******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240603_204014 produced at 2024-06-03 21:37:17.826235 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 0.00 -0.95 0.0 0.00 0.00 0.00 0.00 -34.86 16.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.08 -0.63 -0.52 0.0 0.79 -0.79 -0.63 -0.63 -6.57 10.0 -8 -8 caleb_strategy_v3 SHATZ False True 0.03 0.00 -0.38 0.0 0.00 0.00 0.00 0.00 -11.17 24.0 0 0 caleb_strategy_v3 VIX False False 0.00 -0.22 -0.29 0.0 999.00 -999.00 -0.22 -0.23 -64.03 999999999.0 -48 -51 caleb_strategy_v3 US2 False True 0.06 0.00 -0.26 0.0 0.00 0.00 0.00 0.00 -4.29 13.0 0 0 caleb_strategy_v3 SOFR False True 0.07 0.00 -0.20 0.0 0.00 0.00 0.00 0.00 -2.73 11.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 -0.08 -0.12 0.0 0.15 -0.15 -0.08 -0.10 -10.44 13.0 -7 -9 caleb_strategy_v3 CHF False False 0.04 -0.21 -0.10 0.0 0.55 -0.55 -0.21 -0.21 -2.36 13.0 -5 -5 caleb_strategy_v3 CAD False False 0.02 -0.07 -0.08 0.0 0.64 -0.64 -0.07 -0.07 -3.58 29.0 -3 -3 caleb_strategy_v3 JPY False False 0.02 -0.07 -0.08 0.0 0.41 -0.41 -0.07 -0.07 -3.14 17.0 -3 -3 caleb_strategy_v3 HEATOIL False False 0.03 -0.06 -0.07 0.0 0.09 -0.09 -0.06 -0.06 -2.53 3.0 -2 -2 caleb_strategy_v3 CORN False False 0.01 -0.06 -0.07 0.0 0.08 -0.08 -0.06 -0.07 -9.47 12.0 -8 -10 caleb_strategy_v3 BOBL False False 0.04 0.00 -0.06 0.0 0.72 -0.72 0.00 0.00 -1.49 19.0 0 0 caleb_strategy_v3 US5 False False 0.03 -0.32 -0.05 0.0 0.80 -0.80 -0.32 -0.10 -1.60 25.0 -10 -3 caleb_strategy_v3 LUMBER-new False False 0.00 0.00 -0.05 0.0 0.01 -0.01 0.00 0.00 -11.21 3.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.04 0.0 0.38 -0.38 0.00 -0.02 -7.02 66.0 0 -3 caleb_strategy_v3 GASOIL False False 0.02 -0.04 -0.04 0.0 0.09 -0.09 -0.04 -0.04 -1.75 4.0 -2 -2 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.04 0.0 0.15 -0.15 0.00 -0.01 -12.30 51.0 0 -2 caleb_strategy_v3 BTP False False 0.04 0.00 -0.04 0.0 0.38 -0.38 0.00 0.00 -0.93 10.0 0 0 caleb_strategy_v3 OAT False False 0.04 0.00 -0.04 0.0 0.41 -0.41 0.00 0.00 -1.03 10.0 0 0 caleb_strategy_v3 BUND False False 0.04 -0.09 -0.03 0.0 0.43 -0.43 -0.09 -0.17 -0.78 10.0 -2 -4 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.02 0.0 0.18 -0.18 0.00 0.00 -0.26 2.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.02 -0.02 0.0 0.12 -0.12 -0.02 -0.05 -1.15 7.0 -1 -3 caleb_strategy_v3 US10 False False 0.03 0.00 -0.02 0.0 0.56 -0.56 0.00 0.00 -0.54 17.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.04 0.00 -0.02 0.0 0.31 -0.31 0.00 -0.08 -0.62 8.0 0 -2 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.11 -0.11 -0.03 -0.03 -3.22 18.0 -4 -5 caleb_strategy_v3 COTTON2 False False 0.01 -0.01 -0.02 0.0 0.12 -0.12 -0.01 -0.01 -2.23 11.0 -1 -1 caleb_strategy_v3 BUXL False False 0.04 -0.04 -0.02 0.0 0.17 -0.17 -0.04 -0.04 -0.41 4.0 -1 -1 caleb_strategy_v3 GASOLINE False False 0.03 0.00 -0.01 0.0 999.00 -999.00 0.00 -0.03 -0.35 999999999.0 0 -1 caleb_strategy_v3 GOLD_micro False False 0.01 -0.02 -0.01 0.0 0.40 -0.40 -0.02 -0.02 -2.07 56.0 -3 -3 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.10 -0.10 0.00 -0.02 -0.93 9.0 0 -2 caleb_strategy_v3 PALLAD False False 0.03 -0.03 -0.01 0.0 0.06 -0.06 -0.03 -0.03 -0.49 2.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.01 -0.02 -0.01 0.0 0.08 -0.08 -0.02 -0.02 -1.66 10.0 -2 -2 caleb_strategy_v3 RUSSELL False False 0.00 -0.03 -0.01 0.0 0.21 -0.21 -0.03 -0.03 -4.53 68.0 -9 -9 caleb_strategy_v3 NIKKEI False False 0.01 -0.03 -0.01 0.0 0.26 -0.26 -0.03 -0.11 -1.92 36.0 -4 -15 caleb_strategy_v3 OATIES False True 0.01 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.31 2.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.01 0.00 0.0 0.09 -0.09 0.01 0.01 0.14 8.0 1 1 caleb_strategy_v3 WHEAT False False 0.01 0.00 0.00 0.0 0.10 -0.10 0.00 0.00 0.08 9.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 0.00 0.00 0.0 0.05 -0.05 0.00 0.00 1.26 26.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.00 0.00 0.0 0.38 -0.38 0.00 0.08 0.32 48.0 0 10 caleb_strategy_v3 US10U False False 0.03 -0.17 -0.00 0.0 0.44 -0.44 -0.17 -0.17 -0.08 13.0 -5 -5 caleb_strategy_v3 COCOA False False 0.03 0.00 0.00 0.0 0.68 -0.68 0.00 0.00 0.15 26.0 0 0 caleb_strategy_v3 US30 False False 0.04 0.00 -0.00 0.0 0.22 -0.22 0.00 0.00 -0.00 6.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.00 -0.00 0.0 0.26 -0.26 0.00 0.00 -0.45 23.0 0 0 caleb_strategy_v3 US20 False True 0.04 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.22 9.0 0 0 caleb_strategy_v3 COFFEE False False 0.03 0.03 0.01 0.0 0.15 -0.15 0.03 0.03 0.21 6.0 1 1 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 0.01 0.0 0.28 -0.28 0.00 0.00 0.47 23.0 0 0 caleb_strategy_v3 AUD False False 0.02 0.00 0.02 0.0 0.38 -0.38 0.00 0.00 1.18 19.0 0 0 caleb_strategy_v3 PLAT False False 0.02 0.02 0.02 0.0 0.15 -0.15 0.02 0.03 1.36 10.0 1 2 caleb_strategy_v3 MILK False False 0.01 0.00 0.02 0.0 0.06 -0.06 0.00 0.00 1.34 5.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.02 0.02 0.02 0.0 0.11 -0.11 0.02 0.02 0.79 5.0 1 1 caleb_strategy_v3 EUR False False 0.04 0.00 0.02 0.0 0.57 -0.57 0.00 0.04 0.51 14.0 0 1 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 0.03 0.0 999.00 -999.00 0.00 0.00 1.07 999999999.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.03 0.0 0.00 0.00 0.00 0.00 13.47 59.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.04 0.03 0.0 0.06 -0.06 0.04 0.04 1.58 3.0 2 2 caleb_strategy_v3 CAC True False 0.03 0.00 0.03 0.0 0.00 0.00 0.00 0.00 1.27 12.0 0 0 caleb_strategy_v3 COPPER False False 0.03 0.10 0.03 0.0 999.00 -999.00 0.10 0.07 1.00 999999999.0 3 2 caleb_strategy_v3 DX False False 0.03 0.00 0.03 0.0 999.00 -999.00 0.00 0.00 0.90 999999999.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 0.04 0.0 0.04 -0.04 0.00 0.00 4.58 4.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 0.28 0.05 0.0 0.33 -0.33 0.28 0.28 3.37 20.0 17 17 caleb_strategy_v3 NZD False True 0.02 0.00 0.06 0.0 0.00 0.00 0.00 0.00 3.27 21.0 0 0 caleb_strategy_v3 GBP False False 0.02 0.00 0.07 0.0 0.53 -0.53 0.00 0.02 2.92 22.0 0 1 caleb_strategy_v3 MXP False True 0.01 0.41 0.09 0.0 0.41 0.00 0.41 0.24 10.11 60.0 48 28 caleb_strategy_v3 DAX False False 0.01 0.05 0.10 0.0 0.35 -0.35 0.05 0.05 16.78 58.0 8 9 caleb_strategy_v3 LIVECOW False False 0.02 0.15 0.11 0.0 0.36 -0.36 0.15 0.15 5.02 17.0 7 7 caleb_strategy_v3 SMI False True 0.04 0.00 0.16 0.0 0.00 0.00 0.00 0.00 4.07 9.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 15.3 Shocked risk 42.5 Sum abs risk 46.3 Leverage 4.74 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3334288.2, 'annual_cash_vol_target': 833572.05, 'daily_cash_vol_target': 52098.253125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0038 0.6693 0.5733 9.1732 BITCOIN 1681.8370 69865.0000 2.4073 38.5163 BOBL 0.2650 115.7100 0.2290 3.6645 BTP 0.5855 116.7800 0.5014 8.0225 BUND 0.5356 130.6000 0.4101 6.5614 BUXL 1.2709 129.4000 0.9822 15.7146 CAC 51.1630 7984.5000 0.6408 10.2525 CAD 0.0028 0.7330 0.3766 6.0259 CANOLA 8.6848 655.7000 1.3245 21.1921 CHF 0.0050 1.1184 0.4459 7.1336 COCOA 350.2491 8705.0000 4.0235 64.3766 COFFEE 4.5123 225.3500 2.0023 32.0373 COPPER 0.0766 4.6620 1.6431 26.2889 CORN 5.2252 462.5000 1.1298 18.0764 COTTON2 1.3300 73.3800 1.8124 28.9988 CRUDE_W 0.9533 72.7600 1.3102 20.9629 DAX 117.2374 18587.0000 0.6307 10.0920 DOW 288.4606 38517.0000 0.7489 11.9827 DX 0.3479 103.7250 0.3354 5.3664 EUR 0.0042 1.0949 0.3824 6.1187 EURIBOR-ICE 0.0513 97.3200 0.0527 0.8438 EUROSTX 33.9482 4998.0000 0.6792 10.8678 FEEDCOW 1.9708 257.9000 0.7642 12.2268 GASOIL 10.6796 711.7500 1.5005 24.0075 GASOLINE 0.0373 2.2933 1.6260 26.0158 GAS_US_mini 0.1029 2.8050 3.6683 58.6923 GBP 0.0054 1.2802 0.4240 6.7843 GOLD_micro 20.9411 2369.0000 0.8840 14.1434 HEATOIL 0.0342 2.3439 1.4595 23.3528 JGB-SGX-mini 0.2116 143.3400 0.1476 2.3618 JPY 0.0000 0.0064 0.6396 10.2338 LEANHOG 1.0202 95.5750 1.0674 17.0786 LIVECOW 1.2763 178.9000 0.7134 11.4146 LUMBER-new 7.2337 511.0000 1.4156 22.6497 MILK 0.2490 20.7200 1.2017 19.2269 MXP 0.0006 0.0563 1.0067 16.1067 NASDAQ_micro 139.7194 18561.5000 0.7527 12.0438 NIKKEI 348.3056 38580.0000 0.9028 14.4450 NZD 0.0035 0.6179 0.5705 9.1281 OAT 0.5334 124.9000 0.4271 6.8333 OATIES 7.1370 381.7500 1.8695 29.9128 OJ 7.7575 444.2500 1.7462 27.9393 PALLAD 22.7488 927.0000 2.4540 39.2643 PLAT 17.1849 1022.2000 1.6812 26.8987 REDWHEAT 12.3397 714.0000 1.7282 27.6520 RICE 0.1557 15.6150 0.9970 15.9524 ROBUSTA 79.3657 4110.0000 1.9310 30.8966 RUSSELL 20.2627 2060.7000 0.9833 15.7327 SHATZ 0.0767 105.3200 0.0728 1.1654 SILVER-mini 0.5602 31.0500 1.8042 28.8666 SMI 79.0800 11992.0000 0.6594 10.5510 SOFR 0.0650 96.1750 0.0676 1.0813 SOYBEAN 10.7018 1163.7500 0.9196 14.7135 SOYMEAL 4.8926 352.0000 1.3899 22.2390 SOYOIL 0.7203 44.4800 1.6194 25.9105 SP400 24.5066 2962.7000 0.8272 13.2348 SP500_micro 33.2371 5280.7500 0.6294 10.0704 SUGAR11 0.2969 18.7600 1.5826 25.3216 US10 0.3934 109.5625 0.3591 5.7452 US10U 0.5221 113.0469 0.4619 7.3899 US2 0.0956 102.0039 0.0937 1.4995 US20 0.7748 117.6250 0.6587 10.5390 US30 1.1569 124.5938 0.9286 14.8570 US5 0.2505 106.2656 0.2357 3.7713 VIX 0.4017 15.2500 2.6342 42.1467 WHEAT 11.0398 718.7500 1.5360 24.5755 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 669.30 0.57 383.73 1.00 383.73 52098.25 135.77 3.36 45.60 BITCOIN 69.86 2.41 168.18 1.00 168.18 52098.25 309.77 4.02 124.37 BOBL 1157.10 0.23 265.01 1.08 286.75 52098.25 181.68 -8.07 -146.53 BTP 1167.80 0.50 585.54 1.08 633.58 52098.25 82.23 -3.31 -27.19 BUND 1306.00 0.41 535.57 1.08 579.52 52098.25 89.90 -8.53 -76.65 BUXL 1294.00 0.98 1270.92 1.08 1375.19 52098.25 37.88 -10.73 -40.65 CAC 798.45 0.64 511.63 1.08 553.61 52098.25 94.11 3.96 37.25 CAD 733.00 0.38 276.06 1.00 276.06 52098.25 188.72 -7.31 -137.98 CANOLA 131.14 1.32 173.70 0.73 127.11 52098.25 409.88 -12.33 -505.51 CHF 1398.00 0.45 623.30 1.00 623.30 52098.25 83.58 -10.89 -91.00 COCOA 870.50 4.02 3502.49 1.00 3502.49 52098.25 14.87 4.69 6.98 COFFEE 845.06 2.00 1692.10 1.00 1692.10 52098.25 30.79 5.82 17.93 COPPER 1165.50 1.64 1914.98 1.00 1914.98 52098.25 27.21 3.39 9.21 CORN 231.25 1.13 261.26 1.00 261.26 52098.25 199.41 -19.53 -389.38 COTTON2 366.90 1.81 664.98 1.00 664.98 52098.25 78.35 -13.28 -104.03 CRUDE_W 727.60 1.31 953.29 1.00 953.29 52098.25 54.65 1.33 7.26 DAX 185.87 0.63 117.24 1.08 126.86 52098.25 410.69 11.98 491.94 DOW 192.58 0.75 144.23 1.00 144.23 52098.25 361.22 -8.37 -302.25 DX 1037.25 0.34 347.89 1.00 347.89 52098.25 149.75 2.31 34.52 EUR 1368.62 0.38 523.39 1.00 523.39 52098.25 99.54 1.98 19.75 EURIBOR-ICE 2433.00 0.05 128.31 1.08 138.84 52098.25 375.24 -5.14 -192.70 EUROSTX 499.80 0.68 339.48 1.08 367.34 52098.25 141.83 6.96 98.78 FEEDCOW 1289.50 0.76 985.40 1.00 985.40 52098.25 52.87 -3.54 -18.71 GASOIL 711.75 1.50 1067.96 1.00 1067.96 52098.25 48.78 -8.28 -40.40 GASOLINE 963.19 1.63 1566.13 1.00 1566.13 52098.25 33.27 -2.40 -7.98 GAS_US_mini 70.12 3.67 257.24 1.00 257.24 52098.25 202.53 0.58 11.68 GBP 800.12 0.42 339.27 1.00 339.27 52098.25 153.56 7.33 112.56 GOLD_micro 236.90 0.88 209.41 1.00 209.41 52098.25 248.78 -2.44 -60.71 HEATOIL 984.44 1.46 1436.83 1.00 1436.83 52098.25 36.26 -16.11 -58.42 JGB-SGX-mini 143340.00 0.15 21158.51 0.01 134.90 52098.25 386.19 -8.34 -321.96 JPY 802.00 0.64 512.97 1.00 512.97 52098.25 101.56 -11.93 -121.13 LEANHOG 382.30 1.07 408.07 1.00 408.07 52098.25 127.67 -13.45 -171.73 LIVECOW 715.60 0.71 510.52 1.00 510.52 52098.25 102.05 14.83 151.37 LUMBER-new 140.52 1.42 198.93 1.00 198.93 52098.25 261.90 -20.00 -523.79 MILK 414.40 1.20 497.98 1.00 497.98 52098.25 104.62 5.99 62.71 MXP 281.45 1.01 283.33 1.00 283.33 52098.25 183.88 3.75 68.90 NASDAQ_micro 371.23 0.75 279.44 1.00 279.44 52098.25 186.44 -1.04 -19.31 NIKKEI 38580.00 0.90 34830.56 0.01 222.07 52098.25 234.60 -0.75 -17.71 NZD 617.90 0.57 352.52 1.00 352.52 52098.25 147.79 8.53 126.04 OAT 1249.00 0.43 533.43 1.08 577.20 52098.25 90.26 -3.35 -30.20 OATIES 190.88 1.87 356.85 1.00 356.85 52098.25 145.99 0.88 12.81 OJ 666.38 1.75 1163.63 1.00 1163.63 52098.25 44.77 16.51 73.91 PALLAD 927.00 2.45 2274.88 1.00 2274.88 52098.25 22.90 -6.28 -14.39 PLAT 511.10 1.68 859.25 1.00 859.25 52098.25 60.63 6.60 40.02 REDWHEAT 357.00 1.73 616.98 1.00 616.98 52098.25 84.44 1.26 10.64 RICE 312.30 1.00 311.37 1.00 311.37 52098.25 167.32 11.25 188.30 ROBUSTA 411.00 1.93 793.66 1.00 793.66 52098.25 65.64 6.17 40.53 RUSSELL 103.04 0.98 101.31 1.00 101.31 52098.25 514.23 -2.66 -136.62 SHATZ 1053.20 0.07 76.71 1.08 83.01 52098.25 627.62 -17.56 -1101.81 SILVER-mini 776.25 1.80 1400.48 1.00 1400.48 52098.25 37.20 8.47 31.50 SMI 1199.20 0.66 790.80 1.11 873.87 52098.25 59.62 20.00 119.24 SOFR 2404.38 0.07 162.49 1.00 162.49 52098.25 320.63 -1.40 -44.90 SOYBEAN 581.88 0.92 535.09 1.00 535.09 52098.25 97.36 -12.67 -123.32 SOYMEAL 352.00 1.39 489.26 1.00 489.26 52098.25 106.48 -9.40 -100.08 SOYOIL 266.88 1.62 432.19 1.00 432.19 52098.25 120.55 -14.80 -178.44 SP400 2962.70 0.83 2450.66 1.00 2450.66 52098.25 21.26 -3.68 -7.83 SP500_micro 264.04 0.63 166.19 1.00 166.19 52098.25 313.49 0.43 13.63 SUGAR11 210.11 1.58 332.52 1.00 332.52 52098.25 156.68 -9.67 -151.47 US10 1095.62 0.36 393.41 1.00 393.41 52098.25 132.43 -3.24 -42.85 US10U 1130.47 0.46 522.13 1.00 522.13 52098.25 99.78 -0.66 -6.57 US2 2040.08 0.09 191.20 1.00 191.20 52098.25 272.49 -12.42 -338.36 US20 1176.25 0.66 774.78 1.00 774.78 52098.25 67.24 2.58 17.33 US30 1245.94 0.93 1156.93 1.00 1156.93 52098.25 45.03 -0.00 -0.01 US5 1062.66 0.24 250.48 1.00 250.48 52098.25 208.00 -6.07 -126.33 VIX 152.50 2.63 401.71 1.00 401.71 52098.25 129.69 -20.00 -259.38 WHEAT 359.38 1.54 551.99 1.00 551.99 52098.25 94.38 0.63 5.98 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 45.605 0.010 2.5 1.183 BITCOIN 124.374 0.043 2.5 13.468 BOBL -146.533 0.004 2.5 -1.486 BTP -27.187 0.014 2.5 -0.927 BUND -76.650 0.004 2.5 -0.777 BUXL -40.647 0.004 2.5 -0.412 CAC 37.249 0.014 2.5 1.271 CAD -137.981 0.010 2.5 -3.580 CANOLA -505.511 0.010 2.5 -12.298 CHF -91.000 0.010 2.5 -2.361 COCOA 6.983 0.009 2.5 0.150 COFFEE 17.933 0.005 2.5 0.209 COPPER 9.213 0.043 2.5 0.998 CORN -389.376 0.010 2.5 -9.473 COTTON2 -104.025 0.009 2.5 -2.228 CRUDE_W 7.257 0.043 2.5 0.786 DAX 491.945 0.014 2.5 16.779 DOW -302.249 0.009 2.5 -7.024 DX 34.523 0.010 2.5 0.896 EUR 19.749 0.010 2.5 0.512 EURIBOR-ICE -192.700 0.014 2.5 -6.573 EUROSTX 98.781 0.014 2.5 3.369 FEEDCOW -18.713 0.013 2.5 -0.620 GASOIL -40.396 0.017 2.5 -1.751 GASOLINE -7.979 0.017 2.5 -0.346 GAS_US_mini 11.680 0.043 2.5 1.265 GBP 112.555 0.010 2.5 2.920 GOLD_micro -60.709 0.014 2.5 -2.071 HEATOIL -58.422 0.017 2.5 -2.533 JGB-SGX-mini -321.958 0.043 2.5 -34.864 JPY -121.131 0.010 2.5 -3.143 LEANHOG -171.733 0.024 2.5 -10.437 LIVECOW 151.366 0.013 2.5 5.016 LUMBER-new -523.790 0.009 2.5 -11.212 MILK 62.714 0.009 2.5 1.343 MXP 68.899 0.059 2.5 10.113 NASDAQ_micro -19.309 0.009 2.5 -0.449 NIKKEI -17.709 0.043 2.5 -1.918 NZD 126.041 0.010 2.5 3.270 OAT -30.199 0.014 2.5 -1.030 OATIES 12.808 0.010 2.5 0.312 OJ 73.912 0.009 2.5 1.583 PALLAD -14.389 0.014 2.5 -0.491 PLAT 40.019 0.014 2.5 1.365 REDWHEAT 10.638 0.005 2.5 0.141 RICE 188.305 0.010 2.5 4.581 ROBUSTA 40.527 0.005 2.5 0.473 RUSSELL -136.617 0.013 2.5 -4.527 SHATZ -1101.806 0.004 2.5 -11.173 SILVER-mini 31.505 0.014 2.5 1.075 SMI 119.235 0.014 2.5 4.067 SOFR -44.904 0.024 2.5 -2.729 SOYBEAN -123.323 0.004 2.5 -1.147 SOYMEAL -100.084 0.004 2.5 -0.931 SOYOIL -178.439 0.004 2.5 -1.661 SP400 -7.833 0.013 2.5 -0.260 SP500_micro 13.633 0.009 2.5 0.317 SUGAR11 -151.465 0.009 2.5 -3.221 US10 -42.854 0.005 2.5 -0.543 US10U -6.573 0.005 2.5 -0.083 US2 -338.362 0.005 2.5 -4.288 US20 17.331 0.005 2.5 0.220 US30 -0.015 0.005 2.5 -0.000 US5 -126.335 0.005 2.5 -1.601 VIX -259.382 0.099 2.5 -64.026 WHEAT 5.975 0.005 2.5 0.079 ===================== Position diags ===================== AUD 3.52 BITCOIN 33.54 BOBL 1.84 BTP 2.80 BUND 0.91 BUXL 0.38 CAC 3.21 CAD 4.90 CANOLA 9.97 CHF 2.17 COCOA 0.32 COFFEE 0.36 COPPER 2.95 CORN 4.85 COTTON2 1.68 CRUDE_W 5.92 DAX 14.01 DOW 8.39 DX 3.89 EUR 2.58 EURIBOR-ICE 12.80 EUROSTX 4.84 FEEDCOW 1.75 GASOIL 2.11 GASOLINE 1.44 GAS_US_mini 21.93 GBP 3.98 GOLD_micro 8.49 HEATOIL 1.57 JGB-SGX-mini 41.82 JPY 2.64 LEANHOG 7.76 LIVECOW 3.38 LUMBER-new 5.61 MILK 2.24 MXP 26.99 NASDAQ_micro 4.33 NIKKEI 25.40 NZD 3.83 OAT 3.08 OATIES 3.55 OJ 0.96 PALLAD 0.78 PLAT 2.07 REDWHEAT 1.12 RICE 4.07 ROBUSTA 0.77 RUSSELL 17.04 SHATZ 6.36 SILVER-mini 1.27 SMI 2.03 SOFR 19.49 SOYBEAN 0.91 SOYMEAL 0.99 SOYOIL 1.12 SP400 0.70 SP500_micro 7.29 SUGAR11 3.33 US10 1.68 US10U 1.26 US2 3.45 US20 0.85 US30 0.57 US5 2.64 VIX 32.01 WHEAT 1.25 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 1.2 0.8 1.5 0.0 0 BITCOIN 13.5 10.1 16.8 0.0 0 BOBL -1.5 -1.7 -1.3 0.0 0 BTP -0.9 -1.2 -0.6 0.0 0 BUND -0.8 -0.9 -0.7 -2.0 -2 BUXL -0.4 -0.5 -0.4 -1.0 -1 CAC 1.3 0.9 1.6 0.0 0 CAD -3.6 -4.1 -3.1 -3.0 -3 CANOLA -12.3 -13.3 -11.3 0.0 0 CHF -2.4 -2.6 -2.1 -5.0 -5 COCOA 0.1 0.1 0.2 0.0 0 COFFEE 0.2 0.2 0.2 1.0 1 COPPER 1.0 0.7 1.3 3.0 3 CORN -9.5 -10.0 -9.0 -8.0 -8 COTTON2 -2.2 -2.4 -2.1 -1.0 -1 CRUDE_W 0.8 0.2 1.4 1.0 1 DAX 16.8 15.4 18.2 8.0 8 DOW -7.0 -7.9 -6.2 0.0 0 DX 0.9 0.5 1.3 NaN 0 EUR 0.5 0.3 0.8 0.0 0 EURIBOR-ICE -6.6 -7.9 -5.3 -8.0 -8 EUROSTX 3.4 2.9 3.9 17.0 17 FEEDCOW -0.6 -0.8 -0.4 0.0 0 GASOIL -1.8 -2.0 -1.5 -2.0 -2 GASOLINE -0.3 -0.5 -0.2 0.0 0 GAS_US_mini 1.3 -0.9 3.5 0.0 0 GBP 2.9 2.5 3.3 0.0 0 GOLD_micro -2.1 -2.9 -1.2 -3.0 -3 HEATOIL -2.5 -2.7 -2.4 -2.0 -2 JGB-SGX-mini -34.9 -39.0 -30.7 0.0 0 JPY -3.1 -3.4 -2.9 -3.0 -3 LEANHOG -10.4 -11.2 -9.7 -7.0 -7 LIVECOW 5.0 4.7 5.4 7.0 7 LUMBER-new -11.2 -11.8 -10.7 NaN 0 MILK 1.3 1.1 1.6 NaN 0 MXP 10.1 7.4 12.8 48.0 48 NASDAQ_micro -0.4 -0.9 -0.0 0.0 0 NIKKEI -1.9 -4.5 0.6 -4.0 -4 NZD 3.3 2.9 3.7 0.0 0 OAT -1.0 -1.3 -0.7 0.0 0 OATIES 0.3 -0.0 0.7 NaN 0 OJ 1.6 1.5 1.7 2.0 2 PALLAD -0.5 -0.6 -0.4 -1.0 -1 PLAT 1.4 1.2 1.6 1.0 1 REDWHEAT 0.1 0.0 0.3 1.0 1 RICE 4.6 4.2 5.0 NaN 0 ROBUSTA 0.5 0.4 0.5 0.0 0 RUSSELL -4.5 -6.2 -2.8 -9.0 -9 SHATZ -11.2 -11.8 -10.5 NaN 0 SILVER-mini 1.1 0.9 1.2 0.0 0 SMI 4.1 3.9 4.3 0.0 0 SOFR -2.7 -4.7 -0.8 NaN 0 SOYBEAN -1.1 -1.2 -1.1 -1.0 -1 SOYMEAL -0.9 -1.0 -0.8 0.0 0 SOYOIL -1.7 -1.8 -1.5 -2.0 -2 SP400 -0.3 -0.3 -0.2 0.0 0 SP500_micro 0.3 -0.4 1.0 0.0 0 SUGAR11 -3.2 -3.6 -2.9 -4.0 -4 US10 -0.5 -0.7 -0.4 0.0 0 US10U -0.1 -0.2 0.0 -5.0 -5 US2 -4.3 -4.6 -3.9 NaN 0 US20 0.2 0.1 0.3 0.0 0 US30 -0.0 -0.1 0.1 0.0 0 US5 -1.6 -1.9 -1.3 -10.0 -10 VIX -64.0 -67.2 -60.8 -48.0 -48 WHEAT 0.1 -0.0 0.2 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 0.2 0.3 0.1 0.0 0.1 -0.0 0.1 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 0.1 -0.1 0.1 0.4 0.0 0.0 0.1 0.0 -0.0 0.0 -0.0 -0.2 -0.0 0.4 0.3 -0.2 -0.2 -0.0 -0.0 BITCOIN 0.3 -0.2 0.3 0.0 -0.1 0.1 -0.1 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 0.6 0.0 -0.2 0.5 0.6 -0.4 0.6 -0.4 -0.1 0.3 0.1 BOBL -0.1 -0.3 -0.4 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.2 -0.1 -0.2 -0.1 -0.1 0.2 -0.1 0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.1 -0.2 -0.2 -0.1 -0.7 -0.6 -0.0 -0.4 BTP -0.1 -0.2 -0.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.2 -0.1 0.3 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 0.0 -0.1 0.2 -0.1 -2.7 -0.0 -0.0 0.1 -0.1 0.2 -0.0 0.8 -0.2 -0.1 0.1 0.6 -0.4 -0.3 0.4 0.1 BUND -0.1 -0.3 -0.3 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.2 -0.1 0.1 -0.7 -0.7 0.0 -0.3 BUXL -0.2 -0.3 -0.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.2 -0.3 -0.0 0.3 -0.7 -0.7 -0.4 -0.2 CAC -0.2 -0.2 0.2 0.1 -0.0 0.2 -0.0 0.3 0.0 -0.1 0.5 -0.1 0.7 0.0 0.2 -0.1 0.0 0.1 0.1 0.1 0.2 -0.1 0.5 -0.0 -1.8 0.1 -0.1 0.3 -0.1 0.4 -0.0 0.8 -0.4 -0.3 0.2 0.5 -0.3 0.2 -0.5 0.4 CAD 0.2 0.0 -0.2 0.0 0.1 -0.0 0.1 0.0 0.0 0.1 -0.4 0.1 -0.5 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.0 -0.1 -0.0 0.0 -0.1 0.0 -0.2 -0.0 0.0 -0.3 -0.4 -0.2 -0.2 -0.2 -0.4 -0.0 -0.2 CANOLA 0.1 0.6 0.6 0.0 -0.1 0.1 -0.0 0.0 0.0 -0.1 -0.1 0.0 -0.3 0.1 0.1 -0.3 -0.2 -0.3 -0.3 0.1 -0.0 -0.0 -0.2 0.0 -2.7 0.0 -0.1 -0.0 -0.0 -0.2 0.0 -1.1 -0.3 0.0 -0.0 0.1 -0.7 -0.5 -0.1 -0.1 CHF 0.4 0.1 -0.6 0.0 0.1 -0.0 0.1 0.0 0.0 0.2 -0.5 0.1 -0.5 -0.0 -0.2 -0.3 -0.3 -0.3 -0.3 -0.2 -0.2 0.1 -0.4 -0.0 0.4 -0.1 0.1 -0.2 0.1 -0.2 0.0 -1.1 0.5 -0.2 -0.2 -0.6 0.1 -0.5 0.3 -0.4 COCOA -0.3 -0.6 -0.1 0.0 -0.0 0.0 -0.0 0.0 0.0 0.1 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 -2.1 0.0 0.0 0.1 0.0 0.2 0.0 1.1 0.3 -0.0 -0.1 0.6 0.2 0.1 0.4 0.3 COFFEE 0.3 -0.1 0.3 0.0 -0.1 0.1 -0.0 0.0 0.0 0.0 0.3 0.1 0.3 0.1 0.1 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 0.2 0.0 0.5 0.4 0.2 0.6 0.6 0.1 -0.5 0.4 -0.2 COPPER -0.4 0.1 0.6 0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.2 -0.0 0.2 0.0 0.1 0.0 -0.1 -0.0 -0.0 0.1 0.1 -0.0 0.2 0.0 -1.1 0.0 -0.0 0.1 -0.0 0.1 0.0 0.2 -0.3 0.1 0.6 0.6 -0.3 -0.1 0.3 0.2 CORN -0.2 0.4 0.5 0.0 -0.1 0.1 -0.0 0.0 0.0 -0.2 -0.2 -0.2 -0.6 -0.0 0.1 -0.4 -0.2 -0.4 -0.3 0.0 -0.0 -0.2 -0.4 -0.1 -2.0 0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -1.1 -0.5 -0.5 -0.0 -0.2 -0.7 -0.7 -0.7 -0.0 COTTON2 0.1 -0.6 -0.5 0.0 -0.0 0.1 -0.0 0.0 0.0 -0.1 -0.2 -0.0 -0.2 -0.1 -0.1 -0.1 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -2.4 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.3 -0.6 -0.2 -0.2 -0.4 0.2 -0.0 CRUDE_W -0.2 -0.5 0.1 -0.0 -0.2 0.0 -0.1 0.1 -0.1 -0.2 0.2 -0.1 0.5 -0.2 -0.0 0.2 0.2 0.3 0.3 -0.0 0.1 -0.2 0.3 -0.1 -0.7 -0.1 -0.2 0.0 -0.2 0.2 -0.1 -0.0 -0.5 -0.5 -0.3 0.2 0.7 0.6 0.7 0.6 DAX 0.0 -0.0 0.3 0.0 -0.0 0.2 -0.0 0.3 0.0 -0.1 0.5 -0.1 0.7 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 -0.1 0.5 0.1 1.8 0.1 -0.0 0.3 -0.0 0.4 0.0 -0.5 -0.1 -0.0 0.2 0.6 0.0 0.2 -0.0 0.4 DOW -0.1 -0.3 -0.5 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.1 0.3 -0.1 0.4 -0.0 -0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.1 0.3 -0.1 -1.6 0.0 -0.0 0.1 -0.1 0.2 -0.0 -0.5 -0.5 -0.4 -0.1 -0.4 0.2 -0.2 0.4 -0.4 DX -0.5 -0.1 0.2 0.0 0.1 -0.0 0.1 0.0 0.0 -0.1 0.4 -0.1 0.5 -0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.1 -0.1 0.3 -0.1 -2.7 0.0 -0.1 0.1 -0.1 0.2 -0.0 0.9 -0.2 -0.6 0.4 0.6 0.2 0.3 0.2 0.6 EUR 0.4 0.2 -0.1 0.0 0.1 -0.0 0.1 0.0 0.0 0.1 -0.2 0.2 -0.3 0.2 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.1 -0.1 0.1 2.7 0.0 0.1 0.0 0.1 -0.0 0.1 -0.4 -0.1 0.2 0.2 0.3 -0.7 -0.6 -0.6 -0.5 EURIBOR-ICE -0.1 -0.4 -0.6 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 1.6 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.2 -0.2 -0.1 -0.7 -0.7 0.1 0.3 EUROSTX -0.1 -0.2 0.3 0.0 -0.0 0.2 -0.0 0.3 0.0 -0.1 0.5 -0.0 0.7 0.1 0.2 -0.2 -0.0 -0.1 -0.1 0.2 0.2 -0.1 0.5 0.0 -0.3 0.1 -0.0 0.3 -0.0 0.5 0.0 0.4 -0.1 -0.2 0.2 0.6 -0.5 0.2 -0.7 0.3 FEEDCOW 0.5 0.2 -0.2 0.1 -0.1 0.1 -0.0 0.0 0.0 -0.2 0.0 0.0 -0.1 0.1 0.0 -0.4 -0.4 -0.4 -0.4 0.0 -0.0 -0.0 -0.0 0.1 -0.9 -0.0 -0.1 -0.0 -0.1 0.1 -0.0 -1.1 -0.5 -0.2 -0.0 -0.3 0.6 0.7 0.7 0.7 GASOIL -0.2 -0.6 -0.1 -0.0 -0.2 0.0 -0.1 0.1 -0.1 -0.2 0.1 -0.2 0.5 -0.2 -0.2 -0.1 0.3 0.1 0.2 -0.1 -0.0 -0.2 0.3 -0.2 0.9 -0.1 -0.2 -0.0 -0.1 0.1 -0.1 0.1 0.0 -0.1 -0.4 -0.4 -0.6 -0.4 -0.7 -0.7 GASOLINE -0.4 -0.6 0.1 -0.0 -0.2 0.0 -0.1 0.1 -0.1 -0.2 0.3 -0.2 0.5 -0.2 -0.1 0.4 0.3 0.4 0.3 -0.1 0.0 -0.2 0.3 -0.2 -2.7 -0.1 -0.1 0.0 -0.1 0.2 -0.1 0.0 -0.3 -0.6 -0.4 0.2 0.7 0.7 0.7 0.7 GAS_US_mini 0.5 0.6 0.6 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 -0.3 -0.0 -0.6 0.1 0.0 -0.4 -0.4 -0.4 -0.4 0.1 -0.1 0.0 -0.5 0.1 2.7 0.0 -0.0 -0.1 -0.0 -0.2 0.0 -1.1 0.4 0.6 0.6 -0.4 -0.2 -0.2 -0.4 -0.4 GBP 0.6 0.2 -0.1 0.0 0.1 -0.0 0.1 0.0 0.0 0.2 0.3 0.2 0.2 0.2 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.0 0.2 0.1 0.2 0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.2 0.5 0.5 0.5 -0.5 -0.6 -0.5 -0.3 GOLD_micro -0.3 -0.3 0.6 0.0 -0.0 0.1 -0.0 0.0 -0.0 -0.1 0.3 -0.1 0.3 -0.0 0.1 -0.2 -0.3 -0.3 -0.3 0.1 0.1 -0.0 0.3 0.0 -0.4 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.8 -0.0 -0.1 0.0 0.6 -0.2 -0.4 0.1 -0.2 HEATOIL -0.2 -0.6 -0.2 -0.0 -0.2 0.0 -0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.3 -0.2 -0.2 -0.2 0.3 -0.0 0.1 -0.2 -0.1 -0.2 0.1 -0.2 -2.7 -0.1 -0.1 -0.1 -0.2 0.1 -0.1 -0.1 -0.5 -0.6 -0.6 -0.6 0.2 0.2 0.0 0.0 JGB-SGX-mini -0.4 -0.6 -0.6 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 0.0 -0.1 -0.1 0.4 0.4 0.4 0.3 -0.1 -0.1 -0.1 -0.1 -0.2 -1.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 1.1 -0.3 -0.6 -0.5 -0.2 -0.6 -0.2 -0.0 0.4 JPY -0.1 0.0 -0.1 0.0 0.0 -0.0 0.0 0.0 0.0 0.0 -0.3 -0.1 -0.4 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.2 -0.0 -0.4 -0.1 2.7 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -1.1 -0.1 -0.5 -0.5 -0.5 -0.7 -0.4 -0.6 -0.3 LEANHOG -0.6 -0.6 0.3 0.1 -0.1 0.1 -0.0 0.0 0.1 -0.2 0.1 -0.2 -0.1 -0.2 -0.2 0.0 -0.4 -0.4 -0.4 -0.2 -0.0 -0.2 -0.1 -0.2 1.1 -0.1 -0.0 0.0 -0.1 0.0 -0.1 -1.1 -0.5 -0.6 -0.6 -0.1 -0.4 -0.3 -0.2 0.3 LIVECOW 0.6 0.2 -0.0 0.1 -0.1 0.1 -0.0 0.0 0.0 -0.1 0.1 0.1 0.0 0.2 0.1 0.4 0.2 0.4 0.3 0.1 0.0 0.0 0.1 0.2 -1.0 0.1 -0.0 0.1 0.0 0.2 0.1 0.8 -0.0 0.5 0.3 0.3 0.6 0.7 0.7 0.7 LUMBER-new 0.1 -0.7 -0.5 0.1 -0.1 0.1 -0.0 0.0 0.0 -0.2 -0.4 -0.2 -0.6 -0.2 -0.2 -0.4 -0.4 -0.5 -0.4 -0.2 -0.2 -0.2 -0.3 -0.2 NaN -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -1.2 -0.6 -0.7 -0.7 -0.7 -0.5 -0.4 -0.2 -0.3 MILK 0.5 0.6 0.6 0.0 -0.1 0.1 -0.0 0.0 0.0 0.1 0.1 0.1 -0.3 0.2 0.1 0.1 -0.4 -0.2 -0.4 0.2 0.1 0.2 -0.2 0.2 2.2 0.0 0.0 0.0 0.1 -0.1 0.1 -1.1 0.5 0.6 0.6 0.3 -0.6 -0.7 -0.5 -0.7 MXP -0.1 -0.4 -0.6 0.0 0.1 -0.0 0.1 0.0 0.0 -0.2 0.4 -0.1 0.7 -0.0 0.0 0.3 0.3 0.3 0.3 0.0 0.1 -0.2 0.4 -0.1 -2.7 0.0 -0.2 0.1 -0.2 0.3 -0.0 1.1 -0.5 -0.6 -0.3 0.6 0.7 0.7 0.7 0.7 NASDAQ_micro 0.6 -0.0 -0.1 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.1 0.4 0.0 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.0 0.5 0.1 -2.7 0.0 -0.0 0.1 -0.0 0.3 0.0 -0.4 0.1 0.2 0.2 -0.2 -0.0 0.0 -0.1 0.1 NIKKEI 0.1 -0.6 -0.2 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.0 0.3 -0.0 0.6 0.0 0.0 0.1 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 0.1 -0.4 -0.4 0.0 -0.2 -0.2 -0.2 -0.3 NZD 0.6 0.3 -0.1 0.0 0.1 -0.0 0.1 0.0 0.0 0.1 -0.0 0.2 -0.1 0.2 0.1 0.0 0.0 0.0 0.0 0.1 0.0 0.1 -0.1 0.2 0.1 0.0 0.1 0.0 0.1 -0.0 0.1 0.3 0.2 0.5 0.6 0.1 -0.0 -0.2 0.1 0.2 OAT -0.1 -0.3 -0.3 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -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 -0.0 -0.0 -0.0 -0.0 -0.0 0.8 -0.2 -0.2 -0.0 0.1 -0.7 -0.6 0.1 -0.1 OATIES -0.1 0.6 0.4 0.0 -0.1 0.1 -0.0 0.0 0.0 0.0 -0.1 -0.0 -0.3 0.0 0.0 0.1 0.0 0.2 0.1 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 0.3 0.3 0.6 0.2 -0.2 -0.0 0.2 0.4 OJ 0.6 0.5 0.1 0.1 -0.1 0.1 -0.0 0.0 0.0 -0.1 0.4 0.1 0.7 0.2 0.2 0.4 0.3 0.3 0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 -0.0 0.1 0.0 0.2 0.1 0.8 -0.1 0.6 0.6 0.6 0.1 0.3 0.6 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 -0.1 -0.3 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.3 -0.1 1.9 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 0.3 -0.0 -0.3 -0.4 -0.4 -0.7 -0.7 -0.7 -0.5 PLAT 0.3 0.4 0.5 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.1 0.0 -0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.1 0.1 1.2 0.0 -0.0 0.1 -0.0 0.0 0.0 0.1 0.1 0.4 0.3 0.0 -0.7 -0.3 0.2 0.2 REDWHEAT 0.4 0.6 0.6 0.0 -0.1 0.1 -0.0 0.0 0.0 -0.1 0.2 0.1 -0.4 0.2 0.2 -0.2 -0.0 -0.1 -0.1 0.2 0.1 0.1 -0.2 0.2 -0.9 0.1 -0.0 0.1 0.0 -0.0 0.1 -0.6 0.2 0.6 0.6 0.4 -0.4 -0.7 -0.0 -0.6 RICE 0.2 0.6 0.0 0.0 -0.1 0.1 -0.0 0.0 0.0 0.0 0.4 0.1 0.5 0.2 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.1 0.4 0.2 -1.6 0.0 0.0 0.1 0.0 0.1 0.0 1.1 0.3 0.3 0.6 -0.1 -0.2 -0.2 -0.2 0.0 ROBUSTA 0.2 -0.6 -0.4 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 0.1 0.3 0.1 -2.7 0.0 0.0 0.1 0.0 0.2 0.0 1.1 0.5 0.4 0.5 0.6 -0.1 -0.4 0.2 0.1 RUSSELL 0.1 -0.0 0.1 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.0 0.3 -0.0 0.4 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.0 0.2 0.0 -0.3 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.0 -0.0 -0.3 -0.0 -0.3 -0.1 -0.7 -0.2 -0.7 SHATZ -0.1 -0.4 -0.6 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -0.4 -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 -0.1 -0.3 -0.3 -0.4 -0.7 -0.7 -0.5 -0.5 SILVER-mini 0.4 0.2 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 0.2 0.1 0.0 0.2 0.1 0.3 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.0 0.6 0.4 0.6 -0.3 -0.4 0.3 0.1 SMI 0.6 0.3 0.4 0.0 -0.0 0.2 -0.0 0.2 0.0 0.1 0.5 0.2 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 0.4 0.6 0.6 0.3 0.3 0.0 0.4 -0.0 SOFR 0.4 -0.0 -0.3 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.1 -0.0 -0.2 0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.2 -0.0 -0.4 -0.0 0.1 -0.0 0.0 -0.1 0.0 0.2 0.3 0.4 0.1 0.0 -0.1 -0.7 0.4 -0.0 SOYBEAN -0.1 0.5 0.4 0.1 -0.1 0.1 -0.0 0.0 0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.1 0.0 0.2 0.0 0.1 0.0 -0.0 -0.2 -0.2 -0.0 -2.7 0.0 -0.1 0.0 -0.1 -0.1 -0.0 0.2 -0.5 -0.3 -0.0 -0.0 -0.6 -0.7 -0.5 -0.7 SOYMEAL -0.1 0.6 0.4 0.0 -0.1 0.1 -0.0 0.0 0.0 -0.1 -0.2 -0.1 -0.3 0.0 0.0 0.1 0.1 0.0 0.0 0.1 -0.0 -0.1 -0.1 0.0 -2.7 0.0 -0.0 0.0 -0.0 -0.0 0.0 0.0 -0.1 -0.1 0.6 0.1 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.4 -0.0 0.3 0.0 -0.1 0.1 -0.0 0.0 0.0 -0.1 -0.2 0.0 -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 -0.3 0.0 -0.6 -0.3 -0.7 -0.6 -0.2 0.0 SP400 -0.0 -0.2 0.2 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.0 0.4 -0.1 0.5 0.0 0.1 -0.2 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.4 -0.0 -1.8 0.0 -0.0 0.2 -0.0 0.3 0.0 0.0 -0.0 -0.2 -0.1 0.0 -0.1 -0.4 -0.1 -0.7 SP500_micro 0.4 -0.1 -0.0 0.0 -0.0 0.2 -0.0 0.2 0.0 -0.0 0.5 0.1 0.6 0.1 0.2 -0.2 -0.2 -0.3 -0.2 0.2 0.2 0.0 0.5 0.1 -2.7 0.1 -0.0 0.2 0.0 0.4 0.0 -0.5 0.1 0.2 0.1 0.1 0.1 -0.0 0.2 -0.0 SUGAR11 -0.1 -0.5 -0.6 0.0 -0.1 0.1 -0.0 0.0 0.0 0.1 -0.4 -0.1 -0.2 -0.2 -0.2 0.0 0.3 0.1 0.2 -0.2 -0.2 -0.0 -0.3 -0.2 -2.7 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.7 -0.1 -0.6 -0.6 -0.6 0.7 0.5 0.7 0.7 US10 0.3 -0.0 -0.2 -0.0 0.0 -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 0.0 -0.2 -0.0 0.4 -0.0 0.1 -0.0 0.0 -0.1 0.0 -0.3 0.2 0.3 0.1 0.0 -0.3 -0.7 0.1 0.1 US10U 0.3 -0.0 -0.2 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.1 -0.0 -0.3 0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.3 -0.0 0.1 -0.0 0.1 -0.1 0.0 -0.1 0.0 0.1 0.3 0.4 0.2 0.1 -0.3 -0.6 0.6 0.3 US2 0.2 -0.2 -0.5 -0.0 0.0 -0.1 -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 -0.4 -0.1 1.8 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -1.1 0.0 -0.0 -0.2 -0.3 -0.5 -0.7 -0.3 -0.7 US20 0.3 0.0 -0.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.0 -0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.2 -0.0 -0.1 0.0 0.1 -0.0 0.0 -0.0 0.0 0.3 0.3 0.4 0.2 0.2 -0.5 -0.4 0.7 0.5 US30 0.3 -0.0 -0.1 -0.0 0.0 -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 0.0 -0.2 -0.0 -0.0 0.0 0.1 -0.0 0.0 -0.1 0.0 -0.1 0.3 0.4 0.2 0.3 -0.6 -0.4 0.3 0.6 US5 0.3 -0.1 -0.3 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.2 -0.0 -0.3 -0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 0.0 -0.3 -0.0 0.8 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.6 0.2 0.2 0.0 -0.1 -0.3 -0.7 0.0 -0.2 VIX -0.4 -0.6 0.3 -0.1 -0.0 -0.3 -0.0 -0.5 -0.1 0.0 -0.9 -0.2 -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 -0.6 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT 0.4 0.6 0.6 0.0 -0.1 0.1 -0.0 0.0 0.0 -0.1 0.2 0.1 -0.3 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.2 0.1 0.0 -0.1 0.2 0.1 0.0 -0.0 0.1 0.0 -0.0 0.0 -1.1 -0.0 0.6 0.6 0.4 -0.3 -0.7 -0.2 -0.7 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 6.7 9.0 4.2 0.3 8.7 -0.9 5.4 0.9 3.3 11.9 -0.8 4.5 -7.0 12.8 11.1 -2.7 -2.8 -2.7 -2.7 6.6 2.3 5.7 -2.7 7.6 3.4 4.2 5.4 2.1 3.4 -0.4 4.4 -0.3 -8.1 -1.4 12.1 10.1 -6.7 -7.3 -0.7 -0.0 BITCOIN 10.2 -7.5 9.2 3.9 -9.7 4.3 -7.1 2.6 -0.6 4.3 15.6 14.4 17.5 9.9 11.0 -6.7 -7.2 -7.2 -7.5 12.8 20.0 8.9 20.0 10.7 -20.0 6.7 2.1 12.5 3.0 15.4 4.0 -3.5 20.0 19.6 -13.6 20.0 -12.9 -2.3 8.5 2.5 BOBL -3.2 -9.9 -11.5 -1.8 1.8 -1.9 -0.6 -2.0 -1.2 -2.4 -7.3 -6.4 -5.4 -7.5 -8.4 8.2 -4.9 6.8 -0.2 -8.0 -7.0 -5.7 -6.0 -7.3 4.4 -3.1 -0.2 -2.3 -2.5 -1.7 -3.1 0.7 -5.5 -6.9 -5.4 -2.7 -20.0 -17.3 -1.2 -10.5 BTP -3.7 -7.1 -3.4 -3.0 3.0 -3.2 -0.9 -3.3 -2.0 -3.5 9.0 -8.6 9.3 -5.2 -6.4 4.3 5.8 4.6 4.9 -2.1 2.9 -6.2 6.0 -4.9 -20.0 -0.7 -1.2 3.5 -4.8 5.6 -3.8 15.0 -7.6 -4.1 4.5 17.5 -12.5 -10.2 10.6 2.4 BUND -3.2 -8.6 -7.7 -2.0 2.0 -2.1 -0.6 -2.2 -1.3 -2.2 -4.3 -6.5 -2.8 -7.5 -8.4 -6.9 -1.5 -7.3 -5.1 -6.5 -5.0 -5.8 -4.3 -6.6 1.7 -2.8 -0.6 -1.5 -3.4 -1.0 -3.6 0.4 -5.8 -5.7 -2.4 2.6 -20.0 -19.6 1.0 -9.7 BUXL -5.0 -8.9 -3.9 -2.4 2.4 -2.6 -0.7 -2.6 -1.6 -2.3 -2.7 -8.3 -3.1 -9.0 -9.6 -8.0 -3.4 -7.4 -5.6 -7.1 -4.8 -7.6 -5.1 -8.1 -2.2 -2.8 -1.3 -0.7 -4.6 -0.6 -4.5 -1.5 -7.1 -8.6 -1.5 7.8 -20.0 -20.0 -11.3 -7.3 CAC -5.4 -6.1 6.9 4.8 -1.4 7.6 -1.1 8.4 2.1 -12.0 20.0 -9.9 20.0 3.2 16.1 -5.7 1.5 3.5 3.5 11.3 20.0 -15.6 20.0 -3.2 -13.5 6.1 -7.1 10.8 -6.8 11.6 -0.9 15.0 -18.1 -10.6 6.7 15.1 -8.2 7.1 -14.2 10.6 CAD 5.8 1.1 -5.1 0.3 10.6 -1.1 6.6 1.1 4.1 13.9 -13.0 5.0 -12.6 2.1 -8.9 -3.3 -2.5 -3.0 -2.7 -5.3 -8.1 2.5 -8.6 -0.5 -0.9 -3.6 4.4 -5.3 1.7 -5.5 -0.5 0.0 -12.6 -11.0 -5.8 -7.6 -5.4 -11.0 -0.9 -7.0 CANOLA 4.6 18.3 20.0 2.8 -5.9 2.0 -1.1 0.3 2.1 -9.5 -2.8 0.1 -7.5 7.2 9.1 -15.0 -9.1 -15.3 -13.8 5.3 -0.3 -4.6 -7.5 3.7 -20.0 2.0 -9.3 -0.6 -3.1 -4.2 1.0 -20.0 -13.6 0.3 -0.6 4.6 -19.6 -16.3 -3.9 -4.3 CHF 10.8 2.8 -20.0 0.3 9.5 -1.0 5.9 1.0 3.7 18.4 -19.5 8.6 -15.1 -1.2 -17.2 -17.1 -16.2 -16.8 -16.4 -14.4 -20.0 16.1 -15.4 -0.0 3.1 -5.3 15.5 -7.4 7.4 -4.9 0.3 -20.0 20.0 -5.9 -6.6 -20.0 2.5 -15.5 8.3 -12.5 COCOA -9.3 -20.0 -3.0 1.6 -3.4 1.2 -0.6 0.2 1.2 6.0 3.3 5.6 4.8 -2.2 1.3 16.0 15.0 20.0 19.8 2.3 6.2 5.9 7.2 1.8 -15.8 1.5 0.6 3.4 0.5 4.2 0.3 20.0 12.1 -1.1 -1.8 20.0 7.4 1.7 11.4 7.7 COFFEE 8.0 -4.5 8.9 4.0 -8.3 2.8 -1.6 0.4 3.0 4.4 9.6 11.0 9.3 5.1 5.7 4.3 8.0 7.9 8.9 13.4 13.4 17.2 10.7 16.1 -20.0 4.0 -0.6 5.0 1.3 4.3 2.5 8.7 15.4 6.8 19.4 20.0 2.7 -16.2 13.1 -5.6 COPPER -13.8 4.2 20.0 1.6 -3.9 1.8 -2.9 1.0 -0.2 -7.5 7.5 -4.0 5.1 2.2 6.6 2.4 -3.4 -0.2 -2.3 10.1 10.4 -5.4 6.6 3.4 -8.3 2.7 -1.8 2.8 -1.5 1.8 0.8 4.1 -11.0 4.2 19.4 17.1 -9.3 -2.4 10.3 7.1 CORN -5.3 13.0 16.5 4.6 -9.7 3.3 -1.8 0.5 3.5 -16.7 -5.8 -14.5 -16.3 -1.3 6.7 -18.1 -11.9 -18.7 -16.8 0.2 -4.4 -20.0 -14.0 -6.9 -15.3 0.9 -13.3 -1.9 -9.8 -6.1 -2.7 -20.0 -20.0 -14.7 -1.4 -6.3 -20.0 -20.0 -20.0 -0.9 COTTON2 4.6 -20.0 -15.1 2.6 -5.5 1.9 -1.0 0.3 1.9 -8.3 -7.6 -3.2 -4.6 -7.6 -9.2 -2.5 3.0 4.0 3.8 -11.1 -8.4 -6.7 -4.1 -7.7 -18.2 -2.7 -3.5 -1.1 -2.4 0.5 -2.6 -0.6 -5.4 -8.3 -20.0 -4.9 -6.7 -12.2 7.1 -0.4 CRUDE_W -7.4 -15.6 2.6 -3.6 -18.7 1.0 -11.9 3.6 -7.9 -18.9 6.5 -12.8 15.1 -18.5 -0.5 11.9 12.1 13.6 12.9 -4.3 5.6 -19.6 12.2 -12.7 -5.3 -5.1 -19.0 0.9 -15.9 4.4 -11.6 -0.2 -20.0 -16.3 -10.2 4.8 20.0 16.5 20.0 19.4 DAX 0.7 -1.1 8.9 4.3 -1.2 6.8 -1.0 7.6 1.9 -15.0 20.0 -5.1 20.0 8.9 16.7 -10.9 -11.5 -11.5 -12.0 18.1 20.0 -8.0 20.0 5.2 13.6 7.1 -4.0 11.0 -3.2 11.0 1.5 -9.5 -2.9 -1.0 6.2 20.0 0.1 6.0 -1.3 13.0 DOW -2.2 -8.0 -14.3 2.9 -0.8 4.6 -0.7 5.1 1.2 -8.4 11.3 -8.5 12.0 -3.0 -1.1 -10.9 -11.2 -11.6 -11.7 0.1 6.0 -13.8 10.7 -6.7 -11.7 1.0 -3.4 3.9 -5.4 6.0 -2.3 -8.9 -20.0 -12.6 -4.4 -12.2 6.4 -5.2 11.8 -10.8 DX -15.0 -2.5 6.8 0.3 10.3 -1.1 6.4 1.1 4.0 -16.6 14.2 -13.0 13.5 -8.9 7.9 7.2 6.8 7.3 7.0 2.9 9.8 -10.7 10.6 -6.5 -20.0 1.4 -9.2 4.7 -5.6 5.2 -3.4 16.3 -9.2 -20.0 13.7 20.0 5.1 7.6 7.3 16.7 EUR 12.0 4.7 -2.3 0.3 10.7 -1.1 6.6 1.1 4.1 14.9 -7.2 14.0 -9.1 16.9 1.8 -7.5 -7.0 -7.2 -6.9 2.7 -3.4 9.5 -5.2 8.5 20.0 3.4 10.1 0.5 6.3 -0.7 6.0 -7.4 -3.5 5.5 7.6 7.7 -20.0 -18.5 -17.2 -13.7 EURIBOR-ICE -1.8 -13.7 -17.2 -1.7 1.7 -1.8 -0.5 -1.8 -1.1 -1.1 -1.8 -5.4 0.3 -6.6 -7.5 -7.0 -4.7 -5.7 -4.6 -6.9 -4.4 -4.4 -1.4 -6.3 11.9 -2.7 0.6 -1.5 -1.8 -0.2 -2.6 -1.9 -4.4 -5.0 -7.0 -3.1 -20.0 -20.0 2.4 8.8 EUROSTX -1.6 -5.9 8.0 4.5 -1.3 7.1 -1.1 8.0 1.9 -11.6 20.0 -4.6 20.0 7.8 18.4 -8.5 -1.5 -6.0 -3.2 16.4 20.0 -8.8 20.0 2.6 -2.1 7.3 -4.4 12.7 -3.9 13.8 0.9 7.2 -4.8 -6.3 7.1 20.0 -15.3 5.1 -20.0 8.1 FEEDCOW 14.7 5.3 -7.0 5.1 -10.6 3.6 -2.0 0.5 3.8 -17.5 1.4 3.1 -2.7 9.8 0.0 -19.3 -20.0 -20.0 -20.0 2.1 -2.0 -1.9 -0.5 6.1 -7.0 -0.3 -10.8 -0.4 -6.9 2.1 -1.5 -20.0 -20.0 -4.9 -0.4 -9.6 17.2 20.0 20.0 20.0 GASOIL -6.4 -20.0 -4.4 -3.3 -16.9 0.9 -10.7 3.3 -7.1 -20.0 2.0 -17.7 13.6 -20.0 -17.4 -4.1 15.4 3.0 9.8 -13.8 -2.1 -20.0 10.0 -19.3 6.7 -5.8 -17.0 -1.3 -10.2 3.1 -7.9 1.3 0.6 -2.4 -13.2 -12.0 -17.3 -11.0 -20.0 -20.0 GASOLINE -12.8 -20.0 4.0 -3.3 -16.9 0.9 -10.7 3.3 -7.1 -19.5 9.6 -19.3 15.2 -20.0 -5.3 18.7 13.9 18.0 13.3 -9.0 4.4 -20.0 12.3 -19.8 -20.0 -4.9 -12.3 0.8 -12.1 4.4 -10.1 0.9 -10.6 -18.8 -11.2 4.7 20.0 20.0 20.0 20.0 GAS_US_mini 15.4 20.0 19.9 -2.3 -11.8 0.6 -7.5 2.3 -5.0 -6.5 -12.9 -0.8 -15.6 5.7 2.1 -20.0 -20.0 -20.0 -20.0 4.9 -5.9 0.6 -19.2 7.0 20.0 1.9 -0.4 -2.5 -0.2 -5.6 3.0 -20.0 17.6 20.0 20.0 -11.7 -5.7 -5.6 -12.4 -10.5 GBP 17.5 5.2 -3.3 0.3 11.2 -1.1 6.9 1.2 4.3 17.5 11.4 20.0 5.4 20.0 7.3 -1.0 -0.8 -1.0 -0.8 9.9 3.9 17.6 3.7 17.9 1.4 6.2 8.5 3.8 8.9 3.0 9.2 3.1 8.9 16.5 17.0 14.3 -15.0 -17.5 -14.5 -8.7 GOLD_micro -9.4 -10.0 20.0 2.0 -5.0 2.2 -3.7 1.3 -0.3 -7.4 9.8 -5.9 9.4 -1.3 8.6 -11.4 -14.0 -12.7 -13.5 9.2 13.8 -4.6 12.0 0.8 -3.2 2.7 -1.6 4.5 -2.5 4.1 -0.6 -14.5 -0.7 -4.0 0.7 18.3 -6.2 -13.4 2.4 -5.8 HEATOIL -6.2 -18.4 -5.8 -3.4 -17.7 0.9 -11.2 3.4 -7.4 -20.0 -6.6 -19.5 7.7 -20.0 -20.0 -9.7 14.6 -1.4 7.1 -17.4 -6.8 -20.0 4.5 -20.0 -20.0 -7.2 -15.6 -2.3 -14.4 2.1 -11.5 -1.5 -20.0 -20.0 -20.0 -18.3 7.3 5.8 0.4 0.8 JGB-SGX-mini -12.2 -17.9 -17.3 -2.3 2.2 -2.4 -0.7 -2.5 -1.5 -5.1 -2.7 -10.1 1.1 -11.1 -11.3 20.0 17.6 19.3 17.3 -13.4 -8.7 -11.7 -2.6 -14.0 -9.9 -4.1 -1.8 -2.9 -3.5 -1.6 -4.2 20.0 -12.0 -20.0 -17.0 -7.0 -17.1 -6.6 -0.0 13.1 JPY -2.9 1.4 -2.3 0.1 4.8 -0.5 3.0 0.5 1.9 2.0 -11.1 -7.3 -11.4 -9.6 -10.6 -14.2 -16.3 -15.3 -15.9 -11.5 -14.0 -3.6 -16.2 -7.7 20.0 -3.9 0.6 -4.6 -1.0 -4.9 -2.5 -20.0 -5.9 -14.3 -15.5 -16.9 -20.0 -10.8 -18.1 -10.4 LEANHOG -20.0 -19.0 10.1 6.4 -13.4 4.6 -2.5 0.6 4.8 -20.0 5.5 -20.0 -3.2 -20.0 -15.8 0.6 -20.0 -20.0 -20.0 -20.0 -3.0 -20.0 -2.2 -20.0 8.3 -5.9 -4.4 0.4 -8.0 0.9 -9.9 -20.0 -20.0 -20.0 -20.0 -1.9 -12.3 -10.4 -5.6 8.1 LIVECOW 18.3 7.4 -0.6 5.2 -11.0 3.7 -2.1 0.5 3.9 -13.8 4.9 9.7 1.1 13.9 5.0 20.0 8.9 20.0 16.4 9.5 3.4 5.5 2.6 14.1 -7.4 4.9 -3.9 3.4 0.9 4.3 5.2 14.9 -0.1 15.6 8.7 9.9 17.4 20.0 20.0 20.0 LUMBER-new 2.5 -20.0 -13.5 4.9 -10.4 3.5 -2.0 0.9 3.7 -18.0 -12.0 -17.5 -13.7 -17.0 -16.6 -19.3 -18.0 -20.0 -19.3 -20.0 -17.3 -20.0 -10.1 -20.0 NaN -6.2 -8.5 -4.5 -6.7 -2.1 -6.0 -20.0 -20.0 -20.0 -20.0 -20.0 -14.2 -10.9 -5.3 -6.9 MILK 15.2 20.0 20.0 3.6 -7.6 2.6 -1.4 0.4 2.7 12.2 2.7 12.6 -8.7 14.1 13.3 7.3 -20.0 -8.7 -20.0 20.0 8.3 19.5 -7.5 20.0 16.3 4.5 4.8 1.5 5.2 -1.7 5.6 -20.0 20.0 20.0 20.0 9.4 -18.5 -20.0 -15.0 -20.0 MXP -3.4 -12.9 -17.2 0.3 9.2 -0.9 5.8 1.0 3.6 -19.1 15.2 -13.1 18.9 -2.5 4.2 15.7 17.1 16.5 16.6 1.8 7.7 -20.0 13.8 -7.0 -20.0 1.1 -20.0 4.5 -14.6 7.4 -4.5 20.0 -20.0 -20.0 -10.0 20.0 20.0 20.0 20.0 20.0 NASDAQ_micro 18.0 -0.5 -3.5 2.8 -0.8 4.5 -0.7 5.0 1.2 -13.0 13.8 4.2 14.5 11.3 11.0 -11.0 -10.5 -10.9 -10.8 11.9 14.2 2.5 19.6 11.3 -20.0 3.3 -2.8 5.1 -0.2 8.3 2.7 -7.4 3.0 5.1 4.9 -7.1 -0.7 1.5 -2.3 1.6 NIKKEI 2.3 -18.3 -5.3 3.5 -1.0 5.5 -0.8 6.1 1.5 -1.0 12.2 -0.7 15.4 0.5 1.2 2.8 8.4 3.6 5.9 3.5 14.9 -2.0 20.0 -0.3 -17.4 1.7 -0.8 8.2 -1.1 14.0 -0.5 20.0 5.8 -11.3 -11.6 1.5 -5.3 -7.3 -6.7 -10.2 NZD 18.2 10.1 -3.6 0.2 8.2 -0.8 5.1 0.9 3.2 15.4 -0.6 17.0 -3.8 16.7 6.2 0.1 0.2 0.1 0.2 7.9 0.7 14.9 -2.6 14.8 1.0 3.7 7.3 0.8 6.8 -0.4 6.7 4.8 7.9 16.3 17.6 4.0 -1.0 -4.9 4.2 5.7 OAT -2.7 -8.0 -7.8 -2.2 2.1 -2.3 -0.7 -2.4 -1.4 -2.2 -2.1 -6.8 -1.0 -7.0 -8.3 5.0 6.0 5.4 5.4 -6.0 -4.0 -5.9 -2.8 -6.4 2.0 -2.7 -0.6 -1.0 -3.9 -0.2 -3.8 15.6 -6.5 -5.3 -0.5 4.6 -20.0 -18.6 2.1 -2.5 OATIES -3.4 20.0 11.2 2.8 -5.9 2.0 -1.1 0.3 2.1 4.9 -2.1 -1.5 -7.6 4.3 4.6 5.2 2.4 8.6 6.2 6.0 1.4 5.3 -2.9 6.3 -20.0 2.8 0.6 1.2 1.8 -0.2 2.8 0.6 12.3 7.8 18.7 5.0 -7.5 -1.3 4.8 12.8 OJ 20.0 16.4 1.9 5.3 -11.1 3.8 -2.1 0.5 4.0 -6.5 16.4 12.6 18.8 16.7 19.6 18.6 13.7 12.6 11.6 20.0 20.0 20.0 20.0 20.0 -20.0 6.6 -1.3 4.8 2.7 5.8 6.9 15.6 -4.6 20.0 20.0 20.0 4.3 8.9 16.6 20.0 PALLAD -1.6 -4.2 11.8 1.7 -4.2 1.9 -3.1 1.1 -0.3 -8.3 -4.6 -7.6 -8.1 -7.2 -1.5 -2.8 -2.2 -2.4 -2.2 -3.7 -4.4 -9.6 -9.8 -6.1 14.1 -2.1 -6.4 -1.6 -6.6 -3.1 -4.3 5.6 -1.3 -9.2 -11.9 -11.0 -20.0 -20.0 -20.0 -15.4 PLAT 10.6 12.7 14.1 2.2 -5.4 2.4 -4.0 1.4 -0.3 -9.0 5.3 0.8 -3.8 6.2 7.5 -4.9 -4.0 -4.8 -4.5 11.0 7.1 0.4 1.9 8.9 9.1 3.2 -3.5 2.5 -1.9 1.2 1.5 2.1 4.2 11.5 10.4 0.7 -20.0 -7.6 4.9 5.8 REDWHEAT 12.4 20.0 20.0 4.1 -8.7 2.9 -1.6 0.4 3.1 -10.1 6.4 8.8 -10.5 14.3 14.3 -11.1 -2.2 -7.2 -4.2 20.0 9.5 10.2 -5.8 20.0 -7.0 5.2 -1.1 2.3 1.8 -0.9 4.9 -11.2 6.8 19.0 20.0 12.0 -12.3 -20.0 -0.5 -18.5 RICE 6.9 20.0 0.2 4.5 -9.4 3.2 -1.8 0.4 3.3 1.2 13.4 9.1 13.5 17.8 16.4 20.0 20.0 20.0 20.0 18.9 15.6 7.5 13.8 16.2 -12.1 4.2 1.1 2.6 2.9 2.0 4.6 20.0 10.8 8.3 20.0 -1.7 -6.9 -4.8 -5.2 0.3 ROBUSTA 7.1 -20.0 -12.2 2.2 -4.5 1.5 -0.9 0.2 1.6 6.8 6.6 7.3 7.8 3.5 4.2 16.1 20.0 19.0 20.0 9.7 12.1 15.6 12.9 11.7 -20.0 2.9 1.3 4.1 2.0 4.5 2.1 20.0 20.0 10.8 15.0 20.0 -2.4 -12.0 5.8 3.9 RUSSELL 4.5 -1.0 2.3 3.2 -0.9 5.0 -0.7 5.6 1.4 -4.6 12.0 -3.8 11.2 6.2 3.5 -7.4 -6.6 -7.1 -6.8 3.9 6.5 -2.3 7.3 1.6 -2.0 2.6 -1.2 4.1 -1.0 4.6 1.1 -0.6 -0.6 -8.3 -0.8 -9.7 -4.2 -20.0 -5.2 -20.0 SHATZ -1.6 -10.9 -18.3 -1.8 1.8 -1.9 -0.6 -2.0 -1.2 -1.7 -9.2 -6.2 -8.9 -8.0 -9.0 -20.0 -20.0 -20.0 -20.0 -11.5 -12.6 -4.9 -12.7 -8.6 7.7 -3.4 0.4 -3.3 -1.5 -2.9 -2.7 -20.0 -4.2 -8.1 -9.3 -11.1 -20.0 -20.0 -16.3 -16.0 SILVER-mini 13.7 6.4 20.0 1.9 -4.8 2.2 -3.5 1.3 -0.3 -5.9 9.0 5.9 6.4 7.8 9.5 -6.3 -6.7 -6.5 -6.6 15.3 12.2 5.5 7.3 13.6 2.1 3.5 -2.4 3.4 -0.6 2.4 2.0 -2.1 1.2 18.1 13.6 17.7 -9.7 -13.1 9.7 4.1 SMI 20.0 10.7 11.8 3.7 -1.1 5.9 -0.9 6.6 1.6 11.4 17.7 15.5 15.0 16.4 16.3 -3.1 2.7 -1.3 1.1 20.0 19.7 13.7 13.9 20.0 14.9 6.9 3.2 6.6 3.4 4.9 5.6 14.6 14.7 20.0 20.0 10.5 10.4 0.5 10.6 -0.8 SOFR 11.2 -0.4 -10.4 -2.4 2.4 -2.6 -0.7 -2.6 -1.6 7.4 -3.4 -0.3 -4.4 1.1 -5.7 -3.9 -1.1 -3.0 -1.9 -4.0 -6.3 2.7 -6.2 -0.1 -2.8 -0.2 6.5 -1.4 3.7 -1.4 2.1 3.5 10.6 11.3 2.6 0.5 -2.5 -20.0 12.5 -0.3 SOYBEAN -1.6 14.5 11.1 4.9 -10.2 3.5 -1.9 0.5 3.7 -17.9 -7.0 -14.2 -5.7 2.7 8.4 0.8 8.4 0.9 3.5 2.9 -2.4 -19.0 -7.9 -3.3 -20.0 2.5 -13.9 0.2 -7.6 -1.9 -0.3 4.2 -20.0 -8.4 -1.5 -1.0 -18.0 -20.0 -15.1 -20.0 SOYMEAL -4.0 20.0 11.3 3.3 -7.0 2.4 -1.3 0.3 2.5 -12.2 -7.1 -10.6 -8.2 2.7 4.2 6.2 6.1 1.7 2.0 5.5 -0.2 -11.2 -5.2 0.6 -20.0 3.1 -3.1 0.9 -1.1 -0.5 2.0 0.9 -5.9 -3.5 18.9 4.2 -20.0 -20.0 -20.0 -20.0 SOYOIL 11.9 -1.5 9.8 2.7 -5.7 1.9 -1.1 0.3 2.0 -7.2 -8.5 3.2 -9.3 -2.8 -4.8 -5.0 -0.8 -6.1 -4.8 -3.9 -7.1 -1.6 -8.9 -0.7 -20.0 -2.2 -4.6 -2.5 -2.1 -2.5 -1.5 -10.8 -12.0 0.1 -20.0 -7.8 -20.0 -17.5 -6.5 1.5 SP400 -0.8 -6.4 4.8 3.3 -0.9 5.2 -0.8 5.8 1.4 -3.2 13.8 -4.7 13.5 4.1 6.2 -8.4 -5.9 -7.0 -6.3 5.9 12.2 -4.6 14.3 -0.2 -13.4 3.6 -0.1 6.2 -0.7 7.1 1.0 0.6 -0.0 -6.9 -3.3 0.9 -4.2 -10.9 -3.6 -20.0 SP500_micro 11.1 -4.3 -0.2 3.5 -1.0 5.6 -0.8 6.2 1.5 -5.4 17.7 5.1 17.8 13.5 13.9 -12.5 -11.9 -12.5 -12.4 14.3 20.0 2.0 20.0 10.3 -20.0 5.0 -0.8 7.9 0.4 10.4 3.2 -10.0 3.3 5.0 3.2 2.4 3.0 -1.4 5.9 -1.3 SUGAR11 -3.5 -15.0 -20.0 3.8 -8.0 2.7 -1.5 0.4 2.9 6.5 -14.9 -10.6 -5.9 -14.1 -15.0 0.3 12.8 4.0 8.5 -20.0 -19.9 -4.5 -10.5 -14.7 -20.0 -5.7 0.9 -5.1 -2.4 -2.6 -4.7 12.9 -3.9 -20.0 -20.0 -20.0 20.0 15.0 20.0 20.0 US10 8.4 -0.5 -6.7 -2.1 2.0 -2.2 -0.6 -2.2 -1.3 6.0 -3.8 -1.0 -5.9 -0.2 -5.6 -6.3 -7.2 -6.2 -6.8 -4.0 -6.0 0.7 -7.8 -1.3 2.7 -0.4 5.7 -1.4 2.9 -2.0 1.4 -6.3 8.6 8.2 2.6 0.8 -8.9 -20.0 4.1 2.0 US10U 9.1 -0.3 -6.1 -3.1 3.0 -3.3 -0.9 -3.3 -2.0 8.8 -5.2 -0.5 -8.4 0.4 -8.2 -5.3 -2.2 -4.8 -3.5 -5.6 -8.8 1.4 -11.9 -1.6 0.4 -0.4 8.7 -1.9 4.4 -3.0 2.3 1.3 12.4 12.6 4.7 3.0 -8.8 -17.0 17.7 9.2 US2 4.8 -6.4 -16.9 -2.0 2.0 -2.2 -0.6 -2.2 -1.3 4.3 -8.8 -3.5 -9.5 -5.2 -8.5 -20.0 -20.0 -20.0 -20.0 -9.3 -11.9 -1.1 -14.1 -5.2 13.7 -2.7 3.1 -3.1 0.2 -3.3 -1.4 -20.0 1.7 -0.4 -4.7 -8.9 -13.7 -20.0 -8.4 -20.0 US20 9.8 0.1 -3.5 -2.2 2.1 -2.3 -0.7 -2.4 -1.4 6.2 -0.5 -0.0 -3.7 1.5 -4.4 -0.9 -0.7 -0.6 -0.5 -2.6 -4.4 0.9 -6.7 -0.3 -1.0 1.0 6.5 -0.1 4.0 -1.2 2.8 4.9 11.1 12.5 6.2 6.3 -13.6 -12.6 20.0 14.5 US30 9.5 -0.2 -2.7 -2.6 2.5 -2.7 -0.8 -2.8 -1.7 6.9 -2.3 -0.5 -5.8 0.7 -6.0 -3.9 -4.9 -3.8 -4.6 -3.5 -5.7 0.4 -8.7 -1.0 -0.3 0.7 7.6 -0.6 4.3 -2.0 2.8 -2.5 11.4 13.1 6.1 7.8 -18.0 -11.6 10.3 16.6 US5 8.5 -1.8 -10.7 -2.2 2.1 -2.3 -0.7 -2.4 -1.4 6.2 -7.2 -1.7 -8.1 -1.6 -7.0 -9.6 -10.1 -9.7 -9.8 -5.7 -8.1 0.6 -9.6 -2.2 6.2 -1.2 5.0 -2.1 2.1 -2.4 0.6 -11.3 6.7 6.4 0.2 -2.8 -8.1 -20.0 0.5 -7.2 VIX -7.0 -12.5 6.4 -6.8 -1.2 -6.9 -2.9 -8.2 -5.6 1.0 -20.0 -12.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -6.4 -20.0 -17.3 NaN -7.8 -1.7 -7.9 -3.8 -9.8 -6.8 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 12.1 20.0 20.0 3.7 -7.8 2.7 -1.5 0.4 2.8 -11.6 8.8 7.8 -7.8 13.3 13.4 -15.0 -13.8 -16.2 -15.3 20.0 10.7 5.4 -3.4 19.0 1.0 4.6 -1.1 2.3 1.2 -0.2 4.2 -20.0 -0.1 20.0 20.0 11.4 -10.4 -20.0 -5.3 -20.0 End of report for caleb_strategy_v3