******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240226_204007 produced at 2024-02-26 21:36:59.674372 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 0.07 0.00 -0.76 0.0 0.00 0.00 0.00 0.00 -10.13 11.0 0 0 caleb_strategy_v3 VIX False False 0.00 -0.08 -0.30 0.0 0.08 -0.08 -0.08 -0.08 -61.06 17.0 -17 -17 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.28 0.0 0.00 0.00 0.00 0.00 -7.91 24.0 0 0 caleb_strategy_v3 US2 False True 0.06 0.00 -0.22 0.0 0.00 0.00 0.00 0.00 -3.47 13.0 0 0 caleb_strategy_v3 CHF False False 0.04 -0.40 -0.16 0.0 0.57 -0.57 -0.40 -0.40 -3.55 13.0 -9 -9 caleb_strategy_v3 JPY False False 0.03 -0.10 -0.11 0.0 0.44 -0.44 -0.10 -0.10 -4.08 17.0 -4 -4 caleb_strategy_v3 BOBL False True 0.04 -0.51 -0.09 0.0 0.00 -0.51 -0.51 -0.51 -2.21 19.0 -13 -13 caleb_strategy_v3 GOLD_micro False False 0.01 -0.19 -0.09 0.0 0.35 -0.35 -0.19 -0.19 -14.37 56.0 -30 -30 caleb_strategy_v3 US5 False False 0.03 -0.30 -0.08 0.0 0.83 -0.83 -0.30 -0.30 -2.36 25.0 -9 -9 caleb_strategy_v3 CORN False False 0.01 -0.07 -0.08 0.0 0.08 -0.08 -0.07 -0.07 -10.83 12.0 -10 -10 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.06 0.0 0.14 -0.14 -0.02 -0.02 -22.92 51.0 -6 -6 caleb_strategy_v3 CAD False False 0.02 0.00 -0.06 0.0 0.66 -0.66 0.00 0.00 -2.68 29.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.03 -0.05 0.0 0.04 -0.04 -0.03 -0.03 -34.27 26.0 -18 -18 caleb_strategy_v3 US10 False False 0.03 0.00 -0.04 0.0 0.58 -0.58 0.00 0.00 -1.25 17.0 0 0 caleb_strategy_v3 COPPER False False 0.03 -0.03 -0.04 0.0 0.18 -0.18 -0.03 -0.03 -1.28 6.0 -1 -1 caleb_strategy_v3 AUD False False 0.02 0.00 -0.04 0.0 0.38 -0.38 0.00 0.00 -2.08 19.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.03 -0.03 0.0 0.07 -0.07 -0.03 -0.03 -3.01 8.0 -3 -3 caleb_strategy_v3 SOYBEAN False False 0.02 -0.03 -0.03 0.0 0.12 -0.12 -0.03 -0.03 -1.99 7.0 -2 -2 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.08 -0.08 -0.04 -0.04 -3.31 9.0 -4 -4 caleb_strategy_v3 EUR False False 0.04 0.00 -0.02 0.0 0.59 -0.59 0.00 0.00 -0.40 14.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 -0.02 0.0 0.06 -0.06 0.00 0.00 -1.97 5.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 0.00 -0.02 0.0 0.21 -0.21 0.00 0.00 -7.39 68.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -4.28 2.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.06 -0.02 0.0 0.08 -0.08 -0.06 -0.06 -2.18 10.0 -7 -7 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.02 0.0 0.18 -0.18 0.00 0.00 -0.19 2.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -2.19 9.0 0 0 caleb_strategy_v3 BUND False True 0.04 -0.04 -0.01 0.0 0.00 -0.04 -0.04 -0.04 -0.28 10.0 -1 -1 caleb_strategy_v3 US10U False False 0.04 0.00 -0.01 0.0 0.46 -0.46 0.00 0.00 -0.37 13.0 0 0 caleb_strategy_v3 BUXL False True 0.04 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.12 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 -0.74 0.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.01 0.0 0.02 -0.02 0.00 0.00 -2.36 3.0 0 0 caleb_strategy_v3 US20 False False 0.04 0.00 -0.00 0.0 0.33 -0.33 0.00 0.00 -0.08 9.0 0 0 caleb_strategy_v3 COFFEE False False 0.02 0.00 -0.00 0.0 0.13 -0.13 0.00 0.00 -0.21 6.0 0 0 caleb_strategy_v3 PLAT False False 0.01 -0.01 -0.00 0.0 0.14 -0.14 -0.01 -0.01 -0.14 10.0 -1 -1 caleb_strategy_v3 US30 False False 0.04 0.00 -0.00 0.0 0.24 -0.24 0.00 0.00 -0.12 6.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.00 0.0 0.14 -0.14 -0.01 -0.01 -0.40 18.0 -1 -1 caleb_strategy_v3 OAT False True 0.04 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.06 10.0 0 0 caleb_strategy_v3 PALLAD False False 0.03 -0.03 -0.00 0.0 0.06 -0.06 -0.03 -0.03 -0.10 2.0 -1 -1 caleb_strategy_v3 ROBUSTA False False 0.01 0.03 0.01 0.0 0.21 -0.21 0.03 0.03 0.74 23.0 3 3 caleb_strategy_v3 BTP False True 0.04 0.08 0.01 0.0 0.08 0.00 0.08 0.08 0.27 10.0 2 2 caleb_strategy_v3 COTTON2 False False 0.01 0.00 0.01 0.0 0.16 -0.16 0.00 0.00 0.91 11.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.06 0.01 0.0 0.40 -0.40 0.06 0.06 1.93 66.0 10 10 caleb_strategy_v3 RICE False False 0.01 0.00 0.02 0.0 0.05 -0.05 0.00 0.00 1.52 4.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.18 0.02 0.0 0.26 -0.26 0.18 0.18 1.59 23.0 16 16 caleb_strategy_v3 GASOLINE False False 0.03 0.13 0.02 0.0 0.13 -0.13 0.13 0.13 0.72 4.0 4 4 caleb_strategy_v3 OJ False False 0.02 0.00 0.02 0.0 0.05 -0.05 0.00 0.00 1.12 3.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.10 0.02 0.0 0.40 -0.40 0.10 0.10 1.17 21.0 5 5 caleb_strategy_v3 COCOA False False 0.02 0.12 0.03 0.0 0.51 -0.51 0.12 0.12 1.43 26.0 6 6 caleb_strategy_v3 HEATOIL False False 0.03 0.00 0.03 0.0 0.10 -0.10 0.00 0.00 1.03 3.0 0 0 caleb_strategy_v3 GBP False False 0.02 0.12 0.04 0.0 0.54 -0.54 0.12 0.12 1.68 22.0 5 5 caleb_strategy_v3 SP500_micro False False 0.01 0.02 0.04 0.0 0.38 -0.38 0.02 0.02 4.85 48.0 3 3 caleb_strategy_v3 DX False False 0.03 0.00 0.05 0.0 999.00 -999.00 0.00 0.00 1.66 999999999.0 0 0 caleb_strategy_v3 GASOIL False False 0.02 0.02 0.05 0.0 0.10 -0.10 0.02 0.02 2.03 4.0 1 1 caleb_strategy_v3 EURIBOR-ICE False False 0.08 0.16 0.06 0.0 0.82 -0.82 0.16 0.16 0.78 10.0 2 2 caleb_strategy_v3 FEEDCOW False False 0.04 0.21 0.06 0.0 0.33 -0.33 0.21 0.21 1.41 8.0 5 5 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.07 0.0 0.00 0.00 0.00 0.00 43.55 59.0 0 0 caleb_strategy_v3 LIVECOW False False 0.02 0.00 0.08 0.0 0.39 -0.39 0.00 0.00 3.55 17.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 0.01 0.08 0.0 0.16 -0.16 0.01 0.01 6.41 13.0 1 1 caleb_strategy_v3 CAC False False 0.03 0.32 0.10 0.0 0.32 -0.32 0.32 0.32 3.69 12.0 12 12 caleb_strategy_v3 SMI False True 0.04 0.28 0.12 0.0 0.28 0.00 0.28 0.28 2.93 9.0 7 7 caleb_strategy_v3 CRUDE_W False False 0.02 0.02 0.13 0.0 0.11 -0.11 0.02 0.02 5.64 5.0 1 1 caleb_strategy_v3 DAX False False 0.01 0.00 0.14 0.0 0.34 -0.34 0.00 0.00 23.17 58.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 0.20 0.15 0.0 0.33 -0.33 0.20 0.20 9.37 20.0 12 12 caleb_strategy_v3 NIKKEI False False 0.01 0.29 0.37 0.0 0.29 -0.29 0.29 0.29 45.77 36.0 36 36 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.30 0.50 0.0 0.30 0.00 0.30 0.30 16.52 16.0 10 10 caleb_strategy_v3 MXP False False 0.01 0.53 0.74 0.0 0.54 -0.54 0.53 0.53 82.44 60.0 59 59 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 24.9 Shocked risk 80.5 Sum abs risk 63.7 Leverage 5.75 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3229399.97, 'annual_cash_vol_target': 807349.9925, 'daily_cash_vol_target': 50459.37453125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0037 0.6541 0.5702 9.1233 BITCOIN 1251.5277 55515.0000 2.2544 36.0703 BOBL 0.2746 116.1400 0.2364 3.7825 BTP 0.5951 117.4300 0.5068 8.1085 BUND 0.5508 132.4300 0.4159 6.6550 BUXL 1.2690 132.2400 0.9596 15.3535 CAC 52.5310 7945.5000 0.6611 10.5783 CAD 0.0028 0.7405 0.3833 6.1336 CANOLA 7.2190 588.7000 1.2263 19.6201 CHF 0.0051 1.1376 0.4493 7.1885 COCOA 116.3431 6347.0000 1.8330 29.3287 COFFEE 3.2638 180.0500 1.8127 29.0037 COPPER 0.0391 3.8575 1.0140 16.2240 CORN 4.5325 456.5000 0.9929 15.8861 COTTON2 1.0804 94.8900 1.1386 18.2168 CRUDE_W 0.9433 73.3400 1.2862 20.5790 DAX 108.6910 17469.0000 0.6222 9.9551 DOW 223.9112 39159.0000 0.5718 9.1488 DX 0.3552 103.3900 0.3435 5.4963 EUR 0.0042 1.0856 0.3883 6.2133 EURIBOR-ICE 0.0518 97.5350 0.0531 0.8504 EUROSTX 33.9344 4876.0000 0.6959 11.1352 FEEDCOW 1.6821 270.2750 0.6224 9.9578 GASOIL 12.1225 803.0000 1.5097 24.1544 GASOLINE 0.0396 2.5204 1.5715 25.1432 GAS_US_mini 0.0871 1.8750 4.6457 74.3306 GBP 0.0054 1.2681 0.4234 6.7748 GOLD_micro 12.1762 2041.4000 0.5965 9.5434 HEATOIL 0.0391 2.5894 1.5089 24.1421 JGB-SGX-mini 0.2515 146.4700 0.1717 2.7472 JPY 0.0000 0.0067 0.5680 9.0880 LEANHOG 1.0248 99.9250 1.0256 16.4094 LIVECOW 1.1717 184.1500 0.6363 10.1807 LUMBER-new 6.1657 587.5000 1.0495 16.7916 MILK 0.2169 18.2600 1.1880 19.0087 MXP 0.0003 0.0583 0.5562 8.8993 NASDAQ_micro 142.0538 18022.0000 0.7882 12.6116 NIKKEI 311.6851 39090.0000 0.7974 12.7576 NZD 0.0037 0.6175 0.6060 9.6963 OAT 0.5446 127.4800 0.4272 6.8352 OATIES 6.0879 349.0000 1.7444 27.9103 OJ 6.9916 376.9000 1.8550 29.6806 PALLAD 27.2479 965.5000 2.8222 45.1544 PLAT 15.0819 884.2000 1.7057 27.2915 REDWHEAT 8.8821 566.0000 1.5693 25.1083 RICE 0.1827 18.6700 0.9786 15.6580 ROBUSTA 42.4627 3013.0000 1.4093 22.5491 RUSSELL 25.9549 2034.3000 1.2759 20.4139 SHATZ 0.0924 105.1250 0.0879 1.4059 SILVER-mini 0.3446 22.7125 1.5171 24.2742 SMI 71.1585 11363.0000 0.6262 10.0197 SOFR 0.0733 96.3200 0.0761 1.2171 SOYBEAN 9.4300 1127.5000 0.8364 13.3818 SOYMEAL 4.2896 331.4000 1.2944 20.7104 SOYOIL 0.6151 45.3200 1.3572 21.7149 SP400 25.7749 2864.5000 0.8998 14.3969 SP500_micro 32.2505 5092.7500 0.6333 10.1322 SUGAR11 0.3172 21.8900 1.4488 23.1816 US10 0.4362 110.2188 0.3958 6.3322 US10U 0.5908 113.8438 0.5189 8.3031 US2 0.1212 102.2930 0.1185 1.8957 US20 0.8507 118.8125 0.7160 11.4564 US30 1.2560 127.2188 0.9873 15.7964 US5 0.2926 106.7500 0.2741 4.3851 VIX 0.4080 15.9000 2.5660 41.0553 WHEAT 8.0813 597.7500 1.3520 21.6312 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 654.10 0.57 372.97 1.00 372.97 50459.37 135.29 -5.92 -80.03 BITCOIN 55.52 2.25 125.15 1.00 125.15 50459.37 403.18 9.97 402.17 BOBL 1161.40 0.24 274.56 1.08 297.22 50459.37 169.77 -12.83 -217.75 BTP 1174.30 0.51 595.11 1.08 644.21 50459.37 78.33 1.03 8.03 BUND 1324.30 0.42 550.83 1.08 596.27 50459.37 84.63 -3.22 -27.27 BUXL 1322.40 0.96 1268.97 1.08 1373.66 50459.37 36.73 -3.33 -12.24 CAC 794.55 0.66 525.31 1.08 568.65 50459.37 88.74 12.19 108.19 CAD 740.45 0.38 283.85 1.00 283.85 50459.37 177.77 -5.82 -103.46 CANOLA 117.74 1.23 144.38 0.74 107.13 50459.37 471.03 -20.00 -942.06 CHF 1422.06 0.45 638.91 1.00 638.91 50459.37 78.98 -17.33 -136.87 COCOA 634.70 1.83 1163.43 1.00 1163.43 50459.37 43.37 15.36 66.61 COFFEE 675.19 1.81 1223.93 1.00 1223.93 50459.37 41.23 -4.36 -17.99 COPPER 964.38 1.01 977.87 1.00 977.87 50459.37 51.60 -2.30 -11.85 CORN 228.25 0.99 226.62 1.00 226.62 50459.37 222.66 -20.00 -445.31 COTTON2 474.45 1.14 540.19 1.00 540.19 50459.37 93.41 4.54 42.39 CRUDE_W 733.40 1.29 943.29 1.00 943.29 50459.37 53.49 9.73 52.05 DAX 174.69 0.62 108.69 1.08 117.66 50459.37 428.86 15.84 679.40 DOW 195.80 0.57 111.96 1.00 111.96 50459.37 450.71 1.84 82.85 DX 1033.90 0.34 355.16 1.00 355.16 50459.37 142.07 4.51 64.01 EUR 1357.06 0.39 526.99 1.00 526.99 50459.37 95.75 -1.60 -15.35 EURIBOR-ICE 2438.38 0.05 129.60 1.08 140.29 50459.37 359.68 0.63 22.78 EUROSTX 487.60 0.70 339.34 1.08 367.34 50459.37 137.36 20.00 274.73 FEEDCOW 1351.38 0.62 841.04 1.00 841.04 50459.37 60.00 7.08 42.48 GASOIL 803.00 1.51 1212.25 1.00 1212.25 50459.37 41.62 11.26 46.85 GASOLINE 1058.57 1.57 1663.49 1.00 1663.49 50459.37 30.33 5.45 16.55 GAS_US_mini 46.88 4.65 217.77 1.00 217.77 50459.37 231.71 -13.66 -316.44 GBP 792.56 0.42 335.59 1.00 335.59 50459.37 150.36 4.31 64.76 GOLD_micro 204.14 0.60 121.76 1.00 121.76 50459.37 414.41 -10.17 -421.39 HEATOIL 1087.55 1.51 1640.98 1.00 1640.98 50459.37 30.75 7.69 23.66 JGB-SGX-mini 146470.00 0.17 25148.89 0.01 167.01 50459.37 302.14 5.05 152.53 JPY 832.12 0.57 472.65 1.00 472.65 50459.37 106.76 -14.73 -157.23 LEANHOG 399.70 1.03 409.93 1.00 409.93 50459.37 123.09 8.57 105.53 LIVECOW 736.60 0.64 468.69 1.00 468.69 50459.37 107.66 9.96 107.25 LUMBER-new 161.56 1.05 169.56 1.00 169.56 50459.37 297.60 -3.71 -110.44 MILK 365.20 1.19 433.87 1.00 433.87 50459.37 116.30 -7.90 -91.84 MXP 291.60 0.56 162.19 1.00 162.19 50459.37 311.11 18.05 561.71 NASDAQ_micro 360.44 0.79 284.11 1.00 284.11 50459.37 177.61 3.84 68.24 NIKKEI 39090.00 0.80 31168.51 0.01 206.98 50459.37 243.79 17.34 422.68 NZD 617.50 0.61 374.22 1.00 374.22 50459.37 134.84 3.34 45.02 OAT 1274.80 0.43 544.60 1.08 589.53 50459.37 85.59 0.22 1.88 OATIES 174.50 1.74 304.40 1.00 304.40 50459.37 165.77 -10.62 -176.01 OJ 565.35 1.86 1048.75 1.00 1048.75 50459.37 48.11 10.83 52.10 PALLAD 965.50 2.82 2724.79 1.00 2724.79 50459.37 18.52 -1.62 -3.00 PLAT 442.10 1.71 754.10 1.00 754.10 50459.37 66.91 -0.60 -4.04 REDWHEAT 283.00 1.57 444.10 1.00 444.10 50459.37 113.62 -20.00 -227.24 RICE 373.40 0.98 365.42 1.00 365.42 50459.37 138.09 4.53 62.51 ROBUSTA 301.30 1.41 424.63 1.00 424.63 50459.37 118.83 5.33 63.39 RUSSELL 101.72 1.28 129.77 1.00 129.77 50459.37 388.82 -5.74 -223.02 SHATZ 1051.25 0.09 92.37 1.08 99.99 50459.37 504.62 -15.45 -779.74 SILVER-mini 567.81 1.52 861.45 1.00 861.45 50459.37 58.58 -3.69 -21.62 SMI 1136.30 0.63 711.58 1.14 808.00 50459.37 62.45 13.76 85.94 SOFR 2408.00 0.08 183.17 1.00 183.17 50459.37 275.48 -6.05 -166.68 SOYBEAN 563.75 0.84 471.50 1.00 471.50 50459.37 107.02 -20.00 -214.04 SOYMEAL 331.40 1.29 428.96 1.00 428.96 50459.37 117.63 -20.00 -235.26 SOYOIL 271.92 1.36 369.04 1.00 369.04 50459.37 136.73 -17.10 -233.81 SP400 2864.50 0.90 2577.49 1.00 2577.49 50459.37 19.58 -2.90 -5.69 SP500_micro 254.64 0.63 161.25 1.00 161.25 50459.37 312.92 6.67 208.78 SUGAR11 245.17 1.45 355.21 1.00 355.21 50459.37 142.05 -1.32 -18.75 US10 1102.19 0.40 436.21 1.00 436.21 50459.37 115.68 -8.54 -98.85 US10U 1138.44 0.52 590.79 1.00 590.79 50459.37 85.41 -3.42 -29.20 US2 2045.86 0.12 242.40 1.00 242.40 50459.37 208.17 -13.15 -273.75 US20 1188.12 0.72 850.72 1.00 850.72 50459.37 59.31 -1.12 -6.65 US30 1272.19 0.99 1256.00 1.00 1256.00 50459.37 40.17 -2.40 -9.63 US5 1067.50 0.27 292.57 1.00 292.57 50459.37 172.47 -10.80 -186.25 VIX 159.00 2.57 407.99 1.00 407.99 50459.37 123.68 -20.00 -247.36 WHEAT 298.88 1.35 404.06 1.00 404.06 50459.37 124.88 -20.00 -249.76 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -80.030 0.010 2.5 -2.076 BITCOIN 402.166 0.043 2.5 43.550 BOBL -217.749 0.004 2.5 -2.208 BTP 8.029 0.014 2.5 0.274 BUND -27.273 0.004 2.5 -0.277 BUXL -12.240 0.004 2.5 -0.124 CAC 108.194 0.014 2.5 3.690 CAD -103.458 0.010 2.5 -2.684 CANOLA -942.057 0.010 2.5 -22.919 CHF -136.872 0.010 2.5 -3.551 COCOA 66.614 0.009 2.5 1.427 COFFEE -17.987 0.005 2.5 -0.210 COPPER -11.851 0.043 2.5 -1.283 CORN -445.312 0.010 2.5 -10.834 COTTON2 42.392 0.009 2.5 0.908 CRUDE_W 52.050 0.043 2.5 5.636 DAX 679.396 0.014 2.5 23.173 DOW 82.851 0.009 2.5 1.925 DX 64.011 0.010 2.5 1.661 EUR -15.351 0.010 2.5 -0.398 EURIBOR-ICE 22.779 0.014 2.5 0.777 EUROSTX 274.728 0.014 2.5 9.371 FEEDCOW 42.479 0.013 2.5 1.408 GASOIL 46.849 0.017 2.5 2.031 GASOLINE 16.545 0.017 2.5 0.717 GAS_US_mini -316.440 0.043 2.5 -34.267 GBP 64.762 0.010 2.5 1.680 GOLD_micro -421.391 0.014 2.5 -14.373 HEATOIL 23.657 0.017 2.5 1.025 JGB-SGX-mini 152.531 0.043 2.5 16.517 JPY -157.234 0.010 2.5 -4.080 LEANHOG 105.532 0.024 2.5 6.414 LIVECOW 107.253 0.013 2.5 3.554 LUMBER-new -110.436 0.009 2.5 -2.362 MILK -91.842 0.009 2.5 -1.967 MXP 561.712 0.059 2.5 82.445 NASDAQ_micro 68.243 0.009 2.5 1.586 NIKKEI 422.681 0.043 2.5 45.771 NZD 45.022 0.010 2.5 1.168 OAT 1.880 0.014 2.5 0.064 OATIES -176.014 0.010 2.5 -4.282 OJ 52.096 0.009 2.5 1.116 PALLAD -2.999 0.014 2.5 -0.102 PLAT -4.039 0.014 2.5 -0.138 REDWHEAT -227.241 0.005 2.5 -3.014 RICE 62.515 0.010 2.5 1.521 ROBUSTA 63.391 0.005 2.5 0.740 RUSSELL -223.019 0.013 2.5 -7.390 SHATZ -779.738 0.004 2.5 -7.907 SILVER-mini -21.616 0.014 2.5 -0.737 SMI 85.938 0.014 2.5 2.931 SOFR -166.680 0.024 2.5 -10.130 SOYBEAN -214.039 0.004 2.5 -1.991 SOYMEAL -235.262 0.004 2.5 -2.188 SOYOIL -233.811 0.004 2.5 -2.177 SP400 -5.686 0.013 2.5 -0.188 SP500_micro 208.778 0.009 2.5 4.852 SUGAR11 -18.750 0.009 2.5 -0.399 US10 -98.845 0.005 2.5 -1.253 US10U -29.201 0.005 2.5 -0.370 US2 -273.750 0.005 2.5 -3.469 US20 -6.646 0.005 2.5 -0.084 US30 -9.628 0.005 2.5 -0.122 US5 -186.250 0.005 2.5 -2.360 VIX -247.358 0.099 2.5 -61.059 WHEAT -249.759 0.005 2.5 -3.313 ===================== Position diags ===================== AUD 3.51 BITCOIN 43.66 BOBL 1.72 BTP 2.67 BUND 0.86 BUXL 0.37 CAC 3.03 CAD 4.61 CANOLA 11.46 CHF 2.05 COCOA 0.93 COFFEE 0.48 COPPER 5.59 CORN 5.42 COTTON2 2.00 CRUDE_W 5.79 DAX 14.63 DOW 10.47 DX 3.69 EUR 2.48 EURIBOR-ICE 12.27 EUROSTX 4.69 FEEDCOW 1.99 GASOIL 1.80 GASOLINE 1.31 GAS_US_mini 25.09 GBP 3.90 GOLD_micro 14.13 HEATOIL 1.33 JGB-SGX-mini 32.72 JPY 2.77 LEANHOG 7.48 LIVECOW 3.57 LUMBER-new 6.36 MILK 2.49 MXP 45.66 NASDAQ_micro 4.13 NIKKEI 26.40 NZD 3.50 OAT 2.92 OATIES 4.03 OJ 1.03 PALLAD 0.63 PLAT 2.28 REDWHEAT 1.51 RICE 3.36 ROBUSTA 1.39 RUSSELL 12.88 SHATZ 5.12 SILVER-mini 2.00 SMI 2.13 SOFR 16.74 SOYBEAN 1.00 SOYMEAL 1.09 SOYOIL 1.27 SP400 0.65 SP500_micro 7.27 SUGAR11 3.02 US10 1.47 US10U 1.08 US2 2.64 US20 0.75 US30 0.51 US5 2.19 VIX 30.53 WHEAT 1.66 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.1 -2.4 -1.7 0.0 0 BITCOIN 43.5 39.2 47.9 0.0 0 BOBL -2.2 -2.4 -2.0 -13.0 -13 BTP 0.3 0.0 0.5 2.0 2 BUND -0.3 -0.4 -0.2 -1.0 -1 BUXL -0.1 -0.2 -0.1 0.0 0 CAC 3.7 3.4 4.0 12.0 12 CAD -2.7 -3.1 -2.2 0.0 0 CANOLA -22.9 -24.1 -21.8 -6.0 -6 CHF -3.6 -3.8 -3.3 -9.0 -9 COCOA 1.4 1.3 1.5 6.0 6 COFFEE -0.2 -0.3 -0.2 0.0 0 COPPER -1.3 -1.8 -0.7 -1.0 -1 CORN -10.8 -11.4 -10.3 -10.0 -10 COTTON2 0.9 0.7 1.1 0.0 0 CRUDE_W 5.6 5.1 6.2 1.0 1 DAX 23.2 21.7 24.6 0.0 0 DOW 1.9 0.9 3.0 10.0 10 DX 1.7 1.3 2.0 NaN 0 EUR -0.4 -0.6 -0.1 0.0 0 EURIBOR-ICE 0.8 -0.4 2.0 2.0 2 EUROSTX 9.4 8.9 9.8 12.0 12 FEEDCOW 1.4 1.2 1.6 5.0 5 GASOIL 2.0 1.9 2.2 1.0 1 GASOLINE 0.7 0.6 0.8 4.0 4 GAS_US_mini -34.3 -36.8 -31.8 -18.0 -18 GBP 1.7 1.3 2.1 5.0 5 GOLD_micro -14.4 -15.8 -13.0 -30.0 -30 HEATOIL 1.0 0.9 1.2 0.0 0 JGB-SGX-mini 16.5 13.2 19.8 10.0 10 JPY -4.1 -4.4 -3.8 -4.0 -4 LEANHOG 6.4 5.7 7.2 1.0 1 LIVECOW 3.6 3.2 3.9 0.0 0 LUMBER-new -2.4 -3.0 -1.7 NaN 0 MILK -2.0 -2.2 -1.7 NaN 0 MXP 82.4 77.9 87.0 59.0 59 NASDAQ_micro 1.6 1.2 2.0 16.0 16 NIKKEI 45.8 43.1 48.4 36.0 36 NZD 1.2 0.8 1.5 5.0 5 OAT 0.1 -0.2 0.4 0.0 0 OATIES -4.3 -4.7 -3.9 NaN 0 OJ 1.1 1.0 1.2 NaN 0 PALLAD -0.1 -0.2 -0.0 -1.0 -1 PLAT -0.1 -0.4 0.1 -1.0 -1 REDWHEAT -3.0 -3.2 -2.9 -3.0 -3 RICE 1.5 1.2 1.9 NaN 0 ROBUSTA 0.7 0.6 0.9 3.0 3 RUSSELL -7.4 -8.7 -6.1 0.0 0 SHATZ -7.9 -8.4 -7.4 NaN 0 SILVER-mini -0.7 -0.9 -0.5 NaN 0 SMI 2.9 2.7 3.1 7.0 7 SOFR -10.1 -11.8 -8.5 NaN 0 SOYBEAN -2.0 -2.1 -1.9 -2.0 -2 SOYMEAL -2.2 -2.3 -2.1 0.0 0 SOYOIL -2.2 -2.3 -2.0 -7.0 -7 SP400 -0.2 -0.3 -0.1 0.0 0 SP500_micro 4.9 4.1 5.6 3.0 3 SUGAR11 -0.4 -0.7 -0.1 -1.0 -1 US10 -1.3 -1.4 -1.1 0.0 0 US10U -0.4 -0.5 -0.3 0.0 0 US2 -3.5 -3.7 -3.2 NaN 0 US20 -0.1 -0.2 -0.0 0.0 0 US30 -0.1 -0.2 -0.1 0.0 0 US5 -2.4 -2.6 -2.1 -9.0 -9 VIX -61.1 -64.1 -58.0 -17.0 -17 WHEAT -3.3 -3.5 -3.1 -4.0 -4 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.0 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.9 3.9 3.9 3.9 MILK 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -0.2 -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 0.1 0.0 -0.3 -0.2 -0.7 -0.3 -0.3 0.0 BITCOIN 0.6 -0.0 0.4 -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 0.1 0.2 0.1 0.3 0.1 -0.1 0.5 0.6 0.6 0.6 -0.2 0.1 0.4 0.2 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 -0.4 -0.4 -0.4 -0.1 -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 -0.1 -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 0.0 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 -2.0 0.0 0.0 0.1 -0.0 0.1 -0.0 0.6 0.2 0.3 0.2 0.3 -0.5 -0.7 0.5 0.1 BUND -0.6 -0.6 0.6 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 -0.0 -0.1 -0.0 0.1 0.1 0.1 0.1 -0.0 0.0 -0.1 -0.0 -0.1 0.5 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.4 -0.1 0.0 -0.2 -0.0 -0.7 -0.7 0.2 -0.3 BUXL -0.4 -0.5 0.6 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.1 -0.2 -0.1 0.0 -0.0 0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 -0.1 0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.1 0.1 0.2 -0.1 0.1 -0.7 -0.7 0.2 0.1 CAC 0.5 0.3 0.5 0.1 0.1 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 -0.2 0.2 0.2 0.2 0.5 0.2 -1.3 0.1 0.1 0.2 0.1 0.2 0.1 -0.0 0.5 0.3 -0.0 -0.2 -0.1 0.4 0.0 0.6 CAD -0.2 -0.3 0.3 -0.0 0.0 0.1 -0.0 0.1 -0.0 0.0 -0.0 -0.1 -0.1 -0.2 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.1 0.1 -0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.0 -0.2 0.1 -0.1 -0.1 -0.5 -0.5 0.0 -0.4 CANOLA -0.1 -0.3 -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 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.3 -0.1 -0.6 -0.6 -0.6 -0.7 -0.7 -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 -0.1 -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 -0.3 -0.6 -0.4 0.1 -0.7 -0.6 -0.4 -0.6 COCOA 0.2 -0.1 -0.4 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.1 0.4 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 -2.6 0.1 0.0 0.1 0.1 0.2 0.1 1.1 0.5 0.6 0.6 0.6 0.5 0.1 0.7 0.7 COFFEE -0.3 -0.0 0.6 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 0.3 -0.1 0.2 -0.0 0.1 0.4 0.1 0.3 0.2 0.1 0.1 -0.1 0.2 -0.0 -2.7 0.0 -0.1 0.2 -0.1 0.2 -0.0 1.0 -0.3 -0.0 -0.6 0.5 -0.3 -0.7 -0.2 -0.4 COPPER -0.1 -0.1 0.3 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.0 0.1 -0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.1 -0.1 0.1 -1.6 -0.0 -0.0 -0.0 0.0 -0.0 0.0 0.1 0.4 -0.0 0.3 0.5 -0.7 -0.1 0.4 0.1 CORN -0.2 -0.4 -0.3 0.0 -0.0 0.0 -0.1 -0.1 -0.0 -0.1 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.1 -0.3 -0.2 -0.2 -0.2 -0.2 -0.5 -0.2 -2.7 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -0.5 -0.5 -0.6 -0.6 -0.6 -0.2 -0.7 -0.1 -0.0 COTTON2 0.6 0.6 0.3 0.0 -0.0 0.0 -0.1 -0.1 -0.0 0.1 0.2 0.2 0.1 0.2 0.2 0.0 -0.0 -0.1 -0.1 0.2 0.2 0.2 0.1 0.2 -2.7 0.1 0.0 0.1 0.1 0.1 0.1 0.0 0.5 0.6 0.6 0.6 -0.6 -0.5 -0.2 0.0 CRUDE_W 0.2 0.1 -0.2 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.0 0.1 0.1 0.3 0.1 -0.0 0.2 0.2 0.2 0.2 0.0 0.0 0.0 0.2 0.1 -0.6 0.0 0.0 0.1 0.1 0.2 0.1 -0.1 0.5 -0.0 -0.4 -0.0 0.7 0.6 0.7 0.7 DAX 0.1 0.1 0.6 0.1 0.1 0.2 0.1 0.1 0.1 0.2 0.5 0.2 0.7 0.2 0.2 -0.3 -0.2 -0.3 -0.3 0.2 0.2 0.2 0.5 0.2 2.3 0.1 0.1 0.2 0.1 0.2 0.1 -0.5 0.3 -0.3 -0.3 0.1 -0.1 0.4 0.1 0.7 DOW -0.3 -0.0 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.5 0.2 0.6 0.2 0.2 -0.3 -0.2 -0.3 -0.2 0.2 0.2 0.1 0.5 0.2 -1.9 0.1 0.0 0.2 0.0 0.2 0.1 -0.4 -0.3 -0.3 0.1 0.6 -0.2 -0.1 0.0 -0.4 DX 0.3 0.5 -0.2 -0.0 0.0 0.1 -0.0 0.1 -0.0 -0.2 0.2 0.0 -0.0 0.1 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 0.0 0.8 -0.1 0.6 0.6 -0.6 0.6 0.1 0.7 0.3 EUR -0.2 -0.4 0.1 -0.0 0.0 0.1 -0.0 0.1 -0.0 0.2 -0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.1 -0.0 2.4 -0.0 0.1 -0.0 0.0 -0.0 -0.0 -0.4 0.4 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 -0.1 -0.1 0.1 -0.7 -0.7 0.2 0.7 EUROSTX 0.5 0.4 0.6 0.1 0.1 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 0.1 0.2 0.1 0.2 0.1 0.9 0.3 0.5 0.4 0.2 -0.2 0.5 -0.2 0.7 FEEDCOW 0.5 0.6 -0.0 0.0 -0.0 0.0 -0.1 -0.1 -0.0 0.2 -0.0 0.2 -0.0 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.1 0.2 0.1 0.2 -0.9 0.1 0.0 0.1 0.0 0.1 0.1 -1.1 0.4 0.6 0.6 -0.1 0.7 0.4 0.7 0.7 GASOIL 0.2 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 0.1 1.0 0.1 -0.0 0.1 -0.0 0.2 0.0 1.1 -0.1 0.1 0.2 0.2 -0.4 -0.2 -0.7 -0.4 GASOLINE 0.2 0.5 -0.1 0.0 -0.0 0.0 -0.0 0.1 0.0 -0.1 0.0 0.1 0.3 0.1 0.1 0.0 0.1 -0.3 -0.1 0.1 0.1 0.0 0.2 0.1 -2.7 0.1 0.0 0.1 0.1 0.2 0.1 -0.7 0.5 0.3 0.1 0.4 0.7 0.5 0.7 0.4 GAS_US_mini -0.3 -0.3 -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 -0.3 -0.4 -0.1 -0.2 -0.1 -0.2 -0.1 -0.5 -0.1 2.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.0 -0.6 -0.6 -0.6 -0.5 0.0 -0.7 -0.1 GBP -0.2 -0.1 0.3 -0.0 0.0 0.1 -0.0 0.2 -0.0 0.2 0.0 0.0 0.4 -0.0 0.1 -0.0 -0.0 -0.0 -0.0 0.0 0.1 0.1 0.2 -0.0 0.3 0.0 0.1 0.1 0.0 0.1 0.0 0.2 0.3 0.2 0.6 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 0.2 0.3 -0.0 0.3 -0.1 -0.0 -0.3 -0.3 -0.3 -0.3 -0.0 0.0 0.0 0.1 -0.0 -0.6 -0.0 0.0 0.1 -0.0 0.1 -0.0 -0.8 -0.3 -0.2 0.2 0.5 -0.7 -0.7 -0.7 -0.5 HEATOIL 0.1 0.4 -0.2 0.0 -0.0 0.0 -0.0 0.1 0.0 -0.1 0.1 -0.0 0.2 0.1 0.1 0.4 0.4 0.4 0.4 0.1 0.1 -0.0 0.2 0.0 -2.7 0.1 0.0 0.1 0.0 0.2 0.1 1.1 0.0 0.2 0.2 0.3 0.5 0.1 0.5 -0.0 JGB-SGX-mini -0.3 -0.2 0.5 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.1 0.1 -0.0 0.2 -0.0 0.0 0.2 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 0.2 0.2 0.0 -0.2 -0.7 0.1 0.4 JPY -0.4 -0.6 0.3 -0.0 0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.3 -0.1 -0.5 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 -0.1 -0.5 -0.2 2.7 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -1.1 -0.2 -0.3 -0.5 -0.4 -0.6 -0.5 -0.4 -0.7 LEANHOG 0.1 0.6 0.1 0.0 -0.0 0.0 -0.1 -0.1 -0.0 0.2 0.0 0.2 -0.5 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.0 0.2 -0.4 0.2 2.6 0.1 0.1 0.1 0.1 -0.1 0.1 -1.1 0.5 0.6 0.6 0.6 -0.3 -0.3 0.2 0.4 LIVECOW 0.6 0.6 -0.2 0.0 -0.0 0.0 -0.1 -0.1 -0.0 0.2 -0.0 0.2 0.0 0.2 0.2 0.1 -0.1 -0.2 -0.2 0.2 0.1 0.2 0.0 0.2 -0.5 0.1 0.0 0.0 0.1 0.1 0.1 -0.4 0.5 0.6 0.6 -0.3 0.7 0.1 0.7 0.3 LUMBER-new -0.0 -0.0 0.5 0.0 -0.1 0.0 -0.1 -0.1 -0.0 0.2 0.0 0.2 -0.6 0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.1 0.1 -0.1 0.1 NaN 0.1 0.1 0.2 0.2 0.1 0.1 -1.2 0.6 0.6 -0.3 0.7 -0.4 -0.8 -0.3 -0.6 MILK 0.4 0.6 -0.0 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.1 -0.3 0.1 -0.5 0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 0.1 -0.5 0.1 1.5 0.0 0.0 -0.1 0.0 -0.3 0.0 -1.1 0.4 0.6 0.3 -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 0.2 -0.0 0.1 0.5 0.2 0.7 0.1 0.2 0.3 0.3 0.3 0.3 0.1 0.2 0.0 0.5 0.1 -2.7 0.1 0.0 0.3 0.0 0.6 0.0 1.1 0.1 0.6 0.6 0.3 0.7 0.7 0.7 0.7 NASDAQ_micro -0.0 0.2 0.6 0.0 0.0 0.1 0.1 0.1 0.1 0.1 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 0.1 -2.7 0.1 0.0 0.2 0.0 0.2 0.0 -0.4 -0.2 -0.3 0.5 0.5 0.6 -0.1 0.7 -0.2 NIKKEI 0.6 0.6 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.5 0.2 0.7 0.2 0.2 0.3 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 -0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.0 0.0 0.0 0.0 0.0 0.1 0.1 0.0 0.0 0.2 0.3 0.6 0.1 0.1 -0.3 -0.3 -0.1 0.1 OAT -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 -0.0 0.0 -0.1 0.7 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.6 0.0 0.1 -0.1 0.1 -0.7 -0.7 0.3 0.1 OATIES 0.1 0.0 -0.5 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.3 -0.0 -0.1 0.2 -0.1 0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -2.7 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 0.1 -0.0 -0.4 -0.2 0.1 0.0 0.4 OJ 0.6 0.1 -0.6 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.1 0.2 0.1 0.4 0.1 0.0 0.1 0.3 0.2 0.2 0.1 0.1 0.1 0.5 0.2 -2.7 0.0 0.0 0.1 0.0 0.3 0.0 1.1 0.5 0.6 0.4 0.1 0.2 0.3 0.4 0.7 PALLAD 0.2 -0.2 0.3 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.2 0.1 -0.3 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.3 -0.0 1.1 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.4 0.1 -0.1 -0.0 -0.1 -0.4 -0.3 -0.3 -0.1 PLAT -0.1 -0.4 0.1 -0.0 -0.0 -0.1 0.0 -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 -0.0 -0.0 -0.1 -0.0 1.4 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.2 -0.1 -0.1 -0.1 0.1 -0.4 -0.1 0.7 0.2 REDWHEAT -0.5 -0.2 -0.3 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 -1.5 -0.1 -0.0 -0.2 -0.1 -0.2 -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 0.0 0.5 0.0 0.6 0.1 0.2 -0.1 -0.1 -0.2 -0.2 0.2 0.2 0.0 0.4 0.1 -2.6 0.1 0.0 0.1 0.0 0.1 0.1 -0.2 0.2 0.6 0.1 0.6 0.2 -0.2 0.4 0.1 ROBUSTA -0.6 0.6 0.6 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 0.4 -0.1 0.6 0.1 0.2 0.4 0.4 0.4 0.4 0.2 0.2 -0.1 0.5 0.1 -2.7 0.1 -0.0 0.2 -0.0 0.2 0.0 1.1 -0.4 0.1 0.6 0.6 -0.7 -0.6 -0.3 0.0 RUSSELL -0.0 -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 -0.3 -0.4 -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 -0.1 -0.1 -0.2 -0.1 -0.1 -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 -0.3 -0.4 -0.3 -0.2 -0.7 -0.7 -0.3 -0.7 SILVER-mini 0.0 -0.2 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.2 -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 -0.0 -0.1 0.0 -0.0 0.0 -0.1 0.0 0.2 0.2 0.1 -0.7 -0.6 0.5 -0.2 SMI 0.0 0.1 0.5 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.4 0.2 0.2 0.1 0.2 0.2 0.1 0.2 0.2 0.1 0.1 0.2 0.1 0.2 1.6 0.1 0.1 0.1 0.1 0.1 0.1 1.1 0.3 -0.6 -0.2 -0.4 0.2 -0.2 0.5 -0.3 SOFR -0.6 -0.5 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 -0.2 -0.1 0.1 0.1 -0.7 -0.7 -0.1 -0.1 SOYBEAN -0.4 -0.6 -0.6 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.2 -0.4 -0.2 -0.1 -0.2 -0.2 0.1 0.3 0.2 0.2 -0.2 -0.2 -0.2 -0.4 -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 -0.4 -0.6 -0.6 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 -0.4 -0.1 -0.3 -0.2 -0.2 -0.1 0.2 0.0 0.1 -0.2 -0.2 -0.2 -0.3 -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 -0.6 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 -0.4 -0.1 -0.4 -0.1 -0.1 -0.1 0.1 -0.1 -0.0 -0.2 -0.2 -0.1 -0.4 -0.1 -2.7 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.5 -0.3 -0.2 -0.5 -0.3 -0.4 -0.2 -0.2 0.2 SP400 0.1 0.1 0.6 0.0 0.0 0.1 0.1 0.1 0.1 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 0.1 0.0 0.1 0.1 0.1 0.1 0.1 -0.2 -0.3 -0.3 -0.0 -0.7 -0.3 -0.6 -0.7 SP500_micro 0.2 0.3 0.6 0.1 0.1 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 0.2 0.5 0.2 -2.7 0.1 0.0 0.2 0.1 0.2 0.1 -0.5 -0.0 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 0.0 -0.0 0.3 0.4 0.4 0.4 -0.1 -0.1 -0.1 0.1 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 1.1 -0.1 -0.1 0.0 -0.6 0.4 -0.0 0.7 0.3 US10 -0.6 -0.4 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 -0.5 0.3 US10U -0.6 -0.4 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 -0.0 0.0 0.0 0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.1 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.1 -0.1 0.0 0.1 0.1 -0.7 -0.7 0.3 0.7 US2 -0.6 -0.4 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 1.2 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -1.1 -0.3 -0.3 0.0 -0.0 -0.7 -0.7 -0.5 -0.7 US20 -0.5 -0.3 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 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.2 0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.1 0.1 0.1 -0.7 -0.7 0.7 0.7 US30 -0.4 -0.3 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 -0.1 -0.2 -0.1 -0.0 -0.0 -0.0 -0.2 -0.1 -0.1 0.0 0.0 0.0 -0.0 -0.1 -0.0 -0.5 0.1 0.3 0.2 0.1 -0.5 -0.6 0.7 0.7 US5 -0.6 -0.4 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 0.5 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.9 -0.2 -0.2 0.1 0.0 -0.7 -0.7 -0.7 -0.2 VIX 0.3 0.2 -0.8 -0.1 -0.1 -0.4 -0.1 -0.8 -0.1 -0.3 -0.9 -0.2 -1.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.1 -0.9 -0.1 NaN -0.1 -0.1 -0.5 -0.1 -0.9 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.5 -0.3 0.0 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 -0.5 -0.1 -0.7 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.5 -0.2 -0.1 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 -0.7 -0.5 -0.6 -0.6 -0.6 -0.7 -0.7 -0.6 -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 -4.7 -15.1 8.1 -1.5 1.0 2.2 -0.9 3.6 -3.2 12.2 -4.1 2.9 -9.4 -11.8 -5.2 -2.9 -2.9 -2.8 -2.8 -6.1 -2.7 1.2 -5.2 -5.3 2.6 -2.9 0.1 -1.0 0.3 -1.7 -2.7 -1.2 4.0 0.5 -9.6 -6.0 -20.0 -10.1 -7.5 1.4 BITCOIN 20.0 -0.4 12.6 -5.1 -2.6 -4.7 0.3 -2.6 -2.2 17.4 20.0 20.0 20.0 20.0 20.0 -8.7 -6.7 -8.2 -7.8 20.0 20.0 20.0 20.0 20.0 -20.0 8.5 8.8 8.3 9.4 7.0 9.6 -2.1 20.0 20.0 20.0 20.0 -6.2 3.0 12.3 7.1 BOBL -20.0 -20.0 17.4 -0.7 -0.3 0.3 -1.4 -0.6 -1.9 -6.5 0.8 -8.0 -1.2 -8.3 -2.8 -20.0 -17.6 -20.0 -20.0 -5.0 -0.0 -9.5 -1.4 -9.6 6.1 -1.4 -2.6 0.1 -3.1 -0.1 -3.0 -20.0 -7.4 -4.2 -7.6 -3.7 -20.0 -20.0 2.3 -20.0 BTP -12.0 -10.1 20.0 -1.3 -0.6 0.5 -2.6 -1.0 -3.5 0.3 8.9 -6.2 8.6 -8.8 6.8 4.5 6.5 4.9 5.4 4.9 10.8 -0.8 7.7 -1.1 -15.0 2.2 0.2 4.9 -0.3 3.9 -0.5 11.6 10.4 10.5 4.8 9.3 -15.3 -20.0 16.4 2.2 BUND -17.2 -19.2 20.0 -0.8 -0.4 0.3 -1.7 -0.7 -2.2 -6.6 1.9 -8.9 -1.0 -9.4 -1.0 4.8 4.5 4.2 3.5 -2.9 1.5 -6.7 -1.0 -7.1 4.1 -1.0 -2.2 0.7 -2.6 0.1 -2.7 7.9 -2.9 1.3 -5.4 -1.0 -19.8 -20.0 6.3 -10.1 BUXL -12.0 -15.3 20.0 -1.1 -0.5 0.4 -2.1 -0.8 -2.9 -5.3 2.8 -10.0 -4.5 -11.3 0.5 -0.3 0.4 -0.1 0.2 -1.8 1.9 -4.1 -3.4 -5.5 0.4 -0.5 -1.6 1.0 -1.7 -0.4 -2.1 2.1 3.8 7.6 -3.9 2.4 -20.0 -20.0 4.8 3.5 CAC 14.6 8.3 14.5 7.8 8.2 6.3 8.5 4.1 8.1 18.7 20.0 20.0 20.0 20.0 20.0 -8.2 -5.6 -8.4 -7.6 20.0 20.0 20.0 17.5 20.0 -9.8 8.2 10.5 6.1 11.6 4.6 10.0 -0.3 20.0 9.1 -1.2 -5.8 -2.8 12.6 0.7 18.5 CAD -6.9 -8.0 10.5 -1.7 1.1 2.5 -1.1 4.2 -3.8 1.2 -1.3 -8.3 -3.5 -15.2 1.0 -2.0 -2.1 -2.0 -2.1 -2.1 0.5 -4.4 -3.0 -5.6 0.4 -1.3 -2.0 0.2 -3.0 -1.5 -3.7 0.0 -10.3 2.5 -1.8 -4.1 -16.5 -14.7 0.7 -13.4 CANOLA -1.6 -9.4 -20.0 1.0 -2.0 0.2 -2.0 -1.3 -0.3 -2.9 -10.0 -7.0 -8.8 -8.9 -10.0 -11.9 -3.2 -11.2 -9.0 -17.7 -18.8 -7.9 -15.9 -13.4 -20.0 -3.9 -0.5 -4.0 -2.3 -3.5 -3.4 -4.9 -6.0 -20.0 -20.0 -20.0 -20.0 -20.0 -15.1 -6.6 CHF -20.0 -20.0 5.9 -1.3 0.8 1.9 -0.8 3.1 -2.8 4.3 0.2 -12.0 4.9 -14.6 -5.8 -14.4 -15.4 -15.2 -15.5 -11.1 -1.5 -11.2 3.2 -17.1 -4.7 -2.4 -1.2 0.7 -3.6 1.7 -5.0 -20.0 -13.4 -19.2 -12.5 2.4 -20.0 -17.1 -11.2 -19.2 COCOA 6.1 -1.8 -12.0 1.6 -5.3 0.3 -3.4 -1.9 -0.2 13.8 16.3 15.0 16.1 15.5 16.0 20.0 7.0 20.0 13.2 20.0 20.0 20.0 18.3 20.0 -19.8 5.5 4.1 4.8 4.8 4.2 5.7 20.0 20.0 20.0 20.0 20.0 14.3 2.5 20.0 20.0 COFFEE -8.3 -1.2 17.4 1.8 -3.8 0.4 -3.8 -2.4 -0.5 -16.2 9.7 -13.4 5.0 -2.7 6.1 18.9 6.7 12.9 9.5 5.2 10.3 -11.2 6.1 -3.8 -20.0 1.9 -8.5 6.0 -6.9 5.2 -3.4 19.1 -12.7 -1.5 -18.6 16.5 -10.2 -20.0 -5.4 -11.4 COPPER -2.3 -2.2 7.9 -4.1 -2.1 -3.8 0.2 -2.1 -1.8 9.0 -1.2 10.6 -6.3 5.2 4.7 -4.9 -4.9 -5.8 -5.7 2.5 0.7 13.0 -2.6 7.2 -12.3 -0.4 -0.0 -0.3 4.5 -1.1 1.5 1.2 18.2 -1.2 8.3 15.9 -19.6 -3.5 12.5 1.9 CORN -5.2 -11.7 -9.6 2.3 -4.7 0.5 -4.8 -3.0 -0.6 -11.6 -20.0 -19.1 -20.0 -20.0 -20.0 -18.6 -5.6 -14.6 -11.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -8.5 -4.5 -6.6 -9.8 -5.1 -10.2 -8.5 -20.0 -20.0 -20.0 -20.0 -4.6 -20.0 -2.4 -0.0 COTTON2 20.0 20.0 9.6 2.3 -4.8 0.5 -4.8 -3.0 -0.7 12.5 7.9 18.0 2.8 20.0 18.9 0.0 -1.6 -4.2 -4.3 20.0 15.4 20.0 1.9 20.0 -20.0 7.8 5.2 4.0 8.8 1.5 10.0 0.2 20.0 20.0 20.0 20.0 -18.2 -14.2 -7.4 1.0 CRUDE_W 5.0 4.5 -6.8 3.9 -1.9 2.0 -0.9 2.3 3.4 -3.7 3.4 10.0 7.3 11.8 -1.0 9.3 9.4 8.5 8.8 3.5 3.0 2.7 8.6 6.2 -4.8 3.7 2.0 2.9 5.3 6.9 6.5 -1.1 20.0 -0.4 -11.6 -0.5 20.0 19.0 20.0 20.0 DAX 3.4 3.4 20.0 7.4 7.8 6.0 8.1 3.9 7.7 20.0 20.0 20.0 20.0 20.0 20.0 -16.4 -11.4 -15.5 -13.6 20.0 20.0 20.0 18.6 20.0 17.4 7.9 12.3 7.4 10.9 5.5 8.3 -10.2 11.7 -9.8 -8.3 3.5 -2.9 11.4 4.4 20.0 DOW -8.3 -0.8 20.0 6.0 6.3 4.8 6.6 3.2 6.3 16.8 19.4 16.7 17.9 17.4 19.8 -13.0 -10.5 -12.7 -11.8 20.0 20.0 16.0 20.0 18.0 -14.0 7.1 3.8 7.6 4.2 5.9 5.1 -8.1 -13.2 -9.2 4.6 17.3 -5.9 -4.3 1.0 -11.7 DX 9.1 15.2 -6.3 -1.5 1.0 2.2 -1.0 3.7 -3.3 -18.6 5.8 0.7 -1.3 11.9 4.2 6.0 6.0 6.0 6.1 8.0 3.5 -1.3 3.6 8.0 -20.0 2.8 -3.6 0.8 -0.5 1.8 3.4 14.1 -2.6 20.0 20.0 -20.0 18.7 2.4 20.0 8.4 EUR -5.3 -11.7 2.5 -1.7 1.1 2.5 -1.1 4.1 -3.7 20.0 -6.4 6.3 1.6 -11.1 -7.4 -6.4 -6.6 -6.2 -6.2 -7.2 -3.9 6.3 -2.8 -4.6 18.2 -2.1 6.9 -0.4 3.5 -0.4 -1.4 -7.3 15.4 4.6 1.2 -3.8 -20.0 -14.0 -20.0 -10.8 EURIBOR-ICE -20.0 -20.0 20.0 -0.7 -0.3 0.3 -1.4 -0.6 -1.9 -6.0 4.1 -7.7 2.9 -7.8 1.1 0.5 -3.7 0.5 -1.5 -1.0 5.7 -8.1 4.1 -7.3 14.4 -0.2 -2.6 2.0 -2.7 1.5 -2.3 -3.5 -5.6 -3.1 -4.5 4.0 -20.0 -20.0 6.8 20.0 EUROSTX 15.1 13.0 19.5 7.5 7.9 6.0 8.2 4.0 7.8 20.0 20.0 20.0 20.0 20.0 20.0 10.4 2.2 8.5 4.8 20.0 20.0 20.0 20.0 20.0 1.5 8.4 8.5 6.7 9.3 4.9 9.1 16.4 12.5 16.0 13.9 7.0 -7.3 13.7 -5.3 20.0 FEEDCOW 14.8 20.0 -1.4 2.3 -4.9 0.5 -4.9 -3.1 -0.7 18.3 -0.8 20.0 -0.1 20.0 19.6 -20.0 -20.0 -20.0 -20.0 20.0 10.3 20.0 3.4 20.0 -6.9 5.9 2.1 2.5 3.6 2.9 6.3 -20.0 15.6 20.0 20.0 -2.4 20.0 11.2 20.0 20.0 GASOIL 7.4 15.9 -4.8 3.2 -1.6 1.6 -0.7 1.9 2.8 -7.5 8.6 1.6 9.6 12.7 10.7 20.0 20.0 20.0 20.0 12.8 10.0 0.2 11.9 10.4 7.9 4.6 -0.1 4.0 -0.1 4.4 3.5 20.0 -2.3 4.1 5.2 7.2 -11.2 -5.4 -20.0 -11.8 GASOLINE 7.6 14.2 -2.8 3.6 -1.8 1.8 -0.8 2.1 3.1 -6.9 1.6 7.6 8.0 13.2 13.5 1.6 7.3 -12.7 -5.6 11.8 6.8 4.9 7.7 11.8 -20.0 5.7 3.3 3.3 5.2 4.7 7.1 -12.5 20.0 10.7 1.7 13.3 20.0 14.0 20.0 12.5 GAS_US_mini -9.3 -8.4 -17.2 1.6 -0.8 0.8 -0.4 0.9 1.4 -1.2 -9.5 -5.9 -10.4 -8.3 -9.5 -15.4 -18.3 -3.6 -11.3 -13.8 -15.8 -5.6 -19.0 -10.4 16.7 -3.5 -1.7 -3.3 -2.8 -2.7 -3.5 -20.0 -1.4 -19.7 -20.0 -17.6 -14.2 0.2 -20.0 -4.4 GBP -7.0 -4.2 9.2 -1.8 1.2 2.7 -1.1 4.4 -4.0 20.0 1.7 3.4 10.1 -3.3 13.6 -0.5 -0.6 -0.4 -0.4 2.2 6.5 6.3 6.3 -0.2 2.6 2.0 6.8 4.1 3.5 2.8 0.3 2.9 11.9 5.1 19.1 8.4 -20.0 -4.3 -20.0 4.5 GOLD_micro -7.2 -9.0 5.7 -4.5 -2.3 -4.2 0.2 -2.3 -2.0 16.7 10.0 -0.3 7.3 -8.3 -1.6 -15.9 -14.4 -15.2 -14.9 -2.7 3.0 3.2 5.3 -4.1 -4.4 -1.5 2.4 1.9 -1.6 3.3 -4.0 -14.9 -12.8 -5.4 7.7 13.9 -20.0 -20.0 -20.0 -14.3 HEATOIL 4.4 12.2 -5.8 3.5 -1.7 1.7 -0.8 2.0 3.0 -9.5 4.3 -4.4 6.7 9.0 7.3 20.0 20.0 20.0 20.0 7.4 5.5 -4.5 8.7 4.6 -20.0 5.3 1.2 4.3 1.7 5.9 4.8 20.0 1.7 5.8 5.6 7.8 15.5 3.8 13.6 -0.3 JGB-SGX-mini -8.0 -5.6 15.2 -0.7 -0.3 0.3 -1.4 -0.6 -1.9 6.7 4.3 -0.4 5.2 -4.1 4.1 9.3 16.3 9.8 12.0 1.4 3.6 0.9 3.3 -0.8 -4.5 0.4 2.2 1.0 0.5 0.4 -0.4 20.0 5.4 7.3 7.1 1.4 -4.6 -20.0 4.2 11.0 JPY -13.7 -19.3 8.4 -1.0 0.6 1.5 -0.6 2.4 -2.2 -12.1 -12.0 -13.0 -12.7 -13.7 -12.2 -15.8 -16.1 -15.8 -16.1 -13.8 -12.9 -10.3 -17.5 -14.4 20.0 -3.9 -2.4 -3.6 -3.6 -5.1 -4.5 -20.0 -10.3 -9.2 -15.7 -12.5 -16.6 -16.4 -11.7 -19.8 LEANHOG 3.1 20.0 4.2 2.5 -5.3 0.5 -5.3 -3.3 -0.7 20.0 1.6 20.0 -13.9 20.0 18.5 -20.0 -20.0 -20.0 -20.0 18.3 2.9 20.0 -14.8 20.0 19.3 8.0 7.0 4.5 7.4 -2.1 7.7 -20.0 20.0 20.0 20.0 20.0 -10.4 -8.6 5.7 12.3 LIVECOW 20.0 20.0 -6.2 2.3 -4.8 0.5 -4.8 -3.0 -0.7 20.0 -0.3 20.0 0.2 20.0 14.8 3.6 -7.4 -8.8 -9.6 20.0 5.8 20.0 1.4 20.0 -4.0 5.8 4.5 1.8 6.7 2.3 8.3 -8.4 20.0 20.0 20.0 -10.6 20.0 2.3 20.0 10.3 LUMBER-new -0.5 -1.2 12.1 2.6 -5.4 0.6 -5.4 -2.6 -0.7 20.0 1.4 14.0 -14.3 7.4 11.7 -18.8 -15.2 -16.8 -15.7 8.0 7.0 10.9 -1.8 7.3 NaN 7.4 11.0 5.8 12.8 2.0 9.4 -20.0 20.0 17.3 -9.3 20.0 -10.2 -20.0 -7.3 -15.9 MILK 13.3 20.0 -1.2 1.4 -3.0 0.3 -3.1 -1.9 -0.4 13.0 -11.3 9.3 -14.0 8.2 -6.1 -20.0 -20.0 -20.0 -20.0 -1.6 -12.8 10.8 -20.0 6.9 11.1 0.3 4.2 -4.1 3.5 -7.5 3.1 -20.0 15.5 20.0 9.1 -20.0 -20.0 -20.0 -20.0 -20.0 MXP 1.1 -3.4 8.0 -1.7 1.1 2.5 -1.1 4.2 -3.8 14.2 19.7 17.0 20.0 7.9 18.9 16.8 16.6 16.2 15.8 11.8 18.5 4.1 20.0 6.8 -20.0 6.3 1.1 9.8 2.4 15.4 3.8 20.0 5.7 20.0 20.0 9.6 20.0 20.0 20.0 20.0 NASDAQ_micro -0.8 5.5 18.1 4.6 4.9 3.7 5.0 2.4 4.8 11.5 14.6 10.7 14.4 12.7 14.5 -11.5 -9.9 -11.5 -10.9 20.0 20.0 9.7 20.0 13.9 -20.0 5.5 2.5 5.9 3.1 5.6 4.1 -6.8 -8.8 -8.2 14.2 14.2 17.0 -3.2 20.0 -5.6 NIKKEI 18.8 20.0 18.1 6.8 7.1 5.5 7.4 3.6 7.1 17.6 20.0 20.0 20.0 20.0 20.0 14.2 13.0 15.6 14.1 20.0 20.0 20.0 20.0 20.0 -16.7 7.8 5.0 6.5 6.9 5.2 7.9 20.0 20.0 20.0 20.0 20.0 -17.5 -4.2 -4.9 -2.5 NZD 2.4 -12.6 12.0 -1.2 0.8 1.8 -0.8 3.0 -2.7 11.7 3.0 13.3 0.3 -2.2 4.4 0.5 0.3 0.3 0.3 2.1 3.1 9.5 0.2 4.2 0.1 1.3 4.1 2.2 5.2 1.0 2.3 4.1 10.6 17.0 2.4 3.0 -10.1 -9.5 -3.7 3.5 OAT -15.7 -17.4 20.0 -0.9 -0.4 0.4 -1.8 -0.7 -2.5 -6.4 3.3 -9.4 -0.0 -10.1 0.8 4.4 6.4 4.8 5.2 -1.3 3.5 -5.4 0.6 -5.9 5.5 -0.5 -1.9 1.5 -2.3 0.7 -2.4 11.4 0.4 3.1 -4.0 1.9 -20.0 -20.0 8.3 3.4 OATIES 2.9 1.5 -14.1 1.4 -4.4 0.3 -2.9 -1.6 -0.2 -11.4 -10.9 -6.3 -8.8 -2.9 -6.2 8.2 -3.5 3.9 -1.5 -5.3 -9.7 -7.5 -8.4 -3.4 -20.0 -1.3 -6.3 -3.2 -5.0 -3.2 -1.7 -0.2 -4.3 2.3 -0.8 -13.5 -7.3 2.0 1.5 13.2 OJ 20.0 2.5 -20.0 1.3 -2.8 0.3 -2.8 -1.7 -0.4 11.1 6.6 11.6 9.9 11.1 2.3 6.6 16.0 8.3 12.3 10.3 10.1 15.3 17.8 15.7 -20.0 2.8 2.3 4.0 3.2 7.6 3.5 20.0 20.0 20.0 12.1 2.8 7.4 9.9 13.2 20.0 PALLAD 7.4 -5.3 9.5 -1.6 -0.8 -1.5 0.1 -0.8 -0.7 5.3 -6.3 4.7 -7.8 -2.6 -5.2 -1.9 -2.2 -1.9 -2.0 -4.6 -7.4 2.4 -10.6 -0.8 8.5 -1.8 0.1 -3.0 0.2 -4.0 -0.8 6.8 4.0 -2.1 -1.0 -4.6 -12.5 -8.7 -8.3 -4.0 PLAT -2.4 -11.1 1.6 -2.4 -1.2 -2.3 0.1 -1.2 -1.1 -3.2 -5.6 -4.9 -7.4 -9.2 -6.0 -4.0 -3.2 -3.9 -3.7 -5.0 -4.3 -3.0 -4.1 -4.4 10.3 -2.2 -2.6 -1.5 -1.3 -1.0 -2.1 4.5 -3.5 -3.4 -2.6 2.1 -12.6 -4.3 20.0 4.8 REDWHEAT -14.1 -6.4 -8.9 2.0 -4.1 0.4 -4.2 -2.6 -0.6 -8.1 -20.0 -15.1 -20.0 -16.4 -17.5 5.7 -0.4 1.4 -0.4 -20.0 -20.0 -20.0 -20.0 -20.0 -11.6 -6.9 -5.5 -6.3 -10.2 -6.1 -9.5 4.6 -20.0 -20.0 -20.0 -20.0 -17.5 -20.0 -13.8 -20.0 RICE 2.5 8.6 10.8 1.9 -4.0 0.4 -4.0 -2.5 -0.5 2.6 17.6 4.5 16.2 11.1 16.5 -7.0 -2.7 -11.3 -9.1 18.1 18.8 4.5 15.0 11.9 -19.9 5.9 0.6 5.1 3.2 3.9 5.4 -3.5 8.5 20.0 4.0 20.0 4.6 -5.5 11.6 3.4 ROBUSTA -18.1 17.7 20.0 1.5 -3.2 0.3 -3.2 -2.0 -0.4 -13.2 15.1 -8.0 15.5 10.3 14.4 20.0 20.0 20.0 20.0 20.0 20.0 -9.0 20.0 8.2 -20.0 5.2 -4.6 6.9 -2.0 6.5 1.5 20.0 -17.5 2.7 20.0 20.0 -20.0 -16.8 -8.6 1.1 RUSSELL -0.7 -2.6 19.4 3.4 3.6 2.7 3.7 1.8 3.6 2.2 6.4 3.5 4.0 2.8 7.0 -6.0 -6.2 -6.2 -6.3 5.7 5.7 3.4 2.9 4.2 -1.8 3.2 2.3 3.0 2.7 1.8 2.9 0.3 -12.0 -11.1 -9.8 -2.9 -20.0 -20.0 -20.0 -20.0 SHATZ -20.0 -20.0 19.1 -0.7 -0.3 0.3 -1.4 -0.5 -1.8 -6.8 -2.8 -7.8 -5.1 -8.0 -5.5 -20.0 -20.0 -20.0 -20.0 -8.4 -3.4 -13.2 -4.7 -13.3 7.8 -1.8 -2.9 -0.4 -3.4 -0.7 -3.2 -20.0 -13.1 -10.9 -10.3 -6.8 -20.0 -20.0 -8.2 -20.0 SILVER-mini 1.4 -7.3 -3.0 -3.4 -1.7 -3.1 0.2 -1.7 -1.5 -3.5 -5.6 -0.7 -3.3 -7.1 -11.4 -6.6 -6.6 -6.8 -6.8 -5.8 -5.5 -2.0 -3.5 -3.2 5.1 -1.7 -0.7 -2.1 2.6 -1.0 1.0 -1.2 1.0 5.0 6.9 2.8 -20.0 -17.4 14.6 -4.6 SMI 0.9 4.5 16.0 6.5 6.8 5.2 7.1 3.4 6.8 14.9 13.2 15.5 6.4 11.6 17.6 11.0 6.1 10.5 8.3 12.5 9.5 17.5 4.0 14.0 12.1 6.1 6.1 5.3 7.7 2.4 6.3 20.0 12.5 -20.0 -4.8 -12.6 6.3 -5.9 14.2 -8.5 SOFR -20.0 -15.6 14.6 -0.8 -0.4 0.3 -1.6 -0.6 -2.1 -0.6 3.2 -7.3 -0.0 -7.6 0.8 1.1 0.3 1.4 0.9 -3.3 0.4 -6.0 -1.0 -7.5 -2.0 -0.4 -0.9 1.0 -2.8 0.2 -2.8 2.3 -6.6 -2.0 2.0 1.7 -20.0 -20.0 -4.1 -2.4 SOYBEAN -11.5 -20.0 -20.0 2.0 -4.2 0.4 -4.2 -2.6 -0.6 -18.5 -16.0 -19.8 -3.1 -20.0 -20.0 6.6 14.7 9.3 11.4 -20.0 -20.0 -20.0 -14.3 -20.0 -20.0 -7.3 -6.7 -4.6 -8.8 -1.9 -8.8 20.0 -20.0 -20.0 -20.0 -20.0 -8.2 -20.0 -7.6 -20.0 SOYMEAL -12.9 -20.0 -20.0 1.4 -3.0 0.3 -3.0 -1.9 -0.4 -13.0 -13.5 -13.9 -7.5 -14.6 -15.1 -4.2 11.8 2.0 6.9 -20.0 -19.8 -19.0 -9.3 -20.0 -20.0 -5.3 -3.2 -3.6 -4.5 -1.0 -5.3 20.0 -14.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 SOYOIL 2.0 -5.4 -18.3 1.4 -3.0 0.3 -3.0 -1.9 -0.4 -11.5 -13.0 -11.6 -10.3 -10.7 -12.2 -5.7 4.1 -4.0 -0.3 -15.4 -17.7 -14.6 -15.1 -13.6 -20.0 -4.4 -4.8 -4.6 -6.5 -4.0 -5.2 9.3 -14.0 -7.6 -14.9 -8.5 -12.1 -5.8 -7.5 5.6 SP400 2.2 2.7 20.0 4.5 4.7 3.6 4.9 2.4 4.6 12.3 11.8 11.8 8.9 10.8 13.1 -6.0 -5.3 -5.8 -5.5 12.1 11.3 10.9 7.1 11.0 -10.3 4.8 3.8 4.3 5.0 3.0 4.8 1.8 -7.3 -8.8 -7.7 -1.5 -20.0 -8.8 -18.3 -20.0 SP500_micro 4.7 9.6 20.0 5.8 6.1 4.7 6.3 3.1 6.0 15.7 18.6 16.6 17.2 17.5 19.1 -12.8 -11.1 -12.7 -12.1 20.0 20.0 20.0 20.0 20.0 -20.0 7.0 3.9 6.6 5.3 5.3 6.2 -8.8 -1.6 2.5 19.4 18.4 5.4 -3.3 18.5 -6.1 SUGAR11 -3.2 10.0 -20.0 1.7 -3.5 0.3 -3.5 -2.2 -0.5 -9.4 -4.5 -13.8 7.2 3.5 -4.6 14.8 19.2 18.8 19.5 -5.0 -6.4 -11.2 3.1 -5.5 -20.0 -3.4 -2.1 -3.7 -3.0 1.3 -2.3 20.0 -2.7 -4.4 1.5 -20.0 12.9 -1.0 20.0 9.7 US10 -20.0 -11.2 17.1 -0.7 -0.3 0.3 -1.4 -0.6 -1.9 -3.5 1.4 -7.4 -2.4 -7.4 0.8 -9.0 -8.0 -9.1 -8.7 -3.1 -0.8 -6.1 -4.0 -7.0 1.8 -0.3 -1.2 0.6 -2.8 -0.7 -2.5 -13.1 -5.8 -1.5 2.8 1.5 -20.0 -20.0 -16.1 8.4 US10U -19.2 -10.9 17.1 -1.0 -0.5 0.4 -2.0 -0.8 -2.7 -2.9 1.1 -10.2 -3.3 -10.4 0.8 -1.5 0.4 0.3 0.5 -4.2 -1.5 -7.3 -6.1 -9.0 -0.9 -0.2 -1.0 0.8 -3.3 -1.2 -3.1 2.1 -5.1 1.2 4.2 2.2 -20.0 -20.0 9.6 20.0 US2 -20.0 -13.0 20.0 -0.7 -0.3 0.3 -1.3 -0.5 -1.8 -6.7 -0.5 -7.5 -4.9 -7.3 -2.1 -20.0 -20.0 -20.0 -20.0 -5.0 -1.9 -9.7 -5.4 -9.8 8.9 -0.8 -2.2 0.4 -3.5 -0.7 -3.1 -20.0 -12.5 -8.8 0.3 -0.7 -19.9 -20.0 -15.1 -20.0 US20 -16.9 -10.6 19.5 -0.7 -0.3 0.3 -1.5 -0.6 -2.0 2.5 1.5 -6.6 -1.7 -7.2 1.5 0.1 -0.9 -0.1 -0.6 -1.9 -0.2 -3.6 -4.2 -5.2 -1.3 0.5 0.3 1.0 -1.3 -0.9 -1.4 -0.4 -0.6 4.6 4.1 4.2 -20.0 -20.0 20.0 20.0 US30 -12.2 -10.3 17.8 -0.9 -0.4 0.4 -1.8 -0.7 -2.4 4.2 0.7 -6.9 -3.3 -8.2 1.2 -9.0 -5.8 -8.3 -7.1 -2.3 -1.2 -1.8 -6.0 -4.6 -0.7 0.6 1.8 0.8 -0.3 -1.6 -1.0 -9.6 4.0 8.9 4.8 2.9 -15.3 -18.4 20.0 20.0 US5 -20.0 -13.1 17.0 -0.7 -0.3 0.3 -1.4 -0.5 -1.9 -5.9 1.5 -7.6 -2.9 -7.4 -0.1 -9.3 -10.2 -9.9 -10.3 -3.9 -0.9 -7.7 -3.6 -8.3 3.8 -0.6 -1.7 0.6 -3.2 -0.4 -2.9 -16.5 -8.8 -4.8 1.7 0.6 -20.0 -20.0 -20.0 -6.8 VIX 5.5 3.7 -14.6 -7.4 -10.3 -10.0 -6.8 -13.6 -5.6 -19.5 -20.0 -10.3 -20.0 -15.0 -20.0 -20.0 -20.0 -20.0 -20.0 -17.6 -20.0 -8.8 -20.0 -8.3 NaN -8.7 -9.9 -12.0 -7.8 -16.4 -6.6 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -15.3 -10.0 0.9 2.0 -4.2 0.4 -4.2 -2.6 -0.6 -6.4 -20.0 -13.6 -20.0 -16.8 -15.5 -11.6 -10.8 -11.5 -11.3 -20.0 -20.0 -19.2 -20.0 -20.0 -0.9 -6.4 -5.2 -4.5 -10.1 -4.5 -9.8 -13.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -17.0 -20.0 End of report for caleb_strategy_v3