******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240124_204006 produced at 2024-01-24 21:37:22.470722 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.28 0.0 0.09 -0.09 -0.09 -0.09 -50.30 17.0 -17 -17 caleb_strategy_v3 SOFR False True 0.08 0.00 -0.23 0.0 0.00 0.00 0.00 0.00 -2.73 11.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.17 0.0 0.00 0.00 0.00 0.00 -4.22 24.0 0 0 caleb_strategy_v3 US2 False True 0.07 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -1.32 13.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.08 -0.09 0.0 0.10 -0.10 -0.08 -0.08 -10.62 12.0 -9 -10 caleb_strategy_v3 CHF False False 0.05 -0.25 -0.08 0.0 0.66 -0.66 -0.25 -0.25 -1.63 13.0 -5 -5 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.07 0.0 0.17 -0.17 -0.02 -0.02 -22.35 51.0 -6 -6 caleb_strategy_v3 CAD False False 0.03 0.00 -0.07 0.0 0.75 -0.75 0.00 0.00 -2.70 29.0 0 0 caleb_strategy_v3 BOBL False False 0.04 -0.36 -0.06 0.0 0.85 -0.85 -0.36 -0.36 -1.37 19.0 -8 -8 caleb_strategy_v3 MILK False True 0.01 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -5.63 5.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.09 -0.05 0.0 0.51 -0.51 -0.09 -0.09 -1.60 17.0 -3 -3 caleb_strategy_v3 LIVECOW False False 0.02 0.00 -0.04 0.0 0.42 -0.42 0.00 0.00 -1.44 17.0 0 0 caleb_strategy_v3 US5 False False 0.04 0.00 -0.04 0.0 0.94 -0.94 0.00 0.00 -1.08 25.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.13 -0.04 0.0 0.40 -0.40 -0.13 -0.13 -6.28 56.0 -18 -18 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -4.61 3.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.04 -0.03 0.0 0.15 -0.15 -0.04 -0.04 -1.52 7.0 -2 -2 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 AUD False False 0.02 -0.02 -0.03 0.0 0.44 -0.44 -0.02 -0.02 -1.51 19.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.01 -0.05 -0.03 0.0 0.10 -0.10 -0.05 -0.05 -2.35 9.0 -4 -4 caleb_strategy_v3 COPPER False False 0.03 -0.07 -0.03 0.0 0.20 -0.20 -0.07 -0.07 -0.83 6.0 -2 -2 caleb_strategy_v3 RICE False False 0.01 0.00 -0.02 0.0 0.05 -0.05 0.00 0.00 -1.45 4.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 -0.02 -0.02 0.0 0.24 -0.24 -0.02 -0.02 -6.08 68.0 -5 -5 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 -0.02 0.0 0.00 -0.00 0.00 0.00 -1.12 0.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.01 -0.02 0.0 0.05 -0.05 -0.01 -0.01 -9.45 26.0 -4 -4 caleb_strategy_v3 US10 False False 0.04 -0.08 -0.02 0.0 0.66 -0.66 -0.08 -0.08 -0.61 17.0 -2 -2 caleb_strategy_v3 COTTON2 False False 0.02 -0.06 -0.02 0.0 0.17 -0.17 -0.06 -0.06 -1.01 11.0 -4 -4 caleb_strategy_v3 SP400 False False 0.10 0.00 -0.02 0.0 0.19 -0.19 0.00 0.00 -0.22 2.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -2.89 2.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.04 -0.02 0.0 0.11 -0.11 -0.04 -0.04 -1.69 9.0 -3 -3 caleb_strategy_v3 NZD False False 0.02 0.02 -0.01 0.0 0.45 -0.45 0.02 0.02 -0.67 21.0 1 1 caleb_strategy_v3 BUXL False False 0.05 0.00 -0.01 0.0 0.20 -0.20 0.00 0.00 -0.10 4.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.03 -0.01 0.0 0.10 -0.10 -0.03 -0.03 -1.45 10.0 -3 -3 caleb_strategy_v3 FEEDCOW False False 0.04 -0.04 -0.01 0.0 0.34 -0.34 -0.04 -0.04 -0.34 8.0 -1 -1 caleb_strategy_v3 US30 False False 0.04 0.00 -0.01 0.0 0.26 -0.26 0.00 0.00 -0.12 6.0 0 0 caleb_strategy_v3 BITCOIN False True 0.00 0.01 -0.01 0.0 0.01 0.00 0.01 0.01 -3.92 59.0 6 6 caleb_strategy_v3 EUR False False 0.05 -0.05 -0.01 0.0 0.67 -0.67 -0.05 -0.05 -0.26 14.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.00 0.0 0.17 -0.17 -0.01 -0.01 -0.11 18.0 -1 -1 caleb_strategy_v3 US10U False False 0.04 0.00 -0.00 0.0 0.52 -0.52 0.00 0.00 -0.04 13.0 0 0 caleb_strategy_v3 US20 False False 0.04 0.13 0.00 0.0 0.38 -0.38 0.13 0.13 0.02 9.0 3 3 caleb_strategy_v3 CAC False True 0.03 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.05 12.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.00 -0.00 0.0 0.51 -0.51 0.00 0.00 -0.10 10.0 0 0 caleb_strategy_v3 PLAT False False 0.02 0.00 0.00 0.0 0.16 -0.16 0.00 0.00 0.21 10.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.00 -0.00 0.0 0.05 -0.05 0.00 0.00 -0.26 3.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.00 0.0 0.14 -0.14 0.00 0.00 -0.12 4.0 0 0 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.00 0.0 0.07 -0.07 0.00 0.00 -0.14 2.0 0 0 caleb_strategy_v3 COFFEE False False 0.02 0.00 -0.00 0.0 0.15 -0.15 0.00 0.00 -0.12 6.0 0 0 caleb_strategy_v3 DX False False 0.04 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.23 999999999.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.01 0.01 0.0 0.25 -0.25 0.01 0.01 1.22 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 0.23 10.0 1 1 caleb_strategy_v3 HEATOIL False False 0.04 0.00 0.02 0.0 0.11 -0.11 0.00 0.00 0.55 3.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.03 0.0 0.11 -0.11 0.03 0.03 1.08 4.0 1 1 caleb_strategy_v3 OAT False False 0.05 0.00 0.03 0.0 0.49 -0.49 0.00 0.00 0.58 10.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.03 0.04 0.0 0.44 -0.44 0.03 0.05 6.62 66.0 4 7 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.14 0.04 0.0 0.28 -0.28 0.14 0.14 3.25 23.0 11 11 caleb_strategy_v3 LEANHOG False False 0.01 0.02 0.04 0.0 0.15 -0.15 0.02 0.03 3.12 13.0 2 3 caleb_strategy_v3 SP500_micro False False 0.01 0.03 0.05 0.0 0.41 -0.41 0.03 0.03 5.70 48.0 3 3 caleb_strategy_v3 COCOA False False 0.02 0.05 0.05 0.0 0.43 -0.43 0.05 0.05 2.92 26.0 3 3 caleb_strategy_v3 GBP False False 0.03 0.11 0.06 0.0 0.61 -0.61 0.11 0.11 2.20 22.0 4 4 caleb_strategy_v3 CRUDE_W False False 0.03 0.03 0.07 0.0 0.13 -0.13 0.03 0.03 2.69 5.0 1 1 caleb_strategy_v3 EUROSTX False False 0.02 0.24 0.07 0.0 0.35 -0.35 0.24 0.24 3.95 20.0 14 14 caleb_strategy_v3 SMI False False 0.04 0.36 0.09 0.0 0.40 -0.40 0.36 0.36 2.07 9.0 8 8 caleb_strategy_v3 DAX False False 0.01 0.00 0.09 0.0 0.37 -0.37 0.00 0.00 13.97 58.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.50 0.33 0.0 0.60 -0.60 0.50 0.49 32.78 60.0 50 49 caleb_strategy_v3 NIKKEI False False 0.01 0.29 0.33 0.0 0.31 -0.31 0.29 0.30 37.88 36.0 34 35 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.19 0.55 0.0 0.93 -0.93 0.19 0.09 5.89 10.0 2 1 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.52 0.72 0.0 0.55 -0.55 0.52 0.52 20.70 16.0 15 15 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 20.3 Shocked risk 57.3 Sum abs risk 49.0 Leverage 4.47 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2857880.87, 'annual_cash_vol_target': 714470.2175, 'daily_cash_vol_target': 44654.38859375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0040 0.6592 0.6006 9.6093 BITCOIN 1173.9433 40260.0000 2.9159 46.6545 BOBL 0.2555 117.3900 0.2176 3.4819 BTP 0.5972 117.4300 0.5086 8.1374 BUND 0.5127 133.7200 0.3834 6.1349 BUXL 1.2391 133.6200 0.9273 14.8369 CAC 52.6628 7473.5000 0.7047 11.2746 CAD 0.0028 0.7404 0.3727 5.9640 CANOLA 6.5398 639.4000 1.0228 16.3647 CHF 0.0051 1.1651 0.4420 7.0716 COCOA 53.5967 4701.0000 1.1401 18.2418 COFFEE 3.7998 185.7000 2.0462 32.7395 COPPER 0.0427 3.8740 1.1035 17.6554 CORN 4.0905 481.7500 0.8491 13.5853 COTTON2 0.9229 86.5800 1.0659 17.0545 CRUDE_W 1.0629 72.5400 1.4652 23.4434 DAX 119.3080 16995.0000 0.7020 11.2323 DOW 196.4531 38084.0000 0.5158 8.2535 DX 0.3986 103.0200 0.3869 6.1909 EUR 0.0047 1.0914 0.4289 6.8625 EURIBOR-ICE 0.0510 97.7300 0.0522 0.8357 EUROSTX 38.0296 4589.0000 0.8287 13.2594 FEEDCOW 1.7777 245.2250 0.7249 11.5990 GASOIL 12.0815 774.0000 1.5609 24.9747 GASOLINE 0.0382 2.4482 1.5612 24.9799 GAS_US_mini 0.0954 2.2750 4.1926 67.0822 GBP 0.0060 1.2733 0.4722 7.5554 GOLD_micro 14.2839 2032.7000 0.7027 11.2433 HEATOIL 0.0378 2.5538 1.4788 23.6603 JGB-SGX-mini 0.2860 146.5000 0.1952 3.1232 JPY 0.0000 0.0068 0.6488 10.3812 LEANHOG 1.2166 82.1500 1.4809 23.6944 LIVECOW 1.2003 178.3250 0.6731 10.7698 LUMBER-new 7.5185 578.0000 1.3008 20.8126 MILK 0.1698 15.9500 1.0648 17.0375 MXP 0.0004 0.0576 0.7052 11.2835 NASDAQ_micro 128.5090 17662.7500 0.7276 11.6411 NIKKEI 310.2245 36305.0000 0.8545 13.6719 NZD 0.0039 0.6115 0.6304 10.0861 OAT 0.5212 128.2600 0.4064 6.5017 OATIES 7.4350 360.2500 2.0639 33.0217 OJ 5.8381 307.1500 1.9007 30.4115 PALLAD 25.7305 969.0000 2.6554 42.4859 PLAT 13.9610 910.2000 1.5338 24.5415 REDWHEAT 9.8380 629.2500 1.5634 25.0152 RICE 0.1736 18.0400 0.9623 15.3971 ROBUSTA 47.8343 3051.0000 1.5678 25.0852 RUSSELL 22.1707 1978.4000 1.1206 17.9302 SHATZ 0.0913 105.8300 0.0863 1.3804 SILVER-mini 0.3481 23.0750 1.5084 24.1343 SMI 69.2901 11103.0000 0.6241 9.9851 SOFR 0.0634 96.5250 0.0657 1.0510 SOYBEAN 9.2561 1207.0000 0.7669 12.2698 SOYMEAL 4.5190 362.6000 1.2463 19.9405 SOYOIL 0.6581 47.8000 1.3768 22.0292 SP400 23.9777 2764.4000 0.8674 13.8780 SP500_micro 28.1832 4907.2500 0.5743 9.1891 SUGAR11 0.3889 23.5800 1.6491 26.3860 US10 0.4011 110.9531 0.3615 5.7833 US10U 0.5428 114.9531 0.4722 7.5551 US2 0.1212 102.5547 0.1182 1.8907 US20 0.8308 119.1875 0.6970 11.1525 US30 1.2257 124.9062 0.9813 15.7008 US5 0.2692 107.5859 0.2502 4.0040 VIX 0.4383 15.7500 2.7826 44.5215 WHEAT 8.4862 651.5000 1.3026 20.8409 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 659.20 0.60 395.90 1.00 395.90 44654.39 112.79 -5.17 -58.33 BITCOIN 40.26 2.92 117.39 1.00 117.39 44654.39 380.38 -0.95 -36.23 BOBL 1173.90 0.22 255.46 1.09 278.81 44654.39 160.16 -8.43 -135.05 BTP 1174.30 0.51 597.23 1.09 651.82 44654.39 68.51 0.99 6.78 BUND 1337.20 0.38 512.73 1.09 559.59 44654.39 79.80 -1.21 -9.66 BUXL 1336.20 0.93 1239.07 1.09 1352.32 44654.39 33.02 -2.95 -9.76 CAC 747.35 0.70 526.63 1.09 574.76 44654.39 77.69 -0.18 -1.41 CAD 740.40 0.37 275.98 1.00 275.98 44654.39 161.80 -6.42 -103.89 CANOLA 127.88 1.02 130.80 0.74 97.21 44654.39 459.35 -20.00 -918.69 CHF 1456.44 0.44 643.71 1.00 643.71 44654.39 69.37 -9.06 -62.82 COCOA 470.10 1.14 535.97 1.00 535.97 44654.39 83.32 16.35 136.19 COFFEE 696.38 2.05 1424.94 1.00 1424.94 44654.39 31.34 -3.28 -10.29 COPPER 968.50 1.10 1068.71 1.00 1068.71 44654.39 41.78 -1.83 -7.63 CORN 240.88 0.85 204.52 1.00 204.52 44654.39 218.33 -20.00 -436.67 COTTON2 432.90 1.07 461.43 1.00 461.43 44654.39 96.77 -4.88 -47.19 CRUDE_W 725.40 1.47 1062.87 1.00 1062.87 44654.39 42.01 5.92 24.87 DAX 169.95 0.70 119.31 1.09 130.21 44654.39 342.93 11.94 409.54 DOW 190.42 0.52 98.23 1.00 98.23 44654.39 454.61 6.26 284.68 DX 1030.20 0.39 398.62 1.00 398.62 44654.39 112.02 0.80 8.95 EUR 1364.19 0.43 585.11 1.00 585.11 44654.39 76.32 -1.33 -10.14 EURIBOR-ICE 2443.25 0.05 127.62 1.09 139.28 44654.39 320.60 5.38 172.56 EUROSTX 458.90 0.83 380.30 1.09 415.06 44654.39 107.59 10.76 115.80 FEEDCOW 1226.12 0.72 888.87 1.00 888.87 44654.39 50.24 -2.04 -10.24 GASOIL 774.00 1.56 1208.15 1.00 1208.15 44654.39 36.96 6.72 24.86 GASOLINE 1028.24 1.56 1605.34 1.00 1605.34 44654.39 27.82 -0.97 -2.69 GAS_US_mini 56.88 4.19 238.46 1.00 238.46 44654.39 187.26 -4.66 -87.26 GBP 795.81 0.47 375.79 1.00 375.79 44654.39 118.83 7.12 84.65 GOLD_micro 203.27 0.70 142.84 1.00 142.84 44654.39 312.62 -5.89 -184.02 HEATOIL 1072.60 1.48 1586.12 1.00 1586.12 44654.39 28.15 4.53 12.75 JGB-SGX-mini 146500.00 0.20 28596.49 0.01 193.05 44654.39 231.31 8.26 191.14 JPY 854.56 0.65 554.46 1.00 554.46 44654.39 80.54 -7.65 -61.59 LEANHOG 328.60 1.48 486.62 1.00 486.62 44654.39 91.76 5.60 51.41 LIVECOW 713.30 0.67 480.13 1.00 480.13 44654.39 93.00 -4.68 -43.52 LUMBER-new 158.95 1.30 206.76 1.00 206.76 44654.39 215.97 -9.98 -215.49 MILK 319.00 1.06 339.69 1.00 339.69 44654.39 131.46 -20.00 -262.92 MXP 287.95 0.71 203.07 1.00 203.07 44654.39 219.90 10.16 223.33 NASDAQ_micro 353.26 0.73 257.02 1.00 257.02 44654.39 173.74 8.06 140.02 NIKKEI 36305.00 0.85 31022.45 0.01 210.65 44654.39 211.99 16.50 349.80 NZD 611.50 0.63 385.48 1.00 385.48 44654.39 115.84 -2.22 -25.70 OAT 1282.60 0.41 521.19 1.09 568.83 44654.39 78.50 2.16 16.99 OATIES 180.12 2.06 371.75 1.00 371.75 44654.39 120.12 -9.90 -118.92 OJ 460.72 1.90 875.71 1.00 875.71 44654.39 50.99 -2.34 -11.91 PALLAD 969.00 2.66 2573.05 1.00 2573.05 44654.39 17.35 -2.44 -4.24 PLAT 455.10 1.53 698.05 1.00 698.05 44654.39 63.97 0.98 6.28 REDWHEAT 314.62 1.56 491.90 1.00 491.90 44654.39 90.78 -19.67 -178.57 RICE 360.80 0.96 347.20 1.00 347.20 44654.39 128.61 -4.65 -59.77 ROBUSTA 305.10 1.57 478.34 1.00 478.34 44654.39 93.35 11.21 104.64 RUSSELL 98.92 1.12 110.85 1.00 110.85 44654.39 402.82 -4.56 -183.61 SHATZ 1058.30 0.09 91.30 1.09 99.65 44654.39 448.12 -9.28 -415.85 SILVER-mini 576.88 1.51 870.16 1.00 870.16 44654.39 51.32 -6.42 -32.93 SMI 1110.30 0.62 692.90 1.16 800.96 44654.39 55.75 10.90 60.79 SOFR 2413.12 0.07 158.51 1.00 158.51 44654.39 281.72 -1.60 -44.99 SOYBEAN 603.50 0.77 462.80 1.00 462.80 44654.39 96.49 -16.97 -163.75 SOYMEAL 362.60 1.25 451.90 1.00 451.90 44654.39 98.81 -18.44 -182.17 SOYOIL 286.80 1.38 394.87 1.00 394.87 44654.39 113.09 -13.82 -156.27 SP400 2764.40 0.87 2397.77 1.00 2397.77 44654.39 18.62 -3.60 -6.70 SP500_micro 245.36 0.57 140.92 1.00 140.92 44654.39 316.89 7.74 245.32 SUGAR11 264.10 1.65 435.53 1.00 435.53 44654.39 102.53 -0.52 -5.38 US10 1109.53 0.36 401.05 1.00 401.05 44654.39 111.34 -4.31 -48.04 US10U 1149.53 0.47 542.80 1.00 542.80 44654.39 82.27 -0.36 -2.98 US2 2051.09 0.12 242.38 1.00 242.38 44654.39 184.23 -5.64 -103.98 US20 1191.88 0.70 830.78 1.00 830.78 44654.39 53.75 0.33 1.77 US30 1249.06 0.98 1225.70 1.00 1225.70 44654.39 36.43 -2.62 -9.54 US5 1075.86 0.25 269.23 1.00 269.23 44654.39 165.86 -5.14 -85.32 VIX 157.50 2.78 438.26 1.00 438.26 44654.39 101.89 -20.00 -203.78 WHEAT 325.75 1.30 424.31 1.00 424.31 44654.39 105.24 -16.83 -177.16 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -58.331 0.010 2.5 -1.513 BITCOIN -36.229 0.043 2.5 -3.923 BOBL -135.049 0.004 2.5 -1.369 BTP 6.776 0.014 2.5 0.231 BUND -9.658 0.004 2.5 -0.098 BUXL -9.757 0.004 2.5 -0.099 CAC -1.412 0.014 2.5 -0.048 CAD -103.889 0.010 2.5 -2.696 CANOLA -918.692 0.010 2.5 -22.351 CHF -62.821 0.010 2.5 -1.630 COCOA 136.187 0.009 2.5 2.917 COFFEE -10.291 0.005 2.5 -0.120 COPPER -7.629 0.043 2.5 -0.826 CORN -436.669 0.010 2.5 -10.624 COTTON2 -47.188 0.009 2.5 -1.011 CRUDE_W 24.872 0.043 2.5 2.693 DAX 409.537 0.014 2.5 13.969 DOW 284.683 0.009 2.5 6.616 DX 8.946 0.010 2.5 0.232 EUR -10.144 0.010 2.5 -0.263 EURIBOR-ICE 172.565 0.014 2.5 5.886 EUROSTX 115.796 0.014 2.5 3.950 FEEDCOW -10.241 0.013 2.5 -0.339 GASOIL 24.855 0.017 2.5 1.077 GASOLINE -2.688 0.017 2.5 -0.117 GAS_US_mini -87.255 0.043 2.5 -9.449 GBP 84.651 0.010 2.5 2.196 GOLD_micro -184.019 0.014 2.5 -6.277 HEATOIL 12.754 0.017 2.5 0.553 JGB-SGX-mini 191.136 0.043 2.5 20.698 JPY -61.593 0.010 2.5 -1.598 LEANHOG 51.410 0.024 2.5 3.124 LIVECOW -43.522 0.013 2.5 -1.442 LUMBER-new -215.493 0.009 2.5 -4.605 MILK -262.916 0.009 2.5 -5.631 MXP 223.327 0.059 2.5 32.779 NASDAQ_micro 140.023 0.009 2.5 3.254 NIKKEI 349.798 0.043 2.5 37.879 NZD -25.704 0.010 2.5 -0.667 OAT 16.988 0.014 2.5 0.579 OATIES -118.916 0.010 2.5 -2.893 OJ -11.914 0.009 2.5 -0.255 PALLAD -4.238 0.014 2.5 -0.145 PLAT 6.284 0.014 2.5 0.214 REDWHEAT -178.569 0.005 2.5 -2.369 RICE -59.775 0.010 2.5 -1.454 ROBUSTA 104.638 0.005 2.5 1.222 RUSSELL -183.607 0.013 2.5 -6.084 SHATZ -415.846 0.004 2.5 -4.217 SILVER-mini -32.927 0.014 2.5 -1.123 SMI 60.793 0.014 2.5 2.074 SOFR -44.992 0.024 2.5 -2.734 SOYBEAN -163.748 0.004 2.5 -1.523 SOYMEAL -182.172 0.004 2.5 -1.694 SOYOIL -156.267 0.004 2.5 -1.455 SP400 -6.698 0.013 2.5 -0.222 SP500_micro 245.325 0.009 2.5 5.701 SUGAR11 -5.376 0.009 2.5 -0.114 US10 -48.044 0.005 2.5 -0.609 US10U -2.984 0.005 2.5 -0.038 US2 -103.978 0.005 2.5 -1.318 US20 1.774 0.005 2.5 0.022 US30 -9.536 0.005 2.5 -0.121 US5 -85.322 0.005 2.5 -1.081 VIX -203.781 0.099 2.5 -50.302 WHEAT -177.164 0.005 2.5 -2.350 ===================== Position diags ===================== AUD 2.93 BITCOIN 41.19 BOBL 1.62 BTP 2.34 BUND 0.81 BUXL 0.33 CAC 2.65 CAD 4.20 CANOLA 11.18 CHF 1.80 COCOA 1.78 COFFEE 0.37 COPPER 4.52 CORN 5.31 COTTON2 2.07 CRUDE_W 4.55 DAX 11.70 DOW 10.57 DX 2.91 EUR 1.98 EURIBOR-ICE 10.94 EUROSTX 3.67 FEEDCOW 1.66 GASOIL 1.60 GASOLINE 1.21 GAS_US_mini 20.28 GBP 3.08 GOLD_micro 10.66 HEATOIL 1.22 JGB-SGX-mini 25.05 JPY 2.09 LEANHOG 5.58 LIVECOW 3.08 LUMBER-new 4.62 MILK 2.82 MXP 32.28 NASDAQ_micro 4.04 NIKKEI 22.96 NZD 3.01 OAT 2.68 OATIES 2.92 OJ 1.09 PALLAD 0.59 PLAT 2.18 REDWHEAT 1.20 RICE 3.13 ROBUSTA 1.09 RUSSELL 13.35 SHATZ 4.54 SILVER-mini 1.75 SMI 1.90 SOFR 17.12 SOYBEAN 0.90 SOYMEAL 0.92 SOYOIL 1.05 SP400 0.62 SP500_micro 7.36 SUGAR11 2.18 US10 1.41 US10U 1.04 US2 2.33 US20 0.68 US30 0.46 US5 2.10 VIX 25.15 WHEAT 1.40 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -1.5 -1.8 -1.2 -1.0 -1 BITCOIN -3.9 -8.0 0.2 6.0 6 BOBL -1.4 -1.5 -1.2 -8.0 -8 BTP 0.2 -0.0 0.5 1.0 1 BUND -0.1 -0.2 -0.0 0.0 0 BUXL -0.1 -0.1 -0.1 0.0 0 CAC -0.0 -0.3 0.2 0.0 0 CAD -2.7 -3.1 -2.3 0.0 0 CANOLA -22.4 -23.5 -21.2 -6.0 -6 CHF -1.6 -1.8 -1.4 -5.0 -5 COCOA 2.9 2.7 3.1 3.0 3 COFFEE -0.1 -0.2 -0.1 0.0 0 COPPER -0.8 -1.3 -0.4 -2.0 -2 CORN -10.6 -11.2 -10.1 -9.0 -9 COTTON2 -1.0 -1.2 -0.8 -4.0 -4 CRUDE_W 2.7 2.2 3.1 1.0 1 DAX 14.0 12.8 15.1 0.0 0 DOW 6.6 5.6 7.7 4.0 4 DX 0.2 -0.1 0.5 NaN 0 EUR -0.3 -0.5 -0.1 -1.0 -1 EURIBOR-ICE 5.9 4.8 7.0 2.0 2 EUROSTX 3.9 3.6 4.3 14.0 14 FEEDCOW -0.3 -0.5 -0.2 -1.0 -1 GASOIL 1.1 0.9 1.2 1.0 1 GASOLINE -0.1 -0.2 0.0 0.0 0 GAS_US_mini -9.4 -11.5 -7.4 -4.0 -4 GBP 2.2 1.9 2.5 4.0 4 GOLD_micro -6.3 -7.3 -5.2 -18.0 -18 HEATOIL 0.6 0.4 0.7 0.0 0 JGB-SGX-mini 20.7 18.2 23.2 15.0 15 JPY -1.6 -1.8 -1.4 -3.0 -3 LEANHOG 3.1 2.6 3.7 2.0 2 LIVECOW -1.4 -1.8 -1.1 0.0 0 LUMBER-new -4.6 -5.1 -4.1 NaN 0 MILK -5.6 -5.9 -5.3 NaN 0 MXP 32.8 29.6 36.0 50.0 50 NASDAQ_micro 3.3 2.9 3.7 11.0 11 NIKKEI 37.9 35.6 40.2 34.0 34 NZD -0.7 -1.0 -0.4 1.0 1 OAT 0.6 0.3 0.8 0.0 0 OATIES -2.9 -3.2 -2.6 NaN 0 OJ -0.3 -0.4 -0.1 NaN 0 PALLAD -0.1 -0.2 -0.1 0.0 0 PLAT 0.2 -0.0 0.4 0.0 0 REDWHEAT -2.4 -2.5 -2.2 -3.0 -3 RICE -1.5 -1.8 -1.1 NaN 0 ROBUSTA 1.2 1.1 1.3 1.0 1 RUSSELL -6.1 -7.4 -4.7 -5.0 -5 SHATZ -4.2 -4.7 -3.8 NaN 0 SILVER-mini -1.1 -1.3 -0.9 NaN 0 SMI 2.1 1.9 2.3 8.0 8 SOFR -2.7 -4.4 -1.0 NaN 0 SOYBEAN -1.5 -1.6 -1.4 -2.0 -2 SOYMEAL -1.7 -1.8 -1.6 -3.0 -3 SOYOIL -1.5 -1.6 -1.3 -3.0 -3 SP400 -0.2 -0.3 -0.2 0.0 0 SP500_micro 5.7 5.0 6.4 3.0 3 SUGAR11 -0.1 -0.3 0.1 -1.0 -1 US10 -0.6 -0.7 -0.5 -2.0 -2 US10U -0.0 -0.1 0.1 0.0 0 US2 -1.3 -1.6 -1.1 NaN 0 US20 0.0 -0.0 0.1 3.0 3 US30 -0.1 -0.2 -0.1 0.0 0 US5 -1.1 -1.3 -0.9 0.0 0 VIX -50.3 -52.8 -47.8 -17.0 -17 WHEAT -2.4 -2.5 -2.2 -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 1.2 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 1.2 1.0 3.1 1.2 4.2 1.2 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 0.2 0.5 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.0 -0.2 -0.3 -0.1 0.1 -0.0 -0.1 -0.1 -0.1 0.0 0.0 -0.1 -0.1 -0.1 0.4 0.0 -0.0 0.1 -0.1 -0.0 -0.0 -0.1 -0.2 -0.4 -0.2 -0.1 -0.6 -0.3 -0.2 0.1 BITCOIN -0.6 0.0 0.6 -0.0 0.0 -0.1 -0.1 -0.0 -0.1 -0.1 0.4 -0.2 0.6 -0.1 0.1 -0.1 -0.1 -0.2 -0.1 0.1 0.2 -0.2 0.4 -0.1 -2.7 0.0 -0.1 0.2 -0.1 0.2 -0.0 -0.1 -0.5 0.0 0.6 0.6 -0.2 0.3 0.2 0.5 BOBL -0.6 0.4 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 -0.3 -0.4 -0.4 0.0 0.1 -0.1 -0.0 -0.1 1.0 0.0 -0.0 0.0 -0.0 0.0 -0.0 -1.1 -0.1 -0.4 -0.1 0.0 -0.7 -0.7 -0.0 -0.6 BTP -0.6 0.5 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 0.1 0.2 -0.1 0.2 0.0 -1.5 0.0 -0.0 0.1 -0.0 0.1 0.0 0.7 0.2 -0.3 -0.0 0.2 -0.6 -0.7 0.4 0.1 BUND -0.6 0.4 0.6 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 -0.1 -0.0 0.0 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.1 0.7 0.0 -0.0 0.0 -0.0 0.0 -0.0 0.4 -0.1 -0.5 -0.1 0.1 -0.7 -0.7 0.0 -0.3 BUXL -0.6 0.5 0.6 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 -0.2 -0.0 0.1 -0.0 0.0 0.0 0.0 0.1 0.1 -0.1 -0.1 -0.1 0.1 0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.1 -0.1 -0.5 -0.1 0.1 -0.7 -0.7 -0.0 0.3 CAC -0.6 0.2 0.2 0.1 0.0 0.1 0.0 0.1 0.0 0.1 0.4 -0.1 0.7 -0.1 0.1 -0.2 -0.1 -0.2 -0.1 0.1 0.1 -0.0 0.3 -0.0 -1.1 0.0 0.0 0.1 -0.0 0.1 -0.0 0.0 -0.2 -0.6 -0.4 -0.3 0.1 0.3 0.3 0.5 CAD -0.6 0.5 0.3 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.2 0.0 -0.2 -0.2 -0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.1 -0.1 -0.1 -0.1 0.3 0.0 -0.1 0.1 -0.1 -0.0 -0.0 0.0 -0.2 -0.4 0.2 -0.4 -0.7 -0.5 -0.1 -0.5 CANOLA -0.2 -0.6 -0.6 0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 -0.3 -0.1 -0.3 -0.1 -0.1 -0.2 -0.0 -0.2 -0.2 -0.2 -0.2 -0.0 -0.5 -0.1 -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 -0.3 -0.1 CHF -0.6 0.4 0.4 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.2 -0.2 0.4 -0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 -0.2 0.2 -0.1 -1.0 0.0 -0.0 0.1 -0.0 0.1 -0.0 -1.1 -0.5 0.1 0.5 0.5 -0.7 -0.6 -0.6 -0.7 COCOA -0.1 -0.0 0.3 0.0 0.1 -0.1 0.1 -0.2 0.1 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 0.4 0.1 0.7 0.5 0.2 0.6 0.6 0.7 0.1 0.7 0.7 COFFEE -0.4 0.2 0.6 0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 0.2 -0.0 -0.0 -0.0 0.1 0.2 0.1 0.2 0.1 0.1 0.1 0.0 0.1 0.0 -2.3 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 -0.4 0.1 0.3 -0.0 0.0 -0.1 -0.0 -0.0 -0.1 0.1 -0.0 -0.0 -0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.0 -0.1 -0.0 -1.2 -0.0 0.1 0.0 0.0 -0.0 -0.0 0.1 0.3 0.4 0.4 0.3 -0.4 -0.2 0.4 -0.1 CORN -0.6 -0.4 -0.3 0.0 0.2 -0.1 0.2 -0.2 0.1 -0.1 -0.5 -0.2 -0.7 -0.2 -0.2 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.5 -0.2 -2.7 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.5 -0.6 -0.6 -0.4 -0.2 -0.5 -0.1 0.1 COTTON2 0.6 0.2 -0.4 0.0 0.1 -0.1 0.2 -0.2 0.1 0.2 -0.3 0.2 -0.3 0.2 -0.1 -0.2 -0.0 -0.2 -0.1 0.0 -0.1 0.2 -0.3 0.2 -2.7 0.0 0.1 -0.0 0.1 -0.0 0.1 0.0 0.5 0.6 0.6 -0.5 -0.5 -0.5 -0.2 -0.0 CRUDE_W 0.1 -0.2 -0.3 -0.0 0.1 -0.1 0.1 0.0 0.0 0.2 0.1 0.1 0.2 -0.0 -0.1 0.1 0.2 0.1 0.2 -0.1 -0.0 0.1 0.2 0.0 -0.6 -0.0 0.1 -0.0 0.1 0.2 0.0 -0.1 -0.1 -0.4 -0.1 0.3 0.7 0.5 0.7 0.6 DAX -0.6 0.2 0.5 0.1 0.0 0.1 0.0 0.1 0.0 0.1 0.4 0.1 0.7 0.1 0.2 -0.3 -0.2 -0.3 -0.2 0.2 0.2 0.1 0.3 0.1 2.3 0.1 0.1 0.1 0.0 0.1 0.0 -0.4 -0.0 -0.1 0.0 0.1 0.1 0.2 0.4 0.7 DOW -0.4 0.6 0.6 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 -2.0 0.1 0.0 0.2 0.0 0.1 0.1 -0.4 0.3 0.5 0.6 0.6 -0.3 -0.1 -0.2 -0.3 DX 0.6 -0.3 -0.6 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 -0.0 -0.0 0.1 0.0 0.1 -2.7 -0.0 0.0 -0.1 0.0 0.0 0.0 0.8 0.5 0.6 -0.5 -0.6 0.6 0.1 0.7 0.3 EUR -0.4 0.2 0.3 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 -0.0 -0.2 0.3 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.1 0.0 -0.1 2.0 0.0 -0.0 0.1 -0.0 0.0 -0.0 -0.4 0.0 0.1 -0.3 0.0 -0.7 -0.4 -0.6 -0.3 EURIBOR-ICE -0.6 0.5 0.6 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.2 -0.1 0.1 0.0 0.1 0.1 -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 0.0 -0.3 0.1 0.4 -0.7 -0.7 0.2 0.7 EUROSTX -0.6 0.1 0.3 0.1 0.0 0.1 0.0 0.1 0.0 0.2 0.4 0.0 0.7 0.0 0.2 0.2 0.0 0.1 0.0 0.1 0.1 0.1 0.3 0.0 0.3 0.0 0.1 0.1 0.1 0.2 0.0 0.6 0.3 -0.2 -0.3 0.0 -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 0.1 0.2 -0.3 0.2 -0.1 0.2 -0.1 -0.4 -0.4 -0.4 -0.4 -0.0 -0.2 0.2 -0.2 0.2 -0.5 -0.0 0.1 -0.1 0.1 0.0 0.0 -1.1 0.1 0.2 0.3 -0.6 0.5 0.2 0.7 0.5 GASOIL 0.3 -0.2 -0.4 -0.0 0.1 -0.1 0.1 0.0 0.0 0.1 0.1 0.2 0.2 0.1 -0.1 0.4 0.4 0.4 0.4 -0.0 -0.0 0.1 0.2 0.0 1.1 -0.0 0.1 0.0 0.1 0.1 0.0 1.0 -0.2 -0.2 0.0 0.1 -0.4 -0.1 -0.7 -0.3 GASOLINE 0.3 0.1 -0.5 -0.0 0.1 -0.1 0.1 0.0 0.0 0.1 -0.1 0.2 0.2 0.1 -0.0 -0.4 0.2 -0.4 -0.2 0.0 -0.0 0.1 0.1 0.1 -2.7 -0.0 0.1 -0.0 0.1 0.2 0.1 -0.7 0.1 -0.1 0.2 0.2 0.7 0.4 0.7 0.4 GAS_US_mini 0.5 0.1 -0.2 -0.0 0.0 -0.0 0.0 0.0 0.0 -0.1 -0.3 -0.1 -0.5 -0.0 -0.1 0.4 -0.4 0.2 -0.2 -0.1 -0.2 -0.1 -0.5 -0.1 2.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.5 -0.0 -0.1 0.0 -0.6 0.1 -0.7 -0.0 GBP -0.1 0.3 0.3 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.0 0.1 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 -0.5 0.3 GOLD_micro -0.5 0.0 0.4 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.1 0.2 -0.1 0.3 -0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.0 0.1 -0.1 0.1 -0.1 -0.7 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.8 0.3 0.5 0.6 0.6 -0.7 -0.7 -0.6 -0.5 HEATOIL 0.4 -0.2 -0.5 -0.0 0.1 -0.1 0.1 0.0 0.0 0.1 0.1 0.2 0.2 0.1 -0.1 0.4 0.4 0.4 0.4 -0.0 -0.0 0.1 0.2 0.1 -2.7 -0.0 0.0 0.0 0.1 0.2 0.0 1.1 -0.1 0.1 0.1 0.2 0.5 0.0 0.4 -0.1 JGB-SGX-mini 0.0 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 0.0 -0.4 0.0 -0.0 0.0 -0.0 0.0 0.0 1.1 0.0 0.2 -0.0 -0.1 -0.0 -0.7 0.3 0.5 JPY -0.6 0.2 0.6 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.0 -0.3 -0.3 -0.3 -0.3 -0.0 -0.1 -0.1 -0.3 -0.1 2.7 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -1.1 -0.1 -0.3 -0.0 -0.3 -0.4 -0.7 -0.2 -0.7 LEANHOG 0.6 0.2 -0.0 0.0 0.1 -0.1 0.1 -0.2 0.1 0.1 -0.2 0.2 -0.4 0.1 -0.0 -0.4 -0.1 -0.4 -0.4 -0.0 -0.1 0.2 -0.4 0.1 2.3 0.1 0.1 -0.0 0.1 -0.2 0.1 -0.4 -0.0 0.6 0.6 0.2 -0.4 -0.3 0.2 0.4 LIVECOW 0.6 -0.2 -0.6 0.0 0.1 -0.1 0.1 -0.2 0.1 0.2 -0.3 0.2 -0.1 0.2 -0.1 -0.4 -0.1 -0.3 -0.2 -0.1 -0.2 0.2 -0.2 0.1 -0.1 -0.1 0.1 -0.1 0.1 0.0 0.0 -0.4 -0.2 -0.1 -0.3 -0.6 0.4 -0.1 0.6 0.1 LUMBER-new -0.6 0.3 0.5 0.0 0.2 -0.1 0.2 -0.2 0.1 0.1 -0.1 -0.1 -0.6 -0.1 0.1 -0.4 -0.3 -0.3 -0.3 0.1 0.1 -0.0 -0.1 -0.0 NaN 0.0 0.1 0.1 0.0 0.0 0.0 -1.1 -0.6 -0.7 0.3 0.7 -0.4 -0.8 -0.3 -0.8 MILK 0.2 -0.6 -0.6 0.0 0.1 -0.1 0.1 -0.2 0.1 -0.2 -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 1.9 -0.1 -0.0 -0.2 -0.0 -0.3 -0.0 -1.1 -0.5 -0.4 -0.6 -0.6 -0.7 -0.7 -0.7 -0.7 MXP -0.3 0.2 0.2 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.4 -0.1 0.6 0.1 0.2 0.3 0.3 0.3 0.3 0.1 0.2 -0.1 0.5 0.0 -2.7 0.0 -0.0 0.2 -0.0 0.3 -0.0 1.1 -0.1 0.3 -0.1 -0.1 0.5 0.7 0.7 0.7 NASDAQ_micro -0.2 0.5 0.6 0.0 0.0 0.1 0.0 0.1 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 0.2 0.1 -0.3 0.5 0.6 0.5 0.5 0.5 -0.2 0.7 -0.2 NIKKEI 0.6 0.5 0.3 0.0 0.0 0.1 0.0 0.1 0.0 0.1 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 0.0 0.1 0.1 0.1 0.1 1.1 0.5 0.6 0.6 0.4 -0.4 -0.1 -0.1 0.0 NZD -0.6 0.2 0.6 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.1 -0.2 0.1 -0.1 0.1 0.0 0.0 0.0 0.0 0.0 0.1 -0.1 0.0 -0.1 0.1 0.0 -0.0 0.1 -0.1 0.0 -0.0 0.2 -0.3 -0.3 -0.1 0.0 -0.3 -0.4 -0.2 0.2 OAT -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 0.1 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 -0.0 -0.5 -0.1 0.1 -0.7 -0.7 0.1 0.1 OATIES 0.1 0.0 -0.6 0.0 0.1 -0.0 0.1 -0.1 0.0 -0.0 -0.2 -0.0 -0.2 -0.0 -0.1 0.1 -0.1 -0.0 -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 -0.3 -0.3 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 -0.0 0.1 -0.1 0.0 0.1 0.1 -0.1 0.3 -0.1 -0.1 0.0 0.4 0.2 0.3 -0.2 0.0 -0.0 0.5 -0.2 -2.7 -0.0 0.0 0.1 -0.0 0.2 -0.0 1.1 -0.2 -0.6 -0.6 0.4 0.3 0.4 0.6 0.7 PALLAD -0.6 0.3 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 -0.0 -0.3 -0.1 0.9 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.4 0.1 -0.0 0.2 -0.3 -0.2 -0.2 -0.1 -0.1 PLAT -0.6 0.1 0.2 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.1 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 1.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.3 0.0 -0.0 0.3 0.1 -0.3 -0.2 0.6 0.0 REDWHEAT -0.1 -0.1 -0.3 0.0 0.1 -0.1 0.1 -0.2 0.1 0.1 -0.5 -0.0 -0.7 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.2 -0.2 0.0 -0.5 -0.1 -1.8 -0.1 0.1 -0.3 0.0 -0.4 -0.0 0.1 -0.4 -0.3 0.0 -0.6 -0.7 -0.7 -0.7 -0.5 RICE -0.3 0.0 0.3 0.0 0.1 -0.1 0.1 -0.2 0.1 0.1 0.4 0.0 0.5 0.1 0.1 -0.3 -0.0 -0.3 -0.2 0.1 0.1 0.0 0.3 0.1 -2.7 0.0 0.0 0.1 0.0 0.1 -0.0 -0.0 -0.4 -0.6 -0.3 0.4 0.0 -0.3 0.3 -0.0 ROBUSTA 0.3 0.6 0.3 0.0 0.1 -0.0 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 0.2 0.4 0.2 -2.5 0.0 0.0 0.1 0.0 0.1 0.0 1.1 0.2 0.6 0.6 0.6 -0.4 -0.5 -0.1 0.0 RUSSELL -0.6 0.6 0.6 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.1 -0.1 0.1 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.1 0.0 -0.3 0.0 0.0 0.1 0.0 0.0 0.0 -0.0 0.0 -0.3 0.2 -0.1 -0.7 -0.7 -0.7 -0.7 SHATZ -0.6 0.3 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 -0.1 1.1 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -1.1 -0.0 -0.3 -0.0 0.0 -0.6 -0.7 -0.2 -0.7 SILVER-mini -0.6 -0.3 0.1 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 -0.0 -0.1 -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 0.1 0.2 -0.1 0.0 -0.7 -0.6 0.3 -0.3 SMI -0.2 0.5 0.2 0.1 0.0 0.1 0.0 0.1 0.0 -0.1 0.2 0.0 0.2 0.2 0.2 0.3 0.1 0.2 0.1 0.1 0.1 -0.0 0.0 0.1 1.5 0.1 -0.0 0.1 -0.0 0.0 0.0 1.1 -0.5 0.4 0.2 -0.4 0.1 -0.2 0.3 -0.2 SOFR -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 0.1 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 0.2 0.0 0.0 -0.7 -0.7 -0.2 -0.1 SOYBEAN -0.6 -0.6 -0.3 0.0 0.1 -0.1 0.1 -0.2 0.1 0.2 -0.1 -0.2 0.1 -0.2 -0.2 0.2 0.3 0.3 0.3 -0.2 -0.2 -0.1 -0.2 -0.2 -2.7 -0.1 0.0 -0.1 -0.0 0.0 -0.1 1.1 -0.5 -0.6 -0.6 -0.1 -0.5 -0.7 -0.6 -0.7 SOYMEAL -0.6 -0.6 -0.2 0.0 0.1 -0.1 0.1 -0.1 0.1 -0.0 -0.3 -0.1 -0.1 -0.2 -0.2 0.1 0.3 0.2 0.2 -0.2 -0.1 -0.1 -0.1 -0.2 -2.7 -0.1 0.0 -0.1 -0.0 0.0 -0.1 1.1 -0.5 -0.6 -0.6 -0.0 -0.7 -0.7 -0.7 -0.6 SOYOIL -0.0 -0.3 -0.6 0.0 0.1 -0.1 0.1 -0.1 0.1 -0.0 -0.3 -0.0 -0.3 -0.1 -0.2 -0.1 0.1 -0.0 0.1 -0.2 -0.2 -0.0 -0.3 -0.1 -2.7 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.8 -0.4 -0.2 -0.2 -0.5 -0.3 -0.1 -0.1 0.2 SP400 -0.5 0.6 0.5 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.2 -0.0 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.1 0.1 -1.4 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.1 -0.1 0.2 -0.0 -0.7 -0.3 -0.7 -0.7 SP500_micro -0.2 0.6 0.6 0.0 0.0 0.1 0.0 0.1 0.0 0.2 0.5 0.2 0.6 0.2 0.2 -0.3 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.2 0.1 0.2 0.1 -0.4 0.5 0.6 0.6 0.5 0.1 -0.1 0.4 -0.2 SUGAR11 0.6 -0.6 -0.6 0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 -0.1 0.1 0.2 -0.0 -0.1 0.3 0.4 0.4 0.4 -0.1 -0.1 0.2 0.1 0.1 -2.7 -0.0 0.0 -0.1 0.0 0.0 0.0 1.1 0.1 0.4 -0.6 -0.5 0.2 -0.2 0.4 0.2 US10 -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 -0.2 -0.2 -0.2 -0.2 0.0 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 0.2 0.0 -0.0 -0.7 -0.7 -0.6 0.2 US10U -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 -0.0 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 0.2 0.2 0.0 -0.1 -0.7 -0.7 0.2 0.6 US2 -0.3 0.6 0.6 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.2 0.0 0.1 -0.4 -0.4 -0.4 -0.4 0.0 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 0.3 0.1 0.1 -0.6 -0.7 -0.4 -0.7 US20 -0.6 0.6 0.6 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.0 0.1 -0.0 -0.0 -0.0 -0.0 0.0 0.0 -0.1 -0.1 -0.0 -0.2 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.0 0.1 0.1 0.1 -0.0 -0.7 -0.7 0.7 0.7 US30 -0.6 0.5 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 -0.1 -0.2 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.4 0.1 -0.0 -0.0 -0.1 -0.5 -0.6 0.7 0.7 US5 -0.4 0.5 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 -0.3 -0.1 -0.6 -0.1 -0.2 -0.9 -0.3 -1.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.2 -0.9 -0.3 NaN -0.1 -0.1 -0.4 -0.1 -0.7 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.3 0.1 0.1 0.0 0.1 -0.1 0.1 -0.2 0.1 0.1 -0.5 -0.1 -0.7 -0.1 -0.0 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 -0.0 -0.5 -0.1 -0.4 -0.0 0.1 -0.2 0.0 -0.3 -0.0 -0.6 -0.5 -0.3 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 -20.0 7.5 16.5 2.8 -1.4 3.9 -3.5 3.0 -1.2 -10.4 0.9 -15.5 -7.1 -11.7 5.0 -2.4 -2.8 -2.5 -2.7 2.0 4.2 -14.9 -2.9 -10.0 2.8 1.3 -3.2 2.1 -5.6 -0.5 -3.3 -1.0 -9.8 -13.1 -5.8 -1.6 -18.4 -10.1 -5.5 3.9 BITCOIN -20.0 0.2 19.4 -4.4 0.6 -2.0 -4.8 -0.7 -6.5 -16.2 15.5 -17.8 16.5 -5.8 12.7 -6.5 -6.3 -7.7 -7.4 9.8 19.3 -20.0 16.1 -9.4 -20.0 3.6 -6.6 7.2 -7.0 6.1 -3.1 -1.6 -20.0 1.1 20.0 20.0 -5.6 8.5 6.4 14.1 BOBL -20.0 11.2 20.0 1.6 -2.0 1.2 -1.8 -0.5 -0.2 -7.9 3.6 -8.7 -1.3 -2.5 3.6 -20.0 -12.9 -20.0 -19.6 3.5 5.9 -10.1 -0.6 -5.5 7.6 0.9 -2.2 1.5 -2.6 0.1 -1.5 -20.0 -2.4 -12.7 -3.9 1.5 -20.0 -20.0 -0.5 -19.3 BTP -20.0 16.7 20.0 2.5 -3.2 1.9 -2.9 -0.7 -0.3 -10.2 9.0 -12.6 7.8 1.5 9.2 4.3 6.8 5.2 5.8 13.1 14.7 -6.2 6.4 1.1 -11.1 3.3 -1.6 3.7 -1.7 1.8 0.2 12.7 8.7 -10.8 -1.3 7.3 -16.6 -20.0 11.4 1.6 BUND -20.0 13.3 20.0 1.8 -2.3 1.4 -2.0 -0.5 -0.2 -8.9 4.3 -10.0 -1.6 -2.4 4.2 5.1 4.4 3.4 2.8 4.8 7.0 -10.9 -0.9 -5.5 5.3 1.0 -2.5 1.7 -2.8 0.2 -1.5 7.8 -3.0 -15.0 -4.3 1.9 -19.9 -20.0 0.2 -8.6 BUXL -20.0 15.7 20.0 2.1 -2.8 1.7 -2.5 -0.6 -0.3 -10.6 4.8 -12.0 -5.1 -2.6 5.1 -0.2 0.5 0.0 0.3 5.9 7.0 -12.6 -3.9 -6.0 1.0 1.4 -3.1 1.8 -3.1 -0.3 -1.4 2.8 -3.5 -16.8 -3.0 2.3 -20.0 -20.0 -0.4 8.0 CAC -20.0 5.3 6.5 5.1 4.5 4.7 2.8 2.9 2.7 10.4 13.0 -7.8 19.2 -4.9 13.9 -9.3 -5.0 -8.6 -7.3 6.1 9.3 -2.2 11.3 -2.9 -8.6 2.4 4.1 3.8 -0.7 3.9 -1.2 0.2 -8.6 -20.0 -11.3 -10.4 2.8 9.3 9.5 15.6 CAD -18.6 14.0 8.7 3.8 -1.9 5.3 -4.7 4.1 -1.6 -17.9 0.2 -20.0 -4.8 -6.5 7.7 -1.7 -2.2 -2.0 -2.2 5.6 4.8 -15.3 -3.5 -6.6 1.9 2.6 -6.7 1.9 -6.1 -1.2 -2.1 0.0 -7.1 -12.0 5.5 -13.7 -20.0 -16.3 -1.8 -14.2 CANOLA -7.6 -20.0 -20.0 0.3 8.1 -1.6 7.1 -2.7 3.6 6.6 -10.3 -4.8 -8.7 -9.3 -10.9 -9.8 -1.5 -10.4 -7.7 -19.8 -20.0 -0.9 -16.7 -11.0 -20.0 -4.3 0.8 -4.7 0.1 -4.0 -2.2 -1.3 -9.5 -19.7 -20.0 -20.0 -16.1 -14.0 -8.7 -2.7 CHF -20.0 12.4 11.7 3.1 -1.5 4.4 -3.9 3.4 -1.3 -9.7 7.8 -16.6 11.6 -5.7 9.9 -15.3 -15.5 -16.0 -16.0 9.0 12.0 -19.3 8.5 -8.0 -7.7 4.3 -1.6 4.2 -4.3 2.5 -0.3 -20.0 -20.0 2.0 16.0 15.4 -20.0 -19.0 -16.7 -20.0 COCOA -4.5 -1.2 10.1 0.6 15.9 -3.2 13.9 -5.4 7.0 20.0 20.0 20.0 20.0 20.0 20.0 12.2 2.4 9.3 5.6 20.0 20.0 20.0 20.0 20.0 -20.0 8.2 14.2 10.7 10.7 12.0 7.6 12.8 20.0 6.2 20.0 20.0 20.0 2.3 20.0 20.0 COFFEE -11.6 6.0 20.0 0.4 9.3 -1.9 8.1 -3.1 4.1 9.3 5.6 -2.1 -0.1 -0.6 6.7 8.9 4.8 8.1 6.3 6.6 7.6 4.5 2.7 2.5 -17.2 2.5 2.1 3.8 0.3 2.2 -0.2 15.6 -19.0 -20.0 11.6 20.0 -13.8 -20.0 -11.0 -10.4 COPPER -13.3 2.8 10.7 -4.0 0.5 -1.9 -4.4 -0.6 -6.0 14.5 -1.7 -4.5 -3.7 -7.4 4.6 -6.5 -4.7 -6.2 -5.8 0.4 0.6 4.3 -2.8 -1.9 -9.1 -0.1 10.2 0.7 1.0 -0.9 -2.3 1.2 14.5 11.6 13.5 8.6 -10.8 -6.8 11.4 -3.7 CORN -20.0 -12.8 -7.8 0.6 16.8 -3.4 14.7 -5.7 7.4 -6.2 -20.0 -20.0 -20.0 -20.0 -20.0 -11.7 -2.9 -9.9 -7.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -8.7 3.2 -6.3 -4.0 -5.4 -8.7 -2.6 -20.0 -20.0 -20.0 -13.9 -6.7 -16.0 -2.2 2.1 COTTON2 18.8 5.5 -12.3 0.6 16.0 -3.3 14.0 -5.4 7.1 20.0 -11.3 20.0 -7.7 18.3 -6.5 -8.2 -1.6 -7.9 -5.6 3.9 -7.7 20.0 -10.1 20.0 -20.0 3.8 12.9 -1.0 13.3 -1.3 10.3 0.3 20.0 20.0 20.0 -15.1 -15.4 -16.0 -6.3 -0.0 CRUDE_W 3.7 -6.9 -10.3 -1.9 8.0 -2.2 7.8 1.0 3.4 18.6 3.8 10.6 5.9 -2.1 -13.7 6.4 9.4 7.4 8.5 -5.4 -1.2 8.8 6.8 0.6 -4.6 -2.9 8.8 -0.3 6.8 5.6 1.5 -1.1 -5.2 -11.7 -2.5 7.9 20.0 15.5 20.0 17.0 DAX -20.0 7.7 14.9 4.7 4.2 4.4 2.6 2.7 2.5 16.4 16.1 6.0 18.3 9.5 18.6 -15.3 -10.2 -13.9 -12.1 15.4 16.0 7.9 12.1 6.5 17.2 4.7 7.9 4.9 2.7 3.2 1.8 -8.3 -0.2 -3.4 0.6 4.5 1.6 6.9 11.5 20.0 DOW -12.9 20.0 20.0 4.4 3.9 4.1 2.4 2.5 2.4 14.3 19.1 12.8 17.8 19.0 20.0 -12.6 -9.8 -11.7 -11.0 20.0 20.0 12.9 20.0 20.0 -14.7 7.0 3.1 6.2 3.7 4.1 5.0 -7.2 13.6 15.0 20.0 18.8 -8.8 -3.7 -4.9 -7.6 DX 18.8 -8.9 -17.0 2.6 -1.3 3.7 -3.3 2.8 -1.1 9.1 0.8 14.4 -6.5 7.8 -6.3 5.4 6.0 5.8 6.1 -3.3 -4.2 11.1 0.7 6.3 -20.0 -2.6 2.1 -2.2 3.8 0.7 1.1 14.2 20.0 20.0 -14.6 -20.0 18.1 3.2 20.0 9.8 EUR -11.8 5.8 10.3 3.0 -1.5 4.2 -3.8 3.3 -1.3 -10.6 -0.8 -16.9 7.6 -6.1 7.7 -5.6 -6.6 -5.8 -6.1 2.8 3.6 -9.0 0.1 -4.9 14.7 3.3 -2.2 2.8 -3.3 0.5 -0.3 -7.2 0.9 4.3 -8.5 0.5 -20.0 -11.9 -18.1 -8.1 EURIBOR-ICE -20.0 15.2 20.0 1.4 -1.8 1.1 -1.6 -0.4 -0.2 -6.4 5.7 -7.3 2.1 0.8 5.3 2.8 -4.8 -0.3 -2.8 8.6 11.5 -7.5 4.5 -1.5 15.6 1.9 -1.4 2.5 -1.5 1.0 -0.2 -5.3 0.6 -7.8 2.8 10.9 -20.0 -20.0 7.1 20.0 EUROSTX -20.0 2.4 9.5 4.8 4.3 4.5 2.6 2.8 2.6 18.3 14.8 4.0 19.2 2.8 16.4 11.3 0.4 6.1 2.1 10.2 12.4 10.2 12.6 4.3 2.5 4.1 13.1 5.0 4.7 4.5 1.6 12.0 11.2 -5.9 -8.7 0.7 -2.4 9.3 1.8 17.5 FEEDCOW 20.0 3.5 -20.0 0.5 13.3 -2.7 11.6 -4.5 5.9 17.9 -10.0 19.7 -3.1 17.9 -6.5 -20.0 -20.0 -20.0 -20.0 -2.4 -16.7 20.0 -6.9 20.0 -3.7 -1.5 7.2 -3.7 6.9 1.2 4.3 -20.0 5.8 5.5 8.5 -20.0 15.9 5.4 20.0 14.3 GASOIL 10.3 -5.1 -12.3 -1.6 7.0 -1.9 6.8 0.9 3.0 14.6 4.1 14.4 6.1 6.5 -9.2 20.0 20.0 19.3 19.9 -3.1 -1.0 11.6 7.8 4.5 8.4 -1.1 7.6 0.2 5.6 3.8 2.2 19.4 -8.6 -5.7 0.8 3.2 -11.9 -3.5 -20.0 -9.3 GASOLINE 9.8 2.2 -14.5 -1.9 8.1 -2.2 7.8 1.0 3.5 15.8 -2.5 17.6 4.7 13.2 -3.8 -20.0 7.8 -20.0 -10.4 0.4 -2.3 16.6 4.5 10.0 -20.0 -0.4 7.8 -1.0 8.2 4.3 4.7 -13.7 2.3 -2.7 6.6 6.6 20.0 12.5 20.0 10.7 GAS_US_mini 17.0 1.6 -5.2 -1.1 4.6 -1.3 4.4 0.6 2.0 -6.3 -9.6 -7.0 -12.5 -3.5 -8.6 20.0 -19.0 11.2 -9.5 -10.7 -15.1 -7.9 -19.8 -6.7 17.7 -2.6 -1.3 -3.7 -1.3 -3.2 -0.9 -20.0 -20.0 -0.4 -3.8 0.8 -17.0 2.4 -20.0 -1.5 GBP -2.7 8.8 10.7 3.3 -1.6 4.6 -4.2 3.6 -1.4 5.5 2.1 2.1 11.8 7.5 17.4 -0.1 -0.6 -0.3 -0.4 10.8 9.6 1.1 5.3 5.0 2.3 6.5 1.5 5.0 1.1 1.8 3.8 2.9 15.6 20.0 4.1 4.6 -18.5 -0.9 -14.7 9.6 GOLD_micro -15.2 1.3 11.3 -3.9 0.5 -1.8 -4.3 -0.6 -5.9 -9.6 9.1 -12.6 7.9 -6.1 10.5 -13.6 -14.0 -14.0 -14.3 2.8 6.3 -8.6 4.9 -5.4 -5.2 2.1 -2.5 3.2 -1.0 2.8 -0.3 -14.2 12.9 16.9 17.1 20.0 -20.0 -20.0 -19.4 -15.7 HEATOIL 11.5 -4.7 -15.5 -1.8 7.7 -2.1 7.5 1.0 3.3 15.0 2.5 17.6 4.3 6.3 -10.0 20.0 20.0 20.0 20.0 -4.2 -3.1 10.7 6.3 5.1 -20.0 -0.0 4.3 0.5 6.0 5.4 4.2 20.0 -6.0 1.9 4.4 5.1 14.8 1.4 13.3 -3.0 JGB-SGX-mini 1.3 17.9 13.8 1.5 -1.4 1.1 -1.3 -0.4 0.1 -5.8 4.5 -2.7 4.6 5.4 7.0 8.1 17.9 11.4 14.0 7.3 5.6 -1.6 2.9 4.2 -3.1 2.2 -2.2 1.4 -0.7 0.3 1.2 20.0 1.9 7.5 -0.3 -1.6 -0.0 -20.0 10.1 14.6 JPY -20.0 7.6 20.0 1.6 -0.8 2.2 -2.0 1.7 -0.7 -6.6 -6.1 -9.7 -8.8 -7.6 -2.0 -14.1 -15.9 -15.4 -16.1 -4.0 -4.8 -10.7 -10.6 -9.3 20.0 -0.8 -1.4 -1.5 -3.4 -3.8 -2.6 -20.0 -4.2 -9.3 -0.9 -8.7 -11.4 -20.0 -6.1 -20.0 LEANHOG 18.5 5.7 -0.9 0.5 12.7 -2.6 11.1 -4.3 5.6 14.0 -5.9 16.3 -12.0 12.9 -2.7 -20.0 -3.8 -20.0 -17.5 -0.4 -9.1 18.2 -15.1 10.1 17.0 4.8 10.6 -0.0 8.7 -4.7 7.9 -7.5 -1.1 20.0 20.0 6.2 -11.3 -8.2 4.6 11.6 LIVECOW 18.8 -4.7 -20.0 0.6 14.5 -3.0 12.7 -4.9 6.4 19.1 -10.8 20.0 -2.9 16.5 -9.4 -20.0 -7.3 -15.0 -11.3 -10.0 -19.9 20.0 -7.2 11.7 -1.0 -4.8 5.7 -5.5 5.0 1.1 1.3 -8.2 -6.4 -2.5 -8.3 -20.0 11.0 -3.0 16.9 3.2 LUMBER-new -15.9 7.7 14.7 0.6 17.0 -3.4 14.8 -4.8 7.5 13.9 -1.8 -8.4 -16.2 -5.8 11.6 -15.8 -14.4 -14.4 -14.4 5.2 4.7 -1.0 -4.1 -3.1 NaN 3.5 9.0 3.2 1.6 0.0 0.0 -18.3 -20.0 -20.0 7.6 20.0 -11.0 -20.0 -6.6 -20.0 MILK 7.3 -20.0 -20.0 0.5 13.0 -2.7 11.4 -4.4 5.8 -17.2 -19.8 -18.1 -19.2 -19.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -14.8 -20.0 -20.0 13.9 -7.2 -2.5 -8.1 -2.7 -8.5 -4.5 -20.0 -20.0 -13.1 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 MXP -10.6 6.9 5.6 2.9 -1.4 4.0 -3.6 3.1 -1.2 -10.5 15.4 -11.7 17.9 4.7 14.8 15.4 16.4 15.2 15.3 9.8 14.0 -8.4 19.5 0.2 -20.0 4.2 -4.3 6.0 -4.3 8.4 -0.1 20.0 -2.4 8.9 -2.7 -2.2 15.1 20.0 20.0 20.0 NASDAQ_micro -4.8 16.1 18.0 3.2 2.9 3.0 1.8 1.9 1.7 13.9 14.4 14.3 14.2 14.0 15.0 -11.7 -9.5 -11.2 -10.5 20.0 20.0 20.0 20.0 20.0 -20.0 5.6 5.5 4.9 5.8 4.5 5.7 -6.5 20.0 20.0 16.6 15.6 16.0 -4.6 19.8 -6.7 NIKKEI 20.0 15.0 9.8 4.3 3.8 3.9 2.3 2.5 2.3 11.8 19.2 18.6 19.0 19.3 19.8 18.2 12.3 15.5 13.3 20.0 20.0 20.0 20.0 20.0 -14.2 6.7 3.3 4.7 6.9 4.1 8.2 20.0 20.0 20.0 20.0 11.4 -12.5 -2.5 -2.7 1.0 NZD -20.0 7.5 17.0 2.6 -1.3 3.6 -3.2 2.8 -1.1 -11.2 4.0 -14.9 1.8 -9.0 7.5 0.2 0.2 0.2 0.2 3.6 6.3 -15.5 0.3 -8.8 0.5 1.8 -3.4 2.8 -5.8 0.7 -2.9 4.1 -13.9 -9.8 -1.7 1.2 -10.0 -10.8 -6.0 4.8 OAT -20.0 14.9 20.0 1.9 -2.4 1.5 -2.2 -0.6 -0.2 -9.3 5.2 -10.4 -0.9 -1.6 5.0 4.9 6.8 5.1 5.6 6.6 8.8 -10.4 0.6 -4.5 7.3 1.5 -2.4 2.1 -2.6 0.5 -1.2 12.5 -1.7 -15.1 -2.9 3.8 -20.0 -20.0 3.7 3.9 OATIES 2.4 0.3 -20.0 0.2 5.6 -1.1 4.9 -1.9 2.5 -3.1 -6.7 -2.3 -5.1 -2.1 -6.3 3.0 -6.1 -2.3 -6.5 -5.5 -6.9 -1.4 -4.4 -2.3 -20.0 -1.5 -0.8 -2.7 0.8 -1.9 0.6 -5.8 -11.9 2.0 0.1 -14.7 -2.1 4.8 5.7 17.0 OJ -19.3 -20.0 -20.0 0.3 8.6 -1.8 7.5 -2.9 3.8 10.5 3.8 -5.6 9.1 -10.7 -9.3 1.5 17.6 8.7 14.3 -14.5 3.3 -5.4 19.9 -16.8 -20.0 -2.2 1.0 2.2 -0.6 6.5 -3.0 20.0 -7.8 -20.0 -20.0 11.7 9.1 12.1 18.3 20.0 PALLAD -20.0 10.1 10.1 -1.7 0.2 -0.8 -1.8 -0.3 -2.5 0.8 -6.4 -5.8 -7.9 -6.3 -5.4 -1.6 -2.2 -1.8 -2.0 -7.6 -8.1 -5.5 -11.3 -8.4 7.1 -1.5 0.9 -2.4 -0.4 -3.1 -1.1 6.6 3.7 -1.1 5.4 -8.9 -7.4 -7.2 -2.8 -2.4 PLAT -20.0 2.5 6.6 -2.8 0.4 -1.3 -3.1 -0.5 -4.2 0.4 -4.4 -10.3 -6.3 -9.2 -1.6 -4.0 -3.0 -3.7 -3.5 -4.8 -2.4 -10.3 -3.6 -11.0 12.1 -1.4 -0.3 -0.2 -3.1 -0.3 -3.5 4.7 0.5 -0.3 7.9 3.3 -8.4 -6.3 16.7 0.2 REDWHEAT -4.5 -1.7 -9.3 0.5 12.9 -2.6 11.3 -4.4 5.7 13.1 -18.0 -2.9 -18.5 -9.4 -13.4 -3.3 -1.6 -3.7 -3.2 -15.6 -20.0 0.2 -20.0 -8.9 -13.8 -5.9 10.0 -9.6 4.5 -9.8 -1.0 2.4 -17.3 -7.9 0.6 -18.1 -20.0 -20.0 -20.0 -15.6 RICE -8.4 0.2 8.5 0.5 13.2 -2.7 11.6 -4.5 5.8 8.8 15.8 0.6 13.8 6.0 13.4 -14.5 -1.1 -14.0 -8.8 11.6 13.5 5.4 11.0 7.4 -20.0 0.6 5.2 3.1 2.0 3.4 -0.4 -0.3 -15.2 -20.0 -10.2 12.8 0.1 -9.1 8.0 -0.0 ROBUSTA 10.0 20.0 8.3 0.3 7.7 -1.6 6.8 -2.6 3.4 9.9 10.9 10.5 11.0 11.0 11.2 20.0 20.0 20.0 20.0 20.0 18.4 17.7 14.6 20.0 -18.9 4.3 2.3 3.8 2.8 3.0 3.6 20.0 7.9 17.5 20.0 20.0 -12.9 -14.7 -4.0 1.2 RUSSELL -20.0 19.8 17.6 2.7 2.4 2.5 1.5 1.6 1.4 6.5 5.3 -5.2 1.9 2.0 6.8 -6.1 -6.1 -6.2 -6.4 8.4 7.5 1.0 2.0 2.3 -2.1 2.8 1.8 2.2 1.3 0.9 1.5 -0.2 0.9 -8.6 5.7 -2.7 -20.0 -19.5 -20.0 -20.0 SHATZ -20.0 9.4 20.0 1.4 -1.8 1.1 -1.6 -0.4 -0.2 -7.0 1.1 -7.6 -4.4 -2.7 2.0 -20.0 -20.0 -20.0 -20.0 1.3 2.4 -8.8 -3.4 -5.3 8.4 0.9 -1.9 1.1 -2.2 -0.5 -1.1 -20.0 -0.2 -8.1 -1.0 0.4 -19.2 -20.0 -7.3 -20.0 SILVER-mini -18.3 -8.0 1.6 -3.4 0.4 -1.6 -3.7 -0.5 -5.0 -2.0 -2.6 -11.7 0.9 -13.9 -3.3 -6.7 -6.5 -6.9 -6.8 -7.9 -3.7 -9.6 -1.7 -12.0 5.4 -3.8 0.5 -1.7 -3.3 -0.3 -4.9 -1.2 2.7 5.0 -1.9 1.0 -20.0 -18.0 8.1 -10.0 SMI -4.7 16.1 7.2 4.8 4.2 4.4 2.6 2.7 2.5 -9.6 5.6 2.0 4.3 15.8 20.0 12.6 5.0 10.0 7.0 12.6 7.4 -1.5 0.5 6.6 11.1 6.0 -2.2 4.1 -0.8 0.6 3.0 20.0 -20.0 11.2 5.5 -11.3 2.0 -6.3 9.8 -6.4 SOFR -20.0 15.6 20.0 1.9 -2.5 1.5 -2.2 -0.6 -0.2 -9.5 4.8 -10.3 -0.3 -0.9 7.6 2.4 0.1 1.4 0.6 6.5 6.2 -8.2 -0.9 -2.3 -2.2 3.0 -1.3 2.3 -0.8 0.0 1.0 2.3 8.6 6.2 0.1 1.4 -20.0 -20.0 -6.7 -4.3 SOYBEAN -20.0 -20.0 -8.0 0.6 15.5 -3.2 13.5 -5.2 6.8 17.3 -3.0 -15.6 3.4 -20.0 -20.0 9.7 16.4 12.9 13.9 -20.0 -16.6 -9.9 -6.6 -20.0 -20.0 -6.3 3.9 -2.4 -1.8 0.0 -6.8 20.0 -20.0 -20.0 -20.0 -2.7 -16.4 -20.0 -16.6 -20.0 SOYMEAL -20.0 -20.0 -5.4 0.4 11.3 -2.3 9.9 -3.8 5.0 -0.8 -10.4 -13.5 -1.7 -16.3 -14.9 3.5 14.8 8.5 11.7 -20.0 -12.5 -12.2 -2.4 -20.0 -20.0 -5.2 0.3 -2.0 -3.5 0.7 -6.1 20.0 -20.0 -20.0 -20.0 -1.5 -20.0 -20.0 -20.0 -19.0 SOYOIL -0.8 -9.2 -19.2 0.4 10.7 -2.2 9.3 -3.6 4.7 -3.2 -10.7 -4.2 -8.6 -12.8 -15.1 -5.9 6.2 -1.5 2.5 -14.7 -16.5 -4.2 -12.6 -9.0 -20.0 -2.5 0.1 -3.9 1.2 -3.4 -0.2 14.3 -18.0 -7.3 -5.5 -15.2 -8.5 -2.4 -2.5 7.3 SP400 -15.7 20.0 16.1 3.1 2.7 2.8 1.7 1.8 1.6 6.4 8.5 -2.5 5.8 6.1 10.5 -5.3 -5.1 -5.3 -5.3 12.5 10.7 3.8 4.9 6.3 -10.6 3.7 1.6 3.1 1.7 1.7 2.3 1.7 3.0 -4.5 6.4 -0.8 -20.0 -8.7 -20.0 -20.0 SP500_micro -5.3 20.0 20.0 4.2 3.8 3.9 2.3 2.4 2.2 18.0 17.9 17.6 16.7 18.5 20.0 -12.8 -10.5 -12.2 -11.5 20.0 20.0 20.0 19.9 20.0 -20.0 7.0 6.0 5.9 6.1 4.6 6.5 -8.3 20.0 20.0 17.4 13.9 4.2 -4.4 13.1 -6.9 SUGAR11 20.0 -20.0 -20.0 0.3 8.4 -1.7 7.3 -2.8 3.7 11.3 -4.5 12.3 6.3 -1.8 -5.5 16.5 19.3 20.0 20.0 -6.9 -7.3 19.5 2.5 7.1 -20.0 -2.6 4.1 -2.1 3.0 1.0 0.2 20.0 3.6 11.5 -20.0 -15.3 5.7 -5.4 13.3 6.7 US10 -15.6 17.6 20.0 1.6 -2.0 1.2 -1.8 -0.5 -0.2 -7.8 1.3 -8.3 -3.0 0.3 5.8 -10.0 -7.7 -8.9 -8.4 4.6 2.6 -6.2 -5.0 -1.4 1.7 2.4 -1.2 1.3 -0.5 -1.0 1.0 -12.1 7.9 5.5 0.9 -0.7 -20.0 -20.0 -16.6 6.9 US10U -18.5 17.2 17.8 2.2 -2.9 1.7 -2.5 -0.7 -0.3 -11.0 1.3 -12.0 -4.2 -1.1 7.4 2.9 0.7 2.4 1.5 5.3 2.7 -10.0 -7.8 -3.6 -1.6 3.0 -1.9 1.5 -1.0 -1.6 1.1 3.5 10.3 5.0 0.2 -2.7 -20.0 -20.0 4.9 16.8 US2 -9.9 17.5 20.0 1.3 -1.7 1.0 -1.5 -0.4 -0.2 -6.8 0.0 -6.8 -4.7 1.9 5.1 -20.0 -20.0 -20.0 -20.0 4.3 2.0 -3.8 -5.4 0.4 8.5 2.5 -0.7 1.5 -0.0 -0.9 1.4 -20.0 8.9 8.6 3.5 3.4 -18.0 -20.0 -12.9 -20.0 US20 -20.0 20.0 18.1 1.5 -2.0 1.2 -1.8 -0.5 -0.2 -7.7 1.6 -8.4 -2.3 -0.5 5.2 -0.1 -1.1 -0.4 -0.9 4.2 2.5 -8.8 -5.0 -3.2 -1.7 2.0 -1.7 1.0 -0.9 -1.1 0.6 -0.4 5.1 2.0 1.9 -1.2 -20.0 -20.0 20.0 20.0 US30 -20.0 15.4 15.9 1.8 -2.3 1.4 -2.0 -0.5 -0.2 -8.9 1.0 -9.8 -3.7 -3.0 4.8 -8.7 -4.9 -6.8 -5.9 2.3 1.3 -10.8 -6.8 -5.8 -1.2 1.8 -2.1 0.8 -1.6 -1.6 -0.1 -7.4 4.2 -0.6 -1.4 -3.9 -15.4 -17.4 20.0 20.0 US5 -13.9 16.9 20.0 1.5 -2.0 1.2 -1.8 -0.5 -0.2 -7.8 1.7 -8.1 -3.3 0.9 6.1 -10.4 -10.2 -10.0 -10.5 4.9 3.2 -5.5 -4.3 -0.7 3.9 2.6 -1.1 1.6 -0.3 -0.6 1.2 -16.3 8.4 7.4 1.8 1.4 -20.0 -20.0 -20.0 -8.6 VIX -0.5 -4.9 -20.0 -6.6 -7.2 -7.6 -7.3 -9.9 -6.6 -15.2 -20.0 -16.4 -20.0 -17.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -13.9 -20.0 -16.7 NaN -7.9 -6.6 -8.9 -7.1 -11.4 -7.3 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -7.8 3.4 3.8 0.5 13.7 -2.8 12.0 -4.6 6.0 10.8 -17.5 -7.9 -19.6 -6.7 -3.1 -11.1 -10.5 -11.0 -11.0 -9.1 -15.5 -1.6 -20.0 -7.7 -3.2 -2.5 12.4 -5.8 4.5 -9.2 -0.1 -12.1 -20.0 -10.7 6.4 -0.4 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3