******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240604_204009 produced at 2024-06-04 21:38:16.309399 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.69 0.0 0.00 0.00 0.00 0.00 -24.39 16.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.08 -0.65 -0.43 0.0 0.81 -0.81 -0.65 -0.65 -5.32 10.0 -8 -8 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.36 0.0 0.00 0.00 0.00 0.00 -10.17 24.0 0 0 caleb_strategy_v3 VIX False False 0.00 -0.24 -0.30 0.0 999.00 -999.00 -0.24 -0.24 -63.48 999999999.0 -51 -51 caleb_strategy_v3 US2 False True 0.06 0.00 -0.24 0.0 0.00 0.00 0.00 0.00 -3.87 13.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 -0.10 -0.12 0.0 0.15 -0.15 -0.10 -0.10 -10.45 13.0 -9 -9 caleb_strategy_v3 CAD False False 0.02 -0.07 -0.09 0.0 0.65 -0.65 -0.07 -0.02 -3.85 29.0 -3 -1 caleb_strategy_v3 HEATOIL False False 0.03 -0.06 -0.08 0.0 0.09 -0.09 -0.06 -0.06 -2.61 3.0 -2 -2 caleb_strategy_v3 CHF False False 0.04 -0.21 -0.08 0.0 0.56 -0.56 -0.21 -0.21 -1.81 13.0 -5 -5 caleb_strategy_v3 CORN False False 0.01 -0.07 -0.07 0.0 0.08 -0.08 -0.07 -0.07 -9.74 12.0 -10 -10 caleb_strategy_v3 JPY False False 0.02 -0.07 -0.06 0.0 0.42 -0.42 -0.07 -0.05 -2.60 17.0 -3 -2 caleb_strategy_v3 BOBL False False 0.04 0.00 -0.05 0.0 0.73 -0.73 0.00 0.00 -1.41 19.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.00 0.00 -0.05 0.0 0.01 -0.01 0.00 0.00 -11.07 3.0 0 0 caleb_strategy_v3 OAT False False 0.04 0.00 -0.04 0.0 0.42 -0.42 0.00 0.00 -0.87 10.0 0 0 caleb_strategy_v3 US5 False False 0.03 -0.10 -0.04 0.0 0.81 -0.81 -0.10 -0.10 -1.22 25.0 -3 -3 caleb_strategy_v3 CANOLA False False 0.00 -0.01 -0.04 0.0 0.15 -0.15 -0.01 -0.02 -13.83 51.0 -2 -6 caleb_strategy_v3 GASOIL False False 0.02 -0.04 -0.04 0.0 0.09 -0.09 -0.04 -0.04 -1.70 4.0 -2 -2 caleb_strategy_v3 DOW False False 0.01 -0.02 -0.04 0.0 0.39 -0.39 -0.02 -0.02 -6.35 66.0 -3 -3 caleb_strategy_v3 BTP False False 0.04 0.00 -0.03 0.0 0.39 -0.39 0.00 0.00 -0.86 10.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.04 -0.08 -0.03 0.0 0.31 -0.31 -0.08 -0.08 -0.71 8.0 -2 -2 caleb_strategy_v3 BUND False False 0.04 -0.17 -0.03 0.0 0.44 -0.44 -0.17 -0.22 -0.69 10.0 -4 -5 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.03 0.0 0.18 -0.18 0.00 0.00 -0.36 2.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.01 -0.03 0.0 0.12 -0.12 -0.01 -0.01 -2.27 11.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.12 -0.12 -0.03 -0.03 -2.94 18.0 -5 -5 caleb_strategy_v3 BUXL False False 0.04 -0.04 -0.02 0.0 0.17 -0.17 -0.04 -0.04 -0.38 4.0 -1 -1 caleb_strategy_v3 RUSSELL False False 0.00 -0.03 -0.02 0.0 0.21 -0.21 -0.03 -0.03 -6.18 68.0 -9 -9 caleb_strategy_v3 PALLAD False False 0.03 -0.03 -0.02 0.0 0.06 -0.06 -0.03 -0.03 -0.54 2.0 -1 -1 caleb_strategy_v3 GOLD_micro False False 0.01 -0.02 -0.02 0.0 0.40 -0.40 -0.02 -0.02 -2.26 56.0 -3 -3 caleb_strategy_v3 SOYBEAN False False 0.02 -0.05 -0.02 0.0 0.12 -0.12 -0.05 -0.05 -1.30 7.0 -3 -3 caleb_strategy_v3 SOYMEAL False False 0.01 -0.02 -0.01 0.0 0.10 -0.10 -0.02 -0.02 -1.00 9.0 -2 -2 caleb_strategy_v3 SOYOIL False False 0.01 -0.02 -0.01 0.0 0.08 -0.08 -0.02 -0.02 -1.75 10.0 -2 -2 caleb_strategy_v3 GASOLINE False False 0.03 -0.03 -0.01 0.0 999.00 -999.00 -0.03 -0.03 -0.30 999999999.0 -1 -1 caleb_strategy_v3 US10 False False 0.03 0.00 -0.01 0.0 0.57 -0.57 0.00 0.00 -0.32 17.0 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 1.06 26.0 0 1 caleb_strategy_v3 REDWHEAT False False 0.01 0.01 0.00 0.0 0.09 -0.09 0.01 0.01 0.00 8.0 1 1 caleb_strategy_v3 SOFR False True 0.07 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.07 11.0 0 0 caleb_strategy_v3 US30 False False 0.04 0.00 0.00 0.0 0.23 -0.23 0.00 0.00 0.07 6.0 0 0 caleb_strategy_v3 COCOA False False 0.03 0.00 0.00 0.0 0.69 -0.69 0.00 0.00 0.17 26.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.02 2.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 -0.11 0.00 0.0 0.27 -0.27 -0.11 -0.05 0.12 36.0 -15 -6 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.00 0.00 0.0 0.26 -0.26 0.00 0.00 0.02 23.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.02 0.02 -0.00 0.0 0.11 -0.11 0.02 0.00 -0.11 5.0 1 0 caleb_strategy_v3 US10U False False 0.03 -0.17 0.00 0.0 0.45 -0.45 -0.17 -0.07 0.13 13.0 -5 -2 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 COFFEE False False 0.03 0.03 0.01 0.0 0.16 -0.16 0.03 0.00 0.24 6.0 1 0 caleb_strategy_v3 SP500_micro False False 0.01 0.08 0.01 0.0 0.39 -0.39 0.08 0.05 0.95 48.0 10 6 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 0.01 0.0 0.29 -0.29 0.00 0.01 0.60 23.0 0 1 caleb_strategy_v3 US20 False True 0.04 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.32 9.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.80 999999999.0 0 0 caleb_strategy_v3 AUD False False 0.02 0.00 0.02 0.0 0.39 -0.39 0.00 0.00 1.06 19.0 0 0 caleb_strategy_v3 PLAT False False 0.02 0.03 0.02 0.0 0.15 -0.15 0.03 0.03 1.07 10.0 2 2 caleb_strategy_v3 MILK False False 0.01 0.00 0.02 0.0 0.06 -0.06 0.00 0.00 1.39 5.0 0 0 caleb_strategy_v3 DX False False 0.03 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.64 999999999.0 0 0 caleb_strategy_v3 COPPER False False 0.03 0.07 0.02 0.0 999.00 -999.00 0.07 0.07 0.70 999999999.0 2 2 caleb_strategy_v3 OJ False False 0.02 0.04 0.03 0.0 0.06 -0.06 0.04 0.04 1.43 3.0 2 2 caleb_strategy_v3 EUR False False 0.04 0.04 0.03 0.0 0.58 -0.58 0.04 0.04 0.61 14.0 1 1 caleb_strategy_v3 CAC True False 0.03 0.00 0.03 0.0 0.00 0.00 0.00 0.00 1.14 12.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.24 0.04 0.0 0.51 -0.51 0.24 0.14 4.29 60.0 28 16 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.04 0.0 0.00 0.00 0.00 0.00 17.05 59.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 0.04 0.0 0.04 -0.04 0.00 0.00 4.11 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 2.98 20.0 17 17 caleb_strategy_v3 NZD False True 0.02 0.00 0.07 0.0 0.00 0.00 0.00 0.00 3.57 21.0 0 0 caleb_strategy_v3 GBP False False 0.02 0.02 0.07 0.0 0.54 -0.54 0.02 0.02 3.03 22.0 1 1 caleb_strategy_v3 DAX False False 0.01 0.06 0.09 0.0 0.36 -0.36 0.06 0.05 14.98 58.0 9 8 caleb_strategy_v3 LIVECOW False False 0.02 0.15 0.11 0.0 0.37 -0.37 0.15 0.15 4.89 17.0 7 7 caleb_strategy_v3 SMI False True 0.04 0.00 0.17 0.0 0.00 0.00 0.00 0.00 4.08 9.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 14.8 Shocked risk 42.2 Sum abs risk 44.0 Leverage 4.01 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3278690.3, 'annual_cash_vol_target': 819672.575, 'daily_cash_vol_target': 51229.5359375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0038 0.6672 0.5732 9.1707 BITCOIN 1664.2642 71510.0000 2.3273 37.2371 BOBL 0.2648 115.9500 0.2284 3.6545 BTP 0.5774 116.9700 0.4936 7.8977 BUND 0.5368 131.1300 0.4094 6.5504 BUXL 1.2705 130.5400 0.9733 15.5726 CAC 50.4839 7971.5000 0.6333 10.1329 CAD 0.0027 0.7313 0.3750 6.0002 CANOLA 8.4394 649.0000 1.3004 20.8058 CHF 0.0051 1.1260 0.4511 7.2179 COCOA 344.3515 8707.0000 3.9549 63.2781 COFFEE 4.4828 230.2000 1.9474 31.1578 COPPER 0.0786 4.5460 1.7285 27.6558 CORN 5.1200 461.5000 1.1094 17.7508 COTTON2 1.3100 73.6400 1.7789 28.4623 CRUDE_W 0.9566 71.7300 1.3336 21.3368 DAX 120.2791 18515.0000 0.6496 10.3941 DOW 280.2875 38831.0000 0.7218 11.5490 DX 0.3431 103.6850 0.3309 5.2938 EUR 0.0042 1.0936 0.3797 6.0749 EURIBOR-ICE 0.0518 97.3800 0.0532 0.8514 EUROSTX 34.3912 4979.0000 0.6907 11.0516 FEEDCOW 1.9250 257.5750 0.7474 11.9579 GASOIL 10.5994 713.2500 1.4861 23.7771 GASOLINE 0.0372 2.2908 1.6221 25.9540 GAS_US_mini 0.1056 2.6700 3.9541 63.2656 GBP 0.0054 1.2791 0.4210 6.7356 GOLD_micro 20.9050 2347.8000 0.8904 14.2465 HEATOIL 0.0342 2.3311 1.4658 23.4527 JGB-SGX-mini 0.2361 143.7800 0.1642 2.6270 JPY 0.0000 0.0065 0.6533 10.4531 LEANHOG 1.0754 93.4500 1.1507 18.4119 LIVECOW 1.2506 178.5250 0.7005 11.2079 LUMBER-new 7.2076 504.5000 1.4287 22.8587 MILK 0.2470 21.0500 1.1735 18.7760 MXP 0.0006 0.0558 1.0005 16.0084 NASDAQ_micro 137.4506 18712.5000 0.7345 11.7526 NIKKEI 357.8960 38510.0000 0.9294 14.8697 NZD 0.0035 0.6182 0.5619 8.9897 OAT 0.5307 125.3000 0.4235 6.7763 OATIES 7.2485 372.0000 1.9485 31.1765 OJ 7.8792 433.5000 1.8176 29.0814 PALLAD 22.4434 923.5000 2.4303 38.8841 PLAT 17.3094 1000.1000 1.7308 27.6923 REDWHEAT 12.3785 701.2500 1.7652 28.2432 RICE 0.1558 15.4750 1.0067 16.1072 ROBUSTA 77.8722 4191.0000 1.8581 29.7293 RUSSELL 20.3309 2039.5000 0.9969 15.9497 SHATZ 0.0775 105.4100 0.0736 1.1768 SILVER-mini 0.5782 29.9625 1.9296 30.8734 SMI 77.1297 12047.0000 0.6402 10.2438 SOFR 0.0650 96.2500 0.0676 1.0811 SOYBEAN 10.5697 1156.0000 0.9143 14.6293 SOYMEAL 4.8185 349.1000 1.3803 22.0841 SOYOIL 0.7072 43.9700 1.6083 25.7325 SP400 24.9471 2927.5000 0.8522 13.6346 SP500_micro 32.2811 5295.5000 0.6096 9.7535 SUGAR11 0.2922 18.8700 1.5486 24.7784 US10 0.3937 109.9844 0.3580 5.7274 US10U 0.5245 113.5938 0.4618 7.3883 US2 0.0950 102.0859 0.0931 1.4894 US20 0.7781 118.5312 0.6565 10.5037 US30 1.1654 125.8750 0.9258 14.8134 US5 0.2506 106.5312 0.2353 3.7644 VIX 0.3984 15.3000 2.6041 41.6655 WHEAT 11.1463 705.7500 1.5794 25.2697 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 667.15 0.57 382.39 1.00 382.39 51229.54 133.97 3.05 40.82 BITCOIN 71.51 2.33 166.43 1.00 166.43 51229.54 307.82 5.12 157.49 BOBL 1159.50 0.23 264.83 1.09 287.41 51229.54 178.24 -7.81 -139.13 BTP 1169.70 0.49 577.37 1.09 626.59 51229.54 81.76 -3.08 -25.16 BUND 1311.30 0.41 536.85 1.09 582.61 51229.54 87.93 -7.75 -68.16 BUXL 1305.40 0.97 1270.53 1.09 1378.84 51229.54 37.15 -10.02 -37.24 CAC 797.15 0.63 504.84 1.09 547.88 51229.54 93.51 3.57 33.41 CAD 731.35 0.38 274.27 1.00 274.27 51229.54 186.79 -7.94 -148.25 CANOLA 129.80 1.30 168.79 0.73 123.79 51229.54 413.86 -13.73 -568.26 CHF 1407.56 0.45 634.98 1.00 634.98 51229.54 80.68 -8.67 -69.95 COCOA 870.70 3.95 3443.52 1.00 3443.52 51229.54 14.88 5.44 8.10 COFFEE 863.25 1.95 1681.06 1.00 1681.06 51229.54 30.47 6.82 20.77 COPPER 1136.50 1.73 1964.42 1.00 1964.42 51229.54 26.08 2.47 6.45 CORN 230.75 1.11 256.00 1.00 256.00 51229.54 200.12 -20.00 -400.23 COTTON2 368.20 1.78 654.99 1.00 654.99 51229.54 78.21 -13.57 -106.11 CRUDE_W 717.30 1.33 956.56 1.00 956.56 51229.54 53.56 -0.19 -1.03 DAX 185.15 0.65 120.28 1.09 130.53 51229.54 392.46 11.19 439.21 DOW 194.16 0.72 140.14 1.00 140.14 51229.54 365.55 -7.48 -273.39 DX 1036.85 0.33 343.06 1.00 343.06 51229.54 149.33 1.65 24.71 EUR 1367.00 0.38 519.02 1.00 519.02 51229.54 98.70 2.36 23.34 EURIBOR-ICE 2434.50 0.05 129.55 1.09 140.59 51229.54 364.39 -4.28 -155.90 EUROSTX 497.90 0.69 343.91 1.09 373.23 51229.54 137.26 6.36 87.24 FEEDCOW 1287.88 0.75 962.52 1.00 962.52 51229.54 53.22 -4.02 -21.42 GASOIL 713.25 1.49 1059.94 1.00 1059.94 51229.54 48.33 -8.11 -39.21 GASOLINE 962.14 1.62 1560.70 1.00 1560.70 51229.54 32.82 -2.10 -6.89 GAS_US_mini 66.75 3.95 263.94 1.00 263.94 51229.54 194.10 0.50 9.76 GBP 799.44 0.42 336.54 1.00 336.54 51229.54 152.22 7.68 116.91 GOLD_micro 234.78 0.89 209.05 1.00 209.05 51229.54 245.06 -2.71 -66.38 HEATOIL 979.06 1.47 1435.10 1.00 1435.10 51229.54 35.70 -16.85 -60.15 JGB-SGX-mini 143780.00 0.16 23606.56 0.01 150.04 51229.54 341.43 -6.60 -225.19 JPY 809.56 0.65 528.90 1.00 528.90 51229.54 96.86 -10.36 -100.37 LEANHOG 373.80 1.15 430.15 1.00 430.15 51229.54 119.10 -14.43 -171.90 LIVECOW 714.10 0.70 500.22 1.00 500.22 51229.54 102.41 14.41 147.54 LUMBER-new 138.74 1.43 198.21 1.00 198.21 51229.54 258.46 -20.00 -516.92 MILK 421.00 1.17 494.04 1.00 494.04 51229.54 103.69 6.25 64.76 MXP 279.15 1.00 279.30 1.00 279.30 51229.54 183.42 1.59 29.23 NASDAQ_micro 374.25 0.73 274.90 1.00 274.90 51229.54 186.36 0.05 1.01 NIKKEI 38510.00 0.93 35789.60 0.01 227.48 51229.54 225.21 0.05 1.13 NZD 618.15 0.56 347.31 1.00 347.31 51229.54 147.50 9.33 137.64 OAT 1253.00 0.42 530.67 1.09 575.90 51229.54 88.95 -2.86 -25.44 OATIES 186.00 1.95 362.43 1.00 362.43 51229.54 141.35 0.07 0.94 OJ 650.25 1.82 1181.88 1.00 1181.88 51229.54 43.35 15.41 66.80 PALLAD 923.50 2.43 2244.34 1.00 2244.34 51229.54 22.83 -7.00 -15.97 PLAT 500.05 1.73 865.47 1.00 865.47 51229.54 59.19 5.28 31.24 REDWHEAT 350.62 1.77 618.92 1.00 618.92 51229.54 82.77 0.02 0.14 RICE 309.50 1.01 311.57 1.00 311.57 51229.54 164.42 10.28 168.95 ROBUSTA 419.10 1.86 778.72 1.00 778.72 51229.54 65.79 7.82 51.41 RUSSELL 101.98 1.00 101.65 1.00 101.65 51229.54 503.96 -3.70 -186.51 SHATZ 1054.10 0.07 77.53 1.09 84.14 51229.54 608.86 -16.47 -1002.56 SILVER-mini 749.06 1.93 1445.38 1.00 1445.38 51229.54 35.44 6.66 23.60 SMI 1204.70 0.64 771.30 1.11 855.75 51229.54 59.86 20.00 119.73 SOFR 2406.25 0.07 162.59 1.00 162.59 51229.54 315.08 0.04 1.12 SOYBEAN 578.00 0.91 528.48 1.00 528.48 51229.54 96.94 -14.44 -140.01 SOYMEAL 349.10 1.38 481.85 1.00 481.85 51229.54 106.32 -10.11 -107.53 SOYOIL 263.82 1.61 424.30 1.00 424.30 51229.54 120.74 -15.57 -187.96 SP400 2927.50 0.85 2494.71 1.00 2494.71 51229.54 20.54 -5.31 -10.91 SP500_micro 264.77 0.61 161.41 1.00 161.41 51229.54 317.40 1.28 40.74 SUGAR11 211.34 1.55 327.30 1.00 327.30 51229.54 156.52 -8.82 -138.06 US10 1099.84 0.36 393.70 1.00 393.70 51229.54 130.12 -1.97 -25.58 US10U 1135.94 0.46 524.54 1.00 524.54 51229.54 97.67 1.04 10.14 US2 2041.72 0.09 190.06 1.00 190.06 51229.54 269.55 -11.34 -305.76 US20 1185.31 0.66 778.13 1.00 778.13 51229.54 65.84 3.82 25.13 US30 1258.75 0.93 1165.40 1.00 1165.40 51229.54 43.96 1.27 5.60 US5 1065.31 0.24 250.64 1.00 250.64 51229.54 204.39 -4.71 -96.26 VIX 153.00 2.60 398.43 1.00 398.43 51229.54 128.58 -20.00 -257.16 WHEAT 352.88 1.58 557.31 1.00 557.31 51229.54 91.92 -0.69 -6.38 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 40.822 0.010 2.5 1.059 BITCOIN 157.491 0.043 2.5 17.054 BOBL -139.133 0.004 2.5 -1.411 BTP -25.160 0.014 2.5 -0.858 BUND -68.162 0.004 2.5 -0.691 BUXL -37.242 0.004 2.5 -0.378 CAC 33.415 0.014 2.5 1.140 CAD -148.253 0.010 2.5 -3.847 CANOLA -568.262 0.010 2.5 -13.825 CHF -69.950 0.010 2.5 -1.815 COCOA 8.096 0.009 2.5 0.173 COFFEE 20.773 0.005 2.5 0.243 COPPER 6.445 0.043 2.5 0.698 CORN -400.232 0.010 2.5 -9.737 COTTON2 -106.111 0.009 2.5 -2.273 CRUDE_W -1.032 0.043 2.5 -0.112 DAX 439.209 0.014 2.5 14.981 DOW -273.390 0.009 2.5 -6.354 DX 24.711 0.010 2.5 0.641 EUR 23.338 0.010 2.5 0.606 EURIBOR-ICE -155.902 0.014 2.5 -5.318 EUROSTX 87.240 0.014 2.5 2.976 FEEDCOW -21.421 0.013 2.5 -0.710 GASOIL -39.208 0.017 2.5 -1.700 GASOLINE -6.889 0.017 2.5 -0.299 GAS_US_mini 9.763 0.043 2.5 1.057 GBP 116.915 0.010 2.5 3.033 GOLD_micro -66.377 0.014 2.5 -2.264 HEATOIL -60.150 0.017 2.5 -2.607 JGB-SGX-mini -225.190 0.043 2.5 -24.385 JPY -100.370 0.010 2.5 -2.604 LEANHOG -171.895 0.024 2.5 -10.447 LIVECOW 147.543 0.013 2.5 4.889 LUMBER-new -516.923 0.009 2.5 -11.066 MILK 64.764 0.009 2.5 1.387 MXP 29.228 0.059 2.5 4.290 NASDAQ_micro 1.006 0.009 2.5 0.023 NIKKEI 1.128 0.043 2.5 0.122 NZD 137.639 0.010 2.5 3.571 OAT -25.440 0.014 2.5 -0.868 OATIES 0.939 0.010 2.5 0.023 OJ 66.802 0.009 2.5 1.431 PALLAD -15.968 0.014 2.5 -0.545 PLAT 31.237 0.014 2.5 1.065 REDWHEAT 0.139 0.005 2.5 0.002 RICE 168.947 0.010 2.5 4.110 ROBUSTA 51.414 0.005 2.5 0.600 RUSSELL -186.509 0.013 2.5 -6.180 SHATZ -1002.558 0.004 2.5 -10.166 SILVER-mini 23.597 0.014 2.5 0.805 SMI 119.730 0.014 2.5 4.084 SOFR 1.120 0.024 2.5 0.068 SOYBEAN -140.014 0.004 2.5 -1.302 SOYMEAL -107.526 0.004 2.5 -1.000 SOYOIL -187.955 0.004 2.5 -1.750 SP400 -10.912 0.013 2.5 -0.362 SP500_micro 40.735 0.009 2.5 0.947 SUGAR11 -138.063 0.009 2.5 -2.936 US10 -25.583 0.005 2.5 -0.324 US10U 10.138 0.005 2.5 0.128 US2 -305.758 0.005 2.5 -3.874 US20 25.126 0.005 2.5 0.318 US30 5.598 0.005 2.5 0.071 US5 -96.256 0.005 2.5 -1.220 VIX -257.159 0.099 2.5 -63.477 WHEAT -6.377 0.005 2.5 -0.085 ===================== Position diags ===================== AUD 3.48 BITCOIN 33.33 BOBL 1.81 BTP 2.79 BUND 0.89 BUXL 0.38 CAC 3.19 CAD 4.85 CANOLA 10.07 CHF 2.09 COCOA 0.32 COFFEE 0.36 COPPER 2.82 CORN 4.87 COTTON2 1.68 CRUDE_W 5.80 DAX 13.39 DOW 8.50 DX 3.87 EUR 2.56 EURIBOR-ICE 12.43 EUROSTX 4.68 FEEDCOW 1.76 GASOIL 2.10 GASOLINE 1.42 GAS_US_mini 21.02 GBP 3.95 GOLD_micro 8.36 HEATOIL 1.55 JGB-SGX-mini 36.97 JPY 2.51 LEANHOG 7.24 LIVECOW 3.39 LUMBER-new 5.53 MILK 2.22 MXP 26.92 NASDAQ_micro 4.33 NIKKEI 24.39 NZD 3.83 OAT 3.03 OATIES 3.44 OJ 0.93 PALLAD 0.78 PLAT 2.02 REDWHEAT 1.10 RICE 4.00 ROBUSTA 0.77 RUSSELL 16.70 SHATZ 6.17 SILVER-mini 1.21 SMI 2.04 SOFR 19.15 SOYBEAN 0.90 SOYMEAL 0.99 SOYOIL 1.12 SP400 0.68 SP500_micro 7.38 SUGAR11 3.33 US10 1.65 US10U 1.24 US2 3.42 US20 0.83 US30 0.56 US5 2.59 VIX 31.74 WHEAT 1.22 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 1.1 0.7 1.4 0.0 0 BITCOIN 17.1 13.7 20.4 0.0 0 BOBL -1.4 -1.6 -1.2 0.0 0 BTP -0.9 -1.1 -0.6 0.0 0 BUND -0.7 -0.8 -0.6 -4.0 -4 BUXL -0.4 -0.4 -0.3 -1.0 -1 CAC 1.1 0.8 1.5 0.0 0 CAD -3.8 -4.3 -3.4 -3.0 -3 CANOLA -13.8 -14.8 -12.8 -2.0 -2 CHF -1.8 -2.0 -1.6 -5.0 -5 COCOA 0.2 0.1 0.2 0.0 0 COFFEE 0.2 0.2 0.3 1.0 1 COPPER 0.7 0.4 1.0 2.0 2 CORN -9.7 -10.2 -9.3 -10.0 -10 COTTON2 -2.3 -2.4 -2.1 -1.0 -1 CRUDE_W -0.1 -0.7 0.5 1.0 1 DAX 15.0 13.6 16.3 9.0 9 DOW -6.4 -7.2 -5.5 -3.0 -3 DX 0.6 0.3 1.0 NaN 0 EUR 0.6 0.3 0.9 1.0 1 EURIBOR-ICE -5.3 -6.6 -4.1 -8.0 -8 EUROSTX 3.0 2.5 3.4 17.0 17 FEEDCOW -0.7 -0.9 -0.5 -2.0 -2 GASOIL -1.7 -1.9 -1.5 -2.0 -2 GASOLINE -0.3 -0.4 -0.2 -1.0 -1 GAS_US_mini 1.1 -1.0 3.2 0.0 0 GBP 3.0 2.6 3.4 1.0 1 GOLD_micro -2.3 -3.1 -1.4 -3.0 -3 HEATOIL -2.6 -2.8 -2.5 -2.0 -2 JGB-SGX-mini -24.4 -28.1 -20.7 0.0 0 JPY -2.6 -2.9 -2.4 -3.0 -3 LEANHOG -10.4 -11.2 -9.7 -9.0 -9 LIVECOW 4.9 4.5 5.2 7.0 7 LUMBER-new -11.1 -11.6 -10.5 NaN 0 MILK 1.4 1.2 1.6 NaN 0 MXP 4.3 1.6 7.0 28.0 28 NASDAQ_micro 0.0 -0.4 0.5 0.0 0 NIKKEI 0.1 -2.3 2.6 -15.0 -15 NZD 3.6 3.2 4.0 0.0 0 OAT -0.9 -1.2 -0.6 0.0 0 OATIES 0.0 -0.3 0.4 NaN 0 OJ 1.4 1.3 1.5 2.0 2 PALLAD -0.5 -0.6 -0.5 -1.0 -1 PLAT 1.1 0.9 1.3 2.0 2 REDWHEAT 0.0 -0.1 0.1 1.0 1 RICE 4.1 3.7 4.5 NaN 0 ROBUSTA 0.6 0.5 0.7 0.0 0 RUSSELL -6.2 -7.9 -4.5 -9.0 -9 SHATZ -10.2 -10.8 -9.5 NaN 0 SILVER-mini 0.8 0.7 0.9 0.0 0 SMI 4.1 3.9 4.3 0.0 0 SOFR 0.1 -1.8 2.0 NaN 0 SOYBEAN -1.3 -1.4 -1.2 -3.0 -3 SOYMEAL -1.0 -1.1 -0.9 -2.0 -2 SOYOIL -1.7 -1.9 -1.6 -2.0 -2 SP400 -0.4 -0.4 -0.3 0.0 0 SP500_micro 0.9 0.2 1.7 10.0 10 SUGAR11 -2.9 -3.3 -2.6 -5.0 -5 US10 -0.3 -0.5 -0.2 0.0 0 US10U 0.1 0.0 0.3 -5.0 -5 US2 -3.9 -4.2 -3.5 NaN 0 US20 0.3 0.2 0.4 0.0 0 US30 0.1 0.0 0.1 0.0 0 US5 -1.2 -1.5 -1.0 -3.0 -3 VIX -63.5 -66.7 -60.3 -51.0 -51 WHEAT -0.1 -0.2 0.0 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 -0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.0 -0.1 0.1 0.5 0.0 0.0 0.1 0.0 -0.0 0.0 -0.0 -0.3 -0.1 0.4 0.3 -0.2 -0.2 -0.0 -0.0 BITCOIN 0.4 -0.2 0.3 0.0 -0.1 0.1 -0.1 0.1 -0.0 0.1 0.4 0.2 0.6 0.1 0.1 -0.1 -0.1 -0.1 -0.2 0.2 0.2 0.1 0.5 0.1 -2.7 0.1 0.1 0.3 0.1 0.6 0.1 -0.2 0.5 0.6 -0.3 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 -0.0 -0.2 -0.1 -0.1 0.1 -0.1 0.1 -0.0 -0.1 -0.1 -0.0 -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 -0.3 BTP -0.1 -0.2 -0.1 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.0 0.2 -0.1 0.3 -0.0 -0.1 0.1 0.1 0.1 0.1 -0.0 0.0 -0.0 0.2 -0.0 -2.7 -0.0 0.0 0.1 -0.0 0.2 -0.0 0.8 -0.3 -0.2 0.1 0.5 -0.4 -0.3 0.3 0.1 BUND -0.1 -0.3 -0.2 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 0.2 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.1 -0.2 -0.1 0.1 -0.7 -0.6 0.0 -0.3 BUXL -0.1 -0.3 -0.1 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.3 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.2 -0.3 -0.1 0.2 -0.7 -0.7 -0.4 -0.2 CAC -0.3 -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 -0.3 -0.4 0.2 0.5 -0.3 0.2 -0.5 0.4 CAD 0.2 0.1 -0.2 0.0 0.1 -0.0 0.1 0.0 0.1 0.1 -0.4 0.0 -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 -0.4 -0.4 -0.2 -0.3 -0.2 -0.4 -0.0 -0.2 CANOLA 0.0 0.6 0.6 0.0 -0.1 0.0 -0.0 0.0 0.0 -0.1 -0.1 -0.0 -0.3 0.0 0.1 -0.3 -0.2 -0.3 -0.3 0.0 -0.0 -0.1 -0.2 0.0 -2.7 0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -1.1 -0.4 -0.1 -0.1 0.1 -0.6 -0.5 -0.1 -0.1 CHF 0.5 0.2 -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 -0.1 -0.2 0.2 -0.4 0.1 0.4 -0.0 0.2 -0.2 0.1 -0.2 0.0 -1.1 0.5 0.0 -0.1 -0.6 0.1 -0.5 0.3 -0.4 COCOA -0.1 -0.6 -0.1 0.0 -0.0 0.0 -0.0 0.0 0.0 0.0 0.1 0.1 0.2 -0.0 0.0 0.3 0.3 0.4 0.4 0.0 0.1 0.1 0.2 0.0 -2.1 0.0 0.0 0.1 0.0 0.2 0.0 1.1 0.4 0.0 -0.1 0.6 0.3 0.1 0.4 0.3 COFFEE 0.4 -0.2 0.3 0.0 -0.1 0.1 -0.1 0.0 0.0 0.1 0.3 0.1 0.3 0.1 0.1 0.1 0.2 0.2 0.2 0.2 0.2 0.2 0.3 0.2 -2.7 0.0 0.0 0.1 0.0 0.2 0.0 0.5 0.3 0.5 0.6 0.6 0.1 -0.5 0.4 -0.2 COPPER -0.5 0.0 0.6 0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.2 -0.1 0.2 0.0 0.1 0.0 -0.1 -0.0 -0.0 0.1 0.1 -0.1 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 0.5 -0.3 -0.1 0.3 0.2 CORN -0.3 0.4 0.5 0.0 -0.1 0.1 -0.1 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 -0.1 -0.2 -0.4 -0.1 -2.0 0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -1.1 -0.4 -0.5 -0.1 -0.2 -0.7 -0.7 -0.7 -0.0 COTTON2 0.1 -0.6 -0.5 0.0 -0.1 0.0 -0.0 0.0 0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -2.4 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.2 -0.6 -0.2 -0.2 -0.4 0.3 -0.0 CRUDE_W -0.3 -0.6 0.1 -0.0 -0.2 0.0 -0.2 0.1 -0.1 -0.2 0.1 -0.2 0.5 -0.2 -0.0 0.2 0.2 0.3 0.3 -0.1 0.0 -0.2 0.3 -0.2 -0.7 -0.1 -0.2 0.0 -0.2 0.1 -0.1 -0.0 -0.5 -0.6 -0.4 0.1 0.7 0.6 0.7 0.7 DAX -0.1 -0.0 0.2 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 0.0 1.8 0.1 -0.0 0.3 -0.0 0.4 0.0 -0.5 -0.0 -0.1 0.2 0.6 0.0 0.2 -0.1 0.4 DOW -0.1 -0.2 -0.5 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.0 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 -1.5 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.5 -0.4 -0.3 -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 -0.2 0.4 -0.2 0.5 -0.1 0.1 0.2 0.1 0.2 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 -0.4 -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 0.1 0.1 -0.2 0.2 -0.3 0.2 0.0 -0.2 -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 -0.0 -0.4 -0.6 -0.0 0.0 -0.0 0.0 -0.1 -0.0 0.0 -0.0 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 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 0.2 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 -0.0 -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 -0.0 -0.2 0.2 0.6 -0.5 0.2 -0.7 0.3 FEEDCOW 0.5 0.2 -0.2 0.0 -0.1 0.1 -0.1 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 0.0 -0.9 -0.0 -0.1 -0.0 -0.1 0.1 -0.0 -1.1 -0.5 -0.1 0.0 -0.3 0.5 0.7 0.7 0.7 GASOIL -0.2 -0.6 -0.2 -0.0 -0.2 0.0 -0.1 0.1 -0.1 -0.2 0.0 -0.2 0.5 -0.2 -0.2 -0.1 0.3 0.1 0.2 -0.2 -0.0 -0.2 0.3 -0.2 0.9 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 0.1 0.1 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 0.2 -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 0.1 -0.1 0.1 -0.0 -0.4 -0.3 0.1 0.7 0.7 0.7 0.7 GAS_US_mini 0.4 0.6 0.6 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 -0.3 -0.0 -0.5 0.0 0.0 -0.4 -0.4 -0.4 -0.4 0.0 -0.1 -0.0 -0.5 0.1 2.7 0.0 -0.0 -0.1 -0.0 -0.2 0.0 -1.1 0.5 0.6 0.6 -0.3 -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 0.1 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 0.6 0.5 0.5 -0.5 -0.6 -0.5 -0.3 GOLD_micro -0.3 -0.4 0.6 0.0 -0.1 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 0.2 -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 -0.1 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 -0.2 -0.5 -0.5 -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 -0.0 -0.1 -0.1 -1.3 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 1.1 -0.2 -0.6 -0.5 -0.2 -0.6 -0.2 -0.0 0.4 JPY 0.0 0.1 -0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.1 -0.3 -0.0 -0.4 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 0.0 -0.4 -0.1 2.7 -0.0 0.0 -0.1 0.0 -0.2 -0.0 -1.1 -0.0 -0.4 -0.5 -0.5 -0.7 -0.4 -0.6 -0.3 LEANHOG -0.6 -0.6 0.3 0.1 -0.2 0.1 -0.1 0.0 0.0 -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 -0.1 -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 0.3 -0.0 0.0 -0.1 0.1 -0.1 0.0 0.0 -0.2 0.1 0.1 0.0 0.1 0.1 0.4 0.2 0.4 0.3 0.1 0.0 0.0 0.1 0.1 -1.0 0.1 -0.0 0.1 -0.0 0.2 0.0 0.8 -0.1 0.6 0.3 0.3 0.6 0.7 0.7 0.7 LUMBER-new -0.0 -0.7 -0.5 0.0 -0.1 0.1 -0.1 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 0.2 0.1 -0.4 -0.2 -0.4 0.2 0.1 0.2 -0.2 0.2 2.2 0.1 0.0 0.0 0.1 -0.1 0.1 -1.1 0.5 0.6 0.6 0.4 -0.6 -0.7 -0.5 -0.7 MXP -0.3 -0.4 -0.6 0.0 0.1 -0.0 0.1 0.0 0.0 -0.2 0.3 -0.2 0.6 -0.1 0.0 0.3 0.3 0.3 0.3 -0.0 0.1 -0.2 0.3 -0.1 -2.7 -0.0 -0.2 0.1 -0.2 0.2 -0.1 1.1 -0.5 -0.6 -0.5 0.6 0.7 0.7 0.7 0.7 NASDAQ_micro 0.6 0.1 -0.1 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 0.0 0.5 0.1 -2.7 0.0 0.0 0.1 0.0 0.3 0.0 -0.4 0.2 0.3 0.2 -0.2 -0.0 0.1 -0.1 0.1 NIKKEI 0.1 -0.5 -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 0.2 -0.3 -0.4 0.0 -0.2 -0.2 -0.2 -0.3 NZD 0.6 0.4 -0.1 0.0 0.1 -0.0 0.1 0.0 0.0 0.2 -0.0 0.2 -0.1 0.2 0.1 0.0 0.0 0.0 0.0 0.1 0.0 0.2 -0.1 0.2 0.1 0.0 0.1 0.0 0.1 -0.0 0.1 0.3 0.3 0.5 0.6 0.1 -0.0 -0.2 0.1 0.2 OAT -0.1 -0.2 -0.3 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.1 -0.0 -0.0 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.0 -0.1 -0.1 0.3 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.9 -0.2 -0.2 -0.0 0.1 -0.7 -0.6 0.1 -0.1 OATIES -0.2 0.6 0.4 0.0 -0.1 0.0 -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 0.2 0.6 0.2 -0.2 -0.0 0.2 0.4 OJ 0.6 0.5 0.0 0.0 -0.1 0.1 -0.1 0.0 0.0 -0.1 0.4 0.1 0.6 0.2 0.2 0.4 0.3 0.3 0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 -0.0 0.1 0.0 0.2 0.1 0.8 -0.2 0.6 0.6 0.6 0.1 0.3 0.6 0.7 PALLAD -0.1 -0.2 0.1 0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 -0.3 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.3 -0.1 1.9 -0.0 -0.0 -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 0.2 0.4 0.4 0.0 -0.1 0.1 -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 0.1 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 0.3 0.3 0.0 -0.7 -0.3 0.1 0.2 REDWHEAT 0.3 0.6 0.6 0.0 -0.1 0.1 -0.1 0.0 0.0 -0.1 0.2 0.1 -0.4 0.1 0.1 -0.2 -0.0 -0.1 -0.1 0.2 0.1 0.0 -0.1 0.2 -0.9 0.1 -0.0 0.1 0.0 -0.0 0.0 -0.6 0.0 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 -0.1 0.0 0.0 -0.1 0.4 0.0 0.5 0.2 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.0 0.4 0.2 -1.6 0.0 -0.0 0.1 0.0 0.1 0.0 1.1 0.2 0.3 0.6 -0.0 -0.2 -0.2 -0.2 0.0 ROBUSTA 0.4 -0.6 -0.2 0.0 -0.1 0.0 -0.0 0.0 0.0 0.1 0.2 0.1 0.3 0.0 0.1 0.3 0.4 0.4 0.4 0.1 0.1 0.2 0.4 0.1 -2.7 0.0 0.0 0.1 0.0 0.2 0.0 1.1 0.5 0.6 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 -0.1 0.3 -0.1 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 -0.0 0.1 -0.0 0.2 0.0 -0.0 -0.1 -0.3 -0.1 -0.3 -0.1 -0.7 -0.2 -0.7 SHATZ 0.0 -0.3 -0.6 -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 -0.3 -0.1 1.0 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.1 -0.2 -0.3 -0.4 -0.7 -0.7 -0.5 -0.5 SILVER-mini 0.3 0.1 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 -0.1 -0.1 0.1 0.1 -0.0 0.2 0.1 0.3 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 -0.1 0.5 0.4 0.6 -0.3 -0.4 0.3 0.1 SMI 0.6 0.4 0.4 0.0 -0.0 0.2 -0.0 0.2 0.0 0.1 0.5 0.2 0.6 0.2 0.2 -0.1 0.1 -0.0 0.0 0.2 0.2 0.2 0.4 0.2 2.0 0.1 0.0 0.2 0.0 0.2 0.1 0.8 0.5 0.6 0.6 0.4 0.3 0.0 0.3 -0.0 SOFR 0.4 0.1 -0.3 -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 -0.0 -0.1 -0.0 -0.0 -0.1 0.1 -0.2 0.0 -0.4 0.0 0.1 -0.0 0.1 -0.0 0.0 0.2 0.3 0.4 0.1 0.0 -0.1 -0.7 0.4 -0.0 SOYBEAN -0.2 0.4 0.4 0.0 -0.1 0.1 -0.1 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 -0.1 -2.7 0.0 -0.1 -0.0 -0.1 -0.1 -0.0 0.2 -0.5 -0.5 -0.1 -0.0 -0.6 -0.7 -0.5 -0.7 SOYMEAL -0.2 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 0.0 -0.0 -0.1 -0.1 -0.0 -2.7 0.0 -0.0 0.0 -0.0 -0.0 0.0 0.1 -0.1 -0.2 0.6 0.2 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.3 -0.0 0.3 0.0 -0.1 0.0 -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 -0.1 -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 -0.1 -0.2 0.1 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.1 0.4 -0.1 0.5 0.0 0.1 -0.2 -0.1 -0.1 -0.1 0.0 0.1 -0.1 0.4 -0.0 -1.8 0.0 -0.0 0.2 -0.0 0.3 -0.0 0.0 -0.2 -0.3 -0.2 0.0 -0.1 -0.4 -0.1 -0.7 SP500_micro 0.3 -0.1 -0.0 0.0 -0.0 0.2 -0.0 0.2 0.0 0.0 0.5 0.1 0.6 0.2 0.2 -0.3 -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 -0.4 -0.6 0.0 -0.1 0.1 -0.0 0.0 0.0 0.1 -0.4 -0.1 -0.2 -0.1 -0.2 0.0 0.3 0.1 0.2 -0.2 -0.2 -0.0 -0.3 -0.1 -2.7 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 0.7 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 0.1 -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 0.1 -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 -0.0 -0.1 0.1 -0.3 0.0 0.1 0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 0.3 0.5 0.2 0.1 -0.3 -0.6 0.6 0.3 US2 0.2 -0.1 -0.5 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.2 -0.0 -0.3 -0.0 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 0.0 -0.4 -0.0 1.8 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -1.1 0.0 0.0 -0.1 -0.3 -0.4 -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 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.2 0.0 -0.1 0.0 0.1 0.0 0.1 -0.0 0.0 0.3 0.3 0.4 0.2 0.2 -0.4 -0.4 0.7 0.5 US30 0.3 0.0 -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 -0.2 0.0 -0.0 0.0 0.1 -0.0 0.1 -0.1 0.0 -0.1 0.3 0.5 0.2 0.3 -0.6 -0.4 0.3 0.6 US5 0.3 0.0 -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 0.1 -0.1 0.0 -0.1 0.0 -0.6 0.2 0.3 0.0 -0.1 -0.3 -0.7 0.0 -0.2 VIX -0.3 -0.7 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 0.2 0.6 0.6 0.0 -0.1 0.1 -0.0 0.0 0.0 -0.1 0.2 0.0 -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 -0.2 0.6 0.6 0.4 -0.4 -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 6.1 9.9 4.0 0.6 7.1 -0.7 5.9 1.0 3.9 8.5 -0.6 4.4 -6.9 13.2 11.6 -2.7 -2.8 -2.7 -2.7 6.7 2.5 5.2 -2.6 7.5 3.4 4.4 2.9 2.3 3.1 -0.3 4.5 -0.3 -10.4 -3.3 10.8 10.2 -6.2 -7.3 -0.7 -0.0 BITCOIN 11.2 -7.1 9.0 3.3 -11.5 4.2 -8.6 2.6 -1.9 14.8 16.0 17.4 17.8 12.3 11.5 -6.9 -7.3 -7.3 -7.6 14.0 20.0 13.9 20.0 12.8 -20.0 7.0 6.0 12.8 4.8 15.7 4.8 -3.5 20.0 20.0 -7.9 20.0 -13.0 -2.4 8.2 2.5 BOBL -2.1 -8.9 -11.3 -1.6 4.5 -1.9 1.3 -2.0 -0.4 4.2 -7.3 -4.3 -5.5 -6.8 -8.1 3.4 -5.3 5.1 -1.0 -7.6 -7.0 -2.4 -6.1 -6.0 4.4 -3.0 2.2 -2.4 -1.1 -1.8 -2.6 0.7 -5.9 -7.1 -5.9 -2.9 -20.0 -17.1 -1.5 -10.4 BTP -3.4 -6.7 -3.7 -2.6 7.6 -3.1 2.1 -3.3 -0.7 2.5 9.0 -6.3 9.4 -4.4 -6.4 3.9 5.7 4.5 4.8 -2.0 2.9 -3.3 6.1 -4.1 -20.0 -0.7 2.2 3.5 -2.6 5.6 -3.1 15.8 -11.1 -5.1 2.9 16.9 -12.6 -10.2 10.2 2.4 BUND -2.2 -7.8 -7.7 -1.7 5.0 -2.1 1.4 -2.2 -0.5 5.0 -4.4 -4.0 -2.9 -6.6 -8.0 -5.9 -1.4 -7.0 -4.9 -6.1 -4.9 -2.2 -4.3 -5.2 1.7 -2.7 3.0 -1.5 -1.3 -1.0 -2.9 1.4 -6.2 -6.2 -3.2 2.3 -20.0 -19.5 0.7 -9.8 BUXL -4.0 -8.4 -3.9 -2.1 6.0 -2.5 1.7 -2.6 -0.6 5.4 -2.7 -5.2 -3.1 -7.9 -9.1 -7.3 -3.4 -7.2 -5.5 -6.7 -4.8 -3.5 -5.2 -6.6 -2.2 -2.7 2.9 -0.8 -2.3 -0.6 -3.8 -0.6 -7.9 -9.4 -2.9 7.2 -20.0 -20.0 -11.3 -7.4 CAC -8.5 -6.4 6.3 4.7 -2.5 7.7 -1.4 8.6 1.8 -12.8 20.0 -12.4 20.0 1.9 15.2 -5.6 1.5 3.2 3.4 10.3 20.0 -15.4 20.0 -4.5 -13.6 5.7 -6.7 10.8 -6.8 11.9 -1.5 14.9 -14.0 -11.9 7.2 14.8 -8.1 7.1 -14.4 10.6 CAD 5.3 1.7 -5.4 0.8 8.6 -0.9 7.2 1.2 4.8 6.8 -13.1 2.5 -12.7 2.8 -8.9 -3.3 -2.5 -3.0 -2.7 -5.3 -8.1 0.3 -8.7 -1.0 -0.9 -3.7 -1.3 -5.4 -0.1 -5.6 -1.0 0.0 -14.9 -11.4 -6.1 -8.1 -5.0 -10.8 -1.4 -6.9 CANOLA 0.2 18.0 20.0 2.3 -8.0 1.8 -3.2 0.3 0.8 -9.7 -2.8 -3.7 -7.2 4.6 8.0 -15.0 -9.1 -15.3 -13.8 4.0 -0.6 -9.7 -7.4 0.6 -20.0 1.3 -10.5 -0.7 -5.1 -4.0 -0.5 -20.0 -15.7 -4.4 -2.1 4.4 -18.7 -16.3 -3.2 -4.4 CHF 14.0 5.2 -20.0 0.7 7.6 -0.8 6.3 1.0 4.2 18.8 -18.6 12.8 -14.6 3.2 -14.9 -16.9 -16.3 -16.8 -16.4 -11.0 -19.1 20.0 -14.4 5.9 3.2 -3.8 18.8 -6.5 10.9 -4.5 2.7 -20.0 20.0 1.2 -2.5 -20.0 2.6 -15.6 7.6 -12.5 COCOA -1.7 -20.0 -4.0 1.4 -4.9 1.1 -2.0 0.2 0.5 5.2 3.3 5.7 4.8 -1.8 1.5 16.6 15.1 20.0 19.9 2.7 6.3 6.1 7.4 2.5 -15.9 1.5 0.6 3.5 0.6 4.3 0.4 20.0 15.0 0.9 -1.8 20.0 7.6 1.8 11.5 7.7 COFFEE 11.7 -5.6 9.3 3.3 -11.8 2.7 -4.7 0.4 1.2 9.4 9.9 12.4 9.5 6.2 6.4 4.2 8.0 7.7 8.8 14.4 14.0 18.5 11.0 17.3 -20.0 4.2 1.3 5.1 1.9 4.4 2.7 8.9 14.4 16.3 18.2 20.0 3.1 -16.0 13.5 -5.4 COPPER -17.0 1.0 20.0 1.3 -4.4 1.6 -3.3 1.0 -0.7 -7.7 7.1 -5.5 4.9 1.1 6.0 2.1 -3.4 -0.2 -2.2 8.6 9.5 -7.1 6.2 1.5 -8.1 2.5 -2.3 2.8 -1.8 1.8 0.5 4.2 -12.3 3.4 18.5 16.5 -8.6 -2.3 10.3 7.1 CORN -9.2 11.6 16.3 3.8 -13.6 3.1 -5.5 0.4 1.4 -16.9 -6.2 -16.0 -16.3 -4.4 5.1 -18.1 -11.9 -18.7 -16.8 -1.4 -4.9 -20.0 -14.3 -9.9 -15.2 0.0 -12.0 -2.1 -10.4 -6.0 -4.1 -20.0 -17.8 -16.3 -1.8 -6.1 -20.0 -20.0 -20.0 -1.0 COTTON2 4.0 -20.0 -16.2 2.2 -7.7 1.7 -3.1 0.2 0.8 -8.5 -7.8 -5.4 -4.8 -8.2 -9.4 -3.2 2.9 3.6 3.6 -11.5 -8.8 -8.2 -4.3 -8.7 -18.0 -2.8 -3.0 -1.1 -2.6 0.4 -2.8 -0.6 -3.3 -7.1 -20.0 -5.9 -6.5 -12.1 7.5 -0.4 CRUDE_W -9.5 -17.0 1.9 -4.2 -20.0 0.4 -14.0 2.9 -8.9 -20.0 5.3 -17.2 14.7 -19.9 -3.4 11.5 12.0 13.4 12.8 -7.2 4.3 -20.0 11.5 -18.8 -5.2 -5.6 -18.6 0.1 -16.4 3.5 -12.0 -0.2 -20.0 -17.8 -12.1 4.5 20.0 16.6 20.0 19.6 DAX -2.8 -1.5 7.0 4.2 -2.3 6.9 -1.2 7.8 1.6 -16.6 20.0 -9.5 20.0 8.1 16.3 -10.9 -11.5 -11.5 -12.0 16.6 20.0 -8.3 20.0 3.8 13.5 6.8 -4.6 11.1 -3.4 11.2 1.0 -9.4 -1.8 -3.4 6.8 20.0 0.1 5.9 -1.6 12.7 DOW -4.1 -6.8 -14.5 2.8 -1.5 4.6 -0.8 5.1 1.1 -3.8 11.1 -6.8 11.8 -2.7 -1.2 -10.9 -11.2 -11.5 -11.7 0.0 6.0 -9.2 10.7 -5.7 -11.5 1.0 -0.3 3.9 -3.4 6.1 -1.9 -8.8 -16.3 -9.0 -3.9 -11.7 6.6 -5.0 11.9 -10.5 DX -15.1 -3.8 7.1 0.7 8.4 -0.9 7.0 1.1 4.6 -19.9 14.1 -14.0 13.6 -10.5 7.5 7.8 6.8 7.5 7.2 2.4 9.7 -11.8 10.7 -7.1 -20.0 1.1 -9.9 4.6 -6.2 5.3 -3.8 16.5 -16.4 -20.0 13.6 20.0 4.6 7.7 6.7 16.7 EUR 11.9 5.9 -2.3 0.8 8.7 -0.9 7.2 1.2 4.8 15.3 -7.0 16.0 -9.1 18.0 2.7 -7.5 -7.0 -7.3 -7.0 3.4 -3.0 10.9 -5.1 9.5 20.0 3.8 8.9 0.7 7.3 -0.6 6.6 -7.4 -2.6 5.1 7.5 7.9 -20.0 -18.7 -16.6 -13.9 EURIBOR-ICE -0.2 -12.1 -17.3 -1.4 4.2 -1.7 1.2 -1.8 -0.4 5.1 -1.8 -3.0 0.2 -5.5 -7.1 -7.1 -4.8 -5.8 -4.7 -6.3 -4.2 -0.5 -1.4 -4.6 11.8 -2.6 3.0 -1.5 -0.2 -0.2 -2.0 -1.2 -3.8 -4.7 -7.0 -3.2 -20.0 -20.0 2.3 8.6 EUROSTX -4.5 -6.4 6.5 4.4 -2.4 7.2 -1.3 8.1 1.7 -14.7 20.0 -9.1 20.0 6.8 17.9 -8.5 -1.6 -6.1 -3.3 15.1 20.0 -9.1 20.0 1.3 -2.2 7.0 -5.1 12.8 -4.2 14.1 0.4 7.2 -1.9 -7.4 7.6 20.0 -15.4 4.9 -20.0 7.9 FEEDCOW 14.7 5.5 -7.5 4.2 -15.1 3.4 -6.1 0.5 1.6 -18.4 1.6 0.7 -2.7 8.6 -0.3 -19.1 -20.0 -20.0 -20.0 1.5 -2.2 -5.2 -0.5 3.8 -7.0 -0.8 -9.5 -0.6 -7.6 2.1 -2.7 -20.0 -20.0 -2.3 0.1 -10.6 16.5 20.0 20.0 20.0 GASOIL -6.3 -20.0 -4.9 -3.8 -18.4 0.3 -12.8 2.6 -8.1 -20.0 1.5 -19.7 13.5 -20.0 -18.2 -4.5 15.2 2.7 9.5 -14.7 -2.7 -20.0 9.7 -20.0 6.7 -6.0 -16.6 -1.5 -10.9 2.9 -8.4 1.0 5.6 2.1 -11.3 -11.6 -17.6 -11.2 -20.0 -20.0 GASOLINE -13.6 -20.0 3.2 -3.7 -18.1 0.3 -12.6 2.6 -8.0 -19.6 8.7 -20.0 14.7 -20.0 -7.2 18.7 14.0 18.1 13.4 -10.7 3.3 -20.0 11.6 -20.0 -20.0 -5.2 -10.7 0.3 -11.7 3.9 -10.1 1.1 -0.9 -13.7 -10.6 4.3 20.0 20.0 20.0 20.0 GAS_US_mini 12.8 20.0 20.0 -2.6 -12.4 0.2 -8.7 1.8 -5.5 -10.1 -12.4 -2.7 -14.9 4.3 1.8 -20.0 -20.0 -20.0 -20.0 4.2 -5.4 -1.4 -17.8 5.2 20.0 1.7 -2.3 -2.5 -0.9 -5.5 2.3 -20.0 19.5 20.0 20.0 -8.9 -5.3 -5.6 -11.9 -10.6 GBP 17.8 6.7 -3.2 0.8 9.1 -0.9 7.6 1.2 5.0 17.7 12.0 20.0 5.5 20.0 8.5 -1.0 -0.8 -1.0 -0.8 10.9 4.5 18.2 4.0 18.6 1.4 6.5 7.6 4.0 9.0 3.0 9.4 3.1 6.4 18.0 17.0 14.2 -14.1 -17.8 -13.9 -9.0 GOLD_micro -10.0 -12.7 20.0 1.7 -5.8 2.1 -4.4 1.3 -1.0 -9.5 9.7 -7.2 9.4 -2.4 8.4 -11.4 -14.0 -12.6 -13.4 8.5 13.5 -5.5 11.9 -0.2 -3.2 2.5 -2.1 4.5 -2.6 4.2 -0.9 -14.4 0.8 -2.8 0.1 18.6 -5.8 -13.2 2.6 -5.7 HEATOIL -7.6 -19.2 -6.3 -3.9 -19.0 0.3 -13.2 2.7 -8.4 -20.0 -7.5 -20.0 7.3 -20.0 -20.0 -10.1 14.4 -1.8 6.8 -19.4 -7.9 -20.0 3.9 -20.0 -20.0 -7.3 -13.6 -2.5 -13.8 1.7 -11.4 -1.9 -20.0 -20.0 -20.0 -18.7 7.1 5.8 0.3 0.8 JGB-SGX-mini -7.2 -15.2 -17.0 -1.9 5.5 -2.3 1.5 -2.4 -0.5 4.0 -2.7 -7.1 0.9 -9.8 -10.7 20.0 17.7 19.3 17.4 -11.3 -7.6 -5.4 -2.4 -10.5 -9.7 -3.9 1.9 -2.9 -1.8 -1.6 -3.5 20.0 -7.2 -19.5 -16.7 -7.3 -17.5 -6.4 -0.6 13.3 JPY 0.3 4.0 -1.1 0.3 3.9 -0.4 3.3 0.5 2.2 7.3 -11.0 -1.9 -11.4 -8.0 -10.2 -14.2 -16.3 -15.3 -15.8 -10.4 -13.3 0.8 -15.6 -5.5 20.0 -3.7 3.3 -4.6 0.5 -5.0 -1.8 -20.0 -0.7 -12.7 -14.5 -16.7 -20.0 -10.8 -18.0 -10.4 LEANHOG -20.0 -19.9 8.9 5.3 -18.9 4.3 -7.6 0.6 2.0 -20.0 4.5 -20.0 -3.4 -20.0 -17.1 1.4 -20.0 -20.0 -20.0 -20.0 -4.3 -20.0 -2.6 -20.0 8.2 -6.3 -10.7 -0.1 -10.3 0.7 -10.6 -20.0 -20.0 -20.0 -20.0 -2.6 -12.4 -10.4 -5.8 7.9 LIVECOW 18.3 7.9 -0.9 4.4 -15.6 3.5 -6.3 0.5 1.6 -17.2 5.3 8.0 1.2 13.3 5.0 20.0 9.1 20.0 16.6 9.4 3.6 2.6 2.8 12.3 -7.5 4.8 -4.2 3.6 -0.2 4.5 4.4 15.6 -2.8 17.5 9.5 9.6 16.5 20.0 20.0 20.0 LUMBER-new -0.7 -19.9 -14.6 4.0 -14.2 3.2 -5.7 0.8 1.5 -17.6 -12.2 -18.0 -13.5 -17.2 -16.6 -19.3 -18.0 -20.0 -19.3 -20.0 -17.7 -20.0 -10.3 -20.0 NaN -6.2 -8.7 -4.4 -7.5 -2.1 -6.5 -20.0 -20.0 -20.0 -20.0 -20.0 -13.8 -10.9 -4.8 -6.9 MILK 15.2 20.0 20.0 3.1 -11.0 2.5 -4.4 0.4 1.1 13.4 3.5 13.8 -8.6 14.8 13.9 5.4 -20.0 -8.8 -19.9 20.0 9.5 20.0 -7.2 20.0 16.8 4.8 5.5 1.7 5.7 -1.6 6.0 -20.0 20.0 20.0 20.0 10.8 -18.2 -20.0 -14.7 -20.0 MXP -8.0 -13.6 -18.0 0.6 6.8 -0.7 5.6 0.9 3.7 -17.2 12.9 -14.3 16.8 -5.5 1.4 15.2 17.0 16.3 16.5 -1.2 5.9 -20.0 12.2 -12.6 -20.0 -0.5 -20.0 2.8 -15.3 5.3 -6.2 20.0 -20.0 -20.0 -16.6 19.1 20.0 20.0 20.0 20.0 NASDAQ_micro 17.6 3.2 -3.8 2.8 -1.5 4.6 -0.8 5.2 1.1 -5.2 14.0 5.7 14.7 11.7 11.4 -11.1 -10.5 -10.9 -10.8 12.4 14.7 5.1 20.0 12.0 -20.0 3.5 0.3 5.3 1.1 8.4 3.1 -7.4 6.7 7.8 5.2 -6.9 -0.6 1.6 -2.4 1.7 NIKKEI 2.9 -14.0 -7.0 3.4 -1.8 5.5 -1.0 6.2 1.3 1.6 12.2 1.9 15.3 1.7 1.0 3.8 8.4 3.9 6.0 3.6 14.4 0.0 20.0 0.5 -17.4 1.8 -0.2 8.2 -0.2 14.1 -0.0 20.0 8.9 -9.0 -11.3 0.6 -5.0 -7.3 -6.8 -10.4 NZD 18.8 11.8 -3.4 0.6 6.8 -0.7 5.7 0.9 3.7 16.8 -0.2 18.0 -3.6 17.6 7.5 0.1 0.2 0.1 0.2 9.0 1.3 16.8 -2.4 16.3 1.0 4.1 7.4 1.0 7.4 -0.3 7.0 4.8 11.9 16.5 17.9 4.4 -0.6 -4.9 4.2 5.5 OAT -2.0 -7.2 -8.0 -1.9 5.4 -2.2 1.5 -2.4 -0.5 4.4 -2.1 -4.3 -1.1 -6.0 -8.0 4.3 6.0 5.1 5.2 -5.7 -4.0 -2.5 -2.9 -5.1 2.0 -2.6 3.0 -1.0 -1.7 -0.3 -3.1 16.3 -7.4 -6.1 -1.5 4.2 -20.0 -18.6 1.8 -2.6 OATIES -6.8 20.0 11.5 2.3 -8.1 1.8 -3.3 0.3 0.8 -2.5 -1.9 -3.3 -7.4 3.5 4.2 3.5 2.3 7.8 5.9 5.4 1.4 1.2 -2.7 4.6 -20.0 2.7 -1.7 1.2 0.6 -0.2 2.3 0.6 13.0 6.9 19.9 4.9 -7.1 -1.3 5.0 12.7 OJ 20.0 16.0 1.1 4.2 -14.9 3.4 -6.0 0.5 1.6 -9.7 15.5 10.4 17.9 14.6 17.9 18.0 13.7 12.6 11.6 20.0 20.0 14.2 20.0 20.0 -20.0 6.2 -1.8 4.7 1.7 5.6 6.0 15.9 -8.8 20.0 20.0 20.0 4.2 8.9 16.7 20.0 PALLAD -2.6 -5.0 3.0 1.4 -4.9 1.8 -3.6 1.1 -0.8 -8.2 -4.8 -8.1 -8.1 -7.6 -2.3 -2.8 -2.2 -2.4 -2.2 -4.2 -4.6 -9.7 -9.9 -6.8 14.1 -2.3 -4.9 -1.7 -5.9 -2.9 -4.3 5.6 1.3 -9.0 -11.8 -10.8 -20.0 -20.0 -20.0 -15.6 PLAT 6.5 12.3 13.5 1.8 -6.2 2.3 -4.7 1.4 -1.0 -10.6 5.1 -2.6 -3.7 4.8 6.8 -4.9 -4.0 -4.8 -4.5 9.7 6.7 -4.2 1.9 6.0 8.9 2.8 -5.0 2.4 -3.0 1.2 0.6 2.1 3.9 7.9 9.5 0.7 -20.0 -7.7 4.5 5.7 REDWHEAT 9.1 20.0 20.0 3.4 -12.1 2.7 -4.9 0.4 1.3 -13.5 6.5 5.4 -10.3 13.0 13.7 -11.2 -2.3 -7.3 -4.3 20.0 9.5 3.8 -5.5 18.6 -7.0 5.0 -2.7 2.3 0.5 -0.9 4.2 -11.1 0.5 17.7 20.0 12.7 -12.5 -20.0 -0.9 -18.4 RICE 5.0 20.0 0.2 3.8 -13.3 3.0 -5.4 0.4 1.4 -10.5 13.6 3.2 13.7 17.3 16.5 20.0 20.0 20.0 20.0 18.2 15.6 3.0 14.0 14.0 -12.2 4.2 -1.8 2.7 1.4 2.1 4.0 20.0 10.0 9.7 20.0 -1.5 -7.2 -4.9 -5.5 0.1 ROBUSTA 13.1 -20.0 -6.4 1.8 -6.5 1.5 -2.6 0.2 0.7 7.7 6.9 8.0 7.9 4.6 4.8 16.4 20.0 19.0 20.0 10.9 12.9 17.0 13.5 13.3 -20.0 3.0 1.9 4.2 2.2 4.6 2.3 20.0 20.0 17.6 16.3 20.0 -2.0 -11.7 6.0 3.9 RUSSELL 2.4 -0.5 1.7 3.1 -1.7 5.1 -0.9 5.7 1.2 -11.1 11.9 -7.7 11.1 5.2 3.0 -7.5 -6.6 -7.1 -6.8 3.2 6.2 -5.6 7.1 -0.1 -2.0 2.2 -5.1 3.9 -2.7 4.6 0.1 -0.6 -5.1 -8.9 -2.2 -9.6 -3.9 -20.0 -4.8 -20.0 SHATZ 0.5 -8.9 -17.2 -1.5 4.5 -1.9 1.2 -2.0 -0.4 5.3 -9.1 -3.7 -8.8 -7.1 -8.7 -20.0 -20.0 -20.0 -20.0 -10.7 -12.2 -1.2 -12.6 -6.7 7.7 -3.3 2.3 -3.3 -0.3 -2.9 -2.2 -20.0 -3.7 -7.3 -9.1 -11.1 -20.0 -20.0 -15.8 -15.7 SILVER-mini 9.7 3.8 20.0 1.6 -5.5 2.0 -4.1 1.2 -0.9 -8.7 8.6 3.2 6.2 6.3 8.9 -6.2 -6.7 -6.5 -6.6 13.5 11.4 -0.2 6.9 9.9 2.1 3.2 -3.7 3.3 -1.7 2.4 1.3 -2.1 -4.7 15.3 12.0 17.3 -9.8 -13.0 9.2 4.0 SMI 20.0 12.8 12.4 3.7 -2.0 6.1 -1.1 6.8 1.4 16.4 18.1 17.4 15.4 17.5 17.1 -3.1 2.6 -1.4 1.0 20.0 20.0 16.7 14.7 20.0 15.0 7.0 4.3 6.8 4.1 5.0 5.8 14.6 20.0 20.0 20.0 12.0 10.3 0.6 10.2 -0.8 SOFR 12.8 1.8 -10.1 -2.0 5.9 -2.5 1.7 -2.6 -0.6 9.8 -3.2 4.2 -4.3 3.4 -4.8 -4.0 -1.1 -3.0 -1.9 -2.8 -5.8 7.9 -6.1 2.5 -2.8 0.4 8.3 -1.0 5.6 -1.2 3.2 4.3 11.0 12.9 3.6 1.0 -2.1 -20.0 12.6 -0.3 SOYBEAN -5.6 13.2 11.4 4.0 -14.2 3.2 -5.7 0.4 1.5 -17.7 -7.3 -16.0 -5.7 -1.1 6.5 0.6 8.3 0.8 3.4 0.7 -3.0 -20.0 -8.0 -7.9 -20.0 1.3 -15.2 -0.1 -10.1 -1.9 -2.6 4.4 -20.0 -15.3 -2.7 -0.9 -18.2 -20.0 -15.1 -20.0 SOYMEAL -6.6 20.0 11.9 2.7 -9.7 2.2 -3.9 0.3 1.0 -12.1 -7.1 -11.6 -8.1 1.2 3.4 5.4 6.1 1.6 1.9 4.3 -0.6 -13.5 -5.2 -1.9 -20.0 2.8 -3.6 0.9 -1.9 -0.5 1.4 1.1 -3.4 -6.6 18.1 4.8 -20.0 -20.0 -20.0 -20.0 SOYOIL 9.1 -1.3 9.5 2.2 -8.0 1.8 -3.2 0.3 0.8 -9.0 -8.6 0.0 -9.3 -3.8 -5.3 -4.9 -0.8 -6.1 -4.8 -4.4 -7.3 -5.3 -9.1 -2.6 -20.0 -2.5 -5.9 -2.5 -3.4 -2.4 -2.3 -10.6 -12.1 -1.2 -20.0 -8.1 -20.0 -17.8 -5.9 1.3 SP400 -4.0 -6.4 3.4 3.2 -1.7 5.2 -0.9 5.9 1.2 -11.1 13.4 -8.7 13.2 2.7 5.0 -8.6 -5.9 -7.1 -6.3 4.6 11.3 -8.7 13.7 -2.4 -13.2 3.1 -5.2 6.1 -2.8 7.1 -0.0 0.6 -6.7 -8.8 -5.0 0.8 -3.8 -10.9 -3.3 -20.0 SP500_micro 10.4 -1.6 -0.1 3.5 -1.9 5.7 -1.0 6.5 1.3 1.0 17.9 6.5 18.0 14.1 14.3 -12.6 -11.9 -12.6 -12.4 14.9 20.0 4.1 20.0 11.0 -20.0 5.2 0.6 8.1 1.2 10.7 3.4 -10.0 5.1 7.5 3.4 2.7 3.2 -1.3 6.0 -1.2 SUGAR11 -2.6 -13.8 -20.0 3.2 -11.4 2.6 -4.6 0.4 1.2 11.7 -14.9 -7.2 -6.2 -13.2 -14.8 0.3 12.7 3.9 8.3 -20.0 -20.0 -0.4 -10.9 -12.4 -20.0 -5.6 2.2 -5.2 -1.2 -2.7 -4.2 13.0 6.2 -20.0 -20.0 -20.0 20.0 15.3 20.0 20.0 US10 9.8 1.4 -6.4 -1.7 5.1 -2.1 1.4 -2.2 -0.5 8.2 -3.7 2.7 -5.8 1.8 -4.9 -6.4 -7.2 -6.2 -6.8 -3.1 -5.6 5.2 -7.6 0.8 2.7 0.2 7.7 -1.1 4.8 -1.9 2.5 -5.5 9.5 9.4 3.2 1.2 -8.5 -20.0 4.4 2.0 US10U 10.7 1.6 -5.8 -2.6 7.5 -3.1 2.1 -3.3 -0.7 12.2 -5.0 5.3 -8.2 3.6 -7.1 -5.1 -2.2 -4.8 -3.5 -4.2 -8.2 7.9 -11.5 1.6 0.4 0.5 11.6 -1.5 7.3 -2.7 4.0 2.1 13.3 14.3 5.5 3.4 -8.4 -16.9 17.6 9.2 US2 6.5 -4.5 -16.4 -1.7 5.1 -2.1 1.4 -2.2 -0.5 7.9 -8.7 -0.6 -9.6 -3.2 -8.1 -20.0 -20.0 -20.0 -20.0 -8.6 -11.7 2.9 -14.1 -3.1 13.8 -2.4 4.8 -3.1 1.8 -3.3 -0.5 -20.0 1.8 1.1 -4.1 -8.6 -13.5 -20.0 -8.3 -19.8 US20 11.1 2.0 -3.5 -1.8 5.3 -2.2 1.5 -2.3 -0.5 8.6 -0.4 3.9 -3.6 3.5 -3.7 -0.8 -0.7 -0.6 -0.5 -1.6 -4.0 5.7 -6.5 1.9 -1.0 1.5 8.2 0.2 5.6 -1.0 3.7 5.7 12.3 13.4 6.7 6.5 -13.2 -12.5 20.0 14.5 US30 10.8 1.5 -2.6 -2.2 6.3 -2.6 1.7 -2.7 -0.6 10.0 -2.1 4.3 -5.6 3.2 -5.1 -4.1 -4.9 -3.8 -4.6 -2.4 -5.2 5.9 -8.4 1.5 -0.3 1.3 9.9 -0.2 6.5 -1.7 4.0 -1.7 12.1 14.1 6.5 7.8 -18.0 -11.5 9.9 16.5 US5 10.0 0.3 -10.3 -1.8 5.3 -2.2 1.5 -2.3 -0.5 8.7 -7.1 2.0 -8.1 0.6 -6.4 -9.4 -10.1 -9.7 -9.8 -4.7 -7.7 5.2 -9.4 0.1 6.1 -0.7 7.2 -1.9 4.2 -2.3 1.8 -10.5 7.4 7.9 1.0 -2.4 -7.7 -20.0 0.8 -7.2 VIX -5.8 -13.2 6.5 -6.8 -0.6 -7.0 -2.7 -8.3 -5.5 1.6 -20.0 -11.8 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -5.9 -20.0 -16.8 NaN -7.9 -0.9 -8.1 -3.5 -10.0 -6.7 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 7.4 20.0 20.0 3.1 -11.0 2.5 -4.4 0.3 1.1 -13.0 8.8 4.1 -7.6 12.3 12.9 -15.1 -13.8 -16.2 -15.3 19.6 10.5 -0.0 -3.1 15.4 0.9 4.5 -2.5 2.4 0.2 -0.2 3.5 -20.0 -7.8 20.0 20.0 11.9 -10.6 -20.0 -5.5 -20.0 End of report for caleb_strategy_v3