******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240416_204010 produced at 2024-04-16 21:38:11.852134 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.29 0.0 0.00 0.00 0.00 0.00 -18.92 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False False 0.03 -0.21 -0.37 0.0 0.43 -0.43 -0.21 -0.21 -14.02 16.0 -8 -8 caleb_strategy_v3 US2 False True 0.06 0.00 -0.27 0.0 0.00 0.00 0.00 0.00 -4.62 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.03 0.00 -0.26 0.0 0.00 0.00 0.00 0.00 -8.07 24.0 0 0 caleb_strategy_v3 CHF False False 0.04 -0.35 -0.18 0.0 0.51 -0.51 -0.35 -0.35 -4.56 13.0 -9 -9 caleb_strategy_v3 VIX False False 0.01 -0.09 -0.18 0.0 0.09 -0.09 -0.09 -0.08 -35.60 17.0 -17 -16 caleb_strategy_v3 CAD False False 0.02 0.00 -0.15 0.0 0.60 -0.60 0.00 0.00 -7.40 29.0 0 0 caleb_strategy_v3 JPY False False 0.02 0.00 -0.15 0.0 0.40 -0.40 0.00 0.00 -6.49 17.0 0 0 caleb_strategy_v3 US5 False False 0.03 -0.42 -0.10 0.0 0.75 -0.75 -0.42 -0.42 -3.23 25.0 -14 -14 caleb_strategy_v3 EUR False False 0.04 -0.04 -0.07 0.0 0.53 -0.53 -0.04 -0.08 -1.97 14.0 -1 -2 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.03 -0.06 0.0 0.04 -0.04 -0.03 -0.03 -45.11 26.0 -22 -24 caleb_strategy_v3 CORN False False 0.01 -0.08 -0.06 0.0 0.08 -0.08 -0.08 -0.08 -9.22 12.0 -12 -12 caleb_strategy_v3 DOW False False 0.01 -0.08 -0.06 0.0 0.36 -0.36 -0.08 -0.03 -10.73 66.0 -15 -5 caleb_strategy_v3 FEEDCOW False False 0.04 -0.04 -0.06 0.0 0.29 -0.29 -0.04 -0.04 -1.54 8.0 -1 -1 caleb_strategy_v3 EURIBOR-ICE False False 0.07 0.22 -0.06 0.0 0.74 -0.74 0.22 0.07 -0.79 10.0 3 1 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.05 0.0 0.13 -0.13 -0.02 -0.02 -19.62 51.0 -6 -6 caleb_strategy_v3 LUMBER-new False False 0.00 0.00 -0.05 0.0 0.01 -0.01 0.00 0.00 -12.02 3.0 0 0 caleb_strategy_v3 US10 False False 0.03 0.00 -0.05 0.0 0.52 -0.52 0.00 0.00 -1.72 17.0 0 0 caleb_strategy_v3 GBP False False 0.02 0.00 -0.04 0.0 0.49 -0.49 0.00 0.00 -1.88 22.0 0 0 caleb_strategy_v3 NZD False False 0.02 -0.03 -0.04 0.0 0.35 -0.35 -0.03 -0.03 -2.57 21.0 -2 -2 caleb_strategy_v3 OATIES False True 0.00 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -7.87 2.0 0 0 caleb_strategy_v3 AUD False False 0.02 -0.05 -0.04 0.0 0.35 -0.35 -0.05 -0.05 -2.16 19.0 -3 -3 caleb_strategy_v3 BOBL False False 0.04 -0.64 -0.04 0.0 0.67 -0.67 -0.64 -0.64 -1.02 19.0 -18 -18 caleb_strategy_v3 SOYBEAN False False 0.02 -0.03 -0.03 0.0 0.12 -0.12 -0.03 -0.05 -1.56 7.0 -2 -3 caleb_strategy_v3 SP400 False False 0.08 0.00 -0.03 0.0 0.16 -0.16 0.00 0.00 -0.31 2.0 0 0 caleb_strategy_v3 US10U False False 0.03 -0.06 -0.03 0.0 0.41 -0.41 -0.06 -0.09 -0.95 13.0 -2 -3 caleb_strategy_v3 RUSSELL False False 0.00 -0.01 -0.03 0.0 0.19 -0.19 -0.01 -0.01 -10.91 68.0 -3 -3 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -2.29 9.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.04 -0.02 0.0 0.08 -0.08 -0.04 -0.04 -1.96 10.0 -5 -5 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.01 -0.02 0.0 0.24 -0.24 -0.01 -0.03 -2.28 23.0 -1 -3 caleb_strategy_v3 MILK False False 0.01 0.00 -0.02 0.0 0.05 -0.05 0.00 0.00 -2.47 5.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 -0.02 -0.02 0.0 0.35 -0.35 -0.02 -0.07 -3.36 48.0 -3 -9 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 -0.02 0.0 0.11 -0.11 0.00 0.00 -2.49 18.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.02 0.0 0.08 -0.08 -0.03 -0.03 -2.41 9.0 -4 -4 caleb_strategy_v3 COTTON2 False False 0.01 -0.04 -0.02 0.0 0.13 -0.13 -0.04 -0.04 -1.54 11.0 -3 -3 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -4.07 59.0 0 0 caleb_strategy_v3 US30 False False 0.03 0.00 -0.01 0.0 0.21 -0.21 0.00 0.00 -0.35 6.0 0 0 caleb_strategy_v3 US20 False True 0.03 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.34 9.0 0 0 caleb_strategy_v3 BUND False False 0.04 -0.04 -0.01 0.0 0.40 -0.40 -0.04 -0.04 -0.14 10.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.01 0.0 0.07 -0.07 -0.01 -0.01 -1.41 8.0 -1 -1 caleb_strategy_v3 RICE False False 0.01 0.00 -0.01 0.0 0.03 -0.03 0.00 0.00 -1.57 4.0 0 0 caleb_strategy_v3 BUXL False False 0.04 0.00 -0.00 0.0 0.16 -0.16 0.00 -0.04 -0.09 4.0 0 -1 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.00 0.0 0.06 -0.06 0.00 0.00 -0.10 2.0 0 0 caleb_strategy_v3 BTP False False 0.04 0.18 0.01 0.0 0.35 -0.35 0.18 0.18 0.34 10.0 5 5 caleb_strategy_v3 HEATOIL False False 0.03 0.10 0.02 0.0 0.10 -0.10 0.10 0.10 0.77 3.0 3 3 caleb_strategy_v3 COCOA False False 0.03 0.14 0.02 0.0 0.72 -0.72 0.14 0.11 0.67 26.0 5 4 caleb_strategy_v3 COFFEE False False 0.02 0.05 0.02 0.0 0.15 -0.15 0.05 0.05 0.71 6.0 2 2 caleb_strategy_v3 LIVECOW False False 0.02 0.04 0.02 0.0 0.34 -0.34 0.04 0.02 1.07 17.0 2 1 caleb_strategy_v3 OJ False False 0.02 0.00 0.02 0.0 0.05 -0.05 0.00 0.00 1.05 3.0 0 0 caleb_strategy_v3 OAT False False 0.04 0.00 0.02 0.0 0.38 -0.38 0.00 0.04 0.51 10.0 0 1 caleb_strategy_v3 PLAT False False 0.01 0.01 0.02 0.0 0.14 -0.14 0.01 0.00 1.53 10.0 1 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.01 0.02 0.0 0.26 -0.26 0.01 0.01 2.19 23.0 1 1 caleb_strategy_v3 LEANHOG False False 0.01 0.06 0.03 0.0 0.15 -0.15 0.06 0.05 2.74 13.0 5 4 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 0.04 0.0 0.00 -0.00 0.00 0.00 2.11 0.0 0 0 caleb_strategy_v3 GASOIL False False 0.02 0.07 0.05 0.0 0.09 -0.09 0.07 0.07 2.21 4.0 3 3 caleb_strategy_v3 GOLD_micro False False 0.01 0.01 0.05 0.0 0.38 -0.38 0.01 0.00 7.14 56.0 1 0 caleb_strategy_v3 NIKKEI False False 0.01 0.10 0.06 0.0 0.26 -0.26 0.10 0.08 9.09 36.0 14 11 caleb_strategy_v3 CAC True False 0.02 0.00 0.08 0.0 0.00 0.00 0.00 0.00 3.32 12.0 0 0 caleb_strategy_v3 EUROSTX False False 0.01 0.21 0.09 0.0 0.30 -0.30 0.21 0.19 6.22 20.0 14 13 caleb_strategy_v3 SMI False True 0.03 0.31 0.09 0.0 0.31 0.00 0.31 0.31 2.53 9.0 9 9 caleb_strategy_v3 DAX False False 0.01 0.10 0.10 0.0 0.32 -0.32 0.10 0.05 18.52 58.0 18 10 caleb_strategy_v3 GASOLINE False False 0.03 0.13 0.10 0.0 0.13 -0.13 0.13 0.13 3.19 4.0 4 4 caleb_strategy_v3 COPPER False False 0.03 0.19 0.14 0.0 0.19 -0.19 0.19 0.19 4.66 6.0 6 6 caleb_strategy_v3 DX False False 0.03 0.00 0.15 0.0 999.00 -999.00 0.00 0.00 5.08 999999999.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.02 0.11 0.36 0.0 0.11 -0.11 0.11 0.11 15.56 5.0 5 5 caleb_strategy_v3 MXP False False 0.01 0.49 0.48 0.0 0.50 -0.50 0.49 0.48 58.10 60.0 59 58 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 18.2 Shocked risk 64.3 Sum abs risk 61.0 Leverage 6.04 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3508489.21, 'annual_cash_vol_target': 877122.3025, 'daily_cash_vol_target': 54820.14390625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0045 0.6424 0.7060 11.2962 BITCOIN 2060.0207 64065.0000 3.2155 51.4483 BOBL 0.2910 117.2200 0.2483 3.9721 BTP 0.6510 116.8500 0.5572 8.9146 BUND 0.5851 131.2700 0.4457 7.1310 BUXL 1.3587 131.1200 1.0363 16.5801 CAC 47.8005 7902.5000 0.6049 9.6781 CAD 0.0029 0.7248 0.3997 6.3955 CANOLA 7.4761 623.9000 1.1983 19.1727 CHF 0.0050 1.1038 0.4526 7.2418 COCOA 229.8492 9657.0000 2.3801 38.0821 COFFEE 2.9568 229.2000 1.2901 20.6409 COPPER 0.0442 4.3375 1.0196 16.3133 CORN 5.0296 466.7500 1.0776 17.2411 COTTON2 1.3327 82.9800 1.6060 25.6964 CRUDE_W 0.7629 80.5100 0.9476 15.1611 DAX 123.6227 18018.0000 0.6861 10.9777 DOW 255.4044 38133.0000 0.6698 10.7164 DX 0.3810 106.0850 0.3591 5.7463 EUR 0.0049 1.0655 0.4566 7.3056 EURIBOR-ICE 0.0555 97.4150 0.0569 0.9108 EUROSTX 34.7420 4891.0000 0.7103 11.3652 FEEDCOW 2.2104 252.1750 0.8766 14.0248 GASOIL 10.8383 817.5000 1.3258 21.2125 GASOLINE 0.0310 2.7395 1.1317 18.1076 GAS_US_mini 0.0769 1.9750 3.8922 62.2751 GBP 0.0063 1.2443 0.5083 8.1332 GOLD_micro 17.9669 2409.5000 0.7457 11.9307 HEATOIL 0.0352 2.6654 1.3196 21.1132 JGB-SGX-mini 0.2407 144.1600 0.1669 2.6711 JPY 0.0000 0.0065 0.5241 8.3862 LEANHOG 1.3091 103.8500 1.2605 20.1686 LIVECOW 1.4972 175.6750 0.8522 13.6359 LUMBER-new 6.4677 553.0000 1.1696 18.7130 MILK 0.2675 17.5800 1.5218 24.3483 MXP 0.0004 0.0582 0.7023 11.2374 NASDAQ_micro 156.2671 17937.5000 0.8712 13.9388 NIKKEI 358.3753 38570.0000 0.9292 14.8665 NZD 0.0039 0.5888 0.6674 10.6787 OAT 0.5734 126.0600 0.4549 7.2784 OATIES 5.4005 336.5000 1.6049 25.6783 OJ 5.9484 363.7000 1.6355 26.1686 PALLAD 26.3639 1026.0000 2.5696 41.1134 PLAT 15.3075 975.5000 1.5692 25.1072 REDWHEAT 9.3703 594.0000 1.5775 25.2397 RICE 0.2803 14.9200 1.8789 30.0624 ROBUSTA 44.7278 3977.0000 1.1247 17.9946 RUSSELL 23.4438 1985.4000 1.1808 18.8930 SHATZ 0.0897 105.4500 0.0850 1.3605 SILVER-mini 0.4504 28.6750 1.5708 25.1335 SMI 77.0715 11143.0000 0.6917 11.0665 SOFR 0.0712 95.8600 0.0743 1.1889 SOYBEAN 9.5819 1158.5000 0.8271 13.2335 SOYMEAL 3.9795 337.4000 1.1795 18.8713 SOYOIL 0.6615 45.7000 1.4474 23.1586 SP400 25.8013 2884.8000 0.8944 14.3102 SP500_micro 35.8838 5109.5000 0.7023 11.2367 SUGAR11 0.2947 19.5200 1.5097 24.1544 US10 0.4383 107.6250 0.4073 6.5166 US10U 0.5749 110.4375 0.5205 8.3284 US2 0.1214 101.5195 0.1196 1.9141 US20 0.8573 113.8750 0.7529 12.0462 US30 1.2323 119.9688 1.0272 16.4352 US5 0.2899 104.9609 0.2762 4.4194 VIX 0.4831 18.1000 2.6691 42.7053 WHEAT 7.6805 603.7500 1.2721 20.3542 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 642.35 0.71 453.51 1.00 453.51 54820.14 120.88 -6.88 -83.20 BITCOIN 64.06 3.22 206.00 1.00 206.00 54820.14 266.11 -1.41 -37.55 BOBL 1172.20 0.25 291.01 1.07 310.14 54820.14 176.76 -5.68 -100.44 BTP 1168.50 0.56 651.04 1.07 693.85 54820.14 79.01 1.27 10.02 BUND 1312.70 0.45 585.06 1.07 623.53 54820.14 87.92 -1.52 -13.35 BUXL 1311.20 1.04 1358.74 1.07 1448.08 54820.14 37.86 -2.43 -9.19 CAC 790.25 0.60 478.00 1.07 509.43 54820.14 107.61 9.04 97.33 CAD 724.85 0.40 289.74 1.00 289.74 54820.14 189.21 -15.07 -285.07 CANOLA 124.78 1.20 149.52 0.73 108.73 54820.14 504.18 -16.00 -806.47 CHF 1379.69 0.45 624.46 1.00 624.46 54820.14 87.79 -20.00 -175.58 COCOA 965.70 2.38 2298.49 1.00 2298.49 54820.14 23.85 13.03 31.07 COFFEE 859.50 1.29 1108.80 1.00 1108.80 54820.14 49.44 12.26 60.60 COPPER 1084.38 1.02 1105.61 1.00 1105.61 54820.14 49.58 8.68 43.06 CORN 233.38 1.08 251.48 1.00 251.48 54820.14 217.99 -17.39 -379.09 COTTON2 414.90 1.61 666.34 1.00 666.34 54820.14 82.27 -8.75 -71.95 CRUDE_W 805.10 0.95 762.89 1.00 762.89 54820.14 71.86 20.00 143.72 DAX 180.18 0.69 123.62 1.07 131.75 54820.14 416.09 13.05 542.83 DOW 190.66 0.67 127.70 1.00 127.70 54820.14 429.28 -10.75 -461.50 DX 1060.85 0.36 381.00 1.00 381.00 54820.14 143.89 13.60 195.64 EUR 1331.88 0.46 608.14 1.00 608.14 54820.14 90.14 -8.43 -75.98 EURIBOR-ICE 2435.38 0.06 138.64 1.07 147.75 54820.14 371.02 -0.62 -23.05 EUROSTX 489.10 0.71 347.42 1.07 370.26 54820.14 148.06 12.32 182.33 FEEDCOW 1260.88 0.88 1105.22 1.00 1105.22 54820.14 49.60 -9.38 -46.51 GASOIL 817.50 1.33 1083.83 1.00 1083.83 54820.14 50.58 10.07 50.91 GASOLINE 1150.59 1.13 1302.15 1.00 1302.15 54820.14 42.10 17.48 73.61 GAS_US_mini 49.38 3.89 192.18 1.00 192.18 54820.14 285.26 -14.60 -416.55 GBP 777.69 0.51 395.32 1.00 395.32 54820.14 138.67 -5.21 -72.28 GOLD_micro 240.95 0.75 179.67 1.00 179.67 54820.14 305.12 6.86 209.25 HEATOIL 1119.47 1.32 1477.22 1.00 1477.22 54820.14 37.11 4.77 17.71 JGB-SGX-mini 144160.00 0.17 24066.75 0.01 156.43 54820.14 350.45 -3.69 -129.44 JPY 815.81 0.52 427.60 1.00 427.60 54820.14 128.20 -19.51 -250.16 LEANHOG 415.40 1.26 523.63 1.00 523.63 54820.14 104.69 4.30 45.06 LIVECOW 702.70 0.85 598.87 1.00 598.87 54820.14 91.54 3.53 32.29 LUMBER-new 152.08 1.17 177.86 1.00 177.86 54820.14 308.22 -18.22 -561.55 MILK 351.60 1.52 535.05 1.00 535.05 54820.14 102.46 -11.25 -115.29 MXP 290.90 0.70 204.31 1.00 204.31 54820.14 268.32 14.75 395.87 NASDAQ_micro 358.75 0.87 312.53 1.00 312.53 54820.14 175.41 -5.60 -98.29 NIKKEI 38570.00 0.93 35837.53 0.01 232.94 54820.14 235.34 3.57 83.90 NZD 588.75 0.67 392.94 1.00 392.94 54820.14 139.51 -7.10 -99.05 OAT 1260.60 0.45 573.45 1.07 611.15 54820.14 89.70 1.66 14.87 OATIES 168.25 1.60 270.02 1.00 270.02 54820.14 203.02 -15.94 -323.55 OJ 545.55 1.64 892.27 1.00 892.27 54820.14 61.44 7.96 48.93 PALLAD 1026.00 2.57 2636.39 1.00 2636.39 54820.14 20.79 -1.47 -3.05 PLAT 487.75 1.57 765.38 1.00 765.38 54820.14 71.63 6.25 44.74 REDWHEAT 297.00 1.58 468.51 1.00 468.51 54820.14 117.01 -9.07 -106.16 RICE 298.40 1.88 560.66 1.00 560.66 54820.14 97.78 -6.60 -64.52 ROBUSTA 397.70 1.12 447.28 1.00 447.28 54820.14 122.56 15.27 187.12 RUSSELL 99.27 1.18 117.22 1.00 117.22 54820.14 467.67 -7.04 -329.19 SHATZ 1054.50 0.09 89.66 1.07 95.56 54820.14 573.67 -13.87 -795.81 SILVER-mini 716.88 1.57 1126.10 1.00 1126.10 54820.14 48.68 12.71 61.88 SMI 1114.30 0.69 770.71 1.09 843.35 54820.14 65.00 11.40 74.12 SOFR 2396.50 0.07 178.08 1.00 178.08 54820.14 307.84 -10.11 -311.24 SOYBEAN 579.25 0.83 479.09 1.00 479.09 54820.14 114.42 -14.66 -167.70 SOYMEAL 337.40 1.18 397.95 1.00 397.95 54820.14 137.76 -17.84 -245.77 SOYOIL 274.20 1.45 396.88 1.00 396.88 54820.14 138.13 -15.25 -210.63 SP400 2884.80 0.89 2580.13 1.00 2580.13 54820.14 21.25 -4.43 -9.41 SP500_micro 255.48 0.70 179.42 1.00 179.42 54820.14 305.54 -4.74 -144.78 SUGAR11 218.62 1.51 330.05 1.00 330.05 54820.14 166.10 -7.05 -117.14 US10 1076.25 0.41 438.34 1.00 438.34 54820.14 125.06 -10.85 -135.67 US10U 1104.38 0.52 574.85 1.00 574.85 54820.14 95.36 -7.89 -75.21 US2 2030.39 0.12 242.90 1.00 242.90 54820.14 225.69 -16.16 -364.70 US20 1138.75 0.75 857.35 1.00 857.35 54820.14 63.94 -4.22 -26.95 US30 1199.69 1.03 1232.32 1.00 1232.32 54820.14 44.49 -6.14 -27.33 US5 1049.61 0.28 289.91 1.00 289.91 54820.14 189.09 -13.48 -254.94 VIX 181.00 2.67 483.10 1.00 483.10 54820.14 113.47 -12.71 -144.23 WHEAT 301.88 1.27 384.03 1.00 384.03 54820.14 142.75 -12.72 -181.62 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -83.196 0.010 2.5 -2.159 BITCOIN -37.550 0.043 2.5 -4.066 BOBL -100.444 0.004 2.5 -1.019 BTP 10.021 0.014 2.5 0.342 BUND -13.350 0.004 2.5 -0.135 BUXL -9.185 0.004 2.5 -0.093 CAC 97.331 0.014 2.5 3.320 CAD -285.075 0.010 2.5 -7.397 CANOLA -806.470 0.010 2.5 -19.620 CHF -175.575 0.010 2.5 -4.555 COCOA 31.068 0.009 2.5 0.665 COFFEE 60.602 0.005 2.5 0.708 COPPER 43.063 0.043 2.5 4.663 CORN -379.094 0.010 2.5 -9.223 COTTON2 -71.951 0.009 2.5 -1.541 CRUDE_W 143.717 0.043 2.5 15.563 DAX 542.832 0.014 2.5 18.515 DOW -461.501 0.009 2.5 -10.725 DX 195.645 0.010 2.5 5.076 EUR -75.976 0.010 2.5 -1.971 EURIBOR-ICE -23.052 0.014 2.5 -0.786 EUROSTX 182.333 0.014 2.5 6.219 FEEDCOW -46.512 0.013 2.5 -1.541 GASOIL 50.912 0.017 2.5 2.207 GASOLINE 73.611 0.017 2.5 3.191 GAS_US_mini -416.553 0.043 2.5 -45.107 GBP -72.277 0.010 2.5 -1.875 GOLD_micro 209.254 0.014 2.5 7.137 HEATOIL 17.708 0.017 2.5 0.768 JGB-SGX-mini -129.442 0.043 2.5 -14.017 JPY -250.162 0.010 2.5 -6.491 LEANHOG 45.055 0.024 2.5 2.738 LIVECOW 32.294 0.013 2.5 1.070 LUMBER-new -561.554 0.009 2.5 -12.017 MILK -115.286 0.009 2.5 -2.469 MXP 395.866 0.059 2.5 58.102 NASDAQ_micro -98.292 0.009 2.5 -2.284 NIKKEI 83.903 0.043 2.5 9.086 NZD -99.051 0.010 2.5 -2.570 OAT 14.866 0.014 2.5 0.507 OATIES -323.553 0.010 2.5 -7.872 OJ 48.932 0.009 2.5 1.048 PALLAD -3.047 0.014 2.5 -0.104 PLAT 44.745 0.014 2.5 1.526 REDWHEAT -106.159 0.005 2.5 -1.408 RICE -64.522 0.010 2.5 -1.570 ROBUSTA 187.115 0.005 2.5 2.185 RUSSELL -329.185 0.013 2.5 -10.908 SHATZ -795.811 0.004 2.5 -8.070 SILVER-mini 61.882 0.014 2.5 2.111 SMI 74.119 0.014 2.5 2.528 SOFR -311.244 0.024 2.5 -18.916 SOYBEAN -167.697 0.004 2.5 -1.560 SOYMEAL -245.766 0.004 2.5 -2.286 SOYOIL -210.631 0.004 2.5 -1.961 SP400 -9.407 0.013 2.5 -0.312 SP500_micro -144.782 0.009 2.5 -3.365 SUGAR11 -117.135 0.009 2.5 -2.491 US10 -135.670 0.005 2.5 -1.719 US10U -75.208 0.005 2.5 -0.953 US2 -364.696 0.005 2.5 -4.621 US20 -26.952 0.005 2.5 -0.342 US30 -27.328 0.005 2.5 -0.346 US5 -254.942 0.005 2.5 -3.231 VIX -144.229 0.099 2.5 -35.602 WHEAT -181.617 0.005 2.5 -2.409 ===================== Position diags ===================== AUD 3.14 BITCOIN 28.82 BOBL 1.79 BTP 2.69 BUND 0.89 BUXL 0.38 CAC 3.67 CAD 4.91 CANOLA 12.27 CHF 2.28 COCOA 0.51 COFFEE 0.58 COPPER 5.37 CORN 5.30 COTTON2 1.76 CRUDE_W 7.78 DAX 14.19 DOW 9.98 DX 3.73 EUR 2.34 EURIBOR-ICE 12.66 EUROSTX 5.05 FEEDCOW 1.64 GASOIL 2.19 GASOLINE 1.82 GAS_US_mini 30.89 GBP 3.60 GOLD_micro 10.41 HEATOIL 1.61 JGB-SGX-mini 37.95 JPY 3.33 LEANHOG 6.36 LIVECOW 3.03 LUMBER-new 6.60 MILK 2.19 MXP 39.38 NASDAQ_micro 4.08 NIKKEI 25.48 NZD 3.62 OAT 3.06 OATIES 4.94 OJ 1.32 PALLAD 0.71 PLAT 2.44 REDWHEAT 1.55 RICE 2.38 ROBUSTA 1.43 RUSSELL 15.50 SHATZ 5.82 SILVER-mini 1.66 SMI 2.22 SOFR 18.71 SOYBEAN 1.06 SOYMEAL 1.28 SOYOIL 1.29 SP400 0.70 SP500_micro 7.10 SUGAR11 3.53 US10 1.58 US10U 1.21 US2 2.86 US20 0.81 US30 0.56 US5 2.40 VIX 28.01 WHEAT 1.89 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.2 -2.5 -1.8 -3.0 -3 BITCOIN -4.1 -6.9 -1.2 0.0 0 BOBL -1.0 -1.2 -0.8 -18.0 -18 BTP 0.3 0.1 0.6 5.0 5 BUND -0.1 -0.2 -0.0 -1.0 -1 BUXL -0.1 -0.1 -0.1 0.0 0 CAC 3.3 3.0 3.7 0.0 0 CAD -7.4 -7.9 -6.9 0.0 0 CANOLA -19.6 -20.8 -18.4 -6.0 -6 CHF -4.6 -4.8 -4.3 -9.0 -9 COCOA 0.7 0.6 0.7 5.0 5 COFFEE 0.7 0.6 0.8 2.0 2 COPPER 4.7 4.1 5.2 6.0 6 CORN -9.2 -9.8 -8.7 -12.0 -12 COTTON2 -1.5 -1.7 -1.4 -3.0 -3 CRUDE_W 15.6 14.8 16.3 5.0 5 DAX 18.5 17.1 19.9 18.0 18 DOW -10.7 -11.7 -9.7 -15.0 -15 DX 5.1 4.7 5.4 NaN 0 EUR -2.0 -2.2 -1.7 -1.0 -1 EURIBOR-ICE -0.8 -2.1 0.5 3.0 3 EUROSTX 6.2 5.7 6.7 14.0 14 FEEDCOW -1.5 -1.7 -1.4 -1.0 -1 GASOIL 2.2 2.0 2.4 3.0 3 GASOLINE 3.2 3.0 3.4 4.0 4 GAS_US_mini -45.1 -48.2 -42.0 -22.0 -22 GBP -1.9 -2.2 -1.5 0.0 0 GOLD_micro 7.1 6.1 8.2 1.0 1 HEATOIL 0.8 0.6 0.9 3.0 3 JGB-SGX-mini -14.0 -17.8 -10.2 -8.0 -8 JPY -6.5 -6.8 -6.2 0.0 0 LEANHOG 2.7 2.1 3.4 5.0 5 LIVECOW 1.1 0.8 1.4 2.0 2 LUMBER-new -12.0 -12.7 -11.4 NaN 0 MILK -2.5 -2.7 -2.2 NaN 0 MXP 58.1 54.2 62.0 59.0 59 NASDAQ_micro -2.3 -2.7 -1.9 -1.0 -1 NIKKEI 9.1 6.5 11.6 14.0 14 NZD -2.6 -2.9 -2.2 -2.0 -2 OAT 0.5 0.2 0.8 0.0 0 OATIES -7.9 -8.4 -7.4 NaN 0 OJ 1.0 0.9 1.2 NaN 0 PALLAD -0.1 -0.2 -0.0 0.0 0 PLAT 1.5 1.3 1.8 1.0 1 REDWHEAT -1.4 -1.6 -1.3 -1.0 -1 RICE -1.6 -1.8 -1.3 NaN 0 ROBUSTA 2.2 2.0 2.3 1.0 1 RUSSELL -10.9 -12.5 -9.4 -3.0 -3 SHATZ -8.1 -8.7 -7.5 NaN 0 SILVER-mini 2.1 1.9 2.3 NaN 0 SMI 2.5 2.3 2.7 9.0 9 SOFR -18.9 -20.8 -17.0 NaN 0 SOYBEAN -1.6 -1.7 -1.5 -2.0 -2 SOYMEAL -2.3 -2.4 -2.2 0.0 0 SOYOIL -2.0 -2.1 -1.8 -5.0 -5 SP400 -0.3 -0.4 -0.2 0.0 0 SP500_micro -3.4 -4.1 -2.7 -3.0 -3 SUGAR11 -2.5 -2.8 -2.1 0.0 0 US10 -1.7 -1.9 -1.6 0.0 0 US10U -1.0 -1.1 -0.8 -2.0 -2 US2 -4.6 -4.9 -4.3 NaN 0 US20 -0.3 -0.4 -0.3 0.0 0 US30 -0.3 -0.4 -0.3 0.0 0 US5 -3.2 -3.5 -3.0 -14.0 -14 VIX -35.6 -38.4 -32.8 -17.0 -17 WHEAT -2.4 -2.6 -2.2 -4.0 -4 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.1 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.9 3.9 3.9 3.9 MILK 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 0.3 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.2 0.3 0.1 -0.1 -0.7 -0.4 -0.5 -0.1 BITCOIN -0.4 -0.1 0.3 0.0 0.0 0.1 0.0 0.0 0.1 -0.1 0.4 -0.1 0.6 0.1 0.1 -0.2 -0.1 -0.2 -0.2 0.2 0.2 -0.1 0.5 0.0 -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 -0.2 -0.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.3 -0.2 -0.0 -0.2 -0.1 -0.0 -0.0 -0.1 -0.0 0.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.7 0.2 0.4 0.1 -0.1 -0.6 -0.7 0.3 -0.6 BTP -0.4 -0.2 0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.3 -0.1 0.4 -0.1 -0.0 0.1 0.1 0.1 0.1 0.0 0.1 -0.1 0.2 -0.0 -2.5 0.0 -0.1 0.2 -0.0 0.2 0.0 0.7 0.4 0.4 0.6 0.4 -0.2 -0.4 0.7 0.1 BUND 0.0 -0.2 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.2 0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 -0.0 0.4 0.0 -0.0 0.0 -0.0 -0.0 0.0 0.2 0.3 0.5 0.3 -0.0 -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 0.0 -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 -0.1 CAC -0.6 0.2 0.6 0.1 -0.1 0.2 -0.1 0.2 -0.0 -0.2 0.5 -0.2 0.7 0.0 0.2 0.4 0.0 0.3 0.1 0.2 0.2 -0.2 0.5 -0.0 -1.6 0.1 -0.1 0.3 -0.1 0.3 0.0 0.8 0.3 0.1 0.4 0.1 -0.3 0.3 -0.2 0.5 CAD -0.3 -0.2 -0.1 -0.0 -0.2 -0.0 -0.2 0.1 -0.1 -0.2 -0.2 -0.2 -0.3 -0.2 -0.2 -0.1 -0.0 -0.0 -0.0 -0.2 -0.1 -0.2 -0.2 -0.2 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 0.0 -0.4 -0.1 -0.3 -0.2 -0.7 -0.6 -0.2 -0.5 CANOLA 0.1 0.6 0.1 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.3 0.1 0.0 -0.3 -0.1 -0.3 -0.2 0.0 -0.1 -0.1 -0.4 0.0 -2.7 0.0 -0.0 -0.1 -0.0 -0.2 0.0 -1.0 -0.2 0.1 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 -0.1 -0.1 -0.4 -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 -0.0 -0.0 -0.1 -1.1 0.3 -0.6 -0.6 -0.6 -0.2 -0.6 0.0 -0.5 COCOA 0.1 0.6 -0.1 0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.0 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 -2.6 0.0 0.0 0.1 0.0 0.1 0.0 1.1 0.3 0.6 0.6 0.6 0.0 -0.0 0.2 0.3 COFFEE 0.6 0.6 0.5 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.2 0.5 0.2 0.5 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.4 0.2 -2.7 0.1 0.1 0.1 0.1 0.1 0.1 0.7 0.5 0.6 0.6 0.6 -0.1 -0.7 0.2 -0.3 COPPER 0.5 0.6 0.5 0.1 0.0 0.1 0.1 0.0 0.1 0.1 0.4 0.2 0.1 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.2 0.2 -2.1 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.5 0.4 0.6 0.5 -0.7 -0.1 0.3 0.2 CORN 0.1 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 -0.1 -0.1 -0.0 -0.5 -0.0 -2.1 -0.0 -0.0 -0.2 -0.0 -0.4 0.0 -1.1 0.0 0.2 0.1 -0.6 -0.4 -0.7 -0.3 0.0 COTTON2 -0.6 -0.4 0.6 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.0 0.4 0.1 0.2 0.1 -0.1 0.0 -0.2 0.1 -0.2 -2.7 0.0 -0.0 0.1 -0.1 0.1 -0.0 0.2 -0.5 -0.6 -0.0 0.6 -0.3 -0.5 0.0 0.1 CRUDE_W 0.5 0.6 0.4 0.1 0.0 0.2 0.1 0.2 0.1 0.2 0.3 0.2 0.5 0.2 0.2 0.4 0.2 0.3 0.3 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 0.3 0.5 0.6 -0.0 0.7 0.7 0.7 0.7 DAX -0.6 0.2 0.5 0.0 -0.1 0.2 -0.1 0.2 -0.0 -0.2 0.5 -0.2 0.7 0.1 0.2 -0.2 -0.2 -0.3 -0.3 0.2 0.2 -0.2 0.5 0.0 2.1 0.1 -0.1 0.2 -0.0 0.2 0.0 -0.6 0.0 0.6 0.6 0.4 -0.1 0.3 0.2 0.7 DOW -0.6 -0.6 0.1 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 0.4 -0.2 0.5 -0.1 0.0 -0.2 -0.2 -0.2 -0.2 -0.0 0.1 -0.2 0.4 -0.2 -1.6 0.0 -0.1 0.2 -0.1 0.3 -0.0 -0.5 -0.3 -0.0 -0.5 -0.2 -0.1 -0.2 0.1 -0.5 DX 0.5 0.2 0.2 -0.0 -0.2 -0.0 -0.1 0.1 -0.1 0.2 0.2 0.2 0.2 0.2 0.2 0.1 0.1 0.1 0.1 0.2 0.1 0.2 0.2 0.2 -2.7 0.1 0.1 0.1 0.1 0.1 0.1 0.8 0.5 0.6 0.6 0.6 0.7 0.1 0.7 0.3 EUR -0.4 -0.1 -0.2 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 2.4 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.4 0.0 -0.2 0.1 0.0 -0.7 -0.5 -0.7 -0.4 EURIBOR-ICE -0.2 -0.4 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 0.1 -0.1 1.7 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.0 0.1 0.1 -0.0 -0.7 -0.7 0.4 0.6 EUROSTX -0.6 0.1 0.6 0.0 -0.1 0.2 -0.1 0.2 -0.0 -0.2 0.5 -0.2 0.7 0.1 0.2 -0.1 0.0 -0.0 0.0 0.2 0.2 -0.1 0.5 0.0 -0.0 0.1 -0.0 0.3 -0.0 0.3 0.0 0.6 0.4 0.6 0.6 0.5 -0.5 0.3 -0.4 0.6 FEEDCOW -0.6 -0.6 0.3 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.0 -0.1 -0.1 -0.0 -0.2 -0.0 -0.4 -0.4 -0.4 -0.4 -0.2 -0.1 -0.1 0.0 -0.2 -0.8 -0.0 0.0 -0.0 -0.0 0.1 -0.1 -1.1 -0.2 -0.6 -0.6 0.2 0.7 0.7 0.7 0.7 GASOIL 0.1 0.2 0.3 0.1 0.0 0.1 0.0 0.1 0.1 -0.1 0.3 0.1 0.6 0.2 0.2 0.2 0.4 0.4 0.4 0.2 0.2 0.1 0.5 0.1 0.9 0.1 -0.0 0.2 0.0 0.3 0.1 0.9 -0.2 -0.3 -0.3 0.0 -0.4 -0.3 -0.7 -0.6 GASOLINE 0.3 0.6 0.6 0.1 0.0 0.2 0.1 0.1 0.1 0.2 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 0.1 0.2 0.5 0.3 0.7 0.7 0.7 0.7 GAS_US_mini 0.2 0.1 -0.4 0.0 0.0 0.1 0.0 0.1 0.0 -0.1 -0.4 -0.1 -0.5 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 -0.0 -0.5 -0.1 2.7 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -1.1 -0.4 -0.6 -0.6 -0.6 -0.7 -0.1 -0.7 -0.3 GBP -0.4 -0.2 -0.0 -0.0 -0.2 -0.0 -0.1 0.1 -0.1 -0.2 0.2 -0.2 0.2 -0.2 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.2 0.1 -0.2 0.2 -0.0 -0.1 0.1 -0.1 0.1 -0.1 0.2 0.2 -0.0 0.2 0.4 -0.7 -0.3 -0.7 -0.1 GOLD_micro 0.6 0.6 0.5 0.1 0.0 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 -0.5 -0.4 HEATOIL 0.1 0.2 0.2 0.1 0.0 0.1 0.0 0.1 0.1 -0.2 0.1 0.0 0.4 0.1 0.2 0.1 0.4 0.3 0.4 0.1 0.1 -0.0 0.4 0.1 -2.7 0.1 -0.0 0.2 -0.0 0.3 0.0 0.8 -0.4 -0.6 -0.3 -0.0 0.6 0.2 0.5 0.1 JGB-SGX-mini -0.4 -0.4 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.1 0.2 0.3 0.2 0.2 -0.1 -0.0 -0.1 0.1 -0.1 -1.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 1.1 -0.3 -0.2 -0.1 0.1 -0.4 -0.5 0.0 0.3 JPY -0.4 -0.2 -0.5 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 -0.5 -0.2 -0.7 -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 -0.1 -0.1 -0.2 -0.1 -1.1 -0.2 -0.5 -0.5 -0.6 -0.7 -0.4 -0.6 -0.4 LEANHOG -0.0 0.3 0.6 0.0 -0.1 0.0 -0.0 -0.1 -0.0 -0.2 0.5 -0.0 -0.2 0.1 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.2 -0.1 0.0 0.1 1.7 0.1 -0.1 0.2 -0.1 0.1 0.0 -1.1 -0.1 0.1 0.6 0.6 -0.3 -0.3 0.0 0.5 LIVECOW -0.6 -0.4 0.4 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.1 -0.0 -0.1 0.0 -0.1 -0.0 0.4 0.1 0.4 0.3 -0.1 -0.0 -0.1 0.0 -0.2 -0.7 -0.0 0.0 0.0 -0.0 0.1 -0.0 0.6 -0.1 -0.6 -0.3 0.4 0.7 0.5 0.7 0.7 LUMBER-new -0.7 -0.2 0.2 0.0 -0.1 0.0 -0.1 -0.1 -0.0 -0.2 0.3 -0.2 -0.4 -0.2 -0.1 -0.5 -0.4 -0.4 -0.4 -0.2 0.0 -0.2 0.0 -0.2 NaN -0.1 -0.1 0.0 -0.2 0.1 -0.1 -1.2 -0.6 -0.7 -0.5 -0.1 -0.5 -0.5 -0.3 -0.3 MILK 0.3 -0.1 0.6 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 -0.4 -0.4 -0.4 -0.1 -0.1 0.1 -0.4 -0.0 1.5 -0.0 0.0 -0.1 0.0 -0.2 -0.0 -1.1 0.5 0.0 -0.5 -0.4 -0.7 -0.7 -0.7 -0.7 MXP -0.1 0.1 0.1 -0.0 -0.2 -0.0 -0.2 0.1 -0.1 -0.2 0.5 -0.1 0.7 0.1 0.2 0.4 0.3 0.4 0.3 0.2 0.2 -0.1 0.5 0.1 -2.7 0.1 -0.1 0.2 -0.1 0.3 0.0 1.1 0.1 0.6 0.6 0.6 0.7 0.7 0.7 0.7 NASDAQ_micro -0.6 -0.4 0.0 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 0.4 -0.1 0.5 -0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.1 0.5 -0.0 -2.7 0.0 -0.1 0.2 -0.1 0.4 -0.0 -0.4 0.2 0.1 -0.3 0.1 0.1 -0.1 0.3 -0.1 NIKKEI -0.6 -0.2 0.6 0.0 -0.1 0.2 -0.1 0.2 -0.0 -0.1 0.5 -0.1 0.7 0.0 0.2 0.0 0.2 0.1 0.2 0.2 0.2 -0.1 0.5 0.0 -2.2 0.1 -0.1 0.2 -0.0 0.3 0.0 1.1 0.2 0.3 0.1 0.6 -0.7 -0.2 -0.4 -0.3 NZD -0.3 -0.4 -0.2 -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 0.0 0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.2 0.3 -0.1 -0.3 -0.2 -0.4 -0.2 -0.1 0.2 OAT -0.2 -0.2 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.0 -0.1 -0.0 -0.1 0.5 0.0 -0.0 0.0 -0.0 0.0 -0.0 0.7 0.3 0.4 0.3 0.0 -0.5 -0.7 0.5 0.0 OATIES -0.3 -0.1 -0.3 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.0 -0.4 -0.0 -0.5 -0.1 -0.1 0.2 0.0 0.2 0.1 -0.1 -0.2 -0.0 -0.4 -0.1 -2.7 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.3 -0.6 -0.6 -0.3 -0.5 -0.0 -0.1 0.5 OJ 0.1 0.1 -0.2 0.0 -0.0 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 0.2 0.0 0.5 0.1 -2.7 0.0 0.0 0.2 0.0 0.6 0.0 1.0 0.1 0.1 -0.1 -0.1 0.4 0.3 0.7 0.7 PALLAD 0.1 0.6 0.3 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 -0.1 -0.0 -0.3 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.2 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 0.5 0.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 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 0.0 0.0 0.0 0.0 0.1 0.2 0.1 0.1 -0.2 -0.1 -0.6 -0.2 0.7 0.3 REDWHEAT 0.2 0.4 -0.0 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.1 -0.5 0.1 -0.7 0.1 -0.1 -0.0 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 0.5 0.5 -0.1 -0.6 -0.4 -0.7 -0.0 -0.7 RICE -0.2 -0.6 -0.3 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.1 -0.0 0.1 0.2 -0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.2 0.1 -0.0 -1.4 -0.0 0.1 -0.0 0.1 0.0 -0.0 -0.6 0.5 -0.3 -0.6 -0.5 0.2 -0.1 0.5 0.3 ROBUSTA 0.6 0.6 0.6 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.2 0.5 0.2 0.7 0.2 0.2 0.3 0.4 0.4 0.4 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.2 0.1 0.3 0.1 1.1 0.5 0.6 0.6 0.6 -0.6 -0.7 -0.1 0.1 RUSSELL -0.5 -0.1 0.3 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 0.3 -0.1 0.3 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.2 0.2 -0.1 -0.2 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 -0.0 0.2 -0.3 -0.4 -0.4 -0.6 -0.4 -0.7 SHATZ 0.2 -0.2 -0.5 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.2 -0.0 -0.3 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 -0.0 -0.2 -0.1 1.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 0.1 0.1 -0.1 -0.3 -0.7 -0.7 -0.4 -0.7 SILVER-mini 0.6 0.6 0.3 0.0 0.0 0.1 0.0 0.0 0.1 0.1 0.3 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 0.1 0.1 -0.1 0.5 0.6 0.6 0.6 -0.5 -0.6 0.6 0.1 SMI -0.6 0.1 0.4 0.0 -0.1 0.2 -0.1 0.2 -0.0 -0.2 0.5 -0.2 0.5 -0.0 0.1 -0.0 0.1 0.0 0.1 0.1 0.1 -0.2 0.3 -0.1 2.0 0.1 -0.1 0.2 -0.1 0.2 -0.0 0.9 -0.0 0.1 0.1 -0.1 0.5 -0.1 0.7 -0.1 SOFR -0.5 -0.4 -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 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.2 -0.3 -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 0.2 -0.1 SOYBEAN -0.1 0.6 -0.4 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 -0.4 -0.2 -0.2 0.0 -0.1 -0.0 0.2 0.0 0.1 -0.1 -0.2 -0.1 -0.4 -0.1 -2.7 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.7 -0.3 -0.1 0.2 -0.6 -0.4 -0.7 -0.3 -0.7 SOYMEAL 0.2 0.3 -0.6 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.0 -0.5 -0.1 -0.5 -0.0 -0.2 -0.1 0.1 -0.1 0.0 -0.1 -0.2 -0.0 -0.5 -0.0 -2.7 -0.0 -0.0 -0.2 0.0 -0.2 0.0 0.3 0.3 0.4 -0.1 -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 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.0 -0.1 -0.2 -0.3 -0.1 -2.7 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.2 -0.5 -0.5 0.2 -0.2 -0.7 -0.4 -0.3 0.2 SP400 -0.6 0.1 0.5 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 0.4 -0.1 0.5 -0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.2 -0.2 0.4 -0.1 -1.6 0.0 -0.1 0.2 -0.1 0.2 -0.0 0.1 -0.2 0.3 0.1 -0.1 -0.4 -0.3 -0.3 -0.7 SP500_micro -0.6 -0.3 0.4 0.0 -0.1 0.2 -0.1 0.2 -0.0 -0.1 0.5 -0.1 0.7 0.0 0.1 -0.3 -0.2 -0.3 -0.3 0.1 0.2 -0.2 0.5 -0.1 -2.7 0.1 -0.1 0.2 -0.1 0.3 -0.0 -0.6 -0.1 0.1 0.0 0.4 -0.1 -0.1 0.2 -0.2 SUGAR11 -0.3 -0.2 -0.3 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 -0.3 -0.2 0.1 -0.1 -0.1 0.2 0.3 0.3 0.3 -0.1 -0.1 -0.2 -0.1 -0.2 -2.7 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 1.1 -0.5 -0.6 -0.6 -0.4 0.7 0.2 0.7 0.7 US10 -0.5 -0.3 -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 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 0.3 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.5 -0.2 -0.1 -0.1 0.0 -0.7 -0.7 -0.4 0.2 US10U -0.4 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -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 -0.2 -0.2 -0.0 0.1 -0.7 -0.7 0.6 0.5 US2 -0.4 -0.4 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 -0.1 -0.2 -0.1 1.4 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.1 -0.2 -0.2 -0.2 -0.1 -0.7 -0.7 -0.7 -0.7 US20 -0.5 -0.2 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.2 -0.2 -0.1 0.1 0.1 -0.7 -0.6 0.7 0.7 US30 -0.4 -0.2 0.1 -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 -0.0 -0.1 -0.2 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.1 0.1 0.1 -0.6 -0.5 0.7 0.7 US5 -0.4 -0.4 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 0.7 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.7 -0.2 -0.2 -0.1 -0.0 -0.7 -0.7 -0.6 -0.2 VIX 0.6 0.9 0.6 -0.1 0.2 -0.4 0.2 -0.9 0.1 0.2 -0.9 0.2 -1.2 0.1 -0.2 -0.6 -0.6 -0.6 -0.6 -0.1 -0.3 0.2 -0.9 0.1 NaN -0.1 0.2 -0.5 0.2 -1.1 0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT 0.4 0.2 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 -0.4 -0.0 -0.7 0.1 -0.1 -0.4 -0.3 -0.3 -0.3 -0.0 -0.2 -0.0 -0.5 0.0 0.3 -0.0 -0.0 -0.2 -0.0 -0.3 0.0 -1.1 0.1 0.6 -0.1 -0.6 -0.2 -0.7 -0.0 -0.7 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -3.7 -0.1 -2.5 -2.8 -13.3 -0.2 -10.5 1.7 -5.9 -14.9 -4.4 -12.2 -9.1 -7.8 -12.1 -2.7 -2.9 -2.8 -2.8 -4.6 -3.0 -15.1 -3.9 -8.0 2.6 -1.7 -14.9 -1.1 -9.4 -1.7 -3.9 -1.0 9.5 8.5 4.2 -3.4 -20.0 -10.5 -13.9 -2.1 BITCOIN -13.8 -2.2 7.8 4.6 1.2 2.1 4.6 0.5 5.8 -15.0 15.3 -9.3 15.9 6.8 12.3 -8.1 -7.4 -8.7 -8.4 18.0 20.0 -11.8 19.6 3.4 -20.0 5.7 -3.7 7.1 -1.4 6.1 2.1 -3.2 -20.0 -20.0 20.0 20.0 -8.2 -0.2 17.6 3.4 BOBL 2.7 -5.7 -7.8 -2.2 -5.2 -1.0 -4.4 -1.1 -3.3 -5.6 -2.6 -5.2 -2.5 -5.9 -8.2 12.7 -10.4 -2.2 -9.3 -4.8 -3.3 -4.5 -3.2 -4.4 5.6 -1.2 -2.8 -0.9 -1.2 -1.0 -0.7 -13.9 8.2 11.3 3.8 -3.7 -19.0 -20.0 7.6 -17.1 BTP -13.8 -5.8 3.0 -3.5 -8.3 -1.6 -7.1 -1.7 -5.3 -10.4 10.3 -10.2 10.0 -5.1 -3.1 4.6 6.1 4.8 5.1 1.4 7.4 -8.2 7.6 -4.6 -19.1 4.0 -6.7 6.1 -2.7 5.6 0.9 14.0 17.9 10.9 20.0 12.9 -6.1 -11.8 20.0 2.5 BUND 0.1 -5.3 -3.2 -2.4 -5.8 -1.1 -5.0 -1.2 -3.7 -6.7 -0.2 -6.2 -0.8 -6.3 -8.7 -9.4 0.8 -5.7 -2.5 -3.3 -1.4 -4.7 -2.1 -3.9 3.1 0.6 -3.6 0.6 -0.6 -0.1 0.9 3.1 12.6 15.7 8.6 -0.4 -16.4 -20.0 15.4 -8.3 BUXL -1.1 -3.3 2.0 -3.0 -7.1 -1.4 -6.1 -1.5 -4.5 -8.9 1.6 -8.2 -2.9 -7.6 -10.4 -7.8 -1.9 -5.8 -3.7 -2.2 -0.4 -4.5 -3.1 -3.3 -0.9 2.7 -3.5 2.0 0.8 0.1 3.1 0.0 20.0 20.0 15.8 3.4 -20.0 -20.0 -2.5 -1.5 CAC -20.0 7.1 19.7 4.9 -11.9 7.9 -9.2 6.6 -2.5 -20.0 20.0 -20.0 20.0 4.2 19.8 20.0 1.5 13.7 5.9 20.0 20.0 -20.0 20.0 -4.0 -12.1 7.4 -6.8 9.5 -4.8 8.0 0.9 15.1 10.9 2.8 13.9 1.6 -8.4 10.3 -5.8 15.3 CAD -9.8 -7.4 -2.8 -3.8 -18.6 -0.2 -14.6 2.4 -8.2 -20.0 -7.2 -20.0 -7.2 -20.0 -20.0 -2.7 -2.3 -2.4 -2.3 -14.2 -7.6 -20.0 -6.0 -20.0 -0.4 -6.1 -17.4 -3.2 -15.1 -2.5 -10.2 0.0 -15.4 -3.0 -10.7 -5.7 -20.0 -16.7 -6.0 -13.6 CANOLA 4.2 20.0 2.0 0.4 -2.6 0.6 -2.0 -1.2 -1.1 -9.2 -8.2 -6.6 -8.9 5.7 0.2 -14.9 -6.7 -14.3 -12.1 0.7 -7.8 -6.2 -13.8 1.3 -20.0 0.4 -5.4 -2.9 -2.4 -5.4 0.6 -18.5 -9.0 3.6 14.1 -14.8 -20.0 -18.0 -14.3 -4.7 CHF -14.1 -20.0 -20.0 -3.0 -14.7 -0.2 -11.6 1.9 -6.5 -14.5 -13.7 -17.5 -6.8 -18.1 -19.0 -15.8 -15.8 -15.9 -15.8 -20.0 -18.9 -20.0 -7.3 -20.0 -1.3 -6.3 -2.9 -3.7 -4.6 -1.1 -6.3 -20.0 10.8 -20.0 -20.0 -20.0 -6.9 -16.8 1.4 -15.7 COCOA 2.1 20.0 -4.2 0.4 -2.4 0.5 -1.9 -1.1 -1.0 2.1 11.3 8.4 11.3 10.3 11.0 20.0 15.1 20.0 20.0 20.0 20.0 17.7 17.9 20.0 -19.8 4.0 0.3 3.9 1.8 3.3 3.1 20.0 14.4 20.0 20.0 20.0 1.1 -0.3 6.4 9.8 COFFEE 20.0 17.1 14.2 0.8 -5.3 1.2 -4.2 -2.5 -2.2 20.0 19.4 20.0 14.6 20.0 19.0 10.1 8.1 11.1 10.2 20.0 20.0 20.0 16.4 20.0 -20.0 7.3 12.8 4.6 13.7 3.0 11.4 13.4 20.0 20.0 20.0 19.5 -3.8 -20.0 5.1 -10.2 COPPER 16.2 20.0 14.8 5.4 1.4 2.5 5.4 0.6 6.9 8.8 15.6 18.3 2.4 20.0 19.5 -5.4 -5.0 -5.5 -5.5 20.0 19.7 20.0 8.2 20.0 -15.7 7.1 3.6 4.4 6.5 1.9 8.0 1.2 20.0 12.6 19.2 15.8 -20.0 -2.5 9.3 5.8 CORN 3.8 16.9 3.8 0.6 -4.2 1.0 -3.3 -2.0 -1.8 -9.5 -11.8 -3.0 -18.1 8.4 -7.1 -20.0 -9.5 -18.6 -15.2 -4.8 -13.4 -3.5 -20.0 -1.5 -15.6 -3.0 -2.9 -7.8 -0.9 -9.8 0.1 -20.0 0.2 5.8 3.1 -20.0 -11.1 -20.0 -10.0 0.4 COTTON2 -20.0 -11.4 18.8 0.4 -2.9 0.7 -2.3 -1.4 -1.2 -11.5 1.2 -12.9 2.1 -12.3 -2.6 19.6 3.1 11.4 5.4 -5.7 2.5 -20.0 2.7 -16.9 -20.0 0.2 -4.7 2.8 -5.0 2.5 -3.6 4.0 -20.0 -20.0 -1.0 20.0 -10.4 -13.8 0.1 1.7 CRUDE_W 16.8 20.0 12.1 7.9 2.2 5.8 4.8 4.2 7.4 20.0 11.2 20.0 14.6 20.0 20.0 18.9 11.6 15.2 12.8 20.0 20.0 20.0 20.0 20.0 -5.4 9.2 2.7 6.7 5.7 5.6 9.1 -1.1 12.8 14.8 18.4 -0.3 20.0 19.8 20.0 20.0 DAX -20.0 4.8 16.2 4.4 -10.6 7.1 -8.2 5.9 -2.2 -19.4 20.0 -18.5 20.0 7.6 16.7 -11.8 -11.8 -13.3 -13.1 20.0 20.0 -19.7 20.0 1.7 15.8 7.6 -6.0 8.2 -3.0 6.3 2.9 -11.3 1.5 20.0 20.0 11.3 -2.9 9.3 5.2 20.0 DOW -20.0 -20.0 2.4 3.0 -7.4 4.9 -5.8 4.1 -1.5 -12.8 13.9 -14.6 14.6 -11.5 0.7 -11.4 -11.1 -12.3 -12.1 -0.2 12.6 -20.0 16.3 -15.5 -12.0 1.6 -9.6 6.3 -8.8 7.5 -4.2 -9.9 -12.6 -0.2 -16.8 -4.8 -4.0 -7.3 4.2 -16.0 DX 14.2 6.6 7.2 -3.5 -17.1 -0.2 -13.5 2.2 -7.6 19.7 8.5 20.0 6.2 19.3 19.0 7.4 6.5 7.1 6.8 17.0 9.6 20.0 6.5 20.0 -20.0 6.1 13.8 3.1 12.7 2.2 9.6 15.3 20.0 20.0 20.0 20.0 20.0 4.2 20.0 10.4 EUR -12.6 -2.8 -4.8 -3.3 -15.9 -0.2 -12.6 2.0 -7.1 -18.0 -4.4 -18.1 -4.0 -14.7 -15.1 -6.7 -6.8 -6.7 -6.6 -10.4 -5.4 -20.0 -3.4 -18.0 17.6 -3.6 -15.2 -1.1 -13.0 -0.5 -7.8 -7.5 2.0 -5.3 2.2 0.1 -20.0 -14.8 -20.0 -11.9 EURIBOR-ICE -6.5 -13.9 -6.9 -2.0 -4.7 -0.9 -4.0 -1.0 -3.0 -6.3 2.1 -6.1 2.5 -6.5 -6.8 -4.9 -4.1 -3.4 -3.1 -3.8 0.6 -7.9 2.0 -6.2 12.9 -1.3 -5.1 0.8 -3.6 1.5 -2.5 -1.8 -1.2 2.9 1.8 -0.5 -20.0 -20.0 11.3 18.5 EUROSTX -20.0 3.5 20.0 4.5 -11.0 7.3 -8.6 6.2 -2.3 -19.4 20.0 -19.1 20.0 9.2 20.0 -6.8 0.6 -1.1 0.6 20.0 20.0 -15.4 20.0 3.4 -0.3 8.0 -4.5 9.7 -2.7 8.1 2.5 11.3 16.4 20.0 20.0 15.8 -14.4 10.3 -13.2 16.8 FEEDCOW -20.0 -20.0 10.7 0.6 -4.1 0.9 -3.2 -1.9 -1.7 3.5 -2.9 -13.2 -1.1 -14.6 -4.4 -20.0 -20.0 -20.0 -20.0 -15.6 -5.0 -15.1 0.4 -20.0 -6.2 -3.8 2.4 -1.0 -3.0 1.6 -5.7 -20.0 -8.3 -20.0 -20.0 5.9 20.0 20.0 20.0 20.0 GASOIL 2.9 7.6 10.6 6.8 1.9 5.1 4.2 3.7 6.4 -12.0 12.4 8.6 15.5 14.1 19.7 11.3 20.0 18.4 20.0 17.6 17.6 6.0 18.7 13.6 7.1 7.3 -1.0 7.4 2.6 7.6 5.8 15.9 -7.0 -9.1 -9.9 0.3 -11.8 -9.0 -20.0 -17.0 GASOLINE 8.5 20.0 18.7 7.7 2.2 5.7 4.7 4.1 7.2 20.0 19.2 20.0 17.9 20.0 20.0 20.0 11.2 12.2 7.1 20.0 20.0 20.0 20.0 20.0 -20.0 9.3 3.5 7.7 5.2 6.6 8.0 -5.6 5.9 4.9 16.0 10.7 20.0 20.0 20.0 19.5 GAS_US_mini 5.7 3.6 -11.2 4.1 1.2 3.0 2.5 2.2 3.9 -6.9 -14.1 -4.9 -14.7 -9.7 -13.2 -20.0 -20.0 -20.0 -20.0 -11.4 -19.9 -4.6 -20.0 -5.6 20.0 -5.4 -2.8 -6.8 -2.9 -6.8 -3.7 -20.0 -17.4 -20.0 -20.0 -20.0 -20.0 -3.2 -20.0 -8.1 GBP -12.6 -6.5 -1.3 -3.6 -17.3 -0.2 -13.7 2.2 -7.7 -19.7 7.7 -19.6 6.5 -17.5 -12.3 -1.0 -0.7 -0.8 -0.7 -7.1 0.2 -20.0 3.5 -15.3 1.8 -1.7 -14.8 2.3 -12.3 2.9 -7.0 2.8 10.1 -1.1 6.0 11.2 -20.0 -8.6 -20.0 -2.0 GOLD_micro 20.0 20.0 16.1 4.7 1.3 2.2 4.7 0.6 6.0 16.3 17.7 17.8 13.6 18.9 18.6 -13.9 -14.7 -14.8 -14.9 20.0 20.0 20.0 16.1 20.0 -4.2 6.5 4.1 4.5 5.7 2.7 7.1 -15.1 20.0 20.0 20.0 20.0 -20.0 -20.0 -16.0 -12.2 HEATOIL 3.3 6.9 6.9 7.0 2.0 5.2 4.3 3.8 6.6 -19.4 3.6 3.0 10.6 12.3 18.1 4.4 20.0 14.5 19.2 13.3 11.9 -0.1 13.0 9.6 -20.0 7.0 -4.5 7.8 -1.3 9.2 3.7 15.3 -18.4 -20.0 -10.7 -1.5 17.8 5.4 14.5 2.0 JGB-SGX-mini -10.8 -11.8 -3.2 -2.4 -5.8 -1.1 -5.0 -1.2 -3.7 -9.0 3.5 -8.3 5.9 -6.8 -6.0 8.4 15.7 10.6 12.0 -5.0 -0.2 -15.6 2.5 -10.4 -7.7 -2.5 -8.1 -0.7 -7.4 -0.2 -4.9 20.0 -13.2 -7.4 -2.5 2.7 -11.8 -13.9 0.2 9.9 JPY -12.4 -6.2 -16.0 -2.9 -14.0 -0.2 -11.1 1.8 -6.2 -16.2 -18.3 -18.1 -18.3 -18.6 -18.8 -17.4 -16.6 -17.0 -16.8 -20.0 -20.0 -20.0 -20.0 -20.0 20.0 -6.2 -8.6 -5.5 -7.8 -6.3 -7.1 -20.0 -7.9 -15.8 -15.1 -19.8 -20.0 -11.2 -17.4 -11.2 LEANHOG -1.0 9.4 20.0 0.8 -5.6 1.3 -4.4 -2.7 -2.3 -20.0 17.7 -3.7 -5.2 7.5 20.0 -20.0 -20.0 -20.0 -20.0 19.0 15.3 -12.6 0.9 8.8 12.8 7.0 -12.5 7.7 -6.1 2.3 1.7 -20.0 -6.1 3.6 20.0 20.0 -7.8 -8.8 1.2 14.5 LIVECOW -20.0 -11.2 11.1 0.6 -4.0 0.9 -3.2 -1.9 -1.7 8.5 -0.0 -11.9 0.8 -13.1 -0.1 20.0 4.8 20.0 12.9 -9.3 -1.7 -11.4 1.5 -18.1 -5.1 -1.2 3.2 1.1 -2.5 3.0 -4.2 11.4 -6.1 -20.0 -8.4 11.8 20.0 13.5 20.0 20.0 LUMBER-new -20.0 -5.8 6.6 0.9 -5.7 1.3 -4.5 -1.8 -2.4 -20.0 10.1 -20.0 -9.9 -19.3 -6.9 -20.0 -16.2 -18.3 -17.0 -12.8 2.1 -20.0 1.5 -20.0 NaN -4.0 -13.2 0.6 -13.8 1.3 -10.6 -20.0 -20.0 -20.0 -12.7 -3.8 -13.1 -12.9 -7.1 -7.4 MILK 9.8 -3.5 19.6 0.4 -2.8 0.6 -2.2 -1.3 -1.1 9.1 -11.4 5.8 -12.2 -6.1 -8.2 -20.0 -20.0 -20.0 -20.0 -8.0 -11.6 5.6 -15.3 -2.3 11.6 -3.1 4.5 -4.4 1.8 -5.9 -1.0 -20.0 20.0 0.6 -16.5 -12.8 -20.0 -20.0 -20.0 -20.0 MXP -4.6 2.5 2.1 -3.8 -18.4 -0.2 -14.5 2.3 -8.1 -20.0 20.0 -5.0 20.0 10.9 18.5 17.6 17.3 17.8 17.1 18.1 20.0 -15.0 20.0 7.4 -20.0 7.4 -15.3 7.5 -4.8 7.9 3.7 20.0 2.7 20.0 20.0 20.0 20.0 20.0 20.0 20.0 NASDAQ_micro -18.3 -13.5 1.1 2.7 -6.6 4.4 -5.1 3.7 -1.4 -10.2 14.0 -8.2 14.6 -1.2 10.7 -11.0 -10.4 -11.3 -11.1 6.0 15.5 -11.3 19.8 -4.0 -20.0 2.9 -6.7 7.7 -4.9 10.1 -2.0 -8.4 9.6 3.2 -9.6 3.7 2.7 -1.6 7.6 -2.6 NIKKEI -18.6 -6.0 20.0 3.5 -8.5 5.6 -6.6 4.7 -1.8 -12.9 17.0 -11.0 18.2 0.4 14.5 2.3 10.3 6.2 8.7 19.5 20.0 -13.3 20.0 0.5 -16.5 5.2 -5.7 8.7 -3.5 9.0 0.0 20.0 9.9 9.4 3.1 20.0 -19.7 -7.5 -10.8 -8.4 NZD -8.7 -11.5 -5.4 -2.6 -12.6 -0.2 -9.9 1.6 -5.6 -14.1 -2.4 -13.3 -3.5 -13.0 -13.2 0.0 0.3 0.2 0.2 -10.0 -4.7 -15.7 -2.7 -13.1 0.4 -4.3 -9.7 -1.8 -7.1 -0.6 -5.6 4.3 11.0 -2.0 -8.8 -6.3 -11.7 -6.9 -4.0 5.4 OAT -5.9 -7.3 -2.3 -2.6 -6.3 -1.2 -5.4 -1.3 -4.0 -7.6 1.5 -7.8 0.7 -8.8 -9.6 4.7 6.0 4.8 5.0 -3.8 -0.2 -6.6 -0.4 -5.7 3.6 0.5 -5.5 1.5 -2.0 0.9 -0.1 13.8 14.2 11.8 8.8 0.8 -16.3 -20.0 14.6 1.4 OATIES -10.0 -3.8 -8.8 0.6 -3.8 0.9 -3.0 -1.8 -1.6 4.5 -16.2 -3.2 -13.9 -9.3 -10.5 11.8 0.2 8.8 4.1 -12.8 -14.3 -4.5 -13.7 -11.7 -20.0 -4.9 1.2 -4.4 -1.6 -3.8 -4.9 0.1 -14.2 -17.6 -17.7 -8.8 -15.2 -0.9 -4.3 15.3 OJ 1.6 1.6 -7.2 0.6 -4.2 1.0 -3.3 -2.0 -1.7 4.9 8.4 11.7 14.3 7.4 13.5 5.7 13.7 6.8 9.6 8.8 14.2 5.3 20.0 6.5 -20.0 1.4 0.2 6.4 0.7 16.1 0.1 18.4 5.2 4.5 -3.0 -3.6 10.6 9.2 20.0 20.0 PALLAD 3.4 17.6 8.3 2.3 0.6 1.1 2.3 0.3 2.9 -4.2 -3.2 -0.4 -7.5 3.8 -0.7 -1.8 -2.1 -1.8 -1.9 1.7 -2.6 0.7 -8.8 2.6 11.4 1.6 -1.8 -0.7 0.7 -3.6 2.0 7.0 -7.4 -7.3 -6.3 -3.2 -20.0 -13.4 -20.0 -8.4 PLAT 14.1 12.4 1.4 3.4 0.9 1.6 3.4 0.4 4.3 5.1 -1.2 9.7 -7.8 10.1 -0.2 -4.4 -3.6 -4.3 -4.0 6.3 1.0 10.4 -2.4 11.0 10.6 3.5 1.0 1.3 4.5 0.1 5.3 3.9 3.8 3.5 -6.2 -2.8 -16.9 -5.0 20.0 7.8 REDWHEAT 7.5 12.0 -0.5 0.7 -4.3 1.0 -3.4 -2.1 -1.8 8.0 -16.7 12.5 -18.9 10.0 -8.4 -1.1 1.0 2.6 1.7 -5.8 -17.5 4.0 -20.0 1.9 -7.7 -2.8 1.6 -8.5 3.2 -11.0 2.1 -0.1 20.0 16.3 -2.1 -20.0 -11.0 -20.0 -1.5 -20.0 RICE -5.0 -20.0 -8.5 0.5 -3.0 0.7 -2.4 -1.4 -1.3 12.0 -0.9 5.8 6.3 -3.5 -6.0 6.5 -3.6 -5.5 -7.3 -5.7 -1.4 17.8 2.8 -0.1 -10.5 -2.4 9.7 -1.1 4.9 0.2 -0.7 -11.6 20.0 -10.8 -20.0 -14.0 5.6 -3.8 15.4 7.6 ROBUSTA 20.0 20.0 20.0 0.6 -4.2 1.0 -3.3 -2.0 -1.8 17.2 19.9 18.9 19.7 19.4 19.9 14.7 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 7.7 7.3 7.6 7.1 7.1 7.5 20.0 20.0 20.0 20.0 20.0 -18.1 -19.9 -4.2 3.1 RUSSELL -14.4 -2.6 9.0 2.5 -6.1 4.0 -4.7 3.4 -1.3 -12.0 10.4 -11.5 8.8 -6.0 3.7 -6.4 -6.4 -6.5 -6.5 1.4 6.8 -17.3 6.0 -8.1 -1.6 1.6 -10.1 4.0 -7.4 3.7 -2.8 -1.0 -1.5 4.7 -9.8 -11.3 -12.7 -19.0 -13.0 -20.0 SHATZ 5.0 -7.6 -14.6 -2.0 -4.7 -0.9 -4.1 -1.0 -3.0 -3.4 -7.5 -4.4 -7.4 -6.3 -8.2 -20.0 -20.0 -20.0 -20.0 -8.2 -7.8 -4.2 -7.9 -5.9 7.8 -2.6 -1.2 -2.2 -1.4 -2.0 -2.1 -20.0 4.6 4.0 -3.7 -8.6 -20.0 -20.0 -12.2 -20.0 SILVER-mini 20.0 20.0 9.4 4.2 1.1 1.9 4.1 0.5 5.3 9.3 9.7 14.3 3.4 15.5 13.3 -6.6 -6.7 -6.8 -6.8 20.0 12.5 20.0 4.7 20.0 3.8 5.5 2.5 3.3 4.9 1.5 6.3 -1.2 20.0 20.0 20.0 17.3 -15.2 -16.9 18.0 1.9 SMI -20.0 3.0 13.6 3.9 -9.4 6.3 -7.3 5.3 -2.0 -18.5 17.1 -19.4 13.0 -3.5 9.7 -2.3 4.4 2.1 4.1 7.4 13.7 -20.0 10.0 -8.6 14.9 4.9 -11.5 6.6 -7.0 4.6 -0.8 17.6 -0.7 2.1 2.5 -3.5 14.3 -1.9 20.0 -4.1 SOFR -15.2 -11.3 -5.7 -2.6 -6.3 -1.2 -5.4 -1.3 -4.0 -9.9 0.3 -10.7 -1.6 -10.9 -10.4 -2.5 -0.2 -1.0 -0.4 -10.3 -5.0 -18.8 -3.4 -15.6 -2.6 -2.8 -6.7 -0.9 -6.5 -0.4 -4.9 4.0 -13.9 -6.9 -2.8 0.8 -17.1 -20.0 4.6 -2.3 SOYBEAN -1.8 17.8 -13.4 0.7 -4.8 1.1 -3.8 -2.3 -2.0 -16.5 -13.6 -17.6 -6.8 3.8 -8.7 -2.4 11.2 2.5 6.3 -6.3 -13.9 -12.7 -14.7 -5.3 -20.0 -1.8 -8.5 -4.4 -5.6 -4.1 -1.7 13.1 -12.5 -1.9 7.1 -20.0 -10.8 -20.0 -9.5 -20.0 SOYMEAL 4.7 8.7 -20.0 0.7 -4.3 1.0 -3.4 -2.0 -1.8 -2.0 -18.1 -4.8 -14.9 -2.7 -16.1 -5.2 6.9 -4.1 0.6 -13.7 -20.0 -0.6 -18.4 -4.0 -20.0 -4.3 -0.5 -7.9 1.0 -5.5 0.0 4.9 13.3 10.9 -2.3 -20.0 -20.0 -20.0 -20.0 -20.0 SOYOIL -7.3 20.0 0.0 0.5 -3.2 0.7 -2.5 -1.5 -1.3 -13.0 -11.2 -13.1 -10.2 -2.0 -2.0 -7.2 1.0 -6.6 -3.7 -3.0 -7.4 -18.0 -11.0 -7.6 -20.0 -0.2 -9.6 -0.7 -7.6 -1.9 -3.1 -4.3 -20.0 -14.7 5.0 -4.7 -20.0 -11.3 -10.0 5.0 SP400 -20.0 2.7 16.2 3.0 -7.3 4.8 -5.6 4.1 -1.5 -14.4 14.3 -12.9 13.0 -0.1 8.9 -4.6 -5.3 -5.1 -5.3 9.7 16.5 -20.0 13.9 -5.9 -11.6 3.8 -9.2 5.6 -6.3 4.7 -1.0 1.0 -8.3 8.3 4.0 -1.6 -11.8 -9.5 -9.6 -20.0 SP500_micro -20.0 -9.3 12.4 3.4 -8.3 5.6 -6.5 4.7 -1.7 -15.0 18.1 -13.1 18.1 1.1 13.7 -12.6 -11.7 -13.0 -12.6 12.6 20.0 -20.0 20.0 -5.2 -20.0 4.6 -9.1 8.5 -6.4 8.9 -1.4 -10.8 -4.0 3.1 0.2 13.2 -1.8 -3.8 7.1 -5.0 SUGAR11 -9.1 -6.8 -8.5 0.6 -3.9 0.9 -3.1 -1.9 -1.6 -16.0 -9.5 -16.6 3.5 -11.0 -6.5 10.8 17.0 12.9 15.2 -13.5 -10.7 -20.0 -2.0 -20.0 -20.0 -4.6 -15.3 -3.8 -12.8 -0.7 -7.7 20.0 -20.0 -20.0 -18.4 -13.7 20.0 6.8 20.0 20.0 US10 -14.2 -9.4 -0.7 -2.2 -5.2 -1.0 -4.5 -1.1 -3.3 -8.3 -0.6 -8.9 -3.7 -9.1 -8.5 -6.1 -7.8 -7.4 -7.8 -8.2 -4.8 -14.5 -5.4 -12.1 2.3 -2.4 -5.5 -0.9 -5.3 -1.0 -4.0 -9.2 -8.1 -4.5 -1.9 1.2 -20.0 -20.0 -10.9 4.9 US10U -13.8 -8.8 -0.4 -3.1 -7.4 -1.4 -6.3 -1.5 -4.7 -11.8 -0.8 -12.6 -5.0 -12.9 -12.3 -4.4 -0.9 -3.0 -1.7 -11.3 -6.8 -20.0 -8.2 -16.6 -0.2 -3.2 -8.4 -1.2 -7.7 -1.6 -5.7 2.3 -9.3 -5.0 -0.9 2.5 -20.0 -20.0 17.3 14.5 US2 -10.8 -13.3 -6.7 -1.9 -4.7 -0.9 -4.0 -1.0 -3.0 -7.0 -5.7 -7.5 -6.9 -8.0 -8.1 -20.0 -20.0 -20.0 -20.0 -10.0 -7.1 -12.2 -7.7 -12.0 10.6 -2.5 -3.1 -1.3 -3.7 -1.3 -3.4 -20.0 -7.4 -5.8 -7.4 -3.1 -20.0 -20.0 -20.0 -20.0 US20 -15.3 -7.7 2.0 -2.2 -5.3 -1.0 -4.5 -1.1 -3.4 -8.4 1.3 -9.0 -2.1 -8.9 -8.1 -0.4 -0.7 -0.2 -0.4 -6.8 -3.3 -14.4 -4.7 -11.3 -1.0 -1.7 -6.8 -0.2 -5.8 -0.8 -4.0 3.3 -6.5 -2.6 2.1 4.5 -20.0 -17.2 20.0 20.0 US30 -13.8 -6.6 1.9 -2.6 -6.3 -1.2 -5.4 -1.3 -4.0 -10.0 0.5 -10.7 -3.7 -10.6 -9.9 -4.3 -5.8 -6.2 -6.4 -7.7 -4.2 -16.0 -6.5 -12.6 -0.5 -2.1 -8.4 -0.3 -7.0 -1.3 -4.7 -6.2 -6.1 -2.2 3.7 4.4 -17.9 -14.1 20.0 20.0 US5 -13.4 -11.4 -4.1 -2.2 -5.2 -1.0 -4.5 -1.1 -3.3 -8.1 -2.6 -8.8 -4.9 -9.1 -8.7 -9.7 -10.2 -9.9 -10.1 -9.5 -5.8 -14.7 -5.9 -13.0 4.9 -2.6 -4.7 -1.1 -4.9 -1.0 -4.0 -13.2 -9.8 -5.7 -4.5 -0.6 -20.0 -20.0 -17.0 -7.5 VIX 11.2 16.7 11.4 -3.1 12.7 -9.2 11.1 -15.0 4.2 11.1 -20.0 13.3 -20.0 5.8 -11.5 -20.0 -20.0 -20.0 -20.0 -3.2 -17.2 15.7 -20.0 7.5 NaN -3.2 13.6 -11.0 11.4 -18.8 4.6 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 12.6 7.3 -3.3 0.7 -4.8 1.1 -3.8 -2.3 -2.0 -16.6 -14.0 -0.3 -20.0 10.4 -7.6 -19.1 -12.7 -16.4 -14.3 -4.3 -16.6 -2.1 -20.0 2.7 1.9 -2.5 -4.7 -6.7 -0.9 -8.6 1.0 -20.0 3.7 19.3 -3.5 -20.0 -5.9 -20.0 -1.0 -20.0 End of report for caleb_strategy_v3