******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240422_204012 produced at 2024-04-22 21:38:10.533054 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.30 0.0 0.00 0.00 0.00 0.00 -18.99 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False False 0.03 -0.21 -0.40 0.0 0.42 -0.42 -0.21 -0.21 -15.20 16.0 -8 -8 caleb_strategy_v3 SHATZ False True 0.03 0.00 -0.29 0.0 0.00 0.00 0.00 0.00 -9.01 24.0 0 0 caleb_strategy_v3 US2 False True 0.06 0.00 -0.29 0.0 0.00 0.00 0.00 0.00 -4.98 13.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.07 -0.07 -0.21 0.0 0.74 -0.74 -0.07 -0.30 -2.79 10.0 -1 -4 caleb_strategy_v3 CHF False False 0.04 -0.35 -0.19 0.0 0.51 -0.51 -0.35 -0.35 -4.80 13.0 -9 -9 caleb_strategy_v3 VIX False False 0.00 -0.08 -0.18 0.0 0.08 -0.08 -0.08 -0.08 -37.60 17.0 -17 -17 caleb_strategy_v3 JPY False False 0.02 -0.02 -0.15 0.0 0.39 -0.39 -0.02 -0.02 -6.66 17.0 -1 -1 caleb_strategy_v3 CAD False False 0.02 -0.02 -0.12 0.0 0.60 -0.60 -0.02 -0.02 -5.89 29.0 -1 -1 caleb_strategy_v3 US5 False False 0.03 -0.42 -0.10 0.0 0.75 -0.75 -0.42 -0.39 -3.32 25.0 -14 -13 caleb_strategy_v3 EUR False False 0.04 -0.15 -0.08 0.0 0.53 -0.53 -0.15 -0.15 -2.11 14.0 -4 -4 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.04 -0.07 0.0 0.04 -0.04 -0.04 -0.04 -42.96 26.0 -25 -25 caleb_strategy_v3 GBP False False 0.02 0.00 -0.06 0.0 0.48 -0.48 0.00 0.00 -2.82 22.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.07 -0.06 0.0 0.08 -0.08 -0.07 -0.07 -9.07 12.0 -11 -10 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.05 0.0 0.14 -0.14 -0.02 -0.02 -19.42 51.0 -6 -6 caleb_strategy_v3 US10 False False 0.03 0.00 -0.05 0.0 0.52 -0.52 0.00 0.00 -1.74 17.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.00 0.00 -0.05 0.0 0.01 -0.01 0.00 0.00 -12.52 3.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.05 0.0 0.36 -0.36 0.00 0.00 -8.85 66.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 -0.02 -0.04 0.0 0.19 -0.19 -0.02 -0.02 -13.50 68.0 -7 -8 caleb_strategy_v3 BOBL False False 0.04 -0.61 -0.04 0.0 0.68 -0.68 -0.61 -0.61 -1.17 19.0 -17 -17 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.00 -0.04 0.0 0.23 -0.23 0.00 -0.01 -4.04 23.0 0 -1 caleb_strategy_v3 SP400 False False 0.08 -0.08 -0.04 0.0 0.16 -0.16 -0.08 -0.08 -0.46 2.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.01 -0.09 -0.04 0.0 0.35 -0.35 -0.09 -0.06 -5.81 48.0 -12 -9 caleb_strategy_v3 NZD False False 0.02 -0.05 -0.04 0.0 0.35 -0.35 -0.05 -0.05 -2.51 21.0 -3 -3 caleb_strategy_v3 AUD False False 0.02 -0.06 -0.04 0.0 0.35 -0.35 -0.06 -0.06 -2.42 19.0 -3 -3 caleb_strategy_v3 SOYBEAN False False 0.02 -0.05 -0.03 0.0 0.12 -0.12 -0.05 -0.05 -1.54 7.0 -3 -3 caleb_strategy_v3 FEEDCOW False False 0.04 -0.04 -0.03 0.0 0.29 -0.29 -0.04 -0.04 -0.90 8.0 -1 -1 caleb_strategy_v3 US10U False False 0.03 -0.13 -0.03 0.0 0.41 -0.41 -0.13 -0.13 -0.94 13.0 -4 -4 caleb_strategy_v3 OATIES False True 0.00 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -5.71 2.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 -0.02 0.0 0.05 -0.05 0.00 0.00 -1.48 5.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -2.01 9.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.05 -0.02 0.0 0.08 -0.08 -0.05 -0.05 -2.17 10.0 -6 -6 caleb_strategy_v3 COTTON2 False False 0.01 -0.04 -0.02 0.0 0.13 -0.13 -0.04 -0.04 -1.92 11.0 -3 -3 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.02 0.0 0.11 -0.11 -0.01 -0.01 -3.13 18.0 -1 -1 caleb_strategy_v3 NIKKEI False False 0.01 0.04 -0.02 0.0 0.25 -0.25 0.04 0.02 -3.28 36.0 6 3 caleb_strategy_v3 US20 False True 0.03 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.36 9.0 0 0 caleb_strategy_v3 US30 False False 0.03 0.00 -0.01 0.0 0.21 -0.21 0.00 -0.03 -0.35 6.0 0 -1 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.01 0.0 0.07 -0.07 -0.01 -0.01 -1.11 8.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.01 -0.06 -0.01 0.0 0.08 -0.08 -0.06 -0.06 -1.64 9.0 -7 -7 caleb_strategy_v3 BUXL False False 0.04 -0.08 -0.01 0.0 0.16 -0.16 -0.08 -0.08 -0.15 4.0 -2 -2 caleb_strategy_v3 BUND False False 0.04 -0.04 -0.01 0.0 0.40 -0.40 -0.04 -0.04 -0.27 10.0 -1 -1 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -5.47 59.0 0 0 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.00 0.0 0.06 -0.06 0.00 0.00 -0.16 2.0 0 0 caleb_strategy_v3 HEATOIL False False 0.03 0.06 -0.00 0.0 0.09 -0.09 0.06 0.03 -0.05 3.0 2 1 caleb_strategy_v3 RICE False False 0.01 0.00 0.00 0.0 0.03 -0.03 0.00 0.00 0.35 4.0 0 0 caleb_strategy_v3 OAT False False 0.04 0.15 0.01 0.0 0.38 -0.38 0.15 0.15 0.28 10.0 4 4 caleb_strategy_v3 COFFEE False False 0.02 0.05 0.01 0.0 0.15 -0.15 0.05 0.05 0.54 6.0 2 2 caleb_strategy_v3 PLAT False False 0.01 0.01 0.01 0.0 0.13 -0.13 0.01 0.01 0.56 10.0 1 1 caleb_strategy_v3 COCOA False False 0.03 0.06 0.02 0.0 0.81 -0.81 0.06 0.06 0.49 26.0 2 2 caleb_strategy_v3 BTP False False 0.04 0.11 0.02 0.0 0.36 -0.36 0.11 0.11 0.43 10.0 3 3 caleb_strategy_v3 GASOIL False False 0.02 0.00 0.02 0.0 0.09 -0.09 0.00 0.00 0.84 4.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.00 0.02 0.0 0.05 -0.05 0.00 0.00 1.12 3.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 0.02 0.0 0.27 -0.27 0.00 0.00 1.52 23.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 0.01 0.02 0.0 0.37 -0.37 0.01 0.01 3.58 56.0 2 1 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 0.03 0.0 0.00 -0.00 0.00 0.00 1.45 0.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 0.04 0.04 0.0 0.16 -0.16 0.04 0.04 3.60 13.0 3 3 caleb_strategy_v3 LIVECOW False False 0.02 0.04 0.05 0.0 0.34 -0.34 0.04 0.04 2.34 17.0 2 2 caleb_strategy_v3 GASOLINE False False 0.03 0.13 0.06 0.0 0.13 -0.13 0.13 0.13 1.97 4.0 4 4 caleb_strategy_v3 DAX False False 0.01 0.05 0.09 0.0 0.32 -0.32 0.05 0.05 16.92 58.0 9 9 caleb_strategy_v3 EUROSTX False False 0.01 0.16 0.09 0.0 0.30 -0.30 0.16 0.16 5.74 20.0 11 11 caleb_strategy_v3 CAC True False 0.02 0.00 0.10 0.0 0.00 0.00 0.00 0.00 4.13 12.0 0 0 caleb_strategy_v3 SMI False True 0.04 0.25 0.10 0.0 0.25 0.00 0.25 0.25 2.94 9.0 7 7 caleb_strategy_v3 DX False False 0.03 0.00 0.17 0.0 999.00 -999.00 0.00 0.00 5.70 999999999.0 0 0 caleb_strategy_v3 COPPER False False 0.03 0.19 0.18 0.0 0.19 -0.19 0.19 0.19 5.52 6.0 6 6 caleb_strategy_v3 CRUDE_W False False 0.02 0.09 0.24 0.0 0.11 -0.11 0.09 0.09 11.06 5.0 4 4 caleb_strategy_v3 MXP False False 0.01 0.37 0.34 0.0 0.49 -0.49 0.37 0.36 40.68 60.0 45 44 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 15.7 Shocked risk 47.3 Sum abs risk 56.7 Leverage 5.95 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3510304.36, 'annual_cash_vol_target': 877576.09, 'daily_cash_vol_target': 54848.505625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0043 0.6462 0.6709 10.7342 BITCOIN 1976.4345 67115.0000 2.9448 47.1176 BOBL 0.2751 117.1500 0.2349 3.7576 BTP 0.6287 117.7000 0.5342 8.5466 BUND 0.5479 131.2400 0.4175 6.6800 BUXL 1.2759 130.9200 0.9745 15.5925 CAC 50.8242 8023.5000 0.6334 10.1351 CAD 0.0029 0.7308 0.3939 6.3018 CANOLA 7.6689 640.1000 1.1981 19.1694 CHF 0.0047 1.1044 0.4298 6.8772 COCOA 273.4929 10929.0000 2.5025 40.0392 COFFEE 3.8969 229.0500 1.7013 27.2216 COPPER 0.0455 4.5135 1.0082 16.1307 CORN 5.1187 472.2500 1.0839 17.3423 COTTON2 1.3095 82.4200 1.5888 25.4209 CRUDE_W 0.8410 77.6900 1.0826 17.3211 DAX 127.8165 18159.0000 0.7039 11.2620 DOW 250.1939 38574.0000 0.6486 10.3777 DX 0.3653 105.9450 0.3448 5.5166 EUR 0.0047 1.0680 0.4377 7.0025 EURIBOR-ICE 0.0516 97.4100 0.0530 0.8480 EUROSTX 36.0612 4922.0000 0.7327 11.7225 FEEDCOW 2.2145 258.0750 0.8581 13.7293 GASOIL 11.3419 787.5000 1.4402 23.0438 GASOLINE 0.0343 2.6285 1.3060 20.8966 GAS_US_mini 0.0743 2.3800 3.1235 49.9757 GBP 0.0061 1.2361 0.4905 7.8488 GOLD_micro 21.5170 2343.2000 0.9183 14.6924 HEATOIL 0.0365 2.5781 1.4156 22.6493 JGB-SGX-mini 0.2297 144.2600 0.1592 2.5478 JPY 0.0000 0.0065 0.5020 8.0321 LEANHOG 1.2919 107.6000 1.2007 19.2110 LIVECOW 1.4374 178.0500 0.8073 12.9172 LUMBER-new 6.8194 522.0000 1.3064 20.9022 MILK 0.2673 18.4500 1.4486 23.1780 MXP 0.0004 0.0578 0.6718 10.7481 NASDAQ_micro 164.0282 17404.7500 0.9424 15.0789 NIKKEI 417.0894 37805.0000 1.1033 17.6522 NZD 0.0038 0.5920 0.6470 10.3514 OAT 0.5409 126.2800 0.4283 6.8528 OATIES 5.1816 350.2500 1.4794 23.6702 OJ 5.5089 367.8500 1.4976 23.9616 PALLAD 24.8304 1018.5000 2.4379 39.0070 PLAT 14.9860 931.9000 1.6081 25.7297 REDWHEAT 10.0757 614.7500 1.6390 26.2240 RICE 0.2550 15.1100 1.6873 26.9967 ROBUSTA 58.3245 4134.0000 1.4108 22.5736 RUSSELL 22.4355 1988.5000 1.1283 18.0522 SHATZ 0.0851 105.3900 0.0808 1.2920 SILVER-mini 0.5203 27.5250 1.8903 30.2452 SMI 78.1416 11341.0000 0.6890 11.0243 SOFR 0.0701 95.8950 0.0731 1.1701 SOYBEAN 9.8981 1171.7500 0.8447 13.5157 SOYMEAL 3.9839 345.0000 1.1548 18.4762 SOYOIL 0.6523 45.8600 1.4224 22.7592 SP400 25.3304 2892.3000 0.8758 14.0126 SP500_micro 35.9508 5062.5000 0.7101 11.3622 SUGAR11 0.2858 19.6500 1.4544 23.2705 US10 0.4270 107.8906 0.3958 6.3326 US10U 0.5590 110.8125 0.5045 8.0720 US2 0.1155 101.5234 0.1138 1.8200 US20 0.8236 114.5625 0.7189 11.5027 US30 1.1912 120.9062 0.9852 15.7636 US5 0.2827 105.0469 0.2691 4.3062 VIX 0.5117 17.2000 2.9753 47.6041 WHEAT 9.0039 629.2500 1.4309 22.8944 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 646.15 0.67 433.49 1.00 433.49 54848.51 126.53 -7.37 -93.23 BITCOIN 67.11 2.94 197.64 1.00 197.64 54848.51 277.51 -1.82 -50.53 BOBL 1171.50 0.23 275.13 1.06 292.49 54848.51 187.52 -6.17 -115.74 BTP 1177.00 0.53 628.71 1.06 668.38 54848.51 82.06 1.53 12.54 BUND 1312.40 0.42 547.93 1.06 582.51 54848.51 94.16 -2.84 -26.79 BUXL 1309.20 0.97 1275.86 1.06 1356.37 54848.51 40.44 -3.69 -14.93 CAC 802.35 0.63 508.24 1.06 540.31 54848.51 101.51 11.94 121.21 CAD 730.75 0.39 287.82 1.00 287.82 54848.51 190.57 -11.91 -226.94 CANOLA 128.02 1.20 153.38 0.73 111.25 54848.51 493.03 -16.19 -798.09 CHF 1380.44 0.43 593.35 1.00 593.35 54848.51 92.44 -20.00 -184.88 COCOA 1092.90 2.50 2734.93 1.00 2734.93 54848.51 20.05 11.33 22.73 COFFEE 858.94 1.70 1461.35 1.00 1461.35 54848.51 37.53 12.29 46.12 COPPER 1128.37 1.01 1137.59 1.00 1137.59 54848.51 48.21 10.57 50.97 CORN 236.12 1.08 255.93 1.00 255.93 54848.51 214.31 -17.39 -372.68 COTTON2 412.10 1.59 654.75 1.00 654.75 54848.51 83.77 -10.69 -89.52 CRUDE_W 776.90 1.08 841.05 1.00 841.05 54848.51 65.21 15.66 102.12 DAX 181.59 0.70 127.82 1.06 135.88 54848.51 403.65 12.29 496.04 DOW 192.87 0.65 125.10 1.00 125.10 54848.51 438.45 -8.69 -381.01 DX 1059.45 0.34 365.29 1.00 365.29 54848.51 150.15 14.64 219.84 EUR 1335.00 0.44 584.27 1.00 584.27 54848.51 93.88 -8.68 -81.51 EURIBOR-ICE 2435.25 0.05 129.07 1.06 137.22 54848.51 399.71 -2.05 -81.84 EUROSTX 492.20 0.73 360.61 1.06 383.37 54848.51 143.07 11.76 168.19 FEEDCOW 1290.38 0.86 1107.25 1.00 1107.25 54848.51 49.54 -5.47 -27.10 GASOIL 787.50 1.44 1134.19 1.00 1134.19 54848.51 48.36 4.01 19.38 GASOLINE 1103.97 1.31 1441.83 1.00 1441.83 54848.51 38.04 11.95 45.46 GAS_US_mini 59.50 3.12 185.85 1.00 185.85 54848.51 295.13 -13.44 -396.70 GBP 772.56 0.49 378.98 1.00 378.98 54848.51 144.73 -7.51 -108.68 GOLD_micro 234.32 0.92 215.17 1.00 215.17 54848.51 254.91 4.12 105.09 HEATOIL 1082.80 1.42 1532.79 1.00 1532.79 54848.51 35.78 -0.35 -1.27 JGB-SGX-mini 144260.00 0.16 22971.79 0.01 148.90 54848.51 368.36 -3.81 -140.40 JPY 814.38 0.50 408.82 1.00 408.82 54848.51 134.16 -19.14 -256.79 LEANHOG 430.40 1.20 516.78 1.00 516.78 54848.51 106.14 5.58 59.18 LIVECOW 712.20 0.81 574.98 1.00 574.98 54848.51 95.39 7.41 70.65 LUMBER-new 143.55 1.31 187.53 1.00 187.53 54848.51 292.48 -20.00 -584.95 MILK 369.00 1.45 534.54 1.00 534.54 54848.51 102.61 -6.72 -68.92 MXP 289.10 0.67 194.21 1.00 194.21 54848.51 282.43 9.81 277.19 NASDAQ_micro 348.10 0.94 328.06 1.00 328.06 54848.51 167.19 -10.39 -173.72 NIKKEI 37805.00 1.10 41708.94 0.01 270.35 54848.51 202.88 -1.49 -30.32 NZD 591.95 0.65 382.97 1.00 382.97 54848.51 143.22 -6.77 -96.91 OAT 1262.80 0.43 540.86 1.06 574.99 54848.51 95.39 0.87 8.29 OATIES 175.12 1.48 259.08 1.00 259.08 54848.51 211.71 -11.09 -234.77 OJ 551.78 1.50 826.34 1.00 826.34 54848.51 66.38 7.88 52.30 PALLAD 1018.50 2.44 2483.04 1.00 2483.04 54848.51 22.09 -2.12 -4.68 PLAT 465.95 1.61 749.30 1.00 749.30 54848.51 73.20 2.23 16.30 REDWHEAT 307.38 1.64 503.79 1.00 503.79 54848.51 108.87 -7.69 -83.71 RICE 302.20 1.69 509.90 1.00 509.90 54848.51 107.57 1.35 14.48 ROBUSTA 413.40 1.41 583.24 1.00 583.24 54848.51 94.04 13.80 129.79 RUSSELL 99.42 1.13 112.18 1.00 112.18 54848.51 488.94 -8.33 -407.46 SHATZ 1053.90 0.08 85.11 1.06 90.48 54848.51 606.22 -14.65 -888.29 SILVER-mini 688.12 1.89 1300.78 1.00 1300.78 54848.51 42.17 10.08 42.50 SMI 1134.10 0.69 781.42 1.10 860.18 54848.51 63.76 13.50 86.07 SOFR 2397.38 0.07 175.32 1.00 175.32 54848.51 312.84 -9.99 -312.54 SOYBEAN 585.88 0.84 494.91 1.00 494.91 54848.51 110.83 -14.90 -165.12 SOYMEAL 345.00 1.15 398.39 1.00 398.39 54848.51 137.67 -15.68 -215.86 SOYOIL 275.16 1.42 391.40 1.00 391.40 54848.51 140.13 -16.66 -233.42 SP400 2892.30 0.88 2533.04 1.00 2533.04 54848.51 21.65 -6.44 -13.94 SP500_micro 253.12 0.71 179.75 1.00 179.75 54848.51 305.13 -8.19 -249.92 SUGAR11 220.08 1.45 320.09 1.00 320.09 54848.51 171.36 -8.59 -147.13 US10 1078.91 0.40 427.02 1.00 427.02 54848.51 128.45 -10.68 -137.22 US10U 1108.12 0.50 559.05 1.00 559.05 54848.51 98.11 -7.56 -74.17 US2 2030.47 0.11 230.97 1.00 230.97 54848.51 237.47 -16.56 -393.20 US20 1145.62 0.72 823.61 1.00 823.61 54848.51 66.60 -4.21 -28.02 US30 1209.06 0.99 1191.20 1.00 1191.20 54848.51 46.04 -5.93 -27.33 US5 1050.47 0.27 282.72 1.00 282.72 54848.51 194.00 -13.50 -261.87 VIX 172.00 2.98 511.74 1.00 511.74 54848.51 107.18 -14.21 -152.33 WHEAT 314.62 1.43 450.20 1.00 450.20 54848.51 121.83 -10.15 -123.66 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -93.230 0.010 2.5 -2.419 BITCOIN -50.527 0.043 2.5 -5.471 BOBL -115.743 0.004 2.5 -1.174 BTP 12.540 0.014 2.5 0.428 BUND -26.788 0.004 2.5 -0.272 BUXL -14.931 0.004 2.5 -0.151 CAC 121.213 0.014 2.5 4.134 CAD -226.940 0.010 2.5 -5.888 CANOLA -798.091 0.010 2.5 -19.416 CHF -184.879 0.010 2.5 -4.797 COCOA 22.730 0.009 2.5 0.487 COFFEE 46.122 0.005 2.5 0.539 COPPER 50.969 0.043 2.5 5.519 CORN -372.684 0.010 2.5 -9.067 COTTON2 -89.523 0.009 2.5 -1.917 CRUDE_W 102.118 0.043 2.5 11.058 DAX 496.041 0.014 2.5 16.919 DOW -381.008 0.009 2.5 -8.855 DX 219.836 0.010 2.5 5.704 EUR -81.506 0.010 2.5 -2.115 EURIBOR-ICE -81.836 0.014 2.5 -2.791 EUROSTX 168.186 0.014 2.5 5.737 FEEDCOW -27.096 0.013 2.5 -0.898 GASOIL 19.378 0.017 2.5 0.840 GASOLINE 45.456 0.017 2.5 1.970 GAS_US_mini -396.703 0.043 2.5 -42.958 GBP -108.681 0.010 2.5 -2.820 GOLD_micro 105.091 0.014 2.5 3.584 HEATOIL -1.267 0.017 2.5 -0.055 JGB-SGX-mini -140.399 0.043 2.5 -15.203 JPY -256.787 0.010 2.5 -6.663 LEANHOG 59.175 0.024 2.5 3.596 LIVECOW 70.649 0.013 2.5 2.341 LUMBER-new -584.950 0.009 2.5 -12.518 MILK -68.924 0.009 2.5 -1.476 MXP 277.185 0.059 2.5 40.683 NASDAQ_micro -173.723 0.009 2.5 -4.037 NIKKEI -30.315 0.043 2.5 -3.283 NZD -96.910 0.010 2.5 -2.514 OAT 8.288 0.014 2.5 0.283 OATIES -234.774 0.010 2.5 -5.712 OJ 52.297 0.009 2.5 1.120 PALLAD -4.678 0.014 2.5 -0.160 PLAT 16.297 0.014 2.5 0.556 REDWHEAT -83.706 0.005 2.5 -1.110 RICE 14.484 0.010 2.5 0.352 ROBUSTA 129.787 0.005 2.5 1.516 RUSSELL -407.456 0.013 2.5 -13.502 SHATZ -888.287 0.004 2.5 -9.008 SILVER-mini 42.499 0.014 2.5 1.450 SMI 86.073 0.014 2.5 2.936 SOFR -312.542 0.024 2.5 -18.994 SOYBEAN -165.122 0.004 2.5 -1.536 SOYMEAL -215.863 0.004 2.5 -2.008 SOYOIL -233.425 0.004 2.5 -2.173 SP400 -13.942 0.013 2.5 -0.462 SP500_micro -249.915 0.009 2.5 -5.808 SUGAR11 -147.131 0.009 2.5 -3.129 US10 -137.218 0.005 2.5 -1.739 US10U -74.168 0.005 2.5 -0.940 US2 -393.196 0.005 2.5 -4.982 US20 -28.017 0.005 2.5 -0.355 US30 -27.326 0.005 2.5 -0.346 US5 -261.871 0.005 2.5 -3.318 VIX -152.329 0.099 2.5 -37.601 WHEAT -123.663 0.005 2.5 -1.640 ===================== Position diags ===================== AUD 3.28 BITCOIN 30.05 BOBL 1.90 BTP 2.80 BUND 0.95 BUXL 0.41 CAC 3.46 CAD 4.94 CANOLA 11.99 CHF 2.40 COCOA 0.43 COFFEE 0.44 COPPER 5.22 CORN 5.21 COTTON2 1.79 CRUDE_W 7.06 DAX 13.77 DOW 10.19 DX 3.90 EUR 2.44 EURIBOR-ICE 13.63 EUROSTX 4.88 FEEDCOW 1.64 GASOIL 2.10 GASOLINE 1.65 GAS_US_mini 31.96 GBP 3.76 GOLD_micro 8.69 HEATOIL 1.55 JGB-SGX-mini 39.89 JPY 3.48 LEANHOG 6.45 LIVECOW 3.16 LUMBER-new 6.26 MILK 2.20 MXP 41.45 NASDAQ_micro 3.89 NIKKEI 21.97 NZD 3.72 OAT 3.25 OATIES 5.15 OJ 1.42 PALLAD 0.75 PLAT 2.50 REDWHEAT 1.44 RICE 2.62 ROBUSTA 1.10 RUSSELL 16.20 SHATZ 6.15 SILVER-mini 1.44 SMI 2.17 SOFR 19.01 SOYBEAN 1.03 SOYMEAL 1.28 SOYOIL 1.30 SP400 0.72 SP500_micro 7.09 SUGAR11 3.64 US10 1.63 US10U 1.24 US2 3.01 US20 0.84 US30 0.58 US5 2.46 VIX 26.46 WHEAT 1.62 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.4 -2.7 -2.1 -3.0 -3 BITCOIN -5.5 -8.5 -2.5 0.0 0 BOBL -1.2 -1.4 -1.0 -17.0 -17 BTP 0.4 0.1 0.7 3.0 3 BUND -0.3 -0.4 -0.2 -1.0 -1 BUXL -0.2 -0.2 -0.1 -2.0 -2 CAC 4.1 3.8 4.5 0.0 0 CAD -5.9 -6.4 -5.4 -1.0 -1 CANOLA -19.4 -20.6 -18.2 -6.0 -6 CHF -4.8 -5.0 -4.6 -9.0 -9 COCOA 0.5 0.4 0.5 2.0 2 COFFEE 0.5 0.5 0.6 2.0 2 COPPER 5.5 5.0 6.0 6.0 6 CORN -9.1 -9.6 -8.5 -11.0 -11 COTTON2 -1.9 -2.1 -1.7 -3.0 -3 CRUDE_W 11.1 10.4 11.8 4.0 4 DAX 16.9 15.5 18.3 9.0 9 DOW -8.9 -9.9 -7.8 0.0 0 DX 5.7 5.3 6.1 NaN 0 EUR -2.1 -2.4 -1.9 -4.0 -4 EURIBOR-ICE -2.8 -4.2 -1.4 -1.0 -1 EUROSTX 5.7 5.2 6.2 11.0 11 FEEDCOW -0.9 -1.1 -0.7 -1.0 -1 GASOIL 0.8 0.6 1.0 0.0 0 GASOLINE 2.0 1.8 2.1 4.0 4 GAS_US_mini -43.0 -46.2 -39.8 -25.0 -25 GBP -2.8 -3.2 -2.4 0.0 0 GOLD_micro 3.6 2.7 4.5 2.0 2 HEATOIL -0.1 -0.2 0.1 2.0 2 JGB-SGX-mini -15.2 -19.2 -11.2 -8.0 -8 JPY -6.7 -7.0 -6.3 -1.0 -1 LEANHOG 3.6 3.0 4.2 3.0 3 LIVECOW 2.3 2.0 2.7 2.0 2 LUMBER-new -12.5 -13.1 -11.9 NaN 0 MILK -1.5 -1.7 -1.3 NaN 0 MXP 40.7 36.5 44.8 45.0 45 NASDAQ_micro -4.0 -4.4 -3.6 0.0 0 NIKKEI -3.3 -5.5 -1.1 6.0 6 NZD -2.5 -2.9 -2.1 -3.0 -3 OAT 0.3 -0.0 0.6 4.0 4 OATIES -5.7 -6.2 -5.2 NaN 0 OJ 1.1 1.0 1.3 NaN 0 PALLAD -0.2 -0.2 -0.1 0.0 0 PLAT 0.6 0.3 0.8 1.0 1 REDWHEAT -1.1 -1.3 -1.0 -1.0 -1 RICE 0.4 0.1 0.6 NaN 0 ROBUSTA 1.5 1.4 1.6 0.0 0 RUSSELL -13.5 -15.1 -11.9 -7.0 -7 SHATZ -9.0 -9.6 -8.4 NaN 0 SILVER-mini 1.4 1.3 1.6 NaN 0 SMI 2.9 2.7 3.2 7.0 7 SOFR -19.0 -20.9 -17.1 NaN 0 SOYBEAN -1.5 -1.6 -1.4 -3.0 -3 SOYMEAL -2.0 -2.1 -1.9 0.0 0 SOYOIL -2.2 -2.3 -2.0 -6.0 -6 SP400 -0.5 -0.5 -0.4 -1.0 -1 SP500_micro -5.8 -6.5 -5.1 -12.0 -12 SUGAR11 -3.1 -3.5 -2.8 -1.0 -1 US10 -1.7 -1.9 -1.6 0.0 0 US10U -0.9 -1.1 -0.8 -4.0 -4 US2 -5.0 -5.3 -4.7 NaN 0 US20 -0.4 -0.4 -0.3 0.0 0 US30 -0.3 -0.4 -0.3 0.0 0 US5 -3.3 -3.6 -3.1 -14.0 -14 VIX -37.6 -40.2 -35.0 -17.0 -17 WHEAT -1.6 -1.8 -1.5 -7.0 -7 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 -0.2 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.2 -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 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 0.1 0.3 0.1 -0.1 -0.7 -0.3 -0.4 -0.1 BITCOIN -0.6 -0.1 0.3 0.0 0.0 0.1 0.0 0.0 0.1 -0.0 0.4 -0.1 0.5 0.0 0.1 -0.2 -0.1 -0.2 -0.2 0.1 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 -0.1 -0.1 -0.1 0.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.6 0.1 0.3 0.2 -0.1 -0.6 -0.7 0.2 -0.5 BTP -0.5 -0.3 0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.3 -0.1 0.3 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 0.1 -0.0 0.2 -0.1 -2.5 0.0 0.0 0.2 -0.0 0.2 -0.0 0.8 0.4 0.5 0.6 0.5 -0.2 -0.4 0.7 0.1 BUND -0.2 -0.2 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.2 0.0 -0.1 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 0.4 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.1 0.2 0.5 0.3 0.0 -0.6 -0.7 0.5 -0.3 BUXL -0.2 -0.2 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.1 -0.0 0.0 0.0 0.0 0.3 0.6 0.5 0.2 -0.7 -0.7 -0.1 -0.1 CAC -0.6 -0.0 0.6 0.0 -0.0 0.2 -0.1 0.2 -0.1 0.1 0.5 -0.1 0.7 -0.0 0.2 0.4 0.0 0.3 0.1 0.2 0.2 -0.0 0.5 -0.0 -1.6 0.1 0.0 0.3 -0.0 0.3 0.0 0.9 0.5 0.6 0.6 0.2 -0.3 0.3 -0.2 0.5 CAD -0.4 -0.3 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 -0.0 -0.3 -0.1 -0.3 -0.2 -0.2 -0.1 -0.0 -0.0 -0.0 -0.2 -0.1 -0.1 -0.2 -0.2 -0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.4 0.1 -0.2 -0.2 -0.7 -0.6 -0.2 -0.4 CANOLA -0.1 0.6 0.2 0.0 0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.2 -0.1 -0.3 0.0 0.0 -0.3 -0.1 -0.3 -0.3 -0.0 -0.1 -0.0 -0.3 -0.0 -2.7 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -1.0 -0.3 -0.2 0.4 -0.4 -0.7 -0.6 -0.4 -0.1 CHF -0.3 -0.6 -0.6 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.4 -0.2 -0.3 -0.2 -0.2 -0.3 -0.3 -0.3 -0.3 -0.2 -0.2 -0.1 -0.3 -0.2 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -1.1 0.5 -0.2 -0.6 -0.6 -0.2 -0.6 0.1 -0.5 COCOA -0.6 0.4 -0.2 0.0 0.0 0.0 0.0 -0.0 -0.0 0.0 0.2 0.1 0.3 0.1 0.1 0.4 0.3 0.4 0.4 0.2 0.2 0.2 0.4 0.2 -2.2 0.0 0.0 0.1 0.0 0.1 0.0 1.1 0.5 0.6 0.6 0.6 0.0 -0.0 0.2 0.3 COFFEE 0.6 0.5 0.4 0.0 0.1 0.0 0.0 -0.1 -0.0 0.1 0.5 0.2 0.5 0.2 0.2 0.3 0.2 0.2 0.2 0.2 0.2 0.2 0.4 0.2 -2.7 0.1 0.0 0.1 0.1 0.1 0.1 0.8 0.5 0.6 0.6 0.6 -0.1 -0.7 0.2 -0.3 COPPER 0.6 0.6 0.6 0.1 0.0 0.1 0.0 0.0 0.1 0.2 0.4 0.2 0.2 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.3 0.2 -2.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.5 0.6 0.6 0.6 -0.7 -0.1 0.3 0.2 CORN 0.0 0.5 0.3 0.0 0.1 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 -0.2 -0.0 0.3 -0.6 -0.4 -0.7 -0.4 0.0 COTTON2 -0.6 -0.6 0.5 0.0 0.1 0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 0.4 0.1 0.2 0.1 -0.1 -0.0 -0.2 0.0 -0.2 -2.7 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.3 -0.5 -0.6 -0.5 0.6 -0.4 -0.5 0.0 0.1 CRUDE_W 0.1 0.5 0.3 0.1 -0.1 0.2 -0.1 0.2 0.0 -0.2 0.3 -0.0 0.5 0.2 0.2 0.4 0.2 0.3 0.3 0.2 0.2 -0.1 0.5 0.1 -0.7 0.1 -0.1 0.2 -0.1 0.2 0.0 -0.1 -0.2 0.3 0.4 -0.0 0.7 0.6 0.7 0.7 DAX -0.6 -0.1 0.5 0.0 -0.0 0.1 -0.1 0.2 -0.1 -0.0 0.5 -0.2 0.7 -0.0 0.1 -0.2 -0.2 -0.3 -0.3 0.2 0.2 -0.1 0.5 -0.1 2.0 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.6 0.1 0.6 0.6 0.5 -0.1 0.3 0.2 0.7 DOW -0.6 -0.6 -0.0 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.0 0.3 -0.1 0.5 -0.1 -0.0 -0.2 -0.2 -0.2 -0.2 -0.0 0.1 -0.1 0.4 -0.2 -1.6 0.0 0.0 0.1 -0.0 0.3 -0.0 -0.5 0.2 0.3 -0.4 -0.1 -0.1 -0.2 0.2 -0.5 DX 0.5 0.4 0.3 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 0.2 0.3 0.2 0.3 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 0.0 0.1 0.1 0.1 0.1 0.8 0.5 0.6 0.6 0.6 0.7 0.1 0.7 0.4 EUR -0.4 -0.2 -0.2 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 2.3 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.4 -0.0 -0.0 0.0 0.0 -0.7 -0.5 -0.7 -0.4 EURIBOR-ICE -0.5 -0.5 -0.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 1.7 -0.0 -0.0 0.0 -0.0 0.0 -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 -0.0 0.2 -0.1 0.2 -0.1 -0.0 0.5 -0.2 0.7 -0.0 0.2 -0.1 0.0 -0.0 0.0 0.2 0.2 -0.1 0.5 -0.0 -0.1 0.1 0.0 0.3 -0.0 0.3 0.0 0.6 0.4 0.6 0.6 0.6 -0.5 0.3 -0.4 0.5 FEEDCOW -0.6 -0.6 0.3 0.0 0.1 0.0 0.0 -0.1 -0.0 0.1 -0.1 0.0 -0.1 -0.1 -0.0 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 0.1 -0.0 -0.1 -0.8 -0.0 0.1 -0.0 0.0 0.1 -0.0 -1.1 0.5 -0.5 -0.6 0.2 0.7 0.7 0.7 0.7 GASOIL -0.1 0.1 0.3 0.1 -0.1 0.1 -0.0 0.1 0.0 -0.1 0.3 -0.1 0.5 0.0 0.2 0.1 0.4 0.3 0.4 0.1 0.2 -0.2 0.5 -0.0 0.9 0.0 -0.1 0.2 -0.1 0.3 -0.0 0.7 -0.4 -0.3 -0.3 -0.1 -0.4 -0.3 -0.7 -0.6 GASOLINE -0.1 0.5 0.5 0.1 -0.1 0.2 -0.0 0.2 0.0 -0.2 0.5 -0.1 0.6 0.2 0.2 0.4 0.2 0.3 0.2 0.2 0.2 -0.1 0.5 0.1 -2.7 0.1 -0.1 0.2 -0.0 0.3 0.0 -0.2 0.0 -0.0 0.3 0.3 0.7 0.7 0.7 0.7 GAS_US_mini 0.2 0.0 -0.4 0.0 -0.0 0.1 -0.0 0.1 0.0 0.0 -0.5 -0.0 -0.7 -0.1 -0.2 -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 -0.3 -0.0 -1.1 0.4 -0.4 -0.6 -0.6 -0.7 -0.1 -0.7 -0.3 GBP -0.5 -0.3 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 -0.2 0.1 -0.2 0.2 -0.2 -0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.2 0.1 -0.2 0.2 -0.0 -0.1 0.0 -0.1 0.1 -0.1 0.2 -0.1 0.0 0.1 0.4 -0.7 -0.3 -0.7 -0.1 GOLD_micro 0.4 0.6 0.5 0.0 0.0 0.1 0.0 0.0 0.0 -0.0 0.4 0.1 0.4 0.2 0.2 -0.3 -0.3 -0.3 -0.3 0.2 0.2 0.1 0.4 0.2 -0.5 0.1 -0.0 0.1 0.0 0.1 0.1 -0.8 0.1 0.6 0.6 0.6 -0.7 -0.7 -0.4 -0.4 HEATOIL -0.1 0.1 0.2 0.1 -0.1 0.1 -0.0 0.1 0.0 -0.1 0.1 -0.2 0.4 -0.0 0.1 0.0 0.4 0.2 0.4 0.1 0.1 -0.2 0.3 -0.1 -2.7 0.0 -0.1 0.2 -0.1 0.3 -0.0 0.7 -0.5 -0.6 -0.5 -0.1 0.6 0.2 0.5 0.1 JGB-SGX-mini -0.6 -0.5 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.1 0.2 0.3 0.2 0.2 -0.1 -0.0 -0.1 0.0 -0.1 -1.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 1.1 -0.2 -0.2 -0.1 0.1 -0.4 -0.4 0.0 0.3 JPY -0.5 -0.4 -0.5 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.3 -0.3 -0.3 -0.2 -0.2 -0.2 -0.5 -0.2 2.7 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -1.1 0.0 -0.3 -0.4 -0.6 -0.7 -0.4 -0.6 -0.4 LEANHOG -0.1 0.2 0.6 0.0 0.1 0.0 0.0 -0.1 -0.0 -0.0 0.5 -0.0 -0.1 0.0 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.2 0.0 0.0 0.1 1.6 0.1 0.1 0.2 0.0 0.1 0.0 -1.1 -0.5 0.5 0.6 0.6 -0.3 -0.3 0.0 0.5 LIVECOW -0.6 -0.5 0.3 0.0 0.1 0.0 0.0 -0.1 -0.0 0.1 -0.0 -0.0 0.0 -0.1 -0.0 0.4 0.1 0.4 0.3 -0.1 -0.0 0.0 0.0 -0.1 -0.7 -0.0 0.1 0.0 0.0 0.1 -0.0 0.8 0.5 -0.4 -0.3 0.4 0.7 0.5 0.7 0.7 LUMBER-new -0.7 -0.6 0.2 -0.0 -0.0 0.0 -0.1 -0.1 -0.0 -0.2 0.2 -0.2 -0.4 -0.2 -0.1 -0.5 -0.4 -0.5 -0.4 -0.2 -0.0 -0.2 -0.0 -0.2 NaN -0.1 -0.1 -0.0 -0.2 0.0 -0.1 -1.2 -0.6 -0.7 -0.7 -0.5 -0.5 -0.5 -0.2 -0.3 MILK 0.6 0.1 0.6 0.0 0.1 0.0 0.0 -0.0 -0.0 0.1 -0.3 0.1 -0.4 0.0 -0.0 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 0.2 -0.4 0.1 1.5 -0.0 0.1 -0.1 0.1 -0.2 0.0 -1.1 0.5 0.5 -0.4 -0.3 -0.7 -0.7 -0.7 -0.7 MXP -0.5 -0.1 0.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.2 0.5 -0.2 0.7 -0.0 0.1 0.3 0.3 0.4 0.3 0.1 0.2 -0.2 0.5 -0.1 -2.7 0.0 -0.1 0.2 -0.1 0.3 -0.0 1.1 -0.5 0.4 0.6 0.6 0.7 0.7 0.7 0.7 NASDAQ_micro -0.6 -0.6 -0.1 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.1 0.3 -0.1 0.5 -0.1 0.1 -0.2 -0.2 -0.2 -0.2 -0.0 0.1 -0.2 0.4 -0.2 -2.7 -0.0 -0.1 0.1 -0.1 0.3 -0.1 -0.4 -0.3 -0.1 -0.4 0.1 0.1 -0.0 0.2 -0.1 NIKKEI -0.6 -0.6 0.3 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.1 0.4 -0.1 0.6 -0.1 0.1 0.0 0.2 0.1 0.2 0.1 0.2 -0.2 0.5 -0.1 -1.9 0.0 -0.1 0.2 -0.1 0.3 -0.0 1.1 -0.1 -0.1 -0.1 0.6 -0.6 -0.3 -0.3 -0.3 NZD -0.2 -0.4 -0.2 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -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 -0.0 -0.1 -0.1 -0.0 -0.1 0.2 0.2 0.2 -0.3 -0.2 -0.4 -0.2 -0.2 0.2 OAT -0.3 -0.3 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.1 -0.0 -0.1 0.4 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.7 0.2 0.4 0.3 0.1 -0.6 -0.7 0.5 0.0 OATIES -0.1 -0.1 -0.3 -0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.1 -0.4 0.1 -0.5 -0.0 -0.1 0.1 0.0 0.1 0.1 -0.1 -0.2 0.1 -0.4 -0.0 -2.7 -0.0 0.1 -0.1 0.0 -0.2 -0.0 0.0 0.5 -0.1 -0.4 -0.3 -0.5 -0.0 -0.1 0.5 OJ -0.0 -0.0 -0.1 0.0 0.1 0.0 0.0 -0.1 -0.0 -0.0 0.2 0.0 0.5 0.1 0.2 0.1 0.3 0.1 0.2 0.1 0.2 0.0 0.5 0.0 -2.7 0.0 0.0 0.2 -0.0 0.6 -0.0 1.0 0.3 -0.0 -0.3 0.0 0.3 0.3 0.7 0.7 PALLAD 0.1 0.4 0.3 0.0 0.0 0.0 0.0 0.0 0.0 -0.1 -0.1 -0.0 -0.3 0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.3 0.0 1.6 0.0 -0.0 -0.0 -0.0 -0.1 0.0 0.4 -0.1 -0.3 -0.2 -0.1 -0.7 -0.5 -0.7 -0.3 PLAT 0.3 0.3 0.1 0.0 0.0 0.0 0.0 0.0 0.0 -0.1 -0.0 -0.0 -0.3 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.0 -0.1 0.0 1.4 0.0 -0.1 0.0 -0.0 0.0 0.0 0.2 -0.3 -0.1 -0.3 -0.2 -0.6 -0.2 0.7 0.3 REDWHEAT 0.3 0.5 0.1 0.0 0.1 0.0 0.0 -0.1 -0.0 0.1 -0.4 0.1 -0.7 0.1 -0.1 -0.1 0.0 0.0 0.0 -0.0 -0.2 0.1 -0.5 0.0 -1.0 -0.0 0.1 -0.2 0.1 -0.4 0.0 -0.0 0.2 0.4 0.2 -0.6 -0.3 -0.7 -0.0 -0.7 RICE 0.5 -0.6 -0.3 0.0 0.0 0.0 0.0 -0.0 -0.0 0.1 0.0 0.1 0.2 0.0 -0.0 0.4 0.0 0.2 0.0 -0.0 0.0 0.1 0.1 0.1 -1.0 -0.0 0.0 -0.0 0.0 0.0 0.0 -0.1 0.5 0.3 -0.4 -0.3 0.1 -0.1 0.4 0.2 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 0.6 0.2 0.2 0.2 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 0.2 0.1 1.1 0.5 0.6 0.6 0.6 -0.6 -0.7 -0.1 0.1 RUSSELL -0.6 -0.3 0.2 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.2 -0.1 0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.1 0.1 -0.1 -0.2 -0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.1 -0.1 0.3 -0.2 -0.4 -0.4 -0.6 -0.4 -0.7 SHATZ -0.0 -0.3 -0.5 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 -0.1 -0.2 -0.1 1.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 0.1 0.1 -0.0 -0.3 -0.7 -0.7 -0.5 -0.7 SILVER-mini 0.5 0.6 0.4 0.0 0.0 0.1 0.0 0.0 0.0 -0.1 0.3 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.1 0.1 0.2 0.4 0.1 -0.0 0.1 0.0 0.1 0.0 -0.1 -0.0 0.6 0.6 0.6 -0.5 -0.6 0.6 0.1 SMI -0.6 -0.1 0.4 0.0 -0.0 0.1 -0.1 0.2 -0.0 0.0 0.4 -0.1 0.4 -0.1 0.1 -0.0 0.1 0.0 0.1 0.0 0.1 -0.1 0.2 -0.1 1.9 0.0 0.0 0.2 -0.0 0.2 -0.0 0.9 0.4 0.6 0.2 -0.0 0.4 -0.0 0.7 -0.1 SOFR -0.6 -0.5 -0.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -0.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.2 -0.2 -0.2 -0.1 0.0 -0.5 -0.7 0.2 -0.1 SOYBEAN -0.2 0.6 -0.4 0.0 0.1 0.0 0.0 -0.1 -0.0 0.0 -0.4 -0.1 -0.3 0.0 -0.1 -0.1 0.2 0.0 0.1 -0.1 -0.1 -0.1 -0.4 -0.1 -2.7 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 0.7 -0.5 -0.5 0.4 -0.6 -0.4 -0.7 -0.3 -0.7 SOYMEAL 0.2 0.4 -0.6 0.0 0.1 0.0 0.0 -0.1 -0.0 0.1 -0.5 0.1 -0.5 0.0 -0.2 -0.1 0.1 -0.1 0.0 -0.1 -0.2 0.1 -0.5 0.0 -2.7 -0.0 0.1 -0.2 0.0 -0.2 0.0 0.3 0.2 0.2 0.2 -0.6 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.5 0.5 -0.0 0.0 0.1 0.0 0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -2.7 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.2 -0.5 -0.6 0.1 -0.2 -0.7 -0.4 -0.3 0.2 SP400 -0.6 -0.2 0.4 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.1 0.3 -0.1 0.4 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.2 0.3 -0.1 -1.5 0.0 -0.0 0.1 -0.1 0.2 -0.0 0.1 -0.2 0.3 0.2 -0.1 -0.4 -0.3 -0.4 -0.7 SP500_micro -0.6 -0.5 0.3 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.1 0.4 -0.2 0.6 -0.1 0.1 -0.2 -0.2 -0.3 -0.3 0.0 0.2 -0.2 0.5 -0.2 -2.7 0.0 -0.0 0.2 -0.1 0.3 -0.0 -0.6 -0.3 -0.0 -0.1 0.4 -0.1 -0.1 0.2 -0.2 SUGAR11 -0.6 -0.3 -0.4 0.0 0.1 0.0 0.0 -0.1 -0.0 -0.1 -0.3 -0.2 0.1 -0.1 -0.1 0.1 0.3 0.2 0.3 -0.2 -0.2 -0.2 -0.1 -0.2 -2.7 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 1.1 -0.5 -0.6 -0.6 -0.5 0.7 0.2 0.7 0.7 US10 -0.6 -0.4 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 0.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.5 -0.1 -0.1 -0.0 0.0 -0.7 -0.7 -0.3 0.1 US10U -0.6 -0.4 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 0.1 -0.1 -0.1 0.0 0.1 -0.7 -0.7 0.6 0.5 US2 -0.5 -0.5 -0.3 -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 1.4 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.1 -0.1 -0.2 -0.2 -0.1 -0.7 -0.7 -0.6 -0.7 US20 -0.6 -0.4 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 -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 -0.0 -0.0 0.2 -0.0 -0.0 0.1 0.1 -0.7 -0.5 0.7 0.7 US30 -0.6 -0.4 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.3 -0.0 0.0 0.1 0.2 -0.6 -0.5 0.7 0.7 US5 -0.6 -0.5 -0.2 -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 0.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.7 -0.1 -0.2 -0.1 -0.0 -0.7 -0.7 -0.5 -0.2 VIX 0.7 0.9 0.8 -0.0 -0.1 -0.3 0.0 -0.8 0.1 -0.2 -0.9 0.1 -1.2 0.1 -0.1 -0.6 -0.6 -0.6 -0.6 -0.0 -0.2 0.0 -0.9 0.1 NaN -0.0 -0.1 -0.4 0.0 -1.0 0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT 0.3 0.5 0.2 0.0 0.1 0.0 0.0 -0.1 -0.0 0.1 -0.3 0.0 -0.7 0.1 -0.1 -0.4 -0.3 -0.3 -0.3 -0.0 -0.1 0.1 -0.5 0.0 0.3 -0.0 0.1 -0.2 0.0 -0.3 0.0 -1.1 -0.1 0.4 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 -6.0 -2.7 -3.2 -3.4 -4.4 -0.8 -6.8 1.0 -5.9 -10.9 -5.6 -12.8 -9.2 -11.1 -13.0 -2.6 -2.9 -2.8 -2.8 -6.8 -4.2 -11.1 -4.4 -10.2 2.5 -2.9 -2.8 -1.6 -6.2 -1.7 -5.0 -0.9 2.5 8.1 4.0 -2.9 -20.0 -10.1 -12.8 -2.0 BITCOIN -20.0 -2.2 9.1 4.6 0.1 2.5 2.4 0.8 4.6 -1.6 14.2 -6.8 15.2 2.1 10.4 -7.6 -7.4 -8.5 -8.3 13.7 20.0 -7.1 19.8 -1.1 -20.0 5.1 0.6 7.4 -0.9 6.7 1.1 -3.2 -20.0 -20.0 20.0 20.0 -8.8 -0.3 16.9 3.3 BOBL -3.9 -6.9 -9.1 -2.3 -2.1 -1.2 -3.3 -1.0 -3.2 -5.6 -3.1 -7.1 -2.7 -7.2 -8.4 13.0 -9.6 -0.1 -7.8 -5.8 -4.0 -6.3 -3.6 -6.1 5.2 -1.7 -2.4 -1.1 -2.6 -1.1 -1.9 -11.7 6.2 9.5 5.9 -2.4 -18.6 -20.0 7.0 -15.9 BTP -16.8 -8.2 1.7 -3.8 -3.3 -1.9 -5.3 -1.7 -5.2 -3.7 9.6 -9.9 9.4 -8.6 -5.1 4.6 6.1 4.8 5.1 -0.3 6.2 -5.0 7.2 -5.2 -18.9 3.1 1.2 6.0 -1.6 5.8 -0.2 14.2 17.0 16.3 20.0 15.3 -6.5 -11.3 20.0 2.5 BUND -6.2 -7.1 -4.3 -2.6 -2.3 -1.3 -3.7 -1.1 -3.6 -7.2 -0.7 -8.4 -1.0 -8.0 -9.1 -9.3 0.5 -6.1 -3.0 -4.5 -2.1 -5.8 -2.4 -5.5 2.7 -0.1 -2.5 0.4 -2.2 -0.1 -0.7 2.7 8.7 14.5 10.1 1.5 -17.2 -20.0 14.1 -8.3 BUXL -7.0 -5.5 0.7 -3.2 -2.8 -1.6 -4.5 -1.4 -4.4 -10.5 1.1 -10.8 -2.7 -9.9 -10.9 -7.5 -2.0 -5.9 -3.8 -3.5 -1.1 -6.2 -3.4 -5.2 -1.0 2.1 -3.0 2.0 -1.6 0.2 1.1 0.0 12.9 20.0 16.5 6.1 -20.0 -20.0 -3.5 -2.2 CAC -20.0 -0.9 17.6 1.8 -4.2 6.3 -8.9 6.1 -5.6 14.1 20.0 -9.7 20.0 -3.3 17.6 20.0 2.1 14.2 6.7 15.8 20.0 -4.4 20.0 -3.0 -12.1 6.5 4.1 9.7 -0.9 8.7 0.5 16.3 20.0 20.0 18.5 7.2 -8.6 9.6 -6.1 14.4 CAD -11.1 -8.9 -4.1 -5.1 -6.5 -1.2 -10.0 1.5 -8.6 -4.7 -9.5 -13.8 -8.5 -18.0 -20.0 -2.8 -2.3 -2.5 -2.4 -16.0 -9.4 -13.3 -6.9 -19.6 -0.5 -6.6 2.5 -3.9 -5.8 -2.8 -8.3 0.0 15.6 4.2 -6.7 -5.2 -20.0 -16.6 -6.4 -13.4 CANOLA -2.5 20.0 5.6 0.2 5.5 0.4 0.9 -1.1 -0.5 -1.0 -7.6 -6.1 -8.4 3.1 0.4 -15.9 -7.1 -14.8 -12.5 -0.8 -7.1 -3.5 -12.4 -1.2 -20.0 -0.2 1.3 -2.9 -1.4 -5.4 -0.4 -18.4 -11.0 -5.3 13.4 -13.3 -20.0 -17.4 -12.6 -4.1 CHF -9.3 -20.0 -20.0 -4.2 -5.4 -1.0 -8.3 1.2 -7.2 -12.0 -15.5 -15.7 -8.4 -18.8 -20.0 -16.1 -15.8 -16.0 -15.9 -20.0 -20.0 -13.2 -9.5 -20.0 -1.0 -6.6 -0.9 -4.4 -2.9 -1.5 -5.7 -20.0 19.8 -4.9 -20.0 -20.0 -5.7 -16.9 2.4 -15.8 COCOA -20.0 12.9 -7.7 0.2 4.4 0.3 0.7 -0.9 -0.4 4.6 9.0 6.7 9.0 8.2 8.8 20.0 15.1 20.0 20.0 20.0 19.3 17.6 13.1 20.0 -16.4 3.2 1.1 3.2 1.7 2.8 2.5 20.0 20.0 20.0 20.0 20.0 1.3 -0.4 6.6 9.0 COFFEE 20.0 16.4 12.2 0.4 11.5 0.9 1.8 -2.4 -1.0 6.2 18.7 16.8 14.3 19.7 18.1 13.5 8.5 12.4 10.9 20.0 20.0 20.0 14.2 20.0 -20.0 7.1 4.0 4.5 8.9 2.8 9.7 15.1 20.0 20.0 20.0 20.0 -3.2 -20.0 6.0 -9.3 COPPER 20.0 20.0 17.5 5.4 0.2 2.9 2.9 0.9 5.5 17.9 16.7 19.9 4.4 20.0 20.0 -5.0 -5.0 -5.3 -5.4 20.0 20.0 20.0 10.0 20.0 -15.8 7.1 7.5 4.6 7.9 2.1 8.2 1.2 20.0 20.0 20.0 19.5 -20.0 -2.6 8.7 6.0 CORN 0.5 14.5 7.8 0.4 9.8 0.8 1.6 -2.0 -0.9 9.6 -11.9 -3.5 -18.2 4.7 -7.2 -20.0 -9.9 -18.9 -15.6 -5.3 -12.9 -1.4 -20.0 -2.6 -15.7 -3.4 4.7 -8.1 -0.1 -10.5 -0.7 -20.0 -6.9 -1.3 8.6 -20.0 -11.9 -20.0 -10.9 0.9 COTTON2 -20.0 -18.4 15.0 0.2 6.7 0.5 1.1 -1.4 -0.6 -7.6 -1.0 -11.7 0.9 -12.6 -6.1 17.5 3.5 11.6 6.0 -10.6 -0.5 -20.0 1.5 -20.0 -20.0 -1.1 -2.2 1.8 -4.5 2.1 -4.3 5.5 -20.0 -20.0 -14.7 20.0 -10.6 -14.3 1.1 1.8 CRUDE_W 4.3 16.4 10.4 6.2 -6.8 5.9 -4.6 4.7 2.0 -20.0 11.1 -2.2 15.0 16.8 20.0 18.1 11.7 15.4 13.0 20.0 20.0 -12.0 18.5 12.1 -5.5 7.5 -9.4 7.0 -4.9 6.3 3.2 -1.1 -9.1 8.4 12.6 -0.1 20.0 19.3 20.0 19.8 DAX -20.0 -4.1 14.0 1.6 -3.6 5.5 -7.8 5.3 -4.9 -4.8 20.0 -16.7 20.0 -2.6 12.6 -11.2 -11.7 -12.9 -12.9 14.8 20.0 -13.8 20.0 -4.7 14.9 6.3 -0.8 8.2 -2.7 6.8 0.9 -11.1 4.2 20.0 20.0 14.5 -1.9 8.8 6.0 20.0 DOW -20.0 -20.0 -0.3 1.1 -2.6 4.0 -5.6 3.8 -3.6 -4.1 12.6 -12.3 13.8 -12.5 -4.0 -11.2 -11.1 -12.2 -12.0 -4.0 10.0 -13.3 15.4 -15.6 -12.0 0.1 1.8 5.2 -4.1 7.0 -4.3 -9.9 8.3 8.0 -11.8 -4.5 -2.7 -7.5 5.8 -16.3 DX 15.2 11.8 9.0 -4.7 -6.0 -1.1 -9.2 1.4 -7.9 17.4 11.1 19.6 7.8 20.0 20.0 7.3 6.5 7.2 6.8 20.0 12.8 20.0 8.2 20.0 -20.0 6.6 4.6 3.6 8.4 2.3 9.0 15.5 20.0 20.0 20.0 20.0 20.0 4.4 20.0 10.6 EUR -13.9 -7.0 -6.1 -4.3 -5.5 -1.0 -8.5 1.3 -7.3 -14.1 -6.3 -16.1 -5.2 -16.3 -16.3 -6.7 -6.8 -6.7 -6.6 -13.3 -7.4 -17.4 -4.4 -18.6 17.6 -4.6 -3.9 -1.9 -7.6 -0.8 -7.5 -7.4 -1.6 -0.8 1.1 0.7 -20.0 -14.8 -20.0 -11.8 EURIBOR-ICE -14.1 -16.7 -9.5 -2.2 -1.9 -1.1 -3.1 -1.0 -3.0 -6.1 1.5 -7.3 2.1 -7.5 -7.5 -5.0 -4.1 -3.6 -3.2 -5.8 -0.6 -9.1 1.5 -8.5 12.6 -1.9 -2.7 0.2 -3.5 1.0 -3.1 -1.7 -0.4 2.0 2.7 -0.7 -20.0 -20.0 10.7 17.0 EUROSTX -20.0 -3.9 19.7 1.6 -3.8 5.7 -8.2 5.5 -5.2 -1.3 20.0 -16.0 20.0 -2.7 17.7 -7.1 0.3 -2.0 0.1 19.0 20.0 -10.3 20.0 -2.3 -0.6 6.8 0.2 9.9 -2.3 8.8 0.8 10.6 17.6 20.0 20.0 20.0 -14.2 9.5 -13.3 15.5 FEEDCOW -20.0 -20.0 9.5 0.3 9.2 0.7 1.5 -1.9 -0.8 15.3 -3.3 1.7 -1.5 -9.0 -4.5 -20.0 -20.0 -20.0 -20.0 -12.0 -5.2 6.7 -0.0 -11.2 -6.2 -2.9 8.4 -1.0 3.2 1.6 -2.1 -20.0 20.0 -14.2 -20.0 5.8 20.0 20.0 20.0 20.0 GASOIL -4.1 3.5 9.1 5.3 -5.8 5.0 -3.9 4.0 1.7 -16.7 11.1 -13.3 15.1 1.1 15.7 7.2 20.0 16.0 19.1 9.6 14.1 -18.4 16.7 -2.6 6.8 4.1 -12.4 6.3 -9.4 7.4 -1.7 13.8 -17.3 -9.9 -10.6 -1.6 -12.3 -8.9 -20.0 -17.3 GASOLINE -1.9 14.9 16.2 6.0 -6.6 5.7 -4.5 4.5 1.9 -20.0 18.8 -7.1 18.0 15.9 20.0 20.0 11.7 14.0 8.4 20.0 20.0 -10.9 20.0 10.0 -20.0 7.6 -8.4 7.9 -4.5 7.3 2.7 -4.6 2.0 -0.5 9.9 9.5 20.0 20.0 20.0 20.0 GAS_US_mini 6.8 0.5 -13.6 4.0 -4.4 3.8 -3.0 3.0 1.3 1.6 -17.6 -4.5 -18.2 -12.7 -16.5 -20.0 -20.0 -20.0 -20.0 -13.6 -20.0 -1.6 -20.0 -6.1 20.0 -6.5 2.1 -8.7 -1.3 -8.8 -3.9 -20.0 16.9 -12.2 -20.0 -20.0 -20.0 -3.6 -20.0 -8.5 GBP -15.5 -10.8 -3.4 -4.7 -6.0 -1.2 -9.3 1.4 -8.0 -19.9 5.3 -20.0 5.4 -20.0 -16.1 -1.0 -0.7 -0.8 -0.7 -11.9 -2.5 -20.0 2.5 -20.0 1.8 -3.9 -11.7 0.6 -11.7 1.9 -8.8 2.9 -4.8 1.4 3.1 12.0 -20.0 -9.2 -20.0 -2.8 GOLD_micro 11.9 20.0 14.3 4.3 0.1 2.3 2.3 0.7 4.3 -5.4 15.9 12.6 12.5 15.7 16.2 -13.3 -14.6 -14.5 -14.7 20.0 20.0 12.6 13.2 20.0 -3.9 5.7 -1.4 4.3 2.1 2.7 5.0 -15.0 3.9 20.0 20.0 20.0 -20.0 -20.0 -12.8 -12.0 HEATOIL -3.6 3.9 5.2 5.5 -6.0 5.2 -4.1 4.1 1.7 -15.1 2.2 -15.2 10.2 -1.8 12.9 1.7 20.0 12.1 17.6 5.2 8.8 -19.8 11.5 -6.0 -20.0 2.7 -11.0 6.0 -10.9 8.3 -4.0 13.0 -19.1 -17.5 -15.8 -3.7 17.5 5.6 13.8 1.8 JGB-SGX-mini -17.5 -14.4 -4.3 -2.6 -2.3 -1.3 -3.7 -1.1 -3.6 -7.2 2.5 -8.2 5.0 -7.8 -7.1 8.4 15.7 10.6 12.0 -6.7 -1.4 -10.9 1.8 -10.8 -7.5 -2.8 -2.7 -1.1 -4.3 -0.3 -4.3 20.0 -7.7 -6.1 -3.6 3.0 -11.8 -12.8 0.7 10.1 JPY -14.4 -11.8 -16.7 -4.0 -5.1 -1.0 -7.9 1.2 -6.8 -16.8 -19.3 -18.6 -19.2 -19.4 -19.8 -17.8 -16.7 -17.3 -16.9 -20.0 -20.0 -20.0 -20.0 -20.0 20.0 -6.6 -4.6 -5.7 -6.4 -6.2 -7.2 -20.0 0.9 -9.0 -13.4 -20.0 -20.0 -11.2 -18.6 -11.0 LEANHOG -3.1 5.7 20.0 0.5 12.9 1.0 2.1 -2.6 -1.2 -0.5 17.4 -2.6 -4.1 3.6 19.2 -20.0 -20.0 -20.0 -20.0 17.0 15.2 4.5 1.7 8.5 12.0 6.5 6.7 8.1 0.6 2.7 1.8 -20.0 -20.0 15.6 19.6 20.0 -7.6 -8.7 1.1 14.8 LIVECOW -20.0 -14.9 10.7 0.3 9.3 0.7 1.5 -1.9 -0.8 16.0 -0.4 -1.6 0.5 -9.4 -0.7 20.0 6.1 20.0 14.8 -7.9 -2.2 3.7 1.2 -9.4 -5.4 -0.6 8.6 1.2 3.2 3.3 -1.2 14.8 20.0 -11.1 -10.3 12.9 20.0 15.2 20.0 20.0 LUMBER-new -20.0 -14.9 4.4 -0.3 -2.6 0.8 -5.0 -1.8 -3.7 -20.0 5.4 -20.0 -10.4 -20.0 -11.5 -20.0 -16.6 -19.7 -17.7 -20.0 -3.6 -20.0 -0.7 -20.0 NaN -5.1 -13.9 -0.7 -13.4 0.5 -10.5 -20.0 -20.0 -20.0 -20.0 -13.7 -13.0 -12.5 -6.1 -7.1 MILK 20.0 4.3 20.0 0.2 6.1 0.5 1.0 -1.3 -0.6 10.7 -9.9 10.6 -11.4 0.1 -4.2 -20.0 -20.0 -20.0 -20.0 -3.1 -9.2 16.8 -14.0 6.2 11.4 -1.3 8.4 -3.6 5.9 -5.6 2.0 -20.0 19.5 14.8 -13.8 -8.6 -20.0 -20.0 -20.0 -20.0 MXP -16.9 -2.7 2.0 -4.6 -5.8 -1.1 -9.0 1.3 -7.8 -18.9 18.5 -17.7 20.0 -4.0 9.3 16.8 17.2 17.5 17.0 8.2 16.9 -20.0 20.0 -9.3 -20.0 3.8 -10.5 6.1 -9.4 7.3 -2.3 20.0 -20.0 11.8 20.0 20.0 20.0 20.0 20.0 20.0 NASDAQ_micro -20.0 -20.0 -2.1 1.0 -2.2 3.4 -4.8 3.3 -3.0 -9.6 12.0 -11.2 13.4 -7.9 5.6 -10.5 -10.4 -11.1 -11.0 -1.1 10.8 -20.0 16.6 -14.3 -20.0 -0.2 -7.8 4.5 -8.0 7.0 -5.0 -8.3 -10.5 -3.4 -11.1 2.5 1.7 -1.4 6.4 -2.2 NIKKEI -20.0 -17.0 9.4 1.1 -2.6 4.0 -5.6 3.8 -3.6 -9.1 13.4 -12.1 15.3 -7.8 9.7 2.1 10.0 5.6 8.2 6.9 19.9 -20.0 20.0 -11.4 -14.5 2.4 -6.1 6.6 -6.7 7.6 -3.3 20.0 -3.5 -2.5 -3.9 20.0 -18.5 -7.6 -9.9 -8.8 NZD -7.5 -13.5 -6.4 -3.4 -4.3 -0.8 -6.6 1.0 -5.7 -10.1 -3.9 -12.3 -4.3 -13.7 -13.8 0.1 0.3 0.2 0.2 -11.5 -6.1 -11.4 -3.4 -13.6 0.5 -4.6 -2.1 -2.3 -4.7 -0.9 -5.5 4.4 8.9 4.9 -10.2 -5.7 -12.4 -6.5 -4.7 5.6 OAT -10.3 -9.7 -3.6 -2.8 -2.5 -1.4 -4.0 -1.2 -3.9 -6.8 0.9 -8.9 0.5 -9.4 -9.9 4.8 6.0 4.8 5.0 -5.0 -1.1 -6.5 -0.9 -6.9 3.2 -0.4 -2.1 1.1 -2.8 0.8 -1.6 14.0 9.7 13.1 10.2 2.7 -16.6 -20.0 14.1 1.0 OATIES -4.4 -3.3 -8.6 -0.2 -1.9 0.5 -3.6 -1.9 -2.7 15.7 -16.5 7.8 -14.5 -3.8 -8.1 7.4 0.1 7.4 3.6 -10.4 -14.4 9.1 -14.6 -3.9 -20.0 -4.1 9.1 -4.6 4.2 -4.2 -1.7 0.5 20.0 -3.8 -11.5 -8.7 -15.6 -1.3 -3.3 16.1 OJ -0.3 -0.1 -2.7 0.4 10.1 0.8 1.6 -2.1 -0.9 -0.5 8.4 3.5 15.0 6.6 14.4 4.2 13.2 6.1 9.0 8.6 15.3 2.0 20.0 4.6 -20.0 1.0 1.9 6.2 -0.1 16.6 -0.5 18.3 14.5 -0.6 -9.2 0.8 9.8 9.1 20.0 20.0 PALLAD 3.0 11.0 10.3 2.4 0.1 1.3 1.3 0.4 2.4 -7.3 -3.1 -3.1 -7.6 2.4 0.6 -1.9 -2.1 -1.8 -1.9 1.3 -2.6 -1.4 -9.3 1.1 11.8 1.4 -2.1 -0.7 -0.6 -3.9 1.1 6.9 -3.6 -8.0 -7.2 -4.0 -20.0 -14.4 -20.0 -9.1 PLAT 10.3 10.8 2.1 3.4 0.1 1.8 1.8 0.6 3.4 -11.3 -1.1 -1.2 -7.6 4.1 -0.7 -4.7 -3.6 -4.4 -4.1 4.0 0.8 -5.3 -2.3 3.0 10.4 2.7 -6.3 1.4 -2.2 0.2 1.9 3.7 -12.4 -4.6 -8.4 -5.4 -18.4 -5.3 20.0 7.9 REDWHEAT 8.9 14.5 3.8 0.4 10.0 0.8 1.6 -2.1 -0.9 12.9 -16.3 12.3 -18.9 11.3 -6.6 -4.8 0.5 0.6 0.7 -3.7 -15.0 9.3 -20.0 3.8 -7.6 -1.8 12.7 -7.9 6.3 -11.1 3.2 -0.5 10.3 13.0 4.9 -20.0 -10.4 -20.0 -0.0 -20.0 RICE 16.9 -20.0 -8.7 0.2 5.2 0.4 0.8 -1.1 -0.5 9.2 0.5 9.1 4.9 3.1 -1.1 20.0 0.6 10.7 1.2 -0.2 0.2 16.1 2.6 7.1 -7.6 -0.6 3.9 -0.5 4.2 0.2 1.5 -1.0 20.0 8.2 -12.8 -8.3 3.1 -4.0 11.2 6.4 ROBUSTA 20.0 12.6 18.7 0.3 8.4 0.7 1.4 -1.7 -0.8 10.6 17.2 14.2 17.1 16.0 17.0 10.6 20.0 18.9 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 6.5 4.5 6.0 6.0 5.4 6.6 20.0 20.0 20.0 20.0 20.0 -17.7 -20.0 -3.2 3.3 RUSSELL -20.0 -9.4 7.1 0.9 -2.2 3.3 -4.6 3.1 -2.9 -8.5 9.1 -11.5 8.2 -9.5 -1.3 -6.4 -6.4 -6.5 -6.5 -3.2 4.7 -16.4 5.5 -13.2 -1.6 -0.4 -2.6 2.6 -5.9 2.9 -4.4 -1.0 -2.6 8.6 -6.4 -11.5 -12.8 -19.5 -13.2 -20.0 SHATZ -0.1 -8.0 -16.1 -2.2 -2.0 -1.1 -3.1 -1.0 -3.1 -5.1 -7.8 -6.5 -7.6 -7.2 -8.5 -20.0 -20.0 -20.0 -20.0 -9.3 -8.7 -6.8 -8.7 -7.7 7.6 -2.8 -1.7 -2.3 -2.2 -2.1 -2.5 -20.0 4.8 3.0 -0.7 -8.2 -20.0 -20.0 -13.7 -20.0 SILVER-mini 16.0 20.0 11.2 3.8 0.1 2.1 2.0 0.6 3.9 -6.6 9.6 9.5 4.1 12.6 12.1 -6.5 -6.7 -6.7 -6.8 18.2 11.1 7.2 4.7 18.0 3.3 4.9 -2.1 3.3 1.5 1.7 4.4 -1.2 -1.8 18.1 20.0 17.4 -14.5 -16.8 17.5 2.9 SMI -20.0 -2.2 11.7 1.4 -3.2 4.8 -6.9 4.7 -4.3 1.2 14.9 -12.7 12.0 -8.9 5.0 -2.4 4.2 1.7 3.8 2.4 10.4 -11.2 8.8 -10.1 14.3 3.1 2.0 5.9 -3.7 4.6 -2.2 17.2 17.0 20.0 7.6 -0.4 13.2 -1.4 20.0 -3.4 SOFR -20.0 -15.8 -8.0 -2.8 -2.4 -1.4 -3.9 -1.2 -3.8 -7.4 -0.9 -9.3 -2.0 -10.0 -10.0 -2.8 -0.3 -1.3 -0.6 -11.6 -6.2 -13.0 -4.0 -14.9 -2.4 -3.0 -2.0 -1.2 -3.9 -0.5 -4.2 4.0 -7.6 -5.8 -2.1 0.5 -15.6 -20.0 5.7 -2.0 SOYBEAN -5.0 17.7 -10.9 0.4 10.9 0.8 1.7 -2.2 -1.0 3.7 -13.7 -10.4 -7.1 0.2 -8.5 -3.7 10.6 1.3 5.5 -7.7 -13.5 -7.2 -14.3 -6.9 -20.0 -2.9 2.1 -4.8 -3.4 -4.4 -3.0 12.6 -19.5 -14.5 11.0 -20.0 -11.7 -20.0 -10.1 -20.0 SOYMEAL 7.0 12.5 -20.0 0.4 9.9 0.8 1.6 -2.0 -0.9 14.6 -18.0 7.3 -15.2 1.8 -14.9 -4.1 6.6 -3.9 0.4 -10.9 -20.0 6.5 -18.3 0.1 -20.0 -3.3 6.9 -7.9 4.3 -5.9 1.8 5.2 10.4 5.3 5.0 -20.0 -20.0 -20.0 -20.0 -20.0 SOYOIL -14.8 16.6 -0.3 0.3 7.2 0.6 1.2 -1.5 -0.7 -7.4 -11.7 -11.6 -10.4 -7.5 -5.5 -7.0 0.7 -6.6 -3.9 -6.9 -8.7 -16.4 -11.4 -12.4 -20.0 -1.7 -3.0 -1.2 -6.1 -1.9 -4.5 -4.0 -20.0 -20.0 2.3 -6.4 -20.0 -12.0 -9.2 5.3 SP400 -20.0 -7.3 13.7 1.1 -2.5 3.8 -5.4 3.7 -3.4 -9.1 12.5 -12.7 12.1 -7.8 4.2 -4.8 -5.3 -5.2 -5.3 2.7 13.1 -20.0 12.9 -13.5 -11.4 1.6 -2.3 4.5 -5.7 4.4 -3.3 1.0 -10.1 8.0 4.8 -1.8 -12.6 -9.7 -10.5 -20.0 SP500_micro -20.0 -16.7 8.8 1.2 -2.8 4.3 -6.1 4.1 -3.8 -11.1 15.8 -14.5 16.5 -8.7 8.4 -12.2 -11.7 -12.8 -12.5 3.6 18.7 -20.0 20.0 -16.0 -20.0 1.7 -5.5 6.5 -7.6 7.8 -4.5 -10.8 -13.4 -0.7 -2.6 11.7 -2.6 -4.0 5.7 -4.9 SUGAR11 -20.0 -9.0 -11.1 0.3 8.9 0.7 1.4 -1.8 -0.8 -11.0 -11.0 -15.0 2.2 -13.5 -9.9 7.1 16.4 11.2 14.1 -19.8 -14.0 -20.0 -3.7 -20.0 -20.0 -5.1 -4.5 -3.7 -8.2 -1.0 -7.5 20.0 -20.0 -20.0 -20.0 -16.3 20.0 7.3 20.0 20.0 US10 -19.1 -13.6 -2.3 -2.3 -2.0 -1.2 -3.3 -1.0 -3.2 -5.8 -1.5 -7.6 -3.9 -8.3 -8.3 -5.4 -7.7 -7.0 -7.6 -9.2 -5.7 -9.7 -5.8 -11.5 2.2 -2.5 -1.6 -1.2 -3.1 -1.1 -3.5 -8.7 -3.3 -3.4 -0.8 1.4 -20.0 -20.0 -9.0 4.4 US10U -18.7 -12.9 -1.9 -3.3 -2.9 -1.6 -4.7 -1.4 -4.6 -8.2 -2.0 -10.7 -5.3 -11.8 -11.9 -4.4 -1.1 -3.2 -1.9 -12.7 -8.1 -13.4 -8.7 -15.9 -0.1 -3.5 -2.3 -1.6 -4.5 -1.6 -5.0 2.2 -2.6 -2.7 0.1 3.0 -20.0 -20.0 18.8 13.5 US2 -15.1 -16.6 -9.0 -2.1 -1.9 -1.1 -3.0 -0.9 -2.9 -6.7 -6.2 -7.8 -7.0 -8.1 -8.2 -20.0 -20.0 -20.0 -20.0 -11.2 -8.3 -9.4 -8.4 -12.1 10.4 -2.6 -1.2 -1.5 -2.5 -1.3 -3.1 -20.0 -4.5 -6.3 -5.4 -3.1 -20.0 -20.0 -19.3 -20.0 US20 -20.0 -12.7 0.3 -2.4 -2.1 -1.2 -3.4 -1.0 -3.3 -5.5 0.5 -7.5 -2.3 -8.2 -8.0 -0.3 -0.7 -0.2 -0.4 -8.0 -4.4 -9.4 -5.1 -11.0 -0.9 -2.1 -1.6 -0.6 -3.3 -0.9 -3.5 3.6 -1.1 -0.7 2.2 4.5 -20.0 -16.4 20.0 20.0 US30 -19.1 -11.6 0.6 -2.8 -2.5 -1.4 -4.0 -1.2 -3.9 -6.7 -0.4 -9.0 -3.9 -9.8 -9.8 -3.1 -5.6 -5.4 -6.0 -9.1 -5.4 -10.6 -6.9 -12.2 -0.4 -2.5 -2.0 -0.8 -4.1 -1.3 -4.2 -5.5 -0.2 1.2 3.0 4.9 -19.4 -13.7 20.0 20.0 US5 -18.4 -15.1 -5.9 -2.3 -2.0 -1.2 -3.3 -1.0 -3.2 -6.4 -3.6 -7.9 -5.1 -8.5 -8.5 -9.5 -10.2 -9.9 -10.0 -10.5 -6.8 -10.5 -6.3 -12.5 4.7 -2.7 -1.6 -1.3 -3.0 -1.0 -3.5 -12.9 -5.3 -5.7 -3.1 -0.6 -20.0 -20.0 -14.4 -7.4 VIX 13.9 17.8 15.8 -1.8 -7.3 -8.0 2.3 -14.0 3.2 -10.7 -20.0 3.5 -20.0 4.1 -7.1 -20.0 -20.0 -20.0 -20.0 -1.6 -13.8 1.8 -20.0 4.6 NaN -1.9 -9.0 -9.5 1.6 -17.5 3.2 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 10.5 14.4 4.8 0.4 10.7 0.8 1.7 -2.2 -1.0 11.1 -12.4 2.4 -19.6 9.6 -6.3 -19.6 -13.0 -17.0 -14.8 -3.0 -12.7 7.6 -20.0 3.0 2.0 -2.1 13.3 -6.1 4.2 -8.3 1.4 -20.0 -2.3 12.3 1.6 -20.0 -5.5 -20.0 -0.1 -20.0 End of report for caleb_strategy_v3