******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20231004_204337 produced at 2023-10-04 21:38:58.881991 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.56 0.0 0.00 0.00 0.00 0.00 -19.19 11.0 0 0 caleb_strategy_v3 US2 False True 0.07 0.00 -0.26 0.0 0.00 0.00 0.00 0.00 -3.79 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.21 0.0 0.00 0.00 0.00 0.00 -5.59 24.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.11 -0.19 0.0 0.35 -0.35 -0.11 -0.15 -29.91 56.0 -18 -24 caleb_strategy_v3 CHF False False 0.05 -0.33 -0.19 0.0 0.61 -0.61 -0.33 -0.23 -4.08 13.0 -7 -5 caleb_strategy_v3 VIX False False 0.01 -0.11 -0.17 0.0 0.11 -0.11 -0.11 -0.10 -25.67 17.0 -17 -16 caleb_strategy_v3 COPPER False False 0.03 -0.18 -0.17 0.0 0.18 -0.18 -0.18 -0.18 -5.72 6.0 -6 -6 caleb_strategy_v3 CAD False False 0.02 0.00 -0.15 0.0 0.72 -0.72 0.00 -0.02 -5.91 29.0 0 -1 caleb_strategy_v3 US5 False False 0.04 0.00 -0.12 0.0 0.89 -0.89 0.00 0.00 -3.30 25.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.12 -0.11 0.0 0.49 -0.49 -0.12 -0.20 -3.83 17.0 -4 -7 caleb_strategy_v3 DOW False False 0.01 -0.04 -0.10 0.0 0.37 -0.37 -0.04 -0.04 -16.85 66.0 -7 -7 caleb_strategy_v3 EUR False False 0.04 -0.45 -0.10 0.0 0.63 -0.63 -0.45 -0.45 -2.21 14.0 -10 -10 caleb_strategy_v3 RUSSELL False False 0.00 -0.01 -0.09 0.0 0.20 -0.20 -0.01 -0.01 -29.04 68.0 -3 -3 caleb_strategy_v3 SP400 False False 0.08 -0.17 -0.09 0.0 0.17 -0.17 -0.17 -0.17 -1.08 2.0 -2 -2 caleb_strategy_v3 SP500_micro False False 0.01 -0.01 -0.08 0.0 0.35 -0.35 -0.01 -0.01 -10.83 48.0 -1 -1 caleb_strategy_v3 GBP False False 0.03 0.00 -0.07 0.0 0.57 -0.57 0.00 0.00 -2.62 22.0 0 0 caleb_strategy_v3 US10 False False 0.04 0.00 -0.07 0.0 0.62 -0.62 0.00 0.00 -1.91 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 -20.31 26.0 -22 -22 caleb_strategy_v3 AUD False False 0.02 0.00 -0.06 0.0 0.41 -0.41 0.00 -0.04 -2.64 19.0 0 -2 caleb_strategy_v3 BTP False False 0.04 0.00 -0.05 0.0 0.39 -0.39 0.00 0.00 -1.34 10.0 0 0 caleb_strategy_v3 BOBL False False 0.04 -0.16 -0.05 0.0 0.78 -0.78 -0.16 -0.12 -1.17 19.0 -4 -3 caleb_strategy_v3 MILK False False 0.01 0.00 -0.05 0.0 0.06 -0.06 0.00 0.00 -4.45 5.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.00 0.00 -0.04 0.0 0.01 -0.01 0.00 0.00 -7.76 3.0 0 0 caleb_strategy_v3 US10U False False 0.04 -0.04 -0.04 0.0 0.49 -0.49 -0.04 -0.04 -1.20 13.0 -1 -1 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.04 0.0 0.18 -0.18 0.00 0.00 -10.56 51.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.03 -0.04 0.0 0.23 -0.23 -0.03 -0.07 -4.28 23.0 -3 -7 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 -0.04 0.0 0.00 -0.00 0.00 0.00 -2.19 0.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.03 0.0 0.10 -0.10 0.00 0.00 -3.21 12.0 0 0 caleb_strategy_v3 US20 False False 0.04 -0.15 -0.03 0.0 0.34 -0.34 -0.15 -0.11 -0.71 9.0 -4 -3 caleb_strategy_v3 RICE False False 0.01 0.00 -0.02 0.0 0.04 -0.04 0.00 0.00 -2.11 4.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.05 -0.02 0.0 0.09 -0.09 -0.05 -0.05 -2.13 8.0 -4 -4 caleb_strategy_v3 PALLAD False False 0.04 -0.04 -0.02 0.0 0.08 -0.08 -0.04 -0.04 -0.49 2.0 -1 -1 caleb_strategy_v3 US30 False False 0.04 -0.12 -0.02 0.0 0.24 -0.24 -0.12 -0.08 -0.48 6.0 -3 -2 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -2.02 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 -0.53 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 -2.24 9.0 -2 -2 caleb_strategy_v3 BITCOIN False False 0.00 -0.04 -0.02 0.0 0.06 -0.06 -0.04 -0.04 -24.31 59.0 -43 -43 caleb_strategy_v3 BUND False False 0.05 0.00 -0.02 0.0 0.45 -0.45 0.00 0.00 -0.38 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 -1.13 6.0 -2 -2 caleb_strategy_v3 SMI False False 0.04 0.00 -0.01 0.0 0.36 -0.36 0.00 0.00 -0.33 9.0 0 0 caleb_strategy_v3 BUXL False False 0.04 -0.17 -0.01 0.0 0.17 -0.17 -0.17 -0.17 -0.26 4.0 -4 -4 caleb_strategy_v3 CAC False False 0.02 0.00 -0.01 0.0 0.30 -0.30 0.00 0.00 -0.21 12.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.11 -0.11 0.00 0.00 -1.03 9.0 0 0 caleb_strategy_v3 LIVECOW False False 0.03 0.00 -0.01 0.0 0.43 -0.43 0.00 0.00 -0.42 17.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.00 -0.01 0.0 0.42 -0.42 0.00 -0.02 -0.73 21.0 0 -1 caleb_strategy_v3 PLAT False False 0.01 -0.06 -0.01 0.0 0.15 -0.15 -0.06 -0.06 -0.69 10.0 -4 -4 caleb_strategy_v3 SOYOIL False False 0.01 0.00 -0.00 0.0 0.11 -0.11 0.00 -0.01 -0.21 10.0 0 -1 caleb_strategy_v3 ROBUSTA False False 0.01 0.03 0.00 0.0 0.18 -0.18 0.03 0.02 0.42 23.0 4 2 caleb_strategy_v3 COCOA False False 0.01 -0.01 -0.00 0.0 0.30 -0.30 -0.01 -0.02 -0.39 26.0 -1 -2 caleb_strategy_v3 DAX False False 0.01 0.00 -0.00 0.0 0.31 -0.31 0.00 0.00 -0.49 58.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 -0.00 0.0 0.15 -0.15 0.00 0.00 -0.15 7.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 0.00 0.00 0.0 0.16 -0.16 0.00 0.00 0.03 11.0 0 0 caleb_strategy_v3 EUROSTX False False 0.01 0.00 0.01 0.0 0.29 -0.29 0.00 0.00 0.83 20.0 0 0 caleb_strategy_v3 GASOLINE False False 0.03 0.13 0.01 0.0 0.13 -0.13 0.13 0.06 0.46 4.0 4 2 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.73 18.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.04 0.30 0.02 0.0 0.35 -0.35 0.30 0.17 0.35 8.0 7 4 caleb_strategy_v3 HEATOIL False False 0.04 0.00 0.02 0.0 0.12 -0.12 0.00 0.00 0.42 3.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 0.03 0.03 0.0 0.12 -0.12 0.03 0.02 3.19 13.0 3 2 caleb_strategy_v3 MXP False False 0.01 0.23 0.04 0.0 0.56 -0.56 0.23 0.17 3.79 60.0 25 18 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.49 0.04 0.0 0.53 -0.53 0.49 0.49 1.26 16.0 15 15 caleb_strategy_v3 OJ False False 0.02 0.00 0.05 0.0 0.05 -0.05 0.00 0.00 2.90 3.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.05 0.0 0.11 -0.11 0.03 0.03 1.63 4.0 1 1 caleb_strategy_v3 NIKKEI False False 0.01 0.13 0.07 0.0 0.25 -0.25 0.13 0.11 9.52 36.0 18 16 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.69 0.10 0.0 0.86 -0.86 0.69 0.52 1.12 10.0 8 6 caleb_strategy_v3 CRUDE_W False True 0.03 0.11 0.11 0.0 0.11 0.00 0.11 0.11 3.84 5.0 4 4 caleb_strategy_v3 DX False False 0.04 0.00 0.15 0.0 36201741.08 -36201741.08 0.00 0.00 4.04 999999999.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 14.7 Shocked risk 32.9 Sum abs risk 50.1 Leverage 5.23 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2943090.49, 'annual_cash_vol_target': 735772.6225, 'daily_cash_vol_target': 45985.78890625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0043 0.6339 0.6812 10.8991 BITCOIN 697.0047 27855.0000 2.5023 40.0362 BOBL 0.2954 115.4700 0.2558 4.0936 BTP 0.7018 108.8900 0.6445 10.3120 BUND 0.6192 127.5600 0.4854 7.7663 BUXL 1.4355 118.9200 1.2071 19.3135 CAC 54.1735 7013.5000 0.7724 12.3587 CAD 0.0029 0.7282 0.3945 6.3120 CANOLA 7.6287 719.6000 1.0601 16.9620 CHF 0.0047 1.0992 0.4262 6.8190 COCOA 46.4327 3443.0000 1.3486 21.5778 COFFEE 2.5271 147.1000 1.7180 27.4873 COPPER 0.0394 3.5775 1.1001 17.6022 CORN 6.1539 513.7500 1.1978 19.1655 COTTON2 1.0982 87.0100 1.2622 20.1950 CRUDE_W 1.3949 82.8200 1.6842 26.9473 DAX 110.9357 15232.0000 0.7283 11.6529 DOW 200.4788 33205.0000 0.6038 9.6602 DX 0.3790 106.5450 0.3557 5.6918 EUR 0.0051 1.0536 0.4840 7.7443 EURIBOR-ICE 0.0562 96.9200 0.0580 0.9279 EUROSTX 36.3302 4129.0000 0.8799 14.0781 FEEDCOW 1.9286 254.0000 0.7593 12.1484 GASOIL 15.8705 845.0000 1.8782 30.0506 GASOLINE 0.0357 2.2763 1.5691 25.1048 GAS_US_mini 0.0788 3.3200 2.3723 37.9562 GBP 0.0064 1.2142 0.5256 8.4088 GOLD_micro 10.4889 1833.3000 0.5721 9.1541 HEATOIL 0.0471 2.8648 1.6428 26.2853 JGB-SGX-mini 0.1958 144.6500 0.1354 2.1662 JPY 0.0000 0.0068 0.5390 8.6239 LEANHOG 1.4601 69.2750 2.1077 33.7227 LIVECOW 1.3055 186.0500 0.7017 11.2270 LUMBER-new 8.2221 505.5000 1.6265 26.0246 MILK 0.2126 17.4000 1.2217 19.5472 MXP 0.0005 0.0548 0.8854 14.1665 NASDAQ_micro 139.5707 14885.7500 0.9376 15.0018 NIKKEI 288.0496 30625.0000 0.9406 15.0491 NZD 0.0037 0.5912 0.6228 9.9641 OAT 0.6401 122.0100 0.5246 8.3939 OATIES 7.5761 444.5000 1.7044 27.2705 OJ 4.5358 352.0500 1.2884 20.6141 PALLAD 21.0597 1172.0000 1.7969 28.7504 PLAT 13.6269 873.2000 1.5606 24.9691 REDWHEAT 11.4640 674.5000 1.6996 27.1941 RICE 0.1571 15.9650 0.9841 15.7449 ROBUSTA 28.8204 2313.0000 1.2460 19.9363 RUSSELL 16.6589 1739.3000 0.9578 15.3247 SHATZ 0.0831 105.0300 0.0791 1.2656 SILVER-mini 0.3364 21.3625 1.5745 25.1922 SMI 73.5543 10817.0000 0.6800 10.8798 SOFR 0.0669 95.8950 0.0697 1.1155 SOYBEAN 11.9611 1260.7500 0.9487 15.1797 SOYMEAL 4.7729 370.8000 1.2872 20.5952 SOYOIL 0.8250 55.3100 1.4917 23.8669 SP400 21.2273 2452.2000 0.8656 13.8503 SP500_micro 30.9679 4289.2500 0.7220 11.5518 SUGAR11 0.3325 24.7500 1.3433 21.4924 US10 0.4005 107.1406 0.3738 5.9804 US10U 0.5668 110.1562 0.5145 8.2322 US2 0.1024 101.3516 0.1010 1.6162 US20 0.8573 111.5625 0.7685 12.2959 US30 1.2939 115.6250 1.1190 17.9042 US5 0.2556 104.9219 0.2437 3.8984 VIX 0.5414 19.2000 2.8197 45.1153 WHEAT 10.4032 654.2500 1.5901 25.4416 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 633.90 0.68 431.81 1.00 431.81 45985.79 106.50 -9.54 -101.58 BITCOIN 27.86 2.50 69.70 1.00 69.70 45985.79 659.76 -3.40 -224.51 BOBL 1154.70 0.26 295.43 1.05 309.18 45985.79 148.73 -7.73 -115.03 BTP 1088.90 0.64 701.79 1.05 734.46 45985.79 62.61 -6.27 -39.25 BUND 1275.60 0.49 619.17 1.05 647.99 45985.79 70.97 -5.29 -37.57 BUXL 1189.20 1.21 1435.48 1.05 1502.30 45985.79 30.61 -8.44 -25.82 CAC 701.35 0.77 541.73 1.05 566.95 45985.79 81.11 -0.75 -6.05 CAD 728.25 0.39 287.29 1.00 287.29 45985.79 160.07 -14.22 -227.69 CANOLA 143.92 1.06 152.57 0.73 111.33 45985.79 413.07 -10.51 -433.96 CHF 1374.06 0.43 585.61 1.00 585.61 45985.79 78.53 -20.00 -157.05 COCOA 344.30 1.35 464.33 1.00 464.33 45985.79 99.04 -1.83 -18.15 COFFEE 551.62 1.72 947.67 1.00 947.67 45985.79 48.53 -20.00 -97.05 COPPER 894.38 1.10 983.93 1.00 983.93 45985.79 46.74 -11.31 -52.84 CORN 256.88 1.20 307.70 1.00 307.70 45985.79 149.45 -8.83 -131.93 COTTON2 435.05 1.26 549.12 1.00 549.12 45985.79 83.75 0.18 1.48 CRUDE_W 828.20 1.68 1394.86 1.00 1394.86 45985.79 32.97 10.76 35.47 DAX 152.32 0.73 110.94 1.05 116.10 45985.79 396.09 -0.36 -14.24 DOW 166.02 0.60 100.24 1.00 100.24 45985.79 458.76 -15.81 -725.19 DX 1065.45 0.36 379.02 1.00 379.02 45985.79 121.33 12.83 155.71 EUR 1317.06 0.48 637.48 1.00 637.48 45985.79 72.14 -11.79 -85.07 EURIBOR-ICE 2423.00 0.06 140.51 1.05 147.05 45985.79 312.72 1.05 32.98 EUROSTX 412.90 0.88 363.30 1.05 380.21 45985.79 120.95 2.01 24.30 FEEDCOW 1270.00 0.76 964.28 1.00 964.28 45985.79 47.69 2.22 10.58 GASOIL 845.00 1.88 1587.05 1.00 1587.05 45985.79 28.98 12.99 37.65 GASOLINE 956.05 1.57 1500.09 1.00 1500.09 45985.79 30.66 3.43 10.53 GAS_US_mini 83.00 2.37 196.90 1.00 196.90 45985.79 233.55 -8.03 -187.58 GBP 758.88 0.53 398.83 1.00 398.83 45985.79 115.30 -8.74 -100.79 GOLD_micro 183.33 0.57 104.89 1.00 104.89 45985.79 438.43 -20.00 -876.85 HEATOIL 1203.22 1.64 1976.68 1.00 1976.68 45985.79 23.26 4.12 9.59 JGB-SGX-mini 144650.00 0.14 19584.04 0.01 130.67 45985.79 351.93 0.33 11.65 JPY 848.56 0.54 457.37 1.00 457.37 45985.79 100.54 -14.68 -147.62 LEANHOG 277.10 2.11 584.03 1.00 584.03 45985.79 78.74 6.67 52.54 LIVECOW 744.20 0.70 522.19 1.00 522.19 45985.79 88.06 -1.44 -12.67 LUMBER-new 139.01 1.63 226.11 1.00 226.11 45985.79 203.38 -17.95 -365.09 MILK 348.00 1.22 425.15 1.00 425.15 45985.79 108.16 -19.23 -207.98 MXP 274.00 0.89 242.60 1.00 242.60 45985.79 189.55 1.36 25.85 NASDAQ_micro 297.72 0.94 279.14 1.00 279.14 45985.79 164.74 -11.17 -184.04 NIKKEI 30625.00 0.94 28804.96 0.01 192.19 45985.79 239.27 3.67 87.89 NZD 591.20 0.62 368.17 1.00 368.17 45985.79 124.90 -2.24 -28.00 OAT 1220.10 0.52 640.08 1.05 669.88 45985.79 68.65 -2.25 -15.42 OATIES 222.25 1.70 378.80 1.00 378.80 45985.79 121.40 -6.83 -82.90 OJ 528.08 1.29 680.36 1.00 680.36 45985.79 67.59 20.00 135.18 PALLAD 1172.00 1.80 2105.97 1.00 2105.97 45985.79 21.84 -6.64 -14.49 PLAT 436.60 1.56 681.34 1.00 681.34 45985.79 67.49 -3.01 -20.30 REDWHEAT 337.25 1.70 573.20 1.00 573.20 45985.79 80.23 -20.00 -160.45 RICE 319.30 0.98 314.21 1.00 314.21 45985.79 146.35 -5.91 -86.56 ROBUSTA 231.30 1.25 288.20 1.00 288.20 45985.79 159.56 2.25 35.93 RUSSELL 86.96 0.96 83.29 1.00 83.29 45985.79 552.09 -15.87 -876.30 SHATZ 1050.30 0.08 83.08 1.05 86.95 45985.79 528.89 -10.42 -550.95 SILVER-mini 534.06 1.57 840.89 1.00 840.89 45985.79 54.69 -11.74 -64.18 SMI 1081.70 0.68 735.54 1.09 800.05 45985.79 57.48 -1.67 -9.63 SOFR 2397.38 0.07 167.14 1.00 167.14 45985.79 275.14 -11.48 -315.77 SOYBEAN 630.38 0.95 598.05 1.00 598.05 45985.79 76.89 -2.14 -16.47 SOYMEAL 370.80 1.29 477.29 1.00 477.29 45985.79 96.35 -11.52 -110.94 SOYOIL 331.86 1.49 495.03 1.00 495.03 45985.79 92.90 -2.41 -22.41 SP400 2452.20 0.87 2122.73 1.00 2122.73 45985.79 21.66 -15.11 -32.73 SP500_micro 214.46 0.72 154.84 1.00 154.84 45985.79 296.99 -15.68 -465.78 SUGAR11 277.20 1.34 372.36 1.00 372.36 45985.79 123.50 2.78 34.38 US10 1071.41 0.37 400.46 1.00 400.46 45985.79 114.83 -13.10 -150.47 US10U 1101.56 0.51 566.77 1.00 566.77 45985.79 81.14 -11.68 -94.74 US2 2027.03 0.10 204.76 1.00 204.76 45985.79 224.59 -13.32 -299.07 US20 1115.62 0.77 857.35 1.00 857.35 45985.79 53.64 -10.43 -55.93 US30 1156.25 1.12 1293.85 1.00 1293.85 45985.79 35.54 -10.72 -38.09 US5 1049.22 0.24 255.64 1.00 255.64 45985.79 179.88 -14.47 -260.32 VIX 192.00 2.82 541.38 1.00 541.38 45985.79 84.94 -12.24 -103.97 WHEAT 327.12 1.59 520.16 1.00 520.16 45985.79 88.41 -19.06 -168.53 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -101.578 0.010 2.5 -2.636 BITCOIN -224.509 0.043 2.5 -24.313 BOBL -115.027 0.004 2.5 -1.167 BTP -39.250 0.014 2.5 -1.339 BUND -37.574 0.004 2.5 -0.381 BUXL -25.821 0.004 2.5 -0.262 CAC -6.046 0.014 2.5 -0.206 CAD -227.687 0.010 2.5 -5.908 CANOLA -433.961 0.010 2.5 -10.558 CHF -157.053 0.010 2.5 -4.075 COCOA -18.145 0.009 2.5 -0.389 COFFEE -97.051 0.005 2.5 -1.133 COPPER -52.840 0.043 2.5 -5.722 CORN -131.925 0.010 2.5 -3.210 COTTON2 1.476 0.009 2.5 0.032 CRUDE_W 35.466 0.043 2.5 3.841 DAX -14.238 0.014 2.5 -0.486 DOW -725.185 0.009 2.5 -16.854 DX 155.708 0.010 2.5 4.040 EUR -85.066 0.010 2.5 -2.207 EURIBOR-ICE 32.977 0.014 2.5 1.125 EUROSTX 24.299 0.014 2.5 0.829 FEEDCOW 10.578 0.013 2.5 0.351 GASOIL 37.654 0.017 2.5 1.632 GASOLINE 10.526 0.017 2.5 0.456 GAS_US_mini -187.584 0.043 2.5 -20.314 GBP -100.794 0.010 2.5 -2.615 GOLD_micro -876.851 0.014 2.5 -29.910 HEATOIL 9.588 0.017 2.5 0.416 JGB-SGX-mini 11.655 0.043 2.5 1.262 JPY -147.618 0.010 2.5 -3.830 LEANHOG 52.542 0.024 2.5 3.193 LIVECOW -12.668 0.013 2.5 -0.420 LUMBER-new -365.090 0.008 2.5 -7.757 MILK -207.980 0.009 2.5 -4.455 MXP 25.851 0.059 2.5 3.795 NASDAQ_micro -184.037 0.009 2.5 -4.277 NIKKEI 87.885 0.043 2.5 9.517 NZD -27.999 0.010 2.5 -0.727 OAT -15.421 0.014 2.5 -0.526 OATIES -82.898 0.010 2.5 -2.017 OJ 135.180 0.009 2.5 2.895 PALLAD -14.492 0.014 2.5 -0.494 PLAT -20.297 0.014 2.5 -0.692 REDWHEAT -160.453 0.005 2.5 -2.129 RICE -86.563 0.010 2.5 -2.106 ROBUSTA 35.925 0.005 2.5 0.420 RUSSELL -876.298 0.013 2.5 -29.040 SHATZ -550.951 0.004 2.5 -5.587 SILVER-mini -64.180 0.014 2.5 -2.189 SMI -9.626 0.014 2.5 -0.328 SOFR -315.765 0.024 2.5 -19.192 SOYBEAN -16.467 0.004 2.5 -0.153 SOYMEAL -110.945 0.004 2.5 -1.032 SOYOIL -22.414 0.004 2.5 -0.209 SP400 -32.728 0.013 2.5 -1.085 SP500_micro -465.776 0.009 2.5 -10.825 SUGAR11 34.383 0.009 2.5 0.731 US10 -150.467 0.005 2.5 -1.907 US10U -94.742 0.005 2.5 -1.201 US2 -299.068 0.005 2.5 -3.790 US20 -55.931 0.005 2.5 -0.709 US30 -38.092 0.005 2.5 -0.483 US5 -260.322 0.005 2.5 -3.299 VIX -103.968 0.099 2.5 -25.665 WHEAT -168.530 0.005 2.5 -2.236 ===================== Position diags ===================== AUD 2.76 BITCOIN 71.45 BOBL 1.51 BTP 2.14 BUND 0.72 BUXL 0.31 CAC 2.77 CAD 4.15 CANOLA 10.05 CHF 2.04 COCOA 2.12 COFFEE 0.57 COPPER 5.06 CORN 3.64 COTTON2 1.79 CRUDE_W 3.57 DAX 13.51 DOW 10.66 DX 3.15 EUR 1.87 EURIBOR-ICE 10.67 EUROSTX 4.13 FEEDCOW 1.58 GASOIL 1.26 GASOLINE 1.33 GAS_US_mini 25.29 GBP 2.99 GOLD_micro 14.95 HEATOIL 1.01 JGB-SGX-mini 38.11 JPY 2.61 LEANHOG 4.79 LIVECOW 2.92 LUMBER-new 4.32 MILK 2.32 MXP 27.82 NASDAQ_micro 3.83 NIKKEI 25.91 NZD 3.24 OAT 2.34 OATIES 2.95 OJ 1.45 PALLAD 0.74 PLAT 2.30 REDWHEAT 1.06 RICE 3.56 ROBUSTA 1.86 RUSSELL 18.30 SHATZ 5.36 SILVER-mini 1.87 SMI 1.96 SOFR 16.72 SOYBEAN 0.72 SOYMEAL 0.90 SOYOIL 0.86 SP400 0.72 SP500_micro 6.90 SUGAR11 2.63 US10 1.46 US10U 1.03 US2 2.85 US20 0.68 US30 0.45 US5 2.28 VIX 20.97 WHEAT 1.17 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.6 -2.9 -2.4 NaN 0 BITCOIN -24.3 -31.5 -17.2 -43.0 -43 BOBL -1.2 -1.3 -1.0 -4.0 -4 BTP -1.3 -1.6 -1.1 0.0 0 BUND -0.4 -0.5 -0.3 0.0 0 BUXL -0.3 -0.3 -0.2 -4.0 -4 CAC -0.2 -0.5 0.1 0.0 0 CAD -5.9 -6.3 -5.5 0.0 0 CANOLA -10.6 -11.6 -9.6 NaN 0 CHF -4.1 -4.3 -3.9 -7.0 -7 COCOA -0.4 -0.6 -0.2 -1.0 -1 COFFEE -1.1 -1.2 -1.1 -2.0 -2 COPPER -5.7 -6.2 -5.2 -6.0 -6 CORN -3.2 -3.6 -2.8 0.0 0 COTTON2 0.0 -0.1 0.2 0.0 0 CRUDE_W 3.8 3.5 4.2 4.0 4 DAX -0.5 -1.8 0.9 0.0 0 DOW -16.9 -17.9 -15.8 -7.0 -7 DX 4.0 3.7 4.4 NaN 0 EUR -2.2 -2.4 -2.0 -10.0 -10 EURIBOR-ICE 1.1 0.1 2.2 8.0 8 EUROSTX 0.8 0.4 1.2 0.0 0 FEEDCOW 0.4 0.2 0.5 7.0 7 GASOIL 1.6 1.5 1.8 1.0 1 GASOLINE 0.5 0.3 0.6 4.0 4 GAS_US_mini -20.3 -22.8 -17.8 -22.0 -22 GBP -2.6 -2.9 -2.3 0.0 0 GOLD_micro -29.9 -31.4 -28.4 -18.0 -18 HEATOIL 0.4 0.3 0.5 0.0 0 JGB-SGX-mini 1.3 -2.5 5.1 15.0 15 JPY -3.8 -4.1 -3.6 -4.0 -4 LEANHOG 3.2 2.7 3.7 3.0 3 LIVECOW -0.4 -0.7 -0.1 0.0 0 LUMBER-new -7.8 -8.2 -7.3 NaN 0 MILK -4.5 -4.7 -4.2 NaN 0 MXP 3.8 1.0 6.6 25.0 25 NASDAQ_micro -4.3 -4.7 -3.9 -3.0 -3 NIKKEI 9.5 6.9 12.1 18.0 18 NZD -0.7 -1.1 -0.4 0.0 0 OAT -0.5 -0.8 -0.3 0.0 0 OATIES -2.0 -2.3 -1.7 NaN 0 OJ 2.9 2.8 3.0 NaN 0 PALLAD -0.5 -0.6 -0.4 -1.0 -1 PLAT -0.7 -0.9 -0.5 -4.0 -4 REDWHEAT -2.1 -2.2 -2.0 -4.0 -4 RICE -2.1 -2.5 -1.8 NaN 0 ROBUSTA 0.4 0.2 0.6 4.0 4 RUSSELL -29.0 -30.9 -27.2 -3.0 -3 SHATZ -5.6 -6.1 -5.1 NaN 0 SILVER-mini -2.2 -2.4 -2.0 NaN 0 SMI -0.3 -0.5 -0.1 0.0 0 SOFR -19.2 -20.9 -17.5 NaN 0 SOYBEAN -0.2 -0.2 -0.1 0.0 0 SOYMEAL -1.0 -1.1 -0.9 0.0 0 SOYOIL -0.2 -0.3 -0.1 0.0 0 SP400 -1.1 -1.2 -1.0 -2.0 -2 SP500_micro -10.8 -11.5 -10.1 -1.0 -1 SUGAR11 0.7 0.5 1.0 0.0 0 US10 -1.9 -2.1 -1.8 NaN 0 US10U -1.2 -1.3 -1.1 -1.0 -1 US2 -3.8 -4.1 -3.5 NaN 0 US20 -0.7 -0.8 -0.6 -4.0 -4 US30 -0.5 -0.5 -0.4 -3.0 -3 US5 -3.3 -3.5 -3.1 0.0 0 VIX -25.7 -27.8 -23.6 -17.0 -17 WHEAT -2.2 -2.4 -2.1 -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 0.0 -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 -0.1 -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 -0.2 0.0 -0.1 0.1 0.1 0.2 0.2 -0.1 -0.1 -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 0.1 -0.2 0.7 -0.2 0.7 BOBL -0.4 -0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.2 -0.0 -0.3 -0.1 -0.1 0.1 -0.1 -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 0.2 0.2 0.1 -0.7 -0.7 -0.6 -0.5 BTP -0.6 -0.5 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 0.1 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.8 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.8 -0.0 0.0 0.1 0.2 -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 -0.0 -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 -0.1 -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 0.0 0.0 0.0 -0.1 -0.1 -0.1 -0.3 -0.2 0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.3 -0.1 -0.1 -0.0 0.1 -0.7 -0.7 -0.3 0.6 CAC -0.4 -0.4 -0.3 -0.1 -0.1 -0.1 -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 -0.2 -0.0 -0.2 0.3 -0.2 -0.7 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 0.2 -0.1 0.4 0.4 0.3 0.6 0.0 0.7 0.2 CAD 0.2 -0.3 -0.2 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 -0.2 -0.2 -0.2 -0.4 -0.1 -0.2 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.2 -0.2 -0.2 0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 0.0 -0.5 0.4 -0.1 -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 -0.1 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 -0.1 -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 -0.1 -0.2 -0.2 0.3 -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 -0.0 -0.1 -0.1 0.0 -0.1 -1.1 -0.5 -0.6 -0.6 -0.4 -0.7 -0.7 -0.7 -0.7 COCOA -0.6 -0.4 0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.4 -0.2 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 -0.3 -0.2 0.4 0.6 0.0 -0.3 0.6 0.1 COFFEE 0.1 0.0 -0.5 -0.1 -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 -0.2 -0.2 -0.1 -0.5 -0.1 -2.7 -0.1 -0.1 -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 -0.2 -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 -0.2 -0.2 -0.2 -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 0.3 -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 -1.8 -0.0 0.0 -0.1 0.0 -0.2 -0.0 -0.2 0.5 0.5 0.1 -0.1 -0.2 0.1 0.1 0.3 COTTON2 -0.1 0.1 0.4 -0.0 -0.1 -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 0.4 -0.6 -0.5 0.3 0.4 CRUDE_W -0.4 0.3 0.6 0.1 -0.1 0.2 -0.1 0.1 0.0 -0.2 0.5 -0.1 0.2 0.1 0.2 0.4 0.2 0.4 0.3 0.2 0.2 -0.1 0.4 0.1 -0.9 0.1 -0.1 0.2 -0.0 0.2 0.0 -1.1 0.1 0.5 0.2 0.0 0.7 0.4 0.7 0.3 DAX -0.5 -0.5 -0.4 -0.1 -0.1 -0.1 -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 -0.0 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 0.1 0.5 0.2 -0.3 0.2 0.2 0.2 0.1 0.1 0.1 0.2 0.2 0.2 0.3 0.2 -2.7 0.1 0.1 0.1 0.1 0.1 0.1 0.7 0.5 0.6 0.6 0.6 0.1 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 -0.0 -0.1 -0.1 -0.0 -0.1 -0.4 -0.1 -0.5 -0.6 -0.4 -0.3 -0.6 -0.1 -0.1 EURIBOR-ICE -0.3 0.1 0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -0.0 -0.2 -0.2 -0.2 -0.2 -0.0 -0.0 -0.0 -0.2 -0.0 2.3 -0.0 -0.0 -0.1 -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 -0.5 -0.4 -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 -0.2 -0.0 -0.2 0.2 -0.2 0.7 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 0.3 0.2 0.3 0.3 0.0 0.5 0.1 0.7 0.4 FEEDCOW -0.6 -0.4 0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 0.5 -0.2 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 0.2 -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 -0.4 0.2 0.6 0.1 -0.1 0.1 -0.0 0.1 0.0 -0.1 0.4 -0.0 0.2 0.1 0.2 0.4 0.4 0.4 0.4 0.2 0.2 -0.1 0.4 0.1 1.4 0.1 -0.1 0.2 -0.0 0.1 0.0 0.0 0.1 0.5 0.3 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 0.1 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 -0.1 0.2 -0.1 0.2 0.0 0.1 -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 0.5 -0.2 -0.6 -0.6 -0.1 0.2 -0.3 0.0 GBP -0.6 -0.6 -0.3 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 -0.1 -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 -0.0 -0.1 -0.1 -0.0 -0.1 0.2 -0.1 -0.6 -0.6 -0.5 -0.1 0.4 0.1 0.7 GOLD_micro -0.6 -0.4 -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 -0.2 -0.2 -1.3 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 -1.0 -0.5 -0.6 -0.6 -0.5 -0.4 -0.7 -0.2 -0.7 HEATOIL -0.6 0.2 0.6 0.1 -0.1 0.2 -0.0 0.1 0.0 -0.2 0.5 -0.1 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 0.2 -0.0 0.2 0.0 0.1 0.1 0.1 -0.2 0.6 0.1 -0.1 -0.0 -0.2 JGB-SGX-mini -0.4 -0.5 -0.6 -0.0 -0.0 -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 -0.2 -0.1 -0.0 -0.0 -0.1 -0.1 -0.0 -0.1 1.1 0.1 0.2 0.3 0.1 -0.3 -0.4 0.4 0.3 JPY -0.2 -0.4 -0.5 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.4 -0.1 -0.6 -0.2 -0.2 -0.4 -0.3 -0.4 -0.3 -0.2 -0.2 -0.1 -0.5 -0.2 2.7 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -1.1 0.3 -0.1 -0.4 -0.6 -0.2 -0.7 -0.1 -0.7 LEANHOG -0.3 0.0 0.5 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -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 -0.4 0.1 -0.1 -0.0 -0.3 -0.0 0.5 0.7 LIVECOW -0.2 -0.3 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 0.5 -0.1 0.7 0.1 0.2 -0.4 -0.1 -0.4 -0.2 0.2 0.2 -0.1 0.5 0.0 0.2 0.1 -0.1 0.3 -0.1 0.5 0.0 -0.5 -0.5 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 -0.2 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 0.1 0.5 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.4 -0.1 0.0 -0.4 -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 -0.1 -0.5 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 -0.2 0.4 -0.1 -2.7 -0.0 -0.1 0.1 -0.1 0.2 -0.1 1.1 -0.5 -0.0 0.1 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 -0.1 -0.0 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 0.4 0.0 0.1 0.4 -0.1 -0.5 -0.2 -0.6 NIKKEI -0.4 -0.4 -0.1 -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 -0.2 -1.2 -0.0 -0.2 0.2 -0.2 0.3 -0.1 1.1 -0.5 0.2 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 -0.5 -0.2 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 0.1 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.2 -0.1 1.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.9 0.0 0.1 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 0.1 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 0.2 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 0.1 0.4 0.2 -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 -0.1 -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 -0.2 -0.1 1.8 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.1 -0.0 -0.0 0.3 -0.1 -0.0 -0.6 0.3 -0.5 REDWHEAT -0.2 -0.6 -0.5 -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 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.5 -0.2 -0.6 -0.6 -0.7 -0.6 -0.6 -0.3 RICE -0.3 0.0 0.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.2 -0.1 0.1 -0.1 0.1 -0.4 0.2 -0.1 0.2 0.0 0.1 -0.1 0.1 -0.0 -2.7 -0.0 -0.1 0.0 -0.1 0.0 -0.0 0.9 0.1 -0.3 0.2 0.2 -0.2 -0.7 0.4 -0.3 ROBUSTA -0.0 -0.2 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.3 -0.1 0.5 -0.0 -0.1 0.4 0.4 0.4 0.4 0.0 0.1 -0.1 0.5 -0.1 -2.5 0.0 -0.1 0.2 -0.1 0.4 -0.0 1.1 -0.3 0.4 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 -0.0 -0.4 -0.3 0.3 -0.4 -0.4 -0.7 -0.6 SHATZ -0.3 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.2 -0.0 -0.3 -0.1 -0.1 -0.4 -0.2 -0.4 -0.3 -0.1 -0.1 -0.0 -0.4 -0.1 1.4 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -1.0 0.5 0.3 0.2 0.1 -0.7 -0.7 -0.7 -0.7 SILVER-mini -0.5 -0.2 -0.2 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.2 0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.2 -0.0 -0.2 0.9 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.2 -0.4 -0.4 0.1 0.1 -0.6 -0.7 -0.2 -0.7 SMI -0.0 -0.1 -0.3 -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 -0.1 -0.1 -0.1 -0.1 -0.1 0.6 0.1 0.6 0.6 0.0 -0.2 -0.5 -0.3 -0.4 SOFR -0.3 -0.3 -0.5 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.3 -0.1 -0.2 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.2 -0.1 -0.1 -0.3 -0.2 -0.2 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 0.1 0.2 0.2 0.1 -0.0 -0.7 -0.7 -0.3 -0.2 SOYBEAN -0.5 -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 0.2 -0.0 0.2 0.6 -0.6 0.0 -0.4 0.3 SOYMEAL -0.5 -0.1 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.1 -0.1 -0.1 0.2 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 -0.2 -0.2 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 -0.1 0.2 -0.1 0.0 -0.1 0.0 0.3 0.2 0.3 0.3 -0.1 0.0 -0.2 0.1 -0.2 -2.7 -0.0 -0.0 0.0 -0.1 0.0 -0.1 0.9 -0.3 -0.5 -0.1 0.5 -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 -0.1 -0.4 -0.2 0.4 -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 -0.0 0.0 -0.1 0.1 -0.1 -0.4 -0.1 -0.3 -0.1 0.6 -0.2 -0.4 -0.4 -0.6 SUGAR11 -0.2 0.4 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.4 -0.1 0.6 0.1 0.1 0.4 0.2 0.2 0.2 0.2 0.2 -0.1 0.5 0.1 -2.7 0.0 -0.1 0.2 -0.1 0.4 0.0 0.7 -0.3 0.5 0.6 0.1 -0.7 -0.7 0.3 0.0 US10 -0.4 -0.3 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.3 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 -0.2 -0.1 -0.1 -0.4 -0.2 0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.5 0.0 0.0 0.0 -0.1 -0.7 -0.7 0.2 -0.0 US10U -0.4 -0.4 -0.5 -0.0 -0.0 -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 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 -0.0 -0.0 -0.2 -0.7 -0.7 0.6 0.6 US2 -0.0 0.1 -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 -0.1 -0.2 -0.0 -0.5 -0.1 1.3 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -1.1 0.5 0.4 0.2 -0.1 -0.7 -0.7 -0.7 -0.7 US20 -0.5 -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 -0.2 -0.1 -0.2 -0.5 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=================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 3.5 -6.4 -8.8 -3.5 -7.2 -0.3 -6.8 1.3 -5.6 -10.9 -14.9 -9.7 -10.0 -12.9 -15.0 -3.7 -2.9 -3.4 -3.2 -12.4 -12.4 -12.2 -11.0 -10.6 3.4 -5.1 -7.4 -4.7 -5.8 -3.9 -4.8 -1.4 1.0 5.5 -0.6 -15.7 -9.3 -20.0 -5.7 3.7 BITCOIN 9.2 -12.0 -6.6 -5.3 -17.2 -2.2 -13.9 0.2 -8.8 15.6 3.0 17.5 4.7 -5.9 -13.6 -5.3 -4.4 -5.8 -5.4 -7.1 -4.4 11.0 -1.0 1.6 -20.0 -3.9 7.6 -3.5 6.2 -0.9 1.1 -1.2 20.0 20.0 -2.4 1.7 -6.0 20.0 -4.7 20.0 BOBL -11.1 -1.8 -0.6 -2.6 -3.2 -2.0 -3.7 -1.8 -3.3 0.6 -6.0 -4.3 -7.7 -6.3 -6.8 4.8 -7.2 -8.7 -10.6 -6.5 -6.0 -6.0 -8.6 -7.3 9.5 -2.7 -1.2 -2.1 -2.8 -2.6 -3.3 -11.5 11.7 5.8 5.0 3.5 -20.0 -20.0 -17.6 -16.3 BTP -19.0 -14.6 -4.6 -3.7 -4.4 -2.8 -5.2 -2.5 -4.6 -7.4 -2.6 -9.5 -0.6 -10.6 -9.6 5.6 7.5 5.5 6.1 -11.7 -5.6 -16.2 -4.0 -16.5 -6.2 -3.6 -3.3 -1.5 -5.1 -0.8 -5.2 15.9 -1.4 0.6 1.6 7.7 -12.2 -20.0 0.1 9.8 BUND -13.2 -5.0 -1.6 -2.7 -3.2 -2.0 -3.8 -1.8 -3.3 -5.1 -7.1 -6.8 -8.2 -7.6 -7.7 -1.9 6.7 1.6 4.0 -8.0 -6.5 -10.3 -8.4 -10.1 6.0 -2.8 -2.8 -1.9 -3.9 -2.1 -3.7 13.4 3.0 2.7 3.2 3.3 -20.0 -20.0 -18.6 -1.8 BUXL -16.7 -8.8 -2.1 -2.9 -3.5 -2.2 -4.1 -2.0 -3.6 -6.9 -9.1 -8.4 -9.5 -9.0 -9.0 0.3 0.9 0.5 0.9 -12.1 -9.6 -15.8 -11.2 -15.1 1.2 -3.2 -3.3 -2.2 -4.3 -2.0 -4.1 5.8 -4.4 -2.7 -1.4 1.8 -20.0 -20.0 -9.1 19.4 CAC -11.0 -12.2 -8.6 -5.6 -10.2 -2.0 -9.9 0.7 -8.2 -19.5 3.3 -20.0 17.7 -20.0 -15.8 -7.4 -2.1 -6.5 -4.6 -14.4 -2.6 -20.0 11.5 -20.0 -5.2 -5.8 -12.1 -1.2 -12.0 3.5 -9.5 4.6 -3.3 13.0 13.0 7.9 18.0 1.3 20.0 7.0 CAD 5.6 -10.1 -5.1 -5.2 -10.6 -0.4 -10.0 2.0 -8.2 -20.0 -6.5 -14.0 -12.4 -13.3 -15.8 -2.5 -2.1 -2.4 -2.3 -13.4 -9.5 -20.0 -8.2 -16.7 1.5 -5.5 -18.8 -3.6 -12.9 -2.5 -7.2 0.0 -20.0 12.3 -1.6 -14.2 -20.0 -20.0 -20.0 -19.2 CANOLA -20.0 -20.0 17.6 -2.6 -3.7 -1.7 -4.2 -1.9 -4.0 -6.0 3.1 -10.3 -3.3 -10.8 -0.5 -10.8 7.8 -5.4 1.8 -11.0 -1.6 -16.8 -1.6 -20.0 -20.0 -2.2 -4.1 -0.7 -5.1 -1.1 -4.6 5.3 -11.9 -20.0 -10.9 12.7 -8.6 2.1 10.9 14.6 CHF -20.0 -20.0 -7.4 -4.8 -9.9 -0.4 -9.3 1.8 -7.6 -13.3 -6.9 -19.0 9.3 -20.0 -19.4 -17.2 -14.2 -16.3 -15.2 -20.0 -12.2 -20.0 2.3 -20.0 -10.2 -6.7 -3.5 -2.4 -7.5 0.3 -9.0 -20.0 -20.0 -20.0 -20.0 -13.7 -20.0 -20.0 -20.0 -20.0 COCOA -20.0 -12.8 5.4 -4.2 -6.0 -2.7 -6.8 -3.0 -6.4 -11.0 15.4 -14.4 17.0 -6.6 7.0 -2.4 -2.3 -3.5 -2.8 5.8 18.8 -16.1 20.0 -9.3 -12.5 2.1 -4.1 8.1 -5.9 10.4 -3.7 -8.1 -12.6 -7.3 12.6 20.0 1.0 -8.7 18.9 2.2 COFFEE 4.0 0.9 -14.6 -4.6 -6.6 -3.0 -7.5 -3.3 -7.1 -16.4 -17.1 -16.7 -14.5 -15.6 -18.8 -3.0 1.5 -1.9 -0.1 -14.5 -17.5 -15.1 -17.3 -12.9 -20.0 -5.8 -6.7 -5.1 -7.1 -3.8 -6.2 -2.4 -20.0 8.8 -8.2 -20.0 -20.0 -20.0 -20.0 -10.4 COPPER -10.6 -5.0 -3.6 -4.0 -12.9 -1.6 -10.4 0.1 -6.6 -15.6 -11.9 -15.5 -3.5 -14.8 -13.2 -5.5 -3.0 -5.2 -4.2 -11.8 -8.9 -19.4 -6.9 -15.7 -5.9 -4.6 -11.9 -3.2 -9.3 -2.5 -7.0 1.2 8.8 -6.4 -3.3 3.5 5.6 -20.0 10.2 -20.0 CORN 4.1 -9.5 -19.8 -3.3 -4.7 -2.2 -5.3 -2.4 -5.1 8.1 -13.6 7.5 -12.8 -4.8 -14.1 -5.3 2.6 -6.2 -3.1 -10.0 -14.9 2.9 -13.8 -2.5 -13.2 -2.8 2.3 -4.4 1.8 -5.6 -0.6 -4.0 18.8 15.3 1.8 -2.7 -5.5 2.2 1.6 8.3 COTTON2 -2.7 3.7 13.6 -4.1 -5.9 -2.7 -6.7 -3.0 -6.4 -1.5 12.4 2.7 -8.5 3.1 12.5 -2.9 5.0 1.1 2.7 7.3 7.9 -0.2 1.8 3.4 -20.0 5.8 -2.8 5.8 0.3 3.9 3.3 2.4 17.8 19.0 20.0 11.0 -17.2 -16.0 9.3 10.8 CRUDE_W -12.1 8.6 20.0 6.2 -10.6 6.4 -4.7 4.2 1.4 -19.6 20.0 -6.4 5.4 12.8 20.0 20.0 12.0 19.4 14.3 20.0 20.0 -14.5 14.6 11.3 -6.9 7.6 -12.3 7.4 -3.9 5.4 3.4 -20.0 4.2 14.9 6.7 1.0 20.0 10.8 20.0 8.1 DAX -14.3 -16.0 -12.6 -5.2 -9.5 -1.9 -9.2 0.7 -7.7 -17.4 -3.8 -18.8 14.5 -19.4 -18.7 -10.2 -7.6 -9.6 -8.9 -19.8 -7.5 -20.0 5.9 -20.0 18.6 -6.5 -8.8 -2.8 -9.9 0.8 -8.9 -3.9 -5.3 -1.2 2.5 -7.8 20.0 0.4 20.0 9.1 DOW -20.0 -20.0 0.1 -4.5 -8.2 -1.6 -8.0 0.6 -6.6 -15.7 2.3 -17.5 10.6 -17.2 -11.1 -11.7 -8.6 -11.5 -10.5 -16.9 -3.6 -20.0 3.1 -20.0 -10.3 -4.0 -10.0 -0.1 -10.1 1.8 -7.9 -6.1 -20.0 -9.5 -7.0 16.0 -14.2 -7.2 -20.0 -7.9 DX 11.7 20.0 12.4 -4.9 -10.0 -0.4 -9.4 1.9 -7.8 16.3 16.8 19.0 -7.1 20.0 20.0 7.6 5.6 7.1 6.3 20.0 20.0 20.0 9.6 20.0 -20.0 7.6 6.3 4.7 7.7 2.7 8.5 13.9 20.0 20.0 20.0 18.6 1.6 7.8 5.1 20.0 EUR -12.5 -20.0 -9.4 -3.8 -7.8 -0.3 -7.4 1.5 -6.1 -11.7 -12.0 -15.0 6.0 -16.9 -16.9 -6.9 -6.9 -6.8 -6.7 -20.0 -11.3 -20.0 -4.0 -20.0 13.2 -5.8 -4.0 -3.0 -6.0 -1.0 -6.8 -7.8 -4.1 -15.3 -17.6 -13.1 -8.2 -18.7 -4.3 -2.9 EURIBOR-ICE -8.1 2.8 2.9 -2.5 -3.0 -1.9 -3.5 -1.7 -3.1 3.7 -4.3 -2.5 -6.9 -4.3 -2.3 -8.4 -8.0 -9.0 -9.0 -3.4 -4.0 -2.8 -7.7 -3.8 17.3 -2.0 -0.2 -2.0 -2.0 -3.9 -2.4 -10.9 15.8 10.2 9.1 5.5 -20.0 -20.0 14.8 13.9 EUROSTX -9.6 -14.0 -11.3 -5.0 -9.2 -1.8 -8.9 0.6 -7.4 -15.4 0.3 -17.3 15.0 -18.7 -18.0 -5.7 -1.8 -5.3 -4.0 -14.6 -4.1 -20.0 8.6 -19.5 5.4 -6.1 -8.1 -2.1 -9.0 2.3 -8.2 5.4 8.1 10.6 8.7 0.1 15.5 3.3 20.0 13.4 FEEDCOW -20.0 -10.9 8.9 -4.9 -6.9 -3.2 -7.8 -3.5 -7.5 -18.8 19.7 -14.9 20.0 0.7 14.8 -11.1 -20.0 -12.8 -20.0 16.1 20.0 -20.0 20.0 -3.0 -1.1 5.7 -9.5 9.0 -6.6 10.2 -0.0 -20.0 -20.0 20.0 20.0 20.0 11.8 -7.1 20.0 3.1 GASOIL -11.3 6.7 20.0 4.7 -8.1 5.0 -3.6 3.2 1.1 -14.3 15.9 -0.9 6.9 9.1 16.9 20.0 20.0 20.0 20.0 20.0 20.0 -11.1 16.6 9.4 10.8 6.0 -7.7 6.2 -2.5 3.9 2.3 0.0 4.5 16.3 9.4 19.1 -18.2 2.1 -20.0 -3.8 GASOLINE -19.4 -2.5 20.0 6.8 -3.4 6.5 -0.9 4.1 3.2 -20.0 19.3 -20.0 7.8 -11.1 15.6 20.0 20.0 20.0 20.0 13.7 20.0 -20.0 20.0 -10.8 -20.0 4.1 -14.0 8.5 -10.9 9.4 -3.9 20.0 -20.0 -20.0 -20.0 -7.4 20.0 11.3 20.0 4.9 GAS_US_mini -1.2 -3.8 10.9 6.4 -11.0 6.7 -4.8 4.3 1.4 6.9 -20.0 -6.0 -20.0 -20.0 -19.3 -20.0 -20.0 -20.0 -20.0 -12.1 -20.0 -3.4 -20.0 -9.1 20.0 -2.4 1.4 -2.8 -1.3 -5.2 -3.0 -20.0 20.0 -5.3 -20.0 -20.0 -1.5 5.8 -8.9 0.3 GBP -20.0 -20.0 -7.8 -4.8 -9.7 -0.4 -9.1 1.8 -7.5 -12.0 -2.4 -18.9 10.7 -20.0 -19.5 -0.6 -0.7 -0.3 -0.4 -20.0 -9.3 -20.0 1.0 -20.0 -0.3 -6.7 -3.7 -2.5 -7.1 -0.4 -8.6 2.8 -6.2 -20.0 -20.0 -13.9 -2.6 12.0 3.0 20.0 GOLD_micro -18.6 -11.2 -18.4 -5.2 -17.0 -2.2 -13.7 0.2 -8.7 -20.0 -15.8 -20.0 2.8 -20.0 -20.0 -19.3 -14.5 -18.6 -16.8 -20.0 -20.0 -20.0 -5.7 -20.0 -10.1 -6.1 -16.2 -2.8 -16.2 -0.2 -10.8 -19.5 -20.0 -20.0 -20.0 -14.8 -12.9 -20.0 -7.2 -20.0 HEATOIL -18.0 4.9 20.0 5.6 -9.6 5.8 -4.2 3.8 1.3 -18.9 17.1 -9.1 6.5 5.8 18.0 20.0 20.0 20.0 20.0 20.0 20.0 -16.0 19.5 6.5 -20.0 6.3 -9.9 8.0 -4.5 6.6 0.8 1.1 3.1 1.9 -4.8 20.0 4.3 -2.2 -0.6 -5.8 JGB-SGX-mini -13.2 -14.9 -20.0 -3.7 -4.4 -2.8 -5.2 -2.5 -4.6 -10.6 -0.2 -11.6 4.6 -11.8 -11.9 20.0 20.0 17.3 17.2 -12.6 -6.6 -14.9 0.4 -14.1 -0.8 -4.0 -5.1 -2.3 -5.1 -0.9 -4.6 20.0 5.9 6.1 8.0 3.1 -9.2 -11.3 10.6 9.9 JPY -4.7 -13.5 -14.2 -3.5 -7.1 -0.3 -6.7 1.3 -5.5 -6.7 -16.6 -12.1 -15.4 -15.2 -16.4 -18.7 -14.8 -17.6 -16.4 -20.0 -20.0 -10.4 -20.0 -17.6 20.0 -6.1 -0.7 -6.4 -2.9 -6.2 -4.8 -20.0 12.1 -2.1 -12.2 -20.0 -5.3 -20.0 -2.6 -20.0 LEANHOG -8.3 1.3 16.1 -2.3 -3.3 -1.5 -3.7 -1.6 -3.5 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20.0 8.9 20.0 20.0 NASDAQ_micro -20.0 -20.0 -3.9 -3.2 -5.8 -1.1 -5.6 0.4 -4.7 -1.2 7.6 -9.2 8.4 -9.2 -5.8 -9.6 -8.4 -9.9 -9.6 -5.0 6.3 -9.6 11.6 -11.2 -20.0 -1.7 -1.3 2.8 -3.3 5.6 -3.9 -5.2 15.7 0.5 3.9 13.5 -1.8 -14.1 -5.9 -16.9 NIKKEI -13.6 -10.9 -3.3 -5.1 -9.3 -1.8 -9.0 0.6 -7.4 -18.2 14.8 -19.0 16.0 -8.1 -2.4 5.7 11.7 10.2 11.4 -1.2 13.5 -20.0 20.0 -16.6 -8.9 -0.5 -19.8 6.0 -14.0 9.1 -7.0 20.0 -20.0 4.6 20.0 19.9 0.6 3.5 -2.9 11.5 NZD 10.1 -6.4 -9.5 -3.9 -7.9 -0.3 -7.4 1.5 -6.1 -13.5 -14.7 0.1 -2.5 -8.0 -14.8 -0.1 0.3 0.0 0.2 -9.7 -12.0 -2.5 -10.6 -3.4 0.6 -4.0 -4.8 -4.8 -1.3 -4.0 -1.2 4.3 20.0 20.0 4.4 -12.3 0.7 -14.7 6.2 7.8 OAT -14.1 -5.4 -2.1 -2.9 -3.4 -2.2 -4.1 -2.0 -3.6 -6.1 -7.5 -7.5 -8.5 -8.2 -8.1 5.9 8.1 6.1 6.9 -8.5 -6.5 -11.6 -7.9 -11.1 8.1 -3.0 -3.1 -2.0 -4.3 -2.1 -4.0 17.1 2.0 2.5 3.7 4.1 -20.0 -20.0 -5.1 7.0 OATIES -20.0 -14.2 20.0 -2.6 -3.3 -1.7 -4.2 -2.0 -4.1 -2.0 6.1 -8.3 -1.1 -8.3 1.1 -15.4 -6.3 -16.5 -13.4 -1.6 8.5 -12.6 8.2 -12.9 -20.0 -0.2 -1.8 2.0 -2.9 1.8 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-10.5 3.9 -4.4 -20.0 -0.2 -8.8 1.7 -5.6 1.3 -3.3 17.6 3.7 -10.4 6.3 6.2 -6.3 -20.0 12.3 -9.1 ROBUSTA -1.5 -5.9 -0.6 -4.2 -5.9 -2.7 -6.7 -3.0 -6.4 -15.8 11.8 -13.3 13.8 -4.4 -5.3 20.0 20.0 20.0 20.0 1.0 12.5 -11.4 20.0 -5.5 -18.7 0.1 -10.5 6.2 -6.9 11.4 -3.5 20.0 -14.3 13.1 2.9 -3.2 -0.1 -12.8 20.0 -2.6 RUSSELL -20.0 -20.0 -0.5 -4.4 -7.9 -1.6 -7.7 0.6 -6.4 -15.3 -6.9 -16.3 -4.5 -17.0 -13.1 -8.3 -6.2 -8.0 -7.3 -20.0 -9.3 -20.0 -4.3 -20.0 -2.9 -4.4 -8.9 -1.2 -8.2 0.4 -7.0 -1.3 -1.6 -13.3 -9.6 9.6 -11.3 -11.6 -20.0 -18.6 SHATZ -10.7 -1.3 -4.0 -2.6 -3.1 -2.0 -3.7 -1.8 -3.3 6.7 -7.4 -2.6 -8.1 -5.5 -6.5 -20.0 -10.1 -20.0 -17.1 -7.3 -8.9 -1.0 -13.2 -5.6 10.9 -2.6 1.7 -2.6 -0.4 -3.7 -2.1 -18.8 20.0 8.5 5.1 1.6 -20.0 -20.0 -20.0 -20.0 SILVER-mini -14.5 -7.1 -7.3 -3.3 -10.7 -1.4 -8.6 0.1 -5.5 -13.5 -3.2 -14.1 3.0 -12.7 -11.1 -9.2 -6.3 -8.0 -7.2 -12.3 -6.0 -20.0 -1.1 -20.0 6.8 -2.5 -12.2 -0.3 -10.4 0.5 -6.0 -4.4 -16.4 -13.8 2.7 3.9 -17.5 -20.0 -6.9 -20.0 SMI -1.1 -4.2 -10.0 -4.8 -8.8 -1.7 -8.5 0.6 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SP400 -20.0 -20.0 -0.6 -4.0 -7.2 -1.4 -7.0 0.5 -5.8 -12.3 -3.5 -14.3 3.6 -15.2 -10.2 -5.1 -5.0 -5.5 -5.4 -17.3 -6.2 -20.0 -0.0 -20.0 -11.4 -3.8 -8.0 -0.8 -7.6 0.8 -6.3 1.3 -4.9 -10.9 -5.6 13.7 -5.6 -12.8 -18.0 -20.0 SP500_micro -20.0 -20.0 -2.5 -4.0 -7.3 -1.4 -7.1 0.5 -5.9 -10.0 6.5 -14.4 8.9 -14.4 -8.9 -11.2 -9.6 -11.9 -11.2 -12.5 1.6 -20.0 8.0 -20.0 -17.3 -3.2 -5.2 1.1 -6.8 3.2 -6.3 -7.6 -3.3 -10.1 -3.7 17.6 -6.6 -12.8 -11.4 -18.6 SUGAR11 -4.9 11.8 3.7 -4.5 -6.4 -2.9 -7.2 -3.2 -6.8 -14.1 16.6 -12.3 16.9 9.6 13.8 19.5 11.8 8.1 7.7 17.2 20.0 -10.4 20.0 6.3 -20.0 4.4 -7.3 7.5 -4.8 11.5 0.5 13.0 -13.4 16.6 20.0 3.2 -20.0 -20.0 8.0 0.2 US10 -10.9 -10.5 -17.6 -2.9 -3.5 -2.2 -4.2 -2.0 -3.7 -5.9 -9.4 -8.3 -9.2 -9.2 -9.6 -8.3 -7.4 -9.0 -8.8 -14.7 -13.8 -14.9 -13.3 -15.0 1.2 -3.5 -3.6 -3.0 -4.2 -2.6 -3.9 -10.2 0.2 0.6 0.0 -3.4 -20.0 -20.0 6.9 -0.4 US10U -12.5 -11.6 -16.6 -3.8 -4.5 -2.8 -5.3 -2.6 -4.7 -8.3 -11.9 -10.9 -11.5 -11.9 -12.3 2.3 -0.8 -0.0 -0.9 -19.6 -17.4 -20.0 -16.1 -20.0 -3.2 -4.4 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3.3 -10.1 -12.9 -20.0 -20.0 -20.0 -7.9 -20.0 17.9 -20.0 7.3 NaN -2.9 11.4 -10.0 10.0 -14.5 4.5 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -1.3 -20.0 -13.1 -2.9 -4.1 -1.9 -4.6 -2.1 -4.4 -2.7 -12.1 -6.1 -12.9 -11.1 -12.6 -11.1 -9.9 -11.3 -10.9 -15.0 -15.7 -5.8 -15.8 -10.6 -4.2 -4.0 -1.9 -3.8 -2.1 -3.5 -3.3 -20.0 5.8 3.9 -11.3 -7.7 -20.0 -13.8 -20.0 -9.9 End of report for caleb_strategy_v3