******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240207_204027 produced at 2024-02-07 21:38:03.196286 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -54.10 17.0 -17 -17 caleb_strategy_v3 SOFR False True 0.08 0.00 -0.24 0.0 0.00 0.00 0.00 0.00 -2.97 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 -4.44 24.0 0 0 caleb_strategy_v3 US2 False True 0.07 0.00 -0.13 0.0 0.00 0.00 0.00 0.00 -1.89 13.0 0 0 caleb_strategy_v3 CHF False False 0.05 -0.29 -0.11 0.0 0.63 -0.63 -0.29 -0.29 -2.21 13.0 -6 -6 caleb_strategy_v3 CORN False False 0.01 -0.08 -0.09 0.0 0.10 -0.10 -0.08 -0.08 -11.45 12.0 -10 -10 caleb_strategy_v3 COPPER False False 0.03 0.00 -0.09 0.0 0.19 -0.19 0.00 0.00 -2.74 6.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.07 0.0 0.15 -0.15 -0.02 -0.02 -22.81 51.0 -6 -6 caleb_strategy_v3 JPY False False 0.03 0.00 -0.06 0.0 0.49 -0.49 0.00 -0.06 -2.07 17.0 0 -2 caleb_strategy_v3 EUR False False 0.05 -0.14 -0.06 0.0 0.64 -0.64 -0.14 -0.09 -1.21 14.0 -3 -2 caleb_strategy_v3 AUD False False 0.02 0.00 -0.06 0.0 0.42 -0.42 0.00 0.00 -2.53 19.0 0 0 caleb_strategy_v3 BOBL False False 0.04 -0.38 -0.06 0.0 0.81 -0.81 -0.38 -0.51 -1.31 19.0 -9 -12 caleb_strategy_v3 GOLD_micro False False 0.01 -0.13 -0.04 0.0 0.39 -0.39 -0.13 -0.15 -5.55 56.0 -19 -22 caleb_strategy_v3 CAD False False 0.03 0.00 -0.04 0.0 0.73 -0.73 0.00 0.00 -1.52 29.0 0 0 caleb_strategy_v3 US5 False False 0.04 -0.22 -0.04 0.0 0.91 -0.91 -0.22 -0.25 -1.21 25.0 -6 -7 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.02 -0.04 0.0 0.04 -0.04 -0.02 -0.03 -25.18 26.0 -14 -15 caleb_strategy_v3 SOYBEAN False False 0.02 -0.04 -0.03 0.0 0.14 -0.14 -0.04 -0.04 -1.55 7.0 -2 -2 caleb_strategy_v3 RUSSELL False False 0.00 -0.01 -0.03 0.0 0.23 -0.23 -0.01 -0.01 -9.64 68.0 -3 -3 caleb_strategy_v3 REDWHEAT False False 0.01 -0.03 -0.03 0.0 0.08 -0.08 -0.03 -0.03 -2.66 8.0 -3 -3 caleb_strategy_v3 MILK False False 0.01 0.00 -0.03 0.0 0.06 -0.06 0.00 0.00 -2.21 5.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -5.02 3.0 0 0 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.03 0.0 0.19 -0.19 0.00 0.00 -0.33 2.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 -0.03 0.0 0.00 -0.00 0.00 0.00 -1.37 0.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.10 -0.10 -0.04 -0.04 -3.06 9.0 -4 -4 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.02 0.0 0.11 -0.11 0.00 0.00 -1.69 9.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -2.72 2.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.00 -0.02 0.0 0.43 -0.43 0.00 -0.02 -0.91 21.0 0 -1 caleb_strategy_v3 US10 False False 0.04 -0.04 -0.02 0.0 0.64 -0.64 -0.04 -0.04 -0.61 17.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.01 -0.03 -0.02 0.0 0.10 -0.10 -0.03 -0.03 -1.75 10.0 -3 -3 caleb_strategy_v3 PALLAD False False 0.03 -0.03 -0.01 0.0 0.06 -0.06 -0.03 -0.03 -0.24 2.0 -1 -1 caleb_strategy_v3 BUXL False False 0.05 0.00 -0.01 0.0 0.19 -0.19 0.00 0.00 -0.11 4.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.05 -0.00 0.0 0.17 -0.17 -0.05 -0.05 -0.17 11.0 -3 -3 caleb_strategy_v3 PLAT False False 0.01 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.02 10.0 0 0 caleb_strategy_v3 COFFEE False False 0.02 0.00 -0.00 0.0 0.14 -0.14 0.00 0.00 -0.09 6.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.00 0.0 0.14 -0.14 0.00 0.00 -0.13 4.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 0.00 0.0 0.16 -0.16 0.00 0.00 0.01 18.0 0 0 caleb_strategy_v3 US10U False False 0.04 0.04 0.00 0.0 0.51 -0.51 0.04 0.04 0.07 13.0 1 1 caleb_strategy_v3 US20 False False 0.04 0.12 0.00 0.0 0.37 -0.37 0.12 0.12 0.09 9.0 3 3 caleb_strategy_v3 US30 False False 0.04 0.00 -0.00 0.0 0.26 -0.26 0.00 0.00 -0.05 6.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.00 -0.00 0.0 0.49 -0.49 0.00 0.00 -0.09 10.0 0 0 caleb_strategy_v3 BTP False False 0.04 0.04 0.01 0.0 0.43 -0.43 0.04 0.04 0.25 10.0 1 1 caleb_strategy_v3 GBP False False 0.03 0.13 0.01 0.0 0.59 -0.59 0.13 0.13 0.55 22.0 5 5 caleb_strategy_v3 BITCOIN False True 0.00 0.02 0.01 0.0 0.02 0.00 0.02 0.02 9.37 59.0 15 15 caleb_strategy_v3 RICE False True 0.01 0.00 0.02 0.0 0.00 0.00 0.00 0.00 1.59 4.0 0 0 caleb_strategy_v3 OAT False False 0.05 0.00 0.02 0.0 0.47 -0.47 0.00 0.00 0.43 10.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.00 0.02 0.0 0.06 -0.06 0.00 0.00 0.82 3.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.02 0.02 0.0 0.24 -0.24 0.02 0.03 1.62 23.0 2 3 caleb_strategy_v3 CRUDE_W False False 0.02 0.02 0.03 0.0 0.12 -0.12 0.02 0.05 1.40 5.0 1 2 caleb_strategy_v3 LIVECOW False False 0.02 0.00 0.03 0.0 0.42 -0.42 0.00 0.00 1.21 17.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.04 0.22 0.03 0.0 0.35 -0.35 0.22 0.22 0.78 8.0 5 5 caleb_strategy_v3 LEANHOG False False 0.01 0.04 0.03 0.0 0.14 -0.14 0.04 0.03 2.75 13.0 4 3 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.17 0.03 0.0 0.28 -0.28 0.17 0.18 2.70 23.0 14 15 caleb_strategy_v3 HEATOIL False False 0.04 0.00 0.04 0.0 0.11 -0.11 0.00 0.00 0.95 3.0 0 0 caleb_strategy_v3 DX False False 0.04 0.00 0.04 0.0 999.00 -999.00 0.00 0.00 1.28 999999999.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.05 0.0 0.11 -0.11 0.03 0.03 1.77 4.0 1 1 caleb_strategy_v3 SP500_micro False False 0.01 0.02 0.05 0.0 0.41 -0.41 0.02 0.01 5.55 48.0 2 1 caleb_strategy_v3 CAC False True 0.03 0.00 0.05 0.0 0.00 0.00 0.00 0.00 1.92 12.0 0 0 caleb_strategy_v3 COCOA False False 0.02 0.09 0.05 0.0 0.46 -0.46 0.09 0.09 3.09 26.0 5 5 caleb_strategy_v3 DOW False False 0.01 0.02 0.05 0.0 0.43 -0.43 0.02 0.02 7.54 66.0 3 3 caleb_strategy_v3 SMI False False 0.04 0.39 0.07 0.0 0.39 -0.39 0.39 0.39 1.53 9.0 9 9 caleb_strategy_v3 DAX False False 0.01 0.00 0.11 0.0 0.36 -0.36 0.00 0.00 17.06 58.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 0.22 0.14 0.0 0.34 -0.34 0.22 0.22 8.46 20.0 13 13 caleb_strategy_v3 NIKKEI False False 0.01 0.27 0.27 0.0 0.30 -0.30 0.27 0.28 32.49 36.0 33 34 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.37 0.36 0.0 0.53 -0.53 0.37 0.37 10.76 16.0 11 11 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.09 0.39 0.0 0.89 -0.89 0.09 0.44 4.36 10.0 1 5 caleb_strategy_v3 MXP False False 0.01 0.50 0.60 0.0 0.59 -0.59 0.50 0.55 61.35 60.0 51 56 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 21.2 Shocked risk 63.2 Sum abs risk 54.3 Leverage 4.46 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2966224.98, 'annual_cash_vol_target': 741556.245, 'daily_cash_vol_target': 46347.2653125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0039 0.6527 0.5912 9.4589 BITCOIN 1084.7134 43990.0000 2.4658 39.4531 BOBL 0.3070 117.4000 0.2615 4.1840 BTP 0.6230 117.5500 0.5300 8.4794 BUND 0.6078 134.0500 0.4534 7.2544 BUXL 1.4077 133.7200 1.0527 16.8438 CAC 54.8024 7638.0000 0.7175 11.4799 CAD 0.0029 0.7430 0.3962 6.3400 CANOLA 6.6763 600.4000 1.1120 17.7915 CHF 0.0054 1.1486 0.4727 7.5625 COCOA 60.5928 5265.0000 1.1509 18.4138 COFFEE 3.4003 187.5000 1.8135 29.0156 COPPER 0.0395 3.7365 1.0578 16.9243 CORN 3.9384 474.7500 0.8296 13.2733 COTTON2 0.8876 89.3300 0.9936 15.8979 CRUDE_W 1.0420 71.6300 1.4548 23.2761 DAX 109.6838 17036.0000 0.6438 10.3014 DOW 203.5329 38804.0000 0.5245 8.3922 DX 0.3921 103.9100 0.3774 6.0381 EUR 0.0047 1.0789 0.4335 6.9361 EURIBOR-ICE 0.0565 97.7500 0.0578 0.9244 EUROSTX 33.8601 4709.0000 0.7191 11.5048 FEEDCOW 1.7753 256.1750 0.6930 11.0882 GASOIL 13.4943 821.5000 1.6426 26.2822 GASOLINE 0.0396 2.4811 1.5959 25.5346 GAS_US_mini 0.0885 1.9800 4.4714 71.5421 GBP 0.0063 1.2630 0.5004 8.0062 GOLD_micro 13.0341 2050.9000 0.6355 10.1685 HEATOIL 0.0394 2.6624 1.4801 23.6815 JGB-SGX-mini 0.2904 146.2500 0.1985 3.1766 JPY 0.0000 0.0068 0.6357 10.1712 LEANHOG 1.1273 81.1750 1.3887 22.2191 LIVECOW 1.3241 184.9500 0.7159 11.4545 LUMBER-new 6.8196 577.0000 1.1819 18.9104 MILK 0.2345 17.5900 1.3332 21.3319 MXP 0.0004 0.0582 0.6148 9.8369 NASDAQ_micro 140.2049 17856.0000 0.7852 12.5632 NIKKEI 307.5353 36295.0000 0.8473 13.5571 NZD 0.0037 0.6107 0.6082 9.7317 OAT 0.5891 128.5700 0.4582 7.3308 OATIES 6.9364 374.0000 1.8546 29.6743 OJ 6.6050 378.3500 1.7457 27.9316 PALLAD 24.9785 900.5000 2.7739 44.3816 PLAT 14.4748 887.5000 1.6310 26.0954 REDWHEAT 9.2608 614.7500 1.5064 24.1030 RICE 0.1794 18.7450 0.9570 15.3122 ROBUSTA 41.4300 3121.0000 1.3275 21.2394 RUSSELL 21.9892 1964.3000 1.1194 17.9111 SHATZ 0.1056 105.7200 0.0999 1.5979 SILVER-mini 0.3224 22.5250 1.4313 22.9008 SMI 74.6428 11157.0000 0.6690 10.7043 SOFR 0.0763 96.5500 0.0791 1.2649 SOYBEAN 10.1393 1171.7500 0.8653 13.8451 SOYMEAL 4.7735 350.9000 1.3604 21.7660 SOYOIL 0.6694 47.2200 1.4176 22.6809 SP400 23.9830 2779.8000 0.8628 13.8042 SP500_micro 31.4552 5016.7500 0.6270 10.0321 SUGAR11 0.3474 23.1500 1.5005 24.0075 US10 0.4679 111.2031 0.4208 6.7329 US10U 0.6382 115.5156 0.5524 8.8390 US2 0.1299 102.4297 0.1268 2.0295 US20 0.9281 120.8750 0.7678 12.2853 US30 1.3463 127.2812 1.0578 16.9243 US5 0.3126 107.5781 0.2905 4.6487 VIX 0.4229 15.5000 2.7286 43.6583 WHEAT 8.0437 631.7500 1.2732 20.3717 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 652.70 0.59 385.86 1.00 385.86 46347.27 120.11 -8.11 -97.36 BITCOIN 43.99 2.47 108.47 1.00 108.47 46347.27 427.28 2.03 86.56 BOBL 1174.00 0.26 307.00 1.08 330.24 46347.27 140.34 -9.17 -128.69 BTP 1175.50 0.53 622.97 1.08 670.13 46347.27 69.16 1.04 7.20 BUND 1340.50 0.45 607.78 1.08 653.79 46347.27 70.89 -1.23 -8.71 BUXL 1337.20 1.05 1407.72 1.08 1514.28 46347.27 30.61 -3.49 -10.69 CAC 763.80 0.72 548.02 1.08 589.51 46347.27 78.62 7.17 56.40 CAD 743.00 0.40 294.41 1.00 294.41 46347.27 157.42 -3.73 -58.67 CANOLA 120.08 1.11 133.53 0.74 98.86 46347.27 468.82 -20.00 -937.63 CHF 1435.69 0.47 678.58 1.00 678.58 46347.27 68.30 -12.47 -85.19 COCOA 526.50 1.15 605.93 1.00 605.93 46347.27 76.49 18.84 144.08 COFFEE 703.12 1.81 1275.10 1.00 1275.10 46347.27 36.35 -2.14 -7.79 COPPER 934.12 1.06 988.09 1.00 988.09 46347.27 46.91 -5.39 -25.28 CORN 237.38 0.83 196.92 1.00 196.92 46347.27 235.36 -20.00 -470.72 COTTON2 446.65 0.99 443.80 1.00 443.80 46347.27 104.43 -0.74 -7.71 CRUDE_W 716.30 1.45 1042.04 1.00 1042.04 46347.27 44.48 2.91 12.95 DAX 170.36 0.64 109.68 1.08 117.99 46347.27 392.82 12.74 500.27 DOW 194.02 0.52 101.77 1.00 101.77 46347.27 455.43 7.13 324.53 DX 1039.10 0.38 392.14 1.00 392.14 46347.27 118.19 4.17 49.27 EUR 1348.62 0.43 584.64 1.00 584.64 46347.27 79.27 -5.90 -46.79 EURIBOR-ICE 2443.75 0.06 141.19 1.08 151.88 46347.27 305.16 4.18 127.70 EUROSTX 470.90 0.72 338.60 1.08 364.23 46347.27 127.25 19.49 247.99 FEEDCOW 1280.88 0.69 887.66 1.00 887.66 46347.27 52.21 4.49 23.42 GASOIL 821.50 1.64 1349.43 1.00 1349.43 46347.27 34.35 11.88 40.81 GASOLINE 1042.06 1.60 1663.04 1.00 1663.04 46347.27 27.87 -1.07 -2.98 GAS_US_mini 49.50 4.47 221.33 1.00 221.33 46347.27 209.40 -11.11 -232.54 GBP 789.38 0.50 394.99 1.00 394.99 46347.27 117.34 1.80 21.08 GOLD_micro 205.09 0.64 130.34 1.00 130.34 46347.27 355.59 -4.57 -162.63 HEATOIL 1118.21 1.48 1655.05 1.00 1655.05 46347.27 28.00 7.84 21.97 JGB-SGX-mini 146250.00 0.20 29035.97 0.01 195.59 46347.27 236.96 4.19 99.33 JPY 849.19 0.64 539.83 1.00 539.83 46347.27 85.86 -9.31 -79.96 LEANHOG 324.70 1.39 450.91 1.00 450.91 46347.27 102.79 4.40 45.24 LIVECOW 739.80 0.72 529.63 1.00 529.63 46347.27 87.51 4.17 36.50 LUMBER-new 158.68 1.18 187.54 1.00 187.54 46347.27 247.13 -9.50 -234.76 MILK 351.80 1.33 469.03 1.00 469.03 46347.27 98.81 -10.44 -103.16 MXP 291.00 0.61 178.91 1.00 178.91 46347.27 259.05 16.13 417.98 NASDAQ_micro 357.12 0.79 280.41 1.00 280.41 46347.27 165.28 7.02 116.07 NIKKEI 36295.00 0.85 30753.53 0.01 207.16 46347.27 223.73 13.41 300.05 NZD 610.70 0.61 371.45 1.00 371.45 46347.27 124.77 -2.80 -34.91 OAT 1285.70 0.46 589.08 1.08 633.67 46347.27 73.14 1.74 12.71 OATIES 187.00 1.85 346.82 1.00 346.82 46347.27 133.64 -8.37 -111.81 OJ 567.52 1.75 990.74 1.00 990.74 46347.27 46.78 8.22 38.44 PALLAD 900.50 2.77 2497.85 1.00 2497.85 46347.27 18.55 -3.83 -7.10 PLAT 443.75 1.63 723.74 1.00 723.74 46347.27 64.04 0.08 0.48 REDWHEAT 307.38 1.51 463.04 1.00 463.04 46347.27 100.09 -20.00 -200.19 RICE 374.90 0.96 358.78 1.00 358.78 46347.27 129.18 5.05 65.29 ROBUSTA 312.10 1.33 414.30 1.00 414.30 46347.27 111.87 12.42 138.98 RUSSELL 98.22 1.12 109.95 1.00 109.95 46347.27 421.55 -6.90 -291.05 SHATZ 1057.20 0.10 105.58 1.08 113.57 46347.27 408.09 -10.74 -438.12 SILVER-mini 563.12 1.43 806.00 1.00 806.00 46347.27 57.50 -6.99 -40.21 SMI 1115.70 0.67 746.43 1.15 858.35 46347.27 54.00 8.32 44.91 SOFR 2413.75 0.08 190.83 1.00 190.83 46347.27 242.88 -2.02 -48.95 SOYBEAN 585.88 0.87 506.97 1.00 506.97 46347.27 91.42 -18.20 -166.42 SOYMEAL 350.90 1.36 477.35 1.00 477.35 46347.27 97.09 -18.67 -181.24 SOYOIL 283.32 1.42 401.62 1.00 401.62 46347.27 115.40 -16.27 -187.71 SP400 2779.80 0.86 2398.30 1.00 2398.30 46347.27 19.33 -5.09 -9.84 SP500_micro 250.84 0.63 157.28 1.00 157.28 46347.27 294.69 8.10 238.61 SUGAR11 259.28 1.50 389.04 1.00 389.04 46347.27 119.13 0.04 0.47 US10 1112.03 0.42 467.95 1.00 467.95 46347.27 99.04 -4.87 -48.20 US10U 1155.16 0.55 638.15 1.00 638.15 46347.27 72.63 0.74 5.39 US2 2048.59 0.13 259.85 1.00 259.85 46347.27 178.36 -8.38 -149.52 US20 1208.75 0.77 928.12 1.00 928.12 46347.27 49.94 1.39 6.94 US30 1272.81 1.06 1346.34 1.00 1346.34 46347.27 34.42 -1.14 -3.94 US5 1075.78 0.29 312.56 1.00 312.56 46347.27 148.28 -6.44 -95.50 VIX 155.00 2.73 422.94 1.00 422.94 46347.27 109.58 -20.00 -219.17 WHEAT 315.88 1.27 402.18 1.00 402.18 46347.27 115.24 -20.00 -230.48 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -97.356 0.010 2.5 -2.526 BITCOIN 86.558 0.043 2.5 9.373 BOBL -128.695 0.004 2.5 -1.305 BTP 7.198 0.014 2.5 0.246 BUND -8.710 0.004 2.5 -0.088 BUXL -10.694 0.004 2.5 -0.108 CAC 56.404 0.014 2.5 1.924 CAD -58.671 0.010 2.5 -1.522 CANOLA -937.633 0.010 2.5 -22.812 CHF -85.190 0.010 2.5 -2.210 COCOA 144.079 0.009 2.5 3.086 COFFEE -7.790 0.005 2.5 -0.091 COPPER -25.279 0.043 2.5 -2.737 CORN -470.717 0.010 2.5 -11.452 COTTON2 -7.708 0.009 2.5 -0.165 CRUDE_W 12.948 0.043 2.5 1.402 DAX 500.267 0.014 2.5 17.063 DOW 324.526 0.009 2.5 7.542 DX 49.273 0.010 2.5 1.278 EUR -46.788 0.010 2.5 -1.214 EURIBOR-ICE 127.702 0.014 2.5 4.356 EUROSTX 247.994 0.014 2.5 8.459 FEEDCOW 23.424 0.013 2.5 0.776 GASOIL 40.806 0.017 2.5 1.769 GASOLINE -2.978 0.017 2.5 -0.129 GAS_US_mini -232.541 0.043 2.5 -25.181 GBP 21.076 0.010 2.5 0.547 GOLD_micro -162.628 0.014 2.5 -5.547 HEATOIL 21.968 0.017 2.5 0.952 JGB-SGX-mini 99.329 0.043 2.5 10.756 JPY -79.963 0.010 2.5 -2.075 LEANHOG 45.243 0.024 2.5 2.750 LIVECOW 36.502 0.013 2.5 1.210 LUMBER-new -234.764 0.009 2.5 -5.019 MILK -103.157 0.009 2.5 -2.209 MXP 417.978 0.059 2.5 61.348 NASDAQ_micro 116.067 0.009 2.5 2.697 NIKKEI 300.045 0.043 2.5 32.491 NZD -34.906 0.010 2.5 -0.906 OAT 12.708 0.014 2.5 0.433 OATIES -111.813 0.010 2.5 -2.720 OJ 38.439 0.009 2.5 0.823 PALLAD -7.103 0.014 2.5 -0.242 PLAT 0.485 0.014 2.5 0.017 REDWHEAT -200.186 0.005 2.5 -2.656 RICE 65.287 0.010 2.5 1.588 ROBUSTA 138.981 0.005 2.5 1.623 RUSSELL -291.046 0.013 2.5 -9.645 SHATZ -438.125 0.004 2.5 -4.443 SILVER-mini -40.210 0.014 2.5 -1.372 SMI 44.914 0.014 2.5 1.532 SOFR -48.950 0.024 2.5 -2.975 SOYBEAN -166.421 0.004 2.5 -1.548 SOYMEAL -181.241 0.004 2.5 -1.686 SOYOIL -187.710 0.004 2.5 -1.747 SP400 -9.845 0.013 2.5 -0.326 SP500_micro 238.606 0.009 2.5 5.545 SUGAR11 0.465 0.009 2.5 0.010 US10 -48.196 0.005 2.5 -0.611 US10U 5.395 0.005 2.5 0.068 US2 -149.516 0.005 2.5 -1.895 US20 6.941 0.005 2.5 0.088 US30 -3.936 0.005 2.5 -0.050 US5 -95.497 0.005 2.5 -1.210 VIX -219.167 0.099 2.5 -54.100 WHEAT -230.479 0.005 2.5 -3.057 ===================== Position diags ===================== AUD 3.12 BITCOIN 46.27 BOBL 1.42 BTP 2.36 BUND 0.72 BUXL 0.31 CAC 2.68 CAD 4.08 CANOLA 11.41 CHF 1.77 COCOA 1.64 COFFEE 0.42 COPPER 5.08 CORN 5.73 COTTON2 2.24 CRUDE_W 4.82 DAX 13.40 DOW 10.58 DX 3.07 EUR 2.06 EURIBOR-ICE 10.41 EUROSTX 4.34 FEEDCOW 1.73 GASOIL 1.49 GASOLINE 1.21 GAS_US_mini 22.68 GBP 3.04 GOLD_micro 12.13 HEATOIL 1.21 JGB-SGX-mini 25.66 JPY 2.23 LEANHOG 6.25 LIVECOW 2.90 LUMBER-new 5.28 MILK 2.12 MXP 38.02 NASDAQ_micro 3.84 NIKKEI 24.23 NZD 3.24 OAT 2.49 OATIES 3.25 OJ 1.00 PALLAD 0.63 PLAT 2.18 REDWHEAT 1.33 RICE 3.14 ROBUSTA 1.31 RUSSELL 13.97 SHATZ 4.14 SILVER-mini 1.96 SMI 1.84 SOFR 14.76 SOYBEAN 0.85 SOYMEAL 0.90 SOYOIL 1.07 SP400 0.64 SP500_micro 6.85 SUGAR11 2.53 US10 1.26 US10U 0.92 US2 2.26 US20 0.63 US30 0.44 US5 1.88 VIX 27.05 WHEAT 1.53 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.5 -2.8 -2.2 0.0 0 BITCOIN 9.4 4.7 14.0 15.0 15 BOBL -1.3 -1.4 -1.2 -9.0 -9 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 1.9 1.7 2.2 0.0 0 CAD -1.5 -1.9 -1.1 0.0 0 CANOLA -22.8 -24.0 -21.7 -6.0 -6 CHF -2.2 -2.4 -2.0 -6.0 -6 COCOA 3.1 2.9 3.2 5.0 5 COFFEE -0.1 -0.1 -0.0 0.0 0 COPPER -2.7 -3.2 -2.2 0.0 0 CORN -11.5 -12.0 -10.9 -10.0 -10 COTTON2 -0.2 -0.4 0.1 -3.0 -3 CRUDE_W 1.4 0.9 1.9 1.0 1 DAX 17.1 15.7 18.4 0.0 0 DOW 7.5 6.5 8.6 3.0 3 DX 1.3 1.0 1.6 NaN 0 EUR -1.2 -1.4 -1.0 -3.0 -3 EURIBOR-ICE 4.4 3.3 5.4 1.0 1 EUROSTX 8.5 8.0 8.9 13.0 13 FEEDCOW 0.8 0.6 0.9 5.0 5 GASOIL 1.8 1.6 1.9 1.0 1 GASOLINE -0.1 -0.2 -0.0 0.0 0 GAS_US_mini -25.2 -27.4 -22.9 -14.0 -14 GBP 0.5 0.2 0.9 5.0 5 GOLD_micro -5.5 -6.8 -4.3 -19.0 -19 HEATOIL 1.0 0.8 1.1 0.0 0 JGB-SGX-mini 10.8 8.2 13.3 11.0 11 JPY -2.1 -2.3 -1.9 0.0 0 LEANHOG 2.7 2.1 3.4 4.0 4 LIVECOW 1.2 0.9 1.5 0.0 0 LUMBER-new -5.0 -5.5 -4.5 NaN 0 MILK -2.2 -2.4 -2.0 NaN 0 MXP 61.3 57.5 65.2 51.0 51 NASDAQ_micro 2.7 2.3 3.1 14.0 14 NIKKEI 32.5 30.1 34.9 33.0 33 NZD -0.9 -1.2 -0.6 0.0 0 OAT 0.4 0.2 0.7 0.0 0 OATIES -2.7 -3.0 -2.4 NaN 0 OJ 0.8 0.7 0.9 NaN 0 PALLAD -0.2 -0.3 -0.2 -1.0 -1 PLAT 0.0 -0.2 0.2 0.0 0 REDWHEAT -2.7 -2.8 -2.5 -3.0 -3 RICE 1.6 1.3 1.9 NaN 0 ROBUSTA 1.6 1.5 1.8 2.0 2 RUSSELL -9.6 -11.0 -8.2 -3.0 -3 SHATZ -4.4 -4.9 -4.0 NaN 0 SILVER-mini -1.4 -1.6 -1.2 NaN 0 SMI 1.5 1.3 1.7 9.0 9 SOFR -3.0 -4.5 -1.5 NaN 0 SOYBEAN -1.5 -1.6 -1.5 -2.0 -2 SOYMEAL -1.7 -1.8 -1.6 0.0 0 SOYOIL -1.7 -1.9 -1.6 -3.0 -3 SP400 -0.3 -0.4 -0.3 0.0 0 SP500_micro 5.5 4.9 6.2 2.0 2 SUGAR11 0.0 -0.2 0.3 0.0 0 US10 -0.6 -0.7 -0.5 -1.0 -1 US10U 0.1 -0.0 0.2 1.0 1 US2 -1.9 -2.1 -1.7 NaN 0 US20 0.1 0.0 0.2 3.0 3 US30 -0.0 -0.1 -0.0 0.0 0 US5 -1.2 -1.4 -1.0 -6.0 -6 VIX -54.1 -56.8 -51.4 -17.0 -17 WHEAT -3.1 -3.2 -2.9 -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 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.0 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 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 0.4 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.1 -0.0 -0.2 -0.3 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 -0.2 0.4 -0.0 -0.0 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.4 -0.3 -0.1 -0.7 -0.3 -0.2 0.1 BITCOIN -0.5 -0.3 0.5 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.2 0.4 0.0 0.6 -0.0 0.1 -0.1 -0.1 -0.2 -0.1 0.1 0.2 0.1 0.5 0.0 -2.7 0.0 0.0 0.2 0.0 0.3 0.0 -0.1 0.5 -0.1 0.3 0.6 -0.2 0.2 0.3 0.4 BOBL -0.6 -0.3 0.6 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 -0.0 -0.1 0.0 -0.4 -0.3 -0.4 -0.4 0.0 0.0 -0.0 -0.0 -0.0 0.9 0.0 -0.0 0.0 -0.0 0.0 -0.0 -1.1 0.1 -0.0 -0.2 -0.0 -0.7 -0.7 0.0 -0.7 BTP -0.5 -0.0 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 0.1 -0.0 0.2 0.0 -1.6 0.0 -0.0 0.1 -0.0 0.1 0.0 0.6 0.1 0.2 -0.0 0.2 -0.6 -0.7 0.5 0.0 BUND -0.6 -0.2 0.6 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 -0.0 -0.1 0.0 0.1 0.1 0.1 0.1 0.0 0.0 -0.0 -0.0 -0.0 0.6 0.0 -0.0 0.0 -0.0 0.0 -0.0 0.4 0.1 -0.0 -0.2 -0.0 -0.7 -0.7 0.1 -0.3 BUXL -0.6 -0.2 0.6 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 -0.2 -0.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 -0.1 -0.0 0.1 0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.1 0.0 -0.0 -0.3 0.0 -0.7 -0.7 0.1 0.2 CAC 0.1 -0.1 0.4 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.4 0.2 0.7 0.1 0.2 -0.2 -0.1 -0.2 -0.1 0.2 0.1 0.1 0.3 0.2 -1.2 0.1 0.0 0.1 0.1 0.2 0.1 -0.0 0.3 0.1 -0.4 -0.2 -0.0 0.3 0.2 0.6 CAD -0.4 0.1 0.3 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.0 0.0 -0.1 -0.1 -0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.0 0.0 -0.1 -0.1 -0.0 0.2 0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.0 0.4 0.1 0.2 -0.3 -0.7 -0.5 -0.1 -0.5 CANOLA -0.0 -0.6 -0.6 0.0 0.0 0.0 0.0 -0.0 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 -0.1 -0.5 -0.2 -2.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.5 -0.6 -0.6 -0.6 -0.6 -0.5 -0.4 -0.2 CHF -0.6 -0.0 0.4 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.1 0.2 -0.2 0.3 -0.1 0.0 -0.3 -0.3 -0.3 -0.3 0.0 0.1 -0.2 0.2 -0.1 -0.8 0.0 -0.1 0.1 -0.1 0.1 -0.0 -1.1 -0.2 -0.6 0.3 0.4 -0.7 -0.6 -0.5 -0.7 COCOA 0.6 -0.1 0.1 0.0 0.0 0.0 0.1 -0.1 0.1 0.2 0.5 0.2 0.7 0.2 0.2 0.3 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 0.3 0.1 0.9 0.5 0.6 0.6 0.6 0.7 0.1 0.7 0.7 COFFEE 0.0 0.1 0.6 0.0 0.0 0.0 0.0 -0.1 0.1 -0.0 0.2 0.1 0.1 0.0 0.1 0.2 0.1 0.2 0.1 0.1 0.1 0.0 0.1 0.1 -2.7 0.0 -0.0 0.2 0.0 0.1 0.0 0.9 -0.1 -0.6 -0.2 0.6 -0.4 -0.7 -0.3 -0.4 COPPER -0.0 -0.0 0.4 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.1 -0.1 -0.0 -1.4 -0.0 -0.1 0.0 -0.1 -0.0 -0.0 0.1 -0.3 0.2 0.3 0.4 -0.5 -0.2 0.4 -0.0 CORN -0.2 -0.5 -0.3 0.1 0.0 0.0 0.1 -0.1 0.1 -0.1 -0.5 -0.2 -0.7 -0.2 -0.2 -0.3 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.5 -0.2 -2.7 -0.1 -0.0 -0.2 -0.0 -0.3 -0.1 -0.2 -0.4 -0.6 -0.6 -0.6 -0.2 -0.6 -0.1 0.0 COTTON2 0.6 0.6 -0.1 0.1 0.0 0.0 0.1 -0.1 0.1 0.2 -0.1 0.2 -0.2 0.2 0.1 -0.1 -0.0 -0.2 -0.1 0.2 0.0 0.2 -0.2 0.2 -2.7 0.1 0.1 0.1 0.1 0.0 0.1 0.1 0.5 0.6 0.6 -0.3 -0.5 -0.5 -0.3 0.0 CRUDE_W 0.2 -0.1 -0.3 0.0 0.0 -0.0 0.0 0.1 0.1 -0.1 0.1 -0.1 0.2 -0.0 -0.1 0.2 0.2 0.2 0.2 -0.0 -0.0 -0.1 0.2 -0.0 -0.6 -0.0 -0.0 0.0 -0.0 0.2 -0.0 -0.1 -0.5 -0.6 -0.5 0.1 0.7 0.6 0.7 0.6 DAX -0.0 0.0 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.5 0.2 0.7 0.2 0.2 -0.3 -0.2 -0.3 -0.3 0.2 0.2 0.1 0.4 0.2 2.3 0.1 0.0 0.2 0.0 0.2 0.1 -0.5 -0.3 -0.2 -0.5 0.2 -0.0 0.3 0.3 0.7 DOW -0.1 0.5 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.5 0.2 0.7 0.2 0.2 -0.3 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.1 0.1 0.0 0.2 0.0 0.2 0.1 -0.4 0.2 0.5 0.6 0.6 -0.3 -0.1 -0.1 -0.3 DX 0.6 0.1 -0.4 0.0 -0.0 0.1 -0.1 0.1 -0.0 0.1 0.1 0.2 -0.2 0.2 -0.0 0.1 0.1 0.1 0.1 0.0 -0.0 0.1 0.0 0.1 -2.7 0.0 0.1 -0.0 0.1 0.0 0.1 0.8 0.5 0.6 -0.1 -0.6 0.7 0.1 0.7 0.3 EUR -0.5 -0.1 0.3 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.1 -0.1 -0.2 0.2 -0.2 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.0 -0.2 2.1 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.4 -0.3 -0.2 -0.1 -0.0 -0.7 -0.4 -0.7 -0.3 EURIBOR-ICE -0.6 -0.3 0.6 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.0 0.1 -0.0 0.1 0.1 -0.1 0.0 -0.0 0.1 0.1 -0.0 0.1 -0.0 2.0 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.2 0.1 0.0 0.0 0.3 -0.7 -0.7 0.3 0.7 EUROSTX 0.4 0.1 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.5 0.2 0.7 0.2 0.2 0.2 0.0 0.1 0.1 0.2 0.2 0.2 0.5 0.2 0.3 0.1 0.1 0.2 0.1 0.2 0.1 0.8 0.5 0.6 -0.1 0.2 -0.2 0.4 -0.0 0.6 FEEDCOW 0.6 0.6 -0.6 0.0 0.0 0.0 0.1 -0.1 0.1 0.2 -0.2 0.2 -0.1 0.2 0.1 -0.4 -0.4 -0.4 -0.4 0.2 -0.0 0.2 -0.1 0.2 -0.7 0.0 0.1 0.0 0.1 0.1 0.1 -1.1 0.5 0.6 0.6 -0.6 0.7 0.3 0.7 0.6 GASOIL 0.6 0.2 -0.4 0.0 0.0 -0.0 0.0 0.0 0.0 0.1 0.2 0.1 0.3 0.1 -0.0 0.4 0.4 0.4 0.4 0.1 0.0 0.1 0.2 0.2 1.1 0.0 0.0 0.1 0.1 0.1 0.1 1.1 0.4 0.2 0.3 0.2 -0.5 -0.1 -0.7 -0.3 GASOLINE 0.4 0.2 -0.3 0.0 0.0 -0.0 0.0 0.0 0.1 0.0 -0.0 0.1 0.2 0.1 0.1 -0.3 0.1 -0.4 -0.2 0.1 0.0 0.0 0.1 0.1 -2.7 0.0 0.0 0.0 0.0 0.2 0.0 -0.7 -0.2 -0.2 -0.0 0.3 0.7 0.4 0.7 0.4 GAS_US_mini -0.3 0.1 -0.6 0.0 0.0 -0.0 0.0 0.0 0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 0.2 -0.4 0.1 -0.2 -0.1 -0.2 -0.1 -0.5 -0.1 2.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.5 -0.6 -0.3 -0.3 -0.5 0.0 -0.7 -0.1 GBP -0.3 0.1 0.4 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.0 0.1 -0.1 0.4 -0.0 0.2 -0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.1 0.1 -0.0 0.3 0.0 -0.1 0.1 -0.1 0.1 -0.0 0.2 -0.2 0.3 0.2 0.2 -0.7 -0.1 -0.6 0.3 GOLD_micro -0.2 -0.1 0.3 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 0.3 0.0 0.3 -0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.0 0.1 -0.0 0.2 -0.0 -0.7 0.0 -0.0 0.1 0.0 0.1 0.0 -0.8 0.4 0.6 0.5 0.6 -0.7 -0.7 -0.7 -0.5 HEATOIL 0.5 0.2 -0.4 0.0 0.0 -0.0 0.0 0.0 0.1 0.1 0.1 0.1 0.2 0.1 -0.0 0.4 0.4 0.4 0.4 0.1 0.0 0.1 0.2 0.1 -2.7 0.0 0.1 0.1 0.1 0.2 0.1 1.1 0.2 0.0 0.2 0.2 0.4 0.1 0.4 -0.1 JGB-SGX-mini -0.6 0.2 0.5 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 0.2 0.0 0.1 0.2 0.3 0.2 0.3 0.0 0.0 -0.0 0.1 -0.0 -0.5 0.0 -0.0 0.0 -0.0 0.0 -0.0 1.1 0.1 -0.0 -0.0 -0.1 -0.1 -0.7 0.2 0.4 JPY -0.5 -0.2 0.6 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 -0.2 -0.1 -0.4 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 -0.1 -0.3 -0.1 2.7 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -1.1 0.0 -0.1 -0.2 -0.3 -0.5 -0.7 -0.3 -0.7 LEANHOG 0.6 0.5 0.1 0.0 0.0 0.0 0.1 -0.1 0.1 -0.2 -0.1 0.1 -0.5 0.2 0.1 -0.4 -0.2 -0.4 -0.4 0.1 -0.0 0.0 -0.4 0.2 2.4 0.1 -0.0 0.1 0.0 -0.1 0.1 -1.0 -0.1 0.2 0.6 0.4 -0.4 -0.3 0.1 0.4 LIVECOW 0.6 0.6 -0.6 0.0 0.0 0.0 0.1 -0.1 0.1 0.1 -0.2 0.2 -0.1 0.2 -0.0 -0.4 -0.2 -0.4 -0.3 0.1 -0.1 0.2 -0.1 0.2 -0.3 0.0 0.1 -0.0 0.1 0.1 0.1 -0.6 0.5 0.6 0.5 -0.6 0.5 -0.0 0.7 0.2 LUMBER-new -0.2 0.1 0.5 0.1 0.0 0.0 0.1 -0.1 0.1 -0.2 -0.0 0.0 -0.6 -0.0 0.2 -0.4 -0.3 -0.3 -0.3 0.1 0.1 -0.0 -0.1 0.0 NaN 0.1 -0.0 0.1 -0.0 0.0 0.0 -1.1 -0.2 -0.7 0.0 0.6 -0.4 -0.8 -0.3 -0.8 MILK 0.6 0.5 -0.1 0.0 0.0 0.0 0.0 -0.1 0.1 0.1 -0.4 0.1 -0.5 0.0 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 0.1 -0.5 0.1 1.5 -0.0 0.0 -0.1 0.1 -0.2 0.0 -1.1 0.5 0.1 -0.4 -0.6 -0.7 -0.7 -0.7 -0.7 MXP -0.2 0.1 0.3 0.0 -0.0 0.1 -0.1 0.1 -0.0 0.2 0.5 0.0 0.7 0.1 0.2 0.3 0.3 0.3 0.3 0.1 0.2 0.1 0.5 0.1 -2.7 0.1 0.0 0.2 0.0 0.4 0.0 1.1 0.5 0.5 0.3 0.2 0.6 0.7 0.7 0.7 NASDAQ_micro 0.2 0.2 0.6 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.4 0.1 0.5 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 0.0 0.1 0.0 0.2 0.0 -0.4 -0.2 0.6 0.6 0.5 0.6 -0.1 0.7 -0.2 NIKKEI 0.2 0.6 0.5 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.5 0.1 0.7 0.2 0.2 0.4 0.3 0.3 0.3 0.2 0.2 0.1 0.5 0.2 -2.0 0.1 0.0 0.2 0.0 0.2 0.1 1.1 -0.5 0.6 0.6 0.4 -0.5 -0.1 -0.1 -0.0 NZD -0.6 -0.2 0.5 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.0 0.1 -0.1 0.0 -0.1 0.0 0.0 0.0 0.0 0.0 -0.0 0.0 -0.1 -0.0 -0.1 0.1 -0.0 -0.0 0.1 -0.0 0.0 -0.0 0.2 0.1 -0.3 -0.2 -0.1 -0.4 -0.3 -0.2 0.2 OAT -0.6 -0.2 0.6 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 -0.0 -0.1 0.0 0.1 0.1 0.1 0.1 0.0 0.1 -0.0 0.0 -0.0 0.8 0.0 -0.0 0.1 -0.0 0.0 -0.0 0.6 0.1 0.0 -0.2 0.1 -0.7 -0.7 0.2 0.1 OATIES 0.2 0.1 -0.6 0.0 0.0 0.0 0.0 -0.0 0.0 0.0 -0.2 0.0 -0.2 -0.0 -0.1 0.2 -0.1 0.0 -0.1 -0.0 -0.1 0.0 -0.2 -0.0 -2.7 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.1 0.1 -0.2 -0.0 -0.4 -0.1 0.1 0.1 0.5 OJ 0.6 -0.6 -0.6 0.0 0.0 0.0 0.0 -0.1 0.0 0.1 0.2 0.1 0.4 0.1 -0.0 0.1 0.3 0.2 0.3 0.1 0.1 0.2 0.5 0.2 -2.7 0.0 0.1 0.1 0.1 0.3 0.0 1.1 0.5 0.6 -0.5 0.2 0.2 0.4 0.4 0.7 PALLAD -0.2 -0.4 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.2 -0.0 -0.3 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.3 -0.1 1.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.4 -0.1 0.1 0.3 -0.3 -0.3 -0.3 -0.2 -0.1 PLAT -0.3 -0.2 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 1.5 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 0.3 -0.0 -0.0 0.2 0.1 -0.4 -0.2 0.6 0.1 REDWHEAT 0.1 -0.1 -0.2 0.0 0.0 0.0 0.0 -0.1 0.1 -0.1 -0.5 0.0 -0.7 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.2 -0.0 -0.5 -0.1 -1.9 -0.0 -0.0 -0.2 -0.0 -0.4 -0.0 0.2 -0.4 -0.6 -0.6 -0.6 -0.7 -0.7 -0.7 -0.6 RICE 0.3 0.1 0.4 0.0 0.0 0.0 0.0 -0.1 0.1 0.1 0.5 0.2 0.6 0.2 0.2 -0.3 -0.0 -0.3 -0.2 0.2 0.2 0.2 0.4 0.2 -2.7 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 0.5 0.3 0.1 0.4 0.1 -0.2 0.3 0.0 ROBUSTA 0.5 0.6 0.6 0.0 0.0 0.0 0.0 -0.1 0.0 -0.0 0.4 0.1 0.5 0.1 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 0.0 0.1 0.0 0.2 0.0 1.1 0.1 0.5 0.6 0.6 -0.5 -0.5 -0.2 0.0 RUSSELL -0.3 0.1 0.6 0.0 0.0 0.1 0.0 0.1 0.0 -0.1 0.2 -0.0 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 0.1 0.0 0.0 -0.5 -0.4 -0.1 -0.1 -0.7 -0.7 -0.7 -0.7 SHATZ -0.6 -0.2 0.6 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 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 -0.0 -0.1 -0.2 -0.1 -0.7 -0.7 -0.3 -0.7 SILVER-mini -0.2 -0.4 0.0 -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.8 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.1 0.1 0.0 0.0 -0.7 -0.6 0.3 -0.2 SMI -0.2 0.3 0.4 0.1 0.0 0.1 0.1 0.1 0.1 -0.1 0.2 -0.0 0.2 0.0 0.2 0.2 0.1 0.2 0.2 0.1 0.1 -0.0 0.1 0.1 1.4 0.1 -0.0 0.1 -0.0 0.1 0.0 1.1 -0.3 -0.5 -0.1 -0.4 0.1 -0.2 0.4 -0.2 SOFR -0.6 0.0 0.6 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 0.0 -0.0 0.1 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.3 0.0 -0.0 0.1 -0.0 0.0 0.0 0.1 0.1 0.3 0.1 0.1 -0.7 -0.7 -0.3 -0.1 SOYBEAN -0.0 -0.6 -0.4 0.0 0.0 0.0 0.0 -0.1 0.1 -0.1 -0.3 -0.2 0.0 -0.2 -0.2 0.1 0.3 0.2 0.2 -0.2 -0.2 -0.1 -0.2 -0.2 -2.7 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 1.1 -0.5 -0.6 -0.6 -0.4 -0.4 -0.7 -0.4 -0.7 SOYMEAL 0.0 -0.6 -0.4 0.0 0.0 0.0 0.0 -0.1 0.0 -0.1 -0.3 -0.1 -0.2 -0.1 -0.1 0.0 0.3 0.1 0.2 -0.2 -0.1 -0.1 -0.1 -0.2 -2.7 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 1.1 -0.5 -0.6 -0.6 -0.4 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.1 -0.3 -0.5 0.0 0.0 0.0 0.0 -0.1 0.0 0.1 -0.3 -0.1 -0.3 -0.1 -0.1 -0.1 0.1 -0.1 0.0 -0.2 -0.2 -0.0 -0.3 -0.1 -2.7 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.7 -0.4 -0.6 -0.6 -0.5 -0.3 -0.1 -0.1 0.2 SP400 -0.2 0.2 0.6 0.0 0.0 0.1 0.0 0.1 0.0 -0.0 0.3 0.0 0.3 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.0 -1.5 0.0 0.0 0.1 0.0 0.1 0.0 0.1 -0.4 -0.3 -0.0 -0.1 -0.7 -0.3 -0.7 -0.7 SP500_micro 0.1 0.4 0.6 0.1 0.0 0.1 0.1 0.1 0.1 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 0.0 0.2 0.1 0.2 0.1 -0.5 0.2 0.6 0.6 0.5 0.1 -0.1 0.6 -0.2 SUGAR11 0.6 0.0 -0.6 0.0 0.0 0.0 0.0 -0.1 0.1 0.0 -0.1 0.1 0.3 0.1 -0.0 0.4 0.4 0.4 0.4 -0.0 -0.1 0.1 0.1 0.1 -2.7 -0.0 0.0 -0.1 0.0 0.0 0.0 1.1 -0.2 -0.1 -0.4 -0.6 0.3 -0.1 0.5 0.3 US10 -0.5 0.1 0.6 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 -0.1 -0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.0 -0.0 -0.1 -0.0 0.2 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.7 0.1 0.3 0.1 0.0 -0.7 -0.7 -0.6 0.3 US10U -0.5 0.1 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 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 -0.1 -0.0 -0.2 0.0 -0.0 0.1 -0.0 -0.0 0.0 0.2 0.2 0.4 0.1 0.0 -0.7 -0.7 0.2 0.6 US2 -0.6 0.2 0.6 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.2 -0.0 0.0 -0.4 -0.4 -0.4 -0.4 0.0 0.0 -0.0 -0.1 -0.0 1.2 0.0 -0.0 0.0 -0.0 -0.0 0.0 -1.1 -0.1 0.2 0.1 0.1 -0.7 -0.7 -0.5 -0.7 US20 -0.5 0.2 0.6 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 -0.1 -0.0 0.1 0.0 -0.0 -0.0 -0.0 0.0 0.0 -0.0 -0.1 0.0 -0.2 0.0 -0.0 0.0 0.0 -0.0 0.0 -0.0 0.2 0.3 0.1 0.1 -0.7 -0.7 0.7 0.7 US30 -0.4 0.0 0.6 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.0 -0.2 -0.1 -0.2 -0.1 0.0 0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 0.0 0.0 -0.0 0.0 -0.5 0.2 0.3 0.0 -0.0 -0.5 -0.6 0.7 0.7 US5 -0.5 0.1 0.6 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 -0.1 -0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.0 -0.0 -0.1 -0.0 0.5 0.0 -0.0 0.1 -0.0 -0.0 0.0 -0.9 0.0 0.2 0.1 0.0 -0.7 -0.7 -0.7 -0.2 VIX 0.3 -0.2 -1.0 -0.1 -0.1 -0.4 -0.1 -0.6 -0.1 -0.3 -0.9 -0.3 -1.2 -0.3 -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 -0.8 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.1 -0.0 0.1 0.0 0.0 0.0 0.1 -0.1 0.1 -0.1 -0.5 -0.2 -0.7 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 -0.1 -0.5 -0.1 -0.3 -0.0 -0.1 -0.2 -0.1 -0.4 -0.0 -0.6 -0.5 -0.6 -0.6 -0.3 -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 -19.4 -5.4 13.3 1.1 -5.1 3.8 -5.3 3.8 -3.2 -9.0 -1.6 -15.3 -8.3 -17.3 -0.4 -2.6 -2.8 -2.6 -2.7 -5.2 0.4 -15.6 -4.0 -14.5 2.8 -1.8 -4.9 0.6 -7.0 -0.9 -5.9 -1.1 -5.8 -12.7 -8.8 -3.5 -20.0 -10.1 -6.9 2.9 BITCOIN -14.4 -8.0 14.6 -4.9 -8.4 -3.1 -5.7 -1.4 -5.3 18.0 15.6 0.1 17.8 -3.1 12.7 -6.9 -6.4 -7.6 -7.4 9.7 19.8 6.0 18.8 2.0 -20.0 4.2 4.3 8.9 2.2 8.7 0.5 -1.4 20.0 -3.3 9.3 20.0 -6.0 5.9 8.9 10.6 BOBL -20.0 -8.2 20.0 1.0 -2.3 1.2 -1.6 -0.4 -0.5 -6.7 3.1 -5.3 -0.7 -5.6 2.6 -20.0 -14.9 -20.0 -20.0 1.4 3.5 -4.6 -0.2 -2.5 6.6 0.7 -2.6 1.5 -1.5 0.2 -0.7 -20.0 2.4 -1.0 -5.1 -0.9 -20.0 -20.0 1.3 -20.0 BTP -15.6 -0.3 20.0 1.8 -4.0 2.0 -2.8 -0.7 -0.9 -9.6 9.1 -5.1 8.2 -4.5 9.1 4.5 6.7 5.1 5.6 9.5 12.9 -3.9 7.0 1.1 -12.3 3.2 -2.9 4.4 -1.4 2.6 0.4 12.2 3.7 7.7 -0.2 7.5 -16.8 -20.0 14.0 1.3 BUND -19.4 -6.9 20.0 1.2 -2.6 1.3 -1.8 -0.4 -0.6 -7.0 3.6 -5.6 -0.8 -6.3 3.2 4.9 4.4 3.9 3.2 2.3 4.4 -3.9 -0.3 -2.0 4.5 0.9 -2.2 1.7 -1.2 0.3 -0.5 7.8 3.9 -0.0 -5.9 -0.1 -20.0 -20.0 3.2 -9.2 BUXL -19.3 -4.8 20.0 1.4 -3.1 1.6 -2.2 -0.5 -0.7 -9.6 3.9 -7.9 -4.2 -8.4 3.3 0.0 0.5 0.1 0.3 2.1 4.1 -5.5 -2.7 -3.3 0.7 0.9 -2.7 1.6 -1.7 -0.2 -0.9 2.5 1.7 -1.5 -8.2 0.2 -20.0 -20.0 2.5 6.1 CAC 4.2 -1.6 11.4 6.5 6.1 5.5 6.2 3.6 6.0 10.3 16.5 15.1 19.7 13.5 18.9 -8.5 -5.3 -8.5 -7.4 14.8 12.7 14.6 12.4 15.4 -8.7 6.0 3.6 5.0 6.1 4.3 6.3 -0.0 11.8 2.4 -11.1 -6.6 -0.3 10.2 4.9 16.7 CAD -11.5 2.6 10.6 1.3 -6.1 4.6 -6.4 4.5 -3.9 -4.0 0.0 -6.8 -3.7 -11.4 5.3 -1.7 -2.1 -1.9 -2.1 1.9 3.0 -7.0 -2.7 -4.5 1.3 1.4 -3.1 1.7 -4.2 -1.2 -2.2 0.0 16.0 3.6 5.8 -10.0 -20.0 -15.7 -2.0 -14.9 CANOLA -0.5 -20.0 -20.0 2.1 0.3 0.1 2.4 -1.3 3.4 -8.9 -10.6 -9.9 -9.0 -10.7 -11.1 -9.6 -2.2 -10.2 -8.0 -20.0 -20.0 -15.8 -17.1 -17.5 -20.0 -4.2 -2.7 -4.4 -3.5 -3.8 -3.7 -1.0 -20.0 -20.0 -20.0 -20.0 -19.1 -16.1 -11.2 -4.6 CHF -20.0 -1.1 12.3 1.0 -4.7 3.5 -4.9 3.5 -3.0 -15.7 5.7 -15.5 9.4 -12.2 4.2 -14.5 -15.5 -15.6 -15.7 0.6 6.7 -17.2 6.5 -10.3 -6.1 2.0 -7.8 3.7 -5.7 2.8 -2.4 -20.0 -10.4 -17.0 10.1 11.5 -20.0 -17.7 -16.2 -20.0 COCOA 20.0 -4.5 4.4 4.2 0.6 0.1 4.8 -2.7 6.8 20.0 20.0 20.0 20.0 20.0 20.0 15.1 3.6 11.4 7.3 20.0 20.0 20.0 20.0 20.0 -20.0 8.0 12.9 7.8 11.7 7.9 9.3 16.5 20.0 20.0 20.0 20.0 20.0 3.8 20.0 20.0 COFFEE 1.0 2.9 20.0 3.2 0.5 0.1 3.7 -2.0 5.2 -1.5 8.6 9.2 2.6 0.3 9.1 9.3 5.2 8.6 6.8 9.8 11.0 2.0 5.0 5.5 -20.0 3.8 -1.1 5.7 0.0 3.9 1.1 17.8 -3.4 -19.9 -5.9 20.0 -11.7 -20.0 -9.2 -10.6 COPPER -0.9 -1.0 11.6 -4.3 -7.3 -2.7 -5.0 -1.2 -4.6 -16.6 -0.7 -8.1 -4.7 -6.7 5.9 -6.9 -4.9 -6.5 -6.1 1.0 1.2 -12.3 -2.5 -3.5 -10.6 -0.2 -14.9 0.7 -8.5 -0.8 -3.3 1.0 -14.1 4.7 9.6 12.6 -14.3 -5.2 13.5 -1.3 CORN -5.3 -14.6 -10.5 4.7 0.7 0.1 5.4 -3.0 7.6 -12.4 -20.0 -18.1 -20.0 -20.0 -20.0 -13.8 -3.9 -11.4 -8.8 -20.0 -20.0 -10.8 -20.0 -20.0 -20.0 -8.3 -3.4 -7.8 -2.8 -7.0 -5.7 -3.2 -18.6 -20.0 -20.0 -20.0 -4.6 -18.7 -1.5 1.2 COTTON2 20.0 18.6 -4.0 4.7 0.7 0.2 5.5 -3.0 7.7 20.0 -4.6 20.0 -4.6 20.0 10.7 -7.1 -2.0 -7.5 -5.7 19.3 2.1 20.0 -6.7 20.0 -20.0 6.7 9.4 2.2 9.8 0.2 9.7 1.0 20.0 20.0 20.0 -9.2 -15.5 -15.6 -7.7 0.1 CRUDE_W 7.3 -2.9 -10.0 2.1 3.2 -0.0 4.0 1.4 5.2 -9.7 3.9 -7.0 6.2 -0.6 -11.0 7.5 9.3 7.7 8.5 -2.4 -0.0 -6.0 6.9 -1.5 -4.6 -1.0 -3.6 0.6 -3.7 5.7 -0.5 -1.1 -20.0 -19.3 -14.1 2.6 20.0 17.0 20.0 19.5 DAX -1.3 0.9 20.0 6.4 6.0 5.4 6.1 3.5 5.9 6.7 19.6 17.3 20.0 17.4 20.0 -15.8 -10.7 -14.6 -12.8 19.8 19.8 11.4 15.7 14.2 17.2 6.5 3.0 6.4 4.1 4.6 4.8 -9.1 -12.8 -6.6 -14.8 5.7 -0.8 8.5 8.6 20.0 DOW -4.1 14.5 20.0 5.9 5.6 5.0 5.7 3.3 5.5 16.2 20.0 18.3 19.2 19.9 20.0 -13.2 -10.1 -12.4 -11.5 20.0 20.0 19.7 20.0 20.0 -15.4 7.7 4.0 7.3 4.6 5.2 5.9 -7.7 8.6 15.5 20.0 20.0 -8.9 -3.9 -2.2 -8.9 DX 18.2 3.3 -13.9 1.0 -4.7 3.6 -5.0 3.5 -3.0 13.6 2.6 16.4 -4.8 15.8 -1.7 5.7 6.0 5.9 6.1 3.5 -0.9 15.0 1.6 12.2 -20.0 0.4 6.4 -1.1 7.1 1.0 4.8 14.1 20.0 20.0 -2.5 -20.0 20.0 2.7 20.0 8.8 EUR -15.8 -3.9 8.9 1.1 -5.3 4.0 -5.6 4.0 -3.4 -12.5 -3.4 -18.0 5.3 -16.8 0.3 -5.9 -6.6 -6.0 -6.1 -5.5 -0.4 -17.2 -1.0 -14.2 16.0 -1.1 -6.8 1.0 -8.4 0.2 -5.9 -7.2 -14.4 -7.3 -2.8 -0.6 -20.0 -12.5 -20.0 -9.4 EURIBOR-ICE -20.0 -8.0 20.0 1.0 -2.2 1.1 -1.5 -0.4 -0.5 -6.3 5.4 -3.6 2.8 -3.4 4.9 3.1 -4.1 0.9 -1.8 5.4 9.0 -3.6 4.4 -0.5 14.7 1.8 -1.9 2.9 -1.0 1.5 0.0 -4.1 2.6 1.1 0.2 8.2 -20.0 -20.0 7.6 20.0 EUROSTX 11.2 2.3 17.3 6.3 6.0 5.4 6.1 3.5 5.8 20.0 18.7 20.0 20.0 19.9 20.0 10.8 1.2 7.4 3.4 20.0 20.0 20.0 17.3 20.0 2.1 7.1 6.8 5.8 8.4 4.4 7.9 14.1 19.4 18.9 -3.4 5.5 -4.7 10.6 -1.4 19.2 FEEDCOW 20.0 20.0 -18.3 4.1 0.6 0.1 4.8 -2.6 6.8 19.5 -5.7 20.0 -2.0 20.0 5.6 -20.0 -20.0 -20.0 -20.0 20.0 -2.4 20.0 -2.5 20.0 -5.2 4.3 5.9 0.4 8.4 1.7 8.4 -20.0 20.0 20.0 20.0 -20.0 20.0 7.6 20.0 17.9 GASOIL 19.7 5.8 -12.4 1.7 2.6 -0.0 3.3 1.2 4.3 7.5 6.1 10.2 7.2 12.4 -0.1 20.0 20.0 20.0 20.0 7.5 4.2 13.0 8.2 14.1 7.9 3.5 5.1 2.3 5.4 3.5 5.9 20.0 16.3 4.9 8.5 5.5 -14.1 -4.2 -20.0 -10.1 GASOLINE 13.8 7.0 -9.5 2.0 3.1 -0.0 3.9 1.4 5.1 1.2 -1.2 4.7 5.8 10.1 5.6 -15.7 7.2 -20.0 -8.7 5.4 1.5 4.9 5.4 8.3 -20.0 2.3 4.1 0.9 2.1 4.7 3.8 -13.7 -8.5 -6.0 -1.3 10.0 20.0 12.8 20.0 11.2 GAS_US_mini -8.8 2.8 -17.1 1.0 1.5 -0.0 1.8 0.6 2.4 -9.3 -9.4 -10.1 -10.8 -9.1 -9.6 9.2 -17.8 6.9 -8.5 -11.9 -14.7 -9.6 -18.7 -10.0 16.1 -3.2 -3.1 -3.7 -3.1 -3.3 -2.7 -20.0 -20.0 -20.0 -9.6 -9.6 -14.5 1.5 -20.0 -2.5 GBP -9.0 2.2 11.5 1.2 -5.7 4.3 -6.0 4.3 -3.6 -5.5 2.1 -8.4 11.1 -3.9 15.4 -0.1 -0.6 -0.2 -0.3 4.6 7.5 -10.5 5.4 -4.2 2.4 4.0 -5.7 5.1 -6.4 2.6 -1.7 2.9 -7.9 8.2 6.0 7.1 -20.0 -2.3 -18.9 7.5 GOLD_micro -7.1 -1.7 9.4 -4.6 -7.8 -2.9 -5.3 -1.3 -4.9 -3.2 10.9 1.0 8.4 -6.2 7.6 -14.7 -14.1 -14.5 -14.5 2.7 6.4 -0.5 6.0 -1.1 -5.3 2.9 -0.7 3.8 0.9 3.5 1.6 -14.3 16.6 20.0 16.7 20.0 -20.0 -20.0 -20.0 -14.7 HEATOIL 16.9 4.7 -11.6 2.0 3.0 -0.0 3.8 1.3 5.0 7.4 3.9 10.6 5.4 13.2 -2.7 20.0 20.0 20.0 20.0 5.1 1.7 10.9 7.2 11.8 -20.0 3.9 5.8 2.8 4.8 5.6 5.9 20.0 9.9 0.6 5.6 6.9 13.1 2.3 11.7 -2.0 JGB-SGX-mini -19.6 6.7 16.8 1.0 -2.1 1.1 -1.5 -0.4 -0.5 -3.3 4.3 -4.6 4.7 0.1 5.0 7.9 17.5 10.6 13.4 3.0 4.1 -2.5 2.8 -0.9 -3.5 1.0 -0.9 1.2 -1.2 0.4 -0.6 20.0 2.1 -0.2 -0.5 -4.3 -2.5 -20.0 7.1 13.0 JPY -15.6 -6.0 18.3 0.6 -2.9 2.2 -3.1 2.2 -1.9 -5.8 -8.1 -8.9 -10.1 -10.2 -5.8 -14.8 -16.0 -15.5 -16.1 -6.4 -6.8 -6.2 -12.1 -8.0 20.0 -1.8 -1.9 -2.4 -2.6 -4.8 -2.7 -20.0 1.4 -4.6 -7.4 -9.5 -13.7 -20.0 -8.4 -20.0 LEANHOG 20.0 15.3 2.5 4.1 0.6 0.1 4.7 -2.6 6.6 -17.2 -2.0 6.3 -12.6 15.7 9.9 -20.0 -9.9 -20.0 -20.0 11.1 -2.7 4.0 -14.7 16.8 18.1 6.2 -4.4 2.4 1.0 -2.6 5.8 -19.5 -6.1 7.3 20.0 13.5 -10.6 -8.0 3.5 11.9 LIVECOW 20.0 17.0 -19.6 4.3 0.7 0.1 5.0 -2.8 7.0 15.1 -6.6 20.0 -2.2 20.0 -0.2 -20.0 -9.0 -18.6 -13.9 11.3 -7.1 20.0 -3.7 20.0 -2.2 2.7 9.6 -1.2 10.8 1.5 8.6 -10.6 20.0 20.0 16.0 -20.0 15.2 -0.6 20.0 6.0 LUMBER-new -5.1 2.2 14.4 4.8 0.8 0.2 5.6 -2.4 7.8 -20.0 -0.2 3.6 -15.0 -3.5 13.5 -15.8 -14.6 -14.8 -14.6 7.0 6.1 -2.7 -2.9 1.6 NaN 5.1 -3.5 4.7 -1.1 1.0 2.0 -17.2 -8.1 -20.0 1.3 16.9 -10.2 -20.0 -7.1 -19.9 MILK 20.0 14.9 -2.1 2.8 0.4 0.1 3.3 -1.8 4.6 8.6 -13.1 10.7 -14.7 4.4 -10.4 -20.0 -20.0 -20.0 -20.0 -6.0 -16.4 15.2 -20.0 8.2 11.2 -1.0 3.6 -4.7 6.0 -6.7 3.8 -20.0 20.0 2.8 -13.4 -20.0 -20.0 -20.0 -20.0 -20.0 MXP -7.5 2.7 10.5 1.1 -5.3 4.0 -5.6 4.0 -3.4 16.8 16.7 4.2 19.8 5.5 16.3 15.9 16.4 15.5 15.5 10.4 16.0 6.7 20.0 5.4 -20.0 5.0 5.0 7.7 3.6 11.7 2.7 20.0 20.0 14.1 9.5 6.4 18.8 20.0 20.0 20.0 NASDAQ_micro 4.8 6.2 20.0 4.1 3.9 3.5 3.9 2.3 3.8 12.6 14.5 13.7 14.2 14.0 15.0 -11.5 -9.7 -11.4 -10.7 20.0 20.0 15.0 20.0 18.7 -20.0 5.4 2.9 5.3 3.1 4.9 4.2 -6.6 -7.7 19.7 20.0 14.7 17.0 -3.9 20.0 -5.9 NIKKEI 7.1 18.7 14.6 5.6 5.3 4.8 5.4 3.1 5.2 5.7 19.0 11.2 19.4 16.8 19.0 18.0 12.8 16.3 14.0 20.0 20.0 11.4 20.0 20.0 -14.8 6.7 0.8 5.9 2.2 5.2 5.2 20.0 -20.0 20.0 20.0 13.3 -16.1 -3.5 -3.0 -0.5 NZD -19.1 -4.8 15.2 0.9 -4.5 3.4 -4.7 3.3 -2.9 -1.5 2.6 -11.7 0.8 -13.6 4.3 0.3 0.2 0.2 0.2 -1.2 3.6 -7.7 -0.1 -8.5 0.4 -0.2 -0.7 2.0 -3.6 0.7 -3.6 4.0 6.0 -8.2 -6.3 -1.7 -11.1 -9.8 -5.4 4.6 OAT -19.4 -5.7 20.0 1.3 -2.8 1.4 -2.0 -0.5 -0.6 -8.2 4.6 -5.9 -0.1 -6.7 4.2 4.9 6.6 5.1 5.5 3.7 6.3 -4.4 1.0 -1.8 6.2 1.4 -2.5 2.3 -1.4 0.7 -0.4 12.0 3.3 0.7 -5.1 2.1 -20.0 -20.0 6.0 3.2 OATIES 5.5 3.1 -18.4 1.8 0.3 0.1 2.1 -1.2 3.0 4.0 -8.2 1.4 -6.4 -0.1 -6.0 7.7 -4.8 1.4 -3.8 -4.5 -7.6 2.1 -5.7 -0.1 -20.0 -0.7 2.1 -2.7 1.6 -2.4 1.3 -1.2 3.4 -6.6 -0.1 -13.6 -3.6 3.4 3.5 14.7 OJ 20.0 -20.0 -20.0 2.8 0.4 0.1 3.2 -1.8 4.5 13.0 5.7 13.6 10.5 7.7 -2.8 6.7 16.9 8.9 13.5 5.1 8.0 20.0 20.0 20.0 -20.0 1.8 7.1 3.3 7.6 7.1 4.6 20.0 20.0 20.0 -15.1 6.3 6.7 11.1 13.3 20.0 PALLAD -6.0 -11.1 4.3 -1.9 -3.2 -1.2 -2.2 -0.5 -2.0 -6.5 -7.3 -4.1 -8.6 -7.1 -6.7 -1.6 -2.2 -1.7 -2.0 -7.6 -9.2 -6.0 -12.6 -6.3 8.4 -1.8 -4.7 -3.0 -2.3 -4.1 -1.4 6.9 -4.2 1.6 10.2 -7.9 -9.3 -7.5 -5.1 -2.9 PLAT -10.0 -5.8 4.1 -2.9 -4.9 -1.8 -3.3 -0.8 -3.1 -9.9 -4.5 -7.4 -7.0 -9.8 -3.8 -4.0 -3.1 -3.8 -3.6 -5.2 -3.5 -7.9 -3.9 -7.2 11.6 -1.7 -6.7 -0.7 -4.0 -0.6 -2.8 4.8 -0.6 -1.4 5.3 3.3 -10.7 -5.1 18.0 2.1 REDWHEAT 4.1 -1.6 -6.8 3.9 0.6 0.1 4.6 -2.5 6.4 -15.7 -19.9 0.2 -20.0 -7.2 -12.8 -0.1 -1.4 -2.1 -2.5 -13.4 -20.0 -4.9 -20.0 -6.2 -14.0 -4.0 -3.8 -9.2 -1.7 -10.9 -0.7 4.4 -16.2 -20.0 -19.9 -20.0 -20.0 -20.0 -20.0 -17.7 RICE 9.8 3.1 12.6 3.8 0.6 0.1 4.4 -2.4 6.2 15.0 18.7 17.5 16.1 17.6 18.6 -15.0 -2.3 -14.5 -9.9 19.8 17.7 20.0 13.5 20.0 -20.0 5.2 9.7 4.2 10.2 3.4 7.6 -1.4 20.0 9.0 2.3 12.8 2.4 -7.4 9.4 1.3 ROBUSTA 16.8 20.0 20.0 2.8 0.4 0.1 3.2 -1.8 4.5 -1.6 14.6 9.9 14.6 13.0 14.7 20.0 20.0 20.0 20.0 20.0 20.0 12.0 20.0 20.0 -20.0 5.5 0.3 5.5 1.6 4.6 3.7 20.0 6.2 15.8 20.0 20.0 -15.6 -15.4 -6.2 1.0 RUSSELL -10.1 4.4 20.0 3.6 3.4 3.1 3.5 2.0 3.4 -6.0 6.0 -2.3 3.0 -3.8 6.6 -6.3 -6.2 -6.3 -6.4 5.9 7.0 -3.7 2.8 -0.2 -2.2 2.7 -1.3 2.9 -1.2 1.6 0.5 0.0 -18.8 -12.0 -1.8 -3.1 -20.0 -20.0 -20.0 -20.0 SHATZ -18.7 -6.1 20.0 1.0 -2.1 1.1 -1.5 -0.4 -0.5 -6.6 0.8 -5.8 -4.1 -5.6 0.7 -20.0 -20.0 -20.0 -20.0 -0.5 1.1 -6.6 -2.8 -4.1 8.0 0.4 -3.3 1.0 -2.3 -0.5 -1.1 -20.0 -1.5 -2.4 -4.8 -2.7 -20.0 -20.0 -7.8 -20.0 SILVER-mini -6.4 -11.5 0.0 -3.9 -6.6 -2.5 -4.5 -1.1 -4.1 -15.1 -4.5 -9.3 -1.3 -12.3 -10.1 -6.8 -6.5 -6.9 -6.8 -9.1 -5.9 -11.3 -3.1 -10.2 5.7 -3.9 -8.6 -2.5 -5.6 -0.8 -4.2 -1.0 -2.4 2.8 1.5 0.7 -20.0 -17.5 10.0 -7.5 SMI -6.6 8.4 13.1 5.4 5.1 4.6 5.2 3.0 5.0 -11.7 9.0 -4.2 4.9 4.1 16.3 11.2 5.5 10.2 7.6 10.2 7.5 -1.8 2.1 5.2 10.3 5.4 -2.9 4.5 -0.7 1.4 2.6 20.0 -14.2 -16.9 -2.7 -11.8 3.8 -6.2 12.4 -6.8 SOFR -17.9 0.8 20.0 1.2 -2.8 1.4 -2.0 -0.5 -0.6 -5.4 5.2 -4.1 0.4 -3.5 6.4 2.2 0.3 1.7 0.9 3.2 4.0 -3.7 -0.2 -1.0 -2.1 2.7 -2.3 2.5 -0.8 0.5 0.9 2.5 3.9 8.2 3.3 2.2 -20.0 -20.0 -7.6 -3.4 SOYBEAN -1.4 -20.0 -12.7 3.9 0.6 0.1 4.5 -2.5 6.3 -15.2 -10.3 -15.2 0.6 -19.2 -19.6 6.8 15.5 10.6 12.5 -20.0 -17.7 -16.4 -8.7 -20.0 -20.0 -6.4 -4.9 -3.7 -5.3 -1.0 -6.4 20.0 -20.0 -20.0 -20.0 -12.7 -11.1 -20.0 -11.0 -20.0 SOYMEAL 1.0 -20.0 -13.4 2.7 0.4 0.1 3.1 -1.7 4.4 -10.2 -11.1 -9.3 -4.2 -12.7 -13.6 2.4 13.8 6.7 10.2 -17.8 -12.7 -10.0 -4.5 -14.5 -20.0 -4.5 -3.0 -2.7 -2.5 -0.1 -3.8 20.0 -19.1 -20.0 -20.0 -10.8 -20.0 -20.0 -20.0 -19.6 SOYOIL -1.8 -9.9 -16.0 2.6 0.4 0.1 3.1 -1.7 4.3 5.7 -11.7 -5.8 -8.9 -10.7 -13.1 -7.3 5.0 -3.6 0.8 -15.0 -16.0 -5.2 -12.5 -11.3 -20.0 -4.2 3.4 -4.5 -2.0 -3.7 -3.7 13.1 -16.1 -20.0 -18.6 -14.7 -8.8 -3.7 -4.1 6.3 SP400 -6.4 7.5 20.0 4.2 4.0 3.6 4.0 2.3 3.9 -0.8 10.2 4.1 7.5 2.5 11.5 -5.7 -5.2 -5.5 -5.4 10.5 11.0 0.8 6.2 4.3 -11.0 3.9 0.6 4.0 0.2 2.6 1.7 1.8 -15.1 -8.4 -0.5 -1.8 -20.0 -9.1 -20.0 -20.0 SP500_micro 3.6 11.9 20.0 5.3 5.0 4.5 5.1 2.9 4.9 16.9 18.6 18.2 17.0 18.8 19.9 -12.8 -10.8 -12.5 -11.8 20.0 20.0 20.0 20.0 20.0 -20.0 7.0 5.2 6.3 5.1 4.9 6.0 -8.5 7.3 20.0 20.0 16.3 4.2 -3.8 16.6 -6.2 SUGAR11 20.0 0.7 -20.0 2.9 0.4 0.1 3.3 -1.8 4.7 1.3 -3.8 8.6 7.3 8.5 -3.3 20.0 19.6 20.0 20.0 -1.5 -5.8 7.1 3.4 8.2 -20.0 -2.2 1.2 -2.7 1.2 1.4 0.7 20.0 -9.6 -4.0 -13.6 -20.0 8.5 -3.4 15.2 7.6 US10 -15.0 4.3 20.0 1.1 -2.4 1.2 -1.7 -0.4 -0.5 -4.7 2.4 -3.7 -2.4 -2.5 5.4 -10.0 -7.9 -9.3 -8.7 2.6 1.9 -3.0 -3.5 -0.6 1.7 2.3 -1.9 1.6 -0.7 -0.6 0.9 -12.8 2.8 7.9 3.4 0.7 -20.0 -20.0 -18.0 7.7 US10U -14.1 3.9 20.0 1.5 -3.3 1.7 -2.3 -0.6 -0.7 -6.9 2.4 -4.9 -3.2 -4.6 6.8 1.1 0.7 1.8 1.3 3.2 2.0 -3.3 -5.3 -0.7 -1.3 3.0 -2.4 2.0 -0.5 -1.1 1.4 3.2 6.5 11.7 4.2 0.2 -20.0 -20.0 7.0 18.1 US2 -17.3 5.1 20.0 1.0 -2.1 1.1 -1.5 -0.4 -0.5 -4.5 1.4 -5.5 -4.4 -1.8 3.8 -20.0 -20.0 -20.0 -20.0 1.7 1.3 -4.9 -4.4 -2.0 8.6 2.0 -2.3 1.8 -1.5 -0.7 0.2 -20.0 -3.2 4.7 3.6 2.0 -19.8 -20.0 -14.5 -20.0 US20 -15.9 4.9 20.0 1.1 -2.4 1.2 -1.7 -0.4 -0.5 -3.2 2.2 -1.4 -1.7 -2.7 4.9 0.0 -1.0 -0.3 -0.7 2.9 2.0 -1.2 -3.7 0.1 -1.5 2.2 -1.0 1.4 0.2 -0.8 1.2 -0.4 7.7 8.7 4.1 1.8 -20.0 -20.0 20.0 20.0 US30 -13.8 1.5 18.0 1.3 -2.8 1.4 -2.0 -0.5 -0.6 -3.6 1.4 -1.4 -3.2 -4.3 4.6 -9.4 -5.4 -7.8 -6.6 1.8 0.9 -1.3 -5.4 -0.7 -0.9 2.2 -1.3 1.3 0.2 -1.3 1.2 -8.6 9.2 8.8 1.2 -1.0 -15.9 -17.8 20.0 20.0 US5 -16.6 3.7 20.0 1.0 -2.3 1.2 -1.6 -0.4 -0.5 -4.7 3.1 -4.4 -2.7 -1.9 5.3 -10.4 -10.3 -10.3 -10.5 2.3 2.2 -3.9 -2.9 -1.2 3.8 2.3 -2.2 1.9 -1.1 -0.3 0.6 -16.6 0.5 6.6 3.6 1.5 -20.0 -20.0 -20.0 -7.3 VIX 4.8 -3.1 -20.0 -7.0 -6.2 -8.5 -4.9 -11.1 -5.5 -18.0 -20.0 -15.6 -20.0 -17.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -10.2 -20.0 -12.5 NaN -8.1 -6.8 -10.3 -5.0 -13.4 -5.7 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -4.4 -0.1 3.8 4.1 0.6 0.1 4.7 -2.6 6.6 -16.3 -19.6 -14.9 -20.0 -15.7 -7.6 -11.5 -10.7 -11.3 -11.2 -10.8 -17.2 -9.8 -20.0 -9.7 -2.5 -3.4 -6.8 -6.2 -5.9 -10.2 -3.6 -11.1 -20.0 -20.0 -18.0 -8.3 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3