******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240605_204013 produced at 2024-06-05 21:38:05.771279 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 False 0.03 0.00 -0.63 0.0 0.46 -0.46 0.00 -0.03 -22.14 16.0 0 -1 caleb_strategy_v3 EURIBOR-ICE False False 0.08 -0.66 -0.40 0.0 0.82 -0.82 -0.66 -0.66 -4.86 10.0 -8 -8 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.35 0.0 0.00 0.00 0.00 0.00 -9.80 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 -63.77 999999999.0 -51 -52 caleb_strategy_v3 US2 False True 0.06 0.00 -0.22 0.0 0.00 0.00 0.00 0.00 -3.44 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 -10.69 13.0 -9 -9 caleb_strategy_v3 CAD False False 0.02 -0.02 -0.09 0.0 0.66 -0.66 -0.02 -0.02 -4.05 29.0 -1 -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 CORN False False 0.01 -0.07 -0.07 0.0 0.09 -0.09 -0.07 -0.07 -9.75 12.0 -10 -10 caleb_strategy_v3 CHF False False 0.04 -0.22 -0.07 0.0 0.57 -0.57 -0.22 -0.18 -1.64 13.0 -5 -4 caleb_strategy_v3 JPY False False 0.03 -0.05 -0.06 0.0 0.43 -0.43 -0.05 -0.05 -2.52 17.0 -2 -2 caleb_strategy_v3 BOBL False False 0.04 0.00 -0.06 0.0 0.74 -0.74 0.00 0.00 -1.42 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 CANOLA False False 0.00 -0.02 -0.04 0.0 0.15 -0.15 -0.02 -0.03 -14.91 51.0 -6 -11 caleb_strategy_v3 GASOIL False False 0.02 -0.04 -0.04 0.0 0.09 -0.09 -0.04 -0.04 -1.79 4.0 -2 -2 caleb_strategy_v3 DOW False False 0.01 -0.02 -0.04 0.0 0.40 -0.40 -0.02 -0.01 -6.23 66.0 -3 -1 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.03 0.0 0.18 -0.18 0.00 0.00 -0.35 2.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.04 -0.08 -0.03 0.0 0.32 -0.32 -0.08 -0.08 -0.86 8.0 -2 -2 caleb_strategy_v3 SOYBEAN False False 0.02 -0.05 -0.03 0.0 0.12 -0.12 -0.05 -0.05 -1.43 7.0 -3 -3 caleb_strategy_v3 BUND False False 0.04 -0.22 -0.03 0.0 0.44 -0.44 -0.22 -0.22 -0.64 10.0 -5 -5 caleb_strategy_v3 BTP False False 0.04 0.00 -0.03 0.0 0.40 -0.40 0.00 0.00 -0.66 10.0 0 0 caleb_strategy_v3 US5 False False 0.03 -0.10 -0.03 0.0 0.82 -0.82 -0.10 -0.10 -0.93 25.0 -3 -3 caleb_strategy_v3 OAT False False 0.04 0.00 -0.03 0.0 0.42 -0.42 0.00 0.00 -0.75 10.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.01 -0.03 0.0 0.13 -0.13 -0.01 -0.02 -2.42 11.0 -1 -2 caleb_strategy_v3 RUSSELL False False 0.00 -0.03 -0.02 0.0 0.22 -0.22 -0.03 -0.02 -5.25 68.0 -9 -7 caleb_strategy_v3 BUXL False False 0.04 -0.04 -0.02 0.0 0.18 -0.18 -0.04 -0.04 -0.36 4.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.12 -0.12 -0.03 -0.03 -2.49 18.0 -5 -4 caleb_strategy_v3 SOYOIL False False 0.01 -0.02 -0.01 0.0 0.08 -0.08 -0.02 -0.02 -1.84 10.0 -2 -2 caleb_strategy_v3 PALLAD False False 0.03 -0.03 -0.01 0.0 0.06 -0.06 -0.03 -0.03 -0.51 2.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.01 -0.02 -0.01 0.0 0.10 -0.10 -0.02 -0.01 -1.03 9.0 -2 -1 caleb_strategy_v3 GASOLINE False False 0.03 -0.03 -0.01 0.0 999.00 -999.00 -0.03 -0.03 -0.25 999999999.0 -1 -1 caleb_strategy_v3 US10 False False 0.03 0.00 -0.01 0.0 0.58 -0.58 0.00 0.00 -0.16 17.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.02 -0.01 0.0 0.41 -0.41 -0.02 -0.01 -1.28 56.0 -3 -1 caleb_strategy_v3 CRUDE_W False False 0.02 0.00 -0.01 0.0 0.11 -0.11 0.00 0.00 -0.43 5.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 0.00 0.00 0.0 0.06 -0.06 0.00 0.01 1.89 26.0 1 3 caleb_strategy_v3 US30 False False 0.04 0.00 0.00 0.0 0.24 -0.24 0.00 0.04 0.12 6.0 0 1 caleb_strategy_v3 REDWHEAT False False 0.01 0.01 -0.00 0.0 0.09 -0.09 0.01 0.00 -0.10 8.0 1 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.57 2.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.00 0.00 0.0 0.27 -0.27 0.00 0.00 0.39 23.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 0.00 -0.00 0.0 0.10 -0.10 0.00 -0.01 -0.23 9.0 0 -1 caleb_strategy_v3 DX False False 0.03 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.34 999999999.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.14 0.01 0.0 0.53 -0.53 0.14 0.06 1.06 60.0 16 7 caleb_strategy_v3 US20 False True 0.04 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.39 9.0 0 0 caleb_strategy_v3 COFFEE False False 0.03 0.00 0.01 0.0 0.16 -0.16 0.00 0.00 0.27 6.0 0 0 caleb_strategy_v3 PLAT False False 0.02 0.03 0.01 0.0 0.15 -0.15 0.03 0.02 0.84 10.0 2 1 caleb_strategy_v3 MILK False False 0.01 0.00 0.01 0.0 0.06 -0.06 0.00 0.00 0.95 5.0 0 0 caleb_strategy_v3 COCOA False False 0.03 0.00 0.01 0.0 0.71 -0.71 0.00 0.00 0.20 26.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.01 0.01 0.0 0.31 -0.31 0.01 0.03 0.66 23.0 1 2 caleb_strategy_v3 US10U False False 0.04 -0.07 0.01 0.0 0.46 -0.46 -0.07 0.00 0.29 13.0 -2 0 caleb_strategy_v3 SP500_micro False False 0.01 0.05 0.02 0.0 0.40 -0.40 0.05 0.02 1.91 48.0 6 3 caleb_strategy_v3 AUD False False 0.02 0.00 0.02 0.0 0.39 -0.39 0.00 0.02 1.13 19.0 0 1 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.76 999999999.0 0 0 caleb_strategy_v3 CAC True False 0.03 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.86 12.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.04 0.03 0.0 0.06 -0.06 0.04 0.04 1.33 3.0 2 2 caleb_strategy_v3 NIKKEI False False 0.01 -0.05 0.03 0.0 0.28 -0.28 -0.05 -0.02 3.94 36.0 -6 -2 caleb_strategy_v3 EUR False False 0.04 0.04 0.03 0.0 0.59 -0.59 0.04 0.04 0.62 14.0 1 1 caleb_strategy_v3 COPPER False False 0.04 0.07 0.03 0.0 999.00 -999.00 0.07 0.07 0.75 999999999.0 2 2 caleb_strategy_v3 RICE False True 0.01 0.00 0.04 0.0 0.00 0.00 0.00 0.00 3.78 4.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.04 0.0 0.00 0.00 0.00 0.00 20.19 59.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 0.29 0.05 0.0 0.34 -0.34 0.29 0.27 2.69 20.0 17 16 caleb_strategy_v3 NZD False True 0.02 0.00 0.07 0.0 0.00 0.00 0.00 0.00 3.84 21.0 0 0 caleb_strategy_v3 GBP False False 0.02 0.02 0.08 0.0 0.54 -0.54 0.02 0.02 3.18 22.0 1 1 caleb_strategy_v3 DAX False False 0.01 0.05 0.08 0.0 0.36 -0.36 0.05 0.02 13.05 58.0 8 3 caleb_strategy_v3 LIVECOW False False 0.02 0.15 0.10 0.0 0.37 -0.37 0.15 0.18 4.66 17.0 7 8 caleb_strategy_v3 SOFR False True 0.07 0.00 0.14 0.0 0.00 0.00 0.00 0.00 1.94 11.0 0 0 caleb_strategy_v3 SMI False True 0.04 0.00 0.16 0.0 0.00 0.00 0.00 0.00 3.88 9.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 14.9 Shocked risk 42.5 Sum abs risk 44.5 Leverage 4.04 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3234718.44, 'annual_cash_vol_target': 808679.61, 'daily_cash_vol_target': 50542.475625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0038 0.6672 0.5648 9.0361 BITCOIN 1617.6510 71635.0000 2.2582 36.1310 BOBL 0.2607 116.0500 0.2246 3.5943 BTP 0.5757 117.4700 0.4901 7.8410 BUND 0.5290 131.3800 0.4027 6.4427 BUXL 1.2546 131.2400 0.9560 15.2958 CAC 53.8940 8033.5000 0.6709 10.7339 CAD 0.0027 0.7324 0.3691 5.9052 CANOLA 8.3710 640.7000 1.3065 20.9048 CHF 0.0051 1.1326 0.4504 7.2057 COCOA 333.0201 8828.0000 3.7723 60.3571 COFFEE 4.4963 231.0000 1.9465 31.1433 COPPER 0.0787 4.6310 1.6999 27.1978 CORN 5.0438 459.0000 1.0989 17.5818 COTTON2 1.2831 73.5600 1.7443 27.9095 CRUDE_W 0.9724 72.1400 1.3480 21.5678 DAX 127.0910 18666.0000 0.6809 10.8939 DOW 274.2764 38918.0000 0.7048 11.2761 DX 0.3396 103.8800 0.3269 5.2310 EUR 0.0041 1.0929 0.3752 6.0028 EURIBOR-ICE 0.0508 97.3950 0.0521 0.8344 EUROSTX 39.5778 5061.0000 0.7820 12.5122 FEEDCOW 1.8905 256.3250 0.7376 11.8009 GASOIL 10.5645 716.5000 1.4745 23.5914 GASOLINE 0.0373 2.3063 1.6164 25.8626 GAS_US_mini 0.1076 2.8500 3.7752 60.4038 GBP 0.0053 1.2798 0.4153 6.6440 GOLD_micro 21.2035 2375.5000 0.8926 14.2814 HEATOIL 0.0342 2.3423 1.4611 23.3782 JGB-SGX-mini 0.2257 143.2700 0.1576 2.5208 JPY 0.0000 0.0065 0.6652 10.6434 LEANHOG 1.1025 91.5000 1.2049 19.2779 LIVECOW 1.2295 177.9000 0.6911 11.0578 LUMBER-new 7.1063 506.0000 1.4044 22.4704 MILK 0.2876 20.3900 1.4106 22.5691 MXP 0.0006 0.0568 1.0241 16.3862 NASDAQ_micro 146.3184 19286.2500 0.7587 12.1387 NIKKEI 344.9444 38905.0000 0.8866 14.1861 NZD 0.0034 0.6194 0.5528 8.8454 OAT 0.5236 125.5700 0.4170 6.6715 OATIES 7.5151 358.2500 2.0977 33.5637 OJ 7.7607 428.0000 1.8132 29.0118 PALLAD 22.7814 942.0000 2.4184 38.6945 PLAT 17.1247 1002.6000 1.7080 27.3285 REDWHEAT 12.3536 689.2500 1.7923 28.6771 RICE 0.1573 15.5200 1.0133 16.2129 ROBUSTA 78.2194 4327.0000 1.8077 28.9233 RUSSELL 20.7872 2067.8000 1.0053 16.0845 SHATZ 0.0764 105.4350 0.0725 1.1598 SILVER-mini 0.5702 30.3625 1.8779 30.0462 SMI 79.4018 12169.0000 0.6525 10.4399 SOFR 0.0640 96.2900 0.0665 1.0632 SOYBEAN 10.4012 1150.0000 0.9045 14.4713 SOYMEAL 4.7392 350.6000 1.3517 21.6279 SOYOIL 0.6950 43.5000 1.5977 25.5627 SP400 25.5553 2959.2000 0.8636 13.8174 SP500_micro 33.0110 5360.7500 0.6158 9.8527 SUGAR11 0.2896 19.0600 1.5194 24.3105 US10 0.3892 110.2812 0.3529 5.6467 US10U 0.5196 114.0156 0.4558 7.2921 US2 0.0946 102.1836 0.0926 1.4809 US20 0.7722 119.2188 0.6477 10.3633 US30 1.1559 126.7812 0.9117 14.5875 US5 0.2477 106.7266 0.2321 3.7140 VIX 0.3913 15.0000 2.6087 41.7389 WHEAT 11.1697 693.7500 1.6100 25.7607 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 667.20 0.56 376.81 1.00 376.81 50542.48 134.13 3.24 43.47 BITCOIN 71.64 2.26 161.77 1.00 161.77 50542.48 312.44 5.97 186.49 BOBL 1160.50 0.22 260.70 1.09 284.24 50542.48 177.82 -7.90 -140.53 BTP 1174.70 0.49 575.68 1.09 627.66 50542.48 80.53 -2.42 -19.49 BUND 1313.80 0.40 529.03 1.09 576.80 50542.48 87.63 -7.24 -63.46 BUXL 1312.40 0.96 1254.64 1.09 1367.93 50542.48 36.95 -9.57 -35.37 CAC 803.35 0.67 538.94 1.09 587.61 50542.48 86.01 2.95 25.35 CAD 732.40 0.37 270.31 1.00 270.31 50542.48 186.98 -8.34 -155.96 CANOLA 128.14 1.31 167.42 0.73 122.65 50542.48 412.08 -14.87 -612.95 CHF 1415.75 0.45 637.59 1.00 637.59 50542.48 79.27 -7.98 -63.27 COCOA 882.80 3.77 3330.20 1.00 3330.20 50542.48 15.18 6.02 9.14 COFFEE 866.25 1.95 1686.12 1.00 1686.12 50542.48 29.98 7.57 22.69 COPPER 1157.75 1.70 1968.02 1.00 1968.02 50542.48 25.68 2.70 6.94 CORN 229.50 1.10 252.19 1.00 252.19 50542.48 200.42 -20.00 -400.83 COTTON2 367.80 1.74 641.57 1.00 641.57 50542.48 78.78 -14.33 -112.91 CRUDE_W 721.40 1.35 972.44 1.00 972.44 50542.48 51.98 -0.77 -4.01 DAX 186.66 0.68 127.09 1.09 138.57 50542.48 364.75 10.49 382.70 DOW 194.59 0.70 137.14 1.00 137.14 50542.48 368.55 -7.28 -268.23 DX 1038.80 0.33 339.62 1.00 339.62 50542.48 148.82 0.87 12.94 EUR 1366.12 0.38 512.53 1.00 512.53 50542.48 98.61 2.44 24.02 EURIBOR-ICE 2434.88 0.05 126.98 1.09 138.44 50542.48 365.07 -3.90 -142.37 EUROSTX 506.10 0.78 395.78 1.09 431.52 50542.48 117.13 6.74 78.94 FEEDCOW 1281.62 0.74 945.27 1.00 945.27 50542.48 53.47 -4.84 -25.90 GASOIL 716.50 1.47 1056.45 1.00 1056.45 50542.48 47.84 -8.62 -41.23 GASOLINE 968.65 1.62 1565.73 1.00 1565.73 50542.48 32.28 -1.76 -5.69 GAS_US_mini 71.25 3.78 268.99 1.00 268.99 50542.48 187.90 0.93 17.46 GBP 799.88 0.42 332.15 1.00 332.15 50542.48 152.17 8.04 122.37 GOLD_micro 237.55 0.89 212.03 1.00 212.03 50542.48 238.37 -1.58 -37.67 HEATOIL 983.77 1.46 1437.42 1.00 1437.42 50542.48 35.16 -17.11 -60.14 JGB-SGX-mini 143270.00 0.16 22572.22 0.01 144.63 50542.48 349.46 -5.85 -204.42 JPY 813.12 0.67 540.90 1.00 540.90 50542.48 93.44 -10.40 -97.18 LEANHOG 366.00 1.20 440.98 1.00 440.98 50542.48 114.61 -15.34 -175.87 LIVECOW 711.60 0.69 491.80 1.00 491.80 50542.48 102.77 13.69 140.65 LUMBER-new 139.15 1.40 195.42 1.00 195.42 50542.48 258.63 -20.00 -517.26 MILK 407.80 1.41 575.23 1.00 575.23 50542.48 87.86 5.04 44.29 MXP 283.85 1.02 290.70 1.00 290.70 50542.48 173.86 0.42 7.25 NASDAQ_micro 385.72 0.76 292.64 1.00 292.64 50542.48 172.71 0.96 16.57 NIKKEI 38905.00 0.89 34494.44 0.01 221.02 50542.48 228.68 1.59 36.39 NZD 619.35 0.55 342.40 1.00 342.40 50542.48 147.61 10.03 148.07 OAT 1255.70 0.42 523.59 1.09 570.86 50542.48 88.54 -2.49 -22.09 OATIES 179.12 2.10 375.76 1.00 375.76 50542.48 134.51 -1.73 -23.28 OJ 642.00 1.81 1164.10 1.00 1164.10 50542.48 43.42 14.29 62.05 PALLAD 942.00 2.42 2278.14 1.00 2278.14 50542.48 22.19 -6.79 -15.07 PLAT 501.30 1.71 856.24 1.00 856.24 50542.48 59.03 4.15 24.50 REDWHEAT 344.62 1.79 617.68 1.00 617.68 50542.48 81.83 -0.94 -7.70 RICE 310.40 1.01 314.53 1.00 314.53 50542.48 160.69 9.66 155.19 ROBUSTA 432.70 1.81 782.19 1.00 782.19 50542.48 64.62 8.77 56.69 RUSSELL 103.39 1.01 103.94 1.00 103.94 50542.48 486.29 -3.26 -158.48 SHATZ 1054.35 0.07 76.42 1.09 83.33 50542.48 606.57 -15.94 -966.66 SILVER-mini 759.06 1.88 1425.43 1.00 1425.43 50542.48 35.46 6.32 22.42 SMI 1216.90 0.65 794.02 1.12 887.47 50542.48 56.95 20.00 113.90 SOFR 2407.25 0.07 159.97 1.00 159.97 50542.48 315.96 1.01 31.91 SOYBEAN 575.00 0.90 520.06 1.00 520.06 50542.48 97.19 -15.77 -153.25 SOYMEAL 350.60 1.35 473.92 1.00 473.92 50542.48 106.65 -10.36 -110.44 SOYOIL 261.00 1.60 416.99 1.00 416.99 50542.48 121.21 -16.35 -198.12 SP400 2959.20 0.86 2555.53 1.00 2555.53 50542.48 19.78 -5.30 -10.48 SP500_micro 268.04 0.62 165.06 1.00 165.06 50542.48 306.22 2.68 82.19 SUGAR11 213.47 1.52 324.35 1.00 324.35 50542.48 155.83 -7.51 -117.06 US10 1102.81 0.35 389.20 1.00 389.20 50542.48 129.86 -0.97 -12.58 US10U 1140.16 0.46 519.63 1.00 519.63 50542.48 97.27 2.32 22.58 US2 2043.67 0.09 189.15 1.00 189.15 50542.48 267.20 -10.17 -271.70 US20 1192.19 0.65 772.18 1.00 772.18 50542.48 65.45 4.74 31.00 US30 1267.81 0.91 1155.89 1.00 1155.89 50542.48 43.73 2.16 9.43 US5 1067.27 0.23 247.74 1.00 247.74 50542.48 204.02 -3.61 -73.60 VIX 150.00 2.61 391.30 1.00 391.30 50542.48 129.16 -20.00 -258.33 WHEAT 346.88 1.61 558.48 1.00 558.48 50542.48 90.50 -1.88 -17.02 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 43.465 0.010 2.5 1.128 BITCOIN 186.493 0.043 2.5 20.195 BOBL -140.526 0.004 2.5 -1.425 BTP -19.488 0.014 2.5 -0.665 BUND -63.463 0.004 2.5 -0.644 BUXL -35.368 0.004 2.5 -0.359 CAC 25.346 0.014 2.5 0.865 CAD -155.959 0.010 2.5 -4.047 CANOLA -612.948 0.010 2.5 -14.912 CHF -63.271 0.010 2.5 -1.642 COCOA 9.138 0.009 2.5 0.196 COFFEE 22.695 0.005 2.5 0.265 COPPER 6.939 0.043 2.5 0.751 CORN -400.830 0.010 2.5 -9.752 COTTON2 -112.910 0.009 2.5 -2.418 CRUDE_W -4.008 0.043 2.5 -0.434 DAX 382.700 0.014 2.5 13.053 DOW -268.228 0.009 2.5 -6.234 DX 12.941 0.010 2.5 0.336 EUR 24.020 0.010 2.5 0.623 EURIBOR-ICE -142.371 0.014 2.5 -4.856 EUROSTX 78.943 0.014 2.5 2.693 FEEDCOW -25.897 0.013 2.5 -0.858 GASOIL -41.230 0.017 2.5 -1.787 GASOLINE -5.692 0.017 2.5 -0.247 GAS_US_mini 17.464 0.043 2.5 1.891 GBP 122.374 0.010 2.5 3.175 GOLD_micro -37.671 0.014 2.5 -1.285 HEATOIL -60.145 0.017 2.5 -2.607 JGB-SGX-mini -204.424 0.043 2.5 -22.136 JPY -97.175 0.010 2.5 -2.521 LEANHOG -175.867 0.024 2.5 -10.688 LIVECOW 140.652 0.013 2.5 4.661 LUMBER-new -517.264 0.009 2.5 -11.073 MILK 44.285 0.009 2.5 0.948 MXP 7.247 0.059 2.5 1.064 NASDAQ_micro 16.567 0.009 2.5 0.385 NIKKEI 36.387 0.043 2.5 3.940 NZD 148.067 0.010 2.5 3.842 OAT -22.087 0.014 2.5 -0.753 OATIES -23.280 0.010 2.5 -0.566 OJ 62.053 0.009 2.5 1.329 PALLAD -15.070 0.014 2.5 -0.514 PLAT 24.500 0.014 2.5 0.836 REDWHEAT -7.699 0.005 2.5 -0.102 RICE 155.195 0.010 2.5 3.776 ROBUSTA 56.687 0.005 2.5 0.662 RUSSELL -158.484 0.013 2.5 -5.252 SHATZ -966.659 0.004 2.5 -9.802 SILVER-mini 22.424 0.014 2.5 0.765 SMI 113.902 0.014 2.5 3.885 SOFR 31.913 0.024 2.5 1.939 SOYBEAN -153.248 0.004 2.5 -1.425 SOYMEAL -110.441 0.004 2.5 -1.027 SOYOIL -198.123 0.004 2.5 -1.844 SP400 -10.481 0.013 2.5 -0.347 SP500_micro 82.186 0.009 2.5 1.910 SUGAR11 -117.057 0.009 2.5 -2.489 US10 -12.576 0.005 2.5 -0.159 US10U 22.576 0.005 2.5 0.286 US2 -271.705 0.005 2.5 -3.443 US20 30.999 0.005 2.5 0.393 US30 9.429 0.005 2.5 0.119 US5 -73.598 0.005 2.5 -0.933 VIX -258.330 0.099 2.5 -63.766 WHEAT -17.022 0.005 2.5 -0.226 ===================== Position diags ===================== AUD 3.48 BITCOIN 33.83 BOBL 1.80 BTP 2.75 BUND 0.89 BUXL 0.37 CAC 2.93 CAD 4.85 CANOLA 10.03 CHF 2.06 COCOA 0.33 COFFEE 0.35 COPPER 2.78 CORN 4.88 COTTON2 1.69 CRUDE_W 5.63 DAX 12.44 DOW 8.57 DX 3.86 EUR 2.56 EURIBOR-ICE 12.45 EUROSTX 4.00 FEEDCOW 1.77 GASOIL 2.07 GASOLINE 1.40 GAS_US_mini 20.35 GBP 3.95 GOLD_micro 8.13 HEATOIL 1.52 JGB-SGX-mini 37.84 JPY 2.42 LEANHOG 6.97 LIVECOW 3.41 LUMBER-new 5.54 MILK 1.88 MXP 25.52 NASDAQ_micro 4.01 NIKKEI 24.76 NZD 3.83 OAT 3.02 OATIES 3.27 OJ 0.93 PALLAD 0.76 PLAT 2.01 REDWHEAT 1.09 RICE 3.91 ROBUSTA 0.75 RUSSELL 16.11 SHATZ 6.15 SILVER-mini 1.21 SMI 1.94 SOFR 19.20 SOYBEAN 0.90 SOYMEAL 0.99 SOYOIL 1.13 SP400 0.66 SP500_micro 7.12 SUGAR11 3.31 US10 1.65 US10U 1.23 US2 3.39 US20 0.83 US30 0.55 US5 2.59 VIX 31.88 WHEAT 1.20 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 1.1 0.8 1.5 0.0 0 BITCOIN 20.2 16.8 23.6 0.0 0 BOBL -1.4 -1.6 -1.2 0.0 0 BTP -0.7 -0.9 -0.4 0.0 0 BUND -0.6 -0.7 -0.6 -5.0 -5 BUXL -0.4 -0.4 -0.3 -1.0 -1 CAC 0.9 0.6 1.2 0.0 0 CAD -4.0 -4.5 -3.6 -1.0 -1 CANOLA -14.9 -15.9 -13.9 -6.0 -6 CHF -1.6 -1.8 -1.4 -5.0 -5 COCOA 0.2 0.2 0.2 0.0 0 COFFEE 0.3 0.2 0.3 0.0 0 COPPER 0.8 0.5 1.0 2.0 2 CORN -9.8 -10.2 -9.3 -10.0 -10 COTTON2 -2.4 -2.6 -2.2 -1.0 -1 CRUDE_W -0.4 -1.0 0.1 0.0 0 DAX 13.1 11.8 14.3 8.0 8 DOW -6.2 -7.1 -5.4 -3.0 -3 DX 0.3 -0.1 0.7 NaN 0 EUR 0.6 0.4 0.9 1.0 1 EURIBOR-ICE -4.9 -6.1 -3.6 -8.0 -8 EUROSTX 2.7 2.3 3.1 17.0 17 FEEDCOW -0.9 -1.0 -0.7 -2.0 -2 GASOIL -1.8 -2.0 -1.6 -2.0 -2 GASOLINE -0.2 -0.4 -0.1 -1.0 -1 GAS_US_mini 1.9 -0.1 3.9 1.0 1 GBP 3.2 2.8 3.6 1.0 1 GOLD_micro -1.3 -2.1 -0.5 -3.0 -3 HEATOIL -2.6 -2.8 -2.5 -2.0 -2 JGB-SGX-mini -22.1 -25.9 -18.4 0.0 0 JPY -2.5 -2.8 -2.3 -2.0 -2 LEANHOG -10.7 -11.4 -10.0 -9.0 -9 LIVECOW 4.7 4.3 5.0 7.0 7 LUMBER-new -11.1 -11.6 -10.5 NaN 0 MILK 0.9 0.8 1.1 NaN 0 MXP 1.1 -1.5 3.6 16.0 16 NASDAQ_micro 0.4 -0.0 0.8 0.0 0 NIKKEI 3.9 1.5 6.4 -6.0 -6 NZD 3.8 3.5 4.2 0.0 0 OAT -0.8 -1.1 -0.5 0.0 0 OATIES -0.6 -0.9 -0.2 NaN 0 OJ 1.3 1.2 1.4 2.0 2 PALLAD -0.5 -0.6 -0.4 -1.0 -1 PLAT 0.8 0.6 1.0 2.0 2 REDWHEAT -0.1 -0.2 0.0 1.0 1 RICE 3.8 3.4 4.2 NaN 0 ROBUSTA 0.7 0.6 0.7 1.0 1 RUSSELL -5.3 -6.9 -3.6 -9.0 -9 SHATZ -9.8 -10.4 -9.2 NaN 0 SILVER-mini 0.8 0.6 0.9 0.0 0 SMI 3.9 3.7 4.1 0.0 0 SOFR 1.9 0.0 3.9 NaN 0 SOYBEAN -1.4 -1.5 -1.3 -3.0 -3 SOYMEAL -1.0 -1.1 -0.9 -2.0 -2 SOYOIL -1.8 -2.0 -1.7 -2.0 -2 SP400 -0.3 -0.4 -0.3 0.0 0 SP500_micro 1.9 1.2 2.6 6.0 6 SUGAR11 -2.5 -2.8 -2.2 -5.0 -5 US10 -0.2 -0.3 0.0 0.0 0 US10U 0.3 0.2 0.4 -2.0 -2 US2 -3.4 -3.8 -3.1 NaN 0 US20 0.4 0.3 0.5 0.0 0 US30 0.1 0.1 0.2 0.0 0 US5 -0.9 -1.2 -0.7 -3.0 -3 VIX -63.8 -67.0 -60.6 -51.0 -51 WHEAT -0.2 -0.3 -0.1 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 -0.1 -0.1 0.3 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 0.2 0.4 0.2 0.7 0.2 0.1 -0.1 -0.1 -0.1 -0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 0.1 0.4 0.1 0.6 0.1 -0.2 0.5 0.6 -0.2 0.6 -0.4 -0.1 0.3 0.1 BOBL -0.0 -0.3 -0.4 -0.0 0.1 -0.0 0.0 -0.1 0.0 0.1 -0.2 -0.0 -0.2 -0.1 -0.1 -0.0 -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 -0.2 -0.2 -0.2 -0.1 -0.7 -0.6 -0.1 -0.3 BTP -0.1 -0.2 -0.1 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 0.2 -0.0 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 0.1 0.1 0.0 0.2 -0.0 0.9 -0.3 -0.2 0.0 0.5 -0.4 -0.3 0.3 0.1 BUND -0.0 -0.2 -0.3 -0.0 0.1 -0.1 0.0 -0.1 0.0 0.1 -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 -0.0 0.2 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.1 -0.2 -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 0.1 -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 -0.3 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.2 -0.3 -0.2 0.2 -0.7 -0.7 -0.4 -0.2 CAC -0.4 -0.3 0.1 0.1 0.0 0.2 0.0 0.3 0.0 -0.0 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 -0.0 0.3 -0.1 0.4 -0.0 0.8 -0.4 -0.6 0.2 0.5 -0.3 0.2 -0.5 0.4 CAD 0.1 0.0 -0.2 0.0 0.1 -0.0 0.1 0.0 0.1 0.0 -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 -0.3 -0.4 -0.2 -0.3 -0.2 -0.4 -0.1 -0.2 CANOLA -0.1 0.5 0.6 0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.1 -0.1 -0.1 -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 -0.2 -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 0.1 -0.5 0.1 -0.5 0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.2 0.2 -0.4 0.1 0.4 -0.0 0.1 -0.2 0.1 -0.2 0.0 -1.1 0.5 0.1 -0.0 -0.6 0.1 -0.5 0.2 -0.4 COCOA 0.1 -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 0.4 0.1 -0.1 0.6 0.3 0.1 0.4 0.3 COFFEE 0.5 -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 0.4 0.6 0.6 0.6 0.1 -0.5 0.5 -0.2 COPPER -0.6 -0.0 0.6 0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 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 -0.1 0.1 0.6 0.5 -0.3 -0.1 0.3 0.2 CORN -0.4 0.3 0.5 0.0 -0.1 0.1 -0.1 0.0 -0.0 -0.2 -0.2 -0.2 -0.6 -0.1 0.0 -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 -0.1 -1.1 -0.4 -0.5 -0.1 -0.2 -0.7 -0.7 -0.7 -0.0 COTTON2 0.1 -0.6 -0.6 0.0 -0.1 0.0 -0.1 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 -0.3 -0.6 -0.2 -0.2 -0.4 0.3 -0.0 CRUDE_W -0.3 -0.6 0.0 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.2 0.1 -0.2 0.5 -0.2 -0.1 0.2 0.2 0.3 0.3 -0.1 0.0 -0.2 0.3 -0.2 -0.7 -0.1 -0.1 -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 -0.2 -0.1 0.2 0.0 0.0 0.2 0.0 0.3 0.0 -0.0 0.5 -0.1 0.7 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 -0.0 0.5 0.0 1.8 0.1 -0.0 0.3 -0.0 0.4 0.0 -0.5 -0.2 -0.2 0.2 0.6 0.0 0.2 -0.1 0.4 DOW -0.2 -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 -0.3 DX -0.5 -0.2 0.2 0.0 0.1 -0.0 0.1 0.0 0.1 -0.1 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 -0.5 -0.6 0.2 0.6 0.1 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 -0.0 0.2 0.2 0.3 -0.7 -0.6 -0.5 -0.5 EURIBOR-ICE 0.0 -0.4 -0.6 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.1 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.0 -0.0 1.6 -0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.2 -0.2 -0.1 -0.7 -0.7 0.1 0.3 EUROSTX -0.3 -0.3 0.1 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 0.1 0.2 -0.0 0.5 0.0 -0.3 0.1 0.0 0.3 -0.0 0.5 0.0 0.4 0.0 -0.3 0.2 0.6 -0.5 0.2 -0.7 0.3 FEEDCOW 0.4 0.1 -0.3 0.0 -0.2 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 -0.1 -0.0 0.0 -0.9 -0.0 -0.1 -0.0 -0.1 0.1 -0.0 -1.1 -0.5 -0.0 0.0 -0.4 0.5 0.7 0.7 0.7 GASOIL -0.2 -0.6 -0.2 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.2 0.0 -0.2 0.5 -0.2 -0.2 -0.1 0.3 0.0 0.2 -0.2 -0.0 -0.2 0.2 -0.2 0.9 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 0.0 0.1 0.0 -0.3 -0.4 -0.6 -0.4 -0.7 -0.7 GASOLINE -0.4 -0.6 0.1 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 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 -0.3 -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 -0.0 -0.3 -0.0 -0.5 0.1 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 0.3 0.6 0.6 -0.2 -0.2 -0.2 -0.4 -0.4 GBP 0.6 0.3 -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 0.1 0.2 0.1 0.2 0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.6 0.6 0.5 -0.4 -0.6 -0.4 -0.3 GOLD_micro -0.4 -0.2 0.6 0.0 -0.0 0.1 -0.0 0.0 -0.0 0.0 0.3 -0.1 0.3 -0.0 0.1 -0.2 -0.3 -0.3 -0.3 0.1 0.1 -0.0 0.3 0.0 -0.4 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.8 0.1 -0.0 0.0 0.6 -0.2 -0.4 0.1 -0.2 HEATOIL -0.3 -0.6 -0.2 -0.0 -0.1 -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 0.0 -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 -0.6 -0.0 0.1 -0.1 0.0 -0.1 0.0 0.1 -0.1 -0.0 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 -0.1 -0.6 -0.6 -0.3 -0.6 -0.2 -0.0 0.5 JPY 0.1 0.2 -0.1 0.0 0.0 -0.0 0.0 0.0 0.0 0.0 -0.3 -0.0 -0.4 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 0.0 -0.4 -0.1 2.7 -0.0 0.0 -0.1 0.0 -0.2 -0.0 -1.1 -0.1 -0.4 -0.5 -0.5 -0.7 -0.4 -0.6 -0.3 LEANHOG -0.6 -0.6 0.3 0.0 -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 -0.1 -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 -0.2 -0.4 -0.3 -0.2 0.3 LIVECOW 0.5 0.2 -0.0 0.0 -0.2 0.1 -0.1 0.0 -0.0 -0.2 0.2 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 0.0 -0.1 0.1 -0.0 0.2 0.0 0.9 -0.2 0.6 0.4 0.3 0.5 0.7 0.7 0.7 LUMBER-new -0.1 -0.7 -0.6 0.0 -0.2 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 0.3 0.6 0.6 0.0 -0.1 0.1 -0.1 0.0 -0.0 0.0 0.1 0.1 -0.3 0.1 0.1 0.1 -0.4 -0.2 -0.4 0.2 0.1 0.1 -0.2 0.2 2.2 0.1 0.0 0.0 0.0 -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 -0.5 -0.6 0.0 0.0 -0.0 0.1 0.0 0.0 -0.1 0.3 -0.1 0.5 -0.1 0.0 0.3 0.3 0.3 0.3 -0.0 0.0 -0.2 0.3 -0.1 -2.7 -0.0 -0.1 0.1 -0.1 0.2 -0.1 1.1 -0.5 -0.6 -0.6 0.5 0.7 0.7 0.7 0.7 NASDAQ_micro 0.5 0.1 -0.2 0.0 0.0 0.1 0.0 0.2 0.0 0.1 0.4 0.1 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.1 0.5 0.1 -2.7 0.0 0.1 0.1 0.0 0.3 0.0 -0.4 0.2 0.4 0.2 -0.2 -0.0 0.1 -0.1 0.1 NIKKEI 0.1 -0.4 -0.1 0.0 0.0 0.2 0.0 0.2 0.0 0.1 0.3 0.1 0.6 0.0 0.0 0.1 0.2 0.1 0.1 0.0 0.2 0.0 0.5 0.0 -2.4 0.0 0.0 0.2 0.0 0.5 0.0 1.1 0.2 -0.2 -0.4 -0.0 -0.2 -0.2 -0.2 -0.4 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 0.6 0.6 0.2 -0.0 -0.2 0.1 0.2 OAT -0.0 -0.2 -0.3 -0.0 0.1 -0.1 0.0 -0.1 0.0 0.1 -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 -0.0 0.3 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.9 -0.2 -0.2 -0.1 0.1 -0.7 -0.6 0.1 -0.1 OATIES -0.4 0.6 0.4 0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.1 -0.0 -0.1 -0.3 0.0 0.0 0.0 0.0 0.1 0.1 0.0 0.0 -0.0 -0.1 0.0 -2.7 0.0 -0.0 0.0 -0.0 -0.0 0.0 0.0 0.2 0.1 0.6 0.1 -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 0.1 0.2 0.3 0.3 0.2 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 0.9 -0.4 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 -0.0 -0.1 -0.1 -0.3 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -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 0.1 0.4 0.4 0.0 -0.0 0.1 -0.0 0.0 -0.0 -0.1 0.1 -0.1 -0.1 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.1 0.1 0.0 1.2 0.0 -0.0 0.1 -0.0 0.0 0.0 0.1 -0.0 0.1 0.3 0.0 -0.7 -0.3 0.1 0.2 REDWHEAT 0.2 0.6 0.6 0.0 -0.1 0.1 -0.1 0.0 -0.0 -0.1 0.2 0.0 -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 0.1 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 0.1 -1.6 0.0 -0.0 0.1 0.0 0.1 0.0 1.1 0.2 0.3 0.6 -0.1 -0.2 -0.2 -0.2 -0.0 ROBUSTA 0.6 -0.6 -0.2 0.0 -0.1 0.0 -0.0 0.0 -0.0 0.1 0.2 0.1 0.3 0.1 0.1 0.3 0.4 0.4 0.4 0.1 0.1 0.2 0.4 0.2 -2.7 0.0 0.0 0.1 0.0 0.2 0.0 1.1 0.5 0.6 0.6 0.6 -0.1 -0.4 0.2 0.1 RUSSELL 0.0 0.0 0.0 0.0 0.0 0.1 0.0 0.2 0.0 0.0 0.3 -0.1 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 -0.1 -0.3 -0.1 -0.3 -0.1 -0.7 -0.1 -0.7 SHATZ 0.1 -0.3 -0.6 -0.0 0.1 -0.0 0.0 -0.1 0.0 0.1 -0.2 -0.0 -0.3 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 0.0 -0.3 -0.1 1.0 -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 0.2 0.2 0.6 0.0 -0.0 0.1 -0.0 0.0 -0.0 -0.1 0.2 0.0 0.2 0.1 0.1 -0.1 -0.1 -0.1 -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 0.4 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 0.2 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 0.1 0.2 0.1 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 0.1 -0.2 0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 0.1 -0.2 0.1 -0.4 0.0 0.1 -0.0 0.1 -0.0 0.0 0.3 0.2 0.4 0.2 0.0 -0.1 -0.7 0.4 -0.0 SOYBEAN -0.3 0.4 0.3 0.0 -0.1 0.1 -0.1 0.0 -0.0 -0.2 -0.2 -0.2 -0.2 -0.1 0.0 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 -0.6 -0.1 -0.0 -0.6 -0.7 -0.5 -0.7 SOYMEAL -0.3 0.6 0.4 0.0 -0.1 0.1 -0.1 0.0 -0.0 -0.1 -0.2 -0.1 -0.3 0.0 0.0 0.1 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 -0.0 -0.2 0.6 0.2 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.2 -0.1 0.3 0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.1 -0.2 -0.0 -0.3 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.0 -2.7 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.6 -0.3 -0.1 -0.6 -0.3 -0.7 -0.6 -0.2 0.0 SP400 -0.2 -0.2 0.1 0.0 0.0 0.1 0.0 0.2 0.0 -0.0 0.4 -0.1 0.5 0.0 0.0 -0.2 -0.1 -0.1 -0.1 0.0 0.1 -0.1 0.4 -0.0 -1.7 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 0.0 -0.0 0.0 0.0 0.2 0.0 0.2 0.0 0.1 0.5 0.1 0.7 0.2 0.2 -0.3 -0.2 -0.3 -0.2 0.2 0.2 0.1 0.5 0.1 -2.7 0.1 0.1 0.2 0.0 0.4 0.0 -0.5 0.1 0.3 0.1 0.1 0.1 -0.0 0.2 -0.0 SUGAR11 -0.0 -0.4 -0.6 0.0 -0.1 0.1 -0.1 0.0 -0.0 0.1 -0.4 -0.0 -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 0.5 -0.6 -0.6 -0.6 0.7 0.5 0.7 0.7 US10 0.3 0.1 -0.2 -0.0 0.1 -0.1 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.2 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -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 0.2 0.1 US10U 0.4 0.1 -0.2 -0.0 0.1 -0.1 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.3 0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.1 -0.3 0.1 0.1 0.0 0.1 -0.0 0.1 -0.1 0.1 0.1 0.3 0.5 0.2 0.1 -0.3 -0.6 0.6 0.3 US2 0.3 -0.1 -0.5 -0.0 0.1 -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 0.1 -0.4 -0.0 1.8 -0.0 0.1 -0.1 0.0 -0.1 0.0 -1.1 0.1 0.1 -0.1 -0.3 -0.4 -0.7 -0.3 -0.7 US20 0.4 0.1 -0.1 -0.0 0.1 -0.1 0.0 -0.1 0.0 0.1 -0.0 0.1 -0.1 0.1 -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 0.5 0.2 0.2 -0.4 -0.4 0.7 0.5 US30 0.4 0.1 -0.1 -0.0 0.1 -0.1 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.2 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 0.1 0.0 0.1 -0.0 0.1 -0.1 0.3 0.5 0.2 0.3 -0.6 -0.4 0.3 0.5 US5 0.4 0.1 -0.3 -0.0 0.1 -0.1 0.0 -0.1 0.0 0.1 -0.2 0.1 -0.3 0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 -0.1 0.1 -0.3 0.0 0.8 -0.0 0.1 -0.0 0.1 -0.1 0.0 -0.5 0.2 0.3 0.1 -0.1 -0.2 -0.7 0.0 -0.2 VIX -0.3 -0.8 0.3 -0.1 -0.0 -0.3 -0.1 -0.5 -0.1 -0.2 -0.9 -0.3 -1.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.1 -0.9 -0.3 NaN -0.1 -0.0 -0.4 -0.1 -0.6 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT 0.1 0.6 0.6 0.0 -0.1 0.1 -0.1 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 -0.1 -0.1 0.1 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 5.4 10.4 3.7 1.0 6.0 -0.6 6.2 1.0 4.4 7.5 -0.5 3.1 -6.9 13.5 12.0 -2.6 -2.8 -2.7 -2.7 6.9 2.7 4.7 -2.5 7.5 3.5 4.5 1.8 2.4 2.8 -0.3 4.4 -0.3 -6.1 -3.8 10.5 10.2 -5.7 -7.2 -0.7 -0.1 BITCOIN 12.9 -5.9 8.7 2.9 -7.9 4.1 -8.2 2.6 -2.6 19.3 16.5 19.8 18.2 14.2 12.0 -7.1 -7.3 -7.4 -7.6 15.3 20.0 16.6 20.0 14.6 -20.0 7.3 6.6 13.0 5.6 16.1 5.3 -3.6 20.0 20.0 -4.8 20.0 -13.2 -2.5 8.0 2.4 BOBL -0.6 -8.4 -11.4 -1.2 6.0 -1.7 2.8 -1.9 0.4 7.2 -7.4 -2.6 -5.6 -6.1 -7.8 -1.0 -5.6 3.4 -1.7 -7.3 -7.1 0.0 -6.2 -4.9 4.4 -2.9 3.2 -2.4 0.1 -1.9 -2.1 -0.3 -6.7 -7.5 -6.6 -3.1 -20.0 -16.9 -1.7 -10.3 BTP -2.2 -6.1 -4.1 -2.0 10.0 -2.9 4.7 -3.2 0.7 10.4 9.1 -2.4 9.4 -2.5 -6.0 3.6 5.7 4.3 4.7 -1.5 3.0 0.8 6.1 -2.4 -20.0 -0.3 7.2 3.6 0.6 5.7 -1.8 16.2 -12.2 -5.7 1.0 16.3 -12.7 -10.3 9.7 2.5 BUND -0.7 -7.2 -7.8 -1.3 6.5 -1.9 3.1 -2.1 0.4 7.9 -4.5 -1.7 -2.9 -5.5 -7.6 -5.0 -1.4 -6.6 -4.8 -5.7 -4.9 0.6 -4.4 -3.9 1.7 -2.5 4.7 -1.5 0.3 -1.0 -2.2 2.0 -7.0 -6.6 -4.3 2.0 -20.0 -19.4 0.4 -9.8 BUXL -2.4 -7.9 -4.2 -1.6 8.0 -2.3 3.7 -2.6 0.5 9.3 -2.8 -2.2 -3.1 -6.8 -8.7 -6.7 -3.4 -6.9 -5.4 -6.3 -4.8 0.1 -5.2 -5.1 -2.2 -2.5 5.4 -0.8 -0.2 -0.6 -2.9 -0.6 -9.1 -10.0 -4.8 6.7 -20.0 -20.0 -11.2 -7.5 CAC -11.8 -8.2 3.8 4.9 3.8 7.7 1.1 8.7 2.5 -4.9 20.0 -11.8 20.0 1.5 14.3 -6.0 1.4 2.8 3.2 8.9 20.0 -10.1 20.0 -3.9 -13.5 5.4 -1.2 10.8 -5.1 12.0 -1.5 14.7 -15.9 -17.1 5.8 14.2 -7.9 7.1 -14.5 10.5 CAD 4.5 1.5 -5.7 1.2 7.1 -0.7 7.4 1.2 5.3 3.1 -13.3 0.2 -12.9 3.1 -8.9 -3.3 -2.5 -3.0 -2.7 -5.5 -8.3 -1.4 -8.8 -1.6 -0.9 -3.8 -3.5 -5.4 -1.4 -5.7 -1.5 0.0 -13.4 -12.0 -6.6 -8.7 -4.7 -10.6 -1.8 -6.7 CANOLA -2.8 15.0 20.0 1.7 -8.8 1.6 -4.7 0.2 -0.3 -9.6 -2.8 -6.0 -7.0 2.1 6.8 -15.0 -9.2 -15.3 -13.8 2.6 -0.9 -13.5 -7.3 -2.3 -20.0 0.6 -10.4 -0.8 -6.3 -3.7 -1.6 -20.0 -17.2 -7.1 -3.4 4.2 -17.7 -16.2 -2.6 -4.4 CHF 15.5 7.2 -20.0 1.0 6.1 -0.6 6.3 1.1 4.5 14.6 -18.0 13.1 -14.4 5.3 -13.5 -17.0 -16.3 -16.8 -16.4 -9.0 -18.0 20.0 -14.0 8.3 3.2 -3.0 13.3 -6.1 10.7 -4.4 3.7 -20.0 20.0 2.7 -0.1 -20.0 2.7 -15.6 7.1 -12.5 COCOA 2.3 -20.0 -3.9 1.0 -5.5 1.0 -2.9 0.1 -0.2 5.7 3.3 6.2 4.8 -1.4 1.6 17.1 15.2 20.0 19.9 3.1 6.6 6.4 7.6 3.2 -15.9 1.6 0.6 3.6 0.6 4.4 0.5 20.0 17.8 2.2 -2.1 20.0 7.7 1.9 11.6 7.7 COFFEE 14.4 -5.4 9.8 2.5 -13.4 2.4 -7.2 0.3 -0.5 11.8 10.2 13.6 9.6 7.4 7.2 4.0 7.9 7.6 8.7 15.3 14.4 19.3 11.2 18.3 -20.0 4.3 2.0 5.2 2.4 4.5 3.0 9.0 16.6 20.0 17.7 20.0 3.3 -15.7 13.8 -5.3 COPPER -19.6 -1.3 20.0 1.1 -2.9 1.5 -3.1 1.0 -1.0 -5.0 6.7 -5.6 4.7 0.6 5.5 2.1 -3.3 -0.1 -2.2 7.8 9.1 -6.1 6.1 0.8 -8.0 2.3 -1.4 2.7 -1.5 1.9 0.3 4.3 -2.8 3.8 17.9 16.3 -8.0 -2.2 10.4 7.2 CORN -12.6 10.0 14.0 2.9 -15.4 2.8 -8.3 0.4 -0.6 -17.0 -6.6 -17.0 -16.3 -7.3 3.4 -18.2 -12.0 -18.7 -16.9 -3.1 -5.6 -20.0 -14.6 -12.6 -15.2 -0.8 -11.4 -2.3 -10.7 -5.9 -5.2 -20.0 -15.8 -15.6 -2.4 -5.8 -20.0 -20.0 -20.0 -1.1 COTTON2 2.7 -20.0 -17.0 1.6 -8.7 1.6 -4.7 0.2 -0.3 -8.9 -8.0 -7.1 -5.0 -8.7 -9.6 -3.8 2.7 3.1 3.4 -12.1 -9.2 -9.0 -4.6 -9.6 -18.1 -2.9 -2.5 -1.2 -2.6 0.3 -2.9 -0.6 -4.9 -9.0 -20.0 -7.3 -6.3 -11.9 7.9 -0.4 CRUDE_W -10.5 -18.2 1.0 -4.5 -14.9 -0.1 -13.4 2.5 -9.2 -19.0 4.3 -18.0 14.3 -20.0 -5.3 11.3 12.0 13.2 12.8 -9.1 3.0 -20.0 10.7 -20.0 -5.1 -6.0 -13.5 -0.4 -14.8 3.0 -11.9 -0.2 -20.0 -18.7 -13.6 4.0 20.0 16.6 20.0 19.8 DAX -6.2 -2.8 4.9 4.4 3.4 6.9 1.0 7.8 2.2 -3.8 20.0 -7.9 20.0 7.9 15.9 -10.8 -11.5 -11.5 -11.9 15.0 20.0 -4.9 20.0 3.4 13.3 6.6 -0.7 11.1 -2.3 11.4 1.0 -9.4 -8.6 -7.1 5.4 20.0 0.1 5.9 -1.8 12.5 DOW -6.3 -6.0 -15.0 2.9 2.3 4.6 0.7 5.2 1.5 3.2 11.0 -5.9 11.6 -2.6 -1.4 -10.8 -11.2 -11.5 -11.6 -0.1 5.9 -6.4 10.8 -5.1 -11.4 0.9 1.1 3.9 -2.3 6.2 -1.6 -8.8 -18.5 -9.9 -3.7 -11.6 6.8 -4.9 12.1 -10.3 DX -14.5 -5.2 7.4 1.1 6.9 -0.7 7.2 1.2 5.2 -15.4 13.9 -14.8 13.7 -12.3 6.9 7.9 6.9 7.6 7.2 1.6 9.3 -12.0 10.7 -8.0 -20.0 0.7 -7.4 4.5 -6.5 5.3 -4.3 16.6 -20.0 -20.0 7.5 19.2 4.1 7.9 6.0 16.8 EUR 11.1 6.9 -2.5 1.2 7.2 -0.7 7.4 1.3 5.3 13.1 -6.8 15.9 -9.0 18.7 3.3 -7.5 -7.0 -7.3 -7.0 3.9 -2.7 10.5 -5.0 9.8 20.0 4.0 6.2 0.9 6.9 -0.5 6.7 -7.4 -1.3 4.7 7.6 8.0 -20.0 -18.9 -16.0 -14.0 EURIBOR-ICE 1.1 -11.2 -17.6 -1.1 5.5 -1.6 2.6 -1.8 0.4 6.9 -2.0 -1.3 0.2 -4.5 -6.8 -7.2 -4.8 -5.9 -4.7 -5.9 -4.2 1.8 -1.5 -3.4 11.8 -2.4 3.6 -1.5 0.8 -0.3 -1.5 -0.7 -5.0 -4.9 -7.2 -3.4 -20.0 -20.0 2.2 8.4 EUROSTX -8.0 -10.2 1.7 4.5 3.6 7.2 1.1 8.1 2.3 8.6 20.0 -2.7 20.0 8.1 17.7 -8.4 -1.7 -6.2 -3.4 13.0 20.0 -0.5 20.0 2.9 -2.2 7.0 4.0 12.6 -0.8 14.0 1.2 7.1 1.5 -7.9 6.9 20.0 -15.9 4.8 -20.0 7.6 FEEDCOW 11.9 4.3 -8.2 3.3 -17.2 3.1 -9.2 0.4 -0.6 -18.9 1.8 -2.2 -2.8 7.1 -0.8 -18.8 -20.0 -20.0 -20.0 0.6 -2.5 -9.2 -0.7 1.1 -7.0 -1.5 -10.3 -0.9 -8.6 2.0 -3.9 -20.0 -20.0 -0.4 1.4 -11.5 15.9 20.0 20.0 20.0 GASOIL -6.8 -20.0 -5.8 -4.1 -13.5 -0.0 -12.2 2.3 -8.4 -18.6 0.8 -19.6 13.0 -20.0 -18.4 -4.6 15.0 2.4 9.3 -16.1 -3.6 -20.0 9.1 -20.0 6.6 -6.2 -14.0 -1.7 -11.4 2.5 -8.8 0.7 2.4 1.0 -10.1 -11.7 -17.8 -11.3 -20.0 -20.0 GASOLINE -13.4 -20.0 2.4 -4.1 -13.3 -0.0 -12.1 2.2 -8.3 -15.7 7.9 -19.0 14.3 -20.0 -8.5 18.8 14.1 18.1 13.5 -11.9 2.3 -20.0 11.0 -20.0 -20.0 -5.4 -7.2 -0.0 -10.3 3.5 -9.9 1.3 0.3 -9.9 -10.3 4.1 20.0 20.0 20.0 20.0 GAS_US_mini 12.3 20.0 20.0 -2.8 -9.1 -0.0 -8.2 1.5 -5.7 -1.0 -12.0 -0.3 -14.6 5.0 2.5 -20.0 -20.0 -20.0 -20.0 4.5 -4.9 2.6 -16.9 6.1 20.0 1.9 2.0 -2.3 0.9 -5.4 2.7 -20.0 11.3 20.0 20.0 -6.4 -4.9 -5.7 -11.5 -10.6 GBP 17.7 8.2 -2.9 1.2 7.5 -0.7 7.8 1.3 5.6 19.5 12.5 20.0 5.6 20.0 9.6 -1.0 -0.8 -1.0 -0.8 11.7 5.1 18.3 4.3 19.3 1.4 6.7 6.8 4.2 8.8 3.1 9.4 3.2 2.8 19.8 17.3 14.4 -13.3 -18.1 -13.2 -9.2 GOLD_micro -11.0 -6.0 18.8 1.4 -4.0 2.1 -4.1 1.3 -1.3 0.4 9.6 -6.7 9.4 -2.3 8.3 -11.3 -14.0 -12.5 -13.4 8.1 13.1 -3.0 11.8 0.2 -3.2 2.4 -0.4 4.6 -1.9 4.3 -0.8 -14.4 5.4 -1.3 0.2 19.1 -5.5 -13.0 2.9 -5.5 HEATOIL -8.2 -19.9 -7.1 -4.3 -14.0 -0.0 -12.6 2.3 -8.7 -18.6 -8.2 -20.0 7.0 -20.0 -20.0 -10.2 14.1 -2.2 6.4 -20.0 -8.8 -20.0 3.3 -20.0 -20.0 -7.3 -9.7 -2.7 -12.2 1.4 -11.1 -2.3 -20.0 -20.0 -20.0 -18.8 6.9 5.8 0.1 0.8 JGB-SGX-mini -5.7 -14.9 -17.3 -1.4 7.1 -2.1 3.4 -2.3 0.5 7.3 -2.8 -3.4 0.7 -8.3 -10.2 20.0 17.7 19.4 17.4 -11.1 -7.8 -1.4 -2.5 -9.0 -9.6 -3.7 3.5 -2.9 -0.5 -1.6 -3.0 20.0 -4.7 -18.2 -17.3 -7.8 -17.7 -6.3 -1.0 13.5 JPY 2.1 6.1 -2.2 0.5 3.2 -0.3 3.3 0.6 2.4 2.1 -11.0 -1.8 -11.4 -7.7 -10.2 -14.2 -16.2 -15.3 -15.8 -9.9 -12.9 0.2 -15.3 -5.0 20.0 -3.7 1.3 -4.7 0.3 -5.2 -1.7 -20.0 -3.8 -12.4 -14.7 -16.7 -20.0 -10.8 -17.9 -10.4 LEANHOG -20.0 -20.0 7.8 4.0 -20.0 3.8 -11.4 0.5 -0.8 -20.0 3.3 -20.0 -3.6 -20.0 -18.1 2.1 -20.0 -20.0 -20.0 -20.0 -5.9 -20.0 -3.2 -20.0 8.1 -6.6 -14.9 -0.6 -12.4 0.4 -11.2 -20.0 -20.0 -20.0 -20.0 -4.8 -12.5 -10.3 -6.1 7.7 LIVECOW 16.2 7.7 -1.3 3.4 -17.9 3.2 -9.6 0.4 -0.6 -19.2 5.7 5.8 1.2 12.4 4.8 20.0 9.3 20.0 16.9 8.9 3.7 -1.2 2.9 10.0 -7.6 4.6 -5.8 3.7 -1.7 4.7 3.4 16.2 -7.3 19.2 11.4 9.3 15.7 20.0 20.0 20.0 LUMBER-new -3.1 -19.4 -15.9 3.0 -15.7 2.8 -8.4 0.7 -0.6 -17.0 -12.4 -18.0 -13.4 -17.5 -16.7 -19.1 -18.0 -20.0 -19.3 -20.0 -18.3 -20.0 -10.7 -20.0 NaN -6.2 -6.8 -4.4 -7.1 -2.1 -6.6 -20.0 -20.0 -20.0 -20.0 -20.0 -13.5 -10.9 -4.5 -6.9 MILK 8.9 20.0 20.0 2.3 -12.0 2.2 -6.5 0.3 -0.4 4.6 3.8 9.4 -8.1 13.7 13.2 3.1 -20.0 -9.1 -19.9 19.5 8.2 15.8 -5.6 20.0 16.2 4.6 1.8 1.8 4.2 -1.4 5.4 -20.0 20.0 20.0 20.0 11.2 -17.8 -20.0 -14.2 -20.0 MXP -10.4 -14.2 -19.7 0.8 5.1 -0.5 5.2 0.9 3.8 -10.5 11.2 -12.0 15.1 -6.0 0.1 14.6 16.9 16.1 16.3 -2.4 4.5 -20.0 10.4 -12.8 -20.0 -1.2 -15.0 2.1 -12.9 4.3 -6.3 20.0 -20.0 -20.0 -20.0 15.1 20.0 20.0 20.0 20.0 NASDAQ_micro 16.1 4.0 -5.9 2.9 2.3 4.7 0.7 5.3 1.5 7.3 14.2 9.0 14.8 12.6 11.9 -11.1 -10.5 -10.9 -10.8 12.6 14.3 10.9 19.2 13.3 -20.0 3.8 6.0 5.3 3.7 8.2 4.0 -7.4 6.7 11.1 5.9 -6.5 -0.7 1.7 -2.6 1.8 NIKKEI 3.9 -11.8 -2.9 3.6 2.8 5.7 0.8 6.4 1.8 9.6 12.5 7.2 15.6 3.7 1.1 4.9 8.5 4.3 6.2 4.4 15.2 4.2 20.0 2.3 -17.7 2.2 3.5 8.6 1.9 14.7 0.9 20.0 7.9 -4.9 -11.9 -0.3 -4.7 -7.4 -6.8 -10.5 NZD 19.0 12.9 -3.1 0.9 5.7 -0.6 5.9 1.0 4.2 17.5 0.3 18.8 -3.4 18.4 8.8 0.1 0.2 0.1 0.2 10.2 1.9 18.6 -2.2 17.9 1.0 4.4 7.5 1.2 7.9 -0.2 7.4 4.8 14.0 17.4 18.6 4.7 -0.3 -4.9 4.3 5.3 OAT -0.6 -6.6 -8.2 -1.4 7.1 -2.1 3.3 -2.3 0.5 8.3 -2.2 -2.0 -1.1 -4.9 -7.7 3.8 5.9 4.9 5.1 -5.3 -3.9 0.4 -2.9 -3.8 2.0 -2.4 5.2 -1.0 0.3 -0.3 -2.3 16.6 -8.4 -6.7 -2.8 3.8 -20.0 -18.5 1.5 -2.7 OATIES -13.7 20.0 11.7 1.7 -8.8 1.6 -4.7 0.2 -0.3 -7.4 -1.8 -5.8 -7.1 1.8 3.4 2.4 2.2 7.3 5.6 4.0 1.0 -4.7 -2.5 1.6 -20.0 2.3 -4.2 1.2 -1.2 -0.2 1.3 0.6 7.2 4.0 18.6 4.4 -6.7 -1.3 5.2 12.7 OJ 20.0 16.8 1.0 3.1 -16.2 2.9 -8.7 0.4 -0.6 -13.5 14.7 7.8 17.1 12.6 16.3 16.8 13.6 12.4 11.5 20.0 20.0 7.3 20.0 20.0 -20.0 5.8 -2.4 4.6 0.8 5.5 5.1 16.0 -15.9 20.0 20.0 20.0 4.2 8.9 16.7 20.0 PALLAD -3.5 -5.1 3.6 1.2 -3.3 1.7 -3.4 1.1 -1.1 -5.3 -4.9 -7.5 -8.1 -7.6 -2.9 -2.8 -2.2 -2.5 -2.3 -4.3 -4.6 -7.9 -9.8 -6.6 14.1 -2.4 -2.4 -1.7 -4.7 -2.9 -4.1 5.5 1.3 -8.4 -11.3 -10.9 -20.0 -20.0 -20.0 -15.9 PLAT 3.1 12.3 13.6 1.5 -4.1 2.2 -4.3 1.4 -1.3 -9.9 4.9 -5.3 -3.6 3.8 6.1 -5.0 -4.0 -4.9 -4.5 8.8 6.5 -6.3 1.9 3.9 8.7 2.5 -4.5 2.4 -3.4 1.2 0.0 2.1 -1.2 4.5 8.6 0.5 -20.0 -7.7 4.1 5.6 REDWHEAT 6.3 20.0 20.0 2.6 -13.5 2.4 -7.3 0.3 -0.5 -14.4 6.5 1.3 -10.0 11.5 12.9 -11.3 -2.4 -7.5 -4.5 19.4 9.3 -2.5 -5.3 14.5 -6.9 4.8 -4.1 2.3 -0.8 -0.8 3.3 -11.0 -1.0 17.0 20.0 13.1 -12.7 -20.0 -1.2 -18.4 RICE 2.6 20.0 -0.1 2.8 -15.0 2.7 -8.0 0.4 -0.5 -7.8 13.7 -1.7 13.7 16.6 16.3 20.0 20.0 20.0 20.0 17.1 15.3 0.7 13.8 11.8 -12.1 4.0 -1.8 2.8 0.5 2.1 3.5 20.0 10.3 10.4 20.0 -2.0 -7.5 -4.9 -5.9 -0.1 ROBUSTA 18.5 -20.0 -6.5 1.4 -7.5 1.3 -4.0 0.2 -0.3 8.2 7.2 8.5 8.2 5.6 5.4 16.6 20.0 19.0 20.0 12.2 13.5 19.7 13.9 15.4 -20.0 3.1 2.9 4.3 2.7 4.7 2.6 20.0 20.0 20.0 17.9 20.0 -1.7 -11.4 6.3 3.9 RUSSELL 0.6 0.1 0.9 3.2 2.5 5.1 0.8 5.7 1.6 0.6 11.9 -6.5 11.1 5.5 3.0 -7.5 -6.7 -7.1 -6.9 3.0 5.9 -3.1 6.9 0.1 -1.9 2.2 -0.7 3.9 -1.5 4.6 0.3 -0.6 -5.7 -8.6 -2.2 -9.6 -3.5 -20.0 -4.5 -20.0 SHATZ 2.4 -8.6 -17.3 -1.2 5.9 -1.7 2.8 -1.9 0.4 7.3 -9.1 -1.7 -8.9 -6.4 -8.4 -20.0 -20.0 -20.0 -20.0 -10.3 -12.3 1.3 -12.8 -5.4 7.7 -3.2 2.8 -3.4 0.5 -3.0 -1.8 -20.0 -3.8 -7.2 -9.3 -11.2 -20.0 -19.7 -15.5 -15.4 SILVER-mini 7.6 7.4 20.0 1.3 -3.7 1.9 -3.8 1.2 -1.2 -7.4 8.4 1.6 6.1 5.5 8.5 -6.2 -6.7 -6.5 -6.6 12.8 11.3 -1.5 7.0 8.3 2.0 3.0 -2.8 3.3 -1.8 2.4 0.9 -2.1 -5.2 12.9 11.0 17.1 -9.9 -13.0 8.6 3.9 SMI 17.9 13.6 12.0 3.9 3.1 6.2 0.9 6.9 2.0 17.5 18.3 18.1 15.6 18.1 17.5 -3.2 2.6 -1.5 0.9 20.0 20.0 20.0 14.7 20.0 15.0 7.1 7.2 6.7 5.5 5.0 6.2 14.5 20.0 20.0 20.0 13.3 10.2 0.7 9.8 -0.7 SOFR 13.6 3.6 -10.1 -1.6 7.8 -2.3 3.7 -2.5 0.5 10.6 -3.1 6.9 -4.2 5.2 -4.0 -4.0 -1.2 -3.0 -2.0 -1.7 -5.4 11.7 -6.0 4.9 -2.8 0.9 8.2 -0.7 6.4 -1.1 3.9 4.7 10.3 13.7 5.4 1.5 -1.8 -20.0 12.8 -0.2 SOYBEAN -8.9 11.7 10.6 3.0 -15.8 2.8 -8.5 0.4 -0.6 -17.5 -7.7 -17.1 -5.8 -4.7 4.6 0.5 8.2 0.8 3.3 -1.5 -3.8 -20.0 -8.2 -12.0 -20.0 0.3 -14.6 -0.4 -11.2 -1.8 -4.2 4.5 -20.0 -18.6 -3.0 -0.9 -18.5 -20.0 -15.2 -20.0 SOYMEAL -9.2 20.0 11.8 2.1 -11.0 2.0 -5.9 0.3 -0.4 -11.2 -7.3 -11.7 -8.2 0.1 2.8 5.3 6.1 1.7 2.0 3.4 -0.8 -13.5 -5.3 -3.3 -20.0 2.7 -2.8 0.9 -2.0 -0.5 1.0 1.3 -1.3 -7.1 18.6 5.4 -20.0 -20.0 -20.0 -20.0 SOYOIL 6.6 -1.9 7.7 1.7 -9.0 1.6 -4.8 0.2 -0.3 -9.6 -8.7 -3.0 -9.3 -4.9 -5.8 -4.8 -0.8 -6.0 -4.7 -5.2 -7.6 -8.4 -9.3 -4.4 -20.0 -2.7 -6.3 -2.5 -4.3 -2.4 -2.9 -10.3 -11.5 -1.8 -20.0 -8.3 -20.0 -18.0 -5.4 1.2 SP400 -6.6 -6.0 1.8 3.3 2.6 5.2 0.8 5.8 1.7 -3.4 13.1 -8.2 12.9 2.4 4.3 -8.4 -5.9 -7.1 -6.4 3.9 10.6 -6.7 13.0 -2.4 -12.9 2.9 -1.9 5.9 -2.2 7.0 -0.1 0.6 -7.1 -9.7 -5.3 0.6 -3.4 -10.8 -2.9 -20.0 SP500_micro 9.6 0.2 -1.0 3.7 2.9 5.8 0.9 6.6 1.9 12.7 18.2 11.4 18.1 15.4 15.1 -12.7 -12.0 -12.6 -12.4 15.6 20.0 10.9 20.0 13.3 -20.0 5.5 6.2 8.1 4.0 10.5 4.5 -10.0 5.9 10.6 4.6 3.0 3.4 -1.2 6.2 -1.2 SUGAR11 -0.3 -12.5 -20.0 2.5 -13.0 2.3 -7.0 0.3 -0.5 13.5 -15.0 -3.6 -6.4 -11.7 -14.4 0.4 12.6 3.8 8.2 -19.3 -20.0 3.7 -11.1 -9.9 -20.0 -5.5 3.3 -5.3 -0.0 -2.8 -3.5 13.1 20.0 -18.0 -20.0 -20.0 20.0 15.7 20.0 20.0 US10 10.8 3.2 -6.3 -1.3 6.6 -1.9 3.1 -2.1 0.5 9.0 -3.5 5.5 -5.8 3.7 -4.2 -6.2 -7.2 -6.2 -6.7 -2.1 -5.3 8.8 -7.5 3.0 2.7 0.7 7.8 -0.8 5.7 -1.6 3.3 -5.0 9.3 10.2 4.5 1.5 -8.0 -20.0 4.6 2.0 US10U 11.7 3.4 -5.5 -2.0 9.8 -2.8 4.6 -3.2 0.7 13.2 -4.7 8.7 -8.2 5.9 -6.0 -5.0 -2.2 -4.8 -3.5 -2.7 -7.6 13.2 -11.4 4.8 0.4 1.2 11.8 -1.0 8.7 -2.3 5.1 2.6 13.3 15.5 7.1 3.8 -7.9 -16.8 17.7 9.2 US2 7.8 -2.6 -16.2 -1.3 6.7 -2.0 3.1 -2.2 0.5 8.9 -8.6 2.5 -9.6 -0.9 -7.6 -20.0 -20.0 -20.0 -20.0 -7.6 -11.4 6.8 -14.2 -0.8 13.8 -2.0 6.3 -2.9 3.4 -3.3 0.5 -20.0 4.2 1.8 -2.4 -8.3 -13.4 -20.0 -8.3 -19.5 US20 12.2 3.8 -3.3 -1.4 6.9 -2.0 3.3 -2.2 0.5 9.4 -0.2 6.3 -3.6 5.0 -2.8 -0.8 -0.7 -0.6 -0.5 -0.5 -3.6 9.7 -6.3 4.2 -1.0 1.8 8.2 0.4 6.4 -0.8 4.2 6.2 11.2 14.3 7.7 6.8 -12.7 -12.4 20.0 14.5 US30 11.6 3.1 -2.4 -1.6 8.2 -2.4 3.8 -2.7 0.6 11.0 -1.9 7.2 -5.6 5.2 -4.1 -4.3 -4.9 -3.9 -4.7 -1.3 -4.7 10.3 -8.2 4.1 -0.3 1.8 9.9 0.1 7.5 -1.4 4.8 -1.2 10.8 15.0 7.2 8.1 -17.8 -11.5 9.6 16.5 US5 10.9 2.1 -10.2 -1.4 7.0 -2.0 3.3 -2.3 0.5 9.5 -6.9 5.2 -8.1 2.7 -5.7 -9.3 -10.1 -9.6 -9.8 -3.6 -7.3 9.0 -9.4 2.4 6.2 -0.1 7.8 -1.6 5.4 -2.1 2.7 -10.0 8.1 8.7 2.7 -2.0 -7.3 -20.0 1.2 -7.2 VIX -5.2 -15.7 5.9 -6.9 -2.5 -7.1 -3.4 -8.4 -5.7 -12.4 -20.0 -15.8 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -8.3 -20.0 -17.5 NaN -8.0 -2.8 -8.2 -4.2 -10.0 -6.9 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 3.2 20.0 20.0 2.3 -12.2 2.2 -6.6 0.3 -0.4 -13.3 8.6 -0.5 -7.4 10.9 12.2 -15.2 -13.9 -16.2 -15.3 17.8 10.1 -5.6 -2.9 11.4 0.9 4.2 -3.7 2.4 -1.0 -0.1 2.8 -20.0 -8.9 17.3 20.0 12.2 -10.7 -20.0 -5.8 -20.0 End of report for caleb_strategy_v3