******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20231205_204337 produced at 2023-12-05 21:39:48.822283 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.09 -0.25 0.0 0.10 -0.10 -0.09 -0.10 -42.33 17.0 -16 -17 caleb_strategy_v3 LIVECOW False False 0.02 -0.10 -0.07 0.0 0.42 -0.42 -0.10 -0.10 -2.84 17.0 -4 -4 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.05 -0.07 0.0 0.06 -0.06 -0.05 -0.05 -29.05 26.0 -21 -22 caleb_strategy_v3 US2 False True 0.07 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -0.80 13.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.05 -0.06 0.0 0.11 -0.11 -0.05 -0.05 -6.13 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 -4.71 5.0 0 0 caleb_strategy_v3 CHF False True 0.05 -0.10 -0.06 0.0 0.00 -0.10 -0.10 -0.10 -1.23 13.0 -2 -2 caleb_strategy_v3 CAD False False 0.03 0.00 -0.06 0.0 0.78 -0.78 0.00 0.00 -2.15 29.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.07 -0.05 0.0 0.16 -0.16 -0.07 -0.06 -3.45 11.0 -5 -4 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.05 0.0 0.18 -0.18 -0.02 -0.02 -14.77 51.0 -6 -6 caleb_strategy_v3 FEEDCOW False False 0.04 0.00 -0.05 0.0 0.31 -0.31 0.00 0.00 -1.30 8.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -0.94 24.0 0 0 caleb_strategy_v3 SOFR False True 0.09 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -0.50 11.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.06 -0.04 0.0 0.53 -0.53 -0.06 -0.06 -1.17 17.0 -2 -2 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -5.43 3.0 0 0 caleb_strategy_v3 SP400 False True 0.09 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.31 2.0 0 0 caleb_strategy_v3 US5 False False 0.04 -0.12 -0.03 0.0 0.98 -0.98 -0.12 -0.12 -0.77 25.0 -3 -3 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.03 0.0 0.10 -0.10 -0.04 -0.04 -2.26 8.0 -3 -3 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.11 -0.11 -0.04 -0.04 -2.27 9.0 -3 -3 caleb_strategy_v3 DX False False 0.04 0.00 -0.03 0.0 999.00 -999.00 0.00 0.00 -0.90 999999999.0 0 0 caleb_strategy_v3 PALLAD False False 0.03 -0.07 -0.02 0.0 0.07 -0.07 -0.07 -0.07 -0.63 2.0 -2 -2 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.02 0.0 0.40 -0.40 0.00 0.00 -2.07 48.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 0.00 -0.02 0.0 0.23 -0.23 0.00 0.00 -7.22 68.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.33 2.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.07 -0.02 0.0 0.41 -0.41 -0.07 -0.11 -2.35 56.0 -10 -15 caleb_strategy_v3 COPPER False False 0.03 0.07 -0.02 0.0 0.21 -0.21 0.07 0.03 -0.63 6.0 2 1 caleb_strategy_v3 US10 False False 0.04 -0.08 -0.01 0.0 0.68 -0.68 -0.08 -0.16 -0.26 17.0 -2 -4 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.01 0.0 0.18 -0.18 -0.01 -0.01 -0.58 18.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.02 -0.01 0.0 0.27 -0.27 -0.02 -0.01 -0.76 23.0 -2 -1 caleb_strategy_v3 EUR False False 0.05 0.05 -0.01 0.0 0.68 -0.68 0.05 0.00 -0.22 14.0 1 0 caleb_strategy_v3 HEATOIL False False 0.04 -0.04 -0.01 0.0 0.12 -0.12 -0.04 -0.08 -0.32 3.0 -1 -2 caleb_strategy_v3 LEANHOG False False 0.01 0.00 0.00 0.0 0.14 -0.14 0.00 0.00 0.22 13.0 0 0 caleb_strategy_v3 COFFEE False False 0.02 0.02 0.00 0.0 0.15 -0.15 0.02 0.02 0.02 6.0 1 1 caleb_strategy_v3 US30 False False 0.05 0.14 0.00 0.0 0.28 -0.28 0.14 0.18 0.06 6.0 3 4 caleb_strategy_v3 US20 False False 0.04 0.00 0.00 0.0 0.39 -0.39 0.00 0.00 0.09 9.0 0 0 caleb_strategy_v3 US10U False False 0.04 -0.04 0.00 0.0 0.54 -0.54 -0.04 0.00 0.04 13.0 -1 0 caleb_strategy_v3 RICE False True 0.01 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.35 4.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.02 -0.00 0.0 0.11 -0.11 -0.02 -0.02 -0.39 10.0 -2 -2 caleb_strategy_v3 SOYMEAL False False 0.01 -0.07 -0.00 0.0 0.13 -0.13 -0.07 -0.06 -0.28 9.0 -5 -4 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 -0.00 0.0 0.16 -0.16 0.00 0.00 -0.14 7.0 0 0 caleb_strategy_v3 GASOLINE False False 0.03 0.03 0.00 0.0 0.13 -0.13 0.03 0.03 0.05 4.0 1 1 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.01 0.0 0.11 -0.11 0.00 0.00 0.28 4.0 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 0.58 0.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.11 0.01 0.0 0.43 -0.43 0.11 0.15 1.02 66.0 17 23 caleb_strategy_v3 BOBL False False 0.05 0.00 0.01 0.0 0.88 -0.88 0.00 0.00 0.26 19.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.00 0.01 0.0 0.53 -0.53 0.00 0.00 0.25 10.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.05 0.01 0.0 0.21 -0.21 0.05 0.05 0.09 4.0 1 1 caleb_strategy_v3 AUD False True 0.02 0.12 0.01 0.0 0.12 0.00 0.12 0.12 0.22 19.0 5 5 caleb_strategy_v3 ROBUSTA False False 0.01 0.02 0.01 0.0 0.21 -0.21 0.02 0.02 1.53 23.0 2 2 caleb_strategy_v3 PLAT False False 0.02 0.03 0.01 0.0 0.16 -0.16 0.03 0.03 0.47 10.0 2 2 caleb_strategy_v3 SMI False True 0.05 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.52 9.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.00 0.02 0.0 0.06 -0.06 0.00 0.00 1.15 3.0 0 0 caleb_strategy_v3 GBP False False 0.03 0.06 0.03 0.0 0.63 -0.63 0.06 0.06 1.20 22.0 2 2 caleb_strategy_v3 NZD False True 0.02 0.02 0.03 0.0 0.02 0.00 0.02 0.02 1.26 21.0 1 1 caleb_strategy_v3 COCOA False False 0.01 0.07 0.04 0.0 0.39 -0.39 0.07 0.07 2.41 26.0 5 5 caleb_strategy_v3 CRUDE_W False False 0.03 0.05 0.04 0.0 0.13 -0.13 0.05 0.05 1.66 5.0 2 2 caleb_strategy_v3 CAC False True 0.03 0.00 0.05 0.0 0.00 0.00 0.00 0.00 1.67 12.0 0 0 caleb_strategy_v3 BTP False False 0.05 0.27 0.06 0.0 0.46 -0.46 0.27 0.27 1.42 10.0 6 6 caleb_strategy_v3 BITCOIN False False 0.00 0.06 0.08 0.0 0.09 -0.09 0.06 0.07 46.78 59.0 36 43 caleb_strategy_v3 OAT False False 0.05 0.00 0.10 0.0 0.51 -0.51 0.00 0.00 1.97 10.0 0 0 caleb_strategy_v3 EUROSTX False True 0.02 0.05 0.10 0.0 0.05 0.00 0.05 0.05 5.46 20.0 3 3 caleb_strategy_v3 NIKKEI False False 0.01 0.24 0.11 0.0 0.29 -0.29 0.24 0.24 12.96 36.0 29 29 caleb_strategy_v3 DAX False True 0.01 0.00 0.14 0.0 0.00 0.00 0.00 0.00 21.65 58.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.40 0.21 0.0 0.63 -0.63 0.40 0.40 19.72 60.0 38 38 caleb_strategy_v3 JGB-SGX-mini False False 0.04 0.47 0.80 0.0 0.58 -0.58 0.47 0.43 22.19 16.0 13 12 caleb_strategy_v3 EURIBOR-ICE False False 0.10 0.19 0.94 0.0 0.96 -0.96 0.19 0.38 9.75 10.0 2 4 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 18.0 Shocked risk 45.8 Sum abs risk 50.1 Leverage 4.19 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2756300.79, 'annual_cash_vol_target': 689075.1975, 'daily_cash_vol_target': 43067.19984375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0047 0.6554 0.7241 11.5852 BITCOIN 1061.1345 44215.0000 2.3999 38.3991 BOBL 0.2869 118.1300 0.2428 3.8854 BTP 0.6445 116.5200 0.5531 8.8495 BUND 0.5661 134.9100 0.4196 6.7144 BUXL 1.3966 136.7000 1.0216 16.3462 CAC 49.1423 7398.5000 0.6642 10.6275 CAD 0.0030 0.7372 0.4041 6.4648 CANOLA 7.9542 674.0000 1.1801 18.8823 CHF 0.0050 1.1438 0.4337 6.9397 COCOA 45.9266 4106.0000 1.1185 17.8964 COFFEE 3.6413 183.4000 1.9854 31.7672 COPPER 0.0414 3.7890 1.0913 17.4611 CORN 4.4916 515.2500 0.8717 13.9478 COTTON2 1.0066 79.7100 1.2628 20.2055 CRUDE_W 1.1500 71.4800 1.6088 25.7404 DAX 105.1017 16571.0000 0.6343 10.1480 DOW 210.7996 36193.0000 0.5824 9.3189 DX 0.4776 103.6450 0.4608 7.3735 EUR 0.0055 1.0788 0.5106 8.1692 EURIBOR-ICE 0.0557 97.7750 0.0570 0.9119 EUROSTX 32.6438 4463.0000 0.7314 11.7029 FEEDCOW 2.7356 217.0500 1.2604 20.1658 GASOIL 12.8355 750.2500 1.7108 27.3734 GASOLINE 0.0416 2.1318 1.9532 31.2513 GAS_US_mini 0.0932 2.6750 3.4859 55.7737 GBP 0.0075 1.2593 0.5945 9.5125 GOLD_micro 16.2297 2039.0000 0.7960 12.7354 HEATOIL 0.0447 2.5666 1.7426 27.8813 JGB-SGX-mini 0.3068 146.3600 0.2096 3.3537 JPY 0.0000 0.0069 0.6140 9.8236 LEANHOG 1.2699 76.1500 1.6676 26.6815 LIVECOW 1.6890 168.6250 1.0016 16.0263 LUMBER-new 7.3218 541.5000 1.3521 21.6343 MILK 0.1959 17.0600 1.1483 18.3725 MXP 0.0005 0.0574 0.8114 12.9823 NASDAQ_micro 124.1118 16098.0000 0.7710 12.3356 NIKKEI 286.8743 32835.0000 0.8737 13.9790 NZD 0.0044 0.6128 0.7163 11.4612 OAT 0.5834 129.1000 0.4519 7.2302 OATIES 7.2680 390.5000 1.8612 29.7794 OJ 6.3792 359.5000 1.7745 28.3913 PALLAD 20.7790 941.5000 2.2070 35.3121 PLAT 14.7274 905.7000 1.6261 26.0173 REDWHEAT 10.1184 661.0000 1.5308 24.4922 RICE 0.1569 17.1000 0.9177 14.6832 ROBUSTA 34.9050 2559.0000 1.3640 21.8242 RUSSELL 22.9767 1881.9000 1.2209 19.5349 SHATZ 0.0969 106.2200 0.0912 1.4599 SILVER-mini 0.3641 24.5250 1.4847 23.7553 SMI 66.8032 10971.0000 0.6089 9.7425 SOFR 0.0821 96.5750 0.0851 1.3609 SOYBEAN 10.5916 1276.0000 0.8301 13.2810 SOYMEAL 5.6102 404.5000 1.3869 22.1911 SOYOIL 0.7788 50.2100 1.5511 24.8179 SP400 25.7179 2618.3000 0.9822 15.7158 SP500_micro 28.5834 4626.2500 0.6179 9.8857 SUGAR11 0.3703 24.0300 1.5411 24.6581 US10 0.5065 110.8750 0.4568 7.3096 US10U 0.6853 115.0781 0.5955 9.5276 US2 0.1322 102.5000 0.1289 2.0630 US20 0.9913 119.3125 0.8308 13.2933 US30 1.4698 127.1250 1.1562 18.4987 US5 0.3288 107.5156 0.3058 4.8931 VIX 0.5023 16.3500 3.0719 49.1510 WHEAT 8.6593 672.2500 1.2881 20.6098 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 655.45 0.72 474.60 1.00 474.60 43067.2 90.74 0.93 8.48 BITCOIN 44.22 2.40 106.11 1.00 106.11 43067.2 405.86 10.64 432.03 BOBL 1181.30 0.24 286.86 1.09 311.74 43067.2 138.15 1.89 26.08 BTP 1165.20 0.55 644.46 1.09 700.34 43067.2 61.49 6.76 41.59 BUND 1349.10 0.42 566.15 1.09 615.23 43067.2 70.00 3.46 24.20 BUXL 1367.00 1.02 1396.58 1.09 1517.66 43067.2 28.38 3.26 9.24 CAC 739.85 0.66 491.42 1.09 534.03 43067.2 80.65 6.08 49.01 CAD 737.20 0.40 297.87 1.00 297.87 43067.2 144.59 -5.73 -82.85 CANOLA 134.80 1.18 159.08 0.74 117.64 43067.2 366.09 -16.59 -607.20 CHF 1429.75 0.43 620.12 1.00 620.12 43067.2 69.45 -6.80 -47.21 COCOA 410.60 1.12 459.27 1.00 459.27 43067.2 93.77 12.02 112.67 COFFEE 687.75 1.99 1365.49 1.00 1365.49 43067.2 31.54 0.52 1.64 COPPER 947.25 1.09 1033.75 1.00 1033.75 43067.2 41.66 -1.40 -5.83 CORN 257.62 0.87 224.58 1.00 224.58 43067.2 191.77 -13.13 -251.86 COTTON2 398.55 1.26 503.31 1.00 503.31 43067.2 85.57 -18.84 -161.20 CRUDE_W 714.80 1.61 1149.95 1.00 1149.95 43067.2 37.45 4.10 15.37 DAX 165.71 0.63 105.10 1.09 114.21 43067.2 377.07 16.84 634.84 DOW 180.96 0.58 105.40 1.00 105.40 43067.2 408.61 1.07 43.91 DX 1036.45 0.46 477.64 1.00 477.64 43067.2 90.17 -3.85 -34.70 EUR 1348.56 0.51 688.54 1.00 688.54 43067.2 62.55 -1.34 -8.38 EURIBOR-ICE 2444.38 0.06 139.32 1.09 151.40 43067.2 284.46 10.05 285.80 EUROSTX 446.30 0.73 326.44 1.09 354.74 43067.2 121.40 13.17 159.94 FEEDCOW 1085.25 1.26 1367.81 1.00 1367.81 43067.2 31.49 -12.44 -39.18 GASOIL 750.25 1.71 1283.55 1.00 1283.55 43067.2 33.55 1.96 6.57 GASOLINE 895.36 1.95 1748.82 1.00 1748.82 43067.2 24.63 0.50 1.23 GAS_US_mini 66.88 3.49 233.12 1.00 233.12 43067.2 184.75 -14.52 -268.25 GBP 787.06 0.59 467.93 1.00 467.93 43067.2 92.04 5.01 46.10 GOLD_micro 203.90 0.80 162.30 1.00 162.30 43067.2 265.36 -2.60 -69.00 HEATOIL 1077.97 1.74 1878.45 1.00 1878.45 43067.2 22.93 -3.17 -7.27 JGB-SGX-mini 146360.00 0.21 30677.59 0.01 209.14 43067.2 205.93 9.95 204.92 JPY 863.12 0.61 529.94 1.00 529.94 43067.2 81.27 -5.57 -45.25 LEANHOG 304.60 1.67 507.95 1.00 507.95 43067.2 84.79 0.42 3.59 LIVECOW 674.50 1.00 675.61 1.00 675.61 43067.2 63.75 -13.47 -85.85 LUMBER-new 148.91 1.35 201.35 1.00 201.35 43067.2 213.89 -11.90 -254.49 MILK 341.20 1.15 391.79 1.00 391.79 43067.2 109.92 -20.00 -219.85 MXP 287.20 0.81 233.03 1.00 233.03 43067.2 184.81 7.27 134.32 NASDAQ_micro 321.96 0.77 248.22 1.00 248.22 43067.2 173.50 -1.90 -32.90 NIKKEI 32835.00 0.87 28687.43 0.01 195.57 43067.2 220.21 5.43 119.66 NZD 612.85 0.72 439.00 1.00 439.00 43067.2 98.10 4.94 48.46 OAT 1291.00 0.45 583.38 1.09 633.96 43067.2 67.93 8.51 57.80 OATIES 195.25 1.86 363.40 1.00 363.40 43067.2 118.51 -11.55 -136.87 OJ 539.25 1.77 956.87 1.00 956.87 43067.2 45.01 11.96 53.83 PALLAD 941.50 2.21 2077.90 1.00 2077.90 43067.2 20.73 -8.95 -18.55 PLAT 452.85 1.63 736.37 1.00 736.37 43067.2 58.49 2.37 13.89 REDWHEAT 330.50 1.53 505.92 1.00 505.92 43067.2 85.13 -20.00 -170.25 RICE 342.00 0.92 313.85 1.00 313.85 43067.2 137.22 1.06 14.58 ROBUSTA 255.90 1.36 349.05 1.00 349.05 43067.2 123.38 10.64 131.30 RUSSELL 94.10 1.22 114.88 1.00 114.88 43067.2 374.88 -5.81 -217.78 SHATZ 1062.20 0.09 96.92 1.09 105.32 43067.2 408.91 -2.27 -92.89 SILVER-mini 613.12 1.48 910.31 1.00 910.31 43067.2 47.31 3.59 16.99 SMI 1097.10 0.61 668.03 1.15 767.23 43067.2 56.13 2.69 15.12 SOFR 2414.38 0.09 205.36 1.00 205.36 43067.2 209.72 -0.39 -8.17 SOYBEAN 638.00 0.83 529.58 1.00 529.58 43067.2 81.32 -1.87 -15.22 SOYMEAL 404.50 1.39 561.02 1.00 561.02 43067.2 76.77 -3.97 -30.50 SOYOIL 301.26 1.55 467.29 1.00 467.29 43067.2 92.16 -4.52 -41.68 SP400 2618.30 0.98 2571.79 1.00 2571.79 43067.2 16.75 -5.53 -9.27 SP500_micro 231.31 0.62 142.92 1.00 142.92 43067.2 301.34 -2.95 -88.91 SUGAR11 269.14 1.54 414.77 1.00 414.77 43067.2 103.83 -2.61 -27.07 US10 1108.75 0.46 506.53 1.00 506.53 43067.2 85.02 -2.40 -20.38 US10U 1150.78 0.60 685.26 1.00 685.26 43067.2 62.85 0.45 2.84 US2 2050.00 0.13 264.33 1.00 264.33 43067.2 162.93 -3.88 -63.22 US20 1193.12 0.83 991.29 1.00 991.29 43067.2 43.45 1.64 7.11 US30 1271.25 1.16 1469.78 1.00 1469.78 43067.2 29.30 1.49 4.37 US5 1075.16 0.31 328.81 1.00 328.81 43067.2 130.98 -4.63 -60.65 VIX 163.50 3.07 502.26 1.00 502.26 43067.2 85.75 -20.00 -171.49 WHEAT 336.12 1.29 432.97 1.00 432.97 43067.2 99.47 -17.17 -170.84 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 8.477 0.010 2.5 0.220 BITCOIN 432.025 0.043 2.5 46.784 BOBL 26.079 0.004 2.5 0.264 BTP 41.593 0.014 2.5 1.419 BUND 24.204 0.004 2.5 0.245 BUXL 9.239 0.004 2.5 0.094 CAC 49.006 0.014 2.5 1.672 CAD -82.850 0.010 2.5 -2.150 CANOLA -607.205 0.010 2.5 -14.773 CHF -47.212 0.010 2.5 -1.225 COCOA 112.670 0.009 2.5 2.413 COFFEE 1.637 0.005 2.5 0.019 COPPER -5.830 0.043 2.5 -0.631 CORN -251.861 0.010 2.5 -6.128 COTTON2 -161.199 0.009 2.5 -3.453 CRUDE_W 15.370 0.043 2.5 1.664 DAX 634.841 0.014 2.5 21.654 DOW 43.906 0.009 2.5 1.020 DX -34.697 0.010 2.5 -0.900 EUR -8.379 0.010 2.5 -0.217 EURIBOR-ICE 285.796 0.014 2.5 9.748 EUROSTX 159.941 0.014 2.5 5.455 FEEDCOW -39.178 0.013 2.5 -1.298 GASOIL 6.570 0.017 2.5 0.285 GASOLINE 1.226 0.017 2.5 0.053 GAS_US_mini -268.249 0.043 2.5 -29.049 GBP 46.098 0.010 2.5 1.196 GOLD_micro -69.005 0.014 2.5 -2.354 HEATOIL -7.271 0.017 2.5 -0.315 JGB-SGX-mini 204.924 0.043 2.5 22.191 JPY -45.249 0.010 2.5 -1.174 LEANHOG 3.592 0.024 2.5 0.218 LIVECOW -85.849 0.013 2.5 -2.845 LUMBER-new -254.494 0.009 2.5 -5.429 MILK -219.847 0.009 2.5 -4.709 MXP 134.325 0.059 2.5 19.716 NASDAQ_micro -32.904 0.009 2.5 -0.765 NIKKEI 119.664 0.043 2.5 12.958 NZD 48.456 0.010 2.5 1.257 OAT 57.796 0.014 2.5 1.971 OATIES -136.868 0.010 2.5 -3.330 OJ 53.829 0.009 2.5 1.153 PALLAD -18.551 0.014 2.5 -0.633 PLAT 13.888 0.014 2.5 0.474 REDWHEAT -170.254 0.005 2.5 -2.259 RICE 14.578 0.010 2.5 0.355 ROBUSTA 131.297 0.005 2.5 1.533 RUSSELL -217.785 0.013 2.5 -7.217 SHATZ -92.895 0.004 2.5 -0.942 SILVER-mini 16.986 0.014 2.5 0.579 SMI 15.122 0.014 2.5 0.516 SOFR -8.167 0.024 2.5 -0.496 SOYBEAN -15.217 0.004 2.5 -0.142 SOYMEAL -30.500 0.004 2.5 -0.284 SOYOIL -41.681 0.004 2.5 -0.388 SP400 -9.267 0.013 2.5 -0.307 SP500_micro -88.907 0.009 2.5 -2.066 SUGAR11 -27.070 0.009 2.5 -0.576 US10 -20.385 0.005 2.5 -0.258 US10U 2.841 0.005 2.5 0.036 US2 -63.222 0.005 2.5 -0.801 US20 7.112 0.005 2.5 0.090 US30 4.373 0.005 2.5 0.055 US5 -60.648 0.005 2.5 -0.769 VIX -171.493 0.099 2.5 -42.333 WHEAT -170.839 0.005 2.5 -2.266 ===================== Position diags ===================== AUD 2.35 BITCOIN 43.95 BOBL 1.40 BTP 2.10 BUND 0.71 BUXL 0.29 CAC 2.75 CAD 3.75 CANOLA 8.91 CHF 1.80 COCOA 2.01 COFFEE 0.37 COPPER 4.51 CORN 4.67 COTTON2 1.83 CRUDE_W 4.06 DAX 12.86 DOW 9.50 DX 2.34 EUR 1.62 EURIBOR-ICE 9.70 EUROSTX 4.14 FEEDCOW 1.04 GASOIL 1.45 GASOLINE 1.07 GAS_US_mini 20.01 GBP 2.39 GOLD_micro 9.05 HEATOIL 0.99 JGB-SGX-mini 22.30 JPY 2.11 LEANHOG 5.15 LIVECOW 2.11 LUMBER-new 4.56 MILK 2.35 MXP 27.13 NASDAQ_micro 4.03 NIKKEI 23.85 NZD 2.55 OAT 2.32 OATIES 2.88 OJ 0.96 PALLAD 0.71 PLAT 1.99 REDWHEAT 1.13 RICE 3.34 ROBUSTA 1.44 RUSSELL 12.42 SHATZ 4.15 SILVER-mini 1.61 SMI 1.91 SOFR 12.75 SOYBEAN 0.76 SOYMEAL 0.71 SOYOIL 0.86 SP400 0.55 SP500_micro 7.00 SUGAR11 2.21 US10 1.08 US10U 0.80 US2 2.06 US20 0.55 US30 0.37 US5 1.66 VIX 21.17 WHEAT 1.32 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 0.2 -0.0 0.5 5.0 5 BITCOIN 46.8 42.4 51.2 36.0 36 BOBL 0.3 0.1 0.4 0.0 0 BTP 1.4 1.2 1.6 6.0 6 BUND 0.2 0.2 0.3 0.0 0 BUXL 0.1 0.1 0.1 1.0 1 CAC 1.7 1.4 1.9 0.0 0 CAD -2.1 -2.5 -1.8 0.0 0 CANOLA -14.8 -15.7 -13.9 -6.0 -6 CHF -1.2 -1.4 -1.0 -2.0 -2 COCOA 2.4 2.2 2.6 5.0 5 COFFEE 0.0 -0.0 0.1 1.0 1 COPPER -0.6 -1.1 -0.2 2.0 2 CORN -6.1 -6.6 -5.7 -5.0 -5 COTTON2 -3.5 -3.6 -3.3 -5.0 -5 CRUDE_W 1.7 1.3 2.1 2.0 2 DAX 21.7 20.4 22.9 0.0 0 DOW 1.0 0.1 2.0 17.0 17 DX -0.9 -1.1 -0.7 NaN 0 EUR -0.2 -0.4 -0.1 1.0 1 EURIBOR-ICE 9.7 8.8 10.7 2.0 2 EUROSTX 5.5 5.0 5.9 3.0 3 FEEDCOW -1.3 -1.4 -1.2 0.0 0 GASOIL 0.3 0.1 0.4 0.0 0 GASOLINE 0.1 -0.1 0.2 1.0 1 GAS_US_mini -29.0 -31.0 -27.0 -21.0 -21 GBP 1.2 1.0 1.4 2.0 2 GOLD_micro -2.4 -3.3 -1.4 -10.0 -10 HEATOIL -0.3 -0.4 -0.2 -1.0 -1 JGB-SGX-mini 22.2 20.0 24.4 13.0 13 JPY -1.2 -1.4 -1.0 -2.0 -2 LEANHOG 0.2 -0.3 0.7 0.0 0 LIVECOW -2.8 -3.1 -2.6 -4.0 -4 LUMBER-new -5.4 -5.9 -5.0 NaN 0 MILK -4.7 -4.9 -4.5 NaN 0 MXP 19.7 17.0 22.4 38.0 38 NASDAQ_micro -0.8 -1.2 -0.4 -2.0 -2 NIKKEI 13.0 10.6 15.3 29.0 29 NZD 1.3 1.0 1.5 1.0 1 OAT 2.0 1.7 2.2 0.0 0 OATIES -3.3 -3.6 -3.0 NaN 0 OJ 1.2 1.1 1.2 NaN 0 PALLAD -0.6 -0.7 -0.6 -2.0 -2 PLAT 0.5 0.3 0.7 2.0 2 REDWHEAT -2.3 -2.4 -2.1 -3.0 -3 RICE 0.4 0.0 0.7 NaN 0 ROBUSTA 1.5 1.4 1.7 2.0 2 RUSSELL -7.2 -8.5 -6.0 0.0 0 SHATZ -0.9 -1.4 -0.5 NaN 0 SILVER-mini 0.6 0.4 0.7 NaN 0 SMI 0.5 0.3 0.7 0.0 0 SOFR -0.5 -1.8 0.8 NaN 0 SOYBEAN -0.1 -0.2 -0.1 0.0 0 SOYMEAL -0.3 -0.4 -0.2 -5.0 -5 SOYOIL -0.4 -0.5 -0.3 -2.0 -2 SP400 -0.3 -0.4 -0.3 0.0 0 SP500_micro -2.1 -2.8 -1.4 0.0 0 SUGAR11 -0.6 -0.8 -0.4 -1.0 -1 US10 -0.3 -0.4 -0.2 -2.0 -2 US10U 0.0 -0.0 0.1 -1.0 -1 US2 -0.8 -1.0 -0.6 NaN 0 US20 0.1 0.0 0.1 0.0 0 US30 0.1 0.0 0.1 3.0 3 US5 -0.8 -0.9 -0.6 -3.0 -3 VIX -42.3 -44.4 -40.2 -16.0 -16 WHEAT -2.3 -2.4 -2.1 -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 3.8 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 0.6 0.1 0.0 -0.0 0.0 0.0 0.0 0.0 -0.1 -0.2 0.1 -0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.0 0.1 -0.2 0.1 0.4 0.0 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.0 -0.2 0.0 -0.0 -0.4 -0.5 -0.1 0.2 BITCOIN -0.1 0.6 0.4 0.0 -0.1 0.0 -0.0 -0.0 0.0 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 0.1 0.2 0.1 0.1 0.1 -0.1 0.5 0.6 0.6 0.6 -0.2 0.7 -0.0 0.7 BOBL 0.6 0.6 0.3 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.2 0.1 0.1 -0.2 -0.1 -0.0 -0.1 0.1 0.0 0.1 -0.2 0.1 1.1 0.0 0.1 0.0 0.1 -0.0 0.0 -0.2 0.2 0.1 0.1 0.2 -0.6 -0.7 -0.4 -0.6 BTP 0.6 0.6 -0.1 0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.1 0.1 0.0 0.2 -0.1 0.2 -1.1 0.0 0.1 0.0 0.1 -0.0 0.1 0.8 0.1 0.3 0.4 0.3 -0.5 -0.7 0.1 0.2 BUND 0.6 0.6 0.2 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.3 0.1 0.1 -0.0 0.1 -0.0 0.0 0.1 -0.0 0.2 -0.2 0.1 0.8 0.0 0.1 0.0 0.1 -0.1 0.0 0.3 0.2 0.1 0.1 0.2 -0.7 -0.7 -0.6 -0.2 BUXL 0.6 0.6 0.1 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.3 0.1 0.0 0.0 0.0 0.0 0.0 0.1 -0.0 0.2 -0.3 0.2 0.2 0.0 0.1 -0.0 0.1 -0.1 0.1 0.2 0.3 0.3 0.2 0.1 -0.7 -0.7 -0.4 0.4 CAC 0.6 0.3 -0.5 0.0 0.0 0.0 0.1 -0.0 0.1 0.2 -0.0 0.2 0.6 0.2 0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.0 0.2 0.2 0.2 -0.9 0.0 0.1 0.0 0.1 0.0 0.1 0.1 0.1 -0.1 -0.3 0.1 0.2 0.2 0.5 0.3 CAD 0.6 0.1 -0.2 0.0 -0.0 0.0 0.1 0.0 0.1 0.1 -0.3 0.2 -0.5 0.1 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.1 0.1 -0.3 0.1 0.4 0.0 0.0 -0.1 0.1 -0.2 0.1 0.0 0.4 -0.3 -0.6 -0.5 -0.6 -0.7 -0.2 -0.5 CANOLA 0.3 -0.2 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.2 0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.4 -0.3 -0.4 -0.5 -0.5 -0.3 -0.0 0.1 CHF 0.6 0.5 -0.4 0.0 -0.0 0.0 0.1 0.0 0.1 0.0 -0.1 0.2 0.2 0.2 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.0 0.2 0.0 0.2 -1.2 0.0 0.0 0.0 0.1 -0.0 0.1 -1.1 0.3 0.4 0.4 -0.4 -0.7 -0.7 -0.7 -0.7 COCOA 0.0 0.6 0.1 -0.0 -0.1 -0.2 -0.1 -0.3 -0.0 -0.1 0.5 0.1 0.7 0.2 0.2 0.2 -0.0 0.1 0.0 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 -0.0 0.2 0.0 0.3 0.1 0.0 0.5 0.6 0.6 0.6 0.4 -0.1 0.7 0.4 COFFEE 0.1 0.6 0.6 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.1 -0.1 0.1 -0.3 0.2 0.1 0.3 0.1 0.2 0.1 0.1 0.1 0.2 -0.1 0.2 -2.7 0.1 0.0 0.1 0.1 0.0 0.1 0.4 0.5 0.6 0.6 0.6 -0.7 -0.7 -0.7 -0.4 COPPER 0.6 0.6 -0.1 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.1 -0.2 0.1 -0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.0 0.1 -0.2 0.1 -0.9 0.0 -0.0 -0.0 0.0 -0.1 0.1 0.1 0.2 0.4 0.1 0.0 -0.1 -0.5 0.2 -0.5 CORN 0.0 0.1 -0.4 -0.0 -0.1 -0.1 -0.1 -0.3 -0.0 0.2 -0.5 0.0 -0.7 -0.1 -0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.2 0.0 -0.5 -0.0 -2.7 -0.0 0.1 -0.1 0.1 -0.4 0.0 -0.2 0.5 0.1 -0.0 0.1 -0.3 -0.2 0.1 0.1 COTTON2 0.0 -0.6 -0.3 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 -0.2 -0.0 -0.4 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.2 -0.2 -2.7 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 0.0 -0.4 -0.6 -0.3 -0.5 -0.4 -0.0 0.1 CRUDE_W -0.3 -0.5 0.2 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.1 0.2 -0.1 0.3 -0.1 -0.0 0.1 0.2 0.2 0.2 -0.0 0.1 -0.1 0.3 -0.1 -0.7 -0.0 -0.1 0.1 -0.0 0.3 -0.0 -1.1 0.1 0.3 0.3 0.3 0.7 0.4 0.7 0.4 DAX 0.6 0.6 -0.4 0.0 0.0 0.0 0.1 -0.0 0.1 0.2 -0.0 0.2 0.5 0.2 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.0 0.2 0.1 0.2 2.5 0.1 0.1 0.0 0.1 0.0 0.1 -0.3 0.5 0.6 0.4 0.2 0.2 0.1 0.5 0.4 DOW 0.6 0.6 -0.2 0.0 0.0 0.0 0.1 -0.0 0.1 0.1 0.1 0.2 0.4 0.2 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.1 0.2 0.1 0.2 -1.5 0.0 0.0 0.0 0.1 0.0 0.1 -0.4 0.4 0.5 0.4 0.1 -0.5 -0.2 -0.7 -0.2 DX -0.6 -0.6 0.2 0.0 -0.0 0.0 0.0 0.0 0.0 0.1 0.2 -0.1 -0.1 -0.1 -0.0 0.1 0.1 0.1 0.1 -0.1 0.0 -0.0 0.1 -0.1 -2.7 -0.0 0.0 0.0 -0.0 0.1 -0.0 0.8 -0.1 -0.6 -0.6 0.4 0.4 0.2 0.5 0.6 EUR 0.6 0.6 -0.2 0.0 -0.0 0.0 0.0 0.0 0.0 -0.1 -0.1 0.0 0.2 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.1 -0.0 -0.0 -0.1 0.1 1.4 0.0 -0.1 -0.0 -0.0 -0.0 0.0 -0.4 -0.5 -0.2 0.2 -0.2 -0.5 -0.5 -0.5 -0.2 EURIBOR-ICE 0.5 0.6 0.6 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 0.1 0.1 -0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.2 -0.1 0.2 2.2 0.0 0.0 0.0 0.0 -0.0 0.0 -0.5 0.3 0.2 0.3 0.5 -0.7 -0.7 0.1 0.7 EUROSTX 0.6 0.5 -0.3 0.0 0.0 0.0 0.1 -0.0 0.1 0.2 0.0 0.2 0.6 0.2 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.2 0.2 0.2 0.6 0.1 0.1 0.0 0.1 0.1 0.1 0.2 0.2 0.2 0.2 0.3 0.1 0.2 0.3 0.5 FEEDCOW -0.2 -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 -0.2 -0.4 -0.2 -0.4 -0.2 -0.1 -0.1 0.0 -0.2 -0.2 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -1.1 -0.2 -0.6 -0.6 -0.4 0.4 0.0 0.7 0.3 GASOIL -0.3 -0.6 0.1 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 0.2 -0.1 0.3 -0.1 -0.1 0.2 0.4 0.4 0.4 -0.1 0.1 -0.1 0.3 -0.1 1.1 -0.0 -0.1 0.1 -0.1 0.2 -0.0 0.0 -0.1 -0.0 0.0 0.2 -0.3 -0.0 -0.4 -0.2 GASOLINE -0.0 -0.5 -0.5 -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 0.2 0.4 -0.1 -0.0 -0.1 0.2 -0.1 -2.7 -0.0 -0.0 0.0 -0.0 0.2 -0.0 0.4 0.3 0.5 0.4 -0.4 0.7 0.4 0.7 0.3 GAS_US_mini -0.6 -0.5 0.3 -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 -0.0 -0.1 -0.1 -0.1 -0.1 -1.1 -0.1 -0.6 -0.4 -0.5 -0.5 0.2 -0.7 0.1 GBP 0.6 0.5 -0.4 0.0 -0.0 0.0 0.0 0.0 0.1 0.0 -0.1 0.1 0.2 0.1 0.0 -0.0 -0.0 -0.0 -0.0 0.1 0.0 0.1 -0.0 0.1 0.1 0.0 -0.0 0.0 0.0 -0.0 0.1 0.2 0.0 0.1 0.2 -0.2 -0.3 0.1 -0.2 0.7 GOLD_micro 0.3 0.6 0.0 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.0 0.0 0.1 0.2 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 0.1 0.0 0.2 -0.9 0.0 -0.0 0.0 0.0 0.0 0.1 -0.9 0.5 0.3 0.6 0.3 -0.4 -0.7 -0.4 -0.7 HEATOIL -0.2 -0.6 -0.1 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 0.2 -0.1 0.2 -0.1 -0.1 0.3 0.4 0.4 0.4 -0.1 0.0 -0.1 0.3 -0.1 -2.5 -0.0 -0.1 0.1 -0.0 0.2 -0.0 0.2 -0.1 0.1 0.1 0.0 0.4 -0.0 0.2 -0.2 JGB-SGX-mini 0.6 0.5 -0.3 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.0 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 -0.0 0.4 -0.0 0.0 0.1 -0.7 0.5 0.6 JPY 0.6 0.6 -0.1 0.0 -0.0 0.0 0.0 0.0 0.0 0.1 -0.3 0.1 -0.4 0.1 -0.1 -0.3 -0.3 -0.4 -0.4 -0.0 -0.1 0.1 -0.5 0.0 2.7 -0.0 0.0 -0.2 0.0 -0.3 0.0 -1.1 0.0 -0.3 -0.5 -0.5 -0.2 -0.7 0.1 -0.7 LEANHOG -0.4 -0.1 0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.0 -0.1 -0.2 -0.1 -0.1 -0.4 0.3 -0.0 0.3 -0.1 -0.1 -0.1 -0.3 -0.1 1.6 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 1.1 0.1 -0.3 -0.2 -0.1 -0.4 -0.2 0.2 0.5 LIVECOW -0.5 -0.6 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.1 0.1 -0.2 0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 -0.4 -0.1 -0.6 -0.6 -0.3 -0.0 -0.4 0.2 -0.2 LUMBER-new 0.3 0.6 -0.0 -0.0 -0.1 -0.2 -0.1 -0.3 -0.0 -0.2 -0.4 -0.2 -0.8 0.2 0.1 -0.3 -0.3 -0.4 -0.3 0.1 -0.1 -0.1 -0.4 0.1 NaN 0.0 -0.1 -0.0 -0.1 -0.1 0.0 -1.2 -0.3 0.1 0.6 0.4 -0.6 -0.8 -0.4 -0.7 MILK -0.4 -0.5 -0.3 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.1 -0.4 -0.1 -0.5 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.2 1.0 -0.1 0.0 -0.2 -0.0 -0.3 -0.1 -1.1 0.2 -0.6 -0.6 -0.3 -0.7 -0.7 -0.7 -0.7 MXP 0.5 0.3 -0.5 0.0 -0.0 0.0 0.0 0.0 0.1 -0.1 0.3 0.1 0.5 0.1 0.1 0.3 0.3 0.3 0.3 0.1 0.1 0.0 0.4 0.1 -2.7 0.0 -0.0 0.1 -0.0 0.2 0.0 1.1 -0.4 -0.4 0.1 0.1 0.3 0.5 0.6 0.7 NASDAQ_micro 0.6 0.4 -0.1 0.0 0.0 0.0 0.0 -0.0 0.0 -0.1 0.3 0.1 0.4 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.1 0.1 0.4 0.2 -2.7 0.0 -0.0 0.1 0.0 0.1 0.0 -0.3 -0.4 -0.1 0.1 0.3 0.2 -0.3 0.3 -0.4 NIKKEI 0.4 0.3 -0.3 0.0 0.0 0.0 0.1 -0.0 0.1 -0.1 0.4 0.0 0.6 0.2 0.1 0.2 0.2 0.2 0.2 0.2 0.1 -0.0 0.5 0.1 -1.6 0.0 -0.1 0.1 -0.0 0.2 0.0 1.1 -0.5 -0.6 0.0 0.5 -0.3 0.0 -0.2 0.2 NZD 0.6 0.5 0.1 0.0 -0.0 0.0 0.0 0.0 0.0 0.0 -0.1 0.1 -0.1 0.1 0.1 0.0 0.0 0.0 0.0 0.1 0.0 0.1 -0.1 0.1 0.1 0.0 0.0 0.0 0.0 -0.0 0.1 0.2 0.2 0.1 -0.1 0.1 -0.1 -0.4 0.0 0.2 OAT 0.6 0.6 0.2 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.0 0.1 -0.3 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.2 -0.2 0.2 1.1 0.0 0.1 0.0 0.1 -0.0 0.0 0.8 0.2 0.2 0.2 0.2 -0.7 -0.7 -0.2 0.3 OATIES 0.4 -0.6 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.1 0.1 -0.1 -0.0 -0.1 -0.2 -0.2 -0.3 -0.3 -0.1 -0.1 0.0 -0.1 -0.0 -2.7 -0.0 0.0 -0.0 0.0 -0.0 -0.0 -1.1 0.4 -0.1 -0.6 -0.4 0.2 0.4 0.6 0.7 OJ 0.1 -0.6 0.3 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 0.5 0.0 0.7 0.1 0.2 0.4 0.4 0.4 0.4 0.2 0.2 -0.1 0.5 0.1 -2.7 0.1 -0.1 0.2 -0.0 0.4 0.0 1.1 -0.5 0.6 0.6 0.6 0.3 0.3 0.7 0.7 PALLAD 0.0 -0.1 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 -0.5 -0.1 0.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.3 -0.5 -0.6 -0.6 -0.5 -0.1 -0.3 0.3 -0.1 PLAT 0.4 0.4 -0.1 0.0 -0.1 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 -0.0 -0.1 0.0 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 -0.4 0.4 -0.3 REDWHEAT 0.2 -0.1 -0.6 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.2 -0.5 0.1 -0.7 -0.0 -0.2 -0.1 -0.0 -0.1 -0.1 -0.2 -0.2 0.1 -0.5 -0.1 -2.2 -0.1 0.1 -0.2 0.1 -0.2 -0.0 -0.1 0.5 0.0 -0.6 -0.6 -0.7 -0.7 -0.7 -0.5 RICE 0.6 0.3 0.2 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.2 0.4 0.1 0.4 0.2 0.1 -0.3 0.1 -0.3 -0.1 0.2 0.2 -0.0 0.2 0.2 -2.7 0.1 -0.1 0.1 -0.0 0.1 0.0 0.1 -0.5 0.6 0.6 0.6 -0.0 -0.5 0.5 -0.2 ROBUSTA 0.6 0.3 -0.3 -0.0 -0.1 -0.1 -0.0 -0.2 -0.0 0.1 0.3 0.1 0.5 0.2 0.1 0.4 0.4 0.4 0.4 0.2 0.1 0.2 0.4 0.2 -2.6 0.1 0.0 0.1 0.1 0.2 0.1 1.1 0.5 0.6 0.6 0.5 -0.3 -0.4 0.2 0.0 RUSSELL 0.6 0.4 -0.4 0.0 0.0 0.0 0.0 -0.0 0.0 0.1 -0.1 0.1 -0.2 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 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 0.6 0.6 0.4 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.3 0.1 0.0 -0.4 -0.3 -0.4 -0.4 0.0 -0.0 0.2 -0.2 0.1 1.3 0.0 0.1 -0.0 0.1 -0.1 0.0 -1.1 0.4 0.0 -0.1 0.2 -0.4 -0.7 -0.2 -0.7 SILVER-mini 0.6 0.5 -0.1 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.0 -0.0 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.1 -0.0 0.2 1.0 0.0 -0.1 0.0 0.0 0.0 0.1 -0.1 0.3 0.4 0.3 0.2 -0.6 -0.7 -0.0 -0.7 SMI 0.6 -0.0 -0.4 0.0 0.0 0.0 0.1 -0.0 0.1 0.2 -0.2 0.2 0.0 0.1 -0.0 0.1 0.1 0.1 0.1 0.0 -0.1 0.2 -0.2 0.2 1.1 0.0 0.1 -0.1 0.1 -0.1 0.1 0.8 0.1 -0.4 -0.6 -0.0 -0.2 -0.3 -0.0 -0.2 SOFR 0.6 0.6 0.0 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.1 0.1 0.0 0.0 -0.0 0.0 -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 0.1 0.1 0.1 0.0 0.1 -0.7 -0.7 -0.2 -0.3 SOYBEAN -0.0 0.2 -0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 0.2 -0.2 0.2 0.0 -0.0 0.4 0.4 0.3 0.3 0.0 0.0 -0.1 0.1 -0.0 -2.7 0.1 -0.0 0.1 0.0 0.1 0.0 1.1 0.2 0.2 0.6 0.5 -0.7 -0.6 -0.7 -0.3 SOYMEAL -0.3 0.6 0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 0.1 0.0 0.1 0.4 0.4 0.4 0.3 0.1 0.1 -0.1 0.1 -0.0 -2.7 0.0 -0.0 0.1 -0.0 0.1 -0.0 1.1 -0.3 -0.2 0.6 0.5 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.6 -0.4 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 -0.0 -0.1 0.1 0.2 0.1 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 0.9 0.2 0.5 -0.2 -0.3 -0.3 0.0 0.2 0.5 SP400 0.6 0.3 -0.5 0.0 0.0 0.0 0.0 -0.0 0.0 0.1 -0.1 0.1 -0.0 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.1 -0.0 0.1 -0.1 0.2 -1.2 0.0 0.0 -0.0 0.1 -0.0 0.0 0.1 0.1 0.0 -0.1 -0.2 -0.4 -0.4 -0.5 -0.7 SP500_micro 0.6 0.5 -0.3 0.0 0.0 0.0 0.1 -0.0 0.1 -0.0 0.2 0.2 0.3 0.2 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.1 0.1 0.2 0.2 -2.7 0.0 0.0 0.1 0.0 0.1 0.1 -0.4 -0.3 0.1 0.1 0.1 0.0 -0.3 0.1 -0.4 SUGAR11 -0.6 -0.4 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 0.4 -0.2 0.6 -0.1 0.1 0.4 0.4 0.4 0.4 0.0 0.1 -0.2 0.5 -0.1 -2.7 -0.0 -0.1 0.1 -0.1 0.4 -0.1 1.1 -0.5 -0.6 -0.1 0.6 -0.3 -0.5 0.4 0.2 US10 0.6 0.6 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 -0.0 0.1 -0.2 0.1 0.2 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.5 0.0 0.1 -0.0 -0.0 -0.7 -0.7 -0.2 0.1 US10U 0.6 0.6 0.0 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.2 0.1 -0.3 0.1 0.0 0.1 -0.0 0.0 0.0 0.0 -0.1 0.1 -0.3 0.1 -0.3 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 0.1 0.1 -0.1 -0.1 -0.7 -0.7 0.1 0.5 US2 0.6 0.6 0.6 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 -0.0 0.1 -0.3 0.1 1.0 0.0 0.0 -0.0 0.0 -0.1 0.0 -1.1 0.2 0.0 -0.0 0.1 -0.5 -0.7 -0.2 -0.7 US20 0.6 0.6 -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 -0.1 0.1 -0.2 0.1 -0.2 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.0 0.1 0.1 -0.0 -0.1 -0.4 -0.7 0.4 0.7 US30 0.6 0.6 -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 -0.0 0.0 -0.1 0.0 -0.3 0.1 0.1 -0.0 -0.1 -0.2 -0.7 0.7 0.7 US5 0.6 0.6 0.3 0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 -0.1 0.1 -0.2 0.1 0.0 -0.2 -0.2 -0.2 -0.2 0.0 -0.0 0.1 -0.2 0.1 0.4 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.9 0.1 0.0 -0.0 0.0 -0.7 -0.7 -0.5 -0.5 VIX -0.9 -0.7 0.5 -0.1 -0.0 -0.2 -0.0 -0.4 -0.1 -0.2 -0.7 -0.3 -1.0 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.2 -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 0.2 -0.5 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.2 -0.5 0.1 -0.7 0.0 -0.1 -0.3 -0.2 -0.3 -0.2 -0.1 -0.2 0.1 -0.5 0.0 -0.6 -0.0 0.1 -0.2 0.1 -0.3 0.0 -1.0 0.5 0.1 -0.1 -0.4 -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 19.8 18.3 2.8 2.8 -0.2 1.0 3.3 0.7 4.5 -6.0 -6.3 8.7 -9.1 11.0 5.7 -2.7 -3.0 -3.0 -3.0 6.6 -1.4 6.3 -6.5 11.0 3.3 3.0 -2.2 -0.2 2.8 -2.2 4.8 -1.1 -1.8 -4.9 0.6 -0.4 -10.7 -16.2 -3.0 6.0 BITCOIN -2.9 20.0 11.6 2.8 -11.9 0.0 -1.3 -0.2 4.0 20.0 20.0 20.0 17.5 20.0 20.0 -10.1 -5.9 -8.7 -7.4 20.0 20.0 20.0 12.4 20.0 -20.0 8.2 13.5 5.7 9.5 3.0 8.6 -1.0 20.0 20.0 20.0 20.0 -5.2 20.0 -1.0 20.0 BOBL 18.4 18.9 10.0 1.0 3.8 -1.0 3.5 -2.1 2.8 7.6 -2.0 7.8 -6.3 7.9 5.3 -8.2 -3.3 -0.7 -2.9 6.0 0.3 15.9 -5.6 11.4 8.2 2.0 6.0 0.3 5.4 -1.3 3.9 -3.6 10.4 2.4 2.3 6.5 -17.3 -20.0 -11.4 -18.0 BTP 20.0 20.0 -2.1 1.6 6.1 -1.6 5.7 -3.3 4.4 12.1 2.0 13.2 2.2 13.6 8.8 7.0 7.6 7.0 6.9 12.5 2.9 20.0 -3.1 20.0 -8.0 3.3 6.1 0.9 5.9 -0.4 5.5 14.9 5.8 9.0 11.7 7.8 -13.6 -20.0 2.4 6.3 BUND 20.0 20.0 5.6 1.1 4.2 -1.1 3.9 -2.3 3.1 8.5 -2.1 9.1 -7.2 9.2 5.1 -1.1 3.9 -1.3 0.7 6.8 -0.3 17.3 -7.0 13.1 5.9 2.2 6.5 0.1 5.6 -1.4 4.2 6.6 10.2 4.6 4.3 5.9 -20.0 -20.0 -18.8 -5.3 BUXL 20.0 20.0 3.7 1.3 5.0 -1.3 4.6 -2.7 3.6 10.0 -3.8 10.9 -9.3 10.9 3.4 0.1 0.7 0.3 0.6 6.4 -3.2 20.0 -11.0 14.9 1.4 2.1 8.3 -0.6 6.3 -2.3 4.7 3.8 12.4 9.0 5.7 2.0 -19.5 -20.0 -12.8 12.5 CAC 20.0 9.5 -14.4 3.6 5.1 0.0 6.9 -0.2 7.2 20.0 -1.2 20.0 15.7 20.0 6.9 -7.3 -3.4 -6.5 -5.5 11.3 -0.3 20.0 5.7 20.0 -7.1 3.9 9.2 0.1 9.4 1.2 8.6 2.7 3.8 -2.2 -8.3 3.0 6.9 5.2 14.2 10.5 CAD 19.3 3.5 -5.6 4.3 -0.3 1.6 5.0 1.1 6.9 5.9 -12.5 15.8 -14.6 13.7 -2.2 -2.6 -2.3 -2.5 -2.5 0.2 -8.3 15.7 -10.5 12.6 3.0 0.1 2.4 -4.1 7.9 -4.7 6.4 0.0 16.2 -9.0 -18.5 -15.4 -16.7 -20.0 -5.7 -15.9 CANOLA 8.3 -6.5 -20.0 -1.2 -4.4 -2.4 -2.9 -3.2 -1.0 -9.0 -3.2 -7.1 -4.0 -4.6 -8.0 -8.6 1.8 -9.7 -5.2 -8.5 -8.2 -11.6 -6.5 -7.7 -20.0 -3.2 -5.3 -3.1 -3.7 -2.8 -2.8 -1.0 -17.7 -10.4 -12.3 -14.2 -13.6 -8.1 -0.0 4.2 CHF 20.0 14.4 -13.0 4.0 -0.3 1.5 4.7 1.0 6.5 4.9 -4.9 16.4 6.3 18.5 6.1 -15.9 -15.1 -16.4 -15.9 11.4 1.0 20.0 0.7 20.0 -8.7 3.6 2.5 0.1 7.1 -0.1 7.6 -20.0 14.1 11.8 13.4 -12.6 -20.0 -20.0 -20.0 -20.0 COCOA 1.5 20.0 4.2 -3.0 -10.6 -5.7 -6.8 -7.5 -2.4 -10.3 20.0 11.3 20.0 20.0 20.0 12.4 -0.8 3.4 0.5 20.0 20.0 15.3 20.0 20.0 -20.0 8.7 -3.0 8.5 2.9 8.4 7.5 0.7 20.0 20.0 20.0 20.0 13.1 -2.2 20.0 13.4 COFFEE 3.7 20.0 17.7 -2.1 -7.6 -4.1 -4.9 -5.4 -1.7 11.6 -2.5 12.5 -9.1 14.8 13.7 15.3 3.7 7.9 4.8 13.5 4.9 18.5 -3.1 17.4 -20.0 5.3 5.2 2.6 6.4 0.3 6.6 8.2 20.0 20.0 20.0 20.0 -20.0 -20.0 -20.0 -12.4 COPPER 19.0 17.4 -1.8 2.2 -9.4 0.0 -1.0 -0.2 3.2 -12.3 -8.7 10.6 -5.1 13.9 4.9 -7.0 -4.7 -7.4 -6.3 7.5 -2.1 7.2 -6.6 13.7 -6.7 3.9 -4.1 -0.1 3.0 -2.0 6.2 1.0 6.4 11.8 3.7 1.1 -3.8 -16.0 4.6 -14.0 CORN 0.7 3.0 -12.1 -2.8 -10.0 -5.4 -6.5 -7.1 -2.3 18.2 -20.0 3.1 -20.0 -8.1 -10.8 -7.8 -0.2 -6.8 -4.9 -7.0 -17.4 4.1 -20.0 -1.7 -20.0 -0.8 11.7 -5.0 7.0 -9.7 2.4 -3.1 20.0 2.5 -0.6 3.3 -8.1 -5.8 3.5 3.5 COTTON2 0.3 -20.0 -9.5 -2.3 -8.3 -4.5 -5.4 -5.9 -1.9 -6.4 -7.5 -2.7 -10.4 -13.1 -13.6 -7.3 0.8 -6.2 -3.2 -19.0 -12.1 -8.8 -6.8 -16.1 -20.0 -5.8 -0.8 -3.3 -2.7 -0.8 -5.2 -0.7 1.0 -12.7 -20.0 -9.0 -15.8 -12.7 -0.6 3.7 CRUDE_W -9.1 -14.7 4.8 -3.5 -5.5 0.4 -4.8 2.8 -5.0 -16.4 8.7 -10.0 7.9 -11.9 -3.9 7.1 10.7 10.1 10.7 -3.9 6.7 -11.7 11.2 -10.3 -5.1 -1.5 -6.4 4.0 -4.5 7.2 -4.2 -19.8 3.7 8.8 10.2 9.8 20.0 11.4 20.0 12.2 DAX 20.0 18.2 -12.8 3.4 4.7 0.0 6.4 -0.2 6.7 20.0 -1.0 20.0 13.0 20.0 11.6 -10.5 -8.5 -10.1 -9.5 20.0 3.0 20.0 2.6 20.0 19.0 4.7 9.8 0.6 10.4 0.0 9.2 -5.2 20.0 20.0 12.9 6.2 5.5 4.0 13.6 13.4 DOW 20.0 20.0 -6.7 2.6 3.7 0.0 5.0 -0.1 5.2 12.4 5.1 16.5 9.9 17.2 10.6 -10.4 -9.2 -10.6 -10.4 20.0 6.8 20.0 2.8 20.0 -10.9 4.0 4.8 1.3 7.1 1.0 7.2 -6.7 17.0 14.0 11.4 2.6 -15.7 -5.5 -20.0 -7.1 DX -20.0 -20.0 7.3 2.6 -0.2 1.0 3.0 0.7 4.1 7.5 6.1 -7.2 -3.1 -9.8 -2.7 6.4 6.1 6.9 6.6 -6.0 1.6 -4.4 4.3 -10.6 -20.0 -2.2 2.5 0.7 -1.6 1.9 -3.8 14.9 -3.2 -20.0 -20.0 13.3 10.6 6.0 14.2 16.8 EUR 18.0 19.0 -6.8 2.8 -0.2 1.1 3.4 0.7 4.6 -13.0 -4.7 2.1 4.3 8.9 4.3 -5.7 -6.7 -6.2 -6.4 6.1 -0.1 -3.4 -2.5 7.2 10.5 2.4 -5.9 -0.0 -1.2 -0.9 2.8 -7.2 -20.0 -6.2 4.8 -6.3 -15.0 -14.5 -13.7 -5.6 EURIBOR-ICE 14.3 20.0 19.8 1.0 3.6 -0.9 3.4 -2.0 2.6 7.3 2.8 7.7 -4.0 8.0 7.6 -2.9 -6.7 -4.6 -6.1 10.8 5.0 18.0 -2.4 14.7 16.2 2.6 4.8 1.2 4.3 -0.3 3.5 -8.9 12.8 5.2 9.7 14.4 -20.0 -20.0 3.8 20.0 EUROSTX 20.0 15.7 -9.4 3.4 4.8 0.0 6.6 -0.2 6.9 20.0 1.2 20.0 15.3 20.0 12.1 -6.5 -3.1 -6.0 -5.1 18.9 5.5 20.0 7.5 20.0 4.2 5.4 8.4 1.6 8.8 1.4 8.8 3.3 8.1 7.6 6.8 10.2 2.8 6.4 7.9 15.0 FEEDCOW -7.6 -20.0 -20.0 -1.2 -4.1 -2.2 -2.7 -3.0 -0.9 -5.5 -4.8 -7.1 2.1 -8.3 -8.5 -11.6 -20.0 -12.5 -19.1 -16.1 -8.2 -14.6 0.5 -17.5 -1.3 -2.9 -1.3 -1.2 -1.8 1.0 -2.7 -20.0 -7.3 -20.0 -20.0 -10.9 13.4 0.8 20.0 8.7 GASOIL -9.0 -20.0 3.0 -3.0 -4.7 0.4 -4.1 2.4 -4.3 -14.2 8.0 -12.4 7.3 -13.3 -9.6 11.3 20.0 19.7 20.0 -7.2 5.1 -14.3 12.3 -12.8 8.4 -2.2 -7.2 2.5 -5.3 4.8 -4.5 0.0 -3.7 -0.1 0.9 6.6 -7.8 -1.1 -13.1 -6.6 GASOLINE -0.4 -14.5 -15.6 -3.2 -5.0 0.4 -4.4 2.6 -4.5 -14.1 3.3 -3.7 5.0 -8.4 -11.6 -4.5 20.0 9.9 20.0 -7.7 -1.3 -7.5 6.8 -7.7 -20.0 -3.1 -3.9 0.0 -1.7 4.8 -2.1 7.3 11.6 16.2 11.2 -11.7 20.0 11.3 20.0 8.3 GAS_US_mini -20.0 -14.1 9.5 -3.0 -4.7 0.4 -4.1 2.4 -4.3 -13.4 -14.7 -15.9 -17.1 -16.4 -15.9 -19.0 -20.0 -20.0 -20.0 -20.0 -17.7 -20.0 -20.0 -20.0 20.0 -5.1 -3.4 -2.7 -5.7 -1.8 -6.8 -20.0 -3.6 -20.0 -11.1 -15.3 -15.1 6.4 -20.0 2.2 GBP 20.0 16.3 -11.1 2.9 -0.2 1.1 3.4 0.7 4.6 0.5 -4.4 10.8 6.5 12.5 4.1 -0.6 -0.7 -0.6 -0.6 7.6 0.8 9.1 -0.4 13.6 0.9 2.7 -0.7 0.1 3.2 -0.6 5.0 3.0 1.5 1.6 5.3 -6.4 -10.1 3.0 -6.4 20.0 GOLD_micro 10.7 19.1 1.0 1.9 -8.2 0.0 -0.9 -0.2 2.8 -2.1 1.0 9.2 4.5 13.4 13.0 -14.6 -14.8 -15.9 -15.9 12.6 5.1 11.5 1.6 16.4 -6.5 4.1 -1.1 1.7 3.6 0.9 5.3 -16.3 20.0 9.8 20.0 8.6 -13.3 -20.0 -12.7 -20.0 HEATOIL -7.6 -20.0 -1.6 -3.0 -4.7 0.4 -4.1 2.4 -4.2 -14.0 6.4 -12.5 5.8 -12.3 -9.8 17.4 20.0 20.0 20.0 -7.6 3.0 -14.2 9.6 -12.6 -18.9 -2.5 -5.8 2.0 -4.2 5.4 -4.0 3.5 -5.2 3.6 4.0 0.2 11.2 -1.3 6.5 -6.9 JGB-SGX-mini 20.0 15.5 -10.0 0.9 3.5 -0.9 3.2 -1.9 2.6 6.0 -1.5 6.9 1.9 6.8 3.9 16.5 19.4 16.7 16.8 4.6 -0.0 11.4 -0.5 10.1 -2.1 1.1 2.9 -0.4 3.5 -0.7 3.0 20.0 -0.6 11.6 -0.7 1.3 4.1 -20.0 15.6 18.2 JPY 20.0 20.0 -2.0 2.4 -0.2 0.9 2.8 0.6 3.8 6.8 -11.6 9.5 -12.1 7.0 -6.5 -17.1 -16.2 -18.1 -17.5 -3.7 -12.8 7.8 -18.5 4.6 20.0 -2.1 2.7 -6.0 3.9 -7.9 2.1 -20.0 1.5 -8.8 -13.9 -15.4 -5.0 -20.0 1.9 -20.0 LEANHOG -11.3 -3.1 1.4 -1.5 -5.5 -3.0 -3.6 -3.9 -1.3 1.2 -1.5 -5.2 -6.6 -5.4 -7.0 -20.0 14.7 -0.7 15.3 -8.6 -8.0 -8.3 -9.8 -10.1 12.3 -2.9 -1.4 -4.4 -2.0 -7.2 -2.7 20.0 5.6 -10.2 -7.4 -3.4 -11.1 -5.4 7.5 13.8 LIVECOW -14.2 -20.0 -20.0 -1.4 -5.0 -2.7 -3.2 -3.5 -1.1 -7.0 -3.4 -9.2 4.1 -10.2 -9.8 -5.0 -4.9 -10.7 -8.0 -16.6 -7.3 -16.1 1.9 -19.1 0.0 -3.3 -1.9 -1.0 -2.3 1.7 -3.3 -8.1 -2.8 -20.0 -20.0 -10.0 -0.3 -12.9 4.5 -5.5 LUMBER-new 7.9 15.6 -1.1 -3.2 -11.6 -6.0 -7.5 -6.8 -2.7 -20.0 -12.3 -12.9 -20.0 15.4 9.6 -13.9 -14.6 -15.1 -14.9 8.5 -4.3 -5.2 -13.0 8.6 NaN 2.9 -6.0 -0.9 -4.7 -3.2 1.4 -20.0 -11.9 2.9 15.8 9.7 -16.1 -20.0 -9.4 -17.3 MILK -12.8 -14.1 -8.5 -2.1 -7.6 -4.1 -4.9 -5.4 -1.7 7.0 -13.0 -13.4 -14.7 -16.1 -15.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -12.6 -20.0 -20.0 7.2 -5.9 2.1 -5.7 -3.4 -7.2 -6.3 -20.0 9.1 -20.0 -19.5 -8.3 -20.0 -20.0 -20.0 -20.0 MXP 14.2 10.3 -16.6 3.1 -0.2 1.2 3.7 0.8 5.0 -6.4 9.6 6.8 13.5 12.1 7.8 13.1 16.0 13.7 14.7 8.7 7.3 0.2 13.1 8.9 -20.0 3.1 -3.0 2.8 -0.3 5.2 3.1 20.0 -15.9 -12.6 4.4 1.9 8.9 13.7 18.3 20.0 NASDAQ_micro 20.0 12.3 -3.3 2.1 3.0 0.0 4.1 -0.1 4.3 -7.4 10.0 9.4 10.7 12.8 10.1 -10.3 -8.9 -10.0 -9.8 14.8 11.8 6.0 13.2 16.3 -20.0 3.5 -1.1 2.9 1.6 4.0 4.0 -5.9 -18.0 -1.9 2.9 8.7 7.5 -9.2 7.7 -11.8 NIKKEI 13.5 9.5 -7.9 2.9 4.1 0.0 5.6 -0.2 5.8 -16.0 15.7 3.8 15.8 14.0 13.5 9.9 10.0 7.7 8.7 13.9 13.8 -2.0 17.8 11.5 -12.0 4.2 -5.7 4.7 -1.2 6.8 3.4 20.0 -20.0 -20.0 1.0 14.4 -8.4 0.8 -5.7 6.8 NZD 20.0 15.1 3.5 2.5 -0.2 0.9 2.9 0.6 4.0 3.6 -4.8 10.0 -1.6 11.0 6.0 0.1 0.2 0.0 0.1 7.7 0.0 12.3 -4.4 13.8 1.0 3.1 1.0 0.4 4.4 -1.1 5.1 4.3 8.5 2.7 -1.8 2.3 -3.4 -13.4 0.7 7.1 OAT 20.0 20.0 4.7 1.2 4.5 -1.2 4.2 -2.5 3.3 9.1 -0.9 9.8 -7.1 9.9 5.8 5.3 7.4 5.7 6.2 8.1 0.3 18.5 -6.4 14.8 8.2 2.5 6.5 0.3 5.6 -1.3 4.5 14.2 10.3 6.8 6.3 7.0 -20.0 -20.0 -7.1 8.8 OATIES 12.3 -20.0 -20.0 -1.2 -4.1 -2.2 -2.7 -2.9 -0.9 7.7 -4.1 5.7 -3.5 -3.6 -7.7 -9.9 -9.6 -15.3 -14.8 -10.4 -7.8 4.6 -2.1 -3.8 -20.0 -2.5 2.0 -1.8 1.0 -0.5 -1.1 -20.0 16.9 -3.2 -20.0 -10.9 5.1 10.7 19.0 20.0 OJ 3.7 -20.0 10.1 -2.3 -8.1 -4.4 -5.3 -5.8 -1.9 -16.5 17.5 1.3 18.7 7.2 14.5 18.6 20.0 20.0 20.0 20.0 20.0 -14.2 20.0 12.3 -20.0 6.5 -6.0 8.6 -1.4 9.8 3.2 20.0 -20.0 20.0 20.0 20.0 7.8 9.9 20.0 20.0 PALLAD 1.3 -3.7 -0.1 1.2 -4.9 0.0 -0.6 -0.1 1.7 -9.3 -9.8 -6.5 -10.7 -6.3 -7.6 -2.3 -2.6 -2.5 -2.6 -13.6 -15.5 -16.4 -19.7 -13.2 5.5 -3.7 -5.1 -3.2 -4.2 -2.8 -3.9 5.8 -20.0 -20.0 -20.0 -16.9 -1.9 -7.7 9.1 -1.8 PLAT 12.8 11.2 -2.2 1.3 -5.7 0.0 -0.6 -0.1 1.9 -9.1 -8.0 6.2 -5.5 7.0 -0.5 -3.3 -2.8 -3.5 -3.3 0.8 -3.3 -0.4 -4.6 3.2 12.3 0.6 -5.3 -0.6 -0.9 -0.9 1.0 5.0 -1.0 -5.3 -3.5 3.8 -4.3 -12.9 10.7 -7.9 REDWHEAT 7.6 -3.8 -20.0 -2.4 -8.5 -4.6 -5.5 -6.0 -1.9 17.3 -18.6 10.4 -19.1 -3.6 -14.9 -4.4 -1.2 -5.1 -3.5 -20.0 -20.0 13.0 -20.0 -5.7 -16.2 -5.5 8.7 -7.0 5.2 -5.6 -0.7 -2.4 20.0 1.0 -18.8 -20.0 -20.0 -20.0 -20.0 -14.2 RICE 18.9 9.9 5.4 -2.7 -9.7 -5.2 -6.3 -6.9 -2.2 -19.0 15.5 7.1 10.6 13.9 13.3 -15.8 2.9 -14.9 -5.3 19.7 14.4 -2.9 9.2 16.9 -20.0 4.9 -9.3 3.5 -3.0 2.1 3.3 2.0 -20.0 20.0 20.0 20.0 -0.5 -16.1 16.2 -4.9 ROBUSTA 17.1 10.1 -8.6 -1.9 -6.8 -3.7 -4.4 -4.8 -1.6 12.2 12.5 13.9 13.0 14.0 11.9 20.0 20.0 20.0 20.0 14.3 12.0 17.3 14.6 17.8 -19.7 4.7 4.9 3.9 5.5 4.6 5.7 20.0 20.0 20.0 20.0 16.0 -8.6 -13.4 6.6 0.9 RUSSELL 20.0 11.6 -12.4 1.7 2.4 0.0 3.2 -0.1 3.3 6.6 -4.4 10.1 -5.0 10.1 -0.5 -5.9 -6.3 -6.6 -6.8 2.8 -3.3 13.6 -4.4 10.8 -1.6 0.9 3.5 -0.9 4.2 -0.8 3.5 -1.0 2.5 -2.3 -6.4 -7.6 -15.5 -13.7 -20.0 -20.0 SHATZ 17.5 17.6 13.4 1.0 3.7 -0.9 3.4 -2.0 2.7 7.4 -5.1 7.3 -7.5 6.1 1.9 -20.0 -16.4 -20.0 -20.0 3.8 -1.9 17.4 -8.0 10.2 9.4 1.4 7.6 -0.3 6.4 -2.0 3.7 -20.0 18.4 1.4 -1.7 4.7 -11.3 -20.0 -5.1 -20.0 SILVER-mini 20.0 14.9 -4.0 2.0 -8.6 0.0 -1.0 -0.2 2.9 -3.6 -1.4 10.6 3.4 13.7 8.5 -7.1 -6.6 -7.3 -7.1 11.2 2.4 10.7 -0.3 18.1 7.5 3.8 -7.2 1.6 1.6 0.9 5.2 -1.5 13.7 13.1 10.4 7.5 -18.1 -20.0 -0.8 -20.0 SMI 20.0 -1.0 -11.7 3.1 4.3 0.0 5.9 -0.2 6.2 18.2 -8.3 19.0 0.0 9.1 -1.0 5.3 2.6 4.2 2.8 0.4 -9.2 20.0 -7.8 14.4 8.0 0.8 8.1 -2.5 7.8 -2.9 5.6 14.6 2.1 -11.4 -20.0 -1.4 -5.5 -8.2 -0.6 -5.3 SOFR 20.0 20.0 0.3 0.9 3.5 -0.9 3.3 -1.9 2.6 6.5 -3.2 7.4 -4.0 7.7 3.8 1.0 -0.5 0.2 -0.3 4.8 -1.4 10.1 -4.5 9.9 -1.5 1.6 2.3 -0.4 3.2 -1.3 3.3 1.6 2.5 2.7 0.6 2.2 -20.0 -20.0 -6.2 -8.7 SOYBEAN -1.3 5.4 -0.0 -2.4 -8.7 -4.7 -5.6 -6.2 -2.0 -15.2 8.8 -14.2 6.4 4.4 -3.1 17.9 18.1 16.5 15.8 3.1 3.5 -8.7 2.1 -1.3 -20.0 5.2 -3.9 3.5 0.3 2.0 4.5 20.0 7.6 6.8 19.2 16.1 -20.0 -16.6 -20.0 -10.5 SOYMEAL -10.8 17.5 4.3 -1.4 -5.1 -2.8 -3.3 -3.7 -1.2 -7.7 3.5 -9.2 3.7 2.4 4.7 20.0 18.2 17.8 17.3 5.1 5.2 -12.7 3.9 -3.1 -20.0 2.4 -3.4 2.5 -3.0 2.3 -0.0 20.0 -12.6 -7.2 20.0 15.7 -20.0 -20.0 -20.0 -20.0 SOYOIL 18.5 -11.2 -20.0 -1.4 -4.8 -2.6 -3.1 -3.5 -1.1 -7.8 -2.4 0.0 -3.5 -2.7 -8.2 3.1 10.0 6.7 8.5 -7.9 -8.1 -3.2 -4.6 -3.0 -20.0 -1.2 -2.1 -2.0 0.9 -1.3 1.2 17.2 8.2 15.1 -5.3 -10.0 -8.6 1.5 7.3 14.2 SP400 20.0 10.1 -15.3 1.9 2.7 0.0 3.6 -0.1 3.8 6.8 -3.0 11.2 -0.9 11.5 1.2 -6.1 -5.3 -5.7 -5.6 5.0 -2.2 16.4 -2.8 14.2 -9.0 1.6 3.8 -0.4 4.9 -0.3 4.4 1.0 4.0 0.7 -3.9 -5.2 -11.1 -11.3 -16.4 -20.0 SP500_micro 20.0 14.7 -8.9 2.7 3.7 0.0 5.1 -0.1 5.3 -2.0 6.1 15.2 9.6 16.9 11.4 -11.0 -10.1 -11.0 -11.0 16.9 7.9 16.4 7.2 20.0 -20.0 3.7 0.9 1.9 3.9 2.3 5.7 -7.8 -11.5 2.5 4.4 2.9 1.4 -8.7 3.6 -12.4 SUGAR11 -18.7 -12.5 -2.3 -2.3 -8.2 -4.4 -5.3 -5.8 -1.9 -15.2 14.8 -15.7 17.4 -7.5 9.8 20.0 20.0 20.0 20.0 0.1 11.8 -20.0 20.0 -13.8 -20.0 -0.5 -15.5 5.1 -12.5 10.8 -6.8 20.0 -20.0 -20.0 -3.2 20.0 -9.9 -16.2 12.7 5.0 US10 20.0 20.0 3.8 0.9 3.4 -0.9 3.1 -1.8 2.4 6.0 -4.6 6.8 -5.9 7.0 1.6 -6.6 -7.0 -6.8 -7.3 2.5 -3.8 8.3 -7.6 7.7 1.2 1.0 2.1 -1.2 3.0 -2.2 2.9 -10.2 1.4 1.9 -1.2 -1.0 -20.0 -20.0 -5.1 2.6 US10U 20.0 20.0 0.1 1.2 4.4 -1.1 4.1 -2.4 3.2 7.9 -6.0 8.9 -7.7 9.2 1.0 2.8 -0.1 1.2 0.2 2.7 -5.8 11.0 -10.4 9.9 -1.9 1.0 2.9 -1.9 3.9 -3.0 3.7 2.3 2.5 2.5 -1.8 -3.0 -20.0 -20.0 3.2 14.6 US2 20.0 20.0 20.0 0.9 3.4 -0.9 3.2 -1.9 2.5 5.1 -6.2 6.0 -7.1 6.2 2.1 -20.0 -20.0 -20.0 -20.0 2.7 -3.8 9.5 -9.7 7.6 7.6 1.7 2.7 -0.7 3.8 -2.7 3.5 -20.0 6.6 1.1 -0.5 4.3 -15.0 -20.0 -7.2 -20.0 US20 20.0 20.0 -2.3 0.9 3.3 -0.8 3.0 -1.8 2.4 6.0 -4.2 6.7 -5.4 6.8 0.6 0.0 -1.4 -0.7 -1.3 1.9 -4.9 8.9 -8.3 7.8 -1.7 0.6 2.5 -1.5 2.8 -2.3 2.6 -0.4 2.5 3.1 -0.2 -4.1 -11.8 -20.0 13.2 20.0 US30 20.0 19.9 -1.0 0.9 3.6 -0.9 3.3 -1.9 2.6 6.7 -4.7 7.5 -6.2 7.5 0.4 -4.0 -4.1 -4.6 -4.7 1.9 -5.3 9.9 -9.1 8.4 -1.3 0.6 3.0 -1.7 3.3 -2.6 2.9 -5.2 3.8 3.1 -1.3 -3.6 -6.4 -20.0 20.0 20.0 US5 20.0 20.0 8.6 0.9 3.4 -0.9 3.2 -1.9 2.5 5.4 -4.9 6.6 -6.1 6.9 2.3 -9.0 -10.3 -10.4 -11.1 3.1 -3.0 8.8 -7.3 8.0 3.0 1.4 2.2 -0.8 3.2 -2.1 3.2 -16.4 2.4 1.4 -0.7 1.5 -20.0 -20.0 -16.4 -15.5 VIX -17.5 -13.8 9.9 -4.1 -0.8 -4.6 -2.3 -6.5 -4.0 -11.1 -16.2 -15.4 -16.6 -16.6 -15.1 -20.0 -20.0 -20.0 -20.0 -18.9 -18.7 -11.6 -20.0 -19.4 NaN -4.8 -0.9 -5.1 -2.9 -7.5 -5.1 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 3.0 5.1 -16.5 -2.5 -8.9 -4.8 -5.8 -6.4 -2.0 18.3 -18.9 9.9 -20.0 3.0 -13.7 -13.0 -10.9 -12.8 -12.0 -11.3 -20.0 16.4 -20.0 0.8 -4.1 -3.1 16.0 -6.4 10.4 -7.9 2.6 -18.4 20.0 3.6 -3.4 -13.4 -20.0 -20.0 -20.0 -18.3 End of report for caleb_strategy_v3