******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240219_204018 produced at 2024-02-19 21:37:47.434227 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.59 0.0 0.00 0.00 0.00 0.00 -7.66 11.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.09 -0.30 0.0 0.09 -0.09 -0.09 -0.08 -56.45 17.0 -17 -16 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.24 0.0 0.00 0.00 0.00 0.00 -6.65 24.0 0 0 caleb_strategy_v3 US2 False True 0.07 0.00 -0.17 0.0 0.00 0.00 0.00 0.00 -2.66 13.0 0 0 caleb_strategy_v3 CHF False False 0.05 -0.32 -0.14 0.0 0.60 -0.60 -0.32 -0.32 -3.03 13.0 -7 -7 caleb_strategy_v3 GOLD_micro False False 0.01 -0.17 -0.10 0.0 0.37 -0.37 -0.17 -0.17 -15.55 56.0 -26 -26 caleb_strategy_v3 COPPER False False 0.03 -0.06 -0.10 0.0 0.18 -0.18 -0.06 -0.06 -3.17 6.0 -2 -2 caleb_strategy_v3 BOBL False False 0.04 -0.49 -0.08 0.0 0.77 -0.77 -0.49 -0.53 -1.85 19.0 -12 -13 caleb_strategy_v3 JPY False False 0.03 -0.11 -0.08 0.0 0.46 -0.46 -0.11 -0.11 -3.01 17.0 -4 -4 caleb_strategy_v3 CORN False False 0.01 -0.07 -0.08 0.0 0.09 -0.09 -0.07 -0.07 -11.39 12.0 -10 -10 caleb_strategy_v3 US5 False False 0.03 -0.17 -0.06 0.0 0.86 -0.86 -0.17 -0.17 -1.81 25.0 -5 -5 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.06 0.0 0.14 -0.14 -0.02 -0.02 -22.08 51.0 -6 -6 caleb_strategy_v3 EUR False False 0.04 -0.04 -0.05 0.0 0.61 -0.61 -0.04 0.00 -1.23 14.0 -1 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.02 -0.05 0.0 0.04 -0.04 -0.02 -0.02 -36.14 26.0 -15 -15 caleb_strategy_v3 CAD False False 0.02 -0.05 -0.04 0.0 0.69 -0.69 -0.05 0.00 -1.79 29.0 -2 0 caleb_strategy_v3 AUD False False 0.02 0.00 -0.04 0.0 0.40 -0.40 0.00 0.00 -1.99 19.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 -0.03 0.0 0.06 -0.06 0.00 0.00 -2.57 5.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.04 -0.03 0.0 0.13 -0.13 -0.04 -0.04 -1.82 7.0 -2 -2 caleb_strategy_v3 US10 False True 0.04 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.99 17.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.03 -0.03 0.0 0.07 -0.07 -0.03 -0.03 -2.81 8.0 -3 -3 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.08 -0.08 -0.04 -0.04 -3.13 9.0 -4 -4 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -2.84 2.0 0 0 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 RUSSELL False False 0.00 -0.02 -0.02 0.0 0.22 -0.22 -0.02 -0.00 -5.22 68.0 -5 -1 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.02 0.0 0.18 -0.18 0.00 0.00 -0.21 2.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.02 0.0 0.02 -0.02 0.00 0.00 -3.24 3.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 -0.01 0.0 0.00 -0.00 0.00 0.00 -0.62 0.0 0 0 caleb_strategy_v3 US30 False True 0.04 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.15 6.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.00 -0.01 0.0 0.18 -0.18 0.00 0.00 -0.12 4.0 0 0 caleb_strategy_v3 US10U False True 0.04 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.25 13.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.00 -0.01 0.0 0.46 -0.46 0.00 -0.05 -0.19 10.0 0 -1 caleb_strategy_v3 SOYOIL False False 0.01 -0.04 -0.01 0.0 0.09 -0.09 -0.04 -0.05 -1.46 10.0 -4 -6 caleb_strategy_v3 COFFEE False False 0.02 0.00 -0.00 0.0 0.14 -0.14 0.00 0.00 -0.05 6.0 0 0 caleb_strategy_v3 PALLAD False False 0.03 -0.03 -0.00 0.0 0.06 -0.06 -0.03 -0.03 -0.15 2.0 -1 -1 caleb_strategy_v3 PLAT False False 0.01 -0.01 0.00 0.0 0.15 -0.15 -0.01 0.00 0.22 10.0 -1 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.17 18.0 0 0 caleb_strategy_v3 US20 False False 0.04 0.00 -0.00 0.0 0.34 -0.34 0.00 0.00 -0.06 9.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.04 0.01 0.0 0.41 -0.41 0.04 0.04 1.82 66.0 6 7 caleb_strategy_v3 NZD False False 0.02 -0.02 0.01 0.0 0.42 -0.42 -0.02 0.00 0.30 21.0 -1 0 caleb_strategy_v3 OAT False False 0.04 0.00 0.01 0.0 0.44 -0.44 0.00 0.00 0.28 10.0 0 0 caleb_strategy_v3 GBP False False 0.03 0.13 0.01 0.0 0.56 -0.56 0.13 0.13 0.39 22.0 5 5 caleb_strategy_v3 OJ False False 0.02 0.00 0.01 0.0 0.05 -0.05 0.00 0.00 0.66 3.0 0 0 caleb_strategy_v3 BTP False False 0.04 0.04 0.01 0.0 0.41 -0.41 0.04 0.04 0.35 10.0 1 1 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.54 11.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.21 0.02 0.0 0.26 -0.26 0.21 0.18 1.61 23.0 18 16 caleb_strategy_v3 GASOLINE False False 0.03 0.10 0.02 0.0 0.14 -0.14 0.10 0.10 0.52 4.0 3 3 caleb_strategy_v3 RICE False False 0.01 0.00 0.02 0.0 0.05 -0.05 0.00 0.00 1.53 4.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.02 0.02 0.0 0.24 -0.24 0.02 0.02 1.54 23.0 2 2 caleb_strategy_v3 SP500_micro False False 0.01 0.00 0.03 0.0 0.39 -0.39 0.00 0.01 4.32 48.0 0 1 caleb_strategy_v3 LIVECOW False False 0.02 0.00 0.04 0.0 0.40 -0.40 0.00 0.00 1.86 17.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 0.00 0.04 0.0 0.11 -0.11 0.00 0.00 1.17 3.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.04 0.22 0.04 0.0 0.34 -0.34 0.22 0.22 0.94 8.0 5 5 caleb_strategy_v3 COCOA False False 0.02 0.10 0.04 0.0 0.45 -0.45 0.10 0.14 2.13 26.0 6 8 caleb_strategy_v3 LEANHOG False False 0.01 0.00 0.06 0.0 0.16 -0.16 0.00 0.00 4.57 13.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.08 0.06 0.0 0.10 -0.10 0.08 0.03 2.48 4.0 3 1 caleb_strategy_v3 DX False False 0.03 0.00 0.07 0.0 999.00 -999.00 0.00 0.00 2.03 999999999.0 0 0 caleb_strategy_v3 SMI False False 0.04 0.00 0.08 0.0 0.37 -0.37 0.00 0.29 1.94 9.0 0 7 caleb_strategy_v3 CAC False False 0.03 0.30 0.08 0.0 0.33 -0.33 0.30 0.30 2.93 12.0 11 11 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.09 0.0 0.00 0.00 0.00 0.00 50.32 59.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.02 0.02 0.11 0.0 0.12 -0.12 0.02 0.02 4.46 5.0 1 1 caleb_strategy_v3 DAX False False 0.01 0.00 0.12 0.0 0.35 -0.35 0.00 0.00 19.30 58.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 0.05 0.15 0.0 0.33 -0.33 0.05 0.13 9.22 20.0 3 8 caleb_strategy_v3 EURIBOR-ICE False False 0.08 0.17 0.19 0.0 0.85 -0.85 0.17 0.00 2.23 10.0 2 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.35 0.34 0.0 0.35 0.00 0.35 0.35 10.83 16.0 11 11 caleb_strategy_v3 NIKKEI False False 0.01 0.28 0.36 0.0 0.30 -0.30 0.28 0.30 43.96 36.0 34 36 caleb_strategy_v3 MXP False False 0.01 0.56 0.71 0.0 0.56 -0.56 0.56 0.56 75.93 60.0 60 60 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 24.2 Shocked risk 76.6 Sum abs risk 62.9 Leverage 5.27 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3100989.58, 'annual_cash_vol_target': 775247.395, 'daily_cash_vol_target': 48452.9621875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0040 0.6544 0.6075 9.7194 BITCOIN 1130.3037 52635.0000 2.1474 34.3590 BOBL 0.2801 116.5100 0.2404 3.8461 BTP 0.5805 117.3300 0.4948 7.9166 BUND 0.5522 132.7900 0.4159 6.6537 BUXL 1.2619 132.4600 0.9527 15.2427 CAC 52.5886 7791.5000 0.6749 10.7992 CAD 0.0030 0.7416 0.4070 6.5114 CANOLA 7.2297 587.7000 1.2302 19.6828 CHF 0.0056 1.1362 0.4890 7.8248 COCOA 85.6593 5341.0000 1.6038 25.6609 COFFEE 3.3564 186.7000 1.7977 28.7638 COPPER 0.0400 3.8220 1.0470 16.7518 CORN 4.1413 458.0000 0.9042 14.4673 COTTON2 1.0608 94.4200 1.1235 17.9765 CRUDE_W 0.9725 74.0100 1.3140 21.0243 DAX 106.7392 17138.0000 0.6228 9.9651 DOW 226.1755 38658.0000 0.5851 9.3611 DX 0.3856 103.8750 0.3712 5.9399 EUR 0.0045 1.0790 0.4127 6.6025 EURIBOR-ICE 0.0515 97.6100 0.0527 0.8440 EUROSTX 33.3011 4776.0000 0.6973 11.1561 FEEDCOW 1.7210 266.9750 0.6446 10.3139 GASOIL 12.2390 808.0000 1.5147 24.2356 GASOLINE 0.0398 2.5595 1.5561 24.8976 GAS_US_mini 0.0830 1.8000 4.6101 73.7609 GBP 0.0057 1.2599 0.4522 7.2355 GOLD_micro 12.9512 2025.2000 0.6395 10.2320 HEATOIL 0.0391 2.6160 1.4954 23.9259 JGB-SGX-mini 0.2726 146.1700 0.1865 2.9837 JPY 0.0000 0.0067 0.6107 9.7715 LEANHOG 1.0970 97.6500 1.1234 17.9737 LIVECOW 1.2625 182.7250 0.6910 11.0552 LUMBER-new 6.5038 586.0000 1.1099 17.7579 MILK 0.2253 17.4700 1.2897 20.6354 MXP 0.0003 0.0584 0.5939 9.5019 NASDAQ_micro 143.5108 17721.2500 0.8098 12.9572 NIKKEI 304.8865 38535.0000 0.7912 12.6591 NZD 0.0039 0.6148 0.6397 10.2356 OAT 0.5378 127.7600 0.4209 6.7352 OATIES 6.1439 362.0000 1.6972 27.1553 OJ 7.2614 368.6500 1.9697 31.5156 PALLAD 28.7727 960.0000 2.9972 47.9546 PLAT 14.6227 914.2000 1.5995 25.5921 REDWHEAT 9.1643 555.2500 1.6505 26.4077 RICE 0.1877 18.5700 1.0110 16.1755 ROBUSTA 41.4614 3169.0000 1.3083 20.9335 RUSSELL 28.4328 2037.8000 1.3953 22.3243 SHATZ 0.0957 105.3250 0.0908 1.4535 SILVER-mini 0.3548 23.6875 1.4977 23.9634 SMI 74.2555 11335.0000 0.6551 10.4816 SOFR 0.0782 96.3150 0.0811 1.2983 SOYBEAN 9.8374 1150.5000 0.8551 13.6808 SOYMEAL 4.5290 341.9000 1.3246 21.1943 SOYOIL 0.6542 46.4300 1.4090 22.5434 SP400 27.6474 2831.3000 0.9765 15.6239 SP500_micro 32.3804 5014.5000 0.6457 10.3318 SUGAR11 0.3338 22.3500 1.4936 23.8977 US10 0.4611 109.8125 0.4199 6.7177 US10U 0.6171 113.6875 0.5428 8.6852 US2 0.1312 101.9688 0.1287 2.0591 US20 0.8815 118.4062 0.7445 11.9122 US30 1.2514 124.5312 1.0049 16.0787 US5 0.3141 106.5547 0.2948 4.7164 VIX 0.4238 16.4500 2.5761 41.2169 WHEAT 8.2193 585.0000 1.4050 22.4801 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 654.40 0.61 397.52 1.00 397.52 48452.96 121.89 -6.28 -76.55 BITCOIN 52.64 2.15 113.03 1.00 113.03 48452.96 428.67 10.84 464.65 BOBL 1165.10 0.24 280.07 1.08 301.44 48452.96 160.74 -11.36 -182.64 BTP 1173.30 0.49 580.54 1.08 624.83 48452.96 77.55 1.32 10.25 BUND 1327.90 0.42 552.21 1.08 594.35 48452.96 81.52 -2.34 -19.06 BUXL 1324.60 0.95 1261.91 1.08 1358.19 48452.96 35.67 -3.40 -12.14 CAC 779.15 0.67 525.89 1.08 566.01 48452.96 85.60 10.02 85.77 CAD 741.55 0.41 301.78 1.00 301.78 48452.96 160.55 -4.29 -68.93 CANOLA 117.54 1.23 144.59 0.74 106.76 48452.96 453.84 -20.00 -907.67 CHF 1420.25 0.49 694.57 1.00 694.57 48452.96 69.76 -16.72 -116.62 COCOA 534.10 1.60 856.59 1.00 856.59 48452.96 56.56 17.62 99.65 COFFEE 700.12 1.80 1258.64 1.00 1258.64 48452.96 38.50 -1.09 -4.20 COPPER 955.50 1.05 1000.40 1.00 1000.40 48452.96 48.43 -6.04 -29.25 CORN 229.00 0.90 207.06 1.00 207.06 48452.96 234.00 -20.00 -468.00 COTTON2 472.10 1.12 530.42 1.00 530.42 48452.96 91.35 2.78 25.39 CRUDE_W 740.10 1.31 972.51 1.00 972.51 48452.96 49.82 8.26 41.15 DAX 171.38 0.62 106.74 1.08 114.88 48452.96 421.76 13.42 565.95 DOW 193.29 0.59 113.09 1.00 113.09 48452.96 428.45 1.83 78.21 DX 1038.75 0.37 385.63 1.00 385.63 48452.96 125.65 6.24 78.35 EUR 1348.81 0.41 556.59 1.00 556.59 48452.96 87.05 -5.46 -47.51 EURIBOR-ICE 2440.25 0.05 128.72 1.08 138.54 48452.96 349.73 1.87 65.52 EUROSTX 477.60 0.70 333.01 1.08 358.42 48452.96 135.18 20.00 270.37 FEEDCOW 1334.88 0.64 860.49 1.00 860.49 48452.96 56.31 5.05 28.43 GASOIL 808.00 1.51 1223.90 1.00 1223.90 48452.96 39.59 14.45 57.22 GASOLINE 1074.99 1.56 1672.79 1.00 1672.79 48452.96 28.97 4.14 11.99 GAS_US_mini 45.00 4.61 207.45 1.00 207.45 48452.96 233.56 -14.29 -333.70 GBP 787.44 0.45 356.09 1.00 356.09 48452.96 136.07 1.12 15.18 GOLD_micro 202.52 0.64 129.51 1.00 129.51 48452.96 374.12 -12.19 -456.02 HEATOIL 1098.72 1.50 1642.99 1.00 1642.99 48452.96 29.49 9.12 26.91 JGB-SGX-mini 146170.00 0.19 27258.37 0.01 181.43 48452.96 267.06 3.74 100.01 JPY 836.19 0.61 510.67 1.00 510.67 48452.96 94.88 -12.21 -115.88 LEANHOG 390.60 1.12 438.78 1.00 438.78 48452.96 110.43 6.81 75.16 LIVECOW 730.90 0.69 505.02 1.00 505.02 48452.96 95.94 5.86 56.26 LUMBER-new 161.15 1.11 178.86 1.00 178.86 48452.96 270.91 -5.59 -151.34 MILK 349.40 1.29 450.62 1.00 450.62 48452.96 107.52 -11.18 -120.18 MXP 291.95 0.59 173.38 1.00 173.38 48452.96 279.46 18.51 517.34 NASDAQ_micro 354.42 0.81 287.02 1.00 287.02 48452.96 168.81 4.11 69.39 NIKKEI 38535.00 0.79 30488.65 0.01 202.93 48452.96 238.76 17.00 405.93 NZD 614.80 0.64 393.30 1.00 393.30 48452.96 123.19 0.93 11.40 OAT 1277.60 0.42 537.80 1.08 578.84 48452.96 83.71 0.99 8.28 OATIES 181.00 1.70 307.19 1.00 307.19 48452.96 157.73 -7.41 -116.92 OJ 552.98 1.97 1089.21 1.00 1089.21 48452.96 44.48 6.90 30.67 PALLAD 960.00 3.00 2877.27 1.00 2877.27 48452.96 16.84 -2.55 -4.29 PLAT 457.10 1.60 731.13 1.00 731.13 48452.96 66.27 0.97 6.42 REDWHEAT 277.62 1.65 458.22 1.00 458.22 48452.96 105.74 -20.00 -211.49 RICE 371.40 1.01 375.47 1.00 375.47 48452.96 129.04 4.88 62.99 ROBUSTA 316.90 1.31 414.61 1.00 414.61 48452.96 116.86 11.31 132.21 RUSSELL 101.89 1.40 142.16 1.00 142.16 48452.96 340.82 -4.62 -157.42 SHATZ 1053.25 0.09 95.68 1.08 102.98 48452.96 470.50 -13.93 -655.33 SILVER-mini 592.19 1.50 886.93 1.00 886.93 48452.96 54.63 -3.32 -18.13 SMI 1133.50 0.66 742.55 1.14 843.06 48452.96 57.47 9.92 56.99 SOFR 2407.88 0.08 195.38 1.00 195.38 48452.96 247.99 -5.08 -125.96 SOYBEAN 575.25 0.86 491.87 1.00 491.87 48452.96 98.51 -19.87 -195.73 SOYMEAL 341.90 1.32 452.90 1.00 452.90 48452.96 106.98 -20.00 -213.97 SOYOIL 278.58 1.41 392.51 1.00 392.51 48452.96 123.44 -12.72 -157.01 SP400 2831.30 0.98 2764.74 1.00 2764.74 48452.96 17.53 -3.66 -6.42 SP500_micro 250.72 0.65 161.90 1.00 161.90 48452.96 299.27 6.22 186.00 SUGAR11 250.32 1.49 373.88 1.00 373.88 48452.96 129.60 0.60 7.79 US10 1098.12 0.42 461.06 1.00 461.06 48452.96 105.09 -7.41 -77.90 US10U 1136.88 0.54 617.12 1.00 617.12 48452.96 78.51 -2.54 -19.96 US2 2039.38 0.13 262.46 1.00 262.46 48452.96 184.61 -11.35 -209.56 US20 1184.06 0.74 881.55 1.00 881.55 48452.96 54.96 -0.89 -4.90 US30 1245.31 1.00 1251.44 1.00 1251.44 48452.96 38.72 -3.12 -12.07 US5 1065.55 0.29 314.10 1.00 314.10 48452.96 154.26 -9.24 -142.55 VIX 164.50 2.58 423.76 1.00 423.76 48452.96 114.34 -20.00 -228.68 WHEAT 292.50 1.41 410.96 1.00 410.96 48452.96 117.90 -20.00 -235.80 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -76.552 0.010 2.5 -1.986 BITCOIN 464.647 0.043 2.5 50.316 BOBL -182.638 0.004 2.5 -1.852 BTP 10.246 0.014 2.5 0.349 BUND -19.058 0.004 2.5 -0.193 BUXL -12.143 0.004 2.5 -0.123 CAC 85.774 0.014 2.5 2.926 CAD -68.926 0.010 2.5 -1.788 CANOLA -907.673 0.010 2.5 -22.083 CHF -116.624 0.010 2.5 -3.026 COCOA 99.649 0.009 2.5 2.134 COFFEE -4.203 0.005 2.5 -0.049 COPPER -29.250 0.043 2.5 -3.167 CORN -468.001 0.010 2.5 -11.386 COTTON2 25.391 0.009 2.5 0.544 CRUDE_W 41.152 0.043 2.5 4.456 DAX 565.953 0.014 2.5 19.304 DOW 78.206 0.009 2.5 1.818 DX 78.348 0.010 2.5 2.033 EUR -47.506 0.010 2.5 -1.233 EURIBOR-ICE 65.517 0.014 2.5 2.235 EUROSTX 270.370 0.014 2.5 9.222 FEEDCOW 28.434 0.013 2.5 0.942 GASOIL 57.218 0.017 2.5 2.480 GASOLINE 11.987 0.017 2.5 0.520 GAS_US_mini -333.696 0.043 2.5 -36.135 GBP 15.181 0.010 2.5 0.394 GOLD_micro -456.023 0.014 2.5 -15.554 HEATOIL 26.907 0.017 2.5 1.166 JGB-SGX-mini 100.011 0.043 2.5 10.830 JPY -115.881 0.010 2.5 -3.007 LEANHOG 75.164 0.024 2.5 4.568 LIVECOW 56.256 0.013 2.5 1.864 LUMBER-new -151.340 0.009 2.5 -3.236 MILK -120.180 0.009 2.5 -2.574 MXP 517.344 0.059 2.5 75.933 NASDAQ_micro 69.390 0.009 2.5 1.613 NIKKEI 405.926 0.043 2.5 43.957 NZD 11.398 0.010 2.5 0.296 OAT 8.280 0.014 2.5 0.282 OATIES -116.917 0.010 2.5 -2.844 OJ 30.672 0.009 2.5 0.657 PALLAD -4.288 0.014 2.5 -0.146 PLAT 6.418 0.014 2.5 0.219 REDWHEAT -211.486 0.005 2.5 -2.805 RICE 62.993 0.010 2.5 1.533 ROBUSTA 132.211 0.005 2.5 1.544 RUSSELL -157.416 0.013 2.5 -5.216 SHATZ -655.327 0.004 2.5 -6.645 SILVER-mini -18.128 0.014 2.5 -0.618 SMI 56.990 0.014 2.5 1.944 SOFR -125.962 0.024 2.5 -7.655 SOYBEAN -195.729 0.004 2.5 -1.820 SOYMEAL -213.969 0.004 2.5 -1.990 SOYOIL -157.013 0.004 2.5 -1.462 SP400 -6.421 0.013 2.5 -0.213 SP500_micro 186.001 0.009 2.5 4.323 SUGAR11 7.793 0.009 2.5 0.166 US10 -77.899 0.005 2.5 -0.987 US10U -19.965 0.005 2.5 -0.253 US2 -209.556 0.005 2.5 -2.655 US20 -4.895 0.005 2.5 -0.062 US30 -12.071 0.005 2.5 -0.153 US5 -142.551 0.005 2.5 -1.806 VIX -228.680 0.099 2.5 -56.448 WHEAT -235.801 0.005 2.5 -3.128 ===================== Position diags ===================== AUD 3.16 BITCOIN 46.42 BOBL 1.63 BTP 2.64 BUND 0.83 BUXL 0.36 CAC 2.92 CAD 4.17 CANOLA 11.04 CHF 1.81 COCOA 1.21 COFFEE 0.45 COPPER 5.24 CORN 5.69 COTTON2 1.96 CRUDE_W 5.40 DAX 14.39 DOW 9.96 DX 3.26 EUR 2.26 EURIBOR-ICE 11.93 EUROSTX 4.61 FEEDCOW 1.87 GASOIL 1.72 GASOLINE 1.26 GAS_US_mini 25.29 GBP 3.53 GOLD_micro 12.76 HEATOIL 1.28 JGB-SGX-mini 28.92 JPY 2.46 LEANHOG 6.71 LIVECOW 3.18 LUMBER-new 5.79 MILK 2.30 MXP 41.02 NASDAQ_micro 3.92 NIKKEI 25.86 NZD 3.20 OAT 2.86 OATIES 3.84 OJ 0.95 PALLAD 0.57 PLAT 2.26 REDWHEAT 1.40 RICE 3.14 ROBUSTA 1.36 RUSSELL 11.29 SHATZ 4.77 SILVER-mini 1.86 SMI 1.96 SOFR 15.07 SOYBEAN 0.92 SOYMEAL 1.00 SOYOIL 1.15 SP400 0.58 SP500_micro 6.96 SUGAR11 2.76 US10 1.33 US10U 0.99 US2 2.34 US20 0.70 US30 0.49 US5 1.95 VIX 28.22 WHEAT 1.56 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.0 -2.3 -1.7 0.0 0 BITCOIN 50.3 45.7 55.0 0.0 0 BOBL -1.9 -2.0 -1.7 -12.0 -12 BTP 0.3 0.1 0.6 1.0 1 BUND -0.2 -0.3 -0.1 0.0 0 BUXL -0.1 -0.2 -0.1 0.0 0 CAC 2.9 2.6 3.2 11.0 11 CAD -1.8 -2.2 -1.4 -2.0 -2 CANOLA -22.1 -23.2 -21.0 -6.0 -6 CHF -3.0 -3.2 -2.8 -7.0 -7 COCOA 2.1 2.0 2.3 6.0 6 COFFEE -0.0 -0.1 -0.0 0.0 0 COPPER -3.2 -3.7 -2.6 -2.0 -2 CORN -11.4 -12.0 -10.8 -10.0 -10 COTTON2 0.5 0.3 0.7 0.0 0 CRUDE_W 4.5 3.9 5.0 1.0 1 DAX 19.3 17.9 20.7 0.0 0 DOW 1.8 0.8 2.8 6.0 6 DX 2.0 1.7 2.4 NaN 0 EUR -1.2 -1.5 -1.0 -1.0 -1 EURIBOR-ICE 2.2 1.0 3.4 2.0 2 EUROSTX 9.2 8.8 9.7 3.0 3 FEEDCOW 0.9 0.8 1.1 5.0 5 GASOIL 2.5 2.3 2.7 3.0 3 GASOLINE 0.5 0.4 0.6 3.0 3 GAS_US_mini -36.1 -38.7 -33.6 -15.0 -15 GBP 0.4 0.0 0.7 5.0 5 GOLD_micro -15.6 -16.8 -14.3 -26.0 -26 HEATOIL 1.2 1.0 1.3 0.0 0 JGB-SGX-mini 10.8 7.9 13.7 11.0 11 JPY -3.0 -3.3 -2.8 -4.0 -4 LEANHOG 4.6 3.9 5.2 0.0 0 LIVECOW 1.9 1.5 2.2 0.0 0 LUMBER-new -3.2 -3.8 -2.7 NaN 0 MILK -2.6 -2.8 -2.3 NaN 0 MXP 75.9 71.8 80.0 60.0 60 NASDAQ_micro 1.6 1.2 2.0 18.0 18 NIKKEI 44.0 41.4 46.5 34.0 34 NZD 0.3 -0.0 0.6 -1.0 -1 OAT 0.3 -0.0 0.6 0.0 0 OATIES -2.8 -3.2 -2.5 NaN 0 OJ 0.7 0.6 0.8 NaN 0 PALLAD -0.1 -0.2 -0.1 -1.0 -1 PLAT 0.2 -0.0 0.4 -1.0 -1 REDWHEAT -2.8 -2.9 -2.7 -3.0 -3 RICE 1.5 1.2 1.8 NaN 0 ROBUSTA 1.5 1.4 1.7 2.0 2 RUSSELL -5.2 -6.3 -4.1 -5.0 -5 SHATZ -6.6 -7.1 -6.2 NaN 0 SILVER-mini -0.6 -0.8 -0.4 NaN 0 SMI 1.9 1.7 2.1 0.0 0 SOFR -7.7 -9.2 -6.1 NaN 0 SOYBEAN -1.8 -1.9 -1.7 -2.0 -2 SOYMEAL -2.0 -2.1 -1.9 0.0 0 SOYOIL -1.5 -1.6 -1.3 -4.0 -4 SP400 -0.2 -0.3 -0.2 0.0 0 SP500_micro 4.3 3.6 5.0 0.0 0 SUGAR11 0.2 -0.1 0.4 0.0 0 US10 -1.0 -1.1 -0.9 0.0 0 US10U -0.3 -0.4 -0.2 0.0 0 US2 -2.7 -2.9 -2.4 NaN 0 US20 -0.1 -0.1 0.0 0.0 0 US30 -0.2 -0.2 -0.1 0.0 0 US5 -1.8 -2.0 -1.6 -5.0 -5 VIX -56.4 -59.3 -53.6 -17.0 -17 WHEAT -3.1 -3.3 -3.0 -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 -0.3 -0.5 0.3 -0.0 -0.0 0.1 -0.0 0.1 -0.0 0.1 -0.1 -0.0 -0.3 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.1 0.3 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.1 0.2 -0.1 -0.3 -0.1 -0.7 -0.3 -0.2 0.1 BITCOIN 0.6 0.0 0.5 -0.1 0.1 -0.1 0.0 -0.1 -0.0 0.2 0.5 0.2 0.7 0.2 0.2 -0.2 -0.1 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.2 0.1 0.2 0.1 -0.1 0.5 0.6 0.6 0.6 -0.2 0.1 0.4 0.3 BOBL -0.6 -0.6 0.6 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 -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 -0.1 0.0 -0.2 -0.1 -0.7 -0.7 0.1 -0.7 BTP -0.4 -0.2 0.6 -0.0 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 0.2 -0.1 0.3 -0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 0.2 -0.0 -1.9 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.6 0.3 0.4 -0.0 0.3 -0.5 -0.7 0.5 0.1 BUND -0.4 -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 0.1 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 0.0 0.1 -0.2 -0.0 -0.7 -0.7 0.2 -0.3 BUXL -0.4 -0.4 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 0.1 0.2 -0.3 0.0 -0.7 -0.7 0.1 0.1 CAC 0.4 0.1 0.4 0.1 0.0 0.2 0.1 0.1 0.1 0.2 0.5 0.2 0.7 0.2 0.2 -0.2 -0.1 -0.2 -0.1 0.2 0.2 0.2 0.4 0.2 -1.2 0.1 0.1 0.2 0.1 0.2 0.1 -0.0 0.2 0.4 -0.3 -0.3 -0.1 0.4 0.1 0.6 CAD -0.2 -0.2 0.4 -0.0 -0.0 0.1 -0.0 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 -0.0 -0.1 -0.1 0.1 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.0 0.2 0.2 -0.0 -0.2 -0.6 -0.5 -0.0 -0.5 CANOLA -0.1 -0.5 -0.6 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.0 -0.3 -0.1 -0.3 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.4 -0.2 -2.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.2 -0.1 -0.6 -0.6 -0.6 -0.7 -0.6 -0.4 -0.2 CHF -0.6 -0.6 0.3 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.0 -0.1 0.2 -0.2 -0.0 -0.3 -0.3 -0.3 -0.3 -0.1 0.0 -0.2 0.1 -0.2 -0.6 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -1.1 -0.5 -0.5 -0.1 0.1 -0.7 -0.6 -0.4 -0.7 COCOA 0.6 -0.2 -0.1 0.0 -0.0 0.0 -0.0 -0.1 0.0 0.0 0.5 0.2 0.7 0.2 0.2 0.4 0.1 0.4 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 1.1 0.5 0.6 0.6 0.6 0.6 0.1 0.7 0.7 COFFEE -0.0 0.0 0.6 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.0 0.3 0.0 0.2 0.0 0.1 0.2 0.1 0.2 0.2 0.1 0.1 -0.0 0.2 0.0 -2.7 0.0 -0.0 0.2 -0.0 0.2 0.0 0.9 0.1 0.1 -0.5 0.6 -0.4 -0.7 -0.2 -0.4 COPPER -0.2 -0.2 0.3 -0.1 0.1 -0.1 0.0 -0.1 -0.0 0.1 -0.1 -0.1 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -1.5 -0.0 0.1 -0.0 -0.0 -0.0 -0.0 0.1 -0.1 -0.0 0.1 0.5 -0.6 -0.1 0.4 0.0 CORN -0.0 -0.5 -0.4 0.0 -0.1 0.0 -0.0 -0.1 0.0 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.3 -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 -0.3 -0.5 -0.6 -0.6 -0.6 -0.1 -0.7 -0.1 0.0 COTTON2 0.6 0.6 0.2 0.0 -0.1 0.0 -0.0 -0.1 0.0 0.2 0.1 0.2 0.0 0.2 0.2 -0.1 -0.0 -0.1 -0.1 0.2 0.1 0.2 -0.0 0.2 -2.7 0.1 0.1 0.1 0.1 0.0 0.1 0.0 0.5 0.6 0.6 0.3 -0.5 -0.5 -0.2 0.0 CRUDE_W 0.2 0.1 -0.2 0.0 0.0 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 0.1 0.1 0.2 0.1 -0.1 0.1 -0.4 -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 0.1 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 0.5 0.1 2.3 0.1 0.0 0.2 0.1 0.2 0.1 -0.5 -0.2 -0.2 -0.4 0.1 -0.1 0.3 0.2 0.7 DOW -0.3 0.1 0.6 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.5 0.1 0.7 0.2 0.2 -0.3 -0.2 -0.3 -0.2 0.2 0.2 0.1 0.5 0.2 -1.9 0.1 0.0 0.2 0.0 0.2 0.0 -0.4 -0.5 -0.1 0.3 0.6 -0.2 -0.1 -0.0 -0.3 DX 0.4 0.4 -0.3 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.0 0.1 0.1 -0.1 0.2 0.0 0.1 0.1 0.1 0.1 0.1 0.0 0.1 0.1 0.2 -2.7 0.0 0.0 0.0 0.1 0.0 0.1 0.8 0.3 0.6 0.6 -0.6 0.7 0.1 0.7 0.3 EUR -0.4 -0.4 0.1 -0.0 -0.0 0.1 -0.0 0.1 -0.1 0.1 -0.2 -0.1 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 2.3 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.4 0.1 -0.3 -0.1 -0.1 -0.7 -0.4 -0.7 -0.3 EURIBOR-ICE -0.6 -0.6 0.6 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 0.1 -0.1 0.0 0.0 -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 -0.1 0.1 -0.1 0.2 -0.7 -0.7 0.2 0.7 EUROSTX 0.6 0.3 0.6 0.1 0.0 0.2 0.1 0.1 0.1 0.2 0.5 0.2 0.7 0.2 0.2 0.2 0.0 0.2 0.1 0.2 0.2 0.2 0.5 0.2 0.2 0.1 0.0 0.2 0.1 0.2 0.1 0.8 0.2 0.6 0.2 0.2 -0.2 0.4 -0.1 0.7 FEEDCOW 0.6 0.6 -0.3 0.0 -0.1 0.0 -0.0 -0.1 0.0 0.0 -0.1 0.2 -0.0 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.0 0.1 0.0 0.2 -0.8 0.1 0.0 0.0 0.0 0.1 0.1 -1.1 0.4 0.6 0.6 -0.4 0.7 0.3 0.7 0.7 GASOIL 0.6 0.5 -0.2 0.0 0.0 0.0 0.0 0.1 0.1 0.0 0.2 0.1 0.3 0.2 0.1 0.4 0.4 0.4 0.4 0.2 0.1 0.1 0.3 0.2 1.1 0.1 -0.0 0.1 0.0 0.1 0.1 1.1 0.1 0.5 0.2 0.2 -0.4 -0.2 -0.7 -0.4 GASOLINE 0.4 0.4 -0.1 0.0 0.0 0.0 0.1 0.1 0.1 0.1 0.0 0.1 0.3 0.2 0.1 -0.1 0.1 -0.4 -0.1 0.1 0.1 0.1 0.2 0.2 -2.7 0.1 0.0 0.1 0.1 0.2 0.1 -0.7 0.4 0.0 -0.1 0.4 0.7 0.4 0.7 0.4 GAS_US_mini -0.6 -0.1 -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 0.0 -0.2 -0.2 -0.2 -0.1 -0.5 -0.2 2.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.5 -0.6 -0.5 -0.4 -0.5 0.0 -0.7 -0.1 GBP -0.4 -0.1 0.3 -0.0 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.0 -0.1 0.4 -0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.1 0.2 -0.1 0.3 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.2 0.2 -0.0 0.4 0.2 -0.7 -0.1 -0.7 0.2 GOLD_micro -0.2 -0.3 0.2 -0.1 0.1 -0.1 0.0 -0.1 -0.0 -0.1 0.3 -0.1 0.3 -0.2 -0.0 -0.3 -0.3 -0.3 -0.3 -0.0 0.0 -0.1 0.1 -0.1 -0.6 -0.0 -0.0 0.1 -0.1 0.1 -0.1 -0.8 -0.5 -0.4 0.3 0.6 -0.7 -0.7 -0.7 -0.5 HEATOIL 0.5 0.4 -0.2 0.0 0.0 0.0 0.1 0.1 0.1 0.0 0.1 0.1 0.2 0.2 0.1 0.4 0.4 0.4 0.4 0.1 0.1 0.1 0.2 0.2 -2.7 0.1 -0.0 0.1 0.0 0.2 0.1 1.1 0.0 0.0 0.1 0.2 0.5 0.1 0.4 -0.0 JGB-SGX-mini -0.4 -0.0 0.5 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.0 0.2 -0.0 0.0 0.0 0.3 0.1 0.2 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 0.2 -0.1 -0.1 -0.7 0.2 0.4 JPY -0.3 -0.5 0.4 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 -0.1 -0.4 -0.1 2.7 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -1.1 -0.2 -0.2 -0.4 -0.4 -0.5 -0.6 -0.3 -0.7 LEANHOG 0.3 0.6 0.1 0.0 -0.1 0.0 -0.0 -0.1 0.0 0.2 -0.0 0.1 -0.5 0.2 0.1 -0.4 -0.4 -0.4 -0.4 0.1 -0.0 0.1 -0.4 0.1 2.6 0.1 0.1 0.1 0.0 -0.1 0.1 -1.1 0.3 0.6 0.6 0.6 -0.4 -0.3 0.1 0.4 LIVECOW 0.6 0.6 -0.4 0.0 -0.1 0.0 -0.0 -0.1 0.0 0.2 -0.1 0.2 -0.0 0.2 0.1 -0.4 -0.2 -0.4 -0.3 0.2 0.0 0.2 -0.0 0.2 -0.4 0.0 0.1 0.0 0.1 0.1 0.1 -0.7 0.5 0.6 0.6 -0.6 0.6 0.0 0.7 0.3 LUMBER-new -0.0 -0.1 0.5 0.0 -0.1 0.0 -0.1 -0.1 0.0 0.2 0.0 0.1 -0.6 -0.0 0.2 -0.4 -0.3 -0.4 -0.4 0.1 0.1 0.1 -0.1 0.0 NaN 0.1 0.1 0.2 0.1 0.1 0.0 -1.2 0.6 0.4 -0.4 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 -0.1 -0.3 0.0 -0.5 0.0 -0.1 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 -0.0 -0.5 0.0 1.4 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 -1.1 -0.1 0.5 0.1 -0.6 -0.7 -0.7 -0.7 -0.7 MXP 0.0 -0.1 0.3 -0.0 -0.0 0.1 -0.0 0.1 -0.1 0.2 0.5 0.2 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 0.1 0.2 0.1 0.5 0.0 1.1 0.3 0.6 0.6 0.4 0.7 0.7 0.7 0.7 NASDAQ_micro -0.1 0.1 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 0.2 0.0 0.2 0.0 -0.4 -0.2 0.0 0.5 0.5 0.7 -0.1 0.7 -0.2 NIKKEI 0.4 0.6 0.6 0.1 0.0 0.1 0.1 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 -2.2 0.1 0.1 0.2 0.1 0.2 0.1 1.1 0.5 0.5 0.6 0.6 -0.5 -0.1 -0.1 -0.1 NZD -0.2 -0.4 0.4 -0.0 -0.0 0.1 -0.0 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 -0.0 0.0 -0.0 0.0 0.0 0.0 0.0 -0.0 0.2 0.4 0.3 -0.1 0.1 -0.4 -0.3 -0.2 0.1 OAT -0.4 -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 0.1 -0.1 0.0 -0.1 0.8 0.0 -0.0 0.0 -0.0 0.0 -0.0 0.6 0.1 0.2 -0.2 0.1 -0.7 -0.7 0.2 0.1 OATIES 0.3 0.1 -0.5 0.0 -0.0 0.0 -0.0 -0.1 0.0 0.0 -0.3 0.1 -0.3 0.0 -0.1 0.2 -0.1 0.1 -0.0 -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 0.3 0.0 0.1 -0.5 -0.2 0.1 0.1 0.5 OJ 0.6 -0.4 -0.6 0.0 -0.0 0.0 -0.0 -0.1 0.0 0.0 0.1 0.1 0.3 0.1 -0.0 0.1 0.3 0.2 0.3 0.1 0.1 0.1 0.4 0.1 -2.7 0.0 0.0 0.1 0.0 0.2 0.0 1.1 0.2 0.6 -0.1 0.0 0.2 0.3 0.4 0.7 PALLAD 0.1 -0.3 0.3 -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 0.0 -0.3 -0.0 1.1 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.4 -0.0 -0.0 -0.0 -0.2 -0.4 -0.3 -0.2 -0.1 PLAT -0.0 -0.4 0.1 -0.0 0.0 -0.1 0.0 -0.0 -0.0 0.1 -0.1 -0.0 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.1 1.4 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.2 0.0 -0.0 0.1 0.1 -0.4 -0.2 0.7 0.1 REDWHEAT -0.2 -0.1 -0.1 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 0.1 -0.0 -0.0 -0.0 -0.2 -0.2 -0.2 -0.5 -0.2 -1.7 -0.1 -0.2 -0.2 -0.1 -0.3 -0.1 0.2 -0.5 -0.6 -0.6 -0.6 -0.6 -0.7 -0.5 -0.6 RICE 0.3 0.3 0.4 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 0.5 0.1 0.6 0.2 0.2 -0.3 -0.1 -0.3 -0.2 0.2 0.2 0.1 0.4 0.2 -2.7 0.1 -0.0 0.1 0.0 0.1 0.1 -0.2 0.5 0.6 0.2 0.5 0.1 -0.2 0.3 0.1 ROBUSTA -0.0 0.6 0.6 0.0 -0.0 0.0 -0.0 -0.1 0.0 0.0 0.4 0.1 0.6 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 0.2 0.0 0.2 0.0 1.1 0.4 0.5 0.6 0.6 -0.6 -0.5 -0.3 0.0 RUSSELL -0.1 -0.1 0.6 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.2 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 -0.3 0.0 0.0 0.1 0.0 0.1 0.0 0.0 0.1 -0.2 -0.2 -0.1 -0.7 -0.7 -0.7 -0.7 SHATZ -0.6 -0.6 0.6 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.0 -0.4 -0.4 -0.4 -0.4 -0.1 -0.0 -0.1 -0.1 -0.1 1.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -1.1 -0.2 -0.1 -0.3 -0.2 -0.7 -0.7 -0.3 -0.7 SILVER-mini 0.1 -0.3 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.0 0.7 -0.0 0.1 -0.1 0.0 -0.0 -0.0 -0.1 0.2 0.0 0.2 0.0 -0.7 -0.6 0.4 -0.2 SMI -0.1 0.1 0.5 0.1 0.0 0.1 0.1 0.1 0.1 0.2 0.3 0.0 0.2 0.0 0.2 0.2 0.1 0.2 0.2 0.1 0.1 0.1 0.1 0.1 1.5 0.1 0.1 0.1 0.1 0.1 0.0 1.1 -0.1 -0.6 -0.2 -0.4 0.2 -0.2 0.4 -0.3 SOFR -0.6 -0.4 0.6 -0.0 -0.0 0.0 -0.0 -0.0 -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 -0.3 0.0 -0.0 0.0 -0.0 0.0 -0.0 0.1 -0.1 0.0 0.1 0.1 -0.7 -0.7 -0.2 -0.1 SOYBEAN -0.1 -0.6 -0.6 0.0 -0.1 0.0 -0.0 -0.1 0.0 -0.1 -0.4 -0.2 -0.1 -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 -0.1 -0.1 -0.1 -0.1 -0.1 1.1 -0.3 -0.6 -0.6 -0.6 -0.3 -0.7 -0.3 -0.7 SOYMEAL -0.1 -0.6 -0.6 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 -0.3 -0.1 -0.2 -0.2 -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 -0.1 1.1 -0.3 -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 -0.0 -0.3 -0.0 -0.3 -0.1 -0.1 -0.1 0.1 -0.1 0.0 -0.1 -0.2 -0.0 -0.3 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.6 0.5 -0.3 -0.4 -0.3 -0.3 -0.2 -0.2 0.2 SP400 -0.1 0.1 0.6 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.3 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 -1.4 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.0 -0.2 -0.2 -0.0 -0.7 -0.3 -0.7 -0.7 SP500_micro -0.0 0.3 0.6 0.1 0.0 0.1 0.1 0.1 0.1 0.1 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 0.3 0.6 0.6 0.2 -0.1 0.6 -0.2 SUGAR11 0.3 0.3 -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 0.0 -2.7 -0.0 -0.0 -0.1 -0.0 0.1 -0.0 1.1 0.0 -0.1 0.0 -0.6 0.4 -0.1 0.6 0.3 US10 -0.5 -0.2 0.6 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -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 0.2 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.7 -0.1 0.0 0.1 0.0 -0.7 -0.7 -0.6 0.3 US10U -0.4 -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 -0.0 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 -0.1 0.1 0.1 0.0 -0.7 -0.7 0.3 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 -0.1 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 -0.2 0.1 0.0 -0.7 -0.7 -0.5 -0.7 US20 -0.4 -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 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -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 -0.7 -0.7 0.7 0.7 US30 -0.3 -0.3 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 -0.2 -0.1 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.5 0.0 0.2 0.1 0.0 -0.5 -0.6 0.7 0.7 US5 -0.6 -0.2 0.6 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.2 -0.2 -0.2 -0.0 0.0 -0.1 -0.1 -0.1 0.5 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.9 -0.1 -0.1 0.1 0.0 -0.7 -0.7 -0.7 -0.2 VIX 0.4 0.0 -0.8 -0.1 0.0 -0.4 0.0 -0.7 -0.1 0.0 -0.9 0.0 -1.2 -0.2 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 0.0 -0.9 -0.1 NaN -0.1 0.0 -0.5 0.0 -0.9 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.4 -0.2 0.2 0.0 -0.1 0.0 -0.0 -0.1 0.0 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.5 -0.2 -0.2 -0.1 -0.2 -0.1 -0.2 -0.2 -0.1 -0.7 -0.5 -0.6 -0.6 -0.5 -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 -10.3 -14.1 9.6 -1.2 -0.8 2.3 -3.8 3.2 -4.5 16.0 -3.7 -4.0 -8.7 -14.9 -4.2 -2.8 -2.8 -2.7 -2.8 -7.1 -2.2 -3.2 -4.5 -10.0 2.5 -3.1 2.3 -0.7 -1.8 -1.3 -4.7 -1.2 9.7 -1.8 -10.0 -4.5 -20.0 -10.1 -7.4 1.9 BITCOIN 20.0 0.8 15.3 -5.6 6.7 -4.3 1.5 -2.1 -3.7 20.0 20.0 20.0 20.0 19.6 20.0 -7.6 -6.5 -7.7 -7.5 20.0 20.0 20.0 20.0 20.0 -20.0 7.8 9.8 8.0 13.0 6.9 10.1 -1.6 20.0 20.0 20.0 20.0 -5.9 4.1 10.9 8.4 BOBL -17.0 -19.0 20.0 -0.3 -2.1 0.5 -2.6 -0.5 -2.1 -7.3 1.7 -7.8 -0.9 -7.8 -0.7 -20.0 -16.6 -20.0 -20.0 -2.8 1.4 -9.6 -0.8 -8.1 6.2 -0.8 -3.1 0.6 -3.3 0.0 -2.6 -20.0 -3.7 1.1 -7.3 -2.6 -20.0 -20.0 1.9 -20.0 BTP -11.5 -5.6 20.0 -0.6 -3.7 1.0 -4.7 -0.9 -3.8 -0.0 8.9 -7.2 8.4 -10.4 7.8 4.5 6.6 5.0 5.5 6.1 11.9 -2.9 7.7 -1.9 -13.9 2.3 -1.0 4.7 -1.2 3.3 -0.8 11.9 14.2 13.2 -0.6 8.9 -16.2 -20.0 15.4 1.9 BUND -13.6 -15.4 20.0 -0.4 -2.4 0.6 -3.0 -0.5 -2.4 -8.2 2.6 -8.7 -0.8 -8.9 0.8 4.8 4.5 4.1 3.4 -1.3 2.7 -7.7 -0.7 -6.5 4.2 -0.4 -2.9 1.1 -2.9 0.2 -2.3 7.9 0.4 4.3 -7.2 -0.7 -20.0 -20.0 5.0 -9.6 BUXL -11.4 -12.7 20.0 -0.5 -3.0 0.8 -3.7 -0.7 -3.0 -8.2 3.1 -10.0 -4.4 -11.0 1.8 -0.1 0.5 0.0 0.3 -0.9 2.7 -5.8 -3.2 -5.9 0.5 -0.1 -2.2 1.3 -2.1 -0.3 -2.0 2.3 5.9 6.3 -8.4 1.3 -20.0 -20.0 4.1 4.4 CAC 13.2 3.1 13.4 7.3 2.9 6.1 5.7 4.0 6.9 20.0 19.9 20.0 20.0 20.0 20.0 -8.1 -5.5 -8.4 -7.5 20.0 16.5 20.0 15.1 20.0 -9.3 7.4 8.1 6.1 8.4 4.9 8.0 -0.1 7.4 12.2 -10.1 -8.0 -2.0 11.4 1.9 17.6 CAD -5.5 -6.0 11.1 -1.5 -1.0 2.8 -4.6 3.9 -5.4 6.0 -0.9 -5.4 -3.4 -14.9 3.0 -1.9 -2.1 -2.0 -2.1 -0.8 1.3 -4.1 -2.6 -5.1 0.7 -0.5 -0.8 0.8 -3.3 -1.4 -3.6 0.0 6.4 7.1 -0.3 -5.4 -18.6 -15.2 -0.5 -14.1 CANOLA -4.3 -15.1 -20.0 1.6 -3.0 0.3 -1.7 -1.3 1.0 -4.5 -10.6 -9.2 -9.1 -10.4 -10.9 -11.1 -2.8 -10.7 -8.5 -19.0 -19.6 -13.6 -16.3 -16.1 -20.0 -4.1 -2.4 -4.2 -3.2 -3.7 -3.6 -3.3 -4.8 -20.0 -20.0 -20.0 -20.0 -18.2 -12.6 -5.6 CHF -20.0 -17.6 8.2 -1.0 -0.7 2.0 -3.2 2.7 -3.8 -8.0 1.8 -12.6 5.9 -14.2 -2.4 -14.3 -15.4 -15.3 -15.5 -8.1 0.7 -18.2 3.8 -17.9 -4.8 -1.5 -3.7 1.3 -6.0 1.8 -5.3 -20.0 -20.0 -14.9 -2.1 2.2 -20.0 -17.3 -13.2 -19.9 COCOA 20.0 -6.7 -2.8 2.9 -5.4 0.5 -3.1 -2.3 1.7 4.3 20.0 15.5 20.0 18.5 19.9 20.0 6.0 18.5 11.5 20.0 20.0 20.0 20.0 20.0 -20.0 6.7 0.3 5.9 5.6 5.3 7.3 20.0 20.0 20.0 20.0 20.0 18.8 3.0 20.0 20.0 COFFEE -0.1 0.5 18.4 2.8 -5.1 0.4 -2.9 -2.2 1.6 -4.0 9.9 1.3 4.3 0.5 9.1 11.1 5.7 9.6 7.5 8.6 11.3 -2.0 5.9 2.6 -20.0 3.6 -2.0 6.5 -1.7 5.0 0.1 17.5 5.4 2.7 -14.0 20.0 -10.6 -20.0 -7.1 -10.8 COPPER -6.2 -6.6 8.5 -4.7 6.0 -3.4 0.2 -1.6 -3.7 11.0 -3.0 -7.4 -6.3 -11.0 -0.2 -5.9 -5.0 -6.2 -5.9 -3.6 -1.2 -1.1 -3.2 -6.9 -11.4 -2.6 10.2 -0.8 -0.4 -1.2 -4.1 1.1 -5.6 -0.9 4.6 14.2 -17.5 -4.2 13.0 0.4 CORN -1.5 -14.9 -11.8 3.7 -6.8 0.6 -3.9 -2.9 2.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -16.4 -4.8 -13.1 -10.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -8.6 -13.0 -7.4 -11.3 -6.2 -9.3 -6.3 -20.0 -20.0 -20.0 -20.0 -4.5 -20.0 -2.0 0.6 COTTON2 20.0 20.0 4.8 3.7 -6.8 0.6 -3.9 -2.9 2.2 18.6 4.0 20.0 0.2 20.0 18.2 -4.0 -1.9 -6.1 -5.2 20.0 11.4 20.0 -0.9 20.0 -20.0 7.4 9.2 3.5 11.3 1.2 10.4 0.1 20.0 20.0 20.0 8.8 -16.3 -14.8 -7.3 0.6 CRUDE_W 7.5 1.8 -6.8 4.2 1.5 1.4 5.0 1.8 6.7 20.0 4.2 12.3 6.9 11.3 -5.1 8.5 9.4 8.1 8.6 2.8 2.2 11.9 8.0 8.8 -4.7 2.2 7.7 2.0 7.3 6.4 5.6 -1.1 3.5 -13.1 -17.8 -0.8 20.0 18.3 20.0 20.0 DAX 1.1 2.1 20.0 7.1 2.8 5.9 5.5 3.9 6.7 15.6 20.0 18.8 20.0 18.8 20.0 -16.2 -11.1 -15.1 -13.3 19.3 20.0 11.6 17.4 13.3 17.3 7.2 4.9 7.5 4.7 5.7 5.1 -9.8 -7.3 -6.6 -13.2 2.6 -2.2 10.2 5.6 20.0 DOW -8.3 3.4 20.0 6.1 3.6 5.0 5.4 3.3 5.9 6.1 20.0 13.1 18.5 16.2 20.0 -13.1 -10.4 -12.6 -11.7 20.0 20.0 7.4 20.0 15.7 -14.6 7.1 0.5 7.6 1.7 5.8 4.2 -8.0 -20.0 -2.7 8.7 20.0 -7.1 -4.1 -0.2 -10.2 DX 13.8 13.2 -8.6 -1.2 -0.8 2.3 -3.8 3.2 -4.5 -4.9 4.9 9.5 -2.3 16.1 2.6 5.8 6.0 5.9 6.1 8.5 2.5 9.9 2.8 14.0 -20.0 2.9 1.0 0.5 4.7 1.4 5.8 14.1 13.1 20.0 20.0 -20.0 20.0 2.6 20.0 8.5 EUR -12.4 -10.9 4.2 -1.4 -0.9 2.6 -4.4 3.7 -5.1 13.0 -5.8 -9.8 2.6 -17.7 -5.4 -6.1 -6.6 -6.1 -6.2 -9.4 -3.6 -7.0 -2.4 -13.2 17.1 -3.2 1.2 -0.4 -3.5 -0.3 -5.8 -7.3 5.1 -8.8 -2.1 -3.9 -20.0 -13.5 -20.0 -10.3 EURIBOR-ICE -20.0 -17.3 20.0 -0.3 -2.0 0.5 -2.6 -0.5 -2.1 -7.2 4.7 -7.5 2.9 -7.2 2.7 1.8 -3.8 0.8 -1.5 1.1 7.3 -8.3 4.4 -6.2 14.5 0.5 -2.4 2.4 -2.6 1.6 -1.8 -3.5 -2.4 2.0 -3.5 6.0 -20.0 -20.0 6.6 20.0 EUROSTX 18.3 9.1 19.2 7.2 2.8 6.0 5.6 3.9 6.7 19.5 20.0 20.0 20.0 20.0 20.0 10.6 1.9 8.1 4.3 20.0 20.0 20.0 20.0 20.0 1.8 8.0 5.2 6.6 7.0 4.9 8.0 15.5 10.1 20.0 5.1 5.3 -6.3 12.3 -4.0 20.0 FEEDCOW 20.0 20.0 -10.0 3.5 -6.4 0.5 -3.6 -2.7 2.1 2.3 -3.1 17.6 -1.1 20.0 14.6 -20.0 -20.0 -20.0 -20.0 20.0 4.4 15.6 0.6 20.0 -6.2 5.2 0.9 1.7 2.9 2.4 6.3 -20.0 15.3 20.0 20.0 -13.2 20.0 9.4 20.0 20.0 GASOIL 18.2 15.4 -5.2 3.6 1.3 1.3 3.8 1.5 5.4 5.5 8.5 13.0 9.0 16.2 9.6 20.0 20.0 20.0 20.0 15.5 9.6 12.2 11.3 20.0 8.0 5.0 -0.3 3.5 3.6 3.7 6.2 20.0 3.2 14.5 7.0 7.0 -11.8 -4.9 -20.0 -11.0 GASOLINE 11.7 12.3 -4.1 4.0 1.5 1.3 4.7 1.7 6.3 9.0 1.2 13.3 7.3 16.3 13.2 -6.0 7.0 -17.5 -7.2 12.6 5.8 16.1 7.1 18.4 -20.0 4.9 2.9 2.5 6.6 4.4 7.3 -13.4 15.3 0.3 -2.9 10.9 20.0 13.3 20.0 11.7 GAS_US_mini -17.3 -4.1 -20.0 1.7 0.6 0.6 2.0 0.7 2.6 -7.9 -9.0 -9.2 -9.9 -9.4 -9.4 -3.2 -17.6 2.2 -9.2 -14.7 -15.8 -14.6 -18.8 -14.7 15.3 -3.2 -3.0 -3.1 -4.0 -2.5 -3.6 -20.0 -20.0 -20.0 -15.5 -13.4 -14.2 0.7 -20.0 -3.6 GBP -11.3 -2.3 10.1 -1.5 -1.0 2.9 -4.7 4.0 -5.5 1.2 1.2 -10.1 10.2 -11.3 12.9 -0.4 -0.6 -0.3 -0.4 0.7 6.0 -7.3 5.6 -7.0 2.6 1.3 -1.7 3.9 -4.1 2.5 -3.4 2.9 7.1 -1.1 13.6 7.7 -20.0 -3.7 -20.0 5.6 GOLD_micro -7.7 -8.9 7.4 -5.0 6.4 -3.6 0.2 -1.7 -3.9 -6.7 9.7 -13.2 7.5 -15.2 -0.7 -15.3 -14.3 -14.9 -14.7 -3.8 3.2 -15.3 5.0 -12.2 -4.8 -1.0 -4.9 2.3 -8.9 3.2 -5.8 -14.6 -20.0 -12.0 10.4 17.0 -20.0 -20.0 -20.0 -14.4 HEATOIL 15.8 12.0 -6.5 3.9 1.4 1.3 4.6 1.7 6.2 1.9 5.3 9.6 6.6 15.8 6.9 20.0 20.0 20.0 20.0 11.4 5.9 9.2 8.8 16.5 -20.0 5.3 -2.0 3.8 3.1 5.4 6.3 20.0 0.5 0.3 4.3 7.4 13.8 3.1 12.3 -1.0 JGB-SGX-mini -12.0 -1.3 15.7 -0.3 -2.0 0.5 -2.5 -0.5 -2.0 0.9 4.2 -3.3 4.9 -3.9 4.3 0.8 16.3 6.8 11.2 1.5 3.5 -1.9 2.9 -1.7 -4.1 0.4 -0.5 1.1 -1.0 0.4 -1.0 20.0 8.5 0.6 4.8 -1.8 -3.8 -20.0 5.2 11.7 JPY -10.5 -16.5 13.1 -0.8 -0.5 1.4 -2.4 2.0 -2.8 -7.3 -9.9 -9.9 -11.0 -11.6 -9.5 -15.2 -16.0 -15.5 -16.0 -10.5 -9.6 -10.4 -14.0 -12.6 20.0 -3.1 -2.1 -2.8 -3.8 -4.4 -4.2 -20.0 -9.8 -5.7 -11.0 -11.6 -15.2 -17.9 -10.2 -20.0 LEANHOG 9.3 20.0 4.0 3.8 -6.9 0.6 -3.9 -2.9 2.2 18.2 -1.2 7.5 -14.2 15.1 12.6 -20.0 -19.5 -20.0 -20.0 11.2 -1.2 11.7 -15.6 13.1 19.6 6.8 6.5 3.6 3.7 -2.7 5.1 -20.0 10.8 20.0 20.0 20.0 -11.7 -8.4 3.6 11.7 LIVECOW 20.0 20.0 -12.8 3.5 -6.4 0.5 -3.6 -2.7 2.1 16.7 -3.0 19.7 -1.0 20.0 8.2 -18.9 -9.3 -17.7 -13.9 19.6 0.0 20.0 -1.1 20.0 -3.1 4.6 5.8 0.7 6.7 2.0 7.9 -12.4 20.0 20.0 20.0 -20.0 18.6 0.9 20.0 8.2 LUMBER-new -0.4 -1.8 13.2 4.0 -7.3 0.7 -4.1 -2.4 2.3 20.0 0.0 6.7 -14.8 -2.5 12.9 -18.5 -15.0 -16.2 -15.4 5.9 5.9 5.4 -2.5 2.2 NaN 5.0 11.4 5.3 4.5 1.6 2.5 -19.5 20.0 9.4 -10.0 20.0 -10.1 -20.0 -7.2 -17.6 MILK 20.0 20.0 -4.6 2.1 -3.9 0.3 -2.2 -1.7 1.3 -12.2 -11.4 2.2 -13.4 3.2 -7.9 -20.0 -20.0 -20.0 -20.0 -4.3 -13.6 -2.9 -20.0 1.8 10.5 -0.5 -3.7 -4.2 -0.4 -6.9 1.7 -20.0 -3.2 14.4 1.9 -20.0 -20.0 -20.0 -20.0 -20.0 MXP 0.1 -2.7 9.0 -1.4 -0.9 2.7 -4.5 3.8 -5.2 19.6 18.3 18.9 20.0 6.5 18.1 16.2 16.5 15.8 15.6 11.0 16.9 8.2 20.0 7.2 -20.0 6.0 6.1 9.1 5.1 14.2 4.2 20.0 13.8 20.0 20.0 11.5 20.0 20.0 20.0 20.0 NASDAQ_micro -4.0 4.2 19.6 4.5 2.7 3.7 4.0 2.4 4.4 -3.6 14.7 8.3 14.4 12.6 14.8 -11.6 -9.8 -11.5 -10.8 20.0 20.0 7.2 20.0 15.6 -20.0 5.4 -0.6 5.8 1.5 5.4 3.6 -6.8 -8.2 0.4 16.4 15.2 19.7 -3.5 20.0 -5.6 NIKKEI 13.0 20.0 17.0 6.5 2.6 5.4 5.1 3.6 6.1 16.9 20.0 19.6 20.0 20.0 20.0 18.1 13.2 16.8 14.6 20.0 20.0 20.0 20.0 20.0 -16.2 7.6 6.1 6.3 7.7 5.2 7.9 20.0 20.0 16.2 20.0 19.5 -16.4 -4.0 -4.1 -1.7 NZD -4.7 -12.5 12.3 -1.0 -0.7 1.9 -3.2 2.7 -3.8 11.8 1.9 6.5 0.2 -9.8 3.2 0.4 0.3 0.3 0.2 -0.9 2.1 2.7 -0.2 -2.4 0.2 -0.3 4.6 1.6 1.2 0.7 -1.3 4.1 16.7 8.7 -1.6 1.6 -10.7 -9.6 -4.5 3.7 OAT -13.5 -13.4 20.0 -0.4 -2.6 0.7 -3.3 -0.6 -2.7 -8.5 3.8 -9.1 -0.0 -9.6 2.3 4.8 6.5 5.0 5.4 0.1 4.7 -6.5 0.8 -5.7 5.7 0.1 -2.3 1.8 -2.4 0.7 -2.0 11.7 3.3 6.2 -6.7 2.0 -20.0 -20.0 7.2 3.3 OATIES 8.9 2.3 -14.9 1.9 -3.4 0.3 -2.0 -1.5 1.1 4.8 -10.4 5.7 -8.3 1.4 -6.3 9.9 -3.8 3.7 -2.0 -4.1 -9.4 1.7 -8.0 1.3 -20.0 -0.2 -0.6 -2.9 1.0 -2.9 1.6 -0.1 10.9 0.2 2.2 -14.3 -5.3 2.6 2.7 13.7 OJ 20.0 -11.8 -20.0 1.9 -3.6 0.3 -2.0 -1.5 1.1 4.0 5.5 7.3 9.1 7.0 -0.3 7.4 16.5 8.8 12.9 6.1 7.5 11.0 15.9 11.2 -20.0 2.1 2.6 3.4 2.5 6.9 2.9 20.0 7.1 20.0 -2.6 0.2 6.5 10.4 12.5 20.0 PALLAD 4.6 -10.6 8.6 -1.8 2.3 -1.3 0.1 -0.6 -1.4 5.9 -6.8 0.4 -7.9 -5.8 -6.2 -1.8 -2.2 -1.8 -2.0 -6.2 -7.6 0.3 -10.2 -4.1 8.2 -1.9 2.5 -2.8 0.1 -3.6 -1.3 6.9 -1.4 -1.5 -0.8 -5.9 -10.7 -8.1 -6.6 -3.4 PLAT -0.9 -13.1 3.1 -2.9 3.7 -2.1 0.1 -1.0 -2.3 8.8 -5.3 -3.2 -7.3 -9.7 -5.5 -4.0 -3.2 -3.9 -3.6 -5.6 -4.3 -0.5 -4.2 -5.3 10.8 -2.3 3.9 -1.3 -0.2 -0.9 -2.4 4.6 1.4 -0.9 1.6 3.4 -11.4 -4.6 19.9 3.5 REDWHEAT -6.4 -4.6 -3.9 3.0 -5.5 0.5 -3.2 -2.4 1.8 -18.2 -20.0 -18.9 -19.8 -17.4 -17.0 3.7 -0.8 -0.0 -1.3 -20.0 -20.0 -20.0 -20.0 -20.0 -12.4 -6.2 -17.3 -7.3 -13.7 -7.8 -8.4 4.4 -20.0 -20.0 -20.0 -20.0 -19.4 -20.0 -16.2 -19.1 RICE 9.5 9.2 11.1 3.0 -5.5 0.5 -3.2 -2.4 1.8 -10.7 18.6 10.6 16.4 14.3 18.1 -13.1 -2.9 -13.9 -10.1 20.0 18.8 8.0 14.3 17.7 -20.0 5.7 -3.1 4.7 3.0 3.6 6.0 -3.5 19.7 20.0 4.8 15.1 3.6 -6.3 10.5 2.4 ROBUSTA -1.0 20.0 20.0 2.4 -0.3 0.4 -1.1 -1.8 1.6 1.6 15.5 6.6 15.6 12.9 15.3 20.0 20.0 20.0 20.0 20.0 20.0 7.8 20.0 19.3 -20.0 5.7 1.0 6.5 1.3 5.7 3.2 20.0 17.2 14.8 20.0 20.0 -18.4 -16.2 -7.7 1.1 RUSSELL -4.0 -2.8 18.1 3.5 2.1 2.9 3.1 1.9 3.4 6.5 6.3 6.3 3.7 1.3 7.2 -6.1 -6.2 -6.3 -6.4 5.7 5.4 7.7 2.5 5.4 -2.0 3.0 3.3 2.9 3.2 1.7 2.6 0.1 2.7 -5.5 -7.2 -2.4 -20.0 -20.0 -20.0 -20.0 SHATZ -20.0 -20.0 20.0 -0.3 -2.0 0.5 -2.5 -0.5 -2.0 -7.1 -1.2 -7.7 -4.6 -7.7 -3.6 -20.0 -20.0 -20.0 -20.0 -5.6 -1.5 -12.9 -3.8 -11.1 7.9 -1.2 -3.4 0.1 -3.7 -0.6 -3.0 -20.0 -7.8 -3.9 -7.9 -5.3 -20.0 -20.0 -8.1 -20.0 SILVER-mini 2.6 -10.8 -1.0 -4.0 5.2 -3.0 0.1 -1.4 -3.2 13.2 -5.5 3.0 -2.6 -9.6 -11.6 -6.7 -6.6 -6.9 -6.8 -6.9 -5.7 5.1 -3.3 -3.8 5.4 -3.2 11.2 -2.6 3.0 -1.1 -1.5 -1.1 8.5 0.9 4.7 1.0 -20.0 -17.4 12.1 -5.9 SMI -4.0 4.5 14.4 6.0 2.4 5.0 4.7 3.3 5.6 17.1 10.2 3.4 5.1 0.3 14.7 11.0 5.9 10.4 8.0 7.7 6.9 10.8 2.6 5.3 11.1 4.7 11.9 4.7 5.5 1.9 3.0 20.0 -5.5 -20.0 -6.9 -13.4 5.1 -6.1 12.9 -7.8 SOFR -17.1 -11.3 17.0 -0.2 -2.1 0.7 -2.8 -0.5 -2.2 -5.1 3.8 -7.0 0.1 -7.0 3.2 1.7 0.3 1.6 0.9 -1.3 1.5 -9.2 -0.6 -6.8 -2.0 0.6 -3.4 1.5 -3.8 0.3 -2.1 2.5 -5.2 0.3 2.5 2.2 -20.0 -20.0 -5.9 -2.9 SOYBEAN -3.5 -20.0 -17.5 3.1 -5.7 0.5 -3.3 -2.4 1.8 -13.1 -14.1 -18.4 -1.4 -20.0 -20.0 6.7 15.1 9.8 11.8 -20.0 -20.0 -20.0 -11.6 -20.0 -20.0 -6.9 -6.5 -4.4 -7.3 -1.7 -7.4 20.0 -11.2 -20.0 -20.0 -19.5 -9.2 -20.0 -8.8 -20.0 SOYMEAL -3.8 -20.0 -20.0 2.2 -4.0 0.3 -2.3 -1.7 1.3 -8.8 -12.6 -12.5 -6.2 -14.2 -14.7 -2.2 12.6 3.7 8.2 -20.0 -16.7 -17.7 -7.1 -20.0 -20.0 -4.9 -2.2 -3.3 -3.8 -0.7 -4.7 20.0 -14.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 SOYOIL 3.4 -4.8 -15.3 2.1 -3.9 0.3 -2.2 -1.7 1.3 -5.1 -11.7 -0.2 -9.3 -4.7 -10.0 -5.6 4.5 -3.6 0.3 -11.5 -15.1 -4.0 -13.0 -5.6 -20.0 -2.9 -5.1 -4.1 -1.8 -3.8 -1.4 11.0 20.0 -10.4 -13.2 -9.9 -10.2 -4.7 -5.4 6.0 SP400 -3.2 2.1 19.7 4.4 2.6 3.6 3.9 2.4 4.3 7.5 11.1 8.8 8.3 7.7 12.5 -5.9 -5.3 -5.7 -5.5 10.4 10.0 9.9 6.1 8.8 -10.5 4.4 3.6 4.3 3.9 2.9 3.6 1.7 0.5 -7.3 -6.7 -1.4 -20.0 -9.0 -20.0 -20.0 SP500_micro -0.2 9.1 20.0 5.7 3.4 4.7 5.1 3.1 5.5 6.9 18.7 14.8 17.3 17.4 19.5 -12.9 -11.0 -12.6 -12.0 20.0 20.0 15.0 20.0 20.0 -20.0 6.9 1.2 6.6 3.2 5.3 5.3 -8.7 -3.5 9.2 19.5 18.3 5.8 -3.5 18.8 -6.0 SUGAR11 8.9 7.7 -20.0 2.5 -4.6 0.4 -2.6 -2.0 1.5 -8.3 -3.8 -5.9 7.5 8.7 -3.3 20.0 19.8 20.0 20.0 -1.6 -5.3 -4.8 3.6 2.1 -20.0 -2.7 -3.6 -3.2 -2.6 1.4 -1.1 20.0 1.2 -1.9 1.2 -20.0 10.7 -2.1 17.7 8.6 US10 -15.5 -6.1 18.7 -0.2 -1.9 0.6 -2.6 -0.5 -2.0 -5.2 1.8 -6.8 -2.3 -6.4 3.1 -9.1 -8.0 -9.1 -8.7 -1.1 0.3 -8.2 -3.5 -5.9 1.7 0.6 -3.1 1.1 -3.3 -0.7 -1.8 -12.9 -3.9 0.7 2.8 1.4 -20.0 -20.0 -16.9 8.0 US10U -13.4 -6.5 18.1 -0.3 -2.7 0.9 -3.5 -0.6 -2.7 -7.6 1.7 -9.6 -3.1 -9.3 3.8 -0.8 0.5 0.7 0.8 -1.7 -0.0 -10.8 -5.4 -7.8 -1.0 0.9 -4.1 1.3 -4.3 -1.1 -2.2 2.5 -5.0 2.9 3.4 1.5 -20.0 -20.0 8.7 18.9 US2 -20.0 -5.9 20.0 -0.2 -1.8 0.6 -2.4 -0.4 -1.8 -5.3 0.5 -6.5 -4.6 -5.9 0.5 -20.0 -20.0 -20.0 -20.0 -2.2 -0.4 -9.8 -4.6 -7.3 8.7 0.2 -3.4 1.1 -3.7 -0.7 -2.2 -20.0 -4.8 -5.2 2.3 0.4 -20.0 -20.0 -15.0 -20.0 US20 -11.8 -6.2 19.7 -0.2 -2.0 0.6 -2.6 -0.5 -2.0 -5.7 1.8 -6.8 -1.6 -6.6 3.3 -0.0 -1.0 -0.2 -0.6 -0.4 0.7 -7.1 -3.8 -5.0 -1.3 1.0 -2.5 1.1 -2.6 -0.8 -1.1 -0.4 -2.3 3.8 3.2 3.2 -20.0 -20.0 20.0 20.0 US30 -7.8 -7.9 17.3 -0.2 -2.4 0.8 -3.1 -0.6 -2.4 -6.4 1.0 -8.0 -3.2 -8.2 3.0 -9.7 -5.7 -8.3 -7.0 -1.4 -0.4 -7.1 -5.9 -5.6 -0.8 0.9 -2.6 0.9 -2.8 -1.5 -1.4 -9.3 0.1 6.4 1.7 0.9 -15.8 -18.0 20.0 20.0 US5 -18.2 -7.2 19.8 -0.2 -1.9 0.6 -2.5 -0.4 -1.9 -5.1 2.2 -6.6 -2.7 -6.1 2.5 -9.7 -10.3 -10.0 -10.4 -1.6 0.4 -8.9 -3.0 -6.5 3.7 0.4 -3.3 1.2 -3.5 -0.3 -2.0 -16.5 -4.5 -1.8 2.6 1.2 -20.0 -20.0 -20.0 -7.0 VIX 8.1 0.3 -15.9 -6.8 0.6 -9.6 0.3 -12.9 -3.1 2.8 -20.0 0.4 -20.0 -14.2 -20.0 -20.0 -20.0 -20.0 -20.0 -18.1 -20.0 0.8 -20.0 -6.3 NaN -7.7 0.7 -11.7 0.6 -16.1 -3.0 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -11.2 -5.8 6.6 3.2 -5.8 0.5 -3.3 -2.5 1.9 -19.1 -20.0 -20.0 -20.0 -20.0 -15.0 -11.5 -10.8 -11.4 -11.2 -18.1 -19.3 -20.0 -20.0 -20.0 -1.7 -5.7 -20.0 -4.8 -15.6 -5.8 -9.6 -12.5 -20.0 -20.0 -20.0 -15.2 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3