******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240529_204013 produced at 2024-05-29 21:37:31.168831 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 JGB-SGX-mini False True 0.03 0.0 -0.85 0.0 0.00 0.00 0.0 0.00 -30.86 16.0 0 0 caleb_strategy_v3 SOFR False True 0.07 0.0 -0.63 0.0 0.00 0.00 0.0 0.00 -8.65 11.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.08 0.0 -0.55 0.0 0.80 -0.80 0.0 -0.72 -6.93 10.0 0 -9 caleb_strategy_v3 SHATZ False True 0.03 0.0 -0.38 0.0 0.00 0.00 0.0 0.00 -11.18 24.0 0 0 caleb_strategy_v3 US2 False True 0.06 0.0 -0.31 0.0 0.00 0.00 0.0 0.00 -5.08 13.0 0 0 caleb_strategy_v3 VIX False False 0.00 0.0 -0.29 0.0 999.00 -999.00 0.0 -0.21 -62.77 999999999.0 0 -46 caleb_strategy_v3 CHF False False 0.04 0.0 -0.21 0.0 0.54 -0.54 0.0 -0.25 -5.06 13.0 0 -6 caleb_strategy_v3 CAD False False 0.02 0.0 -0.10 0.0 0.64 -0.64 0.0 -0.09 -4.53 29.0 0 -4 caleb_strategy_v3 LEANHOG False False 0.01 0.0 -0.10 0.0 0.15 -0.15 0.0 -0.08 -8.78 13.0 0 -7 caleb_strategy_v3 US5 False False 0.03 0.0 -0.08 0.0 0.80 -0.80 0.0 -0.35 -2.38 25.0 0 -11 caleb_strategy_v3 JPY False False 0.02 0.0 -0.08 0.0 0.41 -0.41 0.0 -0.12 -3.24 17.0 0 -5 caleb_strategy_v3 HEATOIL False False 0.03 0.0 -0.07 0.0 0.09 -0.09 0.0 -0.06 -2.09 3.0 0 -2 caleb_strategy_v3 LUMBER-new False False 0.00 0.0 -0.05 0.0 0.01 -0.01 0.0 0.00 -12.06 3.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.0 -0.05 0.0 0.09 -0.09 0.0 -0.01 -7.08 12.0 0 -2 caleb_strategy_v3 BOBL False True 0.04 0.0 -0.05 0.0 0.00 0.00 0.0 0.00 -1.37 19.0 0 0 caleb_strategy_v3 OAT False True 0.04 0.0 -0.04 0.0 0.00 0.00 0.0 0.00 -0.93 10.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.0 -0.03 0.0 0.38 -0.38 0.0 0.00 -5.78 66.0 0 0 caleb_strategy_v3 US10 False False 0.03 0.0 -0.03 0.0 0.56 -0.56 0.0 0.00 -0.99 17.0 0 0 caleb_strategy_v3 SP400 False False 0.09 0.0 -0.03 0.0 0.18 -0.18 0.0 0.00 -0.34 2.0 0 0 caleb_strategy_v3 BUND False True 0.04 0.0 -0.03 0.0 0.00 0.00 0.0 0.00 -0.74 10.0 0 0 caleb_strategy_v3 BTP False True 0.04 0.0 -0.03 0.0 0.00 0.00 0.0 0.00 -0.83 10.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.0 -0.03 0.0 0.16 -0.16 0.0 0.00 -10.12 51.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 0.0 -0.02 0.0 0.21 -0.21 0.0 -0.02 -5.48 68.0 0 -7 caleb_strategy_v3 GASOIL False False 0.02 0.0 -0.02 0.0 0.09 -0.09 0.0 0.00 -1.05 4.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.0 -0.02 0.0 0.11 -0.11 0.0 0.00 -3.63 18.0 0 0 caleb_strategy_v3 US10U False False 0.03 0.0 -0.02 0.0 0.44 -0.44 0.0 -0.17 -0.56 13.0 0 -5 caleb_strategy_v3 COTTON2 False False 0.01 0.0 -0.02 0.0 0.13 -0.13 0.0 0.00 -1.79 11.0 0 0 caleb_strategy_v3 BUXL False True 0.04 0.0 -0.02 0.0 0.00 0.00 0.0 0.00 -0.38 4.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.0 -0.01 0.0 0.13 -0.13 0.0 -0.04 -0.63 7.0 0 -2 caleb_strategy_v3 NIKKEI False False 0.01 0.0 -0.01 0.0 0.27 -0.27 0.0 -0.01 -1.18 36.0 0 -2 caleb_strategy_v3 GOLD_micro False False 0.01 0.0 -0.01 0.0 0.40 -0.40 0.0 -0.04 -1.85 56.0 0 -5 caleb_strategy_v3 SOYOIL False False 0.01 0.0 -0.01 0.0 0.08 -0.08 0.0 -0.01 -1.53 10.0 0 -1 caleb_strategy_v3 PALLAD False False 0.03 0.0 -0.01 0.0 0.06 -0.06 0.0 0.00 -0.41 2.0 0 0 caleb_strategy_v3 US30 False False 0.04 0.0 -0.01 0.0 0.22 -0.22 0.0 0.00 -0.14 6.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.0 -0.01 0.0 0.10 -0.10 0.0 0.00 -0.58 9.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.0 0.00 0.0 0.09 -0.09 0.0 0.00 0.32 8.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.0 -0.00 0.0 0.00 0.00 0.0 0.00 -0.52 2.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 0.0 0.00 0.0 0.10 -0.10 0.0 0.00 0.30 9.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 0.0 0.00 0.0 0.05 -0.05 0.0 0.00 0.72 26.0 0 2 caleb_strategy_v3 GASOLINE False False 0.03 0.0 0.00 0.0 999.00 -999.00 0.0 0.00 0.02 999999999.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.04 0.0 0.00 0.0 0.32 -0.32 0.0 0.12 0.06 8.0 0 3 caleb_strategy_v3 EUR False False 0.04 0.0 -0.00 0.0 0.57 -0.57 0.0 0.00 -0.09 14.0 0 0 caleb_strategy_v3 US20 False True 0.03 0.0 0.00 0.0 0.00 0.00 0.0 0.00 0.02 9.0 0 0 caleb_strategy_v3 COFFEE False False 0.03 0.0 0.00 0.0 0.16 -0.16 0.0 0.00 0.16 6.0 0 0 caleb_strategy_v3 COCOA False False 0.03 0.0 0.00 0.0 0.67 -0.67 0.0 0.00 0.08 26.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.0 0.00 0.0 0.28 -0.28 0.0 0.00 0.26 23.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.0 0.01 0.0 0.38 -0.38 0.0 0.00 1.80 48.0 0 0 caleb_strategy_v3 AUD False False 0.02 0.0 0.01 0.0 0.38 -0.38 0.0 0.00 0.74 19.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.0 0.01 0.0 0.26 -0.26 0.0 0.00 0.64 23.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.0 0.01 0.0 0.06 -0.06 0.0 0.00 0.92 5.0 0 0 caleb_strategy_v3 PLAT False False 0.02 0.0 0.02 0.0 0.16 -0.16 0.0 0.02 1.56 10.0 0 1 caleb_strategy_v3 BITCOIN True False 0.00 0.0 0.02 0.0 0.00 0.00 0.0 0.00 7.62 59.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.02 0.0 0.04 0.0 999.00 -999.00 0.0 0.00 1.50 999999999.0 0 0 caleb_strategy_v3 CAC True False 0.03 0.0 0.04 0.0 0.00 0.00 0.0 0.00 1.68 12.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.0 0.04 0.0 0.04 -0.04 0.0 0.00 3.92 4.0 0 0 caleb_strategy_v3 COPPER False False 0.04 0.0 0.05 0.0 999.00 -999.00 0.0 0.14 1.49 999999999.0 0 4 caleb_strategy_v3 GBP False False 0.02 0.0 0.05 0.0 0.53 -0.53 0.0 0.00 2.18 22.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.0 0.05 0.0 0.39 -0.39 0.0 0.00 2.61 21.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.0 0.05 0.0 0.06 -0.06 0.0 0.02 2.59 3.0 0 1 caleb_strategy_v3 EUROSTX False False 0.02 0.0 0.06 0.0 0.33 -0.33 0.0 0.24 3.81 20.0 0 15 caleb_strategy_v3 DX False False 0.03 0.0 0.07 0.0 999.00 -999.00 0.0 0.00 2.24 999999999.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.02 0.0 0.10 0.0 0.12 -0.12 0.0 0.05 4.14 5.0 0 2 caleb_strategy_v3 DAX False False 0.01 0.0 0.11 0.0 0.35 -0.35 0.0 0.02 17.88 58.0 0 4 caleb_strategy_v3 LIVECOW False False 0.02 0.0 0.12 0.0 0.37 -0.37 0.0 0.07 5.68 17.0 0 3 caleb_strategy_v3 SMI False True 0.04 0.0 0.16 0.0 0.00 0.00 0.0 0.00 4.16 9.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.0 0.51 0.0 0.53 -0.53 0.0 0.49 56.96 60.0 0 55 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 17.9 Shocked risk 50.8 Sum abs risk 50.6 Leverage 5.80 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3307672.28, 'annual_cash_vol_target': 826918.07, 'daily_cash_vol_target': 51682.379375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0040 0.6621 0.5968 9.5485 BITCOIN 1728.1301 67910.0000 2.5447 40.7158 BOBL 0.2752 115.7600 0.2377 3.8031 BTP 0.6137 116.1400 0.5284 8.4542 BUND 0.5584 128.8600 0.4334 6.9338 BUXL 1.3292 125.1200 1.0623 16.9972 CAC 52.4772 7947.0000 0.6603 10.5654 CAD 0.0028 0.7296 0.3836 6.1377 CANOLA 7.1048 690.3000 1.0292 16.4678 CHF 0.0042 1.0967 0.3866 6.1849 COCOA 381.6956 8567.0000 4.4554 71.2867 COFFEE 4.2125 228.6000 1.8428 29.4841 COPPER 0.0789 4.7835 1.6500 26.3994 CORN 5.1535 479.0000 1.0759 17.2143 COTTON2 1.3321 78.2800 1.7017 27.2276 CRUDE_W 0.8450 76.6100 1.1030 17.6486 DAX 121.9496 18557.0000 0.6572 10.5146 DOW 252.6660 38543.0000 0.6555 10.4887 DX 0.3440 104.6250 0.3288 5.2601 EUR 0.0042 1.0812 0.3868 6.1891 EURIBOR-ICE 0.0527 97.1950 0.0542 0.8671 EUROSTX 34.9766 4979.0000 0.7025 11.2397 FEEDCOW 2.0365 262.0500 0.7771 12.4341 GASOIL 9.9929 753.7500 1.3258 21.2122 GASOLINE 0.0350 2.4039 1.4562 23.2987 GAS_US_mini 0.1012 2.7200 3.7202 59.5236 GBP 0.0055 1.2702 0.4310 6.8965 GOLD_micro 21.8719 2360.5000 0.9266 14.8253 HEATOIL 0.0305 2.4850 1.2289 19.6617 JGB-SGX-mini 0.2182 143.0300 0.1526 2.4413 JPY 0.0000 0.0064 0.6447 10.3157 LEANHOG 1.0553 95.9750 1.0995 17.5926 LIVECOW 1.3168 180.4250 0.7299 11.6777 LUMBER-new 6.6741 542.5000 1.2302 19.6840 MILK 0.2544 19.9300 1.2763 20.4215 MXP 0.0003 0.0589 0.5880 9.4088 NASDAQ_micro 142.9223 18822.2500 0.7593 12.1492 NIKKEI 352.8919 38345.0000 0.9203 14.7249 NZD 0.0036 0.6116 0.5876 9.4015 OAT 0.5590 124.2000 0.4501 7.2015 OATIES 7.1056 380.0000 1.8699 29.9184 OJ 5.6950 460.0000 1.2380 19.8088 PALLAD 22.8876 969.0000 2.3620 37.7918 PLAT 17.4368 1047.2000 1.6651 26.6414 REDWHEAT 12.6745 734.0000 1.7268 27.6284 RICE 0.1574 15.4850 1.0165 16.2646 ROBUSTA 77.1167 4043.0000 1.9074 30.5186 RUSSELL 20.5153 2040.4000 1.0055 16.0873 SHATZ 0.0792 104.9250 0.0755 1.2080 SILVER-mini 0.5575 32.6250 1.7089 27.3420 SMI 77.3019 11820.0000 0.6540 10.4639 SOFR 0.0631 95.9200 0.0658 1.0530 SOYBEAN 10.2875 1196.2500 0.8600 13.7597 SOYMEAL 5.0691 361.5000 1.4022 22.4358 SOYOIL 0.7140 46.2400 1.5441 24.7055 SP400 23.7780 2925.3000 0.8128 13.0054 SP500_micro 32.7383 5288.7500 0.6190 9.9043 SUGAR11 0.2931 18.3000 1.6018 25.6282 US10 0.3772 108.0781 0.3490 5.5847 US10U 0.4958 111.1094 0.4462 7.1393 US2 0.0943 101.6953 0.0927 1.4830 US20 0.7406 114.7188 0.6456 10.3299 US30 1.0958 120.6562 0.9082 14.5315 US5 0.2424 105.3516 0.2301 3.6809 VIX 0.4064 15.4500 2.6307 42.0917 WHEAT 11.3707 736.2500 1.5444 24.7104 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 662.10 0.60 395.13 1.00 395.13 51682.38 130.80 2.18 28.56 BITCOIN 67.91 2.54 172.81 1.00 172.81 51682.38 299.07 2.35 70.41 BOBL 1157.60 0.24 275.15 1.09 299.30 51682.38 172.68 -7.85 -135.54 BTP 1161.40 0.53 613.67 1.09 667.52 51682.38 77.42 -3.13 -24.26 BUND 1288.60 0.43 558.43 1.09 607.43 51682.38 85.08 -8.61 -73.24 BUXL 1251.20 1.06 1329.18 1.09 1445.82 51682.38 35.75 -10.57 -37.77 CAC 794.70 0.66 524.77 1.09 570.82 51682.38 90.54 5.43 49.16 CAD 729.55 0.38 279.86 1.00 279.86 51682.38 184.67 -9.45 -174.48 CANOLA 138.06 1.03 142.10 0.73 104.30 51682.38 495.51 -8.39 -415.96 CHF 1370.94 0.39 529.94 1.00 529.94 51682.38 97.52 -20.00 -195.05 COCOA 856.70 4.46 3816.96 1.00 3816.96 51682.38 13.54 2.61 3.54 COFFEE 857.25 1.84 1579.70 1.00 1579.70 51682.38 32.72 4.28 14.00 COPPER 1195.88 1.65 1973.15 1.00 1973.15 51682.38 26.19 5.25 13.75 CORN 239.50 1.08 257.68 1.00 257.68 51682.38 200.57 -14.50 -290.83 COTTON2 391.40 1.70 666.05 1.00 666.05 51682.38 77.59 -10.78 -83.61 CRUDE_W 766.10 1.10 845.04 1.00 845.04 51682.38 61.16 6.25 38.21 DAX 185.57 0.66 121.95 1.09 132.65 51682.38 389.61 13.45 524.20 DOW 192.72 0.66 126.33 1.00 126.33 51682.38 409.10 -6.08 -248.84 DX 1046.25 0.33 343.96 1.00 343.96 51682.38 150.26 5.75 86.37 EUR 1351.56 0.39 522.81 1.00 522.81 51682.38 98.86 -0.36 -3.54 EURIBOR-ICE 2429.87 0.05 131.69 1.09 143.24 51682.38 360.80 -5.63 -203.04 EUROSTX 497.90 0.70 349.77 1.09 380.46 51682.38 135.84 8.23 111.74 FEEDCOW 1310.25 0.78 1018.24 1.00 1018.24 51682.38 50.76 0.38 1.92 GASOIL 753.75 1.33 999.29 1.00 999.29 51682.38 51.72 -4.68 -24.21 GASOLINE 1009.64 1.46 1470.20 1.00 1470.20 51682.38 35.15 0.15 0.54 GAS_US_mini 68.00 3.72 252.98 1.00 252.98 51682.38 204.30 0.33 6.65 GBP 793.88 0.43 342.18 1.00 342.18 51682.38 151.04 5.57 84.17 GOLD_micro 236.05 0.93 218.72 1.00 218.72 51682.38 236.30 -2.29 -54.17 HEATOIL 1043.70 1.23 1282.56 1.00 1282.56 51682.38 40.30 -11.95 -48.17 JGB-SGX-mini 143030.00 0.15 21823.47 0.01 139.15 51682.38 371.41 -7.67 -285.02 JPY 795.25 0.64 512.72 1.00 512.72 51682.38 100.80 -12.39 -124.86 LEANHOG 383.90 1.10 422.11 1.00 422.11 51682.38 122.44 -11.80 -144.48 LIVECOW 721.70 0.73 526.74 1.00 526.74 51682.38 98.12 17.47 171.41 LUMBER-new 149.19 1.23 183.54 1.00 183.54 51682.38 281.59 -20.00 -563.18 MILK 398.60 1.28 508.75 1.00 508.75 51682.38 101.59 4.22 42.90 MXP 294.35 0.59 173.09 1.00 173.09 51682.38 298.58 13.00 388.06 NASDAQ_micro 376.44 0.76 285.84 1.00 285.84 51682.38 180.81 1.53 27.61 NIKKEI 38345.00 0.92 35289.19 0.01 225.01 51682.38 229.69 -0.48 -10.92 NZD 611.65 0.59 359.40 1.00 359.40 51682.38 143.80 7.00 100.59 OAT 1242.00 0.45 559.02 1.09 608.07 51682.38 84.99 -3.20 -27.20 OATIES 190.00 1.87 355.28 1.00 355.28 51682.38 145.47 -1.47 -21.39 OJ 690.00 1.24 854.25 1.00 854.25 51682.38 60.50 20.00 121.00 PALLAD 969.00 2.36 2288.76 1.00 2288.76 51682.38 22.58 -5.33 -12.04 PLAT 523.60 1.67 871.84 1.00 871.84 51682.38 59.28 7.74 45.88 REDWHEAT 367.00 1.73 633.73 1.00 633.73 51682.38 81.55 3.00 24.45 RICE 309.70 1.02 314.82 1.00 314.82 51682.38 164.16 9.80 160.95 ROBUSTA 404.30 1.91 771.17 1.00 771.17 51682.38 67.02 3.32 22.24 RUSSELL 102.02 1.01 102.58 1.00 102.58 51682.38 503.84 -3.28 -165.40 SHATZ 1049.25 0.08 79.22 1.09 86.17 51682.38 599.76 -18.38 -1102.61 SILVER-mini 815.62 1.71 1393.80 1.00 1393.80 51682.38 37.08 11.83 43.88 SMI 1182.00 0.65 773.02 1.10 847.42 51682.38 60.99 20.00 121.98 SOFR 2398.00 0.07 157.81 1.00 157.81 51682.38 327.49 -4.35 -142.36 SOYBEAN 598.12 0.86 514.37 1.00 514.37 51682.38 100.48 -6.74 -67.69 SOYMEAL 361.50 1.40 506.91 1.00 506.91 51682.38 101.96 -6.11 -62.30 SOYOIL 277.44 1.54 428.39 1.00 428.39 51682.38 120.64 -13.63 -164.45 SP400 2925.30 0.81 2377.80 1.00 2377.80 51682.38 21.74 -4.78 -10.38 SP500_micro 264.44 0.62 163.69 1.00 163.69 51682.38 315.73 2.45 77.46 SUGAR11 204.96 1.60 328.30 1.00 328.30 51682.38 157.43 -10.85 -170.80 US10 1080.78 0.35 377.24 1.00 377.24 51682.38 137.00 -5.70 -78.10 US10U 1111.09 0.45 495.78 1.00 495.78 51682.38 104.25 -4.24 -44.15 US2 2033.91 0.09 188.51 1.00 188.51 51682.38 274.16 -14.63 -401.04 US20 1147.19 0.65 740.65 1.00 740.65 51682.38 69.78 0.24 1.66 US30 1206.56 0.91 1095.82 1.00 1095.82 51682.38 47.16 -2.30 -10.85 US5 1053.52 0.23 242.37 1.00 242.37 51682.38 213.24 -8.79 -187.44 VIX 154.50 2.63 406.45 1.00 406.45 51682.38 127.16 -20.00 -254.31 WHEAT 368.12 1.54 568.53 1.00 568.53 51682.38 90.90 2.52 22.93 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 28.555 0.010 2.5 0.741 BITCOIN 70.413 0.043 2.5 7.625 BOBL -135.535 0.004 2.5 -1.374 BTP -24.259 0.014 2.5 -0.827 BUND -73.238 0.004 2.5 -0.743 BUXL -37.766 0.004 2.5 -0.383 CAC 49.160 0.014 2.5 1.677 CAD -174.476 0.010 2.5 -4.527 CANOLA -415.957 0.010 2.5 -10.120 CHF -195.049 0.010 2.5 -5.061 COCOA 3.540 0.009 2.5 0.076 COFFEE 14.005 0.005 2.5 0.164 COPPER 13.750 0.043 2.5 1.489 CORN -290.834 0.010 2.5 -7.076 COTTON2 -83.612 0.009 2.5 -1.791 CRUDE_W 38.207 0.043 2.5 4.137 DAX 524.202 0.014 2.5 17.880 DOW -248.845 0.009 2.5 -5.783 DX 86.375 0.010 2.5 2.241 EUR -3.542 0.010 2.5 -0.092 EURIBOR-ICE -203.038 0.014 2.5 -6.925 EUROSTX 111.737 0.014 2.5 3.811 FEEDCOW 1.916 0.013 2.5 0.063 GASOIL -24.213 0.017 2.5 -1.050 GASOLINE 0.541 0.017 2.5 0.023 GAS_US_mini 6.651 0.043 2.5 0.720 GBP 84.174 0.010 2.5 2.184 GOLD_micro -54.169 0.014 2.5 -1.848 HEATOIL -48.170 0.017 2.5 -2.088 JGB-SGX-mini -285.022 0.043 2.5 -30.864 JPY -124.864 0.010 2.5 -3.240 LEANHOG -144.482 0.024 2.5 -8.781 LIVECOW 171.411 0.013 2.5 5.680 LUMBER-new -563.181 0.009 2.5 -12.055 MILK 42.899 0.009 2.5 0.919 MXP 388.065 0.059 2.5 56.957 NASDAQ_micro 27.614 0.009 2.5 0.642 NIKKEI -10.915 0.043 2.5 -1.182 NZD 100.595 0.010 2.5 2.610 OAT -27.196 0.014 2.5 -0.928 OATIES -21.391 0.010 2.5 -0.520 OJ 121.000 0.009 2.5 2.591 PALLAD -12.038 0.014 2.5 -0.411 PLAT 45.875 0.014 2.5 1.565 REDWHEAT 24.448 0.005 2.5 0.324 RICE 160.951 0.010 2.5 3.916 ROBUSTA 22.238 0.005 2.5 0.260 RUSSELL -165.396 0.013 2.5 -5.481 SHATZ -1102.610 0.004 2.5 -11.181 SILVER-mini 43.879 0.014 2.5 1.497 SMI 121.976 0.014 2.5 4.160 SOFR -142.359 0.024 2.5 -8.652 SOYBEAN -67.686 0.004 2.5 -0.630 SOYMEAL -62.305 0.004 2.5 -0.579 SOYOIL -164.447 0.004 2.5 -1.531 SP400 -10.382 0.013 2.5 -0.344 SP500_micro 77.464 0.009 2.5 1.800 SUGAR11 -170.799 0.009 2.5 -3.632 US10 -78.101 0.005 2.5 -0.990 US10U -44.151 0.005 2.5 -0.559 US2 -401.044 0.005 2.5 -5.082 US20 1.661 0.005 2.5 0.021 US30 -10.850 0.005 2.5 -0.137 US5 -187.436 0.005 2.5 -2.375 VIX -254.312 0.099 2.5 -62.775 WHEAT 22.935 0.005 2.5 0.304 ===================== Position diags ===================== AUD 3.39 BITCOIN 32.38 BOBL 1.75 BTP 2.64 BUND 0.86 BUXL 0.36 CAC 3.09 CAD 4.79 CANOLA 12.05 CHF 2.53 COCOA 0.29 COFFEE 0.38 COPPER 2.84 CORN 4.88 COTTON2 1.66 CRUDE_W 6.62 DAX 13.29 DOW 9.51 DX 3.90 EUR 2.56 EURIBOR-ICE 12.31 EUROSTX 4.63 FEEDCOW 1.68 GASOIL 2.24 GASOLINE 1.52 GAS_US_mini 22.12 GBP 3.92 GOLD_micro 8.06 HEATOIL 1.75 JGB-SGX-mini 40.22 JPY 2.62 LEANHOG 7.44 LIVECOW 3.25 LUMBER-new 6.03 MILK 2.18 MXP 43.82 NASDAQ_micro 4.20 NIKKEI 24.87 NZD 3.73 OAT 2.90 OATIES 3.54 OJ 1.30 PALLAD 0.77 PLAT 2.02 REDWHEAT 1.08 RICE 3.99 ROBUSTA 0.78 RUSSELL 16.70 SHATZ 6.08 SILVER-mini 1.26 SMI 2.08 SOFR 19.90 SOYBEAN 0.93 SOYMEAL 0.95 SOYOIL 1.12 SP400 0.72 SP500_micro 7.34 SUGAR11 3.35 US10 1.74 US10U 1.32 US2 3.47 US20 0.88 US30 0.60 US5 2.70 VIX 31.39 WHEAT 1.21 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 7.6 4.4 10.9 0.0 0 BOBL -1.4 -1.5 -1.2 0.0 0 BTP -0.8 -1.1 -0.6 0.0 0 BUND -0.7 -0.8 -0.7 0.0 0 BUXL -0.4 -0.4 -0.3 0.0 0 CAC 1.7 1.4 2.0 0.0 0 CAD -4.5 -5.0 -4.0 0.0 0 CANOLA -10.1 -11.3 -8.9 0.0 0 CHF -5.1 -5.3 -4.8 0.0 0 COCOA 0.1 0.0 0.1 0.0 0 COFFEE 0.2 0.1 0.2 0.0 0 COPPER 1.5 1.2 1.8 0.0 0 CORN -7.1 -7.6 -6.6 0.0 0 COTTON2 -1.8 -2.0 -1.6 0.0 0 CRUDE_W 4.1 3.5 4.8 0.0 0 DAX 17.9 16.6 19.2 0.0 0 DOW -5.8 -6.7 -4.8 0.0 0 DX 2.2 1.9 2.6 NaN 0 EUR -0.1 -0.3 0.2 0.0 0 EURIBOR-ICE -6.9 -8.2 -5.7 0.0 0 EUROSTX 3.8 3.3 4.3 0.0 0 FEEDCOW 0.1 -0.1 0.2 0.0 0 GASOIL -1.0 -1.3 -0.8 0.0 0 GASOLINE 0.0 -0.1 0.2 0.0 0 GAS_US_mini 0.7 -1.5 2.9 0.0 0 GBP 2.2 1.8 2.6 0.0 0 GOLD_micro -1.8 -2.7 -1.0 0.0 0 HEATOIL -2.1 -2.3 -1.9 0.0 0 JGB-SGX-mini -30.9 -34.9 -26.8 0.0 0 JPY -3.2 -3.5 -3.0 0.0 0 LEANHOG -8.8 -9.5 -8.0 0.0 0 LIVECOW 5.7 5.4 6.0 0.0 0 LUMBER-new -12.1 -12.7 -11.5 NaN 0 MILK 0.9 0.7 1.1 NaN 0 MXP 57.0 52.6 61.3 0.0 0 NASDAQ_micro 0.6 0.2 1.1 0.0 0 NIKKEI -1.2 -3.7 1.3 0.0 0 NZD 2.6 2.2 3.0 0.0 0 OAT -0.9 -1.2 -0.6 0.0 0 OATIES -0.5 -0.9 -0.2 NaN 0 OJ 2.6 2.5 2.7 0.0 0 PALLAD -0.4 -0.5 -0.3 0.0 0 PLAT 1.6 1.4 1.8 0.0 0 REDWHEAT 0.3 0.2 0.4 0.0 0 RICE 3.9 3.5 4.3 NaN 0 ROBUSTA 0.3 0.2 0.3 0.0 0 RUSSELL -5.5 -7.2 -3.8 0.0 0 SHATZ -11.2 -11.8 -10.6 NaN 0 SILVER-mini 1.5 1.4 1.6 0.0 0 SMI 4.2 4.0 4.4 0.0 0 SOFR -8.7 -10.6 -6.7 NaN 0 SOYBEAN -0.6 -0.7 -0.5 0.0 0 SOYMEAL -0.6 -0.7 -0.5 0.0 0 SOYOIL -1.5 -1.6 -1.4 0.0 0 SP400 -0.3 -0.4 -0.3 0.0 0 SP500_micro 1.8 1.1 2.5 0.0 0 SUGAR11 -3.6 -4.0 -3.3 0.0 0 US10 -1.0 -1.2 -0.8 0.0 0 US10U -0.6 -0.7 -0.4 0.0 0 US2 -5.1 -5.4 -4.7 NaN 0 US20 0.0 -0.1 0.1 0.0 0 US30 -0.1 -0.2 -0.1 0.0 0 US5 -2.4 -2.6 -2.1 0.0 0 VIX -62.8 -65.9 -59.6 0.0 0 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 0.3 0.2 0.1 -0.0 -0.0 -0.0 0.0 0.0 0.0 -0.1 -0.0 0.0 -0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.0 -0.1 0.1 0.4 0.0 -0.0 0.0 0.0 -0.0 0.0 -0.0 -0.1 0.1 0.5 0.3 -0.3 -0.3 -0.0 -0.0 BITCOIN 0.3 -0.3 0.2 0.1 -0.1 0.1 -0.0 0.1 0.0 -0.0 0.4 0.2 0.6 0.1 0.1 -0.1 -0.1 -0.1 -0.2 0.1 0.2 0.1 0.5 0.1 -2.7 0.1 -0.0 0.3 0.0 0.5 0.0 -0.2 0.5 0.4 -0.6 0.6 -0.4 -0.1 0.3 0.1 BOBL -0.0 -0.3 -0.3 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 0.3 -0.1 0.2 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.1 -0.3 -0.1 -0.1 -0.7 -0.6 -0.0 -0.4 BTP -0.0 -0.3 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 0.2 -0.1 0.3 -0.0 -0.1 0.1 0.1 0.1 0.1 -0.0 0.0 -0.1 0.2 -0.0 -2.7 0.0 -0.1 0.1 -0.1 0.2 -0.0 0.8 0.0 -0.3 0.2 0.6 -0.4 -0.3 0.4 0.1 BUND -0.0 -0.3 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.0 -0.2 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 0.2 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.0 -0.1 -0.3 0.0 0.1 -0.7 -0.7 0.1 -0.3 BUXL -0.1 -0.3 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.3 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.4 0.1 0.3 -0.7 -0.7 -0.4 -0.2 CAC 0.1 -0.3 0.3 0.1 -0.1 0.2 -0.0 0.3 0.0 -0.2 0.5 0.0 0.7 0.1 0.2 -0.1 0.0 0.1 0.1 0.2 0.2 -0.1 0.5 0.0 -1.8 0.1 -0.1 0.3 -0.1 0.4 0.0 0.8 -0.5 -0.4 0.4 0.5 -0.3 0.2 -0.5 0.4 CAD 0.2 -0.1 -0.2 -0.0 -0.0 -0.0 0.0 0.0 0.0 -0.1 -0.4 -0.0 -0.4 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.2 -0.0 0.0 -0.3 -0.4 -0.2 -0.2 -0.2 -0.4 -0.0 -0.3 CANOLA 0.5 0.5 0.6 0.0 0.0 0.1 0.0 0.0 0.0 0.1 -0.1 0.1 -0.3 0.1 0.1 -0.3 -0.2 -0.3 -0.3 0.1 -0.0 0.1 -0.3 0.1 -2.7 0.0 0.0 -0.0 0.0 -0.2 0.0 -1.1 0.1 0.4 0.1 0.1 -0.7 -0.5 -0.2 -0.1 CHF 0.1 -0.2 -0.6 -0.0 -0.0 -0.0 0.0 0.0 0.0 -0.2 -0.5 -0.2 -0.6 -0.2 -0.2 -0.3 -0.3 -0.3 -0.3 -0.2 -0.2 -0.1 -0.5 -0.2 0.4 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -1.1 -0.5 -0.6 -0.5 -0.6 0.1 -0.5 0.3 -0.4 COCOA -0.5 -0.6 -0.1 0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.1 0.0 0.2 -0.0 0.0 0.3 0.3 0.4 0.4 0.0 0.1 0.0 0.2 -0.0 -2.1 0.0 0.0 0.1 0.0 0.1 -0.0 1.1 0.1 -0.4 -0.1 0.6 0.2 0.1 0.4 0.3 COFFEE 0.0 -0.2 0.3 0.0 0.0 0.1 0.1 0.0 0.1 0.1 0.2 0.1 0.3 0.0 0.0 0.1 0.2 0.2 0.2 0.1 0.1 0.2 0.3 0.2 -2.7 0.0 0.0 0.1 0.0 0.1 0.0 0.5 0.5 -0.5 0.6 0.6 0.1 -0.6 0.4 -0.2 COPPER -0.3 0.2 0.6 0.0 -0.0 0.1 -0.0 0.0 0.0 -0.1 0.2 0.0 0.2 0.1 0.1 0.1 -0.1 -0.0 -0.0 0.1 0.1 0.0 0.2 0.1 -1.2 0.0 -0.0 0.1 -0.0 0.1 0.0 0.2 -0.1 0.2 0.6 0.6 -0.4 -0.1 0.3 0.2 CORN 0.1 0.5 0.5 0.1 0.0 0.1 0.1 0.0 0.1 -0.0 -0.1 -0.0 -0.6 0.1 0.1 -0.4 -0.2 -0.4 -0.3 0.1 -0.0 -0.0 -0.4 0.1 -2.1 0.0 -0.0 -0.0 0.0 -0.2 0.0 -1.1 -0.5 0.1 0.1 -0.2 -0.7 -0.7 -0.7 -0.0 COTTON2 0.3 -0.6 -0.4 0.0 0.0 0.0 0.0 0.0 0.0 0.1 -0.2 0.1 -0.2 -0.1 -0.1 -0.0 0.1 0.1 0.1 -0.1 -0.1 0.0 -0.1 -0.0 -2.5 -0.0 0.0 -0.0 0.0 0.0 -0.0 -0.0 0.1 -0.3 -0.6 -0.1 -0.2 -0.4 0.2 -0.0 CRUDE_W -0.2 -0.5 0.2 -0.0 -0.0 0.1 -0.0 0.2 -0.0 0.1 0.2 0.0 0.6 -0.2 0.1 0.3 0.2 0.3 0.3 -0.0 0.1 0.0 0.4 -0.0 -0.7 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.0 -0.4 -0.4 -0.1 0.2 0.7 0.5 0.7 0.6 DAX 0.3 -0.2 0.3 0.0 -0.1 0.2 -0.0 0.3 0.0 -0.2 0.5 0.1 0.7 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 -0.0 0.5 0.1 1.8 0.1 -0.1 0.3 -0.0 0.4 0.0 -0.5 -0.1 -0.1 0.4 0.6 0.0 0.2 -0.0 0.5 DOW 0.3 -0.2 -0.3 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.1 0.4 -0.1 0.5 0.0 0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.2 0.4 -0.0 -1.7 0.0 -0.1 0.1 -0.1 0.2 0.0 -0.5 -0.4 -0.2 -0.1 -0.4 0.2 -0.2 0.4 -0.4 DX -0.5 0.1 0.2 -0.0 -0.0 -0.0 0.0 0.0 0.0 0.1 0.4 -0.1 0.5 -0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 0.3 -0.0 -2.7 0.0 0.0 0.1 -0.0 0.2 -0.0 0.9 0.4 -0.6 0.5 0.6 0.2 0.2 0.3 0.5 EUR 0.4 0.0 -0.1 -0.0 -0.0 -0.0 0.0 0.0 0.0 -0.1 -0.2 0.1 -0.3 0.2 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.0 -0.2 0.1 2.7 0.0 -0.1 -0.0 0.0 -0.0 0.1 -0.4 -0.1 0.2 0.3 0.2 -0.7 -0.6 -0.7 -0.4 EURIBOR-ICE -0.0 -0.5 -0.5 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 1.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.2 -0.2 -0.2 -0.1 -0.7 -0.7 0.1 0.3 EUROSTX 0.2 -0.3 0.3 0.1 -0.1 0.2 -0.0 0.3 0.0 -0.2 0.5 0.1 0.7 0.1 0.2 -0.2 -0.0 -0.1 -0.1 0.2 0.2 -0.0 0.5 0.1 -0.3 0.1 -0.1 0.3 -0.0 0.5 0.0 0.4 -0.1 -0.4 0.4 0.6 -0.5 0.2 -0.7 0.3 FEEDCOW 0.4 0.1 -0.2 0.1 0.0 0.1 0.1 0.0 0.1 0.0 0.0 0.2 -0.1 0.1 0.0 -0.4 -0.4 -0.4 -0.4 0.0 -0.0 0.2 -0.0 0.2 -1.0 0.0 -0.1 0.0 0.0 0.1 0.0 -1.1 0.0 -0.1 -0.0 -0.2 0.6 0.7 0.7 0.7 GASOIL -0.2 -0.6 -0.1 -0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.0 0.1 -0.1 0.5 -0.2 -0.2 -0.1 0.3 0.1 0.2 -0.1 -0.0 -0.0 0.3 -0.1 0.9 -0.1 0.0 -0.0 -0.0 0.1 -0.1 0.1 0.1 -0.2 -0.4 -0.4 -0.6 -0.4 -0.7 -0.7 GASOLINE -0.4 -0.6 0.2 -0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.1 0.3 -0.1 0.6 -0.2 0.0 0.4 0.3 0.4 0.3 -0.1 0.1 -0.1 0.4 -0.1 -2.7 -0.0 -0.1 0.1 -0.1 0.2 -0.1 0.0 -0.3 -0.6 -0.3 0.2 0.7 0.7 0.7 0.7 GAS_US_mini 0.6 0.6 0.6 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.4 0.1 -0.6 0.1 0.0 -0.4 -0.4 -0.4 -0.4 0.1 -0.1 0.1 -0.5 0.1 2.7 0.0 -0.1 -0.1 0.0 -0.2 0.1 -1.1 0.2 0.6 0.6 -0.6 -0.2 -0.2 -0.5 -0.4 GBP 0.5 0.0 -0.1 -0.0 -0.0 -0.0 0.0 0.0 0.0 0.0 0.3 0.2 0.2 0.2 0.0 -0.0 -0.0 -0.0 -0.0 0.1 0.0 0.1 0.1 0.2 0.2 0.1 0.0 0.1 0.1 0.1 0.1 0.2 0.5 0.5 0.5 0.4 -0.6 -0.6 -0.6 -0.3 GOLD_micro -0.2 -0.2 0.6 0.0 -0.0 0.1 -0.0 0.0 0.0 -0.1 0.3 -0.0 0.3 0.0 0.1 -0.2 -0.3 -0.3 -0.3 0.1 0.2 -0.0 0.3 0.0 -0.4 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.8 -0.2 -0.3 0.1 0.6 -0.2 -0.5 0.0 -0.2 HEATOIL -0.2 -0.6 -0.1 -0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.0 -0.1 -0.1 0.3 -0.2 -0.2 -0.2 0.3 -0.0 0.2 -0.2 -0.1 -0.0 0.2 -0.2 -2.7 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 -0.0 -0.4 -0.5 -0.6 -0.5 0.3 0.2 0.0 0.0 JGB-SGX-mini -0.3 -0.6 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 0.1 -0.1 -0.1 0.4 0.3 0.4 0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -1.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 1.1 -0.1 -0.6 -0.5 -0.2 -0.6 -0.2 -0.0 0.4 JPY -0.2 -0.1 -0.1 -0.0 -0.0 -0.0 0.0 0.0 0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 -0.1 -0.4 -0.1 2.7 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -1.1 -0.2 -0.2 -0.5 -0.5 -0.7 -0.4 -0.6 -0.3 LEANHOG -0.6 -0.5 0.4 0.1 0.0 0.1 0.1 0.0 0.1 -0.2 0.2 -0.2 -0.1 -0.2 -0.1 -0.1 -0.4 -0.4 -0.4 -0.2 0.0 -0.2 -0.0 -0.2 1.1 -0.1 -0.1 0.0 -0.1 0.0 -0.1 -1.1 -0.5 -0.6 -0.6 -0.0 -0.4 -0.4 -0.2 0.3 LIVECOW 0.6 0.2 0.0 0.1 0.0 0.1 0.1 0.0 0.1 0.1 0.1 0.2 0.0 0.2 0.0 0.4 0.2 0.4 0.3 0.1 0.0 0.2 0.1 0.2 -1.0 0.1 0.0 0.1 0.1 0.1 0.1 0.7 0.4 0.6 0.2 0.4 0.6 0.7 0.7 0.7 LUMBER-new 0.2 -0.7 -0.4 0.1 0.0 0.1 0.1 0.0 0.1 -0.1 -0.3 -0.1 -0.6 -0.2 -0.2 -0.5 -0.4 -0.5 -0.4 -0.2 -0.2 -0.1 -0.3 -0.2 NaN -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -1.2 -0.6 -0.6 -0.7 -0.7 -0.5 -0.4 -0.2 -0.3 MILK 0.6 0.6 0.6 0.0 0.0 0.1 0.1 0.0 0.1 -0.0 0.0 0.1 -0.3 0.1 0.1 0.3 -0.4 -0.2 -0.4 0.2 0.1 0.1 -0.2 0.2 2.1 0.0 0.0 0.0 0.0 -0.1 0.1 -1.1 0.1 0.6 0.6 0.2 -0.6 -0.7 -0.5 -0.7 MXP 0.3 -0.3 -0.1 -0.0 -0.0 -0.0 0.0 0.0 0.0 -0.2 0.5 0.0 0.7 0.1 0.1 0.3 0.3 0.3 0.3 0.1 0.2 -0.0 0.5 0.1 -2.7 0.1 -0.1 0.2 -0.0 0.4 0.0 1.1 -0.2 0.3 0.2 0.6 0.7 0.7 0.7 0.7 NASDAQ_micro 0.6 -0.1 -0.2 0.0 -0.0 0.1 -0.0 0.2 0.0 0.0 0.4 0.1 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.2 0.5 0.2 -2.7 0.0 0.0 0.1 0.0 0.3 0.1 -0.4 0.5 0.4 0.2 -0.2 -0.0 0.0 -0.0 0.0 NIKKEI 0.1 -0.6 -0.2 0.0 -0.1 0.1 -0.0 0.2 0.0 -0.1 0.3 0.0 0.6 0.0 0.0 0.0 0.2 0.1 0.1 0.0 0.2 0.0 0.5 0.0 -2.3 0.0 -0.0 0.2 -0.0 0.5 0.0 1.1 0.5 -0.6 -0.4 0.1 -0.2 -0.2 -0.2 -0.3 NZD 0.6 0.2 -0.1 -0.0 -0.0 -0.0 0.0 0.0 0.0 0.1 -0.0 0.2 -0.1 0.2 0.0 0.0 0.0 0.0 0.0 0.1 -0.0 0.1 -0.1 0.1 0.1 0.0 0.0 0.0 0.1 -0.0 0.1 0.3 0.3 0.6 0.5 0.1 -0.1 -0.2 0.1 0.2 OAT -0.0 -0.3 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 0.3 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.8 -0.1 -0.2 0.1 0.2 -0.7 -0.6 0.1 -0.1 OATIES 0.0 0.6 0.3 0.0 0.0 0.1 0.0 0.0 0.0 0.0 -0.1 -0.1 -0.3 0.0 0.0 0.2 0.1 0.2 0.1 0.1 0.0 0.0 -0.1 0.0 -2.7 0.0 0.0 0.0 0.0 -0.0 0.0 0.0 -0.5 0.2 0.4 0.1 -0.3 -0.1 0.1 0.4 OJ 0.6 0.6 0.5 0.1 0.0 0.1 0.1 0.0 0.1 0.1 0.5 0.2 0.7 0.2 0.2 0.4 0.3 0.2 0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.1 0.1 0.2 0.1 0.8 0.5 0.6 0.6 0.6 0.1 0.3 0.5 0.7 PALLAD 0.1 -0.1 0.4 0.0 -0.0 0.1 -0.0 0.0 0.0 -0.1 -0.1 -0.0 -0.3 -0.1 0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.3 -0.0 1.9 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 0.3 -0.1 -0.3 -0.4 -0.4 -0.7 -0.7 -0.7 -0.5 PLAT 0.6 0.4 0.4 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.0 0.1 0.1 -0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.0 0.1 1.3 0.0 -0.0 0.1 0.0 0.0 0.0 0.1 -0.1 0.5 0.3 0.0 -0.7 -0.2 0.2 0.2 REDWHEAT 0.5 0.6 0.6 0.1 0.0 0.1 0.1 0.0 0.1 0.1 0.1 0.2 -0.4 0.2 0.2 -0.2 -0.0 -0.1 -0.1 0.2 0.1 0.2 -0.2 0.2 -0.9 0.1 0.0 0.1 0.1 -0.0 0.1 -0.6 0.3 0.6 0.6 0.3 -0.4 -0.7 0.0 -0.6 RICE 0.3 0.6 -0.0 0.1 0.0 0.1 0.1 0.0 0.1 -0.1 0.3 0.1 0.4 0.2 0.2 0.4 0.4 0.4 0.4 0.2 0.1 0.0 0.3 0.2 -1.5 0.0 -0.0 0.1 0.0 0.1 0.0 1.1 -0.1 -0.0 0.6 -0.0 -0.2 -0.2 -0.1 0.0 ROBUSTA -0.3 -0.6 -0.3 0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.2 0.1 0.3 0.0 0.0 0.3 0.4 0.4 0.4 0.1 0.1 0.2 0.3 0.1 -2.7 0.0 0.0 0.1 0.0 0.2 0.0 1.1 0.5 -0.3 0.5 0.6 -0.1 -0.4 0.2 0.1 RUSSELL 0.3 -0.1 0.1 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.1 0.3 -0.0 0.4 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.1 0.2 0.0 -0.3 0.0 -0.1 0.1 -0.0 0.2 0.0 -0.0 -0.1 -0.3 0.0 -0.3 -0.2 -0.7 -0.2 -0.7 SHATZ -0.1 -0.4 -0.6 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 -0.1 -0.3 -0.1 1.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.1 -0.4 -0.3 -0.4 -0.7 -0.7 -0.6 -0.6 SILVER-mini 0.6 0.3 0.6 0.0 -0.0 0.1 -0.0 0.0 0.0 0.1 0.3 0.1 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.2 0.2 0.2 0.3 0.0 0.0 0.1 0.0 0.1 0.0 -0.1 0.5 0.6 0.6 0.6 -0.3 -0.4 0.4 0.1 SMI 0.6 0.2 0.4 0.0 -0.1 0.2 -0.0 0.2 0.0 -0.1 0.5 0.1 0.5 0.2 0.2 -0.1 0.1 -0.0 0.0 0.2 0.2 0.1 0.4 0.2 2.0 0.1 -0.0 0.2 0.0 0.2 0.1 0.8 0.5 0.4 0.6 0.2 0.4 0.0 0.4 -0.0 SOFR 0.4 -0.2 -0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.4 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.2 0.0 0.2 0.0 -0.0 -0.1 -0.7 0.4 -0.0 SOYBEAN 0.2 0.5 0.3 0.1 0.0 0.1 0.1 0.0 0.1 -0.1 -0.2 0.0 -0.2 0.1 0.1 0.0 0.2 0.0 0.1 0.1 -0.0 -0.0 -0.2 0.1 -2.7 0.0 -0.0 0.0 0.0 -0.1 0.1 0.2 -0.1 0.5 0.1 -0.1 -0.6 -0.7 -0.5 -0.7 SOYMEAL 0.2 0.6 0.3 0.0 0.0 0.1 0.1 0.0 0.1 -0.1 -0.2 -0.0 -0.3 0.1 0.1 0.1 0.1 0.0 0.0 0.1 0.0 -0.0 -0.1 0.1 -2.7 0.0 -0.0 0.0 0.0 -0.0 0.0 0.0 -0.1 0.6 0.6 0.1 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.4 -0.2 0.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0 -0.2 0.1 -0.3 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.0 -0.2 0.0 -2.7 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.6 0.1 -0.1 -0.6 -0.2 -0.7 -0.6 -0.3 0.1 SP400 0.2 -0.3 0.3 0.0 -0.1 0.1 -0.0 0.2 0.0 -0.1 0.4 -0.0 0.5 0.0 0.1 -0.2 -0.1 -0.1 -0.1 0.1 0.1 -0.1 0.4 0.0 -1.8 0.0 -0.1 0.2 -0.1 0.2 0.0 0.0 -0.3 -0.3 -0.1 0.0 -0.2 -0.4 -0.2 -0.7 SP500_micro 0.6 -0.2 0.1 0.0 -0.1 0.1 -0.0 0.2 0.0 -0.1 0.5 0.1 0.6 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 -0.0 0.2 0.0 0.4 0.1 -0.5 0.4 0.3 0.2 0.1 0.1 -0.1 0.2 -0.1 SUGAR11 -0.2 -0.6 -0.6 0.0 0.0 0.1 0.1 0.0 0.1 -0.0 -0.4 -0.1 -0.2 -0.2 -0.2 0.0 0.3 0.1 0.2 -0.2 -0.2 -0.1 -0.3 -0.2 -2.7 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.7 -0.5 -0.6 -0.6 -0.6 0.7 0.5 0.7 0.7 US10 0.3 -0.2 -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 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.0 0.4 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.3 0.0 0.2 0.0 0.0 -0.3 -0.7 0.1 0.1 US10U 0.3 -0.1 -0.2 -0.0 -0.1 -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 -0.1 0.0 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 0.1 0.1 0.2 0.1 0.1 -0.3 -0.6 0.6 0.3 US2 0.2 -0.4 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 -0.1 -0.4 -0.1 1.8 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.1 -0.1 -0.2 -0.3 -0.5 -0.7 -0.3 -0.7 US20 0.4 -0.1 -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 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.2 -0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.2 0.1 0.3 0.1 0.2 -0.5 -0.4 0.7 0.5 US30 0.4 -0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.3 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.2 0.3 0.1 0.3 -0.6 -0.4 0.4 0.6 US5 0.3 -0.2 -0.4 -0.0 -0.0 -0.1 -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 -0.1 -0.3 -0.1 0.8 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.6 -0.0 0.1 -0.1 -0.1 -0.3 -0.7 -0.0 -0.2 VIX -0.6 -0.5 0.4 -0.1 0.0 -0.3 -0.1 -0.4 -0.1 0.2 -0.9 -0.3 -1.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.1 -0.9 -0.3 NaN -0.1 0.0 -0.3 -0.1 -0.5 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT 0.6 0.6 0.6 0.0 0.0 0.1 0.1 0.0 0.1 0.1 0.2 0.2 -0.3 0.2 0.1 -0.3 -0.3 -0.3 -0.3 0.2 0.1 0.2 -0.1 0.2 0.1 0.1 0.0 0.1 0.0 -0.0 0.1 -1.1 0.1 0.6 0.6 0.3 -0.3 -0.7 -0.1 -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 8.3 6.1 3.3 -0.7 -1.7 -1.2 1.2 0.8 1.6 -8.8 -1.4 2.5 -7.3 11.3 9.6 -2.7 -2.8 -2.7 -2.7 5.7 1.6 1.1 -2.8 6.4 3.2 3.7 -2.3 1.7 0.4 -0.5 3.6 -0.4 -5.0 3.7 14.6 9.3 -8.3 -7.5 -1.5 -0.2 BITCOIN 7.8 -9.6 5.1 5.4 -8.0 4.5 -2.0 2.4 3.3 -0.4 14.9 14.5 16.8 7.9 10.9 -6.6 -7.2 -7.2 -7.6 11.9 20.0 9.5 20.0 10.9 -20.0 6.2 -1.1 11.7 3.0 14.1 4.0 -3.5 20.0 11.7 -20.0 20.0 -12.2 -2.0 9.4 2.6 BOBL -1.5 -10.0 -10.8 -1.7 -4.1 -1.8 -2.4 -1.8 -1.4 -7.1 -6.8 -6.6 -5.0 -7.2 -8.2 13.8 -4.7 8.5 0.4 -7.3 -6.3 -8.4 -5.4 -7.2 4.4 -2.9 -5.0 -2.2 -4.0 -1.6 -3.3 0.3 -5.2 -8.8 -3.6 -2.3 -20.0 -17.9 -0.6 -10.8 BTP -1.4 -7.7 -3.4 -2.9 -6.8 -3.0 -4.0 -3.0 -2.4 -12.3 9.2 -9.1 9.3 -3.0 -4.7 4.6 5.8 4.8 5.0 -1.1 3.4 -8.9 6.0 -4.0 -20.0 0.1 -13.0 4.0 -7.3 5.7 -3.2 14.9 0.5 -7.9 7.6 18.1 -12.0 -10.0 12.3 2.5 BUND -0.8 -8.6 -6.8 -1.9 -4.5 -2.0 -2.7 -2.0 -1.6 -8.0 -3.6 -7.0 -2.5 -7.2 -8.2 -9.4 -1.5 -8.1 -5.3 -5.7 -4.3 -8.4 -3.9 -6.2 1.8 -2.5 -8.0 -1.3 -5.4 -0.8 -3.7 0.1 -4.5 -7.8 0.1 3.2 -20.0 -20.0 2.2 -9.6 BUXL -2.4 -8.5 -2.3 -2.4 -5.5 -2.4 -3.3 -2.5 -1.9 -10.0 -2.1 -9.4 -2.9 -8.5 -9.1 -8.8 -3.4 -7.6 -5.6 -5.9 -4.0 -10.3 -4.6 -7.2 -2.1 -2.3 -11.3 -0.3 -7.0 -0.4 -4.4 -1.7 -5.1 -11.0 2.4 8.6 -20.0 -20.0 -10.7 -7.0 CAC 4.5 -10.8 8.8 5.2 -8.0 7.4 -1.4 8.0 3.3 -20.0 20.0 2.3 20.0 9.0 18.9 -3.5 1.9 5.1 4.4 15.5 20.0 -13.4 20.0 3.5 -13.5 7.7 -13.3 11.0 -5.4 11.1 2.0 15.8 -20.0 -13.6 12.8 16.1 -8.9 7.2 -14.0 10.8 CAD 5.4 -1.9 -5.6 -0.8 -2.1 -1.6 1.5 1.0 2.1 -6.5 -13.1 -2.0 -12.4 -2.5 -10.4 -3.2 -2.5 -2.9 -2.7 -6.4 -8.5 -3.8 -8.5 -2.9 -0.9 -4.3 -6.5 -5.5 -3.4 -5.4 -2.4 0.0 -10.8 -12.1 -6.7 -6.2 -6.5 -11.5 -0.5 -7.6 CANOLA 14.7 16.8 20.0 3.3 1.8 2.0 4.1 0.2 4.2 7.7 -3.2 10.5 -7.8 10.6 10.1 -14.9 -8.9 -15.2 -13.7 8.5 -0.5 8.6 -9.8 11.2 -20.0 2.9 0.9 -0.5 2.6 -4.4 3.7 -20.0 2.7 10.8 2.0 3.3 -20.0 -16.3 -5.2 -4.2 CHF 2.9 -7.5 -20.0 -0.8 -2.0 -1.5 1.4 1.0 2.0 -17.0 -20.0 -16.0 -16.0 -15.2 -20.0 -17.3 -16.2 -16.9 -16.4 -20.0 -20.0 -12.5 -19.6 -15.6 2.9 -7.8 -2.7 -8.4 -4.4 -5.1 -5.4 -20.0 -20.0 -17.1 -15.5 -20.0 2.2 -15.6 9.1 -12.7 COCOA -15.8 -20.0 -3.8 1.9 1.0 1.1 2.3 0.1 2.4 6.0 3.3 2.7 4.9 -3.5 1.1 13.9 14.8 19.7 19.7 1.1 5.6 4.3 6.6 -0.9 -15.5 1.4 1.1 3.3 0.3 3.9 -0.0 20.0 2.8 -13.0 -1.7 20.0 7.0 1.5 11.1 7.8 COFFEE 0.2 -6.3 9.2 4.5 2.5 2.7 5.6 0.3 5.8 13.8 9.1 11.6 9.0 3.1 3.8 4.9 8.1 8.5 9.2 12.0 13.3 20.0 10.8 16.1 -19.9 3.9 2.7 4.7 3.5 3.9 2.9 8.7 20.0 -15.8 20.0 20.0 1.6 -17.0 11.7 -5.9 COPPER -7.8 5.5 20.0 2.5 -3.8 2.1 -0.9 1.1 1.6 -6.9 9.2 1.2 5.8 6.1 8.8 3.5 -3.5 -0.1 -2.3 13.8 12.0 1.5 7.1 9.9 -9.2 3.5 -2.5 3.1 -0.3 1.9 2.4 3.9 -4.8 7.1 20.0 18.7 -11.5 -2.8 10.0 6.9 CORN 3.6 14.1 16.9 5.5 3.0 3.3 6.8 0.4 7.0 -5.1 -5.2 -1.5 -16.9 9.7 11.4 -18.4 -11.7 -18.8 -16.8 5.5 -3.3 -1.4 -14.7 5.3 -15.9 3.6 -3.7 -1.5 0.3 -6.4 4.0 -20.0 -19.2 2.9 4.1 -7.0 -20.0 -20.0 -20.0 -0.7 COTTON2 8.2 -20.0 -13.5 3.0 1.7 1.8 3.7 0.2 3.9 7.0 -7.3 6.1 -4.3 -6.3 -8.9 -0.3 3.3 5.4 4.5 -10.8 -8.1 5.0 -3.7 -4.4 -18.7 -2.4 0.6 -0.8 0.4 0.6 -1.6 -0.2 5.0 -9.5 -20.0 -1.8 -7.0 -12.8 6.7 -0.4 CRUDE_W -7.1 -15.3 5.5 -2.0 -0.6 2.4 -2.7 4.8 -4.5 11.4 7.9 3.8 15.6 -14.6 4.9 12.8 12.1 14.0 13.1 -0.7 8.6 5.4 14.8 -4.6 -5.4 -2.7 -10.9 3.1 -10.3 6.6 -7.9 -0.2 -17.1 -13.6 -4.2 5.0 20.0 16.5 20.0 19.0 DAX 10.7 -5.2 10.5 4.6 -7.1 6.5 -1.2 7.0 2.9 -19.3 20.0 8.8 20.0 12.6 17.9 -10.7 -11.5 -11.5 -12.0 20.0 20.0 -1.5 20.0 11.9 13.6 7.8 -5.7 10.5 -1.0 10.0 3.6 -9.7 -3.0 -3.9 13.3 20.0 0.2 6.2 -0.3 13.7 DOW 10.7 -6.8 -10.3 3.4 -5.3 4.9 -0.9 5.3 2.2 -15.2 13.2 -5.2 13.7 2.6 2.5 -11.4 -11.2 -11.8 -11.8 4.6 9.5 -17.2 14.3 -1.1 -13.0 2.9 -12.7 5.0 -6.6 6.9 0.6 -9.1 -16.1 -7.6 -1.8 -11.9 5.8 -5.6 11.2 -11.7 DX -14.4 2.2 7.6 -0.8 -2.1 -1.5 1.5 1.0 2.0 13.1 14.7 -6.1 13.5 -4.9 9.6 7.2 6.8 7.3 7.0 5.3 11.2 -1.4 11.1 -3.1 -20.0 2.5 4.0 5.1 -0.7 5.1 -1.5 16.2 17.5 -20.0 16.2 20.0 6.6 7.2 9.3 15.9 EUR 12.6 1.3 -2.8 -0.8 -2.1 -1.6 1.5 1.0 2.1 -12.6 -7.5 9.1 -9.1 14.1 -0.2 -7.4 -6.9 -7.2 -6.9 1.3 -4.4 2.5 -5.6 6.7 20.0 2.5 -5.6 -0.0 1.5 -0.9 4.7 -7.4 -5.4 6.2 9.1 7.3 -20.0 -17.9 -19.6 -13.4 EURIBOR-ICE -0.2 -15.1 -16.5 -1.6 -3.8 -1.7 -2.3 -1.7 -1.3 -6.9 -1.2 -6.3 0.5 -6.6 -7.3 -6.8 -4.7 -5.5 -4.5 -6.5 -3.9 -8.3 -1.1 -6.8 11.8 -2.6 -4.3 -1.3 -3.6 -0.1 -2.9 -2.0 -6.9 -7.2 -6.2 -2.8 -20.0 -20.0 2.3 9.4 EUROSTX 6.8 -9.4 9.8 4.9 -7.5 6.9 -1.3 7.4 3.1 -19.4 20.0 8.8 20.0 12.4 20.0 -8.3 -1.4 -5.7 -2.9 19.5 20.0 -4.7 20.0 8.4 -2.0 8.2 -7.8 12.3 -2.2 12.8 3.1 7.5 -3.7 -10.9 13.4 20.0 -14.9 5.4 -20.0 8.8 FEEDCOW 13.6 4.1 -5.8 5.8 3.2 3.5 7.1 0.4 7.3 5.0 0.4 14.5 -2.6 13.7 0.4 -20.0 -20.0 -20.0 -20.0 3.4 -2.1 19.4 -0.5 14.5 -7.1 1.5 -6.8 0.0 1.8 2.2 4.2 -20.0 1.0 -3.3 -1.0 -5.5 19.4 20.0 20.0 20.0 GASOIL -5.9 -20.0 -1.9 -1.8 -0.6 2.2 -2.5 4.4 -4.1 -3.6 3.5 -8.0 14.4 -20.0 -15.3 -3.6 15.9 3.9 10.6 -11.6 -0.1 -5.4 12.3 -13.1 7.0 -5.2 0.8 -0.6 -2.1 4.1 -5.5 2.3 4.7 -5.0 -13.5 -11.2 -16.5 -10.5 -20.0 -20.0 GASOLINE -13.0 -20.0 6.7 -1.8 -0.6 2.2 -2.5 4.4 -4.1 -12.4 11.6 -13.5 16.2 -19.3 1.0 19.0 13.8 18.0 13.1 -5.1 7.6 -9.5 14.6 -13.3 -20.0 -3.2 -10.1 2.5 -9.6 6.1 -8.0 0.4 -14.6 -20.0 -9.7 6.2 20.0 20.0 20.0 20.0 GAS_US_mini 20.0 20.0 18.6 -1.4 -0.4 1.6 -1.9 3.3 -3.1 -11.3 -14.5 7.3 -17.4 11.0 2.9 -20.0 -20.0 -20.0 -20.0 6.8 -7.2 6.3 -20.0 13.5 20.0 2.5 -7.1 -2.8 1.7 -5.9 5.8 -20.0 8.3 20.0 20.0 -19.1 -6.9 -5.6 -14.2 -10.5 GBP 15.6 1.5 -3.7 -0.9 -2.2 -1.6 1.6 1.0 2.2 1.2 9.9 20.0 5.3 20.0 4.2 -1.0 -0.8 -1.0 -0.8 7.7 2.4 15.4 3.1 16.5 1.3 5.5 1.5 3.3 8.0 2.8 9.0 3.1 20.0 14.4 16.7 13.7 -17.7 -16.5 -17.1 -8.1 GOLD_micro -7.1 -6.0 19.9 2.9 -4.3 2.4 -1.0 1.3 1.8 -7.8 10.3 -2.9 9.5 2.0 9.2 -11.5 -14.1 -12.8 -13.6 10.8 14.0 -4.1 11.5 3.3 -3.2 3.3 -4.7 4.5 -2.6 3.8 0.6 -14.6 -7.2 -7.8 3.4 18.6 -7.4 -13.9 1.5 -6.3 HEATOIL -5.2 -18.5 -3.7 -1.9 -0.6 2.3 -2.6 4.6 -4.3 -2.0 -4.9 -5.5 8.6 -20.0 -18.6 -8.5 15.3 -0.1 8.2 -14.8 -5.0 -5.1 6.7 -14.8 -20.0 -6.4 -12.5 -1.4 -10.6 3.8 -9.0 -0.1 -18.2 -14.5 -20.0 -15.4 8.5 5.8 1.4 1.0 JGB-SGX-mini -10.0 -18.1 -15.5 -2.2 -5.2 -2.3 -3.1 -2.3 -1.8 -9.7 -1.9 -10.8 1.7 -11.3 -11.2 20.0 17.2 18.5 16.7 -12.0 -7.5 -13.9 -1.9 -13.2 -9.8 -3.9 -5.4 -2.8 -4.4 -1.5 -4.2 20.0 -3.9 -19.0 -15.5 -5.1 -17.2 -7.0 -0.2 12.6 JPY -5.1 -2.0 -3.4 -0.4 -0.9 -0.7 0.6 0.4 0.9 -9.4 -10.5 -9.8 -10.8 -9.6 -10.0 -14.0 -16.3 -15.4 -15.9 -11.4 -13.3 -7.2 -15.3 -8.7 20.0 -3.7 -2.0 -4.2 -2.1 -4.4 -2.7 -20.0 -8.1 -7.4 -15.1 -15.9 -20.0 -10.9 -18.3 -10.4 LEANHOG -20.0 -15.9 13.5 7.2 4.0 4.4 8.9 0.5 9.2 -20.0 7.5 -20.0 -2.8 -20.0 -11.5 -4.3 -20.0 -20.0 -20.0 -17.8 0.2 -20.0 -0.9 -20.0 8.6 -4.9 -8.1 1.4 -11.5 1.4 -10.6 -20.0 -20.0 -20.0 -20.0 -1.0 -11.7 -10.5 -4.5 8.8 LIVECOW 18.5 5.4 0.1 5.8 3.2 3.5 7.2 0.4 7.4 10.3 3.4 17.7 0.9 15.6 4.5 20.0 8.5 20.0 15.9 9.6 2.6 20.0 2.2 20.0 -7.2 4.9 0.9 3.0 7.7 3.9 8.1 13.7 15.8 17.2 4.8 12.8 19.5 20.0 20.0 20.0 LUMBER-new 4.8 -20.0 -11.9 5.9 3.2 3.6 7.3 0.8 7.5 -8.7 -10.9 -9.9 -13.7 -14.5 -15.6 -19.8 -17.9 -20.0 -19.3 -20.0 -17.8 -5.0 -10.4 -14.0 NaN -5.8 -2.0 -4.4 -2.0 -2.0 -3.8 -20.0 -20.0 -17.0 -20.0 -20.0 -14.0 -10.9 -5.5 -6.8 MILK 17.7 20.0 20.0 3.9 2.1 2.4 4.8 0.3 5.0 -3.4 0.6 8.1 -8.9 12.4 11.7 14.9 -20.0 -8.1 -20.0 18.1 5.8 8.5 -8.2 18.8 15.4 3.9 2.8 1.0 3.6 -2.1 4.7 -20.0 2.4 20.0 20.0 6.7 -19.3 -20.0 -15.9 -20.0 MXP 8.9 -9.4 -3.3 -0.8 -2.1 -1.5 1.5 1.0 2.0 -18.7 18.2 2.1 20.0 5.7 9.5 16.4 17.1 16.8 16.7 11.6 17.1 -3.6 20.0 7.6 -20.0 5.6 -10.8 8.1 -2.2 11.4 3.2 20.0 -7.1 8.0 6.5 20.0 20.0 20.0 20.0 20.0 NASDAQ_micro 20.0 -3.8 -5.6 3.0 -4.7 4.3 -0.8 4.6 1.9 5.6 13.8 13.5 14.5 13.7 11.7 -10.7 -10.4 -10.7 -10.8 13.0 14.0 17.0 19.2 18.1 -20.0 3.6 1.2 4.8 4.6 7.6 5.0 -7.5 20.0 12.9 6.5 -6.1 -0.7 1.2 -1.4 1.2 NIKKEI 2.7 -20.0 -6.4 3.7 -5.7 5.2 -1.0 5.6 2.3 -8.9 12.2 4.4 15.4 0.9 3.3 1.5 8.4 3.2 5.8 4.5 15.5 0.3 20.0 1.9 -17.1 2.1 -3.9 8.0 -0.0 13.1 0.6 20.0 20.0 -17.5 -11.4 3.2 -6.1 -7.2 -6.3 -9.8 NZD 18.7 5.9 -4.6 -0.6 -1.6 -1.1 1.1 0.7 1.5 5.8 -1.6 14.6 -4.1 14.1 3.4 0.1 0.2 0.1 0.2 5.6 -0.6 11.4 -3.0 12.7 1.0 2.9 2.4 0.2 5.4 -0.6 6.0 4.7 11.1 17.6 16.5 3.8 -2.1 -4.9 3.6 6.3 OAT -0.0 -8.3 -7.0 -2.1 -4.9 -2.2 -2.9 -2.2 -1.7 -8.8 -1.5 -7.4 -0.8 -6.1 -7.8 5.7 6.1 5.6 5.5 -5.1 -3.4 -8.7 -2.4 -5.8 2.1 -2.4 -10.0 -0.7 -6.3 -0.1 -3.8 15.5 -4.0 -7.5 2.1 5.1 -20.0 -18.7 3.3 -2.1 OATIES 0.9 20.0 9.8 3.2 1.7 1.9 3.9 0.2 4.0 3.2 -3.2 -4.7 -7.7 3.1 4.1 9.2 2.6 10.2 6.8 5.0 0.7 1.3 -3.3 3.8 -20.0 2.5 1.4 1.0 1.0 -0.4 2.3 0.8 -20.0 5.1 11.0 3.9 -9.0 -1.5 3.9 13.1 OJ 20.0 20.0 15.5 6.9 3.8 4.2 8.6 0.5 8.8 15.9 18.8 20.0 20.0 20.0 20.0 19.2 13.6 12.1 11.2 20.0 20.0 20.0 20.0 20.0 -20.0 7.6 4.6 5.0 10.6 6.2 11.2 14.9 20.0 20.0 20.0 20.0 4.2 8.9 16.5 20.0 PALLAD 2.6 -2.3 10.9 2.5 -3.7 2.1 -0.9 1.1 1.5 -7.8 -4.2 -2.0 -8.2 -4.7 0.1 -2.6 -2.2 -2.3 -2.2 -1.9 -3.8 -3.8 -9.9 -2.1 14.4 -1.0 -9.6 -1.6 -5.7 -4.1 -2.1 5.6 -3.6 -8.2 -13.0 -11.4 -20.0 -20.0 -20.0 -14.6 PLAT 17.1 12.6 13.0 3.2 -4.7 2.7 -1.2 1.4 2.0 -2.6 5.3 5.6 -4.3 8.1 8.4 -4.9 -3.9 -4.8 -4.5 12.5 7.0 8.4 1.6 13.7 9.5 3.8 -3.7 2.5 0.0 1.1 3.5 2.1 -5.4 15.5 10.0 0.1 -20.0 -7.4 6.1 6.1 REDWHEAT 14.5 20.0 20.0 4.7 2.6 2.8 5.8 0.3 5.9 11.7 5.1 15.0 -11.0 15.9 14.4 -10.9 -2.0 -6.6 -3.8 20.0 8.0 20.0 -6.7 20.0 -6.8 5.1 2.4 1.9 4.9 -1.1 6.1 -11.0 12.4 20.0 20.0 9.1 -11.6 -20.0 0.3 -18.8 RICE 10.1 20.0 -1.5 4.8 2.6 2.9 5.9 0.3 6.1 -12.3 11.7 7.0 12.3 16.7 14.6 20.0 20.0 20.0 20.0 17.7 13.9 4.6 12.4 15.9 -11.5 3.6 -1.1 2.1 1.7 1.6 4.0 20.0 -5.6 -0.8 20.0 -0.9 -6.1 -4.7 -4.0 0.8 ROBUSTA -10.1 -20.0 -9.9 2.4 1.3 1.4 2.9 0.2 3.0 7.7 6.1 5.6 7.4 0.8 2.7 14.7 20.0 18.8 20.0 7.4 11.2 17.6 12.4 8.4 -20.0 2.5 2.4 3.8 2.4 4.2 1.7 20.0 20.0 -9.3 14.4 20.0 -3.3 -12.8 5.3 4.0 RUSSELL 8.9 -4.0 3.5 3.4 -5.3 4.9 -0.9 5.2 2.2 -13.1 12.1 -0.2 11.1 5.5 3.7 -7.3 -6.6 -7.0 -6.8 4.5 6.6 -6.4 7.3 2.3 -2.0 2.9 -9.8 4.1 -4.4 4.6 1.3 -0.7 -2.8 -8.9 0.1 -10.2 -5.4 -20.0 -6.5 -20.0 SHATZ -1.9 -11.7 -17.8 -1.7 -4.0 -1.8 -2.4 -1.8 -1.4 -7.1 -8.9 -7.1 -8.6 -8.0 -8.9 -20.0 -20.0 -20.0 -20.0 -11.2 -11.8 -8.9 -11.9 -9.5 7.6 -3.4 -2.6 -3.1 -2.9 -2.7 -3.0 -20.0 -5.3 -11.1 -8.9 -10.9 -20.0 -20.0 -18.0 -17.0 SILVER-mini 17.5 8.4 20.0 2.9 -4.3 2.4 -1.1 1.3 1.8 10.4 9.5 10.2 6.4 10.1 10.3 -6.2 -6.7 -6.5 -6.6 17.1 12.5 20.0 7.2 20.0 2.2 4.0 0.1 3.4 2.5 2.2 3.9 -2.1 20.0 20.0 17.2 18.4 -9.3 -13.2 11.7 4.5 SMI 20.0 5.3 12.0 4.0 -6.2 5.7 -1.1 6.2 2.5 -15.0 17.3 13.3 14.7 15.2 15.4 -3.0 2.8 -1.1 1.4 20.0 19.1 8.9 13.4 20.0 15.0 6.9 -3.4 6.3 1.7 4.7 5.8 14.8 19.1 13.6 20.0 5.7 10.6 0.3 11.9 -1.1 SOFR 12.0 -4.9 -10.9 -2.4 -5.5 -2.4 -3.3 -2.5 -1.9 -11.0 -3.3 -5.0 -4.3 -1.7 -6.6 -3.9 -1.0 -2.8 -1.8 -5.2 -6.9 -9.0 -6.5 -3.1 -2.7 -1.1 -5.4 -1.7 -2.3 -1.4 -0.0 3.5 1.1 7.6 0.1 -0.2 -3.6 -20.0 12.2 -0.5 SOYBEAN 7.3 14.8 9.7 5.7 3.1 3.5 7.1 0.4 7.3 -12.1 -6.7 2.4 -5.7 11.1 11.8 1.2 8.6 1.0 3.7 8.0 -1.6 -0.5 -8.4 9.1 -20.0 4.4 -4.2 0.5 1.5 -1.9 5.3 4.3 -5.7 14.0 2.5 -2.2 -17.3 -20.0 -14.6 -20.0 SOYMEAL 5.9 20.0 9.7 4.0 2.2 2.4 5.0 0.3 5.1 -9.3 -7.4 -2.2 -8.7 7.1 6.2 5.2 6.1 1.0 1.6 9.0 0.2 -0.1 -5.4 8.9 -20.0 3.6 -0.5 0.9 1.8 -0.6 3.9 0.2 -4.6 17.3 20.0 2.1 -20.0 -20.0 -20.0 -20.0 SOYOIL 13.5 -4.9 7.3 3.0 1.6 1.8 3.7 0.2 3.8 4.1 -8.5 6.4 -9.0 -2.7 -4.8 -5.7 -0.7 -6.5 -4.8 -3.9 -7.2 4.4 -8.8 0.8 -20.0 -1.9 0.3 -2.3 0.9 -2.2 -0.4 -11.2 2.6 -3.6 -19.9 -7.0 -20.0 -16.9 -7.7 1.9 SP400 5.7 -8.0 7.9 3.7 -5.6 5.2 -1.0 5.6 2.3 -15.8 14.2 -4.0 13.9 4.0 7.1 -7.9 -5.8 -6.6 -6.1 7.4 13.6 -13.3 15.4 0.0 -13.7 3.7 -10.6 6.1 -5.6 6.8 0.6 0.7 -11.9 -9.5 -2.6 0.4 -5.5 -10.8 -5.0 -20.0 SP500_micro 18.2 -5.8 1.5 3.9 -6.0 5.5 -1.0 5.9 2.4 -9.7 17.9 13.8 17.9 15.5 14.9 -12.4 -11.9 -12.5 -12.4 16.5 20.0 9.1 20.0 16.4 -20.0 5.3 -2.6 7.6 2.2 9.8 4.9 -10.1 16.2 9.1 4.7 3.5 2.5 -1.7 6.0 -1.7 SUGAR11 -5.0 -19.2 -20.0 4.3 2.4 2.6 5.3 0.3 5.5 -2.7 -14.4 -11.4 -5.0 -14.5 -14.8 0.2 13.1 4.4 8.9 -20.0 -19.7 -9.9 -9.9 -17.8 -20.0 -5.5 -4.0 -4.8 -4.6 -2.4 -5.2 13.2 -20.0 -20.0 -20.0 -20.0 20.0 14.0 20.0 20.0 US10 9.9 -4.6 -7.5 -2.0 -4.7 -2.1 -2.8 -2.1 -1.7 -9.4 -3.7 -4.7 -5.9 -2.3 -6.1 -5.6 -7.2 -5.9 -6.7 -4.8 -6.6 -8.7 -8.2 -3.5 2.7 -1.1 -5.2 -1.7 -2.5 -2.1 -0.4 -6.5 1.2 4.9 0.7 0.4 -10.2 -20.0 3.3 2.1 US10U 10.4 -4.6 -7.2 -3.0 -7.1 -3.1 -4.2 -3.2 -2.5 -14.0 -5.1 -6.3 -8.3 -3.1 -9.2 -5.9 -2.1 -5.0 -3.5 -7.0 -9.8 -12.1 -12.8 -4.7 0.4 -1.4 -8.6 -2.3 -3.9 -3.1 -0.4 1.1 3.1 7.2 2.2 2.5 -10.0 -17.4 17.9 9.4 US2 5.1 -10.8 -17.3 -2.0 -4.6 -2.0 -2.7 -2.0 -1.6 -9.2 -8.5 -7.4 -9.3 -6.7 -8.6 -20.0 -20.0 -20.0 -20.0 -10.1 -12.1 -10.9 -14.0 -8.0 13.4 -2.8 -5.0 -2.9 -4.0 -3.0 -2.4 -20.0 -6.1 -3.1 -5.9 -8.9 -14.1 -20.0 -8.8 -20.0 US20 12.1 -3.9 -4.0 -2.2 -5.1 -2.2 -3.0 -2.3 -1.8 -9.8 -0.4 -3.6 -3.7 -0.3 -5.1 -0.7 -0.7 -0.5 -0.5 -3.2 -5.0 -8.2 -7.3 -1.9 -1.0 0.2 -5.2 -0.4 -1.3 -1.4 1.1 4.7 5.4 8.5 4.4 6.0 -14.5 -13.0 20.0 14.7 US30 11.5 -4.1 -3.4 -2.6 -6.0 -2.7 -3.5 -2.7 -2.1 -11.7 -2.2 -4.1 -5.8 -1.5 -6.5 -2.8 -4.9 -3.4 -4.5 -4.3 -6.4 -9.0 -9.5 -2.6 -0.3 -0.2 -7.0 -1.0 -2.1 -2.2 0.9 -2.6 6.3 8.4 4.4 7.7 -17.8 -11.9 11.8 16.9 US5 9.6 -6.1 -11.6 -2.1 -4.9 -2.2 -2.9 -2.2 -1.7 -9.9 -7.1 -5.8 -8.0 -4.1 -7.5 -10.2 -10.1 -9.9 -9.9 -6.7 -8.6 -9.6 -9.9 -4.8 6.1 -1.8 -5.4 -2.3 -3.2 -2.4 -1.1 -11.7 -1.5 3.2 -1.7 -3.2 -9.2 -20.0 -0.5 -7.2 VIX -12.5 -10.2 8.0 -6.7 0.1 -6.5 -3.3 -7.8 -6.1 17.0 -20.0 -15.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -7.9 -20.0 -20.0 NaN -7.6 0.2 -7.4 -4.0 -9.3 -7.3 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 17.7 20.0 20.0 4.2 2.3 2.6 5.2 0.3 5.4 11.1 8.0 14.2 -8.5 14.8 13.6 -15.0 -13.8 -16.4 -15.3 20.0 9.6 18.1 -4.1 20.0 1.0 4.7 1.2 2.0 3.7 -0.4 5.4 -20.0 5.5 20.0 20.0 9.0 -9.9 -20.0 -4.4 -20.0 End of report for caleb_strategy_v3