******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240612_204006 produced at 2024-06-12 21:38:20.506251 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 EURIBOR-ICE False False 0.08 -0.64 -0.52 0.0 0.80 -0.80 -0.64 -0.64 -6.50 10.0 -8 -8 caleb_strategy_v3 SHATZ False True 0.03 0.00 -0.31 0.0 0.00 0.00 0.00 0.00 -8.96 24.0 0 0 caleb_strategy_v3 VIX False False 0.00 -0.25 -0.30 0.0 999.00 -999.00 -0.25 -0.25 -66.81 999999999.0 -56 -56 caleb_strategy_v3 JGB-SGX-mini False False 0.03 -0.08 -0.27 0.0 0.45 -0.45 -0.08 -0.08 -9.48 16.0 -3 -3 caleb_strategy_v3 US2 False True 0.06 0.00 -0.16 0.0 0.00 0.00 0.00 0.00 -2.47 13.0 0 0 caleb_strategy_v3 CAD False False 0.02 -0.04 -0.13 0.0 0.65 -0.65 -0.04 -0.04 -5.70 29.0 -2 -2 caleb_strategy_v3 LEANHOG False False 0.01 -0.10 -0.12 0.0 0.12 -0.12 -0.10 -0.10 -12.69 13.0 -11 -11 caleb_strategy_v3 MXP False False 0.01 -0.04 -0.07 0.0 0.48 -0.48 -0.04 -0.04 -8.07 60.0 -5 -5 caleb_strategy_v3 JPY False False 0.02 -0.05 -0.07 0.0 0.42 -0.42 -0.05 -0.05 -2.93 17.0 -2 -2 caleb_strategy_v3 OAT False False 0.04 0.00 -0.07 0.0 0.41 -0.41 0.00 0.00 -1.83 10.0 0 0 caleb_strategy_v3 BOBL False False 0.04 0.00 -0.07 0.0 0.73 -0.73 0.00 0.00 -1.80 19.0 0 0 caleb_strategy_v3 BTP False False 0.04 -0.04 -0.07 0.0 0.38 -0.38 -0.04 -0.04 -1.76 10.0 -1 -1 caleb_strategy_v3 CORN False False 0.01 -0.07 -0.06 0.0 0.09 -0.09 -0.07 -0.07 -8.61 12.0 -10 -10 caleb_strategy_v3 HEATOIL False False 0.03 -0.03 -0.06 0.0 0.10 -0.10 -0.03 -0.03 -1.83 3.0 -1 -1 caleb_strategy_v3 CHF False False 0.04 -0.17 -0.06 0.0 0.56 -0.56 -0.17 -0.17 -1.47 13.0 -4 -4 caleb_strategy_v3 CANOLA False False 0.00 -0.03 -0.04 0.0 0.15 -0.15 -0.03 -0.03 -14.57 51.0 -10 -10 caleb_strategy_v3 DOW False False 0.01 -0.01 -0.04 0.0 0.40 -0.40 -0.01 -0.01 -7.19 66.0 -1 -1 caleb_strategy_v3 SP400 False True 0.09 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -0.48 2.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.00 0.00 -0.04 0.0 0.01 -0.01 0.00 0.00 -9.86 3.0 0 0 caleb_strategy_v3 BUND False False 0.04 -0.22 -0.03 0.0 0.43 -0.43 -0.22 -0.22 -0.70 10.0 -5 -5 caleb_strategy_v3 COTTON2 False False 0.01 -0.02 -0.03 0.0 0.12 -0.12 -0.02 -0.02 -2.88 11.0 -2 -2 caleb_strategy_v3 EUR False False 0.04 0.00 -0.03 0.0 0.58 -0.58 0.00 0.00 -0.67 14.0 0 0 caleb_strategy_v3 GASOIL False False 0.02 -0.05 -0.03 0.0 0.09 -0.09 -0.05 -0.05 -1.20 4.0 -2 -2 caleb_strategy_v3 SOYBEAN False False 0.02 -0.09 -0.03 0.0 0.12 -0.12 -0.09 -0.09 -1.52 7.0 -5 -5 caleb_strategy_v3 US5 False False 0.03 -0.13 -0.02 0.0 0.82 -0.82 -0.13 -0.13 -0.63 25.0 -4 -4 caleb_strategy_v3 GOLD_micro False False 0.01 -0.04 -0.02 0.0 0.40 -0.40 -0.04 -0.04 -2.72 56.0 -5 -5 caleb_strategy_v3 PALLAD False False 0.03 -0.03 -0.02 0.0 0.06 -0.06 -0.03 -0.03 -0.59 2.0 -1 -1 caleb_strategy_v3 RUSSELL False False 0.00 -0.04 -0.02 0.0 0.22 -0.22 -0.04 -0.04 -7.65 68.0 -13 -13 caleb_strategy_v3 CAC True False 0.03 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.72 12.0 0 0 caleb_strategy_v3 BUXL False False 0.04 -0.04 -0.02 0.0 0.17 -0.17 -0.04 -0.04 -0.39 4.0 -1 -1 caleb_strategy_v3 FEEDCOW False False 0.04 -0.12 -0.02 0.0 0.32 -0.32 -0.12 -0.12 -0.50 8.0 -3 -3 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -2.19 2.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.02 -0.01 0.0 0.09 -0.09 -0.02 -0.02 -0.88 9.0 -2 -2 caleb_strategy_v3 SOYOIL False False 0.01 -0.01 -0.01 0.0 0.08 -0.08 -0.01 -0.01 -1.78 10.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.02 -0.01 0.0 0.12 -0.12 -0.02 -0.02 -1.77 18.0 -3 -3 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.10 -0.10 0.00 0.00 -1.10 9.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.01 0.0 0.08 -0.08 0.00 0.00 -0.70 8.0 0 0 caleb_strategy_v3 GASOLINE False False 0.03 0.00 -0.00 0.0 999.00 -999.00 0.00 0.00 -0.01 999999999.0 0 0 caleb_strategy_v3 PLAT False False 0.01 0.01 -0.00 0.0 0.15 -0.15 0.01 0.01 -0.11 10.0 1 1 caleb_strategy_v3 US10 False False 0.03 0.00 -0.00 0.0 0.58 -0.58 0.00 0.00 -0.09 17.0 0 0 caleb_strategy_v3 US30 False False 0.04 0.04 0.00 0.0 0.23 -0.23 0.04 0.04 0.09 6.0 1 1 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.28 999999999.0 0 0 caleb_strategy_v3 US10U False False 0.04 0.00 0.01 0.0 0.46 -0.46 0.00 0.00 0.26 13.0 0 0 caleb_strategy_v3 US20 False True 0.04 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.35 9.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.03 0.01 0.0 0.29 -0.29 0.03 0.03 0.63 23.0 2 2 caleb_strategy_v3 AUD False False 0.02 0.04 0.01 0.0 0.39 -0.39 0.04 0.04 0.64 19.0 2 2 caleb_strategy_v3 COCOA False False 0.03 0.00 0.01 0.0 0.79 -0.79 0.00 0.00 0.30 26.0 0 0 caleb_strategy_v3 COFFEE False False 0.03 0.00 0.01 0.0 0.16 -0.16 0.00 0.00 0.20 6.0 0 0 caleb_strategy_v3 COPPER False False 0.03 0.03 0.01 0.0 999.00 -999.00 0.03 0.03 0.32 999999999.0 1 1 caleb_strategy_v3 MILK False False 0.01 0.00 0.01 0.0 0.06 -0.06 0.00 0.00 0.91 5.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.04 0.02 0.0 0.06 -0.06 0.04 0.04 0.79 3.0 2 2 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.02 0.02 0.0 0.28 -0.28 0.02 0.02 1.70 23.0 2 2 caleb_strategy_v3 GAS_US_mini False False 0.00 0.02 0.02 0.0 0.06 -0.06 0.02 0.02 9.07 26.0 10 10 caleb_strategy_v3 RICE False True 0.01 0.00 0.03 0.0 0.00 0.00 0.00 0.00 3.56 4.0 0 0 caleb_strategy_v3 EUROSTX False True 0.02 0.22 0.03 0.0 0.22 0.00 0.22 0.22 1.55 20.0 13 13 caleb_strategy_v3 SP500_micro False True 0.01 0.03 0.04 0.0 0.03 0.00 0.03 0.03 4.52 48.0 3 3 caleb_strategy_v3 CRUDE_W False False 0.02 0.00 0.04 0.0 0.12 -0.12 0.00 0.00 1.86 5.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.04 0.0 0.00 0.00 0.00 0.00 16.89 59.0 0 0 caleb_strategy_v3 DX False False 0.03 0.06 0.05 0.0 999.00 -999.00 0.06 0.06 1.43 999999999.0 2 2 caleb_strategy_v3 NZD False False 0.02 0.04 0.05 0.0 0.40 -0.40 0.04 0.04 2.54 21.0 2 2 caleb_strategy_v3 DAX False True 0.01 0.01 0.06 0.0 0.01 0.00 0.01 0.01 9.83 58.0 1 1 caleb_strategy_v3 NIKKEI False False 0.01 0.02 0.07 0.0 0.28 -0.28 0.02 0.02 8.85 36.0 2 2 caleb_strategy_v3 GBP False False 0.02 0.02 0.08 0.0 0.54 -0.54 0.02 0.02 3.05 22.0 1 1 caleb_strategy_v3 LIVECOW False False 0.02 0.18 0.11 0.0 0.37 -0.37 0.18 0.18 5.00 17.0 8 8 caleb_strategy_v3 SMI False True 0.04 0.00 0.16 0.0 0.00 0.00 0.00 0.00 3.80 9.0 0 0 caleb_strategy_v3 SOFR False True 0.07 0.00 0.17 0.0 0.00 0.00 0.00 0.00 2.34 11.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 14.3 Shocked risk 40.8 Sum abs risk 46.5 Leverage 3.93 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3253869.29, 'annual_cash_vol_target': 813467.3225, 'daily_cash_vol_target': 50841.70765625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0041 0.6688 0.6142 9.8275 BITCOIN 1544.1814 68930.0000 2.2402 35.8435 BOBL 0.2681 115.8900 0.2313 3.7011 BTP 0.6564 116.5900 0.5630 9.0078 BUND 0.5559 131.0000 0.4243 6.7891 BUXL 1.3220 129.9800 1.0171 16.2730 CAC 57.6388 7856.5000 0.7336 11.7383 CAD 0.0027 0.7308 0.3709 5.9350 CANOLA 8.4735 648.3000 1.3070 20.9126 CHF 0.0050 1.1310 0.4395 7.0313 COCOA 316.7371 9903.0000 3.1984 51.1743 COFFEE 4.3487 224.2000 1.9396 31.0341 COPPER 0.0814 4.5380 1.7947 28.7153 CORN 5.1516 467.7500 1.1014 17.6217 COTTON2 1.2068 71.5600 1.6865 26.9838 CRUDE_W 1.0541 75.9200 1.3884 22.2142 DAX 126.9759 18640.0000 0.6812 10.8992 DOW 247.3695 39207.0000 0.6309 10.0949 DX 0.3790 104.8150 0.3615 5.7847 EUR 0.0047 1.0870 0.4294 6.8706 EURIBOR-ICE 0.0529 97.3300 0.0544 0.8701 EUROSTX 39.2287 5033.0000 0.7794 12.4709 FEEDCOW 1.9060 258.2750 0.7380 11.8078 GASOIL 11.0739 753.5000 1.4697 23.5146 GASOLINE 0.0370 2.3548 1.5728 25.1654 GAS_US_mini 0.1067 3.1150 3.4256 54.8094 GBP 0.0054 1.2819 0.4212 6.7387 GOLD_micro 23.7932 2339.4000 1.0171 16.2730 HEATOIL 0.0359 2.4679 1.4559 23.2944 JGB-SGX-mini 0.2418 143.4700 0.1686 2.6969 JPY 0.0000 0.0065 0.6311 10.0975 LEANHOG 1.0410 76.9750 1.3524 21.6392 LIVECOW 1.2457 178.3250 0.6985 11.1766 LUMBER-new 8.0291 508.0000 1.5805 25.2886 MILK 0.2778 21.0700 1.3186 21.0978 MXP 0.0007 0.0525 1.3041 20.8661 NASDAQ_micro 142.8051 19776.2500 0.7221 11.5537 NIKKEI 322.5347 39195.0000 0.8229 13.1664 NZD 0.0039 0.6196 0.6265 10.0232 OAT 0.5641 123.9000 0.4553 7.2847 OATIES 7.3429 350.0000 2.0980 33.5675 OJ 8.3464 416.4000 2.0044 32.0706 PALLAD 21.8380 913.5000 2.3906 38.2493 PLAT 17.3947 965.1000 1.8024 28.8379 REDWHEAT 12.4563 668.0000 1.8647 29.8354 RICE 0.1454 15.3250 0.9490 15.1838 ROBUSTA 75.7682 4082.0000 1.8562 29.6984 RUSSELL 21.6847 2099.0000 1.0331 16.5296 SHATZ 0.0813 105.4150 0.0771 1.2336 SILVER-mini 0.6721 30.1625 2.2284 35.6542 SMI 81.8775 12173.0000 0.6726 10.7619 SOFR 0.0719 96.3250 0.0746 1.1941 SOYBEAN 10.2799 1147.2500 0.8960 14.3368 SOYMEAL 4.4911 347.2000 1.2935 20.6965 SOYOIL 0.6773 43.9300 1.5418 24.6686 SP400 25.1012 2968.2000 0.8457 13.5307 SP500_micro 31.7332 5443.7500 0.5829 9.3269 SUGAR11 0.2803 19.0700 1.4696 23.5136 US10 0.4392 110.2500 0.3984 6.3741 US10U 0.5915 113.9375 0.5191 8.3063 US2 0.1102 102.1484 0.1078 1.7255 US20 0.8671 119.0312 0.7284 11.6551 US30 1.2707 126.4688 1.0047 16.0756 US5 0.2824 106.7031 0.2647 4.2346 VIX 0.3757 14.7000 2.5555 40.8881 WHEAT 11.2943 657.2500 1.7184 27.4947 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 668.75 0.61 410.76 1.00 410.76 50841.71 123.78 1.99 24.68 BITCOIN 68.93 2.24 154.42 1.00 154.42 50841.71 329.25 4.74 155.94 BOBL 1158.90 0.23 268.08 1.08 288.64 50841.71 176.14 -10.06 -177.12 BTP 1165.90 0.56 656.39 1.08 706.73 50841.71 71.94 -7.19 -51.73 BUND 1310.00 0.42 555.86 1.08 598.49 50841.71 84.95 -8.07 -68.54 BUXL 1299.80 1.02 1321.98 1.08 1423.37 50841.71 35.72 -10.87 -38.82 CAC 785.65 0.73 576.39 1.08 620.60 50841.71 81.92 -2.56 -20.99 CAD 730.75 0.37 271.06 1.00 271.06 50841.71 187.56 -11.71 -219.62 CANOLA 129.66 1.31 169.47 0.73 123.15 50841.71 412.83 -14.51 -598.97 CHF 1413.75 0.44 621.28 1.00 621.28 50841.71 81.83 -6.94 -56.76 COCOA 990.30 3.20 3167.37 1.00 3167.37 50841.71 16.05 8.72 14.00 COFFEE 840.75 1.94 1630.75 1.00 1630.75 50841.71 31.18 5.39 16.80 COPPER 1134.50 1.79 2036.10 1.00 2036.10 50841.71 24.97 1.18 2.94 CORN 233.88 1.10 257.58 1.00 257.58 50841.71 197.38 -17.94 -354.03 COTTON2 357.80 1.69 603.42 1.00 603.42 50841.71 84.26 -15.98 -134.67 CRUDE_W 759.20 1.39 1054.06 1.00 1054.06 50841.71 48.23 3.55 17.15 DAX 186.40 0.68 126.98 1.08 136.71 50841.71 371.88 7.75 288.35 DOW 196.04 0.63 123.68 1.00 123.68 50841.71 411.06 -7.53 -309.47 DX 1048.15 0.36 378.95 1.00 378.95 50841.71 134.16 4.11 55.11 EUR 1358.69 0.43 583.44 1.00 583.44 50841.71 87.14 -2.96 -25.77 EURIBOR-ICE 2433.25 0.05 132.32 1.08 142.47 50841.71 356.86 -5.34 -190.69 EUROSTX 503.30 0.78 392.29 1.08 422.38 50841.71 120.37 3.77 45.34 FEEDCOW 1291.37 0.74 953.02 1.00 953.02 50841.71 53.35 -2.84 -15.13 GASOIL 753.50 1.47 1107.39 1.00 1107.39 50841.71 45.91 -6.04 -27.73 GASOLINE 989.02 1.57 1555.56 1.00 1555.56 50841.71 32.68 -0.06 -0.19 GAS_US_mini 77.88 3.43 266.77 1.00 266.77 50841.71 190.58 4.39 83.73 GBP 801.19 0.42 337.44 1.00 337.44 50841.71 150.67 7.80 117.59 GOLD_micro 233.94 1.02 237.93 1.00 237.93 50841.71 213.68 -3.74 -79.84 HEATOIL 1036.52 1.46 1509.07 1.00 1509.07 50841.71 33.69 -12.52 -42.16 JGB-SGX-mini 143470.00 0.17 24182.86 0.01 153.76 50841.71 330.65 -2.65 -87.57 JPY 810.06 0.63 511.22 1.00 511.22 50841.71 99.45 -11.37 -113.06 LEANHOG 307.90 1.35 416.42 1.00 416.42 50841.71 122.09 -17.10 -208.75 LIVECOW 713.30 0.70 498.27 1.00 498.27 50841.71 102.04 14.79 150.95 LUMBER-new 139.70 1.58 220.80 1.00 220.80 50841.71 230.26 -20.00 -460.52 MILK 421.40 1.32 555.66 1.00 555.66 50841.71 91.50 4.65 42.52 MXP 262.50 1.30 342.33 1.00 342.33 50841.71 148.52 -3.70 -54.99 NASDAQ_micro 395.52 0.72 285.61 1.00 285.61 50841.71 178.01 4.11 73.19 NIKKEI 39195.00 0.82 32253.47 0.01 205.08 50841.71 247.91 3.30 81.71 NZD 619.55 0.63 388.12 1.00 388.12 50841.71 131.00 7.48 98.02 OAT 1239.00 0.46 564.11 1.08 607.37 50841.71 83.71 -6.40 -53.54 OATIES 175.00 2.10 367.14 1.00 367.14 50841.71 138.48 -6.51 -90.11 OJ 624.60 2.00 1251.96 1.00 1251.96 50841.71 40.61 9.04 36.70 PALLAD 913.50 2.39 2183.80 1.00 2183.80 50841.71 23.28 -7.48 -17.42 PLAT 482.55 1.80 869.73 1.00 869.73 50841.71 58.46 -0.58 -3.37 REDWHEAT 334.00 1.86 622.81 1.00 622.81 50841.71 81.63 -6.42 -52.40 RICE 306.50 0.95 290.87 1.00 290.87 50841.71 174.79 8.36 146.19 ROBUSTA 408.20 1.86 757.68 1.00 757.68 50841.71 67.10 7.99 53.61 RUSSELL 104.95 1.03 108.42 1.00 108.42 50841.71 468.92 -4.92 -230.78 SHATZ 1054.15 0.08 81.27 1.08 87.51 50841.71 581.01 -15.20 -883.34 SILVER-mini 754.06 2.23 1680.34 1.00 1680.34 50841.71 30.26 2.73 8.25 SMI 1217.30 0.67 818.78 1.12 913.18 50841.71 55.68 20.00 111.35 SOFR 2408.12 0.07 179.72 1.00 179.72 50841.71 282.90 1.36 38.56 SOYBEAN 573.62 0.90 514.00 1.00 514.00 50841.71 98.91 -16.53 -163.50 SOYMEAL 347.20 1.29 449.11 1.00 449.11 50841.71 113.20 -10.41 -117.89 SOYOIL 263.58 1.54 406.38 1.00 406.38 50841.71 125.11 -15.31 -191.59 SP400 2968.20 0.85 2510.12 1.00 2510.12 50841.71 20.25 -7.12 -14.42 SP500_micro 272.19 0.58 158.67 1.00 158.67 50841.71 320.43 6.07 194.44 SUGAR11 213.58 1.47 313.88 1.00 313.88 50841.71 161.98 -5.13 -83.13 US10 1102.50 0.40 439.21 1.00 439.21 50841.71 115.76 -0.63 -7.26 US10U 1139.38 0.52 591.50 1.00 591.50 50841.71 85.95 2.38 20.43 US2 2042.97 0.11 220.32 1.00 220.32 50841.71 230.76 -8.46 -195.16 US20 1190.31 0.73 867.08 1.00 867.08 50841.71 58.64 4.65 27.26 US30 1264.69 1.00 1270.66 1.00 1270.66 50841.71 40.01 1.71 6.85 US5 1067.03 0.26 282.41 1.00 282.41 50841.71 180.03 -2.78 -50.08 VIX 147.00 2.56 375.66 1.00 375.66 50841.71 135.34 -20.00 -270.68 WHEAT 328.62 1.72 564.72 1.00 564.72 50841.71 90.03 -7.33 -66.00 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 24.677 0.010 2.5 0.640 BITCOIN 155.943 0.043 2.5 16.887 BOBL -177.116 0.004 2.5 -1.796 BTP -51.730 0.014 2.5 -1.764 BUND -68.542 0.004 2.5 -0.695 BUXL -38.820 0.004 2.5 -0.394 CAC -20.995 0.014 2.5 -0.716 CAD -219.618 0.010 2.5 -5.698 CANOLA -598.969 0.010 2.5 -14.572 CHF -56.756 0.010 2.5 -1.473 COCOA 13.998 0.009 2.5 0.300 COFFEE 16.803 0.005 2.5 0.196 COPPER 2.936 0.043 2.5 0.318 CORN -354.026 0.010 2.5 -8.613 COTTON2 -134.667 0.009 2.5 -2.884 CRUDE_W 17.147 0.043 2.5 1.857 DAX 288.346 0.014 2.5 9.835 DOW -309.470 0.009 2.5 -7.192 DX 55.106 0.010 2.5 1.430 EUR -25.765 0.010 2.5 -0.669 EURIBOR-ICE -190.686 0.014 2.5 -6.504 EUROSTX 45.337 0.014 2.5 1.546 FEEDCOW -15.133 0.013 2.5 -0.501 GASOIL -27.726 0.017 2.5 -1.202 GASOLINE -0.187 0.017 2.5 -0.008 GAS_US_mini 83.728 0.043 2.5 9.067 GBP 117.592 0.010 2.5 3.051 GOLD_micro -79.840 0.014 2.5 -2.723 HEATOIL -42.164 0.017 2.5 -1.828 JGB-SGX-mini -87.566 0.043 2.5 -9.482 JPY -113.062 0.010 2.5 -2.933 LEANHOG -208.746 0.024 2.5 -12.686 LIVECOW 150.952 0.013 2.5 5.002 LUMBER-new -460.521 0.009 2.5 -9.859 MILK 42.517 0.009 2.5 0.911 MXP -54.992 0.059 2.5 -8.071 NASDAQ_micro 73.188 0.009 2.5 1.701 NIKKEI 81.714 0.043 2.5 8.849 NZD 98.016 0.010 2.5 2.543 OAT -53.541 0.014 2.5 -1.826 OATIES -90.108 0.010 2.5 -2.192 OJ 36.704 0.009 2.5 0.786 PALLAD -17.423 0.014 2.5 -0.594 PLAT -3.366 0.014 2.5 -0.115 REDWHEAT -52.396 0.005 2.5 -0.695 RICE 146.195 0.010 2.5 3.557 ROBUSTA 53.611 0.005 2.5 0.626 RUSSELL -230.782 0.013 2.5 -7.647 SHATZ -883.338 0.004 2.5 -8.957 SILVER-mini 8.254 0.014 2.5 0.282 SMI 111.351 0.014 2.5 3.798 SOFR 38.564 0.024 2.5 2.344 SOYBEAN -163.495 0.004 2.5 -1.521 SOYMEAL -117.893 0.004 2.5 -1.096 SOYOIL -191.592 0.004 2.5 -1.783 SP400 -14.418 0.013 2.5 -0.478 SP500_micro 194.440 0.009 2.5 4.519 SUGAR11 -83.127 0.009 2.5 -1.768 US10 -7.264 0.005 2.5 -0.092 US10U 20.429 0.005 2.5 0.259 US2 -195.164 0.005 2.5 -2.473 US20 27.257 0.005 2.5 0.345 US30 6.852 0.005 2.5 0.087 US5 -50.083 0.005 2.5 -0.635 VIX -270.680 0.099 2.5 -66.815 WHEAT -65.999 0.005 2.5 -0.875 ===================== Position diags ===================== AUD 3.21 BITCOIN 35.65 BOBL 1.79 BTP 2.45 BUND 0.86 BUXL 0.36 CAC 2.79 CAD 4.87 CANOLA 10.04 CHF 2.12 COCOA 0.34 COFFEE 0.36 COPPER 2.70 CORN 4.80 COTTON2 1.80 CRUDE_W 5.22 DAX 12.68 DOW 9.55 DX 3.48 EUR 2.26 EURIBOR-ICE 12.17 EUROSTX 4.11 FEEDCOW 1.77 GASOIL 1.99 GASOLINE 1.42 GAS_US_mini 20.64 GBP 3.91 GOLD_micro 7.29 HEATOIL 1.46 JGB-SGX-mini 35.81 JPY 2.58 LEANHOG 7.42 LIVECOW 3.38 LUMBER-new 4.93 MILK 1.96 MXP 21.80 NASDAQ_micro 4.14 NIKKEI 26.85 NZD 3.40 OAT 2.86 OATIES 3.37 OJ 0.87 PALLAD 0.79 PLAT 1.99 REDWHEAT 1.08 RICE 4.25 ROBUSTA 0.78 RUSSELL 15.54 SHATZ 5.89 SILVER-mini 1.03 SMI 1.90 SOFR 17.19 SOYBEAN 0.92 SOYMEAL 1.05 SOYOIL 1.16 SP400 0.67 SP500_micro 7.45 SUGAR11 3.44 US10 1.47 US10U 1.09 US2 2.92 US20 0.74 US30 0.51 US5 2.28 VIX 33.41 WHEAT 1.19 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 0.6 0.3 1.0 2.0 2 BITCOIN 16.9 13.3 20.5 0.0 0 BOBL -1.8 -2.0 -1.6 0.0 0 BTP -1.8 -2.0 -1.5 -1.0 -1 BUND -0.7 -0.8 -0.6 -5.0 -5 BUXL -0.4 -0.4 -0.4 -1.0 -1 CAC -0.7 -1.0 -0.4 0.0 0 CAD -5.7 -6.2 -5.2 -2.0 -2 CANOLA -14.6 -15.6 -13.6 -10.0 -10 CHF -1.5 -1.7 -1.3 -4.0 -4 COCOA 0.3 0.3 0.3 0.0 0 COFFEE 0.2 0.2 0.2 0.0 0 COPPER 0.3 0.0 0.6 1.0 1 CORN -8.6 -9.1 -8.1 -10.0 -10 COTTON2 -2.9 -3.1 -2.7 -2.0 -2 CRUDE_W 1.9 1.3 2.4 0.0 0 DAX 9.8 8.6 11.1 1.0 1 DOW -7.2 -8.1 -6.2 -1.0 -1 DX 1.4 1.1 1.8 2.0 2 EUR -0.7 -0.9 -0.4 0.0 0 EURIBOR-ICE -6.5 -7.7 -5.3 -8.0 -8 EUROSTX 1.5 1.1 2.0 13.0 13 FEEDCOW -0.5 -0.7 -0.3 -3.0 -3 GASOIL -1.2 -1.4 -1.0 -2.0 -2 GASOLINE -0.0 -0.1 0.1 0.0 0 GAS_US_mini 9.1 7.0 11.1 10.0 10 GBP 3.1 2.7 3.4 1.0 1 GOLD_micro -2.7 -3.5 -2.0 -5.0 -5 HEATOIL -1.8 -2.0 -1.7 -1.0 -1 JGB-SGX-mini -9.5 -13.1 -5.9 -3.0 -3 JPY -2.9 -3.2 -2.7 -2.0 -2 LEANHOG -12.7 -13.4 -11.9 -11.0 -11 LIVECOW 5.0 4.7 5.3 8.0 8 LUMBER-new -9.9 -10.4 -9.4 NaN 0 MILK 0.9 0.7 1.1 NaN 0 MXP -8.1 -10.3 -5.9 -5.0 -5 NASDAQ_micro 1.7 1.3 2.1 2.0 2 NIKKEI 8.8 6.2 11.5 2.0 2 NZD 2.5 2.2 2.9 2.0 2 OAT -1.8 -2.1 -1.5 0.0 0 OATIES -2.2 -2.5 -1.9 NaN 0 OJ 0.8 0.7 0.9 2.0 2 PALLAD -0.6 -0.7 -0.5 -1.0 -1 PLAT -0.1 -0.3 0.1 1.0 1 REDWHEAT -0.7 -0.8 -0.6 0.0 0 RICE 3.6 3.1 4.0 NaN 0 ROBUSTA 0.6 0.5 0.7 2.0 2 RUSSELL -7.6 -9.2 -6.1 -13.0 -13 SHATZ -9.0 -9.5 -8.4 NaN 0 SILVER-mini 0.3 0.2 0.4 0.0 0 SMI 3.8 3.6 4.0 0.0 0 SOFR 2.3 0.6 4.1 NaN 0 SOYBEAN -1.5 -1.6 -1.4 -5.0 -5 SOYMEAL -1.1 -1.2 -1.0 0.0 0 SOYOIL -1.8 -1.9 -1.7 -1.0 -1 SP400 -0.5 -0.5 -0.4 0.0 0 SP500_micro 4.5 3.8 5.3 3.0 3 SUGAR11 -1.8 -2.1 -1.4 -3.0 -3 US10 -0.1 -0.2 0.1 0.0 0 US10U 0.3 0.1 0.4 0.0 0 US2 -2.5 -2.8 -2.2 NaN 0 US20 0.3 0.3 0.4 0.0 0 US30 0.1 0.0 0.1 1.0 1 US5 -0.6 -0.9 -0.4 -4.0 -4 VIX -66.8 -70.2 -63.5 -56.0 -56 WHEAT -0.9 -1.0 -0.8 -2.0 -2 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 -0.1 0.3 0.1 0.0 0.0 -0.0 0.0 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 0.0 0.5 0.0 0.0 0.1 -0.0 -0.0 0.0 -0.0 -0.1 -0.2 0.3 0.3 -0.1 -0.2 0.0 -0.0 BITCOIN 0.2 -0.2 0.3 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.1 0.5 0.1 0.7 0.2 0.1 -0.1 -0.1 -0.1 -0.2 0.2 0.2 0.0 0.5 0.1 -2.7 0.1 -0.0 0.4 -0.0 0.7 0.0 -0.2 0.5 0.6 0.5 0.6 -0.5 -0.1 0.2 0.1 BOBL -0.1 -0.2 -0.4 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.0 0.6 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.2 -0.2 -0.3 -0.3 -0.1 -0.7 -0.5 -0.1 -0.3 BTP -0.2 -0.2 -0.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.0 0.2 -0.1 0.3 -0.1 -0.1 0.0 0.1 0.1 0.1 -0.0 0.0 -0.1 0.1 -0.1 -2.7 -0.0 -0.0 0.1 -0.1 0.2 -0.0 0.8 -0.5 -0.4 -0.2 0.4 -0.5 -0.4 0.2 0.1 BUND -0.1 -0.1 -0.3 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.0 -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 -0.3 -0.3 0.0 -0.7 -0.6 -0.1 -0.3 BUXL -0.1 -0.2 -0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -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 -0.3 -0.3 -0.4 0.1 -0.7 -0.7 -0.4 -0.3 CAC -0.6 -0.3 -0.1 0.1 0.1 0.2 0.1 0.3 0.0 -0.1 0.5 -0.2 0.7 -0.1 0.1 -0.1 0.0 0.0 0.0 0.0 0.2 -0.2 0.5 -0.1 -1.8 0.0 -0.1 0.2 -0.1 0.4 -0.1 0.7 -0.5 -0.6 -0.4 0.2 -0.2 0.2 -0.5 0.3 CAD -0.1 0.0 -0.2 0.0 0.0 -0.0 0.0 0.0 0.0 -0.1 -0.4 -0.2 -0.5 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 0.0 -0.4 -0.6 -0.3 -0.4 -0.1 -0.3 -0.1 -0.2 CANOLA -0.4 0.4 0.6 -0.0 -0.0 0.0 -0.1 0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.0 -0.3 -0.2 -0.3 -0.3 -0.0 -0.0 -0.1 -0.2 -0.1 -2.7 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -1.1 -0.2 -0.2 -0.0 0.2 -0.5 -0.5 -0.0 -0.2 CHF 0.6 0.4 -0.6 0.0 0.0 -0.0 0.0 0.0 0.0 0.0 -0.4 0.1 -0.5 0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.0 -0.2 0.1 -0.4 0.1 0.5 -0.0 0.0 -0.1 0.1 -0.1 0.0 -1.1 0.5 0.3 0.1 -0.6 0.1 -0.5 0.1 -0.4 COCOA 0.6 -0.5 -0.2 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.1 0.1 0.1 0.2 0.0 0.0 0.4 0.3 0.4 0.4 0.1 0.1 0.1 0.2 0.1 -2.2 0.0 0.0 0.1 0.0 0.2 0.0 1.1 0.5 0.4 -0.1 0.6 0.3 0.1 0.4 0.3 COFFEE 0.5 -0.2 0.4 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 0.3 0.1 0.4 0.1 0.1 0.0 0.2 0.1 0.2 0.2 0.2 0.0 0.3 0.1 -2.7 0.0 -0.0 0.2 -0.0 0.2 0.0 0.5 0.4 0.6 0.0 0.6 0.1 -0.5 0.5 -0.2 COPPER -0.6 -0.3 0.6 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.1 -0.1 0.1 -0.0 0.0 0.0 -0.1 0.0 -0.0 0.0 0.1 -0.1 0.1 -0.0 -1.0 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.2 0.0 -0.0 0.5 0.5 -0.2 -0.1 0.4 0.2 CORN -0.4 0.2 0.5 -0.0 -0.1 0.0 -0.1 0.0 -0.1 0.0 -0.2 -0.1 -0.6 -0.1 0.0 -0.3 -0.2 -0.4 -0.3 -0.1 -0.1 -0.1 -0.4 -0.1 -2.0 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -1.1 0.3 -0.3 0.1 0.0 -0.7 -0.7 -0.7 -0.0 COTTON2 0.0 -0.6 -0.6 -0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.1 -0.3 -0.1 -0.2 -0.1 -0.1 -0.1 0.0 0.0 0.0 -0.2 -0.1 -0.1 -0.2 -0.1 -2.5 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.2 -0.1 -0.6 -0.4 -0.2 -0.4 0.3 -0.0 CRUDE_W -0.2 -0.6 -0.0 -0.0 0.0 -0.0 -0.0 0.1 -0.1 0.2 0.1 0.0 0.5 -0.1 -0.1 0.2 0.2 0.3 0.3 -0.1 0.0 0.0 0.2 -0.1 -0.6 -0.1 0.0 -0.0 -0.0 0.1 -0.1 0.0 -0.1 -0.5 -0.5 0.1 0.7 0.6 0.7 0.7 DAX -0.5 -0.0 0.1 0.1 0.1 0.2 0.1 0.3 0.0 0.0 0.5 -0.1 0.7 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.0 0.5 -0.0 1.8 0.1 0.0 0.3 -0.0 0.5 -0.0 -0.5 -0.5 -0.6 -0.1 0.6 -0.0 0.2 -0.1 0.4 DOW -0.6 -0.1 -0.5 0.0 0.0 0.1 0.0 0.2 0.0 0.1 0.3 -0.1 0.4 -0.0 -0.0 -0.2 -0.2 -0.2 -0.2 -0.0 0.1 -0.0 0.3 -0.0 -1.6 0.0 -0.0 0.1 -0.0 0.3 -0.0 -0.5 -0.2 -0.5 -0.2 -0.4 0.3 -0.1 0.4 -0.3 DX -0.2 -0.3 0.2 0.0 -0.1 -0.0 -0.0 0.0 0.0 0.2 0.4 0.1 0.5 -0.1 0.1 0.2 0.1 0.2 0.1 0.0 0.1 0.1 0.2 0.0 -2.7 0.0 0.1 0.1 0.1 0.2 0.0 0.9 0.5 -0.4 -0.3 0.5 0.0 0.3 0.1 0.5 EUR 0.0 0.3 -0.1 0.0 0.0 -0.0 0.0 0.0 0.0 -0.1 -0.2 -0.1 -0.3 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 -0.1 -0.1 -0.0 2.7 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.4 -0.3 -0.3 0.1 0.2 -0.5 -0.7 -0.4 -0.5 EURIBOR-ICE -0.1 -0.2 -0.6 -0.0 0.0 -0.0 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 -0.0 -0.0 1.6 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.2 -0.3 -0.3 -0.1 -0.7 -0.7 -0.0 0.2 EUROSTX -0.4 -0.2 -0.0 0.1 0.1 0.2 0.1 0.3 0.0 -0.0 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 -0.5 -0.5 -0.0 0.5 -0.6 0.1 -0.7 0.2 FEEDCOW 0.1 0.1 -0.3 -0.0 -0.1 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.1 -0.1 0.0 -0.0 -0.3 -0.4 -0.4 -0.4 -0.0 -0.0 -0.0 -0.0 -0.0 -0.9 -0.0 0.0 -0.0 -0.0 0.1 -0.0 -1.1 0.4 0.3 0.2 -0.5 0.4 0.7 0.7 0.7 GASOIL -0.2 -0.6 -0.3 -0.0 0.0 -0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.0 0.4 -0.1 -0.2 -0.1 0.3 0.0 0.2 -0.1 -0.1 0.0 0.2 -0.1 0.8 -0.1 0.1 -0.1 -0.0 0.1 -0.1 0.0 0.0 0.1 -0.3 -0.4 -0.6 -0.4 -0.7 -0.7 GASOLINE -0.3 -0.6 -0.0 -0.0 0.0 -0.0 -0.0 0.1 -0.1 0.1 0.2 -0.1 0.5 -0.2 -0.1 0.4 0.3 0.4 0.3 -0.1 0.0 -0.0 0.3 -0.1 -2.7 -0.1 0.0 -0.0 -0.0 0.1 -0.1 0.1 -0.1 -0.3 -0.4 0.1 0.7 0.7 0.7 0.7 GAS_US_mini 0.3 0.6 0.6 -0.0 0.0 -0.0 -0.0 0.1 -0.0 0.1 -0.3 0.1 -0.5 0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.1 -0.0 0.2 -0.4 0.2 2.7 0.0 0.1 -0.0 0.1 -0.2 0.1 -1.1 0.5 0.6 0.6 0.0 -0.1 -0.2 -0.3 -0.4 GBP 0.3 0.3 -0.1 0.0 0.0 -0.0 0.0 0.0 0.0 0.1 0.4 0.2 0.2 0.2 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.1 0.1 0.1 0.2 0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.2 0.6 0.6 0.5 -0.3 -0.6 -0.3 -0.3 GOLD_micro -0.6 -0.5 0.4 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.2 -0.1 0.3 -0.1 0.1 -0.2 -0.3 -0.2 -0.3 0.0 0.1 -0.0 0.2 -0.0 -0.4 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.7 0.2 0.0 -0.1 0.6 -0.1 -0.4 0.2 -0.1 HEATOIL -0.1 -0.6 -0.3 -0.0 0.0 -0.0 -0.0 0.1 -0.1 0.2 -0.2 0.0 0.2 -0.1 -0.2 -0.2 0.3 -0.1 0.1 -0.2 -0.1 0.0 0.1 -0.1 -2.7 -0.1 0.0 -0.1 -0.0 0.0 -0.1 -0.2 -0.0 -0.5 -0.6 -0.6 0.2 0.2 -0.0 0.0 JGB-SGX-mini 0.1 -0.3 -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 0.4 0.4 0.4 0.4 -0.1 -0.1 0.0 -0.1 -0.0 -1.2 -0.0 0.0 -0.1 0.0 -0.1 -0.0 1.1 0.0 -0.2 -0.4 -0.3 -0.6 -0.2 -0.1 0.5 JPY 0.1 0.0 -0.2 0.0 0.0 -0.0 0.0 0.0 0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 -0.0 -0.5 -0.1 2.7 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -1.1 -0.0 -0.3 -0.5 -0.5 -0.6 -0.4 -0.6 -0.4 LEANHOG -0.6 -0.6 0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 0.4 -0.4 -0.4 -0.4 -0.2 -0.1 -0.2 -0.2 -0.2 1.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -1.1 -0.5 -0.6 -0.6 -0.4 -0.4 -0.3 -0.2 0.2 LIVECOW 0.2 0.2 -0.1 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.0 0.2 -0.0 0.1 0.1 0.1 0.4 0.2 0.4 0.4 0.1 0.0 0.0 0.1 0.1 -1.1 0.0 0.0 0.1 0.0 0.2 0.0 1.1 0.5 0.6 0.5 0.2 0.4 0.7 0.7 0.7 LUMBER-new -0.0 -0.4 -0.7 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 -0.4 -0.1 -0.5 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.1 -0.3 -0.2 NaN -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -1.2 -0.2 -0.6 -0.7 -0.7 -0.5 -0.4 -0.1 -0.3 MILK 0.2 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 -0.2 -0.4 -0.2 -0.4 0.2 0.1 0.1 -0.1 0.2 2.0 0.0 0.0 0.1 0.0 -0.0 0.0 -1.1 0.5 0.6 0.6 0.5 -0.5 -0.7 -0.4 -0.7 MXP -0.6 -0.6 -0.6 0.0 0.0 -0.0 0.0 0.0 0.0 -0.1 0.1 -0.1 0.3 -0.1 -0.0 0.3 0.3 0.3 0.3 -0.1 -0.0 -0.2 0.1 -0.2 -2.7 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 1.1 -0.5 -0.6 -0.6 0.1 0.7 0.6 0.7 0.7 NASDAQ_micro 0.4 0.4 -0.1 0.0 0.0 0.1 0.0 0.2 0.0 0.1 0.4 0.2 0.6 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.1 0.1 0.3 0.1 -0.4 0.3 0.6 0.3 -0.1 -0.1 0.1 -0.1 0.1 NIKKEI 0.1 -0.2 0.0 0.0 0.1 0.2 0.0 0.3 0.0 0.2 0.4 0.2 0.6 0.1 0.0 0.2 0.2 0.1 0.1 0.1 0.2 0.1 0.5 0.1 -2.6 0.0 0.1 0.3 0.1 0.6 0.0 1.1 -0.2 0.3 -0.5 -0.2 -0.1 -0.3 -0.3 -0.4 NZD 0.3 0.5 -0.1 0.0 0.0 -0.0 0.0 0.0 0.0 0.1 0.0 0.1 -0.1 0.2 0.1 0.0 0.0 0.0 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 0.0 0.0 0.0 0.0 0.0 0.1 0.3 0.1 0.4 0.5 0.1 0.1 -0.2 0.2 0.1 OAT -0.2 -0.2 -0.3 -0.0 0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 0.3 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.8 -0.5 -0.4 -0.3 0.0 -0.7 -0.6 -0.0 -0.1 OATIES -0.5 0.5 0.3 -0.0 -0.0 0.0 -0.1 0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.0 -0.1 0.0 0.1 0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -2.7 0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.0 -0.2 -0.5 0.4 0.1 -0.2 -0.0 0.2 0.4 OJ -0.5 0.4 -0.1 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 0.3 -0.1 0.5 0.1 0.1 0.2 0.3 0.2 0.2 0.2 0.2 -0.1 0.5 0.1 -2.7 0.0 -0.0 0.1 -0.0 0.2 0.0 0.9 -0.5 0.6 0.6 0.6 0.1 0.3 0.6 0.7 PALLAD -0.4 -0.2 0.1 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.3 -0.1 1.9 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.3 0.1 -0.1 -0.3 -0.3 -0.7 -0.7 -0.7 -0.6 PLAT -0.6 0.3 0.4 -0.0 -0.0 0.0 -0.1 0.0 -0.0 -0.1 0.1 -0.1 -0.1 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.1 0.0 -0.0 1.0 0.0 -0.0 0.0 -0.1 0.0 -0.0 0.1 -0.2 -0.2 0.2 0.0 -0.7 -0.3 0.1 0.2 REDWHEAT -0.3 0.6 0.6 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 0.1 -0.1 -0.3 0.0 0.1 -0.2 -0.1 -0.2 -0.1 0.1 0.1 -0.2 -0.1 -0.0 -0.9 0.0 -0.1 0.1 -0.1 -0.0 -0.0 -0.6 -0.5 -0.1 0.6 0.5 -0.5 -0.7 -0.1 -0.6 RICE -0.2 0.6 0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 0.4 -0.2 0.5 0.1 0.2 0.4 0.4 0.4 0.4 0.2 0.2 -0.1 0.4 0.1 -1.7 0.0 -0.0 0.1 -0.0 0.1 0.0 1.1 0.5 0.4 0.6 -0.0 -0.3 -0.2 -0.3 -0.0 ROBUSTA 0.6 -0.6 -0.2 -0.0 -0.0 0.0 -0.1 0.0 -0.0 -0.0 0.2 0.1 0.3 0.1 0.1 0.4 0.4 0.4 0.4 0.1 0.2 0.1 0.4 0.1 -2.7 0.0 -0.0 0.1 0.0 0.2 0.0 1.1 0.4 0.6 0.4 0.6 -0.0 -0.3 0.2 0.1 RUSSELL -0.3 0.0 -0.0 0.0 0.0 0.1 0.0 0.2 0.0 0.0 0.3 -0.1 0.4 0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.0 0.2 -0.0 -0.2 0.0 0.0 0.1 -0.0 0.2 -0.0 -0.0 -0.4 -0.4 -0.2 -0.4 -0.1 -0.7 -0.1 -0.7 SHATZ 0.1 -0.1 -0.5 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 -0.2 -0.0 -0.3 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 0.0 -0.3 -0.0 1.0 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -1.1 -0.1 -0.2 -0.4 -0.3 -0.7 -0.6 -0.5 -0.5 SILVER-mini -0.4 -0.0 0.6 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.2 -0.0 0.2 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.1 0.0 0.2 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 -0.1 0.3 0.2 0.5 -0.3 -0.4 0.2 0.1 SMI 0.2 0.6 0.3 0.0 0.1 0.2 0.0 0.3 0.0 0.1 0.5 0.1 0.6 0.2 0.2 -0.1 0.0 -0.0 0.0 0.2 0.2 0.1 0.4 0.2 2.0 0.1 0.0 0.2 0.0 0.2 0.1 0.7 0.3 0.6 0.6 0.5 0.3 0.0 0.3 -0.0 SOFR 0.3 0.4 -0.3 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.1 0.1 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.0 0.1 -0.1 0.0 -0.4 0.0 0.0 -0.0 0.0 -0.0 0.0 0.2 0.2 0.3 0.3 0.1 0.0 -0.6 0.5 0.0 SOYBEAN -0.6 0.3 0.3 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.0 -0.0 0.2 0.0 0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -2.7 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 0.3 -0.2 -0.4 -0.0 0.1 -0.7 -0.7 -0.5 -0.7 SOYMEAL -0.5 0.6 0.4 -0.0 -0.1 0.0 -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 -0.2 -0.1 -2.7 0.0 -0.0 0.0 -0.0 -0.0 0.0 0.1 0.1 -0.0 0.6 0.3 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.1 -0.0 0.2 -0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.5 0.1 0.1 -0.4 -0.2 -0.6 -0.6 -0.1 0.0 SP400 -0.5 -0.2 -0.0 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 -0.1 -0.1 -0.1 0.0 0.1 -0.0 0.3 -0.0 -1.7 0.0 0.0 0.1 -0.0 0.2 -0.0 0.0 -0.3 -0.5 -0.3 -0.0 -0.0 -0.3 -0.0 -0.7 SP500_micro 0.2 0.2 -0.1 0.0 0.1 0.2 0.0 0.3 0.0 0.2 0.5 0.2 0.7 0.2 0.2 -0.3 -0.2 -0.3 -0.3 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.2 0.1 0.4 0.1 -0.5 0.4 0.6 0.3 0.2 0.1 -0.0 0.2 -0.0 SUGAR11 0.3 -0.3 -0.6 -0.0 -0.1 0.0 -0.1 0.0 -0.1 0.1 -0.4 0.1 -0.3 -0.1 -0.2 0.0 0.2 0.1 0.2 -0.2 -0.2 0.0 -0.3 -0.1 -2.7 -0.1 0.0 -0.2 0.0 -0.1 -0.0 0.7 0.5 0.1 -0.6 -0.6 0.6 0.6 0.7 0.7 US10 0.3 0.3 -0.1 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 -0.1 0.0 -0.2 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.0 -0.2 0.0 0.3 0.0 0.0 -0.0 0.0 -0.0 0.0 -0.3 0.1 0.2 0.2 0.1 -0.2 -0.7 0.2 0.1 US10U 0.3 0.3 -0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.3 0.1 -0.0 -0.1 -0.0 -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 0.0 0.1 0.2 0.3 0.3 0.1 -0.2 -0.5 0.6 0.3 US2 0.3 0.3 -0.3 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 -0.2 0.0 -0.3 0.0 -0.1 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 0.0 -0.3 0.0 1.7 -0.0 0.0 -0.1 0.0 -0.1 0.0 -1.1 0.1 -0.0 -0.0 -0.2 -0.3 -0.7 -0.2 -0.6 US20 0.3 0.3 -0.1 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 0.0 0.0 -0.0 0.0 0.3 0.2 0.3 0.3 0.2 -0.3 -0.4 0.7 0.5 US30 0.3 0.3 -0.0 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.0 0.1 -0.2 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.0 -0.2 0.0 -0.0 0.0 0.0 0.0 0.0 -0.0 0.0 -0.1 0.1 0.3 0.3 0.3 -0.5 -0.4 0.3 0.5 US5 0.3 0.3 -0.2 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.2 0.0 -0.3 0.0 -0.0 -0.2 -0.2 -0.2 -0.2 -0.0 -0.1 0.0 -0.2 0.0 0.8 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.5 0.1 0.1 0.2 -0.0 -0.2 -0.7 0.1 -0.2 VIX 0.1 -0.8 0.1 -0.1 -0.1 -0.3 -0.1 -0.5 -0.1 -0.3 -0.9 -0.3 -1.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.1 -0.9 -0.3 NaN -0.1 -0.1 -0.4 -0.1 -0.6 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.5 0.6 0.6 -0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.1 0.2 -0.1 -0.2 0.0 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 -0.2 -0.1 -0.0 0.1 0.0 -0.0 0.1 -0.0 -0.0 -0.0 -1.1 -0.5 -0.2 0.6 0.5 -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 -2.9 9.8 3.9 0.8 1.7 -0.4 0.8 1.0 2.1 7.2 -0.5 -2.7 -6.1 11.3 11.1 -2.5 -2.8 -2.6 -2.7 4.8 2.4 0.8 -1.9 3.3 3.5 3.4 3.5 2.4 -0.1 -0.1 1.8 -0.1 -2.2 -5.6 8.1 9.0 -2.9 -7.0 0.1 -0.4 BITCOIN 5.6 -4.7 8.3 -0.4 -8.3 2.7 -10.5 2.2 -6.7 -11.1 17.3 5.2 19.0 15.7 11.8 -7.3 -7.3 -7.4 -7.6 15.0 20.0 0.4 20.0 9.2 -20.0 7.5 -3.7 14.4 -0.3 18.5 3.4 -3.6 20.0 20.0 15.3 20.0 -15.5 -3.1 5.0 1.9 BOBL -2.4 -5.1 -11.1 -0.7 3.5 -1.6 2.0 -2.0 0.9 1.7 -7.8 -3.8 -6.0 -5.7 -7.8 -14.2 -6.9 -2.8 -4.6 -6.9 -7.0 -1.3 -6.3 -4.4 4.3 -2.9 1.5 -2.6 -0.7 -2.1 -2.1 -3.8 -7.4 -8.4 -10.8 -3.7 -20.0 -16.2 -4.1 -10.0 BTP -7.7 -6.1 -7.7 -1.1 5.5 -2.5 3.3 -3.2 1.5 -2.2 7.6 -7.3 8.7 -6.4 -7.9 1.1 5.3 3.2 4.1 -3.3 1.3 -6.4 4.6 -5.7 -20.0 -2.0 -1.5 2.1 -5.3 4.5 -4.6 15.0 -20.0 -12.3 -7.3 11.8 -13.6 -10.7 6.6 2.4 BUND -2.9 -4.2 -7.7 -0.7 3.7 -1.7 2.2 -2.1 1.0 1.2 -5.5 -3.6 -3.2 -5.3 -7.5 -1.1 -1.1 -4.7 -3.9 -5.4 -4.8 -1.6 -4.4 -3.9 1.6 -2.6 1.6 -1.7 -1.0 -1.2 -2.3 2.5 -8.2 -8.1 -9.1 0.9 -20.0 -19.0 -2.2 -10.2 BUXL -3.8 -5.2 -4.5 -0.9 4.5 -2.0 2.7 -2.6 1.2 -0.5 -3.6 -4.8 -3.2 -6.8 -8.6 -4.2 -3.2 -5.9 -5.0 -6.1 -4.9 -3.1 -5.2 -5.1 -2.3 -2.8 0.4 -1.1 -2.1 -0.8 -3.1 -0.6 -11.9 -10.5 -11.5 4.5 -20.0 -20.0 -12.4 -8.0 CAC -20.0 -10.5 -3.4 5.4 7.9 8.0 5.0 9.0 4.3 -13.6 20.0 -17.6 20.0 -8.3 5.0 -7.0 0.9 0.9 2.2 1.2 15.2 -20.0 20.0 -13.8 -13.3 1.7 -12.9 8.4 -11.6 10.8 -6.2 13.8 -20.0 -20.0 -11.6 6.9 -6.5 7.2 -14.2 10.4 CAD -1.7 1.2 -6.1 1.0 2.1 -0.4 1.0 1.3 2.6 -10.7 -14.8 -14.2 -13.8 -6.0 -11.8 -3.8 -2.6 -3.3 -2.9 -7.7 -9.0 -9.3 -9.2 -7.3 -0.9 -5.8 -4.8 -6.2 -7.9 -6.1 -6.1 0.0 -15.6 -17.8 -8.6 -10.9 -2.9 -9.8 -3.5 -6.3 CANOLA -12.6 12.2 20.0 -0.4 -5.0 0.6 -5.2 0.0 -2.8 -6.0 -2.8 -6.5 -6.2 -2.2 3.9 -14.0 -9.3 -14.9 -13.7 -0.4 -1.6 -8.6 -6.3 -5.0 -20.0 -0.6 -2.8 -1.1 -3.9 -3.2 -2.6 -20.0 -8.8 -5.6 -1.1 5.4 -14.0 -16.3 -0.4 -4.7 CHF 19.2 13.4 -19.4 0.8 1.7 -0.4 0.8 1.0 2.1 4.3 -16.2 9.6 -13.6 8.5 -9.3 -16.5 -16.3 -16.7 -16.4 -4.0 -14.7 11.8 -13.0 9.6 3.6 -1.0 2.7 -4.9 5.4 -4.1 4.5 -20.0 20.0 9.3 1.6 -20.0 3.0 -15.4 4.3 -12.5 COCOA 17.2 -14.6 -4.8 -0.3 -3.6 0.4 -3.8 0.0 -2.0 5.9 3.5 6.5 4.8 0.5 2.3 20.0 15.6 20.0 20.0 5.0 7.4 8.8 8.2 6.1 -16.3 1.8 1.7 3.8 1.2 4.9 0.9 20.0 20.0 13.9 -3.0 20.0 8.5 2.2 12.2 7.7 COFFEE 14.7 -7.2 11.3 -0.6 -8.5 1.0 -9.0 0.0 -4.9 -9.1 10.5 8.6 9.9 7.2 8.2 2.2 7.6 6.3 7.9 14.6 15.1 3.2 12.1 11.6 -19.9 4.0 -1.8 5.6 -0.7 5.1 1.5 9.6 18.4 20.0 0.0 20.0 4.3 -14.5 14.9 -4.6 COPPER -20.0 -10.8 18.1 -0.1 -2.7 0.9 -3.4 0.7 -2.1 -2.5 5.2 -5.9 4.0 -2.8 3.3 1.6 -3.1 0.0 -1.9 4.1 6.8 -5.7 5.2 -2.3 -7.5 1.6 -1.0 2.5 -1.5 1.9 -0.5 4.6 0.3 -1.2 14.5 14.7 -4.9 -1.6 10.7 7.4 CORN -13.6 7.6 15.7 -0.7 -9.7 1.1 -10.2 0.0 -5.5 3.1 -7.2 -9.6 -16.0 -8.8 0.6 -17.3 -12.2 -18.3 -16.8 -4.7 -6.1 -8.5 -13.9 -9.4 -14.9 -1.5 0.2 -2.7 -3.3 -6.3 -3.7 -20.0 10.7 -8.5 2.3 0.3 -20.0 -20.0 -20.0 -1.5 COTTON2 0.4 -20.0 -20.0 -0.4 -5.9 0.7 -6.3 0.0 -3.4 -9.6 -9.3 -10.2 -6.1 -10.6 -10.9 -5.9 2.2 1.2 2.3 -14.9 -11.5 -11.6 -6.1 -13.1 -18.9 -3.4 -2.3 -1.7 -2.8 0.1 -3.4 -0.4 -6.4 -3.7 -20.0 -13.5 -5.4 -11.3 9.6 -0.5 CRUDE_W -7.2 -19.5 -1.0 -4.4 5.3 -0.7 -0.9 2.1 -5.4 17.6 3.3 3.5 13.4 -8.8 -5.5 10.7 12.0 12.7 12.5 -6.2 1.8 5.2 8.7 -7.0 -4.8 -5.8 5.5 -1.2 -1.4 2.4 -6.9 0.6 -5.7 -16.2 -15.4 1.6 20.0 17.0 20.0 20.0 DAX -13.9 -1.1 2.6 5.0 7.3 7.4 4.6 8.3 3.9 4.3 20.0 -9.8 20.0 5.3 13.7 -10.9 -11.5 -11.4 -11.9 11.2 20.0 -4.9 20.0 -0.2 13.2 5.7 0.3 11.6 -2.5 12.8 -0.4 -9.2 -20.0 -20.0 -2.9 20.0 -0.3 5.6 -3.3 11.3 DOW -17.5 -4.4 -16.2 3.5 5.1 5.1 3.2 5.8 2.7 8.2 11.0 -5.6 11.9 -3.0 -2.4 -10.5 -11.2 -11.3 -11.5 -1.0 5.8 -3.7 11.8 -4.3 -11.9 0.7 -0.7 4.2 -1.4 7.2 -1.3 -8.5 -9.4 -16.8 -5.3 -12.7 7.7 -4.2 12.8 -9.0 DX -5.4 -8.0 6.8 0.7 -6.4 -0.5 -1.6 1.1 1.8 17.9 13.1 9.6 13.0 -7.0 7.2 7.6 6.9 7.5 7.2 2.7 7.6 8.0 8.9 0.5 -20.0 1.6 11.5 4.2 5.1 5.0 0.5 16.8 20.0 -11.4 -8.0 16.4 1.4 8.1 2.6 15.9 EUR 0.2 7.9 -2.6 1.0 2.0 -0.4 1.0 1.2 2.5 -6.8 -7.3 -7.5 -8.9 8.9 1.0 -7.4 -7.0 -7.3 -7.0 0.4 -2.6 -8.2 -4.2 -1.1 20.0 1.4 -6.4 0.4 -6.5 -0.5 -0.7 -7.3 -14.1 -9.2 4.1 5.5 -15.5 -19.6 -13.4 -14.8 EURIBOR-ICE -2.3 -7.1 -17.7 -0.6 3.2 -1.4 1.9 -1.8 0.9 -0.2 -3.3 -3.6 -0.1 -4.8 -6.9 -7.0 -4.9 -6.0 -4.9 -5.7 -4.3 -1.9 -1.8 -3.9 11.7 -2.5 0.6 -1.7 -0.9 -0.5 -1.8 -1.4 -6.8 -8.2 -9.6 -4.3 -20.0 -20.0 -0.1 7.4 EUROSTX -12.9 -5.5 -0.6 5.1 7.4 7.5 4.7 8.4 4.0 -0.1 20.0 -2.4 20.0 8.1 15.9 -8.4 -2.0 -6.5 -3.8 11.0 20.0 -1.1 20.0 2.4 -2.4 6.4 -0.3 12.8 -0.9 15.0 1.0 6.6 -20.0 -14.4 -1.2 16.4 -16.9 4.3 -20.0 6.6 FEEDCOW 3.1 2.4 -9.5 -0.8 -11.3 1.3 -11.9 0.0 -6.5 3.7 2.7 -5.4 -3.1 1.3 -1.8 -15.9 -20.0 -20.0 -20.0 -1.0 -2.8 -1.4 -0.9 -0.9 -6.9 -2.7 1.7 -1.5 -2.5 1.7 -3.8 -20.0 15.1 10.2 4.7 -14.3 13.2 20.0 20.0 20.0 GASOIL -5.0 -20.0 -7.9 -4.0 4.7 -0.6 -0.8 1.9 -4.8 15.1 -0.7 -0.5 11.9 -13.1 -15.9 -4.3 14.3 1.4 8.2 -13.9 -4.8 0.5 7.0 -12.7 6.2 -5.8 6.9 -2.3 -0.4 1.9 -5.4 0.1 2.0 2.1 -9.8 -11.8 -19.3 -11.8 -20.0 -20.0 GASOLINE -10.8 -20.0 -0.1 -4.0 4.8 -0.6 -0.9 2.0 -4.9 9.0 6.2 -5.9 13.3 -14.9 -10.2 18.0 14.2 18.0 13.9 -11.0 0.5 -4.3 9.7 -13.7 -20.0 -5.5 0.8 -0.9 -2.5 3.1 -6.5 2.6 -3.2 -9.3 -12.9 2.0 20.0 20.0 20.0 20.0 GAS_US_mini 8.1 20.0 20.0 -3.0 3.6 -0.5 -0.6 1.5 -3.6 11.5 -10.9 11.4 -14.4 11.4 7.7 -20.0 -20.0 -20.0 -20.0 9.2 -2.3 17.9 -16.4 14.7 20.0 3.4 6.8 -1.0 6.5 -4.5 5.6 -20.0 20.0 20.0 20.0 1.4 -3.2 -5.8 -9.1 -10.9 GBP 9.7 10.6 -3.1 1.1 2.2 -0.5 1.1 1.4 2.8 14.6 14.3 17.1 5.9 20.0 12.6 -1.0 -0.8 -1.0 -0.9 12.2 6.5 10.6 5.0 15.2 1.3 7.0 5.7 4.9 5.3 3.6 7.7 3.3 7.0 20.0 17.4 15.6 -9.6 -19.5 -10.3 -9.9 GOLD_micro -20.0 -16.0 12.3 -0.2 -3.5 1.1 -4.4 0.9 -2.8 -3.6 7.7 -6.8 8.0 -5.1 6.1 -10.7 -13.8 -12.2 -13.1 3.9 8.9 -5.1 8.9 -2.5 -2.7 1.2 -1.6 3.8 -2.4 4.0 -1.6 -14.0 9.9 0.9 -3.0 18.3 -2.8 -11.7 5.1 -4.4 HEATOIL -3.6 -18.3 -8.5 -4.1 4.9 -0.6 -0.9 2.0 -5.0 17.1 -8.7 1.9 6.1 -11.4 -16.5 -9.9 13.2 -3.3 5.1 -15.7 -8.6 3.4 1.9 -12.0 -20.0 -6.8 4.5 -3.3 -1.1 0.9 -6.4 -3.4 -1.5 -14.8 -19.4 -19.0 5.5 6.2 -1.2 0.7 JGB-SGX-mini 3.2 -9.3 -17.4 -0.7 3.8 -1.7 2.2 -2.2 1.0 6.5 -3.1 1.8 0.1 -4.4 -8.2 20.0 17.9 19.9 17.8 -7.8 -6.6 3.1 -2.5 -3.6 -9.0 -3.1 3.5 -2.9 1.1 -1.8 -1.4 20.0 0.6 -5.8 -12.2 -8.6 -17.9 -5.7 -2.9 14.5 JPY 1.7 1.0 -5.1 0.5 1.0 -0.2 0.5 0.6 1.2 -6.8 -11.4 -6.1 -11.8 -8.6 -10.7 -14.2 -16.2 -15.2 -15.7 -10.1 -13.8 -3.2 -16.7 -5.6 20.0 -3.9 -0.8 -5.2 -1.1 -5.9 -2.0 -20.0 -1.1 -7.7 -15.4 -16.8 -19.5 -10.8 -17.6 -10.5 LEANHOG -20.0 -20.0 1.3 -0.9 -12.5 1.4 -13.2 0.0 -7.2 -20.0 -2.2 -20.0 -4.7 -20.0 -20.0 20.0 -20.0 -19.1 -20.0 -20.0 -13.3 -20.0 -6.5 -20.0 7.2 -7.0 -8.1 -2.0 -10.1 -0.4 -10.2 -20.0 -20.0 -20.0 -20.0 -13.5 -12.9 -10.1 -6.9 6.7 LIVECOW 5.9 7.7 -2.3 -0.9 -11.9 1.3 -12.5 0.0 -6.8 -2.2 7.5 -2.7 1.5 10.5 4.8 20.0 10.6 20.0 18.8 7.4 4.0 0.4 3.2 6.1 -8.0 4.3 0.1 4.1 0.2 5.4 2.5 20.0 20.0 20.0 16.7 6.7 12.2 20.0 20.0 20.0 LUMBER-new -0.9 -12.0 -18.2 -0.6 -8.6 1.0 -9.0 0.2 -4.9 -11.0 -11.4 -10.8 -11.8 -12.5 -14.3 -16.8 -17.8 -19.3 -18.8 -18.8 -14.8 -14.1 -9.0 -17.0 NaN -5.4 -3.0 -4.2 -3.5 -2.2 -4.7 -20.0 -7.1 -16.7 -20.0 -20.0 -12.6 -11.1 -3.2 -7.0 MILK 5.1 20.0 20.0 -0.5 -7.2 0.8 -7.6 0.0 -4.1 11.0 5.7 10.0 -6.5 12.5 12.5 -9.1 -20.0 -12.1 -20.0 19.4 9.9 15.1 -3.7 19.2 15.0 4.4 2.6 2.1 3.2 -0.9 4.5 -20.0 20.0 20.0 20.0 15.1 -15.8 -20.0 -11.9 -20.0 MXP -20.0 -17.8 -20.0 0.5 1.0 -0.2 0.5 0.6 1.2 -10.3 3.8 -10.6 8.8 -8.5 -4.5 12.5 16.7 15.1 15.8 -7.7 -0.5 -20.0 4.6 -17.3 -20.0 -2.3 -6.1 -0.0 -7.0 1.5 -5.3 20.0 -20.0 -20.0 -20.0 2.1 20.0 19.4 20.0 20.0 NASDAQ_micro 13.4 12.6 -4.5 3.5 5.1 5.1 3.2 5.8 2.7 13.9 15.1 14.6 15.4 15.0 14.0 -11.2 -10.5 -11.0 -10.9 17.7 17.2 20.0 20.0 20.0 -20.0 4.7 9.1 5.0 7.3 7.0 6.0 -7.3 14.0 20.0 8.4 -3.2 -1.5 2.1 -4.4 2.2 NIKKEI 2.0 -4.7 0.4 4.4 6.4 6.5 4.1 7.3 3.5 17.4 13.3 14.8 16.6 11.7 0.6 9.1 8.8 6.1 7.0 6.2 16.8 10.4 20.0 6.0 -19.2 3.2 7.5 9.7 5.5 16.7 2.9 20.0 -7.6 10.3 -16.6 -6.0 -3.7 -7.5 -7.5 -11.2 NZD 9.0 15.6 -2.0 0.7 1.5 -0.3 0.8 0.9 1.9 6.9 1.4 8.7 -2.3 14.7 10.3 0.1 0.2 0.1 0.2 8.6 2.8 7.6 -1.1 11.1 0.9 4.1 3.3 1.7 3.1 0.2 5.0 5.0 5.0 12.3 15.8 3.7 1.6 -4.9 5.2 4.4 OAT -6.6 -5.2 -9.2 -0.8 4.0 -1.8 2.4 -2.3 1.1 -5.8 -3.5 -7.0 -1.5 -6.9 -8.3 2.6 5.7 4.3 4.8 -6.4 -4.4 -8.7 -3.1 -7.2 1.9 -2.8 -4.7 -1.3 -5.0 -0.5 -3.9 15.8 -20.0 -13.4 -9.8 1.3 -20.0 -18.5 -0.9 -3.1 OATIES -15.4 15.8 10.8 -0.4 -4.9 0.6 -5.2 0.0 -2.8 -8.4 -2.3 -8.7 -6.3 -4.5 -0.1 -3.6 1.6 4.1 4.1 -0.9 -0.5 -14.5 -2.6 -7.0 -20.0 0.6 -5.0 0.6 -4.1 -0.2 -1.5 0.4 -8.5 -15.4 11.8 2.8 -5.1 -1.2 6.2 12.3 OJ -15.1 12.5 -1.6 -0.6 -8.5 1.0 -8.9 0.0 -4.9 -9.2 11.3 -7.6 13.7 5.7 10.0 12.5 13.3 11.4 11.0 20.0 20.0 -8.4 20.0 9.8 -20.0 4.2 -2.7 4.2 -1.5 5.1 2.0 16.8 -20.0 20.0 20.0 20.0 4.4 8.9 17.9 20.0 PALLAD -13.7 -6.9 2.6 -0.2 -3.3 1.1 -4.1 0.9 -2.6 -5.2 -5.8 -8.6 -8.3 -8.7 -5.8 -2.7 -2.3 -2.5 -2.3 -6.2 -5.7 -8.1 -10.3 -8.3 14.2 -2.8 -2.0 -2.0 -3.5 -2.7 -3.9 5.5 3.2 -2.3 -9.0 -10.7 -20.0 -20.0 -20.0 -17.1 PLAT -17.4 10.0 12.0 -0.2 -3.8 1.2 -4.8 1.0 -3.0 -9.4 3.3 -9.9 -3.3 -1.4 2.4 -5.1 -4.1 -4.9 -4.6 3.2 4.4 -12.3 1.5 -4.4 7.8 0.6 -4.1 1.6 -4.7 1.1 -2.4 2.0 -7.7 -5.2 5.8 0.3 -20.0 -7.9 1.8 5.0 REDWHEAT -8.9 20.0 20.0 -0.6 -8.3 0.9 -8.8 0.0 -4.8 -13.6 5.4 -12.4 -9.3 3.9 8.4 -11.3 -2.8 -8.1 -5.1 10.3 7.1 -19.8 -4.6 -2.5 -6.8 2.9 -6.8 2.1 -5.2 -0.8 -0.7 -10.4 -20.0 -2.7 20.0 15.8 -13.6 -20.0 -3.0 -18.0 RICE -4.9 18.1 1.0 -0.8 -10.4 1.2 -11.0 0.0 -6.0 -16.5 15.1 -14.2 15.1 9.6 17.0 20.0 20.0 20.0 20.0 15.5 16.9 -6.0 16.2 5.9 -12.9 3.8 -4.5 3.3 -2.1 2.7 1.6 20.0 20.0 13.5 20.0 -1.1 -9.0 -5.3 -7.8 -1.0 ROBUSTA 20.0 -20.0 -5.5 -0.4 -4.9 0.6 -5.2 0.0 -2.8 -3.8 7.6 5.6 8.4 5.8 6.2 17.8 20.0 19.2 20.0 13.1 14.8 6.1 15.0 11.7 -20.0 3.2 -0.7 4.7 0.6 5.2 1.9 20.0 18.4 20.0 10.8 20.0 -0.3 -10.3 7.3 3.9 RUSSELL -9.5 0.2 -1.4 3.6 5.3 5.4 3.4 6.1 2.9 4.1 11.3 -8.0 10.8 3.3 1.3 -7.2 -6.7 -7.1 -6.9 0.9 4.6 -2.1 6.2 -2.1 -1.7 1.0 4.0 3.3 -0.9 4.4 -0.9 -0.4 -14.7 -11.4 -6.5 -11.2 -1.9 -20.0 -2.6 -20.0 SHATZ 3.6 -1.8 -14.3 -0.7 3.4 -1.5 2.0 -1.9 0.9 4.0 -9.0 -2.3 -8.9 -5.5 -8.1 -20.0 -20.0 -20.0 -20.0 -8.6 -11.1 0.5 -12.0 -3.9 7.6 -3.1 2.0 -3.5 0.2 -3.3 -1.5 -20.0 -4.5 -7.2 -12.6 -10.8 -20.0 -18.2 -15.3 -14.1 SILVER-mini -13.5 -0.2 18.1 -0.2 -3.1 1.0 -3.9 0.8 -2.5 -5.1 6.7 -4.5 5.3 2.6 6.3 -5.8 -6.6 -6.3 -6.5 7.1 7.7 -3.2 5.2 2.1 1.8 2.0 -1.3 2.9 -1.6 2.3 -0.1 -2.0 -2.4 10.6 7.5 14.6 -8.1 -12.1 7.3 3.8 SMI 6.0 18.4 10.6 4.4 6.4 6.5 4.1 7.3 3.4 7.6 18.4 11.5 15.9 17.3 17.5 -3.5 2.3 -1.9 0.5 20.0 20.0 15.8 15.7 20.0 14.6 7.0 1.7 6.8 3.9 5.1 5.9 14.0 13.9 20.0 20.0 15.7 9.7 1.3 8.0 -0.3 SOFR 9.2 11.4 -7.9 -0.8 4.1 -1.9 2.4 -2.4 1.1 6.8 -3.0 5.6 -3.8 6.2 -2.0 -3.6 -1.3 -3.1 -2.0 0.3 -3.4 5.9 -4.6 4.6 -2.7 1.5 3.2 -0.1 3.1 -0.7 3.2 4.2 8.0 8.4 8.3 2.7 0.2 -19.4 13.5 0.1 SOYBEAN -18.6 8.1 8.0 -0.7 -9.8 1.1 -10.3 0.0 -5.6 -16.1 -8.9 -16.6 -6.2 -12.2 -1.0 -0.3 7.8 0.4 3.0 -7.0 -5.9 -20.0 -8.6 -16.2 -20.0 -2.0 -6.9 -1.3 -8.1 -2.0 -5.8 5.2 -10.1 -11.9 -0.5 1.9 -20.0 -20.0 -15.8 -20.0 SOYMEAL -15.7 19.2 11.7 -0.6 -7.7 0.9 -8.1 0.0 -4.4 -12.3 -8.2 -12.9 -8.9 -3.3 0.9 4.4 5.9 2.0 2.1 0.4 -1.9 -11.4 -6.0 -6.5 -20.0 2.3 -3.1 1.0 -2.3 -0.5 0.0 2.6 3.9 -0.9 19.5 9.4 -20.0 -20.0 -20.0 -20.0 SOYOIL -1.6 -1.1 5.1 -0.4 -5.8 0.7 -6.1 0.0 -3.3 -7.0 -9.0 -7.4 -9.5 -5.9 -7.2 -2.6 -0.8 -4.9 -4.3 -6.3 -8.1 -6.6 -9.6 -6.1 -20.0 -3.1 -1.8 -2.8 -2.9 -2.6 -3.2 -8.6 2.9 2.2 -13.9 -7.5 -18.4 -19.2 -3.2 0.5 SP400 -16.3 -6.4 -1.0 3.7 5.4 5.4 3.4 6.1 2.9 -1.4 12.3 -9.9 12.5 0.0 1.1 -8.5 -6.1 -7.3 -6.6 1.3 8.9 -4.2 12.3 -4.3 -12.6 1.7 2.6 5.3 -1.3 6.9 -1.1 0.4 -14.5 -16.0 -7.7 -1.4 -1.4 -10.2 -0.8 -20.0 SP500_micro 5.1 7.2 -1.7 4.4 6.5 6.5 4.1 7.4 3.5 17.8 19.7 18.6 19.3 19.1 18.0 -13.2 -12.1 -12.9 -12.6 20.0 20.0 20.0 20.0 20.0 -20.0 6.5 10.2 8.2 7.9 10.2 6.8 -10.1 15.8 19.7 9.2 5.1 4.1 -0.7 6.0 -0.7 SUGAR11 8.8 -9.7 -20.0 -0.6 -8.8 1.0 -9.3 0.0 -5.1 10.5 -15.7 6.9 -7.8 -6.9 -14.0 1.1 12.2 3.6 7.7 -16.8 -20.0 3.9 -12.5 -5.4 -20.0 -5.4 2.0 -6.1 0.5 -3.6 -2.5 13.7 20.0 4.0 -20.0 -20.0 18.6 17.6 20.0 20.0 US10 7.8 10.5 -3.6 -0.7 3.5 -1.6 2.1 -2.0 1.0 5.4 -3.2 4.5 -5.3 4.5 -2.6 -6.9 -7.3 -6.5 -6.9 -0.5 -3.5 4.3 -5.8 2.9 2.4 1.2 2.9 -0.3 2.7 -1.3 2.7 -5.5 5.9 6.0 6.2 2.3 -5.2 -20.0 6.7 1.8 US10U 8.4 10.8 -2.7 -1.0 5.0 -2.3 3.0 -2.9 1.4 7.4 -4.2 6.2 -7.2 6.5 -3.4 -4.7 -2.3 -4.7 -3.6 -0.5 -4.8 6.0 -8.4 4.3 0.3 1.9 4.0 -0.2 3.8 -1.7 4.0 2.0 7.8 8.9 8.6 4.5 -5.0 -16.3 18.5 9.0 US2 8.5 8.1 -9.2 -0.7 3.6 -1.6 2.1 -2.0 1.0 4.4 -7.8 2.7 -8.8 1.2 -6.3 -20.0 -20.0 -20.0 -20.0 -4.6 -8.3 2.7 -10.9 0.2 12.8 -1.4 2.2 -2.6 1.2 -3.3 0.5 -20.0 2.4 -1.4 -0.9 -6.8 -10.3 -20.0 -5.3 -17.8 US20 7.8 10.5 -1.6 -0.7 3.6 -1.6 2.1 -2.1 1.0 5.4 -0.2 4.8 -3.2 5.4 -1.1 -0.7 -0.7 -0.6 -0.5 0.8 -2.1 4.6 -4.8 3.8 -0.9 2.1 2.5 0.8 2.8 -0.4 3.3 5.8 6.5 9.3 9.1 7.0 -9.0 -11.8 20.0 14.5 US30 7.8 9.7 -1.1 -0.8 4.3 -1.9 2.5 -2.4 1.2 6.3 -1.6 5.6 -4.9 5.9 -2.1 -5.4 -5.0 -4.4 -4.9 0.3 -3.0 5.0 -6.4 3.9 -0.3 2.3 3.1 0.6 3.3 -0.9 3.7 -1.8 5.6 9.3 8.3 7.8 -14.7 -11.1 8.7 16.2 US5 8.5 10.7 -6.3 -0.7 3.7 -1.7 2.2 -2.1 1.0 5.6 -6.0 4.5 -7.4 4.1 -3.9 -9.2 -10.0 -9.5 -9.7 -1.5 -5.0 4.3 -7.2 2.6 5.6 0.5 2.9 -1.0 2.5 -1.8 2.3 -10.3 5.6 4.1 4.8 -0.7 -4.6 -20.0 3.7 -7.0 VIX 1.0 -15.2 2.1 -7.3 -3.5 -7.8 -3.9 -9.1 -5.8 -19.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -10.3 -20.0 -17.3 NaN -8.5 -3.9 -9.0 -4.3 -10.9 -6.7 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -14.9 20.0 20.0 -0.5 -7.2 0.8 -7.6 0.0 -4.1 -11.5 6.6 -11.2 -6.5 3.5 7.5 -15.6 -14.0 -16.3 -15.4 8.1 7.1 -18.9 -2.5 -4.4 0.7 2.4 -4.9 2.0 -4.3 -0.1 -0.7 -20.0 -19.4 -6.1 20.0 14.1 -11.4 -20.0 -6.9 -20.0 End of report for caleb_strategy_v3