******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240426_204008 produced at 2024-04-26 21:37:43.847199 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.34 0.0 0.00 0.00 0.00 0.00 -19.69 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False False 0.03 -0.21 -0.38 0.0 0.42 -0.42 -0.21 -0.21 -14.60 16.0 -8 -8 caleb_strategy_v3 EURIBOR-ICE False False 0.07 -0.07 -0.38 0.0 0.74 -0.74 -0.07 -0.15 -5.10 10.0 -1 -2 caleb_strategy_v3 SHATZ False True 0.03 0.00 -0.34 0.0 0.00 0.00 0.00 0.00 -10.69 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 -5.10 13.0 0 0 caleb_strategy_v3 VIX False False 0.00 -0.16 -0.24 0.0 999.00 -999.00 -0.16 -0.18 -51.08 999999999.0 -35 -39 caleb_strategy_v3 CHF False False 0.04 -0.35 -0.20 0.0 0.51 -0.51 -0.35 -0.31 -5.04 13.0 -9 -8 caleb_strategy_v3 JPY False False 0.02 -0.05 -0.14 0.0 0.39 -0.39 -0.05 -0.05 -6.37 17.0 -2 -2 caleb_strategy_v3 US5 False False 0.03 -0.39 -0.10 0.0 0.75 -0.75 -0.39 -0.36 -3.37 25.0 -13 -12 caleb_strategy_v3 CAD False False 0.02 -0.02 -0.09 0.0 0.60 -0.60 -0.02 0.00 -4.53 29.0 -1 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.04 -0.07 0.0 0.04 -0.04 -0.04 -0.04 -40.38 26.0 -25 -25 caleb_strategy_v3 CORN False False 0.01 -0.07 -0.06 0.0 0.08 -0.08 -0.07 -0.04 -8.68 12.0 -10 -6 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.05 0.0 0.14 -0.14 -0.02 -0.02 -19.65 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 -10.92 3.0 0 0 caleb_strategy_v3 US10 False False 0.03 0.00 -0.05 0.0 0.52 -0.52 0.00 0.00 -1.79 17.0 0 0 caleb_strategy_v3 EUR False False 0.04 -0.15 -0.05 0.0 0.53 -0.53 -0.15 -0.19 -1.44 14.0 -4 -5 caleb_strategy_v3 BOBL False False 0.04 -0.43 -0.05 0.0 0.68 -0.68 -0.43 -0.36 -1.49 19.0 -12 -10 caleb_strategy_v3 DOW False False 0.01 0.00 -0.04 0.0 0.36 -0.36 0.00 0.00 -8.11 66.0 0 0 caleb_strategy_v3 NZD False False 0.02 -0.05 -0.04 0.0 0.36 -0.36 -0.05 -0.05 -2.19 21.0 -3 -3 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.06 -0.04 0.0 0.23 -0.23 -0.06 -0.06 -3.50 23.0 -6 -6 caleb_strategy_v3 GBP False False 0.02 0.00 -0.03 0.0 0.49 -0.49 0.00 0.00 -1.55 22.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 -0.03 -0.03 0.0 0.25 -0.25 -0.03 -0.03 -4.09 36.0 -5 -5 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -5.26 2.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 -0.04 -0.03 0.0 0.20 -0.20 -0.04 -0.05 -11.95 68.0 -15 -16 caleb_strategy_v3 AUD False False 0.02 -0.06 -0.03 0.0 0.35 -0.35 -0.06 -0.06 -1.35 19.0 -3 -3 caleb_strategy_v3 SP400 False False 0.08 0.00 -0.03 0.0 0.17 -0.17 0.00 0.00 -0.38 2.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 -0.04 -0.03 0.0 0.35 -0.35 -0.04 -0.04 -4.47 48.0 -5 -5 caleb_strategy_v3 COTTON2 False False 0.01 -0.03 -0.03 0.0 0.13 -0.13 -0.03 -0.03 -2.33 11.0 -3 -3 caleb_strategy_v3 US10U False False 0.03 -0.16 -0.03 0.0 0.41 -0.41 -0.16 -0.16 -1.01 13.0 -5 -5 caleb_strategy_v3 SOYOIL False False 0.01 -0.05 -0.02 0.0 0.08 -0.08 -0.05 -0.04 -2.47 10.0 -6 -5 caleb_strategy_v3 SOYBEAN False False 0.02 -0.05 -0.02 0.0 0.12 -0.12 -0.05 -0.05 -1.49 7.0 -3 -3 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -9.84 59.0 0 0 caleb_strategy_v3 BUND False False 0.04 -0.04 -0.02 0.0 0.40 -0.40 -0.04 0.00 -0.50 10.0 -1 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.02 0.0 0.11 -0.11 -0.01 -0.01 -3.49 18.0 -1 -2 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.95 9.0 0 0 caleb_strategy_v3 OAT False False 0.04 0.04 -0.01 0.0 0.38 -0.38 0.04 0.00 -0.25 10.0 1 0 caleb_strategy_v3 BUXL False False 0.04 -0.08 -0.01 0.0 0.16 -0.16 -0.08 -0.12 -0.26 4.0 -2 -3 caleb_strategy_v3 MILK False False 0.01 0.00 -0.01 0.0 0.05 -0.05 0.00 0.00 -1.16 5.0 0 0 caleb_strategy_v3 US20 False True 0.03 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.40 9.0 0 0 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.01 0.0 0.05 -0.05 0.00 0.00 -0.32 2.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.04 -0.04 -0.01 0.0 0.30 -0.30 -0.04 0.00 -0.19 8.0 -1 0 caleb_strategy_v3 HEATOIL False False 0.03 0.00 -0.01 0.0 0.09 -0.09 0.00 -0.03 -0.25 3.0 0 -1 caleb_strategy_v3 US30 False False 0.03 -0.03 -0.01 0.0 0.20 -0.20 -0.03 -0.07 -0.39 6.0 -1 -2 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.00 0.0 0.08 -0.08 -0.01 -0.01 -0.21 8.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.01 -0.07 -0.00 0.0 0.09 -0.09 -0.07 -0.07 -0.45 9.0 -7 -7 caleb_strategy_v3 BTP False False 0.04 0.14 0.00 0.0 0.36 -0.36 0.14 0.14 0.14 10.0 4 4 caleb_strategy_v3 PLAT False False 0.01 0.00 -0.00 0.0 0.13 -0.13 0.00 -0.01 -0.19 10.0 0 -1 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 0.01 0.0 0.27 -0.27 0.00 0.00 1.27 23.0 0 0 caleb_strategy_v3 COCOA False False 0.03 0.06 0.01 0.0 0.79 -0.79 0.06 0.06 0.43 26.0 2 2 caleb_strategy_v3 GOLD_micro False False 0.01 0.00 0.01 0.0 0.37 -0.37 0.00 0.00 1.79 56.0 0 0 caleb_strategy_v3 COFFEE False False 0.02 0.05 0.01 0.0 0.14 -0.14 0.05 0.05 0.49 6.0 2 2 caleb_strategy_v3 GASOIL False False 0.02 0.00 0.01 0.0 0.09 -0.09 0.00 0.00 0.38 4.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 0.02 0.0 0.03 -0.03 0.00 0.00 1.87 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 1.22 3.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 0.03 0.0 999.00 -999.00 0.00 0.02 1.27 999999999.0 0 1 caleb_strategy_v3 LEANHOG False False 0.01 0.05 0.04 0.0 0.16 -0.16 0.05 0.05 3.41 13.0 4 4 caleb_strategy_v3 LIVECOW False False 0.02 0.04 0.06 0.0 0.34 -0.34 0.04 0.06 3.07 17.0 2 3 caleb_strategy_v3 GASOLINE False False 0.03 0.19 0.08 0.0 999.00 -999.00 0.19 0.19 2.48 999999999.0 6 6 caleb_strategy_v3 EUROSTX False False 0.02 0.17 0.08 0.0 0.30 -0.30 0.17 0.17 5.22 20.0 11 11 caleb_strategy_v3 SMI False True 0.04 0.25 0.09 0.0 0.25 0.00 0.25 0.25 2.66 9.0 7 7 caleb_strategy_v3 DAX False False 0.01 0.05 0.10 0.0 0.33 -0.33 0.05 0.04 17.25 58.0 9 8 caleb_strategy_v3 CAC True False 0.02 0.00 0.10 0.0 0.00 0.00 0.00 0.00 4.17 12.0 0 0 caleb_strategy_v3 DX False False 0.03 0.00 0.17 0.0 999.00 -999.00 0.00 0.00 5.52 999999999.0 0 0 caleb_strategy_v3 COPPER False False 0.03 0.20 0.18 0.0 999.00 -999.00 0.20 0.20 5.60 999999999.0 6 6 caleb_strategy_v3 MXP False False 0.01 0.31 0.25 0.0 0.49 -0.49 0.31 0.25 29.83 60.0 38 30 caleb_strategy_v3 CRUDE_W False False 0.02 0.09 0.28 0.0 0.11 -0.11 0.09 0.09 12.36 5.0 4 4 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 17.5 Shocked risk 53.3 Sum abs risk 57.5 Leverage 6.06 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3513709.16, 'annual_cash_vol_target': 878427.29, 'daily_cash_vol_target': 54901.705625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0042 0.6549 0.6360 10.1766 BITCOIN 1866.1047 64555.0000 2.8907 46.2515 BOBL 0.2677 116.5800 0.2296 3.6742 BTP 0.6462 117.0400 0.5521 8.8338 BUND 0.5419 130.2300 0.4161 6.6572 BUXL 1.2724 128.5200 0.9900 15.8405 CAC 54.3364 8066.0000 0.6736 10.7784 CAD 0.0028 0.7329 0.3847 6.1556 CANOLA 7.3056 635.9000 1.1489 18.3818 CHF 0.0045 1.1012 0.4111 6.5768 COCOA 277.3927 10722.0000 2.5871 41.3942 COFFEE 3.9987 223.3500 1.7903 28.6449 COPPER 0.0458 4.5775 1.0007 16.0115 CORN 4.9086 473.2500 1.0372 16.5955 COTTON2 1.2163 80.9200 1.5031 24.0501 CRUDE_W 0.8191 79.1900 1.0344 16.5503 DAX 138.2683 18369.0000 0.7527 12.0436 DOW 239.3563 38485.0000 0.6219 9.9512 DX 0.3649 105.7950 0.3449 5.5189 EUR 0.0046 1.0729 0.4267 6.8268 EURIBOR-ICE 0.0494 97.3400 0.0508 0.8122 EUROSTX 40.6202 4987.0000 0.8145 13.0323 FEEDCOW 2.1662 260.1750 0.8326 13.3216 GASOIL 10.8353 786.7500 1.3772 22.0356 GASOLINE 0.0331 2.6467 1.2492 19.9867 GAS_US_mini 0.0785 2.2950 3.4186 54.6982 GBP 0.0062 1.2505 0.4925 7.8804 GOLD_micro 20.0107 2351.1000 0.8511 13.6180 HEATOIL 0.0342 2.5788 1.3254 21.2066 JGB-SGX-mini 0.2256 144.3000 0.1564 2.5018 JPY 0.0000 0.0064 0.5603 8.9648 LEANHOG 1.3751 105.8750 1.2988 20.7800 LIVECOW 1.4621 176.7500 0.8272 13.2356 LUMBER-new 7.8268 534.0000 1.4657 23.4510 MILK 0.2624 18.3800 1.4275 22.8403 MXP 0.0004 0.0579 0.6829 10.9256 NASDAQ_micro 169.7317 17867.0000 0.9500 15.1996 NIKKEI 444.4718 38380.0000 1.1581 18.5293 NZD 0.0036 0.5948 0.6114 9.7816 OAT 0.5370 125.3700 0.4284 6.8539 OATIES 4.8148 352.0000 1.3678 21.8854 OJ 5.3861 373.4000 1.4424 23.0791 PALLAD 24.2871 962.5000 2.5233 40.3734 PLAT 14.3765 922.4000 1.5586 24.9375 REDWHEAT 10.1594 666.0000 1.5254 24.4070 RICE 0.2334 15.2500 1.5305 24.4884 ROBUSTA 65.0558 4150.0000 1.5676 25.0817 RUSSELL 22.1647 2016.5000 1.0992 17.5866 SHATZ 0.0808 105.1900 0.0769 1.2297 SILVER-mini 0.4717 27.8625 1.6930 27.0885 SMI 82.8484 11326.0000 0.7315 11.7038 SOFR 0.0670 95.8400 0.0699 1.1190 SOYBEAN 9.2479 1174.7500 0.7872 12.5956 SOYMEAL 3.8650 345.5000 1.1187 17.8985 SOYOIL 0.6174 45.7800 1.3485 21.5763 SP400 24.2137 2920.5000 0.8291 13.2655 SP500_micro 36.1329 5141.5000 0.7028 11.2443 SUGAR11 0.2841 19.2000 1.4797 23.6749 US10 0.4090 107.5625 0.3802 6.0832 US10U 0.5364 110.3438 0.4861 7.7777 US2 0.1092 101.4180 0.1077 1.7232 US20 0.7924 113.9062 0.6957 11.1310 US30 1.1458 119.6875 0.9573 15.3172 US5 0.2680 104.8750 0.2556 4.0893 VIX 0.4861 16.4500 2.9551 47.2814 WHEAT 8.8976 665.7500 1.3365 21.3836 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 654.90 0.64 416.54 1.00 416.54 54901.71 131.80 -3.95 -52.00 BITCOIN 64.56 2.89 186.61 1.00 186.61 54901.71 294.20 -3.09 -90.87 BOBL 1165.80 0.23 267.71 1.07 286.79 54901.71 191.44 -7.69 -147.14 BTP 1170.40 0.55 646.19 1.07 692.24 54901.71 79.31 0.50 4.00 BUND 1302.30 0.42 541.85 1.07 580.46 54901.71 94.58 -5.16 -48.83 BUXL 1285.20 0.99 1272.39 1.07 1363.04 54901.71 40.28 -6.37 -25.65 CAC 806.60 0.67 543.36 1.07 582.08 54901.71 94.32 12.96 122.25 CAD 732.90 0.38 281.97 1.00 281.97 54901.71 194.71 -8.96 -174.53 CANOLA 127.18 1.15 146.11 0.73 106.71 54901.71 514.48 -15.70 -807.83 CHF 1376.44 0.41 565.79 1.00 565.79 54901.71 97.04 -20.00 -194.07 COCOA 1072.20 2.59 2773.93 1.00 2773.93 54901.71 19.79 10.20 20.20 COFFEE 837.56 1.79 1499.49 1.00 1499.49 54901.71 36.61 11.36 41.58 COPPER 1144.37 1.00 1145.20 1.00 1145.20 54901.71 47.94 10.80 51.75 CORN 236.62 1.04 245.43 1.00 245.43 54901.71 223.69 -15.94 -356.65 COTTON2 404.60 1.50 608.17 1.00 608.17 54901.71 90.27 -12.07 -108.98 CRUDE_W 791.90 1.03 819.14 1.00 819.14 54901.71 67.02 17.04 114.18 DAX 183.69 0.75 138.27 1.07 148.12 54901.71 370.66 13.64 505.72 DOW 192.42 0.62 119.68 1.00 119.68 54901.71 458.74 -7.60 -348.87 DX 1057.95 0.34 364.92 1.00 364.92 54901.71 150.45 14.15 212.86 EUR 1341.12 0.43 572.23 1.00 572.23 54901.71 95.94 -5.78 -55.48 EURIBOR-ICE 2433.50 0.05 123.52 1.07 132.33 54901.71 414.90 -3.60 -149.52 EUROSTX 498.70 0.81 406.20 1.07 435.14 54901.71 126.17 12.12 152.96 FEEDCOW 1300.88 0.83 1083.10 1.00 1083.10 54901.71 50.69 -1.14 -5.79 GASOIL 786.75 1.38 1083.53 1.00 1083.53 54901.71 50.67 1.72 8.72 GASOLINE 1111.61 1.25 1388.59 1.00 1388.59 54901.71 39.54 14.48 57.25 GAS_US_mini 57.38 3.42 196.14 1.00 196.14 54901.71 279.90 -13.32 -372.90 GBP 781.56 0.49 384.94 1.00 384.94 54901.71 142.62 -4.19 -59.83 GOLD_micro 235.11 0.85 200.11 1.00 200.11 54901.71 274.36 1.91 52.45 HEATOIL 1083.10 1.33 1435.55 1.00 1435.55 54901.71 38.24 -1.51 -5.77 JGB-SGX-mini 144300.00 0.16 22563.24 0.01 144.96 54901.71 378.75 -3.56 -134.87 JPY 798.56 0.56 447.44 1.00 447.44 54901.71 122.70 -20.00 -245.41 LEANHOG 423.50 1.30 550.02 1.00 550.02 54901.71 99.82 5.62 56.10 LIVECOW 707.00 0.83 584.85 1.00 584.85 54901.71 93.87 9.88 92.75 LUMBER-new 146.85 1.47 215.24 1.00 215.24 54901.71 255.08 -20.00 -510.15 MILK 367.60 1.43 524.76 1.00 524.76 54901.71 104.62 -5.18 -54.17 MXP 289.35 0.68 197.58 1.00 197.58 54901.71 277.87 7.31 203.23 NASDAQ_micro 357.34 0.95 339.46 1.00 339.46 54901.71 161.73 -9.32 -150.74 NIKKEI 38380.00 1.16 44447.18 0.01 285.55 54901.71 192.27 -1.96 -37.74 NZD 594.75 0.61 363.60 1.00 363.60 54901.71 150.99 -5.59 -84.37 OAT 1253.70 0.43 537.05 1.07 575.31 54901.71 95.43 -0.78 -7.45 OATIES 176.00 1.37 240.74 1.00 240.74 54901.71 228.05 -9.48 -216.18 OJ 560.10 1.44 807.91 1.00 807.91 54901.71 67.96 8.41 57.14 PALLAD 962.50 2.52 2428.71 1.00 2428.71 54901.71 22.61 -4.20 -9.48 PLAT 461.20 1.56 718.82 1.00 718.82 54901.71 76.38 -0.72 -5.49 REDWHEAT 333.00 1.53 507.97 1.00 507.97 54901.71 108.08 -1.45 -15.68 RICE 305.00 1.53 466.81 1.00 466.81 54901.71 117.61 6.53 76.76 ROBUSTA 415.00 1.57 650.56 1.00 650.56 54901.71 84.39 12.86 108.54 RUSSELL 100.82 1.10 110.82 1.00 110.82 54901.71 495.40 -7.28 -360.49 SHATZ 1051.90 0.08 80.84 1.07 86.61 54901.71 633.93 -16.62 -1053.85 SILVER-mini 696.56 1.69 1179.30 1.00 1179.30 54901.71 46.55 8.01 37.30 SMI 1132.60 0.73 828.48 1.09 906.11 54901.71 60.59 12.86 77.93 SOFR 2396.00 0.07 167.56 1.00 167.56 54901.71 327.65 -9.89 -323.93 SOYBEAN 587.38 0.79 462.40 1.00 462.40 54901.71 118.73 -13.48 -160.05 SOYMEAL 345.50 1.12 386.50 1.00 386.50 54901.71 142.05 -14.75 -209.57 SOYOIL 274.68 1.35 370.41 1.00 370.41 54901.71 148.22 -17.92 -265.59 SP400 2920.50 0.83 2421.37 1.00 2421.37 54901.71 22.67 -5.04 -11.43 SP500_micro 257.08 0.70 180.66 1.00 180.66 54901.71 303.89 -6.33 -192.43 SUGAR11 215.04 1.48 318.19 1.00 318.19 54901.71 172.54 -9.52 -164.28 US10 1075.62 0.38 408.95 1.00 408.95 54901.71 134.25 -10.50 -141.02 US10U 1103.44 0.49 536.39 1.00 536.39 54901.71 102.35 -7.77 -79.58 US2 2028.36 0.11 218.45 1.00 218.45 54901.71 251.32 -16.01 -402.44 US20 1139.06 0.70 792.43 1.00 792.43 54901.71 69.28 -4.60 -31.85 US30 1196.88 0.96 1145.80 1.00 1145.80 54901.71 47.92 -6.37 -30.53 US5 1048.75 0.26 268.04 1.00 268.04 54901.71 204.83 -12.99 -266.16 VIX 164.50 2.96 486.11 1.00 486.11 54901.71 112.94 -18.32 -206.94 WHEAT 332.88 1.34 444.88 1.00 444.88 54901.71 123.41 -2.75 -33.89 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -52.000 0.010 2.5 -1.349 BITCOIN -90.866 0.043 2.5 -9.840 BOBL -147.143 0.004 2.5 -1.492 BTP 3.997 0.014 2.5 0.136 BUND -48.828 0.004 2.5 -0.495 BUXL -25.651 0.004 2.5 -0.260 CAC 122.251 0.014 2.5 4.170 CAD -174.534 0.010 2.5 -4.528 CANOLA -807.835 0.010 2.5 -19.654 CHF -194.072 0.010 2.5 -5.035 COCOA 20.197 0.009 2.5 0.433 COFFEE 41.583 0.005 2.5 0.486 COPPER 51.753 0.043 2.5 5.604 CORN -356.651 0.010 2.5 -8.677 COTTON2 -108.976 0.009 2.5 -2.334 CRUDE_W 114.176 0.043 2.5 12.364 DAX 505.716 0.014 2.5 17.249 DOW -348.869 0.009 2.5 -8.108 DX 212.857 0.010 2.5 5.523 EUR -55.484 0.010 2.5 -1.440 EURIBOR-ICE -149.520 0.014 2.5 -5.100 EUROSTX 152.965 0.014 2.5 5.217 FEEDCOW -5.794 0.013 2.5 -0.192 GASOIL 8.718 0.017 2.5 0.378 GASOLINE 57.247 0.017 2.5 2.482 GAS_US_mini -372.901 0.043 2.5 -40.380 GBP -59.828 0.010 2.5 -1.552 GOLD_micro 52.447 0.014 2.5 1.789 HEATOIL -5.768 0.017 2.5 -0.250 JGB-SGX-mini -134.867 0.043 2.5 -14.604 JPY -245.406 0.010 2.5 -6.367 LEANHOG 56.098 0.024 2.5 3.409 LIVECOW 92.748 0.013 2.5 3.073 LUMBER-new -510.153 0.009 2.5 -10.918 MILK -54.170 0.009 2.5 -1.160 MXP 203.232 0.059 2.5 29.829 NASDAQ_micro -150.743 0.009 2.5 -3.503 NIKKEI -37.736 0.043 2.5 -4.086 NZD -84.370 0.010 2.5 -2.189 OAT -7.451 0.014 2.5 -0.254 OATIES -216.181 0.010 2.5 -5.259 OJ 57.135 0.009 2.5 1.224 PALLAD -9.484 0.014 2.5 -0.323 PLAT -5.487 0.014 2.5 -0.187 REDWHEAT -15.683 0.005 2.5 -0.208 RICE 76.764 0.010 2.5 1.868 ROBUSTA 108.541 0.005 2.5 1.268 RUSSELL -360.492 0.013 2.5 -11.946 SHATZ -1053.846 0.004 2.5 -10.686 SILVER-mini 37.301 0.014 2.5 1.272 SMI 77.932 0.014 2.5 2.658 SOFR -323.931 0.024 2.5 -19.687 SOYBEAN -160.054 0.004 2.5 -1.489 SOYMEAL -209.574 0.004 2.5 -1.949 SOYOIL -265.592 0.004 2.5 -2.472 SP400 -11.432 0.013 2.5 -0.379 SP500_micro -192.433 0.009 2.5 -4.472 SUGAR11 -164.283 0.009 2.5 -3.494 US10 -141.023 0.005 2.5 -1.787 US10U -79.576 0.005 2.5 -1.008 US2 -402.444 0.005 2.5 -5.100 US20 -31.846 0.005 2.5 -0.404 US30 -30.532 0.005 2.5 -0.387 US5 -266.159 0.005 2.5 -3.373 VIX -206.944 0.099 2.5 -51.082 WHEAT -33.893 0.005 2.5 -0.450 ===================== Position diags ===================== AUD 3.42 BITCOIN 31.86 BOBL 1.94 BTP 2.71 BUND 0.96 BUXL 0.41 CAC 3.22 CAD 5.05 CANOLA 12.52 CHF 2.52 COCOA 0.42 COFFEE 0.43 COPPER 5.19 CORN 5.44 COTTON2 1.93 CRUDE_W 7.26 DAX 12.64 DOW 10.66 DX 3.90 EUR 2.49 EURIBOR-ICE 14.15 EUROSTX 4.30 FEEDCOW 1.68 GASOIL 2.20 GASOLINE 1.71 GAS_US_mini 30.31 GBP 3.70 GOLD_micro 9.36 HEATOIL 1.66 JGB-SGX-mini 41.01 JPY 3.18 LEANHOG 6.07 LIVECOW 3.11 LUMBER-new 5.46 MILK 2.24 MXP 40.78 NASDAQ_micro 3.76 NIKKEI 20.82 NZD 3.92 OAT 3.25 OATIES 5.55 OJ 1.46 PALLAD 0.77 PLAT 2.61 REDWHEAT 1.43 RICE 2.86 ROBUSTA 0.99 RUSSELL 16.42 SHATZ 6.43 SILVER-mini 1.59 SMI 2.07 SOFR 19.91 SOYBEAN 1.10 SOYMEAL 1.32 SOYOIL 1.38 SP400 0.75 SP500_micro 7.06 SUGAR11 3.67 US10 1.70 US10U 1.30 US2 3.18 US20 0.88 US30 0.61 US5 2.60 VIX 27.88 WHEAT 1.64 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -1.3 -1.7 -1.0 -3.0 -3 BITCOIN -9.8 -13.0 -6.7 0.0 0 BOBL -1.5 -1.7 -1.3 -12.0 -12 BTP 0.1 -0.1 0.4 4.0 4 BUND -0.5 -0.6 -0.4 -1.0 -1 BUXL -0.3 -0.3 -0.2 -2.0 -2 CAC 4.2 3.8 4.5 0.0 0 CAD -4.5 -5.0 -4.0 -1.0 -1 CANOLA -19.7 -20.9 -18.4 -6.0 -6 CHF -5.0 -5.3 -4.8 -9.0 -9 COCOA 0.4 0.4 0.5 2.0 2 COFFEE 0.5 0.4 0.5 2.0 2 COPPER 5.6 5.1 6.1 6.0 6 CORN -8.7 -9.2 -8.1 -10.0 -10 COTTON2 -2.3 -2.5 -2.1 -3.0 -3 CRUDE_W 12.4 11.6 13.1 4.0 4 DAX 17.2 16.0 18.5 9.0 9 DOW -8.1 -9.2 -7.0 0.0 0 DX 5.5 5.1 5.9 NaN 0 EUR -1.4 -1.7 -1.2 -4.0 -4 EURIBOR-ICE -5.1 -6.5 -3.7 -1.0 -1 EUROSTX 5.2 4.8 5.6 11.0 11 FEEDCOW -0.2 -0.4 -0.0 -1.0 -1 GASOIL 0.4 0.2 0.6 0.0 0 GASOLINE 2.5 2.3 2.7 6.0 6 GAS_US_mini -40.4 -43.4 -37.3 -25.0 -25 GBP -1.6 -1.9 -1.2 0.0 0 GOLD_micro 1.8 0.9 2.7 0.0 0 HEATOIL -0.3 -0.4 -0.1 0.0 0 JGB-SGX-mini -14.6 -18.7 -10.5 -8.0 -8 JPY -6.4 -6.7 -6.0 -2.0 -2 LEANHOG 3.4 2.8 4.0 4.0 4 LIVECOW 3.1 2.8 3.4 2.0 2 LUMBER-new -10.9 -11.5 -10.4 NaN 0 MILK -1.2 -1.4 -0.9 NaN 0 MXP 29.8 25.8 33.9 38.0 38 NASDAQ_micro -3.5 -3.9 -3.1 -6.0 -6 NIKKEI -4.1 -6.2 -2.0 -5.0 -5 NZD -2.2 -2.6 -1.8 -3.0 -3 OAT -0.3 -0.6 0.1 1.0 1 OATIES -5.3 -5.8 -4.7 NaN 0 OJ 1.2 1.1 1.4 NaN 0 PALLAD -0.3 -0.4 -0.2 0.0 0 PLAT -0.2 -0.4 0.1 0.0 0 REDWHEAT -0.2 -0.4 -0.1 -1.0 -1 RICE 1.9 1.6 2.2 NaN 0 ROBUSTA 1.3 1.2 1.4 0.0 0 RUSSELL -11.9 -13.6 -10.3 -15.0 -15 SHATZ -10.7 -11.3 -10.0 NaN 0 SILVER-mini 1.3 1.1 1.4 NaN 0 SMI 2.7 2.5 2.9 7.0 7 SOFR -19.7 -21.7 -17.7 NaN 0 SOYBEAN -1.5 -1.6 -1.4 -3.0 -3 SOYMEAL -1.9 -2.1 -1.8 0.0 0 SOYOIL -2.5 -2.6 -2.3 -6.0 -6 SP400 -0.4 -0.5 -0.3 0.0 0 SP500_micro -4.5 -5.2 -3.8 -5.0 -5 SUGAR11 -3.5 -3.9 -3.1 -1.0 -1 US10 -1.8 -2.0 -1.6 0.0 0 US10U -1.0 -1.1 -0.9 -5.0 -5 US2 -5.1 -5.4 -4.8 NaN 0 US20 -0.4 -0.5 -0.3 0.0 0 US30 -0.4 -0.4 -0.3 -1.0 -1 US5 -3.4 -3.6 -3.1 -13.0 -13 VIX -51.1 -53.9 -48.3 -35.0 -35 WHEAT -0.4 -0.6 -0.3 -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 -0.0 0.0 -0.1 0.1 -0.2 -0.0 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 -0.0 0.3 -0.0 0.1 -0.0 0.0 -0.1 -0.0 -0.0 0.3 0.5 0.3 -0.0 -0.7 -0.3 -0.4 -0.1 BITCOIN -0.6 -0.3 0.4 0.0 -0.0 0.1 0.0 0.0 0.0 -0.0 0.4 -0.1 0.6 -0.0 0.1 -0.1 -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 0.3 0.0 -0.2 -0.3 -0.6 0.1 0.6 -0.3 -0.0 0.5 0.1 BOBL -0.3 -0.3 -0.4 -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 -0.1 -0.1 -0.1 -0.1 0.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.5 -0.1 0.2 0.2 -0.1 -0.6 -0.7 0.2 -0.5 BTP -0.4 -0.4 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 0.2 -0.1 0.3 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 0.1 -0.1 0.2 -0.1 -2.5 0.0 -0.0 0.1 -0.0 0.2 -0.0 0.8 0.2 0.6 0.6 0.6 -0.2 -0.4 0.7 0.1 BUND -0.3 -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 0.3 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.1 -0.1 0.3 0.4 0.1 -0.6 -0.7 0.4 -0.3 BUXL -0.3 -0.3 -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 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 0.0 -0.1 0.0 -0.1 0.0 -0.0 0.0 -0.1 0.5 0.5 0.2 -0.7 -0.7 -0.1 -0.1 CAC -0.6 -0.3 0.5 0.0 0.0 0.2 -0.0 0.2 -0.0 0.2 0.5 0.0 0.7 -0.0 0.2 0.4 0.1 0.3 0.1 0.2 0.2 0.1 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 0.4 -0.3 0.3 -0.2 0.5 CAD -0.3 -0.3 -0.2 -0.1 0.0 -0.0 -0.0 0.0 -0.1 0.2 -0.3 -0.0 -0.3 -0.1 -0.2 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.2 -0.1 -0.1 -0.1 0.1 -0.1 0.0 -0.1 -0.0 0.0 0.5 0.2 -0.0 -0.1 -0.7 -0.5 -0.2 -0.4 CANOLA -0.1 0.6 0.2 0.0 0.1 0.0 0.1 -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 -0.3 -0.2 0.4 -0.4 -0.7 -0.6 -0.4 -0.1 CHF -0.2 -0.6 -0.6 -0.1 0.0 -0.0 -0.0 0.0 -0.1 -0.1 -0.5 -0.2 -0.4 -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 -0.0 -0.1 -0.6 -0.6 -0.1 -0.6 0.1 -0.5 COCOA -0.6 0.3 0.0 0.0 0.0 0.0 0.0 -0.0 0.0 0.0 0.2 0.0 0.3 0.1 0.1 0.4 0.3 0.4 0.4 0.2 0.2 0.1 0.3 0.2 -2.0 0.0 0.0 0.1 0.0 0.1 0.0 1.1 0.0 0.6 0.6 0.6 0.0 -0.0 0.2 0.3 COFFEE 0.6 0.6 0.4 0.0 0.1 0.0 0.1 -0.1 0.1 -0.1 0.5 0.1 0.5 0.2 0.2 0.3 0.2 0.2 0.2 0.2 0.2 0.1 0.4 0.2 -2.7 0.1 -0.0 0.1 0.0 0.1 0.1 0.7 0.4 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 0.0 0.2 0.5 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 0.2 0.2 CORN 0.1 0.5 0.3 0.0 0.1 0.0 0.1 -0.1 0.1 0.1 -0.3 0.1 -0.7 0.1 -0.0 -0.4 -0.2 -0.4 -0.3 -0.0 -0.1 0.1 -0.5 0.0 -2.1 -0.0 0.0 -0.2 0.1 -0.4 0.0 -1.1 -0.1 -0.1 0.3 -0.6 -0.4 -0.7 -0.4 0.0 COTTON2 -0.6 -0.6 0.4 0.0 0.1 0.0 0.1 -0.0 0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 0.3 0.1 0.2 0.1 -0.2 -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 0.1 0.0 CRUDE_W -0.2 0.5 0.4 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.0 0.3 -0.0 0.6 0.2 0.2 0.4 0.2 0.3 0.3 0.2 0.2 0.0 0.5 0.1 -0.7 0.1 0.0 0.2 -0.0 0.3 0.0 -0.1 0.1 0.2 0.4 0.0 0.7 0.6 0.7 0.7 DAX -0.6 -0.3 0.4 0.0 0.0 0.1 -0.0 0.2 -0.0 0.1 0.5 -0.1 0.7 -0.0 0.1 -0.2 -0.2 -0.3 -0.3 0.1 0.2 0.0 0.5 0.0 1.9 0.1 0.0 0.2 0.0 0.3 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 -0.1 0.0 0.0 0.1 -0.0 0.1 -0.0 0.0 0.3 -0.1 0.5 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 0.1 -0.0 0.4 -0.1 -1.6 0.0 0.0 0.1 -0.0 0.3 -0.0 -0.5 0.4 0.2 -0.3 -0.2 -0.1 -0.3 0.2 -0.5 DX 0.4 0.5 0.3 -0.1 0.0 -0.0 -0.0 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 0.2 0.1 0.2 0.2 -2.7 0.1 0.0 0.1 0.0 0.1 0.1 0.8 0.2 0.6 0.6 0.6 0.7 0.2 0.7 0.4 EUR -0.3 -0.3 -0.2 -0.1 0.0 -0.0 -0.0 0.0 -0.1 0.1 -0.2 -0.1 -0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 2.4 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.4 0.2 0.2 0.1 0.1 -0.7 -0.5 -0.7 -0.4 EURIBOR-ICE -0.6 -0.6 -0.4 -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 -0.1 0.0 0.1 -0.0 -0.7 -0.7 0.3 0.5 EUROSTX -0.6 -0.4 0.5 0.0 0.0 0.1 -0.0 0.2 -0.0 0.1 0.5 -0.0 0.7 -0.0 0.2 -0.1 0.0 -0.1 -0.0 0.2 0.2 0.0 0.5 0.0 -0.1 0.1 0.0 0.3 0.0 0.3 0.0 0.5 0.5 0.6 0.6 0.6 -0.5 0.3 -0.5 0.5 FEEDCOW -0.0 -0.6 0.2 0.0 0.1 0.0 0.1 -0.1 0.0 0.1 -0.1 0.1 -0.1 -0.0 -0.0 -0.4 -0.4 -0.4 -0.4 -0.1 -0.0 0.1 -0.0 -0.0 -0.8 -0.0 0.1 -0.0 0.1 0.1 0.0 -1.1 0.5 0.2 -0.6 0.2 0.7 0.7 0.7 0.7 GASOIL -0.4 0.1 0.3 0.1 -0.0 0.1 -0.0 0.2 0.0 -0.1 0.3 -0.2 0.5 -0.1 0.1 0.1 0.4 0.3 0.4 0.1 0.1 -0.1 0.5 -0.1 0.9 0.0 -0.0 0.1 -0.1 0.3 -0.0 0.6 -0.4 -0.4 -0.5 -0.1 -0.4 -0.3 -0.7 -0.6 GASOLINE -0.2 0.5 0.5 0.1 -0.0 0.2 -0.0 0.2 0.0 0.0 0.5 0.0 0.7 0.2 0.2 0.4 0.2 0.3 0.2 0.2 0.2 0.0 0.5 0.1 -2.7 0.1 0.0 0.2 0.0 0.3 0.0 -0.2 0.2 0.2 0.3 0.3 0.7 0.7 0.7 0.7 GAS_US_mini 0.2 0.2 -0.3 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 -0.5 -0.1 -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 0.2 -0.3 -0.6 -0.6 -0.7 -0.1 -0.7 -0.3 GBP -0.4 -0.4 -0.2 -0.1 0.0 -0.0 -0.0 0.0 -0.1 0.1 0.1 -0.1 0.2 -0.2 -0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.0 -0.1 0.2 -0.0 0.0 0.0 -0.0 0.1 -0.1 0.2 0.1 0.3 0.1 0.4 -0.7 -0.3 -0.7 -0.1 GOLD_micro -0.1 0.6 0.6 0.0 -0.0 0.1 0.0 0.0 0.0 -0.1 0.4 0.0 0.4 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.2 0.2 0.0 0.3 0.2 -0.5 0.0 -0.0 0.1 0.0 0.1 0.0 -0.8 -0.1 0.5 0.6 0.6 -0.7 -0.6 -0.3 -0.4 HEATOIL -0.4 0.1 0.2 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.1 0.0 -0.2 0.4 -0.1 0.1 -0.0 0.4 0.2 0.3 0.0 0.1 -0.1 0.3 -0.1 -2.7 0.0 -0.0 0.1 -0.1 0.3 -0.1 0.6 -0.3 -0.5 -0.6 -0.2 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 -0.0 0.0 -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 0.1 0.3 JPY -0.4 -0.5 -0.4 -0.0 0.0 -0.0 -0.0 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 -0.1 -0.2 -0.1 -0.2 -0.1 -1.1 -0.5 -0.6 -0.6 -0.6 -0.7 -0.4 -0.7 -0.4 LEANHOG -0.3 0.1 0.6 0.0 0.1 0.1 0.1 -0.1 0.1 -0.0 0.5 0.0 -0.1 0.1 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.2 0.1 0.1 0.1 1.5 0.1 -0.0 0.2 0.0 0.1 0.0 -1.1 -0.1 0.2 0.4 0.6 -0.3 -0.3 0.0 0.5 LIVECOW -0.2 -0.5 0.3 0.0 0.1 0.0 0.1 -0.1 0.0 0.1 -0.0 0.1 0.0 -0.1 -0.0 0.4 0.1 0.4 0.3 -0.1 -0.0 0.1 0.0 -0.0 -0.7 0.0 0.1 0.0 0.1 0.1 0.0 0.7 0.5 -0.0 -0.3 0.4 0.7 0.6 0.7 0.7 LUMBER-new -0.7 -0.7 -0.0 0.0 0.1 0.1 0.1 -0.0 0.1 -0.1 -0.0 -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 -0.0 -0.1 -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 0.3 0.6 0.0 0.1 0.0 0.1 -0.0 0.0 0.1 -0.2 0.1 -0.4 0.1 -0.0 -0.4 -0.4 -0.4 -0.4 0.0 -0.1 0.1 -0.4 0.1 1.6 -0.0 0.0 -0.1 0.0 -0.2 0.0 -1.1 0.5 0.6 -0.3 -0.2 -0.7 -0.7 -0.7 -0.7 MXP -0.6 -0.3 -0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 -0.1 0.4 -0.2 0.7 -0.1 0.0 0.3 0.3 0.3 0.3 0.0 0.1 -0.2 0.5 -0.1 -2.7 0.0 -0.0 0.1 -0.1 0.3 -0.0 1.1 -0.5 -0.2 0.6 0.6 0.7 0.7 0.7 0.7 NASDAQ_micro -0.6 -0.6 -0.3 0.0 0.0 0.1 -0.0 0.1 -0.0 0.1 0.3 -0.0 0.4 -0.1 0.0 -0.2 -0.2 -0.2 -0.2 -0.0 0.1 -0.0 0.4 -0.1 -2.7 -0.0 0.0 0.1 -0.0 0.2 -0.0 -0.4 -0.2 0.1 -0.3 0.1 0.0 -0.0 0.2 -0.1 NIKKEI -0.6 -0.6 0.1 0.0 0.0 0.1 -0.0 0.1 -0.0 -0.0 0.3 -0.1 0.5 -0.1 0.1 0.0 0.2 0.1 0.2 0.0 0.2 -0.1 0.5 -0.1 -1.7 0.0 0.0 0.1 -0.0 0.2 -0.0 1.1 -0.4 -0.1 -0.2 0.6 -0.5 -0.3 -0.3 -0.3 NZD -0.2 -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 0.0 0.0 0.0 0.0 -0.1 -0.1 -0.0 -0.1 -0.1 0.1 -0.1 0.0 -0.1 -0.0 -0.0 -0.0 0.2 0.0 0.3 -0.2 -0.2 -0.4 -0.2 -0.2 0.2 OAT -0.4 -0.4 -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 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.1 -0.0 -0.1 0.4 -0.0 -0.0 0.0 -0.1 0.0 -0.0 0.8 -0.1 0.4 0.4 0.1 -0.6 -0.7 0.5 0.0 OATIES 0.2 -0.1 -0.2 0.0 0.1 0.0 0.1 -0.1 0.1 0.1 -0.5 0.2 -0.6 0.1 -0.0 0.1 0.0 0.1 0.1 -0.1 -0.2 0.1 -0.4 0.1 -2.7 -0.0 0.0 -0.1 0.1 -0.2 0.0 -0.1 0.4 -0.2 -0.4 -0.3 -0.5 -0.1 -0.1 0.6 OJ -0.0 0.0 0.2 0.0 0.1 0.0 0.1 -0.1 0.1 0.1 0.2 0.1 0.6 0.1 0.2 0.1 0.3 0.1 0.2 0.1 0.2 0.1 0.5 0.1 -2.7 0.0 0.1 0.2 0.0 0.6 0.0 0.8 -0.1 -0.2 -0.2 0.1 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 -0.1 -0.1 -0.1 -0.3 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.3 -0.0 1.6 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 0.4 -0.3 -0.3 -0.3 -0.2 -0.7 -0.5 -0.7 -0.3 PLAT 0.0 0.2 0.1 0.0 -0.0 0.1 0.0 0.0 0.0 -0.1 -0.1 -0.1 -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 -0.0 0.0 -0.0 0.0 -0.0 0.2 -0.5 -0.3 -0.3 -0.2 -0.6 -0.2 0.7 0.3 REDWHEAT 0.6 0.6 0.2 0.0 0.1 0.0 0.1 -0.1 0.1 0.2 -0.4 0.2 -0.7 0.2 0.0 -0.1 0.0 -0.0 -0.0 0.1 -0.1 0.2 -0.5 0.2 -1.0 0.0 0.2 -0.1 0.2 -0.2 0.1 -0.2 0.5 0.6 0.6 -0.5 -0.3 -0.7 0.1 -0.7 RICE 0.6 -0.5 -0.3 0.0 0.0 0.0 0.0 -0.0 0.0 0.1 0.0 0.1 0.2 0.1 0.0 0.4 0.2 0.4 0.3 0.0 0.0 0.1 0.1 0.1 -0.9 0.0 0.0 -0.0 0.0 0.0 0.0 0.8 0.5 0.6 -0.3 -0.2 0.0 -0.1 0.3 0.2 ROBUSTA 0.4 0.4 0.3 0.0 0.1 0.0 0.1 -0.0 0.0 0.1 0.4 0.1 0.6 0.2 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.1 0.0 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 0.1 0.2 -0.1 0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.0 0.1 -0.1 -0.2 -0.0 0.0 0.1 -0.0 0.1 -0.0 -0.1 0.1 0.2 -0.2 -0.4 -0.4 -0.7 -0.4 -0.7 SHATZ -0.2 -0.4 -0.6 -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 -0.3 -0.1 1.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.1 0.0 0.0 -0.3 -0.7 -0.7 -0.5 -0.7 SILVER-mini 0.2 0.6 0.4 0.0 -0.0 0.1 0.0 0.0 0.0 -0.1 0.2 0.0 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.1 -0.0 0.1 0.1 0.4 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 -0.2 0.4 0.6 0.5 -0.4 -0.5 0.6 0.1 SMI -0.6 -0.3 0.3 0.0 0.0 0.1 -0.0 0.2 -0.0 0.0 0.4 -0.1 0.4 -0.1 0.0 -0.1 0.1 0.0 0.1 0.0 0.1 -0.0 0.2 -0.1 1.8 0.0 0.0 0.2 -0.0 0.2 -0.0 0.9 0.3 0.6 0.4 -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 -0.1 -0.1 -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 -0.1 0.4 -0.3 0.0 0.1 0.0 0.1 -0.1 0.1 0.2 -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 -0.0 -2.7 -0.0 0.0 -0.1 0.0 -0.2 -0.0 0.5 -0.3 -0.5 0.4 -0.6 -0.4 -0.7 -0.3 -0.7 SOYMEAL 0.4 0.4 -0.6 0.0 0.1 0.0 0.1 -0.1 0.1 0.1 -0.5 0.1 -0.6 0.1 -0.1 -0.1 0.1 -0.1 0.0 -0.1 -0.2 0.1 -0.5 0.1 -2.7 -0.0 0.0 -0.2 0.1 -0.2 0.0 0.1 -0.0 0.2 0.3 -0.6 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.6 0.3 -0.1 0.0 0.1 0.0 0.1 -0.0 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 -0.0 -0.1 -0.0 -0.4 -0.5 -0.6 -0.0 -0.3 -0.7 -0.4 -0.3 0.2 SP400 -0.6 -0.4 0.4 0.0 0.0 0.1 -0.0 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 -0.0 0.4 -0.1 -1.6 0.0 0.0 0.1 -0.0 0.2 -0.0 0.1 0.1 0.2 0.2 -0.0 -0.4 -0.3 -0.4 -0.7 SP500_micro -0.6 -0.6 0.1 0.0 0.0 0.1 -0.0 0.2 -0.0 0.1 0.4 -0.1 0.6 -0.1 0.1 -0.2 -0.2 -0.3 -0.2 0.0 0.2 -0.0 0.5 -0.1 -2.7 0.0 0.0 0.2 -0.0 0.3 -0.0 -0.6 0.0 0.1 -0.1 0.4 -0.1 -0.1 0.2 -0.2 SUGAR11 -0.6 -0.4 -0.4 0.0 0.1 0.0 0.1 -0.1 0.0 -0.1 -0.3 -0.2 0.0 -0.2 -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 -0.6 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -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 0.1 -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 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.2 -0.1 -0.1 -0.3 -0.2 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 0.1 0.1 -0.0 0.0 0.1 -0.7 -0.7 0.6 0.4 US2 -0.5 -0.6 -0.4 -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 -0.3 -0.1 1.4 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -1.1 0.1 -0.1 -0.1 -0.1 -0.7 -0.7 -0.6 -0.7 US20 -0.6 -0.6 -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 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.2 0.1 -0.0 0.1 0.2 -0.7 -0.5 0.7 0.6 US30 -0.6 -0.5 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.1 -0.0 -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 -0.2 0.1 0.0 0.1 0.2 -0.7 -0.5 0.7 0.7 US5 -0.6 -0.6 -0.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -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 -0.1 -0.1 -0.0 -0.7 -0.7 -0.4 -0.2 VIX 0.3 0.8 0.8 -0.1 -0.2 -0.3 -0.1 -0.7 -0.1 -0.3 -0.9 -0.3 -1.2 -0.2 -0.2 -0.6 -0.6 -0.6 -0.6 -0.1 -0.2 -0.2 -0.9 -0.1 NaN -0.1 -0.2 -0.4 -0.2 -0.9 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT 0.6 0.6 0.2 0.0 0.1 0.0 0.1 -0.1 0.1 0.2 -0.2 0.2 -0.7 0.2 0.0 -0.4 -0.3 -0.3 -0.3 0.1 -0.1 0.2 -0.5 0.2 0.2 0.0 0.1 -0.1 0.1 -0.2 0.1 -1.1 0.5 0.6 0.5 -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 -4.3 -4.2 -3.2 -3.8 1.0 -1.3 -2.7 0.8 -4.7 13.5 -5.9 -2.8 -9.5 -6.1 -11.4 -2.6 -2.9 -2.7 -2.8 -5.5 -4.3 3.4 -4.7 -4.0 2.6 -2.3 8.2 -1.7 2.5 -2.0 -1.6 -0.8 10.7 14.6 8.3 -1.3 -20.0 -9.7 -11.9 -1.8 BITCOIN -18.3 -10.5 11.4 4.6 -0.8 2.9 0.6 1.0 3.5 -0.3 14.3 -7.5 15.6 -4.5 10.1 -7.3 -7.4 -8.3 -8.2 12.0 20.0 -7.4 20.0 -2.5 -20.0 5.1 -1.2 8.2 -1.2 7.9 0.7 -3.2 -11.1 -20.0 3.3 20.0 -9.2 -0.5 15.7 3.2 BOBL -8.9 -9.8 -11.2 -2.5 -1.9 -1.3 -2.9 -1.1 -3.1 -6.3 -3.9 -7.9 -3.2 -8.1 -8.8 13.3 -8.8 1.7 -6.3 -7.6 -5.0 -9.9 -4.2 -8.9 5.0 -2.3 -4.4 -1.4 -4.3 -1.1 -3.1 -9.5 -4.4 5.6 7.0 -1.8 -19.0 -20.0 6.5 -14.8 BTP -13.7 -13.5 -0.4 -3.9 -3.0 -2.1 -4.6 -1.7 -4.9 -3.2 8.9 -9.4 9.0 -10.1 -7.2 4.6 6.0 4.8 5.1 -1.8 4.7 -6.6 6.4 -6.3 -18.8 1.7 -2.7 5.2 -3.8 5.6 -1.9 14.5 7.4 18.4 20.0 17.5 -6.9 -10.9 20.0 2.5 BUND -9.9 -10.0 -6.0 -2.7 -2.1 -1.5 -3.2 -1.2 -3.4 -6.3 -1.5 -8.7 -1.4 -8.9 -9.5 -9.2 0.2 -6.5 -3.4 -6.3 -3.1 -9.8 -2.9 -8.4 2.5 -1.3 -5.3 -0.2 -5.1 -0.3 -3.0 2.5 -3.7 9.7 10.8 2.6 -18.3 -20.0 13.0 -8.2 BUXL -10.1 -9.1 -0.5 -3.3 -2.5 -1.8 -3.9 -1.4 -4.2 -7.9 0.3 -10.8 -2.8 -10.9 -11.4 -7.3 -2.2 -6.1 -4.0 -6.0 -2.4 -12.0 -3.8 -9.4 -1.2 0.2 -6.7 1.3 -6.1 0.0 -2.5 0.0 -5.8 15.3 16.3 7.5 -20.0 -20.0 -4.1 -2.9 CAC -20.0 -7.8 16.5 1.0 0.4 5.9 -3.9 6.3 -4.6 17.6 20.0 4.0 20.0 -0.1 17.8 20.0 2.6 14.6 7.4 14.4 20.0 6.4 20.0 3.1 -12.2 6.9 5.3 10.2 2.7 9.5 2.3 17.4 20.0 20.0 20.0 11.2 -9.6 9.1 -7.1 13.7 CAD -8.6 -9.5 -4.9 -5.4 1.4 -1.8 -3.8 1.2 -6.7 20.0 -10.2 -2.9 -9.2 -11.3 -17.6 -2.8 -2.3 -2.6 -2.4 -13.6 -9.7 1.7 -7.4 -10.5 -0.6 -6.0 6.4 -4.3 1.3 -3.2 -4.5 0.0 20.0 4.9 -0.0 -3.5 -20.0 -16.2 -6.0 -12.9 CANOLA -3.1 20.0 5.0 1.5 6.3 0.9 5.2 -0.9 2.6 1.8 -7.1 -0.4 -8.1 3.4 2.1 -16.7 -7.5 -15.3 -12.9 -0.2 -6.5 0.3 -12.2 0.7 -20.0 0.0 0.3 -2.8 0.2 -5.6 0.4 -20.0 -11.4 -6.0 11.9 -11.6 -20.0 -17.0 -11.6 -3.6 CHF -5.5 -20.0 -20.0 -4.8 1.2 -1.6 -3.4 1.0 -6.0 -9.8 -17.7 -17.5 -10.3 -20.0 -20.0 -16.5 -15.9 -16.3 -16.0 -20.0 -20.0 -13.8 -12.2 -20.0 -0.5 -7.2 -1.8 -5.2 -3.1 -2.0 -5.7 -20.0 -1.9 -2.1 -20.0 -20.0 -4.5 -17.2 3.4 -16.0 COCOA -20.0 10.6 0.5 1.0 4.5 0.6 3.7 -0.7 1.8 1.5 7.8 3.8 7.9 6.6 7.4 18.7 14.7 20.0 20.0 19.4 17.3 8.4 12.0 15.6 -15.0 2.8 0.2 3.0 0.9 2.6 1.9 20.0 0.6 17.6 20.0 20.0 1.4 -0.5 6.8 8.4 COFFEE 20.0 18.7 12.8 2.9 12.4 1.7 10.3 -1.8 5.0 -11.9 16.9 9.6 13.4 13.9 15.1 13.1 8.6 12.4 11.0 20.0 20.0 16.0 14.1 20.0 -20.0 6.6 -0.1 4.6 3.9 2.9 7.0 12.9 14.8 20.0 20.0 20.0 -2.8 -20.0 6.8 -8.4 COPPER 20.0 20.0 19.5 5.1 -0.9 3.2 0.6 1.2 3.9 18.1 17.5 19.7 6.0 20.0 20.0 -4.6 -5.0 -5.1 -5.3 20.0 20.0 20.0 12.0 20.0 -16.0 7.2 5.7 4.9 6.7 2.4 7.7 1.3 20.0 20.0 20.0 20.0 -20.0 -2.7 7.2 6.0 CORN 2.3 14.6 8.0 2.7 11.8 1.6 9.8 -1.7 4.8 13.0 -11.3 10.5 -18.5 9.5 -4.4 -20.0 -10.2 -19.1 -15.9 -3.1 -12.3 6.5 -20.0 2.6 -16.1 -1.9 4.9 -7.7 4.8 -11.0 2.5 -20.0 -6.2 -3.1 8.2 -20.0 -12.7 -20.0 -11.6 1.4 COTTON2 -20.0 -20.0 11.2 1.9 8.2 1.1 6.8 -1.2 3.3 -10.3 -3.0 -12.6 -0.2 -13.4 -9.0 16.6 3.9 12.0 6.6 -14.4 -3.1 -17.8 0.6 -20.0 -20.0 -1.8 -1.8 1.3 -3.6 2.0 -4.3 3.9 -20.0 -20.0 -20.0 17.2 -11.5 -14.4 1.6 1.4 CRUDE_W -4.8 16.1 10.9 5.7 -0.1 6.2 -1.9 5.3 1.2 -0.4 11.9 -2.1 15.7 16.2 20.0 17.9 12.0 15.7 13.4 20.0 20.0 1.3 19.4 10.9 -5.5 7.3 2.4 7.6 -0.1 7.1 3.1 -1.1 3.3 7.4 12.0 0.9 20.0 19.0 20.0 19.7 DAX -20.0 -9.3 10.9 0.8 0.4 5.0 -3.3 5.3 -3.8 13.2 18.6 -5.4 19.4 -4.0 11.6 -10.7 -11.7 -12.5 -12.7 12.2 20.0 2.5 20.0 0.9 13.9 6.1 3.9 8.3 1.3 7.2 2.0 -11.0 20.0 20.0 20.0 16.4 -1.8 8.2 5.9 19.8 DOW -20.0 -20.0 -4.0 0.6 0.3 3.9 -2.6 4.1 -3.0 3.9 12.2 -8.7 13.6 -10.8 -5.6 -11.0 -11.1 -12.0 -11.9 -4.5 9.0 -5.4 15.6 -11.2 -12.3 0.0 0.5 5.2 -1.4 7.6 -3.0 -9.8 15.4 7.0 -7.8 -4.9 -1.5 -7.7 7.1 -16.3 DX 13.5 15.8 9.9 -5.0 1.3 -1.7 -3.6 1.1 -6.2 -2.2 12.9 14.9 9.2 19.0 19.9 7.2 6.6 7.2 6.9 20.0 14.3 12.8 9.2 20.0 -20.0 6.8 1.1 4.2 4.1 2.7 7.2 15.6 9.9 20.0 20.0 20.0 20.0 4.7 20.0 11.0 EUR -10.3 -9.8 -6.5 -4.7 1.2 -1.6 -3.3 1.0 -5.8 11.5 -7.5 -8.6 -6.3 -13.9 -15.6 -6.7 -6.8 -6.7 -6.6 -12.7 -8.3 -3.7 -5.1 -12.4 18.3 -4.7 2.5 -2.4 -1.4 -1.1 -5.1 -7.4 9.9 6.4 1.6 1.7 -20.0 -14.9 -20.0 -11.9 EURIBOR-ICE -19.0 -20.0 -11.9 -2.3 -1.8 -1.3 -2.7 -1.0 -3.0 -5.6 0.8 -7.7 1.8 -8.1 -8.0 -5.2 -4.2 -3.9 -3.4 -7.8 -1.9 -10.1 1.0 -10.5 12.7 -2.3 -2.6 -0.2 -3.5 0.7 -3.3 -1.5 -4.2 0.1 3.6 -0.8 -20.0 -20.0 9.7 15.6 EUROSTX -20.0 -11.1 16.1 0.9 0.4 5.3 -3.5 5.6 -4.0 13.6 20.0 -1.7 20.0 -0.9 17.2 -7.2 0.1 -2.7 -0.4 15.5 20.0 5.1 20.0 3.3 -0.8 6.8 5.2 10.0 2.2 9.3 2.3 10.0 20.0 20.0 20.0 20.0 -14.9 8.7 -14.2 14.4 FEEDCOW -1.4 -20.0 7.5 2.5 10.7 1.5 8.9 -1.6 4.3 15.1 -3.1 13.1 -1.5 -3.3 -2.7 -20.0 -20.0 -20.0 -20.0 -7.1 -4.3 14.9 -0.0 -0.4 -6.2 -1.3 7.2 -0.7 5.9 1.7 1.2 -20.0 20.0 6.8 -20.0 6.3 20.0 20.0 20.0 20.0 GASOIL -11.9 1.8 9.1 4.8 -0.1 5.3 -1.6 4.5 1.0 -15.2 10.1 -18.0 15.2 -7.1 12.3 4.1 20.0 13.7 17.7 4.9 12.6 -16.2 16.9 -8.4 6.8 1.8 -4.7 5.5 -8.2 7.4 -4.5 11.7 -16.7 -12.1 -14.5 -3.8 -13.1 -8.8 -20.0 -17.7 GASOLINE -7.6 14.5 16.7 5.5 -0.1 6.0 -1.9 5.1 1.2 4.0 19.6 0.4 18.6 16.5 20.0 20.0 12.4 16.4 10.0 20.0 20.0 4.2 20.0 11.0 -20.0 7.6 3.9 8.5 1.0 8.2 3.2 -3.2 9.7 6.0 7.9 10.1 20.0 20.0 20.0 20.0 GAS_US_mini 7.3 6.1 -9.4 3.7 -0.0 4.1 -1.3 3.5 0.8 -9.6 -17.8 -6.5 -18.4 -12.5 -16.6 -20.0 -20.0 -20.0 -20.0 -11.7 -20.0 -2.9 -20.0 -4.8 20.0 -6.4 -2.7 -9.1 -1.8 -9.6 -3.4 -20.0 7.7 -9.4 -20.0 -20.0 -20.0 -4.0 -20.0 -9.1 GBP -11.2 -13.8 -5.0 -4.9 1.3 -1.7 -3.5 1.1 -6.2 15.8 4.3 -7.3 4.7 -15.5 -14.7 -1.0 -0.7 -0.9 -0.7 -10.7 -3.3 -3.4 1.8 -12.5 1.6 -3.8 5.4 0.1 -1.3 1.8 -5.4 2.9 6.1 7.7 4.2 12.2 -20.0 -10.0 -20.0 -3.6 GOLD_micro -4.1 20.0 17.4 3.5 -0.6 2.2 0.4 0.8 2.6 -6.7 13.2 3.5 10.8 10.7 12.6 -12.6 -14.5 -14.1 -14.5 20.0 20.0 1.1 12.9 15.8 -3.4 4.6 -0.7 4.0 0.2 2.6 3.0 -14.8 -2.2 16.9 20.0 20.0 -20.0 -19.3 -9.6 -11.1 HEATOIL -12.2 2.7 5.1 5.1 -0.1 5.6 -1.7 4.7 1.1 -13.1 1.5 -17.0 10.3 -7.2 9.4 -0.4 20.0 10.0 16.1 1.7 7.7 -15.2 11.8 -9.4 -20.0 0.8 -4.9 5.1 -7.9 8.3 -5.3 10.7 -13.0 -15.6 -18.7 -6.2 18.1 5.9 13.9 1.7 JGB-SGX-mini -20.0 -16.5 -6.5 -2.7 -2.1 -1.5 -3.2 -1.2 -3.5 -1.2 1.7 -8.6 4.4 -8.8 -8.2 8.4 15.7 10.6 12.0 -8.2 -2.7 -8.7 1.2 -11.2 -7.7 -3.0 -0.7 -1.4 -3.0 -0.5 -3.9 20.0 6.5 -5.6 -4.3 2.7 -11.8 -11.7 1.6 10.3 JPY -12.7 -13.9 -13.3 -4.2 1.1 -1.4 -3.0 0.9 -5.3 -17.0 -19.6 -18.9 -19.4 -19.7 -20.0 -18.0 -16.8 -17.5 -17.0 -20.0 -20.0 -20.0 -20.0 -20.0 20.0 -6.7 -9.8 -5.6 -8.1 -5.7 -7.5 -20.0 -20.0 -20.0 -19.5 -20.0 -20.0 -11.4 -20.0 -10.9 LEANHOG -8.7 3.0 20.0 3.4 14.9 2.0 12.4 -2.2 6.0 -1.0 18.1 3.1 -2.8 8.4 19.3 -20.0 -20.0 -20.0 -20.0 17.3 15.2 6.2 2.7 11.9 11.1 7.0 -3.3 8.2 2.0 3.1 3.8 -20.0 -4.3 6.8 13.3 20.0 -7.6 -8.6 1.2 14.8 LIVECOW -6.8 -16.6 9.5 2.5 10.7 1.5 8.9 -1.5 4.3 14.7 -0.5 9.5 0.4 -6.2 -0.4 20.0 6.5 20.0 15.1 -5.2 -2.0 7.9 1.0 -2.9 -5.4 0.4 7.3 1.5 4.8 3.5 1.1 13.2 20.0 -1.5 -10.4 12.6 20.0 16.8 20.0 20.0 LUMBER-new -20.0 -20.0 -0.4 2.8 12.2 1.7 10.1 -1.1 4.9 -5.7 -0.7 -16.2 -10.5 -17.9 -13.4 -20.0 -17.1 -20.0 -18.6 -20.0 -8.6 -20.0 -3.1 -20.0 NaN -5.3 -1.4 -1.7 -6.3 -0.2 -7.9 -20.0 -20.0 -20.0 -20.0 -20.0 -12.4 -12.1 -5.0 -6.9 MILK 20.0 9.9 17.3 1.6 7.1 1.0 5.9 -1.0 2.9 5.7 -8.7 8.9 -10.9 5.1 -0.8 -20.0 -20.0 -20.0 -20.0 0.4 -7.4 13.0 -13.4 9.4 11.7 -0.1 2.5 -2.9 4.5 -5.2 3.1 -20.0 20.0 17.7 -9.6 -6.5 -20.0 -20.0 -20.0 -20.0 MXP -20.0 -8.8 -0.3 -4.6 1.2 -1.6 -3.3 1.0 -5.7 -14.0 15.9 -17.2 19.3 -10.9 4.0 16.1 17.2 17.2 16.9 2.8 13.3 -19.3 20.0 -12.0 -20.0 2.0 -4.7 5.3 -6.9 7.2 -3.7 20.0 -20.0 -6.5 20.0 20.0 20.0 20.0 20.0 20.0 NASDAQ_micro -20.0 -20.0 -8.2 0.5 0.2 3.1 -2.0 3.2 -2.4 7.4 10.8 -3.4 12.5 -5.0 3.7 -10.1 -10.3 -10.9 -10.9 -2.1 8.3 -5.0 14.5 -9.1 -20.0 -0.6 2.3 3.8 -2.1 6.7 -3.5 -8.2 -7.5 3.2 -10.7 2.2 0.2 -1.1 4.8 -1.7 NIKKEI -20.0 -17.8 3.7 0.6 0.3 3.3 -2.2 3.5 -2.6 -0.2 11.0 -6.4 13.2 -7.5 7.1 1.9 9.8 5.1 7.8 2.9 14.4 -8.3 18.1 -8.7 -12.9 1.2 0.4 5.4 -3.0 6.8 -3.0 20.0 -15.0 -1.7 -7.2 20.0 -16.3 -7.6 -8.1 -8.7 NZD -4.6 -15.6 -7.3 -3.7 1.0 -1.3 -2.6 0.8 -4.6 12.8 -4.9 -6.9 -5.0 -12.3 -13.7 0.1 0.2 0.2 0.2 -11.5 -7.2 -2.7 -4.2 -10.0 0.6 -4.7 2.0 -2.7 -0.9 -1.2 -4.0 4.4 1.3 9.8 -7.1 -5.4 -13.3 -6.0 -5.5 6.0 OAT -11.1 -13.4 -5.4 -3.0 -2.3 -1.6 -3.5 -1.3 -3.8 -6.1 0.1 -9.2 0.1 -10.0 -10.3 5.8 6.1 5.2 5.2 -6.8 -2.3 -9.9 -1.4 -9.3 3.0 -1.7 -5.3 0.3 -5.5 0.5 -3.7 14.5 -2.4 11.3 11.2 4.0 -17.3 -20.0 13.8 0.6 OATIES 7.4 -2.2 -6.8 2.7 11.9 1.6 9.9 -1.7 4.8 11.8 -17.4 16.4 -16.1 4.7 -2.9 4.5 0.0 6.2 3.2 -5.7 -14.5 14.1 -16.7 5.7 -20.0 -1.9 3.6 -4.4 6.3 -4.8 2.6 -2.1 14.9 -4.8 -13.3 -9.3 -16.4 -1.5 -2.4 16.7 OJ -1.5 0.9 4.9 2.8 12.4 1.7 10.2 -1.8 5.0 12.4 8.8 10.6 15.7 11.2 16.0 3.9 12.9 5.7 8.7 9.5 16.1 8.8 20.0 7.1 -20.0 1.5 7.0 6.4 3.4 17.3 1.2 15.3 -4.3 -7.6 -6.9 2.6 8.9 8.9 20.0 20.0 PALLAD -1.7 7.8 10.9 2.3 -0.4 1.5 0.3 0.5 1.7 -8.3 -3.3 -7.7 -7.7 -1.5 0.7 -2.0 -2.1 -1.9 -2.0 -0.2 -3.0 -7.0 -9.5 -2.4 12.2 0.4 -7.3 -0.9 -4.4 -3.9 -1.2 6.8 -10.9 -10.7 -7.8 -4.9 -20.0 -15.4 -20.0 -9.9 PLAT 1.2 6.7 1.8 3.3 -0.6 2.1 0.4 0.7 2.5 -9.0 -1.9 -8.8 -7.9 -1.8 -2.3 -5.1 -3.7 -4.6 -4.2 1.1 -0.1 -9.7 -2.6 -3.1 10.5 1.4 -4.1 1.1 -4.4 0.2 -0.9 3.5 -20.0 -8.7 -10.1 -7.7 -19.0 -5.8 20.0 7.7 REDWHEAT 20.0 17.1 6.9 2.8 12.2 1.7 10.1 -1.8 5.0 18.4 -14.1 19.1 -18.8 17.2 2.3 -7.2 0.1 -1.1 -0.2 6.3 -10.6 20.0 -20.0 20.0 -7.8 2.5 18.6 -3.1 14.7 -6.0 8.7 -3.9 20.0 20.0 17.9 -16.7 -9.6 -20.0 1.5 -20.0 RICE 20.0 -16.0 -8.3 1.2 5.4 0.7 4.5 -0.8 2.2 8.1 1.4 8.8 4.6 5.8 1.2 20.0 8.3 20.0 16.1 2.4 1.3 12.1 2.8 8.6 -6.6 0.1 2.1 -0.2 3.0 0.3 1.9 14.3 20.0 19.0 -8.9 -5.4 1.2 -4.1 8.0 5.5 ROBUSTA 11.0 10.9 10.4 2.1 9.2 1.3 7.6 -1.3 3.7 5.7 16.0 12.6 15.9 14.7 15.7 18.2 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 5.9 1.8 5.5 4.3 4.9 5.6 20.0 20.0 20.0 20.0 20.0 -16.8 -20.0 -1.7 3.6 RUSSELL -20.0 -13.5 5.3 0.5 0.2 3.2 -2.1 3.4 -2.5 8.3 8.7 -7.2 8.2 -8.2 -2.9 -6.4 -6.4 -6.5 -6.5 -3.7 3.8 -4.8 5.2 -9.1 -1.7 -0.6 2.0 2.5 -1.5 3.1 -3.0 -1.0 5.7 7.6 -5.4 -11.1 -12.8 -20.0 -13.1 -20.0 SHATZ -5.8 -11.3 -19.4 -2.4 -1.8 -1.3 -2.8 -1.0 -3.0 -7.2 -8.2 -7.9 -7.8 -8.1 -8.8 -20.0 -20.0 -20.0 -20.0 -11.1 -10.0 -10.6 -9.7 -10.4 7.7 -3.0 -3.2 -2.4 -3.2 -2.1 -3.0 -20.0 -4.8 1.4 0.8 -8.2 -20.0 -20.0 -14.9 -20.0 SILVER-mini 7.6 20.0 13.7 3.3 -0.6 2.1 0.4 0.7 2.5 -10.1 8.5 3.5 4.1 8.3 9.7 -6.3 -6.7 -6.6 -6.7 15.0 10.8 -1.7 5.1 9.9 2.9 4.1 -1.6 3.2 -0.4 1.8 2.5 -1.3 -7.2 13.3 18.6 15.8 -12.2 -15.9 18.1 3.8 SMI -20.0 -8.8 9.7 0.7 0.3 4.2 -2.8 4.5 -3.3 1.7 13.2 -5.9 11.1 -6.5 4.0 -2.5 4.0 1.1 3.3 1.8 8.2 -2.4 7.5 -4.7 13.3 2.9 1.0 5.7 -0.4 4.7 -0.6 16.7 13.0 20.0 11.1 -0.7 12.4 -1.1 20.0 -2.8 SOFR -20.0 -20.0 -10.7 -3.0 -2.3 -1.6 -3.5 -1.3 -3.8 -5.8 -2.1 -9.7 -2.7 -10.3 -10.4 -3.0 -0.4 -1.6 -0.8 -13.2 -7.8 -11.3 -5.0 -14.8 -2.4 -3.2 -2.0 -1.5 -3.1 -0.7 -3.9 4.1 4.0 -4.8 -2.1 0.6 -14.6 -20.0 6.7 -1.8 SOYBEAN -3.5 11.8 -9.7 3.0 13.1 1.8 10.8 -1.9 5.3 18.3 -13.7 5.4 -7.5 1.6 -5.1 -3.7 10.1 0.7 4.8 -6.4 -13.7 2.9 -15.3 -1.8 -20.0 -2.2 4.2 -5.0 1.9 -5.0 -0.4 9.3 -12.5 -15.7 13.2 -20.0 -12.5 -20.0 -10.5 -20.0 SOYMEAL 13.6 11.7 -19.7 2.8 12.2 1.7 10.1 -1.8 4.9 8.8 -18.2 13.6 -15.9 9.5 -12.3 -4.2 6.3 -3.9 0.1 -7.0 -19.7 11.3 -19.0 6.1 -20.0 -1.3 3.4 -7.0 6.3 -5.9 4.5 2.1 -1.9 5.3 10.2 -20.0 -20.0 -20.0 -20.0 -20.0 SOYOIL -19.5 9.7 -2.0 2.0 8.9 1.2 7.3 -1.3 3.6 2.1 -12.7 -10.0 -11.2 -9.4 -7.5 -7.0 0.5 -6.7 -4.1 -8.9 -10.4 -10.2 -12.9 -12.0 -20.0 -2.4 -0.8 -1.7 -3.7 -2.2 -4.3 -6.8 -20.0 -20.0 -1.0 -8.8 -20.0 -12.5 -8.0 5.7 SP400 -20.0 -13.3 12.4 0.6 0.3 3.7 -2.5 3.9 -2.9 10.3 12.1 -7.2 12.0 -7.3 3.0 -5.0 -5.3 -5.2 -5.3 1.8 12.4 -5.3 13.3 -8.8 -11.7 1.4 2.0 4.6 -1.2 4.9 -2.0 1.0 6.0 6.0 5.9 -0.9 -13.3 -9.9 -10.9 -20.0 SP500_micro -20.0 -20.0 3.8 0.6 0.3 3.9 -2.6 4.2 -3.0 11.5 14.6 -5.3 15.6 -6.2 6.8 -11.8 -11.7 -12.6 -12.4 2.1 16.0 -4.5 20.0 -9.3 -20.0 1.3 3.3 6.3 -1.4 8.0 -2.8 -10.7 0.9 4.6 -1.7 11.3 -3.6 -4.1 4.5 -4.7 SUGAR11 -20.0 -12.5 -13.6 2.4 10.5 1.4 8.7 -1.5 4.2 -14.7 -12.3 -15.9 1.0 -15.1 -12.3 4.5 15.8 9.6 13.1 -20.0 -16.4 -20.0 -5.1 -20.0 -20.0 -5.5 -4.8 -4.0 -6.4 -1.2 -6.9 20.0 -20.0 -20.0 -20.0 -19.8 20.0 8.3 20.0 20.0 US10 -17.8 -17.6 -5.0 -2.5 -1.9 -1.3 -2.9 -1.0 -3.1 -4.6 -2.4 -7.9 -4.3 -8.5 -8.6 -5.0 -7.6 -6.6 -7.4 -10.3 -6.8 -8.6 -6.5 -11.3 2.2 -2.7 -1.7 -1.4 -2.6 -1.2 -3.2 -8.1 4.0 -2.0 -0.5 1.8 -20.0 -20.0 -7.5 3.9 US10U -17.6 -16.9 -4.4 -3.5 -2.7 -1.9 -4.1 -1.5 -4.5 -6.7 -3.2 -11.4 -5.8 -12.2 -12.4 -4.6 -1.2 -3.4 -2.1 -14.5 -9.8 -12.5 -9.8 -16.1 -0.0 -3.8 -2.7 -2.0 -4.0 -1.8 -4.7 2.3 4.8 -1.5 0.4 3.6 -20.0 -20.0 18.7 12.6 US2 -14.0 -19.2 -12.5 -2.3 -1.7 -1.2 -2.7 -1.0 -2.9 -6.9 -6.8 -8.0 -7.3 -8.3 -8.5 -20.0 -20.0 -20.0 -20.0 -12.2 -9.6 -8.1 -9.5 -11.6 10.7 -2.7 -1.5 -1.7 -2.0 -1.5 -2.8 -20.0 5.2 -2.4 -4.6 -3.1 -20.0 -20.0 -17.1 -20.0 US20 -19.6 -17.3 -1.9 -2.5 -1.9 -1.4 -3.0 -1.1 -3.2 -3.6 -0.2 -8.1 -2.6 -8.6 -8.5 -0.3 -0.7 -0.2 -0.4 -9.4 -5.6 -8.9 -5.8 -11.2 -0.9 -2.4 -1.9 -0.9 -3.0 -1.0 -3.4 4.0 3.2 -0.9 2.0 4.9 -20.0 -15.9 20.0 19.0 US30 -18.6 -16.0 -1.1 -3.0 -2.3 -1.6 -3.5 -1.3 -3.8 -5.9 -1.3 -9.9 -4.3 -10.4 -10.3 -2.1 -5.4 -4.7 -5.6 -10.8 -6.8 -10.8 -7.7 -13.0 -0.4 -2.9 -2.8 -1.2 -3.9 -1.4 -4.2 -4.7 2.7 0.1 2.3 5.7 -19.6 -13.5 20.0 20.0 US5 -17.1 -18.8 -9.1 -2.5 -1.9 -1.3 -2.9 -1.1 -3.2 -5.5 -4.7 -8.2 -5.6 -8.7 -8.9 -9.0 -10.1 -9.6 -9.9 -11.6 -8.1 -8.7 -7.2 -12.1 4.9 -2.8 -1.5 -1.6 -2.4 -1.2 -3.2 -12.4 5.0 -3.1 -2.5 -0.4 -20.0 -20.0 -12.1 -7.5 VIX 6.1 14.5 15.6 -3.5 -12.0 -7.2 -8.3 -12.1 -3.3 -18.6 -19.9 -16.0 -20.0 -10.0 -11.5 -20.0 -20.0 -20.0 -20.0 -5.2 -13.5 -14.9 -20.0 -6.1 NaN -4.1 -14.1 -8.6 -10.0 -15.1 -4.3 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 17.9 19.2 6.4 2.8 12.2 1.7 10.1 -1.8 4.9 18.3 -7.2 17.0 -18.2 16.0 2.5 -19.0 -13.2 -17.1 -15.0 7.1 -7.8 20.0 -20.0 20.0 1.8 2.1 15.9 -2.4 13.3 -4.8 7.7 -20.0 20.0 20.0 14.5 -20.0 -5.5 -20.0 0.5 -20.0 End of report for caleb_strategy_v3