******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20231003_204319 produced at 2023-10-03 21:38:37.681093 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.65 0.0 0.00 0.00 0.00 0.00 -20.45 11.0 0 0 caleb_strategy_v3 US2 False True 0.07 0.00 -0.32 0.0 0.00 0.00 0.00 0.00 -4.74 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.10 -0.24 0.0 0.10 -0.10 -0.10 -0.10 -38.52 17.0 -17 -17 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.22 0.0 0.00 0.00 0.00 0.00 -5.93 24.0 0 0 caleb_strategy_v3 CHF False False 0.05 -0.37 -0.19 0.0 0.60 -0.60 -0.37 -0.32 -4.21 13.0 -8 -7 caleb_strategy_v3 GOLD_micro False False 0.01 -0.09 -0.18 0.0 0.35 -0.35 -0.09 -0.11 -29.58 56.0 -15 -18 caleb_strategy_v3 COPPER False False 0.03 -0.15 -0.16 0.0 0.18 -0.18 -0.15 -0.18 -5.35 6.0 -5 -6 caleb_strategy_v3 US5 False False 0.04 0.00 -0.13 0.0 0.88 -0.88 0.00 0.00 -3.73 25.0 0 0 caleb_strategy_v3 CAD False False 0.02 0.00 -0.13 0.0 0.71 -0.71 0.00 0.00 -5.24 29.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.14 -0.12 0.0 0.48 -0.48 -0.14 -0.11 -4.37 17.0 -5 -4 caleb_strategy_v3 EUR False False 0.04 -0.40 -0.10 0.0 0.62 -0.62 -0.40 -0.44 -2.30 14.0 -9 -10 caleb_strategy_v3 DOW False False 0.01 -0.04 -0.09 0.0 0.37 -0.37 -0.04 -0.04 -16.23 66.0 -7 -7 caleb_strategy_v3 SP400 False False 0.08 -0.08 -0.09 0.0 0.16 -0.16 -0.08 -0.16 -1.06 2.0 -1 -2 caleb_strategy_v3 SP500_micro False False 0.01 -0.01 -0.08 0.0 0.34 -0.34 -0.01 -0.01 -11.24 48.0 -1 -1 caleb_strategy_v3 RUSSELL False False 0.00 -0.03 -0.08 0.0 0.20 -0.20 -0.03 -0.01 -28.17 68.0 -11 -3 caleb_strategy_v3 GBP False False 0.03 0.00 -0.07 0.0 0.56 -0.56 0.00 0.00 -2.86 22.0 0 0 caleb_strategy_v3 US10 False False 0.04 0.00 -0.07 0.0 0.61 -0.61 0.00 0.00 -2.05 17.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.06 -0.06 0.0 0.07 -0.07 -0.06 -0.06 -22.98 26.0 -22 -22 caleb_strategy_v3 AUD False False 0.02 0.00 -0.06 0.0 0.40 -0.40 0.00 0.00 -2.61 19.0 0 0 caleb_strategy_v3 BTP False False 0.04 0.00 -0.05 0.0 0.38 -0.38 0.00 0.00 -1.30 10.0 0 0 caleb_strategy_v3 BOBL False False 0.04 -0.16 -0.05 0.0 0.77 -0.77 -0.16 -0.16 -1.19 19.0 -4 -4 caleb_strategy_v3 MILK False False 0.01 0.00 -0.05 0.0 0.06 -0.06 0.00 0.00 -4.39 5.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.04 -0.05 0.0 0.23 -0.23 -0.04 -0.03 -4.70 23.0 -4 -3 caleb_strategy_v3 US10U False False 0.04 -0.11 -0.05 0.0 0.48 -0.48 -0.11 -0.04 -1.27 13.0 -3 -1 caleb_strategy_v3 LUMBER-new False False 0.00 0.00 -0.04 0.0 0.01 -0.01 0.00 0.00 -7.52 3.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.04 0.0 0.18 -0.18 0.00 0.00 -9.83 51.0 0 0 caleb_strategy_v3 US20 False False 0.04 -0.15 -0.03 0.0 0.34 -0.34 -0.15 -0.15 -0.72 9.0 -4 -4 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 -0.03 0.0 0.00 -0.00 0.00 0.00 -1.85 0.0 0 0 caleb_strategy_v3 BITCOIN False False 0.00 -0.04 -0.03 0.0 0.05 -0.05 -0.04 -0.04 -30.02 59.0 -43 -43 caleb_strategy_v3 CORN False False 0.01 0.00 -0.03 0.0 0.10 -0.10 0.00 0.00 -3.16 12.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 -0.02 0.0 0.04 -0.04 0.00 0.00 -1.74 4.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.03 -0.02 0.0 0.09 -0.09 -0.03 -0.05 -2.14 8.0 -3 -4 caleb_strategy_v3 US30 False False 0.04 -0.12 -0.02 0.0 0.23 -0.23 -0.12 -0.12 -0.49 6.0 -3 -3 caleb_strategy_v3 PALLAD False False 0.04 -0.04 -0.02 0.0 0.08 -0.08 -0.04 -0.04 -0.42 2.0 -1 -1 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -2.04 2.0 0 0 caleb_strategy_v3 OAT False False 0.04 0.00 -0.02 0.0 0.43 -0.43 0.00 0.00 -0.45 10.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.02 -0.02 0.0 0.10 -0.10 -0.02 -0.02 -2.16 9.0 -2 -2 caleb_strategy_v3 BUND False False 0.04 0.00 -0.02 0.0 0.45 -0.45 0.00 0.00 -0.36 10.0 0 0 caleb_strategy_v3 COFFEE False False 0.02 -0.04 -0.02 0.0 0.11 -0.11 -0.04 -0.04 -1.14 6.0 -2 -2 caleb_strategy_v3 NZD False False 0.02 0.00 -0.01 0.0 0.42 -0.42 0.00 0.00 -0.68 21.0 0 0 caleb_strategy_v3 PLAT False False 0.01 -0.06 -0.01 0.0 0.15 -0.15 -0.06 -0.06 -0.64 10.0 -4 -4 caleb_strategy_v3 BUXL False False 0.04 -0.17 -0.01 0.0 0.17 -0.17 -0.17 -0.17 -0.25 4.0 -4 -4 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.11 -0.11 0.00 0.00 -0.93 9.0 0 0 caleb_strategy_v3 SMI False False 0.04 0.00 -0.01 0.0 0.36 -0.36 0.00 0.00 -0.23 9.0 0 0 caleb_strategy_v3 LIVECOW False False 0.03 0.00 -0.00 0.0 0.43 -0.43 0.00 0.00 -0.14 17.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 0.00 0.00 0.0 0.16 -0.16 0.00 0.00 0.09 11.0 0 0 caleb_strategy_v3 CAC False False 0.02 0.00 -0.00 0.0 0.30 -0.30 0.00 0.00 -0.10 12.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.00 0.0 0.31 -0.31 0.00 0.00 0.04 58.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 0.00 -0.00 0.0 0.11 -0.11 0.00 0.00 -0.16 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 -0.13 7.0 0 0 caleb_strategy_v3 COCOA False False 0.01 -0.01 -0.00 0.0 0.30 -0.30 -0.01 -0.01 -0.41 26.0 -1 -1 caleb_strategy_v3 ROBUSTA False False 0.01 0.03 0.00 0.0 0.18 -0.18 0.03 0.03 0.59 23.0 4 4 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.65 18.0 0 0 caleb_strategy_v3 EUROSTX False False 0.01 0.00 0.01 0.0 0.29 -0.29 0.00 0.00 0.80 20.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.04 0.34 0.02 0.0 0.34 -0.34 0.34 0.30 0.46 8.0 8 7 caleb_strategy_v3 GASOLINE False False 0.03 0.13 0.02 0.0 0.13 -0.13 0.13 0.13 0.48 4.0 4 4 caleb_strategy_v3 LEANHOG False False 0.01 0.04 0.03 0.0 0.12 -0.12 0.04 0.03 3.54 13.0 4 3 caleb_strategy_v3 HEATOIL False False 0.04 0.00 0.04 0.0 0.13 -0.13 0.00 0.00 0.86 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 3.00 3.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.26 0.06 0.0 0.56 -0.56 0.26 0.23 6.40 60.0 28 25 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.34 0.06 0.0 0.85 -0.85 0.34 0.68 0.69 10.0 4 8 caleb_strategy_v3 NIKKEI False False 0.01 0.21 0.07 0.0 0.25 -0.25 0.21 0.12 10.75 36.0 30 18 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.08 0.0 0.12 -0.12 0.03 0.03 2.55 4.0 1 1 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.49 0.10 0.0 0.52 -0.52 0.49 0.49 3.21 16.0 15 15 caleb_strategy_v3 DX False False 0.04 0.00 0.14 0.0 35976251.54 -35976251.54 0.00 0.00 3.91 999999999.0 0 0 caleb_strategy_v3 CRUDE_W False True 0.03 0.12 0.20 0.0 0.12 0.00 0.12 0.12 6.73 5.0 4 4 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 15.8 Shocked risk 39.5 Sum abs risk 55.4 Leverage 5.64 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2967513.16, 'annual_cash_vol_target': 741878.29, 'daily_cash_vol_target': 46367.393125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0044 0.6318 0.6893 11.0290 BITCOIN 708.2879 27455.0000 2.5798 41.2770 BOBL 0.3004 115.2500 0.2607 4.1709 BTP 0.7096 108.3600 0.6549 10.4779 BUND 0.6308 127.1000 0.4963 7.9404 BUXL 1.4498 117.5800 1.2330 19.7281 CAC 55.0187 7014.5000 0.7844 12.5497 CAD 0.0029 0.7302 0.3978 6.3652 CANOLA 7.7988 724.9000 1.0759 17.2136 CHF 0.0046 1.0942 0.4182 6.6909 COCOA 47.0710 3453.0000 1.3632 21.8110 COFFEE 2.5319 149.7500 1.6908 27.0524 COPPER 0.0397 3.6185 1.0961 17.5381 CORN 6.2806 514.7500 1.2201 19.5220 COTTON2 1.1146 87.5100 1.2737 20.3795 CRUDE_W 1.0900 87.5500 1.2449 19.9191 DAX 113.0429 15205.0000 0.7435 11.8953 DOW 204.0118 33173.0000 0.6150 9.8399 DX 0.3835 106.7600 0.3592 5.7476 EUR 0.0051 1.0506 0.4837 7.7391 EURIBOR-ICE 0.0569 96.8600 0.0587 0.9399 EUROSTX 36.9674 4113.0000 0.8988 14.3807 FEEDCOW 1.9742 254.5250 0.7757 12.4106 GASOIL 13.5953 898.0000 1.5139 24.2232 GASOLINE 0.0354 2.2864 1.5464 24.7431 GAS_US_mini 0.0804 3.3200 2.4211 38.7371 GBP 0.0062 1.2087 0.5167 8.2680 GOLD_micro 10.6954 1839.4000 0.5815 9.3034 HEATOIL 0.0398 3.0210 1.3172 21.0753 JGB-SGX-mini 0.1969 144.7500 0.1360 2.1767 JPY 0.0000 0.0068 0.5371 8.5936 LEANHOG 1.4902 69.1000 2.1566 34.5052 LIVECOW 1.3341 185.8500 0.7178 11.4853 LUMBER-new 8.3625 505.0000 1.6559 26.4950 MILK 0.2156 17.5600 1.2277 19.6429 MXP 0.0005 0.0550 0.9002 14.4033 NASDAQ_micro 140.2478 14683.5000 0.9551 15.2822 NIKKEI 323.1517 30690.0000 1.0530 16.8473 NZD 0.0037 0.5908 0.6337 10.1400 OAT 0.6534 121.5900 0.5374 8.5978 OATIES 7.5761 444.5000 1.7044 27.2705 OJ 4.4148 340.5000 1.2966 20.7449 PALLAD 21.2604 1184.0000 1.7956 28.7302 PLAT 13.8605 877.1000 1.5803 25.2842 REDWHEAT 11.5076 689.0000 1.6702 26.7229 RICE 0.1595 16.0700 0.9926 15.8823 ROBUSTA 29.2856 2331.0000 1.2564 20.1016 RUSSELL 16.9085 1741.0000 0.9712 15.5392 SHATZ 0.0834 104.9450 0.0795 1.2719 SILVER-mini 0.3507 21.5625 1.6264 26.0226 SMI 75.2428 10780.0000 0.6980 11.1678 SOFR 0.0659 95.8250 0.0688 1.1003 SOYBEAN 12.2046 1263.2500 0.9661 15.4580 SOYMEAL 4.8710 372.6000 1.3073 20.9168 SOYOIL 0.8326 56.2700 1.4796 23.6741 SP400 21.6767 2441.3000 0.8879 14.2067 SP500_micro 31.3655 4255.5000 0.7371 11.7929 SUGAR11 0.3413 24.5200 1.3921 22.2734 US10 0.3921 106.6250 0.3678 5.8841 US10U 0.5577 109.5000 0.5093 8.1488 US2 0.0944 101.1523 0.0933 1.4930 US20 0.8559 110.6562 0.7734 12.3751 US30 1.2933 114.2188 1.1323 18.1162 US5 0.2466 104.5547 0.2359 3.7740 VIX 0.4853 18.3000 2.6517 42.4269 WHEAT 10.5611 662.0000 1.5953 25.5253 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 631.85 0.69 435.54 1.00 435.54 46367.39 106.46 -9.46 -100.70 BITCOIN 27.46 2.58 70.83 1.00 70.83 46367.39 654.64 -4.23 -277.20 BOBL 1152.50 0.26 300.44 1.06 317.41 46367.39 146.08 -8.02 -117.13 BTP 1083.60 0.65 709.62 1.06 749.71 46367.39 61.85 -6.17 -38.17 BUND 1271.00 0.50 630.76 1.06 666.40 46367.39 69.58 -5.08 -35.38 BUXL 1175.80 1.23 1449.77 1.06 1531.68 46367.39 30.27 -8.29 -25.10 CAC 701.45 0.78 550.19 1.06 581.27 46367.39 79.77 -0.38 -3.01 CAD 730.20 0.40 290.49 1.00 290.49 46367.39 159.62 -12.65 -201.93 CANOLA 144.98 1.08 155.98 0.74 114.75 46367.39 404.08 -10.00 -404.11 CHF 1367.69 0.42 571.95 1.00 571.95 46367.39 81.07 -20.00 -162.14 COCOA 345.30 1.36 470.71 1.00 470.71 46367.39 98.51 -1.93 -19.06 COFFEE 561.56 1.69 949.48 1.00 949.48 46367.39 48.83 -20.00 -97.67 COPPER 904.62 1.10 991.59 1.00 991.59 46367.39 46.76 -10.56 -49.36 CORN 257.38 1.22 314.03 1.00 314.03 46367.39 147.65 -8.78 -129.70 COTTON2 437.55 1.27 557.32 1.00 557.32 46367.39 83.20 0.52 4.33 CRUDE_W 875.50 1.24 1089.95 1.00 1089.95 46367.39 42.54 14.61 62.14 DAX 152.05 0.74 113.04 1.06 119.43 46367.39 388.24 0.03 1.16 DOW 165.86 0.61 102.01 1.00 102.01 46367.39 454.56 -15.37 -698.43 DX 1067.60 0.36 383.51 1.00 383.51 46367.39 120.90 12.45 150.54 EUR 1313.19 0.48 635.18 1.00 635.18 46367.39 73.00 -12.13 -88.54 EURIBOR-ICE 2421.50 0.06 142.24 1.06 150.28 46367.39 308.54 0.66 20.36 EUROSTX 411.30 0.90 369.67 1.06 390.56 46367.39 118.72 1.97 23.37 FEEDCOW 1272.62 0.78 987.12 1.00 987.12 46367.39 46.97 2.93 13.77 GASOIL 898.00 1.51 1359.53 1.00 1359.53 46367.39 34.11 17.24 58.81 GASOLINE 960.29 1.55 1485.03 1.00 1485.03 46367.39 31.22 3.57 11.14 GAS_US_mini 83.00 2.42 200.95 1.00 200.95 46367.39 230.74 -9.20 -212.19 GBP 755.44 0.52 390.37 1.00 390.37 46367.39 118.78 -9.29 -110.35 GOLD_micro 183.94 0.58 106.95 1.00 106.95 46367.39 433.53 -20.00 -867.05 HEATOIL 1268.82 1.32 1671.30 1.00 1671.30 46367.39 27.74 7.17 19.89 JGB-SGX-mini 144750.00 0.14 19691.96 0.01 131.59 46367.39 352.36 0.84 29.64 JPY 844.50 0.54 453.58 1.00 453.58 46367.39 102.23 -16.49 -168.55 LEANHOG 276.40 2.16 596.08 1.00 596.08 46367.39 77.79 7.49 58.27 LIVECOW 743.40 0.72 533.64 1.00 533.64 46367.39 86.89 -0.49 -4.28 LUMBER-new 138.88 1.66 229.97 1.00 229.97 46367.39 201.63 -17.56 -354.11 MILK 351.20 1.23 431.16 1.00 431.16 46367.39 107.54 -19.04 -204.74 MXP 274.85 0.90 247.42 1.00 247.42 46367.39 187.40 2.33 43.61 NASDAQ_micro 293.67 0.96 280.50 1.00 280.50 46367.39 165.31 -12.23 -202.24 NIKKEI 30690.00 1.05 32315.17 0.01 215.94 46367.39 214.72 4.62 99.26 NZD 590.75 0.63 374.39 1.00 374.39 46367.39 123.85 -2.13 -26.33 OAT 1215.90 0.54 653.38 1.06 690.30 46367.39 67.17 -1.97 -13.23 OATIES 222.25 1.70 378.80 1.00 378.80 46367.39 122.40 -6.86 -83.94 OJ 510.75 1.30 662.22 1.00 662.22 46367.39 70.02 20.00 140.04 PALLAD 1184.00 1.80 2126.04 1.00 2126.04 46367.39 21.81 -5.66 -12.35 PLAT 438.55 1.58 693.03 1.00 693.03 46367.39 66.91 -2.81 -18.79 REDWHEAT 344.50 1.67 575.38 1.00 575.38 46367.39 80.59 -20.00 -161.17 RICE 321.40 0.99 319.04 1.00 319.04 46367.39 145.34 -4.91 -71.41 ROBUSTA 233.10 1.26 292.86 1.00 292.86 46367.39 158.33 3.20 50.74 RUSSELL 87.05 0.97 84.54 1.00 84.54 46367.39 548.45 -15.50 -850.13 SHATZ 1049.45 0.08 83.42 1.06 88.14 46367.39 526.08 -11.12 -584.75 SILVER-mini 539.06 1.63 876.74 1.00 876.74 46367.39 52.89 -10.23 -54.10 SMI 1078.00 0.70 752.43 1.09 821.69 46367.39 56.43 -1.19 -6.72 SOFR 2395.62 0.07 164.75 1.00 164.75 46367.39 281.44 -11.96 -336.51 SOYBEAN 631.62 0.97 610.23 1.00 610.23 46367.39 75.98 -1.80 -13.67 SOYMEAL 372.60 1.31 487.10 1.00 487.10 46367.39 95.19 -10.51 -100.08 SOYOIL 337.62 1.48 499.55 1.00 499.55 46367.39 92.82 -1.81 -16.75 SP400 2441.30 0.89 2167.67 1.00 2167.67 46367.39 21.39 -14.92 -31.91 SP500_micro 212.78 0.74 156.83 1.00 156.83 46367.39 295.66 -16.35 -483.55 SUGAR11 274.62 1.39 382.30 1.00 382.30 46367.39 121.29 2.54 30.75 US10 1066.25 0.37 392.12 1.00 392.12 46367.39 118.25 -13.71 -162.15 US10U 1095.00 0.51 557.68 1.00 557.68 46367.39 83.14 -12.08 -100.44 US2 2023.05 0.09 188.77 1.00 188.77 46367.39 245.62 -15.24 -374.33 US20 1106.56 0.77 855.86 1.00 855.86 46367.39 54.18 -10.44 -56.58 US30 1142.19 1.13 1293.26 1.00 1293.26 46367.39 35.85 -10.76 -38.57 US5 1045.55 0.24 246.62 1.00 246.62 46367.39 188.01 -15.64 -294.08 VIX 183.00 2.65 485.26 1.00 485.26 46367.39 95.55 -16.33 -156.05 WHEAT 331.00 1.60 528.05 1.00 528.05 46367.39 87.81 -18.57 -163.04 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -100.698 0.010 2.5 -2.613 BITCOIN -277.202 0.043 2.5 -30.019 BOBL -117.132 0.004 2.5 -1.188 BTP -38.171 0.014 2.5 -1.302 BUND -35.380 0.004 2.5 -0.359 BUXL -25.103 0.004 2.5 -0.255 CAC -3.013 0.014 2.5 -0.103 CAD -201.929 0.010 2.5 -5.240 CANOLA -404.110 0.010 2.5 -9.832 CHF -162.139 0.010 2.5 -4.207 COCOA -19.056 0.009 2.5 -0.408 COFFEE -97.669 0.005 2.5 -1.141 COPPER -49.363 0.043 2.5 -5.346 CORN -129.704 0.010 2.5 -3.156 COTTON2 4.335 0.009 2.5 0.093 CRUDE_W 62.141 0.043 2.5 6.729 DAX 1.156 0.014 2.5 0.039 DOW -698.433 0.009 2.5 -16.233 DX 150.539 0.010 2.5 3.906 EUR -88.543 0.010 2.5 -2.297 EURIBOR-ICE 20.362 0.014 2.5 0.695 EUROSTX 23.367 0.014 2.5 0.797 FEEDCOW 13.767 0.013 2.5 0.456 GASOIL 58.811 0.017 2.5 2.550 GASOLINE 11.141 0.017 2.5 0.483 GAS_US_mini -212.189 0.043 2.5 -22.979 GBP -110.349 0.010 2.5 -2.863 GOLD_micro -867.053 0.014 2.5 -29.576 HEATOIL 19.889 0.017 2.5 0.862 JGB-SGX-mini 29.642 0.043 2.5 3.210 JPY -168.552 0.010 2.5 -4.374 LEANHOG 58.268 0.024 2.5 3.541 LIVECOW -4.279 0.013 2.5 -0.142 LUMBER-new -354.111 0.008 2.5 -7.523 MILK -204.738 0.009 2.5 -4.385 MXP 43.609 0.059 2.5 6.401 NASDAQ_micro -202.244 0.009 2.5 -4.700 NIKKEI 99.265 0.043 2.5 10.750 NZD -26.330 0.010 2.5 -0.683 OAT -13.229 0.014 2.5 -0.451 OATIES -83.942 0.010 2.5 -2.042 OJ 140.037 0.009 2.5 2.999 PALLAD -12.352 0.014 2.5 -0.421 PLAT -18.787 0.014 2.5 -0.641 REDWHEAT -161.172 0.005 2.5 -2.138 RICE -71.415 0.010 2.5 -1.738 ROBUSTA 50.743 0.005 2.5 0.593 RUSSELL -850.131 0.013 2.5 -28.173 SHATZ -584.753 0.004 2.5 -5.930 SILVER-mini -54.096 0.014 2.5 -1.845 SMI -6.719 0.014 2.5 -0.229 SOFR -336.512 0.024 2.5 -20.452 SOYBEAN -13.675 0.004 2.5 -0.127 SOYMEAL -100.076 0.004 2.5 -0.931 SOYOIL -16.754 0.004 2.5 -0.156 SP400 -31.910 0.013 2.5 -1.057 SP500_micro -483.547 0.009 2.5 -11.238 SUGAR11 30.747 0.009 2.5 0.654 US10 -162.153 0.005 2.5 -2.055 US10U -100.443 0.005 2.5 -1.273 US2 -374.330 0.005 2.5 -4.744 US20 -56.581 0.005 2.5 -0.717 US30 -38.565 0.005 2.5 -0.489 US5 -294.081 0.005 2.5 -3.727 VIX -156.051 0.099 2.5 -38.522 WHEAT -163.043 0.005 2.5 -2.163 ===================== Position diags ===================== AUD 2.76 BITCOIN 70.89 BOBL 1.48 BTP 2.11 BUND 0.71 BUXL 0.31 CAC 2.72 CAD 4.14 CANOLA 9.83 CHF 2.10 COCOA 2.11 COFFEE 0.57 COPPER 5.06 CORN 3.59 COTTON2 1.78 CRUDE_W 4.61 DAX 13.24 DOW 10.56 DX 3.14 EUR 1.89 EURIBOR-ICE 10.52 EUROSTX 4.05 FEEDCOW 1.56 GASOIL 1.48 GASOLINE 1.35 GAS_US_mini 24.99 GBP 3.08 GOLD_micro 14.79 HEATOIL 1.20 JGB-SGX-mini 38.16 JPY 2.65 LEANHOG 4.73 LIVECOW 2.88 LUMBER-new 4.28 MILK 2.30 MXP 27.51 NASDAQ_micro 3.84 NIKKEI 23.25 NZD 3.21 OAT 2.29 OATIES 2.98 OJ 1.50 PALLAD 0.74 PLAT 2.28 REDWHEAT 1.07 RICE 3.54 ROBUSTA 1.85 RUSSELL 18.18 SHATZ 5.34 SILVER-mini 1.80 SMI 1.92 SOFR 17.11 SOYBEAN 0.71 SOYMEAL 0.89 SOYOIL 0.86 SP400 0.71 SP500_micro 6.87 SUGAR11 2.58 US10 1.50 US10U 1.05 US2 3.11 US20 0.69 US30 0.45 US5 2.38 VIX 23.59 WHEAT 1.16 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.6 -2.9 -2.3 NaN 0 BITCOIN -30.0 -37.1 -22.9 -43.0 -43 BOBL -1.2 -1.3 -1.0 -4.0 -4 BTP -1.3 -1.5 -1.1 0.0 0 BUND -0.4 -0.4 -0.3 0.0 0 BUXL -0.3 -0.3 -0.2 -4.0 -4 CAC -0.1 -0.4 0.2 0.0 0 CAD -5.2 -5.7 -4.8 0.0 0 CANOLA -9.8 -10.8 -8.8 NaN 0 CHF -4.2 -4.4 -4.0 -8.0 -8 COCOA -0.4 -0.6 -0.2 -1.0 -1 COFFEE -1.1 -1.2 -1.1 -2.0 -2 COPPER -5.3 -5.9 -4.8 -5.0 -5 CORN -3.2 -3.5 -2.8 0.0 0 COTTON2 0.1 -0.1 0.3 0.0 0 CRUDE_W 6.7 6.3 7.2 4.0 4 DAX 0.0 -1.3 1.4 0.0 0 DOW -16.2 -17.3 -15.2 -7.0 -7 DX 3.9 3.6 4.2 NaN 0 EUR -2.3 -2.5 -2.1 -9.0 -9 EURIBOR-ICE 0.7 -0.4 1.7 4.0 4 EUROSTX 0.8 0.4 1.2 0.0 0 FEEDCOW 0.5 0.3 0.6 8.0 8 GASOIL 2.5 2.4 2.7 1.0 1 GASOLINE 0.5 0.3 0.6 4.0 4 GAS_US_mini -23.0 -25.5 -20.5 -22.0 -22 GBP -2.9 -3.2 -2.6 0.0 0 GOLD_micro -29.6 -31.1 -28.1 -15.0 -15 HEATOIL 0.9 0.7 1.0 0.0 0 JGB-SGX-mini 3.2 -0.6 7.0 15.0 15 JPY -4.4 -4.6 -4.1 -5.0 -5 LEANHOG 3.5 3.1 4.0 4.0 4 LIVECOW -0.1 -0.4 0.1 0.0 0 LUMBER-new -7.5 -8.0 -7.1 NaN 0 MILK -4.4 -4.6 -4.2 NaN 0 MXP 6.4 3.7 9.2 28.0 28 NASDAQ_micro -4.7 -5.1 -4.3 -4.0 -4 NIKKEI 10.7 8.4 13.1 30.0 30 NZD -0.7 -1.0 -0.4 0.0 0 OAT -0.5 -0.7 -0.2 0.0 0 OATIES -2.0 -2.3 -1.7 NaN 0 OJ 3.0 2.8 3.1 NaN 0 PALLAD -0.4 -0.5 -0.3 -1.0 -1 PLAT -0.6 -0.9 -0.4 -4.0 -4 REDWHEAT -2.1 -2.2 -2.0 -3.0 -3 RICE -1.7 -2.1 -1.4 NaN 0 ROBUSTA 0.6 0.4 0.8 4.0 4 RUSSELL -28.2 -30.0 -26.4 -11.0 -11 SHATZ -5.9 -6.5 -5.4 NaN 0 SILVER-mini -1.8 -2.0 -1.7 NaN 0 SMI -0.2 -0.4 -0.0 0.0 0 SOFR -20.5 -22.2 -18.7 NaN 0 SOYBEAN -0.1 -0.2 -0.1 0.0 0 SOYMEAL -0.9 -1.0 -0.8 0.0 0 SOYOIL -0.2 -0.2 -0.1 0.0 0 SP400 -1.1 -1.1 -1.0 -1.0 -1 SP500_micro -11.2 -11.9 -10.6 -1.0 -1 SUGAR11 0.7 0.4 0.9 0.0 0 US10 -2.1 -2.2 -1.9 NaN 0 US10U -1.3 -1.4 -1.2 -3.0 -3 US2 -4.7 -5.1 -4.4 NaN 0 US20 -0.7 -0.8 -0.6 -4.0 -4 US30 -0.5 -0.5 -0.4 -3.0 -3 US5 -3.7 -4.0 -3.5 0.0 0 VIX -38.5 -40.9 -36.2 -17.0 -17 WHEAT -2.2 -2.3 -2.0 -2.0 -2 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 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 3.1 1.3 3.3 1.3 1.2 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 -0.2 -0.3 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 -0.4 -0.1 -0.4 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 0.5 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.0 0.2 -0.0 -0.5 -0.3 -0.7 -0.2 0.1 BITCOIN 0.3 -0.4 -0.2 -0.1 -0.2 -0.1 -0.1 0.0 -0.1 0.1 0.1 0.2 0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.0 -0.0 -2.7 -0.0 0.1 -0.1 0.1 -0.0 0.0 -0.1 0.5 0.6 -0.1 -0.0 -0.2 0.7 -0.2 0.7 BOBL -0.4 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 0.1 -0.1 -0.2 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 1.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.6 0.3 0.1 0.2 0.1 -0.7 -0.7 -0.6 -0.5 BTP -0.6 -0.5 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 0.1 0.2 0.1 0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.8 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.8 0.0 -0.0 0.0 0.3 -0.4 -0.7 0.0 0.3 BUND -0.4 -0.1 0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.0 0.1 0.0 0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.8 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.7 0.1 0.1 0.1 0.1 -0.7 -0.7 -0.6 -0.1 BUXL -0.5 -0.3 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 0.0 0.0 0.0 0.0 -0.1 -0.1 -0.2 -0.3 -0.2 0.2 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 0.3 -0.1 -0.1 -0.0 0.1 -0.7 -0.7 -0.3 0.6 CAC -0.3 -0.4 -0.5 -0.1 -0.1 -0.0 -0.1 0.0 -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 -0.2 0.3 -0.2 -0.7 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 0.3 0.2 0.3 0.4 0.2 0.6 0.0 0.7 0.2 CAD 0.3 -0.3 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 -0.2 -0.2 -0.1 -0.4 -0.1 -0.2 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.2 -0.2 -0.1 0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 0.0 -0.3 0.5 -0.0 -0.5 -0.7 -0.7 -0.7 -0.6 CANOLA -0.6 -0.6 0.6 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.1 -0.1 -0.1 -0.1 0.0 -0.2 0.2 -0.1 0.0 -0.1 -0.0 -0.2 -0.0 -0.2 -2.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.3 -0.3 -0.6 -0.4 0.4 -0.3 0.1 0.4 0.5 CHF -0.6 -0.6 -0.2 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.4 -0.2 -0.2 -0.3 -0.3 -0.3 -0.3 -0.2 -0.1 -0.2 0.1 -0.2 -1.4 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -1.1 -0.5 -0.6 -0.6 -0.5 -0.7 -0.7 -0.7 -0.7 COCOA -0.6 -0.4 0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.4 -0.1 0.6 -0.1 0.1 -0.0 -0.0 -0.1 -0.1 0.1 0.2 -0.1 0.5 -0.1 -1.7 0.0 -0.0 0.2 -0.1 0.4 -0.0 -0.4 -0.5 -0.2 0.4 0.6 0.0 -0.3 0.6 0.1 COFFEE 0.2 0.0 -0.5 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.5 -0.2 -0.5 -0.2 -0.2 -0.1 0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.5 -0.1 -2.7 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.5 0.3 -0.3 -0.6 -0.7 -0.7 -0.7 -0.3 COPPER -0.3 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.3 -0.2 -0.1 -0.2 -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 -0.1 0.1 0.2 -0.2 -0.1 0.1 0.2 -0.7 0.4 -0.7 CORN 0.1 -0.3 -0.6 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 -0.4 0.1 -0.5 -0.1 -0.2 -0.1 0.1 -0.1 -0.1 -0.1 -0.2 0.0 -0.4 -0.0 -1.7 -0.0 0.0 -0.1 0.0 -0.2 -0.0 -0.2 0.5 0.5 0.0 -0.1 -0.2 0.1 0.1 0.3 COTTON2 -0.0 0.1 0.4 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.3 0.0 -0.3 0.0 0.1 -0.1 0.1 0.0 0.1 0.1 0.1 0.0 0.0 0.0 -2.7 0.1 -0.0 0.2 0.0 0.1 0.0 0.1 0.4 0.6 0.6 0.3 -0.6 -0.5 0.3 0.4 CRUDE_W 0.1 0.6 0.6 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.2 0.5 0.0 0.2 0.2 0.2 0.4 0.2 0.4 0.3 0.2 0.2 0.0 0.5 0.2 -1.0 0.1 -0.0 0.2 0.0 0.2 0.1 -1.1 0.2 0.6 0.2 0.0 0.7 0.4 0.7 0.3 DAX -0.4 -0.5 -0.5 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 -0.2 -0.1 -0.2 0.5 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 0.2 -0.2 2.5 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.2 0.1 -0.1 0.1 -0.3 0.7 0.0 0.7 0.3 DOW -0.6 -0.6 0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 0.1 -0.2 0.4 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.0 -0.2 0.1 -0.2 -1.4 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.3 -0.5 -0.3 -0.2 0.5 -0.5 -0.2 -0.7 -0.3 DX 0.4 0.6 0.4 -0.1 -0.1 -0.0 -0.1 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 0.5 0.0 0.3 0.2 0.7 EUR -0.4 -0.6 -0.3 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 -0.3 -0.2 0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 1.8 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.4 -0.2 -0.5 -0.6 -0.4 -0.3 -0.6 -0.1 -0.1 EURIBOR-ICE -0.3 0.1 0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.1 -0.0 -0.2 -0.1 -0.0 -0.2 -0.2 -0.2 -0.2 -0.0 -0.0 -0.0 -0.2 -0.0 2.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.6 0.4 0.3 0.3 0.2 -0.7 -0.7 0.5 0.5 EUROSTX -0.3 -0.4 -0.5 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 0.0 -0.2 0.5 -0.2 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.0 -0.2 0.2 -0.2 0.7 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 0.3 0.4 0.3 0.3 -0.0 0.5 0.1 0.7 0.4 FEEDCOW -0.5 -0.4 0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 0.5 -0.1 0.7 0.0 0.2 -0.2 -0.4 -0.3 -0.4 0.2 0.2 -0.2 0.5 0.0 -0.1 0.1 -0.1 0.3 -0.1 0.4 0.0 -1.1 -0.5 0.6 0.6 0.6 0.4 -0.2 0.7 0.1 GASOIL 0.0 0.5 0.6 0.1 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.5 0.1 0.3 0.2 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.0 0.5 0.2 1.6 0.1 -0.0 0.2 0.0 0.1 0.0 0.0 0.3 0.5 0.4 0.6 -0.6 0.1 -0.7 -0.1 GASOLINE -0.6 -0.1 0.6 0.1 -0.0 0.2 -0.0 0.1 0.0 -0.2 0.5 -0.2 0.3 -0.1 0.2 0.4 0.4 0.4 0.4 0.2 0.2 -0.2 0.5 -0.1 -2.7 0.0 -0.1 0.2 -0.1 0.3 -0.0 1.1 -0.5 -0.6 -0.6 -0.2 0.7 0.4 0.7 0.2 GAS_US_mini -0.0 -0.1 0.4 0.1 -0.0 0.2 -0.0 0.2 0.0 0.0 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 -0.0 -0.5 -0.1 2.7 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -1.1 0.4 -0.6 -0.6 -0.6 -0.0 0.2 -0.3 0.0 GBP -0.6 -0.6 -0.2 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.2 -0.0 -0.2 0.4 -0.2 -0.2 -0.0 -0.0 -0.0 -0.0 -0.2 -0.1 -0.2 0.0 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.2 -0.4 -0.6 -0.6 -0.4 -0.1 0.4 0.1 0.7 GOLD_micro -0.5 -0.3 -0.6 -0.1 -0.2 -0.1 -0.1 0.0 -0.1 -0.2 -0.4 -0.2 0.1 -0.2 -0.2 -0.4 -0.3 -0.4 -0.3 -0.2 -0.2 -0.2 -0.1 -0.2 -1.4 -0.1 -0.2 -0.1 -0.2 -0.0 -0.1 -1.0 -0.5 -0.6 -0.6 -0.5 -0.4 -0.7 -0.3 -0.7 HEATOIL -0.2 0.4 0.6 0.1 -0.0 0.2 -0.0 0.1 0.0 -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 -0.0 0.2 -0.0 0.2 0.0 0.1 0.1 -0.1 -0.1 0.6 0.1 -0.1 -0.0 -0.2 JGB-SGX-mini -0.4 -0.5 -0.6 -0.0 -0.1 -0.1 -0.1 -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 -0.1 -0.1 0.0 -0.1 -0.1 -0.0 -0.0 -0.1 -0.1 -0.0 -0.0 1.1 0.3 0.3 0.3 0.1 -0.3 -0.4 0.4 0.3 JPY -0.1 -0.5 -0.5 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 -0.4 -0.2 -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 -0.1 -1.1 -0.1 -0.3 -0.5 -0.6 -0.2 -0.7 -0.1 -0.7 LEANHOG -0.2 0.1 0.5 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.0 0.4 0.4 0.4 0.4 -0.0 -0.0 -0.1 -0.2 -0.1 1.4 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 1.1 -0.3 0.1 -0.1 -0.0 -0.3 -0.0 0.5 0.7 LIVECOW -0.1 -0.4 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 0.5 -0.0 0.7 0.1 0.2 -0.4 -0.1 -0.4 -0.1 0.2 0.2 -0.1 0.5 0.1 0.2 0.1 -0.1 0.3 -0.0 0.5 0.0 -0.5 -0.4 0.6 0.6 0.6 -0.7 -0.7 -0.7 -0.7 LUMBER-new -0.0 -0.3 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.6 -0.1 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.3 -0.2 -0.2 -0.1 -0.5 -0.1 NaN -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -1.2 0.6 0.5 0.1 -0.6 -0.5 -0.8 -0.2 -0.8 MILK -0.6 0.2 0.4 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.1 -0.4 -0.1 0.0 -0.3 -0.4 -0.4 -0.4 -0.1 -0.1 -0.1 -0.5 -0.2 0.1 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -1.1 -0.2 -0.4 0.1 -0.5 -0.7 -0.7 -0.5 -0.7 MXP -0.3 -0.6 -0.6 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 0.3 -0.1 0.5 -0.1 -0.0 0.3 0.3 0.3 0.3 -0.0 0.1 -0.1 0.4 -0.1 -2.7 -0.0 -0.1 0.1 -0.1 0.3 -0.1 1.1 -0.3 -0.1 0.2 0.2 0.7 0.3 0.7 0.7 NASDAQ_micro -0.6 -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 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 0.1 -0.1 0.3 -0.1 -2.7 -0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.3 0.1 -0.1 0.1 0.4 -0.1 -0.5 -0.2 -0.6 NIKKEI -0.4 -0.4 -0.2 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 -0.2 0.4 -0.2 0.6 -0.1 -0.0 0.1 0.2 0.2 0.2 0.0 0.1 -0.2 0.5 -0.1 -1.2 0.0 -0.2 0.2 -0.1 0.3 -0.1 1.1 -0.4 0.4 0.6 0.6 0.0 0.1 -0.1 0.4 NZD 0.3 -0.2 -0.3 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 -0.4 0.0 -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 0.5 0.6 0.1 -0.4 0.0 -0.5 0.2 0.3 OAT -0.4 -0.2 0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 0.1 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 0.1 0.1 0.1 0.1 -0.7 -0.7 -0.2 0.2 OATIES -0.6 -0.5 0.6 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.2 -0.1 -0.0 -0.1 0.0 -0.3 -0.1 -0.3 -0.3 -0.0 0.1 -0.1 0.2 -0.1 -2.7 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -1.1 0.0 -0.6 0.2 0.6 0.2 0.5 0.7 0.7 OJ 0.4 0.6 0.6 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.5 0.2 0.7 0.2 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.3 0.1 0.4 0.1 1.1 0.5 0.6 0.6 0.6 0.1 0.2 0.6 0.6 PALLAD 0.3 0.2 -0.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.4 -0.1 -0.5 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.5 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.1 0.2 0.5 0.3 -0.3 -0.4 -0.2 0.1 -0.1 PLAT -0.1 0.1 -0.3 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.1 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 1.8 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.1 -0.1 -0.0 0.3 -0.1 -0.0 -0.6 0.3 -0.5 REDWHEAT -0.2 -0.6 -0.4 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.4 -0.1 -0.6 -0.2 -0.2 -0.1 0.0 -0.1 -0.0 -0.2 -0.2 -0.2 -0.3 -0.2 -2.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -0.4 -0.1 -0.6 -0.6 -0.7 -0.6 -0.6 -0.3 RICE -0.4 0.0 0.3 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.2 -0.1 0.1 -0.1 0.1 -0.4 0.3 -0.1 0.2 0.0 0.1 -0.1 0.1 -0.0 -2.7 0.0 -0.1 0.1 -0.0 0.1 -0.0 1.0 0.1 -0.3 0.3 0.2 -0.2 -0.7 0.4 -0.3 ROBUSTA -0.0 -0.2 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.3 -0.1 0.5 -0.0 -0.0 0.4 0.4 0.4 0.4 0.0 0.1 -0.1 0.5 -0.0 -2.5 0.0 -0.1 0.2 -0.0 0.4 -0.0 1.1 -0.4 0.5 0.1 -0.1 -0.0 -0.4 0.7 -0.1 RUSSELL -0.6 -0.6 0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.4 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.3 -0.3 0.3 -0.4 -0.4 -0.7 -0.6 SHATZ -0.4 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.2 -0.0 -0.3 -0.1 -0.1 -0.4 -0.2 -0.4 -0.3 -0.1 -0.1 -0.0 -0.4 -0.1 1.5 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -1.0 0.5 0.2 0.1 0.0 -0.7 -0.7 -0.7 -0.7 SILVER-mini -0.3 -0.1 -0.2 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.1 -0.1 -0.2 0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.0 -0.2 -0.0 -0.2 1.0 -0.0 -0.2 0.0 -0.1 0.0 -0.1 -0.2 -0.3 -0.4 0.1 0.2 -0.6 -0.7 -0.2 -0.7 SMI 0.0 -0.1 -0.4 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 0.0 -0.2 0.2 -0.1 -0.1 0.1 0.0 0.0 -0.0 -0.1 -0.1 -0.2 -0.0 -0.1 0.8 -0.0 -0.2 -0.1 -0.1 -0.1 -0.1 0.6 0.4 0.6 0.6 -0.0 -0.2 -0.5 -0.4 -0.4 SOFR -0.3 -0.4 -0.5 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -0.2 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.2 -0.1 -0.1 -0.3 -0.2 -0.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 0.1 0.2 0.1 -0.0 -0.7 -0.7 -0.3 -0.2 SOYBEAN -0.6 -0.1 0.3 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.2 -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 0.0 -0.0 1.1 0.3 -0.0 0.2 0.6 -0.5 0.0 -0.4 0.3 SOYMEAL -0.5 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.2 -0.1 0.1 -0.1 -0.1 0.2 0.4 0.2 0.3 -0.1 -0.0 -0.1 0.0 -0.1 -2.7 -0.0 -0.1 0.0 -0.1 0.1 -0.1 1.1 -0.1 -0.1 0.0 0.3 -0.7 -0.7 -0.7 -0.6 SOYOIL -0.6 -0.5 0.5 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.2 -0.1 0.0 -0.1 0.0 0.3 0.2 0.3 0.2 -0.0 0.0 -0.1 0.1 -0.2 -2.7 -0.0 -0.0 0.0 -0.1 0.0 -0.1 0.9 -0.4 -0.5 -0.1 0.6 -0.0 0.2 0.7 0.7 SP400 -0.6 -0.6 0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.2 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 0.0 -0.2 -1.5 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 0.1 -0.2 -0.3 -0.2 0.5 -0.2 -0.4 -0.6 -0.7 SP500_micro -0.6 -0.6 -0.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 0.2 -0.2 0.3 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 0.0 -0.2 0.2 -0.2 -2.3 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.4 -0.3 -0.4 -0.1 0.6 -0.2 -0.4 -0.4 -0.6 SUGAR11 -0.1 0.3 0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.5 -0.1 0.6 0.1 0.2 0.4 0.2 0.1 0.1 0.2 0.2 -0.1 0.5 0.1 -2.7 0.1 -0.1 0.2 -0.0 0.4 0.0 0.7 -0.5 0.5 0.6 0.1 -0.7 -0.7 0.3 0.0 US10 -0.4 -0.4 -0.6 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.3 -0.1 -0.3 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.4 -0.2 0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.5 -0.1 0.1 0.0 -0.1 -0.7 -0.7 0.2 -0.0 US10U -0.4 -0.4 -0.5 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 0.0 -0.0 -0.0 -0.0 -0.2 -0.2 -0.2 -0.4 -0.2 -0.4 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.2 0.0 -0.0 -0.2 -0.7 -0.7 0.6 0.6 US2 -0.2 -0.0 -0.6 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.3 -0.1 -0.4 -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 0.3 0.3 0.2 -0.2 -0.7 -0.7 -0.7 -0.7 US20 -0.4 -0.4 -0.5 -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 -0.2 -0.1 -0.2 -0.3 -0.2 -0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.3 -0.1 -0.1 -0.2 -0.6 -0.7 0.7 0.7 US30 -0.4 -0.3 -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 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.3 -0.2 -0.3 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.2 -0.3 -0.0 -0.0 -0.1 -0.5 -0.7 0.7 0.7 US5 -0.3 -0.3 -0.6 -0.0 -0.1 -0.1 -0.1 -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 -0.2 0.6 -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 -0.1 -0.6 VIX 0.6 0.4 -0.1 -0.1 0.0 -0.4 0.1 -0.8 0.0 0.1 -0.9 0.2 -1.2 -0.1 -0.2 -0.5 -0.6 -0.6 -0.6 -0.2 -0.3 0.1 -0.9 0.0 NaN -0.1 0.1 -0.5 0.1 -0.9 0.0 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.1 -0.6 -0.4 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.3 -0.1 -0.5 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.0 -0.4 -0.1 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 0.2 0.2 -0.4 -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 4.5 -6.9 -8.6 -3.4 -8.9 -0.1 -6.9 1.5 -5.5 -12.0 -15.1 -8.8 -10.0 -12.9 -15.2 -3.8 -2.9 -3.4 -3.2 -12.1 -12.4 -11.2 -11.0 -9.6 3.4 -5.1 -9.1 -4.7 -5.5 -4.0 -4.5 -1.4 2.0 5.5 -0.9 -15.9 -9.3 -20.0 -5.8 3.7 BITCOIN 9.0 -13.4 -6.3 -5.0 -19.2 -2.0 -13.3 0.4 -8.1 10.4 2.9 14.9 4.6 -7.9 -14.3 -5.3 -4.4 -5.8 -5.4 -8.0 -4.6 8.8 -1.0 -0.2 -20.0 -4.4 6.4 -3.6 5.0 -0.9 0.1 -1.1 20.0 20.0 -4.1 -0.6 -6.3 20.0 -5.0 20.0 BOBL -11.5 -1.4 1.2 -2.6 -4.6 -2.0 -4.2 -1.9 -3.4 -1.6 -6.0 -5.3 -7.8 -6.8 -7.0 4.3 -7.3 -9.3 -10.9 -6.5 -5.9 -7.4 -8.5 -7.7 9.7 -2.7 -2.6 -2.1 -3.5 -2.6 -3.5 -11.9 12.4 4.5 4.7 3.2 -20.0 -20.0 -17.9 -16.4 BTP -18.7 -14.4 -3.8 -3.7 -6.4 -2.8 -5.8 -2.6 -4.7 -8.7 -2.2 -9.8 -0.4 -10.9 -9.6 5.5 7.5 5.5 6.1 -11.3 -5.2 -17.9 -3.8 -16.5 -6.2 -3.6 -5.0 -1.5 -5.9 -0.7 -5.4 15.9 1.8 -0.6 1.5 8.2 -12.1 -20.0 0.2 9.7 BUND -12.7 -4.4 1.0 -2.7 -4.7 -2.0 -4.2 -1.9 -3.4 -6.4 -7.1 -7.2 -8.2 -7.8 -7.8 -1.7 6.8 1.8 4.1 -7.7 -6.3 -11.3 -8.3 -10.0 6.1 -2.8 -4.2 -1.9 -4.5 -2.1 -3.9 13.6 4.2 2.1 3.2 3.3 -20.0 -20.0 -18.4 -1.8 BUXL -15.8 -8.1 -0.1 -2.9 -5.1 -2.2 -4.6 -2.1 -3.7 -7.9 -9.2 -8.7 -9.6 -9.2 -9.1 0.3 0.9 0.5 1.0 -11.7 -9.4 -17.2 -11.2 -15.1 1.2 -3.2 -4.8 -2.2 -4.9 -2.1 -4.3 5.9 -3.4 -2.8 -1.2 2.0 -20.0 -20.0 -8.8 19.1 CAC -9.3 -11.7 -15.1 -5.4 -11.9 -1.8 -9.8 0.9 -8.0 -19.2 4.2 -19.8 17.9 -19.3 -14.9 -7.4 -2.1 -6.5 -4.6 -12.7 -1.8 -20.0 11.7 -20.0 -5.2 -5.5 -13.5 -0.9 -12.0 4.0 -9.3 4.7 7.8 10.6 13.9 7.3 18.4 1.1 20.0 6.8 CAD 8.6 -10.1 -4.4 -5.0 -12.9 -0.1 -10.1 2.2 -8.0 -20.0 -5.7 -9.0 -12.2 -10.8 -14.8 -2.6 -2.1 -2.4 -2.3 -11.4 -8.7 -20.0 -7.8 -12.2 1.5 -5.0 -19.6 -3.5 -11.2 -2.5 -5.7 0.0 -13.3 16.9 -0.3 -13.9 -20.0 -20.0 -20.0 -19.1 CANOLA -20.0 -18.9 18.5 -2.5 -3.1 -1.6 -3.9 -1.9 -3.9 -4.8 3.4 -10.1 -3.2 -10.6 0.4 -10.8 8.0 -5.2 2.1 -10.0 -0.9 -17.2 -1.3 -19.9 -20.0 -2.0 -3.4 -0.5 -4.4 -1.1 -4.2 5.6 -10.9 -20.0 -10.8 13.3 -8.7 2.3 10.9 14.9 CHF -20.0 -20.0 -6.6 -4.7 -12.0 -0.1 -9.4 2.1 -7.5 -18.3 -6.1 -20.0 9.7 -20.0 -19.4 -17.1 -14.2 -16.2 -15.1 -20.0 -11.7 -20.0 3.0 -20.0 -10.3 -6.6 -6.5 -2.2 -8.9 0.4 -9.4 -20.0 -20.0 -20.0 -20.0 -14.1 -20.0 -20.0 -20.0 -20.0 COCOA -20.0 -11.7 4.6 -4.1 -5.1 -2.7 -6.5 -3.1 -6.4 -8.7 16.0 -13.5 17.4 -5.3 8.3 -2.3 -2.3 -3.6 -2.8 7.0 19.5 -15.8 20.0 -8.2 -12.6 2.6 -3.7 8.4 -5.9 10.6 -3.4 -8.3 -20.0 -5.5 11.2 20.0 0.8 -8.9 18.8 2.1 COFFEE 5.0 0.4 -14.9 -4.5 -5.6 -3.0 -7.1 -3.4 -7.0 -11.7 -16.9 -14.6 -14.4 -14.3 -18.5 -3.0 1.5 -1.9 -0.0 -13.9 -17.3 -12.8 -17.2 -11.6 -20.0 -5.6 -3.4 -5.1 -6.2 -3.8 -5.7 -2.4 -20.0 10.6 -8.2 -20.0 -20.0 -20.0 -20.0 -10.4 COPPER -8.7 -4.5 -3.4 -3.8 -14.7 -1.6 -10.2 0.3 -6.2 -14.5 -11.7 -14.4 -3.5 -14.1 -12.7 -5.7 -3.0 -5.3 -4.2 -10.6 -8.4 -14.7 -6.7 -13.3 -6.0 -4.4 -9.4 -3.2 -7.7 -2.7 -6.5 1.1 9.4 -5.5 -2.8 4.3 5.8 -20.0 10.6 -20.0 CORN 3.3 -9.9 -19.5 -3.1 -3.9 -2.1 -4.9 -2.4 -4.9 9.2 -13.4 6.7 -12.6 -5.6 -13.9 -5.6 2.6 -6.3 -3.1 -10.1 -14.6 3.0 -13.3 -2.9 -12.9 -2.9 3.3 -4.4 1.9 -5.5 -0.9 -4.0 20.0 14.4 0.4 -2.4 -5.4 2.4 1.6 8.4 COTTON2 -1.4 3.6 13.7 -3.9 -4.9 -2.6 -6.2 -3.0 -6.1 3.2 12.2 4.5 -8.5 3.9 12.4 -2.7 5.1 1.3 2.9 7.6 7.8 2.0 1.7 4.4 -20.0 5.8 -0.6 5.7 1.7 3.7 3.9 2.4 17.6 18.2 20.0 10.6 -17.2 -16.1 9.3 10.8 CRUDE_W 1.9 17.6 20.0 7.3 -3.0 7.0 -0.7 4.4 3.5 -17.0 20.0 2.4 5.6 18.2 20.0 20.0 11.9 19.2 14.1 20.0 20.0 2.5 20.0 20.0 -7.3 8.8 -3.5 7.9 0.8 5.6 5.9 -20.0 7.7 17.9 6.2 1.0 20.0 10.9 20.0 8.1 DAX -12.8 -15.6 -16.5 -5.1 -11.1 -1.7 -9.2 0.8 -7.5 -17.4 -3.0 -18.2 14.8 -19.1 -18.4 -10.1 -7.6 -9.5 -8.8 -18.3 -6.5 -20.0 6.3 -20.0 18.6 -6.4 -10.5 -2.7 -10.3 1.0 -8.9 -3.9 2.9 -1.7 2.3 -7.9 20.0 0.2 20.0 8.9 DOW -20.0 -20.0 0.4 -4.4 -9.7 -1.5 -8.0 0.7 -6.5 -16.2 3.2 -17.5 10.9 -17.0 -10.3 -11.7 -8.6 -11.5 -10.4 -15.0 -2.5 -20.0 3.5 -20.0 -10.4 -3.8 -11.9 0.2 -10.4 2.1 -7.8 -6.1 -18.9 -8.6 -5.6 16.4 -14.1 -7.2 -20.0 -7.9 DX 11.1 20.0 11.8 -4.7 -12.1 -0.1 -9.5 2.1 -7.5 17.0 16.5 18.8 -7.3 20.0 20.0 7.6 5.6 7.1 6.3 20.0 19.3 20.0 9.0 20.0 -20.0 7.6 7.8 4.6 8.0 2.7 8.6 13.9 20.0 20.0 20.0 15.7 1.4 7.8 4.9 20.0 EUR -12.3 -20.0 -8.9 -3.7 -9.6 -0.1 -7.5 1.7 -5.9 -15.0 -11.9 -15.9 6.3 -17.3 -17.1 -6.9 -6.9 -6.8 -6.7 -20.0 -11.0 -20.0 -3.8 -20.0 13.4 -5.8 -6.2 -2.9 -6.8 -1.0 -7.0 -7.8 -8.2 -16.9 -17.4 -13.5 -8.1 -18.8 -4.0 -2.8 EURIBOR-ICE -9.0 2.7 5.2 -2.5 -4.3 -1.9 -3.9 -1.8 -3.2 0.1 -4.3 -4.1 -6.9 -5.0 -2.5 -8.7 -8.1 -9.1 -9.1 -3.5 -4.0 -4.6 -7.7 -4.3 17.4 -2.1 -2.5 -2.0 -3.1 -3.9 -2.8 -10.9 15.0 9.0 8.5 5.0 -20.0 -20.0 15.5 13.6 EUROSTX -8.8 -13.9 -16.4 -4.9 -10.7 -1.6 -8.8 0.8 -7.2 -16.6 0.9 -16.9 15.1 -18.4 -17.7 -5.7 -1.7 -5.2 -4.0 -13.6 -3.5 -20.0 8.8 -18.5 5.4 -5.9 -10.3 -1.9 -9.4 2.5 -8.2 5.4 15.0 8.2 8.4 -0.4 16.0 3.1 20.0 13.2 FEEDCOW -16.1 -11.2 8.0 -4.8 -6.0 -3.2 -7.6 -3.6 -7.4 -17.7 20.0 -11.7 20.0 3.6 16.3 -10.2 -20.0 -12.5 -20.0 18.6 20.0 -20.0 20.0 1.4 -1.0 6.4 -9.3 9.3 -5.5 10.3 1.2 -20.0 -20.0 20.0 20.0 20.0 11.5 -7.3 20.0 2.8 GASOIL 0.6 15.5 20.0 5.7 -2.3 5.4 -0.5 3.4 2.7 -9.6 17.4 10.0 7.3 14.7 19.1 20.0 20.0 20.0 20.0 20.0 20.0 4.9 20.0 20.0 11.6 7.0 -1.7 6.6 0.9 4.1 4.1 0.0 11.7 16.8 11.3 20.0 -18.9 2.1 -20.0 -3.8 GASOLINE -19.1 -2.1 20.0 6.9 -2.8 6.6 -0.6 4.1 3.3 -20.0 19.4 -20.0 7.8 -11.1 15.7 20.0 20.0 20.0 20.0 14.0 20.0 -20.0 20.0 -10.4 -20.0 4.2 -13.2 8.6 -10.6 9.5 -3.7 20.0 -20.0 -20.0 -20.0 -7.4 20.0 11.3 20.0 4.9 GAS_US_mini -1.3 -3.6 11.1 7.1 -2.9 6.8 -0.6 4.3 3.4 1.9 -20.0 -9.5 -20.0 -20.0 -19.0 -20.0 -20.0 -20.0 -20.0 -12.1 -20.0 -4.9 -20.0 -9.7 20.0 -2.4 -0.3 -2.7 -2.2 -5.1 -3.2 -20.0 15.0 -20.0 -20.0 -20.0 -1.2 5.9 -8.6 0.3 GBP -20.0 -20.0 -7.0 -4.6 -11.9 -0.1 -9.3 2.1 -7.4 -18.9 -1.8 -20.0 11.0 -20.0 -19.6 -0.5 -0.7 -0.2 -0.4 -20.0 -8.9 -20.0 1.5 -20.0 -0.4 -6.8 -6.8 -2.4 -8.4 -0.3 -9.1 2.8 -15.4 -20.0 -20.0 -13.9 -2.5 12.3 3.1 20.0 GOLD_micro -14.8 -9.8 -17.6 -4.9 -19.1 -2.0 -13.3 0.4 -8.0 -20.0 -15.4 -20.0 3.2 -20.0 -20.0 -19.4 -14.4 -18.5 -16.7 -20.0 -18.1 -20.0 -4.8 -20.0 -10.3 -5.8 -19.9 -2.7 -17.4 -0.1 -10.7 -19.5 -20.0 -20.0 -19.2 -14.0 -13.4 -20.0 -7.5 -20.0 HEATOIL -6.2 13.5 20.0 6.5 -2.6 6.2 -0.6 3.9 3.1 -18.3 18.1 -2.1 6.6 10.5 19.8 20.0 20.0 20.0 20.0 20.0 20.0 -1.4 20.0 16.9 -20.0 7.3 -2.6 8.5 -0.8 6.8 2.7 1.3 5.3 -1.8 -3.1 20.0 4.1 -2.2 -0.5 -5.7 JGB-SGX-mini -13.2 -14.7 -20.0 -3.6 -6.3 -2.7 -5.7 -2.5 -4.6 -10.5 0.1 -11.3 4.7 -11.4 -11.6 20.0 20.0 17.3 17.2 -11.8 -6.1 -14.1 0.7 -13.1 -0.8 -3.9 -5.1 -2.2 -5.0 -0.9 -4.5 20.0 10.6 8.5 8.0 3.4 -9.8 -11.1 10.5 9.8 JPY -4.1 -15.2 -15.5 -3.1 -6.3 0.2 -5.3 1.7 -4.7 -13.4 -16.3 -15.0 -15.1 -16.0 -16.4 -18.6 -14.7 -17.5 -16.3 -20.0 -20.0 -15.5 -20.0 -19.4 20.0 -6.0 -3.6 -6.1 -4.4 -5.9 -5.1 -20.0 -4.0 -8.1 -14.6 -20.0 -5.2 -20.0 -2.7 -20.0 LEANHOG -5.1 1.9 16.8 -2.3 -2.8 -1.5 -3.6 -1.7 -3.5 -9.2 -1.4 -8.7 -4.2 -5.9 -0.0 20.0 20.0 20.0 20.0 -2.3 -3.0 -10.3 -6.2 -5.5 10.5 -2.2 -7.9 -4.0 -5.6 -6.7 -3.2 20.0 -10.8 3.0 -2.3 -1.0 -9.4 -0.7 13.8 20.0 LIVECOW -2.8 -11.0 4.8 -5.0 -6.3 -3.3 -8.0 -3.8 -7.8 -18.9 20.0 -3.5 20.0 8.9 17.7 -20.0 -2.7 -20.0 -7.1 16.8 20.0 -11.4 20.0 5.4 1.6 7.4 -10.0 11.5 -4.2 12.9 2.3 -9.1 -17.5 20.0 20.0 20.0 -20.0 -20.0 -20.0 -19.9 LUMBER-new -0.5 -8.1 -4.8 -5.2 -6.6 -3.2 -8.3 -3.0 -8.1 -5.4 -20.0 -4.6 -20.0 -16.8 -20.0 -16.2 -14.1 -15.9 -14.8 -16.7 -17.0 -5.5 -14.4 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-20.0 -18.3 SHATZ -12.9 -1.3 -4.2 -2.6 -4.5 -2.0 -4.1 -1.8 -3.3 3.9 -7.5 -4.3 -8.1 -6.3 -6.9 -20.0 -10.0 -20.0 -17.0 -7.7 -9.0 -3.3 -13.3 -6.8 10.9 -2.7 0.2 -2.6 -1.3 -3.6 -2.6 -18.5 20.0 5.8 4.3 1.0 -20.0 -20.0 -20.0 -20.0 SILVER-mini -10.6 -4.6 -6.7 -3.1 -11.6 -1.3 -7.5 0.4 -4.6 -14.3 -2.2 -13.9 3.7 -12.2 -10.8 -8.5 -6.2 -7.7 -7.0 -9.3 -4.6 -20.0 -0.5 -14.7 7.4 -1.6 -18.2 0.3 -10.9 1.0 -5.0 -4.2 -14.0 -12.7 3.5 5.4 -18.0 -20.0 -7.0 -20.0 SMI 0.4 -4.3 -11.1 -4.7 -10.3 -1.6 -8.5 0.8 -6.9 -16.6 0.1 -15.8 5.2 -11.3 -12.6 3.4 1.3 0.4 -0.0 -8.0 -4.9 -18.8 -0.8 -11.3 5.9 -3.2 -17.9 -1.9 -12.0 -1.7 -6.3 11.2 14.8 20.0 19.3 -0.2 -6.0 -15.9 -10.6 -12.3 SOFR -9.1 -11.2 -16.6 -3.7 -6.4 -2.8 -5.7 -2.6 -4.7 -10.1 -10.2 -10.5 -6.9 -11.0 -11.1 -1.6 -1.1 -1.8 -1.6 -14.1 -12.2 -15.6 -9.7 -14.4 -1.9 -4.1 -7.0 -3.4 -5.5 -2.6 -4.6 1.8 3.7 6.2 3.3 -0.6 -20.0 -20.0 -9.0 -5.5 SOYBEAN -17.1 -1.6 9.0 -3.0 -3.8 -2.0 -4.8 -2.3 -4.7 0.7 5.8 -9.6 1.6 -9.1 3.2 9.9 17.8 9.9 13.1 -2.1 1.9 -5.8 1.2 -7.1 -20.0 -0.7 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