******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240221_204020 produced at 2024-02-21 21:37:24.656119 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.67 0.0 0.00 0.00 0.00 0.00 -8.60 11.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.09 -0.31 0.0 0.09 -0.09 -0.09 -0.09 -57.31 17.0 -16 -17 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.25 0.0 0.00 0.00 0.00 0.00 -6.84 24.0 0 0 caleb_strategy_v3 US2 False True 0.07 0.00 -0.19 0.0 0.00 0.00 0.00 0.00 -2.86 13.0 0 0 caleb_strategy_v3 CHF False False 0.05 -0.32 -0.14 0.0 0.60 -0.60 -0.32 -0.41 -3.11 13.0 -7 -9 caleb_strategy_v3 GOLD_micro False False 0.01 -0.17 -0.10 0.0 0.37 -0.37 -0.17 -0.20 -15.03 56.0 -26 -30 caleb_strategy_v3 JPY False False 0.03 -0.11 -0.09 0.0 0.46 -0.46 -0.11 -0.11 -3.30 17.0 -4 -4 caleb_strategy_v3 BOBL False False 0.04 -0.53 -0.08 0.0 0.77 -0.77 -0.53 -0.53 -1.94 19.0 -13 -13 caleb_strategy_v3 CORN False False 0.01 -0.07 -0.08 0.0 0.09 -0.09 -0.07 -0.07 -11.09 12.0 -10 -10 caleb_strategy_v3 US5 False False 0.03 -0.17 -0.07 0.0 0.86 -0.86 -0.17 -0.21 -1.98 25.0 -5 -6 caleb_strategy_v3 CAD False False 0.02 0.00 -0.06 0.0 0.69 -0.69 0.00 0.00 -2.33 29.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.06 0.0 0.14 -0.14 -0.02 -0.02 -22.11 51.0 -6 -6 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.02 -0.06 0.0 0.04 -0.04 -0.02 -0.03 -36.94 26.0 -15 -18 caleb_strategy_v3 COPPER False False 0.03 -0.06 -0.05 0.0 0.19 -0.19 -0.06 -0.03 -1.65 6.0 -2 -1 caleb_strategy_v3 AUD False False 0.02 0.00 -0.04 0.0 0.40 -0.40 0.00 0.00 -1.97 19.0 0 0 caleb_strategy_v3 US10 False True 0.04 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -1.08 17.0 0 0 caleb_strategy_v3 EUR False False 0.04 0.00 -0.04 0.0 0.61 -0.61 0.00 0.00 -0.87 14.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.03 -0.03 0.0 0.07 -0.07 -0.03 -0.03 -2.86 8.0 -3 -3 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 MILK False False 0.01 0.00 -0.03 0.0 0.06 -0.06 0.00 0.00 -2.52 5.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.09 -0.09 -0.04 -0.04 -3.19 9.0 -4 -4 caleb_strategy_v3 SOYOIL False False 0.01 -0.05 -0.02 0.0 0.09 -0.09 -0.05 -0.05 -1.77 10.0 -6 -6 caleb_strategy_v3 RUSSELL False False 0.00 -0.00 -0.02 0.0 0.22 -0.22 -0.00 0.00 -6.16 68.0 -1 0 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.02 0.0 0.18 -0.18 0.00 0.00 -0.25 2.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.33 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 -3.28 3.0 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 BUXL False False 0.05 0.00 -0.01 0.0 0.18 -0.18 0.00 0.00 -0.14 4.0 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 -0.42 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 -0.18 6.0 0 0 caleb_strategy_v3 US10U False True 0.04 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.33 13.0 0 0 caleb_strategy_v3 BUND False False 0.05 -0.05 -0.01 0.0 0.46 -0.46 -0.05 -0.05 -0.24 10.0 -1 -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 PALLAD False False 0.03 -0.03 -0.00 0.0 0.06 -0.06 -0.03 -0.03 -0.14 2.0 -1 -1 caleb_strategy_v3 OAT False False 0.04 0.00 0.00 0.0 0.44 -0.44 0.00 0.00 0.07 10.0 0 0 caleb_strategy_v3 PLAT False False 0.01 0.00 -0.00 0.0 0.14 -0.14 0.00 -0.01 -0.05 10.0 0 -1 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.17 0.00 0.0 0.26 -0.26 0.17 0.16 0.39 23.0 15 14 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 -0.00 0.0 0.14 -0.14 0.00 0.00 -0.05 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 0.10 10.0 1 2 caleb_strategy_v3 US20 False True 0.04 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.11 9.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.05 -0.00 0.0 0.41 -0.41 0.05 0.02 -0.11 66.0 8 3 caleb_strategy_v3 RICE False False 0.01 0.00 0.01 0.0 0.05 -0.05 0.00 0.00 0.90 4.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.66 11.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.00 0.01 0.0 0.05 -0.05 0.00 0.00 0.67 3.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.00 0.01 0.0 0.42 -0.42 0.00 0.10 0.69 21.0 0 5 caleb_strategy_v3 SP500_micro False False 0.01 0.01 0.02 0.0 0.38 -0.38 0.01 0.02 2.46 48.0 1 3 caleb_strategy_v3 ROBUSTA False False 0.01 0.02 0.02 0.0 0.24 -0.24 0.02 0.03 1.57 23.0 2 3 caleb_strategy_v3 GASOLINE False False 0.03 0.10 0.02 0.0 0.14 -0.14 0.10 0.14 0.47 4.0 3 4 caleb_strategy_v3 GBP False False 0.03 0.13 0.02 0.0 0.56 -0.56 0.13 0.13 0.68 22.0 5 5 caleb_strategy_v3 COCOA False False 0.02 0.15 0.03 0.0 0.50 -0.50 0.15 0.12 1.76 26.0 8 6 caleb_strategy_v3 HEATOIL False False 0.03 0.00 0.03 0.0 0.10 -0.10 0.00 0.00 0.98 3.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.05 0.0 0.10 -0.10 0.03 0.03 2.01 4.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.04 0.22 0.05 0.0 0.35 -0.35 0.22 0.22 1.21 8.0 5 5 caleb_strategy_v3 LIVECOW False False 0.02 0.00 0.06 0.0 0.40 -0.40 0.00 0.00 2.56 17.0 0 0 caleb_strategy_v3 DX False False 0.03 0.00 0.06 0.0 999.00 -999.00 0.00 0.00 1.77 999999999.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 0.00 0.07 0.0 0.16 -0.16 0.00 0.00 5.24 13.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.08 0.0 0.00 0.00 0.00 0.00 49.54 59.0 0 0 caleb_strategy_v3 CAC False False 0.03 0.30 0.10 0.0 0.33 -0.33 0.30 0.33 3.53 12.0 11 12 caleb_strategy_v3 SMI False True 0.04 0.29 0.11 0.0 0.29 0.00 0.29 0.29 2.57 9.0 7 7 caleb_strategy_v3 CRUDE_W False False 0.02 0.02 0.12 0.0 0.12 -0.12 0.02 0.05 4.99 5.0 1 2 caleb_strategy_v3 DAX False False 0.01 0.00 0.12 0.0 0.35 -0.35 0.00 0.00 20.57 58.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 0.14 0.0 0.85 -0.85 0.00 0.17 1.66 10.0 0 2 caleb_strategy_v3 EUROSTX False False 0.02 0.15 0.16 0.0 0.33 -0.33 0.15 0.15 9.52 20.0 9 9 caleb_strategy_v3 NIKKEI False False 0.01 0.30 0.36 0.0 0.30 -0.30 0.30 0.30 43.93 36.0 36 36 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.35 0.39 0.0 0.35 0.00 0.35 0.31 12.50 16.0 11 10 caleb_strategy_v3 MXP False False 0.01 0.57 0.74 0.0 0.57 -0.57 0.57 0.56 78.57 60.0 60 59 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 24.3 Shocked risk 78.6 Sum abs risk 62.3 Leverage 5.41 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3099212.77, 'annual_cash_vol_target': 774803.1925, 'daily_cash_vol_target': 48425.19953125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0039 0.6550 0.5890 9.4246 BITCOIN 1124.2817 51680.0000 2.1755 34.8075 BOBL 0.2826 116.2900 0.2430 3.8876 BTP 0.5904 116.9400 0.5048 8.0776 BUND 0.5626 132.3400 0.4251 6.8022 BUXL 1.2783 131.5800 0.9715 15.5438 CAC 50.7737 7829.5000 0.6485 10.3759 CAD 0.0029 0.7406 0.3981 6.3696 CANOLA 7.1944 584.5000 1.2309 19.6939 CHF 0.0054 1.1396 0.4735 7.5765 COCOA 99.8963 5968.0000 1.6739 26.7818 COFFEE 3.2929 187.7500 1.7539 28.0621 COPPER 0.0393 3.9030 1.0077 16.1236 CORN 4.2481 456.0000 0.9316 14.9057 COTTON2 1.0556 92.9900 1.1352 18.1626 CRUDE_W 0.9534 73.3500 1.2998 20.7961 DAX 103.1346 17145.0000 0.6015 9.6247 DOW 226.2114 38465.0000 0.5881 9.4095 DX 0.3728 103.5800 0.3599 5.7586 EUR 0.0044 1.0827 0.4035 6.4556 EURIBOR-ICE 0.0525 97.5850 0.0538 0.8605 EUROSTX 32.2162 4785.0000 0.6733 10.7724 FEEDCOW 1.6799 270.0000 0.6222 9.9551 GASOIL 12.2651 789.2500 1.5540 24.8643 GASOLINE 0.0390 2.5168 1.5490 24.7845 GAS_US_mini 0.0830 1.9050 4.3552 69.6824 GBP 0.0056 1.2633 0.4410 7.0555 GOLD_micro 12.6784 2037.4000 0.6223 9.9565 HEATOIL 0.0383 2.5527 1.5022 24.0353 JGB-SGX-mini 0.2623 146.1200 0.1795 2.8725 JPY 0.0000 0.0067 0.5927 9.4831 LEANHOG 1.0752 98.1250 1.0957 17.5314 LIVECOW 1.2347 183.2250 0.6739 10.7819 LUMBER-new 6.4185 582.0000 1.1028 17.6454 MILK 0.2208 17.6600 1.2504 20.0062 MXP 0.0003 0.0584 0.5760 9.2162 NASDAQ_micro 145.4013 17392.5000 0.8360 13.3760 NIKKEI 303.3323 38240.0000 0.7932 12.6917 NZD 0.0039 0.6177 0.6264 10.0227 OAT 0.5521 127.2500 0.4339 6.9419 OATIES 6.3022 354.0000 1.7803 28.4846 OJ 7.3508 362.8000 2.0261 32.4180 PALLAD 28.6734 957.5000 2.9946 47.9138 PLAT 14.9852 889.0000 1.6856 26.9700 REDWHEAT 8.9993 568.2500 1.5837 25.3389 RICE 0.1845 18.5700 0.9936 15.8975 ROBUSTA 40.2573 3172.0000 1.2691 20.3063 RUSSELL 28.2549 1987.0000 1.4220 22.7518 SHATZ 0.0957 105.2500 0.0910 1.4555 SILVER-mini 0.3500 23.0875 1.5162 24.2588 SMI 73.0111 11328.0000 0.6445 10.3123 SOFR 0.0766 96.2950 0.0795 1.2722 SOYBEAN 9.8853 1145.7500 0.8628 13.8045 SOYMEAL 4.5174 339.2000 1.3318 21.3086 SOYOIL 0.6455 45.6900 1.4128 22.6052 SP400 27.1621 2802.1000 0.9693 15.5096 SP500_micro 32.2263 4964.2500 0.6492 10.3867 SUGAR11 0.3275 22.1600 1.4781 23.6491 US10 0.4523 109.6562 0.4125 6.5995 US10U 0.6065 113.3594 0.5350 8.5603 US2 0.1281 101.9688 0.1257 2.0107 US20 0.8682 117.7188 0.7376 11.8008 US30 1.2356 123.4375 1.0010 16.0157 US5 0.3078 106.4766 0.2891 4.6249 VIX 0.4172 16.7000 2.4980 39.9676 WHEAT 8.0616 597.5000 1.3492 21.5875 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 654.95 0.59 385.79 1.00 385.79 48425.2 125.52 -6.04 -75.81 BITCOIN 51.68 2.18 112.43 1.00 112.43 48425.2 430.72 10.62 457.49 BOBL 1162.90 0.24 282.56 1.08 304.43 48425.2 159.07 -12.01 -191.12 BTP 1169.40 0.50 590.37 1.08 636.06 48425.2 76.13 0.39 2.93 BUND 1323.40 0.43 562.62 1.08 606.17 48425.2 79.89 -3.00 -23.98 BUXL 1315.80 0.97 1278.28 1.08 1377.22 48425.2 35.16 -3.90 -13.70 CAC 782.95 0.65 507.74 1.08 547.04 48425.2 88.52 11.70 103.61 CAD 740.60 0.40 294.83 1.00 294.83 48425.2 164.25 -5.46 -89.63 CANOLA 116.90 1.23 143.89 0.74 106.56 48425.2 454.46 -20.00 -908.91 CHF 1424.56 0.47 674.58 1.00 674.58 48425.2 71.79 -16.70 -119.86 COCOA 596.80 1.67 998.96 1.00 998.96 48425.2 48.48 16.91 81.95 COFFEE 704.06 1.75 1234.84 1.00 1234.84 48425.2 39.22 -0.40 -1.56 COPPER 975.75 1.01 983.29 1.00 983.29 48425.2 49.25 -3.10 -15.27 CORN 228.00 0.93 212.41 1.00 212.41 48425.2 227.98 -20.00 -455.97 COTTON2 464.95 1.14 527.79 1.00 527.79 48425.2 91.75 3.37 30.96 CRUDE_W 733.50 1.30 953.37 1.00 953.37 48425.2 50.79 9.08 46.12 DAX 171.45 0.60 103.13 1.08 111.12 48425.2 435.80 13.84 603.13 DOW 192.32 0.59 113.11 1.00 113.11 48425.2 428.14 -0.11 -4.92 DX 1035.80 0.36 372.79 1.00 372.79 48425.2 129.90 5.26 68.30 EUR 1353.38 0.40 546.05 1.00 546.05 48425.2 88.68 -3.79 -33.64 EURIBOR-ICE 2439.62 0.05 131.21 1.08 141.37 48425.2 342.55 1.42 48.65 EUROSTX 478.50 0.67 322.16 1.08 347.10 48425.2 139.51 20.00 279.03 FEEDCOW 1350.00 0.62 839.96 1.00 839.96 48425.2 57.65 6.35 36.62 GASOIL 789.25 1.55 1226.51 1.00 1226.51 48425.2 39.48 11.76 46.45 GASOLINE 1057.06 1.55 1637.41 1.00 1637.41 48425.2 29.57 3.64 10.77 GAS_US_mini 47.62 4.36 207.41 1.00 207.41 48425.2 233.47 -14.61 -341.14 GBP 789.56 0.44 348.17 1.00 348.17 48425.2 139.08 1.89 26.23 GOLD_micro 203.74 0.62 126.78 1.00 126.78 48425.2 381.95 -11.54 -440.73 HEATOIL 1072.13 1.50 1610.57 1.00 1610.57 48425.2 30.07 7.49 22.53 JGB-SGX-mini 146120.00 0.18 26233.10 0.01 174.45 48425.2 277.59 4.16 115.46 JPY 835.31 0.59 495.09 1.00 495.09 48425.2 97.81 -12.99 -127.02 LEANHOG 392.50 1.10 430.07 1.00 430.07 48425.2 112.60 7.66 86.27 LIVECOW 732.90 0.67 493.88 1.00 493.88 48425.2 98.05 7.88 77.22 LUMBER-new 160.05 1.10 176.51 1.00 176.51 48425.2 274.35 -5.60 -153.60 MILK 353.20 1.25 441.64 1.00 441.64 48425.2 109.65 -10.74 -117.78 MXP 292.05 0.58 168.22 1.00 168.22 48425.2 287.86 18.60 535.34 NASDAQ_micro 347.85 0.84 290.80 1.00 290.80 48425.2 166.52 1.00 16.73 NIKKEI 38240.00 0.79 30333.23 0.01 201.72 48425.2 240.06 16.90 405.65 NZD 617.70 0.63 386.94 1.00 386.94 48425.2 125.15 2.13 26.69 OAT 1272.50 0.43 552.10 1.08 594.83 48425.2 81.41 0.24 1.94 OATIES 177.00 1.78 315.11 1.00 315.11 48425.2 153.68 -8.92 -137.07 OJ 544.20 2.03 1102.62 1.00 1102.62 48425.2 43.92 7.16 31.44 PALLAD 957.50 2.99 2867.34 1.00 2867.34 48425.2 16.89 -2.37 -4.01 PLAT 444.50 1.69 749.26 1.00 749.26 48425.2 64.63 -0.24 -1.56 REDWHEAT 284.12 1.58 449.96 1.00 449.96 48425.2 107.62 -20.00 -215.24 RICE 371.40 0.99 369.02 1.00 369.02 48425.2 131.23 2.81 36.85 ROBUSTA 317.20 1.27 402.57 1.00 402.57 48425.2 120.29 11.18 134.48 RUSSELL 99.35 1.42 141.27 1.00 141.27 48425.2 342.77 -5.42 -185.78 SHATZ 1052.50 0.09 95.74 1.08 103.15 48425.2 469.44 -14.36 -674.16 SILVER-mini 577.19 1.52 875.12 1.00 875.12 48425.2 55.34 -2.24 -12.42 SMI 1132.80 0.64 730.11 1.13 827.18 48425.2 58.54 12.89 75.47 SOFR 2407.38 0.08 191.41 1.00 191.41 48425.2 252.99 -5.59 -141.54 SOYBEAN 572.88 0.86 494.27 1.00 494.27 48425.2 97.97 -20.00 -195.95 SOYMEAL 339.20 1.33 451.74 1.00 451.74 48425.2 107.20 -20.00 -214.39 SOYOIL 274.14 1.41 387.31 1.00 387.31 48425.2 125.03 -15.18 -189.83 SP400 2802.10 0.97 2716.21 1.00 2716.21 48425.2 17.83 -4.16 -7.42 SP500_micro 248.21 0.65 161.13 1.00 161.13 48425.2 300.53 3.53 105.97 SUGAR11 248.19 1.48 366.84 1.00 366.84 48425.2 132.00 -0.18 -2.35 US10 1096.56 0.41 452.29 1.00 452.29 48425.2 107.07 -7.99 -85.53 US10U 1133.59 0.54 606.49 1.00 606.49 48425.2 79.84 -3.25 -25.97 US2 2039.38 0.13 256.29 1.00 256.29 48425.2 188.95 -11.93 -225.34 US20 1177.19 0.74 868.24 1.00 868.24 48425.2 55.77 -1.51 -8.44 US30 1234.38 1.00 1235.59 1.00 1235.59 48425.2 39.19 -3.68 -14.43 US5 1064.77 0.29 307.78 1.00 307.78 48425.2 157.34 -9.91 -155.93 VIX 167.00 2.50 417.16 1.00 417.16 48425.2 116.08 -20.00 -232.17 WHEAT 298.75 1.35 403.08 1.00 403.08 48425.2 120.14 -20.00 -240.28 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -75.808 0.010 2.5 -1.967 BITCOIN 457.494 0.043 2.5 49.541 BOBL -191.119 0.004 2.5 -1.938 BTP 2.933 0.014 2.5 0.100 BUND -23.981 0.004 2.5 -0.243 BUXL -13.696 0.004 2.5 -0.139 CAC 103.607 0.014 2.5 3.534 CAD -89.627 0.010 2.5 -2.325 CANOLA -908.911 0.010 2.5 -22.113 CHF -119.863 0.010 2.5 -3.110 COCOA 81.953 0.009 2.5 1.755 COFFEE -1.556 0.005 2.5 -0.018 COPPER -15.266 0.043 2.5 -1.653 CORN -455.967 0.010 2.5 -11.093 COTTON2 30.956 0.009 2.5 0.663 CRUDE_W 46.125 0.043 2.5 4.995 DAX 603.131 0.014 2.5 20.572 DOW -4.919 0.009 2.5 -0.114 DX 68.303 0.010 2.5 1.772 EUR -33.641 0.010 2.5 -0.873 EURIBOR-ICE 48.651 0.014 2.5 1.659 EUROSTX 279.029 0.014 2.5 9.517 FEEDCOW 36.623 0.013 2.5 1.214 GASOIL 46.448 0.017 2.5 2.013 GASOLINE 10.771 0.017 2.5 0.467 GAS_US_mini -341.142 0.043 2.5 -36.942 GBP 26.234 0.010 2.5 0.681 GOLD_micro -440.727 0.014 2.5 -15.033 HEATOIL 22.535 0.017 2.5 0.977 JGB-SGX-mini 115.457 0.043 2.5 12.503 JPY -127.024 0.010 2.5 -3.296 LEANHOG 86.271 0.024 2.5 5.243 LIVECOW 77.215 0.013 2.5 2.559 LUMBER-new -153.602 0.009 2.5 -3.284 MILK -117.785 0.009 2.5 -2.523 MXP 535.337 0.059 2.5 78.573 NASDAQ_micro 16.734 0.009 2.5 0.389 NIKKEI 405.651 0.043 2.5 43.927 NZD 26.689 0.010 2.5 0.692 OAT 1.938 0.014 2.5 0.066 OATIES -137.065 0.010 2.5 -3.335 OJ 31.440 0.009 2.5 0.673 PALLAD -4.006 0.014 2.5 -0.137 PLAT -1.563 0.014 2.5 -0.053 REDWHEAT -215.240 0.005 2.5 -2.855 RICE 36.852 0.010 2.5 0.897 ROBUSTA 134.483 0.005 2.5 1.570 RUSSELL -185.776 0.013 2.5 -6.156 SHATZ -674.164 0.004 2.5 -6.836 SILVER-mini -12.422 0.014 2.5 -0.424 SMI 75.471 0.014 2.5 2.574 SOFR -141.542 0.024 2.5 -8.602 SOYBEAN -195.948 0.004 2.5 -1.822 SOYMEAL -214.393 0.004 2.5 -1.994 SOYOIL -189.825 0.004 2.5 -1.767 SP400 -7.421 0.013 2.5 -0.246 SP500_micro 105.971 0.009 2.5 2.463 SUGAR11 -2.350 0.009 2.5 -0.050 US10 -85.529 0.005 2.5 -1.084 US10U -25.972 0.005 2.5 -0.329 US2 -225.339 0.005 2.5 -2.855 US20 -8.444 0.005 2.5 -0.107 US30 -14.431 0.005 2.5 -0.183 US5 -155.933 0.005 2.5 -1.976 VIX -232.165 0.099 2.5 -57.308 WHEAT -240.277 0.005 2.5 -3.187 ===================== Position diags ===================== AUD 3.26 BITCOIN 46.64 BOBL 1.61 BTP 2.60 BUND 0.81 BUXL 0.36 CAC 3.02 CAD 4.26 CANOLA 11.06 CHF 1.86 COCOA 1.04 COFFEE 0.46 COPPER 5.33 CORN 5.55 COTTON2 1.97 CRUDE_W 5.50 DAX 14.86 DOW 9.95 DX 3.37 EUR 2.30 EURIBOR-ICE 11.68 EUROSTX 4.76 FEEDCOW 1.91 GASOIL 1.71 GASOLINE 1.28 GAS_US_mini 25.28 GBP 3.61 GOLD_micro 13.03 HEATOIL 1.30 JGB-SGX-mini 30.06 JPY 2.54 LEANHOG 6.84 LIVECOW 3.25 LUMBER-new 5.87 MILK 2.35 MXP 42.25 NASDAQ_micro 3.87 NIKKEI 26.00 NZD 3.25 OAT 2.78 OATIES 3.74 OJ 0.94 PALLAD 0.58 PLAT 2.20 REDWHEAT 1.43 RICE 3.19 ROBUSTA 1.40 RUSSELL 11.36 SHATZ 4.76 SILVER-mini 1.89 SMI 2.00 SOFR 15.38 SOYBEAN 0.91 SOYMEAL 1.00 SOYOIL 1.16 SP400 0.59 SP500_micro 6.98 SUGAR11 2.81 US10 1.36 US10U 1.01 US2 2.39 US20 0.71 US30 0.50 US5 1.99 VIX 28.65 WHEAT 1.59 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.0 -2.3 -1.6 0.0 0 BITCOIN 49.5 44.9 54.2 0.0 0 BOBL -1.9 -2.1 -1.8 -13.0 -13 BTP 0.1 -0.2 0.4 1.0 1 BUND -0.2 -0.3 -0.2 -1.0 -1 BUXL -0.1 -0.2 -0.1 0.0 0 CAC 3.5 3.2 3.8 11.0 11 CAD -2.3 -2.8 -1.9 0.0 0 CANOLA -22.1 -23.2 -21.0 -6.0 -6 CHF -3.1 -3.3 -2.9 -7.0 -7 COCOA 1.8 1.7 1.9 8.0 8 COFFEE -0.0 -0.1 0.0 0.0 0 COPPER -1.7 -2.2 -1.1 -2.0 -2 CORN -11.1 -11.6 -10.5 -10.0 -10 COTTON2 0.7 0.5 0.9 0.0 0 CRUDE_W 5.0 4.4 5.5 1.0 1 DAX 20.6 19.1 22.1 0.0 0 DOW -0.1 -1.1 0.9 8.0 8 DX 1.8 1.4 2.1 NaN 0 EUR -0.9 -1.1 -0.6 0.0 0 EURIBOR-ICE 1.7 0.5 2.8 0.0 0 EUROSTX 9.5 9.0 10.0 9.0 9 FEEDCOW 1.2 1.0 1.4 5.0 5 GASOIL 2.0 1.8 2.2 1.0 1 GASOLINE 0.5 0.3 0.6 3.0 3 GAS_US_mini -36.9 -39.5 -34.4 -15.0 -15 GBP 0.7 0.3 1.0 5.0 5 GOLD_micro -15.0 -16.3 -13.7 -26.0 -26 HEATOIL 1.0 0.8 1.1 0.0 0 JGB-SGX-mini 12.5 9.5 15.5 11.0 11 JPY -3.3 -3.5 -3.0 -4.0 -4 LEANHOG 5.2 4.6 5.9 0.0 0 LIVECOW 2.6 2.2 2.9 0.0 0 LUMBER-new -3.3 -3.9 -2.7 NaN 0 MILK -2.5 -2.8 -2.3 NaN 0 MXP 78.6 74.3 82.8 60.0 60 NASDAQ_micro 0.4 0.0 0.8 15.0 15 NIKKEI 43.9 41.3 46.5 36.0 36 NZD 0.7 0.4 1.0 0.0 0 OAT 0.1 -0.2 0.3 0.0 0 OATIES -3.3 -3.7 -3.0 NaN 0 OJ 0.7 0.6 0.8 NaN 0 PALLAD -0.1 -0.2 -0.1 -1.0 -1 PLAT -0.1 -0.3 0.2 0.0 0 REDWHEAT -2.9 -3.0 -2.7 -3.0 -3 RICE 0.9 0.6 1.2 NaN 0 ROBUSTA 1.6 1.4 1.7 2.0 2 RUSSELL -6.2 -7.3 -5.0 -1.0 -1 SHATZ -6.8 -7.3 -6.4 NaN 0 SILVER-mini -0.4 -0.6 -0.2 NaN 0 SMI 2.6 2.4 2.8 7.0 7 SOFR -8.6 -10.1 -7.1 NaN 0 SOYBEAN -1.8 -1.9 -1.7 -2.0 -2 SOYMEAL -2.0 -2.1 -1.9 0.0 0 SOYOIL -1.8 -1.9 -1.7 -6.0 -6 SP400 -0.2 -0.3 -0.2 0.0 0 SP500_micro 2.5 1.8 3.2 1.0 1 SUGAR11 -0.0 -0.3 0.2 0.0 0 US10 -1.1 -1.2 -0.9 0.0 0 US10U -0.3 -0.4 -0.2 0.0 0 US2 -2.9 -3.1 -2.6 NaN 0 US20 -0.1 -0.2 -0.0 0.0 0 US30 -0.2 -0.2 -0.1 0.0 0 US5 -2.0 -2.2 -1.8 -5.0 -5 VIX -57.3 -60.2 -54.4 -16.0 -16 WHEAT -3.2 -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 -0.1 -0.1 -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 -0.1 -0.0 -0.1 0.2 -0.0 -0.3 -0.2 -0.7 -0.3 -0.2 0.1 BITCOIN 0.6 0.1 0.5 -0.1 0.0 -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 0.0 0.2 0.1 0.3 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 -0.2 -0.0 -0.2 -0.1 -0.7 -0.7 0.1 -0.7 BTP -0.4 -0.3 0.6 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.2 -0.1 0.3 -0.1 0.1 0.1 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 0.2 0.4 -0.0 0.3 -0.5 -0.7 0.5 0.1 BUND -0.5 -0.6 0.6 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 -0.0 -0.1 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 0.2 -0.3 BUXL -0.4 -0.5 0.6 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 -0.2 -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 -0.2 0.1 -0.7 -0.7 0.1 0.1 CAC 0.4 0.2 0.5 0.1 -0.0 0.2 0.0 0.2 0.1 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 0.4 0.2 -1.3 0.1 0.1 0.2 0.1 0.2 0.1 -0.0 0.5 0.6 -0.2 -0.2 -0.1 0.4 0.0 0.6 CAD -0.2 -0.2 0.4 -0.0 0.0 0.1 -0.0 0.1 -0.1 -0.0 -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 -0.0 0.0 -0.0 -0.1 -0.0 0.0 -0.1 0.2 -0.1 -0.1 -0.6 -0.5 0.0 -0.5 CANOLA -0.2 -0.4 -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 -0.2 -0.6 -0.6 -0.6 -0.7 -0.6 -0.5 -0.2 CHF -0.6 -0.6 0.2 -0.0 0.0 0.1 -0.0 0.1 -0.0 -0.0 0.0 -0.1 0.2 -0.2 -0.0 -0.3 -0.3 -0.3 -0.3 -0.1 -0.0 -0.1 0.1 -0.2 -0.6 -0.0 -0.0 0.0 -0.0 0.1 -0.1 -1.1 -0.4 -0.5 -0.2 0.1 -0.7 -0.6 -0.4 -0.7 COCOA 0.4 -0.0 -0.2 0.0 -0.0 0.0 -0.0 -0.1 0.0 0.1 0.5 0.2 0.6 0.2 0.2 0.4 0.1 0.4 0.3 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.1 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 -0.1 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 0.3 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 1.0 0.2 0.1 -0.5 0.6 -0.3 -0.7 -0.2 -0.4 COPPER -0.2 -0.2 0.3 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.2 -0.1 0.1 -0.2 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.2 -0.1 0.0 -1.6 -0.0 0.1 -0.0 0.1 -0.0 -0.0 0.1 0.3 -0.0 0.2 0.5 -0.6 -0.1 0.4 0.0 CORN -0.1 -0.5 -0.4 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.3 -0.1 -0.3 -0.2 -0.2 -0.2 -0.2 -0.5 -0.2 -2.7 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.4 -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 -0.0 0.0 -0.0 -0.1 0.0 0.0 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 0.5 -0.6 -0.5 -0.3 0.0 CRUDE_W 0.1 0.1 -0.2 0.0 -0.0 0.0 0.0 0.1 0.1 -0.0 0.1 0.1 0.3 0.1 -0.0 0.2 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 0.5 -0.2 -0.5 -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 0.2 0.7 0.2 0.2 -0.3 -0.2 -0.3 -0.3 0.2 0.2 0.1 0.5 0.2 2.3 0.1 0.0 0.2 0.0 0.2 0.1 -0.5 -0.0 -0.3 -0.3 0.1 -0.1 0.4 0.2 0.7 DOW -0.4 -0.0 0.6 0.1 -0.0 0.1 0.0 0.1 0.1 -0.0 0.5 0.1 0.6 0.2 0.2 -0.3 -0.2 -0.3 -0.2 0.2 0.2 0.0 0.5 0.1 -1.9 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.4 -0.5 -0.2 0.2 0.6 -0.2 -0.1 0.0 -0.4 DX 0.4 0.5 -0.3 -0.0 0.0 0.1 -0.0 0.1 -0.0 -0.1 0.1 0.1 -0.1 0.2 0.0 0.1 0.1 0.1 0.1 0.1 0.0 0.0 0.1 0.1 -2.7 0.0 -0.0 0.0 0.0 0.1 0.1 0.7 0.1 0.6 0.6 -0.6 0.7 0.1 0.7 0.3 EUR -0.3 -0.4 0.1 -0.0 0.0 0.1 -0.0 0.1 -0.0 0.2 -0.2 -0.0 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 -0.1 2.3 -0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.4 0.3 -0.2 -0.0 -0.1 -0.7 -0.5 -0.7 -0.4 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 0.0 -0.1 0.2 -0.7 -0.7 0.2 0.7 EUROSTX 0.5 0.4 0.6 0.1 -0.0 0.2 0.0 0.2 0.1 0.2 0.5 0.2 0.7 0.2 0.2 0.2 0.0 0.2 0.1 0.2 0.2 0.2 0.5 0.2 0.2 0.1 0.0 0.2 0.1 0.2 0.1 0.8 0.4 0.6 0.3 0.2 -0.2 0.4 -0.1 0.7 FEEDCOW 0.6 0.6 -0.3 0.0 -0.0 0.0 -0.0 -0.1 0.0 0.2 -0.1 0.2 -0.0 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.1 0.2 0.0 0.2 -0.9 0.1 0.0 0.1 0.0 0.1 0.1 -1.1 0.3 0.6 0.6 -0.2 0.7 0.3 0.7 0.7 GASOIL 0.4 0.5 -0.2 0.0 -0.0 0.0 0.0 0.1 0.0 -0.1 0.2 0.0 0.3 0.1 0.1 0.4 0.4 0.4 0.4 0.1 0.1 0.0 0.3 0.2 1.0 0.1 -0.0 0.1 -0.0 0.1 0.0 1.1 -0.1 0.3 0.2 0.2 -0.4 -0.2 -0.7 -0.4 GASOLINE 0.2 0.4 -0.1 0.0 -0.0 0.0 0.0 0.1 0.0 -0.1 0.0 0.1 0.3 0.2 0.1 -0.1 0.1 -0.3 -0.1 0.1 0.1 0.0 0.2 0.2 -2.7 0.1 0.0 0.1 0.1 0.2 0.1 -0.7 0.5 0.1 -0.0 0.4 0.7 0.5 0.7 0.4 GAS_US_mini -0.5 -0.2 -0.6 0.0 -0.0 0.0 0.0 0.0 0.0 -0.0 -0.3 -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 2.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.5 -0.6 -0.6 -0.5 -0.5 0.0 -0.7 -0.1 GBP -0.4 -0.1 0.3 -0.0 0.0 0.1 -0.0 0.1 -0.1 0.2 0.0 -0.1 0.4 -0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.0 0.2 -0.1 0.3 0.0 0.0 0.1 -0.0 0.1 -0.0 0.2 0.1 -0.1 0.5 0.3 -0.7 -0.1 -0.7 0.2 GOLD_micro -0.2 -0.3 0.2 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 0.3 -0.1 0.3 -0.1 -0.0 -0.3 -0.3 -0.3 -0.3 -0.0 0.0 -0.0 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 0.5 -0.7 -0.7 -0.7 -0.5 HEATOIL 0.2 0.4 -0.2 0.0 -0.0 0.0 0.0 0.1 0.0 -0.2 0.1 -0.0 0.2 0.1 0.1 0.4 0.4 0.4 0.4 0.1 0.1 -0.1 0.2 0.1 -2.7 0.1 -0.0 0.1 0.0 0.2 0.1 1.1 0.0 0.2 0.2 0.2 0.5 0.1 0.4 -0.0 JGB-SGX-mini -0.3 -0.1 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 0.1 0.3 0.2 0.2 0.0 0.0 -0.0 0.1 -0.0 -0.6 0.0 -0.0 0.0 -0.0 0.0 -0.0 1.1 0.1 0.1 0.2 -0.0 -0.1 -0.7 0.2 0.4 JPY -0.3 -0.6 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 -0.3 -0.2 -0.4 -0.4 -0.5 -0.6 -0.4 -0.7 LEANHOG 0.1 0.6 0.1 0.0 -0.0 0.0 -0.0 -0.1 0.0 0.2 -0.0 0.1 -0.5 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.1 0.0 0.2 -0.4 0.2 2.6 0.1 0.0 0.1 0.1 -0.1 0.1 -1.1 0.5 0.6 0.6 0.6 -0.4 -0.3 0.2 0.4 LIVECOW 0.6 0.6 -0.4 0.0 -0.0 0.0 -0.0 -0.1 0.0 0.2 -0.1 0.2 -0.0 0.2 0.1 -0.2 -0.2 -0.3 -0.2 0.2 0.0 0.2 -0.0 0.2 -0.5 0.1 0.1 0.0 0.1 0.1 0.1 -0.6 0.5 0.6 0.6 -0.5 0.7 0.1 0.7 0.3 LUMBER-new -0.1 -0.1 0.5 0.0 -0.0 0.0 -0.0 -0.1 0.0 0.1 0.0 -0.0 -0.6 0.0 0.2 -0.4 -0.3 -0.4 -0.4 0.1 0.1 0.0 -0.1 0.0 NaN 0.1 0.2 0.2 0.1 0.1 0.1 -1.2 0.6 0.5 -0.4 0.7 -0.4 -0.8 -0.3 -0.6 MILK 0.6 0.6 -0.1 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.0 -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 -0.3 0.0 -1.1 -0.2 0.6 0.1 -0.6 -0.7 -0.7 -0.7 -0.7 MXP 0.1 -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 0.0 0.3 0.1 0.5 0.1 1.1 0.2 0.6 0.6 0.4 0.7 0.7 0.7 0.7 NASDAQ_micro -0.3 0.2 0.6 0.0 -0.0 0.1 0.0 0.1 0.0 -0.1 0.4 -0.0 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.2 -0.1 0.5 0.1 -2.7 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.4 -0.4 -0.3 0.4 0.5 0.6 -0.1 0.7 -0.2 NIKKEI 0.5 0.6 0.6 0.1 -0.0 0.2 0.0 0.1 0.1 0.1 0.5 0.2 0.7 0.2 0.2 0.4 0.3 0.3 0.3 0.2 0.2 0.2 0.5 0.2 -2.2 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 -0.2 -0.1 NZD -0.1 -0.4 0.4 -0.0 0.0 0.0 -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 0.1 -0.0 0.0 0.0 0.0 0.1 0.0 0.0 0.0 0.0 0.2 0.4 0.4 0.0 0.1 -0.3 -0.3 -0.1 0.1 OAT -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 0.1 0.1 0.1 0.1 -0.0 0.0 -0.1 0.0 -0.1 0.7 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.6 -0.0 0.1 -0.2 0.1 -0.7 -0.7 0.3 0.1 OATIES 0.2 0.2 -0.5 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 -0.3 0.0 -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 -0.1 -0.1 -0.0 -0.1 0.0 -0.0 -0.0 0.0 0.1 -0.5 -0.2 0.1 0.1 0.4 OJ 0.6 -0.2 -0.6 0.0 -0.0 0.0 -0.0 -0.1 0.0 0.1 0.2 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 0.3 0.0 1.1 -0.2 0.6 0.1 -0.0 0.2 0.3 0.4 0.7 PALLAD 0.2 -0.3 0.3 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.2 0.0 -0.3 -0.0 -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 -0.1 -0.1 -0.2 -0.4 -0.3 -0.2 -0.1 PLAT -0.1 -0.4 0.1 -0.0 0.0 -0.1 0.0 -0.0 -0.0 -0.0 -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 -0.1 -0.1 -0.0 0.1 -0.4 -0.1 0.7 0.1 REDWHEAT -0.3 -0.2 -0.1 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 -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 -1.6 -0.1 -0.1 -0.2 -0.2 -0.3 -0.1 0.2 -0.5 -0.6 -0.6 -0.6 -0.6 -0.7 -0.5 -0.7 RICE 0.1 0.3 0.3 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 0.5 0.0 0.6 0.1 0.2 -0.2 -0.1 -0.3 -0.2 0.2 0.2 -0.0 0.4 0.1 -2.7 0.1 -0.0 0.1 0.0 0.1 0.1 -0.2 0.1 0.6 0.1 0.5 0.1 -0.2 0.4 0.1 ROBUSTA -0.2 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 -0.2 -0.1 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 -0.2 0.0 -0.0 0.1 0.0 0.1 0.0 0.0 0.2 -0.2 -0.3 -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 -0.2 -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 0.0 -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 0.1 -0.0 0.0 -0.1 0.3 0.2 0.2 0.1 -0.7 -0.6 0.5 -0.2 SMI -0.2 0.1 0.5 0.1 -0.0 0.1 0.0 0.1 0.1 0.1 0.3 0.1 0.2 0.1 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 0.1 1.1 0.3 -0.3 -0.1 -0.4 0.2 -0.2 0.4 -0.3 SOFR -0.6 -0.4 0.5 -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 -0.2 -0.6 -0.6 0.0 -0.0 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 -0.5 -0.6 -0.6 -0.6 -0.3 -0.7 -0.3 -0.7 SOYMEAL -0.2 -0.6 -0.6 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.0 -0.3 -0.1 -0.2 -0.1 -0.2 -0.1 0.2 0.1 0.2 -0.2 -0.2 -0.1 -0.2 -0.2 -2.7 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 1.1 -0.3 -0.6 -0.6 -0.6 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.1 -0.1 -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 -0.1 -0.4 -0.1 -2.7 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.5 -0.0 -0.4 -0.4 -0.3 -0.4 -0.2 -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 0.0 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.1 -1.3 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.2 -0.2 -0.2 -0.0 -0.7 -0.3 -0.7 -0.7 SP500_micro -0.2 0.3 0.6 0.1 -0.0 0.1 0.0 0.1 0.1 -0.1 0.5 0.1 0.6 0.2 0.2 -0.3 -0.2 -0.3 -0.2 0.2 0.2 0.0 0.5 0.2 -2.7 0.1 -0.0 0.2 0.0 0.2 0.0 -0.5 -0.3 0.1 0.6 0.6 0.2 -0.1 0.6 -0.2 SUGAR11 0.1 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 -0.1 0.1 -0.0 -2.7 -0.0 -0.0 -0.1 -0.0 0.1 -0.0 1.1 -0.0 -0.2 0.1 -0.6 0.4 -0.1 0.6 0.3 US10 -0.6 -0.3 0.6 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -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 0.1 -0.7 -0.7 -0.5 0.3 US10U -0.5 -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 -0.0 0.0 0.0 0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.1 0.0 -0.0 0.0 -0.1 -0.0 -0.0 0.1 -0.1 0.0 0.1 0.1 -0.7 -0.7 0.3 0.6 US2 -0.6 -0.3 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 -0.2 -0.2 0.1 -0.0 -0.7 -0.7 -0.5 -0.7 US20 -0.4 -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 -0.0 -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 0.1 -0.5 -0.6 0.7 0.7 US5 -0.6 -0.3 0.6 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 -0.1 -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 0.5 0.1 -0.8 -0.1 -0.0 -0.4 -0.0 -0.8 -0.1 0.2 -0.9 0.2 -1.2 -0.2 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 0.1 -0.9 -0.1 NaN -0.1 -0.0 -0.5 -0.0 -1.0 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.5 -0.3 0.2 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 -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 -0.1 -0.1 -0.2 -0.2 -0.1 -0.7 -0.5 -0.6 -0.6 -0.6 -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 -9.1 -15.0 9.2 -1.4 0.9 2.2 -2.3 3.3 -4.0 16.1 -4.0 -0.2 -8.9 -13.7 -4.6 -2.9 -2.8 -2.7 -2.8 -6.7 -2.5 0.1 -4.8 -7.7 2.5 -3.0 2.6 -0.8 -0.2 -1.5 -3.7 -1.2 7.1 -0.3 -9.8 -5.0 -20.0 -10.1 -7.4 1.7 BITCOIN 20.0 3.5 15.3 -5.3 1.8 -4.5 1.6 -2.3 -2.8 17.3 20.0 20.0 20.0 20.0 20.0 -8.1 -6.6 -7.9 -7.6 20.0 20.0 20.0 20.0 20.0 -20.0 8.1 3.8 8.2 9.8 7.0 9.7 -1.8 20.0 20.0 20.0 20.0 -5.9 3.7 11.5 7.9 BOBL -19.0 -20.0 20.0 -0.5 -1.2 0.4 -2.1 -0.5 -2.1 -6.9 1.4 -7.8 -1.0 -8.0 -1.6 -20.0 -17.0 -20.0 -20.0 -3.6 0.9 -9.4 -1.0 -8.5 6.1 -1.1 -3.0 0.4 -3.2 -0.0 -2.8 -20.0 -6.5 -0.6 -7.5 -3.1 -20.0 -20.0 2.1 -20.0 BTP -12.1 -8.0 20.0 -0.9 -2.2 0.8 -3.8 -0.9 -3.8 -5.7 8.9 -8.6 8.5 -11.1 7.3 4.5 6.5 4.9 5.5 5.3 11.3 -4.0 7.7 -2.3 -14.4 2.2 -3.2 4.7 -1.9 3.5 -1.1 11.8 8.4 11.6 -0.0 9.0 -15.9 -20.0 15.8 2.0 BUND -14.7 -17.9 20.0 -0.6 -1.4 0.5 -2.4 -0.6 -2.4 -7.6 2.3 -8.8 -0.9 -9.1 0.0 4.8 4.5 4.1 3.4 -2.1 2.1 -8.0 -0.8 -7.0 4.2 -0.7 -3.4 0.9 -3.1 0.1 -2.6 7.9 -3.3 2.8 -7.1 -0.9 -20.0 -20.0 5.5 -9.8 BUXL -11.3 -14.7 20.0 -0.7 -1.8 0.6 -3.0 -0.7 -3.0 -8.0 2.9 -10.6 -4.4 -11.5 1.2 -0.2 0.5 -0.0 0.2 -1.6 2.2 -6.9 -3.3 -6.5 0.4 -0.4 -3.5 1.1 -2.8 -0.4 -2.4 2.2 2.8 5.4 -7.7 1.7 -20.0 -20.0 4.3 4.0 CAC 11.8 5.2 14.2 7.5 -0.5 6.4 3.7 4.3 6.3 20.0 20.0 20.0 20.0 20.0 20.0 -8.4 -5.6 -8.5 -7.6 20.0 18.6 20.0 16.5 20.0 -9.6 7.8 7.9 6.3 9.0 5.0 8.6 -0.2 20.0 19.9 -5.4 -7.2 -2.3 11.9 1.4 18.0 CAD -7.1 -7.3 11.3 -1.6 1.0 2.6 -2.8 3.9 -4.8 -1.2 -1.2 -8.4 -3.4 -15.9 2.1 -1.9 -2.1 -2.0 -2.1 -1.6 0.9 -5.8 -2.8 -6.0 0.6 -1.0 -2.9 0.5 -4.2 -1.4 -4.1 0.0 -4.7 6.3 -1.7 -4.4 -17.7 -15.0 0.0 -13.9 CANOLA -5.2 -11.3 -20.0 1.4 -1.1 0.3 -1.0 -1.2 0.7 -2.7 -10.1 -7.2 -8.8 -9.2 -10.2 -11.6 -3.0 -10.9 -8.7 -18.1 -18.9 -10.2 -15.9 -14.6 -20.0 -3.9 -2.8 -4.0 -3.4 -3.5 -3.6 -4.0 -8.0 -20.0 -20.0 -20.0 -20.0 -19.2 -13.9 -6.1 CHF -20.0 -20.0 7.4 -1.2 0.7 1.9 -2.0 2.8 -3.4 -2.7 1.1 -11.5 5.4 -14.1 -3.7 -14.3 -15.4 -15.2 -15.5 -9.3 -0.2 -13.8 3.5 -17.3 -4.7 -1.9 -1.2 1.1 -4.5 1.7 -5.1 -20.0 -14.8 -16.1 -5.5 2.2 -20.0 -17.2 -12.3 -19.6 COCOA 13.2 -1.2 -7.2 2.3 -1.8 0.5 -1.6 -2.0 1.1 14.2 17.6 15.4 17.5 16.4 17.2 20.0 6.6 20.0 12.5 20.0 20.0 20.0 20.0 20.0 -20.0 5.8 2.9 5.1 5.1 4.6 6.3 20.0 20.0 20.0 20.0 20.0 16.8 2.9 20.0 20.0 COFFEE -1.9 0.3 18.4 2.6 -2.0 0.5 -1.8 -2.3 1.2 0.7 10.3 0.5 4.8 1.3 9.0 13.7 6.0 10.6 8.1 8.5 11.6 0.2 6.3 2.6 -20.0 3.8 2.6 6.8 0.6 5.3 0.6 17.9 10.2 2.2 -16.5 19.8 -10.3 -20.0 -6.2 -11.1 COPPER -5.7 -5.0 8.4 -4.3 1.4 -3.6 1.3 -1.8 -2.2 18.2 -2.3 6.0 -6.3 -2.9 2.0 -5.1 -4.9 -5.9 -5.8 -0.6 -0.4 16.8 -3.0 2.5 -11.8 -1.8 14.7 -0.7 6.5 -1.1 -1.2 1.1 11.7 -1.0 6.8 15.4 -18.6 -3.8 12.6 1.1 CORN -4.4 -13.9 -11.0 3.4 -2.6 0.7 -2.3 -2.9 1.6 -18.5 -20.0 -20.0 -20.0 -20.0 -20.0 -17.3 -5.1 -13.7 -10.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -8.6 -15.1 -7.0 -14.2 -5.8 -10.5 -7.2 -20.0 -20.0 -20.0 -20.0 -4.5 -20.0 -2.2 0.2 COTTON2 20.0 20.0 6.7 3.4 -2.6 0.7 -2.3 -2.9 1.6 2.4 5.3 14.4 1.1 20.0 17.6 -2.8 -1.9 -5.6 -4.9 20.0 12.8 20.0 0.1 20.0 -20.0 7.5 8.7 3.6 11.4 1.2 10.6 0.0 20.0 20.0 20.0 16.5 -17.3 -14.5 -7.6 0.7 CRUDE_W 3.0 3.2 -6.9 4.1 -4.8 1.7 0.5 2.0 4.9 -2.0 4.0 10.8 7.1 12.0 -3.8 8.8 9.4 8.2 8.7 3.4 2.6 6.9 8.4 8.1 -4.8 2.8 7.5 2.3 8.6 6.5 6.6 -1.1 20.0 -5.2 -14.8 -0.7 20.0 18.7 20.0 20.0 DAX -0.2 2.5 20.0 7.2 -0.4 6.2 3.6 4.2 6.1 15.9 20.0 18.3 20.0 20.0 20.0 -16.4 -11.2 -15.3 -13.4 20.0 20.0 11.2 18.6 14.0 17.5 7.5 3.4 7.9 4.5 6.1 5.3 -9.9 -1.5 -8.0 -10.4 2.7 -2.4 10.6 5.2 20.0 DOW -13.4 -0.4 20.0 5.9 -0.4 5.1 2.9 3.4 5.0 -4.7 19.3 6.1 17.9 14.1 19.6 -13.0 -10.4 -12.6 -11.7 20.0 20.0 1.6 20.0 12.0 -14.2 6.7 -2.7 7.5 -0.2 5.8 3.4 -8.0 -20.0 -6.0 6.8 18.5 -6.4 -4.2 0.5 -10.9 DX 11.9 14.2 -7.9 -1.4 0.9 2.2 -2.3 3.3 -4.0 -14.2 5.2 4.9 -1.8 14.6 3.0 5.7 6.0 5.9 6.0 8.3 2.9 3.8 3.1 11.3 -20.0 2.9 -2.1 0.6 2.0 1.5 4.8 14.1 4.8 20.0 20.0 -20.0 19.6 2.5 20.0 8.5 EUR -9.6 -11.3 3.6 -1.6 1.0 2.5 -2.7 3.8 -4.6 19.4 -6.1 -2.5 2.2 -15.9 -6.0 -6.3 -6.6 -6.1 -6.2 -8.7 -3.8 0.1 -2.6 -9.5 17.5 -2.9 5.4 -0.5 0.2 -0.4 -4.0 -7.3 11.5 -5.1 -1.2 -3.9 -20.0 -13.7 -20.0 -10.6 EURIBOR-ICE -20.0 -20.0 20.0 -0.5 -1.2 0.4 -2.1 -0.5 -2.0 -6.2 4.5 -7.3 2.9 -7.4 2.1 1.4 -3.8 0.7 -1.5 0.3 6.6 -7.3 4.3 -6.2 14.4 0.3 -2.1 2.3 -2.4 1.6 -1.9 -3.5 -3.8 1.0 -3.8 5.2 -20.0 -20.0 6.8 20.0 EUROSTX 15.8 11.0 20.0 7.3 -0.4 6.3 3.6 4.2 6.1 20.0 20.0 20.0 20.0 20.0 20.0 10.6 2.0 8.3 4.5 20.0 20.0 20.0 20.0 20.0 1.7 8.2 4.1 6.8 6.5 5.1 8.0 15.9 14.9 20.0 9.6 5.9 -6.6 12.9 -4.5 20.0 FEEDCOW 20.0 20.0 -7.7 3.3 -2.6 0.7 -2.2 -2.8 1.5 20.0 -2.1 20.0 -0.7 20.0 17.1 -20.0 -20.0 -20.0 -20.0 20.0 7.2 20.0 1.8 20.0 -6.6 5.5 3.0 2.0 4.1 2.6 6.6 -20.0 11.7 20.0 20.0 -7.4 20.0 10.3 20.0 20.0 GASOIL 11.7 15.4 -5.3 3.4 -3.9 1.4 0.4 1.7 4.0 -15.3 8.5 4.5 9.2 13.8 9.8 20.0 20.0 20.0 20.0 13.9 9.6 0.6 11.4 14.0 7.9 4.7 -5.1 3.6 -0.1 4.0 4.5 20.0 -2.6 10.7 5.2 6.8 -11.6 -5.1 -20.0 -11.3 GASOLINE 5.9 13.4 -3.7 3.8 -4.4 1.6 0.4 1.9 4.5 -16.3 1.3 7.3 7.6 13.9 13.1 -4.1 7.0 -16.1 -6.9 12.2 6.3 4.9 7.4 14.2 -20.0 5.2 2.4 2.7 5.9 4.5 7.3 -13.4 20.0 4.5 -0.3 11.9 20.0 13.7 20.0 12.1 GAS_US_mini -15.8 -6.4 -20.0 1.7 -1.4 0.7 0.8 0.8 2.3 -2.6 -9.3 -7.9 -10.2 -9.2 -9.6 -6.0 -17.8 1.0 -9.6 -15.0 -16.3 -10.6 -19.4 -14.1 15.9 -3.3 -3.1 -3.1 -4.1 -2.6 -3.7 -20.0 -20.0 -20.0 -17.1 -15.4 -14.2 0.4 -20.0 -4.0 GBP -10.9 -3.4 9.8 -1.7 1.1 2.7 -2.9 4.1 -5.0 18.4 1.2 -6.5 10.1 -9.9 12.8 -0.4 -0.6 -0.3 -0.4 0.7 6.0 -2.4 5.8 -5.2 2.6 1.3 2.6 3.9 -1.3 2.6 -2.4 2.9 5.8 -1.6 15.3 7.9 -20.0 -4.0 -20.0 5.2 GOLD_micro -6.9 -9.2 6.8 -4.6 1.5 -3.8 1.4 -2.0 -2.4 7.8 9.7 -5.5 7.3 -12.5 -1.3 -15.5 -14.3 -15.0 -14.8 -3.5 3.0 -2.8 5.1 -8.3 -4.6 -1.3 -0.2 2.2 -5.9 3.3 -5.7 -14.7 -20.0 -12.0 7.9 14.8 -20.0 -20.0 -20.0 -14.3 HEATOIL 7.1 12.6 -5.7 3.8 -4.3 1.6 0.4 1.8 4.4 -19.0 4.8 -2.2 6.6 11.4 6.8 20.0 20.0 20.0 20.0 9.3 5.7 -6.4 8.9 8.6 -20.0 5.2 -2.8 3.9 1.2 5.5 5.4 20.0 2.1 5.0 4.7 7.3 14.5 3.5 12.7 -0.7 JGB-SGX-mini -10.3 -3.1 15.4 -0.5 -1.2 0.4 -2.0 -0.5 -2.0 1.1 4.2 -2.9 5.0 -4.4 4.1 6.3 16.3 8.5 11.6 1.3 3.5 -2.0 3.1 -1.8 -4.2 0.3 -0.8 1.1 -1.0 0.4 -1.0 20.0 6.2 3.6 5.6 -0.5 -4.1 -20.0 4.7 11.4 JPY -10.7 -17.7 11.4 -0.9 0.6 1.4 -1.5 2.1 -2.6 -6.5 -10.6 -10.3 -11.6 -12.2 -10.4 -15.4 -16.0 -15.6 -16.0 -11.6 -10.8 -9.3 -15.3 -12.9 20.0 -3.4 -1.7 -3.1 -3.3 -4.7 -4.2 -20.0 -12.4 -6.9 -11.8 -11.9 -15.7 -17.3 -10.8 -20.0 LEANHOG 3.7 19.6 3.7 3.6 -2.8 0.7 -2.4 -3.1 1.7 20.0 -0.3 10.9 -14.2 17.8 14.8 -20.0 -20.0 -20.0 -20.0 13.5 0.1 18.4 -15.4 17.5 19.5 7.1 5.4 3.9 5.1 -2.7 5.8 -20.0 20.0 20.0 20.0 20.0 -11.2 -8.5 4.5 11.9 LIVECOW 20.0 20.0 -11.0 3.3 -2.5 0.7 -2.2 -2.8 1.5 20.0 -1.9 20.0 -0.5 20.0 10.7 -8.2 -8.5 -13.9 -12.1 20.0 2.4 20.0 -0.1 20.0 -3.5 5.0 6.1 1.0 7.8 2.1 8.3 -10.7 20.0 20.0 20.0 -15.6 20.0 1.6 20.0 9.2 LUMBER-new -3.1 -3.2 12.8 3.7 -2.9 0.8 -2.5 -2.4 1.7 5.6 0.4 -0.7 -14.6 0.2 12.3 -18.5 -15.0 -16.3 -15.4 6.0 6.0 4.3 -2.3 2.8 NaN 5.8 16.9 5.5 11.3 1.7 5.4 -19.9 20.0 13.7 -11.9 20.0 -10.1 -20.0 -7.2 -16.7 MILK 20.0 20.0 -3.2 2.0 -1.6 0.4 -1.4 -1.7 0.9 -5.4 -11.4 1.4 -13.5 2.7 -7.8 -20.0 -20.0 -20.0 -20.0 -4.4 -13.7 -1.9 -20.0 0.8 10.6 -0.6 -2.4 -4.3 -0.9 -7.1 1.3 -20.0 -8.7 19.0 3.9 -20.0 -20.0 -20.0 -20.0 -20.0 MXP 1.6 -3.3 8.7 -1.6 1.0 2.6 -2.7 3.9 -4.7 19.6 18.9 20.0 20.0 8.0 18.6 16.4 16.5 16.0 15.7 11.7 17.7 7.9 20.0 7.9 -20.0 6.4 4.5 9.5 5.0 14.7 4.6 20.0 9.0 20.0 20.0 11.2 20.0 20.0 20.0 20.0 NASDAQ_micro -7.8 6.0 18.0 4.5 -0.3 3.8 2.2 2.6 3.8 -12.8 14.1 -1.7 14.2 9.5 13.7 -11.5 -9.9 -11.5 -10.9 18.4 20.0 -6.5 20.0 8.3 -20.0 5.1 -3.9 5.8 -0.9 5.5 2.6 -6.8 -17.5 -10.2 13.5 14.2 18.9 -3.3 20.0 -5.6 NIKKEI 15.8 20.0 17.8 6.6 -0.4 5.7 3.2 3.8 5.6 10.2 20.0 16.9 20.0 20.0 20.0 18.1 13.3 16.9 14.7 20.0 20.0 20.0 20.0 20.0 -16.4 7.7 2.3 6.5 5.7 5.4 7.4 20.0 20.0 18.6 20.0 19.9 -16.8 -4.1 -4.5 -2.1 NZD -2.1 -13.0 12.2 -1.1 0.7 1.8 -1.9 2.8 -3.3 13.9 2.1 11.0 0.2 -7.6 3.5 0.4 0.3 0.3 0.2 0.2 2.3 7.3 -0.1 0.6 0.2 0.3 7.2 1.8 3.9 0.8 0.3 4.1 16.0 12.2 0.1 2.4 -10.5 -9.6 -4.2 3.6 OAT -14.4 -16.1 20.0 -0.7 -1.6 0.6 -2.7 -0.7 -2.7 -7.9 3.5 -9.5 -0.0 -10.0 1.6 4.5 6.5 4.9 5.3 -0.6 4.1 -7.2 0.7 -6.1 5.6 -0.2 -3.6 1.7 -2.9 0.7 -2.3 11.6 -0.6 4.6 -6.5 1.9 -20.0 -20.0 7.6 3.4 OATIES 7.4 4.9 -13.9 1.8 -1.4 0.4 -1.2 -1.5 0.8 -9.3 -10.7 0.4 -8.6 -0.2 -6.0 9.5 -3.6 4.0 -1.7 -4.3 -9.2 -3.1 -8.0 -0.6 -20.0 -0.5 -7.3 -3.1 -3.2 -3.1 0.2 -0.0 -1.9 0.6 2.3 -14.4 -6.4 2.3 2.1 13.4 OJ 20.0 -6.4 -20.0 1.8 -1.4 0.4 -1.2 -1.6 0.8 5.7 5.8 8.5 9.2 8.3 0.6 6.7 16.3 8.5 12.6 7.3 8.1 11.2 15.8 12.1 -20.0 2.2 0.1 3.5 1.9 7.0 2.7 20.0 -6.8 20.0 4.6 -0.9 6.9 10.1 12.8 20.0 PALLAD 5.2 -7.9 9.7 -1.6 0.5 -1.4 0.5 -0.7 -0.9 4.6 -6.5 3.0 -7.8 -4.5 -5.7 -1.9 -2.2 -1.9 -2.0 -5.4 -7.3 2.2 -10.1 -2.2 8.3 -1.9 -0.1 -2.8 -0.4 -3.7 -1.3 6.8 -1.3 -3.0 -1.7 -5.2 -11.6 -8.4 -7.4 -3.7 PLAT -3.2 -12.8 2.7 -2.6 0.9 -2.2 0.8 -1.1 -1.4 -0.9 -5.4 -4.2 -7.4 -9.6 -5.7 -4.0 -3.2 -3.9 -3.6 -5.3 -4.3 -2.5 -4.1 -4.9 10.6 -2.4 -2.4 -1.4 -2.0 -0.9 -2.7 4.6 -3.6 -2.1 -0.2 2.5 -12.0 -4.4 20.0 4.2 REDWHEAT -10.8 -5.3 -3.7 2.8 -2.2 0.6 -1.9 -2.4 1.3 -6.6 -20.0 -14.4 -19.7 -15.8 -16.7 4.6 -0.7 0.6 -0.9 -20.0 -20.0 -20.0 -20.0 -20.0 -11.9 -6.4 -15.0 -6.7 -15.1 -7.0 -9.6 4.5 -20.0 -20.0 -20.0 -20.0 -18.3 -20.0 -15.0 -19.7 RICE 2.7 9.0 10.7 2.7 -2.1 0.6 -1.8 -2.3 1.3 -12.6 17.6 1.2 15.9 10.5 16.5 -10.9 -2.8 -13.0 -9.8 18.1 18.2 -1.3 14.3 11.7 -20.0 5.6 -1.6 4.7 1.8 3.6 5.2 -3.6 3.9 20.0 1.7 15.7 4.1 -5.9 10.9 2.9 ROBUSTA -5.7 20.0 20.0 2.3 -1.8 0.5 -1.5 -2.0 1.1 2.7 16.0 5.8 16.1 13.5 15.8 20.0 20.0 20.0 20.0 20.0 20.0 8.4 20.0 19.2 -20.0 5.9 1.1 6.9 1.4 6.2 3.2 20.0 18.6 16.3 20.0 20.0 -19.1 -16.5 -8.1 1.0 RUSSELL -6.3 -3.6 18.3 3.3 -0.2 2.8 1.6 1.9 2.8 -4.2 6.0 1.4 3.6 0.4 6.7 -6.0 -6.2 -6.2 -6.3 4.9 5.0 0.9 2.4 3.3 -1.8 2.9 -0.4 2.7 1.6 1.6 2.2 0.2 7.2 -6.0 -8.0 -1.9 -20.0 -20.0 -20.0 -20.0 SHATZ -20.0 -20.0 20.0 -0.5 -1.2 0.4 -2.0 -0.5 -2.0 -6.7 -1.8 -7.6 -4.8 -7.8 -4.4 -20.0 -20.0 -20.0 -20.0 -6.5 -2.1 -12.1 -4.1 -11.5 7.8 -1.4 -2.9 -0.1 -3.4 -0.7 -3.0 -20.0 -9.9 -5.7 -8.4 -6.1 -20.0 -20.0 -8.1 -20.0 SILVER-mini 2.2 -9.1 -1.4 -3.6 1.2 -3.0 1.1 -1.5 -1.9 3.4 -5.3 3.7 -2.8 -7.7 -11.0 -6.7 -6.6 -6.9 -6.8 -5.9 -5.4 3.4 -3.3 -2.1 5.2 -2.6 8.5 -2.4 5.6 -1.0 0.2 -1.1 14.5 6.7 6.7 2.4 -20.0 -17.3 13.5 -5.2 SMI -4.8 4.2 15.1 6.1 -0.4 5.3 3.0 3.5 5.2 14.3 11.4 10.5 5.6 5.8 15.9 11.0 6.0 10.5 8.1 9.8 7.9 16.3 3.1 9.9 11.5 5.3 9.4 4.9 7.7 2.1 4.9 20.0 12.5 -8.6 -2.5 -12.6 5.6 -6.0 13.4 -8.0 SOFR -18.8 -12.7 16.6 -0.5 -1.3 0.5 -2.3 -0.5 -2.2 -5.0 3.5 -7.2 0.1 -7.2 2.0 1.6 0.3 1.6 1.0 -2.3 1.0 -8.5 -0.7 -7.5 -1.9 0.2 -3.8 1.4 -4.3 0.3 -2.6 2.5 -6.1 -1.5 2.4 2.0 -20.0 -20.0 -4.8 -2.6 SOYBEAN -6.2 -20.0 -18.8 2.9 -2.2 0.6 -2.0 -2.5 1.3 -11.3 -14.7 -16.4 -2.0 -19.7 -20.0 6.8 14.9 9.6 11.7 -20.0 -20.0 -19.8 -12.2 -20.0 -20.0 -7.0 -8.5 -4.4 -9.0 -1.7 -8.1 20.0 -20.0 -20.0 -20.0 -20.0 -8.6 -20.0 -8.1 -20.0 SOYMEAL -6.8 -20.0 -20.0 2.0 -1.6 0.4 -1.4 -1.8 0.9 -3.5 -12.8 -10.7 -6.7 -13.5 -14.6 -2.9 12.3 3.1 7.7 -20.0 -17.3 -13.2 -7.7 -19.8 -20.0 -5.0 -3.2 -3.4 -4.3 -0.8 -4.9 20.0 -14.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 SOYOIL 2.9 -3.4 -16.0 2.0 -1.5 0.4 -1.3 -1.7 0.9 -12.5 -12.1 -5.8 -9.6 -6.7 -10.6 -5.5 4.4 -3.7 0.1 -12.6 -15.6 -10.9 -13.4 -9.0 -20.0 -3.4 -8.7 -4.3 -5.6 -3.9 -3.0 10.3 -1.6 -13.4 -13.7 -9.2 -11.2 -5.2 -6.5 5.8 SP400 -5.6 1.3 20.0 4.3 -0.3 3.7 2.1 2.4 3.6 -3.2 10.8 3.6 8.2 6.3 11.9 -5.9 -5.3 -5.7 -5.5 9.8 9.8 3.5 6.1 6.9 -10.1 4.3 0.3 4.2 2.5 2.9 3.3 1.8 6.4 -6.6 -7.0 -1.1 -20.0 -9.0 -19.8 -20.0 SP500_micro -5.6 9.7 20.0 5.6 -0.3 4.9 2.8 3.2 4.8 -14.1 18.2 6.8 17.0 14.5 18.5 -12.8 -11.0 -12.6 -12.0 20.0 20.0 2.2 20.0 16.9 -20.0 6.7 -1.7 6.7 1.4 5.4 4.6 -8.7 -11.4 2.1 17.9 18.1 5.8 -3.4 18.9 -6.1 SUGAR11 3.1 9.5 -20.0 2.4 -1.8 0.5 -1.6 -2.0 1.1 -11.9 -3.9 -11.3 7.4 6.7 -3.7 17.8 19.6 20.0 20.0 -2.8 -5.5 -7.9 3.4 -1.1 -20.0 -2.7 -0.2 -3.3 -1.4 1.4 -1.0 20.0 -1.9 -6.5 3.3 -20.0 11.7 -1.5 19.0 9.1 US10 -17.5 -8.1 18.6 -0.5 -1.2 0.4 -2.1 -0.5 -2.1 -6.2 1.6 -7.3 -2.3 -7.0 2.0 -8.9 -8.0 -9.1 -8.6 -2.1 -0.1 -8.1 -3.7 -6.8 1.7 0.3 -3.7 0.9 -4.0 -0.7 -2.3 -12.9 -4.7 -1.1 2.8 1.6 -20.0 -20.0 -16.4 8.2 US10U -15.5 -8.4 18.2 -0.7 -1.7 0.6 -2.9 -0.7 -2.8 -9.6 1.4 -10.5 -3.2 -10.2 2.4 -1.1 0.4 0.5 0.7 -3.1 -0.7 -11.4 -5.6 -9.3 -1.0 0.4 -5.1 1.1 -5.4 -1.1 -3.0 2.4 -6.0 0.6 3.6 2.0 -20.0 -20.0 9.2 19.4 US2 -20.0 -8.4 20.0 -0.5 -1.1 0.4 -1.9 -0.5 -1.9 -5.2 0.2 -6.6 -4.7 -6.4 -0.5 -20.0 -20.0 -20.0 -20.0 -3.2 -0.9 -8.8 -4.8 -8.0 8.7 -0.1 -3.5 0.9 -4.1 -0.7 -2.6 -20.0 -7.0 -6.5 1.9 -0.0 -20.0 -20.0 -15.0 -20.0 US20 -13.5 -8.3 19.9 -0.5 -1.3 0.4 -2.2 -0.5 -2.1 -7.4 1.6 -7.9 -1.7 -7.5 2.5 -0.1 -1.0 -0.2 -0.6 -1.4 0.2 -8.2 -4.0 -6.3 -1.3 0.7 -3.5 1.0 -3.5 -0.8 -1.7 -0.4 -3.6 2.7 3.3 3.8 -20.0 -20.0 20.0 20.0 US30 -9.6 -9.4 17.5 -0.6 -1.5 0.5 -2.6 -0.6 -2.6 -8.9 0.8 -9.5 -3.3 -9.2 2.0 -9.8 -5.8 -8.4 -7.1 -2.4 -1.0 -8.6 -6.1 -7.0 -0.7 0.6 -3.9 0.8 -3.9 -1.5 -2.0 -9.5 -1.1 5.5 2.7 1.9 -15.6 -18.1 20.0 20.0 US5 -20.0 -9.4 19.5 -0.5 -1.2 0.4 -2.0 -0.5 -2.0 -5.7 2.0 -6.9 -2.7 -6.6 1.4 -9.6 -10.2 -10.0 -10.3 -2.5 -0.1 -8.4 -3.2 -7.3 3.7 0.1 -3.7 1.0 -4.1 -0.4 -2.5 -16.5 -6.0 -3.4 2.4 1.1 -20.0 -20.0 -20.0 -6.9 VIX 9.8 1.4 -14.9 -6.9 -0.8 -10.2 -0.6 -14.0 -3.0 11.5 -20.0 9.0 -20.0 -9.9 -20.0 -20.0 -20.0 -20.0 -20.0 -16.8 -20.0 4.4 -20.0 -3.6 NaN -7.9 -1.3 -12.1 -0.6 -16.8 -3.2 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -14.1 -8.3 5.6 2.9 -2.2 0.6 -1.9 -2.5 1.3 -7.2 -19.9 -15.2 -20.0 -18.1 -14.9 -11.5 -10.8 -11.4 -11.2 -19.8 -20.0 -20.0 -20.0 -20.0 -1.2 -5.9 -15.6 -4.5 -16.1 -5.1 -10.4 -12.9 -20.0 -20.0 -20.0 -18.1 -20.0 -20.0 -19.6 -20.0 End of report for caleb_strategy_v3