******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20231116_204340 produced at 2023-11-16 21:39:12.200854 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.33 0.0 0.00 0.00 0.00 0.00 -3.68 11.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.11 -0.19 0.0 0.11 -0.11 -0.11 -0.11 -29.34 17.0 -17 -17 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.17 0.0 0.00 0.00 0.00 0.00 -4.11 24.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 -0.13 0.0 0.77 -0.77 0.00 0.00 -4.91 29.0 0 0 caleb_strategy_v3 CHF False False 0.05 -0.26 -0.12 0.0 0.67 -0.67 -0.26 -0.21 -2.25 13.0 -5 -4 caleb_strategy_v3 COPPER False False 0.03 -0.07 -0.11 0.0 0.20 -0.20 -0.07 -0.03 -3.18 6.0 -2 -1 caleb_strategy_v3 US2 False True 0.07 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -1.37 13.0 0 0 caleb_strategy_v3 LIVECOW False False 0.03 -0.10 -0.08 0.0 0.44 -0.44 -0.10 -0.08 -2.94 17.0 -4 -3 caleb_strategy_v3 JPY False False 0.03 -0.15 -0.08 0.0 0.52 -0.52 -0.15 -0.15 -2.74 17.0 -5 -5 caleb_strategy_v3 GOLD_micro False False 0.01 -0.04 -0.06 0.0 0.41 -0.41 -0.04 -0.02 -8.68 56.0 -6 -3 caleb_strategy_v3 FEEDCOW False False 0.04 -0.04 -0.06 0.0 0.34 -0.34 -0.04 -0.04 -1.53 8.0 -1 -1 caleb_strategy_v3 MILK False False 0.01 0.00 -0.05 0.0 0.06 -0.06 0.00 0.00 -4.27 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 -12.02 51.0 -6 -6 caleb_strategy_v3 CORN False False 0.01 -0.05 -0.05 0.0 0.11 -0.11 -0.05 -0.05 -5.63 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 -3.13 11.0 -5 -5 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -5.34 2.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.02 -0.04 0.0 0.00 -0.02 -0.02 -0.02 -12.77 26.0 -6 -6 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.04 0.0 0.19 -0.19 0.00 0.00 -0.45 2.0 0 0 caleb_strategy_v3 US5 False False 0.04 -0.16 -0.04 0.0 0.97 -0.97 -0.16 -0.16 -1.07 25.0 -4 -4 caleb_strategy_v3 REDWHEAT False False 0.01 -0.05 -0.03 0.0 0.09 -0.09 -0.05 -0.04 -2.46 8.0 -4 -3 caleb_strategy_v3 SMI False False 0.04 0.00 -0.03 0.0 0.40 -0.40 0.00 -0.04 -0.69 9.0 0 -1 caleb_strategy_v3 SP500_micro False False 0.01 -0.02 -0.03 0.0 0.40 -0.40 -0.02 -0.01 -3.41 48.0 -2 -1 caleb_strategy_v3 PALLAD False False 0.04 -0.08 -0.03 0.0 0.08 -0.08 -0.08 -0.08 -0.71 2.0 -2 -2 caleb_strategy_v3 RUSSELL False False 0.00 -0.04 -0.03 0.0 0.22 -0.22 -0.04 -0.03 -10.06 68.0 -11 -10 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 DOW False False 0.01 -0.04 -0.03 0.0 0.42 -0.42 -0.04 -0.04 -4.95 66.0 -7 -7 caleb_strategy_v3 HEATOIL False False 0.04 0.00 -0.02 0.0 0.12 -0.12 0.00 -0.04 -0.38 3.0 0 -1 caleb_strategy_v3 US10 False True 0.04 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.46 17.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.02 0.0 0.02 -0.02 0.00 0.00 -2.71 3.0 0 0 caleb_strategy_v3 AUD False False 0.02 0.00 -0.01 0.0 0.45 -0.45 0.00 0.00 -0.50 19.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 -0.01 0.0 0.00 -0.00 0.00 0.00 -0.26 0.0 0 0 caleb_strategy_v3 US10U False True 0.04 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.22 13.0 0 0 caleb_strategy_v3 GASOLINE False False 0.03 0.00 -0.01 0.0 0.13 -0.13 0.00 0.00 -0.22 4.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.00 -0.01 0.0 0.27 -0.27 0.00 0.00 -1.06 23.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.03 -0.01 0.0 0.11 -0.11 -0.03 -0.03 -0.72 10.0 -3 -3 caleb_strategy_v3 PLAT False False 0.02 -0.02 -0.00 0.0 0.17 -0.17 -0.02 0.00 -0.19 10.0 -1 0 caleb_strategy_v3 BUXL False False 0.05 0.00 -0.00 0.0 0.20 -0.20 0.00 0.00 -0.05 4.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.02 0.00 0.00 0.0 0.14 -0.14 0.00 0.00 0.30 9.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.00 -0.00 0.0 0.52 -0.52 0.00 0.00 -0.06 10.0 0 0 caleb_strategy_v3 BOBL False False 0.05 0.00 -0.00 0.0 0.88 -0.88 0.00 0.00 -0.09 19.0 0 0 caleb_strategy_v3 US20 False True 0.04 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.07 9.0 0 0 caleb_strategy_v3 US30 False True 0.04 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.07 6.0 0 0 caleb_strategy_v3 DX False False 0.04 0.00 -0.00 0.0 999.00 -999.00 0.00 0.00 -0.02 999999999.0 0 0 caleb_strategy_v3 COFFEE False False 0.02 0.00 -0.00 0.0 0.14 -0.14 0.00 0.00 -0.09 6.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.21 7.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.02 0.01 0.0 0.19 -0.19 0.02 0.02 1.18 18.0 2 2 caleb_strategy_v3 CAC False False 0.03 0.14 0.01 0.0 0.34 -0.34 0.14 0.14 0.22 12.0 5 5 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.01 0.0 0.11 -0.11 0.00 0.03 0.46 4.0 0 1 caleb_strategy_v3 RICE False False 0.01 0.00 0.01 0.0 0.05 -0.05 0.00 0.00 1.05 4.0 0 0 caleb_strategy_v3 GBP False False 0.03 0.00 0.01 0.0 0.63 -0.63 0.00 0.00 0.48 22.0 0 0 caleb_strategy_v3 EUR False False 0.05 0.05 0.01 0.0 0.70 -0.70 0.05 0.00 0.12 14.0 1 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.02 0.01 0.0 0.22 -0.22 0.02 0.02 1.10 23.0 2 2 caleb_strategy_v3 NZD False False 0.02 0.04 0.01 0.0 0.46 -0.46 0.04 0.02 0.37 21.0 2 1 caleb_strategy_v3 BTP False False 0.05 0.00 0.02 0.0 0.45 -0.45 0.00 0.05 0.52 10.0 0 1 caleb_strategy_v3 CRUDE_W False False 0.03 0.05 0.03 0.0 0.13 -0.13 0.05 0.03 1.12 5.0 2 1 caleb_strategy_v3 OJ False False 0.02 0.00 0.04 0.0 0.07 -0.07 0.00 0.00 1.68 3.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 0.02 0.04 0.0 0.14 -0.14 0.02 0.02 3.73 13.0 2 2 caleb_strategy_v3 COCOA False False 0.01 0.03 0.04 0.0 0.39 -0.39 0.03 0.03 2.79 26.0 2 2 caleb_strategy_v3 DAX False False 0.01 0.00 0.05 0.0 0.37 -0.37 0.00 0.00 7.79 58.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 0.02 0.05 0.0 0.34 -0.34 0.02 0.00 2.81 20.0 1 0 caleb_strategy_v3 OAT False False 0.05 0.10 0.05 0.0 0.50 -0.50 0.10 0.10 0.98 10.0 2 2 caleb_strategy_v3 BITCOIN False False 0.00 0.05 0.07 0.0 0.08 -0.08 0.05 0.05 48.47 59.0 36 36 caleb_strategy_v3 NIKKEI False False 0.01 0.09 0.15 0.0 0.29 -0.29 0.09 0.16 17.98 36.0 11 20 caleb_strategy_v3 MXP False False 0.01 0.24 0.24 0.0 0.63 -0.63 0.24 0.24 22.39 60.0 23 23 caleb_strategy_v3 JGB-SGX-mini False True 0.04 -0.11 0.37 0.0 0.00 -0.11 -0.11 -0.07 10.54 16.0 -3 -2 caleb_strategy_v3 EURIBOR-ICE False False 0.10 0.00 0.84 0.0 0.97 -0.97 0.00 0.10 8.65 10.0 0 1 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 12.2 Shocked risk 27.9 Sum abs risk 49.0 Leverage 4.20 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2724305.91, 'annual_cash_vol_target': 681076.4775, 'daily_cash_vol_target': 42567.27984375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0049 0.6478 0.7515 12.0247 BITCOIN 973.7703 36550.0000 2.6642 42.6274 BOBL 0.2636 116.9300 0.2255 3.6075 BTP 0.6688 114.2300 0.5855 9.3674 BUND 0.5557 131.0900 0.4239 6.7823 BUXL 1.3876 126.9600 1.0929 17.4871 CAC 57.9583 7193.0000 0.8058 12.8922 CAD 0.0032 0.7270 0.4434 7.0939 CANOLA 7.9011 711.7000 1.1102 17.7627 CHF 0.0054 1.1289 0.4801 7.6814 COCOA 40.8512 4046.0000 1.0097 16.1547 COFFEE 3.0633 171.3000 1.7883 28.6127 COPPER 0.0355 3.6955 0.9607 15.3713 CORN 5.1068 515.2500 0.9911 15.8582 COTTON2 1.0942 80.8000 1.3543 21.6681 CRUDE_W 1.2459 71.3000 1.7474 27.9589 DAX 120.3967 15854.0000 0.7594 12.1505 DOW 234.9967 34939.0000 0.6726 10.7615 DX 0.4847 103.8100 0.4669 7.4711 EUR 0.0060 1.0868 0.5475 8.7602 EURIBOR-ICE 0.0507 97.3950 0.0520 0.8326 EUROSTX 37.5189 4316.0000 0.8693 13.9088 FEEDCOW 2.3531 229.9500 1.0233 16.3730 GASOIL 14.3470 765.5000 1.8742 29.9873 GASOLINE 0.0429 2.0792 2.0614 32.9825 GAS_US_mini 0.1045 3.2350 3.2304 51.6863 GBP 0.0081 1.2417 0.6511 10.4178 GOLD_micro 13.8729 1986.9000 0.6982 11.1715 HEATOIL 0.0475 2.6380 1.7988 28.7814 JGB-SGX-mini 0.2803 145.5700 0.1926 3.0811 JPY 0.0000 0.0067 0.6191 9.9050 LEANHOG 1.1742 75.5000 1.5552 24.8835 LIVECOW 1.7180 175.5000 0.9789 15.6623 LUMBER-new 7.8001 549.5000 1.4195 22.7119 MILK 0.2046 17.2000 1.1893 19.0281 MXP 0.0005 0.0576 0.8096 12.9537 NASDAQ_micro 144.0677 15872.7500 0.9076 14.5223 NIKKEI 318.9948 33365.0000 0.9561 15.2972 NZD 0.0048 0.5976 0.8009 12.8150 OAT 0.5818 126.0300 0.4616 7.3863 OATIES 6.6976 369.2500 1.8138 29.0212 OJ 5.9287 408.0000 1.4531 23.2499 PALLAD 21.6852 1043.5000 2.0781 33.2500 PLAT 14.7936 901.5000 1.6410 26.2560 REDWHEAT 9.1845 636.2500 1.4435 23.0966 RICE 0.1539 17.5000 0.8795 14.0718 ROBUSTA 37.8729 2565.0000 1.4765 23.6244 RUSSELL 25.1857 1782.1000 1.4133 22.6122 SHATZ 0.0775 105.1800 0.0737 1.1788 SILVER-mini 0.3517 24.2750 1.4489 23.1827 SMI 76.3152 10677.0000 0.7148 11.4362 SOFR 0.0907 96.2550 0.0942 1.5080 SOYBEAN 11.3808 1293.2500 0.8800 14.0803 SOYMEAL 6.0452 434.2000 1.3923 22.2762 SOYOIL 0.7782 50.5300 1.5401 24.6412 SP400 28.1442 2524.4000 1.1149 17.8382 SP500_micro 34.0111 4514.5000 0.7534 12.0540 SUGAR11 0.3305 25.8600 1.2780 20.4484 US10 0.5514 108.8125 0.5068 8.1083 US10U 0.7515 112.3594 0.6688 10.7008 US2 0.1302 101.6094 0.1282 2.0507 US20 1.1130 115.2500 0.9657 15.4512 US30 1.6239 119.7188 1.3564 21.7023 US5 0.3449 105.9531 0.3255 5.2085 VIX 0.5877 17.2500 3.4070 54.5117 WHEAT 8.0130 641.2500 1.2496 19.9933 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 647.75 0.75 486.81 1.00 486.81 42567.28 87.44 -2.22 -19.42 BITCOIN 36.55 2.66 97.38 1.00 97.38 42567.28 437.14 10.24 447.57 BOBL 1169.30 0.23 263.64 1.09 286.64 42567.28 148.50 -0.62 -9.21 BTP 1142.30 0.59 668.78 1.09 727.13 42567.28 58.54 2.62 15.35 BUND 1310.90 0.42 555.68 1.09 604.17 42567.28 70.46 -0.85 -5.98 BUXL 1269.60 1.09 1387.60 1.09 1508.67 42567.28 28.22 -1.85 -5.23 CAC 719.30 0.81 579.58 1.09 630.15 42567.28 67.55 0.96 6.48 CAD 726.95 0.44 322.31 1.00 322.31 42567.28 132.07 -14.32 -189.11 CANOLA 142.34 1.11 158.02 0.73 115.44 42567.28 368.75 -13.40 -494.25 CHF 1411.12 0.48 677.46 1.00 677.46 42567.28 62.83 -13.77 -86.54 COCOA 404.60 1.01 408.51 1.00 408.51 42567.28 104.20 12.50 130.26 COFFEE 642.38 1.79 1148.76 1.00 1148.76 42567.28 37.06 -2.14 -7.92 COPPER 923.88 0.96 887.57 1.00 887.57 42567.28 47.96 -6.12 -29.37 CORN 257.62 0.99 255.34 1.00 255.34 42567.28 166.71 -13.89 -231.54 COTTON2 404.00 1.35 547.12 1.00 547.12 42567.28 77.80 -18.76 -145.95 CRUDE_W 713.00 1.75 1245.92 1.00 1245.92 42567.28 34.17 3.03 10.36 DAX 158.54 0.76 120.40 1.09 130.90 42567.28 325.19 7.02 228.38 DOW 174.70 0.67 117.50 1.00 117.50 42567.28 362.28 -5.88 -212.92 DX 1038.10 0.47 484.73 1.00 484.73 42567.28 87.82 -0.07 -0.66 EUR 1358.44 0.55 743.76 1.00 743.76 42567.28 57.23 0.83 4.75 EURIBOR-ICE 2434.88 0.05 126.71 1.09 137.76 42567.28 308.99 8.21 253.64 EUROSTX 431.60 0.87 375.19 1.09 407.92 42567.28 104.35 7.90 82.45 FEEDCOW 1149.75 1.02 1176.56 1.00 1176.56 42567.28 36.18 -12.76 -46.15 GASOIL 765.50 1.87 1434.70 1.00 1434.70 42567.28 29.67 3.57 10.58 GASOLINE 873.26 2.06 1800.15 1.00 1800.15 42567.28 23.65 -2.15 -5.08 GAS_US_mini 80.88 3.23 261.26 1.00 261.26 42567.28 162.93 -7.24 -117.90 GBP 776.06 0.65 505.30 1.00 505.30 42567.28 84.24 2.18 18.37 GOLD_micro 198.69 0.70 138.73 1.00 138.73 42567.28 306.84 -8.30 -254.55 HEATOIL 1107.96 1.80 1993.04 1.00 1993.04 42567.28 21.36 -4.13 -8.82 JGB-SGX-mini 145570.00 0.19 28031.87 0.01 186.09 42567.28 228.75 4.25 97.30 JPY 833.94 0.62 516.26 1.00 516.26 42567.28 82.45 -12.79 -105.50 LEANHOG 302.00 1.56 469.68 1.00 469.68 42567.28 90.63 6.78 61.41 LIVECOW 702.00 0.98 687.18 1.00 687.18 42567.28 61.94 -14.32 -88.67 LUMBER-new 151.11 1.42 214.50 1.00 214.50 42567.28 198.45 -6.40 -127.08 MILK 344.00 1.19 409.10 1.00 409.10 42567.28 104.05 -19.14 -199.18 MXP 288.20 0.81 233.33 1.00 233.33 42567.28 182.43 8.36 152.56 NASDAQ_micro 317.46 0.91 288.14 1.00 288.14 42567.28 147.73 -3.09 -45.59 NIKKEI 33365.00 0.96 31899.48 0.01 211.76 42567.28 201.02 8.26 165.99 NZD 597.65 0.80 478.68 1.00 478.68 42567.28 88.93 1.62 14.44 OAT 1260.30 0.46 581.81 1.09 632.57 42567.28 67.29 4.26 28.64 OATIES 184.62 1.81 334.88 1.00 334.88 42567.28 127.11 -17.26 -219.39 OJ 612.00 1.45 889.31 1.00 889.31 42567.28 47.87 16.37 78.36 PALLAD 1043.50 2.08 2168.52 1.00 2168.52 42567.28 19.63 -10.61 -20.82 PLAT 450.75 1.64 739.68 1.00 739.68 42567.28 57.55 -0.94 -5.43 REDWHEAT 318.12 1.44 459.23 1.00 459.23 42567.28 92.69 -20.00 -185.39 RICE 350.00 0.88 307.82 1.00 307.82 42567.28 138.29 3.12 43.19 ROBUSTA 256.50 1.48 378.73 1.00 378.73 42567.28 112.40 8.38 94.15 RUSSELL 89.10 1.41 125.93 1.00 125.93 42567.28 338.03 -8.98 -303.65 SHATZ 1051.80 0.07 77.49 1.09 84.25 42567.28 505.24 -8.02 -405.39 SILVER-mini 606.88 1.45 879.31 1.00 879.31 42567.28 48.41 -1.58 -7.65 SMI 1067.70 0.71 763.15 1.13 859.00 42567.28 49.55 -4.08 -20.22 SOFR 2406.38 0.09 226.80 1.00 226.80 42567.28 187.69 -3.23 -60.59 SOYBEAN 646.62 0.88 569.04 1.00 569.04 42567.28 74.81 3.04 22.73 SOYMEAL 434.20 1.39 604.52 1.00 604.52 42567.28 70.41 4.59 32.33 SOYOIL 303.18 1.54 466.92 1.00 466.92 42567.28 91.17 -8.49 -77.44 SP400 2524.40 1.11 2814.42 1.00 2814.42 42567.28 15.12 -8.92 -13.49 SP500_micro 225.72 0.75 170.06 1.00 170.06 42567.28 250.31 -5.86 -146.61 SUGAR11 289.63 1.28 370.16 1.00 370.16 42567.28 115.00 4.83 55.54 US10 1088.12 0.51 551.42 1.00 551.42 42567.28 77.20 -4.72 -36.45 US10U 1123.59 0.67 751.46 1.00 751.46 42567.28 56.65 -3.01 -17.06 US2 2032.19 0.13 260.46 1.00 260.46 42567.28 163.43 -6.62 -108.19 US20 1152.50 0.97 1112.97 1.00 1112.97 42567.28 38.25 -1.51 -5.77 US30 1197.19 1.36 1623.86 1.00 1623.86 42567.28 26.21 -2.11 -5.53 US5 1059.53 0.33 344.91 1.00 344.91 42567.28 123.42 -6.84 -84.46 VIX 172.50 3.41 587.70 1.00 587.70 42567.28 72.43 -16.41 -118.86 WHEAT 320.62 1.25 400.65 1.00 400.65 42567.28 106.25 -20.00 -212.49 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -19.420 0.010 2.5 -0.504 BITCOIN 447.575 0.043 2.5 48.468 BOBL -9.214 0.004 2.5 -0.093 BTP 15.352 0.014 2.5 0.524 BUND -5.976 0.004 2.5 -0.061 BUXL -5.232 0.004 2.5 -0.053 CAC 6.476 0.014 2.5 0.221 CAD -189.106 0.010 2.5 -4.907 CANOLA -494.249 0.010 2.5 -12.025 CHF -86.544 0.010 2.5 -2.246 COCOA 130.259 0.009 2.5 2.790 COFFEE -7.921 0.005 2.5 -0.093 COPPER -29.375 0.043 2.5 -3.181 CORN -231.541 0.010 2.5 -5.633 COTTON2 -145.953 0.009 2.5 -3.126 CRUDE_W 10.360 0.043 2.5 1.122 DAX 228.384 0.014 2.5 7.790 DOW -212.924 0.009 2.5 -4.949 DX -0.655 0.010 2.5 -0.017 EUR 4.750 0.010 2.5 0.123 EURIBOR-ICE 253.642 0.014 2.5 8.652 EUROSTX 82.446 0.014 2.5 2.812 FEEDCOW -46.150 0.013 2.5 -1.529 GASOIL 10.582 0.017 2.5 0.459 GASOLINE -5.078 0.017 2.5 -0.220 GAS_US_mini -117.902 0.043 2.5 -12.768 GBP 18.367 0.010 2.5 0.477 GOLD_micro -254.547 0.014 2.5 -8.682 HEATOIL -8.819 0.017 2.5 -0.382 JGB-SGX-mini 97.302 0.043 2.5 10.537 JPY -105.498 0.010 2.5 -2.737 LEANHOG 61.409 0.024 2.5 3.732 LIVECOW -88.675 0.013 2.5 -2.939 LUMBER-new -127.075 0.009 2.5 -2.708 MILK -199.185 0.009 2.5 -4.266 MXP 152.556 0.059 2.5 22.392 NASDAQ_micro -45.590 0.009 2.5 -1.060 NIKKEI 165.988 0.043 2.5 17.975 NZD 14.441 0.010 2.5 0.375 OAT 28.645 0.014 2.5 0.977 OATIES -219.394 0.010 2.5 -5.338 OJ 78.365 0.009 2.5 1.678 PALLAD -20.818 0.014 2.5 -0.710 PLAT -5.431 0.014 2.5 -0.185 REDWHEAT -185.387 0.005 2.5 -2.459 RICE 43.186 0.010 2.5 1.051 ROBUSTA 94.152 0.005 2.5 1.100 RUSSELL -303.645 0.013 2.5 -10.062 SHATZ -405.392 0.004 2.5 -4.111 SILVER-mini -7.652 0.014 2.5 -0.261 SMI -20.221 0.014 2.5 -0.690 SOFR -60.590 0.024 2.5 -3.682 SOYBEAN 22.733 0.004 2.5 0.211 SOYMEAL 32.327 0.004 2.5 0.301 SOYOIL -77.438 0.004 2.5 -0.721 SP400 -13.485 0.013 2.5 -0.447 SP500_micro -146.610 0.009 2.5 -3.407 SUGAR11 55.541 0.009 2.5 1.181 US10 -36.448 0.005 2.5 -0.462 US10U -17.055 0.005 2.5 -0.216 US2 -108.186 0.005 2.5 -1.371 US20 -5.770 0.005 2.5 -0.073 US30 -5.528 0.005 2.5 -0.070 US5 -84.465 0.005 2.5 -1.070 VIX -118.863 0.099 2.5 -29.341 WHEAT -212.492 0.005 2.5 -2.819 ===================== Position diags ===================== AUD 2.27 BITCOIN 47.34 BOBL 1.51 BTP 2.00 BUND 0.71 BUXL 0.29 CAC 2.30 CAD 3.43 CANOLA 8.97 CHF 1.63 COCOA 2.23 COFFEE 0.43 COPPER 5.19 CORN 4.06 COTTON2 1.67 CRUDE_W 3.70 DAX 11.09 DOW 8.42 DX 2.28 EUR 1.49 EURIBOR-ICE 10.54 EUROSTX 3.56 FEEDCOW 1.20 GASOIL 1.29 GASOLINE 1.03 GAS_US_mini 17.64 GBP 2.19 GOLD_micro 10.47 HEATOIL 0.93 JGB-SGX-mini 24.77 JPY 2.14 LEANHOG 5.51 LIVECOW 2.05 LUMBER-new 4.23 MILK 2.23 MXP 26.78 NASDAQ_micro 3.43 NIKKEI 21.77 NZD 2.31 OAT 2.30 OATIES 3.09 OJ 1.03 PALLAD 0.67 PLAT 1.96 REDWHEAT 1.23 RICE 3.36 ROBUSTA 1.31 RUSSELL 11.20 SHATZ 5.12 SILVER-mini 1.65 SMI 1.69 SOFR 11.41 SOYBEAN 0.70 SOYMEAL 0.65 SOYOIL 0.85 SP400 0.50 SP500_micro 5.82 SUGAR11 2.45 US10 0.98 US10U 0.72 US2 2.07 US20 0.48 US30 0.33 US5 1.56 VIX 17.88 WHEAT 1.41 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -0.5 -0.7 -0.3 0.0 0 BITCOIN 48.5 43.7 53.2 36.0 36 BOBL -0.1 -0.2 0.1 0.0 0 BTP 0.5 0.3 0.7 0.0 0 BUND -0.1 -0.1 0.0 0.0 0 BUXL -0.1 -0.1 -0.0 0.0 0 CAC 0.2 -0.0 0.5 5.0 5 CAD -4.9 -5.2 -4.6 0.0 0 CANOLA -12.0 -12.9 -11.1 -6.0 -6 CHF -2.2 -2.4 -2.1 -5.0 -5 COCOA 2.8 2.6 3.0 2.0 2 COFFEE -0.1 -0.1 -0.0 0.0 0 COPPER -3.2 -3.7 -2.7 -2.0 -2 CORN -5.6 -6.0 -5.2 -5.0 -5 COTTON2 -3.1 -3.3 -3.0 -5.0 -5 CRUDE_W 1.1 0.8 1.5 2.0 2 DAX 7.8 6.7 8.9 0.0 0 DOW -4.9 -5.8 -4.1 -7.0 -7 DX -0.0 -0.2 0.2 NaN 0 EUR 0.1 -0.0 0.3 1.0 1 EURIBOR-ICE 8.7 7.6 9.7 0.0 0 EUROSTX 2.8 2.5 3.2 1.0 1 FEEDCOW -1.5 -1.6 -1.4 -1.0 -1 GASOIL 0.5 0.3 0.6 0.0 0 GASOLINE -0.2 -0.3 -0.1 0.0 0 GAS_US_mini -12.8 -14.5 -11.0 -6.0 -6 GBP 0.5 0.3 0.7 0.0 0 GOLD_micro -8.7 -9.7 -7.6 -6.0 -6 HEATOIL -0.4 -0.5 -0.3 0.0 0 JGB-SGX-mini 10.5 8.1 13.0 -3.0 -3 JPY -2.7 -3.0 -2.5 -5.0 -5 LEANHOG 3.7 3.2 4.3 2.0 2 LIVECOW -2.9 -3.1 -2.7 -4.0 -4 LUMBER-new -2.7 -3.1 -2.3 NaN 0 MILK -4.3 -4.5 -4.0 NaN 0 MXP 22.4 19.7 25.1 23.0 23 NASDAQ_micro -1.1 -1.4 -0.7 0.0 0 NIKKEI 18.0 15.8 20.2 11.0 11 NZD 0.4 0.1 0.6 2.0 2 OAT 1.0 0.7 1.2 2.0 2 OATIES -5.3 -5.6 -5.0 NaN 0 OJ 1.7 1.6 1.8 NaN 0 PALLAD -0.7 -0.8 -0.6 -2.0 -2 PLAT -0.2 -0.4 0.0 -1.0 -1 REDWHEAT -2.5 -2.6 -2.3 -4.0 -4 RICE 1.1 0.7 1.4 NaN 0 ROBUSTA 1.1 1.0 1.2 2.0 2 RUSSELL -10.1 -11.2 -8.9 -11.0 -11 SHATZ -4.1 -4.6 -3.6 NaN 0 SILVER-mini -0.3 -0.4 -0.1 NaN 0 SMI -0.7 -0.9 -0.5 0.0 0 SOFR -3.7 -4.8 -2.5 NaN 0 SOYBEAN 0.2 0.1 0.3 0.0 0 SOYMEAL 0.3 0.2 0.4 0.0 0 SOYOIL -0.7 -0.8 -0.6 -3.0 -3 SP400 -0.4 -0.5 -0.4 0.0 0 SP500_micro -3.4 -4.0 -2.8 -2.0 -2 SUGAR11 1.2 0.9 1.4 2.0 2 US10 -0.5 -0.6 -0.4 NaN 0 US10U -0.2 -0.3 -0.1 0.0 0 US2 -1.4 -1.6 -1.2 NaN 0 US20 -0.1 -0.1 -0.0 0.0 0 US30 -0.1 -0.1 -0.0 0.0 0 US5 -1.1 -1.2 -0.9 -4.0 -4 VIX -29.3 -31.1 -27.6 -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 3.7 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 3.7 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 0.5 0.2 -0.2 -0.0 0.1 -0.0 0.1 0.0 0.0 0.1 -0.3 0.1 -0.4 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.2 0.0 0.4 -0.0 0.1 -0.1 0.1 -0.1 0.0 -0.1 -0.2 0.1 0.1 -0.1 -0.3 -0.7 -0.1 0.2 BITCOIN 0.6 0.6 0.1 -0.0 0.1 -0.1 0.0 -0.0 -0.0 0.0 0.5 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 0.3 0.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.3 0.1 0.0 0.2 -0.1 0.1 -0.0 0.0 -0.0 0.1 -0.2 0.1 1.2 0.0 0.0 -0.0 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 -0.2 -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 0.2 -0.1 0.1 -0.9 0.0 0.1 -0.0 0.1 -0.0 0.0 0.8 0.2 0.2 0.2 0.2 -0.4 -0.7 0.0 0.2 BUND 0.6 0.2 0.0 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.3 0.1 -0.0 -0.1 0.1 -0.0 0.0 0.0 -0.0 0.1 -0.2 0.1 0.8 0.0 0.0 -0.0 0.0 -0.1 0.0 0.4 -0.0 -0.1 0.1 0.2 -0.7 -0.7 -0.7 -0.1 BUXL 0.6 0.2 -0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.2 0.1 -0.3 0.1 -0.0 0.0 0.0 0.0 0.0 -0.0 -0.1 0.1 -0.3 0.1 0.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.2 0.1 -0.1 0.0 -0.0 -0.6 -0.7 -0.4 0.5 CAC 0.6 -0.3 -0.6 -0.0 0.1 -0.1 0.1 -0.0 0.0 0.1 -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 0.1 -0.8 -0.0 0.1 -0.1 0.1 0.0 0.0 0.2 -0.4 -0.1 -0.2 0.2 0.2 0.1 0.4 0.3 CAD 0.1 -0.2 -0.3 -0.0 0.1 -0.0 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 -0.5 -0.6 -0.5 -0.5 -0.6 -0.7 -0.4 -0.6 CANOLA 0.4 -0.6 -0.4 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.1 0.1 -0.1 -0.0 -0.1 -0.3 0.1 -0.2 -0.1 -0.1 -0.1 0.1 -0.2 -0.0 -2.7 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 -0.0 0.2 -0.4 -0.6 -0.5 -0.4 -0.2 0.2 0.2 CHF 0.2 0.1 -0.6 -0.0 0.1 -0.0 0.1 0.0 0.0 0.1 -0.2 0.1 0.2 0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.0 -0.1 0.1 -0.0 0.1 -1.1 -0.0 0.1 -0.1 0.1 -0.0 0.0 -1.1 0.2 -0.3 -0.1 -0.3 -0.7 -0.7 -0.7 -0.7 COCOA 0.6 0.5 0.2 -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 0.5 0.6 0.2 -0.0 0.1 -0.1 0.1 -0.2 0.0 0.0 -0.2 0.2 -0.5 0.2 0.1 0.1 0.0 0.0 0.0 0.1 0.0 0.1 -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 0.5 -0.7 -0.7 -0.7 -0.4 COPPER 0.5 -0.1 -0.3 -0.0 0.1 -0.1 0.0 -0.0 -0.0 0.1 -0.4 0.1 -0.2 0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 0.1 -0.3 0.0 -0.8 -0.0 0.1 -0.1 0.1 -0.2 0.0 0.0 0.2 0.4 -0.0 0.1 -0.0 -0.7 0.2 -0.7 CORN 0.1 0.2 -0.5 -0.0 0.1 -0.1 0.1 -0.2 0.0 0.1 -0.5 -0.0 -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 -0.2 -0.4 0.4 -0.1 -0.2 -0.1 0.1 0.1 COTTON2 -0.6 -0.6 -0.1 -0.0 0.0 -0.1 0.1 -0.2 0.0 0.1 -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 -0.0 0.0 -0.1 0.0 -0.5 -0.6 -0.6 -0.0 -0.7 -0.4 -0.0 0.2 CRUDE_W -0.6 -0.6 0.3 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.1 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 -0.1 0.1 -0.1 0.2 -0.1 -1.1 -0.0 0.2 0.3 0.1 0.7 0.3 0.7 0.3 DAX 0.6 -0.2 -0.6 -0.0 0.1 -0.1 0.1 -0.0 0.0 0.2 -0.3 0.2 0.3 0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 0.2 -0.0 0.1 2.2 -0.0 0.1 -0.1 0.1 -0.0 0.0 -0.3 0.3 0.1 -0.1 -0.0 0.2 0.1 0.5 0.4 DOW 0.6 -0.1 -0.5 -0.0 0.1 -0.1 0.1 -0.0 0.0 0.1 -0.1 0.2 0.2 0.1 -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 -0.0 0.1 -0.6 -0.2 -0.7 -0.3 DX -0.6 -0.3 0.5 -0.0 0.1 -0.0 0.1 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 -0.1 -2.7 0.0 -0.1 0.1 -0.1 0.1 -0.0 0.8 -0.5 -0.6 0.2 0.6 0.3 0.3 0.4 0.7 EUR 0.6 0.2 -0.4 -0.0 0.1 -0.0 0.1 0.0 0.0 0.1 -0.2 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 1.4 0.0 0.1 -0.1 0.1 -0.1 0.1 -0.4 0.3 0.4 0.2 -0.2 -0.5 -0.6 -0.4 -0.2 EURIBOR-ICE 0.6 0.6 0.4 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.0 0.1 -0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.1 -0.1 0.1 2.3 0.0 0.0 0.0 0.0 -0.0 0.0 -0.5 -0.1 0.2 0.5 0.5 -0.7 -0.7 0.2 0.7 EUROSTX 0.6 -0.1 -0.5 -0.0 0.1 -0.1 0.1 -0.0 0.0 0.1 -0.2 0.2 0.4 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.2 0.1 0.2 0.6 0.0 0.1 -0.1 0.1 0.0 0.1 0.2 -0.1 0.2 0.3 0.3 0.1 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 0.2 -0.1 -0.1 -0.2 -0.4 -0.3 -0.4 -0.2 -0.1 -0.1 0.1 -0.2 -0.2 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 -1.1 -0.5 -0.6 -0.6 -0.1 0.5 -0.0 0.7 0.3 GASOIL -0.6 -0.6 0.4 -0.0 -0.0 0.0 -0.1 0.1 -0.0 -0.1 0.3 -0.1 0.3 -0.1 0.0 0.3 0.4 0.4 0.4 -0.0 0.1 -0.1 0.3 -0.1 1.1 -0.0 -0.0 0.1 -0.1 0.2 -0.0 0.0 -0.0 0.0 0.1 0.3 -0.2 -0.0 -0.4 -0.2 GASOLINE -0.3 -0.6 -0.3 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.1 0.1 -0.1 0.2 -0.2 -0.1 0.0 0.4 0.4 0.4 -0.1 0.0 -0.1 0.2 -0.1 -2.7 -0.0 -0.1 0.0 -0.1 0.2 -0.1 0.7 0.1 0.3 -0.3 -0.6 0.7 0.3 0.7 0.2 GAS_US_mini -0.3 0.3 0.5 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.1 -0.4 -0.2 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 -0.2 -0.5 -0.2 2.7 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -1.1 -0.3 0.3 0.6 -0.6 -0.4 0.2 -0.5 0.1 GBP 0.6 0.1 -0.6 -0.0 0.1 -0.0 0.1 0.0 0.0 0.0 -0.2 0.1 0.2 0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.1 0.1 0.1 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.2 0.1 0.2 -0.0 -0.2 -0.3 0.2 -0.1 0.7 GOLD_micro 0.2 0.6 -0.2 -0.0 0.1 -0.1 0.0 -0.0 -0.0 0.0 -0.1 -0.0 0.1 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 -0.0 0.0 -0.0 0.1 -0.9 0.0 0.0 0.0 0.0 0.0 0.0 -0.9 -0.1 0.0 0.2 0.2 -0.4 -0.7 -0.3 -0.7 HEATOIL -0.6 -0.6 0.2 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.1 0.2 -0.1 0.2 -0.1 -0.0 0.4 0.4 0.4 0.4 -0.1 0.1 -0.1 0.3 -0.2 -2.7 -0.0 -0.0 0.1 -0.1 0.2 -0.1 0.1 -0.2 -0.1 -0.0 0.2 0.3 -0.1 0.1 -0.2 JGB-SGX-mini 0.4 -0.0 -0.5 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.1 0.1 0.0 0.0 -0.1 0.3 0.4 0.3 0.3 -0.0 -0.0 0.1 -0.1 0.0 -0.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 1.1 0.3 -0.5 -0.1 -0.1 0.1 -0.7 0.5 0.5 JPY 0.3 0.2 -0.4 -0.0 0.1 -0.0 0.1 0.0 0.0 -0.0 -0.4 -0.1 -0.5 -0.1 -0.1 -0.4 -0.3 -0.4 -0.4 -0.1 -0.2 -0.0 -0.5 -0.1 2.7 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -1.1 -0.5 -0.6 -0.4 -0.5 -0.2 -0.7 -0.1 -0.7 LEANHOG 0.5 -0.2 0.0 -0.0 0.0 -0.1 0.1 -0.1 0.0 -0.1 0.0 0.1 -0.3 -0.0 -0.0 -0.4 0.4 0.2 0.4 -0.0 -0.1 0.0 -0.3 0.0 2.0 -0.0 -0.0 -0.1 0.0 -0.3 0.0 1.1 -0.2 0.2 -0.1 -0.0 -0.3 -0.1 0.3 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 -0.1 0.2 -0.2 0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 -0.5 -0.5 -0.6 -0.6 -0.1 -0.2 -0.6 -0.0 -0.3 LUMBER-new 0.8 0.3 -0.2 -0.0 0.1 -0.2 0.1 -0.2 0.0 0.2 -0.6 0.3 -0.7 0.3 -0.1 -0.4 -0.3 -0.4 -0.4 0.0 -0.1 0.2 -0.5 0.3 NaN 0.0 0.1 -0.1 0.1 -0.2 0.1 -1.2 0.6 0.8 0.7 -0.2 -0.6 -0.8 -0.3 -0.7 MILK -0.3 -0.1 -0.0 -0.0 0.0 -0.1 0.1 -0.2 0.0 -0.0 -0.3 -0.1 -0.5 -0.1 -0.1 -0.2 -0.4 -0.3 -0.4 -0.1 -0.2 -0.0 -0.5 -0.1 0.7 -0.0 -0.0 -0.2 -0.0 -0.4 -0.0 -1.1 -0.4 -0.6 -0.3 0.2 -0.7 -0.7 -0.7 -0.7 MXP 0.6 -0.3 -0.6 -0.0 0.1 -0.0 0.1 0.0 0.0 0.1 0.1 0.1 0.4 0.1 -0.0 0.3 0.3 0.3 0.3 0.0 0.0 0.1 0.3 0.1 -2.7 0.0 0.1 0.0 0.1 0.2 0.0 1.1 -0.0 0.5 -0.0 0.2 0.3 0.4 0.6 0.7 NASDAQ_micro 0.6 -0.1 -0.6 -0.0 0.0 -0.0 0.1 -0.0 0.0 0.1 0.2 0.1 0.3 0.1 0.0 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.2 0.2 0.2 -2.7 0.0 0.1 0.0 0.1 0.1 0.0 -0.3 0.3 0.2 0.3 0.2 0.2 -0.4 0.1 -0.5 NIKKEI 0.6 -0.3 -0.4 -0.0 0.1 -0.1 0.1 -0.0 0.0 0.1 0.3 0.2 0.4 0.1 0.1 0.1 0.2 0.1 0.2 0.1 0.1 0.2 0.3 0.2 -1.2 0.0 0.1 0.1 0.1 0.2 0.1 1.1 -0.0 0.2 0.2 0.5 -0.2 0.1 -0.2 0.3 NZD 0.4 0.2 -0.1 -0.0 0.1 -0.0 0.1 0.0 0.0 0.1 -0.2 0.1 -0.1 0.0 -0.1 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.1 0.0 0.1 -0.0 0.0 -0.1 0.1 -0.1 0.0 0.2 -0.0 0.0 0.2 -0.0 0.0 -0.5 0.2 0.3 OAT 0.6 0.2 0.0 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.3 0.1 -0.0 0.1 0.2 0.1 0.1 0.0 -0.0 0.1 -0.2 0.1 1.1 0.0 0.0 -0.0 0.0 -0.1 0.0 0.8 0.0 0.0 0.1 0.2 -0.7 -0.7 -0.3 0.4 OATIES -0.4 -0.6 -0.6 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.4 -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 -0.3 0.6 -0.0 0.1 -0.1 0.1 -0.2 0.0 0.2 0.5 0.1 0.7 0.1 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.2 0.1 0.4 0.0 1.1 0.5 0.6 0.6 0.6 0.2 0.3 0.6 0.7 PALLAD -0.2 -0.3 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.3 -0.0 -0.4 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.2 -0.1 -0.5 -0.2 0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.3 -0.5 -0.6 -0.6 -0.3 -0.2 -0.3 0.2 -0.1 PLAT 0.1 0.1 -0.1 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.3 -0.0 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 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 -0.2 -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 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.5 -0.6 -0.6 -0.6 -0.7 -0.7 -0.7 -0.4 RICE 0.2 -0.0 0.2 -0.0 0.1 -0.1 0.1 -0.2 0.0 0.2 0.3 0.2 0.3 0.1 0.1 -0.4 0.1 -0.3 -0.1 0.1 0.1 0.2 0.2 0.2 -2.7 0.0 0.2 0.1 0.2 0.1 0.1 0.3 0.5 0.6 0.6 0.6 -0.1 -0.7 0.4 -0.2 ROBUSTA 0.2 -0.2 -0.3 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 0.2 0.1 0.4 0.1 0.1 0.4 0.4 0.4 0.4 0.1 0.1 0.2 0.3 0.1 -2.2 0.0 0.1 0.1 0.1 0.2 0.1 1.1 0.5 0.6 0.4 0.3 -0.2 -0.4 0.4 0.0 RUSSELL 0.6 -0.1 -0.5 -0.0 0.0 -0.0 0.0 -0.0 0.0 0.1 -0.2 0.1 -0.2 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 0.0 -0.2 -0.0 0.0 -0.1 0.0 -0.0 0.0 -0.1 -0.0 -0.1 -0.2 -0.2 -0.5 -0.5 -0.7 -0.7 SHATZ 0.3 0.3 0.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.2 0.0 -0.3 0.0 -0.0 -0.4 -0.3 -0.4 -0.4 -0.0 -0.1 0.0 -0.3 0.0 1.4 -0.0 0.0 -0.1 0.0 -0.2 0.0 -1.1 -0.3 -0.3 0.2 0.3 -0.5 -0.7 -0.3 -0.7 SILVER-mini 0.2 0.1 -0.2 -0.0 0.1 -0.1 0.0 -0.0 -0.0 0.1 -0.1 0.1 0.1 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 -0.1 0.0 0.9 0.0 0.1 -0.0 0.1 0.0 0.0 -0.1 0.5 0.0 0.0 0.1 -0.5 -0.7 -0.1 -0.7 SMI 0.2 -0.4 -0.5 -0.0 0.1 -0.1 0.1 -0.0 0.0 0.1 -0.2 0.1 -0.0 -0.1 -0.1 0.1 0.0 0.1 0.0 -0.1 -0.1 0.1 -0.2 -0.0 0.8 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.7 -0.5 -0.6 -0.4 0.2 -0.3 -0.3 -0.2 -0.2 SOFR 0.6 0.4 -0.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.2 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.1 0.0 -0.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 0.0 -0.0 0.0 0.0 -0.7 -0.7 -0.2 -0.3 SOYBEAN 0.5 0.0 0.1 -0.0 0.1 -0.1 0.1 -0.2 0.0 0.0 0.2 0.1 0.2 0.1 -0.0 0.4 0.4 0.3 0.3 0.1 0.0 0.1 0.0 0.1 -2.7 0.0 0.0 0.1 0.1 0.0 0.1 1.1 0.2 0.6 0.6 0.2 -0.7 -0.3 -0.7 -0.2 SOYMEAL 0.6 0.6 0.1 -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 0.4 0.3 0.3 0.1 0.1 0.1 0.1 0.2 -2.7 0.0 0.0 0.1 0.0 0.1 0.1 1.1 0.5 0.6 0.6 0.5 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.0 -0.6 -0.5 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.1 0.0 -0.1 -0.1 -0.1 0.1 0.2 0.2 0.2 -0.1 -0.1 0.0 -0.1 -0.1 -2.7 -0.0 0.0 -0.1 0.0 -0.0 -0.0 1.0 -0.0 -0.4 -0.6 -0.4 -0.2 0.1 0.3 0.6 SP400 0.6 -0.2 -0.6 -0.0 0.0 -0.0 0.1 -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 0.0 -0.0 0.1 -0.0 0.0 0.1 0.0 -0.1 -0.2 -0.1 -0.3 -0.5 -0.5 -0.7 SP500_micro 0.6 -0.2 -0.6 -0.0 0.1 -0.1 0.1 -0.0 0.0 0.1 0.0 0.1 0.2 0.1 -0.0 -0.2 -0.2 -0.2 -0.2 0.0 -0.0 0.2 0.1 0.2 -2.2 0.0 0.1 -0.0 0.1 0.1 0.0 -0.4 0.3 0.1 0.1 0.1 -0.0 -0.4 0.0 -0.5 SUGAR11 -0.2 -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 0.0 -2.7 0.1 -0.0 0.3 -0.0 0.6 0.0 1.1 -0.5 -0.2 0.3 0.6 -0.5 -0.6 0.3 0.1 US10 0.6 0.5 -0.0 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 -0.2 0.1 -0.2 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.2 0.0 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 0.4 -0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.2 0.1 -0.3 0.0 -0.0 -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 0.1 -0.0 -0.1 -0.2 -0.2 -0.7 -0.7 0.1 0.5 US2 0.6 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 -0.2 0.1 0.1 -0.6 -0.7 -0.3 -0.7 US20 0.6 0.3 -0.2 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 -0.1 0.1 -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 0.0 -0.1 -0.2 -0.2 -0.4 -0.7 0.4 0.7 US30 0.6 0.3 -0.1 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 -0.2 0.1 -0.2 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.0 -0.2 0.0 -0.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.3 -0.0 -0.1 -0.2 -0.2 -0.2 -0.7 0.7 0.7 US5 0.6 0.6 0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.2 0.1 -0.3 0.0 -0.0 -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 -1.0 0.5 0.8 -0.0 -0.1 -0.1 -0.1 -0.3 -0.1 -0.2 -0.5 -0.2 -0.8 -0.2 -0.1 -0.6 -0.6 -0.6 -0.6 -0.2 -0.2 -0.2 -0.7 -0.2 NaN -0.0 -0.1 -0.2 -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 -0.2 -0.5 -0.2 -0.7 -0.1 -0.2 -0.3 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.5 -0.1 -0.7 -0.1 -0.1 -0.2 -0.1 -0.4 -0.1 -1.0 -0.5 -0.6 0.0 -0.6 -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 15.1 7.4 -4.7 -0.6 8.2 -0.9 6.3 0.2 2.6 6.2 -10.4 6.1 -9.8 4.1 -8.1 -2.8 -3.0 -3.1 -3.1 -1.5 -6.2 7.4 -8.0 4.1 3.0 -0.7 5.7 -3.3 5.2 -4.1 2.9 -1.2 -8.8 2.6 2.5 -3.6 -8.5 -20.0 -1.8 5.5 BITCOIN 18.3 20.0 2.4 -2.4 10.9 -3.1 3.1 -1.3 -0.2 2.0 16.9 19.2 14.2 20.0 19.6 -8.7 -5.2 -7.4 -6.5 20.0 17.9 20.0 8.1 20.0 -20.0 7.6 1.2 4.2 5.2 1.9 8.5 -0.5 20.0 20.0 20.0 20.0 -3.7 20.0 -0.8 20.0 BOBL 16.8 8.3 5.5 -0.7 3.0 -2.3 2.8 -2.7 1.7 6.6 -4.7 7.1 -7.9 6.7 1.2 11.6 -2.6 4.6 -1.4 1.0 -3.4 5.9 -8.5 4.7 9.2 0.5 4.3 -1.4 3.2 -3.3 2.5 -1.9 -6.4 -3.4 6.0 7.9 -18.1 -20.0 -13.5 -18.9 BTP 20.0 3.9 -7.6 -0.9 4.1 -3.1 3.9 -3.8 2.3 11.0 -3.7 11.8 -0.9 9.2 -0.8 8.1 7.7 7.2 6.9 2.4 -3.6 17.3 -5.4 12.5 -7.0 0.8 6.1 -1.1 6.0 -1.3 4.3 15.2 7.9 7.3 5.7 5.7 -13.3 -20.0 0.2 6.7 BUND 20.0 6.2 0.7 -0.7 3.0 -2.3 2.9 -2.8 1.7 7.4 -5.4 7.9 -8.4 6.3 -1.1 -3.2 4.6 -1.3 1.2 0.3 -4.5 7.7 -9.1 5.7 6.0 0.2 3.8 -1.7 3.7 -3.0 2.7 7.9 -1.8 -2.3 4.0 4.9 -20.0 -20.0 -20.0 -4.1 BUXL 20.0 5.2 -1.7 -0.7 3.2 -2.4 3.0 -2.9 1.8 7.1 -6.9 7.4 -9.2 5.0 -3.9 0.5 0.8 0.5 0.8 -2.1 -7.7 8.6 -11.8 5.3 1.3 -0.7 2.9 -2.6 3.5 -3.3 2.2 4.3 3.9 -3.6 0.1 -1.2 -17.7 -20.0 -12.6 15.7 CAC 17.3 -8.1 -18.3 -1.3 8.7 -2.8 8.8 -1.0 4.1 15.1 -7.4 17.4 12.9 3.5 -9.3 -5.6 -2.8 -5.6 -4.8 -6.0 -8.0 20.0 2.5 8.7 -5.7 -2.2 8.7 -3.1 8.9 0.3 3.7 3.7 -16.0 -2.1 -4.7 6.0 7.4 4.2 13.3 9.8 CAD 3.7 -6.2 -10.4 -0.9 12.5 -1.4 9.6 0.3 4.0 -2.0 -14.5 2.9 -14.5 -10.1 -16.0 -2.5 -2.2 -2.5 -2.4 -11.7 -12.0 1.8 -10.1 -5.3 2.3 -5.7 1.6 -5.7 1.3 -4.3 -2.4 0.0 -20.0 -20.0 -16.6 -14.2 -18.1 -20.0 -10.9 -18.7 CANOLA 13.1 -19.3 -12.9 -1.5 3.5 -2.7 3.7 -3.1 1.2 3.9 -2.4 5.5 -4.1 -2.6 -8.6 -14.2 2.7 -11.7 -4.9 -10.3 -9.2 6.0 -6.5 -2.7 -20.0 -3.1 -0.2 -2.8 0.2 -2.4 -1.6 -0.1 7.3 -12.1 -17.3 -14.6 -10.7 -5.0 4.8 6.9 CHF 6.8 4.5 -19.0 -0.8 11.0 -1.3 8.5 0.3 3.5 14.5 -8.7 10.9 4.5 8.6 -8.4 -16.0 -14.9 -16.5 -15.8 -4.1 -6.3 14.2 -1.5 4.9 -7.9 -2.1 9.0 -2.9 6.2 -1.0 2.0 -20.0 9.2 -8.5 -2.6 -10.2 -20.0 -20.0 -20.0 -20.0 COCOA 20.0 16.4 6.4 -3.2 7.6 -5.9 7.9 -6.7 2.6 13.5 20.0 20.0 20.0 20.0 20.0 -4.8 -2.9 -4.3 -3.6 20.0 20.0 20.0 20.0 20.0 -20.0 8.5 4.7 8.4 7.2 9.1 9.0 -4.6 20.0 20.0 20.0 20.0 9.3 -3.9 20.0 9.2 COFFEE 15.4 20.0 7.7 -2.6 6.1 -4.7 6.4 -5.3 2.1 2.0 -8.9 14.9 -12.5 17.0 13.3 6.3 2.0 2.3 1.6 13.9 1.1 15.7 -7.8 20.0 -20.0 5.0 1.4 1.6 5.0 -0.6 6.8 3.8 13.7 20.0 20.0 15.1 -20.0 -20.0 -20.0 -12.3 COPPER 15.1 -2.1 -8.4 -2.0 9.0 -2.6 2.5 -1.1 -0.2 13.5 -16.0 13.3 -6.8 3.0 -13.4 -9.9 -4.5 -8.1 -6.3 -5.2 -11.2 9.8 -11.4 4.0 -6.4 -1.5 7.6 -4.5 6.2 -4.8 3.1 0.5 8.3 10.9 -1.0 2.7 -0.9 -20.0 6.3 -19.5 CORN 1.6 6.7 -14.5 -2.8 6.5 -5.1 6.8 -5.7 2.3 7.2 -19.7 -1.6 -19.1 -2.0 -16.9 -6.5 0.7 -6.1 -4.2 -6.0 -15.9 1.7 -20.0 -0.7 -19.7 -1.5 2.6 -4.5 1.7 -7.9 0.0 -2.2 -6.6 -12.3 11.0 -3.4 -7.2 -3.1 3.6 4.5 COTTON2 -18.7 -20.0 -2.4 -2.2 5.2 -4.1 5.5 -4.6 1.8 6.0 -1.5 -6.6 -8.8 -12.1 -10.4 -8.8 1.6 -5.9 -2.4 -16.6 -7.0 -9.8 -3.3 -19.7 -20.0 -4.6 0.8 -1.7 -2.9 0.1 -5.7 0.1 -20.0 -20.0 -20.0 -0.1 -19.6 -13.1 -0.9 5.3 CRUDE_W -17.9 -20.0 10.3 -1.9 -6.7 2.2 -5.7 3.5 -5.2 -12.4 10.7 -12.3 7.8 -10.3 2.1 7.9 11.1 11.7 11.6 0.2 10.3 -15.0 11.8 -10.7 -5.0 -0.2 -8.6 4.8 -6.6 6.5 -4.9 -20.0 -0.6 5.6 10.4 3.2 19.5 10.5 20.0 10.1 DAX 20.0 -5.7 -20.0 -1.2 7.9 -2.5 8.0 -0.9 3.7 17.1 -10.2 17.1 9.5 5.0 -9.8 -9.5 -8.1 -9.6 -9.2 -5.5 -10.0 20.0 -1.8 13.3 16.7 -1.7 12.8 -3.4 10.6 -1.3 4.5 -4.7 11.1 4.6 -3.0 -1.0 7.4 3.0 14.5 11.4 DOW 20.0 -2.6 -15.1 -0.9 6.1 -1.9 6.1 -0.7 2.9 11.8 -2.3 13.9 6.4 8.0 -2.6 -9.6 -9.0 -10.5 -10.3 0.6 -3.4 20.0 -1.0 13.4 -8.8 -0.2 7.0 -1.0 7.2 0.3 3.8 -6.4 4.1 2.8 -1.2 4.4 -17.5 -6.9 -20.0 -8.0 DX -20.0 -8.3 15.9 -0.7 9.5 -1.1 7.3 0.2 3.0 -10.2 11.7 -10.1 -2.6 -6.2 9.7 6.6 6.0 7.0 6.6 2.8 8.4 -16.1 7.3 -8.2 -20.0 1.1 -8.2 3.7 -7.5 3.6 -3.9 14.7 -20.0 -20.0 6.2 20.0 8.9 7.6 12.8 20.0 EUR 19.4 7.5 -13.8 -0.7 8.9 -1.0 6.9 0.2 2.8 9.9 -8.9 11.2 3.1 9.4 -5.8 -6.0 -6.8 -6.4 -6.5 0.1 -4.9 15.6 -4.2 9.5 10.5 0.1 8.2 -2.3 7.8 -1.9 4.7 -7.4 11.4 11.8 5.1 -5.5 -14.4 -16.8 -11.9 -5.4 EURIBOR-ICE 20.0 18.2 13.9 -0.6 2.7 -2.1 2.6 -2.5 1.5 6.8 -0.5 7.5 -6.0 7.4 6.4 -3.4 -7.1 -5.4 -6.8 7.2 1.7 9.2 -5.3 10.3 17.1 2.2 2.8 0.6 2.9 -1.2 3.1 -9.6 -3.9 6.9 14.3 14.9 -20.0 -20.0 4.7 20.0 EUROSTX 20.0 -2.0 -15.4 -1.3 8.2 -2.6 8.3 -1.0 3.8 16.2 -6.8 17.9 11.8 9.5 -7.9 -5.5 -2.7 -5.5 -4.7 -0.3 -4.9 20.0 2.9 15.4 4.3 0.3 10.9 -1.9 11.3 0.4 6.5 4.0 -2.1 7.5 8.2 8.9 4.2 5.5 8.3 14.4 FEEDCOW -19.1 -20.0 -20.0 -1.6 3.8 -3.0 4.0 -3.3 1.3 -5.7 -1.7 -8.2 6.0 -10.9 -9.9 -12.0 -20.0 -12.7 -20.0 -18.1 -5.5 -15.3 5.4 -20.0 -1.6 -3.3 -1.3 -0.5 -2.9 1.9 -4.2 -20.0 -20.0 -20.0 -20.0 -4.1 14.4 -0.9 20.0 8.0 GASOIL -20.0 -20.0 10.9 -1.6 -5.5 1.8 -4.7 2.9 -4.3 -9.7 9.4 -11.5 7.4 -11.5 0.7 15.4 20.0 20.0 20.0 -3.2 8.9 -14.9 12.6 -13.7 8.4 -0.7 -5.3 3.7 -5.0 4.7 -4.5 0.0 -1.0 0.1 1.6 10.6 -7.4 -0.1 -12.0 -5.4 GASOLINE -8.8 -20.0 -9.0 -1.9 -6.6 2.2 -5.6 3.5 -5.1 -10.7 5.5 -11.7 5.9 -14.1 -10.8 0.6 20.0 18.1 20.0 -8.6 1.0 -12.7 9.2 -12.4 -20.0 -3.7 -7.1 0.6 -4.8 4.7 -5.0 12.4 6.0 8.3 -10.2 -19.6 20.0 10.2 20.0 6.2 GAS_US_mini -8.2 9.4 16.5 -2.0 -7.1 2.4 -6.1 3.7 -5.6 -16.4 -14.8 -16.8 -20.0 -15.3 -14.8 -20.0 -20.0 -20.0 -20.0 -9.8 -11.2 -19.7 -20.0 -15.7 20.0 -3.4 -8.9 -1.6 -9.6 -2.3 -7.2 -20.0 -11.1 9.2 20.0 -20.0 -10.8 6.5 -16.4 2.4 GBP 17.7 2.3 -17.2 -0.7 8.6 -1.0 6.7 0.2 2.8 5.3 -7.8 7.0 5.2 4.3 -8.1 -0.7 -0.8 -0.6 -0.6 -2.3 -4.5 10.3 -2.0 5.2 0.6 -1.1 5.6 -2.4 5.7 -1.6 3.0 2.9 4.2 6.1 -0.3 -6.7 -8.8 4.5 -3.3 20.0 GOLD_micro 5.6 20.0 -5.9 -1.6 7.4 -2.1 2.1 -0.9 -0.1 4.0 -3.5 -3.0 2.8 9.2 7.8 -15.1 -14.8 -16.4 -16.1 5.3 -0.1 1.9 -0.9 5.3 -6.8 1.5 3.2 0.2 0.6 0.2 1.5 -17.1 -5.6 0.8 7.3 5.4 -11.4 -20.0 -10.2 -20.0 HEATOIL -20.0 -20.0 6.6 -1.8 -6.2 2.1 -5.3 3.3 -4.9 -11.5 9.0 -12.1 6.8 -12.3 -1.9 18.9 20.0 20.0 20.0 -4.9 7.6 -15.9 12.1 -15.3 -20.0 -1.9 -5.3 3.2 -5.5 5.8 -5.5 2.0 -8.6 -3.3 -1.5 5.8 8.8 -2.1 3.1 -7.0 JGB-SGX-mini 11.5 -0.8 -16.5 -0.6 2.7 -2.1 2.6 -2.5 1.5 7.3 -4.4 5.7 1.2 1.6 -4.6 17.0 19.5 16.2 16.5 -3.6 -4.5 9.1 -2.0 1.9 -1.7 -1.8 5.1 -2.1 3.2 -1.4 0.3 20.0 13.3 -14.4 -3.7 -4.0 2.9 -19.6 15.0 15.8 JPY 10.6 7.7 -11.5 -0.6 8.0 -0.9 6.2 0.2 2.6 -4.3 -13.7 -7.3 -13.3 -10.3 -13.0 -18.2 -16.0 -18.7 -17.7 -13.3 -18.7 -4.4 -20.0 -8.1 20.0 -5.1 -0.0 -6.3 -1.9 -6.7 -3.5 -20.0 -20.0 -20.0 -13.5 -16.0 -6.3 -20.0 -1.5 -20.0 LEANHOG 15.6 -5.0 0.8 -2.0 4.6 -3.6 4.8 -4.0 1.6 -6.8 0.1 9.2 -7.0 -0.3 -4.4 -20.0 18.8 10.5 20.0 -2.9 -7.1 4.1 -11.5 2.6 14.9 -1.2 -0.2 -5.0 2.4 -8.9 1.9 20.0 -9.2 7.0 -4.0 -0.9 -9.1 -4.0 9.9 17.2 LIVECOW -18.4 -20.0 -20.0 -1.7 3.9 -3.0 4.1 -3.4 1.4 -7.7 2.4 -9.4 7.8 -10.5 -8.6 -8.0 -4.9 -14.0 -8.9 -12.2 -2.0 -14.7 5.8 -17.5 0.1 -3.2 -1.9 -0.0 -3.7 2.6 -4.6 -8.9 -20.0 -20.0 -20.0 -2.9 -5.9 -18.1 -0.3 -9.1 LUMBER-new 20.0 7.9 -6.0 -3.4 8.1 -6.1 8.5 -5.8 2.8 19.5 -18.0 20.0 -20.0 20.0 -4.2 -16.1 -14.8 -16.4 -15.5 3.8 -10.8 20.0 -15.6 20.0 NaN 2.7 7.0 -2.6 10.8 -3.9 9.4 -20.0 20.0 20.0 20.0 -4.7 -14.7 -20.0 -8.1 -17.8 MILK -8.2 -2.8 -0.5 -2.3 5.3 -4.1 5.5 -4.6 1.8 -0.1 -9.6 -9.3 -13.5 -11.9 -9.8 -12.2 -20.0 -16.5 -20.0 -11.0 -14.4 -3.4 -20.0 -8.9 5.1 -4.2 -0.8 -6.4 -1.0 -10.0 -3.1 -20.0 -16.5 -20.0 -10.3 6.0 -20.0 -20.0 -20.0 -20.0 MXP 20.0 -8.1 -20.0 -0.6 8.5 -1.0 6.6 0.2 2.7 12.2 5.5 12.3 10.8 6.9 -0.7 12.9 16.3 13.9 14.9 2.9 2.9 16.5 10.5 11.0 -20.0 1.1 6.3 1.2 6.2 4.3 4.2 20.0 -2.1 16.1 -1.1 5.3 9.4 12.5 17.0 20.0 NASDAQ_micro 20.0 -4.3 -18.2 -0.8 5.3 -1.7 5.3 -0.6 2.5 10.7 5.9 11.9 8.2 9.0 1.1 -9.3 -8.7 -9.7 -9.6 5.2 4.7 20.0 8.5 15.4 -20.0 1.4 6.3 1.6 7.0 3.6 4.4 -5.6 12.9 5.8 9.8 7.5 4.8 -12.0 4.2 -14.6 NIKKEI 18.2 -8.3 -12.4 -1.0 6.5 -2.1 6.6 -0.8 3.1 13.3 10.7 14.9 11.7 10.7 5.9 3.6 9.8 5.8 8.1 7.0 7.0 20.0 12.0 15.7 -8.9 2.1 7.0 2.8 8.0 5.2 5.4 20.0 -1.2 6.0 5.2 16.1 -5.4 1.7 -4.6 9.6 NZD 12.3 7.4 -4.1 -0.5 7.2 -0.8 5.6 0.2 2.3 5.6 -8.8 6.3 -2.6 1.8 -6.3 -0.4 0.2 -0.2 -0.0 -1.3 -4.5 7.2 -5.5 3.4 0.8 -0.3 5.3 -2.1 5.1 -2.6 2.7 4.2 -0.8 0.7 5.1 -0.8 0.9 -14.9 6.8 8.4 OAT 20.0 5.7 0.1 -0.7 3.3 -2.5 3.1 -3.0 1.8 8.1 -5.3 8.7 -8.7 6.7 -1.1 5.6 7.6 5.9 6.4 0.9 -4.5 10.3 -8.6 7.5 8.3 0.5 4.5 -1.5 4.5 -2.7 3.3 14.9 1.9 0.2 4.6 5.5 -20.0 -20.0 -8.0 11.1 OATIES -11.0 -20.0 -17.0 -1.4 3.3 -2.6 3.4 -2.9 1.1 -2.0 -3.0 -6.1 -2.9 -8.6 -9.4 -19.1 -9.6 -18.7 -16.1 -18.3 -8.5 -12.4 -0.4 -19.1 -20.0 -3.1 -1.0 -1.5 -2.4 -0.2 -3.4 -20.0 -20.0 -18.5 -20.0 -10.0 9.3 11.0 20.0 20.0 OJ -20.0 -9.4 17.2 -2.6 6.1 -4.7 6.4 -5.4 2.1 17.4 18.9 11.2 20.0 11.9 16.1 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 6.7 8.4 8.9 5.3 10.2 4.4 20.0 20.0 17.3 20.0 20.0 4.9 9.1 18.7 20.0 PALLAD -6.0 -10.0 -1.2 -1.0 4.7 -1.4 1.3 -0.6 -0.1 -1.3 -11.1 -4.6 -11.6 -8.6 -9.6 -2.0 -2.6 -2.5 -2.7 -14.9 -15.6 -10.7 -19.9 -15.2 3.7 -3.7 -0.3 -3.0 -3.3 -2.8 -4.2 4.9 -20.0 -20.0 -20.0 -9.0 -6.6 -8.8 6.8 -3.5 PLAT 4.0 1.8 -4.0 -1.1 5.0 -1.4 1.4 -0.6 -0.1 1.2 -9.5 -1.3 -5.3 -2.2 -5.8 -3.4 -2.8 -3.6 -3.3 -4.4 -5.9 -1.6 -5.4 -3.7 11.7 -1.3 2.7 -1.4 -1.1 -1.1 -1.8 4.3 -12.3 -4.9 -3.1 3.5 -1.2 -15.7 9.9 -11.6 REDWHEAT -0.9 -14.7 -20.0 -2.8 6.6 -5.2 6.9 -5.8 2.3 -16.7 -20.0 -15.7 -20.0 -19.0 -20.0 -7.0 -0.9 -5.6 -3.4 -20.0 -20.0 -14.6 -20.0 -20.0 -19.1 -7.8 -6.0 -7.7 -4.7 -5.6 -5.8 -2.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -12.9 RICE 6.3 -0.4 5.1 -3.0 7.0 -5.4 7.3 -6.1 2.4 20.0 11.7 20.0 7.2 13.8 6.0 -18.4 4.8 -15.2 -3.3 9.9 7.1 20.0 5.7 20.0 -20.0 3.6 20.0 2.0 16.8 1.4 8.8 5.3 20.0 20.0 19.4 19.8 -4.0 -19.7 13.4 -6.9 ROBUSTA 5.0 -5.7 -10.3 -1.9 4.4 -3.4 4.6 -3.8 1.5 12.5 9.2 10.4 10.8 8.0 4.7 20.0 20.0 20.0 20.0 6.7 6.8 19.3 11.2 12.2 -16.8 3.0 8.8 2.8 7.4 4.4 5.0 20.0 20.0 20.0 11.4 10.4 -5.2 -12.0 12.9 0.4 RUSSELL 20.0 -4.4 -15.8 -0.7 4.5 -1.4 4.6 -0.5 2.1 6.5 -7.3 6.6 -6.1 1.2 -7.0 -6.1 -6.3 -7.0 -7.0 -5.5 -6.9 10.1 -5.0 2.2 -1.7 -1.8 4.6 -2.1 3.9 -1.0 1.0 -1.2 -0.9 -3.3 -7.6 -5.2 -15.1 -13.8 -20.0 -20.0 SHATZ 10.1 10.2 6.4 -0.7 2.9 -2.2 2.8 -2.7 1.6 3.5 -7.0 3.0 -8.5 2.6 -2.3 -20.0 -15.2 -20.0 -20.0 -1.5 -6.0 1.2 -12.6 0.7 10.5 -0.6 2.7 -2.5 0.6 -5.0 0.3 -20.0 -14.2 -8.7 6.1 8.1 -14.4 -20.0 -8.1 -20.0 SILVER-mini 6.5 1.9 -7.6 -1.5 6.6 -1.9 1.9 -0.8 -0.1 12.6 -5.3 6.8 1.5 7.2 -2.5 -6.9 -6.5 -7.3 -7.1 -1.6 -4.1 11.0 -2.6 3.6 6.8 0.0 12.4 -0.4 5.9 0.2 2.0 -2.2 20.0 0.8 0.5 4.0 -16.1 -20.0 -3.0 -20.0 SMI 7.2 -12.2 -14.3 -1.0 6.7 -2.1 6.8 -0.8 3.2 8.3 -8.7 9.5 -0.2 -5.3 -10.0 5.0 2.3 3.5 2.1 -11.5 -11.6 6.9 -6.4 -2.6 5.8 -3.5 2.6 -3.4 2.4 -2.4 -0.8 13.7 -20.0 -18.1 -12.1 5.0 -8.8 -10.3 -4.8 -5.8 SOFR 20.0 11.4 -6.0 -0.6 2.5 -1.9 2.4 -2.3 1.4 5.6 -5.2 6.1 -5.0 4.5 -2.0 0.5 -0.7 -0.2 -0.6 -1.1 -4.5 6.4 -5.2 3.8 -1.3 -0.6 3.2 -2.0 2.8 -2.2 1.5 1.5 0.4 -0.1 0.2 0.6 -20.0 -20.0 -5.5 -8.8 SOYBEAN 14.9 0.7 2.2 -2.7 6.5 -5.0 6.7 -5.7 2.3 2.8 8.8 13.4 5.6 12.9 -3.7 19.1 18.1 15.8 15.4 6.8 3.4 13.7 1.6 13.0 -20.0 4.4 2.0 2.2 7.8 1.3 7.6 20.0 8.7 20.0 17.1 7.0 -20.0 -10.1 -20.0 -4.8 SOYMEAL 20.0 19.1 3.6 -1.6 3.9 -3.0 4.0 -3.4 1.3 4.9 3.2 9.9 3.2 11.3 9.2 19.6 17.8 16.0 16.3 13.0 5.9 15.4 3.3 18.0 -20.0 3.7 1.9 2.2 4.1 1.8 4.8 20.0 20.0 20.0 20.0 14.7 -20.0 -20.0 -20.0 -20.0 SOYOIL 1.5 -20.0 -15.4 -1.5 3.5 -2.7 3.6 -3.1 1.2 3.4 -1.9 0.9 -3.0 -8.1 -9.5 4.3 10.7 8.5 9.7 -13.7 -9.5 1.5 -4.0 -8.0 -20.0 -3.2 0.6 -2.3 0.4 -1.0 -1.8 18.2 -1.2 -13.0 -20.0 -13.2 -6.8 2.9 9.3 16.9 SP400 19.8 -6.3 -19.7 -0.7 4.8 -1.5 4.8 -0.6 2.2 7.5 -6.3 7.6 -1.6 2.6 -6.1 -5.0 -5.1 -5.3 -5.4 -5.0 -6.5 12.7 -3.6 3.7 -8.2 -1.5 5.4 -1.9 4.7 -0.7 1.5 1.2 0.1 -3.9 -5.9 -3.4 -8.8 -14.2 -14.7 -20.0 SP500_micro 20.0 -5.8 -20.0 -0.9 6.0 -1.9 6.1 -0.7 2.8 13.0 0.8 13.9 6.3 8.1 -2.2 -9.9 -9.9 -10.8 -10.8 1.2 -1.0 20.0 2.8 14.2 -16.3 0.2 7.1 -0.1 7.4 1.6 4.0 -7.6 10.5 3.8 1.7 2.4 -0.5 -11.4 0.4 -15.8 SUGAR11 -7.2 -2.2 1.3 -2.6 6.2 -4.8 6.4 -5.4 2.2 -15.7 18.6 -3.0 18.8 9.6 16.8 20.0 18.9 20.0 20.0 12.7 20.0 -3.2 20.0 4.4 -20.0 5.5 -4.1 9.8 -2.0 15.9 1.8 20.0 -20.0 -5.9 9.5 20.0 -15.7 -17.1 9.6 4.3 US10 20.0 15.0 -1.5 -0.5 2.4 -1.8 2.3 -2.2 1.3 5.3 -6.0 5.5 -6.6 2.8 -3.4 -4.9 -6.9 -6.4 -7.2 -2.7 -6.5 5.7 -7.9 2.6 1.1 -1.2 2.5 -2.6 2.2 -2.9 0.9 -9.9 0.2 -2.5 -3.1 -2.6 -20.0 -20.0 -2.7 1.3 US10U 20.0 12.2 -4.2 -0.6 2.8 -2.1 2.7 -2.6 1.6 6.1 -7.1 6.6 -7.8 2.2 -4.6 -1.2 -0.6 -0.3 -0.6 -3.9 -8.3 6.5 -9.6 2.7 -1.8 -1.6 2.5 -3.1 2.3 -3.3 0.9 1.5 -0.2 -3.9 -5.4 -5.2 -20.0 -20.0 4.4 15.3 US2 18.1 20.0 15.5 -0.6 2.6 -2.0 2.5 -2.4 1.4 5.0 -7.3 4.2 -7.7 3.1 -3.2 -20.0 -20.0 -20.0 -20.0 -2.0 -7.0 4.0 -11.5 1.9 7.8 -0.5 3.6 -2.9 2.6 -5.1 1.5 -20.0 -2.3 -4.7 4.0 4.0 -18.2 -20.0 -7.8 -20.0 US20 20.0 10.2 -6.3 -0.5 2.2 -1.7 2.1 -2.1 1.3 4.6 -5.5 5.4 -5.9 1.2 -3.7 -0.0 -1.5 -0.9 -1.5 -3.4 -7.3 5.8 -8.0 2.7 -1.7 -1.3 1.6 -2.5 1.7 -2.5 0.7 0.0 0.5 -1.9 -6.4 -7.1 -11.4 -20.0 13.2 20.0 US30 20.0 8.0 -4.1 -0.5 2.3 -1.7 2.2 -2.1 1.3 4.1 -5.9 5.1 -6.3 0.5 -4.2 -3.7 -4.0 -4.8 -4.8 -3.8 -7.3 5.0 -8.3 1.9 -1.3 -1.5 1.5 -2.6 1.6 -2.6 0.5 -4.9 -0.7 -4.3 -6.4 -6.5 -6.9 -20.0 20.0 20.0 US5 20.0 17.4 2.3 -0.6 2.5 -1.9 2.4 -2.3 1.4 5.6 -6.4 5.5 -7.0 3.5 -3.2 -9.1 -10.4 -10.9 -11.5 -2.0 -6.0 5.6 -8.2 2.8 3.1 -0.8 3.3 -2.6 2.7 -3.3 1.4 -16.4 -0.5 -2.2 0.4 0.7 -20.0 -20.0 -12.3 -18.0 VIX -19.0 8.9 15.3 -2.3 -4.0 -3.2 -5.2 -5.4 -4.1 -12.2 -12.2 -13.4 -13.2 -11.6 -7.8 -20.0 -20.0 -20.0 -20.0 -8.7 -10.2 -16.0 -16.3 -13.8 NaN -2.6 -4.5 -3.6 -5.9 -6.4 -4.7 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 2.6 -0.7 -20.0 -2.9 6.8 -5.2 7.0 -5.9 2.4 -18.7 -20.0 -14.6 -20.0 -7.2 -20.0 -13.1 -10.6 -12.3 -11.6 -16.4 -20.0 -14.3 -20.0 -10.1 -5.3 -6.4 -15.6 -8.9 -8.9 -10.2 -5.4 -18.4 -20.0 -18.4 0.6 -17.7 -20.0 -20.0 -20.0 -15.8 End of report for caleb_strategy_v3