******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20231207_204352 produced at 2023-12-07 21:39:39.409289 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.26 0.0 0.10 -0.10 -0.10 -0.10 -44.64 17.0 -17 -17 caleb_strategy_v3 LIVECOW False False 0.02 -0.09 -0.07 0.0 0.39 -0.39 -0.09 -0.07 -2.88 17.0 -4 -3 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.05 -0.07 0.0 0.06 -0.06 -0.05 -0.05 -30.53 26.0 -23 -23 caleb_strategy_v3 US2 False True 0.07 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -0.92 13.0 0 0 caleb_strategy_v3 CHF False True 0.05 -0.10 -0.07 0.0 0.00 -0.10 -0.10 -0.10 -1.36 13.0 -2 -2 caleb_strategy_v3 CAD False False 0.03 0.00 -0.07 0.0 0.76 -0.76 0.00 0.00 -2.71 29.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.05 -0.06 0.0 0.11 -0.11 -0.05 -0.05 -6.24 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 -4.65 5.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.05 0.0 0.18 -0.18 -0.02 -0.02 -14.72 51.0 -6 -6 caleb_strategy_v3 FEEDCOW False False 0.04 0.00 -0.05 0.0 0.30 -0.30 0.00 0.00 -1.37 8.0 0 0 caleb_strategy_v3 COPPER False False 0.03 0.03 -0.04 0.0 0.20 -0.20 0.03 0.00 -1.07 6.0 1 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.06 -0.04 0.0 0.16 -0.16 -0.06 -0.06 -2.39 11.0 -4 -4 caleb_strategy_v3 DX False False 0.04 0.00 -0.04 0.0 999.00 -999.00 0.00 0.00 -1.00 999999999.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.67 24.0 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 -5.84 3.0 0 0 caleb_strategy_v3 SOFR False True 0.09 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.39 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 -0.31 2.0 0 0 caleb_strategy_v3 US5 False False 0.04 -0.11 -0.03 0.0 0.96 -0.96 -0.11 -0.11 -0.81 25.0 -3 -3 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.11 -0.11 -0.04 -0.04 -2.14 9.0 -3 -3 caleb_strategy_v3 EUR False False 0.05 0.00 -0.02 0.0 0.67 -0.67 0.00 0.00 -0.48 14.0 0 0 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 -6.80 68.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.02 0.0 0.09 -0.09 -0.04 -0.04 -2.10 8.0 -3 -3 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.36 2.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 -0.07 -0.02 0.0 0.11 -0.11 -0.07 -0.04 -0.43 3.0 -2 -1 caleb_strategy_v3 GOLD_micro False False 0.01 -0.13 -0.02 0.0 0.41 -0.41 -0.13 -0.13 -2.46 56.0 -18 -18 caleb_strategy_v3 PALLAD False False 0.03 -0.07 -0.02 0.0 0.07 -0.07 -0.07 -0.07 -0.59 2.0 -2 -2 caleb_strategy_v3 US10 False False 0.04 -0.20 -0.01 0.0 0.67 -0.67 -0.20 -0.32 -0.26 17.0 -5 -8 caleb_strategy_v3 GASOLINE False False 0.03 0.03 -0.01 0.0 0.12 -0.12 0.03 0.00 -0.19 4.0 1 0 caleb_strategy_v3 JPY False False 0.03 -0.06 -0.01 0.0 0.54 -0.54 -0.06 -0.03 -0.29 17.0 -2 -1 caleb_strategy_v3 LEANHOG False False 0.01 0.00 -0.01 0.0 0.14 -0.14 0.00 -0.01 -0.51 13.0 0 -1 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 SOYMEAL False False 0.01 -0.06 -0.01 0.0 0.13 -0.13 -0.06 -0.04 -0.42 9.0 -4 -3 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.01 -0.01 0.0 0.27 -0.27 -0.01 -0.02 -0.79 23.0 -1 -2 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.01 0.0 0.16 -0.16 -0.01 -0.01 -1.15 18.0 -1 -1 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 0.00 0.0 0.00 -0.00 0.00 0.00 0.10 0.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.00 0.0 0.10 -0.10 0.00 0.00 0.04 4.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.02 -0.00 0.0 0.11 -0.11 -0.02 -0.03 -0.40 10.0 -2 -3 caleb_strategy_v3 AUD False True 0.02 0.12 0.00 0.0 0.12 0.00 0.12 0.12 0.20 19.0 5 5 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 COFFEE False False 0.02 0.02 -0.00 0.0 0.14 -0.14 0.02 0.00 -0.01 6.0 1 0 caleb_strategy_v3 US30 False False 0.05 0.18 0.00 0.0 0.27 -0.27 0.18 0.23 0.07 6.0 4 5 caleb_strategy_v3 RICE False True 0.01 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.20 4.0 0 0 caleb_strategy_v3 US20 False False 0.04 0.00 0.01 0.0 0.38 -0.38 0.00 0.00 0.12 9.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.05 0.01 0.0 0.21 -0.21 0.05 0.05 0.12 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 1.53 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 0.42 10.0 2 2 caleb_strategy_v3 DOW False False 0.01 0.17 0.01 0.0 0.43 -0.43 0.17 0.12 1.15 66.0 26 18 caleb_strategy_v3 CRUDE_W False False 0.02 0.05 0.02 0.0 0.12 -0.12 0.05 0.05 0.86 5.0 2 2 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 BUND False False 0.05 0.00 0.02 0.0 0.52 -0.52 0.00 0.00 0.34 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 1.01 3.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.02 0.03 0.0 0.46 -0.46 0.02 0.02 1.46 21.0 1 1 caleb_strategy_v3 GBP False False 0.03 0.06 0.03 0.0 0.62 -0.62 0.06 0.03 1.05 22.0 2 1 caleb_strategy_v3 SMI False True 0.04 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.66 9.0 0 0 caleb_strategy_v3 COCOA False False 0.01 0.07 0.04 0.0 0.39 -0.39 0.07 0.07 2.55 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 2.24 12.0 0 0 caleb_strategy_v3 BTP False False 0.04 0.27 0.07 0.0 0.45 -0.45 0.27 0.22 1.60 10.0 6 5 caleb_strategy_v3 BITCOIN False False 0.00 0.08 0.08 0.0 0.09 -0.09 0.08 0.08 50.24 59.0 49 49 caleb_strategy_v3 NIKKEI False False 0.01 0.24 0.11 0.0 0.29 -0.29 0.24 0.22 13.58 36.0 30 27 caleb_strategy_v3 EUROSTX False False 0.02 0.05 0.11 0.0 0.34 -0.34 0.05 0.21 6.26 20.0 3 12 caleb_strategy_v3 OAT False False 0.05 0.00 0.11 0.0 0.50 -0.50 0.00 0.00 2.31 10.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.03 0.16 0.0 0.37 -0.37 0.03 0.01 24.35 58.0 4 2 caleb_strategy_v3 MXP False False 0.01 0.39 0.18 0.0 0.61 -0.61 0.39 0.38 17.23 60.0 38 37 caleb_strategy_v3 JGB-SGX-mini False False 0.04 0.42 0.64 0.0 0.57 -0.57 0.42 0.42 17.97 16.0 12 12 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.47 1.08 0.0 0.94 -0.94 0.47 0.75 11.49 10.0 5 8 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 18.1 Shocked risk 47.5 Sum abs risk 49.7 Leverage 4.18 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2810939.7, 'annual_cash_vol_target': 702734.925, 'daily_cash_vol_target': 43920.9328125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0047 0.6604 0.7101 11.3611 BITCOIN 1051.7463 43700.0000 2.4067 38.5079 BOBL 0.2755 118.3900 0.2327 3.7232 BTP 0.6249 117.0800 0.5338 8.5404 BUND 0.5488 135.5100 0.4050 6.4794 BUXL 1.3530 137.8400 0.9816 15.7049 CAC 48.0814 7462.0000 0.6444 10.3096 CAD 0.0029 0.7367 0.3932 6.2919 CANOLA 8.5301 674.4000 1.2648 20.2374 CHF 0.0048 1.1446 0.4174 6.6792 COCOA 45.8250 4204.0000 1.0900 17.4405 COFFEE 3.9077 178.6000 2.1880 35.0075 COPPER 0.0432 3.7975 1.1363 18.1805 CORN 4.5599 513.0000 0.8889 14.2218 COTTON2 1.1493 82.7500 1.3889 22.2222 CRUDE_W 1.1557 69.3000 1.6677 26.6829 DAX 103.6553 16861.0000 0.6148 9.8362 DOW 204.1060 36516.0000 0.5589 8.9432 DX 0.4721 103.1450 0.4577 7.3240 EUR 0.0054 1.0804 0.4972 7.9545 EURIBOR-ICE 0.0535 97.8050 0.0547 0.8756 EUROSTX 32.2152 4484.0000 0.7184 11.4952 FEEDCOW 2.7079 210.9750 1.2835 20.5360 GASOIL 12.9157 727.5000 1.7754 28.4056 GASOLINE 0.0422 2.0325 2.0787 33.2590 GAS_US_mini 0.0921 2.5100 3.6711 58.7374 GBP 0.0073 1.2600 0.5774 9.2383 GOLD_micro 15.5369 2047.1000 0.7590 12.1436 HEATOIL 0.0436 2.4910 1.7511 28.0173 JGB-SGX-mini 0.3268 145.3500 0.2248 3.5976 JPY 0.0001 0.0071 0.7559 12.0938 LEANHOG 1.2410 74.5250 1.6652 26.6427 LIVECOW 1.8018 162.4750 1.1090 17.7438 LUMBER-new 7.4080 541.0000 1.3693 21.9091 MILK 0.2023 16.8300 1.2022 19.2347 MXP 0.0005 0.0571 0.8204 13.1257 NASDAQ_micro 126.0795 16242.2500 0.7762 12.4199 NIKKEI 295.4796 33380.0000 0.8852 14.1632 NZD 0.0043 0.6172 0.6937 11.0998 OAT 0.5644 129.7600 0.4350 6.9592 OATIES 7.7879 361.5000 2.1543 34.4694 OJ 6.3809 364.6000 1.7501 28.0018 PALLAD 21.4773 978.0000 2.1960 35.1367 PLAT 14.8567 912.0000 1.6290 26.0644 REDWHEAT 10.1350 667.2500 1.5189 24.3028 RICE 0.1547 17.3150 0.8933 14.2923 ROBUSTA 34.7209 2545.0000 1.3643 21.8284 RUSSELL 22.0440 1884.5000 1.1698 18.7161 SHATZ 0.0926 106.2300 0.0872 1.3947 SILVER-mini 0.3529 24.1125 1.4635 23.4163 SMI 66.1063 10971.0000 0.6026 9.6409 SOFR 0.0793 96.6000 0.0820 1.3127 SOYBEAN 10.8614 1273.2500 0.8530 13.6487 SOYMEAL 5.4725 398.2000 1.3743 21.9889 SOYOIL 0.8164 50.9800 1.6015 25.6239 SP400 24.8202 2618.2000 0.9480 15.1678 SP500_micro 28.2111 4640.7500 0.6079 9.7264 SUGAR11 0.4552 22.2300 2.0475 32.7597 US10 0.4904 111.1094 0.4414 7.0618 US10U 0.6684 115.5156 0.5786 9.2579 US2 0.1268 102.4805 0.1237 1.9798 US20 0.9833 120.1875 0.8182 13.0907 US30 1.4671 128.5000 1.1417 18.2668 US5 0.3156 107.6016 0.2933 4.6927 VIX 0.4858 16.3000 2.9801 47.6821 WHEAT 8.5000 671.0000 1.2668 20.2682 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 660.45 0.71 468.96 1.00 468.96 43920.93 93.66 0.81 7.57 BITCOIN 43.70 2.41 105.17 1.00 105.17 43920.93 417.60 11.11 463.98 BOBL 1183.90 0.23 275.49 1.08 297.00 43920.93 147.88 2.43 35.90 BTP 1170.80 0.53 624.95 1.08 673.72 43920.93 65.19 7.19 46.86 BUND 1355.10 0.40 548.77 1.08 591.60 43920.93 74.24 4.51 33.45 BUXL 1378.40 0.98 1352.98 1.08 1458.58 43920.93 30.11 4.06 12.21 CAC 746.20 0.64 480.81 1.08 518.34 43920.93 84.73 7.75 65.68 CAD 736.70 0.39 289.70 1.00 289.70 43920.93 151.61 -6.89 -104.39 CANOLA 134.88 1.26 170.60 0.74 125.66 43920.93 349.51 -17.32 -605.20 CHF 1430.75 0.42 597.26 1.00 597.26 43920.93 73.54 -7.11 -52.28 COCOA 420.40 1.09 458.25 1.00 458.25 43920.93 95.84 12.41 118.99 COFFEE 669.75 2.19 1465.39 1.00 1465.39 43920.93 29.97 -0.37 -1.12 COPPER 949.38 1.14 1078.75 1.00 1078.75 43920.93 40.71 -2.42 -9.87 CORN 256.50 0.89 227.99 1.00 227.99 43920.93 192.64 -13.31 -256.49 COTTON2 413.75 1.39 574.65 1.00 574.65 43920.93 76.43 -14.62 -111.75 CRUDE_W 693.00 1.67 1155.70 1.00 1155.70 43920.93 38.00 2.09 7.94 DAX 168.61 0.61 103.66 1.08 111.75 43920.93 393.04 18.17 713.97 DOW 182.58 0.56 102.05 1.00 102.05 43920.93 430.37 1.15 49.52 DX 1031.45 0.46 472.15 1.00 472.15 43920.93 93.02 -4.14 -38.54 EUR 1350.44 0.50 671.38 1.00 671.38 43920.93 65.42 -2.82 -18.42 EURIBOR-ICE 2445.13 0.05 133.81 1.08 144.26 43920.93 304.46 11.06 336.72 EUROSTX 448.40 0.72 322.15 1.08 347.30 43920.93 126.47 14.52 183.66 FEEDCOW 1054.88 1.28 1353.93 1.00 1353.93 43920.93 32.44 -12.74 -41.33 GASOIL 727.50 1.78 1291.57 1.00 1291.57 43920.93 34.01 0.28 0.94 GASOLINE 853.65 2.08 1774.47 1.00 1774.47 43920.93 24.75 -1.76 -4.36 GAS_US_mini 62.75 3.67 230.36 1.00 230.36 43920.93 190.66 -14.79 -281.90 GBP 787.50 0.58 454.70 1.00 454.70 43920.93 96.59 4.17 40.28 GOLD_micro 204.71 0.76 155.37 1.00 155.37 43920.93 282.69 -2.55 -72.14 HEATOIL 1046.22 1.75 1832.02 1.00 1832.02 43920.93 23.97 -4.11 -9.86 JGB-SGX-mini 145350.00 0.22 32681.57 0.01 222.21 43920.93 197.66 8.40 165.98 JPY 885.25 0.76 669.13 1.00 669.13 43920.93 65.64 -1.70 -11.16 LEANHOG 298.10 1.67 496.39 1.00 496.39 43920.93 88.48 -0.95 -8.41 LIVECOW 649.90 1.11 720.73 1.00 720.73 43920.93 60.94 -14.27 -86.93 LUMBER-new 148.78 1.37 203.72 1.00 203.72 43920.93 215.59 -12.70 -273.88 MILK 336.60 1.20 404.65 1.00 404.65 43920.93 108.54 -20.00 -217.08 MXP 285.55 0.82 234.25 1.00 234.25 43920.93 187.49 6.26 117.37 NASDAQ_micro 324.85 0.78 252.16 1.00 252.16 43920.93 174.18 -1.94 -33.87 NIKKEI 33380.00 0.89 29547.96 0.01 201.24 43920.93 218.25 5.74 125.36 NZD 617.25 0.69 428.21 1.00 428.21 43920.93 102.57 5.50 56.45 OAT 1297.60 0.43 564.39 1.08 608.44 43920.93 72.19 9.36 67.58 OATIES 180.75 2.15 389.40 1.00 389.40 43920.93 112.79 -12.25 -138.14 OJ 546.90 1.75 957.14 1.00 957.14 43920.93 45.89 10.32 47.36 PALLAD 978.00 2.20 2147.73 1.00 2147.73 43920.93 20.45 -8.43 -17.24 PLAT 456.00 1.63 742.83 1.00 742.83 43920.93 59.13 2.09 12.36 REDWHEAT 333.62 1.52 506.75 1.00 506.75 43920.93 86.67 -18.28 -158.43 RICE 346.30 0.89 309.34 1.00 309.34 43920.93 141.98 0.57 8.16 ROBUSTA 254.50 1.36 347.21 1.00 347.21 43920.93 126.50 10.37 131.14 RUSSELL 94.22 1.17 110.22 1.00 110.22 43920.93 398.48 -5.15 -205.18 SHATZ 1062.30 0.09 92.60 1.08 99.83 43920.93 439.98 -1.49 -65.77 SILVER-mini 602.81 1.46 882.23 1.00 882.23 43920.93 49.78 0.62 3.07 SMI 1097.10 0.60 661.06 1.14 755.33 43920.93 58.15 3.33 19.38 SOFR 2415.00 0.08 198.13 1.00 198.13 43920.93 221.67 -0.29 -6.40 SOYBEAN 636.62 0.85 543.07 1.00 543.07 43920.93 80.88 -3.17 -25.65 SOYMEAL 398.20 1.37 547.25 1.00 547.25 43920.93 80.26 -5.69 -45.69 SOYOIL 305.88 1.60 489.87 1.00 489.87 43920.93 89.66 -4.78 -42.83 SP400 2618.20 0.95 2482.02 1.00 2482.02 43920.93 17.70 -5.26 -9.30 SP500_micro 232.04 0.61 141.06 1.00 141.06 43920.93 311.37 -2.86 -89.07 SUGAR11 248.98 2.05 509.77 1.00 509.77 43920.93 86.16 -6.28 -54.11 US10 1111.09 0.44 490.40 1.00 490.40 43920.93 89.56 -2.29 -20.48 US10U 1155.16 0.58 668.39 1.00 668.39 43920.93 65.71 0.66 4.34 US2 2049.61 0.12 253.61 1.00 253.61 43920.93 173.18 -4.20 -72.72 US20 1201.88 0.82 983.34 1.00 983.34 43920.93 44.67 2.09 9.34 US30 1285.00 1.14 1467.05 1.00 1467.05 43920.93 29.94 1.90 5.69 US5 1076.02 0.29 315.59 1.00 315.59 43920.93 139.17 -4.61 -64.12 VIX 163.00 2.98 485.76 1.00 485.76 43920.93 90.42 -20.00 -180.83 WHEAT 335.50 1.27 425.00 1.00 425.00 43920.93 103.34 -15.63 -161.52 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 7.575 0.010 2.5 0.197 BITCOIN 463.983 0.043 2.5 50.245 BOBL 35.898 0.004 2.5 0.364 BTP 46.864 0.014 2.5 1.598 BUND 33.446 0.004 2.5 0.339 BUXL 12.212 0.004 2.5 0.124 CAC 65.683 0.014 2.5 2.240 CAD -104.391 0.010 2.5 -2.709 CANOLA -605.204 0.010 2.5 -14.724 CHF -52.280 0.010 2.5 -1.356 COCOA 118.989 0.009 2.5 2.548 COFFEE -1.122 0.005 2.5 -0.013 COPPER -9.869 0.043 2.5 -1.069 CORN -256.491 0.010 2.5 -6.240 COTTON2 -111.753 0.009 2.5 -2.393 CRUDE_W 7.941 0.043 2.5 0.860 DAX 713.966 0.014 2.5 24.353 DOW 49.515 0.009 2.5 1.151 DX -38.540 0.010 2.5 -1.000 EUR -18.421 0.010 2.5 -0.478 EURIBOR-ICE 336.721 0.014 2.5 11.485 EUROSTX 183.662 0.014 2.5 6.265 FEEDCOW -41.334 0.013 2.5 -1.370 GASOIL 0.940 0.017 2.5 0.041 GASOLINE -4.365 0.017 2.5 -0.189 GAS_US_mini -281.898 0.043 2.5 -30.527 GBP 40.284 0.010 2.5 1.045 GOLD_micro -72.143 0.014 2.5 -2.461 HEATOIL -9.862 0.017 2.5 -0.428 JGB-SGX-mini 165.976 0.043 2.5 17.974 JPY -11.162 0.010 2.5 -0.290 LEANHOG -8.409 0.024 2.5 -0.511 LIVECOW -86.931 0.013 2.5 -2.881 LUMBER-new -273.885 0.009 2.5 -5.844 MILK -217.081 0.009 2.5 -4.649 MXP 117.373 0.059 2.5 17.228 NASDAQ_micro -33.866 0.009 2.5 -0.787 NIKKEI 125.358 0.043 2.5 13.575 NZD 56.447 0.010 2.5 1.465 OAT 67.581 0.014 2.5 2.305 OATIES -138.144 0.010 2.5 -3.361 OJ 47.360 0.009 2.5 1.014 PALLAD -17.243 0.014 2.5 -0.588 PLAT 12.363 0.014 2.5 0.422 REDWHEAT -158.430 0.005 2.5 -2.102 RICE 8.162 0.010 2.5 0.199 ROBUSTA 131.139 0.005 2.5 1.531 RUSSELL -205.180 0.013 2.5 -6.799 SHATZ -65.767 0.004 2.5 -0.667 SILVER-mini 3.070 0.014 2.5 0.105 SMI 19.384 0.014 2.5 0.661 SOFR -6.404 0.024 2.5 -0.389 SOYBEAN -25.646 0.004 2.5 -0.239 SOYMEAL -45.692 0.004 2.5 -0.425 SOYOIL -42.825 0.004 2.5 -0.399 SP400 -9.300 0.013 2.5 -0.308 SP500_micro -89.072 0.009 2.5 -2.070 SUGAR11 -54.106 0.009 2.5 -1.151 US10 -20.479 0.005 2.5 -0.260 US10U 4.341 0.005 2.5 0.055 US2 -72.723 0.005 2.5 -0.922 US20 9.340 0.005 2.5 0.118 US30 5.694 0.005 2.5 0.072 US5 -64.121 0.005 2.5 -0.813 VIX -180.833 0.099 2.5 -44.638 WHEAT -161.523 0.005 2.5 -2.143 ===================== Position diags ===================== AUD 2.43 BITCOIN 45.22 BOBL 1.50 BTP 2.22 BUND 0.75 BUXL 0.31 CAC 2.89 CAD 3.93 CANOLA 8.50 CHF 1.91 COCOA 2.05 COFFEE 0.35 COPPER 4.41 CORN 4.69 COTTON2 1.64 CRUDE_W 4.12 DAX 13.41 DOW 10.00 DX 2.41 EUR 1.70 EURIBOR-ICE 10.39 EUROSTX 4.31 FEEDCOW 1.07 GASOIL 1.47 GASOLINE 1.07 GAS_US_mini 20.65 GBP 2.51 GOLD_micro 9.64 HEATOIL 1.04 JGB-SGX-mini 21.40 JPY 1.70 LEANHOG 5.38 LIVECOW 2.02 LUMBER-new 4.60 MILK 2.32 MXP 27.52 NASDAQ_micro 4.05 NIKKEI 23.63 NZD 2.66 OAT 2.46 OATIES 2.74 OJ 0.98 PALLAD 0.70 PLAT 2.02 REDWHEAT 1.15 RICE 3.45 ROBUSTA 1.48 RUSSELL 13.21 SHATZ 4.46 SILVER-mini 1.70 SMI 1.98 SOFR 13.47 SOYBEAN 0.75 SOYMEAL 0.75 SOYOIL 0.83 SP400 0.59 SP500_micro 7.24 SUGAR11 1.83 US10 1.13 US10U 0.83 US2 2.19 US20 0.57 US30 0.38 US5 1.76 VIX 22.32 WHEAT 1.37 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 0.2 -0.0 0.4 5.0 5 BITCOIN 50.2 45.7 54.8 49.0 49 BOBL 0.4 0.2 0.5 0.0 0 BTP 1.6 1.4 1.8 6.0 6 BUND 0.3 0.3 0.4 0.0 0 BUXL 0.1 0.1 0.2 1.0 1 CAC 2.2 2.0 2.5 0.0 0 CAD -2.7 -3.1 -2.3 0.0 0 CANOLA -14.7 -15.6 -13.9 -6.0 -6 CHF -1.4 -1.5 -1.2 -2.0 -2 COCOA 2.5 2.3 2.8 5.0 5 COFFEE -0.0 -0.0 0.0 1.0 1 COPPER -1.1 -1.5 -0.6 1.0 1 CORN -6.2 -6.7 -5.8 -5.0 -5 COTTON2 -2.4 -2.6 -2.2 -4.0 -4 CRUDE_W 0.9 0.4 1.3 2.0 2 DAX 24.4 23.0 25.7 4.0 4 DOW 1.2 0.2 2.2 26.0 26 DX -1.0 -1.2 -0.8 NaN 0 EUR -0.5 -0.6 -0.3 0.0 0 EURIBOR-ICE 11.5 10.4 12.5 5.0 5 EUROSTX 6.3 5.8 6.7 3.0 3 FEEDCOW -1.4 -1.5 -1.3 0.0 0 GASOIL 0.0 -0.1 0.2 0.0 0 GASOLINE -0.2 -0.3 -0.1 1.0 1 GAS_US_mini -30.5 -32.6 -28.5 -23.0 -23 GBP 1.0 0.8 1.3 2.0 2 GOLD_micro -2.5 -3.4 -1.5 -18.0 -18 HEATOIL -0.4 -0.5 -0.3 -2.0 -2 JGB-SGX-mini 18.0 15.8 20.1 12.0 12 JPY -0.3 -0.5 -0.1 -2.0 -2 LEANHOG -0.5 -1.0 0.0 0.0 0 LIVECOW -2.9 -3.1 -2.7 -4.0 -4 LUMBER-new -5.8 -6.3 -5.4 NaN 0 MILK -4.6 -4.9 -4.4 NaN 0 MXP 17.2 14.5 20.0 38.0 38 NASDAQ_micro -0.8 -1.2 -0.4 -1.0 -1 NIKKEI 13.6 11.2 15.9 30.0 30 NZD 1.5 1.2 1.7 1.0 1 OAT 2.3 2.1 2.6 0.0 0 OATIES -3.4 -3.6 -3.1 NaN 0 OJ 1.0 0.9 1.1 NaN 0 PALLAD -0.6 -0.7 -0.5 -2.0 -2 PLAT 0.4 0.2 0.6 2.0 2 REDWHEAT -2.1 -2.2 -2.0 -3.0 -3 RICE 0.2 -0.1 0.5 NaN 0 ROBUSTA 1.5 1.4 1.7 2.0 2 RUSSELL -6.8 -8.1 -5.5 0.0 0 SHATZ -0.7 -1.1 -0.2 NaN 0 SILVER-mini 0.1 -0.1 0.3 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 -0.5 -0.4 -4.0 -4 SOYOIL -0.4 -0.5 -0.3 -2.0 -2 SP400 -0.3 -0.4 -0.2 0.0 0 SP500_micro -2.1 -2.8 -1.3 0.0 0 SUGAR11 -1.2 -1.3 -1.0 -1.0 -1 US10 -0.3 -0.4 -0.1 -5.0 -5 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 -44.6 -46.9 -42.4 -17.0 -17 WHEAT -2.1 -2.3 -2.0 -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 -0.0 -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 -0.1 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 -0.1 -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 0.4 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 0.2 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 0.0 -0.0 0.1 -0.1 0.1 0.1 0.1 0.1 0.1 0.2 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 0.1 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 -0.0 0.1 -0.2 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 0.0 0.0 0.1 -0.0 0.0 0.4 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 0.1 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 0.4 -0.4 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 0.0 0.2 0.2 0.2 -1.0 0.1 0.1 0.0 0.1 0.0 0.1 0.1 0.3 -0.1 -0.2 0.1 0.2 0.2 0.5 0.4 CAD 0.5 0.2 -0.2 0.0 0.0 0.1 0.0 0.0 0.1 -0.1 -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 0.0 -0.2 0.1 0.0 0.2 -0.3 -0.6 -0.5 -0.6 -0.7 -0.2 -0.5 CANOLA 0.0 -0.1 -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 0.0 -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 -0.3 -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 0.1 0.0 0.2 -1.2 0.0 0.0 0.0 0.1 0.0 0.1 -1.1 0.3 0.3 0.4 -0.4 -0.7 -0.7 -0.7 -0.7 COCOA 0.1 0.6 0.1 -0.0 -0.1 -0.1 -0.1 -0.3 -0.1 -0.0 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 0.1 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 -0.0 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 -2.6 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 -0.0 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 0.1 -0.0 -0.0 -0.2 0.1 -0.9 0.0 -0.0 -0.0 -0.0 -0.1 0.0 0.1 0.1 0.3 0.1 0.0 -0.1 -0.5 0.1 -0.4 CORN 0.0 0.1 -0.3 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 0.1 -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 0.4 0.3 -0.0 0.2 -0.3 -0.2 0.1 0.1 COTTON2 0.2 -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 0.0 -0.2 -0.1 -2.7 -0.1 0.1 -0.1 0.0 -0.0 -0.0 -0.1 0.4 0.2 -0.6 -0.3 -0.5 -0.4 -0.0 0.1 CRUDE_W -0.4 -0.6 0.1 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 0.2 -0.2 0.3 -0.2 -0.1 0.1 0.2 0.2 0.2 -0.1 0.1 -0.2 0.3 -0.2 -0.7 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -1.0 0.1 0.3 0.3 0.4 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 0.2 -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 0.6 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 0.0 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 -0.2 -0.6 -0.6 0.4 0.4 0.2 0.5 0.5 EUR 0.3 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 0.0 1.4 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.4 -0.5 -0.4 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 -0.0 -0.1 -0.1 -0.1 0.1 0.1 0.2 -0.1 0.2 2.1 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 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.2 0.2 0.2 0.5 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.4 0.2 0.3 0.3 0.1 0.2 0.3 0.5 FEEDCOW -0.3 -0.6 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -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 -0.3 -0.5 -0.6 -0.4 0.4 0.0 0.7 0.3 GASOIL -0.4 -0.6 0.0 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 0.2 -0.2 0.2 -0.2 -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 0.0 -0.1 0.1 -0.1 0.0 -0.2 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 -0.2 0.2 -0.1 -2.7 -0.0 -0.1 -0.0 -0.1 0.1 -0.0 0.3 0.2 0.4 0.4 -0.3 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 -0.5 -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 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.0 0.0 -0.0 0.1 0.1 0.0 -0.0 0.0 0.0 -0.0 0.0 0.2 -0.1 -0.0 0.1 -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 0.1 0.1 -0.8 0.0 -0.0 0.0 0.0 0.0 0.0 -0.9 0.5 0.4 0.6 0.3 -0.5 -0.7 -0.4 -0.7 HEATOIL -0.4 -0.6 -0.1 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 0.2 -0.2 0.2 -0.1 -0.1 0.3 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 -0.0 0.2 0.1 -0.0 0.4 -0.0 0.2 -0.2 JGB-SGX-mini 0.6 0.6 -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 0.0 -0.0 0.1 -0.3 0.0 -0.0 -0.0 0.0 -0.0 0.0 1.1 -0.3 0.2 -0.1 0.0 0.1 -0.7 0.5 0.6 JPY 0.6 0.6 0.3 0.0 0.0 0.0 0.0 0.0 0.0 0.1 -0.3 0.1 -0.4 0.1 -0.0 -0.3 -0.3 -0.4 -0.3 -0.0 -0.1 0.1 -0.4 0.1 2.7 -0.0 0.1 -0.1 0.1 -0.2 0.0 -1.1 0.5 -0.0 -0.3 -0.4 -0.2 -0.7 0.0 -0.7 LEANHOG -0.5 -0.1 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.1 -0.3 -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 0.1 -0.3 -0.2 -0.1 -0.4 -0.2 0.2 0.4 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 -0.2 0.0 -0.2 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.4 -0.4 -0.6 -0.6 -0.3 0.0 -0.4 0.2 -0.2 LUMBER-new 0.2 0.6 0.0 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.2 -0.4 -0.2 -0.8 0.2 0.1 -0.3 -0.3 -0.4 -0.3 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 -0.4 0.0 0.5 0.3 -0.6 -0.8 -0.4 -0.7 MILK -0.4 -0.4 -0.2 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.0 -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 -0.5 -0.6 -0.3 -0.7 -0.7 -0.7 -0.7 MXP 0.3 0.4 -0.5 0.0 0.0 0.0 0.0 0.0 0.0 -0.1 0.3 0.0 0.5 0.1 0.1 0.3 0.3 0.3 0.3 0.1 0.1 -0.0 0.3 0.1 -2.7 0.0 -0.0 0.1 -0.0 0.2 0.0 1.1 -0.5 -0.4 0.1 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 0.0 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 0.2 0.0 -0.3 -0.4 -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 -0.0 0.4 0.1 0.6 0.2 0.2 0.2 0.2 0.2 0.2 0.1 0.1 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 0.6 0.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 -0.1 0.1 -0.0 0.1 0.1 -0.0 0.0 -0.0 0.0 0.1 0.0 0.1 -0.1 0.1 0.1 0.0 0.0 0.0 0.0 -0.0 0.1 0.2 0.2 0.1 -0.0 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 0.0 0.0 0.1 -0.0 0.1 0.8 0.3 0.2 0.2 0.2 -0.7 -0.7 -0.2 0.3 OATIES 0.5 -0.6 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.2 -0.3 -0.3 -0.1 -0.1 -0.0 -0.1 -0.1 -2.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.0 -0.2 0.1 -0.5 -0.4 0.2 0.3 0.6 0.7 OJ -0.2 -0.6 0.3 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 0.4 -0.1 0.6 0.0 0.1 0.3 0.4 0.4 0.4 0.2 0.2 -0.2 0.5 0.0 -2.7 0.1 -0.0 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 0.1 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.5 -0.1 0.8 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.3 -0.5 -0.6 -0.6 -0.6 -0.0 -0.3 0.3 -0.1 PLAT 0.3 0.4 -0.0 0.0 -0.0 -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 -0.0 -0.0 -0.0 -0.0 -0.0 0.3 -0.1 -0.0 -0.1 0.1 -0.2 -0.4 0.4 -0.2 REDWHEAT 0.4 -0.0 -0.6 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.2 -0.5 0.2 -0.7 0.0 -0.1 -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 0.2 -0.4 -0.6 -0.7 -0.7 -0.7 -0.5 RICE 0.4 0.3 0.2 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -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 -0.0 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 0.0 -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 0.0 0.0 0.1 -0.1 0.0 -1.1 0.4 0.1 -0.0 0.1 -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 0.0 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 -0.0 -0.0 0.1 0.9 0.0 -0.1 0.0 -0.0 0.0 0.0 -0.1 0.0 0.2 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 0.1 -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 -0.1 -0.2 -0.3 0.0 -0.2 SOFR 0.6 0.6 0.1 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.1 0.1 0.1 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 -0.1 0.2 -0.2 0.2 -0.0 -0.0 0.3 0.4 0.3 0.3 0.0 0.0 -0.1 0.1 -0.0 -2.7 0.0 -0.0 0.1 -0.0 0.1 0.0 1.1 0.1 0.2 0.6 0.5 -0.7 -0.6 -0.7 -0.4 SOYMEAL -0.6 0.4 0.1 -0.0 -0.0 -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 0.0 -0.1 0.1 -0.1 -2.7 0.0 -0.0 0.1 -0.0 0.1 -0.0 1.1 -0.3 -0.4 0.6 0.5 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.5 -0.2 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.1 0.2 0.1 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 -0.1 -0.3 -0.3 0.0 0.2 0.5 SP400 0.6 0.5 -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 0.1 -0.1 -0.2 -0.4 -0.4 -0.6 -0.7 SP500_micro 0.6 0.6 -0.3 0.0 0.0 0.0 0.1 -0.0 0.1 0.0 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 -0.3 -0.0 0.1 0.1 0.1 -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 0.5 -0.1 0.0 0.4 0.4 0.4 0.4 -0.1 0.1 -0.2 0.3 -0.2 -2.7 -0.0 -0.1 0.0 -0.1 0.2 -0.1 1.1 -0.5 -0.6 -0.3 0.5 -0.3 -0.5 0.5 0.2 US10 0.6 0.6 0.2 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.2 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 -0.1 0.0 -0.0 -0.0 -0.7 -0.7 -0.2 0.1 US10U 0.6 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 0.0 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 -0.2 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 0.0 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 0.0 0.1 0.0 -0.1 -0.4 -0.7 0.4 0.7 US30 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 -0.3 0.0 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 -0.8 -0.9 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 -0.1 -0.9 -0.3 NaN -0.1 -0.0 -0.2 -0.0 -0.5 -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 0.2 -0.5 0.2 -0.7 0.1 -0.1 -0.2 -0.2 -0.3 -0.2 -0.1 -0.2 0.2 -0.5 0.1 -0.6 -0.0 0.1 -0.2 0.1 -0.3 0.0 -1.0 0.5 0.2 0.0 -0.3 -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 15.2 19.3 4.2 2.8 0.1 1.2 2.3 0.8 3.9 -4.9 -5.8 6.8 -8.8 9.5 5.9 -2.7 -3.0 -3.0 -3.0 6.3 -1.0 3.7 -6.1 8.9 3.2 2.9 -0.3 -0.1 1.7 -2.1 4.0 -1.1 -2.6 -3.6 1.0 0.2 -11.2 -15.6 -3.1 6.1 BITCOIN 4.4 20.0 13.7 1.8 -9.3 -0.2 -5.2 -0.3 1.1 19.2 20.0 20.0 18.0 20.0 20.0 -10.1 -5.9 -8.8 -7.5 20.0 20.0 20.0 13.8 20.0 -20.0 8.5 8.7 5.8 9.6 3.1 9.2 -1.1 20.0 20.0 20.0 20.0 -5.7 20.0 -1.5 20.0 BOBL 20.0 20.0 11.6 1.3 3.3 -0.6 3.7 -1.8 3.0 7.7 -1.2 8.3 -5.9 8.3 6.0 -11.5 -3.6 -2.1 -3.6 8.1 1.4 18.2 -5.3 14.4 8.1 2.2 4.6 0.5 5.0 -1.0 4.0 -4.5 11.5 3.7 2.7 6.6 -17.4 -20.0 -10.8 -17.9 BTP 20.0 20.0 -0.5 2.1 5.4 -1.0 5.9 -2.9 4.9 12.5 3.3 13.7 2.8 14.0 10.0 7.1 7.6 7.1 6.9 15.4 4.6 20.0 -2.4 20.0 -8.1 3.7 5.6 1.2 6.2 -0.2 5.8 14.8 4.7 7.9 11.5 8.1 -13.7 -20.0 2.9 6.3 BUND 20.0 20.0 7.4 1.5 3.7 -0.7 4.1 -2.0 3.4 8.6 -1.0 9.4 -6.8 9.5 6.1 1.0 4.1 -0.5 1.0 9.3 0.9 20.0 -6.7 17.0 5.8 2.4 5.3 0.4 5.5 -1.1 4.4 6.8 11.4 5.6 4.7 6.3 -20.0 -20.0 -17.6 -5.4 BUXL 20.0 20.0 5.5 1.7 4.4 -0.8 4.8 -2.3 4.0 9.9 -2.6 11.1 -8.9 11.2 5.0 0.3 0.7 0.4 0.6 9.7 -1.6 20.0 -10.7 20.0 1.4 2.5 6.7 -0.1 6.6 -1.7 5.1 3.7 13.0 9.9 6.3 2.8 -20.0 -20.0 -12.4 12.1 CAC 20.0 13.7 -13.2 4.1 4.6 0.5 6.7 -0.0 7.4 20.0 0.5 20.0 16.3 20.0 10.5 -7.5 -3.5 -6.6 -5.5 15.5 1.9 20.0 6.6 20.0 -7.3 4.8 10.2 0.7 10.9 1.3 9.5 2.6 12.2 -1.7 -5.1 2.4 7.2 5.4 14.8 10.6 CAD 16.3 4.8 -5.1 4.5 0.2 1.9 3.7 1.2 6.3 -8.8 -12.2 11.4 -14.5 12.8 -0.7 -2.6 -2.3 -2.6 -2.5 0.8 -7.9 8.9 -10.7 10.8 3.1 0.4 -1.1 -3.9 4.6 -4.8 5.5 0.0 7.0 -9.9 -18.1 -14.8 -16.8 -20.0 -4.9 -15.6 CANOLA 1.2 -3.9 -20.0 -1.6 -4.4 -2.3 -4.1 -2.9 -2.1 -5.4 -3.5 -7.0 -4.0 -5.6 -8.1 -8.9 1.6 -9.8 -5.4 -9.1 -8.0 -13.1 -6.2 -9.7 -20.0 -3.2 -3.7 -2.9 -4.0 -2.6 -3.2 -1.6 -14.0 -12.5 -13.6 -15.2 -13.9 -8.6 -0.9 3.8 CHF 20.0 15.0 -12.0 4.2 0.2 1.8 3.5 1.2 5.9 0.7 -4.2 14.8 6.6 17.7 8.1 -16.0 -15.1 -16.4 -15.9 12.8 2.1 15.9 1.2 20.0 -8.8 4.0 1.1 0.5 5.3 0.1 7.1 -20.0 10.9 10.4 12.8 -12.7 -20.0 -20.0 -20.0 -20.0 COCOA 2.3 19.6 4.4 -4.0 -10.7 -5.6 -9.8 -7.0 -5.1 -0.8 20.0 9.0 20.0 20.0 20.0 13.8 -0.5 4.5 1.1 20.0 20.0 14.0 20.0 20.0 -20.0 8.6 0.9 8.6 2.7 8.6 6.7 1.3 20.0 20.0 20.0 20.0 13.3 -1.9 20.0 13.9 COFFEE 0.0 20.0 18.9 -2.6 -7.1 -3.7 -6.5 -4.6 -3.4 3.2 -1.4 6.7 -8.0 11.9 12.1 16.1 3.9 8.7 5.3 11.2 4.5 8.2 -2.3 12.3 -19.7 4.8 0.5 2.5 3.4 0.4 5.2 8.6 20.0 17.6 20.0 20.0 -20.0 -20.0 -20.0 -12.4 COPPER 14.7 17.1 -0.9 1.3 -6.8 -0.1 -3.8 -0.2 0.8 -8.1 -7.8 4.2 -4.7 9.2 4.0 -6.6 -4.7 -7.2 -6.3 5.4 -1.8 -0.9 -5.7 7.5 -6.4 3.1 -4.0 -0.1 -0.5 -1.9 3.7 1.1 2.6 9.4 4.6 1.3 -4.2 -15.3 4.5 -13.3 CORN 0.3 3.5 -10.2 -3.8 -10.3 -5.4 -9.5 -6.7 -4.9 9.5 -20.0 1.3 -20.0 -8.3 -10.3 -7.8 -0.3 -6.9 -5.0 -6.6 -16.9 1.5 -20.0 -1.7 -20.0 -0.7 3.3 -4.9 3.9 -10.0 2.0 -3.6 18.4 8.0 -0.8 4.9 -8.2 -6.1 3.5 3.5 COTTON2 5.0 -18.5 -8.6 -3.1 -8.4 -4.4 -7.7 -5.5 -4.0 10.2 -7.7 4.1 -10.1 -10.5 -12.8 -7.2 0.7 -6.2 -3.3 -14.4 -10.2 4.0 -6.0 -8.5 -20.0 -5.2 7.7 -3.3 1.6 -0.9 -3.2 -1.1 18.0 6.5 -20.0 -7.8 -15.5 -12.8 -0.9 3.4 CRUDE_W -12.3 -17.3 2.3 -3.9 -8.4 -0.1 -7.1 2.2 -5.9 -16.5 7.6 -14.9 7.4 -14.4 -6.5 6.5 10.6 9.7 10.5 -7.0 4.8 -20.0 10.2 -16.0 -5.1 -2.7 -10.8 2.7 -8.3 5.9 -6.2 -19.6 5.1 7.8 9.1 10.8 20.0 11.6 20.0 12.6 DAX 20.0 20.0 -11.1 3.9 4.3 0.4 6.3 -0.0 6.9 19.7 1.4 20.0 13.9 20.0 14.2 -11.0 -8.5 -10.3 -9.6 20.0 6.5 20.0 4.0 20.0 19.3 5.4 8.9 1.2 10.6 0.3 9.7 -5.3 20.0 20.0 17.6 7.5 5.6 4.1 13.9 13.8 DOW 20.0 20.0 -5.4 3.0 3.4 0.3 4.9 -0.0 5.4 10.5 6.5 15.9 10.6 17.5 12.1 -10.3 -9.2 -10.6 -10.4 20.0 9.0 20.0 3.8 20.0 -11.3 4.4 2.5 1.7 5.6 1.1 6.9 -6.6 11.6 13.3 12.7 2.5 -14.9 -5.2 -19.6 -6.9 DX -17.4 -20.0 6.0 2.6 0.1 1.1 2.1 0.7 3.6 4.9 5.7 -5.3 -3.1 -8.4 -3.3 6.2 6.0 6.8 6.6 -5.6 1.3 -1.8 4.1 -8.2 -20.0 -2.1 0.9 0.6 -0.8 1.9 -3.1 14.9 -8.0 -20.0 -20.0 10.8 10.7 5.8 14.4 16.3 EUR 10.0 17.1 -6.1 3.0 0.1 1.3 2.4 0.8 4.2 -10.7 -4.7 -2.0 4.4 6.5 4.1 -5.7 -6.7 -6.1 -6.4 5.0 -0.3 -6.8 -2.6 3.7 10.6 2.0 -4.5 -0.1 -2.5 -1.0 1.6 -7.1 -20.0 -11.3 3.0 -7.1 -15.2 -14.2 -13.9 -5.6 EURIBOR-ICE 19.9 20.0 20.0 1.3 3.2 -0.6 3.5 -1.7 2.9 7.4 3.4 8.0 -3.4 8.2 7.8 -2.4 -6.6 -4.3 -5.9 12.9 6.3 19.6 -1.9 17.5 16.1 2.6 3.5 1.3 4.0 -0.2 3.5 -8.8 14.0 6.7 10.3 14.6 -20.0 -20.0 3.9 20.0 EUROSTX 20.0 19.9 -8.0 3.9 4.4 0.4 6.4 -0.0 7.0 18.7 3.2 20.0 16.0 20.0 14.5 -6.6 -3.2 -6.1 -5.2 20.0 7.9 20.0 8.6 20.0 4.1 5.9 8.2 2.0 9.5 1.5 9.3 3.2 14.7 7.3 9.0 10.2 2.9 6.6 8.1 15.1 FEEDCOW -10.7 -20.0 -20.0 -1.5 -4.0 -2.1 -3.7 -2.6 -1.9 -7.7 -5.1 -8.0 1.5 -8.4 -8.4 -10.5 -20.0 -12.0 -18.6 -16.6 -8.8 -16.0 -0.1 -18.1 -1.3 -2.8 -1.9 -1.2 -2.1 0.8 -2.7 -20.0 -12.6 -14.5 -20.0 -11.1 13.1 1.0 20.0 8.8 GASOIL -11.9 -20.0 0.5 -3.3 -7.2 -0.1 -6.1 1.9 -5.1 -14.2 7.3 -14.3 6.9 -14.2 -10.8 10.9 20.0 19.0 20.0 -9.6 3.4 -20.0 11.3 -17.3 8.2 -2.9 -9.5 1.7 -7.5 4.0 -5.7 0.0 -6.3 0.9 0.9 5.8 -7.8 -1.5 -13.2 -6.9 GASOLINE -3.8 -15.6 -18.4 -3.5 -7.5 -0.1 -6.3 2.0 -5.3 -14.7 2.4 -11.0 4.5 -11.3 -12.5 -5.1 20.0 8.7 20.0 -9.7 -2.4 -17.5 5.9 -12.8 -20.0 -3.7 -9.5 -0.5 -6.1 4.0 -4.3 6.4 9.1 12.6 12.3 -10.7 20.0 11.4 20.0 8.6 GAS_US_mini -20.0 -16.4 9.3 -3.3 -7.1 -0.1 -6.0 1.9 -5.0 -13.9 -14.4 -15.5 -16.4 -16.0 -15.5 -13.3 -20.0 -20.0 -20.0 -20.0 -18.6 -20.0 -20.0 -20.0 20.0 -5.0 -4.8 -2.7 -5.9 -1.8 -6.5 -20.0 -3.5 -20.0 -14.2 -14.3 -15.7 6.3 -20.0 2.2 GBP 18.3 16.5 -10.3 3.0 0.1 1.3 2.5 0.9 4.3 -7.5 -4.2 8.9 6.7 11.5 4.9 -0.4 -0.7 -0.5 -0.5 7.7 1.3 5.0 -0.2 11.7 1.0 2.8 -1.1 0.3 1.8 -0.6 4.3 3.0 -2.3 -0.4 4.5 -7.3 -10.3 2.8 -6.7 19.8 GOLD_micro 11.8 18.3 2.2 1.2 -6.0 -0.1 -3.4 -0.2 0.7 -4.7 1.5 6.4 4.5 10.8 12.1 -14.3 -14.8 -15.7 -15.8 12.2 5.5 7.1 1.9 13.8 -6.2 3.9 -0.5 1.8 2.2 0.9 4.4 -16.1 20.0 12.6 20.0 9.8 -13.5 -20.0 -13.0 -20.0 HEATOIL -11.1 -20.0 -4.2 -3.4 -7.3 -0.1 -6.2 1.9 -5.1 -14.3 5.7 -14.5 5.4 -13.8 -11.2 17.2 20.0 20.0 20.0 -10.5 1.5 -20.0 9.1 -17.7 -19.0 -3.2 -7.8 1.3 -6.3 4.7 -5.2 3.7 -0.1 6.6 3.8 -0.2 11.2 -1.3 6.7 -6.9 JGB-SGX-mini 20.0 17.2 -9.4 1.2 3.0 -0.6 3.3 -1.6 2.7 0.2 -1.2 4.9 1.9 6.0 4.0 16.5 19.4 16.7 16.8 4.3 0.3 5.1 -0.3 7.6 -2.1 1.2 -0.7 -0.3 1.8 -0.7 2.5 20.0 -13.1 5.8 -3.8 0.7 3.9 -20.0 15.3 18.6 JPY 20.0 20.0 8.7 2.3 0.1 1.0 1.9 0.7 3.3 9.0 -10.6 9.9 -11.4 8.1 -4.3 -16.6 -16.2 -17.9 -17.4 -1.2 -8.8 11.6 -13.6 6.3 20.0 -0.9 10.1 -4.6 6.5 -6.5 3.4 -20.0 20.0 -1.2 -10.0 -13.4 -5.6 -20.0 1.4 -20.0 LEANHOG -14.5 -2.3 0.5 -2.2 -5.9 -3.0 -5.4 -3.8 -2.8 -4.4 -2.0 -7.6 -7.0 -6.9 -8.0 -20.0 13.6 -4.4 12.9 -10.1 -9.0 -11.5 -10.6 -11.9 12.7 -3.3 -5.4 -4.6 -4.0 -7.3 -3.6 20.0 3.5 -10.7 -7.4 -2.8 -11.1 -5.6 7.3 13.3 LIVECOW -16.1 -20.0 -20.0 -1.8 -4.7 -2.4 -4.3 -3.1 -2.3 -9.1 -4.0 -9.7 3.2 -10.0 -9.6 -4.3 -4.8 -10.1 -7.8 -16.5 -7.7 -20.0 0.9 -20.0 0.0 -3.3 -4.0 -1.1 -3.5 1.3 -3.6 -8.2 -15.8 -17.4 -20.0 -10.2 0.5 -12.2 5.3 -5.0 LUMBER-new 4.8 17.2 0.1 -4.4 -11.9 -5.9 -10.9 -6.3 -5.7 -16.8 -11.9 -15.3 -20.0 14.0 9.7 -14.4 -14.7 -15.2 -15.0 7.4 -3.9 -4.2 -12.5 6.2 NaN 2.4 -3.2 -1.0 -3.8 -3.4 0.6 -20.0 -15.2 0.4 14.5 9.1 -16.7 -20.0 -10.0 -17.4 MILK -13.1 -13.3 -7.4 -2.9 -7.7 -4.0 -7.1 -5.0 -3.7 0.8 -13.2 -11.2 -14.7 -14.9 -15.2 -20.0 -20.0 -20.0 -20.0 -19.9 -19.7 -7.5 -20.0 -17.6 7.4 -5.7 0.2 -5.9 -2.0 -7.4 -5.1 -20.0 9.3 -16.2 -17.7 -8.0 -20.0 -20.0 -20.0 -20.0 MXP 9.2 11.4 -17.0 3.1 0.1 1.3 2.6 0.9 4.4 -8.5 9.4 3.8 13.2 11.1 7.6 13.0 16.0 13.7 14.6 7.7 7.1 -1.4 12.6 6.6 -20.0 2.9 -3.2 2.9 -0.9 5.3 2.3 20.0 -19.8 -13.1 3.5 0.8 9.0 13.9 18.9 20.0 NASDAQ_micro 17.6 13.8 -4.4 2.5 2.7 0.3 4.0 -0.0 4.4 4.3 10.5 9.3 11.0 12.9 10.8 -10.5 -9.0 -10.1 -9.8 14.4 12.1 5.8 13.3 14.3 -20.0 3.5 1.1 3.1 1.6 4.2 3.7 -5.9 -15.5 -5.6 0.5 8.3 7.8 -8.8 8.0 -11.3 NIKKEI 11.0 9.9 -8.6 3.1 3.9 0.2 5.5 -0.1 5.9 -2.6 16.0 6.0 16.0 14.5 13.9 10.6 10.1 8.1 8.9 13.7 13.6 2.5 17.4 11.7 -12.1 4.3 0.6 4.8 0.7 7.0 3.7 20.0 -20.0 -20.0 0.9 13.9 -8.8 0.7 -6.1 6.4 NZD 20.0 17.6 5.1 2.6 0.1 1.1 2.2 0.7 3.7 3.9 -4.2 9.6 -1.3 10.9 6.9 -0.0 0.2 -0.0 0.1 8.7 0.7 11.0 -4.2 13.8 1.0 3.3 1.9 0.6 3.8 -1.0 4.9 4.3 9.4 3.4 -0.9 3.3 -3.8 -13.2 0.1 7.1 OAT 20.0 20.0 6.5 1.6 4.0 -0.8 4.4 -2.1 3.6 9.2 0.2 10.1 -6.7 10.3 6.8 5.6 7.4 5.7 6.2 10.8 1.7 20.0 -6.0 18.9 8.2 2.7 5.6 0.6 5.7 -0.9 4.7 14.1 12.0 7.7 6.7 7.5 -20.0 -20.0 -6.4 8.4 OATIES 15.7 -18.2 -20.0 -1.5 -4.0 -2.1 -3.7 -2.6 -1.9 -5.2 -4.1 -0.6 -3.4 -4.3 -7.5 -5.4 -9.1 -13.3 -13.8 -9.4 -7.1 -3.2 -2.1 -5.2 -20.0 -2.5 -2.0 -1.8 -0.8 -0.6 -1.5 -19.4 -6.4 2.5 -17.0 -11.3 4.6 10.3 18.0 20.0 OJ -6.0 -20.0 8.3 -2.9 -7.9 -4.1 -7.3 -5.1 -3.8 -11.2 16.0 -6.1 17.5 3.0 12.1 16.8 20.0 20.0 20.0 20.0 20.0 -18.5 20.0 3.4 -20.0 5.7 -3.7 8.3 -2.4 9.8 1.7 20.0 -20.0 20.0 20.0 20.0 8.0 10.0 20.0 20.0 PALLAD -0.3 -3.3 2.9 0.7 -3.7 -0.1 -2.1 -0.1 0.4 -5.6 -9.6 -6.4 -10.4 -6.8 -7.8 -2.4 -2.6 -2.5 -2.6 -13.6 -15.0 -13.6 -18.7 -13.4 5.7 -3.6 -2.0 -3.1 -3.3 -2.7 -3.7 5.8 -19.2 -20.0 -20.0 -17.5 -1.3 -7.6 9.4 -1.5 PLAT 10.1 11.3 -1.4 0.8 -4.4 -0.1 -2.5 -0.1 0.5 -5.6 -7.9 3.6 -5.6 5.0 -0.9 -3.3 -2.8 -3.5 -3.3 -0.1 -3.4 -3.6 -4.5 0.6 12.1 -0.0 -3.7 -0.7 -2.5 -0.9 -0.4 5.0 -3.1 -1.1 -3.3 3.6 -4.7 -12.6 10.8 -7.4 REDWHEAT 12.5 -0.6 -20.0 -3.3 -8.8 -4.6 -8.1 -5.7 -4.2 16.7 -18.2 14.7 -19.1 0.8 -13.2 -3.2 -1.2 -4.6 -3.3 -18.0 -20.0 16.1 -20.0 -0.6 -16.3 -4.7 7.9 -7.0 6.3 -5.9 1.0 -2.5 20.0 6.3 -13.8 -20.0 -20.0 -20.0 -20.0 -14.4 RICE 13.0 10.0 6.3 -3.7 -9.9 -5.1 -9.1 -6.4 -4.7 -8.4 15.5 2.0 10.8 12.4 12.6 -16.1 2.6 -15.1 -5.7 18.3 14.5 -1.9 9.5 13.3 -20.0 4.5 -2.6 3.6 -2.3 2.2 2.4 1.1 -20.0 20.0 20.0 20.0 -0.4 -15.8 16.0 -4.8 ROBUSTA 14.7 9.1 -7.4 -2.6 -7.1 -3.7 -6.5 -4.6 -3.4 10.2 12.9 13.3 13.4 14.3 12.6 20.0 20.0 20.0 20.0 15.0 12.7 14.1 15.1 17.3 -20.0 4.9 2.8 4.1 4.5 4.7 5.5 20.0 20.0 20.0 20.0 18.6 -8.9 -13.7 5.9 0.9 RUSSELL 20.0 15.9 -11.6 1.9 2.2 0.2 3.1 -0.0 3.4 5.4 -3.9 9.4 -4.8 10.1 0.6 -6.0 -6.3 -6.6 -6.8 4.0 -2.7 11.9 -4.4 11.6 -1.6 1.3 2.0 -0.7 3.5 -0.8 3.6 -1.0 2.2 0.2 -5.1 -7.6 -15.5 -13.8 -20.0 -20.0 SHATZ 20.0 20.0 14.7 1.3 3.2 -0.6 3.5 -1.7 2.9 7.4 -4.5 7.8 -7.2 6.9 3.1 -20.0 -17.3 -20.0 -20.0 5.7 -0.9 17.8 -7.8 12.7 9.2 1.8 4.5 0.0 5.3 -1.5 3.8 -20.0 16.9 3.7 -0.8 4.6 -11.3 -20.0 -5.2 -20.0 SILVER-mini 18.3 14.3 -3.4 1.2 -6.3 -0.1 -3.6 -0.2 0.7 -14.1 -1.3 4.0 3.2 8.5 7.4 -7.1 -6.6 -7.3 -7.1 9.1 2.2 -2.6 -0.2 10.5 7.1 2.7 -10.0 1.4 -3.6 0.8 2.0 -1.5 1.2 5.7 8.1 6.8 -17.9 -20.0 -0.2 -20.0 SMI 20.0 3.7 -10.8 3.6 4.0 0.4 5.8 -0.0 6.4 13.9 -7.8 19.0 0.2 13.0 1.0 5.4 2.7 4.3 2.9 3.0 -8.0 20.0 -7.7 17.5 8.4 1.7 6.1 -1.9 8.2 -2.8 6.6 14.8 -2.5 -12.6 -20.0 -2.5 -4.7 -7.9 0.1 -5.3 SOFR 20.0 20.0 2.0 1.2 3.2 -0.6 3.5 -1.7 2.9 6.7 -2.7 7.7 -3.8 8.0 4.8 1.0 -0.5 0.3 -0.3 6.2 -0.7 10.8 -4.4 11.2 -1.5 1.8 1.9 -0.2 3.0 -1.2 3.3 1.6 -1.5 2.3 0.3 2.3 -20.0 -20.0 -6.3 -8.7 SOYBEAN -7.4 4.7 -0.7 -3.3 -8.9 -4.6 -8.2 -5.8 -4.3 -8.6 8.6 -14.4 6.4 -0.8 -4.5 17.4 18.1 16.4 15.8 1.1 2.7 -11.3 1.9 -4.5 -20.0 4.6 -4.3 3.6 -2.2 2.2 2.6 20.0 3.9 7.6 19.4 16.1 -20.0 -17.7 -20.0 -11.4 SOYMEAL -19.1 13.7 4.1 -2.0 -5.3 -2.7 -4.8 -3.4 -2.5 -10.1 3.0 -10.6 3.6 -0.2 3.4 20.0 18.3 18.0 17.4 3.0 4.5 -14.5 3.8 -6.2 -20.0 1.8 -3.6 2.4 -3.6 2.4 -0.9 20.0 -14.4 -11.0 20.0 15.8 -20.0 -20.0 -20.0 -20.0 SOYOIL 14.5 -7.5 -20.0 -1.8 -4.8 -2.5 -4.4 -3.1 -2.3 -3.3 -2.6 -2.9 -3.6 -3.8 -8.3 2.7 9.9 6.3 8.2 -7.7 -7.7 -4.2 -4.5 -4.1 -20.0 -1.2 -0.7 -2.0 0.1 -1.4 0.6 16.6 7.6 15.4 -2.6 -10.5 -9.5 1.2 6.4 13.7 SP400 20.0 14.4 -14.2 2.2 2.4 0.2 3.5 -0.0 3.8 4.6 -2.4 9.9 -0.7 11.2 2.4 -6.3 -5.3 -5.8 -5.6 6.2 -1.5 13.3 -2.6 14.3 -9.1 1.9 1.9 -0.2 3.8 -0.3 4.3 1.0 0.6 1.9 -3.1 -5.1 -11.4 -11.0 -16.5 -20.0 SP500_micro 20.0 18.0 -8.8 3.1 3.4 0.3 5.0 -0.0 5.5 0.7 7.0 14.5 10.2 17.1 12.8 -11.2 -10.1 -11.1 -11.0 17.8 9.1 13.4 8.0 20.0 -20.0 3.9 1.4 2.2 3.2 2.6 5.3 -7.9 -13.2 -1.1 2.7 2.6 1.6 -8.3 3.8 -11.9 SUGAR11 -20.0 -19.9 -10.3 -2.6 -7.0 -3.6 -6.4 -4.5 -3.3 -13.8 10.2 -14.5 13.9 -9.6 3.5 20.0 20.0 20.0 20.0 -5.3 5.6 -20.0 12.8 -19.6 -20.0 -2.2 -14.9 1.7 -11.8 5.1 -7.0 20.0 -20.0 -20.0 -10.1 16.7 -7.8 -15.3 13.5 5.3 US10 20.0 20.0 5.3 1.2 3.0 -0.6 3.3 -1.6 2.7 6.2 -4.3 7.1 -5.7 7.3 2.8 -6.6 -7.0 -6.7 -7.3 3.7 -3.2 9.2 -7.6 8.9 1.2 1.3 1.9 -0.9 2.9 -2.0 3.0 -10.3 -2.2 1.4 -1.4 -1.0 -20.0 -20.0 -5.5 2.8 US10U 20.0 20.0 1.9 1.5 3.9 -0.7 4.3 -2.1 3.5 8.1 -5.6 9.3 -7.5 9.7 2.5 2.9 -0.0 1.3 0.4 4.4 -5.0 12.9 -10.4 11.9 -1.9 1.5 2.9 -1.4 3.9 -2.8 3.9 2.4 -2.2 1.8 -2.0 -2.9 -20.0 -20.0 3.2 14.6 US2 19.5 20.0 20.0 1.2 3.0 -0.6 3.3 -1.6 2.7 5.0 -5.9 6.0 -6.9 6.3 2.9 -20.0 -20.0 -20.0 -20.0 3.6 -3.4 8.3 -9.7 8.1 7.6 1.8 1.6 -0.5 3.0 -2.5 3.3 -20.0 0.7 1.1 -1.1 3.9 -14.9 -20.0 -7.3 -20.0 US20 20.0 20.0 0.4 1.1 2.9 -0.5 3.2 -1.5 2.6 5.8 -3.8 6.8 -5.2 7.1 1.8 0.2 -1.4 -0.6 -1.2 3.4 -4.1 11.1 -8.1 9.7 -1.7 1.0 2.5 -1.2 3.1 -2.1 2.8 -0.4 0.3 2.9 0.1 -3.8 -12.1 -20.0 13.4 20.0 US30 20.0 20.0 1.7 1.3 3.2 -0.6 3.5 -1.7 2.9 6.5 -4.3 7.7 -6.1 7.9 1.7 -4.1 -4.1 -4.7 -4.7 3.6 -4.4 12.6 -8.9 10.7 -1.4 1.1 3.1 -1.3 3.6 -2.3 3.2 -5.3 0.6 3.0 -1.0 -3.3 -6.6 -20.0 20.0 20.0 US5 20.0 20.0 9.7 1.2 3.0 -0.6 3.3 -1.6 2.7 6.6 -4.6 7.2 -5.9 7.4 3.5 -9.0 -10.3 -10.3 -11.0 4.2 -2.5 8.9 -7.3 8.9 3.0 1.6 1.8 -0.5 2.9 -1.9 3.1 -16.4 -1.7 1.0 -1.1 1.4 -20.0 -20.0 -17.0 -15.1 VIX -15.3 -16.8 9.6 -4.4 -0.9 -5.0 -2.2 -7.0 -4.0 -14.0 -17.2 -16.7 -17.5 -17.7 -16.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -10.4 -20.0 -19.3 NaN -5.2 -1.0 -5.6 -2.6 -8.1 -5.0 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 7.0 6.3 -15.0 -3.4 -9.3 -4.8 -8.5 -6.0 -4.4 17.0 -18.6 14.6 -20.0 7.9 -11.4 -12.2 -10.9 -12.5 -11.9 -8.9 -20.0 17.0 -20.0 4.7 -4.1 -1.7 10.2 -5.8 10.0 -7.7 4.5 -18.6 20.0 7.2 0.7 -10.2 -20.0 -20.0 -20.0 -18.7 End of report for caleb_strategy_v3