******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20231114_204337 produced at 2023-11-14 21:39:29.025401 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.37 0.0 0.00 0.00 0.00 0.00 -4.27 11.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.21 0.0 0.00 0.00 0.00 0.00 -5.29 24.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.11 -0.17 0.0 0.11 -0.11 -0.11 -0.11 -26.00 17.0 -17 -17 caleb_strategy_v3 CAD False False 0.03 -0.05 -0.13 0.0 0.76 -0.76 -0.05 0.00 -4.98 29.0 -2 0 caleb_strategy_v3 COPPER False False 0.03 -0.13 -0.12 0.0 0.20 -0.20 -0.13 -0.10 -3.74 6.0 -4 -3 caleb_strategy_v3 CHF False False 0.05 -0.31 -0.12 0.0 0.66 -0.66 -0.31 -0.31 -2.45 13.0 -6 -6 caleb_strategy_v3 US2 False True 0.07 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -1.48 13.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.15 -0.08 0.0 0.51 -0.51 -0.15 -0.15 -2.82 17.0 -5 -5 caleb_strategy_v3 LIVECOW False False 0.03 -0.08 -0.08 0.0 0.43 -0.43 -0.08 -0.10 -3.20 17.0 -3 -4 caleb_strategy_v3 FEEDCOW False False 0.04 -0.04 -0.07 0.0 0.33 -0.33 -0.04 -0.04 -1.58 8.0 -1 -1 caleb_strategy_v3 GOLD_micro False False 0.01 -0.02 -0.06 0.0 0.40 -0.40 -0.02 -0.02 -8.96 56.0 -3 -3 caleb_strategy_v3 SP400 False False 0.09 -0.09 -0.05 0.0 0.18 -0.18 -0.09 0.00 -0.54 2.0 -1 0 caleb_strategy_v3 CORN False False 0.01 -0.05 -0.05 0.0 0.11 -0.11 -0.05 -0.05 -5.41 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 -3.10 11.0 -5 -5 caleb_strategy_v3 MILK False False 0.01 0.00 -0.05 0.0 0.06 -0.06 0.00 0.00 -4.26 5.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.05 0.0 0.19 -0.19 -0.02 -0.02 -13.52 51.0 -6 -6 caleb_strategy_v3 RUSSELL False False 0.00 -0.03 -0.04 0.0 0.22 -0.22 -0.03 -0.04 -12.56 68.0 -8 -12 caleb_strategy_v3 DOW False False 0.01 -0.01 -0.04 0.0 0.42 -0.42 -0.01 -0.05 -5.58 66.0 -1 -8 caleb_strategy_v3 US5 False False 0.04 -0.15 -0.04 0.0 0.96 -0.96 -0.15 -0.15 -1.13 25.0 -4 -4 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.02 -0.04 0.0 0.00 -0.02 -0.02 -0.02 -13.40 26.0 -6 -6 caleb_strategy_v3 SMI False False 0.04 -0.04 -0.03 0.0 0.39 -0.39 -0.04 0.00 -0.78 9.0 -1 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.05 -0.03 0.0 0.09 -0.09 -0.05 -0.05 -2.47 8.0 -4 -4 caleb_strategy_v3 PALLAD False False 0.04 -0.07 -0.03 0.0 0.07 -0.07 -0.07 -0.07 -0.75 2.0 -2 -2 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -5.11 2.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.03 0.0 0.39 -0.39 0.00 -0.02 -3.99 48.0 0 -3 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.11 -0.11 -0.04 -0.04 -2.85 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 -0.79 0.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.05 -0.02 0.0 0.26 -0.26 -0.05 -0.01 -1.56 23.0 -4 -1 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 LUMBER-new False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.14 3.0 0 0 caleb_strategy_v3 US10 False False 0.04 0.00 -0.02 0.0 0.67 -0.67 0.00 0.00 -0.50 17.0 0 0 caleb_strategy_v3 AUD False False 0.02 0.00 -0.01 0.0 0.45 -0.45 0.00 0.00 -0.58 19.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.03 -0.01 0.0 0.11 -0.11 -0.03 -0.03 -0.79 10.0 -3 -3 caleb_strategy_v3 BUND False False 0.05 0.00 -0.01 0.0 0.51 -0.51 0.00 0.00 -0.10 10.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 -0.04 -0.01 0.0 0.12 -0.12 -0.04 0.00 -0.29 3.0 -1 0 caleb_strategy_v3 US10U False False 0.04 -0.04 -0.01 0.0 0.53 -0.53 -0.04 0.00 -0.24 13.0 -1 0 caleb_strategy_v3 PLAT False False 0.02 -0.02 -0.01 0.0 0.16 -0.16 -0.02 -0.02 -0.33 10.0 -1 -1 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 US20 False False 0.04 -0.04 -0.00 0.0 0.37 -0.37 -0.04 0.00 -0.09 9.0 -1 0 caleb_strategy_v3 SOYMEAL False False 0.02 0.00 0.00 0.0 0.14 -0.14 0.00 0.00 0.29 9.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.00 -0.00 0.0 0.20 -0.20 0.00 0.00 -0.06 4.0 0 0 caleb_strategy_v3 CAC False False 0.03 0.00 0.00 0.0 0.33 -0.33 0.00 0.08 0.05 12.0 0 3 caleb_strategy_v3 US30 False False 0.04 0.00 -0.00 0.0 0.26 -0.26 0.00 0.00 -0.08 6.0 0 0 caleb_strategy_v3 COFFEE False False 0.02 0.00 -0.00 0.0 0.14 -0.14 0.00 0.00 -0.11 6.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 0.00 0.0 0.05 -0.05 0.00 0.00 0.07 4.0 0 0 caleb_strategy_v3 EUR False False 0.05 -0.05 0.00 0.0 0.69 -0.69 -0.05 0.00 0.02 14.0 -1 0 caleb_strategy_v3 NZD False False 0.02 0.00 0.00 0.0 0.46 -0.46 0.00 0.04 0.22 21.0 0 2 caleb_strategy_v3 BTP False False 0.04 0.00 0.01 0.0 0.44 -0.44 0.00 0.00 0.28 10.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.30 7.0 0 0 caleb_strategy_v3 GBP False False 0.03 0.00 0.01 0.0 0.62 -0.62 0.00 0.00 0.39 22.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.02 0.01 0.0 0.21 -0.21 0.02 0.02 0.93 23.0 2 2 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 0.02 0.0 0.19 -0.19 0.00 0.02 1.60 18.0 0 2 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.02 0.0 0.12 -0.12 0.00 0.00 0.59 4.0 0 0 caleb_strategy_v3 OAT False False 0.05 0.10 0.03 0.0 0.48 -0.48 0.10 0.10 0.67 10.0 2 2 caleb_strategy_v3 OJ False False 0.02 0.00 0.03 0.0 0.06 -0.06 0.00 0.00 1.26 3.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.01 0.03 0.0 0.35 -0.35 -0.01 0.00 4.66 58.0 -1 0 caleb_strategy_v3 COCOA False False 0.01 0.03 0.04 0.0 0.37 -0.37 0.03 0.03 2.56 26.0 2 2 caleb_strategy_v3 EUROSTX False False 0.02 0.03 0.04 0.0 0.33 -0.33 0.03 0.02 2.34 20.0 2 1 caleb_strategy_v3 CRUDE_W False False 0.03 0.05 0.05 0.0 0.13 -0.13 0.05 0.05 1.93 5.0 2 2 caleb_strategy_v3 LEANHOG False False 0.01 0.02 0.05 0.0 0.14 -0.14 0.02 0.02 4.38 13.0 2 2 caleb_strategy_v3 DX False True 0.04 0.00 0.05 0.0 0.00 0.00 0.00 0.00 1.20 999999999.0 0 0 caleb_strategy_v3 BITCOIN False False 0.00 0.03 0.07 0.0 0.08 -0.08 0.03 0.04 54.29 59.0 26 31 caleb_strategy_v3 NIKKEI False False 0.01 0.09 0.12 0.0 0.28 -0.28 0.09 0.09 14.92 36.0 12 12 caleb_strategy_v3 JGB-SGX-mini False True 0.03 -0.28 0.15 0.0 0.00 -0.28 -0.28 -0.10 4.33 16.0 -8 -3 caleb_strategy_v3 MXP False False 0.01 0.24 0.20 0.0 0.62 -0.62 0.24 0.24 19.80 60.0 23 23 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.09 0.77 0.0 0.94 -0.94 0.09 0.00 8.24 10.0 1 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 10.6 Shocked risk 23.7 Sum abs risk 47.9 Leverage 4.00 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2771481.7, 'annual_cash_vol_target': 692870.425, 'daily_cash_vol_target': 43304.4015625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0050 0.6514 0.7633 12.2121 BITCOIN 831.7475 35950.0000 2.3136 37.0180 BOBL 0.2512 116.1200 0.2164 3.4617 BTP 0.6872 113.5400 0.6052 9.6839 BUND 0.5754 130.9500 0.4394 7.0303 BUXL 1.4198 127.1400 1.1167 17.8678 CAC 59.7202 7201.5000 0.8293 13.2684 CAD 0.0032 0.7304 0.4378 7.0056 CANOLA 7.8142 720.4000 1.0847 17.3552 CHF 0.0057 1.1294 0.5014 8.0216 COCOA 42.5515 3974.0000 1.0707 17.1320 COFFEE 2.9983 171.5500 1.7478 27.9647 COPPER 0.0360 3.6820 0.9780 15.6476 CORN 5.1420 518.5000 0.9917 15.8673 COTTON2 1.1314 81.0800 1.3954 22.3258 CRUDE_W 1.1940 74.6200 1.6000 25.6007 DAX 123.4254 15675.0000 0.7874 12.5984 DOW 245.9148 34951.0000 0.7036 11.2576 DX 0.4081 105.5000 0.3868 6.1889 EUR 0.0062 1.0898 0.5648 9.0373 EURIBOR-ICE 0.0479 97.2250 0.0493 0.7889 EUROSTX 38.5951 4306.0000 0.8963 14.3409 FEEDCOW 2.3450 231.0750 1.0148 16.2373 GASOIL 13.7507 797.7500 1.7237 27.5790 GASOLINE 0.0401 2.2007 1.8200 29.1192 GAS_US_mini 0.1072 3.3050 3.2436 51.8974 GBP 0.0082 1.2503 0.6530 10.4484 GOLD_micro 13.8278 1968.2000 0.7026 11.2410 HEATOIL 0.0458 2.7452 1.6700 26.7199 JGB-SGX-mini 0.2744 145.0500 0.1892 3.0267 JPY 0.0000 0.0067 0.6126 9.8022 LEANHOG 1.1991 75.9500 1.5788 25.2610 LIVECOW 1.6655 176.6000 0.9431 15.0891 LUMBER-new 7.7743 535.0000 1.4531 23.2502 MILK 0.2008 17.6000 1.1411 18.2570 MXP 0.0005 0.0573 0.8438 13.5016 NASDAQ_micro 150.5668 15902.0000 0.9468 15.1495 NIKKEI 331.1436 33220.0000 0.9968 15.9491 NZD 0.0048 0.6010 0.8067 12.9078 OAT 0.5548 124.4400 0.4458 7.1331 OATIES 6.9781 373.7500 1.8671 29.8728 OJ 5.9534 389.2000 1.5297 24.4745 PALLAD 22.3244 1023.5000 2.1812 34.8989 PLAT 15.4022 893.2000 1.7244 27.5901 REDWHEAT 9.3055 649.7500 1.4322 22.9147 RICE 0.1454 16.9800 0.8561 13.6982 ROBUSTA 37.4975 2474.0000 1.5157 24.2506 RUSSELL 24.9285 1798.1000 1.3864 22.1821 SHATZ 0.0733 104.9550 0.0698 1.1175 SILVER-mini 0.3539 23.5000 1.5059 24.0942 SMI 78.9857 10727.0000 0.7363 11.7812 SOFR 0.0932 96.2450 0.0969 1.5502 SOYBEAN 10.8650 1312.0000 0.8281 13.2500 SOYMEAL 6.1532 441.7000 1.3931 22.2892 SOYOIL 0.7630 51.7400 1.4747 23.5957 SP400 28.8099 2540.1000 1.1342 18.1472 SP500_micro 36.1220 4523.2500 0.7986 12.7773 SUGAR11 0.3439 25.8200 1.3320 21.3125 US10 0.5608 108.8750 0.5151 8.2409 US10U 0.7594 112.4219 0.6755 10.8080 US2 0.1338 101.6602 0.1316 2.1062 US20 1.1304 115.4062 0.9795 15.6722 US30 1.6442 119.8125 1.3723 21.9568 US5 0.3545 106.0000 0.3345 5.3516 VIX 0.6076 17.6000 3.4520 55.2320 WHEAT 8.0665 656.7500 1.2282 19.6518 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 651.35 0.76 497.15 1.00 497.15 43304.4 87.11 -2.58 -22.51 BITCOIN 35.95 2.31 83.17 1.00 83.17 43304.4 520.64 9.63 501.32 BOBL 1161.20 0.22 251.24 1.07 267.88 43304.4 161.66 -2.42 -39.20 BTP 1135.40 0.61 687.20 1.07 734.75 43304.4 58.94 1.42 8.34 BUND 1309.50 0.44 575.39 1.07 615.21 43304.4 70.39 -1.40 -9.89 BUXL 1271.40 1.12 1419.82 1.07 1518.07 43304.4 28.53 -2.15 -6.13 CAC 720.15 0.83 597.20 1.07 638.53 43304.4 67.82 0.21 1.40 CAD 730.40 0.44 319.80 1.00 319.80 43304.4 135.41 -14.19 -192.11 CANOLA 144.08 1.08 156.28 0.72 113.20 43304.4 382.56 -14.53 -555.71 CHF 1411.75 0.50 707.78 1.00 707.78 43304.4 61.18 -15.41 -94.30 COCOA 397.40 1.07 425.52 1.00 425.52 43304.4 101.77 11.72 119.31 COFFEE 643.31 1.75 1124.38 1.00 1124.38 43304.4 38.51 -2.40 -9.24 COPPER 920.50 0.98 900.23 1.00 900.23 43304.4 48.10 -7.19 -34.57 CORN 259.25 0.99 257.10 1.00 257.10 43304.4 168.43 -13.21 -222.47 COTTON2 405.40 1.40 565.68 1.00 565.68 43304.4 76.55 -18.90 -144.68 CRUDE_W 746.20 1.60 1193.95 1.00 1193.95 43304.4 36.27 4.92 17.84 DAX 156.75 0.79 123.43 1.07 131.97 43304.4 328.15 4.17 136.73 DOW 174.76 0.70 122.96 1.00 122.96 43304.4 352.19 -6.81 -239.96 DX 1055.00 0.39 408.08 1.00 408.08 43304.4 106.12 4.35 46.13 EUR 1362.31 0.56 769.48 1.00 769.48 43304.4 56.28 0.11 0.65 EURIBOR-ICE 2430.62 0.05 119.84 1.07 127.78 43304.4 338.90 7.13 241.58 EUROSTX 430.60 0.90 385.95 1.07 412.66 43304.4 104.94 6.54 68.60 FEEDCOW 1155.38 1.01 1172.51 1.00 1172.51 43304.4 36.93 -12.88 -47.57 GASOIL 797.75 1.72 1375.07 1.00 1375.07 43304.4 31.49 4.29 13.51 GASOLINE 924.29 1.82 1682.17 1.00 1682.17 43304.4 25.74 -0.34 -0.87 GAS_US_mini 82.62 3.24 268.00 1.00 268.00 43304.4 161.58 -7.66 -123.76 GBP 781.44 0.65 510.30 1.00 510.30 43304.4 84.86 1.78 15.10 GOLD_micro 196.82 0.70 138.28 1.00 138.28 43304.4 313.17 -8.39 -262.74 HEATOIL 1152.98 1.67 1925.48 1.00 1925.48 43304.4 22.49 -3.02 -6.80 JGB-SGX-mini 145050.00 0.19 27438.74 0.01 180.82 43304.4 239.49 1.67 39.95 JPY 835.81 0.61 512.05 1.00 512.05 43304.4 84.57 -12.84 -108.62 LEANHOG 303.80 1.58 479.64 1.00 479.64 43304.4 90.28 7.98 72.02 LIVECOW 706.40 0.94 666.18 1.00 666.18 43304.4 65.00 -14.83 -96.42 LUMBER-new 147.12 1.45 213.79 1.00 213.79 43304.4 202.55 -7.27 -147.21 MILK 352.00 1.14 401.65 1.00 401.65 43304.4 107.81 -18.45 -198.89 MXP 286.35 0.84 241.64 1.00 241.64 43304.4 179.21 7.53 134.89 NASDAQ_micro 318.04 0.95 301.13 1.00 301.13 43304.4 143.80 -4.66 -66.96 NIKKEI 33220.00 1.00 33114.36 0.01 218.22 43304.4 198.45 6.94 137.77 NZD 600.95 0.81 484.81 1.00 484.81 43304.4 89.32 0.94 8.36 OAT 1244.40 0.45 554.78 1.07 591.53 43304.4 73.21 2.70 19.77 OATIES 186.88 1.87 348.90 1.00 348.90 43304.4 124.12 -16.91 -209.84 OJ 583.80 1.53 893.01 1.00 893.01 43304.4 48.49 12.11 58.74 PALLAD 1023.50 2.18 2232.44 1.00 2232.44 43304.4 19.40 -11.37 -22.05 PLAT 446.60 1.72 770.11 1.00 770.11 43304.4 56.23 -1.70 -9.55 REDWHEAT 324.88 1.43 465.28 1.00 465.28 43304.4 93.07 -20.00 -186.15 RICE 339.60 0.86 290.74 1.00 290.74 43304.4 148.94 0.20 2.96 ROBUSTA 247.40 1.52 374.97 1.00 374.97 43304.4 115.49 6.87 79.37 RUSSELL 89.90 1.39 124.64 1.00 124.64 43304.4 347.43 -10.91 -379.07 SHATZ 1049.55 0.07 73.30 1.07 78.16 43304.4 554.04 -9.42 -521.77 SILVER-mini 587.50 1.51 884.71 1.00 884.71 43304.4 48.95 -4.73 -23.13 SMI 1072.70 0.74 789.86 1.11 876.07 43304.4 49.43 -4.63 -22.90 SOFR 2406.12 0.10 233.12 1.00 233.12 43304.4 185.76 -3.78 -70.29 SOYBEAN 656.00 0.83 543.25 1.00 543.25 43304.4 79.71 4.05 32.28 SOYMEAL 441.70 1.39 615.32 1.00 615.32 43304.4 70.38 4.37 30.75 SOYOIL 310.44 1.47 457.82 1.00 457.82 43304.4 94.59 -9.03 -85.37 SP400 2540.10 1.13 2880.99 1.00 2880.99 43304.4 15.03 -10.82 -16.26 SP500_micro 226.16 0.80 180.61 1.00 180.61 43304.4 239.77 -7.15 -171.51 SUGAR11 289.18 1.33 385.20 1.00 385.20 43304.4 112.42 6.69 75.16 US10 1088.75 0.52 560.77 1.00 560.77 43304.4 77.22 -5.15 -39.77 US10U 1124.22 0.68 759.41 1.00 759.41 43304.4 57.02 -3.37 -19.20 US2 2033.20 0.13 267.64 1.00 267.64 43304.4 161.80 -7.22 -116.87 US20 1154.06 0.98 1130.42 1.00 1130.42 43304.4 38.31 -1.75 -6.71 US30 1198.12 1.37 1644.19 1.00 1644.19 43304.4 26.34 -2.33 -6.14 US5 1060.00 0.33 354.55 1.00 354.55 43304.4 122.14 -7.31 -89.25 VIX 176.00 3.45 607.55 1.00 607.55 43304.4 71.28 -14.78 -105.35 WHEAT 328.38 1.23 403.32 1.00 403.32 43304.4 107.37 -20.00 -214.74 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -22.507 0.010 2.5 -0.584 BITCOIN 501.322 0.043 2.5 54.289 BOBL -39.200 0.004 2.5 -0.398 BTP 8.342 0.014 2.5 0.285 BUND -9.886 0.004 2.5 -0.100 BUXL -6.130 0.004 2.5 -0.062 CAC 1.401 0.014 2.5 0.048 CAD -192.107 0.010 2.5 -4.985 CANOLA -555.713 0.010 2.5 -13.520 CHF -94.303 0.010 2.5 -2.447 COCOA 119.313 0.009 2.5 2.555 COFFEE -9.242 0.005 2.5 -0.108 COPPER -34.571 0.043 2.5 -3.744 CORN -222.472 0.010 2.5 -5.413 COTTON2 -144.681 0.009 2.5 -3.099 CRUDE_W 17.836 0.043 2.5 1.932 DAX 136.725 0.014 2.5 4.664 DOW -239.965 0.009 2.5 -5.577 DX 46.129 0.010 2.5 1.197 EUR 0.646 0.010 2.5 0.017 EURIBOR-ICE 241.581 0.014 2.5 8.240 EUROSTX 68.595 0.014 2.5 2.340 FEEDCOW -47.571 0.013 2.5 -1.576 GASOIL 13.510 0.017 2.5 0.586 GASOLINE -0.875 0.017 2.5 -0.038 GAS_US_mini -123.756 0.043 2.5 -13.402 GBP 15.095 0.010 2.5 0.392 GOLD_micro -262.742 0.014 2.5 -8.962 HEATOIL -6.797 0.017 2.5 -0.295 JGB-SGX-mini 39.946 0.043 2.5 4.326 JPY -108.619 0.010 2.5 -2.818 LEANHOG 72.016 0.024 2.5 4.377 LIVECOW -96.422 0.013 2.5 -3.195 LUMBER-new -147.206 0.009 2.5 -3.137 MILK -198.886 0.009 2.5 -4.260 MXP 134.890 0.059 2.5 19.799 NASDAQ_micro -66.965 0.009 2.5 -1.556 NIKKEI 137.765 0.043 2.5 14.919 NZD 8.356 0.010 2.5 0.217 OAT 19.771 0.014 2.5 0.674 OATIES -209.840 0.010 2.5 -5.105 OJ 58.744 0.009 2.5 1.258 PALLAD -22.049 0.014 2.5 -0.752 PLAT -9.552 0.014 2.5 -0.326 REDWHEAT -186.145 0.005 2.5 -2.469 RICE 2.957 0.010 2.5 0.072 ROBUSTA 79.374 0.005 2.5 0.927 RUSSELL -379.069 0.013 2.5 -12.562 SHATZ -521.772 0.004 2.5 -5.291 SILVER-mini -23.131 0.014 2.5 -0.789 SMI -22.896 0.014 2.5 -0.781 SOFR -70.294 0.024 2.5 -4.272 SOYBEAN 32.284 0.004 2.5 0.300 SOYMEAL 30.747 0.004 2.5 0.286 SOYOIL -85.367 0.004 2.5 -0.795 SP400 -16.262 0.013 2.5 -0.539 SP500_micro -171.506 0.009 2.5 -3.986 SUGAR11 75.160 0.009 2.5 1.599 US10 -39.773 0.005 2.5 -0.504 US10U -19.200 0.005 2.5 -0.243 US2 -116.870 0.005 2.5 -1.481 US20 -6.713 0.005 2.5 -0.085 US30 -6.141 0.005 2.5 -0.078 US5 -89.255 0.005 2.5 -1.131 VIX -105.347 0.099 2.5 -26.005 WHEAT -214.738 0.005 2.5 -2.849 ===================== Position diags ===================== AUD 2.26 BITCOIN 56.38 BOBL 1.64 BTP 2.01 BUND 0.71 BUXL 0.29 CAC 2.31 CAD 3.51 CANOLA 9.31 CHF 1.59 COCOA 2.18 COFFEE 0.45 COPPER 5.21 CORN 4.10 COTTON2 1.64 CRUDE_W 3.93 DAX 11.19 DOW 8.19 DX 2.75 EUR 1.46 EURIBOR-ICE 11.56 EUROSTX 3.58 FEEDCOW 1.22 GASOIL 1.37 GASOLINE 1.12 GAS_US_mini 17.50 GBP 2.20 GOLD_micro 10.68 HEATOIL 0.97 JGB-SGX-mini 25.94 JPY 2.19 LEANHOG 5.49 LIVECOW 2.15 LUMBER-new 4.32 MILK 2.31 MXP 26.30 NASDAQ_micro 3.34 NIKKEI 21.49 NZD 2.32 OAT 2.50 OATIES 3.02 OJ 1.04 PALLAD 0.66 PLAT 1.92 REDWHEAT 1.23 RICE 3.62 ROBUSTA 1.35 RUSSELL 11.51 SHATZ 5.62 SILVER-mini 1.67 SMI 1.69 SOFR 11.29 SOYBEAN 0.74 SOYMEAL 0.65 SOYOIL 0.88 SP400 0.50 SP500_micro 5.57 SUGAR11 2.39 US10 0.98 US10U 0.72 US2 2.05 US20 0.49 US30 0.33 US5 1.55 VIX 17.59 WHEAT 1.42 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -0.6 -0.8 -0.4 0.0 0 BITCOIN 54.3 48.7 59.9 26.0 26 BOBL -0.4 -0.6 -0.2 0.0 0 BTP 0.3 0.1 0.5 0.0 0 BUND -0.1 -0.2 -0.0 0.0 0 BUXL -0.1 -0.1 -0.0 0.0 0 CAC 0.0 -0.2 0.3 0.0 0 CAD -5.0 -5.3 -4.6 -2.0 -2 CANOLA -13.5 -14.5 -12.6 -6.0 -6 CHF -2.4 -2.6 -2.3 -6.0 -6 COCOA 2.6 2.3 2.8 2.0 2 COFFEE -0.1 -0.2 -0.1 0.0 0 COPPER -3.7 -4.3 -3.2 -4.0 -4 CORN -5.4 -5.8 -5.0 -5.0 -5 COTTON2 -3.1 -3.3 -2.9 -5.0 -5 CRUDE_W 1.9 1.5 2.3 2.0 2 DAX 4.7 3.5 5.8 -1.0 -1 DOW -5.6 -6.4 -4.8 -1.0 -1 DX 1.2 0.9 1.5 NaN 0 EUR 0.0 -0.1 0.2 -1.0 -1 EURIBOR-ICE 8.2 7.1 9.4 1.0 1 EUROSTX 2.3 2.0 2.7 2.0 2 FEEDCOW -1.6 -1.7 -1.5 -1.0 -1 GASOIL 0.6 0.4 0.7 0.0 0 GASOLINE -0.0 -0.1 0.1 0.0 0 GAS_US_mini -13.4 -15.2 -11.7 -6.0 -6 GBP 0.4 0.2 0.6 0.0 0 GOLD_micro -9.0 -10.0 -7.9 -3.0 -3 HEATOIL -0.3 -0.4 -0.2 -1.0 -1 JGB-SGX-mini 4.3 1.7 6.9 -8.0 -8 JPY -2.8 -3.0 -2.6 -5.0 -5 LEANHOG 4.4 3.8 4.9 2.0 2 LIVECOW -3.2 -3.4 -3.0 -3.0 -3 LUMBER-new -3.1 -3.6 -2.7 NaN 0 MILK -4.3 -4.5 -4.0 NaN 0 MXP 19.8 17.2 22.4 23.0 23 NASDAQ_micro -1.6 -1.9 -1.2 -4.0 -4 NIKKEI 14.9 12.8 17.1 12.0 12 NZD 0.2 -0.0 0.4 0.0 0 OAT 0.7 0.4 0.9 2.0 2 OATIES -5.1 -5.4 -4.8 NaN 0 OJ 1.3 1.2 1.4 NaN 0 PALLAD -0.8 -0.8 -0.7 -2.0 -2 PLAT -0.3 -0.5 -0.1 -1.0 -1 REDWHEAT -2.5 -2.6 -2.3 -4.0 -4 RICE 0.1 -0.3 0.4 NaN 0 ROBUSTA 0.9 0.8 1.1 2.0 2 RUSSELL -12.6 -13.7 -11.4 -8.0 -8 SHATZ -5.3 -5.9 -4.7 NaN 0 SILVER-mini -0.8 -1.0 -0.6 NaN 0 SMI -0.8 -0.9 -0.6 -1.0 -1 SOFR -4.3 -5.4 -3.1 NaN 0 SOYBEAN 0.3 0.2 0.4 0.0 0 SOYMEAL 0.3 0.2 0.4 0.0 0 SOYOIL -0.8 -0.9 -0.7 -3.0 -3 SP400 -0.5 -0.6 -0.5 -1.0 -1 SP500_micro -4.0 -4.5 -3.4 0.0 0 SUGAR11 1.6 1.4 1.8 0.0 0 US10 -0.5 -0.6 -0.4 NaN 0 US10U -0.2 -0.3 -0.2 -1.0 -1 US2 -1.5 -1.7 -1.3 NaN 0 US20 -0.1 -0.1 -0.0 -1.0 -1 US30 -0.1 -0.1 -0.0 0.0 0 US5 -1.1 -1.3 -1.0 -4.0 -4 VIX -26.0 -27.8 -24.2 -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 0.4 0.2 -0.2 -0.0 0.1 -0.0 0.0 0.0 0.0 0.0 -0.3 0.0 -0.4 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.0 -0.2 0.0 0.4 -0.0 0.1 -0.1 0.0 -0.2 0.0 -0.1 -0.0 0.2 0.1 -0.1 -0.3 -0.7 -0.0 0.2 BITCOIN 0.6 0.6 0.0 -0.0 0.0 -0.1 -0.1 -0.0 -0.0 -0.0 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 -0.0 -0.3 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.0 0.1 -0.0 0.2 0.2 0.1 0.1 0.0 -0.0 0.1 -0.1 0.1 -0.9 0.0 0.0 -0.0 0.1 -0.1 0.0 0.8 0.1 0.2 0.2 0.2 -0.4 -0.7 -0.0 0.2 BUND 0.6 0.1 0.0 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.2 0.1 -0.3 0.1 -0.0 -0.1 0.1 -0.0 0.0 -0.0 -0.1 0.1 -0.2 0.0 0.8 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.4 -0.1 -0.0 0.1 0.2 -0.7 -0.7 -0.7 -0.1 BUXL 0.6 0.1 -0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.2 0.1 -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 0.4 -0.4 -0.6 -0.0 0.1 -0.1 0.1 -0.0 0.0 0.2 -0.2 0.2 0.5 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.0 -0.7 -0.0 0.1 -0.1 0.1 0.0 0.0 0.2 -0.4 0.0 -0.0 0.2 0.3 0.1 0.4 0.3 CAD 0.0 -0.3 -0.4 -0.0 0.1 -0.1 0.1 0.0 0.0 0.0 -0.4 -0.0 -0.5 -0.1 -0.2 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.3 -0.1 0.3 -0.1 0.0 -0.2 0.0 -0.2 -0.0 0.0 -0.2 -0.6 -0.4 -0.5 -0.6 -0.7 -0.4 -0.6 CANOLA 0.2 -0.6 -0.4 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.3 0.1 -0.2 -0.1 -0.1 -0.1 0.1 -0.2 -0.1 -2.7 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.0 0.1 -0.5 -0.6 -0.4 -0.4 -0.2 0.2 0.2 CHF 0.2 0.0 -0.6 -0.0 0.1 -0.1 0.1 0.0 0.0 0.1 -0.3 0.0 0.2 0.0 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 0.1 -0.0 -0.0 -1.1 -0.0 0.1 -0.1 0.0 -0.0 -0.0 -1.1 0.0 0.0 -0.2 -0.3 -0.7 -0.7 -0.7 -0.7 COCOA 0.6 0.3 0.1 -0.0 0.1 -0.2 0.1 -0.2 0.0 0.1 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 0.0 0.2 0.1 0.3 0.1 -0.2 0.5 0.6 0.6 0.6 0.3 -0.1 0.7 0.3 COFFEE 0.6 0.6 0.2 -0.0 0.1 -0.1 0.1 -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 0.2 0.3 0.6 0.6 0.4 -0.7 -0.7 -0.7 -0.4 COPPER 0.5 -0.1 -0.3 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 0.0 -0.4 0.1 -0.2 -0.0 -0.2 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 0.0 -0.3 0.0 -0.8 -0.0 0.0 -0.1 0.0 -0.2 0.0 0.0 0.5 0.3 -0.1 0.1 -0.0 -0.7 0.2 -0.7 CORN 0.0 0.2 -0.5 -0.0 0.1 -0.1 0.1 -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 -0.1 -0.1 -0.3 0.5 -0.1 -0.2 -0.1 0.1 0.2 COTTON2 -0.6 -0.6 -0.1 -0.0 0.1 -0.1 0.1 -0.2 0.0 0.0 -0.0 -0.1 -0.3 -0.1 -0.1 -0.2 0.0 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 -0.2 -2.7 -0.0 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 -0.0 0.1 -0.1 -0.0 0.3 -0.1 0.3 -0.1 0.0 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 -0.0 0.3 -0.0 -1.1 0.0 0.2 0.4 0.1 0.6 0.3 0.7 0.3 DAX 0.4 -0.3 -0.6 -0.0 0.1 -0.1 0.1 -0.0 0.0 0.1 -0.3 0.2 0.3 -0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 0.2 -0.1 0.0 2.2 -0.0 0.1 -0.1 0.1 -0.1 0.0 -0.2 -0.0 0.0 -0.1 -0.1 0.3 0.1 0.5 0.4 DOW 0.6 -0.2 -0.5 -0.0 0.1 -0.1 0.1 -0.0 0.0 0.1 -0.1 0.1 0.2 0.0 -0.0 -0.2 -0.2 -0.2 -0.2 -0.0 -0.0 0.2 -0.0 0.1 -1.2 -0.0 0.1 -0.0 0.1 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 -0.1 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 0.6 0.1 -0.5 -0.0 0.1 -0.0 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 -0.1 0.1 1.5 -0.0 0.1 -0.1 0.1 -0.1 0.0 -0.4 0.2 0.5 0.1 -0.2 -0.5 -0.6 -0.4 -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 0.5 -0.2 -0.5 -0.0 0.1 -0.1 0.1 -0.0 0.0 0.2 -0.2 0.2 0.4 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.2 0.1 0.1 0.6 -0.0 0.1 -0.1 0.1 0.0 0.1 0.2 -0.1 0.3 0.3 0.3 0.2 0.2 0.3 0.5 FEEDCOW -0.6 -0.6 -0.6 -0.0 0.1 -0.1 0.0 -0.1 0.0 -0.1 -0.0 -0.1 0.2 -0.1 -0.1 -0.2 -0.4 -0.3 -0.4 -0.2 -0.1 -0.2 0.2 -0.2 -0.2 -0.0 -0.0 -0.0 -0.0 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 -0.0 0.2 -0.0 0.0 -0.2 -0.1 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 -0.0 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 -0.0 0.2 -0.1 -0.1 -0.4 -0.2 -0.7 -0.1 -0.2 -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 -0.5 -0.1 0.6 -0.6 -0.3 0.2 -0.5 0.1 GBP 0.5 -0.0 -0.6 -0.0 0.1 -0.0 0.0 0.0 0.0 0.1 -0.2 0.1 0.2 0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 0.0 0.1 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.2 0.2 0.3 -0.1 -0.3 -0.3 0.2 -0.1 0.7 GOLD_micro 0.3 0.5 -0.2 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 0.1 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 -0.0 -0.0 -0.0 0.0 -0.9 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.9 -0.1 0.4 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 -0.0 0.1 -0.0 -0.0 0.3 -0.1 0.3 -0.1 0.0 0.4 0.4 0.4 0.4 -0.0 0.1 -0.1 0.4 -0.2 -2.7 -0.0 -0.0 0.1 -0.1 0.2 -0.1 0.1 -0.1 -0.2 -0.1 0.2 0.3 -0.1 0.1 -0.2 JGB-SGX-mini 0.2 -0.2 -0.6 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.1 0.0 0.0 -0.0 -0.1 0.3 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 -0.2 -0.1 0.1 -0.6 0.5 0.5 JPY 0.3 0.2 -0.4 -0.0 0.1 -0.0 0.0 0.0 0.0 -0.0 -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 -0.5 -0.4 -0.5 -0.2 -0.7 -0.1 -0.7 LEANHOG 0.4 -0.2 0.1 -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 0.0 -0.1 0.0 -0.3 0.0 1.1 0.0 0.2 -0.0 -0.0 -0.3 -0.1 0.3 0.6 LIVECOW -0.6 -0.6 -0.6 -0.0 0.1 -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 -0.1 -0.2 -0.6 -0.0 -0.3 LUMBER-new 0.7 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 0.3 NaN 0.0 0.1 -0.1 0.2 -0.2 0.1 -1.2 0.6 0.8 0.8 -0.3 -0.6 -0.8 -0.3 -0.7 MILK -0.3 -0.2 -0.0 -0.0 0.1 -0.1 0.1 -0.2 0.0 0.1 -0.3 -0.1 -0.5 -0.1 -0.1 -0.3 -0.4 -0.3 -0.4 -0.1 -0.2 -0.0 -0.5 -0.1 0.6 -0.0 0.1 -0.2 -0.0 -0.4 -0.0 -1.1 -0.2 -0.3 -0.4 0.2 -0.7 -0.7 -0.7 -0.7 MXP 0.6 -0.4 -0.6 -0.0 0.1 -0.0 0.0 0.0 0.0 0.1 0.1 0.1 0.4 0.0 -0.0 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 0.1 0.2 0.0 1.1 0.2 0.5 -0.0 0.2 0.3 0.4 0.6 0.7 NASDAQ_micro 0.4 -0.3 -0.6 -0.0 0.1 -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 0.2 0.2 0.2 0.2 -0.4 0.1 -0.5 NIKKEI 0.4 -0.4 -0.4 -0.0 0.1 -0.1 0.1 -0.0 0.0 0.1 0.3 0.1 0.4 0.1 0.0 0.1 0.2 0.1 0.2 0.0 0.1 0.2 0.3 0.1 -1.1 0.0 0.1 0.1 0.1 0.2 0.0 1.1 -0.1 0.3 0.2 0.5 -0.2 0.1 -0.2 0.3 NZD 0.2 0.2 -0.2 -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 -0.0 -0.1 0.0 -0.2 0.0 0.1 -0.0 0.1 -0.1 0.0 -0.1 0.0 0.2 0.1 -0.0 0.2 -0.0 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 0.0 0.2 0.2 -0.7 -0.7 -0.3 0.4 OATIES -0.3 -0.6 -0.5 -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 -0.1 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 0.3 -0.0 0.1 -0.1 0.1 -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 0.1 0.5 0.2 -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 -0.2 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.3 -0.1 -0.4 -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 -0.0 -0.1 -0.1 -0.1 -0.1 0.3 -0.5 -0.6 -0.6 -0.3 -0.3 -0.3 0.2 -0.1 PLAT 0.2 0.0 -0.1 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.3 -0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 1.6 -0.0 -0.0 -0.0 -0.0 -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 0.1 -0.2 0.0 -0.1 -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 -0.3 -0.6 -0.6 -0.6 -0.7 -0.7 -0.7 -0.4 RICE 0.0 -0.1 0.2 -0.0 0.1 -0.2 0.1 -0.2 0.0 0.2 0.3 0.2 0.2 0.1 0.0 -0.4 0.1 -0.3 -0.1 0.1 0.1 0.2 0.1 0.1 -2.7 0.0 0.2 0.0 0.2 0.1 0.1 0.3 0.5 0.3 0.4 0.6 -0.1 -0.7 0.5 -0.2 ROBUSTA 0.2 -0.3 -0.3 -0.0 0.1 -0.1 0.0 -0.1 0.0 0.1 0.2 0.1 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 0.3 0.6 0.3 0.3 -0.2 -0.4 0.5 0.0 RUSSELL 0.5 -0.3 -0.5 -0.0 0.1 -0.0 0.0 -0.0 0.0 0.1 -0.2 0.0 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 -0.0 -0.2 -0.0 0.1 -0.1 0.0 -0.0 -0.0 -0.1 -0.1 -0.2 -0.3 -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 0.0 -0.1 -0.0 -0.0 -0.0 0.0 -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 -0.0 0.9 -0.0 0.0 -0.0 -0.0 0.0 -0.0 -0.1 0.2 -0.0 -0.0 0.1 -0.5 -0.7 -0.1 -0.7 SMI 0.0 -0.4 -0.5 -0.0 0.1 -0.1 0.1 -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 0.1 -0.2 -0.1 0.7 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.7 -0.5 -0.6 -0.2 0.2 -0.3 -0.4 -0.2 -0.2 SOFR 0.6 0.3 -0.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.2 0.1 -0.2 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 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 -0.0 0.1 -0.0 0.1 -0.1 0.1 -0.2 0.0 0.2 0.2 0.2 0.2 0.1 -0.1 0.4 0.4 0.3 0.3 0.1 0.0 0.2 0.0 0.1 -2.7 0.0 0.1 0.1 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 0.5 0.1 -0.0 0.1 -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 0.1 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 -0.1 -0.6 -0.4 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.0 -0.0 -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 -0.1 -0.5 -0.6 -0.4 -0.2 0.1 0.3 0.6 SP400 0.4 -0.3 -0.6 -0.0 0.1 -0.1 0.0 -0.0 0.0 0.1 -0.2 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 -0.0 -1.1 -0.0 0.1 -0.1 0.0 -0.0 0.0 0.1 -0.1 -0.2 -0.2 -0.1 -0.3 -0.5 -0.5 -0.7 SP500_micro 0.5 -0.3 -0.6 -0.0 0.1 -0.1 0.1 -0.0 0.0 0.1 0.0 0.1 0.2 0.0 -0.0 -0.2 -0.2 -0.2 -0.2 -0.0 -0.0 0.2 0.1 0.1 -2.1 -0.0 0.1 -0.0 0.1 0.1 0.0 -0.4 0.4 0.1 -0.0 0.1 -0.0 -0.4 -0.0 -0.5 SUGAR11 -0.1 -0.1 0.0 -0.0 0.1 -0.1 0.1 -0.2 0.0 -0.1 0.5 0.0 0.7 0.1 0.2 0.4 0.4 0.4 0.4 0.1 0.2 0.0 0.5 0.1 -2.7 0.1 -0.0 0.3 -0.0 0.5 0.0 1.1 -0.2 -0.0 0.5 0.6 -0.6 -0.6 0.3 0.1 US10 0.6 0.4 -0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.2 0.0 -0.2 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.0 -0.2 0.0 0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.5 0.1 -0.1 -0.1 -0.1 -0.7 -0.7 -0.1 0.0 US10U 0.6 0.3 -0.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.2 0.1 -0.3 0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 0.1 -0.3 0.0 -0.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 0.1 -0.1 -0.2 -0.2 -0.7 -0.7 0.2 0.5 US2 0.5 0.6 0.5 -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 -0.3 0.0 1.0 -0.0 0.0 -0.1 0.0 -0.2 0.0 -1.1 -0.1 -0.1 0.1 0.1 -0.6 -0.7 -0.3 -0.7 US20 0.6 0.3 -0.3 -0.0 0.0 -0.0 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 0.1 -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 0.6 0.2 -0.2 -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 -0.0 -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 0.5 0.0 -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 -0.2 0.0 0.4 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.9 0.0 -0.1 -0.0 0.0 -0.7 -0.7 -0.4 -0.6 VIX -0.8 0.8 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 -0.2 -0.2 -0.7 -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 0.1 0.0 -0.6 -0.0 0.1 -0.1 0.1 -0.2 0.0 -0.1 -0.5 -0.1 -0.7 -0.0 -0.2 -0.3 -0.2 -0.2 -0.2 -0.2 -0.2 -0.0 -0.5 -0.1 -0.7 -0.1 -0.0 -0.2 -0.0 -0.4 -0.0 -1.0 -0.2 -0.2 0.2 -0.5 -0.7 -0.7 -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 12.9 6.8 -6.0 -1.8 9.2 -1.5 4.2 0.1 0.8 4.8 -11.5 2.2 -10.5 1.1 -9.9 -2.9 -3.0 -3.2 -3.1 -2.9 -7.1 5.0 -8.5 2.1 3.2 -1.6 7.9 -4.1 3.7 -4.6 1.7 -1.2 -1.8 5.2 3.6 -4.3 -7.7 -20.0 -1.1 5.4 BITCOIN 20.0 20.0 1.0 -3.4 0.1 -3.4 -5.1 -1.3 -3.2 -3.8 16.5 20.0 13.9 20.0 19.1 -9.0 -5.2 -7.4 -6.5 20.0 19.7 20.0 8.7 20.0 -20.0 7.6 -0.1 4.0 5.6 1.7 9.0 -0.5 20.0 20.0 20.0 20.0 -3.5 20.0 -0.8 20.0 BOBL 13.9 6.9 2.8 -1.3 -0.3 -2.6 1.4 -2.9 0.8 -6.5 -5.2 4.2 -8.2 5.0 0.1 11.4 -3.0 3.8 -2.1 -0.2 -4.4 1.0 -9.4 3.0 9.5 -0.2 -3.3 -1.9 0.3 -3.6 1.5 -2.8 -9.7 -2.1 6.8 8.6 -18.5 -20.0 -14.0 -19.0 BTP 20.0 -0.2 -8.3 -1.5 3.7 -3.3 3.2 -3.8 1.7 9.4 -4.5 10.8 -1.3 7.2 -2.6 8.1 7.7 7.1 6.9 0.3 -4.5 14.0 -5.5 9.8 -6.9 0.2 5.0 -1.5 5.2 -1.5 3.6 15.2 3.2 7.1 5.7 5.6 -13.3 -20.0 -0.1 6.7 BUND 18.1 3.4 1.1 -1.1 2.7 -2.5 2.4 -2.9 1.2 5.4 -5.8 6.6 -8.6 4.9 -2.1 -2.9 4.7 -1.1 1.4 -0.6 -4.9 6.2 -9.0 4.5 6.0 -0.2 3.3 -2.0 3.1 -3.1 2.2 8.2 -4.1 -1.1 4.5 5.1 -20.0 -20.0 -20.0 -3.9 BUXL 20.0 2.1 -2.0 -1.1 2.8 -2.6 2.5 -3.0 1.3 6.6 -7.4 6.2 -9.4 3.0 -4.8 0.5 0.8 0.5 0.8 -3.2 -8.2 8.4 -11.8 4.2 1.3 -1.1 3.5 -2.8 3.5 -3.4 1.8 4.4 2.9 -1.4 0.5 -1.2 -17.6 -20.0 -12.1 16.2 CAC 12.2 -11.2 -19.0 -2.6 10.7 -3.3 7.6 -1.1 2.3 16.9 -8.1 15.2 12.8 -3.5 -11.4 -4.6 -2.7 -5.3 -4.6 -9.0 -8.9 17.7 2.3 3.6 -5.6 -3.5 10.7 -3.6 7.6 0.2 1.7 4.1 -15.5 0.2 -1.0 6.1 7.8 4.0 13.5 9.8 CAD 0.1 -8.0 -11.3 -2.7 13.5 -2.1 6.1 0.2 1.2 4.6 -14.8 -1.4 -14.7 -11.9 -17.0 -2.6 -2.2 -2.5 -2.4 -13.4 -12.7 0.0 -10.4 -8.0 2.2 -6.2 4.8 -5.7 0.4 -4.2 -3.5 0.0 -6.6 -18.3 -12.1 -14.2 -18.4 -20.0 -11.6 -19.2 CANOLA 5.5 -20.0 -12.2 -2.1 5.4 -2.9 3.2 -3.1 0.3 9.9 -2.4 2.5 -4.1 -5.6 -9.2 -15.7 2.9 -11.9 -4.8 -12.2 -9.7 6.1 -6.5 -5.6 -20.0 -3.2 1.3 -2.7 0.1 -2.2 -2.0 -0.1 2.6 -15.1 -18.6 -13.6 -10.7 -4.6 5.4 7.4 CHF 5.9 0.4 -19.2 -2.4 12.2 -2.0 5.6 0.2 1.1 13.3 -9.6 3.2 4.6 4.0 -10.6 -16.2 -14.9 -16.6 -15.8 -6.7 -7.3 7.5 -1.7 -0.0 -8.4 -3.3 9.5 -3.4 3.3 -1.1 -0.3 -20.0 1.6 0.1 -5.7 -10.4 -20.0 -20.0 -20.0 -20.0 COCOA 20.0 10.0 4.3 -4.4 11.5 -6.2 6.9 -6.6 0.7 10.9 20.0 20.0 20.0 20.0 20.0 -4.2 -2.8 -4.1 -3.4 20.0 20.0 20.0 20.0 20.0 -20.0 8.3 3.8 8.3 7.9 9.1 9.3 -4.7 20.0 20.0 20.0 20.0 8.5 -4.2 20.0 8.6 COFFEE 18.6 20.0 5.2 -3.5 9.3 -5.0 5.6 -5.3 0.6 12.6 -9.7 15.6 -12.8 16.7 12.2 4.8 1.8 1.5 1.2 13.1 -0.0 19.0 -8.6 20.0 -20.0 4.8 2.6 1.2 6.0 -0.8 7.2 3.0 12.0 20.0 20.0 13.7 -20.0 -20.0 -20.0 -12.3 COPPER 15.1 -3.5 -9.0 -2.8 0.1 -2.8 -4.2 -1.1 -2.6 5.3 -16.5 7.5 -6.9 -2.5 -14.4 -9.6 -4.4 -7.8 -6.2 -7.0 -11.9 4.4 -11.5 0.8 -6.3 -2.6 5.3 -4.9 2.8 -4.8 1.2 0.5 20.0 10.3 -4.3 3.2 -0.3 -20.0 6.7 -20.0 CORN 0.1 7.5 -15.4 -3.8 10.0 -5.4 6.0 -5.7 0.6 14.9 -19.8 -4.8 -19.2 -1.5 -17.6 -6.4 0.8 -6.0 -4.1 -6.5 -16.4 3.3 -20.0 -0.8 -19.8 -1.6 9.1 -4.5 2.8 -7.9 -0.1 -2.3 -5.3 -8.4 14.4 -3.0 -7.3 -2.7 3.5 4.7 COTTON2 -20.0 -20.0 -1.6 -3.0 7.9 -4.3 4.8 -4.6 0.5 2.7 -0.6 -9.5 -8.6 -13.7 -10.5 -9.1 1.7 -5.8 -2.2 -16.4 -6.2 -16.1 -2.8 -20.0 -20.0 -4.6 0.3 -1.5 -4.8 0.2 -6.6 0.1 -20.0 -20.0 -20.0 2.0 -19.8 -13.3 -0.5 5.6 CRUDE_W -15.7 -18.9 12.4 -1.4 -0.1 2.8 -4.0 3.9 -4.7 -1.4 11.5 -8.8 8.0 -7.9 4.5 8.0 11.2 12.0 11.8 2.5 12.2 -8.7 12.9 -8.1 -5.1 0.8 -0.1 5.6 -3.8 6.9 -3.8 -20.0 0.5 6.0 11.6 2.4 19.4 10.3 20.0 9.8 DAX 13.0 -9.9 -20.0 -2.4 9.9 -3.0 7.0 -1.0 2.1 16.5 -11.5 14.5 9.4 -2.5 -12.4 -9.5 -8.1 -9.6 -9.2 -10.3 -11.6 20.0 -2.2 4.4 16.8 -3.6 11.2 -4.3 7.6 -1.5 1.8 -4.6 -1.6 1.1 -3.5 -1.6 7.9 2.8 14.8 11.2 DOW 18.7 -7.6 -16.1 -1.8 7.5 -2.3 5.3 -0.8 1.6 12.9 -3.1 13.5 6.1 4.5 -4.4 -9.6 -9.0 -10.5 -10.3 -2.3 -4.4 19.6 -1.3 8.6 -8.7 -1.2 8.8 -1.4 6.5 0.2 2.5 -6.4 4.8 3.5 -1.8 5.1 -17.1 -7.2 -20.0 -8.2 DX -16.7 0.2 20.0 -3.6 -2.0 -2.4 -0.4 0.1 -1.3 -4.0 15.7 -4.3 -3.0 0.0 15.2 6.9 6.0 7.1 6.6 10.2 14.8 -5.6 11.3 -1.1 -20.0 4.0 -1.8 6.0 -3.0 5.1 -0.9 14.8 -20.0 -8.6 20.0 20.0 7.9 7.8 11.9 20.0 EUR 17.1 4.4 -14.3 -2.0 10.0 -1.6 4.6 0.2 0.9 11.5 -10.2 10.9 3.2 8.1 -8.4 -6.1 -6.8 -6.5 -6.6 -2.0 -6.1 13.6 -4.6 6.7 11.3 -1.1 11.7 -3.1 7.4 -2.3 3.6 -7.5 10.3 15.2 4.3 -7.2 -13.8 -17.2 -11.0 -5.4 EURIBOR-ICE 20.0 16.0 10.4 -1.2 -0.2 -2.4 1.3 -2.6 0.7 -3.2 -1.2 5.7 -6.4 6.4 5.5 -3.3 -7.1 -5.5 -6.9 6.4 0.8 5.7 -6.3 9.6 17.3 1.9 -1.2 0.3 1.7 -1.5 2.9 -9.7 -3.5 7.4 14.8 15.2 -20.0 -20.0 4.8 20.0 EUROSTX 14.4 -5.5 -16.6 -2.4 10.0 -3.1 7.1 -1.1 2.2 17.1 -7.8 16.3 11.5 4.2 -10.3 -5.5 -2.6 -5.4 -4.6 -4.0 -6.2 20.0 2.5 9.5 4.3 -1.3 13.3 -2.7 10.5 0.2 4.7 4.1 -4.9 8.8 10.2 8.4 4.7 5.3 8.4 14.4 FEEDCOW -20.0 -20.0 -20.0 -2.3 6.1 -3.3 3.6 -3.5 0.4 -6.9 -0.7 -10.4 6.7 -11.9 -10.3 -11.9 -20.0 -12.7 -20.0 -18.8 -4.8 -20.0 6.4 -20.0 -1.7 -3.4 -2.1 -0.3 -4.0 2.2 -4.7 -20.0 -20.0 -20.0 -20.0 -2.9 14.3 -1.2 20.0 7.8 GASOIL -20.0 -20.0 14.4 -1.1 -0.1 2.3 -3.2 3.2 -3.9 -3.4 9.9 -11.0 7.5 -11.0 3.2 16.5 20.0 20.0 20.0 -1.9 10.5 -13.9 13.8 -13.5 8.6 -0.2 -1.2 4.2 -4.4 4.9 -4.3 0.0 -6.7 -3.0 3.2 11.1 -7.7 0.0 -12.1 -5.3 GASOLINE -8.6 -20.0 -5.9 -1.4 -0.1 2.8 -3.9 3.9 -4.7 3.8 6.2 -8.5 6.2 -13.4 -9.6 1.1 20.0 19.5 20.0 -8.1 2.1 -5.7 10.6 -11.1 -20.0 -3.4 1.3 1.0 -2.1 5.2 -4.3 13.1 5.6 11.9 -12.0 -20.0 20.0 10.1 20.0 6.0 GAS_US_mini -6.4 11.4 16.9 -1.5 -0.1 3.0 -4.3 4.2 -5.1 -14.4 -14.7 -15.6 -20.0 -13.8 -14.1 -20.0 -20.0 -20.0 -20.0 -8.1 -10.5 -19.2 -20.0 -13.7 20.0 -2.7 -9.1 -1.3 -10.2 -2.3 -6.7 -20.0 -20.0 -3.0 20.0 -20.0 -10.4 6.4 -15.8 2.3 GBP 15.3 -1.1 -17.2 -2.0 10.1 -1.6 4.6 0.2 0.9 9.1 -8.8 6.3 5.7 2.3 -10.4 -0.7 -0.8 -0.6 -0.6 -4.1 -5.6 10.7 -2.3 3.7 0.6 -2.1 9.8 -3.0 5.8 -1.8 2.1 2.9 7.5 9.0 -1.7 -7.9 -8.2 4.8 -2.4 20.0 GOLD_micro 10.0 15.7 -7.3 -2.2 0.0 -2.3 -3.4 -0.9 -2.1 -5.3 -3.8 -5.1 2.6 8.6 7.1 -15.1 -14.7 -16.4 -16.2 5.1 -0.5 -5.4 -1.1 4.1 -6.8 1.4 -1.2 0.1 -1.6 0.2 1.1 -17.3 -5.9 13.6 7.7 5.7 -11.2 -20.0 -9.8 -20.0 HEATOIL -20.0 -20.0 9.5 -1.3 -0.1 2.6 -3.7 3.7 -4.5 -4.2 9.7 -10.7 7.1 -11.6 1.0 19.4 20.0 20.0 20.0 -3.6 9.4 -14.6 13.4 -15.1 -20.0 -1.4 -0.8 3.8 -5.0 6.2 -5.3 1.7 -6.2 -4.8 -1.8 6.8 8.1 -2.1 2.4 -7.0 JGB-SGX-mini 5.2 -5.1 -17.7 -1.0 2.5 -2.3 2.2 -2.6 1.1 5.9 -4.8 2.4 1.2 -1.5 -6.3 16.7 19.5 16.0 16.4 -5.7 -5.3 3.7 -2.2 -1.8 -1.7 -2.5 3.1 -2.4 1.1 -1.5 -1.1 20.0 0.4 -18.6 -4.7 -4.0 2.7 -19.0 15.0 15.5 JPY 9.5 7.3 -12.8 -1.7 8.8 -1.4 4.0 0.1 0.8 -3.6 -14.2 -7.7 -13.7 -10.8 -13.4 -18.5 -16.0 -18.8 -17.7 -14.1 -19.6 -5.7 -20.0 -9.1 20.0 -5.3 -0.1 -6.4 -2.4 -6.8 -3.8 -20.0 -20.0 -14.8 -11.5 -15.4 -6.6 -20.0 -2.2 -20.0 LEANHOG 12.5 -6.8 1.8 -2.6 6.8 -3.7 4.1 -3.9 0.4 6.6 -0.3 11.4 -6.8 -1.4 -4.6 -20.0 19.7 13.7 20.0 -3.1 -7.1 8.2 -11.1 3.5 14.5 -1.3 3.3 -4.8 4.5 -8.4 2.3 20.0 0.5 6.0 -0.3 -0.9 -8.8 -3.8 10.4 17.9 LIVECOW -20.0 -20.0 -20.0 -2.4 6.2 -3.4 3.7 -3.6 0.4 -8.7 3.5 -11.0 8.5 -11.1 -8.6 -8.7 -4.9 -14.6 -9.0 -12.6 -1.3 -20.0 6.8 -20.0 0.1 -3.2 -3.0 0.2 -5.1 2.9 -5.2 -9.3 -20.0 -20.0 -20.0 -2.0 -7.0 -19.0 -1.2 -9.7 LUMBER-new 19.2 5.8 -6.5 -4.7 12.2 -6.4 7.3 -5.8 0.8 19.6 -18.9 20.0 -20.0 18.8 -7.8 -16.2 -14.8 -16.4 -15.5 1.7 -12.2 20.0 -16.1 20.0 NaN 1.8 8.4 -3.2 13.0 -4.1 9.5 -20.0 20.0 20.0 20.0 -8.7 -14.6 -20.0 -8.0 -17.9 MILK -9.9 -4.9 -1.4 -3.1 8.1 -4.4 4.9 -4.7 0.5 10.3 -9.6 -10.4 -13.6 -13.0 -9.1 -13.7 -20.0 -17.3 -20.0 -11.8 -15.0 -3.0 -20.0 -10.6 4.9 -4.4 6.0 -6.4 -0.7 -9.9 -3.7 -20.0 -8.6 -10.4 -12.5 7.0 -20.0 -20.0 -20.0 -20.0 MXP 19.5 -13.1 -20.0 -1.8 8.9 -1.4 4.0 0.1 0.8 9.8 5.0 10.0 10.5 3.0 -2.6 12.8 16.3 13.9 15.0 0.7 1.9 11.9 9.8 7.6 -20.0 0.3 5.3 1.0 4.9 4.4 3.2 20.0 6.7 14.2 -0.1 4.9 9.8 12.4 17.1 20.0 NASDAQ_micro 12.8 -9.1 -20.0 -1.6 6.5 -2.0 4.6 -0.7 1.4 11.1 5.3 11.4 7.9 7.1 -1.0 -9.2 -8.7 -9.7 -9.6 2.5 3.4 20.0 7.8 11.5 -20.0 0.6 9.0 1.4 7.3 3.7 3.6 -5.5 16.2 5.4 7.7 7.0 4.5 -12.4 3.6 -15.1 NIKKEI 12.2 -13.4 -13.2 -1.9 7.7 -2.3 5.5 -0.8 1.7 13.0 9.5 13.4 10.9 7.5 3.2 3.4 9.9 5.9 8.3 4.1 5.4 18.3 10.7 11.3 -8.3 1.2 7.8 2.4 7.3 5.2 4.2 20.0 -5.6 9.7 6.6 15.1 -4.8 1.8 -5.0 10.1 NZD 7.6 7.2 -5.5 -1.6 8.2 -1.3 3.7 0.1 0.7 6.3 -10.0 3.5 -2.9 -1.0 -8.1 -0.3 0.2 -0.1 0.0 -2.7 -5.4 5.2 -6.0 1.4 0.9 -1.2 7.5 -2.8 4.1 -3.0 1.5 4.2 3.4 -0.4 6.6 -1.4 1.9 -15.1 8.0 8.8 OAT 17.9 1.7 -2.8 -1.5 -0.3 -2.8 1.5 -3.1 0.9 2.1 -6.3 6.4 -9.0 3.9 -3.2 5.7 7.7 5.9 6.4 -1.3 -5.9 6.2 -9.5 4.9 8.4 -0.5 0.1 -2.1 2.8 -3.1 2.2 15.0 0.8 1.3 5.0 5.6 -20.0 -20.0 -7.9 11.3 OATIES -8.7 -20.0 -14.2 -2.0 5.1 -2.8 3.1 -3.0 0.3 -2.2 -2.6 -6.4 -2.8 -9.2 -9.7 -19.3 -9.5 -18.8 -16.1 -17.8 -7.6 -14.3 0.1 -19.9 -20.0 -3.2 -0.8 -1.3 -2.8 -0.1 -3.7 -20.0 -20.0 -20.0 -20.0 -9.2 10.0 11.1 20.0 20.0 OJ -20.0 -7.4 10.5 -3.4 9.0 -4.9 5.4 -5.2 0.6 14.0 18.1 1.3 19.4 7.7 14.6 20.0 20.0 20.0 20.0 20.0 20.0 14.4 20.0 14.1 -20.0 6.2 5.0 8.7 2.1 10.0 2.8 20.0 -20.0 6.8 20.0 20.0 4.4 9.0 18.2 20.0 PALLAD -5.8 -7.0 1.1 -1.5 0.0 -1.5 -2.3 -0.6 -1.4 -5.1 -11.8 -8.1 -12.2 -10.2 -10.7 -2.2 -2.6 -2.6 -2.7 -15.3 -15.7 -19.1 -20.0 -17.9 3.6 -3.9 -3.5 -3.1 -5.5 -2.9 -5.0 4.7 -20.0 -20.0 -20.0 -8.9 -7.7 -8.9 6.2 -3.9 PLAT 5.1 1.4 -3.9 -1.5 0.0 -1.6 -2.3 -0.6 -1.5 -2.5 -9.7 -4.7 -5.3 -4.1 -6.4 -3.4 -2.8 -3.6 -3.3 -4.8 -5.9 -7.8 -5.2 -5.7 11.9 -1.5 -1.0 -1.3 -4.2 -1.1 -2.7 4.2 -12.8 -5.0 -2.7 3.7 -0.6 -16.2 9.8 -12.3 REDWHEAT -1.3 -15.0 -20.0 -3.8 9.9 -5.4 6.0 -5.7 0.6 -6.2 -20.0 -11.1 -20.0 -17.7 -20.0 -7.1 -0.8 -5.6 -3.3 -20.0 -20.0 -8.8 -20.0 -18.4 -19.0 -7.6 -1.9 -7.5 -2.7 -5.4 -5.2 -2.6 -10.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -12.6 RICE 1.4 -2.8 4.8 -4.0 10.5 -5.7 6.3 -6.1 0.7 20.0 10.3 17.0 6.4 8.8 2.2 -18.9 5.2 -15.1 -2.8 5.1 5.5 20.0 5.2 11.6 -20.0 1.9 17.7 1.5 13.9 1.5 5.9 5.7 20.0 9.3 13.4 17.7 -4.4 -20.0 13.5 -7.3 ROBUSTA 5.0 -8.4 -10.3 -2.6 6.7 -3.6 4.0 -3.9 0.4 10.0 8.5 5.4 10.6 4.6 2.3 20.0 20.0 20.0 20.0 4.2 5.9 11.9 11.1 7.4 -16.6 2.4 6.2 2.8 5.3 4.8 3.7 20.0 11.2 20.0 9.7 9.2 -4.5 -11.9 14.0 0.3 RUSSELL 14.8 -8.4 -16.9 -1.5 6.0 -1.8 4.3 -0.6 1.3 6.8 -8.3 3.8 -6.6 -2.9 -8.6 -6.3 -6.3 -7.1 -7.0 -8.1 -8.2 6.9 -5.5 -1.5 -1.8 -2.6 5.7 -2.4 2.6 -1.1 -0.3 -1.2 -3.6 -5.5 -10.0 -5.3 -14.6 -13.9 -20.0 -20.0 SHATZ 8.8 10.1 2.6 -1.3 -0.3 -2.5 1.3 -2.8 0.8 -7.8 -7.2 0.7 -8.6 1.7 -2.7 -20.0 -14.7 -20.0 -20.0 -2.1 -6.8 -4.1 -13.7 -0.5 10.7 -0.9 -6.2 -2.6 -2.7 -5.1 -0.4 -20.0 -19.2 -6.8 7.0 9.2 -15.2 -20.0 -8.9 -20.0 SILVER-mini 4.3 -1.7 -8.5 -2.0 0.0 -2.0 -3.0 -0.8 -1.9 2.2 -5.7 -3.8 1.4 3.6 -4.1 -7.2 -6.5 -7.4 -7.1 -3.8 -4.9 -1.5 -2.8 -2.0 6.8 -1.1 3.1 -0.8 -0.9 0.1 -1.0 -2.4 7.5 -0.4 -0.5 3.8 -15.6 -20.0 -3.2 -20.0 SMI 1.0 -13.4 -14.7 -2.0 8.2 -2.5 5.8 -0.9 1.8 11.9 -8.5 3.9 -0.1 -7.1 -10.6 5.1 2.2 3.4 2.1 -12.4 -11.3 5.8 -6.0 -4.9 5.6 -3.8 4.1 -3.3 2.0 -2.2 -1.5 13.6 -20.0 -20.0 -6.2 6.2 -8.6 -10.7 -5.5 -5.9 SOFR 20.0 10.4 -7.2 -0.9 2.3 -2.1 2.0 -2.4 1.0 4.8 -5.6 5.3 -5.2 3.3 -2.8 0.4 -0.7 -0.3 -0.7 -1.9 -4.9 5.2 -5.3 2.7 -1.3 -1.0 3.1 -2.2 2.3 -2.3 1.1 1.5 1.4 -1.7 -0.3 0.5 -20.0 -20.0 -5.4 -8.8 SOYBEAN 13.8 -0.8 2.1 -3.8 10.0 -5.5 6.0 -5.8 0.6 17.1 8.5 16.0 5.3 12.1 -5.5 18.8 18.0 15.4 15.2 6.0 2.9 19.7 1.4 13.7 -20.0 4.0 13.1 2.0 11.0 1.2 8.0 20.0 20.0 20.0 16.7 6.9 -20.0 -9.3 -20.0 -4.0 SOYMEAL 20.0 15.3 2.2 -2.3 6.1 -3.3 3.7 -3.5 0.4 11.0 2.4 11.9 3.0 11.9 9.0 18.6 17.6 15.4 16.0 12.4 5.1 20.0 2.9 19.0 -20.0 3.7 5.0 2.1 5.5 1.8 5.3 20.0 20.0 20.0 20.0 14.6 -20.0 -20.0 -20.0 -20.0 SOYOIL -4.4 -20.0 -13.8 -2.0 5.2 -2.8 3.1 -3.0 0.3 9.1 -1.6 -3.5 -2.8 -8.9 -9.6 4.3 10.8 8.8 9.9 -15.0 -9.6 1.1 -3.8 -10.5 -20.0 -3.3 2.8 -2.2 0.3 -0.9 -2.3 18.1 -3.3 -16.1 -20.0 -12.7 -6.7 3.1 9.8 17.4 SP400 11.3 -10.0 -20.0 -1.5 6.1 -1.9 4.4 -0.6 1.3 8.1 -7.2 4.7 -1.7 -1.4 -7.5 -5.2 -5.1 -5.4 -5.4 -7.4 -7.4 9.1 -3.8 -0.2 -8.5 -2.4 6.7 -2.2 3.4 -0.8 0.1 1.2 -2.6 -5.7 -7.5 -3.3 -8.0 -14.6 -14.0 -20.0 SP500_micro 15.3 -10.7 -20.0 -1.8 7.4 -2.2 5.3 -0.8 1.6 12.8 0.2 12.9 6.0 4.5 -4.1 -9.9 -9.9 -10.8 -10.9 -1.8 -2.1 20.0 2.3 9.4 -16.1 -0.8 9.5 -0.4 7.1 1.6 2.8 -7.6 14.8 3.0 -0.7 2.5 -0.7 -11.8 -0.3 -16.3 SUGAR11 -4.3 -3.8 0.5 -3.6 9.4 -5.1 5.7 -5.4 0.6 -10.6 18.9 2.2 18.9 11.9 17.5 20.0 18.5 20.0 20.0 13.7 20.0 0.1 20.0 6.9 -20.0 5.9 -4.1 9.6 -0.2 15.2 3.1 20.0 -7.0 -0.2 14.8 20.0 -16.6 -17.3 9.7 4.4 US10 20.0 13.8 -3.2 -0.9 2.1 -2.0 1.9 -2.2 1.0 4.8 -6.3 4.6 -6.8 0.9 -4.2 -5.0 -7.0 -6.5 -7.3 -3.5 -6.9 4.8 -8.0 1.5 1.1 -1.5 2.7 -2.7 1.8 -2.8 0.5 -9.9 3.2 -3.3 -3.7 -2.7 -20.0 -20.0 -2.2 1.1 US10U 20.0 10.8 -5.9 -1.0 2.6 -2.3 2.3 -2.7 1.2 6.0 -7.5 5.5 -8.1 0.2 -5.4 -1.0 -0.5 -0.2 -0.6 -4.9 -8.9 5.9 -9.9 1.7 -1.8 -1.9 2.7 -3.2 2.0 -3.2 0.4 1.6 3.6 -4.4 -6.0 -5.4 -20.0 -20.0 4.8 15.4 US2 16.2 20.0 14.2 -0.9 2.3 -2.1 2.0 -2.4 1.1 3.2 -7.5 2.6 -7.8 1.7 -3.9 -20.0 -20.0 -20.0 -20.0 -2.6 -7.3 2.6 -11.5 0.9 7.9 -0.9 4.0 -3.1 1.8 -5.2 0.9 -20.0 -3.5 -2.9 3.6 3.8 -19.2 -20.0 -8.3 -20.0 US20 20.0 7.9 -8.1 -0.8 2.0 -1.8 1.8 -2.1 0.9 4.9 -5.7 4.6 -6.0 -0.2 -4.2 -0.0 -1.5 -1.0 -1.5 -4.2 -7.6 5.7 -8.0 1.9 -1.7 -1.5 1.9 -2.5 1.6 -2.4 0.4 0.0 4.7 -1.9 -6.8 -7.2 -11.3 -20.0 13.7 20.0 US30 20.0 6.4 -5.8 -0.8 2.1 -1.9 1.8 -2.1 0.9 4.6 -6.1 4.2 -6.4 -0.9 -4.7 -3.7 -4.0 -4.9 -4.9 -4.5 -7.6 4.8 -8.3 1.1 -1.3 -1.7 1.7 -2.6 1.5 -2.5 0.2 -4.9 2.4 -3.9 -6.6 -6.5 -6.9 -20.0 20.0 20.0 US5 20.0 16.6 0.8 -0.9 2.2 -2.1 2.0 -2.3 1.0 4.5 -6.7 4.2 -7.2 2.0 -3.9 -9.1 -10.4 -11.0 -11.5 -2.8 -6.3 4.3 -8.2 1.7 3.1 -1.2 3.4 -2.8 2.1 -3.4 0.9 -16.4 0.9 -2.8 -0.2 0.6 -20.0 -20.0 -11.8 -18.3 VIX -15.0 15.6 17.2 -1.8 -4.0 -3.0 -5.3 -5.5 -3.7 -11.9 -11.6 -12.8 -12.8 -10.0 -6.1 -20.0 -20.0 -20.0 -20.0 -6.9 -9.1 -15.6 -15.2 -12.0 NaN -2.1 -4.6 -3.4 -6.1 -6.5 -4.3 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 4.3 0.2 -20.0 -3.9 10.2 -5.5 6.1 -5.9 0.7 -10.4 -20.0 -5.3 -20.0 -0.7 -20.0 -12.7 -10.5 -12.1 -11.5 -14.9 -20.0 -3.6 -20.0 -5.2 -5.5 -5.2 -4.4 -8.5 -1.8 -9.9 -2.1 -18.5 -10.4 -7.2 6.1 -15.5 -20.0 -19.6 -20.0 -15.3 End of report for caleb_strategy_v3