******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20231106_204333 produced at 2023-11-06 21:39:27.197567 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.61 0.0 0.00 0.00 0.00 0.00 -6.86 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False False 0.04 -0.29 -0.23 0.0 0.57 -0.57 -0.29 -0.29 -6.37 16.0 -8 -8 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.17 0.0 0.00 0.00 0.00 0.00 -4.09 24.0 0 0 caleb_strategy_v3 COPPER False False 0.03 -0.17 -0.16 0.0 0.21 -0.21 -0.17 -0.14 -4.58 6.0 -5 -4 caleb_strategy_v3 CHF False False 0.05 -0.36 -0.16 0.0 0.67 -0.67 -0.36 -0.36 -3.02 13.0 -7 -7 caleb_strategy_v3 US2 False True 0.08 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -1.91 13.0 0 0 caleb_strategy_v3 CAD False False 0.03 -0.05 -0.13 0.0 0.78 -0.78 -0.05 -0.03 -4.88 29.0 -2 -1 caleb_strategy_v3 VIX False False 0.01 -0.11 -0.12 0.0 0.11 -0.11 -0.11 -0.11 -18.64 17.0 -16 -17 caleb_strategy_v3 JPY False False 0.03 -0.16 -0.09 0.0 0.53 -0.53 -0.16 -0.16 -2.79 17.0 -5 -5 caleb_strategy_v3 FEEDCOW False False 0.04 -0.04 -0.07 0.0 0.35 -0.35 -0.04 -0.04 -1.49 8.0 -1 -1 caleb_strategy_v3 LIVECOW False False 0.03 -0.05 -0.07 0.0 0.46 -0.46 -0.05 -0.05 -2.63 17.0 -2 -2 caleb_strategy_v3 SP400 False False 0.09 -0.18 -0.06 0.0 0.18 -0.18 -0.18 -0.18 -0.71 2.0 -2 -2 caleb_strategy_v3 US5 False False 0.04 -0.16 -0.06 0.0 0.97 -0.97 -0.16 -0.16 -1.56 25.0 -4 -4 caleb_strategy_v3 RUSSELL False False 0.00 -0.03 -0.06 0.0 0.22 -0.22 -0.03 -0.02 -17.80 68.0 -9 -7 caleb_strategy_v3 MILK False False 0.01 0.00 -0.06 0.0 0.06 -0.06 0.00 0.00 -4.45 5.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.06 0.0 0.39 -0.39 0.00 0.00 -6.99 48.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.05 0.0 0.19 -0.19 -0.02 -0.02 -13.96 51.0 -5 -5 caleb_strategy_v3 CORN False False 0.01 -0.05 -0.05 0.0 0.11 -0.11 -0.05 -0.05 -5.57 12.0 -5 -5 caleb_strategy_v3 RICE False False 0.01 0.00 -0.05 0.0 0.05 -0.05 0.00 0.00 -4.40 4.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.01 -0.05 0.0 0.42 -0.42 -0.01 -0.01 -8.08 66.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.06 -0.04 0.0 0.26 -0.26 -0.06 -0.07 -3.69 23.0 -5 -6 caleb_strategy_v3 PALLAD False False 0.04 -0.04 -0.04 0.0 0.08 -0.08 -0.04 -0.04 -0.99 2.0 -1 -1 caleb_strategy_v3 SMI False False 0.04 -0.04 -0.04 0.0 0.39 -0.39 -0.04 -0.04 -0.92 9.0 -1 -1 caleb_strategy_v3 GOLD_micro False False 0.01 0.00 -0.04 0.0 0.41 -0.41 0.00 -0.01 -6.12 56.0 0 -1 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -5.47 2.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.04 -0.04 0.0 0.16 -0.16 -0.04 -0.06 -2.90 11.0 -3 -4 caleb_strategy_v3 REDWHEAT False False 0.01 -0.06 -0.03 0.0 0.10 -0.10 -0.06 -0.06 -2.37 8.0 -5 -5 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -5.40 3.0 0 0 caleb_strategy_v3 US10 False False 0.04 0.00 -0.03 0.0 0.68 -0.68 0.00 0.00 -0.81 17.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.11 -0.11 -0.04 -0.04 -2.78 9.0 -3 -3 caleb_strategy_v3 EUR False False 0.05 -0.10 -0.03 0.0 0.70 -0.70 -0.10 -0.05 -0.57 14.0 -2 -1 caleb_strategy_v3 BOBL False False 0.05 0.00 -0.02 0.0 0.88 -0.88 0.00 0.00 -0.36 19.0 0 0 caleb_strategy_v3 US10U False False 0.04 -0.04 -0.02 0.0 0.53 -0.53 -0.04 -0.04 -0.47 13.0 -1 -1 caleb_strategy_v3 CAC False True 0.03 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.73 12.0 0 0 caleb_strategy_v3 GBP False False 0.03 0.00 -0.01 0.0 0.63 -0.63 0.00 0.00 -0.22 22.0 0 0 caleb_strategy_v3 US30 False False 0.04 -0.04 -0.01 0.0 0.26 -0.26 -0.04 0.00 -0.18 6.0 -1 0 caleb_strategy_v3 US20 False False 0.04 -0.04 -0.01 0.0 0.37 -0.37 -0.04 -0.04 -0.23 9.0 -1 -1 caleb_strategy_v3 BTP False False 0.04 0.00 -0.01 0.0 0.44 -0.44 0.00 0.00 -0.26 10.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.00 -0.01 0.0 0.51 -0.51 0.00 0.00 -0.21 10.0 0 0 caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.01 0.0 0.19 -0.19 -0.05 -0.05 -0.18 4.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.01 -0.03 -0.01 0.0 0.11 -0.11 -0.03 -0.03 -0.82 10.0 -3 -3 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 -0.01 0.0 0.00 -0.00 0.00 0.00 -0.64 0.0 0 0 caleb_strategy_v3 COFFEE False False 0.02 0.00 -0.01 0.0 0.14 -0.14 0.00 0.00 -0.21 6.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.01 -0.01 0.0 0.35 -0.35 -0.01 -0.01 -1.31 58.0 -1 -1 caleb_strategy_v3 AUD False False 0.02 -0.02 -0.01 0.0 0.46 -0.46 -0.02 0.00 -0.53 19.0 -1 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.00 -0.01 0.0 0.09 -0.09 -0.00 -0.00 -4.25 26.0 -1 -1 caleb_strategy_v3 NZD False False 0.02 -0.02 -0.00 0.0 0.46 -0.46 -0.02 0.00 -0.14 21.0 -1 0 caleb_strategy_v3 GASOLINE False False 0.03 0.03 0.00 0.0 0.14 -0.14 0.03 0.03 0.08 4.0 1 1 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 0.00 0.0 0.17 -0.17 0.00 0.00 0.14 7.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.02 0.02 0.00 0.0 0.14 -0.14 0.02 0.00 0.16 9.0 1 0 caleb_strategy_v3 OAT False False 0.05 0.10 0.01 0.0 0.49 -0.49 0.10 0.10 0.24 10.0 2 2 caleb_strategy_v3 HEATOIL False False 0.04 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.23 3.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.02 0.01 0.0 0.21 -0.21 0.02 0.02 0.64 23.0 2 2 caleb_strategy_v3 EUROSTX False False 0.02 0.03 0.01 0.0 0.33 -0.33 0.03 0.03 0.68 20.0 2 2 caleb_strategy_v3 PLAT False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.63 10.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.00 0.02 0.0 0.06 -0.06 0.00 0.00 1.03 3.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 0.03 0.0 0.20 -0.20 0.00 0.00 2.81 18.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.03 0.0 0.12 -0.12 0.03 0.03 1.05 4.0 1 1 caleb_strategy_v3 COCOA False False 0.01 0.01 0.04 0.0 0.38 -0.38 0.01 0.03 2.52 26.0 1 2 caleb_strategy_v3 LEANHOG False False 0.01 0.01 0.04 0.0 0.15 -0.15 0.01 0.02 3.72 13.0 1 2 caleb_strategy_v3 DX False False 0.04 0.00 0.05 0.0 38851756.96 -38851756.96 0.00 0.00 1.24 999999999.0 0 0 caleb_strategy_v3 BITCOIN False True 0.00 0.02 0.07 0.0 0.02 0.00 0.02 0.02 54.37 59.0 17 16 caleb_strategy_v3 NIKKEI False False 0.01 0.06 0.08 0.0 0.29 -0.29 0.06 0.06 10.19 36.0 8 8 caleb_strategy_v3 CRUDE_W False False 0.03 0.06 0.10 0.0 0.14 -0.14 0.06 0.06 3.53 5.0 2 2 caleb_strategy_v3 MXP False False 0.01 0.10 0.19 0.0 0.63 -0.63 0.10 0.15 18.05 60.0 10 14 caleb_strategy_v3 EURIBOR-ICE False False 0.10 0.00 0.75 0.0 0.97 -0.97 0.00 0.19 7.77 10.0 0 2 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 9.8 Shocked risk 22.1 Sum abs risk 48.4 Leverage 4.47 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2704124.81, 'annual_cash_vol_target': 676031.2025, 'daily_cash_vol_target': 42251.95015625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0044 0.6499 0.6818 10.9087 BITCOIN 806.6117 35325.0000 2.2834 36.5344 BOBL 0.2715 116.2700 0.2335 3.7357 BTP 0.6877 111.3800 0.6175 9.8794 BUND 0.5685 129.4200 0.4392 7.0280 BUXL 1.3473 122.2400 1.1021 17.6343 CAC 59.1830 7005.5000 0.8448 13.5169 CAD 0.0032 0.7308 0.4333 6.9329 CANOLA 7.8745 703.0000 1.1201 17.9221 CHF 0.0051 1.1176 0.4573 7.3167 COCOA 40.1649 3960.0000 1.0143 16.2282 COFFEE 3.1113 171.9000 1.8099 28.9588 COPPER 0.0340 3.7120 0.9147 14.6351 CORN 4.8816 517.5000 0.9433 15.0930 COTTON2 1.0691 80.8200 1.3229 21.1659 CRUDE_W 1.1752 76.6100 1.5340 24.5447 DAX 118.9409 15197.0000 0.7827 12.5226 DOW 246.4744 34133.0000 0.7221 11.5536 DX 0.4316 105.0600 0.4108 6.5722 EUR 0.0054 1.0740 0.5036 8.0575 EURIBOR-ICE 0.0521 97.2750 0.0535 0.8562 EUROSTX 38.3055 4166.0000 0.9195 14.7117 FEEDCOW 2.0643 239.0500 0.8636 13.8168 GASOIL 14.1172 841.2500 1.6781 26.8499 GASOLINE 0.0402 2.2389 1.7975 28.7597 GAS_US_mini 0.1061 3.5850 2.9608 47.3722 GBP 0.0073 1.2353 0.5925 9.4798 GOLD_micro 13.8184 1986.7000 0.6955 11.1288 HEATOIL 0.0434 2.8552 1.5199 24.3177 JGB-SGX-mini 0.2535 144.1500 0.1759 2.8143 JPY 0.0000 0.0067 0.6241 9.9860 LEANHOG 1.2641 75.8500 1.6666 26.6653 LIVECOW 1.5512 182.0000 0.8523 13.6369 LUMBER-new 8.0575 526.5000 1.5304 24.4861 MILK 0.1979 17.1600 1.1535 18.4567 MXP 0.0005 0.0566 0.8396 13.4335 NASDAQ_micro 147.0441 15204.5000 0.9671 15.4737 NIKKEI 356.4580 32570.0000 1.0944 17.5110 NZD 0.0044 0.5966 0.7372 11.7952 OAT 0.5907 123.9300 0.4766 7.6258 OATIES 6.2360 385.7500 1.6166 25.8653 OJ 6.1446 359.2500 1.7104 27.3662 PALLAD 17.0242 1112.0000 1.5310 24.4953 PLAT 13.7802 916.4000 1.5037 24.0596 REDWHEAT 9.4463 656.0000 1.4400 23.0399 RICE 0.1335 16.0650 0.8309 13.2949 ROBUSTA 35.4247 2415.0000 1.4669 23.4698 RUSSELL 21.1799 1745.1000 1.2137 19.4189 SHATZ 0.0792 105.0850 0.0754 1.2058 SILVER-mini 0.3275 23.3000 1.4056 22.4891 SMI 80.1027 10596.0000 0.7560 12.0955 SOFR 0.0878 96.0550 0.0915 1.4632 SOYBEAN 10.2872 1303.0000 0.7895 12.6320 SOYMEAL 5.6499 424.2000 1.3319 21.3102 SOYOIL 0.7854 50.1600 1.5658 25.0531 SP400 25.7791 2463.0000 1.0467 16.7464 SP500_micro 34.8464 4378.2500 0.7959 12.7344 SUGAR11 0.3198 26.6200 1.2015 19.2235 US10 0.5223 107.6094 0.4853 7.7656 US10U 0.7188 110.6875 0.6494 10.3909 US2 0.1225 101.4570 0.1208 1.9325 US20 1.0845 112.5312 0.9637 15.4191 US30 1.5883 115.9375 1.3700 21.9200 US5 0.3280 105.3047 0.3115 4.9836 VIX 0.6613 17.7500 3.7254 59.6065 WHEAT 8.0538 665.7500 1.2097 19.3558 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 649.90 0.68 443.10 1.00 443.10 42251.95 95.36 -2.14 -20.41 BITCOIN 35.33 2.28 80.66 1.00 80.66 42251.95 523.82 9.59 502.09 BOBL 1162.70 0.23 271.47 1.06 288.49 42251.95 146.46 -2.45 -35.83 BTP 1113.80 0.62 687.73 1.06 730.85 42251.95 57.81 -1.29 -7.48 BUND 1294.20 0.44 568.47 1.06 604.12 42251.95 69.94 -2.92 -20.41 BUXL 1222.40 1.10 1347.26 1.06 1431.73 42251.95 29.51 -6.10 -17.99 CAC 700.55 0.84 591.83 1.06 628.94 42251.95 67.18 -3.20 -21.49 CAD 730.80 0.43 316.66 1.00 316.66 42251.95 133.43 -14.10 -188.19 CANOLA 140.60 1.12 157.49 0.73 114.63 42251.95 368.61 -15.56 -573.62 CHF 1397.00 0.46 638.84 1.00 638.84 42251.95 66.14 -17.63 -116.58 COCOA 396.00 1.01 401.65 1.00 401.65 42251.95 105.20 11.17 117.50 COFFEE 644.62 1.81 1166.72 1.00 1166.72 42251.95 36.21 -5.01 -18.14 COPPER 928.00 0.91 848.83 1.00 848.83 42251.95 49.78 -8.50 -42.32 CORN 258.75 0.94 244.08 1.00 244.08 42251.95 173.11 -13.23 -229.10 COTTON2 404.10 1.32 534.57 1.00 534.57 42251.95 79.04 -17.16 -135.60 CRUDE_W 766.10 1.53 1175.23 1.00 1175.23 42251.95 35.95 9.06 32.59 DAX 151.97 0.78 118.94 1.06 126.40 42251.95 334.28 -1.15 -38.31 DOW 170.66 0.72 123.24 1.00 123.24 42251.95 342.85 -10.13 -347.47 DX 1050.60 0.41 431.55 1.00 431.55 42251.95 97.91 4.86 47.60 EUR 1342.56 0.50 676.11 1.00 676.11 42251.95 62.49 -3.49 -21.81 EURIBOR-ICE 2431.88 0.05 130.13 1.06 138.29 42251.95 305.53 7.45 227.75 EUROSTX 416.60 0.92 383.05 1.06 407.07 42251.95 103.79 1.93 20.05 FEEDCOW 1195.25 0.86 1032.16 1.00 1032.16 42251.95 40.94 -10.96 -44.87 GASOIL 841.25 1.68 1411.72 1.00 1411.72 42251.95 29.93 8.07 24.15 GASOLINE 940.34 1.80 1690.24 1.00 1690.24 42251.95 25.00 0.73 1.83 GAS_US_mini 89.62 2.96 265.36 1.00 265.36 42251.95 159.23 -2.46 -39.22 GBP 772.06 0.59 457.44 1.00 457.44 42251.95 92.37 -0.91 -8.38 GOLD_micro 198.67 0.70 138.18 1.00 138.18 42251.95 305.77 -5.87 -179.48 HEATOIL 1199.18 1.52 1822.59 1.00 1822.59 42251.95 23.18 2.31 5.36 JGB-SGX-mini 144150.00 0.18 25354.92 0.01 168.69 42251.95 250.47 -2.35 -58.86 JPY 838.94 0.62 523.60 1.00 523.60 42251.95 80.70 -13.33 -107.53 LEANHOG 303.40 1.67 505.64 1.00 505.64 42251.95 83.56 7.32 61.18 LIVECOW 728.00 0.85 620.48 1.00 620.48 42251.95 68.10 -11.67 -79.50 LUMBER-new 144.79 1.53 221.58 1.00 221.58 42251.95 190.68 -13.30 -253.65 MILK 343.20 1.15 395.90 1.00 395.90 42251.95 106.72 -19.47 -207.82 MXP 283.20 0.84 237.77 1.00 237.77 42251.95 177.70 6.92 123.01 NASDAQ_micro 304.09 0.97 294.09 1.00 294.09 42251.95 143.67 -11.05 -158.81 NIKKEI 32570.00 1.09 35645.80 0.01 237.15 42251.95 178.16 5.28 94.12 NZD 596.55 0.74 439.78 1.00 439.78 42251.95 96.08 -0.55 -5.31 OAT 1239.30 0.48 590.67 1.06 627.70 42251.95 67.31 1.05 7.10 OATIES 192.88 1.62 311.80 1.00 311.80 42251.95 135.51 -16.61 -225.03 OJ 538.88 1.71 921.69 1.00 921.69 42251.95 45.84 10.53 48.27 PALLAD 1112.00 1.53 1702.42 1.00 1702.42 42251.95 24.82 -11.67 -28.96 PLAT 458.20 1.50 689.01 1.00 689.01 42251.95 61.32 3.01 18.48 REDWHEAT 328.00 1.44 472.32 1.00 472.32 42251.95 89.46 -20.00 -178.91 RICE 321.30 0.83 266.98 1.00 266.98 42251.95 158.26 -11.43 -180.96 ROBUSTA 241.50 1.47 354.25 1.00 354.25 42251.95 119.27 4.57 54.53 RUSSELL 87.26 1.21 105.90 1.00 105.90 42251.95 398.98 -13.46 -537.12 SHATZ 1050.85 0.08 79.20 1.06 84.16 42251.95 502.04 -8.03 -403.10 SILVER-mini 582.50 1.41 818.74 1.00 818.74 42251.95 51.61 -3.61 -18.64 SMI 1059.60 0.76 801.03 1.10 884.41 42251.95 47.77 -5.64 -26.93 SOFR 2401.38 0.09 219.61 1.00 219.61 42251.95 192.40 -5.86 -112.82 SOYBEAN 651.50 0.79 514.36 1.00 514.36 42251.95 82.14 1.87 15.38 SOYMEAL 424.20 1.33 564.99 1.00 564.99 42251.95 74.78 2.30 17.17 SOYOIL 300.96 1.57 471.25 1.00 471.25 42251.95 89.66 -9.85 -88.29 SP400 2463.00 1.05 2577.91 1.00 2577.91 42251.95 16.39 -13.02 -21.34 SP500_micro 218.91 0.80 174.23 1.00 174.23 42251.95 242.50 -12.41 -300.92 SUGAR11 298.14 1.20 358.21 1.00 358.21 42251.95 117.95 11.19 131.94 US10 1076.09 0.49 522.28 1.00 522.28 42251.95 80.90 -7.89 -63.84 US10U 1106.88 0.65 718.84 1.00 718.84 42251.95 58.78 -6.28 -36.92 US2 2029.14 0.12 245.08 1.00 245.08 42251.95 172.40 -8.74 -150.70 US20 1125.31 0.96 1084.46 1.00 1084.46 42251.95 38.96 -4.62 -18.00 US30 1159.38 1.37 1588.34 1.00 1588.34 42251.95 26.60 -5.40 -14.35 US5 1053.05 0.31 328.00 1.00 328.00 42251.95 128.82 -9.54 -122.83 VIX 177.50 3.73 661.26 1.00 661.26 42251.95 63.90 -11.82 -75.52 WHEAT 332.88 1.21 402.69 1.00 402.69 42251.95 104.92 -20.00 -209.85 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -20.410 0.010 2.5 -0.530 BITCOIN 502.085 0.043 2.5 54.372 BOBL -35.829 0.004 2.5 -0.363 BTP -7.483 0.014 2.5 -0.255 BUND -20.407 0.004 2.5 -0.207 BUXL -17.990 0.004 2.5 -0.182 CAC -21.489 0.014 2.5 -0.733 CAD -188.191 0.010 2.5 -4.883 CANOLA -573.621 0.010 2.5 -13.956 CHF -116.576 0.010 2.5 -3.025 COCOA 117.504 0.009 2.5 2.517 COFFEE -18.144 0.005 2.5 -0.212 COPPER -42.324 0.043 2.5 -4.583 CORN -229.098 0.010 2.5 -5.574 COTTON2 -135.600 0.009 2.5 -2.904 CRUDE_W 32.588 0.043 2.5 3.529 DAX -38.305 0.014 2.5 -1.307 DOW -347.467 0.009 2.5 -8.075 DX 47.599 0.010 2.5 1.235 EUR -21.807 0.010 2.5 -0.566 EURIBOR-ICE 227.754 0.014 2.5 7.769 EUROSTX 20.054 0.014 2.5 0.684 FEEDCOW -44.867 0.013 2.5 -1.487 GASOIL 24.149 0.017 2.5 1.047 GASOLINE 1.826 0.017 2.5 0.079 GAS_US_mini -39.216 0.043 2.5 -4.247 GBP -8.382 0.010 2.5 -0.217 GOLD_micro -179.479 0.014 2.5 -6.122 HEATOIL 5.358 0.017 2.5 0.232 JGB-SGX-mini -58.862 0.043 2.5 -6.374 JPY -107.532 0.010 2.5 -2.790 LEANHOG 61.182 0.024 2.5 3.718 LIVECOW -79.496 0.013 2.5 -2.634 LUMBER-new -253.652 0.009 2.5 -5.403 MILK -207.821 0.009 2.5 -4.451 MXP 123.006 0.059 2.5 18.055 NASDAQ_micro -158.805 0.009 2.5 -3.691 NIKKEI 94.124 0.043 2.5 10.193 NZD -5.308 0.010 2.5 -0.138 OAT 7.098 0.014 2.5 0.242 OATIES -225.033 0.010 2.5 -5.475 OJ 48.270 0.009 2.5 1.034 PALLAD -28.956 0.014 2.5 -0.988 PLAT 18.480 0.014 2.5 0.630 REDWHEAT -178.913 0.005 2.5 -2.373 RICE -180.957 0.010 2.5 -4.403 ROBUSTA 54.531 0.005 2.5 0.637 RUSSELL -537.125 0.013 2.5 -17.800 SHATZ -403.096 0.004 2.5 -4.088 SILVER-mini -18.643 0.014 2.5 -0.636 SMI -26.925 0.014 2.5 -0.918 SOFR -112.823 0.024 2.5 -6.857 SOYBEAN 15.380 0.004 2.5 0.143 SOYMEAL 17.166 0.004 2.5 0.160 SOYOIL -88.295 0.004 2.5 -0.822 SP400 -21.342 0.013 2.5 -0.707 SP500_micro -300.917 0.009 2.5 -6.994 SUGAR11 131.941 0.009 2.5 2.806 US10 -63.840 0.005 2.5 -0.809 US10U -36.925 0.005 2.5 -0.468 US2 -150.703 0.005 2.5 -1.910 US20 -18.001 0.005 2.5 -0.228 US30 -14.352 0.005 2.5 -0.182 US5 -122.832 0.005 2.5 -1.557 VIX -75.518 0.099 2.5 -18.642 WHEAT -209.847 0.005 2.5 -2.784 ===================== Position diags ===================== AUD 2.47 BITCOIN 56.73 BOBL 1.49 BTP 1.97 BUND 0.71 BUXL 0.30 CAC 2.29 CAD 3.46 CANOLA 8.97 CHF 1.72 COCOA 2.25 COFFEE 0.42 COPPER 5.39 CORN 4.21 COTTON2 1.69 CRUDE_W 3.89 DAX 11.40 DOW 7.97 DX 2.54 EUR 1.62 EURIBOR-ICE 10.42 EUROSTX 3.54 FEEDCOW 1.36 GASOIL 1.30 GASOLINE 1.08 GAS_US_mini 17.24 GBP 2.40 GOLD_micro 10.43 HEATOIL 1.00 JGB-SGX-mini 27.12 JPY 2.09 LEANHOG 5.08 LIVECOW 2.26 LUMBER-new 4.06 MILK 2.29 MXP 26.08 NASDAQ_micro 3.34 NIKKEI 19.29 NZD 2.49 OAT 2.30 OATIES 3.30 OJ 0.98 PALLAD 0.85 PLAT 2.09 REDWHEAT 1.19 RICE 3.85 ROBUSTA 1.39 RUSSELL 13.22 SHATZ 5.09 SILVER-mini 1.76 SMI 1.63 SOFR 11.69 SOYBEAN 0.76 SOYMEAL 0.70 SOYOIL 0.83 SP400 0.54 SP500_micro 5.64 SUGAR11 2.51 US10 1.03 US10U 0.74 US2 2.18 US20 0.49 US30 0.34 US5 1.63 VIX 15.77 WHEAT 1.39 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -0.5 -0.8 -0.3 -1.0 -1 BITCOIN 54.4 48.7 60.0 17.0 17 BOBL -0.4 -0.5 -0.2 0.0 0 BTP -0.3 -0.5 -0.1 0.0 0 BUND -0.2 -0.3 -0.1 0.0 0 BUXL -0.2 -0.2 -0.2 -1.0 -1 CAC -0.7 -1.0 -0.5 0.0 0 CAD -4.9 -5.2 -4.5 -2.0 -2 CANOLA -14.0 -14.9 -13.1 -5.0 -5 CHF -3.0 -3.2 -2.9 -7.0 -7 COCOA 2.5 2.3 2.7 1.0 1 COFFEE -0.2 -0.3 -0.2 0.0 0 COPPER -4.6 -5.1 -4.0 -5.0 -5 CORN -5.6 -6.0 -5.2 -5.0 -5 COTTON2 -2.9 -3.1 -2.7 -3.0 -3 CRUDE_W 3.5 3.1 3.9 2.0 2 DAX -1.3 -2.4 -0.2 -1.0 -1 DOW -8.1 -8.9 -7.3 -1.0 -1 DX 1.2 1.0 1.5 NaN 0 EUR -0.6 -0.7 -0.4 -2.0 -2 EURIBOR-ICE 7.8 6.7 8.8 0.0 0 EUROSTX 0.7 0.3 1.0 2.0 2 FEEDCOW -1.5 -1.6 -1.4 -1.0 -1 GASOIL 1.0 0.9 1.2 1.0 1 GASOLINE 0.1 -0.0 0.2 1.0 1 GAS_US_mini -4.2 -6.0 -2.5 -1.0 -1 GBP -0.2 -0.5 0.0 0.0 0 GOLD_micro -6.1 -7.2 -5.1 0.0 0 HEATOIL 0.2 0.1 0.3 0.0 0 JGB-SGX-mini -6.4 -9.1 -3.7 -8.0 -8 JPY -2.8 -3.0 -2.6 -5.0 -5 LEANHOG 3.7 3.2 4.2 1.0 1 LIVECOW -2.6 -2.9 -2.4 -2.0 -2 LUMBER-new -5.4 -5.8 -5.0 NaN 0 MILK -4.5 -4.7 -4.2 NaN 0 MXP 18.1 15.4 20.7 10.0 10 NASDAQ_micro -3.7 -4.0 -3.4 -5.0 -5 NIKKEI 10.2 8.3 12.1 8.0 8 NZD -0.1 -0.4 0.1 -1.0 -1 OAT 0.2 0.0 0.5 2.0 2 OATIES -5.5 -5.8 -5.1 NaN 0 OJ 1.0 0.9 1.1 NaN 0 PALLAD -1.0 -1.1 -0.9 -1.0 -1 PLAT 0.6 0.4 0.8 0.0 0 REDWHEAT -2.4 -2.5 -2.3 -5.0 -5 RICE -4.4 -4.8 -4.0 NaN 0 ROBUSTA 0.6 0.5 0.8 2.0 2 RUSSELL -17.8 -19.1 -16.5 -9.0 -9 SHATZ -4.1 -4.6 -3.6 NaN 0 SILVER-mini -0.6 -0.8 -0.5 NaN 0 SMI -0.9 -1.1 -0.8 -1.0 -1 SOFR -6.9 -8.0 -5.7 NaN 0 SOYBEAN 0.1 0.1 0.2 0.0 0 SOYMEAL 0.2 0.1 0.2 1.0 1 SOYOIL -0.8 -0.9 -0.7 -3.0 -3 SP400 -0.7 -0.8 -0.7 -2.0 -2 SP500_micro -7.0 -7.6 -6.4 0.0 0 SUGAR11 2.8 2.6 3.1 0.0 0 US10 -0.8 -0.9 -0.7 NaN 0 US10U -0.5 -0.5 -0.4 -1.0 -1 US2 -1.9 -2.1 -1.7 NaN 0 US20 -0.2 -0.3 -0.2 -1.0 -1 US30 -0.2 -0.2 -0.1 -1.0 -1 US5 -1.6 -1.7 -1.4 -4.0 -4 VIX -18.6 -20.2 -17.1 -16.0 -16 WHEAT -2.8 -2.9 -2.6 -3.0 -3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.8 3.8 3.7 1.3 1.0 3.1 1.3 4.2 1.3 1.0 3.1 1.3 3.6 1.3 1.2 2.3 2.3 2.3 2.3 1.3 1.3 1.0 3.1 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 0.3 0.1 -0.4 -0.0 0.1 -0.0 0.0 0.0 -0.0 0.1 -0.4 0.1 -0.4 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.3 0.0 0.5 -0.0 0.1 -0.1 0.1 -0.2 0.0 -0.1 0.4 0.2 0.2 -0.2 -0.2 -0.7 -0.0 0.2 BITCOIN 0.6 0.6 -0.1 -0.0 0.0 -0.1 0.1 -0.0 0.0 0.1 0.4 0.2 0.4 0.2 0.2 -0.2 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.1 0.2 -2.7 0.1 0.0 0.1 0.1 0.0 0.1 -0.0 0.5 0.6 0.6 0.6 -0.1 0.7 -0.0 0.7 BOBL 0.3 0.1 0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.1 0.1 -0.3 0.0 -0.0 0.2 -0.1 0.0 -0.1 -0.0 -0.0 0.1 -0.2 0.0 1.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.2 -0.1 0.0 0.2 0.3 -0.7 -0.7 -0.5 -0.6 BTP 0.4 -0.4 -0.3 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.2 0.1 -0.1 -0.0 -0.1 0.2 0.2 0.1 0.1 -0.1 -0.1 0.1 -0.2 0.0 -0.9 -0.0 0.0 -0.1 0.1 -0.1 0.0 0.8 0.0 0.3 0.1 0.2 -0.5 -0.7 -0.0 0.2 BUND 0.3 -0.1 -0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.2 0.1 -0.3 0.0 -0.1 -0.0 0.1 -0.0 0.0 -0.0 -0.1 0.1 -0.3 0.0 0.8 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.5 -0.1 0.0 0.2 0.2 -0.7 -0.7 -0.7 -0.1 BUXL 0.2 -0.2 -0.3 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.2 0.0 -0.4 -0.0 -0.1 0.0 0.0 0.0 0.0 -0.1 -0.1 0.0 -0.4 -0.0 0.2 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.2 -0.2 -0.0 -0.0 -0.0 -0.6 -0.7 -0.4 0.6 CAC -0.1 -0.6 -0.6 -0.1 0.1 -0.1 0.0 -0.0 -0.0 0.1 -0.2 -0.0 0.5 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.1 0.1 -0.1 -0.7 -0.1 0.0 -0.1 0.0 0.0 -0.0 0.2 -0.2 -0.2 0.1 0.2 0.3 0.1 0.5 0.3 CAD -0.1 -0.2 -0.4 -0.0 0.1 -0.1 0.1 0.0 -0.0 0.1 -0.4 -0.0 -0.5 -0.1 -0.2 -0.1 -0.0 -0.1 -0.0 -0.2 -0.1 0.0 -0.3 -0.1 0.3 -0.1 0.1 -0.1 0.0 -0.1 -0.0 0.0 -0.3 -0.4 -0.1 -0.5 -0.7 -0.7 -0.5 -0.7 CANOLA -0.1 -0.6 -0.3 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.4 0.1 -0.2 -0.1 -0.2 -0.1 -0.0 -0.2 -0.2 -2.7 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.0 -0.4 -0.6 -0.3 -0.3 -0.1 0.3 0.3 CHF 0.4 -0.4 -0.6 -0.0 0.1 -0.1 0.1 0.0 -0.0 0.0 -0.3 -0.0 0.2 -0.0 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 -0.0 -0.0 -0.1 -1.2 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 -1.1 -0.5 0.3 -0.4 -0.2 -0.7 -0.7 -0.7 -0.7 COCOA 0.6 0.0 0.2 -0.1 0.0 -0.2 0.0 -0.2 -0.0 0.2 0.5 0.2 0.7 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.5 0.2 -2.5 0.1 0.1 0.2 0.1 0.3 0.1 -0.3 0.5 0.6 0.6 0.6 0.2 -0.2 0.7 0.2 COFFEE 0.6 0.5 0.0 -0.1 0.0 -0.1 0.0 -0.2 -0.0 0.1 -0.3 0.2 -0.5 0.1 0.1 0.0 0.0 -0.0 0.0 0.1 -0.0 0.2 -0.3 0.2 -2.7 0.0 0.1 -0.0 0.1 -0.1 0.1 0.0 0.3 0.6 0.6 0.2 -0.7 -0.7 -0.7 -0.4 COPPER 0.3 -0.3 -0.4 -0.0 0.0 -0.1 0.0 -0.0 0.0 0.2 -0.5 0.2 -0.2 -0.1 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 0.1 -0.3 0.0 -0.8 -0.0 0.1 -0.1 0.1 -0.2 0.0 0.0 0.5 -0.3 -0.4 0.0 0.1 -0.7 0.3 -0.7 CORN 0.1 0.1 -0.6 -0.1 0.0 -0.1 0.0 -0.2 -0.0 0.1 -0.5 -0.1 -0.7 -0.0 -0.2 -0.1 0.0 -0.1 -0.1 -0.1 -0.2 0.0 -0.5 -0.0 -2.6 -0.0 0.1 -0.1 0.0 -0.3 -0.0 -0.2 -0.1 -0.0 0.5 -0.0 -0.2 -0.1 0.1 0.2 COTTON2 -0.6 -0.5 0.1 -0.0 0.0 -0.1 0.0 -0.2 -0.0 -0.1 0.1 -0.2 -0.3 -0.2 -0.1 -0.2 0.0 -0.1 -0.0 -0.1 -0.0 -0.2 -0.0 -0.2 -2.7 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.0 -0.5 -0.6 -0.3 0.3 -0.7 -0.5 0.0 0.2 CRUDE_W -0.1 -0.4 0.5 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.0 0.4 -0.0 0.3 -0.0 0.1 0.2 0.2 0.3 0.2 0.1 0.2 -0.0 0.4 -0.0 -0.7 0.0 -0.0 0.2 -0.0 0.3 -0.0 -1.1 0.2 0.3 0.5 0.0 0.7 0.3 0.7 0.3 DAX -0.2 -0.6 -0.6 -0.0 0.1 -0.1 0.0 -0.0 -0.0 0.1 -0.3 -0.0 0.3 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 0.0 -0.1 -0.1 2.2 -0.1 0.0 -0.1 0.0 -0.0 -0.0 -0.2 -0.2 -0.2 -0.2 -0.1 0.3 0.1 0.6 0.4 DOW 0.2 -0.6 -0.5 -0.0 0.1 -0.1 0.0 -0.0 -0.0 0.1 -0.1 0.1 0.2 -0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 0.1 -0.0 -0.0 -1.1 -0.0 0.1 -0.1 0.0 0.0 -0.0 -0.3 0.0 0.1 -0.1 0.2 -0.5 -0.2 -0.7 -0.3 DX -0.5 0.2 0.6 -0.0 0.1 -0.1 0.1 0.0 -0.0 -0.1 0.5 -0.1 -0.1 0.1 0.2 0.1 0.1 0.1 0.1 0.2 0.2 -0.1 0.3 0.0 -2.7 0.1 -0.1 0.2 -0.1 0.2 0.0 0.8 -0.5 -0.3 0.6 0.6 0.2 0.3 0.3 0.7 EUR 0.5 -0.2 -0.5 -0.0 0.1 -0.0 0.0 0.0 -0.0 0.1 -0.3 0.1 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.2 0.0 1.6 -0.0 0.1 -0.1 0.1 -0.1 0.0 -0.4 -0.0 0.3 -0.1 -0.3 -0.4 -0.6 -0.3 -0.2 EURIBOR-ICE 0.6 0.3 0.3 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.1 0.1 -0.2 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.1 -0.2 0.1 2.3 0.0 0.0 -0.0 0.1 -0.1 0.0 -0.5 0.2 0.3 0.5 0.5 -0.7 -0.7 0.2 0.6 EUROSTX -0.0 -0.4 -0.6 -0.0 0.1 -0.1 0.0 -0.0 -0.0 0.1 -0.2 0.0 0.4 -0.1 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.6 -0.1 0.1 -0.1 0.0 0.0 -0.0 0.2 -0.1 0.1 0.3 0.2 0.2 0.2 0.3 0.5 FEEDCOW -0.6 -0.6 -0.6 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.0 0.1 -0.1 0.4 -0.2 -0.1 -0.3 -0.4 -0.3 -0.4 -0.2 -0.0 -0.1 0.3 -0.2 -0.3 -0.0 -0.0 0.0 -0.0 0.1 -0.1 -1.1 -0.2 -0.6 -0.6 0.1 0.5 -0.1 0.7 0.2 GASOIL -0.3 -0.5 0.6 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.0 0.3 -0.1 0.3 -0.1 0.1 0.4 0.4 0.4 0.4 0.1 0.2 -0.1 0.4 -0.1 1.1 0.0 -0.0 0.2 -0.0 0.2 -0.0 0.0 -0.1 0.0 0.2 0.4 -0.3 0.0 -0.4 -0.2 GASOLINE -0.0 -0.6 -0.0 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.0 0.2 -0.0 0.2 -0.1 -0.0 0.1 0.4 0.4 0.4 -0.1 0.1 -0.1 0.3 -0.1 -2.7 -0.0 -0.0 0.1 -0.0 0.2 -0.0 0.8 0.0 0.1 -0.5 -0.6 0.7 0.3 0.7 0.2 GAS_US_mini -0.1 0.5 0.6 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.1 -0.4 -0.0 -0.7 -0.0 -0.1 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 -0.0 -0.5 -0.0 2.7 0.0 -0.1 0.0 0.0 -0.1 0.0 -1.1 0.5 -0.2 0.6 -0.6 -0.3 0.2 -0.5 0.1 GBP 0.3 -0.4 -0.6 -0.0 0.1 -0.1 0.0 0.0 -0.0 0.1 -0.3 0.1 0.2 -0.1 -0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 0.1 -0.1 -0.0 0.1 -0.0 0.1 -0.1 0.1 -0.1 -0.0 0.2 0.1 0.2 -0.3 -0.4 -0.2 0.2 0.0 0.7 GOLD_micro 0.6 0.4 -0.3 -0.0 0.0 -0.0 0.0 -0.0 0.0 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 -0.0 0.1 -0.0 0.2 -0.9 0.0 -0.0 0.0 0.0 0.0 0.0 -1.0 -0.1 0.6 0.3 0.2 -0.4 -0.7 -0.3 -0.7 HEATOIL -0.2 -0.5 0.6 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.0 0.4 -0.1 0.3 -0.1 0.1 0.4 0.4 0.4 0.4 0.1 0.2 -0.1 0.5 -0.1 -2.7 0.0 -0.0 0.2 -0.0 0.3 -0.0 0.1 -0.0 0.2 0.0 0.3 0.2 -0.1 -0.0 -0.2 JGB-SGX-mini -0.2 -0.4 -0.6 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.1 -0.1 0.1 -0.1 -0.1 0.1 0.4 0.3 0.3 -0.1 -0.1 -0.0 -0.1 -0.1 -0.2 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 1.1 -0.5 -0.5 -0.2 -0.1 0.0 -0.6 0.5 0.5 JPY 0.3 0.1 -0.5 -0.0 0.1 -0.0 0.0 0.0 -0.0 0.0 -0.4 -0.0 -0.5 -0.1 -0.2 -0.4 -0.3 -0.4 -0.4 -0.2 -0.2 -0.0 -0.5 -0.1 2.7 -0.1 -0.0 -0.2 -0.0 -0.3 -0.0 -1.1 -0.4 -0.4 -0.3 -0.5 -0.3 -0.7 -0.1 -0.7 LEANHOG -0.1 -0.3 0.1 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.0 0.1 -0.2 -0.0 -0.1 -0.3 0.4 0.4 0.4 -0.1 -0.1 0.1 -0.3 -0.0 1.7 -0.0 0.0 -0.1 0.0 -0.2 0.0 1.1 0.5 -0.1 0.0 -0.1 -0.3 -0.1 0.4 0.7 LIVECOW -0.6 -0.6 -0.5 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.0 0.2 -0.1 0.4 -0.1 -0.1 -0.3 -0.1 -0.3 -0.2 -0.1 0.0 -0.1 0.3 -0.1 0.0 -0.0 -0.0 0.1 -0.0 0.2 -0.1 -0.6 -0.2 -0.6 -0.2 0.2 -0.4 -0.7 -0.1 -0.4 LUMBER-new 0.2 0.1 -0.3 -0.1 0.1 -0.2 0.0 -0.2 -0.0 0.2 -0.6 0.2 -0.7 0.0 -0.2 -0.4 -0.3 -0.4 -0.4 -0.1 -0.2 0.2 -0.5 0.1 NaN -0.1 0.2 -0.2 0.2 -0.2 0.0 -1.2 0.6 0.5 0.4 -0.7 -0.6 -0.8 -0.3 -0.7 MILK 0.0 -0.3 -0.1 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.2 -0.2 -0.5 -0.2 -0.0 -0.3 -0.4 -0.4 -0.4 -0.1 -0.1 -0.1 -0.5 -0.1 0.5 -0.0 -0.1 -0.2 -0.1 -0.3 -0.0 -1.1 -0.5 -0.1 -0.4 0.3 -0.7 -0.7 -0.7 -0.7 MXP 0.3 -0.6 -0.6 -0.0 0.1 -0.0 0.0 0.0 -0.0 0.1 0.1 0.1 0.4 -0.0 -0.1 0.3 0.3 0.3 0.3 -0.0 0.0 0.2 0.3 0.0 -2.7 -0.0 0.1 0.0 0.1 0.1 0.0 1.1 0.5 0.5 0.0 0.1 0.4 0.4 0.6 0.7 NASDAQ_micro -0.2 -0.6 -0.6 -0.0 0.0 -0.1 0.0 -0.0 -0.0 0.1 0.1 0.0 0.3 -0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 0.0 0.1 0.2 -0.0 -2.7 -0.0 0.1 0.0 0.0 0.1 -0.0 -0.3 -0.1 -0.1 0.1 0.2 0.1 -0.4 0.1 -0.5 NIKKEI 0.0 -0.6 -0.5 -0.0 0.1 -0.1 0.0 -0.0 -0.0 0.1 0.2 0.1 0.3 -0.0 -0.0 0.1 0.2 0.1 0.2 -0.0 0.0 0.1 0.2 0.0 -1.0 -0.0 0.1 0.0 0.1 0.2 0.0 1.1 0.1 0.5 0.3 0.4 -0.1 0.1 -0.1 0.4 NZD -0.1 0.2 -0.3 -0.0 0.1 -0.0 0.0 0.0 -0.0 0.1 -0.3 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.0 0.0 -0.1 -0.1 0.1 -0.2 -0.0 0.1 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.2 0.2 -0.2 0.2 -0.1 0.1 -0.5 0.3 0.3 OAT 0.3 -0.1 -0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.2 0.1 -0.3 -0.0 -0.1 0.1 0.2 0.1 0.1 -0.0 -0.1 0.1 -0.3 0.0 1.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.8 -0.1 0.1 0.2 0.2 -0.7 -0.7 -0.3 0.4 OATIES -0.5 -0.6 -0.2 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.4 -0.2 -0.4 -0.3 -0.2 -0.1 -0.2 0.1 -0.2 -2.7 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -1.1 -0.4 -0.6 -0.6 -0.1 0.3 0.4 0.7 0.7 OJ -0.6 -0.1 0.0 -0.1 0.0 -0.1 0.0 -0.2 -0.0 -0.1 0.5 -0.1 0.7 0.1 0.2 0.4 0.4 0.4 0.4 0.2 0.2 -0.2 0.5 0.1 -2.7 0.1 -0.1 0.2 -0.0 0.3 0.0 1.1 -0.5 0.6 0.6 0.6 0.1 0.3 0.6 0.7 PALLAD -0.2 -0.2 -0.2 -0.0 0.0 -0.0 0.0 -0.0 0.0 -0.1 -0.4 -0.1 -0.6 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.1 -0.5 -0.1 0.5 -0.1 -0.0 -0.1 -0.0 -0.2 -0.0 0.2 -0.2 -0.6 -0.4 -0.2 -0.3 -0.3 0.1 -0.1 PLAT 0.5 0.1 -0.2 -0.0 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.3 0.1 -0.2 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.2 0.1 1.9 0.0 -0.0 -0.0 0.0 -0.0 0.0 0.2 0.1 0.1 0.1 0.2 0.0 -0.6 0.3 -0.5 REDWHEAT -0.2 -0.6 -0.6 -0.1 0.0 -0.1 0.0 -0.2 -0.0 -0.0 -0.5 -0.1 -0.7 -0.2 -0.2 -0.1 -0.0 -0.1 -0.1 -0.2 -0.2 -0.1 -0.5 -0.2 -2.5 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.2 -0.5 -0.6 -0.6 -0.6 -0.7 -0.7 -0.7 -0.4 RICE -0.3 -0.2 0.2 -0.1 0.0 -0.2 0.0 -0.2 -0.0 -0.2 0.2 -0.2 0.2 -0.2 -0.0 -0.4 0.1 -0.3 -0.0 -0.0 0.0 -0.2 0.1 -0.2 -2.7 -0.0 -0.1 0.0 -0.1 0.0 -0.1 0.4 -0.5 -0.5 -0.1 0.5 -0.1 -0.7 0.5 -0.3 ROBUSTA 0.4 -0.3 -0.3 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.0 0.2 -0.0 0.4 -0.0 -0.0 0.4 0.4 0.4 0.4 0.0 0.1 0.0 0.3 0.0 -2.3 0.0 0.0 0.1 0.0 0.2 0.0 1.1 -0.5 0.6 0.5 0.2 -0.1 -0.4 0.6 -0.0 RUSSELL 0.1 -0.6 -0.6 -0.0 0.0 -0.1 0.0 -0.0 -0.0 0.1 -0.3 0.0 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.1 -0.2 -0.1 -0.3 -0.0 0.0 -0.1 0.0 -0.0 -0.0 -0.1 -0.0 -0.2 -0.3 -0.1 -0.4 -0.5 -0.7 -0.7 SHATZ 0.3 0.3 0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.2 0.0 -0.3 0.0 -0.0 -0.4 -0.3 -0.4 -0.4 -0.0 -0.1 0.0 -0.3 0.0 1.4 -0.0 -0.0 -0.1 0.0 -0.2 0.0 -1.1 -0.2 -0.1 0.3 0.3 -0.6 -0.7 -0.4 -0.7 SILVER-mini 0.5 -0.1 -0.3 -0.0 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.1 0.1 0.1 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 0.0 1.0 -0.0 0.0 -0.0 0.0 0.0 0.0 -0.2 -0.2 0.2 -0.2 0.2 -0.5 -0.7 -0.1 -0.7 SMI -0.5 -0.5 -0.5 -0.0 0.1 -0.1 0.0 -0.0 -0.0 0.1 -0.2 -0.1 0.0 -0.1 -0.1 0.1 0.0 0.1 0.0 -0.2 -0.1 -0.0 -0.1 -0.1 0.7 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.7 -0.1 -0.5 0.0 0.2 -0.3 -0.4 -0.2 -0.2 SOFR 0.3 0.1 -0.4 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.2 0.1 -0.2 -0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.1 -0.1 0.1 -0.2 0.0 -0.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.0 -0.1 0.0 0.0 -0.7 -0.7 -0.2 -0.3 SOYBEAN 0.3 -0.2 0.0 -0.1 0.0 -0.1 0.0 -0.2 -0.0 0.2 0.2 0.2 0.2 0.0 -0.1 0.3 0.4 0.3 0.3 0.0 0.0 0.2 0.0 0.1 -2.7 0.0 0.2 0.0 0.2 0.0 0.1 1.1 0.5 0.6 0.2 0.2 -0.7 -0.2 -0.7 -0.0 SOYMEAL 0.6 0.2 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.0 0.1 0.1 0.1 0.1 0.3 0.3 0.3 0.3 0.1 0.0 0.2 0.0 0.2 -2.7 0.0 0.1 0.0 0.1 0.1 0.1 1.1 0.5 0.6 0.6 0.4 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.4 -0.6 -0.3 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.2 0.2 0.2 -0.2 -0.1 -0.1 -0.1 -0.2 -2.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.9 -0.2 -0.6 -0.6 -0.3 -0.2 0.1 0.4 0.6 SP400 0.0 -0.6 -0.6 -0.0 0.0 -0.1 0.0 -0.0 -0.0 0.1 -0.2 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 -0.1 -1.2 -0.0 0.0 -0.1 0.0 -0.0 -0.0 0.1 -0.1 -0.2 -0.2 -0.0 -0.2 -0.5 -0.5 -0.7 SP500_micro -0.0 -0.6 -0.6 -0.0 0.1 -0.1 0.0 -0.0 -0.0 0.1 -0.0 0.0 0.2 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.0 0.1 0.1 -0.0 -2.1 -0.0 0.1 -0.0 0.0 0.1 -0.0 -0.4 -0.0 -0.0 -0.1 0.1 -0.1 -0.4 -0.1 -0.6 SUGAR11 0.1 -0.1 0.1 -0.1 0.0 -0.1 0.0 -0.2 -0.0 0.2 0.5 0.2 0.7 0.2 0.2 0.4 0.3 0.4 0.4 0.2 0.2 0.1 0.5 0.1 -2.7 0.1 0.1 0.2 0.1 0.5 0.1 1.1 0.3 0.6 0.6 0.6 -0.6 -0.6 0.3 0.1 US10 0.3 0.1 -0.3 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -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 0.1 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.5 -0.1 -0.1 -0.1 -0.1 -0.7 -0.7 -0.0 0.0 US10U 0.3 0.0 -0.4 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.2 0.0 -0.3 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.1 -0.1 0.0 -0.3 -0.0 -0.3 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.1 -0.2 -0.2 -0.2 -0.7 -0.7 0.2 0.5 US2 0.4 0.6 0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.2 0.0 -0.3 0.0 -0.1 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 0.0 -0.4 0.0 1.1 -0.0 0.0 -0.1 0.0 -0.2 0.0 -1.1 -0.2 -0.1 0.2 0.1 -0.7 -0.7 -0.3 -0.7 US20 0.3 -0.1 -0.5 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.2 0.0 -0.2 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.1 -0.1 -0.2 -0.2 -0.4 -0.7 0.5 0.7 US30 0.2 -0.1 -0.4 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.2 0.0 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.3 -0.1 -0.1 -0.2 -0.2 -0.2 -0.7 0.7 0.7 US5 0.3 0.3 -0.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.2 0.0 -0.3 -0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 0.1 -0.3 0.0 0.4 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.9 -0.1 -0.1 0.0 0.0 -0.7 -0.7 -0.3 -0.6 VIX 0.1 1.0 1.0 -0.0 -0.1 -0.1 -0.1 -0.4 -0.0 -0.2 -0.5 -0.2 -0.8 -0.0 0.0 -0.6 -0.6 -0.6 -0.6 -0.0 -0.1 -0.2 -0.6 -0.1 NaN -0.0 -0.1 -0.1 -0.1 -0.4 -0.0 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT 0.1 -0.1 -0.6 -0.1 0.0 -0.1 0.0 -0.2 -0.0 0.1 -0.5 -0.0 -0.7 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.0 -0.5 -0.1 -0.8 -0.1 0.0 -0.2 -0.0 -0.3 -0.0 -1.0 -0.2 -0.1 0.2 -0.4 -0.7 -0.6 -0.7 -0.5 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 8.9 4.1 -11.2 -3.0 7.6 -1.7 3.9 0.2 -0.7 11.4 -13.0 8.9 -11.2 2.2 -11.7 -3.1 -3.0 -3.3 -3.2 -4.9 -9.7 14.3 -10.6 4.1 3.5 -2.5 11.5 -4.6 8.1 -4.7 2.3 -1.3 14.8 6.4 6.4 -6.0 -6.6 -20.0 -1.0 4.9 BITCOIN 20.0 19.8 -2.0 -1.0 1.0 -2.7 5.5 -0.9 4.0 10.4 13.0 20.0 11.6 20.0 13.9 -7.6 -4.9 -6.7 -6.0 20.0 13.9 20.0 5.5 20.0 -20.0 6.8 3.7 2.8 8.7 1.1 10.3 -0.6 20.0 20.0 20.0 19.9 -3.1 20.0 -0.9 20.0 BOBL 8.9 3.2 2.8 -1.9 2.5 -2.5 2.3 -2.5 0.1 2.9 -5.4 6.0 -7.9 3.8 -1.1 10.7 -3.7 2.2 -3.4 -1.1 -4.6 6.1 -8.7 3.5 9.1 -0.6 1.4 -2.1 3.2 -3.4 1.8 -4.2 -3.9 0.9 7.7 9.2 -20.0 -20.0 -14.5 -18.5 BTP 13.7 -11.0 -10.4 -2.7 3.6 -3.6 3.2 -3.6 0.2 6.8 -6.3 8.7 -2.2 -0.7 -6.8 7.7 7.6 6.8 6.7 -5.2 -6.9 13.2 -6.2 4.0 -6.7 -1.9 4.9 -2.4 5.1 -1.8 1.6 15.2 1.9 7.8 3.8 5.8 -13.6 -20.0 -0.7 6.8 BUND 8.0 -2.0 -2.5 -2.0 2.7 -2.7 2.4 -2.6 0.1 3.1 -6.7 5.1 -8.7 0.1 -4.6 -2.4 5.1 -0.6 1.9 -3.4 -6.4 6.2 -9.6 1.9 6.1 -1.6 2.3 -2.6 3.0 -3.2 0.9 9.3 -4.4 1.5 5.0 5.7 -20.0 -20.0 -20.0 -3.1 BUXL 5.6 -6.9 -7.9 -2.2 2.9 -2.9 2.6 -2.9 0.1 3.2 -8.7 1.1 -9.9 -4.3 -7.5 0.6 0.8 0.6 0.8 -8.2 -10.9 4.4 -13.4 -2.0 1.4 -2.7 2.2 -3.4 1.7 -3.4 -0.6 4.6 -9.2 -0.7 -1.1 -1.2 -18.4 -20.0 -11.8 17.1 CAC -4.3 -17.8 -18.8 -4.8 8.5 -3.6 3.7 -1.0 -2.2 11.8 -8.6 -0.9 12.9 -11.6 -15.7 -4.2 -2.5 -5.3 -4.5 -16.4 -10.7 5.9 2.6 -9.4 -5.3 -5.8 5.2 -3.8 2.3 0.3 -3.3 4.3 -8.0 -5.9 2.9 5.1 9.2 3.4 15.2 9.4 CAD -3.6 -6.6 -12.1 -4.2 10.7 -2.4 5.5 0.3 -1.0 13.0 -14.4 -2.2 -14.6 -12.4 -18.0 -2.6 -2.2 -2.5 -2.4 -15.2 -13.0 3.2 -10.2 -10.3 2.1 -6.5 7.7 -5.3 1.3 -3.7 -4.4 0.0 -14.4 -12.6 -2.7 -14.6 -20.0 -20.0 -14.0 -20.0 CANOLA -4.1 -20.0 -9.7 -3.0 2.9 -3.1 0.8 -2.9 -1.5 7.1 -2.1 -5.7 -4.2 -10.3 -10.6 -18.5 3.8 -11.7 -3.9 -16.2 -10.4 -4.6 -6.4 -14.1 -20.0 -3.6 2.3 -2.6 -1.0 -2.1 -3.1 0.1 -1.1 -12.8 -20.0 -10.3 -10.0 -3.1 7.7 8.9 CHF 13.3 -10.9 -17.7 -3.8 9.5 -2.2 4.9 0.3 -0.9 1.5 -9.4 -2.3 5.2 -1.7 -11.5 -16.6 -14.8 -16.7 -15.8 -10.1 -8.9 -1.5 -1.5 -4.9 -8.6 -3.9 2.2 -3.3 -0.8 -0.8 -2.1 -20.0 -20.0 9.9 -12.3 -7.2 -20.0 -20.0 -20.0 -20.0 COCOA 20.0 0.8 7.3 -5.7 5.5 -5.9 1.5 -5.7 -2.9 20.0 20.0 20.0 20.0 20.0 19.2 -4.4 -2.7 -4.1 -3.4 20.0 20.0 20.0 20.0 20.0 -18.9 7.5 8.7 8.1 10.0 9.4 9.4 -5.9 20.0 20.0 20.0 20.0 6.7 -5.1 20.0 7.1 COFFEE 20.0 14.3 0.5 -4.9 4.7 -5.0 1.3 -4.8 -2.5 16.0 -12.7 15.7 -13.8 13.5 6.8 1.7 1.4 -0.1 0.4 7.1 -4.2 20.0 -10.4 17.3 -20.0 3.6 10.8 -0.0 8.8 -1.6 7.2 0.8 13.9 20.0 20.0 5.1 -20.0 -20.0 -20.0 -12.1 COPPER 9.3 -8.8 -11.7 -0.9 0.8 -2.3 4.6 -0.7 3.3 18.0 -16.9 18.1 -6.7 -5.4 -15.3 -8.2 -4.0 -7.0 -5.6 -9.7 -14.0 15.8 -12.4 2.9 -6.3 -3.1 10.9 -4.9 8.7 -4.4 2.5 0.6 20.0 -9.0 -11.4 0.4 2.4 -20.0 7.9 -20.0 CORN 2.2 4.1 -20.0 -5.2 5.0 -5.4 1.4 -5.2 -2.7 13.4 -19.6 -6.1 -19.0 -0.1 -17.7 -5.4 1.2 -5.6 -3.7 -7.6 -18.6 2.2 -20.0 -1.3 -19.7 -1.5 6.8 -4.6 1.9 -7.8 -0.3 -2.9 -5.3 -1.4 15.3 -1.2 -7.4 -1.6 3.1 5.4 COTTON2 -20.0 -14.2 2.9 -4.6 4.4 -4.7 1.2 -4.5 -2.3 -15.8 4.7 -17.1 -8.7 -16.9 -8.1 -9.2 2.3 -5.0 -1.5 -12.3 -2.3 -20.0 -1.1 -20.0 -20.0 -4.2 -10.0 -0.4 -10.1 1.1 -8.2 -0.1 -20.0 -20.0 -8.9 9.8 -19.9 -13.9 1.4 6.5 CRUDE_W -3.3 -13.3 16.8 0.8 -1.1 4.6 -3.2 4.9 -3.0 -5.4 13.7 -2.7 8.3 -0.2 10.3 9.7 11.4 13.3 12.4 9.6 16.6 -4.1 14.7 -0.4 -5.3 3.5 -0.7 7.2 -1.9 7.6 -0.7 -20.0 7.8 8.6 15.6 0.7 20.0 10.0 20.0 9.1 DAX -5.5 -19.4 -20.0 -4.3 7.6 -3.2 3.3 -0.9 -2.0 12.9 -12.3 -2.6 9.3 -11.9 -16.0 -9.4 -8.0 -9.6 -9.1 -18.9 -14.0 5.2 -2.0 -11.2 16.4 -5.7 5.3 -4.4 1.8 -1.2 -3.2 -4.4 -8.1 -4.8 -5.0 -3.4 9.3 2.1 16.8 10.5 DOW 6.7 -18.7 -15.8 -3.4 5.9 -2.5 2.6 -0.7 -1.5 12.3 -4.4 7.7 6.0 -4.6 -8.6 -9.8 -8.9 -10.7 -10.4 -9.2 -6.7 11.9 -1.6 -2.4 -8.5 -3.2 7.1 -1.9 3.3 0.2 -1.3 -6.4 0.5 3.6 -2.3 7.2 -16.3 -7.5 -20.0 -8.3 DX -14.3 5.1 20.0 -4.1 10.4 -2.4 5.3 0.3 -1.0 -14.5 17.8 -6.6 -3.5 6.8 18.4 7.3 5.9 7.2 6.6 14.6 17.1 -14.1 11.9 1.2 -20.0 5.6 -11.1 6.5 -5.7 5.0 0.5 14.7 -20.0 -9.8 20.0 20.0 6.0 8.2 9.4 20.0 EUR 14.2 -5.3 -16.5 -3.1 7.9 -1.8 4.0 0.2 -0.7 11.1 -11.7 8.6 3.2 -0.5 -11.8 -6.4 -6.8 -6.6 -6.7 -7.2 -9.2 10.8 -5.7 1.7 11.6 -3.4 8.2 -4.1 5.0 -2.5 0.8 -7.6 -1.5 10.1 -2.7 -9.3 -11.6 -17.8 -9.1 -5.5 EURIBOR-ICE 17.1 10.6 8.4 -1.8 2.4 -2.4 2.1 -2.4 0.1 5.1 -2.3 7.2 -6.7 6.3 4.6 -3.4 -7.3 -6.0 -7.2 4.4 -0.6 13.5 -6.4 10.2 17.1 1.5 3.3 -0.1 4.8 -1.8 3.6 -9.9 9.7 9.0 15.2 15.2 -20.0 -20.0 5.6 19.2 EUROSTX -1.3 -13.5 -17.8 -4.4 7.8 -3.3 3.4 -0.9 -2.0 12.9 -8.7 3.1 11.2 -8.4 -15.0 -5.4 -2.4 -5.4 -4.5 -12.0 -8.6 9.6 2.3 -4.3 4.5 -4.8 8.0 -3.8 4.6 0.1 -1.5 4.4 -3.8 3.7 9.1 5.1 6.1 4.7 10.2 14.1 FEEDCOW -20.0 -20.0 -20.0 -4.0 3.9 -4.1 1.1 -4.0 -2.1 -2.8 4.0 -10.6 10.6 -14.0 -10.4 -13.0 -20.0 -13.2 -20.0 -18.6 -0.3 -15.7 12.8 -20.0 -2.2 -3.4 -1.4 0.8 -3.3 3.9 -5.3 -20.0 -6.9 -20.0 -20.0 3.9 14.0 -2.3 20.0 7.2 GASOIL -10.4 -16.9 20.0 0.6 -0.9 3.6 -2.5 3.8 -2.3 -1.8 11.3 -9.1 7.8 -5.7 8.2 20.0 20.0 20.0 20.0 5.1 14.2 -6.3 14.7 -4.9 8.6 2.2 -0.4 5.7 -2.0 5.5 -1.6 0.0 -2.5 0.1 7.4 11.8 -8.5 0.6 -13.3 -4.9 GASOLINE -0.7 -20.0 -0.8 0.8 -1.1 4.6 -3.2 4.9 -3.0 -5.5 8.3 -4.5 6.8 -11.4 -4.3 3.3 20.0 20.0 20.0 -5.3 5.1 -7.0 12.6 -9.3 -20.0 -2.5 -0.8 2.1 -2.6 6.0 -3.9 15.4 1.4 4.4 -16.8 -20.0 20.0 9.9 20.0 5.7 GAS_US_mini -3.1 13.9 20.0 1.0 -1.3 5.5 -3.8 5.8 -3.5 -9.1 -14.5 -3.9 -20.0 -3.0 -10.4 -20.0 -20.0 -20.0 -20.0 -1.6 -9.6 -1.5 -20.0 -0.0 20.0 1.6 -6.5 0.3 0.1 -2.7 1.3 -20.0 20.0 -5.5 18.2 -20.0 -8.6 6.3 -14.0 1.8 GBP 10.6 -11.6 -17.4 -3.5 8.8 -2.0 4.5 0.3 -0.8 11.5 -9.6 5.5 6.6 -5.8 -14.3 -0.8 -0.8 -0.6 -0.6 -9.4 -8.5 11.8 -2.9 -0.2 0.6 -4.1 9.2 -3.8 5.2 -1.9 -0.0 2.9 3.6 6.9 -9.9 -11.7 -6.2 6.0 0.4 20.0 GOLD_micro 20.0 12.6 -9.9 -0.7 0.6 -1.8 3.5 -0.6 2.6 -7.6 -4.2 12.0 2.5 13.1 7.2 -15.1 -14.7 -16.6 -16.2 9.0 -0.5 11.9 -1.2 17.7 -6.7 2.1 -0.3 0.1 2.9 0.1 4.3 -18.0 -6.2 20.0 7.8 6.2 -10.8 -20.0 -9.1 -20.0 HEATOIL -7.6 -15.8 17.5 0.8 -1.2 4.7 -3.3 5.0 -3.0 -4.8 13.0 -7.1 8.5 -6.9 8.9 20.0 20.0 20.0 20.0 5.2 16.6 -7.7 17.8 -6.1 -20.0 1.5 -1.6 6.9 -2.8 8.7 -2.7 1.1 -0.6 5.9 0.1 10.4 6.7 -2.2 -0.1 -6.8 JGB-SGX-mini -6.2 -11.3 -18.6 -2.0 2.7 -2.7 2.4 -2.6 0.1 0.8 -5.0 -5.0 1.6 -6.3 -8.3 5.3 19.4 13.0 15.5 -9.3 -6.7 -5.3 -2.3 -8.8 -1.6 -3.1 0.1 -2.3 -2.0 -1.3 -3.0 20.0 -20.0 -15.0 -4.8 -3.3 1.0 -17.3 13.9 14.3 JPY 9.2 3.9 -15.5 -2.9 7.4 -1.7 3.8 0.2 -0.7 3.2 -15.5 -3.7 -14.9 -10.5 -14.6 -19.3 -15.9 -19.0 -17.7 -15.1 -20.0 -3.2 -20.0 -8.4 20.0 -5.7 -0.2 -7.0 -2.0 -7.3 -3.7 -20.0 -17.4 -12.9 -10.0 -16.1 -7.6 -20.0 -3.9 -20.0 LEANHOG -2.2 -9.3 2.9 -3.0 2.9 -3.1 0.8 -3.0 -1.5 10.3 -1.6 6.8 -5.9 -4.0 -6.1 -14.9 20.0 20.0 20.0 -5.4 -6.9 8.0 -9.4 -0.5 12.5 -2.4 5.3 -4.4 4.0 -6.7 0.3 20.0 20.0 -1.9 1.2 -2.6 -8.4 -3.3 11.6 19.9 LIVECOW -20.0 -20.0 -15.9 -4.0 3.8 -4.1 1.0 -3.9 -2.0 -1.6 8.9 -5.7 12.4 -8.9 -5.7 -14.2 -5.1 -17.5 -9.9 -7.5 3.8 -9.0 11.6 -12.7 0.0 -2.6 -3.3 2.1 -3.8 5.5 -5.0 -11.2 -7.9 -20.0 -5.3 6.4 -10.9 -20.0 -4.3 -11.8 LUMBER-new 5.3 1.6 -9.0 -6.2 6.0 -6.2 1.6 -5.0 -3.2 20.0 -20.0 16.3 -20.0 3.6 -20.0 -17.9 -14.8 -16.9 -15.7 -9.8 -16.9 20.0 -16.9 4.4 NaN -4.1 20.0 -6.7 13.7 -5.8 3.2 -20.0 20.0 13.3 10.1 -20.0 -14.2 -20.0 -7.4 -18.3 MILK 1.4 -9.5 -3.6 -4.0 3.9 -4.1 1.1 -4.0 -2.1 -14.2 -8.4 -15.0 -12.7 -14.8 -4.1 -16.3 -20.0 -18.7 -20.0 -10.1 -13.6 -14.4 -20.0 -12.0 3.8 -3.6 -6.8 -5.9 -5.6 -9.4 -4.0 -20.0 -20.0 -4.1 -11.0 9.8 -20.0 -20.0 -20.0 -20.0 MXP 8.6 -20.0 -19.3 -2.7 6.8 -1.5 3.5 0.2 -0.6 10.2 4.6 9.9 10.5 -1.8 -6.2 13.0 16.4 14.1 15.2 -3.3 0.7 16.8 10.0 4.4 -20.0 -1.2 8.0 0.4 6.6 4.1 1.8 20.0 20.0 15.8 0.7 3.0 11.8 12.3 19.0 20.0 NASDAQ_micro -6.2 -19.5 -20.0 -2.8 5.0 -2.1 2.2 -0.6 -1.3 10.6 4.3 3.0 7.3 -2.8 -6.4 -9.2 -8.6 -9.7 -9.6 -4.8 1.2 9.6 7.3 -1.9 -20.0 -1.9 7.4 0.8 3.1 3.8 -1.0 -5.4 -4.2 -2.4 2.4 5.5 3.3 -13.1 1.8 -15.7 NIKKEI 0.0 -19.9 -15.6 -3.2 5.6 -2.4 2.5 -0.7 -1.4 11.6 7.8 7.1 9.6 -0.5 -2.2 3.2 10.2 6.4 8.7 -1.2 3.1 13.2 8.9 2.6 -7.1 -1.0 9.1 1.7 5.6 4.8 0.7 20.0 3.7 15.0 10.4 10.9 -3.3 2.3 -3.7 11.3 NZD -2.4 6.3 -9.7 -2.7 6.9 -1.6 3.5 0.2 -0.6 9.3 -11.6 -0.1 -3.1 -4.0 -11.0 -0.0 0.3 -0.0 0.1 -5.3 -7.4 8.9 -7.5 -0.3 0.9 -2.5 10.4 -3.3 5.4 -3.2 0.2 4.3 10.1 -6.1 7.3 -3.9 4.2 -15.7 10.0 8.6 OAT 8.5 -4.3 -3.8 -2.2 2.9 -2.9 2.6 -2.8 0.1 3.8 -7.2 5.2 -9.2 -1.0 -5.5 5.9 7.8 6.0 6.5 -4.0 -6.8 7.3 -9.4 1.9 8.4 -1.7 3.0 -2.7 3.5 -3.2 1.0 15.4 -4.0 2.4 4.7 5.7 -20.0 -20.0 -8.1 10.7 OATIES -15.6 -20.0 -5.7 -3.4 3.2 -3.5 0.9 -3.3 -1.7 -12.1 -0.8 -11.1 -2.4 -12.3 -11.3 -19.6 -8.9 -18.6 -15.7 -19.2 -5.8 -19.1 3.0 -20.0 -20.0 -3.4 -4.7 -1.0 -3.8 0.4 -4.0 -20.0 -17.0 -20.0 -20.0 -3.0 10.5 11.2 20.0 20.0 OJ -20.0 -3.7 0.1 -5.1 5.0 -5.3 1.4 -5.1 -2.6 -13.8 20.0 -9.6 20.0 9.9 18.3 20.0 20.0 20.0 20.0 20.0 20.0 -19.5 20.0 11.9 -20.0 7.0 -6.1 8.8 -3.0 9.6 2.9 20.0 -20.0 20.0 20.0 20.0 3.4 8.5 17.1 20.0 PALLAD -7.3 -5.9 -6.2 -0.6 0.6 -1.6 3.2 -0.5 2.3 -9.8 -14.9 -7.3 -15.5 -11.7 -13.0 -2.5 -2.7 -2.8 -2.8 -16.8 -20.0 -7.6 -20.0 -12.5 3.5 -5.0 -2.6 -5.3 -2.7 -5.7 -4.1 3.9 -8.8 -20.0 -12.9 -7.0 -10.3 -8.5 3.4 -4.3 PLAT 15.9 2.0 -6.7 -0.6 0.5 -1.5 3.0 -0.5 2.2 2.7 -10.8 8.8 -5.6 3.8 -4.6 -3.6 -2.7 -3.7 -3.3 -1.7 -6.5 6.1 -6.3 4.8 14.0 0.9 -0.9 -0.9 3.7 -1.1 3.4 3.5 4.2 1.7 2.2 6.2 1.3 -17.1 9.3 -13.7 REDWHEAT -5.1 -19.2 -20.0 -5.0 4.8 -5.2 1.3 -5.0 -2.6 -3.2 -20.0 -11.8 -20.0 -18.2 -20.0 -6.8 -0.5 -5.1 -2.8 -20.0 -20.0 -13.4 -20.0 -20.0 -18.8 -7.4 -0.8 -6.7 -3.9 -4.6 -6.2 -3.2 -20.0 -20.0 -17.9 -20.0 -20.0 -20.0 -20.0 -11.6 RICE -8.0 -5.7 5.6 -5.6 5.4 -5.7 1.5 -5.5 -2.9 -20.0 8.6 -18.6 5.5 -16.0 -1.1 -20.0 6.3 -14.8 -1.4 -3.5 3.6 -20.0 5.0 -14.1 -20.0 -3.1 -15.6 0.3 -13.9 1.3 -8.2 6.8 -20.0 -14.4 -1.6 16.7 -4.0 -20.0 15.2 -8.3 ROBUSTA 13.1 -10.6 -9.7 -3.7 3.6 -3.9 1.0 -3.7 -1.9 -1.4 8.7 -0.4 11.1 -0.4 -1.1 20.0 20.0 20.0 20.0 1.7 5.9 1.5 12.6 1.5 -17.3 1.3 3.3 2.6 1.1 5.1 1.6 20.0 -20.0 18.3 15.1 5.9 -3.1 -11.9 17.0 -0.1 RUSSELL 2.3 -20.0 -18.4 -2.9 5.2 -2.2 2.3 -0.6 -1.3 8.1 -9.4 0.6 -7.0 -7.4 -10.6 -6.6 -6.3 -7.3 -7.1 -14.0 -11.1 6.4 -6.7 -7.7 -2.0 -3.5 5.0 -2.5 1.8 -1.0 -2.0 -1.3 -1.6 -6.8 -10.0 -3.0 -12.7 -13.8 -20.0 -20.0 SHATZ 7.7 8.0 3.8 -1.9 2.5 -2.5 2.2 -2.5 0.1 1.1 -7.0 4.3 -8.3 2.8 -2.4 -20.0 -13.7 -20.0 -20.0 -1.7 -6.4 3.5 -12.5 2.5 10.4 -0.6 -0.9 -2.5 1.8 -4.6 1.4 -20.0 -7.9 -3.7 8.0 10.5 -18.3 -20.0 -11.3 -20.0 SILVER-mini 14.9 -4.6 -10.0 -0.7 0.6 -1.7 3.4 -0.6 2.5 3.1 -5.3 9.0 1.8 5.8 -3.7 -7.3 -6.5 -7.4 -7.1 -2.9 -5.3 4.2 -2.7 2.6 7.2 -0.2 2.2 -0.5 2.1 0.2 1.5 -3.0 -10.0 6.3 -4.8 5.6 -13.9 -20.0 -3.5 -20.0 SMI -16.7 -15.7 -14.8 -3.4 6.0 -2.6 2.6 -0.7 -1.5 11.9 -7.3 -6.4 0.5 -9.8 -11.6 4.8 2.0 3.0 1.7 -15.2 -10.8 -0.5 -5.0 -12.5 5.0 -4.1 2.8 -2.7 -0.2 -1.7 -3.5 13.2 -5.5 -15.6 1.0 5.9 -7.8 -11.9 -5.8 -6.6 SOFR 9.5 2.5 -11.8 -1.7 2.3 -2.3 2.1 -2.3 0.1 5.1 -6.5 4.8 -5.6 -0.2 -4.9 0.7 -0.7 -0.4 -0.8 -4.7 -6.5 6.9 -6.0 0.7 -1.3 -1.9 3.3 -2.5 2.6 -2.2 0.1 1.6 -0.1 -3.0 1.1 0.8 -20.0 -20.0 -5.1 -8.3 SOYBEAN 9.8 -6.0 0.9 -5.2 5.0 -5.4 1.4 -5.2 -2.7 18.9 7.4 19.3 4.3 1.7 -8.4 16.9 17.8 14.0 14.5 1.1 0.7 20.0 0.6 9.3 -20.0 1.7 20.0 0.8 14.0 0.9 6.4 20.0 20.0 20.0 7.0 6.4 -20.0 -6.9 -20.0 -1.4 SOYMEAL 20.0 6.9 -1.5 -3.4 3.3 -3.5 0.9 -3.4 -1.7 10.5 -1.4 12.6 1.9 11.2 6.2 16.8 17.4 14.1 15.5 8.5 2.3 20.0 1.8 16.2 -20.0 3.3 7.0 1.7 6.7 2.0 5.6 20.0 20.0 20.0 19.8 11.3 -20.0 -20.0 -20.0 -20.0 SOYOIL -11.2 -20.0 -8.7 -2.7 2.6 -2.8 0.7 -2.7 -1.4 -2.5 -0.5 -8.5 -2.2 -10.3 -9.3 6.5 11.3 10.4 10.8 -16.1 -8.2 -11.3 -2.6 -16.9 -20.0 -3.3 -1.0 -1.8 -2.5 -0.7 -3.5 17.8 -10.3 -18.7 -20.0 -9.9 -6.4 3.7 11.4 19.0 SP400 0.9 -20.0 -20.0 -2.8 5.0 -2.1 2.2 -0.6 -1.3 8.2 -7.8 0.7 -1.2 -6.3 -9.4 -5.2 -5.1 -5.4 -5.4 -12.4 -9.3 5.7 -4.0 -7.1 -8.6 -3.2 4.7 -2.2 1.7 -0.6 -1.9 1.3 -4.0 -4.9 -7.0 -1.0 -7.1 -14.8 -14.0 -20.0 SP500_micro -1.4 -20.0 -20.0 -3.3 5.8 -2.5 2.5 -0.7 -1.5 12.3 -0.3 4.3 5.7 -5.2 -8.6 -10.0 -9.8 -11.0 -10.9 -9.7 -4.5 11.4 2.1 -4.2 -15.7 -3.0 7.5 -1.0 3.2 1.4 -1.5 -7.6 -1.2 -1.2 -4.2 3.4 -2.1 -12.3 -2.2 -17.1 SUGAR11 2.1 -1.8 2.1 -5.0 4.8 -5.1 1.3 -5.0 -2.6 17.4 19.3 16.8 18.9 16.0 18.4 20.0 17.2 20.0 18.6 17.5 20.0 14.0 20.0 13.4 -20.0 6.3 9.2 9.2 6.3 14.1 5.3 20.0 11.3 17.9 20.0 20.0 -19.5 -18.3 9.7 4.0 US10 9.0 4.2 -9.8 -1.6 2.2 -2.2 1.9 -2.2 0.1 4.5 -7.0 3.1 -7.2 -2.7 -5.8 -5.1 -7.0 -6.8 -7.6 -6.6 -8.8 5.0 -9.1 -1.3 1.1 -2.2 2.4 -2.8 1.6 -2.6 -0.5 -10.0 -2.9 -4.2 -2.5 -2.6 -20.0 -20.0 -0.6 0.5 US10U 8.1 0.4 -12.1 -2.0 2.6 -2.6 2.3 -2.6 0.1 5.6 -8.5 3.1 -8.7 -4.0 -7.3 -0.1 -0.5 0.2 -0.4 -9.0 -11.3 5.3 -11.1 -2.5 -2.0 -2.8 2.5 -3.3 1.5 -2.9 -0.9 2.0 -4.3 -5.2 -4.7 -5.2 -20.0 -20.0 6.8 15.1 US2 11.7 19.6 4.1 -1.8 2.4 -2.4 2.1 -2.4 0.1 3.5 -8.0 3.7 -8.2 0.7 -5.2 -20.0 -20.0 -20.0 -20.0 -4.0 -9.3 4.8 -13.4 1.0 8.1 -1.5 3.4 -3.6 2.9 -5.5 0.9 -20.0 -7.6 -3.0 6.5 4.0 -20.0 -20.0 -10.2 -20.0 US20 8.3 -3.5 -14.3 -1.5 2.0 -2.0 1.8 -2.0 0.1 4.6 -6.3 2.5 -6.3 -3.3 -5.6 -0.1 -1.6 -1.2 -1.7 -7.8 -9.3 4.4 -8.6 -2.3 -1.8 -2.1 1.8 -2.5 1.0 -2.1 -0.7 0.0 -2.4 -2.9 -6.2 -7.1 -11.1 -20.0 16.3 20.0 US30 6.4 -4.6 -11.5 -1.5 2.0 -2.0 1.8 -2.0 0.1 4.4 -6.6 1.1 -6.6 -4.0 -6.0 -4.0 -4.1 -5.2 -5.0 -7.8 -9.2 3.0 -8.9 -2.9 -1.4 -2.2 1.5 -2.6 0.8 -2.2 -0.9 -4.8 -4.6 -4.2 -5.6 -6.3 -6.9 -20.0 20.0 20.0 US5 9.5 9.0 -6.0 -1.7 2.3 -2.3 2.0 -2.3 0.1 4.5 -7.3 3.6 -7.6 -1.4 -5.6 -9.0 -10.4 -11.3 -11.8 -5.2 -8.1 5.6 -9.5 0.0 3.2 -2.0 3.2 -3.0 2.4 -3.3 0.0 -16.4 -3.0 -3.7 1.5 0.9 -20.0 -20.0 -10.1 -18.3 VIX 1.9 20.0 20.0 -0.0 -9.1 -2.9 -6.0 -6.2 -1.2 -12.5 -11.2 -10.0 -13.2 -1.7 0.4 -20.0 -20.0 -20.0 -20.0 -1.8 -7.2 -15.4 -14.5 -5.0 NaN -0.0 -10.4 -3.3 -6.8 -7.4 -1.5 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 4.3 -4.5 -20.0 -5.1 4.9 -5.3 1.3 -5.1 -2.6 8.8 -19.6 -4.1 -20.0 -4.7 -19.5 -12.3 -10.3 -11.8 -11.3 -17.2 -20.0 -1.3 -20.0 -7.0 -5.6 -5.9 4.4 -8.4 -0.5 -9.2 -3.0 -19.6 -10.3 -4.0 5.6 -12.1 -20.0 -17.7 -20.0 -14.0 End of report for caleb_strategy_v3