******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240301_204003 produced at 2024-03-01 21:37:06.292706 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.77 0.0 0.00 0.00 0.00 0.00 -10.38 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 -9.03 24.0 0 0 caleb_strategy_v3 VIX False False 0.00 -0.08 -0.31 0.0 0.08 -0.08 -0.08 -0.08 -63.34 17.0 -17 -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 -0.39 -0.17 0.0 0.57 -0.57 -0.39 -0.39 -3.85 13.0 -9 -9 caleb_strategy_v3 JPY False False 0.03 -0.13 -0.11 0.0 0.44 -0.44 -0.13 -0.13 -4.29 17.0 -5 -5 caleb_strategy_v3 BOBL False False 0.04 -0.51 -0.10 0.0 0.75 -0.75 -0.51 -0.51 -2.49 19.0 -13 -13 caleb_strategy_v3 CAD False False 0.02 0.00 -0.10 0.0 0.66 -0.66 0.00 0.00 -4.30 29.0 0 0 caleb_strategy_v3 US5 False False 0.03 -0.36 -0.08 0.0 0.82 -0.82 -0.36 -0.36 -2.47 25.0 -11 -11 caleb_strategy_v3 CORN False False 0.01 -0.07 -0.08 0.0 0.08 -0.08 -0.07 -0.07 -10.82 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 -24.88 51.0 -6 -6 caleb_strategy_v3 GOLD_micro False False 0.01 -0.21 -0.07 0.0 0.35 -0.35 -0.21 -0.16 -11.09 56.0 -33 -26 caleb_strategy_v3 AUD False False 0.02 0.00 -0.06 0.0 0.38 -0.38 0.00 0.00 -2.87 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 GAS_US_mini False False 0.00 -0.03 -0.05 0.0 0.04 -0.04 -0.03 -0.03 -29.79 26.0 -18 -18 caleb_strategy_v3 SOYBEAN False False 0.02 -0.04 -0.04 0.0 0.12 -0.12 -0.04 -0.04 -2.02 7.0 -2 -2 caleb_strategy_v3 US10 False False 0.03 0.00 -0.04 0.0 0.58 -0.58 0.00 0.00 -1.30 17.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 -0.03 0.0 0.05 -0.05 0.00 0.00 -3.10 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 -3.24 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 -2.28 9.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.25 2.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.03 -0.02 0.0 0.07 -0.07 -0.03 -0.03 -2.91 8.0 -3 -3 caleb_strategy_v3 SOYOIL False False 0.01 -0.06 -0.02 0.0 0.08 -0.08 -0.06 -0.06 -2.35 10.0 -7 -7 caleb_strategy_v3 RUSSELL False False 0.00 0.00 -0.01 0.0 0.22 -0.22 0.00 0.00 -4.54 68.0 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 -0.43 0.0 0 0 caleb_strategy_v3 BUXL False False 0.04 0.00 -0.01 0.0 0.18 -0.18 0.00 0.00 -0.14 4.0 0 0 caleb_strategy_v3 EUR False False 0.04 0.00 -0.01 0.0 0.58 -0.58 0.00 0.00 -0.27 14.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 -0.01 0.0 0.13 -0.13 0.00 0.00 -0.82 18.0 0 0 caleb_strategy_v3 BUND False False 0.04 -0.04 -0.01 0.0 0.44 -0.44 -0.04 -0.04 -0.34 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 -0.38 13.0 0 0 caleb_strategy_v3 OAT False False 0.04 0.00 -0.00 0.0 0.42 -0.42 0.00 0.00 -0.03 10.0 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 PLAT False False 0.01 -0.01 -0.00 0.0 0.14 -0.14 -0.01 -0.01 -0.26 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 -0.11 6.0 0 0 caleb_strategy_v3 SP400 False True 0.09 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.03 2.0 0 0 caleb_strategy_v3 NZD False True 0.02 0.09 -0.00 0.0 0.09 0.00 0.09 0.09 -0.11 21.0 5 5 caleb_strategy_v3 PALLAD False False 0.03 -0.03 -0.00 0.0 0.06 -0.06 -0.03 -0.03 -0.14 2.0 -1 -1 caleb_strategy_v3 COFFEE False False 0.02 0.00 -0.00 0.0 0.13 -0.13 0.00 0.00 -0.13 6.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.00 0.0 0.02 -0.02 0.00 0.00 -0.79 3.0 0 0 caleb_strategy_v3 DOW False True 0.01 0.10 0.00 0.0 0.10 0.00 0.10 0.10 0.30 66.0 16 16 caleb_strategy_v3 ROBUSTA False False 0.01 0.03 0.01 0.0 0.22 -0.22 0.03 0.03 0.94 23.0 3 3 caleb_strategy_v3 OJ False False 0.02 0.00 0.01 0.0 0.05 -0.05 0.00 0.00 0.58 3.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 0.00 0.01 0.0 0.16 -0.16 0.00 0.00 0.52 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 0.74 4.0 0 0 caleb_strategy_v3 BTP False False 0.04 0.12 0.01 0.0 0.39 -0.39 0.12 0.12 0.28 10.0 3 3 caleb_strategy_v3 COCOA False False 0.02 0.08 0.02 0.0 0.50 -0.50 0.08 0.10 1.07 26.0 4 5 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.19 0.02 0.0 0.26 -0.26 0.19 0.20 1.87 23.0 17 18 caleb_strategy_v3 GBP False False 0.02 0.12 0.04 0.0 0.54 -0.54 0.12 0.12 1.61 22.0 5 5 caleb_strategy_v3 GASOLINE False False 0.03 0.13 0.04 0.0 0.13 -0.13 0.13 0.13 1.19 4.0 4 4 caleb_strategy_v3 HEATOIL False False 0.03 0.00 0.04 0.0 0.10 -0.10 0.00 0.00 1.19 3.0 0 0 caleb_strategy_v3 SP500_micro False True 0.01 0.03 0.04 0.0 0.03 0.00 0.03 0.03 5.41 48.0 4 4 caleb_strategy_v3 EURIBOR-ICE False False 0.08 0.00 0.04 0.0 0.81 -0.81 0.00 0.00 0.52 10.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.04 0.21 0.05 0.0 0.33 -0.33 0.21 0.21 1.14 8.0 5 5 caleb_strategy_v3 DX False False 0.03 0.00 0.05 0.0 999.00 -999.00 0.00 0.00 1.52 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 1.86 4.0 1 1 caleb_strategy_v3 LIVECOW False False 0.02 0.00 0.08 0.0 0.38 -0.38 0.00 0.00 3.62 17.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.09 0.0 0.00 0.00 0.00 0.00 45.57 59.0 0 0 caleb_strategy_v3 CAC False True 0.03 0.19 0.10 0.0 0.19 0.00 0.19 0.19 3.76 12.0 7 7 caleb_strategy_v3 LEANHOG False False 0.01 0.03 0.10 0.0 0.16 -0.16 0.03 0.04 7.75 13.0 2 3 caleb_strategy_v3 SMI False False 0.04 0.24 0.13 0.0 0.36 -0.36 0.24 0.28 3.15 9.0 6 7 caleb_strategy_v3 EUROSTX False True 0.02 0.21 0.16 0.0 0.21 0.00 0.21 0.21 9.96 20.0 13 13 caleb_strategy_v3 CRUDE_W False False 0.02 0.07 0.17 0.0 0.11 -0.11 0.07 0.05 7.43 5.0 3 2 caleb_strategy_v3 DAX False False 0.01 0.00 0.18 0.0 0.35 -0.35 0.00 0.00 29.66 58.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.29 0.33 0.0 0.29 -0.29 0.29 0.29 40.31 36.0 36 35 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.30 0.56 0.0 0.30 0.00 0.30 0.30 18.81 16.0 10 10 caleb_strategy_v3 MXP False False 0.01 0.53 0.84 0.0 0.54 -0.54 0.53 0.53 92.87 60.0 59 59 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 25.7 Shocked risk 86.8 Sum abs risk 64.3 Leverage 6.06 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3248948.31, 'annual_cash_vol_target': 812237.0775, 'daily_cash_vol_target': 50764.81734375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0037 0.6500 0.5673 9.0765 BITCOIN 1303.3012 63190.0000 2.0625 33.0002 BOBL 0.2578 117.8300 0.2188 3.5009 BTP 0.5602 117.1300 0.4783 7.6528 BUND 0.5190 132.4000 0.3920 6.2713 BUXL 1.2138 133.3800 0.9100 14.5608 CAC 49.6131 7949.5000 0.6241 9.9857 CAD 0.0027 0.7376 0.3710 5.9353 CANOLA 6.7386 589.2000 1.1437 18.2991 CHF 0.0050 1.1340 0.4431 7.0889 COCOA 139.4507 6297.0000 2.2146 35.4329 COFFEE 3.1269 184.1000 1.6985 27.1753 COPPER 0.0367 3.8815 0.9461 15.1369 CORN 4.5673 458.0000 0.9972 15.9555 COTTON2 1.5805 95.5700 1.6538 26.4600 CRUDE_W 0.8966 74.0300 1.2112 19.3785 DAX 104.5616 18047.0000 0.5794 9.2702 DOW 211.4109 39107.0000 0.5406 8.6495 DX 0.3423 103.4400 0.3309 5.2949 EUR 0.0041 1.0845 0.3811 6.0983 EURIBOR-ICE 0.0478 97.5900 0.0490 0.7842 EUROSTX 32.1014 4911.0000 0.6537 10.4586 FEEDCOW 1.7292 269.4250 0.6418 10.2689 GASOIL 12.2999 802.5000 1.5327 24.5232 GASOLINE 0.0390 2.5729 1.5159 24.2544 GAS_US_mini 0.0867 1.9750 4.3922 70.2757 GBP 0.0052 1.2659 0.4145 6.6325 GOLD_micro 11.6552 2052.7000 0.5678 9.0848 HEATOIL 0.0380 2.5957 1.4634 23.4149 JGB-SGX-mini 0.2429 146.5400 0.1658 2.6526 JPY 0.0000 0.0067 0.5454 8.7263 LEANHOG 1.0076 101.9000 0.9888 15.8202 LIVECOW 1.2373 183.7750 0.6733 10.7722 LUMBER-new 6.1855 598.5000 1.0335 16.5359 MILK 0.2251 17.2600 1.3039 20.8623 MXP 0.0003 0.0586 0.5319 8.5104 NASDAQ_micro 143.9381 18340.2500 0.7848 12.5571 NIKKEI 332.8533 40000.0000 0.8321 13.3141 NZD 0.0039 0.6105 0.6373 10.1963 OAT 0.5130 127.4800 0.4024 6.4387 OATIES 5.9199 365.0000 1.6219 25.9504 OJ 7.4582 359.1000 2.0769 33.2305 PALLAD 25.7357 961.5000 2.6766 42.8259 PLAT 14.4782 890.3000 1.6262 26.0195 REDWHEAT 9.2487 556.2500 1.6627 26.6030 RICE 0.1833 18.6450 0.9830 15.7282 ROBUSTA 41.7104 3139.0000 1.3288 21.2605 RUSSELL 24.5152 2099.3000 1.1678 18.6845 SHATZ 0.0864 105.7150 0.0818 1.3080 SILVER-mini 0.3355 23.6500 1.4185 22.6967 SMI 67.0354 11416.0000 0.5872 9.3953 SOFR 0.0691 96.3550 0.0717 1.1468 SOYBEAN 9.3454 1138.5000 0.8209 13.1336 SOYMEAL 4.1489 334.4000 1.2407 19.8511 SOYOIL 0.5847 45.3900 1.2881 20.6102 SP400 24.0227 2909.8000 0.8256 13.2093 SP500_micro 31.1918 5142.2500 0.6066 9.7053 SUGAR11 0.3681 20.8100 1.7687 28.2991 US10 0.4157 110.4844 0.3762 6.0199 US10U 0.5629 114.1875 0.4930 7.8878 US2 0.1160 102.4219 0.1132 1.8116 US20 0.8097 119.1250 0.6797 10.8754 US30 1.2034 127.7188 0.9422 15.0751 US5 0.2795 106.9922 0.2613 4.1802 VIX 0.3957 15.8000 2.5044 40.0711 WHEAT 8.3211 585.7500 1.4206 22.7294 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 650.00 0.57 368.73 1.00 368.73 50764.82 137.67 -8.03 -110.55 BITCOIN 63.19 2.06 130.33 1.00 130.33 50764.82 389.51 10.80 420.86 BOBL 1178.30 0.22 257.82 1.08 279.36 50764.82 181.72 -13.50 -245.35 BTP 1171.30 0.48 560.24 1.08 607.04 50764.82 83.63 0.97 8.13 BUND 1324.00 0.39 518.95 1.08 562.31 50764.82 90.28 -3.69 -33.28 BUXL 1333.80 0.91 1213.82 1.08 1315.24 50764.82 38.60 -3.63 -14.02 CAC 794.95 0.62 496.13 1.08 537.58 50764.82 94.43 11.66 110.10 CAD 737.65 0.37 273.63 1.00 273.63 50764.82 185.52 -8.92 -165.54 CANOLA 117.84 1.14 134.77 0.74 99.29 50764.82 511.29 -20.00 -1022.58 CHF 1417.44 0.44 628.00 1.00 628.00 50764.82 80.84 -18.37 -148.52 COCOA 629.70 2.21 1394.51 1.00 1394.51 50764.82 36.40 13.72 49.95 COFFEE 690.38 1.70 1172.57 1.00 1172.57 50764.82 43.29 -2.63 -11.37 COPPER 970.38 0.95 918.03 1.00 918.03 50764.82 55.30 -3.08 -17.02 CORN 229.00 1.00 228.36 1.00 228.36 50764.82 222.30 -20.00 -444.60 COTTON2 477.85 1.65 790.24 1.00 790.24 50764.82 64.24 3.75 24.11 CRUDE_W 740.30 1.21 896.62 1.00 896.62 50764.82 56.62 12.12 68.64 DAX 180.47 0.58 104.56 1.08 113.30 50764.82 448.07 19.41 869.65 DOW 195.54 0.54 105.71 1.00 105.71 50764.82 480.25 0.27 12.85 DX 1034.40 0.33 342.31 1.00 342.31 50764.82 148.30 3.95 58.51 EUR 1355.62 0.38 516.69 1.00 516.69 50764.82 98.25 -1.07 -10.47 EURIBOR-ICE 2439.75 0.05 119.58 1.08 129.57 50764.82 391.79 0.39 15.25 EUROSTX 491.10 0.65 321.01 1.08 347.83 50764.82 145.95 20.00 291.89 FEEDCOW 1347.12 0.64 864.59 1.00 864.59 50764.82 58.72 5.85 34.36 GASOIL 802.50 1.53 1229.99 1.00 1229.99 50764.82 41.27 10.41 42.95 GASOLINE 1080.62 1.52 1638.11 1.00 1638.11 50764.82 30.99 8.88 27.51 GAS_US_mini 49.38 4.39 216.87 1.00 216.87 50764.82 234.08 -11.75 -275.10 GBP 791.19 0.41 327.97 1.00 327.97 50764.82 154.78 4.01 62.07 GOLD_micro 205.27 0.57 116.55 1.00 116.55 50764.82 435.55 -7.47 -325.21 HEATOIL 1090.19 1.46 1595.43 1.00 1595.43 50764.82 31.82 8.59 27.35 JGB-SGX-mini 146540.00 0.17 24294.16 0.01 162.25 50764.82 312.88 5.55 173.69 JPY 834.69 0.55 455.23 1.00 455.23 50764.82 111.51 -14.82 -165.29 LEANHOG 407.60 0.99 403.02 1.00 403.02 50764.82 125.96 10.12 127.52 LIVECOW 735.10 0.67 494.91 1.00 494.91 50764.82 102.57 10.65 109.19 LUMBER-new 164.59 1.03 170.10 1.00 170.10 50764.82 298.44 -1.23 -36.85 MILK 345.20 1.30 450.10 1.00 450.10 50764.82 112.78 -12.82 -144.56 MXP 293.00 0.53 155.85 1.00 155.85 50764.82 325.73 19.43 632.76 NASDAQ_micro 366.80 0.78 287.88 1.00 287.88 50764.82 176.34 4.56 80.47 NIKKEI 40000.00 0.83 33285.33 0.01 222.30 50764.82 228.36 16.30 372.28 NZD 610.45 0.64 389.02 1.00 389.02 50764.82 130.49 -0.31 -4.05 OAT 1274.80 0.40 513.00 1.08 555.86 50764.82 91.33 -0.09 -0.81 OATIES 182.50 1.62 296.00 1.00 296.00 50764.82 171.50 -7.80 -133.77 OJ 538.65 2.08 1118.73 1.00 1118.73 50764.82 45.38 5.96 27.06 PALLAD 961.50 2.68 2573.57 1.00 2573.57 50764.82 19.73 -2.14 -4.22 PLAT 445.15 1.63 723.91 1.00 723.91 50764.82 70.13 -1.08 -7.56 REDWHEAT 278.12 1.66 462.43 1.00 462.43 50764.82 109.78 -20.00 -219.55 RICE 372.90 0.98 366.57 1.00 366.57 50764.82 138.49 2.18 30.22 ROBUSTA 313.90 1.33 417.10 1.00 417.10 50764.82 121.71 6.63 80.67 RUSSELL 104.96 1.17 122.58 1.00 122.58 50764.82 414.15 -3.31 -136.99 SHATZ 1057.15 0.08 86.42 1.08 93.64 50764.82 542.10 -16.42 -890.02 SILVER-mini 591.25 1.42 838.72 1.00 838.72 50764.82 60.53 -2.08 -12.62 SMI 1141.60 0.59 670.35 1.14 762.93 50764.82 66.54 13.88 92.39 SOFR 2408.88 0.07 172.66 1.00 172.66 50764.82 294.02 -5.81 -170.86 SOYBEAN 569.25 0.82 467.27 1.00 467.27 50764.82 108.64 -20.00 -217.28 SOYMEAL 334.40 1.24 414.89 1.00 414.89 50764.82 122.36 -20.00 -244.72 SOYOIL 272.34 1.29 350.81 1.00 350.81 50764.82 144.71 -17.43 -252.21 SP400 2909.80 0.83 2402.27 1.00 2402.27 50764.82 21.13 -0.38 -0.79 SP500_micro 257.11 0.61 155.96 1.00 155.96 50764.82 325.50 7.15 232.75 SUGAR11 233.07 1.77 412.23 1.00 412.23 50764.82 123.15 -3.13 -38.57 US10 1104.84 0.38 415.69 1.00 415.69 50764.82 122.12 -8.39 -102.43 US10U 1141.88 0.49 562.93 1.00 562.93 50764.82 90.18 -3.29 -29.67 US2 2048.44 0.11 231.93 1.00 231.93 50764.82 218.88 -13.13 -287.39 US20 1191.25 0.68 809.70 1.00 809.70 50764.82 62.70 -1.02 -6.41 US30 1277.19 0.94 1203.36 1.00 1203.36 50764.82 42.19 -2.09 -8.82 US5 1069.92 0.26 279.53 1.00 279.53 50764.82 181.61 -10.71 -194.56 VIX 158.00 2.50 395.70 1.00 395.70 50764.82 128.29 -20.00 -256.58 WHEAT 292.88 1.42 416.05 1.00 416.05 50764.82 122.01 -20.00 -244.03 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -110.548 0.010 2.5 -2.868 BITCOIN 420.860 0.043 2.5 45.574 BOBL -245.354 0.004 2.5 -2.488 BTP 8.127 0.014 2.5 0.277 BUND -33.283 0.004 2.5 -0.338 BUXL -14.024 0.004 2.5 -0.142 CAC 110.098 0.014 2.5 3.755 CAD -165.543 0.010 2.5 -4.295 CANOLA -1022.585 0.010 2.5 -24.878 CHF -148.524 0.010 2.5 -3.854 COCOA 49.954 0.009 2.5 1.070 COFFEE -11.369 0.005 2.5 -0.133 COPPER -17.025 0.043 2.5 -1.844 CORN -444.597 0.010 2.5 -10.817 COTTON2 24.108 0.009 2.5 0.516 CRUDE_W 68.638 0.043 2.5 7.433 DAX 869.653 0.014 2.5 29.663 DOW 12.848 0.009 2.5 0.299 DX 58.512 0.010 2.5 1.518 EUR -10.470 0.010 2.5 -0.272 EURIBOR-ICE 15.249 0.014 2.5 0.520 EUROSTX 291.891 0.014 2.5 9.956 FEEDCOW 34.362 0.013 2.5 1.139 GASOIL 42.951 0.017 2.5 1.862 GASOLINE 27.509 0.017 2.5 1.192 GAS_US_mini -275.102 0.043 2.5 -29.790 GBP 62.075 0.010 2.5 1.611 GOLD_micro -325.210 0.014 2.5 -11.092 HEATOIL 27.345 0.017 2.5 1.185 JGB-SGX-mini 173.688 0.043 2.5 18.808 JPY -165.287 0.010 2.5 -4.289 LEANHOG 127.520 0.024 2.5 7.750 LIVECOW 109.194 0.013 2.5 3.618 LUMBER-new -36.854 0.009 2.5 -0.788 MILK -144.560 0.009 2.5 -3.096 MXP 632.759 0.059 2.5 92.872 NASDAQ_micro 80.474 0.009 2.5 1.870 NIKKEI 372.283 0.043 2.5 40.314 NZD -4.052 0.010 2.5 -0.105 OAT -0.807 0.014 2.5 -0.028 OATIES -133.769 0.010 2.5 -3.254 OJ 27.061 0.009 2.5 0.580 PALLAD -4.224 0.014 2.5 -0.144 PLAT -7.564 0.014 2.5 -0.258 REDWHEAT -219.554 0.005 2.5 -2.912 RICE 30.219 0.010 2.5 0.735 ROBUSTA 80.673 0.005 2.5 0.942 RUSSELL -136.990 0.013 2.5 -4.539 SHATZ -890.017 0.004 2.5 -9.025 SILVER-mini -12.619 0.014 2.5 -0.430 SMI 92.388 0.014 2.5 3.151 SOFR -170.856 0.024 2.5 -10.384 SOYBEAN -217.282 0.004 2.5 -2.021 SOYMEAL -244.716 0.004 2.5 -2.276 SOYOIL -252.206 0.004 2.5 -2.348 SP400 -0.793 0.013 2.5 -0.026 SP500_micro 232.754 0.009 2.5 5.409 SUGAR11 -38.569 0.009 2.5 -0.820 US10 -102.432 0.005 2.5 -1.298 US10U -29.670 0.005 2.5 -0.376 US2 -287.392 0.005 2.5 -3.642 US20 -6.409 0.005 2.5 -0.081 US30 -8.820 0.005 2.5 -0.112 US5 -194.558 0.005 2.5 -2.465 VIX -256.581 0.099 2.5 -63.335 WHEAT -244.030 0.005 2.5 -3.237 ===================== Position diags ===================== AUD 3.57 BITCOIN 42.18 BOBL 1.84 BTP 2.85 BUND 0.92 BUXL 0.39 CAC 3.22 CAD 4.81 CANOLA 12.44 CHF 2.10 COCOA 0.78 COFFEE 0.51 COPPER 5.99 CORN 5.41 COTTON2 1.38 CRUDE_W 6.13 DAX 15.28 DOW 11.16 DX 3.85 EUR 2.55 EURIBOR-ICE 13.36 EUROSTX 4.98 FEEDCOW 1.95 GASOIL 1.79 GASOLINE 1.34 GAS_US_mini 25.35 GBP 4.02 GOLD_micro 14.86 HEATOIL 1.38 JGB-SGX-mini 33.88 JPY 2.89 LEANHOG 7.66 LIVECOW 3.40 LUMBER-new 6.38 MILK 2.42 MXP 47.81 NASDAQ_micro 4.10 NIKKEI 24.73 NZD 3.39 OAT 3.12 OATIES 4.17 OJ 0.97 PALLAD 0.67 PLAT 2.39 REDWHEAT 1.46 RICE 3.37 ROBUSTA 1.42 RUSSELL 13.72 SHATZ 5.50 SILVER-mini 2.06 SMI 2.27 SOFR 17.87 SOYBEAN 1.01 SOYMEAL 1.14 SOYOIL 1.35 SP400 0.70 SP500_micro 7.56 SUGAR11 2.62 US10 1.55 US10U 1.14 US2 2.77 US20 0.79 US30 0.53 US5 2.30 VIX 31.67 WHEAT 1.62 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.9 -3.2 -2.5 0.0 0 BITCOIN 45.6 41.4 49.8 0.0 0 BOBL -2.5 -2.7 -2.3 -13.0 -13 BTP 0.3 -0.0 0.6 3.0 3 BUND -0.3 -0.4 -0.2 -1.0 -1 BUXL -0.1 -0.2 -0.1 0.0 0 CAC 3.8 3.4 4.1 7.0 7 CAD -4.3 -4.8 -3.8 0.0 0 CANOLA -24.9 -26.1 -23.6 -6.0 -6 CHF -3.9 -4.1 -3.6 -9.0 -9 COCOA 1.1 1.0 1.1 4.0 4 COFFEE -0.1 -0.2 -0.1 0.0 0 COPPER -1.8 -2.4 -1.2 0.0 0 CORN -10.8 -11.4 -10.3 -10.0 -10 COTTON2 0.5 0.4 0.7 0.0 0 CRUDE_W 7.4 6.8 8.0 3.0 3 DAX 29.7 28.1 31.2 0.0 0 DOW 0.3 -0.8 1.4 16.0 16 DX 1.5 1.1 1.9 NaN 0 EUR -0.3 -0.5 -0.0 0.0 0 EURIBOR-ICE 0.5 -0.8 1.9 0.0 0 EUROSTX 10.0 9.5 10.5 13.0 13 FEEDCOW 1.1 0.9 1.3 5.0 5 GASOIL 1.9 1.7 2.0 1.0 1 GASOLINE 1.2 1.1 1.3 4.0 4 GAS_US_mini -29.8 -32.3 -27.3 -18.0 -18 GBP 1.6 1.2 2.0 5.0 5 GOLD_micro -11.1 -12.6 -9.6 -33.0 -33 HEATOIL 1.2 1.0 1.3 0.0 0 JGB-SGX-mini 18.8 15.4 22.2 10.0 10 JPY -4.3 -4.6 -4.0 -5.0 -5 LEANHOG 7.7 7.0 8.5 2.0 2 LIVECOW 3.6 3.3 4.0 0.0 0 LUMBER-new -0.8 -1.4 -0.1 NaN 0 MILK -3.1 -3.3 -2.9 NaN 0 MXP 92.9 88.1 97.7 59.0 59 NASDAQ_micro 1.9 1.5 2.3 17.0 17 NIKKEI 40.3 37.8 42.8 36.0 36 NZD -0.1 -0.4 0.2 5.0 5 OAT -0.0 -0.3 0.3 0.0 0 OATIES -3.3 -3.7 -2.8 NaN 0 OJ 0.6 0.5 0.7 NaN 0 PALLAD -0.1 -0.2 -0.1 -1.0 -1 PLAT -0.3 -0.5 -0.0 -1.0 -1 REDWHEAT -2.9 -3.1 -2.8 -3.0 -3 RICE 0.7 0.4 1.1 NaN 0 ROBUSTA 0.9 0.8 1.1 3.0 3 RUSSELL -4.5 -5.9 -3.2 0.0 0 SHATZ -9.0 -9.6 -8.5 NaN 0 SILVER-mini -0.4 -0.6 -0.2 NaN 0 SMI 3.2 2.9 3.4 6.0 6 SOFR -10.4 -12.2 -8.6 NaN 0 SOYBEAN -2.0 -2.1 -1.9 -2.0 -2 SOYMEAL -2.3 -2.4 -2.2 0.0 0 SOYOIL -2.3 -2.5 -2.2 -7.0 -7 SP400 -0.0 -0.1 0.0 0.0 0 SP500_micro 5.4 4.7 6.2 4.0 4 SUGAR11 -0.8 -1.1 -0.6 0.0 0 US10 -1.3 -1.5 -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 -11.0 -11 VIX -63.3 -66.5 -60.2 -17.0 -17 WHEAT -3.2 -3.4 -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 0.5 -0.1 0.0 -0.1 0.0 -0.1 -0.0 0.2 0.5 0.2 0.7 0.2 0.2 -0.2 -0.1 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.2 0.1 0.2 0.1 -0.1 0.5 0.6 0.6 0.6 -0.2 0.1 0.4 0.2 BOBL -0.6 -0.6 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 -0.4 -0.4 -0.4 -0.4 -0.1 -0.0 -0.1 -0.1 -0.1 0.9 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.1 -0.2 -0.2 -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 -0.1 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 -0.0 -0.0 -0.1 0.6 -0.0 0.0 0.0 -0.0 -0.0 -0.0 0.4 -0.1 -0.1 -0.2 -0.1 -0.6 -0.7 0.2 -0.4 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 0.1 -0.1 0.1 -0.7 -0.7 0.2 0.1 CAC 0.6 0.5 0.5 0.1 0.1 0.2 0.1 0.2 0.1 0.1 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 0.0 0.1 0.0 -0.1 -0.1 0.5 0.0 0.6 CAD -0.2 -0.3 0.3 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 -0.1 -0.2 -0.1 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -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 -0.3 -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 -0.1 -0.0 0.0 -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 -0.4 -0.0 -0.3 -0.6 -0.6 -0.7 -0.7 -0.6 -0.2 CHF -0.5 -0.6 0.1 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.0 -0.1 0.1 -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 -0.1 -0.2 -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 0.1 0.3 0.2 -1.9 0.0 0.0 0.1 0.0 0.1 0.0 1.1 0.5 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 0.2 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 1.1 -0.1 -0.0 -0.6 0.4 -0.3 -0.7 -0.2 -0.4 COPPER 0.2 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 0.1 -0.1 0.2 0.5 -0.7 -0.1 0.4 0.1 CORN -0.0 -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 -0.1 -0.5 -0.2 -2.6 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.6 -0.2 -0.6 -0.6 -0.6 -0.2 -0.7 -0.1 -0.0 COTTON2 0.3 0.6 0.4 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.0 0.2 0.1 0.1 0.2 0.2 0.1 -0.0 -0.0 -0.1 0.2 0.1 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 -0.3 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 0.2 0.3 0.2 0.0 0.2 0.2 0.2 0.2 0.0 0.0 0.1 0.2 0.1 -0.7 0.1 0.1 0.1 0.1 0.3 0.1 -0.1 0.4 0.3 -0.3 -0.0 0.7 0.6 0.7 0.7 DAX 0.4 0.3 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 -0.6 0.5 0.3 -0.0 0.2 -0.1 0.4 0.1 0.7 DOW -0.3 0.0 0.6 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.5 0.2 0.7 0.2 0.2 -0.3 -0.2 -0.3 -0.2 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 -0.2 0.0 -0.4 DX 0.1 0.5 -0.1 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 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 0.1 -2.7 0.0 -0.0 0.0 0.0 0.1 0.0 0.8 -0.3 0.6 0.6 -0.6 0.6 0.1 0.7 0.3 EUR 0.0 -0.3 0.0 -0.0 -0.0 0.1 -0.0 0.1 -0.0 0.1 -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 -0.2 -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 -0.0 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 -0.1 -0.2 -0.2 0.1 -0.7 -0.7 0.2 0.7 EUROSTX 0.5 0.6 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 0.0 0.2 0.1 0.2 0.1 0.9 0.2 0.4 0.6 0.3 -0.3 0.5 -0.2 0.7 FEEDCOW 0.1 0.6 0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.0 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 0.2 0.7 0.4 0.7 0.7 GASOIL 0.0 0.5 -0.1 0.0 0.0 0.0 0.0 0.1 0.0 0.0 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 -0.1 -0.0 0.1 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 0.2 0.1 0.2 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 0.1 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 -0.0 -0.2 -0.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 -0.3 -0.0 -0.4 -0.1 -0.1 -0.4 -0.4 -0.2 -0.3 -0.1 -0.2 -0.0 -0.5 -0.1 2.4 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -1.1 0.2 -0.5 -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 0.1 0.1 0.1 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 0.2 0.2 0.6 0.3 -0.7 -0.2 -0.7 0.1 GOLD_micro -0.2 -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 0.4 -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 0.1 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 -0.0 0.2 0.0 -2.7 0.1 0.0 0.1 0.0 0.2 0.0 1.1 0.3 0.2 0.1 0.3 0.6 0.1 0.5 0.0 JGB-SGX-mini -0.1 -0.3 0.4 -0.0 0.0 0.0 -0.0 -0.0 -0.0 0.1 0.1 0.0 0.2 -0.0 0.0 0.3 0.3 0.2 0.3 0.0 0.0 0.0 0.1 0.0 -0.7 0.0 0.0 0.0 0.0 0.0 0.0 1.1 0.0 0.3 0.2 0.1 -0.2 -0.7 0.1 0.4 JPY -0.3 -0.6 0.1 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.0 -0.4 -0.1 -0.5 -0.2 -0.2 -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 -0.3 0.2 2.5 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 0.4 0.6 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.1 0.0 0.2 0.0 0.2 0.2 0.3 -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 -0.0 0.7 0.1 0.7 0.4 LUMBER-new 0.1 0.1 0.5 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.2 0.2 0.2 -0.6 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.1 0.1 0.2 -0.0 0.2 NaN 0.1 0.2 0.2 0.2 0.1 0.1 -1.2 0.6 0.7 -0.2 0.7 -0.4 -0.8 -0.3 -0.6 MILK 0.1 0.6 0.2 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.5 0.0 -0.1 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 -0.1 -0.5 -0.0 1.4 -0.0 -0.1 -0.1 -0.0 -0.3 -0.0 -1.1 -0.2 0.1 0.2 -0.6 -0.7 -0.7 -0.7 -0.7 MXP 0.0 0.0 0.4 -0.0 -0.0 0.1 -0.0 0.2 -0.0 0.2 0.5 0.2 0.7 0.1 0.2 0.3 0.3 0.3 0.3 0.1 0.2 0.1 0.5 0.1 -2.7 0.1 0.1 0.3 0.1 0.6 0.1 1.1 0.1 0.6 0.6 0.3 0.7 0.7 0.7 0.7 NASDAQ_micro -0.2 0.1 0.5 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 0.2 -2.7 0.1 0.0 0.2 0.0 0.2 0.0 -0.4 0.1 -0.1 0.5 0.4 0.5 -0.1 0.7 -0.2 NIKKEI 0.6 0.6 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 0.3 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 1.1 0.3 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 -0.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.1 0.0 -0.0 0.0 -0.0 0.2 -0.2 0.2 -0.0 0.1 -0.3 -0.3 -0.1 0.1 OAT -0.4 -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 -0.0 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 0.1 -0.4 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.1 -0.3 0.1 -0.3 0.0 -0.0 0.2 -0.1 0.1 -0.0 -0.0 -0.1 0.0 -0.2 0.0 -2.7 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.0 0.0 0.2 -0.0 -0.3 -0.3 0.1 0.0 0.4 OJ 0.1 0.2 -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 0.3 0.3 0.1 0.3 0.3 0.5 0.7 PALLAD 0.3 -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 -0.0 -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 -0.0 -0.3 0.0 -0.0 0.0 -0.1 0.0 -0.1 -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 -0.1 -0.2 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 -0.3 0.2 0.3 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.0 0.4 -0.1 0.6 0.1 0.1 -0.1 -0.1 -0.2 -0.2 0.1 0.2 -0.0 0.4 0.0 -2.6 0.1 0.0 0.1 -0.0 0.2 0.0 -0.2 0.0 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 -0.0 0.6 0.1 0.2 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 -0.0 0.1 0.6 0.6 -0.7 -0.6 -0.3 0.0 RUSSELL 0.2 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 -0.3 0.0 0.0 0.1 0.0 0.1 0.0 0.0 -0.2 -0.2 -0.3 -0.1 -0.7 -0.7 -0.7 -0.7 SHATZ -0.6 -0.6 0.3 -0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 -0.1 -0.2 -0.1 1.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.1 -0.2 -0.4 -0.4 -0.2 -0.7 -0.7 -0.3 -0.7 SILVER-mini 0.2 -0.2 -0.2 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.2 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.0 0.7 -0.0 0.1 -0.1 0.0 -0.0 0.0 -0.1 0.1 0.2 0.3 0.1 -0.7 -0.6 0.5 -0.1 SMI 0.2 0.2 0.6 0.1 0.1 0.2 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 1.8 0.1 0.0 0.2 0.1 0.1 0.1 1.1 -0.2 -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 -0.3 -0.6 -0.6 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 -0.5 -0.2 -0.2 -0.2 -0.2 0.1 0.3 0.2 0.2 -0.2 -0.2 -0.1 -0.4 -0.2 -2.7 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 1.1 -0.5 -0.6 -0.6 -0.6 -0.3 -0.7 -0.2 -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 -0.1 -0.3 -0.2 -2.7 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 1.1 -0.4 -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 -0.0 -0.4 -0.1 -0.4 -0.1 -0.2 -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 -0.2 0.2 -0.5 -0.3 -0.4 -0.2 -0.3 0.2 SP400 0.3 0.2 0.6 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.4 0.2 0.4 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.2 0.2 -1.5 0.1 0.0 0.1 0.1 0.1 0.1 0.1 -0.0 -0.1 -0.2 -0.0 -0.6 -0.3 -0.6 -0.7 SP500_micro 0.1 0.4 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 0.2 0.5 0.2 -2.7 0.1 0.0 0.2 0.1 0.2 0.1 -0.5 0.2 0.1 0.6 0.6 0.2 -0.1 0.6 -0.2 SUGAR11 -0.2 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 0.2 0.4 0.3 0.4 -0.1 -0.1 -0.1 0.1 -0.1 -2.7 -0.0 -0.1 -0.1 -0.1 0.0 -0.0 1.1 -0.4 -0.2 -0.0 -0.6 0.5 -0.0 0.7 0.4 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 0.0 0.0 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 0.5 -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 -0.1 -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 0.1 -0.7 -0.1 -0.1 -0.4 -0.1 -0.7 -0.1 -0.3 -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 -0.1 -0.1 -0.1 -0.2 -0.1 -0.8 -0.3 -0.6 -0.6 -0.6 -0.6 -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 -14.2 6.3 -1.6 -1.9 2.0 -1.7 3.6 -3.1 -15.4 -4.6 -1.1 -10.0 -12.8 -6.7 -3.0 -2.9 -2.8 -2.8 -7.1 -3.5 -7.1 -5.6 -7.8 2.7 -3.5 -7.2 -1.4 -4.3 -1.9 -4.3 -1.2 -6.3 -0.2 -10.4 -6.8 -20.0 -10.2 -7.9 1.1 BITCOIN 20.0 7.5 14.8 -4.9 4.4 -5.1 1.5 -3.0 -1.7 20.0 20.0 20.0 20.0 20.0 20.0 -9.1 -6.8 -8.4 -7.9 20.0 20.0 20.0 20.0 20.0 -20.0 8.7 13.8 7.2 13.8 5.7 11.4 -2.3 20.0 20.0 20.0 20.0 -6.6 2.2 13.2 6.2 BOBL -20.0 -20.0 12.4 -0.9 1.1 0.2 -0.4 -0.7 -1.6 -2.8 0.1 -7.5 -1.5 -8.7 -4.4 -20.0 -17.8 -20.0 -20.0 -6.8 -1.2 -7.2 -2.0 -10.3 6.4 -1.9 -0.3 -0.2 -2.2 -0.3 -3.0 -20.0 -8.0 -7.7 -8.1 -4.5 -20.0 -20.0 2.6 -20.0 BTP -7.8 -9.2 20.0 -1.5 1.9 0.3 -0.7 -1.2 -2.8 -1.2 9.0 -1.7 8.9 -7.6 6.2 4.5 6.4 4.9 5.4 4.7 11.0 -0.6 8.3 -0.9 -16.0 2.2 -0.3 5.3 -0.2 4.4 -0.4 11.4 -4.9 11.0 8.6 8.9 -15.0 -19.5 17.0 2.5 BUND -15.2 -19.6 17.0 -1.0 1.2 0.2 -0.4 -0.8 -1.8 -0.7 1.4 -7.4 -1.1 -9.3 -2.2 3.3 4.4 3.7 3.3 -4.1 0.7 -4.8 -1.4 -7.4 4.1 -1.5 0.2 0.3 -1.8 -0.0 -2.7 7.6 -6.2 -2.4 -4.7 -1.7 -19.4 -20.0 7.5 -10.5 BUXL -8.4 -15.8 20.0 -1.2 1.5 0.2 -0.6 -1.0 -2.3 2.3 2.5 -4.9 -4.7 -10.6 -0.7 -2.0 0.2 -0.7 -0.2 -2.6 1.3 -2.2 -3.8 -5.2 0.3 -0.9 1.3 0.8 -0.9 -0.6 -2.1 1.5 -5.0 4.2 -2.1 1.7 -20.0 -20.0 5.3 2.9 CAC 17.4 15.2 16.4 8.0 6.7 6.5 7.7 4.2 8.2 14.3 20.0 20.0 20.0 20.0 20.0 -8.0 -5.7 -8.3 -7.6 20.0 20.0 20.0 20.0 20.0 -10.2 8.5 3.2 6.5 7.7 4.8 9.4 -0.3 0.4 3.6 1.5 -4.6 -3.4 13.7 0.1 19.5 CAD -7.2 -8.2 9.1 -1.8 -0.0 2.2 -1.3 4.1 -3.2 -16.0 -2.2 -18.1 -4.0 -19.5 -1.7 -2.1 -2.1 -2.1 -2.1 -4.9 -1.0 -12.1 -3.6 -10.3 0.3 -3.1 -6.8 -0.7 -7.7 -1.8 -6.5 0.0 -19.4 -8.2 -4.0 -4.3 -15.7 -14.4 0.8 -12.9 CANOLA 3.4 -8.0 -20.0 0.8 -0.5 0.2 -1.2 -1.4 -0.4 5.2 -10.2 -1.7 -9.1 -7.5 -9.8 -13.8 -3.7 -12.0 -9.5 -17.3 -20.0 -2.5 -17.7 -10.1 -20.0 -3.9 0.1 -4.3 -0.9 -3.9 -2.6 -6.8 -0.1 -8.1 -20.0 -20.0 -20.0 -20.0 -17.1 -7.4 CHF -16.7 -20.0 3.1 -1.4 -0.0 1.7 -1.0 3.2 -2.5 -8.9 -1.0 -13.9 4.1 -16.0 -8.5 -14.8 -15.4 -15.3 -15.5 -12.9 -3.2 -11.8 2.6 -16.7 -4.8 -3.1 -3.4 0.2 -4.0 1.6 -5.1 -20.0 -9.3 -20.0 -19.9 1.8 -20.0 -17.0 -9.6 -18.8 COCOA -3.7 -5.0 -14.0 0.8 -0.5 0.2 -1.3 -1.5 -0.4 3.6 11.1 6.8 11.2 9.4 10.4 20.0 8.1 20.0 14.8 20.0 16.8 15.8 12.2 20.0 -14.6 3.9 0.6 3.6 1.9 3.1 3.4 20.0 20.0 20.0 20.0 20.0 12.9 2.5 20.0 20.0 COFFEE -8.8 -0.6 14.4 1.4 -1.0 0.3 -2.3 -2.7 -0.8 0.2 9.8 -7.9 5.7 -1.8 4.7 20.0 7.8 16.0 11.3 4.1 10.1 -3.4 6.5 -3.2 -20.0 1.3 2.0 5.6 -1.6 5.2 -2.4 20.0 -3.7 -0.1 -17.1 13.4 -10.0 -20.0 -4.7 -11.9 COPPER 5.0 0.3 5.7 -4.1 3.6 -4.3 1.3 -2.5 -1.4 -5.7 -0.6 10.6 -6.6 7.7 5.6 -4.8 -4.9 -5.6 -5.7 3.7 1.5 7.0 -2.4 6.6 -13.1 -0.2 1.3 -0.2 1.9 -1.2 1.1 1.2 3.5 -2.1 7.2 15.4 -20.0 -3.0 12.1 2.9 CORN -0.9 -7.9 -9.0 1.7 -1.1 0.4 -2.6 -3.1 -0.9 7.5 -20.0 -7.2 -20.0 -15.9 -20.0 -19.1 -6.1 -15.4 -11.7 -20.0 -20.0 -7.2 -20.0 -20.0 -19.2 -8.0 -0.8 -6.8 -3.5 -5.4 -7.0 -10.6 -8.4 -20.0 -20.0 -20.0 -4.8 -20.0 -2.8 -0.3 COTTON2 8.5 20.0 13.3 1.5 -1.0 0.3 -2.3 -2.7 -0.8 2.5 8.9 12.4 4.0 16.9 16.5 3.6 -1.2 -2.3 -3.3 20.0 12.3 20.0 2.9 20.0 -20.0 6.7 1.6 3.7 6.1 1.6 7.9 0.2 20.0 20.0 20.0 20.0 -18.7 -13.9 -8.9 1.1 CRUDE_W 6.5 6.0 -5.9 3.8 3.3 2.3 0.7 2.6 2.8 14.9 2.4 18.1 7.7 14.2 4.4 10.4 9.6 9.1 9.1 4.6 3.9 5.9 9.3 7.0 -4.9 4.8 6.4 3.7 6.2 7.3 7.0 -1.1 15.8 10.5 -9.0 -0.1 20.0 19.2 20.0 20.0 DAX 12.4 9.8 20.0 7.7 6.4 6.2 7.4 4.1 7.9 20.0 20.0 20.0 20.0 20.0 20.0 -16.6 -11.5 -15.6 -13.8 20.0 20.0 20.0 20.0 20.0 17.6 8.3 11.8 6.8 12.4 4.9 10.2 -10.4 20.0 7.9 -1.4 6.3 -3.4 12.4 3.9 20.0 DOW -7.9 1.4 20.0 6.2 5.2 5.0 6.0 3.3 6.4 12.1 19.9 14.3 18.5 17.4 20.0 -13.2 -10.6 -12.8 -11.9 20.0 20.0 10.4 20.0 16.6 -14.4 7.3 1.8 8.3 2.6 6.7 4.5 -8.2 -14.5 -20.0 -0.5 15.6 -5.9 -4.5 1.2 -12.8 DX 3.2 13.9 -4.2 -1.7 -0.0 2.0 -1.2 3.8 -3.0 -5.9 6.2 -8.4 -0.4 10.1 6.2 6.6 6.1 6.2 6.2 8.0 4.3 -0.2 4.3 6.6 -20.0 2.8 -1.3 1.1 0.0 2.1 2.8 14.3 -11.1 20.0 20.0 -20.0 17.9 2.3 20.0 8.3 EUR 1.4 -10.6 1.3 -1.8 -0.0 2.2 -1.3 4.1 -3.2 7.6 -6.1 12.1 0.8 -7.5 -8.9 -6.6 -6.6 -6.3 -6.3 -5.7 -3.8 3.8 -3.1 -2.1 19.0 -1.4 1.5 -0.4 2.0 -0.4 -0.4 -7.4 10.3 9.3 2.7 -4.7 -20.0 -14.4 -20.0 -10.9 EURIBOR-ICE -20.0 -20.0 20.0 -0.8 1.0 0.2 -0.4 -0.6 -1.5 -2.4 3.7 -6.7 2.8 -7.9 0.1 -0.5 -3.7 0.1 -1.6 -2.4 5.1 -5.8 4.1 -7.7 14.5 -0.6 -0.1 1.7 -1.8 1.5 -2.3 -3.6 -6.0 -5.4 -5.0 3.0 -20.0 -20.0 6.6 20.0 EUROSTX 16.3 20.0 20.0 7.8 6.5 6.3 7.5 4.1 8.0 20.0 20.0 20.0 20.0 20.0 20.0 10.2 2.5 8.7 5.2 20.0 20.0 20.0 20.0 20.0 1.3 8.7 5.1 7.0 7.8 5.0 9.0 17.0 9.7 13.6 17.6 8.2 -8.1 15.0 -6.0 20.0 FEEDCOW 3.9 20.0 3.3 1.8 -1.2 0.4 -2.8 -3.3 -1.0 0.6 0.5 10.2 0.5 20.0 20.0 -20.0 -20.0 -20.0 -20.0 20.0 12.2 9.3 4.9 20.0 -7.3 5.7 -0.7 3.0 0.4 3.4 4.4 -20.0 0.1 19.0 20.0 7.1 20.0 12.4 20.0 20.0 GASOIL 1.2 15.5 -4.5 3.0 2.7 1.8 0.5 2.1 2.3 3.9 8.1 -0.6 9.9 10.2 10.8 20.0 20.0 20.0 20.0 10.5 9.6 0.6 11.8 6.5 7.6 4.2 2.1 4.3 0.1 4.9 2.4 20.0 -2.5 -1.0 4.5 7.1 -10.9 -5.8 -20.0 -12.5 GASOLINE 7.1 15.5 -0.9 3.4 3.0 2.0 0.6 2.4 2.5 17.2 2.6 14.0 8.7 16.0 15.6 6.8 7.6 -8.8 -4.0 13.3 8.3 11.8 8.5 13.9 -20.0 6.4 6.8 3.9 6.5 4.9 7.5 -11.5 20.0 20.0 6.0 14.8 20.0 14.5 20.0 13.1 GAS_US_mini -0.2 -7.7 -13.6 1.5 1.3 0.9 0.3 1.1 1.1 4.3 -9.7 -0.9 -10.7 -7.1 -9.2 -20.0 -19.0 -7.9 -13.0 -12.2 -15.8 -0.2 -19.6 -6.3 17.7 -3.5 0.2 -3.7 -0.8 -3.2 -2.5 -20.0 7.4 -16.3 -20.0 -18.9 -13.7 -0.1 -20.0 -4.9 GBP -2.0 -4.2 7.9 -1.9 -0.0 2.3 -1.3 4.4 -3.4 5.6 3.1 8.9 10.0 -1.0 13.7 -0.6 -0.6 -0.4 -0.4 2.6 6.5 2.1 6.6 0.5 2.7 2.2 -0.2 4.1 1.0 3.0 0.6 2.9 7.6 6.7 17.6 8.3 -20.0 -4.8 -20.0 3.7 GOLD_micro -4.7 -8.1 4.4 -4.7 0.1 -4.6 -0.5 -2.6 -2.3 19.9 10.5 7.4 7.5 -2.1 -1.4 -16.4 -14.5 -15.5 -15.1 -1.3 3.3 7.6 5.6 -0.3 -4.4 -1.1 6.9 1.8 2.0 3.4 -1.8 -15.1 18.1 -5.6 9.1 14.3 -20.0 -20.0 -20.0 -14.3 HEATOIL -1.1 11.9 -4.9 3.3 2.9 2.0 0.6 2.3 2.5 9.9 3.0 -6.7 6.9 6.1 7.7 20.0 20.0 20.0 20.0 5.9 5.4 -1.7 8.9 2.5 -20.0 5.3 3.0 4.9 1.7 6.6 4.0 20.0 11.5 7.5 4.6 9.3 16.6 4.2 14.1 0.0 JGB-SGX-mini -4.0 -8.3 13.4 -0.8 1.0 0.2 -0.4 -0.7 -1.5 5.6 4.6 4.0 5.6 -3.5 4.2 13.6 16.5 12.2 13.0 1.8 3.8 2.2 3.6 0.5 -5.0 0.6 1.8 1.1 1.2 0.5 0.2 20.0 2.0 10.3 7.3 2.8 -5.2 -20.0 3.6 10.6 JPY -10.8 -18.9 4.5 -1.1 -0.0 1.4 -0.8 2.6 -2.0 1.0 -13.8 -12.2 -14.3 -14.8 -14.1 -16.4 -16.1 -16.1 -16.2 -15.3 -15.3 -5.9 -20.0 -13.3 20.0 -4.4 0.3 -4.3 -2.0 -5.9 -4.2 -20.0 -4.0 -10.6 -15.8 -12.9 -18.0 -15.4 -13.0 -18.4 LEANHOG 10.5 20.0 7.0 1.9 -1.3 0.4 -3.1 -3.6 -1.0 20.0 4.2 20.0 -13.3 20.0 20.0 -20.0 -20.0 -20.0 -20.0 20.0 6.5 20.0 -13.0 20.0 18.8 8.6 9.7 5.2 8.4 -1.4 8.6 -20.0 20.0 20.0 20.0 20.0 -9.1 -8.5 6.5 12.7 LIVECOW 11.9 20.0 -2.1 1.8 -1.2 0.4 -2.8 -3.3 -0.9 6.1 1.2 15.6 0.9 20.0 17.6 14.6 -5.9 -2.8 -6.5 20.0 7.9 12.2 2.7 20.0 -4.5 5.9 1.4 2.4 2.9 2.8 6.4 -5.9 6.1 20.0 20.0 -1.2 20.0 3.2 20.0 11.7 LUMBER-new 3.5 1.5 12.5 2.0 -1.3 0.5 -3.1 -2.8 -1.1 20.0 5.2 20.0 -13.8 16.9 12.5 -18.2 -15.3 -16.8 -15.8 10.5 8.1 18.1 -1.0 12.3 NaN 8.3 14.9 6.1 12.6 2.3 10.4 -20.0 20.0 20.0 -5.3 20.0 -10.4 -20.0 -7.5 -14.9 MILK 3.9 20.0 4.8 1.1 -0.7 0.2 -1.7 -2.0 -0.6 -11.3 -10.9 -7.0 -13.6 3.3 -6.5 -20.0 -20.0 -20.0 -20.0 -3.0 -11.7 -7.4 -19.7 -0.7 10.9 -0.6 -7.9 -4.3 -3.7 -7.9 -0.3 -20.0 -7.3 1.9 5.5 -18.6 -20.0 -20.0 -20.0 -20.0 MXP 1.5 0.5 11.7 -1.9 -0.0 2.2 -1.3 4.2 -3.3 19.9 20.0 20.0 20.0 12.1 20.0 17.2 16.7 16.5 16.0 13.0 19.8 8.7 20.0 8.9 -20.0 7.2 7.7 10.6 6.0 16.5 5.5 20.0 4.2 20.0 20.0 9.0 20.0 20.0 20.0 20.0 NASDAQ_micro -4.9 4.6 16.8 4.7 3.9 3.8 4.5 2.5 4.8 12.5 14.9 12.1 14.6 13.8 14.8 -11.6 -10.0 -11.6 -11.0 20.0 20.0 13.8 20.0 15.0 -20.0 5.6 4.5 6.2 3.6 5.9 4.3 -6.9 5.5 -3.5 15.0 12.9 14.7 -3.0 20.0 -5.7 NIKKEI 19.4 20.0 17.1 6.9 5.8 5.6 6.6 3.6 7.1 17.5 20.0 20.0 20.0 20.0 20.0 10.5 12.7 13.9 13.4 20.0 20.0 20.0 20.0 20.0 -17.1 7.9 6.0 6.8 6.2 5.4 7.5 20.0 13.7 20.0 20.0 20.0 -18.9 -4.5 -6.1 -3.3 NZD 2.7 -9.5 9.9 -1.3 -0.0 1.5 -0.9 2.8 -2.2 -10.2 2.9 -1.1 0.0 -5.1 2.9 0.4 0.3 0.3 0.3 0.4 2.3 -5.1 0.0 -1.5 0.0 0.2 -6.9 1.8 -3.8 0.9 -1.3 4.1 -6.8 7.7 -0.2 1.9 -9.5 -9.4 -2.9 3.4 OAT -13.1 -17.5 19.3 -1.1 1.3 0.2 -0.5 -0.8 -2.0 -1.3 2.9 -7.6 -0.0 -10.0 -0.4 4.1 6.3 4.6 5.1 -2.4 2.9 -4.2 0.4 -6.2 5.3 -0.9 0.1 1.2 -1.7 0.6 -2.5 11.2 -6.4 -0.1 -2.8 1.2 -20.0 -20.0 9.2 3.6 OATIES 3.8 3.1 -12.5 1.0 -0.7 0.2 -1.6 -1.9 -0.5 9.4 -11.7 6.7 -9.6 1.9 -4.0 7.9 -3.0 4.5 -0.7 -4.0 -9.6 3.7 -9.1 0.7 -20.0 -0.7 3.9 -3.2 1.9 -3.5 0.7 -0.2 1.2 7.0 -0.1 -8.2 -8.0 1.7 0.8 12.9 OJ 4.3 6.1 -20.0 0.9 -0.6 0.2 -1.5 -1.7 -0.5 -5.7 6.1 1.7 9.2 8.4 2.3 6.9 15.8 8.2 12.0 7.6 8.8 -0.6 15.3 7.0 -20.0 2.3 -2.3 3.9 -0.6 7.7 1.6 20.0 -9.2 8.6 10.0 3.0 8.4 9.7 14.0 20.0 PALLAD 9.4 -2.5 9.1 -1.5 1.4 -1.6 0.5 -0.9 -0.5 -0.9 -6.3 3.6 -8.0 -1.3 -5.2 -1.8 -2.1 -1.9 -2.0 -4.6 -7.7 0.1 -11.3 -1.4 8.9 -2.0 0.1 -3.3 -0.6 -4.4 -1.2 6.8 -3.8 -3.4 -1.3 -3.2 -13.9 -9.1 -9.4 -4.4 PLAT -1.0 -9.1 0.3 -2.3 2.1 -2.4 0.7 -1.4 -0.8 -7.0 -6.1 -6.1 -7.7 -9.7 -7.1 -4.1 -3.3 -4.0 -3.7 -5.6 -4.8 -3.9 -4.5 -5.1 10.1 -2.4 -1.1 -1.7 -1.8 -1.1 -2.4 4.4 -7.5 -4.3 -4.5 2.6 -13.1 -4.2 20.0 5.8 REDWHEAT -11.2 -3.2 -7.6 1.5 -1.0 0.3 -2.4 -2.8 -0.8 -7.6 -20.0 -13.6 -20.0 -15.1 -17.2 7.9 0.0 2.9 0.4 -20.0 -20.0 -12.7 -20.0 -18.7 -11.0 -7.0 -4.7 -6.5 -6.1 -6.1 -7.7 4.5 -15.7 -20.0 -20.0 -20.0 -16.5 -20.0 -12.6 -20.0 RICE -8.0 6.2 9.6 1.4 -1.0 0.3 -2.3 -2.7 -0.8 -4.1 16.4 -8.6 15.9 6.0 13.5 -6.1 -2.7 -10.4 -8.8 13.9 17.4 -3.2 14.8 4.6 -19.3 5.1 0.4 5.4 -0.6 4.4 2.6 -4.6 1.3 18.1 7.6 17.8 5.3 -5.0 12.3 4.0 ROBUSTA -20.0 14.8 20.0 1.2 -0.8 0.3 -1.8 -2.2 -0.6 3.8 14.9 -3.8 15.5 9.6 13.9 20.0 20.0 20.0 20.0 20.0 20.0 0.4 20.0 7.0 -20.0 5.0 1.8 7.3 -0.0 7.2 1.4 20.0 -1.9 3.8 20.0 20.0 -20.0 -17.2 -9.7 1.0 RUSSELL 5.9 0.5 19.5 3.7 3.1 3.0 3.6 2.0 3.8 9.4 7.6 9.1 4.9 7.4 8.5 -6.3 -6.2 -6.3 -6.4 7.7 7.0 8.5 3.7 7.4 -1.9 3.8 3.9 3.3 3.8 2.1 3.8 0.3 -6.7 -5.6 -9.1 -2.5 -20.0 -20.0 -20.0 -20.0 SHATZ -20.0 -20.0 7.9 -0.8 1.0 0.1 -0.4 -0.6 -1.4 -4.6 -3.9 -7.5 -5.6 -8.2 -6.6 -20.0 -20.0 -20.0 -20.0 -10.5 -5.0 -10.1 -5.7 -13.8 7.9 -2.0 -0.7 -0.7 -2.3 -0.8 -3.0 -20.0 -10.3 -12.8 -11.6 -7.3 -20.0 -20.0 -8.1 -20.0 SILVER-mini 4.9 -5.9 -5.4 -3.4 3.0 -3.5 1.0 -2.1 -1.1 7.5 -6.1 1.6 -4.0 -3.5 -12.1 -6.8 -6.6 -6.9 -6.8 -5.5 -5.9 2.8 -3.9 -1.9 5.3 -0.9 8.3 -1.9 4.6 -1.0 2.1 -1.2 5.1 7.3 9.0 3.3 -20.0 -17.7 15.9 -3.7 SMI 6.6 5.8 17.2 7.0 5.8 5.6 6.7 3.7 7.1 16.5 15.6 18.5 7.6 16.3 19.7 11.1 6.3 10.6 8.5 15.5 11.9 15.2 5.4 16.1 13.2 6.9 4.9 5.9 6.3 2.9 6.7 20.0 -7.3 -20.0 -13.5 -13.0 7.0 -5.7 15.5 -9.0 SOFR -18.0 -17.5 12.7 -0.9 0.5 0.2 -0.9 -0.7 -1.9 6.9 3.1 -6.6 -0.1 -7.6 -0.0 0.7 0.3 1.2 0.8 -3.9 -0.1 -3.3 -1.3 -6.7 -2.1 -0.7 0.4 0.9 -1.6 0.2 -2.5 2.2 -0.8 -4.2 2.3 1.7 -20.0 -20.0 -3.4 -2.1 SOYBEAN -9.4 -20.0 -20.0 1.6 -1.1 0.3 -2.5 -2.9 -0.8 -8.1 -17.6 -16.3 -4.4 -19.8 -20.0 6.7 14.5 9.0 11.1 -20.0 -20.0 -16.0 -16.4 -20.0 -20.0 -7.6 -0.4 -5.2 -4.5 -2.4 -7.4 20.0 -19.4 -20.0 -20.0 -20.0 -7.8 -20.0 -7.1 -20.0 SOYMEAL -12.7 -20.0 -20.0 1.2 -0.8 0.3 -1.9 -2.2 -0.6 -7.5 -15.0 -13.6 -8.9 -15.4 -16.4 -4.9 11.2 0.9 6.0 -20.0 -20.0 -13.5 -11.8 -20.0 -20.0 -5.7 -0.1 -4.2 -2.8 -1.4 -4.9 20.0 -15.1 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 SOYOIL -3.9 -5.8 -19.5 1.2 -0.8 0.3 -1.9 -2.2 -0.6 -4.8 -14.7 -11.6 -11.7 -12.0 -13.9 -6.1 3.7 -4.4 -0.7 -17.4 -20.0 -9.2 -17.8 -13.2 -20.0 -5.1 -2.0 -5.4 -3.6 -4.7 -4.8 7.5 -9.8 4.9 -16.8 -8.2 -13.1 -6.5 -8.9 5.4 SP400 8.5 6.4 20.0 4.8 4.0 3.9 4.6 2.5 4.9 13.5 13.3 14.5 10.2 13.9 14.8 -6.4 -5.4 -5.9 -5.7 15.6 14.1 15.7 9.0 15.3 -10.9 5.4 5.3 4.7 5.4 3.2 5.5 1.7 -1.3 -3.3 -6.3 -0.7 -19.0 -8.7 -16.6 -20.0 SP500_micro 2.1 11.9 20.0 6.0 5.0 4.8 5.8 3.2 6.2 16.4 19.3 17.4 17.9 18.5 19.7 -13.0 -11.2 -12.8 -12.2 20.0 20.0 20.0 20.0 20.0 -20.0 7.3 4.3 7.0 4.7 5.7 6.0 -8.9 6.3 2.6 20.0 18.2 4.5 -3.2 17.7 -6.3 SUGAR11 -7.5 11.1 -20.0 1.2 -0.8 0.3 -1.9 -2.2 -0.6 -11.8 -4.8 -11.4 6.4 -0.9 -5.2 12.4 18.9 17.4 18.7 -5.7 -5.7 -14.4 2.0 -7.5 -20.0 -3.5 -11.0 -3.6 -5.7 1.0 -3.3 20.0 -17.3 -5.4 -1.3 -20.0 14.6 -0.2 20.0 10.5 US10 -17.9 -13.4 14.3 -0.8 0.5 0.2 -0.8 -0.6 -1.7 4.8 1.3 -6.7 -2.6 -7.5 0.0 -8.9 -8.1 -9.1 -8.7 -3.7 -1.3 -3.5 -4.4 -6.3 1.8 -0.6 0.4 0.4 -1.5 -0.8 -2.3 -13.2 -1.8 -3.7 3.1 1.6 -20.0 -20.0 -15.9 8.8 US10U -16.5 -12.5 14.3 -1.2 0.7 0.2 -1.2 -0.9 -2.4 7.3 1.0 -9.2 -3.5 -10.5 -0.2 -2.1 0.2 -0.2 0.3 -4.8 -2.1 -4.0 -6.7 -7.9 -0.9 -0.6 0.8 0.6 -1.7 -1.4 -2.7 1.7 -0.5 -2.7 5.0 2.5 -20.0 -20.0 9.9 20.0 US2 -20.0 -17.1 15.9 -0.8 0.4 0.2 -0.8 -0.6 -1.6 -0.3 -1.0 -6.6 -5.1 -7.3 -3.1 -20.0 -20.0 -20.0 -20.0 -5.9 -2.7 -5.8 -5.9 -9.0 9.1 -1.1 0.1 0.2 -2.0 -0.8 -2.7 -20.0 -5.1 -8.4 -0.2 -0.7 -20.0 -20.0 -15.4 -20.0 US20 -14.2 -11.7 17.2 -0.9 0.5 0.2 -0.9 -0.7 -1.8 6.1 1.6 -5.6 -1.8 -6.9 0.9 0.3 -0.9 -0.1 -0.5 -2.2 -0.5 -1.7 -4.5 -4.4 -1.3 0.4 0.9 1.0 -0.5 -1.0 -1.2 -0.4 1.9 1.5 4.9 4.5 -20.0 -20.0 20.0 20.0 US30 -9.4 -10.4 15.7 -1.1 0.6 0.2 -1.0 -0.8 -2.2 6.5 0.8 -5.0 -3.4 -7.3 0.5 -8.1 -5.8 -8.0 -7.0 -2.3 -1.4 0.0 -6.4 -3.4 -0.7 0.7 2.0 0.9 0.5 -1.7 -0.5 -9.6 5.8 5.9 6.4 3.5 -15.4 -18.7 20.0 20.0 US5 -20.0 -16.0 13.9 -0.8 0.5 0.2 -0.8 -0.6 -1.7 2.1 1.2 -7.0 -3.1 -7.6 -1.0 -8.5 -10.1 -9.5 -10.1 -4.7 -1.6 -4.6 -4.1 -7.6 4.0 -0.9 0.3 0.4 -1.8 -0.5 -2.6 -16.4 -3.4 -6.2 1.6 0.6 -20.0 -20.0 -20.0 -6.8 VIX 4.8 2.3 -13.0 -7.8 -5.6 -9.7 -7.3 -12.8 -7.0 -18.1 -20.0 -18.6 -20.0 -19.4 -20.0 -20.0 -20.0 -20.0 -20.0 -19.2 -20.0 -12.1 -20.0 -12.3 NaN -9.2 -5.2 -11.8 -7.4 -15.7 -7.9 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -11.9 -8.5 0.5 1.5 -1.0 0.3 -2.4 -2.8 -0.8 -9.3 -19.8 -12.7 -20.0 -15.3 -15.4 -11.7 -10.9 -11.6 -11.3 -20.0 -20.0 -14.2 -20.0 -19.4 -0.5 -6.5 -5.6 -4.9 -6.6 -4.6 -7.9 -14.6 -14.3 -20.0 -20.0 -20.0 -19.2 -20.0 -14.2 -20.0 End of report for caleb_strategy_v3