******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20231219_204008 produced at 2023-12-19 21:37:15.710875 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.28 0.0 0.10 -0.10 -0.10 -0.10 -47.16 17.0 -17 -17 caleb_strategy_v3 CHF False False 0.05 -0.21 -0.07 0.0 0.67 -0.67 -0.21 -0.21 -1.28 13.0 -4 -4 caleb_strategy_v3 CORN False False 0.01 -0.04 -0.07 0.0 0.11 -0.11 -0.04 -0.05 -8.36 12.0 -5 -6 caleb_strategy_v3 US2 False True 0.07 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -0.81 13.0 0 0 caleb_strategy_v3 MILK False True 0.01 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -4.99 5.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.06 0.0 0.18 -0.18 -0.02 -0.02 -17.12 51.0 -6 -6 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.05 -0.06 0.0 0.05 -0.05 -0.05 -0.05 -29.42 26.0 -25 -25 caleb_strategy_v3 LIVECOW False False 0.02 -0.02 -0.05 0.0 0.40 -0.40 -0.02 -0.02 -1.97 17.0 -1 -1 caleb_strategy_v3 DX False False 0.04 0.00 -0.05 0.0 999.00 -999.00 0.00 0.00 -1.50 999999999.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -0.89 24.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.14 -0.04 0.0 0.40 -0.40 -0.14 -0.16 -5.01 56.0 -20 -22 caleb_strategy_v3 FEEDCOW False False 0.04 -0.04 -0.04 0.0 0.31 -0.31 -0.04 -0.04 -0.89 8.0 -1 -1 caleb_strategy_v3 COTTON2 False False 0.01 -0.06 -0.04 0.0 0.15 -0.15 -0.06 -0.06 -2.91 11.0 -4 -4 caleb_strategy_v3 US5 False False 0.04 -0.04 -0.02 0.0 0.95 -0.95 -0.04 -0.04 -0.56 25.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 -0.03 -0.02 0.0 0.09 -0.09 -0.03 -0.03 -1.44 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 -3.17 2.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.05 -0.02 0.0 0.10 -0.10 -0.05 -0.05 -1.69 9.0 -4 -4 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.01 0.0 0.02 -0.02 0.00 0.00 -1.64 3.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.03 -0.01 0.0 0.11 -0.11 -0.03 -0.03 -0.57 10.0 -3 -3 caleb_strategy_v3 EUR False False 0.05 0.00 -0.01 0.0 0.68 -0.68 0.00 0.00 -0.14 14.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.03 -0.01 0.0 0.12 -0.12 -0.03 -0.03 -0.74 9.0 -2 -2 caleb_strategy_v3 SUGAR11 False False 0.01 -0.02 -0.01 0.0 0.15 -0.15 -0.02 -0.02 -1.81 18.0 -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 -0.60 0.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 -0.04 -0.01 0.0 0.12 -0.12 -0.04 -0.04 -0.18 3.0 -1 -1 caleb_strategy_v3 SOYBEAN False False 0.02 -0.02 -0.01 0.0 0.16 -0.16 -0.02 -0.02 -0.31 7.0 -1 -1 caleb_strategy_v3 US10 False False 0.04 -0.39 -0.00 0.0 0.67 -0.67 -0.39 -0.39 -0.10 17.0 -10 -10 caleb_strategy_v3 JPY False False 0.03 0.09 0.00 0.0 0.53 -0.53 0.09 0.06 0.08 17.0 3 2 caleb_strategy_v3 GASOLINE False False 0.03 0.00 0.00 0.0 0.13 -0.13 0.00 0.00 0.13 4.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.00 0.0 0.11 -0.11 0.00 0.00 0.17 4.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 -0.00 -0.00 0.0 0.24 -0.24 -0.00 -0.00 -0.49 68.0 -1 -1 caleb_strategy_v3 SP400 False False 0.10 0.00 -0.00 0.0 0.20 -0.20 0.00 0.00 -0.04 2.0 0 0 caleb_strategy_v3 COFFEE False False 0.03 0.00 0.00 0.0 0.16 -0.16 0.00 0.00 0.11 6.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.11 0.01 0.0 0.22 -0.22 0.11 0.11 0.19 4.0 2 2 caleb_strategy_v3 PALLAD False False 0.04 0.00 0.01 0.0 0.09 -0.09 0.00 0.00 0.18 2.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 0.01 0.0 0.05 -0.05 0.00 0.00 0.55 4.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 0.01 0.0 0.76 -0.76 0.00 0.03 0.54 29.0 0 1 caleb_strategy_v3 LEANHOG False False 0.01 0.01 0.01 0.0 0.14 -0.14 0.01 0.01 0.56 13.0 1 1 caleb_strategy_v3 US10U False False 0.04 0.00 0.01 0.0 0.54 -0.54 0.00 0.00 0.25 13.0 0 0 caleb_strategy_v3 COPPER False False 0.03 0.07 0.01 0.0 0.21 -0.21 0.07 0.10 0.42 6.0 2 3 caleb_strategy_v3 BOBL False False 0.05 0.00 0.01 0.0 0.87 -0.87 0.00 0.00 0.25 19.0 0 0 caleb_strategy_v3 US20 False False 0.04 0.00 0.01 0.0 0.39 -0.39 0.00 0.00 0.23 9.0 0 0 caleb_strategy_v3 US30 False False 0.05 0.28 0.01 0.0 0.28 -0.28 0.28 0.28 0.15 6.0 6 6 caleb_strategy_v3 ROBUSTA False False 0.01 0.04 0.02 0.0 0.23 -0.23 0.04 0.04 1.75 23.0 4 4 caleb_strategy_v3 SP500_micro False False 0.01 0.00 0.02 0.0 0.41 -0.41 0.00 0.00 2.50 48.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.00 0.02 0.0 0.06 -0.06 0.00 0.00 0.79 3.0 0 0 caleb_strategy_v3 AUD False False 0.02 0.07 0.02 0.0 0.45 -0.45 0.07 0.07 1.00 19.0 3 3 caleb_strategy_v3 PLAT False False 0.02 0.02 0.02 0.0 0.17 -0.17 0.02 0.02 1.25 10.0 1 1 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.13 0.02 0.0 0.27 -0.27 0.13 0.13 1.90 23.0 11 11 caleb_strategy_v3 GBP False False 0.03 0.00 0.03 0.0 0.61 -0.61 0.00 0.00 1.05 22.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.00 0.03 0.0 0.53 -0.53 0.00 0.00 0.48 10.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.09 0.03 0.0 0.29 -0.29 0.09 0.07 3.97 36.0 11 8 caleb_strategy_v3 NZD False False 0.02 0.09 0.04 0.0 0.46 -0.46 0.09 0.09 2.01 21.0 4 4 caleb_strategy_v3 DOW False False 0.01 0.02 0.04 0.0 0.44 -0.44 0.02 0.02 5.92 66.0 3 3 caleb_strategy_v3 COCOA False False 0.01 0.09 0.05 0.0 0.39 -0.39 0.09 0.09 3.48 26.0 6 6 caleb_strategy_v3 CRUDE_W False False 0.03 0.05 0.05 0.0 0.13 -0.13 0.05 0.05 2.06 5.0 2 2 caleb_strategy_v3 BITCOIN False False 0.00 0.07 0.05 0.0 0.09 -0.09 0.07 0.07 31.45 59.0 49 49 caleb_strategy_v3 SMI False False 0.05 0.41 0.09 0.0 0.41 -0.41 0.41 0.41 1.93 9.0 9 9 caleb_strategy_v3 BTP False False 0.05 0.14 0.09 0.0 0.46 -0.46 0.14 0.14 1.90 10.0 3 3 caleb_strategy_v3 SOFR False True 0.08 0.00 0.09 0.0 0.00 0.00 0.00 0.00 1.08 11.0 0 0 caleb_strategy_v3 CAC False True 0.03 0.00 0.10 0.0 0.00 0.00 0.00 0.00 3.36 12.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 0.26 0.12 0.0 0.35 -0.35 0.26 0.28 7.04 20.0 15 16 caleb_strategy_v3 OAT False False 0.05 0.00 0.13 0.0 0.51 -0.51 0.00 0.00 2.62 10.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.15 0.0 0.38 -0.38 0.00 0.00 23.68 58.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.38 0.30 0.0 0.61 -0.61 0.38 0.38 29.30 60.0 37 37 caleb_strategy_v3 JGB-SGX-mini False False 0.04 0.36 0.46 0.0 0.57 -0.57 0.36 0.36 12.76 16.0 10 10 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.38 1.14 0.0 0.94 -0.94 0.38 0.28 12.08 10.0 4 3 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 21.3 Shocked risk 59.2 Sum abs risk 49.5 Leverage 4.29 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2846502.89, 'annual_cash_vol_target': 711625.7225, 'daily_cash_vol_target': 44476.60765625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0046 0.6778 0.6783 10.8523 BITCOIN 1176.0612 42495.0000 2.7675 44.2805 BOBL 0.2784 119.0400 0.2339 3.7417 BTP 0.6614 119.8300 0.5519 8.8305 BUND 0.5701 137.3300 0.4151 6.6424 BUXL 1.4195 143.1200 0.9918 15.8693 CAC 47.2012 7608.5000 0.6204 9.9260 CAD 0.0030 0.7507 0.3988 6.3803 CANOLA 8.2263 656.0000 1.2540 20.0642 CHF 0.0048 1.1724 0.4117 6.5873 COCOA 42.9036 4254.0000 1.0085 16.1367 COFFEE 3.9794 199.7500 1.9922 31.8750 COPPER 0.0429 3.9040 1.0996 17.5941 CORN 4.4627 503.2500 0.8868 14.1884 COTTON2 1.0757 79.4400 1.3541 21.6660 CRUDE_W 1.1922 73.4000 1.6242 25.9877 DAX 104.6703 16952.0000 0.6175 9.8792 DOW 200.8967 37864.0000 0.5306 8.4892 DX 0.4836 101.8150 0.4749 7.5989 EUR 0.0057 1.1016 0.5219 8.3512 EURIBOR-ICE 0.0543 97.9800 0.0554 0.8861 EUROSTX 31.1878 4580.0000 0.6810 10.8953 FEEDCOW 2.5870 223.5000 1.1575 18.5202 GASOIL 13.9005 775.7500 1.7919 28.6700 GASOLINE 0.0429 2.2228 1.9279 30.8462 GAS_US_mini 0.0923 2.4050 3.8387 61.4200 GBP 0.0072 1.2724 0.5667 9.0668 GOLD_micro 17.2693 2052.3000 0.8415 13.4633 HEATOIL 0.0457 2.6562 1.7199 27.5178 JGB-SGX-mini 0.3695 146.6700 0.2520 4.0313 JPY 0.0001 0.0070 0.7442 11.9079 LEANHOG 1.2864 77.5750 1.6583 26.5321 LIVECOW 1.7324 168.7500 1.0266 16.4261 LUMBER-new 7.0142 570.0000 1.2306 19.6890 MILK 0.1909 15.7300 1.2138 19.4215 MXP 0.0004 0.0577 0.7196 11.5142 NASDAQ_micro 116.4442 16991.7500 0.6853 10.9648 NIKKEI 295.4084 33310.0000 0.8868 14.1895 NZD 0.0041 0.6266 0.6575 10.5203 OAT 0.5840 131.8600 0.4429 7.0857 OATIES 7.8717 382.2500 2.0593 32.9489 OJ 6.0069 360.8500 1.6647 26.6346 PALLAD 33.0841 1235.0000 2.6789 42.8619 PLAT 15.1149 962.5000 1.5704 25.1261 REDWHEAT 12.2757 644.2500 1.9054 30.4868 RICE 0.1585 17.8250 0.8895 14.2313 ROBUSTA 37.2617 2796.0000 1.3327 21.3229 RUSSELL 23.7526 2041.5000 1.1635 18.6158 SHATZ 0.0975 106.3600 0.0917 1.4668 SILVER-mini 0.4010 24.3500 1.6467 26.3478 SMI 63.7985 11130.0000 0.5732 9.1714 SOFR 0.0779 96.7400 0.0805 1.2883 SOYBEAN 10.8463 1269.7500 0.8542 13.6673 SOYMEAL 5.3584 388.9000 1.3778 22.0454 SOYOIL 0.7647 50.9800 1.5001 24.0014 SP400 27.0633 2811.6000 0.9626 15.4009 SP500_micro 26.9487 4813.5000 0.5599 8.9577 SUGAR11 0.4204 20.8900 2.0126 32.2014 US10 0.5015 112.4062 0.4461 7.1383 US10U 0.6693 117.4375 0.5699 9.1181 US2 0.1503 102.7109 0.1463 2.3410 US20 0.9981 123.5938 0.8076 12.9213 US30 1.4772 132.9062 1.1114 17.7831 US5 0.3374 108.3125 0.3115 4.9836 VIX 0.4656 16.6500 2.7963 44.7411 WHEAT 9.7328 658.7500 1.4775 23.6395 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 677.80 0.68 459.73 1.00 459.73 44476.61 96.74 3.98 38.52 BITCOIN 42.50 2.77 117.61 1.00 117.61 44476.61 378.18 7.68 290.40 BOBL 1190.40 0.23 278.38 1.09 303.91 44476.61 146.35 1.68 24.56 BTP 1198.30 0.55 661.35 1.09 722.00 44476.61 61.60 9.04 55.68 BUND 1373.30 0.42 570.12 1.09 622.41 44476.61 71.46 6.57 46.98 BUXL 1431.20 0.99 1419.51 1.09 1549.68 44476.61 28.70 6.42 18.43 CAC 760.85 0.62 472.01 1.09 515.30 44476.61 86.31 11.41 98.50 CAD 750.70 0.40 299.36 1.00 299.36 44476.61 148.57 1.41 20.92 CANOLA 131.20 1.25 164.53 0.75 122.99 44476.61 361.62 -19.46 -703.65 CHF 1465.50 0.41 603.35 1.00 603.35 44476.61 73.72 -6.68 -49.24 COCOA 425.40 1.01 429.04 1.00 429.04 44476.61 103.67 15.67 162.44 COFFEE 749.06 1.99 1492.27 1.00 1492.27 44476.61 29.80 3.16 9.41 COPPER 976.00 1.10 1073.24 1.00 1073.24 44476.61 41.44 0.94 3.89 CORN 251.62 0.89 223.13 1.00 223.13 44476.61 199.33 -17.23 -343.48 COTTON2 397.20 1.35 537.86 1.00 537.86 44476.61 82.69 -16.42 -135.75 CRUDE_W 734.00 1.62 1192.18 1.00 1192.18 44476.61 37.31 5.10 19.01 DAX 169.52 0.62 104.67 1.09 114.27 44476.61 389.23 17.84 694.21 DOW 189.32 0.53 100.45 1.00 100.45 44476.61 442.78 5.76 254.87 DX 1018.15 0.47 483.55 1.00 483.55 44476.61 91.98 -6.29 -57.89 EUR 1376.94 0.52 718.69 1.00 718.69 44476.61 61.89 -0.89 -5.51 EURIBOR-ICE 2449.50 0.06 135.65 1.09 148.09 44476.61 300.33 11.80 354.28 EUROSTX 458.00 0.68 311.88 1.09 340.48 44476.61 130.63 15.80 206.38 FEEDCOW 1117.50 1.16 1293.52 1.00 1293.52 44476.61 34.38 -7.84 -26.96 GASOIL 775.75 1.79 1390.05 1.00 1390.05 44476.61 32.00 1.20 3.84 GASOLINE 933.58 1.93 1799.83 1.00 1799.83 44476.61 24.71 1.19 2.94 GAS_US_mini 60.12 3.84 230.80 1.00 230.80 44476.61 192.70 -14.10 -271.64 GBP 795.25 0.57 450.65 1.00 450.65 44476.61 98.69 4.11 40.57 GOLD_micro 205.23 0.84 172.69 1.00 172.69 44476.61 257.55 -5.70 -146.86 HEATOIL 1115.60 1.72 1918.69 1.00 1918.69 44476.61 23.18 -1.83 -4.24 JGB-SGX-mini 146670.00 0.25 36953.97 0.01 259.79 44476.61 171.20 6.88 117.83 JPY 881.00 0.74 655.68 1.00 655.68 44476.61 67.83 0.45 3.04 LEANHOG 310.30 1.66 514.56 1.00 514.56 44476.61 86.44 1.06 9.15 LIVECOW 675.00 1.03 692.98 1.00 692.98 44476.61 64.18 -9.26 -59.42 LUMBER-new 156.75 1.23 192.89 1.00 192.89 44476.61 230.58 -3.33 -76.73 MILK 314.60 1.21 381.87 1.00 381.87 44476.61 116.47 -20.00 -232.94 MXP 288.65 0.72 207.72 1.00 207.72 44476.61 214.12 9.32 199.63 NASDAQ_micro 339.84 0.69 232.89 1.00 232.89 44476.61 190.98 4.29 81.85 NIKKEI 33310.00 0.89 29540.84 0.01 207.67 44476.61 214.17 1.71 36.68 NZD 626.55 0.66 411.97 1.00 411.97 44476.61 107.96 7.17 77.38 OAT 1318.60 0.44 583.95 1.09 637.50 44476.61 69.77 11.03 76.93 OATIES 191.12 2.06 393.59 1.00 393.59 44476.61 113.00 -11.52 -130.22 OJ 541.28 1.66 901.04 1.00 901.04 44476.61 49.36 7.51 37.09 PALLAD 1235.00 2.68 3308.41 1.00 3308.41 44476.61 13.44 3.94 5.29 PLAT 481.25 1.57 755.75 1.00 755.75 44476.61 58.85 6.23 36.66 REDWHEAT 322.12 1.91 613.78 1.00 613.78 44476.61 72.46 -14.94 -108.24 RICE 356.50 0.89 317.09 1.00 317.09 44476.61 140.26 1.61 22.57 ROBUSTA 279.60 1.33 372.62 1.00 372.62 44476.61 119.36 12.52 149.50 RUSSELL 102.08 1.16 118.76 1.00 118.76 44476.61 374.50 -0.40 -14.85 SHATZ 1063.60 0.09 97.50 1.09 106.44 44476.61 417.84 -2.09 -87.39 SILVER-mini 608.75 1.65 1002.45 1.00 1002.45 44476.61 44.37 -3.98 -17.68 SMI 1113.00 0.57 637.98 1.15 734.07 44476.61 60.59 9.36 56.73 SOFR 2418.50 0.08 194.74 1.00 194.74 44476.61 228.39 0.78 17.74 SOYBEAN 634.88 0.85 542.31 1.00 542.31 44476.61 82.01 -4.05 -33.22 SOYMEAL 388.90 1.38 535.84 1.00 535.84 44476.61 83.00 -9.53 -79.10 SOYOIL 305.88 1.50 458.85 1.00 458.85 44476.61 96.93 -6.33 -61.35 SP400 2811.60 0.96 2706.33 1.00 2706.33 44476.61 16.43 -0.72 -1.18 SP500_micro 240.68 0.56 134.74 1.00 134.74 44476.61 330.08 3.25 107.38 SUGAR11 233.97 2.01 470.88 1.00 470.88 44476.61 94.45 -9.03 -85.28 US10 1124.06 0.45 501.50 1.00 501.50 44476.61 88.69 -0.89 -7.89 US10U 1174.38 0.57 669.25 1.00 669.25 44476.61 66.46 2.92 19.44 US2 2054.22 0.15 300.56 1.00 300.56 44476.61 147.98 -4.29 -63.54 US20 1235.94 0.81 998.12 1.00 998.12 44476.61 44.56 4.10 18.29 US30 1329.06 1.11 1477.18 1.00 1477.18 44476.61 30.11 3.90 11.74 US5 1083.12 0.31 337.36 1.00 337.36 44476.61 131.84 -3.35 -44.10 VIX 166.50 2.80 465.59 1.00 465.59 44476.61 95.53 -20.00 -191.06 WHEAT 329.38 1.48 486.64 1.00 486.64 44476.61 91.39 -13.93 -127.33 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 38.521 0.010 2.5 0.999 BITCOIN 290.402 0.043 2.5 31.447 BOBL 24.558 0.004 2.5 0.249 BTP 55.678 0.014 2.5 1.899 BUND 46.982 0.004 2.5 0.476 BUXL 18.430 0.004 2.5 0.187 CAC 98.500 0.014 2.5 3.360 CAD 20.923 0.010 2.5 0.543 CANOLA -703.649 0.010 2.5 -17.119 CHF -49.239 0.010 2.5 -1.278 COCOA 162.439 0.009 2.5 3.479 COFFEE 9.405 0.005 2.5 0.110 COPPER 3.891 0.043 2.5 0.421 CORN -343.476 0.010 2.5 -8.356 COTTON2 -135.750 0.009 2.5 -2.907 CRUDE_W 19.010 0.043 2.5 2.059 DAX 694.207 0.014 2.5 23.679 DOW 254.866 0.009 2.5 5.923 DX -57.887 0.010 2.5 -1.502 EUR -5.511 0.010 2.5 -0.143 EURIBOR-ICE 354.281 0.014 2.5 12.084 EUROSTX 206.377 0.014 2.5 7.039 FEEDCOW -26.960 0.013 2.5 -0.893 GASOIL 3.838 0.017 2.5 0.166 GASOLINE 2.943 0.017 2.5 0.128 GAS_US_mini -271.639 0.043 2.5 -29.416 GBP 40.573 0.010 2.5 1.053 GOLD_micro -146.861 0.014 2.5 -5.009 HEATOIL -4.242 0.017 2.5 -0.184 JGB-SGX-mini 117.828 0.043 2.5 12.760 JPY 3.036 0.010 2.5 0.079 LEANHOG 9.150 0.024 2.5 0.556 LIVECOW -59.423 0.013 2.5 -1.969 LUMBER-new -76.726 0.009 2.5 -1.638 MILK -232.938 0.009 2.5 -4.989 MXP 199.628 0.059 2.5 29.301 NASDAQ_micro 81.852 0.009 2.5 1.902 NIKKEI 36.676 0.043 2.5 3.972 NZD 77.376 0.010 2.5 2.008 OAT 76.929 0.014 2.5 2.624 OATIES -130.222 0.010 2.5 -3.168 OJ 37.094 0.009 2.5 0.794 PALLAD 5.294 0.014 2.5 0.181 PLAT 36.659 0.014 2.5 1.250 REDWHEAT -108.236 0.005 2.5 -1.436 RICE 22.566 0.010 2.5 0.549 ROBUSTA 149.497 0.005 2.5 1.746 RUSSELL -14.851 0.013 2.5 -0.492 SHATZ -87.388 0.004 2.5 -0.886 SILVER-mini -17.677 0.014 2.5 -0.603 SMI 56.730 0.014 2.5 1.935 SOFR 17.738 0.024 2.5 1.078 SOYBEAN -33.216 0.004 2.5 -0.309 SOYMEAL -79.102 0.004 2.5 -0.736 SOYOIL -61.352 0.004 2.5 -0.571 SP400 -1.182 0.013 2.5 -0.039 SP500_micro 107.376 0.009 2.5 2.495 SUGAR11 -85.282 0.009 2.5 -1.814 US10 -7.891 0.005 2.5 -0.100 US10U 19.438 0.005 2.5 0.246 US2 -63.535 0.005 2.5 -0.805 US20 18.289 0.005 2.5 0.232 US30 11.741 0.005 2.5 0.149 US5 -44.103 0.005 2.5 -0.559 VIX -191.056 0.099 2.5 -47.162 WHEAT -127.329 0.005 2.5 -1.689 ===================== Position diags ===================== AUD 2.51 BITCOIN 40.95 BOBL 1.48 BTP 2.10 BUND 0.72 BUXL 0.29 CAC 2.94 CAD 3.85 CANOLA 8.80 CHF 1.91 COCOA 2.22 COFFEE 0.35 COPPER 4.49 CORN 4.85 COTTON2 1.77 CRUDE_W 4.04 DAX 13.28 DOW 10.29 DX 2.39 EUR 1.61 EURIBOR-ICE 10.24 EUROSTX 4.46 FEEDCOW 1.14 GASOIL 1.39 GASOLINE 1.07 GAS_US_mini 20.87 GBP 2.56 GOLD_micro 8.78 HEATOIL 1.00 JGB-SGX-mini 18.54 JPY 1.76 LEANHOG 5.25 LIVECOW 2.13 LUMBER-new 4.92 MILK 2.49 MXP 31.43 NASDAQ_micro 4.44 NIKKEI 23.19 NZD 2.80 OAT 2.38 OATIES 2.75 OJ 1.06 PALLAD 0.46 PLAT 2.01 REDWHEAT 0.96 RICE 3.41 ROBUSTA 1.39 RUSSELL 12.41 SHATZ 4.24 SILVER-mini 1.51 SMI 2.07 SOFR 13.88 SOYBEAN 0.76 SOYMEAL 0.77 SOYOIL 0.90 SP400 0.54 SP500_micro 7.67 SUGAR11 2.01 US10 1.12 US10U 0.84 US2 1.88 US20 0.56 US30 0.38 US5 1.67 VIX 23.58 WHEAT 1.21 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 1.0 0.7 1.3 3.0 3 BITCOIN 31.4 27.4 35.5 49.0 49 BOBL 0.2 0.1 0.4 0.0 0 BTP 1.9 1.7 2.1 3.0 3 BUND 0.5 0.4 0.5 0.0 0 BUXL 0.2 0.2 0.2 2.0 2 CAC 3.4 3.1 3.7 0.0 0 CAD 0.5 0.2 0.9 0.0 0 CANOLA -17.1 -18.0 -16.2 -6.0 -6 CHF -1.3 -1.5 -1.1 -4.0 -4 COCOA 3.5 3.3 3.7 6.0 6 COFFEE 0.1 0.1 0.1 0.0 0 COPPER 0.4 -0.0 0.9 2.0 2 CORN -8.4 -8.8 -7.9 -5.0 -5 COTTON2 -2.9 -3.1 -2.7 -4.0 -4 CRUDE_W 2.1 1.7 2.5 2.0 2 DAX 23.7 22.4 25.0 0.0 0 DOW 5.9 4.9 7.0 3.0 3 DX -1.5 -1.7 -1.3 NaN 0 EUR -0.1 -0.3 0.0 0.0 0 EURIBOR-ICE 12.1 11.1 13.1 4.0 4 EUROSTX 7.0 6.6 7.5 15.0 15 FEEDCOW -0.9 -1.0 -0.8 -1.0 -1 GASOIL 0.2 0.0 0.3 0.0 0 GASOLINE 0.1 0.0 0.2 0.0 0 GAS_US_mini -29.4 -31.5 -27.3 -25.0 -25 GBP 1.1 0.8 1.3 0.0 0 GOLD_micro -5.0 -5.9 -4.1 -20.0 -20 HEATOIL -0.2 -0.3 -0.1 -1.0 -1 JGB-SGX-mini 12.8 10.9 14.6 10.0 10 JPY 0.1 -0.1 0.3 3.0 3 LEANHOG 0.6 0.0 1.1 1.0 1 LIVECOW -2.0 -2.2 -1.8 -1.0 -1 LUMBER-new -1.6 -2.1 -1.1 NaN 0 MILK -5.0 -5.2 -4.7 NaN 0 MXP 29.3 26.2 32.4 37.0 37 NASDAQ_micro 1.9 1.5 2.3 11.0 11 NIKKEI 4.0 1.7 6.3 11.0 11 NZD 2.0 1.7 2.3 4.0 4 OAT 2.6 2.4 2.9 0.0 0 OATIES -3.2 -3.4 -2.9 NaN 0 OJ 0.8 0.7 0.9 NaN 0 PALLAD 0.2 0.1 0.2 0.0 0 PLAT 1.3 1.0 1.5 1.0 1 REDWHEAT -1.4 -1.5 -1.3 -3.0 -3 RICE 0.5 0.2 0.9 NaN 0 ROBUSTA 1.7 1.6 1.9 4.0 4 RUSSELL -0.5 -1.7 0.7 -1.0 -1 SHATZ -0.9 -1.3 -0.5 NaN 0 SILVER-mini -0.6 -0.8 -0.5 NaN 0 SMI 1.9 1.7 2.1 9.0 9 SOFR 1.1 -0.3 2.5 NaN 0 SOYBEAN -0.3 -0.4 -0.2 -1.0 -1 SOYMEAL -0.7 -0.8 -0.7 -2.0 -2 SOYOIL -0.6 -0.7 -0.5 -3.0 -3 SP400 -0.0 -0.1 0.0 0.0 0 SP500_micro 2.5 1.7 3.3 0.0 0 SUGAR11 -1.8 -2.0 -1.6 -2.0 -2 US10 -0.1 -0.2 0.0 -10.0 -10 US10U 0.2 0.2 0.3 0.0 0 US2 -0.8 -1.0 -0.6 NaN 0 US20 0.2 0.2 0.3 0.0 0 US30 0.1 0.1 0.2 6.0 6 US5 -0.6 -0.7 -0.4 -1.0 -1 VIX -47.2 -49.5 -44.8 -17.0 -17 WHEAT -1.7 -1.8 -1.6 -4.0 -4 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 3.7 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 0.3 0.6 0.3 0.0 0.0 0.1 0.0 0.0 0.0 0.1 -0.1 0.1 -0.3 0.1 0.1 -0.0 -0.1 -0.1 -0.1 0.1 0.0 0.1 -0.1 0.1 0.4 0.0 0.1 0.0 0.1 -0.1 0.1 -0.1 0.2 0.1 0.1 0.1 -0.4 -0.5 -0.1 0.2 BITCOIN 0.0 0.5 0.5 0.0 0.1 -0.0 0.0 0.0 0.0 -0.1 0.5 0.1 0.6 0.2 0.2 -0.2 -0.1 -0.2 -0.2 0.2 0.2 0.1 0.4 0.2 -2.7 0.1 0.0 0.2 0.0 0.1 0.1 -0.1 -0.5 0.6 0.6 0.6 -0.2 0.6 0.0 0.7 BOBL 0.6 0.6 0.6 0.0 0.0 0.0 0.0 -0.0 0.0 0.1 0.0 0.1 -0.2 0.1 0.1 -0.4 -0.1 -0.2 -0.2 0.1 0.0 0.1 -0.1 0.2 1.1 0.0 0.0 0.0 0.0 -0.0 0.0 -0.5 0.0 0.2 0.1 0.2 -0.6 -0.7 -0.2 -0.6 BTP 0.6 0.6 0.2 0.0 0.0 0.0 0.1 -0.1 0.1 0.1 0.2 0.1 0.2 0.2 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.2 0.0 0.2 -1.1 0.0 0.1 0.1 0.1 0.0 0.1 0.8 0.3 0.3 0.4 0.3 -0.5 -0.7 0.2 0.2 BUND 0.6 0.6 0.5 0.0 0.0 0.0 0.0 -0.0 0.0 0.1 0.1 0.1 -0.2 0.1 0.1 0.1 0.1 0.0 0.0 0.2 0.1 0.2 -0.1 0.2 0.8 0.0 0.0 0.0 0.0 -0.0 0.0 0.4 0.1 0.3 0.2 0.2 -0.7 -0.7 -0.4 -0.2 BUXL 0.6 0.6 0.5 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 0.0 0.0 0.0 0.2 0.0 0.2 -0.2 0.2 0.2 0.0 0.0 0.0 0.1 -0.0 0.1 0.2 0.3 0.5 0.3 0.2 -0.7 -0.7 -0.3 0.4 CAC 0.6 0.6 -0.2 0.1 0.1 0.1 0.1 0.0 0.1 0.2 0.2 0.2 0.7 0.2 0.2 -0.2 -0.1 -0.1 -0.1 0.2 0.1 0.2 0.3 0.2 -1.1 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.3 0.1 0.0 0.3 0.2 0.6 0.4 CAD 0.6 0.4 -0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 -0.2 0.2 -0.4 0.2 0.1 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 0.2 -0.2 0.2 0.3 0.0 0.1 -0.0 0.1 -0.1 0.1 0.0 0.4 0.6 -0.4 -0.3 -0.6 -0.7 -0.1 -0.5 CANOLA -0.4 -0.1 -0.6 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -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 -0.6 -0.5 -0.6 -0.5 -0.3 -0.1 0.1 CHF 0.5 0.6 -0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.2 -0.0 0.2 0.3 0.2 0.2 -0.3 -0.3 -0.3 -0.3 0.2 0.1 0.2 0.1 0.2 -1.3 0.1 0.1 0.0 0.1 0.0 0.1 -1.1 0.1 0.3 -0.1 -0.4 -0.7 -0.7 -0.7 -0.7 COCOA 0.1 0.6 0.5 -0.0 0.1 -0.2 0.0 -0.3 -0.0 0.2 0.5 0.2 0.7 0.2 0.2 0.3 0.0 0.1 0.1 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.3 0.0 0.3 0.1 0.2 0.5 0.6 0.6 0.6 0.5 -0.0 0.7 0.6 COFFEE 0.4 0.6 0.6 -0.0 0.1 -0.1 0.0 -0.2 -0.0 0.1 0.1 0.2 -0.2 0.2 0.2 0.2 0.1 0.2 0.1 0.2 0.1 0.2 -0.0 0.2 -2.7 0.1 0.1 0.1 0.1 0.0 0.1 0.5 0.5 0.6 0.6 0.6 -0.7 -0.7 -0.7 -0.4 COPPER 0.2 0.6 0.0 0.0 0.1 -0.0 0.0 0.0 0.0 0.1 -0.1 0.1 -0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.1 -0.1 0.1 -0.9 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 0.2 0.3 0.5 0.1 -0.2 -0.4 0.2 -0.4 CORN 0.0 0.1 -0.2 -0.0 0.1 -0.2 0.0 -0.3 -0.0 -0.2 -0.5 -0.1 -0.7 -0.1 -0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.5 -0.1 -2.7 -0.0 -0.2 -0.1 -0.1 -0.4 -0.0 -0.2 -0.5 0.1 -0.2 0.3 -0.2 -0.3 0.2 0.1 COTTON2 0.2 -0.4 -0.4 -0.0 0.1 -0.1 0.0 -0.2 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.6 -0.2 -0.5 -0.4 -0.1 0.1 CRUDE_W -0.2 -0.6 -0.2 -0.0 0.0 -0.0 0.0 0.1 -0.0 0.1 0.2 0.0 0.3 -0.1 -0.1 0.1 0.2 0.2 0.2 -0.1 0.0 0.0 0.2 -0.1 -0.6 -0.0 0.1 0.0 0.0 0.2 -0.0 -1.0 0.1 0.2 0.4 0.5 0.7 0.4 0.7 0.4 DAX 0.6 0.6 -0.1 0.1 0.1 0.1 0.1 0.0 0.1 0.0 0.2 0.2 0.6 0.2 0.2 -0.3 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.2 0.2 2.6 0.1 0.0 0.1 0.1 0.0 0.1 -0.3 -0.4 0.5 0.6 0.3 0.2 0.2 0.5 0.5 DOW 0.6 0.6 0.1 0.1 0.0 0.0 0.1 0.0 0.1 0.2 0.3 0.2 0.5 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.2 0.2 -1.7 0.1 0.1 0.1 0.1 0.1 0.1 -0.4 0.5 0.6 0.6 0.3 -0.4 -0.2 -0.5 -0.2 DX -0.2 -0.6 -0.0 0.0 0.0 0.0 0.0 0.0 0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.1 0.1 -0.1 -2.7 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.8 -0.5 -0.6 -0.6 0.0 0.4 0.2 0.5 0.5 EUR -0.1 0.6 -0.1 0.0 0.0 0.1 0.0 0.0 0.0 0.1 -0.1 0.1 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.1 -0.0 0.1 1.4 0.0 0.1 0.0 0.0 -0.0 0.0 -0.4 0.1 -0.4 -0.1 -0.2 -0.5 -0.4 -0.5 -0.2 EURIBOR-ICE 0.6 0.6 0.6 0.0 0.0 0.0 0.0 -0.0 0.0 0.1 0.1 0.1 -0.0 0.1 0.1 -0.0 -0.1 -0.1 -0.1 0.2 0.1 0.2 0.0 0.2 2.2 0.0 0.0 0.0 0.0 0.0 0.0 -0.4 0.1 0.3 0.3 0.5 -0.7 -0.7 0.2 0.7 EUROSTX 0.6 0.6 -0.0 0.1 0.1 0.1 0.1 0.0 0.1 0.1 0.3 0.2 0.7 0.2 0.2 0.1 -0.0 -0.0 -0.1 0.2 0.2 0.2 0.4 0.2 0.5 0.1 0.0 0.1 0.1 0.1 0.1 0.3 -0.2 0.1 0.3 0.3 0.1 0.2 0.3 0.5 FEEDCOW 0.1 -0.6 -0.6 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.2 0.0 0.0 -0.1 -0.1 -0.1 -0.4 -0.2 -0.3 -0.1 -0.1 0.0 -0.0 -0.1 -0.2 -0.0 0.0 -0.0 0.0 0.0 -0.0 -1.1 0.2 -0.0 -0.6 -0.4 0.4 0.1 0.7 0.3 GASOIL -0.3 -0.6 -0.3 -0.0 0.0 -0.0 0.0 0.1 -0.0 0.1 0.1 -0.0 0.2 -0.1 -0.1 0.2 0.4 0.3 0.4 -0.1 0.0 0.0 0.2 -0.1 1.1 -0.0 0.1 0.0 0.0 0.1 -0.0 0.0 0.0 0.0 0.0 0.1 -0.3 -0.1 -0.5 -0.2 GASOLINE -0.0 -0.4 -0.6 -0.0 0.0 -0.0 0.0 0.1 -0.0 0.1 0.0 0.0 0.1 -0.0 -0.1 -0.1 0.4 0.1 0.4 -0.1 -0.0 0.1 0.1 -0.0 -2.7 -0.0 0.1 -0.0 0.0 0.1 -0.0 0.2 0.2 0.4 0.5 -0.2 0.7 0.4 0.7 0.3 GAS_US_mini -0.6 -0.6 0.2 -0.0 0.0 -0.0 0.0 0.0 -0.0 0.0 -0.3 -0.1 -0.5 -0.1 -0.1 0.1 -0.4 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.2 2.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.4 -0.6 -0.3 -0.4 -0.6 0.2 -0.7 0.0 GBP 0.2 0.6 -0.2 0.0 0.0 0.1 0.1 0.0 0.1 0.0 -0.1 0.1 0.3 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.0 0.1 0.0 0.1 0.2 0.0 0.0 0.0 0.0 -0.0 0.0 0.2 -0.2 -0.1 0.1 -0.3 -0.4 0.1 -0.3 0.6 GOLD_micro 0.0 0.3 0.1 0.0 0.0 -0.0 0.0 0.0 0.0 0.1 0.1 -0.0 0.2 0.0 0.1 -0.2 -0.3 -0.3 -0.3 0.1 0.0 0.0 0.1 0.1 -0.6 0.0 0.0 0.1 0.0 0.0 0.0 -0.8 -0.1 0.4 0.2 0.3 -0.5 -0.7 -0.5 -0.7 HEATOIL -0.3 -0.6 -0.3 -0.0 0.0 -0.0 0.0 0.1 -0.0 0.1 0.1 -0.0 0.2 -0.1 -0.1 0.3 0.4 0.4 0.4 -0.1 -0.0 0.0 0.2 -0.1 -2.5 -0.0 0.1 0.0 0.0 0.2 -0.0 0.2 0.2 0.1 0.1 -0.1 0.4 -0.0 0.3 -0.2 JGB-SGX-mini 0.3 0.6 -0.2 0.0 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0 0.1 0.1 0.0 0.1 0.4 0.3 0.3 0.0 0.0 0.1 0.0 0.1 -0.2 0.0 0.0 0.0 0.0 -0.0 0.0 1.1 -0.2 -0.2 -0.2 -0.0 0.1 -0.7 0.5 0.7 JPY 0.6 0.6 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 -0.2 0.1 -0.3 0.1 0.0 -0.3 -0.3 -0.3 -0.3 0.0 -0.0 0.1 -0.3 0.1 2.7 0.0 0.0 -0.0 0.0 -0.1 0.0 -1.1 0.2 0.3 -0.1 -0.3 -0.3 -0.7 -0.0 -0.7 LEANHOG -0.1 -0.1 -0.1 -0.0 0.0 -0.1 0.0 -0.2 -0.0 0.1 -0.1 0.0 -0.3 -0.1 -0.1 -0.4 0.2 -0.3 0.1 -0.1 -0.1 0.0 -0.3 -0.0 1.8 -0.0 0.0 -0.1 0.0 -0.3 -0.0 0.8 0.0 0.0 0.0 0.0 -0.4 -0.2 0.2 0.4 LIVECOW -0.1 -0.6 -0.6 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.1 -0.0 0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.0 -0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.0 -0.4 -0.1 -0.2 -0.6 -0.3 0.1 -0.3 0.3 -0.1 LUMBER-new 0.1 0.7 0.2 -0.0 0.1 -0.2 0.1 -0.3 -0.0 0.2 -0.3 0.3 -0.8 0.3 0.2 -0.3 -0.3 -0.3 -0.3 0.2 0.0 0.2 -0.3 0.2 NaN 0.1 0.2 0.0 0.1 -0.1 0.1 -1.2 0.6 0.5 0.7 0.5 -0.7 -0.8 -0.4 -0.7 MILK -0.5 -0.6 -0.5 -0.0 0.1 -0.1 0.0 -0.2 -0.0 -0.1 -0.4 -0.2 -0.5 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.2 -0.5 -0.2 1.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -1.1 -0.5 -0.6 -0.6 -0.5 -0.7 -0.7 -0.7 -0.7 MXP -0.0 0.5 -0.4 0.0 0.0 0.1 0.1 0.0 0.1 0.1 0.3 0.1 0.5 0.2 0.1 0.3 0.3 0.3 0.3 0.1 0.1 0.1 0.4 0.1 -2.7 0.0 0.0 0.1 0.0 0.2 0.0 1.1 0.0 -0.4 0.1 -0.2 0.3 0.5 0.7 0.7 NASDAQ_micro 0.6 0.6 0.1 0.0 0.0 0.0 0.1 0.0 0.1 0.1 0.4 0.2 0.5 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.1 0.1 0.1 0.1 -0.3 0.5 0.0 0.1 0.3 0.3 -0.2 0.3 -0.3 NIKKEI -0.3 0.4 -0.3 0.0 0.0 0.0 0.1 0.0 0.1 0.1 0.4 -0.0 0.6 0.1 0.1 0.3 0.2 0.2 0.2 0.1 0.1 0.0 0.5 0.0 -1.7 0.0 0.1 0.1 0.0 0.3 0.0 1.1 -0.5 -0.6 -0.6 0.0 -0.3 0.0 -0.3 0.2 NZD 0.5 0.6 0.3 0.0 0.0 0.1 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 0.1 0.0 0.1 -0.1 0.2 0.1 0.0 0.0 0.0 0.1 -0.0 0.1 0.2 0.0 0.2 0.1 0.2 -0.2 -0.4 -0.1 0.2 OAT 0.6 0.6 0.4 0.0 0.0 0.0 0.0 -0.1 0.0 0.1 0.1 0.1 -0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.2 -0.1 0.2 1.1 0.0 0.0 0.0 0.0 -0.0 0.0 0.7 0.2 0.4 0.2 0.3 -0.7 -0.7 -0.1 0.2 OATIES 0.3 -0.5 -0.6 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 -0.2 -0.2 -0.2 -0.1 -0.1 0.0 -0.1 -0.0 -2.7 -0.0 0.0 -0.1 0.0 -0.0 -0.0 -0.8 -0.2 0.1 -0.4 -0.5 0.1 0.3 0.5 0.7 OJ -0.6 -0.3 0.0 -0.0 0.1 -0.1 0.0 -0.2 -0.0 -0.0 0.4 -0.1 0.6 -0.0 0.1 0.2 0.4 0.4 0.4 0.2 0.2 -0.1 0.5 -0.0 -2.7 0.1 -0.0 0.2 -0.0 0.4 0.0 1.1 -0.2 -0.5 0.4 0.6 0.3 0.4 0.7 0.7 PALLAD 0.6 0.5 0.6 0.0 0.0 -0.0 0.0 0.0 0.0 0.1 -0.2 0.1 -0.3 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.3 0.1 0.7 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.3 0.5 0.2 -0.3 -0.4 -0.1 -0.3 0.2 -0.0 PLAT 0.3 0.3 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.1 -0.2 0.1 -0.2 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.1 -0.1 0.1 1.7 0.0 0.1 0.0 0.1 -0.0 0.0 0.3 0.3 0.3 0.1 0.1 -0.2 -0.4 0.4 -0.2 REDWHEAT 0.6 0.3 -0.4 -0.0 0.0 -0.1 0.0 -0.2 -0.0 -0.1 -0.3 0.0 -0.5 0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.4 -0.0 -1.5 -0.0 -0.0 -0.2 -0.0 -0.2 -0.0 -0.1 -0.4 0.4 -0.3 -0.4 -0.7 -0.7 -0.7 -0.5 RICE -0.2 0.4 0.2 -0.0 0.1 -0.2 0.0 -0.3 -0.0 0.2 0.4 0.0 0.4 0.1 0.1 -0.3 0.0 -0.3 -0.1 0.2 0.2 0.1 0.3 0.1 -2.7 0.0 0.1 0.1 0.0 0.1 0.0 0.0 0.3 -0.1 0.6 0.6 -0.0 -0.5 0.5 -0.1 ROBUSTA 0.6 0.6 -0.2 -0.0 0.1 -0.1 0.0 -0.2 -0.0 0.1 0.4 0.2 0.5 0.2 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.2 0.4 0.2 -2.7 0.1 0.1 0.1 0.1 0.1 0.1 1.1 0.5 0.6 0.6 0.6 -0.3 -0.5 0.1 0.0 RUSSELL 0.6 0.6 -0.1 0.0 0.0 0.0 0.0 0.0 0.0 0.1 -0.0 0.1 -0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.2 -0.1 0.2 -0.2 0.0 0.0 0.0 0.1 -0.0 0.1 -0.1 0.4 0.3 0.0 -0.2 -0.5 -0.5 -0.7 -0.6 SHATZ 0.6 0.6 0.6 0.0 0.0 0.0 0.0 -0.0 0.0 0.0 -0.1 0.1 -0.2 0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.0 0.1 -0.2 0.1 1.2 0.0 0.0 0.0 0.0 -0.0 0.0 -1.1 -0.1 0.2 -0.1 0.1 -0.4 -0.7 -0.2 -0.7 SILVER-mini -0.1 0.3 -0.1 0.0 0.0 -0.0 0.0 0.0 0.0 0.1 -0.0 -0.0 0.1 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.0 -0.0 0.0 0.7 0.0 0.0 0.0 -0.0 0.0 -0.0 -0.1 -0.3 -0.1 -0.1 -0.0 -0.6 -0.7 0.1 -0.7 SMI 0.6 0.6 -0.2 0.1 0.0 0.1 0.1 0.0 0.1 0.1 -0.1 0.2 0.1 0.2 0.1 0.2 0.1 0.1 0.1 0.2 -0.0 0.2 -0.1 0.2 1.2 0.1 0.0 0.0 0.1 -0.0 0.1 0.8 -0.1 0.1 -0.4 -0.2 -0.1 -0.2 0.1 -0.2 SOFR 0.6 0.6 0.3 0.0 0.0 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 0.1 0.0 0.1 -0.1 0.1 -0.2 0.0 0.0 0.0 0.0 -0.0 0.0 0.1 -0.1 0.0 0.0 0.1 -0.7 -0.7 -0.2 -0.3 SOYBEAN -0.2 0.1 -0.0 -0.0 0.1 -0.1 0.0 -0.2 -0.0 -0.0 0.2 -0.1 0.3 -0.1 -0.1 0.3 0.3 0.3 0.3 -0.0 0.0 -0.0 0.0 -0.0 -2.7 0.1 -0.0 0.1 -0.0 0.1 0.0 1.1 -0.2 0.1 0.5 0.5 -0.7 -0.7 -0.7 -0.5 SOYMEAL -0.6 0.1 0.1 -0.0 0.0 -0.1 0.0 -0.2 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.0 0.3 0.3 0.3 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 -0.4 -0.6 0.2 0.4 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.2 -0.0 -0.6 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.1 -0.0 -0.1 -0.0 -0.1 0.0 0.2 0.1 0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -2.7 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.8 -0.0 0.2 0.0 -0.4 -0.4 0.0 0.1 0.4 SP400 0.6 0.6 -0.2 0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.1 0.1 0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.0 0.2 -0.0 0.2 -1.2 0.0 0.0 0.0 0.1 0.0 0.1 0.1 0.3 0.3 0.1 -0.1 -0.4 -0.3 -0.6 -0.7 SP500_micro 0.6 0.6 -0.1 0.1 0.0 0.0 0.1 0.0 0.1 0.2 0.3 0.2 0.5 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.3 0.2 -2.7 0.1 0.1 0.1 0.1 0.1 0.1 -0.4 0.5 0.2 0.2 0.1 0.1 -0.2 0.2 -0.3 SUGAR11 -0.6 -0.6 -0.6 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.1 0.0 -0.1 0.3 -0.1 -0.1 0.4 0.4 0.4 0.4 -0.2 -0.0 -0.2 0.2 -0.2 -2.7 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 1.1 -0.5 -0.6 -0.6 0.1 -0.1 -0.4 0.4 0.2 US10 0.6 0.6 0.5 0.0 0.0 0.0 0.0 -0.0 0.0 0.1 -0.1 0.1 -0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.0 0.1 -0.2 0.1 0.2 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.6 -0.0 0.0 -0.0 -0.0 -0.7 -0.7 -0.3 0.1 US10U 0.6 0.6 0.4 0.0 0.0 0.0 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.2 0.1 0.1 0.1 0.0 0.0 0.0 0.1 -0.0 0.1 -0.2 0.2 -0.2 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 0.0 0.1 -0.0 -0.0 -0.7 -0.7 0.1 0.5 US2 0.6 0.6 0.6 0.0 0.0 0.0 0.0 -0.0 0.0 0.0 -0.1 0.1 -0.2 0.1 0.0 -0.4 -0.4 -0.4 -0.4 0.0 -0.0 0.1 -0.2 0.1 1.0 0.0 0.0 0.0 0.0 -0.1 0.0 -1.1 -0.1 0.0 -0.1 0.1 -0.5 -0.7 -0.3 -0.7 US20 0.6 0.6 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 0.1 -0.2 0.1 -0.2 0.0 0.0 -0.0 0.0 -0.0 0.0 -0.0 0.1 0.2 0.1 -0.1 -0.5 -0.7 0.5 0.7 US30 0.6 0.6 0.4 0.0 0.0 0.0 0.0 -0.0 0.0 0.1 -0.1 0.1 -0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.0 0.1 -0.2 0.2 -0.2 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.3 0.1 0.2 0.0 -0.1 -0.3 -0.7 0.7 0.7 US5 0.6 0.6 0.6 0.0 0.0 0.0 0.0 -0.0 0.0 0.0 -0.1 0.1 -0.2 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 -0.0 0.1 -0.1 0.1 0.4 0.0 0.0 0.0 0.0 -0.0 0.0 -0.9 -0.0 0.0 -0.0 0.1 -0.7 -0.7 -0.7 -0.5 VIX -0.5 -1.0 0.4 -0.1 0.0 -0.3 -0.0 -0.4 -0.1 0.0 -0.9 -0.2 -1.2 -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 -0.3 -0.0 -0.5 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT 0.5 0.4 -0.1 -0.0 0.1 -0.1 0.0 -0.2 -0.0 -0.0 -0.4 0.1 -0.6 0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 0.0 -0.5 0.0 -0.4 -0.0 0.0 -0.1 0.0 -0.3 0.0 -0.9 -0.4 0.6 -0.1 -0.1 -0.7 -0.7 -0.7 -0.7 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 9.5 20.0 9.3 3.5 4.7 1.9 4.5 1.1 4.4 13.0 -3.3 12.8 -8.1 12.5 9.9 -2.4 -2.9 -2.8 -2.9 9.6 1.6 15.8 -5.0 13.7 2.9 3.8 7.0 0.9 6.1 -1.4 5.3 -1.0 7.6 2.5 2.3 2.1 -13.1 -13.5 -4.0 6.4 BITCOIN 1.3 15.3 16.9 1.2 8.4 -0.0 3.7 0.0 1.6 -5.7 19.1 9.2 16.8 16.2 19.8 -9.4 -6.1 -8.8 -7.6 20.0 20.0 11.2 13.7 20.0 -20.0 7.6 0.0 6.1 2.5 3.6 5.9 -1.7 -18.9 20.0 20.0 20.0 -5.7 17.3 0.2 20.0 BOBL 20.0 20.0 18.3 1.9 2.3 0.1 2.9 -1.2 2.9 6.7 1.5 7.8 -4.4 8.1 7.3 -20.0 -5.8 -10.0 -7.7 11.6 4.4 15.0 -3.4 15.7 8.1 2.6 2.7 1.1 3.3 -0.4 3.5 -9.5 0.8 6.6 1.7 6.4 -17.6 -20.0 -7.5 -17.8 BTP 20.0 20.0 6.3 3.0 3.7 0.2 4.8 -1.9 4.8 11.9 7.0 13.2 5.0 14.0 12.3 5.6 7.4 6.4 6.5 20.0 9.3 20.0 0.4 20.0 -8.0 4.2 5.6 2.0 5.8 0.3 5.6 14.1 11.0 9.0 11.4 8.5 -13.9 -20.0 5.2 5.5 BUND 20.0 20.0 15.1 2.1 2.6 0.1 3.3 -1.3 3.4 7.9 2.4 9.1 -5.0 9.6 8.2 3.5 4.1 1.0 1.6 14.2 4.9 19.1 -4.2 19.7 5.7 2.9 3.2 1.1 4.0 -0.4 4.1 7.1 5.8 9.9 4.7 7.1 -20.0 -20.0 -11.6 -5.8 BUXL 20.0 20.0 14.5 2.5 3.1 0.1 4.0 -1.6 4.0 9.3 1.8 11.0 -7.6 11.6 8.9 0.2 0.7 0.3 0.6 16.8 3.9 20.0 -7.5 20.0 1.1 3.3 3.7 0.9 4.8 -0.8 4.9 3.5 11.7 15.3 8.1 5.4 -20.0 -20.0 -9.3 10.8 CAC 20.0 20.0 -6.0 5.9 6.1 2.2 7.7 0.8 8.4 19.0 9.0 20.0 18.8 20.0 19.6 -7.9 -3.8 -7.0 -5.8 20.0 12.2 20.0 11.0 20.0 -7.9 7.0 4.5 2.8 8.4 1.9 10.0 1.6 5.8 9.0 2.1 0.8 8.6 6.2 17.2 11.6 CAD 19.3 13.2 -1.6 5.6 7.6 3.0 7.2 1.8 7.1 20.0 -8.6 20.0 -12.5 19.8 9.9 -2.3 -2.3 -2.5 -2.4 10.1 -2.5 20.0 -8.7 20.0 2.5 4.2 14.2 -0.9 13.2 -3.0 9.8 0.0 17.8 17.6 -12.1 -9.5 -17.2 -20.0 -2.0 -14.6 CANOLA -12.6 -3.4 -20.0 -1.3 3.4 -2.3 1.6 -3.1 -0.2 -7.2 -4.7 -8.2 -4.5 -7.6 -8.6 -10.8 0.6 -10.1 -6.1 -10.8 -9.3 -9.8 -7.1 -10.8 -20.0 -3.2 -2.0 -3.0 -2.6 -2.5 -3.0 -2.1 -12.5 -17.2 -14.6 -18.0 -14.8 -10.1 -3.8 2.1 CHF 14.3 20.0 -7.3 5.4 7.3 2.9 6.9 1.7 6.8 19.3 -1.4 18.7 8.0 19.8 15.1 -16.9 -15.4 -16.8 -16.2 17.1 6.3 20.0 3.2 20.0 -9.8 5.4 10.5 1.8 8.4 0.7 7.8 -20.0 2.5 9.4 -3.5 -12.2 -20.0 -20.0 -20.0 -20.0 COCOA 1.7 17.7 14.7 -3.5 8.8 -6.1 4.2 -8.0 -0.6 20.0 20.0 20.0 20.0 20.0 20.0 13.4 0.5 6.6 2.7 20.0 20.0 20.0 20.0 20.0 -20.0 8.9 3.9 9.6 4.4 9.6 6.6 4.4 20.0 20.0 20.0 20.0 15.1 -1.0 20.0 16.6 COFFEE 10.8 20.0 20.0 -2.3 5.8 -4.1 2.8 -5.3 -0.4 14.4 3.9 15.4 -6.3 15.5 14.8 11.7 4.2 8.5 5.6 16.2 8.2 20.0 -0.1 20.0 -20.0 5.4 8.2 3.2 6.5 1.0 6.0 10.2 20.0 20.0 20.0 20.0 -20.0 -20.0 -20.0 -12.1 COPPER 5.6 18.2 1.2 0.9 6.7 -0.0 3.0 0.0 1.3 14.2 -4.3 8.5 -3.8 11.1 8.2 -4.9 -4.4 -6.1 -5.7 7.3 0.5 10.7 -4.3 10.2 -6.7 3.9 6.4 0.9 5.1 -1.4 5.0 1.3 7.0 9.3 14.0 2.6 -5.6 -12.7 4.9 -10.6 CORN 0.0 3.6 -6.6 -3.5 8.8 -6.1 4.2 -8.0 -0.6 -20.0 -20.0 -10.0 -20.0 -12.5 -12.6 -8.6 -1.0 -7.3 -5.5 -7.8 -17.2 -9.7 -20.0 -6.2 -20.0 -2.5 -17.5 -5.5 -9.2 -10.8 -3.9 -3.4 -20.0 1.7 -6.3 7.9 -5.5 -7.8 6.4 3.4 COTTON2 6.4 -13.3 -11.6 -2.5 6.3 -4.4 3.0 -5.8 -0.4 -12.3 -8.7 -6.3 -8.7 -8.1 -11.9 -6.6 0.2 -6.1 -3.6 -11.6 -10.0 -6.3 -6.7 -7.0 -20.0 -4.5 -3.9 -3.6 -2.1 -1.3 -2.5 -0.8 -3.4 0.7 -20.0 -6.4 -15.6 -13.3 -2.4 2.6 CRUDE_W -7.7 -18.9 -5.8 -4.2 5.0 -1.0 0.4 1.7 -3.7 16.2 6.2 1.0 7.1 -9.4 -9.8 5.1 9.9 8.1 9.4 -7.0 2.2 4.8 8.6 -6.6 -4.2 -2.9 8.3 1.8 2.6 5.8 -2.6 -18.0 5.7 7.2 11.6 15.4 20.0 12.5 20.0 13.2 DAX 20.0 20.0 -2.6 5.6 5.7 2.1 7.3 0.7 7.9 4.4 9.1 19.5 16.5 20.0 20.0 -13.4 -8.8 -11.4 -10.2 20.0 17.0 20.0 9.1 20.0 19.3 6.7 1.0 2.8 4.6 1.1 8.0 -6.5 -16.7 15.9 19.4 8.1 6.0 4.6 15.1 15.2 DOW 20.0 20.0 2.7 4.6 4.7 1.7 6.0 0.6 6.5 17.7 12.0 19.7 13.5 20.0 17.8 -10.7 -9.1 -10.5 -10.2 20.0 20.0 20.0 9.2 20.0 -12.4 5.9 6.2 3.0 7.6 1.7 7.9 -6.8 20.0 20.0 17.7 7.7 -12.0 -4.5 -14.7 -6.5 DX -7.6 -20.0 -0.6 2.7 3.7 1.5 3.5 0.9 3.5 -7.0 3.3 -6.2 -3.2 -8.6 -6.2 5.6 6.1 6.4 6.5 -6.7 -0.9 -10.2 2.5 -9.7 -20.0 -2.5 -3.5 -0.2 -3.5 1.3 -3.5 14.8 -20.0 -20.0 -20.0 0.9 11.9 5.0 15.9 14.3 EUR -2.5 17.9 -1.6 3.6 4.8 1.9 4.5 1.2 4.5 8.8 -3.5 5.4 4.7 8.2 6.8 -5.6 -6.8 -6.1 -6.4 5.2 0.9 9.0 -1.7 6.9 10.4 2.5 5.7 0.5 4.2 -0.7 3.3 -7.3 2.1 -13.3 -1.9 -7.1 -16.1 -13.2 -14.5 -5.5 EURIBOR-ICE 20.0 20.0 20.0 1.8 2.2 0.1 2.8 -1.1 2.8 6.5 5.0 7.6 -1.2 8.0 8.0 -1.8 -6.3 -3.6 -5.3 16.1 9.3 17.1 0.2 18.7 16.8 2.8 2.3 1.6 2.9 0.2 3.2 -8.2 3.4 10.1 10.5 15.1 -20.0 -20.0 5.2 20.0 EUROSTX 20.0 20.0 -1.3 5.7 5.8 2.1 7.4 0.7 8.0 13.9 10.6 20.0 18.3 20.0 20.0 3.2 -2.2 -1.9 -3.0 20.0 17.0 20.0 13.2 20.0 3.5 7.2 2.2 3.6 5.8 2.2 8.6 5.0 -8.6 3.9 9.6 8.9 3.1 7.0 9.0 15.4 FEEDCOW 4.1 -20.0 -20.0 -1.3 3.3 -2.3 1.6 -3.0 -0.2 7.6 -5.7 0.8 0.2 -4.8 -7.5 -6.6 -20.0 -9.7 -16.0 -13.6 -9.9 3.2 -1.5 -7.1 -1.1 -2.6 1.6 -1.6 0.8 0.6 -1.1 -20.0 7.6 -0.8 -20.0 -12.2 12.0 1.8 20.0 9.4 GASOIL -9.2 -20.0 -10.1 -3.4 4.1 -0.8 0.3 1.4 -3.0 12.1 5.5 -2.2 6.0 -9.6 -11.5 10.0 20.0 16.3 19.4 -10.0 0.0 1.7 8.4 -9.8 8.1 -3.3 6.0 0.5 0.6 3.2 -3.4 0.6 0.2 0.3 0.7 2.5 -8.0 -1.8 -15.4 -7.3 GASOLINE -0.6 -12.9 -20.0 -3.5 4.2 -0.9 0.3 1.5 -3.1 14.1 0.8 4.2 3.9 -4.3 -11.2 -6.5 20.0 4.8 17.8 -7.5 -3.3 8.6 4.4 -2.8 -20.0 -2.9 9.0 -0.9 4.3 3.7 -0.6 4.4 8.7 13.4 14.5 -6.1 20.0 11.6 20.0 9.0 GAS_US_mini -20.0 -20.0 5.9 -2.9 3.4 -0.7 0.3 1.2 -2.5 1.5 -12.4 -8.1 -13.9 -11.8 -12.6 3.4 -20.0 -20.0 -20.0 -20.0 -19.5 -12.3 -20.0 -20.0 17.3 -4.3 -0.2 -2.8 -2.4 -1.7 -4.4 -20.0 -18.7 -18.0 -10.6 -11.8 -16.7 5.7 -20.0 1.4 GBP 7.5 19.5 -6.2 3.8 5.2 2.1 4.9 1.2 4.9 5.4 -2.6 7.0 7.6 12.1 8.8 -0.4 -0.7 -0.5 -0.5 9.1 3.3 8.8 0.8 11.1 1.3 3.6 3.4 1.1 3.6 -0.2 4.4 3.0 -7.3 -2.4 2.6 -8.3 -11.5 2.0 -8.2 17.1 GOLD_micro 0.1 9.8 4.6 0.7 5.1 -0.0 2.3 0.0 1.0 10.4 2.4 -0.1 4.3 3.4 8.7 -12.5 -13.9 -14.1 -14.6 7.0 4.3 4.2 1.9 5.5 -4.7 2.9 2.7 1.9 1.7 1.2 2.3 -14.7 -4.8 10.9 6.8 9.1 -15.2 -20.0 -14.2 -20.0 HEATOIL -9.3 -20.0 -10.1 -3.7 4.4 -0.9 0.4 1.5 -3.3 14.0 4.2 -1.5 4.8 -9.5 -12.3 16.8 20.0 20.0 20.0 -10.9 -1.5 3.9 7.1 -9.3 -18.5 -3.5 7.4 0.3 1.9 4.4 -2.7 4.1 6.7 3.3 4.0 -2.7 13.4 -0.8 9.0 -6.5 JGB-SGX-mini 10.2 20.0 -4.9 1.6 1.9 0.1 2.5 -1.0 2.5 5.0 -0.2 3.9 2.1 5.2 4.4 6.9 18.8 13.5 15.3 3.8 1.1 5.6 0.1 5.3 -1.8 1.3 2.7 0.1 1.9 -0.5 2.0 20.0 -10.2 -6.4 -7.3 -0.9 3.4 -20.0 14.3 20.0 JPY 20.0 20.0 16.6 2.3 3.1 1.2 2.9 0.7 2.9 2.9 -7.1 6.4 -8.7 7.2 2.1 -14.8 -16.3 -17.1 -17.2 3.5 -4.4 8.9 -10.0 9.2 20.0 1.3 0.9 -1.7 3.6 -3.6 3.7 -20.0 6.6 8.2 -4.5 -8.0 -7.8 -20.0 -1.2 -20.0 LEANHOG -1.9 -3.5 -2.7 -2.0 5.0 -3.5 2.4 -4.6 -0.3 8.0 -2.9 3.9 -8.0 -5.2 -8.6 -20.0 8.4 -17.0 3.5 -8.5 -9.4 3.4 -11.1 -4.4 13.2 -2.6 4.4 -4.8 2.9 -8.0 -0.4 15.8 2.0 0.3 1.1 0.0 -10.7 -6.6 7.0 12.0 LIVECOW -2.6 -20.0 -20.0 -1.5 3.7 -2.6 1.8 -3.4 -0.2 7.5 -5.1 -1.1 1.5 -6.4 -8.1 -3.8 -4.6 -8.3 -7.1 -14.5 -9.2 -1.5 -0.7 -10.3 0.2 -3.1 0.6 -1.6 -0.1 1.0 -2.0 -6.6 -3.0 -4.7 -20.0 -10.3 3.1 -9.6 7.7 -3.0 LUMBER-new 1.7 19.1 4.9 -3.8 9.6 -6.5 4.6 -7.3 -0.6 20.0 -8.4 20.0 -20.0 20.0 18.5 -13.2 -14.6 -14.6 -14.8 13.9 0.6 20.0 -10.6 19.2 NaN 5.6 15.3 1.0 11.2 -2.3 8.1 -20.0 20.0 12.7 20.0 14.6 -18.0 -20.0 -11.3 -17.9 MILK -14.8 -17.0 -14.4 -2.3 5.9 -4.1 2.8 -5.4 -0.4 -14.6 -14.3 -16.0 -14.7 -16.4 -16.1 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 8.1 -5.8 -8.3 -5.3 -7.2 -5.9 -6.4 -20.0 -20.0 -20.0 -20.0 -14.7 -20.0 -20.0 -20.0 -20.0 MXP -0.9 14.8 -13.8 3.9 5.3 2.1 5.0 1.3 5.0 14.4 11.1 12.7 14.2 14.6 10.9 13.4 16.3 14.0 14.9 10.2 9.5 10.8 15.0 10.8 -20.0 3.8 5.4 3.7 4.1 6.1 4.0 20.0 0.4 -12.7 3.7 -5.0 9.5 15.4 20.0 20.0 NASDAQ_micro 19.0 20.0 3.3 3.6 3.7 1.3 4.7 0.5 5.1 13.9 13.2 15.3 12.8 15.7 14.4 -11.1 -8.9 -10.3 -9.8 20.0 19.1 20.0 17.8 20.0 -20.0 4.8 6.0 3.6 6.4 3.9 6.0 -6.2 20.0 0.2 2.9 8.3 10.0 -7.4 10.1 -9.6 NIKKEI -9.5 11.1 -9.7 4.6 4.6 1.7 5.9 0.6 6.4 11.2 15.2 -3.3 16.1 10.6 11.7 14.8 10.6 10.6 10.1 8.2 11.9 1.9 16.8 3.5 -12.4 2.9 5.9 5.1 0.8 8.3 1.0 20.0 -20.0 -20.0 -20.0 1.2 -9.9 0.2 -7.5 5.0 NZD 15.1 20.0 10.8 3.4 4.6 1.9 4.4 1.1 4.4 12.8 -1.4 13.2 -0.3 13.3 10.8 0.1 0.2 0.0 0.1 12.1 3.7 14.1 -3.0 15.3 0.8 4.1 4.9 1.6 4.7 -0.5 5.0 4.3 0.9 6.6 4.2 6.0 -5.6 -12.6 -2.0 6.9 OAT 20.0 20.0 13.9 2.3 2.8 0.1 3.6 -1.4 3.6 8.5 3.7 9.8 -4.7 10.3 8.9 4.8 7.1 5.3 5.9 16.2 6.1 20.0 -3.4 20.0 8.2 3.2 3.5 1.3 4.2 -0.3 4.3 13.5 8.6 11.5 7.5 8.5 -20.0 -20.0 -2.9 7.3 OATIES 8.1 -13.9 -20.0 -1.2 3.0 -2.1 1.4 -2.7 -0.2 5.6 -5.0 1.0 -3.8 -3.8 -7.0 -2.3 -8.1 -9.4 -11.4 -8.3 -7.2 2.1 -2.9 -3.9 -20.0 -2.4 1.9 -2.0 0.5 -0.9 -1.1 -15.6 -9.8 2.3 -11.5 -15.4 2.9 8.8 14.2 20.0 OJ -20.0 -8.7 1.1 -2.5 6.3 -4.4 3.0 -5.8 -0.4 -1.9 14.6 -11.3 16.7 -1.3 8.7 12.3 20.0 18.8 20.0 14.9 20.0 -8.7 20.0 -2.8 -20.0 4.8 -1.2 9.2 -1.4 11.9 0.3 20.0 -7.9 -14.6 11.5 20.0 8.9 10.6 20.0 20.0 PALLAD 17.2 14.7 18.4 0.4 3.2 -0.0 1.4 0.0 0.6 7.7 -7.2 6.1 -8.6 2.2 -3.1 -1.7 -2.3 -2.0 -2.2 -2.4 -6.6 16.5 -9.8 5.4 5.4 -1.4 6.8 -2.2 4.7 -2.3 1.1 6.0 20.0 6.7 -10.7 -11.8 -2.4 -7.5 6.9 -1.2 PLAT 7.9 9.3 1.1 0.7 4.7 -0.0 2.1 0.0 0.9 9.2 -7.0 8.9 -5.8 9.4 2.3 -3.4 -2.8 -3.4 -3.2 3.2 -1.6 9.5 -4.0 7.0 12.4 1.8 5.9 0.1 5.4 -0.7 3.6 4.7 12.2 8.2 2.3 3.0 -5.6 -11.4 12.7 -5.5 REDWHEAT 20.0 10.6 -13.6 -2.1 5.1 -3.6 2.5 -4.7 -0.3 -7.2 -12.6 3.1 -13.6 1.1 -8.2 -3.2 -1.3 -4.1 -3.2 -9.1 -14.9 -2.7 -15.5 -3.2 -11.2 -3.5 -1.6 -5.7 -1.3 -5.3 -1.1 -1.5 -17.0 11.2 -9.8 -13.8 -20.0 -20.0 -20.0 -14.2 RICE -6.2 12.1 7.1 -3.6 9.3 -5.7 2.8 -7.3 -1.4 18.4 16.4 2.7 12.2 13.4 13.1 -12.8 1.8 -13.9 -6.2 16.2 14.8 11.5 10.4 12.1 -20.0 4.5 9.6 4.2 3.8 2.9 3.1 0.8 12.0 -3.3 19.0 20.0 -0.6 -14.7 14.9 -4.3 ROBUSTA 20.0 19.2 -5.1 -2.5 6.5 -4.0 2.0 -5.1 -1.0 12.4 14.1 14.8 14.0 15.5 14.5 18.5 20.0 20.0 20.0 20.0 17.4 20.0 16.3 20.0 -20.0 5.1 6.1 3.6 7.7 3.4 6.9 20.0 20.0 20.0 20.0 20.0 -10.3 -14.7 3.0 0.6 RUSSELL 20.0 20.0 -3.7 2.9 2.9 1.1 3.7 0.4 4.1 10.4 -0.1 11.7 -3.0 12.2 6.8 -5.8 -6.1 -6.3 -6.4 12.6 2.5 20.0 -2.2 20.0 -1.8 2.9 5.4 0.7 5.8 -0.1 5.1 -1.0 15.2 9.6 1.2 -5.0 -16.1 -14.7 -20.0 -19.5 SHATZ 20.0 20.0 20.0 1.8 2.1 0.1 2.8 -1.1 2.8 5.3 -2.4 6.9 -6.2 6.8 5.2 -20.0 -20.0 -20.0 -20.0 8.1 1.6 11.5 -5.7 11.9 9.1 2.2 2.1 0.6 2.9 -1.0 3.1 -20.0 -5.3 7.1 -2.0 4.0 -12.0 -20.0 -5.5 -20.0 SILVER-mini -2.2 10.2 -1.7 0.7 5.1 -0.0 2.3 0.0 1.0 8.3 -1.0 -3.0 2.5 -0.3 3.8 -6.5 -6.3 -6.8 -6.7 2.6 0.9 0.4 -0.2 1.0 5.3 0.0 2.1 0.4 -0.6 0.5 -1.1 -1.3 -14.1 -4.4 -3.4 -0.0 -17.9 -20.0 2.0 -19.6 SMI 20.0 18.9 -6.7 5.4 5.5 2.0 7.0 0.7 7.6 13.5 -3.5 20.0 2.1 20.0 12.2 8.7 3.2 5.9 3.9 17.2 -0.2 20.0 -5.2 20.0 9.3 5.1 2.9 0.8 7.8 -1.2 8.9 15.5 -3.4 4.0 -13.0 -5.3 -1.7 -7.0 2.6 -5.3 SOFR 20.0 20.0 9.9 1.8 2.2 0.1 2.9 -1.1 2.9 6.4 -1.0 7.5 -2.7 8.1 6.7 1.0 -0.4 0.4 -0.1 8.7 1.8 10.5 -3.2 11.9 -1.3 2.2 1.8 0.5 2.6 -0.7 3.0 1.7 -3.0 0.3 0.9 2.9 -20.0 -20.0 -6.5 -8.5 SOYBEAN -7.2 2.6 -0.9 -3.0 7.5 -5.2 3.6 -6.9 -0.5 -0.7 8.8 -7.6 7.0 -4.9 -5.1 15.6 17.5 15.7 15.3 -0.1 2.0 -3.8 1.7 -2.8 -20.0 4.7 -4.1 4.5 -0.7 3.1 2.3 20.0 -9.2 4.0 16.6 14.0 -20.0 -20.0 -20.0 -15.2 SOYMEAL -20.0 1.7 3.4 -1.9 4.7 -3.3 2.3 -4.3 -0.3 -10.0 1.2 -12.3 3.5 -9.8 -0.2 14.4 17.3 15.9 16.1 -2.2 2.3 -11.7 3.5 -9.9 -20.0 0.3 -3.5 2.1 -3.7 2.9 -2.6 20.0 -16.6 -19.8 4.7 12.7 -20.0 -20.0 -20.0 -20.0 SOYOIL 5.8 -0.8 -20.0 -1.6 3.9 -2.7 1.9 -3.6 -0.3 6.7 -3.2 -2.8 -4.1 -2.9 -8.8 0.2 8.9 4.3 6.8 -7.3 -8.2 -0.3 -5.3 -3.2 -20.0 -1.1 1.4 -2.2 0.7 -1.7 0.4 15.6 -1.4 7.0 0.8 -10.8 -11.7 0.2 2.8 11.6 SP400 20.0 20.0 -6.4 3.1 3.2 1.1 4.1 0.4 4.4 10.9 1.9 12.1 1.1 13.0 8.2 -5.0 -5.0 -5.3 -5.3 14.4 4.0 20.0 -0.3 20.0 -9.3 3.4 5.4 1.1 6.0 0.3 5.5 1.0 13.8 9.9 1.7 -2.3 -13.0 -9.8 -18.3 -20.0 SP500_micro 20.0 20.0 -1.7 4.7 4.8 1.7 6.1 0.6 6.6 17.9 12.1 19.9 13.1 20.0 18.3 -11.9 -10.0 -11.2 -10.9 20.0 18.3 20.0 12.8 20.0 -20.0 5.8 7.6 3.4 8.2 2.8 7.8 -8.1 20.0 5.3 6.3 4.0 2.9 -7.0 5.2 -10.2 SUGAR11 -20.0 -20.0 -18.7 -1.5 3.9 -2.7 1.9 -3.5 -0.2 -8.1 1.4 -10.3 8.2 -10.0 -5.2 20.0 20.0 20.0 20.0 -14.2 -2.1 -20.0 6.7 -20.0 -20.0 -2.8 -2.6 -0.4 -4.3 1.6 -4.5 20.0 -20.0 -20.0 -20.0 2.3 -2.8 -12.3 13.3 5.7 US10 20.0 20.0 14.9 1.7 2.1 0.1 2.6 -1.0 2.7 6.1 -2.9 6.9 -4.7 7.4 5.4 -7.5 -7.1 -7.1 -7.4 6.6 -0.6 10.4 -6.1 10.6 1.3 1.8 1.9 -0.1 2.7 -1.4 2.9 -10.5 -0.1 1.2 -0.4 -0.2 -20.0 -20.0 -7.8 3.6 US10U 20.0 20.0 11.3 2.3 2.8 0.1 3.6 -1.4 3.6 8.7 -3.7 9.6 -6.3 10.1 6.6 3.2 0.2 1.8 0.7 9.1 -1.3 15.3 -8.8 15.4 -1.9 2.4 2.9 -0.3 3.8 -1.9 4.0 2.8 1.9 3.0 -0.5 -1.5 -20.0 -20.0 3.1 14.6 US2 19.3 20.0 20.0 1.6 2.0 0.1 2.5 -1.0 2.6 4.3 -4.7 5.3 -6.0 5.8 4.4 -19.6 -20.0 -20.0 -20.0 4.5 -1.0 6.9 -6.8 7.1 7.8 2.0 1.7 0.2 2.4 -1.7 2.7 -20.0 -4.9 0.7 -3.0 4.1 -15.8 -20.0 -9.2 -20.0 US20 20.0 20.0 10.0 1.7 2.1 0.1 2.7 -1.0 2.7 6.0 -2.2 7.0 -4.3 7.5 5.0 -0.4 -1.3 -0.7 -1.1 7.7 -0.9 13.2 -6.6 13.2 -1.9 1.8 2.1 -0.2 2.9 -1.4 3.0 -0.4 4.5 4.9 2.1 -1.8 -14.5 -20.0 15.0 20.0 US30 20.0 20.0 11.4 1.9 2.3 0.1 3.0 -1.2 3.0 6.4 -2.4 7.9 -5.3 8.4 5.5 -4.4 -4.1 -4.7 -4.7 8.4 -1.0 14.3 -7.6 14.5 -1.5 2.0 2.4 -0.2 3.3 -1.6 3.4 -5.4 4.1 5.6 0.9 -1.7 -8.4 -19.7 20.0 20.0 US5 20.0 20.0 19.8 1.7 2.0 0.1 2.6 -1.0 2.6 5.5 -3.2 6.5 -4.9 7.1 5.5 -8.3 -10.2 -9.8 -10.7 6.1 -0.1 9.0 -5.5 9.4 3.2 2.0 1.8 0.2 2.6 -1.3 2.8 -16.1 -2.0 0.5 -1.0 2.0 -20.0 -20.0 -20.0 -14.0 VIX -10.0 -20.0 7.8 -5.5 1.2 -5.8 -2.7 -7.6 -5.0 0.9 -19.9 -9.6 -20.0 -18.8 -19.1 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -9.8 -20.0 -20.0 NaN -6.4 1.4 -6.6 -2.7 -8.7 -5.7 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 15.4 12.4 -4.0 -2.5 6.4 -4.4 3.1 -5.8 -0.4 -2.0 -15.1 7.8 -17.2 6.9 -5.4 -9.8 -10.4 -11.1 -11.1 -5.0 -13.8 1.2 -20.0 0.6 -3.3 -1.2 0.4 -5.1 0.8 -7.6 1.4 -16.4 -16.8 18.1 -2.3 -3.2 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3