******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240213_204019 produced at 2024-02-13 21:38:08.498381 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 SOFR False True 0.08 0.00 -0.50 0.0 0.00 0.00 0.00 0.00 -6.47 11.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.09 -0.27 0.0 0.10 -0.10 -0.09 -0.10 -47.74 17.0 -16 -17 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.20 0.0 0.00 0.00 0.00 0.00 -5.55 24.0 0 0 caleb_strategy_v3 US2 False True 0.07 0.00 -0.16 0.0 0.00 0.00 0.00 0.00 -2.39 13.0 0 0 caleb_strategy_v3 COPPER False False 0.03 -0.03 -0.14 0.0 0.18 -0.18 -0.03 -0.09 -4.62 6.0 -1 -3 caleb_strategy_v3 CHF False False 0.05 -0.27 -0.13 0.0 0.60 -0.60 -0.27 -0.32 -2.78 13.0 -6 -7 caleb_strategy_v3 CORN False False 0.01 -0.08 -0.09 0.0 0.09 -0.09 -0.08 -0.08 -12.25 12.0 -10 -10 caleb_strategy_v3 GOLD_micro False False 0.01 -0.08 -0.08 0.0 0.36 -0.36 -0.08 -0.08 -11.80 56.0 -12 -13 caleb_strategy_v3 JPY False False 0.03 -0.05 -0.07 0.0 0.46 -0.46 -0.05 -0.03 -2.57 17.0 -2 -1 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.07 0.0 0.15 -0.15 -0.02 -0.02 -24.25 51.0 -6 -6 caleb_strategy_v3 EUR False False 0.04 -0.13 -0.07 0.0 0.61 -0.61 -0.13 -0.13 -1.51 14.0 -3 -3 caleb_strategy_v3 AUD False False 0.02 0.00 -0.06 0.0 0.40 -0.40 0.00 0.00 -2.81 19.0 0 0 caleb_strategy_v3 BOBL False False 0.04 -0.49 -0.06 0.0 0.77 -0.77 -0.49 -0.49 -1.59 19.0 -12 -12 caleb_strategy_v3 US5 False False 0.03 -0.28 -0.06 0.0 0.86 -0.86 -0.28 -0.10 -1.63 25.0 -8 -3 caleb_strategy_v3 CAD False False 0.02 0.00 -0.05 0.0 0.69 -0.69 0.00 -0.05 -2.27 29.0 0 -2 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.02 -0.04 0.0 0.00 -0.02 -0.02 -0.02 -30.99 26.0 -14 -13 caleb_strategy_v3 SOYBEAN False False 0.02 -0.04 -0.03 0.0 0.13 -0.13 -0.04 -0.04 -1.77 7.0 -2 -2 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.03 0.0 0.18 -0.18 0.00 0.00 -0.32 2.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.03 -0.03 0.0 0.08 -0.08 -0.03 -0.03 -2.80 8.0 -3 -3 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -6.28 3.0 0 0 caleb_strategy_v3 US10 False False 0.04 -0.04 -0.03 0.0 0.60 -0.60 -0.04 0.00 -0.89 17.0 -1 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.09 -0.09 -0.04 -0.04 -3.29 9.0 -4 -4 caleb_strategy_v3 RUSSELL False False 0.00 -0.01 -0.02 0.0 0.22 -0.22 -0.01 -0.00 -7.17 68.0 -3 -1 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.02 0.0 0.10 -0.10 0.00 0.00 -1.99 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 -2.84 2.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 -0.02 0.0 0.00 -0.00 0.00 0.00 -1.34 0.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 -0.02 0.0 0.06 -0.06 0.00 0.00 -2.14 5.0 0 0 caleb_strategy_v3 PALLAD False False 0.03 -0.03 -0.01 0.0 0.06 -0.06 -0.03 -0.03 -0.32 2.0 -1 -1 caleb_strategy_v3 NZD False False 0.02 -0.02 -0.01 0.0 0.41 -0.41 -0.02 -0.02 -0.64 21.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.01 -0.04 -0.01 0.0 0.09 -0.09 -0.04 -0.04 -1.31 10.0 -4 -4 caleb_strategy_v3 US10U False False 0.04 0.00 -0.01 0.0 0.48 -0.48 0.00 0.00 -0.17 13.0 0 0 caleb_strategy_v3 BUND False False 0.05 -0.05 -0.01 0.0 0.46 -0.46 -0.05 0.00 -0.15 10.0 -1 0 caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.01 0.0 0.18 -0.18 -0.05 -0.05 -0.12 4.0 -1 -1 caleb_strategy_v3 PLAT False False 0.01 -0.04 -0.00 0.0 0.14 -0.14 -0.04 -0.06 -0.16 10.0 -3 -4 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.38 18.0 0 0 caleb_strategy_v3 BTP False False 0.04 0.04 0.00 0.0 0.41 -0.41 0.04 0.08 0.07 10.0 1 2 caleb_strategy_v3 US20 False False 0.04 0.11 -0.00 0.0 0.34 -0.34 0.11 0.04 -0.02 9.0 3 1 caleb_strategy_v3 COFFEE False False 0.02 0.00 -0.00 0.0 0.14 -0.14 0.00 0.00 -0.02 6.0 0 0 caleb_strategy_v3 US30 False False 0.04 -0.04 -0.00 0.0 0.24 -0.24 -0.04 0.00 -0.12 6.0 -1 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.01 0.00 0.0 0.16 -0.16 -0.01 0.00 0.31 11.0 -1 0 caleb_strategy_v3 LEANHOG False False 0.01 0.01 0.01 0.0 0.16 -0.16 0.01 0.00 1.20 13.0 1 0 caleb_strategy_v3 DOW False False 0.01 0.02 0.01 0.0 0.41 -0.41 0.02 0.01 1.86 66.0 3 1 caleb_strategy_v3 GBP False False 0.03 0.13 0.01 0.0 0.56 -0.56 0.13 0.13 0.50 22.0 5 5 caleb_strategy_v3 OAT False False 0.04 0.00 0.01 0.0 0.45 -0.45 0.00 0.00 0.27 10.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.00 0.01 0.0 0.05 -0.05 0.00 0.00 0.50 3.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.02 0.02 0.0 0.24 -0.24 0.02 0.02 1.66 23.0 2 2 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.19 0.02 0.0 0.26 -0.26 0.19 0.15 2.07 23.0 17 13 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.02 0.0 0.14 -0.14 0.00 0.04 0.52 4.0 0 1 caleb_strategy_v3 RICE False True 0.01 0.00 0.02 0.0 0.00 0.00 0.00 0.00 1.81 4.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.01 0.03 0.0 0.38 -0.38 0.01 0.00 3.97 48.0 1 0 caleb_strategy_v3 CAC False False 0.03 0.21 0.03 0.0 0.32 -0.32 0.21 0.24 1.26 12.0 8 9 caleb_strategy_v3 FEEDCOW False False 0.04 0.21 0.04 0.0 0.33 -0.33 0.21 0.21 0.98 8.0 5 5 caleb_strategy_v3 SMI False False 0.04 0.33 0.04 0.0 0.37 -0.37 0.33 0.33 1.03 9.0 8 8 caleb_strategy_v3 LIVECOW False False 0.02 0.00 0.04 0.0 0.41 -0.41 0.00 0.00 1.70 17.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 0.00 0.05 0.0 0.11 -0.11 0.00 0.00 1.45 3.0 0 0 caleb_strategy_v3 COCOA False False 0.02 0.13 0.05 0.0 0.48 -0.48 0.13 0.13 2.91 26.0 7 7 caleb_strategy_v3 GASOIL False False 0.03 0.05 0.06 0.0 0.11 -0.11 0.05 0.08 2.35 4.0 2 3 caleb_strategy_v3 BITCOIN False False 0.00 0.03 0.06 0.0 0.10 -0.10 0.03 0.04 36.53 59.0 18 27 caleb_strategy_v3 DX False True 0.03 0.00 0.07 0.0 0.00 0.00 0.00 0.00 1.96 999999999.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.02 0.05 0.08 0.0 0.12 -0.12 0.05 0.05 3.17 5.0 2 2 caleb_strategy_v3 DAX False False 0.01 0.00 0.08 0.0 0.34 -0.34 0.00 0.00 13.08 58.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 0.18 0.12 0.0 0.33 -0.33 0.18 0.13 7.47 20.0 11 8 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.09 0.22 0.0 0.85 -0.85 0.09 0.00 2.56 10.0 1 0 caleb_strategy_v3 NIKKEI False False 0.01 0.29 0.33 0.0 0.29 -0.29 0.29 0.26 40.37 36.0 35 32 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.35 0.35 0.0 0.35 0.00 0.35 0.35 10.97 16.0 11 11 caleb_strategy_v3 MXP False False 0.01 0.54 0.58 0.0 0.56 -0.56 0.54 0.55 61.67 60.0 58 59 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 20.4 Shocked risk 61.6 Sum abs risk 58.9 Leverage 4.80 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3083626.17, 'annual_cash_vol_target': 770906.5425, 'daily_cash_vol_target': 48181.65890625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0041 0.6450 0.6400 10.2394 BITCOIN 1171.0817 49810.0000 2.3511 37.6176 BOBL 0.2961 116.6500 0.2538 4.0613 BTP 0.5990 116.9500 0.5122 8.1950 BUND 0.5818 132.8600 0.4379 7.0060 BUXL 1.3262 132.3000 1.0024 16.0387 CAC 57.2516 7610.5000 0.7523 12.0363 CAD 0.0032 0.7365 0.4280 6.8488 CANOLA 6.5056 601.9000 1.0808 17.2935 CHF 0.0058 1.1305 0.5139 8.2225 COCOA 68.7975 5645.0000 1.2187 19.4997 COFFEE 3.3968 187.5000 1.8116 28.9860 COPPER 0.0380 3.7045 1.0247 16.3949 CORN 3.8287 470.2500 0.8142 13.0270 COTTON2 0.9928 91.9900 1.0792 17.2680 CRUDE_W 1.0034 73.7600 1.3603 21.7649 DAX 117.7539 16854.0000 0.6987 11.1787 DOW 245.4305 38120.0000 0.6438 10.3014 DX 0.3744 104.0450 0.3598 5.7572 EUR 0.0046 1.0716 0.4309 6.8938 EURIBOR-ICE 0.0550 97.6000 0.0563 0.9013 EUROSTX 37.5903 4676.0000 0.8039 12.8624 FEEDCOW 1.6763 255.5750 0.6559 10.4943 GASOIL 12.7241 822.5000 1.5470 24.7521 GASOLINE 0.0384 2.6030 1.4733 23.5734 GAS_US_mini 0.0858 1.7250 4.9761 79.6179 GBP 0.0060 1.2579 0.4793 7.6683 GOLD_micro 13.4033 2004.8000 0.6686 10.6970 HEATOIL 0.0383 2.7385 1.3997 22.3947 JGB-SGX-mini 0.2775 145.9300 0.1902 3.0431 JPY 0.0000 0.0067 0.6465 10.3441 LEANHOG 1.0621 94.4750 1.1242 17.9877 LIVECOW 1.2634 184.9750 0.6830 10.9286 LUMBER-new 6.4844 575.5000 1.1267 18.0279 MILK 0.2234 17.6800 1.2633 20.2134 MXP 0.0004 0.0577 0.6176 9.8813 NASDAQ_micro 151.0331 17573.7500 0.8594 13.7508 NIKKEI 305.8740 37570.0000 0.8141 13.0263 NZD 0.0040 0.6053 0.6649 10.6380 OAT 0.5635 127.6100 0.4416 7.0651 OATIES 6.3676 374.7500 1.6992 27.1864 OJ 7.5168 344.7000 2.1807 34.8909 PALLAD 26.1350 859.0000 3.0425 48.6799 PLAT 14.6870 877.6000 1.6735 26.7766 REDWHEAT 9.1172 586.7500 1.5539 24.8617 RICE 0.1834 18.6200 0.9852 15.7629 ROBUSTA 42.3251 3167.0000 1.3364 21.3831 RUSSELL 28.9581 1959.0000 1.4782 23.6513 SHATZ 0.1011 105.4350 0.0959 1.5342 SILVER-mini 0.3369 22.2875 1.5116 24.1862 SMI 75.3759 11025.0000 0.6837 10.9389 SOFR 0.0794 96.2750 0.0824 1.3190 SOYBEAN 9.6947 1165.7500 0.8316 13.3060 SOYMEAL 4.5080 342.8000 1.3150 21.0407 SOYOIL 0.6691 48.0100 1.3936 22.2980 SP400 28.5664 2756.2000 1.0364 16.5831 SP500_micro 35.0758 4941.5000 0.7098 11.3571 SUGAR11 0.3336 22.6500 1.4731 23.5690 US10 0.4716 109.6406 0.4301 6.8817 US10U 0.6367 113.4688 0.5611 8.9778 US2 0.1336 101.9492 0.1311 2.0969 US20 0.9195 118.0312 0.7790 12.4648 US30 1.3063 123.9688 1.0537 16.8594 US5 0.3199 106.4453 0.3006 4.8091 VIX 0.4744 17.4500 2.7186 43.4969 WHEAT 7.7712 619.0000 1.2554 20.0870 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 645.05 0.64 412.81 1.00 412.81 48181.66 116.72 -9.29 -108.46 BITCOIN 49.81 2.35 117.11 1.00 117.11 48181.66 411.43 8.20 337.38 BOBL 1166.50 0.25 296.09 1.08 319.65 48181.66 150.73 -10.42 -157.11 BTP 1169.50 0.51 599.00 1.08 646.65 48181.66 74.51 0.28 2.08 BUND 1328.60 0.44 581.76 1.08 628.04 48181.66 76.72 -1.92 -14.73 BUXL 1323.00 1.00 1326.20 1.08 1431.70 48181.66 33.65 -3.54 -11.93 CAC 761.05 0.75 572.52 1.08 618.06 48181.66 77.96 4.74 36.92 CAD 736.50 0.43 315.26 1.00 315.26 48181.66 152.83 -5.73 -87.52 CANOLA 120.38 1.08 130.11 0.74 96.68 48181.66 498.34 -20.00 -996.69 CHF 1413.12 0.51 726.22 1.00 726.22 48181.66 66.35 -16.15 -107.17 COCOA 564.50 1.22 687.97 1.00 687.97 48181.66 70.03 19.42 135.99 COFFEE 703.12 1.81 1273.80 1.00 1273.80 48181.66 37.83 -0.44 -1.65 COPPER 926.12 1.02 948.98 1.00 948.98 48181.66 50.77 -8.40 -42.63 CORN 235.12 0.81 191.44 1.00 191.44 48181.66 251.69 -20.00 -503.37 COTTON2 459.95 1.08 496.40 1.00 496.40 48181.66 97.06 1.51 14.67 CRUDE_W 737.60 1.36 1003.36 1.00 1003.36 48181.66 48.02 6.09 29.25 DAX 168.54 0.70 117.75 1.08 127.12 48181.66 379.02 10.12 383.48 DOW 190.60 0.64 122.72 1.00 122.72 48181.66 392.63 2.04 79.92 DX 1040.45 0.36 374.38 1.00 374.38 48181.66 128.70 5.88 75.65 EUR 1339.56 0.43 577.17 1.00 577.17 48181.66 83.48 -6.96 -58.07 EURIBOR-ICE 2440.00 0.06 137.45 1.08 148.39 48181.66 324.71 2.31 75.00 EUROSTX 467.60 0.80 375.90 1.08 405.81 48181.66 118.73 18.44 218.90 FEEDCOW 1277.88 0.66 838.15 1.00 838.15 48181.66 57.49 5.15 29.63 GASOIL 822.50 1.55 1272.41 1.00 1272.41 48181.66 37.87 14.33 54.26 GASOLINE 1093.26 1.47 1610.74 1.00 1610.74 48181.66 29.91 3.98 11.91 GAS_US_mini 43.12 4.98 214.60 1.00 214.60 48181.66 224.52 -12.75 -286.17 GBP 786.19 0.48 376.80 1.00 376.80 48181.66 127.87 1.50 19.21 GOLD_micro 200.48 0.67 134.03 1.00 134.03 48181.66 359.48 -9.63 -346.00 HEATOIL 1150.17 1.40 1609.86 1.00 1609.86 48181.66 29.93 11.17 33.43 JGB-SGX-mini 145930.00 0.19 27754.83 0.01 186.05 48181.66 258.96 3.91 101.31 JPY 833.12 0.65 538.62 1.00 538.62 48181.66 89.45 -11.09 -99.18 LEANHOG 377.90 1.12 424.85 1.00 424.85 48181.66 113.41 1.74 19.72 LIVECOW 739.90 0.68 505.38 1.00 505.38 48181.66 95.34 5.37 51.18 LUMBER-new 158.26 1.13 178.32 1.00 178.32 48181.66 270.20 -10.88 -293.85 MILK 353.60 1.26 446.72 1.00 446.72 48181.66 107.86 -9.24 -99.70 MXP 288.65 0.62 178.27 1.00 178.27 48181.66 270.28 15.55 420.16 NASDAQ_micro 351.48 0.86 302.07 1.00 302.07 48181.66 159.51 5.57 88.89 NIKKEI 37570.00 0.81 30587.40 0.01 205.04 48181.66 234.98 15.86 372.78 NZD 605.30 0.66 402.45 1.00 402.45 48181.66 119.72 -2.07 -24.82 OAT 1276.10 0.44 563.48 1.08 608.31 48181.66 79.21 0.99 7.84 OATIES 187.38 1.70 318.38 1.00 318.38 48181.66 151.33 -7.70 -116.59 OJ 517.05 2.18 1127.52 1.00 1127.52 48181.66 42.73 5.49 23.46 PALLAD 859.00 3.04 2613.50 1.00 2613.50 48181.66 18.44 -5.06 -9.33 PLAT 438.80 1.67 734.35 1.00 734.35 48181.66 65.61 -0.74 -4.83 REDWHEAT 293.38 1.55 455.86 1.00 455.86 48181.66 105.69 -20.00 -211.39 RICE 372.40 0.99 366.88 1.00 366.88 48181.66 131.33 5.66 74.30 ROBUSTA 316.70 1.34 423.25 1.00 423.25 48181.66 113.84 12.51 142.37 RUSSELL 97.95 1.48 144.79 1.00 144.79 48181.66 332.77 -6.50 -216.27 SHATZ 1054.35 0.10 101.10 1.08 109.14 48181.66 441.45 -12.41 -547.74 SILVER-mini 557.19 1.51 842.27 1.00 842.27 48181.66 57.20 -6.86 -39.26 SMI 1102.50 0.68 753.76 1.14 862.22 48181.66 55.88 5.39 30.14 SOFR 2406.88 0.08 198.42 1.00 198.42 48181.66 242.83 -4.38 -106.43 SOYBEAN 582.88 0.83 484.73 1.00 484.73 48181.66 99.40 -19.13 -190.16 SOYMEAL 342.80 1.32 450.80 1.00 450.80 48181.66 106.88 -20.00 -213.76 SOYOIL 288.06 1.39 401.45 1.00 401.45 48181.66 120.02 -11.74 -140.91 SP400 2756.20 1.04 2856.64 1.00 2856.64 48181.66 16.87 -5.70 -9.62 SP500_micro 247.08 0.71 175.38 1.00 175.38 48181.66 274.73 6.22 171.02 SUGAR11 253.68 1.47 373.69 1.00 373.69 48181.66 128.94 1.39 17.93 US10 1096.41 0.43 471.57 1.00 471.57 48181.66 102.17 -6.84 -69.91 US10U 1134.69 0.56 636.69 1.00 636.69 48181.66 75.68 -1.74 -13.15 US2 2038.98 0.13 267.22 1.00 267.22 48181.66 180.30 -10.47 -188.77 US20 1180.31 0.78 919.52 1.00 919.52 48181.66 52.40 -0.31 -1.61 US30 1239.69 1.05 1306.27 1.00 1306.27 48181.66 36.88 -2.63 -9.69 US5 1064.45 0.30 319.94 1.00 319.94 48181.66 150.60 -8.54 -128.55 VIX 174.50 2.72 474.39 1.00 474.39 48181.66 101.57 -19.04 -193.41 WHEAT 309.50 1.26 388.56 1.00 388.56 48181.66 124.00 -20.00 -248.00 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -108.462 0.010 2.5 -2.814 BITCOIN 337.375 0.043 2.5 36.534 BOBL -157.105 0.004 2.5 -1.593 BTP 2.079 0.014 2.5 0.071 BUND -14.733 0.004 2.5 -0.149 BUXL -11.927 0.004 2.5 -0.121 CAC 36.916 0.014 2.5 1.259 CAD -87.518 0.010 2.5 -2.271 CANOLA -996.688 0.010 2.5 -24.248 CHF -107.170 0.010 2.5 -2.781 COCOA 135.994 0.009 2.5 2.913 COFFEE -1.653 0.005 2.5 -0.019 COPPER -42.632 0.043 2.5 -4.617 CORN -503.370 0.010 2.5 -12.246 COTTON2 14.667 0.009 2.5 0.314 CRUDE_W 29.245 0.043 2.5 3.167 DAX 383.475 0.014 2.5 13.080 DOW 79.917 0.009 2.5 1.857 DX 75.645 0.010 2.5 1.963 EUR -58.069 0.010 2.5 -1.507 EURIBOR-ICE 74.995 0.014 2.5 2.558 EUROSTX 218.898 0.014 2.5 7.466 FEEDCOW 29.630 0.013 2.5 0.982 GASOIL 54.260 0.017 2.5 2.352 GASOLINE 11.908 0.017 2.5 0.516 GAS_US_mini -286.174 0.043 2.5 -30.989 GBP 19.212 0.010 2.5 0.498 GOLD_micro -346.000 0.014 2.5 -11.802 HEATOIL 33.432 0.017 2.5 1.449 JGB-SGX-mini 101.312 0.043 2.5 10.971 JPY -99.179 0.010 2.5 -2.573 LEANHOG 19.718 0.024 2.5 1.198 LIVECOW 51.184 0.013 2.5 1.696 LUMBER-new -293.846 0.009 2.5 -6.282 MILK -99.697 0.009 2.5 -2.135 MXP 420.157 0.059 2.5 61.668 NASDAQ_micro 88.890 0.009 2.5 2.066 NIKKEI 372.783 0.043 2.5 40.368 NZD -24.821 0.010 2.5 -0.644 OAT 7.840 0.014 2.5 0.267 OATIES -116.588 0.010 2.5 -2.836 OJ 23.461 0.009 2.5 0.502 PALLAD -9.332 0.014 2.5 -0.318 PLAT -4.834 0.014 2.5 -0.165 REDWHEAT -211.387 0.005 2.5 -2.804 RICE 74.301 0.010 2.5 1.808 ROBUSTA 142.372 0.005 2.5 1.663 RUSSELL -216.268 0.013 2.5 -7.167 SHATZ -547.738 0.004 2.5 -5.554 SILVER-mini -39.259 0.014 2.5 -1.339 SMI 30.143 0.014 2.5 1.028 SOFR -106.426 0.024 2.5 -6.468 SOYBEAN -190.159 0.004 2.5 -1.769 SOYMEAL -213.762 0.004 2.5 -1.988 SOYOIL -140.910 0.004 2.5 -1.312 SP400 -9.621 0.013 2.5 -0.319 SP500_micro 171.017 0.009 2.5 3.974 SUGAR11 17.932 0.009 2.5 0.381 US10 -69.906 0.005 2.5 -0.886 US10U -13.149 0.005 2.5 -0.167 US2 -188.771 0.005 2.5 -2.392 US20 -1.609 0.005 2.5 -0.020 US30 -9.686 0.005 2.5 -0.123 US5 -128.553 0.005 2.5 -1.629 VIX -193.411 0.099 2.5 -47.742 WHEAT -248.002 0.005 2.5 -3.290 ===================== Position diags ===================== AUD 3.03 BITCOIN 44.55 BOBL 1.53 BTP 2.54 BUND 0.78 BUXL 0.34 CAC 2.66 CAD 3.97 CANOLA 12.12 CHF 1.72 COCOA 1.50 COFFEE 0.44 COPPER 5.50 CORN 6.12 COTTON2 2.08 CRUDE_W 5.20 DAX 12.93 DOW 9.12 DX 3.34 EUR 2.17 EURIBOR-ICE 11.08 EUROSTX 4.05 FEEDCOW 1.90 GASOIL 1.64 GASOLINE 1.30 GAS_US_mini 24.31 GBP 3.32 GOLD_micro 12.26 HEATOIL 1.30 JGB-SGX-mini 28.04 JPY 2.32 LEANHOG 6.89 LIVECOW 3.16 LUMBER-new 5.78 MILK 2.31 MXP 39.67 NASDAQ_micro 3.71 NIKKEI 25.45 NZD 3.11 OAT 2.70 OATIES 3.68 OJ 0.92 PALLAD 0.63 PLAT 2.24 REDWHEAT 1.40 RICE 3.20 ROBUSTA 1.33 RUSSELL 11.03 SHATZ 4.48 SILVER-mini 1.95 SMI 1.91 SOFR 14.76 SOYBEAN 0.92 SOYMEAL 0.99 SOYOIL 1.12 SP400 0.56 SP500_micro 6.38 SUGAR11 2.74 US10 1.29 US10U 0.96 US2 2.28 US20 0.66 US30 0.47 US5 1.91 VIX 25.07 WHEAT 1.64 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.8 -3.1 -2.5 0.0 0 BITCOIN 36.5 32.1 41.0 18.0 18 BOBL -1.6 -1.7 -1.4 -12.0 -12 BTP 0.1 -0.2 0.3 1.0 1 BUND -0.1 -0.2 -0.1 -1.0 -1 BUXL -0.1 -0.2 -0.1 -1.0 -1 CAC 1.3 1.0 1.5 8.0 8 CAD -2.3 -2.7 -1.9 0.0 0 CANOLA -24.2 -25.5 -23.0 -6.0 -6 CHF -2.8 -3.0 -2.6 -6.0 -6 COCOA 2.9 2.8 3.1 7.0 7 COFFEE -0.0 -0.1 0.0 0.0 0 COPPER -4.6 -5.2 -4.1 -1.0 -1 CORN -12.2 -12.9 -11.6 -10.0 -10 COTTON2 0.3 0.1 0.5 -1.0 -1 CRUDE_W 3.2 2.6 3.7 2.0 2 DAX 13.1 11.8 14.4 0.0 0 DOW 1.9 0.9 2.8 3.0 3 DX 2.0 1.6 2.3 NaN 0 EUR -1.5 -1.7 -1.3 -3.0 -3 EURIBOR-ICE 2.6 1.5 3.7 1.0 1 EUROSTX 7.5 7.1 7.9 11.0 11 FEEDCOW 1.0 0.8 1.2 5.0 5 GASOIL 2.4 2.2 2.5 2.0 2 GASOLINE 0.5 0.4 0.6 0.0 0 GAS_US_mini -31.0 -33.4 -28.6 -14.0 -14 GBP 0.5 0.2 0.8 5.0 5 GOLD_micro -11.8 -13.0 -10.6 -12.0 -12 HEATOIL 1.4 1.3 1.6 0.0 0 JGB-SGX-mini 11.0 8.2 13.8 11.0 11 JPY -2.6 -2.8 -2.3 -2.0 -2 LEANHOG 1.2 0.5 1.9 1.0 1 LIVECOW 1.7 1.4 2.0 0.0 0 LUMBER-new -6.3 -6.9 -5.7 NaN 0 MILK -2.1 -2.4 -1.9 NaN 0 MXP 61.7 57.7 65.6 58.0 58 NASDAQ_micro 2.1 1.7 2.4 17.0 17 NIKKEI 40.4 37.8 42.9 35.0 35 NZD -0.6 -1.0 -0.3 -1.0 -1 OAT 0.3 -0.0 0.5 0.0 0 OATIES -2.8 -3.2 -2.5 NaN 0 OJ 0.5 0.4 0.6 NaN 0 PALLAD -0.3 -0.4 -0.3 -1.0 -1 PLAT -0.2 -0.4 0.1 -3.0 -3 REDWHEAT -2.8 -2.9 -2.7 -3.0 -3 RICE 1.8 1.5 2.1 NaN 0 ROBUSTA 1.7 1.5 1.8 2.0 2 RUSSELL -7.2 -8.3 -6.1 -3.0 -3 SHATZ -5.6 -6.0 -5.1 NaN 0 SILVER-mini -1.3 -1.5 -1.1 NaN 0 SMI 1.0 0.8 1.2 8.0 8 SOFR -6.5 -7.9 -5.0 NaN 0 SOYBEAN -1.8 -1.9 -1.7 -2.0 -2 SOYMEAL -2.0 -2.1 -1.9 0.0 0 SOYOIL -1.3 -1.4 -1.2 -4.0 -4 SP400 -0.3 -0.4 -0.3 0.0 0 SP500_micro 4.0 3.3 4.6 1.0 1 SUGAR11 0.4 0.1 0.7 0.0 0 US10 -0.9 -1.0 -0.8 -1.0 -1 US10U -0.2 -0.3 -0.1 0.0 0 US2 -2.4 -2.6 -2.2 NaN 0 US20 -0.0 -0.1 0.0 3.0 3 US30 -0.1 -0.2 -0.1 -1.0 -1 US5 -1.6 -1.8 -1.4 -8.0 -8 VIX -47.7 -50.2 -45.2 -16.0 -16 WHEAT -3.3 -3.5 -3.1 -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 -0.5 -0.4 0.3 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.1 -0.1 -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 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.2 -0.3 -0.3 -0.1 -0.7 -0.3 -0.2 0.1 BITCOIN 0.1 -0.2 0.4 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.5 0.2 0.7 0.1 0.2 -0.1 -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 -0.1 0.5 0.6 0.6 0.6 -0.2 0.2 0.3 0.3 BOBL -0.5 -0.5 0.6 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 -0.0 -0.1 0.0 -0.4 -0.3 -0.4 -0.4 -0.0 0.0 -0.1 -0.0 -0.1 0.8 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -1.1 -0.0 0.0 -0.2 -0.1 -0.7 -0.7 0.1 -0.7 BTP -0.5 -0.1 0.6 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.2 -0.1 0.3 -0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 0.2 -0.0 -1.7 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.6 0.2 0.4 -0.0 0.2 -0.6 -0.7 0.5 0.1 BUND -0.5 -0.4 0.6 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 -0.0 -0.1 0.0 0.1 0.1 0.1 0.1 0.0 0.0 -0.1 -0.0 -0.1 0.6 0.0 -0.0 0.0 -0.0 0.0 -0.0 0.4 0.1 0.1 -0.2 -0.0 -0.7 -0.7 0.1 -0.3 BUXL -0.5 -0.3 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 -0.1 -0.1 -0.1 0.1 0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.1 0.2 0.2 -0.3 -0.0 -0.7 -0.7 0.1 0.2 CAC 0.3 -0.1 0.4 0.1 -0.0 0.2 0.0 0.1 0.1 -0.1 0.5 0.2 0.7 0.2 0.2 -0.2 -0.1 -0.2 -0.1 0.2 0.1 0.1 0.3 0.1 -1.2 0.1 -0.0 0.2 0.0 0.2 0.1 -0.0 -0.4 -0.0 -0.4 -0.2 -0.0 0.4 0.1 0.6 CAD -0.3 -0.1 0.4 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.2 0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.0 -0.1 -0.1 -0.1 0.1 0.0 -0.1 0.0 -0.1 -0.0 -0.0 0.0 0.0 0.3 0.1 -0.3 -0.7 -0.5 -0.0 -0.5 CANOLA -0.1 -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 -0.3 -0.6 -0.6 -0.6 -0.7 -0.6 -0.4 -0.2 CHF -0.6 -0.4 0.3 -0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 0.1 -0.2 0.3 -0.2 0.0 -0.3 -0.3 -0.3 -0.3 -0.0 0.0 -0.2 0.1 -0.2 -0.7 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -1.1 -0.5 -0.6 0.1 0.2 -0.7 -0.6 -0.5 -0.7 COCOA 0.6 0.0 0.1 0.0 -0.0 0.0 0.0 -0.1 0.1 0.2 0.5 0.2 0.7 0.2 0.2 0.4 0.1 0.3 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 1.0 0.5 0.6 0.6 0.6 0.7 0.1 0.7 0.7 COFFEE 0.1 0.0 0.6 0.0 -0.0 0.0 0.0 -0.1 0.0 0.0 0.3 0.1 0.1 0.0 0.1 0.2 0.1 0.2 0.1 0.1 0.1 0.0 0.2 0.1 -2.7 0.0 0.0 0.2 0.0 0.2 0.0 0.9 0.1 -0.3 -0.4 0.6 -0.4 -0.7 -0.3 -0.4 COPPER -0.1 -0.2 0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.2 -0.1 -0.1 -1.5 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.1 -0.4 -0.0 0.2 0.4 -0.5 -0.2 0.4 -0.0 CORN 0.0 -0.5 -0.5 0.1 -0.0 0.0 0.0 -0.1 0.1 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.3 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.5 -0.2 -2.7 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.3 -0.4 -0.6 -0.6 -0.6 -0.1 -0.7 -0.1 0.0 COTTON2 0.6 0.6 0.0 0.1 -0.0 0.0 0.0 -0.1 0.1 0.2 0.0 0.2 -0.1 0.2 0.2 -0.1 -0.0 -0.1 -0.1 0.2 0.1 0.2 -0.1 0.2 -2.7 0.1 0.1 0.1 0.1 0.0 0.1 0.0 0.5 0.6 0.6 0.0 -0.5 -0.5 -0.2 0.0 CRUDE_W 0.3 -0.0 -0.3 0.0 0.1 0.0 0.1 0.1 0.1 0.2 0.1 0.1 0.2 0.1 -0.1 0.2 0.2 0.2 0.2 0.0 0.0 0.1 0.2 0.1 -0.6 0.0 0.1 0.0 0.1 0.2 0.0 -0.1 -0.5 -0.6 -0.6 0.0 0.7 0.6 0.7 0.7 DAX 0.0 -0.1 0.6 0.1 -0.0 0.2 0.0 0.1 0.1 -0.1 0.5 0.1 0.7 0.2 0.2 -0.3 -0.2 -0.3 -0.3 0.2 0.2 0.0 0.4 0.1 2.3 0.1 -0.0 0.2 0.0 0.2 0.0 -0.5 -0.5 -0.4 -0.5 0.1 -0.1 0.3 0.2 0.7 DOW -0.3 0.0 0.6 0.1 -0.0 0.1 0.0 0.1 0.1 -0.1 0.5 0.1 0.7 0.2 0.2 -0.3 -0.2 -0.3 -0.2 0.2 0.2 0.0 0.5 0.2 -2.0 0.1 -0.0 0.2 0.0 0.2 0.0 -0.4 -0.4 0.2 0.4 0.6 -0.3 -0.1 -0.0 -0.3 DX 0.5 0.3 -0.3 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.1 0.1 0.2 -0.1 0.2 -0.0 0.1 0.1 0.1 0.1 0.1 0.0 0.1 0.1 0.1 -2.7 0.0 0.0 -0.0 0.1 0.0 0.1 0.8 0.5 0.6 0.3 -0.6 0.7 0.1 0.7 0.3 EUR -0.5 -0.3 0.2 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.1 -0.1 -0.2 0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.0 -0.2 2.2 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.4 0.0 -0.3 -0.1 -0.1 -0.7 -0.4 -0.7 -0.3 EURIBOR-ICE -0.6 -0.5 0.6 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 0.1 -0.1 0.0 0.1 -0.1 0.0 -0.0 0.0 0.1 -0.1 0.1 -0.1 1.9 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.2 -0.0 0.0 -0.1 0.2 -0.7 -0.7 0.3 0.7 EUROSTX 0.5 0.0 0.5 0.1 -0.0 0.2 0.0 0.1 0.1 -0.0 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 0.3 0.1 0.0 0.2 0.1 0.2 0.1 0.8 0.1 0.6 0.0 0.2 -0.2 0.4 -0.1 0.7 FEEDCOW 0.6 0.6 -0.4 0.0 -0.0 0.0 0.0 -0.1 0.1 0.1 -0.1 0.2 -0.1 0.2 0.1 -0.4 -0.4 -0.4 -0.4 0.2 0.0 0.2 -0.0 0.2 -0.8 0.1 0.0 0.0 0.1 0.1 0.1 -1.1 0.5 0.6 0.6 -0.6 0.7 0.3 0.7 0.7 GASOIL 0.6 0.4 -0.3 0.0 0.0 0.0 0.1 0.0 0.1 0.1 0.2 0.2 0.3 0.2 0.1 0.4 0.4 0.4 0.4 0.1 0.1 0.2 0.3 0.2 1.1 0.0 0.1 0.1 0.1 0.1 0.1 1.1 0.2 0.3 0.3 0.2 -0.4 -0.2 -0.7 -0.4 GASOLINE 0.5 0.4 -0.2 0.0 0.1 0.0 0.1 0.1 0.1 0.2 0.0 0.2 0.2 0.2 0.1 -0.2 0.1 -0.4 -0.2 0.1 0.1 0.2 0.2 0.2 -2.7 0.0 0.1 0.1 0.1 0.2 0.1 -0.7 0.1 -0.0 -0.1 0.4 0.7 0.4 0.7 0.4 GAS_US_mini -0.4 0.0 -0.6 0.0 0.0 0.0 0.0 0.0 0.0 -0.1 -0.2 -0.1 -0.4 -0.1 -0.1 0.1 -0.4 0.1 -0.2 -0.1 -0.2 -0.1 -0.5 -0.1 2.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.5 -0.6 -0.4 -0.4 -0.5 0.0 -0.7 -0.1 GBP -0.3 -0.0 0.3 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.1 0.0 -0.1 0.4 -0.1 0.2 -0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.1 0.1 -0.1 0.3 0.0 -0.1 0.1 -0.1 0.1 -0.0 0.2 0.2 0.2 0.3 0.2 -0.7 -0.1 -0.7 0.2 GOLD_micro -0.2 -0.2 0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 0.3 -0.1 0.3 -0.1 0.0 -0.3 -0.3 -0.3 -0.3 -0.0 0.1 -0.2 0.1 -0.1 -0.7 0.0 -0.2 0.1 -0.1 0.1 -0.0 -0.8 0.0 0.1 0.5 0.6 -0.7 -0.7 -0.7 -0.5 HEATOIL 0.6 0.3 -0.3 0.0 0.1 0.0 0.1 0.1 0.1 0.2 0.1 0.2 0.2 0.2 0.0 0.4 0.4 0.4 0.4 0.1 0.1 0.2 0.2 0.2 -2.7 0.1 0.1 0.1 0.1 0.2 0.1 1.1 0.2 0.1 0.2 0.3 0.5 0.1 0.4 -0.0 JGB-SGX-mini -0.6 0.1 0.5 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 0.2 -0.0 0.0 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 0.2 0.0 0.1 -0.1 -0.1 -0.7 0.2 0.4 JPY -0.4 -0.4 0.5 -0.0 -0.0 0.0 -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 -0.1 -0.1 -0.1 -0.2 -0.0 -1.1 -0.1 -0.2 -0.3 -0.3 -0.5 -0.6 -0.3 -0.7 LEANHOG 0.5 0.6 0.1 0.1 -0.0 0.0 0.0 -0.1 0.1 -0.2 -0.1 -0.0 -0.5 0.1 0.1 -0.4 -0.3 -0.4 -0.4 0.1 -0.0 -0.1 -0.5 0.1 2.6 0.1 -0.0 0.1 -0.0 -0.1 0.0 -1.1 -0.5 -0.0 0.6 0.6 -0.4 -0.3 0.1 0.4 LIVECOW 0.6 0.6 -0.5 0.0 -0.0 0.0 0.0 -0.1 0.1 0.1 -0.1 0.2 -0.1 0.2 0.1 -0.4 -0.2 -0.4 -0.3 0.2 -0.0 0.2 -0.1 0.2 -0.4 0.0 0.0 0.0 0.1 0.1 0.1 -0.6 0.5 0.6 0.6 -0.6 0.6 0.0 0.7 0.2 LUMBER-new 0.0 -0.0 0.5 0.1 -0.0 0.0 0.0 -0.1 0.1 -0.2 -0.0 -0.0 -0.6 -0.1 0.2 -0.4 -0.3 -0.4 -0.3 0.1 0.1 -0.1 -0.1 -0.0 NaN 0.1 -0.0 0.2 -0.0 0.1 -0.0 -1.1 -0.4 -0.7 -0.2 0.7 -0.4 -0.8 -0.3 -0.7 MILK 0.6 0.6 -0.1 0.0 -0.0 0.0 0.0 -0.1 0.0 0.0 -0.3 0.1 -0.5 0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.0 -0.2 0.1 -0.5 0.1 1.4 -0.0 0.0 -0.1 0.0 -0.2 0.0 -1.1 0.4 0.3 -0.1 -0.6 -0.7 -0.7 -0.7 -0.7 MXP -0.2 -0.1 0.3 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.1 0.5 0.1 0.7 0.0 0.2 0.3 0.3 0.3 0.3 0.1 0.2 -0.0 0.5 0.0 -2.7 0.1 -0.0 0.2 -0.0 0.5 0.0 1.1 0.5 0.4 0.5 0.3 0.7 0.7 0.7 0.7 NASDAQ_micro 0.1 -0.0 0.6 0.0 -0.0 0.1 0.0 0.1 0.0 0.0 0.4 0.1 0.5 0.1 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 0.1 0.4 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 0.0 0.1 0.1 0.2 0.5 0.2 0.7 0.2 0.2 0.4 0.3 0.3 0.3 0.2 0.2 0.2 0.5 0.2 -2.0 0.1 0.1 0.2 0.1 0.2 0.1 1.1 0.5 0.4 0.6 0.5 -0.6 -0.1 -0.1 -0.0 NZD -0.3 -0.4 0.4 -0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 0.1 -0.1 0.0 -0.1 0.0 0.0 0.0 0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.2 0.3 -0.1 -0.1 0.0 -0.4 -0.3 -0.2 0.1 OAT -0.5 -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 0.1 0.1 0.1 0.1 0.0 0.1 -0.1 0.0 -0.1 0.8 0.0 -0.0 0.1 -0.0 0.0 -0.0 0.6 0.1 0.1 -0.2 0.1 -0.7 -0.7 0.2 0.1 OATIES 0.2 0.1 -0.5 0.0 -0.0 0.0 0.0 -0.0 0.0 0.1 -0.3 0.1 -0.3 0.0 -0.1 0.2 -0.1 0.1 -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 -0.0 0.2 -0.1 -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 0.1 0.1 0.3 0.1 -0.0 0.2 0.3 0.2 0.3 0.1 0.1 0.0 0.4 0.1 -2.7 0.0 -0.0 0.1 0.0 0.2 0.0 1.1 0.2 0.6 -0.4 0.1 0.2 0.4 0.4 0.7 PALLAD -0.1 -0.5 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.3 -0.1 1.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.4 -0.1 -0.1 0.0 -0.2 -0.3 -0.3 -0.2 -0.1 PLAT -0.2 -0.4 0.1 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 1.5 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.3 -0.1 0.0 0.1 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 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 0.0 -0.0 -0.0 -0.0 -0.2 -0.2 -0.2 -0.5 -0.1 -1.8 -0.1 -0.1 -0.3 -0.1 -0.4 -0.1 0.2 -0.5 -0.6 -0.6 -0.6 -0.7 -0.7 -0.6 -0.6 RICE 0.4 0.1 0.4 0.0 -0.0 0.0 0.0 -0.1 0.1 0.0 0.5 0.1 0.6 0.2 0.2 -0.3 -0.1 -0.3 -0.2 0.2 0.2 0.2 0.4 0.2 -2.7 0.1 0.0 0.1 0.1 0.1 0.1 -0.1 0.5 0.6 0.2 0.5 0.1 -0.2 0.3 0.1 ROBUSTA 0.4 0.6 0.6 0.0 -0.0 0.0 0.0 -0.1 0.0 0.1 0.4 0.1 0.6 0.2 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 0.2 0.0 0.2 0.0 1.1 0.2 0.5 0.6 0.6 -0.6 -0.5 -0.2 0.0 RUSSELL -0.2 -0.2 0.6 0.0 -0.0 0.1 0.0 0.1 0.0 -0.0 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 -0.2 -0.2 -0.2 -0.1 -0.7 -0.7 -0.7 -0.7 SHATZ -0.6 -0.5 0.6 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -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 -0.1 -0.1 -0.2 -0.1 -0.7 -0.7 -0.3 -0.7 SILVER-mini -0.0 -0.4 -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 -0.1 -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 -0.0 0.1 0.0 -0.7 -0.6 0.4 -0.2 SMI -0.3 0.2 0.4 0.1 -0.0 0.1 0.0 0.1 0.1 -0.1 0.2 -0.2 0.2 -0.1 0.1 0.2 0.1 0.2 0.2 0.1 0.1 -0.1 0.1 -0.0 1.4 0.0 -0.1 0.1 -0.1 0.1 -0.0 1.1 -0.5 -0.6 -0.3 -0.4 0.1 -0.2 0.4 -0.2 SOFR -0.5 -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 0.1 0.0 0.0 0.0 0.0 0.0 0.0 -0.1 -0.0 -0.1 -0.3 0.0 -0.1 0.1 -0.0 0.0 -0.0 0.1 -0.1 0.1 0.1 0.1 -0.7 -0.7 -0.2 -0.1 SOYBEAN 0.0 -0.6 -0.5 0.0 -0.0 0.0 0.0 -0.1 0.1 -0.2 -0.3 -0.2 -0.0 -0.2 -0.2 0.1 0.3 0.2 0.2 -0.2 -0.2 -0.2 -0.3 -0.2 -2.7 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 1.1 -0.5 -0.6 -0.6 -0.5 -0.3 -0.7 -0.3 -0.7 SOYMEAL -0.0 -0.6 -0.6 0.0 -0.0 0.0 0.0 -0.1 0.0 -0.1 -0.3 -0.1 -0.2 -0.1 -0.2 -0.0 0.3 0.1 0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -2.7 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 1.1 -0.5 -0.6 -0.6 -0.6 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.1 -0.2 -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 -0.1 -0.2 0.0 -0.3 -0.0 -2.7 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.6 0.4 -0.4 -0.5 -0.4 -0.3 -0.1 -0.2 0.2 SP400 -0.2 -0.0 0.6 0.0 -0.0 0.1 0.0 0.1 0.0 -0.0 0.3 0.1 0.3 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.1 -1.5 0.0 -0.0 0.1 0.0 0.1 0.0 0.1 -0.3 -0.2 -0.2 -0.1 -0.7 -0.3 -0.7 -0.7 SP500_micro 0.1 0.1 0.6 0.1 -0.0 0.1 0.0 0.1 0.1 0.0 0.5 0.2 0.6 0.2 0.2 -0.3 -0.2 -0.3 -0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 -0.0 0.2 0.0 0.2 0.1 -0.5 0.1 0.5 0.6 0.6 0.2 -0.1 0.6 -0.2 SUGAR11 0.6 0.2 -0.6 0.0 -0.0 0.0 0.0 -0.1 0.0 -0.1 -0.1 0.1 0.3 0.1 -0.0 0.4 0.4 0.4 0.4 -0.0 -0.1 0.0 0.1 0.1 -2.7 -0.0 -0.0 -0.1 -0.0 0.1 0.0 1.1 -0.0 -0.0 -0.1 -0.6 0.3 -0.1 0.6 0.3 US10 -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 -0.1 0.0 -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 -0.7 -0.0 0.1 0.1 0.0 -0.7 -0.7 -0.6 0.3 US10U -0.4 -0.1 0.6 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 -0.1 -0.1 0.1 -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 -0.0 0.3 0.1 0.0 -0.7 -0.7 0.3 0.6 US2 -0.6 -0.1 0.6 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.2 -0.1 0.0 -0.4 -0.4 -0.4 -0.4 -0.0 0.0 -0.1 -0.1 -0.1 1.2 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -1.1 -0.1 -0.1 0.1 0.0 -0.7 -0.7 -0.5 -0.7 US20 -0.4 -0.1 0.6 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 -0.1 -0.1 0.0 -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 0.0 0.2 0.1 0.1 -0.7 -0.7 0.7 0.7 US30 -0.3 -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 -0.2 -0.1 -0.2 -0.1 -0.0 0.0 -0.1 -0.1 -0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.5 0.1 0.3 0.0 0.0 -0.5 -0.6 0.7 0.7 US5 -0.6 -0.1 0.6 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.2 -0.2 -0.2 -0.0 0.0 -0.1 -0.1 -0.1 0.5 0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.9 -0.1 0.0 0.1 0.0 -0.7 -0.7 -0.7 -0.2 VIX 0.4 0.2 -0.7 -0.1 0.2 -0.4 0.0 -0.7 -0.1 0.2 -0.9 -0.0 -1.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 0.1 -0.9 -0.1 NaN -0.1 0.2 -0.5 0.1 -0.8 -0.0 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.1 -0.1 0.1 0.0 -0.0 0.0 0.0 -0.1 0.1 -0.2 -0.5 -0.2 -0.7 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.5 -0.2 -0.3 -0.1 -0.1 -0.2 -0.1 -0.4 -0.1 -0.6 -0.5 -0.6 -0.6 -0.4 -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 -14.5 -12.1 10.8 -0.4 -9.4 2.9 -7.1 3.4 -4.8 -13.8 -3.0 -14.3 -8.6 -17.7 -2.9 -2.7 -2.8 -2.6 -2.7 -7.3 -1.4 -15.3 -4.2 -14.7 2.7 -2.9 -8.4 -0.3 -7.2 -1.1 -6.4 -1.1 -6.8 -8.8 -10.6 -4.2 -20.0 -10.1 -7.4 2.4 BITCOIN 2.8 -6.7 13.3 -5.9 -7.9 -3.8 -7.4 -1.7 -7.0 18.7 18.2 18.6 19.6 10.9 17.2 -7.2 -6.5 -7.6 -7.4 18.3 20.0 20.0 19.8 20.0 -20.0 6.5 16.5 8.6 13.6 8.0 7.5 -1.4 20.0 20.0 20.0 20.0 -5.7 5.0 9.9 9.5 BOBL -16.4 -15.4 20.0 0.2 -3.7 0.8 -3.1 -0.4 -1.7 -7.2 2.4 -7.4 -0.7 -7.1 1.0 -20.0 -15.8 -20.0 -20.0 -0.9 2.4 -9.6 -0.5 -6.2 6.3 -0.2 -4.1 1.0 -3.4 0.1 -2.1 -20.0 -0.9 0.7 -5.7 -1.7 -20.0 -20.0 2.0 -20.0 BTP -14.0 -3.3 20.0 0.4 -6.6 1.5 -5.5 -0.7 -3.1 -11.6 8.8 -11.2 8.2 -9.9 8.2 4.6 6.6 5.0 5.6 6.7 12.0 -8.3 7.3 -3.2 -13.0 2.4 -3.5 4.3 -3.3 2.9 -1.3 12.0 7.6 10.9 -0.6 7.6 -16.6 -20.0 14.7 1.6 BUND -15.5 -12.2 20.0 0.2 -4.2 0.9 -3.5 -0.5 -1.9 -8.2 3.0 -8.3 -0.8 -8.1 1.9 4.8 4.5 4.0 3.3 0.1 3.4 -8.6 -0.5 -5.5 4.3 0.1 -3.8 1.3 -3.1 0.3 -1.8 7.9 3.7 3.5 -6.5 -0.6 -20.0 -20.0 4.3 -9.3 BUXL -16.5 -10.0 20.0 0.3 -5.1 1.1 -4.3 -0.6 -2.4 -10.1 3.3 -10.5 -4.2 -10.3 2.2 0.1 0.5 0.1 0.3 -0.1 3.2 -8.7 -2.9 -6.4 0.6 0.1 -3.0 1.3 -3.0 -0.3 -2.1 2.4 9.6 5.1 -8.8 -0.0 -20.0 -20.0 3.5 5.2 CAC 9.0 -3.1 11.5 6.8 -0.9 5.8 4.4 3.8 6.1 -9.1 17.9 15.7 20.0 15.6 20.0 -8.4 -5.4 -8.5 -7.5 14.8 13.0 7.6 12.6 13.2 -8.9 6.4 -2.4 5.6 3.4 4.7 5.8 -0.1 -17.8 -0.4 -12.2 -7.2 -1.2 10.8 3.3 17.1 CAD -8.0 -3.9 10.8 -0.5 -11.3 3.5 -8.5 4.1 -5.7 -13.5 -0.5 -8.2 -3.5 -14.4 3.9 -1.8 -2.1 -1.9 -2.1 0.0 1.9 -10.8 -2.5 -6.2 1.0 0.2 -13.9 1.2 -7.4 -1.3 -3.9 0.0 0.4 8.9 2.4 -8.2 -20.0 -15.5 -1.3 -14.6 CANOLA -4.3 -20.0 -20.0 2.2 -0.9 0.3 1.0 -1.3 2.7 -6.6 -11.1 -10.0 -9.5 -11.0 -11.5 -10.3 -2.5 -10.4 -8.3 -20.0 -20.0 -11.3 -18.6 -16.8 -20.0 -4.3 -0.8 -4.6 -2.4 -4.0 -3.5 -2.1 -11.6 -20.0 -20.0 -20.0 -20.0 -17.3 -11.7 -5.2 CHF -20.0 -10.8 10.0 -0.4 -8.5 2.6 -6.4 3.1 -4.3 -15.9 3.7 -17.0 7.8 -15.4 0.5 -14.3 -15.4 -15.4 -15.6 -4.6 3.3 -20.0 4.9 -16.6 -5.5 -0.2 -11.5 2.4 -8.7 2.3 -5.1 -20.0 -20.0 -20.0 4.5 5.5 -20.0 -17.5 -15.2 -20.0 COCOA 20.0 0.8 4.0 4.1 -1.6 0.6 1.9 -2.3 5.0 19.0 20.0 20.0 20.0 20.0 20.0 20.0 4.8 15.1 9.5 20.0 20.0 20.0 20.0 20.0 -20.0 7.3 8.9 6.3 10.6 5.8 9.2 18.6 20.0 20.0 20.0 20.0 20.0 3.2 20.0 20.0 COFFEE 3.6 1.4 19.7 3.6 -1.4 0.5 1.7 -2.0 4.4 1.4 9.8 12.2 3.8 2.0 9.9 10.3 5.5 9.1 7.2 10.3 11.8 4.1 5.8 6.2 -20.0 4.3 0.2 6.5 1.6 4.7 1.9 17.8 3.5 -8.2 -11.5 20.0 -11.0 -20.0 -7.9 -10.7 COPPER -3.8 -5.9 9.6 -4.9 -6.6 -3.2 -6.2 -1.4 -5.8 -14.8 -2.6 -15.4 -5.7 -13.4 0.8 -6.7 -5.0 -6.5 -6.1 -4.0 -0.9 -19.1 -3.3 -12.2 -11.0 -2.7 -8.3 -0.6 -9.8 -1.0 -6.7 1.0 -16.6 -0.3 5.4 13.3 -16.2 -4.6 13.3 -0.4 CORN 1.4 -16.5 -14.3 4.9 -1.9 0.7 2.3 -2.8 6.0 -17.7 -20.0 -20.0 -20.0 -20.0 -20.0 -15.5 -4.5 -12.5 -9.5 -20.0 -20.0 -19.8 -20.0 -20.0 -20.0 -8.7 -5.9 -8.2 -6.5 -7.2 -7.3 -4.8 -18.7 -20.0 -20.0 -20.0 -4.4 -19.7 -1.7 0.9 COTTON2 20.0 20.0 1.0 4.9 -1.9 0.7 2.3 -2.8 6.0 20.0 0.3 20.0 -2.0 20.0 15.8 -5.4 -2.0 -6.8 -5.5 20.0 7.2 20.0 -3.5 20.0 -20.0 7.2 10.3 3.1 11.3 0.8 10.3 0.6 20.0 20.0 20.0 0.3 -15.9 -15.1 -7.4 0.4 CRUDE_W 9.5 -0.2 -9.5 3.7 6.7 1.0 8.1 1.6 7.4 18.1 4.2 8.9 6.6 7.9 -7.5 8.2 9.3 7.9 8.6 1.1 1.3 12.2 7.5 6.8 -4.6 1.2 10.2 1.5 7.5 6.0 4.4 -1.1 -20.0 -19.4 -17.7 0.5 20.0 17.8 20.0 20.0 DAX 0.3 -3.5 20.0 6.6 -0.8 5.6 4.3 3.7 5.9 -11.1 19.9 11.7 20.0 14.2 20.0 -15.9 -10.9 -14.8 -13.0 16.5 18.0 0.7 14.9 8.8 17.0 6.4 -4.9 6.8 0.2 5.1 3.4 -9.4 -19.1 -11.7 -14.1 3.9 -1.6 9.3 7.0 20.0 DOW -9.1 0.5 20.0 6.0 -0.8 5.1 3.9 3.3 5.3 -6.7 20.0 12.5 18.8 16.1 20.0 -13.2 -10.3 -12.5 -11.6 20.0 20.0 3.3 20.0 15.4 -15.0 7.3 -4.9 7.4 0.8 5.5 4.5 -7.9 -15.6 7.6 12.5 20.0 -7.9 -4.0 -0.8 -9.5 DX 15.8 8.4 -10.4 0.3 -2.5 3.4 -4.4 3.7 -3.6 15.7 3.5 17.7 -4.0 17.8 -0.3 5.9 6.0 5.9 6.1 5.7 0.3 13.4 2.1 13.7 -20.0 1.4 4.0 -0.6 6.2 1.2 5.5 14.1 20.0 20.0 9.4 -20.0 20.0 2.7 20.0 8.7 EUR -15.2 -9.1 6.0 -0.5 -10.3 3.2 -7.8 3.7 -5.2 -16.4 -4.7 -17.6 3.9 -18.7 -3.2 -6.0 -6.6 -6.0 -6.2 -8.3 -2.2 -17.3 -1.7 -16.0 16.6 -2.7 -10.0 0.2 -8.8 -0.1 -7.1 -7.3 0.7 -8.9 -3.5 -2.7 -20.0 -12.9 -20.0 -9.8 EURIBOR-ICE -20.0 -16.4 20.0 0.2 -3.6 0.8 -3.0 -0.4 -1.7 -7.0 5.0 -6.9 2.8 -6.0 3.8 2.6 -3.9 1.0 -1.6 2.8 7.9 -9.3 4.3 -4.7 14.5 1.0 -3.6 2.6 -2.8 1.5 -1.3 -3.7 -2.1 0.8 -1.6 7.3 -20.0 -20.0 7.5 20.0 EUROSTX 15.4 0.4 16.2 6.6 -0.8 5.6 4.3 3.7 5.9 -0.4 19.7 18.8 20.0 19.9 20.0 10.5 1.5 7.7 3.9 20.0 20.0 18.7 16.8 20.0 1.9 7.4 0.1 6.1 5.8 4.6 7.5 14.8 2.4 20.0 1.1 5.8 -5.5 11.4 -2.6 20.0 FEEDCOW 20.0 20.0 -13.0 4.5 -1.8 0.6 2.1 -2.6 5.5 13.7 -4.0 20.0 -1.4 20.0 12.0 -20.0 -20.0 -20.0 -20.0 20.0 2.4 20.0 -0.6 20.0 -5.8 5.1 1.9 1.3 5.6 2.1 7.7 -20.0 20.0 20.0 20.0 -20.0 20.0 8.6 20.0 19.8 GASOIL 20.0 11.5 -9.4 3.1 5.5 0.8 6.7 1.3 6.1 16.0 7.6 17.0 8.1 16.5 5.9 20.0 20.0 20.0 20.0 13.5 7.4 20.0 9.9 20.0 7.9 4.6 6.7 2.9 8.1 3.4 7.4 20.0 7.2 8.7 10.0 6.4 -12.6 -4.5 -20.0 -10.5 GASOLINE 15.6 11.0 -7.2 3.6 6.5 0.9 7.9 1.5 7.1 20.0 0.5 19.2 6.8 17.8 12.1 -9.3 7.1 -19.8 -7.8 11.9 4.7 20.0 6.8 20.0 -20.0 4.5 13.6 2.0 11.2 4.3 8.1 -13.5 5.0 -0.3 -2.6 10.8 20.0 13.1 20.0 11.4 GAS_US_mini -13.3 0.6 -19.9 1.5 2.8 0.4 3.4 0.7 3.1 -8.7 -9.1 -9.7 -10.1 -9.4 -9.4 3.2 -17.5 4.8 -8.5 -13.2 -14.9 -14.2 -18.3 -12.8 15.4 -3.2 -5.1 -3.3 -4.5 -2.8 -3.5 -20.0 -20.0 -20.0 -13.2 -11.2 -14.1 1.0 -20.0 -3.2 GBP -10.2 -0.9 10.6 -0.5 -11.0 3.4 -8.3 4.0 -5.5 -9.4 1.7 -8.0 10.5 -7.7 14.0 -0.2 -0.6 -0.2 -0.3 2.5 6.7 -9.3 5.4 -5.9 2.4 2.5 -5.6 4.5 -5.5 2.5 -2.9 2.9 8.5 7.4 8.6 7.4 -20.0 -3.0 -20.0 6.7 GOLD_micro -6.4 -6.9 8.5 -5.3 -7.1 -3.4 -6.7 -1.5 -6.2 -19.0 10.5 -12.5 8.1 -13.1 3.1 -15.2 -14.2 -14.7 -14.6 -0.8 4.7 -17.1 5.5 -8.5 -5.1 0.9 -19.3 3.1 -9.8 3.5 -3.4 -14.4 1.2 2.1 15.9 20.0 -20.0 -20.0 -20.0 -14.6 HEATOIL 20.0 10.6 -9.1 3.6 6.5 0.9 7.8 1.5 7.1 17.4 5.3 19.0 6.3 18.6 4.6 20.0 20.0 20.0 20.0 12.0 5.2 20.0 8.8 20.0 -20.0 5.3 8.1 3.4 9.5 5.1 8.3 20.0 7.0 3.8 7.2 7.8 13.5 2.8 12.1 -1.4 JGB-SGX-mini -20.0 2.5 16.7 0.2 -3.6 0.8 -3.0 -0.4 -1.7 -6.2 4.2 -5.9 4.8 -3.1 4.6 8.9 17.4 10.7 13.2 2.0 3.8 -3.9 2.9 -2.0 -3.8 0.6 -2.4 1.2 -1.9 0.4 -1.1 20.0 9.5 0.3 2.9 -3.6 -3.2 -20.0 6.1 12.4 JPY -11.2 -12.0 16.9 -0.2 -5.5 1.7 -4.2 2.0 -2.8 -10.3 -8.9 -11.1 -10.4 -11.3 -7.9 -15.0 -16.0 -15.5 -16.0 -8.4 -7.9 -12.4 -12.5 -11.3 20.0 -2.6 -6.1 -2.5 -5.0 -4.4 -4.0 -20.0 -2.6 -6.6 -10.1 -10.2 -14.3 -19.3 -9.1 -20.0 LEANHOG 15.3 17.0 1.6 4.8 -1.9 0.7 2.2 -2.7 5.8 -20.0 -2.2 -3.5 -14.1 12.0 10.1 -20.0 -15.7 -20.0 -20.0 9.2 -3.0 -9.0 -16.8 7.3 19.7 6.1 -5.2 3.0 -2.6 -3.0 3.3 -20.0 -20.0 -0.9 20.0 17.4 -11.5 -8.3 3.4 11.7 LIVECOW 20.0 20.0 -15.6 4.5 -1.8 0.7 2.1 -2.6 5.5 12.5 -4.4 20.0 -1.5 20.0 5.3 -20.0 -9.3 -18.4 -14.1 17.7 -2.6 20.0 -2.2 20.0 -2.7 4.1 2.6 0.1 7.6 1.8 8.4 -11.6 20.0 20.0 20.0 -20.0 17.1 0.2 20.0 7.2 LUMBER-new 0.2 -0.9 13.5 5.1 -2.0 0.8 2.4 -2.3 6.3 -18.6 -0.3 -0.9 -15.0 -7.1 12.8 -17.5 -14.8 -15.6 -15.0 5.3 5.8 -5.5 -2.9 -1.6 NaN 4.3 -3.4 4.9 -3.2 1.3 -0.0 -18.3 -14.9 -19.3 -4.8 18.2 -10.2 -20.0 -7.2 -18.5 MILK 20.0 20.0 -4.0 2.8 -1.1 0.4 1.3 -1.6 3.5 4.0 -11.8 8.4 -13.8 6.2 -8.2 -20.0 -20.0 -20.0 -20.0 -3.8 -14.7 8.5 -20.0 7.0 10.7 -0.3 2.2 -4.2 3.6 -6.6 3.4 -20.0 18.5 10.4 -3.0 -20.0 -20.0 -20.0 -20.0 -20.0 MXP -4.7 -1.6 9.9 -0.5 -10.6 3.3 -7.9 3.8 -5.3 -9.4 17.4 5.9 20.0 2.1 16.9 16.1 16.5 15.7 15.6 9.7 16.0 -0.0 20.0 3.6 -20.0 5.1 -4.9 8.5 -0.4 13.3 1.8 20.0 20.0 13.8 14.9 9.6 19.6 20.0 20.0 20.0 NASDAQ_micro 1.9 -0.7 18.6 4.2 -0.5 3.6 2.8 2.4 3.8 1.8 14.6 10.1 14.3 12.9 14.8 -11.5 -9.8 -11.4 -10.8 20.0 20.0 8.4 19.3 16.1 -20.0 5.4 -1.3 5.5 1.8 5.1 3.9 -6.7 3.2 12.3 18.8 14.7 18.5 -3.6 20.0 -5.7 NIKKEI 6.0 20.0 15.7 5.9 -0.8 5.1 3.9 3.3 5.3 18.6 20.0 19.2 20.0 19.8 20.0 18.0 13.0 16.5 14.3 20.0 20.0 20.0 20.0 20.0 -15.3 7.1 6.5 6.2 6.2 5.3 6.6 20.0 20.0 11.8 20.0 15.3 -16.6 -3.8 -3.7 -1.2 NZD -10.7 -11.1 12.9 -0.4 -8.2 2.5 -6.2 3.0 -4.1 -7.1 2.1 -6.7 0.4 -12.3 3.5 0.4 0.3 0.3 0.2 -1.5 2.5 -5.0 -0.2 -5.9 0.3 -0.4 -4.3 1.7 -2.6 0.7 -2.9 4.1 11.4 -2.4 -3.2 0.2 -11.2 -9.8 -5.1 4.1 OAT -16.2 -10.5 20.0 0.3 -4.6 1.0 -3.9 -0.5 -2.2 -9.0 4.1 -9.1 -0.1 -8.8 3.1 4.9 6.6 5.0 5.4 1.3 5.3 -9.0 0.9 -5.5 5.9 0.5 -3.7 1.9 -3.2 0.7 -1.9 11.9 3.7 4.5 -6.1 1.6 -20.0 -20.0 6.7 3.3 OATIES 7.1 1.6 -16.6 2.2 -0.9 0.3 1.0 -1.3 2.7 6.7 -9.5 6.5 -7.5 1.3 -6.0 8.4 -4.3 2.5 -2.9 -4.2 -8.8 3.8 -7.1 1.5 -20.0 -0.3 2.0 -2.8 2.1 -2.7 1.9 -0.6 7.7 -2.5 -0.2 -13.6 -4.4 2.9 3.2 14.1 OJ 20.0 -19.4 -20.0 2.6 -1.0 0.4 1.2 -1.5 3.2 -7.8 5.3 5.9 9.4 5.9 -1.5 7.8 16.7 9.1 13.3 4.7 6.8 4.5 15.8 10.0 -20.0 1.8 -3.0 3.3 1.2 6.8 2.7 20.0 9.1 20.0 -11.9 1.9 6.3 10.6 12.6 20.0 PALLAD -2.5 -14.6 4.6 -2.0 -2.7 -1.3 -2.5 -0.6 -2.4 -6.4 -7.2 -6.4 -8.2 -7.5 -7.1 -1.8 -2.2 -1.8 -2.0 -8.4 -9.0 -9.3 -11.7 -8.6 8.3 -2.2 -4.0 -2.7 -3.7 -3.4 -2.6 7.0 -5.8 -2.7 1.2 -6.9 -9.9 -7.7 -5.7 -3.0 PLAT -5.3 -12.0 3.3 -3.1 -4.2 -2.0 -4.0 -0.9 -3.7 -9.9 -5.3 -9.8 -7.2 -11.1 -5.5 -4.1 -3.2 -3.9 -3.6 -6.4 -4.3 -9.3 -4.1 -8.8 11.0 -2.5 -5.1 -1.2 -4.8 -0.7 -3.9 4.7 -2.7 0.5 2.9 3.4 -11.1 -4.8 18.8 2.8 REDWHEAT 3.6 -2.9 -4.9 4.1 -1.6 0.6 1.9 -2.3 5.0 -18.6 -20.0 -15.8 -20.0 -14.6 -15.7 2.5 -1.1 -0.8 -1.8 -16.1 -20.0 -17.5 -20.0 -13.6 -13.2 -6.2 -12.7 -10.0 -10.2 -11.5 -6.0 4.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -17.7 -18.4 RICE 11.0 3.7 12.3 4.0 -1.6 0.6 1.9 -2.3 4.9 4.8 19.0 13.8 16.5 16.5 18.8 -14.3 -2.7 -14.3 -10.1 20.0 19.1 16.7 14.3 20.0 -20.0 5.7 0.1 4.5 6.2 3.4 7.2 -2.5 20.0 18.6 5.3 14.1 3.2 -6.8 10.1 1.9 ROBUSTA 11.4 20.0 20.0 3.1 -1.2 0.4 1.4 -1.7 3.7 6.1 15.5 11.9 15.5 14.1 15.6 20.0 20.0 20.0 20.0 20.0 20.0 15.2 20.0 20.0 -20.0 5.8 1.5 6.1 2.4 5.1 3.9 20.0 7.3 16.7 20.0 20.0 -17.1 -15.8 -6.8 1.1 RUSSELL -6.8 -4.7 17.2 3.6 -0.5 3.1 2.3 2.0 3.2 -2.2 6.2 2.4 3.4 -2.2 6.9 -6.3 -6.2 -6.3 -6.4 4.8 5.3 2.3 2.3 2.4 -2.1 2.8 -0.5 2.9 1.4 1.7 1.7 0.1 -9.7 -6.5 -5.6 -2.9 -20.0 -20.0 -20.0 -20.0 SHATZ -17.1 -14.9 20.0 0.2 -3.5 0.8 -3.0 -0.4 -1.7 -7.0 -0.1 -7.4 -4.3 -7.0 -1.4 -20.0 -20.0 -20.0 -20.0 -3.0 -0.1 -11.6 -3.2 -8.1 7.9 -0.5 -4.5 0.5 -3.9 -0.6 -2.4 -20.0 -5.6 -2.5 -5.7 -3.8 -20.0 -20.0 -7.7 -20.0 SILVER-mini -1.3 -12.8 -0.7 -4.4 -6.0 -2.8 -5.6 -1.3 -5.2 -11.7 -5.5 -9.5 -2.3 -13.6 -12.4 -6.9 -6.6 -6.9 -6.9 -9.3 -6.5 -9.7 -3.5 -10.0 5.7 -4.3 -8.1 -2.9 -5.3 -1.0 -4.6 -1.0 2.1 -1.3 4.1 0.3 -20.0 -17.5 10.8 -6.6 SMI -8.9 5.1 13.3 5.5 -0.7 4.7 3.6 3.1 4.9 -14.7 8.7 -14.1 4.6 -7.3 13.5 11.0 5.7 10.3 7.8 5.8 6.0 -11.0 1.9 -2.6 10.5 3.7 -6.4 4.2 -5.2 1.5 -0.9 20.0 -20.0 -20.0 -8.8 -12.5 4.1 -6.2 12.5 -7.3 SOFR -16.8 -7.4 18.0 0.2 -4.3 1.0 -3.6 -0.5 -2.0 -8.5 4.5 -8.5 0.3 -7.1 4.7 2.0 0.3 1.7 0.9 0.3 2.5 -10.3 -0.4 -5.4 -2.1 1.4 -6.4 2.0 -4.0 0.4 -1.3 2.5 -2.4 3.4 3.3 2.4 -20.0 -20.0 -7.4 -3.2 SOYBEAN 0.5 -20.0 -15.9 4.1 -1.6 0.6 1.9 -2.3 5.0 -16.8 -12.7 -18.2 -0.4 -20.0 -20.0 6.6 15.3 10.1 12.1 -20.0 -20.0 -17.0 -10.6 -20.0 -20.0 -6.7 -4.0 -4.2 -5.4 -1.4 -6.6 20.0 -19.5 -20.0 -20.0 -16.8 -9.9 -20.0 -9.6 -20.0 SOYMEAL -0.5 -20.0 -17.9 2.8 -1.1 0.4 1.3 -1.6 3.4 -12.5 -11.9 -13.0 -5.4 -13.9 -14.2 -0.7 13.1 4.9 9.0 -20.0 -15.2 -17.7 -6.0 -19.6 -20.0 -4.7 -3.6 -3.0 -3.9 -0.4 -4.4 20.0 -20.0 -20.0 -20.0 -17.9 -20.0 -20.0 -20.0 -20.0 SOYOIL 4.1 -5.3 -14.8 2.7 -1.1 0.4 1.3 -1.6 3.4 8.2 -11.5 4.9 -9.0 -5.3 -10.2 -5.8 4.8 -3.4 0.5 -11.3 -14.8 4.9 -12.4 -3.6 -20.0 -2.7 4.7 -4.0 3.3 -3.7 -0.1 12.1 15.9 -13.9 -14.6 -11.3 -9.3 -4.2 -4.6 6.1 SP400 -6.0 -0.7 18.6 4.3 -0.6 3.7 2.8 2.4 3.9 -2.9 10.8 6.0 8.0 4.2 12.1 -6.0 -5.3 -5.7 -5.5 9.1 9.4 3.4 5.6 5.4 -10.9 4.1 -1.7 4.2 1.5 2.9 2.5 1.7 -10.7 -6.8 -5.1 -1.8 -20.0 -9.0 -20.0 -20.0 SP500_micro 1.6 4.4 20.0 5.4 -0.7 4.6 3.5 3.0 4.9 3.3 18.5 14.0 17.1 16.8 19.4 -12.8 -10.9 -12.6 -11.9 20.0 20.0 12.0 19.0 20.0 -20.0 6.8 -1.9 6.4 2.8 5.1 5.3 -8.6 2.6 16.7 20.0 17.0 5.2 -3.6 18.1 -6.1 SUGAR11 19.9 5.4 -20.0 3.2 -1.3 0.5 1.5 -1.8 3.9 -10.8 -3.6 5.3 7.6 10.3 -2.9 20.0 19.8 20.0 20.0 -0.5 -5.2 1.6 3.8 6.7 -20.0 -2.1 -3.2 -2.9 -0.4 1.5 0.4 20.0 -1.8 -1.5 -4.4 -20.0 9.7 -2.7 16.5 8.1 US10 -15.0 -2.7 18.9 0.2 -3.8 0.8 -3.2 -0.4 -1.8 -7.7 2.1 -7.7 -2.3 -6.1 4.1 -9.5 -8.0 -9.2 -8.7 0.2 1.0 -8.8 -3.4 -4.5 1.7 1.3 -5.4 1.4 -3.4 -0.6 -1.0 -12.9 -1.9 3.9 3.1 1.2 -20.0 -20.0 -17.7 7.8 US10U -13.5 -3.2 18.4 0.3 -5.2 1.2 -4.4 -0.6 -2.4 -10.5 2.0 -10.5 -3.1 -8.9 5.0 -0.4 0.5 1.1 0.9 0.1 0.8 -11.5 -5.2 -6.0 -1.1 1.7 -7.1 1.6 -4.4 -1.1 -1.1 2.7 -0.9 7.8 3.7 1.0 -20.0 -20.0 7.9 18.5 US2 -18.1 -1.9 20.0 0.2 -3.5 0.8 -2.9 -0.4 -1.6 -7.0 1.0 -7.4 -4.5 -5.4 2.0 -20.0 -20.0 -20.0 -20.0 -0.6 0.4 -9.8 -4.4 -5.5 8.7 1.0 -5.4 1.5 -3.7 -0.7 -1.4 -20.0 -4.9 -2.4 3.5 1.0 -20.0 -20.0 -15.2 -20.0 US20 -13.7 -2.7 19.7 0.2 -3.8 0.9 -3.2 -0.4 -1.8 -7.7 2.0 -6.4 -1.6 -5.8 4.0 -0.0 -1.0 -0.3 -0.7 0.8 1.2 -7.4 -3.6 -3.6 -1.4 1.5 -4.4 1.3 -2.5 -0.8 -0.4 -0.4 1.8 7.1 3.3 2.7 -20.0 -20.0 20.0 20.0 US30 -10.1 -5.0 17.4 0.3 -4.6 1.0 -3.8 -0.5 -2.1 -9.1 1.2 -7.2 -3.1 -7.1 3.6 -9.7 -5.6 -8.1 -6.9 -0.2 0.1 -7.7 -5.5 -4.4 -0.8 1.4 -4.9 1.1 -2.9 -1.4 -0.6 -9.0 3.8 9.8 1.0 0.1 -16.0 -17.9 20.0 20.0 US5 -17.0 -3.5 20.0 0.2 -3.7 0.8 -3.1 -0.4 -1.7 -7.5 2.7 -7.6 -2.7 -5.8 3.7 -10.1 -10.3 -10.2 -10.5 -0.1 1.1 -9.5 -2.9 -5.1 3.7 1.2 -5.6 1.6 -3.7 -0.3 -1.3 -16.6 -3.6 1.1 3.2 1.4 -20.0 -20.0 -20.0 -7.2 VIX 8.4 3.4 -13.1 -6.4 12.2 -8.7 2.8 -11.6 -3.0 13.0 -20.0 -1.6 -20.0 -14.6 -20.0 -20.0 -20.0 -20.0 -20.0 -16.9 -20.0 6.0 -20.0 -5.7 NaN -7.3 13.9 -10.6 3.5 -14.2 -2.8 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -3.5 -4.6 4.0 4.3 -1.7 0.6 2.0 -2.5 5.3 -19.8 -20.0 -20.0 -20.0 -19.9 -12.8 -11.4 -10.7 -11.3 -11.2 -14.1 -19.1 -16.9 -20.0 -15.2 -2.1 -5.9 -12.4 -7.2 -11.9 -10.5 -8.3 -11.7 -20.0 -20.0 -20.0 -12.4 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3