******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20231006_204338 produced at 2023-10-06 21:39:38.050219 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -18.47 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 -3.68 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.19 0.0 0.00 0.00 0.00 0.00 -5.00 24.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.14 -0.19 0.0 0.36 -0.36 -0.14 -0.12 -28.58 56.0 -21 -19 caleb_strategy_v3 CHF False False 0.05 -0.29 -0.19 0.0 0.63 -0.63 -0.29 -0.29 -3.84 13.0 -6 -6 caleb_strategy_v3 VIX False False 0.01 -0.11 -0.17 0.0 0.11 -0.11 -0.11 -0.10 -25.90 17.0 -17 -16 caleb_strategy_v3 COPPER False False 0.03 -0.19 -0.16 0.0 0.19 -0.19 -0.19 -0.16 -4.87 6.0 -6 -5 caleb_strategy_v3 CAD False False 0.03 -0.03 -0.15 0.0 0.75 -0.75 -0.03 -0.03 -5.70 29.0 -1 -1 caleb_strategy_v3 US5 False False 0.04 -0.18 -0.12 0.0 0.92 -0.92 -0.18 -0.18 -3.24 25.0 -5 -5 caleb_strategy_v3 JPY False False 0.03 -0.18 -0.11 0.0 0.51 -0.51 -0.18 -0.15 -3.77 17.0 -6 -5 caleb_strategy_v3 DOW False False 0.01 -0.04 -0.09 0.0 0.39 -0.39 -0.04 -0.01 -14.48 66.0 -6 -2 caleb_strategy_v3 RUSSELL False False 0.00 -0.03 -0.09 0.0 0.21 -0.21 -0.03 -0.03 -27.55 68.0 -10 -9 caleb_strategy_v3 SP400 False False 0.09 -0.17 -0.09 0.0 0.17 -0.17 -0.17 -0.17 -1.03 2.0 -2 -2 caleb_strategy_v3 EUR False False 0.05 -0.47 -0.08 0.0 0.65 -0.65 -0.47 -0.42 -1.81 14.0 -10 -9 caleb_strategy_v3 US10 False False 0.04 0.00 -0.07 0.0 0.64 -0.64 0.00 0.00 -1.93 17.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 -0.01 -0.07 0.0 0.37 -0.37 -0.01 0.00 -9.30 48.0 -1 0 caleb_strategy_v3 BTP False False 0.04 0.00 -0.06 0.0 0.40 -0.40 0.00 0.00 -1.45 10.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 -0.06 0.0 0.06 -0.06 0.00 0.00 -4.57 5.0 0 0 caleb_strategy_v3 GBP False False 0.03 0.00 -0.05 0.0 0.59 -0.59 0.00 0.00 -1.86 22.0 0 0 caleb_strategy_v3 AUD False False 0.02 -0.05 -0.05 0.0 0.43 -0.43 -0.05 -0.02 -2.18 19.0 -2 -1 caleb_strategy_v3 US10U False False 0.04 -0.04 -0.05 0.0 0.50 -0.50 -0.04 -0.04 -1.25 13.0 -1 -1 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.04 0.0 0.19 -0.19 0.00 0.00 -11.42 51.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.03 -0.04 0.0 0.25 -0.25 -0.03 -0.04 -3.61 23.0 -3 -4 caleb_strategy_v3 BOBL False False 0.04 -0.13 -0.04 0.0 0.82 -0.82 -0.13 -0.09 -0.98 19.0 -3 -2 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 -0.04 0.0 0.00 -0.00 0.00 0.00 -1.96 0.0 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 -7.99 3.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.03 0.0 0.11 -0.11 0.00 0.00 -2.80 12.0 0 0 caleb_strategy_v3 US20 False False 0.04 -0.12 -0.03 0.0 0.35 -0.35 -0.12 -0.12 -0.76 9.0 -3 -3 caleb_strategy_v3 RICE False False 0.01 0.00 -0.02 0.0 0.05 -0.05 0.00 0.00 -1.31 4.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.05 -0.02 0.0 0.10 -0.10 -0.05 -0.04 -1.97 8.0 -4 -3 caleb_strategy_v3 PALLAD False False 0.04 -0.04 -0.02 0.0 0.08 -0.08 -0.04 -0.04 -0.59 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 -2.17 2.0 0 0 caleb_strategy_v3 OAT False False 0.05 0.00 -0.02 0.0 0.45 -0.45 0.00 0.00 -0.52 10.0 0 0 caleb_strategy_v3 US30 False False 0.04 -0.04 -0.02 0.0 0.24 -0.24 -0.04 -0.08 -0.50 6.0 -1 -2 caleb_strategy_v3 WHEAT False False 0.01 -0.02 -0.02 0.0 0.11 -0.11 -0.02 -0.02 -1.94 9.0 -2 -2 caleb_strategy_v3 BUND False False 0.05 0.00 -0.02 0.0 0.47 -0.47 0.00 0.00 -0.35 10.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.04 -0.02 0.0 0.08 -0.08 -0.04 -0.03 -4.75 26.0 -13 -8 caleb_strategy_v3 COFFEE False False 0.02 -0.04 -0.02 0.0 0.12 -0.12 -0.04 -0.04 -1.13 6.0 -2 -2 caleb_strategy_v3 MXP False False 0.01 0.12 -0.01 0.0 0.58 -0.58 0.12 0.05 -0.57 60.0 13 5 caleb_strategy_v3 BITCOIN False False 0.00 -0.04 -0.01 0.0 0.06 -0.06 -0.04 -0.03 -14.68 59.0 -38 -33 caleb_strategy_v3 BUXL False False 0.04 -0.18 -0.01 0.0 0.18 -0.18 -0.18 -0.18 -0.26 4.0 -4 -4 caleb_strategy_v3 COCOA False False 0.01 -0.02 -0.01 0.0 0.32 -0.32 -0.02 -0.01 -0.43 26.0 -2 -1 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -1.07 9.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 -0.01 0.0 0.15 -0.15 0.00 0.00 -0.25 7.0 0 0 caleb_strategy_v3 SMI False False 0.04 0.00 -0.01 0.0 0.38 -0.38 0.00 0.00 -0.28 9.0 0 0 caleb_strategy_v3 LIVECOW False False 0.03 -0.05 -0.01 0.0 0.45 -0.45 -0.05 -0.05 -0.56 17.0 -2 -2 caleb_strategy_v3 PLAT False False 0.02 -0.06 -0.01 0.0 0.16 -0.16 -0.06 -0.06 -0.64 10.0 -4 -4 caleb_strategy_v3 ROBUSTA False False 0.01 0.02 0.00 0.0 0.18 -0.18 0.02 0.02 0.03 23.0 2 2 caleb_strategy_v3 NZD False False 0.02 -0.02 0.00 0.0 0.44 -0.44 -0.02 0.00 0.13 21.0 -1 0 caleb_strategy_v3 CAC False False 0.03 0.00 -0.00 0.0 0.32 -0.32 0.00 0.00 -0.07 12.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.06 3.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 -0.00 0.0 0.33 -0.33 0.00 0.00 -0.42 58.0 0 0 caleb_strategy_v3 GASOLINE False False 0.03 0.06 -0.00 0.0 0.13 -0.13 0.06 0.03 -0.04 4.0 2 1 caleb_strategy_v3 SOYOIL False False 0.01 -0.01 -0.00 0.0 0.12 -0.12 -0.01 -0.01 -0.33 10.0 -1 -1 caleb_strategy_v3 COTTON2 False False 0.02 -0.02 -0.00 0.0 0.17 -0.17 -0.02 -0.02 -0.05 11.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 0.01 0.0 0.18 -0.18 0.00 0.00 0.92 18.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.04 0.18 0.01 0.0 0.36 -0.36 0.18 0.18 0.16 8.0 4 4 caleb_strategy_v3 EUROSTX False False 0.02 0.00 0.02 0.0 0.31 -0.31 0.00 0.03 1.00 20.0 0 2 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.03 0.0 0.12 -0.12 0.00 0.00 1.14 4.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 0.02 0.04 0.0 0.13 -0.13 0.02 0.03 3.95 13.0 2 3 caleb_strategy_v3 NIKKEI False False 0.01 0.06 0.04 0.0 0.27 -0.27 0.06 0.06 5.74 36.0 8 8 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.51 0.04 0.0 0.55 -0.55 0.51 0.51 1.16 16.0 15 15 caleb_strategy_v3 OJ False False 0.02 0.00 0.05 0.0 0.06 -0.06 0.00 0.00 2.85 3.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.09 0.08 0.0 0.14 -0.14 0.09 0.06 2.81 5.0 3 2 caleb_strategy_v3 DX False False 0.04 0.00 0.14 0.0 37241439.28 -37241439.28 0.00 0.00 3.63 999999999.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.63 0.18 0.0 0.90 -0.90 0.63 0.27 1.98 10.0 7 3 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 14.1 Shocked risk 30.8 Sum abs risk 45.5 Leverage 5.04 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2840652.83, 'annual_cash_vol_target': 710163.2075, 'daily_cash_vol_target': 44385.20046875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0043 0.6409 0.6762 10.8185 BITCOIN 686.1807 28095.0000 2.4424 39.0777 BOBL 0.2914 115.7100 0.2518 4.0295 BTP 0.6774 108.4000 0.6249 9.9992 BUND 0.6093 127.9000 0.4764 7.6227 BUXL 1.3956 119.4600 1.1682 18.6917 CAC 56.0890 7108.0000 0.7891 12.6255 CAD 0.0029 0.7328 0.3958 6.3333 CANOLA 7.2880 718.3000 1.0146 16.2340 CHF 0.0048 1.1080 0.4334 6.9338 COCOA 46.0759 3478.0000 1.3248 21.1965 COFFEE 2.4373 146.8000 1.6603 26.5648 COPPER 0.0404 3.6340 1.1127 17.8037 CORN 6.0399 520.0000 1.1615 18.5843 COTTON2 1.0702 87.2200 1.2270 19.6313 CRUDE_W 1.3700 81.3000 1.6851 26.9611 DAX 115.8697 15396.0000 0.7526 12.0415 DOW 214.8022 33709.0000 0.6372 10.1956 DX 0.3892 105.7900 0.3679 5.8861 EUR 0.0052 1.0624 0.4865 7.7836 EURIBOR-ICE 0.0551 96.9600 0.0568 0.9091 EUROSTX 37.6494 4186.0000 0.8994 14.3906 FEEDCOW 1.8544 253.6250 0.7312 11.6984 GASOIL 15.5764 822.2500 1.8944 30.3099 GASOLINE 0.0402 2.1479 1.8725 29.9603 GAS_US_mini 0.0900 3.6400 2.4730 39.5676 GBP 0.0065 1.2250 0.5312 8.4990 GOLD_micro 10.5935 1845.7000 0.5740 9.1833 HEATOIL 0.0477 2.7711 1.7207 27.5308 JGB-SGX-mini 0.1979 144.7500 0.1367 2.1870 JPY 0.0000 0.0068 0.5449 8.7184 LEANHOG 1.5177 73.3000 2.0705 33.1287 LIVECOW 1.2755 186.6000 0.6836 10.9368 LUMBER-new 8.4338 499.5000 1.6884 27.0152 MILK 0.2068 17.5800 1.1765 18.8236 MXP 0.0005 0.0545 0.8803 14.0842 NASDAQ_micro 143.2723 15137.7500 0.9465 15.1433 NIKKEI 323.1942 31355.0000 1.0308 16.4921 NZD 0.0038 0.6000 0.6346 10.1541 OAT 0.6261 122.0900 0.5128 8.2045 OATIES 7.3210 442.0000 1.6563 26.5015 OJ 4.4545 363.8000 1.2244 19.5911 PALLAD 20.6312 1163.0000 1.7740 28.3834 PLAT 13.6540 884.1000 1.5444 24.7103 REDWHEAT 11.9672 682.0000 1.7547 28.0756 RICE 0.1668 16.3700 1.0187 16.2996 ROBUSTA 27.9345 2280.0000 1.2252 19.6032 RUSSELL 16.8000 1762.3000 0.9533 15.2528 SHATZ 0.0814 105.0850 0.0775 1.2401 SILVER-mini 0.3570 21.8000 1.6374 26.1989 SMI 73.5914 10904.0000 0.6749 10.7984 SOFR 0.0655 95.8800 0.0683 1.0926 SOYBEAN 11.5490 1254.2500 0.9208 14.7326 SOYMEAL 4.7666 370.4000 1.2869 20.5902 SOYOIL 0.8052 54.5100 1.4772 23.6345 SP400 21.2270 2478.5000 0.8564 13.7031 SP500_micro 32.1368 4349.2500 0.7389 11.8225 SUGAR11 0.3367 25.4600 1.3226 21.1617 US10 0.3909 106.8750 0.3658 5.8523 US10U 0.5512 109.7188 0.5023 8.0373 US2 0.0995 101.2852 0.0983 1.5721 US20 0.8293 110.5312 0.7503 12.0049 US30 1.2569 114.2812 1.0998 17.5975 US5 0.2504 104.7969 0.2389 3.8224 VIX 0.5435 18.4500 2.9458 47.1336 WHEAT 10.6371 667.0000 1.5948 25.5164 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 640.90 0.68 433.35 1.00 433.35 44385.2 102.42 -8.20 -84.02 BITCOIN 28.10 2.44 68.62 1.00 68.62 44385.2 646.84 -2.10 -135.60 BOBL 1157.10 0.25 291.41 1.05 306.40 44385.2 144.86 -6.69 -96.87 BTP 1084.00 0.62 677.44 1.05 712.30 44385.2 62.31 -6.84 -42.61 BUND 1279.00 0.48 609.34 1.05 640.69 44385.2 69.28 -4.98 -34.51 BUXL 1194.60 1.17 1395.57 1.05 1467.37 44385.2 30.25 -8.42 -25.45 CAC 710.80 0.79 560.89 1.05 589.75 44385.2 75.26 -0.25 -1.91 CAD 732.80 0.40 290.06 1.00 290.06 44385.2 153.02 -14.36 -219.72 CANOLA 143.66 1.01 145.76 0.73 106.19 44385.2 418.00 -11.23 -469.32 CHF 1385.06 0.43 600.23 1.00 600.23 44385.2 73.95 -20.00 -147.89 COCOA 347.80 1.32 460.76 1.00 460.76 44385.2 96.33 -2.09 -20.11 COFFEE 550.50 1.66 914.00 1.00 914.00 44385.2 48.56 -20.00 -97.12 COPPER 908.50 1.11 1010.92 1.00 1010.92 44385.2 43.91 -10.25 -45.01 CORN 260.00 1.16 301.99 1.00 301.99 44385.2 146.97 -7.84 -115.19 COTTON2 436.10 1.23 535.08 1.00 535.08 44385.2 82.95 -0.26 -2.20 CRUDE_W 813.00 1.69 1369.96 1.00 1369.96 44385.2 32.40 8.01 25.95 DAX 153.96 0.75 115.87 1.05 121.83 44385.2 364.32 -0.33 -12.18 DOW 168.54 0.64 107.40 1.00 107.40 44385.2 413.27 -15.08 -623.01 DX 1057.90 0.37 389.18 1.00 389.18 44385.2 114.05 12.27 139.99 EUR 1328.06 0.49 646.07 1.00 646.07 44385.2 68.70 -10.15 -69.74 EURIBOR-ICE 2424.00 0.06 137.72 1.05 144.81 44385.2 306.51 1.89 57.92 EUROSTX 418.60 0.90 376.49 1.05 395.86 44385.2 112.12 2.61 29.23 FEEDCOW 1268.12 0.73 927.19 1.00 927.19 44385.2 47.87 1.00 4.79 GASOIL 822.25 1.89 1557.64 1.00 1557.64 44385.2 28.50 9.22 26.26 GASOLINE 902.12 1.87 1689.24 1.00 1689.24 44385.2 26.28 -0.34 -0.89 GAS_US_mini 91.00 2.47 225.04 1.00 225.04 44385.2 197.23 -2.22 -43.83 GBP 765.62 0.53 406.69 1.00 406.69 44385.2 109.14 -6.56 -71.58 GOLD_micro 184.57 0.57 105.93 1.00 105.93 44385.2 418.99 -20.00 -837.97 HEATOIL 1163.86 1.72 2002.63 1.00 2002.63 44385.2 22.16 0.65 1.44 JGB-SGX-mini 144750.00 0.14 19785.37 0.01 133.12 44385.2 333.43 0.32 10.70 JPY 846.50 0.54 461.26 1.00 461.26 44385.2 96.23 -15.10 -145.31 LEANHOG 293.20 2.07 607.08 1.00 607.08 44385.2 73.11 8.88 64.95 LIVECOW 746.40 0.68 510.20 1.00 510.20 44385.2 87.00 -1.94 -16.91 LUMBER-new 137.36 1.69 231.93 1.00 231.93 44385.2 191.37 -19.65 -376.01 MILK 351.60 1.18 413.65 1.00 413.65 44385.2 107.30 -19.88 -213.28 MXP 272.50 0.88 239.87 1.00 239.87 44385.2 185.04 -0.21 -3.87 NASDAQ_micro 302.76 0.95 286.54 1.00 286.54 44385.2 154.90 -10.03 -155.40 NIKKEI 31355.00 1.03 32319.42 0.01 217.45 44385.2 204.12 2.60 53.01 NZD 599.95 0.63 380.75 1.00 380.75 44385.2 116.57 0.44 5.10 OAT 1220.90 0.51 626.06 1.05 658.27 44385.2 67.43 -2.27 -15.34 OATIES 221.00 1.66 366.05 1.00 366.05 44385.2 121.25 -7.37 -89.31 OJ 545.70 1.22 668.18 1.00 668.18 44385.2 66.43 20.00 132.85 PALLAD 1163.00 1.77 2063.12 1.00 2063.12 44385.2 21.51 -8.04 -17.31 PLAT 442.05 1.54 682.70 1.00 682.70 44385.2 65.01 -2.89 -18.78 REDWHEAT 341.00 1.75 598.36 1.00 598.36 44385.2 74.18 -20.00 -148.36 RICE 327.40 1.02 333.53 1.00 333.53 44385.2 133.08 -4.03 -53.69 ROBUSTA 228.00 1.23 279.35 1.00 279.35 44385.2 158.89 0.18 2.79 RUSSELL 88.12 0.95 84.00 1.00 84.00 44385.2 528.39 -15.73 -831.39 SHATZ 1050.85 0.08 81.45 1.05 85.64 44385.2 518.28 -9.51 -493.13 SILVER-mini 545.00 1.64 892.40 1.00 892.40 44385.2 49.74 -11.57 -57.53 SMI 1090.40 0.67 735.91 1.09 804.54 44385.2 55.17 -1.50 -8.27 SOFR 2397.00 0.07 163.69 1.00 163.69 44385.2 271.15 -11.21 -303.83 SOYBEAN 627.12 0.92 577.45 1.00 577.45 44385.2 76.86 -3.47 -26.65 SOYMEAL 370.40 1.29 476.66 1.00 476.66 44385.2 93.12 -12.31 -114.63 SOYOIL 327.06 1.48 483.12 1.00 483.12 44385.2 91.87 -3.81 -35.02 SP400 2478.50 0.86 2122.70 1.00 2122.70 44385.2 20.91 -14.80 -30.95 SP500_micro 217.46 0.74 160.68 1.00 160.68 44385.2 276.23 -14.48 -400.11 SUGAR11 285.15 1.32 377.14 1.00 377.14 44385.2 117.69 3.67 43.18 US10 1068.75 0.37 390.92 1.00 390.92 44385.2 113.54 -13.42 -152.43 US10U 1097.19 0.50 551.15 1.00 551.15 44385.2 80.53 -12.21 -98.30 US2 2025.70 0.10 199.03 1.00 199.03 44385.2 223.01 -13.04 -290.74 US20 1105.31 0.75 829.32 1.00 829.32 44385.2 53.52 -11.24 -60.18 US30 1142.81 1.10 1256.92 1.00 1256.92 44385.2 35.31 -11.25 -39.72 US5 1047.97 0.24 250.36 1.00 250.36 44385.2 177.28 -14.41 -255.46 VIX 184.50 2.95 543.51 1.00 543.51 44385.2 81.66 -12.85 -104.90 WHEAT 333.50 1.59 531.86 1.00 531.86 44385.2 83.45 -17.48 -145.88 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -84.024 0.010 2.5 -2.180 BITCOIN -135.599 0.043 2.5 -14.684 BOBL -96.866 0.004 2.5 -0.982 BTP -42.614 0.014 2.5 -1.454 BUND -34.514 0.004 2.5 -0.350 BUXL -25.455 0.004 2.5 -0.258 CAC -1.912 0.014 2.5 -0.065 CAD -219.717 0.010 2.5 -5.701 CANOLA -469.318 0.010 2.5 -11.419 CHF -147.893 0.010 2.5 -3.837 COCOA -20.107 0.009 2.5 -0.431 COFFEE -97.123 0.005 2.5 -1.134 COPPER -45.008 0.043 2.5 -4.874 CORN -115.187 0.010 2.5 -2.803 COTTON2 -2.197 0.009 2.5 -0.047 CRUDE_W 25.951 0.043 2.5 2.810 DAX -12.182 0.014 2.5 -0.416 DOW -623.014 0.009 2.5 -14.480 DX 139.992 0.010 2.5 3.632 EUR -69.739 0.010 2.5 -1.810 EURIBOR-ICE 57.924 0.014 2.5 1.976 EUROSTX 29.234 0.014 2.5 0.997 FEEDCOW 4.791 0.013 2.5 0.159 GASOIL 26.264 0.017 2.5 1.139 GASOLINE -0.892 0.017 2.5 -0.039 GAS_US_mini -43.828 0.043 2.5 -4.746 GBP -71.577 0.010 2.5 -1.857 GOLD_micro -837.972 0.014 2.5 -28.584 HEATOIL 1.444 0.017 2.5 0.063 JGB-SGX-mini 10.698 0.043 2.5 1.158 JPY -145.306 0.010 2.5 -3.770 LEANHOG 64.951 0.024 2.5 3.948 LIVECOW -16.906 0.013 2.5 -0.560 LUMBER-new -376.005 0.009 2.5 -7.991 MILK -213.276 0.009 2.5 -4.568 MXP -3.874 0.059 2.5 -0.569 NASDAQ_micro -155.405 0.009 2.5 -3.612 NIKKEI 53.009 0.043 2.5 5.741 NZD 5.095 0.010 2.5 0.132 OAT -15.336 0.014 2.5 -0.523 OATIES -89.309 0.010 2.5 -2.173 OJ 132.854 0.009 2.5 2.846 PALLAD -17.305 0.014 2.5 -0.590 PLAT -18.775 0.014 2.5 -0.640 REDWHEAT -148.356 0.005 2.5 -1.968 RICE -53.686 0.010 2.5 -1.306 ROBUSTA 2.787 0.005 2.5 0.033 RUSSELL -831.387 0.013 2.5 -27.552 SHATZ -493.134 0.004 2.5 -5.001 SILVER-mini -57.530 0.014 2.5 -1.962 SMI -8.271 0.014 2.5 -0.282 SOFR -303.832 0.024 2.5 -18.466 SOYBEAN -26.648 0.004 2.5 -0.248 SOYMEAL -114.630 0.004 2.5 -1.066 SOYOIL -35.018 0.004 2.5 -0.326 SP400 -30.954 0.013 2.5 -1.026 SP500_micro -400.109 0.009 2.5 -9.299 SUGAR11 43.175 0.009 2.5 0.918 US10 -152.426 0.005 2.5 -1.932 US10U -98.299 0.005 2.5 -1.246 US2 -290.744 0.005 2.5 -3.684 US20 -60.177 0.005 2.5 -0.763 US30 -39.716 0.005 2.5 -0.503 US5 -255.463 0.005 2.5 -3.237 VIX -104.900 0.099 2.5 -25.895 WHEAT -145.876 0.005 2.5 -1.935 ===================== Position diags ===================== AUD 2.66 BITCOIN 70.05 BOBL 1.47 BTP 2.13 BUND 0.70 BUXL 0.31 CAC 2.57 CAD 3.97 CANOLA 10.17 CHF 1.92 COCOA 2.06 COFFEE 0.57 COPPER 4.75 CORN 3.58 COTTON2 1.78 CRUDE_W 3.51 DAX 12.43 DOW 9.60 DX 2.96 EUR 1.78 EURIBOR-ICE 10.46 EUROSTX 3.82 FEEDCOW 1.59 GASOIL 1.24 GASOLINE 1.14 GAS_US_mini 21.36 GBP 2.83 GOLD_micro 14.29 HEATOIL 0.96 JGB-SGX-mini 36.11 JPY 2.50 LEANHOG 4.44 LIVECOW 2.88 LUMBER-new 4.07 MILK 2.30 MXP 27.16 NASDAQ_micro 3.60 NIKKEI 22.10 NZD 3.02 OAT 2.30 OATIES 2.95 OJ 1.42 PALLAD 0.73 PLAT 2.22 REDWHEAT 0.98 RICE 3.24 ROBUSTA 1.86 RUSSELL 17.51 SHATZ 5.26 SILVER-mini 1.70 SMI 1.88 SOFR 16.48 SOYBEAN 0.71 SOYMEAL 0.87 SOYOIL 0.86 SP400 0.69 SP500_micro 6.42 SUGAR11 2.50 US10 1.44 US10U 1.02 US2 2.83 US20 0.68 US30 0.45 US5 2.25 VIX 20.16 WHEAT 1.11 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.2 -2.4 -1.9 -2.0 -2 BITCOIN -14.7 -21.7 -7.7 -38.0 -38 BOBL -1.0 -1.1 -0.8 -3.0 -3 BTP -1.5 -1.7 -1.2 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 -0.3 0.2 0.0 0 CAD -5.7 -6.1 -5.3 -1.0 -1 CANOLA -11.4 -12.4 -10.4 NaN 0 CHF -3.8 -4.0 -3.6 -6.0 -6 COCOA -0.4 -0.6 -0.2 -2.0 -2 COFFEE -1.1 -1.2 -1.1 -2.0 -2 COPPER -4.9 -5.3 -4.4 -6.0 -6 CORN -2.8 -3.2 -2.4 0.0 0 COTTON2 -0.0 -0.2 0.1 -1.0 -1 CRUDE_W 2.8 2.5 3.2 3.0 3 DAX -0.4 -1.7 0.8 0.0 0 DOW -14.5 -15.4 -13.5 -6.0 -6 DX 3.6 3.3 3.9 NaN 0 EUR -1.8 -2.0 -1.6 -10.0 -10 EURIBOR-ICE 2.0 0.9 3.0 7.0 7 EUROSTX 1.0 0.6 1.4 0.0 0 FEEDCOW 0.2 0.0 0.3 4.0 4 GASOIL 1.1 1.0 1.3 0.0 0 GASOLINE -0.0 -0.2 0.1 2.0 2 GAS_US_mini -4.7 -6.9 -2.6 -13.0 -13 GBP -1.9 -2.1 -1.6 0.0 0 GOLD_micro -28.6 -30.0 -27.2 -21.0 -21 HEATOIL 0.1 -0.0 0.2 0.0 0 JGB-SGX-mini 1.2 -2.5 4.8 15.0 15 JPY -3.8 -4.0 -3.5 -6.0 -6 LEANHOG 3.9 3.5 4.4 2.0 2 LIVECOW -0.6 -0.8 -0.3 -2.0 -2 LUMBER-new -8.0 -8.4 -7.6 NaN 0 MILK -4.6 -4.8 -4.3 NaN 0 MXP -0.6 -3.3 2.1 13.0 13 NASDAQ_micro -3.6 -4.0 -3.3 -3.0 -3 NIKKEI 5.7 3.5 8.0 8.0 8 NZD 0.1 -0.2 0.4 -1.0 -1 OAT -0.5 -0.8 -0.3 0.0 0 OATIES -2.2 -2.5 -1.9 NaN 0 OJ 2.8 2.7 3.0 NaN 0 PALLAD -0.6 -0.7 -0.5 -1.0 -1 PLAT -0.6 -0.9 -0.4 -4.0 -4 REDWHEAT -2.0 -2.1 -1.9 -4.0 -4 RICE -1.3 -1.6 -1.0 NaN 0 ROBUSTA 0.0 -0.2 0.2 2.0 2 RUSSELL -27.6 -29.3 -25.8 -10.0 -10 SHATZ -5.0 -5.5 -4.5 NaN 0 SILVER-mini -2.0 -2.1 -1.8 NaN 0 SMI -0.3 -0.5 -0.1 0.0 0 SOFR -18.5 -20.1 -16.8 NaN 0 SOYBEAN -0.2 -0.3 -0.2 0.0 0 SOYMEAL -1.1 -1.2 -1.0 0.0 0 SOYOIL -0.3 -0.4 -0.2 -1.0 -1 SP400 -1.0 -1.1 -1.0 -2.0 -2 SP500_micro -9.3 -9.9 -8.7 -1.0 -1 SUGAR11 0.9 0.7 1.2 0.0 0 US10 -1.9 -2.1 -1.8 NaN 0 US10U -1.2 -1.3 -1.1 -1.0 -1 US2 -3.7 -4.0 -3.4 NaN 0 US20 -0.8 -0.8 -0.7 -3.0 -3 US30 -0.5 -0.5 -0.5 -1.0 -1 US5 -3.2 -3.5 -3.0 -5.0 -5 VIX -25.9 -27.9 -23.9 -17.0 -17 WHEAT -1.9 -2.0 -1.8 -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 1.0 3.1 1.3 4.2 1.3 1.1 3.1 1.3 3.4 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 1.0 3.1 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 0.0 -0.0 -0.0 0.0 -0.1 0.0 -0.4 -0.0 -0.4 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.1 0.4 -0.1 0.0 -0.1 -0.0 -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 -0.3 -0.2 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.2 0.1 0.2 0.2 -0.0 -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 -0.0 0.2 -0.2 0.7 -0.1 0.7 BOBL -0.3 -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 -0.1 -0.2 -0.1 -0.1 -0.0 -0.2 -0.1 1.2 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.6 0.4 0.3 0.2 0.1 -0.7 -0.7 -0.6 -0.5 BTP -0.6 -0.5 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.8 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.8 0.0 -0.0 0.0 0.2 -0.4 -0.7 -0.0 0.3 BUND -0.5 -0.2 -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 -0.0 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 -0.6 -0.4 -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 0.0 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 -0.0 -0.1 -0.0 0.0 -0.7 -0.7 -0.3 0.7 CAC -0.4 -0.4 -0.3 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 -0.0 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 -0.0 -0.0 -0.1 0.1 -0.1 0.2 -0.1 0.4 0.4 0.3 0.6 0.1 0.7 0.2 CAD 0.1 -0.3 -0.2 -0.1 0.0 -0.0 -0.1 0.1 -0.1 -0.1 -0.2 -0.1 -0.5 -0.1 -0.2 -0.1 -0.0 -0.0 -0.0 -0.2 -0.1 -0.2 -0.2 -0.2 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.5 0.3 -0.1 -0.5 -0.7 -0.7 -0.7 -0.6 CANOLA -0.6 -0.6 0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.0 -0.2 0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.2 -2.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.3 -0.3 -0.6 -0.4 0.4 -0.3 0.1 0.4 0.5 CHF -0.6 -0.6 -0.3 -0.1 0.0 -0.0 -0.0 0.1 -0.1 0.1 -0.2 -0.1 0.3 -0.2 -0.2 -0.3 -0.3 -0.3 -0.3 -0.2 -0.1 -0.1 0.0 -0.2 -1.3 -0.1 0.0 -0.1 -0.0 0.0 -0.1 -1.1 -0.1 -0.6 -0.6 -0.4 -0.7 -0.7 -0.7 -0.7 COCOA -0.6 -0.5 0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.4 -0.2 0.6 -0.1 0.1 -0.0 -0.0 -0.1 -0.1 0.0 0.2 -0.1 0.5 -0.1 -1.7 0.0 -0.0 0.2 -0.0 0.4 -0.0 -0.4 -0.4 -0.3 0.5 0.6 0.1 -0.3 0.6 0.1 COFFEE 0.0 -0.0 -0.5 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -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 -0.2 -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 -0.4 COPPER -0.4 -0.2 -0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.3 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.8 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.4 -0.1 -0.1 0.1 0.2 -0.7 0.3 -0.7 CORN 0.2 -0.2 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 0.1 -0.4 0.1 -0.5 -0.0 -0.2 -0.1 0.0 -0.1 -0.1 -0.1 -0.2 0.1 -0.4 0.0 -1.8 -0.0 0.1 -0.1 0.0 -0.2 0.0 -0.2 0.5 0.5 0.2 -0.1 -0.2 0.1 0.1 0.3 COTTON2 -0.1 0.1 0.4 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.3 -0.0 -0.3 0.0 0.1 -0.1 0.1 0.0 0.0 0.1 0.1 -0.0 0.1 0.0 -2.7 0.1 -0.0 0.2 -0.0 0.2 0.0 0.1 0.3 0.6 0.6 0.4 -0.6 -0.5 0.3 0.4 CRUDE_W -0.6 0.2 0.6 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.2 0.5 -0.2 0.2 0.0 0.2 0.4 0.2 0.4 0.3 0.2 0.2 -0.2 0.4 -0.0 -0.8 0.1 -0.1 0.2 -0.1 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 -0.0 -0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.2 0.5 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 0.1 -0.2 2.5 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 -0.2 -0.3 -0.1 0.1 -0.2 0.7 0.0 0.7 0.3 DOW -0.6 -0.6 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 0.0 -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 -1.3 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 -0.3 -0.3 -0.3 -0.3 0.5 -0.5 -0.2 -0.7 -0.3 DX 0.3 0.6 0.4 -0.1 0.0 -0.0 -0.0 0.1 -0.1 -0.0 0.4 0.1 -0.2 0.2 0.2 0.1 0.1 0.1 0.1 0.2 0.2 0.1 0.3 0.2 -2.7 0.1 -0.0 0.1 0.0 0.1 0.1 0.7 0.5 0.6 0.6 0.6 0.1 0.3 0.2 0.7 EUR -0.3 -0.6 -0.3 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.1 -0.3 -0.1 0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.2 1.7 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.4 -0.1 -0.4 -0.6 -0.4 -0.3 -0.6 -0.2 -0.1 EURIBOR-ICE -0.2 0.0 0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 -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 0.4 0.3 0.2 -0.7 -0.7 0.4 0.5 EUROSTX -0.3 -0.5 -0.4 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 0.0 -0.0 -0.2 0.5 -0.2 -0.2 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 0.2 -0.2 0.7 -0.1 0.0 -0.1 -0.1 0.1 -0.1 0.3 0.1 0.4 0.3 0.0 0.5 0.1 0.7 0.5 FEEDCOW -0.6 -0.4 0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 0.5 -0.2 0.7 -0.0 0.1 -0.2 -0.4 -0.3 -0.4 0.1 0.2 -0.2 0.5 -0.1 -0.2 0.0 -0.1 0.2 -0.1 0.4 -0.0 -1.1 -0.5 0.4 0.6 0.6 0.4 -0.2 0.7 0.1 GASOIL -0.6 0.1 0.6 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 0.4 -0.1 0.2 0.0 0.1 0.4 0.4 0.4 0.4 0.2 0.2 -0.2 0.4 -0.0 1.3 0.0 -0.1 0.1 -0.1 0.1 -0.0 0.0 -0.1 0.4 0.2 0.6 -0.6 0.1 -0.7 -0.1 GASOLINE -0.6 -0.4 0.5 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.2 0.4 -0.2 0.2 -0.2 0.1 0.4 0.4 0.4 0.4 0.0 0.2 -0.2 0.5 -0.2 -2.7 0.0 -0.1 0.1 -0.1 0.2 -0.1 1.1 -0.5 -0.6 -0.6 -0.3 0.7 0.4 0.7 0.2 GAS_US_mini 0.2 0.1 0.6 0.1 -0.1 0.2 -0.1 0.2 -0.0 0.2 -0.5 0.1 -0.7 -0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 0.2 -0.5 0.0 2.7 0.0 0.2 -0.0 0.2 -0.2 0.1 -1.1 0.5 0.6 -0.6 -0.6 -0.1 0.2 -0.3 0.0 GBP -0.5 -0.6 -0.3 -0.1 0.0 -0.0 -0.0 0.1 -0.1 0.1 -0.1 -0.1 0.4 -0.2 -0.2 -0.0 -0.0 -0.0 -0.0 -0.2 -0.1 -0.1 0.0 -0.2 -0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.2 0.2 -0.6 -0.6 -0.5 -0.1 0.4 0.1 0.7 GOLD_micro -0.6 -0.4 -0.6 -0.1 -0.1 -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 -0.1 -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 -0.0 0.6 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.2 0.4 -0.2 0.2 -0.0 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 0.2 -0.0 0.0 -0.3 0.0 -0.2 0.6 0.2 -0.1 -0.0 -0.2 JGB-SGX-mini -0.4 -0.5 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.2 -0.1 -0.1 0.4 0.4 0.3 0.3 -0.1 -0.1 -0.1 -0.0 -0.2 -0.1 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 1.1 0.2 0.1 0.2 0.1 -0.3 -0.4 0.4 0.3 JPY -0.1 -0.4 -0.6 -0.0 0.0 -0.0 -0.0 0.0 -0.1 -0.0 -0.5 -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 -0.0 -1.1 0.0 -0.1 -0.4 -0.6 -0.2 -0.7 -0.1 -0.7 LEANHOG -0.3 0.1 0.6 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 -0.0 0.4 0.4 0.4 0.4 -0.0 -0.0 -0.0 -0.2 -0.0 1.3 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 1.1 0.0 0.1 0.0 -0.0 -0.3 -0.0 0.5 0.7 LIVECOW -0.3 -0.3 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.5 -0.2 0.7 0.0 0.2 -0.4 -0.1 -0.4 -0.2 0.1 0.2 -0.1 0.5 -0.0 0.2 0.1 -0.0 0.3 -0.1 0.5 -0.0 -0.5 -0.5 0.6 0.6 0.6 -0.7 -0.7 -0.6 -0.6 LUMBER-new -0.0 -0.3 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -0.6 -0.2 -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 -0.1 -0.2 -0.1 -0.2 -0.1 -1.2 0.2 0.3 0.1 -0.6 -0.5 -0.8 -0.2 -0.8 MILK -0.6 0.0 0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -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 0.2 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -1.1 -0.1 -0.6 0.0 -0.5 -0.7 -0.7 -0.6 -0.7 MXP -0.5 -0.6 -0.6 -0.0 0.0 -0.0 -0.0 0.0 -0.0 -0.1 0.2 -0.1 0.4 -0.1 -0.1 0.3 0.3 0.3 0.3 -0.1 0.1 -0.2 0.4 -0.2 -2.7 -0.0 -0.1 0.1 -0.1 0.2 -0.1 1.1 -0.5 -0.1 -0.0 0.1 0.7 0.3 0.7 0.7 NASDAQ_micro -0.6 -0.6 -0.2 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 0.2 -0.1 0.3 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 0.1 -0.0 0.3 -0.1 -2.7 -0.0 0.0 0.1 -0.0 0.2 -0.0 -0.3 0.5 0.1 0.2 0.4 -0.0 -0.5 -0.2 -0.6 NIKKEI -0.6 -0.4 -0.3 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 -0.0 0.3 -0.1 0.5 -0.1 -0.0 0.1 0.2 0.2 0.2 -0.0 0.1 -0.2 0.5 -0.2 -1.1 -0.0 -0.1 0.1 -0.1 0.3 -0.1 1.1 -0.4 -0.0 0.6 0.5 0.0 0.1 -0.1 0.4 NZD 0.4 -0.1 -0.3 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.1 -0.4 0.1 -0.1 -0.0 -0.1 0.0 0.0 0.0 0.0 -0.1 -0.1 0.0 -0.3 0.0 0.1 -0.0 0.1 -0.1 0.0 -0.1 0.0 0.2 0.5 0.6 0.2 -0.3 0.0 -0.5 0.2 0.3 OAT -0.5 -0.3 -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 0.1 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 0.1 0.1 0.1 0.1 -0.7 -0.7 -0.2 0.2 OATIES -0.6 -0.6 0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 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 0.0 -0.0 0.1 -0.0 -1.1 0.2 -0.6 0.3 0.6 0.3 0.5 0.7 0.7 OJ 0.6 0.6 0.6 -0.1 -0.0 -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 0.7 PALLAD -0.0 0.1 0.0 -0.0 -0.0 -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 -0.2 -0.5 -0.1 0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 0.1 -0.1 0.2 0.1 -0.3 -0.4 -0.2 0.1 -0.1 PLAT -0.2 0.0 -0.3 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 1.7 -0.0 -0.0 -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 -0.0 -0.1 -0.1 -0.1 -0.4 -0.1 -0.5 -0.1 -0.2 -0.1 0.0 -0.1 -0.0 -0.2 -0.2 -0.1 -0.3 -0.2 -2.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.2 -0.4 -0.3 -0.5 -0.6 -0.7 -0.6 -0.6 -0.3 RICE -0.3 -0.0 0.3 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.2 -0.0 0.1 -0.1 0.1 -0.4 0.2 -0.1 0.1 0.0 0.1 -0.0 0.1 -0.0 -2.7 -0.0 0.0 0.0 -0.0 0.0 -0.0 0.9 0.3 -0.0 0.2 0.2 -0.2 -0.7 0.4 -0.3 ROBUSTA -0.2 -0.2 0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 0.3 -0.2 0.5 -0.1 -0.1 0.4 0.4 0.4 0.4 -0.0 0.1 -0.2 0.5 -0.1 -2.5 -0.0 -0.1 0.1 -0.1 0.4 -0.1 1.1 -0.5 0.3 -0.0 -0.2 -0.0 -0.4 0.7 -0.1 RUSSELL -0.6 -0.6 -0.1 -0.0 -0.0 -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 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.4 -0.3 0.3 -0.4 -0.4 -0.7 -0.6 SHATZ -0.2 -0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.2 0.0 -0.3 -0.0 -0.1 -0.4 -0.2 -0.4 -0.3 -0.1 -0.1 0.0 -0.4 -0.0 1.4 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -1.0 0.5 0.4 0.2 0.1 -0.7 -0.7 -0.7 -0.7 SILVER-mini -0.4 -0.3 -0.3 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 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 -0.0 -0.0 -0.1 0.0 -0.1 -0.2 -0.5 -0.4 0.1 0.1 -0.6 -0.7 -0.2 -0.7 SMI -0.1 -0.1 -0.3 -0.1 -0.0 -0.1 -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 -0.1 -0.0 -0.1 0.8 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.6 -0.1 0.6 0.6 0.1 -0.2 -0.5 -0.3 -0.4 SOFR -0.3 -0.4 -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 -0.0 -0.0 -0.0 -0.0 -0.2 -0.1 -0.1 -0.3 -0.2 -0.2 -0.0 -0.0 -0.1 -0.0 -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 -0.0 -0.1 -0.1 -0.1 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 0.1 -0.1 0.3 0.6 -0.6 0.0 -0.5 0.3 SOYMEAL -0.5 -0.2 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 0.0 -0.1 -0.1 0.2 0.3 0.2 0.3 -0.1 -0.1 -0.1 0.0 -0.1 -2.7 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 1.1 -0.3 -0.3 0.0 0.3 -0.7 -0.7 -0.7 -0.6 SOYOIL -0.6 -0.6 0.4 -0.0 -0.0 -0.1 -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 -0.5 -0.6 -0.2 0.4 -0.1 0.2 0.6 0.7 SP400 -0.6 -0.6 -0.1 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.0 -0.2 -1.5 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.3 -0.2 0.4 -0.2 -0.4 -0.6 -0.7 SP500_micro -0.6 -0.6 -0.2 -0.0 -0.0 -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 0.0 -0.1 0.2 -0.2 -2.3 -0.0 0.0 0.0 -0.0 0.1 -0.1 -0.4 0.1 -0.3 -0.1 0.5 -0.2 -0.4 -0.4 -0.6 SUGAR11 -0.3 0.4 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.4 -0.1 0.6 0.1 0.1 0.4 0.2 0.2 0.2 0.2 0.2 -0.0 0.5 0.1 -2.7 0.0 0.0 0.2 -0.0 0.4 0.0 0.8 -0.3 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 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -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 -0.5 -0.5 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 0.0 -0.0 0.0 -0.0 -0.2 -0.2 -0.2 -0.5 -0.2 -0.4 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 -0.1 -0.0 -0.2 -0.7 -0.7 0.5 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 -0.0 -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 -0.6 -0.6 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.0 -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 -0.2 -0.2 -0.1 -0.2 -0.5 -0.7 0.7 0.7 US30 -0.6 -0.5 -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 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.3 -0.2 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.2 -0.2 -0.2 -0.1 -0.1 -0.4 -0.7 0.7 0.7 US5 -0.3 -0.3 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.3 -0.1 -0.4 -0.1 -0.1 -0.3 -0.2 -0.3 -0.3 -0.2 -0.2 -0.1 -0.4 -0.1 0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.9 0.3 0.2 0.1 -0.0 -0.7 -0.7 -0.2 -0.6 VIX 1.0 0.7 0.2 -0.0 0.0 -0.4 0.1 -0.7 0.1 -0.0 -0.9 0.2 -1.2 0.1 -0.1 -0.4 -0.6 -0.6 -0.6 -0.1 -0.3 0.1 -0.9 0.1 NaN -0.0 0.0 -0.4 0.1 -0.8 0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT 0.1 -0.6 -0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.3 0.0 -0.5 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -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 -0.3 -0.3 -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 3.7 -5.5 -9.1 -3.5 0.8 -0.4 -3.3 1.2 -4.6 2.1 -14.3 -3.7 -9.9 -9.4 -14.2 -3.7 -2.9 -3.4 -3.2 -11.4 -12.0 -5.2 -10.7 -8.4 3.3 -4.9 0.6 -4.7 -2.7 -4.0 -4.0 -1.4 0.2 5.5 -0.1 -15.5 -9.3 -20.0 -5.5 3.7 BITCOIN 10.1 -9.3 -7.2 -5.8 -7.3 -2.5 -11.2 -0.1 -9.0 18.8 3.2 19.7 5.1 -3.0 -12.7 -5.3 -4.4 -5.8 -5.4 -5.6 -4.0 11.8 -1.0 3.8 -20.0 -3.2 7.4 -3.3 6.9 -0.9 2.4 -1.1 20.0 20.0 -0.2 5.1 -5.5 20.0 -4.2 20.0 BOBL -9.9 -4.0 0.4 -2.6 -1.8 -2.0 -2.9 -1.7 -3.1 5.1 -5.9 -2.4 -7.6 -5.2 -6.2 5.7 -6.9 -7.5 -9.9 -6.2 -6.0 -2.7 -8.5 -5.9 9.3 -2.7 0.8 -2.1 -1.4 -2.6 -2.7 -10.9 14.8 7.9 5.9 4.5 -20.0 -20.0 -17.1 -16.4 BTP -20.0 -16.8 -5.5 -3.7 -2.5 -2.8 -4.1 -2.5 -4.3 -9.0 -3.6 -10.5 -0.8 -11.1 -10.1 5.6 7.5 5.6 6.1 -13.2 -6.6 -15.6 -4.6 -17.4 -6.2 -3.7 -2.6 -1.7 -4.4 -0.8 -4.9 15.8 1.1 -0.2 0.6 6.6 -12.4 -20.0 -0.2 9.4 BUND -14.1 -7.5 -1.0 -2.6 -1.8 -2.0 -3.0 -1.8 -3.1 -1.8 -7.1 -5.9 -8.1 -7.1 -7.5 -1.9 6.6 1.4 3.8 -8.2 -6.8 -7.1 -8.6 -9.3 5.9 -2.8 -0.8 -2.0 -2.6 -2.1 -3.3 13.0 6.2 3.9 3.7 3.7 -20.0 -20.0 -18.8 -1.8 BUXL -19.0 -12.6 -2.9 -2.8 -2.0 -2.2 -3.2 -1.9 -3.4 -4.1 -8.9 -7.5 -9.3 -8.5 -8.7 0.3 0.9 0.5 0.9 -12.7 -10.2 -12.4 -11.5 -14.6 1.2 -3.2 -1.5 -2.2 -3.2 -2.0 -3.7 5.7 -0.7 -2.2 -1.2 1.5 -20.0 -20.0 -9.5 19.8 CAC -11.9 -12.7 -10.0 -5.8 -2.0 -2.3 -7.0 0.5 -7.7 -1.5 2.1 -17.9 17.4 -19.1 -16.5 -7.2 -2.2 -6.5 -4.7 -14.9 -3.6 -18.4 10.4 -20.0 -5.3 -6.0 -0.8 -1.6 -7.8 3.1 -8.7 4.5 -2.5 13.1 11.2 9.1 17.1 1.6 20.0 7.2 CAD 2.1 -9.4 -6.0 -5.2 1.3 -0.7 -5.0 1.8 -6.9 -12.0 -7.6 -13.6 -12.6 -13.6 -16.6 -2.5 -2.1 -2.4 -2.3 -14.6 -10.2 -20.0 -8.4 -17.7 1.6 -6.0 -6.1 -3.8 -9.6 -2.6 -7.5 0.0 -20.0 8.3 -3.5 -15.1 -20.0 -20.0 -20.0 -19.5 CANOLA -20.0 -20.0 14.4 -2.8 -1.5 -1.9 -3.3 -1.9 -3.9 -7.7 2.7 -10.9 -3.4 -11.4 -2.4 -11.0 7.5 -5.8 1.4 -13.0 -2.8 -15.4 -2.2 -20.0 -20.0 -2.7 -2.3 -1.0 -4.3 -1.2 -4.7 4.9 -13.2 -20.0 -11.1 11.3 -8.4 1.6 11.1 14.1 CHF -20.0 -20.0 -8.5 -4.8 1.2 -0.6 -4.6 1.7 -6.4 11.9 -7.8 -13.1 8.6 -18.5 -18.7 -17.1 -14.3 -16.3 -15.3 -20.0 -12.6 -15.8 1.4 -20.0 -10.0 -6.5 2.2 -2.6 -3.7 0.1 -7.4 -20.0 -4.3 -20.0 -20.0 -13.0 -20.0 -20.0 -20.0 -20.0 COCOA -20.0 -14.4 3.1 -4.3 -2.3 -2.9 -5.2 -3.0 -6.0 -1.6 14.7 -14.2 16.6 -8.5 5.3 -2.5 -2.3 -3.5 -2.9 4.1 17.6 -12.0 20.0 -9.3 -12.4 1.6 -1.0 7.8 -4.5 10.5 -3.8 -7.9 -17.1 -10.8 14.8 20.0 1.5 -8.4 19.2 2.6 COFFEE 0.9 -0.4 -14.7 -4.9 -2.6 -3.3 -5.8 -3.4 -6.8 -16.7 -17.8 -18.7 -14.9 -17.6 -19.6 -2.9 1.4 -2.0 -0.2 -16.3 -18.8 -16.6 -18.4 -15.2 -20.0 -6.2 -6.1 -5.3 -7.3 -3.9 -6.8 -2.3 -19.3 8.8 -8.5 -20.0 -20.0 -20.0 -20.0 -10.5 COPPER -12.3 -6.0 -3.5 -4.2 -5.3 -1.8 -8.1 -0.1 -6.5 -7.3 -12.2 -13.5 -3.7 -14.3 -13.5 -5.6 -3.0 -5.3 -4.3 -12.4 -9.2 -15.7 -6.9 -15.7 -5.7 -4.8 -3.6 -3.2 -7.1 -2.5 -6.8 1.1 17.3 -3.4 -2.0 2.4 5.3 -20.0 9.5 -20.0 CORN 7.1 -7.7 -19.0 -3.6 -1.9 -2.4 -4.3 -2.5 -5.0 12.5 -14.0 11.7 -13.3 -0.6 -14.4 -4.9 2.5 -6.0 -3.1 -8.9 -15.0 6.9 -14.5 0.2 -13.7 -2.0 5.7 -4.3 4.2 -5.7 0.9 -3.8 18.9 16.5 4.9 -4.3 -5.7 1.9 1.8 8.0 COTTON2 -3.2 3.4 13.4 -4.5 -2.4 -3.0 -5.3 -3.1 -6.2 -6.6 12.8 -1.5 -8.6 1.9 12.6 -3.5 4.8 0.6 2.4 6.8 8.1 -2.0 2.0 2.0 -20.0 5.7 -2.0 6.2 -0.9 4.3 2.5 2.3 12.7 19.6 20.0 13.0 -17.3 -16.0 9.3 10.5 CRUDE_W -20.0 6.8 20.0 4.1 -11.1 5.4 -8.0 3.7 -1.6 -18.8 17.1 -14.4 5.0 3.9 15.8 20.0 12.2 19.7 14.7 17.4 19.8 -20.0 13.2 -2.5 -6.2 5.3 -12.8 6.3 -8.2 4.9 -0.3 -20.0 -2.5 14.2 6.9 1.3 20.0 10.7 20.0 8.1 DAX -14.7 -16.0 -13.8 -5.3 -1.9 -2.1 -6.5 0.4 -7.1 -3.6 -5.3 -16.6 14.0 -18.4 -18.7 -10.2 -7.7 -9.6 -8.9 -20.0 -8.3 -20.0 4.8 -20.0 18.5 -6.5 -1.5 -3.0 -6.9 0.6 -8.2 -4.0 -10.9 -2.2 2.2 -7.6 20.0 0.6 20.0 9.3 DOW -20.0 -20.0 -1.3 -4.5 -1.6 -1.8 -5.5 0.4 -6.1 -4.9 1.1 -13.9 10.0 -15.6 -11.5 -11.6 -8.6 -11.5 -10.5 -16.6 -4.5 -20.0 2.2 -20.0 -10.1 -4.2 -1.5 -0.5 -6.4 1.5 -7.0 -6.1 -12.1 -10.4 -7.9 15.1 -14.2 -7.2 -20.0 -7.9 DX 8.5 20.0 13.1 -4.8 1.2 -0.6 -4.6 1.7 -6.4 -1.5 16.6 11.9 -6.5 18.9 20.0 7.5 5.6 7.1 6.3 20.0 19.6 14.7 9.7 20.0 -20.0 7.4 -0.7 4.8 4.1 2.8 7.2 14.0 20.0 20.0 20.0 20.0 1.9 7.8 5.4 20.0 EUR -9.6 -20.0 -10.2 -3.8 0.9 -0.5 -3.6 1.3 -5.0 7.5 -11.9 -9.2 5.6 -14.4 -16.0 -6.8 -6.9 -6.8 -6.7 -18.9 -11.2 -8.8 -4.3 -18.3 12.9 -5.6 1.6 -3.1 -2.8 -1.1 -5.6 -7.8 -2.8 -11.8 -17.8 -12.6 -8.4 -18.4 -4.7 -3.1 EURIBOR-ICE -6.7 0.6 3.7 -2.5 -1.7 -1.9 -2.8 -1.7 -3.0 6.4 -4.3 -0.2 -6.9 -3.2 -1.8 -7.8 -8.0 -8.8 -8.9 -3.1 -3.9 0.0 -7.8 -2.5 17.2 -1.9 2.1 -2.0 -0.3 -3.9 -1.7 -10.8 18.6 12.4 10.4 6.9 -20.0 -20.0 13.5 14.4 EUROSTX -10.0 -14.0 -12.5 -5.2 -1.8 -2.0 -6.3 0.4 -6.9 1.4 -0.8 -14.5 14.7 -17.4 -18.0 -5.7 -1.8 -5.3 -4.1 -14.5 -4.8 -12.8 7.7 -17.3 5.3 -6.1 0.7 -2.4 -5.5 2.0 -7.4 5.3 2.8 12.5 8.1 1.1 14.5 3.5 20.0 13.6 FEEDCOW -20.0 -12.2 7.9 -5.0 -2.6 -3.3 -5.9 -3.4 -6.9 -17.6 18.4 -17.6 19.6 -4.0 12.4 -11.8 -20.0 -13.0 -20.0 11.8 20.0 -20.0 20.0 -9.5 -1.3 4.5 -7.3 8.6 -7.3 10.2 -1.8 -20.0 -20.0 12.3 20.0 20.0 12.2 -6.6 20.0 3.6 GASOIL -20.0 2.3 20.0 3.2 -8.7 4.2 -6.3 2.9 -1.3 -15.1 14.1 -9.7 6.5 1.3 13.9 20.0 20.0 20.0 20.0 17.8 20.0 -20.0 15.4 -1.3 10.0 4.6 -9.1 5.5 -5.6 3.7 -0.1 0.0 -5.9 12.8 7.3 17.4 -17.2 2.3 -20.0 -3.8 GASOLINE -20.0 -12.1 15.8 4.0 -10.8 5.2 -7.8 3.6 -1.6 -18.5 14.7 -20.0 6.7 -15.3 8.5 20.0 20.0 20.0 20.0 0.6 15.4 -20.0 18.3 -20.0 -20.0 0.1 -13.3 4.8 -13.1 6.3 -7.4 20.0 -20.0 -20.0 -20.0 -9.6 20.0 11.1 20.0 5.1 GAS_US_mini 5.6 1.7 17.5 4.7 -12.7 6.2 -9.2 4.2 -1.8 20.0 -20.0 12.0 -20.0 -10.9 -15.1 -20.0 -20.0 -20.0 -20.0 -6.1 -18.4 20.0 -20.0 3.1 20.0 0.9 20.0 -1.7 17.5 -4.9 5.6 -20.0 20.0 20.0 -20.0 -20.0 -2.1 5.8 -9.5 0.2 GBP -16.3 -20.0 -9.2 -4.7 1.1 -0.6 -4.5 1.6 -6.3 13.3 -3.1 -11.9 10.1 -18.0 -18.6 -0.5 -0.7 -0.3 -0.4 -20.0 -9.5 -10.8 0.3 -20.0 -0.2 -6.5 2.6 -2.7 -3.2 -0.6 -7.0 2.8 7.3 -20.0 -19.9 -14.1 -2.8 11.3 2.9 20.0 GOLD_micro -20.0 -13.4 -19.3 -5.6 -7.0 -2.4 -10.8 -0.1 -8.7 -18.2 -16.6 -20.0 2.0 -20.0 -20.0 -19.3 -14.6 -18.6 -16.9 -20.0 -20.0 -20.0 -7.0 -20.0 -9.9 -6.5 -7.3 -3.2 -12.1 -0.5 -10.3 -19.7 -20.0 -20.0 -20.0 -15.9 -11.8 -20.0 -6.4 -20.0 HEATOIL -20.0 -0.9 20.0 3.8 -10.1 4.9 -7.4 3.4 -1.5 -17.4 14.8 -14.6 6.0 -3.1 14.2 20.0 20.0 20.0 20.0 16.9 20.0 -20.0 17.2 -6.9 -20.0 4.1 -12.1 6.7 -8.5 5.9 -2.3 0.5 -11.3 0.7 -7.0 20.0 4.8 -2.2 -1.1 -6.0 JGB-SGX-mini -12.9 -15.2 -20.0 -3.7 -2.6 -2.8 -4.2 -2.5 -4.4 -7.2 -0.8 -10.3 4.4 -11.4 -12.0 20.0 20.0 17.3 17.2 -13.5 -7.3 -13.7 -0.1 -14.8 -0.9 -4.1 -2.6 -2.4 -4.5 -1.0 -4.7 20.0 8.4 3.5 7.2 2.5 -8.0 -11.7 10.8 10.2 JPY -2.4 -12.8 -17.7 -3.6 0.9 -0.4 -3.4 1.2 -4.7 -3.3 -16.8 -11.2 -15.7 -14.6 -16.5 -19.0 -14.9 -17.8 -16.6 -20.0 -20.0 -8.2 -20.0 -15.9 20.0 -6.1 -1.1 -6.6 -2.4 -6.5 -4.4 -20.0 0.3 -4.2 -11.3 -20.0 -5.5 -20.0 -2.6 -20.0 LEANHOG -8.6 2.7 17.5 -2.3 -1.2 -1.5 -2.7 -1.6 -3.2 0.8 -1.4 -4.7 -4.0 -4.8 -1.4 20.0 20.0 20.0 20.0 -2.4 -3.0 -2.9 -5.7 -4.1 9.8 -2.1 2.4 -3.8 -1.6 -6.2 -2.4 20.0 1.1 2.6 0.4 -1.2 -8.7 -1.1 13.9 20.0 LIVECOW -9.6 -9.3 3.3 -5.3 -2.8 -3.6 -6.4 -3.7 -7.4 -14.8 20.0 -14.0 20.0 2.2 14.1 -20.0 -3.4 -20.0 -8.3 12.4 20.0 -15.7 20.0 -2.2 1.3 5.9 -5.4 11.2 -5.8 13.3 -0.5 -10.3 -20.0 20.0 20.0 20.0 -20.0 -20.0 -18.7 -19.0 LUMBER-new -0.8 -8.7 -8.4 -5.6 -3.0 -3.6 -6.7 -3.0 -7.8 -17.4 -20.0 -14.1 -20.0 -19.1 -20.0 -15.9 -14.1 -15.8 -14.8 -17.0 -17.2 -11.8 -14.6 -13.4 NaN -7.3 -7.7 -6.4 -5.9 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5.5 -9.9 0.0 0.6 -3.1 6.9 -4.5 3.5 -4.0 0.6 4.3 19.0 20.0 7.1 -10.3 1.0 -14.7 6.5 8.0 OAT -15.9 -8.2 -1.9 -2.9 -2.0 -2.2 -3.2 -1.9 -3.4 -4.5 -7.6 -7.2 -8.5 -8.1 -8.2 5.8 8.1 6.1 6.8 -9.1 -7.0 -9.3 -8.2 -10.9 8.0 -3.0 -1.5 -2.0 -3.2 -2.0 -3.7 16.9 4.5 3.1 3.9 4.2 -20.0 -20.0 -5.6 7.3 OATIES -20.0 -19.7 18.0 -3.0 -1.6 -2.0 -3.5 -2.1 -4.1 -7.3 5.7 -9.2 -0.9 -9.5 -1.2 -16.0 -6.6 -16.6 -13.6 -3.3 7.6 -11.1 8.3 -13.0 -20.0 -0.6 -1.6 1.8 -2.6 1.9 -3.0 -20.0 8.5 -20.0 7.9 18.7 7.5 13.6 20.0 20.0 OJ 18.2 20.0 20.0 -5.5 -2.9 -3.7 -6.5 -3.8 -7.6 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 9.0 9.8 9.6 8.9 10.5 8.4 20.0 20.0 20.0 20.0 20.0 3.6 6.4 18.2 19.8 PALLAD -0.2 4.5 0.0 -3.2 -4.0 -1.4 -6.1 -0.1 -5.0 -10.7 -13.0 -10.1 -13.9 -8.9 -11.1 -3.3 -2.7 -3.0 -2.9 -9.3 -15.3 -16.8 -20.0 -10.7 0.3 -3.7 -8.7 -4.4 -8.2 -5.6 -5.0 2.4 -2.5 6.8 1.9 -8.7 -10.9 -6.3 2.6 -2.0 PLAT -4.7 0.9 -10.0 -3.0 -3.8 -1.3 -5.8 -0.1 -4.7 -6.9 -10.8 -10.5 -4.0 -10.2 -10.2 -3.9 -2.5 -3.6 -3.1 -9.6 -8.5 -13.4 -5.8 -11.7 12.9 -2.1 -3.9 -1.5 -6.0 -1.0 -4.1 2.4 -1.5 1.1 9.7 -3.0 -0.2 -17.9 8.8 -14.5 REDWHEAT -7.3 -17.4 -14.0 -3.7 -2.0 -2.5 -4.4 -2.6 -5.1 -6.7 -13.8 -10.8 -14.8 -13.4 -15.5 -4.3 0.8 -3.3 -1.1 -19.8 -16.7 -14.3 -12.2 -18.8 -15.1 -5.2 -2.3 -3.9 -4.6 -2.3 -5.6 -3.5 -17.2 -8.9 -15.2 -17.4 -20.0 -19.4 -18.9 -9.4 RICE -8.4 -0.4 10.7 -4.3 -2.3 -2.9 -5.1 -3.0 -5.9 1.6 7.4 -3.5 4.0 -8.4 5.3 -18.6 11.8 -7.5 7.5 2.2 5.0 -3.4 3.7 -3.2 -20.0 -0.3 3.7 1.6 -1.8 1.3 -2.7 16.5 13.0 -0.6 5.5 6.5 -6.8 -20.0 12.3 -9.0 ROBUSTA -6.6 -6.3 2.8 -4.4 -2.3 -2.9 -5.3 -3.1 -6.1 -16.8 11.5 -16.5 13.8 -8.8 -7.5 20.0 20.0 20.0 20.0 -1.5 11.6 -18.3 20.0 -10.2 -19.1 -1.3 -13.0 5.0 -10.0 10.2 -5.7 20.0 -20.0 9.2 -0.3 -5.5 -0.4 -12.6 20.0 -2.3 RUSSELL -20.0 -20.0 -2.3 -4.4 -1.6 -1.7 -5.4 0.4 -5.9 -8.7 -7.8 -14.8 -5.0 -16.3 -13.6 -8.3 -6.2 -8.1 -7.3 -20.0 -10.4 -20.0 -4.9 -20.0 -2.9 -4.6 -3.1 -1.5 -6.2 0.2 -6.6 -1.3 -2.2 -13.4 -9.0 9.1 -11.3 -11.7 -20.0 -19.0 SHATZ -6.0 -4.0 -3.7 -2.6 -1.8 -2.0 -3.0 -1.8 -3.1 7.2 -7.4 0.4 -8.1 -4.2 -5.8 -20.0 -10.3 -20.0 -17.3 -6.6 -8.8 2.2 -13.4 -3.5 10.8 -2.4 2.8 -2.7 0.9 -3.8 -1.4 -19.3 20.0 12.0 6.7 3.5 -20.0 -20.0 -20.0 -20.0 SILVER-mini -13.4 -9.5 -7.9 -3.3 -4.2 -1.5 -6.4 -0.1 -5.2 -7.7 -4.0 -11.5 2.4 -12.0 -10.9 -7.8 -6.2 -7.6 -7.0 -12.8 -6.4 -20.0 -1.6 -19.2 6.4 -2.8 -4.5 -0.7 -7.5 0.3 -5.7 -4.1 -19.2 -12.8 2.0 3.1 -16.5 -20.0 -6.7 -20.0 SMI -4.3 -4.2 -9.8 -5.0 -1.8 -2.0 -6.0 0.4 -6.6 -6.8 -0.9 -14.5 4.8 -13.1 -13.9 4.1 1.4 1.0 0.3 -10.2 -6.2 -14.5 -1.5 -13.3 5.9 -4.2 -2.6 -2.3 -8.1 -1.8 -6.8 11.6 -3.4 20.0 17.5 2.7 -5.8 -15.7 -9.3 -11.6 SOFR -10.5 -11.3 -17.0 -3.6 -2.5 -2.7 -4.0 -2.4 -4.2 -5.0 -10.1 -8.6 -7.1 -10.1 -10.8 -0.9 -1.0 -1.6 -1.4 -14.6 -12.6 -12.4 -10.0 -14.3 -1.8 -4.1 -2.8 -3.3 -4.1 -2.5 -4.3 1.8 9.3 5.3 3.8 -0.0 -20.0 -20.0 -8.0 -5.8 SOYBEAN -16.0 -3.7 8.0 -3.6 -1.9 -2.4 -4.3 -2.5 -5.0 -10.5 6.0 -12.5 1.9 -11.2 1.0 10.6 17.7 10.2 13.1 -3.5 1.4 -7.5 1.1 -8.4 -20.0 -1.3 -3.1 0.7 -3.3 0.8 -3.5 20.0 3.9 -4.1 7.8 17.6 -17.4 0.0 -13.9 7.5 SOYMEAL -16.7 -5.4 -2.5 -3.3 -1.7 -2.2 -3.9 -2.3 -4.5 -11.2 -8.0 -12.6 1.3 -11.9 -8.6 8.8 17.5 10.9 14.8 -8.7 -4.7 -14.8 0.3 -13.3 -20.0 -2.7 -5.1 -0.1 -6.1 2.4 -5.2 20.0 -11.3 -9.0 0.4 9.3 -20.0 -20.0 -20.0 -18.7 SOYOIL -20.0 -17.5 13.4 -2.9 -1.5 -1.9 -3.4 -2.0 -4.0 -9.7 5.7 -11.1 -0.0 -11.2 -0.2 16.7 12.2 15.0 12.8 -7.5 1.6 -19.3 2.6 -17.6 -20.0 -2.2 -4.5 0.1 -5.4 0.5 -4.8 17.1 -20.0 -18.0 -5.0 11.2 -1.8 6.0 19.0 20.0 SP400 -20.0 -20.0 -2.4 -4.0 -1.4 -1.6 -4.9 0.3 -5.3 -6.2 -4.6 -12.6 3.1 -14.4 -10.9 -5.3 -5.0 -5.6 -5.5 -18.0 -7.2 -20.0 -0.7 -20.0 -11.2 -3.9 -2.7 -1.1 -5.7 0.6 -5.9 1.3 -2.3 -10.2 -5.5 13.1 -5.8 -12.8 -17.9 -20.0 SP500_micro -20.0 -20.0 -5.4 -4.1 -1.5 -1.6 -5.0 0.3 -5.5 1.3 5.7 -11.5 8.6 -12.9 -9.5 -11.1 -9.7 -11.8 -11.2 -12.4 0.5 -14.1 7.1 -19.5 -17.2 -3.4 0.5 0.8 -4.1 3.0 -5.5 -7.6 6.2 -8.2 -1.7 16.4 -6.5 -12.6 -10.5 -18.4 SUGAR11 -9.2 12.1 2.6 -4.6 -2.5 -3.1 -5.5 -3.2 -6.4 3.6 16.5 -8.3 16.8 9.4 13.5 20.0 12.3 10.2 8.7 15.9 20.0 -2.3 20.0 6.2 -20.0 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-9.1 -9.2 -6.4 -4.1 -6.8 -5.6 -16.1 -13.6 -17.3 -12.5 -17.8 -2.2 -3.2 -3.0 -2.6 -3.8 -2.0 -3.8 -4.3 -6.4 -5.7 -1.6 -4.5 -11.8 -20.0 20.0 20.0 US5 -8.2 -9.2 -17.9 -3.2 -2.2 -2.4 -3.6 -2.1 -3.8 -2.9 -10.1 -7.1 -9.9 -8.9 -10.0 -13.9 -10.7 -14.3 -13.2 -14.3 -14.9 -9.3 -15.5 -12.3 4.1 -3.8 -1.9 -3.6 -3.0 -3.5 -3.6 -16.8 11.5 5.8 3.3 -1.5 -20.0 -20.0 -4.8 -18.4 VIX 20.0 13.5 4.0 -2.0 1.1 -8.1 5.7 -11.8 3.8 -2.0 -20.0 11.5 -20.0 4.1 -7.8 -12.2 -20.0 -20.0 -20.0 -6.3 -20.0 9.8 -20.0 6.3 NaN -2.2 1.3 -9.4 6.3 -14.3 4.3 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 3.0 -18.2 -11.3 -3.0 -1.6 -2.0 -3.6 -2.1 -4.2 6.7 -12.0 1.1 -12.9 -9.4 -12.3 -11.1 -9.9 -11.3 -10.9 -13.6 -15.2 -1.1 -15.5 -7.9 -4.2 -3.9 1.4 -3.9 -0.3 -3.7 -2.5 -20.0 7.6 5.2 -9.4 -8.4 -20.0 -14.0 -20.0 -10.1 End of report for caleb_strategy_v3