******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20230925_204348 produced at 2023-09-25 21:39:12.202954 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.77 0.0 0.00 0.00 0.00 0.00 -21.69 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 -5.28 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.32 0.0 0.00 0.00 0.00 0.00 -8.31 24.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.10 -0.31 0.0 0.10 -0.10 -0.10 -0.10 -49.97 17.0 -17 -16 caleb_strategy_v3 GOLD_micro False False 0.01 -0.23 -0.20 0.0 0.36 -0.36 -0.23 -0.17 -30.73 56.0 -36 -26 caleb_strategy_v3 CHF False False 0.05 -0.52 -0.20 0.0 0.61 -0.61 -0.52 -0.47 -4.28 13.0 -11 -10 caleb_strategy_v3 COPPER False False 0.03 -0.09 -0.18 0.0 0.19 -0.19 -0.09 -0.12 -5.90 6.0 -3 -4 caleb_strategy_v3 US5 False False 0.04 -0.18 -0.14 0.0 0.90 -0.90 -0.18 -0.04 -4.02 25.0 -5 -1 caleb_strategy_v3 JPY False False 0.03 -0.12 -0.11 0.0 0.49 -0.49 -0.12 -0.12 -3.90 17.0 -4 -4 caleb_strategy_v3 EUR False False 0.05 -0.36 -0.10 0.0 0.63 -0.63 -0.36 -0.32 -2.15 14.0 -8 -7 caleb_strategy_v3 CAD False False 0.03 0.00 -0.08 0.0 0.73 -0.73 0.00 0.00 -3.16 29.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 -0.00 -0.08 0.0 0.21 -0.21 -0.00 -0.02 -26.52 68.0 -1 -8 caleb_strategy_v3 BOBL False False 0.04 -0.38 -0.08 0.0 0.80 -0.80 -0.38 -0.34 -1.96 19.0 -9 -8 caleb_strategy_v3 US10 False False 0.04 0.00 -0.08 0.0 0.63 -0.63 0.00 0.00 -2.05 17.0 0 0 caleb_strategy_v3 SP400 False False 0.09 -0.09 -0.08 0.0 0.17 -0.17 -0.09 -0.09 -0.98 2.0 -1 -1 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.06 -0.07 0.0 0.07 -0.07 -0.06 -0.06 -25.40 26.0 -22 -22 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.09 -0.07 0.0 0.88 -0.88 0.09 0.00 -0.78 10.0 1 0 caleb_strategy_v3 SP500_micro False False 0.01 -0.01 -0.07 0.0 0.36 -0.36 -0.01 -0.01 -9.61 48.0 -1 -1 caleb_strategy_v3 GBP False False 0.03 -0.03 -0.06 0.0 0.57 -0.57 -0.03 0.00 -2.26 22.0 -1 0 caleb_strategy_v3 AUD False False 0.02 0.00 -0.06 0.0 0.42 -0.42 0.00 0.00 -2.73 19.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.01 -0.06 0.0 0.38 -0.38 -0.01 -0.01 -10.89 66.0 -2 -2 caleb_strategy_v3 BITCOIN False False 0.00 -0.04 -0.05 0.0 0.05 -0.05 -0.04 -0.04 -59.17 59.0 -43 -43 caleb_strategy_v3 BTP False False 0.04 0.00 -0.05 0.0 0.40 -0.40 0.00 0.00 -1.18 10.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.00 -0.05 0.0 0.23 -0.23 0.00 0.00 -4.48 23.0 0 0 caleb_strategy_v3 US10U False False 0.04 -0.15 -0.05 0.0 0.49 -0.49 -0.15 -0.11 -1.21 13.0 -4 -3 caleb_strategy_v3 LUMBER-new False False 0.00 0.00 -0.04 0.0 0.01 -0.01 0.00 0.00 -8.83 3.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 -0.04 0.0 0.06 -0.06 0.00 0.00 -3.27 5.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.03 0.0 0.10 -0.10 -0.04 -0.04 -2.12 8.0 -3 -3 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.03 0.0 0.19 -0.19 0.00 0.00 -8.78 51.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.02 -0.03 0.0 0.43 -0.43 0.02 0.00 -1.30 21.0 1 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.03 0.0 0.10 -0.10 0.00 0.00 -3.80 12.0 0 0 caleb_strategy_v3 OAT False False 0.04 0.00 -0.03 0.0 0.45 -0.45 0.00 0.00 -0.58 10.0 0 0 caleb_strategy_v3 PALLAD False False 0.04 0.00 -0.03 0.0 0.08 -0.08 0.00 -0.04 -0.60 2.0 0 -1 caleb_strategy_v3 US20 False False 0.04 -0.12 -0.02 0.0 0.35 -0.35 -0.12 -0.16 -0.64 9.0 -3 -4 caleb_strategy_v3 US30 False False 0.04 -0.04 -0.02 0.0 0.24 -0.24 -0.04 -0.16 -0.46 6.0 -1 -4 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -2.10 2.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 -0.02 0.0 0.00 -0.00 0.00 0.00 -0.95 0.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.02 0.0 0.10 -0.10 -0.03 -0.03 -2.13 9.0 -3 -3 caleb_strategy_v3 COFFEE False False 0.02 -0.04 -0.02 0.0 0.11 -0.11 -0.04 -0.04 -0.98 6.0 -2 -2 caleb_strategy_v3 BUND False False 0.05 0.00 -0.02 0.0 0.47 -0.47 0.00 0.00 -0.45 10.0 0 0 caleb_strategy_v3 BUXL False False 0.04 -0.18 -0.01 0.0 0.18 -0.18 -0.18 -0.18 -0.29 4.0 -4 -4 caleb_strategy_v3 RICE False False 0.01 0.00 -0.01 0.0 0.04 -0.04 0.00 0.00 -0.94 4.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -0.81 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 -0.23 11.0 0 0 caleb_strategy_v3 PLAT False False 0.02 0.00 0.00 0.0 0.16 -0.16 0.00 0.00 0.01 10.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.07 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 -0.20 7.0 0 0 caleb_strategy_v3 CAC False False 0.03 0.13 0.01 0.0 0.31 -0.31 0.13 0.10 0.52 12.0 5 4 caleb_strategy_v3 ROBUSTA False False 0.01 0.02 0.01 0.0 0.18 -0.18 0.02 0.03 1.11 23.0 3 4 caleb_strategy_v3 COCOA False False 0.01 0.00 0.01 0.0 0.31 -0.31 0.00 0.00 0.62 26.0 0 0 caleb_strategy_v3 SMI False False 0.04 0.17 0.01 0.0 0.37 -0.37 0.17 0.17 0.18 9.0 4 4 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 0.02 0.0 0.17 -0.17 0.00 0.00 1.65 18.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.02 0.0 0.33 -0.33 0.00 0.00 2.80 58.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 0.00 0.02 0.0 0.30 -0.30 0.00 0.00 1.17 20.0 0 0 caleb_strategy_v3 GASOLINE False False 0.03 0.14 0.04 0.0 0.14 -0.14 0.14 0.14 1.27 4.0 4 4 caleb_strategy_v3 HEATOIL False False 0.04 0.00 0.04 0.0 0.13 -0.13 0.00 0.00 0.87 3.0 0 0 caleb_strategy_v3 OJ False True 0.02 0.00 0.05 0.0 0.00 0.00 0.00 0.00 2.86 3.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 0.07 0.05 0.0 0.13 -0.13 0.07 0.06 5.42 13.0 7 6 caleb_strategy_v3 LIVECOW False False 0.03 0.08 0.07 0.0 0.44 -0.44 0.08 0.05 2.66 17.0 3 2 caleb_strategy_v3 GASOIL False False 0.03 0.09 0.08 0.0 0.12 -0.12 0.09 0.06 2.46 4.0 3 2 caleb_strategy_v3 FEEDCOW False False 0.05 0.32 0.12 0.0 0.36 -0.36 0.32 0.36 2.65 8.0 7 8 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.50 0.13 0.0 0.53 -0.53 0.50 0.50 3.92 16.0 15 15 caleb_strategy_v3 DX False False 0.04 0.00 0.14 0.0 35937566.56 -35937566.56 0.00 0.00 3.90 999999999.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.44 0.23 0.0 0.58 -0.58 0.44 0.34 23.89 60.0 46 35 caleb_strategy_v3 NIKKEI False False 0.01 0.27 0.27 0.0 0.27 -0.27 0.27 0.26 36.75 36.0 36 35 caleb_strategy_v3 CRUDE_W False False 0.03 0.15 0.27 0.0 0.15 -0.15 0.15 0.12 8.91 5.0 5 4 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 19.8 Shocked risk 58.4 Sum abs risk 65.3 Leverage 6.70 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2940794.55, 'annual_cash_vol_target': 735198.6375, 'daily_cash_vol_target': 45949.91484375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0039 0.6438 0.6059 9.6950 BITCOIN 692.8700 26530.0000 2.6116 41.7864 BOBL 0.2470 115.7600 0.2134 3.4142 BTP 0.6425 110.5600 0.5812 9.2986 BUND 0.5310 128.8800 0.4120 6.5927 BUXL 1.2905 122.9200 1.0498 16.7976 CAC 57.1949 7151.0000 0.7998 12.7971 CAD 0.0026 0.7432 0.3516 5.6253 CANOLA 7.7623 721.7000 1.0756 17.2090 CHF 0.0045 1.1059 0.4026 6.4416 COCOA 44.9007 3496.0000 1.2843 20.5495 COFFEE 2.6753 149.3500 1.7913 28.6606 COPPER 0.0371 3.6685 1.0110 16.1754 CORN 6.4753 510.0000 1.2697 20.3147 COTTON2 1.1342 85.9100 1.3202 21.1226 CRUDE_W 0.9450 88.1900 1.0716 17.1452 DAX 112.1621 15545.0000 0.7215 11.5445 DOW 197.0519 34140.0000 0.5772 9.2350 DX 0.3550 105.6850 0.3359 5.3738 EUR 0.0048 1.0626 0.4542 7.2680 EURIBOR-ICE 0.0491 96.9400 0.0507 0.8111 EUROSTX 37.6854 4191.0000 0.8992 14.3872 FEEDCOW 1.4867 265.8250 0.5593 8.9486 GASOIL 13.9643 901.2500 1.5494 24.7910 GASOLINE 0.0331 2.4357 1.3609 21.7749 GAS_US_mini 0.0788 3.3300 2.3661 37.8575 GBP 0.0060 1.2213 0.4921 7.8735 GOLD_micro 9.2983 1916.3000 0.4852 7.7636 HEATOIL 0.0439 3.0365 1.4474 23.1582 JGB-SGX-mini 0.2064 145.3100 0.1420 2.2728 JPY 0.0000 0.0068 0.5636 9.0182 LEANHOG 1.3694 72.6000 1.8862 30.1788 LIVECOW 1.1024 191.5000 0.5756 9.2104 LUMBER-new 8.0358 508.5000 1.5803 25.2847 MILK 0.2372 17.7300 1.3380 21.4078 MXP 0.0004 0.0566 0.7797 12.4749 NASDAQ_micro 140.2354 14851.2500 0.9443 15.1083 NIKKEI 273.9470 32410.0000 0.8453 13.5241 NZD 0.0035 0.5964 0.5930 9.4877 OAT 0.5544 123.5500 0.4487 7.1792 OATIES 8.0099 445.2500 1.7990 28.7836 OJ 4.4661 339.0000 1.3174 21.0788 PALLAD 18.4814 1232.0000 1.5001 24.0018 PLAT 12.9675 922.7000 1.4054 22.4862 REDWHEAT 11.4757 721.5000 1.5905 25.4485 RICE 0.1617 16.1900 0.9990 15.9835 ROBUSTA 31.1144 2349.0000 1.3246 21.1933 RUSSELL 15.8971 1795.6000 0.8853 14.1654 SHATZ 0.0776 104.9100 0.0740 1.1840 SILVER-mini 0.3274 23.4875 1.3941 22.3053 SMI 74.0815 11049.0000 0.6705 10.7277 SOFR 0.0627 96.0400 0.0653 1.0451 SOYBEAN 13.4610 1262.0000 1.0666 17.0663 SOYMEAL 4.9529 385.9000 1.2835 20.5357 SOYOIL 0.8261 57.0900 1.4469 23.1511 SP400 19.7116 2526.9000 0.7801 12.4811 SP500_micro 30.7324 4361.7500 0.7046 11.2734 SUGAR11 0.3323 25.2500 1.3161 21.0572 US10 0.3781 108.1875 0.3495 5.5918 US10U 0.5464 111.8906 0.4883 7.8131 US2 0.0934 101.2969 0.0922 1.4755 US20 0.8584 114.9375 0.7468 11.9493 US30 1.2842 119.8750 1.0713 17.1401 US5 0.2368 105.2891 0.2249 3.5992 VIX 0.4490 18.0500 2.4873 39.7962 WHEAT 10.7851 671.7500 1.6055 25.6884 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 643.75 0.61 390.07 1.00 390.07 45949.91 117.80 -8.92 -105.04 BITCOIN 26.53 2.61 69.29 1.00 69.29 45949.91 663.18 -8.24 -546.35 BOBL 1157.60 0.21 247.02 1.06 263.06 45949.91 174.68 -11.07 -193.41 BTP 1105.60 0.58 642.53 1.06 684.26 45949.91 67.15 -5.16 -34.64 BUND 1288.80 0.41 531.04 1.06 565.53 45949.91 81.25 -5.48 -44.51 BUXL 1229.20 1.05 1290.47 1.06 1374.29 45949.91 33.44 -8.59 -28.72 CAC 715.10 0.80 571.95 1.06 609.10 45949.91 75.44 2.02 15.25 CAD 743.15 0.35 261.28 1.00 261.28 45949.91 175.87 -6.93 -121.87 CANOLA 144.34 1.08 155.25 0.74 115.26 45949.91 398.66 -9.05 -360.78 CHF 1382.38 0.40 556.55 1.00 556.55 45949.91 82.56 -20.00 -165.12 COCOA 349.60 1.28 449.01 1.00 449.01 45949.91 102.34 2.83 28.95 COFFEE 560.06 1.79 1003.23 1.00 1003.23 45949.91 45.80 -18.30 -83.81 COPPER 917.12 1.01 927.18 1.00 927.18 45949.91 49.56 -10.99 -54.46 CORN 255.00 1.27 323.76 1.00 323.76 45949.91 141.92 -11.01 -156.23 COTTON2 429.55 1.32 567.08 1.00 567.08 45949.91 81.03 -1.32 -10.70 CRUDE_W 881.90 1.07 945.02 1.00 945.02 45949.91 48.62 16.92 82.29 DAX 155.45 0.72 112.16 1.06 119.45 45949.91 384.69 2.13 82.05 DOW 170.70 0.58 98.53 1.00 98.53 45949.91 466.37 -10.05 -468.53 DX 1056.85 0.34 354.96 1.00 354.96 45949.91 129.45 11.61 150.29 EUR 1328.19 0.45 603.33 1.00 603.33 45949.91 76.16 -10.86 -82.69 EURIBOR-ICE 2423.50 0.05 122.86 1.06 130.84 45949.91 351.19 -0.65 -22.98 EUROSTX 419.10 0.90 376.85 1.06 401.33 45949.91 114.49 2.98 34.17 FEEDCOW 1329.12 0.56 743.36 1.00 743.36 45949.91 61.81 12.95 80.05 GASOIL 901.25 1.55 1396.43 1.00 1396.43 45949.91 32.91 17.22 56.68 GASOLINE 1022.99 1.36 1392.23 1.00 1392.23 45949.91 33.00 8.89 29.34 GAS_US_mini 83.25 2.37 196.98 1.00 196.98 45949.91 233.28 -10.05 -234.51 GBP 763.31 0.49 375.62 1.00 375.62 45949.91 122.33 -7.12 -87.09 GOLD_micro 191.63 0.49 92.98 1.00 92.98 45949.91 494.17 -18.23 -900.89 HEATOIL 1275.33 1.45 1845.90 1.00 1845.90 45949.91 24.89 8.06 20.07 JGB-SGX-mini 145310.00 0.14 20640.84 0.01 139.35 45949.91 329.76 1.10 36.16 JPY 851.38 0.56 479.87 1.00 479.87 45949.91 95.76 -15.70 -150.32 LEANHOG 290.40 1.89 547.74 1.00 547.74 45949.91 83.89 10.62 89.11 LIVECOW 766.00 0.58 440.95 1.00 440.95 45949.91 104.21 7.71 80.30 LUMBER-new 139.84 1.58 220.98 1.00 220.98 45949.91 207.93 -20.00 -415.87 MILK 354.60 1.34 474.45 1.00 474.45 45949.91 96.85 -15.77 -152.72 MXP 283.15 0.78 220.77 1.00 220.77 45949.91 208.14 7.82 162.75 NASDAQ_micro 297.03 0.94 280.47 1.00 280.47 45949.91 163.83 -11.77 -192.81 NIKKEI 32410.00 0.85 27394.70 0.01 184.94 45949.91 248.46 13.66 339.32 NZD 596.35 0.59 353.63 1.00 353.63 45949.91 129.94 -3.84 -49.95 OAT 1235.50 0.45 554.37 1.06 590.38 45949.91 77.83 -2.20 -17.14 OATIES 222.62 1.80 400.50 1.00 400.50 45949.91 114.73 -7.51 -86.22 OJ 508.50 1.32 669.91 1.00 669.91 45949.91 68.59 19.49 133.70 PALLAD 1232.00 1.50 1848.14 1.00 1848.14 45949.91 24.86 -7.10 -17.65 PLAT 461.35 1.41 648.37 1.00 648.37 45949.91 70.87 0.04 0.32 REDWHEAT 360.75 1.59 573.78 1.00 573.78 45949.91 80.08 -20.00 -160.16 RICE 323.80 1.00 323.47 1.00 323.47 45949.91 142.05 -2.72 -38.61 ROBUSTA 234.90 1.32 311.14 1.00 311.14 45949.91 147.68 6.44 95.09 RUSSELL 89.78 0.89 79.49 1.00 79.49 45949.91 578.09 -13.84 -800.25 SHATZ 1049.10 0.07 77.63 1.06 82.56 45949.91 556.56 -14.72 -819.01 SILVER-mini 587.19 1.39 818.59 1.00 818.59 45949.91 56.13 -4.95 -27.76 SMI 1104.90 0.67 740.82 1.10 818.30 45949.91 56.15 0.96 5.36 SOFR 2401.00 0.07 156.83 1.00 156.83 45949.91 292.99 -12.18 -356.89 SOYBEAN 631.00 1.07 673.05 1.00 673.05 45949.91 68.27 -3.08 -21.05 SOYMEAL 385.90 1.28 495.29 1.00 495.29 45949.91 92.77 -9.38 -87.05 SOYOIL 342.54 1.45 495.64 1.00 495.64 45949.91 92.71 0.82 7.64 SP400 2526.90 0.78 1971.16 1.00 1971.16 45949.91 23.31 -12.66 -29.51 SP500_micro 218.09 0.70 153.66 1.00 153.66 45949.91 299.03 -13.82 -413.36 SUGAR11 282.80 1.32 372.19 1.00 372.19 45949.91 123.46 6.29 77.72 US10 1081.88 0.35 378.11 1.00 378.11 45949.91 121.53 -13.29 -161.54 US10U 1118.91 0.49 546.38 1.00 546.38 45949.91 84.10 -11.34 -95.35 US2 2025.94 0.09 186.83 1.00 186.83 45949.91 245.95 -16.95 -416.98 US20 1149.38 0.75 858.39 1.00 858.39 45949.91 53.53 -9.40 -50.31 US30 1198.75 1.07 1284.17 1.00 1284.17 45949.91 35.78 -10.22 -36.57 US5 1052.89 0.22 236.85 1.00 236.85 45949.91 194.01 -16.34 -317.04 VIX 180.50 2.49 448.95 1.00 448.95 45949.91 102.35 -19.78 -202.44 WHEAT 335.88 1.61 539.26 1.00 539.26 45949.91 85.21 -18.80 -160.20 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -105.038 0.010 2.5 -2.726 BITCOIN -546.355 0.043 2.5 -59.167 BOBL -193.413 0.004 2.5 -1.961 BTP -34.636 0.014 2.5 -1.181 BUND -44.511 0.004 2.5 -0.451 BUXL -28.715 0.004 2.5 -0.291 CAC 15.251 0.014 2.5 0.520 CAD -121.866 0.010 2.5 -3.162 CANOLA -360.777 0.010 2.5 -8.778 CHF -165.125 0.010 2.5 -4.285 COCOA 28.954 0.009 2.5 0.620 COFFEE -83.807 0.005 2.5 -0.979 COPPER -54.464 0.043 2.5 -5.898 CORN -156.226 0.010 2.5 -3.801 COTTON2 -10.696 0.009 2.5 -0.229 CRUDE_W 82.294 0.043 2.5 8.912 DAX 82.047 0.014 2.5 2.799 DOW -468.532 0.009 2.5 -10.889 DX 150.293 0.010 2.5 3.900 EUR -82.692 0.010 2.5 -2.146 EURIBOR-ICE -22.980 0.014 2.5 -0.784 EUROSTX 34.169 0.014 2.5 1.166 FEEDCOW 80.047 0.013 2.5 2.653 GASOIL 56.677 0.017 2.5 2.457 GASOLINE 29.344 0.017 2.5 1.272 GAS_US_mini -234.510 0.043 2.5 -25.396 GBP -87.094 0.010 2.5 -2.260 GOLD_micro -900.893 0.014 2.5 -30.730 HEATOIL 20.075 0.017 2.5 0.870 JGB-SGX-mini 36.157 0.043 2.5 3.916 JPY -150.317 0.010 2.5 -3.900 LEANHOG 89.111 0.024 2.5 5.416 LIVECOW 80.295 0.013 2.5 2.661 LUMBER-new -415.866 0.008 2.5 -8.828 MILK -152.725 0.009 2.5 -3.271 MXP 162.752 0.059 2.5 23.889 NASDAQ_micro -192.807 0.009 2.5 -4.481 NIKKEI 339.324 0.043 2.5 36.747 NZD -49.951 0.010 2.5 -1.296 OAT -17.137 0.014 2.5 -0.585 OATIES -86.218 0.010 2.5 -2.098 OJ 133.697 0.009 2.5 2.864 PALLAD -17.645 0.014 2.5 -0.602 PLAT 0.318 0.014 2.5 0.011 REDWHEAT -160.164 0.005 2.5 -2.125 RICE -38.605 0.010 2.5 -0.939 ROBUSTA 95.092 0.005 2.5 1.111 RUSSELL -800.251 0.013 2.5 -26.520 SHATZ -819.008 0.004 2.5 -8.306 SILVER-mini -27.764 0.014 2.5 -0.947 SMI 5.363 0.014 2.5 0.183 SOFR -356.887 0.024 2.5 -21.691 SOYBEAN -21.050 0.004 2.5 -0.196 SOYMEAL -87.048 0.004 2.5 -0.810 SOYOIL 7.641 0.004 2.5 0.071 SP400 -29.507 0.013 2.5 -0.978 SP500_micro -413.363 0.009 2.5 -9.607 SUGAR11 77.717 0.009 2.5 1.653 US10 -161.540 0.005 2.5 -2.047 US10U -95.351 0.005 2.5 -1.208 US2 -416.979 0.005 2.5 -5.284 US20 -50.314 0.005 2.5 -0.638 US30 -36.569 0.005 2.5 -0.463 US5 -317.040 0.005 2.5 -4.018 VIX -202.440 0.099 2.5 -49.974 WHEAT -160.203 0.005 2.5 -2.125 ===================== Position diags ===================== AUD 3.06 BITCOIN 71.82 BOBL 1.77 BTP 2.29 BUND 0.82 BUXL 0.34 CAC 2.57 CAD 4.56 CANOLA 9.70 CHF 2.14 COCOA 2.19 COFFEE 0.53 COPPER 5.37 CORN 3.45 COTTON2 1.74 CRUDE_W 5.27 DAX 13.12 DOW 10.84 DX 3.36 EUR 1.98 EURIBOR-ICE 11.98 EUROSTX 3.91 FEEDCOW 2.05 GASOIL 1.43 GASOLINE 1.43 GAS_US_mini 25.26 GBP 3.17 GOLD_micro 16.86 HEATOIL 1.08 JGB-SGX-mini 35.71 JPY 2.48 LEANHOG 5.10 LIVECOW 3.45 LUMBER-new 4.41 MILK 2.07 MXP 30.55 NASDAQ_micro 3.81 NIKKEI 26.91 NZD 3.37 OAT 2.65 OATIES 2.79 OJ 1.47 PALLAD 0.85 PLAT 2.42 REDWHEAT 1.06 RICE 3.46 ROBUSTA 1.72 RUSSELL 19.16 SHATZ 5.64 SILVER-mini 1.91 SMI 1.92 SOFR 17.81 SOYBEAN 0.63 SOYMEAL 0.86 SOYOIL 0.86 SP400 0.77 SP500_micro 6.95 SUGAR11 2.63 US10 1.54 US10U 1.07 US2 3.12 US20 0.68 US30 0.45 US5 2.46 VIX 25.27 WHEAT 1.13 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.7 -3.0 -2.4 NaN 0 BITCOIN -59.2 -66.3 -52.0 -43.0 -43 BOBL -2.0 -2.1 -1.8 -9.0 -9 BTP -1.2 -1.4 -1.0 0.0 0 BUND -0.5 -0.5 -0.4 0.0 0 BUXL -0.3 -0.3 -0.3 -4.0 -4 CAC 0.5 0.3 0.8 5.0 5 CAD -3.2 -3.6 -2.7 0.0 0 CANOLA -8.8 -9.7 -7.8 NaN 0 CHF -4.3 -4.5 -4.1 -11.0 -11 COCOA 0.6 0.4 0.8 0.0 0 COFFEE -1.0 -1.0 -0.9 -2.0 -2 COPPER -5.9 -6.4 -5.4 -3.0 -3 CORN -3.8 -4.1 -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 2.8 1.5 4.1 0.0 0 DOW -10.9 -12.0 -9.8 -2.0 -2 DX 3.9 3.6 4.2 NaN 0 EUR -2.1 -2.3 -1.9 -8.0 -8 EURIBOR-ICE -0.8 -2.0 0.4 1.0 1 EUROSTX 1.2 0.8 1.6 0.0 0 FEEDCOW 2.7 2.4 2.9 7.0 7 GASOIL 2.5 2.3 2.6 3.0 3 GASOLINE 1.3 1.1 1.4 4.0 4 GAS_US_mini -25.4 -27.9 -22.9 -22.0 -22 GBP -2.3 -2.6 -1.9 -1.0 -1 GOLD_micro -30.7 -32.4 -29.0 -36.0 -36 HEATOIL 0.9 0.8 1.0 0.0 0 JGB-SGX-mini 3.9 0.3 7.5 15.0 15 JPY -3.9 -4.1 -3.7 -4.0 -4 LEANHOG 5.4 4.9 5.9 7.0 7 LIVECOW 2.7 2.3 3.0 3.0 3 LUMBER-new -8.8 -9.3 -8.4 NaN 0 MILK -3.3 -3.5 -3.1 NaN 0 MXP 23.9 20.8 26.9 46.0 46 NASDAQ_micro -4.5 -4.9 -4.1 0.0 0 NIKKEI 36.7 34.1 39.4 36.0 36 NZD -1.3 -1.6 -1.0 1.0 1 OAT -0.6 -0.9 -0.3 0.0 0 OATIES -2.1 -2.4 -1.8 NaN 0 OJ 2.9 2.7 3.0 NaN 0 PALLAD -0.6 -0.7 -0.5 NaN 0 PLAT 0.0 -0.2 0.3 0.0 0 REDWHEAT -2.1 -2.2 -2.0 -3.0 -3 RICE -0.9 -1.3 -0.6 NaN 0 ROBUSTA 1.1 0.9 1.3 3.0 3 RUSSELL -26.5 -28.4 -24.6 -1.0 -1 SHATZ -8.3 -8.9 -7.7 NaN 0 SILVER-mini -0.9 -1.1 -0.8 NaN 0 SMI 0.2 -0.0 0.4 4.0 4 SOFR -21.7 -23.5 -19.9 NaN 0 SOYBEAN -0.2 -0.3 -0.1 0.0 0 SOYMEAL -0.8 -0.9 -0.7 0.0 0 SOYOIL 0.1 -0.0 0.2 0.0 0 SP400 -1.0 -1.1 -0.9 -1.0 -1 SP500_micro -9.6 -10.3 -8.9 -1.0 -1 SUGAR11 1.7 1.4 1.9 0.0 0 US10 -2.0 -2.2 -1.9 NaN 0 US10U -1.2 -1.3 -1.1 -4.0 -4 US2 -5.3 -5.6 -5.0 NaN 0 US20 -0.6 -0.7 -0.6 -3.0 -3 US30 -0.5 -0.5 -0.4 -1.0 -1 US5 -4.0 -4.3 -3.8 -5.0 -5 VIX -50.0 -52.5 -47.4 -17.0 -17 WHEAT -2.1 -2.2 -2.0 -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 -0.4 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -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 -0.1 -0.0 -0.0 0.0 -0.0 -0.1 0.1 0.0 0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -2.7 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 0.3 0.1 -0.3 -0.2 -0.3 0.7 -0.2 0.7 BOBL -0.4 -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 1.4 -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 -0.5 -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 -0.1 -0.1 0.1 0.4 -0.4 -0.7 0.0 0.3 BUND -0.4 -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 0.9 -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 -0.4 -0.3 -0.0 -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 -0.3 -0.1 0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.3 -0.1 -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 -0.2 0.7 -0.2 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 0.0 -0.1 0.4 -0.1 -0.7 -0.0 -0.2 0.0 -0.1 0.3 -0.1 0.3 0.3 0.1 0.5 0.1 0.7 0.0 0.7 0.2 CAD 0.3 -0.5 -0.1 -0.0 -0.1 0.0 -0.1 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 -0.4 0.6 -0.0 -0.0 -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 -0.1 0.0 -0.2 -0.0 -0.2 -2.7 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.3 -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 0.0 -0.1 0.1 -0.1 -0.2 -0.0 -0.2 0.4 -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 -0.4 -0.7 -0.7 -0.7 -0.7 COCOA -0.2 -0.1 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 0.5 -0.1 0.7 0.1 0.2 -0.1 -0.0 -0.1 -0.1 0.2 0.2 -0.1 0.5 0.0 -1.8 0.1 -0.1 0.3 -0.1 0.4 0.0 -0.5 -0.4 0.6 0.6 0.6 -0.0 -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 -0.1 -0.5 -0.1 -0.2 -0.1 0.0 -0.0 0.0 -0.1 -0.2 -0.1 -0.4 -0.0 -2.7 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.3 0.6 -0.0 -0.6 -0.7 -0.7 -0.6 -0.3 COPPER -0.2 -0.2 -0.1 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.1 -0.3 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.1 -0.8 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.5 -0.3 -0.0 0.2 0.2 -0.7 0.4 -0.7 CORN -0.0 -0.5 -0.6 -0.0 -0.0 -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 -1.5 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -0.2 0.1 0.2 -0.2 -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 0.0 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 0.0 0.2 0.1 -1.1 0.5 0.6 -0.0 -0.1 0.7 0.4 0.7 0.3 DAX -0.2 -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 -0.2 0.3 -0.2 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 -0.4 -0.6 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 -0.1 0.0 -0.2 0.2 -0.2 -1.4 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.3 -0.2 0.0 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 -0.1 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 0.1 0.1 0.1 0.1 0.1 0.7 0.5 0.6 0.6 0.1 -0.0 0.3 0.1 0.7 EUR -0.4 -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 -0.2 -0.1 -0.2 1.9 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.4 -0.4 -0.5 -0.4 -0.5 -0.2 -0.7 -0.1 -0.1 EURIBOR-ICE -0.2 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.0 -0.2 -0.2 -0.2 -0.2 -0.0 -0.0 -0.0 -0.2 -0.0 2.4 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.6 0.1 0.2 0.2 0.1 -0.7 -0.7 0.7 0.4 EUROSTX -0.2 -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 -0.1 -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 0.2 -0.1 0.2 -0.1 0.6 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 -0.1 -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 0.2 0.6 0.6 0.1 -0.0 0.1 0.0 0.1 0.0 -0.1 0.4 0.1 0.2 0.2 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.1 0.5 0.2 1.6 0.1 -0.0 0.2 0.0 0.1 0.1 0.0 0.5 -0.1 0.5 0.6 -0.7 0.1 -0.7 -0.1 GASOLINE 0.0 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 -0.1 0.5 0.1 -2.7 0.1 -0.1 0.3 -0.0 0.3 0.0 1.1 -0.5 -0.6 -0.6 0.0 0.7 0.4 0.7 0.2 GAS_US_mini -0.3 -0.1 0.4 0.1 -0.0 0.2 0.0 0.1 0.1 -0.0 -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 0.1 -0.6 -0.6 -0.6 0.0 0.2 -0.2 -0.0 GBP -0.6 -0.6 -0.1 -0.0 -0.0 0.0 -0.0 0.1 -0.1 -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 0.1 -0.5 -0.6 -0.5 -0.3 -0.0 0.5 0.1 0.7 GOLD_micro 0.0 -0.3 -0.5 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.1 -0.3 -0.1 0.2 -0.1 -0.2 -0.4 -0.3 -0.4 -0.3 -0.2 -0.1 -0.1 -0.0 -0.1 -1.5 -0.0 -0.1 -0.0 -0.0 0.1 0.0 -1.0 -0.3 0.4 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 0.0 -0.1 0.5 0.1 0.2 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 0.1 -0.6 0.2 0.6 0.2 -0.1 0.0 -0.2 JGB-SGX-mini -0.2 -0.5 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.0 -0.1 0.2 -0.1 -0.1 0.4 0.4 0.3 0.3 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 1.1 0.1 0.1 -0.0 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 -0.4 -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 0.1 0.0 0.5 -0.0 -0.0 -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 -0.1 -0.2 -0.0 1.7 -0.0 -0.1 -0.1 -0.0 -0.3 -0.0 1.1 0.0 0.5 0.0 -0.0 -0.4 -0.0 0.5 0.7 LIVECOW 0.4 -0.1 0.5 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 0.2 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 -0.1 -0.1 -0.1 -0.1 -0.6 -0.3 -0.6 -0.3 -0.3 -0.4 -0.3 -0.4 -0.3 -0.3 -0.2 -0.2 -0.5 -0.3 NaN -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -1.2 0.1 -0.2 -0.4 -0.6 -0.6 -0.8 -0.2 -0.8 MILK -0.3 0.4 0.3 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.4 -0.1 0.0 -0.1 -0.4 -0.4 -0.4 -0.0 -0.1 -0.2 -0.4 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -1.1 -0.5 0.0 0.3 -0.5 -0.7 -0.7 -0.5 -0.7 MXP -0.4 -0.4 -0.5 -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 0.1 -0.0 0.5 -0.0 -2.7 0.0 -0.1 0.2 -0.0 0.4 -0.0 1.1 0.3 -0.3 0.3 0.4 0.7 0.3 0.7 0.7 NASDAQ_micro -0.4 -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 -0.2 0.3 -0.1 -2.7 -0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.3 -0.3 -0.1 0.0 0.5 -0.1 -0.5 -0.3 -0.6 NIKKEI 0.2 -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 0.2 0.1 0.2 -0.0 0.5 0.1 -1.2 0.1 -0.1 0.3 -0.0 0.4 0.0 1.1 0.5 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 -0.0 0.1 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.2 0.4 0.4 -0.1 -0.6 -0.0 -0.5 0.2 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 -0.1 -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 -0.2 0.6 -0.0 -0.0 -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 0.2 -0.2 -2.7 0.0 -0.0 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 0.3 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 0.1 -0.5 -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 0.0 -0.5 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.2 0.0 0.1 0.2 0.0 0.3 -0.5 -0.5 -0.2 0.2 -0.0 PLAT -0.2 0.0 -0.4 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 -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 -0.0 -0.0 0.0 -0.0 0.0 0.1 0.2 0.1 0.3 -0.2 0.0 -0.6 0.4 -0.5 REDWHEAT -0.0 -0.6 -0.4 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.4 -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 0.1 0.0 -0.6 -0.5 -0.7 -0.6 -0.6 -0.3 RICE -0.5 0.1 0.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.2 -0.1 0.1 -0.1 0.1 -0.3 0.3 -0.1 0.2 0.0 0.1 -0.1 0.1 -0.0 -2.7 0.0 -0.0 0.1 -0.0 0.0 -0.0 1.1 0.3 0.1 0.4 0.3 -0.2 -0.7 0.4 -0.3 ROBUSTA 0.0 -0.3 -0.2 -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 0.4 0.6 0.3 0.1 -0.0 -0.5 0.7 -0.1 RUSSELL -0.6 -0.6 0.1 -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 -0.1 -0.2 -0.4 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 -0.4 -0.2 -0.2 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 -0.0 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 0.1 -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 -0.1 -0.0 -0.0 -0.1 0.0 0.6 0.5 0.5 0.6 -0.1 -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 -0.3 -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 0.2 0.0 -0.1 -0.7 -0.7 -0.4 -0.2 SOYBEAN -0.5 -0.0 0.4 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.1 0.1 -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 -0.0 -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 -0.0 0.1 -0.0 1.1 -0.2 -0.1 -0.0 0.3 -0.7 -0.7 -0.6 -0.6 SOYOIL -0.6 -0.1 0.6 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.2 -0.1 0.0 -0.1 0.1 0.3 0.2 0.3 0.2 0.0 0.1 -0.2 0.1 -0.1 -2.7 0.0 -0.1 0.1 -0.1 0.1 -0.0 0.8 -0.3 -0.3 0.0 0.6 0.0 0.2 0.7 0.7 SP400 -0.6 -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 -0.1 -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 -0.2 0.0 -0.1 0.6 -0.1 -0.4 -0.6 -0.7 SP500_micro -0.4 -0.6 0.2 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -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 -0.2 -2.4 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.4 -0.5 -0.1 -0.1 0.6 -0.2 -0.4 -0.5 -0.6 SUGAR11 0.6 0.4 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.5 0.1 0.6 0.2 0.2 0.0 0.2 -0.0 0.1 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 -0.0 0.2 0.0 0.4 0.1 0.4 0.5 0.6 0.6 0.1 -0.7 -0.7 0.3 -0.0 US10 -0.3 -0.5 -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 -0.2 -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 0.1 -0.0 -0.2 -0.7 -0.7 0.3 0.0 US10U -0.3 -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 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.2 0.1 -0.1 -0.2 -0.7 -0.7 0.7 0.7 US2 -0.2 -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 -0.0 0.2 0.1 -0.3 -0.7 -0.7 -0.7 -0.7 US20 -0.1 -0.4 -0.4 -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 -0.0 -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 -0.2 0.0 -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 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.2 0.1 -0.2 -0.1 -0.6 -0.7 0.7 0.7 US5 -0.3 -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 -0.2 -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 -0.1 -0.6 VIX -0.1 0.3 -0.5 -0.1 0.1 -0.5 0.0 -0.7 -0.0 0.3 -0.9 0.1 -1.2 -0.2 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 0.1 -0.9 -0.2 NaN -0.1 0.1 -0.5 0.1 -0.9 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.3 -0.6 -0.4 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 0.0 -0.3 -0.1 -0.4 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.0 -0.4 -0.1 -0.5 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -1.1 0.2 -0.1 -0.5 -0.2 -0.7 -0.5 -0.7 -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 2.8 -14.5 -9.8 -2.5 -4.2 1.2 -3.6 2.6 -3.9 -6.9 -15.5 -1.6 -9.8 -13.3 -15.3 -3.5 -2.9 -3.2 -3.0 -13.4 -13.9 -1.7 -12.3 -6.9 3.6 -4.8 -1.3 -4.7 -0.8 -4.0 -2.6 -1.3 7.6 6.7 -5.7 -15.9 -8.3 -20.0 -5.2 3.6 BITCOIN 0.7 -18.4 -3.9 -2.5 -7.3 -0.9 -2.1 1.2 -1.6 -6.3 3.4 2.2 3.8 -12.0 -15.4 -4.7 -4.3 -5.8 -5.4 -11.7 -4.9 -0.8 -0.5 -6.8 -20.0 -5.5 -2.1 -3.3 -0.4 -0.6 -3.1 -1.2 10.7 4.6 -8.7 -6.7 -8.3 20.0 -6.7 20.0 BOBL -12.3 -3.7 -5.8 -2.8 -2.9 -2.5 -3.2 -2.6 -3.1 -7.6 -5.4 -8.3 -7.9 -7.6 -7.2 -1.1 -8.3 -13.8 -13.3 -6.1 -6.3 -8.3 -10.4 -7.6 10.2 -2.7 -3.1 -2.2 -4.0 -3.4 -3.6 -14.3 0.4 0.1 4.4 2.2 -20.0 -20.0 -20.0 -16.8 BTP -14.5 -12.0 -0.8 -3.9 -4.1 -3.5 -4.6 -3.7 -4.3 -11.3 1.0 -12.1 0.3 -11.6 -8.4 5.4 7.6 5.4 6.2 -7.4 -2.7 -14.3 -3.1 -11.5 -6.5 -3.4 -7.9 -0.9 -6.7 -0.6 -5.3 16.2 -2.3 -2.8 1.7 11.5 -12.2 -20.0 1.1 9.7 BUND -10.8 -6.0 -3.4 -2.9 -3.0 -2.5 -3.3 -2.7 -3.1 -8.2 -6.9 -8.7 -8.5 -8.0 -7.7 -0.5 7.3 2.9 4.9 -6.4 -6.2 -9.1 -9.8 -7.7 6.4 -2.8 -5.0 -2.2 -4.5 -3.1 -3.6 14.9 -0.0 0.3 2.6 3.4 -20.0 -20.0 -17.7 -1.9 BUXL -12.0 -9.0 -1.2 -3.3 -3.4 -2.9 -3.8 -3.0 -3.6 -9.4 -9.7 -10.1 -10.4 -9.9 -9.3 0.3 0.9 0.6 1.0 -9.7 -9.1 -13.7 -12.9 -11.5 1.1 -3.5 -6.6 -2.7 -5.3 -3.0 -4.3 6.2 -5.7 -4.1 -2.5 3.2 -20.0 -20.0 -7.3 18.0 CAC -4.0 -9.6 -13.1 -4.4 -11.7 -0.7 -9.6 2.0 -6.7 -19.3 8.4 -14.4 18.9 -14.9 -8.9 -6.7 -1.7 -6.1 -4.2 -5.2 2.3 -14.9 13.6 -8.4 -5.2 -3.0 -18.1 1.3 -9.9 7.0 -5.3 5.3 10.9 1.7 14.6 3.8 20.0 1.0 20.0 6.3 CAD 8.2 -15.1 -2.9 -3.5 -5.9 1.8 -5.0 3.7 -5.4 11.8 -3.8 19.1 -12.0 -7.3 -12.9 -2.5 -2.1 -2.4 -2.3 -9.7 -8.5 11.5 -8.1 1.1 1.4 -3.7 3.6 -3.0 5.0 -2.3 0.8 0.0 20.0 20.0 -2.9 -13.0 -20.0 -20.0 -20.0 -18.7 CANOLA -20.0 -10.8 20.0 -1.9 -4.9 -1.3 -5.6 -2.0 -4.0 -10.8 4.9 -11.7 -3.5 -10.8 3.6 -10.3 8.8 -3.9 3.3 -5.9 2.3 -20.0 -0.3 -20.0 -20.0 -1.3 -6.1 -0.0 -6.1 -1.1 -4.4 6.6 -20.0 -20.0 -10.0 17.5 -10.1 3.4 10.0 16.6 CHF -20.0 -20.0 -1.4 -3.3 -5.5 1.7 -4.7 3.5 -5.1 -20.0 -0.4 -20.0 12.5 -20.0 -17.4 -17.1 -14.0 -15.9 -14.9 -20.0 -4.1 -20.0 7.4 -20.0 -11.0 -6.0 -13.5 -0.8 -12.1 1.7 -10.1 -20.0 -20.0 -20.0 -20.0 -11.3 -20.0 -20.0 -20.0 -20.0 COCOA -6.3 -4.2 4.2 -3.3 -8.6 -2.3 -9.7 -3.5 -7.1 -18.6 19.9 -7.3 20.0 6.7 16.4 -3.1 -2.3 -4.1 -3.0 18.8 20.0 -14.8 20.0 4.3 -13.5 6.3 -9.9 10.5 -5.4 11.4 0.7 -9.2 -17.4 20.0 20.0 20.0 -1.1 -10.0 17.9 1.0 COFFEE 11.3 -1.9 -15.5 -3.3 -8.7 -2.3 -9.8 -3.5 -7.1 -16.3 -15.5 -4.9 -13.8 -8.2 -17.1 -3.1 1.7 -1.6 0.3 -10.5 -15.8 -8.9 -15.9 -3.8 -20.0 -4.2 -14.4 -4.5 -5.0 -3.6 -2.4 -2.8 11.3 17.6 -1.4 -20.0 -20.0 -20.0 -18.2 -10.2 COPPER -6.1 -6.6 -3.6 -2.0 -5.9 -0.7 -1.7 1.0 -1.3 -16.2 -10.0 -14.4 -3.2 -12.7 -9.0 -6.0 -2.8 -5.3 -4.1 -8.2 -7.1 -17.0 -6.3 -11.3 -6.0 -3.1 -12.7 -2.7 -9.6 -2.7 -5.5 1.2 -20.0 -10.2 -1.0 5.9 6.7 -20.0 13.1 -20.0 CORN -0.9 -15.4 -19.7 -2.0 -5.2 -1.4 -5.8 -2.1 -4.2 4.6 -11.4 -6.1 -10.7 -10.6 -12.2 -7.1 2.9 -6.9 -3.0 -11.1 -13.2 -2.1 -11.2 -6.5 -11.1 -3.2 0.8 -3.7 -1.0 -4.4 -2.7 -4.4 4.8 4.7 -7.3 -0.4 -4.7 3.3 1.4 9.4 COTTON2 -3.9 3.9 13.0 -2.4 -9.9 -1.8 -8.5 -2.9 -5.5 -11.8 10.3 -7.5 -8.6 -0.7 10.2 -1.4 5.6 2.7 3.7 6.4 6.8 -3.7 0.8 1.4 -20.0 5.0 -4.2 4.7 -0.9 2.9 2.7 2.7 13.0 20.0 17.4 9.7 -17.5 -16.0 9.5 10.8 CRUDE_W 20.0 20.0 20.0 7.8 -2.8 6.4 1.0 3.7 5.4 0.2 20.0 20.0 2.7 20.0 20.0 20.0 10.4 14.8 11.4 20.0 20.0 20.0 20.0 20.0 -7.5 9.3 0.1 7.4 4.2 5.0 8.1 -20.0 20.0 20.0 -0.9 -1.6 20.0 12.0 20.0 8.6 DAX -5.1 -13.6 -13.7 -4.2 -11.3 -0.7 -9.3 1.9 -6.4 -19.0 2.0 -18.2 16.4 -19.1 -16.9 -10.0 -7.4 -9.3 -8.6 -10.9 -2.0 -19.8 9.3 -14.3 19.3 -5.7 -15.8 -1.8 -10.8 2.9 -7.5 -3.7 -2.2 -2.6 2.3 -8.1 20.0 0.4 20.0 8.5 DOW -11.4 -17.0 5.3 -3.6 -9.7 -0.6 -8.0 1.7 -5.5 -16.6 7.3 -13.8 12.3 -13.4 -2.8 -11.7 -8.4 -11.4 -10.3 -5.8 3.0 -20.0 6.1 -15.0 -10.6 -1.3 -12.8 2.7 -9.4 4.3 -5.5 -5.8 -8.0 1.1 5.0 20.0 -13.9 -7.2 -20.0 -7.8 DX 16.2 20.0 9.4 -3.2 -5.3 1.6 -4.6 3.4 -5.0 19.7 14.0 20.0 -8.5 20.0 20.0 7.6 5.5 6.9 6.1 20.0 15.8 20.0 6.7 20.0 -20.0 7.1 7.4 4.0 7.0 2.4 7.9 13.6 20.0 20.0 20.0 4.2 -0.2 7.6 3.5 20.0 EUR -13.9 -20.0 -6.0 -2.6 -4.4 1.3 -3.8 2.8 -4.1 -16.2 -10.0 -17.4 7.8 -18.2 -16.9 -6.7 -6.8 -6.7 -6.6 -17.6 -8.2 -17.7 -2.0 -20.0 14.0 -5.6 -6.1 -2.4 -6.0 -0.5 -6.7 -7.8 -16.5 -16.6 -13.2 -14.3 -7.1 -19.5 -2.4 -1.9 EURIBOR-ICE -7.0 0.7 -1.9 -2.5 -2.7 -2.2 -2.9 -2.4 -2.8 -5.2 -3.9 -6.6 -6.9 -4.7 -2.1 -9.5 -8.1 -9.4 -9.2 -2.8 -4.1 -4.5 -9.0 -3.7 17.7 -1.2 -1.1 -1.6 -2.1 -3.5 -1.7 -10.8 4.2 5.0 7.6 3.2 -20.0 -20.0 20.0 12.0 EUROSTX -5.3 -12.6 -13.7 -3.9 -10.5 -0.6 -8.7 1.8 -6.0 -17.4 4.6 -16.1 16.2 -17.8 -16.1 -5.6 -1.5 -5.1 -3.8 -8.3 -0.0 -14.0 10.7 -10.8 5.5 -5.0 -13.8 -0.7 -8.9 4.7 -6.5 5.7 9.7 -1.7 7.1 -2.8 19.4 3.2 20.0 12.5 FEEDCOW 15.4 6.7 20.0 -4.0 -10.5 -2.8 -11.8 -4.3 -8.6 6.7 20.0 17.2 20.0 20.0 20.0 -4.0 -20.0 -11.2 -20.0 20.0 20.0 20.0 20.0 20.0 -0.1 9.7 1.9 10.1 6.0 10.2 9.0 -20.0 20.0 20.0 20.0 20.0 9.2 -8.7 20.0 0.9 GASOIL 5.1 20.0 20.0 5.9 -2.1 4.8 0.8 2.8 4.1 -9.8 16.6 12.9 5.3 16.5 19.3 20.0 20.0 20.0 20.0 20.0 20.0 13.6 18.6 20.0 11.7 7.0 -0.5 6.0 2.5 3.4 5.2 0.0 18.9 -1.8 16.3 19.8 -20.0 2.5 -20.0 -3.9 GASOLINE 1.3 9.4 20.0 7.6 -2.7 6.2 1.0 3.5 5.2 -20.0 20.0 -1.7 6.9 7.9 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -11.6 20.0 12.6 -20.0 8.1 -9.2 9.8 -3.7 9.4 3.0 20.0 -20.0 -20.0 -20.0 1.4 20.0 12.4 20.0 4.9 GAS_US_mini -7.8 -3.0 12.7 7.2 -2.6 5.9 0.9 3.4 5.0 -4.4 -20.0 -17.2 -20.0 -20.0 -14.9 -20.0 -20.0 -20.0 -20.0 -12.2 -20.0 -6.5 -20.0 -11.4 20.0 -1.7 -0.3 -2.1 -1.8 -4.5 -2.7 -20.0 3.9 -20.0 -20.0 -20.0 0.8 6.2 -7.3 -0.1 GBP -20.0 -20.0 -2.4 -3.1 -5.3 1.6 -4.5 3.3 -4.9 -20.0 2.4 -20.0 12.2 -20.0 -17.1 -0.4 -0.7 -0.1 -0.3 -20.0 -3.3 -20.0 4.6 -20.0 -0.7 -6.1 -10.4 -1.2 -10.6 0.5 -9.6 2.8 -20.0 -20.0 -15.1 -10.1 -1.2 14.6 4.1 20.0 GOLD_micro 1.1 -9.8 -15.2 -2.7 -8.1 -1.0 -2.3 1.3 -1.8 -10.1 -12.5 -11.0 5.4 -11.3 -16.2 -19.7 -14.2 -18.3 -16.5 -14.8 -13.1 -6.0 -1.4 -7.8 -11.5 -1.7 -6.9 -1.6 -1.2 2.0 0.4 -19.2 -11.9 13.3 0.7 -9.4 -17.2 -20.0 -9.8 -20.0 HEATOIL 2.2 15.5 20.0 6.6 -2.3 5.4 0.9 3.1 4.5 -15.6 17.1 7.9 4.3 14.2 20.0 20.0 20.0 20.0 20.0 20.0 20.0 7.2 19.8 20.0 -20.0 7.5 -1.5 7.5 0.7 5.5 4.0 3.6 4.0 -20.0 6.9 20.0 4.9 -1.6 1.2 -5.0 JGB-SGX-mini -4.9 -14.4 -18.6 -3.4 -3.5 -3.0 -3.9 -3.1 -3.7 -5.0 1.5 -8.8 5.0 -9.8 -10.1 20.0 20.0 17.3 17.2 -8.4 -3.8 -7.0 1.7 -8.3 -0.4 -3.2 -2.2 -1.8 -2.9 -0.6 -3.3 20.0 4.4 4.0 -0.4 3.3 -14.3 -10.0 9.8 9.0 JPY -3.3 -16.1 -15.8 -2.0 -3.4 1.0 -2.9 2.2 -3.2 -12.3 -14.8 -13.3 -13.7 -14.5 -14.9 -17.5 -14.5 -16.9 -16.0 -20.0 -20.0 -11.0 -20.0 -15.0 20.0 -5.4 -3.2 -5.6 -3.3 -5.5 -4.2 -20.0 -9.5 -8.5 -12.4 -20.0 -4.9 -20.0 -3.0 -20.0 LEANHOG 4.0 1.0 14.7 -2.0 -5.4 -1.4 -6.0 -2.2 -4.4 -10.2 -1.4 -4.5 -5.2 -2.3 6.1 20.0 20.0 20.0 20.0 0.3 -3.1 -5.9 -8.3 -1.0 13.1 -1.3 -7.6 -5.0 -3.4 -8.7 -0.8 20.0 1.9 16.6 0.5 -0.4 -10.6 -0.5 14.2 20.0 LIVECOW 13.7 -4.4 15.4 -4.0 -10.4 -2.8 -11.8 -4.3 -8.5 17.0 20.0 20.0 20.0 20.0 20.0 -20.0 -1.2 -18.8 -4.6 20.0 20.0 20.0 20.0 20.0 2.4 9.6 4.2 11.6 6.8 12.2 8.5 -6.4 20.0 20.0 20.0 20.0 -20.0 -20.0 -20.0 -20.0 LUMBER-new -8.3 -9.3 -4.4 -3.9 -10.3 -2.5 -11.6 -3.0 -8.4 -11.1 -20.0 -20.0 -20.0 -20.0 -20.0 -18.6 -14.1 -16.4 -14.9 -20.0 -18.5 -16.4 -15.0 -20.0 NaN -7.7 -2.3 -5.7 -6.9 -3.7 -8.3 -20.0 3.8 -4.5 -11.9 -15.0 -15.4 -20.0 -6.4 -20.0 MILK -8.9 12.7 9.8 -2.0 -5.1 -1.4 -5.8 -2.1 -4.2 -10.9 -4.0 -10.1 -9.9 -5.2 4.3 -6.6 -20.0 -18.1 -20.0 -1.1 -6.6 -16.8 -14.6 -7.1 -0.3 -1.3 -6.0 -3.6 -6.0 -6.1 -2.9 -20.0 -20.0 0.6 8.7 -15.1 -20.0 -20.0 -14.3 -20.0 MXP -12.2 -12.3 -14.5 -2.4 -4.0 1.2 -3.4 2.5 -3.7 -8.6 14.1 0.1 16.4 0.7 7.1 14.6 17.3 16.1 16.8 3.7 13.3 -3.0 20.0 -0.6 -20.0 1.7 -6.7 7.0 -2.0 11.4 -0.8 20.0 11.1 -8.4 10.2 12.1 20.0 8.0 20.0 20.0 NASDAQ_micro -11.5 -20.0 4.1 -2.4 -6.5 -0.4 -5.3 1.1 -3.7 -11.0 8.8 -8.9 8.6 -7.0 -0.2 -9.6 -8.3 -10.0 -9.6 -0.7 9.5 -17.3 12.8 -9.7 -20.0 -0.3 -7.2 4.3 -6.3 6.5 -3.7 -5.2 -13.6 -2.2 1.0 16.5 -3.0 -14.9 -9.0 -17.6 NIKKEI 6.6 -8.1 3.7 -4.0 -10.9 -0.7 -8.9 1.9 -6.2 -14.0 16.9 -0.1 17.2 8.1 8.8 8.1 12.2 11.9 12.4 10.8 20.0 -4.6 20.0 5.3 -8.7 5.1 -7.2 10.1 -2.4 12.3 2.1 20.0 20.0 20.0 20.0 20.0 2.8 3.6 -2.0 11.1 NZD 3.3 -15.8 -9.8 -2.5 -4.2 1.3 -3.6 2.6 -3.9 15.5 -14.6 8.1 -2.2 -11.7 -15.2 -0.1 0.3 0.0 0.2 -12.9 -13.3 5.5 -10.7 -4.4 0.5 -4.4 4.7 -4.4 2.8 -3.3 -1.2 4.2 18.3 11.4 -3.6 -18.0 -0.6 -14.6 4.7 7.3 OAT -10.7 -5.8 -2.2 -3.0 -3.2 -2.7 -3.5 -2.8 -3.3 -8.7 -7.1 -9.1 -8.7 -8.4 -7.8 5.9 8.2 6.1 6.9 -6.3 -5.7 -9.5 -8.8 -7.9 8.5 -2.9 -5.4 -2.2 -4.8 -3.1 -3.8 17.5 0.3 0.6 3.2 4.7 -20.0 -20.0 -3.2 5.8 OATIES -20.0 -5.3 20.0 -2.0 -5.2 -1.4 -5.9 -2.1 -4.3 -9.3 8.0 -11.1 -1.7 -7.2 4.8 -16.3 -5.9 -16.9 -13.3 2.7 11.5 -20.0 8.9 -15.1 -20.0 0.8 -4.6 2.6 -6.0 1.9 -3.2 -20.0 -20.0 -20.0 8.0 20.0 5.7 15.1 20.0 20.0 OJ 11.4 6.8 18.3 -3.4 -8.9 -2.4 -10.0 -3.6 -7.3 11.7 20.0 18.2 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 8.2 1.3 9.4 3.7 10.6 6.2 20.0 20.0 20.0 20.0 20.0 5.4 6.0 20.0 18.3 PALLAD 6.2 4.2 -15.0 -1.6 -4.9 -0.6 -1.4 0.8 -1.1 -6.2 -14.6 6.4 -15.9 -1.3 -10.9 -2.8 -2.6 -2.8 -2.8 -7.4 -19.6 0.7 -20.0 0.2 -0.8 -2.1 -4.4 -4.9 0.0 -6.8 0.3 2.3 6.3 0.7 8.7 -13.9 -14.2 -5.2 5.6 -0.9 PLAT -5.4 1.5 -13.4 -1.5 -4.6 -0.5 -1.3 0.8 -1.0 -2.4 -10.6 -5.2 -3.3 -3.3 -8.4 -3.6 -2.4 -3.4 -3.0 -5.6 -7.7 -1.8 -5.5 -2.4 14.6 1.0 -2.5 -0.7 0.9 -0.8 2.2 2.4 7.1 4.6 10.6 -6.6 0.5 -18.4 12.7 -14.4 REDWHEAT -1.2 -20.0 -11.3 -2.6 -6.8 -1.8 -7.6 -2.8 -5.5 -10.8 -13.1 -12.2 -15.1 -15.9 -15.8 -3.7 1.2 -2.8 -0.5 -17.0 -14.8 -10.4 -11.0 -13.9 -16.1 -4.9 -3.7 -3.9 -4.0 -2.2 -4.6 -3.7 4.8 0.8 -20.0 -14.2 -20.0 -19.2 -16.6 -8.8 RICE -14.0 2.0 10.8 -2.7 -7.1 -1.9 -8.0 -2.9 -5.8 -1.7 7.0 -8.3 3.4 -5.3 7.6 -16.2 14.4 -2.8 12.2 4.6 6.1 -7.6 3.7 -2.7 -20.0 0.5 -2.7 2.0 -4.1 1.2 -2.8 20.0 10.7 4.0 10.9 10.1 -5.5 -19.7 11.3 -9.6 ROBUSTA 1.5 -9.0 -5.4 -2.8 -7.3 -2.0 -8.2 -3.0 -6.0 -12.6 12.2 -3.4 13.4 2.5 -1.6 20.0 20.0 20.0 20.0 4.9 13.6 -4.9 20.0 1.9 -17.4 2.2 -9.6 6.8 -2.9 10.7 0.7 20.0 16.2 20.0 9.9 4.6 -0.3 -13.7 19.6 -3.8 RUSSELL -20.0 -20.0 4.6 -3.6 -9.7 -0.6 -8.0 1.7 -5.5 -16.3 -3.2 -18.1 -2.7 -18.4 -9.0 -8.6 -6.0 -8.0 -7.2 -16.4 -4.6 -20.0 -2.1 -20.0 -3.1 -3.3 -9.9 0.2 -9.3 1.3 -6.6 -1.1 -16.2 -5.0 -5.6 16.0 -10.9 -11.4 -20.0 -16.8 SHATZ -16.4 -2.0 -11.3 -2.6 -1.8 -2.3 -2.8 -2.5 -2.8 -5.2 -7.1 -7.3 -8.0 -7.2 -6.9 -20.0 -9.2 -20.0 -16.3 -8.1 -9.2 -10.6 -14.1 -10.1 11.1 -2.5 -2.1 -2.4 -3.8 -3.5 -3.5 -17.0 -6.0 -6.3 3.3 -1.9 -20.0 -20.0 -20.0 -20.0 SILVER-mini -10.6 -5.6 -5.8 -1.8 -5.4 -0.6 -1.5 0.9 -1.2 6.7 -0.4 -5.4 4.7 -6.7 -7.7 -7.4 -6.0 -7.2 -6.7 -5.3 -2.7 -1.1 0.6 -4.5 7.8 1.1 -0.5 1.5 1.2 1.6 1.1 -3.9 0.9 -1.3 5.8 7.4 -18.7 -20.0 -6.4 -20.0 SMI 4.5 -5.5 -10.3 -3.9 -10.4 -0.6 -8.5 1.8 -5.9 -11.9 1.9 -1.6 5.8 -3.4 -9.1 2.1 1.1 -0.6 -0.6 -3.8 -3.3 -1.5 0.2 -0.4 5.9 -0.1 -5.7 -0.9 -0.1 -1.5 1.4 10.6 20.0 15.6 20.0 -4.2 -6.8 -14.5 -13.9 -13.5 SOFR -6.9 -14.9 -16.8 -3.7 -3.9 -3.3 -4.3 -3.4 -4.0 -8.4 -9.3 -9.7 -6.0 -9.8 -10.3 -2.3 -1.1 -2.1 -1.6 -12.5 -11.2 -12.4 -9.2 -11.8 -1.9 -3.9 -4.8 -3.5 -4.6 -2.8 -3.8 1.9 -1.4 7.1 1.5 -3.1 -20.0 -20.0 -10.9 -4.6 SOYBEAN -14.6 -0.8 12.2 -1.9 -5.0 -1.3 -5.6 -2.0 -4.1 -8.1 5.5 -10.5 1.0 -7.0 4.8 7.3 18.0 9.1 13.0 -0.3 2.6 -10.3 1.2 -7.0 -20.0 -0.0 -2.8 1.1 -4.1 0.7 -2.8 20.0 -11.1 -4.3 -1.8 19.3 -14.4 2.7 -10.9 11.5 SOYMEAL -11.0 -2.3 -0.4 -2.1 -5.5 -1.5 -6.2 -2.2 -4.5 -7.3 -5.4 -10.9 2.2 -6.6 -3.5 10.0 18.1 11.6 15.8 -3.5 -1.8 -8.8 1.6 -6.9 -20.0 -0.5 -2.9 1.4 -4.2 3.5 -3.1 20.0 -9.4 -4.0 -0.6 10.4 -20.0 -20.0 -18.5 -18.5 SOYOIL -20.0 -2.7 20.0 -2.2 -5.9 -1.6 -6.6 -2.4 -4.8 -11.3 9.2 -12.2 0.4 -10.1 8.5 14.9 11.7 14.0 12.0 1.7 7.9 -18.3 5.0 -10.6 -20.0 0.4 -8.6 2.5 -6.9 1.6 -3.9 14.8 -11.9 -7.7 1.0 20.0 0.5 6.4 20.0 20.0 SP400 -20.0 -20.0 5.6 -3.4 -9.0 -0.6 -7.4 1.6 -5.2 -13.9 0.3 -16.5 5.6 -16.8 -5.1 -5.2 -5.0 -5.7 -5.5 -12.9 -1.8 -20.0 2.7 -20.0 -12.4 -2.4 -8.9 0.7 -8.1 2.0 -5.5 1.1 -9.4 0.6 -2.4 19.4 -4.2 -12.7 -18.5 -19.7 SP500_micro -13.8 -20.0 5.0 -3.2 -8.6 -0.5 -7.1 1.5 -4.9 -14.9 9.9 -13.0 10.1 -11.6 -1.5 -11.6 -9.5 -12.1 -11.2 -3.9 7.5 -20.0 10.9 -15.3 -17.7 -1.0 -10.8 3.6 -9.0 5.3 -5.3 -7.6 -19.3 -3.7 -1.9 20.0 -6.5 -13.3 -14.9 -19.5 SUGAR11 19.2 11.5 0.1 -3.3 -8.8 -2.3 -9.9 -3.6 -7.2 -11.4 18.3 11.1 18.0 17.6 17.2 1.4 10.1 -0.2 3.6 20.0 20.0 9.9 20.0 20.0 -20.0 6.5 -4.5 7.5 1.6 10.6 5.9 7.7 20.0 20.0 20.0 3.7 -20.0 -20.0 9.1 -0.8 US10 -7.9 -14.4 -18.2 -3.1 -3.2 -2.7 -3.5 -2.8 -3.4 -8.0 -9.3 -8.9 -9.2 -9.4 -9.7 -9.2 -7.4 -9.4 -9.0 -12.9 -13.2 -12.6 -13.5 -11.9 1.2 -3.5 -4.8 -3.5 -4.2 -3.3 -3.4 -10.1 -4.4 3.4 -0.8 -5.4 -20.0 -20.0 10.0 0.3 US10U -7.8 -14.3 -15.2 -4.0 -4.1 -3.5 -4.6 -3.7 -4.3 -10.3 -11.8 -11.6 -11.6 -12.2 -12.4 0.6 -1.1 -1.2 -1.6 -16.3 -15.9 -16.6 -15.8 -15.4 -3.5 -4.5 -6.7 -4.3 -5.5 -3.8 -4.4 1.7 -6.6 3.5 -3.5 -6.3 -20.0 -20.0 20.0 19.5 US2 -5.4 -5.1 -20.0 -3.0 -3.1 -2.6 -3.4 -2.8 -3.2 -4.9 -9.7 -7.6 -9.5 -8.6 -9.7 -20.0 -20.0 -20.0 -20.0 -14.3 -18.4 -9.9 -20.0 -11.1 9.6 -3.4 -2.2 -4.4 -3.0 -5.4 -2.8 -20.0 -1.3 6.9 3.5 -9.2 -20.0 -20.0 -20.0 -20.0 US20 -4.1 -13.0 -12.4 -2.8 -2.9 -2.5 -3.2 -2.6 -3.1 -7.2 -8.1 -7.9 -7.6 -8.4 -8.5 -4.3 -2.1 -3.5 -2.8 -11.3 -10.7 -12.5 -10.2 -10.9 -3.2 -3.1 -5.5 -2.9 -4.1 -2.5 -3.1 0.0 -7.9 0.7 -5.7 -4.7 -20.0 -20.0 20.0 20.0 US30 -4.3 -10.9 -8.5 -3.2 -3.4 -2.8 -3.7 -3.0 -3.5 -8.5 -9.5 -9.3 -9.0 -9.6 -9.5 -8.0 -4.0 -7.2 -5.6 -12.0 -11.6 -13.8 -12.1 -11.7 -2.8 -3.5 -6.4 -3.3 -4.7 -2.9 -3.5 -3.8 -8.6 1.9 -5.4 -3.5 -17.9 -20.0 20.0 20.0 US5 -8.0 -13.6 -20.0 -3.3 -3.5 -2.9 -3.8 -3.1 -3.6 -7.9 -10.1 -9.4 -10.0 -10.0 -10.5 -16.0 -10.6 -14.9 -13.3 -13.9 -14.9 -12.2 -16.0 -12.5 4.3 -3.7 -3.8 -3.9 -4.1 -4.0 -3.6 -16.4 -2.7 5.4 1.2 -5.6 -20.0 -20.0 -1.8 -17.6 VIX -1.6 6.7 -10.4 -6.8 7.6 -10.5 2.8 -12.5 -2.8 20.0 -20.0 2.9 -20.0 -12.9 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 6.7 -20.0 -9.1 NaN -7.9 8.6 -12.2 3.1 -15.1 -3.3 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -8.2 -20.0 -11.0 -1.8 -4.7 -1.3 -5.3 -1.9 -3.8 1.5 -10.4 -7.1 -11.4 -10.9 -11.2 -11.0 -9.8 -11.3 -10.8 -14.0 -13.2 -5.0 -13.0 -11.3 -4.0 -3.5 0.5 -2.9 -1.5 -2.7 -3.2 -20.0 7.2 -1.7 -14.6 -4.9 -20.0 -13.6 -19.8 -9.3 End of report for caleb_strategy_v3