******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240229_204003 produced at 2024-02-29 21:37:05.860117 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.77 0.0 0.00 0.00 0.00 0.00 -10.25 11.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.32 0.0 0.00 0.00 0.00 0.00 -9.02 24.0 0 0 caleb_strategy_v3 VIX False False 0.00 -0.08 -0.30 0.0 0.08 -0.08 -0.08 -0.08 -61.48 17.0 -16 -17 caleb_strategy_v3 US2 False True 0.06 0.00 -0.23 0.0 0.00 0.00 0.00 0.00 -3.64 13.0 0 0 caleb_strategy_v3 CHF False False 0.04 -0.40 -0.16 0.0 0.58 -0.58 -0.40 -0.40 -3.66 13.0 -9 -9 caleb_strategy_v3 JPY False False 0.03 -0.13 -0.11 0.0 0.45 -0.45 -0.13 -0.13 -4.12 17.0 -5 -5 caleb_strategy_v3 BOBL False False 0.04 -0.52 -0.10 0.0 0.76 -0.76 -0.52 -0.52 -2.49 19.0 -13 -13 caleb_strategy_v3 CAD False False 0.02 0.00 -0.10 0.0 0.67 -0.67 0.00 0.00 -4.12 29.0 0 0 caleb_strategy_v3 US5 False False 0.03 -0.30 -0.08 0.0 0.84 -0.84 -0.30 -0.37 -2.47 25.0 -9 -11 caleb_strategy_v3 CORN False False 0.01 -0.07 -0.08 0.0 0.09 -0.09 -0.07 -0.07 -10.65 12.0 -10 -10 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.07 0.0 0.14 -0.14 -0.02 -0.02 -23.99 51.0 -6 -6 caleb_strategy_v3 GOLD_micro False False 0.01 -0.21 -0.07 0.0 0.36 -0.36 -0.21 -0.21 -10.70 56.0 -33 -33 caleb_strategy_v3 AUD False False 0.02 0.00 -0.06 0.0 0.39 -0.39 0.00 0.00 -2.83 19.0 0 0 caleb_strategy_v3 COPPER False False 0.03 0.00 -0.06 0.0 0.18 -0.18 0.00 0.00 -1.84 6.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.04 -0.04 0.0 0.12 -0.12 -0.04 -0.04 -2.00 7.0 -2 -2 caleb_strategy_v3 US10 False False 0.03 0.00 -0.04 0.0 0.59 -0.59 0.00 0.00 -1.28 17.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.03 -0.04 0.0 0.04 -0.04 -0.03 -0.03 -27.89 26.0 -18 -18 caleb_strategy_v3 REDWHEAT False False 0.01 -0.03 -0.03 0.0 0.07 -0.07 -0.03 -0.03 -3.00 8.0 -3 -3 caleb_strategy_v3 MILK False False 0.01 0.00 -0.03 0.0 0.06 -0.06 0.00 0.00 -2.72 5.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.08 -0.08 -0.04 -0.04 -3.30 9.0 -4 -4 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -2.26 9.0 0 0 caleb_strategy_v3 EUR False False 0.04 0.00 -0.02 0.0 0.59 -0.59 0.00 0.00 -0.44 14.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 0.00 -0.02 0.0 0.22 -0.22 0.00 0.00 -5.22 68.0 0 0 caleb_strategy_v3 BUND False False 0.04 -0.04 -0.02 0.0 0.45 -0.45 -0.04 -0.04 -0.36 10.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.01 -0.06 -0.02 0.0 0.09 -0.09 -0.06 -0.06 -2.21 10.0 -7 -7 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.66 2.0 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 -1.53 3.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 -0.01 0.0 0.00 -0.00 0.00 0.00 -0.77 0.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.00 -0.01 0.0 0.18 -0.18 0.00 0.00 -0.15 4.0 0 0 caleb_strategy_v3 PALLAD False False 0.03 -0.03 -0.01 0.0 0.06 -0.06 -0.03 -0.03 -0.18 2.0 -1 -1 caleb_strategy_v3 US10U False False 0.04 0.00 -0.01 0.0 0.47 -0.47 0.00 0.00 -0.37 13.0 0 0 caleb_strategy_v3 SP400 False True 0.09 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.08 2.0 0 0 caleb_strategy_v3 OAT False True 0.04 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.16 10.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 -0.00 0.0 0.14 -0.14 0.00 0.00 -0.17 18.0 0 0 caleb_strategy_v3 COFFEE False False 0.02 0.00 -0.00 0.0 0.13 -0.13 0.00 0.00 -0.16 6.0 0 0 caleb_strategy_v3 US20 False False 0.04 0.00 -0.00 0.0 0.34 -0.34 0.00 0.00 -0.07 9.0 0 0 caleb_strategy_v3 PLAT False False 0.01 -0.01 -0.00 0.0 0.14 -0.14 -0.01 -0.01 -0.31 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 -0.10 6.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.08 0.08 -0.00 0.0 0.83 -0.83 0.08 0.00 -0.01 10.0 1 0 caleb_strategy_v3 DOW False True 0.01 0.10 0.00 0.0 0.10 0.00 0.10 0.10 0.35 66.0 17 16 caleb_strategy_v3 NZD False True 0.02 0.10 0.00 0.0 0.10 0.00 0.10 0.10 0.01 21.0 5 5 caleb_strategy_v3 OJ False False 0.02 0.00 0.01 0.0 0.05 -0.05 0.00 0.00 0.60 3.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.81 11.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 0.01 0.0 0.05 -0.05 0.00 0.00 0.47 4.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.03 0.01 0.0 0.22 -0.22 0.03 0.03 0.80 23.0 3 3 caleb_strategy_v3 COCOA False False 0.02 0.10 0.02 0.0 0.50 -0.50 0.10 0.08 0.98 26.0 5 4 caleb_strategy_v3 NASDAQ_micro False True 0.01 0.19 0.02 0.0 0.19 0.00 0.19 0.19 1.49 23.0 17 17 caleb_strategy_v3 BTP False False 0.04 0.08 0.02 0.0 0.40 -0.40 0.08 0.12 0.38 10.0 2 3 caleb_strategy_v3 GBP False False 0.02 0.12 0.03 0.0 0.54 -0.54 0.12 0.12 1.28 22.0 5 5 caleb_strategy_v3 HEATOIL False False 0.03 0.00 0.03 0.0 0.10 -0.10 0.00 0.00 1.01 3.0 0 0 caleb_strategy_v3 GASOLINE False False 0.03 0.13 0.03 0.0 0.13 -0.13 0.13 0.13 1.01 4.0 4 4 caleb_strategy_v3 GASOIL False False 0.02 0.02 0.04 0.0 0.10 -0.10 0.02 0.02 1.63 4.0 1 1 caleb_strategy_v3 SP500_micro False True 0.01 0.03 0.04 0.0 0.03 0.00 0.03 0.03 4.80 48.0 4 4 caleb_strategy_v3 FEEDCOW False False 0.04 0.21 0.04 0.0 0.33 -0.33 0.21 0.21 1.02 8.0 5 5 caleb_strategy_v3 DX False False 0.03 0.00 0.06 0.0 999.00 -999.00 0.00 0.00 1.76 999999999.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.08 0.0 0.00 0.00 0.00 0.00 42.03 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 3.31 17.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 0.01 0.09 0.0 0.16 -0.16 0.01 0.03 7.27 13.0 1 2 caleb_strategy_v3 CAC False False 0.03 0.00 0.11 0.0 0.32 -0.32 0.00 0.19 4.00 12.0 0 7 caleb_strategy_v3 SMI False True 0.04 0.28 0.12 0.0 0.28 0.00 0.28 0.24 3.01 9.0 7 6 caleb_strategy_v3 CRUDE_W False False 0.02 0.07 0.15 0.0 0.11 -0.11 0.07 0.07 6.48 5.0 3 3 caleb_strategy_v3 EUROSTX False True 0.02 0.22 0.16 0.0 0.22 0.00 0.22 0.22 9.63 20.0 13 13 caleb_strategy_v3 DAX False True 0.01 0.00 0.17 0.0 0.00 0.00 0.00 0.00 27.55 58.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.29 0.34 0.0 0.29 -0.29 0.29 0.29 41.51 36.0 36 36 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.31 0.53 0.0 0.31 0.00 0.31 0.31 17.20 16.0 10 10 caleb_strategy_v3 MXP False False 0.01 0.55 0.79 0.0 0.55 -0.55 0.55 0.54 86.18 60.0 60 59 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 24.9 Shocked risk 83.2 Sum abs risk 62.8 Leverage 5.89 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3185237.57, 'annual_cash_vol_target': 796309.3925, 'daily_cash_vol_target': 49769.33703125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0037 0.6498 0.5673 9.0769 BITCOIN 1330.8747 62260.0000 2.1376 34.2017 BOBL 0.2594 117.6700 0.2204 3.5268 BTP 0.5653 117.8100 0.4798 7.6768 BUND 0.5240 132.1600 0.3965 6.3441 BUXL 1.2239 133.0000 0.9202 14.7234 CAC 50.0533 7956.5000 0.6291 10.0654 CAD 0.0028 0.7367 0.3753 6.0054 CANOLA 6.8407 593.3000 1.1530 18.4479 CHF 0.0051 1.1326 0.4475 7.1606 COCOA 139.1026 6088.0000 2.2849 36.5578 COFFEE 3.1930 184.3000 1.7325 27.7203 COPPER 0.0373 3.8630 0.9649 15.4381 CORN 4.5483 463.0000 0.9823 15.7176 COTTON2 1.3381 99.5100 1.3447 21.5148 CRUDE_W 0.9012 73.0000 1.2346 19.7529 DAX 106.0595 17746.0000 0.5977 9.5625 DOW 215.1189 38987.0000 0.5518 8.8283 DX 0.3419 103.7300 0.3296 5.2741 EUR 0.0041 1.0810 0.3827 6.1235 EURIBOR-ICE 0.0481 97.5500 0.0493 0.7884 EUROSTX 32.5757 4898.0000 0.6651 10.6413 FEEDCOW 1.6966 266.5000 0.6366 10.1859 GASOIL 12.2736 787.2500 1.5590 24.9447 GASOLINE 0.0392 2.5305 1.5477 24.7639 GAS_US_mini 0.0879 2.0050 4.3861 70.1782 GBP 0.0053 1.2616 0.4204 6.7258 GOLD_micro 11.6861 2053.6000 0.5691 9.1049 HEATOIL 0.0380 2.5525 1.4889 23.8225 JGB-SGX-mini 0.2456 146.2500 0.1680 2.6874 JPY 0.0000 0.0067 0.5538 8.8615 LEANHOG 0.9897 100.3750 0.9860 15.7767 LIVECOW 1.1769 181.3000 0.6491 10.3859 LUMBER-new 6.0020 590.0000 1.0173 16.2767 MILK 0.2229 17.5700 1.2684 20.2937 MXP 0.0003 0.0585 0.5401 8.6422 NASDAQ_micro 139.4749 18036.5000 0.7733 12.3727 NIKKEI 305.4164 38970.0000 0.7837 12.5395 NZD 0.0039 0.6085 0.6438 10.3014 OAT 0.5184 127.5700 0.4064 6.5024 OATIES 6.0613 362.0000 1.6744 26.7903 OJ 7.5889 354.3000 2.1419 34.2709 PALLAD 26.0536 947.0000 2.7512 44.0188 PLAT 14.6771 883.1000 1.6620 26.5920 REDWHEAT 8.7913 573.7500 1.5323 24.5160 RICE 0.1786 18.4550 0.9679 15.4872 ROBUSTA 42.3734 3103.0000 1.3656 21.8490 RUSSELL 24.8924 2078.6000 1.1976 19.1609 SHATZ 0.0868 105.6350 0.0822 1.3150 SILVER-mini 0.3264 23.1375 1.4108 22.5728 SMI 67.6255 11363.0000 0.5951 9.5222 SOFR 0.0690 96.3500 0.0717 1.1465 SOYBEAN 9.2458 1131.0000 0.8175 13.0798 SOYMEAL 4.1012 330.9000 1.2394 19.8305 SOYOIL 0.5962 45.5800 1.3079 20.9268 SP400 24.4190 2889.6000 0.8451 13.5210 SP500_micro 31.1530 5094.5000 0.6115 9.7840 SUGAR11 0.3544 21.5200 1.6467 26.3477 US10 0.4154 110.4531 0.3761 6.0171 US10U 0.5625 114.1562 0.4927 7.8840 US2 0.1155 102.3711 0.1129 1.8056 US20 0.8125 119.2500 0.6813 10.9013 US30 1.2066 127.8438 0.9438 15.1005 US5 0.2789 106.9141 0.2608 4.1734 VIX 0.3996 15.8000 2.5294 40.4697 WHEAT 7.9955 600.5000 1.3315 21.3035 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 649.85 0.57 368.66 1.00 368.66 49769.34 135.00 -8.08 -109.05 BITCOIN 62.26 2.14 133.09 1.00 133.09 49769.34 373.96 10.38 388.17 BOBL 1176.70 0.22 259.38 1.08 280.73 49769.34 177.28 -13.84 -245.30 BTP 1178.10 0.48 565.25 1.08 611.80 49769.34 81.35 1.37 11.16 BUND 1321.60 0.40 524.02 1.08 567.17 49769.34 87.75 -4.01 -35.17 BUXL 1330.00 0.92 1223.88 1.08 1324.67 49769.34 37.57 -4.04 -15.18 CAC 795.65 0.63 500.53 1.08 541.75 49769.34 91.87 12.75 117.13 CAD 736.70 0.38 276.51 1.00 276.51 49769.34 179.99 -8.83 -158.92 CANOLA 118.66 1.15 136.81 0.74 100.93 49769.34 493.13 -20.00 -986.26 CHF 1415.69 0.45 633.57 1.00 633.57 49769.34 78.55 -17.96 -141.08 COCOA 608.80 2.28 1391.03 1.00 1391.03 49769.34 35.78 12.83 45.91 COFFEE 691.12 1.73 1197.39 1.00 1197.39 49769.34 41.56 -3.20 -13.28 COPPER 965.75 0.96 931.83 1.00 931.83 49769.34 53.41 -3.18 -16.97 CORN 231.50 0.98 227.41 1.00 227.41 49769.34 218.85 -20.00 -437.70 COTTON2 497.55 1.34 669.04 1.00 669.04 49769.34 74.39 5.06 37.61 CRUDE_W 730.00 1.23 901.23 1.00 901.23 49769.34 55.22 10.84 59.87 DAX 177.46 0.60 106.06 1.08 114.79 49769.34 433.56 18.63 807.66 DOW 194.94 0.55 107.56 1.00 107.56 49769.34 462.71 0.32 14.96 DX 1037.30 0.33 341.92 1.00 341.92 49769.34 145.56 4.67 68.02 EUR 1351.31 0.38 517.17 1.00 517.17 49769.34 96.23 -1.77 -17.02 EURIBOR-ICE 2438.75 0.05 120.16 1.08 130.06 49769.34 382.67 -0.01 -0.21 EUROSTX 489.80 0.67 325.76 1.08 352.58 49769.34 141.16 20.00 282.31 FEEDCOW 1332.50 0.64 848.29 1.00 848.29 49769.34 58.67 5.23 30.66 GASOIL 787.25 1.56 1227.36 1.00 1227.36 49769.34 40.55 9.29 37.68 GASOLINE 1062.81 1.55 1644.96 1.00 1644.96 49769.34 30.26 7.69 23.27 GAS_US_mini 50.12 4.39 219.86 1.00 219.86 49769.34 226.37 -11.38 -257.52 GBP 788.50 0.42 331.45 1.00 331.45 49769.34 150.15 3.28 49.30 GOLD_micro 205.36 0.57 116.86 1.00 116.86 49769.34 425.88 -7.36 -313.64 HEATOIL 1072.05 1.49 1596.18 1.00 1596.18 49769.34 31.18 7.45 23.24 JGB-SGX-mini 146250.00 0.17 24564.49 0.01 163.04 49769.34 305.26 5.20 158.86 JPY 835.88 0.55 462.95 1.00 462.95 49769.34 107.51 -14.78 -158.90 LEANHOG 401.50 0.99 395.90 1.00 395.90 49769.34 125.71 9.51 119.60 LIVECOW 725.20 0.65 470.74 1.00 470.74 49769.34 105.73 9.45 99.95 LUMBER-new 162.25 1.02 165.06 1.00 165.06 49769.34 301.53 -2.37 -71.41 MILK 351.40 1.27 445.70 1.00 445.70 49769.34 111.67 -11.36 -126.88 MXP 292.45 0.54 157.96 1.00 157.96 49769.34 315.07 18.64 587.19 NASDAQ_micro 360.73 0.77 278.95 1.00 278.95 49769.34 178.42 3.59 64.01 NIKKEI 38970.00 0.78 30541.64 0.01 202.71 49769.34 245.52 15.61 383.37 NZD 608.50 0.64 391.77 1.00 391.77 49769.34 127.04 0.02 0.25 OAT 1275.70 0.41 518.45 1.08 561.14 49769.34 88.69 -0.54 -4.78 OATIES 181.00 1.67 303.07 1.00 303.07 49769.34 164.22 -9.15 -150.30 OJ 531.45 2.14 1138.33 1.00 1138.33 49769.34 43.72 6.45 28.20 PALLAD 947.00 2.75 2605.36 1.00 2605.36 49769.34 19.10 -2.70 -5.15 PLAT 441.55 1.66 733.85 1.00 733.85 49769.34 67.82 -1.33 -9.02 REDWHEAT 286.88 1.53 439.56 1.00 439.56 49769.34 113.22 -20.00 -226.45 RICE 369.10 0.97 357.27 1.00 357.27 49769.34 139.30 1.38 19.25 ROBUSTA 310.30 1.37 423.73 1.00 423.73 49769.34 117.45 5.82 68.33 RUSSELL 103.93 1.20 124.46 1.00 124.46 49769.34 399.88 -3.94 -157.57 SHATZ 1056.35 0.08 86.82 1.08 93.97 49769.34 529.65 -16.80 -889.92 SILVER-mini 578.44 1.41 816.06 1.00 816.06 49769.34 60.99 -3.70 -22.58 SMI 1136.30 0.60 676.25 1.14 767.95 49769.34 64.81 13.62 88.24 SOFR 2408.75 0.07 172.60 1.00 172.60 49769.34 288.36 -5.85 -168.59 SOYBEAN 565.50 0.82 462.29 1.00 462.29 49769.34 107.66 -20.00 -215.32 SOYMEAL 330.90 1.24 410.12 1.00 410.12 49769.34 121.35 -20.00 -242.71 SOYOIL 273.48 1.31 357.69 1.00 357.69 49769.34 139.14 -17.06 -237.32 SP400 2889.60 0.85 2441.90 1.00 2441.90 49769.34 20.38 -1.14 -2.31 SP500_micro 254.72 0.61 155.76 1.00 155.76 49769.34 319.52 6.46 206.38 SUGAR11 241.02 1.65 396.90 1.00 396.90 49769.34 125.39 -0.62 -7.77 US10 1104.53 0.38 415.38 1.00 415.38 49769.34 119.82 -8.43 -101.06 US10U 1141.56 0.49 562.50 1.00 562.50 49769.34 88.48 -3.31 -29.26 US2 2047.42 0.11 231.06 1.00 231.06 49769.34 215.40 -13.34 -287.40 US20 1192.50 0.68 812.49 1.00 812.49 49769.34 61.26 -0.93 -5.71 US30 1278.44 0.94 1206.57 1.00 1206.57 49769.34 41.25 -2.00 -8.26 US5 1069.14 0.26 278.87 1.00 278.87 49769.34 178.47 -10.90 -194.54 VIX 158.00 2.53 399.64 1.00 399.64 49769.34 124.54 -20.00 -249.07 WHEAT 300.25 1.33 399.77 1.00 399.77 49769.34 124.49 -20.00 -248.99 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -109.050 0.010 2.5 -2.829 BITCOIN 388.169 0.043 2.5 42.034 BOBL -245.300 0.004 2.5 -2.487 BTP 11.158 0.014 2.5 0.381 BUND -35.166 0.004 2.5 -0.357 BUXL -15.175 0.004 2.5 -0.154 CAC 117.128 0.014 2.5 3.995 CAD -158.925 0.010 2.5 -4.123 CANOLA -986.263 0.010 2.5 -23.995 CHF -141.084 0.010 2.5 -3.661 COCOA 45.906 0.009 2.5 0.983 COFFEE -13.285 0.005 2.5 -0.155 COPPER -16.970 0.043 2.5 -1.838 CORN -437.698 0.010 2.5 -10.649 COTTON2 37.606 0.009 2.5 0.805 CRUDE_W 59.871 0.043 2.5 6.483 DAX 807.660 0.014 2.5 27.548 DOW 14.964 0.009 2.5 0.348 DX 68.019 0.010 2.5 1.765 EUR -17.023 0.010 2.5 -0.442 EURIBOR-ICE -0.212 0.014 2.5 -0.007 EUROSTX 282.312 0.014 2.5 9.629 FEEDCOW 30.662 0.013 2.5 1.016 GASOIL 37.677 0.017 2.5 1.633 GASOLINE 23.268 0.017 2.5 1.009 GAS_US_mini -257.518 0.043 2.5 -27.886 GBP 49.304 0.010 2.5 1.279 GOLD_micro -313.637 0.014 2.5 -10.698 HEATOIL 23.240 0.017 2.5 1.007 JGB-SGX-mini 158.862 0.043 2.5 17.203 JPY -158.901 0.010 2.5 -4.123 LEANHOG 119.597 0.024 2.5 7.268 LIVECOW 99.947 0.013 2.5 3.312 LUMBER-new -71.413 0.009 2.5 -1.527 MILK -126.878 0.009 2.5 -2.717 MXP 587.189 0.059 2.5 86.184 NASDAQ_micro 64.009 0.009 2.5 1.488 NIKKEI 383.374 0.043 2.5 41.515 NZD 0.250 0.010 2.5 0.006 OAT -4.776 0.014 2.5 -0.163 OATIES -150.299 0.010 2.5 -3.657 OJ 28.197 0.009 2.5 0.604 PALLAD -5.154 0.014 2.5 -0.176 PLAT -9.022 0.014 2.5 -0.308 REDWHEAT -226.448 0.005 2.5 -3.004 RICE 19.250 0.010 2.5 0.468 ROBUSTA 68.325 0.005 2.5 0.798 RUSSELL -157.571 0.013 2.5 -5.222 SHATZ -889.922 0.004 2.5 -9.024 SILVER-mini -22.580 0.014 2.5 -0.770 SMI 88.237 0.014 2.5 3.010 SOFR -168.593 0.024 2.5 -10.246 SOYBEAN -215.317 0.004 2.5 -2.003 SOYMEAL -242.707 0.004 2.5 -2.257 SOYOIL -237.322 0.004 2.5 -2.209 SP400 -2.314 0.013 2.5 -0.077 SP500_micro 206.381 0.009 2.5 4.796 SUGAR11 -7.769 0.009 2.5 -0.165 US10 -101.064 0.005 2.5 -1.281 US10U -29.261 0.005 2.5 -0.371 US2 -287.396 0.005 2.5 -3.642 US20 -5.713 0.005 2.5 -0.072 US30 -8.262 0.005 2.5 -0.105 US5 -194.543 0.005 2.5 -2.465 VIX -249.072 0.099 2.5 -61.482 WHEAT -248.988 0.005 2.5 -3.303 ===================== Position diags ===================== AUD 3.50 BITCOIN 40.50 BOBL 1.80 BTP 2.77 BUND 0.89 BUXL 0.38 CAC 3.13 CAD 4.67 CANOLA 12.00 CHF 2.04 COCOA 0.77 COFFEE 0.49 COPPER 5.78 CORN 5.32 COTTON2 1.59 CRUDE_W 5.98 DAX 14.79 DOW 10.75 DX 3.78 EUR 2.50 EURIBOR-ICE 13.05 EUROSTX 4.81 FEEDCOW 1.94 GASOIL 1.76 GASOLINE 1.31 GAS_US_mini 24.51 GBP 3.90 GOLD_micro 14.53 HEATOIL 1.35 JGB-SGX-mini 33.06 JPY 2.79 LEANHOG 7.64 LIVECOW 3.50 LUMBER-new 6.45 MILK 2.39 MXP 46.24 NASDAQ_micro 4.15 NIKKEI 26.59 NZD 3.30 OAT 3.03 OATIES 4.00 OJ 0.94 PALLAD 0.65 PLAT 2.31 REDWHEAT 1.50 RICE 3.39 ROBUSTA 1.37 RUSSELL 13.25 SHATZ 5.37 SILVER-mini 2.08 SMI 2.21 SOFR 17.52 SOYBEAN 1.00 SOYMEAL 1.13 SOYOIL 1.30 SP400 0.68 SP500_micro 7.43 SUGAR11 2.67 US10 1.52 US10U 1.12 US2 2.73 US20 0.78 US30 0.52 US5 2.26 VIX 30.74 WHEAT 1.65 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.8 -3.2 -2.5 0.0 0 BITCOIN 42.0 38.0 46.1 0.0 0 BOBL -2.5 -2.7 -2.3 -13.0 -13 BTP 0.4 0.1 0.7 2.0 2 BUND -0.4 -0.4 -0.3 -1.0 -1 BUXL -0.2 -0.2 -0.1 0.0 0 CAC 4.0 3.7 4.3 0.0 0 CAD -4.1 -4.6 -3.7 0.0 0 CANOLA -24.0 -25.2 -22.8 -6.0 -6 CHF -3.7 -3.9 -3.5 -9.0 -9 COCOA 1.0 0.9 1.1 5.0 5 COFFEE -0.2 -0.2 -0.1 0.0 0 COPPER -1.8 -2.4 -1.3 0.0 0 CORN -10.6 -11.2 -10.1 -10.0 -10 COTTON2 0.8 0.6 1.0 0.0 0 CRUDE_W 6.5 5.9 7.1 3.0 3 DAX 27.5 26.1 29.0 0.0 0 DOW 0.3 -0.7 1.4 17.0 17 DX 1.8 1.4 2.1 NaN 0 EUR -0.4 -0.7 -0.2 0.0 0 EURIBOR-ICE -0.0 -1.3 1.3 1.0 1 EUROSTX 9.6 9.1 10.1 13.0 13 FEEDCOW 1.0 0.8 1.2 5.0 5 GASOIL 1.6 1.5 1.8 1.0 1 GASOLINE 1.0 0.9 1.1 4.0 4 GAS_US_mini -27.9 -30.3 -25.4 -18.0 -18 GBP 1.3 0.9 1.7 5.0 5 GOLD_micro -10.7 -12.2 -9.2 -33.0 -33 HEATOIL 1.0 0.9 1.1 0.0 0 JGB-SGX-mini 17.2 13.9 20.5 10.0 10 JPY -4.1 -4.4 -3.8 -5.0 -5 LEANHOG 7.3 6.5 8.0 1.0 1 LIVECOW 3.3 3.0 3.7 0.0 0 LUMBER-new -1.5 -2.2 -0.9 NaN 0 MILK -2.7 -3.0 -2.5 NaN 0 MXP 86.2 81.6 90.8 60.0 60 NASDAQ_micro 1.5 1.1 1.9 17.0 17 NIKKEI 41.5 38.9 44.2 36.0 36 NZD 0.0 -0.3 0.3 5.0 5 OAT -0.2 -0.5 0.1 0.0 0 OATIES -3.7 -4.1 -3.3 NaN 0 OJ 0.6 0.5 0.7 NaN 0 PALLAD -0.2 -0.2 -0.1 -1.0 -1 PLAT -0.3 -0.5 -0.1 -1.0 -1 REDWHEAT -3.0 -3.2 -2.9 -3.0 -3 RICE 0.5 0.1 0.8 NaN 0 ROBUSTA 0.8 0.7 0.9 3.0 3 RUSSELL -5.2 -6.5 -3.9 0.0 0 SHATZ -9.0 -9.6 -8.5 NaN 0 SILVER-mini -0.8 -1.0 -0.6 NaN 0 SMI 3.0 2.8 3.2 7.0 7 SOFR -10.2 -12.0 -8.5 NaN 0 SOYBEAN -2.0 -2.1 -1.9 -2.0 -2 SOYMEAL -2.3 -2.4 -2.1 0.0 0 SOYOIL -2.2 -2.3 -2.1 -7.0 -7 SP400 -0.1 -0.1 -0.0 0.0 0 SP500_micro 4.8 4.1 5.5 4.0 4 SUGAR11 -0.2 -0.4 0.1 0.0 0 US10 -1.3 -1.4 -1.1 0.0 0 US10U -0.4 -0.5 -0.3 0.0 0 US2 -3.6 -3.9 -3.4 NaN 0 US20 -0.1 -0.2 0.0 0.0 0 US30 -0.1 -0.2 -0.1 0.0 0 US5 -2.5 -2.7 -2.2 -9.0 -9 VIX -61.5 -64.6 -58.4 -16.0 -16 WHEAT -3.3 -3.5 -3.1 -4.0 -4 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.0 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.9 3.9 3.9 3.9 MILK 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -0.1 -0.5 0.2 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 -0.1 -0.0 -0.4 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.2 -0.1 0.4 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.2 -0.0 -0.3 -0.2 -0.7 -0.3 -0.3 0.0 BITCOIN 0.6 0.2 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 0.2 0.2 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 0.4 -0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.0 -0.4 -0.4 -0.4 -0.4 -0.1 -0.0 -0.1 -0.1 -0.1 0.8 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.1 -0.3 -0.3 -0.3 -0.1 -0.7 -0.7 0.1 -0.7 BTP -0.3 -0.3 0.6 -0.0 0.0 0.0 -0.0 -0.0 -0.0 0.0 0.2 -0.0 0.3 -0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.2 -0.0 -2.1 0.0 0.0 0.1 0.0 0.2 -0.0 0.6 0.0 0.4 0.3 0.3 -0.5 -0.7 0.6 0.1 BUND -0.5 -0.6 0.6 -0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 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 -0.2 -0.1 -0.2 -0.1 -0.6 -0.7 0.2 -0.3 BUXL -0.3 -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 0.6 0.4 0.5 0.1 0.0 0.2 0.1 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 0.5 0.2 -1.4 0.1 0.0 0.2 0.1 0.2 0.1 -0.0 0.5 0.2 0.1 -0.1 -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 -0.2 -0.1 -0.2 -0.1 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 0.0 -0.5 -0.2 -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 0.1 -0.3 -0.0 -0.3 -0.1 -0.1 -0.3 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 -0.5 -0.1 -2.7 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.3 0.1 -0.4 -0.6 -0.6 -0.7 -0.7 -0.6 -0.2 CHF -0.6 -0.6 0.1 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 -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 -0.2 -0.6 -0.6 0.1 -0.7 -0.6 -0.3 -0.6 COCOA -0.3 -0.1 -0.5 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.0 0.3 0.1 0.4 0.1 0.1 0.4 0.2 0.4 0.3 0.2 0.2 0.2 0.4 0.2 -2.1 0.0 0.0 0.1 0.0 0.1 0.0 1.1 0.3 0.6 0.6 0.6 0.4 0.1 0.7 0.7 COFFEE -0.3 -0.0 0.5 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.0 0.3 -0.1 0.2 -0.0 0.1 0.4 0.1 0.3 0.2 0.0 0.1 -0.0 0.2 -0.0 -2.7 0.0 0.0 0.2 -0.0 0.2 -0.0 1.0 -0.1 -0.0 -0.6 0.4 -0.3 -0.7 -0.2 -0.4 COPPER 0.1 -0.0 0.2 -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 -1.7 -0.0 -0.0 -0.0 0.0 -0.0 0.0 0.1 0.3 -0.1 0.2 0.5 -0.7 -0.1 0.4 0.1 CORN -0.1 -0.3 -0.3 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.1 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.1 -0.3 -0.2 -0.2 -0.2 -0.0 -0.5 -0.2 -2.6 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 -0.5 -0.1 -0.6 -0.6 -0.6 -0.2 -0.7 -0.1 -0.0 COTTON2 0.5 0.6 0.4 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.1 0.3 0.2 0.1 0.2 0.2 0.1 -0.0 -0.1 -0.1 0.2 0.2 0.2 0.1 0.2 -2.7 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.5 0.6 0.6 0.6 -0.6 -0.5 -0.3 0.0 CRUDE_W 0.2 0.2 -0.2 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 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 -0.7 0.0 -0.0 0.1 0.0 0.3 0.1 -0.1 0.5 0.3 -0.3 0.0 0.7 0.6 0.7 0.7 DAX 0.3 0.2 0.6 0.1 0.0 0.2 0.1 0.1 0.1 0.2 0.5 0.2 0.7 0.2 0.2 -0.3 -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 -0.6 0.5 0.2 -0.1 0.2 -0.1 0.4 0.1 0.7 DOW -0.2 0.0 0.6 0.1 0.0 0.1 0.1 0.1 0.1 0.0 0.5 0.1 0.7 0.2 0.2 -0.3 -0.2 -0.3 -0.2 0.2 0.2 0.1 0.5 0.2 -1.9 0.1 0.0 0.2 0.0 0.2 0.0 -0.4 -0.3 -0.6 0.0 0.5 -0.2 -0.1 0.0 -0.4 DX 0.2 0.5 -0.1 -0.0 -0.0 0.1 -0.0 0.1 -0.0 0.1 0.2 -0.0 -0.0 0.1 0.1 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 -0.2 0.6 0.6 -0.6 0.6 0.1 0.7 0.3 EUR 0.0 -0.4 0.0 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.0 -0.2 0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 -0.0 2.5 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.4 0.2 0.3 0.1 -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 0.0 -0.0 0.1 -0.0 -0.2 -0.2 -0.2 -0.2 0.1 -0.7 -0.7 0.2 0.7 EUROSTX 0.5 0.6 0.6 0.1 0.0 0.2 0.1 0.1 0.1 0.2 0.5 0.2 0.7 0.2 0.2 0.2 0.0 0.2 0.1 0.2 0.2 0.2 0.5 0.2 0.2 0.1 0.0 0.2 0.1 0.2 0.1 0.9 0.5 0.5 0.6 0.3 -0.3 0.5 -0.2 0.7 FEEDCOW 0.2 0.6 0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 0.0 0.1 0.0 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.1 0.1 0.1 0.2 -1.0 0.1 -0.0 0.1 -0.0 0.1 0.0 -1.1 -0.0 0.6 0.6 0.1 0.7 0.4 0.7 0.7 GASOIL 0.1 0.5 -0.1 0.0 -0.0 0.0 -0.0 0.1 0.0 -0.1 0.2 -0.0 0.4 0.1 0.1 0.4 0.4 0.4 0.4 0.1 0.1 -0.0 0.3 0.1 1.0 0.0 -0.0 0.1 -0.0 0.2 0.0 1.1 -0.2 -0.0 0.2 0.2 -0.4 -0.2 -0.7 -0.4 GASOLINE 0.2 0.5 -0.0 0.0 -0.0 0.1 -0.0 0.1 0.0 0.1 0.1 0.1 0.3 0.2 0.2 0.1 0.2 -0.2 -0.1 0.1 0.1 0.1 0.2 0.1 -2.7 0.1 0.0 0.1 0.1 0.2 0.1 -0.6 0.5 0.6 0.2 0.5 0.7 0.5 0.7 0.4 GAS_US_mini -0.1 -0.2 -0.4 0.0 -0.0 0.0 -0.0 0.0 0.0 0.1 -0.3 -0.0 -0.4 -0.1 -0.1 -0.4 -0.4 -0.1 -0.3 -0.1 -0.2 0.0 -0.5 -0.1 2.3 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -1.1 0.3 -0.4 -0.6 -0.6 -0.5 -0.0 -0.7 -0.2 GBP -0.1 -0.1 0.3 -0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.0 0.1 0.0 0.4 -0.0 0.1 -0.0 -0.0 -0.0 -0.0 0.0 0.1 0.0 0.2 -0.0 0.4 0.0 -0.0 0.1 0.0 0.1 0.0 0.2 0.1 0.2 0.6 0.3 -0.7 -0.2 -0.7 0.1 GOLD_micro -0.1 -0.3 0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 0.2 0.3 0.1 0.3 -0.0 -0.0 -0.3 -0.3 -0.3 -0.3 -0.0 0.0 0.1 0.2 -0.0 -0.6 -0.0 0.1 0.0 0.0 0.1 -0.0 -0.8 0.5 -0.2 0.3 0.5 -0.7 -0.7 -0.7 -0.5 HEATOIL 0.0 0.4 -0.2 0.0 -0.0 0.0 -0.0 0.1 0.0 -0.1 0.1 -0.1 0.2 0.1 0.1 0.4 0.4 0.4 0.4 0.1 0.1 -0.1 0.2 0.0 -2.7 0.1 -0.0 0.1 -0.0 0.2 0.0 1.1 0.2 0.2 0.2 0.3 0.5 0.1 0.5 -0.0 JGB-SGX-mini -0.2 -0.3 0.4 -0.0 0.0 0.0 -0.0 -0.0 -0.0 0.0 0.1 0.0 0.2 -0.0 0.0 0.3 0.3 0.2 0.3 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 0.0 0.4 0.3 0.1 -0.2 -0.7 0.1 0.4 JPY -0.4 -0.6 0.2 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.0 -0.4 -0.1 -0.5 -0.2 -0.1 -0.3 -0.3 -0.3 -0.3 -0.2 -0.2 -0.1 -0.5 -0.1 2.7 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -1.1 -0.1 -0.3 -0.5 -0.4 -0.6 -0.5 -0.4 -0.6 LEANHOG 0.3 0.6 0.2 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.2 0.1 0.2 -0.5 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.1 0.2 -0.4 0.2 2.5 0.1 0.0 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 0.5 0.6 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 0.0 0.1 0.0 0.2 0.2 0.2 -0.1 -0.1 -0.1 0.2 0.1 0.1 0.1 0.2 -0.6 0.1 -0.0 0.1 0.0 0.1 0.1 -0.3 0.1 0.6 0.6 -0.1 0.7 0.1 0.7 0.4 LUMBER-new 0.1 0.0 0.5 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.2 0.1 0.2 -0.6 0.2 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.1 0.1 -0.0 0.1 NaN 0.1 0.1 0.2 0.1 0.1 0.1 -1.2 0.6 0.7 -0.3 0.7 -0.4 -0.8 -0.3 -0.6 MILK 0.2 0.6 0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 -0.3 -0.0 -0.5 0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 -0.0 -0.5 0.0 1.5 -0.0 -0.0 -0.1 -0.0 -0.3 0.0 -1.1 -0.1 0.3 0.2 -0.6 -0.7 -0.7 -0.7 -0.7 MXP 0.0 0.0 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 0.1 0.5 0.1 -2.7 0.1 0.0 0.3 0.0 0.6 0.1 1.1 0.1 0.6 0.6 0.3 0.7 0.7 0.7 0.7 NASDAQ_micro -0.1 0.2 0.6 0.1 0.0 0.1 0.0 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 -0.1 -0.2 0.5 0.4 0.5 -0.1 0.7 -0.2 NIKKEI 0.6 0.6 0.6 0.1 0.0 0.2 0.1 0.1 0.1 0.1 0.5 0.2 0.7 0.2 0.2 0.2 0.3 0.3 0.3 0.2 0.2 0.2 0.5 0.2 -2.3 0.1 0.0 0.2 0.1 0.2 0.1 1.1 -0.0 0.6 0.6 0.6 -0.6 -0.1 -0.2 -0.1 NZD 0.1 -0.3 0.3 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 0.1 0.0 0.0 -0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.1 0.1 -0.0 0.0 -0.0 0.2 -0.1 0.3 0.0 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 -0.0 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 -0.2 0.0 -0.1 0.0 -0.7 -0.7 0.3 0.1 OATIES 0.1 0.0 -0.4 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.0 -0.3 0.0 -0.3 -0.0 -0.1 0.2 -0.1 0.1 -0.0 -0.1 -0.1 -0.0 -0.2 -0.0 -2.7 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 -0.3 -0.3 0.1 0.0 0.4 OJ 0.2 0.1 -0.6 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 0.2 0.0 0.3 0.1 0.0 0.1 0.3 0.2 0.2 0.1 0.1 -0.0 0.4 0.1 -2.7 0.0 -0.0 0.1 -0.0 0.3 0.0 1.1 -0.2 0.5 0.3 0.1 0.3 0.3 0.5 0.7 PALLAD 0.2 -0.1 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 1.2 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 0.4 -0.1 -0.1 -0.0 -0.1 -0.5 -0.3 -0.3 -0.1 PLAT -0.1 -0.3 0.0 -0.0 -0.0 -0.1 -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 -0.1 -0.1 1.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.2 -0.2 -0.1 -0.1 0.1 -0.4 -0.1 0.7 0.2 REDWHEAT -0.4 -0.2 -0.3 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 -0.0 0.1 0.0 -0.2 -0.2 -0.1 -0.5 -0.2 -1.5 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 0.2 -0.4 -0.6 -0.6 -0.6 -0.6 -0.7 -0.4 -0.7 RICE -0.2 0.2 0.3 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 0.4 -0.1 0.6 0.1 0.2 -0.1 -0.1 -0.2 -0.2 0.2 0.2 -0.1 0.4 0.1 -2.6 0.1 -0.0 0.1 -0.0 0.2 0.0 -0.2 -0.4 0.6 0.2 0.6 0.2 -0.2 0.4 0.1 ROBUSTA -0.6 0.5 0.6 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.0 0.4 -0.1 0.6 0.1 0.1 0.4 0.4 0.4 0.4 0.2 0.2 -0.0 0.5 0.1 -2.7 0.1 -0.0 0.2 -0.0 0.3 0.0 1.1 -0.1 0.0 0.6 0.6 -0.7 -0.6 -0.3 0.0 RUSSELL 0.1 -0.0 0.6 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.2 0.1 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 0.1 -0.2 0.0 0.0 0.1 0.0 0.1 0.0 0.0 -0.1 -0.2 -0.3 -0.1 -0.7 -0.7 -0.7 -0.7 SHATZ -0.6 -0.6 0.3 -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 -0.1 -0.1 -0.1 -0.2 1.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.1 -0.3 -0.4 -0.4 -0.2 -0.7 -0.7 -0.3 -0.7 SILVER-mini 0.1 -0.2 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -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 0.1 0.2 0.3 0.1 -0.7 -0.6 0.5 -0.1 SMI 0.1 0.2 0.6 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.4 0.2 0.3 0.2 0.2 0.2 0.1 0.2 0.2 0.2 0.1 0.1 0.1 0.2 1.7 0.1 0.0 0.2 0.1 0.1 0.1 1.1 0.1 -0.6 -0.4 -0.4 0.2 -0.2 0.5 -0.3 SOFR -0.6 -0.6 0.4 -0.0 0.0 0.0 -0.0 -0.0 -0.0 0.1 0.1 -0.1 -0.0 -0.1 -0.0 0.0 0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.3 -0.0 0.0 0.0 -0.0 0.0 -0.0 0.1 -0.0 -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 -0.1 -0.5 -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 -0.0 -0.1 -0.1 -0.1 -0.1 1.1 -0.5 -0.6 -0.6 -0.6 -0.3 -0.7 -0.2 -0.7 SOYMEAL -0.5 -0.6 -0.6 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 -0.4 -0.2 -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 -0.4 -0.6 -0.6 -0.6 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.0 -0.2 -0.6 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.0 -0.4 -0.1 -0.4 -0.1 -0.1 -0.1 0.1 -0.1 -0.0 -0.2 -0.2 -0.1 -0.5 -0.1 -2.7 -0.1 -0.0 -0.1 -0.0 -0.2 -0.1 0.4 -0.3 0.0 -0.5 -0.3 -0.4 -0.2 -0.3 0.2 SP400 0.2 0.2 0.6 0.1 0.0 0.1 0.0 0.1 0.1 0.1 0.3 0.2 0.4 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.1 0.2 0.1 -1.4 0.1 0.0 0.1 0.1 0.1 0.1 0.1 -0.0 -0.2 -0.2 -0.0 -0.6 -0.3 -0.6 -0.7 SP500_micro 0.1 0.3 0.6 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.5 0.2 0.6 0.2 0.2 -0.3 -0.2 -0.3 -0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 0.0 0.2 0.0 0.2 0.1 -0.5 0.0 0.1 0.6 0.6 0.2 -0.1 0.6 -0.2 SUGAR11 -0.1 0.4 -0.6 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 0.2 0.0 -0.1 0.3 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 0.0 -0.0 1.1 -0.0 0.0 0.1 -0.6 0.5 -0.0 0.7 0.3 US10 -0.6 -0.4 0.5 -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 -0.0 -0.1 -0.1 0.2 -0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.7 -0.0 -0.1 0.1 0.1 -0.7 -0.7 -0.5 0.3 US10U -0.5 -0.4 0.5 -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 -0.1 -0.0 -0.0 -0.2 -0.1 -0.1 -0.0 0.0 0.0 -0.0 -0.0 -0.0 0.1 -0.0 -0.1 0.2 0.1 -0.7 -0.7 0.3 0.7 US2 -0.6 -0.6 0.5 -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 -0.1 -0.0 -0.1 -0.2 -0.1 1.2 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -1.1 -0.1 -0.3 -0.0 -0.0 -0.7 -0.7 -0.5 -0.7 US20 -0.5 -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 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.1 0.1 0.2 0.1 -0.7 -0.7 0.7 0.7 US30 -0.3 -0.3 0.5 -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 0.0 -0.2 -0.0 -0.1 0.0 0.0 0.0 0.0 -0.1 -0.0 -0.5 0.1 0.2 0.2 0.1 -0.5 -0.6 0.7 0.7 US5 -0.6 -0.5 0.4 -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 -0.1 -0.0 -0.0 -0.1 -0.1 0.5 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.9 -0.1 -0.2 0.1 0.0 -0.7 -0.7 -0.7 -0.2 VIX 0.2 0.2 -0.7 -0.1 -0.1 -0.4 -0.1 -0.7 -0.1 -0.2 -0.9 -0.3 -1.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.2 -0.9 -0.2 NaN -0.2 -0.1 -0.5 -0.1 -0.9 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.4 -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 -0.1 -0.5 -0.2 -0.1 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 -0.8 -0.4 -0.6 -0.6 -0.6 -0.7 -0.7 -0.5 -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 -2.1 -14.3 6.3 -1.6 -1.9 2.0 -1.7 3.6 -3.1 -15.6 -4.6 -1.3 -10.0 -12.8 -6.7 -3.0 -2.9 -2.8 -2.8 -7.1 -3.5 -7.2 -5.6 -7.9 2.7 -3.5 -7.4 -1.4 -4.4 -1.9 -4.3 -1.2 -6.5 -0.2 -10.4 -6.8 -20.0 -10.2 -7.9 1.1 BITCOIN 20.0 4.9 12.0 -5.2 -0.1 -5.1 -0.6 -2.9 -2.5 20.0 20.0 20.0 20.0 20.0 20.0 -8.8 -6.8 -8.3 -7.8 20.0 20.0 20.0 20.0 20.0 -20.0 8.6 15.6 7.4 14.0 5.9 11.2 -2.2 20.0 20.0 20.0 20.0 -6.5 2.4 13.0 6.4 BOBL -20.0 -20.0 12.9 -0.9 0.5 0.2 -0.9 -0.7 -1.8 -6.3 0.2 -8.5 -1.5 -8.9 -4.2 -20.0 -18.0 -20.0 -20.0 -6.7 -1.0 -9.4 -1.9 -10.9 6.4 -1.8 -1.6 -0.2 -2.8 -0.2 -3.1 -20.0 -10.6 -7.8 -8.3 -4.4 -20.0 -20.0 2.5 -20.0 BTP -9.0 -10.4 20.0 -1.5 0.9 0.3 -1.5 -1.2 -3.2 3.1 9.0 -2.3 8.9 -7.5 6.3 4.5 6.4 4.9 5.4 4.9 11.1 0.3 8.2 -0.7 -15.8 2.3 1.7 5.2 0.3 4.3 -0.3 11.4 0.7 13.0 8.5 9.3 -15.1 -19.9 16.9 2.4 BUND -16.7 -20.0 17.4 -1.0 0.5 0.2 -1.0 -0.7 -2.0 -5.1 1.5 -9.0 -1.1 -9.7 -2.0 4.8 4.5 4.2 3.5 -4.1 0.8 -6.8 -1.4 -8.0 4.1 -1.4 -1.3 0.4 -2.6 -0.0 -2.9 7.9 -8.0 -2.0 -4.9 -1.6 -19.5 -20.0 7.2 -10.4 BUXL -10.3 -16.1 20.0 -1.2 0.7 0.3 -1.2 -0.9 -2.6 -2.9 2.5 -9.5 -4.7 -11.4 -0.6 -1.2 0.3 -0.4 -0.0 -2.7 1.3 -4.4 -3.7 -6.1 0.3 -0.9 -0.4 0.8 -1.9 -0.5 -2.5 1.7 -5.1 5.1 -2.4 1.9 -20.0 -20.0 5.2 3.0 CAC 17.8 13.3 16.1 8.0 4.9 6.5 7.1 4.2 8.0 17.0 20.0 20.0 20.0 20.0 20.0 -8.3 -5.7 -8.4 -7.6 20.0 20.0 20.0 20.0 20.0 -10.2 8.5 5.0 6.3 9.1 4.7 9.8 -0.3 20.0 4.9 2.2 -4.5 -3.2 13.4 0.3 19.2 CAD -6.7 -8.3 9.5 -1.9 -2.2 2.3 -2.0 4.1 -3.6 -20.0 -2.0 -18.1 -3.8 -18.9 -1.1 -2.1 -2.1 -2.0 -2.1 -4.4 -0.6 -12.8 -3.5 -9.8 0.3 -2.8 -10.3 -0.5 -8.2 -1.8 -6.2 0.0 -19.9 -6.0 -3.7 -4.1 -15.8 -14.4 0.8 -13.0 CANOLA 3.3 -8.6 -20.0 0.8 -0.6 0.2 -1.3 -1.4 -0.4 7.8 -10.1 -2.1 -8.9 -7.6 -9.8 -13.7 -3.7 -11.9 -9.5 -17.3 -19.7 -2.4 -17.2 -10.5 -20.0 -3.9 0.7 -4.2 -0.9 -3.8 -2.7 -6.4 2.8 -11.2 -20.0 -20.0 -20.0 -20.0 -16.6 -7.2 CHF -17.6 -20.0 3.8 -1.4 -1.7 1.7 -1.5 3.2 -2.7 -6.8 -0.7 -13.2 4.4 -15.4 -7.7 -14.7 -15.4 -15.3 -15.5 -12.2 -2.7 -10.8 2.8 -16.2 -4.8 -2.9 -3.5 0.4 -3.6 1.6 -5.0 -20.0 -6.8 -20.0 -18.0 2.1 -20.0 -17.0 -10.0 -18.9 COCOA -10.0 -4.0 -14.0 0.9 -0.7 0.2 -1.5 -1.6 -0.4 2.8 12.1 7.4 12.2 10.3 11.4 20.0 7.8 20.0 14.4 20.0 17.8 17.2 13.0 20.0 -15.6 4.2 0.1 3.8 2.2 3.3 3.8 20.0 10.6 20.0 20.0 20.0 13.2 2.5 20.0 20.0 COFFEE -9.1 -1.5 14.8 1.5 -1.1 0.3 -2.4 -2.6 -0.7 -1.5 9.7 -9.3 5.5 -2.4 4.8 20.0 7.2 14.5 10.4 4.1 9.9 -5.2 6.3 -3.7 -20.0 1.3 1.4 5.6 -2.7 5.2 -2.8 19.4 -3.3 -1.5 -17.6 13.7 -10.1 -20.0 -4.8 -11.8 COPPER 2.5 -0.5 6.8 -4.3 -0.1 -4.2 -0.5 -2.4 -2.1 -6.6 -0.8 9.3 -6.6 6.6 5.4 -4.8 -4.9 -5.7 -5.7 3.2 1.2 5.9 -2.5 6.0 -12.8 -0.4 -1.9 -0.3 1.0 -1.2 0.7 1.2 11.7 -2.5 6.8 15.4 -20.0 -3.1 12.2 2.6 CORN -1.8 -9.6 -9.2 1.8 -1.3 0.4 -2.8 -3.0 -0.8 16.4 -20.0 -6.3 -20.0 -16.4 -20.0 -18.9 -6.0 -15.2 -11.5 -20.0 -20.0 -5.0 -20.0 -20.0 -19.5 -8.0 2.3 -6.8 -3.2 -5.4 -7.3 -10.0 -6.0 -20.0 -20.0 -20.0 -4.7 -20.0 -2.7 -0.2 COTTON2 16.7 20.0 13.0 1.7 -1.2 0.4 -2.7 -2.9 -0.8 14.9 9.5 18.5 4.1 20.0 18.6 2.8 -1.3 -2.7 -3.5 20.0 15.4 20.0 3.4 20.0 -20.0 7.2 6.9 3.9 8.8 1.6 9.3 0.3 20.0 20.0 20.0 20.0 -19.2 -14.1 -9.1 1.0 CRUDE_W 6.6 5.4 -5.9 3.5 -2.5 2.1 -1.8 2.5 2.1 -5.7 2.7 13.2 7.5 12.2 2.5 10.0 9.5 8.9 9.0 3.8 3.5 1.4 9.1 5.3 -4.9 4.3 -1.0 3.4 3.4 7.3 6.0 -1.1 18.9 8.5 -9.0 0.1 20.0 19.1 20.0 20.0 DAX 10.2 7.3 20.0 7.6 4.7 6.2 6.8 4.1 7.7 20.0 20.0 20.0 20.0 20.0 20.0 -16.6 -11.5 -15.7 -13.8 20.0 20.0 20.0 20.0 20.0 17.5 8.2 12.9 6.9 12.5 5.0 9.9 -10.4 20.0 4.7 -2.5 5.5 -3.4 12.2 4.0 20.0 DOW -7.5 0.8 20.0 6.1 3.8 5.0 5.5 3.3 6.2 5.5 19.6 12.0 18.3 16.6 19.8 -13.1 -10.6 -12.8 -11.9 20.0 20.0 8.8 20.0 15.8 -14.2 7.1 0.5 8.1 2.2 6.5 4.3 -8.1 -11.7 -18.1 0.8 16.0 -5.9 -4.5 1.1 -12.5 DX 4.8 14.4 -4.5 -1.7 -2.0 2.1 -1.8 3.8 -3.3 8.6 6.2 -2.4 -0.6 10.8 5.8 6.5 6.1 6.2 6.2 8.3 4.2 1.8 4.2 7.7 -20.0 3.0 2.1 1.1 1.1 2.0 3.3 14.3 -9.9 20.0 20.0 -20.0 18.1 2.3 20.0 8.3 EUR 0.0 -11.0 1.5 -1.9 -2.2 2.2 -1.9 4.1 -3.5 -1.1 -6.3 8.6 1.0 -8.5 -8.7 -6.5 -6.6 -6.3 -6.3 -6.2 -3.9 2.6 -3.0 -3.0 18.8 -1.6 -1.8 -0.4 1.3 -0.4 -0.8 -7.4 10.0 8.6 2.5 -4.4 -20.0 -14.3 -20.0 -10.9 EURIBOR-ICE -20.0 -20.0 20.0 -0.8 0.5 0.2 -0.8 -0.6 -1.7 -6.2 3.8 -8.0 2.8 -8.3 0.2 -0.3 -3.7 0.2 -1.6 -2.4 5.2 -8.1 4.1 -8.5 14.5 -0.6 -1.6 1.7 -2.6 1.4 -2.5 -3.6 -9.0 -5.5 -5.3 3.2 -20.0 -20.0 6.6 20.0 EUROSTX 16.4 17.9 20.0 7.7 4.8 6.2 6.8 4.1 7.7 20.0 20.0 20.0 20.0 20.0 20.0 10.3 2.4 8.6 5.1 20.0 20.0 20.0 20.0 20.0 1.3 8.6 5.4 6.9 8.2 5.0 9.1 16.9 20.0 14.6 17.7 8.1 -7.9 14.7 -5.8 20.0 FEEDCOW 6.6 20.0 2.0 1.9 -1.4 0.4 -3.0 -3.2 -0.8 -12.1 0.1 7.9 0.4 20.0 20.0 -20.0 -20.0 -20.0 -20.0 20.0 11.9 6.9 4.6 20.0 -7.2 5.6 -5.3 2.9 -0.6 3.3 4.3 -20.0 -1.1 20.0 20.0 4.3 20.0 12.1 20.0 20.0 GASOIL 2.8 15.2 -4.6 2.9 -2.0 1.7 -1.5 2.0 1.7 -11.8 8.1 -3.8 9.8 9.7 10.3 20.0 20.0 20.0 20.0 10.3 9.4 -4.4 11.7 5.4 7.7 4.1 -2.8 4.1 -1.9 4.8 1.9 20.0 -8.1 -1.4 4.9 6.8 -11.1 -5.7 -20.0 -12.3 GASOLINE 7.6 15.0 -1.3 3.2 -2.2 1.9 -1.6 2.3 1.9 8.8 2.2 10.4 8.4 14.3 14.6 5.6 7.5 -9.7 -4.4 12.3 7.7 6.8 8.2 11.9 -20.0 6.2 2.8 3.8 4.9 4.9 7.0 -11.8 20.0 20.0 4.7 14.6 20.0 14.4 20.0 12.9 GAS_US_mini -1.8 -7.6 -13.7 1.4 -1.0 0.8 -0.7 1.0 0.9 6.9 -9.6 -1.2 -10.6 -7.1 -9.2 -20.0 -18.9 -7.0 -12.6 -12.3 -15.6 0.3 -19.3 -6.6 17.5 -3.5 0.9 -3.6 -0.8 -3.1 -2.6 -20.0 12.1 -13.5 -20.0 -18.6 -13.8 -0.0 -20.0 -4.8 GBP -2.8 -4.2 8.1 -2.0 -2.3 2.4 -2.1 4.4 -3.8 -3.9 2.7 4.2 10.0 -2.0 13.7 -0.6 -0.6 -0.4 -0.4 2.4 6.4 0.8 6.5 -0.1 2.7 2.1 -4.0 4.1 0.3 2.9 0.2 2.9 4.8 6.1 18.6 8.3 -20.0 -4.7 -20.0 3.9 GOLD_micro -4.6 -8.1 4.4 -4.7 -0.1 -4.6 -0.6 -2.6 -2.3 19.9 10.6 7.7 7.5 -2.0 -1.3 -16.4 -14.5 -15.5 -15.1 -1.3 3.3 7.9 5.6 -0.2 -4.4 -1.0 7.4 1.8 2.2 3.4 -1.8 -15.1 18.8 -5.3 9.2 14.4 -20.0 -20.0 -20.0 -14.3 HEATOIL 0.5 11.8 -5.0 3.1 -2.2 1.8 -1.6 2.2 1.9 -11.4 3.2 -7.7 6.8 5.5 7.1 20.0 20.0 20.0 20.0 5.6 5.2 -6.8 8.8 1.2 -20.0 5.1 -2.2 4.7 -0.3 6.4 3.4 20.0 8.6 6.6 5.0 8.9 16.2 4.1 14.0 -0.1 JGB-SGX-mini -5.0 -8.0 13.6 -0.8 0.5 0.2 -0.8 -0.6 -1.7 1.0 4.5 1.3 5.5 -3.9 4.1 12.8 16.4 11.7 12.8 1.5 3.6 0.9 3.5 -0.2 -4.8 0.4 0.0 1.1 0.5 0.5 -0.1 20.0 1.4 10.8 7.7 2.5 -5.1 -20.0 3.7 10.7 JPY -11.7 -19.3 5.1 -1.1 -1.3 1.4 -1.2 2.5 -2.2 1.2 -13.3 -12.4 -13.9 -14.5 -13.7 -16.3 -16.1 -16.0 -16.2 -14.9 -14.6 -6.8 -19.5 -13.6 20.0 -4.3 0.4 -4.1 -2.3 -5.6 -4.3 -20.0 -3.8 -10.6 -16.2 -12.8 -17.6 -15.6 -12.6 -18.7 LEANHOG 8.0 20.0 5.6 2.1 -1.5 0.5 -3.3 -3.5 -0.9 20.0 3.3 20.0 -13.5 20.0 20.0 -20.0 -20.0 -20.0 -20.0 20.0 5.4 20.0 -13.9 20.0 19.0 8.4 5.4 5.1 6.5 -1.7 7.9 -20.0 20.0 20.0 20.0 20.0 -9.5 -8.6 6.3 12.5 LIVECOW 15.3 20.0 -3.2 1.9 -1.4 0.4 -3.0 -3.2 -0.8 -13.6 0.8 12.7 0.7 20.0 16.8 12.3 -6.2 -4.2 -7.2 20.0 7.5 8.7 2.5 20.0 -4.4 5.8 -4.1 2.2 1.6 2.7 6.3 -6.5 4.3 20.0 20.0 -4.1 20.0 3.0 20.0 11.4 LUMBER-new 1.7 0.2 12.2 2.1 -1.5 0.5 -3.3 -2.7 -0.9 20.0 4.0 20.0 -14.0 14.1 11.3 -18.2 -15.3 -16.8 -15.8 9.3 7.7 11.1 -1.3 9.0 NaN 8.2 7.9 6.2 10.0 2.3 9.5 -20.0 20.0 20.0 -7.3 19.9 -10.4 -20.0 -7.4 -15.1 MILK 6.1 20.0 3.6 1.2 -0.8 0.3 -1.8 -2.0 -0.5 -7.1 -11.0 -2.8 -13.7 5.7 -6.1 -20.0 -20.0 -20.0 -20.0 -2.1 -11.8 -1.8 -20.0 2.2 11.0 -0.2 -4.8 -4.3 -1.4 -7.9 1.0 -20.0 -3.5 8.5 7.1 -18.9 -20.0 -20.0 -20.0 -20.0 MXP 0.5 0.1 9.3 -1.9 -2.2 2.3 -2.0 4.2 -3.6 15.3 20.0 19.9 20.0 10.4 19.8 17.1 16.6 16.4 16.0 12.4 19.3 6.4 20.0 7.8 -20.0 6.9 4.7 10.4 4.3 16.3 4.7 20.0 3.0 20.0 20.0 9.1 20.0 20.0 20.0 20.0 NASDAQ_micro -3.9 4.9 17.4 4.7 2.9 3.8 4.2 2.5 4.7 10.9 14.8 10.7 14.6 13.3 14.7 -11.6 -10.0 -11.6 -11.0 20.0 20.0 7.8 20.0 12.9 -20.0 5.6 1.5 6.2 2.3 6.0 3.8 -6.8 -5.8 -5.3 14.0 13.1 15.2 -3.0 20.0 -5.7 NIKKEI 20.0 20.0 19.8 6.9 4.3 5.6 6.2 3.7 7.0 11.2 20.0 18.9 20.0 20.0 20.0 11.3 12.8 14.3 13.6 20.0 20.0 20.0 20.0 20.0 -17.2 7.9 1.9 6.8 4.8 5.5 7.2 20.0 -0.7 20.0 20.0 20.0 -18.6 -4.4 -5.8 -3.1 NZD 2.9 -10.1 10.6 -1.3 -1.5 1.6 -1.4 2.9 -2.5 -12.4 2.9 0.8 0.1 -4.4 3.3 0.4 0.3 0.3 0.3 0.8 2.4 -4.4 0.1 -0.6 0.0 0.5 -9.8 1.9 -3.3 0.9 -0.6 4.1 -4.0 8.7 0.6 2.3 -9.7 -9.4 -3.1 3.4 OAT -14.7 -18.5 19.7 -1.1 0.6 0.2 -1.1 -0.8 -2.2 -5.5 2.9 -9.6 -0.1 -10.5 -0.2 4.1 6.3 4.6 5.1 -2.4 3.0 -6.0 0.4 -6.8 5.4 -0.9 -1.3 1.2 -2.5 0.6 -2.7 11.2 -7.2 0.4 -3.0 1.4 -20.0 -20.0 9.0 3.5 OATIES 3.5 1.3 -12.6 1.1 -0.7 0.2 -1.8 -1.7 -0.4 4.4 -11.2 0.3 -9.1 -0.7 -5.1 8.3 -3.2 4.4 -1.0 -4.7 -9.5 -0.3 -8.6 -1.5 -20.0 -1.1 2.3 -3.2 -0.4 -3.4 -0.6 -0.3 -2.6 3.6 -1.9 -10.4 -7.9 1.7 1.0 13.0 OJ 6.5 3.8 -20.0 1.0 -0.7 0.2 -1.6 -1.7 -0.4 -8.1 6.2 2.0 9.3 8.7 2.2 7.0 15.8 8.3 12.1 7.7 8.7 -0.7 15.3 7.7 -20.0 2.4 -3.7 3.9 -0.7 7.6 1.8 20.0 -7.0 14.8 9.9 3.1 8.1 9.8 13.8 20.0 PALLAD 7.2 -4.0 9.3 -1.6 -0.0 -1.6 -0.2 -0.9 -0.8 -4.4 -6.3 2.8 -7.9 -2.2 -5.3 -2.0 -2.2 -1.9 -2.0 -4.8 -7.7 -0.8 -11.1 -1.8 8.8 -2.0 -1.3 -3.2 -1.2 -4.3 -1.4 6.8 -5.4 -3.3 -1.4 -3.6 -13.5 -9.0 -9.2 -4.3 PLAT -1.6 -10.1 0.8 -2.4 -0.0 -2.4 -0.3 -1.4 -1.2 -10.0 -5.9 -7.1 -7.6 -9.8 -6.6 -4.0 -3.2 -3.9 -3.7 -5.5 -4.7 -4.8 -4.3 -5.3 10.0 -2.4 -2.9 -1.6 -2.4 -1.1 -2.5 4.4 -6.9 -4.5 -3.9 2.4 -13.0 -4.2 20.0 5.5 REDWHEAT -12.3 -5.6 -9.5 1.7 -1.2 0.4 -2.6 -2.8 -0.7 14.2 -20.0 -10.6 -20.0 -14.0 -17.0 7.6 -0.1 2.6 0.2 -20.0 -20.0 -8.0 -20.0 -18.6 -11.4 -7.1 -0.0 -6.7 -5.1 -6.3 -7.7 4.6 -14.7 -20.0 -20.0 -20.0 -16.8 -20.0 -12.9 -20.0 RICE -5.2 7.5 9.8 1.6 -1.1 0.3 -2.4 -2.6 -0.7 -13.7 16.6 -9.6 16.0 6.4 14.0 -6.3 -2.7 -10.7 -8.8 14.8 18.0 -6.1 15.2 4.9 -19.4 5.2 -4.1 5.3 -1.7 4.3 2.6 -4.3 -15.7 20.0 7.0 18.6 5.1 -5.1 12.2 3.9 ROBUSTA -20.0 15.2 20.0 1.3 -0.9 0.3 -1.9 -2.1 -0.5 -2.4 14.7 -6.8 15.3 9.3 13.7 20.0 20.0 20.0 20.0 20.0 20.0 -3.9 20.0 5.9 -20.0 4.9 -0.1 7.2 -1.0 7.0 1.1 20.0 -5.5 0.3 20.0 20.0 -20.0 -17.1 -9.5 1.0 RUSSELL 4.6 -0.6 19.3 3.6 2.2 2.9 3.2 1.9 3.6 7.5 7.2 7.7 4.6 6.2 8.0 -6.2 -6.2 -6.3 -6.4 6.9 6.6 6.5 3.4 6.2 -1.9 3.7 2.7 3.2 3.3 2.0 3.5 0.3 -5.7 -7.5 -9.2 -2.6 -20.0 -20.0 -20.0 -20.0 SHATZ -20.0 -20.0 8.6 -0.8 0.4 0.2 -0.8 -0.6 -1.6 -7.4 -3.7 -8.2 -5.5 -8.4 -6.5 -20.0 -20.0 -20.0 -20.0 -10.4 -4.8 -12.7 -5.5 -14.7 7.9 -2.0 -1.8 -0.7 -2.9 -0.8 -3.2 -20.0 -13.9 -13.6 -11.7 -7.2 -20.0 -20.0 -8.2 -20.0 SILVER-mini 3.5 -7.3 -5.2 -3.5 -0.1 -3.5 -0.4 -2.0 -1.7 -9.6 -6.2 -3.5 -3.9 -7.1 -12.4 -6.8 -6.6 -6.9 -6.9 -6.5 -6.3 -3.2 -4.1 -4.4 5.2 -1.5 0.7 -2.1 1.2 -1.1 0.6 -1.2 5.5 4.7 8.5 3.0 -20.0 -17.6 15.6 -3.9 SMI 4.3 4.8 17.0 6.8 4.2 5.5 6.1 3.6 6.9 9.7 14.9 16.5 7.3 14.6 19.0 11.0 6.3 10.6 8.4 14.6 11.2 13.3 5.0 15.0 12.9 6.7 2.2 5.8 5.5 2.8 6.4 20.0 2.5 -20.0 -11.0 -13.1 6.8 -5.8 15.1 -8.9 SOFR -18.1 -17.5 12.7 -1.0 0.5 0.2 -0.9 -0.7 -2.0 6.9 3.1 -6.7 -0.1 -7.7 -0.0 0.7 0.3 1.2 0.8 -3.9 -0.1 -3.4 -1.3 -6.7 -2.1 -0.7 0.3 0.9 -1.6 0.2 -2.5 2.2 -1.0 -4.3 2.2 1.7 -20.0 -20.0 -3.4 -2.1 SOYBEAN -11.0 -20.0 -20.0 1.7 -1.2 0.4 -2.6 -2.8 -0.7 -13.4 -17.3 -18.2 -4.1 -20.0 -20.0 6.7 14.5 9.0 11.2 -20.0 -20.0 -20.0 -16.2 -20.0 -20.0 -7.6 -2.4 -5.0 -5.7 -2.2 -7.9 20.0 -20.0 -20.0 -20.0 -20.0 -7.9 -20.0 -7.2 -20.0 SOYMEAL -15.4 -20.0 -20.0 1.3 -0.9 0.3 -1.9 -2.1 -0.5 -11.9 -14.7 -14.7 -8.6 -15.6 -16.2 -5.0 11.3 1.0 6.2 -20.0 -20.0 -17.7 -11.4 -20.0 -20.0 -5.7 -1.7 -4.1 -3.6 -1.3 -5.2 20.0 -15.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 SOYOIL -0.0 -5.7 -19.1 1.3 -0.9 0.3 -2.0 -2.1 -0.5 -3.7 -14.2 -10.7 -11.2 -11.3 -13.4 -6.0 3.8 -4.3 -0.6 -16.6 -19.5 -8.9 -16.9 -12.8 -20.0 -4.9 -0.9 -5.2 -3.5 -4.6 -4.7 8.0 -13.8 1.3 -16.2 -7.9 -12.8 -6.3 -8.5 5.5 SP400 7.2 5.1 20.0 4.7 2.9 3.8 4.2 2.5 4.7 12.8 12.9 13.9 9.8 13.1 14.3 -6.4 -5.4 -6.0 -5.7 14.4 13.2 12.9 8.4 13.4 -10.7 5.3 3.9 4.6 4.8 3.2 5.2 1.7 -1.6 -5.1 -6.6 -0.9 -19.3 -8.7 -17.0 -20.0 SP500_micro 2.6 10.7 20.0 6.0 3.7 4.8 5.3 3.2 6.0 14.9 19.1 16.4 17.7 18.1 19.4 -13.0 -11.1 -12.8 -12.1 20.0 20.0 15.8 20.0 20.0 -20.0 7.2 2.0 7.0 3.8 5.6 5.7 -8.8 0.4 2.5 19.4 18.1 4.6 -3.2 17.9 -6.2 SUGAR11 -4.4 11.4 -20.0 1.4 -1.0 0.3 -2.1 -2.3 -0.6 -6.4 -4.6 -9.3 6.9 2.6 -4.7 13.2 19.0 17.8 18.9 -4.5 -5.6 -6.9 2.5 -4.2 -20.0 -3.2 -4.5 -3.8 -2.1 1.2 -1.8 20.0 -2.0 0.4 1.6 -20.0 14.2 -0.4 20.0 10.3 US10 -18.0 -13.4 14.3 -0.8 0.5 0.2 -0.8 -0.6 -1.7 4.8 1.3 -6.8 -2.6 -7.5 0.0 -8.9 -8.1 -9.1 -8.7 -3.7 -1.3 -3.6 -4.4 -6.3 1.8 -0.6 0.3 0.4 -1.6 -0.8 -2.3 -13.2 -2.0 -3.8 3.1 1.6 -20.0 -20.0 -15.9 8.7 US10U -16.5 -12.6 14.3 -1.2 0.7 0.2 -1.2 -0.9 -2.4 6.6 1.0 -9.3 -3.5 -10.5 -0.3 -1.9 0.3 -0.1 0.3 -4.9 -2.1 -4.1 -6.7 -8.0 -0.9 -0.6 0.7 0.6 -1.7 -1.4 -2.7 1.8 -0.7 -2.8 5.0 2.5 -20.0 -20.0 9.9 20.0 US2 -20.0 -17.2 15.8 -0.8 0.4 0.2 -0.8 -0.6 -1.6 -2.5 -1.1 -7.0 -5.1 -7.5 -3.2 -20.0 -20.0 -20.0 -20.0 -6.0 -2.8 -6.5 -5.9 -9.3 9.1 -1.2 -0.3 0.2 -2.1 -0.8 -2.8 -20.0 -6.2 -8.8 -0.4 -0.7 -20.0 -20.0 -15.4 -20.0 US20 -14.0 -11.7 17.3 -0.9 0.5 0.2 -0.9 -0.7 -1.8 6.4 1.6 -5.5 -1.8 -6.8 0.9 0.3 -0.9 -0.1 -0.5 -2.1 -0.5 -1.4 -4.5 -4.3 -1.3 0.4 1.2 1.0 -0.4 -1.0 -1.1 -0.4 2.3 1.6 5.0 4.5 -20.0 -20.0 20.0 20.0 US30 -9.3 -10.4 15.8 -1.1 0.6 0.2 -1.0 -0.8 -2.2 7.1 0.8 -4.8 -3.4 -7.2 0.6 -8.1 -5.8 -8.0 -7.0 -2.2 -1.4 0.2 -6.4 -3.3 -0.7 0.7 2.2 0.9 0.6 -1.7 -0.4 -9.6 6.2 6.1 6.5 3.5 -15.3 -18.7 20.0 20.0 US5 -20.0 -16.1 13.9 -0.8 0.5 0.2 -0.8 -0.6 -1.7 -0.2 1.2 -7.3 -3.1 -7.8 -1.0 -8.7 -10.1 -9.6 -10.1 -4.8 -1.6 -5.0 -4.1 -7.8 4.0 -0.9 -0.1 0.4 -2.0 -0.5 -2.6 -16.4 -4.1 -6.5 1.5 0.6 -20.0 -20.0 -20.0 -6.8 VIX 4.6 3.4 -13.2 -7.7 -6.8 -9.7 -7.6 -12.9 -6.9 -17.2 -20.0 -16.9 -20.0 -18.4 -20.0 -20.0 -20.0 -20.0 -20.0 -18.8 -20.0 -12.2 -20.0 -11.7 NaN -9.1 -6.3 -11.8 -7.8 -15.8 -7.8 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -12.7 -9.9 -0.0 1.7 -1.2 0.4 -2.6 -2.8 -0.7 8.9 -20.0 -9.3 -20.0 -14.2 -15.0 -11.7 -10.9 -11.6 -11.3 -20.0 -20.0 -9.1 -20.0 -18.8 -0.6 -6.6 -1.3 -4.9 -5.5 -4.7 -7.9 -14.3 -14.6 -20.0 -20.0 -20.0 -20.0 -20.0 -14.9 -20.0 End of report for caleb_strategy_v3