******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240411_204013 produced at 2024-04-11 21:37:48.123157 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.20 0.0 0.00 0.00 0.00 0.00 -17.93 11.0 0 0 caleb_strategy_v3 SHATZ False True 0.03 0.00 -0.33 0.0 0.00 0.00 0.00 0.00 -10.32 24.0 0 0 caleb_strategy_v3 VIX False False 0.00 -0.08 -0.30 0.0 0.08 -0.08 -0.08 -0.08 -62.90 17.0 -17 -17 caleb_strategy_v3 US2 False True 0.06 0.00 -0.24 0.0 0.00 0.00 0.00 0.00 -4.24 13.0 0 0 caleb_strategy_v3 CHF False False 0.04 -0.35 -0.17 0.0 0.50 -0.50 -0.35 -0.35 -4.44 13.0 -9 -9 caleb_strategy_v3 JPY False False 0.02 0.00 -0.15 0.0 0.39 -0.39 0.00 0.00 -6.39 17.0 0 0 caleb_strategy_v3 CAD False False 0.02 0.00 -0.13 0.0 0.59 -0.59 0.00 0.00 -6.37 29.0 0 0 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.03 -0.12 0.0 0.42 -0.42 0.03 -0.08 -4.39 16.0 1 -3 caleb_strategy_v3 US5 False False 0.03 -0.35 -0.09 0.0 0.74 -0.74 -0.35 -0.41 -3.07 25.0 -12 -14 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.03 -0.07 0.0 0.04 -0.04 -0.03 -0.03 -48.34 26.0 -22 -22 caleb_strategy_v3 FEEDCOW False False 0.03 -0.03 -0.06 0.0 0.28 -0.28 -0.03 -0.03 -1.78 8.0 -1 -1 caleb_strategy_v3 CORN False False 0.01 -0.07 -0.06 0.0 0.08 -0.08 -0.07 -0.07 -9.37 12.0 -11 -11 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.05 0.0 0.13 -0.13 -0.02 -0.02 -18.78 51.0 -6 -6 caleb_strategy_v3 EUR False False 0.04 0.00 -0.05 0.0 0.53 -0.53 0.00 0.00 -1.29 14.0 0 0 caleb_strategy_v3 US10 False False 0.03 0.00 -0.05 0.0 0.51 -0.51 0.00 0.00 -1.63 17.0 0 0 caleb_strategy_v3 BOBL False False 0.04 -0.63 -0.05 0.0 0.67 -0.67 -0.63 -0.63 -1.45 19.0 -18 -18 caleb_strategy_v3 RICE False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -4.60 4.0 0 0 caleb_strategy_v3 OATIES False True 0.00 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -9.28 2.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.03 -0.04 0.0 0.36 -0.36 -0.03 -0.03 -7.74 66.0 -6 -6 caleb_strategy_v3 LUMBER-new False False 0.00 0.00 -0.04 0.0 0.01 -0.01 0.00 0.00 -9.72 3.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.03 0.0 0.09 -0.09 0.00 0.00 -2.66 9.0 0 0 caleb_strategy_v3 NZD False False 0.02 -0.02 -0.03 0.0 0.35 -0.35 -0.02 -0.03 -2.05 21.0 -1 -2 caleb_strategy_v3 MILK False False 0.01 0.00 -0.03 0.0 0.05 -0.05 0.00 0.00 -3.62 5.0 0 0 caleb_strategy_v3 US10U False False 0.03 -0.06 -0.03 0.0 0.40 -0.40 -0.06 -0.06 -0.85 13.0 -2 -2 caleb_strategy_v3 RUSSELL False False 0.00 -0.02 -0.02 0.0 0.20 -0.20 -0.02 -0.03 -6.48 68.0 -6 -10 caleb_strategy_v3 SOYBEAN False False 0.02 -0.02 -0.02 0.0 0.11 -0.11 -0.02 -0.02 -1.49 7.0 -1 -1 caleb_strategy_v3 AUD False False 0.02 0.00 -0.02 0.0 0.35 -0.35 0.00 0.00 -1.30 19.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.02 0.0 0.08 -0.08 -0.03 -0.03 -2.26 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 -1.02 22.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.04 -0.02 0.0 0.13 -0.13 -0.04 -0.04 -1.30 11.0 -3 -3 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.05 -0.01 0.0 0.24 -0.24 -0.05 -0.03 -1.02 23.0 -5 -3 caleb_strategy_v3 SOYOIL False False 0.01 -0.03 -0.01 0.0 0.08 -0.08 -0.03 -0.04 -1.49 10.0 -4 -5 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -1.19 18.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.01 0.0 0.07 -0.07 -0.01 -0.01 -1.56 8.0 -1 -1 caleb_strategy_v3 US20 False False 0.03 0.00 -0.01 0.0 0.29 -0.29 0.00 0.00 -0.26 9.0 0 0 caleb_strategy_v3 US30 False False 0.03 0.00 -0.01 0.0 0.21 -0.21 0.00 0.00 -0.28 6.0 0 0 caleb_strategy_v3 BUND False False 0.04 -0.04 -0.01 0.0 0.40 -0.40 -0.04 -0.04 -0.16 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 -0.10 4.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.04 0.00 0.0 0.35 -0.35 0.04 0.03 0.56 48.0 6 4 caleb_strategy_v3 SP400 False False 0.08 0.17 0.00 0.0 0.17 -0.17 0.17 0.17 0.00 2.0 2 2 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.00 0.0 0.06 -0.06 0.00 0.00 -0.08 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 4.85 59.0 0 0 caleb_strategy_v3 COFFEE False False 0.02 0.02 0.01 0.0 0.14 -0.14 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 0.85 3.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.02 0.02 0.0 0.24 -0.24 0.02 0.02 2.03 23.0 2 2 caleb_strategy_v3 LIVECOW False False 0.02 0.04 0.02 0.0 0.33 -0.33 0.04 0.04 0.97 17.0 2 2 caleb_strategy_v3 PLAT False False 0.01 0.00 0.02 0.0 0.14 -0.14 0.00 0.00 1.41 10.0 0 0 caleb_strategy_v3 HEATOIL False False 0.03 0.09 0.03 0.0 0.09 -0.09 0.09 0.09 1.08 3.0 3 3 caleb_strategy_v3 BTP False False 0.04 0.14 0.03 0.0 0.35 -0.35 0.14 0.14 0.80 10.0 4 4 caleb_strategy_v3 COCOA False False 0.03 0.11 0.03 0.0 0.72 -0.72 0.11 0.11 1.21 26.0 4 4 caleb_strategy_v3 EURIBOR-ICE False False 0.07 0.00 0.04 0.0 0.73 -0.73 0.00 0.15 0.51 10.0 0 2 caleb_strategy_v3 OAT False False 0.04 0.00 0.04 0.0 0.38 -0.38 0.00 0.00 0.92 10.0 0 0 caleb_strategy_v3 GASOIL False False 0.02 0.07 0.05 0.0 0.09 -0.09 0.07 0.07 2.37 4.0 3 3 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 0.05 0.0 0.00 -0.00 0.00 0.00 2.33 0.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 0.00 0.06 0.0 0.37 -0.37 0.00 0.01 8.41 56.0 0 1 caleb_strategy_v3 LEANHOG False False 0.01 0.07 0.09 0.0 0.16 -0.16 0.07 0.07 7.37 13.0 6 6 caleb_strategy_v3 GASOLINE False False 0.03 0.13 0.09 0.0 0.13 -0.13 0.13 0.13 2.86 4.0 4 4 caleb_strategy_v3 CAC False False 0.02 0.17 0.09 0.0 0.29 -0.29 0.17 0.17 3.89 12.0 7 7 caleb_strategy_v3 EUROSTX False False 0.01 0.28 0.11 0.0 0.30 -0.30 0.28 0.28 7.71 20.0 19 19 caleb_strategy_v3 NIKKEI False False 0.01 0.15 0.12 0.0 0.26 -0.26 0.15 0.19 16.93 36.0 21 26 caleb_strategy_v3 SMI False False 0.03 0.31 0.13 0.0 0.31 -0.31 0.31 0.31 3.75 9.0 9 9 caleb_strategy_v3 DX False False 0.03 0.00 0.13 0.0 999.00 -999.00 0.00 0.00 4.59 999999999.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.12 0.14 0.0 0.32 -0.32 0.12 0.12 25.22 58.0 22 22 caleb_strategy_v3 COPPER False False 0.03 0.15 0.14 0.0 0.18 -0.18 0.15 0.15 4.63 6.0 5 5 caleb_strategy_v3 CRUDE_W False False 0.02 0.11 0.34 0.0 0.11 -0.11 0.11 0.11 15.11 5.0 5 5 caleb_strategy_v3 MXP False False 0.01 0.50 0.88 0.0 0.50 -0.50 0.50 0.50 104.38 60.0 59 59 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 24.0 Shocked risk 86.0 Sum abs risk 66.9 Leverage 6.31 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3576140.75, 'annual_cash_vol_target': 894035.1875, 'daily_cash_vol_target': 55877.19921875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0044 0.6551 0.6791 10.8658 BITCOIN 2009.6840 70415.0000 2.8541 45.6649 BOBL 0.2473 117.3300 0.2108 3.3730 BTP 0.5849 117.4700 0.4979 7.9665 BUND 0.4999 131.6100 0.3798 6.0774 BUXL 1.1980 132.1200 0.9068 14.5084 CAC 46.7194 7973.0000 0.5860 9.3755 CAD 0.0029 0.7316 0.3906 6.2498 CANOLA 6.8914 636.4000 1.0829 17.3259 CHF 0.0052 1.1072 0.4720 7.5523 COCOA 161.8234 9938.0000 1.6283 26.0533 COFFEE 3.0171 218.5500 1.3805 22.0882 COPPER 0.0420 4.2875 0.9806 15.6895 CORN 5.0845 466.2500 1.0905 17.4482 COTTON2 1.3544 85.2700 1.5884 25.4140 CRUDE_W 0.8008 80.1100 0.9997 15.9947 DAX 117.2892 18290.0000 0.6413 10.2604 DOW 250.2353 38845.0000 0.6442 10.3070 DX 0.3812 105.0550 0.3628 5.8050 EUR 0.0048 1.0755 0.4486 7.1770 EURIBOR-ICE 0.0479 97.4850 0.0491 0.7857 EUROSTX 33.7842 4952.0000 0.6822 10.9157 FEEDCOW 2.0457 248.5250 0.8231 13.1699 GASOIL 11.1303 818.7500 1.3594 21.7507 GASOLINE 0.0326 2.7150 1.2017 19.2272 GAS_US_mini 0.0742 2.0050 3.7010 59.2161 GBP 0.0063 1.2559 0.4998 7.9967 GOLD_micro 16.1529 2380.9000 0.6784 10.8550 HEATOIL 0.0373 2.6693 1.3976 22.3617 JGB-SGX-mini 0.2128 144.6300 0.1472 2.3546 JPY 0.0000 0.0066 0.5260 8.4154 LEANHOG 1.2099 107.5750 1.1247 17.9947 LIVECOW 1.4070 173.7000 0.8100 12.9602 LUMBER-new 6.5412 569.5000 1.1486 18.3775 MILK 0.2531 16.5500 1.5293 24.4694 MXP 0.0003 0.0602 0.5223 8.3571 NASDAQ_micro 147.1236 18498.5000 0.7953 12.7252 NIKKEI 355.3246 39665.0000 0.8958 14.3330 NZD 0.0039 0.5997 0.6536 10.4570 OAT 0.4909 126.9500 0.3867 6.1867 OATIES 5.3831 337.5000 1.5950 25.5197 OJ 5.9593 361.8000 1.6471 26.3538 PALLAD 27.6208 1050.5000 2.6293 42.0687 PLAT 15.7786 992.9000 1.5891 25.4263 REDWHEAT 9.6844 590.5000 1.6400 26.2406 RICE 0.2049 16.8650 1.2147 19.4352 ROBUSTA 45.4090 3788.0000 1.1988 19.1801 RUSSELL 23.6049 2057.3000 1.1474 18.3580 SHATZ 0.0784 105.4450 0.0744 1.1899 SILVER-mini 0.4137 28.7250 1.4402 23.0435 SMI 72.5499 11414.0000 0.6356 10.1699 SOFR 0.0711 95.9450 0.0741 1.1861 SOYBEAN 9.3499 1165.0000 0.8026 12.8410 SOYMEAL 3.8674 338.2000 1.1435 18.2964 SOYOIL 0.6957 46.7900 1.4869 23.7912 SP400 25.5152 2974.5000 0.8578 13.7247 SP500_micro 33.4696 5251.2500 0.6374 10.1978 SUGAR11 0.3003 20.5300 1.4627 23.4037 US10 0.4390 108.1562 0.4059 6.4946 US10U 0.5722 111.2500 0.5143 8.2292 US2 0.1270 101.5586 0.1251 2.0010 US20 0.8449 115.2812 0.7329 11.7266 US30 1.2088 122.2188 0.9891 15.8249 US5 0.2963 105.2266 0.2815 4.5047 VIX 0.4150 17.2500 2.4058 38.4924 WHEAT 7.9800 606.7500 1.3152 21.0434 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 655.10 0.68 444.89 1.00 444.89 55877.2 125.60 -3.99 -50.13 BITCOIN 70.42 2.85 200.97 1.00 200.97 55877.2 278.04 1.61 44.78 BOBL 1173.30 0.21 247.35 1.09 268.38 55877.2 208.20 -6.89 -143.44 BTP 1174.70 0.50 584.89 1.09 634.64 55877.2 88.05 2.66 23.45 BUND 1316.10 0.38 499.90 1.09 542.42 55877.2 103.02 -1.54 -15.90 BUXL 1321.20 0.91 1198.03 1.09 1299.93 55877.2 42.98 -2.26 -9.73 CAC 797.30 0.59 467.19 1.09 506.93 55877.2 110.23 10.35 114.11 CAD 731.55 0.39 285.75 1.00 285.75 55877.2 195.54 -12.55 -245.48 CANOLA 127.28 1.08 137.83 0.74 101.56 55877.2 550.17 -14.03 -771.96 CHF 1383.94 0.47 653.25 1.00 653.25 55877.2 85.54 -20.00 -171.08 COCOA 993.80 1.63 1618.23 1.00 1618.23 55877.2 34.53 16.35 56.45 COFFEE 819.56 1.38 1131.42 1.00 1131.42 55877.2 49.39 10.02 49.48 COPPER 1071.87 0.98 1051.08 1.00 1051.08 55877.2 53.16 8.04 42.77 CORN 233.12 1.09 254.23 1.00 254.23 55877.2 219.79 -17.53 -385.28 COTTON2 426.35 1.59 677.20 1.00 677.20 55877.2 82.51 -7.35 -60.62 CRUDE_W 801.10 1.00 800.84 1.00 800.84 55877.2 69.77 20.00 139.55 DAX 182.90 0.64 117.29 1.09 127.26 55877.2 439.06 16.84 739.51 DOW 194.22 0.64 125.12 1.00 125.12 55877.2 446.60 -7.46 -332.98 DX 1050.55 0.36 381.15 1.00 381.15 55877.2 146.60 12.07 176.90 EUR 1344.38 0.45 603.04 1.00 603.04 55877.2 92.66 -5.37 -49.76 EURIBOR-ICE 2437.12 0.05 119.68 1.09 129.86 55877.2 430.28 0.35 15.09 EUROSTX 495.20 0.68 337.84 1.09 366.58 55877.2 152.43 14.82 225.91 FEEDCOW 1242.62 0.82 1022.83 1.00 1022.83 55877.2 54.63 -9.85 -53.83 GASOIL 818.75 1.36 1113.03 1.00 1113.03 55877.2 50.20 10.90 54.71 GASOLINE 1140.30 1.20 1370.30 1.00 1370.30 55877.2 40.78 16.18 65.99 GAS_US_mini 50.12 3.70 185.51 1.00 185.51 55877.2 301.20 -14.82 -446.40 GBP 784.94 0.50 392.31 1.00 392.31 55877.2 142.43 -2.75 -39.19 GOLD_micro 238.09 0.68 161.53 1.00 161.53 55877.2 345.93 7.13 246.63 HEATOIL 1121.11 1.40 1566.86 1.00 1566.86 55877.2 35.66 6.97 24.86 JGB-SGX-mini 144630.00 0.15 21283.71 0.01 140.21 55877.2 398.52 -1.02 -40.55 JPY 823.88 0.53 433.33 1.00 433.33 55877.2 128.95 -19.11 -246.39 LEANHOG 430.30 1.12 483.94 1.00 483.94 55877.2 115.46 10.50 121.20 LIVECOW 694.80 0.81 562.80 1.00 562.80 55877.2 99.28 2.96 29.34 LUMBER-new 156.61 1.15 179.88 1.00 179.88 55877.2 310.63 -14.62 -454.02 MILK 331.00 1.53 506.21 1.00 506.21 55877.2 110.38 -15.33 -169.20 MXP 300.85 0.52 157.14 1.00 157.14 55877.2 355.59 20.00 711.18 NASDAQ_micro 369.97 0.80 294.25 1.00 294.25 55877.2 189.90 -2.30 -43.76 NIKKEI 39665.00 0.90 35532.46 0.01 234.08 55877.2 238.71 6.55 156.30 NZD 599.70 0.65 391.94 1.00 391.94 55877.2 142.56 -5.55 -79.07 OAT 1269.50 0.39 490.88 1.09 533.07 55877.2 104.82 2.57 26.97 OATIES 168.75 1.59 269.15 1.00 269.15 55877.2 207.60 -18.38 -381.62 OJ 542.70 1.65 893.89 1.00 893.89 55877.2 62.51 6.35 39.71 PALLAD 1050.50 2.63 2762.08 1.00 2762.08 55877.2 20.23 -1.14 -2.31 PLAT 496.45 1.59 788.93 1.00 788.93 55877.2 70.83 5.85 41.42 REDWHEAT 295.25 1.64 484.22 1.00 484.22 55877.2 115.40 -10.17 -117.32 RICE 337.30 1.21 409.72 1.00 409.72 55877.2 136.38 -13.85 -188.88 ROBUSTA 378.80 1.20 454.09 1.00 454.09 55877.2 123.05 14.13 173.83 RUSSELL 102.86 1.15 118.02 1.00 118.02 55877.2 473.44 -4.13 -195.46 SHATZ 1054.45 0.07 78.42 1.09 85.09 55877.2 656.69 -15.50 -1018.06 SILVER-mini 718.12 1.44 1034.26 1.00 1034.26 55877.2 54.03 12.66 68.40 SMI 1141.40 0.64 725.50 1.11 802.58 55877.2 69.62 15.78 109.83 SOFR 2398.62 0.07 177.81 1.00 177.81 55877.2 314.25 -9.39 -295.06 SOYBEAN 582.50 0.80 467.49 1.00 467.49 55877.2 119.53 -13.37 -159.86 SOYMEAL 338.20 1.14 386.74 1.00 386.74 55877.2 144.48 -19.83 -286.52 SOYOIL 280.74 1.49 417.45 1.00 417.45 55877.2 133.85 -11.93 -159.74 SP400 2974.50 0.86 2551.52 1.00 2551.52 55877.2 21.90 0.02 0.05 SP500_micro 262.56 0.64 167.35 1.00 167.35 55877.2 333.90 0.72 24.20 SUGAR11 229.94 1.46 336.33 1.00 336.33 55877.2 166.14 -3.36 -55.86 US10 1081.56 0.41 439.02 1.00 439.02 55877.2 127.28 -10.13 -128.87 US10U 1112.50 0.51 572.19 1.00 572.19 55877.2 97.66 -6.86 -66.99 US2 2031.17 0.13 254.03 1.00 254.03 55877.2 219.97 -15.22 -334.87 US20 1152.81 0.73 844.91 1.00 844.91 55877.2 66.13 -3.07 -20.30 US30 1222.19 0.99 1208.81 1.00 1208.81 55877.2 46.22 -4.81 -22.24 US5 1052.27 0.28 296.26 1.00 296.26 55877.2 188.61 -12.85 -242.35 VIX 172.50 2.41 415.00 1.00 415.00 55877.2 134.65 -18.92 -254.80 WHEAT 303.38 1.32 399.00 1.00 399.00 55877.2 140.04 -12.18 -170.57 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -50.129 0.010 2.5 -1.301 BITCOIN 44.782 0.043 2.5 4.849 BOBL -143.439 0.004 2.5 -1.455 BTP 23.445 0.014 2.5 0.800 BUND -15.895 0.004 2.5 -0.161 BUXL -9.729 0.004 2.5 -0.099 CAC 114.111 0.014 2.5 3.892 CAD -245.479 0.010 2.5 -6.369 CANOLA -771.958 0.010 2.5 -18.781 CHF -171.075 0.010 2.5 -4.439 COCOA 56.453 0.009 2.5 1.209 COFFEE 49.480 0.005 2.5 0.578 COPPER 42.767 0.043 2.5 4.631 CORN -385.284 0.010 2.5 -9.373 COTTON2 -60.618 0.009 2.5 -1.298 CRUDE_W 139.547 0.043 2.5 15.111 DAX 739.511 0.014 2.5 25.224 DOW -332.982 0.009 2.5 -7.739 DX 176.900 0.010 2.5 4.590 EUR -49.757 0.010 2.5 -1.291 EURIBOR-ICE 15.093 0.014 2.5 0.515 EUROSTX 225.910 0.014 2.5 7.705 FEEDCOW -53.832 0.013 2.5 -1.784 GASOIL 54.714 0.017 2.5 2.372 GASOLINE 65.992 0.017 2.5 2.861 GAS_US_mini -446.396 0.043 2.5 -48.339 GBP -39.191 0.010 2.5 -1.017 GOLD_micro 246.634 0.014 2.5 8.412 HEATOIL 24.861 0.017 2.5 1.078 JGB-SGX-mini -40.551 0.043 2.5 -4.391 JPY -246.391 0.010 2.5 -6.393 LEANHOG 121.204 0.024 2.5 7.366 LIVECOW 29.340 0.013 2.5 0.972 LUMBER-new -454.019 0.009 2.5 -9.715 MILK -169.200 0.009 2.5 -3.624 MXP 711.181 0.059 2.5 104.382 NASDAQ_micro -43.756 0.009 2.5 -1.017 NIKKEI 156.300 0.043 2.5 16.925 NZD -79.068 0.010 2.5 -2.052 OAT 26.972 0.014 2.5 0.920 OATIES -381.616 0.010 2.5 -9.284 OJ 39.715 0.009 2.5 0.851 PALLAD -2.306 0.014 2.5 -0.079 PLAT 41.420 0.014 2.5 1.413 REDWHEAT -117.318 0.005 2.5 -1.556 RICE -188.880 0.010 2.5 -4.595 ROBUSTA 173.834 0.005 2.5 2.030 RUSSELL -195.456 0.013 2.5 -6.477 SHATZ -1018.062 0.004 2.5 -10.324 SILVER-mini 68.398 0.014 2.5 2.333 SMI 109.831 0.014 2.5 3.746 SOFR -295.062 0.024 2.5 -17.932 SOYBEAN -159.861 0.004 2.5 -1.487 SOYMEAL -286.525 0.004 2.5 -2.665 SOYOIL -159.739 0.004 2.5 -1.487 SP400 0.050 0.013 2.5 0.002 SP500_micro 24.205 0.009 2.5 0.563 SUGAR11 -55.859 0.009 2.5 -1.188 US10 -128.869 0.005 2.5 -1.633 US10U -66.995 0.005 2.5 -0.849 US2 -334.867 0.005 2.5 -4.243 US20 -20.304 0.005 2.5 -0.257 US30 -22.239 0.005 2.5 -0.282 US5 -242.351 0.005 2.5 -3.071 VIX -254.801 0.099 2.5 -62.896 WHEAT -170.572 0.005 2.5 -2.263 ===================== Position diags ===================== AUD 3.26 BITCOIN 30.11 BOBL 2.11 BTP 3.00 BUND 1.04 BUXL 0.44 CAC 3.76 CAD 5.07 CANOLA 13.38 CHF 2.22 COCOA 0.74 COFFEE 0.58 COPPER 5.76 CORN 5.35 COTTON2 1.77 CRUDE_W 7.56 DAX 14.98 DOW 10.38 DX 3.80 EUR 2.40 EURIBOR-ICE 14.68 EUROSTX 5.20 FEEDCOW 1.81 GASOIL 2.18 GASOLINE 1.77 GAS_US_mini 32.62 GBP 3.70 GOLD_micro 11.80 HEATOIL 1.55 JGB-SGX-mini 43.15 JPY 3.35 LEANHOG 7.02 LIVECOW 3.29 LUMBER-new 6.65 MILK 2.36 MXP 52.19 NASDAQ_micro 4.41 NIKKEI 25.85 NZD 3.70 OAT 3.58 OATIES 5.05 OJ 1.34 PALLAD 0.69 PLAT 2.42 REDWHEAT 1.53 RICE 3.32 ROBUSTA 1.44 RUSSELL 15.69 SHATZ 6.66 SILVER-mini 1.84 SMI 2.37 SOFR 19.10 SOYBEAN 1.11 SOYMEAL 1.34 SOYOIL 1.25 SP400 0.73 SP500_micro 7.76 SUGAR11 3.53 US10 1.61 US10U 1.24 US2 2.79 US20 0.84 US30 0.59 US5 2.39 VIX 33.24 WHEAT 1.86 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -1.3 -1.6 -1.0 0.0 0 BITCOIN 4.8 1.8 7.9 0.0 0 BOBL -1.5 -1.7 -1.2 -18.0 -18 BTP 0.8 0.5 1.1 4.0 4 BUND -0.2 -0.3 -0.1 -1.0 -1 BUXL -0.1 -0.1 -0.1 0.0 0 CAC 3.9 3.5 4.3 7.0 7 CAD -6.4 -6.9 -5.9 0.0 0 CANOLA -18.8 -20.1 -17.4 -6.0 -6 CHF -4.4 -4.7 -4.2 -9.0 -9 COCOA 1.2 1.1 1.3 4.0 4 COFFEE 0.6 0.5 0.6 1.0 1 COPPER 4.6 4.1 5.2 5.0 5 CORN -9.4 -9.9 -8.8 -11.0 -11 COTTON2 -1.3 -1.5 -1.1 -3.0 -3 CRUDE_W 15.1 14.4 15.9 5.0 5 DAX 25.2 23.7 26.7 22.0 22 DOW -7.7 -8.8 -6.7 -6.0 -6 DX 4.6 4.2 5.0 NaN 0 EUR -1.3 -1.5 -1.1 0.0 0 EURIBOR-ICE 0.5 -1.0 2.0 0.0 0 EUROSTX 7.7 7.2 8.2 19.0 19 FEEDCOW -1.8 -2.0 -1.6 -1.0 -1 GASOIL 2.4 2.2 2.6 3.0 3 GASOLINE 2.9 2.7 3.0 4.0 4 GAS_US_mini -48.3 -51.6 -45.1 -22.0 -22 GBP -1.0 -1.4 -0.6 0.0 0 GOLD_micro 8.4 7.2 9.6 0.0 0 HEATOIL 1.1 0.9 1.2 3.0 3 JGB-SGX-mini -4.4 -8.7 -0.1 1.0 1 JPY -6.4 -6.7 -6.1 0.0 0 LEANHOG 7.4 6.7 8.1 6.0 6 LIVECOW 1.0 0.6 1.3 2.0 2 LUMBER-new -9.7 -10.4 -9.1 NaN 0 MILK -3.6 -3.9 -3.4 NaN 0 MXP 104.4 99.2 109.6 59.0 59 NASDAQ_micro -1.0 -1.5 -0.6 -5.0 -5 NIKKEI 16.9 14.3 19.5 21.0 21 NZD -2.1 -2.4 -1.7 -1.0 -1 OAT 0.9 0.6 1.3 0.0 0 OATIES -9.3 -9.8 -8.8 NaN 0 OJ 0.9 0.7 1.0 NaN 0 PALLAD -0.1 -0.1 -0.0 0.0 0 PLAT 1.4 1.2 1.7 0.0 0 REDWHEAT -1.6 -1.7 -1.4 -1.0 -1 RICE -4.6 -4.9 -4.3 NaN 0 ROBUSTA 2.0 1.9 2.2 2.0 2 RUSSELL -6.5 -8.0 -4.9 -6.0 -6 SHATZ -10.3 -11.0 -9.7 NaN 0 SILVER-mini 2.3 2.1 2.5 NaN 0 SMI 3.7 3.5 4.0 9.0 9 SOFR -17.9 -19.8 -16.0 NaN 0 SOYBEAN -1.5 -1.6 -1.4 -1.0 -1 SOYMEAL -2.7 -2.8 -2.5 0.0 0 SOYOIL -1.5 -1.6 -1.4 -4.0 -4 SP400 0.0 -0.1 0.1 2.0 2 SP500_micro 0.6 -0.2 1.3 6.0 6 SUGAR11 -1.2 -1.5 -0.8 0.0 0 US10 -1.6 -1.8 -1.5 0.0 0 US10U -0.8 -1.0 -0.7 -2.0 -2 US2 -4.2 -4.5 -4.0 NaN 0 US20 -0.3 -0.3 -0.2 0.0 0 US30 -0.3 -0.3 -0.2 0.0 0 US5 -3.1 -3.3 -2.8 -12.0 -12 VIX -62.9 -66.2 -59.6 -17.0 -17 WHEAT -2.3 -2.4 -2.1 -4.0 -4 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.1 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 -0.1 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 0.4 0.2 0.2 -0.1 -0.7 -0.4 -0.5 -0.1 BITCOIN -0.5 0.2 0.3 0.1 0.1 0.1 0.1 0.0 0.1 0.1 0.5 0.1 0.6 0.1 0.2 -0.2 -0.1 -0.2 -0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 0.0 0.2 0.0 0.2 0.0 -0.2 -0.5 -0.6 0.6 0.6 -0.3 -0.0 0.6 0.1 BOBL 0.1 -0.3 -0.3 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.2 -0.2 -0.1 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 0.8 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.8 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 -0.1 -0.1 0.3 -0.1 0.4 -0.0 -0.0 0.1 0.1 0.1 0.1 0.0 0.1 -0.1 0.3 -0.0 -2.7 0.1 -0.0 0.2 0.0 0.2 0.0 0.7 0.5 0.4 0.6 0.4 -0.2 -0.4 0.7 0.1 BUND 0.1 -0.2 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 -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 0.5 0.2 -0.0 -0.5 -0.7 0.6 -0.3 BUXL 0.0 -0.1 0.0 -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 0.0 0.0 0.5 0.6 0.5 0.1 -0.7 -0.7 -0.1 -0.0 CAC -0.6 0.4 0.6 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.2 0.5 -0.2 0.7 0.1 0.2 0.4 0.0 0.3 0.1 0.2 0.2 -0.2 0.5 0.1 -1.6 0.1 -0.0 0.3 -0.0 0.3 0.0 0.7 0.3 0.0 0.4 -0.0 -0.3 0.4 -0.2 0.5 CAD -0.2 -0.2 -0.1 -0.0 -0.1 0.0 -0.1 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 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 0.0 -0.3 -0.1 -0.3 -0.1 -0.7 -0.6 -0.2 -0.5 CANOLA 0.5 0.6 -0.2 0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.0 -0.2 -0.0 -0.4 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 0.0 0.5 0.5 -0.5 -0.7 -0.6 -0.5 -0.2 CHF -0.5 -0.6 -0.6 -0.0 -0.1 0.0 -0.1 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 -0.2 -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 0.4 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 -2.5 0.0 0.0 0.1 0.0 0.1 0.0 1.1 0.4 0.6 0.6 0.6 0.0 -0.0 0.2 0.4 COFFEE 0.6 0.3 0.4 0.0 -0.1 0.0 -0.1 -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 0.4 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 0.3 0.2 CORN 0.2 0.5 0.1 0.0 -0.1 0.0 -0.1 -0.1 -0.0 -0.1 -0.3 -0.0 -0.7 0.1 -0.1 -0.4 -0.2 -0.4 -0.3 -0.1 -0.1 -0.0 -0.5 -0.0 -2.1 -0.0 -0.0 -0.2 -0.0 -0.3 0.0 -1.1 -0.0 0.3 -0.1 -0.6 -0.4 -0.7 -0.3 0.0 COTTON2 -0.6 -0.2 0.6 0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.0 0.4 0.1 0.2 0.1 -0.0 0.0 -0.2 0.1 -0.1 -2.7 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.2 -0.5 -0.6 0.3 0.6 -0.3 -0.5 -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 0.3 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 -0.3 0.4 0.6 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.2 0.5 -0.1 0.7 0.2 0.2 -0.2 -0.2 -0.3 -0.3 0.2 0.2 -0.1 0.5 0.2 2.2 0.1 -0.0 0.2 0.0 0.2 0.1 -0.6 0.3 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 0.2 -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 0.2 0.2 0.2 0.2 0.2 0.2 0.1 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 0.3 0.5 0.7 0.1 0.7 0.3 EUR -0.3 0.0 -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 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 2.5 -0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.4 0.1 -0.2 0.1 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 -0.1 0.1 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 0.1 -0.1 1.8 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 0.0 0.1 0.0 0.0 -0.7 -0.7 0.4 0.7 EUROSTX -0.4 0.4 0.6 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.2 0.5 -0.1 0.7 0.2 0.2 -0.1 0.0 -0.0 0.0 0.2 0.2 -0.1 0.5 0.2 -0.0 0.1 -0.0 0.3 0.0 0.3 0.1 0.6 0.5 0.5 0.6 0.4 -0.5 0.4 -0.4 0.6 FEEDCOW -0.6 -0.6 0.4 0.0 -0.1 0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.2 -0.0 -0.2 -0.0 -0.4 -0.4 -0.4 -0.4 -0.2 -0.0 -0.2 0.0 -0.2 -0.9 -0.0 -0.0 -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 0.0 0.3 0.1 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 0.0 0.3 0.1 0.9 -0.0 -0.2 -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 0.0 -0.5 0.0 0.0 0.1 0.0 0.1 0.0 -0.0 -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 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 -0.1 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 -0.1 0.1 -0.0 0.1 0.2 -0.1 0.2 0.3 -0.7 -0.3 -0.7 -0.0 GOLD_micro 0.6 0.6 0.5 0.1 0.1 0.1 0.1 0.0 0.1 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 0.5 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 -0.6 -0.4 HEATOIL 0.1 0.2 0.2 0.1 0.0 0.1 0.1 0.1 0.1 -0.0 0.1 0.1 0.4 0.2 0.2 0.1 0.4 0.3 0.4 0.1 0.1 0.1 0.3 0.1 -2.7 0.1 -0.0 0.2 0.0 0.3 0.1 0.9 -0.2 -0.5 -0.3 0.0 0.6 0.2 0.5 0.1 JGB-SGX-mini -0.1 -0.3 0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 0.3 -0.1 -0.1 0.2 0.3 0.2 0.2 -0.0 0.0 -0.1 0.1 -0.1 -1.2 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 1.1 -0.2 0.2 0.0 0.1 -0.4 -0.5 -0.0 0.3 JPY -0.4 -0.2 -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 -0.2 -0.5 -0.2 2.7 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -1.1 -0.3 -0.6 -0.5 -0.6 -0.7 -0.4 -0.6 -0.4 LEANHOG 0.1 0.5 0.6 0.0 -0.1 0.0 -0.1 -0.1 -0.0 0.0 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 1.8 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 0.0 0.5 LIVECOW -0.6 -0.3 0.4 0.0 -0.1 0.0 -0.1 -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 0.0 -0.1 0.1 -0.1 0.5 -0.2 -0.6 -0.1 0.4 0.7 0.4 0.7 0.7 LUMBER-new -0.7 0.0 0.3 0.0 -0.1 0.1 -0.1 -0.1 -0.0 -0.2 0.4 -0.2 -0.4 -0.2 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 0.1 0.2 -0.5 -0.5 -0.3 -0.3 MILK 0.1 -0.2 0.5 0.0 -0.1 0.0 -0.0 -0.1 -0.0 -0.0 -0.3 -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 0.1 -0.2 -0.6 -0.5 -0.7 -0.7 -0.7 -0.7 MXP 0.3 0.4 0.2 -0.0 -0.1 0.0 -0.1 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 -0.3 0.2 0.0 -0.0 0.1 -0.0 0.1 0.0 0.1 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 0.4 -0.1 -0.4 0.1 0.1 -0.1 0.3 -0.1 NIKKEI -0.3 -0.1 0.6 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.0 0.5 -0.0 0.7 0.1 0.2 0.0 0.2 0.1 0.2 0.2 0.2 -0.0 0.5 0.1 -2.2 0.1 -0.0 0.2 -0.0 0.3 0.0 1.1 0.3 0.4 0.2 0.6 -0.6 -0.2 -0.3 -0.3 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 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.2 0.3 -0.3 -0.3 -0.2 -0.4 -0.2 -0.1 0.2 OAT -0.1 -0.2 -0.0 -0.0 -0.1 -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 -0.0 -0.0 -0.1 0.6 0.0 -0.0 0.1 0.0 0.0 0.0 0.7 0.4 0.3 0.2 0.0 -0.5 -0.7 0.5 0.1 OATIES -0.4 -0.1 -0.3 0.0 -0.1 0.0 -0.0 -0.1 -0.0 -0.0 -0.5 -0.1 -0.5 -0.1 -0.1 0.2 -0.0 0.1 0.1 -0.2 -0.2 -0.1 -0.4 -0.2 -2.7 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.5 -0.6 -0.6 -0.3 -0.5 -0.0 -0.2 0.5 OJ 0.0 -0.0 -0.3 0.0 -0.1 0.0 -0.0 -0.1 -0.0 0.0 0.2 0.1 0.5 0.1 0.1 0.1 0.3 0.1 0.2 0.1 0.1 0.0 0.5 0.1 -2.7 0.0 0.0 0.2 -0.0 0.6 -0.0 1.0 -0.2 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 -0.1 -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 0.1 0.1 -0.1 0.1 -0.3 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 -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 -0.0 0.0 -0.1 0.0 -0.1 -0.1 -0.0 0.1 -0.4 0.1 -0.7 0.1 -0.1 0.1 0.0 0.1 0.0 -0.1 -0.2 0.0 -0.5 0.0 -1.0 -0.0 0.0 -0.2 0.0 -0.4 0.0 0.0 0.3 0.4 -0.3 -0.6 -0.4 -0.7 -0.1 -0.7 RICE -0.6 -0.6 -0.2 0.0 -0.1 0.0 -0.0 -0.1 -0.0 0.1 -0.1 -0.1 0.3 -0.2 -0.1 -0.2 -0.1 -0.2 -0.2 -0.2 -0.0 -0.1 0.1 -0.2 -1.9 -0.1 0.0 -0.0 -0.0 0.0 -0.1 -0.8 0.3 -0.6 -0.6 -0.6 0.3 -0.1 0.6 0.3 ROBUSTA 0.6 0.4 0.6 0.0 -0.1 0.0 -0.0 -0.1 -0.0 0.1 0.5 0.2 0.7 0.2 0.2 0.3 0.4 0.4 0.4 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.2 0.1 0.3 0.1 1.1 0.5 0.6 0.6 0.6 -0.6 -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 -0.0 0.1 -0.0 0.2 0.0 -0.1 0.1 0.0 -0.3 -0.3 -0.4 -0.6 -0.4 -0.7 SHATZ 0.1 -0.5 -0.5 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.2 -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 1.1 -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 0.6 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 0.0 0.1 0.1 0.0 0.1 -0.1 0.5 0.6 0.6 0.5 -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 -0.2 0.5 0.1 0.2 -0.0 0.1 0.1 0.1 0.2 0.2 -0.1 0.3 0.0 2.1 0.1 -0.0 0.2 -0.0 0.2 0.0 1.0 0.5 -0.2 0.2 -0.2 0.5 -0.1 0.7 -0.2 SOFR -0.3 -0.3 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.2 -0.1 -0.1 -0.4 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.2 -0.3 -0.2 -0.1 0.0 -0.6 -0.7 0.1 -0.1 SOYBEAN 0.2 0.5 -0.5 0.0 -0.1 0.0 -0.1 -0.1 -0.0 -0.2 -0.4 -0.2 -0.2 0.1 -0.1 -0.0 0.2 0.1 0.1 -0.1 -0.2 -0.1 -0.4 -0.0 -2.7 -0.0 -0.1 -0.1 -0.0 -0.1 0.0 0.8 -0.3 0.1 0.2 -0.6 -0.3 -0.7 -0.3 -0.7 SOYMEAL 0.2 0.1 -0.6 0.0 -0.1 0.0 -0.1 -0.1 -0.0 0.0 -0.5 -0.1 -0.5 -0.1 -0.2 -0.1 0.1 -0.1 0.0 -0.2 -0.2 -0.0 -0.5 -0.1 -2.7 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 0.3 -0.0 0.1 -0.2 -0.6 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.1 0.6 0.0 0.0 -0.1 0.0 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.4 0.0 0.0 -0.1 0.0 -0.1 -0.1 0.0 -0.1 -0.1 -0.3 -0.0 -2.7 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.2 -0.4 0.0 0.3 -0.1 -0.7 -0.4 -0.3 0.2 SP400 -0.3 0.3 0.6 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.1 0.4 -0.1 0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.2 -0.1 0.4 0.1 -1.6 0.1 -0.0 0.2 -0.0 0.2 0.0 0.1 0.1 0.3 0.2 -0.0 -0.4 -0.3 -0.3 -0.7 SP500_micro -0.4 -0.0 0.5 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.0 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 0.0 -0.1 -0.2 0.0 -0.1 0.0 -0.0 -0.1 -0.0 -0.1 -0.2 -0.2 0.2 -0.1 -0.0 0.2 0.3 0.3 0.3 -0.1 -0.1 -0.2 -0.0 -0.1 -2.7 -0.0 -0.2 -0.1 -0.1 -0.0 -0.1 1.1 -0.5 -0.2 -0.3 -0.4 0.7 0.2 0.7 0.7 US10 -0.3 -0.2 0.0 -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 -0.2 -0.1 -0.1 0.1 -0.7 -0.7 -0.4 0.2 US10U -0.3 -0.2 0.0 -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 -0.2 -0.2 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 0.1 -0.1 -0.1 -0.0 0.1 -0.7 -0.7 0.5 0.5 US2 -0.2 -0.4 -0.1 -0.0 -0.0 -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 -0.1 -0.1 -0.0 -1.1 -0.2 -0.2 -0.3 -0.1 -0.7 -0.7 -0.7 -0.7 US20 -0.3 -0.2 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 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 0.0 -0.1 -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 -0.1 -0.1 -0.0 -0.4 -0.0 0.0 0.2 0.2 -0.6 -0.5 0.7 0.7 US5 -0.2 -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 -0.2 -0.2 -0.2 -0.0 -0.7 -0.7 -0.6 -0.3 VIX 0.2 0.5 0.2 -0.1 0.0 -0.5 0.0 -0.9 -0.0 0.0 -0.9 0.0 -1.2 -0.1 -0.3 -0.6 -0.6 -0.6 -0.6 -0.2 -0.3 0.0 -0.9 -0.0 NaN -0.1 -0.0 -0.6 0.0 -1.1 -0.0 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT 0.5 0.2 -0.1 0.0 -0.1 0.0 -0.1 -0.1 -0.0 -0.1 -0.4 0.1 -0.7 0.1 -0.1 -0.4 -0.2 -0.3 -0.3 -0.0 -0.2 0.0 -0.5 0.1 0.2 -0.0 -0.0 -0.2 0.0 -0.3 0.0 -1.1 0.1 0.6 -0.3 -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 -0.2 0.8 -1.9 -1.1 -10.7 1.0 -4.7 3.0 -2.1 -3.6 -3.7 -0.6 -10.0 0.9 -11.3 -2.7 -2.9 -2.8 -2.8 -1.8 -2.1 -1.7 -4.1 -0.6 2.9 0.6 -7.0 -0.4 -0.0 -1.8 2.0 -1.0 15.9 6.8 5.6 -4.1 -20.0 -10.9 -14.9 -2.2 BITCOIN -14.9 5.5 10.2 4.7 6.4 1.9 7.8 0.4 6.9 6.9 17.1 5.4 17.4 11.9 14.8 -8.6 -7.4 -8.9 -8.5 20.0 20.0 6.7 20.0 14.2 -20.0 6.6 1.1 7.3 1.7 6.0 3.9 -3.3 -20.0 -18.5 20.0 20.0 -8.0 -0.0 17.7 3.6 BOBL 4.2 -9.0 -8.5 -2.1 -5.8 -0.9 -4.2 -1.3 -3.0 -8.8 -2.6 -6.8 -2.6 -6.8 -9.0 12.1 -11.1 -4.0 -10.6 -6.0 -4.0 -6.3 -4.0 -5.5 6.3 -1.3 -3.9 -1.0 -1.4 -1.0 -0.6 -15.8 8.0 9.1 1.4 -4.6 -19.6 -20.0 8.1 -18.1 BTP -10.5 -2.6 5.8 -3.2 -9.1 -1.4 -6.6 -2.0 -4.7 -10.9 11.5 -10.0 10.9 -1.7 -0.6 4.8 6.2 4.9 5.2 3.7 10.0 -6.6 9.5 -3.1 -20.0 5.0 -3.4 6.6 0.2 5.7 2.8 13.6 20.0 11.9 20.0 13.7 -6.2 -12.2 20.0 2.6 BUND 1.9 -6.6 -3.2 -2.3 -6.5 -1.0 -4.7 -1.4 -3.3 -9.4 0.0 -7.2 -0.8 -7.0 -9.3 -9.8 1.1 -5.4 -2.2 -3.8 -1.3 -5.3 -2.5 -4.4 3.5 0.7 -3.2 0.6 0.5 -0.1 1.7 3.2 14.4 13.9 6.9 -1.3 -16.1 -20.0 16.5 -8.4 BUXL 0.3 -3.6 1.5 -2.8 -7.9 -1.3 -5.8 -1.7 -4.1 -9.4 2.0 -7.8 -3.3 -7.4 -10.7 -7.9 -1.7 -5.5 -3.4 -2.2 -0.1 -3.5 -3.8 -3.2 -0.8 3.0 -0.6 2.0 3.5 -0.0 4.5 0.0 20.0 20.0 14.8 2.2 -20.0 -20.0 -1.6 -1.1 CAC -17.8 13.8 20.0 7.1 -3.9 8.5 -3.2 6.6 1.7 -20.0 20.0 -20.0 20.0 12.6 20.0 20.0 0.8 12.7 4.8 20.0 20.0 -17.5 20.0 4.9 -11.9 8.6 -4.9 9.3 -2.5 7.4 3.4 13.7 13.0 0.2 13.3 -0.8 -8.2 10.9 -5.4 16.0 CAD -5.5 -5.9 -1.6 -1.3 -13.4 1.2 -5.9 3.7 -2.6 -19.7 -4.8 -18.7 -6.1 -17.4 -20.0 -2.6 -2.2 -2.4 -2.3 -8.8 -5.2 -17.4 -5.1 -12.4 -0.4 -4.7 -18.1 -2.9 -10.9 -3.0 -6.5 0.0 -12.5 -3.1 -10.4 -3.9 -20.0 -16.7 -5.5 -13.5 CANOLA 15.5 20.0 -4.7 0.7 -5.8 0.7 -3.1 -1.3 -1.0 -5.0 -9.0 -0.0 -9.8 8.3 0.4 -14.5 -6.4 -14.0 -11.9 2.2 -9.5 1.2 -16.6 6.4 -20.0 0.9 -2.3 -3.0 0.5 -5.6 2.3 -17.8 0.9 15.0 15.7 -16.7 -20.0 -18.6 -15.4 -5.2 CHF -14.5 -20.0 -20.0 -1.0 -10.5 1.0 -4.7 2.9 -2.0 -8.4 -12.8 -16.2 -5.8 -17.4 -19.0 -16.0 -15.8 -16.0 -15.9 -20.0 -16.8 -20.0 -5.9 -20.0 -1.7 -6.3 -4.1 -3.5 -4.9 -0.8 -6.6 -20.0 -7.1 -20.0 -20.0 -19.9 -7.9 -16.7 0.7 -15.8 COCOA 20.0 20.0 12.8 0.6 -4.9 0.6 -2.6 -1.1 -0.9 9.3 11.2 10.2 11.1 10.6 11.0 20.0 14.9 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -18.8 3.9 1.4 3.7 2.0 3.2 3.2 20.0 17.6 20.0 20.0 20.0 1.4 -0.1 6.8 10.5 COFFEE 20.0 10.1 11.0 1.3 -10.9 1.4 -5.8 -2.5 -1.9 20.0 17.8 20.0 13.2 20.0 16.0 6.6 7.7 10.1 9.6 20.0 20.0 20.0 13.2 20.0 -20.0 6.9 12.8 4.5 13.9 3.2 11.1 12.9 20.0 20.0 20.0 13.2 -4.7 -20.0 4.1 -11.0 COPPER 13.7 20.0 13.1 5.1 7.0 2.1 8.5 0.4 7.5 14.7 14.3 18.4 0.8 19.8 18.4 -5.5 -5.0 -5.5 -5.6 20.0 17.8 20.0 6.9 20.0 -15.3 6.8 3.0 4.1 6.7 1.6 8.2 1.2 8.4 20.0 16.8 14.0 -20.0 -2.4 10.4 5.7 CORN 7.2 16.2 2.2 1.1 -8.8 1.1 -4.7 -2.0 -1.6 -13.5 -12.0 -1.8 -18.1 9.0 -7.1 -20.0 -9.1 -18.3 -14.9 -4.8 -13.7 -3.8 -20.0 -0.9 -15.6 -3.0 -3.7 -7.4 -0.6 -9.1 0.4 -20.0 -1.4 7.9 -1.7 -20.0 -10.5 -20.0 -9.3 0.1 COTTON2 -20.0 -7.4 20.0 0.7 -6.0 0.8 -3.2 -1.4 -1.1 -11.7 2.7 -12.8 2.8 -11.2 -0.0 20.0 2.7 10.6 4.7 -1.9 4.4 -17.7 3.3 -12.4 -20.0 1.2 -4.2 3.3 -4.3 2.7 -2.6 3.3 -20.0 -20.0 7.9 20.0 -10.3 -13.5 -0.5 1.5 CRUDE_W 16.1 18.5 9.6 7.7 2.3 5.5 5.5 4.0 7.8 18.8 9.3 20.0 13.6 20.0 20.0 18.3 11.3 14.5 12.3 20.0 20.0 20.0 18.1 20.0 -5.4 9.1 2.7 6.3 7.1 5.3 10.1 -1.1 8.6 15.3 20.0 -0.7 20.0 20.0 20.0 20.0 DAX -9.7 13.6 18.5 6.6 -3.6 7.9 -2.9 6.1 1.6 -20.0 20.0 -9.8 20.0 14.9 20.0 -12.4 -11.8 -13.6 -13.2 20.0 20.0 -8.2 20.0 15.5 16.7 8.8 -3.5 8.2 0.5 5.9 5.9 -11.4 14.0 20.0 20.0 9.4 -3.8 9.7 4.4 20.0 DOW -15.3 -14.2 5.6 4.7 -2.6 5.6 -2.1 4.3 1.2 -12.4 16.0 -12.7 16.1 -7.4 6.9 -11.7 -11.1 -12.5 -12.2 6.3 16.8 -15.2 18.7 -6.4 -12.7 4.7 -6.5 8.7 -4.4 9.3 -0.3 -9.9 -3.5 -0.4 -17.7 -3.6 -4.9 -7.1 3.2 -15.8 DX 12.3 3.8 5.6 -1.2 -12.7 1.2 -5.6 3.5 -2.5 17.0 6.6 18.8 5.2 17.1 18.3 7.5 6.5 7.1 6.8 12.0 7.3 19.9 5.7 16.2 -20.0 5.7 14.1 3.0 10.4 2.5 8.3 15.3 20.0 20.0 10.5 15.7 20.0 4.1 20.0 10.3 EUR -8.9 0.1 -3.6 -1.2 -12.1 1.1 -5.4 3.4 -2.4 -15.8 -2.4 -13.7 -3.1 -9.8 -13.7 -6.8 -6.8 -6.8 -6.6 -5.9 -3.5 -13.2 -2.7 -9.0 19.0 -1.1 -16.1 0.1 -7.5 -0.1 -3.2 -7.5 2.8 -6.0 4.6 0.1 -20.0 -15.0 -20.0 -11.9 EURIBOR-ICE -3.6 -13.2 -3.8 -1.7 -4.9 -0.8 -3.6 -1.1 -2.5 -7.5 2.5 -7.0 2.7 -6.6 -6.6 -5.3 -4.1 -3.3 -3.0 -3.4 1.6 -7.9 2.8 -5.7 13.5 -0.9 -5.3 1.3 -3.2 1.8 -1.9 -2.2 1.4 1.9 1.1 0.1 -20.0 -20.0 11.9 19.8 EUROSTX -12.4 11.5 20.0 6.7 -3.7 8.0 -3.0 6.2 1.7 -17.8 20.0 -13.0 20.0 16.5 20.0 -6.6 0.8 -0.4 1.1 20.0 20.0 -6.3 20.0 14.7 -0.2 9.0 -2.4 9.5 0.1 7.5 5.0 11.8 20.0 16.0 20.0 13.1 -14.6 11.0 -13.0 17.8 FEEDCOW -20.0 -17.6 12.0 1.1 -9.1 1.2 -4.8 -2.1 -1.6 -14.1 -2.1 -18.2 -0.5 -17.0 -1.3 -20.0 -20.0 -20.0 -20.0 -16.2 -3.6 -20.0 1.5 -20.0 -6.6 -3.7 -4.1 -0.6 -6.8 1.9 -7.2 -20.0 -11.1 -20.0 -20.0 8.7 20.0 20.0 20.0 20.0 GASOIL 2.3 6.3 9.5 6.6 1.9 4.7 4.7 3.4 6.6 1.1 11.5 8.9 14.7 13.9 19.1 13.9 20.0 20.0 20.0 17.2 16.5 7.9 17.5 14.8 7.0 7.1 -1.0 6.8 3.5 7.0 6.3 17.5 -1.0 -5.5 -9.6 2.1 -12.1 -9.2 -20.0 -16.9 GASOLINE 9.3 18.2 16.3 7.5 2.2 5.3 5.4 3.9 7.6 12.9 17.4 18.8 16.8 20.0 20.0 20.0 10.7 10.4 5.9 20.0 20.0 19.5 20.0 20.0 -20.0 9.2 2.4 7.2 5.2 6.3 8.3 -6.3 1.0 3.6 16.6 10.5 20.0 20.0 20.0 18.7 GAS_US_mini 4.3 1.4 -14.3 4.1 1.2 2.9 3.0 2.1 4.2 -5.1 -14.3 0.6 -15.0 -8.4 -13.1 -20.0 -20.0 -20.0 -20.0 -12.3 -20.0 -1.7 -20.0 -4.9 20.0 -5.4 -1.7 -6.9 -1.9 -6.8 -3.4 -20.0 -18.3 -20.0 -20.0 -20.0 -20.0 -3.0 -20.0 -7.8 GBP -12.9 -4.3 -0.1 -1.3 -13.0 1.2 -5.8 3.6 -2.5 -11.3 10.0 -13.9 7.8 -13.4 -8.5 -1.1 -0.7 -0.8 -0.6 -3.0 2.5 -10.7 4.7 -8.1 2.0 1.4 -10.6 4.1 -4.6 3.9 -1.5 2.8 8.3 -4.6 5.3 10.0 -20.0 -8.2 -20.0 -1.5 GOLD_micro 20.0 20.0 15.3 5.0 6.8 2.0 8.3 0.4 7.3 17.2 19.0 19.7 14.4 20.0 20.0 -14.4 -14.7 -15.0 -15.0 20.0 20.0 20.0 17.3 20.0 -4.4 7.1 4.8 4.7 7.2 2.8 8.4 -15.2 20.0 20.0 20.0 20.0 -20.0 -20.0 -18.7 -12.4 HEATOIL 3.8 5.9 5.8 6.8 2.0 4.9 4.9 3.5 6.9 -2.0 3.4 8.8 10.2 14.7 18.3 6.5 20.0 16.2 20.0 13.8 11.2 6.2 11.9 13.5 -20.0 7.4 -4.2 7.4 1.4 8.4 5.7 17.3 -8.2 -15.7 -8.1 0.4 18.1 5.4 15.1 2.1 JGB-SGX-mini -4.2 -8.0 0.5 -2.4 -6.8 -1.1 -4.9 -1.5 -3.5 -10.9 5.0 -6.3 7.4 -5.1 -5.1 8.4 15.7 10.6 12.0 -2.7 1.6 -11.4 4.0 -6.6 -8.8 -2.2 -13.0 -0.3 -8.0 0.2 -4.5 20.0 -6.9 4.8 1.3 3.8 -11.9 -14.9 -0.2 9.8 JPY -12.5 -4.8 -14.4 -1.0 -9.7 0.9 -4.3 2.7 -1.9 -15.8 -17.7 -17.7 -17.9 -18.0 -18.2 -17.2 -16.5 -16.9 -16.7 -19.3 -20.0 -17.3 -20.0 -18.3 20.0 -5.9 -7.1 -5.6 -6.2 -7.0 -6.2 -20.0 -12.4 -20.0 -16.8 -19.5 -20.0 -11.2 -16.6 -11.5 LEANHOG 2.5 15.1 20.0 1.5 -12.2 1.6 -6.5 -2.8 -2.2 0.0 19.5 16.7 -6.0 20.0 20.0 -20.0 -20.0 -20.0 -20.0 20.0 18.7 20.0 0.7 20.0 13.8 9.3 -1.9 8.2 4.9 2.2 7.8 -20.0 20.0 20.0 20.0 20.0 -8.0 -8.8 1.4 14.1 LIVECOW -20.0 -7.8 11.8 1.1 -9.1 1.2 -4.8 -2.1 -1.6 -6.9 0.9 -15.7 1.4 -14.6 2.3 20.0 3.7 20.0 11.1 -8.9 -0.2 -20.0 2.5 -20.0 -5.4 -0.8 -3.3 1.7 -6.0 3.4 -5.2 9.3 -8.6 -20.0 -3.3 13.4 20.0 12.4 20.0 20.0 LUMBER-new -20.0 0.0 8.3 1.5 -12.2 1.6 -6.5 -1.9 -2.2 -20.0 13.3 -20.0 -9.5 -14.4 0.2 -18.3 -15.8 -17.3 -16.3 -3.7 6.7 -20.0 3.0 -20.0 NaN -2.1 -14.9 2.4 -15.0 2.2 -10.0 -20.0 -20.0 -20.0 3.0 6.1 -12.5 -13.5 -7.1 -7.9 MILK 2.1 -6.4 15.8 0.8 -6.3 0.8 -3.4 -1.4 -1.1 -1.8 -12.8 -0.4 -13.5 -8.9 -10.4 -20.0 -20.0 -20.0 -20.0 -11.4 -14.1 -1.9 -17.9 -7.1 12.5 -3.8 -2.3 -4.7 -0.5 -6.1 -2.4 -20.0 6.0 -5.7 -20.0 -17.0 -20.0 -20.0 -20.0 -20.0 MXP 9.9 12.3 7.3 -1.4 -13.9 1.3 -6.2 3.9 -2.7 9.6 20.0 19.2 20.0 20.0 20.0 18.6 17.3 18.1 17.2 20.0 20.0 20.0 20.0 20.0 -20.0 9.5 3.0 8.0 7.2 8.0 9.8 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 NASDAQ_micro -8.9 -9.3 4.7 4.1 -2.3 4.9 -1.8 3.8 1.0 8.3 15.2 2.1 15.5 6.6 13.1 -11.3 -10.4 -11.4 -11.1 10.4 19.1 0.6 20.0 2.4 -20.0 4.5 2.3 8.6 -0.3 10.5 0.5 -8.4 17.6 -3.0 -13.8 3.9 3.3 -1.7 8.5 -2.9 NIKKEI -8.8 -4.4 20.0 5.0 -2.7 6.0 -2.2 4.6 1.2 -0.9 17.4 -0.4 18.3 6.6 15.5 2.4 10.5 6.6 9.0 20.0 20.0 -2.4 20.0 7.5 -16.2 5.9 -0.4 8.5 -0.8 8.3 1.6 20.0 10.6 11.7 4.7 20.0 -19.2 -7.2 -9.9 -7.7 NZD -9.4 -10.6 -4.4 -0.9 -9.6 0.9 -4.2 2.7 -1.9 -1.0 -1.1 -6.6 -3.1 -10.3 -12.7 -0.0 0.3 0.2 0.2 -8.1 -3.6 -4.7 -2.2 -8.4 0.4 -3.8 -3.0 -1.5 -2.0 -0.4 -3.6 4.3 13.3 -9.0 -8.5 -7.0 -11.1 -7.3 -3.4 5.2 OAT -4.4 -7.2 -0.7 -2.3 -5.8 -1.0 -4.0 -1.6 -3.0 -7.7 2.2 -8.3 1.0 -9.3 -9.6 5.2 6.1 4.9 5.1 -3.3 0.8 -4.7 -0.2 -5.2 4.2 1.1 -0.0 1.9 2.0 1.1 1.9 13.5 17.0 10.8 7.7 0.4 -16.4 -20.0 15.0 1.9 OATIES -13.4 -3.3 -9.6 1.0 -8.1 1.0 -4.3 -1.9 -1.4 -3.0 -16.7 -10.8 -14.1 -13.4 -11.8 8.4 -0.4 7.3 3.1 -14.4 -14.8 -14.4 -13.9 -17.4 -20.0 -5.3 1.2 -4.2 -5.4 -3.6 -7.1 -0.9 -20.0 -20.0 -19.3 -9.8 -15.0 -0.6 -4.7 14.9 OJ 1.2 -0.3 -8.5 1.1 -8.6 1.1 -4.6 -2.0 -1.5 3.0 8.1 9.6 13.9 5.4 12.0 6.0 13.9 7.0 9.9 8.0 13.8 2.8 20.0 4.8 -20.0 1.1 0.2 6.3 -1.1 15.9 -1.1 19.1 -6.5 1.3 -0.2 -8.4 11.0 9.3 20.0 20.0 PALLAD 2.2 16.6 7.5 2.2 2.9 0.9 3.6 0.2 3.2 0.2 -3.4 1.6 -7.6 4.7 -1.2 -1.8 -2.1 -1.8 -1.9 1.6 -2.7 4.0 -8.6 3.6 11.1 1.5 1.6 -0.9 2.8 -3.5 2.6 7.0 -8.8 -6.8 -5.6 -1.6 -20.0 -12.7 -20.0 -8.0 PLAT 10.0 9.3 -0.2 3.2 4.3 1.3 5.3 0.2 4.7 10.7 -2.4 10.7 -8.0 9.5 -2.1 -4.4 -3.5 -4.2 -4.0 4.7 -0.1 15.1 -2.8 10.6 10.5 3.1 6.8 1.0 7.3 -0.1 5.8 4.0 5.8 1.0 -7.0 -2.3 -15.4 -4.8 20.0 7.6 REDWHEAT 9.0 11.6 -0.9 1.1 -8.8 1.1 -4.7 -2.0 -1.6 9.7 -16.6 9.7 -18.5 6.6 -9.2 2.5 1.3 4.1 2.4 -6.8 -17.6 4.0 -20.0 0.8 -7.6 -3.5 2.2 -8.3 3.5 -10.1 1.5 0.9 11.6 12.7 -10.1 -20.0 -11.4 -20.0 -2.6 -20.0 RICE -20.0 -20.0 -6.1 1.0 -8.4 1.1 -4.5 -1.9 -1.5 6.8 -2.0 -9.2 8.3 -14.4 -12.3 -10.9 -5.1 -12.1 -10.6 -18.9 -4.3 -7.7 4.9 -20.0 -14.1 -4.8 3.6 -1.7 -1.8 0.2 -5.8 -15.0 12.0 -20.0 -20.0 -20.0 8.1 -3.6 19.0 8.3 ROBUSTA 20.0 13.2 20.0 1.0 -8.3 1.1 -4.4 -1.9 -1.5 15.4 18.4 16.7 18.3 17.5 18.3 17.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 7.3 3.7 7.6 4.9 7.3 6.6 20.0 20.0 20.0 20.0 20.0 -19.3 -19.6 -5.5 2.8 RUSSELL -6.1 2.4 10.0 3.8 -2.1 4.6 -1.7 3.6 0.9 -9.0 12.0 -7.0 9.6 0.9 8.1 -6.6 -6.4 -6.6 -6.5 5.7 9.0 -6.9 6.8 -0.7 -1.8 4.1 -5.2 5.5 -2.4 4.5 0.9 -1.0 4.0 0.0 -10.0 -10.6 -12.8 -18.9 -13.1 -20.0 SHATZ 4.5 -14.4 -16.9 -1.8 -5.0 -0.8 -3.6 -1.1 -2.5 -7.7 -7.7 -7.2 -7.6 -7.8 -8.7 -20.0 -20.0 -20.0 -20.0 -10.1 -9.1 -7.4 -9.2 -7.9 8.2 -2.7 -2.9 -2.1 -2.4 -1.9 -2.5 -20.0 1.1 0.8 -6.9 -9.3 -20.0 -20.0 -10.3 -20.0 SILVER-mini 18.9 20.0 7.4 4.1 5.6 1.7 6.8 0.3 6.0 14.6 8.9 16.0 2.4 16.1 12.7 -6.6 -6.7 -6.8 -6.8 20.0 11.5 20.0 3.9 20.0 4.1 5.6 4.7 3.1 6.6 1.4 7.1 -1.2 20.0 20.0 20.0 15.5 -15.2 -16.9 19.1 1.4 SMI -13.6 8.7 15.8 5.8 -3.2 7.0 -2.6 5.4 1.4 -15.8 19.1 -15.5 13.8 9.1 15.0 -2.0 4.7 2.9 4.6 15.0 17.7 -10.2 11.7 1.7 15.4 7.1 -2.8 7.2 -1.2 4.6 3.4 18.3 19.5 -5.0 5.3 -5.1 14.6 -2.3 20.0 -4.6 SOFR -9.4 -8.7 -3.6 -2.5 -7.1 -1.1 -5.2 -1.5 -3.6 -11.2 1.5 -12.0 -1.2 -11.9 -10.9 -2.2 -0.1 -0.7 -0.2 -8.6 -4.0 -19.4 -3.1 -13.8 -2.9 -2.5 -11.6 -0.5 -7.9 -0.2 -4.9 3.7 -11.7 -6.4 -2.3 1.4 -18.5 -20.0 3.6 -2.5 SOYBEAN 5.0 16.0 -14.9 1.2 -10.0 1.3 -5.3 -2.3 -1.8 -18.5 -13.5 -16.4 -6.4 6.9 -8.1 -1.1 11.6 3.4 7.0 -4.9 -14.2 -10.1 -15.0 -1.6 -20.0 -0.9 -8.1 -4.0 -3.8 -3.8 0.2 14.2 -12.9 4.1 6.5 -20.0 -10.2 -20.0 -9.1 -20.0 SOYMEAL 6.0 4.4 -20.0 1.1 -9.0 1.2 -4.8 -2.1 -1.6 4.6 -18.2 -8.6 -14.7 -5.9 -16.6 -6.4 7.1 -4.4 0.7 -16.2 -20.0 -4.0 -19.1 -7.0 -20.0 -4.9 0.2 -7.9 -0.1 -5.1 -1.1 5.5 -0.4 4.2 -5.2 -20.0 -20.0 -20.0 -20.0 -20.0 SOYOIL 2.0 20.0 0.5 0.9 -7.1 0.9 -3.7 -1.6 -1.2 -13.1 -11.4 -10.4 -10.5 4.5 0.8 -7.3 1.2 -6.6 -3.6 0.5 -6.5 -8.9 -10.9 -0.0 -20.0 1.7 -9.1 -0.2 -4.5 -1.9 0.1 -3.7 -15.2 0.8 8.8 -3.7 -19.7 -10.9 -10.4 5.0 SP400 -8.9 9.6 17.6 4.6 -2.5 5.5 -2.0 4.3 1.1 -13.2 16.2 -5.1 14.3 8.5 13.3 -4.7 -5.3 -5.2 -5.3 17.2 20.0 -6.2 15.5 6.3 -12.4 5.8 -4.2 6.4 -1.0 4.9 2.9 1.0 3.4 8.0 5.7 -0.3 -11.3 -9.4 -8.9 -20.0 SP500_micro -13.2 -0.5 16.3 5.4 -2.9 6.4 -2.4 5.0 1.3 -1.7 20.0 -0.8 19.9 12.1 18.1 -13.0 -11.7 -13.2 -12.7 20.0 20.0 -2.4 20.0 7.6 -20.0 6.9 -1.0 9.7 -0.6 9.4 2.4 -10.8 13.6 4.4 -0.0 15.0 -1.7 -3.8 7.9 -5.3 SUGAR11 1.5 -2.8 -7.1 1.0 -8.5 1.1 -4.5 -1.9 -1.5 -16.6 -8.3 -14.2 4.5 -4.8 -2.3 11.6 17.1 13.3 15.5 -7.4 -8.4 -20.0 -0.8 -9.8 -20.0 -3.9 -16.8 -4.7 -11.0 -0.5 -5.3 20.0 -20.0 -5.0 -10.4 -13.7 20.0 6.2 20.0 20.0 US10 -8.4 -7.0 1.3 -2.1 -5.8 -0.9 -4.2 -1.3 -3.0 -9.1 0.3 -9.5 -3.7 -9.6 -8.8 -6.7 -7.9 -7.7 -8.0 -6.8 -4.0 -14.3 -5.5 -10.5 2.5 -2.1 -8.8 -0.7 -6.2 -1.2 -4.0 -9.9 -6.8 -3.9 -1.7 1.6 -20.0 -20.0 -12.5 5.3 US10U -8.4 -6.5 1.1 -2.9 -8.2 -1.3 -5.9 -1.8 -4.2 -12.8 0.3 -13.4 -5.0 -13.6 -12.7 -4.3 -0.8 -2.8 -1.6 -9.3 -5.8 -18.6 -8.3 -14.1 -0.3 -2.8 -12.1 -0.8 -8.3 -1.9 -5.4 2.1 -5.9 -3.4 -0.5 3.0 -20.0 -20.0 16.1 15.4 US2 -5.2 -11.0 -1.7 -1.8 -5.0 -0.8 -3.6 -1.1 -2.5 -7.2 -5.4 -8.0 -7.1 -8.4 -8.4 -20.0 -20.0 -20.0 -20.0 -8.8 -6.3 -13.7 -7.4 -11.0 11.1 -2.5 -6.3 -1.2 -4.8 -1.4 -3.5 -20.0 -7.8 -6.1 -8.2 -2.8 -20.0 -20.0 -20.0 -20.0 US20 -9.8 -5.1 3.3 -2.1 -5.9 -0.9 -4.3 -1.3 -3.0 -9.1 2.2 -9.4 -2.0 -9.1 -8.0 -0.3 -0.7 -0.2 -0.4 -5.1 -2.4 -12.5 -4.7 -9.1 -1.1 -0.9 -7.8 0.4 -5.1 -0.8 -3.0 2.9 -3.6 -1.3 3.0 5.2 -20.0 -17.8 20.0 20.0 US30 -9.1 -3.9 2.6 -2.4 -6.9 -1.1 -5.0 -1.5 -3.5 -10.7 1.5 -11.1 -3.7 -10.7 -9.9 -4.8 -5.9 -6.5 -6.6 -5.8 -3.3 -13.1 -6.7 -9.8 -0.5 -1.1 -9.2 0.4 -6.1 -1.5 -3.6 -6.8 -0.7 0.1 5.0 4.7 -17.0 -14.5 20.0 20.0 US5 -7.2 -9.0 -1.1 -2.0 -5.8 -0.9 -4.2 -1.3 -3.0 -9.1 -1.6 -9.6 -5.0 -9.8 -9.1 -10.7 -10.3 -10.2 -10.2 -8.2 -5.0 -15.4 -5.8 -11.6 5.4 -2.5 -8.5 -0.9 -6.1 -1.1 -4.1 -13.9 -9.0 -5.6 -4.8 -0.3 -20.0 -20.0 -19.3 -7.5 VIX 4.0 10.1 4.4 -6.3 1.1 -10.8 1.3 -15.9 -1.8 3.3 -20.0 2.4 -20.0 -6.4 -19.5 -20.0 -20.0 -20.0 -20.0 -9.4 -20.0 2.3 -20.0 -1.2 NaN -7.0 -0.0 -12.8 0.2 -19.8 -2.4 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 17.0 6.4 -3.3 1.2 -9.8 1.3 -5.2 -2.3 -1.7 -7.7 -14.4 11.9 -20.0 11.4 -7.5 -18.7 -12.5 -15.9 -14.0 -3.9 -16.4 4.3 -20.0 6.1 1.7 -2.3 -3.2 -6.3 2.1 -7.8 2.5 -20.0 4.5 20.0 -10.7 -20.0 -6.5 -20.0 -2.0 -20.0 End of report for caleb_strategy_v3