 -14.1 -1.4 -0.5 -0.5 0.6 0.8 -0.4 4.2 -10.5 -3.7 -3.2 -2.6 -8.3 -3.5 -2.4 -3.3 -2.9 -5.5 -7.9 1.3 -5.6 -1.6 14.6 1.1 1.4 -0.7 2.8 -0.8 2.9 2.4 6.5 8.6 10.2 -6.9 0.5 -18.3 13.2 -14.2 REDWHEAT -2.1 -20.0 -10.2 -2.3 -9.2 -1.7 -8.0 -2.7 -5.2 -12.4 -12.5 -12.3 -14.7 -15.6 -15.2 -3.7 1.3 -2.7 -0.5 -16.3 -14.0 -10.6 -10.4 -13.3 -15.7 -4.7 -5.3 -3.7 -4.1 -2.1 -4.4 -3.7 0.3 -2.1 -20.0 -13.0 -20.0 -19.3 -16.2 -8.8 RICE -12.3 2.9 11.0 -2.4 -9.8 -1.8 -8.5 -2.9 -5.6 -3.3 6.9 -7.8 3.4 -4.3 8.1 -16.2 14.7 -2.4 12.7 5.1 6.2 -8.2 3.6 -2.2 -20.0 0.8 -4.4 2.0 -4.5 1.2 -2.6 20.0 -2.0 5.9 10.0 11.1 -5.4 -19.6 11.1 -9.7 ROBUSTA 3.3 -8.3 -4.5 -2.5 -10.2 -1.9 -8.9 -3.0 -5.8 -8.3 12.4 0.5 13.5 4.1 -1.0 20.0 20.0 20.0 20.0 5.6 13.8 -0.6 20.0 4.1 -17.4 2.7 -8.1 6.9 -0.5 10.6 1.9 20.0 20.0 20.0 10.7 5.6 -0.4 -13.8 19.3 -3.9 RUSSELL -16.7 -20.0 5.4 -3.3 -10.8 -0.4 -7.4 1.9 -4.9 -15.8 -2.5 -17.7 -2.5 -18.1 -7.8 -8.5 -6.0 -8.0 -7.2 -14.4 -3.5 -20.0 -1.6 -20.0 -3.1 -2.8 -11.6 0.5 -9.1 1.6 -6.1 -1.1 -17.9 -5.2 -4.2 16.7 -10.8 -11.4 -20.0 -16.6 SHATZ -16.4 -2.0 -11.3 -2.6 -2.2 -2.3 -2.9 -2.5 -2.8 -5.2 -7.1 -7.3 -8.0 -7.2 -6.9 -20.0 -9.1 -20.0 -16.2 -8.1 -9.2 -10.6 -14.1 -10.1 11.1 -2.5 -2.1 -2.4 -3.8 -3.5 -3.5 -16.9 -5.3 -6.1 3.4 -1.9 -20.0 -20.0 -20.0 -20.0 SILVER-mini -9.5 -7.2 -6.2 -1.6 0.2 -0.5 1.4 0.9 -0.3 12.2 -0.3 -5.5 4.6 -7.3 -7.6 -7.2 -6.0 -7.1 -6.7 -5.6 -2.6 -0.4 0.8 -5.5 7.6 1.0 3.7 1.5 2.0 1.5 1.0 -3.9 -0.3 0.0 4.9 6.2 -18.8 -20.0 -6.2 -20.0 SMI 5.5 -5.3 -10.2 -3.6 -11.7 -0.4 -8.0 2.0 -5.3 -7.3 2.0 1.8 5.8 -3.6 -8.9 1.7 1.1 -0.9 -0.7 -3.5 -3.1 1.4 0.2 0.9 5.9 0.1 -4.1 -0.8 2.1 -1.5 2.3 10.4 20.0 14.4 20.0 -4.9 -7.2 -14.3 -14.7 -13.8 SOFR -5.2 -14.6 -16.7 -3.7 -3.1 -3.3 -4.1 -3.5 -4.0 -7.0 -9.1 -9.1 -5.9 -9.4 -10.0 -2.4 -1.1 -2.1 -1.6 -12.1 -11.0 -11.9 -9.0 -11.2 -1.9 -3.8 -4.6 -3.5 -4.5 -2.8 -3.6 1.9 -1.2 8.3 1.3 -3.4 -20.0 -20.0 -10.9 -4.5 SOYBEAN -13.5 -0.5 12.8 -1.7 -6.8 -1.2 -5.9 -2.0 -3.9 -9.9 5.6 -10.8 1.0 -6.4 5.0 6.7 18.0 8.9 13.0 0.2 2.8 -11.4 1.2 -6.7 -20.0 0.2 -4.4 1.2 -4.6 0.7 -2.7 20.0 -10.6 -2.8 -3.4 19.4 -14.1 2.9 -10.6 11.9 SOYMEAL -10.9 -2.2 -0.4 -1.8 -7.5 -1.4 -6.6 -2.2 -4.3 -10.9 -5.1 -11.3 2.3 -6.1 -3.1 9.5 18.1 11.5 15.8 -3.1 -1.6 -10.0 1.7 -6.8 -20.0 -0.3 -5.3 1.5 -4.8 3.4 -3.0 20.0 -7.3 -2.3 -1.9 10.3 -20.0 -20.0 -17.9 -18.4 SOYOIL -20.0 -0.3 20.0 -2.1 -8.5 -1.5 -7.4 -2.5 -4.8 -8.3 9.8 -11.4 0.5 -9.3 9.6 15.1 11.7 14.0 12.0 3.5 9.3 -15.4 5.6 -8.7 -20.0 1.1 -5.8 3.0 -5.7 1.8 -3.1 14.7 -4.0 -5.4 1.2 20.0 0.7 6.5 20.0 20.0 SP400 -16.4 -20.0 6.4 -3.1 -10.2 -0.4 -7.0 1.8 -4.6 -13.8 0.8 -16.3 5.8 -16.6 -3.6 -5.3 -5.0 -5.7 -5.5 -11.4 -0.9 -20.0 3.0 -20.0 -12.5 -1.9 -10.9 1.1 -7.9 2.2 -4.9 1.1 -12.3 0.7 -2.1 19.8 -3.9 -12.7 -18.4 -19.5 SP500_micro -9.8 -20.0 5.4 -3.0 -9.7 -0.3 -6.6 1.7 -4.4 -13.4 10.4 -10.3 10.3 -10.0 0.5 -11.7 -9.5 -12.1 -11.2 -2.0 8.3 -20.0 11.0 -11.7 -17.7 -0.3 -11.9 4.3 -8.4 5.8 -4.4 -7.6 -14.5 -2.5 -0.5 20.0 -6.3 -13.4 -15.4 -19.6 SUGAR11 20.0 13.1 1.1 -3.1 -12.6 -2.3 -10.9 -3.7 -7.1 4.7 18.8 16.3 18.4 19.7 18.1 -3.6 9.7 -2.0 2.8 20.0 20.0 20.0 20.0 20.0 -20.0 6.9 1.5 7.6 4.7 10.6 7.3 6.8 20.0 20.0 20.0 3.4 -20.0 -20.0 9.0 -1.0 US10 -6.3 -14.2 -18.7 -3.1 -2.6 -2.7 -3.4 -2.9 -3.3 -6.3 -9.2 -8.5 -9.2 -9.2 -9.7 -9.3 -7.4 -9.4 -9.0 -12.7 -13.2 -11.4 -13.5 -11.2 1.2 -3.5 -4.0 -3.6 -3.8 -3.4 -3.2 -10.1 -2.6 4.7 -0.8 -5.6 -20.0 -20.0 10.4 0.3 US10U -6.2 -14.6 -16.1 -4.0 -3.3 -3.6 -4.5 -3.8 -4.3 -7.9 -11.8 -11.1 -11.7 -12.0 -12.4 0.4 -1.1 -1.3 -1.7 -16.2 -16.1 -14.4 -16.2 -14.4 -3.6 -4.5 -5.1 -4.5 -4.7 -4.0 -4.0 1.6 -3.1 5.8 -3.4 -6.5 -20.0 -20.0 20.0 19.5 US2 -3.8 -4.8 -20.0 -2.9 -2.5 -2.6 -3.3 -2.8 -3.2 -5.4 -9.6 -8.0 -9.4 -8.7 -9.6 -20.0 -20.0 -20.0 -20.0 -13.9 -17.9 -10.9 -20.0 -11.1 9.5 -3.4 -2.9 -4.3 -3.3 -5.3 -2.8 -20.0 -2.8 5.6 3.0 -9.6 -20.0 -20.0 -20.0 -20.0 US20 -3.3 -14.4 -14.2 -2.9 -2.4 -2.6 -3.2 -2.7 -3.1 -5.5 -8.2 -7.4 -7.7 -8.3 -8.5 -4.7 -2.1 -3.6 -2.9 -11.6 -11.4 -10.3 -11.0 -10.1 -3.3 -3.2 -3.9 -3.1 -3.3 -2.7 -2.8 0.0 -3.8 3.4 -5.4 -4.7 -20.0 -20.0 20.0 20.0 US30 -2.7 -11.9 -9.8 -3.3 -2.7 -2.9 -3.7 -3.1 -3.5 -6.7 -9.6 -8.8 -9.2 -9.5 -9.6 -8.1 -3.9 -7.2 -5.6 -12.0 -12.1 -11.1 -12.8 -10.7 -2.9 -3.5 -4.7 -3.6 -3.8 -3.2 -3.1 -3.7 -4.2 4.7 -5.0 -3.4 -18.8 -20.0 20.0 20.0 US5 -6.4 -13.0 -20.0 -3.3 -2.7 -2.9 -3.7 -3.1 -3.5 -6.8 -10.0 -9.2 -9.9 -9.8 -10.4 -16.4 -10.5 -14.9 -13.3 -13.5 -14.6 -12.2 -15.7 -12.0 4.3 -3.7 -3.9 -3.9 -4.1 -4.0 -3.4 -16.3 -2.9 5.5 1.0 -5.9 -20.0 -20.0 -1.5 -17.4 VIX -4.6 6.5 -10.5 -7.2 5.4 -10.3 0.4 -12.1 -4.1 15.5 -20.0 -6.7 -20.0 -15.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 0.5 -20.0 -12.8 NaN -8.2 6.2 -11.9 0.5 -14.6 -4.8 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -10.8 -20.0 -7.5 -1.5 -6.3 -1.1 -5.5 -1.9 -3.6 -6.7 -10.1 -9.7 -11.0 -11.1 -11.0 -11.1 -9.8 -11.3 -10.8 -14.0 -12.9 -7.6 -12.6 -12.2 -3.9 -3.4 -1.6 -2.8 -2.4 -2.5 -3.4 -20.0 0.1 -5.3 -15.4 -4.4 -20.0 -13.6 -19.4 -9.2 End of report for caleb_strategy_v3