******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240508_204007 produced at 2024-05-08 21:37:55.117324 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.87 0.0 0.00 0.00 0.00 0.00 -12.24 11.0 0 0 caleb_strategy_v3 SHATZ False True 0.03 0.00 -0.34 0.0 0.00 0.00 0.00 0.00 -10.11 24.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.08 -0.16 -0.32 0.0 0.78 -0.78 -0.16 -0.47 -4.10 10.0 -2 -6 caleb_strategy_v3 US2 False True 0.06 0.00 -0.27 0.0 0.00 0.00 0.00 0.00 -4.52 13.0 0 0 caleb_strategy_v3 VIX False False 0.00 -0.23 -0.26 0.0 999.00 -999.00 -0.23 -0.24 -57.41 999999999.0 -51 -52 caleb_strategy_v3 JGB-SGX-mini False False 0.03 -0.08 -0.24 0.0 0.44 -0.44 -0.08 -0.08 -8.82 16.0 -3 -3 caleb_strategy_v3 CHF False False 0.04 -0.29 -0.15 0.0 0.53 -0.53 -0.29 -0.25 -3.67 13.0 -7 -6 caleb_strategy_v3 CAD False False 0.02 0.00 -0.11 0.0 0.63 -0.63 0.00 0.00 -4.91 29.0 0 0 caleb_strategy_v3 US5 False False 0.03 -0.31 -0.08 0.0 0.78 -0.78 -0.31 -0.28 -2.59 25.0 -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 -10.68 3.0 0 0 caleb_strategy_v3 BOBL False False 0.04 -0.26 -0.05 0.0 0.71 -0.71 -0.26 -0.26 -1.24 19.0 -7 -7 caleb_strategy_v3 JPY False False 0.02 -0.05 -0.05 0.0 0.41 -0.41 -0.05 -0.02 -2.28 17.0 -2 -1 caleb_strategy_v3 US10 False False 0.03 0.00 -0.04 0.0 0.55 -0.55 0.00 0.00 -1.25 17.0 0 0 caleb_strategy_v3 HEATOIL False False 0.03 -0.06 -0.04 0.0 0.09 -0.09 -0.06 -0.06 -1.21 3.0 -2 -2 caleb_strategy_v3 EUR False False 0.04 -0.12 -0.04 0.0 0.56 -0.56 -0.12 -0.12 -1.02 14.0 -3 -3 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.04 -0.04 0.0 0.05 -0.05 -0.04 -0.04 -19.48 26.0 -23 -21 caleb_strategy_v3 CORN False False 0.01 -0.01 -0.04 0.0 0.09 -0.09 -0.01 -0.01 -5.79 12.0 -2 -2 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.04 0.0 0.14 -0.14 -0.02 -0.02 -12.90 51.0 -6 -6 caleb_strategy_v3 LEANHOG False False 0.01 -0.01 -0.03 0.0 0.16 -0.16 -0.01 -0.02 -2.40 13.0 -1 -2 caleb_strategy_v3 DOW False False 0.01 0.00 -0.03 0.0 0.38 -0.38 0.00 0.00 -4.83 66.0 0 0 caleb_strategy_v3 GBP False False 0.02 0.00 -0.03 0.0 0.51 -0.51 0.00 0.00 -1.42 22.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -16.91 59.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.04 0.00 -0.03 0.0 0.30 -0.30 0.00 0.00 -0.81 8.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.04 -0.03 0.0 0.25 -0.25 -0.04 -0.06 -2.58 23.0 -4 -6 caleb_strategy_v3 COTTON2 False False 0.01 -0.05 -0.03 0.0 0.13 -0.13 -0.05 -0.05 -2.11 11.0 -4 -4 caleb_strategy_v3 NIKKEI False False 0.01 0.00 -0.02 0.0 0.26 -0.26 0.00 0.00 -2.52 36.0 0 0 caleb_strategy_v3 SP400 False False 0.09 -0.09 -0.02 0.0 0.18 -0.18 -0.09 0.00 -0.28 2.0 -1 0 caleb_strategy_v3 SP500_micro False False 0.01 -0.01 -0.02 0.0 0.37 -0.37 -0.01 -0.01 -2.97 48.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.02 -0.02 0.0 0.12 -0.12 -0.02 -0.01 -2.72 18.0 -3 -2 caleb_strategy_v3 US10U False False 0.03 -0.17 -0.02 0.0 0.43 -0.43 -0.17 -0.17 -0.67 13.0 -5 -5 caleb_strategy_v3 BUND False False 0.04 0.00 -0.02 0.0 0.42 -0.42 0.00 0.00 -0.47 10.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.03 -0.02 0.0 0.08 -0.08 -0.03 -0.04 -2.52 10.0 -4 -5 caleb_strategy_v3 RUSSELL False False 0.00 -0.05 -0.02 0.0 0.21 -0.21 -0.05 -0.06 -7.15 68.0 -17 -18 caleb_strategy_v3 GOLD_micro False False 0.01 -0.04 -0.01 0.0 0.39 -0.39 -0.04 -0.07 -1.11 56.0 -6 -10 caleb_strategy_v3 GASOIL False False 0.02 -0.02 -0.01 0.0 0.09 -0.09 -0.02 -0.02 -0.61 4.0 -1 -1 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.01 0.0 0.06 -0.06 0.00 0.00 -0.41 2.0 0 0 caleb_strategy_v3 US20 False True 0.03 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.19 9.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.10 -0.10 0.00 0.00 -0.52 9.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.02 -0.01 0.0 0.13 -0.13 -0.02 -0.02 -0.50 7.0 -1 -1 caleb_strategy_v3 US30 False False 0.04 -0.04 -0.01 0.0 0.22 -0.22 -0.04 0.00 -0.22 6.0 -1 0 caleb_strategy_v3 BUXL False False 0.04 -0.13 -0.01 0.0 0.17 -0.17 -0.13 -0.13 -0.23 4.0 -3 -3 caleb_strategy_v3 NZD False False 0.02 -0.02 -0.01 0.0 0.37 -0.37 -0.02 0.00 -0.60 21.0 -1 0 caleb_strategy_v3 AUD False False 0.02 -0.04 -0.00 0.0 0.37 -0.37 -0.04 -0.02 -0.10 19.0 -2 -1 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 0.00 0.0 0.23 -0.23 0.00 0.00 0.01 23.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.03 0.00 0.0 0.09 -0.09 -0.03 -0.01 0.03 9.0 -3 -1 caleb_strategy_v3 OATIES False True 0.01 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.43 2.0 0 0 caleb_strategy_v3 OAT False False 0.04 0.00 0.00 0.0 0.40 -0.40 0.00 0.08 0.03 10.0 0 2 caleb_strategy_v3 COCOA False False 0.02 0.00 0.00 0.0 0.63 -0.63 0.00 0.02 0.07 26.0 0 1 caleb_strategy_v3 MILK False False 0.01 0.00 -0.00 0.0 0.06 -0.06 0.00 0.00 -0.31 5.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 0.00 0.0 0.08 -0.08 0.00 0.00 0.06 8.0 0 0 caleb_strategy_v3 COFFEE False False 0.02 0.02 0.00 0.0 0.13 -0.13 0.02 0.00 0.00 6.0 1 0 caleb_strategy_v3 BTP False False 0.04 0.11 0.01 0.0 0.38 -0.38 0.11 0.11 0.22 10.0 3 3 caleb_strategy_v3 PLAT False False 0.01 0.00 0.02 0.0 0.15 -0.15 0.00 0.01 1.39 10.0 0 1 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.84 999999999.0 0 0 caleb_strategy_v3 GASOLINE False False 0.03 0.12 0.02 0.0 999.00 -999.00 0.12 0.12 0.66 999999999.0 4 4 caleb_strategy_v3 RICE False False 0.01 0.00 0.03 0.0 0.04 -0.04 0.00 0.00 2.88 4.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.00 0.03 0.0 0.05 -0.05 0.00 0.00 1.89 3.0 0 0 caleb_strategy_v3 LIVECOW False False 0.02 0.02 0.05 0.0 0.35 -0.35 0.02 0.04 2.49 17.0 1 2 caleb_strategy_v3 EUROSTX False False 0.02 0.14 0.07 0.0 0.32 -0.32 0.14 0.14 4.35 20.0 9 9 caleb_strategy_v3 DAX False False 0.01 0.04 0.09 0.0 0.34 -0.34 0.04 0.04 15.19 58.0 6 6 caleb_strategy_v3 SMI False True 0.04 0.19 0.10 0.0 0.19 0.00 0.19 0.19 2.60 9.0 5 5 caleb_strategy_v3 CRUDE_W False False 0.02 0.07 0.11 0.0 0.11 -0.11 0.07 0.05 5.10 5.0 3 2 caleb_strategy_v3 CAC True False 0.03 0.00 0.11 0.0 0.00 0.00 0.00 0.00 4.16 12.0 0 0 caleb_strategy_v3 COPPER False False 0.03 0.17 0.13 0.0 999.00 -999.00 0.17 0.13 3.76 999999999.0 5 4 caleb_strategy_v3 DX False True 0.03 0.00 0.13 0.0 0.00 0.00 0.00 0.00 4.16 999999999.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.28 0.37 0.0 0.52 -0.52 0.28 0.29 42.67 60.0 32 33 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 16.0 Shocked risk 43.0 Sum abs risk 48.6 Leverage 4.78 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3369018.08, 'annual_cash_vol_target': 842254.52, 'daily_cash_vol_target': 52640.9075} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0043 0.6585 0.6561 10.4975 BITCOIN 1812.9304 62865.0000 2.8838 46.1416 BOBL 0.2729 117.0100 0.2332 3.7312 BTP 0.6157 118.1200 0.5213 8.3401 BUND 0.5489 131.3000 0.4180 6.6884 BUXL 1.2759 131.5000 0.9702 15.5239 CAC 53.7600 8133.0000 0.6610 10.5762 CAD 0.0029 0.7288 0.3986 6.3781 CANOLA 8.0338 656.1000 1.2245 19.5918 CHF 0.0050 1.1060 0.4483 7.1731 COCOA 407.4794 8227.0000 4.9530 79.2472 COFFEE 4.3506 198.1500 2.1956 35.1297 COPPER 0.0526 4.5445 1.1579 18.5272 CORN 4.9542 481.5000 1.0289 16.4627 COTTON2 1.4051 79.8600 1.7594 28.1509 CRUDE_W 0.8674 75.9700 1.1418 18.2692 DAX 139.5584 18638.0000 0.7488 11.9805 DOW 249.1458 39165.0000 0.6361 10.1783 DX 0.3567 105.4250 0.3383 5.4130 EUR 0.0044 1.0764 0.4063 6.5003 EURIBOR-ICE 0.0524 97.4300 0.0538 0.8610 EUROSTX 40.2213 5020.0000 0.8012 12.8195 FEEDCOW 2.1755 252.4500 0.8618 13.7884 GASOIL 10.3564 763.7500 1.3560 21.6958 GASOLINE 0.0367 2.4778 1.4813 23.7004 GAS_US_mini 0.0804 2.4650 3.2603 52.1647 GBP 0.0059 1.2499 0.4725 7.5597 GOLD_micro 19.9074 2319.9000 0.8581 13.7298 HEATOIL 0.0326 2.5036 1.3001 20.8024 JGB-SGX-mini 0.2219 144.4200 0.1536 2.4579 JPY 0.0001 0.0065 0.7860 12.5759 LEANHOG 1.2254 101.7750 1.2040 19.2647 LIVECOW 1.4655 174.2750 0.8409 13.4549 LUMBER-new 7.2960 535.5000 1.3625 21.7995 MILK 0.2466 19.2600 1.2804 20.4861 MXP 0.0004 0.0588 0.6428 10.2850 NASDAQ_micro 168.9204 18166.7500 0.9298 14.8773 NIKKEI 397.6294 38395.0000 1.0356 16.5700 NZD 0.0039 0.5998 0.6443 10.3080 OAT 0.5440 126.5900 0.4298 6.8760 OATIES 4.8776 379.7500 1.2844 20.5507 OJ 4.8812 374.8500 1.3022 20.8347 PALLAD 23.3911 957.5000 2.4429 39.0870 PLAT 14.8263 985.9000 1.5038 24.0614 REDWHEAT 11.4618 661.7500 1.7321 27.7128 RICE 0.1968 15.3800 1.2799 20.4783 ROBUSTA 81.1636 3401.0000 2.3865 38.1834 RUSSELL 21.6954 2061.2000 1.0526 16.8410 SHATZ 0.0826 105.2750 0.0785 1.2560 SILVER-mini 0.4676 27.9500 1.6732 26.7704 SMI 84.9610 11580.0000 0.7337 11.7390 SOFR 0.0654 96.0550 0.0680 1.0886 SOYBEAN 11.1894 1213.2500 0.9223 14.7563 SOYMEAL 5.3348 375.0000 1.4226 22.7616 SOYOIL 0.6486 44.0000 1.4740 23.5845 SP400 24.6310 2979.0000 0.8268 13.2292 SP500_micro 36.8470 5209.2500 0.7073 11.3174 SUGAR11 0.2981 19.6400 1.5178 24.2845 US10 0.4000 108.8125 0.3676 5.8821 US10U 0.5243 111.8438 0.4687 7.4999 US2 0.1042 101.6875 0.1025 1.6392 US20 0.7648 116.2500 0.6579 10.5266 US30 1.1269 122.6875 0.9185 14.6959 US5 0.2585 105.6406 0.2447 3.9150 VIX 0.4527 15.4000 2.9396 47.0338 WHEAT 10.0276 681.0000 1.4725 23.5598 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 658.50 0.66 432.04 1.00 432.04 52640.91 121.84 -0.32 -3.96 BITCOIN 62.86 2.88 181.29 1.00 181.29 52640.91 290.36 -5.38 -156.16 BOBL 1170.10 0.23 272.87 1.08 293.52 52640.91 179.34 -6.84 -122.69 BTP 1181.20 0.52 615.71 1.08 662.32 52640.91 79.48 0.82 6.53 BUND 1313.00 0.42 548.86 1.08 590.41 52640.91 89.16 -5.20 -46.34 BUXL 1315.00 0.97 1275.87 1.08 1372.45 52640.91 38.36 -5.84 -22.40 CAC 813.30 0.66 537.60 1.08 578.30 52640.91 91.03 13.40 122.00 CAD 728.75 0.40 290.50 1.00 290.50 52640.91 181.20 -10.44 -189.26 CANOLA 131.22 1.22 160.68 0.73 117.40 52640.91 448.40 -11.83 -530.26 CHF 1382.50 0.45 619.80 1.00 619.80 52640.91 84.93 -16.66 -141.49 COCOA 822.70 4.95 4074.79 1.00 4074.79 52640.91 12.92 2.46 3.18 COFFEE 743.06 2.20 1631.47 1.00 1631.47 52640.91 32.27 0.10 0.32 COPPER 1136.12 1.16 1315.57 1.00 1315.57 52640.91 40.01 8.67 34.71 CORN 240.75 1.03 247.71 1.00 247.71 52640.91 212.51 -11.20 -237.90 COTTON2 399.30 1.76 702.54 1.00 702.54 52640.91 74.93 -13.16 -98.63 CRUDE_W 759.70 1.14 867.44 1.00 867.44 52640.91 60.69 7.76 47.07 DAX 186.38 0.75 139.56 1.08 150.12 52640.91 350.65 12.70 445.26 DOW 195.82 0.64 124.57 1.00 124.57 52640.91 422.57 -4.92 -207.70 DX 1054.25 0.34 356.67 1.00 356.67 52640.91 147.59 10.85 160.18 EUR 1345.50 0.41 546.64 1.00 546.64 52640.91 96.30 -4.09 -39.43 EURIBOR-ICE 2435.75 0.05 131.08 1.08 141.00 52640.91 373.33 -3.22 -120.30 EUROSTX 502.00 0.80 402.21 1.08 432.66 52640.91 121.67 10.47 127.40 FEEDCOW 1262.25 0.86 1087.77 1.00 1087.77 52640.91 48.39 -5.05 -24.42 GASOIL 763.75 1.36 1035.64 1.00 1035.64 52640.91 50.83 -2.75 -13.99 GASOLINE 1040.68 1.48 1541.53 1.00 1541.53 52640.91 34.15 4.44 15.18 GAS_US_mini 61.62 3.26 200.92 1.00 200.92 52640.91 262.01 -6.87 -179.87 GBP 781.19 0.47 369.09 1.00 369.09 52640.91 142.62 -3.84 -54.80 GOLD_micro 231.99 0.86 199.07 1.00 199.07 52640.91 264.43 -1.23 -32.45 HEATOIL 1051.51 1.30 1367.12 1.00 1367.12 52640.91 38.50 -7.27 -28.01 JGB-SGX-mini 144420.00 0.15 22185.40 0.01 143.53 52640.91 366.75 -2.22 -81.47 JPY 808.12 0.79 635.18 1.00 635.18 52640.91 82.88 -10.62 -87.99 LEANHOG 407.10 1.20 490.17 1.00 490.17 52640.91 107.39 -3.67 -39.41 LIVECOW 697.10 0.84 586.21 1.00 586.21 52640.91 89.80 8.37 75.20 LUMBER-new 147.26 1.36 200.64 1.00 200.64 52640.91 262.36 -19.03 -499.20 MILK 385.20 1.28 493.20 1.00 493.20 52640.91 106.73 -1.35 -14.42 MXP 294.00 0.64 188.99 1.00 188.99 52640.91 278.54 10.44 290.70 NASDAQ_micro 363.34 0.93 337.84 1.00 337.84 52640.91 155.82 -7.11 -110.84 NIKKEI 38395.00 1.04 39762.94 0.01 257.26 52640.91 204.62 -1.14 -23.24 NZD 599.85 0.64 386.45 1.00 386.45 52640.91 136.21 -1.71 -23.31 OAT 1265.90 0.43 544.02 1.08 585.20 52640.91 89.95 0.10 0.87 OATIES 189.88 1.28 243.88 1.00 243.88 52640.91 215.85 0.83 17.87 OJ 562.28 1.30 732.18 1.00 732.18 52640.91 71.90 12.25 88.10 PALLAD 957.50 2.44 2339.11 1.00 2339.11 52640.91 22.50 -5.37 -12.08 PLAT 492.95 1.50 741.32 1.00 741.32 52640.91 71.01 5.72 40.62 REDWHEAT 330.88 1.73 573.09 1.00 573.09 52640.91 91.85 0.47 4.36 RICE 307.60 1.28 393.70 1.00 393.70 52640.91 133.71 8.86 118.53 ROBUSTA 340.10 2.39 811.64 1.00 811.64 52640.91 64.86 0.18 1.15 RUSSELL 103.06 1.05 108.48 1.00 108.48 52640.91 485.27 -4.45 -215.86 SHATZ 1052.75 0.08 82.64 1.08 88.90 52640.91 592.15 -16.84 -997.04 SILVER-mini 698.75 1.67 1169.11 1.00 1169.11 52640.91 45.03 5.45 24.52 SMI 1158.00 0.73 849.61 1.10 936.31 52640.91 56.22 13.53 76.09 SOFR 2401.38 0.07 163.39 1.00 163.39 52640.91 322.18 -6.25 -201.38 SOYBEAN 606.62 0.92 559.47 1.00 559.47 52640.91 94.09 -5.68 -53.43 SOYMEAL 375.00 1.42 533.48 1.00 533.48 52640.91 98.68 -5.72 -56.41 SOYOIL 264.00 1.47 389.14 1.00 389.14 52640.91 135.27 -20.00 -270.55 SP400 2979.00 0.83 2463.10 1.00 2463.10 52640.91 21.37 -3.94 -8.43 SP500_micro 260.46 0.71 184.23 1.00 184.23 52640.91 285.73 -4.47 -127.66 SUGAR11 219.97 1.52 333.86 1.00 333.86 52640.91 157.67 -8.10 -127.78 US10 1088.12 0.37 400.03 1.00 400.03 52640.91 131.59 -7.48 -98.48 US10U 1118.44 0.47 524.26 1.00 524.26 52640.91 100.41 -5.25 -52.67 US2 2033.75 0.10 208.36 1.00 208.36 52640.91 252.65 -14.12 -356.61 US20 1162.50 0.66 764.82 1.00 764.82 52640.91 68.83 -2.16 -14.85 US30 1226.88 0.92 1126.87 1.00 1126.87 52640.91 46.71 -3.69 -17.22 US5 1056.41 0.24 258.49 1.00 258.49 52640.91 203.65 -10.02 -204.15 VIX 154.00 2.94 452.70 1.00 452.70 52640.91 116.28 -20.00 -232.56 WHEAT 340.50 1.47 501.38 1.00 501.38 52640.91 104.99 0.23 2.40 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -3.959 0.010 2.5 -0.103 BITCOIN -156.161 0.043 2.5 -16.910 BOBL -122.693 0.004 2.5 -1.244 BTP 6.531 0.014 2.5 0.223 BUND -46.343 0.004 2.5 -0.470 BUXL -22.395 0.004 2.5 -0.227 CAC 122.001 0.014 2.5 4.161 CAD -189.264 0.010 2.5 -4.911 CANOLA -530.255 0.010 2.5 -12.900 CHF -141.488 0.010 2.5 -3.671 COCOA 3.180 0.009 2.5 0.068 COFFEE 0.320 0.005 2.5 0.004 COPPER 34.707 0.043 2.5 3.758 CORN -237.905 0.010 2.5 -5.788 COTTON2 -98.631 0.009 2.5 -2.112 CRUDE_W 47.073 0.043 2.5 5.097 DAX 445.260 0.014 2.5 15.187 DOW -207.703 0.009 2.5 -4.827 DX 160.175 0.010 2.5 4.156 EUR -39.431 0.010 2.5 -1.023 EURIBOR-ICE -120.298 0.014 2.5 -4.103 EUROSTX 127.399 0.014 2.5 4.345 FEEDCOW -24.418 0.013 2.5 -0.809 GASOIL -13.986 0.017 2.5 -0.606 GASOLINE 15.179 0.017 2.5 0.658 GAS_US_mini -179.873 0.043 2.5 -19.478 GBP -54.804 0.010 2.5 -1.422 GOLD_micro -32.448 0.014 2.5 -1.107 HEATOIL -28.009 0.017 2.5 -1.214 JGB-SGX-mini -81.466 0.043 2.5 -8.822 JPY -87.992 0.010 2.5 -2.283 LEANHOG -39.410 0.024 2.5 -2.395 LIVECOW 75.201 0.013 2.5 2.492 LUMBER-new -499.202 0.009 2.5 -10.684 MILK -14.418 0.009 2.5 -0.309 MXP 290.698 0.059 2.5 42.667 NASDAQ_micro -110.838 0.009 2.5 -2.576 NIKKEI -23.240 0.043 2.5 -2.517 NZD -23.306 0.010 2.5 -0.605 OAT 0.872 0.014 2.5 0.030 OATIES 17.870 0.010 2.5 0.435 OJ 88.098 0.009 2.5 1.887 PALLAD -12.077 0.014 2.5 -0.412 PLAT 40.617 0.014 2.5 1.385 REDWHEAT 4.359 0.005 2.5 0.058 RICE 118.525 0.010 2.5 2.884 ROBUSTA 1.150 0.005 2.5 0.013 RUSSELL -215.860 0.013 2.5 -7.153 SHATZ -997.035 0.004 2.5 -10.110 SILVER-mini 24.522 0.014 2.5 0.836 SMI 76.095 0.014 2.5 2.595 SOFR -201.377 0.024 2.5 -12.239 SOYBEAN -53.430 0.004 2.5 -0.497 SOYMEAL -56.410 0.004 2.5 -0.525 SOYOIL -270.547 0.004 2.5 -2.518 SP400 -8.425 0.013 2.5 -0.279 SP500_micro -127.665 0.009 2.5 -2.967 SUGAR11 -127.781 0.009 2.5 -2.718 US10 -98.482 0.005 2.5 -1.248 US10U -52.667 0.005 2.5 -0.667 US2 -356.612 0.005 2.5 -4.519 US20 -14.855 0.005 2.5 -0.188 US30 -17.216 0.005 2.5 -0.218 US5 -204.150 0.005 2.5 -2.587 VIX -232.564 0.099 2.5 -57.406 WHEAT 2.397 0.005 2.5 0.032 ===================== Position diags ===================== AUD 3.16 BITCOIN 31.44 BOBL 1.82 BTP 2.71 BUND 0.90 BUXL 0.39 CAC 3.10 CAD 4.70 CANOLA 10.91 CHF 2.20 COCOA 0.28 COFFEE 0.38 COPPER 4.33 CORN 5.17 COTTON2 1.60 CRUDE_W 6.57 DAX 11.96 DOW 9.82 DX 3.83 EUR 2.50 EURIBOR-ICE 12.73 EUROSTX 4.15 FEEDCOW 1.60 GASOIL 2.20 GASOLINE 1.48 GAS_US_mini 28.37 GBP 3.70 GOLD_micro 9.02 HEATOIL 1.67 JGB-SGX-mini 39.71 JPY 2.15 LEANHOG 6.53 LIVECOW 2.98 LUMBER-new 5.62 MILK 2.29 MXP 40.88 NASDAQ_micro 3.62 NIKKEI 22.16 NZD 3.53 OAT 3.07 OATIES 5.25 OJ 1.54 PALLAD 0.77 PLAT 2.42 REDWHEAT 1.22 RICE 3.25 ROBUSTA 0.76 RUSSELL 16.08 SHATZ 6.00 SILVER-mini 1.54 SMI 1.92 SOFR 19.58 SOYBEAN 0.88 SOYMEAL 0.92 SOYOIL 1.26 SP400 0.71 SP500_micro 6.64 SUGAR11 3.35 US10 1.67 US10U 1.27 US2 3.20 US20 0.87 US30 0.59 US5 2.58 VIX 28.70 WHEAT 1.39 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -0.1 -0.4 0.2 -2.0 -2 BITCOIN -16.9 -20.1 -13.8 0.0 0 BOBL -1.2 -1.4 -1.1 -7.0 -7 BTP 0.2 -0.0 0.5 3.0 3 BUND -0.5 -0.6 -0.4 0.0 0 BUXL -0.2 -0.3 -0.2 -3.0 -3 CAC 4.2 3.9 4.5 0.0 0 CAD -4.9 -5.4 -4.4 0.0 0 CANOLA -12.9 -14.0 -11.8 -6.0 -6 CHF -3.7 -3.9 -3.5 -7.0 -7 COCOA 0.1 0.0 0.1 0.0 0 COFFEE 0.0 -0.0 0.0 1.0 1 COPPER 3.8 3.3 4.2 5.0 5 CORN -5.8 -6.3 -5.3 -2.0 -2 COTTON2 -2.1 -2.3 -2.0 -4.0 -4 CRUDE_W 5.1 4.4 5.8 3.0 3 DAX 15.2 14.0 16.4 6.0 6 DOW -4.8 -5.8 -3.8 0.0 0 DX 4.2 3.8 4.5 NaN 0 EUR -1.0 -1.3 -0.8 -3.0 -3 EURIBOR-ICE -4.1 -5.4 -2.8 -2.0 -2 EUROSTX 4.3 3.9 4.8 9.0 9 FEEDCOW -0.8 -1.0 -0.6 0.0 0 GASOIL -0.6 -0.8 -0.4 -1.0 -1 GASOLINE 0.7 0.5 0.8 4.0 4 GAS_US_mini -19.5 -22.3 -16.6 -23.0 -23 GBP -1.4 -1.8 -1.1 0.0 0 GOLD_micro -1.1 -2.0 -0.2 -6.0 -6 HEATOIL -1.2 -1.4 -1.0 -2.0 -2 JGB-SGX-mini -8.8 -12.8 -4.9 -3.0 -3 JPY -2.3 -2.5 -2.1 -2.0 -2 LEANHOG -2.4 -3.0 -1.7 -1.0 -1 LIVECOW 2.5 2.2 2.8 1.0 1 LUMBER-new -10.7 -11.2 -10.1 NaN 0 MILK -0.3 -0.5 -0.1 NaN 0 MXP 42.7 38.6 46.8 32.0 32 NASDAQ_micro -2.6 -2.9 -2.2 -4.0 -4 NIKKEI -2.5 -4.7 -0.3 0.0 0 NZD -0.6 -1.0 -0.3 -1.0 -1 OAT 0.0 -0.3 0.3 0.0 0 OATIES 0.4 -0.1 1.0 NaN 0 OJ 1.9 1.7 2.0 NaN 0 PALLAD -0.4 -0.5 -0.3 0.0 0 PLAT 1.4 1.1 1.6 0.0 0 REDWHEAT 0.1 -0.1 0.2 0.0 0 RICE 2.9 2.6 3.2 NaN 0 ROBUSTA 0.0 -0.1 0.1 0.0 0 RUSSELL -7.2 -8.8 -5.5 -17.0 -17 SHATZ -10.1 -10.7 -9.5 NaN 0 SILVER-mini 0.8 0.7 1.0 0.0 0 SMI 2.6 2.4 2.8 5.0 5 SOFR -12.2 -14.2 -10.3 NaN 0 SOYBEAN -0.5 -0.6 -0.4 -1.0 -1 SOYMEAL -0.5 -0.6 -0.4 0.0 0 SOYOIL -2.5 -2.6 -2.4 -4.0 -4 SP400 -0.3 -0.4 -0.2 -1.0 -1 SP500_micro -3.0 -3.6 -2.3 -1.0 -1 SUGAR11 -2.7 -3.1 -2.4 -3.0 -3 US10 -1.2 -1.4 -1.1 0.0 0 US10U -0.7 -0.8 -0.5 -5.0 -5 US2 -4.5 -4.8 -4.2 NaN 0 US20 -0.2 -0.3 -0.1 0.0 0 US30 -0.2 -0.3 -0.2 -1.0 -1 US5 -2.6 -2.8 -2.3 -10.0 -10 VIX -57.4 -60.3 -54.5 -51.0 -51 WHEAT 0.0 -0.1 0.2 -3.0 -3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 -0.0 -0.0 -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 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 -0.1 0.1 0.3 0.0 0.0 -0.0 0.1 -0.1 0.0 -0.0 0.2 0.4 0.4 0.1 -0.7 -0.3 -0.3 -0.0 BITCOIN -0.6 -0.3 0.3 0.0 -0.0 0.1 -0.0 0.1 0.0 0.1 0.3 -0.1 0.5 -0.1 0.1 -0.1 -0.1 -0.2 -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 -0.2 -0.2 -0.6 -0.6 0.6 -0.3 -0.0 0.4 0.1 BOBL -0.2 -0.2 -0.4 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.3 -0.1 0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.0 0.6 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.3 -0.2 -0.1 0.1 -0.0 -0.7 -0.7 0.1 -0.4 BTP -0.1 -0.4 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 0.2 0.1 0.3 -0.0 -0.0 0.1 0.1 0.1 0.1 0.0 0.0 0.1 0.2 0.0 -2.6 0.0 0.0 0.1 0.0 0.2 0.0 0.8 -0.2 0.1 0.4 0.6 -0.3 -0.3 0.7 0.1 BUND -0.2 -0.3 -0.3 -0.0 0.0 -0.0 0.0 -0.1 -0.0 0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 -0.0 0.3 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.1 -0.2 -0.1 0.2 0.1 -0.7 -0.7 0.3 -0.3 BUXL -0.2 -0.2 -0.1 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.0 -0.1 -0.0 -0.2 0.0 0.0 0.0 0.0 0.0 -0.0 0.0 -0.2 -0.1 0.4 0.3 -0.7 -0.7 -0.2 -0.1 CAC -0.2 -0.6 0.4 0.0 0.1 0.2 0.1 0.2 0.0 0.2 0.5 0.1 0.7 0.0 0.2 0.4 0.1 0.3 0.2 0.1 0.2 0.1 0.5 0.1 -1.6 0.1 0.1 0.3 0.1 0.4 0.1 1.0 -0.1 0.6 0.6 0.5 -0.3 0.3 -0.3 0.4 CAD 0.1 -0.3 -0.2 -0.1 0.0 -0.1 0.0 0.0 -0.0 -0.1 -0.3 0.0 -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 -0.0 0.0 -0.4 0.0 -0.0 -0.1 -0.5 -0.5 -0.1 -0.4 CANOLA 0.1 0.6 0.5 0.0 0.0 0.0 0.0 -0.0 0.0 0.1 -0.2 0.1 -0.3 0.0 0.0 -0.4 -0.2 -0.3 -0.3 0.0 -0.0 0.1 -0.3 0.1 -2.7 0.0 0.0 -0.1 0.0 -0.2 0.0 -1.1 0.2 -0.1 0.3 -0.2 -0.7 -0.6 -0.3 -0.1 CHF 0.3 -0.6 -0.6 -0.0 0.0 -0.1 0.0 0.0 -0.0 0.1 -0.5 0.1 -0.4 -0.1 -0.2 -0.3 -0.3 -0.3 -0.3 -0.2 -0.2 0.0 -0.3 -0.1 0.1 -0.1 0.0 -0.1 0.0 -0.1 -0.0 -1.1 0.0 0.2 -0.6 -0.6 -0.1 -0.6 0.2 -0.5 COCOA -0.6 -0.6 -0.4 0.0 0.0 0.0 0.0 -0.0 0.0 -0.0 0.1 -0.0 0.2 -0.0 0.0 0.4 0.3 0.4 0.4 0.1 0.1 -0.1 0.2 -0.0 -1.9 0.0 -0.0 0.1 -0.0 0.1 0.0 1.1 -0.5 -0.2 0.6 0.6 0.1 0.0 0.3 0.3 COFFEE -0.6 0.4 0.3 0.0 0.0 0.0 0.1 -0.0 0.0 -0.1 0.3 -0.1 0.3 -0.0 0.0 0.2 0.2 0.2 0.2 0.1 0.1 -0.2 0.2 -0.1 -2.4 0.0 -0.0 0.1 -0.0 0.1 0.0 0.6 -0.5 -0.1 0.6 0.6 -0.0 -0.7 0.3 -0.2 COPPER 0.2 0.6 0.6 0.0 -0.0 0.1 -0.0 0.0 0.0 -0.0 0.4 0.1 0.2 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.3 0.2 -1.9 0.1 -0.0 0.1 0.0 0.1 0.1 0.1 0.4 0.6 0.6 0.6 -0.7 -0.1 0.3 0.2 CORN 0.3 0.5 0.4 0.0 0.0 0.1 0.1 -0.0 0.1 0.1 -0.3 0.2 -0.7 0.2 0.1 -0.4 -0.2 -0.4 -0.3 0.0 -0.1 0.1 -0.5 0.1 -2.2 0.0 0.1 -0.1 0.1 -0.3 0.1 -1.1 0.4 0.3 0.4 -0.6 -0.5 -0.7 -0.5 0.0 COTTON2 -0.6 -0.6 0.1 0.0 0.0 0.0 0.0 -0.0 0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.2 0.1 -0.2 -0.1 -0.1 -0.0 -0.2 -2.7 -0.0 0.0 0.0 -0.0 0.0 -0.0 0.1 -0.3 -0.6 -0.6 0.3 -0.3 -0.5 0.1 0.0 CRUDE_W -0.6 0.1 0.3 0.0 -0.0 0.1 -0.1 0.2 -0.1 -0.1 0.2 -0.2 0.6 -0.1 0.1 0.3 0.2 0.3 0.3 0.1 0.2 -0.2 0.5 -0.1 -0.7 0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.1 -0.2 -0.3 0.2 0.1 0.7 0.6 0.7 0.6 DAX -0.3 -0.6 0.3 0.0 0.1 0.1 0.1 0.2 0.0 0.2 0.5 0.1 0.6 0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.1 0.5 0.1 1.7 0.1 0.1 0.2 0.1 0.3 0.0 -0.6 0.0 0.3 0.6 0.6 -0.1 0.2 0.1 0.6 DOW -0.1 -0.6 -0.3 0.0 0.1 0.1 0.0 0.2 0.0 0.1 0.3 0.1 0.4 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 0.1 0.1 0.4 0.0 -1.6 0.0 0.1 0.1 0.1 0.3 0.0 -0.5 -0.1 0.1 0.0 -0.2 0.1 -0.2 0.3 -0.5 DX 0.0 0.5 0.3 -0.0 0.0 -0.1 0.0 0.0 -0.0 -0.1 0.4 -0.0 0.4 0.2 0.2 0.1 0.1 0.1 0.1 0.2 0.2 -0.0 0.3 0.1 -2.7 0.1 -0.0 0.1 -0.0 0.1 0.0 0.8 -0.4 0.6 0.6 0.6 0.6 0.2 0.7 0.4 EUR 0.1 -0.3 -0.2 -0.0 0.0 -0.1 0.0 0.0 -0.0 0.1 -0.2 0.1 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.0 2.6 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.4 0.1 0.2 -0.0 0.1 -0.7 -0.5 -0.7 -0.4 EURIBOR-ICE -0.2 -0.6 -0.5 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 0.0 -0.0 1.6 -0.0 0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.2 -0.2 -0.0 -0.0 -0.7 -0.7 0.2 0.4 EUROSTX -0.4 -0.6 0.4 0.0 0.1 0.1 0.1 0.2 0.0 0.2 0.5 0.1 0.7 0.0 0.2 -0.1 -0.0 -0.1 -0.0 0.1 0.2 0.1 0.5 0.1 -0.1 0.1 0.1 0.3 0.1 0.4 0.0 0.5 -0.1 0.4 0.6 0.6 -0.5 0.2 -0.6 0.4 FEEDCOW 0.4 -0.6 0.0 0.0 0.0 0.1 0.1 -0.0 0.0 -0.1 -0.1 0.0 -0.1 -0.1 -0.0 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 -0.1 -0.0 -0.1 -0.8 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 -1.1 -0.4 0.2 -0.6 0.1 0.7 0.7 0.7 0.7 GASOIL -0.6 -0.3 0.2 0.0 -0.0 0.1 -0.1 0.2 -0.1 -0.1 0.2 -0.2 0.5 -0.2 0.0 -0.0 0.4 0.2 0.3 -0.1 0.1 -0.2 0.4 -0.2 0.9 -0.0 -0.0 0.1 -0.1 0.2 -0.1 0.4 -0.0 -0.4 -0.4 -0.2 -0.5 -0.3 -0.7 -0.6 GASOLINE -0.6 -0.1 0.4 0.0 -0.0 0.1 -0.1 0.2 -0.1 -0.2 0.4 -0.2 0.6 -0.1 0.1 0.4 0.3 0.4 0.2 0.1 0.2 -0.2 0.5 -0.1 -2.7 0.0 -0.1 0.2 -0.1 0.3 -0.1 -0.0 -0.4 -0.2 0.1 0.3 0.7 0.7 0.7 0.7 GAS_US_mini 0.4 0.4 -0.0 0.0 -0.0 0.1 -0.1 0.1 -0.0 0.1 -0.5 0.1 -0.7 0.0 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 0.1 -0.5 0.0 2.7 -0.1 0.1 -0.3 0.1 -0.4 0.0 -1.1 0.5 0.6 -0.4 -0.6 -0.5 -0.2 -0.7 -0.3 GBP 0.0 -0.4 -0.2 -0.0 0.0 -0.1 0.0 0.0 -0.0 -0.1 0.1 0.1 0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.0 0.0 -0.0 0.2 -0.0 -0.0 0.0 0.0 0.1 -0.0 0.2 0.0 0.2 0.0 0.3 -0.7 -0.4 -0.7 -0.2 GOLD_micro -0.6 0.4 0.6 0.0 -0.0 0.1 -0.0 0.0 0.0 -0.0 0.3 -0.1 0.3 0.0 0.1 -0.2 -0.3 -0.3 -0.3 0.2 0.2 -0.0 0.3 0.0 -0.4 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.8 -0.0 -0.0 0.6 0.6 -0.5 -0.6 -0.2 -0.3 HEATOIL -0.6 -0.2 0.1 0.0 -0.0 0.1 -0.1 0.2 -0.1 -0.1 -0.0 -0.2 0.3 -0.2 -0.0 -0.1 0.4 0.1 0.3 -0.1 0.0 -0.2 0.3 -0.2 -2.7 -0.0 -0.0 0.0 -0.1 0.2 -0.1 0.4 -0.1 -0.6 -0.6 -0.3 0.6 0.2 0.3 0.0 JGB-SGX-mini -0.1 -0.5 -0.3 -0.0 0.0 -0.0 0.0 -0.1 -0.0 0.0 0.0 0.0 0.1 -0.1 -0.1 0.3 0.3 0.2 0.2 -0.1 -0.0 0.0 0.0 -0.0 -1.1 -0.0 0.0 -0.0 0.0 -0.0 -0.0 1.1 -0.1 -0.3 -0.1 -0.0 -0.5 -0.3 0.0 0.4 JPY 0.3 -0.1 -0.1 -0.0 0.0 -0.0 0.0 0.0 -0.0 -0.0 -0.3 -0.0 -0.4 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 -0.0 -0.3 -0.1 2.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.2 -0.3 -0.5 -0.5 -0.7 -0.4 -0.7 -0.4 LEANHOG -0.4 -0.0 0.6 0.0 0.1 0.1 0.1 -0.1 0.1 -0.2 0.4 -0.2 -0.1 -0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.1 -0.2 0.1 -0.1 1.3 0.0 -0.1 0.2 -0.1 0.1 -0.1 -1.1 -0.5 -0.6 -0.2 0.6 -0.3 -0.3 0.0 0.4 LIVECOW 0.2 -0.6 0.1 0.0 0.0 0.0 0.1 -0.0 0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.0 0.4 0.1 0.4 0.3 -0.0 -0.0 0.0 0.0 -0.0 -0.7 0.0 0.0 0.0 0.0 0.1 -0.0 0.7 -0.0 0.1 -0.4 0.4 0.7 0.7 0.7 0.7 LUMBER-new -0.7 -0.7 -0.2 0.0 0.1 0.1 0.1 -0.0 0.1 0.0 -0.2 -0.1 -0.4 -0.2 -0.2 -0.5 -0.4 -0.5 -0.4 -0.2 -0.2 -0.1 -0.2 -0.2 NaN -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -1.2 0.5 -0.7 -0.7 -0.7 -0.5 -0.4 -0.2 -0.3 MILK 0.6 0.6 0.4 0.0 0.1 0.0 0.1 -0.0 0.0 0.1 -0.2 0.1 -0.4 0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.1 -0.0 0.2 -0.4 0.2 1.8 0.0 0.0 -0.0 0.1 -0.2 0.1 -1.1 0.3 0.6 0.3 -0.1 -0.7 -0.7 -0.7 -0.7 MXP -0.5 -0.4 -0.1 -0.0 0.0 -0.1 0.0 0.0 -0.0 0.1 0.4 -0.0 0.7 -0.1 0.0 0.3 0.3 0.3 0.3 0.0 0.1 0.0 0.5 -0.0 -2.7 0.0 0.0 0.2 0.0 0.3 -0.0 1.1 0.2 -0.4 0.6 0.6 0.7 0.7 0.7 0.7 NASDAQ_micro -0.3 -0.6 -0.3 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.3 0.0 0.4 0.0 0.0 -0.2 -0.2 -0.2 -0.2 -0.0 0.1 0.1 0.4 0.0 -2.7 -0.0 0.0 0.1 0.0 0.2 -0.0 -0.4 0.2 -0.0 -0.2 -0.0 -0.0 -0.0 0.1 -0.0 NIKKEI -0.6 -0.6 0.1 0.0 0.1 0.1 0.0 0.1 0.0 0.1 0.3 0.0 0.5 -0.1 0.0 0.0 0.2 0.1 0.1 0.0 0.1 0.0 0.5 -0.0 -1.8 0.0 0.0 0.1 0.0 0.3 -0.0 1.1 -0.2 -0.3 -0.1 0.5 -0.4 -0.2 -0.2 -0.3 NZD 0.2 -0.3 -0.2 -0.0 0.0 -0.0 0.0 0.0 -0.0 0.1 -0.1 0.1 -0.2 -0.1 -0.1 -0.0 0.0 0.0 0.0 -0.1 -0.1 0.1 -0.1 -0.0 0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.2 0.1 0.3 -0.1 -0.1 -0.3 -0.2 -0.1 0.2 OAT -0.1 -0.4 -0.2 -0.0 0.0 -0.0 0.0 -0.1 -0.0 0.1 -0.0 0.0 -0.0 -0.0 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 0.0 -0.0 -0.0 0.4 -0.0 0.0 0.0 0.0 0.0 -0.0 0.8 -0.1 -0.0 0.2 0.2 -0.6 -0.7 0.3 -0.0 OATIES 0.6 0.3 -0.1 0.0 0.1 0.1 0.1 -0.0 0.1 0.2 -0.4 0.2 -0.6 0.2 0.1 0.3 0.0 0.2 0.1 0.1 -0.1 0.2 -0.4 0.2 -2.7 0.0 0.1 -0.0 0.1 -0.1 0.1 -0.0 0.5 0.6 0.3 -0.1 -0.5 -0.1 -0.1 0.5 OJ 0.0 0.1 0.2 0.0 0.1 0.1 0.1 -0.0 0.1 0.2 0.3 0.2 0.6 0.2 0.2 0.1 0.2 0.1 0.2 0.1 0.2 0.1 0.5 0.1 -2.7 0.0 0.1 0.2 0.0 0.7 0.0 0.7 0.3 0.1 -0.0 0.4 0.2 0.3 0.7 0.7 PALLAD -0.4 0.0 0.4 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.0 -0.1 -0.1 -0.3 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.3 -0.1 1.7 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.4 -0.2 -0.2 -0.3 -0.2 -0.7 -0.6 -0.7 -0.4 PLAT -0.1 0.3 0.2 0.0 -0.0 0.1 -0.0 0.0 0.0 0.1 -0.0 0.1 -0.3 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.1 -0.0 0.1 1.4 0.0 0.1 0.1 0.1 0.0 0.0 0.2 0.5 0.2 0.1 -0.1 -0.6 -0.2 0.5 0.2 REDWHEAT 0.6 0.6 0.5 0.0 0.0 0.1 0.1 -0.0 0.1 0.0 -0.2 0.2 -0.6 0.2 0.1 -0.2 -0.0 -0.1 -0.0 0.2 -0.0 0.2 -0.4 0.2 -1.0 0.0 0.0 -0.0 0.1 -0.1 0.1 -0.4 0.5 0.6 0.6 -0.2 -0.3 -0.7 0.1 -0.7 RICE 0.6 -0.1 -0.2 0.0 0.0 0.0 0.0 -0.0 0.0 0.1 0.1 0.1 0.2 0.1 0.1 0.4 0.4 0.4 0.4 0.1 0.0 0.1 0.1 0.1 -1.0 0.0 0.0 0.0 0.0 0.0 0.0 1.1 0.1 0.6 -0.0 -0.1 -0.1 -0.1 0.1 0.1 ROBUSTA -0.6 -0.4 -0.3 0.0 0.0 0.0 0.0 -0.0 0.0 -0.1 0.2 -0.1 0.3 0.0 0.1 0.4 0.4 0.4 0.4 0.1 0.2 -0.2 0.4 -0.0 -2.7 0.0 -0.0 0.1 -0.0 0.1 0.0 1.1 -0.5 0.2 0.6 0.6 -0.4 -0.6 0.1 0.1 RUSSELL -0.1 -0.4 0.1 0.0 0.1 0.1 0.0 0.1 0.0 0.1 0.2 0.1 0.3 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 0.1 0.1 0.0 -0.2 0.0 0.1 0.1 0.1 0.1 0.0 -0.1 -0.0 0.1 -0.0 -0.3 -0.4 -0.7 -0.5 -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 -0.0 -0.3 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 -0.0 -0.3 -0.1 1.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.3 -0.2 -0.1 -0.3 -0.7 -0.7 -0.5 -0.7 SILVER-mini -0.5 0.5 0.5 0.0 -0.0 0.1 -0.0 0.0 0.0 0.1 0.2 -0.0 0.2 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.1 0.0 0.3 0.0 0.0 0.1 0.0 0.1 0.0 -0.1 0.1 -0.0 0.5 0.4 -0.3 -0.5 0.6 0.2 SMI -0.2 -0.5 0.3 0.0 0.1 0.1 0.0 0.2 0.0 0.1 0.3 0.1 0.4 -0.0 0.0 -0.1 0.1 0.0 0.1 0.0 0.1 0.1 0.2 0.0 1.7 0.0 0.1 0.1 0.1 0.2 0.0 0.8 0.1 0.4 0.2 -0.1 0.4 -0.0 0.6 -0.1 SOFR 0.0 -0.5 -0.4 -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 -0.0 -0.0 -0.1 -0.1 0.1 -0.2 -0.0 -0.3 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.2 -0.0 -0.1 -0.1 -0.0 -0.4 -0.7 0.3 -0.0 SOYBEAN 0.4 0.4 -0.1 0.0 0.0 0.1 0.1 -0.0 0.1 0.1 -0.3 0.2 -0.2 0.1 0.1 -0.0 0.2 0.0 0.1 0.0 -0.1 0.2 -0.3 0.2 -2.7 0.0 0.1 -0.0 0.1 -0.1 0.1 0.3 0.5 0.4 0.4 -0.6 -0.5 -0.7 -0.4 -0.7 SOYMEAL 0.6 0.6 -0.2 0.0 0.0 0.0 0.1 -0.0 0.0 0.1 -0.3 0.1 -0.4 0.1 0.0 -0.0 0.1 -0.0 0.0 0.1 -0.1 0.2 -0.2 0.2 -2.7 0.0 0.1 -0.0 0.1 -0.1 0.1 0.0 0.5 0.6 0.6 -0.5 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.6 -0.2 -0.1 0.0 0.0 0.0 0.0 -0.0 0.0 -0.0 -0.3 -0.1 -0.4 -0.1 -0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.5 -0.4 -0.6 -0.5 -0.4 -0.7 -0.5 -0.2 0.1 SP400 -0.3 -0.5 0.3 0.0 0.1 0.1 0.0 0.2 0.0 0.1 0.3 0.1 0.4 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 0.1 0.3 0.0 -1.6 0.0 0.1 0.1 0.1 0.2 0.0 0.1 -0.0 -0.0 0.1 0.0 -0.5 -0.3 -0.4 -0.7 SP500_micro -0.4 -0.6 0.0 0.0 0.1 0.1 0.0 0.2 0.0 0.1 0.4 0.1 0.5 -0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.1 0.1 0.5 0.0 -2.6 0.0 0.1 0.2 0.0 0.3 0.0 -0.6 0.1 -0.1 -0.0 0.2 -0.1 -0.1 0.1 -0.1 SUGAR11 -0.3 -0.4 -0.6 0.0 0.0 0.0 0.1 -0.0 0.0 0.0 -0.4 -0.1 -0.0 -0.1 -0.1 0.0 0.3 0.1 0.2 -0.2 -0.2 -0.0 -0.2 -0.2 -2.7 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 0.9 -0.1 -0.6 -0.6 -0.6 0.7 0.3 0.7 0.7 US10 0.0 -0.5 -0.3 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.1 -0.1 0.0 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.0 0.3 -0.0 0.0 -0.0 0.0 -0.1 -0.0 -0.4 -0.0 -0.0 -0.1 0.0 -0.6 -0.7 -0.1 0.1 US10U 0.0 -0.5 -0.3 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.1 0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 -0.3 -0.0 0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.1 -0.0 -0.1 0.1 -0.6 -0.7 0.6 0.4 US2 0.0 -0.5 -0.6 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.1 -0.2 0.0 -0.3 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 0.0 -0.3 -0.1 1.5 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -1.1 -0.2 -0.1 -0.1 -0.2 -0.6 -0.7 -0.5 -0.7 US20 -0.0 -0.5 -0.2 -0.0 0.0 -0.0 0.0 -0.1 -0.0 0.1 -0.0 0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 0.0 -0.2 -0.0 -0.1 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.3 -0.0 -0.0 -0.0 0.2 -0.7 -0.5 0.7 0.6 US30 -0.0 -0.5 -0.2 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.1 0.0 -0.2 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.0 -0.1 -0.0 0.0 -0.0 0.0 -0.1 -0.0 -0.2 -0.1 -0.1 -0.0 0.2 -0.6 -0.4 0.7 0.7 US5 0.0 -0.5 -0.5 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.1 -0.2 0.0 -0.2 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 0.0 -0.2 -0.0 0.7 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.6 -0.1 -0.0 -0.1 -0.1 -0.5 -0.7 -0.3 -0.3 VIX -0.6 0.4 0.7 -0.1 -0.1 -0.3 -0.2 -0.5 -0.1 -0.3 -0.8 -0.3 -1.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.2 -0.3 -0.3 -0.9 -0.3 NaN -0.1 -0.1 -0.3 -0.2 -0.6 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT 0.6 0.6 0.5 0.0 0.0 0.1 0.1 -0.0 0.1 0.1 0.0 0.2 -0.5 0.2 0.1 -0.4 -0.3 -0.4 -0.3 0.2 -0.0 0.2 -0.4 0.2 0.2 0.0 0.1 0.0 0.1 -0.1 0.1 -1.1 0.5 0.6 0.6 -0.3 -0.2 -0.7 -0.0 -0.7 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 6.8 -0.5 -0.8 -3.3 0.1 -1.7 0.2 0.6 -2.1 6.2 -4.6 9.7 -8.8 5.9 -2.0 -2.5 -2.8 -2.7 -2.7 -0.1 -2.2 9.1 -3.9 5.3 2.6 0.7 2.7 -0.6 5.8 -1.6 3.7 -0.6 9.4 12.8 11.2 3.0 -19.9 -8.7 -8.4 -1.2 BITCOIN -19.7 -10.3 7.9 3.6 -0.5 3.2 -1.0 1.4 1.0 6.5 12.0 -5.6 14.2 -8.6 6.6 -6.1 -7.3 -7.5 -7.8 4.0 17.7 -4.8 20.0 -7.7 -20.0 3.5 0.8 8.3 -1.1 9.1 -1.0 -3.0 -7.3 -17.3 -19.5 20.0 -9.9 -0.9 12.9 2.9 BOBL -5.6 -7.4 -12.8 -1.8 2.8 -1.5 2.0 -1.3 -0.4 4.5 -4.6 -1.9 -3.6 -4.6 -7.7 13.6 -7.3 4.7 -3.7 -6.4 -5.3 0.6 -4.5 -4.0 4.7 -2.4 0.5 -1.7 -0.4 -1.3 -1.9 -5.4 -10.0 -4.3 3.5 -0.8 -20.0 -20.0 3.8 -12.9 BTP -2.0 -13.5 -1.0 -2.9 4.5 -2.4 3.2 -2.0 -0.7 10.4 8.9 8.3 8.9 -2.4 -4.2 4.6 6.0 4.7 5.0 0.1 4.6 5.9 6.4 1.1 -19.3 2.2 2.9 5.0 2.6 5.6 1.2 15.0 -9.7 1.8 13.0 19.0 -8.5 -10.2 20.0 2.5 BUND -4.8 -7.8 -7.7 -2.0 3.1 -1.6 2.2 -1.4 -0.5 5.6 -2.0 -0.2 -1.7 -4.0 -7.7 -9.1 -0.4 -7.1 -4.0 -5.0 -3.4 2.2 -3.1 -2.8 2.2 -1.3 1.8 -0.4 0.7 -0.4 -1.0 2.1 -8.2 -2.9 7.2 4.1 -20.0 -20.0 8.8 -8.3 BUXL -4.7 -7.1 -2.6 -2.5 3.9 -2.0 2.8 -1.8 -0.6 7.5 -0.2 1.0 -2.6 -3.9 -8.3 -7.4 -2.5 -6.4 -4.5 -4.4 -2.7 3.6 -4.0 -2.2 -1.6 0.3 2.7 1.2 1.5 0.0 -0.1 0.0 -7.6 -2.4 12.1 9.7 -20.0 -20.0 -6.4 -4.2 CAC -7.3 -17.9 13.6 1.5 10.8 5.8 6.2 6.8 0.6 19.8 20.0 13.8 20.0 1.1 17.2 18.5 3.5 15.2 8.6 12.2 20.0 14.7 20.0 5.9 -12.3 7.7 12.9 10.6 8.9 10.2 5.9 19.3 -4.0 20.0 20.0 15.6 -10.2 8.1 -9.1 12.4 CAD 2.8 -8.2 -6.1 -4.7 0.2 -2.4 0.3 0.8 -3.0 -7.2 -11.9 0.0 -10.5 -10.4 -15.2 -2.9 -2.4 -2.7 -2.5 -11.4 -9.7 -4.9 -7.8 -7.8 -0.7 -6.0 -5.4 -5.1 -3.2 -4.0 -4.4 0.0 -15.9 1.5 -0.6 -2.7 -15.1 -14.8 -2.5 -11.3 CANOLA 3.1 20.0 15.7 1.8 2.6 1.1 3.4 -0.6 2.6 6.2 -5.6 5.9 -7.4 4.4 4.5 -17.7 -8.2 -16.1 -13.6 1.8 -4.2 9.8 -9.7 5.4 -20.0 0.8 4.9 -2.0 4.3 -4.8 2.4 -20.0 8.3 -1.8 9.4 -7.4 -20.0 -16.8 -10.4 -3.9 CHF 8.8 -17.2 -20.0 -3.9 0.1 -2.0 0.2 0.7 -2.5 8.4 -16.8 4.7 -11.0 -13.6 -18.0 -16.0 -15.9 -16.2 -16.0 -20.0 -20.0 1.4 -11.9 -10.5 0.5 -6.1 1.0 -5.5 0.3 -2.7 -3.1 -20.0 0.1 5.9 -20.0 -20.0 -2.4 -16.9 5.2 -15.2 COCOA -20.0 -20.0 -12.0 1.3 1.8 0.8 2.3 -0.4 1.8 -2.6 5.4 -4.2 6.3 -0.1 3.8 18.3 15.2 20.0 20.0 5.1 8.4 -7.0 7.2 -2.6 -14.6 2.0 -0.3 3.0 -0.8 2.9 0.2 20.0 -20.0 -6.3 20.0 20.0 4.0 0.2 9.5 8.2 COFFEE -20.0 10.8 8.8 2.7 3.9 1.6 5.0 -0.9 3.8 -11.6 9.7 -12.2 8.8 -1.1 4.3 11.2 8.8 11.8 10.9 9.4 12.8 -20.0 9.2 -5.6 -18.0 3.4 -4.0 3.6 -3.6 2.6 0.4 11.2 -20.0 -1.8 20.0 19.0 -1.0 -20.0 8.2 -7.3 COPPER 4.7 20.0 20.0 3.4 -0.4 3.0 -1.0 1.4 0.9 -4.8 14.8 8.0 6.9 13.5 15.7 -3.6 -4.9 -4.6 -5.0 20.0 20.0 11.1 11.5 20.0 -13.9 5.9 -0.0 4.7 2.3 2.5 4.9 1.5 16.9 20.0 20.0 20.0 -20.0 -2.7 8.1 6.6 CORN 10.3 16.7 13.1 3.8 5.5 2.3 7.0 -1.2 5.3 9.6 -9.5 16.2 -19.0 15.2 6.1 -19.3 -10.8 -19.1 -16.3 3.2 -8.9 16.7 -19.9 12.2 -16.8 2.0 6.0 -4.5 9.7 -8.7 7.3 -20.0 17.5 10.0 11.6 -20.0 -14.4 -20.0 -13.9 0.7 COTTON2 -19.9 -20.0 3.2 2.2 3.1 1.3 3.9 -0.7 3.0 1.6 -5.5 -6.6 -2.2 -10.2 -9.6 10.7 4.0 10.6 6.5 -14.2 -6.0 -8.9 -1.5 -16.5 -20.0 -2.4 0.8 0.0 -2.0 1.1 -3.6 2.3 -12.0 -20.0 -20.0 7.7 -9.9 -14.2 3.2 0.4 CRUDE_W -20.0 3.3 9.2 0.7 -3.5 4.3 -7.8 4.9 -5.6 -16.7 9.1 -20.0 15.6 -6.8 12.2 15.0 12.1 15.0 13.3 5.4 14.4 -20.0 16.7 -12.6 -5.5 1.5 -5.7 5.5 -9.6 6.8 -5.9 -1.1 -9.9 -8.1 6.3 1.6 20.0 17.7 20.0 19.0 DAX -9.4 -19.5 8.4 1.2 8.7 4.6 5.0 5.4 0.5 16.8 17.1 12.2 17.8 0.1 11.5 -9.9 -11.6 -11.8 -12.3 11.6 18.9 16.4 19.7 8.2 12.7 6.3 7.6 8.4 5.6 7.5 4.3 -10.5 0.6 9.3 20.0 17.6 -1.6 7.3 4.3 17.4 DOW -1.9 -20.0 -8.9 1.0 7.0 3.7 4.0 4.4 0.4 14.3 11.1 9.7 12.4 -5.6 -5.3 -10.6 -11.1 -11.7 -11.8 -1.5 7.0 11.5 13.4 0.6 -12.0 0.8 8.1 5.0 5.2 7.8 0.9 -9.6 -5.9 3.5 0.4 -6.0 2.0 -7.4 9.5 -15.2 DX 0.1 14.3 10.6 -4.5 0.2 -2.3 0.3 0.8 -2.9 -6.6 15.0 -1.2 11.3 14.8 17.7 7.2 6.6 7.2 6.9 17.4 15.1 -2.2 10.7 9.3 -20.0 6.1 -0.4 5.0 -0.7 3.6 3.4 15.8 -17.4 20.0 20.0 20.0 17.6 5.3 20.0 12.1 EUR 2.1 -9.5 -6.1 -4.5 0.2 -2.3 0.3 0.8 -2.9 9.2 -8.7 7.2 -8.0 -9.0 -12.6 -6.8 -6.8 -6.8 -6.7 -9.4 -8.8 4.8 -6.1 -3.1 19.8 -3.6 2.3 -2.9 3.1 -1.6 -0.8 -7.3 3.1 5.4 -0.1 1.7 -20.0 -15.5 -20.0 -12.2 EURIBOR-ICE -7.2 -17.7 -14.2 -1.7 2.7 -1.4 1.9 -1.2 -0.4 4.7 0.2 -0.9 1.4 -4.7 -7.0 -5.5 -4.3 -4.3 -3.7 -6.2 -2.5 1.4 0.2 -4.1 12.2 -2.2 0.6 -0.6 -0.2 0.5 -1.9 -1.1 -7.8 -6.4 -1.4 -0.9 -20.0 -20.0 6.0 13.1 EUROSTX -11.3 -19.4 11.5 1.3 9.2 4.9 5.3 5.8 0.5 16.9 19.4 10.4 19.9 0.1 16.1 -7.2 -0.4 -3.7 -1.2 12.8 20.0 12.1 20.0 6.2 -1.1 7.0 7.8 10.1 5.7 9.8 4.4 9.1 -4.6 13.4 19.8 20.0 -15.3 7.3 -16.5 12.1 FEEDCOW 11.4 -20.0 1.3 3.2 4.5 1.9 5.8 -1.0 4.4 -11.1 -3.2 1.8 -2.1 -5.2 -4.4 -20.0 -20.0 -20.0 -20.0 -6.8 -4.7 -6.0 -0.7 -5.7 -6.1 -1.7 -4.0 -1.0 -2.3 1.7 -1.5 -20.0 -18.1 4.9 -20.0 3.9 20.0 20.0 20.0 20.0 GASOIL -20.0 -7.9 5.9 0.6 -3.0 3.7 -6.8 4.2 -4.9 -8.6 6.9 -18.8 14.8 -17.6 3.0 -0.8 18.6 9.3 14.9 -6.2 7.0 -20.0 15.4 -19.8 6.7 -2.9 -2.1 2.2 -8.1 5.2 -8.1 8.0 -1.0 -13.1 -13.4 -6.1 -14.3 -8.9 -20.0 -18.5 GASOLINE -20.0 -1.8 12.5 0.7 -3.2 3.9 -7.2 4.5 -5.1 -20.0 16.1 -20.0 17.3 -8.2 13.1 20.0 13.4 18.6 12.1 5.6 15.5 -20.0 17.1 -13.1 -20.0 1.5 -9.5 5.8 -10.8 7.3 -6.1 -0.9 -17.9 -5.8 2.1 9.0 20.0 20.0 20.0 20.0 GAS_US_mini 11.1 12.0 -0.5 0.5 -2.3 2.8 -5.2 3.2 -3.7 13.7 -17.5 10.7 -18.2 3.1 -14.7 -20.0 -20.0 -20.0 -20.0 -7.1 -19.0 8.5 -20.0 2.0 20.0 -4.9 6.4 -9.4 4.7 -11.0 0.4 -20.0 20.0 20.0 -13.0 -20.0 -16.2 -4.8 -20.0 -9.8 GBP 0.0 -11.5 -5.0 -4.6 0.2 -2.4 0.3 0.8 -3.0 -12.0 4.3 6.2 4.1 -8.3 -11.2 -1.1 -0.7 -0.9 -0.8 -7.3 -3.5 0.2 1.3 -3.9 1.5 -2.4 -3.5 0.2 0.3 2.0 -1.3 2.9 1.5 5.5 1.2 10.7 -20.0 -11.9 -20.0 -5.2 GOLD_micro -20.0 11.9 18.1 2.4 -0.3 2.2 -0.7 1.0 0.7 -1.0 10.8 -6.7 9.4 4.5 9.1 -11.8 -14.3 -13.4 -14.1 14.4 16.4 -3.3 11.9 4.2 -3.2 3.5 -0.5 4.0 -0.7 3.0 1.1 -14.5 -2.0 -0.5 20.0 20.0 -16.4 -17.2 -4.7 -9.4 HEATOIL -20.0 -7.3 2.0 0.7 -3.2 3.9 -7.2 4.5 -5.2 -10.8 -1.5 -19.8 9.6 -19.1 -4.4 -4.2 18.5 5.9 13.1 -9.8 1.8 -20.0 10.0 -20.0 -20.0 -3.9 -2.9 1.4 -8.6 5.5 -8.9 6.6 -3.5 -17.0 -20.0 -10.1 17.0 5.8 9.6 1.4 JGB-SGX-mini -4.6 -15.4 -8.4 -2.1 3.3 -1.7 2.3 -1.5 -0.5 3.5 1.1 0.0 3.8 -5.4 -7.7 14.6 15.6 12.2 12.4 -6.6 -3.4 1.1 0.6 -4.1 -8.4 -2.8 0.1 -1.8 0.3 -0.8 -1.8 20.0 -5.9 -8.7 -1.6 -0.1 -13.7 -9.8 1.0 10.9 JPY 8.9 -2.3 -1.9 -2.2 0.1 -1.1 0.1 0.4 -1.4 -0.2 -10.5 -1.2 -11.0 -7.3 -9.3 -15.1 -16.6 -16.4 -16.5 -9.7 -10.6 -2.1 -12.1 -6.3 20.0 -3.6 -0.6 -3.5 -0.8 -3.6 -2.5 -20.0 -7.2 -8.2 -14.8 -13.9 -20.0 -11.7 -20.0 -11.0 LEANHOG -13.2 -0.3 20.0 4.6 6.5 2.7 8.3 -1.4 6.3 -18.6 15.3 -20.0 -2.0 -11.7 10.5 -20.0 -20.0 -20.0 -20.0 5.7 12.1 -20.0 2.8 -10.8 9.7 2.2 -7.1 6.8 -9.1 3.2 -5.0 -20.0 -20.0 -20.0 -6.6 20.0 -7.8 -9.0 0.2 12.6 LIVECOW 6.2 -18.8 4.5 3.1 4.4 1.8 5.6 -1.0 4.2 3.3 -0.9 5.8 -0.1 -6.3 -3.1 20.0 7.2 20.0 15.2 -4.4 -2.5 1.0 0.3 -2.8 -5.3 0.1 0.7 1.2 0.8 3.6 -0.1 12.3 -1.0 2.3 -12.9 11.2 20.0 19.6 20.0 20.0 LUMBER-new -18.2 -20.0 -5.1 3.4 4.9 2.1 6.2 -0.5 4.7 4.0 -4.8 -6.3 -10.6 -13.0 -12.6 -20.0 -17.7 -20.0 -19.4 -20.0 -12.2 -6.0 -5.5 -20.0 NaN -5.0 0.1 -2.5 -1.4 -0.7 -4.5 -20.0 18.1 -20.0 -20.0 -20.0 -11.9 -11.4 -4.5 -6.8 MILK 20.0 20.0 11.1 2.4 9.1 1.4 5.8 -0.8 3.5 9.6 -6.8 12.5 -11.2 11.4 5.7 -20.0 -20.0 -20.0 -20.0 7.8 -4.2 20.0 -13.8 18.2 13.5 2.0 4.2 -1.4 5.8 -4.4 5.0 -20.0 12.5 20.0 10.3 -2.9 -20.0 -20.0 -19.8 -20.0 MXP -15.7 -11.0 -2.7 -4.1 0.2 -2.1 0.3 0.7 -2.7 16.1 14.5 -4.4 18.6 -7.5 2.5 15.4 17.1 16.7 16.6 3.2 12.1 5.1 20.0 -0.8 -20.0 2.2 3.9 5.8 2.0 8.7 -0.1 20.0 8.2 -13.6 20.0 20.0 20.0 20.0 20.0 20.0 NASDAQ_micro -10.7 -20.0 -9.8 0.8 5.5 2.9 3.2 3.4 0.3 10.7 10.0 4.5 11.7 0.8 2.6 -9.4 -10.3 -10.5 -10.6 -0.1 6.9 8.8 13.1 0.6 -20.0 -0.2 4.7 3.6 3.0 6.9 -0.3 -7.9 6.7 -1.4 -6.6 -1.4 -1.4 -0.3 2.3 -0.7 NIKKEI -20.0 -20.0 3.8 0.9 6.3 3.4 3.6 4.0 0.3 5.6 10.3 0.3 12.8 -5.5 4.4 1.8 9.3 4.3 7.1 2.0 13.5 1.7 19.4 -3.3 -13.3 0.9 1.6 5.5 0.3 7.9 -1.4 20.0 -10.3 -9.5 -4.5 14.1 -11.6 -7.2 -5.3 -8.4 NZD 5.7 -9.5 -6.8 -3.1 0.1 -1.6 0.2 0.6 -2.0 10.1 -5.0 7.4 -5.1 -5.6 -9.7 -0.0 0.2 0.1 0.2 -6.0 -5.7 6.4 -4.0 -0.2 0.7 -3.0 3.5 -2.7 3.4 -1.5 0.0 4.5 6.0 8.6 -2.2 -3.8 -10.2 -5.0 -2.4 7.0 OAT -2.7 -11.2 -6.8 -2.2 3.4 -1.8 2.4 -1.5 -0.5 6.8 -0.3 2.0 -0.1 -3.5 -7.7 6.4 6.1 5.6 5.4 -4.7 -2.5 3.6 -1.7 -2.0 2.6 -1.1 3.0 0.3 2.0 0.4 -0.4 15.5 -6.1 -1.1 7.1 5.9 -19.4 -20.0 9.9 -0.1 OATIES 20.0 10.2 -2.1 4.0 5.8 2.4 7.4 -1.3 5.6 19.9 -14.7 20.0 -16.8 19.5 11.2 17.0 1.7 11.0 6.1 10.9 -6.9 20.0 -14.7 20.0 -20.0 3.8 9.2 -0.7 11.5 -2.6 9.1 -0.1 20.0 20.0 8.4 -2.7 -16.3 -1.7 -1.7 15.5 OJ 1.5 3.7 6.6 4.2 6.0 2.5 7.6 -1.3 5.8 17.5 9.9 15.3 17.5 17.7 19.5 3.9 12.4 5.3 8.1 11.8 19.1 9.9 20.0 9.5 -20.0 2.5 6.4 7.0 4.4 19.2 2.8 12.4 12.8 2.1 -0.9 13.7 7.0 8.8 20.0 20.0 PALLAD -12.5 1.1 11.9 1.9 -0.2 1.6 -0.5 0.7 0.5 -1.5 -4.1 -6.1 -7.8 -6.2 -0.8 -2.2 -2.1 -2.0 -2.0 -2.9 -4.1 -4.6 -9.9 -5.0 12.6 -1.3 -1.2 -1.5 -2.6 -3.7 -2.6 6.6 -6.5 -7.4 -8.5 -6.6 -20.0 -17.8 -20.0 -11.4 PLAT -3.4 8.8 4.7 2.7 -0.3 2.4 -0.8 1.1 0.7 11.9 -0.1 7.1 -7.6 5.3 3.3 -5.0 -3.8 -4.7 -4.3 4.4 1.5 10.8 -1.7 6.8 10.6 3.0 6.8 1.9 5.6 0.6 3.8 3.1 20.0 7.4 1.7 -4.5 -19.3 -6.4 14.1 7.1 REDWHEAT 20.0 20.0 15.6 3.6 5.1 2.1 6.5 -1.1 5.0 3.8 -7.2 14.2 -16.4 15.6 10.0 -9.8 -0.8 -3.7 -1.7 14.6 -2.1 20.0 -15.9 20.0 -7.5 4.5 3.0 -0.2 7.0 -3.4 7.6 -7.6 20.0 20.0 20.0 -6.2 -8.7 -20.0 2.4 -20.0 RICE 20.0 -3.1 -6.4 1.9 2.8 1.2 3.5 -0.6 2.7 8.0 3.9 10.5 6.1 10.1 5.1 20.0 19.6 20.0 20.0 7.1 4.2 10.2 4.7 11.7 -7.4 1.2 1.4 0.4 2.4 0.5 2.5 20.0 5.7 20.0 -1.4 -2.5 -1.7 -4.2 2.9 3.6 ROBUSTA -20.0 -13.4 -8.4 1.8 2.5 1.1 3.2 -0.6 2.5 -8.4 8.6 -7.5 9.3 0.3 5.6 20.0 20.0 20.0 20.0 10.4 15.0 -20.0 13.9 -4.1 -20.0 3.0 -3.7 3.7 -2.5 3.5 0.8 20.0 -20.0 5.5 20.0 20.0 -11.0 -18.1 1.8 4.0 RUSSELL -3.7 -12.6 4.3 0.9 6.2 3.3 3.6 3.9 0.3 10.8 8.9 7.7 8.5 -2.4 -1.9 -6.5 -6.4 -6.6 -6.5 -0.6 3.7 10.3 5.2 1.7 -1.7 0.7 6.0 2.8 5.2 3.6 1.5 -1.0 -0.7 2.7 -1.2 -9.6 -12.6 -20.0 -13.6 -20.0 SHATZ -5.5 -7.9 -20.0 -1.8 2.7 -1.4 2.0 -1.2 -0.4 4.5 -8.2 -3.2 -7.9 -5.5 -8.2 -20.0 -20.0 -20.0 -20.0 -10.1 -10.2 -1.7 -10.0 -6.6 7.5 -3.1 -0.4 -2.7 -1.2 -2.3 -2.4 -20.0 -14.2 -6.5 -2.5 -8.3 -20.0 -20.0 -16.5 -20.0 SILVER-mini -15.9 14.8 16.3 2.5 -0.3 2.2 -0.7 1.0 0.7 8.8 7.8 -4.6 4.5 3.4 7.5 -6.4 -6.7 -6.7 -6.7 9.7 9.6 0.2 5.4 3.3 2.6 3.3 1.4 3.5 0.1 2.3 1.1 -1.5 3.7 -0.0 14.6 13.8 -9.0 -14.3 18.0 4.8 SMI -4.6 -14.6 7.9 1.0 7.4 3.9 4.2 4.6 0.4 13.3 12.0 8.4 10.4 -1.0 4.2 -2.7 3.6 0.2 2.6 2.9 6.8 13.1 6.7 3.3 12.6 4.0 11.8 5.4 8.3 4.5 4.3 15.8 4.3 11.6 7.5 -1.9 11.5 -0.6 19.3 -2.1 SOFR 1.0 -16.9 -13.6 -2.3 3.5 -1.9 2.5 -1.6 -0.5 8.5 -3.0 5.1 -3.4 -5.6 -8.9 -3.3 -0.7 -2.1 -1.1 -9.6 -8.1 6.4 -5.8 -3.3 -2.4 -2.5 3.0 -1.9 2.3 -1.1 -0.8 4.3 -1.7 -1.6 -3.5 -0.1 -10.7 -20.0 9.4 -1.4 SOYBEAN 11.5 11.0 -1.9 3.6 5.2 2.2 6.6 -1.1 5.0 12.7 -10.2 14.9 -6.5 9.8 4.9 -1.9 9.4 0.3 4.1 3.1 -6.5 20.0 -10.1 14.2 -20.0 2.0 12.1 -1.7 11.9 -2.8 6.8 6.2 20.0 11.5 12.8 -17.9 -14.4 -20.0 -12.3 -20.0 SOYMEAL 20.0 20.0 -5.7 2.8 4.0 1.7 5.1 -0.9 3.9 9.8 -11.0 12.8 -10.9 12.5 1.7 -0.3 6.0 -2.4 0.4 7.3 -5.0 20.0 -8.3 20.0 -20.0 2.9 7.7 -0.7 9.2 -1.5 6.9 0.1 20.0 20.0 20.0 -16.0 -20.0 -20.0 -20.0 -20.0 SOYOIL -17.7 -6.6 -1.7 2.4 3.5 1.5 4.5 -0.8 3.4 -4.0 -12.2 -9.1 -10.9 -11.0 -9.9 -7.8 -0.1 -7.2 -4.7 -12.1 -11.4 -9.3 -12.1 -13.8 -20.0 -3.4 -0.5 -2.3 -3.0 -2.0 -4.4 -9.7 -16.6 -20.0 -14.0 -13.1 -20.0 -14.1 -7.4 4.1 SP400 -9.3 -16.3 10.2 1.0 6.9 3.7 4.0 4.3 0.4 12.7 11.6 8.2 11.7 -2.4 3.4 -5.4 -5.3 -5.3 -5.3 3.7 11.0 12.7 12.7 3.2 -11.9 2.2 6.6 4.9 4.9 5.5 1.7 1.0 -0.8 -1.2 3.8 0.3 -13.9 -10.4 -12.1 -20.0 SP500_micro -12.0 -20.0 1.4 1.0 7.0 3.7 4.0 4.4 0.4 14.0 13.3 7.0 14.5 -0.3 6.2 -11.2 -11.7 -12.2 -12.2 3.3 13.1 11.8 18.3 2.0 -19.3 1.6 6.2 6.1 4.0 8.5 0.5 -10.5 5.1 -2.6 -0.7 7.7 -2.1 -3.4 4.4 -3.6 SUGAR11 -10.6 -13.9 -17.0 3.1 4.4 1.8 5.6 -1.0 4.3 5.2 -13.5 -9.1 -1.1 -13.8 -13.7 2.0 14.8 7.3 11.4 -19.8 -16.8 -3.9 -6.7 -15.9 -20.0 -5.2 1.7 -4.5 -0.9 -1.8 -4.2 17.4 -4.4 -20.0 -20.0 -20.0 20.0 10.1 20.0 20.0 US10 1.5 -14.5 -10.0 -1.9 2.9 -1.5 2.1 -1.3 -0.5 7.0 -3.2 4.0 -4.8 -4.5 -7.4 -4.6 -7.4 -6.1 -7.0 -7.4 -6.9 5.1 -7.1 -2.5 2.4 -2.1 2.7 -1.7 2.0 -1.5 -0.6 -6.9 -2.0 -0.5 -1.7 1.0 -18.7 -20.0 -3.0 3.0 US10U 0.7 -14.2 -9.8 -2.8 4.3 -2.2 3.1 -1.9 -0.7 9.7 -4.4 5.2 -6.8 -7.0 -11.1 -5.7 -1.6 -4.2 -2.7 -11.0 -10.3 6.5 -10.9 -4.3 0.1 -3.0 4.1 -2.4 2.9 -2.3 -1.0 2.2 -3.7 -1.3 -1.6 3.2 -18.2 -20.0 19.1 10.9 US2 0.2 -16.1 -17.8 -1.8 2.8 -1.5 2.0 -1.3 -0.4 6.5 -7.2 3.4 -7.8 -5.2 -7.9 -20.0 -20.0 -20.0 -20.0 -10.3 -10.4 2.8 -10.9 -4.7 11.3 -2.5 1.4 -2.1 0.9 -1.9 -1.1 -20.0 -6.4 -2.0 -4.6 -5.7 -18.3 -20.0 -13.6 -20.0 US20 -0.3 -15.2 -7.0 -2.0 3.1 -1.6 2.2 -1.4 -0.5 7.1 -0.7 3.8 -3.1 -4.7 -7.4 -0.4 -0.7 -0.3 -0.4 -7.0 -6.0 5.4 -6.6 -2.5 -0.9 -1.7 3.7 -1.1 2.7 -1.3 -0.3 4.7 -0.7 -0.4 -0.0 5.1 -19.8 -15.0 20.0 16.8 US30 -1.4 -14.0 -5.7 -2.4 3.7 -1.9 2.6 -1.7 -0.6 8.1 -2.1 3.8 -5.0 -6.4 -9.3 -1.1 -5.1 -3.7 -4.9 -8.5 -7.5 5.0 -8.7 -3.9 -0.4 -2.4 4.2 -1.6 2.7 -1.8 -0.9 -3.2 -3.0 -2.0 -0.3 6.5 -17.5 -13.2 20.0 20.0 US5 1.3 -15.6 -14.0 -1.9 3.0 -1.6 2.2 -1.4 -0.5 7.2 -5.8 4.0 -6.5 -5.2 -8.1 -8.7 -10.0 -9.3 -9.7 -9.0 -8.6 4.7 -8.3 -3.4 5.2 -2.4 2.2 -1.9 1.6 -1.6 -0.8 -11.5 -3.1 -1.2 -3.2 -1.9 -16.3 -20.0 -7.6 -7.6 VIX -12.2 8.4 13.8 -5.1 -8.2 -6.0 -9.0 -8.8 -6.9 -17.5 -19.5 -19.0 -20.0 -17.6 -15.9 -20.0 -20.0 -20.0 -20.0 -11.8 -15.6 -20.0 -20.0 -16.5 NaN -5.8 -9.3 -6.9 -10.2 -10.6 -7.8 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 20.0 20.0 14.8 3.4 4.9 2.1 6.3 -1.1 4.8 10.3 0.6 15.6 -15.2 16.0 10.3 -18.9 -13.6 -17.6 -15.6 15.0 -0.1 20.0 -13.7 20.0 1.5 4.2 6.6 0.1 8.6 -2.6 7.7 -20.0 20.0 20.0 20.0 -10.2 -6.3 -20.0 -0.0 -20.0 End of report for caleb_strategy_v3