******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20231206_204335 produced at 2023-12-06 21:39:38.450085 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.25 0.0 0.10 -0.10 -0.10 -0.10 -43.87 17.0 -17 -17 caleb_strategy_v3 CHF False True 0.05 -0.10 -0.07 0.0 0.00 -0.10 -0.10 -0.10 -1.31 13.0 -2 -2 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.05 -0.07 0.0 0.06 -0.06 -0.05 -0.05 -30.36 26.0 -22 -23 caleb_strategy_v3 CORN False False 0.01 -0.05 -0.06 0.0 0.11 -0.11 -0.05 -0.05 -6.51 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 -4.80 5.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 -0.06 0.0 0.76 -0.76 0.00 0.00 -2.41 29.0 0 0 caleb_strategy_v3 LIVECOW False False 0.02 -0.09 -0.06 0.0 0.40 -0.40 -0.09 -0.09 -2.71 17.0 -4 -4 caleb_strategy_v3 US2 False True 0.07 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -0.88 13.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.05 0.0 0.18 -0.18 -0.02 -0.02 -15.91 51.0 -6 -6 caleb_strategy_v3 COTTON2 False False 0.01 -0.06 -0.05 0.0 0.16 -0.16 -0.06 -0.06 -3.45 11.0 -4 -4 caleb_strategy_v3 FEEDCOW False False 0.04 0.00 -0.05 0.0 0.30 -0.30 0.00 0.00 -1.31 8.0 0 0 caleb_strategy_v3 COPPER False False 0.03 0.03 -0.04 0.0 0.20 -0.20 0.03 0.03 -1.27 6.0 1 1 caleb_strategy_v3 JPY False False 0.03 -0.06 -0.04 0.0 0.52 -0.52 -0.06 -0.06 -1.15 17.0 -2 -2 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.72 24.0 0 0 caleb_strategy_v3 SOFR False True 0.09 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.35 11.0 0 0 caleb_strategy_v3 SP400 False True 0.09 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.32 2.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -4.80 3.0 0 0 caleb_strategy_v3 US5 False False 0.04 -0.11 -0.03 0.0 0.96 -0.96 -0.11 -0.11 -0.79 25.0 -3 -3 caleb_strategy_v3 REDWHEAT False False 0.01 -0.03 -0.03 0.0 0.09 -0.09 -0.03 -0.03 -2.28 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 -2.26 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 -0.88 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 -0.65 2.0 -2 -2 caleb_strategy_v3 EUR False False 0.05 0.00 -0.02 0.0 0.67 -0.67 0.00 0.00 -0.41 14.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 0.00 -0.02 0.0 0.23 -0.23 0.00 0.00 -7.12 68.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.02 0.0 0.39 -0.39 0.00 0.00 -2.64 48.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.11 -0.02 0.0 0.41 -0.41 -0.11 -0.13 -2.45 56.0 -15 -18 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.16 2.0 0 0 caleb_strategy_v3 US10 False False 0.04 -0.16 -0.01 0.0 0.67 -0.67 -0.16 -0.20 -0.25 17.0 -4 -5 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.01 -0.01 0.0 0.26 -0.26 -0.01 -0.01 -0.99 23.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.01 -0.02 -0.01 0.0 0.11 -0.11 -0.02 -0.02 -0.48 10.0 -2 -2 caleb_strategy_v3 SOYMEAL False False 0.01 -0.06 -0.01 0.0 0.13 -0.13 -0.06 -0.06 -0.36 9.0 -4 -4 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 -0.01 0.0 0.16 -0.16 0.00 0.00 -0.24 7.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.01 0.0 0.16 -0.16 -0.01 -0.01 -0.95 18.0 -1 -1 caleb_strategy_v3 HEATOIL False False 0.04 -0.07 -0.01 0.0 0.11 -0.11 -0.07 -0.07 -0.38 3.0 -2 -2 caleb_strategy_v3 US10U False False 0.04 0.00 0.00 0.0 0.53 -0.53 0.00 0.00 0.06 13.0 0 0 caleb_strategy_v3 US20 False False 0.04 0.00 0.00 0.0 0.39 -0.39 0.00 0.00 0.12 9.0 0 0 caleb_strategy_v3 RICE False True 0.01 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.15 4.0 0 0 caleb_strategy_v3 US30 False False 0.05 0.18 0.00 0.0 0.28 -0.28 0.18 0.18 0.07 6.0 4 4 caleb_strategy_v3 AUD False True 0.02 0.12 0.00 0.0 0.12 0.00 0.12 0.12 0.08 19.0 5 5 caleb_strategy_v3 GASOLINE False False 0.03 0.03 -0.00 0.0 0.12 -0.12 0.03 0.03 -0.09 4.0 1 1 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.00 0.0 0.10 -0.10 0.00 0.00 0.15 4.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 0.00 0.00 0.0 0.14 -0.14 0.00 0.00 0.13 13.0 0 0 caleb_strategy_v3 COFFEE False False 0.02 0.02 -0.00 0.0 0.14 -0.14 0.02 0.02 -0.01 6.0 1 1 caleb_strategy_v3 DOW False False 0.01 0.15 0.01 0.0 0.43 -0.43 0.15 0.17 0.94 66.0 23 26 caleb_strategy_v3 BUXL False False 0.05 0.05 0.01 0.0 0.21 -0.21 0.05 0.05 0.12 4.0 1 1 caleb_strategy_v3 ROBUSTA False False 0.01 0.02 0.01 0.0 0.21 -0.21 0.02 0.02 1.50 23.0 2 2 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 0.01 0.0 0.00 -0.00 0.00 0.00 0.36 0.0 0 0 caleb_strategy_v3 PLAT False False 0.02 0.03 0.01 0.0 0.16 -0.16 0.03 0.03 0.34 10.0 2 2 caleb_strategy_v3 BUND False False 0.05 0.00 0.02 0.0 0.52 -0.52 0.00 0.00 0.30 10.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.00 0.02 0.0 0.06 -0.06 0.00 0.00 1.06 3.0 0 0 caleb_strategy_v3 BOBL False False 0.05 0.00 0.02 0.0 0.86 -0.86 0.00 0.00 0.36 19.0 0 0 caleb_strategy_v3 SMI False True 0.04 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.69 9.0 0 0 caleb_strategy_v3 NZD False True 0.02 0.02 0.03 0.0 0.02 0.00 0.02 0.02 1.33 21.0 1 1 caleb_strategy_v3 GBP False False 0.03 0.06 0.03 0.0 0.62 -0.62 0.06 0.06 1.08 22.0 2 2 caleb_strategy_v3 CRUDE_W False False 0.02 0.05 0.03 0.0 0.12 -0.12 0.05 0.05 1.06 5.0 2 2 caleb_strategy_v3 COCOA False False 0.01 0.07 0.04 0.0 0.38 -0.38 0.07 0.07 2.49 26.0 5 5 caleb_strategy_v3 CAC False True 0.03 0.00 0.06 0.0 0.00 0.00 0.00 0.00 2.07 12.0 0 0 caleb_strategy_v3 BTP False False 0.04 0.27 0.07 0.0 0.45 -0.45 0.27 0.27 1.57 10.0 6 6 caleb_strategy_v3 BITCOIN False False 0.00 0.07 0.08 0.0 0.09 -0.09 0.07 0.08 48.94 59.0 43 49 caleb_strategy_v3 EUROSTX False True 0.02 0.05 0.10 0.0 0.05 0.00 0.05 0.05 6.09 20.0 3 3 caleb_strategy_v3 OAT False False 0.05 0.00 0.11 0.0 0.50 -0.50 0.00 0.00 2.18 10.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.23 0.11 0.0 0.29 -0.29 0.23 0.24 13.59 36.0 29 30 caleb_strategy_v3 DAX False False 0.01 0.00 0.15 0.0 0.38 -0.38 0.00 0.03 23.53 58.0 0 4 caleb_strategy_v3 MXP False False 0.01 0.39 0.22 0.0 0.62 -0.62 0.39 0.39 21.04 60.0 38 38 caleb_strategy_v3 JGB-SGX-mini False False 0.04 0.42 0.81 0.0 0.57 -0.57 0.42 0.42 22.87 16.0 12 12 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.38 1.01 0.0 0.94 -0.94 0.38 0.47 10.72 10.0 4 5 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 18.1 Shocked risk 47.2 Sum abs risk 50.7 Leverage 4.34 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2807726.0, 'annual_cash_vol_target': 701931.5, 'daily_cash_vol_target': 43870.71875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0047 0.6554 0.7114 11.3830 BITCOIN 1052.1773 44515.0000 2.3636 37.8183 BOBL 0.2811 118.2600 0.2377 3.8031 BTP 0.6381 117.0900 0.5450 8.7197 BUND 0.5601 135.4100 0.4136 6.6177 BUXL 1.3845 138.5000 0.9996 15.9940 CAC 48.6988 7444.0000 0.6542 10.4672 CAD 0.0029 0.7372 0.3991 6.3854 CANOLA 8.1194 658.1000 1.2338 19.7403 CHF 0.0049 1.1444 0.4246 6.7940 COCOA 44.9917 4128.0000 1.0899 17.4386 COFFEE 3.9417 175.5000 2.2460 35.9362 COPPER 0.0417 3.7370 1.1146 17.8342 CORN 4.5824 509.5000 0.8994 14.3902 COTTON2 0.9874 79.7400 1.2383 19.8132 CRUDE_W 1.1785 69.3200 1.7001 27.2009 DAX 103.7918 16856.0000 0.6158 9.8521 DOW 207.6740 36520.0000 0.5687 9.0985 DX 0.4687 103.7050 0.4520 7.2317 EUR 0.0054 1.0769 0.5023 8.0365 EURIBOR-ICE 0.0547 97.7750 0.0560 0.8957 EUROSTX 32.1333 4485.0000 0.7165 11.4634 FEEDCOW 2.7794 211.7250 1.3128 21.0042 GASOIL 13.1561 731.0000 1.7997 28.7958 GASOLINE 0.0430 2.0532 2.0934 33.4939 GAS_US_mini 0.0929 2.5300 3.6702 58.7225 GBP 0.0074 1.2564 0.5886 9.4169 GOLD_micro 15.9318 2046.0000 0.7787 12.4589 HEATOIL 0.0447 2.5036 1.7852 28.5632 JGB-SGX-mini 0.2946 146.0900 0.2017 3.2268 JPY 0.0000 0.0069 0.6060 9.6955 LEANHOG 1.2431 75.9250 1.6372 26.1960 LIVECOW 1.8471 163.4250 1.1303 18.0844 LUMBER-new 7.6176 549.0000 1.3875 22.2007 MILK 0.1958 17.2300 1.1365 18.1844 MXP 0.0005 0.0577 0.7960 12.7360 NASDAQ_micro 121.9372 16053.2500 0.7596 12.1533 NIKKEI 285.9511 33165.0000 0.8622 13.7953 NZD 0.0043 0.6138 0.7032 11.2518 OAT 0.5767 129.6900 0.4446 7.1143 OATIES 7.7902 372.2500 2.0927 33.4839 OJ 6.2986 354.2000 1.7783 28.4521 PALLAD 20.9418 954.0000 2.1952 35.1225 PLAT 14.5863 893.8000 1.6319 26.1111 REDWHEAT 10.0367 653.7500 1.5352 24.5639 RICE 0.1559 17.1900 0.9068 14.5090 ROBUSTA 34.8573 2518.0000 1.3843 22.1492 RUSSELL 22.4716 1884.0000 1.1928 19.0842 SHATZ 0.0945 106.2200 0.0889 1.4227 SILVER-mini 0.3593 24.2875 1.4792 23.6677 SMI 65.9381 11012.0000 0.5988 9.5805 SOFR 0.0803 96.5950 0.0832 1.3305 SOYBEAN 10.7966 1261.2500 0.8560 13.6964 SOYMEAL 5.5942 398.0000 1.4056 22.4892 SOYOIL 0.7752 49.3500 1.5707 25.1318 SP400 25.3469 2616.3000 0.9688 15.5009 SP500_micro 28.1353 4613.2500 0.6099 9.7581 SUGAR11 0.4541 22.4000 2.0272 32.4356 US10 0.4972 111.0938 0.4475 7.1606 US10U 0.6739 115.5469 0.5833 9.3323 US2 0.1303 102.4297 0.1272 2.0354 US20 0.9832 120.4375 0.8164 13.0618 US30 1.4652 128.8438 1.1372 18.1950 US5 0.3221 107.5469 0.2995 4.7924 VIX 0.4937 16.3000 3.0290 48.4635 WHEAT 8.6271 665.7500 1.2958 20.7335 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 655.45 0.71 466.31 1.00 466.31 43870.72 94.08 0.32 3.01 BITCOIN 44.52 2.36 105.22 1.00 105.22 43870.72 416.95 10.84 451.94 BOBL 1182.60 0.24 281.10 1.08 304.39 43870.72 144.13 2.49 35.94 BTP 1170.90 0.54 638.12 1.08 690.99 43870.72 63.49 7.24 45.94 BUND 1354.10 0.41 560.06 1.08 606.46 43870.72 72.34 4.06 29.40 BUXL 1385.00 1.00 1384.48 1.08 1499.18 43870.72 29.26 4.05 11.84 CAC 744.40 0.65 486.99 1.08 527.34 43870.72 83.19 7.29 60.63 CAD 737.15 0.40 294.19 1.00 294.19 43870.72 149.13 -6.23 -92.90 CANOLA 131.62 1.23 162.39 0.74 119.75 43870.72 366.36 -17.85 -654.09 CHF 1430.44 0.42 607.40 1.00 607.40 43870.72 72.23 -6.98 -50.44 COCOA 412.80 1.09 449.92 1.00 449.92 43870.72 97.51 11.94 116.43 COFFEE 658.12 2.25 1478.16 1.00 1478.16 43870.72 29.68 -0.41 -1.23 COPPER 934.25 1.11 1041.35 1.00 1041.35 43870.72 42.13 -2.77 -11.69 CORN 254.75 0.90 229.12 1.00 229.12 43870.72 191.48 -13.98 -267.74 COTTON2 398.70 1.24 493.72 1.00 493.72 43870.72 88.86 -18.11 -160.95 CRUDE_W 693.20 1.70 1178.48 1.00 1178.48 43870.72 37.23 2.62 9.77 DAX 168.56 0.62 103.79 1.08 112.39 43870.72 390.34 17.67 689.85 DOW 182.60 0.57 103.84 1.00 103.84 43870.72 422.50 0.95 40.31 DX 1037.05 0.45 468.73 1.00 468.73 43870.72 93.60 -3.63 -34.02 EUR 1346.12 0.50 676.14 1.00 676.14 43870.72 64.88 -2.42 -15.68 EURIBOR-ICE 2444.38 0.06 136.83 1.08 148.17 43870.72 296.08 10.61 314.29 EUROSTX 448.50 0.72 321.33 1.08 347.96 43870.72 126.08 14.17 178.64 FEEDCOW 1058.62 1.31 1389.72 1.00 1389.72 43870.72 31.57 -12.53 -39.54 GASOIL 731.00 1.80 1315.61 1.00 1315.61 43870.72 33.35 1.02 3.39 GASOLINE 862.34 2.09 1805.20 1.00 1805.20 43870.72 24.30 -0.84 -2.04 GAS_US_mini 63.25 3.67 232.14 1.00 232.14 43870.72 188.99 -14.83 -280.33 GBP 785.25 0.59 462.16 1.00 462.16 43870.72 94.92 4.38 41.62 GOLD_micro 204.60 0.78 159.32 1.00 159.32 43870.72 275.37 -2.61 -71.86 HEATOIL 1051.51 1.79 1877.16 1.00 1877.16 43870.72 23.37 -3.74 -8.73 JGB-SGX-mini 146090.00 0.20 29462.44 0.01 200.86 43870.72 218.42 9.67 211.22 JPY 862.25 0.61 522.49 1.00 522.49 43870.72 83.96 -5.26 -44.20 LEANHOG 303.70 1.64 497.23 1.00 497.23 43870.72 88.23 0.25 2.16 LIVECOW 653.70 1.13 738.86 1.00 738.86 43870.72 59.38 -13.75 -81.66 LUMBER-new 150.98 1.39 209.48 1.00 209.48 43870.72 209.42 -10.73 -224.77 MILK 344.60 1.14 391.65 1.00 391.65 43870.72 112.02 -20.00 -224.03 MXP 288.50 0.80 229.65 1.00 229.65 43870.72 191.04 7.51 143.38 NASDAQ_micro 321.06 0.76 243.87 1.00 243.87 43870.72 179.89 -2.37 -42.64 NIKKEI 33165.00 0.86 28595.11 0.01 194.75 43870.72 225.27 5.57 125.48 NZD 613.85 0.70 431.68 1.00 431.68 43870.72 101.63 5.05 51.35 OAT 1296.90 0.44 576.66 1.08 624.44 43870.72 70.26 9.11 63.99 OATIES 186.12 2.09 389.51 1.00 389.51 43870.72 112.63 -11.52 -129.77 OJ 531.30 1.78 944.79 1.00 944.79 43870.72 46.43 10.66 49.48 PALLAD 954.00 2.20 2094.18 1.00 2094.18 43870.72 20.95 -9.03 -18.92 PLAT 446.90 1.63 729.32 1.00 729.32 43870.72 60.15 1.68 10.10 REDWHEAT 326.88 1.54 501.83 1.00 501.83 43870.72 87.42 -19.69 -172.11 RICE 343.80 0.91 311.76 1.00 311.76 43870.72 140.72 0.43 5.98 ROBUSTA 251.80 1.38 348.57 1.00 348.57 43870.72 125.86 10.22 128.57 RUSSELL 94.20 1.19 112.36 1.00 112.36 43870.72 390.45 -5.50 -214.79 SHATZ 1062.20 0.09 94.45 1.08 102.28 43870.72 428.94 -1.66 -71.05 SILVER-mini 607.19 1.48 898.17 1.00 898.17 43870.72 48.84 2.14 10.47 SMI 1101.20 0.60 659.38 1.15 755.65 43870.72 58.06 3.48 20.18 SOFR 2414.88 0.08 200.81 1.00 200.81 43870.72 218.47 -0.26 -5.78 SOYBEAN 630.62 0.86 539.83 1.00 539.83 43870.72 81.27 -3.22 -26.18 SOYMEAL 398.00 1.41 559.42 1.00 559.42 43870.72 78.42 -4.87 -38.20 SOYOIL 296.10 1.57 465.10 1.00 465.10 43870.72 94.33 -5.44 -51.34 SP400 2616.30 0.97 2534.69 1.00 2534.69 43870.72 17.31 -5.53 -9.57 SP500_micro 230.66 0.61 140.68 1.00 140.68 43870.72 311.86 -3.64 -113.58 SUGAR11 250.88 2.03 508.59 1.00 508.59 43870.72 86.26 -5.18 -44.70 US10 1110.94 0.45 497.19 1.00 497.19 43870.72 88.24 -2.25 -19.83 US10U 1155.47 0.58 673.95 1.00 673.95 43870.72 65.10 0.69 4.49 US2 2048.59 0.13 260.60 1.00 260.60 43870.72 168.34 -4.13 -69.57 US20 1204.38 0.82 983.20 1.00 983.20 43870.72 44.62 2.05 9.17 US30 1288.44 1.14 1465.19 1.00 1465.19 43870.72 29.94 1.90 5.69 US5 1075.47 0.30 322.13 1.00 322.13 43870.72 136.19 -4.59 -62.54 VIX 163.00 3.03 493.72 1.00 493.72 43870.72 88.86 -20.00 -177.71 WHEAT 332.88 1.30 431.35 1.00 431.35 43870.72 101.70 -16.74 -170.22 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 3.014 0.010 2.5 0.078 BITCOIN 451.942 0.043 2.5 48.941 BOBL 35.944 0.004 2.5 0.365 BTP 45.936 0.014 2.5 1.567 BUND 29.402 0.004 2.5 0.298 BUXL 11.839 0.004 2.5 0.120 CAC 60.631 0.014 2.5 2.068 CAD -92.899 0.010 2.5 -2.410 CANOLA -654.089 0.010 2.5 -15.914 CHF -50.439 0.010 2.5 -1.309 COCOA 116.426 0.009 2.5 2.494 COFFEE -1.230 0.005 2.5 -0.014 COPPER -11.686 0.043 2.5 -1.266 CORN -267.740 0.010 2.5 -6.514 COTTON2 -160.947 0.009 2.5 -3.447 CRUDE_W 9.769 0.043 2.5 1.058 DAX 689.845 0.014 2.5 23.530 DOW 40.315 0.009 2.5 0.937 DX -34.019 0.010 2.5 -0.883 EUR -15.678 0.010 2.5 -0.407 EURIBOR-ICE 314.290 0.014 2.5 10.720 EUROSTX 178.640 0.014 2.5 6.093 FEEDCOW -39.541 0.013 2.5 -1.310 GASOIL 3.389 0.017 2.5 0.147 GASOLINE -2.042 0.017 2.5 -0.089 GAS_US_mini -280.326 0.043 2.5 -30.356 GBP 41.622 0.010 2.5 1.080 GOLD_micro -71.856 0.014 2.5 -2.451 HEATOIL -8.729 0.017 2.5 -0.378 JGB-SGX-mini 211.221 0.043 2.5 22.873 JPY -44.204 0.010 2.5 -1.147 LEANHOG 2.163 0.024 2.5 0.131 LIVECOW -81.655 0.013 2.5 -2.706 LUMBER-new -224.768 0.009 2.5 -4.795 MILK -224.032 0.009 2.5 -4.798 MXP 143.380 0.059 2.5 21.045 NASDAQ_micro -42.643 0.009 2.5 -0.991 NIKKEI 125.480 0.043 2.5 13.588 NZD 51.351 0.010 2.5 1.332 OAT 63.989 0.014 2.5 2.183 OATIES -129.768 0.010 2.5 -3.157 OJ 49.483 0.009 2.5 1.060 PALLAD -18.917 0.014 2.5 -0.645 PLAT 10.098 0.014 2.5 0.344 REDWHEAT -172.109 0.005 2.5 -2.283 RICE 5.984 0.010 2.5 0.146 ROBUSTA 128.571 0.005 2.5 1.501 RUSSELL -214.785 0.013 2.5 -7.118 SHATZ -71.046 0.004 2.5 -0.720 SILVER-mini 10.466 0.014 2.5 0.357 SMI 20.177 0.014 2.5 0.688 SOFR -5.775 0.024 2.5 -0.351 SOYBEAN -26.178 0.004 2.5 -0.243 SOYMEAL -38.201 0.004 2.5 -0.355 SOYOIL -51.344 0.004 2.5 -0.478 SP400 -9.566 0.013 2.5 -0.317 SP500_micro -113.579 0.009 2.5 -2.640 SUGAR11 -44.697 0.009 2.5 -0.951 US10 -19.832 0.005 2.5 -0.251 US10U 4.488 0.005 2.5 0.057 US2 -69.569 0.005 2.5 -0.882 US20 9.165 0.005 2.5 0.116 US30 5.692 0.005 2.5 0.072 US5 -62.538 0.005 2.5 -0.792 VIX -177.714 0.099 2.5 -43.868 WHEAT -170.216 0.005 2.5 -2.258 ===================== Position diags ===================== AUD 2.44 BITCOIN 45.15 BOBL 1.46 BTP 2.17 BUND 0.73 BUXL 0.30 CAC 2.84 CAD 3.87 CANOLA 8.91 CHF 1.87 COCOA 2.09 COFFEE 0.35 COPPER 4.56 CORN 4.66 COTTON2 1.90 CRUDE_W 4.03 DAX 13.31 DOW 9.82 DX 2.43 EUR 1.68 EURIBOR-ICE 10.10 EUROSTX 4.30 FEEDCOW 1.05 GASOIL 1.45 GASOLINE 1.05 GAS_US_mini 20.47 GBP 2.46 GOLD_micro 9.39 HEATOIL 1.01 JGB-SGX-mini 23.65 JPY 2.18 LEANHOG 5.36 LIVECOW 1.97 LUMBER-new 4.47 MILK 2.40 MXP 28.04 NASDAQ_micro 4.18 NIKKEI 24.39 NZD 2.64 OAT 2.40 OATIES 2.74 OJ 0.99 PALLAD 0.71 PLAT 2.05 REDWHEAT 1.16 RICE 3.42 ROBUSTA 1.47 RUSSELL 12.94 SHATZ 4.35 SILVER-mini 1.67 SMI 1.98 SOFR 13.28 SOYBEAN 0.76 SOYMEAL 0.73 SOYOIL 0.88 SP400 0.57 SP500_micro 7.25 SUGAR11 1.83 US10 1.12 US10U 0.82 US2 2.13 US20 0.57 US30 0.38 US5 1.73 VIX 21.93 WHEAT 1.35 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 0.1 -0.2 0.3 5.0 5 BITCOIN 48.9 44.4 53.5 43.0 43 BOBL 0.4 0.2 0.5 0.0 0 BTP 1.6 1.4 1.8 6.0 6 BUND 0.3 0.2 0.4 0.0 0 BUXL 0.1 0.1 0.1 1.0 1 CAC 2.1 1.8 2.4 0.0 0 CAD -2.4 -2.8 -2.0 0.0 0 CANOLA -15.9 -16.8 -15.0 -6.0 -6 CHF -1.3 -1.5 -1.1 -2.0 -2 COCOA 2.5 2.3 2.7 5.0 5 COFFEE -0.0 -0.0 0.0 1.0 1 COPPER -1.3 -1.7 -0.8 1.0 1 CORN -6.5 -7.0 -6.0 -5.0 -5 COTTON2 -3.4 -3.6 -3.3 -4.0 -4 CRUDE_W 1.1 0.7 1.5 2.0 2 DAX 23.5 22.2 24.9 0.0 0 DOW 0.9 -0.0 1.9 23.0 23 DX -0.9 -1.1 -0.6 NaN 0 EUR -0.4 -0.6 -0.2 0.0 0 EURIBOR-ICE 10.7 9.7 11.7 4.0 4 EUROSTX 6.1 5.7 6.5 3.0 3 FEEDCOW -1.3 -1.4 -1.2 0.0 0 GASOIL 0.1 0.0 0.3 0.0 0 GASOLINE -0.1 -0.2 0.0 1.0 1 GAS_US_mini -30.4 -32.4 -28.3 -22.0 -22 GBP 1.1 0.8 1.3 2.0 2 GOLD_micro -2.5 -3.4 -1.5 -15.0 -15 HEATOIL -0.4 -0.5 -0.3 -2.0 -2 JGB-SGX-mini 22.9 20.5 25.2 12.0 12 JPY -1.1 -1.4 -0.9 -2.0 -2 LEANHOG 0.1 -0.4 0.7 0.0 0 LIVECOW -2.7 -2.9 -2.5 -4.0 -4 LUMBER-new -4.8 -5.2 -4.3 NaN 0 MILK -4.8 -5.0 -4.6 NaN 0 MXP 21.0 18.2 23.8 38.0 38 NASDAQ_micro -1.0 -1.4 -0.6 -1.0 -1 NIKKEI 13.6 11.1 16.0 29.0 29 NZD 1.3 1.1 1.6 1.0 1 OAT 2.2 1.9 2.4 0.0 0 OATIES -3.2 -3.4 -2.9 NaN 0 OJ 1.1 1.0 1.2 NaN 0 PALLAD -0.6 -0.7 -0.6 -2.0 -2 PLAT 0.3 0.1 0.5 2.0 2 REDWHEAT -2.3 -2.4 -2.2 -3.0 -3 RICE 0.1 -0.2 0.5 NaN 0 ROBUSTA 1.5 1.4 1.6 2.0 2 RUSSELL -7.1 -8.4 -5.8 0.0 0 SHATZ -0.7 -1.2 -0.3 NaN 0 SILVER-mini 0.4 0.2 0.5 NaN 0 SMI 0.7 0.5 0.9 0.0 0 SOFR -0.4 -1.7 1.0 NaN 0 SOYBEAN -0.2 -0.3 -0.2 0.0 0 SOYMEAL -0.4 -0.4 -0.3 -4.0 -4 SOYOIL -0.5 -0.6 -0.4 -2.0 -2 SP400 -0.3 -0.4 -0.3 0.0 0 SP500_micro -2.6 -3.4 -1.9 0.0 0 SUGAR11 -1.0 -1.1 -0.8 -1.0 -1 US10 -0.3 -0.4 -0.1 -4.0 -4 US10U 0.1 -0.0 0.1 0.0 0 US2 -0.9 -1.1 -0.7 NaN 0 US20 0.1 0.1 0.2 0.0 0 US30 0.1 0.0 0.1 4.0 4 US5 -0.8 -1.0 -0.6 -3.0 -3 VIX -43.9 -46.1 -41.7 -17.0 -17 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 0.5 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 0.0 -0.2 0.1 0.4 0.0 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.1 -0.2 0.0 -0.0 -0.4 -0.5 -0.1 0.2 BITCOIN 0.0 0.6 0.4 0.0 -0.1 -0.0 -0.1 -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 0.4 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 -0.0 0.1 -0.2 0.1 0.1 -0.2 -0.1 -0.0 -0.1 0.1 0.0 0.2 -0.1 0.1 1.1 0.0 0.0 0.0 0.1 -0.0 0.0 -0.2 0.3 0.1 0.1 0.2 -0.6 -0.7 -0.4 -0.6 BTP 0.6 0.6 -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 0.2 0.1 0.1 0.2 0.0 0.2 -0.1 0.2 -1.1 0.0 0.1 0.0 0.1 -0.0 0.1 0.8 0.2 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 -0.0 0.1 -0.3 0.1 0.1 -0.0 0.1 -0.0 0.0 0.1 0.0 0.2 -0.2 0.2 0.8 0.0 0.1 0.0 0.1 -0.0 0.0 0.3 0.3 0.2 0.2 0.2 -0.7 -0.7 -0.6 -0.2 BUXL 0.6 0.6 0.2 0.0 0.0 -0.0 0.1 -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 0.4 0.3 0.2 0.1 -0.7 -0.7 -0.4 0.4 CAC 0.6 0.4 -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 -1.0 0.0 0.1 0.0 0.1 0.0 0.1 0.1 0.3 0.0 -0.2 0.1 0.2 0.2 0.5 0.4 CAD 0.6 0.1 -0.2 0.0 -0.0 0.0 0.0 0.0 0.1 0.0 -0.3 0.1 -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 0.3 -0.3 -0.6 -0.5 -0.6 -0.7 -0.2 -0.5 CANOLA 0.1 -0.2 -0.6 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -2.7 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.5 -0.4 -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 0.0 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 0.1 0.6 0.2 -0.0 -0.2 -0.1 -0.1 -0.3 -0.0 -0.1 0.5 0.1 0.7 0.2 0.2 0.3 -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 0.5 COFFEE 0.0 0.6 0.6 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.0 -0.1 0.1 -0.3 0.1 0.1 0.3 0.1 0.2 0.1 0.1 0.0 0.1 -0.1 0.1 -2.7 0.1 0.0 0.1 0.0 0.0 0.1 0.5 0.5 0.6 0.6 0.6 -0.7 -0.7 -0.7 -0.4 COPPER 0.5 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 0.0 -0.1 -0.1 -0.1 -0.1 0.1 -0.0 -0.0 -0.2 0.1 -0.9 0.0 -0.1 -0.0 -0.0 -0.1 0.0 0.1 0.0 0.3 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 -0.2 -0.0 0.0 -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 -0.0 -0.1 0.0 -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 -0.0 -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 0.2 -0.1 -0.6 -0.3 -0.5 -0.4 -0.0 0.1 CRUDE_W -0.4 -0.5 0.1 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 0.2 -0.1 0.3 -0.1 -0.1 0.1 0.2 0.2 0.2 -0.1 0.1 -0.2 0.3 -0.1 -0.7 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -1.1 0.0 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 0.1 0.2 0.1 0.2 2.6 0.1 0.1 0.0 0.1 0.0 0.1 -0.3 0.5 0.6 0.5 0.2 0.2 0.1 0.5 0.5 DOW 0.6 0.6 -0.2 0.0 0.0 0.0 0.1 -0.0 0.1 0.1 0.2 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 0.3 0.4 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 0.4 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 -0.1 -0.1 0.1 1.4 0.0 -0.1 -0.0 -0.0 -0.0 0.0 -0.4 -0.5 -0.3 0.1 -0.2 -0.5 -0.5 -0.5 -0.2 EURIBOR-ICE 0.6 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 0.6 -0.3 0.0 0.0 0.0 0.1 -0.0 0.1 0.2 0.1 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 0.3 0.3 0.3 0.3 0.1 0.2 0.3 0.5 FEEDCOW -0.2 -0.6 -0.6 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 0.1 -0.1 -0.1 -0.2 -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 0.0 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 0.2 -0.1 0.3 -0.1 -0.1 0.2 0.4 0.4 0.4 -0.1 0.0 -0.2 0.3 -0.2 1.1 -0.0 -0.1 0.1 -0.1 0.2 -0.1 0.0 -0.1 0.0 0.0 0.2 -0.3 -0.0 -0.4 -0.2 GASOLINE -0.1 -0.5 -0.6 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 0.1 -0.1 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 -0.1 -0.0 -0.0 0.2 -0.0 0.4 0.2 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 -0.1 0.0 -0.1 0.1 -0.1 -0.1 -0.4 -0.2 -0.6 -0.2 -0.2 -0.3 -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 -0.3 0.0 -0.0 0.0 0.0 0.0 0.0 -0.1 -0.1 0.1 0.2 0.1 0.0 -0.0 -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 0.0 0.2 -0.0 0.0 0.2 -0.2 -0.3 0.1 -0.2 0.7 GOLD_micro 0.4 0.6 0.1 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 -0.8 0.0 -0.0 0.0 0.0 0.0 0.1 -0.9 0.5 0.4 0.6 0.3 -0.4 -0.7 -0.4 -0.7 HEATOIL -0.3 -0.6 -0.1 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 0.2 -0.1 0.2 -0.1 -0.1 0.3 0.4 0.4 0.4 -0.1 0.0 -0.2 0.2 -0.2 -2.5 -0.0 -0.1 0.0 -0.1 0.2 -0.1 0.2 -0.1 0.2 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 0.0 -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 -0.1 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 0.1 2.7 -0.0 0.0 -0.2 0.0 -0.3 0.0 -1.1 0.1 -0.2 -0.4 -0.5 -0.2 -0.7 0.1 -0.7 LEANHOG -0.4 -0.1 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.0 -0.1 -0.2 -0.1 -0.1 -0.4 0.3 -0.1 0.3 -0.1 -0.1 -0.1 -0.3 -0.1 1.7 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 1.1 0.3 -0.3 -0.2 -0.1 -0.4 -0.2 0.2 0.5 LIVECOW -0.4 -0.6 -0.6 -0.0 -0.1 -0.1 -0.1 -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 -0.2 0.0 -0.2 0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 -0.4 -0.2 -0.6 -0.6 -0.3 0.0 -0.4 0.2 -0.2 LUMBER-new 0.2 0.6 -0.0 -0.0 -0.2 -0.2 -0.1 -0.3 -0.1 -0.1 -0.4 -0.1 -0.8 0.2 0.1 -0.3 -0.3 -0.4 -0.4 0.1 -0.0 -0.0 -0.4 0.1 NaN 0.0 0.0 -0.0 -0.0 -0.1 0.0 -1.2 0.0 0.2 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 -0.0 -0.5 -0.2 1.0 -0.1 0.0 -0.2 -0.0 -0.3 -0.1 -1.1 0.5 -0.5 -0.6 -0.3 -0.7 -0.7 -0.7 -0.7 MXP 0.4 0.4 -0.5 0.0 -0.0 0.0 0.0 0.0 0.1 -0.0 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 -0.3 -0.4 0.2 0.0 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 0.0 0.4 0.2 -2.7 0.0 -0.0 0.1 0.0 0.1 0.0 -0.3 -0.5 -0.2 0.0 0.3 0.3 -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 0.1 0.2 -0.0 0.5 0.1 -1.6 0.0 -0.0 0.1 -0.0 0.3 0.0 1.1 -0.5 -0.6 0.0 0.4 -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 -0.2 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 0.3 0.3 0.2 0.2 -0.7 -0.7 -0.2 0.3 OATIES 0.5 -0.6 -0.6 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.2 -0.3 -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 -1.0 0.1 0.0 -0.6 -0.4 0.2 0.3 0.6 0.7 OJ -0.0 -0.6 0.3 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 0.4 -0.0 0.6 0.0 0.1 0.4 0.4 0.4 0.4 0.2 0.2 -0.2 0.5 0.1 -2.7 0.1 -0.1 0.2 -0.0 0.3 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 -0.1 -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 -0.2 -0.2 -0.1 -0.5 -0.2 0.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.3 -0.5 -0.6 -0.6 -0.6 -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 0.0 -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 -0.1 -0.0 -0.0 -0.0 -0.0 0.3 -0.1 -0.1 -0.1 0.1 -0.2 -0.4 0.4 -0.3 REDWHEAT 0.3 -0.1 -0.6 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.1 -0.5 0.1 -0.7 -0.0 -0.2 -0.1 -0.0 -0.1 -0.1 -0.2 -0.2 0.1 -0.5 -0.0 -2.2 -0.1 0.1 -0.2 0.1 -0.2 -0.0 -0.1 0.5 0.1 -0.5 -0.6 -0.7 -0.7 -0.7 -0.5 RICE 0.5 0.3 0.2 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 0.4 0.0 0.4 0.1 0.1 -0.3 0.1 -0.3 -0.1 0.2 0.2 -0.0 0.3 0.1 -2.7 0.0 -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 0.5 0.3 -0.2 -0.0 -0.1 -0.1 -0.1 -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 0.1 0.4 0.2 -2.7 0.1 0.0 0.1 0.0 0.2 0.1 1.1 0.5 0.6 0.6 0.6 -0.3 -0.5 0.2 0.0 RUSSELL 0.6 0.5 -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 -0.0 -0.2 -0.2 -0.5 -0.5 -0.7 -0.7 SHATZ 0.6 0.6 0.5 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 0.1 -0.0 0.2 -0.2 0.1 1.2 0.0 0.1 -0.0 0.1 -0.1 0.0 -1.1 0.4 0.1 -0.0 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 -0.1 -0.0 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.0 -0.0 0.2 1.0 0.0 -0.1 0.0 -0.0 0.0 0.0 -0.1 0.2 0.3 0.3 0.2 -0.6 -0.7 -0.0 -0.7 SMI 0.6 0.1 -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 0.0 -0.3 -0.6 -0.1 -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 0.0 0.1 0.0 0.1 -0.7 -0.7 -0.2 -0.3 SOYBEAN -0.2 0.2 -0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.2 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 -0.1 0.1 -0.0 0.1 0.0 1.1 0.2 0.2 0.6 0.5 -0.7 -0.6 -0.7 -0.4 SOYMEAL -0.5 0.5 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 0.1 0.0 0.0 0.4 0.4 0.4 0.3 0.0 0.1 -0.1 0.1 -0.1 -2.7 0.0 -0.0 0.1 -0.0 0.1 -0.0 1.1 -0.2 -0.3 0.6 0.5 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.5 -0.3 -0.6 -0.0 -0.1 -0.1 -0.1 -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 -0.1 -0.1 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 -0.0 0.0 0.9 0.2 0.5 -0.1 -0.3 -0.3 0.0 0.2 0.5 SP400 0.6 0.4 -0.5 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 0.1 -0.0 0.1 -0.1 0.2 -1.2 0.0 0.0 -0.0 0.0 -0.0 0.0 0.1 0.0 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 -0.1 0.2 0.2 0.4 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 -0.4 -0.0 0.1 0.1 0.0 -0.3 0.1 -0.4 SUGAR11 -0.6 -0.6 -0.3 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 0.3 -0.2 0.6 -0.1 0.1 0.4 0.4 0.4 0.4 -0.0 0.1 -0.2 0.4 -0.2 -2.7 -0.0 -0.2 0.1 -0.1 0.3 -0.1 1.1 -0.5 -0.6 -0.2 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 0.1 0.0 -0.0 0.1 -0.5 -0.7 -0.2 -0.7 US20 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 0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.2 0.1 -0.2 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.0 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 0.1 -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 0.0 0.0 -0.0 0.0 -0.7 -0.7 -0.6 -0.5 VIX -0.9 -0.8 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 -0.0 -0.4 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT 0.2 0.2 -0.5 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.1 -0.5 0.1 -0.7 0.1 -0.1 -0.3 -0.2 -0.3 -0.2 -0.1 -0.2 0.1 -0.5 0.0 -0.5 -0.0 0.1 -0.2 0.1 -0.3 0.0 -1.0 0.5 0.1 -0.0 -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 16.6 18.7 3.3 2.8 -0.6 1.1 2.5 0.7 4.1 -10.5 -6.1 6.7 -9.0 9.8 5.6 -2.7 -3.0 -3.0 -3.0 6.3 -1.3 3.0 -6.4 9.4 3.2 2.9 -3.1 -0.2 1.4 -2.1 4.2 -1.1 -3.7 -4.8 0.4 -0.2 -11.0 -15.9 -3.3 6.0 BITCOIN 1.2 20.0 12.8 2.1 -14.3 -0.1 -5.0 -0.3 2.0 20.0 20.0 20.0 17.8 20.0 20.0 -10.2 -5.9 -8.8 -7.5 20.0 20.0 20.0 13.2 20.0 -20.0 8.4 12.4 5.8 10.4 3.1 9.1 -1.0 20.0 20.0 20.0 20.0 -5.5 20.0 -1.3 20.0 BOBL 20.0 20.0 10.7 1.2 3.8 -0.8 3.6 -1.9 2.9 7.6 -1.6 8.1 -6.1 8.1 5.7 -7.9 -3.2 -0.6 -2.8 7.0 0.8 17.3 -5.4 13.0 8.1 2.1 5.3 0.4 5.2 -1.1 3.9 -3.6 10.6 3.8 2.6 6.5 -17.4 -20.0 -11.1 -17.9 BTP 20.0 20.0 -1.3 1.9 6.1 -1.3 5.9 -3.1 4.7 12.3 2.7 13.5 2.5 13.8 9.4 7.0 7.6 7.0 6.9 14.0 3.7 20.0 -2.7 20.0 -8.0 3.5 6.6 1.0 6.4 -0.3 5.7 14.8 6.8 10.0 11.9 8.0 -13.6 -20.0 2.6 6.3 BUND 20.0 20.0 6.6 1.3 4.2 -0.9 4.1 -2.1 3.2 8.6 -1.5 9.3 -7.0 9.3 5.6 -1.0 3.9 -1.2 0.7 8.1 0.3 20.0 -6.8 15.3 5.8 2.3 6.3 0.3 5.7 -1.2 4.4 6.5 11.3 6.0 4.7 6.1 -20.0 -20.0 -18.2 -5.3 BUXL 20.0 20.0 4.9 1.5 4.9 -1.0 4.8 -2.5 3.8 10.1 -3.2 11.1 -9.1 11.1 4.2 0.3 0.7 0.4 0.6 8.2 -2.3 20.0 -10.7 18.1 1.4 2.3 8.6 -0.3 6.9 -1.9 5.0 3.7 15.8 10.6 6.5 2.5 -19.7 -20.0 -12.6 12.3 CAC 20.0 11.7 -14.0 3.9 5.0 0.3 6.9 -0.1 7.3 20.0 -0.3 20.0 16.0 20.0 8.8 -7.5 -3.5 -6.6 -5.5 13.5 0.8 20.0 6.1 20.0 -7.2 4.4 11.5 0.4 10.7 1.2 9.2 2.6 10.6 0.5 -6.5 2.7 7.1 5.3 14.5 10.5 CAD 17.1 4.2 -5.2 4.3 -0.9 1.7 4.0 1.2 6.5 2.8 -12.3 13.4 -14.5 13.3 -1.4 -2.6 -2.3 -2.5 -2.5 0.6 -8.0 12.0 -10.6 11.7 3.1 0.3 0.2 -4.0 6.1 -4.7 6.0 0.0 10.8 -8.1 -18.0 -15.1 -16.7 -20.0 -5.4 -15.7 CANOLA 3.3 -6.2 -20.0 -1.5 -7.1 -2.3 -4.4 -2.9 -1.9 -8.9 -3.4 -8.0 -4.0 -5.6 -8.1 -8.7 1.7 -9.7 -5.3 -9.3 -8.4 -16.0 -6.5 -10.1 -20.0 -3.2 -6.6 -2.9 -4.7 -2.6 -3.3 -1.2 -19.8 -13.7 -13.2 -14.8 -13.8 -8.3 -0.4 4.0 CHF 20.0 14.7 -12.5 4.1 -0.8 1.6 3.7 1.1 6.1 3.7 -4.5 15.4 6.4 18.0 7.2 -16.0 -15.1 -16.4 -15.9 12.1 1.5 18.1 1.0 20.0 -8.7 3.8 1.5 0.3 6.1 0.0 7.3 -20.0 12.2 11.0 13.2 -12.6 -20.0 -20.0 -20.0 -20.0 COCOA 4.4 20.0 5.4 -3.6 -17.0 -5.5 -10.6 -7.0 -4.5 -11.8 20.0 7.6 20.0 20.0 20.0 12.6 -0.7 3.7 0.7 20.0 20.0 10.4 20.0 20.0 -20.0 8.6 -2.6 8.6 2.0 8.6 6.8 0.9 20.0 20.0 20.0 20.0 13.1 -2.0 20.0 13.6 COFFEE 1.1 20.0 17.9 -2.5 -11.6 -3.8 -7.2 -4.8 -3.1 2.7 -2.0 7.9 -8.5 12.9 12.6 15.7 3.8 8.3 5.1 11.5 4.5 10.1 -2.6 13.4 -20.0 5.0 0.4 2.5 4.2 0.4 5.7 8.5 20.0 20.0 20.0 20.0 -20.0 -20.0 -20.0 -12.4 COPPER 16.7 17.5 -1.5 1.6 -10.9 -0.1 -3.8 -0.2 1.5 -15.4 -8.4 5.2 -4.9 10.5 4.1 -6.8 -4.7 -7.3 -6.3 6.1 -2.1 -1.5 -6.3 9.1 -6.6 3.3 -9.0 -0.1 -0.7 -2.0 4.3 1.0 1.8 9.4 3.9 1.2 -4.0 -15.6 4.5 -13.6 CORN -0.0 3.5 -10.8 -3.4 -16.2 -5.3 -10.1 -6.7 -4.3 4.8 -20.0 -0.3 -20.0 -9.1 -10.9 -7.9 -0.3 -6.9 -5.0 -7.0 -17.0 0.4 -20.0 -2.4 -20.0 -1.0 -0.2 -5.1 3.2 -9.9 1.5 -3.3 20.0 4.2 -0.7 4.2 -8.1 -6.0 3.5 3.5 COTTON2 -1.0 -20.0 -10.0 -2.9 -13.7 -4.4 -8.5 -5.6 -3.6 -3.2 -8.0 -3.5 -10.5 -13.1 -13.9 -7.2 0.7 -6.2 -3.3 -19.3 -12.7 -7.1 -7.2 -15.5 -20.0 -5.8 0.1 -3.4 -2.1 -0.9 -4.9 -0.9 7.5 -2.5 -20.0 -9.0 -15.5 -12.7 -0.6 3.6 CRUDE_W -10.9 -16.4 3.3 -3.7 -8.7 0.2 -6.5 2.5 -5.5 -16.5 8.1 -13.1 7.6 -13.3 -5.3 6.9 10.7 9.9 10.6 -5.5 5.6 -18.6 10.4 -13.5 -5.1 -2.2 -11.8 3.2 -7.6 6.4 -5.5 -19.7 1.8 8.6 9.4 10.2 20.0 11.5 20.0 12.4 DAX 20.0 20.0 -12.0 3.6 4.7 0.2 6.5 -0.1 6.9 20.0 0.2 20.0 13.5 20.0 13.0 -10.5 -8.5 -10.1 -9.5 20.0 4.8 20.0 3.3 20.0 19.2 5.1 10.3 0.9 10.8 0.2 9.6 -5.2 20.0 20.0 15.5 6.9 5.6 4.0 13.7 13.6 DOW 20.0 20.0 -6.0 2.8 3.7 0.2 5.0 -0.1 5.3 11.0 5.8 16.2 10.2 17.3 11.4 -10.2 -9.2 -10.6 -10.4 20.0 7.9 20.0 3.3 20.0 -11.1 4.3 3.4 1.5 6.3 1.1 7.1 -6.6 12.4 13.0 11.9 2.5 -15.3 -5.4 -20.0 -7.0 DX -19.4 -20.0 6.8 2.6 -0.5 1.0 2.4 0.7 3.8 10.4 5.9 -5.2 -3.1 -8.7 -2.8 6.3 6.1 6.8 6.6 -5.7 1.5 -1.0 4.3 -8.8 -20.0 -2.1 3.2 0.6 -0.5 1.9 -3.3 14.9 -2.4 -20.0 -20.0 12.2 10.7 5.9 14.3 16.5 EUR 12.9 17.8 -6.5 2.9 -0.6 1.2 2.7 0.8 4.3 -13.3 -4.7 -0.6 4.3 7.4 4.1 -5.7 -6.7 -6.2 -6.4 5.5 -0.2 -6.7 -2.6 5.0 10.6 2.1 -6.5 -0.1 -2.4 -1.0 2.0 -7.1 -20.0 -9.4 3.7 -6.8 -15.1 -14.3 -13.9 -5.6 EURIBOR-ICE 17.7 20.0 20.0 1.1 3.6 -0.8 3.5 -1.8 2.8 7.3 3.1 7.9 -3.7 8.1 7.7 -2.5 -6.6 -4.4 -6.0 11.8 5.6 18.9 -2.2 16.1 16.1 2.6 4.0 1.3 4.1 -0.3 3.5 -8.9 12.6 6.7 10.0 14.5 -20.0 -20.0 3.8 20.0 EUROSTX 20.0 18.0 -8.6 3.7 4.8 0.2 6.6 -0.1 7.0 20.0 2.2 20.0 15.7 20.0 13.4 -6.6 -3.1 -6.0 -5.1 20.0 6.7 20.0 8.2 20.0 4.1 5.7 9.4 1.8 9.5 1.5 9.1 3.2 13.0 9.3 8.1 10.2 2.8 6.5 8.0 15.0 FEEDCOW -7.6 -20.0 -20.0 -1.4 -6.5 -2.1 -4.0 -2.7 -1.7 -7.3 -4.9 -7.7 1.8 -8.3 -8.4 -11.2 -20.0 -12.3 -18.9 -16.0 -8.3 -15.5 0.2 -17.5 -1.3 -2.9 -1.9 -1.2 -2.0 0.9 -2.7 -20.0 -7.6 -18.3 -20.0 -11.0 13.2 0.9 20.0 8.8 GASOIL -10.3 -20.0 1.1 -3.2 -7.5 0.1 -5.6 2.2 -4.8 -14.3 7.7 -13.6 7.1 -13.8 -10.3 11.1 20.0 19.4 20.0 -8.1 4.2 -18.6 11.6 -14.7 8.3 -2.6 -9.8 2.1 -6.8 4.4 -5.2 0.0 -4.8 0.4 1.4 6.3 -7.8 -1.3 -13.1 -6.8 GASOLINE -2.0 -15.2 -17.3 -3.3 -7.8 0.1 -5.9 2.2 -5.0 -14.6 2.8 -8.4 4.8 -10.1 -12.1 -4.8 20.0 9.3 20.0 -8.5 -1.8 -13.5 6.2 -10.3 -20.0 -3.4 -8.9 -0.2 -4.6 4.4 -3.4 6.9 9.1 15.2 11.7 -11.2 20.0 11.3 20.0 8.4 GAS_US_mini -20.0 -14.9 9.5 -3.2 -7.4 0.1 -5.5 2.1 -4.7 -14.2 -14.6 -15.8 -16.7 -16.2 -15.7 -16.2 -20.0 -20.0 -20.0 -20.0 -18.2 -20.0 -20.0 -20.0 20.0 -5.0 -5.1 -2.7 -6.1 -1.8 -6.7 -20.0 -5.2 -20.0 -13.0 -14.8 -15.4 6.3 -20.0 2.2 GBP 19.6 16.1 -10.7 2.9 -0.6 1.2 2.7 0.8 4.4 -6.5 -4.3 9.2 6.6 11.7 4.4 -0.5 -0.7 -0.6 -0.6 7.5 1.0 5.7 -0.3 12.2 1.0 2.7 -2.0 0.2 2.1 -0.6 4.5 3.0 -0.2 0.2 4.7 -6.9 -10.2 2.9 -6.6 20.0 GOLD_micro 11.2 18.6 1.6 1.4 -9.5 -0.1 -3.3 -0.2 1.3 -4.2 1.3 7.4 4.5 12.2 12.4 -14.4 -14.8 -15.8 -15.9 12.3 5.2 8.8 1.7 14.8 -6.3 3.9 -0.9 1.8 2.7 0.9 4.8 -16.2 20.0 12.8 20.0 9.1 -13.4 -20.0 -12.9 -20.0 HEATOIL -9.2 -20.0 -3.2 -3.2 -7.5 0.1 -5.6 2.1 -4.8 -14.2 6.0 -13.6 5.6 -13.1 -10.5 17.3 20.0 20.0 20.0 -9.0 2.2 -18.9 9.2 -15.3 -18.9 -2.9 -8.1 1.6 -5.7 5.0 -4.8 3.6 -2.7 5.4 4.1 0.1 11.2 -1.3 6.6 -6.9 JGB-SGX-mini 20.0 15.3 -10.2 0.9 3.5 -0.9 3.2 -1.9 2.6 5.1 -1.6 6.6 1.8 6.7 3.8 16.5 19.4 16.7 16.8 4.6 -0.1 10.6 -0.6 10.0 -2.1 1.1 2.1 -0.4 3.2 -0.7 2.9 20.0 -2.7 10.9 -1.0 1.3 4.1 -20.0 15.6 18.2 JPY 19.9 20.0 -1.7 2.4 -0.5 1.0 2.2 0.7 3.6 6.0 -11.6 9.4 -12.2 7.5 -6.1 -17.0 -16.2 -18.0 -17.5 -3.4 -12.8 6.9 -18.8 4.7 20.0 -2.0 1.7 -6.0 3.4 -8.1 2.2 -20.0 4.9 -7.4 -13.1 -15.2 -4.9 -20.0 2.1 -20.0 LEANHOG -13.2 -2.7 0.8 -1.9 -9.1 -3.0 -5.7 -3.8 -2.4 0.5 -1.7 -5.9 -6.9 -5.9 -7.4 -20.0 14.1 -2.6 14.1 -9.4 -8.6 -9.1 -10.3 -10.7 12.6 -3.1 -2.4 -4.6 -2.6 -7.4 -3.0 20.0 11.9 -9.0 -7.0 -2.8 -11.0 -5.5 7.4 13.6 LIVECOW -12.5 -20.0 -20.0 -1.6 -7.7 -2.5 -4.8 -3.2 -2.0 -8.8 -3.7 -9.5 3.6 -10.1 -9.7 -4.5 -4.8 -10.3 -7.9 -15.6 -7.1 -18.2 1.3 -18.6 0.0 -3.3 -3.9 -1.1 -3.1 1.4 -3.5 -8.1 -7.8 -20.0 -20.0 -10.0 0.1 -12.5 4.9 -5.2 LUMBER-new 6.5 16.5 -0.1 -4.0 -18.7 -5.9 -11.6 -6.4 -4.9 -9.1 -12.0 -10.1 -20.0 15.3 10.0 -14.7 -14.7 -15.4 -15.1 8.0 -3.8 -1.3 -12.3 8.2 NaN 2.8 0.8 -0.8 -2.5 -3.2 1.6 -20.0 1.4 5.0 15.4 9.6 -16.4 -20.0 -9.7 -17.3 MILK -13.3 -13.9 -8.4 -2.6 -12.3 -4.0 -7.7 -5.1 -3.3 12.8 -13.1 -10.1 -14.8 -14.9 -15.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -5.4 -20.0 -18.5 7.4 -5.8 4.9 -5.9 -1.2 -7.4 -5.2 -20.0 20.0 -15.9 -17.7 -7.9 -20.0 -20.0 -20.0 -20.0 MXP 12.3 11.1 -16.4 3.1 -0.6 1.3 2.9 0.8 4.7 -1.5 9.6 7.2 13.4 12.0 7.9 13.1 16.0 13.7 14.6 8.6 7.5 1.4 13.2 8.6 -20.0 3.1 -0.8 2.9 0.2 5.3 3.0 20.0 -13.5 -12.5 4.6 1.5 9.0 13.8 18.5 20.0 NASDAQ_micro 20.0 13.6 -3.1 2.3 3.0 0.2 4.1 -0.1 4.4 -10.9 10.2 8.4 10.9 12.6 10.3 -10.4 -9.0 -10.1 -9.8 14.8 12.2 3.9 13.6 14.9 -20.0 3.5 -1.5 3.0 1.0 4.2 3.7 -5.9 -20.0 -5.8 1.2 8.4 7.7 -9.0 7.8 -11.5 NIKKEI 11.0 10.3 -7.8 3.1 4.1 0.2 5.6 -0.1 5.9 -8.6 16.0 4.0 16.1 14.1 13.7 10.6 10.1 8.1 8.9 13.9 14.1 -0.1 18.1 11.1 -12.2 4.2 -1.7 4.9 -0.4 7.1 3.4 20.0 -20.0 -20.0 0.3 13.7 -8.6 0.8 -5.9 6.6 NZD 20.0 16.2 4.2 2.6 -0.5 1.0 2.3 0.7 3.8 2.0 -4.5 9.2 -1.5 10.7 6.3 0.0 0.2 -0.0 0.1 8.1 0.3 10.5 -4.3 13.5 1.0 3.1 0.6 0.5 3.7 -1.0 4.9 4.3 9.5 3.0 -1.6 2.7 -3.6 -13.3 0.4 7.1 OAT 20.0 20.0 5.6 1.4 4.5 -1.0 4.4 -2.3 3.5 9.2 -0.3 10.0 -6.9 10.1 6.4 5.3 7.4 5.6 6.2 9.5 1.0 20.0 -6.2 17.1 8.2 2.6 6.6 0.5 5.9 -1.1 4.6 14.1 12.1 8.3 6.7 7.3 -20.0 -20.0 -6.8 8.6 OATIES 15.3 -18.7 -20.0 -1.4 -6.5 -2.1 -4.0 -2.7 -1.7 0.3 -4.1 3.6 -3.4 -3.7 -7.5 -6.0 -9.2 -13.5 -13.9 -9.4 -7.1 0.8 -2.0 -4.1 -20.0 -2.5 -0.4 -1.8 0.1 -0.6 -1.2 -19.4 5.3 1.2 -18.6 -10.9 4.9 10.5 18.5 20.0 OJ -1.0 -20.0 8.9 -2.7 -12.7 -4.1 -7.9 -5.3 -3.4 -16.1 16.6 -4.4 17.9 4.3 13.0 17.5 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 5.8 -20.0 5.9 -6.5 8.3 -2.7 9.7 2.1 20.0 -20.0 20.0 20.0 20.0 7.9 9.9 20.0 20.0 PALLAD -0.6 -4.4 1.0 0.9 -5.8 -0.0 -2.0 -0.1 0.8 -8.0 -9.7 -7.0 -10.5 -6.8 -7.8 -2.2 -2.6 -2.4 -2.6 -13.9 -15.4 -16.6 -19.3 -14.1 5.6 -3.6 -4.0 -3.1 -4.0 -2.7 -3.9 5.8 -20.0 -20.0 -20.0 -17.3 -1.6 -7.7 9.2 -1.6 PLAT 10.9 11.0 -1.9 1.0 -6.8 -0.1 -2.4 -0.1 0.9 -10.1 -7.9 3.8 -5.6 5.4 -0.9 -3.3 -2.8 -3.5 -3.3 0.1 -3.5 -4.4 -4.7 1.1 12.2 0.1 -7.5 -0.7 -3.0 -0.9 -0.2 5.0 -3.3 -3.7 -3.8 3.7 -4.5 -12.7 10.7 -7.7 REDWHEAT 9.4 -2.7 -20.0 -2.9 -13.8 -4.5 -8.6 -5.7 -3.6 14.9 -18.4 12.1 -19.1 -1.8 -14.2 -4.0 -1.2 -4.9 -3.5 -20.0 -20.0 12.5 -20.0 -3.9 -16.2 -5.2 5.8 -7.1 5.0 -5.8 -0.1 -2.5 20.0 2.7 -16.4 -20.0 -20.0 -20.0 -20.0 -14.3 RICE 15.7 9.8 6.1 -3.3 -15.6 -5.1 -9.7 -6.5 -4.1 -15.0 15.4 3.5 10.7 12.6 12.6 -15.9 2.8 -15.0 -5.5 18.6 14.3 -4.9 9.3 13.9 -20.0 4.5 -6.8 3.5 -3.5 2.1 2.5 1.6 -20.0 20.0 20.0 20.0 -0.5 -16.0 16.1 -4.9 ROBUSTA 16.1 9.3 -7.4 -2.4 -11.1 -3.6 -6.9 -4.6 -2.9 8.3 12.7 12.8 13.2 14.0 12.1 20.0 20.0 20.0 20.0 14.5 12.3 14.2 14.8 17.1 -20.0 4.8 2.3 4.0 4.5 4.7 5.5 20.0 20.0 20.0 20.0 17.4 -8.7 -13.6 6.3 0.9 RUSSELL 20.0 13.9 -12.0 1.8 2.3 0.1 3.2 -0.0 3.4 5.9 -4.2 9.8 -4.9 10.1 0.1 -6.0 -6.3 -6.6 -6.8 3.5 -3.0 13.0 -4.4 11.4 -1.6 1.1 2.6 -0.8 3.9 -0.8 3.6 -1.0 2.1 -1.3 -6.1 -7.6 -15.5 -13.7 -20.0 -20.0 SHATZ 19.9 19.3 14.0 1.1 3.7 -0.8 3.6 -1.9 2.8 7.4 -4.8 7.6 -7.4 6.6 2.5 -20.0 -16.8 -20.0 -20.0 4.8 -1.4 17.9 -7.9 11.6 9.3 1.6 5.8 -0.1 5.8 -1.7 3.8 -20.0 17.9 3.5 -1.1 4.7 -11.3 -20.0 -5.2 -20.0 SILVER-mini 20.0 14.5 -3.7 1.5 -10.0 -0.1 -3.5 -0.2 1.4 -11.7 -1.3 6.9 3.3 11.1 8.0 -7.1 -6.6 -7.3 -7.1 10.1 2.3 3.0 -0.3 14.1 7.2 3.2 -9.4 1.5 -1.5 0.9 3.5 -1.5 10.2 9.9 9.5 7.2 -18.0 -20.0 -0.5 -20.0 SMI 20.0 1.6 -11.3 3.4 4.4 0.2 6.0 -0.1 6.3 18.7 -8.0 19.9 0.1 11.4 0.1 5.4 2.6 4.3 2.9 1.9 -8.6 20.0 -7.8 16.9 8.2 1.3 9.2 -2.2 8.8 -2.8 6.4 14.7 1.9 -10.1 -20.0 -1.9 -5.1 -8.1 -0.2 -5.3 SOFR 20.0 20.0 1.0 1.1 3.6 -0.7 3.4 -1.8 2.7 7.0 -2.9 7.7 -3.9 7.9 4.4 1.0 -0.5 0.3 -0.3 5.5 -1.0 10.6 -4.5 10.6 -1.5 1.7 2.2 -0.3 3.1 -1.2 3.3 1.6 1.8 2.4 0.4 2.2 -20.0 -20.0 -6.3 -8.7 SOYBEAN -4.9 4.9 -0.4 -3.0 -14.1 -4.6 -8.8 -5.8 -3.7 -17.0 8.6 -16.1 6.4 0.7 -4.1 17.6 18.1 16.4 15.8 1.7 3.0 -13.4 1.9 -4.1 -20.0 4.7 -8.8 3.5 -2.7 2.1 2.9 20.0 6.7 5.5 19.6 16.1 -20.0 -17.2 -20.0 -10.9 SOYMEAL -15.8 15.7 4.1 -1.8 -8.3 -2.7 -5.1 -3.4 -2.2 -9.6 3.2 -10.0 3.6 0.9 4.0 20.0 18.3 18.0 17.4 3.9 4.8 -14.1 3.8 -4.8 -20.0 2.1 -4.0 2.4 -3.5 2.3 -0.6 20.0 -9.8 -9.6 20.0 15.7 -20.0 -20.0 -20.0 -20.0 SOYOIL 14.7 -10.4 -20.0 -1.7 -7.8 -2.5 -4.8 -3.2 -2.1 -9.2 -2.5 -3.7 -3.6 -4.0 -8.4 2.9 9.9 6.5 8.4 -8.4 -8.3 -6.9 -4.7 -4.8 -20.0 -1.3 -3.9 -2.1 -0.5 -1.3 0.5 16.9 6.4 14.6 -4.1 -10.4 -9.1 1.3 6.8 13.9 SP400 20.0 12.3 -14.5 2.0 2.6 0.1 3.6 -0.1 3.8 5.0 -2.7 10.4 -0.8 11.3 1.8 -6.2 -5.3 -5.8 -5.6 5.6 -1.8 14.6 -2.7 14.3 -9.0 1.8 2.5 -0.3 4.3 -0.3 4.3 1.0 0.9 0.9 -4.0 -5.1 -11.2 -11.2 -16.4 -20.0 SP500_micro 20.0 16.5 -8.8 2.9 3.7 0.2 5.1 -0.1 5.4 -11.3 6.5 14.1 9.9 16.8 12.0 -11.1 -10.1 -11.1 -11.0 17.3 8.6 13.1 7.7 20.0 -20.0 3.8 -0.2 2.0 3.0 2.5 5.4 -7.9 -17.1 -1.4 2.9 2.7 1.5 -8.5 3.7 -12.1 SUGAR11 -20.0 -17.1 -9.0 -2.6 -12.1 -3.9 -7.5 -5.0 -3.2 -14.8 12.3 -15.2 15.5 -8.9 6.3 20.0 20.0 20.0 20.0 -3.0 7.4 -20.0 14.6 -16.5 -20.0 -1.7 -19.3 2.8 -13.1 7.0 -7.2 20.0 -20.0 -20.0 -7.2 20.0 -8.7 -15.8 13.3 5.2 US10 20.0 20.0 4.4 1.0 3.3 -0.7 3.2 -1.7 2.6 6.5 -4.5 7.1 -5.8 7.2 2.2 -6.5 -7.0 -6.7 -7.3 3.1 -3.5 9.1 -7.6 8.4 1.2 1.1 2.3 -1.0 3.0 -2.1 2.9 -10.2 1.1 1.6 -1.3 -0.9 -20.0 -20.0 -5.3 2.7 US10U 20.0 20.0 0.8 1.4 4.4 -0.9 4.3 -2.2 3.4 8.6 -5.8 9.4 -7.6 9.5 1.8 2.8 -0.1 1.2 0.3 3.6 -5.4 12.5 -10.4 11.1 -1.9 1.3 3.4 -1.6 4.1 -2.9 3.8 2.3 2.2 2.1 -1.9 -2.9 -20.0 -20.0 3.2 14.6 US2 18.8 20.0 20.0 1.1 3.4 -0.7 3.3 -1.7 2.6 4.4 -6.0 5.8 -7.0 6.2 2.5 -20.0 -20.0 -20.0 -20.0 3.1 -3.6 8.4 -9.6 7.7 7.6 1.8 1.7 -0.6 3.2 -2.6 3.4 -20.0 3.9 1.1 -0.8 4.1 -15.0 -20.0 -7.3 -20.0 US20 20.0 20.0 -1.2 1.0 3.3 -0.7 3.2 -1.7 2.5 6.4 -4.0 7.0 -5.3 7.0 1.3 0.3 -1.4 -0.6 -1.2 2.8 -4.5 10.8 -8.2 9.1 -1.7 0.8 3.1 -1.3 3.1 -2.2 2.8 -0.4 3.7 3.0 -0.0 -3.9 -12.0 -20.0 13.3 20.0 US30 20.0 20.0 0.3 1.1 3.6 -0.8 3.5 -1.8 2.8 7.2 -4.5 7.8 -6.2 7.8 1.1 -4.1 -4.1 -4.7 -4.7 2.9 -4.8 12.2 -9.0 9.8 -1.4 0.9 3.7 -1.5 3.7 -2.4 3.2 -5.3 4.4 3.2 -1.1 -3.4 -6.5 -20.0 20.0 20.0 US5 20.0 20.0 8.9 1.0 3.4 -0.7 3.3 -1.7 2.6 6.0 -4.8 6.8 -6.0 7.1 2.9 -9.0 -10.3 -10.4 -11.1 3.6 -2.8 8.8 -7.3 8.4 3.0 1.5 2.0 -0.7 3.0 -2.0 3.2 -16.4 1.4 1.1 -0.9 1.5 -20.0 -20.0 -16.7 -15.3 VIX -16.6 -15.7 9.8 -4.2 -1.0 -4.8 -2.3 -6.8 -4.1 -13.9 -16.7 -16.2 -17.0 -17.2 -15.7 -20.0 -20.0 -20.0 -20.0 -19.7 -19.7 -11.1 -20.0 -19.4 NaN -5.0 -1.1 -5.3 -2.8 -7.8 -5.1 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 4.8 5.9 -15.7 -3.1 -14.5 -4.7 -9.0 -6.0 -3.8 15.4 -18.7 11.8 -20.0 5.3 -12.6 -12.6 -10.9 -12.6 -12.0 -10.2 -20.0 15.6 -20.0 2.5 -4.1 -2.5 10.5 -6.2 9.7 -7.9 3.5 -18.5 20.0 4.4 -1.0 -11.8 -20.0 -20.0 -20.0 -18.5 End of report for caleb_strategy_v3