******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240410_204010 produced at 2024-04-10 21:37:54.790320 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.02 0.0 0.00 0.00 0.00 0.00 -15.17 11.0 0 0 caleb_strategy_v3 SHATZ False True 0.03 0.00 -0.32 0.0 0.00 0.00 0.00 0.00 -10.05 24.0 0 0 caleb_strategy_v3 VIX False False 0.00 -0.08 -0.28 0.0 0.08 -0.08 -0.08 -0.08 -60.15 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 -3.98 13.0 0 0 caleb_strategy_v3 CHF False False 0.04 -0.31 -0.17 0.0 0.50 -0.50 -0.31 -0.35 -4.44 13.0 -8 -9 caleb_strategy_v3 JPY False False 0.02 0.00 -0.14 0.0 0.39 -0.39 0.00 0.00 -6.08 17.0 0 0 caleb_strategy_v3 CAD False False 0.02 0.00 -0.11 0.0 0.60 -0.60 0.00 0.00 -5.58 29.0 0 0 caleb_strategy_v3 US5 False False 0.03 -0.35 -0.08 0.0 0.74 -0.74 -0.35 -0.35 -2.78 25.0 -12 -12 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.03 -0.07 0.0 0.04 -0.04 -0.03 -0.03 -46.02 26.0 -22 -22 caleb_strategy_v3 FEEDCOW False False 0.03 0.00 -0.06 0.0 0.28 -0.28 0.00 -0.03 -1.67 8.0 0 -1 caleb_strategy_v3 CORN False False 0.01 -0.07 -0.06 0.0 0.08 -0.08 -0.07 -0.07 -8.36 12.0 -11 -11 caleb_strategy_v3 BOBL False False 0.04 -0.65 -0.05 0.0 0.68 -0.68 -0.65 -0.65 -1.34 19.0 -18 -18 caleb_strategy_v3 RICE False True 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -4.90 4.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.05 0.0 0.14 -0.14 -0.02 -0.02 -18.62 51.0 -6 -6 caleb_strategy_v3 US10 False False 0.03 0.00 -0.04 0.0 0.52 -0.52 0.00 0.00 -1.43 17.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.00 0.00 -0.04 0.0 0.01 -0.01 0.00 0.00 -8.79 3.0 0 0 caleb_strategy_v3 OATIES False True 0.00 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -9.00 2.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.04 -0.04 0.0 0.36 -0.36 -0.04 -0.03 -6.84 66.0 -7 -6 caleb_strategy_v3 NZD False False 0.02 -0.03 -0.04 0.0 0.35 -0.35 -0.03 -0.02 -2.16 21.0 -2 -1 caleb_strategy_v3 EUR False False 0.04 0.00 -0.04 0.0 0.53 -0.53 0.00 0.00 -0.93 14.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 -0.04 0.0 0.05 -0.05 0.00 0.00 -3.89 5.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.03 0.0 0.08 -0.08 0.00 0.00 -2.67 9.0 0 0 caleb_strategy_v3 AUD False False 0.02 0.00 -0.02 0.0 0.35 -0.35 0.00 0.00 -1.25 19.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 -0.02 -0.02 0.0 0.19 -0.19 -0.02 -0.02 -5.53 68.0 -7 -6 caleb_strategy_v3 SOYBEAN False False 0.02 -0.02 -0.02 0.0 0.11 -0.11 -0.02 -0.02 -1.30 7.0 -1 -1 caleb_strategy_v3 US10U False False 0.03 -0.03 -0.02 0.0 0.41 -0.41 -0.03 -0.06 -0.67 13.0 -1 -2 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.04 -0.02 0.0 0.23 -0.23 -0.04 -0.05 -1.57 23.0 -4 -5 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.08 -0.02 0.0 0.43 -0.43 0.08 0.03 -0.65 16.0 3 1 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.02 0.0 0.08 -0.08 -0.03 -0.03 -2.04 9.0 -4 -4 caleb_strategy_v3 GBP False False 0.02 0.00 -0.02 0.0 0.48 -0.48 0.00 0.00 -0.75 22.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.02 -0.01 0.0 0.13 -0.13 -0.02 -0.04 -1.19 11.0 -2 -3 caleb_strategy_v3 US30 False False 0.03 0.00 -0.01 0.0 0.21 -0.21 0.00 0.00 -0.22 6.0 0 0 caleb_strategy_v3 US20 False False 0.03 0.00 -0.01 0.0 0.29 -0.29 0.00 0.00 -0.17 9.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.03 -0.01 0.0 0.08 -0.08 -0.03 -0.03 -1.33 10.0 -4 -4 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.01 0.0 0.07 -0.07 -0.01 -0.01 -1.52 8.0 -1 -1 caleb_strategy_v3 BUND False False 0.04 -0.04 -0.00 0.0 0.40 -0.40 -0.04 -0.04 -0.08 10.0 -1 -1 caleb_strategy_v3 BUXL False False 0.04 0.00 -0.00 0.0 0.16 -0.16 0.00 0.00 -0.09 4.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 -0.00 0.0 0.12 -0.12 0.00 0.00 -0.74 18.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.10 0.00 0.0 0.35 -0.35 0.10 0.04 0.54 48.0 13 6 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.00 0.0 0.06 -0.06 0.00 0.00 -0.05 2.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.01 0.0 0.00 0.00 0.00 0.00 2.87 59.0 0 0 caleb_strategy_v3 SP400 False False 0.08 0.17 0.01 0.0 0.17 -0.17 0.17 0.17 0.07 2.0 2 2 caleb_strategy_v3 COFFEE False False 0.02 0.02 0.01 0.0 0.13 -0.13 0.02 0.02 0.58 6.0 1 1 caleb_strategy_v3 OJ False False 0.02 0.00 0.01 0.0 0.05 -0.05 0.00 0.00 0.93 3.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 0.02 0.0 0.24 -0.24 0.00 0.02 1.97 23.0 0 2 caleb_strategy_v3 LIVECOW False False 0.02 0.06 0.02 0.0 0.33 -0.33 0.06 0.04 1.08 17.0 3 2 caleb_strategy_v3 PLAT False False 0.01 0.00 0.02 0.0 0.14 -0.14 0.00 0.00 1.22 10.0 0 0 caleb_strategy_v3 COCOA False False 0.03 0.11 0.03 0.0 0.73 -0.73 0.11 0.11 1.16 26.0 4 4 caleb_strategy_v3 HEATOIL False False 0.03 0.10 0.04 0.0 0.10 -0.10 0.10 0.10 1.28 3.0 3 3 caleb_strategy_v3 BTP False False 0.04 0.14 0.04 0.0 0.36 -0.36 0.14 0.14 1.07 10.0 4 4 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 0.04 0.0 0.00 -0.00 0.00 0.00 2.18 0.0 0 0 caleb_strategy_v3 OAT False False 0.04 0.00 0.04 0.0 0.39 -0.39 0.00 0.00 1.03 10.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 0.00 0.05 0.0 0.37 -0.37 0.00 0.00 7.77 56.0 0 0 caleb_strategy_v3 GASOIL False False 0.02 0.05 0.06 0.0 0.09 -0.09 0.05 0.07 2.64 4.0 2 3 caleb_strategy_v3 GASOLINE False False 0.03 0.13 0.09 0.0 0.13 -0.13 0.13 0.13 2.79 4.0 4 4 caleb_strategy_v3 LEANHOG False False 0.01 0.07 0.09 0.0 0.16 -0.16 0.07 0.07 7.72 13.0 6 6 caleb_strategy_v3 CAC False False 0.02 0.15 0.10 0.0 0.29 -0.29 0.15 0.17 4.31 12.0 6 7 caleb_strategy_v3 NIKKEI False False 0.01 0.15 0.10 0.0 0.26 -0.26 0.15 0.15 13.25 36.0 21 21 caleb_strategy_v3 DX False False 0.03 0.00 0.11 0.0 999.00 -999.00 0.00 0.00 3.81 999999999.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 0.29 0.12 0.0 0.30 -0.30 0.29 0.29 7.94 20.0 19 19 caleb_strategy_v3 COPPER False False 0.03 0.15 0.13 0.0 0.18 -0.18 0.15 0.15 4.47 6.0 5 5 caleb_strategy_v3 SMI False False 0.04 0.32 0.14 0.0 0.32 -0.32 0.32 0.32 3.81 9.0 9 9 caleb_strategy_v3 DAX False False 0.01 0.16 0.15 0.0 0.32 -0.32 0.16 0.12 26.34 58.0 28 22 caleb_strategy_v3 EURIBOR-ICE False False 0.07 0.07 0.19 0.0 0.74 -0.74 0.07 0.00 2.58 10.0 1 0 caleb_strategy_v3 CRUDE_W False False 0.02 0.11 0.34 0.0 0.11 -0.11 0.11 0.11 14.90 5.0 5 5 caleb_strategy_v3 MXP False False 0.01 0.51 0.87 0.0 0.51 -0.51 0.51 0.50 102.52 60.0 60 59 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 24.1 Shocked risk 85.1 Sum abs risk 65.3 Leverage 6.04 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3557848.16, 'annual_cash_vol_target': 889462.04, 'daily_cash_vol_target': 55591.3775} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0044 0.6516 0.6829 10.9265 BITCOIN 2056.2625 69590.0000 2.9548 47.2772 BOBL 0.2453 117.8300 0.2082 3.3315 BTP 0.5840 117.9800 0.4950 7.9206 BUND 0.4965 132.5700 0.3745 5.9925 BUXL 1.2332 132.4200 0.9313 14.9002 CAC 47.6081 7975.5000 0.5969 9.5509 CAD 0.0029 0.7312 0.3953 6.3244 CANOLA 6.5325 648.9000 1.0067 16.1071 CHF 0.0052 1.1030 0.4710 7.5357 COCOA 167.7552 9932.0000 1.6890 27.0246 COFFEE 2.9384 213.0500 1.3792 22.0672 COPPER 0.0429 4.2905 1.0002 16.0025 CORN 5.1115 470.2500 1.0870 17.3915 COTTON2 1.3523 87.0800 1.5530 24.8476 CRUDE_W 0.8079 80.4000 1.0049 16.0786 DAX 121.6489 18319.0000 0.6641 10.6249 DOW 261.7230 38626.0000 0.6776 10.8413 DX 0.3268 103.9200 0.3145 5.0315 EUR 0.0049 1.0769 0.4529 7.2469 EURIBOR-ICE 0.0466 97.6100 0.0478 0.7644 EUROSTX 35.0987 4943.0000 0.7101 11.3611 FEEDCOW 2.0787 247.6000 0.8395 13.4324 GASOIL 11.3237 828.7500 1.3664 21.8618 GASOLINE 0.0331 2.7209 1.2172 19.4746 GAS_US_mini 0.0743 2.0700 3.5882 57.4106 GBP 0.0063 1.2533 0.5047 8.0754 GOLD_micro 16.4018 2347.0000 0.6988 11.1815 HEATOIL 0.0370 2.7078 1.3648 21.8364 JGB-SGX-mini 0.2180 144.7000 0.1506 2.4100 JPY 0.0000 0.0066 0.5313 8.5011 LEANHOG 1.2278 107.5750 1.1413 18.2608 LIVECOW 1.4230 172.9250 0.8229 13.1664 LUMBER-new 6.4221 575.5000 1.1159 17.8547 MILK 0.2277 17.1700 1.3262 21.2190 MXP 0.0003 0.0602 0.5292 8.4665 NASDAQ_micro 141.1310 18150.2500 0.7776 12.4411 NIKKEI 380.2093 39110.0000 0.9722 15.5545 NZD 0.0039 0.5972 0.6535 10.4565 OAT 0.4810 127.5700 0.3770 6.0325 OATIES 5.5566 336.5000 1.6513 26.4206 OJ 5.8287 369.8500 1.5760 25.2156 PALLAD 28.2209 1056.0000 2.6724 42.7590 PLAT 15.8647 977.5000 1.6230 25.9679 REDWHEAT 9.6890 598.2500 1.6196 25.9128 RICE 0.2026 17.1500 1.1813 18.9004 ROBUSTA 45.3287 3712.0000 1.2211 19.5382 RUSSELL 24.6152 2036.0000 1.2090 19.3440 SHATZ 0.0774 105.5900 0.0733 1.1728 SILVER-mini 0.4167 28.5500 1.4597 23.3548 SMI 75.0464 11416.0000 0.6574 10.5181 SOFR 0.0738 95.9550 0.0770 1.2313 SOYBEAN 9.5172 1168.5000 0.8145 13.0317 SOYMEAL 3.8754 335.0000 1.1568 18.5093 SOYOIL 0.6501 48.2300 1.3479 21.5661 SP400 26.5848 2966.5000 0.8962 14.3387 SP500_micro 33.2531 5200.5000 0.6394 10.2307 SUGAR11 0.2895 21.0600 1.3748 21.9971 US10 0.4519 108.2500 0.4175 6.6795 US10U 0.5934 111.3906 0.5327 8.5228 US2 0.1278 101.5312 0.1259 2.0143 US20 0.8753 115.6250 0.7570 12.1126 US30 1.2426 122.6875 1.0128 16.2053 US5 0.3035 105.2422 0.2884 4.6146 VIX 0.4194 16.8500 2.4888 39.8211 WHEAT 7.9898 613.0000 1.3034 20.8542 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 651.55 0.68 444.95 1.00 444.95 55591.38 124.94 -3.85 -48.05 BITCOIN 69.59 2.95 205.63 1.00 205.63 55591.38 270.35 0.98 26.46 BOBL 1178.30 0.21 245.34 1.09 265.85 55591.38 209.11 -6.33 -132.28 BTP 1179.80 0.50 584.05 1.09 634.24 55591.38 87.65 3.59 31.46 BUND 1325.70 0.37 496.52 1.09 538.03 55591.38 103.32 -0.74 -7.60 BUXL 1324.20 0.93 1233.18 1.09 1339.17 55591.38 41.51 -2.13 -8.82 CAC 797.55 0.60 476.08 1.09 517.00 55591.38 107.53 11.75 126.33 CAD 731.15 0.40 289.01 1.00 289.01 55591.38 192.35 -11.18 -214.99 CANOLA 129.78 1.01 130.65 0.74 96.23 55591.38 577.68 -13.25 -765.43 CHF 1378.75 0.47 649.36 1.00 649.36 55591.38 85.61 -20.00 -171.22 COCOA 993.20 1.69 1677.55 1.00 1677.55 55591.38 33.14 16.32 54.09 COFFEE 798.94 1.38 1101.89 1.00 1101.89 55591.38 50.45 9.87 49.81 COPPER 1072.62 1.00 1072.79 1.00 1072.79 55591.38 51.82 7.96 41.26 CORN 235.12 1.09 255.57 1.00 255.57 55591.38 217.52 -15.80 -343.59 COTTON2 435.40 1.55 676.16 1.00 676.16 55591.38 82.22 -6.73 -55.35 CRUDE_W 804.00 1.00 807.95 1.00 807.95 55591.38 68.81 20.00 137.61 DAX 183.19 0.66 121.65 1.09 131.82 55591.38 421.73 18.31 772.34 DOW 193.13 0.68 130.86 1.00 130.86 55591.38 424.81 -6.93 -294.34 DX 1039.20 0.31 326.80 1.00 326.80 55591.38 170.11 8.62 146.65 EUR 1346.12 0.45 609.70 1.00 609.70 55591.38 91.18 -3.93 -35.88 EURIBOR-ICE 2440.25 0.05 116.58 1.09 126.33 55591.38 440.04 1.72 75.67 EUROSTX 494.30 0.71 350.99 1.09 380.33 55591.38 146.17 15.93 232.87 FEEDCOW 1238.00 0.84 1039.33 1.00 1039.33 55591.38 53.49 -9.42 -50.41 GASOIL 828.75 1.37 1132.37 1.00 1132.37 55591.38 49.09 12.43 61.00 GASOLINE 1142.78 1.22 1390.95 1.00 1390.95 55591.38 39.97 16.09 64.30 GAS_US_mini 51.75 3.59 185.69 1.00 185.69 55591.38 299.38 -14.19 -424.97 GBP 783.31 0.50 395.35 1.00 395.35 55591.38 140.61 -2.05 -28.89 GOLD_micro 234.70 0.70 164.02 1.00 164.02 55591.38 338.93 6.72 227.85 HEATOIL 1137.28 1.36 1552.13 1.00 1552.13 55591.38 35.82 8.22 29.44 JGB-SGX-mini 144700.00 0.15 21795.52 0.01 143.50 55591.38 387.40 -0.15 -6.00 JPY 825.88 0.53 438.80 1.00 438.80 55591.38 126.69 -18.49 -234.29 LEANHOG 430.30 1.14 491.10 1.00 491.10 55591.38 113.20 11.22 127.06 LIVECOW 691.70 0.82 569.20 1.00 569.20 55591.38 97.67 3.33 32.48 LUMBER-new 158.26 1.12 176.61 1.00 176.61 55591.38 314.77 -13.05 -410.92 MILK 343.40 1.33 455.41 1.00 455.41 55591.38 122.07 -14.89 -181.72 MXP 300.80 0.53 159.17 1.00 159.17 55591.38 349.26 20.00 698.51 NASDAQ_micro 363.00 0.78 282.26 1.00 282.26 55591.38 196.95 -3.44 -67.68 NIKKEI 39110.00 0.97 38020.93 0.01 250.33 55591.38 222.08 5.51 122.39 NZD 597.20 0.65 390.29 1.00 390.29 55591.38 142.44 -5.84 -83.23 OAT 1275.70 0.38 480.98 1.09 521.19 55591.38 106.66 2.83 30.23 OATIES 168.25 1.65 277.83 1.00 277.83 55591.38 200.09 -18.50 -370.12 OJ 554.78 1.58 874.31 1.00 874.31 55591.38 63.58 6.80 43.24 PALLAD 1056.00 2.67 2822.09 1.00 2822.09 55591.38 19.70 -0.72 -1.43 PLAT 488.75 1.62 793.24 1.00 793.24 55591.38 70.08 5.09 35.70 REDWHEAT 299.12 1.62 484.45 1.00 484.45 55591.38 114.75 -9.98 -114.56 RICE 343.00 1.18 405.18 1.00 405.18 55591.38 137.20 -14.69 -201.50 ROBUSTA 371.20 1.22 453.29 1.00 453.29 55591.38 122.64 13.72 168.30 RUSSELL 101.80 1.21 123.08 1.00 123.08 55591.38 451.68 -3.70 -166.99 SHATZ 1055.90 0.07 77.39 1.09 83.87 55591.38 662.87 -14.96 -991.52 SILVER-mini 713.75 1.46 1041.85 1.00 1041.85 55591.38 53.36 11.97 63.86 SMI 1141.60 0.66 750.46 1.11 830.91 55591.38 66.90 16.69 111.65 SOFR 2398.88 0.08 184.60 1.00 184.60 55591.38 301.14 -8.29 -249.54 SOYBEAN 584.25 0.81 475.86 1.00 475.86 55591.38 116.82 -11.95 -139.63 SOYMEAL 335.00 1.16 387.54 1.00 387.54 55591.38 143.45 -20.00 -286.89 SOYOIL 289.38 1.35 390.05 1.00 390.05 55591.38 142.52 -10.04 -143.07 SP400 2966.50 0.90 2658.48 1.00 2658.48 55591.38 20.91 1.08 2.26 SP500_micro 260.02 0.64 166.27 1.00 166.27 55591.38 334.35 0.70 23.41 SUGAR11 235.87 1.37 324.28 1.00 324.28 55591.38 171.43 -2.02 -34.60 US10 1082.50 0.42 451.91 1.00 451.91 55591.38 123.01 -9.20 -113.21 US10U 1113.91 0.53 593.35 1.00 593.35 55591.38 93.69 -5.66 -53.02 US2 2030.62 0.13 255.65 1.00 255.65 55591.38 217.45 -14.43 -313.77 US20 1156.25 0.76 875.33 1.00 875.33 55591.38 63.51 -2.09 -13.30 US30 1226.88 1.01 1242.62 1.00 1242.62 55591.38 44.74 -3.85 -17.21 US5 1052.42 0.29 303.53 1.00 303.53 55591.38 183.15 -11.98 -219.40 VIX 168.50 2.49 419.37 1.00 419.37 55591.38 132.56 -18.38 -243.68 WHEAT 306.50 1.30 399.49 1.00 399.49 55591.38 139.16 -11.03 -153.46 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -48.053 0.010 2.5 -1.247 BITCOIN 26.464 0.043 2.5 2.866 BOBL -132.277 0.004 2.5 -1.341 BTP 31.465 0.014 2.5 1.073 BUND -7.604 0.004 2.5 -0.077 BUXL -8.824 0.004 2.5 -0.089 CAC 126.327 0.014 2.5 4.309 CAD -214.986 0.010 2.5 -5.578 CANOLA -765.432 0.010 2.5 -18.622 CHF -171.218 0.010 2.5 -4.442 COCOA 54.087 0.009 2.5 1.158 COFFEE 49.811 0.005 2.5 0.582 COPPER 41.261 0.043 2.5 4.468 CORN -343.590 0.010 2.5 -8.359 COTTON2 -55.353 0.009 2.5 -1.186 CRUDE_W 137.611 0.043 2.5 14.902 DAX 772.342 0.014 2.5 26.343 DOW -294.344 0.009 2.5 -6.841 DX 146.652 0.010 2.5 3.805 EUR -35.876 0.010 2.5 -0.931 EURIBOR-ICE 75.668 0.014 2.5 2.581 EUROSTX 232.870 0.014 2.5 7.943 FEEDCOW -50.411 0.013 2.5 -1.670 GASOIL 61.000 0.017 2.5 2.644 GASOLINE 64.300 0.017 2.5 2.787 GAS_US_mini -424.966 0.043 2.5 -46.018 GBP -28.891 0.010 2.5 -0.750 GOLD_micro 227.851 0.014 2.5 7.772 HEATOIL 29.438 0.017 2.5 1.276 JGB-SGX-mini -5.995 0.043 2.5 -0.649 JPY -234.291 0.010 2.5 -6.079 LEANHOG 127.064 0.024 2.5 7.722 LIVECOW 32.482 0.013 2.5 1.076 LUMBER-new -410.922 0.009 2.5 -8.793 MILK -181.718 0.009 2.5 -3.892 MXP 698.513 0.059 2.5 102.523 NASDAQ_micro -67.684 0.009 2.5 -1.573 NIKKEI 122.387 0.043 2.5 13.253 NZD -83.231 0.010 2.5 -2.160 OAT 30.235 0.014 2.5 1.031 OATIES -370.125 0.010 2.5 -9.005 OJ 43.238 0.009 2.5 0.926 PALLAD -1.425 0.014 2.5 -0.049 PLAT 35.696 0.014 2.5 1.218 REDWHEAT -114.555 0.005 2.5 -1.520 RICE -201.496 0.010 2.5 -4.902 ROBUSTA 168.303 0.005 2.5 1.965 RUSSELL -166.993 0.013 2.5 -5.534 SHATZ -991.525 0.004 2.5 -10.055 SILVER-mini 63.863 0.014 2.5 2.178 SMI 111.653 0.014 2.5 3.808 SOFR -249.539 0.024 2.5 -15.166 SOYBEAN -139.629 0.004 2.5 -1.299 SOYMEAL -286.895 0.004 2.5 -2.668 SOYOIL -143.065 0.004 2.5 -1.332 SP400 2.262 0.013 2.5 0.075 SP500_micro 23.411 0.009 2.5 0.544 SUGAR11 -34.601 0.009 2.5 -0.736 US10 -113.207 0.005 2.5 -1.435 US10U -53.019 0.005 2.5 -0.672 US2 -313.769 0.005 2.5 -3.976 US20 -13.298 0.005 2.5 -0.169 US30 -17.215 0.005 2.5 -0.218 US5 -219.396 0.005 2.5 -2.780 VIX -243.680 0.099 2.5 -60.150 WHEAT -153.455 0.005 2.5 -2.036 ===================== Position diags ===================== AUD 3.24 BITCOIN 29.28 BOBL 2.12 BTP 2.99 BUND 1.05 BUXL 0.42 CAC 3.67 CAD 4.99 CANOLA 14.05 CHF 2.22 COCOA 0.71 COFFEE 0.59 COPPER 5.61 CORN 5.29 COTTON2 1.76 CRUDE_W 7.45 DAX 14.38 DOW 9.87 DX 4.41 EUR 2.37 EURIBOR-ICE 15.01 EUROSTX 4.99 FEEDCOW 1.77 GASOIL 2.13 GASOLINE 1.73 GAS_US_mini 32.42 GBP 3.65 GOLD_micro 11.56 HEATOIL 1.55 JGB-SGX-mini 41.95 JPY 3.29 LEANHOG 6.88 LIVECOW 3.24 LUMBER-new 6.74 MILK 2.61 MXP 51.26 NASDAQ_micro 4.58 NIKKEI 24.05 NZD 3.70 OAT 3.64 OATIES 4.87 OJ 1.36 PALLAD 0.67 PLAT 2.39 REDWHEAT 1.52 RICE 3.34 ROBUSTA 1.43 RUSSELL 14.97 SHATZ 6.72 SILVER-mini 1.82 SMI 2.28 SOFR 18.30 SOYBEAN 1.09 SOYMEAL 1.33 SOYOIL 1.33 SP400 0.69 SP500_micro 7.77 SUGAR11 3.65 US10 1.56 US10U 1.19 US2 2.76 US20 0.80 US30 0.57 US5 2.32 VIX 32.72 WHEAT 1.85 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -1.2 -1.6 -0.9 0.0 0 BITCOIN 2.9 -0.1 5.8 0.0 0 BOBL -1.3 -1.6 -1.1 -18.0 -18 BTP 1.1 0.8 1.4 4.0 4 BUND -0.1 -0.2 0.0 -1.0 -1 BUXL -0.1 -0.1 -0.0 0.0 0 CAC 4.3 3.9 4.7 6.0 6 CAD -5.6 -6.1 -5.1 0.0 0 CANOLA -18.6 -20.0 -17.2 -6.0 -6 CHF -4.4 -4.7 -4.2 -8.0 -8 COCOA 1.2 1.1 1.2 4.0 4 COFFEE 0.6 0.5 0.6 1.0 1 COPPER 4.5 3.9 5.0 5.0 5 CORN -8.4 -8.9 -7.8 -11.0 -11 COTTON2 -1.2 -1.4 -1.0 -2.0 -2 CRUDE_W 14.9 14.2 15.6 5.0 5 DAX 26.3 24.9 27.8 28.0 28 DOW -6.8 -7.8 -5.9 -7.0 -7 DX 3.8 3.4 4.2 NaN 0 EUR -0.9 -1.2 -0.7 0.0 0 EURIBOR-ICE 2.6 1.1 4.1 1.0 1 EUROSTX 7.9 7.4 8.4 19.0 19 FEEDCOW -1.7 -1.8 -1.5 0.0 0 GASOIL 2.6 2.4 2.9 2.0 2 GASOLINE 2.8 2.6 3.0 4.0 4 GAS_US_mini -46.0 -49.3 -42.8 -22.0 -22 GBP -0.7 -1.1 -0.4 0.0 0 GOLD_micro 7.8 6.6 8.9 0.0 0 HEATOIL 1.3 1.1 1.4 3.0 3 JGB-SGX-mini -0.6 -4.8 3.5 3.0 3 JPY -6.1 -6.4 -5.8 0.0 0 LEANHOG 7.7 7.0 8.4 6.0 6 LIVECOW 1.1 0.8 1.4 3.0 3 LUMBER-new -8.8 -9.5 -8.1 NaN 0 MILK -3.9 -4.2 -3.6 NaN 0 MXP 102.5 97.4 107.6 60.0 60 NASDAQ_micro -1.6 -2.0 -1.1 -4.0 -4 NIKKEI 13.3 10.8 15.7 21.0 21 NZD -2.2 -2.5 -1.8 -2.0 -2 OAT 1.0 0.7 1.4 0.0 0 OATIES -9.0 -9.5 -8.5 NaN 0 OJ 0.9 0.8 1.1 NaN 0 PALLAD -0.0 -0.1 0.0 0.0 0 PLAT 1.2 1.0 1.5 0.0 0 REDWHEAT -1.5 -1.7 -1.4 -1.0 -1 RICE -4.9 -5.2 -4.6 NaN 0 ROBUSTA 2.0 1.8 2.1 0.0 0 RUSSELL -5.5 -7.0 -4.0 -7.0 -7 SHATZ -10.1 -10.7 -9.4 NaN 0 SILVER-mini 2.2 2.0 2.4 NaN 0 SMI 3.8 3.6 4.0 9.0 9 SOFR -15.2 -17.0 -13.3 NaN 0 SOYBEAN -1.3 -1.4 -1.2 -1.0 -1 SOYMEAL -2.7 -2.8 -2.5 0.0 0 SOYOIL -1.3 -1.5 -1.2 -4.0 -4 SP400 0.1 0.0 0.1 2.0 2 SP500_micro 0.5 -0.2 1.3 13.0 13 SUGAR11 -0.7 -1.1 -0.4 0.0 0 US10 -1.4 -1.6 -1.3 0.0 0 US10U -0.7 -0.8 -0.6 -1.0 -1 US2 -4.0 -4.3 -3.7 NaN 0 US20 -0.2 -0.2 -0.1 0.0 0 US30 -0.2 -0.3 -0.2 0.0 0 US5 -2.8 -3.0 -2.5 -12.0 -12 VIX -60.2 -63.4 -56.9 -17.0 -17 WHEAT -2.0 -2.2 -1.9 -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 0.0 0.0 -0.1 -0.0 -0.1 0.0 -0.0 0.1 -0.0 -0.0 -0.1 0.0 -0.4 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.0 -0.1 0.0 0.4 0.0 -0.1 -0.0 0.0 -0.1 0.0 -0.1 0.3 0.2 0.2 -0.1 -0.7 -0.4 -0.5 -0.1 BITCOIN -0.5 0.2 0.3 0.0 0.1 0.0 0.1 0.0 0.1 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 0.1 -2.7 0.1 0.0 0.2 0.0 0.2 0.0 -0.2 -0.5 -0.6 0.6 0.6 -0.3 0.0 0.6 0.1 BOBL 0.2 -0.3 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 0.2 -0.2 -0.1 -0.2 -0.1 -0.0 -0.0 -0.1 -0.0 0.9 -0.0 0.0 -0.0 0.0 -0.0 0.0 -0.9 0.2 0.3 0.0 -0.2 -0.7 -0.7 0.3 -0.6 BTP -0.3 -0.1 0.2 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.0 0.3 -0.1 0.4 -0.0 0.0 0.1 0.1 0.1 0.1 0.0 0.1 -0.0 0.3 -0.0 -2.7 0.1 0.0 0.2 0.0 0.2 0.0 0.7 0.5 0.5 0.6 0.5 -0.2 -0.4 0.7 0.1 BUND 0.1 -0.2 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.1 -0.2 0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.5 0.0 0.0 0.0 0.0 -0.0 0.0 0.2 0.3 0.4 0.2 -0.1 -0.5 -0.7 0.5 -0.3 BUXL -0.0 -0.1 0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 -0.1 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 0.0 0.0 0.1 0.0 -0.0 0.1 0.0 0.5 0.6 0.5 0.1 -0.7 -0.7 -0.0 -0.0 CAC -0.5 0.5 0.6 0.1 -0.1 0.2 -0.0 0.2 0.0 -0.2 0.5 -0.2 0.7 0.2 0.2 0.4 0.0 0.3 0.1 0.2 0.2 -0.1 0.5 0.1 -1.6 0.1 -0.0 0.2 -0.0 0.3 0.0 0.7 0.5 0.3 0.5 -0.0 -0.3 0.4 -0.2 0.5 CAD -0.1 -0.2 -0.0 -0.0 -0.1 0.0 -0.0 0.1 -0.0 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 -0.1 -0.3 -0.1 -0.7 -0.6 -0.2 -0.4 CANOLA 0.6 0.6 -0.2 0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.1 -0.2 0.0 -0.4 0.1 0.0 -0.3 -0.1 -0.3 -0.2 0.0 -0.1 0.1 -0.5 0.1 -2.7 0.0 0.0 -0.1 0.0 -0.2 0.0 -0.9 -0.1 0.6 0.5 -0.6 -0.7 -0.6 -0.5 -0.2 CHF -0.5 -0.6 -0.6 -0.0 -0.1 0.0 -0.0 0.1 -0.0 -0.1 -0.3 -0.2 -0.2 -0.2 -0.2 -0.3 -0.3 -0.3 -0.3 -0.2 -0.2 -0.2 -0.2 -0.2 -0.3 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -1.1 -0.2 -0.6 -0.6 -0.6 -0.3 -0.6 0.0 -0.5 COCOA 0.6 0.6 0.3 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 -2.3 0.0 0.0 0.1 0.0 0.1 0.0 1.1 0.3 0.6 0.6 0.6 0.1 -0.0 0.2 0.4 COFFEE 0.6 0.3 0.3 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.2 0.5 0.2 0.5 0.2 0.2 0.1 0.2 0.2 0.2 0.2 0.2 0.2 0.3 0.2 -2.7 0.1 0.1 0.1 0.2 0.1 0.1 0.7 0.5 0.6 0.6 0.4 -0.2 -0.7 0.1 -0.4 COPPER 0.4 0.6 0.4 0.1 0.1 0.1 0.1 0.0 0.1 0.1 0.4 0.2 0.0 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.2 0.2 -2.0 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.2 0.6 0.5 0.5 -0.7 -0.1 0.4 0.2 CORN 0.3 0.5 0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 -0.3 0.0 -0.7 0.1 -0.1 -0.4 -0.2 -0.4 -0.3 -0.0 -0.1 -0.0 -0.5 0.0 -2.1 -0.0 -0.0 -0.2 0.0 -0.3 0.0 -1.1 0.4 0.2 -0.1 -0.6 -0.3 -0.7 -0.3 0.0 COTTON2 -0.6 -0.2 0.6 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 0.1 -0.1 0.0 0.4 0.0 0.2 0.1 -0.0 0.1 -0.1 0.1 -0.1 -2.7 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.1 -0.5 -0.6 0.4 0.6 -0.3 -0.4 -0.0 0.1 CRUDE_W 0.5 0.6 0.3 0.1 0.0 0.1 0.1 0.1 0.1 0.2 0.2 0.2 0.5 0.2 0.2 0.4 0.2 0.3 0.2 0.2 0.2 0.2 0.5 0.2 -0.7 0.1 0.0 0.2 0.1 0.2 0.1 -0.1 0.2 0.5 0.6 -0.0 0.7 0.7 0.7 0.7 DAX -0.2 0.5 0.5 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.2 0.5 -0.0 0.7 0.2 0.2 -0.3 -0.2 -0.3 -0.3 0.2 0.2 -0.0 0.5 0.2 2.3 0.1 -0.0 0.2 0.0 0.2 0.1 -0.6 0.5 0.6 0.6 0.3 -0.1 0.3 0.1 0.7 DOW -0.5 -0.5 0.2 0.1 -0.0 0.1 -0.0 0.2 0.0 -0.1 0.4 -0.1 0.6 -0.1 0.1 -0.2 -0.2 -0.3 -0.2 0.1 0.2 -0.1 0.5 -0.1 -1.7 0.1 -0.1 0.2 -0.0 0.3 0.0 -0.5 0.1 0.0 -0.6 -0.1 -0.2 -0.2 0.1 -0.5 DX 0.4 0.1 0.2 0.0 0.1 0.0 0.1 0.1 0.0 -0.1 0.2 0.1 0.2 0.2 0.2 0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.1 -2.7 0.1 -0.0 0.1 0.0 0.1 0.1 0.8 -0.3 0.6 0.2 0.3 0.7 0.1 0.7 0.3 EUR -0.2 0.0 -0.1 -0.0 -0.1 0.0 -0.0 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 2.6 -0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.4 0.0 -0.2 0.2 0.0 -0.7 -0.5 -0.7 -0.4 EURIBOR-ICE -0.1 -0.4 -0.1 -0.0 -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 -0.1 -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 0.1 0.0 0.0 -0.7 -0.7 0.4 0.7 EUROSTX -0.3 0.4 0.6 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.2 0.5 -0.0 0.7 0.2 0.2 -0.1 0.0 0.0 0.0 0.2 0.2 -0.0 0.5 0.2 -0.0 0.1 -0.0 0.2 0.0 0.3 0.1 0.7 0.5 0.6 0.6 0.4 -0.5 0.4 -0.4 0.6 FEEDCOW -0.6 -0.5 0.4 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.2 -0.0 -0.2 0.0 -0.4 -0.4 -0.4 -0.4 -0.2 -0.0 -0.2 0.1 -0.2 -0.9 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -1.1 -0.3 -0.6 -0.6 0.3 0.7 0.7 0.7 0.7 GASOIL 0.1 0.2 0.3 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.3 0.2 0.5 0.2 0.2 0.3 0.4 0.4 0.4 0.2 0.2 0.1 0.5 0.2 0.9 0.1 0.0 0.2 0.1 0.2 0.1 1.0 0.1 -0.1 -0.3 0.1 -0.4 -0.3 -0.7 -0.6 GASOLINE 0.3 0.6 0.5 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.5 0.2 0.6 0.2 0.2 0.4 0.2 0.2 0.1 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.2 0.1 0.2 0.1 -0.3 0.0 0.1 0.5 0.3 0.7 0.7 0.7 0.6 GAS_US_mini 0.1 0.1 -0.5 0.0 0.0 0.1 0.0 0.1 0.0 0.1 -0.4 0.0 -0.5 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 0.0 -0.5 -0.0 2.7 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 -1.1 -0.4 -0.6 -0.6 -0.6 -0.7 -0.1 -0.7 -0.3 GBP -0.4 -0.1 0.0 -0.0 -0.1 0.0 -0.0 0.1 -0.0 -0.1 0.3 -0.1 0.3 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 0.1 -0.1 0.3 0.0 -0.1 0.1 -0.0 0.1 -0.0 0.1 0.2 -0.2 0.2 0.3 -0.7 -0.3 -0.7 -0.0 GOLD_micro 0.6 0.6 0.4 0.1 0.1 0.1 0.1 0.0 0.1 0.1 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 -0.6 0.1 0.0 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 0.1 0.2 0.2 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.4 0.2 0.2 0.1 0.4 0.3 0.4 0.2 0.1 0.1 0.3 0.2 -2.7 0.1 -0.0 0.2 0.0 0.3 0.1 1.0 -0.2 -0.4 -0.2 0.0 0.6 0.2 0.5 0.1 JGB-SGX-mini -0.1 -0.2 0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 0.3 -0.0 -0.0 0.2 0.3 0.2 0.2 -0.0 0.0 -0.1 0.1 -0.1 -1.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 1.1 -0.0 0.2 0.1 0.1 -0.4 -0.5 0.0 0.3 JPY -0.4 -0.1 -0.5 -0.0 -0.1 0.0 -0.0 0.1 -0.0 -0.1 -0.5 -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 -0.1 -0.2 -0.1 -0.3 -0.1 -1.1 -0.2 -0.6 -0.5 -0.6 -0.7 -0.4 -0.6 -0.4 LEANHOG 0.0 0.5 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 -0.4 -0.4 -0.4 -0.4 0.2 0.2 0.2 0.0 0.2 1.9 0.1 0.0 0.2 0.1 0.1 0.1 -1.1 0.5 0.6 0.6 0.6 -0.3 -0.3 0.1 0.5 LIVECOW -0.6 -0.2 0.4 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.2 0.1 -0.2 0.0 0.4 0.1 0.4 0.2 -0.1 0.0 -0.2 0.1 -0.2 -0.7 -0.0 -0.0 0.1 -0.1 0.1 -0.1 0.4 -0.2 -0.6 -0.1 0.4 0.7 0.4 0.7 0.7 LUMBER-new -0.7 0.1 0.3 0.0 -0.0 0.1 -0.0 -0.1 -0.0 -0.2 0.4 -0.2 -0.4 -0.1 0.0 -0.4 -0.4 -0.4 -0.4 -0.0 0.1 -0.2 0.1 -0.2 NaN -0.0 -0.2 0.1 -0.2 0.1 -0.1 -1.2 -0.6 -0.7 0.3 0.4 -0.5 -0.5 -0.3 -0.3 MILK -0.0 -0.2 0.4 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.1 -0.4 0.0 -0.5 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 0.0 -0.5 -0.1 1.7 -0.0 0.0 -0.1 0.0 -0.2 -0.0 -1.1 0.3 -0.1 -0.6 -0.6 -0.7 -0.7 -0.7 -0.7 MXP 0.3 0.4 0.2 -0.0 -0.1 0.0 -0.0 0.1 -0.0 0.1 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 0.0 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 -0.3 -0.2 0.2 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.0 0.4 -0.0 0.6 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.0 0.5 0.0 -2.7 0.0 -0.0 0.2 -0.0 0.4 -0.0 -0.4 0.2 -0.2 -0.5 0.1 0.1 -0.1 0.3 -0.1 NIKKEI -0.3 -0.2 0.6 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.1 0.5 -0.0 0.6 0.1 0.2 0.0 0.2 0.1 0.2 0.2 0.2 -0.1 0.5 0.1 -2.1 0.1 -0.0 0.2 -0.0 0.3 0.0 1.1 0.2 0.2 0.2 0.6 -0.6 -0.2 -0.3 -0.2 NZD -0.3 -0.3 -0.1 -0.0 -0.1 0.0 -0.0 0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.0 0.0 -0.1 -0.0 -0.0 -0.1 -0.1 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.2 0.2 -0.4 -0.3 -0.2 -0.4 -0.2 -0.1 0.2 OAT -0.1 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.1 -0.1 0.0 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 0.0 -0.0 -0.0 -0.1 0.6 0.0 0.0 0.1 0.0 0.0 0.0 0.7 0.3 0.3 0.2 0.0 -0.6 -0.7 0.5 0.1 OATIES -0.4 -0.1 -0.3 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 -0.5 -0.1 -0.5 -0.2 -0.1 0.2 -0.0 0.1 0.1 -0.2 -0.2 -0.2 -0.4 -0.2 -2.7 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.5 -0.6 -0.6 -0.3 -0.5 -0.0 -0.2 0.5 OJ -0.0 0.0 -0.2 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.1 0.2 0.1 0.5 0.1 0.1 0.1 0.3 0.1 0.2 0.1 0.2 0.0 0.5 0.1 -2.7 0.0 0.0 0.2 -0.0 0.6 -0.0 1.0 -0.3 0.0 0.0 -0.3 0.4 0.3 0.7 0.7 PALLAD 0.1 0.5 0.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 -0.1 0.0 -0.3 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.2 0.0 1.5 0.0 0.0 -0.0 0.0 -0.1 0.0 0.4 -0.2 -0.2 -0.2 -0.0 -0.7 -0.4 -0.7 -0.3 PLAT 0.3 0.3 -0.0 0.0 0.0 0.0 0.1 0.0 0.0 0.1 -0.1 0.1 -0.3 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.1 -0.1 0.1 1.4 0.0 0.1 0.0 0.1 -0.0 0.1 0.2 0.1 -0.0 -0.2 -0.1 -0.5 -0.2 0.7 0.3 REDWHEAT 0.3 0.4 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.1 -0.5 0.1 -0.7 0.1 -0.1 0.1 0.0 0.1 0.1 -0.1 -0.2 0.0 -0.5 0.0 -1.0 -0.0 0.0 -0.2 0.0 -0.4 0.0 0.1 0.3 0.3 -0.4 -0.6 -0.4 -0.7 -0.1 -0.7 RICE -0.6 -0.6 -0.2 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.1 -0.0 -0.1 0.3 -0.2 -0.1 -0.2 -0.1 -0.3 -0.2 -0.2 -0.0 -0.1 0.2 -0.2 -2.0 -0.1 0.0 -0.0 -0.0 0.0 -0.1 -0.8 -0.1 -0.6 -0.6 -0.6 0.3 -0.1 0.7 0.3 ROBUSTA 0.6 0.4 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 0.3 0.4 0.4 0.4 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.2 0.0 0.3 0.1 1.1 0.4 0.6 0.6 0.6 -0.7 -0.7 -0.2 0.1 RUSSELL -0.2 0.1 0.3 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.3 -0.1 0.3 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.1 0.2 0.0 -0.2 0.0 -0.1 0.1 -0.0 0.2 0.0 -0.1 0.3 -0.0 -0.3 -0.3 -0.4 -0.6 -0.4 -0.7 SHATZ 0.2 -0.5 -0.5 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 -0.0 -0.2 -0.1 1.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.0 0.0 -0.2 -0.3 -0.7 -0.7 -0.3 -0.7 SILVER-mini 0.5 0.6 0.2 0.0 0.1 0.0 0.1 0.0 0.1 0.1 0.2 0.2 0.1 0.2 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.2 0.1 0.2 0.5 0.1 0.1 0.1 0.1 0.0 0.1 -0.1 0.5 0.6 0.6 0.4 -0.5 -0.6 0.6 0.0 SMI -0.4 0.3 0.5 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.1 0.5 -0.1 0.5 0.1 0.2 -0.0 0.1 0.1 0.1 0.2 0.2 -0.1 0.3 0.1 2.1 0.1 -0.0 0.2 0.0 0.2 0.1 1.0 0.4 -0.1 0.1 -0.2 0.5 -0.1 0.7 -0.2 SOFR -0.2 -0.3 -0.1 -0.0 -0.1 -0.0 -0.1 -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 -0.1 -0.0 -0.1 -0.0 -0.0 0.2 -0.1 -0.1 -0.0 0.1 -0.6 -0.7 0.1 -0.1 SOYBEAN 0.3 0.5 -0.5 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 -0.4 -0.1 -0.2 0.1 -0.1 -0.0 0.2 0.1 0.1 -0.0 -0.1 -0.1 -0.4 0.0 -2.7 -0.0 -0.1 -0.1 -0.0 -0.1 0.0 0.8 -0.3 0.3 0.2 -0.6 -0.3 -0.7 -0.3 -0.7 SOYMEAL 0.3 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 -0.1 0.1 -0.1 0.0 -0.2 -0.2 -0.1 -0.5 -0.1 -2.7 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 0.3 -0.2 0.1 -0.2 -0.6 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.2 0.6 -0.0 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.4 0.1 0.0 -0.2 0.0 -0.1 -0.1 0.0 -0.1 -0.0 -0.3 0.0 -2.7 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.2 -0.2 0.3 0.3 -0.1 -0.6 -0.4 -0.4 0.2 SP400 -0.3 0.3 0.6 0.1 -0.0 0.1 -0.0 0.2 0.0 -0.1 0.4 -0.0 0.5 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 -0.0 0.4 0.1 -1.7 0.1 -0.0 0.2 -0.0 0.2 0.0 0.1 0.4 0.3 0.2 0.0 -0.4 -0.3 -0.3 -0.7 SP500_micro -0.4 0.1 0.6 0.1 -0.1 0.2 -0.0 0.2 0.0 -0.1 0.5 -0.0 0.7 0.1 0.2 -0.3 -0.2 -0.3 -0.3 0.2 0.2 -0.0 0.5 0.1 -2.7 0.1 -0.0 0.3 -0.0 0.3 0.0 -0.6 0.3 0.1 -0.0 0.5 -0.1 -0.1 0.3 -0.2 SUGAR11 0.1 -0.1 -0.2 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 -0.1 -0.1 -0.1 -0.0 -0.1 -2.7 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 1.1 -0.5 -0.0 -0.3 -0.5 0.7 0.2 0.7 0.7 US10 -0.2 -0.2 0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 0.3 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.5 -0.1 -0.0 -0.0 0.1 -0.7 -0.7 -0.4 0.2 US10U -0.2 -0.2 0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 0.1 0.0 -0.0 0.0 0.1 -0.7 -0.7 0.5 0.5 US2 -0.1 -0.4 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.3 -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 -0.1 -0.0 -0.0 -0.1 -0.0 -1.1 -0.2 -0.1 -0.2 -0.1 -0.7 -0.7 -0.7 -0.7 US20 -0.3 -0.1 0.1 -0.0 -0.1 -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 -0.1 -0.2 -0.0 -0.1 0.0 -0.0 -0.0 -0.0 0.2 0.1 0.0 0.1 0.2 -0.7 -0.6 0.7 0.7 US30 -0.3 -0.1 0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.2 -0.1 -0.1 -0.0 -0.1 0.0 -0.0 -0.1 -0.0 -0.4 0.1 0.1 0.2 0.2 -0.6 -0.5 0.7 0.7 US5 -0.1 -0.3 0.0 -0.0 -0.1 -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 -0.1 -0.1 -0.2 -0.1 0.7 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.7 -0.1 -0.1 -0.1 0.0 -0.7 -0.7 -0.7 -0.3 VIX 0.2 0.5 0.2 -0.1 0.1 -0.5 0.0 -0.9 -0.0 0.2 -0.9 0.1 -1.2 -0.1 -0.3 -0.6 -0.6 -0.6 -0.6 -0.2 -0.3 0.1 -0.9 -0.0 NaN -0.1 0.1 -0.6 0.0 -1.1 -0.0 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT 0.6 0.2 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.0 -0.4 0.2 -0.7 0.1 -0.1 -0.4 -0.2 -0.3 -0.3 -0.0 -0.2 0.1 -0.5 0.1 0.2 -0.0 0.0 -0.2 0.0 -0.3 0.0 -1.1 0.3 0.6 -0.4 -0.6 -0.2 -0.7 -0.1 -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 0.4 0.8 -1.8 -0.6 -10.0 1.2 -2.3 3.2 -0.9 -3.1 -3.8 1.4 -10.4 2.5 -11.6 -2.8 -2.9 -2.8 -2.8 -1.6 -2.1 0.1 -4.3 0.2 3.0 0.9 -8.0 -0.4 2.3 -1.8 3.2 -1.0 13.4 6.1 5.6 -4.4 -20.0 -11.0 -15.3 -2.3 BITCOIN -16.1 5.9 7.9 4.5 6.9 1.8 8.0 0.3 6.7 2.8 16.8 1.3 17.1 11.3 14.4 -8.4 -7.4 -8.9 -8.4 20.0 20.0 5.0 20.0 13.4 -20.0 6.5 0.8 7.1 1.6 5.8 3.8 -3.3 -20.0 -20.0 20.0 20.0 -7.9 0.0 17.8 3.6 BOBL 4.8 -10.1 -7.6 -1.7 -1.2 -0.8 -1.9 -1.3 -2.0 -3.7 -2.3 -2.5 -2.4 -4.8 -8.5 11.7 -11.3 -4.8 -11.1 -5.3 -3.6 -2.7 -3.9 -3.8 6.5 -1.0 0.4 -0.8 1.2 -1.0 0.6 -16.5 8.2 8.9 0.6 -4.8 -20.0 -20.0 7.9 -18.8 BTP -9.6 -2.1 6.3 -3.0 -11.6 -1.3 -6.9 -1.9 -4.5 -4.4 11.7 -7.4 11.0 -0.2 0.4 4.9 6.2 4.9 5.2 4.5 10.5 -4.3 9.7 -1.9 -20.0 5.3 0.8 6.6 2.1 5.6 3.7 13.7 20.0 15.7 20.0 14.1 -6.3 -12.4 20.0 2.6 BUND 1.8 -7.2 -2.4 -1.9 -1.4 -0.9 -2.1 -1.5 -2.2 -3.5 0.3 -3.2 -0.8 -5.0 -8.7 -9.9 1.3 -5.0 -1.9 -3.2 -1.0 -2.2 -2.4 -2.9 3.7 0.9 2.5 0.6 3.6 -0.1 2.9 3.6 14.3 13.0 6.2 -1.6 -16.1 -20.0 16.5 -8.5 BUXL -0.1 -4.0 1.9 -2.6 -10.1 -1.1 -6.0 -1.7 -3.9 -7.9 2.1 -7.0 -3.4 -7.0 -10.4 -8.0 -1.7 -5.6 -3.4 -2.0 0.0 -2.9 -3.7 -3.0 -0.7 2.9 1.2 1.9 4.6 -0.1 4.8 0.0 20.0 20.0 14.7 2.1 -20.0 -20.0 -1.2 -0.9 CAC -16.4 15.2 19.2 7.1 -7.8 8.3 -4.3 6.3 1.7 -20.0 20.0 -16.9 20.0 15.0 20.0 20.0 0.8 12.7 4.8 20.0 20.0 -16.2 20.0 7.8 -11.9 8.9 -5.4 9.1 -1.9 7.1 4.1 13.7 20.0 9.1 14.7 -0.5 -8.2 11.1 -5.3 16.2 CAD -3.5 -5.5 -1.1 -0.7 -12.0 1.5 -2.8 3.8 -1.1 -19.9 -4.3 -17.0 -5.9 -16.1 -19.9 -2.5 -2.2 -2.3 -2.3 -7.6 -4.6 -13.8 -4.9 -10.0 -0.4 -3.8 -17.8 -2.5 -7.8 -2.9 -4.5 0.0 -5.3 -3.3 -9.4 -3.2 -20.0 -16.5 -5.3 -13.4 CANOLA 19.2 20.0 -7.5 1.1 -1.6 0.9 -1.1 -1.3 -0.1 6.8 -9.1 4.4 -9.9 9.1 0.4 -14.3 -6.3 -13.9 -11.8 2.8 -10.3 6.1 -17.8 8.8 -20.0 1.0 1.2 -3.0 2.0 -5.5 2.9 -17.7 -2.1 19.0 14.8 -17.4 -20.0 -18.8 -15.6 -5.3 CHF -14.8 -20.0 -19.6 -0.6 -9.6 1.2 -2.2 3.1 -0.8 -11.1 -12.7 -17.0 -5.6 -18.0 -19.4 -16.0 -15.7 -15.9 -15.8 -20.0 -16.7 -20.0 -5.7 -20.0 -1.9 -6.4 -5.5 -3.4 -5.1 -0.8 -6.8 -20.0 -6.3 -20.0 -20.0 -19.5 -8.2 -16.7 0.4 -15.8 COCOA 20.0 20.0 9.9 0.9 -1.2 0.7 -0.8 -1.0 -0.1 8.2 10.5 9.4 10.5 9.9 10.3 20.0 14.7 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -17.5 3.7 1.4 3.5 1.9 2.9 3.0 20.0 14.0 20.0 20.0 20.0 1.6 -0.0 7.2 10.8 COFFEE 20.0 8.5 10.6 2.0 -2.9 1.6 -2.0 -2.4 -0.3 20.0 17.2 20.0 12.8 20.0 14.9 6.4 7.7 10.1 9.6 20.0 20.0 20.0 12.8 20.0 -20.0 6.7 11.7 4.6 14.0 3.3 11.1 12.8 20.0 20.0 20.0 11.5 -5.1 -20.0 3.8 -11.2 COPPER 13.8 20.0 12.2 4.9 7.5 1.9 8.8 0.3 7.4 16.2 13.8 18.9 0.4 19.6 18.0 -5.4 -5.0 -5.5 -5.5 20.0 16.6 20.0 6.2 20.0 -15.1 6.7 4.5 3.9 7.7 1.5 8.4 1.2 7.1 20.0 16.8 14.1 -20.0 -2.4 10.9 5.7 CORN 8.9 16.9 2.7 1.6 -2.3 1.3 -1.6 -2.0 -0.2 -6.3 -12.0 2.0 -18.1 10.2 -6.9 -19.8 -9.0 -18.2 -14.8 -4.5 -13.6 -1.1 -20.0 0.4 -15.6 -2.9 -0.8 -7.3 1.0 -8.8 1.1 -20.0 15.5 7.3 -3.7 -20.0 -10.3 -20.0 -9.1 0.1 COTTON2 -20.0 -6.9 20.0 1.1 -1.6 0.9 -1.1 -1.3 -0.1 -11.5 3.1 -12.6 3.0 -10.5 0.8 19.4 2.4 9.7 4.1 -0.6 5.1 -14.9 3.5 -10.6 -20.0 1.6 -2.9 3.5 -3.7 2.7 -2.1 2.4 -20.0 -20.0 12.2 20.0 -10.4 -13.5 -0.6 1.5 CRUDE_W 16.6 17.9 9.1 7.7 3.6 5.4 6.4 3.9 8.1 20.0 8.6 20.0 13.3 20.0 20.0 18.1 11.2 14.3 12.2 20.0 20.0 20.0 17.6 20.0 -5.3 9.1 4.2 6.2 8.2 5.2 10.6 -1.1 9.9 15.1 20.0 -0.9 20.0 20.0 20.0 20.0 DAX -5.2 15.1 16.7 7.2 -2.7 7.9 -1.9 5.9 2.8 -17.5 20.0 -0.2 20.0 18.8 20.0 -12.7 -11.8 -13.8 -13.3 20.0 20.0 -0.2 20.0 20.0 17.2 9.4 -3.0 8.0 2.8 5.7 7.8 -11.4 20.0 20.0 20.0 8.6 -4.1 9.9 4.2 20.0 DOW -14.2 -14.0 5.0 4.7 -5.2 5.5 -2.9 4.2 1.1 -13.2 16.3 -11.7 16.3 -5.6 8.0 -11.7 -11.1 -12.6 -12.2 7.0 16.7 -15.2 18.2 -5.2 -12.8 5.0 -8.6 8.7 -4.3 9.1 0.2 -9.9 2.6 0.8 -17.4 -2.8 -5.0 -7.0 3.3 -15.7 DX 12.9 3.7 5.6 0.1 6.5 1.8 4.9 3.9 1.5 -15.3 5.9 13.9 4.8 14.4 17.9 7.6 6.5 7.1 6.8 11.4 7.5 5.7 6.4 12.3 -20.0 5.3 -2.5 2.9 2.9 2.8 6.3 15.2 -13.7 20.0 6.1 9.6 20.0 4.1 20.0 10.3 EUR -7.1 0.9 -3.2 -0.7 -11.1 1.4 -2.6 3.5 -1.0 -7.5 -2.0 -9.5 -2.9 -6.9 -12.9 -6.9 -6.8 -6.8 -6.6 -4.7 -3.0 -7.8 -2.6 -6.4 19.4 -0.2 -11.9 0.5 -3.0 0.0 -0.9 -7.5 2.0 -5.8 5.5 0.1 -20.0 -15.0 -20.0 -12.0 EURIBOR-ICE -2.1 -12.9 -2.0 -1.4 -1.0 -0.6 -1.6 -1.1 -1.7 -3.7 2.8 -4.4 2.9 -5.2 -5.9 -5.3 -4.1 -3.2 -2.9 -2.2 2.3 -3.7 3.1 -3.5 13.7 -0.2 -0.9 1.7 -0.5 2.0 -0.5 -2.2 3.2 2.8 1.3 0.6 -20.0 -20.0 12.3 20.0 EUROSTX -9.1 13.4 20.0 7.2 -2.7 8.0 -1.9 5.9 2.9 -17.2 20.0 -3.3 20.0 19.9 20.0 -6.2 1.0 0.2 1.4 20.0 20.0 -2.3 20.0 20.0 -0.1 9.4 -3.1 9.2 1.4 7.1 6.3 12.2 19.3 17.2 20.0 12.1 -14.8 11.2 -13.0 18.1 FEEDCOW -20.0 -14.9 12.2 1.7 -2.4 1.4 -1.7 -2.0 -0.2 -16.4 -1.7 -18.4 -0.3 -16.7 0.3 -20.0 -20.0 -20.0 -20.0 -14.8 -2.6 -20.0 1.9 -20.0 -6.7 -3.5 -5.8 -0.4 -7.7 2.1 -7.4 -20.0 -14.4 -20.0 -20.0 9.6 20.0 20.0 20.0 20.0 GASOIL 4.6 6.0 9.1 6.5 3.1 4.5 5.4 3.3 6.9 10.7 11.4 14.5 14.6 15.9 19.4 14.8 20.0 20.0 20.0 17.8 16.3 14.5 17.1 17.5 7.0 7.2 3.2 6.6 6.2 6.8 7.3 18.0 2.8 -2.2 -7.9 2.9 -12.2 -9.2 -20.0 -16.9 GASOLINE 10.0 18.0 15.6 7.4 3.5 5.2 6.2 3.8 7.8 13.7 16.8 19.2 16.5 20.0 20.0 20.0 10.6 9.9 5.6 20.0 20.0 20.0 19.7 20.0 -20.0 9.1 2.8 7.1 5.6 6.1 8.6 -6.4 0.6 3.9 16.5 10.7 20.0 20.0 20.0 18.5 GAS_US_mini 4.2 1.8 -14.5 4.1 2.0 2.9 3.4 2.1 4.3 6.9 -14.2 4.0 -15.0 -7.7 -13.0 -20.0 -20.0 -20.0 -20.0 -12.3 -20.0 0.4 -20.0 -4.4 20.0 -5.3 0.7 -6.8 -1.2 -6.7 -3.3 -20.0 -16.8 -20.0 -20.0 -20.0 -19.6 -2.9 -20.0 -7.7 GBP -11.8 -3.6 0.4 -0.7 -11.8 1.5 -2.7 3.8 -1.0 -7.6 10.5 -11.7 8.2 -12.0 -7.2 -1.0 -0.7 -0.8 -0.6 -2.2 3.0 -8.4 5.0 -6.8 2.1 2.1 -10.5 4.4 -2.2 4.0 -0.1 2.8 7.5 -5.6 5.2 9.5 -20.0 -8.1 -20.0 -1.4 GOLD_micro 20.0 20.0 13.9 4.8 7.4 1.9 8.6 0.3 7.2 13.2 18.8 18.7 14.1 20.0 19.7 -14.4 -14.7 -15.0 -15.0 20.0 20.0 20.0 16.3 20.0 -4.3 7.1 3.7 4.6 7.3 2.7 8.5 -15.2 20.0 20.0 20.0 20.0 -20.0 -20.0 -19.7 -12.5 HEATOIL 4.5 6.1 5.9 6.8 3.2 4.8 5.7 3.5 7.2 8.4 3.3 12.9 10.1 16.0 18.6 7.2 20.0 16.8 20.0 14.5 11.3 11.6 12.0 15.9 -20.0 7.6 -0.3 7.2 3.7 8.2 6.7 17.9 -6.3 -13.7 -7.6 1.1 18.3 5.4 15.3 2.2 JGB-SGX-mini -2.7 -7.4 1.2 -2.2 -8.4 -1.0 -5.0 -1.4 -3.2 -10.2 5.0 -5.2 7.3 -4.2 -4.4 8.4 15.7 10.6 12.0 -2.2 1.7 -10.1 3.9 -5.6 -8.5 -1.9 -12.4 -0.1 -7.5 0.2 -4.1 20.0 -1.9 6.0 2.1 3.6 -11.5 -15.2 0.1 9.8 JPY -12.4 -4.5 -13.9 -0.5 -8.6 1.1 -2.0 2.7 -0.8 -15.4 -17.6 -17.5 -17.8 -17.8 -18.0 -17.1 -16.5 -16.9 -16.7 -18.2 -19.7 -14.1 -20.0 -16.6 20.0 -5.8 -6.0 -5.6 -5.2 -7.1 -5.8 -20.0 -9.6 -20.0 -16.7 -19.0 -20.0 -11.2 -16.5 -11.6 LEANHOG 1.5 15.4 20.0 2.3 -3.2 1.8 -2.2 -2.7 -0.3 10.5 19.5 20.0 -6.4 20.0 20.0 -20.0 -20.0 -20.0 -20.0 20.0 18.2 20.0 0.4 20.0 14.1 9.4 1.2 8.0 7.5 2.0 8.7 -20.0 20.0 20.0 20.0 20.0 -8.0 -8.8 1.7 14.0 LIVECOW -20.0 -5.7 11.8 1.7 -2.4 1.4 -1.7 -2.1 -0.2 -12.2 1.3 -16.3 1.6 -14.4 3.4 20.0 3.3 20.0 10.4 -8.0 0.5 -20.0 2.7 -20.0 -5.4 -0.4 -5.1 1.9 -6.8 3.5 -5.2 8.4 -8.2 -20.0 -1.6 13.8 20.0 12.0 20.0 20.0 LUMBER-new -20.0 1.8 8.8 2.3 -3.3 1.9 -2.3 -1.8 -0.3 -20.0 14.3 -20.0 -9.5 -11.8 2.9 -18.0 -15.8 -17.1 -16.2 -0.9 8.2 -20.0 3.5 -20.0 NaN -1.2 -15.6 3.1 -15.5 2.5 -9.6 -20.0 -20.0 -20.0 7.4 9.4 -12.3 -13.7 -7.1 -8.1 MILK -0.4 -7.4 10.8 1.2 -1.7 1.0 -1.2 -1.5 -0.2 8.7 -13.3 3.4 -14.0 -8.6 -10.7 -20.0 -20.0 -20.0 -20.0 -12.8 -16.2 4.9 -20.0 -6.6 12.9 -3.9 3.7 -4.9 1.8 -6.4 -1.9 -20.0 11.1 -2.3 -20.0 -18.4 -20.0 -20.0 -20.0 -20.0 MXP 9.3 11.8 7.3 -0.8 -12.4 1.5 -2.9 4.0 -1.1 11.3 20.0 20.0 20.0 20.0 20.0 18.6 17.3 18.0 17.1 20.0 20.0 20.0 20.0 20.0 -20.0 9.5 4.3 7.9 8.3 8.0 10.3 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 NASDAQ_micro -8.8 -6.6 7.4 4.1 -4.5 4.8 -2.5 3.7 1.0 -4.6 15.2 -3.1 15.5 4.9 12.9 -11.3 -10.4 -11.5 -11.1 10.7 20.0 -5.1 20.0 0.7 -20.0 4.3 -3.2 8.5 -2.5 10.3 -0.3 -8.3 10.0 -6.6 -15.2 3.9 3.7 -1.8 9.0 -3.0 NIKKEI -9.2 -5.5 20.0 4.9 -5.4 5.7 -3.0 4.4 1.2 -9.4 17.0 -1.6 17.9 6.0 15.1 2.4 10.6 6.7 9.1 20.0 20.0 -7.2 20.0 5.8 -15.8 5.7 -2.9 8.1 -1.9 7.9 1.3 20.0 6.7 6.7 6.3 20.0 -19.2 -7.2 -9.7 -7.5 NZD -10.0 -10.1 -3.9 -0.5 -8.8 1.1 -2.0 2.8 -0.8 -0.6 -0.9 -7.5 -3.0 -10.4 -12.8 0.1 0.3 0.2 0.2 -8.2 -3.6 -4.3 -2.2 -8.7 0.4 -3.8 -3.6 -1.4 -1.4 -0.4 -3.6 4.3 8.0 -10.9 -9.0 -7.4 -10.9 -7.4 -3.3 5.1 OAT -4.5 -7.4 -0.2 -2.1 -1.5 -0.9 -2.3 -1.6 -2.4 -3.6 2.3 -7.0 1.0 -8.7 -9.3 5.3 6.1 4.9 5.1 -3.1 1.0 -3.9 -0.1 -4.9 4.3 1.2 3.8 1.9 3.4 1.1 2.4 13.3 14.1 10.3 7.4 0.2 -16.6 -20.0 15.0 2.0 OATIES -13.6 -2.5 -8.5 1.5 -2.2 1.2 -1.5 -1.8 -0.2 -6.7 -17.0 -13.9 -14.2 -14.9 -12.1 8.2 -0.5 7.2 3.0 -14.2 -14.4 -19.5 -13.6 -18.8 -20.0 -5.3 -1.7 -4.1 -7.8 -3.5 -7.9 -1.1 -20.0 -20.0 -19.0 -10.2 -14.8 -0.5 -4.6 14.8 OJ -0.3 0.4 -7.2 1.6 -2.3 1.3 -1.6 -1.9 -0.2 10.9 8.2 11.2 13.9 5.9 11.8 6.0 13.9 7.1 9.9 8.4 14.2 4.6 20.0 5.3 -20.0 1.2 4.0 6.5 -0.7 16.0 -1.0 19.2 -10.6 0.5 1.3 -9.5 11.2 9.3 20.0 20.0 PALLAD 1.9 16.2 7.0 2.1 3.2 0.8 3.7 0.1 3.1 2.4 -3.5 2.0 -7.7 5.0 -1.4 -1.8 -2.1 -1.8 -1.9 1.5 -2.8 5.0 -8.6 3.6 11.1 1.4 3.3 -1.0 3.4 -3.6 2.7 6.9 -6.3 -5.1 -4.8 -0.9 -20.0 -12.5 -19.7 -7.9 PLAT 8.0 8.2 -0.8 3.1 4.7 1.2 5.5 0.2 4.6 8.6 -2.9 9.4 -8.1 8.5 -3.0 -4.4 -3.5 -4.2 -4.0 3.7 -0.5 13.8 -3.0 9.2 10.5 2.9 6.8 0.8 7.5 -0.2 5.7 4.0 3.4 -0.3 -7.4 -2.2 -15.1 -4.8 20.0 7.6 REDWHEAT 8.9 12.1 -1.8 1.6 -2.3 1.3 -1.6 -2.0 -0.2 13.9 -16.7 10.2 -18.5 5.8 -9.5 4.0 1.4 4.7 2.7 -7.1 -17.8 5.3 -20.0 0.7 -7.7 -3.6 5.1 -8.2 4.3 -9.9 1.5 1.1 13.3 9.7 -12.7 -20.0 -11.6 -20.0 -2.9 -20.0 RICE -20.0 -20.0 -5.4 1.7 -2.4 1.3 -1.6 -2.0 -0.2 9.7 -1.6 -11.4 9.1 -16.3 -13.2 -12.1 -5.1 -12.5 -10.7 -20.0 -4.3 -12.0 5.6 -20.0 -15.1 -5.2 5.0 -1.7 -3.0 0.3 -6.8 -15.2 -2.4 -20.0 -20.0 -20.0 8.7 -3.5 19.7 8.2 ROBUSTA 20.0 10.9 20.0 1.5 -2.2 1.2 -1.5 -1.8 -0.2 13.3 18.0 15.7 17.9 16.8 17.8 17.5 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 7.2 1.8 7.5 4.3 7.3 6.4 20.0 15.3 20.0 20.0 20.0 -19.7 -19.5 -5.8 2.7 RUSSELL -5.7 2.7 9.7 3.8 -4.2 4.5 -2.4 3.5 0.9 -10.1 12.2 -5.4 9.7 2.4 8.8 -6.6 -6.4 -6.6 -6.5 6.1 8.9 -6.4 6.7 0.2 -1.8 4.3 -6.6 5.5 -2.0 4.4 1.4 -1.0 11.0 -1.2 -9.2 -10.0 -12.9 -18.8 -13.1 -20.0 SHATZ 5.3 -16.5 -15.4 -1.5 -1.0 -0.6 -1.6 -1.1 -1.7 -4.2 -7.4 -4.8 -7.5 -6.9 -8.4 -20.0 -20.0 -20.0 -20.0 -9.6 -8.9 -4.1 -9.1 -6.3 8.2 -2.5 -1.1 -2.0 -1.3 -1.9 -1.9 -20.0 -0.7 1.3 -7.5 -9.1 -20.0 -20.0 -9.4 -20.0 SILVER-mini 15.7 20.0 5.4 3.7 9.4 1.4 7.8 0.2 5.8 14.8 7.7 15.6 1.5 15.2 11.4 -6.4 -6.7 -6.7 -6.8 20.0 9.3 20.0 2.9 20.0 4.1 5.3 6.6 2.8 7.7 1.2 7.3 -1.2 20.0 20.0 20.0 13.7 -15.3 -16.9 19.4 1.2 SMI -11.6 10.2 16.0 6.4 -2.4 7.0 -1.7 5.3 2.5 -14.7 19.9 -10.9 14.1 13.2 17.2 -1.9 4.7 3.1 4.8 17.5 18.4 -8.6 11.5 5.5 15.7 7.6 -3.5 7.1 0.0 4.3 4.7 18.5 17.8 -1.8 3.2 -6.2 14.6 -2.4 20.0 -4.8 SOFR -6.9 -7.8 -2.5 -2.4 -9.4 -1.1 -5.5 -1.5 -3.6 -11.0 2.0 -11.9 -1.1 -12.0 -11.0 -1.9 -0.1 -0.6 -0.1 -7.4 -3.4 -16.5 -2.9 -11.6 -3.0 -2.3 -12.8 -0.2 -7.3 -0.1 -4.3 3.8 -5.5 -3.3 -1.1 2.0 -19.0 -20.0 3.1 -2.6 SOYBEAN 9.3 15.6 -15.2 1.8 -2.6 1.5 -1.8 -2.2 -0.2 -16.2 -13.3 -13.5 -6.3 8.5 -7.8 -0.7 11.7 3.7 7.2 -3.9 -13.7 -6.1 -14.6 0.9 -20.0 -0.5 -6.3 -3.9 -1.9 -3.7 1.3 14.5 -12.3 8.3 5.5 -20.0 -10.1 -20.0 -8.9 -20.0 SOYMEAL 9.7 2.6 -20.0 1.7 -2.4 1.3 -1.6 -2.0 -0.2 -5.9 -18.0 -9.4 -14.5 -6.4 -16.5 -6.8 7.2 -4.5 0.7 -16.5 -20.0 -5.8 -18.8 -7.7 -20.0 -5.0 -1.9 -7.7 -0.7 -4.9 -1.3 5.6 -10.3 3.0 -7.2 -20.0 -20.0 -20.0 -20.0 -20.0 SOYOIL 6.2 20.0 -1.3 1.4 -1.9 1.1 -1.3 -1.6 -0.2 -12.5 -11.7 -8.3 -10.9 7.1 1.6 -7.6 1.3 -6.7 -3.5 1.9 -7.0 -3.0 -12.1 3.5 -20.0 2.5 -4.0 -0.0 -1.7 -2.0 1.8 -3.6 -8.0 8.0 10.7 -3.7 -19.4 -10.7 -10.5 5.0 SP400 -8.5 9.8 17.0 4.6 -5.1 5.5 -2.9 4.2 1.1 -10.8 16.6 -2.4 14.5 9.9 14.1 -4.9 -5.3 -5.3 -5.4 17.9 20.0 -3.5 15.1 8.3 -12.5 6.1 -4.0 6.3 -0.0 4.8 3.6 1.0 15.9 8.7 7.1 0.4 -11.3 -9.3 -8.9 -20.0 SP500_micro -12.3 1.6 17.4 5.4 -6.0 6.4 -3.3 4.9 1.3 -10.5 20.0 -2.4 20.0 12.3 18.5 -13.1 -11.7 -13.2 -12.7 20.0 20.0 -5.1 20.0 7.9 -20.0 7.1 -3.8 9.7 -1.3 9.2 2.5 -10.8 14.1 4.3 -0.1 15.5 -1.5 -3.8 8.3 -5.3 SUGAR11 3.3 -2.0 -7.1 1.6 -2.3 1.3 -1.6 -1.9 -0.2 -16.6 -8.1 -12.1 4.7 -1.9 -1.1 11.6 17.2 13.3 15.6 -6.1 -8.2 -14.3 -0.6 -6.3 -20.0 -3.5 -12.8 -5.0 -8.4 -0.4 -3.6 20.0 -20.0 -0.5 -9.2 -14.8 20.0 6.0 20.0 20.0 US10 -6.1 -6.4 2.4 -2.0 -7.6 -0.9 -4.5 -1.3 -2.9 -8.7 0.7 -9.3 -3.7 -9.7 -8.9 -6.8 -7.9 -7.8 -8.0 -6.0 -3.6 -12.1 -5.4 -9.0 2.6 -1.8 -8.9 -0.5 -5.3 -1.2 -3.3 -9.9 -2.3 -1.3 -0.8 2.1 -20.0 -20.0 -13.2 5.4 US10U -6.4 -5.8 2.1 -2.8 -10.7 -1.2 -6.3 -1.7 -4.1 -12.1 0.7 -13.0 -5.0 -13.6 -12.7 -4.5 -0.8 -2.9 -1.5 -8.1 -5.2 -15.7 -8.1 -12.0 -0.4 -2.2 -11.0 -0.5 -6.6 -1.8 -4.2 2.1 0.4 -0.3 0.6 3.5 -20.0 -20.0 15.8 15.7 US2 -1.6 -10.8 -0.3 -1.7 -6.5 -0.7 -3.8 -1.1 -2.5 -7.6 -5.4 -8.1 -7.2 -8.5 -8.5 -20.0 -20.0 -20.0 -20.0 -8.2 -6.0 -12.2 -7.4 -9.8 11.3 -2.4 -7.2 -1.2 -4.5 -1.5 -3.3 -20.0 -6.6 -3.3 -7.6 -2.4 -20.0 -20.0 -20.0 -20.0 US20 -8.1 -4.4 4.2 -2.0 -7.7 -0.9 -4.5 -1.3 -2.9 -8.5 2.5 -9.1 -2.0 -8.9 -7.9 -0.3 -0.7 -0.2 -0.4 -4.2 -2.0 -10.3 -4.6 -7.6 -1.2 -0.4 -6.6 0.6 -3.8 -0.8 -2.2 2.9 2.2 0.8 3.9 5.7 -20.0 -17.9 20.0 20.0 US30 -8.1 -3.1 3.3 -2.3 -9.0 -1.0 -5.3 -1.5 -3.5 -10.0 1.8 -10.7 -3.7 -10.5 -9.8 -5.1 -5.9 -6.7 -6.6 -5.0 -2.9 -10.9 -6.6 -8.4 -0.5 -0.6 -7.6 0.6 -4.5 -1.5 -2.6 -6.9 5.6 2.1 6.0 5.0 -16.6 -14.6 20.0 20.0 US5 -4.5 -8.4 0.1 -2.0 -7.7 -0.9 -4.5 -1.3 -2.9 -8.9 -1.3 -9.5 -5.1 -9.9 -9.3 -10.9 -10.3 -10.3 -10.3 -7.4 -4.7 -13.4 -5.7 -10.1 5.6 -2.4 -9.6 -0.9 -5.7 -1.2 -3.8 -13.9 -5.5 -2.7 -3.9 0.2 -20.0 -20.0 -20.0 -7.6 VIX 3.5 9.8 4.1 -6.4 5.0 -10.8 2.4 -15.8 -1.8 11.7 -20.0 4.4 -20.0 -6.3 -19.6 -20.0 -20.0 -20.0 -20.0 -9.4 -20.0 4.3 -20.0 -0.8 NaN -7.1 3.9 -12.8 1.4 -19.6 -2.1 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 17.9 6.7 -3.8 1.8 -2.6 1.5 -1.8 -2.2 -0.2 2.3 -14.7 15.4 -20.0 11.9 -7.5 -18.5 -12.4 -15.7 -13.9 -3.8 -16.6 9.1 -20.0 7.9 1.7 -2.2 0.2 -6.2 4.1 -7.5 3.2 -20.0 13.0 20.0 -13.2 -20.0 -6.8 -20.0 -2.3 -20.0 End of report for caleb_strategy_v3