******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20231226_204018 produced at 2023-12-26 21:37:28.752303 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= Optimal positions ======================================================================================================================================================================================================================================================================================= dont_trade reduce_only weight_per_contract position_limit_weight optimum_weight start_weight maximum_weight minimum_weight previous_weight optimised_weight optimal_position position_limit_contracts previous_position optimised_position caleb_strategy_v3 VIX False False 0.01 -0.09 -0.27 0.0 0.10 -0.10 -0.09 -0.09 -45.22 17.0 -16 -16 caleb_strategy_v3 CORN False False 0.01 -0.05 -0.08 0.0 0.11 -0.11 -0.05 -0.05 -8.84 12.0 -6 -6 caleb_strategy_v3 DX False False 0.04 0.00 -0.07 0.0 999.00 -999.00 0.00 0.00 -1.91 999999999.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 -0.06 0.0 0.06 -0.06 0.00 0.00 -5.29 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 -18.57 51.0 -6 -6 caleb_strategy_v3 US2 False True 0.07 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -0.82 13.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.05 -0.05 0.0 0.05 -0.05 -0.05 -0.05 -23.71 26.0 -25 -23 caleb_strategy_v3 LIVECOW False False 0.02 0.00 -0.05 0.0 0.41 -0.41 0.00 0.00 -1.87 17.0 0 0 caleb_strategy_v3 CHF False False 0.05 -0.21 -0.04 0.0 0.67 -0.67 -0.21 -0.21 -0.74 13.0 -4 -4 caleb_strategy_v3 COTTON2 False False 0.01 -0.06 -0.04 0.0 0.15 -0.15 -0.06 -0.06 -3.21 11.0 -4 -4 caleb_strategy_v3 FEEDCOW False False 0.04 -0.04 -0.03 0.0 0.32 -0.32 -0.04 -0.04 -0.81 8.0 -1 -1 caleb_strategy_v3 GOLD_micro False False 0.01 -0.11 -0.03 0.0 0.40 -0.40 -0.11 -0.09 -4.09 56.0 -15 -12 caleb_strategy_v3 REDWHEAT False False 0.01 -0.03 -0.02 0.0 0.09 -0.09 -0.03 -0.03 -1.53 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 -3.32 2.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.02 0.0 0.14 -0.14 -0.01 -0.01 -1.99 18.0 -1 -1 caleb_strategy_v3 US5 False False 0.04 0.00 -0.02 0.0 0.95 -0.95 0.00 0.00 -0.57 25.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.57 24.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.05 -0.02 0.0 0.11 -0.11 -0.05 -0.05 -1.58 9.0 -4 -4 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 -0.01 0.0 0.00 -0.00 0.00 0.00 -0.37 0.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.04 -0.01 0.0 0.15 -0.15 -0.04 -0.04 -0.68 7.0 -2 -2 caleb_strategy_v3 SOYMEAL False False 0.01 -0.03 -0.01 0.0 0.12 -0.12 -0.03 -0.03 -0.92 9.0 -2 -2 caleb_strategy_v3 SOYOIL False False 0.01 -0.03 -0.01 0.0 0.10 -0.10 -0.03 -0.03 -0.89 10.0 -3 -3 caleb_strategy_v3 HEATOIL False False 0.04 -0.04 -0.01 0.0 0.11 -0.11 -0.04 -0.04 -0.14 3.0 -1 -1 caleb_strategy_v3 OJ False False 0.02 0.00 0.00 0.0 0.05 -0.05 0.00 0.00 0.08 3.0 0 0 caleb_strategy_v3 SP400 False False 0.10 0.10 0.00 0.0 0.20 -0.20 0.10 0.10 0.05 2.0 1 1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.00 0.0 0.02 -0.02 0.00 0.00 -0.46 3.0 0 0 caleb_strategy_v3 JPY False False 0.03 0.03 0.00 0.0 0.53 -0.53 0.03 0.03 0.04 17.0 1 1 caleb_strategy_v3 US10 False False 0.04 -0.35 -0.00 0.0 0.67 -0.67 -0.35 -0.35 -0.10 17.0 -9 -9 caleb_strategy_v3 LEANHOG False False 0.01 0.00 0.00 0.0 0.14 -0.14 0.00 0.00 0.28 13.0 0 0 caleb_strategy_v3 GASOLINE False False 0.03 0.00 -0.00 0.0 0.14 -0.14 0.00 0.00 -0.04 4.0 0 0 caleb_strategy_v3 EUR False False 0.05 0.00 0.00 0.0 0.68 -0.68 0.00 0.00 0.04 14.0 0 0 caleb_strategy_v3 COFFEE False False 0.03 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.06 6.0 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 ROBUSTA False False 0.01 0.03 0.01 0.0 0.23 -0.23 0.03 0.03 1.09 23.0 3 3 caleb_strategy_v3 PALLAD False False 0.04 0.00 0.01 0.0 0.08 -0.08 0.00 0.00 0.27 2.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 0.00 0.01 0.0 0.25 -0.25 0.00 0.00 2.11 68.0 0 0 caleb_strategy_v3 US30 False False 0.05 0.23 0.01 0.0 0.28 -0.28 0.23 0.23 0.13 6.0 5 5 caleb_strategy_v3 RICE False False 0.01 0.00 0.01 0.0 0.05 -0.05 0.00 0.00 1.19 4.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.01 0.0 0.11 -0.11 0.00 0.00 0.52 4.0 0 0 caleb_strategy_v3 BUXL False False 0.06 0.11 0.01 0.0 0.22 -0.22 0.11 0.11 0.21 4.0 2 2 caleb_strategy_v3 US10U False False 0.04 0.00 0.01 0.0 0.53 -0.53 0.00 0.00 0.26 13.0 0 0 caleb_strategy_v3 BOBL False False 0.05 0.00 0.02 0.0 0.87 -0.87 0.00 0.00 0.35 19.0 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 2.32 48.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.08 0.02 0.0 0.27 -0.27 0.08 0.07 1.88 23.0 7 6 caleb_strategy_v3 GBP False False 0.03 0.03 0.02 0.0 0.61 -0.61 0.03 0.03 0.61 22.0 1 1 caleb_strategy_v3 BUND False False 0.05 0.00 0.03 0.0 0.53 -0.53 0.00 0.00 0.59 10.0 0 0 caleb_strategy_v3 AUD False False 0.02 0.07 0.03 0.0 0.45 -0.45 0.07 0.07 1.24 19.0 3 3 caleb_strategy_v3 COPPER False False 0.03 0.14 0.03 0.0 0.20 -0.20 0.14 0.14 0.75 6.0 4 4 caleb_strategy_v3 PLAT False False 0.02 0.02 0.03 0.0 0.17 -0.17 0.02 0.02 1.78 10.0 1 1 caleb_strategy_v3 DOW False False 0.01 0.01 0.04 0.0 0.44 -0.44 0.01 0.01 5.75 66.0 2 1 caleb_strategy_v3 CAD False False 0.03 0.05 0.04 0.0 0.77 -0.77 0.05 0.05 1.70 29.0 2 2 caleb_strategy_v3 BITCOIN False False 0.00 0.07 0.05 0.0 0.09 -0.09 0.07 0.07 36.86 59.0 49 49 caleb_strategy_v3 NZD False False 0.02 0.07 0.05 0.0 0.46 -0.46 0.07 0.07 2.42 21.0 3 3 caleb_strategy_v3 CRUDE_W False False 0.03 0.05 0.06 0.0 0.13 -0.13 0.05 0.05 2.35 5.0 2 2 caleb_strategy_v3 COCOA False False 0.01 0.09 0.06 0.0 0.39 -0.39 0.09 0.09 3.74 26.0 6 6 caleb_strategy_v3 NIKKEI False False 0.01 0.06 0.08 0.0 0.30 -0.30 0.06 0.06 9.19 36.0 7 7 caleb_strategy_v3 SMI False False 0.05 0.41 0.08 0.0 0.41 -0.41 0.41 0.41 1.74 9.0 9 9 caleb_strategy_v3 CAC False True 0.03 0.00 0.09 0.0 0.00 0.00 0.00 0.00 3.05 12.0 0 0 caleb_strategy_v3 BTP False False 0.05 0.14 0.11 0.0 0.46 -0.46 0.14 0.14 2.30 10.0 3 3 caleb_strategy_v3 EUROSTX False False 0.02 0.28 0.12 0.0 0.35 -0.35 0.28 0.28 6.70 20.0 16 16 caleb_strategy_v3 SOFR False True 0.08 0.00 0.13 0.0 0.00 0.00 0.00 0.00 1.56 11.0 0 0 caleb_strategy_v3 OAT False False 0.05 0.00 0.15 0.0 0.51 -0.51 0.00 0.00 3.01 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 23.76 58.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.39 0.37 0.0 0.61 -0.61 0.39 0.40 36.30 60.0 38 39 caleb_strategy_v3 JGB-SGX-mini False False 0.04 0.32 0.52 0.0 0.57 -0.57 0.32 0.32 14.40 16.0 9 9 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.57 1.33 0.0 0.94 -0.94 0.57 0.28 14.10 10.0 6 3 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 22.6 Shocked risk 62.2 Sum abs risk 50.2 Leverage 4.72 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2869411.6, 'annual_cash_vol_target': 717352.9, 'daily_cash_vol_target': 44834.55625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0046 0.6842 0.6732 10.7706 BITCOIN 1114.5574 42735.0000 2.6081 41.7291 BOBL 0.2635 119.5100 0.2205 3.5283 BTP 0.6232 120.6500 0.5166 8.2648 BUND 0.5441 137.9000 0.3946 6.3134 BUXL 1.3839 143.4600 0.9646 15.4341 CAC 45.4603 7588.0000 0.5991 9.5857 CAD 0.0030 0.7584 0.4013 6.4210 CANOLA 7.8451 655.3000 1.1972 19.1548 CHF 0.0049 1.1824 0.4109 6.5745 COCOA 40.6173 4253.0000 0.9550 15.2804 COFFEE 4.3375 192.3500 2.2550 36.0800 COPPER 0.0423 3.9090 1.0826 17.3214 CORN 4.2934 509.7500 0.8423 13.4761 COTTON2 1.0323 80.0500 1.2895 20.6327 CRUDE_W 1.1453 73.1400 1.5658 25.0534 DAX 101.0304 16891.0000 0.5981 9.5701 DOW 218.4149 37908.0000 0.5762 9.2187 DX 0.4682 101.1050 0.4631 7.4097 EUR 0.0057 1.1084 0.5112 8.1788 EURIBOR-ICE 0.0513 98.1050 0.0523 0.8364 EUROSTX 30.1764 4557.0000 0.6622 10.5952 FEEDCOW 2.4825 230.3500 1.0777 17.2434 GASOIL 13.2084 765.2500 1.7260 27.6163 GASOLINE 0.0418 2.3903 1.7505 28.0074 GAS_US_mini 0.0929 2.2750 4.0837 65.3391 GBP 0.0072 1.2729 0.5668 9.0687 GOLD_micro 16.4643 2074.0000 0.7938 12.7015 HEATOIL 0.0442 2.5575 1.7266 27.6262 JGB-SGX-mini 0.3460 146.4900 0.2362 3.7794 JPY 0.0001 0.0071 0.7144 11.4311 LEANHOG 1.2215 76.1250 1.6046 25.6743 LIVECOW 1.6623 173.5500 0.9578 15.3254 LUMBER-new 7.2490 578.5000 1.2531 20.0490 MILK 0.1816 16.3500 1.1106 17.7689 MXP 0.0004 0.0582 0.6855 10.9687 NASDAQ_micro 122.3276 17079.5000 0.7162 11.4596 NIKKEI 279.3664 33460.0000 0.8349 13.3588 NZD 0.0039 0.6333 0.6213 9.9409 OAT 0.5566 132.4500 0.4202 6.7238 OATIES 7.7898 366.2500 2.1269 34.0306 OJ 6.4575 320.2500 2.0164 32.2620 PALLAD 31.8831 1188.0000 2.6838 42.9402 PLAT 14.3479 998.6000 1.4368 22.9888 REDWHEAT 11.7693 646.7500 1.8198 29.1160 RICE 0.1514 17.8450 0.8484 13.5742 ROBUSTA 50.1554 2837.0000 1.7679 28.2864 RUSSELL 23.6630 2085.1000 1.1349 18.1578 SHATZ 0.0924 106.5350 0.0867 1.3872 SILVER-mini 0.3784 24.8250 1.5243 24.3880 SMI 61.8399 11105.0000 0.5569 8.9098 SOFR 0.0752 96.8150 0.0777 1.2433 SOYBEAN 10.6254 1264.7500 0.8401 13.4419 SOYMEAL 5.1664 392.2000 1.3173 21.0764 SOYOIL 0.7650 49.0300 1.5603 24.9641 SP400 26.9193 2843.3000 0.9468 15.1482 SP500_micro 29.6768 4826.2500 0.6149 9.8385 SUGAR11 0.4132 20.1700 2.0484 32.7748 US10 0.4827 112.6719 0.4284 6.8544 US10U 0.6515 117.7344 0.5534 8.8541 US2 0.1436 102.8789 0.1396 2.2334 US20 0.9708 124.1250 0.7821 12.5133 US30 1.4364 132.8438 1.0813 17.3009 US5 0.3232 108.5703 0.2977 4.7632 VIX 0.4789 16.9000 2.8335 45.3360 WHEAT 9.3251 676.2500 1.3789 22.0631 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 684.20 0.67 460.58 1.00 460.58 44834.56 97.34 4.93 47.94 BITCOIN 42.74 2.61 111.46 1.00 111.46 44834.56 402.26 8.46 340.40 BOBL 1195.10 0.22 263.54 1.10 288.46 44834.56 155.43 2.23 34.67 BTP 1206.50 0.52 623.22 1.10 682.14 44834.56 65.73 10.24 67.29 BUND 1379.00 0.39 544.14 1.10 595.59 44834.56 75.28 7.68 57.81 BUXL 1434.60 0.96 1383.86 1.10 1514.70 44834.56 29.60 6.85 20.27 CAC 758.80 0.60 454.60 1.10 497.59 44834.56 90.10 9.91 89.29 CAD 758.45 0.40 304.38 1.00 304.38 44834.56 147.30 4.44 65.46 CANOLA 131.06 1.20 156.90 0.75 117.49 44834.56 381.62 -20.00 -763.24 CHF 1477.94 0.41 607.29 1.00 607.29 44834.56 73.83 -3.89 -28.68 COCOA 425.30 0.96 406.17 1.00 406.17 44834.56 110.38 15.83 174.69 COFFEE 721.31 2.26 1626.56 1.00 1626.56 44834.56 27.56 1.96 5.40 COPPER 977.25 1.08 1057.96 1.00 1057.96 44834.56 42.38 1.63 6.90 CORN 254.88 0.84 214.67 1.00 214.67 44834.56 208.85 -17.40 -363.42 COTTON2 400.25 1.29 516.14 1.00 516.14 44834.56 86.87 -17.27 -150.02 CRUDE_W 731.40 1.57 1145.26 1.00 1145.26 44834.56 39.15 5.54 21.67 DAX 168.91 0.60 101.03 1.10 110.58 44834.56 405.44 17.18 696.67 DOW 189.54 0.58 109.21 1.00 109.21 44834.56 410.54 6.03 247.49 DX 1011.05 0.46 468.22 1.00 468.22 44834.56 95.75 -7.70 -73.75 EUR 1385.44 0.51 708.20 1.00 708.20 44834.56 63.31 0.25 1.56 EURIBOR-ICE 2452.62 0.05 128.22 1.10 140.34 44834.56 319.47 12.94 413.39 EUROSTX 455.70 0.66 301.76 1.10 330.30 44834.56 135.74 14.46 196.32 FEEDCOW 1151.75 1.08 1241.26 1.00 1241.26 44834.56 36.12 -6.73 -24.32 GASOIL 765.25 1.73 1320.84 1.00 1320.84 44834.56 33.94 3.53 11.99 GASOLINE 1003.93 1.75 1757.34 1.00 1757.34 44834.56 25.51 -0.33 -0.84 GAS_US_mini 56.88 4.08 232.26 1.00 232.26 44834.56 193.04 -11.34 -218.96 GBP 795.56 0.57 450.92 1.00 450.92 44834.56 99.43 2.38 23.69 GOLD_micro 207.40 0.79 164.64 1.00 164.64 44834.56 272.31 -4.40 -119.91 HEATOIL 1074.15 1.73 1854.67 1.00 1854.67 44834.56 24.17 -1.32 -3.19 JGB-SGX-mini 146490.00 0.24 34603.02 0.01 243.18 44834.56 184.37 7.21 132.98 JPY 889.38 0.71 635.41 1.00 635.41 44834.56 70.56 0.20 1.40 LEANHOG 304.50 1.60 488.61 1.00 488.61 44834.56 91.76 0.50 4.61 LIVECOW 694.20 0.96 664.93 1.00 664.93 44834.56 67.43 -8.38 -56.52 LUMBER-new 159.09 1.25 199.35 1.00 199.35 44834.56 224.91 -0.97 -21.72 MILK 327.00 1.11 363.15 1.00 363.15 44834.56 123.46 -20.00 -246.92 MXP 291.15 0.69 199.60 1.00 199.60 44834.56 224.63 11.01 247.35 NASDAQ_micro 341.59 0.72 244.66 1.00 244.66 44834.56 183.26 4.41 80.76 NIKKEI 33460.00 0.83 27936.64 0.01 196.33 44834.56 228.37 3.72 84.87 NZD 633.30 0.62 393.47 1.00 393.47 44834.56 113.95 8.19 93.30 OAT 1324.50 0.42 556.60 1.10 609.23 44834.56 73.59 11.98 88.19 OATIES 183.12 2.13 389.49 1.00 389.49 44834.56 115.11 -11.87 -136.66 OJ 480.38 2.02 968.62 1.00 968.62 44834.56 46.29 0.82 3.81 PALLAD 1188.00 2.68 3188.31 1.00 3188.31 44834.56 14.06 5.58 7.84 PLAT 499.30 1.44 717.39 1.00 717.39 44834.56 62.50 8.36 52.24 REDWHEAT 323.38 1.82 588.46 1.00 588.46 44834.56 76.19 -15.12 -115.21 RICE 356.90 0.85 302.79 1.00 302.79 44834.56 148.07 3.31 48.97 ROBUSTA 283.70 1.77 501.55 1.00 501.55 44834.56 89.39 10.46 93.50 RUSSELL 104.26 1.13 118.31 1.00 118.31 44834.56 378.94 1.68 63.70 SHATZ 1065.35 0.09 92.36 1.10 101.10 44834.56 443.48 -1.27 -56.24 SILVER-mini 620.62 1.52 945.99 1.00 945.99 44834.56 47.39 -2.27 -10.78 SMI 1110.50 0.56 618.40 1.17 717.03 44834.56 62.53 8.14 50.87 SOFR 2420.38 0.08 188.07 1.00 188.07 44834.56 238.39 1.08 25.66 SOYBEAN 632.38 0.84 531.27 1.00 531.27 44834.56 84.39 -8.66 -73.11 SOYMEAL 392.20 1.32 516.64 1.00 516.64 44834.56 86.78 -11.35 -98.51 SOYOIL 294.18 1.56 459.00 1.00 459.00 44834.56 97.68 -9.78 -95.49 SP400 2843.30 0.95 2691.93 1.00 2691.93 44834.56 16.66 0.86 1.43 SP500_micro 241.31 0.61 148.38 1.00 148.38 44834.56 302.15 3.31 100.03 SUGAR11 225.90 2.05 462.75 1.00 462.75 44834.56 96.89 -9.65 -93.53 US10 1126.72 0.43 482.68 1.00 482.68 44834.56 92.89 -0.89 -8.27 US10U 1177.34 0.55 651.52 1.00 651.52 44834.56 68.82 2.95 20.28 US2 2057.58 0.14 287.22 1.00 287.22 44834.56 156.10 -4.15 -64.85 US20 1241.25 0.78 970.76 1.00 970.76 44834.56 46.19 3.89 17.99 US30 1328.44 1.08 1436.45 1.00 1436.45 44834.56 31.21 3.22 10.04 US5 1085.70 0.30 323.21 1.00 323.21 44834.56 138.72 -3.25 -45.14 VIX 169.00 2.83 478.86 1.00 478.86 44834.56 93.63 -19.57 -183.20 WHEAT 338.12 1.38 466.25 1.00 466.25 44834.56 96.16 -12.42 -119.39 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 47.945 0.010 2.5 1.244 BITCOIN 340.399 0.043 2.5 36.862 BOBL 34.665 0.004 2.5 0.352 BTP 67.292 0.014 2.5 2.295 BUND 57.809 0.004 2.5 0.586 BUXL 20.274 0.004 2.5 0.206 CAC 89.291 0.014 2.5 3.046 CAD 65.456 0.010 2.5 1.698 CANOLA -763.238 0.010 2.5 -18.569 CHF -28.683 0.010 2.5 -0.744 COCOA 174.687 0.009 2.5 3.741 COFFEE 5.397 0.005 2.5 0.063 COPPER 6.899 0.043 2.5 0.747 CORN -363.421 0.010 2.5 -8.842 COTTON2 -150.019 0.009 2.5 -3.213 CRUDE_W 21.673 0.043 2.5 2.347 DAX 696.665 0.014 2.5 23.763 DOW 247.493 0.009 2.5 5.752 DX -73.751 0.010 2.5 -1.914 EUR 1.562 0.010 2.5 0.041 EURIBOR-ICE 413.389 0.014 2.5 14.100 EUROSTX 196.318 0.014 2.5 6.696 FEEDCOW -24.319 0.013 2.5 -0.806 GASOIL 11.985 0.017 2.5 0.520 GASOLINE -0.843 0.017 2.5 -0.037 GAS_US_mini -218.962 0.043 2.5 -23.711 GBP 23.689 0.010 2.5 0.615 GOLD_micro -119.906 0.014 2.5 -4.090 HEATOIL -3.188 0.017 2.5 -0.138 JGB-SGX-mini 132.984 0.043 2.5 14.401 JPY 1.403 0.010 2.5 0.036 LEANHOG 4.612 0.024 2.5 0.280 LIVECOW -56.517 0.013 2.5 -1.873 LUMBER-new -21.721 0.009 2.5 -0.464 MILK -246.918 0.009 2.5 -5.288 MXP 247.347 0.059 2.5 36.304 NASDAQ_micro 80.764 0.009 2.5 1.877 NIKKEI 84.871 0.043 2.5 9.191 NZD 93.297 0.010 2.5 2.421 OAT 88.192 0.014 2.5 3.008 OATIES -136.665 0.010 2.5 -3.325 OJ 3.806 0.009 2.5 0.082 PALLAD 7.844 0.014 2.5 0.268 PLAT 52.245 0.014 2.5 1.782 REDWHEAT -115.205 0.005 2.5 -1.528 RICE 48.968 0.010 2.5 1.191 ROBUSTA 93.502 0.005 2.5 1.092 RUSSELL 63.698 0.013 2.5 2.111 SHATZ -56.243 0.004 2.5 -0.570 SILVER-mini -10.778 0.014 2.5 -0.368 SMI 50.868 0.014 2.5 1.735 SOFR 25.659 0.024 2.5 1.559 SOYBEAN -73.109 0.004 2.5 -0.680 SOYMEAL -98.508 0.004 2.5 -0.916 SOYOIL -95.485 0.004 2.5 -0.889 SP400 1.428 0.013 2.5 0.047 SP500_micro 100.028 0.009 2.5 2.325 SUGAR11 -93.532 0.009 2.5 -1.989 US10 -8.269 0.005 2.5 -0.105 US10U 20.280 0.005 2.5 0.257 US2 -64.846 0.005 2.5 -0.822 US20 17.986 0.005 2.5 0.228 US30 10.037 0.005 2.5 0.127 US5 -45.139 0.005 2.5 -0.572 VIX -183.198 0.099 2.5 -45.222 WHEAT -119.385 0.005 2.5 -1.584 ===================== Position diags ===================== AUD 2.53 BITCOIN 43.56 BOBL 1.58 BTP 2.24 BUND 0.76 BUXL 0.30 CAC 3.07 CAD 3.82 CANOLA 9.28 CHF 1.92 COCOA 2.36 COFFEE 0.32 COPPER 4.59 CORN 5.08 COTTON2 1.86 CRUDE_W 4.24 DAX 13.83 DOW 9.54 DX 2.48 EUR 1.64 EURIBOR-ICE 10.90 EUROSTX 4.63 FEEDCOW 1.20 GASOIL 1.47 GASOLINE 1.11 GAS_US_mini 20.90 GBP 2.58 GOLD_micro 9.29 HEATOIL 1.05 JGB-SGX-mini 19.97 JPY 1.83 LEANHOG 5.58 LIVECOW 2.23 LUMBER-new 4.80 MILK 2.64 MXP 32.97 NASDAQ_micro 4.26 NIKKEI 24.73 NZD 2.96 OAT 2.51 OATIES 2.80 OJ 0.99 PALLAD 0.48 PLAT 2.13 REDWHEAT 1.01 RICE 3.60 ROBUSTA 1.04 RUSSELL 12.56 SHATZ 4.50 SILVER-mini 1.62 SMI 2.13 SOFR 14.49 SOYBEAN 0.78 SOYMEAL 0.81 SOYOIL 0.91 SP400 0.55 SP500_micro 7.02 SUGAR11 2.06 US10 1.18 US10U 0.87 US2 1.98 US20 0.59 US30 0.40 US5 1.76 VIX 23.11 WHEAT 1.28 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 1.2 1.0 1.5 3.0 3 BITCOIN 36.9 32.5 41.2 49.0 49 BOBL 0.4 0.2 0.5 0.0 0 BTP 2.3 2.1 2.5 3.0 3 BUND 0.6 0.5 0.7 0.0 0 BUXL 0.2 0.2 0.2 2.0 2 CAC 3.0 2.7 3.4 0.0 0 CAD 1.7 1.3 2.1 2.0 2 CANOLA -18.6 -19.5 -17.6 -6.0 -6 CHF -0.7 -0.9 -0.6 -4.0 -4 COCOA 3.7 3.5 4.0 6.0 6 COFFEE 0.1 0.0 0.1 0.0 0 COPPER 0.7 0.3 1.2 4.0 4 CORN -8.8 -9.3 -8.3 -6.0 -6 COTTON2 -3.2 -3.4 -3.0 -4.0 -4 CRUDE_W 2.3 1.9 2.8 2.0 2 DAX 23.8 22.4 25.1 0.0 0 DOW 5.8 4.8 6.7 2.0 2 DX -1.9 -2.2 -1.7 NaN 0 EUR 0.0 -0.1 0.2 0.0 0 EURIBOR-ICE 14.1 13.0 15.2 6.0 6 EUROSTX 6.7 6.2 7.2 16.0 16 FEEDCOW -0.8 -0.9 -0.7 -1.0 -1 GASOIL 0.5 0.4 0.7 0.0 0 GASOLINE -0.0 -0.1 0.1 0.0 0 GAS_US_mini -23.7 -25.8 -21.6 -25.0 -25 GBP 0.6 0.4 0.9 1.0 1 GOLD_micro -4.1 -5.0 -3.2 -15.0 -15 HEATOIL -0.1 -0.2 -0.0 -1.0 -1 JGB-SGX-mini 14.4 12.4 16.4 9.0 9 JPY 0.0 -0.1 0.2 1.0 1 LEANHOG 0.3 -0.3 0.8 0.0 0 LIVECOW -1.9 -2.1 -1.6 0.0 0 LUMBER-new -0.5 -0.9 0.0 NaN 0 MILK -5.3 -5.6 -5.0 NaN 0 MXP 36.3 33.0 39.6 38.0 38 NASDAQ_micro 1.9 1.5 2.3 7.0 7 NIKKEI 9.2 6.7 11.7 7.0 7 NZD 2.4 2.1 2.7 3.0 3 OAT 3.0 2.8 3.3 0.0 0 OATIES -3.3 -3.6 -3.0 NaN 0 OJ 0.1 -0.0 0.2 NaN 0 PALLAD 0.3 0.2 0.3 0.0 0 PLAT 1.8 1.6 2.0 1.0 1 REDWHEAT -1.5 -1.6 -1.4 -3.0 -3 RICE 1.2 0.8 1.6 NaN 0 ROBUSTA 1.1 1.0 1.2 3.0 3 RUSSELL 2.1 0.9 3.4 0.0 0 SHATZ -0.6 -1.0 -0.1 NaN 0 SILVER-mini -0.4 -0.5 -0.2 NaN 0 SMI 1.7 1.5 1.9 9.0 9 SOFR 1.6 0.1 3.0 NaN 0 SOYBEAN -0.7 -0.8 -0.6 -2.0 -2 SOYMEAL -0.9 -1.0 -0.8 -2.0 -2 SOYOIL -0.9 -1.0 -0.8 -3.0 -3 SP400 0.0 -0.0 0.1 1.0 1 SP500_micro 2.3 1.6 3.0 0.0 0 SUGAR11 -2.0 -2.2 -1.8 -1.0 -1 US10 -0.1 -0.2 0.0 -9.0 -9 US10U 0.3 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 5.0 5 US5 -0.6 -0.7 -0.4 0.0 0 VIX -45.2 -47.5 -42.9 -16.0 -16 WHEAT -1.6 -1.7 -1.5 -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 0.4 0.0 0.0 0.1 0.0 0.0 0.1 0.1 -0.0 0.2 -0.3 0.2 0.1 -0.0 -0.1 -0.1 -0.1 0.1 0.0 0.2 -0.1 0.2 0.4 0.0 0.1 0.0 0.1 -0.0 0.1 -0.1 0.2 0.1 0.1 0.1 -0.5 -0.4 -0.2 0.2 BITCOIN 0.1 0.4 0.6 0.0 0.0 0.0 0.1 0.0 0.1 -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 -0.2 0.6 0.6 0.6 -0.2 0.5 0.1 0.7 BOBL 0.6 0.6 0.6 0.0 0.0 0.0 0.0 -0.0 0.0 0.1 0.1 0.1 -0.1 0.1 0.1 -0.4 -0.1 -0.3 -0.2 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 0.1 0.3 0.1 0.2 -0.6 -0.7 -0.2 -0.6 BTP 0.6 0.6 0.3 0.0 0.0 0.0 0.0 -0.1 0.1 0.1 0.2 0.2 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 0.0 0.1 0.1 0.0 0.1 0.7 0.3 0.4 0.4 0.3 -0.5 -0.7 0.2 0.2 BUND 0.6 0.6 0.6 0.0 0.0 0.0 0.0 -0.0 0.0 0.1 0.1 0.1 -0.2 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 0.4 0.2 0.2 -0.7 -0.7 -0.3 -0.2 BUXL 0.6 0.6 0.6 0.0 0.0 0.0 0.0 -0.0 0.0 0.1 0.1 0.1 -0.3 0.1 0.1 0.0 0.0 0.0 0.0 0.2 0.1 0.2 -0.2 0.2 0.1 0.0 0.0 0.0 0.0 -0.0 0.1 0.2 0.1 0.5 0.4 0.2 -0.7 -0.7 -0.3 0.4 CAC 0.6 0.6 -0.1 0.1 0.0 0.1 0.1 0.0 0.1 0.0 0.3 0.2 0.7 0.2 0.2 -0.2 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.3 0.2 -1.1 0.1 0.0 0.1 0.1 0.1 0.1 0.1 -0.4 0.2 -0.1 0.0 0.3 0.2 0.6 0.4 CAD 0.6 0.6 0.0 0.1 0.0 0.1 0.1 0.1 0.1 0.2 -0.1 0.2 -0.4 0.2 0.2 -0.0 -0.0 -0.0 -0.0 0.2 0.0 0.2 -0.2 0.2 0.3 0.1 0.1 0.0 0.1 -0.1 0.1 0.0 0.5 0.6 -0.1 -0.2 -0.6 -0.6 -0.0 -0.5 CANOLA -0.5 -0.2 -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 -0.2 -0.5 -0.5 -0.6 -0.5 -0.4 -0.2 0.0 CHF 0.4 0.6 -0.0 0.1 0.0 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 0.1 0.1 0.0 0.1 -1.1 0.3 0.5 0.1 -0.3 -0.7 -0.7 -0.7 -0.7 COCOA 0.0 0.5 0.6 -0.0 -0.0 -0.2 -0.0 -0.3 -0.0 0.1 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 0.4 0.1 0.3 0.5 0.6 0.6 0.6 0.6 -0.0 0.7 0.6 COFFEE 0.2 0.5 0.6 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.0 0.1 0.1 -0.2 0.1 0.1 0.2 0.1 0.2 0.1 0.1 0.1 0.1 0.0 0.2 -2.3 0.0 0.0 0.1 0.0 0.0 0.0 0.6 0.4 0.6 0.6 0.6 -0.7 -0.7 -0.7 -0.4 COPPER 0.1 0.6 0.1 0.0 0.0 0.0 0.1 0.0 0.0 0.1 -0.1 0.2 -0.1 0.2 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.1 -0.1 0.1 -1.0 0.0 0.0 0.0 0.1 -0.0 0.1 0.1 -0.0 0.3 0.5 0.1 -0.2 -0.4 0.2 -0.3 CORN -0.0 0.1 -0.2 -0.0 -0.0 -0.2 -0.0 -0.3 -0.0 0.1 -0.5 -0.1 -0.7 -0.1 -0.2 -0.2 -0.0 -0.2 -0.1 -0.1 -0.2 -0.0 -0.5 -0.1 -2.7 -0.1 -0.1 -0.2 -0.1 -0.4 -0.1 -0.2 -0.4 0.0 -0.2 0.3 -0.2 -0.3 0.2 0.1 COTTON2 0.3 -0.3 -0.4 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.0 -0.3 -0.1 -0.3 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.1 -2.7 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.3 0.1 -0.6 -0.3 -0.6 -0.5 -0.1 0.1 CRUDE_W -0.1 -0.5 -0.3 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 0.1 0.2 0.1 0.3 -0.1 -0.1 0.1 0.2 0.2 0.2 -0.1 0.0 0.1 0.2 -0.0 -0.6 -0.0 -0.0 0.1 0.0 0.2 -0.0 -0.8 -0.0 0.2 0.3 0.5 0.7 0.4 0.7 0.5 DAX 0.6 0.6 0.0 0.1 0.0 0.1 0.1 0.0 0.1 -0.1 0.3 0.2 0.6 0.2 0.2 -0.3 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.3 0.2 2.6 0.1 -0.0 0.1 0.0 0.1 0.1 -0.4 -0.5 0.3 0.5 0.2 0.2 0.2 0.5 0.5 DOW 0.6 0.6 0.2 0.1 0.0 0.1 0.0 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 0.3 0.2 -1.6 0.1 0.0 0.1 0.1 0.1 0.1 -0.4 0.3 0.6 0.6 0.3 -0.3 -0.1 -0.4 -0.2 DX -0.2 -0.6 -0.2 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 0.0 -0.1 -2.7 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.8 -0.5 -0.6 -0.6 -0.2 0.4 0.2 0.6 0.4 EUR 0.0 0.6 0.1 0.0 0.0 0.1 0.0 0.0 0.1 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 1.3 0.0 0.0 0.0 0.1 -0.0 0.0 -0.4 0.0 -0.4 -0.1 -0.2 -0.6 -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 0.2 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 0.2 0.5 0.3 0.5 -0.7 -0.7 0.2 0.7 EUROSTX 0.6 0.6 0.1 0.1 0.0 0.1 0.1 0.0 0.1 -0.2 0.3 0.2 0.7 0.2 0.2 0.1 -0.0 -0.0 -0.0 0.2 0.2 0.1 0.4 0.2 0.5 0.1 -0.0 0.1 0.0 0.1 0.1 0.3 -0.5 -0.0 0.1 0.3 0.1 0.2 0.3 0.5 FEEDCOW 0.4 -0.6 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.2 0.1 -0.0 -0.0 -0.1 -0.2 -0.4 -0.2 -0.3 -0.1 -0.1 0.0 -0.1 -0.0 -0.2 -0.0 0.0 -0.1 0.0 0.0 -0.0 -1.1 0.2 0.2 -0.5 -0.4 0.4 0.1 0.7 0.3 GASOIL -0.1 -0.6 -0.4 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 0.1 0.1 0.0 0.2 -0.1 -0.1 0.2 0.4 0.3 0.4 -0.1 0.0 0.0 0.2 -0.0 1.1 -0.0 0.0 0.0 0.0 0.1 -0.0 0.2 0.3 0.1 0.1 0.2 -0.3 -0.1 -0.6 -0.2 GASOLINE 0.1 -0.3 -0.6 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 0.1 0.0 0.1 0.2 0.0 -0.1 -0.4 0.4 -0.1 0.2 -0.1 -0.0 0.1 0.1 0.0 -2.7 -0.0 -0.0 -0.0 0.0 0.2 0.0 0.1 0.1 0.3 0.5 -0.1 0.7 0.4 0.7 0.3 GAS_US_mini -0.3 -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 0.3 -0.4 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.2 2.2 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.0 -0.3 -0.5 -0.3 -0.6 0.2 -0.7 0.0 GBP 0.1 0.6 -0.1 0.0 0.0 0.1 0.0 0.0 0.1 0.0 -0.0 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 -0.3 -0.4 -0.1 -0.3 -0.4 0.0 -0.3 0.5 GOLD_micro -0.1 0.4 0.2 0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.1 0.1 0.2 0.1 0.1 -0.2 -0.3 -0.3 -0.3 0.1 0.1 0.1 0.1 0.1 -0.7 0.0 0.0 0.1 0.0 0.1 0.0 -0.8 0.2 0.3 0.1 0.3 -0.6 -0.7 -0.5 -0.7 HEATOIL -0.1 -0.6 -0.5 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 0.1 0.1 0.0 0.2 -0.1 -0.1 0.4 0.4 0.4 0.4 -0.1 -0.0 0.0 0.2 -0.1 -2.6 -0.0 0.0 0.0 0.0 0.2 -0.0 0.4 0.1 0.1 0.2 -0.0 0.5 -0.0 0.3 -0.2 JGB-SGX-mini 0.2 0.6 -0.0 0.0 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.1 0.1 0.1 0.1 0.1 0.4 0.3 0.3 0.1 0.0 0.0 0.0 0.1 -0.3 0.0 0.0 0.0 0.0 -0.0 0.0 1.1 -0.1 -0.2 -0.1 -0.0 0.1 -0.7 0.4 0.6 JPY 0.6 0.6 0.6 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 0.1 -0.0 0.1 -0.3 0.1 2.7 0.0 0.0 -0.0 0.0 -0.1 0.0 -1.1 -0.1 0.2 -0.2 -0.2 -0.3 -0.7 -0.1 -0.7 LEANHOG 0.0 -0.2 -0.2 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.0 -0.1 0.0 -0.3 -0.1 -0.1 -0.4 0.1 -0.4 -0.0 -0.1 -0.1 -0.0 -0.3 -0.1 1.9 -0.0 0.0 -0.1 0.0 -0.3 -0.0 0.6 0.3 0.4 -0.0 0.0 -0.4 -0.2 0.3 0.4 LIVECOW 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 -0.1 -0.2 -0.1 -0.2 -0.1 0.0 -0.0 -0.1 0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 -0.3 0.0 -0.1 -0.6 -0.4 0.1 -0.3 0.3 -0.1 LUMBER-new 0.4 0.7 0.3 -0.1 -0.0 -0.2 -0.0 -0.3 -0.0 0.1 -0.2 0.3 -0.8 0.3 0.2 -0.2 -0.3 -0.3 -0.3 0.3 0.1 0.2 -0.3 0.3 NaN 0.1 0.2 0.1 0.2 -0.0 0.1 -1.2 0.6 0.8 0.7 0.7 -0.7 -0.8 -0.4 -0.7 MILK -0.4 -0.6 -0.5 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.1 -0.4 -0.2 -0.6 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.2 -0.5 -0.2 1.3 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -1.1 -0.5 -0.6 -0.6 -0.6 -0.7 -0.7 -0.7 -0.7 MXP 0.2 0.5 -0.3 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.4 0.2 0.6 0.2 0.2 0.3 0.3 0.3 0.3 0.2 0.1 0.2 0.5 0.2 -2.7 0.1 0.1 0.1 0.1 0.2 0.1 1.1 -0.2 -0.4 -0.0 -0.2 0.4 0.5 0.7 0.7 NASDAQ_micro 0.6 0.6 0.2 0.0 0.0 0.0 0.0 0.0 0.0 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 0.0 0.1 0.1 0.1 0.1 -0.3 0.2 0.0 0.2 0.3 0.4 -0.2 0.4 -0.3 NIKKEI -0.2 0.3 -0.2 0.1 0.0 0.1 0.0 0.0 0.1 0.1 0.4 0.1 0.6 0.1 0.2 0.3 0.2 0.2 0.2 0.1 0.1 0.1 0.5 0.1 -1.7 0.0 0.1 0.2 0.1 0.3 0.0 1.1 -0.1 -0.6 -0.6 -0.1 -0.3 -0.0 -0.3 0.1 NZD 0.4 0.6 0.4 0.0 0.0 0.1 0.1 0.0 0.1 0.1 0.0 0.2 0.0 0.2 0.1 0.0 0.0 0.0 0.0 0.2 0.1 0.2 -0.1 0.2 0.1 0.1 0.0 0.1 0.1 -0.0 0.1 0.2 0.0 0.2 0.2 0.2 -0.2 -0.4 -0.1 0.2 OAT 0.6 0.6 0.6 0.0 0.0 0.0 0.0 -0.0 0.0 0.1 0.1 0.1 -0.1 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 0.3 0.3 -0.7 -0.7 -0.0 0.2 OATIES 0.1 -0.3 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -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 -0.7 0.1 -0.1 -0.5 -0.6 0.1 0.3 0.4 0.7 OJ -0.6 -0.5 -0.3 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.1 0.3 -0.2 0.5 -0.1 0.0 0.2 0.4 0.3 0.4 0.0 0.2 -0.2 0.5 -0.2 -2.7 0.0 -0.1 0.2 -0.1 0.4 -0.0 1.1 -0.5 -0.6 -0.3 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 0.0 -0.2 0.1 -0.3 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 0.1 -0.3 0.1 0.8 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.3 0.5 0.4 -0.2 -0.3 -0.1 -0.2 0.1 -0.0 PLAT 0.3 0.4 0.1 0.0 0.0 0.0 0.0 0.0 0.0 0.1 -0.2 0.1 -0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.0 0.1 -0.1 0.1 1.8 0.0 0.1 0.0 0.1 -0.0 0.1 0.2 0.1 0.4 0.1 0.1 -0.2 -0.3 0.5 -0.1 REDWHEAT 0.4 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 -1.4 -0.0 -0.0 -0.2 -0.0 -0.2 -0.0 -0.0 -0.3 0.3 -0.2 -0.4 -0.7 -0.7 -0.7 -0.5 RICE -0.2 0.5 0.3 -0.0 -0.0 -0.2 -0.0 -0.3 -0.0 0.2 0.5 0.2 0.5 0.2 0.2 -0.2 0.0 -0.3 -0.1 0.2 0.2 0.1 0.3 0.2 -2.7 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.5 -0.1 0.6 0.6 -0.1 -0.5 0.4 -0.1 ROBUSTA 0.6 0.6 -0.3 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 0.1 0.3 0.1 0.5 0.1 0.1 0.4 0.4 0.4 0.4 0.2 0.2 0.2 0.3 0.2 -2.7 0.1 0.0 0.1 0.1 0.1 0.1 1.1 0.5 0.6 0.6 0.6 -0.4 -0.5 0.0 0.0 RUSSELL 0.6 0.6 0.1 0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.1 0.1 -0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.2 -0.0 0.2 -0.3 0.0 0.0 0.0 0.1 0.0 0.1 -0.1 0.5 0.6 0.2 -0.1 -0.6 -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 0.1 -0.0 0.1 -0.2 0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.0 0.1 -0.1 0.2 1.2 0.0 0.0 0.0 0.0 -0.0 0.0 -1.1 0.0 0.3 -0.1 0.1 -0.4 -0.7 -0.2 -0.7 SILVER-mini -0.3 0.4 -0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.1 -0.0 -0.0 0.1 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.0 0.0 0.0 0.7 0.0 0.0 0.0 0.0 0.0 0.0 -0.1 0.1 -0.1 -0.1 -0.0 -0.6 -0.7 0.1 -0.6 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 0.2 0.2 0.1 0.1 0.1 0.2 0.0 0.1 -0.1 0.2 1.3 0.1 0.0 0.0 0.0 -0.0 0.1 0.9 -0.3 -0.1 -0.5 -0.2 -0.0 -0.2 0.1 -0.2 SOFR 0.6 0.6 0.5 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 -0.0 -0.1 0.0 0.1 -0.7 -0.7 -0.2 -0.3 SOYBEAN -0.3 -0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 -0.0 0.2 -0.1 0.2 -0.1 -0.1 0.3 0.3 0.3 0.3 -0.0 0.0 -0.1 0.0 -0.1 -2.7 0.0 -0.1 0.1 -0.1 0.1 -0.0 1.1 -0.5 -0.3 0.3 0.4 -0.7 -0.7 -0.7 -0.6 SOYMEAL -0.6 -0.2 0.1 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 0.0 -0.0 -0.1 0.1 -0.1 -0.0 0.2 0.3 0.3 0.3 -0.1 0.0 -0.1 0.1 -0.1 -2.7 -0.0 -0.0 0.0 -0.0 0.1 -0.0 1.1 -0.4 -0.6 -0.1 0.4 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.0 0.0 -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 -0.0 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.8 -0.2 -0.1 0.0 -0.4 -0.4 -0.0 0.0 0.4 SP400 0.6 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 0.2 0.1 0.2 0.0 0.2 -1.3 0.0 0.0 0.0 0.0 0.0 0.1 0.1 0.5 0.5 0.2 -0.0 -0.5 -0.3 -0.7 -0.7 SP500_micro 0.6 0.6 0.1 0.1 0.0 0.1 0.0 0.0 0.1 0.2 0.4 0.2 0.5 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.3 0.2 -2.7 0.1 0.0 0.1 0.1 0.1 0.1 -0.4 0.3 0.2 0.4 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 0.2 -0.1 -0.1 0.4 0.4 0.4 0.4 -0.2 -0.1 -0.2 0.1 -0.2 -2.7 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 1.1 -0.4 -0.6 -0.6 -0.1 -0.0 -0.4 0.4 0.2 US10 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 -0.1 -0.1 -0.2 0.1 0.0 0.1 -0.2 0.1 0.2 0.0 0.0 0.0 0.0 -0.0 0.0 -0.6 -0.0 -0.1 0.0 -0.0 -0.7 -0.7 -0.3 0.1 US10U 0.6 0.6 0.5 0.0 0.0 0.0 0.0 -0.0 0.0 0.0 -0.1 0.1 -0.2 0.1 0.1 0.1 0.0 0.0 0.0 0.1 0.0 0.1 -0.2 0.2 -0.3 0.0 0.0 0.0 0.0 -0.1 0.0 0.2 -0.0 -0.1 0.0 -0.1 -0.7 -0.7 0.1 0.5 US2 0.5 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 1.0 0.0 0.0 0.0 0.0 -0.1 0.0 -1.1 0.1 -0.1 -0.1 0.1 -0.5 -0.7 -0.3 -0.7 US20 0.6 0.6 0.4 0.0 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.1 -0.1 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.0 0.1 -0.2 0.2 -0.3 0.0 0.0 0.0 0.0 -0.0 0.0 -0.0 -0.0 0.0 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 0.0 -0.0 0.1 -0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.1 -0.2 0.2 -0.2 0.0 0.0 0.0 0.0 -0.1 0.0 -0.3 -0.1 -0.0 0.1 -0.1 -0.3 -0.6 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 -0.8 0.0 -0.1 -0.0 0.1 -0.7 -0.7 -0.7 -0.4 VIX 0.1 -0.9 0.2 -0.1 0.0 -0.3 0.0 -0.5 -0.0 0.1 -0.9 0.1 -1.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 0.0 -0.9 -0.2 NaN -0.1 0.1 -0.3 0.0 -0.6 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT 0.3 0.3 -0.1 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 0.1 -0.4 0.1 -0.6 0.1 -0.0 -0.2 -0.2 -0.2 -0.2 -0.0 -0.1 0.1 -0.5 0.0 -0.4 -0.0 0.0 -0.1 0.0 -0.3 0.0 -0.8 -0.0 0.6 -0.0 0.0 -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 9.7 20.0 12.4 4.0 3.0 2.3 4.5 1.3 4.9 13.5 -1.0 14.5 -7.4 14.4 12.1 -2.3 -2.9 -2.7 -2.9 13.3 4.0 20.0 -4.0 18.9 2.9 4.3 6.1 1.4 6.5 -1.0 6.0 -1.0 8.2 1.7 1.6 2.7 -14.2 -12.6 -5.0 5.8 BITCOIN 3.7 11.1 20.0 2.9 5.3 0.8 6.3 0.3 4.8 -15.8 20.0 9.3 17.9 15.9 20.0 -9.6 -6.2 -9.0 -7.8 20.0 20.0 5.9 16.3 20.0 -20.0 8.0 1.9 6.7 3.1 4.0 6.0 -2.0 -9.8 20.0 20.0 20.0 -5.5 15.2 1.5 20.0 BOBL 20.0 20.0 20.0 2.1 1.7 0.4 2.7 -1.0 3.0 7.9 2.7 8.6 -3.8 8.8 8.0 -20.0 -7.1 -14.3 -10.0 14.7 6.4 17.6 -2.8 18.9 8.2 2.8 2.6 1.3 3.3 -0.2 3.6 -12.4 3.6 9.2 2.1 6.9 -17.2 -20.0 -5.9 -17.8 BTP 20.0 20.0 10.1 3.4 2.7 0.6 4.4 -1.6 4.9 12.8 8.3 14.1 5.8 14.6 13.3 5.2 7.3 6.2 6.4 20.0 12.7 20.0 1.8 20.0 -8.2 4.5 4.5 2.3 5.6 0.6 5.8 14.0 14.6 10.9 13.8 9.6 -13.6 -20.0 6.1 5.0 BUND 20.0 20.0 19.0 2.4 1.9 0.4 3.0 -1.1 3.4 8.7 3.6 9.7 -4.3 10.1 9.0 4.0 4.2 1.4 1.8 17.4 7.1 20.0 -3.5 20.0 5.7 3.1 2.4 1.4 3.6 -0.2 4.0 7.3 4.8 11.1 5.8 7.7 -20.0 -20.0 -9.2 -5.9 BUXL 20.0 20.0 17.5 2.8 2.3 0.5 3.6 -1.3 4.0 8.7 3.3 11.1 -7.0 11.9 9.9 0.2 0.7 0.3 0.5 20.0 6.4 20.0 -6.6 20.0 1.1 3.6 2.1 1.3 4.0 -0.6 4.7 3.4 4.1 14.3 10.8 6.4 -20.0 -20.0 -7.9 10.5 CAC 20.0 20.0 -2.5 6.3 3.1 2.7 5.9 1.0 7.9 1.6 11.5 20.0 19.7 20.0 20.0 -8.8 -4.0 -7.4 -6.1 20.0 15.3 20.0 12.8 20.0 -8.2 7.3 1.1 3.4 5.5 2.2 8.9 1.1 -17.2 6.4 -1.9 0.9 9.4 6.6 18.4 12.2 CAD 19.8 19.6 1.0 6.2 4.7 3.6 6.9 2.0 7.6 20.0 -4.7 20.0 -10.0 20.0 14.8 -2.0 -2.2 -2.3 -2.3 17.8 2.0 20.0 -6.6 20.0 2.5 5.2 11.5 0.3 12.4 -2.0 10.3 0.0 20.0 19.5 -2.1 -6.1 -18.3 -19.3 -0.8 -14.6 CANOLA -15.5 -6.4 -20.0 -1.5 -1.9 -2.4 -0.6 -3.2 -0.7 -8.2 -5.3 -9.0 -4.9 -8.6 -9.1 -12.4 0.2 -10.8 -6.7 -12.0 -10.5 -9.0 -8.0 -11.3 -20.0 -3.4 -1.5 -3.1 -2.3 -2.7 -3.0 -2.4 -9.0 -15.4 -14.0 -19.6 -15.0 -10.6 -4.6 1.5 CHF 12.9 20.0 -1.0 6.0 4.5 3.5 6.7 2.0 7.3 20.0 1.6 20.0 9.1 20.0 18.1 -16.7 -15.4 -16.8 -16.2 20.0 10.2 20.0 4.9 20.0 -9.8 6.1 9.9 2.4 9.9 1.0 8.8 -20.0 14.1 15.2 2.6 -9.0 -20.0 -20.0 -20.0 -20.0 COCOA 1.1 15.4 20.0 -4.1 -3.9 -6.6 -2.9 -8.6 -2.6 15.3 20.0 20.0 20.0 20.0 20.0 12.6 0.8 7.2 3.3 20.0 20.0 20.0 20.0 20.0 -20.0 9.4 3.3 10.3 4.5 10.4 6.9 5.8 20.0 20.0 20.0 20.0 17.0 -0.3 20.0 18.3 COFFEE 6.7 16.5 20.0 -2.2 -2.1 -3.5 -1.5 -4.6 -1.4 -0.0 4.5 7.4 -4.3 10.4 11.6 9.9 4.3 8.2 5.7 13.3 7.5 11.2 0.8 14.3 -17.4 4.6 1.6 3.0 3.5 1.0 4.6 11.0 16.7 20.0 20.0 20.0 -20.0 -20.0 -20.0 -11.8 COPPER 3.5 19.1 4.2 2.3 4.2 0.7 5.0 0.3 3.8 10.3 -2.3 13.9 -3.4 14.6 11.6 -4.9 -4.4 -6.0 -5.6 9.6 2.1 11.7 -3.7 12.7 -7.4 4.6 4.6 1.5 5.6 -1.1 5.8 1.3 -1.4 9.8 16.4 2.6 -6.5 -11.3 6.0 -9.0 CORN -1.4 2.4 -5.3 -4.0 -3.8 -6.4 -2.8 -8.4 -2.5 11.0 -20.0 -7.4 -20.0 -13.4 -15.0 -9.1 -1.3 -7.7 -5.8 -9.3 -18.2 -3.0 -20.0 -7.2 -20.0 -5.0 -10.4 -6.8 -12.4 -12.0 -8.2 -3.3 -16.0 0.9 -6.6 8.7 -4.8 -9.1 6.4 3.2 COTTON2 8.4 -8.2 -13.5 -3.0 -2.9 -4.8 -2.1 -6.4 -1.9 -2.9 -10.4 -8.2 -8.9 -7.8 -13.3 -7.3 -0.1 -6.4 -3.9 -12.5 -11.5 -3.1 -7.9 -7.4 -20.0 -5.0 -1.1 -4.2 -2.2 -1.7 -3.1 -0.7 -10.7 4.5 -20.0 -10.2 -16.7 -13.8 -3.5 2.0 CRUDE_W -3.3 -14.3 -8.5 -4.4 -1.1 -1.5 -1.0 1.7 -3.2 13.4 6.3 4.9 7.3 -5.8 -10.2 5.9 9.8 8.1 9.3 -5.7 2.2 6.0 9.1 -2.7 -4.4 -2.7 -0.3 1.9 1.3 6.5 -1.9 -14.3 -1.1 6.5 10.1 15.7 20.0 13.0 20.0 13.7 DAX 20.0 20.0 1.0 6.0 2.9 2.5 5.6 1.0 7.4 -8.0 11.2 17.7 17.3 20.0 20.0 -14.2 -9.0 -12.0 -10.6 20.0 19.8 16.8 10.9 20.0 19.4 6.8 -0.3 3.3 2.8 1.4 6.9 -6.9 -20.0 10.1 15.8 7.7 6.5 4.7 16.0 15.5 DOW 20.0 20.0 7.1 4.8 2.2 2.2 3.8 0.9 5.6 15.8 13.1 17.3 13.7 19.1 17.9 -10.9 -9.2 -10.6 -10.3 20.0 20.0 20.0 10.3 20.0 -12.3 5.9 2.2 3.3 4.9 1.9 6.8 -7.0 12.0 20.0 19.1 9.5 -10.1 -4.3 -12.2 -6.5 DX -7.1 -20.0 -5.0 3.0 2.3 1.7 3.4 1.0 3.7 -10.2 2.0 -10.2 -3.6 -10.3 -8.1 5.2 6.0 6.2 6.3 -9.0 -2.4 -13.7 1.8 -12.8 -19.9 -2.8 -3.5 -0.6 -3.8 1.0 -3.8 14.6 -20.0 -20.0 -20.0 -5.5 12.7 4.6 16.9 13.3 EUR 0.8 18.7 2.1 3.8 2.9 2.2 4.3 1.3 4.7 12.8 -2.1 12.3 4.9 11.6 9.3 -5.5 -6.7 -6.0 -6.3 7.4 2.2 13.5 -1.1 10.9 9.9 3.0 5.1 0.8 4.9 -0.5 4.2 -7.2 1.9 -13.1 -4.1 -6.5 -16.7 -12.7 -14.8 -5.8 EURIBOR-ICE 20.0 20.0 20.0 1.9 1.6 0.3 2.5 -0.9 2.8 7.3 5.6 8.1 -0.5 8.3 8.3 -1.4 -6.1 -3.3 -5.1 19.2 11.5 19.8 1.2 20.0 16.8 2.8 2.3 1.7 2.9 0.3 3.2 -7.9 7.9 14.0 10.4 15.7 -20.0 -20.0 6.1 20.0 EUROSTX 19.7 20.0 2.0 6.0 2.9 2.6 5.6 1.0 7.5 -17.9 12.6 18.3 19.1 20.0 20.0 5.6 -1.8 -0.5 -2.3 20.0 19.5 15.8 14.9 20.0 3.4 7.3 -0.5 4.1 3.3 2.5 7.4 5.9 -20.0 -1.2 3.9 8.7 3.6 7.1 9.6 15.3 FEEDCOW 11.3 -20.0 -20.0 -1.6 -1.6 -2.6 -1.2 -3.5 -1.0 7.4 -6.4 7.5 -0.2 -3.4 -7.6 -10.9 -20.0 -10.8 -16.2 -12.6 -10.9 5.5 -2.2 -3.3 -1.3 -2.6 1.1 -1.9 1.2 0.7 -0.6 -20.0 10.1 5.6 -14.3 -13.9 11.9 2.3 20.0 9.9 GASOIL -3.3 -19.4 -11.2 -3.6 -0.9 -1.2 -0.8 1.4 -2.6 8.0 5.5 3.8 6.2 -4.8 -10.5 11.1 20.0 15.9 19.0 -8.2 0.0 4.4 8.8 -4.2 8.3 -2.9 3.6 0.5 2.4 3.5 -1.7 3.3 12.5 3.1 3.9 5.6 -8.0 -1.8 -17.2 -7.3 GASOLINE 2.1 -8.6 -20.0 -4.0 -1.0 -1.3 -0.9 1.6 -2.9 11.5 0.4 7.5 4.4 0.9 -11.3 -20.0 20.0 -6.4 11.2 -6.1 -3.4 7.6 4.8 0.4 -20.0 -2.8 -0.6 -0.9 2.6 4.5 0.1 1.1 4.3 9.6 15.7 -4.3 20.0 11.7 20.0 9.3 GAS_US_mini -9.8 -20.0 6.1 -2.7 -0.7 -0.9 -0.6 1.1 -1.9 4.2 -11.5 -5.5 -13.0 -10.4 -11.4 13.6 -20.0 -18.7 -20.0 -20.0 -18.8 -6.5 -20.0 -16.8 16.4 -4.0 0.5 -2.9 -1.3 -1.8 -3.5 -20.0 -0.9 -9.7 -13.9 -9.5 -16.9 4.9 -20.0 0.6 GBP 1.6 20.0 -2.3 4.1 3.1 2.4 4.6 1.4 5.0 5.4 -1.6 6.7 7.6 12.2 10.1 -0.3 -0.7 -0.5 -0.5 9.2 4.1 7.4 1.3 10.1 1.4 3.6 1.6 1.4 2.6 -0.1 4.1 2.9 -13.5 -12.0 -1.9 -9.4 -12.3 1.4 -9.0 15.3 GOLD_micro -2.2 11.2 7.2 1.8 3.3 0.5 3.9 0.2 3.0 13.0 4.1 5.7 5.1 6.4 10.0 -12.4 -13.9 -13.9 -14.4 9.0 5.7 10.8 2.7 9.2 -4.9 3.4 3.8 2.3 3.0 1.4 3.1 -14.6 8.3 7.7 4.4 9.0 -16.7 -20.0 -14.6 -20.0 HEATOIL -3.8 -17.7 -14.2 -3.8 -0.9 -1.3 -0.8 1.5 -2.8 5.8 4.0 2.0 4.8 -6.6 -11.8 18.1 20.0 20.0 20.0 -9.5 -1.8 2.5 7.2 -5.4 -19.6 -3.3 0.6 0.3 1.5 4.8 -1.8 7.8 3.2 2.0 5.5 -0.6 14.1 -0.3 10.4 -5.9 JGB-SGX-mini 5.5 20.0 -1.3 1.7 0.9 0.4 1.8 -0.7 2.3 3.3 0.9 5.0 2.5 5.9 5.2 7.0 18.6 12.9 15.0 5.2 2.1 5.3 0.6 6.6 -1.9 1.6 0.8 0.4 1.6 -0.3 2.1 20.0 -3.7 -7.1 -3.8 -1.4 2.4 -20.0 12.6 19.3 JPY 20.0 20.0 20.0 2.5 1.9 1.4 2.8 0.8 3.0 2.0 -6.0 6.7 -8.2 7.5 4.0 -14.4 -16.2 -16.7 -17.0 4.8 -3.1 7.4 -9.3 9.1 20.0 1.6 1.7 -1.3 3.0 -3.2 3.4 -20.0 -4.8 7.3 -5.2 -7.3 -8.5 -20.0 -2.5 -20.0 LEANHOG 1.3 -4.8 -5.7 -2.4 -2.3 -3.9 -1.7 -5.2 -1.5 -1.7 -3.4 2.2 -9.0 -5.9 -9.5 -20.0 6.3 -20.0 -0.5 -8.9 -10.7 -2.3 -12.9 -4.8 14.4 -2.5 1.5 -5.1 1.7 -8.8 -0.2 11.5 12.2 11.4 -0.2 0.1 -10.5 -7.1 7.7 11.5 LIVECOW 3.2 -20.0 -20.0 -1.9 -1.8 -3.0 -1.3 -3.9 -1.2 6.3 -6.0 2.5 0.9 -6.0 -8.5 -3.8 -4.5 -7.6 -6.8 -14.8 -10.8 0.8 -1.5 -8.0 0.2 -3.3 -0.2 -2.0 -0.1 1.1 -1.8 -5.8 1.8 -3.4 -20.0 -11.2 4.4 -8.2 9.3 -1.9 LUMBER-new 11.1 19.2 7.2 -4.6 -4.4 -7.1 -3.2 -8.1 -2.9 12.6 -5.1 20.0 -19.8 20.0 20.0 -9.9 -14.2 -13.2 -14.0 20.0 4.9 20.0 -8.1 20.0 NaN 6.8 16.0 2.1 15.0 -1.2 10.8 -20.0 20.0 20.0 20.0 20.0 -17.8 -20.0 -10.8 -18.4 MILK -13.4 -20.0 -15.8 -2.9 -2.7 -4.6 -2.0 -6.1 -1.8 -14.0 -16.5 -17.2 -16.5 -18.2 -18.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 9.8 -6.4 -6.7 -5.6 -7.5 -6.0 -7.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 MXP 5.7 15.5 -8.4 4.8 3.6 2.8 5.4 1.6 5.9 16.3 13.6 17.2 16.1 17.7 14.5 13.9 16.3 14.1 14.9 14.3 12.4 18.2 17.8 16.9 -20.0 4.7 6.3 4.3 5.8 6.7 5.4 20.0 -8.3 -13.1 -0.9 -6.0 10.6 16.4 20.0 20.0 NASDAQ_micro 17.7 20.0 5.8 3.9 1.8 1.8 3.1 0.7 4.6 13.6 13.9 14.4 13.3 15.7 15.0 -11.3 -9.0 -10.5 -9.9 20.0 20.0 20.0 18.3 20.0 -20.0 5.0 2.9 3.9 4.7 4.0 5.7 -6.4 7.1 1.4 7.7 8.1 11.7 -6.7 11.9 -8.8 NIKKEI -5.8 9.9 -7.0 5.0 2.3 2.3 4.0 0.9 5.8 15.8 16.2 11.3 17.1 13.4 13.9 16.3 10.9 11.9 10.8 10.3 13.5 9.5 18.5 8.5 -13.0 4.1 6.3 5.9 5.0 9.1 3.8 20.0 -5.6 -20.0 -20.0 -2.4 -10.4 -0.4 -9.2 4.2 NZD 12.5 20.0 13.7 4.2 3.2 2.4 4.7 1.4 5.1 14.1 0.9 15.6 0.6 15.7 13.6 0.2 0.2 0.1 0.1 17.1 6.7 20.0 -2.1 20.0 0.8 4.8 4.8 2.1 5.6 -0.2 5.9 4.2 1.1 5.4 5.8 7.3 -6.6 -12.3 -3.2 6.2 OAT 20.0 20.0 17.9 2.5 2.0 0.4 3.2 -1.2 3.6 9.3 4.8 10.3 -3.9 10.7 9.6 4.6 7.1 5.2 5.8 19.8 8.5 20.0 -2.5 20.0 8.2 3.4 2.6 1.5 3.9 -0.1 4.3 13.3 7.1 12.9 9.2 9.2 -20.0 -20.0 -1.4 7.1 OATIES 3.6 -7.8 -20.0 -1.3 -1.3 -2.1 -0.9 -2.8 -0.8 -1.9 -5.4 -1.5 -4.1 -3.9 -7.0 -0.2 -7.7 -7.7 -10.3 -8.0 -7.3 -2.6 -3.2 -4.5 -20.0 -2.4 -1.7 -2.1 -0.8 -1.0 -1.4 -13.9 5.2 -4.0 -14.3 -17.6 2.1 7.9 12.9 20.0 OJ -20.0 -16.6 -9.8 -2.4 -2.3 -3.9 -1.7 -5.2 -1.5 -13.6 11.4 -14.4 14.0 -8.2 4.0 8.8 20.0 16.7 19.9 3.2 20.0 -20.0 20.0 -18.0 -20.0 2.8 -9.1 7.4 -5.9 10.4 -2.2 20.0 -20.0 -20.0 -10.3 20.0 9.4 11.2 20.0 20.0 PALLAD 20.0 17.0 20.0 1.1 1.9 0.3 2.3 0.1 1.7 4.7 -6.0 6.4 -8.2 4.9 -0.1 -1.6 -2.3 -2.0 -2.2 0.9 -5.1 11.5 -9.4 8.6 5.7 -0.5 3.2 -1.8 4.0 -2.1 2.0 6.1 20.0 11.8 -4.9 -8.8 -3.7 -7.4 4.2 -1.4 PLAT 9.9 13.4 2.7 1.8 3.2 0.5 3.8 0.2 2.9 12.6 -6.3 13.4 -6.0 12.9 6.5 -3.7 -2.9 -3.5 -3.3 6.9 -0.1 15.9 -3.9 12.7 13.7 2.9 7.0 0.7 6.9 -0.4 5.2 4.7 4.9 11.4 3.2 3.0 -5.3 -10.5 14.1 -4.3 REDWHEAT 11.4 9.7 -12.7 -2.2 -2.1 -3.6 -1.6 -4.7 -1.4 7.9 -12.2 -1.2 -13.1 0.5 -8.1 -3.2 -1.3 -4.0 -3.2 -9.2 -14.8 -1.5 -15.7 -4.2 -10.7 -3.8 -4.0 -5.7 -3.1 -5.3 -2.3 -0.9 -13.7 9.8 -7.6 -11.8 -20.0 -20.0 -20.0 -14.0 RICE -5.9 16.2 8.6 -3.5 -4.5 -5.9 -1.5 -7.7 -1.7 19.5 17.8 14.8 13.4 17.6 16.0 -12.1 1.4 -13.5 -6.5 18.9 16.9 16.5 11.9 16.9 -20.0 5.5 6.7 4.8 6.1 3.3 5.2 0.7 19.7 -1.8 20.0 20.0 -1.8 -13.7 12.8 -3.4 ROBUSTA 17.3 17.2 -9.5 -2.1 -2.7 -3.6 -0.9 -4.7 -1.0 6.0 12.7 11.0 12.6 13.0 13.0 20.0 20.0 20.0 20.0 20.0 14.1 20.0 12.0 20.0 -20.0 4.7 2.5 3.2 5.3 2.7 5.9 20.0 20.0 20.0 20.0 20.0 -11.2 -14.9 1.3 0.2 RUSSELL 20.0 20.0 2.0 3.2 1.4 1.5 2.5 0.6 3.7 11.2 2.3 12.2 -1.6 12.7 9.1 -5.9 -6.1 -6.3 -6.4 17.1 5.5 20.0 -0.9 20.0 -1.9 3.3 3.5 1.1 4.8 0.1 5.0 -1.0 20.0 17.3 5.8 -3.6 -16.8 -15.4 -20.0 -19.1 SHATZ 20.0 20.0 20.0 1.9 1.5 0.3 2.5 -0.9 2.7 7.2 -1.3 7.7 -5.8 7.6 6.1 -20.0 -20.0 -20.0 -20.0 10.2 3.0 13.6 -5.3 14.1 9.0 2.4 2.3 0.8 2.9 -0.7 3.2 -20.0 0.2 9.6 -2.2 4.2 -12.4 -20.0 -5.7 -20.0 SILVER-mini -9.1 11.0 -1.0 1.5 5.0 0.3 4.2 0.1 2.6 12.9 -0.1 -0.0 2.8 1.3 4.8 -6.6 -6.3 -6.8 -6.7 3.7 1.4 5.2 0.0 3.7 5.5 0.5 4.1 0.5 2.0 0.6 0.4 -1.3 4.4 -3.5 -2.4 -1.2 -18.8 -20.0 3.5 -17.4 SMI 20.0 20.0 -5.6 5.7 2.8 2.5 5.4 1.0 7.2 -6.5 -2.4 16.4 2.6 20.0 14.3 10.1 3.5 6.8 4.5 18.5 1.7 15.6 -4.6 20.0 9.7 5.5 0.2 1.3 4.3 -1.0 7.5 16.3 -13.5 -4.3 -15.8 -6.7 -0.9 -6.9 3.1 -5.4 SOFR 18.2 20.0 14.0 2.2 1.2 0.5 2.3 -0.9 2.9 5.7 0.1 8.1 -2.2 8.8 7.9 1.1 -0.3 0.6 -0.0 11.0 3.5 10.2 -2.6 13.5 -1.4 2.5 1.7 0.7 2.6 -0.6 3.1 1.8 -1.1 -4.3 1.0 2.3 -20.0 -20.0 -6.6 -7.7 SOYBEAN -9.0 -1.5 -1.0 -3.4 -3.2 -5.4 -2.4 -7.1 -2.1 -5.5 8.2 -11.8 6.9 -11.8 -7.1 14.8 17.4 15.4 15.2 -3.5 0.5 -10.8 1.2 -8.7 -20.0 2.6 -11.2 3.9 -8.2 3.0 -2.2 20.0 -19.7 -9.4 10.1 11.7 -20.0 -20.0 -20.0 -17.8 SOYMEAL -20.0 -7.1 3.2 -2.2 -2.1 -3.6 -1.6 -4.7 -1.4 2.0 -0.1 -9.9 3.2 -11.5 -2.4 11.7 17.0 14.6 15.4 -5.2 0.8 -9.3 3.1 -12.0 -20.0 -0.6 -3.2 1.7 -4.6 2.8 -3.7 20.0 -14.7 -20.0 -2.8 11.5 -20.0 -20.0 -20.0 -20.0 SOYOIL -1.5 1.4 -20.0 -1.8 -1.7 -2.9 -1.3 -3.9 -1.1 -9.9 -3.7 -8.8 -4.5 -6.2 -9.8 -1.4 8.4 3.1 6.0 -8.2 -8.7 -8.1 -5.9 -6.1 -20.0 -1.4 -4.1 -2.4 -1.8 -1.9 -0.5 15.3 -7.9 -3.7 1.3 -12.1 -12.1 -0.3 0.1 10.5 SP400 20.0 20.0 -0.6 3.4 1.5 1.6 2.7 0.6 3.9 11.9 4.2 12.8 2.3 13.4 10.2 -4.9 -5.0 -5.2 -5.2 17.9 6.7 20.0 1.1 20.0 -9.5 3.7 2.9 1.5 4.6 0.5 5.2 1.0 19.0 14.1 5.4 -1.5 -14.3 -9.3 -19.6 -20.0 SP500_micro 17.3 20.0 2.4 4.9 2.2 2.3 3.9 0.9 5.6 16.7 13.3 17.3 13.5 19.4 18.4 -11.9 -10.0 -11.4 -11.0 20.0 19.1 20.0 12.9 20.0 -20.0 5.8 3.1 3.7 5.5 2.9 6.9 -8.3 11.7 5.0 11.0 3.8 4.4 -6.4 6.5 -9.3 SUGAR11 -20.0 -20.0 -20.0 -1.6 -1.5 -2.6 -1.1 -3.4 -1.0 -6.2 -0.9 -9.4 6.9 -9.7 -6.7 19.4 20.0 20.0 20.0 -16.5 -4.6 -19.7 4.9 -20.0 -20.0 -2.8 -2.0 -0.7 -3.4 1.2 -4.0 20.0 -15.0 -20.0 -20.0 -3.8 -0.5 -10.7 13.1 5.8 US10 20.0 20.0 18.4 1.9 1.0 0.4 2.0 -0.8 2.6 3.2 -2.0 6.9 -4.3 7.7 6.4 -8.1 -7.2 -7.4 -7.5 8.4 0.8 8.7 -5.7 11.5 1.3 2.1 1.3 0.2 2.4 -1.2 2.9 -10.7 -0.6 -2.9 0.6 -0.5 -20.0 -20.0 -9.5 4.2 US10U 20.0 20.0 14.5 2.6 1.4 0.6 2.8 -1.1 3.5 4.9 -2.4 9.2 -5.7 10.4 8.2 3.4 0.3 2.1 1.0 11.6 0.7 12.5 -8.2 16.4 -1.9 2.7 1.8 0.1 3.3 -1.7 4.0 3.1 -1.2 -3.0 1.0 -1.8 -20.0 -20.0 3.0 14.8 US2 14.1 20.0 20.0 1.8 1.0 0.4 1.9 -0.7 2.4 4.2 -3.9 6.6 -5.7 6.8 5.6 -20.0 -20.0 -20.0 -20.0 6.1 0.1 7.7 -6.4 8.7 7.8 2.1 1.9 0.4 2.4 -1.5 2.7 -20.0 3.6 -1.7 -2.6 3.6 -16.0 -20.0 -10.1 -20.0 US20 20.0 20.0 10.8 2.0 1.0 0.5 2.1 -0.8 2.6 4.6 -1.1 7.0 -3.8 7.8 6.2 -0.6 -1.3 -0.7 -1.1 9.9 0.8 10.7 -6.1 13.9 -1.9 2.0 1.2 0.1 2.4 -1.2 2.9 -0.4 -0.1 0.7 3.5 -1.6 -16.4 -20.0 16.3 20.0 US30 20.0 20.0 12.1 2.3 1.2 0.5 2.4 -0.9 3.0 3.6 -1.2 7.7 -4.9 8.8 6.9 -4.6 -4.2 -4.7 -4.8 10.6 0.7 10.0 -7.3 14.6 -1.5 2.3 0.9 0.1 2.5 -1.4 3.3 -5.5 -3.4 -1.0 1.9 -2.0 -9.6 -18.7 20.0 20.0 US5 17.2 20.0 20.0 1.9 1.0 0.4 2.0 -0.8 2.5 3.6 -2.4 6.9 -4.4 7.5 6.4 -7.8 -10.1 -9.5 -10.5 7.8 1.2 8.1 -5.1 10.4 3.3 2.1 1.5 0.4 2.3 -1.1 2.8 -15.9 0.7 -3.1 -0.6 1.6 -20.0 -20.0 -20.0 -13.0 VIX 1.8 -17.6 3.6 -4.9 2.1 -6.5 1.6 -9.0 -2.0 6.3 -20.0 7.0 -20.0 -15.3 -17.9 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 0.8 -20.0 -11.6 NaN -5.9 4.4 -7.3 2.1 -10.0 -3.0 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 10.6 10.4 -1.8 -3.0 -2.8 -4.8 -2.1 -6.3 -1.9 14.7 -15.3 12.4 -17.7 9.6 -2.4 -9.6 -10.4 -10.9 -10.9 -3.6 -13.7 10.2 -20.0 3.7 -3.4 -1.2 1.0 -5.2 0.5 -8.1 1.0 -15.6 -0.6 20.0 -0.2 0.5 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3