******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20231009_204327 produced at 2023-10-09 21:39:27.012683 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 0.09 0.00 -1.10 0.0 0.00 0.00 0.00 0.00 -12.91 11.0 0 0 caleb_strategy_v3 CHF False False 0.05 -0.30 -0.19 0.0 0.64 -0.64 -0.30 -0.30 -3.76 13.0 -6 -6 caleb_strategy_v3 US2 False True 0.07 0.00 -0.19 0.0 0.00 0.00 0.00 0.00 -2.60 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.11 -0.18 0.0 0.11 -0.11 -0.11 -0.11 -26.58 17.0 -16 -17 caleb_strategy_v3 GOLD_micro False False 0.01 -0.13 -0.17 0.0 0.37 -0.37 -0.13 -0.09 -25.37 56.0 -19 -13 caleb_strategy_v3 COPPER False False 0.03 -0.16 -0.15 0.0 0.20 -0.20 -0.16 -0.16 -4.69 6.0 -5 -5 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.15 0.0 0.00 0.00 0.00 0.00 -3.89 24.0 0 0 caleb_strategy_v3 CAD False False 0.03 -0.03 -0.13 0.0 0.76 -0.76 -0.03 -0.05 -4.97 29.0 -1 -2 caleb_strategy_v3 JPY False False 0.03 -0.15 -0.11 0.0 0.51 -0.51 -0.15 -0.12 -3.48 17.0 -5 -4 caleb_strategy_v3 EUR False False 0.05 -0.42 -0.09 0.0 0.66 -0.66 -0.42 -0.38 -1.82 14.0 -9 -8 caleb_strategy_v3 SP400 False False 0.09 -0.18 -0.09 0.0 0.18 -0.18 -0.18 -0.18 -1.00 2.0 -2 -2 caleb_strategy_v3 DOW False False 0.01 -0.01 -0.09 0.0 0.40 -0.40 -0.01 -0.01 -14.20 66.0 -2 -1 caleb_strategy_v3 US5 False False 0.04 -0.19 -0.08 0.0 0.94 -0.94 -0.19 -0.15 -2.25 25.0 -5 -4 caleb_strategy_v3 RUSSELL False False 0.00 -0.03 -0.08 0.0 0.21 -0.21 -0.03 -0.03 -26.64 68.0 -9 -8 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.07 0.0 0.37 -0.37 0.00 0.00 -8.84 48.0 0 0 caleb_strategy_v3 BTP False False 0.04 0.00 -0.06 0.0 0.41 -0.41 0.00 0.00 -1.42 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 -4.40 5.0 0 0 caleb_strategy_v3 GBP False False 0.03 0.00 -0.05 0.0 0.60 -0.60 0.00 0.00 -1.80 22.0 0 0 caleb_strategy_v3 US10 False False 0.04 0.00 -0.05 0.0 0.65 -0.65 0.00 0.00 -1.35 17.0 0 0 caleb_strategy_v3 AUD False False 0.02 -0.02 -0.05 0.0 0.43 -0.43 -0.02 -0.02 -2.06 19.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.04 -0.04 0.0 0.25 -0.25 -0.04 -0.03 -3.25 23.0 -4 -3 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 -0.04 0.0 0.00 -0.00 0.00 0.00 -1.85 0.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.04 0.0 0.19 -0.19 0.00 0.00 -11.39 51.0 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 -8.06 3.0 0 0 caleb_strategy_v3 PALLAD False False 0.04 -0.04 -0.03 0.0 0.08 -0.08 -0.04 -0.04 -0.68 2.0 -1 -1 caleb_strategy_v3 CORN False False 0.01 0.00 -0.03 0.0 0.11 -0.11 0.00 0.00 -2.97 12.0 0 0 caleb_strategy_v3 US10U False False 0.04 -0.04 -0.03 0.0 0.51 -0.51 -0.04 -0.04 -0.87 13.0 -1 -1 caleb_strategy_v3 MXP False False 0.01 0.05 -0.03 0.0 0.58 -0.58 0.05 0.02 -3.30 60.0 5 2 caleb_strategy_v3 BOBL False False 0.04 -0.09 -0.03 0.0 0.83 -0.83 -0.09 -0.04 -0.71 19.0 -2 -1 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.02 0.0 0.10 -0.10 -0.04 -0.04 -1.95 8.0 -3 -3 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -2.43 2.0 0 0 caleb_strategy_v3 US20 False False 0.04 -0.12 -0.02 0.0 0.36 -0.36 -0.12 -0.12 -0.55 9.0 -3 -3 caleb_strategy_v3 US30 False False 0.04 -0.08 -0.02 0.0 0.25 -0.25 -0.08 -0.08 -0.39 6.0 -2 -2 caleb_strategy_v3 LIVECOW False False 0.03 -0.05 -0.02 0.0 0.45 -0.45 -0.05 -0.03 -0.82 17.0 -2 -1 caleb_strategy_v3 WHEAT False False 0.01 -0.02 -0.02 0.0 0.11 -0.11 -0.02 -0.02 -1.92 9.0 -2 -2 caleb_strategy_v3 COFFEE False False 0.02 -0.04 -0.02 0.0 0.12 -0.12 -0.04 -0.04 -1.14 6.0 -2 -2 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -1.11 9.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 -0.01 0.0 0.16 -0.16 0.00 -0.02 -0.32 7.0 0 -1 caleb_strategy_v3 SMI False False 0.04 0.00 -0.01 0.0 0.38 -0.38 0.00 0.00 -0.30 9.0 0 0 caleb_strategy_v3 BUXL False False 0.05 -0.18 -0.01 0.0 0.18 -0.18 -0.18 -0.14 -0.19 4.0 -4 -3 caleb_strategy_v3 RICE False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -1.10 4.0 0 0 caleb_strategy_v3 PLAT False False 0.02 -0.06 -0.01 0.0 0.16 -0.16 -0.06 -0.06 -0.54 10.0 -4 -4 caleb_strategy_v3 BITCOIN False False 0.00 -0.03 -0.01 0.0 0.06 -0.06 -0.03 -0.03 -13.77 59.0 -33 -33 caleb_strategy_v3 BUND False False 0.05 0.00 -0.01 0.0 0.49 -0.49 0.00 0.00 -0.23 10.0 0 0 caleb_strategy_v3 OAT False False 0.05 0.00 -0.01 0.0 0.46 -0.46 0.00 0.00 -0.23 10.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.03 -0.01 0.0 0.08 -0.08 -0.03 -0.01 -2.58 26.0 -8 -4 caleb_strategy_v3 FEEDCOW False False 0.04 0.18 -0.00 0.0 0.36 -0.36 0.18 0.04 -0.04 8.0 4 1 caleb_strategy_v3 GASOLINE False False 0.03 0.03 -0.00 0.0 0.13 -0.13 0.03 0.00 -0.06 4.0 1 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.02 -0.00 0.0 0.18 -0.18 0.02 0.01 -0.27 23.0 2 1 caleb_strategy_v3 CAC False True 0.03 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.18 12.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 -0.00 0.0 0.33 -0.33 0.00 0.00 -0.61 58.0 0 0 caleb_strategy_v3 COCOA False False 0.01 -0.01 -0.00 0.0 0.32 -0.32 -0.01 0.00 -0.38 26.0 -1 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.01 -0.00 0.0 0.11 -0.11 -0.01 -0.01 -0.39 10.0 -1 -1 caleb_strategy_v3 HEATOIL False False 0.04 0.00 0.00 0.0 0.13 -0.13 0.00 0.00 0.02 3.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.02 -0.00 0.0 0.17 -0.17 -0.02 -0.02 -0.17 11.0 -1 -1 caleb_strategy_v3 EUROSTX False False 0.02 0.03 0.01 0.0 0.31 -0.31 0.03 0.06 0.92 20.0 2 4 caleb_strategy_v3 NZD False False 0.02 0.00 0.01 0.0 0.45 -0.45 0.00 0.00 0.39 21.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 0.02 0.0 0.19 -0.19 0.00 0.00 1.57 18.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.06 0.03 0.0 0.27 -0.27 0.06 0.04 4.67 36.0 8 6 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.03 0.0 0.12 -0.12 0.00 0.00 1.08 4.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 0.03 0.04 0.0 0.13 -0.13 0.03 0.04 4.05 13.0 3 4 caleb_strategy_v3 OJ False False 0.02 0.00 0.05 0.0 0.06 -0.06 0.00 0.00 2.82 3.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.06 0.08 0.0 0.15 -0.15 0.06 0.06 2.74 5.0 2 2 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.52 0.11 0.0 0.55 -0.55 0.52 0.52 3.11 16.0 15 15 caleb_strategy_v3 DX False False 0.04 0.00 0.14 0.0 37591881.15 -37591881.15 0.00 0.00 3.63 999999999.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.27 0.28 0.0 0.91 -0.91 0.27 0.18 3.07 10.0 3 2 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 13.1 Shocked risk 28.6 Sum abs risk 44.8 Leverage 4.51 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2814304.49, 'annual_cash_vol_target': 703576.1225, 'daily_cash_vol_target': 43973.50765625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0043 0.6430 0.6673 10.6771 BITCOIN 688.9075 27680.0000 2.4888 39.8212 BOBL 0.3134 116.4300 0.2692 4.3066 BTP 0.6914 109.0600 0.6340 10.1441 BUND 0.6565 129.3800 0.5074 8.1191 BUXL 1.4957 122.5400 1.2205 19.5288 CAC 53.0024 7073.0000 0.7494 11.9898 CAD 0.0030 0.7370 0.4081 6.5293 CANOLA 7.2828 717.5000 1.0150 16.2404 CHF 0.0049 1.1129 0.4363 6.9813 COCOA 44.8365 3453.0000 1.2985 20.7757 COFFEE 2.4041 147.4500 1.6305 26.0874 COPPER 0.0401 3.6610 1.0940 17.5042 CORN 5.9697 516.0000 1.1569 18.5108 COTTON2 1.0490 87.0500 1.2051 19.2811 CRUDE_W 1.4937 84.6700 1.7642 28.2272 DAX 110.4662 15317.0000 0.7212 11.5392 DOW 208.6991 33803.0000 0.6174 9.8784 DX 0.3826 105.7950 0.3616 5.7857 EUR 0.0051 1.0600 0.4785 7.6554 EURIBOR-ICE 0.0585 97.1000 0.0602 0.9637 EUROSTX 35.8120 4156.0000 0.8617 13.7871 FEEDCOW 1.8309 251.8500 0.7270 11.6318 GASOIL 16.0695 831.0000 1.9338 30.9401 GASOLINE 0.0417 2.2038 1.8923 30.2775 GAS_US_mini 0.0882 3.6350 2.4271 38.8331 GBP 0.0064 1.2244 0.5208 8.3335 GOLD_micro 11.8237 1872.4000 0.6315 10.1036 HEATOIL 0.0483 2.8327 1.7059 27.2951 JGB-SGX-mini 0.2094 145.0400 0.1444 2.3096 JPY 0.0000 0.0068 0.5494 8.7903 LEANHOG 1.4933 72.3750 2.0632 33.0116 LIVECOW 1.2661 185.3500 0.6831 10.9295 LUMBER-new 8.4326 499.5000 1.6882 27.0113 MILK 0.2053 17.7200 1.1587 18.5389 MXP 0.0005 0.0542 0.8666 13.8660 NASDAQ_micro 140.5392 15202.2500 0.9245 14.7914 NIKKEI 314.6909 31295.0000 1.0056 16.0890 NZD 0.0038 0.6026 0.6282 10.0506 OAT 0.6680 123.4800 0.5410 8.6557 OATIES 7.1703 437.7500 1.6380 26.2079 OJ 4.4578 359.0000 1.2417 19.8677 PALLAD 20.5025 1137.0000 1.8032 28.8513 PLAT 13.5912 894.1000 1.5201 24.3216 REDWHEAT 11.9923 693.5000 1.7292 27.6680 RICE 0.1682 16.1950 1.0388 16.6216 ROBUSTA 28.0056 2244.0000 1.2480 19.9684 RUSSELL 16.6963 1773.2000 0.9416 15.0655 SHATZ 0.0861 105.2850 0.0818 1.3089 SILVER-mini 0.3564 22.1125 1.6116 25.7862 SMI 71.2820 10899.0000 0.6540 10.4644 SOFR 0.0750 96.0550 0.0781 1.2495 SOYBEAN 11.3565 1248.2500 0.9098 14.5567 SOYMEAL 4.7028 370.3000 1.2700 20.3199 SOYOIL 0.8083 53.2200 1.5188 24.3000 SP400 21.0574 2493.8000 0.8444 13.5103 SP500_micro 31.6086 4370.0000 0.7233 11.5729 SUGAR11 0.3388 25.9200 1.3071 20.9138 US10 0.4551 107.8906 0.4218 6.7485 US10U 0.6352 111.0156 0.5722 9.1552 US2 0.1128 101.5625 0.1110 1.7764 US20 0.9465 112.0938 0.8444 13.5104 US30 1.3870 116.2500 1.1932 19.0906 US5 0.2923 105.5391 0.2770 4.4315 VIX 0.5281 18.6500 2.8315 45.3040 WHEAT 10.4597 671.2500 1.5582 24.9318 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 642.95 0.67 429.05 1.00 429.05 43973.51 102.49 -7.73 -79.27 BITCOIN 27.68 2.49 68.89 1.00 68.89 43973.51 638.31 -1.99 -127.14 BOBL 1164.30 0.27 313.39 1.05 330.18 43973.51 133.18 -5.23 -69.71 BTP 1090.60 0.63 691.45 1.05 728.51 43973.51 60.36 -6.89 -41.58 BUND 1293.80 0.51 656.53 1.05 691.72 43973.51 63.57 -3.61 -22.95 BUXL 1225.40 1.22 1495.66 1.05 1575.83 43973.51 27.91 -6.78 -18.93 CAC 707.30 0.75 530.02 1.05 558.43 43973.51 78.74 -0.65 -5.16 CAD 736.95 0.41 300.73 1.00 300.73 43973.51 146.22 -13.10 -191.52 CANOLA 143.50 1.02 145.66 0.73 106.11 43973.51 414.42 -11.29 -468.08 CHF 1391.12 0.44 606.99 1.00 606.99 43973.51 72.45 -20.00 -144.89 COCOA 345.30 1.30 448.37 1.00 448.37 43973.51 98.08 -1.79 -17.57 COFFEE 552.94 1.63 901.54 1.00 901.54 43973.51 48.78 -20.00 -97.55 COPPER 915.25 1.09 1001.30 1.00 1001.30 43973.51 43.92 -9.87 -43.33 CORN 258.00 1.16 298.49 1.00 298.49 43973.51 147.32 -8.28 -121.99 COTTON2 435.25 1.21 524.51 1.00 524.51 43973.51 83.84 -0.93 -7.76 CRUDE_W 846.70 1.76 1493.75 1.00 1493.75 43973.51 29.44 8.60 25.32 DAX 153.17 0.72 110.47 1.05 116.39 43973.51 377.82 -0.47 -17.91 DOW 169.02 0.62 104.35 1.00 104.35 43973.51 421.41 -14.50 -611.11 DX 1057.95 0.36 382.56 1.00 382.56 43973.51 114.94 12.16 139.81 EUR 1325.00 0.48 633.96 1.00 633.96 43973.51 69.36 -10.10 -70.06 EURIBOR-ICE 2427.50 0.06 146.21 1.05 154.04 43973.51 285.46 3.15 89.91 EUROSTX 415.60 0.86 358.12 1.05 377.31 43973.51 116.54 2.30 26.86 FEEDCOW 1259.25 0.73 915.46 1.00 915.46 43973.51 48.03 -0.23 -1.10 GASOIL 831.00 1.93 1606.95 1.00 1606.95 43973.51 27.36 9.10 24.90 GASOLINE 925.60 1.89 1751.54 1.00 1751.54 43973.51 25.11 -0.53 -1.33 GAS_US_mini 90.88 2.43 220.56 1.00 220.56 43973.51 199.37 -1.19 -23.79 GBP 765.25 0.52 398.58 1.00 398.58 43973.51 110.33 -6.27 -69.22 GOLD_micro 187.24 0.63 118.24 1.00 118.24 43973.51 371.91 -20.00 -743.82 HEATOIL 1189.73 1.71 2029.62 1.00 2029.62 43973.51 21.67 0.23 0.50 JGB-SGX-mini 145040.00 0.14 20936.95 0.01 140.64 43973.51 312.66 0.92 28.67 JPY 851.12 0.55 467.60 1.00 467.60 43973.51 94.04 -14.25 -134.05 LEANHOG 289.50 2.06 597.30 1.00 597.30 43973.51 73.62 9.06 66.68 LIVECOW 741.40 0.68 506.45 1.00 506.45 43973.51 86.83 -2.85 -24.74 LUMBER-new 137.36 1.69 231.90 1.00 231.90 43973.51 189.63 -20.00 -379.25 MILK 354.40 1.16 410.64 1.00 410.64 43973.51 107.09 -19.17 -205.23 MXP 271.05 0.87 234.90 1.00 234.90 43973.51 187.20 -1.20 -22.45 NASDAQ_micro 304.04 0.92 281.08 1.00 281.08 43973.51 156.45 -8.95 -140.01 NIKKEI 31295.00 1.01 31469.09 0.01 211.39 43973.51 208.02 2.07 43.12 NZD 602.55 0.63 378.50 1.00 378.50 43973.51 116.18 1.30 15.06 OAT 1234.80 0.54 668.00 1.05 703.81 43973.51 62.48 -1.08 -6.74 OATIES 218.88 1.64 358.52 1.00 358.52 43973.51 122.65 -8.14 -99.78 OJ 538.50 1.24 668.67 1.00 668.67 43973.51 65.76 20.00 131.52 PALLAD 1137.00 1.80 2050.25 1.00 2050.25 43973.51 21.45 -9.35 -20.05 PLAT 447.05 1.52 679.56 1.00 679.56 43973.51 64.71 -2.43 -15.71 REDWHEAT 346.75 1.73 599.62 1.00 599.62 43973.51 73.34 -20.00 -146.67 RICE 323.90 1.04 336.48 1.00 336.48 43973.51 130.69 -3.45 -45.04 ROBUSTA 224.40 1.25 280.06 1.00 280.06 43973.51 157.02 -1.49 -23.42 RUSSELL 88.66 0.94 83.48 1.00 83.48 43973.51 526.74 -15.26 -803.94 SHATZ 1052.85 0.08 86.13 1.05 90.74 43973.51 484.59 -7.92 -383.87 SILVER-mini 552.81 1.61 890.93 1.00 890.93 43973.51 49.36 -11.00 -54.29 SMI 1089.90 0.65 712.82 1.09 780.00 43973.51 56.38 -1.56 -8.79 SOFR 2401.38 0.08 187.53 1.00 187.53 43973.51 234.48 -9.06 -212.36 SOYBEAN 624.12 0.91 567.83 1.00 567.83 43973.51 77.44 -4.48 -34.67 SOYMEAL 370.30 1.27 470.28 1.00 470.28 43973.51 93.51 -12.71 -118.84 SOYOIL 319.32 1.52 484.97 1.00 484.97 43973.51 90.67 -4.68 -42.41 SP400 2493.80 0.84 2105.74 1.00 2105.74 43973.51 20.88 -14.38 -30.03 SP500_micro 218.50 0.72 158.04 1.00 158.04 43973.51 278.24 -13.67 -380.27 SUGAR11 290.30 1.31 379.46 1.00 379.46 43973.51 115.88 6.38 73.91 US10 1078.91 0.42 455.06 1.00 455.06 43973.51 96.63 -11.06 -106.86 US10U 1110.16 0.57 635.23 1.00 635.23 43973.51 69.22 -9.89 -68.48 US2 2031.25 0.11 225.52 1.00 225.52 43973.51 194.99 -10.54 -205.48 US20 1120.94 0.84 946.52 1.00 946.52 43973.51 46.46 -9.40 -43.68 US30 1162.50 1.19 1387.05 1.00 1387.05 43973.51 31.70 -9.82 -31.13 US5 1055.39 0.28 292.31 1.00 292.31 43973.51 150.43 -11.78 -177.22 VIX 186.50 2.83 528.08 1.00 528.08 43973.51 83.27 -12.93 -107.69 WHEAT 335.62 1.56 522.98 1.00 522.98 43973.51 84.08 -17.17 -144.37 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -79.267 0.010 2.5 -2.057 BITCOIN -127.140 0.043 2.5 -13.768 BOBL -69.712 0.004 2.5 -0.707 BTP -41.581 0.014 2.5 -1.418 BUND -22.953 0.004 2.5 -0.233 BUXL -18.932 0.004 2.5 -0.192 CAC -5.155 0.014 2.5 -0.176 CAD -191.516 0.010 2.5 -4.969 CANOLA -468.078 0.010 2.5 -11.388 CHF -144.890 0.010 2.5 -3.760 COCOA -17.565 0.009 2.5 -0.376 COFFEE -97.552 0.005 2.5 -1.139 COPPER -43.329 0.043 2.5 -4.692 CORN -121.991 0.010 2.5 -2.968 COTTON2 -7.762 0.009 2.5 -0.166 CRUDE_W 25.324 0.043 2.5 2.742 DAX -17.907 0.014 2.5 -0.611 DOW -611.109 0.009 2.5 -14.203 DX 139.814 0.010 2.5 3.628 EUR -70.058 0.010 2.5 -1.818 EURIBOR-ICE 89.908 0.014 2.5 3.067 EUROSTX 26.862 0.014 2.5 0.916 FEEDCOW -1.102 0.013 2.5 -0.037 GASOIL 24.903 0.017 2.5 1.080 GASOLINE -1.331 0.017 2.5 -0.058 GAS_US_mini -23.794 0.043 2.5 -2.577 GBP -69.225 0.010 2.5 -1.796 GOLD_micro -743.817 0.014 2.5 -25.372 HEATOIL 0.498 0.017 2.5 0.022 JGB-SGX-mini 28.674 0.043 2.5 3.105 JPY -134.055 0.010 2.5 -3.478 LEANHOG 66.677 0.024 2.5 4.052 LIVECOW -24.738 0.013 2.5 -0.820 LUMBER-new -379.251 0.009 2.5 -8.061 MILK -205.231 0.009 2.5 -4.396 MXP -22.452 0.059 2.5 -3.296 NASDAQ_micro -140.014 0.009 2.5 -3.254 NIKKEI 43.122 0.043 2.5 4.670 NZD 15.061 0.010 2.5 0.391 OAT -6.744 0.014 2.5 -0.230 OATIES -99.784 0.010 2.5 -2.428 OJ 131.525 0.009 2.5 2.817 PALLAD -20.048 0.014 2.5 -0.684 PLAT -15.706 0.014 2.5 -0.536 REDWHEAT -146.672 0.005 2.5 -1.946 RICE -45.041 0.010 2.5 -1.096 ROBUSTA -23.415 0.005 2.5 -0.273 RUSSELL -803.943 0.013 2.5 -26.642 SHATZ -383.869 0.004 2.5 -3.893 SILVER-mini -54.293 0.014 2.5 -1.852 SMI -8.793 0.014 2.5 -0.300 SOFR -212.357 0.024 2.5 -12.907 SOYBEAN -34.673 0.004 2.5 -0.322 SOYMEAL -118.840 0.004 2.5 -1.105 SOYOIL -42.410 0.004 2.5 -0.395 SP400 -30.030 0.013 2.5 -0.995 SP500_micro -380.269 0.009 2.5 -8.838 SUGAR11 73.910 0.009 2.5 1.572 US10 -106.861 0.005 2.5 -1.354 US10U -68.481 0.005 2.5 -0.868 US2 -205.475 0.005 2.5 -2.604 US20 -43.682 0.005 2.5 -0.554 US30 -31.134 0.005 2.5 -0.395 US5 -177.224 0.005 2.5 -2.246 VIX -107.689 0.099 2.5 -26.584 WHEAT -144.372 0.005 2.5 -1.915 ===================== Position diags ===================== AUD 2.66 BITCOIN 69.12 BOBL 1.35 BTP 2.06 BUND 0.64 BUXL 0.28 CAC 2.69 CAD 3.79 CANOLA 10.08 CHF 1.88 COCOA 2.10 COFFEE 0.57 COPPER 4.76 CORN 3.58 COTTON2 1.80 CRUDE_W 3.19 DAX 12.89 DOW 9.79 DX 2.98 EUR 1.80 EURIBOR-ICE 9.74 EUROSTX 3.98 FEEDCOW 1.59 GASOIL 1.19 GASOLINE 1.09 GAS_US_mini 21.59 GBP 2.86 GOLD_micro 12.69 HEATOIL 0.94 JGB-SGX-mini 33.86 JPY 2.44 LEANHOG 4.47 LIVECOW 2.88 LUMBER-new 4.03 MILK 2.29 MXP 27.48 NASDAQ_micro 3.64 NIKKEI 22.53 NZD 3.01 OAT 2.13 OATIES 2.98 OJ 1.41 PALLAD 0.73 PLAT 2.21 REDWHEAT 0.97 RICE 3.18 ROBUSTA 1.83 RUSSELL 17.46 SHATZ 4.91 SILVER-mini 1.68 SMI 1.92 SOFR 14.25 SOYBEAN 0.72 SOYMEAL 0.87 SOYOIL 0.84 SP400 0.69 SP500_micro 6.47 SUGAR11 2.46 US10 1.22 US10U 0.88 US2 2.47 US20 0.59 US30 0.40 US5 1.91 VIX 20.56 WHEAT 1.12 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.1 -2.3 -1.8 -1.0 -1 BITCOIN -13.8 -20.7 -6.9 -33.0 -33 BOBL -0.7 -0.8 -0.6 -2.0 -2 BTP -1.4 -1.6 -1.2 0.0 0 BUND -0.2 -0.3 -0.2 0.0 0 BUXL -0.2 -0.2 -0.2 -4.0 -4 CAC -0.2 -0.4 0.1 0.0 0 CAD -5.0 -5.3 -4.6 -1.0 -1 CANOLA -11.4 -12.4 -10.4 NaN 0 CHF -3.8 -3.9 -3.6 -6.0 -6 COCOA -0.4 -0.6 -0.2 -1.0 -1 COFFEE -1.1 -1.2 -1.1 -2.0 -2 COPPER -4.7 -5.2 -4.2 -5.0 -5 CORN -3.0 -3.3 -2.6 0.0 0 COTTON2 -0.2 -0.3 0.0 -1.0 -1 CRUDE_W 2.7 2.4 3.1 2.0 2 DAX -0.6 -1.9 0.7 0.0 0 DOW -14.2 -15.2 -13.2 -2.0 -2 DX 3.6 3.3 3.9 NaN 0 EUR -1.8 -2.0 -1.6 -9.0 -9 EURIBOR-ICE 3.1 2.1 4.0 3.0 3 EUROSTX 0.9 0.5 1.3 2.0 2 FEEDCOW -0.0 -0.2 0.1 4.0 4 GASOIL 1.1 1.0 1.2 0.0 0 GASOLINE -0.1 -0.2 0.1 1.0 1 GAS_US_mini -2.6 -4.7 -0.4 -8.0 -8 GBP -1.8 -2.1 -1.5 0.0 0 GOLD_micro -25.4 -26.6 -24.1 -19.0 -19 HEATOIL 0.0 -0.1 0.1 0.0 0 JGB-SGX-mini 3.1 -0.3 6.5 15.0 15 JPY -3.5 -3.7 -3.2 -5.0 -5 LEANHOG 4.1 3.6 4.5 3.0 3 LIVECOW -0.8 -1.1 -0.5 -2.0 -2 LUMBER-new -8.1 -8.5 -7.7 NaN 0 MILK -4.4 -4.6 -4.2 NaN 0 MXP -3.3 -6.0 -0.5 5.0 5 NASDAQ_micro -3.3 -3.6 -2.9 -4.0 -4 NIKKEI 4.7 2.4 6.9 8.0 8 NZD 0.4 0.1 0.7 0.0 0 OAT -0.2 -0.4 -0.0 0.0 0 OATIES -2.4 -2.7 -2.1 NaN 0 OJ 2.8 2.7 3.0 NaN 0 PALLAD -0.7 -0.8 -0.6 -1.0 -1 PLAT -0.5 -0.8 -0.3 -4.0 -4 REDWHEAT -1.9 -2.0 -1.8 -3.0 -3 RICE -1.1 -1.4 -0.8 NaN 0 ROBUSTA -0.3 -0.5 -0.1 2.0 2 RUSSELL -26.6 -28.4 -24.9 -9.0 -9 SHATZ -3.9 -4.4 -3.4 NaN 0 SILVER-mini -1.9 -2.0 -1.7 NaN 0 SMI -0.3 -0.5 -0.1 0.0 0 SOFR -12.9 -14.3 -11.5 NaN 0 SOYBEAN -0.3 -0.4 -0.3 0.0 0 SOYMEAL -1.1 -1.2 -1.0 0.0 0 SOYOIL -0.4 -0.5 -0.3 -1.0 -1 SP400 -1.0 -1.1 -0.9 -2.0 -2 SP500_micro -8.8 -9.5 -8.2 0.0 0 SUGAR11 1.6 1.3 1.8 0.0 0 US10 -1.4 -1.5 -1.2 NaN 0 US10U -0.9 -1.0 -0.8 -1.0 -1 US2 -2.6 -2.9 -2.4 NaN 0 US20 -0.6 -0.6 -0.5 -3.0 -3 US30 -0.4 -0.4 -0.4 -2.0 -2 US5 -2.2 -2.4 -2.1 -5.0 -5 VIX -26.6 -28.6 -24.5 -16.0 -16 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 -0.0 0.1 -0.4 -0.0 -0.4 -0.1 -0.1 -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 -0.0 -0.1 -0.1 -0.0 -0.1 0.1 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 0.0 -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 -0.2 -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 0.1 -0.1 -0.1 -0.2 -0.1 -0.1 0.0 -0.2 -0.0 1.2 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.6 0.4 0.3 0.2 0.2 -0.7 -0.7 -0.6 -0.5 BTP -0.6 -0.6 -0.2 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -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 -0.3 -0.2 0.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.2 -0.0 -0.3 -0.1 -0.1 -0.0 0.1 0.0 0.1 -0.1 -0.1 -0.0 -0.2 -0.1 0.8 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.7 0.2 0.2 0.1 0.1 -0.7 -0.7 -0.6 -0.1 BUXL -0.5 -0.3 -0.0 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.0 -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 -0.1 0.2 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.3 0.1 -0.0 -0.0 0.0 -0.7 -0.7 -0.3 0.7 CAC -0.5 -0.4 -0.3 -0.1 0.0 -0.1 -0.1 0.0 -0.1 -0.0 0.0 -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 0.3 0.3 0.3 0.6 0.1 0.7 0.2 CAD 0.1 -0.3 -0.2 -0.1 0.0 -0.0 -0.0 0.1 -0.1 -0.0 -0.2 -0.1 -0.5 -0.1 -0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.2 0.2 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.5 0.3 -0.1 -0.5 -0.7 -0.7 -0.7 -0.7 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 -0.0 0.0 -0.0 -0.0 0.1 -0.1 0.2 -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 0.2 -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 0.0 -0.1 -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 -0.1 -0.4 0.5 0.6 0.1 -0.3 0.6 0.1 COFFEE -0.1 -0.0 -0.5 -0.1 -0.0 -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 -0.2 -2.7 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.2 -0.2 -0.6 -0.7 -0.7 -0.7 -0.4 COPPER -0.4 -0.2 -0.1 -0.0 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -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 -0.2 -0.8 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.1 0.4 -0.2 -0.1 0.1 0.2 -0.7 0.3 -0.7 CORN 0.3 -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 0.0 -0.4 0.0 -1.9 -0.0 0.0 -0.1 0.0 -0.2 0.0 -0.2 0.4 0.5 0.2 -0.2 -0.2 0.1 0.1 0.3 COTTON2 -0.1 0.1 0.4 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.4 -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 0.1 0.6 0.6 0.5 -0.6 -0.5 0.3 0.3 CRUDE_W -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 0.2 0.4 0.2 0.4 0.3 0.2 0.2 -0.2 0.3 -0.0 -0.8 0.1 -0.0 0.2 -0.1 0.2 -0.0 -1.1 0.1 0.5 0.3 0.1 0.7 0.4 0.7 0.3 DAX -0.6 -0.5 -0.4 -0.1 0.0 -0.1 -0.1 0.0 -0.1 -0.0 -0.2 -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 -0.1 -0.1 0.1 -0.3 0.6 0.0 0.7 0.3 DOW -0.6 -0.6 -0.1 -0.0 0.0 -0.1 -0.0 0.0 -0.1 0.0 0.0 -0.1 0.4 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 0.1 -0.2 -1.3 -0.0 0.0 -0.0 -0.1 0.1 -0.1 -0.3 -0.2 -0.3 -0.3 0.5 -0.5 -0.2 -0.7 -0.3 DX 0.2 0.6 0.5 -0.1 0.0 -0.0 -0.0 0.1 -0.1 -0.1 0.5 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 -0.4 -0.0 0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.3 -0.1 0.2 -0.1 -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 -0.1 0.1 0.2 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.1 0.0 -0.2 -0.0 -0.0 -0.1 -0.2 -0.2 -0.2 -0.0 -0.0 0.0 -0.2 -0.0 2.3 -0.0 0.1 -0.1 0.0 -0.1 -0.0 -0.6 0.4 0.4 0.4 0.2 -0.7 -0.7 0.4 0.5 EUROSTX -0.4 -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 0.2 0.4 0.2 0.0 0.5 0.1 0.7 0.5 FEEDCOW -0.6 -0.4 0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 0.5 -0.2 0.7 -0.1 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 0.1 0.6 0.6 0.4 -0.2 0.7 0.1 GASOIL -0.6 -0.0 0.6 0.0 -0.0 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 -0.0 0.1 -0.0 0.1 -0.0 0.0 -0.1 0.4 0.2 0.5 -0.6 0.1 -0.7 -0.1 GASOLINE -0.6 -0.5 0.5 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 0.4 -0.2 0.2 -0.2 0.1 0.4 0.4 0.4 0.4 -0.0 0.1 -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 0.3 0.1 0.6 0.0 -0.1 0.2 -0.1 0.2 -0.0 0.2 -0.5 0.2 -0.7 -0.0 -0.1 -0.4 -0.4 -0.4 -0.4 -0.0 -0.2 0.2 -0.5 0.1 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 -0.0 0.0 -0.0 -0.0 0.1 -0.1 0.2 -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 0.1 -0.6 -0.6 -0.5 -0.1 0.4 0.1 0.7 GOLD_micro -0.6 -0.4 -0.6 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -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 0.0 -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 -0.1 0.6 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 0.4 -0.1 0.2 -0.1 0.1 0.4 0.4 0.4 0.4 0.2 0.2 -0.2 0.4 -0.1 -2.7 0.0 -0.1 0.2 -0.1 0.2 -0.0 0.0 -0.3 -0.1 -0.2 0.6 0.2 -0.1 -0.0 -0.2 JGB-SGX-mini -0.3 -0.5 -0.6 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 0.2 -0.1 -0.1 0.4 0.4 0.3 0.3 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 1.1 0.1 0.2 0.2 0.1 -0.2 -0.4 0.4 0.3 JPY -0.0 -0.4 -0.6 -0.0 0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.5 -0.1 -0.6 -0.1 -0.2 -0.4 -0.3 -0.4 -0.3 -0.2 -0.2 -0.0 -0.5 -0.2 2.7 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 -1.1 0.0 -0.2 -0.3 -0.6 -0.2 -0.7 -0.1 -0.7 LEANHOG -0.3 0.1 0.5 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -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 0.1 0.1 0.0 -0.0 -0.3 -0.0 0.5 0.7 LIVECOW -0.5 -0.3 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 0.5 -0.2 0.7 0.0 0.1 -0.4 -0.1 -0.4 -0.2 0.1 0.2 -0.2 0.5 -0.0 0.2 0.1 -0.1 0.3 -0.1 0.5 -0.0 -0.6 -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 -0.0 0.3 0.1 -0.6 -0.5 -0.8 -0.2 -0.8 MILK -0.6 0.0 0.3 -0.0 -0.0 -0.1 -0.0 -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 -0.1 0.2 -0.0 0.0 -0.1 -0.0 -0.3 -0.0 -1.1 0.1 -0.6 0.0 -0.4 -0.7 -0.7 -0.6 -0.7 MXP -0.6 -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 0.0 -0.2 0.4 -0.2 -2.7 -0.0 -0.1 0.0 -0.1 0.2 -0.1 1.1 -0.5 -0.3 -0.1 0.1 0.7 0.3 0.7 0.7 NASDAQ_micro -0.6 -0.5 -0.3 -0.0 0.0 -0.0 -0.0 0.0 -0.0 0.1 0.2 -0.0 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 0.2 0.3 0.4 -0.0 -0.5 -0.2 -0.6 NIKKEI -0.6 -0.5 -0.3 -0.1 0.0 -0.1 -0.0 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 0.4 -0.2 -1.1 -0.0 -0.0 0.1 -0.1 0.2 -0.1 1.1 -0.5 0.0 0.5 0.4 0.0 0.1 -0.1 0.4 NZD 0.5 -0.1 -0.3 -0.0 0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.4 0.1 -0.1 0.0 -0.1 -0.0 0.0 -0.0 0.0 -0.1 -0.1 0.1 -0.3 0.0 0.1 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.2 0.4 0.6 0.3 -0.3 0.0 -0.5 0.2 0.3 OAT -0.4 -0.2 0.0 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.2 -0.1 -0.3 -0.1 -0.1 0.1 0.2 0.1 0.1 -0.1 -0.1 -0.0 -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 0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.0 -0.1 -0.0 -0.3 -0.1 -0.3 -0.3 -0.0 0.1 -0.1 0.2 -0.2 -2.7 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -1.1 0.1 -0.6 0.2 0.6 0.3 0.4 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 -0.1 0.1 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.3 -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 0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 0.1 -0.3 0.1 -0.0 -0.3 -0.4 -0.2 0.1 -0.1 PLAT -0.2 0.0 -0.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -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 -0.0 -0.0 -0.0 0.1 -0.0 0.1 0.3 -0.1 -0.0 -0.6 0.3 -0.5 REDWHEAT -0.2 -0.5 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -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 -0.3 -0.2 -0.5 -0.6 -0.7 -0.6 -0.6 -0.3 RICE -0.3 -0.0 0.4 -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 0.2 0.2 0.2 -0.2 -0.7 0.4 -0.3 ROBUSTA -0.4 -0.2 0.0 -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 -2.6 -0.0 -0.1 0.1 -0.1 0.3 -0.1 1.1 -0.5 0.1 -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 -0.0 0.0 -0.1 -0.0 -0.2 -0.1 -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 -0.0 -0.4 -0.3 0.3 -0.4 -0.4 -0.7 -0.6 SHATZ -0.0 -0.1 0.0 -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 0.1 -0.3 -0.0 1.4 -0.0 0.1 -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 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 0.8 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.2 -0.4 -0.4 0.1 0.1 -0.5 -0.7 -0.2 -0.7 SMI -0.2 -0.1 -0.3 -0.1 0.0 -0.1 -0.1 0.0 -0.1 -0.0 -0.0 -0.2 0.2 -0.1 -0.2 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 0.5 0.1 -0.2 -0.5 -0.3 -0.4 SOFR -0.2 -0.2 -0.4 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.3 -0.1 -0.2 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.2 -0.1 -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 -0.2 0.2 -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 0.0 -0.2 0.2 0.5 -0.6 -0.0 -0.5 0.2 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 -0.4 -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 0.1 -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 0.3 -0.1 0.2 0.6 0.7 SP400 -0.6 -0.6 -0.1 -0.0 0.0 -0.0 -0.0 0.0 -0.1 -0.0 -0.1 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.0 -0.2 -1.5 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 0.1 -0.0 -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 -0.0 0.0 -0.1 0.1 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 0.2 -0.2 -0.0 0.5 -0.2 -0.4 -0.3 -0.6 SUGAR11 -0.3 0.4 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.4 -0.0 0.6 0.1 0.2 0.4 0.3 0.2 0.2 0.2 0.2 0.1 0.5 0.1 -2.7 0.0 0.1 0.2 0.0 0.4 0.0 0.8 0.4 0.6 0.6 0.1 -0.7 -0.7 0.3 0.0 US10 -0.2 -0.2 -0.4 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 -0.1 -0.1 -0.1 -0.3 -0.1 0.2 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.5 0.1 -0.0 0.0 -0.1 -0.7 -0.7 0.2 -0.0 US10U -0.3 -0.3 -0.4 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.3 -0.1 -0.4 -0.1 -0.1 0.0 -0.0 0.0 -0.0 -0.2 -0.2 -0.1 -0.4 -0.2 -0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.0 -0.1 -0.1 -0.2 -0.7 -0.7 0.5 0.6 US2 0.2 0.3 -0.4 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 -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 -0.0 1.2 -0.0 0.0 -0.1 0.0 -0.2 -0.0 -1.1 0.5 0.4 0.3 -0.1 -0.7 -0.7 -0.7 -0.7 US20 -0.4 -0.4 -0.4 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.3 -0.2 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.2 -0.3 -0.2 -0.2 -0.5 -0.7 0.7 0.7 US30 -0.4 -0.3 -0.3 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.2 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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 4.1 -5.2 -9.3 -3.4 3.2 -0.5 -1.5 1.2 -4.0 6.7 -14.1 -0.5 -9.9 -7.4 -13.9 -3.7 -2.9 -3.4 -3.2 -11.0 -11.9 -2.0 -10.8 -7.1 3.3 -4.8 2.8 -4.8 -1.2 -4.1 -3.4 -1.4 -1.0 5.0 0.1 -15.5 -9.3 -20.0 -5.4 3.8 BITCOIN 10.5 -8.1 -7.5 -5.8 -1.1 -2.7 -8.0 -0.2 -8.3 13.0 3.2 16.9 5.3 -1.9 -12.3 -5.4 -4.4 -5.8 -5.5 -4.9 -3.8 10.0 -1.0 4.1 -20.0 -2.9 3.8 -3.3 6.0 -0.9 2.6 -1.1 20.0 20.0 -1.2 6.0 -5.3 20.0 -4.0 20.0 BOBL -5.9 -2.3 3.4 -2.5 0.3 -2.0 -1.9 -1.8 -2.8 6.7 -5.7 0.6 -7.5 -3.8 -5.4 6.0 -6.7 -6.9 -9.6 -5.1 -5.4 1.8 -7.8 -3.5 9.2 -2.4 4.3 -2.1 0.5 -2.7 -1.9 -10.6 14.7 9.0 6.5 5.0 -20.0 -20.0 -16.8 -16.3 BTP -20.0 -17.2 -5.4 -3.6 0.4 -2.8 -2.8 -2.5 -3.9 -4.5 -3.9 -9.8 -1.0 -10.8 -10.1 5.7 7.5 5.6 6.1 -13.0 -6.7 -12.4 -4.6 -16.1 -6.2 -3.7 -1.0 -1.8 -3.6 -0.9 -4.6 15.7 -1.5 -1.4 -0.2 5.9 -12.4 -20.0 -0.3 9.3 BUND -10.5 -5.8 1.8 -2.6 0.3 -2.0 -2.0 -1.8 -2.8 4.5 -6.9 -3.5 -8.0 -6.0 -7.0 -1.9 6.5 1.3 3.7 -7.0 -6.1 -2.2 -7.8 -6.7 5.8 -2.7 2.2 -2.0 -1.1 -2.1 -2.7 12.8 8.0 4.8 4.1 3.9 -20.0 -20.0 -18.8 -1.7 BUXL -15.4 -10.5 -0.0 -2.8 0.3 -2.2 -2.1 -1.9 -3.0 3.2 -8.7 -5.6 -9.1 -7.5 -8.3 0.7 0.9 0.7 1.0 -11.3 -9.4 -6.7 -10.7 -11.7 1.2 -3.1 0.9 -2.2 -1.9 -2.0 -3.3 5.8 4.0 -1.4 -1.1 1.5 -20.0 -20.0 -9.5 20.0 CAC -15.1 -13.2 -9.4 -5.9 0.0 -2.4 -5.6 0.4 -7.3 -4.3 1.4 -18.1 17.4 -19.3 -17.2 -7.0 -2.2 -6.5 -4.7 -16.5 -4.5 -17.9 10.7 -20.0 -5.4 -6.2 -1.2 -1.8 -7.1 3.0 -8.6 4.5 2.6 10.0 10.2 8.9 16.7 1.7 20.0 7.4 CAD 2.5 -8.0 -5.9 -5.0 4.8 -0.7 -2.3 1.8 -5.9 -0.8 -7.8 -8.6 -12.6 -10.8 -16.1 -2.5 -2.1 -2.4 -2.3 -13.4 -9.7 -11.7 -8.1 -14.2 1.6 -5.8 2.1 -3.9 -5.6 -2.7 -6.5 0.0 -20.0 8.1 -3.3 -15.2 -20.0 -20.0 -20.0 -19.6 CANOLA -20.0 -20.0 14.4 -2.8 -1.3 -1.9 -3.2 -2.0 -3.9 -8.3 2.7 -11.0 -3.4 -11.4 -2.4 -11.0 7.5 -5.8 1.4 -13.0 -2.9 -15.7 -2.2 -20.0 -20.0 -2.7 -2.4 -1.0 -4.4 -1.2 -4.7 4.9 -14.0 -20.0 -11.1 11.3 -8.5 1.6 11.0 14.1 CHF -18.0 -20.0 -9.0 -4.6 4.4 -0.7 -2.1 1.7 -5.4 16.8 -8.0 -9.2 8.3 -16.6 -18.1 -17.1 -14.3 -16.3 -15.3 -20.0 -12.5 -6.4 1.1 -20.0 -9.8 -6.3 4.4 -2.7 -1.7 0.1 -6.4 -20.0 8.6 -20.0 -20.0 -12.3 -20.0 -20.0 -20.0 -20.0 COCOA -20.0 -14.8 2.8 -4.5 -3.2 -3.0 -5.1 -3.0 -6.0 -3.9 14.5 -14.6 16.5 -9.9 4.5 -2.6 -2.3 -3.5 -2.9 3.5 17.5 -11.6 20.0 -9.7 -12.5 1.3 -1.4 7.7 -4.3 10.6 -3.8 -7.8 -5.5 -12.3 14.6 20.0 1.7 -8.3 19.4 2.8 COFFEE -3.2 -0.4 -14.5 -5.1 -3.7 -3.4 -5.8 -3.4 -6.8 -12.8 -18.2 -18.5 -15.2 -17.8 -19.9 -3.0 1.4 -2.0 -0.2 -16.7 -19.3 -14.5 -18.9 -15.1 -20.0 -6.4 -3.7 -5.4 -6.3 -4.0 -6.7 -2.2 -5.0 7.2 -6.7 -20.0 -20.0 -20.0 -20.0 -10.6 COPPER -12.2 -6.2 -3.5 -4.2 -0.8 -1.9 -5.7 -0.1 -5.9 -1.1 -12.2 -10.4 -3.8 -12.7 -13.2 -5.9 -3.1 -5.4 -4.4 -12.1 -9.3 -10.2 -7.0 -13.9 -5.7 -4.7 1.1 -3.3 -4.6 -2.5 -6.0 1.1 14.9 -5.0 -1.7 2.1 5.1 -20.0 9.2 -20.0 CORN 8.0 -7.0 -18.8 -3.7 -2.7 -2.5 -4.3 -2.5 -5.0 7.7 -14.3 10.4 -13.6 -0.0 -14.5 -4.8 2.4 -5.9 -3.1 -8.7 -15.2 5.4 -14.9 0.3 -14.0 -1.9 2.3 -4.3 3.3 -5.8 0.9 -3.7 16.2 16.1 5.8 -5.1 -5.8 1.8 1.8 7.9 COTTON2 -2.7 3.3 12.7 -4.7 -3.4 -3.1 -5.4 -3.2 -6.3 -8.7 13.1 -2.5 -8.7 1.5 12.8 -3.9 4.7 0.3 2.2 6.7 8.3 -2.2 2.1 1.6 -20.0 5.6 -1.7 6.3 -1.0 4.4 2.1 2.2 4.9 17.3 20.0 14.4 -17.3 -15.9 9.4 10.4 CRUDE_W -20.0 4.2 20.0 3.6 -6.3 5.1 -6.8 3.6 -1.9 -9.8 16.0 -11.4 4.9 3.0 14.5 20.0 12.3 19.9 14.8 14.2 17.0 -19.3 11.5 -2.2 -5.9 4.8 -5.3 6.0 -6.2 4.8 -0.5 -20.0 3.2 16.3 7.8 1.7 20.0 10.7 20.0 8.1 DAX -17.4 -16.6 -13.7 -5.4 0.0 -2.2 -5.1 0.3 -6.7 -5.3 -6.0 -16.6 14.0 -18.4 -18.9 -10.2 -7.7 -9.7 -8.9 -20.0 -9.3 -20.0 4.7 -20.0 18.6 -6.6 -1.6 -3.2 -6.3 0.4 -8.0 -4.0 -4.0 -4.3 1.6 -7.8 19.4 0.7 20.0 9.4 DOW -20.0 -20.0 -1.7 -4.6 0.0 -1.9 -4.3 0.3 -5.7 4.7 0.7 -12.0 9.9 -14.3 -11.5 -11.5 -8.7 -11.5 -10.5 -16.9 -5.0 -16.5 2.0 -20.0 -10.1 -4.2 0.9 -0.6 -4.7 1.5 -6.4 -6.2 -8.2 -9.9 -8.1 14.7 -14.1 -7.2 -20.0 -8.0 DX 7.5 20.0 14.0 -4.7 4.5 -0.7 -2.2 1.7 -5.5 -12.0 16.7 10.7 -6.3 18.1 20.0 7.4 5.6 7.1 6.3 20.0 20.0 11.8 10.1 20.0 -20.0 7.4 -1.2 4.9 3.3 2.9 6.8 14.0 20.0 20.0 20.0 20.0 2.1 7.8 5.5 20.0 EUR -8.6 -20.0 -10.9 -3.7 3.5 -0.5 -1.7 1.3 -4.3 9.2 -12.1 -8.2 5.4 -13.8 -15.9 -6.8 -6.9 -6.8 -6.7 -19.0 -11.6 -7.1 -4.6 -17.3 12.9 -5.6 1.0 -3.2 -2.3 -1.2 -5.2 -7.8 -3.7 -12.7 -18.1 -12.8 -8.5 -18.3 -4.9 -3.2 EURIBOR-ICE -3.5 1.9 6.5 -2.5 0.3 -1.9 -1.9 -1.7 -2.7 7.0 -4.1 2.7 -6.9 -1.5 -1.0 -7.4 -8.0 -8.6 -8.8 -2.2 -3.5 4.2 -7.2 -0.4 17.2 -1.4 6.9 -1.9 2.4 -3.8 -0.5 -10.8 17.6 13.6 11.2 7.6 -20.0 -20.0 12.9 14.7 EUROSTX -12.0 -14.4 -12.4 -5.3 0.0 -2.2 -5.0 0.3 -6.6 -2.8 -1.3 -15.0 14.7 -17.6 -18.4 -5.7 -1.9 -5.3 -4.1 -15.8 -5.5 -12.8 7.8 -18.2 5.4 -6.3 -0.6 -2.6 -5.2 1.9 -7.3 5.3 6.5 10.8 7.7 1.2 14.2 3.6 20.0 13.6 FEEDCOW -20.0 -12.3 6.6 -5.1 -3.7 -3.4 -5.8 -3.4 -6.8 -18.5 17.8 -18.8 19.3 -6.3 11.3 -12.1 -20.0 -13.0 -20.0 9.5 20.0 -20.0 20.0 -12.6 -1.4 3.9 -7.7 8.4 -7.8 10.1 -2.6 -20.0 -20.0 1.9 20.0 20.0 12.3 -6.4 20.0 3.8 GASOIL -20.0 -0.4 20.0 2.8 -4.9 4.0 -5.3 2.8 -1.5 -8.2 13.3 -7.4 6.3 0.8 12.9 20.0 20.0 20.0 20.0 15.5 19.4 -17.7 14.2 -1.3 9.4 4.3 -5.1 5.3 -4.4 3.6 -0.2 0.0 -3.4 12.7 7.0 16.6 -16.7 2.4 -20.0 -3.7 GASOLINE -20.0 -14.4 14.3 3.5 -6.2 5.0 -6.8 3.6 -1.9 -13.4 13.8 -17.9 6.5 -15.0 7.3 20.0 20.0 20.0 20.0 -1.0 13.5 -20.0 16.8 -20.0 -20.0 -0.4 -7.3 4.3 -10.8 6.0 -7.2 20.0 -19.0 -20.0 -20.0 -10.1 20.0 11.0 20.0 5.1 GAS_US_mini 8.2 2.5 17.3 4.3 -7.6 6.1 -8.2 4.3 -2.3 20.0 -20.0 16.4 -20.0 -4.3 -13.2 -20.0 -20.0 -20.0 -20.0 -4.2 -17.9 20.0 -20.0 7.1 20.0 2.1 20.0 -1.0 18.6 -4.2 7.7 -20.0 20.0 20.0 -18.8 -20.0 -2.4 5.8 -9.7 0.2 GBP -14.5 -20.0 -9.9 -4.6 4.4 -0.6 -2.1 1.6 -5.4 17.2 -3.4 -9.7 10.0 -17.0 -18.4 -0.6 -0.7 -0.3 -0.4 -20.0 -10.0 -7.1 0.1 -20.0 -0.1 -6.4 2.7 -2.8 -2.1 -0.7 -6.4 2.8 5.8 -20.0 -20.0 -14.5 -3.0 11.0 2.8 20.0 GOLD_micro 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-3.8 -1.1 -6.3 -2.1 20.0 3.6 2.9 1.4 -1.0 -8.4 -1.2 13.9 20.0 LIVECOW -13.9 -7.9 2.6 -5.4 -4.0 -3.7 -6.3 -3.7 -7.3 -18.6 20.0 -16.9 20.0 0.1 13.1 -20.0 -3.5 -20.0 -8.6 10.9 20.0 -17.5 20.0 -4.5 1.2 5.4 -6.8 11.1 -6.5 13.5 -1.3 -10.5 -20.0 17.0 20.0 20.0 -20.0 -20.0 -18.0 -18.7 LUMBER-new -0.6 -8.7 -8.8 -5.7 -4.2 -3.6 -6.6 -3.0 -7.7 -16.4 -20.0 -14.6 -20.0 -19.3 -20.0 -15.5 -14.1 -15.7 -14.7 -16.8 -17.2 -11.1 -14.6 -13.3 NaN -7.3 -6.2 -6.5 -5.6 -4.6 -6.2 -20.0 -0.2 7.2 3.6 -15.3 -12.6 -20.0 -4.1 -20.0 MILK -20.0 0.0 9.9 -3.6 -2.7 -2.5 -4.2 -2.5 -4.9 8.8 -6.5 -11.0 -12.1 -12.2 0.4 -18.8 -20.0 -20.0 -20.0 -9.5 -12.4 -7.8 -20.0 -13.0 1.4 -3.6 1.8 -4.9 -2.1 -7.3 -4.0 -20.0 3.8 -18.3 1.1 -13.5 -20.0 -20.0 -16.8 -20.0 MXP -19.2 -20.0 -20.0 -2.9 2.8 -0.4 -1.3 1.0 -3.4 -11.7 8.2 -12.5 12.1 -11.1 -5.9 13.3 17.0 15.2 16.2 -7.1 4.5 -20.0 13.8 -16.5 -20.0 -2.5 -6.2 1.7 -7.2 4.9 -5.7 20.0 -20.0 -9.4 -2.8 3.3 20.0 9.4 20.0 20.0 NASDAQ_micro -18.3 -14.5 -8.5 -3.3 0.0 -1.4 -3.1 0.2 -4.1 10.2 7.4 -4.3 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-2.1 -3.6 -2.1 -4.2 9.4 -12.2 3.7 -13.1 -8.6 -12.4 -11.1 -9.9 -11.3 -10.9 -13.4 -15.5 0.4 -16.0 -7.0 -4.2 -3.8 2.0 -4.0 0.3 -3.8 -2.2 -20.0 6.8 7.8 -8.3 -8.7 -20.0 -14.1 -20.0 -10.2 End of report for caleb_strategy_v3