******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240402_204020 produced at 2024-04-02 21:37:48.159193 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.90 0.0 0.00 0.00 0.00 0.00 -13.20 11.0 0 0 caleb_strategy_v3 VIX False False 0.00 -0.08 -0.32 0.0 0.08 -0.08 -0.08 -0.08 -68.80 17.0 -17 -17 caleb_strategy_v3 US2 False True 0.06 0.00 -0.30 0.0 0.00 0.00 0.00 0.00 -5.14 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.03 0.00 -0.29 0.0 0.00 0.00 0.00 0.00 -9.00 24.0 0 0 caleb_strategy_v3 CHF False False 0.04 -0.35 -0.18 0.0 0.51 -0.51 -0.35 -0.39 -4.66 13.0 -9 -10 caleb_strategy_v3 JPY False False 0.02 -0.02 -0.12 0.0 0.40 -0.40 -0.02 -0.02 -4.99 17.0 -1 -1 caleb_strategy_v3 US5 False False 0.03 -0.33 -0.10 0.0 0.75 -0.75 -0.33 -0.36 -3.17 25.0 -11 -12 caleb_strategy_v3 CAD False False 0.02 0.00 -0.08 0.0 0.60 -0.60 0.00 0.00 -3.67 29.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 -0.07 0.0 0.04 -0.04 0.00 0.00 -7.11 4.0 0 0 caleb_strategy_v3 EUR False False 0.04 0.00 -0.06 0.0 0.53 -0.53 0.00 0.00 -1.53 14.0 0 0 caleb_strategy_v3 NZD False False 0.02 -0.02 -0.06 0.0 0.35 -0.35 -0.02 -0.02 -3.44 21.0 -1 -1 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.03 -0.06 0.0 0.04 -0.04 -0.03 -0.03 -41.33 26.0 -19 -19 caleb_strategy_v3 BOBL False False 0.04 -0.54 -0.06 0.0 0.68 -0.68 -0.54 -0.54 -1.54 19.0 -15 -15 caleb_strategy_v3 CORN False False 0.01 -0.07 -0.05 0.0 0.08 -0.08 -0.07 -0.07 -7.58 12.0 -11 -11 caleb_strategy_v3 MILK False False 0.01 0.00 -0.05 0.0 0.05 -0.05 0.00 0.00 -5.83 5.0 0 0 caleb_strategy_v3 US10 False False 0.03 0.00 -0.05 0.0 0.53 -0.53 0.00 0.00 -1.56 17.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.05 0.0 0.14 -0.14 -0.02 -0.02 -17.94 51.0 -6 -6 caleb_strategy_v3 AUD False False 0.02 -0.02 -0.05 0.0 0.35 -0.35 -0.02 -0.02 -2.77 19.0 -1 -1 caleb_strategy_v3 OATIES False True 0.00 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -8.25 2.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.04 0.00 -0.04 0.0 0.29 -0.29 0.00 0.00 -1.12 8.0 0 0 caleb_strategy_v3 GBP False False 0.02 0.00 -0.03 0.0 0.49 -0.49 0.00 0.00 -1.14 22.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.02 -0.02 0.0 0.06 -0.06 -0.02 -0.02 -2.24 8.0 -2 -2 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.02 0.0 0.08 -0.08 0.00 0.00 -2.51 9.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.00 0.00 -0.02 0.0 0.01 -0.01 0.00 0.00 -3.37 3.0 0 0 caleb_strategy_v3 US10U False False 0.03 -0.03 -0.02 0.0 0.42 -0.42 -0.03 -0.03 -0.60 13.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.02 0.0 0.08 -0.08 -0.03 -0.03 -2.49 9.0 -4 -4 caleb_strategy_v3 COTTON2 False False 0.01 -0.03 -0.01 0.0 0.14 -0.14 -0.03 -0.03 -0.50 11.0 -2 -2 caleb_strategy_v3 US30 False False 0.04 0.00 -0.01 0.0 0.21 -0.21 0.00 0.00 -0.18 6.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 -0.01 -0.01 0.0 0.20 -0.20 -0.01 -0.01 -4.25 68.0 -3 -2 caleb_strategy_v3 BUND False False 0.04 -0.04 -0.01 0.0 0.40 -0.40 -0.04 -0.04 -0.13 10.0 -1 -1 caleb_strategy_v3 DOW False False 0.01 0.00 -0.01 0.0 0.37 -0.37 0.00 0.00 -1.99 66.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.03 -0.01 0.0 0.08 -0.08 -0.03 -0.03 -0.81 10.0 -4 -4 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.00 -0.01 0.0 0.24 -0.24 0.00 -0.03 -1.27 23.0 0 -3 caleb_strategy_v3 SOYBEAN False False 0.02 -0.02 -0.01 0.0 0.12 -0.12 -0.02 -0.02 -0.86 7.0 -1 -1 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.00 0.0 0.06 -0.06 0.00 0.00 -0.10 2.0 0 0 caleb_strategy_v3 US20 False False 0.03 0.03 -0.00 0.0 0.30 -0.30 0.03 0.03 -0.08 9.0 1 1 caleb_strategy_v3 BUXL False False 0.04 0.00 -0.00 0.0 0.16 -0.16 0.00 0.00 -0.10 4.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.00 0.01 0.0 0.05 -0.05 0.00 0.00 0.97 3.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.01 0.01 0.0 0.13 -0.13 0.01 0.01 1.45 18.0 1 1 caleb_strategy_v3 PLAT False False 0.01 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.55 10.0 0 0 caleb_strategy_v3 COFFEE False False 0.02 0.00 0.01 0.0 0.12 -0.12 0.00 0.00 0.33 6.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.21 0.02 0.0 0.36 -0.36 0.21 0.21 3.20 48.0 28 28 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.02 0.0 0.00 0.00 0.00 0.00 11.53 59.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 0.02 0.0 0.23 -0.23 0.00 0.01 1.87 23.0 0 1 caleb_strategy_v3 SP400 False False 0.09 0.17 0.02 0.0 0.17 -0.17 0.17 0.17 0.24 2.0 2 2 caleb_strategy_v3 COCOA False False 0.03 0.13 0.03 0.0 0.69 -0.69 0.13 0.13 1.13 26.0 5 5 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 0.03 0.0 0.00 -0.00 0.00 0.00 1.44 0.0 0 0 caleb_strategy_v3 OAT False False 0.04 0.00 0.03 0.0 0.38 -0.38 0.00 0.00 0.75 10.0 0 0 caleb_strategy_v3 HEATOIL False False 0.03 0.06 0.04 0.0 0.10 -0.10 0.06 0.06 1.21 3.0 2 2 caleb_strategy_v3 LIVECOW False False 0.02 0.06 0.04 0.0 0.34 -0.34 0.06 0.06 2.10 17.0 3 3 caleb_strategy_v3 BTP False False 0.04 0.18 0.05 0.0 0.36 -0.36 0.18 0.18 1.50 10.0 5 5 caleb_strategy_v3 GASOIL False False 0.02 0.02 0.05 0.0 0.09 -0.09 0.02 0.02 2.09 4.0 1 1 caleb_strategy_v3 GOLD_micro False False 0.01 0.00 0.05 0.0 0.36 -0.36 0.00 0.00 7.23 56.0 0 0 caleb_strategy_v3 COPPER False False 0.03 0.14 0.06 0.0 0.17 -0.17 0.14 0.14 1.93 6.0 5 5 caleb_strategy_v3 GASOLINE False False 0.03 0.13 0.08 0.0 0.13 -0.13 0.13 0.13 2.58 4.0 4 4 caleb_strategy_v3 LEANHOG False False 0.01 0.07 0.08 0.0 0.15 -0.15 0.07 0.07 6.90 13.0 6 6 caleb_strategy_v3 NIKKEI False False 0.01 0.24 0.13 0.0 0.27 -0.27 0.24 0.24 16.99 36.0 32 32 caleb_strategy_v3 CAC False True 0.02 0.00 0.14 0.0 0.00 0.00 0.00 0.00 5.72 12.0 0 0 caleb_strategy_v3 DX False False 0.03 0.00 0.15 0.0 999.00 -999.00 0.00 0.00 5.18 999999999.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 0.29 0.17 0.0 0.30 -0.30 0.29 0.29 11.05 20.0 19 19 caleb_strategy_v3 SMI False False 0.04 0.32 0.19 0.0 0.32 -0.32 0.32 0.32 5.41 9.0 9 9 caleb_strategy_v3 DAX False False 0.01 0.13 0.21 0.0 0.33 -0.33 0.13 0.16 36.92 58.0 24 29 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.14 0.25 0.0 0.43 -0.43 0.14 0.14 9.17 16.0 5 5 caleb_strategy_v3 EURIBOR-ICE False False 0.07 0.00 0.30 0.0 0.74 -0.74 0.00 0.00 4.11 10.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.02 0.07 0.31 0.0 0.11 -0.11 0.07 0.09 13.73 5.0 3 4 caleb_strategy_v3 MXP False False 0.01 0.51 0.86 0.0 0.51 -0.51 0.51 0.51 102.50 60.0 60 60 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 25.1 Shocked risk 92.1 Sum abs risk 65.0 Leverage 6.49 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3540021.35, 'annual_cash_vol_target': 885005.3375, 'daily_cash_vol_target': 55312.83359375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0036 0.6526 0.5589 8.9425 BITCOIN 2118.7218 66475.0000 3.1872 50.9959 BOBL 0.2466 117.9200 0.2091 3.3463 BTP 0.5306 117.8500 0.4502 7.2032 BUND 0.4871 132.3400 0.3681 5.8890 BUXL 1.1568 132.4800 0.8732 13.9711 CAC 42.4249 8148.0000 0.5207 8.3309 CAD 0.0027 0.7377 0.3692 5.9072 CANOLA 7.0685 644.0000 1.0976 17.5614 CHF 0.0049 1.1104 0.4435 7.0966 COCOA 169.3595 9380.0000 1.8055 28.8886 COFFEE 2.9186 196.6000 1.4845 23.7523 COPPER 0.0394 4.1035 0.9605 15.3673 CORN 5.4988 469.2500 1.1718 18.7491 COTTON2 1.4778 91.6400 1.6126 25.8017 CRUDE_W 0.8279 78.8900 1.0494 16.7907 DAX 94.7635 18549.0000 0.5109 8.1741 DOW 230.1399 39501.0000 0.5826 9.3219 DX 0.3174 104.5550 0.3036 4.8574 EUR 0.0043 1.0798 0.3945 6.3122 EURIBOR-ICE 0.0467 97.6250 0.0478 0.7652 EUROSTX 30.2851 5002.0000 0.6055 9.6874 FEEDCOW 1.9258 254.5250 0.7566 12.1062 GASOIL 12.0928 831.2500 1.4548 23.2765 GASOLINE 0.0346 2.6915 1.2869 20.5902 GAS_US_mini 0.0773 2.0900 3.6990 59.1839 GBP 0.0056 1.2576 0.4484 7.1748 GOLD_micro 15.0503 2294.3000 0.6560 10.4958 HEATOIL 0.0382 2.7019 1.4126 22.6013 JGB-SGX-mini 0.2092 145.3700 0.1439 2.3024 JPY 0.0000 0.0067 0.5427 8.6834 LEANHOG 1.0065 103.6500 0.9710 15.5367 LIVECOW 1.3013 176.3750 0.7378 11.8045 LUMBER-new 6.3669 608.0000 1.0472 16.7549 MILK 0.2031 16.4200 1.2371 19.7931 MXP 0.0003 0.0596 0.5311 8.4982 NASDAQ_micro 133.1859 18303.2500 0.7277 11.6426 NIKKEI 351.2210 39635.0000 0.8861 14.1782 NZD 0.0035 0.5965 0.5901 9.4418 OAT 0.4665 127.0400 0.3672 5.8753 OATIES 4.9271 348.0000 1.4158 22.6535 OJ 6.0940 364.8000 1.6705 26.7279 PALLAD 26.5784 1006.0000 2.6420 42.2719 PLAT 14.9587 935.5000 1.5990 25.5841 REDWHEAT 9.5085 557.7500 1.7048 27.2768 RICE 0.1552 16.3550 0.9488 15.1809 ROBUSTA 44.4767 3588.0000 1.2396 19.8335 RUSSELL 23.8277 2079.3000 1.1459 18.3351 SHATZ 0.0811 105.7150 0.0768 1.2282 SILVER-mini 0.4037 26.3375 1.5328 24.5255 SMI 62.9347 11515.0000 0.5465 8.7447 SOFR 0.0596 96.2450 0.0619 0.9903 SOYBEAN 10.1201 1178.0000 0.8591 13.7455 SOYMEAL 4.0314 332.6000 1.2121 19.3935 SOYOIL 0.6706 49.2200 1.3625 21.7997 SP400 24.8809 3009.3000 0.8268 13.2288 SP500_micro 29.4641 5252.7500 0.5609 8.9748 SUGAR11 0.3064 21.9900 1.3934 22.2950 US10 0.3635 109.7344 0.3312 5.2997 US10U 0.4926 113.0938 0.4356 6.9690 US2 0.0994 102.0820 0.0973 1.5573 US20 0.7450 117.7188 0.6328 10.1252 US30 1.1097 125.3750 0.8851 14.1612 US5 0.2381 106.4297 0.2237 3.5793 VIX 0.3969 16.5500 2.3984 38.3742 WHEAT 8.1295 604.5000 1.3448 21.5173 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 652.55 0.56 364.72 1.00 364.72 55312.83 151.66 -7.05 -106.92 BITCOIN 66.47 3.19 211.87 1.00 211.87 55312.83 261.07 4.08 106.43 BOBL 1179.20 0.21 246.63 1.08 266.00 55312.83 207.94 -7.30 -151.89 BTP 1178.50 0.45 530.56 1.08 572.23 55312.83 96.66 4.55 43.97 BUND 1323.40 0.37 487.09 1.08 525.35 55312.83 105.29 -1.19 -12.54 BUXL 1324.80 0.87 1156.81 1.08 1247.68 55312.83 44.33 -2.30 -10.19 CAC 814.80 0.52 424.25 1.08 457.57 55312.83 120.88 13.86 167.60 CAD 737.70 0.37 272.36 1.00 272.36 55312.83 203.09 -6.97 -141.62 CANOLA 128.80 1.10 141.37 0.74 104.45 55312.83 529.54 -13.93 -737.61 CHF 1387.94 0.44 615.60 1.00 615.60 55312.83 89.85 -20.00 -179.70 COCOA 938.00 1.81 1693.59 1.00 1693.59 55312.83 32.66 16.16 52.79 COFFEE 737.25 1.48 1094.46 1.00 1094.46 55312.83 50.54 5.67 28.64 COPPER 1025.88 0.96 985.31 1.00 985.31 55312.83 56.14 3.17 17.82 CORN 234.62 1.17 274.94 1.00 274.94 55312.83 201.18 -15.49 -311.61 COTTON2 458.20 1.61 738.90 1.00 738.90 55312.83 74.86 -3.09 -23.16 CRUDE_W 788.90 1.05 827.89 1.00 827.89 55312.83 66.81 18.97 126.75 DAX 185.49 0.51 94.76 1.08 102.21 55312.83 541.18 20.00 1082.37 DOW 197.50 0.58 115.07 1.00 115.07 55312.83 480.69 -1.79 -85.83 DX 1045.55 0.30 317.41 1.00 317.41 55312.83 174.26 11.47 199.79 EUR 1349.69 0.39 532.47 1.00 532.47 55312.83 103.88 -5.69 -59.10 EURIBOR-ICE 2440.62 0.05 116.72 1.08 125.88 55312.83 439.39 2.74 120.38 EUROSTX 500.20 0.61 302.85 1.08 326.64 55312.83 169.34 19.14 324.09 FEEDCOW 1272.62 0.76 962.92 1.00 962.92 55312.83 57.44 -5.88 -33.79 GASOIL 831.25 1.45 1209.28 1.00 1209.28 55312.83 45.74 10.53 48.15 GASOLINE 1130.43 1.29 1454.74 1.00 1454.74 55312.83 38.02 15.66 59.54 GAS_US_mini 52.25 3.70 193.27 1.00 193.27 55312.83 286.19 -13.34 -381.69 GBP 786.00 0.45 352.46 1.00 352.46 55312.83 156.93 -2.81 -44.04 GOLD_micro 229.43 0.66 150.50 1.00 150.50 55312.83 367.52 5.77 211.93 HEATOIL 1134.80 1.41 1602.99 1.00 1602.99 55312.83 34.51 8.09 27.91 JGB-SGX-mini 145370.00 0.14 20918.82 0.01 138.20 55312.83 400.23 2.12 84.68 JPY 834.19 0.54 452.72 1.00 452.72 55312.83 122.18 -15.73 -192.16 LEANHOG 414.60 0.97 402.60 1.00 402.60 55312.83 137.39 8.27 113.61 LIVECOW 705.50 0.74 520.51 1.00 520.51 55312.83 106.27 5.97 63.45 LUMBER-new 167.20 1.05 175.09 1.00 175.09 55312.83 315.91 -4.99 -157.58 MILK 328.40 1.24 406.25 1.00 406.25 55312.83 136.15 -20.00 -272.31 MXP 298.25 0.53 158.41 1.00 158.41 55312.83 349.17 20.00 698.34 NASDAQ_micro 366.06 0.73 266.37 1.00 266.37 55312.83 207.65 -2.63 -54.57 NIKKEI 39635.00 0.89 35122.10 0.01 232.04 55312.83 238.38 6.58 156.88 NZD 596.50 0.59 352.00 1.00 352.00 55312.83 157.14 -8.44 -132.64 OAT 1270.40 0.37 466.50 1.08 503.14 55312.83 109.94 2.00 21.95 OATIES 174.00 1.42 246.36 1.00 246.36 55312.83 224.52 -15.10 -339.08 OJ 547.20 1.67 914.10 1.00 914.10 55312.83 60.51 7.45 45.06 PALLAD 1006.00 2.64 2657.84 1.00 2657.84 55312.83 20.81 -1.45 -3.01 PLAT 467.75 1.60 747.93 1.00 747.93 55312.83 73.95 2.18 16.11 REDWHEAT 278.88 1.70 475.43 1.00 475.43 55312.83 116.34 -14.52 -168.88 RICE 327.10 0.95 310.35 1.00 310.35 55312.83 178.22 -16.39 -292.18 ROBUSTA 358.80 1.24 444.77 1.00 444.77 55312.83 124.36 12.84 159.71 RUSSELL 103.96 1.15 119.14 1.00 119.14 55312.83 464.27 -2.76 -128.17 SHATZ 1057.15 0.08 81.15 1.08 87.52 55312.83 631.98 -14.04 -887.05 SILVER-mini 658.44 1.53 1009.28 1.00 1009.28 55312.83 54.80 7.69 42.13 SMI 1151.50 0.55 629.35 1.11 698.01 55312.83 79.24 20.00 158.49 SOFR 2406.12 0.06 148.93 1.00 148.93 55312.83 371.41 -5.85 -217.18 SOYBEAN 589.00 0.86 506.00 1.00 506.00 55312.83 109.31 -8.48 -92.73 SOYMEAL 332.60 1.21 403.14 1.00 403.14 55312.83 137.20 -19.70 -270.32 SOYOIL 295.32 1.36 402.37 1.00 402.37 55312.83 137.47 -6.31 -86.76 SP400 3009.30 0.83 2488.09 1.00 2488.09 55312.83 22.23 3.32 7.38 SP500_micro 262.64 0.56 147.32 1.00 147.32 55312.83 375.46 3.67 137.80 SUGAR11 246.29 1.39 343.19 1.00 343.19 55312.83 161.17 4.24 68.29 US10 1097.34 0.33 363.47 1.00 363.47 55312.83 152.18 -8.08 -123.01 US10U 1130.94 0.44 492.59 1.00 492.59 55312.83 112.29 -4.20 -47.20 US2 2041.64 0.10 198.72 1.00 198.72 55312.83 278.35 -14.56 -405.25 US20 1177.19 0.63 744.95 1.00 744.95 55312.83 74.25 -0.86 -6.40 US30 1253.75 0.89 1109.66 1.00 1109.66 55312.83 49.85 -2.89 -14.42 US5 1064.30 0.22 238.09 1.00 238.09 55312.83 232.32 -10.77 -250.11 VIX 165.50 2.40 396.93 1.00 396.93 55312.83 139.35 -20.00 -278.70 WHEAT 302.25 1.34 406.48 1.00 406.48 55312.83 136.08 -13.78 -187.54 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -106.917 0.010 2.5 -2.774 BITCOIN 106.430 0.043 2.5 11.525 BOBL -151.887 0.004 2.5 -1.540 BTP 43.974 0.014 2.5 1.500 BUND -12.539 0.004 2.5 -0.127 BUXL -10.192 0.004 2.5 -0.103 CAC 167.604 0.014 2.5 5.717 CAD -141.620 0.010 2.5 -3.674 CANOLA -737.606 0.010 2.5 -17.945 CHF -179.703 0.010 2.5 -4.663 COCOA 52.787 0.009 2.5 1.131 COFFEE 28.643 0.005 2.5 0.334 COPPER 17.817 0.043 2.5 1.929 CORN -311.609 0.010 2.5 -7.581 COTTON2 -23.161 0.009 2.5 -0.496 CRUDE_W 126.747 0.043 2.5 13.725 DAX 1082.367 0.014 2.5 36.918 DOW -85.831 0.009 2.5 -1.995 DX 199.793 0.010 2.5 5.184 EUR -59.097 0.010 2.5 -1.533 EURIBOR-ICE 120.384 0.014 2.5 4.106 EUROSTX 324.088 0.014 2.5 11.054 FEEDCOW -33.788 0.013 2.5 -1.120 GASOIL 48.147 0.017 2.5 2.087 GASOLINE 59.540 0.017 2.5 2.581 GAS_US_mini -381.686 0.043 2.5 -41.332 GBP -44.040 0.010 2.5 -1.143 GOLD_micro 211.928 0.014 2.5 7.229 HEATOIL 27.911 0.017 2.5 1.210 JGB-SGX-mini 84.683 0.043 2.5 9.170 JPY -192.159 0.010 2.5 -4.986 LEANHOG 113.608 0.024 2.5 6.904 LIVECOW 63.449 0.013 2.5 2.103 LUMBER-new -157.576 0.009 2.5 -3.371 MILK -272.306 0.009 2.5 -5.832 MXP 698.342 0.059 2.5 102.498 NASDAQ_micro -54.569 0.009 2.5 -1.268 NIKKEI 156.879 0.043 2.5 16.988 NZD -132.640 0.010 2.5 -3.441 OAT 21.949 0.014 2.5 0.749 OATIES -339.085 0.010 2.5 -8.249 OJ 45.064 0.009 2.5 0.965 PALLAD -3.012 0.014 2.5 -0.103 PLAT 16.112 0.014 2.5 0.550 REDWHEAT -168.877 0.005 2.5 -2.240 RICE -292.177 0.010 2.5 -7.108 ROBUSTA 159.712 0.005 2.5 1.865 RUSSELL -128.166 0.013 2.5 -4.247 SHATZ -887.052 0.004 2.5 -8.995 SILVER-mini 42.133 0.014 2.5 1.437 SMI 158.488 0.014 2.5 5.406 SOFR -217.176 0.024 2.5 -13.199 SOYBEAN -92.729 0.004 2.5 -0.862 SOYMEAL -270.317 0.004 2.5 -2.514 SOYOIL -86.755 0.004 2.5 -0.808 SP400 7.375 0.013 2.5 0.244 SP500_micro 137.800 0.009 2.5 3.202 SUGAR11 68.292 0.009 2.5 1.452 US10 -123.010 0.005 2.5 -1.559 US10U -47.200 0.005 2.5 -0.598 US2 -405.248 0.005 2.5 -5.135 US20 -6.400 0.005 2.5 -0.081 US30 -14.420 0.005 2.5 -0.183 US5 -250.107 0.005 2.5 -3.169 VIX -278.701 0.099 2.5 -68.795 WHEAT -187.539 0.005 2.5 -2.488 ===================== Position diags ===================== AUD 3.93 BITCOIN 28.27 BOBL 2.11 BTP 3.30 BUND 1.07 BUXL 0.45 CAC 4.12 CAD 5.27 CANOLA 12.88 CHF 2.33 COCOA 0.70 COFFEE 0.59 COPPER 6.08 CORN 4.89 COTTON2 1.60 CRUDE_W 7.23 DAX 18.46 DOW 11.17 DX 4.52 EUR 2.70 EURIBOR-ICE 14.99 EUROSTX 5.78 FEEDCOW 1.90 GASOIL 1.98 GASOLINE 1.65 GAS_US_mini 30.99 GBP 4.07 GOLD_micro 12.54 HEATOIL 1.50 JGB-SGX-mini 43.34 JPY 3.17 LEANHOG 8.35 LIVECOW 3.52 LUMBER-new 6.76 MILK 2.92 MXP 51.25 NASDAQ_micro 4.83 NIKKEI 25.81 NZD 4.08 OAT 3.75 OATIES 5.46 OJ 1.30 PALLAD 0.71 PLAT 2.52 REDWHEAT 1.54 RICE 4.34 ROBUSTA 1.45 RUSSELL 15.38 SHATZ 6.41 SILVER-mini 1.87 SMI 2.70 SOFR 22.57 SOYBEAN 1.02 SOYMEAL 1.28 SOYOIL 1.28 SP400 0.74 SP500_micro 8.73 SUGAR11 3.43 US10 1.93 US10U 1.42 US2 3.53 US20 0.94 US30 0.63 US5 2.94 VIX 34.40 WHEAT 1.81 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.8 -3.2 -2.4 -1.0 -1 BITCOIN 11.5 8.7 14.4 0.0 0 BOBL -1.5 -1.8 -1.3 -15.0 -15 BTP 1.5 1.2 1.8 5.0 5 BUND -0.1 -0.2 -0.0 -1.0 -1 BUXL -0.1 -0.1 -0.1 0.0 0 CAC 5.7 5.3 6.1 0.0 0 CAD -3.7 -4.2 -3.1 0.0 0 CANOLA -17.9 -19.2 -16.7 -6.0 -6 CHF -4.7 -4.9 -4.4 -9.0 -9 COCOA 1.1 1.1 1.2 5.0 5 COFFEE 0.3 0.3 0.4 0.0 0 COPPER 1.9 1.3 2.5 5.0 5 CORN -7.6 -8.1 -7.1 -11.0 -11 COTTON2 -0.5 -0.7 -0.3 -2.0 -2 CRUDE_W 13.7 13.0 14.4 3.0 3 DAX 36.9 35.1 38.8 24.0 24 DOW -2.0 -3.1 -0.9 0.0 0 DX 5.2 4.7 5.6 NaN 0 EUR -1.5 -1.8 -1.3 0.0 0 EURIBOR-ICE 4.1 2.6 5.6 0.0 0 EUROSTX 11.1 10.5 11.6 19.0 19 FEEDCOW -1.1 -1.3 -0.9 0.0 0 GASOIL 2.1 1.9 2.3 1.0 1 GASOLINE 2.6 2.4 2.7 4.0 4 GAS_US_mini -41.3 -44.4 -38.2 -19.0 -19 GBP -1.1 -1.5 -0.7 0.0 0 GOLD_micro 7.2 6.0 8.5 0.0 0 HEATOIL 1.2 1.1 1.4 2.0 2 JGB-SGX-mini 9.2 4.8 13.5 5.0 5 JPY -5.0 -5.3 -4.7 -1.0 -1 LEANHOG 6.9 6.1 7.7 6.0 6 LIVECOW 2.1 1.8 2.5 3.0 3 LUMBER-new -3.4 -4.0 -2.7 NaN 0 MILK -5.8 -6.1 -5.5 NaN 0 MXP 102.5 97.4 107.6 60.0 60 NASDAQ_micro -1.3 -1.8 -0.8 0.0 0 NIKKEI 17.0 14.4 19.6 32.0 32 NZD -3.4 -3.8 -3.0 -1.0 -1 OAT 0.7 0.4 1.1 0.0 0 OATIES -8.2 -8.8 -7.7 NaN 0 OJ 1.0 0.8 1.1 NaN 0 PALLAD -0.1 -0.2 -0.0 0.0 0 PLAT 0.5 0.3 0.8 0.0 0 REDWHEAT -2.2 -2.4 -2.1 -2.0 -2 RICE -7.1 -7.5 -6.7 NaN 0 ROBUSTA 1.9 1.7 2.0 0.0 0 RUSSELL -4.2 -5.8 -2.7 -3.0 -3 SHATZ -9.0 -9.6 -8.4 NaN 0 SILVER-mini 1.4 1.3 1.6 NaN 0 SMI 5.4 5.1 5.7 9.0 9 SOFR -13.2 -15.5 -10.9 NaN 0 SOYBEAN -0.9 -1.0 -0.8 -1.0 -1 SOYMEAL -2.5 -2.6 -2.4 0.0 0 SOYOIL -0.8 -0.9 -0.7 -4.0 -4 SP400 0.2 0.2 0.3 2.0 2 SP500_micro 3.2 2.3 4.1 28.0 28 SUGAR11 1.5 1.1 1.8 1.0 1 US10 -1.6 -1.8 -1.4 0.0 0 US10U -0.6 -0.7 -0.5 -1.0 -1 US2 -5.1 -5.5 -4.8 NaN 0 US20 -0.1 -0.2 0.0 1.0 1 US30 -0.2 -0.2 -0.1 0.0 0 US5 -3.2 -3.5 -2.9 -11.0 -11 VIX -68.8 -72.2 -65.4 -17.0 -17 WHEAT -2.5 -2.7 -2.3 -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 4.1 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 -0.1 -0.1 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.1 -0.2 -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 0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.1 0.1 0.0 -0.2 -0.7 -0.4 -0.5 -0.1 BITCOIN -0.5 0.2 0.3 0.0 0.0 0.0 0.0 -0.0 0.0 -0.0 0.5 -0.0 0.6 0.1 0.2 -0.2 -0.1 -0.2 -0.2 0.2 0.2 0.0 0.5 0.2 -2.7 0.1 -0.0 0.2 0.0 0.2 0.0 -0.2 0.2 0.3 0.6 0.6 -0.2 0.0 0.6 0.1 BOBL 0.0 -0.4 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.1 -0.1 -0.1 0.2 -0.3 -0.2 -0.3 -0.1 -0.0 0.0 -0.1 -0.0 0.9 -0.0 0.0 -0.0 0.0 -0.0 -0.0 -1.1 0.3 0.3 -0.0 -0.2 -0.7 -0.7 0.2 -0.7 BTP -0.0 0.0 0.4 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.3 -0.1 0.4 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 -0.1 0.3 0.0 -2.7 0.1 0.0 0.2 0.0 0.2 0.0 0.7 -0.0 0.6 0.6 0.5 -0.3 -0.4 0.7 0.1 BUND -0.0 -0.3 -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 -0.2 0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.5 -0.0 0.1 0.0 0.0 -0.0 0.0 0.2 0.3 0.3 0.1 -0.1 -0.6 -0.7 0.5 -0.3 BUXL -0.1 -0.2 0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 -0.1 -0.0 0.0 -0.0 -0.1 -0.0 -0.0 0.0 0.1 0.0 0.1 -0.0 0.0 0.0 0.4 0.4 0.3 0.0 -0.7 -0.7 0.0 -0.0 CAC 0.3 0.6 0.6 0.1 -0.0 0.2 0.0 0.2 0.1 -0.2 0.5 0.2 0.7 0.2 0.2 0.4 -0.0 0.2 0.0 0.2 0.2 0.1 0.5 0.2 -1.6 0.1 0.0 0.2 0.1 0.2 0.1 0.6 -0.1 0.3 0.2 -0.1 -0.3 0.4 -0.2 0.6 CAD -0.1 -0.2 0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.0 0.3 0.2 -0.1 0.0 -0.6 -0.5 -0.1 -0.4 CANOLA 0.6 0.6 -0.4 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.0 -0.2 0.1 -0.3 0.1 -0.0 -0.3 -0.1 -0.3 -0.2 0.0 -0.1 0.0 -0.4 0.1 -2.7 0.0 0.0 -0.1 0.0 -0.2 0.0 -0.9 0.2 0.6 0.3 -0.6 -0.7 -0.7 -0.6 -0.2 CHF -0.5 -0.6 -0.4 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.2 -0.3 -0.2 -0.1 -0.2 -0.2 -0.3 -0.3 -0.3 -0.3 -0.2 -0.2 -0.2 -0.1 -0.2 -0.4 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -1.1 -0.5 -0.6 -0.6 -0.5 -0.3 -0.5 -0.0 -0.5 COCOA 0.6 0.6 -0.2 0.0 -0.0 0.0 -0.0 -0.0 0.0 0.1 0.3 0.1 0.4 0.1 0.1 0.4 0.3 0.4 0.4 0.2 0.2 0.2 0.5 0.2 -2.1 0.0 0.0 0.1 0.0 0.1 0.0 1.1 0.5 0.6 0.6 0.6 0.1 0.0 0.3 0.4 COFFEE 0.2 -0.1 0.3 0.0 -0.0 0.0 -0.0 -0.1 0.0 0.2 0.4 0.2 0.4 0.2 0.1 0.1 0.2 0.2 0.2 0.1 0.1 0.2 0.2 0.2 -2.7 0.1 0.2 0.2 0.2 0.2 0.1 0.8 0.5 0.6 0.4 0.2 -0.2 -0.7 0.1 -0.4 COPPER 0.4 0.5 0.3 0.0 0.1 0.0 0.0 -0.0 0.0 0.1 0.3 0.1 -0.1 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.1 0.1 0.2 -2.0 0.1 0.0 0.1 0.0 0.0 0.1 0.1 -0.5 0.6 0.2 0.4 -0.7 -0.1 0.4 0.2 CORN 0.5 0.5 0.1 0.0 -0.0 0.0 -0.0 -0.1 0.0 0.0 -0.4 0.1 -0.7 0.1 -0.1 -0.4 -0.2 -0.4 -0.3 -0.1 -0.2 0.0 -0.5 0.0 -2.2 -0.0 0.0 -0.2 0.0 -0.3 0.0 -1.1 0.2 0.5 -0.4 -0.6 -0.3 -0.7 -0.2 0.0 COTTON2 -0.4 0.1 0.6 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 0.1 -0.1 0.1 -0.0 0.0 0.3 0.0 0.1 0.0 0.1 0.1 -0.0 0.1 -0.0 -2.7 0.0 -0.0 0.1 -0.0 0.1 0.0 0.1 -0.2 -0.4 0.6 0.6 -0.4 -0.4 -0.1 0.0 CRUDE_W 0.5 0.4 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.2 0.4 0.2 0.2 0.3 0.2 0.3 0.2 0.2 0.2 0.2 0.4 0.2 -0.7 0.1 0.1 0.2 0.1 0.2 0.1 -0.1 0.2 0.3 0.4 -0.1 0.7 0.7 0.7 0.7 DAX 0.5 0.6 0.6 0.1 -0.0 0.2 0.0 0.2 0.1 0.0 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 2.4 0.1 0.1 0.2 0.1 0.2 0.1 -0.6 0.5 0.6 0.6 0.1 -0.2 0.4 0.1 0.7 DOW -0.1 -0.1 0.5 0.1 -0.0 0.2 0.0 0.1 0.0 -0.1 0.5 0.0 0.7 0.1 0.2 -0.2 -0.2 -0.3 -0.2 0.2 0.2 0.0 0.5 0.1 -1.9 0.1 0.0 0.3 0.0 0.3 0.1 -0.5 0.4 -0.2 -0.6 0.0 -0.2 -0.2 0.1 -0.5 DX 0.4 0.1 0.1 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.2 0.1 0.2 0.1 0.2 0.2 0.2 0.1 0.1 0.1 0.1 0.1 0.2 0.2 0.2 -2.7 0.1 0.1 0.1 0.1 0.1 0.1 0.8 0.5 0.6 0.6 0.0 0.6 0.1 0.7 0.3 EUR -0.2 0.0 -0.1 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.1 -0.1 2.7 -0.0 -0.0 0.0 -0.1 -0.0 -0.1 -0.4 -0.2 -0.3 0.1 -0.0 -0.7 -0.5 -0.7 -0.4 EURIBOR-ICE -0.1 -0.5 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.0 0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 0.0 0.1 -0.0 1.8 -0.0 0.0 0.0 0.0 0.1 -0.0 -0.1 0.1 0.2 0.0 0.0 -0.7 -0.7 0.4 0.7 EUROSTX 0.2 0.6 0.6 0.1 -0.0 0.2 0.0 0.2 0.1 0.0 0.5 0.2 0.7 0.2 0.2 -0.1 0.0 0.0 0.0 0.2 0.2 0.2 0.5 0.2 0.0 0.1 0.0 0.2 0.1 0.2 0.1 0.7 0.5 0.4 0.5 0.3 -0.5 0.4 -0.4 0.7 FEEDCOW -0.6 0.0 0.5 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.2 0.0 -0.1 0.1 -0.4 -0.4 -0.4 -0.4 -0.0 0.1 -0.2 0.1 -0.2 -1.0 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -1.1 -0.5 -0.6 -0.4 0.6 0.7 0.6 0.7 0.7 GASOIL 0.1 0.1 0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.5 0.1 0.2 0.3 0.4 0.4 0.4 0.1 0.1 0.1 0.4 0.1 0.9 0.1 0.1 0.2 0.1 0.2 0.1 1.1 -0.1 -0.3 -0.2 0.1 -0.4 -0.3 -0.7 -0.6 GASOLINE 0.5 0.5 0.4 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.3 0.2 0.5 0.2 0.2 0.4 0.2 0.1 0.1 0.2 0.2 0.2 0.4 0.2 -2.7 0.1 0.1 0.2 0.1 0.2 0.1 -0.4 0.1 0.2 0.6 0.4 0.7 0.6 0.7 0.6 GAS_US_mini 0.0 0.1 -0.3 0.0 0.0 0.1 0.0 0.1 0.0 0.1 -0.3 -0.1 -0.5 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 -0.0 -0.5 -0.1 2.7 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -1.1 -0.2 -0.6 -0.6 -0.6 -0.6 -0.1 -0.7 -0.2 GBP -0.3 -0.1 0.1 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.2 0.3 -0.2 0.3 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.2 0.2 -0.1 0.3 0.0 -0.0 0.1 -0.1 0.1 -0.0 0.1 -0.3 -0.2 0.2 0.3 -0.7 -0.2 -0.7 -0.0 GOLD_micro 0.5 0.6 0.3 0.0 0.1 0.0 0.0 -0.0 0.0 0.2 0.5 0.2 0.5 0.2 0.2 -0.3 -0.3 -0.3 -0.3 0.2 0.2 0.2 0.4 0.2 -0.5 0.1 0.1 0.1 0.1 0.1 0.1 -0.8 0.5 0.6 0.6 0.6 -0.7 -0.7 -0.7 -0.4 HEATOIL 0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.1 0.3 0.1 0.2 0.2 0.4 0.4 0.4 0.1 0.1 0.1 0.3 0.1 -2.7 0.1 0.1 0.2 0.1 0.3 0.1 1.1 -0.4 -0.4 -0.1 0.1 0.7 0.2 0.5 0.1 JGB-SGX-mini -0.1 -0.2 0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.1 0.0 0.3 0.0 -0.0 0.2 0.3 0.2 0.2 0.0 0.0 -0.0 0.1 -0.0 -1.0 -0.0 -0.0 0.0 -0.0 0.0 -0.0 1.1 -0.1 0.0 0.2 0.1 -0.3 -0.6 0.0 0.3 JPY -0.2 -0.2 -0.4 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.4 -0.2 -0.6 -0.2 -0.2 -0.3 -0.3 -0.3 -0.3 -0.2 -0.2 -0.1 -0.5 -0.2 2.7 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 -1.1 -0.2 -0.3 -0.5 -0.4 -0.7 -0.4 -0.6 -0.4 LEANHOG -0.1 0.6 0.6 0.0 -0.0 0.1 -0.0 -0.1 0.0 0.2 0.4 0.2 -0.3 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.2 0.2 -0.1 0.2 2.0 0.1 0.0 0.2 0.0 0.0 0.0 -1.1 0.1 -0.1 0.6 0.6 -0.3 -0.3 0.1 0.4 LIVECOW -0.6 0.3 0.4 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 0.1 -0.2 0.1 -0.1 0.1 0.4 0.0 0.3 0.1 0.0 0.1 -0.2 0.1 -0.2 -0.8 0.0 -0.0 0.1 -0.1 0.2 -0.0 0.2 -0.5 -0.6 0.5 0.6 0.7 0.3 0.7 0.7 LUMBER-new -0.3 0.3 0.4 0.0 -0.0 0.1 -0.0 -0.1 0.0 -0.1 0.5 -0.1 -0.4 0.1 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.2 -0.1 0.2 0.0 NaN 0.1 -0.1 0.2 -0.1 0.2 0.0 -1.2 -0.6 -0.4 0.7 0.7 -0.4 -0.6 -0.2 -0.4 MILK -0.4 -0.3 0.3 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 -0.4 -0.2 -0.5 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.2 -0.5 -0.2 1.8 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -1.1 -0.5 -0.6 -0.6 -0.6 -0.7 -0.7 -0.7 -0.7 MXP 0.2 0.3 0.2 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.2 0.5 0.2 0.7 0.2 0.2 0.4 0.3 0.4 0.3 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.2 0.1 0.3 0.1 1.1 0.5 0.6 0.6 0.6 0.7 0.7 0.7 0.7 NASDAQ_micro -0.2 -0.0 0.4 0.1 -0.0 0.1 0.0 0.1 0.0 -0.1 0.4 0.1 0.6 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 -0.0 0.5 0.1 -2.7 0.1 -0.0 0.2 -0.0 0.3 0.0 -0.4 -0.0 -0.6 -0.5 0.2 0.2 -0.1 0.4 -0.1 NIKKEI -0.1 0.3 0.6 0.1 -0.0 0.1 0.0 0.1 0.0 -0.1 0.5 0.1 0.7 0.2 0.2 0.1 0.2 0.2 0.2 0.2 0.2 0.0 0.5 0.2 -2.1 0.1 -0.0 0.2 0.0 0.3 0.0 1.1 -0.1 -0.6 0.4 0.6 -0.6 -0.2 -0.3 -0.2 NZD -0.5 -0.2 -0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 0.0 -0.2 -0.1 -0.2 -0.1 0.0 0.0 0.0 0.0 -0.1 -0.0 -0.2 -0.0 -0.2 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.2 -0.3 -0.6 -0.2 -0.2 -0.3 -0.3 -0.1 0.2 OAT -0.1 -0.3 0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 0.0 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 0.0 -0.1 0.0 -0.0 0.6 -0.0 0.0 0.0 0.0 0.0 0.0 0.7 0.1 0.3 0.2 0.0 -0.6 -0.7 0.4 0.1 OATIES -0.1 0.0 -0.3 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 -0.5 -0.2 -0.5 -0.1 -0.1 0.2 -0.0 0.1 0.1 -0.1 -0.2 -0.1 -0.4 -0.1 -2.7 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.2 -0.5 -0.2 -0.2 -0.4 0.0 -0.1 0.5 OJ -0.1 0.2 -0.4 0.0 -0.0 0.0 -0.0 -0.1 0.0 0.1 0.2 0.1 0.4 0.1 0.1 0.1 0.3 0.1 0.2 0.1 0.1 0.1 0.5 0.1 -2.7 0.0 -0.0 0.2 -0.0 0.5 0.0 1.1 0.1 -0.1 0.2 -0.3 0.4 0.3 0.6 0.7 PALLAD 0.1 0.4 0.0 0.0 0.0 0.0 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.3 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.3 0.0 1.4 0.0 0.0 -0.0 -0.0 -0.1 0.0 0.4 -0.1 -0.0 -0.1 0.1 -0.7 -0.4 -0.6 -0.2 PLAT 0.1 0.1 -0.1 0.0 0.0 0.0 0.0 -0.0 0.0 0.1 -0.1 -0.0 -0.3 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.0 -0.1 0.0 1.4 0.0 0.1 -0.0 0.0 -0.0 0.0 0.2 0.1 -0.1 -0.3 -0.0 -0.5 -0.2 0.7 0.2 REDWHEAT 0.3 0.2 -0.2 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 -0.5 0.0 -0.7 -0.1 -0.1 0.1 0.0 0.1 0.1 -0.1 -0.2 -0.1 -0.5 -0.1 -1.1 -0.1 -0.0 -0.2 -0.0 -0.3 -0.0 0.1 0.0 0.1 -0.6 -0.6 -0.4 -0.7 -0.2 -0.7 RICE -0.6 -0.6 0.1 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.2 0.1 -0.2 0.5 -0.2 -0.1 -0.3 -0.1 -0.3 -0.2 -0.2 0.0 -0.2 0.3 -0.2 -2.4 -0.1 -0.2 -0.0 -0.2 0.0 -0.1 -0.8 -0.5 -0.6 -0.6 -0.5 0.3 -0.1 0.6 0.2 ROBUSTA 0.4 -0.0 0.6 0.0 -0.0 0.0 -0.0 -0.1 0.0 0.1 0.5 0.2 0.6 0.2 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.2 0.1 0.3 0.1 1.1 0.5 0.6 0.6 0.6 -0.7 -0.6 -0.3 0.1 RUSSELL -0.1 0.2 0.4 0.1 -0.0 0.1 0.0 0.1 0.0 -0.1 0.3 0.0 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.1 -0.3 0.1 -0.0 0.1 0.0 0.1 0.0 -0.0 0.3 -0.4 -0.4 -0.3 -0.5 -0.6 -0.5 -0.7 SHATZ 0.1 -0.6 -0.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.2 -0.0 -0.3 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 0.0 -0.2 -0.1 1.1 -0.0 0.0 -0.0 0.0 -0.1 -0.0 -1.1 0.1 0.1 -0.3 -0.3 -0.7 -0.7 -0.3 -0.7 SILVER-mini 0.3 0.5 0.0 0.0 0.0 0.0 0.0 -0.0 0.0 0.1 0.1 0.1 -0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.1 0.0 0.2 0.6 0.1 0.1 0.1 0.1 0.0 0.1 -0.1 0.2 0.5 0.5 0.3 -0.5 -0.6 0.7 0.0 SMI 0.2 0.6 0.6 0.1 -0.0 0.2 0.0 0.2 0.1 -0.2 0.5 0.1 0.5 0.2 0.2 -0.0 0.1 0.1 0.1 0.2 0.2 0.0 0.4 0.2 2.2 0.1 0.0 0.2 0.1 0.1 0.1 1.0 0.3 0.3 -0.4 -0.3 0.4 -0.1 0.7 -0.2 SOFR -0.2 -0.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.0 0.0 -0.0 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.4 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.2 0.1 0.1 -0.0 0.1 -0.7 -0.7 0.1 -0.1 SOYBEAN 0.6 0.3 -0.6 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.2 -0.4 0.1 -0.2 0.1 -0.1 0.0 0.3 0.1 0.2 -0.0 -0.1 -0.0 -0.4 0.1 -2.7 -0.0 -0.0 -0.1 0.0 -0.1 0.0 0.9 0.2 0.6 0.0 -0.6 -0.3 -0.7 -0.3 -0.7 SOYMEAL 0.5 -0.1 -0.6 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 -0.5 -0.1 -0.5 -0.1 -0.2 -0.2 0.2 -0.1 0.0 -0.2 -0.2 -0.1 -0.5 -0.1 -2.7 -0.1 -0.1 -0.2 -0.0 -0.1 -0.0 0.4 0.1 0.2 -0.5 -0.6 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.6 0.5 -0.2 0.0 -0.0 0.0 -0.0 -0.1 0.0 0.0 -0.3 0.1 -0.4 0.1 -0.0 -0.2 0.0 -0.1 -0.1 0.0 -0.1 0.1 -0.3 0.1 -2.7 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.6 0.5 -0.1 -0.6 -0.3 -0.4 0.2 SP400 -0.0 0.5 0.6 0.1 -0.0 0.1 0.0 0.1 0.0 -0.1 0.5 0.1 0.5 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.4 0.2 -1.7 0.1 -0.0 0.2 0.0 0.2 0.1 0.0 0.5 0.1 0.1 0.0 -0.4 -0.3 -0.3 -0.7 SP500_micro 0.0 0.4 0.6 0.1 -0.0 0.2 0.0 0.2 0.1 -0.1 0.5 0.1 0.7 0.2 0.2 -0.3 -0.2 -0.3 -0.3 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 -0.0 0.3 0.0 0.3 0.1 -0.6 0.2 -0.1 -0.0 0.6 0.0 -0.1 0.4 -0.2 SUGAR11 0.3 -0.1 -0.3 0.0 -0.0 0.0 -0.0 -0.1 0.0 0.1 -0.2 0.1 0.2 0.0 -0.0 0.2 0.3 0.3 0.3 -0.0 -0.1 0.1 0.0 0.0 -2.7 -0.0 0.0 -0.1 0.1 0.0 0.0 1.1 0.5 0.5 -0.1 -0.6 0.7 0.2 0.7 0.6 US10 -0.2 -0.3 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.0 -0.0 -0.1 -0.2 -0.1 0.3 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.6 0.0 0.1 -0.0 0.1 -0.7 -0.7 -0.5 0.2 US10U -0.2 -0.2 0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.1 -0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.1 0.0 0.1 0.0 0.1 -0.7 -0.7 0.5 0.6 US2 -0.3 -0.5 -0.1 -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 -0.2 -0.1 1.5 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -1.1 -0.0 -0.1 -0.3 -0.1 -0.7 -0.7 -0.7 -0.7 US20 -0.2 -0.1 0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.2 0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.1 0.1 0.1 0.2 0.2 -0.7 -0.6 0.7 0.7 US30 -0.2 -0.1 0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.0 -0.0 -0.1 -0.2 -0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.4 0.1 0.1 0.2 0.2 -0.5 -0.5 0.7 0.7 US5 -0.2 -0.4 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.2 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.0 -0.1 -0.2 -0.1 0.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.8 0.0 0.0 -0.1 0.0 -0.7 -0.7 -0.7 -0.2 VIX 0.1 0.3 -0.2 -0.1 0.0 -0.5 -0.1 -0.9 -0.1 0.2 -0.9 -0.2 -1.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.0 -0.9 -0.1 NaN -0.2 0.0 -0.6 -0.0 -1.1 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT 0.5 -0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.1 0.0 0.0 -0.5 0.2 -0.7 -0.0 -0.1 -0.3 -0.2 -0.3 -0.3 -0.1 -0.2 0.1 -0.5 0.0 0.2 -0.0 0.0 -0.2 0.0 -0.2 0.0 -1.1 0.4 0.4 -0.6 -0.6 -0.3 -0.7 -0.2 -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 -3.3 -1.8 -2.5 -1.4 -0.7 1.2 -3.3 3.2 -3.0 -11.3 -4.7 -15.6 -11.1 -6.0 -13.8 -2.8 -2.9 -2.8 -2.8 -5.6 -3.8 -11.5 -5.9 -8.3 3.0 -2.3 1.3 -1.6 -2.3 -2.3 -2.8 -1.1 5.3 3.2 0.9 -5.9 -20.0 -11.0 -14.3 -2.0 BITCOIN -16.4 7.6 7.8 3.2 5.3 0.8 3.4 -0.3 3.9 -3.7 17.7 -2.5 17.9 13.2 15.5 -9.2 -7.4 -9.1 -8.5 20.0 20.0 2.4 19.9 17.8 -20.0 6.7 -1.0 6.6 1.2 5.1 4.4 -3.3 7.2 8.1 20.0 20.0 -7.0 0.3 17.4 3.9 BOBL 1.4 -13.6 -4.8 -1.3 -2.4 -0.5 -1.1 -1.2 -1.4 0.8 -1.8 0.0 -2.2 -5.5 -7.6 8.5 -12.5 -8.8 -13.6 -5.0 -3.1 0.8 -3.5 -2.1 6.5 -1.6 3.8 -0.9 2.2 -0.8 -0.3 -20.0 10.5 8.6 -1.1 -5.2 -20.0 -20.0 6.0 -20.0 BTP -1.4 0.4 11.4 -2.3 -4.1 -0.8 -1.8 -2.0 -2.3 -15.0 12.8 -5.7 11.8 6.3 6.3 5.0 6.2 4.9 5.2 9.8 14.4 -9.2 11.8 3.0 -20.0 5.3 1.1 6.5 2.6 5.3 4.0 13.0 -1.6 19.5 20.0 13.9 -7.7 -13.4 20.0 2.7 BUND -0.6 -9.3 -0.2 -1.5 -2.7 -0.6 -1.2 -1.3 -1.5 -3.7 0.6 -0.6 -0.8 -5.0 -7.3 -9.3 1.8 -3.9 -1.1 -2.6 -0.5 -0.9 -2.2 -1.3 4.0 -0.8 6.1 0.1 3.7 -0.3 0.5 3.9 13.4 10.2 4.0 -2.2 -17.0 -20.0 14.0 -9.2 BUXL -2.3 -5.0 3.2 -1.9 -3.4 -0.7 -1.5 -1.7 -1.9 -10.1 2.6 -3.0 -3.8 -4.8 -7.9 -7.7 -1.3 -4.9 -2.8 -0.9 0.9 -3.6 -4.0 -1.0 -0.3 0.5 9.1 1.1 5.5 -0.6 1.7 0.0 17.9 13.2 10.8 0.9 -20.0 -20.0 1.0 -0.1 CAC 9.0 20.0 20.0 8.5 -4.9 7.7 1.4 5.4 6.2 -20.0 20.0 16.6 20.0 20.0 20.0 20.0 -0.7 9.0 2.2 20.0 20.0 8.7 20.0 20.0 -11.8 9.6 3.0 8.2 5.1 6.0 8.2 10.4 -4.6 9.5 7.6 -2.3 -7.7 12.3 -4.5 17.7 CAD -2.9 -5.7 0.3 -1.6 -0.8 1.3 -3.7 3.7 -3.4 -8.6 -3.2 -12.5 -5.2 -14.5 -17.1 -2.3 -2.2 -2.2 -2.2 -6.5 -3.7 -6.5 -4.7 -7.9 -0.4 -3.6 5.7 -2.2 0.5 -2.6 -3.4 0.0 12.6 4.9 -4.1 0.2 -18.8 -15.8 -3.8 -13.1 CANOLA 20.0 20.0 -11.6 1.3 -0.4 0.9 -0.7 -1.3 0.2 -3.9 -9.1 5.5 -9.6 7.3 -1.8 -14.4 -5.9 -13.8 -11.5 0.9 -11.1 4.7 -16.4 8.2 -20.0 0.3 0.3 -3.3 1.6 -5.0 2.7 -16.2 6.4 20.0 8.1 -20.0 -20.0 -20.0 -17.1 -6.1 CHF -16.8 -20.0 -13.8 -1.3 -0.6 1.1 -3.0 3.0 -2.7 -17.8 -10.1 -19.3 -3.2 -20.0 -19.3 -15.8 -15.7 -15.8 -15.8 -20.0 -14.4 -20.0 -3.6 -20.0 -2.7 -6.0 -6.0 -2.6 -8.9 -0.2 -8.5 -20.0 -20.0 -20.0 -20.0 -14.8 -10.5 -16.4 -1.4 -16.1 COCOA 20.0 20.0 -7.0 1.1 -0.4 0.7 -0.6 -1.1 0.1 7.3 10.3 9.4 10.3 10.0 10.2 20.0 13.9 20.0 20.0 20.0 20.0 20.0 17.5 20.0 -16.0 3.6 1.5 3.2 2.8 2.6 3.5 20.0 20.0 20.0 20.0 20.0 3.4 0.5 9.8 12.7 COFFEE 5.5 -2.2 7.8 2.6 -0.8 1.7 -1.3 -2.5 0.3 19.6 13.7 18.0 10.3 14.3 6.1 7.3 7.8 11.2 10.1 10.2 12.0 20.0 9.1 14.7 -20.0 5.7 20.0 6.4 15.4 6.2 9.2 14.1 20.0 20.0 10.8 5.6 -7.1 -20.0 1.8 -12.4 COPPER 13.7 16.2 8.7 3.5 5.7 0.9 3.7 -0.4 4.2 11.7 10.6 10.7 -2.7 14.9 14.3 -5.2 -5.0 -5.4 -5.5 18.5 11.7 13.7 3.5 18.8 -14.9 5.6 1.1 3.3 2.9 1.1 5.8 1.2 -20.0 17.1 6.9 13.1 -20.0 -2.2 13.0 5.6 CORN 14.9 16.4 2.8 2.3 -0.7 1.5 -1.2 -2.2 0.3 1.7 -13.7 6.8 -19.2 10.3 -8.2 -19.4 -8.4 -17.7 -14.1 -5.3 -14.8 1.2 -20.0 1.8 -16.5 -3.9 1.4 -7.4 1.5 -8.0 0.3 -20.0 7.8 15.3 -10.8 -20.0 -9.0 -20.0 -7.4 0.1 COTTON2 -13.2 2.7 20.0 1.4 -0.5 0.9 -0.8 -1.4 0.2 -5.7 4.9 -10.3 3.6 -3.0 4.3 16.8 1.4 7.0 2.3 5.3 7.1 -4.3 3.7 -1.4 -20.0 3.3 -2.5 3.7 -1.8 2.4 0.5 1.0 -7.6 -11.9 20.0 20.0 -11.3 -13.5 -2.0 1.2 CRUDE_W 15.9 12.4 4.3 7.1 8.2 4.9 7.1 3.8 7.6 20.0 4.0 20.0 11.3 20.0 20.0 15.6 10.7 12.7 11.2 20.0 14.7 20.0 14.4 20.0 -5.3 8.4 12.3 5.8 12.2 5.7 10.9 -1.1 8.3 9.4 11.8 -1.7 20.0 20.0 20.0 20.0 DAX 14.6 20.0 20.0 8.3 -4.8 7.6 1.4 5.3 6.1 2.5 20.0 18.0 20.0 20.0 20.0 -13.1 -11.7 -14.0 -13.4 20.0 20.0 20.0 20.0 20.0 18.3 9.6 8.7 7.8 9.7 5.5 10.1 -11.4 20.0 20.0 20.0 3.3 -5.7 10.9 2.2 20.0 DOW -4.5 -4.2 15.1 6.2 -3.6 5.7 1.0 4.0 4.5 -13.6 19.6 2.1 18.9 9.4 16.7 -12.4 -11.1 -12.9 -12.3 18.1 20.0 1.0 20.0 10.2 -14.2 7.2 0.3 9.3 4.1 8.9 5.5 -10.0 16.3 -6.0 -20.0 1.1 -5.5 -6.7 3.0 -15.0 DX 12.0 4.2 4.2 -1.7 -0.8 1.3 -3.7 3.7 -3.4 20.0 5.2 20.0 3.7 15.5 16.6 7.5 6.4 7.0 6.7 12.1 6.8 20.0 6.0 19.7 -20.0 5.0 10.7 2.2 11.5 2.3 9.1 15.0 20.0 20.0 20.0 0.7 18.4 3.7 20.0 10.0 EUR -7.2 0.5 -2.5 -1.6 -0.7 1.3 -3.6 3.6 -3.3 -16.9 -2.0 -19.6 -2.1 -8.3 -12.3 -6.9 -6.7 -6.7 -6.5 -5.9 -3.1 -20.0 -2.8 -13.1 19.9 -1.2 -5.5 0.3 -8.3 -0.0 -4.8 -7.5 -9.9 -8.2 3.7 -1.3 -20.0 -15.4 -20.0 -12.2 EURIBOR-ICE -2.8 -14.8 1.0 -1.1 -2.0 -0.4 -0.9 -1.0 -1.2 1.6 3.1 -1.9 2.9 -3.9 -4.2 -4.7 -4.0 -2.5 -2.6 -1.2 3.1 0.2 3.5 -1.2 13.8 -0.2 2.5 1.7 1.3 1.8 -0.2 -2.6 5.7 6.7 0.7 1.2 -20.0 -20.0 11.2 20.0 EUROSTX 6.9 20.0 20.0 8.2 -4.8 7.5 1.3 5.2 6.0 1.2 20.0 18.6 20.0 20.0 20.0 -4.4 1.4 1.9 2.4 20.0 20.0 20.0 20.0 20.0 0.2 9.6 4.8 8.7 6.4 6.6 8.3 13.2 20.0 13.5 16.4 8.2 -14.5 12.7 -12.4 20.0 FEEDCOW -20.0 0.9 13.9 2.5 -0.8 1.6 -1.3 -2.5 0.3 -15.4 1.0 -18.0 1.2 -11.2 12.9 -20.0 -20.0 -20.0 -20.0 -2.7 5.0 -20.0 5.3 -20.0 -7.5 -1.0 -2.6 1.5 -9.2 3.4 -6.9 -20.0 -20.0 -20.0 -11.4 17.5 20.0 19.0 20.0 20.0 GASOIL 3.8 3.4 5.6 5.9 6.8 4.0 5.9 3.1 6.3 10.4 9.1 8.7 13.1 11.3 17.0 17.3 20.0 20.0 20.0 12.9 12.9 10.7 14.6 10.8 7.1 6.1 10.5 6.3 5.4 6.9 5.2 20.0 -5.7 -9.8 -5.1 3.2 -11.1 -9.4 -20.0 -16.7 GASOLINE 14.6 14.4 11.2 6.8 7.8 4.6 6.8 3.6 7.3 20.0 13.0 20.0 14.4 20.0 20.0 20.0 9.9 6.8 3.7 20.0 20.0 20.0 16.2 20.0 -20.0 8.5 9.2 6.3 8.7 5.8 8.9 -7.1 2.9 6.0 18.7 13.0 20.0 19.3 20.0 17.4 GAS_US_mini 0.4 3.5 -10.4 3.5 4.0 2.4 3.4 1.8 3.7 10.1 -12.8 -5.8 -13.6 -8.7 -12.0 -20.0 -20.0 -20.0 -20.0 -12.7 -19.9 -0.1 -20.0 -6.0 20.0 -4.7 -0.6 -5.8 -2.0 -5.5 -3.2 -20.0 -9.1 -20.0 -20.0 -20.0 -17.1 -2.3 -20.0 -7.1 GBP -10.6 -1.8 3.3 -1.7 -0.8 1.3 -3.8 3.7 -3.4 -18.2 10.7 -20.0 8.9 -12.2 -3.4 -1.0 -0.7 -0.7 -0.6 -1.4 4.8 -20.0 6.2 -11.8 2.1 1.4 -1.3 4.5 -6.2 4.0 -3.9 2.8 -10.5 -5.0 5.8 8.1 -20.0 -7.3 -20.0 -0.3 GOLD_micro 14.9 20.0 10.5 3.4 5.6 0.9 3.6 -0.4 4.1 19.0 18.0 20.0 13.1 20.0 18.6 -14.7 -14.7 -15.2 -15.1 20.0 20.0 20.0 13.3 20.0 -4.0 6.7 11.4 4.5 10.2 2.8 8.3 -15.3 20.0 20.0 20.0 20.0 -20.0 -20.0 -20.0 -13.2 HEATOIL 6.1 2.4 2.9 6.2 7.2 4.3 6.2 3.3 6.7 13.4 1.4 9.5 8.9 8.9 14.8 11.1 20.0 20.0 20.0 9.5 8.2 12.7 10.3 10.0 -20.0 6.6 11.5 6.7 6.9 8.2 5.8 20.0 -15.4 -10.9 -4.4 2.8 20.0 5.3 16.0 2.4 JGB-SGX-mini -1.9 -4.9 5.6 -1.4 -2.5 -0.5 -1.1 -1.2 -1.5 -5.5 5.1 3.1 7.1 0.6 -0.2 8.4 15.7 10.6 12.0 0.1 2.8 -0.2 4.2 -0.4 -7.6 -0.3 -2.8 0.5 -0.2 0.4 -0.2 20.0 -4.1 0.7 5.5 2.0 -9.7 -17.2 0.8 9.7 JPY -7.5 -6.6 -11.7 -1.1 -0.5 0.9 -2.4 2.4 -2.2 -13.8 -15.3 -15.6 -15.8 -15.1 -15.6 -16.6 -16.4 -16.6 -16.5 -15.0 -16.4 -13.3 -20.0 -15.0 20.0 -4.6 -2.4 -4.7 -5.0 -6.3 -5.3 -20.0 -6.9 -9.7 -13.9 -13.1 -20.0 -11.6 -16.6 -12.4 LEANHOG -3.7 17.3 20.0 3.0 -1.0 1.9 -1.6 -3.0 0.3 20.0 16.4 18.4 -9.2 20.0 20.0 -20.0 -20.0 -20.0 -20.0 20.0 15.9 20.0 -3.6 20.0 15.4 8.4 2.2 8.1 2.1 1.3 4.3 -20.0 3.7 -3.5 20.0 20.0 -7.6 -8.7 4.0 13.4 LIVECOW -20.0 8.6 12.3 2.5 -0.8 1.6 -1.3 -2.5 0.3 -16.5 4.1 -17.4 3.1 -7.0 13.5 20.0 1.1 17.2 6.5 4.2 7.2 -20.0 5.4 -16.8 -5.7 2.9 -1.1 3.4 -5.5 4.2 -2.1 4.2 -20.0 -18.3 15.3 17.9 20.0 9.7 20.0 20.0 LUMBER-new -7.6 8.6 11.5 3.1 -1.0 2.1 -1.6 -2.1 0.3 -11.8 17.2 -11.2 -9.5 9.4 16.3 -16.4 -15.5 -16.4 -15.8 13.9 14.1 -9.2 4.8 3.4 NaN 6.4 -14.3 6.9 -9.7 3.9 0.1 -20.0 -20.0 -11.2 20.0 20.0 -10.8 -15.2 -6.2 -9.3 MILK -11.9 -9.0 9.4 1.7 -0.6 1.1 -0.9 -1.7 0.2 -13.7 -14.6 -14.9 -15.0 -14.9 -14.4 -20.0 -20.0 -20.0 -20.0 -19.0 -19.8 -20.0 -20.0 -20.0 13.2 -4.8 -6.5 -4.9 -6.6 -6.3 -5.8 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 MXP 7.2 9.5 6.9 -1.7 -0.8 1.4 -3.8 3.8 -3.5 18.1 20.0 20.0 20.0 20.0 20.0 18.4 17.1 17.8 16.9 20.0 20.0 20.0 20.0 20.0 -20.0 9.2 9.5 8.1 10.9 9.1 10.4 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 NASDAQ_micro -4.9 -0.3 11.7 5.0 -2.9 4.6 0.8 3.2 3.7 -8.3 15.8 6.0 15.9 10.9 14.7 -11.3 -10.3 -11.4 -11.1 16.3 20.0 -0.1 20.0 7.4 -20.0 5.6 -4.4 8.2 -1.2 9.1 2.2 -8.2 -2.1 -19.1 -15.7 5.7 5.8 -2.0 11.7 -3.7 NIKKEI -2.9 8.6 20.0 6.0 -3.5 5.5 1.0 3.8 4.4 -14.2 18.2 6.8 18.7 14.2 17.1 3.2 11.0 7.9 10.0 20.0 20.0 3.7 20.0 19.7 -15.9 6.6 -2.4 7.7 0.5 7.0 3.7 20.0 -5.3 -18.5 13.6 20.0 -19.2 -6.8 -8.2 -6.5 NZD -16.1 -7.7 -1.4 -1.2 -0.6 1.0 -2.8 2.8 -2.5 -13.2 0.2 -17.0 -2.3 -16.1 -13.6 0.3 0.3 0.3 0.3 -10.5 -3.0 -20.0 -1.8 -18.5 0.2 -4.3 -4.0 -1.0 -8.0 -0.1 -7.6 4.2 -11.5 -18.1 -7.0 -6.7 -9.5 -8.0 -2.4 4.8 OAT -3.7 -7.8 2.5 -1.6 -2.9 -0.6 -1.3 -1.4 -1.7 -10.5 2.8 -7.4 1.0 -6.8 -6.9 4.8 6.1 4.7 5.0 -1.5 2.1 -7.3 0.3 -3.4 4.6 -0.1 3.1 1.5 1.7 0.9 0.0 12.7 4.7 8.1 5.3 0.1 -17.7 -20.0 13.3 2.4 OATIES -3.6 0.4 -9.9 2.2 -0.7 1.5 -1.2 -2.2 0.3 -12.8 -17.9 -15.6 -14.9 -13.4 -8.0 9.6 -0.8 7.4 2.6 -8.8 -14.5 -9.4 -15.5 -8.4 -20.0 -4.1 -8.0 -5.5 -8.0 -6.1 -5.7 -1.0 -7.4 -15.9 -4.9 -5.8 -13.4 0.2 -2.9 14.4 OJ -1.9 4.8 -11.6 1.9 -0.6 1.2 -1.0 -1.9 0.2 11.7 7.7 11.5 12.5 7.6 9.2 6.0 14.3 7.3 10.3 8.2 12.9 6.9 20.0 6.7 -20.0 2.4 -3.7 6.7 -1.3 14.9 0.6 20.0 4.6 -4.6 7.0 -9.6 11.7 9.5 19.3 20.0 PALLAD 4.1 13.4 0.2 1.4 2.3 0.4 1.5 -0.1 1.7 -1.4 -4.1 -2.7 -7.5 3.1 -2.3 -1.7 -2.1 -1.8 -1.9 0.1 -3.9 -0.8 -9.3 0.7 10.3 0.4 0.2 -1.7 -0.0 -4.0 0.7 6.9 -3.4 -0.2 -4.4 2.9 -20.0 -11.6 -17.7 -7.2 PLAT 2.9 3.5 -3.0 2.1 3.4 0.5 2.2 -0.2 2.5 8.2 -4.9 -0.9 -8.3 0.6 -6.9 -4.2 -3.5 -4.1 -3.9 -0.9 -2.7 1.9 -3.9 0.4 10.2 0.3 7.7 -0.5 3.8 -0.8 1.4 4.1 2.6 -2.8 -8.2 -0.7 -14.0 -4.6 20.0 7.4 REDWHEAT 7.8 5.6 -6.0 2.1 -0.7 1.4 -1.1 -2.1 0.2 -16.2 -17.3 0.1 -18.5 -6.1 -11.9 7.2 1.4 5.5 2.8 -10.6 -20.0 -8.0 -20.0 -4.9 -8.0 -5.3 -5.3 -7.9 -2.4 -8.6 -2.4 2.1 1.9 3.3 -20.0 -20.0 -12.9 -20.0 -5.2 -20.0 RICE -20.0 -20.0 3.8 2.5 -0.8 1.6 -1.3 -2.4 0.3 -19.7 4.5 -20.0 13.0 -20.0 -11.2 -16.2 -5.0 -13.7 -11.1 -20.0 1.8 -20.0 12.3 -20.0 -18.2 -4.9 -17.5 -0.5 -17.4 1.3 -11.3 -14.3 -20.0 -20.0 -20.0 -15.4 7.9 -3.5 17.8 7.2 ROBUSTA 12.6 -0.5 20.0 2.0 -0.6 1.3 -1.0 -2.0 0.2 15.4 17.6 16.4 17.7 16.3 17.5 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 6.8 5.4 7.9 6.3 7.9 6.1 20.0 20.0 20.0 20.0 20.0 -20.0 -18.7 -8.1 2.6 RUSSELL -4.4 6.5 11.8 4.7 -2.7 4.3 0.8 3.0 3.4 -7.3 12.7 3.6 9.6 10.0 12.1 -6.6 -6.3 -6.5 -6.5 9.6 10.4 2.0 7.0 6.7 -1.9 4.9 -1.9 5.2 1.8 3.9 3.6 -0.9 12.2 -11.4 -12.9 -8.2 -13.6 -18.6 -13.9 -20.0 SHATZ 1.6 -20.0 -10.7 -1.1 -2.0 -0.4 -0.9 -1.0 -1.2 3.8 -6.7 -1.4 -7.0 -6.4 -7.8 -20.0 -20.0 -20.0 -20.0 -9.0 -7.9 0.7 -8.2 -4.9 8.1 -2.2 0.8 -1.7 0.1 -1.6 -1.4 -20.0 3.1 3.3 -8.1 -8.7 -20.0 -20.0 -8.5 -20.0 SILVER-mini 10.2 15.7 0.9 2.8 4.6 0.7 3.0 -0.3 3.4 10.6 4.8 10.2 -0.8 12.0 7.2 -6.4 -6.6 -6.7 -6.8 11.0 4.6 15.6 0.7 14.3 4.5 4.9 9.0 2.6 6.6 1.1 5.9 -1.2 7.8 15.0 16.6 9.6 -14.9 -17.3 20.0 0.3 SMI 7.0 18.6 20.0 7.7 -4.5 7.1 1.3 4.9 5.7 -19.7 20.0 11.0 14.6 20.0 20.0 -0.9 5.1 4.4 5.5 20.0 20.0 4.7 14.3 20.0 16.8 8.4 4.2 7.1 5.2 4.1 7.5 19.3 12.7 9.7 -12.4 -8.7 13.1 -3.3 20.0 -6.1 SOFR -7.2 -8.3 -0.1 -1.7 -3.0 -0.6 -1.4 -1.5 -1.7 -11.1 3.3 -9.2 -0.5 -9.3 -8.3 -1.1 0.1 -0.1 0.2 -4.7 -1.9 -8.9 -2.6 -6.3 -3.0 -0.9 -1.1 0.5 -0.6 0.1 -1.2 3.4 3.4 2.9 -0.9 1.9 -20.0 -20.0 1.6 -2.9 SOYBEAN 20.0 9.7 -18.0 2.3 -0.7 1.5 -1.2 -2.3 0.3 -17.4 -13.1 6.8 -5.6 10.2 -8.3 2.4 12.6 5.6 8.5 -3.5 -13.6 -0.3 -13.3 5.6 -20.0 -0.6 -2.8 -3.7 0.9 -3.1 3.0 17.1 6.5 20.0 0.2 -20.0 -9.3 -20.0 -8.3 -20.0 SOYMEAL 14.1 -2.6 -20.0 2.1 -0.7 1.4 -1.1 -2.1 0.2 -16.2 -17.0 -7.3 -13.2 -7.8 -15.5 -8.9 7.8 -4.4 1.3 -16.1 -20.0 -10.6 -16.8 -6.6 -20.0 -4.7 -6.0 -6.7 -2.4 -3.8 -1.3 7.6 5.1 6.9 -15.8 -20.0 -20.0 -20.0 -20.0 -20.0 SOYOIL 20.0 14.6 -5.0 1.8 -0.6 1.1 -0.9 -1.8 0.2 3.9 -12.0 7.9 -10.9 8.5 -0.3 -8.2 1.7 -6.6 -3.1 2.2 -8.1 6.2 -12.4 8.3 -20.0 2.8 1.2 -0.3 2.6 -2.0 4.3 -2.0 1.9 20.0 16.7 -3.7 -17.8 -9.9 -10.9 5.3 SP400 -1.0 15.7 19.7 5.8 -3.4 5.3 1.0 3.7 4.3 -8.8 17.9 8.1 15.1 15.4 17.5 -4.6 -5.3 -5.3 -5.4 20.0 20.0 10.2 16.2 20.0 -13.1 6.7 -0.1 6.1 3.8 4.4 5.9 0.9 20.0 4.5 2.4 1.3 -11.7 -9.2 -9.1 -20.0 SP500_micro 0.0 11.6 20.0 6.9 -4.0 6.3 1.1 4.4 5.1 -10.7 20.0 12.7 20.0 19.4 20.0 -13.4 -11.6 -13.2 -12.6 20.0 20.0 8.7 20.0 20.0 -20.0 8.3 -1.8 9.5 2.1 8.5 5.5 -10.7 7.9 -2.4 -0.6 17.8 0.2 -3.5 11.6 -5.6 SUGAR11 9.8 -2.2 -8.6 2.0 -0.6 1.3 -1.1 -2.0 0.2 7.2 -7.1 13.1 5.1 2.2 -0.8 10.7 17.4 13.4 15.9 -3.0 -7.1 8.6 0.1 4.3 -20.0 -1.8 2.5 -4.5 4.9 0.0 2.6 20.0 18.8 14.4 -2.8 -20.0 20.0 4.6 20.0 17.9 US10 -7.1 -7.9 1.9 -1.4 -2.5 -0.5 -1.1 -1.2 -1.5 -9.4 1.8 -7.8 -3.4 -8.2 -7.0 -7.2 -8.0 -8.1 -8.2 -4.2 -2.9 -8.2 -6.2 -5.6 2.5 -0.7 -1.9 0.1 -1.1 -1.1 -1.2 -10.9 1.6 2.2 -0.5 2.4 -20.0 -20.0 -13.8 6.5 US10U -6.7 -7.1 1.7 -2.0 -3.6 -0.7 -1.6 -1.8 -2.1 -13.2 2.0 -11.2 -4.6 -12.0 -10.4 -4.0 -0.6 -2.3 -1.1 -5.6 -4.2 -11.3 -9.3 -7.6 -0.5 -0.8 -2.8 0.2 -1.5 -1.7 -1.5 1.9 1.4 3.3 0.9 4.0 -20.0 -20.0 14.3 17.6 US2 -8.4 -16.7 -3.7 -1.2 -2.1 -0.4 -1.0 -1.0 -1.2 -7.5 -4.1 -7.2 -6.9 -8.0 -7.7 -20.0 -20.0 -20.0 -20.0 -8.1 -6.3 -8.5 -9.0 -8.3 11.3 -2.0 -1.3 -0.9 -1.5 -1.6 -2.1 -20.0 -0.6 -2.4 -7.8 -2.0 -20.0 -20.0 -20.0 -20.0 US20 -7.2 -4.1 5.0 -1.5 -2.6 -0.5 -1.2 -1.3 -1.5 -9.5 3.3 -7.5 -1.8 -5.9 -5.2 -0.1 -0.8 -0.1 -0.4 -1.7 -0.8 -7.6 -5.2 -3.9 -1.3 0.6 -2.4 1.1 -0.9 -0.8 -0.3 2.1 2.2 4.5 4.7 6.6 -20.0 -19.2 20.0 20.0 US30 -7.6 -2.3 3.5 -1.7 -3.0 -0.6 -1.4 -1.5 -1.7 -10.6 2.6 -9.4 -3.6 -7.0 -7.1 -7.4 -6.1 -7.6 -7.1 -2.2 -1.7 -7.6 -7.2 -4.3 -0.6 0.7 -1.7 1.2 -0.5 -1.5 -0.4 -8.1 2.6 3.5 7.1 5.6 -15.0 -15.4 20.0 20.0 US5 -7.1 -11.4 -0.6 -1.4 -2.5 -0.5 -1.1 -1.2 -1.4 -9.3 0.2 -7.8 -4.6 -8.5 -7.6 -10.6 -10.2 -9.9 -10.1 -6.0 -4.2 -8.4 -6.7 -6.8 5.5 -1.4 -1.5 -0.3 -1.1 -1.0 -1.6 -14.4 1.7 0.8 -3.8 0.5 -20.0 -20.0 -20.0 -7.4 VIX 1.1 5.9 -3.2 -8.2 2.6 -11.2 -3.4 -15.4 -6.0 13.8 -20.0 -11.3 -20.0 -17.8 -20.0 -20.0 -20.0 -20.0 -20.0 -14.5 -20.0 -3.0 -20.0 -8.4 NaN -9.2 2.8 -13.8 -2.8 -20.0 -6.3 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 14.7 -0.6 -4.1 2.3 -0.7 1.5 -1.2 -2.3 0.3 4.2 -16.9 15.7 -19.8 -0.7 -10.8 -16.9 -12.0 -14.6 -13.1 -9.5 -19.0 8.5 -20.0 2.6 1.3 -4.6 1.9 -6.4 3.2 -6.7 0.0 -20.0 15.4 11.2 -20.0 -20.0 -8.8 -20.0 -4.5 -20.0 End of report for caleb_strategy_v3