******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240119_204006 produced at 2024-01-19 21:37:02.128283 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -49.74 17.0 -17 -17 caleb_strategy_v3 SOFR False True 0.08 0.00 -0.16 0.0 0.00 0.00 0.00 0.00 -1.88 11.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.15 0.0 0.00 0.00 0.00 0.00 -3.72 24.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.07 -0.09 0.0 0.10 -0.10 -0.07 -0.07 -10.85 12.0 -9 -9 caleb_strategy_v3 US2 False True 0.07 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -1.07 13.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.07 0.0 0.17 -0.17 -0.02 -0.02 -21.68 51.0 -6 -6 caleb_strategy_v3 CHF False False 0.05 -0.15 -0.07 0.0 0.66 -0.66 -0.15 -0.15 -1.36 13.0 -3 -3 caleb_strategy_v3 COPPER False False 0.03 -0.07 -0.07 0.0 0.20 -0.20 -0.07 -0.07 -2.14 6.0 -2 -2 caleb_strategy_v3 MILK False False 0.01 0.00 -0.06 0.0 0.06 -0.06 0.00 0.00 -5.41 5.0 0 0 caleb_strategy_v3 BOBL False False 0.04 -0.36 -0.05 0.0 0.85 -0.85 -0.36 -0.36 -1.23 19.0 -8 -8 caleb_strategy_v3 CAD False False 0.03 0.00 -0.05 0.0 0.76 -0.76 0.00 0.00 -2.02 29.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.15 -0.04 0.0 0.51 -0.51 -0.15 -0.15 -1.36 17.0 -5 -5 caleb_strategy_v3 LIVECOW False False 0.02 0.00 -0.04 0.0 0.42 -0.42 0.00 0.00 -1.73 17.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.14 -0.03 0.0 0.40 -0.40 -0.14 -0.12 -4.82 56.0 -19 -17 caleb_strategy_v3 REDWHEAT False False 0.01 -0.03 -0.03 0.0 0.09 -0.09 -0.03 -0.03 -2.37 8.0 -3 -3 caleb_strategy_v3 SOYBEAN False False 0.02 -0.04 -0.03 0.0 0.15 -0.15 -0.04 -0.04 -1.63 7.0 -2 -2 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -6.30 3.0 0 0 caleb_strategy_v3 SP400 False False 0.10 0.00 -0.03 0.0 0.19 -0.19 0.00 0.00 -0.29 2.0 0 0 caleb_strategy_v3 US5 False False 0.04 0.00 -0.03 0.0 0.94 -0.94 0.00 0.00 -0.90 25.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 -0.03 -0.03 0.0 0.23 -0.23 -0.03 -0.03 -8.07 68.0 -9 -9 caleb_strategy_v3 FEEDCOW False False 0.04 -0.04 -0.03 0.0 0.34 -0.34 -0.04 -0.04 -0.64 8.0 -1 -1 caleb_strategy_v3 AUD False False 0.02 0.00 -0.03 0.0 0.44 -0.44 0.00 0.00 -1.22 19.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.10 -0.10 -0.04 -0.04 -2.53 9.0 -4 -4 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -2.49 2.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 -0.02 0.0 0.05 -0.05 0.00 0.00 -1.22 4.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 -0.02 0.0 0.00 -0.00 0.00 0.00 -1.04 0.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.04 -0.02 0.0 0.11 -0.11 -0.04 -0.04 -1.70 9.0 -3 -3 caleb_strategy_v3 US10 False False 0.04 -0.08 -0.02 0.0 0.66 -0.66 -0.08 -0.08 -0.50 17.0 -2 -2 caleb_strategy_v3 SOYOIL False False 0.01 -0.03 -0.02 0.0 0.10 -0.10 -0.03 -0.03 -1.63 10.0 -3 -3 caleb_strategy_v3 COTTON2 False False 0.01 -0.06 -0.02 0.0 0.16 -0.16 -0.06 -0.06 -1.62 11.0 -4 -4 caleb_strategy_v3 EUR False False 0.05 -0.05 -0.01 0.0 0.67 -0.67 -0.05 -0.05 -0.17 14.0 -1 -1 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.01 0.0 0.07 -0.07 0.00 0.00 -0.15 2.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.01 -0.01 0.0 0.05 -0.05 -0.01 -0.01 -5.85 26.0 -4 -4 caleb_strategy_v3 NZD False False 0.02 0.04 -0.01 0.0 0.45 -0.45 0.04 0.04 -0.33 21.0 2 2 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.01 0.0 0.14 -0.14 0.00 0.00 -0.42 4.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.00 -0.01 0.0 0.05 -0.05 0.00 0.00 -0.33 3.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.00 0.0 0.16 -0.16 -0.01 -0.01 -0.51 18.0 -1 -1 caleb_strategy_v3 BUND False False 0.05 0.00 -0.00 0.0 0.51 -0.51 0.00 0.00 -0.05 10.0 0 0 caleb_strategy_v3 US20 False False 0.04 0.13 0.00 0.0 0.38 -0.38 0.13 0.13 0.05 9.0 3 3 caleb_strategy_v3 BUXL False False 0.05 0.00 -0.00 0.0 0.21 -0.21 0.00 0.00 -0.08 4.0 0 0 caleb_strategy_v3 CAC False True 0.03 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.13 12.0 0 0 caleb_strategy_v3 COFFEE False False 0.02 0.00 -0.00 0.0 0.14 -0.14 0.00 0.00 -0.18 6.0 0 0 caleb_strategy_v3 US30 False False 0.04 0.00 -0.00 0.0 0.26 -0.26 0.00 0.00 -0.09 6.0 0 0 caleb_strategy_v3 US10U False False 0.04 0.00 0.00 0.0 0.52 -0.52 0.00 0.00 0.01 13.0 0 0 caleb_strategy_v3 PLAT False False 0.02 0.00 0.00 0.0 0.16 -0.16 0.00 0.00 0.19 10.0 0 0 caleb_strategy_v3 DX False False 0.04 0.00 -0.00 0.0 999.00 -999.00 0.00 0.00 -0.07 999999999.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.01 0.01 0.0 0.24 -0.24 0.01 0.01 1.04 23.0 1 1 caleb_strategy_v3 BTP False False 0.04 0.04 0.01 0.0 0.45 -0.45 0.04 0.04 0.31 10.0 1 1 caleb_strategy_v3 HEATOIL False False 0.04 0.00 0.01 0.0 0.11 -0.11 0.00 0.00 0.39 3.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 0.02 0.02 0.0 0.14 -0.14 0.02 0.02 1.94 13.0 2 2 caleb_strategy_v3 BITCOIN False True 0.00 0.01 0.02 0.0 0.01 0.00 0.01 0.01 12.75 59.0 6 6 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.02 0.0 0.11 -0.11 0.00 0.00 0.81 4.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.11 0.03 0.0 0.28 -0.28 0.11 0.11 2.18 23.0 9 9 caleb_strategy_v3 SP500_micro False False 0.01 0.03 0.03 0.0 0.41 -0.41 0.03 0.03 3.58 48.0 3 3 caleb_strategy_v3 DOW False False 0.01 0.03 0.03 0.0 0.44 -0.44 0.03 0.03 4.93 66.0 4 4 caleb_strategy_v3 OAT False False 0.05 0.00 0.04 0.0 0.49 -0.49 0.00 0.00 0.72 10.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.02 0.02 0.04 0.0 0.12 -0.12 0.02 0.02 1.46 5.0 1 1 caleb_strategy_v3 COCOA False False 0.02 0.03 0.04 0.0 0.41 -0.41 0.03 0.03 2.53 26.0 2 2 caleb_strategy_v3 GBP False False 0.03 0.11 0.05 0.0 0.61 -0.61 0.11 0.11 1.90 22.0 4 4 caleb_strategy_v3 EUROSTX False False 0.02 0.26 0.06 0.0 0.34 -0.34 0.26 0.26 3.48 20.0 15 15 caleb_strategy_v3 DAX False False 0.01 0.00 0.08 0.0 0.37 -0.37 0.00 0.00 13.18 58.0 0 0 caleb_strategy_v3 SMI False False 0.04 0.36 0.12 0.0 0.40 -0.40 0.36 0.36 2.58 9.0 8 8 caleb_strategy_v3 NIKKEI False False 0.01 0.29 0.29 0.0 0.31 -0.31 0.29 0.29 33.80 36.0 34 34 caleb_strategy_v3 MXP False False 0.01 0.53 0.38 0.0 0.61 -0.61 0.53 0.53 37.13 60.0 52 52 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.65 0.54 0.0 0.93 -0.93 0.65 0.56 5.81 10.0 7 6 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.48 0.84 0.0 0.55 -0.55 0.48 0.48 24.23 16.0 14 14 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 19.5 Shocked risk 54.9 Sum abs risk 48.7 Leverage 4.41 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2853856.79, 'annual_cash_vol_target': 713464.1975, 'daily_cash_vol_target': 44591.51234375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0041 0.6609 0.6250 10.0006 BITCOIN 1214.5621 42185.0000 2.8791 46.0661 BOBL 0.2666 117.4700 0.2270 3.6316 BTP 0.6138 117.7100 0.5214 8.3432 BUND 0.5247 134.1200 0.3912 6.2590 BUXL 1.2493 135.2600 0.9236 14.7776 CAC 52.6643 7426.5000 0.7091 11.3463 CAD 0.0027 0.7449 0.3658 5.8523 CANOLA 6.7483 633.9000 1.0646 17.0330 CHF 0.0050 1.1578 0.4335 6.9353 COCOA 52.3234 4548.0000 1.1505 18.4075 COFFEE 3.8816 181.2500 2.1416 34.2652 COPPER 0.0397 3.7905 1.0461 16.7378 CORN 3.9996 475.0000 0.8420 13.4722 COTTON2 0.9505 84.8900 1.1197 17.9156 CRUDE_W 1.0947 70.9900 1.5421 24.6734 DAX 112.2922 16744.0000 0.6706 10.7303 DOW 208.0116 38072.0000 0.5464 8.7418 DX 0.4042 103.0600 0.3922 6.2746 EUR 0.0048 1.0918 0.4388 7.0211 EURIBOR-ICE 0.0534 97.7250 0.0547 0.8746 EUROSTX 33.0465 4495.0000 0.7352 11.7629 FEEDCOW 1.8697 242.2000 0.7720 12.3515 GASOIL 12.1810 759.5000 1.6038 25.6612 GASOLINE 0.0383 2.4006 1.5961 25.5368 GAS_US_mini 0.0956 2.2700 4.2125 67.4007 GBP 0.0062 1.2701 0.4913 7.8615 GOLD_micro 14.6441 2031.1000 0.7210 11.5359 HEATOIL 0.0398 2.5291 1.5741 25.1856 JGB-SGX-mini 0.2682 146.6700 0.1828 2.9255 JPY 0.0000 0.0068 0.6720 10.7521 LEANHOG 1.1101 78.2000 1.4196 22.7139 LIVECOW 1.2778 177.0500 0.7217 11.5473 LUMBER-new 6.8842 550.0000 1.2517 20.0268 MILK 0.1765 16.0800 1.0977 17.5639 MXP 0.0004 0.0579 0.7025 11.2399 NASDAQ_micro 135.0966 17433.7500 0.7749 12.3986 NIKKEI 320.4040 36285.0000 0.8830 14.1283 NZD 0.0039 0.6112 0.6436 10.2975 OAT 0.5356 128.7600 0.4159 6.6549 OATIES 7.8011 371.5000 2.0999 33.5981 OJ 6.2910 305.9500 2.0562 32.8995 PALLAD 26.9170 948.5000 2.8379 45.4056 PLAT 14.6554 906.6000 1.6165 25.8643 REDWHEAT 9.9810 611.2500 1.6329 26.1262 RICE 0.1717 17.9500 0.9568 15.3088 ROBUSTA 49.7152 2955.0000 1.6824 26.9185 RUSSELL 22.0656 1952.0000 1.1304 18.0866 SHATZ 0.0971 105.8300 0.0917 1.4675 SILVER-mini 0.3467 22.9500 1.5107 24.1715 SMI 64.0879 11122.0000 0.5762 9.2196 SOFR 0.0664 96.5300 0.0688 1.1014 SOYBEAN 9.3133 1191.2500 0.7818 12.5089 SOYMEAL 4.5447 356.1000 1.2763 20.4200 SOYOIL 0.6215 47.4000 1.3112 20.9795 SP400 24.5189 2754.9000 0.8900 14.2402 SP500_micro 30.0948 4869.2500 0.6181 9.8889 SUGAR11 0.4004 22.7400 1.7610 28.1759 US10 0.4193 111.1250 0.3773 6.0367 US10U 0.5654 115.2344 0.4907 7.8510 US2 0.1308 102.5703 0.1275 2.0399 US20 0.8524 119.9688 0.7105 11.3680 US30 1.2592 125.9688 0.9996 15.9940 US5 0.2848 107.6719 0.2645 4.2322 VIX 0.4426 16.3000 2.7152 43.4430 WHEAT 8.6289 635.7500 1.3573 21.7164 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 660.90 0.63 413.09 1.00 413.09 44591.51 107.95 -4.35 -46.95 BITCOIN 42.18 2.88 121.46 1.00 121.46 44591.51 367.14 3.21 117.72 BOBL 1174.70 0.23 266.63 1.09 290.73 44591.51 153.38 -7.89 -121.00 BTP 1177.10 0.52 613.80 1.09 669.28 44591.51 66.63 1.35 8.98 BUND 1341.20 0.39 524.66 1.09 572.09 44591.51 77.94 -0.66 -5.14 BUXL 1352.60 0.92 1249.26 1.09 1362.19 44591.51 32.74 -2.40 -7.84 CAC 742.65 0.71 526.64 1.09 574.25 44591.51 77.65 -0.50 -3.92 CAD 744.90 0.37 272.46 1.00 272.46 44591.51 163.66 -4.76 -77.84 CANOLA 126.78 1.06 134.97 0.74 100.10 44591.51 445.47 -20.00 -890.93 CHF 1447.25 0.43 627.32 1.00 627.32 44591.51 71.08 -7.36 -52.32 COCOA 454.80 1.15 523.23 1.00 523.23 44591.51 85.22 13.87 118.24 COFFEE 679.69 2.14 1455.60 1.00 1455.60 44591.51 30.63 -4.91 -15.05 COPPER 947.62 1.05 991.32 1.00 991.32 44591.51 44.98 -4.38 -19.72 CORN 237.50 0.84 199.98 1.00 199.98 44591.51 222.98 -20.00 -445.96 COTTON2 424.45 1.12 475.27 1.00 475.27 44591.51 93.82 -8.05 -75.52 CRUDE_W 709.90 1.54 1094.73 1.00 1094.73 44591.51 40.73 3.31 13.50 DAX 167.44 0.67 112.29 1.09 122.44 44591.51 364.18 10.61 386.36 DOW 190.36 0.55 104.01 1.00 104.01 44591.51 428.74 4.95 212.31 DX 1030.60 0.39 404.16 1.00 404.16 44591.51 110.33 -0.25 -2.79 EUR 1364.81 0.44 598.90 1.00 598.90 44591.51 74.46 -0.88 -6.53 EURIBOR-ICE 2443.12 0.05 133.55 1.09 145.62 44591.51 306.21 5.56 170.22 EUROSTX 449.50 0.74 330.46 1.09 360.34 44591.51 123.75 8.23 101.89 FEEDCOW 1211.00 0.77 934.86 1.00 934.86 44591.51 47.70 -4.03 -19.24 GASOIL 759.50 1.60 1218.10 1.00 1218.10 44591.51 36.61 5.12 18.74 GASOLINE 1008.25 1.60 1609.22 1.00 1609.22 44591.51 27.71 -3.50 -9.70 GAS_US_mini 56.75 4.21 239.06 1.00 239.06 44591.51 186.53 -2.90 -54.05 GBP 793.81 0.49 390.03 1.00 390.03 44591.51 114.33 6.39 73.09 GOLD_micro 203.11 0.72 146.44 1.00 146.44 44591.51 304.50 -4.64 -141.35 HEATOIL 1062.22 1.57 1672.04 1.00 1672.04 44591.51 26.67 3.35 8.94 JGB-SGX-mini 146670.00 0.18 26817.78 0.01 181.46 44591.51 245.74 9.11 223.79 JPY 851.19 0.67 572.00 1.00 572.00 44591.51 77.96 -6.72 -52.37 LEANHOG 312.80 1.42 444.06 1.00 444.06 44591.51 100.42 3.18 31.93 LIVECOW 708.20 0.72 511.11 1.00 511.11 44591.51 87.24 -5.99 -52.22 LUMBER-new 151.25 1.25 189.32 1.00 189.32 44591.51 235.54 -12.51 -294.67 MILK 321.60 1.10 353.03 1.00 353.03 44591.51 126.31 -20.00 -252.62 MXP 289.60 0.70 203.44 1.00 203.44 44591.51 219.19 11.54 253.00 NASDAQ_micro 348.68 0.77 270.19 1.00 270.19 44591.51 165.04 5.68 93.78 NIKKEI 36285.00 0.88 32040.40 0.01 216.80 44591.51 205.68 15.17 312.12 NZD 611.25 0.64 393.40 1.00 393.40 44591.51 113.35 -1.11 -12.54 OAT 1287.60 0.42 535.56 1.09 583.97 44591.51 76.36 2.75 20.98 OATIES 185.75 2.10 390.05 1.00 390.05 44591.51 114.32 -8.94 -102.19 OJ 458.92 2.06 943.65 1.00 943.65 44591.51 47.25 -3.21 -15.18 PALLAD 948.50 2.84 2691.70 1.00 2691.70 44591.51 16.57 -2.73 -4.52 PLAT 453.30 1.62 732.77 1.00 732.77 44591.51 60.85 0.91 5.52 REDWHEAT 305.62 1.63 499.05 1.00 499.05 44591.51 89.35 -20.00 -178.71 RICE 359.00 0.96 343.49 1.00 343.49 44591.51 129.82 -3.88 -50.34 ROBUSTA 295.50 1.68 497.15 1.00 497.15 44591.51 89.69 9.91 88.93 RUSSELL 97.60 1.13 110.33 1.00 110.33 44591.51 404.17 -6.02 -243.38 SHATZ 1058.30 0.09 97.07 1.09 105.84 44591.51 421.29 -8.70 -366.66 SILVER-mini 573.75 1.51 866.77 1.00 866.77 44591.51 51.45 -5.92 -30.46 SMI 1112.20 0.58 640.88 1.16 741.53 44591.51 60.13 12.58 75.64 SOFR 2413.25 0.07 166.12 1.00 166.12 44591.51 268.44 -1.15 -30.98 SOYBEAN 595.62 0.78 465.66 1.00 465.66 44591.51 95.76 -18.31 -175.33 SOYMEAL 356.10 1.28 454.47 1.00 454.47 44591.51 98.12 -18.63 -182.78 SOYOIL 284.40 1.31 372.91 1.00 372.91 44591.51 119.58 -14.62 -174.79 SP400 2754.90 0.89 2451.89 1.00 2451.89 44591.51 18.19 -4.88 -8.87 SP500_micro 243.46 0.62 150.47 1.00 150.47 44591.51 296.34 5.20 154.03 SUGAR11 254.69 1.76 448.50 1.00 448.50 44591.51 99.42 -2.42 -24.09 US10 1111.25 0.38 419.27 1.00 419.27 44591.51 106.35 -3.74 -39.78 US10U 1152.34 0.49 565.44 1.00 565.44 44591.51 78.86 0.11 0.86 US2 2051.41 0.13 261.54 1.00 261.54 44591.51 170.49 -4.95 -84.36 US20 1199.69 0.71 852.38 1.00 852.38 44591.51 52.31 0.70 3.64 US30 1259.69 1.00 1259.21 1.00 1259.21 44591.51 35.41 -1.95 -6.89 US5 1076.72 0.26 284.81 1.00 284.81 44591.51 156.57 -4.55 -71.26 VIX 163.00 2.72 442.58 1.00 442.58 44591.51 100.75 -20.00 -201.51 WHEAT 317.88 1.36 431.44 1.00 431.44 44591.51 103.35 -18.42 -190.37 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -46.948 0.010 2.5 -1.218 BITCOIN 117.716 0.043 2.5 12.747 BOBL -121.001 0.004 2.5 -1.227 BTP 8.985 0.014 2.5 0.306 BUND -5.139 0.004 2.5 -0.052 BUXL -7.842 0.004 2.5 -0.080 CAC -3.916 0.014 2.5 -0.134 CAD -77.838 0.010 2.5 -2.020 CANOLA -890.934 0.010 2.5 -21.675 CHF -52.316 0.010 2.5 -1.357 COCOA 118.238 0.009 2.5 2.532 COFFEE -15.051 0.005 2.5 -0.176 COPPER -19.716 0.043 2.5 -2.135 CORN -445.964 0.010 2.5 -10.850 COTTON2 -75.518 0.009 2.5 -1.617 CRUDE_W 13.499 0.043 2.5 1.462 DAX 386.359 0.014 2.5 13.178 DOW 212.305 0.009 2.5 4.934 DX -2.795 0.010 2.5 -0.073 EUR -6.532 0.010 2.5 -0.169 EURIBOR-ICE 170.220 0.014 2.5 5.806 EUROSTX 101.894 0.014 2.5 3.475 FEEDCOW -19.238 0.013 2.5 -0.638 GASOIL 18.742 0.017 2.5 0.812 GASOLINE -9.702 0.017 2.5 -0.421 GAS_US_mini -54.051 0.043 2.5 -5.853 GBP 73.087 0.010 2.5 1.896 GOLD_micro -141.346 0.014 2.5 -4.821 HEATOIL 8.942 0.017 2.5 0.388 JGB-SGX-mini 223.789 0.043 2.5 24.234 JPY -52.365 0.010 2.5 -1.359 LEANHOG 31.932 0.024 2.5 1.941 LIVECOW -52.220 0.013 2.5 -1.730 LUMBER-new -294.665 0.009 2.5 -6.296 MILK -252.619 0.009 2.5 -5.410 MXP 253.002 0.059 2.5 37.134 NASDAQ_micro 93.777 0.009 2.5 2.179 NIKKEI 312.123 0.043 2.5 33.799 NZD -12.540 0.010 2.5 -0.325 OAT 20.983 0.014 2.5 0.716 OATIES -102.186 0.010 2.5 -2.486 OJ -15.183 0.009 2.5 -0.325 PALLAD -4.523 0.014 2.5 -0.154 PLAT 5.524 0.014 2.5 0.188 REDWHEAT -178.705 0.005 2.5 -2.371 RICE -50.336 0.010 2.5 -1.225 ROBUSTA 88.929 0.005 2.5 1.039 RUSSELL -243.382 0.013 2.5 -8.065 SHATZ -366.657 0.004 2.5 -3.718 SILVER-mini -30.459 0.014 2.5 -1.039 SMI 75.642 0.014 2.5 2.580 SOFR -30.982 0.024 2.5 -1.883 SOYBEAN -175.329 0.004 2.5 -1.631 SOYMEAL -182.778 0.004 2.5 -1.700 SOYOIL -174.792 0.004 2.5 -1.627 SP400 -8.871 0.013 2.5 -0.294 SP500_micro 154.028 0.009 2.5 3.580 SUGAR11 -24.089 0.009 2.5 -0.512 US10 -39.777 0.005 2.5 -0.504 US10U 0.861 0.005 2.5 0.011 US2 -84.364 0.005 2.5 -1.069 US20 3.639 0.005 2.5 0.046 US30 -6.889 0.005 2.5 -0.087 US5 -71.260 0.005 2.5 -0.903 VIX -201.509 0.099 2.5 -49.741 WHEAT -190.372 0.005 2.5 -2.525 ===================== Position diags ===================== AUD 2.80 BITCOIN 39.76 BOBL 1.56 BTP 2.27 BUND 0.79 BUXL 0.33 CAC 2.65 CAD 4.25 CANOLA 10.84 CHF 1.84 COCOA 1.83 COFFEE 0.36 COPPER 4.87 CORN 5.42 COTTON2 2.01 CRUDE_W 4.41 DAX 12.42 DOW 9.96 DX 2.86 EUR 1.93 EURIBOR-ICE 10.44 EUROSTX 4.22 FEEDCOW 1.58 GASOIL 1.59 GASOLINE 1.20 GAS_US_mini 20.20 GBP 2.97 GOLD_micro 10.39 HEATOIL 1.16 JGB-SGX-mini 26.61 JPY 2.02 LEANHOG 6.10 LIVECOW 2.89 LUMBER-new 5.03 MILK 2.71 MXP 32.17 NASDAQ_micro 3.84 NIKKEI 22.27 NZD 2.94 OAT 2.60 OATIES 2.78 OJ 1.01 PALLAD 0.57 PLAT 2.08 REDWHEAT 1.19 RICE 3.16 ROBUSTA 1.05 RUSSELL 13.39 SHATZ 4.27 SILVER-mini 1.75 SMI 2.05 SOFR 16.31 SOYBEAN 0.89 SOYMEAL 0.91 SOYOIL 1.11 SP400 0.60 SP500_micro 6.89 SUGAR11 2.11 US10 1.35 US10U 1.00 US2 2.16 US20 0.66 US30 0.45 US5 1.98 VIX 24.87 WHEAT 1.37 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -1.2 -1.5 -0.9 0.0 0 BITCOIN 12.7 8.8 16.7 6.0 6 BOBL -1.2 -1.4 -1.1 -8.0 -8 BTP 0.3 0.1 0.5 1.0 1 BUND -0.1 -0.1 0.0 0.0 0 BUXL -0.1 -0.1 -0.0 0.0 0 CAC -0.1 -0.4 0.1 0.0 0 CAD -2.0 -2.4 -1.6 0.0 0 CANOLA -21.7 -22.8 -20.6 -6.0 -6 CHF -1.4 -1.5 -1.2 -3.0 -3 COCOA 2.5 2.3 2.7 2.0 2 COFFEE -0.2 -0.2 -0.1 0.0 0 COPPER -2.1 -2.6 -1.6 -2.0 -2 CORN -10.8 -11.4 -10.3 -9.0 -9 COTTON2 -1.6 -1.8 -1.4 -4.0 -4 CRUDE_W 1.5 1.0 1.9 1.0 1 DAX 13.2 11.9 14.4 0.0 0 DOW 4.9 3.9 5.9 4.0 4 DX -0.1 -0.4 0.2 NaN 0 EUR -0.2 -0.4 0.0 -1.0 -1 EURIBOR-ICE 5.8 4.8 6.9 7.0 7 EUROSTX 3.5 3.1 3.9 15.0 15 FEEDCOW -0.6 -0.8 -0.5 -1.0 -1 GASOIL 0.8 0.7 1.0 0.0 0 GASOLINE -0.4 -0.5 -0.3 0.0 0 GAS_US_mini -5.9 -7.9 -3.8 -4.0 -4 GBP 1.9 1.6 2.2 4.0 4 GOLD_micro -4.8 -5.9 -3.8 -19.0 -19 HEATOIL 0.4 0.3 0.5 0.0 0 JGB-SGX-mini 24.2 21.6 26.9 14.0 14 JPY -1.4 -1.6 -1.2 -5.0 -5 LEANHOG 1.9 1.3 2.6 2.0 2 LIVECOW -1.7 -2.0 -1.4 0.0 0 LUMBER-new -6.3 -6.8 -5.8 NaN 0 MILK -5.4 -5.7 -5.1 NaN 0 MXP 37.1 33.9 40.4 52.0 52 NASDAQ_micro 2.2 1.8 2.6 9.0 9 NIKKEI 33.8 31.6 36.0 34.0 34 NZD -0.3 -0.6 -0.0 2.0 2 OAT 0.7 0.5 1.0 0.0 0 OATIES -2.5 -2.8 -2.2 NaN 0 OJ -0.3 -0.4 -0.2 NaN 0 PALLAD -0.2 -0.2 -0.1 0.0 0 PLAT 0.2 -0.0 0.4 0.0 0 REDWHEAT -2.4 -2.5 -2.3 -3.0 -3 RICE -1.2 -1.5 -0.9 NaN 0 ROBUSTA 1.0 0.9 1.1 1.0 1 RUSSELL -8.1 -9.4 -6.7 -9.0 -9 SHATZ -3.7 -4.1 -3.3 NaN 0 SILVER-mini -1.0 -1.2 -0.9 NaN 0 SMI 2.6 2.4 2.8 8.0 8 SOFR -1.9 -3.5 -0.3 NaN 0 SOYBEAN -1.6 -1.7 -1.5 -2.0 -2 SOYMEAL -1.7 -1.8 -1.6 -3.0 -3 SOYOIL -1.6 -1.7 -1.5 -3.0 -3 SP400 -0.3 -0.4 -0.2 0.0 0 SP500_micro 3.6 2.9 4.3 3.0 3 SUGAR11 -0.5 -0.7 -0.3 -1.0 -1 US10 -0.5 -0.6 -0.4 -2.0 -2 US10U 0.0 -0.1 0.1 0.0 0 US2 -1.1 -1.3 -0.9 NaN 0 US20 0.0 -0.0 0.1 3.0 3 US30 -0.1 -0.1 -0.0 0.0 0 US5 -0.9 -1.1 -0.7 0.0 0 VIX -49.7 -52.2 -47.3 -17.0 -17 WHEAT -2.5 -2.7 -2.4 -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 3.7 3.7 3.7 1.3 1.0 3.1 1.3 4.2 1.3 1.0 3.1 1.3 3.9 1.2 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 3.7 3.7 3.7 3.9 3.9 3.9 3.9 MILK 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -0.6 0.3 0.5 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.0 -0.2 -0.2 -0.1 0.1 -0.0 -0.1 -0.0 -0.1 0.1 0.1 -0.2 -0.1 -0.1 0.4 0.0 -0.0 0.1 -0.1 -0.0 -0.0 -0.1 -0.2 -0.4 -0.1 -0.0 -0.6 -0.3 -0.2 0.1 BITCOIN -0.4 0.0 0.6 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 0.5 -0.2 0.6 0.0 0.2 -0.1 -0.1 -0.2 -0.1 0.2 0.2 -0.1 0.4 0.0 -2.7 0.1 -0.1 0.2 -0.1 0.2 -0.0 -0.1 0.2 0.4 0.6 0.6 -0.2 0.3 0.2 0.5 BOBL -0.6 0.5 0.6 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.0 0.0 0.0 -0.4 -0.2 -0.4 -0.4 0.1 0.1 -0.1 -0.0 -0.0 1.0 0.0 -0.0 0.0 -0.0 0.0 -0.0 -1.1 -0.2 -0.4 -0.1 0.1 -0.7 -0.7 -0.0 -0.6 BTP -0.6 0.6 0.6 0.0 -0.0 0.1 -0.0 -0.0 0.0 -0.1 0.2 -0.1 0.3 0.0 0.1 0.1 0.1 0.1 0.1 0.2 0.2 -0.1 0.2 0.0 -1.4 0.0 -0.0 0.1 -0.0 0.1 0.0 0.7 0.1 -0.4 -0.0 0.2 -0.5 -0.7 0.3 0.1 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 -0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.0 0.7 0.0 -0.0 0.0 -0.0 0.0 -0.0 0.4 -0.2 -0.5 -0.1 0.1 -0.6 -0.7 -0.0 -0.3 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 -0.2 0.0 0.1 -0.0 0.0 0.0 0.0 0.1 0.1 -0.1 -0.1 -0.0 0.1 0.0 -0.0 0.1 -0.0 -0.0 -0.0 0.2 -0.1 -0.6 -0.1 0.1 -0.7 -0.7 -0.0 0.3 CAC -0.6 0.3 0.2 0.0 0.0 0.1 -0.0 0.1 0.0 -0.0 0.4 -0.2 0.7 -0.0 0.2 -0.2 -0.1 -0.2 -0.1 0.1 0.1 -0.1 0.3 -0.0 -1.1 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.0 -0.3 -0.6 -0.3 -0.3 0.1 0.3 0.4 0.5 CAD -0.5 0.5 0.2 0.1 -0.0 0.1 -0.1 0.1 -0.0 -0.1 0.0 -0.2 -0.2 -0.0 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.1 -0.1 -0.1 -0.0 0.3 0.0 -0.0 0.1 -0.1 -0.0 -0.0 0.0 0.0 -0.3 0.2 -0.5 -0.7 -0.6 -0.0 -0.5 CANOLA -0.4 -0.6 -0.6 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.0 -0.3 -0.1 -0.3 -0.1 -0.1 -0.2 -0.0 -0.2 -0.2 -0.2 -0.2 -0.0 -0.4 -0.2 -2.7 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.6 -0.6 -0.6 -0.5 -0.5 -0.2 -0.1 CHF -0.4 0.5 0.4 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.2 0.2 -0.2 0.4 -0.0 0.1 -0.3 -0.3 -0.3 -0.3 0.2 0.2 -0.2 0.2 -0.0 -1.1 0.1 -0.1 0.1 -0.1 0.1 0.0 -1.1 -0.5 0.4 0.6 0.5 -0.7 -0.7 -0.5 -0.7 COCOA -0.5 -0.1 0.4 -0.0 0.2 -0.1 0.1 -0.2 0.0 0.2 0.5 0.2 0.7 0.2 0.2 0.2 0.0 0.2 0.1 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.3 0.1 0.5 0.1 0.6 0.5 -0.1 0.6 0.6 0.7 0.1 0.7 0.7 COFFEE -0.6 0.2 0.6 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.0 0.1 -0.1 -0.0 -0.0 0.1 0.1 0.1 0.2 0.1 0.1 0.1 -0.0 0.1 -0.0 -2.2 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.8 -0.5 -0.6 0.4 0.6 -0.5 -0.7 -0.4 -0.3 COPPER -0.5 0.1 0.3 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 -0.1 -0.1 -1.2 -0.0 -0.0 0.0 -0.1 -0.0 -0.1 0.1 0.2 0.2 0.4 0.3 -0.3 -0.2 0.3 -0.1 CORN -0.6 -0.4 -0.3 -0.0 0.2 -0.1 0.1 -0.3 0.0 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.2 -0.1 -0.2 -0.1 -0.2 -0.2 -0.2 -0.5 -0.2 -2.7 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.5 -0.6 -0.6 -0.3 -0.3 -0.5 -0.1 0.1 COTTON2 0.4 0.2 -0.4 -0.0 0.1 -0.1 0.1 -0.2 0.0 0.2 -0.4 0.2 -0.3 0.1 -0.1 -0.2 -0.0 -0.2 -0.1 -0.0 -0.1 0.2 -0.3 0.1 -2.7 0.0 0.1 -0.1 0.1 -0.1 0.1 -0.0 0.3 0.6 0.5 -0.5 -0.5 -0.5 -0.2 -0.0 CRUDE_W -0.1 -0.3 -0.3 -0.0 0.1 -0.1 0.1 0.0 0.0 0.1 0.1 -0.1 0.2 -0.1 -0.2 0.1 0.2 0.1 0.2 -0.1 -0.0 0.0 0.2 -0.1 -0.6 -0.0 0.0 -0.0 0.0 0.2 -0.0 -0.1 -0.4 -0.4 -0.0 0.3 0.7 0.5 0.7 0.5 DAX -0.6 0.5 0.4 0.0 0.0 0.1 -0.0 0.1 0.0 0.0 0.4 -0.1 0.7 0.1 0.2 -0.3 -0.2 -0.3 -0.2 0.2 0.2 -0.1 0.3 0.0 2.3 0.0 0.0 0.1 -0.0 0.1 0.0 -0.4 -0.2 -0.2 0.1 0.2 0.1 0.2 0.4 0.7 DOW -0.5 0.6 0.6 0.0 0.0 0.1 -0.0 0.1 0.0 0.1 0.5 0.0 0.6 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.0 0.5 0.2 -1.9 0.1 0.0 0.2 0.0 0.1 0.0 -0.4 0.4 0.4 0.6 0.5 -0.3 -0.1 -0.2 -0.2 DX 0.5 -0.4 -0.5 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.1 0.0 0.2 -0.2 0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.1 0.1 0.0 0.0 -2.7 -0.0 0.0 -0.1 0.0 0.0 0.0 0.8 0.5 0.6 -0.6 -0.6 0.6 0.1 0.7 0.3 EUR -0.3 0.2 0.3 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 -0.0 -0.2 0.3 -0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.1 0.0 -0.0 1.8 0.0 -0.0 0.1 -0.0 0.0 0.0 -0.4 0.2 0.2 -0.3 -0.0 -0.7 -0.4 -0.6 -0.3 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 0.1 0.0 0.1 0.0 -0.1 -0.0 -0.1 0.1 0.1 -0.1 0.1 0.0 2.1 0.0 -0.0 0.1 -0.0 0.0 0.0 -0.3 -0.1 -0.3 0.1 0.4 -0.7 -0.7 0.2 0.7 EUROSTX -0.6 0.3 0.3 0.0 0.0 0.1 -0.0 0.1 0.0 0.1 0.4 -0.1 0.7 -0.0 0.2 0.2 0.0 0.1 0.0 0.1 0.2 -0.0 0.4 -0.0 0.4 0.0 0.0 0.1 -0.0 0.2 -0.0 0.6 -0.2 -0.4 -0.3 0.1 -0.1 0.3 0.1 0.6 FEEDCOW 0.6 -0.1 -0.6 -0.0 0.1 -0.1 0.1 -0.2 0.0 0.1 -0.3 0.2 -0.1 0.2 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 0.2 -0.2 0.1 -0.4 -0.0 0.0 -0.1 0.1 0.0 0.0 -1.1 0.1 0.2 0.1 -0.6 0.5 0.2 0.7 0.4 GASOIL 0.1 -0.3 -0.4 -0.0 0.0 -0.1 0.0 0.0 0.0 0.1 0.1 0.1 0.2 0.0 -0.1 0.4 0.4 0.4 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 1.0 -0.2 -0.1 0.1 0.1 -0.4 -0.1 -0.7 -0.3 GASOLINE 0.1 -0.1 -0.5 -0.0 0.1 -0.1 0.1 0.0 0.0 0.2 -0.1 0.2 0.2 0.1 -0.1 -0.4 0.2 -0.4 -0.2 -0.0 -0.0 0.1 0.1 0.0 -2.7 -0.0 0.1 -0.0 0.1 0.1 0.0 -0.7 -0.1 -0.1 0.3 0.1 0.7 0.4 0.7 0.4 GAS_US_mini 0.6 -0.1 -0.1 -0.0 0.0 -0.0 0.0 0.0 0.0 -0.1 -0.3 -0.0 -0.5 -0.0 -0.1 0.4 -0.4 0.3 -0.2 -0.1 -0.2 -0.0 -0.5 -0.0 2.5 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -1.1 -0.4 0.4 -0.1 0.1 -0.6 0.1 -0.7 -0.0 GBP -0.1 0.3 0.3 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.0 0.0 -0.0 0.4 0.1 0.2 -0.0 -0.0 -0.0 -0.0 0.1 0.1 -0.0 0.1 0.1 0.3 0.1 -0.0 0.1 0.0 0.1 0.0 0.2 0.4 0.6 0.1 0.1 -0.6 -0.0 -0.4 0.3 GOLD_micro -0.4 0.1 0.4 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.2 -0.1 0.3 -0.0 0.1 -0.3 -0.3 -0.3 -0.3 0.0 0.1 -0.1 0.1 -0.0 -0.7 0.0 0.0 0.1 0.0 0.1 -0.0 -0.8 0.5 0.6 0.6 0.6 -0.7 -0.7 -0.6 -0.5 HEATOIL 0.2 -0.3 -0.5 -0.0 0.1 -0.1 0.1 0.0 0.0 0.1 0.1 0.1 0.1 0.0 -0.1 0.4 0.4 0.4 0.4 -0.1 -0.0 0.1 0.2 0.0 -2.7 -0.0 0.0 -0.0 0.1 0.2 0.0 1.1 -0.1 0.1 0.2 0.2 0.5 0.0 0.4 -0.1 JGB-SGX-mini 0.2 0.6 0.4 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.1 -0.0 0.2 0.1 0.1 0.2 0.4 0.2 0.3 0.1 0.1 -0.0 0.1 0.1 -0.4 0.0 -0.0 0.0 -0.0 0.0 0.0 1.1 0.1 0.2 -0.0 -0.0 0.0 -0.7 0.3 0.5 JPY -0.6 0.6 0.6 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 -0.1 -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 -0.0 -0.2 -0.4 -0.7 -0.2 -0.7 LEANHOG 0.3 0.0 -0.2 -0.0 0.1 -0.1 0.1 -0.2 0.0 0.0 -0.2 0.1 -0.4 0.1 -0.1 -0.4 -0.0 -0.4 -0.3 -0.0 -0.1 0.1 -0.5 0.1 2.2 0.0 0.0 -0.0 0.1 -0.2 0.1 -0.2 0.1 0.6 0.6 0.1 -0.4 -0.3 0.2 0.4 LIVECOW 0.5 -0.3 -0.6 -0.0 0.1 -0.1 0.1 -0.2 0.0 0.1 -0.3 0.2 -0.1 0.1 -0.1 -0.4 -0.1 -0.3 -0.2 -0.1 -0.2 0.2 -0.2 0.1 -0.1 -0.1 0.0 -0.1 0.0 0.0 -0.0 -0.4 -0.1 -0.1 -0.3 -0.6 0.3 -0.1 0.5 0.1 LUMBER-new -0.5 0.4 0.5 -0.0 0.2 -0.2 0.2 -0.3 0.0 -0.2 -0.1 -0.3 -0.7 -0.1 0.2 -0.4 -0.3 -0.3 -0.3 0.1 0.1 -0.2 -0.2 -0.1 NaN 0.0 -0.1 0.1 -0.1 -0.0 -0.0 -1.2 -0.6 -0.7 0.3 0.7 -0.4 -0.8 -0.2 -0.8 MILK 0.2 -0.6 -0.6 -0.0 0.1 -0.1 0.1 -0.2 0.0 -0.1 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.2 1.8 -0.1 -0.0 -0.2 -0.0 -0.3 -0.0 -1.1 -0.5 -0.2 -0.6 -0.6 -0.7 -0.7 -0.7 -0.7 MXP -0.2 0.3 0.1 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.4 -0.1 0.7 0.1 0.2 0.3 0.3 0.3 0.3 0.1 0.2 -0.0 0.5 0.1 -2.7 0.1 -0.0 0.2 -0.0 0.3 0.0 1.1 0.1 0.4 -0.1 -0.1 0.5 0.7 0.7 0.7 NASDAQ_micro -0.5 0.4 0.4 0.0 0.0 0.1 -0.0 0.1 0.0 0.1 0.4 0.1 0.5 0.1 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 0.2 0.1 -0.3 0.5 0.6 0.4 0.5 0.5 -0.2 0.6 -0.2 NIKKEI 0.6 0.3 0.2 0.0 0.0 0.1 -0.0 0.1 0.0 0.2 0.5 0.2 0.7 0.2 0.2 0.4 0.2 0.3 0.3 0.2 0.2 0.2 0.5 0.2 -1.9 0.1 0.1 0.1 0.1 0.2 0.1 1.1 0.5 0.6 0.5 0.2 -0.4 -0.1 -0.1 0.0 NZD -0.6 0.4 0.5 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.1 -0.2 0.1 -0.0 0.1 0.0 0.0 0.0 0.0 0.1 0.1 -0.2 0.0 -0.1 0.1 0.0 -0.1 0.1 -0.1 0.0 -0.0 0.2 -0.3 -0.3 0.0 0.1 -0.3 -0.4 -0.2 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 -0.0 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 0.0 -0.0 1.0 0.0 -0.0 0.1 -0.0 0.0 -0.0 0.7 -0.1 -0.5 -0.0 0.2 -0.6 -0.7 0.1 0.2 OATIES 0.1 -0.0 -0.6 -0.0 0.1 -0.0 0.0 -0.1 0.0 0.0 -0.2 -0.0 -0.2 -0.0 -0.1 0.0 -0.1 -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 -0.4 0.1 0.1 -0.0 -0.5 -0.1 0.2 0.2 0.6 OJ -0.6 -0.6 -0.6 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.0 0.1 -0.1 0.3 -0.1 -0.1 0.0 0.4 0.2 0.3 -0.1 0.0 -0.1 0.5 -0.2 -2.7 -0.0 0.0 0.1 -0.0 0.2 -0.0 1.1 -0.5 -0.6 -0.6 0.5 0.3 0.4 0.7 0.7 PALLAD -0.6 0.4 0.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.3 -0.1 0.9 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.3 0.1 -0.1 0.1 -0.3 -0.2 -0.2 -0.1 -0.1 PLAT -0.6 0.2 0.2 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 1.6 -0.0 -0.0 0.0 -0.1 -0.0 -0.0 0.3 -0.1 0.0 0.2 0.1 -0.2 -0.2 0.5 -0.0 REDWHEAT -0.2 0.1 -0.3 -0.0 0.1 -0.1 0.1 -0.2 0.0 -0.0 -0.5 -0.1 -0.6 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.2 -0.2 -0.1 -0.5 -0.2 -1.8 -0.1 0.0 -0.2 -0.0 -0.3 -0.0 0.1 -0.5 -0.4 0.0 -0.6 -0.7 -0.7 -0.7 -0.5 RICE -0.2 0.0 0.3 -0.0 0.1 -0.1 0.1 -0.2 0.0 0.1 0.4 0.0 0.5 0.1 0.1 -0.3 -0.0 -0.3 -0.2 0.1 0.1 0.1 0.3 0.1 -2.7 0.0 0.0 0.1 0.0 0.1 -0.0 0.0 -0.2 -0.6 -0.2 0.4 -0.0 -0.3 0.3 -0.0 ROBUSTA 0.0 0.5 0.1 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 0.3 0.1 0.4 0.1 0.1 0.4 0.4 0.4 0.4 0.2 0.2 0.1 0.3 0.2 -2.4 0.0 0.0 0.1 0.0 0.1 0.0 1.1 0.4 0.4 0.6 0.6 -0.4 -0.5 -0.1 0.0 RUSSELL -0.6 0.6 0.5 0.0 0.0 0.1 -0.0 0.0 0.0 -0.0 0.1 -0.1 0.0 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.1 0.0 -0.0 -0.3 0.0 0.0 0.1 -0.0 0.0 0.0 -0.0 -0.1 -0.3 0.1 -0.1 -0.7 -0.6 -0.7 -0.7 SHATZ -0.6 0.5 0.6 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.2 0.0 0.0 -0.4 -0.4 -0.4 -0.4 0.0 0.0 -0.1 -0.1 -0.0 1.1 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -1.1 -0.2 -0.3 0.0 0.1 -0.6 -0.7 -0.2 -0.7 SILVER-mini -0.6 -0.2 0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.2 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 0.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 0.2 0.2 0.0 -0.0 -0.7 -0.6 0.3 -0.4 SMI -0.1 0.6 0.2 0.0 0.0 0.1 -0.0 0.1 0.0 -0.0 0.1 0.0 0.2 0.2 0.2 0.3 0.1 0.2 0.1 0.2 0.1 -0.0 0.0 0.1 1.5 0.1 -0.0 0.1 -0.0 0.0 0.0 1.1 -0.2 0.5 0.3 -0.3 0.0 -0.2 0.3 -0.2 SOFR -0.5 0.6 0.6 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.0 0.0 0.1 0.0 -0.0 0.0 0.0 0.1 0.1 -0.1 -0.0 -0.0 -0.3 0.0 -0.0 0.1 -0.0 -0.0 0.0 0.1 0.2 0.1 0.0 0.0 -0.7 -0.7 -0.2 -0.2 SOYBEAN -0.6 -0.6 -0.2 -0.0 0.1 -0.1 0.1 -0.2 0.0 -0.1 0.0 -0.2 0.1 -0.2 -0.2 0.2 0.3 0.3 0.3 -0.2 -0.2 -0.2 -0.1 -0.2 -2.7 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 1.1 -0.5 -0.6 -0.6 0.0 -0.6 -0.7 -0.7 -0.7 SOYMEAL -0.6 -0.6 -0.1 -0.0 0.1 -0.1 0.1 -0.2 0.0 -0.1 -0.3 -0.2 -0.0 -0.2 -0.2 0.1 0.3 0.2 0.2 -0.2 -0.1 -0.2 -0.0 -0.2 -2.7 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 1.1 -0.5 -0.6 -0.6 0.0 -0.7 -0.7 -0.7 -0.6 SOYOIL -0.2 -0.3 -0.6 -0.0 0.1 -0.1 0.1 -0.2 0.0 -0.1 -0.3 -0.1 -0.3 -0.2 -0.2 -0.1 0.1 -0.0 0.1 -0.2 -0.2 -0.1 -0.4 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.8 -0.3 -0.3 0.0 -0.5 -0.3 -0.1 -0.1 0.3 SP400 -0.6 0.6 0.4 0.0 0.0 0.1 -0.0 0.1 0.0 0.0 0.2 -0.1 0.2 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.1 0.0 -1.4 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.1 -0.2 0.2 -0.0 -0.7 -0.3 -0.7 -0.7 SP500_micro -0.4 0.6 0.5 0.0 0.0 0.1 -0.0 0.1 0.0 0.1 0.5 0.1 0.6 0.2 0.2 -0.3 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 0.1 0.2 0.0 0.2 0.1 -0.4 0.5 0.6 0.4 0.4 0.1 -0.2 0.4 -0.2 SUGAR11 0.5 -0.6 -0.6 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 -0.1 0.1 0.2 -0.1 -0.1 0.3 0.4 0.4 0.4 -0.1 -0.1 0.1 0.1 0.0 -2.7 -0.0 0.0 -0.1 0.0 0.0 -0.0 1.1 0.0 0.2 -0.6 -0.5 0.2 -0.2 0.4 0.2 US10 -0.4 0.6 0.6 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.1 0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.0 -0.1 -0.1 0.0 0.2 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.6 0.2 0.1 0.0 -0.0 -0.7 -0.7 -0.5 0.2 US10U -0.5 0.6 0.6 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.2 0.0 0.1 0.1 0.0 0.0 0.0 0.1 0.0 -0.1 -0.2 -0.0 -0.2 0.0 -0.0 0.0 -0.0 -0.1 0.0 0.2 0.3 0.1 0.0 -0.1 -0.7 -0.7 0.2 0.5 US2 -0.2 0.6 0.6 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 -0.0 -0.1 -0.2 0.0 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.0 -0.0 -0.1 0.0 1.1 0.0 -0.0 0.0 0.0 -0.0 0.0 -1.1 0.2 0.2 0.1 0.1 -0.6 -0.7 -0.4 -0.7 US20 -0.5 0.6 0.6 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.1 0.0 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.0 -0.1 -0.1 -0.0 -0.2 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.0 0.2 0.0 0.1 -0.1 -0.7 -0.7 0.7 0.7 US30 -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 -0.0 0.1 -0.2 -0.1 -0.1 -0.1 0.0 0.0 -0.1 -0.2 -0.0 -0.2 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.4 0.1 -0.1 -0.0 -0.1 -0.5 -0.6 0.7 0.7 US5 -0.3 0.6 0.6 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.1 0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.0 -0.0 -0.1 0.0 0.5 0.0 -0.0 0.0 0.0 -0.0 0.0 -0.9 0.2 0.2 0.1 0.0 -0.7 -0.7 -0.7 -0.3 VIX 0.0 -0.3 -1.0 -0.1 -0.1 -0.4 -0.1 -0.6 -0.1 -0.0 -0.9 -0.2 -1.2 -0.2 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.1 -0.9 -0.2 NaN -0.1 -0.1 -0.4 -0.1 -0.7 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.3 0.2 0.1 -0.0 0.1 -0.1 0.1 -0.2 0.0 -0.1 -0.4 -0.2 -0.7 -0.1 -0.0 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 -0.1 -0.5 -0.1 -0.4 -0.0 -0.0 -0.2 -0.0 -0.3 -0.0 -0.7 -0.5 -0.4 0.2 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 -19.2 10.1 16.3 3.4 -3.8 3.9 -4.0 2.8 -0.3 -9.7 1.6 -15.2 -6.8 -7.5 6.9 -2.2 -2.8 -2.5 -2.7 4.7 5.2 -17.4 -2.6 -7.6 2.8 2.4 -5.3 2.4 -6.3 -0.4 -2.2 -1.0 -9.4 -11.3 -4.5 -0.7 -17.8 -10.3 -6.7 4.2 BITCOIN -13.7 0.9 20.0 -4.2 -3.9 -1.7 -8.4 -0.5 -7.7 -15.4 17.7 -14.1 17.6 4.0 16.2 -6.3 -6.3 -7.8 -7.5 16.1 20.0 -15.7 16.6 0.1 -20.0 5.5 -6.1 8.1 -5.0 6.2 -0.6 -1.6 8.1 13.3 20.0 20.0 -5.6 9.3 5.6 15.3 BOBL -20.0 16.5 20.0 1.8 -2.4 1.2 -1.6 -0.4 0.3 -7.9 3.8 -8.4 -1.4 0.6 4.5 -20.0 -12.1 -20.0 -18.4 5.4 6.3 -10.6 -0.5 -3.5 7.5 1.4 -3.1 1.6 -2.7 0.1 -0.9 -20.0 -8.4 -13.1 -2.3 2.9 -20.0 -20.0 -0.9 -19.0 BTP -20.0 20.0 20.0 2.9 -3.9 1.9 -2.5 -0.7 0.5 -7.6 9.1 -11.8 7.6 3.5 9.6 4.3 6.9 5.3 5.8 14.8 14.8 -6.3 5.9 3.1 -10.5 3.5 -1.5 3.5 -1.5 1.6 0.6 12.9 6.2 -13.1 -1.0 7.6 -16.2 -20.0 10.5 2.2 BUND -20.0 19.4 20.0 2.0 -2.8 1.3 -1.8 -0.5 0.4 -8.1 4.5 -9.6 -1.6 0.5 5.1 5.0 4.4 3.2 2.7 7.0 7.7 -11.3 -0.8 -3.4 5.3 1.5 -2.8 1.8 -2.8 0.2 -0.9 7.8 -7.7 -16.4 -2.7 2.9 -19.2 -20.0 -0.7 -8.2 BUXL -20.0 20.0 20.0 2.5 -3.4 1.6 -2.2 -0.6 0.5 -8.3 5.0 -11.5 -5.1 0.3 6.1 -0.1 0.6 0.1 0.4 8.5 7.9 -11.7 -3.8 -3.3 1.0 2.0 -2.2 1.9 -2.5 -0.3 -0.7 2.9 -5.8 -19.2 -1.8 2.8 -20.0 -20.0 -1.2 8.6 CAC -20.0 10.1 5.4 4.6 1.4 4.4 -1.2 2.7 1.0 -0.2 13.2 -14.4 19.4 -3.2 14.5 -9.6 -4.9 -8.6 -7.2 7.5 10.1 -10.0 11.5 -4.6 -8.6 2.7 -1.2 3.8 -3.7 3.6 -1.9 0.2 -12.9 -19.8 -8.5 -7.9 3.7 9.0 10.8 15.2 CAD -14.4 16.1 7.6 4.7 -5.3 5.3 -5.6 3.8 -0.4 -8.4 0.6 -19.8 -5.1 -1.0 9.8 -1.7 -2.2 -2.0 -2.2 9.1 6.0 -14.5 -3.6 -3.3 2.1 3.8 -1.9 2.2 -4.9 -1.2 -0.5 0.0 0.0 -9.8 5.7 -14.5 -20.0 -16.6 -1.4 -14.1 CANOLA -13.7 -20.0 -20.0 -1.1 7.9 -2.4 5.7 -3.2 1.6 4.7 -9.4 -6.8 -7.9 -9.7 -10.7 -10.6 -1.3 -10.7 -7.7 -20.0 -19.2 -5.2 -14.8 -14.0 -20.0 -4.2 0.0 -4.2 -0.8 -3.4 -2.8 -1.5 -9.9 -17.8 -20.0 -20.0 -15.7 -13.5 -7.4 -2.2 CHF -12.0 16.2 12.1 3.9 -4.4 4.4 -4.6 3.2 -0.3 -18.6 8.3 -16.9 11.5 -0.7 12.3 -15.2 -15.5 -16.0 -16.0 14.1 14.1 -20.0 8.9 -3.5 -8.0 5.2 -8.4 4.2 -5.4 2.3 1.1 -20.0 -20.0 11.1 18.8 14.4 -20.0 -19.5 -16.4 -20.0 COCOA -15.6 -4.4 10.9 -2.2 16.8 -5.0 12.0 -6.7 3.3 20.0 20.0 20.0 20.0 20.0 20.0 11.1 2.1 8.7 5.0 20.0 20.0 20.0 20.0 20.0 -20.0 7.3 12.0 11.3 7.8 13.1 4.7 11.6 19.1 -4.0 20.0 20.0 20.0 2.0 20.0 20.0 COFFEE -17.6 6.7 20.0 -1.2 9.3 -2.8 6.6 -3.7 1.8 3.3 4.9 -9.5 -0.8 -2.0 5.8 7.5 4.6 7.6 5.9 5.2 6.8 -4.1 2.2 -1.9 -16.5 2.1 -1.0 3.3 -3.2 1.8 -1.6 14.7 -20.0 -19.6 13.0 20.0 -14.7 -20.0 -11.1 -10.3 COPPER -15.0 3.7 10.0 -3.7 -3.4 -1.5 -7.5 -0.5 -6.9 -0.3 -1.8 -13.5 -3.5 -10.1 4.5 -6.2 -4.7 -6.1 -5.8 -0.3 0.6 -7.9 -3.2 -7.2 -8.9 -0.2 -1.7 0.9 -6.6 -0.9 -4.9 1.2 9.4 6.3 11.0 7.9 -10.3 -7.3 10.4 -4.4 CORN -20.0 -11.5 -8.5 -2.3 17.6 -5.2 12.6 -7.0 3.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -11.6 -2.7 -9.7 -7.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -8.7 -6.2 -5.8 -10.4 -5.1 -11.3 -2.7 -20.0 -20.0 -20.0 -8.2 -7.9 -15.2 -2.8 2.3 COTTON2 11.8 5.0 -13.7 -2.2 16.4 -4.9 11.7 -6.5 3.3 20.0 -13.0 20.0 -8.3 11.8 -11.5 -9.3 -1.4 -8.2 -5.6 -3.3 -10.5 20.0 -10.6 10.0 -20.0 0.9 15.2 -3.2 13.0 -2.3 8.2 -0.0 10.8 20.0 15.0 -15.4 -16.3 -15.9 -5.4 -0.0 CRUDE_W -1.9 -9.9 -9.7 -3.4 6.4 -2.6 5.2 0.9 0.8 11.4 3.7 -5.9 5.7 -8.7 -15.0 6.3 9.4 7.4 8.6 -7.6 -1.6 0.4 6.5 -4.7 -4.5 -4.6 3.9 -0.7 2.5 5.1 -2.1 -1.1 -14.8 -11.2 -0.7 8.3 20.0 15.1 20.0 16.5 DAX -20.0 14.6 13.7 4.3 1.3 4.1 -1.2 2.5 0.9 2.2 15.5 -7.5 18.1 7.8 18.3 -15.3 -10.0 -13.7 -11.9 16.7 17.1 -5.6 12.6 2.8 17.4 4.4 0.0 4.6 -1.9 2.9 0.3 -8.1 -7.1 -7.5 3.6 5.1 2.3 6.5 12.2 19.8 DOW -14.0 20.0 20.0 3.9 1.2 3.7 -1.1 2.3 0.8 10.0 18.2 1.9 17.1 17.2 20.0 -12.2 -9.7 -11.5 -10.8 20.0 20.0 5.1 18.4 16.9 -14.3 6.6 4.5 5.7 2.7 3.7 4.2 -7.1 16.1 11.8 20.0 16.3 -8.5 -3.7 -5.4 -7.2 DX 15.3 -11.0 -15.6 3.1 -3.5 3.6 -3.7 2.6 -0.3 11.0 0.4 14.8 -6.3 4.8 -7.4 5.3 6.0 5.8 6.1 -5.5 -4.9 13.7 0.6 4.5 -20.0 -3.2 4.7 -2.2 4.2 0.6 0.2 14.2 20.0 17.2 -20.0 -20.0 17.2 3.4 20.0 10.2 EUR -9.8 6.2 9.8 3.6 -4.0 4.1 -4.2 2.9 -0.3 -12.9 -0.5 -16.3 7.3 -3.1 8.7 -5.5 -6.6 -5.8 -6.1 4.6 4.1 -9.1 0.2 -2.7 13.7 4.1 -3.7 2.9 -3.0 0.5 1.0 -7.2 7.4 5.5 -8.5 -0.5 -20.0 -11.9 -17.0 -7.7 EURIBOR-ICE -20.0 19.9 20.0 1.6 -2.2 1.1 -1.4 -0.4 0.3 -7.2 5.9 -7.1 1.9 2.8 5.9 2.1 -5.1 -0.8 -3.2 10.2 11.7 -7.9 4.1 0.4 15.7 2.2 -2.2 2.4 -1.5 0.9 0.2 -5.7 -5.8 -8.0 4.3 12.3 -20.0 -20.0 7.1 20.0 EUROSTX -20.0 8.6 10.4 4.5 1.4 4.2 -1.2 2.6 0.9 8.1 14.5 -10.2 19.5 -1.0 16.1 11.4 0.1 5.5 1.6 11.2 14.6 -5.5 14.6 -1.4 2.7 3.6 1.6 4.9 -2.1 4.3 -1.0 11.3 -7.6 -12.9 -8.8 2.1 -1.8 8.9 2.7 17.1 FEEDCOW 19.0 -1.8 -20.0 -1.7 13.0 -3.8 9.2 -5.1 2.6 15.6 -10.0 17.6 -2.8 14.0 -8.4 -20.0 -20.0 -20.0 -20.0 -7.5 -17.6 20.0 -6.6 12.3 -3.2 -3.0 5.1 -4.1 4.8 1.0 2.0 -20.0 3.9 4.8 4.3 -20.0 14.9 4.9 20.0 13.4 GASOIL 4.5 -9.2 -12.7 -2.9 5.5 -2.3 4.5 0.8 0.7 14.0 3.9 9.2 5.7 0.6 -10.4 20.0 20.0 17.9 19.2 -5.4 -1.7 4.7 7.4 0.1 8.1 -2.2 3.1 -0.1 2.1 3.7 0.1 18.6 -7.3 -2.7 2.0 4.2 -11.0 -3.3 -20.0 -9.1 GASOLINE 4.3 -2.0 -15.1 -3.5 6.6 -2.7 5.3 0.9 0.9 17.8 -2.8 14.5 4.3 6.5 -8.4 -20.0 8.0 -20.0 -10.9 -3.5 -3.9 10.7 4.1 3.9 -20.0 -2.6 6.6 -1.8 5.7 4.1 1.4 -13.7 -4.2 -4.4 9.2 3.3 20.0 12.5 20.0 10.6 GAS_US_mini 20.0 -2.5 -3.6 -2.2 4.2 -1.7 3.4 0.6 0.5 -11.6 -10.3 -2.9 -13.7 -1.6 -8.6 20.0 -19.3 13.0 -9.7 -10.6 -16.3 -5.4 -20.0 -3.7 19.1 -2.4 -2.3 -3.7 0.2 -3.2 0.3 -20.0 -16.2 12.3 -2.9 3.4 -17.6 2.7 -20.0 -1.2 GBP -3.2 9.4 9.1 3.9 -4.4 4.4 -4.6 3.2 -0.3 -0.9 1.6 -2.4 11.0 7.7 16.3 -0.1 -0.6 -0.3 -0.4 10.6 8.8 -1.2 4.6 4.9 2.2 6.1 -0.8 4.3 0.3 1.4 3.8 2.9 17.7 19.0 3.2 1.9 -17.1 -0.6 -13.4 10.3 GOLD_micro -12.2 2.1 12.0 -3.5 -3.3 -1.4 -7.0 -0.4 -6.5 -2.5 8.9 -11.4 7.6 -3.6 11.0 -13.5 -13.9 -13.9 -14.3 4.4 6.9 -8.0 4.8 -3.9 -5.3 2.4 3.0 3.2 0.3 2.6 -0.1 -14.3 20.0 18.7 19.5 18.6 -20.0 -20.0 -18.4 -16.3 HEATOIL 6.4 -8.6 -15.2 -3.2 6.1 -2.5 5.0 0.8 0.8 15.2 2.4 13.5 4.1 0.1 -11.3 20.0 20.0 20.0 20.0 -6.5 -3.7 7.3 5.7 1.2 -20.0 -1.5 4.9 -0.0 5.5 5.1 2.4 20.0 -3.1 3.2 6.4 5.0 14.9 1.2 13.4 -3.4 JGB-SGX-mini 5.6 19.0 13.4 1.6 -2.2 1.1 -1.4 -0.4 0.3 -6.5 4.4 -0.8 4.5 6.0 7.3 8.7 18.1 12.0 14.3 8.5 6.0 -0.3 3.0 5.9 -3.0 2.3 -2.1 1.3 -0.2 0.2 1.6 20.0 6.2 7.5 -0.8 -1.4 0.2 -20.0 10.1 15.0 JPY -20.0 18.0 20.0 1.9 -2.1 2.1 -2.2 1.5 -0.2 -8.9 -5.4 -9.7 -8.3 -5.3 -0.2 -13.9 -16.0 -15.5 -16.2 -2.2 -3.7 -13.6 -9.7 -8.1 20.0 -0.1 -4.6 -1.2 -4.4 -3.6 -2.1 -20.0 -8.7 -9.4 -0.2 -7.5 -10.5 -20.0 -5.3 -20.0 LEANHOG 10.1 0.4 -5.1 -1.7 13.1 -3.9 9.4 -5.2 2.6 1.2 -6.4 13.5 -11.8 8.4 -6.3 -20.0 -2.2 -20.0 -14.9 -4.4 -11.7 7.7 -16.9 4.7 16.8 4.0 3.2 -1.1 6.8 -6.1 7.5 -4.3 5.5 20.0 18.7 3.8 -11.7 -8.3 6.0 11.5 LIVECOW 15.5 -8.7 -20.0 -1.9 14.5 -4.3 10.3 -5.7 2.9 15.5 -10.8 17.9 -2.4 10.6 -10.6 -18.1 -6.8 -13.7 -10.4 -13.5 -19.9 17.0 -6.5 6.1 -0.7 -5.6 4.5 -5.2 3.4 1.0 -0.7 -7.6 -4.8 -3.0 -7.7 -20.0 9.8 -3.7 15.7 2.4 LUMBER-new -14.4 9.7 13.5 -2.4 18.1 -5.2 12.9 -6.1 3.6 -18.8 -1.9 -20.0 -16.7 -7.8 12.3 -15.8 -14.4 -14.3 -14.3 6.2 5.4 -20.0 -4.8 -9.0 NaN 3.1 -5.1 3.0 -8.2 -0.1 -3.2 -18.6 -20.0 -20.0 7.8 20.0 -11.3 -20.0 -6.1 -20.0 MILK 6.9 -19.1 -20.0 -1.8 13.5 -4.0 9.6 -5.3 2.7 -15.3 -19.1 -16.6 -18.6 -18.7 -19.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -13.8 -20.0 -20.0 13.2 -6.9 -1.7 -7.6 -2.2 -7.8 -4.3 -20.0 -20.0 -7.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 MXP -6.1 8.1 4.4 3.7 -4.2 4.2 -4.4 3.0 -0.3 -8.1 16.5 -7.5 18.4 9.0 16.5 15.6 16.4 15.2 15.3 13.0 15.4 -5.5 20.0 4.7 -20.0 5.3 -3.6 6.1 -2.8 8.1 1.9 20.0 4.1 11.6 -4.3 -3.1 14.2 20.0 20.0 20.0 NASDAQ_micro -14.8 13.2 11.7 2.9 0.9 2.8 -0.8 1.7 0.6 13.6 14.0 11.3 14.1 12.0 14.4 -11.7 -9.4 -11.1 -10.4 19.5 20.0 17.6 18.8 16.1 -20.0 5.5 6.5 5.0 5.2 4.8 5.1 -6.5 20.0 20.0 12.4 14.3 15.5 -4.9 18.9 -6.9 NIKKEI 20.0 8.1 5.9 3.8 1.2 3.6 -1.0 2.2 0.8 17.7 18.8 19.2 18.8 19.0 19.4 18.4 12.2 15.3 13.0 20.0 20.0 20.0 19.8 20.0 -14.0 6.5 7.0 4.5 9.0 4.2 8.9 20.0 20.0 20.0 15.8 6.9 -12.0 -2.2 -3.4 1.5 NZD -20.0 11.3 16.4 3.3 -3.7 3.8 -3.9 2.7 -0.3 -14.1 4.9 -15.4 2.3 -3.2 10.0 0.4 0.2 0.2 0.2 7.4 7.9 -18.2 0.5 -5.5 0.5 3.2 -8.0 3.3 -6.6 0.8 -1.4 4.1 -13.8 -8.0 1.5 3.8 -9.9 -11.2 -6.3 4.7 OAT -20.0 20.0 20.0 2.2 -2.9 1.4 -1.9 -0.5 0.4 -7.9 5.4 -9.9 -1.1 1.0 5.8 4.8 6.8 5.1 5.6 8.7 9.4 -10.5 0.5 -2.3 7.4 1.9 -2.4 2.2 -2.4 0.4 -0.6 12.6 -5.6 -16.5 -1.5 4.6 -19.3 -20.0 3.2 4.5 OATIES 3.9 -1.4 -20.0 -0.8 5.7 -1.7 4.1 -2.3 1.1 0.7 -6.3 -1.7 -4.8 -1.9 -6.1 2.3 -6.4 -3.1 -7.1 -5.4 -6.5 -0.5 -4.0 -2.3 -20.0 -1.6 2.3 -2.6 1.7 -1.7 0.5 -7.0 3.0 3.4 -0.3 -14.2 -2.0 5.2 6.9 17.7 OJ -20.0 -20.0 -20.0 -1.1 8.7 -2.6 6.2 -3.4 1.7 1.7 4.2 -8.2 9.0 -11.2 -8.4 1.7 18.0 9.6 15.1 -13.4 4.2 -12.0 18.6 -19.7 -20.0 -2.1 0.8 2.3 -1.8 6.0 -3.7 20.0 -20.0 -20.0 -20.0 15.5 9.7 12.1 20.0 20.0 PALLAD -20.0 11.8 10.6 -1.5 -1.4 -0.6 -3.1 -0.2 -2.8 -3.2 -6.0 -6.9 -7.6 -5.9 -4.7 -1.7 -2.2 -1.9 -2.1 -6.8 -7.2 -9.9 -10.4 -9.5 6.7 -1.5 -0.4 -2.2 -1.5 -2.8 -1.4 6.5 3.7 -3.1 3.2 -8.8 -7.0 -7.2 -2.1 -2.3 PLAT -20.0 4.8 7.5 -2.6 -2.4 -1.1 -5.2 -0.3 -4.8 -6.6 -4.1 -10.9 -5.9 -8.1 0.1 -3.8 -3.0 -3.6 -3.4 -3.1 -1.4 -15.1 -3.1 -11.2 12.3 -0.8 -2.2 0.2 -5.1 -0.2 -3.8 4.7 -4.7 1.5 7.7 3.3 -7.3 -6.7 16.5 -0.4 REDWHEAT -6.4 3.5 -10.3 -1.7 12.9 -3.8 9.2 -5.1 2.6 -4.9 -17.0 -12.3 -17.5 -10.9 -13.5 -3.5 -1.6 -3.8 -3.3 -16.4 -20.0 -12.8 -20.0 -13.9 -13.4 -6.8 1.8 -9.0 -1.5 -8.7 -4.2 1.9 -20.0 -11.3 0.3 -17.7 -20.0 -20.0 -20.0 -15.0 RICE -4.7 1.5 8.7 -1.8 13.3 -4.0 9.5 -5.3 2.7 15.3 15.1 0.3 12.9 5.7 12.7 -13.6 -0.6 -13.6 -8.3 11.8 13.1 6.2 10.5 8.0 -20.0 0.5 4.1 2.9 1.7 3.1 -1.1 0.0 -8.9 -17.5 -7.2 13.7 -0.5 -9.6 8.3 -0.4 ROBUSTA 1.4 16.9 4.5 -1.0 7.9 -2.3 5.6 -3.1 1.6 5.7 10.3 8.0 10.5 9.8 10.4 20.0 20.0 20.0 20.0 18.5 16.0 13.5 12.8 16.7 -18.0 4.1 1.7 3.6 2.4 2.9 3.4 20.0 17.9 13.3 20.0 20.0 -12.1 -14.5 -2.5 1.2 RUSSELL -20.0 20.0 14.7 2.4 0.7 2.2 -0.6 1.4 0.5 -5.1 4.8 -10.2 1.3 0.9 6.4 -6.0 -6.1 -6.2 -6.4 8.1 7.2 -8.1 1.6 -1.0 -2.0 2.3 0.1 1.9 -1.1 0.7 0.4 -0.2 -3.1 -8.4 4.4 -3.1 -20.0 -18.9 -20.0 -19.7 SHATZ -20.0 14.6 20.0 1.6 -2.2 1.1 -1.4 -0.4 0.3 -7.0 1.4 -7.2 -4.4 0.5 3.0 -20.0 -20.0 -20.0 -20.0 2.9 3.0 -9.2 -3.2 -3.6 8.5 1.3 -2.9 1.2 -2.3 -0.5 -0.6 -20.0 -7.0 -8.6 0.3 2.2 -18.0 -20.0 -7.0 -20.0 SILVER-mini -17.3 -7.6 2.2 -3.1 -2.8 -1.2 -6.2 -0.4 -5.7 -13.0 -1.6 -14.2 1.6 -13.8 -1.6 -6.6 -6.4 -6.8 -6.8 -6.3 -2.5 -11.8 -1.2 -11.5 5.4 -3.3 -2.6 -1.2 -4.4 -0.0 -5.0 -1.2 10.0 6.9 1.1 -0.4 -20.0 -18.3 7.8 -10.9 SMI -1.9 20.0 4.8 4.4 1.4 4.2 -1.2 2.6 0.9 -5.3 4.9 4.1 4.4 17.9 20.0 12.8 4.8 9.8 6.7 15.8 8.1 -0.1 0.0 10.0 11.3 6.5 -1.4 4.0 -0.3 0.4 3.9 19.9 -6.8 16.8 7.8 -9.7 1.2 -6.3 8.6 -6.2 SOFR -15.8 18.7 19.7 2.2 -3.0 1.4 -1.9 -0.6 0.4 -9.6 4.4 -9.4 -0.5 2.5 7.8 2.1 -0.0 1.3 0.5 7.8 6.2 -9.2 -0.9 -0.6 -2.1 3.0 -1.6 2.0 -0.8 -0.1 1.3 2.2 8.0 3.5 0.7 1.4 -20.0 -20.0 -6.0 -4.8 SOYBEAN -20.0 -20.0 -7.0 -2.1 16.1 -4.8 11.5 -6.4 3.2 -15.2 0.0 -20.0 4.0 -20.0 -20.0 10.9 16.7 13.6 14.3 -20.0 -15.0 -20.0 -5.4 -20.0 -20.0 -6.4 -4.3 -1.9 -8.1 0.3 -9.5 20.0 -20.0 -20.0 -20.0 0.3 -19.3 -20.0 -19.6 -20.0 SOYMEAL -20.0 -20.0 -2.7 -1.6 12.0 -3.6 8.6 -4.8 2.4 -13.8 -9.3 -16.0 -0.7 -17.2 -14.3 4.5 15.1 9.4 12.3 -20.0 -11.0 -20.0 -1.4 -20.0 -20.0 -5.0 -4.8 -1.5 -7.1 1.0 -7.4 20.0 -20.0 -20.0 -20.0 0.7 -20.0 -20.0 -20.0 -19.0 SOYOIL -6.3 -10.1 -20.0 -1.5 11.2 -3.3 8.0 -4.5 2.2 -12.8 -9.8 -13.1 -8.3 -14.6 -15.7 -5.3 6.6 -0.8 3.1 -16.9 -17.6 -10.8 -13.0 -12.9 -20.0 -3.3 -1.6 -4.1 -0.8 -3.3 -1.8 14.6 -12.3 -8.2 0.1 -15.5 -8.8 -2.1 -1.9 7.6 SP400 -17.4 20.0 13.0 2.7 0.8 2.5 -0.7 1.5 0.6 3.2 7.7 -8.8 5.2 4.6 9.7 -5.3 -5.1 -5.3 -5.2 11.7 9.8 -2.6 4.2 3.4 -10.2 3.2 1.5 2.7 0.1 1.4 1.2 1.7 3.4 -5.0 5.3 -1.3 -20.0 -8.6 -20.0 -20.0 SP500_micro -11.8 19.0 15.3 3.7 1.1 3.6 -1.0 2.2 0.8 15.3 16.9 10.8 16.0 15.9 19.1 -12.5 -10.4 -12.0 -11.4 20.0 20.0 12.6 17.3 17.1 -20.0 6.5 5.9 5.7 4.5 4.5 5.2 -8.2 20.0 18.5 13.7 11.5 4.4 -4.6 12.3 -7.1 SUGAR11 15.0 -20.0 -20.0 -1.0 7.9 -2.3 5.6 -3.1 1.6 9.9 -4.6 10.2 5.6 -4.9 -6.7 14.9 19.2 20.0 20.0 -10.3 -7.7 12.4 2.1 0.1 -20.0 -2.9 2.2 -1.9 1.2 0.9 -1.1 20.0 0.8 7.0 -20.0 -14.1 4.9 -6.1 13.1 6.5 US10 -12.4 20.0 20.0 1.8 -2.4 1.2 -1.6 -0.4 0.3 -7.8 0.9 -7.5 -3.1 2.5 6.1 -9.9 -7.6 -8.7 -8.2 5.7 2.7 -6.2 -4.8 0.2 1.6 2.4 -0.8 1.1 -0.2 -1.0 1.3 -11.8 9.3 3.3 1.0 -1.0 -20.0 -20.0 -15.2 6.5 US10U -15.1 20.0 18.1 2.5 -3.4 1.6 -2.2 -0.6 0.5 -11.0 1.1 -11.3 -4.2 2.1 7.8 2.9 0.7 2.3 1.4 7.0 3.1 -10.3 -7.4 -1.3 -1.7 3.0 -1.1 1.3 -0.6 -1.5 1.5 3.5 11.1 1.9 0.3 -3.2 -20.0 -20.0 5.1 16.4 US2 -6.5 19.5 20.0 1.6 -2.1 1.0 -1.4 -0.4 0.3 -6.5 -0.6 -5.0 -4.8 4.0 5.6 -20.0 -20.0 -20.0 -20.0 5.1 2.0 -2.7 -5.1 2.1 8.4 2.5 -0.7 1.4 0.4 -0.9 1.8 -20.0 10.3 7.7 4.2 4.0 -17.6 -20.0 -12.5 -20.0 US20 -16.6 20.0 18.0 1.8 -2.4 1.2 -1.5 -0.4 0.3 -7.9 1.5 -8.1 -2.4 1.6 5.6 -0.3 -1.2 -0.6 -1.0 5.9 2.9 -8.7 -4.9 -1.1 -1.7 2.1 -0.9 0.9 -0.5 -1.0 0.9 -0.4 6.7 0.6 2.0 -1.8 -20.0 -20.0 20.0 20.0 US30 -20.0 20.0 16.8 2.0 -2.8 1.3 -1.8 -0.5 0.4 -8.5 1.1 -9.6 -3.7 -0.1 5.6 -8.1 -4.7 -6.4 -5.6 4.3 1.9 -11.5 -6.5 -3.9 -1.3 2.0 -1.3 0.8 -1.3 -1.5 0.4 -6.9 5.0 -3.1 -1.1 -4.2 -14.8 -17.3 20.0 20.0 US5 -10.5 19.4 20.0 1.7 -2.4 1.2 -1.5 -0.4 0.3 -7.6 1.2 -6.6 -3.4 3.5 6.4 -9.5 -10.1 -9.7 -10.3 5.9 3.2 -5.0 -4.1 1.0 3.8 2.6 -0.8 1.4 0.0 -0.7 1.6 -16.0 10.1 5.5 2.1 1.5 -20.0 -20.0 -20.0 -9.2 VIX 0.7 -6.4 -18.8 -6.4 -4.1 -8.2 -4.0 -11.1 -5.1 -1.1 -20.0 -8.7 -20.0 -13.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -4.2 -20.0 -12.9 NaN -7.6 -4.2 -9.4 -4.3 -12.6 -5.7 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -8.6 6.1 3.1 -1.8 13.6 -4.0 9.7 -5.4 2.7 -10.9 -16.4 -16.0 -18.5 -5.6 -2.9 -10.7 -10.5 -10.9 -10.9 -9.2 -14.7 -14.8 -20.0 -11.8 -3.2 -3.7 -0.5 -5.9 -3.9 -8.8 -4.0 -12.5 -20.0 -11.8 6.0 0.9 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3