******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240613_204014 produced at 2024-06-13 21:38:17.400050 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.65 -0.40 0.0 0.81 -0.81 -0.65 -0.65 -5.01 10.0 -8 -8 caleb_strategy_v3 VIX False False 0.00 -0.25 -0.31 0.0 999.00 -999.00 -0.25 -0.25 -68.51 999999999.0 -56 -56 caleb_strategy_v3 JGB-SGX-mini False False 0.03 -0.08 -0.24 0.0 0.45 -0.45 -0.08 -0.08 -8.59 16.0 -3 -3 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.23 0.0 0.00 0.00 0.00 0.00 -6.62 24.0 0 0 caleb_strategy_v3 US2 False True 0.06 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -2.15 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 -5.94 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 -12.70 13.0 -11 -11 caleb_strategy_v3 JPY False False 0.02 -0.05 -0.08 0.0 0.42 -0.42 -0.05 -0.05 -3.07 17.0 -2 -2 caleb_strategy_v3 OAT False False 0.04 0.00 -0.08 0.0 0.41 -0.41 0.00 0.00 -1.90 10.0 0 0 caleb_strategy_v3 BTP False False 0.04 -0.04 -0.07 0.0 0.39 -0.39 -0.04 -0.04 -1.93 10.0 -1 -1 caleb_strategy_v3 MXP False False 0.01 -0.04 -0.07 0.0 0.49 -0.49 -0.04 -0.07 -8.38 60.0 -5 -8 caleb_strategy_v3 CHF False False 0.04 -0.17 -0.06 0.0 0.56 -0.56 -0.17 -0.17 -1.46 13.0 -4 -4 caleb_strategy_v3 BOBL False False 0.04 0.00 -0.06 0.0 0.73 -0.73 0.00 0.00 -1.45 19.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.07 -0.05 0.0 0.09 -0.09 -0.07 -0.07 -7.28 12.0 -10 -10 caleb_strategy_v3 HEATOIL False False 0.03 -0.03 -0.05 0.0 0.10 -0.10 -0.03 -0.03 -1.56 3.0 -1 -1 caleb_strategy_v3 DOW False False 0.01 -0.01 -0.05 0.0 0.40 -0.40 -0.01 -0.01 -7.76 66.0 -1 -1 caleb_strategy_v3 SP400 False True 0.09 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -0.55 2.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.03 -0.04 0.0 0.15 -0.15 -0.03 -0.02 -15.14 51.0 -10 -8 caleb_strategy_v3 LUMBER-new False False 0.00 0.00 -0.04 0.0 0.01 -0.01 0.00 0.00 -9.66 3.0 0 0 caleb_strategy_v3 EUR False False 0.04 0.00 -0.04 0.0 0.58 -0.58 0.00 0.00 -1.03 14.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 -0.04 -0.03 0.0 0.22 -0.22 -0.04 -0.05 -9.70 68.0 -13 -17 caleb_strategy_v3 CAC True False 0.03 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -1.14 12.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.02 -0.03 0.0 0.12 -0.12 -0.02 -0.02 -3.00 11.0 -2 -2 caleb_strategy_v3 SOYBEAN False False 0.02 -0.09 -0.02 0.0 0.12 -0.12 -0.09 -0.09 -1.39 7.0 -5 -5 caleb_strategy_v3 GASOIL False False 0.02 -0.05 -0.02 0.0 0.09 -0.09 -0.05 -0.05 -0.95 4.0 -2 -2 caleb_strategy_v3 BUXL False False 0.04 -0.04 -0.02 0.0 0.17 -0.17 -0.04 -0.04 -0.35 4.0 -1 -1 caleb_strategy_v3 BUND False False 0.04 -0.22 -0.02 0.0 0.44 -0.44 -0.22 -0.17 -0.57 10.0 -5 -4 caleb_strategy_v3 GOLD_micro False False 0.01 -0.04 -0.02 0.0 0.40 -0.40 -0.04 -0.03 -2.75 56.0 -5 -4 caleb_strategy_v3 PALLAD False False 0.03 -0.03 -0.02 0.0 0.05 -0.05 -0.03 -0.03 -0.62 2.0 -1 -1 caleb_strategy_v3 FEEDCOW False False 0.04 -0.12 -0.02 0.0 0.32 -0.32 -0.12 -0.12 -0.56 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 -2.62 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 -0.94 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 -1.85 10.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.02 -0.01 0.0 0.12 -0.12 -0.02 -0.01 -1.06 18.0 -3 -2 caleb_strategy_v3 US5 False False 0.03 -0.13 -0.01 0.0 0.82 -0.82 -0.13 -0.13 -0.45 25.0 -4 -4 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.10 -0.10 0.00 0.00 -1.00 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 -0.78 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 0.02 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 -0.22 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 -0.01 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 0.11 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 0.25 999999999.0 0 0 caleb_strategy_v3 US10U False False 0.04 0.00 0.01 0.0 0.46 -0.46 0.00 0.04 0.33 13.0 0 1 caleb_strategy_v3 US20 False True 0.04 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.38 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 0.66 23.0 2 2 caleb_strategy_v3 AUD False False 0.02 0.04 0.01 0.0 0.39 -0.39 0.04 0.06 0.66 19.0 2 3 caleb_strategy_v3 OJ False False 0.02 0.04 0.01 0.0 0.06 -0.06 0.04 0.04 0.71 3.0 2 2 caleb_strategy_v3 COCOA False False 0.03 0.00 0.01 0.0 0.79 -0.79 0.00 0.00 0.34 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 0.21 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 0.40 999999999.0 1 1 caleb_strategy_v3 MILK False False 0.01 0.00 0.01 0.0 0.07 -0.07 0.00 0.00 0.99 5.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 0.21 0.01 0.0 0.33 -0.33 0.21 0.15 0.61 20.0 13 9 caleb_strategy_v3 GAS_US_mini False False 0.00 0.02 0.02 0.0 0.06 -0.06 0.02 0.02 8.46 26.0 10 10 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.02 0.02 0.0 0.28 -0.28 0.02 0.04 2.00 23.0 2 3 caleb_strategy_v3 NIKKEI False False 0.01 0.02 0.02 0.0 0.27 -0.27 0.02 0.02 3.09 36.0 2 2 caleb_strategy_v3 RICE False True 0.01 0.00 0.03 0.0 0.00 0.00 0.00 0.00 3.55 4.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.03 0.0 0.00 0.00 0.00 0.00 13.29 59.0 0 0 caleb_strategy_v3 DX False False 0.03 0.06 0.04 0.0 999.00 -999.00 0.06 0.06 1.24 999999999.0 2 2 caleb_strategy_v3 DAX False True 0.01 0.01 0.04 0.0 0.01 0.00 0.01 0.01 6.11 58.0 1 1 caleb_strategy_v3 SP500_micro False False 0.01 0.03 0.05 0.0 0.40 -0.40 0.03 0.05 5.42 48.0 3 6 caleb_strategy_v3 CRUDE_W False False 0.02 0.00 0.05 0.0 0.12 -0.12 0.00 0.00 2.21 5.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.04 0.05 0.0 0.40 -0.40 0.04 0.04 2.57 21.0 2 2 caleb_strategy_v3 GBP False False 0.02 0.02 0.07 0.0 0.54 -0.54 0.02 0.02 2.80 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 5.19 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 3.78 9.0 0 0 caleb_strategy_v3 SOFR False True 0.07 0.00 0.27 0.0 0.00 0.00 0.00 0.00 3.61 11.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 13.6 Shocked risk 39.2 Sum abs risk 45.5 Leverage 3.71 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3260220.97, 'annual_cash_vol_target': 815055.2425, 'daily_cash_vol_target': 50940.95265625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0042 0.6656 0.6243 9.9882 BITCOIN 1502.3288 67695.0000 2.2193 35.5082 BOBL 0.2821 116.4800 0.2421 3.8743 BTP 0.6343 116.2500 0.5456 8.7300 BUND 0.5699 131.8800 0.4321 6.9141 BUXL 1.3318 131.4800 1.0129 16.2069 CAC 62.8127 7716.0000 0.8141 13.0249 CAD 0.0027 0.7293 0.3686 5.8981 CANOLA 8.4714 637.7000 1.3284 21.2549 CHF 0.0049 1.1308 0.4323 6.9176 COCOA 305.7165 9872.0000 3.0968 49.5489 COFFEE 4.2691 226.0000 1.8890 30.2240 COPPER 0.0797 4.4865 1.7766 28.4263 CORN 5.2868 475.7500 1.1113 17.7802 COTTON2 1.1866 71.8300 1.6520 26.4319 CRUDE_W 1.0349 76.0800 1.3603 21.7646 DAX 143.4883 18304.0000 0.7839 12.5427 DOW 242.4341 39083.0000 0.6203 9.9249 DX 0.4006 104.7950 0.3823 6.1163 EUR 0.0048 1.0788 0.4448 7.1173 EURIBOR-ICE 0.0544 97.4200 0.0558 0.8927 EUROSTX 42.9317 4948.0000 0.8677 13.8825 FEEDCOW 1.8640 258.0250 0.7224 11.5583 GASOIL 11.1385 763.5000 1.4589 23.3420 GASOLINE 0.0366 2.3730 1.5407 24.6506 GAS_US_mini 0.1072 3.0200 3.5489 56.7826 GBP 0.0055 1.2771 0.4291 6.8662 GOLD_micro 23.4798 2319.2000 1.0124 16.1986 HEATOIL 0.0362 2.5063 1.4451 23.1222 JGB-SGX-mini 0.2313 143.5500 0.1612 2.5785 JPY 0.0000 0.0065 0.6233 9.9723 LEANHOG 1.0556 75.3500 1.4009 22.4145 LIVECOW 1.2352 179.4000 0.6885 11.0166 LUMBER-new 8.2092 494.0000 1.6618 26.5884 MILK 0.2806 21.5500 1.3023 20.8366 MXP 0.0007 0.0534 1.3127 21.0039 NASDAQ_micro 145.2049 19861.0000 0.7311 11.6977 NIKKEI 327.8853 38550.0000 0.8505 13.6087 NZD 0.0039 0.6172 0.6260 10.0152 OAT 0.5614 123.9200 0.4530 7.2484 OATIES 7.1907 346.0000 2.0782 33.2519 OJ 8.5812 409.5500 2.0953 33.5243 PALLAD 21.5522 891.0000 2.4189 38.7021 PLAT 17.0555 954.7000 1.7865 28.5836 REDWHEAT 12.0965 666.2500 1.8156 29.0497 RICE 0.1532 15.5950 0.9825 15.7197 ROBUSTA 73.7799 4089.0000 1.8044 28.8696 RUSSELL 20.5157 2062.4000 0.9947 15.9159 SHATZ 0.0905 105.6800 0.0856 1.3697 SILVER-mini 0.6678 29.3625 2.2745 36.3918 SMI 82.5169 12159.0000 0.6786 10.8584 SOFR 0.0715 96.4100 0.0742 1.1866 SOYBEAN 10.4963 1159.7500 0.9050 14.4808 SOYMEAL 4.5229 352.1000 1.2845 20.5526 SOYOIL 0.6642 43.9900 1.5098 24.1572 SP400 23.5815 2937.1000 0.8029 12.8461 SP500_micro 30.8229 5439.0000 0.5667 9.0672 SUGAR11 0.2934 19.6000 1.4967 23.9477 US10 0.4351 110.7031 0.3931 6.2891 US10U 0.5857 114.5156 0.5115 8.1833 US2 0.1105 102.2891 0.1080 1.7278 US20 0.8575 119.8750 0.7154 11.4457 US30 1.2634 127.6875 0.9894 15.8305 US5 0.2818 107.0391 0.2633 4.2125 VIX 0.3671 14.7500 2.4888 39.8211 WHEAT 10.9573 659.7500 1.6608 26.5733 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 665.65 0.62 415.54 1.00 415.54 50940.95 122.59 2.09 25.56 BITCOIN 67.70 2.22 150.23 1.00 150.23 50940.95 339.08 3.62 122.74 BOBL 1164.80 0.24 282.05 1.07 303.02 50940.95 168.11 -8.51 -143.04 BTP 1162.50 0.55 634.29 1.07 681.45 50940.95 74.75 -7.57 -56.61 BUND 1318.80 0.43 569.90 1.07 612.27 50940.95 83.20 -6.71 -55.87 BUXL 1314.80 1.01 1331.80 1.07 1430.82 50940.95 35.60 -9.75 -34.70 CAC 771.60 0.81 628.13 1.07 674.83 50940.95 75.49 -4.42 -33.38 CAD 729.30 0.37 268.84 1.00 268.84 50940.95 189.48 -12.09 -229.06 CANOLA 127.54 1.33 169.43 0.73 123.25 50940.95 413.31 -15.06 -622.49 CHF 1413.44 0.43 611.10 1.00 611.10 50940.95 83.36 -6.74 -56.15 COCOA 987.20 3.10 3057.16 1.00 3057.16 50940.95 16.66 9.53 15.87 COFFEE 847.50 1.89 1600.93 1.00 1600.93 50940.95 31.82 5.55 17.65 COPPER 1121.63 1.78 1992.73 1.00 1992.73 50940.95 25.56 1.44 3.67 CORN 237.88 1.11 264.34 1.00 264.34 50940.95 192.71 -15.53 -299.25 COTTON2 359.15 1.65 593.31 1.00 593.31 50940.95 85.86 -16.31 -140.05 CRUDE_W 760.80 1.36 1034.91 1.00 1034.91 50940.95 49.22 4.14 20.40 DAX 183.04 0.78 143.49 1.07 154.16 50940.95 330.45 5.42 179.14 DOW 195.42 0.62 121.22 1.00 121.22 50940.95 420.25 -7.95 -334.02 DX 1047.95 0.38 400.60 1.00 400.60 50940.95 127.16 3.75 47.69 EUR 1348.44 0.44 599.82 1.00 599.82 50940.95 84.93 -4.69 -39.85 EURIBOR-ICE 2435.50 0.06 135.89 1.07 145.99 50940.95 348.93 -4.21 -146.93 EUROSTX 494.80 0.87 429.32 1.07 461.24 50940.95 110.44 1.61 17.77 FEEDCOW 1290.12 0.72 931.98 1.00 931.98 50940.95 54.66 -3.09 -16.89 GASOIL 763.50 1.46 1113.85 1.00 1113.85 50940.95 45.73 -4.79 -21.91 GASOLINE 996.66 1.54 1535.52 1.00 1535.52 50940.95 33.18 0.17 0.56 GAS_US_mini 75.50 3.55 267.94 1.00 267.94 50940.95 190.12 4.11 78.17 GBP 798.19 0.43 342.53 1.00 342.53 50940.95 148.72 7.25 107.77 GOLD_micro 231.92 1.01 234.80 1.00 234.80 50940.95 216.96 -3.71 -80.51 HEATOIL 1052.65 1.45 1521.21 1.00 1521.21 50940.95 33.49 -10.76 -36.03 JGB-SGX-mini 143550.00 0.16 23133.82 0.01 147.10 50940.95 346.30 -2.29 -79.31 JPY 808.06 0.62 503.64 1.00 503.64 50940.95 101.15 -11.69 -118.24 LEANHOG 301.40 1.40 422.23 1.00 422.23 50940.95 120.65 -17.32 -208.92 LIVECOW 717.60 0.69 494.09 1.00 494.09 50940.95 103.10 15.18 156.51 LUMBER-new 135.85 1.66 225.75 1.00 225.75 50940.95 225.65 -20.00 -451.30 MILK 431.00 1.30 561.29 1.00 561.29 50940.95 90.76 5.07 46.00 MXP 267.05 1.31 350.57 1.00 350.57 50940.95 145.31 -3.93 -57.07 NASDAQ_micro 397.22 0.73 290.41 1.00 290.41 50940.95 175.41 4.90 85.99 NIKKEI 38550.00 0.85 32788.53 0.01 208.49 50940.95 244.33 1.17 28.57 NZD 617.20 0.63 386.34 1.00 386.34 50940.95 131.86 7.53 99.23 OAT 1239.20 0.45 561.39 1.07 603.13 50940.95 84.46 -6.58 -55.61 OATIES 173.00 2.08 359.54 1.00 359.54 50940.95 141.69 -7.59 -107.60 OJ 614.33 2.10 1287.18 1.00 1287.18 50940.95 39.58 8.34 32.99 PALLAD 891.00 2.42 2155.22 1.00 2155.22 50940.95 23.64 -7.75 -18.31 PLAT 477.35 1.79 852.77 1.00 852.77 50940.95 59.74 -1.06 -6.36 REDWHEAT 333.12 1.82 604.82 1.00 604.82 50940.95 84.22 -7.01 -59.08 RICE 311.90 0.98 306.44 1.00 306.44 50940.95 166.24 8.78 145.89 ROBUSTA 408.90 1.80 737.80 1.00 737.80 50940.95 69.04 8.14 56.24 RUSSELL 103.12 0.99 102.58 1.00 102.58 50940.95 496.61 -5.90 -292.80 SHATZ 1056.80 0.09 90.47 1.07 97.20 50940.95 524.11 -12.45 -652.72 SILVER-mini 734.06 2.27 1669.62 1.00 1669.62 50940.95 30.51 2.43 7.41 SMI 1215.90 0.68 825.17 1.11 919.49 50940.95 55.40 20.00 110.80 SOFR 2410.25 0.07 178.75 1.00 178.75 50940.95 284.98 2.08 59.37 SOYBEAN 579.88 0.91 524.81 1.00 524.81 50940.95 97.06 -15.45 -149.96 SOYMEAL 352.10 1.28 452.29 1.00 452.29 50940.95 112.63 -9.51 -107.08 SOYOIL 263.94 1.51 398.50 1.00 398.50 50940.95 127.83 -15.54 -198.65 SP400 2937.10 0.80 2358.15 1.00 2358.15 50940.95 21.60 -7.64 -16.51 SP500_micro 271.95 0.57 154.11 1.00 154.11 50940.95 330.54 7.06 233.22 SUGAR11 219.52 1.50 328.56 1.00 328.56 50940.95 155.04 -3.20 -49.64 US10 1107.03 0.39 435.14 1.00 435.14 50940.95 117.07 -0.05 -0.53 US10U 1145.16 0.51 585.70 1.00 585.70 50940.95 86.97 2.98 25.94 US2 2045.78 0.11 220.92 1.00 220.92 50940.95 230.59 -7.37 -170.01 US20 1198.75 0.72 857.53 1.00 857.53 50940.95 59.40 5.09 30.21 US30 1276.88 0.99 1263.35 1.00 1263.35 50940.95 40.32 2.12 8.56 US5 1070.39 0.26 281.82 1.00 281.82 50940.95 180.76 -1.97 -35.63 VIX 147.50 2.49 367.10 1.00 367.10 50940.95 138.77 -20.00 -277.53 WHEAT 329.88 1.66 547.87 1.00 547.87 50940.95 92.98 -7.65 -71.16 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 25.561 0.010 2.5 0.663 BITCOIN 122.736 0.043 2.5 13.291 BOBL -143.041 0.004 2.5 -1.451 BTP -56.606 0.014 2.5 -1.931 BUND -55.867 0.004 2.5 -0.567 BUXL -34.697 0.004 2.5 -0.352 CAC -33.379 0.014 2.5 -1.139 CAD -229.065 0.010 2.5 -5.943 CANOLA -622.492 0.010 2.5 -15.144 CHF -56.154 0.010 2.5 -1.457 COCOA 15.872 0.009 2.5 0.340 COFFEE 17.645 0.005 2.5 0.206 COPPER 3.669 0.043 2.5 0.397 CORN -299.254 0.010 2.5 -7.280 COTTON2 -140.049 0.009 2.5 -2.999 CRUDE_W 20.402 0.043 2.5 2.209 DAX 179.138 0.014 2.5 6.110 DOW -334.022 0.009 2.5 -7.763 DX 47.685 0.010 2.5 1.237 EUR -39.846 0.010 2.5 -1.034 EURIBOR-ICE -146.934 0.014 2.5 -5.012 EUROSTX 17.766 0.014 2.5 0.606 FEEDCOW -16.887 0.013 2.5 -0.560 GASOIL -21.913 0.017 2.5 -0.950 GASOLINE 0.558 0.017 2.5 0.024 GAS_US_mini 78.168 0.043 2.5 8.465 GBP 107.772 0.010 2.5 2.796 GOLD_micro -80.510 0.014 2.5 -2.746 HEATOIL -36.028 0.017 2.5 -1.562 JGB-SGX-mini -79.315 0.043 2.5 -8.589 JPY -118.239 0.010 2.5 -3.068 LEANHOG -208.923 0.024 2.5 -12.697 LIVECOW 156.513 0.013 2.5 5.186 LUMBER-new -451.300 0.009 2.5 -9.661 MILK 46.001 0.009 2.5 0.985 MXP -57.069 0.059 2.5 -8.376 NASDAQ_micro 85.993 0.009 2.5 1.998 NIKKEI 28.573 0.043 2.5 3.094 NZD 99.231 0.010 2.5 2.575 OAT -55.607 0.014 2.5 -1.897 OATIES -107.596 0.010 2.5 -2.618 OJ 32.988 0.009 2.5 0.707 PALLAD -18.311 0.014 2.5 -0.625 PLAT -6.360 0.014 2.5 -0.217 REDWHEAT -59.083 0.005 2.5 -0.784 RICE 145.891 0.010 2.5 3.549 ROBUSTA 56.236 0.005 2.5 0.657 RUSSELL -292.804 0.013 2.5 -9.703 SHATZ -652.720 0.004 2.5 -6.619 SILVER-mini 7.415 0.014 2.5 0.253 SMI 110.803 0.014 2.5 3.779 SOFR 59.369 0.024 2.5 3.608 SOYBEAN -149.961 0.004 2.5 -1.395 SOYMEAL -107.081 0.004 2.5 -0.996 SOYOIL -198.655 0.004 2.5 -1.849 SP400 -16.509 0.013 2.5 -0.547 SP500_micro 233.220 0.009 2.5 5.420 SUGAR11 -49.640 0.009 2.5 -1.056 US10 -0.534 0.005 2.5 -0.007 US10U 25.942 0.005 2.5 0.329 US2 -170.005 0.005 2.5 -2.154 US20 30.212 0.005 2.5 0.383 US30 8.562 0.005 2.5 0.108 US5 -35.633 0.005 2.5 -0.452 VIX -277.531 0.099 2.5 -68.506 WHEAT -71.164 0.005 2.5 -0.944 ===================== Position diags ===================== AUD 3.18 BITCOIN 36.72 BOBL 1.70 BTP 2.55 BUND 0.84 BUXL 0.36 CAC 2.57 CAD 4.92 CANOLA 10.06 CHF 2.16 COCOA 0.36 COFFEE 0.37 COPPER 2.77 CORN 4.69 COTTON2 1.84 CRUDE_W 5.33 DAX 11.27 DOW 9.77 DX 3.30 EUR 2.20 EURIBOR-ICE 11.90 EUROSTX 3.77 FEEDCOW 1.81 GASOIL 1.98 GASOLINE 1.44 GAS_US_mini 20.59 GBP 3.86 GOLD_micro 7.40 HEATOIL 1.45 JGB-SGX-mini 37.50 JPY 2.62 LEANHOG 7.33 LIVECOW 3.42 LUMBER-new 4.83 MILK 1.94 MXP 21.33 NASDAQ_micro 4.08 NIKKEI 26.46 NZD 3.42 OAT 2.88 OATIES 3.45 OJ 0.85 PALLAD 0.81 PLAT 2.04 REDWHEAT 1.12 RICE 4.04 ROBUSTA 0.81 RUSSELL 16.46 SHATZ 5.31 SILVER-mini 1.04 SMI 1.89 SOFR 17.32 SOYBEAN 0.90 SOYMEAL 1.05 SOYOIL 1.19 SP400 0.72 SP500_micro 7.68 SUGAR11 3.30 US10 1.48 US10U 1.10 US2 2.92 US20 0.75 US30 0.51 US5 2.29 VIX 34.25 WHEAT 1.23 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 0.7 0.3 1.0 2.0 2 BITCOIN 13.3 9.6 17.0 0.0 0 BOBL -1.5 -1.6 -1.3 0.0 0 BTP -1.9 -2.2 -1.7 -1.0 -1 BUND -0.6 -0.7 -0.5 -5.0 -5 BUXL -0.4 -0.4 -0.3 -1.0 -1 CAC -1.1 -1.4 -0.9 0.0 0 CAD -5.9 -6.4 -5.5 -2.0 -2 CANOLA -15.1 -16.1 -14.1 -10.0 -10 CHF -1.5 -1.7 -1.2 -4.0 -4 COCOA 0.3 0.3 0.4 0.0 0 COFFEE 0.2 0.2 0.2 0.0 0 COPPER 0.4 0.1 0.7 1.0 1 CORN -7.3 -7.7 -6.8 -10.0 -10 COTTON2 -3.0 -3.2 -2.8 -2.0 -2 CRUDE_W 2.2 1.7 2.7 0.0 0 DAX 6.1 5.0 7.2 1.0 1 DOW -7.8 -8.7 -6.8 -1.0 -1 DX 1.2 0.9 1.6 2.0 2 EUR -1.0 -1.3 -0.8 0.0 0 EURIBOR-ICE -5.0 -6.2 -3.8 -8.0 -8 EUROSTX 0.6 0.2 1.0 13.0 13 FEEDCOW -0.6 -0.7 -0.4 -3.0 -3 GASOIL -0.9 -1.1 -0.8 -2.0 -2 GASOLINE 0.0 -0.1 0.2 0.0 0 GAS_US_mini 8.5 6.4 10.5 10.0 10 GBP 2.8 2.4 3.2 1.0 1 GOLD_micro -2.7 -3.5 -2.0 -5.0 -5 HEATOIL -1.6 -1.7 -1.4 -1.0 -1 JGB-SGX-mini -8.6 -12.3 -4.8 -3.0 -3 JPY -3.1 -3.3 -2.8 -2.0 -2 LEANHOG -12.7 -13.4 -12.0 -11.0 -11 LIVECOW 5.2 4.8 5.5 8.0 8 LUMBER-new -9.7 -10.1 -9.2 NaN 0 MILK 1.0 0.8 1.2 NaN 0 MXP -8.4 -10.5 -6.2 -5.0 -5 NASDAQ_micro 2.0 1.6 2.4 2.0 2 NIKKEI 3.1 0.4 5.7 2.0 2 NZD 2.6 2.2 2.9 2.0 2 OAT -1.9 -2.2 -1.6 0.0 0 OATIES -2.6 -3.0 -2.3 NaN 0 OJ 0.7 0.6 0.8 2.0 2 PALLAD -0.6 -0.7 -0.5 -1.0 -1 PLAT -0.2 -0.4 -0.0 1.0 1 REDWHEAT -0.8 -0.9 -0.7 0.0 0 RICE 3.5 3.1 4.0 NaN 0 ROBUSTA 0.7 0.6 0.7 2.0 2 RUSSELL -9.7 -11.3 -8.1 -13.0 -13 SHATZ -6.6 -7.2 -6.1 NaN 0 SILVER-mini 0.3 0.1 0.4 0.0 0 SMI 3.8 3.6 4.0 0.0 0 SOFR 3.6 1.9 5.3 NaN 0 SOYBEAN -1.4 -1.5 -1.3 -5.0 -5 SOYMEAL -1.0 -1.1 -0.9 0.0 0 SOYOIL -1.8 -2.0 -1.7 -1.0 -1 SP400 -0.5 -0.6 -0.5 0.0 0 SP500_micro 5.4 4.7 6.2 3.0 3 SUGAR11 -1.1 -1.4 -0.7 -3.0 -3 US10 -0.0 -0.2 0.1 0.0 0 US10U 0.3 0.2 0.4 0.0 0 US2 -2.2 -2.4 -1.9 NaN 0 US20 0.4 0.3 0.5 0.0 0 US30 0.1 0.1 0.2 1.0 1 US5 -0.5 -0.7 -0.2 -4.0 -4 VIX -68.5 -71.9 -65.1 -56.0 -56 WHEAT -0.9 -1.1 -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 0.0 -0.0 -0.0 -0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.0 -0.0 0.0 0.5 0.0 0.0 0.1 0.0 -0.0 0.0 -0.0 -0.0 -0.2 0.3 0.3 -0.1 -0.2 0.0 -0.0 BITCOIN 0.1 -0.1 0.3 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.2 0.5 -0.1 0.7 0.1 0.1 -0.1 -0.1 -0.1 -0.2 0.1 0.2 -0.1 0.5 0.1 -2.7 0.1 -0.1 0.4 -0.0 0.7 0.0 -0.2 0.5 0.6 0.6 0.6 -0.5 -0.1 0.1 0.1 BOBL 0.1 -0.1 -0.3 -0.0 0.1 -0.0 0.0 -0.1 0.0 0.1 -0.2 0.0 -0.2 -0.0 -0.1 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.0 0.6 -0.0 0.1 -0.1 0.0 -0.1 -0.0 -0.2 -0.1 -0.2 -0.3 -0.1 -0.7 -0.5 -0.2 -0.3 BTP -0.3 -0.2 -0.3 -0.0 0.1 -0.1 0.1 -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 -0.0 0.1 -0.1 -2.7 -0.0 -0.0 0.1 -0.0 0.2 -0.0 0.8 -0.5 -0.5 -0.3 0.3 -0.5 -0.4 0.2 0.1 BUND -0.0 -0.1 -0.2 -0.0 0.1 -0.0 0.0 -0.1 0.0 0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.0 -0.0 0.0 -0.1 -0.0 0.2 -0.0 0.1 -0.0 0.0 -0.0 -0.0 0.1 -0.1 -0.3 -0.3 0.0 -0.7 -0.6 -0.1 -0.3 BUXL -0.1 -0.1 -0.1 -0.0 0.1 -0.0 0.1 -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 -0.0 0.0 -0.1 -0.0 -0.3 -0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.2 -0.4 -0.4 0.1 -0.7 -0.7 -0.4 -0.3 CAC -0.6 -0.4 -0.2 0.1 0.0 0.2 0.0 0.3 0.0 -0.2 0.5 -0.2 0.7 -0.1 0.0 -0.1 0.0 0.0 0.0 -0.0 0.1 -0.2 0.5 -0.2 -1.7 0.0 -0.2 0.2 -0.1 0.3 -0.1 0.7 -0.5 -0.6 -0.6 0.1 -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 -0.3 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.0 -0.3 -0.6 -0.3 -0.4 -0.1 -0.3 -0.1 -0.2 CANOLA -0.5 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 -0.3 -0.2 -0.0 0.2 -0.4 -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 0.4 0.1 -0.6 0.1 -0.5 0.1 -0.4 COCOA 0.6 -0.4 -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 0.4 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 0.5 -0.1 0.6 0.3 0.1 0.4 0.3 COFFEE 0.4 -0.1 0.4 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 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 -0.1 0.6 0.1 -0.5 0.5 -0.1 COPPER -0.6 -0.2 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 0.3 0.1 -0.0 0.4 0.5 -0.1 -0.0 0.4 0.2 CORN -0.4 0.3 0.5 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 0.1 -0.2 -0.1 -0.6 -0.1 0.0 -0.3 -0.2 -0.4 -0.3 -0.0 -0.1 -0.0 -0.4 -0.1 -2.0 -0.0 0.1 -0.1 0.0 -0.2 -0.0 -1.1 0.5 -0.0 0.2 0.1 -0.7 -0.7 -0.7 -0.1 COTTON2 -0.1 -0.6 -0.6 -0.0 -0.0 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 -2.6 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.1 -0.6 -0.5 -0.2 -0.4 0.3 -0.0 CRUDE_W -0.2 -0.6 -0.0 -0.0 0.1 -0.0 0.0 0.1 -0.0 0.2 0.1 0.1 0.5 -0.1 -0.1 0.2 0.2 0.3 0.3 -0.1 0.0 0.1 0.2 -0.0 -0.6 -0.1 0.0 -0.0 -0.0 0.1 -0.1 0.0 -0.2 -0.5 -0.5 0.0 0.7 0.6 0.7 0.7 DAX -0.6 -0.1 -0.1 0.1 0.0 0.2 0.0 0.3 0.0 -0.1 0.5 -0.1 0.7 0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.1 0.5 -0.0 1.7 0.1 -0.1 0.3 -0.1 0.4 -0.0 -0.5 -0.5 -0.6 -0.2 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 -0.1 -1.6 0.0 -0.0 0.1 -0.0 0.3 -0.0 -0.5 -0.1 -0.6 -0.2 -0.4 0.3 -0.1 0.4 -0.3 DX -0.1 -0.3 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 0.1 0.1 0.1 0.1 0.0 0.1 0.1 0.2 0.0 -2.7 0.0 0.1 0.1 0.0 0.2 0.0 0.9 0.2 0.1 -0.4 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 -0.5 -0.4 0.1 0.1 -0.5 -0.7 -0.4 -0.5 EURIBOR-ICE 0.0 -0.2 -0.6 -0.0 0.1 -0.0 0.0 -0.1 0.0 0.0 -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 1.5 -0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.1 -0.3 -0.3 -0.1 -0.7 -0.7 -0.0 0.2 EUROSTX -0.5 -0.2 -0.2 0.1 0.0 0.2 0.0 0.3 0.0 -0.1 0.5 -0.1 0.7 0.1 0.1 -0.2 -0.0 -0.1 -0.1 0.1 0.2 -0.1 0.5 -0.0 -0.3 0.1 -0.1 0.3 -0.0 0.5 -0.0 0.3 -0.5 -0.5 -0.1 0.5 -0.6 0.1 -0.7 0.2 FEEDCOW 0.0 0.1 -0.3 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 0.1 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 0.1 -0.5 0.4 0.7 0.7 0.7 GASOIL -0.1 -0.6 -0.3 -0.0 0.1 -0.0 0.0 0.1 -0.0 0.2 -0.0 0.1 0.4 -0.1 -0.2 -0.1 0.3 0.0 0.2 -0.1 -0.0 0.1 0.2 -0.1 0.8 -0.1 0.1 -0.1 0.0 0.1 -0.0 0.0 0.1 0.2 -0.3 -0.4 -0.7 -0.4 -0.7 -0.7 GASOLINE -0.3 -0.6 -0.0 -0.0 0.1 -0.0 0.0 0.1 -0.0 0.1 0.2 -0.0 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 0.2 -0.0 -0.4 -0.4 0.0 0.7 0.7 0.7 0.7 GAS_US_mini 0.2 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 0.1 -0.4 0.2 2.7 0.0 0.0 -0.0 0.1 -0.2 0.1 -1.1 0.5 0.6 0.6 0.1 -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 0.0 0.4 0.1 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 0.0 0.1 0.0 0.1 0.1 0.2 0.2 0.6 0.6 0.5 -0.3 -0.7 -0.3 -0.3 GOLD_micro -0.6 -0.4 0.4 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.2 -0.1 0.3 -0.1 0.1 -0.2 -0.3 -0.2 -0.3 0.0 0.1 -0.1 0.2 -0.0 -0.4 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.7 0.2 0.1 -0.1 0.6 -0.1 -0.4 0.2 -0.1 HEATOIL -0.0 -0.6 -0.3 -0.0 0.1 -0.0 0.0 0.1 -0.0 0.2 -0.2 0.1 0.2 -0.1 -0.2 -0.2 0.3 -0.1 0.1 -0.2 -0.1 0.1 0.1 -0.1 -2.7 -0.1 0.1 -0.1 0.0 0.0 -0.1 -0.2 0.2 -0.4 -0.6 -0.6 0.2 0.2 -0.1 0.0 JGB-SGX-mini 0.2 -0.3 -0.6 -0.0 0.1 -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 -0.2 -0.0 -0.5 -0.1 2.7 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -1.1 -0.0 -0.2 -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 -0.3 -0.4 -0.2 -0.2 -0.2 -0.2 -0.2 0.9 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -1.1 -0.5 -0.6 -0.6 -0.5 -0.4 -0.3 -0.2 0.2 LIVECOW 0.1 0.3 -0.1 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 0.1 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 0.6 0.2 0.4 0.7 0.7 0.7 LUMBER-new -0.1 -0.4 -0.7 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 -0.3 -0.2 -0.5 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.2 -0.3 -0.2 NaN -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -1.2 -0.4 -0.7 -0.7 -0.7 -0.5 -0.4 -0.1 -0.3 MILK 0.2 0.6 0.6 -0.0 -0.0 0.0 -0.1 -0.0 -0.0 0.1 0.2 0.1 -0.2 0.1 0.1 -0.2 -0.4 -0.3 -0.4 0.2 0.1 0.2 -0.1 0.2 2.0 0.0 0.0 0.1 0.0 -0.0 0.1 -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 -0.1 0.2 0.3 0.3 0.3 -0.1 -0.0 -0.2 0.1 -0.2 -2.7 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 1.1 -0.5 -0.6 -0.6 0.0 0.7 0.6 0.7 0.7 NASDAQ_micro 0.4 0.5 -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 0.2 0.1 -0.4 0.5 0.6 0.4 -0.1 -0.1 0.1 -0.2 0.1 NIKKEI 0.0 -0.2 -0.0 0.0 0.0 0.2 0.0 0.3 0.0 -0.1 0.4 0.1 0.6 0.1 -0.0 0.2 0.2 0.1 0.1 0.1 0.2 0.0 0.5 0.0 -2.6 0.0 -0.0 0.3 0.0 0.6 0.0 1.1 -0.2 0.2 -0.6 -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 0.2 0.4 0.5 0.1 0.1 -0.2 0.2 0.1 OAT -0.2 -0.2 -0.3 -0.0 0.1 -0.0 0.0 -0.1 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.1 0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.8 -0.5 -0.5 -0.4 0.0 -0.7 -0.6 -0.0 -0.1 OATIES -0.6 0.4 0.3 -0.0 -0.0 0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -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 -0.4 -0.5 0.3 0.1 -0.2 -0.0 0.2 0.4 OJ -0.6 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 -0.2 0.5 0.6 0.6 0.1 0.3 0.6 0.7 PALLAD -0.5 -0.2 0.1 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.1 -0.0 -0.1 -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 -0.0 -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 -0.1 1.0 0.0 -0.0 0.0 -0.1 0.0 -0.0 0.1 -0.1 -0.2 0.2 0.0 -0.7 -0.3 0.0 0.2 REDWHEAT -0.4 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 -0.1 -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 0.5 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 0.4 -0.1 0.5 0.1 0.2 0.4 0.4 0.4 0.4 0.2 0.2 -0.0 0.4 0.1 -1.7 0.0 0.0 0.1 -0.0 0.1 0.0 1.1 0.5 0.5 0.6 -0.0 -0.3 -0.2 -0.3 -0.0 ROBUSTA 0.6 -0.5 -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 0.0 0.4 0.1 -2.7 0.0 -0.0 0.1 0.0 0.2 0.0 1.1 0.3 0.6 0.3 0.6 -0.0 -0.3 0.3 0.1 RUSSELL -0.3 0.0 -0.0 0.0 0.0 0.1 0.0 0.2 0.0 -0.1 0.3 -0.1 0.4 0.0 0.0 -0.1 -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 -0.5 -0.4 -0.2 -0.4 -0.1 -0.7 -0.1 -0.7 SHATZ 0.3 0.1 -0.3 -0.0 0.1 -0.0 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 -0.3 -0.0 1.0 -0.0 0.1 -0.1 0.0 -0.1 -0.0 -1.1 0.0 -0.1 -0.4 -0.3 -0.7 -0.6 -0.5 -0.5 SILVER-mini -0.5 0.0 0.6 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.2 -0.1 0.2 0.0 0.1 -0.1 -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 -0.0 0.3 0.2 0.5 -0.3 -0.4 0.2 0.1 SMI 0.1 0.6 0.3 0.0 0.0 0.2 0.0 0.3 0.0 0.0 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 1.9 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 0.2 -0.0 SOFR 0.3 0.4 -0.2 -0.0 0.1 -0.0 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 0.1 -0.4 0.0 0.1 0.0 0.0 -0.0 0.0 0.2 0.1 0.3 0.3 0.1 0.0 -0.6 0.5 0.0 SOYBEAN -0.6 0.2 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 -0.1 -0.2 -0.2 -2.7 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 0.3 -0.0 -0.3 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 -0.1 -0.0 -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 0.2 0.3 0.1 0.6 0.3 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.1 -0.0 0.1 -0.0 -0.0 0.0 -0.1 -0.0 -0.0 -0.1 -0.2 -0.1 -0.4 -0.1 -0.1 -0.0 -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 -0.4 0.0 0.1 -0.4 -0.2 -0.6 -0.6 -0.1 0.0 SP400 -0.5 -0.1 -0.0 0.0 0.0 0.2 0.0 0.2 0.0 -0.1 0.3 -0.1 0.5 -0.0 0.0 -0.2 -0.1 -0.1 -0.1 0.0 0.1 -0.1 0.4 -0.1 -1.7 0.0 -0.0 0.1 -0.0 0.2 -0.0 0.0 -0.5 -0.5 -0.3 -0.1 -0.0 -0.3 -0.0 -0.7 SP500_micro 0.2 0.4 0.0 0.0 0.0 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 0.5 0.6 0.4 0.2 0.1 -0.0 0.2 -0.0 SUGAR11 0.4 -0.2 -0.6 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 0.1 -0.4 0.1 -0.3 -0.0 -0.1 0.0 0.2 0.1 0.2 -0.2 -0.2 0.1 -0.3 -0.0 -2.7 -0.1 0.1 -0.2 0.0 -0.1 -0.0 0.7 0.5 0.4 -0.6 -0.6 0.6 0.6 0.7 0.7 US10 0.3 0.4 -0.1 -0.0 0.1 -0.0 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 -0.0 0.1 -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 0.4 -0.1 -0.0 0.1 -0.1 0.1 -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 -0.0 0.1 -0.2 0.1 0.0 0.0 0.1 0.0 0.1 -0.1 0.0 0.1 0.1 0.3 0.3 0.1 -0.1 -0.5 0.6 0.3 US2 0.4 0.3 -0.3 -0.0 0.1 -0.0 0.0 -0.1 0.0 0.1 -0.2 0.1 -0.3 0.0 -0.1 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 0.1 -0.3 0.0 1.7 -0.0 0.0 -0.1 0.0 -0.1 0.0 -1.1 0.0 -0.0 -0.0 -0.2 -0.3 -0.7 -0.2 -0.6 US20 0.3 0.4 -0.0 -0.0 0.1 -0.0 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 -0.1 0.1 -0.1 0.0 0.0 0.0 0.0 -0.0 0.0 0.3 0.1 0.3 0.3 0.2 -0.3 -0.4 0.7 0.5 US30 0.3 0.4 -0.0 -0.0 0.1 -0.0 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 0.1 -0.2 0.1 -0.0 0.0 0.0 0.0 0.0 -0.0 0.0 -0.1 0.1 0.3 0.3 0.2 -0.5 -0.4 0.3 0.5 US5 0.3 0.4 -0.2 -0.0 0.1 -0.0 0.0 -0.1 0.0 0.1 -0.2 0.1 -0.3 0.1 -0.0 -0.2 -0.2 -0.2 -0.2 -0.0 -0.0 0.1 -0.2 0.0 0.7 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.6 0.1 0.1 0.2 -0.0 -0.1 -0.7 0.1 -0.2 VIX 0.1 -0.8 0.0 -0.1 -0.0 -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 -0.0 -0.4 -0.1 -0.6 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.6 0.6 0.6 -0.0 -0.0 0.0 -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 -0.1 0.1 0.0 -0.0 0.1 -0.0 -0.0 -0.0 -1.1 -0.4 -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 -2.4 9.5 4.1 0.7 -1.4 -0.4 -0.3 1.0 1.5 4.7 -0.5 -2.0 -5.8 11.2 11.1 -2.5 -2.8 -2.7 -2.7 4.6 2.4 1.0 -1.8 3.2 3.4 3.3 1.4 2.4 0.2 -0.1 1.8 -0.0 -0.3 -4.7 8.3 8.9 -2.5 -6.9 0.3 -0.5 BITCOIN 2.6 -2.1 7.9 -1.1 -9.8 2.2 -11.1 2.0 -7.4 -20.0 17.2 -7.1 19.1 13.7 11.0 -7.4 -7.3 -7.5 -7.6 13.7 20.0 -7.5 20.0 5.1 -20.0 6.9 -8.1 14.6 -3.4 19.0 1.7 -3.6 20.0 20.0 17.1 20.0 -15.9 -3.2 4.4 1.8 BOBL 1.6 -2.9 -9.5 -0.3 6.1 -1.3 3.6 -1.8 1.7 6.6 -7.5 0.9 -5.9 -3.2 -6.9 -15.7 -7.1 -3.7 -5.0 -5.5 -6.2 3.9 -5.8 -1.8 4.2 -2.4 6.1 -2.4 2.0 -2.0 -0.9 -4.4 -3.4 -7.2 -10.5 -3.4 -20.0 -16.0 -4.5 -9.9 BTP -8.0 -5.9 -7.8 -0.4 9.8 -2.1 5.8 -2.9 2.7 -1.9 7.3 -5.8 8.6 -6.2 -7.9 0.8 5.3 3.0 4.0 -3.5 1.2 -5.4 4.6 -5.6 -20.0 -2.1 -0.7 1.9 -4.4 4.4 -4.4 14.7 -20.0 -16.4 -9.7 10.7 -13.8 -10.9 6.0 2.4 BUND -0.2 -2.8 -7.0 -0.3 6.6 -1.4 3.9 -1.9 1.8 6.6 -5.4 1.2 -3.2 -3.0 -6.7 -0.4 -1.0 -4.3 -3.7 -4.4 -4.4 3.1 -4.2 -1.7 1.5 -2.1 6.6 -1.6 1.8 -1.1 -1.0 2.6 -5.6 -7.8 -9.4 0.8 -20.0 -18.9 -2.7 -10.3 BUXL -1.9 -4.2 -4.1 -0.3 8.0 -1.7 4.7 -2.3 2.2 7.0 -3.6 0.9 -3.2 -5.0 -8.0 -3.9 -3.2 -5.7 -4.9 -5.3 -4.6 1.3 -5.0 -3.2 -2.3 -2.4 5.5 -1.1 0.7 -0.8 -2.0 -0.6 -9.4 -11.0 -12.4 4.0 -20.0 -20.0 -12.6 -8.1 CAC -20.0 -12.3 -7.1 5.4 3.5 8.0 3.9 9.0 4.0 -18.3 18.9 -19.1 20.0 -11.0 2.0 -7.1 0.9 0.7 2.0 -1.5 12.4 -20.0 19.6 -17.0 -12.9 0.4 -17.4 7.0 -13.6 9.5 -7.5 13.6 -20.0 -20.0 -17.4 4.6 -5.9 7.3 -13.6 10.5 CAD -1.7 0.7 -6.2 0.8 -1.8 -0.5 -0.4 1.3 1.9 -14.0 -15.2 -15.7 -14.0 -8.5 -12.4 -3.8 -2.6 -3.3 -2.9 -8.1 -9.2 -9.6 -9.4 -7.9 -0.8 -6.1 -6.2 -6.4 -8.1 -6.2 -6.6 0.0 -13.8 -17.0 -9.1 -11.2 -2.5 -9.7 -3.7 -6.2 CANOLA -16.0 10.9 20.0 -0.6 -3.7 0.4 -4.7 -0.0 -2.9 -7.6 -2.9 -7.4 -6.1 -3.4 3.2 -13.7 -9.3 -14.7 -13.7 -1.1 -1.8 -9.9 -6.2 -6.0 -20.0 -0.9 -3.9 -1.1 -4.2 -3.1 -2.9 -20.0 -10.5 -6.4 -1.0 5.5 -13.4 -16.4 -0.0 -4.7 CHF 20.0 11.9 -19.2 0.7 -1.4 -0.4 -0.3 1.0 1.6 3.2 -16.1 10.1 -13.6 9.2 -8.7 -16.6 -16.3 -16.7 -16.4 -3.3 -14.5 11.6 -13.2 9.9 3.8 -0.7 2.8 -4.8 5.3 -4.1 4.6 -20.0 20.0 12.9 2.0 -20.0 3.1 -15.4 3.8 -12.4 COCOA 20.0 -12.8 -1.8 -0.4 -2.7 0.3 -3.4 -0.0 -2.1 6.0 3.6 6.6 4.8 1.0 2.5 20.0 15.7 20.0 20.0 5.7 7.8 9.8 8.6 7.0 -16.4 1.9 1.7 3.9 1.4 5.0 1.1 20.0 20.0 16.3 -3.7 20.0 8.7 2.3 12.4 7.7 COFFEE 13.0 -3.2 11.7 -1.0 -6.5 0.7 -8.4 -0.0 -5.2 -4.8 10.8 8.6 10.2 8.0 8.6 1.9 7.5 6.1 7.8 15.0 15.7 4.4 12.6 11.7 -20.0 4.1 -0.3 5.8 -0.2 5.4 1.5 9.7 14.7 20.0 -2.3 20.0 4.5 -14.2 15.1 -4.4 COPPER -20.0 -6.9 17.7 -0.4 -3.1 0.7 -3.5 0.6 -2.3 -4.0 4.9 -6.3 3.9 -3.6 3.0 1.5 -3.1 0.0 -1.9 3.6 6.7 -6.1 5.2 -2.8 -7.5 1.5 -1.2 2.5 -1.6 1.9 -0.6 4.7 3.6 -0.8 13.6 14.5 -4.4 -1.5 10.7 7.5 CORN -12.6 8.0 16.5 -1.2 -7.3 0.8 -9.4 -0.0 -5.8 12.7 -7.0 -5.2 -15.9 -7.1 1.0 -17.2 -12.2 -18.3 -16.8 -3.9 -5.8 -1.5 -13.4 -6.3 -14.9 -1.1 7.6 -2.6 0.6 -6.4 -2.1 -20.0 20.0 -1.3 5.2 2.1 -20.0 -20.0 -20.0 -1.5 COTTON2 -2.9 -20.0 -20.0 -0.7 -4.6 0.5 -5.8 -0.0 -3.6 -9.1 -9.6 -10.5 -6.4 -10.9 -11.2 -6.1 2.1 0.8 2.1 -15.5 -12.1 -11.1 -6.5 -13.4 -19.2 -3.5 -1.8 -1.8 -2.7 0.0 -3.4 -0.3 -3.6 -3.5 -20.0 -14.9 -5.2 -11.2 9.9 -0.5 CRUDE_W -5.1 -18.4 -1.3 -4.2 6.3 -0.7 0.7 2.2 -4.4 20.0 3.4 6.5 13.4 -6.4 -4.9 10.7 11.9 12.7 12.5 -5.4 1.9 8.1 8.8 -4.6 -4.7 -5.6 5.3 -1.3 -0.2 2.4 -6.0 0.9 -6.7 -16.4 -15.5 1.0 20.0 17.1 20.0 20.0 DAX -17.0 -3.6 -2.3 4.9 3.2 7.3 3.6 8.3 3.7 -10.9 19.4 -13.1 19.7 3.0 11.9 -10.8 -11.5 -11.4 -11.9 8.1 18.3 -10.2 20.0 -2.8 12.7 4.8 -7.3 10.9 -5.0 12.3 -1.6 -9.1 -20.0 -20.0 -6.0 20.0 0.0 5.6 -3.4 11.1 DOW -18.2 -2.6 -15.8 3.6 2.3 5.3 2.6 6.0 2.7 -6.1 11.0 -6.7 12.0 -3.7 -3.0 -10.5 -11.2 -11.3 -11.5 -1.5 5.6 -5.5 12.1 -5.1 -12.1 0.4 -2.3 4.2 -2.2 7.5 -1.7 -8.5 -5.0 -19.1 -6.5 -13.1 7.8 -4.1 12.8 -8.8 DX -4.0 -10.0 6.3 0.7 -1.5 -0.4 -0.3 1.1 1.6 13.7 12.5 10.5 12.5 -5.7 7.2 7.2 6.9 7.4 7.1 2.8 6.7 6.2 7.9 1.4 -20.0 1.8 6.4 4.0 4.3 4.8 1.1 16.8 8.1 4.1 -13.0 15.4 0.9 8.1 2.1 15.7 EUR -1.3 7.8 -2.7 0.8 -1.6 -0.4 -0.3 1.2 1.8 -16.2 -7.6 -12.9 -8.8 5.2 -0.2 -7.4 -7.0 -7.3 -7.0 -0.8 -2.8 -12.4 -4.1 -3.8 20.0 0.5 -13.2 0.1 -9.6 -0.6 -2.7 -7.2 -19.2 -12.5 2.5 4.6 -14.6 -19.8 -12.8 -14.9 EURIBOR-ICE 0.7 -5.4 -17.4 -0.2 5.6 -1.2 3.3 -1.6 1.5 5.4 -3.3 0.7 -0.1 -3.0 -6.4 -6.9 -4.9 -6.0 -4.9 -4.8 -4.0 2.3 -1.7 -2.0 11.6 -2.2 4.1 -1.6 1.1 -0.4 -1.0 -1.4 -4.5 -7.8 -9.4 -4.2 -20.0 -20.0 -0.6 7.2 EUROSTX -14.8 -7.0 -4.9 5.0 3.3 7.4 3.6 8.4 3.7 -12.6 20.0 -8.3 20.0 5.4 13.8 -8.3 -2.0 -6.6 -3.9 8.6 19.1 -6.9 20.0 -0.4 -2.4 5.7 -7.4 12.3 -3.7 14.7 -0.2 6.6 -20.0 -15.8 -4.4 14.8 -16.8 4.2 -20.0 6.4 FEEDCOW 0.7 2.3 -9.9 -1.4 -8.6 1.0 -11.0 -0.1 -6.8 6.6 3.0 -5.8 -3.1 0.7 -1.9 -15.3 -20.0 -20.0 -20.0 -1.0 -2.9 -1.3 -0.9 -0.8 -6.9 -2.8 0.6 -1.6 -2.2 1.7 -3.6 -20.0 18.0 8.0 3.7 -14.4 12.6 20.0 20.0 20.0 GASOIL -2.9 -19.6 -8.3 -3.8 5.7 -0.6 0.7 1.9 -4.0 17.9 -0.6 4.7 11.8 -9.7 -14.9 -4.1 14.2 1.3 8.0 -12.4 -4.5 7.1 6.8 -8.7 6.2 -5.4 9.7 -2.3 2.3 1.9 -4.0 0.1 2.1 5.2 -8.2 -11.4 -19.5 -11.9 -20.0 -20.0 GASOLINE -9.2 -20.0 -0.8 -3.9 5.8 -0.6 0.7 2.0 -4.1 14.0 6.1 -4.5 13.3 -14.0 -10.4 17.7 14.2 17.9 13.9 -10.8 0.3 -2.4 9.6 -12.3 -20.0 -5.4 1.5 -1.0 -1.8 3.1 -6.0 2.9 -1.5 -11.3 -13.7 1.1 20.0 20.0 20.0 20.0 GAS_US_mini 5.8 20.0 20.0 -2.8 4.3 -0.5 0.5 1.5 -3.0 6.9 -10.5 9.3 -14.1 11.1 7.8 -20.0 -20.0 -20.0 -20.0 9.3 -1.9 13.9 -15.9 13.9 20.0 3.5 2.9 -0.9 5.1 -4.4 5.3 -20.0 20.0 20.0 20.0 2.1 -3.0 -5.8 -8.8 -11.0 GBP 8.2 10.8 -3.2 0.9 -1.8 -0.5 -0.4 1.3 2.0 2.9 14.6 13.3 5.9 20.0 13.0 -0.9 -0.8 -1.0 -0.8 11.9 6.6 8.4 5.0 14.0 1.3 7.0 2.0 5.1 4.3 3.7 7.3 3.4 7.7 19.9 17.6 15.6 -8.9 -19.7 -9.6 -10.0 GOLD_micro -20.0 -12.7 11.8 -0.5 -4.0 0.9 -4.5 0.8 -3.0 -6.1 7.4 -7.4 7.8 -5.8 5.7 -10.6 -13.8 -12.1 -13.1 3.3 8.6 -5.9 8.8 -3.2 -2.7 1.0 -2.2 3.6 -2.5 4.0 -1.8 -13.9 7.9 1.9 -3.3 18.3 -2.3 -11.4 5.6 -4.2 HEATOIL -1.0 -17.2 -9.0 -3.9 6.0 -0.6 0.7 2.0 -4.1 19.4 -8.4 7.0 6.1 -8.2 -15.3 -9.7 13.0 -3.5 4.9 -13.9 -8.2 9.6 1.9 -7.8 -20.0 -6.5 6.6 -3.3 0.8 0.8 -5.3 -3.5 9.2 -12.2 -17.8 -19.2 5.1 6.3 -1.5 0.8 JGB-SGX-mini 5.3 -9.4 -17.6 -0.3 6.8 -1.5 4.0 -2.0 1.9 8.3 -3.2 4.0 0.0 -3.3 -7.7 20.0 17.9 19.9 17.8 -7.4 -6.7 5.4 -2.7 -2.3 -9.0 -3.0 4.3 -2.9 1.9 -1.8 -1.0 20.0 -1.3 -6.6 -12.6 -9.0 -17.4 -5.5 -3.1 14.7 JPY 2.0 0.1 -6.0 0.4 -0.8 -0.2 -0.2 0.6 0.9 -8.8 -11.7 -7.1 -12.0 -9.1 -11.0 -14.3 -16.2 -15.2 -15.7 -10.4 -14.2 -3.6 -17.2 -5.8 20.0 -4.0 -1.2 -5.3 -1.2 -6.1 -2.1 -20.0 -1.0 -6.9 -15.6 -16.9 -19.3 -10.8 -17.6 -10.6 LEANHOG -20.0 -20.0 -0.1 -1.5 -9.3 1.1 -11.9 -0.1 -7.4 -20.0 -3.3 -20.0 -4.9 -20.0 -20.0 20.0 -20.0 -14.1 -20.0 -20.0 -14.5 -20.0 -7.1 -20.0 7.0 -7.0 -9.0 -2.2 -10.1 -0.5 -10.0 -20.0 -20.0 -20.0 -20.0 -15.5 -12.9 -10.0 -7.0 6.5 LIVECOW 3.5 8.2 -2.6 -1.4 -9.0 1.0 -11.6 -0.1 -7.2 7.3 7.9 -2.1 1.6 11.0 5.2 20.0 10.9 20.0 19.3 7.7 4.2 3.1 3.4 6.8 -8.1 4.5 3.6 4.3 1.8 5.6 3.0 20.0 20.0 20.0 17.4 6.7 11.6 20.0 19.9 20.0 LUMBER-new -2.7 -11.2 -18.4 -1.0 -6.1 0.7 -7.8 0.2 -4.9 -12.8 -11.1 -12.1 -11.3 -12.7 -13.9 -16.9 -17.8 -19.3 -18.8 -18.4 -14.2 -18.0 -8.6 -17.9 NaN -5.2 -4.8 -4.0 -4.2 -2.1 -4.8 -20.0 -12.9 -17.8 -20.0 -20.0 -12.1 -11.1 -2.7 -7.0 MILK 6.0 20.0 20.0 -0.9 -5.5 0.6 -7.0 -0.0 -4.3 11.9 6.2 11.3 -6.3 12.9 12.8 -11.4 -20.0 -12.9 -20.0 20.0 10.5 18.9 -3.3 20.0 15.0 4.5 4.0 2.2 3.8 -0.8 4.7 -20.0 20.0 20.0 20.0 16.1 -15.4 -20.0 -11.4 -20.0 MXP -20.0 -18.5 -20.0 0.4 -0.8 -0.2 -0.2 0.6 0.9 -7.6 3.0 -9.4 8.0 -8.1 -4.6 12.1 16.6 14.9 15.7 -7.8 -0.9 -20.0 4.0 -16.2 -20.0 -2.4 -3.7 -0.1 -5.7 1.3 -4.8 20.0 -20.0 -20.0 -20.0 1.0 20.0 19.1 20.0 20.0 NASDAQ_micro 13.7 15.4 -3.9 3.5 2.3 5.2 2.5 5.9 2.6 13.9 15.2 14.9 15.4 15.2 14.3 -11.3 -10.6 -11.1 -10.9 19.0 17.6 20.0 20.0 20.0 -20.0 4.8 9.0 4.8 7.9 6.4 6.3 -7.3 20.0 20.0 11.4 -2.0 -1.8 2.1 -4.8 2.2 NIKKEI 0.7 -4.9 -0.8 4.5 2.9 6.7 3.2 7.5 3.4 -5.6 13.2 7.8 16.6 10.5 -0.1 9.6 8.9 6.4 7.1 5.2 16.1 2.4 20.0 3.3 -19.3 2.7 -3.0 9.5 1.1 16.9 1.5 20.0 -6.8 4.8 -18.3 -7.5 -3.5 -7.6 -8.0 -11.4 NZD 8.7 15.4 -1.7 0.6 -1.3 -0.3 -0.3 0.9 1.4 5.7 1.6 8.4 -2.1 14.5 10.6 0.1 0.2 0.1 0.2 8.6 3.0 7.3 -0.9 10.8 0.8 4.1 2.1 1.7 3.0 0.2 4.9 5.0 8.9 11.6 15.9 3.5 2.0 -4.9 5.4 4.2 OAT -6.6 -5.1 -9.3 -0.3 7.1 -1.5 4.2 -2.1 1.9 -4.3 -3.8 -6.0 -1.6 -6.6 -8.2 2.0 5.6 4.0 4.6 -6.4 -4.5 -7.2 -3.2 -7.0 1.9 -2.9 -2.8 -1.4 -4.1 -0.5 -3.8 15.6 -20.0 -16.1 -11.5 0.6 -20.0 -18.5 -1.5 -3.3 OATIES -17.5 13.7 10.5 -0.6 -3.7 0.4 -4.7 -0.0 -2.9 -8.3 -2.6 -8.8 -6.4 -5.4 -0.9 -4.5 1.5 3.5 3.8 -1.9 -0.9 -15.8 -2.7 -8.7 -20.0 0.3 -4.8 0.5 -4.4 -0.2 -2.0 0.3 -15.9 -15.1 9.9 2.6 -4.9 -1.3 6.3 12.2 OJ -20.0 11.2 -2.3 -1.0 -6.1 0.7 -7.8 -0.0 -4.8 -9.8 10.6 -8.9 12.9 4.7 8.9 11.7 13.2 11.2 10.9 17.9 18.3 -8.8 18.8 7.1 -20.0 3.9 -2.7 4.0 -1.7 5.0 1.6 16.9 -10.4 16.2 20.0 20.0 4.4 8.9 18.0 20.0 PALLAD -15.2 -7.2 2.1 -0.4 -3.8 0.9 -4.3 0.8 -2.9 -7.8 -6.0 -9.1 -8.3 -9.0 -6.3 -2.8 -2.3 -2.5 -2.3 -6.7 -6.0 -9.1 -10.5 -9.0 14.2 -2.9 -2.9 -2.0 -3.7 -2.6 -3.9 5.5 3.2 -0.8 -8.6 -10.6 -20.0 -20.0 -20.0 -17.2 PLAT -19.4 9.3 11.8 -0.5 -4.4 1.0 -5.0 0.9 -3.3 -10.0 3.0 -10.4 -3.3 -2.3 1.7 -5.1 -4.1 -5.0 -4.6 2.3 4.1 -13.1 1.5 -5.8 7.7 0.3 -4.1 1.5 -4.7 1.0 -2.7 1.9 -6.1 -6.4 6.4 0.3 -20.0 -7.9 1.3 4.8 REDWHEAT -12.5 20.0 20.0 -1.0 -6.3 0.7 -8.0 -0.0 -5.0 -14.0 5.1 -13.5 -9.3 2.4 7.5 -11.3 -2.9 -8.3 -5.2 8.9 6.7 -20.0 -4.7 -5.0 -6.8 2.5 -6.3 2.0 -5.5 -0.8 -1.3 -10.3 -20.0 -4.2 20.0 16.2 -13.8 -20.0 -3.4 -17.9 RICE -7.2 16.1 -0.2 -1.3 -7.9 0.9 -10.1 -0.0 -6.3 -3.0 15.3 -8.0 15.3 9.8 17.2 20.0 20.0 20.0 20.0 14.6 16.1 -1.0 15.5 6.4 -12.8 3.9 1.5 3.4 -0.2 2.8 2.0 20.0 20.0 16.1 20.0 -1.1 -9.3 -5.4 -8.1 -1.2 ROBUSTA 20.0 -15.1 -5.4 -0.6 -3.8 0.4 -4.9 -0.0 -3.0 -3.5 7.8 5.3 8.5 5.8 6.4 17.9 20.0 19.2 20.0 13.4 15.4 5.4 15.7 11.4 -20.0 3.2 -0.5 4.8 0.5 5.4 1.8 20.0 13.6 20.0 9.3 20.0 -0.1 -10.0 7.5 3.9 RUSSELL -10.2 1.1 -1.4 3.7 2.4 5.5 2.7 6.3 2.8 -5.9 11.2 -10.7 10.9 2.2 0.7 -7.1 -6.7 -7.1 -6.8 0.2 4.6 -4.9 6.4 -3.4 -1.7 0.7 -1.0 3.2 -2.3 4.4 -1.6 -0.4 -20.0 -13.0 -7.4 -11.2 -1.5 -20.0 -2.2 -20.0 SHATZ 10.3 2.6 -9.4 -0.2 5.9 -1.3 3.5 -1.7 1.6 7.1 -8.7 2.0 -8.6 -2.4 -7.1 -20.0 -20.0 -20.0 -20.0 -6.4 -9.4 6.8 -10.5 -0.5 7.4 -2.5 6.5 -3.3 2.7 -3.2 -0.3 -20.0 1.4 -4.6 -11.6 -10.0 -20.0 -17.9 -15.5 -13.9 SILVER-mini -14.1 0.3 17.7 -0.4 -3.5 0.8 -4.0 0.7 -2.7 -7.1 6.4 -6.0 5.1 1.8 5.8 -5.7 -6.6 -6.3 -6.5 6.3 7.3 -4.6 5.1 1.0 1.8 1.8 -2.0 2.8 -1.9 2.3 -0.4 -1.9 -0.6 9.8 7.2 14.4 -7.6 -11.8 7.1 3.8 SMI 4.2 18.8 10.3 4.4 2.9 6.6 3.2 7.4 3.3 2.3 18.3 10.6 15.8 16.9 17.3 -3.5 2.3 -1.9 0.5 20.0 20.0 13.4 15.7 20.0 14.4 6.9 0.9 6.8 3.4 5.1 5.6 14.0 11.2 20.0 20.0 16.4 9.5 1.4 7.5 -0.3 SOFR 10.6 13.1 -7.3 -0.3 7.3 -1.6 4.3 -2.1 2.0 8.7 -2.8 7.2 -3.7 7.0 -1.3 -3.5 -1.3 -3.0 -2.1 1.1 -2.9 9.4 -4.4 6.2 -2.6 1.8 5.6 0.0 4.2 -0.6 3.6 4.1 5.2 7.8 8.4 2.9 0.6 -19.1 13.7 0.2 SOYBEAN -19.8 6.9 8.2 -1.2 -7.4 0.8 -9.4 -0.0 -5.8 -9.0 -9.1 -15.1 -6.2 -12.4 -1.6 -0.6 7.7 0.3 2.8 -7.2 -6.0 -16.2 -8.4 -14.9 -20.0 -2.2 -2.0 -1.4 -6.1 -2.0 -5.5 5.3 -1.9 -8.7 1.3 2.8 -20.0 -20.0 -15.9 -20.0 SOYMEAL -16.8 18.2 12.2 -0.9 -5.9 0.7 -7.5 -0.0 -4.7 -2.6 -8.3 -12.1 -9.0 -4.0 0.6 4.1 5.9 1.9 2.1 0.1 -2.0 -8.7 -6.1 -6.1 -20.0 2.3 -0.6 1.1 -1.6 -0.5 0.1 2.9 11.2 2.2 20.0 10.4 -20.0 -20.0 -20.0 -20.0 SOYOIL -3.2 -1.3 3.0 -0.7 -4.5 0.5 -5.7 -0.0 -3.6 -6.6 -9.2 -7.8 -9.7 -6.1 -7.6 -2.0 -0.7 -4.7 -4.2 -6.7 -8.5 -6.0 -10.1 -6.3 -20.0 -3.2 -1.2 -3.0 -2.6 -2.7 -3.2 -8.2 1.6 1.7 -12.7 -7.3 -17.9 -19.4 -2.9 0.3 SP400 -16.2 -3.8 -0.7 3.8 2.5 5.6 2.7 6.4 2.8 -7.6 12.3 -11.9 12.6 -1.0 0.4 -8.6 -6.1 -7.4 -6.6 0.7 9.1 -6.2 13.1 -5.5 -12.7 1.4 -0.5 5.2 -2.2 6.9 -1.6 0.4 -20.0 -16.4 -8.2 -1.6 -0.9 -10.1 -0.3 -20.0 SP500_micro 5.9 11.8 0.1 4.6 3.0 6.8 3.3 7.7 3.4 18.2 20.0 19.3 19.7 19.7 18.6 -13.3 -12.1 -12.9 -12.6 20.0 20.0 20.0 20.0 20.0 -20.0 6.7 9.2 8.1 8.3 10.0 7.2 -10.1 20.0 20.0 11.5 5.7 4.3 -0.6 5.7 -0.6 SUGAR11 13.4 -6.5 -20.0 -1.1 -6.7 0.8 -8.6 -0.0 -5.3 13.7 -15.5 10.4 -7.9 -3.6 -13.3 1.0 12.1 3.5 7.6 -14.3 -19.2 10.6 -11.9 -1.6 -20.0 -5.0 6.4 -6.1 2.8 -3.6 -1.3 13.7 20.0 13.5 -20.0 -20.0 17.7 17.9 20.0 20.0 US10 9.2 11.8 -3.0 -0.3 6.2 -1.3 3.7 -1.8 1.7 7.3 -3.0 5.9 -5.2 5.4 -2.0 -7.0 -7.3 -6.6 -6.9 0.2 -3.2 7.1 -5.7 4.3 2.4 1.4 4.8 -0.1 3.6 -1.1 3.0 -5.5 3.1 5.6 6.1 2.4 -4.6 -20.0 7.1 1.8 US10U 9.6 12.1 -2.1 -0.4 8.9 -1.9 5.3 -2.6 2.4 10.2 -4.0 8.3 -7.1 7.7 -2.5 -4.9 -2.3 -4.8 -3.6 0.4 -4.4 9.7 -8.2 6.0 0.3 2.2 6.7 0.0 5.1 -1.6 4.4 1.9 3.4 8.0 8.3 4.6 -4.4 -16.2 18.6 9.0 US2 10.9 10.1 -8.0 -0.3 6.3 -1.3 3.7 -1.8 1.7 7.1 -7.6 4.9 -8.7 2.8 -5.7 -20.0 -20.0 -20.0 -20.0 -3.7 -7.8 6.1 -10.6 1.8 12.6 -1.0 5.0 -2.4 2.8 -3.1 1.2 -20.0 0.6 -0.7 -0.8 -6.4 -9.5 -20.0 -4.7 -17.5 US20 8.6 11.9 -1.2 -0.3 6.5 -1.4 3.8 -1.9 1.8 7.4 -0.1 6.2 -3.1 6.1 -0.5 -0.8 -0.7 -0.6 -0.5 1.4 -1.8 7.2 -4.7 5.0 -0.9 2.2 4.2 0.9 3.5 -0.3 3.5 5.7 3.6 8.2 8.8 7.0 -8.3 -11.7 20.0 14.5 US30 8.6 11.0 -0.6 -0.3 7.6 -1.6 4.5 -2.2 2.1 8.6 -1.6 7.2 -4.8 6.8 -1.4 -5.8 -5.1 -4.6 -4.9 1.0 -2.6 7.8 -6.2 5.2 -0.3 2.4 5.2 0.7 4.2 -0.8 4.0 -2.0 2.2 8.0 7.9 7.6 -13.8 -11.0 8.8 16.1 US5 10.2 12.3 -5.5 -0.3 6.5 -1.4 3.9 -1.9 1.8 7.7 -5.7 6.2 -7.2 5.2 -3.3 -9.2 -10.0 -9.6 -9.7 -0.7 -4.6 7.5 -7.0 4.1 5.6 0.8 5.3 -0.8 3.7 -1.6 2.8 -10.3 3.2 4.2 4.8 -0.5 -4.0 -20.0 4.1 -6.9 VIX 1.2 -15.8 0.5 -7.4 -3.1 -8.0 -3.7 -9.3 -5.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -10.0 -20.0 -17.3 NaN -8.6 -3.4 -9.2 -4.1 -11.1 -6.6 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -18.3 20.0 20.0 -0.9 -5.4 0.6 -7.0 -0.0 -4.3 -11.8 6.3 -11.8 -6.5 2.3 6.8 -15.6 -14.0 -16.3 -15.4 7.1 6.8 -18.7 -2.6 -5.9 0.7 2.1 -4.0 2.0 -4.2 -0.1 -1.0 -20.0 -17.7 -6.7 20.0 14.3 -11.5 -20.0 -7.2 -20.0 End of report for caleb_strategy_v3