******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240514_204009 produced at 2024-05-14 21:37:37.942432 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.61 0.0 0.00 0.00 0.00 0.00 -8.67 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 -0.08 -0.53 0.0 0.00 -0.08 -0.08 -0.08 -19.77 16.0 -3 -3 caleb_strategy_v3 EURIBOR-ICE False False 0.08 -0.38 -0.38 0.0 0.76 -0.76 -0.38 -0.38 -4.99 10.0 -5 -5 caleb_strategy_v3 SHATZ False True 0.03 0.00 -0.38 0.0 0.00 0.00 0.00 0.00 -11.59 24.0 0 0 caleb_strategy_v3 VIX False False 0.00 -0.25 -0.28 0.0 999.00 -999.00 -0.25 -0.26 -61.58 999999999.0 -56 -58 caleb_strategy_v3 US2 False True 0.06 0.00 -0.26 0.0 0.00 0.00 0.00 0.00 -4.36 13.0 0 0 caleb_strategy_v3 CHF False False 0.04 -0.16 -0.15 0.0 0.52 -0.52 -0.16 -0.16 -3.80 13.0 -4 -4 caleb_strategy_v3 US5 False False 0.03 -0.28 -0.07 0.0 0.77 -0.77 -0.28 -0.28 -2.23 25.0 -9 -9 caleb_strategy_v3 CAD False False 0.02 -0.04 -0.07 0.0 0.62 -0.62 -0.04 -0.04 -3.46 29.0 -2 -2 caleb_strategy_v3 JPY False False 0.02 -0.05 -0.06 0.0 0.40 -0.40 -0.05 -0.05 -2.40 17.0 -2 -2 caleb_strategy_v3 BOBL False False 0.04 -0.26 -0.06 0.0 0.70 -0.70 -0.26 -0.26 -1.51 19.0 -7 -7 caleb_strategy_v3 LEANHOG False False 0.01 -0.03 -0.05 0.0 0.15 -0.15 -0.03 -0.03 -4.45 13.0 -3 -3 caleb_strategy_v3 HEATOIL False False 0.03 -0.06 -0.05 0.0 0.09 -0.09 -0.06 -0.06 -1.64 3.0 -2 -2 caleb_strategy_v3 LUMBER-new False False 0.00 0.00 -0.05 0.0 0.01 -0.01 0.00 0.00 -11.58 3.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 -0.03 -0.04 0.0 0.26 -0.26 -0.03 -0.04 -6.11 36.0 -4 -5 caleb_strategy_v3 FEEDCOW False False 0.04 0.00 -0.04 0.0 0.30 -0.30 0.00 0.00 -0.98 8.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.03 -0.03 0.0 0.25 -0.25 -0.03 -0.03 -2.41 23.0 -3 -3 caleb_strategy_v3 US10 False True 0.03 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -1.00 17.0 0 0 caleb_strategy_v3 GASOIL False False 0.02 -0.02 -0.03 0.0 0.09 -0.09 -0.02 -0.02 -1.19 4.0 -1 -1 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.03 0.0 0.15 -0.15 -0.02 -0.02 -10.70 51.0 -6 -6 caleb_strategy_v3 BUND False False 0.04 0.00 -0.03 0.0 0.41 -0.41 0.00 0.00 -0.66 10.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -16.32 59.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.01 -0.03 0.0 0.09 -0.09 -0.01 -0.01 -4.17 12.0 -2 -2 caleb_strategy_v3 GBP False False 0.02 0.00 -0.02 0.0 0.50 -0.50 0.00 0.00 -0.83 22.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.04 -0.02 0.0 0.00 -0.04 -0.04 -0.04 -11.52 26.0 -20 -19 caleb_strategy_v3 OAT False False 0.04 0.04 -0.02 0.0 0.40 -0.40 0.04 0.04 -0.52 10.0 1 1 caleb_strategy_v3 US10U False True 0.03 -0.16 -0.02 0.0 0.00 -0.16 -0.16 -0.16 -0.46 13.0 -5 -5 caleb_strategy_v3 COTTON2 False False 0.01 -0.03 -0.02 0.0 0.12 -0.12 -0.03 -0.03 -2.23 11.0 -3 -3 caleb_strategy_v3 BTP False False 0.04 0.04 -0.02 0.0 0.37 -0.37 0.04 0.04 -0.42 10.0 1 1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.02 -0.02 0.0 0.11 -0.11 -0.02 -0.02 -3.21 18.0 -3 -3 caleb_strategy_v3 SOYOIL False False 0.01 -0.04 -0.01 0.0 0.08 -0.08 -0.04 -0.04 -1.93 10.0 -5 -5 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.10 -0.10 0.00 0.00 -0.50 9.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.02 -0.01 0.0 0.12 -0.12 -0.02 -0.02 -0.49 7.0 -1 -1 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.01 0.0 0.06 -0.06 0.00 0.00 -0.46 2.0 0 0 caleb_strategy_v3 SP400 False False 0.09 -0.09 -0.01 0.0 0.18 -0.18 -0.09 -0.09 -0.06 2.0 -1 -1 caleb_strategy_v3 RUSSELL False False 0.00 -0.05 -0.01 0.0 0.21 -0.21 -0.05 -0.05 -4.82 68.0 -17 -17 caleb_strategy_v3 EUR False False 0.04 -0.12 -0.01 0.0 0.55 -0.55 -0.12 -0.12 -0.16 14.0 -3 -3 caleb_strategy_v3 DOW False False 0.01 0.00 -0.01 0.0 0.38 -0.38 0.00 0.00 -1.23 66.0 0 0 caleb_strategy_v3 BUXL False False 0.04 -0.08 -0.01 0.0 0.16 -0.16 -0.08 -0.08 -0.35 4.0 -2 -2 caleb_strategy_v3 SP500_micro False False 0.01 -0.01 -0.01 0.0 0.37 -0.37 -0.01 -0.01 -1.70 48.0 -1 -1 caleb_strategy_v3 GOLD_micro False False 0.01 -0.01 0.00 0.0 0.39 -0.39 -0.01 0.00 0.13 56.0 -2 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.00 0.0 0.23 -0.23 0.00 0.00 -0.08 23.0 0 0 caleb_strategy_v3 US20 False True 0.03 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.05 9.0 0 0 caleb_strategy_v3 US30 False True 0.04 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.13 6.0 0 0 caleb_strategy_v3 COFFEE False False 0.02 0.00 -0.00 0.0 0.13 -0.13 0.00 0.00 -0.07 6.0 0 0 caleb_strategy_v3 COCOA False False 0.02 0.00 0.00 0.0 0.53 -0.53 0.00 0.00 0.02 26.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 0.00 0.0 0.08 -0.08 0.00 0.00 0.27 8.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 0.00 0.00 0.0 0.09 -0.09 0.00 0.00 0.29 9.0 0 0 caleb_strategy_v3 AUD False False 0.02 0.00 0.01 0.0 0.37 -0.37 0.00 0.00 0.75 19.0 0 0 caleb_strategy_v3 GASOLINE False False 0.03 0.12 0.01 0.0 999.00 -999.00 0.12 0.12 0.28 999999999.0 4 4 caleb_strategy_v3 MILK False False 0.01 0.00 0.01 0.0 0.06 -0.06 0.00 0.00 0.61 5.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.00 0.01 0.0 0.37 -0.37 0.00 0.00 0.39 21.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 0.02 0.0 0.00 0.00 0.00 0.00 2.57 2.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 0.03 0.0 0.04 -0.04 0.00 0.00 3.48 4.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 0.03 0.0 999.00 -999.00 0.00 0.00 1.28 999999999.0 0 0 caleb_strategy_v3 PLAT False False 0.02 0.03 0.03 0.0 0.15 -0.15 0.03 0.03 2.24 10.0 2 2 caleb_strategy_v3 OJ False False 0.02 0.00 0.04 0.0 0.06 -0.06 0.00 0.00 2.21 3.0 0 0 caleb_strategy_v3 LIVECOW False False 0.02 0.04 0.05 0.0 0.35 -0.35 0.04 0.04 2.54 17.0 2 2 caleb_strategy_v3 DX False True 0.03 0.00 0.08 0.0 0.00 0.00 0.00 0.00 2.62 999999999.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 0.18 0.09 0.0 0.32 -0.32 0.18 0.18 5.63 20.0 11 11 caleb_strategy_v3 CRUDE_W False False 0.02 0.04 0.09 0.0 0.11 -0.11 0.04 0.04 4.20 5.0 2 2 caleb_strategy_v3 SMI False True 0.04 0.27 0.12 0.0 0.27 0.00 0.27 0.27 3.25 9.0 7 7 caleb_strategy_v3 DAX False False 0.01 0.07 0.12 0.0 0.34 -0.34 0.07 0.09 20.26 58.0 12 15 caleb_strategy_v3 COPPER False False 0.03 0.14 0.14 0.0 999.00 -999.00 0.14 0.14 4.06 999999999.0 4 4 caleb_strategy_v3 CAC True False 0.03 0.00 0.14 0.0 0.00 0.00 0.00 0.00 5.35 12.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.36 0.50 0.0 0.52 -0.52 0.36 0.38 58.70 60.0 42 44 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 17.3 Shocked risk 49.7 Sum abs risk 50.3 Leverage 5.06 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3433501.15, 'annual_cash_vol_target': 858375.2875, 'daily_cash_vol_target': 53648.45546875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0041 0.6632 0.6222 9.9551 BITCOIN 1771.5337 61650.0000 2.8735 45.9765 BOBL 0.2539 116.6900 0.2176 3.4819 BTP 0.5776 117.3700 0.4921 7.8743 BUND 0.5127 130.6100 0.3926 6.2812 BUXL 1.2092 129.3600 0.9347 14.9558 CAC 50.2833 8206.0000 0.6128 9.8042 CAD 0.0028 0.7329 0.3825 6.1204 CANOLA 8.0868 673.5000 1.2007 19.2114 CHF 0.0047 1.1072 0.4234 6.7745 COCOA 452.9101 6943.0000 6.5233 104.3722 COFFEE 4.2047 199.5000 2.1076 33.7216 COPPER 0.0542 4.7715 1.1364 18.1830 CORN 5.1796 491.2500 1.0544 16.8699 COTTON2 1.4315 74.6300 1.9181 30.6904 CRUDE_W 0.8651 75.2700 1.1493 18.3896 DAX 131.1254 18873.0000 0.6948 11.1164 DOW 238.7056 39664.0000 0.6018 9.6291 DX 0.3464 104.8900 0.3303 5.2847 EUR 0.0042 1.0836 0.3909 6.2544 EURIBOR-ICE 0.0487 97.3850 0.0500 0.7994 EUROSTX 37.3779 5085.0000 0.7351 11.7610 FEEDCOW 2.1703 256.8500 0.8450 13.5194 GASOIL 10.0027 750.2500 1.3333 21.3321 GASOLINE 0.0360 2.4333 1.4795 23.6725 GAS_US_mini 0.0808 2.5650 3.1500 50.3995 GBP 0.0057 1.2592 0.4503 7.2042 GOLD_micro 20.0804 2362.6000 0.8499 13.5989 HEATOIL 0.0318 2.4521 1.2975 20.7606 JGB-SGX-mini 0.2154 143.8800 0.1497 2.3958 JPY 0.0000 0.0064 0.7349 11.7581 LEANHOG 1.1866 99.8500 1.1884 19.0148 LIVECOW 1.4492 176.2250 0.8224 13.1579 LUMBER-new 7.0194 533.0000 1.3170 21.0713 MILK 0.2646 19.9300 1.3277 21.2425 MXP 0.0004 0.0590 0.6072 9.7154 NASDAQ_micro 155.4599 18403.5000 0.8447 13.5157 NIKKEI 382.3546 38555.0000 0.9917 15.8674 NZD 0.0037 0.6040 0.6157 9.8513 OAT 0.5101 125.8600 0.4053 6.4841 OATIES 5.7260 415.0000 1.3798 22.0762 OJ 6.0194 424.2000 1.4190 22.7040 PALLAD 22.4265 980.0000 2.2884 36.6148 PLAT 15.4156 1046.7000 1.4728 23.5645 REDWHEAT 12.4010 699.7500 1.7722 28.3552 RICE 0.1824 15.5300 1.1744 18.7898 ROBUSTA 73.4740 3363.0000 2.1848 34.9564 RUSSELL 20.7682 2090.6000 0.9934 15.8945 SHATZ 0.0771 105.1950 0.0733 1.1722 SILVER-mini 0.4604 29.1000 1.5821 25.3141 SMI 81.3272 11813.0000 0.6885 11.0153 SOFR 0.0626 96.1100 0.0651 1.0421 SOYBEAN 10.9190 1205.5000 0.9058 14.4923 SOYMEAL 5.1797 371.3000 1.3950 22.3202 SOYOIL 0.7850 43.8700 1.7894 28.6303 SP400 23.4477 3026.2000 0.7748 12.3972 SP500_micro 34.3217 5269.2500 0.6514 10.4217 SUGAR11 0.3064 18.9100 1.6204 25.9267 US10 0.3826 109.0781 0.3508 5.6127 US10U 0.5022 112.2031 0.4475 7.1606 US2 0.0991 101.7188 0.0974 1.5592 US20 0.7326 116.7812 0.6273 10.0366 US30 1.0870 123.5312 0.8800 14.0795 US5 0.2466 105.8281 0.2330 3.7286 VIX 0.4301 15.5500 2.7660 44.2559 WHEAT 10.9279 719.5000 1.5188 24.3012 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 663.15 0.62 412.61 1.00 412.61 53648.46 130.02 2.22 28.90 BITCOIN 61.65 2.87 177.15 1.00 177.15 53648.46 302.84 -4.98 -150.67 BOBL 1166.90 0.22 253.94 1.08 273.61 53648.46 196.08 -7.61 -149.27 BTP 1173.70 0.49 577.63 1.08 622.36 53648.46 86.20 -1.44 -12.43 BUND 1306.10 0.39 512.74 1.08 552.45 53648.46 97.11 -6.67 -64.73 BUXL 1293.60 0.93 1209.18 1.08 1302.83 53648.46 41.18 -8.43 -34.70 CAC 820.60 0.61 502.83 1.08 541.78 53648.46 99.02 15.85 156.95 CAD 732.90 0.38 280.35 1.00 280.35 53648.46 191.36 -6.96 -133.26 CANOLA 134.70 1.20 161.74 0.73 118.22 53648.46 453.80 -9.70 -439.98 CHF 1384.06 0.42 586.02 1.00 586.02 53648.46 91.55 -15.98 -146.31 COCOA 694.30 6.52 4529.10 1.00 4529.10 53648.46 11.85 0.64 0.76 COFFEE 748.12 2.11 1576.75 1.00 1576.75 53648.46 34.02 -1.71 -5.83 COPPER 1192.87 1.14 1355.63 1.00 1355.63 53648.46 39.57 9.48 37.53 CORN 245.62 1.05 258.98 1.00 258.98 53648.46 207.15 -8.28 -171.58 COTTON2 373.15 1.92 715.76 1.00 715.76 53648.46 74.95 -13.91 -104.24 CRUDE_W 752.70 1.15 865.11 1.00 865.11 53648.46 62.01 6.26 38.80 DAX 188.73 0.69 131.13 1.08 141.28 53648.46 379.73 15.65 594.11 DOW 198.32 0.60 119.35 1.00 119.35 53648.46 449.49 -1.17 -52.71 DX 1048.90 0.33 346.45 1.00 346.45 53648.46 154.85 6.53 101.17 EUR 1354.44 0.39 529.45 1.00 529.45 53648.46 101.33 -0.61 -6.21 EURIBOR-ICE 2434.62 0.05 121.64 1.08 131.06 53648.46 409.33 -3.57 -146.25 EUROSTX 508.50 0.74 373.78 1.08 402.73 53648.46 133.21 12.39 165.02 FEEDCOW 1284.25 0.84 1085.14 1.00 1085.14 53648.46 49.44 -5.98 -29.57 GASOIL 750.25 1.33 1000.27 1.00 1000.27 53648.46 53.63 -5.11 -27.41 GASOLINE 1021.99 1.48 1512.06 1.00 1512.06 53648.46 35.48 1.82 6.44 GAS_US_mini 64.12 3.15 201.99 1.00 201.99 53648.46 265.60 -4.01 -106.39 GBP 787.00 0.45 354.36 1.00 354.36 53648.46 151.40 -2.12 -32.16 GOLD_micro 236.26 0.85 200.80 1.00 200.80 53648.46 267.17 0.15 3.93 HEATOIL 1029.88 1.30 1336.31 1.00 1336.31 53648.46 40.15 -9.42 -37.81 JGB-SGX-mini 143880.00 0.15 21544.54 0.01 138.23 53648.46 388.10 -4.71 -182.61 JPY 803.25 0.73 590.29 1.00 590.29 53648.46 90.88 -10.18 -92.55 LEANHOG 399.40 1.19 474.66 1.00 474.66 53648.46 113.03 -6.48 -73.29 LIVECOW 704.90 0.82 579.69 1.00 579.69 53648.46 92.55 8.30 76.78 LUMBER-new 146.58 1.32 193.03 1.00 193.03 53648.46 277.92 -19.47 -541.02 MILK 398.60 1.33 529.20 1.00 529.20 53648.46 101.38 2.79 28.27 MXP 295.20 0.61 179.25 1.00 179.25 53648.46 299.30 13.36 399.96 NASDAQ_micro 368.07 0.84 310.92 1.00 310.92 53648.46 172.55 -6.01 -103.74 NIKKEI 38555.00 0.99 38235.46 0.01 245.33 53648.46 218.68 -2.58 -56.40 NZD 604.05 0.62 371.92 1.00 371.92 53648.46 144.25 1.03 14.89 OAT 1258.60 0.41 510.06 1.08 549.56 53648.46 97.62 -1.57 -15.37 OATIES 207.50 1.38 286.30 1.00 286.30 53648.46 187.38 5.63 105.52 OJ 636.30 1.42 902.91 1.00 902.91 53648.46 59.42 17.40 103.38 PALLAD 980.00 2.29 2242.65 1.00 2242.65 53648.46 23.92 -5.60 -13.39 PLAT 523.35 1.47 770.78 1.00 770.78 53648.46 69.60 9.42 65.58 REDWHEAT 349.88 1.77 620.05 1.00 620.05 53648.46 86.52 2.35 20.33 RICE 310.60 1.17 364.76 1.00 364.76 53648.46 147.08 9.72 142.90 ROBUSTA 336.30 2.18 734.74 1.00 734.74 53648.46 73.02 -0.89 -6.47 RUSSELL 104.53 0.99 103.84 1.00 103.84 53648.46 516.64 -2.81 -145.38 SHATZ 1051.95 0.07 77.07 1.08 83.04 53648.46 646.07 -17.70 -1143.38 SILVER-mini 727.50 1.58 1151.00 1.00 1151.00 53648.46 46.61 8.05 37.53 SMI 1181.30 0.69 813.27 1.10 897.36 53648.46 59.78 15.92 95.18 SOFR 2402.75 0.07 156.50 1.00 156.50 53648.46 342.81 -4.16 -142.65 SOYBEAN 602.75 0.91 545.95 1.00 545.95 53648.46 98.27 -5.35 -52.53 SOYMEAL 371.30 1.40 517.97 1.00 517.97 53648.46 103.57 -5.15 -53.38 SOYOIL 263.22 1.79 471.00 1.00 471.00 53648.46 113.90 -18.22 -207.58 SP400 3026.20 0.77 2344.77 1.00 2344.77 53648.46 22.88 -0.82 -1.87 SP500_micro 263.46 0.65 171.61 1.00 171.61 53648.46 312.62 -2.34 -73.10 SUGAR11 211.79 1.62 343.19 1.00 343.19 53648.46 156.32 -9.64 -150.73 US10 1090.78 0.35 382.64 1.00 382.64 53648.46 140.21 -5.61 -78.67 US10U 1122.03 0.45 502.15 1.00 502.15 53648.46 106.84 -3.40 -36.38 US2 2034.38 0.10 198.24 1.00 198.24 53648.46 270.62 -12.71 -344.03 US20 1167.81 0.63 732.55 1.00 732.55 53648.46 73.23 -0.49 -3.56 US30 1235.31 0.88 1087.04 1.00 1087.04 53648.46 49.35 -2.04 -10.05 US5 1058.28 0.23 246.62 1.00 246.62 53648.46 217.54 -8.07 -175.61 VIX 155.50 2.77 430.11 1.00 430.11 53648.46 124.73 -20.00 -249.46 WHEAT 359.75 1.52 546.40 1.00 546.40 53648.46 98.19 2.19 21.54 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 28.897 0.010 2.5 0.750 BITCOIN -150.670 0.043 2.5 -16.316 BOBL -149.274 0.004 2.5 -1.514 BTP -12.431 0.014 2.5 -0.424 BUND -64.733 0.004 2.5 -0.656 BUXL -34.703 0.004 2.5 -0.352 CAC 156.946 0.014 2.5 5.353 CAD -133.255 0.010 2.5 -3.457 CANOLA -439.985 0.010 2.5 -10.704 CHF -146.307 0.010 2.5 -3.796 COCOA 0.756 0.009 2.5 0.016 COFFEE -5.833 0.005 2.5 -0.068 COPPER 37.527 0.043 2.5 4.064 CORN -171.583 0.010 2.5 -4.174 COTTON2 -104.238 0.009 2.5 -2.232 CRUDE_W 38.796 0.043 2.5 4.201 DAX 594.112 0.014 2.5 20.264 DOW -52.712 0.009 2.5 -1.225 DX 101.167 0.010 2.5 2.625 EUR -6.208 0.010 2.5 -0.161 EURIBOR-ICE -146.250 0.014 2.5 -4.988 EUROSTX 165.017 0.014 2.5 5.628 FEEDCOW -29.566 0.013 2.5 -0.980 GASOIL -27.406 0.017 2.5 -1.188 GASOLINE 6.441 0.017 2.5 0.279 GAS_US_mini -106.390 0.043 2.5 -11.521 GBP -32.159 0.010 2.5 -0.834 GOLD_micro 3.932 0.014 2.5 0.134 HEATOIL -37.811 0.017 2.5 -1.639 JGB-SGX-mini -182.615 0.043 2.5 -19.775 JPY -92.554 0.010 2.5 -2.401 LEANHOG -73.288 0.024 2.5 -4.454 LIVECOW 76.783 0.013 2.5 2.544 LUMBER-new -541.017 0.009 2.5 -11.580 MILK 28.273 0.009 2.5 0.606 MXP 399.964 0.059 2.5 58.704 NASDAQ_micro -103.738 0.009 2.5 -2.411 NIKKEI -56.398 0.043 2.5 -6.107 NZD 14.891 0.010 2.5 0.386 OAT -15.373 0.014 2.5 -0.524 OATIES 105.521 0.010 2.5 2.567 OJ 103.377 0.009 2.5 2.214 PALLAD -13.392 0.014 2.5 -0.457 PLAT 65.580 0.014 2.5 2.237 REDWHEAT 20.328 0.005 2.5 0.270 RICE 142.896 0.010 2.5 3.476 ROBUSTA -6.472 0.005 2.5 -0.076 RUSSELL -145.381 0.013 2.5 -4.818 SHATZ -1143.379 0.004 2.5 -11.594 SILVER-mini 37.525 0.014 2.5 1.280 SMI 95.181 0.014 2.5 3.246 SOFR -142.650 0.024 2.5 -8.669 SOYBEAN -52.533 0.004 2.5 -0.489 SOYMEAL -53.384 0.004 2.5 -0.496 SOYOIL -207.580 0.004 2.5 -1.932 SP400 -1.870 0.013 2.5 -0.062 SP500_micro -73.099 0.009 2.5 -1.699 SUGAR11 -150.733 0.009 2.5 -3.206 US10 -78.669 0.005 2.5 -0.997 US10U -36.376 0.005 2.5 -0.461 US2 -344.025 0.005 2.5 -4.359 US20 -3.558 0.005 2.5 -0.045 US30 -10.048 0.005 2.5 -0.127 US5 -175.615 0.005 2.5 -2.225 VIX -249.463 0.099 2.5 -61.578 WHEAT 21.537 0.005 2.5 0.286 ===================== Position diags ===================== AUD 3.37 BITCOIN 32.79 BOBL 1.99 BTP 2.94 BUND 0.98 BUXL 0.42 CAC 3.38 CAD 4.97 CANOLA 11.04 CHF 2.38 COCOA 0.25 COFFEE 0.40 COPPER 4.29 CORN 5.04 COTTON2 1.61 CRUDE_W 6.72 DAX 12.95 DOW 10.45 DX 4.02 EUR 2.63 EURIBOR-ICE 13.96 EUROSTX 4.54 FEEDCOW 1.64 GASOIL 2.32 GASOLINE 1.54 GAS_US_mini 28.76 GBP 3.93 GOLD_micro 9.11 HEATOIL 1.74 JGB-SGX-mini 42.03 JPY 2.36 LEANHOG 6.87 LIVECOW 3.07 LUMBER-new 5.95 MILK 2.17 MXP 43.93 NASDAQ_micro 4.01 NIKKEI 23.68 NZD 3.74 OAT 3.33 OATIES 4.56 OJ 1.27 PALLAD 0.82 PLAT 2.37 REDWHEAT 1.15 RICE 3.58 ROBUSTA 0.85 RUSSELL 17.12 SHATZ 6.55 SILVER-mini 1.59 SMI 2.04 SOFR 20.83 SOYBEAN 0.91 SOYMEAL 0.96 SOYOIL 1.06 SP400 0.76 SP500_micro 7.27 SUGAR11 3.32 US10 1.78 US10U 1.35 US2 3.43 US20 0.93 US30 0.63 US5 2.76 VIX 30.79 WHEAT 1.30 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 0.7 0.4 1.1 0.0 0 BITCOIN -16.3 -19.6 -13.0 0.0 0 BOBL -1.5 -1.7 -1.3 -7.0 -7 BTP -0.4 -0.7 -0.1 1.0 1 BUND -0.7 -0.8 -0.6 0.0 0 BUXL -0.4 -0.4 -0.3 -2.0 -2 CAC 5.4 5.0 5.7 0.0 0 CAD -3.5 -4.0 -3.0 -2.0 -2 CANOLA -10.7 -11.8 -9.6 -6.0 -6 CHF -3.8 -4.0 -3.6 -4.0 -4 COCOA 0.0 -0.0 0.0 0.0 0 COFFEE -0.1 -0.1 -0.0 0.0 0 COPPER 4.1 3.6 4.5 4.0 4 CORN -4.2 -4.7 -3.7 -2.0 -2 COTTON2 -2.2 -2.4 -2.1 -3.0 -3 CRUDE_W 4.2 3.5 4.9 2.0 2 DAX 20.3 19.0 21.6 12.0 12 DOW -1.2 -2.3 -0.2 0.0 0 DX 2.6 2.2 3.0 NaN 0 EUR -0.2 -0.4 0.1 -3.0 -3 EURIBOR-ICE -5.0 -6.4 -3.6 -5.0 -5 EUROSTX 5.6 5.2 6.1 11.0 11 FEEDCOW -1.0 -1.1 -0.8 0.0 0 GASOIL -1.2 -1.4 -1.0 -1.0 -1 GASOLINE 0.3 0.1 0.4 4.0 4 GAS_US_mini -11.5 -14.4 -8.6 -20.0 -20 GBP -0.8 -1.2 -0.4 0.0 0 GOLD_micro 0.1 -0.8 1.0 -2.0 -2 HEATOIL -1.6 -1.8 -1.5 -2.0 -2 JGB-SGX-mini -19.8 -24.0 -15.6 -3.0 -3 JPY -2.4 -2.6 -2.2 -2.0 -2 LEANHOG -4.5 -5.1 -3.8 -3.0 -3 LIVECOW 2.5 2.2 2.9 2.0 2 LUMBER-new -11.6 -12.2 -11.0 NaN 0 MILK 0.6 0.4 0.8 NaN 0 MXP 58.7 54.3 63.1 42.0 42 NASDAQ_micro -2.4 -2.8 -2.0 -3.0 -3 NIKKEI -6.1 -8.5 -3.7 -4.0 -4 NZD 0.4 0.0 0.8 0.0 0 OAT -0.5 -0.9 -0.2 1.0 1 OATIES 2.6 2.1 3.0 NaN 0 OJ 2.2 2.1 2.3 NaN 0 PALLAD -0.5 -0.5 -0.4 0.0 0 PLAT 2.2 2.0 2.5 2.0 2 REDWHEAT 0.3 0.2 0.4 0.0 0 RICE 3.5 3.1 3.8 NaN 0 ROBUSTA -0.1 -0.2 0.0 0.0 0 RUSSELL -4.8 -6.5 -3.1 -17.0 -17 SHATZ -11.6 -12.2 -10.9 NaN 0 SILVER-mini 1.3 1.1 1.4 0.0 0 SMI 3.2 3.0 3.5 7.0 7 SOFR -8.7 -10.8 -6.6 NaN 0 SOYBEAN -0.5 -0.6 -0.4 -1.0 -1 SOYMEAL -0.5 -0.6 -0.4 0.0 0 SOYOIL -1.9 -2.0 -1.8 -5.0 -5 SP400 -0.1 -0.1 0.0 -1.0 -1 SP500_micro -1.7 -2.4 -1.0 -1.0 -1 SUGAR11 -3.2 -3.5 -2.9 -3.0 -3 US10 -1.0 -1.2 -0.8 0.0 0 US10U -0.5 -0.6 -0.3 -5.0 -5 US2 -4.4 -4.7 -4.0 NaN 0 US20 -0.0 -0.1 0.0 0.0 0 US30 -0.1 -0.2 -0.1 0.0 0 US5 -2.2 -2.5 -1.9 -9.0 -9 VIX -61.6 -64.7 -58.5 -56.0 -56 WHEAT 0.3 0.2 0.4 0.0 0 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 0.5 0.1 -0.0 -0.0 0.0 -0.1 0.0 0.0 -0.0 0.1 -0.1 0.2 -0.3 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.1 -0.1 0.1 0.4 0.0 0.0 0.0 0.1 -0.0 0.1 -0.0 0.2 0.4 0.4 0.2 -0.5 -0.3 -0.2 -0.0 BITCOIN -0.5 -0.5 0.2 0.0 0.1 0.1 0.0 0.1 0.0 0.1 0.3 -0.0 0.5 -0.1 0.1 -0.1 -0.1 -0.1 -0.2 0.0 0.2 -0.0 0.5 -0.1 -2.7 0.0 -0.0 0.2 -0.0 0.4 -0.0 -0.2 -0.3 -0.5 -0.6 0.6 -0.3 -0.0 0.4 0.1 BOBL -0.1 -0.3 -0.4 -0.0 -0.0 -0.0 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.2 -0.1 -0.1 0.3 -0.1 0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.2 -0.2 -0.3 0.1 -0.0 -0.7 -0.7 0.1 -0.4 BTP 0.0 -0.5 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 0.2 0.0 0.3 -0.0 -0.0 0.1 0.1 0.1 0.1 -0.0 0.0 -0.0 0.2 -0.0 -2.7 0.0 -0.0 0.1 -0.0 0.2 -0.0 0.8 -0.4 -0.1 0.3 0.6 -0.3 -0.3 0.6 0.1 BUND -0.1 -0.3 -0.3 -0.0 -0.0 -0.0 0.0 -0.1 -0.0 -0.0 -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 -0.3 0.2 0.1 -0.7 -0.7 0.2 -0.3 BUXL -0.1 -0.3 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.0 -0.3 -0.3 0.3 0.3 -0.7 -0.7 -0.3 -0.2 CAC 0.2 -0.5 0.5 0.0 0.1 0.2 0.1 0.2 0.1 0.2 0.5 0.2 0.7 0.2 0.2 0.2 0.1 0.3 0.2 0.2 0.2 0.2 0.5 0.2 -1.7 0.1 0.1 0.3 0.1 0.3 0.1 1.0 0.1 0.6 0.6 0.6 -0.3 0.3 -0.3 0.4 CAD 0.2 -0.2 -0.2 -0.0 0.0 -0.1 0.0 0.0 -0.0 0.2 -0.3 0.2 -0.4 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.0 -0.1 -0.1 0.0 -0.1 0.0 -0.2 -0.0 0.0 -0.1 0.2 0.0 -0.1 -0.4 -0.5 -0.0 -0.3 CANOLA 0.3 0.6 0.6 0.0 0.0 0.0 0.0 -0.0 0.0 0.0 -0.1 0.1 -0.3 0.1 0.1 -0.3 -0.2 -0.3 -0.3 0.0 -0.0 0.1 -0.2 0.1 -2.7 0.0 0.0 -0.0 0.0 -0.2 0.0 -1.1 0.4 0.2 0.2 -0.2 -0.7 -0.6 -0.3 -0.1 CHF 0.4 -0.5 -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 -0.4 -0.1 0.1 -0.1 0.0 -0.2 0.0 -0.1 -0.0 -1.1 0.1 -0.1 -0.6 -0.6 -0.0 -0.5 0.2 -0.5 COCOA -0.6 -0.6 -0.6 0.0 0.0 0.0 0.0 -0.0 0.0 -0.0 0.1 -0.1 0.2 -0.0 0.0 0.3 0.3 0.4 0.4 0.0 0.1 -0.1 0.2 -0.0 -2.0 0.0 -0.0 0.1 -0.0 0.1 -0.0 1.1 -0.5 -0.6 0.6 0.6 0.2 0.0 0.3 0.3 COFFEE -0.6 0.2 0.3 0.0 0.1 0.1 0.1 -0.0 0.0 -0.1 0.2 -0.1 0.3 -0.0 0.0 0.2 0.2 0.2 0.2 0.1 0.1 -0.1 0.2 -0.1 -2.3 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.5 -0.5 -0.6 0.6 0.6 -0.0 -0.7 0.3 -0.2 COPPER 0.0 0.6 0.6 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.4 0.1 0.3 0.2 0.2 -0.0 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.3 0.2 -1.9 0.1 0.0 0.1 0.0 0.1 0.1 0.1 0.2 0.6 0.6 0.6 -0.7 -0.1 0.3 0.2 CORN 0.5 0.4 0.5 0.0 0.1 0.1 0.1 -0.0 0.1 0.1 -0.2 0.2 -0.6 0.2 0.1 -0.4 -0.2 -0.4 -0.3 0.1 -0.1 0.2 -0.5 0.2 -2.2 0.0 0.1 -0.1 0.1 -0.2 0.1 -1.1 0.5 0.5 0.4 -0.5 -0.5 -0.7 -0.5 0.0 COTTON2 -0.4 -0.6 -0.1 0.0 0.0 0.0 0.0 -0.0 0.0 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.2 0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -2.5 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.5 -0.6 -0.6 0.1 -0.3 -0.5 0.1 -0.0 CRUDE_W -0.6 -0.0 0.3 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.2 0.2 -0.2 0.6 -0.2 0.1 0.3 0.2 0.3 0.3 0.0 0.1 -0.2 0.4 -0.2 -0.7 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.1 -0.2 -0.3 0.1 0.1 0.7 0.6 0.7 0.6 DAX 0.2 -0.6 0.4 0.0 0.1 0.1 0.1 0.2 0.0 0.2 0.5 0.2 0.7 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 1.7 0.1 0.1 0.2 0.1 0.3 0.1 -0.5 -0.1 0.4 0.6 0.6 -0.0 0.2 0.1 0.5 DOW 0.4 -0.6 -0.2 0.0 0.1 0.1 0.1 0.2 0.0 0.1 0.3 0.2 0.5 0.0 -0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.1 0.2 0.4 0.1 -1.7 0.0 0.1 0.1 0.1 0.3 0.1 -0.5 0.0 0.2 0.1 -0.2 0.1 -0.2 0.3 -0.5 DX -0.3 0.4 0.3 -0.0 0.0 -0.1 0.0 0.0 -0.0 -0.2 0.4 -0.2 0.4 0.1 0.2 0.1 0.1 0.1 0.1 0.2 0.2 -0.1 0.3 0.0 -2.7 0.1 -0.0 0.1 -0.0 0.2 0.0 0.9 -0.5 -0.4 0.6 0.6 0.5 0.2 0.6 0.4 EUR 0.3 -0.2 -0.2 -0.0 0.0 -0.1 0.0 0.0 -0.0 0.2 -0.2 0.2 -0.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.2 0.0 2.7 -0.0 0.1 -0.1 0.1 -0.1 0.0 -0.4 0.3 0.4 0.1 0.1 -0.7 -0.5 -0.7 -0.4 EURIBOR-ICE -0.0 -0.6 -0.5 -0.0 -0.0 -0.0 0.0 -0.1 -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 -0.0 1.6 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.3 -0.1 -0.0 -0.7 -0.7 0.2 0.4 EUROSTX 0.1 -0.6 0.4 0.0 0.1 0.1 0.1 0.2 0.0 0.2 0.5 0.2 0.7 0.1 0.2 -0.1 -0.0 -0.1 -0.0 0.2 0.2 0.2 0.5 0.2 -0.2 0.1 0.1 0.3 0.1 0.3 0.1 0.5 -0.2 0.3 0.6 0.6 -0.5 0.2 -0.6 0.4 FEEDCOW 0.2 -0.6 -0.1 0.0 0.1 0.1 0.1 -0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 -0.0 -0.0 -0.1 -0.8 -0.0 0.0 -0.0 -0.0 0.1 -0.0 -1.1 -0.5 -0.0 -0.6 0.1 0.7 0.7 0.7 0.7 GASOIL -0.6 -0.4 0.1 -0.0 -0.0 0.1 -0.1 0.2 -0.1 -0.2 0.2 -0.2 0.5 -0.2 -0.0 -0.0 0.4 0.2 0.3 -0.1 0.0 -0.2 0.4 -0.2 0.9 -0.0 -0.0 0.0 -0.1 0.2 -0.1 0.3 -0.2 -0.4 -0.5 -0.2 -0.5 -0.3 -0.7 -0.6 GASOLINE -0.6 -0.2 0.3 -0.0 -0.0 0.1 -0.1 0.2 -0.1 -0.2 0.4 -0.2 0.6 -0.2 0.1 0.4 0.3 0.4 0.2 -0.0 0.1 -0.2 0.4 -0.2 -2.7 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.0 -0.5 -0.4 -0.1 0.2 0.7 0.7 0.7 0.7 GAS_US_mini 0.5 0.5 0.1 -0.0 -0.0 0.1 -0.1 0.1 -0.0 0.1 -0.5 0.2 -0.7 0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.0 -0.2 0.1 -0.5 0.1 2.7 -0.0 0.1 -0.2 0.1 -0.4 0.0 -1.1 0.5 0.6 0.0 -0.6 -0.4 -0.2 -0.7 -0.3 GBP 0.2 -0.3 -0.2 -0.0 0.0 -0.1 0.0 0.0 -0.0 0.2 0.1 0.2 0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.1 0.0 -0.0 0.2 -0.0 0.1 0.0 0.1 0.1 0.0 0.2 -0.1 0.1 0.1 0.3 -0.7 -0.4 -0.7 -0.2 GOLD_micro -0.6 0.3 0.6 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 0.0 -0.3 0.6 0.6 -0.4 -0.5 -0.1 -0.3 HEATOIL -0.6 -0.3 -0.0 -0.0 -0.0 0.1 -0.1 0.2 -0.1 -0.2 -0.1 -0.2 0.3 -0.2 -0.1 -0.1 0.4 0.1 0.2 -0.1 -0.0 -0.2 0.2 -0.2 -2.7 -0.1 -0.1 0.0 -0.1 0.2 -0.1 0.2 -0.2 -0.4 -0.6 -0.4 0.5 0.2 0.2 0.0 JGB-SGX-mini -0.1 -0.6 -0.3 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 0.4 0.3 0.3 0.3 -0.1 -0.0 -0.1 -0.0 -0.1 -1.2 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 1.1 -0.5 -0.3 -0.2 -0.1 -0.5 -0.3 0.0 0.4 JPY 0.4 -0.1 -0.1 -0.0 0.0 -0.0 0.0 0.0 -0.0 -0.1 -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 -0.0 -0.4 -0.4 -0.4 -0.7 -0.4 -0.7 -0.4 LEANHOG -0.6 -0.2 0.6 0.1 0.1 0.1 0.1 -0.0 0.1 -0.2 0.4 -0.2 -0.1 -0.2 0.0 -0.4 -0.4 -0.4 -0.4 -0.0 0.1 -0.2 0.1 -0.2 1.2 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -1.1 -0.5 -0.6 -0.6 0.6 -0.3 -0.3 -0.0 0.4 LIVECOW 0.2 -0.5 0.1 0.0 0.1 0.1 0.1 -0.0 0.1 0.1 -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 -0.8 0.0 0.1 0.0 0.0 0.1 0.0 0.6 -0.1 -0.0 -0.5 0.4 0.7 0.7 0.7 0.7 LUMBER-new -0.1 -0.7 -0.3 0.1 0.1 0.1 0.1 -0.0 0.1 -0.0 -0.2 0.0 -0.5 -0.2 -0.2 -0.5 -0.4 -0.5 -0.5 -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 -0.2 -0.7 -0.7 -0.7 -0.5 -0.4 -0.2 -0.3 MILK 0.6 0.6 0.5 0.0 0.1 0.0 0.1 -0.0 0.0 0.1 -0.1 0.1 -0.4 0.1 0.1 0.1 -0.4 -0.4 -0.4 0.1 -0.0 0.2 -0.3 0.2 1.9 0.0 0.0 -0.0 0.1 -0.1 0.1 -1.1 0.5 0.6 0.6 0.1 -0.7 -0.7 -0.6 -0.7 MXP -0.1 -0.4 -0.0 -0.0 0.0 -0.1 0.0 0.0 -0.0 0.1 0.4 0.1 0.7 -0.0 0.0 0.3 0.3 0.3 0.3 0.1 0.1 0.1 0.5 0.1 -2.7 0.0 0.0 0.2 0.0 0.4 0.0 1.1 0.3 -0.3 0.6 0.6 0.7 0.7 0.7 0.7 NASDAQ_micro 0.2 -0.6 -0.3 0.0 0.0 0.1 0.1 0.1 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 0.1 -2.7 0.0 0.0 0.1 0.0 0.3 0.0 -0.4 -0.2 -0.3 -0.2 -0.2 -0.0 0.0 0.0 -0.0 NIKKEI -0.3 -0.6 0.0 0.0 0.1 0.1 0.1 0.1 0.0 -0.0 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 0.2 0.0 0.3 -0.0 1.1 -0.5 -0.6 -0.3 0.2 -0.3 -0.2 -0.2 -0.3 NZD 0.4 -0.2 -0.2 -0.0 0.0 -0.0 0.0 0.0 -0.0 0.1 -0.1 0.1 -0.2 0.0 -0.1 0.0 0.0 0.0 0.0 -0.0 -0.1 0.1 -0.1 0.0 0.1 -0.0 0.0 -0.1 0.1 -0.1 0.0 0.2 0.2 0.3 0.1 -0.1 -0.2 -0.2 -0.0 0.2 OAT 0.0 -0.4 -0.2 -0.0 -0.0 -0.1 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 -0.1 -0.0 0.3 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.9 -0.2 -0.2 0.2 0.2 -0.7 -0.7 0.3 -0.0 OATIES 0.6 0.6 0.2 0.1 0.1 0.1 0.1 -0.0 0.1 0.2 -0.3 0.2 -0.6 0.2 0.2 0.4 0.1 0.3 0.2 0.2 0.0 0.2 -0.3 0.2 -2.7 0.1 0.1 0.0 0.2 -0.0 0.1 0.1 0.5 0.6 0.6 0.2 -0.5 -0.1 -0.0 0.5 OJ 0.4 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 0.1 0.2 0.3 0.2 0.7 0.2 0.2 0.1 0.2 0.1 0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.2 0.1 0.2 0.4 0.1 0.6 0.5 0.6 0.6 0.6 0.2 0.3 0.7 0.7 PALLAD -0.4 0.0 0.2 0.0 0.0 0.1 0.0 0.0 0.0 0.1 -0.1 -0.0 -0.3 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.3 -0.0 1.8 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.3 -0.1 -0.3 -0.3 -0.3 -0.7 -0.6 -0.7 -0.4 PLAT 0.2 0.4 0.2 0.0 0.1 0.1 0.0 0.0 0.0 0.1 0.1 0.1 -0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.2 -0.0 0.2 1.5 0.0 0.1 0.1 0.1 0.0 0.1 0.2 0.5 0.4 0.2 -0.1 -0.6 -0.2 0.4 0.2 REDWHEAT 0.6 0.6 0.6 0.0 0.1 0.1 0.1 -0.0 0.1 0.1 -0.1 0.2 -0.5 0.2 0.1 -0.2 -0.0 -0.1 -0.0 0.2 0.0 0.2 -0.3 0.2 -0.9 0.1 0.1 0.0 0.1 -0.1 0.1 -0.5 0.5 0.6 0.6 -0.0 -0.3 -0.7 0.1 -0.7 RICE 0.6 0.2 -0.2 0.0 0.0 0.0 0.0 -0.0 0.0 0.1 0.2 0.1 0.3 0.1 0.1 0.4 0.4 0.4 0.4 0.1 0.1 0.1 0.2 0.2 -1.1 0.0 0.0 0.0 0.0 0.0 0.0 1.1 0.0 0.5 0.0 -0.0 -0.1 -0.1 0.0 0.1 ROBUSTA -0.6 -0.5 -0.1 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 0.4 0.4 0.4 0.1 0.1 -0.1 0.4 -0.1 -2.7 0.0 -0.0 0.1 -0.0 0.1 -0.0 1.1 -0.5 -0.3 0.6 0.6 -0.3 -0.5 0.1 0.1 RUSSELL 0.3 -0.4 0.2 0.0 0.1 0.1 0.1 0.2 0.0 0.1 0.3 0.1 0.3 0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 0.1 0.2 0.1 -0.2 0.0 0.1 0.1 0.1 0.1 0.0 -0.0 -0.3 -0.0 0.0 -0.4 -0.4 -0.7 -0.4 -0.7 SHATZ -0.1 -0.3 -0.6 -0.0 -0.0 -0.0 0.0 -0.1 -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 -0.2 -0.4 -0.1 -0.3 -0.7 -0.7 -0.6 -0.7 SILVER-mini -0.3 0.5 0.6 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 0.2 0.1 0.4 0.0 0.0 0.1 0.0 0.1 0.0 -0.1 0.2 -0.1 0.5 0.5 -0.3 -0.5 0.6 0.2 SMI 0.4 -0.4 0.3 0.0 0.1 0.1 0.1 0.2 0.0 0.1 0.4 0.2 0.4 0.1 0.1 -0.1 0.1 -0.0 0.0 0.1 0.1 0.2 0.2 0.2 1.7 0.1 0.1 0.1 0.1 0.2 0.1 0.8 -0.1 0.3 0.2 -0.0 0.4 -0.0 0.6 -0.1 SOFR 0.3 -0.5 -0.4 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.1 0.1 -0.1 -0.0 -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 -0.1 0.0 -0.0 0.0 0.2 0.2 0.2 -0.1 -0.0 -0.3 -0.7 0.4 -0.0 SOYBEAN 0.5 0.4 0.0 0.0 0.1 0.1 0.1 -0.0 0.1 0.1 -0.2 0.1 -0.2 0.1 0.1 -0.0 0.2 0.0 0.1 0.1 -0.0 0.1 -0.2 0.1 -2.7 0.0 0.0 -0.0 0.1 -0.1 0.1 0.2 0.5 0.4 0.3 -0.4 -0.5 -0.7 -0.4 -0.7 SOYMEAL 0.6 0.6 -0.0 0.0 0.1 0.0 0.1 -0.0 0.0 0.0 -0.2 0.1 -0.3 0.1 0.0 0.0 0.1 -0.0 0.0 0.1 -0.0 0.1 -0.2 0.2 -2.7 0.0 0.0 -0.0 0.0 -0.0 0.1 -0.1 0.5 0.6 0.6 -0.3 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.2 -0.1 0.1 0.0 0.0 0.0 0.0 -0.0 0.0 -0.0 -0.3 -0.0 -0.3 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.6 -0.1 -0.6 -0.6 -0.4 -0.7 -0.5 -0.3 0.1 SP400 0.3 -0.5 0.4 0.0 0.1 0.1 0.1 0.2 0.0 0.1 0.3 0.2 0.5 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.2 0.4 0.1 -1.7 0.0 0.1 0.1 0.1 0.2 0.0 0.0 -0.1 0.1 0.2 -0.0 -0.4 -0.3 -0.4 -0.7 SP500_micro 0.2 -0.6 0.1 0.0 0.1 0.1 0.1 0.2 0.0 0.1 0.4 0.2 0.6 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.2 0.5 0.1 -2.7 0.0 0.1 0.2 0.1 0.3 0.0 -0.6 -0.2 -0.1 -0.0 0.2 -0.0 -0.1 0.2 -0.1 SUGAR11 -0.1 -0.5 -0.6 0.0 0.1 0.1 0.1 -0.0 0.1 -0.1 -0.4 -0.1 -0.1 -0.2 -0.2 0.0 0.3 0.1 0.2 -0.2 -0.2 -0.1 -0.2 -0.2 -2.7 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.8 -0.5 -0.6 -0.6 -0.6 0.7 0.4 0.7 0.7 US10 0.3 -0.4 -0.3 -0.0 -0.0 -0.0 0.0 -0.1 -0.0 0.1 -0.1 0.1 -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 -0.3 0.1 0.1 -0.0 0.0 -0.5 -0.7 -0.0 0.1 US10U 0.3 -0.4 -0.3 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.1 0.1 -0.3 -0.0 -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 0.2 0.2 -0.0 0.1 -0.5 -0.6 0.6 0.3 US2 0.3 -0.5 -0.6 -0.0 -0.0 -0.0 0.0 -0.1 -0.0 0.1 -0.2 0.1 -0.3 -0.0 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 0.0 -0.3 -0.0 1.6 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -1.1 0.1 0.0 -0.1 -0.2 -0.6 -0.7 -0.4 -0.7 US20 0.3 -0.5 -0.2 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.0 0.1 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 0.1 -0.2 0.0 -0.1 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.3 0.1 0.2 0.0 0.2 -0.6 -0.5 0.7 0.5 US30 0.2 -0.4 -0.2 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.1 0.1 -0.2 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.3 -0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.1 0.0 -0.1 0.1 0.1 0.0 0.2 -0.6 -0.4 0.6 0.6 US5 0.3 -0.5 -0.5 -0.0 -0.0 -0.0 0.0 -0.1 -0.0 0.1 -0.2 0.1 -0.3 -0.0 -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 0.1 -0.1 -0.1 -0.5 -0.7 -0.2 -0.3 VIX -1.0 0.3 0.4 -0.1 -0.1 -0.3 -0.1 -0.5 -0.1 -0.3 -0.9 -0.3 -1.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.3 -0.9 -0.3 NaN -0.1 -0.1 -0.3 -0.1 -0.6 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT 0.6 0.6 0.6 0.0 0.1 0.1 0.1 -0.0 0.1 0.1 0.1 0.2 -0.5 0.2 0.1 -0.4 -0.3 -0.3 -0.3 0.2 0.0 0.2 -0.3 0.2 0.2 0.1 0.1 0.0 0.1 -0.1 0.1 -1.1 0.5 0.6 0.6 -0.1 -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 14.0 1.9 -0.1 -3.0 2.8 -1.9 1.8 0.6 -0.9 13.1 -3.9 14.2 -8.6 11.5 3.5 -2.5 -2.8 -2.7 -2.7 2.2 -1.3 9.8 -3.8 7.8 2.7 2.1 4.6 0.1 6.0 -1.4 5.0 -0.6 7.8 13.6 13.8 5.0 -16.2 -8.3 -6.3 -1.0 BITCOIN -16.1 -14.7 7.4 4.4 7.9 3.7 4.5 1.8 3.3 8.7 11.9 -1.9 14.5 -8.3 6.1 -5.9 -7.2 -7.3 -7.7 2.5 17.1 -5.1 20.0 -7.3 -20.0 3.3 -0.8 9.0 -1.3 10.6 -1.2 -3.0 -11.9 -14.0 -20.0 20.0 -10.4 -1.2 12.0 2.8 BOBL -2.7 -9.5 -13.7 -1.8 -0.3 -1.7 0.5 -1.5 -0.4 -4.1 -5.5 -2.3 -4.2 -5.3 -8.1 13.7 -6.6 6.0 -2.5 -7.1 -6.2 -2.9 -5.3 -4.8 4.9 -2.8 -2.4 -2.0 -2.1 -1.6 -2.5 -3.2 -8.9 -9.6 2.2 -0.6 -20.0 -20.0 2.4 -12.2 BTP 0.4 -14.1 -0.8 -2.8 -0.5 -2.6 0.9 -2.4 -0.7 -9.5 9.2 3.7 9.3 -2.9 -4.4 4.6 5.9 4.8 5.0 -0.1 4.6 -0.7 6.9 -0.5 -20.0 1.5 -3.8 4.8 -1.8 5.8 -0.6 15.5 -16.0 -3.8 8.1 19.3 -9.2 -9.9 18.9 2.6 BUND -2.0 -9.6 -8.3 -1.9 -0.3 -1.8 0.6 -1.7 -0.5 -4.5 -2.5 -0.7 -1.9 -4.5 -7.8 -9.4 -0.7 -7.5 -4.4 -5.4 -4.0 -2.0 -3.7 -3.6 2.2 -1.7 -2.9 -0.7 -2.1 -0.6 -2.0 2.0 -9.1 -8.0 5.9 4.5 -20.0 -20.0 6.8 -8.6 BUXL -3.1 -9.0 -3.0 -2.4 -0.4 -2.2 0.7 -2.0 -0.6 -9.1 -0.6 -1.7 -2.7 -5.1 -8.4 -8.1 -2.8 -6.8 -4.8 -5.1 -3.3 -3.4 -4.6 -4.1 -1.8 -0.6 -4.4 0.8 -3.1 -0.1 -2.0 0.0 -14.3 -10.3 9.9 9.8 -20.0 -20.0 -7.6 -5.1 CAC 5.4 -17.0 15.8 3.6 10.4 6.2 9.9 6.9 5.0 20.0 20.0 20.0 20.0 15.5 20.0 11.5 3.2 12.9 7.7 20.0 20.0 20.0 20.0 20.0 -12.7 8.8 11.2 9.7 11.6 9.0 9.3 18.6 5.3 20.0 17.7 20.0 -9.4 7.8 -10.2 12.0 CAD 6.8 -7.4 -6.5 -4.1 3.9 -2.6 2.6 0.8 -1.2 19.1 -12.3 16.2 -11.1 -6.7 -13.5 -3.0 -2.4 -2.7 -2.5 -9.5 -9.6 3.8 -8.3 -3.3 -0.8 -5.4 5.2 -5.4 2.3 -4.6 -1.9 0.0 -3.2 4.9 0.7 -3.1 -12.2 -13.8 -1.5 -10.2 CANOLA 10.7 18.2 18.8 2.3 4.3 1.3 3.7 -0.4 3.0 5.3 -4.9 7.1 -7.3 6.3 6.1 -15.5 -8.3 -15.5 -13.5 3.6 -3.1 8.4 -9.1 7.3 -20.0 1.6 1.6 -1.4 3.5 -4.4 3.1 -20.0 16.5 5.3 7.2 -5.5 -20.0 -16.7 -9.3 -4.0 CHF 12.6 -14.0 -20.0 -3.5 3.3 -2.2 2.2 0.7 -1.1 9.6 -17.4 10.9 -12.0 -11.2 -17.6 -16.3 -16.0 -16.3 -16.1 -20.0 -20.0 2.3 -13.7 -7.3 1.0 -6.1 0.7 -6.2 0.6 -3.3 -2.3 -20.0 4.6 -3.1 -20.0 -20.0 -0.9 -16.5 6.3 -14.5 COCOA -20.0 -20.0 -20.0 1.5 2.9 0.9 2.4 -0.3 2.0 -4.2 4.6 -5.0 5.8 -2.7 2.6 15.8 15.0 20.0 20.0 2.5 6.5 -8.0 6.1 -4.2 -14.7 1.7 -1.2 3.0 -1.1 3.2 -0.1 20.0 -20.0 -17.5 20.0 20.0 4.9 0.6 10.0 8.1 COFFEE -20.0 6.8 8.4 3.2 6.0 1.9 5.2 -0.5 4.2 -7.2 8.2 -11.5 7.9 -3.5 1.3 8.6 8.6 10.8 10.4 5.3 10.9 -14.0 8.8 -7.7 -17.4 2.7 -1.1 3.5 -2.3 2.8 -0.3 9.6 -20.0 -20.0 20.0 17.9 -0.3 -20.0 9.1 -6.7 COPPER 1.4 20.0 20.0 3.7 4.3 3.2 2.2 1.6 2.1 12.8 15.3 12.9 7.8 14.9 16.2 -2.2 -4.7 -4.0 -4.7 20.0 20.0 20.0 12.2 20.0 -14.1 6.0 5.5 4.9 4.4 2.7 5.3 1.6 10.3 20.0 20.0 20.0 -19.6 -3.0 8.7 6.7 CORN 15.5 13.2 16.2 4.5 8.6 2.7 7.3 -0.8 6.0 15.7 -7.3 17.6 -18.0 16.7 10.4 -18.4 -11.1 -18.8 -16.4 6.8 -5.8 19.2 -17.2 15.6 -16.3 3.5 8.4 -2.4 9.7 -6.5 8.1 -20.0 20.0 15.8 13.9 -14.0 -15.6 -20.0 -15.2 0.4 COTTON2 -10.9 -20.0 -2.7 2.4 4.5 1.4 3.9 -0.4 3.2 -6.9 -6.0 -7.3 -2.8 -9.4 -9.2 7.8 3.9 9.5 6.2 -13.3 -6.6 -10.7 -2.1 -14.3 -18.8 -2.4 -2.7 -0.3 -2.4 0.9 -3.2 1.0 -19.6 -20.0 -20.0 3.9 -9.9 -14.3 3.5 -0.1 CRUDE_W -20.0 -1.0 7.8 -0.7 -5.6 3.5 -7.1 4.7 -6.1 -20.0 8.4 -20.0 15.5 -16.0 8.8 13.9 12.1 14.6 13.2 1.2 11.9 -17.8 15.9 -14.0 -5.5 -0.2 -5.6 4.7 -7.9 6.8 -6.6 -1.1 -9.4 -9.4 4.5 2.2 20.0 17.1 20.0 18.7 DAX 6.3 -19.9 11.0 3.0 8.5 5.1 8.1 5.6 4.1 18.1 18.5 18.8 18.7 12.1 15.4 -9.9 -11.5 -11.6 -12.2 18.8 20.0 20.0 20.0 20.0 12.8 7.3 5.9 8.4 7.2 7.5 6.5 -10.3 -2.8 11.2 20.0 20.0 -1.0 7.0 3.2 16.3 DOW 12.7 -20.0 -5.4 2.4 6.9 4.1 6.6 4.6 3.3 14.8 12.2 15.2 13.2 1.6 -1.1 -10.8 -11.1 -11.6 -11.7 4.0 9.1 20.0 14.9 10.9 -12.6 2.8 8.1 5.2 8.5 7.5 4.8 -9.5 1.5 7.4 3.8 -7.5 3.2 -6.9 10.0 -14.2 DX -9.0 11.6 10.3 -4.0 3.8 -2.5 2.5 0.8 -1.2 -18.0 15.7 -15.0 12.3 10.2 16.1 7.4 6.7 7.3 7.0 14.7 15.2 -7.5 11.6 3.9 -20.0 5.6 -4.6 5.5 -2.9 4.2 1.6 15.9 -20.0 -12.8 20.0 20.0 14.3 5.7 18.7 12.9 EUR 9.7 -7.4 -5.2 -4.0 3.8 -2.5 2.5 0.8 -1.2 20.0 -8.7 19.7 -8.7 -3.6 -9.6 -7.0 -6.8 -6.9 -6.7 -6.3 -8.2 11.9 -6.5 2.7 20.0 -1.9 10.5 -2.5 8.0 -1.7 2.8 -7.4 11.2 12.3 2.9 2.3 -20.0 -15.9 -20.0 -12.5 EURIBOR-ICE -0.8 -19.2 -15.2 -1.6 -0.3 -1.5 0.5 -1.4 -0.4 -0.8 -0.1 -0.0 1.2 -4.5 -6.9 -5.8 -4.4 -4.6 -3.9 -6.3 -3.1 -1.3 -0.1 -4.1 12.3 -2.4 -1.2 -0.8 -1.2 0.4 -2.0 -0.8 -5.8 -7.8 -2.4 -0.9 -20.0 -20.0 4.5 12.0 EUROSTX 1.6 -19.6 13.8 3.1 9.0 5.4 8.6 6.0 4.4 19.7 20.0 19.9 20.0 13.1 19.1 -7.4 -0.6 -4.2 -1.7 19.1 20.0 20.0 20.0 18.0 -1.3 8.0 6.9 10.1 7.8 9.7 6.9 8.6 -8.6 9.8 20.0 20.0 -14.6 6.8 -17.9 11.2 FEEDCOW 5.4 -18.1 -1.7 4.0 7.5 2.3 6.5 -0.7 5.3 5.8 -3.3 -6.0 -2.6 -6.7 -6.0 -20.0 -20.0 -20.0 -20.0 -7.8 -5.6 -3.1 -1.3 -6.7 -6.3 -2.3 3.7 -1.4 -1.0 1.6 -2.1 -20.0 -19.9 -0.7 -20.0 1.6 20.0 20.0 20.0 20.0 GASOIL -20.0 -11.0 3.1 -0.6 -4.9 3.1 -6.3 4.2 -5.4 -20.0 5.7 -20.0 14.7 -20.0 -2.8 -1.9 17.8 7.6 13.7 -9.9 4.5 -19.8 14.8 -20.0 6.8 -4.2 -5.5 1.1 -7.7 4.6 -8.2 6.4 -7.3 -13.4 -14.8 -6.3 -15.2 -9.2 -20.0 -19.0 GASOLINE -20.0 -6.2 10.7 -0.6 -5.1 3.2 -6.4 4.3 -5.6 -20.0 14.3 -20.0 16.8 -16.4 8.5 20.0 13.5 18.4 12.4 -0.1 12.4 -20.0 16.2 -17.7 -20.0 -0.7 -8.5 4.4 -9.9 6.6 -7.5 -0.5 -20.0 -13.5 -2.8 7.2 20.0 20.0 20.0 20.0 GAS_US_mini 15.3 16.2 4.5 -0.5 -3.9 2.5 -5.0 3.3 -4.3 15.4 -18.0 15.6 -19.1 11.0 -11.9 -20.0 -20.0 -20.0 -20.0 -3.5 -17.7 13.4 -20.0 7.4 20.0 -2.9 8.0 -9.0 7.8 -11.5 3.7 -20.0 20.0 20.0 0.7 -20.0 -13.3 -5.2 -20.0 -10.0 GBP 7.6 -10.4 -5.1 -4.2 3.9 -2.6 2.6 0.8 -1.3 16.9 4.5 17.4 4.0 -5.0 -9.8 -1.1 -0.8 -1.0 -0.8 -5.7 -3.4 7.0 1.2 -0.2 1.5 -1.4 8.5 0.4 4.9 2.1 1.0 2.9 -5.0 3.9 1.6 9.2 -20.0 -13.1 -20.0 -6.1 GOLD_micro -17.4 10.1 19.9 2.9 5.2 2.4 3.0 1.2 2.2 8.3 11.0 -0.5 9.7 6.0 9.5 -11.8 -14.3 -13.2 -13.9 14.2 16.5 4.8 12.4 6.8 -3.3 3.7 1.5 4.4 0.9 3.4 1.6 -14.5 1.2 -7.8 20.0 20.0 -13.5 -16.2 -2.7 -8.5 HEATOIL -19.9 -10.2 -0.3 -0.7 -5.2 3.3 -6.6 4.4 -5.7 -20.0 -2.8 -20.0 9.3 -20.0 -11.0 -5.9 17.6 3.9 11.6 -13.5 -0.9 -20.0 8.9 -20.0 -20.0 -5.0 -6.8 0.3 -8.3 4.7 -8.8 4.6 -7.1 -12.2 -20.0 -11.2 14.8 5.6 7.1 1.3 JGB-SGX-mini -2.7 -18.3 -9.6 -2.0 -0.4 -1.9 0.6 -1.7 -0.5 -9.3 0.4 -7.4 3.3 -8.1 -8.8 18.3 16.1 15.4 14.1 -8.2 -4.4 -8.8 -0.0 -8.1 -8.7 -3.1 -4.1 -2.1 -3.1 -1.0 -3.0 20.0 -20.0 -8.8 -7.1 -2.1 -14.8 -8.9 0.4 11.2 JPY 11.7 -2.8 -3.2 -1.7 1.6 -1.1 1.0 0.3 -0.5 -5.7 -9.4 -4.0 -9.8 -6.9 -8.4 -14.3 -16.5 -16.0 -16.3 -9.4 -10.4 -5.2 -11.8 -6.9 20.0 -3.3 -1.4 -3.3 -1.5 -3.4 -2.4 -20.0 -1.1 -12.2 -13.8 -12.6 -20.0 -11.4 -20.0 -10.9 LEANHOG -18.4 -4.8 19.5 5.6 10.6 3.3 9.1 -0.9 7.5 -17.4 13.3 -20.0 -2.1 -19.3 4.4 -20.0 -20.0 -20.0 -20.0 -1.3 9.1 -20.0 2.1 -19.6 9.3 -0.7 -8.7 5.0 -10.9 2.6 -8.0 -20.0 -20.0 -20.0 -17.3 20.0 -8.3 -9.4 -0.3 11.7 LIVECOW 5.2 -15.5 2.5 3.9 7.4 2.3 6.3 -0.7 5.2 11.1 -0.8 5.6 -0.3 -5.9 -4.4 20.0 7.5 20.0 15.3 -4.0 -2.8 3.0 0.2 -1.7 -5.6 0.2 5.9 1.3 2.1 3.9 0.3 11.7 -3.0 -0.8 -15.2 11.3 20.0 20.0 20.0 20.0 LUMBER-new -2.9 -20.0 -6.8 4.3 8.2 2.6 7.0 -0.2 5.8 -2.8 -6.6 0.5 -11.5 -13.0 -13.2 -20.0 -17.9 -20.0 -19.7 -20.0 -14.1 -5.7 -6.9 -18.1 NaN -5.2 -0.8 -3.1 -1.3 -1.1 -4.0 -20.0 -6.1 -20.0 -20.0 -20.0 -11.9 -11.1 -4.3 -6.7 MILK 20.0 20.0 15.6 3.0 5.7 1.8 4.9 -0.5 4.0 8.8 -4.1 12.3 -10.4 12.7 9.0 5.7 -20.0 -20.0 -20.0 13.2 -0.0 20.0 -11.1 20.0 14.1 3.1 3.2 -0.2 5.5 -3.0 5.5 -20.0 20.0 20.0 20.0 3.8 -20.0 -20.0 -18.7 -20.0 MXP -2.9 -11.5 -0.7 -3.8 3.6 -2.4 2.3 0.7 -1.1 12.5 15.3 13.6 19.5 -3.4 4.0 15.7 17.1 16.7 16.6 5.8 13.6 10.5 20.0 4.9 -20.0 3.4 4.0 6.7 4.4 9.9 2.3 20.0 12.2 -8.6 19.6 20.0 20.0 20.0 20.0 20.0 NASDAQ_micro 7.4 -20.0 -7.8 1.9 5.5 3.3 5.2 3.7 2.7 12.0 10.9 11.7 12.4 5.0 4.7 -9.6 -10.3 -10.4 -10.6 2.6 8.4 12.6 14.9 5.8 -20.0 0.8 5.2 4.1 4.6 7.7 1.7 -7.8 -8.1 -9.7 -5.4 -5.1 -1.5 0.1 1.1 -0.2 NIKKEI -8.0 -20.0 0.0 2.2 6.2 3.7 5.9 4.1 3.0 -0.9 10.2 3.4 13.0 -5.9 3.2 1.7 9.0 4.0 6.7 1.5 13.2 0.7 20.0 -3.1 -13.8 0.7 1.7 5.7 0.1 8.8 -1.3 20.0 -20.0 -20.0 -9.7 6.9 -9.8 -7.0 -5.3 -8.6 NZD 12.8 -6.0 -6.6 -2.8 2.7 -1.8 1.7 0.5 -0.8 13.5 -4.8 13.4 -5.3 1.8 -7.3 0.0 0.2 0.1 0.2 -3.6 -5.1 9.0 -4.1 3.6 0.8 -1.8 5.1 -2.5 5.2 -1.6 2.2 4.6 10.0 8.3 1.8 -1.6 -7.4 -4.7 -0.2 7.3 OAT 0.4 -12.2 -7.3 -2.1 -0.4 -2.0 0.6 -1.8 -0.5 -5.9 -0.6 0.4 -0.3 -3.8 -7.6 6.1 6.1 5.6 5.4 -5.0 -3.0 -1.6 -2.1 -3.0 2.6 -1.5 -3.3 -0.0 -1.8 0.3 -1.7 16.0 -10.3 -6.0 5.1 6.3 -20.0 -19.9 8.0 -0.6 OATIES 20.0 19.3 4.7 4.9 9.3 2.9 8.0 -0.8 6.5 19.9 -10.8 20.0 -15.8 20.0 15.3 20.0 2.8 13.7 7.9 20.0 0.0 20.0 -10.0 20.0 -20.0 5.2 16.5 0.9 14.3 -1.1 10.3 1.1 20.0 20.0 20.0 5.0 -15.5 -1.9 -0.7 14.8 OJ 10.9 2.7 3.6 5.1 9.8 3.0 8.4 -0.9 6.9 20.0 12.3 20.0 18.4 20.0 20.0 6.0 12.3 6.0 8.2 20.0 19.5 20.0 20.0 20.0 -20.0 5.3 20.0 5.5 19.4 11.6 10.4 11.3 20.0 20.0 17.6 20.0 6.0 8.6 19.7 20.0 PALLAD -11.5 0.4 4.9 2.2 4.0 1.9 2.3 0.9 1.7 6.0 -4.4 -3.4 -8.1 -6.0 -0.8 -2.3 -2.1 -2.1 -2.0 -3.1 -4.4 -1.6 -10.5 -3.7 13.3 -1.3 0.9 -1.7 -0.8 -4.1 -1.9 6.3 -6.1 -8.2 -10.2 -8.1 -20.0 -19.0 -20.0 -12.2 PLAT 7.2 12.4 7.0 3.3 6.1 2.8 3.4 1.4 2.5 13.4 2.2 13.5 -7.4 11.0 7.7 -4.9 -3.8 -4.7 -4.4 8.7 3.5 20.0 -0.9 14.7 11.2 4.0 11.7 2.2 9.0 0.8 6.1 2.9 20.0 12.7 7.4 -3.1 -19.5 -6.7 11.6 6.9 REDWHEAT 20.0 20.0 20.0 4.0 7.7 2.4 6.6 -0.7 5.4 12.0 -2.7 15.4 -14.5 15.8 12.0 -10.3 -1.1 -4.7 -2.4 17.1 1.5 20.0 -12.0 20.0 -7.1 4.8 6.4 0.7 7.4 -2.3 7.3 -9.5 20.0 20.0 20.0 -0.6 -8.9 -20.0 2.6 -20.0 RICE 20.0 6.9 -4.9 2.7 5.2 1.6 4.4 -0.5 3.6 10.2 5.7 11.8 7.6 12.3 7.7 20.0 20.0 20.0 20.0 10.2 6.5 10.8 6.5 14.0 -8.4 1.8 1.6 0.8 2.6 0.8 3.1 20.0 1.0 14.7 1.4 -0.6 -3.0 -4.3 0.8 2.8 ROBUSTA -20.0 -14.8 -4.0 1.9 3.6 1.1 3.1 -0.3 2.5 -6.3 6.6 -7.4 7.8 -3.1 2.4 20.0 20.0 20.0 20.0 5.1 12.4 -15.2 13.0 -8.3 -20.0 2.2 -0.9 3.4 -1.6 3.5 -0.2 20.0 -20.0 -9.8 18.4 20.0 -8.2 -16.4 3.3 4.2 RUSSELL 10.0 -11.9 5.5 2.2 6.3 3.8 6.0 4.2 3.0 12.6 9.9 12.7 9.3 1.5 0.3 -6.7 -6.5 -6.6 -6.6 2.3 4.9 12.5 6.0 6.5 -1.9 2.0 5.9 3.3 6.1 3.9 3.6 -0.9 -10.8 -1.4 1.5 -10.9 -11.0 -20.0 -12.3 -20.0 SHATZ -3.1 -9.7 -20.0 -1.7 -0.3 -1.6 0.5 -1.4 -0.4 -3.3 -8.5 -4.0 -8.3 -6.1 -8.4 -20.0 -20.0 -20.0 -20.0 -10.8 -11.3 -4.0 -11.3 -7.0 7.7 -3.3 -1.4 -2.9 -1.7 -2.5 -2.5 -20.0 -9.1 -12.2 -4.3 -8.7 -20.0 -20.0 -17.4 -20.0 SILVER-mini -9.2 15.5 18.5 3.1 5.6 2.6 3.2 1.3 2.3 11.4 9.0 5.6 5.5 7.2 9.2 -6.5 -6.7 -6.7 -6.7 11.9 11.0 10.5 6.5 9.0 2.6 3.9 3.8 4.0 2.9 2.6 2.6 -1.7 8.8 -1.6 14.3 15.4 -8.2 -13.8 17.9 5.2 SMI 11.6 -12.9 9.7 2.5 7.1 4.2 6.8 4.7 3.4 15.5 13.2 15.5 11.3 8.9 8.5 -2.9 3.4 -0.2 2.2 9.8 9.5 20.0 7.9 17.9 12.9 5.0 8.2 5.4 9.6 4.3 6.7 15.4 -2.6 9.0 7.6 -1.1 11.0 -0.5 17.1 -1.9 SOFR 10.2 -16.0 -13.7 -2.3 -0.4 -2.1 0.7 -1.9 -0.5 9.7 -3.2 9.3 -3.8 -3.6 -8.3 -3.4 -0.8 -2.3 -1.3 -8.0 -8.3 6.4 -6.5 -0.5 -2.6 -2.2 2.7 -2.0 2.4 -1.3 0.2 4.6 8.4 5.5 -2.1 -0.3 -8.5 -20.0 10.6 -1.2 SOYBEAN 16.1 12.0 1.2 4.1 7.9 2.5 6.8 -0.7 5.6 5.9 -8.5 9.8 -5.9 9.1 6.9 -1.2 9.1 0.3 3.9 5.1 -4.5 12.5 -9.0 12.6 -20.0 2.9 2.0 -0.9 5.9 -2.3 6.0 4.6 20.0 12.8 8.9 -12.6 -15.1 -20.0 -12.8 -20.0 SOYMEAL 20.0 20.0 -1.2 3.0 5.7 1.8 4.9 -0.5 4.0 3.5 -8.7 7.1 -9.2 8.8 3.5 0.4 5.9 -1.9 0.5 8.3 -2.6 12.6 -6.7 15.9 -20.0 3.0 1.4 -0.1 4.1 -1.0 5.1 -1.0 20.0 20.0 20.0 -8.0 -20.0 -20.0 -20.0 -20.0 SOYOIL -6.0 -4.6 3.0 2.5 4.9 1.5 4.2 -0.4 3.4 -0.3 -10.5 -3.3 -9.6 -8.5 -8.4 -7.2 -0.3 -7.0 -4.8 -8.4 -8.4 -3.4 -8.9 -7.6 -20.0 -2.9 -0.5 -2.2 -1.4 -1.9 -3.0 -11.1 -4.7 -20.0 -18.4 -11.9 -20.0 -14.8 -7.8 3.5 SP400 8.1 -15.6 12.4 2.4 6.9 4.2 6.6 4.6 3.4 14.8 12.8 14.9 12.6 3.4 5.9 -6.1 -5.4 -5.6 -5.5 8.2 13.2 19.1 14.4 11.2 -12.7 3.6 6.8 5.4 7.0 5.8 4.4 0.9 -3.4 1.6 6.4 -0.2 -11.9 -10.4 -10.8 -20.0 SP500_micro 6.3 -20.0 3.5 2.4 7.0 4.2 6.6 4.6 3.4 15.2 14.5 15.1 15.3 6.0 8.6 -11.3 -11.7 -12.2 -12.2 7.5 15.4 18.2 20.0 9.8 -20.0 3.0 6.5 6.7 6.2 9.2 3.2 -10.4 -6.9 -4.4 -0.7 5.2 -0.5 -2.9 4.8 -3.1 SUGAR11 -1.7 -16.0 -18.4 3.6 6.8 2.1 5.9 -0.6 4.8 -10.0 -13.7 -10.5 -2.1 -14.4 -14.2 1.1 14.3 6.3 10.6 -19.3 -16.7 -13.9 -7.2 -17.0 -20.0 -5.3 -4.5 -4.6 -3.8 -2.0 -4.6 15.3 -20.0 -20.0 -20.0 -20.0 20.0 11.0 20.0 20.0 US10 9.9 -13.6 -10.7 -1.8 -0.3 -1.7 0.6 -1.6 -0.4 7.9 -3.4 7.6 -5.2 -2.8 -6.9 -4.6 -7.3 -5.9 -6.8 -6.1 -7.0 4.9 -7.7 -0.3 2.5 -1.7 2.1 -1.7 2.1 -1.8 0.2 -6.2 5.7 4.4 -0.7 0.8 -16.3 -20.0 -0.9 2.6 US10U 8.7 -13.5 -10.4 -2.7 -0.5 -2.6 0.8 -2.3 -0.7 11.6 -4.7 10.9 -7.4 -4.6 -10.5 -5.9 -1.8 -4.6 -3.0 -9.3 -10.6 6.7 -12.1 -1.0 0.2 -2.5 3.3 -2.6 3.1 -2.7 0.3 2.3 6.7 5.5 -0.5 3.1 -15.9 -19.3 19.1 10.3 US2 8.2 -15.2 -20.0 -1.8 -0.3 -1.6 0.5 -1.5 -0.4 6.6 -7.5 6.4 -8.3 -4.3 -7.7 -20.0 -20.0 -20.0 -20.0 -9.6 -11.0 2.1 -12.0 -3.1 12.0 -2.4 0.9 -2.4 0.7 -2.3 -0.8 -20.0 3.5 1.0 -4.1 -6.8 -17.0 -20.0 -12.0 -20.0 US20 8.6 -14.6 -7.2 -2.0 -0.3 -1.9 0.6 -1.7 -0.5 8.4 -0.7 8.0 -3.4 -2.9 -6.8 -0.5 -0.7 -0.4 -0.4 -5.6 -6.1 5.7 -7.3 0.1 -0.9 -1.2 2.8 -1.1 2.9 -1.5 0.8 5.2 5.3 5.1 1.1 5.4 -18.1 -14.5 20.0 15.9 US30 6.6 -13.6 -5.6 -2.4 -0.4 -2.2 0.7 -2.0 -0.6 9.9 -2.3 9.1 -5.4 -4.3 -8.5 -0.9 -4.9 -3.3 -4.6 -7.0 -7.6 5.8 -9.5 -0.9 -0.4 -1.8 3.6 -1.6 3.2 -2.1 0.5 -2.3 4.8 3.8 0.6 7.0 -17.1 -13.0 18.4 18.9 US5 10.1 -14.5 -15.0 -1.9 -0.3 -1.8 0.6 -1.6 -0.5 8.3 -6.3 7.8 -7.0 -3.7 -7.8 -9.2 -10.0 -9.5 -9.7 -7.8 -8.9 4.9 -9.2 -1.0 5.6 -2.1 1.9 -2.1 1.8 -1.9 -0.1 -11.0 6.1 4.2 -2.1 -2.5 -14.2 -20.0 -5.3 -7.6 VIX -18.9 5.8 8.6 -5.8 -5.3 -5.9 -7.7 -8.0 -7.3 -17.9 -20.0 -20.0 -20.0 -20.0 -18.4 -20.0 -20.0 -20.0 -20.0 -16.6 -18.8 -20.0 -20.0 -20.0 NaN -6.5 -6.1 -6.8 -8.6 -9.7 -8.3 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 20.0 20.0 20.0 3.9 7.5 2.3 6.4 -0.7 5.3 13.4 3.8 16.0 -13.1 16.2 12.4 -17.8 -13.7 -17.4 -15.6 19.1 3.8 20.0 -9.9 20.0 1.4 4.7 7.7 1.0 8.6 -1.5 7.6 -20.0 20.0 20.0 20.0 -2.8 -7.3 -20.0 -0.9 -20.0 End of report for caleb_strategy_v3