******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20231128_204354 produced at 2023-11-28 21:39:29.523875 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 VIX False False 0.01 -0.10 -0.23 0.0 0.10 -0.10 -0.10 -0.10 -38.49 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 -4.13 24.0 0 0 caleb_strategy_v3 SOFR False True 0.09 0.00 -0.15 0.0 0.00 0.00 0.00 0.00 -1.67 11.0 0 0 caleb_strategy_v3 US2 False True 0.07 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -1.41 13.0 0 0 caleb_strategy_v3 CHF False False 0.05 -0.16 -0.09 0.0 0.67 -0.67 -0.16 -0.21 -1.78 13.0 -3 -4 caleb_strategy_v3 CAD False False 0.03 0.00 -0.09 0.0 0.78 -0.78 0.00 0.00 -3.45 29.0 0 0 caleb_strategy_v3 LIVECOW False False 0.02 -0.07 -0.08 0.0 0.42 -0.42 -0.07 -0.07 -3.15 17.0 -3 -3 caleb_strategy_v3 CORN False False 0.01 -0.05 -0.07 0.0 0.11 -0.11 -0.05 -0.05 -7.72 12.0 -5 -5 caleb_strategy_v3 MILK False False 0.01 0.00 -0.06 0.0 0.06 -0.06 0.00 0.00 -4.66 5.0 0 0 caleb_strategy_v3 JPY False False 0.03 0.00 -0.06 0.0 0.52 -0.52 0.00 0.00 -1.83 17.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.03 -0.06 0.0 0.07 -0.07 -0.03 -0.04 -24.05 26.0 -11 -14 caleb_strategy_v3 COTTON2 False False 0.01 -0.07 -0.05 0.0 0.16 -0.16 -0.07 -0.07 -3.35 11.0 -5 -5 caleb_strategy_v3 FEEDCOW False False 0.04 -0.04 -0.05 0.0 0.32 -0.32 -0.04 -0.04 -1.27 8.0 -1 -1 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.04 0.0 0.18 -0.18 0.00 0.00 -0.44 2.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.04 0.0 0.19 -0.19 -0.02 -0.02 -11.29 51.0 -6 -6 caleb_strategy_v3 DX False False 0.04 0.00 -0.04 0.0 999.00 -999.00 0.00 0.00 -1.07 999999999.0 0 0 caleb_strategy_v3 US5 False False 0.04 -0.08 -0.04 0.0 0.97 -0.97 -0.08 -0.04 -1.03 25.0 -2 -1 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.43 2.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.05 -0.03 0.0 0.42 -0.42 -0.05 -0.05 -4.41 56.0 -7 -7 caleb_strategy_v3 RUSSELL False False 0.00 -0.00 -0.03 0.0 0.22 -0.22 -0.00 -0.00 -10.21 68.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.03 0.0 0.10 -0.10 -0.03 -0.03 -2.61 9.0 -3 -3 caleb_strategy_v3 COPPER False False 0.03 0.00 -0.03 0.0 0.21 -0.21 0.00 0.00 -0.75 6.0 0 0 caleb_strategy_v3 PALLAD False False 0.04 -0.08 -0.02 0.0 0.08 -0.08 -0.08 -0.08 -0.50 2.0 -2 -2 caleb_strategy_v3 REDWHEAT False False 0.01 -0.03 -0.02 0.0 0.09 -0.09 -0.03 -0.03 -2.23 8.0 -3 -3 caleb_strategy_v3 DOW False False 0.01 -0.03 -0.02 0.0 0.42 -0.42 -0.03 -0.03 -2.53 66.0 -4 -4 caleb_strategy_v3 US10 False False 0.04 0.00 -0.02 0.0 0.68 -0.68 0.00 0.00 -0.38 17.0 0 0 caleb_strategy_v3 SMI False False 0.04 -0.04 -0.01 0.0 0.40 -0.40 -0.04 -0.04 -0.16 9.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.01 -0.01 -0.01 0.0 0.40 -0.40 -0.01 -0.01 -1.54 48.0 -1 -1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.01 0.0 0.02 -0.02 0.00 0.00 -2.19 3.0 0 0 caleb_strategy_v3 US10U False False 0.04 0.00 -0.00 0.0 0.54 -0.54 0.00 0.00 -0.10 13.0 0 0 caleb_strategy_v3 BOBL False True 0.05 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 19.0 0 0 caleb_strategy_v3 BUXL False True 0.05 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.01 4.0 0 0 caleb_strategy_v3 GASOLINE False False 0.03 0.00 0.00 0.0 0.13 -0.13 0.00 0.00 0.15 4.0 0 0 caleb_strategy_v3 US20 False False 0.04 0.00 -0.00 0.0 0.38 -0.38 0.00 0.00 -0.00 9.0 0 0 caleb_strategy_v3 COFFEE False False 0.02 0.00 -0.00 0.0 0.14 -0.14 0.00 0.00 -0.14 6.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.02 -0.00 0.0 0.11 -0.11 -0.02 -0.02 -0.32 10.0 -2 -2 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.01 -0.00 0.0 0.27 -0.27 -0.01 -0.01 -0.03 23.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.02 0.00 0.00 0.0 0.14 -0.14 0.00 0.00 0.01 9.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 0.00 0.0 0.16 -0.16 0.00 0.00 0.08 7.0 0 0 caleb_strategy_v3 BUND False True 0.05 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.00 10.0 0 0 caleb_strategy_v3 US30 False False 0.04 0.00 -0.00 0.0 0.27 -0.27 0.00 0.00 -0.01 6.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 0.00 -0.00 0.0 0.12 -0.12 0.00 0.00 -0.01 3.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 -0.02 -0.00 0.0 0.13 -0.13 -0.02 -0.02 -0.28 13.0 -2 -2 caleb_strategy_v3 PLAT False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.53 10.0 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 0.43 0.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.01 0.01 0.0 0.21 -0.21 0.01 0.02 1.38 23.0 1 2 caleb_strategy_v3 AUD False False 0.02 0.10 0.01 0.0 0.46 -0.46 0.10 0.10 0.36 19.0 4 4 caleb_strategy_v3 CAC False False 0.03 0.32 0.02 0.0 0.35 -0.35 0.32 0.32 0.72 12.0 11 11 caleb_strategy_v3 EUR False False 0.05 0.00 0.02 0.0 0.70 -0.70 0.00 0.00 0.39 14.0 0 0 caleb_strategy_v3 NZD False True 0.02 0.02 0.02 0.0 0.02 0.00 0.02 0.02 0.87 21.0 1 1 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.02 0.0 0.12 -0.12 0.00 0.00 0.75 4.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 0.02 0.0 0.05 -0.05 0.00 0.00 1.80 4.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 0.02 0.0 0.19 -0.19 0.00 0.00 1.78 18.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.00 0.04 0.0 0.07 -0.07 0.00 0.00 1.89 3.0 0 0 caleb_strategy_v3 COCOA False False 0.02 0.06 0.04 0.0 0.40 -0.40 0.06 0.06 2.85 26.0 4 4 caleb_strategy_v3 GBP False False 0.03 0.00 0.04 0.0 0.63 -0.63 0.00 0.00 1.22 22.0 0 0 caleb_strategy_v3 BTP False True 0.05 0.09 0.05 0.0 0.09 0.00 0.09 0.09 1.03 10.0 2 2 caleb_strategy_v3 BITCOIN False False 0.00 0.05 0.06 0.0 0.08 -0.08 0.05 0.05 45.29 59.0 36 36 caleb_strategy_v3 CRUDE_W False False 0.03 0.05 0.06 0.0 0.13 -0.13 0.05 0.05 2.13 5.0 2 2 caleb_strategy_v3 OAT False True 0.05 0.10 0.07 0.0 0.10 0.00 0.10 0.10 1.34 10.0 2 2 caleb_strategy_v3 EUROSTX False False 0.02 0.05 0.07 0.0 0.35 -0.35 0.05 0.05 3.77 20.0 3 3 caleb_strategy_v3 DAX False False 0.01 0.00 0.10 0.0 0.37 -0.37 0.00 0.00 14.98 58.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.28 0.16 0.0 0.29 -0.29 0.28 0.26 19.78 36.0 34 32 caleb_strategy_v3 MXP False False 0.01 0.39 0.34 0.0 0.63 -0.63 0.39 0.39 32.09 60.0 37 37 caleb_strategy_v3 EURIBOR-ICE False False 0.10 0.19 0.72 0.0 0.97 -0.97 0.19 0.19 7.39 10.0 2 2 caleb_strategy_v3 JGB-SGX-mini False False 0.04 0.00 0.72 0.0 0.57 -0.57 0.00 0.21 20.18 16.0 0 6 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 17.4 Shocked risk 41.7 Sum abs risk 51.2 Leverage 4.31 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2753631.34, 'annual_cash_vol_target': 688407.835, 'daily_cash_vol_target': 43025.4896875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0044 0.6654 0.6674 10.6782 BITCOIN 939.5958 38910.0000 2.4148 38.6367 BOBL 0.2746 117.2400 0.2342 3.7470 BTP 0.6194 114.6900 0.5401 8.6411 BUND 0.5486 131.8900 0.4159 6.6547 BUXL 1.2831 128.9800 0.9948 15.9167 CAC 52.1731 7249.5000 0.7197 11.5149 CAD 0.0030 0.7372 0.4077 6.5239 CANOLA 8.1138 710.3000 1.1423 18.2770 CHF 0.0048 1.1415 0.4210 6.7356 COCOA 43.4657 4218.0000 1.0305 16.4877 COFFEE 3.0440 172.6500 1.7631 28.2098 COPPER 0.0371 3.8460 0.9653 15.4445 CORN 4.7874 505.5000 0.9471 15.1531 COTTON2 1.0479 79.5100 1.3179 21.0869 CRUDE_W 1.2030 73.9300 1.6273 26.0361 DAX 106.7251 16018.0000 0.6663 10.6605 DOW 212.7242 35454.0000 0.6000 9.6000 DX 0.4508 102.4100 0.4402 7.0434 EUR 0.0054 1.0994 0.4908 7.8526 EURIBOR-ICE 0.0542 97.4950 0.0556 0.8898 EUROSTX 34.1397 4349.0000 0.7850 12.5600 FEEDCOW 2.7344 223.5500 1.2232 19.5710 GASOIL 13.3869 805.5000 1.6619 26.5910 GASOLINE 0.0421 2.2124 1.9028 30.4446 GAS_US_mini 0.0996 2.7600 3.6103 57.7648 GBP 0.0074 1.2690 0.5811 9.2981 GOLD_micro 13.5496 2061.3000 0.6573 10.5173 HEATOIL 0.0480 2.7251 1.7624 28.1981 JGB-SGX-mini 0.2664 145.1100 0.1836 2.9370 JPY 0.0000 0.0068 0.6200 9.9200 LEANHOG 1.2317 66.9000 1.8411 29.4581 LIVECOW 1.5815 168.9500 0.9361 14.9773 LUMBER-new 7.5109 553.0000 1.3582 21.7314 MILK 0.1979 16.8600 1.1738 18.7801 MXP 0.0004 0.0581 0.7256 11.6094 NASDAQ_micro 131.4914 16017.2500 0.8209 13.1350 NIKKEI 298.8612 33200.0000 0.9002 14.4030 NZD 0.0044 0.6132 0.7144 11.4306 OAT 0.5591 126.7600 0.4411 7.0573 OATIES 7.3600 365.0000 2.0165 32.2632 OJ 5.9588 400.3000 1.4886 23.8172 PALLAD 20.5789 1068.5000 1.9260 30.8155 PLAT 15.0549 947.9000 1.5882 25.4118 REDWHEAT 10.2494 618.0000 1.6585 26.5357 RICE 0.1575 17.5850 0.8958 14.3324 ROBUSTA 34.6806 2479.0000 1.3990 22.3836 RUSSELL 22.6757 1797.8000 1.2613 20.1808 SHATZ 0.0823 105.2450 0.0782 1.2511 SILVER-mini 0.3287 25.4125 1.2934 20.6944 SMI 71.2394 10767.0000 0.6616 10.5863 SOFR 0.0840 96.4200 0.0872 1.3945 SOYBEAN 11.2500 1293.2500 0.8699 13.9184 SOYMEAL 5.7906 419.5000 1.3804 22.0858 SOYOIL 0.8284 52.7600 1.5702 25.1234 SP400 25.2046 2544.9000 0.9904 15.8463 SP500_micro 30.6547 4558.7500 0.6724 10.7590 SUGAR11 0.3168 25.8300 1.2264 19.6231 US10 0.5002 109.7812 0.4556 7.2899 US10U 0.6772 113.4844 0.5967 9.5474 US2 0.1233 102.1523 0.1207 1.9317 US20 0.9904 116.2500 0.8520 13.6314 US30 1.4666 122.5312 1.1969 19.1509 US5 0.3199 106.8438 0.2994 4.7911 VIX 0.5411 16.3500 3.3094 52.9506 WHEAT 8.7322 634.2500 1.3768 22.0283 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 665.45 0.67 444.11 1.00 444.11 43025.49 96.88 1.41 13.69 BITCOIN 38.91 2.41 93.96 1.00 93.96 43025.49 457.91 9.13 418.20 BOBL 1172.40 0.23 274.56 1.10 300.82 43025.49 143.03 0.01 0.14 BTP 1146.90 0.54 619.40 1.10 678.65 43025.49 63.40 4.77 30.24 BUND 1318.90 0.42 548.56 1.10 601.03 43025.49 71.59 0.04 0.27 BUXL 1289.80 0.99 1283.08 1.10 1405.81 43025.49 30.61 -0.22 -0.68 CAC 724.95 0.72 521.73 1.10 571.63 43025.49 75.27 2.80 21.05 CAD 737.15 0.41 300.57 1.00 300.57 43025.49 143.15 -9.28 -132.78 CANOLA 142.06 1.14 162.28 0.73 118.97 43025.49 361.66 -12.83 -463.90 CHF 1426.88 0.42 600.68 1.00 600.68 43025.49 71.63 -9.59 -68.69 COCOA 421.80 1.03 434.66 1.00 434.66 43025.49 98.99 13.46 133.28 COFFEE 647.44 1.76 1141.50 1.00 1141.50 43025.49 37.69 -3.26 -12.29 COPPER 961.50 0.97 928.12 1.00 928.12 43025.49 46.36 -1.49 -6.89 CORN 252.75 0.95 239.37 1.00 239.37 43025.49 179.74 -17.66 -317.40 COTTON2 397.55 1.32 523.94 1.00 523.94 43025.49 82.12 -19.04 -156.36 CRUDE_W 739.30 1.63 1203.03 1.00 1203.03 43025.49 35.76 5.50 19.68 DAX 160.18 0.67 106.73 1.10 116.93 43025.49 367.95 11.93 439.10 DOW 177.27 0.60 106.36 1.00 106.36 43025.49 404.52 -2.69 -108.71 DX 1024.10 0.44 450.82 1.00 450.82 43025.49 95.44 -4.30 -41.06 EUR 1374.19 0.49 674.43 1.00 674.43 43025.49 63.80 2.39 15.22 EURIBOR-ICE 2437.38 0.06 135.55 1.10 148.51 43025.49 289.71 7.48 216.62 EUROSTX 434.90 0.79 341.40 1.10 374.05 43025.49 115.03 9.60 110.44 FEEDCOW 1117.75 1.22 1367.22 1.00 1367.22 43025.49 31.47 -12.15 -38.24 GASOIL 805.50 1.66 1338.69 1.00 1338.69 43025.49 32.14 5.39 17.31 GASOLINE 929.21 1.90 1768.08 1.00 1768.08 43025.49 24.33 1.38 3.36 GAS_US_mini 69.00 3.61 249.11 1.00 249.11 43025.49 172.72 -12.86 -222.12 GBP 793.12 0.58 460.91 1.00 460.91 43025.49 93.35 5.05 47.13 GOLD_micro 206.13 0.66 135.50 1.00 135.50 43025.49 317.54 -4.08 -129.42 HEATOIL 1144.54 1.76 2017.12 1.00 2017.12 43025.49 21.33 -0.10 -0.22 JGB-SGX-mini 145110.00 0.18 26636.88 0.01 178.81 43025.49 240.62 7.75 186.39 JPY 850.06 0.62 527.04 1.00 527.04 43025.49 81.64 -8.63 -70.43 LEANHOG 267.60 1.84 492.69 1.00 492.69 43025.49 87.33 -0.53 -4.63 LIVECOW 675.80 0.94 632.60 1.00 632.60 43025.49 68.01 -14.00 -95.20 LUMBER-new 152.08 1.36 206.55 1.00 206.55 43025.49 208.30 -4.92 -102.54 MILK 337.20 1.17 395.79 1.00 395.79 43025.49 108.71 -20.00 -217.41 MXP 290.65 0.73 210.89 1.00 210.89 43025.49 204.02 10.72 218.65 NASDAQ_micro 320.35 0.82 262.98 1.00 262.98 43025.49 163.61 -0.08 -1.37 NIKKEI 33200.00 0.90 29886.12 0.01 200.63 43025.49 214.46 8.52 182.65 NZD 613.15 0.71 438.04 1.00 438.04 43025.49 98.22 3.41 33.46 OAT 1267.60 0.44 559.11 1.10 612.59 43025.49 70.24 5.61 39.42 OATIES 182.50 2.02 368.00 1.00 368.00 43025.49 116.92 -15.58 -182.16 OJ 600.45 1.49 893.81 1.00 893.81 43025.49 48.14 18.33 88.24 PALLAD 1068.50 1.93 2057.89 1.00 2057.89 43025.49 20.91 -7.06 -14.75 PLAT 473.95 1.59 752.75 1.00 752.75 43025.49 57.16 2.72 15.56 REDWHEAT 309.00 1.66 512.47 1.00 512.47 43025.49 83.96 -20.00 -167.91 RICE 351.70 0.90 315.04 1.00 315.04 43025.49 136.57 5.41 73.82 ROBUSTA 247.90 1.40 346.81 1.00 346.81 43025.49 124.06 9.52 118.08 RUSSELL 89.89 1.26 113.38 1.00 113.38 43025.49 379.49 -8.12 -308.09 SHATZ 1052.45 0.08 82.30 1.10 90.17 43025.49 477.17 -8.53 -407.19 SILVER-mini 635.31 1.29 821.71 1.00 821.71 43025.49 52.36 2.39 12.54 SMI 1076.70 0.66 712.39 1.14 808.92 43025.49 53.19 -0.91 -4.82 SOFR 2410.50 0.09 210.09 1.00 210.09 43025.49 204.80 -1.34 -27.45 SOYBEAN 646.62 0.87 562.50 1.00 562.50 43025.49 76.49 1.09 8.31 SOYMEAL 419.50 1.38 579.06 1.00 579.06 43025.49 74.30 0.07 0.55 SOYOIL 316.56 1.57 497.07 1.00 497.07 43025.49 86.56 -3.95 -34.15 SP400 2544.90 0.99 2520.46 1.00 2520.46 43025.49 17.07 -7.82 -13.36 SP500_micro 227.94 0.67 153.27 1.00 153.27 43025.49 280.71 -2.36 -66.29 SUGAR11 289.30 1.23 354.81 1.00 354.81 43025.49 121.27 6.91 83.77 US10 1097.81 0.46 500.18 1.00 500.18 43025.49 86.02 -3.50 -30.13 US10U 1134.84 0.60 677.17 1.00 677.17 43025.49 63.54 -1.24 -7.86 US2 2043.05 0.12 246.66 1.00 246.66 43025.49 174.43 -6.37 -111.06 US20 1162.50 0.85 990.41 1.00 990.41 43025.49 43.44 -0.06 -0.26 US30 1225.31 1.20 1466.61 1.00 1466.61 43025.49 29.34 -0.40 -1.16 US5 1068.44 0.30 319.94 1.00 319.94 43025.49 134.48 -6.01 -80.89 VIX 163.50 3.31 541.09 1.00 541.09 43025.49 79.52 -19.61 -155.93 WHEAT 317.12 1.38 436.61 1.00 436.61 43025.49 98.54 -20.00 -197.09 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 13.691 0.010 2.5 0.355 BITCOIN 418.199 0.043 2.5 45.287 BOBL 0.141 0.004 2.5 0.001 BTP 30.236 0.014 2.5 1.031 BUND 0.267 0.004 2.5 0.003 BUXL -0.677 0.004 2.5 -0.007 CAC 21.049 0.014 2.5 0.718 CAD -132.775 0.010 2.5 -3.445 CANOLA -463.897 0.010 2.5 -11.286 CHF -68.685 0.010 2.5 -1.782 COCOA 133.282 0.009 2.5 2.855 COFFEE -12.290 0.005 2.5 -0.144 COPPER -6.887 0.043 2.5 -0.746 CORN -317.400 0.010 2.5 -7.722 COTTON2 -156.365 0.009 2.5 -3.349 CRUDE_W 19.681 0.043 2.5 2.131 DAX 439.105 0.014 2.5 14.978 DOW -108.711 0.009 2.5 -2.527 DX -41.059 0.010 2.5 -1.065 EUR 15.216 0.010 2.5 0.395 EURIBOR-ICE 216.622 0.014 2.5 7.389 EUROSTX 110.435 0.014 2.5 3.767 FEEDCOW -38.238 0.013 2.5 -1.267 GASOIL 17.312 0.017 2.5 0.750 GASOLINE 3.360 0.017 2.5 0.146 GAS_US_mini -222.115 0.043 2.5 -24.053 GBP 47.131 0.010 2.5 1.223 GOLD_micro -129.420 0.014 2.5 -4.414 HEATOIL -0.216 0.017 2.5 -0.009 JGB-SGX-mini 186.395 0.043 2.5 20.185 JPY -70.428 0.010 2.5 -1.827 LEANHOG -4.632 0.024 2.5 -0.282 LIVECOW -95.204 0.013 2.5 -3.155 LUMBER-new -102.540 0.009 2.5 -2.187 MILK -217.415 0.009 2.5 -4.657 MXP 218.650 0.059 2.5 32.093 NASDAQ_micro -1.371 0.009 2.5 -0.032 NIKKEI 182.654 0.043 2.5 19.780 NZD 33.458 0.010 2.5 0.868 OAT 39.425 0.014 2.5 1.345 OATIES -182.157 0.010 2.5 -4.432 OJ 88.245 0.009 2.5 1.890 PALLAD -14.753 0.014 2.5 -0.503 PLAT 15.555 0.014 2.5 0.531 REDWHEAT -167.914 0.005 2.5 -2.227 RICE 73.821 0.010 2.5 1.796 ROBUSTA 118.080 0.005 2.5 1.379 RUSSELL -308.086 0.013 2.5 -10.209 SHATZ -407.189 0.004 2.5 -4.129 SILVER-mini 12.539 0.014 2.5 0.428 SMI -4.816 0.014 2.5 -0.164 SOFR -27.451 0.024 2.5 -1.668 SOYBEAN 8.305 0.004 2.5 0.077 SOYMEAL 0.545 0.004 2.5 0.005 SOYOIL -34.149 0.004 2.5 -0.318 SP400 -13.356 0.013 2.5 -0.443 SP500_micro -66.292 0.009 2.5 -1.541 SUGAR11 83.769 0.009 2.5 1.782 US10 -30.134 0.005 2.5 -0.382 US10U -7.860 0.005 2.5 -0.100 US2 -111.056 0.005 2.5 -1.407 US20 -0.256 0.005 2.5 -0.003 US30 -1.163 0.005 2.5 -0.015 US5 -80.887 0.005 2.5 -1.025 VIX -155.935 0.099 2.5 -38.492 WHEAT -197.090 0.005 2.5 -2.615 ===================== Position diags ===================== AUD 2.51 BITCOIN 49.59 BOBL 1.45 BTP 2.16 BUND 0.73 BUXL 0.31 CAC 2.57 CAD 3.71 CANOLA 8.80 CHF 1.86 COCOA 2.12 COFFEE 0.44 COPPER 5.02 CORN 4.37 COTTON2 1.76 CRUDE_W 3.87 DAX 12.55 DOW 9.40 DX 2.48 EUR 1.66 EURIBOR-ICE 9.88 EUROSTX 3.92 FEEDCOW 1.04 GASOIL 1.39 GASOLINE 1.05 GAS_US_mini 18.70 GBP 2.42 GOLD_micro 10.83 HEATOIL 0.92 JGB-SGX-mini 26.06 JPY 2.12 LEANHOG 5.31 LIVECOW 2.25 LUMBER-new 4.44 MILK 2.33 MXP 29.95 NASDAQ_micro 3.80 NIKKEI 23.22 NZD 2.55 OAT 2.40 OATIES 2.84 OJ 1.03 PALLAD 0.71 PLAT 1.95 REDWHEAT 1.11 RICE 3.32 ROBUSTA 1.45 RUSSELL 12.58 SHATZ 4.84 SILVER-mini 1.79 SMI 1.81 SOFR 12.45 SOYBEAN 0.71 SOYMEAL 0.69 SOYOIL 0.81 SP400 0.57 SP500_micro 6.52 SUGAR11 2.58 US10 1.09 US10U 0.81 US2 2.21 US20 0.55 US30 0.37 US5 1.70 VIX 19.63 WHEAT 1.31 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 0.4 0.1 0.6 4.0 4 BITCOIN 45.3 40.3 50.2 36.0 36 BOBL 0.0 -0.1 0.1 0.0 0 BTP 1.0 0.8 1.2 2.0 2 BUND 0.0 -0.1 0.1 0.0 0 BUXL -0.0 -0.0 0.0 0.0 0 CAC 0.7 0.5 1.0 11.0 11 CAD -3.4 -3.8 -3.1 0.0 0 CANOLA -11.3 -12.2 -10.4 -6.0 -6 CHF -1.8 -2.0 -1.6 -3.0 -3 COCOA 2.9 2.6 3.1 4.0 4 COFFEE -0.1 -0.2 -0.1 0.0 0 COPPER -0.7 -1.2 -0.2 0.0 0 CORN -7.7 -8.2 -7.3 -5.0 -5 COTTON2 -3.3 -3.5 -3.2 -5.0 -5 CRUDE_W 2.1 1.7 2.5 2.0 2 DAX 15.0 13.7 16.2 0.0 0 DOW -2.5 -3.5 -1.6 -4.0 -4 DX -1.1 -1.3 -0.8 NaN 0 EUR 0.4 0.2 0.6 0.0 0 EURIBOR-ICE 7.4 6.4 8.4 2.0 2 EUROSTX 3.8 3.4 4.2 3.0 3 FEEDCOW -1.3 -1.4 -1.2 -1.0 -1 GASOIL 0.8 0.6 0.9 0.0 0 GASOLINE 0.1 0.0 0.3 0.0 0 GAS_US_mini -24.1 -25.9 -22.2 -11.0 -11 GBP 1.2 1.0 1.5 0.0 0 GOLD_micro -4.4 -5.5 -3.3 -7.0 -7 HEATOIL -0.0 -0.1 0.1 0.0 0 JGB-SGX-mini 20.2 17.6 22.8 0.0 0 JPY -1.8 -2.0 -1.6 0.0 0 LEANHOG -0.3 -0.8 0.2 -2.0 -2 LIVECOW -3.2 -3.4 -2.9 -3.0 -3 LUMBER-new -2.2 -2.6 -1.7 NaN 0 MILK -4.7 -4.9 -4.4 NaN 0 MXP 32.1 29.1 35.1 37.0 37 NASDAQ_micro -0.0 -0.4 0.3 -1.0 -1 NIKKEI 19.8 17.5 22.1 34.0 34 NZD 0.9 0.6 1.1 1.0 1 OAT 1.3 1.1 1.6 2.0 2 OATIES -4.4 -4.7 -4.1 NaN 0 OJ 1.9 1.8 2.0 NaN 0 PALLAD -0.5 -0.6 -0.4 -2.0 -2 PLAT 0.5 0.3 0.7 0.0 0 REDWHEAT -2.2 -2.3 -2.1 -3.0 -3 RICE 1.8 1.5 2.1 NaN 0 ROBUSTA 1.4 1.2 1.5 1.0 1 RUSSELL -10.2 -11.5 -9.0 -1.0 -1 SHATZ -4.1 -4.6 -3.6 NaN 0 SILVER-mini 0.4 0.2 0.6 NaN 0 SMI -0.2 -0.3 0.0 -1.0 -1 SOFR -1.7 -2.9 -0.4 NaN 0 SOYBEAN 0.1 0.0 0.1 0.0 0 SOYMEAL 0.0 -0.1 0.1 0.0 0 SOYOIL -0.3 -0.4 -0.2 -2.0 -2 SP400 -0.4 -0.5 -0.4 0.0 0 SP500_micro -1.5 -2.2 -0.9 -1.0 -1 SUGAR11 1.8 1.5 2.0 0.0 0 US10 -0.4 -0.5 -0.3 NaN 0 US10U -0.1 -0.2 -0.0 0.0 0 US2 -1.4 -1.6 -1.2 NaN 0 US20 -0.0 -0.1 0.1 0.0 0 US30 -0.0 -0.1 0.0 0.0 0 US5 -1.0 -1.2 -0.9 -2.0 -2 VIX -38.5 -40.5 -36.5 -17.0 -17 WHEAT -2.6 -2.7 -2.5 -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 0.6 0.4 -0.0 0.0 0.0 0.0 0.1 0.0 0.1 0.1 -0.2 0.1 -0.3 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.1 -0.0 0.2 -0.2 0.1 0.4 0.0 0.1 -0.0 0.1 -0.1 0.1 -0.1 0.1 0.0 0.0 -0.0 -0.3 -0.6 -0.1 0.2 BITCOIN 0.1 0.6 0.3 0.0 0.1 -0.0 0.1 -0.0 0.1 0.2 0.5 0.2 0.6 0.2 0.2 -0.2 -0.1 -0.2 -0.1 0.2 0.2 0.2 0.3 0.2 -2.7 0.1 0.0 0.1 0.0 0.1 0.1 -0.0 -0.3 0.6 0.6 0.6 -0.1 0.7 -0.0 0.7 BOBL 0.3 0.4 0.2 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.3 0.1 0.0 0.2 -0.0 0.1 0.0 0.0 -0.0 0.0 -0.2 0.0 1.2 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.0 0.1 -0.2 0.1 0.2 -0.6 -0.7 -0.4 -0.6 BTP 0.6 0.5 -0.2 0.0 0.0 -0.1 0.0 -0.2 0.0 0.1 -0.0 0.1 0.0 0.1 0.1 0.1 0.2 0.1 0.1 0.1 -0.0 0.1 -0.1 0.2 -1.0 0.0 0.0 0.0 0.0 -0.0 0.0 0.8 0.2 0.3 0.4 0.3 -0.4 -0.7 0.0 0.2 BUND 0.5 0.4 0.1 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 0.3 0.1 -0.0 0.1 0.2 -0.7 -0.7 -0.7 -0.2 BUXL 0.6 0.4 -0.1 0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.3 0.1 -0.0 0.0 0.0 0.0 0.0 0.0 -0.1 0.1 -0.3 0.1 0.2 0.0 0.0 -0.0 0.0 -0.1 0.0 0.2 0.1 0.2 0.1 0.0 -0.6 -0.7 -0.5 0.5 CAC 0.6 0.0 -0.5 0.0 0.0 -0.0 0.1 -0.0 0.1 0.1 -0.1 0.2 0.5 0.2 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.2 0.1 0.2 -0.9 0.0 0.0 -0.0 0.1 0.0 0.1 0.2 -0.1 -0.4 -0.2 0.2 0.2 0.2 0.4 0.3 CAD 0.4 -0.1 -0.3 0.0 0.1 0.0 0.1 0.0 0.1 0.2 -0.4 0.2 -0.5 0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 0.2 -0.3 0.1 0.4 -0.0 0.1 -0.1 0.1 -0.2 0.0 0.0 -0.2 -0.4 -0.6 -0.5 -0.6 -0.7 -0.3 -0.6 CANOLA 0.5 -0.3 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.2 0.0 -0.2 -0.1 -0.1 -0.1 -0.0 -0.2 -0.0 -2.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.4 -0.4 -0.4 -0.2 0.1 0.2 CHF 0.6 0.4 -0.5 0.0 0.1 0.0 0.1 0.0 0.1 0.2 -0.2 0.2 0.2 0.2 -0.0 -0.3 -0.3 -0.3 -0.3 0.1 -0.0 0.2 -0.0 0.2 -1.1 0.0 0.1 -0.0 0.1 -0.0 0.1 -1.1 -0.0 -0.2 0.4 -0.4 -0.7 -0.7 -0.7 -0.7 COCOA 0.4 0.6 0.2 -0.0 -0.0 -0.2 -0.0 -0.3 0.0 0.2 0.5 0.2 0.7 0.2 0.2 0.1 -0.0 -0.0 -0.0 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.2 0.1 0.3 0.1 -0.1 0.5 0.6 0.6 0.6 0.4 -0.1 0.7 0.4 COFFEE 0.2 0.6 0.4 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 0.0 -0.2 0.1 -0.4 0.1 0.1 0.3 0.1 0.1 0.1 0.1 0.0 0.0 -0.2 0.1 -2.7 0.1 0.0 0.1 0.0 -0.0 0.1 0.4 0.1 0.4 0.6 0.5 -0.7 -0.7 -0.7 -0.4 COPPER 0.6 0.3 -0.1 0.0 0.1 -0.0 0.1 -0.0 0.1 0.1 -0.3 0.2 -0.2 0.2 -0.0 -0.2 -0.1 -0.2 -0.1 0.1 -0.1 0.2 -0.2 0.2 -0.9 0.0 0.0 -0.0 0.1 -0.1 0.1 0.0 -0.0 0.6 0.1 0.0 -0.1 -0.6 0.2 -0.5 CORN -0.0 0.2 -0.4 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 -0.2 -0.5 -0.2 -0.7 -0.1 -0.2 -0.1 0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.5 -0.1 -2.7 -0.0 -0.1 -0.1 -0.1 -0.3 -0.0 -0.1 -0.3 -0.3 0.0 -0.0 -0.3 -0.2 0.1 0.1 COTTON2 -0.3 -0.6 -0.2 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 -0.1 -0.1 -0.1 -0.3 -0.1 -0.1 -0.2 0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.2 -2.7 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.6 -0.6 -0.1 -0.6 -0.4 -0.0 0.1 CRUDE_W -0.5 -0.3 0.2 -0.0 0.0 0.0 -0.0 0.1 -0.0 0.0 0.3 -0.0 0.3 -0.1 -0.0 0.1 0.2 0.2 0.2 -0.0 0.1 -0.0 0.3 -0.1 -0.7 -0.0 0.0 0.1 -0.0 0.2 -0.0 -1.1 0.2 0.2 0.3 0.2 0.7 0.4 0.7 0.4 DAX 0.6 0.2 -0.5 0.0 0.0 -0.0 0.1 -0.0 0.1 0.1 -0.1 0.2 0.4 0.2 0.0 -0.2 -0.2 -0.2 -0.2 0.1 -0.0 0.2 0.0 0.2 2.4 0.0 0.0 -0.0 0.1 -0.0 0.1 -0.3 0.4 0.3 0.1 0.1 0.2 0.1 0.5 0.4 DOW 0.6 0.4 -0.3 0.0 0.0 -0.0 0.0 -0.0 0.0 0.1 0.0 0.2 0.3 0.2 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.0 0.2 0.0 0.2 -1.3 0.0 0.0 0.0 0.1 0.0 0.1 -0.4 0.1 0.2 0.2 0.1 -0.6 -0.2 -0.7 -0.2 DX -0.6 -0.6 0.4 0.0 0.0 0.0 0.1 0.0 0.1 -0.1 0.2 -0.1 -0.1 -0.1 0.0 0.1 0.1 0.1 0.1 -0.1 0.0 -0.2 0.2 -0.2 -2.7 -0.0 -0.0 0.0 -0.1 0.1 -0.1 0.8 -0.5 -0.6 -0.6 0.6 0.3 0.2 0.5 0.6 EUR 0.6 0.5 -0.3 0.0 0.0 0.0 0.1 0.0 0.1 0.1 -0.1 0.1 0.1 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.1 -0.0 0.1 -0.1 0.2 1.4 0.0 0.0 -0.0 0.1 -0.0 0.1 -0.4 -0.1 0.2 0.3 -0.1 -0.5 -0.5 -0.4 -0.2 EURIBOR-ICE 0.3 0.6 0.5 0.0 0.0 -0.0 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 2.2 0.0 0.0 0.0 0.0 -0.0 0.0 -0.5 0.1 0.0 0.4 0.5 -0.7 -0.7 0.1 0.7 EUROSTX 0.6 0.3 -0.4 0.0 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.2 0.5 0.2 0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.2 0.1 0.2 0.6 0.0 0.0 0.0 0.1 0.0 0.1 0.2 -0.0 -0.1 0.2 0.3 0.1 0.2 0.3 0.5 FEEDCOW -0.3 -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 -0.3 -0.4 -0.3 -0.4 -0.2 -0.1 -0.2 0.1 -0.2 -0.2 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 -1.1 -0.1 -0.6 -0.6 -0.3 0.5 0.0 0.7 0.3 GASOIL -0.5 -0.5 0.2 -0.0 0.0 0.0 -0.0 0.1 -0.0 0.1 0.2 -0.0 0.3 -0.1 -0.1 0.2 0.4 0.4 0.4 -0.0 0.1 -0.0 0.3 -0.1 1.1 -0.0 0.0 0.1 -0.0 0.2 -0.0 0.0 0.2 0.1 0.1 0.3 -0.2 -0.0 -0.4 -0.2 GASOLINE -0.1 -0.4 -0.4 -0.0 0.0 0.0 -0.0 0.1 -0.0 0.1 0.1 0.0 0.2 -0.1 -0.1 -0.1 0.4 0.3 0.4 -0.1 -0.0 -0.0 0.2 -0.1 -2.7 -0.0 0.0 0.0 0.0 0.2 -0.0 0.5 0.3 0.4 0.2 -0.5 0.7 0.4 0.7 0.2 GAS_US_mini -0.6 -0.2 0.4 -0.0 0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.4 -0.2 -0.6 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.2 -0.5 -0.2 2.7 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -1.1 -0.5 -0.6 0.3 -0.5 -0.4 0.2 -0.7 0.1 GBP 0.6 0.3 -0.5 0.0 0.0 0.0 0.1 0.0 0.1 0.1 -0.2 0.1 0.2 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 0.2 -0.0 0.2 0.1 0.0 0.1 -0.0 0.1 -0.0 0.1 0.2 -0.0 0.2 0.2 -0.2 -0.3 0.1 -0.2 0.7 GOLD_micro 0.1 0.6 -0.0 0.0 0.1 -0.0 0.1 -0.0 0.1 0.2 -0.0 0.2 0.1 0.2 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.0 0.2 0.0 0.2 -1.0 0.0 0.1 0.0 0.1 0.0 0.1 -0.9 0.2 -0.1 0.6 0.2 -0.4 -0.7 -0.4 -0.7 HEATOIL -0.4 -0.6 0.1 -0.0 0.0 0.0 -0.0 0.1 -0.0 0.0 0.2 -0.0 0.2 -0.1 -0.1 0.4 0.4 0.4 0.4 -0.0 0.1 -0.0 0.3 -0.1 -2.5 -0.0 0.0 0.1 0.0 0.2 -0.0 0.2 0.3 0.2 0.1 0.1 0.4 -0.1 0.2 -0.2 JGB-SGX-mini 0.6 0.2 -0.4 0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 -0.1 0.1 0.1 0.1 0.0 0.3 0.4 0.3 0.3 0.0 -0.0 0.1 -0.0 0.1 -0.3 0.0 0.0 -0.0 0.0 -0.0 0.0 1.1 0.2 0.1 -0.1 0.0 0.1 -0.7 0.5 0.6 JPY 0.4 0.5 -0.2 0.0 0.0 0.0 0.1 0.0 0.0 0.1 -0.3 0.1 -0.4 0.0 -0.1 -0.3 -0.3 -0.4 -0.4 -0.1 -0.2 0.1 -0.5 0.0 2.7 -0.0 0.0 -0.2 0.0 -0.3 0.0 -1.1 -0.1 -0.6 -0.5 -0.5 -0.2 -0.7 0.0 -0.7 LEANHOG -0.1 -0.2 0.1 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.1 -0.4 0.3 0.1 0.4 -0.1 -0.1 -0.2 -0.3 -0.1 1.8 -0.0 -0.1 -0.1 -0.1 -0.3 -0.0 1.1 -0.5 -0.3 -0.3 -0.2 -0.4 -0.2 0.2 0.5 LIVECOW -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 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.2 0.1 -0.2 0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 -0.4 -0.0 -0.6 -0.6 -0.3 -0.1 -0.5 0.1 -0.2 LUMBER-new 0.8 0.5 -0.1 -0.0 -0.0 -0.2 -0.0 -0.3 0.0 0.1 -0.4 0.3 -0.7 0.3 0.1 -0.3 -0.3 -0.4 -0.3 0.2 -0.1 0.2 -0.4 0.3 NaN 0.1 -0.0 -0.0 0.1 -0.1 0.1 -1.2 0.3 0.8 0.7 0.3 -0.6 -0.8 -0.3 -0.7 MILK -0.4 -0.1 -0.2 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 -0.1 -0.3 -0.2 -0.5 -0.2 -0.1 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.2 -0.5 -0.2 0.8 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -1.1 -0.5 -0.6 -0.5 -0.1 -0.7 -0.7 -0.7 -0.7 MXP 0.6 0.2 -0.6 0.0 0.1 0.0 0.1 0.0 0.1 0.1 0.3 0.2 0.5 0.2 0.1 0.3 0.3 0.3 0.3 0.1 0.1 0.1 0.4 0.2 -2.7 0.0 0.0 0.1 0.1 0.2 0.1 1.1 -0.2 0.2 0.0 0.2 0.3 0.4 0.6 0.7 NASDAQ_micro 0.6 0.2 -0.1 0.0 0.0 -0.0 0.0 -0.0 0.0 0.0 0.2 0.1 0.3 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.2 0.3 0.2 -2.7 0.0 0.0 0.1 0.1 0.1 0.1 -0.3 -0.0 0.4 0.4 0.3 0.2 -0.3 0.2 -0.4 NIKKEI 0.6 0.2 -0.2 0.0 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.4 0.2 0.5 0.2 0.1 0.1 0.2 0.1 0.2 0.2 0.1 0.1 0.4 0.2 -1.5 0.0 -0.0 0.1 0.0 0.2 0.1 1.1 -0.2 -0.2 0.1 0.6 -0.2 0.0 -0.1 0.3 NZD 0.6 0.3 -0.0 0.0 0.0 0.0 0.1 0.0 0.0 0.1 -0.2 0.1 -0.1 0.1 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.1 -0.1 0.1 0.1 0.0 0.1 -0.0 0.1 -0.1 0.1 0.2 0.0 0.1 -0.0 0.0 -0.1 -0.5 0.1 0.2 OAT 0.6 0.4 0.0 0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.3 0.1 0.0 0.1 0.1 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 0.1 0.1 0.2 0.2 -0.7 -0.7 -0.3 0.3 OATIES 0.0 -0.6 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.3 -0.2 -0.4 -0.3 -0.1 -0.1 -0.0 -0.0 -0.1 -2.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.1 -0.0 -0.6 -0.6 -0.4 0.2 0.4 0.7 0.7 OJ 0.4 -0.4 0.5 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 0.1 0.5 0.2 0.7 0.2 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.2 0.1 0.3 0.1 1.1 0.5 0.6 0.6 0.6 0.2 0.3 0.7 0.7 PALLAD 0.1 -0.2 -0.1 0.0 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.3 0.0 -0.4 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.2 0.0 -0.5 -0.1 0.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.3 -0.2 -0.6 -0.6 -0.4 -0.1 -0.3 0.3 -0.1 PLAT 0.1 0.3 -0.1 0.0 0.0 -0.0 0.0 -0.0 0.0 0.1 -0.2 0.1 -0.2 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.1 -0.1 0.1 1.6 0.0 0.0 -0.0 0.0 -0.0 0.0 0.3 0.0 -0.2 -0.1 0.1 -0.1 -0.5 0.3 -0.3 REDWHEAT 0.0 -0.3 -0.6 -0.0 -0.0 -0.1 -0.0 -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 -0.2 -0.5 -0.2 -2.3 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -0.1 -0.5 -0.6 -0.6 -0.6 -0.7 -0.7 -0.7 -0.5 RICE 0.6 0.3 0.2 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 0.1 0.4 0.2 0.4 0.2 0.2 -0.3 0.1 -0.3 -0.1 0.2 0.1 0.2 0.2 0.2 -2.7 0.1 -0.0 0.1 0.1 0.1 0.1 0.2 0.5 0.6 0.6 0.6 -0.0 -0.6 0.5 -0.2 ROBUSTA 0.5 0.2 -0.2 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 0.1 0.3 0.1 0.4 0.1 0.1 0.4 0.4 0.4 0.4 0.1 0.1 0.1 0.4 0.1 -2.4 0.0 0.0 0.1 0.0 0.2 0.1 1.1 0.4 0.5 0.5 0.4 -0.3 -0.4 0.3 0.0 RUSSELL 0.6 0.2 -0.5 0.0 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.2 0.1 -0.2 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 0.1 -0.2 -0.0 0.0 -0.0 0.0 -0.0 0.0 -0.1 -0.1 -0.1 -0.2 -0.2 -0.5 -0.5 -0.7 -0.7 SHATZ 0.0 0.3 0.2 0.0 0.0 -0.0 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 0.0 -0.5 -0.0 0.1 -0.4 -0.7 -0.2 -0.7 SILVER-mini 0.5 0.4 -0.2 0.0 0.1 -0.0 0.1 -0.0 0.1 0.1 -0.1 0.2 0.1 0.2 0.0 -0.1 -0.1 -0.1 -0.1 0.1 -0.0 0.2 -0.0 0.2 1.0 0.0 0.1 0.0 0.1 0.0 0.1 -0.1 0.1 0.2 0.2 0.2 -0.6 -0.7 -0.1 -0.7 SMI 0.6 -0.2 -0.4 0.0 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.2 0.1 -0.0 0.0 -0.1 0.1 0.0 0.1 0.1 -0.0 -0.1 0.1 -0.2 0.1 0.9 -0.0 -0.0 -0.1 0.0 -0.1 0.0 0.8 -0.1 -0.6 -0.6 0.0 -0.2 -0.3 -0.1 -0.2 SOFR 0.6 0.5 -0.1 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.2 0.1 0.0 0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.1 0.1 -0.2 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 0.2 0.2 0.0 0.1 -0.7 -0.7 -0.2 -0.3 SOYBEAN 0.2 0.2 0.0 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 -0.1 0.2 -0.0 0.2 0.1 -0.0 0.4 0.4 0.3 0.3 0.1 0.0 -0.0 0.1 0.0 -2.7 0.1 0.0 0.1 0.1 0.1 0.1 1.1 0.2 0.6 0.5 0.4 -0.7 -0.5 -0.7 -0.3 SOYMEAL 0.2 0.6 0.1 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 0.1 -0.0 0.1 0.1 0.1 0.4 0.4 0.4 0.3 0.1 0.1 -0.0 0.1 0.1 -2.7 0.0 -0.0 0.1 0.0 0.1 0.0 1.1 -0.3 0.4 0.6 0.5 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.6 -0.5 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.1 0.1 0.2 0.2 0.2 -0.1 -0.1 0.0 -0.1 -0.0 -2.7 -0.0 0.0 -0.1 0.0 -0.0 0.0 1.0 0.5 0.2 -0.4 -0.4 -0.2 0.1 0.3 0.5 SP400 0.6 0.1 -0.6 0.0 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.1 0.1 -0.0 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.1 -0.1 0.1 -1.1 0.0 0.0 -0.0 0.0 -0.0 0.0 0.1 -0.1 -0.1 -0.2 -0.2 -0.4 -0.4 -0.5 -0.7 SP500_micro 0.6 0.2 -0.3 0.0 0.0 -0.0 0.0 -0.0 0.0 0.1 0.1 0.2 0.3 0.2 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.0 0.2 0.1 0.2 -2.4 0.0 0.0 0.0 0.1 0.1 0.1 -0.4 0.0 0.4 0.3 0.1 0.0 -0.3 0.1 -0.5 SUGAR11 -0.3 -0.1 0.1 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 -0.1 0.5 -0.1 0.7 0.1 0.2 0.4 0.4 0.4 0.4 0.1 0.2 -0.0 0.5 0.0 -2.7 0.1 -0.0 0.3 0.0 0.6 0.0 1.1 0.2 -0.1 0.3 0.6 -0.4 -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 0.1 -0.1 0.1 -0.2 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.2 0.1 0.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.5 0.1 0.1 -0.0 -0.0 -0.7 -0.7 -0.1 0.1 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 0.1 -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 0.1 0.1 0.2 -0.1 -0.1 -0.7 -0.7 0.1 0.5 US2 0.3 0.6 0.5 0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 -0.2 0.1 -0.3 0.1 -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 0.0 0.1 -0.5 -0.7 -0.2 -0.7 US20 0.6 0.4 -0.2 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.2 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.2 0.1 -0.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.0 0.1 0.2 -0.1 -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 0.1 -0.1 0.1 -0.2 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.2 0.1 -0.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.3 0.1 0.1 -0.1 -0.1 -0.2 -0.7 0.7 0.7 US5 0.6 0.5 0.1 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.2 0.1 -0.2 0.1 -0.0 -0.2 -0.2 -0.2 -0.2 0.0 -0.1 0.1 -0.2 0.1 0.4 0.0 0.0 -0.1 0.0 -0.1 0.0 -0.9 0.1 0.1 0.0 0.0 -0.7 -0.7 -0.5 -0.6 VIX -1.0 -0.2 0.6 -0.1 -0.0 -0.2 -0.1 -0.3 -0.1 -0.2 -0.6 -0.3 -0.9 -0.3 -0.2 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.3 -0.9 -0.3 NaN -0.1 -0.0 -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 -0.0 -0.1 -0.0 -0.2 0.0 -0.1 -0.5 -0.2 -0.7 -0.2 -0.2 -0.3 -0.2 -0.3 -0.2 -0.2 -0.2 -0.2 -0.5 -0.2 -0.6 -0.1 -0.0 -0.2 -0.1 -0.3 -0.1 -1.0 -0.4 -0.6 -0.3 -0.6 -0.7 -0.7 -0.7 -0.6 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 17.5 13.2 -1.1 2.1 5.1 0.5 5.9 0.5 4.9 12.7 -8.0 13.7 -9.6 12.5 2.4 -2.7 -3.0 -3.0 -3.0 5.1 -3.4 16.8 -7.8 13.4 3.2 2.3 7.2 -1.1 7.2 -2.6 5.8 -1.1 2.3 0.5 1.3 -1.3 -9.8 -17.9 -2.4 5.8 BITCOIN 2.6 20.0 9.0 2.6 8.7 -0.5 9.0 -0.4 7.1 17.7 19.4 19.6 16.1 20.0 20.0 -10.3 -5.7 -8.5 -7.2 20.0 20.0 17.5 11.4 20.0 -20.0 7.8 2.8 5.3 3.9 2.7 6.9 -0.8 -13.5 20.0 20.0 20.0 -4.4 20.0 -0.7 20.0 BOBL 9.4 11.4 6.8 0.1 1.7 -1.8 1.7 -2.8 1.8 6.3 -3.7 4.9 -7.4 6.8 3.1 11.6 -1.7 6.3 0.3 2.2 -1.9 5.1 -7.2 4.5 8.8 1.2 4.9 -0.7 2.9 -2.8 2.5 -0.0 3.1 -5.4 3.5 6.6 -17.3 -20.0 -12.4 -18.3 BTP 20.0 15.4 -5.3 0.2 2.6 -2.8 2.6 -4.2 2.7 11.4 -0.8 12.5 0.7 12.6 5.0 7.5 7.7 7.2 6.9 8.1 -0.2 13.1 -4.6 15.2 -7.8 2.4 3.1 0.1 4.0 -0.9 4.6 14.9 7.1 9.4 10.9 7.8 -13.4 -20.0 1.4 6.6 BUND 16.9 11.9 2.0 0.1 1.8 -2.0 1.8 -3.0 1.9 7.7 -4.0 7.9 -8.0 8.2 2.0 -3.8 4.0 -2.1 0.5 2.8 -2.7 6.9 -8.4 6.6 6.0 1.3 4.0 -0.9 3.2 -2.6 3.0 6.5 3.4 -0.3 4.6 5.4 -20.0 -20.0 -20.0 -4.9 BUXL 20.0 12.1 -2.2 0.1 2.0 -2.2 2.0 -3.3 2.1 8.8 -5.5 9.6 -9.4 9.3 -0.4 0.2 0.8 0.4 0.7 1.9 -6.0 8.4 -12.6 8.4 1.4 0.8 2.5 -1.8 3.1 -3.2 3.2 3.9 2.6 4.9 4.6 1.1 -18.8 -20.0 -13.9 13.7 CAC 20.0 1.4 -16.2 2.1 1.8 -1.0 6.0 -0.6 6.3 6.5 -4.0 19.5 14.4 18.2 0.0 -6.9 -3.2 -6.2 -5.2 4.5 -3.8 18.3 4.1 18.8 -6.5 1.8 1.2 -1.3 6.6 0.8 6.8 3.0 -3.5 -12.8 -7.2 5.3 6.5 4.8 13.2 10.2 CAD 11.6 -1.8 -8.1 3.2 7.7 0.7 8.9 0.8 7.4 18.9 -13.9 18.3 -14.9 5.6 -9.7 -2.5 -2.3 -2.5 -2.4 -5.4 -10.7 16.9 -10.9 6.5 2.8 -2.8 11.5 -5.5 8.9 -5.1 3.5 0.0 -7.9 -13.4 -20.0 -16.1 -17.5 -20.0 -7.7 -16.8 CANOLA 16.9 -8.8 -17.3 -0.9 -0.7 -2.4 -0.2 -3.1 0.5 -3.0 -2.6 2.2 -3.7 -0.5 -7.2 -9.0 2.2 -10.1 -5.0 -7.0 -7.5 -1.1 -6.0 -2.6 -20.0 -2.9 -0.2 -3.0 -0.8 -2.7 -1.6 -0.1 -4.6 -3.0 -11.5 -13.4 -12.4 -6.9 2.0 5.2 CHF 20.0 11.5 -16.2 2.9 7.2 0.7 8.3 0.7 6.9 17.7 -7.0 19.4 5.4 18.3 -0.9 -15.8 -15.0 -16.4 -15.8 5.2 -2.8 20.0 -0.6 17.8 -8.5 1.6 6.9 -1.3 8.0 -0.5 6.4 -20.0 -0.0 -5.4 11.1 -12.5 -20.0 -20.0 -20.0 -20.0 COCOA 11.0 20.0 7.1 -2.1 -1.6 -5.6 -0.4 -7.4 1.1 20.0 20.0 20.0 20.0 20.0 20.0 5.0 -1.9 -0.6 -1.7 20.0 20.0 20.0 20.0 20.0 -20.0 8.9 7.4 8.3 8.7 8.5 9.5 -1.6 20.0 20.0 20.0 20.0 12.0 -2.8 20.0 11.8 COFFEE 6.5 20.0 12.6 -1.6 -1.2 -4.4 -0.3 -5.7 0.9 2.2 -6.9 8.1 -11.2 13.3 12.6 13.0 3.0 5.8 3.5 11.5 2.7 5.4 -6.0 11.0 -20.0 4.9 3.1 2.1 3.0 -0.2 4.8 6.9 5.0 11.4 20.0 14.7 -20.0 -20.0 -20.0 -12.3 COPPER 18.3 10.0 -4.6 2.2 7.3 -0.4 7.6 -0.4 5.9 16.0 -12.5 18.0 -6.0 15.9 -1.1 -8.6 -4.7 -7.9 -6.5 5.5 -5.4 20.0 -9.0 18.0 -6.7 2.9 5.5 -1.4 8.9 -2.8 8.0 0.8 -1.5 17.5 1.8 0.1 -2.8 -17.9 5.1 -16.0 CORN -0.4 4.8 -12.7 -1.9 -1.4 -5.0 -0.3 -6.6 1.0 -17.4 -20.0 -13.9 -20.0 -12.4 -14.6 -7.2 0.2 -6.4 -4.6 -8.1 -16.8 -11.8 -20.0 -7.1 -20.0 -2.8 -7.9 -5.3 -6.9 -9.2 -3.8 -2.2 -11.7 -9.4 0.7 -0.5 -7.7 -4.7 3.1 3.7 COTTON2 -7.9 -20.0 -6.2 -1.6 -1.2 -4.2 -0.3 -5.5 0.8 -11.7 -4.8 -4.7 -9.7 -11.6 -11.7 -7.8 1.1 -6.1 -2.9 -17.6 -9.8 -10.9 -5.1 -16.5 -20.0 -5.2 -3.3 -2.5 -4.2 -0.4 -5.5 0.1 -4.9 -20.0 -20.0 -4.5 -17.5 -12.8 -1.2 4.1 CRUDE_W -14.3 -9.5 7.3 -2.7 0.7 1.2 -1.9 3.1 -4.0 5.2 9.4 -3.9 7.7 -8.5 -1.1 6.8 10.8 10.5 11.0 -1.3 8.2 -4.8 11.1 -7.1 -4.9 -0.5 1.7 4.5 -0.6 6.9 -2.9 -20.0 7.4 5.8 8.0 6.7 20.0 11.1 20.0 11.4 DAX 20.0 6.7 -16.1 1.9 1.6 -0.9 5.6 -0.5 5.9 12.5 -5.5 20.0 11.4 18.1 3.3 -10.1 -8.3 -9.9 -9.4 10.3 -3.6 20.0 0.1 20.0 18.2 2.6 3.0 -1.0 7.4 -0.6 7.5 -5.0 17.5 10.2 4.5 2.4 5.8 3.6 13.6 12.6 DOW 20.0 11.6 -10.2 1.5 1.3 -0.7 4.3 -0.4 4.6 14.1 1.3 16.2 8.2 15.1 4.9 -10.0 -9.1 -10.5 -10.3 11.2 1.4 20.0 0.6 20.0 -10.0 2.2 3.3 0.1 6.4 0.7 6.0 -6.6 4.9 6.3 5.6 2.2 -18.0 -6.0 -20.0 -7.5 DX -20.0 -17.9 11.5 2.1 5.1 0.5 5.8 0.5 4.9 -11.9 7.8 -13.1 -2.9 -12.0 1.4 7.0 6.1 7.1 6.7 -5.1 3.7 -17.4 5.6 -15.1 -20.0 -1.7 -5.0 1.4 -5.8 2.3 -5.2 15.0 -20.0 -20.0 -20.0 20.0 10.1 6.6 13.8 18.3 EUR 20.0 16.8 -9.7 2.2 5.3 0.5 6.1 0.5 5.1 13.0 -5.5 13.9 4.0 13.5 2.5 -5.7 -6.7 -6.3 -6.4 7.4 -1.0 16.2 -3.1 16.1 10.4 2.6 4.1 -0.3 5.5 -1.0 5.6 -7.3 -3.8 4.9 9.5 -4.1 -14.9 -15.3 -13.2 -5.5 EURIBOR-ICE 8.8 20.0 15.9 0.1 1.6 -1.7 1.6 -2.6 1.7 6.1 1.2 5.7 -5.1 7.3 7.0 -4.1 -6.9 -5.3 -6.5 7.6 3.1 7.0 -3.8 8.3 16.8 2.4 3.4 1.1 2.3 -0.8 2.6 -9.5 5.2 0.7 11.1 13.9 -20.0 -20.0 3.9 20.0 EUROSTX 20.0 7.9 -11.6 2.0 1.7 -1.0 5.7 -0.5 6.0 5.3 -2.4 19.3 13.8 18.9 4.1 -6.0 -2.9 -5.7 -4.9 11.5 0.9 20.0 5.4 20.0 4.2 3.8 1.3 0.4 6.6 1.0 7.8 3.5 -0.0 -2.2 7.1 10.3 3.0 6.1 7.8 14.7 FEEDCOW -9.5 -20.0 -20.0 -1.0 -0.7 -2.6 -0.2 -3.4 0.5 -4.1 -4.3 -8.1 3.8 -9.8 -9.8 -12.6 -20.0 -12.9 -19.8 -16.9 -7.3 -18.1 2.3 -19.6 -1.5 -3.3 -0.6 -1.0 -2.2 1.4 -3.4 -20.0 -2.1 -20.0 -20.0 -10.0 14.3 0.2 20.0 8.5 GASOIL -15.1 -16.9 6.0 -2.4 0.6 1.0 -1.7 2.7 -3.5 10.7 8.8 -2.4 7.5 -10.0 -5.6 12.3 20.0 20.0 20.0 -4.3 7.0 -0.8 12.7 -7.7 8.5 -1.2 2.2 3.4 -0.2 5.1 -2.7 0.0 8.2 2.9 1.7 8.5 -7.3 -0.7 -12.2 -6.1 GASOLINE -3.8 -13.3 -13.1 -2.6 0.6 1.1 -1.8 3.0 -3.8 8.7 4.1 1.3 5.3 -7.8 -10.7 -3.0 20.0 13.0 20.0 -7.3 -0.3 -1.7 7.7 -6.7 -20.0 -3.1 4.2 0.2 2.0 4.7 -1.9 9.5 11.9 11.5 5.4 -14.5 20.0 10.9 20.0 7.4 GAS_US_mini -20.0 -6.4 13.0 -2.6 0.6 1.1 -1.8 2.9 -3.8 -15.4 -14.6 -17.0 -18.0 -16.8 -15.7 -20.0 -20.0 -20.0 -20.0 -17.8 -14.4 -20.0 -20.0 -20.0 20.0 -4.7 -7.4 -2.3 -9.4 -1.8 -8.1 -20.0 -20.0 -19.3 10.7 -16.6 -13.4 6.5 -19.5 2.4 GBP 20.0 10.5 -13.9 2.1 5.2 0.5 6.0 0.5 5.0 12.8 -5.7 13.7 5.8 12.4 -0.2 -0.7 -0.8 -0.6 -0.6 4.9 -1.2 18.2 -1.2 14.3 0.8 1.9 6.3 -0.6 6.7 -0.9 5.5 2.9 -0.3 4.6 6.0 -5.9 -9.7 3.5 -5.4 20.0 GOLD_micro 2.2 20.0 -1.4 2.0 6.6 -0.4 6.8 -0.3 5.4 17.0 -1.4 15.6 3.9 15.7 13.0 -15.1 -14.8 -16.2 -16.1 11.7 3.3 20.0 0.5 18.8 -7.3 3.3 9.1 1.0 7.8 0.6 5.5 -16.5 8.2 -4.3 20.0 5.7 -12.4 -20.0 -11.7 -20.0 HEATOIL -13.8 -17.4 2.0 -2.4 0.6 1.0 -1.7 2.7 -3.5 3.0 7.3 -3.5 6.1 -8.3 -6.0 17.8 20.0 20.0 20.0 -4.4 4.9 -1.9 9.9 -7.2 -18.5 -1.6 2.9 2.7 0.8 5.6 -2.3 2.9 14.5 5.5 2.2 1.9 10.6 -1.7 5.6 -7.0 JGB-SGX-mini 20.0 7.3 -13.2 0.1 1.6 -1.7 1.6 -2.6 1.6 0.6 -3.0 5.3 1.5 5.3 1.3 16.5 19.4 16.7 16.8 1.4 -2.2 6.5 -1.4 6.8 -2.0 0.0 0.7 -1.3 2.2 -1.2 2.1 20.0 6.6 4.5 -2.2 0.6 4.1 -20.0 16.0 17.4 JPY 11.2 13.9 -5.9 1.8 4.5 0.4 5.2 0.5 4.3 9.3 -12.3 7.5 -12.4 1.1 -9.6 -17.4 -16.1 -18.3 -17.6 -7.2 -14.9 6.8 -19.4 0.9 20.0 -3.6 5.2 -6.4 3.1 -7.6 0.1 -20.0 -3.4 -19.4 -14.8 -16.2 -5.2 -20.0 0.9 -20.0 LEANHOG -1.8 -5.5 2.3 -1.2 -4.8 -3.1 -1.1 -4.0 0.5 -12.1 -0.6 -9.8 -6.7 -6.7 -6.7 -20.0 16.6 3.9 19.2 -7.5 -7.6 -20.0 -10.3 -12.9 13.4 -2.6 -14.8 -4.2 -10.3 -7.1 -4.1 20.0 -20.0 -8.4 -8.4 -4.9 -11.2 -4.9 7.3 14.8 LIVECOW -20.0 -20.0 -20.0 -1.1 -4.5 -2.9 -1.0 -3.7 0.5 -11.1 -0.8 -11.5 6.2 -11.7 -10.3 -6.4 -4.9 -12.3 -8.5 -16.8 -5.4 -20.0 4.3 -20.0 0.1 -3.5 -3.2 -0.6 -3.7 2.2 -4.3 -8.1 -1.6 -20.0 -20.0 -8.1 -2.1 -14.7 2.8 -6.7 LUMBER-new 20.0 13.6 -2.8 -2.3 -1.7 -5.9 -0.4 -6.6 1.2 6.0 -13.5 20.0 -20.0 20.0 9.3 -13.2 -14.6 -15.1 -15.0 12.3 -5.1 18.3 -13.7 20.0 NaN 4.8 -2.5 -0.7 4.1 -2.9 8.3 -20.0 11.4 20.0 20.0 8.8 -15.0 -20.0 -8.7 -17.4 MILK -11.7 -4.1 -6.0 -1.4 -1.1 -3.8 -0.2 -4.9 0.8 -14.7 -10.8 -16.1 -13.4 -15.7 -13.3 -20.0 -20.0 -20.0 -20.0 -17.6 -17.1 -20.0 -20.0 -20.0 6.1 -5.2 -7.3 -5.4 -9.0 -7.5 -7.0 -20.0 -20.0 -20.0 -15.1 -3.6 -20.0 -20.0 -20.0 -20.0 MXP 20.0 7.0 -20.0 2.5 6.0 0.5 6.9 0.6 5.8 10.9 9.3 15.2 13.6 14.6 7.0 13.2 16.1 13.8 14.8 11.2 7.8 16.3 14.7 18.8 -20.0 3.4 2.4 2.5 5.0 4.8 5.7 20.0 -6.5 6.7 1.4 5.5 9.0 13.2 17.8 20.0 NASDAQ_micro 20.0 6.0 -4.1 1.2 1.0 -0.6 3.6 -0.3 3.8 5.0 8.5 12.4 9.7 12.4 7.5 -9.7 -8.8 -9.8 -9.7 13.1 9.3 17.1 11.3 20.0 -20.0 3.0 2.1 2.3 4.9 3.6 5.2 -5.8 -0.0 11.4 11.1 8.7 6.5 -10.3 6.7 -12.9 NIKKEI 20.0 6.4 -7.0 1.7 1.4 -0.8 4.9 -0.4 5.1 -4.7 14.6 13.9 14.7 15.9 12.8 5.3 9.7 6.0 7.9 14.6 12.3 12.7 16.0 19.4 -11.0 4.2 -1.1 4.0 3.9 5.9 5.9 20.0 -9.1 -6.2 2.8 17.8 -7.3 1.2 -4.4 7.9 NZD 18.1 8.5 -0.5 1.8 4.3 0.4 4.9 0.4 4.1 10.6 -6.5 11.4 -2.1 9.7 1.9 0.1 0.2 0.0 0.1 3.8 -2.2 13.4 -5.0 10.3 0.9 2.0 5.8 -0.5 5.9 -1.6 4.8 4.3 0.3 2.5 -0.9 0.2 -2.2 -14.0 2.5 7.4 OAT 20.0 13.1 1.1 0.1 2.0 -2.1 1.9 -3.2 2.0 8.4 -3.3 8.9 -8.0 9.0 2.6 5.2 7.5 5.7 6.2 4.0 -2.3 8.3 -7.9 8.5 8.3 1.7 3.5 -0.5 3.3 -2.2 3.4 14.3 3.6 2.9 6.1 6.5 -20.0 -20.0 -8.3 9.8 OATIES 0.6 -20.0 -20.0 -0.8 -0.6 -2.3 -0.1 -3.0 0.5 -3.3 -3.8 -3.1 -3.3 -6.4 -8.5 -17.3 -10.0 -18.2 -16.1 -13.4 -8.1 -3.5 -1.6 -9.5 -20.0 -2.9 -1.1 -1.7 -1.2 -0.4 -2.4 -20.0 -0.4 -20.0 -20.0 -11.0 6.5 11.0 20.0 20.0 OJ 12.6 -13.3 14.0 -1.7 -1.3 -4.6 -0.3 -6.0 0.9 7.6 19.6 15.0 20.0 15.8 18.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 7.5 3.8 8.6 6.2 9.6 6.8 20.0 20.0 20.0 20.0 20.0 7.3 9.6 20.0 20.0 PALLAD 1.9 -6.1 -2.3 1.1 3.8 -0.2 3.9 -0.2 3.1 3.0 -10.1 2.8 -11.2 -2.9 -6.8 -2.1 -2.6 -2.4 -2.6 -11.5 -15.2 0.7 -20.0 -5.7 5.0 -3.5 -0.7 -3.4 -1.0 -3.2 -2.6 5.6 -6.5 -20.0 -20.0 -12.1 -3.2 -8.0 8.4 -2.3 PLAT 3.4 9.4 -2.6 1.2 4.1 -0.3 4.3 -0.2 3.4 9.0 -8.5 9.5 -5.4 7.2 -1.7 -3.2 -2.8 -3.5 -3.3 0.1 -4.1 9.7 -4.8 5.6 12.2 0.4 4.5 -0.8 4.4 -1.0 2.4 4.9 0.3 -6.2 -3.0 4.0 -3.0 -13.8 10.4 -9.2 REDWHEAT 0.8 -9.8 -20.0 -1.8 -1.3 -4.8 -0.3 -6.2 1.0 -7.9 -20.0 -15.0 -20.0 -18.6 -20.0 -6.6 -1.2 -5.8 -3.8 -20.0 -20.0 -20.0 -20.0 -20.0 -17.6 -7.9 -1.9 -7.2 -6.2 -5.2 -7.5 -2.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -13.9 RICE 20.0 8.2 6.1 -2.0 -1.5 -5.3 -0.3 -6.9 1.1 9.0 15.2 18.7 9.9 18.8 14.0 -15.3 3.8 -14.6 -4.3 20.0 13.4 20.0 8.3 20.0 -20.0 5.6 -0.6 3.1 5.4 1.7 8.2 4.0 20.0 20.0 20.0 20.0 -1.3 -17.3 15.1 -5.6 ROBUSTA 15.5 6.2 -7.4 -1.3 -0.9 -3.4 -0.2 -4.4 0.7 9.9 10.8 11.8 11.8 11.5 8.9 20.0 20.0 20.0 20.0 10.6 9.6 12.7 13.1 13.7 -18.1 4.0 3.4 3.5 4.4 4.6 4.9 20.0 17.7 15.8 16.5 12.2 -7.5 -12.6 8.5 0.7 RUSSELL 20.0 4.7 -14.4 1.0 0.8 -0.5 2.8 -0.3 3.0 1.9 -5.6 9.1 -5.4 7.9 -3.8 -5.8 -6.3 -6.7 -6.8 -1.1 -5.3 7.2 -4.9 6.2 -1.6 -0.4 0.4 -1.6 2.4 -1.0 2.1 -1.1 -5.0 -4.6 -7.7 -7.5 -15.5 -13.5 -20.0 -20.0 SHATZ 1.2 9.1 7.5 0.1 1.7 -1.8 1.7 -2.8 1.8 5.1 -6.8 1.2 -8.4 2.1 -2.2 -20.0 -16.5 -20.0 -20.0 -1.2 -4.9 2.2 -11.2 0.4 10.2 -0.6 5.5 -2.2 1.5 -4.8 0.2 -20.0 0.9 -14.0 -0.8 4.5 -11.8 -20.0 -5.6 -20.0 SILVER-mini 15.2 11.4 -6.4 1.8 6.2 -0.4 6.4 -0.3 5.0 15.9 -3.7 17.0 2.5 15.9 4.1 -6.8 -6.5 -7.2 -7.0 7.3 -0.9 20.0 -1.8 20.0 7.6 2.9 9.7 0.8 10.1 0.6 6.9 -1.6 4.5 5.6 4.8 5.0 -17.7 -20.0 -2.5 -20.0 SMI 20.0 -7.1 -12.7 1.7 1.5 -0.8 5.0 -0.5 5.2 2.4 -8.7 13.3 -0.3 3.5 -4.8 5.2 2.5 4.0 2.6 -4.6 -10.5 11.0 -7.4 7.7 7.0 -1.2 -0.5 -3.2 4.1 -2.9 3.1 14.2 -4.2 -18.9 -20.0 1.5 -7.3 -9.0 -2.0 -5.4 SOFR 20.0 14.7 -2.9 0.1 1.5 -1.6 1.5 -2.4 1.5 6.7 -4.2 7.2 -4.5 7.0 0.7 0.5 -0.6 -0.1 -0.5 1.9 -3.1 7.9 -5.0 6.8 -1.4 0.7 3.7 -1.2 4.0 -1.9 3.0 1.4 7.4 4.9 1.1 1.7 -20.0 -20.0 -6.0 -8.9 SOYBEAN 5.9 5.5 0.7 -1.6 -1.2 -4.4 -0.3 -5.8 0.9 -7.5 8.6 -0.7 5.9 8.5 -1.9 18.4 18.1 16.3 15.7 5.4 3.8 -2.3 2.0 4.4 -20.0 5.0 5.4 2.8 6.3 1.6 6.8 20.0 6.8 19.6 16.8 13.0 -20.0 -13.9 -20.0 -8.2 SOYMEAL 6.1 20.0 4.4 -1.0 -0.7 -2.7 -0.2 -3.5 0.5 -10.0 4.2 -1.1 3.7 7.0 7.4 20.0 18.2 17.6 17.1 9.9 6.3 -2.6 3.9 6.6 -20.0 3.3 -1.2 2.4 0.2 2.0 2.6 20.0 -11.4 11.1 20.0 15.9 -20.0 -20.0 -20.0 -20.0 SOYOIL 17.5 -15.1 -18.8 -1.0 -0.7 -2.6 -0.2 -3.4 0.5 2.7 -2.2 4.2 -3.3 -3.7 -8.5 4.1 10.4 7.6 9.1 -8.7 -8.1 3.5 -4.1 -2.0 -20.0 -1.9 5.3 -2.2 4.4 -1.2 1.1 18.2 19.8 6.9 -12.9 -11.0 -7.2 2.2 8.0 15.4 SP400 20.0 3.8 -17.2 1.1 0.9 -0.5 3.2 -0.3 3.3 2.4 -4.7 10.6 -1.4 9.7 -2.5 -5.5 -5.2 -5.5 -5.4 0.4 -4.7 10.4 -3.5 9.4 -8.6 0.1 0.7 -1.2 3.3 -0.6 3.0 1.1 -3.2 -3.1 -5.3 -5.1 -10.7 -12.3 -16.1 -20.0 SP500_micro 20.0 7.0 -10.6 1.5 1.2 -0.7 4.3 -0.4 4.5 10.2 3.8 15.6 8.1 14.8 6.4 -10.4 -10.0 -10.9 -10.9 11.6 4.0 20.0 5.1 20.0 -18.3 2.5 2.3 1.0 5.7 1.9 5.8 -7.7 2.1 12.3 8.3 2.8 0.6 -9.7 2.7 -13.7 SUGAR11 -8.7 -1.8 4.6 -1.8 -1.3 -4.7 -0.3 -6.2 1.0 -12.9 18.7 -9.8 19.5 8.1 16.6 20.0 20.0 20.0 20.0 10.6 19.9 -3.8 20.0 1.8 -20.0 5.7 -1.1 10.8 0.3 18.0 2.3 20.0 6.7 -2.0 10.6 20.0 -12.3 -16.5 10.3 4.4 US10 20.0 14.7 -0.9 0.1 1.4 -1.5 1.4 -2.3 1.5 6.1 -5.3 6.8 -6.3 6.2 -1.3 -6.3 -7.0 -6.6 -7.3 -0.1 -5.5 5.8 -8.3 4.9 1.1 -0.1 2.7 -2.1 3.2 -2.8 2.3 -10.2 4.2 4.1 -1.1 -1.3 -20.0 -20.0 -4.3 2.1 US10U 20.0 12.4 -4.0 0.1 1.8 -1.9 1.8 -3.0 1.9 8.2 -6.7 9.0 -8.0 7.9 -2.2 0.8 -0.4 0.3 -0.3 -0.8 -7.8 7.4 -10.9 6.1 -1.9 -0.4 3.2 -2.9 3.9 -3.6 2.7 1.7 5.1 4.9 -2.4 -3.4 -20.0 -20.0 3.3 14.9 US2 10.6 19.8 14.5 0.1 1.5 -1.6 1.5 -2.5 1.6 4.9 -6.9 4.8 -7.5 4.9 -1.6 -20.0 -20.0 -20.0 -20.0 -0.6 -6.1 4.1 -11.4 2.8 7.7 0.6 4.9 -2.3 4.4 -5.0 2.9 -20.0 3.0 -2.2 1.3 3.9 -15.5 -20.0 -6.8 -20.0 US20 20.0 10.9 -6.5 0.1 1.4 -1.5 1.3 -2.2 1.4 5.9 -4.8 6.7 -5.7 5.8 -1.7 -0.6 -1.5 -1.0 -1.4 -0.8 -6.5 5.3 -8.7 4.9 -1.7 -0.4 1.8 -2.2 2.5 -2.6 1.8 -0.2 3.3 5.1 -2.1 -4.7 -11.6 -20.0 12.6 20.0 US30 20.0 9.6 -4.5 0.1 1.4 -1.5 1.4 -2.3 1.5 6.4 -5.3 7.1 -6.3 6.0 -2.1 -4.2 -4.1 -4.8 -4.8 -1.1 -6.7 5.9 -9.2 4.8 -1.3 -0.5 2.1 -2.4 2.8 -2.9 1.9 -5.2 3.8 3.7 -2.8 -4.1 -6.6 -20.0 19.6 20.0 US5 18.1 15.9 3.5 0.1 1.5 -1.6 1.5 -2.4 1.5 6.0 -5.8 6.7 -6.6 6.3 -1.0 -9.5 -10.4 -10.7 -11.3 0.3 -4.9 5.8 -8.3 4.8 3.0 0.4 3.5 -1.9 3.7 -3.0 2.7 -16.6 4.4 2.4 0.4 1.2 -20.0 -20.0 -14.8 -16.6 VIX -20.0 -4.7 11.6 -3.5 -1.5 -3.8 -3.4 -5.6 -4.4 -13.5 -14.3 -15.0 -14.9 -14.9 -12.2 -20.0 -20.0 -20.0 -20.0 -14.9 -14.5 -18.2 -20.0 -19.7 NaN -3.9 -2.8 -4.2 -5.5 -6.6 -5.7 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -1.8 1.2 -19.5 -1.8 -1.4 -4.9 -0.3 -6.4 1.0 -6.2 -20.0 -15.3 -20.0 -14.5 -20.0 -13.9 -10.9 -12.9 -12.0 -19.0 -20.0 -18.8 -20.0 -17.8 -4.5 -7.3 -2.8 -7.8 -8.1 -8.3 -8.1 -18.1 -18.6 -20.0 -10.7 -19.4 -20.0 -20.0 -20.0 -17.4 End of report for caleb_strategy_v3