******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240501_204007 produced at 2024-05-01 21:37:53.640999 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.26 0.0 0.00 0.00 0.00 0.00 -18.19 11.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.07 -0.15 -0.39 0.0 0.75 -0.75 -0.15 -0.07 -5.18 10.0 -2 -1 caleb_strategy_v3 SHATZ False True 0.03 0.00 -0.33 0.0 0.00 0.00 0.00 0.00 -10.37 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 -5.06 13.0 0 0 caleb_strategy_v3 JGB-SGX-mini False False 0.03 -0.21 -0.30 0.0 0.42 -0.42 -0.21 -0.21 -11.33 16.0 -8 -8 caleb_strategy_v3 VIX False False 0.00 -0.21 -0.25 0.0 999.00 -999.00 -0.21 -0.21 -53.00 999999999.0 -45 -45 caleb_strategy_v3 CHF False False 0.04 -0.32 -0.18 0.0 0.51 -0.51 -0.32 -0.32 -4.59 13.0 -8 -8 caleb_strategy_v3 JPY False False 0.02 -0.07 -0.12 0.0 0.39 -0.39 -0.07 -0.07 -5.21 17.0 -3 -3 caleb_strategy_v3 CAD False False 0.02 0.00 -0.11 0.0 0.61 -0.61 0.00 0.00 -5.13 29.0 0 0 caleb_strategy_v3 US5 False False 0.03 -0.36 -0.10 0.0 0.76 -0.76 -0.36 -0.36 -3.15 25.0 -12 -12 caleb_strategy_v3 EUR False False 0.04 -0.19 -0.06 0.0 0.54 -0.54 -0.19 -0.19 -1.47 14.0 -5 -5 caleb_strategy_v3 CORN False False 0.01 -0.04 -0.06 0.0 0.08 -0.08 -0.04 -0.04 -9.35 12.0 -6 -6 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.04 -0.06 0.0 0.04 -0.04 -0.04 -0.04 -34.55 26.0 -25 -25 caleb_strategy_v3 US10 False False 0.03 0.00 -0.05 0.0 0.53 -0.53 0.00 0.00 -1.63 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 -19.82 51.0 -6 -6 caleb_strategy_v3 DOW False False 0.01 0.00 -0.05 0.0 0.37 -0.37 0.00 0.00 -8.44 66.0 0 0 caleb_strategy_v3 BOBL False False 0.04 -0.36 -0.05 0.0 0.68 -0.68 -0.36 -0.32 -1.40 19.0 -10 -9 caleb_strategy_v3 LUMBER-new False False 0.00 0.00 -0.05 0.0 0.01 -0.01 0.00 0.00 -11.16 3.0 0 0 caleb_strategy_v3 SP400 False False 0.08 0.00 -0.04 0.0 0.17 -0.17 0.00 0.00 -0.42 2.0 0 0 caleb_strategy_v3 GBP False False 0.02 0.00 -0.03 0.0 0.50 -0.50 0.00 0.00 -1.11 22.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.05 -0.03 0.0 0.12 -0.12 -0.05 -0.05 -1.55 7.0 -3 -3 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.06 -0.03 0.0 0.24 -0.24 -0.06 -0.07 -3.39 23.0 -6 -7 caleb_strategy_v3 NZD False False 0.02 -0.03 -0.03 0.0 0.36 -0.36 -0.03 -0.02 -1.96 21.0 -2 -1 caleb_strategy_v3 RUSSELL False False 0.00 -0.07 -0.03 0.0 0.20 -0.20 -0.07 -0.08 -11.01 68.0 -24 -28 caleb_strategy_v3 US10U False False 0.03 -0.16 -0.03 0.0 0.42 -0.42 -0.16 -0.16 -0.93 13.0 -5 -5 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -18.93 59.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.03 -0.03 0.0 0.12 -0.12 -0.03 -0.04 -2.41 11.0 -3 -4 caleb_strategy_v3 SP500_micro False False 0.01 -0.03 -0.03 0.0 0.35 -0.35 -0.03 -0.01 -4.63 48.0 -4 -2 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.24 2.0 0 0 caleb_strategy_v3 BUND False False 0.04 0.00 -0.02 0.0 0.40 -0.40 0.00 0.00 -0.49 10.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.04 -0.02 0.0 0.08 -0.08 -0.04 -0.04 -2.56 10.0 -5 -5 caleb_strategy_v3 HEATOIL False False 0.03 -0.03 -0.02 0.0 0.09 -0.09 -0.03 -0.03 -0.77 3.0 -1 -1 caleb_strategy_v3 FEEDCOW False False 0.04 0.00 -0.02 0.0 0.29 -0.29 0.00 0.00 -0.60 8.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.02 0.0 0.11 -0.11 -0.01 -0.01 -3.21 18.0 -2 -2 caleb_strategy_v3 AUD False False 0.02 -0.06 -0.02 0.0 0.36 -0.36 -0.06 -0.04 -1.07 19.0 -3 -2 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.09 -0.09 0.00 0.00 -1.34 9.0 0 0 caleb_strategy_v3 GASOIL False False 0.02 0.00 -0.01 0.0 0.09 -0.09 0.00 -0.02 -0.34 4.0 0 -1 caleb_strategy_v3 MILK False False 0.01 0.00 -0.01 0.0 0.05 -0.05 0.00 0.00 -0.94 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 -0.35 9.0 0 0 caleb_strategy_v3 US30 False False 0.03 -0.07 -0.01 0.0 0.21 -0.21 -0.07 -0.03 -0.34 6.0 -2 -1 caleb_strategy_v3 NIKKEI False False 0.01 -0.04 -0.01 0.0 0.25 -0.25 -0.04 -0.02 -1.04 36.0 -5 -3 caleb_strategy_v3 BUXL False False 0.04 -0.12 -0.01 0.0 0.16 -0.16 -0.12 -0.12 -0.23 4.0 -3 -3 caleb_strategy_v3 GOLD_micro False False 0.01 -0.05 -0.01 0.0 0.38 -0.38 -0.05 -0.07 -1.49 56.0 -7 -10 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.01 0.0 0.06 -0.06 0.00 0.00 -0.40 2.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.06 -0.00 0.0 0.08 -0.08 -0.06 -0.06 -0.49 9.0 -6 -6 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 COCOA False False 0.03 0.03 0.00 0.0 0.70 -0.70 0.03 0.03 0.17 26.0 1 1 caleb_strategy_v3 LEANHOG False False 0.01 0.04 0.00 0.0 0.16 -0.16 0.04 0.01 0.32 13.0 3 1 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.00 0.0 0.07 -0.07 0.00 0.00 -0.24 8.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 0.01 0.0 0.26 -0.26 0.00 0.00 0.74 23.0 0 0 caleb_strategy_v3 PLAT False False 0.01 0.00 0.01 0.0 0.14 -0.14 0.00 0.00 0.59 10.0 0 0 caleb_strategy_v3 BTP False False 0.04 0.14 0.01 0.0 0.36 -0.36 0.14 0.18 0.32 10.0 4 5 caleb_strategy_v3 COFFEE False False 0.02 0.02 0.01 0.0 0.14 -0.14 0.02 0.02 0.25 6.0 1 1 caleb_strategy_v3 RICE False False 0.01 0.00 0.02 0.0 0.04 -0.04 0.00 0.00 2.14 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 1.26 3.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.82 999999999.0 0 0 caleb_strategy_v3 LIVECOW False False 0.02 0.06 0.03 0.0 0.34 -0.34 0.06 0.04 1.74 17.0 3 2 caleb_strategy_v3 GASOLINE False False 0.03 0.18 0.05 0.0 999.00 -999.00 0.18 0.18 1.52 999999999.0 6 6 caleb_strategy_v3 EUROSTX False False 0.02 0.17 0.07 0.0 0.30 -0.30 0.17 0.15 4.43 20.0 11 10 caleb_strategy_v3 DAX False False 0.01 0.04 0.08 0.0 0.32 -0.32 0.04 0.04 15.15 58.0 8 8 caleb_strategy_v3 CAC True False 0.02 0.00 0.09 0.0 0.00 0.00 0.00 0.00 3.78 12.0 0 0 caleb_strategy_v3 SMI False True 0.04 0.25 0.09 0.0 0.25 0.00 0.25 0.21 2.52 9.0 7 6 caleb_strategy_v3 COPPER False False 0.03 0.17 0.13 0.0 999.00 -999.00 0.17 0.13 4.08 999999999.0 5 4 caleb_strategy_v3 CRUDE_W False False 0.02 0.09 0.16 0.0 0.11 -0.11 0.09 0.07 7.47 5.0 4 3 caleb_strategy_v3 DX False False 0.03 0.00 0.18 0.0 999.00 -999.00 0.00 0.00 5.73 999999999.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.25 0.30 0.0 0.51 -0.51 0.25 0.25 35.39 60.0 30 30 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 16.1 Shocked risk 42.8 Sum abs risk 54.5 Leverage 5.59 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3469282.12, 'annual_cash_vol_target': 867320.53, 'daily_cash_vol_target': 54207.533125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0045 0.6536 0.6830 10.9282 BITCOIN 1864.5859 59105.0000 3.1547 50.4752 BOBL 0.2757 116.4300 0.2368 3.7881 BTP 0.6514 116.9900 0.5568 8.9093 BUND 0.5543 130.0800 0.4261 6.8175 BUXL 1.2941 128.9200 1.0038 16.0612 CAC 53.0799 7955.5000 0.6672 10.6754 CAD 0.0030 0.7294 0.4045 6.4725 CANOLA 7.5607 625.6000 1.2086 19.3369 CHF 0.0049 1.0966 0.4472 7.1548 COCOA 378.2310 9283.0000 4.0744 65.1912 COFFEE 4.2805 215.1000 1.9900 31.8404 COPPER 0.0540 4.5895 1.1767 18.8266 CORN 4.7329 471.7500 1.0033 16.0521 COTTON2 1.3022 76.4900 1.7024 27.2390 CRUDE_W 0.9096 75.7000 1.2016 19.2256 DAX 138.3131 18095.0000 0.7644 12.2300 DOW 267.2553 38458.0000 0.6949 11.1188 DX 0.3588 106.1000 0.3382 5.4106 EUR 0.0046 1.0740 0.4271 6.8339 EURIBOR-ICE 0.0519 97.2900 0.0534 0.8540 EUROSTX 40.7946 4897.0000 0.8331 13.3289 FEEDCOW 2.2584 252.0250 0.8961 14.3377 GASOIL 10.9553 758.2500 1.4448 23.1171 GASOLINE 0.0372 2.5077 1.4827 23.7225 GAS_US_mini 0.0814 2.2650 3.5955 57.5273 GBP 0.0062 1.2540 0.4928 7.8852 GOLD_micro 21.7891 2334.9000 0.9332 14.9311 HEATOIL 0.0342 2.4885 1.3733 21.9726 JGB-SGX-mini 0.2193 144.4900 0.1517 2.4279 JPY 0.0000 0.0064 0.6463 10.3412 LEANHOG 1.3252 103.8250 1.2764 20.4228 LIVECOW 1.4924 171.3250 0.8711 13.9374 LUMBER-new 7.5597 529.0000 1.4290 22.8647 MILK 0.2594 18.8300 1.3776 22.0415 MXP 0.0004 0.0586 0.6910 11.0560 NASDAQ_micro 178.9473 17762.5000 1.0074 16.1191 NIKKEI 410.7299 38460.0000 1.0679 17.0870 NZD 0.0040 0.5929 0.6707 10.7312 OAT 0.5555 125.4700 0.4428 7.0842 OATIES 4.9667 361.0000 1.3758 22.0131 OJ 5.2913 370.3000 1.4289 22.8630 PALLAD 23.8171 958.5000 2.4848 39.7572 PLAT 15.8241 964.6000 1.6405 26.2477 REDWHEAT 10.6043 638.2500 1.6615 26.5834 RICE 0.2177 15.2500 1.4276 22.8417 ROBUSTA 66.4610 3986.0000 1.6674 26.6778 RUSSELL 23.7299 2024.3000 1.1723 18.7560 SHATZ 0.0838 105.1100 0.0797 1.2757 SILVER-mini 0.4642 27.4000 1.6943 27.1092 SMI 80.5904 11265.0000 0.7154 11.4465 SOFR 0.0680 95.9050 0.0709 1.1342 SOYBEAN 9.6682 1164.5000 0.8302 13.2839 SOYMEAL 4.1457 350.1000 1.1841 18.9462 SOYOIL 0.6569 43.5500 1.5085 24.1357 SP400 26.3959 2918.1000 0.9046 14.4729 SP500_micro 39.2479 5114.7500 0.7673 12.2776 SUGAR11 0.3011 19.2600 1.5632 25.0109 US10 0.4187 107.9375 0.3879 6.2062 US10U 0.5448 110.8125 0.4916 7.8663 US2 0.1095 101.4844 0.1079 1.7264 US20 0.7955 114.7188 0.6935 11.0953 US30 1.1593 120.6875 0.9606 15.3692 US5 0.2716 105.1094 0.2584 4.1337 VIX 0.4804 16.2000 2.9656 47.4495 WHEAT 9.0073 645.7500 1.3949 22.3178 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 653.65 0.68 446.45 1.00 446.45 54207.53 121.42 -3.41 -41.35 BITCOIN 59.10 3.15 186.46 1.00 186.46 54207.53 290.72 -6.01 -174.80 BOBL 1164.30 0.24 275.66 1.07 295.68 54207.53 183.33 -7.55 -138.39 BTP 1169.90 0.56 651.44 1.07 698.76 54207.53 77.58 1.21 9.36 BUND 1300.80 0.43 554.26 1.07 594.53 54207.53 91.18 -5.25 -47.85 BUXL 1289.20 1.00 1294.13 1.07 1388.15 54207.53 39.05 -5.88 -22.96 CAC 795.55 0.67 530.80 1.07 569.36 54207.53 95.21 11.63 110.70 CAD 729.40 0.40 295.06 1.00 295.06 54207.53 183.71 -10.76 -197.74 CANOLA 125.12 1.21 151.21 0.73 110.45 54207.53 490.80 -16.60 -814.57 CHF 1370.69 0.45 612.93 1.00 612.93 54207.53 88.44 -20.00 -176.88 COCOA 928.30 4.07 3782.31 1.00 3782.31 54207.53 14.33 5.51 7.90 COFFEE 806.62 1.99 1605.20 1.00 1605.20 54207.53 33.77 6.40 21.60 COPPER 1147.38 1.18 1350.07 1.00 1350.07 54207.53 40.15 9.39 37.69 CORN 235.88 1.00 236.64 1.00 236.64 54207.53 229.07 -16.77 -384.26 COTTON2 382.45 1.70 651.10 1.00 651.10 54207.53 83.26 -13.52 -112.56 CRUDE_W 757.00 1.20 909.61 1.00 909.61 54207.53 59.59 11.57 68.94 DAX 180.95 0.76 138.31 1.07 148.36 54207.53 365.37 12.16 444.20 DOW 192.29 0.69 133.63 1.00 133.63 54207.53 405.66 -8.95 -362.98 DX 1061.00 0.34 358.79 1.00 358.79 54207.53 151.09 14.61 220.73 EUR 1342.56 0.43 573.44 1.00 573.44 54207.53 94.53 -6.01 -56.81 EURIBOR-ICE 2432.25 0.05 129.83 1.07 139.26 54207.53 389.25 -3.90 -151.97 EUROSTX 489.70 0.83 407.95 1.07 437.58 54207.53 123.88 10.48 129.85 FEEDCOW 1260.12 0.90 1129.21 1.00 1129.21 54207.53 48.01 -3.79 -18.17 GASOIL 758.25 1.44 1095.53 1.00 1095.53 54207.53 49.48 -1.56 -7.73 GASOLINE 1053.23 1.48 1561.58 1.00 1561.58 54207.53 34.71 10.10 35.06 GAS_US_mini 56.62 3.60 203.59 1.00 203.59 54207.53 266.25 -11.98 -319.09 GBP 783.75 0.49 386.25 1.00 386.25 54207.53 140.34 -3.06 -42.91 GOLD_micro 233.49 0.93 217.89 1.00 217.89 54207.53 248.78 -1.76 -43.83 HEATOIL 1045.17 1.37 1435.32 1.00 1435.32 54207.53 37.77 -4.72 -17.84 JGB-SGX-mini 144490.00 0.15 21925.56 0.01 139.86 54207.53 387.58 -2.70 -104.63 JPY 800.25 0.65 517.22 1.00 517.22 54207.53 104.81 -19.16 -200.79 LEANHOG 415.30 1.28 530.10 1.00 530.10 54207.53 102.26 0.52 5.31 LIVECOW 685.30 0.87 596.96 1.00 596.96 54207.53 90.81 5.79 52.59 LUMBER-new 145.48 1.43 207.89 1.00 207.89 54207.53 260.75 -20.00 -521.50 MILK 376.60 1.38 518.80 1.00 518.80 54207.53 104.49 -4.21 -44.02 MXP 292.75 0.69 202.29 1.00 202.29 54207.53 267.97 9.00 241.09 NASDAQ_micro 355.25 1.01 357.89 1.00 357.89 54207.53 151.46 -9.62 -145.66 NIKKEI 38460.00 1.07 41072.99 0.01 262.00 54207.53 206.90 -0.47 -9.64 NZD 592.90 0.67 397.66 1.00 397.66 54207.53 136.32 -5.53 -75.41 OAT 1254.70 0.44 555.53 1.07 595.89 54207.53 90.97 -0.05 -0.49 OATIES 180.50 1.38 248.34 1.00 248.34 54207.53 218.28 -6.10 -133.14 OJ 555.45 1.43 793.70 1.00 793.70 54207.53 68.30 8.61 58.78 PALLAD 958.50 2.48 2381.71 1.00 2381.71 54207.53 22.76 -5.18 -11.79 PLAT 482.30 1.64 791.20 1.00 791.20 54207.53 68.51 2.54 17.39 REDWHEAT 319.12 1.66 530.21 1.00 530.21 54207.53 102.24 -1.79 -18.34 RICE 305.00 1.43 435.42 1.00 435.42 54207.53 124.49 7.08 88.08 ROBUSTA 398.60 1.67 664.61 1.00 664.61 54207.53 81.56 7.75 63.22 RUSSELL 101.22 1.17 118.65 1.00 118.65 54207.53 456.87 -7.28 -332.38 SHATZ 1051.10 0.08 83.81 1.07 89.89 54207.53 603.02 -16.96 -1022.99 SILVER-mini 685.00 1.69 1160.61 1.00 1160.61 54207.53 46.71 5.16 24.11 SMI 1126.50 0.72 805.90 1.10 884.36 54207.53 61.30 12.06 73.89 SOFR 2397.62 0.07 169.97 1.00 169.97 54207.53 318.93 -9.38 -299.30 SOYBEAN 582.25 0.83 483.41 1.00 483.41 54207.53 112.14 -14.90 -167.11 SOYMEAL 350.10 1.18 414.57 1.00 414.57 54207.53 130.76 -11.04 -144.39 SOYOIL 261.30 1.51 394.17 1.00 394.17 54207.53 137.52 -20.00 -275.05 SP400 2918.10 0.90 2639.59 1.00 2639.59 54207.53 20.54 -6.24 -12.82 SP500_micro 255.74 0.77 196.24 1.00 196.24 54207.53 276.23 -7.21 -199.24 SUGAR11 215.71 1.56 337.20 1.00 337.20 54207.53 160.76 -9.39 -150.94 US10 1079.38 0.39 418.68 1.00 418.68 54207.53 129.47 -9.93 -128.58 US10U 1108.12 0.49 544.80 1.00 544.80 54207.53 99.50 -7.35 -73.16 US2 2029.69 0.11 219.01 1.00 219.01 54207.53 247.52 -16.12 -399.04 US20 1147.19 0.69 795.53 1.00 795.53 54207.53 68.14 -4.00 -27.27 US30 1206.88 0.96 1159.29 1.00 1159.29 54207.53 46.76 -5.69 -26.60 US5 1051.09 0.26 271.56 1.00 271.56 54207.53 199.62 -12.47 -248.85 VIX 162.00 2.97 480.43 1.00 480.43 54207.53 112.83 -19.03 -214.70 WHEAT 322.88 1.39 450.37 1.00 450.37 54207.53 120.36 -3.06 -36.79 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -41.351 0.010 2.5 -1.073 BITCOIN -174.797 0.043 2.5 -18.928 BOBL -138.393 0.004 2.5 -1.403 BTP 9.364 0.014 2.5 0.319 BUND -47.853 0.004 2.5 -0.485 BUXL -22.964 0.004 2.5 -0.233 CAC 110.701 0.014 2.5 3.776 CAD -197.740 0.010 2.5 -5.131 CANOLA -814.568 0.010 2.5 -19.817 CHF -176.879 0.010 2.5 -4.589 COCOA 7.898 0.009 2.5 0.169 COFFEE 21.603 0.005 2.5 0.252 COPPER 37.690 0.043 2.5 4.081 CORN -384.255 0.010 2.5 -9.348 COTTON2 -112.560 0.009 2.5 -2.411 CRUDE_W 68.938 0.043 2.5 7.465 DAX 444.204 0.014 2.5 15.151 DOW -362.984 0.009 2.5 -8.436 DX 220.734 0.010 2.5 5.727 EUR -56.810 0.010 2.5 -1.474 EURIBOR-ICE -151.975 0.014 2.5 -5.184 EUROSTX 129.855 0.014 2.5 4.429 FEEDCOW -18.173 0.013 2.5 -0.602 GASOIL -7.730 0.017 2.5 -0.335 GASOLINE 35.062 0.017 2.5 1.520 GAS_US_mini -319.088 0.043 2.5 -34.553 GBP -42.914 0.010 2.5 -1.113 GOLD_micro -43.826 0.014 2.5 -1.495 HEATOIL -17.842 0.017 2.5 -0.773 JGB-SGX-mini -104.628 0.043 2.5 -11.330 JPY -200.795 0.010 2.5 -5.210 LEANHOG 5.315 0.024 2.5 0.323 LIVECOW 52.588 0.013 2.5 1.743 LUMBER-new -521.501 0.009 2.5 -11.161 MILK -44.019 0.009 2.5 -0.943 MXP 241.089 0.059 2.5 35.385 NASDAQ_micro -145.659 0.009 2.5 -3.385 NIKKEI -9.637 0.043 2.5 -1.044 NZD -75.410 0.010 2.5 -1.957 OAT -0.487 0.014 2.5 -0.017 OATIES -133.141 0.010 2.5 -3.239 OJ 58.777 0.009 2.5 1.259 PALLAD -11.788 0.014 2.5 -0.402 PLAT 17.389 0.014 2.5 0.593 REDWHEAT -18.337 0.005 2.5 -0.243 RICE 88.083 0.010 2.5 2.143 ROBUSTA 63.219 0.005 2.5 0.738 RUSSELL -332.380 0.013 2.5 -11.014 SHATZ -1022.987 0.004 2.5 -10.374 SILVER-mini 24.106 0.014 2.5 0.822 SMI 73.893 0.014 2.5 2.520 SOFR -299.296 0.024 2.5 -18.189 SOYBEAN -167.109 0.004 2.5 -1.554 SOYMEAL -144.394 0.004 2.5 -1.343 SOYOIL -275.050 0.004 2.5 -2.560 SP400 -12.823 0.013 2.5 -0.425 SP500_micro -199.239 0.009 2.5 -4.630 SUGAR11 -150.938 0.009 2.5 -3.210 US10 -128.578 0.005 2.5 -1.629 US10U -73.165 0.005 2.5 -0.927 US2 -399.035 0.005 2.5 -5.056 US20 -27.274 0.005 2.5 -0.346 US30 -26.599 0.005 2.5 -0.337 US5 -248.852 0.005 2.5 -3.153 VIX -214.698 0.099 2.5 -52.996 WHEAT -36.795 0.005 2.5 -0.488 ===================== Position diags ===================== AUD 3.15 BITCOIN 31.48 BOBL 1.86 BTP 2.65 BUND 0.92 BUXL 0.40 CAC 3.25 CAD 4.77 CANOLA 11.94 CHF 2.29 COCOA 0.31 COFFEE 0.39 COPPER 4.35 CORN 5.57 COTTON2 1.78 CRUDE_W 6.45 DAX 12.46 DOW 9.43 DX 3.92 EUR 2.45 EURIBOR-ICE 13.28 EUROSTX 4.23 FEEDCOW 1.59 GASOIL 2.14 GASOLINE 1.50 GAS_US_mini 28.83 GBP 3.64 GOLD_micro 8.49 HEATOIL 1.64 JGB-SGX-mini 41.97 JPY 2.72 LEANHOG 6.21 LIVECOW 3.01 LUMBER-new 5.58 MILK 2.24 MXP 39.33 NASDAQ_micro 3.52 NIKKEI 22.40 NZD 3.54 OAT 3.10 OATIES 5.31 OJ 1.46 PALLAD 0.78 PLAT 2.34 REDWHEAT 1.36 RICE 3.03 ROBUSTA 0.95 RUSSELL 15.14 SHATZ 6.11 SILVER-mini 1.59 SMI 2.09 SOFR 19.38 SOYBEAN 1.04 SOYMEAL 1.22 SOYOIL 1.28 SP400 0.68 SP500_micro 6.42 SUGAR11 3.42 US10 1.64 US10U 1.26 US2 3.14 US20 0.86 US30 0.59 US5 2.53 VIX 27.85 WHEAT 1.60 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -1.1 -1.4 -0.8 -3.0 -3 BITCOIN -18.9 -22.1 -15.8 0.0 0 BOBL -1.4 -1.6 -1.2 -10.0 -10 BTP 0.3 0.1 0.6 4.0 4 BUND -0.5 -0.6 -0.4 0.0 0 BUXL -0.2 -0.3 -0.2 -3.0 -3 CAC 3.8 3.5 4.1 0.0 0 CAD -5.1 -5.6 -4.7 0.0 0 CANOLA -19.8 -21.0 -18.6 -6.0 -6 CHF -4.6 -4.8 -4.4 -8.0 -8 COCOA 0.2 0.1 0.2 1.0 1 COFFEE 0.3 0.2 0.3 1.0 1 COPPER 4.1 3.6 4.5 5.0 5 CORN -9.3 -9.9 -8.8 -6.0 -6 COTTON2 -2.4 -2.6 -2.2 -3.0 -3 CRUDE_W 7.5 6.8 8.1 4.0 4 DAX 15.2 13.9 16.4 8.0 8 DOW -8.4 -9.4 -7.5 0.0 0 DX 5.7 5.3 6.1 NaN 0 EUR -1.5 -1.7 -1.2 -5.0 -5 EURIBOR-ICE -5.2 -6.5 -3.9 -2.0 -2 EUROSTX 4.4 4.0 4.9 11.0 11 FEEDCOW -0.6 -0.8 -0.4 0.0 0 GASOIL -0.3 -0.5 -0.1 0.0 0 GASOLINE 1.5 1.4 1.7 6.0 6 GAS_US_mini -34.6 -37.4 -31.7 -25.0 -25 GBP -1.1 -1.5 -0.7 0.0 0 GOLD_micro -1.5 -2.3 -0.6 -7.0 -7 HEATOIL -0.8 -0.9 -0.6 -1.0 -1 JGB-SGX-mini -11.3 -15.5 -7.1 -8.0 -8 JPY -5.2 -5.5 -4.9 -3.0 -3 LEANHOG 0.3 -0.3 0.9 3.0 3 LIVECOW 1.7 1.4 2.0 3.0 3 LUMBER-new -11.2 -11.7 -10.6 NaN 0 MILK -0.9 -1.2 -0.7 NaN 0 MXP 35.4 31.5 39.3 30.0 30 NASDAQ_micro -3.4 -3.7 -3.0 -6.0 -6 NIKKEI -1.0 -3.3 1.2 -5.0 -5 NZD -2.0 -2.3 -1.6 -2.0 -2 OAT -0.0 -0.3 0.3 0.0 0 OATIES -3.2 -3.8 -2.7 NaN 0 OJ 1.3 1.1 1.4 NaN 0 PALLAD -0.4 -0.5 -0.3 0.0 0 PLAT 0.6 0.4 0.8 0.0 0 REDWHEAT -0.2 -0.4 -0.1 0.0 0 RICE 2.1 1.8 2.4 NaN 0 ROBUSTA 0.7 0.6 0.8 0.0 0 RUSSELL -11.0 -12.5 -9.5 -24.0 -24 SHATZ -10.4 -11.0 -9.8 NaN 0 SILVER-mini 0.8 0.7 1.0 0.0 0 SMI 2.5 2.3 2.7 7.0 7 SOFR -18.2 -20.1 -16.3 NaN 0 SOYBEAN -1.6 -1.7 -1.4 -3.0 -3 SOYMEAL -1.3 -1.5 -1.2 0.0 0 SOYOIL -2.6 -2.7 -2.4 -5.0 -5 SP400 -0.4 -0.5 -0.4 0.0 0 SP500_micro -4.6 -5.3 -4.0 -4.0 -4 SUGAR11 -3.2 -3.6 -2.9 -2.0 -2 US10 -1.6 -1.8 -1.5 0.0 0 US10U -0.9 -1.1 -0.8 -5.0 -5 US2 -5.1 -5.4 -4.7 NaN 0 US20 -0.3 -0.4 -0.3 0.0 0 US30 -0.3 -0.4 -0.3 -2.0 -2 US5 -3.2 -3.4 -2.9 -12.0 -12 VIX -53.0 -55.8 -50.2 -45.0 -45 WHEAT -0.5 -0.6 -0.3 -6.0 -6 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 -0.2 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.2 -0.0 -0.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.0 -0.1 -0.0 0.3 -0.0 0.0 -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 -0.4 0.3 0.0 -0.0 0.1 -0.0 0.0 0.0 -0.1 0.3 -0.2 0.5 -0.1 0.1 -0.1 -0.1 -0.2 -0.2 0.1 0.2 -0.2 0.5 -0.1 -2.7 0.0 -0.1 0.2 -0.0 0.3 -0.0 -0.2 -0.2 -0.6 -0.3 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 0.1 -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 -0.4 -0.2 0.1 0.2 -0.0 -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 0.0 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 0.2 0.3 0.1 -0.6 -0.7 0.4 -0.3 BUXL -0.3 -0.3 -0.1 -0.0 -0.0 -0.1 -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 0.4 0.5 0.3 -0.7 -0.7 -0.2 -0.1 CAC -0.6 -0.4 0.5 0.0 -0.0 0.2 -0.1 0.2 -0.1 -0.0 0.5 0.0 0.7 -0.0 0.2 0.4 0.1 0.3 0.2 0.1 0.2 -0.0 0.5 0.0 -1.6 0.1 -0.0 0.3 -0.0 0.4 0.0 1.0 0.5 0.6 0.6 0.4 -0.3 0.3 -0.3 0.4 CAD -0.2 -0.3 -0.2 -0.1 -0.0 -0.1 -0.0 0.0 -0.1 -0.0 -0.3 -0.1 -0.4 -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 -0.1 0.0 0.2 -0.0 0.0 -0.1 -0.6 -0.5 -0.2 -0.4 CANOLA -0.3 0.6 0.3 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.0 -0.2 -0.1 -0.3 0.0 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 -0.1 -0.2 0.3 -0.3 -0.7 -0.6 -0.4 -0.1 CHF -0.0 -0.6 -0.6 -0.1 -0.0 -0.1 -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 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -1.1 -0.5 -0.1 -0.6 -0.6 -0.1 -0.6 0.1 -0.5 COCOA -0.6 -0.2 -0.4 0.0 -0.0 0.0 0.0 -0.0 0.0 -0.0 0.2 -0.0 0.3 0.0 0.1 0.4 0.3 0.4 0.4 0.1 0.1 -0.0 0.2 0.1 -2.0 0.0 -0.0 0.1 -0.0 0.1 0.0 1.1 -0.2 0.2 0.6 0.6 0.1 -0.0 0.3 0.3 COFFEE 0.2 0.5 0.4 0.0 -0.1 0.0 -0.0 -0.1 0.0 -0.1 0.4 -0.0 0.4 0.1 0.1 0.3 0.2 0.3 0.2 0.2 0.2 -0.0 0.3 0.2 -2.7 0.1 -0.0 0.1 0.0 0.1 0.1 0.7 -0.5 0.6 0.6 0.6 -0.1 -0.7 0.2 -0.3 COPPER 0.3 0.6 0.6 0.0 -0.0 0.1 -0.0 0.0 0.0 0.0 0.4 0.1 0.2 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.3 0.2 -2.0 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.5 0.6 0.6 0.6 -0.7 -0.1 0.2 0.2 CORN 0.1 0.4 0.2 0.0 -0.1 0.0 -0.0 -0.1 0.0 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 0.0 0.3 -0.6 -0.4 -0.7 -0.4 0.0 COTTON2 -0.6 -0.6 0.3 0.0 -0.1 0.0 -0.0 -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 -0.1 -0.2 -0.0 -0.2 -2.7 -0.0 -0.0 0.0 -0.1 0.1 -0.0 0.2 -0.5 -0.6 -0.6 0.4 -0.4 -0.5 0.1 0.0 CRUDE_W -0.5 0.3 0.3 0.0 -0.1 0.2 -0.1 0.2 -0.0 -0.2 0.3 -0.2 0.6 0.1 0.2 0.3 0.2 0.3 0.3 0.2 0.2 -0.2 0.5 -0.0 -0.7 0.1 -0.1 0.2 -0.1 0.3 -0.0 -0.1 -0.1 0.1 0.3 0.0 0.7 0.6 0.7 0.7 DAX -0.6 -0.4 0.3 0.0 -0.0 0.1 -0.0 0.2 -0.0 0.0 0.5 -0.1 0.7 -0.1 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 0.4 0.6 0.6 0.6 -0.1 0.3 0.2 0.6 DOW -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 -0.2 -0.2 -0.2 -0.2 -0.1 0.1 -0.1 0.4 -0.1 -1.6 -0.0 -0.0 0.1 -0.0 0.3 -0.0 -0.5 0.1 0.0 -0.1 -0.2 -0.0 -0.3 0.3 -0.5 DX 0.5 0.6 0.3 -0.1 -0.0 -0.1 -0.0 0.0 -0.1 0.1 0.4 0.2 0.4 0.2 0.2 0.1 0.1 0.1 0.1 0.2 0.2 0.1 0.3 0.2 -2.7 0.1 0.0 0.1 0.1 0.1 0.1 0.8 -0.0 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 -0.1 -0.0 0.0 -0.1 0.1 -0.2 -0.1 -0.3 -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 -0.0 -0.4 0.2 0.2 0.0 0.1 -0.7 -0.5 -0.7 -0.4 EURIBOR-ICE -0.5 -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 -0.1 0.1 -0.0 -0.7 -0.7 0.3 0.5 EUROSTX -0.6 -0.5 0.5 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.0 0.5 -0.1 0.7 -0.0 0.2 -0.1 -0.0 -0.1 -0.0 0.1 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 0.2 -0.6 0.2 0.0 -0.1 0.0 -0.0 -0.1 0.0 -0.1 -0.1 0.1 -0.1 -0.0 -0.0 -0.4 -0.4 -0.4 -0.4 -0.1 -0.0 -0.0 -0.0 -0.0 -0.8 -0.0 -0.1 -0.0 0.0 0.1 0.0 -1.1 0.1 0.2 -0.6 0.2 0.7 0.7 0.7 0.7 GASOIL -0.6 -0.1 0.2 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.2 0.2 -0.2 0.5 -0.1 0.1 0.0 0.4 0.2 0.3 0.0 0.1 -0.2 0.4 -0.1 0.9 -0.0 -0.1 0.1 -0.1 0.2 -0.1 0.5 -0.4 -0.5 -0.5 -0.2 -0.5 -0.3 -0.7 -0.6 GASOLINE -0.5 0.2 0.4 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.2 0.5 -0.1 0.7 0.1 0.2 0.4 0.3 0.4 0.2 0.2 0.2 -0.1 0.5 0.0 -2.7 0.1 -0.1 0.2 -0.1 0.3 -0.0 -0.1 0.0 0.2 0.3 0.4 0.7 0.7 0.7 0.7 GAS_US_mini 0.2 0.3 -0.2 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 -0.5 -0.1 -0.6 -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 0.5 0.1 -0.6 -0.6 -0.7 -0.1 -0.7 -0.3 GBP -0.3 -0.5 -0.2 -0.1 -0.0 -0.1 -0.0 0.0 -0.1 0.1 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 0.3 0.4 0.1 0.4 -0.7 -0.4 -0.7 -0.1 GOLD_micro -0.6 0.5 0.5 0.0 -0.0 0.1 -0.0 0.0 0.0 -0.1 0.3 -0.0 0.4 0.1 0.1 -0.2 -0.3 -0.3 -0.3 0.2 0.2 -0.0 0.3 0.1 -0.4 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.8 -0.3 0.2 0.6 0.6 -0.7 -0.6 -0.3 -0.3 HEATOIL -0.6 -0.1 0.1 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.2 0.0 -0.2 0.4 -0.2 0.1 -0.0 0.4 0.2 0.3 -0.0 0.1 -0.2 0.3 -0.2 -2.7 -0.0 -0.1 0.1 -0.1 0.3 -0.1 0.5 -0.1 -0.6 -0.6 -0.3 0.6 0.2 0.4 0.1 JGB-SGX-mini -0.6 -0.5 -0.2 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.1 0.0 -0.1 0.1 -0.1 -0.1 0.2 0.3 0.2 0.2 -0.1 -0.0 -0.0 0.0 -0.1 -1.1 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 1.1 0.2 -0.1 -0.1 0.1 -0.4 -0.4 0.0 0.4 JPY -0.3 -0.4 -0.3 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.4 -0.2 -0.6 -0.2 -0.2 -0.3 -0.3 -0.3 -0.3 -0.2 -0.2 -0.2 -0.5 -0.2 2.7 -0.1 -0.0 -0.1 -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 -0.6 0.0 0.6 0.0 -0.1 0.1 -0.0 -0.1 0.0 -0.2 0.5 -0.1 -0.1 0.0 0.2 -0.4 -0.4 -0.4 -0.4 0.1 0.2 -0.1 0.1 0.0 1.4 0.1 -0.1 0.2 -0.1 0.1 0.0 -1.1 -0.1 -0.1 0.2 0.6 -0.3 -0.3 0.0 0.5 LIVECOW -0.0 -0.6 0.3 0.0 -0.1 0.0 -0.0 -0.1 0.0 -0.1 -0.0 0.0 0.0 -0.1 -0.0 0.4 0.1 0.4 0.3 -0.1 -0.0 -0.1 0.0 -0.1 -0.7 -0.0 -0.1 0.0 -0.0 0.1 -0.0 0.7 -0.2 -0.1 -0.4 0.4 0.7 0.6 0.7 0.7 LUMBER-new -0.7 -0.7 -0.1 0.0 -0.1 0.1 -0.0 -0.0 0.0 0.0 -0.1 -0.2 -0.4 -0.2 -0.2 -0.5 -0.4 -0.5 -0.4 -0.2 -0.1 -0.2 -0.1 -0.2 NaN -0.1 -0.0 -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 0.5 0.3 0.0 -0.1 0.0 -0.0 -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 0.1 -0.2 0.0 -1.1 0.5 0.6 -0.1 -0.2 -0.7 -0.7 -0.7 -0.7 MXP -0.6 -0.3 -0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 0.1 0.4 -0.1 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 -0.0 0.3 -0.0 1.1 -0.1 -0.1 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 0.0 0.3 -0.0 0.4 -0.0 0.0 -0.2 -0.2 -0.2 -0.2 -0.0 0.1 -0.0 0.3 -0.1 -2.7 -0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.4 -0.2 0.0 -0.3 0.0 -0.0 -0.0 0.1 -0.0 NIKKEI -0.6 -0.6 0.2 0.0 0.0 0.1 -0.0 0.1 -0.0 0.1 0.3 -0.0 0.5 -0.1 0.1 0.0 0.2 0.1 0.2 0.0 0.2 -0.0 0.5 -0.1 -1.7 0.0 0.0 0.1 -0.0 0.2 -0.0 1.1 -0.1 0.0 -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 -0.0 -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 -0.0 -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 -0.3 -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 0.3 0.4 0.2 -0.6 -0.7 0.4 0.0 OATIES 0.6 0.0 -0.2 0.0 -0.0 0.0 0.0 -0.1 0.0 0.1 -0.5 0.2 -0.6 0.1 0.0 0.1 0.0 0.1 0.1 -0.0 -0.1 0.2 -0.4 0.1 -2.7 -0.0 0.1 -0.1 0.1 -0.2 0.1 -0.1 0.5 0.3 -0.3 -0.3 -0.6 -0.1 -0.1 0.6 OJ 0.0 0.0 0.1 0.0 -0.1 0.0 -0.0 -0.1 0.0 0.0 0.2 0.1 0.6 0.1 0.2 0.1 0.3 0.1 0.2 0.1 0.2 0.0 0.5 0.1 -2.7 0.0 0.0 0.2 0.0 0.6 0.0 0.8 0.1 -0.0 -0.2 0.2 0.3 0.3 0.7 0.7 PALLAD -0.3 0.1 0.4 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.1 -0.1 -0.1 -0.3 -0.1 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.3 -0.1 1.6 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 0.4 -0.2 -0.3 -0.3 -0.2 -0.7 -0.5 -0.7 -0.3 PLAT -0.1 0.2 0.1 0.0 -0.0 0.1 -0.0 0.0 0.0 0.1 -0.0 -0.0 -0.3 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.0 -0.1 0.0 1.4 0.0 0.0 0.0 0.0 0.0 0.0 0.2 0.1 -0.0 -0.1 -0.2 -0.6 -0.2 0.6 0.2 REDWHEAT 0.6 0.6 0.3 0.0 -0.1 0.0 -0.0 -0.1 0.0 0.1 -0.3 0.1 -0.7 0.2 0.1 -0.2 -0.0 -0.0 -0.0 0.1 -0.1 0.2 -0.5 0.2 -1.0 0.0 0.0 -0.0 0.1 -0.2 0.1 -0.2 0.5 0.6 0.6 -0.4 -0.3 -0.7 0.1 -0.7 RICE 0.6 -0.4 -0.2 0.0 -0.0 0.0 -0.0 -0.0 0.0 0.1 0.1 0.1 0.2 0.1 0.0 0.4 0.3 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 1.1 0.1 0.6 -0.2 -0.1 -0.0 -0.1 0.2 0.2 ROBUSTA -0.1 0.2 0.2 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.1 0.4 0.1 0.5 0.1 0.1 0.4 0.4 0.4 0.4 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 -0.0 0.1 0.0 0.2 0.0 1.1 -0.3 0.6 0.6 0.6 -0.5 -0.7 -0.0 0.1 RUSSELL -0.6 -0.4 0.1 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 -0.1 -0.3 -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 -0.1 -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 -0.3 -0.0 0.0 -0.3 -0.7 -0.7 -0.5 -0.7 SILVER-mini -0.2 0.6 0.5 0.0 -0.0 0.1 -0.0 0.0 0.0 -0.1 0.2 -0.1 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.1 0.1 0.1 0.4 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 -0.3 0.2 0.5 0.5 -0.4 -0.5 0.6 0.1 SMI -0.6 -0.4 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 0.4 0.5 0.4 -0.0 0.4 -0.0 0.7 -0.1 SOFR -0.5 -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 0.0 -0.2 -0.1 0.0 -0.4 -0.7 0.3 -0.1 SOYBEAN -0.1 0.3 -0.3 0.0 -0.1 0.0 -0.0 -0.1 0.0 0.0 -0.4 0.0 -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 0.6 0.5 -0.5 0.0 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Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -4.9 -3.3 -2.4 -3.7 -1.1 -1.5 -2.3 0.7 -4.0 5.5 -5.8 -0.6 -9.4 -3.4 -9.6 -2.6 -2.9 -2.7 -2.8 -3.9 -3.6 3.1 -4.3 -1.3 2.6 -1.7 2.3 -1.6 2.2 -2.0 -0.2 -0.7 13.0 14.2 9.8 0.1 -20.0 -9.3 -11.0 -1.6 BITCOIN -20.0 -11.9 9.5 4.1 -3.2 3.0 -1.3 1.2 2.1 -15.1 12.8 -14.3 14.6 -10.5 7.8 -6.7 -7.3 -7.9 -8.0 6.6 19.5 -20.0 20.0 -10.2 -20.0 4.0 -6.0 7.9 -4.4 8.1 -1.2 -3.0 -8.0 -20.0 -9.7 20.0 -9.6 -0.6 14.5 3.1 BOBL -8.1 -8.8 -11.9 -2.5 -1.1 -1.4 -2.1 -1.1 -2.8 -5.4 -4.2 -7.1 -3.3 -7.8 -8.7 13.5 -8.2 3.0 -5.3 -7.6 -5.2 -8.1 -4.2 -8.4 4.9 -2.4 -3.3 -1.5 -3.6 -1.2 -3.1 -8.0 -6.9 3.0 6.8 -1.3 -19.4 -20.0 5.7 -14.3 BTP -11.0 -13.1 -1.0 -3.9 -1.7 -2.2 -3.3 -1.7 -4.4 2.5 8.7 -5.1 8.8 -8.7 -6.9 4.5 6.0 4.7 5.0 -1.7 4.3 -3.0 6.1 -4.7 -18.7 1.6 -0.1 5.0 -1.4 5.5 -1.2 14.6 7.4 17.8 20.0 18.5 -7.2 -10.7 20.0 2.5 BUND -8.8 -9.4 -6.8 -2.7 -1.2 -1.6 -2.3 -1.2 -3.1 -3.9 -1.7 -7.0 -1.5 -8.2 -9.2 -9.1 0.0 -6.7 -3.6 -6.3 -3.4 -7.3 -3.0 -7.7 2.5 -1.6 -3.3 -0.3 -3.9 -0.4 -2.9 2.3 -4.5 7.3 10.6 3.2 -19.0 -20.0 12.0 -8.2 BUXL -8.7 -8.7 -1.7 -3.3 -1.4 -1.9 -2.8 -1.5 -3.8 -2.3 0.0 -7.6 -2.7 -9.4 -10.7 -6.9 -2.3 -6.1 -4.1 -6.0 -2.7 -7.5 -3.8 -8.2 -1.3 -0.1 -2.3 1.2 -3.8 0.0 -2.3 0.0 -3.3 13.0 16.0 8.3 -20.0 -20.0 -4.7 -3.1 CAC -20.0 -11.3 16.0 0.4 -4.3 5.6 -4.9 6.3 -4.8 -2.1 20.0 0.5 20.0 -2.3 17.2 19.8 2.9 14.9 7.8 13.1 20.0 -1.4 20.0 0.9 -12.2 6.6 -2.9 10.4 -0.3 10.0 1.5 18.0 20.0 20.0 20.0 13.0 -10.1 8.8 -7.8 13.4 CAD -6.9 -9.0 -5.4 -5.4 -1.6 -2.1 -3.3 1.0 -5.8 -3.1 -11.1 -7.2 -9.8 -11.8 -16.9 -2.9 -2.3 -2.6 -2.4 -12.8 -9.6 -5.4 -7.4 -10.2 -0.7 -6.1 -4.4 -4.6 -3.0 -3.5 -5.0 0.0 8.4 -0.4 0.5 -3.1 -19.0 -15.9 -4.9 -12.6 CANOLA -8.1 20.0 8.2 1.2 -5.2 0.8 -0.4 -0.9 1.0 -5.0 -6.8 -4.9 -7.9 0.0 1.8 -17.0 -7.7 -15.5 -13.1 -1.3 -6.3 -5.0 -11.4 -2.0 -20.0 -0.5 -3.2 -2.9 -2.4 -5.7 -0.9 -20.0 -2.3 -7.4 9.5 -10.6 -20.0 -16.9 -11.4 -3.7 CHF -0.5 -20.0 -20.0 -4.7 -1.4 -1.9 -2.9 0.8 -5.1 -10.5 -18.0 -16.4 -11.0 -20.0 -20.0 -15.8 -15.9 -16.0 -15.9 -20.0 -20.0 -15.3 -12.1 -20.0 -0.1 -7.1 -3.9 -5.4 -4.0 -2.3 -5.7 -20.0 -19.5 -2.8 -20.0 -20.0 -3.7 -17.3 4.0 -16.1 COCOA -20.0 -5.1 -13.9 1.0 -1.5 0.6 1.3 -0.6 1.4 -4.5 7.1 -1.9 7.4 4.6 6.4 19.5 14.9 20.0 20.0 11.7 11.7 -3.8 8.5 6.0 -14.7 2.5 -1.4 3.0 -0.3 2.7 1.3 20.0 -9.1 6.4 20.0 20.0 2.9 -0.1 8.1 8.4 COFFEE 6.1 16.9 11.2 2.2 -9.5 1.5 -0.7 -1.6 1.9 -16.2 15.1 -0.3 12.3 9.6 12.3 13.4 8.8 12.6 11.2 20.0 20.0 -2.1 12.7 19.0 -20.0 5.9 -3.3 4.5 0.7 2.9 4.9 13.2 -20.0 20.0 20.0 20.0 -2.1 -20.0 7.3 -7.9 COPPER 9.2 20.0 18.5 4.4 -3.4 3.1 -1.4 1.2 2.3 4.8 16.3 13.5 6.5 17.5 18.4 -4.2 -4.9 -4.9 -5.2 20.0 20.0 20.0 10.8 20.0 -15.0 6.6 2.4 4.7 5.1 2.3 6.7 1.4 20.0 20.0 20.0 20.0 -20.0 -2.7 7.1 6.2 CORN 2.4 13.8 6.6 2.3 -10.1 1.6 -0.8 -1.7 2.1 7.4 -11.4 8.8 -18.9 8.2 -3.0 -20.0 -10.5 -19.3 -16.2 -2.8 -12.4 2.0 -20.0 1.8 -16.4 -1.8 -0.5 -8.1 1.7 -12.1 2.0 -20.0 5.4 0.2 9.2 -20.0 -13.3 -20.0 -12.5 1.2 COTTON2 -20.0 -20.0 8.2 1.5 -6.6 1.0 -0.5 -1.1 1.3 -11.2 -4.4 -12.7 -1.1 -13.2 -10.0 15.4 4.0 11.9 6.7 -15.4 -4.7 -20.0 -0.4 -20.0 -20.0 -2.3 -5.4 0.7 -4.7 1.6 -4.5 4.2 -20.0 -20.0 -20.0 13.4 -10.8 -14.3 2.4 1.0 CRUDE_W -15.5 9.9 9.1 3.8 -15.8 5.7 -9.1 5.2 -2.4 -20.0 11.2 -16.9 15.8 9.5 18.9 17.2 12.1 15.7 13.5 14.5 17.7 -19.2 17.2 -0.5 -5.5 5.4 -16.4 7.2 -8.7 7.3 -1.1 -1.1 -5.7 3.8 10.5 1.5 20.0 18.6 20.0 19.6 DAX -20.0 -12.3 9.9 0.3 -3.6 4.6 -4.0 5.2 -4.0 1.5 17.9 -6.5 18.8 -5.7 10.9 -10.4 -11.6 -12.3 -12.6 10.9 20.0 -1.5 20.0 0.2 13.5 5.9 -1.1 8.4 0.1 7.4 1.7 -10.9 16.3 18.9 20.0 17.0 -1.8 8.0 5.6 19.2 DOW -20.0 -20.0 -6.9 0.2 0.0 3.6 -2.1 4.1 -2.8 -0.2 11.3 -8.0 12.8 -11.2 -7.0 -10.9 -11.1 -11.9 -11.9 -4.7 6.7 -5.7 13.0 -9.4 -12.0 -0.5 -1.1 4.7 -2.4 7.5 -3.2 -9.8 2.8 0.1 -4.3 -5.3 -0.0 -7.7 8.4 -16.1 DX 14.0 17.3 10.7 -5.0 -3.2 -1.9 -3.5 1.0 -5.7 14.7 14.1 18.4 10.0 20.0 20.0 7.3 6.6 7.2 6.9 20.0 15.6 15.9 10.1 20.0 -20.0 7.0 3.7 4.5 4.9 2.9 7.2 15.7 -0.2 20.0 20.0 20.0 20.0 4.9 20.0 11.4 EUR -10.1 -10.4 -6.7 -4.8 -1.5 -1.9 -3.0 0.9 -5.2 10.0 -8.3 -8.0 -7.1 -13.4 -15.5 -6.7 -6.8 -6.8 -6.6 -12.1 -8.7 -2.2 -5.5 -9.9 18.8 -4.8 1.5 -2.7 -0.9 -1.3 -4.3 -7.4 7.7 6.6 0.2 1.8 -20.0 -15.0 -20.0 -12.1 EURIBOR-ICE -16.8 -19.9 -13.0 -2.4 -1.0 -1.3 -2.0 -1.0 -2.7 -5.2 0.6 -7.2 1.6 -7.9 -8.0 -5.4 -4.2 -4.1 -3.5 -7.8 -2.3 -8.4 0.6 -9.6 12.6 -2.4 -2.5 -0.4 -3.0 0.6 -3.2 -1.4 -5.7 -2.2 3.0 -0.6 -20.0 -20.0 8.5 14.9 EUROSTX -20.0 -14.3 14.6 0.3 -3.8 4.9 -4.2 5.5 -4.2 -2.4 20.0 -4.6 20.0 -3.1 16.4 -7.3 -0.1 -3.0 -0.7 13.8 20.0 -0.8 20.0 1.8 -0.9 6.5 -1.5 10.0 0.4 9.6 1.9 9.7 17.9 20.0 20.0 20.0 -15.2 8.3 -14.9 13.8 FEEDCOW 7.7 -20.0 5.3 2.0 -8.8 1.4 -0.7 -1.5 1.8 -9.8 -3.1 6.6 -1.7 -3.6 -3.0 -20.0 -20.0 -20.0 -20.0 -6.2 -4.1 -1.1 -0.2 -2.6 -6.2 -1.2 -6.3 -0.7 0.0 1.7 0.2 -20.0 3.1 5.3 -20.0 5.9 20.0 20.0 20.0 20.0 GASOIL -18.5 -1.8 7.0 3.3 -13.6 4.9 -7.8 4.5 -2.1 -19.8 9.1 -20.0 15.1 -12.5 9.2 2.3 19.6 12.1 16.7 0.9 10.5 -20.0 16.1 -13.2 6.7 -0.2 -13.6 4.4 -11.0 6.8 -6.7 10.2 -14.8 -14.2 -14.8 -5.1 -13.6 -8.7 -20.0 -18.0 GASOLINE -15.5 7.2 13.8 3.6 -15.1 5.4 -8.7 5.0 -2.3 -17.9 19.1 -12.0 18.6 11.5 20.0 20.0 13.0 17.9 11.1 16.1 20.0 -14.8 18.9 1.4 -20.0 6.0 -15.3 8.1 -7.0 8.4 -0.2 -2.1 0.4 5.5 8.8 10.9 20.0 20.0 20.0 20.0 GAS_US_mini 6.8 7.9 -5.5 2.4 -10.0 3.6 -5.8 3.3 -1.5 -13.3 -17.2 -10.1 -17.7 -13.2 -16.2 -20.0 -20.0 -20.0 -20.0 -10.4 -20.0 -4.3 -20.0 -4.8 20.0 -6.1 -3.5 -9.0 -2.5 -9.6 -3.4 -20.0 20.0 2.9 -20.0 -20.0 -19.7 -4.3 -20.0 -9.4 GBP -9.1 -14.0 -5.8 -5.0 -1.5 -2.0 -3.1 0.9 -5.4 13.6 4.2 -0.6 4.4 -11.7 -12.8 -1.1 -0.7 -0.9 -0.7 -8.7 -3.3 3.2 1.5 -6.8 1.5 -3.1 5.6 0.2 2.4 1.9 -2.6 2.9 11.2 11.3 4.5 12.3 -20.0 -10.6 -20.0 -4.3 GOLD_micro -20.0 14.6 15.4 3.0 -2.3 2.1 -1.0 0.8 1.5 -5.8 11.8 -3.6 9.9 7.2 10.7 -12.1 -14.4 -13.8 -14.3 17.5 16.7 -3.4 11.1 8.3 -3.2 4.0 -1.3 3.9 -0.7 2.7 1.9 -14.6 -14.0 7.3 20.0 20.0 -20.0 -18.5 -7.6 -10.5 HEATOIL -18.2 -1.7 3.7 3.4 -14.3 5.1 -8.3 4.8 -2.2 -20.0 0.7 -20.0 10.2 -14.0 5.0 -1.8 19.6 8.5 15.0 -2.6 5.6 -20.0 11.1 -15.8 -20.0 -1.4 -15.8 3.7 -12.4 7.4 -8.0 9.0 -5.3 -17.3 -18.3 -7.8 18.3 5.9 12.8 1.5 JGB-SGX-mini -17.5 -15.6 -7.3 -2.8 0.3 -1.7 -1.7 -1.3 -3.0 8.2 1.4 -5.7 4.2 -7.6 -8.3 8.4 15.7 10.6 12.0 -8.1 -3.2 -2.7 0.9 -8.6 -8.0 -3.0 1.4 -1.6 -1.0 -0.6 -3.1 20.0 7.3 -4.6 -2.7 2.1 -12.4 -11.0 1.4 10.6 JPY -8.5 -11.0 -7.8 -3.5 -1.1 -1.4 -2.2 0.6 -3.8 -11.2 -16.2 -14.0 -16.0 -15.5 -16.3 -17.1 -16.7 -17.2 -16.9 -20.0 -19.6 -19.6 -20.0 -20.0 20.0 -5.6 -4.6 -4.6 -5.8 -4.5 -6.1 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -11.6 -20.0 -11.0 LEANHOG -17.3 0.5 20.0 2.8 -12.3 2.0 -0.9 -2.0 2.5 -18.8 17.3 -11.7 -2.3 1.4 16.4 -20.0 -20.0 -20.0 -20.0 13.6 14.4 -11.6 3.0 2.7 10.4 5.7 -10.9 8.1 -5.2 3.3 0.3 -20.0 -2.5 -1.8 5.3 20.0 -7.6 -8.7 0.8 14.2 LIVECOW -0.2 -17.6 7.8 1.9 -8.6 1.4 -0.7 -1.4 1.7 -12.9 -0.8 1.2 0.1 -7.7 -1.9 20.0 6.7 20.0 15.0 -5.7 -2.5 -6.6 0.6 -6.1 -5.3 -0.2 -9.4 1.2 -2.8 3.4 -1.1 13.5 -10.2 -4.5 -12.0 11.6 20.0 17.9 20.0 20.0 LUMBER-new -20.0 -20.0 -2.7 2.2 -9.8 1.6 -0.8 -1.0 2.0 2.9 -2.7 -13.7 -10.4 -16.0 -13.3 -20.0 -17.4 -20.0 -19.0 -20.0 -10.5 -20.0 -4.2 -20.0 NaN -5.2 -1.0 -2.0 -4.0 -0.4 -6.5 -20.0 -20.0 -20.0 -20.0 -20.0 -12.5 -11.8 -5.0 -6.8 MILK 20.0 14.7 10.3 1.4 -6.1 1.0 -0.5 -1.0 1.2 9.4 -8.0 10.6 -10.9 8.1 1.6 -20.0 -20.0 -20.0 -20.0 2.9 -6.2 15.0 -13.3 12.0 12.2 0.8 4.3 -2.4 5.0 -5.0 3.9 -20.0 20.0 20.0 -1.7 -5.7 -20.0 -20.0 -20.0 -20.0 MXP -20.0 -10.5 -2.5 -4.6 -1.4 -1.8 -2.8 0.8 -4.9 12.3 14.8 -12.4 18.6 -11.0 2.4 15.7 17.1 17.0 16.8 1.7 11.7 -6.0 19.6 -8.1 -20.0 1.6 2.8 5.2 -2.4 7.5 -2.7 20.0 -3.3 -4.5 20.0 20.0 20.0 20.0 20.0 20.0 NASDAQ_micro -20.0 -20.0 -5.6 0.2 0.0 2.8 -1.7 3.2 -2.2 5.4 10.0 -2.7 11.9 -4.1 2.0 -9.8 -10.3 -10.7 -10.8 -2.4 6.8 -3.7 12.8 -7.0 -20.0 -0.9 -0.1 3.5 -1.7 6.5 -3.0 -8.1 -7.6 0.7 -9.4 1.1 -0.6 -0.8 3.8 -1.4 NIKKEI -20.0 -17.9 5.0 0.2 0.0 3.1 -1.8 3.5 -2.4 11.1 10.3 -3.2 12.6 -6.7 5.7 1.9 9.6 4.8 7.5 2.2 14.0 -2.4 18.6 -6.7 -12.7 0.9 1.8 5.2 -1.1 6.9 -2.3 20.0 -2.7 0.7 -9.0 20.0 -14.4 -7.4 -6.7 -8.5 NZD -3.6 -14.0 -7.2 -3.6 -1.1 -1.5 -2.2 0.6 -3.9 -1.8 -5.4 -7.4 -5.2 -11.7 -13.2 0.0 0.2 0.2 0.2 -9.7 -6.6 -3.2 -4.0 -7.6 0.6 -4.5 -1.6 -2.9 -1.6 -1.4 -3.5 4.5 1.2 9.2 -5.5 -5.1 -12.9 -5.6 -5.0 6.4 OAT -8.4 -12.7 -6.0 -3.0 -1.3 -1.7 -2.5 -1.3 -3.4 0.1 -0.1 -6.1 0.0 -8.7 -9.7 6.1 6.1 5.4 5.3 -6.4 -2.5 -5.7 -1.5 -7.6 2.9 -1.8 -1.6 0.2 -3.2 0.4 -3.1 14.8 -0.3 10.3 11.2 4.8 -17.7 -20.0 13.0 0.4 OATIES 18.0 0.6 -5.9 2.9 -4.2 1.8 3.8 -1.7 3.8 14.7 -17.0 18.5 -16.4 10.4 0.6 5.1 0.1 6.3 3.4 -1.8 -12.6 20.0 -16.0 12.0 -20.0 -0.1 9.3 -3.5 9.9 -4.4 5.3 -1.8 20.0 8.4 -8.5 -8.3 -16.6 -1.6 -2.3 16.7 OJ 0.7 1.1 4.2 2.4 -10.7 1.7 -0.8 -1.8 2.2 4.5 9.0 9.3 16.2 12.4 17.0 4.0 12.7 5.6 8.4 9.6 16.5 4.8 20.0 6.3 -20.0 1.6 2.2 6.4 1.7 17.6 1.0 15.0 3.8 -0.0 -7.1 6.8 8.1 8.8 20.0 20.0 PALLAD -8.4 3.7 12.2 2.1 -1.7 1.5 -0.7 0.6 1.1 -8.1 -3.6 -8.5 -7.7 -4.9 0.0 -2.0 -2.1 -1.9 -1.9 -1.6 -3.4 -8.2 -9.6 -4.7 12.3 -0.5 -5.0 -1.2 -4.9 -3.8 -2.6 6.8 -9.4 -9.5 -8.1 -5.6 -20.0 -16.3 -20.0 -10.5 PLAT -2.4 6.2 3.1 3.0 -2.3 2.1 -1.0 0.8 1.5 9.1 -1.4 -1.7 -7.5 0.1 -0.6 -5.0 -3.7 -4.6 -4.3 1.8 0.3 2.5 -2.1 1.0 10.2 1.9 5.5 1.3 1.8 0.3 1.1 3.4 4.9 -0.4 -4.5 -6.7 -19.2 -6.0 18.1 7.4 REDWHEAT 20.0 20.0 10.5 2.3 -10.1 1.6 -0.8 -1.7 2.0 7.8 -12.0 13.3 -18.1 15.4 5.6 -8.6 -0.3 -2.2 -0.8 9.8 -7.2 20.0 -20.0 20.0 -7.7 3.5 2.1 -1.8 8.4 -4.9 8.0 -4.6 20.0 20.0 20.0 -13.4 -9.1 -20.0 1.9 -20.0 RICE 20.0 -12.3 -6.9 1.0 -4.6 0.7 -0.4 -0.8 0.9 8.0 2.2 9.1 4.9 7.6 2.6 20.0 13.1 20.0 20.0 4.0 2.2 10.5 3.3 9.6 -6.6 0.5 1.3 0.0 2.5 0.3 2.1 20.0 3.9 20.0 -5.9 -3.9 -0.0 -4.1 5.9 4.8 ROBUSTA -4.2 6.7 6.8 1.6 -6.9 1.1 -0.5 -1.1 1.4 -10.7 13.9 4.9 14.1 10.8 13.0 20.0 20.0 20.0 20.0 20.0 20.0 6.2 20.0 20.0 -20.0 5.1 -1.6 5.2 1.3 4.6 3.9 20.0 -11.0 20.0 20.0 20.0 -15.9 -20.0 -1.2 3.3 RUSSELL -20.0 -13.8 3.9 0.2 0.0 3.0 -1.8 3.4 -2.4 8.3 8.3 -4.7 8.0 -7.3 -3.5 -6.4 -6.4 -6.5 -6.5 -3.3 3.0 -1.6 4.6 -6.2 -1.6 -0.6 1.9 2.3 -0.5 3.2 -2.3 -1.0 6.3 5.1 -4.1 -10.1 -12.9 -20.0 -13.3 -20.0 SHATZ -4.8 -9.1 -20.0 -2.4 -1.0 -1.4 -2.0 -1.1 -2.7 -6.6 -8.3 -7.6 -7.9 -8.1 -8.8 -20.0 -20.0 -20.0 -20.0 -11.1 -10.0 -9.9 -9.6 -10.4 7.6 -3.1 -3.1 -2.4 -3.0 -2.1 -3.0 -20.0 -11.0 -1.5 0.7 -8.0 -20.0 -20.0 -15.6 -20.0 SILVER-mini -6.7 18.7 14.7 3.0 -2.3 2.1 -1.0 0.8 1.5 -10.0 8.1 -5.8 4.2 5.3 8.5 -7.0 -6.7 -6.9 -6.8 12.5 10.4 -5.7 5.3 5.1 2.7 3.7 -2.2 3.3 -1.4 1.9 1.5 -1.4 -14.4 5.3 15.5 15.0 -10.6 -15.2 18.4 4.3 SMI -19.6 -11.2 9.0 0.3 -3.0 3.9 -3.4 4.4 -3.4 -2.4 12.6 -6.1 10.8 -6.8 3.3 -2.6 3.8 0.7 3.0 1.4 7.7 -3.4 7.4 -4.6 13.0 2.7 -1.2 5.7 -1.0 4.8 -0.7 16.3 15.2 15.7 12.8 -1.1 12.2 -1.0 20.0 -2.6 SOFR -15.4 -19.1 -12.6 -3.0 0.3 -1.8 -1.8 -1.4 -3.2 3.4 -2.7 -8.3 -3.1 -10.0 -10.4 -3.3 -0.5 -1.9 -0.9 -12.8 -8.3 -6.3 -5.4 -12.3 -2.4 -3.3 0.2 -1.8 -1.8 -0.9 -3.4 4.0 1.0 -6.9 -2.7 0.6 -13.2 -20.0 8.0 -1.6 SOYBEAN -3.5 10.5 -8.8 2.5 -10.9 1.7 -0.8 -1.8 2.2 1.7 -13.7 0.5 -7.7 -2.1 -3.9 -3.6 9.8 0.3 4.4 -6.3 -12.8 -4.2 -14.6 -3.4 -20.0 -2.6 -5.8 -5.2 -2.8 -5.2 -1.7 8.7 -2.9 -12.5 11.9 -20.0 -13.1 -20.0 -11.1 -20.0 SOYMEAL 18.0 16.8 -16.4 2.2 -9.9 1.6 -0.8 -1.6 2.0 9.4 -17.0 13.5 -15.3 12.0 -8.4 -4.0 6.0 -3.9 -0.1 -2.8 -15.7 13.7 -16.5 9.7 -20.0 0.6 4.9 -5.2 7.6 -5.0 6.1 1.8 20.0 20.0 15.2 -20.0 -20.0 -20.0 -20.0 -20.0 SOYOIL -20.0 2.8 0.4 1.6 -6.9 1.1 -0.5 -1.1 1.4 -10.5 -12.3 -12.2 -10.8 -11.2 -9.0 -7.5 0.2 -7.0 -4.4 -10.8 -10.4 -19.3 -11.7 -15.7 -20.0 -3.0 -7.3 -1.9 -6.6 -1.9 -5.2 -7.2 -20.0 -20.0 -5.1 -10.7 -20.0 -13.1 -7.7 5.2 SP400 -20.0 -16.0 10.1 0.2 0.0 3.5 -2.1 4.0 -2.7 7.1 11.5 -6.1 11.6 -7.5 2.1 -5.0 -5.3 -5.2 -5.3 0.8 10.2 -3.9 11.7 -6.7 -11.6 1.1 0.3 4.5 -1.3 5.0 -1.9 1.0 5.8 0.7 3.8 -0.2 -13.9 -10.2 -11.6 -20.0 SP500_micro -20.0 -20.0 4.6 0.2 0.0 3.6 -2.1 4.1 -2.8 5.9 13.6 -4.5 14.7 -6.0 5.4 -11.5 -11.7 -12.4 -12.4 0.9 12.9 -4.6 17.7 -7.3 -19.5 0.8 -0.4 5.9 -1.8 8.0 -2.6 -10.6 -1.3 -1.0 -1.1 9.9 -3.4 -4.0 4.2 -4.4 SUGAR11 -20.0 -12.5 -14.7 1.9 -8.4 1.3 -0.6 -1.4 1.7 -7.3 -12.6 -14.4 0.1 -14.5 -12.8 3.1 15.4 8.6 12.4 -20.0 -15.8 -16.6 -5.5 -20.0 -20.0 -5.4 -2.3 -4.1 -4.2 -1.4 -5.9 20.0 -6.6 -20.0 -20.0 -20.0 20.0 8.9 20.0 20.0 US10 -13.4 -16.3 -6.9 -2.5 0.2 -1.5 -1.5 -1.1 -2.6 2.7 -3.0 -6.7 -4.5 -8.1 -8.5 -4.7 -7.5 -6.4 -7.2 -9.8 -7.0 -4.7 -6.6 -9.3 2.3 -2.7 0.2 -1.6 -1.5 -1.3 -2.8 -7.7 1.0 -3.1 -1.0 1.8 -20.0 -20.0 -5.6 3.5 US10U -13.6 -15.9 -6.6 -3.6 0.3 -2.1 -2.1 -1.6 -3.8 4.5 -3.9 -9.5 -6.2 -11.7 -12.4 -4.9 -1.3 -3.7 -2.3 -14.0 -10.2 -6.9 -10.0 -13.3 0.0 -3.8 0.2 -2.2 -2.2 -1.9 -4.0 2.2 1.4 -2.9 -0.3 3.8 -20.0 -20.0 19.6 11.9 US2 -11.4 -17.4 -14.4 -2.4 0.2 -1.4 -1.4 -1.1 -2.5 -1.4 -7.2 -7.4 -7.6 -8.3 -8.7 -20.0 -20.0 -20.0 -20.0 -12.4 -10.2 -6.4 -10.0 -10.8 10.9 -2.8 -0.4 -1.9 -1.6 -1.6 -2.6 -20.0 -1.5 -5.6 -4.7 -3.7 -20.0 -20.0 -15.8 -20.0 US20 -15.5 -16.7 -4.1 -2.6 0.2 -1.5 -1.5 -1.2 -2.7 5.8 -0.5 -6.1 -2.8 -8.0 -8.4 -0.3 -0.7 -0.2 -0.4 -9.1 -5.9 -4.2 -6.1 -9.0 -0.9 -2.4 0.6 -1.1 -1.4 -1.1 -2.8 4.2 2.7 -0.9 1.4 5.1 -20.0 -15.5 20.0 18.1 US30 -15.0 -15.6 -3.1 -3.0 0.3 -1.8 -1.8 -1.4 -3.2 3.4 -1.8 -7.8 -4.5 -9.8 -10.3 -1.6 -5.3 -4.3 -5.3 -10.5 -7.2 -5.8 -7.9 -10.7 -0.4 -3.0 0.2 -1.4 -2.1 -1.5 -3.5 -4.1 1.3 -0.8 1.2 6.1 -18.6 -13.4 20.0 20.0 US5 -13.0 -17.3 -11.1 -2.5 0.2 -1.5 -1.5 -1.2 -2.7 1.8 -5.5 -7.5 -6.0 -8.6 -9.0 -8.1 -10.0 -9.2 -9.7 -11.4 -8.5 -5.2 -7.6 -10.3 5.0 -2.9 0.1 -1.8 -1.5 -1.3 -2.8 -12.0 0.9 -4.9 -2.7 -0.7 -18.6 -20.0 -10.3 -7.6 VIX 1.6 11.4 14.7 -4.3 -8.0 -6.9 -8.0 -11.2 -5.0 -16.7 -19.6 -17.5 -20.0 -14.0 -13.4 -20.0 -20.0 -20.0 -20.0 -7.2 -13.7 -15.0 -20.0 -9.5 NaN -5.0 -9.2 -8.1 -9.3 -13.7 -6.0 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 17.1 20.0 8.5 2.2 -9.9 1.6 -0.8 -1.6 2.0 8.9 -4.4 12.3 -17.2 14.7 5.5 -19.2 -13.4 -17.4 -15.3 9.4 -5.3 20.0 -18.8 20.0 1.7 2.9 1.9 -1.6 7.2 -4.2 7.0 -20.0 20.0 20.0 20.0 -17.9 -5.5 -20.0 0.6 -20.0 End of report for caleb_strategy_v3