******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240423_204013 produced at 2024-04-23 21:38:06.460031 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.27 0.0 0.00 0.00 0.00 0.00 -18.35 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False False 0.03 -0.22 -0.44 0.0 0.43 -0.43 -0.22 -0.22 -16.33 16.0 -8 -8 caleb_strategy_v3 SHATZ False True 0.03 0.00 -0.30 0.0 0.00 0.00 0.00 0.00 -9.27 24.0 0 0 caleb_strategy_v3 US2 False True 0.06 0.00 -0.28 0.0 0.00 0.00 0.00 0.00 -4.81 13.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.07 -0.30 -0.24 0.0 0.75 -0.75 -0.30 -0.37 -3.27 10.0 -4 -5 caleb_strategy_v3 VIX False False 0.00 -0.08 -0.20 0.0 0.08 -0.08 -0.08 -0.08 -42.01 17.0 -17 -17 caleb_strategy_v3 CHF False False 0.04 -0.36 -0.19 0.0 0.52 -0.52 -0.36 -0.36 -4.82 13.0 -9 -9 caleb_strategy_v3 JPY False False 0.02 -0.02 -0.16 0.0 0.40 -0.40 -0.02 -0.05 -6.82 17.0 -1 -2 caleb_strategy_v3 CAD False False 0.02 -0.02 -0.11 0.0 0.61 -0.61 -0.02 -0.02 -4.97 29.0 -1 -1 caleb_strategy_v3 US5 False False 0.03 -0.39 -0.10 0.0 0.76 -0.76 -0.39 -0.39 -3.20 25.0 -13 -13 caleb_strategy_v3 EUR False False 0.04 -0.15 -0.07 0.0 0.54 -0.54 -0.15 -0.15 -1.77 14.0 -4 -4 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.04 -0.07 0.0 0.05 -0.05 -0.04 -0.04 -39.89 26.0 -25 -25 caleb_strategy_v3 CORN False False 0.01 -0.07 -0.06 0.0 0.08 -0.08 -0.07 -0.07 -8.34 12.0 -10 -10 caleb_strategy_v3 DOW False False 0.01 0.00 -0.05 0.0 0.37 -0.37 0.00 0.00 -8.10 66.0 0 0 caleb_strategy_v3 US10 False False 0.03 0.00 -0.05 0.0 0.53 -0.53 0.00 0.00 -1.70 17.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.05 0.0 0.14 -0.14 -0.02 -0.02 -18.43 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 -12.17 3.0 0 0 caleb_strategy_v3 GBP False False 0.02 0.00 -0.05 0.0 0.49 -0.49 0.00 0.00 -2.28 22.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 -0.02 -0.04 0.0 0.20 -0.20 -0.02 -0.01 -12.26 68.0 -8 -5 caleb_strategy_v3 NZD False False 0.02 -0.05 -0.04 0.0 0.36 -0.36 -0.05 -0.05 -2.33 21.0 -3 -3 caleb_strategy_v3 AUD False False 0.02 -0.06 -0.04 0.0 0.36 -0.36 -0.06 -0.06 -2.09 19.0 -3 -3 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.01 -0.04 0.0 0.23 -0.23 -0.01 -0.01 -3.98 23.0 -1 -1 caleb_strategy_v3 SP400 False False 0.08 -0.08 -0.04 0.0 0.17 -0.17 -0.08 -0.08 -0.42 2.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.01 -0.07 -0.04 0.0 0.35 -0.35 -0.07 -0.04 -5.58 48.0 -9 -5 caleb_strategy_v3 BOBL False False 0.04 -0.61 -0.04 0.0 0.68 -0.68 -0.61 -0.61 -1.21 19.0 -17 -17 caleb_strategy_v3 NIKKEI False False 0.01 0.02 -0.03 0.0 0.25 -0.25 0.02 -0.01 -4.70 36.0 3 -1 caleb_strategy_v3 US10U False False 0.03 -0.13 -0.03 0.0 0.42 -0.42 -0.13 -0.13 -0.91 13.0 -4 -4 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.94 2.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.05 -0.03 0.0 0.12 -0.12 -0.05 -0.05 -1.50 7.0 -3 -3 caleb_strategy_v3 FEEDCOW False False 0.04 -0.04 -0.02 0.0 0.30 -0.30 -0.04 -0.04 -0.56 8.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.01 -0.05 -0.02 0.0 0.08 -0.08 -0.05 -0.05 -2.23 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 -2.05 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 -3.16 18.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.97 9.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.01 0.0 0.07 -0.07 -0.01 -0.01 -0.81 8.0 -1 -1 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 -0.03 -0.01 0.0 0.21 -0.21 -0.03 -0.03 -0.35 6.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.01 -0.06 -0.01 0.0 0.08 -0.08 -0.06 -0.06 -1.11 9.0 -7 -7 caleb_strategy_v3 MILK False False 0.01 0.00 -0.01 0.0 0.05 -0.05 0.00 0.00 -1.32 5.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -3.09 59.0 0 0 caleb_strategy_v3 BUND False False 0.04 -0.04 -0.01 0.0 0.40 -0.40 -0.04 -0.04 -0.32 10.0 -1 -1 caleb_strategy_v3 BUXL False False 0.04 -0.08 -0.01 0.0 0.16 -0.16 -0.08 -0.08 -0.18 4.0 -2 -2 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.00 0.0 0.06 -0.06 0.00 0.00 -0.16 2.0 0 0 caleb_strategy_v3 PLAT False False 0.01 0.01 0.00 0.0 0.13 -0.13 0.01 0.01 0.25 10.0 1 1 caleb_strategy_v3 HEATOIL False False 0.03 0.03 0.00 0.0 0.09 -0.09 0.03 0.03 0.02 3.0 1 1 caleb_strategy_v3 OAT False False 0.04 0.15 0.01 0.0 0.39 -0.39 0.15 0.15 0.14 10.0 4 4 caleb_strategy_v3 OJ False False 0.02 0.00 0.01 0.0 0.05 -0.05 0.00 0.00 0.72 3.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 0.01 0.0 0.03 -0.03 0.00 0.00 0.88 4.0 0 0 caleb_strategy_v3 COCOA False False 0.03 0.06 0.01 0.0 0.80 -0.80 0.06 0.06 0.48 26.0 2 2 caleb_strategy_v3 COFFEE False False 0.02 0.05 0.01 0.0 0.14 -0.14 0.05 0.05 0.47 6.0 2 2 caleb_strategy_v3 BTP False False 0.04 0.11 0.02 0.0 0.36 -0.36 0.11 0.11 0.48 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 0.70 4.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 0.01 0.02 0.0 0.38 -0.38 0.01 0.01 2.67 56.0 1 1 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 0.02 0.0 0.27 -0.27 0.00 0.00 1.57 23.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 0.03 0.0 0.00 -0.00 0.00 0.00 1.39 0.0 0 0 caleb_strategy_v3 LIVECOW False False 0.02 0.04 0.05 0.0 0.35 -0.35 0.04 0.04 2.42 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 2.01 4.0 4 4 caleb_strategy_v3 LEANHOG False False 0.01 0.04 0.06 0.0 0.16 -0.16 0.04 0.04 4.55 13.0 3 3 caleb_strategy_v3 EUROSTX False False 0.02 0.17 0.09 0.0 0.31 -0.31 0.17 0.17 5.65 20.0 11 11 caleb_strategy_v3 DAX False False 0.01 0.05 0.10 0.0 0.33 -0.33 0.05 0.05 17.87 58.0 9 9 caleb_strategy_v3 SMI False True 0.04 0.25 0.11 0.0 0.25 0.00 0.25 0.25 3.09 9.0 7 7 caleb_strategy_v3 CAC True False 0.02 0.00 0.11 0.0 0.00 0.00 0.00 0.00 4.32 12.0 0 0 caleb_strategy_v3 DX False False 0.03 0.00 0.16 0.0 999.00 -999.00 0.00 0.00 5.39 999999999.0 0 0 caleb_strategy_v3 COPPER False False 0.03 0.19 0.17 0.0 0.19 -0.19 0.19 0.19 5.17 6.0 6 6 caleb_strategy_v3 CRUDE_W False False 0.02 0.09 0.25 0.0 0.11 -0.11 0.09 0.09 11.14 5.0 4 4 caleb_strategy_v3 MXP False False 0.01 0.37 0.32 0.0 0.51 -0.51 0.37 0.37 37.93 60.0 44 44 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 16.6 Shocked risk 49.8 Sum abs risk 56.9 Leverage 5.96 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3462998.66, 'annual_cash_vol_target': 865749.665, 'daily_cash_vol_target': 54109.3540625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0043 0.6498 0.6669 10.6706 BITCOIN 1936.4041 67435.0000 2.8715 45.9442 BOBL 0.2685 117.0000 0.2295 3.6718 BTP 0.6112 117.6500 0.5195 8.3127 BUND 0.5378 130.9300 0.4108 6.5722 BUXL 1.2623 129.9800 0.9711 15.5382 CAC 51.0841 8069.0000 0.6331 10.1295 CAD 0.0029 0.7326 0.3913 6.2612 CANOLA 7.5922 645.2000 1.1767 18.8274 CHF 0.0047 1.1039 0.4222 6.7554 COCOA 274.5774 10607.0000 2.5886 41.4183 COFFEE 4.0762 221.7500 1.8382 29.4113 COPPER 0.0467 4.4570 1.0481 16.7702 CORN 5.0551 474.7500 1.0648 17.0367 COTTON2 1.2855 81.6400 1.5746 25.1931 CRUDE_W 0.8476 78.5900 1.0785 17.2564 DAX 133.6653 18361.0000 0.7280 11.6478 DOW 244.6780 38700.0000 0.6322 10.1159 DX 0.3723 105.5150 0.3528 5.6453 EUR 0.0047 1.0727 0.4396 7.0335 EURIBOR-ICE 0.0502 97.3950 0.0516 0.8252 EUROSTX 38.2633 4981.0000 0.7682 12.2910 FEEDCOW 2.1910 259.3000 0.8450 13.5194 GASOIL 11.2471 791.2500 1.4214 22.7430 GASOLINE 0.0343 2.6612 1.2877 20.6036 GAS_US_mini 0.0746 2.4350 3.0653 49.0454 GBP 0.0063 1.2453 0.5085 8.1363 GOLD_micro 21.2321 2337.4000 0.9084 14.5338 HEATOIL 0.0360 2.5921 1.3879 22.2064 JGB-SGX-mini 0.2297 144.2200 0.1593 2.5487 JPY 0.0000 0.0065 0.4960 7.9361 LEANHOG 1.3176 109.7000 1.2010 19.2168 LIVECOW 1.4173 177.2000 0.7998 12.7969 LUMBER-new 6.9195 523.5000 1.3218 21.1485 MILK 0.2729 18.4900 1.4760 23.6160 MXP 0.0004 0.0584 0.6841 10.9452 NASDAQ_micro 167.1845 17621.7500 0.9487 15.1798 NIKKEI 403.5088 37915.0000 1.0642 17.0279 NZD 0.0038 0.5936 0.6392 10.2274 OAT 0.5299 125.9700 0.4206 6.7300 OATIES 5.0416 356.0000 1.4162 22.6590 OJ 5.7259 359.7500 1.5916 25.4662 PALLAD 24.5611 1027.5000 2.3904 38.2460 PLAT 14.8648 920.0000 1.6157 25.8518 REDWHEAT 10.1047 627.2500 1.6109 25.7751 RICE 0.2495 15.0000 1.6635 26.6166 ROBUSTA 57.2297 4123.0000 1.3881 22.2090 RUSSELL 22.8417 2018.7000 1.1315 18.1041 SHATZ 0.0833 105.3350 0.0791 1.2659 SILVER-mini 0.5024 27.6375 1.8178 29.0842 SMI 79.4256 11443.0000 0.6941 11.1056 SOFR 0.0692 95.9250 0.0721 1.1541 SOYBEAN 9.7272 1173.0000 0.8293 13.2681 SOYMEAL 3.9220 346.5000 1.1319 18.1103 SOYOIL 0.6405 45.9700 1.3934 22.2945 SP400 25.5912 2922.8000 0.8756 14.0091 SP500_micro 36.3667 5107.2500 0.7121 11.3930 SUGAR11 0.2814 19.6600 1.4311 22.8982 US10 0.4208 108.0469 0.3894 6.2311 US10U 0.5503 110.9531 0.4960 7.9359 US2 0.1144 101.5938 0.1127 1.8024 US20 0.8091 114.6562 0.7057 11.2909 US30 1.1713 120.9062 0.9688 15.5007 US5 0.2795 105.1953 0.2657 4.2507 VIX 0.5091 16.8000 3.0304 48.4865 WHEAT 9.1084 641.7500 1.4193 22.7089 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 649.80 0.67 433.36 1.00 433.36 54109.35 124.86 -6.44 -80.37 BITCOIN 67.44 2.87 193.64 1.00 193.64 54109.35 279.43 -1.02 -28.52 BOBL 1170.00 0.23 268.50 1.07 286.39 54109.35 188.93 -6.33 -119.54 BTP 1176.50 0.52 611.24 1.07 651.98 54109.35 82.99 1.71 14.21 BUND 1309.30 0.41 537.81 1.07 573.65 54109.35 94.32 -3.38 -31.90 BUXL 1299.80 0.97 1262.28 1.07 1346.42 54109.35 40.19 -4.36 -17.52 CAC 806.90 0.63 510.84 1.07 544.89 54109.35 99.30 12.76 126.72 CAD 732.60 0.39 286.69 1.00 286.69 54109.35 188.74 -10.16 -191.72 CANOLA 129.04 1.18 151.84 0.73 110.64 54109.35 489.06 -15.49 -757.43 CHF 1379.88 0.42 582.60 1.00 582.60 54109.35 92.88 -20.00 -185.75 COCOA 1060.70 2.59 2745.77 1.00 2745.77 54109.35 19.71 11.33 22.33 COFFEE 831.56 1.84 1528.58 1.00 1528.58 54109.35 35.40 11.42 40.41 COPPER 1114.25 1.05 1167.89 1.00 1167.89 54109.35 46.33 10.31 47.78 CORN 237.38 1.06 252.76 1.00 252.76 54109.35 214.08 -16.01 -342.73 COTTON2 408.20 1.57 642.74 1.00 642.74 54109.35 84.19 -11.34 -95.49 CRUDE_W 785.90 1.08 847.61 1.00 847.61 54109.35 63.84 16.12 102.90 DAX 183.61 0.73 133.67 1.07 142.57 54109.35 379.52 13.80 523.78 DOW 193.50 0.63 122.34 1.00 122.34 54109.35 442.29 -7.88 -348.37 DX 1055.15 0.35 372.29 1.00 372.29 54109.35 145.34 14.29 207.62 EUR 1340.88 0.44 589.44 1.00 589.44 54109.35 91.80 -7.44 -68.33 EURIBOR-ICE 2434.88 0.05 125.58 1.07 133.95 54109.35 403.95 -2.37 -95.92 EUROSTX 498.10 0.77 382.63 1.07 408.14 54109.35 132.58 12.50 165.76 FEEDCOW 1296.50 0.84 1095.49 1.00 1095.49 54109.35 49.39 -3.45 -17.03 GASOIL 791.25 1.42 1124.71 1.00 1124.71 54109.35 48.11 3.34 16.09 GASOLINE 1117.70 1.29 1439.29 1.00 1439.29 54109.35 37.59 12.35 46.41 GAS_US_mini 60.88 3.07 186.60 1.00 186.60 54109.35 289.97 -12.70 -368.37 GBP 778.31 0.51 395.79 1.00 395.79 54109.35 136.71 -6.44 -88.00 GOLD_micro 233.74 0.91 212.32 1.00 212.32 54109.35 254.85 3.08 78.40 HEATOIL 1088.68 1.39 1510.98 1.00 1510.98 54109.35 35.81 0.13 0.45 JGB-SGX-mini 144220.00 0.16 22973.70 0.01 148.46 54109.35 364.47 -4.14 -150.79 JPY 814.38 0.50 403.94 1.00 403.94 54109.35 133.96 -19.63 -262.94 LEANHOG 438.80 1.20 527.02 1.00 527.02 54109.35 102.67 7.29 74.81 LIVECOW 708.80 0.80 566.90 1.00 566.90 54109.35 95.45 7.65 72.97 LUMBER-new 143.96 1.32 190.29 1.00 190.29 54109.35 284.36 -20.00 -568.71 MILK 369.80 1.48 545.82 1.00 545.82 54109.35 99.13 -6.21 -61.56 MXP 291.75 0.68 199.58 1.00 199.58 54109.35 271.12 9.53 258.43 NASDAQ_micro 352.44 0.95 334.37 1.00 334.37 54109.35 161.83 -10.58 -171.15 NIKKEI 37915.00 1.06 40350.88 0.01 260.76 54109.35 207.51 -2.09 -43.44 NZD 593.65 0.64 379.47 1.00 379.47 54109.35 142.59 -6.31 -89.91 OAT 1259.70 0.42 529.86 1.07 565.18 54109.35 95.74 0.42 4.01 OATIES 178.00 1.42 252.08 1.00 252.08 54109.35 214.65 -9.46 -203.01 OJ 539.62 1.59 858.89 1.00 858.89 54109.35 63.00 5.32 33.49 PALLAD 1027.50 2.39 2456.11 1.00 2456.11 54109.35 22.03 -2.17 -4.78 PLAT 460.00 1.62 743.24 1.00 743.24 54109.35 72.80 1.01 7.35 REDWHEAT 313.62 1.61 505.23 1.00 505.23 54109.35 107.10 -5.67 -60.77 RICE 300.00 1.66 499.06 1.00 499.06 54109.35 108.42 3.35 36.31 ROBUSTA 412.30 1.39 572.30 1.00 572.30 54109.35 94.55 14.19 134.14 RUSSELL 100.94 1.13 114.21 1.00 114.21 54109.35 473.78 -7.81 -370.00 SHATZ 1053.35 0.08 83.34 1.07 88.89 54109.35 608.71 -15.03 -914.59 SILVER-mini 690.94 1.82 1255.96 1.00 1255.96 54109.35 43.08 9.44 40.67 SMI 1144.30 0.69 794.26 1.10 871.42 54109.35 62.09 14.58 90.54 SOFR 2398.12 0.07 172.99 1.00 172.99 54109.35 312.80 -9.65 -301.96 SOYBEAN 586.50 0.83 486.36 1.00 486.36 54109.35 111.25 -14.52 -161.58 SOYMEAL 346.50 1.13 392.20 1.00 392.20 54109.35 137.96 -15.34 -211.65 SOYOIL 275.82 1.39 384.33 1.00 384.33 54109.35 140.79 -16.99 -239.23 SP400 2922.80 0.88 2559.12 1.00 2559.12 54109.35 21.14 -6.02 -12.72 SP500_micro 255.36 0.71 181.83 1.00 181.83 54109.35 297.58 -8.07 -240.26 SUGAR11 220.19 1.43 315.12 1.00 315.12 54109.35 171.71 -8.67 -148.81 US10 1080.47 0.39 420.78 1.00 420.78 54109.35 128.59 -10.41 -133.85 US10U 1109.53 0.50 550.32 1.00 550.32 54109.35 98.32 -7.32 -72.00 US2 2031.88 0.11 228.89 1.00 228.89 54109.35 236.39 -16.05 -379.37 US20 1146.56 0.71 809.11 1.00 809.11 54109.35 66.88 -4.22 -28.24 US30 1209.06 0.97 1171.33 1.00 1171.33 54109.35 46.19 -5.90 -27.23 US5 1051.95 0.27 279.47 1.00 279.47 54109.35 193.61 -13.06 -252.81 VIX 168.00 3.03 509.11 1.00 509.11 54109.35 106.28 -16.01 -170.19 WHEAT 320.88 1.42 455.42 1.00 455.42 54109.35 118.81 -7.07 -84.05 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -80.366 0.010 2.5 -2.085 BITCOIN -28.518 0.043 2.5 -3.088 BOBL -119.544 0.004 2.5 -1.212 BTP 14.206 0.014 2.5 0.485 BUND -31.903 0.004 2.5 -0.324 BUXL -17.516 0.004 2.5 -0.178 CAC 126.724 0.014 2.5 4.322 CAD -191.723 0.010 2.5 -4.974 CANOLA -757.429 0.010 2.5 -18.427 CHF -185.752 0.010 2.5 -4.820 COCOA 22.329 0.009 2.5 0.478 COFFEE 40.414 0.005 2.5 0.472 COPPER 47.780 0.043 2.5 5.174 CORN -342.728 0.010 2.5 -8.338 COTTON2 -95.494 0.009 2.5 -2.045 CRUDE_W 102.901 0.043 2.5 11.143 DAX 523.782 0.014 2.5 17.865 DOW -348.374 0.009 2.5 -8.096 DX 207.623 0.010 2.5 5.387 EUR -68.326 0.010 2.5 -1.773 EURIBOR-ICE -95.922 0.014 2.5 -3.272 EUROSTX 165.764 0.014 2.5 5.654 FEEDCOW -17.026 0.013 2.5 -0.564 GASOIL 16.089 0.017 2.5 0.697 GASOLINE 46.412 0.017 2.5 2.012 GAS_US_mini -368.367 0.043 2.5 -39.889 GBP -88.005 0.010 2.5 -2.283 GOLD_micro 78.397 0.014 2.5 2.674 HEATOIL 0.455 0.017 2.5 0.020 JGB-SGX-mini -150.788 0.043 2.5 -16.328 JPY -262.944 0.010 2.5 -6.822 LEANHOG 74.805 0.024 2.5 4.546 LIVECOW 72.974 0.013 2.5 2.418 LUMBER-new -568.713 0.009 2.5 -12.171 MILK -61.559 0.009 2.5 -1.318 MXP 258.432 0.059 2.5 37.931 NASDAQ_micro -171.150 0.009 2.5 -3.978 NIKKEI -43.436 0.043 2.5 -4.704 NZD -89.906 0.010 2.5 -2.333 OAT 4.013 0.014 2.5 0.137 OATIES -203.008 0.010 2.5 -4.939 OJ 33.491 0.009 2.5 0.717 PALLAD -4.781 0.014 2.5 -0.163 PLAT 7.346 0.014 2.5 0.251 REDWHEAT -60.771 0.005 2.5 -0.806 RICE 36.311 0.010 2.5 0.883 ROBUSTA 134.137 0.005 2.5 1.566 RUSSELL -369.997 0.013 2.5 -12.261 SHATZ -914.590 0.004 2.5 -9.274 SILVER-mini 40.668 0.014 2.5 1.387 SMI 90.544 0.014 2.5 3.088 SOFR -301.958 0.024 2.5 -18.351 SOYBEAN -161.580 0.004 2.5 -1.503 SOYMEAL -211.655 0.004 2.5 -1.968 SOYOIL -239.229 0.004 2.5 -2.227 SP400 -12.724 0.013 2.5 -0.422 SP500_micro -240.264 0.009 2.5 -5.584 SUGAR11 -148.809 0.009 2.5 -3.165 US10 -133.852 0.005 2.5 -1.696 US10U -71.997 0.005 2.5 -0.912 US2 -379.370 0.005 2.5 -4.807 US20 -28.241 0.005 2.5 -0.358 US30 -27.233 0.005 2.5 -0.345 US5 -252.812 0.005 2.5 -3.204 VIX -170.185 0.099 2.5 -42.009 WHEAT -84.047 0.005 2.5 -1.115 ===================== Position diags ===================== AUD 3.24 BITCOIN 30.26 BOBL 1.92 BTP 2.83 BUND 0.96 BUXL 0.41 CAC 3.39 CAD 4.90 CANOLA 11.90 CHF 2.41 COCOA 0.42 COFFEE 0.41 COPPER 5.02 CORN 5.21 COTTON2 1.80 CRUDE_W 6.91 DAX 12.94 DOW 10.28 DX 3.77 EUR 2.38 EURIBOR-ICE 13.78 EUROSTX 4.52 FEEDCOW 1.64 GASOIL 2.09 GASOLINE 1.63 GAS_US_mini 31.40 GBP 3.55 GOLD_micro 8.69 HEATOIL 1.55 JGB-SGX-mini 39.47 JPY 3.48 LEANHOG 6.24 LIVECOW 3.16 LUMBER-new 6.09 MILK 2.12 MXP 39.79 NASDAQ_micro 3.76 NIKKEI 22.47 NZD 3.70 OAT 3.27 OATIES 5.22 OJ 1.35 PALLAD 0.75 PLAT 2.48 REDWHEAT 1.42 RICE 2.64 ROBUSTA 1.10 RUSSELL 15.70 SHATZ 6.17 SILVER-mini 1.47 SMI 2.12 SOFR 19.01 SOYBEAN 1.03 SOYMEAL 1.28 SOYOIL 1.31 SP400 0.70 SP500_micro 6.92 SUGAR11 3.65 US10 1.63 US10U 1.25 US2 3.00 US20 0.85 US30 0.59 US5 2.45 VIX 26.23 WHEAT 1.58 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.1 -2.4 -1.8 -3.0 -3 BITCOIN -3.1 -6.1 -0.1 0.0 0 BOBL -1.2 -1.4 -1.0 -17.0 -17 BTP 0.5 0.2 0.8 3.0 3 BUND -0.3 -0.4 -0.2 -1.0 -1 BUXL -0.2 -0.2 -0.1 -2.0 -2 CAC 4.3 4.0 4.7 0.0 0 CAD -5.0 -5.5 -4.5 -1.0 -1 CANOLA -18.4 -19.6 -17.2 -6.0 -6 CHF -4.8 -5.1 -4.6 -9.0 -9 COCOA 0.5 0.4 0.5 2.0 2 COFFEE 0.5 0.4 0.5 2.0 2 COPPER 5.2 4.7 5.7 6.0 6 CORN -8.3 -8.9 -7.8 -10.0 -10 COTTON2 -2.0 -2.2 -1.9 -3.0 -3 CRUDE_W 11.1 10.5 11.8 4.0 4 DAX 17.9 16.6 19.2 9.0 9 DOW -8.1 -9.1 -7.1 0.0 0 DX 5.4 5.0 5.8 NaN 0 EUR -1.8 -2.0 -1.5 -4.0 -4 EURIBOR-ICE -3.3 -4.6 -1.9 -4.0 -4 EUROSTX 5.7 5.2 6.1 11.0 11 FEEDCOW -0.6 -0.7 -0.4 -1.0 -1 GASOIL 0.7 0.5 0.9 0.0 0 GASOLINE 2.0 1.8 2.2 4.0 4 GAS_US_mini -39.9 -43.0 -36.7 -25.0 -25 GBP -2.3 -2.6 -1.9 0.0 0 GOLD_micro 2.7 1.8 3.5 1.0 1 HEATOIL 0.0 -0.1 0.2 1.0 1 JGB-SGX-mini -16.3 -20.3 -12.4 -8.0 -8 JPY -6.8 -7.2 -6.5 -1.0 -1 LEANHOG 4.5 3.9 5.2 3.0 3 LIVECOW 2.4 2.1 2.7 2.0 2 LUMBER-new -12.2 -12.8 -11.6 NaN 0 MILK -1.3 -1.5 -1.1 NaN 0 MXP 37.9 34.0 41.9 44.0 44 NASDAQ_micro -4.0 -4.4 -3.6 -1.0 -1 NIKKEI -4.7 -7.0 -2.5 3.0 3 NZD -2.3 -2.7 -2.0 -3.0 -3 OAT 0.1 -0.2 0.5 4.0 4 OATIES -4.9 -5.5 -4.4 NaN 0 OJ 0.7 0.6 0.9 NaN 0 PALLAD -0.2 -0.2 -0.1 0.0 0 PLAT 0.3 0.0 0.5 1.0 1 REDWHEAT -0.8 -0.9 -0.7 -1.0 -1 RICE 0.9 0.6 1.1 NaN 0 ROBUSTA 1.6 1.5 1.7 0.0 0 RUSSELL -12.3 -13.8 -10.7 -8.0 -8 SHATZ -9.3 -9.9 -8.7 NaN 0 SILVER-mini 1.4 1.2 1.5 NaN 0 SMI 3.1 2.9 3.3 7.0 7 SOFR -18.4 -20.3 -16.5 NaN 0 SOYBEAN -1.5 -1.6 -1.4 -3.0 -3 SOYMEAL -2.0 -2.1 -1.8 0.0 0 SOYOIL -2.2 -2.4 -2.1 -6.0 -6 SP400 -0.4 -0.5 -0.4 -1.0 -1 SP500_micro -5.6 -6.3 -4.9 -9.0 -9 SUGAR11 -3.2 -3.5 -2.8 -1.0 -1 US10 -1.7 -1.9 -1.5 0.0 0 US10U -0.9 -1.0 -0.8 -4.0 -4 US2 -4.8 -5.1 -4.5 NaN 0 US20 -0.4 -0.4 -0.3 0.0 0 US30 -0.3 -0.4 -0.3 -1.0 -1 US5 -3.2 -3.4 -3.0 -13.0 -13 VIX -42.0 -44.6 -39.4 -17.0 -17 WHEAT -1.1 -1.3 -1.0 -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 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 -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 -0.0 -0.1 -0.0 -0.0 0.1 0.3 0.2 -0.1 -0.7 -0.3 -0.4 -0.1 BITCOIN -0.6 -0.1 0.3 0.1 -0.0 0.1 0.0 0.0 0.0 0.0 0.4 -0.0 0.6 0.0 0.1 -0.2 -0.1 -0.2 -0.2 0.2 0.2 -0.0 0.5 0.0 -2.7 0.1 0.0 0.2 -0.0 0.3 0.0 -0.2 -0.1 -0.6 0.6 0.6 -0.3 -0.0 0.6 0.1 BOBL -0.2 -0.3 -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 -0.1 -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 0.6 0.6 0.5 -0.2 -0.4 0.7 0.1 BUND -0.2 -0.3 -0.2 -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 -0.1 -0.0 -0.1 -0.1 -0.1 0.4 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.1 0.1 0.4 0.3 0.1 -0.6 -0.7 0.5 -0.3 BUXL -0.3 -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 -0.2 -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 0.2 0.6 0.5 0.2 -0.7 -0.7 -0.1 -0.1 CAC -0.6 -0.1 0.6 0.0 0.0 0.2 -0.1 0.2 -0.1 0.2 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 0.1 0.3 0.0 0.3 0.0 0.9 0.5 0.6 0.6 0.3 -0.3 0.3 -0.2 0.5 CAD -0.3 -0.3 -0.1 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 0.1 -0.3 -0.1 -0.3 -0.2 -0.2 -0.1 -0.0 -0.1 -0.0 -0.2 -0.1 -0.1 -0.2 -0.2 -0.1 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 0.0 0.5 0.2 -0.1 -0.2 -0.7 -0.5 -0.2 -0.4 CANOLA -0.1 0.6 0.2 0.0 0.1 0.0 0.0 -0.0 0.0 0.0 -0.2 -0.0 -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 -1.1 -0.2 -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 0.4 -0.1 -0.6 -0.6 -0.2 -0.6 0.1 -0.5 COCOA -0.6 0.4 -0.1 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 0.1 0.3 0.2 -2.1 0.0 0.0 0.1 0.0 0.1 0.0 1.1 0.5 0.6 0.6 0.6 0.0 -0.0 0.2 0.3 COFFEE 0.6 0.5 0.4 0.0 0.1 0.0 0.1 -0.1 0.0 -0.0 0.5 0.1 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 0.7 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 0.1 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 0.0 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 0.2 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 -0.2 -0.4 -0.3 -0.0 -0.1 0.0 -0.5 -0.0 -2.1 -0.0 0.1 -0.2 0.0 -0.4 0.0 -1.1 0.0 0.1 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 0.3 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 0.2 -0.5 -0.6 -0.6 0.6 -0.4 -0.5 0.0 0.1 CRUDE_W 0.1 0.5 0.3 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.1 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 -0.0 0.2 -0.0 0.2 0.0 -0.1 -0.1 0.3 0.4 0.0 0.7 0.6 0.7 0.7 DAX -0.6 -0.2 0.4 0.0 0.0 0.1 -0.1 0.2 -0.0 0.1 0.5 -0.1 0.7 -0.0 0.1 -0.2 -0.2 -0.3 -0.3 0.2 0.2 -0.0 0.5 -0.0 2.0 0.1 0.0 0.2 -0.0 0.2 0.0 -0.6 0.5 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 -0.0 0.1 -0.0 0.1 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 -0.1 -1.6 0.0 0.0 0.1 -0.0 0.3 -0.0 -0.5 0.2 0.3 -0.3 -0.1 -0.1 -0.3 0.2 -0.5 DX 0.4 0.4 0.3 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.0 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 -0.0 -0.2 -0.1 -0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 2.4 -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 -0.6 -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 -0.2 0.6 0.0 0.0 0.2 -0.1 0.2 -0.0 0.1 0.5 -0.1 0.7 -0.0 0.2 -0.1 0.0 -0.0 -0.0 0.2 0.2 -0.0 0.5 0.0 -0.1 0.1 0.1 0.3 0.0 0.3 0.0 0.6 0.5 0.6 0.6 0.6 -0.5 0.3 -0.5 0.5 FEEDCOW -0.5 -0.6 0.3 0.0 0.1 0.0 0.0 -0.1 0.0 0.1 -0.1 0.1 -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 0.1 0.1 -0.0 -1.1 0.5 -0.1 -0.6 0.2 0.7 0.7 0.7 0.7 GASOIL -0.2 0.1 0.3 0.1 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.3 -0.2 0.5 -0.0 0.2 0.1 0.4 0.3 0.4 0.1 0.1 -0.2 0.5 -0.0 0.9 0.0 -0.1 0.2 -0.1 0.3 -0.0 0.7 -0.4 -0.4 -0.4 -0.1 -0.4 -0.3 -0.7 -0.6 GASOLINE -0.1 0.5 0.5 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.1 0.5 -0.1 0.7 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 -0.0 0.2 -0.0 0.3 0.0 -0.2 0.1 0.0 0.3 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 -0.5 0.0 -0.7 -0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 0.0 -0.5 -0.0 2.7 -0.1 0.0 -0.2 0.0 -0.3 -0.0 -1.1 0.3 -0.3 -0.6 -0.6 -0.7 -0.1 -0.7 -0.3 GBP -0.4 -0.4 -0.1 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 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 -0.0 0.0 -0.1 0.1 -0.1 0.2 -0.0 0.1 0.1 0.4 -0.7 -0.3 -0.7 -0.1 GOLD_micro 0.2 0.6 0.5 0.0 -0.0 0.1 0.0 0.0 0.0 -0.1 0.4 0.1 0.4 0.1 0.2 -0.3 -0.3 -0.3 -0.3 0.2 0.2 0.1 0.3 0.2 -0.5 0.1 -0.0 0.1 0.0 0.1 0.0 -0.8 -0.0 0.6 0.6 0.6 -0.7 -0.7 -0.4 -0.4 HEATOIL -0.1 0.1 0.2 0.1 -0.0 0.1 -0.0 0.2 0.0 -0.1 0.1 -0.2 0.4 -0.0 0.1 0.0 0.4 0.2 0.3 0.0 0.1 -0.1 0.3 -0.1 -2.7 0.0 -0.1 0.2 -0.1 0.3 -0.0 0.7 -0.3 -0.5 -0.5 -0.1 0.6 0.2 0.5 0.1 JGB-SGX-mini -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 0.3 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 -0.5 -0.6 -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 0.1 -0.1 0.0 0.1 0.5 0.1 -0.1 0.1 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.2 0.1 0.1 0.1 1.6 0.1 0.1 0.2 0.1 0.1 0.0 -1.1 -0.5 0.6 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 0.7 0.3 -0.1 -0.3 0.4 0.7 0.5 0.7 0.7 LUMBER-new -0.7 -0.7 0.1 0.0 0.1 0.0 0.1 -0.1 0.0 -0.2 0.1 -0.2 -0.4 -0.2 -0.2 -0.5 -0.4 -0.5 -0.4 -0.2 -0.1 -0.2 -0.1 -0.2 NaN -0.1 -0.1 -0.0 -0.1 0.0 -0.1 -1.2 -0.6 -0.7 -0.7 -0.7 -0.5 -0.5 -0.2 -0.3 MILK 0.6 0.2 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 0.4 0.5 -0.4 -0.3 -0.7 -0.7 -0.7 -0.7 MXP -0.6 -0.1 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 0.5 -0.2 0.7 -0.1 0.1 0.3 0.3 0.3 0.3 0.1 0.2 -0.2 0.5 -0.1 -2.7 0.0 -0.0 0.2 -0.1 0.3 -0.0 1.1 -0.5 0.3 0.6 0.6 0.7 0.7 0.7 0.7 NASDAQ_micro -0.6 -0.6 -0.2 0.0 0.0 0.1 -0.0 0.1 -0.0 -0.1 0.3 -0.1 0.5 -0.1 0.1 -0.2 -0.2 -0.2 -0.2 -0.0 0.1 -0.2 0.4 -0.1 -2.7 -0.0 -0.0 0.1 -0.1 0.2 -0.1 -0.4 -0.3 -0.1 -0.4 0.1 0.0 -0.0 0.2 -0.1 NIKKEI -0.6 -0.5 0.3 0.0 0.0 0.1 -0.0 0.1 -0.0 -0.1 0.3 -0.1 0.5 -0.1 0.1 0.0 0.2 0.1 0.2 0.1 0.2 -0.2 0.5 -0.1 -1.9 0.0 -0.0 0.2 -0.1 0.3 -0.0 1.1 -0.3 -0.2 -0.2 0.6 -0.6 -0.3 -0.3 -0.3 NZD -0.2 -0.5 -0.2 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 -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 -0.0 -0.0 -0.1 0.2 0.2 0.2 -0.3 -0.2 -0.4 -0.2 -0.2 0.2 OAT -0.4 -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 0.8 0.1 0.4 0.3 0.1 -0.6 -0.7 0.5 0.0 OATIES -0.0 -0.1 -0.3 0.0 0.1 0.0 0.0 -0.1 0.0 0.2 -0.5 0.2 -0.5 0.0 -0.1 0.1 0.0 0.1 0.1 -0.1 -0.2 0.2 -0.4 0.0 -2.7 -0.0 0.1 -0.1 0.1 -0.2 0.0 -0.1 0.5 -0.0 -0.3 -0.3 -0.5 -0.0 -0.1 0.5 OJ -0.1 -0.0 -0.1 0.0 0.1 0.0 0.0 -0.1 0.0 -0.1 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 0.8 -0.1 -0.2 -0.3 0.0 0.3 0.3 0.7 0.7 PALLAD 0.1 0.3 0.4 0.0 -0.0 0.0 0.0 0.0 0.0 -0.0 -0.1 -0.0 -0.3 0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.3 0.0 1.6 0.0 -0.0 -0.0 -0.0 -0.1 0.0 0.4 -0.1 -0.2 -0.2 -0.1 -0.7 -0.5 -0.7 -0.3 PLAT 0.3 0.3 0.1 0.0 -0.0 0.1 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 -0.1 -0.1 0.0 1.4 0.0 -0.1 0.0 -0.0 0.0 0.0 0.2 -0.4 -0.2 -0.3 -0.2 -0.6 -0.2 0.7 0.3 REDWHEAT 0.4 0.5 0.1 0.0 0.1 0.0 0.0 -0.1 0.0 0.1 -0.4 0.2 -0.7 0.1 -0.1 -0.1 0.0 0.0 0.0 -0.0 -0.2 0.2 -0.5 0.1 -1.0 -0.0 0.2 -0.2 0.1 -0.4 0.1 -0.2 0.5 0.6 0.2 -0.6 -0.3 -0.7 0.0 -0.7 RICE 0.6 -0.6 -0.2 0.0 0.1 0.0 0.0 -0.0 0.0 0.1 0.0 0.1 0.2 0.0 -0.0 0.4 0.1 0.4 0.1 0.0 0.0 0.1 0.1 0.1 -1.0 -0.0 0.0 -0.0 0.0 0.0 0.0 0.2 0.5 0.4 -0.4 -0.3 0.1 -0.1 0.3 0.2 ROBUSTA 0.6 0.6 0.6 0.0 0.1 0.0 0.0 -0.1 0.0 0.1 0.5 0.1 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 -0.4 0.2 0.0 0.0 0.1 -0.0 0.1 -0.0 -0.0 0.2 -0.1 0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 0.1 -0.1 -0.2 -0.0 0.0 0.1 -0.0 0.1 -0.0 -0.1 -0.1 0.3 -0.2 -0.4 -0.4 -0.7 -0.4 -0.7 SHATZ -0.0 -0.3 -0.5 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 -0.1 -0.2 -0.1 1.0 -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 0.2 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.0 0.1 0.2 0.4 0.0 -0.0 0.1 0.0 0.1 0.0 -0.1 -0.1 0.5 0.6 0.5 -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 0.1 0.4 -0.1 0.4 -0.1 0.1 -0.1 0.1 0.0 0.1 0.0 0.1 -0.0 0.2 -0.1 1.9 0.0 0.1 0.2 -0.0 0.2 -0.0 0.9 0.5 0.6 0.3 0.0 0.4 -0.0 0.7 -0.1 SOFR -0.6 -0.6 -0.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -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 -0.1 -0.2 -0.1 0.0 -0.5 -0.7 0.2 -0.1 SOYBEAN -0.2 0.5 -0.3 0.0 0.1 0.0 0.1 -0.1 0.0 0.1 -0.4 -0.1 -0.3 0.0 -0.1 -0.1 0.2 0.0 0.1 -0.1 -0.1 -0.0 -0.4 -0.1 -2.7 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 0.5 -0.4 -0.5 0.4 -0.6 -0.4 -0.7 -0.3 -0.7 SOYMEAL 0.3 0.3 -0.6 0.0 0.1 0.0 0.0 -0.1 0.0 0.2 -0.5 0.1 -0.6 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 0.1 -0.2 0.0 0.1 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 -0.0 -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 -0.4 -0.5 -0.6 0.0 -0.2 -0.7 -0.4 -0.3 0.2 SP400 -0.6 -0.3 0.4 0.0 0.0 0.1 -0.0 0.1 -0.0 -0.0 0.3 -0.1 0.4 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.1 0.3 -0.1 -1.5 0.0 0.0 0.1 -0.0 0.2 -0.0 0.1 -0.3 0.3 0.2 -0.1 -0.4 -0.3 -0.4 -0.7 SP500_micro -0.6 -0.6 0.2 0.0 0.0 0.1 -0.0 0.1 -0.0 -0.0 0.4 -0.1 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 -0.6 0.7 0.3 0.7 0.7 US10 -0.6 -0.5 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -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 -0.4 -0.0 -0.1 -0.0 0.1 -0.7 -0.7 -0.3 0.1 US10U -0.6 -0.5 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -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 -0.0 -0.1 0.0 0.1 -0.7 -0.7 0.6 0.4 US2 -0.4 -0.6 -0.3 -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 1.4 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.1 -0.0 -0.2 -0.2 -0.1 -0.7 -0.7 -0.6 -0.7 US20 -0.6 -0.5 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 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=================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 -4.4 -3.2 -3.1 -3.5 -1.7 -1.0 -5.4 0.9 -5.5 -2.1 -5.7 -10.1 -9.2 -10.1 -12.7 -2.6 -2.9 -2.8 -2.8 -6.6 -4.2 -6.5 -4.4 -8.6 2.5 -2.9 2.1 -1.7 -3.6 -1.8 -4.3 -0.9 2.7 9.3 4.7 -2.7 -20.0 -10.0 -12.6 -2.0 BITCOIN -20.0 -4.3 9.7 4.6 -0.8 2.6 1.7 0.8 4.4 1.5 14.5 -4.3 15.5 1.2 10.7 -7.7 -7.4 -8.5 -8.3 14.0 20.0 -3.3 20.0 0.0 -20.0 5.3 1.3 7.7 -0.2 7.1 1.3 -3.3 -5.3 -20.0 18.0 20.0 -8.9 -0.4 16.6 3.3 BOBL -5.0 -8.1 -9.6 -2.4 -1.5 -1.2 -2.9 -1.0 -3.1 -6.6 -3.3 -7.6 -2.8 -7.6 -8.5 13.1 -9.2 0.8 -7.0 -6.2 -4.2 -6.6 -3.8 -6.6 5.1 -1.9 -2.7 -1.2 -2.8 -1.1 -2.1 -10.6 4.7 8.9 6.3 -2.2 -18.7 -20.0 6.9 -15.6 BTP -16.9 -9.2 1.6 -3.8 -2.5 -2.0 -4.8 -1.7 -5.1 -1.0 9.6 -8.9 9.5 -8.6 -5.3 4.6 6.1 4.8 5.1 -0.4 6.2 -3.4 7.4 -4.8 -19.0 3.0 2.2 6.0 -0.7 5.9 0.0 14.4 16.4 17.2 20.0 16.1 -6.6 -11.2 20.0 2.5 BUND -7.2 -8.0 -4.6 -2.6 -1.7 -1.3 -3.2 -1.1 -3.5 -8.6 -0.9 -9.1 -1.1 -8.6 -9.3 -9.3 0.4 -6.3 -3.1 -4.9 -2.3 -6.4 -2.5 -6.0 2.7 -0.3 -3.3 0.3 -2.7 -0.2 -1.1 2.8 5.8 13.6 10.4 1.9 -17.5 -20.0 13.8 -8.3 BUXL -8.1 -6.5 0.6 -3.2 -2.1 -1.7 -4.0 -1.4 -4.3 -11.0 0.9 -11.4 -2.7 -10.5 -11.2 -7.5 -2.1 -6.0 -4.0 -4.1 -1.4 -7.6 -3.5 -6.1 -1.1 1.8 -4.9 2.0 -2.8 0.2 0.3 0.0 7.3 20.0 16.7 6.6 -20.0 -20.0 -3.7 -2.4 CAC -20.0 -2.5 17.6 1.6 1.3 6.2 -6.2 6.1 -5.1 19.9 20.0 -4.8 20.0 -2.0 17.7 20.0 2.2 14.3 6.8 15.9 20.0 2.9 20.0 -0.3 -12.1 6.7 7.9 9.8 1.4 8.9 1.3 16.6 20.0 20.0 19.0 8.2 -8.7 9.5 -6.2 14.2 CAD -9.8 -9.0 -4.3 -5.2 -2.4 -1.4 -7.9 1.4 -8.1 12.8 -9.6 -8.8 -8.6 -15.5 -19.7 -2.8 -2.3 -2.5 -2.4 -15.2 -9.4 -5.7 -7.0 -16.3 -0.5 -6.4 7.0 -3.9 -2.3 -2.9 -6.9 0.0 20.0 6.8 -4.6 -4.7 -20.0 -16.5 -6.4 -13.3 CANOLA -2.1 20.0 6.6 0.5 6.5 0.5 2.5 -1.1 0.3 4.3 -7.4 -1.9 -8.3 3.7 1.1 -16.1 -7.2 -14.9 -12.6 -0.4 -6.8 0.6 -12.3 0.2 -20.0 -0.0 3.6 -2.8 0.3 -5.4 0.2 -20.0 -7.9 -6.1 13.5 -12.7 -20.0 -17.3 -12.2 -3.9 CHF -7.9 -20.0 -20.0 -4.4 -2.1 -1.2 -6.7 1.2 -6.9 -9.0 -16.1 -16.1 -8.9 -19.3 -20.0 -15.8 -15.8 -16.0 -15.9 -20.0 -20.0 -12.6 -10.2 -20.0 -0.9 -6.7 -1.1 -4.6 -2.8 -1.6 -5.6 -20.0 16.2 -1.8 -20.0 -20.0 -5.4 -17.0 2.6 -15.8 COCOA -20.0 11.7 -4.2 0.4 4.9 0.4 1.9 -0.8 0.3 2.0 8.6 5.3 8.6 7.6 8.3 20.0 15.0 20.0 20.0 20.0 18.6 13.8 12.7 19.6 -15.9 3.0 0.5 3.1 1.3 2.7 2.3 20.0 19.3 20.0 20.0 20.0 1.3 -0.4 6.6 8.9 COFFEE 20.0 16.4 11.5 1.0 13.0 1.0 5.0 -2.2 0.7 -2.9 17.8 12.7 13.8 17.0 16.7 13.0 8.5 12.3 10.9 20.0 20.0 20.0 13.4 20.0 -20.0 6.8 0.3 4.4 6.3 2.8 8.6 12.4 20.0 20.0 20.0 20.0 -3.2 -20.0 6.1 -9.0 COPPER 20.0 20.0 17.4 5.3 -0.9 3.0 2.0 1.0 5.0 11.5 16.7 18.2 4.7 19.9 19.8 -4.8 -5.0 -5.3 -5.4 20.0 20.0 20.0 10.2 20.0 -15.7 7.1 3.9 4.7 6.6 2.2 7.8 1.2 20.0 20.0 20.0 20.0 -20.0 -2.6 8.2 6.0 CORN 0.7 14.3 6.5 0.9 11.6 0.9 4.5 -1.9 0.6 14.9 -11.7 2.1 -18.2 6.5 -6.5 -20.0 -10.0 -19.0 -15.7 -4.6 -12.7 3.5 -20.0 -0.5 -15.7 -2.9 8.7 -7.9 2.9 -10.6 0.6 -20.0 0.5 2.4 9.0 -20.0 -12.1 -20.0 -11.0 1.0 COTTON2 -20.0 -18.2 14.1 0.6 7.9 0.6 3.1 -1.3 0.4 -7.9 -1.5 -11.6 0.6 -12.6 -6.8 17.4 3.6 11.8 6.1 -11.5 -1.1 -19.8 1.3 -20.0 -20.0 -1.2 -2.0 1.7 -4.2 2.1 -4.3 3.0 -20.0 -20.0 -19.3 20.0 -10.8 -14.3 1.2 1.7 CRUDE_W 2.1 16.3 10.3 6.0 -3.4 5.9 -4.0 4.8 1.5 -13.6 11.3 -2.1 15.2 16.3 20.0 17.9 11.8 15.4 13.1 20.0 20.0 -8.0 18.4 11.1 -5.5 7.4 -3.9 7.1 -3.6 6.5 2.9 -1.1 -4.8 8.2 12.5 0.3 20.0 19.2 20.0 19.8 DAX -20.0 -6.6 13.6 1.4 1.1 5.4 -5.3 5.3 -4.4 9.4 19.7 -12.2 20.0 -2.6 12.4 -11.1 -11.7 -12.8 -12.9 13.9 20.0 -4.5 20.0 -2.2 14.7 6.3 4.0 8.2 -0.5 6.8 1.4 -11.1 20.0 20.0 20.0 15.1 -1.8 8.6 6.0 20.0 DOW -20.0 -20.0 -0.8 1.0 0.8 4.0 -3.9 3.9 -3.2 6.7 12.5 -10.3 13.8 -11.6 -4.3 -11.1 -11.1 -12.1 -12.0 -4.0 9.9 -7.9 15.7 -13.8 -12.1 0.2 4.2 5.2 -2.1 7.2 -3.7 -9.8 7.1 9.5 -10.6 -4.5 -2.3 -7.5 6.3 -16.3 DX 13.6 12.6 9.1 -4.8 -2.2 -1.3 -7.3 1.3 -7.5 4.9 11.5 16.6 8.1 19.5 19.8 7.2 6.5 7.1 6.8 20.0 12.8 19.5 8.2 20.0 -20.0 6.6 0.5 3.7 6.2 2.4 8.3 15.5 20.0 20.0 20.0 20.0 20.0 4.5 20.0 10.7 EUR -11.3 -7.7 -6.2 -4.4 -2.1 -1.2 -6.7 1.2 -6.9 -0.8 -6.6 -13.2 -5.5 -15.5 -16.0 -6.7 -6.8 -6.7 -6.6 -13.0 -7.5 -11.5 -4.5 -16.4 17.7 -4.7 1.1 -2.0 -5.1 -0.9 -6.8 -7.4 2.1 0.7 1.2 1.1 -20.0 -14.8 -20.0 -11.9 EURIBOR-ICE -15.6 -17.5 -10.2 -2.2 -1.4 -1.1 -2.7 -1.0 -2.9 -6.3 1.3 -7.6 2.1 -7.7 -7.7 -5.0 -4.1 -3.7 -3.2 -6.4 -0.9 -8.9 1.4 -9.0 12.7 -2.0 -2.4 0.1 -3.3 1.0 -3.1 -1.5 -0.9 1.7 2.9 -0.7 -20.0 -20.0 10.5 16.6 EUROSTX -20.0 -7.2 19.6 1.5 1.1 5.7 -5.6 5.6 -4.6 10.6 20.0 -9.9 20.0 -1.6 17.7 -7.1 0.3 -2.2 -0.1 17.7 20.0 -1.0 20.0 0.4 -0.6 6.8 5.6 9.9 0.3 8.9 1.5 10.5 20.0 20.0 20.0 20.0 -14.4 9.3 -13.6 15.2 FEEDCOW -14.8 -20.0 9.5 0.8 10.8 0.9 4.2 -1.8 0.6 16.0 -3.2 7.5 -1.5 -6.9 -3.9 -20.0 -20.0 -20.0 -20.0 -10.3 -4.9 12.7 -0.0 -6.8 -6.2 -2.3 9.8 -0.9 5.1 1.6 -0.8 -20.0 20.0 -2.0 -20.0 6.2 20.0 20.0 20.0 20.0 GASOIL -5.4 3.3 8.9 5.1 -2.9 5.0 -3.4 4.1 1.3 -14.4 10.8 -14.8 15.1 -0.9 14.9 6.4 20.0 15.4 18.8 8.3 13.7 -17.4 16.7 -4.3 6.7 3.5 -8.2 6.1 -8.9 7.4 -2.5 13.3 -17.9 -12.6 -11.7 -2.0 -12.5 -8.9 -20.0 -17.4 GASOLINE -3.2 14.8 16.1 5.8 -3.3 5.8 -3.9 4.7 1.5 -13.8 18.9 -6.4 18.1 15.3 20.0 20.0 11.8 14.3 8.6 20.0 20.0 -7.6 20.0 9.2 -20.0 7.5 -3.7 8.0 -3.4 7.6 2.5 -4.4 2.2 1.1 9.0 9.4 20.0 20.0 20.0 20.0 GAS_US_mini 7.2 1.9 -13.1 4.0 -2.3 4.0 -2.7 3.2 1.0 11.5 -18.1 3.1 -18.8 -11.2 -16.7 -20.0 -20.0 -20.0 -20.0 -13.0 -20.0 2.8 -20.0 -4.1 20.0 -6.5 5.3 -9.1 0.8 -9.4 -3.1 -20.0 13.2 -9.7 -20.0 -20.0 -20.0 -3.7 -20.0 -8.7 GBP -13.0 -11.8 -4.0 -4.8 -2.3 -1.3 -7.3 1.3 -7.5 -7.5 4.9 -17.3 5.2 -19.3 -15.8 -1.0 -0.7 -0.8 -0.7 -11.4 -2.7 -17.1 2.1 -18.2 1.7 -4.0 -2.9 0.4 -8.4 1.8 -8.1 2.9 -0.9 3.1 2.8 12.2 -20.0 -9.4 -20.0 -3.0 GOLD_micro 7.6 20.0 15.1 4.0 -0.7 2.2 1.5 0.7 3.7 -11.1 14.8 9.3 11.8 13.8 14.8 -13.0 -14.6 -14.4 -14.6 20.0 20.0 5.6 12.8 20.0 -3.7 5.3 -2.3 4.2 1.0 2.6 4.2 -14.9 -1.3 20.0 20.0 20.0 -20.0 -20.0 -11.9 -11.8 HEATOIL -4.6 4.1 5.1 5.3 -3.0 5.2 -3.5 4.2 1.3 -11.3 2.0 -14.4 10.2 -2.9 12.1 1.2 20.0 11.6 17.3 4.5 8.6 -16.6 11.5 -6.4 -20.0 2.3 -6.2 5.9 -9.1 8.4 -4.2 12.5 -13.9 -15.4 -15.9 -4.1 17.6 5.6 13.9 1.8 JGB-SGX-mini -19.1 -15.0 -4.8 -2.6 -1.7 -1.3 -3.2 -1.1 -3.5 -7.8 2.3 -8.7 4.8 -8.2 -7.4 8.4 15.7 10.6 12.0 -7.1 -1.7 -11.0 1.7 -11.1 -7.5 -2.8 -2.6 -1.1 -4.1 -0.4 -4.2 20.0 -7.7 -6.4 -4.4 2.9 -11.8 -12.5 0.9 10.1 JPY -14.5 -13.9 -17.7 -4.1 -2.0 -1.1 -6.3 1.1 -6.5 -17.1 -19.6 -18.9 -19.5 -19.7 -20.0 -17.9 -16.7 -17.3 -16.9 -20.0 -20.0 -20.0 -20.0 -20.0 20.0 -6.7 -3.9 -5.8 -6.0 -6.3 -7.1 -20.0 -1.6 -10.2 -13.8 -20.0 -20.0 -11.2 -18.9 -11.0 LEANHOG -3.1 5.2 20.0 1.1 15.2 1.2 5.9 -2.6 0.8 15.2 17.8 5.2 -3.7 7.1 19.8 -20.0 -20.0 -20.0 -20.0 18.2 15.5 16.0 2.1 13.0 11.8 6.9 13.4 8.1 5.2 2.8 3.6 -20.0 -20.0 18.6 20.0 20.0 -7.5 -8.7 1.2 14.8 LIVECOW -18.0 -15.2 10.7 0.8 11.0 0.9 4.3 -1.8 0.6 13.6 -0.4 0.8 0.5 -8.5 -0.6 20.0 6.4 20.0 15.3 -7.3 -2.2 5.3 1.2 -7.5 -5.4 -0.3 6.9 1.3 3.8 3.4 -0.4 12.9 11.1 -4.1 -10.7 13.1 20.0 15.6 20.0 20.0 LUMBER-new -20.0 -20.0 1.9 1.0 14.2 1.2 5.5 -1.6 0.7 -18.4 2.4 -20.0 -10.7 -20.0 -13.2 -20.0 -16.9 -20.0 -18.2 -20.0 -6.8 -20.0 -2.1 -20.0 NaN -5.4 -8.4 -1.3 -10.9 0.1 -9.8 -20.0 -20.0 -20.0 -20.0 -19.8 -12.7 -12.3 -5.7 -7.0 MILK 20.0 7.1 20.0 0.5 7.1 0.6 2.8 -1.2 0.4 8.9 -9.5 10.1 -11.2 2.0 -3.1 -20.0 -20.0 -20.0 -20.0 -1.8 -8.4 16.9 -13.4 7.8 11.4 -0.9 6.6 -3.3 6.0 -5.3 2.6 -20.0 16.0 15.2 -12.4 -7.8 -20.0 -20.0 -20.0 -20.0 MXP -18.6 -4.6 1.1 -4.6 -2.2 -1.2 -7.0 1.2 -7.2 -13.0 17.8 -15.9 20.0 -5.0 8.1 16.6 17.2 17.4 17.0 6.9 15.7 -20.0 20.0 -8.8 -20.0 3.5 -4.6 6.0 -7.4 7.4 -2.4 20.0 -20.0 8.4 20.0 20.0 20.0 20.0 20.0 20.0 NASDAQ_micro -20.0 -20.0 -4.7 0.9 0.7 3.3 -3.3 3.3 -2.7 -6.1 11.6 -9.2 13.1 -7.5 4.9 -10.4 -10.4 -11.1 -11.0 -1.8 9.9 -18.3 15.8 -13.6 -20.0 -0.4 -3.4 4.2 -6.3 6.8 -4.8 -8.3 -12.5 -3.8 -11.6 2.2 1.3 -1.4 6.0 -2.1 NIKKEI -20.0 -15.4 10.1 1.0 0.8 3.9 -3.8 3.8 -3.2 -7.1 12.9 -11.5 14.9 -8.5 9.0 2.0 10.0 5.5 8.1 5.6 19.4 -20.0 20.0 -12.6 -14.2 1.9 -4.0 6.2 -6.1 7.4 -3.6 20.0 -14.3 -5.5 -5.7 20.0 -17.9 -7.6 -9.4 -8.8 NZD -5.3 -14.2 -6.6 -3.4 -1.6 -0.9 -5.3 0.9 -5.4 -4.1 -4.1 -10.3 -4.5 -13.1 -13.7 0.1 0.3 0.2 0.2 -11.4 -6.3 -8.1 -3.6 -12.5 0.5 -4.6 0.4 -2.4 -3.3 -1.0 -5.0 4.4 6.6 5.9 -10.0 -5.6 -12.7 -6.4 -4.9 5.7 OAT -11.2 -10.8 -4.0 -2.9 -1.9 -1.5 -3.6 -1.3 -3.8 -8.7 0.7 -9.6 0.4 -9.9 -10.1 5.1 6.0 4.9 5.0 -5.4 -1.4 -6.8 -1.0 -7.3 3.2 -0.6 -3.0 1.0 -3.1 0.8 -1.9 14.3 6.2 12.9 10.6 3.1 -16.8 -20.0 14.0 0.8 OATIES -0.3 -2.0 -8.1 0.8 11.2 0.9 4.3 -1.9 0.6 16.8 -16.9 14.1 -15.1 0.7 -5.6 5.7 0.0 6.8 3.4 -8.0 -14.3 17.2 -15.3 2.2 -20.0 -2.9 11.2 -4.4 7.7 -4.4 1.1 -2.4 20.0 -0.9 -10.4 -9.0 -15.7 -1.4 -2.9 16.2 OJ -2.1 -0.8 -4.4 0.9 11.9 0.9 4.6 -2.0 0.6 -10.9 8.3 0.6 15.0 6.1 14.3 3.7 13.1 5.9 8.9 7.7 14.4 -0.9 20.0 3.3 -20.0 0.8 -2.6 6.1 -1.4 16.6 -0.8 15.4 -3.6 -7.1 -10.3 1.3 9.5 9.0 20.0 20.0 PALLAD 2.7 10.4 10.8 2.4 -0.4 1.3 0.9 0.4 2.2 -4.9 -3.1 -3.5 -7.7 2.2 0.9 -1.9 -2.1 -1.8 -1.9 1.2 -2.6 -1.4 -9.4 0.9 12.0 1.4 -1.3 -0.7 -0.7 -3.9 0.9 6.9 -4.8 -7.7 -7.0 -4.1 -20.0 -14.6 -20.0 -9.3 PLAT 8.7 10.1 2.3 3.3 -0.6 1.9 1.2 0.6 3.1 -11.6 -1.3 -4.4 -7.6 2.1 -1.2 -4.8 -3.6 -4.5 -4.1 3.1 0.5 -8.7 -2.4 0.6 10.4 2.3 -7.8 1.3 -3.9 0.2 0.8 3.7 -17.1 -7.3 -9.5 -6.1 -18.6 -5.5 20.0 7.8 REDWHEAT 11.3 14.0 4.6 0.9 11.9 0.9 4.6 -2.0 0.6 16.3 -15.9 14.9 -18.8 13.1 -4.6 -5.5 0.4 0.2 0.5 -1.8 -14.1 17.7 -20.0 7.9 -7.6 -0.6 17.7 -6.7 10.2 -9.9 5.1 -3.4 20.0 18.2 7.0 -20.0 -10.3 -20.0 0.3 -20.0 RICE 20.0 -19.7 -7.7 0.4 5.8 0.5 2.3 -1.0 0.3 8.3 0.7 8.8 4.8 3.8 -0.4 20.0 3.6 20.0 7.2 0.5 0.5 14.0 2.6 7.4 -7.2 -0.4 2.7 -0.4 3.6 0.2 1.6 3.3 20.0 11.0 -11.1 -7.8 2.5 -4.0 10.3 6.2 ROBUSTA 20.0 17.0 19.0 0.7 9.8 0.8 3.8 -1.6 0.5 10.4 17.0 13.8 16.9 15.6 16.7 10.6 20.0 18.6 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 6.3 3.5 5.9 5.4 5.3 6.3 20.0 20.0 20.0 20.0 20.0 -17.6 -20.0 -2.9 3.4 RUSSELL -20.0 -10.9 6.5 0.9 0.7 3.2 -3.2 3.2 -2.6 -1.3 9.0 -9.4 8.2 -8.8 -1.6 -6.4 -6.4 -6.5 -6.5 -3.1 4.4 -10.2 5.3 -11.3 -1.6 -0.4 1.8 2.6 -3.6 3.0 -3.8 -1.0 -3.4 10.0 -6.2 -11.4 -12.8 -19.6 -13.2 -20.0 SHATZ -1.1 -9.8 -16.7 -2.2 -1.4 -1.2 -2.8 -1.0 -3.0 -6.2 -7.9 -6.9 -7.6 -7.5 -8.6 -20.0 -20.0 -20.0 -20.0 -9.7 -9.0 -7.2 -9.0 -8.1 7.6 -2.9 -1.9 -2.4 -2.3 -2.1 -2.5 -20.0 4.4 2.8 -0.3 -8.2 -20.0 -20.0 -14.0 -20.0 SILVER-mini 15.5 20.0 12.0 3.6 -0.6 2.0 1.3 0.7 3.4 -10.1 9.2 7.4 4.0 11.3 11.3 -6.4 -6.7 -6.7 -6.7 17.2 11.0 3.2 4.8 15.4 3.1 4.6 -2.4 3.2 0.6 1.7 3.7 -1.2 -3.0 16.5 20.0 16.6 -13.9 -16.6 17.7 3.2 SMI -20.0 -3.5 11.4 1.3 1.0 4.8 -4.7 4.7 -3.9 10.9 14.7 -7.8 12.0 -7.1 5.2 -2.5 4.1 1.4 3.5 2.8 10.1 -2.3 8.6 -6.7 14.3 3.3 7.6 6.0 -0.3 4.6 -1.0 17.0 20.0 20.0 9.2 0.2 13.0 -1.3 20.0 -3.2 SOFR -20.0 -17.0 -8.5 -2.8 -1.8 -1.4 -3.5 -1.2 -3.7 -2.6 -1.2 -8.8 -2.2 -9.8 -9.9 -2.9 -0.4 -1.4 -0.6 -11.7 -6.5 -10.7 -4.2 -14.2 -2.3 -3.0 -0.9 -1.3 -3.2 -0.6 -4.0 4.1 -4.6 -5.2 -1.9 0.6 -15.3 -20.0 6.0 -1.9 SOYBEAN -4.7 13.9 -10.6 0.9 12.8 1.0 5.0 -2.2 0.7 11.0 -13.7 -4.9 -7.2 0.8 -7.9 -3.7 10.5 1.1 5.3 -7.4 -13.5 -3.0 -14.5 -5.4 -20.0 -2.7 4.4 -4.8 -1.3 -4.5 -2.2 9.7 -15.7 -14.6 12.2 -20.0 -11.9 -20.0 -10.2 -20.0 SOYMEAL 8.5 9.6 -20.0 0.9 11.9 0.9 4.6 -2.0 0.6 16.8 -18.1 11.5 -15.4 4.3 -14.4 -4.0 6.5 -3.8 0.3 -9.9 -20.0 9.7 -18.6 2.1 -20.0 -2.8 8.2 -7.7 5.8 -5.9 2.8 2.4 10.3 5.5 7.4 -20.0 -20.0 -20.0 -20.0 -20.0 SOYOIL -15.8 16.1 -1.1 0.6 8.5 0.7 3.3 -1.4 0.4 -5.5 -11.9 -10.3 -10.6 -7.8 -5.9 -6.9 0.7 -6.6 -4.0 -7.3 -9.1 -13.4 -11.8 -12.0 -20.0 -1.9 -1.2 -1.4 -4.9 -1.9 -4.4 -6.7 -20.0 -20.0 1.4 -6.9 -20.0 -12.1 -8.8 5.4 SP400 -20.0 -9.4 13.0 1.0 0.8 3.8 -3.7 3.7 -3.1 -1.2 12.3 -10.5 12.0 -7.6 3.8 -4.9 -5.3 -5.2 -5.3 2.4 12.5 -13.3 12.6 -11.6 -11.4 1.5 1.5 4.5 -3.6 4.5 -2.8 1.0 -10.7 9.0 5.1 -1.7 -12.8 -9.7 -10.6 -20.0 SP500_micro -20.0 -18.1 7.0 1.1 0.9 4.2 -4.2 4.1 -3.4 -5.4 15.4 -11.8 16.3 -8.3 7.8 -12.1 -11.7 -12.8 -12.5 2.8 17.7 -18.9 20.0 -14.5 -20.0 1.5 -1.0 6.4 -5.6 7.8 -4.2 -10.8 -14.0 0.1 -2.9 11.4 -2.9 -4.1 5.3 -4.9 SUGAR11 -20.0 -9.4 -11.8 0.8 10.5 0.8 4.1 -1.8 0.5 -10.2 -11.4 -14.6 1.9 -13.7 -10.5 6.4 16.2 10.8 13.9 -20.0 -14.8 -20.0 -4.1 -20.0 -20.0 -5.3 -3.1 -3.8 -7.1 -1.1 -7.3 20.0 -20.0 -20.0 -20.0 -17.0 20.0 7.6 20.0 20.0 US10 -18.4 -14.8 -2.9 -2.3 -1.5 -1.2 -2.9 -1.0 -3.1 -1.9 -1.7 -7.2 -3.9 -8.1 -8.2 -5.3 -7.7 -6.9 -7.5 -9.3 -5.9 -8.0 -5.9 -11.0 2.2 -2.5 -0.7 -1.2 -2.5 -1.1 -3.3 -8.4 -2.0 -2.8 -0.5 1.6 -20.0 -20.0 -8.5 4.2 US10U -18.1 -14.1 -2.4 -3.3 -2.2 -1.7 -4.2 -1.5 -4.4 -3.6 -2.3 -10.3 -5.4 -11.5 -11.9 -4.3 -1.1 -3.2 -1.9 -13.0 -8.4 -11.4 -8.9 -15.3 -0.1 -3.5 -1.2 -1.7 -3.8 -1.7 -4.7 2.4 -1.6 -2.0 0.4 3.2 -20.0 -20.0 18.9 13.3 US2 -13.8 -17.3 -9.5 -2.2 -1.4 -1.1 -2.7 -1.0 -2.9 -0.7 -6.3 -7.3 -7.0 -7.9 -8.2 -20.0 -20.0 -20.0 -20.0 -11.2 -8.5 -7.5 -8.6 -11.4 10.4 -2.6 -0.3 -1.6 -2.0 -1.4 -2.9 -20.0 -1.9 -5.4 -4.9 -3.1 -20.0 -20.0 -18.7 -20.0 US20 -20.0 -14.1 -0.3 -2.4 -1.5 -1.2 -3.0 -1.1 -3.2 -2.8 0.4 -7.3 -2.4 -8.1 -8.1 -0.3 -0.7 -0.2 -0.4 -8.3 -4.7 -8.3 -5.3 -10.7 -0.9 -2.2 -1.0 -0.6 -2.9 -0.9 -3.4 3.8 -1.6 -0.4 2.2 4.5 -20.0 -16.3 20.0 19.9 US30 -18.9 -12.8 0.3 -2.9 -1.8 -1.5 -3.5 -1.3 -3.8 -4.5 -0.5 -8.9 -3.9 -9.7 -9.8 -2.6 -5.6 -5.2 -5.8 -9.4 -5.7 -9.4 -7.1 -12.0 -0.4 -2.6 -1.6 -0.9 -3.6 -1.3 -4.1 -5.1 -0.5 1.3 2.9 5.1 -19.6 -13.7 20.0 20.0 US5 -17.4 -16.2 -6.5 -2.3 -1.5 -1.2 -2.9 -1.0 -3.1 -1.6 -3.9 -7.4 -5.2 -8.3 -8.5 -9.3 -10.1 -9.7 -10.0 -10.6 -7.0 -8.5 -6.4 -11.9 4.7 -2.7 -0.6 -1.4 -2.4 -1.0 -3.3 -12.7 -3.0 -4.9 -2.7 -0.5 -20.0 -20.0 -13.8 -7.4 VIX 12.9 17.2 15.3 -2.3 -13.7 -7.7 -2.9 -13.4 0.9 -16.9 -20.0 -4.6 -20.0 -0.7 -8.3 -20.0 -20.0 -20.0 -20.0 -2.5 -13.4 -6.0 -20.0 1.0 NaN -2.6 -16.4 -9.2 -4.3 -16.8 0.5 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 11.6 15.1 4.9 0.9 12.3 1.0 4.8 -2.1 0.6 16.0 -11.1 8.5 -19.0 11.6 -4.3 -19.4 -13.1 -17.0 -14.8 -0.7 -11.3 17.9 -20.0 7.9 1.9 -0.8 18.6 -5.1 9.0 -7.3 3.8 -20.0 15.4 17.7 3.9 -20.0 -5.5 -20.0 0.0 -20.0 End of report for caleb_strategy_v3