******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20231113_204336 produced at 2023-11-13 21:39:39.208871 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.56 0.0 0.00 0.00 0.00 0.00 -6.54 11.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.22 0.0 0.00 0.00 0.00 0.00 -5.35 24.0 0 0 caleb_strategy_v3 CHF False False 0.05 -0.30 -0.18 0.0 0.65 -0.65 -0.30 -0.30 -3.53 13.0 -6 -6 caleb_strategy_v3 US2 False True 0.07 0.00 -0.16 0.0 0.00 0.00 0.00 0.00 -2.24 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.10 -0.15 0.0 0.10 -0.10 -0.10 -0.10 -24.73 17.0 -17 -17 caleb_strategy_v3 CAD False False 0.03 -0.05 -0.15 0.0 0.75 -0.75 -0.05 -0.05 -5.80 29.0 -2 -2 caleb_strategy_v3 COPPER False False 0.03 -0.13 -0.14 0.0 0.20 -0.20 -0.13 -0.13 -4.32 6.0 -4 -4 caleb_strategy_v3 JPY False False 0.03 -0.15 -0.10 0.0 0.51 -0.51 -0.15 -0.15 -3.25 17.0 -5 -5 caleb_strategy_v3 LIVECOW False False 0.03 -0.08 -0.08 0.0 0.43 -0.43 -0.08 -0.08 -3.27 17.0 -3 -3 caleb_strategy_v3 SP400 False False 0.09 -0.09 -0.07 0.0 0.18 -0.18 -0.09 -0.09 -0.80 2.0 -1 -1 caleb_strategy_v3 FEEDCOW False False 0.04 -0.04 -0.07 0.0 0.33 -0.33 -0.04 -0.04 -1.59 8.0 -1 -1 caleb_strategy_v3 GOLD_micro False False 0.01 -0.01 -0.07 0.0 0.39 -0.39 -0.01 -0.02 -9.49 56.0 -2 -3 caleb_strategy_v3 US5 False False 0.04 -0.15 -0.06 0.0 0.94 -0.94 -0.15 -0.15 -1.62 25.0 -4 -4 caleb_strategy_v3 RUSSELL False False 0.00 -0.04 -0.06 0.0 0.21 -0.21 -0.04 -0.02 -20.36 68.0 -12 -8 caleb_strategy_v3 MILK False False 0.01 0.00 -0.06 0.0 0.06 -0.06 0.00 0.00 -4.80 5.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.05 -0.05 0.0 0.11 -0.11 -0.05 -0.05 -5.73 12.0 -5 -5 caleb_strategy_v3 COTTON2 False False 0.01 -0.07 -0.05 0.0 0.16 -0.16 -0.07 -0.07 -3.31 11.0 -5 -5 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.05 0.0 0.19 -0.19 -0.02 -0.02 -14.21 51.0 -6 -6 caleb_strategy_v3 DOW False False 0.01 -0.01 -0.04 0.0 0.41 -0.41 -0.01 -0.01 -7.16 66.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.04 0.0 0.38 -0.38 0.00 0.00 -5.29 48.0 0 0 caleb_strategy_v3 SMI False False 0.04 -0.04 -0.04 0.0 0.38 -0.38 -0.04 -0.04 -0.99 9.0 -1 -1 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.02 -0.04 0.0 0.00 -0.02 -0.02 -0.02 -11.61 26.0 -6 -6 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -5.05 2.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.05 -0.03 0.0 0.09 -0.09 -0.05 -0.05 -2.44 8.0 -4 -4 caleb_strategy_v3 US10 False False 0.04 0.00 -0.03 0.0 0.65 -0.65 0.00 0.00 -0.72 17.0 0 0 caleb_strategy_v3 PALLAD False False 0.04 -0.07 -0.03 0.0 0.07 -0.07 -0.07 -0.07 -0.89 2.0 -2 -2 caleb_strategy_v3 AUD False False 0.02 0.00 -0.03 0.0 0.43 -0.43 0.00 0.00 -1.23 19.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.11 -0.11 -0.04 -0.04 -2.82 9.0 -3 -3 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 -0.02 0.0 0.00 -0.00 0.00 0.00 -1.21 0.0 0 0 caleb_strategy_v3 EUR False False 0.05 -0.05 -0.02 0.0 0.67 -0.67 -0.05 -0.05 -0.34 14.0 -1 -1 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.42 3.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.04 -0.02 0.0 0.26 -0.26 -0.04 -0.04 -2.04 23.0 -4 -4 caleb_strategy_v3 BOBL False False 0.04 0.00 -0.02 0.0 0.85 -0.85 0.00 0.00 -0.40 19.0 0 0 caleb_strategy_v3 US10U False False 0.04 -0.04 -0.01 0.0 0.52 -0.52 -0.04 -0.04 -0.36 13.0 -1 -1 caleb_strategy_v3 US20 False False 0.04 -0.04 -0.01 0.0 0.37 -0.37 -0.04 -0.04 -0.13 9.0 -1 -1 caleb_strategy_v3 BUND False False 0.05 0.00 -0.01 0.0 0.50 -0.50 0.00 0.00 -0.16 10.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.03 -0.01 0.0 0.11 -0.11 -0.03 -0.03 -0.88 10.0 -3 -3 caleb_strategy_v3 NZD False False 0.02 0.00 -0.01 0.0 0.44 -0.44 0.00 0.00 -0.25 21.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 -0.04 -0.01 0.0 0.12 -0.12 -0.04 -0.04 -0.32 3.0 -1 -1 caleb_strategy_v3 PLAT False False 0.02 -0.02 -0.01 0.0 0.16 -0.16 -0.02 -0.02 -0.49 10.0 -1 -1 caleb_strategy_v3 BUXL False False 0.05 0.00 -0.00 0.0 0.19 -0.19 0.00 0.00 -0.09 4.0 0 0 caleb_strategy_v3 COFFEE False False 0.02 0.00 -0.00 0.0 0.14 -0.14 0.00 0.00 -0.10 6.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.02 0.00 0.00 0.0 0.14 -0.14 0.00 0.00 0.25 9.0 0 0 caleb_strategy_v3 US30 False False 0.04 0.00 -0.00 0.0 0.25 -0.25 0.00 0.00 -0.10 6.0 0 0 caleb_strategy_v3 CAC False False 0.03 0.00 -0.00 0.0 0.33 -0.33 0.00 0.00 -0.13 12.0 0 0 caleb_strategy_v3 GBP False False 0.03 0.00 -0.00 0.0 0.61 -0.61 0.00 0.00 -0.10 22.0 0 0 caleb_strategy_v3 GASOLINE False False 0.03 0.00 -0.00 0.0 0.13 -0.13 0.00 0.00 -0.04 4.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 -0.27 0.00 0.0 0.00 -0.27 -0.27 -0.27 0.06 16.0 -8 -8 caleb_strategy_v3 RICE False False 0.01 0.00 -0.00 0.0 0.05 -0.05 0.00 0.00 -0.26 4.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.02 0.01 0.0 0.21 -0.21 0.02 0.02 0.97 23.0 2 2 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 0.01 0.0 0.16 -0.16 0.00 0.00 0.22 7.0 0 0 caleb_strategy_v3 BTP False False 0.04 0.00 0.01 0.0 0.43 -0.43 0.00 0.00 0.17 10.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.01 0.02 0.0 0.34 -0.34 -0.01 -0.01 2.84 58.0 -1 -1 caleb_strategy_v3 OJ False False 0.02 0.00 0.02 0.0 0.06 -0.06 0.00 0.00 1.10 3.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.02 0.0 0.11 -0.11 0.00 0.00 0.54 4.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 0.02 0.0 0.19 -0.19 0.00 0.00 2.20 18.0 0 0 caleb_strategy_v3 OAT False False 0.05 0.10 0.03 0.0 0.48 -0.48 0.10 0.10 0.71 10.0 2 2 caleb_strategy_v3 EUROSTX False False 0.02 0.03 0.03 0.0 0.33 -0.33 0.03 0.03 2.04 20.0 2 2 caleb_strategy_v3 COCOA False False 0.01 0.03 0.04 0.0 0.38 -0.38 0.03 0.03 3.00 26.0 2 2 caleb_strategy_v3 LEANHOG False False 0.01 0.02 0.05 0.0 0.14 -0.14 0.02 0.02 4.61 13.0 2 2 caleb_strategy_v3 CRUDE_W False False 0.03 0.05 0.05 0.0 0.13 -0.13 0.05 0.05 1.85 5.0 2 2 caleb_strategy_v3 DX False True 0.04 0.00 0.05 0.0 0.00 0.00 0.00 0.00 1.21 999999999.0 0 0 caleb_strategy_v3 BITCOIN False False 0.00 0.02 0.08 0.0 0.08 -0.08 0.02 0.03 59.38 59.0 16 26 caleb_strategy_v3 NIKKEI False False 0.01 0.09 0.11 0.0 0.28 -0.28 0.09 0.09 14.38 36.0 12 12 caleb_strategy_v3 MXP False False 0.01 0.20 0.20 0.0 0.61 -0.61 0.20 0.23 19.40 60.0 20 23 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.19 0.79 0.0 0.93 -0.93 0.19 0.09 8.46 10.0 2 1 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 10.3 Shocked risk 22.5 Sum abs risk 49.3 Leverage 4.34 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2789669.12, 'annual_cash_vol_target': 697417.28, 'daily_cash_vol_target': 43588.58} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0043 0.6386 0.6796 10.8740 BITCOIN 782.1783 37045.0000 2.1114 33.7828 BOBL 0.2508 116.1500 0.2159 3.4549 BTP 0.6478 112.1300 0.5777 9.2431 BUND 0.5337 129.7500 0.4113 6.5813 BUXL 1.3531 124.5200 1.0866 17.3862 CAC 58.3945 7112.5000 0.8210 13.1362 CAD 0.0030 0.7250 0.4146 6.6329 CANOLA 7.8137 708.7000 1.1025 17.6405 CHF 0.0048 1.1131 0.4298 6.8769 COCOA 38.5454 4065.0000 0.9482 15.1716 COFFEE 3.0313 173.4000 1.7482 27.9708 COPPER 0.0366 3.6700 0.9962 15.9391 CORN 5.2361 517.7500 1.0113 16.1810 COTTON2 1.0928 79.4500 1.3754 22.0070 CRUDE_W 1.2181 74.8900 1.6265 26.0241 DAX 115.0961 15410.0000 0.7469 11.9503 DOW 232.1250 34382.0000 0.6751 10.8022 DX 0.4078 105.5250 0.3865 6.1832 EUR 0.0051 1.0715 0.4759 7.6152 EURIBOR-ICE 0.0477 97.2350 0.0490 0.7846 EUROSTX 37.5773 4245.0000 0.8852 14.1634 FEEDCOW 2.3639 229.4750 1.0301 16.4819 GASOIL 14.2008 799.2500 1.7768 28.4283 GASOLINE 0.0409 2.2153 1.8442 29.5065 GAS_US_mini 0.1065 3.4250 3.1084 49.7338 GBP 0.0070 1.2277 0.5712 9.1387 GOLD_micro 13.7242 1950.1000 0.7038 11.2603 HEATOIL 0.0467 2.7422 1.7035 27.2554 JGB-SGX-mini 0.2532 144.3800 0.1754 2.8057 JPY 0.0000 0.0066 0.5920 9.4728 LEANHOG 1.1908 77.3000 1.5405 24.6482 LIVECOW 1.6651 175.0500 0.9512 15.2196 LUMBER-new 7.7825 540.0000 1.4412 23.0593 MILK 0.1944 17.2900 1.1244 17.9909 MXP 0.0005 0.0565 0.8371 13.3937 NASDAQ_micro 144.0200 15570.0000 0.9250 14.7997 NIKKEI 332.2239 32780.0000 1.0135 16.2159 NZD 0.0041 0.5884 0.7029 11.2466 OAT 0.5542 124.5400 0.4450 7.1204 OATIES 7.1331 376.5000 1.8946 30.3132 OJ 5.9167 379.2000 1.5603 24.9650 PALLAD 21.0248 981.5000 2.1421 34.2738 PLAT 14.8282 867.6000 1.7091 27.3457 REDWHEAT 9.4735 653.2500 1.4502 23.2034 RICE 0.1482 16.9750 0.8728 13.9642 ROBUSTA 37.8266 2504.0000 1.5106 24.1704 RUSSELL 20.0079 1712.7000 1.1682 18.6913 SHATZ 0.0732 104.9600 0.0697 1.1158 SILVER-mini 0.3257 22.6875 1.4355 22.9681 SMI 76.8207 10625.0000 0.7230 11.5683 SOFR 0.0831 95.9850 0.0866 1.3855 SOYBEAN 11.0642 1308.0000 0.8459 13.5341 SOYMEAL 6.2855 441.0000 1.4253 22.8045 SOYOIL 0.7558 50.7600 1.4890 23.8238 SP400 23.9277 2445.2000 0.9786 15.6570 SP500_micro 33.2578 4431.0000 0.7506 12.0092 SUGAR11 0.3382 26.3100 1.2854 20.5668 US10 0.5053 107.4219 0.4704 7.5256 US10U 0.7047 110.7188 0.6365 10.1835 US2 0.1151 101.2578 0.1136 1.8182 US20 1.0803 113.2188 0.9542 15.2670 US30 1.5999 117.1562 1.3656 21.8499 US5 0.3122 105.0078 0.2973 4.7568 VIX 0.6183 17.0000 3.6370 58.1914 WHEAT 8.1983 659.7500 1.2426 19.8823 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 638.60 0.68 434.01 1.00 434.01 43588.58 100.43 -4.71 -47.34 BITCOIN 37.04 2.11 78.22 1.00 78.22 43588.58 557.27 9.84 548.31 BOBL 1161.50 0.22 250.80 1.07 267.42 43588.58 163.00 -2.39 -38.95 BTP 1121.30 0.58 647.77 1.07 690.68 43588.58 63.11 0.80 5.08 BUND 1297.50 0.41 533.71 1.07 569.06 43588.58 76.60 -2.05 -15.72 BUXL 1245.20 1.09 1353.08 1.07 1442.72 43588.58 30.21 -2.81 -8.50 CAC 711.25 0.82 583.95 1.07 622.63 43588.58 70.01 -0.56 -3.93 CAD 724.95 0.41 300.53 1.00 300.53 43588.58 145.04 -15.41 -223.53 CANOLA 141.74 1.10 156.27 0.72 113.35 43588.58 384.54 -15.19 -584.25 CHF 1391.31 0.43 597.99 1.00 597.99 43588.58 72.89 -18.65 -135.96 COCOA 406.50 0.95 385.45 1.00 385.45 43588.58 113.08 12.40 140.22 COFFEE 650.25 1.75 1136.75 1.00 1136.75 43588.58 38.34 -2.17 -8.30 COPPER 917.50 1.00 914.01 1.00 914.01 43588.58 47.69 -8.37 -39.93 CORN 258.88 1.01 261.80 1.00 261.80 43588.58 166.49 -14.15 -235.66 COTTON2 397.25 1.38 546.39 1.00 546.39 43588.58 79.78 -19.39 -154.65 CRUDE_W 748.90 1.63 1218.09 1.00 1218.09 43588.58 35.78 4.78 17.10 DAX 154.10 0.75 115.10 1.07 122.72 43588.58 355.18 2.35 83.36 DOW 171.91 0.68 116.06 1.00 116.06 43588.58 375.56 -8.21 -308.16 DX 1055.25 0.39 407.80 1.00 407.80 43588.58 106.89 4.35 46.51 EUR 1339.38 0.48 637.48 1.00 637.48 43588.58 68.38 -1.91 -13.05 EURIBOR-ICE 2430.88 0.05 119.20 1.07 127.10 43588.58 342.95 7.23 248.03 EUROSTX 424.50 0.89 375.77 1.07 400.67 43588.58 108.79 5.49 59.70 FEEDCOW 1147.38 1.03 1181.93 1.00 1181.93 43588.58 36.88 -12.99 -47.90 GASOIL 799.25 1.78 1420.08 1.00 1420.08 43588.58 30.69 4.02 12.35 GASOLINE 930.43 1.84 1715.85 1.00 1715.85 43588.58 25.40 -0.38 -0.96 GAS_US_mini 85.62 3.11 266.15 1.00 266.15 43588.58 163.77 -6.54 -107.19 GBP 767.31 0.57 438.26 1.00 438.26 43588.58 99.46 -0.37 -3.67 GOLD_micro 195.01 0.70 137.24 1.00 137.24 43588.58 317.60 -8.76 -278.34 HEATOIL 1151.72 1.70 1961.92 1.00 1961.92 43588.58 22.22 -3.32 -7.38 JGB-SGX-mini 144380.00 0.18 25317.53 0.01 167.17 43588.58 260.75 0.02 0.58 JPY 828.81 0.59 490.70 1.00 490.70 43588.58 88.83 -14.12 -125.43 LEANHOG 309.20 1.54 476.33 1.00 476.33 43588.58 91.51 8.29 75.89 LIVECOW 700.20 0.95 666.05 1.00 666.05 43588.58 65.44 -15.08 -98.67 LUMBER-new 148.50 1.44 214.02 1.00 214.02 43588.58 203.67 -7.88 -160.48 MILK 345.80 1.12 388.83 1.00 388.83 43588.58 112.10 -20.00 -224.20 MXP 282.55 0.84 236.52 1.00 236.52 43588.58 184.29 7.17 132.14 NASDAQ_micro 311.40 0.92 288.04 1.00 288.04 43588.58 151.33 -5.81 -87.88 NIKKEI 32780.00 1.01 33222.39 0.01 219.36 43588.58 198.70 6.68 132.82 NZD 588.40 0.70 413.59 1.00 413.59 43588.58 105.39 -0.93 -9.82 OAT 1245.40 0.45 554.24 1.07 590.95 43588.58 73.76 2.82 20.79 OATIES 188.25 1.89 356.65 1.00 356.65 43588.58 122.22 -16.97 -207.39 OJ 568.80 1.56 887.50 1.00 887.50 43588.58 49.11 10.49 51.53 PALLAD 981.50 2.14 2102.48 1.00 2102.48 43588.58 20.73 -12.60 -26.12 PLAT 433.80 1.71 741.41 1.00 741.41 43588.58 58.79 -2.42 -14.25 REDWHEAT 326.62 1.45 473.68 1.00 473.68 43588.58 92.02 -20.00 -184.04 RICE 339.50 0.87 296.30 1.00 296.30 43588.58 147.11 -0.71 -10.52 ROBUSTA 250.40 1.51 378.27 1.00 378.27 43588.58 115.23 7.22 83.17 RUSSELL 85.64 1.17 100.04 1.00 100.04 43588.58 435.71 -14.10 -614.45 SHATZ 1049.60 0.07 73.19 1.07 78.04 43588.58 558.52 -9.45 -527.91 SILVER-mini 567.19 1.44 814.20 1.00 814.20 43588.58 53.54 -6.64 -35.56 SMI 1062.50 0.72 768.21 1.11 849.71 43588.58 51.30 -5.65 -29.00 SOFR 2399.62 0.09 207.79 1.00 207.79 43588.58 209.78 -5.13 -107.67 SOYBEAN 654.00 0.85 553.21 1.00 553.21 43588.58 78.79 2.95 23.26 SOYMEAL 441.00 1.43 628.55 1.00 628.55 43588.58 69.35 3.83 26.53 SOYOIL 304.56 1.49 453.49 1.00 453.49 43588.58 96.12 -9.88 -94.95 SP400 2445.20 0.98 2392.77 1.00 2392.77 43588.58 18.22 -13.28 -24.18 SP500_micro 221.55 0.75 166.29 1.00 166.29 43588.58 262.13 -8.68 -227.59 SUGAR11 294.67 1.29 378.78 1.00 378.78 43588.58 115.08 8.97 103.27 US10 1074.22 0.47 505.26 1.00 505.26 43588.58 86.27 -6.62 -57.15 US10U 1107.19 0.64 704.69 1.00 704.69 43588.58 61.85 -4.65 -28.75 US2 2025.16 0.11 230.13 1.00 230.13 43588.58 189.41 -9.32 -176.56 US20 1132.19 0.95 1080.32 1.00 1080.32 43588.58 40.35 -2.54 -10.24 US30 1171.56 1.37 1599.91 1.00 1599.91 43588.58 27.24 -2.92 -7.95 US5 1050.08 0.30 312.19 1.00 312.19 43588.58 139.62 -9.14 -127.65 VIX 170.00 3.64 618.28 1.00 618.28 43588.58 70.50 -14.21 -100.17 WHEAT 329.88 1.24 409.92 1.00 409.92 43588.58 106.34 -20.00 -212.67 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -47.345 0.010 2.5 -1.228 BITCOIN 548.308 0.043 2.5 59.377 BOBL -38.954 0.004 2.5 -0.395 BTP 5.079 0.014 2.5 0.173 BUND -15.723 0.004 2.5 -0.159 BUXL -8.505 0.004 2.5 -0.086 CAC -3.933 0.014 2.5 -0.134 CAD -223.529 0.010 2.5 -5.800 CANOLA -584.254 0.010 2.5 -14.215 CHF -135.960 0.010 2.5 -3.528 COCOA 140.221 0.009 2.5 3.003 COFFEE -8.302 0.005 2.5 -0.097 COPPER -39.933 0.043 2.5 -4.324 CORN -235.665 0.010 2.5 -5.734 COTTON2 -154.654 0.009 2.5 -3.312 CRUDE_W 17.105 0.043 2.5 1.852 DAX 83.362 0.014 2.5 2.843 DOW -308.162 0.009 2.5 -7.162 DX 46.513 0.010 2.5 1.207 EUR -13.045 0.010 2.5 -0.338 EURIBOR-ICE 248.028 0.014 2.5 8.460 EUROSTX 59.701 0.014 2.5 2.036 FEEDCOW -47.898 0.013 2.5 -1.587 GASOIL 12.354 0.017 2.5 0.536 GASOLINE -0.961 0.017 2.5 -0.042 GAS_US_mini -107.185 0.043 2.5 -11.607 GBP -3.673 0.010 2.5 -0.095 GOLD_micro -278.342 0.014 2.5 -9.494 HEATOIL -7.381 0.017 2.5 -0.320 JGB-SGX-mini 0.579 0.043 2.5 0.063 JPY -125.433 0.010 2.5 -3.255 LEANHOG 75.889 0.024 2.5 4.612 LIVECOW -98.665 0.013 2.5 -3.270 LUMBER-new -160.481 0.009 2.5 -3.420 MILK -224.204 0.009 2.5 -4.802 MXP 132.144 0.059 2.5 19.396 NASDAQ_micro -87.884 0.009 2.5 -2.043 NIKKEI 132.822 0.043 2.5 14.383 NZD -9.818 0.010 2.5 -0.255 OAT 20.792 0.014 2.5 0.709 OATIES -207.393 0.010 2.5 -5.046 OJ 51.525 0.009 2.5 1.104 PALLAD -26.120 0.014 2.5 -0.891 PLAT -14.253 0.014 2.5 -0.486 REDWHEAT -184.044 0.005 2.5 -2.441 RICE -10.518 0.010 2.5 -0.256 ROBUSTA 83.169 0.005 2.5 0.971 RUSSELL -614.447 0.013 2.5 -20.362 SHATZ -527.911 0.004 2.5 -5.353 SILVER-mini -35.561 0.014 2.5 -1.213 SMI -28.997 0.014 2.5 -0.989 SOFR -107.672 0.024 2.5 -6.544 SOYBEAN 23.257 0.004 2.5 0.216 SOYMEAL 26.528 0.004 2.5 0.247 SOYOIL -94.953 0.004 2.5 -0.884 SP400 -24.185 0.013 2.5 -0.801 SP500_micro -227.595 0.009 2.5 -5.290 SUGAR11 103.268 0.009 2.5 2.196 US10 -57.152 0.005 2.5 -0.724 US10U -28.749 0.005 2.5 -0.364 US2 -176.565 0.005 2.5 -2.237 US20 -10.243 0.005 2.5 -0.130 US30 -7.953 0.005 2.5 -0.101 US5 -127.649 0.005 2.5 -1.618 VIX -100.167 0.099 2.5 -24.726 WHEAT -212.670 0.005 2.5 -2.821 ===================== Position diags ===================== AUD 2.61 BITCOIN 60.35 BOBL 1.65 BTP 2.15 BUND 0.78 BUXL 0.31 CAC 2.39 CAD 3.76 CANOLA 9.36 CHF 1.89 COCOA 2.42 COFFEE 0.45 COPPER 5.16 CORN 4.05 COTTON2 1.71 CRUDE_W 3.88 DAX 12.12 DOW 8.73 DX 2.77 EUR 1.77 EURIBOR-ICE 11.70 EUROSTX 3.71 FEEDCOW 1.22 GASOIL 1.33 GASOLINE 1.10 GAS_US_mini 17.74 GBP 2.58 GOLD_micro 10.83 HEATOIL 0.96 JGB-SGX-mini 28.24 JPY 2.30 LEANHOG 5.56 LIVECOW 2.17 LUMBER-new 4.34 MILK 2.40 MXP 27.05 NASDAQ_micro 3.52 NIKKEI 21.52 NZD 2.73 OAT 2.52 OATIES 2.97 OJ 1.05 PALLAD 0.71 PLAT 2.01 REDWHEAT 1.22 RICE 3.58 ROBUSTA 1.35 RUSSELL 14.44 SHATZ 5.66 SILVER-mini 1.83 SMI 1.75 SOFR 12.75 SOYBEAN 0.73 SOYMEAL 0.64 SOYOIL 0.89 SP400 0.60 SP500_micro 6.09 SUGAR11 2.45 US10 1.09 US10U 0.78 US2 2.40 US20 0.51 US30 0.35 US5 1.77 VIX 17.40 WHEAT 1.41 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -1.2 -1.5 -1.0 0.0 0 BITCOIN 59.4 53.3 65.4 16.0 16 BOBL -0.4 -0.6 -0.2 0.0 0 BTP 0.2 -0.0 0.4 0.0 0 BUND -0.2 -0.2 -0.1 0.0 0 BUXL -0.1 -0.1 -0.1 0.0 0 CAC -0.1 -0.4 0.1 0.0 0 CAD -5.8 -6.2 -5.4 -2.0 -2 CANOLA -14.2 -15.2 -13.3 -6.0 -6 CHF -3.5 -3.7 -3.3 -6.0 -6 COCOA 3.0 2.8 3.2 2.0 2 COFFEE -0.1 -0.1 -0.1 0.0 0 COPPER -4.3 -4.8 -3.8 -4.0 -4 CORN -5.7 -6.1 -5.3 -5.0 -5 COTTON2 -3.3 -3.5 -3.1 -5.0 -5 CRUDE_W 1.9 1.5 2.2 2.0 2 DAX 2.8 1.6 4.1 -1.0 -1 DOW -7.2 -8.0 -6.3 -1.0 -1 DX 1.2 0.9 1.5 NaN 0 EUR -0.3 -0.5 -0.2 -1.0 -1 EURIBOR-ICE 8.5 7.3 9.6 2.0 2 EUROSTX 2.0 1.7 2.4 2.0 2 FEEDCOW -1.6 -1.7 -1.5 -1.0 -1 GASOIL 0.5 0.4 0.7 0.0 0 GASOLINE -0.0 -0.2 0.1 0.0 0 GAS_US_mini -11.6 -13.4 -9.8 -6.0 -6 GBP -0.1 -0.4 0.2 0.0 0 GOLD_micro -9.5 -10.6 -8.4 -2.0 -2 HEATOIL -0.3 -0.4 -0.2 -1.0 -1 JGB-SGX-mini 0.1 -2.8 2.9 -8.0 -8 JPY -3.3 -3.5 -3.0 -5.0 -5 LEANHOG 4.6 4.1 5.2 2.0 2 LIVECOW -3.3 -3.5 -3.1 -3.0 -3 LUMBER-new -3.4 -3.9 -3.0 NaN 0 MILK -4.8 -5.0 -4.6 NaN 0 MXP 19.4 16.7 22.1 20.0 20 NASDAQ_micro -2.0 -2.4 -1.7 -4.0 -4 NIKKEI 14.4 12.2 16.5 12.0 12 NZD -0.3 -0.5 0.0 0.0 0 OAT 0.7 0.5 1.0 2.0 2 OATIES -5.0 -5.3 -4.7 NaN 0 OJ 1.1 1.0 1.2 NaN 0 PALLAD -0.9 -1.0 -0.8 -2.0 -2 PLAT -0.5 -0.7 -0.3 -1.0 -1 REDWHEAT -2.4 -2.6 -2.3 -4.0 -4 RICE -0.3 -0.6 0.1 NaN 0 ROBUSTA 1.0 0.8 1.1 2.0 2 RUSSELL -20.4 -21.8 -18.9 -12.0 -12 SHATZ -5.4 -5.9 -4.8 NaN 0 SILVER-mini -1.2 -1.4 -1.0 NaN 0 SMI -1.0 -1.2 -0.8 -1.0 -1 SOFR -6.5 -7.8 -5.3 NaN 0 SOYBEAN 0.2 0.1 0.3 0.0 0 SOYMEAL 0.2 0.2 0.3 0.0 0 SOYOIL -0.9 -1.0 -0.8 -3.0 -3 SP400 -0.8 -0.9 -0.7 -1.0 -1 SP500_micro -5.3 -5.9 -4.7 0.0 0 SUGAR11 2.2 2.0 2.4 0.0 0 US10 -0.7 -0.8 -0.6 NaN 0 US10U -0.4 -0.4 -0.3 -1.0 -1 US2 -2.2 -2.5 -2.0 NaN 0 US20 -0.1 -0.2 -0.1 -1.0 -1 US30 -0.1 -0.1 -0.1 0.0 0 US5 -1.6 -1.8 -1.4 -4.0 -4 VIX -24.7 -26.5 -23.0 -17.0 -17 WHEAT -2.8 -3.0 -2.7 -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 -0.3 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.3 -0.0 -0.4 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.3 -0.0 0.4 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 -0.1 -0.0 0.2 0.1 -0.1 -0.2 -0.7 -0.0 0.2 BITCOIN 0.6 0.6 0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 0.2 0.4 0.2 0.5 0.2 0.2 -0.2 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.2 0.2 -2.7 0.1 0.0 0.1 0.1 0.1 0.1 -0.0 0.5 0.6 0.6 0.6 -0.1 0.7 -0.0 0.7 BOBL 0.5 0.2 0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 0.0 -0.3 0.1 0.0 0.2 -0.1 0.1 -0.0 -0.0 -0.0 0.0 -0.3 0.0 1.3 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.2 -0.1 0.2 0.3 -0.6 -0.7 -0.5 -0.6 BTP 0.6 -0.1 -0.3 -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 0.2 0.1 0.1 -0.0 -0.1 0.1 -0.2 0.1 -0.9 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.8 0.1 0.3 0.2 0.2 -0.4 -0.7 -0.0 0.2 BUND 0.5 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 -0.0 -0.1 0.1 -0.0 0.0 -0.0 -0.1 0.0 -0.3 0.0 0.8 -0.0 -0.0 -0.1 0.0 -0.1 0.0 0.4 -0.0 -0.0 0.2 0.2 -0.7 -0.7 -0.7 -0.1 BUXL 0.6 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.0 0.0 -0.2 0.0 -0.3 0.0 -0.1 0.0 0.0 0.0 0.0 -0.0 -0.1 0.1 -0.3 0.0 0.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.2 0.1 -0.0 0.0 -0.0 -0.6 -0.7 -0.4 0.5 CAC 0.3 -0.4 -0.6 -0.0 0.0 -0.1 0.1 -0.0 0.0 0.1 -0.2 0.1 0.5 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 -0.7 -0.0 0.1 -0.1 0.1 0.0 0.0 0.2 -0.2 0.0 0.0 0.2 0.3 0.1 0.5 0.3 CAD -0.1 -0.3 -0.4 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 -0.1 -0.4 -0.1 -0.5 -0.1 -0.2 -0.1 -0.0 -0.1 -0.0 -0.2 -0.2 -0.1 -0.3 -0.1 0.3 -0.1 -0.0 -0.2 -0.0 -0.1 -0.0 0.0 0.0 -0.5 -0.3 -0.5 -0.6 -0.7 -0.4 -0.6 CANOLA 0.0 -0.6 -0.4 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.1 -0.0 -0.2 -0.1 -0.1 -0.3 0.1 -0.2 -0.1 -0.1 -0.1 0.0 -0.2 -0.1 -2.7 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.0 0.1 -0.4 -0.6 -0.4 -0.4 -0.1 0.2 0.3 CHF 0.1 -0.1 -0.6 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 0.1 -0.3 -0.1 0.2 0.0 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 -0.0 -0.1 -0.1 -1.2 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -1.1 -0.3 0.0 -0.2 -0.3 -0.7 -0.7 -0.7 -0.7 COCOA 0.6 0.4 0.3 -0.1 0.1 -0.2 0.1 -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 -2.7 0.1 0.1 0.2 0.1 0.3 0.1 -0.3 0.5 0.6 0.6 0.6 0.3 -0.1 0.7 0.3 COFFEE 0.6 0.6 0.1 -0.0 0.1 -0.1 0.0 -0.2 -0.0 0.1 -0.3 0.2 -0.5 0.2 0.1 0.1 0.0 0.0 0.0 0.1 -0.0 0.2 -0.2 0.2 -2.7 0.1 0.0 0.0 0.1 -0.0 0.1 0.1 0.5 0.6 0.6 0.4 -0.7 -0.7 -0.7 -0.4 COPPER 0.5 -0.1 -0.3 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.5 0.0 -0.2 -0.1 -0.2 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 0.0 -0.3 -0.0 -0.9 -0.0 0.0 -0.1 0.0 -0.2 0.0 0.0 0.5 0.3 -0.2 0.1 0.0 -0.7 0.2 -0.7 CORN -0.0 0.3 -0.5 -0.0 0.1 -0.2 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 0.0 -0.1 -0.0 -0.3 -0.0 -0.1 -0.1 -0.3 0.5 -0.1 -0.2 -0.1 0.1 0.2 COTTON2 -0.6 -0.6 -0.0 -0.0 0.1 -0.1 0.0 -0.2 -0.0 -0.1 -0.0 -0.1 -0.3 -0.2 -0.1 -0.2 0.0 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -0.2 -2.7 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.5 -0.6 -0.6 0.1 -0.7 -0.4 -0.0 0.2 CRUDE_W -0.5 -0.6 0.4 -0.0 -0.0 0.1 -0.1 0.1 -0.1 -0.0 0.3 -0.1 0.3 -0.1 0.1 0.2 0.2 0.2 0.2 0.0 0.1 -0.1 0.3 -0.1 -0.7 0.0 -0.0 0.2 -0.1 0.2 -0.0 -1.1 -0.0 0.2 0.4 0.1 0.6 0.3 0.7 0.3 DAX 0.2 -0.4 -0.6 -0.0 0.0 -0.1 0.1 -0.0 0.0 0.1 -0.3 0.1 0.3 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 0.1 -0.1 0.0 2.3 -0.0 0.1 -0.1 0.1 -0.1 0.0 -0.2 -0.1 -0.0 -0.1 -0.1 0.3 0.1 0.5 0.4 DOW 0.4 -0.3 -0.5 -0.0 0.0 -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 -0.0 -0.1 0.1 -0.0 0.1 -1.2 -0.0 0.0 -0.0 0.0 0.0 0.0 -0.3 0.1 0.1 -0.1 0.2 -0.6 -0.2 -0.7 -0.3 DX -0.5 0.0 0.6 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 -0.0 0.4 -0.0 -0.1 0.0 0.2 0.1 0.1 0.1 0.1 0.1 0.2 -0.0 0.3 -0.0 -2.7 0.0 -0.0 0.2 -0.0 0.2 -0.0 0.8 -0.5 -0.3 0.6 0.6 0.3 0.3 0.4 0.7 EUR 0.5 0.0 -0.5 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 0.1 -0.3 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.2 0.0 1.6 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.4 0.2 0.5 0.1 -0.3 -0.4 -0.6 -0.3 -0.2 EURIBOR-ICE 0.6 0.5 0.3 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.0 0.1 -0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.1 -0.2 0.1 2.3 0.0 -0.0 0.0 0.0 -0.1 0.0 -0.5 -0.1 0.2 0.5 0.5 -0.7 -0.7 0.2 0.7 EUROSTX 0.3 -0.2 -0.5 -0.0 0.0 -0.1 0.1 -0.0 0.0 0.1 -0.2 0.2 0.4 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.1 0.6 -0.0 0.1 -0.1 0.1 0.0 0.0 0.2 -0.0 0.3 0.3 0.3 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 -0.1 -0.0 -0.1 0.3 -0.1 -0.1 -0.2 -0.4 -0.3 -0.4 -0.2 -0.0 -0.2 0.2 -0.2 -0.2 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 -1.1 -0.5 -0.6 -0.6 -0.1 0.5 -0.0 0.7 0.3 GASOIL -0.6 -0.6 0.5 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.0 0.3 -0.1 0.3 -0.1 0.0 0.3 0.4 0.4 0.4 -0.0 0.1 -0.1 0.4 -0.1 1.1 -0.0 -0.0 0.1 -0.1 0.2 -0.0 0.0 -0.2 -0.2 0.1 0.4 -0.3 0.0 -0.4 -0.2 GASOLINE -0.3 -0.6 -0.2 -0.0 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.2 -0.1 0.2 -0.1 -0.1 0.0 0.4 0.4 0.4 -0.1 0.0 -0.1 0.3 -0.1 -2.7 -0.0 0.0 0.0 -0.0 0.2 -0.0 0.7 0.1 0.4 -0.4 -0.6 0.7 0.3 0.7 0.2 GAS_US_mini -0.2 0.4 0.5 -0.0 -0.0 0.1 -0.1 0.2 -0.1 -0.1 -0.4 -0.2 -0.7 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 -0.2 -0.5 -0.1 2.7 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -1.1 0.0 -0.2 0.6 -0.6 -0.3 0.2 -0.5 0.1 GBP 0.4 -0.2 -0.6 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 -0.0 -0.3 0.0 0.2 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 0.0 -0.1 0.0 0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.2 0.2 0.3 -0.1 -0.3 -0.3 0.2 -0.1 0.7 GOLD_micro 0.4 0.5 -0.3 -0.0 -0.1 -0.1 -0.1 -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 0.0 -0.9 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.9 -0.2 0.6 0.3 0.2 -0.4 -0.7 -0.3 -0.7 HEATOIL -0.6 -0.6 0.3 -0.0 -0.0 0.1 -0.1 0.1 -0.1 -0.1 0.3 -0.1 0.3 -0.1 0.0 0.4 0.4 0.4 0.4 -0.0 0.1 -0.2 0.4 -0.2 -2.7 -0.0 -0.0 0.1 -0.1 0.2 -0.1 0.1 -0.2 -0.2 -0.1 0.2 0.3 -0.1 0.1 -0.2 JGB-SGX-mini -0.0 -0.3 -0.6 -0.0 -0.0 -0.1 0.0 -0.1 0.0 0.0 -0.1 -0.0 0.0 -0.0 -0.1 0.2 0.4 0.3 0.3 -0.1 -0.1 -0.0 -0.1 -0.0 -0.2 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 1.1 -0.0 -0.6 -0.1 -0.1 0.1 -0.6 0.5 0.5 JPY 0.2 0.1 -0.5 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.4 -0.1 -0.5 -0.1 -0.1 -0.4 -0.3 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.1 2.7 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -1.1 -0.5 -0.4 -0.3 -0.5 -0.2 -0.7 -0.1 -0.7 LEANHOG 0.3 -0.2 0.0 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.1 -0.0 0.1 -0.2 -0.0 -0.1 -0.4 0.4 0.3 0.4 -0.0 -0.1 0.1 -0.3 0.0 1.9 -0.0 0.1 -0.1 0.1 -0.3 0.0 1.1 0.2 0.1 0.0 -0.0 -0.3 -0.1 0.4 0.6 LIVECOW -0.6 -0.6 -0.6 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.1 0.1 -0.1 0.3 -0.1 -0.1 -0.2 -0.1 -0.3 -0.2 -0.1 -0.0 -0.2 0.2 -0.2 0.0 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.5 -0.5 -0.6 -0.6 -0.0 -0.3 -0.7 -0.1 -0.3 LUMBER-new 0.6 0.2 -0.2 -0.1 0.1 -0.2 0.1 -0.2 -0.0 0.2 -0.6 0.3 -0.7 0.2 -0.1 -0.4 -0.3 -0.4 -0.4 0.0 -0.2 0.2 -0.5 0.2 NaN 0.0 0.1 -0.1 0.2 -0.2 0.1 -1.2 0.6 0.8 0.8 -0.4 -0.6 -0.8 -0.3 -0.7 MILK -0.4 -0.2 -0.1 -0.0 0.1 -0.1 0.0 -0.2 -0.0 -0.0 -0.3 -0.1 -0.5 -0.2 -0.1 -0.3 -0.4 -0.4 -0.4 -0.1 -0.2 -0.1 -0.5 -0.2 0.6 -0.1 -0.0 -0.2 -0.0 -0.3 -0.1 -1.1 -0.5 -0.4 -0.5 0.2 -0.7 -0.7 -0.7 -0.7 MXP 0.6 -0.5 -0.6 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.0 0.1 0.1 0.4 0.0 -0.0 0.3 0.3 0.3 0.3 -0.0 0.0 0.1 0.3 0.1 -2.7 -0.0 0.0 0.0 0.0 0.2 0.0 1.1 0.4 0.5 0.0 0.2 0.3 0.4 0.6 0.7 NASDAQ_micro 0.3 -0.3 -0.6 -0.0 0.0 -0.1 0.0 -0.0 0.0 0.1 0.1 0.1 0.3 0.1 -0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.0 0.2 0.2 0.1 -2.7 0.0 0.1 0.0 0.1 0.1 0.0 -0.3 0.4 0.1 0.2 0.2 0.1 -0.4 0.1 -0.5 NIKKEI 0.3 -0.5 -0.5 -0.0 0.0 -0.1 0.0 -0.0 0.0 0.1 0.2 0.1 0.4 0.1 0.0 0.1 0.2 0.1 0.2 0.0 0.1 0.1 0.3 0.1 -1.1 0.0 0.1 0.1 0.1 0.2 0.0 1.1 0.1 0.4 0.3 0.5 -0.2 0.1 -0.2 0.3 NZD 0.1 0.2 -0.3 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.3 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.2 -0.0 0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.0 0.2 0.1 -0.0 0.2 -0.1 0.1 -0.5 0.3 0.3 OAT 0.6 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 -0.0 0.1 0.2 0.1 0.1 -0.0 -0.1 0.1 -0.3 0.1 1.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.8 0.0 0.1 0.2 0.2 -0.7 -0.7 -0.3 0.4 OATIES -0.3 -0.6 -0.4 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.4 -0.2 -0.4 -0.3 -0.2 -0.1 -0.2 0.0 -0.2 -2.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.1 -0.5 -0.6 -0.6 -0.3 0.3 0.4 0.7 0.7 OJ -0.6 -0.2 -0.0 -0.0 0.1 -0.1 0.0 -0.2 -0.0 0.1 0.5 -0.0 0.7 0.1 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.0 0.5 0.1 -2.7 0.1 0.0 0.2 0.0 0.4 0.0 1.1 -0.5 0.2 0.6 0.6 0.1 0.3 0.6 0.7 PALLAD -0.2 -0.3 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.3 -0.1 -0.5 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.5 -0.2 0.5 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.2 -0.5 -0.6 -0.6 -0.3 -0.3 -0.3 0.2 -0.1 PLAT 0.2 0.0 -0.2 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.3 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 1.6 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.2 -0.3 -0.2 -0.1 0.1 -0.0 -0.5 0.3 -0.4 REDWHEAT -0.0 -0.5 -0.6 -0.0 0.1 -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 -0.1 -0.4 -0.6 -0.6 -0.6 -0.7 -0.7 -0.7 -0.4 RICE 0.0 -0.1 0.1 -0.1 0.1 -0.2 0.0 -0.2 -0.0 0.2 0.3 0.2 0.2 0.1 0.0 -0.4 0.1 -0.3 -0.1 0.0 0.1 0.2 0.1 0.1 -2.7 0.0 0.2 0.0 0.1 0.1 0.0 0.3 0.5 0.2 0.4 0.6 -0.1 -0.7 0.5 -0.2 ROBUSTA 0.3 -0.3 -0.4 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.1 0.2 0.0 0.4 0.0 0.0 0.4 0.4 0.4 0.4 0.0 0.1 0.1 0.3 0.1 -2.2 0.0 0.1 0.1 0.1 0.2 0.0 1.1 0.4 0.6 0.4 0.3 -0.1 -0.4 0.5 0.0 RUSSELL 0.1 -0.5 -0.6 -0.0 0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.2 -0.0 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.1 -0.2 -0.0 0.0 -0.1 0.0 -0.0 -0.0 -0.1 -0.3 -0.2 -0.4 -0.2 -0.5 -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 -0.1 -0.2 0.0 -0.3 0.0 -0.0 -0.4 -0.3 -0.4 -0.4 -0.0 -0.1 -0.0 -0.4 -0.0 1.4 -0.0 -0.1 -0.1 -0.0 -0.2 -0.0 -1.1 -0.5 -0.2 0.2 0.3 -0.5 -0.7 -0.3 -0.7 SILVER-mini 0.1 -0.1 -0.3 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.2 -0.1 0.0 0.0 -0.0 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.9 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.0 -0.0 0.1 -0.5 -0.7 -0.1 -0.7 SMI -0.2 -0.5 -0.5 -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 0.0 0.1 0.0 -0.1 -0.1 0.0 -0.2 -0.1 0.7 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.7 -0.5 -0.6 -0.1 0.2 -0.3 -0.4 -0.2 -0.2 SOFR 0.6 0.2 -0.3 -0.0 -0.0 -0.1 0.0 -0.1 0.0 0.0 -0.2 0.0 -0.2 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 -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 0.4 -0.1 0.1 -0.0 0.1 -0.2 0.0 -0.2 -0.0 0.1 0.2 0.1 0.2 0.1 -0.1 0.4 0.4 0.3 0.3 0.0 0.0 0.1 0.0 0.1 -2.7 0.0 0.1 0.0 0.1 0.0 0.1 1.1 0.5 0.6 0.5 0.2 -0.7 -0.3 -0.7 -0.1 SOYMEAL 0.6 0.4 0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.4 0.4 0.3 0.3 0.1 0.0 0.2 0.1 0.2 -2.7 0.0 0.0 0.1 0.1 0.1 0.1 1.1 0.5 0.6 0.6 0.5 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.3 -0.6 -0.4 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.2 0.2 0.2 -0.2 -0.1 -0.0 -0.1 -0.1 -2.7 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 1.0 -0.2 -0.5 -0.6 -0.4 -0.2 0.1 0.3 0.6 SP400 0.1 -0.5 -0.6 -0.0 0.0 -0.1 0.0 -0.0 0.0 0.0 -0.2 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.0 -1.2 -0.0 0.0 -0.1 0.0 -0.0 -0.0 0.1 -0.2 -0.2 -0.3 -0.1 -0.2 -0.5 -0.4 -0.7 SP500_micro 0.3 -0.4 -0.6 -0.0 0.0 -0.1 0.0 -0.0 0.0 0.1 -0.0 0.1 0.2 0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 -0.0 0.2 0.1 0.1 -2.2 -0.0 0.1 -0.0 0.1 0.1 0.0 -0.4 0.3 0.1 -0.0 0.1 -0.0 -0.4 -0.0 -0.6 SUGAR11 -0.1 -0.1 0.0 -0.0 0.1 -0.1 0.0 -0.2 -0.0 0.0 0.5 0.1 0.7 0.1 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.0 0.5 0.1 -2.7 0.1 0.0 0.3 0.0 0.5 0.0 1.1 0.1 0.2 0.6 0.6 -0.6 -0.6 0.3 0.1 US10 0.6 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 -0.1 -0.1 -0.1 -0.1 -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 0.0 -0.1 -0.1 -0.1 -0.7 -0.7 -0.1 0.0 US10U 0.6 0.2 -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 -0.0 -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 0.0 -0.2 -0.2 -0.2 -0.7 -0.7 0.2 0.5 US2 0.4 0.6 0.2 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.2 -0.0 -0.3 0.0 -0.0 -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 0.1 0.1 -0.7 -0.7 -0.3 -0.7 US20 0.6 0.1 -0.3 -0.0 -0.0 -0.1 0.0 -0.1 0.0 0.0 -0.2 0.0 -0.2 -0.0 -0.0 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 -0.0 -0.2 -0.2 -0.4 -0.7 0.5 0.7 US30 0.6 0.1 -0.3 -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 0.6 0.4 -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 -0.2 -0.2 -0.2 -0.2 -0.0 -0.1 0.0 -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 -0.4 -0.6 VIX -0.7 0.9 0.9 -0.0 -0.1 -0.1 -0.1 -0.3 -0.1 -0.2 -0.5 -0.2 -0.7 -0.2 -0.1 -0.6 -0.6 -0.6 -0.6 -0.1 -0.1 -0.2 -0.6 -0.2 NaN -0.0 -0.1 -0.1 -0.1 -0.4 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT 0.2 0.0 -0.6 -0.0 0.1 -0.2 0.0 -0.2 -0.0 -0.0 -0.5 -0.0 -0.7 0.0 -0.2 -0.3 -0.2 -0.2 -0.2 -0.2 -0.2 -0.0 -0.5 -0.0 -0.7 -0.1 -0.0 -0.2 -0.0 -0.4 -0.0 -1.0 -0.3 -0.1 0.2 -0.5 -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 10.1 3.8 -9.2 -2.8 -1.5 -1.8 -0.2 0.1 -1.0 -7.8 -12.3 -3.1 -11.0 -1.6 -11.1 -2.9 -3.0 -3.2 -3.1 -4.6 -9.0 -1.6 -10.3 -0.1 3.3 -2.5 -3.2 -4.7 -0.5 -5.1 0.2 -1.3 -1.1 6.8 4.3 -4.5 -7.3 -20.0 -1.0 5.4 BITCOIN 20.0 20.0 1.2 -3.6 -13.8 -3.4 -10.1 -1.3 -4.3 16.9 16.6 20.0 13.7 20.0 19.5 -8.8 -5.1 -7.3 -6.4 20.0 20.0 20.0 8.9 20.0 -20.0 7.7 5.2 3.8 8.1 1.6 9.9 -0.5 20.0 20.0 20.0 20.0 -3.4 20.0 -0.8 20.0 BOBL 14.0 6.9 2.8 -1.4 -0.3 -2.6 1.4 -2.9 0.8 -6.5 -5.2 4.3 -8.2 5.1 0.1 11.4 -3.0 3.8 -2.1 -0.1 -4.4 1.2 -9.5 3.1 9.5 -0.1 -3.0 -1.9 0.4 -3.6 1.5 -2.7 -9.3 -1.9 6.9 8.7 -18.8 -20.0 -14.2 -19.0 BTP 20.0 -2.0 -9.7 -1.8 -0.4 -3.5 1.8 -3.9 1.1 6.0 -4.9 10.1 -1.5 6.0 -3.6 8.1 7.7 7.1 6.8 -0.8 -5.3 11.8 -6.1 8.8 -6.9 -0.3 1.6 -1.7 4.2 -1.6 3.2 15.2 6.1 8.1 5.8 5.7 -13.3 -20.0 -0.2 6.7 BUND 16.1 3.1 -1.7 -1.4 -0.3 -2.6 1.4 -2.9 0.8 0.2 -6.0 5.5 -8.7 3.9 -2.8 -2.8 4.8 -1.0 1.5 -1.3 -5.7 4.4 -9.9 3.9 6.1 -0.5 -0.6 -2.2 2.0 -3.3 1.8 8.4 -1.6 -0.2 4.8 5.3 -20.0 -20.0 -20.0 -3.7 BUXL 17.6 1.4 -4.5 -1.4 -0.3 -2.7 1.4 -3.0 0.8 2.7 -7.6 4.6 -9.5 1.5 -5.4 0.6 0.8 0.6 0.8 -4.2 -9.0 6.8 -12.6 3.2 1.3 -1.5 1.1 -3.0 2.7 -3.4 1.4 4.4 5.5 -0.1 0.6 -1.1 -17.6 -20.0 -11.9 16.4 CAC 8.0 -12.7 -18.8 -3.4 5.4 -3.6 5.0 -1.2 0.8 14.7 -8.5 12.8 12.7 -5.8 -12.5 -4.3 -2.6 -5.2 -4.5 -11.1 -9.7 12.4 2.3 0.1 -5.6 -4.3 6.1 -3.8 5.2 0.2 0.2 4.2 -8.8 0.5 0.3 6.3 8.0 3.9 13.6 9.8 CAD -2.4 -9.1 -12.5 -4.0 -2.1 -2.6 -0.3 0.2 -1.4 -6.6 -15.1 -8.0 -14.9 -13.6 -17.7 -2.6 -2.2 -2.5 -2.4 -15.5 -13.9 -6.9 -11.2 -11.4 2.2 -6.6 -2.0 -5.7 -2.5 -4.1 -4.6 0.0 1.2 -15.4 -9.4 -14.0 -18.6 -20.0 -12.2 -19.5 CANOLA 0.1 -20.0 -11.6 -2.7 1.0 -3.1 0.4 -3.1 -1.2 7.4 -2.5 -2.1 -4.2 -7.6 -9.8 -16.5 3.0 -12.0 -4.7 -13.6 -10.1 0.1 -6.6 -8.7 -20.0 -3.3 1.3 -2.8 0.1 -2.3 -2.0 -0.2 4.4 -12.1 -20.0 -12.9 -10.5 -4.1 6.1 7.8 CHF 3.6 -3.9 -19.7 -3.7 -2.0 -2.5 -0.3 0.1 -1.3 6.2 -10.3 -4.9 4.9 0.5 -11.9 -16.4 -14.9 -16.6 -15.9 -10.3 -9.7 -3.2 -2.2 -5.0 -8.8 -4.2 -1.2 -3.8 -1.4 -1.2 -2.2 -20.0 -10.6 1.5 -7.4 -10.6 -20.0 -20.0 -20.0 -20.0 COCOA 20.0 12.9 9.0 -5.1 10.0 -6.5 4.7 -6.6 -0.7 20.0 20.0 20.0 20.0 20.0 20.0 -4.2 -2.7 -4.0 -3.4 20.0 20.0 20.0 20.0 20.0 -20.0 8.4 9.8 8.3 10.0 9.1 9.8 -4.8 20.0 20.0 20.0 20.0 8.2 -4.4 20.0 8.3 COFFEE 20.0 20.0 4.2 -4.1 8.0 -5.2 3.8 -5.3 -0.6 14.7 -10.1 16.8 -12.9 16.7 11.7 4.1 1.7 1.2 1.0 12.6 -0.6 20.0 -8.8 20.0 -20.0 4.7 4.6 1.1 7.0 -0.9 7.5 2.7 20.0 20.0 20.0 13.0 -20.0 -20.0 -20.0 -12.3 COPPER 14.3 -3.9 -9.3 -2.9 -11.3 -2.8 -8.2 -1.0 -3.5 -2.2 -16.7 4.6 -6.9 -5.1 -14.9 -9.5 -4.3 -7.7 -6.1 -7.8 -12.2 0.7 -11.5 -0.6 -6.4 -3.0 0.6 -5.1 0.4 -4.8 0.3 0.5 20.0 9.6 -6.2 3.5 0.1 -20.0 6.9 -20.0 CORN -0.5 7.7 -15.5 -4.4 8.6 -5.6 4.1 -5.8 -0.6 6.5 -19.9 -9.8 -19.3 -3.5 -18.1 -6.3 0.9 -6.0 -4.0 -7.1 -16.6 -0.8 -20.0 -2.6 -19.8 -2.1 5.2 -4.7 -0.4 -7.9 -1.5 -2.3 -4.8 -10.5 14.6 -2.7 -7.3 -2.5 3.4 4.8 COTTON2 -20.0 -20.0 -1.4 -3.6 7.0 -4.5 3.3 -4.6 -0.5 -7.1 -0.1 -12.6 -8.7 -15.0 -10.7 -9.3 1.8 -5.7 -2.1 -17.4 -6.2 -20.0 -2.8 -20.0 -20.0 -4.7 -3.4 -1.4 -6.9 0.2 -7.3 0.1 -20.0 -20.0 -20.0 3.2 -20.0 -13.4 -0.3 5.7 CRUDE_W -15.3 -18.7 12.2 -1.2 -0.9 2.9 -4.9 3.8 -4.9 -2.2 11.6 -9.9 7.9 -7.6 5.0 8.0 11.2 12.1 11.8 2.8 12.2 -10.9 12.7 -8.5 -5.1 0.9 -0.6 5.6 -4.7 6.8 -3.9 -20.0 -0.2 6.2 12.2 2.1 19.3 10.3 20.0 9.7 DAX 6.6 -12.9 -20.0 -3.2 5.0 -3.3 4.6 -1.1 0.8 15.8 -12.0 12.5 9.4 -5.4 -13.6 -9.5 -8.1 -9.6 -9.1 -13.5 -13.4 14.1 -2.5 0.0 16.9 -4.4 5.7 -4.6 4.9 -1.5 0.2 -4.6 -2.7 -0.3 -4.0 -1.8 8.1 2.7 15.0 11.1 DOW 13.1 -10.7 -16.6 -2.4 3.7 -2.5 3.5 -0.8 0.6 12.8 -3.6 13.0 6.1 2.1 -5.5 -9.6 -9.0 -10.6 -10.3 -4.4 -5.4 14.5 -1.5 5.5 -8.7 -1.9 4.7 -1.7 4.5 0.2 1.3 -6.4 4.1 4.1 -2.2 5.5 -16.8 -7.3 -20.0 -8.3 DX -16.7 0.3 20.0 -3.6 -1.9 -2.4 -0.3 0.1 -1.3 -3.6 15.7 -4.1 -3.0 0.1 15.2 7.0 6.0 7.1 6.6 10.3 14.8 -5.4 11.3 -1.0 -20.0 4.0 -1.6 6.0 -2.9 5.1 -0.8 14.8 -20.0 -8.5 20.0 20.0 7.6 8.0 11.4 20.0 EUR 15.7 0.0 -16.5 -3.1 -1.7 -2.0 -0.3 0.1 -1.1 7.3 -11.3 9.2 3.3 6.7 -10.1 -6.2 -6.8 -6.6 -6.6 -4.6 -8.5 7.2 -6.1 4.1 11.8 -2.2 2.2 -4.0 3.6 -2.8 2.0 -7.5 8.7 15.8 3.2 -8.3 -13.2 -17.4 -10.3 -5.4 EURIBOR-ICE 20.0 16.1 10.3 -1.2 -0.3 -2.4 1.2 -2.6 0.7 -2.6 -1.2 5.8 -6.4 6.5 5.5 -3.3 -7.1 -5.5 -6.9 6.5 0.8 6.1 -6.3 9.8 17.3 1.9 -1.0 0.4 1.8 -1.5 2.9 -9.7 -2.9 7.6 14.9 15.2 -20.0 -20.0 4.9 20.0 EUROSTX 10.2 -7.3 -16.6 -3.2 5.0 -3.3 4.7 -1.1 0.8 16.2 -8.3 14.7 11.4 0.8 -11.5 -5.5 -2.6 -5.4 -4.6 -6.1 -7.1 17.5 2.4 6.0 4.4 -2.3 9.0 -3.2 8.4 0.2 3.2 4.2 -1.1 8.7 10.5 8.2 4.9 5.2 8.6 14.4 FEEDCOW -20.0 -20.0 -20.0 -2.8 5.4 -3.5 2.5 -3.6 -0.4 -9.0 -0.2 -11.5 7.2 -12.5 -10.5 -12.1 -20.0 -12.8 -20.0 -18.8 -4.3 -20.0 6.9 -20.0 -1.8 -3.4 -3.7 -0.2 -4.7 2.3 -5.0 -20.0 -20.0 -20.0 -20.0 -2.3 14.3 -1.4 20.0 7.7 GASOIL -20.0 -20.0 14.7 -1.0 -0.7 2.3 -4.0 3.1 -4.0 -5.0 10.0 -11.9 7.5 -10.9 4.0 17.5 20.0 20.0 20.0 -1.2 10.6 -16.1 13.4 -13.3 8.5 -0.1 -2.5 4.2 -5.2 4.8 -4.3 0.0 -8.1 -4.6 3.7 11.1 -7.8 0.1 -12.2 -5.2 GASOLINE -8.3 -20.0 -5.3 -1.2 -0.9 2.9 -4.9 3.8 -4.9 2.9 6.4 -9.7 6.2 -13.9 -9.2 1.3 20.0 20.0 20.0 -8.0 2.3 -7.9 10.5 -11.9 -20.0 -3.4 1.3 1.0 -2.8 5.1 -4.6 13.4 6.1 12.5 -13.0 -20.0 20.0 10.1 20.0 5.9 GAS_US_mini -6.7 11.8 16.3 -1.4 -1.0 3.2 -5.5 4.3 -5.5 -12.0 -14.8 -14.9 -20.0 -13.1 -13.8 -20.0 -20.0 -20.0 -20.0 -7.4 -10.5 -19.0 -20.0 -12.7 20.0 -2.3 -8.0 -1.1 -10.3 -2.4 -6.3 -20.0 1.6 -4.9 20.0 -20.0 -10.2 6.4 -15.6 2.3 GBP 13.1 -4.8 -18.1 -3.1 -1.7 -2.1 -0.3 0.1 -1.1 -0.8 -9.7 1.6 6.0 -0.9 -12.2 -0.7 -0.8 -0.6 -0.6 -7.0 -7.6 3.4 -3.1 0.4 0.6 -3.1 1.1 -3.6 2.1 -2.1 0.5 2.9 9.2 8.5 -3.2 -8.8 -7.8 5.0 -1.8 20.0 GOLD_micro 12.9 14.1 -7.9 -2.3 -9.0 -2.2 -6.6 -0.8 -2.8 -12.4 -3.9 -5.0 2.6 8.6 6.9 -15.1 -14.7 -16.5 -16.2 5.2 -0.6 -9.3 -1.1 4.0 -6.7 1.4 -4.9 0.0 -2.7 0.1 1.0 -17.4 -8.7 17.8 8.2 5.9 -11.1 -20.0 -9.7 -20.0 HEATOIL -20.0 -20.0 10.1 -1.2 -0.8 2.7 -4.7 3.7 -4.7 -6.7 10.0 -12.4 7.2 -12.1 2.0 19.8 20.0 20.0 20.0 -3.2 9.7 -18.9 13.4 -16.0 -20.0 -1.3 -2.7 3.9 -6.4 6.2 -5.6 1.6 -7.0 -5.1 -1.8 7.1 7.8 -2.1 2.2 -6.9 JGB-SGX-mini -0.1 -8.1 -18.6 -1.3 -0.3 -2.4 1.3 -2.7 0.7 1.9 -4.9 -0.8 1.3 -2.8 -6.8 12.2 19.2 14.0 15.6 -7.0 -6.1 -0.0 -2.4 -4.0 -1.6 -2.7 0.2 -2.4 -0.2 -1.5 -1.7 20.0 -1.2 -18.4 -4.4 -3.9 2.4 -18.7 14.8 15.3 JPY 7.7 4.5 -15.5 -2.6 -1.4 -1.7 -0.2 0.1 -0.9 -11.9 -14.4 -11.0 -13.9 -11.8 -13.8 -18.7 -16.0 -18.8 -17.7 -15.3 -20.0 -9.6 -20.0 -10.7 20.0 -5.4 -3.5 -6.4 -3.7 -6.8 -4.2 -20.0 -20.0 -12.3 -10.7 -15.2 -6.7 -20.0 -2.6 -20.0 LEANHOG 9.8 -7.1 0.9 -3.0 5.8 -3.8 2.7 -3.9 -0.4 11.3 -0.5 12.1 -6.7 -1.7 -4.9 -20.0 20.0 15.2 20.0 -3.5 -7.2 9.8 -11.1 3.3 14.3 -1.5 6.5 -4.8 5.1 -8.2 2.2 20.0 8.5 4.3 1.0 -0.9 -8.6 -3.7 10.7 18.2 LIVECOW -20.0 -20.0 -20.0 -2.8 5.5 -3.6 2.6 -3.6 -0.4 -11.1 4.1 -11.9 9.0 -11.4 -8.4 -9.0 -4.9 -14.9 -9.1 -12.3 -0.8 -20.0 7.3 -20.0 0.1 -3.2 -5.3 0.4 -6.1 3.0 -5.5 -9.4 -20.0 -20.0 -20.0 -1.5 -7.6 -19.5 -1.7 -10.1 LUMBER-new 16.8 4.9 -6.4 -5.4 10.5 -6.6 5.0 -5.7 -0.8 20.0 -19.4 20.0 -20.0 17.8 -9.9 -16.3 -14.8 -16.4 -15.5 0.4 -12.9 20.0 -16.3 19.9 NaN 1.3 13.6 -3.6 15.0 -4.2 9.4 -20.0 20.0 20.0 20.0 -11.0 -14.5 -20.0 -7.9 -18.0 MILK -11.4 -6.9 -2.7 -3.6 7.0 -4.5 3.3 -4.7 -0.5 -0.4 -9.6 -13.7 -13.6 -15.0 -9.0 -14.7 -20.0 -17.7 -20.0 -13.0 -15.7 -10.8 -20.0 -14.1 4.7 -4.6 -0.5 -6.4 -4.1 -9.7 -5.0 -20.0 -20.0 -10.9 -14.1 7.4 -20.0 -20.0 -20.0 -20.0 MXP 17.6 -15.0 -20.0 -2.6 -1.4 -1.7 -0.2 0.1 -0.9 5.0 4.8 8.2 10.5 1.5 -3.6 12.8 16.3 13.9 15.0 -0.3 1.6 8.6 10.0 6.0 -20.0 -0.1 1.8 0.8 3.6 4.4 2.5 20.0 17.2 16.0 0.7 4.7 10.1 12.4 17.1 20.0 NASDAQ_micro 8.1 -10.7 -20.0 -2.1 3.2 -2.2 3.0 -0.7 0.5 10.9 5.0 10.8 7.8 5.8 -2.3 -9.2 -8.7 -9.7 -9.6 0.8 3.0 18.5 8.0 8.8 -20.0 0.0 6.7 1.3 6.2 4.0 2.7 -5.5 15.4 4.4 7.0 6.8 4.4 -12.7 3.2 -15.3 NIKKEI 8.6 -14.7 -14.6 -2.4 3.8 -2.5 3.5 -0.8 0.6 11.6 9.1 12.3 10.5 5.5 1.9 3.3 10.0 5.9 8.3 2.8 4.9 15.1 10.3 9.0 -8.0 0.7 5.7 2.3 6.2 5.3 3.4 20.0 5.3 11.3 7.8 14.5 -4.6 1.8 -5.2 10.4 NZD 3.8 5.2 -8.5 -2.5 -1.3 -1.7 -0.2 0.1 -0.9 -3.3 -10.7 -0.8 -3.1 -3.2 -9.4 -0.2 0.2 -0.1 0.0 -4.4 -7.0 0.1 -7.5 -0.7 0.9 -2.0 -1.4 -3.3 0.8 -3.4 0.2 4.2 6.0 -1.1 7.5 -1.7 2.5 -15.3 8.5 8.9 OAT 18.0 1.8 -2.8 -1.5 -0.3 -2.8 1.5 -3.1 0.8 2.6 -6.3 6.6 -9.0 4.0 -3.2 5.7 7.7 5.9 6.5 -1.2 -5.9 6.6 -9.5 5.1 8.4 -0.4 0.5 -2.1 2.9 -3.1 2.3 15.1 1.4 1.6 5.1 5.6 -20.0 -20.0 -7.9 11.3 OATIES -8.7 -20.0 -13.1 -2.3 4.6 -3.0 2.1 -3.0 -0.3 -3.7 -2.4 -7.4 -2.7 -9.8 -10.0 -19.5 -9.4 -18.8 -16.0 -17.9 -7.3 -17.1 0.4 -20.0 -20.0 -3.2 -1.1 -1.3 -3.4 -0.0 -4.0 -20.0 -20.0 -20.0 -20.0 -8.6 10.1 11.1 20.0 20.0 OJ -20.0 -5.6 -0.3 -4.0 7.7 -5.0 3.7 -5.2 -0.6 7.3 17.9 -3.4 19.3 6.2 14.3 20.0 20.0 20.0 20.0 20.0 20.0 4.8 20.0 10.1 -20.0 6.0 2.7 8.6 0.5 9.8 2.2 20.0 -20.0 4.9 20.0 20.0 4.2 8.9 17.9 20.0 PALLAD -7.5 -8.2 -1.7 -1.7 -6.4 -1.6 -4.7 -0.6 -2.0 -9.7 -12.3 -10.7 -12.7 -11.3 -11.4 -2.2 -2.6 -2.6 -2.7 -16.7 -17.1 -20.0 -20.0 -20.0 3.6 -4.0 -7.6 -3.2 -7.2 -3.0 -5.4 4.6 -20.0 -20.0 -20.0 -8.7 -8.1 -8.9 5.9 -4.0 PLAT 4.9 0.4 -4.9 -1.7 -6.4 -1.6 -4.7 -0.6 -2.0 -7.6 -10.0 -7.2 -5.4 -5.0 -6.7 -3.5 -2.8 -3.6 -3.3 -5.3 -6.4 -13.6 -5.6 -7.2 12.2 -1.5 -7.4 -1.3 -6.7 -1.1 -3.1 4.1 -11.2 -4.7 -2.1 4.0 -0.2 -16.5 9.8 -12.6 REDWHEAT -1.2 -14.8 -20.0 -4.4 8.5 -5.5 4.0 -5.7 -0.6 1.6 -20.0 -9.7 -20.0 -17.4 -20.0 -7.1 -0.8 -5.5 -3.2 -20.0 -20.0 -7.7 -20.0 -18.2 -18.9 -7.5 -0.9 -7.4 -2.3 -5.2 -5.2 -2.6 -14.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -12.4 RICE 0.5 -3.9 4.5 -4.6 9.1 -5.9 4.3 -6.1 -0.7 19.8 9.8 14.2 6.1 5.5 1.1 -19.2 5.3 -15.1 -2.6 3.5 4.8 20.0 4.9 8.3 -20.0 1.1 20.0 1.3 13.7 1.4 4.5 6.0 20.0 7.3 12.2 17.4 -4.5 -20.0 13.7 -7.4 ROBUSTA 7.9 -9.0 -11.3 -3.0 5.8 -3.8 2.7 -3.9 -0.4 12.2 8.5 4.5 10.6 3.6 1.5 20.0 20.0 20.0 20.0 3.6 5.7 11.5 11.0 6.4 -16.7 2.1 8.1 2.8 5.2 4.9 3.4 20.0 16.5 20.0 10.8 8.8 -4.2 -11.9 14.6 0.3 RUSSELL 4.5 -15.2 -20.0 -2.0 3.1 -2.1 2.9 -0.7 0.5 -0.5 -8.9 -0.1 -7.0 -5.7 -9.5 -6.4 -6.3 -7.2 -7.1 -12.2 -11.1 -0.4 -7.2 -5.9 -1.9 -3.2 0.0 -2.6 0.2 -1.2 -1.5 -1.3 -10.8 -6.3 -11.1 -5.4 -14.0 -14.0 -20.0 -20.0 SHATZ 8.9 10.1 2.5 -1.3 -0.3 -2.5 1.3 -2.8 0.8 -7.8 -7.2 0.8 -8.6 1.7 -2.7 -20.0 -14.7 -20.0 -20.0 -2.1 -6.8 -4.0 -13.7 -0.5 10.7 -0.9 -6.1 -2.6 -2.6 -5.1 -0.4 -20.0 -18.9 -6.7 7.1 9.2 -15.7 -20.0 -9.3 -20.0 SILVER-mini 4.0 -3.7 -9.4 -2.2 -8.3 -2.1 -6.1 -0.8 -2.6 -12.3 -5.9 -9.0 1.4 2.5 -4.5 -7.5 -6.5 -7.5 -7.2 -4.8 -5.7 -8.6 -3.1 -4.2 7.0 -1.4 -6.3 -0.9 -4.5 0.0 -2.0 -2.5 -0.7 0.1 -1.3 3.9 -15.4 -20.0 -3.3 -20.0 SMI -4.7 -14.6 -15.2 -2.6 4.1 -2.7 3.8 -0.9 0.6 8.9 -8.4 -1.5 -0.0 -8.0 -11.0 5.0 2.2 3.4 2.0 -13.8 -11.8 2.4 -6.1 -7.1 5.5 -4.0 1.3 -3.3 0.8 -2.1 -2.2 13.6 -18.9 -20.0 -4.4 6.6 -8.5 -10.9 -5.8 -6.0 SOFR 19.6 6.7 -10.5 -1.1 -0.3 -2.2 1.2 -2.4 0.7 0.4 -5.9 4.1 -5.3 2.2 -3.4 0.4 -0.7 -0.3 -0.7 -3.0 -5.9 2.3 -6.1 1.6 -1.3 -1.3 -0.8 -2.4 0.9 -2.4 0.6 1.5 -1.0 -3.0 -0.3 0.4 -20.0 -20.0 -5.3 -8.7 SOYBEAN 12.0 -2.1 1.8 -4.5 8.7 -5.7 4.1 -5.8 -0.6 12.6 8.3 13.3 5.2 9.8 -6.6 18.6 18.0 15.2 15.1 4.5 2.2 15.2 1.2 11.1 -20.0 3.5 10.7 1.8 9.4 1.2 7.2 20.0 20.0 20.0 14.6 6.7 -20.0 -8.9 -20.0 -3.6 SOYMEAL 20.0 13.4 1.3 -2.8 5.4 -3.5 2.5 -3.6 -0.4 9.8 1.9 11.6 2.8 11.8 8.7 18.2 17.6 15.1 15.9 11.4 4.5 18.5 2.7 17.8 -20.0 3.7 5.0 2.1 5.5 1.9 5.4 20.0 20.0 20.0 20.0 14.3 -20.0 -20.0 -20.0 -20.0 SOYOIL -8.8 -20.0 -13.2 -2.3 4.5 -2.9 2.1 -3.0 -0.3 7.2 -1.6 -6.2 -2.7 -9.6 -9.7 4.5 10.9 9.0 10.0 -15.9 -9.6 -3.1 -3.7 -12.9 -20.0 -3.3 1.4 -2.1 -0.6 -0.9 -2.7 18.1 -8.7 -16.6 -20.0 -12.2 -6.6 3.2 10.1 17.6 SP400 2.1 -15.6 -20.0 -2.0 3.1 -2.1 2.9 -0.7 0.5 3.2 -7.7 1.1 -1.8 -4.0 -8.5 -5.2 -5.1 -5.4 -5.4 -10.9 -9.7 2.5 -4.8 -4.2 -8.7 -3.0 1.0 -2.4 0.9 -0.8 -1.1 1.3 -7.9 -5.5 -8.3 -3.3 -7.4 -14.9 -13.5 -20.0 SP500_micro 9.3 -13.5 -20.0 -2.4 3.7 -2.5 3.5 -0.8 0.6 12.8 -0.2 12.3 5.9 2.3 -5.3 -10.0 -9.9 -10.9 -10.9 -4.1 -3.1 17.3 2.3 6.1 -16.2 -1.5 5.6 -0.7 5.2 1.6 1.7 -7.6 13.5 2.4 -1.4 2.7 -0.7 -12.0 -0.5 -16.6 SUGAR11 -3.1 -3.4 0.6 -4.2 8.2 -5.3 3.9 -5.5 -0.6 4.5 19.2 7.3 19.0 13.6 18.0 20.0 18.3 20.0 20.0 15.0 20.0 4.6 20.0 9.1 -20.0 6.2 1.5 9.6 2.2 15.0 4.1 20.0 5.1 7.6 19.3 20.0 -17.1 -17.4 9.7 4.4 US10 19.3 8.9 -7.7 -1.1 -0.3 -2.1 1.1 -2.3 0.6 1.4 -6.5 3.2 -6.9 -0.6 -4.6 -5.0 -7.0 -6.5 -7.4 -4.7 -8.0 2.1 -9.1 0.3 1.1 -1.8 -0.3 -2.8 0.7 -2.9 0.0 -9.9 0.5 -4.1 -3.7 -2.8 -20.0 -20.0 -1.9 1.0 US10U 19.8 6.4 -9.4 -1.3 -0.3 -2.5 1.3 -2.8 0.8 2.2 -7.8 4.0 -8.4 -1.2 -5.9 -0.8 -0.5 -0.1 -0.5 -6.3 -10.2 3.3 -11.0 0.3 -1.9 -2.2 0.0 -3.4 1.0 -3.3 -0.0 1.7 1.5 -4.6 -5.9 -5.5 -20.0 -20.0 5.1 15.4 US2 13.4 19.9 5.9 -1.2 -0.3 -2.2 1.2 -2.5 0.7 -4.8 -7.7 -0.1 -8.0 0.2 -4.6 -20.0 -20.0 -20.0 -20.0 -3.7 -9.0 -1.6 -13.7 -0.6 7.9 -1.2 -2.2 -3.3 -0.5 -5.3 0.1 -20.0 -8.4 -4.1 3.5 3.7 -19.7 -20.0 -8.4 -20.0 US20 20.0 4.0 -10.6 -1.0 -0.2 -1.9 1.0 -2.1 0.6 2.4 -5.8 3.6 -6.1 -1.0 -4.5 0.0 -1.6 -1.0 -1.5 -5.1 -8.3 4.1 -8.5 0.9 -1.7 -1.6 0.4 -2.5 1.1 -2.4 0.1 0.0 4.1 -1.5 -6.6 -7.2 -11.2 -20.0 13.9 20.0 US30 20.0 3.4 -7.7 -1.0 -0.2 -2.0 1.0 -2.2 0.6 2.3 -6.2 3.1 -6.4 -1.7 -5.0 -3.7 -4.0 -4.9 -4.9 -5.2 -8.1 3.4 -8.6 0.3 -1.3 -1.8 0.4 -2.6 1.0 -2.5 -0.0 -4.9 2.3 -2.9 -6.2 -6.5 -6.9 -20.0 20.0 20.0 US5 17.3 11.9 -4.4 -1.1 -0.3 -2.2 1.1 -2.4 0.7 -0.2 -6.9 2.5 -7.3 0.6 -4.5 -9.1 -10.4 -11.0 -11.6 -3.9 -7.6 1.0 -9.6 0.4 3.1 -1.6 -1.0 -3.0 0.6 -3.5 0.3 -16.4 -2.5 -3.9 -0.3 0.5 -20.0 -20.0 -11.4 -18.5 VIX -13.0 16.5 17.2 -1.6 -4.9 -2.9 -5.6 -5.3 -3.5 -11.4 -11.1 -12.1 -12.4 -8.8 -5.1 -20.0 -20.0 -20.0 -20.0 -6.1 -8.5 -16.1 -14.5 -11.2 NaN -1.8 -5.6 -3.3 -6.4 -6.3 -4.0 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 5.2 0.9 -20.0 -4.5 8.7 -5.7 4.1 -5.8 -0.6 -4.3 -20.0 -1.7 -20.0 0.5 -20.0 -12.6 -10.5 -12.1 -11.5 -14.6 -20.0 -1.2 -20.0 -4.3 -5.5 -5.1 -2.3 -8.4 -0.3 -9.8 -1.6 -18.6 -10.5 -4.6 7.3 -14.0 -20.0 -19.3 -20.0 -15.1 End of report for caleb_strategy_v3