******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240429_204010 produced at 2024-04-29 21:38:08.265444 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.31 0.0 0.00 0.00 0.00 0.00 -19.14 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 -14.36 16.0 -8 -8 caleb_strategy_v3 EURIBOR-ICE False False 0.07 -0.15 -0.36 0.0 0.74 -0.74 -0.15 -0.15 -4.85 10.0 -2 -2 caleb_strategy_v3 SHATZ False True 0.03 0.00 -0.34 0.0 0.00 0.00 0.00 0.00 -10.65 24.0 0 0 caleb_strategy_v3 US2 False True 0.06 0.00 -0.30 0.0 0.00 0.00 0.00 0.00 -5.23 13.0 0 0 caleb_strategy_v3 VIX False False 0.00 -0.18 -0.25 0.0 999.00 -999.00 -0.18 -0.18 -52.92 999999999.0 -39 -39 caleb_strategy_v3 CHF False False 0.04 -0.31 -0.20 0.0 0.51 -0.51 -0.31 -0.31 -5.02 13.0 -8 -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 -0.36 -0.10 0.0 0.75 -0.75 -0.36 -0.36 -3.33 25.0 -12 -12 caleb_strategy_v3 CAD False False 0.02 0.00 -0.10 0.0 0.60 -0.60 0.00 0.00 -4.79 29.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.04 -0.06 0.0 0.08 -0.08 -0.04 -0.04 -9.03 12.0 -6 -6 caleb_strategy_v3 EUR False False 0.04 -0.19 -0.06 0.0 0.53 -0.53 -0.19 -0.19 -1.49 14.0 -5 -5 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.04 -0.06 0.0 0.04 -0.04 -0.04 -0.04 -34.95 26.0 -25 -25 caleb_strategy_v3 US10 False False 0.03 0.00 -0.05 0.0 0.52 -0.52 0.00 0.00 -1.72 17.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.05 0.0 0.13 -0.13 -0.02 -0.02 -20.09 51.0 -6 -6 caleb_strategy_v3 BOBL False False 0.04 -0.36 -0.05 0.0 0.68 -0.68 -0.36 -0.36 -1.44 19.0 -10 -10 caleb_strategy_v3 LUMBER-new False False 0.00 0.00 -0.05 0.0 0.01 -0.01 0.00 0.00 -10.91 3.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.05 0.0 0.36 -0.36 0.00 0.00 -8.58 66.0 0 0 caleb_strategy_v3 SP400 False False 0.08 0.00 -0.03 0.0 0.17 -0.17 0.00 0.00 -0.36 2.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.03 -0.03 0.0 0.13 -0.13 -0.03 -0.03 -2.37 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 -0.96 13.0 -5 -5 caleb_strategy_v3 RUSSELL False False 0.00 -0.05 -0.03 0.0 0.20 -0.20 -0.05 -0.05 -11.26 68.0 -16 -16 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.06 -0.03 0.0 0.23 -0.23 -0.06 -0.06 -3.41 23.0 -6 -6 caleb_strategy_v3 NIKKEI False False 0.01 -0.03 -0.03 0.0 0.25 -0.25 -0.03 -0.03 -3.93 36.0 -5 -5 caleb_strategy_v3 NZD False False 0.02 -0.05 -0.03 0.0 0.36 -0.36 -0.05 -0.05 -1.92 21.0 -3 -3 caleb_strategy_v3 SP500_micro False False 0.01 -0.04 -0.03 0.0 0.35 -0.35 -0.04 -0.04 -4.41 48.0 -5 -5 caleb_strategy_v3 GBP False False 0.02 0.00 -0.03 0.0 0.49 -0.49 0.00 0.00 -1.27 22.0 0 0 caleb_strategy_v3 AUD False False 0.02 -0.06 -0.02 0.0 0.36 -0.36 -0.06 -0.06 -1.08 19.0 -3 -3 caleb_strategy_v3 SOYOIL False False 0.01 -0.04 -0.02 0.0 0.08 -0.08 -0.04 -0.04 -2.48 10.0 -5 -5 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.02 0.0 0.11 -0.11 -0.01 -0.01 -3.03 18.0 -2 -2 caleb_strategy_v3 BUND False False 0.04 0.00 -0.02 0.0 0.40 -0.40 0.00 0.00 -0.47 10.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -11.32 59.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.05 -0.02 0.0 0.12 -0.12 -0.05 -0.05 -1.41 7.0 -3 -3 caleb_strategy_v3 HEATOIL False False 0.03 -0.03 -0.01 0.0 0.09 -0.09 -0.03 -0.03 -0.34 3.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.09 -0.09 0.00 0.00 -1.39 9.0 0 0 caleb_strategy_v3 US20 False True 0.03 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.37 9.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 -0.01 0.0 0.05 -0.05 0.00 0.00 -1.12 5.0 0 0 caleb_strategy_v3 US30 False False 0.03 -0.07 -0.01 0.0 0.21 -0.21 -0.07 -0.07 -0.37 6.0 -2 -2 caleb_strategy_v3 BUXL False False 0.04 -0.12 -0.01 0.0 0.16 -0.16 -0.12 -0.12 -0.24 4.0 -3 -3 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -2.32 2.0 0 0 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.01 0.0 0.06 -0.06 0.00 0.00 -0.33 2.0 0 0 caleb_strategy_v3 PLAT False False 0.01 -0.01 0.00 0.0 0.14 -0.14 -0.01 -0.01 0.21 10.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.00 0.0 0.08 -0.08 -0.01 -0.01 -0.15 8.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.01 -0.07 -0.00 0.0 0.08 -0.08 -0.07 -0.07 -0.40 9.0 -7 -7 caleb_strategy_v3 OAT False False 0.04 0.00 0.00 0.0 0.39 -0.39 0.00 0.00 0.02 10.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.04 0.00 -0.00 0.0 0.30 -0.30 0.00 0.00 -0.06 8.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 0.01 0.0 0.27 -0.27 0.00 0.00 1.26 23.0 0 0 caleb_strategy_v3 BTP False False 0.04 0.14 0.01 0.0 0.36 -0.36 0.14 0.14 0.41 10.0 4 4 caleb_strategy_v3 COCOA False False 0.03 0.06 0.01 0.0 0.78 -0.78 0.06 0.06 0.42 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 1.08 56.0 0 0 caleb_strategy_v3 COFFEE False False 0.02 0.05 0.01 0.0 0.15 -0.15 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 0.27 4.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.02 0.02 0.02 0.0 999.00 -999.00 0.02 0.02 1.20 999999999.0 1 1 caleb_strategy_v3 OJ False False 0.02 0.00 0.02 0.0 0.05 -0.05 0.00 0.00 1.20 3.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 0.02 0.0 0.03 -0.03 0.00 0.00 1.96 4.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 0.05 0.03 0.0 0.16 -0.16 0.05 0.05 2.90 13.0 4 4 caleb_strategy_v3 LIVECOW False False 0.02 0.06 0.06 0.0 0.34 -0.34 0.06 0.06 3.13 17.0 3 3 caleb_strategy_v3 GASOLINE False False 0.03 0.19 0.08 0.0 999.00 -999.00 0.19 0.19 2.56 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 5.07 20.0 11 11 caleb_strategy_v3 DAX False False 0.01 0.04 0.09 0.0 0.32 -0.32 0.04 0.04 16.87 58.0 8 8 caleb_strategy_v3 SMI False True 0.04 0.25 0.09 0.0 0.25 0.00 0.25 0.25 2.53 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 4.31 12.0 0 0 caleb_strategy_v3 DX False False 0.03 0.00 0.15 0.0 999.00 -999.00 0.00 0.00 4.98 999999999.0 0 0 caleb_strategy_v3 COPPER False False 0.03 0.20 0.19 0.0 999.00 -999.00 0.20 0.20 5.66 999999999.0 6 6 caleb_strategy_v3 MXP False False 0.01 0.25 0.26 0.0 0.50 -0.50 0.25 0.25 31.35 60.0 30 30 caleb_strategy_v3 CRUDE_W False False 0.02 0.09 0.27 0.0 0.11 -0.11 0.09 0.09 11.88 5.0 4 4 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 17.4 Shocked risk 52.9 Sum abs risk 56.2 Leverage 5.94 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3512144.56, 'annual_cash_vol_target': 878036.14, 'daily_cash_vol_target': 54877.25875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0041 0.6570 0.6262 10.0188 BITCOIN 1836.6332 63040.0000 2.9134 46.6151 BOBL 0.2674 116.8100 0.2289 3.6627 BTP 0.6470 117.6800 0.5498 8.7972 BUND 0.5420 130.7100 0.4146 6.6343 BUXL 1.2777 129.7800 0.9845 15.7517 CAC 52.2107 8028.0000 0.6504 10.4057 CAD 0.0028 0.7322 0.3796 6.0738 CANOLA 7.1841 632.4000 1.1360 18.1761 CHF 0.0045 1.1046 0.4105 6.5680 COCOA 280.1241 10594.0000 2.6442 42.3068 COFFEE 3.9159 227.5500 1.7209 27.5346 COPPER 0.0464 4.6675 0.9934 15.8946 CORN 4.8213 472.7500 1.0198 16.3176 COTTON2 1.2029 81.3200 1.4792 23.6671 CRUDE_W 0.8168 78.6700 1.0382 16.6119 DAX 135.5582 18260.0000 0.7424 11.8780 DOW 233.9506 38398.0000 0.6093 9.7484 DX 0.3712 105.5300 0.3518 5.6282 EUR 0.0045 1.0736 0.4203 6.7245 EURIBOR-ICE 0.0494 97.3850 0.0508 0.8120 EUROSTX 40.0275 4946.0000 0.8093 12.9486 FEEDCOW 2.1326 259.9500 0.8204 13.1260 GASOIL 10.6447 784.0000 1.3577 21.7238 GASOLINE 0.0326 2.6374 1.2376 19.8022 GAS_US_mini 0.0806 2.3750 3.3939 54.3017 GBP 0.0062 1.2558 0.4911 7.8574 GOLD_micro 19.5818 2346.0000 0.8347 13.3550 HEATOIL 0.0336 2.5694 1.3082 20.9319 JGB-SGX-mini 0.2220 144.3500 0.1538 2.4603 JPY 0.0000 0.0064 0.5595 8.9514 LEANHOG 1.3454 105.5250 1.2750 20.4001 LIVECOW 1.4487 175.6500 0.8248 13.1961 LUMBER-new 7.8256 529.0000 1.4793 23.6693 MILK 0.2566 18.4200 1.3931 22.2889 MXP 0.0004 0.0583 0.6831 10.9291 NASDAQ_micro 165.5245 17823.0000 0.9287 14.8594 NIKKEI 421.2057 38235.0000 1.1016 17.6260 NZD 0.0036 0.5976 0.6078 9.7245 OAT 0.5455 126.0600 0.4327 6.9238 OATIES 5.8703 375.5000 1.5633 25.0133 OJ 5.3224 368.9000 1.4428 23.0845 PALLAD 24.4339 980.5000 2.4920 39.8718 PLAT 15.5629 957.6000 1.6252 26.0032 REDWHEAT 10.0811 663.0000 1.5205 24.3285 RICE 0.2276 15.2250 1.4946 23.9143 ROBUSTA 63.5804 4140.0000 1.5358 24.5721 RUSSELL 21.7232 2022.7000 1.0740 17.1835 SHATZ 0.0808 105.2600 0.0767 1.2276 SILVER-mini 0.4614 27.9500 1.6508 26.4129 SMI 81.9568 11292.0000 0.7258 11.6127 SOFR 0.0670 95.8950 0.0699 1.1177 SOYBEAN 9.1302 1178.7500 0.7746 12.3931 SOYMEAL 4.2010 355.1000 1.1830 18.9286 SOYOIL 0.6385 44.6500 1.4301 22.8810 SP400 23.6500 2923.0000 0.8091 12.9456 SP500_micro 35.2946 5127.7500 0.6883 11.0129 SUGAR11 0.3054 19.7600 1.5455 24.7278 US10 0.4092 107.9062 0.3792 6.0676 US10U 0.5366 110.7656 0.4844 7.7509 US2 0.1077 101.4688 0.1062 1.6989 US20 0.7902 114.4688 0.6903 11.0450 US30 1.1419 120.3750 0.9486 15.1773 US5 0.2667 105.0625 0.2539 4.0621 VIX 0.4785 16.4500 2.9085 46.5364 WHEAT 9.1742 654.5000 1.4017 22.4274 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 657.05 0.63 411.43 1.00 411.43 54877.26 133.38 -3.12 -41.61 BITCOIN 63.04 2.91 183.66 1.00 183.66 54877.26 298.79 -3.50 -104.53 BOBL 1168.10 0.23 267.40 1.07 286.84 54877.26 191.31 -7.42 -141.89 BTP 1176.80 0.55 647.04 1.07 694.08 54877.26 79.07 1.52 12.05 BUND 1307.10 0.41 541.98 1.07 581.38 54877.26 94.39 -4.90 -46.25 BUXL 1297.80 0.98 1277.66 1.07 1370.55 54877.26 40.04 -5.83 -23.34 CAC 802.80 0.65 522.11 1.07 560.06 54877.26 97.98 12.89 126.30 CAD 732.15 0.38 277.93 1.00 277.93 54877.26 197.45 -9.35 -184.56 CANOLA 126.48 1.14 143.68 0.73 105.30 54877.26 521.13 -15.85 -825.78 CHF 1380.69 0.41 566.77 1.00 566.77 54877.26 96.82 -20.00 -193.65 COCOA 1059.40 2.64 2801.24 1.00 2801.24 54877.26 19.59 9.95 19.50 COFFEE 853.31 1.72 1468.48 1.00 1468.48 54877.26 37.37 11.21 41.89 COPPER 1166.88 0.99 1159.19 1.00 1159.19 54877.26 47.34 11.04 52.24 CORN 236.38 1.02 241.07 1.00 241.07 54877.26 227.64 -16.31 -371.24 COTTON2 406.60 1.48 601.44 1.00 601.44 54877.26 91.24 -12.12 -110.59 CRUDE_W 786.70 1.04 816.79 1.00 816.79 54877.26 67.19 16.33 109.74 DAX 182.60 0.74 135.56 1.07 145.41 54877.26 377.39 13.10 494.52 DOW 191.99 0.61 116.98 1.00 116.98 54877.26 469.14 -7.87 -369.13 DX 1055.30 0.35 371.22 1.00 371.22 54877.26 147.83 12.99 192.06 EUR 1342.06 0.42 564.05 1.00 564.05 54877.26 97.29 -5.91 -57.53 EURIBOR-ICE 2434.62 0.05 123.56 1.07 132.54 54877.26 414.03 -3.43 -142.11 EUROSTX 494.60 0.81 400.27 1.07 429.37 54877.26 127.81 11.64 148.71 FEEDCOW 1299.75 0.82 1066.28 1.00 1066.28 54877.26 51.47 -0.34 -1.74 GASOIL 784.00 1.36 1064.47 1.00 1064.47 54877.26 51.55 1.20 6.19 GASOLINE 1107.71 1.24 1370.94 1.00 1370.94 54877.26 40.03 14.73 58.97 GAS_US_mini 59.38 3.39 201.51 1.00 201.51 54877.26 272.33 -11.85 -322.74 GBP 784.88 0.49 385.44 1.00 385.44 54877.26 142.38 -3.44 -49.04 GOLD_micro 234.60 0.83 195.82 1.00 195.82 54877.26 280.25 1.13 31.62 HEATOIL 1079.15 1.31 1411.79 1.00 1411.79 54877.26 38.87 -2.03 -7.91 JGB-SGX-mini 144350.00 0.15 22196.22 0.01 142.22 54877.26 385.86 -3.44 -132.58 JPY 798.62 0.56 446.80 1.00 446.80 54877.26 122.82 -20.00 -245.64 LEANHOG 422.10 1.28 538.18 1.00 538.18 54877.26 101.97 4.69 47.80 LIVECOW 702.60 0.82 579.47 1.00 579.47 54877.26 94.70 9.97 94.46 LUMBER-new 145.48 1.48 215.21 1.00 215.21 54877.26 255.00 -20.00 -510.00 MILK 368.40 1.39 513.20 1.00 513.20 54877.26 106.93 -4.89 -52.26 MXP 291.35 0.68 199.01 1.00 199.01 54877.26 275.75 7.75 213.62 NASDAQ_micro 356.46 0.93 331.05 1.00 331.05 54877.26 165.77 -8.85 -146.73 NIKKEI 38235.00 1.10 42120.57 0.01 269.89 54877.26 203.33 -1.78 -36.27 NZD 597.60 0.61 363.21 1.00 363.21 54877.26 151.09 -4.89 -73.93 OAT 1260.60 0.43 545.51 1.07 585.17 54877.26 93.78 0.07 0.68 OATIES 187.75 1.56 293.52 1.00 293.52 54877.26 186.97 -5.09 -95.23 OJ 553.35 1.44 798.36 1.00 798.36 54877.26 68.74 8.16 56.11 PALLAD 980.50 2.49 2443.39 1.00 2443.39 54877.26 22.46 -4.24 -9.53 PLAT 478.80 1.63 778.15 1.00 778.15 54877.26 70.52 0.89 6.27 REDWHEAT 331.50 1.52 504.06 1.00 504.06 54877.26 108.87 -1.03 -11.20 RICE 304.50 1.49 455.12 1.00 455.12 54877.26 120.58 6.67 80.41 ROBUSTA 414.00 1.54 635.80 1.00 635.80 54877.26 86.31 12.53 108.18 RUSSELL 101.14 1.07 108.62 1.00 108.62 54877.26 505.24 -6.72 -339.71 SHATZ 1052.60 0.08 80.76 1.07 86.63 54877.26 633.46 -16.58 -1049.96 SILVER-mini 698.75 1.65 1153.50 1.00 1153.50 54877.26 47.57 7.40 35.23 SMI 1129.20 0.73 819.57 1.10 897.88 54877.26 61.12 12.12 74.10 SOFR 2397.38 0.07 167.48 1.00 167.48 54877.26 327.67 -9.61 -314.95 SOYBEAN 589.38 0.77 456.51 1.00 456.51 54877.26 120.21 -12.62 -151.67 SOYMEAL 355.10 1.18 420.10 1.00 420.10 54877.26 130.63 -11.47 -149.88 SOYOIL 267.90 1.43 383.11 1.00 383.11 54877.26 143.24 -18.58 -266.12 SP400 2923.00 0.81 2365.00 1.00 2365.00 54877.26 23.20 -4.70 -10.90 SP500_micro 256.39 0.69 176.47 1.00 176.47 54877.26 310.97 -6.10 -189.64 SUGAR11 221.31 1.55 342.03 1.00 342.03 54877.26 160.44 -8.89 -142.69 US10 1079.06 0.38 409.21 1.00 409.21 54877.26 134.11 -10.13 -135.90 US10U 1107.66 0.48 536.59 1.00 536.59 54877.26 102.27 -7.39 -75.59 US2 2029.38 0.11 215.48 1.00 215.48 54877.26 254.67 -16.20 -412.45 US20 1144.69 0.69 790.19 1.00 790.19 54877.26 69.45 -4.23 -29.39 US30 1203.75 0.95 1141.86 1.00 1141.86 54877.26 48.06 -6.05 -29.08 US5 1050.62 0.25 266.74 1.00 266.74 54877.26 205.74 -12.78 -262.96 VIX 164.50 2.91 478.45 1.00 478.45 54877.26 114.70 -18.69 -214.39 WHEAT 327.25 1.40 458.71 1.00 458.71 54877.26 119.63 -2.52 -30.17 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -41.606 0.010 2.5 -1.080 BITCOIN -104.528 0.043 2.5 -11.319 BOBL -141.887 0.004 2.5 -1.439 BTP 12.053 0.014 2.5 0.411 BUND -46.246 0.004 2.5 -0.469 BUXL -23.343 0.004 2.5 -0.237 CAC 126.297 0.014 2.5 4.308 CAD -184.557 0.010 2.5 -4.789 CANOLA -825.783 0.010 2.5 -20.090 CHF -193.648 0.010 2.5 -5.024 COCOA 19.500 0.009 2.5 0.418 COFFEE 41.890 0.005 2.5 0.489 COPPER 52.244 0.043 2.5 5.657 CORN -371.235 0.010 2.5 -9.032 COTTON2 -110.595 0.009 2.5 -2.369 CRUDE_W 109.744 0.043 2.5 11.884 DAX 494.517 0.014 2.5 16.867 DOW -369.128 0.009 2.5 -8.579 DX 192.062 0.010 2.5 4.983 EUR -57.528 0.010 2.5 -1.493 EURIBOR-ICE -142.110 0.014 2.5 -4.847 EUROSTX 148.709 0.014 2.5 5.072 FEEDCOW -1.743 0.013 2.5 -0.058 GASOIL 6.193 0.017 2.5 0.268 GASOLINE 58.973 0.017 2.5 2.556 GAS_US_mini -322.736 0.043 2.5 -34.948 GBP -49.039 0.010 2.5 -1.272 GOLD_micro 31.616 0.014 2.5 1.078 HEATOIL -7.910 0.017 2.5 -0.343 JGB-SGX-mini -132.576 0.043 2.5 -14.356 JPY -245.644 0.010 2.5 -6.373 LEANHOG 47.797 0.024 2.5 2.905 LIVECOW 94.462 0.013 2.5 3.130 LUMBER-new -509.999 0.009 2.5 -10.915 MILK -52.261 0.009 2.5 -1.119 MXP 213.618 0.059 2.5 31.353 NASDAQ_micro -146.729 0.009 2.5 -3.410 NIKKEI -36.273 0.043 2.5 -3.928 NZD -73.929 0.010 2.5 -1.918 OAT 0.679 0.014 2.5 0.023 OATIES -95.235 0.010 2.5 -2.317 OJ 56.107 0.009 2.5 1.202 PALLAD -9.529 0.014 2.5 -0.325 PLAT 6.274 0.014 2.5 0.214 REDWHEAT -11.203 0.005 2.5 -0.149 RICE 80.415 0.010 2.5 1.956 ROBUSTA 108.179 0.005 2.5 1.263 RUSSELL -339.705 0.013 2.5 -11.257 SHATZ -1049.960 0.004 2.5 -10.647 SILVER-mini 35.227 0.014 2.5 1.202 SMI 74.096 0.014 2.5 2.527 SOFR -314.955 0.024 2.5 -19.141 SOYBEAN -151.673 0.004 2.5 -1.411 SOYMEAL -149.880 0.004 2.5 -1.394 SOYOIL -266.121 0.004 2.5 -2.477 SP400 -10.900 0.013 2.5 -0.361 SP500_micro -189.641 0.009 2.5 -4.407 SUGAR11 -142.690 0.009 2.5 -3.035 US10 -135.896 0.005 2.5 -1.722 US10U -75.589 0.005 2.5 -0.958 US2 -412.448 0.005 2.5 -5.226 US20 -29.386 0.005 2.5 -0.372 US30 -29.075 0.005 2.5 -0.368 US5 -262.956 0.005 2.5 -3.332 VIX -214.393 0.099 2.5 -52.921 WHEAT -30.166 0.005 2.5 -0.400 ===================== Position diags ===================== AUD 3.46 BITCOIN 32.36 BOBL 1.94 BTP 2.70 BUND 0.96 BUXL 0.41 CAC 3.34 CAD 5.12 CANOLA 12.68 CHF 2.51 COCOA 0.42 COFFEE 0.44 COPPER 5.13 CORN 5.54 COTTON2 1.95 CRUDE_W 7.28 DAX 12.87 DOW 10.90 DX 3.84 EUR 2.52 EURIBOR-ICE 14.12 EUROSTX 4.36 FEEDCOW 1.71 GASOIL 2.23 GASOLINE 1.74 GAS_US_mini 29.49 GBP 3.69 GOLD_micro 9.56 HEATOIL 1.68 JGB-SGX-mini 41.78 JPY 3.19 LEANHOG 6.20 LIVECOW 3.14 LUMBER-new 5.46 MILK 2.29 MXP 40.47 NASDAQ_micro 3.85 NIKKEI 22.02 NZD 3.92 OAT 3.20 OATIES 4.55 OJ 1.47 PALLAD 0.77 PLAT 2.41 REDWHEAT 1.44 RICE 2.93 ROBUSTA 1.01 RUSSELL 16.74 SHATZ 6.42 SILVER-mini 1.62 SMI 2.08 SOFR 19.91 SOYBEAN 1.12 SOYMEAL 1.21 SOYOIL 1.33 SP400 0.77 SP500_micro 7.23 SUGAR11 3.41 US10 1.70 US10U 1.30 US2 3.23 US20 0.88 US30 0.61 US5 2.61 VIX 28.31 WHEAT 1.59 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -1.1 -1.4 -0.7 -3.0 -3 BITCOIN -11.3 -14.6 -8.1 0.0 0 BOBL -1.4 -1.6 -1.2 -10.0 -10 BTP 0.4 0.1 0.7 4.0 4 BUND -0.5 -0.6 -0.4 0.0 0 BUXL -0.2 -0.3 -0.2 -3.0 -3 CAC 4.3 4.0 4.6 0.0 0 CAD -4.8 -5.3 -4.3 0.0 0 CANOLA -20.1 -21.4 -18.8 -6.0 -6 CHF -5.0 -5.3 -4.8 -8.0 -8 COCOA 0.4 0.4 0.5 2.0 2 COFFEE 0.5 0.4 0.5 2.0 2 COPPER 5.7 5.1 6.2 6.0 6 CORN -9.0 -9.6 -8.5 -6.0 -6 COTTON2 -2.4 -2.6 -2.2 -3.0 -3 CRUDE_W 11.9 11.2 12.6 4.0 4 DAX 16.9 15.6 18.2 8.0 8 DOW -8.6 -9.7 -7.5 0.0 0 DX 5.0 4.6 5.4 NaN 0 EUR -1.5 -1.7 -1.2 -5.0 -5 EURIBOR-ICE -4.8 -6.3 -3.4 -2.0 -2 EUROSTX 5.1 4.6 5.5 11.0 11 FEEDCOW -0.1 -0.2 0.1 0.0 0 GASOIL 0.3 0.0 0.5 0.0 0 GASOLINE 2.6 2.4 2.7 6.0 6 GAS_US_mini -34.9 -37.9 -32.0 -25.0 -25 GBP -1.3 -1.6 -0.9 0.0 0 GOLD_micro 1.1 0.1 2.0 0.0 0 HEATOIL -0.3 -0.5 -0.2 -1.0 -1 JGB-SGX-mini -14.4 -18.5 -10.2 -8.0 -8 JPY -6.4 -6.7 -6.1 -2.0 -2 LEANHOG 2.9 2.3 3.5 4.0 4 LIVECOW 3.1 2.8 3.4 3.0 3 LUMBER-new -10.9 -11.5 -10.4 NaN 0 MILK -1.1 -1.3 -0.9 NaN 0 MXP 31.4 27.3 35.4 30.0 30 NASDAQ_micro -3.4 -3.8 -3.0 -6.0 -6 NIKKEI -3.9 -6.1 -1.7 -5.0 -5 NZD -1.9 -2.3 -1.5 -3.0 -3 OAT 0.0 -0.3 0.3 0.0 0 OATIES -2.3 -2.8 -1.9 NaN 0 OJ 1.2 1.1 1.3 NaN 0 PALLAD -0.3 -0.4 -0.2 0.0 0 PLAT 0.2 -0.0 0.5 -1.0 -1 REDWHEAT -0.1 -0.3 -0.0 -1.0 -1 RICE 2.0 1.7 2.2 NaN 0 ROBUSTA 1.3 1.2 1.4 0.0 0 RUSSELL -11.3 -12.9 -9.6 -16.0 -16 SHATZ -10.6 -11.3 -10.0 NaN 0 SILVER-mini 1.2 1.0 1.4 1.0 1 SMI 2.5 2.3 2.7 7.0 7 SOFR -19.1 -21.1 -17.1 NaN 0 SOYBEAN -1.4 -1.5 -1.3 -3.0 -3 SOYMEAL -1.4 -1.5 -1.3 0.0 0 SOYOIL -2.5 -2.6 -2.3 -5.0 -5 SP400 -0.4 -0.4 -0.3 0.0 0 SP500_micro -4.4 -5.1 -3.7 -5.0 -5 SUGAR11 -3.0 -3.4 -2.7 -2.0 -2 US10 -1.7 -1.9 -1.6 0.0 0 US10U -1.0 -1.1 -0.8 -5.0 -5 US2 -5.2 -5.5 -4.9 NaN 0 US20 -0.4 -0.5 -0.3 0.0 0 US30 -0.4 -0.4 -0.3 -2.0 -2 US5 -3.3 -3.6 -3.1 -12.0 -12 VIX -52.9 -55.8 -50.1 -39.0 -39 WHEAT -0.4 -0.6 -0.2 -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 3.8 3.8 3.8 3.8 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 -0.0 0.1 -0.2 0.0 -0.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.1 -0.0 0.4 -0.0 0.1 -0.0 0.1 -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 -0.2 0.4 0.1 0.0 0.1 0.0 0.0 0.0 -0.1 0.4 -0.1 0.6 -0.1 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 -0.1 -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 -0.0 -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 -0.0 0.1 0.2 -0.1 0.3 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 0.0 -0.0 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 -0.0 -0.0 -0.1 -0.1 -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 -0.0 -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 -0.0 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 -0.0 0.0 -0.0 0.0 -0.0 0.0 -0.1 0.5 0.5 0.3 -0.7 -0.7 -0.1 -0.1 CAC -0.6 -0.3 0.6 0.0 -0.0 0.2 -0.0 0.2 -0.0 0.1 0.5 0.1 0.7 -0.0 0.2 0.4 0.1 0.3 0.2 0.2 0.2 0.0 0.5 0.0 -1.6 0.1 0.0 0.3 0.0 0.4 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 -0.1 -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 0.0 -0.1 0.0 -0.1 -0.0 0.0 0.3 0.0 0.0 -0.1 -0.7 -0.5 -0.2 -0.4 CANOLA -0.2 0.6 0.2 0.0 0.0 0.0 0.1 -0.0 0.0 -0.0 -0.2 -0.0 -0.3 0.0 0.0 -0.3 -0.2 -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 -0.1 -0.6 -0.6 -0.1 0.0 -0.0 -0.0 0.0 -0.1 0.0 -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 -0.2 -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 0.1 0.2 0.3 0.2 0.3 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 0.1 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 -2.2 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 0.2 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 0.0 -0.5 0.0 -2.2 -0.0 0.0 -0.2 0.0 -0.4 0.0 -1.1 -0.1 -0.1 0.3 -0.6 -0.4 -0.7 -0.4 0.1 COTTON2 -0.6 -0.6 0.3 0.0 0.0 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 -0.1 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 0.5 -0.4 -0.5 0.1 0.0 CRUDE_W -0.2 0.5 0.3 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 -0.0 0.2 0.4 0.0 0.7 0.6 0.7 0.7 DAX -0.6 -0.3 0.3 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 -0.2 -0.3 0.1 0.2 0.0 0.5 0.0 1.8 0.1 0.0 0.2 0.0 0.3 0.0 -0.6 0.3 0.6 0.6 0.5 -0.1 0.3 0.2 0.7 DOW -0.6 -0.6 -0.2 0.0 -0.0 0.1 -0.0 0.2 -0.0 0.0 0.3 -0.1 0.5 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 0.1 -0.1 0.4 -0.1 -1.7 -0.0 -0.0 0.1 -0.0 0.3 -0.0 -0.5 0.4 0.1 -0.2 -0.2 -0.0 -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 -0.1 0.4 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 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 2.5 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.4 0.2 0.2 0.0 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 -0.0 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 0.4 0.6 0.6 0.6 -0.5 0.3 -0.5 0.5 FEEDCOW 0.1 -0.6 0.2 0.0 0.1 0.0 0.1 -0.1 0.1 0.1 -0.1 0.2 -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 0.4 -0.6 0.2 0.7 0.7 0.7 0.7 GASOIL -0.5 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 0.3 0.0 0.1 -0.1 0.5 -0.1 0.9 0.0 -0.0 0.1 -0.1 0.3 -0.1 0.6 -0.5 -0.4 -0.5 -0.1 -0.4 -0.3 -0.7 -0.6 GASOLINE -0.3 0.4 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 0.3 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 -0.1 0.2 0.2 0.3 0.3 0.7 0.7 0.7 0.7 GAS_US_mini 0.3 0.2 -0.2 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.0 -0.5 -0.0 -0.7 -0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 -0.0 -0.5 -0.0 2.7 -0.1 0.0 -0.2 -0.0 -0.4 -0.0 -1.1 0.5 -0.2 -0.6 -0.6 -0.7 -0.1 -0.7 -0.3 GBP -0.3 -0.4 -0.2 -0.1 0.0 -0.0 -0.0 0.0 -0.1 0.2 0.1 -0.0 0.2 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.0 0.0 -0.1 0.2 -0.0 0.1 0.0 0.0 0.1 -0.0 0.2 0.1 0.3 0.1 0.4 -0.7 -0.3 -0.7 -0.1 GOLD_micro -0.2 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 0.4 0.2 -0.5 0.0 -0.0 0.1 0.0 0.1 0.0 -0.8 -0.3 0.4 0.6 0.6 -0.7 -0.6 -0.3 -0.4 HEATOIL -0.5 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 0.5 -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 0.1 -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 -0.1 0.5 -0.0 -0.1 0.1 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.2 -0.0 0.1 0.1 1.4 0.1 -0.1 0.2 -0.0 0.1 0.0 -1.1 0.1 0.2 0.3 0.6 -0.3 -0.3 0.0 0.5 LIVECOW -0.1 -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 0.0 0.0 0.0 0.1 0.0 0.7 0.4 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 -0.0 -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 0.4 0.6 0.0 0.0 0.0 0.1 -0.0 0.0 0.0 -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 0.4 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 0.0 0.4 -0.2 0.7 -0.1 0.0 0.3 0.3 0.3 0.3 0.0 0.1 -0.1 0.5 -0.1 -2.7 0.0 -0.0 0.1 -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 -0.0 0.4 -0.0 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 -0.1 0.1 -0.3 0.1 -0.0 -0.0 0.1 -0.1 NIKKEI -0.6 -0.6 0.2 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 -0.3 0.6 -0.5 -0.2 -0.2 -0.3 NZD -0.1 -0.5 -0.2 -0.0 0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.1 -0.0 -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 -0.0 0.0 -0.1 0.0 -0.0 -0.0 0.2 0.1 0.3 -0.2 -0.2 -0.4 -0.2 -0.2 0.2 OAT -0.3 -0.4 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.0 -0.1 0.0 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.1 -0.0 -0.1 0.4 -0.0 0.0 0.0 -0.0 0.0 -0.0 0.8 -0.0 0.4 0.4 0.1 -0.6 -0.7 0.4 0.0 OATIES 0.5 0.1 -0.1 0.0 0.1 0.0 0.1 -0.1 0.1 0.2 -0.4 0.2 -0.6 0.1 -0.0 0.1 -0.0 0.1 0.1 -0.0 -0.1 0.2 -0.3 0.1 -2.7 -0.0 0.2 -0.1 0.1 -0.1 0.1 -0.1 0.5 0.3 -0.3 -0.2 -0.6 -0.1 -0.1 0.6 OJ -0.0 0.0 0.2 0.0 0.1 0.1 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 0.0 0.2 0.0 0.6 0.0 0.8 -0.3 -0.2 -0.2 0.1 0.3 0.3 0.7 0.7 PALLAD -0.1 0.2 0.4 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 -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 -0.0 -0.0 -0.0 -0.1 -0.0 0.4 -0.2 -0.4 -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 0.0 -0.0 -0.1 -0.3 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.0 -0.1 -0.0 1.4 0.0 0.0 0.0 -0.0 0.0 -0.0 0.2 -0.3 -0.2 -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 -0.2 -0.0 -0.0 -0.0 0.1 -0.1 0.2 -0.5 0.2 -1.1 0.0 0.1 -0.1 0.1 -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 0.4 0.0 0.0 0.1 0.1 0.1 -0.9 0.0 0.0 -0.0 0.0 0.0 0.0 1.0 0.2 0.6 -0.3 -0.2 0.0 -0.1 0.2 0.2 ROBUSTA 0.3 0.4 0.4 0.0 0.1 0.0 0.1 -0.0 0.0 0.0 0.4 0.1 0.6 0.1 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 -0.0 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 0.2 0.2 -0.2 -0.4 -0.4 -0.7 -0.4 -0.7 SHATZ -0.2 -0.3 -0.6 -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 -0.3 -0.1 1.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.2 0.0 0.0 -0.3 -0.7 -0.7 -0.5 -0.7 SILVER-mini 0.1 0.6 0.5 0.0 0.0 0.1 0.0 0.0 0.0 -0.1 0.2 0.0 0.2 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 -0.4 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 0.3 -0.1 0.4 -0.1 0.0 -0.1 0.1 0.0 0.1 0.0 0.1 -0.0 0.2 -0.0 1.7 0.0 0.0 0.2 -0.0 0.2 -0.0 0.9 0.2 0.6 0.4 -0.0 0.4 -0.0 0.7 -0.1 SOFR -0.6 -0.6 -0.4 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -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 0.1 0.1 -0.1 0.1 0.2 -0.4 0.1 -0.3 0.0 -0.0 -0.1 0.2 0.0 0.1 -0.1 -0.1 0.0 -0.4 -0.0 -2.7 -0.0 0.1 -0.1 0.0 -0.2 0.0 0.5 -0.1 -0.4 0.4 -0.6 -0.4 -0.7 -0.4 -0.7 SOYMEAL 0.5 0.5 -0.6 0.0 0.1 0.0 0.1 -0.1 0.1 0.1 -0.5 0.2 -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 0.1 -0.2 0.1 -0.2 0.1 0.1 0.4 0.4 0.4 -0.6 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.6 0.3 -0.0 0.0 0.1 0.0 0.1 -0.0 0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -2.7 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.4 -0.5 -0.6 -0.1 -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 0.3 0.1 0.2 -0.0 -0.5 -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 -0.0 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 0.2 0.1 -0.1 0.4 -0.1 -0.1 0.1 -0.2 SUGAR11 -0.6 -0.4 -0.4 0.0 0.1 0.0 0.1 -0.1 0.0 0.0 -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 -0.5 -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 -0.2 0.1 US10U -0.5 -0.5 -0.2 -0.0 -0.0 -0.1 -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 -0.2 -0.1 -0.1 -0.3 -0.2 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.1 -0.1 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 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 -0.1 -0.3 -0.1 1.4 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -1.1 0.0 -0.1 -0.2 -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 -0.1 0.1 0.2 -0.7 -0.5 0.7 0.6 US30 -0.6 -0.5 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.2 -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 -0.1 -0.0 -0.2 0.1 -0.0 0.1 0.2 -0.6 -0.4 0.7 0.7 US5 -0.5 -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 0.7 -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 -0.3 VIX 0.2 0.7 0.8 -0.1 -0.1 -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 0.1 -0.2 0.2 -0.6 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 -3.8 -4.0 -3.2 -3.7 3.3 -1.3 -1.1 0.8 -4.1 14.8 -5.9 0.3 -9.7 -4.0 -10.6 -2.6 -2.9 -2.7 -2.8 -4.8 -4.1 6.9 -4.8 -1.8 2.7 -1.8 10.2 -1.6 4.7 -2.0 -0.2 -0.8 11.3 15.5 9.3 -0.8 -20.0 -9.6 -11.7 -1.8 BITCOIN -19.2 -7.2 11.2 4.7 1.2 3.0 1.3 1.1 3.6 -6.9 14.1 -10.2 15.6 -6.8 9.7 -7.2 -7.4 -8.2 -8.2 10.9 20.0 -10.7 20.0 -4.3 -20.0 4.9 -2.6 8.4 -1.9 8.2 0.3 -3.2 -5.4 -20.0 -3.2 20.0 -9.4 -0.5 15.3 3.1 BOBL -8.8 -9.5 -11.5 -2.5 -0.4 -1.4 -2.2 -1.1 -2.9 -2.3 -4.1 -6.6 -3.2 -7.7 -8.7 13.4 -8.6 2.2 -6.0 -7.6 -5.2 -7.7 -4.3 -8.4 5.0 -2.4 -1.7 -1.4 -3.3 -1.2 -3.0 -9.0 -5.3 4.8 7.1 -1.6 -19.2 -20.0 6.1 -14.6 BTP -11.7 -12.7 -0.6 -3.9 -0.6 -2.2 -3.4 -1.7 -4.6 7.1 8.8 -5.1 8.9 -8.8 -6.8 4.6 6.0 4.8 5.1 -1.6 4.6 -2.5 6.3 -4.8 -18.8 1.8 3.2 5.1 -1.0 5.5 -1.1 14.5 8.0 18.9 20.0 18.0 -7.0 -10.8 20.0 2.5 BUND -9.5 -9.7 -6.2 -2.7 -0.4 -1.5 -2.4 -1.2 -3.2 -1.2 -1.6 -6.9 -1.4 -8.2 -9.2 -9.2 0.1 -6.6 -3.5 -6.3 -3.2 -7.2 -2.9 -7.8 2.5 -1.4 -1.5 -0.2 -3.7 -0.3 -2.8 2.4 -3.8 8.8 10.9 2.9 -18.6 -20.0 12.5 -8.2 BUXL -9.5 -8.8 -0.6 -3.3 -0.5 -1.9 -2.9 -1.5 -3.9 -1.6 0.2 -8.4 -2.7 -9.9 -11.0 -7.1 -2.2 -6.0 -4.1 -6.0 -2.5 -8.5 -3.8 -8.6 -1.3 0.1 -1.7 1.2 -4.2 0.0 -2.2 0.0 -4.8 14.3 16.4 7.8 -20.0 -20.0 -4.4 -3.0 CAC -20.0 -8.7 17.1 0.8 -0.1 5.8 -3.7 6.3 -4.5 15.0 20.0 4.6 20.0 -0.2 17.7 20.0 2.7 14.8 7.6 14.6 20.0 5.2 20.0 3.2 -12.2 6.9 3.1 10.4 2.2 9.8 2.3 17.7 20.0 20.0 20.0 12.2 -9.9 8.9 -7.5 13.6 CAD -7.8 -9.5 -5.2 -5.2 4.7 -1.9 -1.6 1.2 -5.8 18.5 -10.4 -2.1 -9.4 -10.3 -17.0 -2.9 -2.3 -2.6 -2.4 -13.3 -9.8 2.0 -7.6 -9.4 -0.7 -5.9 4.3 -4.4 1.4 -3.3 -4.0 0.0 13.9 1.4 0.2 -3.4 -20.0 -16.1 -6.0 -12.9 CANOLA -4.7 20.0 4.9 1.6 4.1 0.9 4.7 -0.9 2.7 -0.6 -7.0 -1.6 -8.1 2.8 2.2 -17.0 -7.6 -15.4 -13.0 -0.4 -6.6 -1.1 -12.4 0.1 -20.0 -0.1 -0.9 -2.9 -0.4 -5.7 0.2 -20.0 -6.3 -6.1 11.3 -11.3 -20.0 -17.0 -11.3 -3.6 CHF -4.0 -20.0 -20.0 -4.7 4.2 -1.7 -1.4 1.0 -5.2 3.4 -18.2 -15.1 -10.8 -20.0 -20.0 -16.3 -15.9 -16.2 -16.0 -20.0 -20.0 -10.2 -12.7 -20.0 -0.4 -7.2 0.1 -5.4 -2.3 -2.2 -5.4 -20.0 -7.6 -3.3 -20.0 -20.0 -4.3 -17.3 3.6 -16.1 COCOA -20.0 9.8 0.0 1.0 4.5 0.6 3.7 -0.7 1.8 0.9 7.8 3.6 7.9 6.5 7.4 18.5 14.7 20.0 20.0 19.2 17.1 7.7 11.9 15.2 -15.0 2.8 0.0 3.0 0.8 2.7 1.9 20.0 -0.4 17.2 20.0 20.0 1.4 -0.5 6.8 8.2 COFFEE 20.0 19.9 13.4 3.2 8.0 1.8 9.1 -1.7 5.4 -8.4 16.9 9.4 13.4 13.7 15.0 14.2 8.8 12.8 11.2 20.0 20.0 16.6 14.8 20.0 -20.0 6.6 0.8 4.7 3.7 3.0 6.8 13.4 5.0 20.0 20.0 20.0 -2.6 -20.0 7.1 -8.2 COPPER 20.0 20.0 20.0 5.2 1.3 3.4 1.4 1.2 4.0 18.7 17.9 20.0 6.5 20.0 20.0 -4.5 -5.0 -5.1 -5.3 20.0 20.0 20.0 12.7 20.0 -16.2 7.2 7.9 4.9 7.7 2.4 8.0 1.3 20.0 20.0 20.0 20.0 -20.0 -2.7 6.9 6.1 CORN 2.4 14.1 5.4 3.1 7.7 1.8 8.8 -1.6 5.2 11.3 -11.3 11.1 -18.6 9.8 -3.8 -20.0 -10.3 -19.2 -16.0 -2.8 -12.3 5.5 -20.0 2.8 -16.2 -1.7 2.7 -7.8 4.1 -11.3 2.6 -20.0 -3.7 -3.5 7.9 -20.0 -12.9 -20.0 -11.8 1.5 COTTON2 -20.0 -20.0 10.5 2.1 5.3 1.2 6.1 -1.1 3.6 -7.1 -3.5 -12.7 -0.5 -13.6 -9.6 16.6 4.0 12.2 6.8 -15.1 -3.7 -15.9 0.3 -20.0 -20.0 -1.9 -1.1 1.2 -3.2 2.0 -4.2 4.4 -20.0 -20.0 -20.0 16.5 -11.6 -14.4 1.9 1.3 CRUDE_W -7.5 15.3 10.7 5.5 -1.1 6.3 -2.0 5.4 1.0 -4.7 12.0 -4.1 15.9 15.9 20.0 17.8 12.0 15.7 13.4 20.0 20.0 0.1 19.6 9.9 -5.5 7.2 -0.1 7.7 -0.6 7.3 2.8 -1.1 -0.7 6.9 11.9 1.2 20.0 18.9 20.0 19.7 DAX -20.0 -10.0 10.8 0.6 -0.1 4.8 -3.1 5.3 -3.7 11.5 18.3 -4.7 19.1 -4.4 11.4 -10.6 -11.7 -12.4 -12.7 12.0 20.0 2.3 20.0 1.3 13.7 6.1 2.4 8.4 1.2 7.3 2.0 -10.9 13.8 20.0 20.0 16.8 -1.9 8.1 5.8 19.5 DOW -20.0 -20.0 -4.7 0.5 -0.1 3.8 -2.4 4.2 -3.0 1.9 12.1 -8.5 13.6 -11.1 -6.2 -11.1 -11.1 -12.0 -11.9 -4.9 8.9 -5.9 15.9 -11.3 -12.4 -0.1 -0.5 5.2 -1.7 7.8 -3.1 -9.8 16.5 3.8 -7.0 -5.1 -1.2 -7.7 7.5 -16.3 DX 12.5 15.9 9.9 -4.8 4.3 -1.7 -1.5 1.1 -5.3 -9.2 13.2 14.0 9.4 18.7 19.7 7.3 6.6 7.2 6.9 20.0 14.2 9.9 9.2 20.0 -20.0 6.7 -0.4 4.3 3.2 2.8 6.7 15.6 -9.2 20.0 20.0 20.0 20.0 4.7 20.0 11.1 EUR -10.2 -10.2 -6.7 -4.6 4.1 -1.7 -1.4 1.0 -5.0 12.6 -7.8 -7.9 -6.6 -13.6 -15.6 -6.7 -6.8 -6.7 -6.6 -12.7 -8.6 -2.5 -5.3 -11.5 18.5 -4.7 2.4 -2.5 -0.9 -1.2 -4.7 -7.4 6.4 5.4 0.4 1.7 -20.0 -14.9 -20.0 -12.0 EURIBOR-ICE -18.3 -19.9 -12.6 -2.4 -0.3 -1.3 -2.0 -1.0 -2.8 -0.9 0.7 -6.6 1.7 -7.7 -7.9 -5.3 -4.2 -4.0 -3.4 -7.8 -2.1 -7.6 0.8 -9.7 12.7 -2.3 -0.6 -0.3 -2.6 0.7 -3.1 -1.5 -4.1 -0.4 3.5 -0.7 -20.0 -20.0 9.0 15.2 EUROSTX -20.0 -11.9 15.8 0.7 -0.1 5.1 -3.2 5.6 -3.9 10.0 20.0 -1.5 20.0 -1.1 16.9 -7.3 0.0 -2.9 -0.6 15.1 20.0 4.0 20.0 3.3 -0.8 6.7 2.8 10.1 1.9 9.4 2.3 9.8 17.6 20.0 20.0 20.0 -15.1 8.5 -14.6 14.1 FEEDCOW 2.9 -20.0 7.1 2.8 7.0 1.6 8.0 -1.5 4.7 14.4 -3.0 14.5 -1.5 -2.1 -2.2 -20.0 -20.0 -20.0 -20.0 -5.9 -4.0 16.0 0.0 1.7 -6.3 -0.9 6.4 -0.6 6.2 1.8 1.9 -20.0 20.0 11.5 -19.1 6.6 20.0 20.0 20.0 20.0 GASOIL -14.1 1.7 9.1 4.7 -1.0 5.4 -1.7 4.7 0.9 -14.6 9.9 -18.2 15.3 -8.3 11.6 3.5 19.9 13.1 17.4 4.2 12.4 -15.0 17.1 -8.9 6.8 1.4 -4.1 5.4 -7.6 7.4 -4.7 11.1 -18.9 -11.6 -15.1 -4.6 -13.3 -8.8 -20.0 -17.8 GASOLINE -8.3 13.9 16.7 5.4 -1.1 6.1 -2.0 5.3 1.0 2.9 19.9 1.2 18.9 16.8 20.0 20.0 12.6 17.0 10.4 20.0 20.0 4.7 20.0 11.2 -20.0 7.6 2.5 8.7 1.2 8.4 3.3 -2.8 10.2 7.2 8.5 10.6 20.0 20.0 20.0 20.0 GAS_US_mini 8.4 6.8 -6.8 3.6 -0.7 4.1 -1.3 3.5 0.7 -2.1 -17.7 -3.9 -18.3 -11.9 -16.4 -20.0 -20.0 -20.0 -20.0 -10.8 -20.0 -0.8 -20.0 -3.8 20.0 -6.3 0.8 -9.2 -0.8 -9.8 -3.0 -20.0 20.0 -7.5 -20.0 -20.0 -20.0 -4.1 -20.0 -9.2 GBP -9.9 -13.7 -5.3 -4.8 4.3 -1.7 -1.5 1.1 -5.3 18.5 4.4 -3.1 4.6 -13.6 -13.8 -1.0 -0.7 -0.9 -0.7 -9.8 -3.2 1.9 1.7 -9.6 1.6 -3.4 9.2 0.2 1.7 1.8 -4.0 2.9 5.5 8.4 3.8 12.1 -20.0 -10.2 -20.0 -3.9 GOLD_micro -5.7 20.0 18.0 3.5 0.9 2.3 1.0 0.8 2.7 -7.1 13.0 1.5 10.7 10.0 12.3 -12.5 -14.5 -14.0 -14.4 20.0 20.0 0.6 13.2 14.6 -3.4 4.5 -0.7 4.1 0.1 2.7 2.7 -14.8 -11.9 13.5 20.0 20.0 -20.0 -19.1 -8.9 -10.9 HEATOIL -14.6 1.7 4.7 5.0 -1.0 5.7 -1.8 4.9 0.9 -15.3 1.4 -18.2 10.3 -8.5 8.6 -0.8 20.0 9.5 15.8 0.9 7.4 -15.3 11.9 -10.2 -20.0 0.3 -5.5 4.9 -7.8 8.2 -5.7 10.1 -10.5 -15.4 -18.6 -6.9 18.3 5.9 13.6 1.6 JGB-SGX-mini -19.7 -16.0 -6.8 -2.8 -0.4 -1.5 -2.4 -1.2 -3.2 2.8 1.6 -7.7 4.3 -8.5 -8.2 8.4 15.7 10.6 12.0 -8.3 -2.9 -6.7 1.1 -10.5 -7.8 -3.0 0.1 -1.4 -2.3 -0.6 -3.6 20.0 4.9 -5.9 -4.1 2.5 -12.0 -11.5 1.5 10.4 JPY -12.8 -14.0 -13.3 -4.2 1.2 -1.4 -3.0 0.9 -5.3 -17.0 -19.7 -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 -9.2 2.7 20.0 3.8 9.6 2.2 11.0 -2.0 6.4 -7.6 17.9 -1.7 -2.6 6.4 18.5 -20.0 -20.0 -20.0 -20.0 16.4 15.2 -0.3 2.9 9.2 10.9 6.7 -6.2 8.3 -0.5 3.2 2.8 -20.0 2.7 4.9 9.3 20.0 -7.6 -8.6 1.1 14.7 LIVECOW -2.4 -15.9 9.2 2.8 6.9 1.6 7.9 -1.5 4.6 8.5 -0.5 10.4 0.4 -5.7 -0.4 20.0 6.6 20.0 15.0 -4.8 -2.0 6.9 1.0 -2.1 -5.4 0.6 4.2 1.5 4.3 3.6 1.4 13.4 15.3 0.5 -10.2 12.6 20.0 17.1 20.0 20.0 LUMBER-new -20.0 -20.0 -1.2 3.0 7.6 1.8 8.7 -0.9 5.1 -4.7 -1.4 -15.0 -10.4 -17.0 -13.3 -20.0 -17.2 -20.0 -18.7 -20.0 -9.1 -20.0 -3.4 -20.0 NaN -5.2 -1.4 -1.8 -5.3 -0.3 -7.3 -20.0 -20.0 -20.0 -20.0 -20.0 -12.5 -12.0 -4.9 -6.8 MILK 20.0 11.1 17.5 1.9 4.6 1.1 5.3 -1.0 3.1 4.4 -8.6 8.9 -11.0 5.8 -0.2 -20.0 -20.0 -20.0 -20.0 1.0 -7.3 12.0 -13.7 9.7 11.9 0.1 2.0 -2.8 4.1 -5.3 3.2 -20.0 18.0 20.0 -8.0 -6.4 -20.0 -20.0 -20.0 -20.0 MXP -20.0 -10.4 -0.9 -4.4 3.9 -1.6 -1.3 1.0 -4.9 3.6 15.5 -15.2 19.1 -11.1 3.4 16.0 17.2 17.1 16.8 2.3 12.7 -13.5 20.0 -10.6 -20.0 1.8 -0.6 5.3 -5.0 7.3 -3.4 20.0 -20.0 -8.1 20.0 20.0 20.0 20.0 20.0 20.0 NASDAQ_micro -20.0 -20.0 -5.8 0.4 -0.1 3.0 -1.9 3.3 -2.3 8.5 10.6 -2.5 12.4 -4.4 3.3 -10.0 -10.3 -10.9 -10.9 -2.2 8.3 -3.4 14.7 -8.3 -20.0 -0.7 1.9 3.8 -1.5 6.7 -3.2 -8.2 -2.5 2.7 -10.6 2.0 -0.2 -1.1 4.5 -1.6 NIKKEI -20.0 -17.7 6.1 0.4 -0.1 3.3 -2.1 3.5 -2.5 4.6 10.7 -6.2 12.9 -7.7 6.6 1.9 9.7 5.0 7.7 2.4 14.5 -7.9 18.7 -9.0 -12.8 1.0 0.3 5.3 -2.7 6.8 -2.9 20.0 -17.3 -1.6 -8.1 20.0 -15.6 -7.5 -7.5 -8.6 NZD -3.6 -15.3 -7.4 -3.7 3.2 -1.3 -1.1 0.8 -4.0 14.3 -5.1 -4.2 -5.2 -11.4 -13.5 0.1 0.2 0.2 0.2 -11.0 -7.2 0.7 -4.3 -8.2 0.6 -4.5 4.5 -2.8 0.7 -1.3 -3.2 4.4 3.5 10.5 -6.5 -5.4 -13.5 -5.9 -5.6 6.1 OAT -9.5 -12.8 -5.7 -3.0 -0.4 -1.7 -2.6 -1.3 -3.5 2.6 0.0 -6.4 0.1 -9.0 -9.9 5.9 6.1 5.3 5.2 -6.5 -2.4 -6.0 -1.4 -7.9 3.0 -1.6 0.4 0.3 -3.2 0.5 -3.1 14.6 -0.5 11.3 11.5 4.4 -17.4 -20.0 13.4 0.5 OATIES 15.3 2.8 -3.0 3.0 7.5 1.7 8.6 -1.6 5.0 17.0 -16.2 18.0 -15.5 8.2 -0.1 2.9 -0.1 5.5 3.0 -1.5 -10.3 20.0 -12.8 11.1 -20.0 -0.1 18.0 -3.0 12.0 -3.8 5.3 -2.2 20.0 8.3 -8.6 -7.4 -16.8 -1.6 -2.3 16.8 OJ -0.2 0.9 5.8 3.2 8.1 1.9 9.3 -1.7 5.4 7.6 8.9 10.8 15.9 12.1 16.5 4.1 12.9 5.7 8.6 9.8 16.4 7.6 20.0 7.3 -20.0 1.6 3.4 6.4 2.9 17.4 1.3 15.4 -12.7 -5.6 -6.9 3.5 8.7 8.9 20.0 20.0 PALLAD -2.6 6.8 11.8 2.3 0.6 1.5 0.6 0.6 1.8 -5.3 -3.4 -7.3 -7.7 -2.4 0.5 -2.1 -2.1 -1.9 -2.0 -0.6 -3.0 -6.8 -9.4 -3.0 12.2 0.1 -5.0 -1.0 -4.3 -3.9 -1.6 6.8 -9.6 -11.9 -7.8 -5.2 -20.0 -15.7 -20.0 -10.1 PLAT 1.2 6.6 2.5 3.3 0.8 2.1 0.9 0.8 2.5 1.5 -1.7 -5.3 -7.8 -0.7 -1.6 -5.0 -3.7 -4.6 -4.2 1.4 0.1 -2.7 -2.3 -1.1 10.4 1.6 3.5 1.2 -1.1 0.2 -0.0 3.4 -11.6 -6.1 -8.6 -7.7 -19.0 -5.8 20.0 7.6 REDWHEAT 20.0 18.6 7.1 3.2 8.0 1.8 9.2 -1.7 5.4 17.8 -13.5 19.4 -18.9 18.0 4.1 -7.7 -0.1 -1.5 -0.4 8.9 -9.4 20.0 -20.0 20.0 -7.9 3.1 14.3 -2.4 13.9 -5.4 9.0 -4.0 20.0 20.0 20.0 -15.5 -9.4 -20.0 1.9 -20.0 RICE 20.0 -14.8 -8.6 1.4 3.5 0.8 4.0 -0.7 2.3 8.1 1.7 8.9 4.7 6.5 1.7 20.0 9.8 20.0 19.0 2.9 1.6 11.5 3.0 9.0 -6.5 0.3 1.8 -0.1 2.8 0.3 2.0 18.0 7.6 20.0 -8.3 -4.9 0.8 -4.1 7.3 5.2 ROBUSTA 8.5 11.8 10.8 2.3 5.8 1.3 6.6 -1.2 3.9 1.8 15.5 10.9 15.5 13.7 15.0 19.9 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 5.7 0.8 5.4 3.4 4.8 5.2 20.0 20.0 20.0 20.0 20.0 -16.6 -20.0 -1.4 3.7 RUSSELL -20.0 -12.3 4.9 0.4 -0.1 3.2 -2.0 3.5 -2.4 11.1 8.7 -5.4 8.3 -7.6 -3.0 -6.4 -6.4 -6.5 -6.5 -3.6 3.8 -2.2 5.3 -7.9 -1.7 -0.5 3.2 2.5 -0.4 3.2 -2.5 -1.0 10.4 6.5 -4.7 -10.9 -12.9 -20.0 -13.1 -20.0 SHATZ -5.5 -10.7 -19.8 -2.4 -0.3 -1.3 -2.1 -1.0 -2.8 -4.3 -8.2 -7.1 -7.9 -7.9 -8.8 -20.0 -20.0 -20.0 -20.0 -11.1 -10.2 -8.8 -9.8 -10.0 7.7 -3.0 -1.6 -2.5 -2.6 -2.1 -2.9 -20.0 -7.1 0.6 1.0 -8.1 -20.0 -20.0 -15.4 -20.0 SILVER-mini 4.2 20.0 14.3 3.3 0.8 2.1 0.9 0.8 2.6 -9.2 8.6 1.8 4.2 7.8 9.6 -6.3 -6.7 -6.6 -6.7 14.8 11.1 -1.5 5.3 9.1 2.8 4.0 -1.0 3.3 -0.4 1.8 2.3 -1.3 -14.6 12.5 17.5 15.7 -11.6 -15.6 18.3 4.0 SMI -20.0 -10.2 9.2 0.5 -0.1 4.1 -2.6 4.5 -3.2 0.5 12.8 -5.7 10.9 -6.5 3.6 -2.6 3.9 0.9 3.2 1.6 7.9 -2.6 7.4 -4.5 13.1 2.8 0.1 5.6 -0.6 4.7 -0.6 16.6 6.3 18.4 12.0 -0.9 12.3 -1.0 20.0 -2.7 SOFR -18.8 -19.9 -11.2 -3.0 -0.4 -1.7 -2.6 -1.3 -3.5 0.2 -2.3 -8.8 -2.8 -10.1 -10.4 -3.1 -0.5 -1.7 -0.8 -13.1 -8.0 -8.7 -5.1 -13.8 -2.4 -3.2 -0.4 -1.6 -2.4 -0.8 -3.7 4.0 2.8 -5.5 -2.3 0.7 -14.1 -20.0 7.2 -1.7 SOYBEAN -3.0 11.5 -10.5 3.4 8.5 2.0 9.8 -1.8 5.7 19.5 -13.7 8.6 -7.6 2.1 -4.1 -3.7 10.0 0.5 4.7 -5.9 -13.7 4.9 -15.6 -0.5 -20.0 -2.0 5.7 -5.0 3.0 -5.1 0.4 9.2 -2.9 -12.3 13.3 -20.0 -12.7 -20.0 -10.6 -20.0 SOYMEAL 16.7 15.0 -17.4 3.1 7.8 1.8 8.9 -1.7 5.2 15.2 -17.7 15.9 -15.6 11.7 -10.5 -4.1 6.2 -3.9 0.0 -4.6 -17.1 16.6 -17.0 8.7 -20.0 -0.3 11.6 -6.0 9.2 -5.3 5.8 2.2 17.1 12.4 12.0 -20.0 -20.0 -20.0 -20.0 -20.0 SOYOIL -20.0 8.7 -1.0 2.3 5.6 1.3 6.5 -1.2 3.8 -8.1 -12.8 -11.5 -11.2 -10.4 -8.2 -7.1 0.4 -6.8 -4.2 -9.3 -10.3 -12.9 -12.4 -12.7 -20.0 -2.7 -4.7 -1.8 -4.8 -2.1 -4.6 -6.8 -20.0 -20.0 -2.3 -9.6 -20.0 -12.7 -7.6 5.7 SP400 -20.0 -11.4 12.2 0.5 -0.1 3.7 -2.3 4.0 -2.8 12.6 12.1 -6.0 12.1 -7.2 2.9 -4.9 -5.3 -5.2 -5.3 1.7 12.5 -3.5 13.7 -7.9 -11.9 1.4 2.2 4.7 -0.7 5.1 -1.8 1.0 11.1 3.8 5.7 -0.6 -13.5 -10.0 -11.1 -20.0 SP500_micro -20.0 -20.0 3.8 0.5 -0.1 3.9 -2.5 4.2 -3.0 13.4 14.5 -4.2 15.6 -5.8 6.5 -11.7 -11.7 -12.6 -12.4 1.9 16.0 -3.4 20.0 -8.5 -20.0 1.2 2.3 6.3 -1.1 8.2 -2.6 -10.7 6.8 2.9 -1.6 11.1 -3.9 -4.1 4.2 -4.6 SUGAR11 -20.0 -10.9 -13.5 2.7 6.7 1.5 7.6 -1.4 4.5 4.2 -12.4 -14.0 0.7 -14.3 -12.3 3.9 15.7 9.3 12.9 -20.0 -15.3 -17.5 -5.0 -20.0 -20.0 -5.4 -0.6 -4.0 -4.7 -1.3 -6.3 20.0 -20.0 -20.0 -20.0 -20.0 20.0 8.5 20.0 20.0 US10 -16.4 -17.4 -5.3 -2.5 -0.4 -1.4 -2.2 -1.1 -2.9 0.9 -2.6 -7.0 -4.4 -8.2 -8.5 -4.9 -7.6 -6.5 -7.3 -10.2 -6.9 -6.5 -6.6 -10.5 2.3 -2.7 -0.3 -1.5 -2.0 -1.2 -3.0 -8.0 3.6 -2.4 -0.6 1.8 -20.0 -20.0 -6.8 3.7 US10U -16.2 -16.8 -4.7 -3.6 -0.5 -2.0 -3.1 -1.6 -4.2 1.1 -3.5 -10.1 -6.0 -11.9 -12.4 -4.9 -1.3 -3.6 -2.3 -14.3 -10.0 -9.5 -9.9 -15.0 -0.0 -3.8 -0.5 -2.1 -3.0 -1.8 -4.4 2.2 4.8 -2.2 0.2 3.7 -20.0 -20.0 19.3 12.4 US2 -14.4 -19.2 -13.0 -2.3 -0.3 -1.3 -2.0 -1.0 -2.7 -4.5 -7.0 -7.9 -7.4 -8.4 -8.6 -20.0 -20.0 -20.0 -20.0 -12.4 -9.9 -7.3 -9.8 -11.4 10.8 -2.8 -0.9 -1.8 -1.8 -1.5 -2.7 -20.0 1.4 -2.9 -4.7 -3.3 -20.0 -20.0 -16.6 -20.0 US20 -17.9 -17.2 -2.4 -2.5 -0.4 -1.4 -2.2 -1.1 -3.0 2.3 -0.3 -7.1 -2.7 -8.4 -8.5 -0.3 -0.7 -0.2 -0.4 -9.3 -5.7 -6.7 -5.9 -10.4 -0.9 -2.4 -0.3 -1.0 -2.2 -1.0 -3.2 4.1 4.0 -1.6 1.9 5.0 -20.0 -15.8 20.0 18.7 US30 -17.2 -16.0 -1.8 -3.0 -0.4 -1.7 -2.6 -1.3 -3.6 -0.2 -1.4 -8.9 -4.4 -10.2 -10.3 -2.0 -5.4 -4.6 -5.5 -10.8 -7.0 -8.6 -7.9 -12.3 -0.4 -2.9 -0.9 -1.3 -3.1 -1.4 -4.0 -4.5 3.1 -0.9 1.9 5.8 -19.3 -13.5 20.0 20.0 US5 -16.3 -18.7 -9.5 -2.5 -0.4 -1.4 -2.2 -1.1 -3.0 -0.5 -5.0 -7.7 -5.8 -8.6 -8.9 -8.7 -10.1 -9.5 -9.8 -11.7 -8.3 -6.9 -7.4 -11.5 4.9 -2.8 -0.4 -1.6 -1.9 -1.2 -3.0 -12.3 3.1 -3.5 -2.6 -0.5 -19.6 -20.0 -11.5 -7.5 VIX 4.0 13.1 15.9 -3.8 -9.8 -7.2 -8.2 -11.9 -4.0 -18.5 -19.9 -17.5 -20.0 -12.1 -12.5 -20.0 -20.0 -20.0 -20.0 -5.9 -13.7 -15.0 -20.0 -7.4 NaN -4.4 -11.4 -8.5 -9.8 -14.8 -5.0 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 17.5 20.0 7.5 3.1 7.7 1.8 8.9 -1.6 5.2 14.4 -6.1 15.8 -17.8 15.9 3.9 -19.0 -13.3 -17.2 -15.1 8.1 -6.6 20.0 -19.5 20.0 1.8 2.5 9.3 -2.0 11.3 -4.5 7.7 -20.0 20.0 20.0 16.9 -19.3 -5.5 -20.0 0.7 -20.0 End of report for caleb_strategy_v3