******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240614_204007 produced at 2024-06-14 21:38:19.120571 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.35 0.0 0.81 -0.81 -0.65 -0.65 -4.27 10.0 -8 -8 caleb_strategy_v3 VIX False False 0.00 -0.28 -0.33 0.0 999.00 -999.00 -0.28 -0.28 -66.23 999999999.0 -56 -56 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.18 0.0 0.00 0.00 0.00 0.00 -5.08 24.0 0 0 caleb_strategy_v3 CAD False False 0.02 -0.05 -0.14 0.0 0.65 -0.65 -0.05 -0.05 -6.12 29.0 -2 -2 caleb_strategy_v3 US2 False True 0.06 0.00 -0.13 0.0 0.00 0.00 0.00 0.00 -2.07 13.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 -0.10 -0.12 0.0 0.12 -0.12 -0.10 -0.10 -12.68 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 -3.14 17.0 -2 -2 caleb_strategy_v3 BTP False False 0.04 -0.04 -0.08 0.0 0.39 -0.39 -0.04 -0.04 -2.01 10.0 -1 -1 caleb_strategy_v3 OAT False False 0.04 0.00 -0.08 0.0 0.41 -0.41 0.00 0.00 -1.95 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 -0.07 -0.07 0.0 0.49 -0.49 -0.07 -0.08 -8.94 60.0 -8 -10 caleb_strategy_v3 EUR False False 0.04 0.00 -0.06 0.0 0.58 -0.58 0.00 0.00 -1.34 14.0 0 0 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.06 0.0 0.18 -0.18 0.00 0.00 -0.61 2.0 0 0 caleb_strategy_v3 CHF False False 0.04 -0.18 -0.05 0.0 0.57 -0.57 -0.18 -0.13 -1.22 13.0 -4 -3 caleb_strategy_v3 CORN False False 0.01 -0.07 -0.05 0.0 0.09 -0.09 -0.07 -0.06 -6.93 12.0 -10 -8 caleb_strategy_v3 HEATOIL False False 0.03 -0.03 -0.05 0.0 0.10 -0.10 -0.03 0.00 -1.44 3.0 -1 0 caleb_strategy_v3 DOW False False 0.01 -0.01 -0.05 0.0 0.40 -0.40 -0.01 0.00 -8.41 66.0 -1 0 caleb_strategy_v3 LUMBER-new False False 0.00 0.00 -0.04 0.0 0.01 -0.01 0.00 -0.00 -9.67 3.0 0 -1 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.04 0.0 0.14 -0.14 -0.02 -0.02 -15.79 51.0 -8 -8 caleb_strategy_v3 RUSSELL False False 0.00 -0.05 -0.04 0.0 0.21 -0.21 -0.05 -0.05 -11.20 68.0 -17 -17 caleb_strategy_v3 BOBL False False 0.04 0.00 -0.04 0.0 0.74 -0.74 0.00 0.00 -1.12 19.0 0 0 caleb_strategy_v3 CAC True False 0.02 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -1.45 12.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.02 -0.03 0.0 0.12 -0.12 -0.02 -0.03 -2.99 11.0 -2 -3 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -2.88 2.0 0 0 caleb_strategy_v3 GASOIL False False 0.02 -0.05 -0.02 0.0 0.09 -0.09 -0.05 -0.05 -0.66 4.0 -2 -2 caleb_strategy_v3 BUND False False 0.04 -0.18 -0.02 0.0 0.44 -0.44 -0.18 -0.09 -0.39 10.0 -4 -2 caleb_strategy_v3 SOYOIL False False 0.01 -0.01 -0.02 0.0 0.08 -0.08 -0.01 -0.01 -1.89 10.0 -1 -1 caleb_strategy_v3 PALLAD False False 0.03 -0.03 -0.02 0.0 0.06 -0.06 -0.03 -0.06 -0.63 2.0 -1 -2 caleb_strategy_v3 GOLD_micro False False 0.01 -0.03 -0.02 0.0 0.41 -0.41 -0.03 -0.01 -2.30 56.0 -4 -2 caleb_strategy_v3 SOYBEAN False False 0.02 -0.09 -0.02 0.0 0.12 -0.12 -0.09 -0.09 -1.40 7.0 -5 -5 caleb_strategy_v3 WHEAT False False 0.01 -0.02 -0.01 0.0 0.09 -0.09 -0.02 -0.02 -1.01 9.0 -2 -2 caleb_strategy_v3 FEEDCOW False False 0.04 -0.12 -0.01 0.0 0.32 -0.32 -0.12 -0.08 -0.25 8.0 -3 -2 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.10 -0.10 0.00 0.00 -1.01 9.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 0.14 -0.01 0.0 0.32 -0.32 0.14 0.06 -0.57 20.0 9 4 caleb_strategy_v3 BUXL False False 0.04 -0.04 -0.01 0.0 0.18 -0.18 -0.04 -0.04 -0.23 4.0 -1 -1 caleb_strategy_v3 US5 False False 0.03 -0.13 -0.01 0.0 0.83 -0.83 -0.13 -0.13 -0.38 25.0 -4 -4 caleb_strategy_v3 JGB-SGX-mini False False 0.03 -0.08 -0.01 0.0 0.45 -0.45 -0.08 -0.08 -0.20 16.0 -3 -3 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.01 0.0 0.08 -0.08 0.00 0.00 -0.87 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 0.00 -0.30 10.0 1 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.00 0.0 0.12 -0.12 -0.01 -0.01 -0.68 18.0 -2 -2 caleb_strategy_v3 US10 False False 0.03 0.00 0.00 0.0 0.58 -0.58 0.00 0.00 0.06 17.0 0 0 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 0.04 0.01 0.0 0.46 -0.46 0.04 0.04 0.40 13.0 1 1 caleb_strategy_v3 US30 False False 0.04 0.04 0.01 0.0 0.24 -0.24 0.04 0.04 0.15 6.0 1 1 caleb_strategy_v3 ROBUSTA False False 0.01 0.02 0.01 0.0 0.29 -0.29 0.02 0.02 0.63 23.0 2 2 caleb_strategy_v3 AUD False False 0.02 0.06 0.01 0.0 0.39 -0.39 0.06 0.06 0.42 19.0 3 3 caleb_strategy_v3 OJ False False 0.02 0.04 0.01 0.0 0.06 -0.06 0.04 0.02 0.73 3.0 2 1 caleb_strategy_v3 COCOA False False 0.03 0.00 0.01 0.0 0.77 -0.77 0.00 0.00 0.34 26.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 0.01 0.0 0.07 -0.07 0.00 0.00 0.85 5.0 0 0 caleb_strategy_v3 COPPER False False 0.03 0.03 0.01 0.0 999.00 -999.00 0.03 0.00 0.32 999999999.0 1 0 caleb_strategy_v3 COFFEE False False 0.03 0.00 0.01 0.0 0.16 -0.16 0.00 0.00 0.22 6.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.02 0.02 0.0 0.27 -0.27 0.02 0.02 2.18 36.0 2 3 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.02 0.0 0.00 0.00 0.00 0.00 9.77 59.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 0.02 0.02 0.0 0.06 -0.06 0.02 0.02 7.68 26.0 10 10 caleb_strategy_v3 DAX False True 0.01 0.01 0.02 0.0 0.01 0.00 0.01 0.01 2.91 58.0 1 1 caleb_strategy_v3 US20 False True 0.04 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.43 9.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.04 0.03 0.0 0.28 -0.28 0.04 0.04 2.33 23.0 3 3 caleb_strategy_v3 NZD False False 0.02 0.04 0.04 0.0 0.40 -0.40 0.04 0.04 2.20 21.0 2 2 caleb_strategy_v3 GBP False False 0.02 0.02 0.04 0.0 0.54 -0.54 0.02 0.00 1.79 22.0 1 0 caleb_strategy_v3 RICE False True 0.01 0.00 0.04 0.0 0.00 0.00 0.00 0.00 3.99 4.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.05 0.05 0.0 0.40 -0.40 0.05 0.08 5.74 48.0 6 10 caleb_strategy_v3 DX False False 0.03 0.06 0.06 0.0 999.00 -999.00 0.06 0.06 1.81 999999999.0 2 2 caleb_strategy_v3 CRUDE_W False False 0.02 0.00 0.06 0.0 0.12 -0.12 0.00 0.02 2.63 5.0 0 1 caleb_strategy_v3 LIVECOW False False 0.02 0.18 0.11 0.0 0.38 -0.38 0.18 0.18 5.06 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 3.73 9.0 0 0 caleb_strategy_v3 SOFR False True 0.07 0.00 0.34 0.0 0.00 0.00 0.00 0.00 4.58 11.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 13.1 Shocked risk 39.3 Sum abs risk 44.6 Leverage 3.42 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3236571.0, 'annual_cash_vol_target': 809142.75, 'daily_cash_vol_target': 50571.421875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0041 0.6630 0.6223 9.9566 BITCOIN 1486.6544 66285.0000 2.2428 35.8851 BOBL 0.3012 116.9700 0.2575 4.1198 BTP 0.6283 116.3300 0.5401 8.6418 BUND 0.6202 132.9700 0.4665 7.4633 BUXL 1.5291 134.9400 1.1332 18.1305 CAC 73.1782 7500.0000 0.9757 15.6114 CAD 0.0027 0.7295 0.3633 5.8127 CANOLA 8.5268 625.8000 1.3625 21.8008 CHF 0.0049 1.1354 0.4296 6.8734 COCOA 311.9084 9629.0000 3.2393 51.8282 COFFEE 4.1767 225.8500 1.8493 29.5895 COPPER 0.0780 4.5020 1.7316 27.7056 CORN 5.4089 468.7500 1.1539 18.4624 COTTON2 1.1731 72.2400 1.6238 25.9813 CRUDE_W 1.0144 75.9100 1.3363 21.3801 DAX 150.1262 18008.0000 0.8337 13.3386 DOW 238.0819 38968.0000 0.6110 9.7755 DX 0.3990 105.1650 0.3794 6.0706 EUR 0.0048 1.0747 0.4446 7.1134 EURIBOR-ICE 0.0548 97.4600 0.0562 0.8994 EUROSTX 46.5478 4836.0000 0.9625 15.4004 FEEDCOW 1.9753 262.4250 0.7527 12.0433 GASOIL 11.0050 761.5000 1.4452 23.1227 GASOLINE 0.0358 2.3650 1.5125 24.1998 GAS_US_mini 0.1065 2.9450 3.6166 57.8651 GBP 0.0057 1.2691 0.4493 7.1888 GOLD_micro 23.6474 2350.6000 1.0060 16.0963 HEATOIL 0.0355 2.5000 1.4192 22.7070 JGB-SGX-mini 0.2554 144.1400 0.1772 2.8352 JPY 0.0000 0.0064 0.6161 9.8579 LEANHOG 1.0542 76.5250 1.3777 22.0425 LIVECOW 1.3722 183.0750 0.7495 11.9926 LUMBER-new 8.1443 498.5000 1.6338 26.1401 MILK 0.2916 21.1400 1.3795 22.0722 MXP 0.0007 0.0533 1.2853 20.5640 NASDAQ_micro 141.8220 19926.2500 0.7117 11.3878 NIKKEI 320.3730 38415.0000 0.8340 13.3437 NZD 0.0039 0.6137 0.6326 10.1218 OAT 0.5609 124.0700 0.4520 7.2328 OATIES 7.0434 346.0000 2.0357 32.5706 OJ 8.5746 419.0000 2.0464 32.7429 PALLAD 21.2324 893.5000 2.3763 38.0210 PLAT 16.7744 959.7000 1.7479 27.9660 REDWHEAT 12.0414 653.2500 1.8433 29.4929 RICE 0.1480 15.6450 0.9463 15.1405 ROBUSTA 73.3489 4014.0000 1.8273 29.2372 RUSSELL 21.0760 2026.8000 1.0399 16.6378 SHATZ 0.0977 105.8500 0.0923 1.4766 SILVER-mini 0.6582 29.8500 2.2050 35.2799 SMI 82.7620 12084.0000 0.6849 10.9582 SOFR 0.0700 96.4300 0.0726 1.1618 SOYBEAN 10.5298 1149.0000 0.9164 14.6629 SOYMEAL 4.5338 347.9000 1.3032 20.8510 SOYOIL 0.6513 43.8200 1.4863 23.7808 SP400 24.1969 2926.2000 0.8269 13.2305 SP500_micro 30.3167 5431.5000 0.5582 8.9306 SUGAR11 0.2935 19.4300 1.5108 24.1729 US10 0.4250 110.8281 0.3834 6.1349 US10U 0.5733 114.7344 0.4997 7.9944 US2 0.1074 102.2969 0.1050 1.6799 US20 0.8425 120.4062 0.6997 11.1957 US30 1.2516 128.7188 0.9724 15.5578 US5 0.2744 107.0469 0.2563 4.1009 VIX 0.3770 15.9000 2.3708 37.9336 WHEAT 10.9035 649.0000 1.6800 26.8807 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 663.00 0.62 412.58 1.00 412.58 50571.42 122.57 1.32 16.13 BITCOIN 66.28 2.24 148.67 1.00 148.67 50571.42 340.17 2.65 90.20 BOBL 1169.70 0.26 301.19 1.08 325.48 50571.42 155.38 -7.14 -110.89 BTP 1163.30 0.54 628.31 1.08 678.98 50571.42 74.48 -7.91 -58.91 BUND 1329.70 0.47 620.24 1.08 670.27 50571.42 75.45 -5.12 -38.63 BUXL 1349.40 1.13 1529.08 1.08 1652.40 50571.42 30.60 -7.57 -23.17 CAC 750.00 0.98 731.78 1.08 790.80 50571.42 63.95 -6.67 -42.65 CAD 729.50 0.36 265.02 1.00 265.02 50571.42 190.82 -12.36 -235.92 CANOLA 125.16 1.36 170.54 0.73 124.09 50571.42 407.54 -15.92 -648.89 CHF 1419.25 0.43 609.70 1.00 609.70 50571.42 82.95 -5.67 -47.05 COCOA 962.90 3.24 3119.08 1.00 3119.08 50571.42 16.21 9.66 15.66 COFFEE 846.94 1.85 1566.28 1.00 1566.28 50571.42 32.29 5.90 19.06 COPPER 1125.50 1.73 1948.92 1.00 1948.92 50571.42 25.95 1.15 2.99 CORN 234.38 1.15 270.44 1.00 270.44 50571.42 186.99 -15.24 -284.95 COTTON2 361.20 1.62 586.53 1.00 586.53 50571.42 86.22 -16.21 -139.73 CRUDE_W 759.10 1.34 1014.35 1.00 1014.35 50571.42 49.86 4.87 24.26 DAX 180.08 0.83 150.13 1.08 162.23 50571.42 311.72 2.74 85.31 DOW 194.84 0.61 119.04 1.00 119.04 50571.42 424.82 -8.52 -361.78 DX 1051.65 0.38 399.01 1.00 399.01 50571.42 126.74 5.49 69.57 EUR 1343.38 0.44 597.25 1.00 597.25 50571.42 84.67 -6.10 -51.61 EURIBOR-ICE 2436.50 0.06 136.96 1.08 148.01 50571.42 341.69 -3.67 -125.31 EUROSTX 483.60 0.96 465.48 1.08 503.02 50571.42 100.54 -1.66 -16.73 FEEDCOW 1312.12 0.75 987.64 1.00 987.64 50571.42 51.20 -1.49 -7.61 GASOIL 761.50 1.45 1100.50 1.00 1100.50 50571.42 45.95 -3.31 -15.23 GASOLINE 993.30 1.51 1502.35 1.00 1502.35 50571.42 33.66 -0.12 -0.41 GAS_US_mini 73.62 3.62 266.27 1.00 266.27 50571.42 189.93 3.73 70.88 GBP 793.19 0.45 356.38 1.00 356.38 50571.42 141.90 4.85 68.86 GOLD_micro 235.06 1.01 236.47 1.00 236.47 50571.42 213.86 -3.15 -67.35 HEATOIL 1050.00 1.42 1490.14 1.00 1490.14 50571.42 33.94 -9.77 -33.15 JGB-SGX-mini 144140.00 0.18 25541.24 0.01 162.59 50571.42 311.03 -0.06 -1.88 JPY 805.94 0.62 496.55 1.00 496.55 50571.42 101.84 -11.87 -120.90 LEANHOG 306.10 1.38 421.70 1.00 421.70 50571.42 119.92 -17.39 -208.56 LIVECOW 732.30 0.75 548.89 1.00 548.89 50571.42 92.13 16.57 152.65 LUMBER-new 137.09 1.63 223.97 1.00 223.97 50571.42 225.80 -20.00 -451.60 MILK 422.80 1.38 583.26 1.00 583.26 50571.42 86.70 4.60 39.89 MXP 266.65 1.29 342.71 1.00 342.71 50571.42 147.56 -4.13 -60.93 NASDAQ_micro 398.52 0.71 283.64 1.00 283.64 50571.42 178.29 5.63 100.29 NIKKEI 38415.00 0.83 32037.30 0.01 203.94 50571.42 247.97 0.81 20.14 NZD 613.70 0.63 388.24 1.00 388.24 50571.42 130.26 6.50 84.61 OAT 1240.70 0.45 560.86 1.08 606.09 50571.42 83.44 -6.86 -57.22 OATIES 173.00 2.04 352.17 1.00 352.17 50571.42 143.60 -8.23 -118.18 OJ 628.50 2.05 1286.18 1.00 1286.18 50571.42 39.32 8.71 34.26 PALLAD 893.50 2.38 2123.24 1.00 2123.24 50571.42 23.82 -7.72 -18.39 PLAT 479.85 1.75 838.72 1.00 838.72 50571.42 60.30 -1.46 -8.83 REDWHEAT 326.62 1.84 602.07 1.00 602.07 50571.42 84.00 -7.77 -65.26 RICE 312.90 0.95 296.09 1.00 296.09 50571.42 170.80 9.60 163.88 ROBUSTA 401.40 1.83 733.49 1.00 733.49 50571.42 68.95 7.85 54.12 RUSSELL 101.34 1.04 105.38 1.00 105.38 50571.42 479.90 -7.05 -338.14 SHATZ 1058.50 0.09 97.69 1.08 105.56 50571.42 479.06 -10.46 -501.14 SILVER-mini 746.25 2.20 1645.48 1.00 1645.48 50571.42 30.73 2.43 7.46 SMI 1208.40 0.68 827.62 1.12 924.62 50571.42 54.69 20.00 109.39 SOFR 2410.75 0.07 175.05 1.00 175.05 50571.42 288.90 2.61 75.40 SOYBEAN 574.50 0.92 526.49 1.00 526.49 50571.42 96.05 -15.68 -150.58 SOYMEAL 347.90 1.30 453.38 1.00 453.38 50571.42 111.54 -9.75 -108.70 SOYOIL 262.92 1.49 390.78 1.00 390.78 50571.42 129.41 -15.71 -203.27 SP400 2926.20 0.83 2419.69 1.00 2419.69 50571.42 20.90 -8.80 -18.39 SP500_micro 271.58 0.56 151.58 1.00 151.58 50571.42 333.62 7.41 247.13 SUGAR11 217.62 1.51 328.78 1.00 328.78 50571.42 153.82 -2.09 -32.16 US10 1108.28 0.38 424.95 1.00 424.95 50571.42 119.00 0.41 4.91 US10U 1147.34 0.50 573.27 1.00 573.27 50571.42 88.22 3.55 31.34 US2 2045.94 0.10 214.81 1.00 214.81 50571.42 235.42 -6.94 -163.40 US20 1204.06 0.70 842.52 1.00 842.52 50571.42 60.02 5.64 33.86 US30 1287.19 0.97 1251.61 1.00 1251.61 50571.42 40.41 2.89 11.68 US5 1070.47 0.26 274.36 1.00 274.36 50571.42 184.32 -1.61 -29.64 VIX 159.00 2.37 376.97 1.00 376.97 50571.42 134.15 -20.00 -268.31 WHEAT 324.50 1.68 545.17 1.00 545.17 50571.42 92.76 -8.24 -76.44 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 16.132 0.010 2.5 0.419 BITCOIN 90.202 0.043 2.5 9.768 BOBL -110.888 0.004 2.5 -1.124 BTP -58.914 0.014 2.5 -2.009 BUND -38.629 0.004 2.5 -0.392 BUXL -23.173 0.004 2.5 -0.235 CAC -42.649 0.014 2.5 -1.455 CAD -235.922 0.010 2.5 -6.121 CANOLA -648.893 0.010 2.5 -15.787 CHF -47.046 0.010 2.5 -1.221 COCOA 15.664 0.009 2.5 0.335 COFFEE 19.065 0.005 2.5 0.223 COPPER 2.991 0.043 2.5 0.324 CORN -284.954 0.010 2.5 -6.933 COTTON2 -139.729 0.009 2.5 -2.993 CRUDE_W 24.264 0.043 2.5 2.627 DAX 85.313 0.014 2.5 2.910 DOW -361.782 0.009 2.5 -8.408 DX 69.568 0.010 2.5 1.805 EUR -51.614 0.010 2.5 -1.339 EURIBOR-ICE -125.313 0.014 2.5 -4.274 EUROSTX -16.731 0.014 2.5 -0.571 FEEDCOW -7.611 0.013 2.5 -0.252 GASOIL -15.231 0.017 2.5 -0.660 GASOLINE -0.411 0.017 2.5 -0.018 GAS_US_mini 70.877 0.043 2.5 7.675 GBP 68.859 0.010 2.5 1.787 GOLD_micro -67.353 0.014 2.5 -2.297 HEATOIL -33.153 0.017 2.5 -1.437 JGB-SGX-mini -1.881 0.043 2.5 -0.204 JPY -120.904 0.010 2.5 -3.137 LEANHOG -208.561 0.024 2.5 -12.675 LIVECOW 152.649 0.013 2.5 5.058 LUMBER-new -451.596 0.009 2.5 -9.668 MILK 39.894 0.009 2.5 0.854 MXP -60.934 0.059 2.5 -8.943 NASDAQ_micro 100.294 0.009 2.5 2.331 NIKKEI 20.139 0.043 2.5 2.181 NZD 84.606 0.010 2.5 2.195 OAT -57.221 0.014 2.5 -1.952 OATIES -118.178 0.010 2.5 -2.875 OJ 34.263 0.009 2.5 0.734 PALLAD -18.388 0.014 2.5 -0.627 PLAT -8.833 0.014 2.5 -0.301 REDWHEAT -65.263 0.005 2.5 -0.866 RICE 163.880 0.010 2.5 3.987 ROBUSTA 54.121 0.005 2.5 0.632 RUSSELL -338.138 0.013 2.5 -11.205 SHATZ -501.139 0.004 2.5 -5.082 SILVER-mini 7.463 0.014 2.5 0.255 SMI 109.389 0.014 2.5 3.731 SOFR 75.399 0.024 2.5 4.582 SOYBEAN -150.576 0.004 2.5 -1.400 SOYMEAL -108.701 0.004 2.5 -1.011 SOYOIL -203.270 0.004 2.5 -1.892 SP400 -18.388 0.013 2.5 -0.609 SP500_micro 247.127 0.009 2.5 5.743 SUGAR11 -32.159 0.009 2.5 -0.684 US10 4.909 0.005 2.5 0.062 US10U 31.343 0.005 2.5 0.397 US2 -163.397 0.005 2.5 -2.071 US20 33.860 0.005 2.5 0.429 US30 11.676 0.005 2.5 0.148 US5 -29.636 0.005 2.5 -0.376 VIX -268.308 0.099 2.5 -66.229 WHEAT -76.440 0.005 2.5 -1.014 ===================== Position diags ===================== AUD 3.18 BITCOIN 36.84 BOBL 1.58 BTP 2.54 BUND 0.77 BUXL 0.31 CAC 2.18 CAD 4.95 CANOLA 9.91 CHF 2.15 COCOA 0.35 COFFEE 0.38 COPPER 2.81 CORN 4.55 COTTON2 1.85 CRUDE_W 5.40 DAX 10.63 DOW 9.87 DX 3.29 EUR 2.20 EURIBOR-ICE 11.65 EUROSTX 3.43 FEEDCOW 1.70 GASOIL 1.99 GASOLINE 1.46 GAS_US_mini 20.57 GBP 3.68 GOLD_micro 7.29 HEATOIL 1.47 JGB-SGX-mini 33.68 JPY 2.64 LEANHOG 7.29 LIVECOW 3.05 LUMBER-new 4.83 MILK 1.86 MXP 21.66 NASDAQ_micro 4.14 NIKKEI 26.85 NZD 3.38 OAT 2.85 OATIES 3.49 OJ 0.84 PALLAD 0.81 PLAT 2.06 REDWHEAT 1.11 RICE 4.16 ROBUSTA 0.81 RUSSELL 15.90 SHATZ 4.86 SILVER-mini 1.05 SMI 1.87 SOFR 17.56 SOYBEAN 0.89 SOYMEAL 1.04 SOYOIL 1.20 SP400 0.69 SP500_micro 7.75 SUGAR11 3.27 US10 1.51 US10U 1.12 US2 2.98 US20 0.76 US30 0.51 US5 2.34 VIX 33.11 WHEAT 1.23 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 0.4 0.1 0.7 3.0 3 BITCOIN 9.8 6.1 13.5 0.0 0 BOBL -1.1 -1.3 -1.0 0.0 0 BTP -2.0 -2.3 -1.8 -1.0 -1 BUND -0.4 -0.5 -0.3 -4.0 -4 BUXL -0.2 -0.3 -0.2 -1.0 -1 CAC -1.5 -1.7 -1.2 0.0 0 CAD -6.1 -6.6 -5.6 -2.0 -2 CANOLA -15.8 -16.8 -14.8 -8.0 -8 CHF -1.2 -1.4 -1.0 -4.0 -4 COCOA 0.3 0.3 0.4 0.0 0 COFFEE 0.2 0.2 0.3 0.0 0 COPPER 0.3 0.0 0.6 1.0 1 CORN -6.9 -7.4 -6.5 -10.0 -10 COTTON2 -3.0 -3.2 -2.8 -2.0 -2 CRUDE_W 2.6 2.1 3.2 0.0 0 DAX 2.9 1.8 4.0 1.0 1 DOW -8.4 -9.4 -7.4 -1.0 -1 DX 1.8 1.5 2.1 2.0 2 EUR -1.3 -1.6 -1.1 0.0 0 EURIBOR-ICE -4.3 -5.4 -3.1 -8.0 -8 EUROSTX -0.6 -0.9 -0.2 9.0 9 FEEDCOW -0.3 -0.4 -0.1 -3.0 -3 GASOIL -0.7 -0.9 -0.5 -2.0 -2 GASOLINE -0.0 -0.2 0.1 0.0 0 GAS_US_mini 7.7 5.6 9.7 10.0 10 GBP 1.8 1.4 2.2 1.0 1 GOLD_micro -2.3 -3.0 -1.6 -4.0 -4 HEATOIL -1.4 -1.6 -1.3 -1.0 -1 JGB-SGX-mini -0.2 -3.6 3.2 -3.0 -3 JPY -3.1 -3.4 -2.9 -2.0 -2 LEANHOG -12.7 -13.4 -11.9 -11.0 -11 LIVECOW 5.1 4.8 5.4 8.0 8 LUMBER-new -9.7 -10.2 -9.2 NaN 0 MILK 0.9 0.7 1.0 NaN 0 MXP -8.9 -11.1 -6.8 -8.0 -8 NASDAQ_micro 2.3 1.9 2.7 3.0 3 NIKKEI 2.2 -0.5 4.9 2.0 2 NZD 2.2 1.9 2.5 2.0 2 OAT -2.0 -2.2 -1.7 0.0 0 OATIES -2.9 -3.2 -2.5 NaN 0 OJ 0.7 0.6 0.8 2.0 2 PALLAD -0.6 -0.7 -0.5 -1.0 -1 PLAT -0.3 -0.5 -0.1 1.0 1 REDWHEAT -0.9 -1.0 -0.8 0.0 0 RICE 4.0 3.6 4.4 NaN 0 ROBUSTA 0.6 0.6 0.7 2.0 2 RUSSELL -11.2 -12.8 -9.6 -17.0 -17 SHATZ -5.1 -5.6 -4.6 NaN 0 SILVER-mini 0.3 0.1 0.4 0.0 0 SMI 3.7 3.5 3.9 0.0 0 SOFR 4.6 2.8 6.3 NaN 0 SOYBEAN -1.4 -1.5 -1.3 -5.0 -5 SOYMEAL -1.0 -1.1 -0.9 0.0 0 SOYOIL -1.9 -2.0 -1.8 -1.0 -1 SP400 -0.6 -0.7 -0.5 0.0 0 SP500_micro 5.7 5.0 6.5 6.0 6 SUGAR11 -0.7 -1.0 -0.4 -2.0 -2 US10 0.1 -0.1 0.2 0.0 0 US10U 0.4 0.3 0.5 1.0 1 US2 -2.1 -2.4 -1.8 NaN 0 US20 0.4 0.4 0.5 0.0 0 US30 0.1 0.1 0.2 1.0 1 US5 -0.4 -0.6 -0.1 -4.0 -4 VIX -66.2 -69.5 -62.9 -56.0 -56 WHEAT -1.0 -1.1 -0.9 -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 -0.0 -0.1 -0.1 -0.1 0.0 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 0.0 -0.0 0.2 -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 0.0 -2.7 0.1 -0.1 0.4 -0.1 0.7 0.0 -0.2 0.4 0.6 0.6 0.6 -0.5 -0.1 0.1 0.1 BOBL 0.2 -0.0 -0.2 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 -0.0 -0.1 0.1 -0.1 0.0 0.6 -0.0 0.1 -0.1 0.0 -0.1 0.0 -0.3 0.0 -0.2 -0.3 -0.1 -0.7 -0.5 -0.2 -0.3 BTP -0.2 -0.2 -0.3 0.0 0.1 -0.0 0.1 -0.1 0.0 -0.0 0.2 -0.0 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 0.0 -0.0 0.2 -0.0 0.8 -0.5 -0.6 -0.4 0.3 -0.5 -0.4 0.2 0.1 BUND 0.1 -0.0 -0.2 0.0 0.1 -0.0 0.1 -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 0.1 -0.1 0.0 0.2 -0.0 0.1 -0.0 0.0 -0.0 0.0 0.1 0.0 -0.2 -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 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 -0.1 -0.0 -0.3 -0.0 0.1 -0.0 0.1 -0.0 -0.0 -0.0 -0.0 -0.3 -0.4 0.1 -0.7 -0.7 -0.4 -0.3 CAC -0.6 -0.5 -0.4 0.1 -0.0 0.2 0.0 0.3 0.0 -0.2 0.4 -0.2 0.7 -0.1 -0.0 -0.1 0.0 0.0 0.0 -0.1 0.1 -0.2 0.4 -0.2 -1.6 -0.0 -0.2 0.1 -0.2 0.3 -0.1 0.7 -0.5 -0.6 -0.6 0.0 -0.2 0.2 -0.4 0.4 CAD -0.0 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 -0.0 -0.2 -0.1 -0.2 -0.1 -0.0 -0.4 -0.5 -0.3 -0.4 -0.1 -0.3 -0.1 -0.2 CANOLA -0.6 0.3 0.6 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.0 -0.3 -0.2 -0.3 -0.3 -0.0 -0.0 -0.1 -0.2 -0.1 -2.7 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -1.1 -0.3 -0.3 -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 0.1 -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 0.1 -0.1 0.1 -0.1 0.1 -1.1 0.5 0.6 0.1 -0.6 0.1 -0.5 0.1 -0.4 COCOA 0.6 -0.3 -0.1 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.0 0.1 0.1 0.2 0.0 0.0 0.4 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 0.6 -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 0.1 0.1 0.2 0.2 0.2 0.0 0.4 0.1 -2.7 0.0 0.0 0.2 -0.0 0.2 0.0 0.5 0.5 0.6 -0.1 0.6 0.2 -0.5 0.5 -0.1 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 0.3 0.1 -0.1 0.4 0.5 -0.1 -0.0 0.4 0.3 CORN -0.4 0.3 0.6 -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 -0.3 -0.1 -2.0 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -1.1 0.5 0.1 0.2 0.1 -0.7 -0.7 -0.7 -0.0 COTTON2 -0.2 -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 -0.1 -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 -0.1 -0.5 -0.0 -0.0 0.0 -0.0 0.0 0.1 -0.0 0.2 0.1 0.1 0.5 -0.1 -0.0 0.2 0.2 0.3 0.2 -0.1 0.0 0.1 0.2 -0.0 -0.6 -0.1 0.0 -0.0 0.0 0.1 -0.1 0.1 -0.1 -0.5 -0.5 0.0 0.7 0.6 0.7 0.7 DAX -0.6 -0.2 -0.2 0.0 -0.0 0.2 0.0 0.3 0.0 -0.1 0.5 -0.2 0.7 -0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.2 0.5 -0.1 1.6 0.0 -0.1 0.3 -0.1 0.4 -0.0 -0.5 -0.5 -0.6 -0.3 0.6 0.0 0.2 -0.1 0.4 DOW -0.5 -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 -0.1 0.3 -0.1 -1.6 0.0 -0.0 0.1 -0.0 0.3 -0.0 -0.4 -0.1 -0.6 -0.3 -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 0.2 0.3 0.1 0.4 -0.0 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 0.1 0.2 0.0 0.9 0.5 0.4 -0.4 0.5 0.0 0.3 0.1 0.5 EUR -0.1 0.2 -0.1 0.0 -0.0 -0.0 -0.0 0.0 0.0 -0.2 -0.2 -0.2 -0.3 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.2 -0.1 -0.1 2.7 -0.0 -0.2 -0.0 -0.1 -0.0 -0.1 -0.4 -0.5 -0.5 0.0 0.1 -0.5 -0.7 -0.4 -0.5 EURIBOR-ICE 0.1 -0.2 -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 -0.1 -0.1 -0.1 -0.1 -0.0 -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 -0.2 -0.3 -0.1 -0.7 -0.7 -0.0 0.2 EUROSTX -0.6 -0.3 -0.3 0.0 -0.0 0.2 0.0 0.3 0.0 -0.1 0.5 -0.1 0.7 -0.0 0.1 -0.2 -0.0 -0.1 -0.1 0.1 0.2 -0.2 0.5 -0.1 -0.3 0.0 -0.2 0.3 -0.1 0.5 -0.0 0.3 -0.5 -0.6 -0.3 0.4 -0.5 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 -0.0 -0.1 0.0 -0.0 -0.3 -0.4 -0.4 -0.4 0.0 -0.0 0.1 -0.0 0.0 -0.9 -0.0 0.1 -0.0 0.0 0.1 -0.0 -1.1 0.5 0.3 0.2 -0.5 0.4 0.7 0.7 0.7 GASOIL -0.0 -0.6 -0.3 -0.0 0.0 -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 0.3 0.2 -0.2 -0.4 -0.7 -0.4 -0.7 -0.7 GASOLINE -0.3 -0.6 -0.0 -0.0 0.0 -0.0 0.0 0.1 -0.0 0.1 0.2 -0.0 0.5 -0.1 -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 -0.1 -0.4 -0.5 0.0 0.7 0.7 0.7 0.7 GAS_US_mini 0.1 0.6 0.6 -0.0 0.0 -0.0 0.0 0.1 -0.0 0.0 -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 0.1 2.7 0.0 0.0 -0.0 0.0 -0.2 0.1 -1.1 0.5 0.6 0.6 0.1 -0.1 -0.2 -0.3 -0.4 GBP 0.2 0.3 -0.1 0.0 -0.1 -0.0 -0.0 0.0 0.0 -0.1 0.4 0.0 0.2 0.2 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.1 0.0 0.1 0.1 0.2 0.1 -0.1 0.1 -0.0 0.1 0.1 0.2 0.0 0.5 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 -0.0 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 0.3 0.1 -0.1 0.6 -0.1 -0.4 0.2 -0.1 HEATOIL 0.0 -0.5 -0.3 -0.0 0.0 -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 -0.1 -0.1 0.1 0.1 -0.1 -2.7 -0.1 0.1 -0.1 0.0 0.0 -0.0 -0.2 0.3 -0.3 -0.5 -0.6 0.2 0.2 -0.1 0.0 JGB-SGX-mini 0.3 -0.2 -0.5 0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 -0.1 0.1 0.0 -0.0 -0.1 0.4 0.4 0.4 0.4 -0.1 -0.1 0.1 -0.1 0.0 -1.2 -0.0 0.1 -0.1 0.0 -0.1 0.0 1.1 0.2 -0.1 -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 -0.6 -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 -0.2 -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 -0.6 -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 0.1 0.1 0.1 0.1 0.4 0.2 0.4 0.4 0.1 0.0 0.1 0.1 0.1 -1.1 0.1 0.2 0.1 0.1 0.2 0.1 1.1 0.5 0.6 0.6 0.2 0.4 0.7 0.6 0.7 LUMBER-new -0.2 -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 -0.1 -0.6 -0.7 -0.7 -0.4 -0.4 -0.1 -0.3 MILK 0.1 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 -0.3 -0.4 -0.3 -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 -0.1 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 -0.0 1.1 -0.5 -0.6 -0.6 0.0 0.7 0.6 0.7 0.7 NASDAQ_micro 0.5 0.6 -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 0.5 -0.0 -0.1 0.1 -0.2 0.1 NIKKEI -0.0 -0.1 -0.0 0.0 -0.0 0.2 0.0 0.3 0.0 -0.1 0.4 0.0 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 -0.1 0.3 -0.0 0.6 0.0 1.1 -0.0 0.2 -0.5 -0.3 -0.1 -0.3 -0.3 -0.4 NZD 0.2 0.5 -0.0 0.0 -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 0.1 0.0 0.0 -0.0 0.1 0.1 0.0 -0.0 0.0 0.0 0.0 0.0 0.3 0.1 0.3 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 0.1 -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 -0.6 -0.4 -0.0 -0.7 -0.6 -0.1 -0.1 OATIES -0.6 0.3 0.3 -0.0 -0.0 0.0 -0.0 -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 -0.5 -0.4 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 0.4 0.0 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 0.3 0.6 0.6 0.1 0.3 0.6 0.7 PALLAD -0.5 -0.2 -0.0 -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 -0.0 -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 0.0 -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 -0.0 0.0 -0.0 0.1 -0.2 -0.2 0.2 0.0 -0.7 -0.3 0.0 0.2 REDWHEAT -0.6 0.6 0.6 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.1 -0.2 -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 0.0 -0.1 -0.0 -0.0 -0.5 -0.5 -0.2 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 0.1 0.4 -0.0 0.6 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 0.6 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 -0.1 0.2 0.0 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 0.4 0.6 0.3 0.6 0.0 -0.3 0.3 0.1 RUSSELL -0.3 0.0 -0.1 0.0 -0.0 0.1 0.0 0.2 0.0 -0.1 0.3 -0.1 0.4 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 0.2 -0.1 -0.2 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.0 -0.5 -0.5 -0.3 -0.4 -0.0 -0.7 -0.1 -0.7 SHATZ 0.5 0.2 -0.2 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 0.2 -0.1 -0.3 -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 0.1 0.2 0.2 0.5 -0.2 -0.4 0.2 0.1 SMI 0.0 0.6 0.3 0.0 -0.0 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 1.9 0.1 -0.0 0.2 0.0 0.2 0.1 0.7 0.2 0.6 0.6 0.5 0.3 0.0 0.2 -0.0 SOFR 0.4 0.5 -0.2 0.0 0.1 -0.0 0.1 -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 0.1 -0.0 0.0 0.2 0.0 0.2 0.3 0.1 0.0 -0.6 0.5 0.0 SOYBEAN -0.6 0.2 0.2 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.3 -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 0.1 0.1 -0.7 -0.7 -0.5 -0.7 SOYMEAL -0.6 0.6 0.4 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 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 0.4 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.1 -0.0 0.0 -0.0 -0.0 0.0 -0.1 -0.0 -0.0 -0.1 -0.3 -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 0.0 -0.4 -0.2 -0.6 -0.7 -0.1 0.0 SP400 -0.5 -0.2 -0.1 0.0 -0.0 0.2 0.0 0.2 0.0 -0.1 0.3 -0.2 0.4 -0.0 -0.0 -0.2 -0.1 -0.1 -0.1 -0.0 0.1 -0.1 0.3 -0.1 -1.7 0.0 -0.1 0.1 -0.1 0.2 -0.0 0.0 -0.5 -0.6 -0.3 -0.1 -0.0 -0.3 -0.0 -0.7 SP500_micro 0.3 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 0.5 0.2 0.1 -0.0 0.2 -0.0 SUGAR11 0.5 -0.1 -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 0.1 -0.1 -0.2 0.1 -0.3 0.0 -2.7 -0.1 0.0 -0.2 0.0 -0.1 -0.0 0.7 0.5 0.6 -0.5 -0.6 0.6 0.6 0.7 0.7 US10 0.4 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 0.1 0.3 0.0 0.0 0.0 0.0 -0.0 0.0 -0.3 0.0 0.2 0.2 0.1 -0.1 -0.7 0.3 0.1 US10U 0.4 0.4 -0.1 0.0 0.1 -0.0 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 -0.0 0.1 0.1 0.0 0.2 0.3 0.2 -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 -0.1 -0.0 -0.0 -0.2 -0.3 -0.7 -0.1 -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 0.1 -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 0.1 0.0 0.1 -0.0 0.0 -0.1 0.1 0.3 0.3 0.2 -0.4 -0.4 0.3 0.5 US5 0.4 0.4 -0.2 0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 -0.1 0.1 -0.3 0.1 -0.0 -0.2 -0.2 -0.2 -0.2 -0.0 -0.0 0.1 -0.2 0.1 0.7 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.6 -0.0 0.1 0.2 -0.0 -0.1 -0.7 0.2 -0.2 VIX 0.1 -0.7 0.1 -0.1 0.0 -0.4 -0.0 -0.6 -0.1 0.0 -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 -0.0 -0.7 -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 0.0 -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 -2.4 9.1 4.2 0.4 -4.2 -0.4 -1.7 1.0 0.8 -3.7 -0.6 -4.2 -5.7 10.0 10.6 -2.4 -2.8 -2.6 -2.7 4.2 2.3 -1.5 -1.8 2.1 3.4 2.9 -3.2 2.3 -1.5 -0.1 1.1 -0.0 -1.7 -5.7 8.2 8.6 -2.0 -6.9 0.5 -0.6 BITCOIN 0.9 -1.4 7.7 -1.6 -7.7 1.9 -10.4 1.9 -7.6 -20.0 16.9 -13.2 19.0 11.5 9.5 -7.5 -7.3 -7.5 -7.7 12.0 20.0 -14.3 20.0 0.9 -20.0 6.2 -11.5 14.5 -6.2 19.2 0.0 -3.7 16.8 20.0 17.9 20.0 -16.1 -3.3 3.8 1.7 BOBL 5.9 -0.8 -7.7 0.1 6.3 -1.1 4.3 -1.6 2.2 7.6 -7.3 3.7 -5.8 -1.5 -6.2 -17.1 -7.3 -4.7 -5.5 -4.2 -5.5 7.5 -5.3 0.3 4.2 -1.9 8.9 -2.2 4.0 -1.9 0.2 -5.0 1.6 -5.3 -10.0 -3.2 -20.0 -15.9 -5.0 -9.9 BTP -7.2 -6.2 -8.2 0.1 10.2 -1.7 7.0 -2.6 3.5 -1.3 7.0 -4.6 8.4 -6.0 -7.9 0.7 5.2 2.9 3.9 -3.6 1.0 -4.2 4.5 -5.3 -20.0 -2.2 0.3 1.8 -3.4 4.4 -4.2 14.6 -20.0 -19.2 -11.5 9.6 -14.1 -11.0 5.4 2.4 BUND 3.8 -1.1 -5.5 0.1 6.8 -1.2 4.7 -1.8 2.4 7.8 -5.3 3.7 -3.1 -1.2 -5.8 0.2 -1.0 -4.0 -3.6 -3.2 -3.7 7.0 -3.7 0.5 1.5 -1.5 10.6 -1.3 4.5 -1.0 0.4 2.7 0.1 -6.1 -9.1 0.8 -20.0 -18.9 -3.2 -10.4 BUXL 2.7 -2.2 -2.2 0.1 8.2 -1.4 5.6 -2.1 2.8 8.2 -3.5 3.3 -3.0 -2.2 -6.6 -3.5 -3.2 -5.5 -4.8 -3.5 -3.6 7.1 -4.2 -0.0 -2.2 -1.5 12.4 -0.8 4.6 -0.7 -0.0 -0.6 -1.0 -8.2 -11.9 3.8 -20.0 -20.0 -13.2 -8.3 CAC -20.0 -16.2 -11.7 4.8 -3.2 7.5 0.9 8.6 2.9 -19.1 16.6 -19.4 18.7 -12.7 -0.6 -7.1 0.9 0.7 2.0 -4.9 8.3 -20.0 15.1 -20.0 -12.1 -1.1 -20.0 4.7 -15.9 7.0 -8.6 13.7 -20.0 -20.0 -20.0 1.3 -4.9 7.4 -12.2 10.6 CAD -1.2 0.5 -6.3 0.5 -5.4 -0.5 -2.2 1.3 1.0 -13.7 -15.5 -16.1 -14.2 -10.4 -12.9 -3.9 -2.7 -3.3 -2.9 -8.5 -9.5 -9.1 -9.6 -8.2 -0.8 -6.4 -5.2 -6.6 -7.6 -6.4 -6.8 -0.0 -15.6 -15.6 -9.8 -11.2 -2.1 -9.5 -3.9 -6.1 CANOLA -20.0 9.9 20.0 -0.8 -3.7 0.3 -4.6 -0.1 -3.1 -8.0 -3.0 -7.9 -6.1 -4.4 2.3 -13.3 -9.4 -14.6 -13.6 -1.9 -2.1 -12.0 -6.2 -7.3 -20.0 -1.1 -5.3 -1.2 -4.7 -2.9 -3.2 -20.0 -14.4 -8.6 -1.2 5.5 -12.8 -16.4 0.3 -4.8 CHF 20.0 13.1 -18.5 0.4 -4.4 -0.4 -1.8 1.0 0.8 8.2 -16.0 12.6 -13.7 10.9 -7.9 -16.5 -16.3 -16.7 -16.4 -2.1 -13.9 14.3 -13.1 11.4 3.9 -0.2 5.6 -4.6 6.3 -4.1 5.2 -20.0 20.0 20.0 2.8 -20.0 3.2 -15.3 3.4 -12.4 COCOA 20.0 -9.1 -3.7 -0.6 -2.8 0.2 -3.4 -0.0 -2.2 3.3 3.7 6.0 4.8 1.5 2.7 20.0 15.7 20.0 20.0 6.0 7.8 9.1 8.5 7.3 -16.5 2.0 1.1 3.9 1.4 5.1 1.1 20.0 20.0 18.2 -4.6 20.0 8.8 2.4 12.5 7.7 COFFEE 12.3 -2.9 12.2 -1.5 -6.9 0.5 -8.3 -0.1 -5.6 -4.1 11.1 8.5 10.5 8.7 8.9 1.8 7.5 5.9 7.6 15.5 16.3 4.7 13.2 11.6 -20.0 4.2 0.0 6.0 -0.0 5.6 1.5 9.8 20.0 20.0 -4.0 20.0 4.7 -14.0 15.3 -4.3 COPPER -20.0 -8.4 17.3 -0.5 -2.4 0.6 -3.3 0.6 -2.4 -3.9 4.7 -6.4 3.9 -4.2 2.7 1.6 -3.1 0.1 -1.8 3.2 6.6 -5.8 5.3 -3.1 -7.5 1.4 -0.9 2.5 -1.5 2.0 -0.7 4.8 3.4 -2.3 12.7 14.4 -3.8 -1.4 10.8 7.6 CORN -13.0 7.8 17.4 -1.6 -7.4 0.6 -9.0 -0.1 -6.0 5.8 -7.0 -5.4 -15.8 -7.2 0.3 -17.2 -12.3 -18.2 -16.8 -3.9 -5.6 -2.4 -12.9 -5.9 -14.8 -1.1 2.3 -2.7 -0.1 -6.4 -2.0 -20.0 20.0 3.5 6.1 3.6 -20.0 -20.0 -20.0 -1.4 COTTON2 -5.1 -19.4 -20.0 -1.0 -4.8 0.4 -5.8 -0.1 -3.9 -5.6 -10.0 -10.4 -6.7 -11.0 -11.5 -6.4 2.1 0.5 1.9 -15.9 -12.7 -9.8 -6.9 -13.4 -19.5 -3.6 -1.0 -1.9 -2.3 -0.0 -3.4 -0.3 2.6 -2.1 -20.0 -16.2 -5.0 -11.0 10.3 -0.5 CRUDE_W -3.2 -15.6 -1.5 -4.1 4.5 -0.7 1.0 2.2 -3.9 20.0 3.5 7.6 13.4 -4.8 -4.6 10.7 11.9 12.6 12.5 -4.9 1.9 8.3 8.9 -3.2 -4.7 -5.6 4.1 -1.4 0.1 2.4 -5.5 1.1 -2.7 -15.2 -15.3 0.4 20.0 17.2 20.0 20.0 DAX -20.0 -5.9 -4.8 4.5 -3.0 7.1 0.8 8.1 2.7 -16.0 18.0 -15.3 18.7 -1.8 9.0 -10.6 -11.5 -11.3 -11.8 5.1 15.7 -19.9 19.8 -7.6 12.1 3.3 -14.7 9.4 -9.1 11.1 -3.6 -9.0 -20.0 -20.0 -8.8 18.1 0.6 5.6 -3.4 11.0 DOW -16.3 -2.4 -16.3 3.5 -2.4 5.5 0.6 6.3 2.1 -12.2 10.9 -7.9 12.2 -4.5 -3.6 -10.5 -11.2 -11.2 -11.5 -2.1 5.5 -7.4 12.4 -6.2 -12.3 0.2 -3.8 4.2 -3.2 7.6 -2.2 -8.4 -5.9 -20.0 -7.9 -13.3 8.0 -3.9 12.6 -8.6 DX -2.9 -9.3 6.4 0.4 -4.5 -0.4 -1.8 1.0 0.8 16.8 12.6 13.7 12.4 -2.8 7.8 7.2 6.9 7.4 7.1 3.7 6.9 10.8 7.9 3.9 -20.0 2.4 10.9 4.1 6.8 4.7 2.6 16.8 20.0 12.5 -13.2 15.7 0.5 8.1 1.5 15.4 EUR -2.7 7.0 -2.9 0.5 -4.8 -0.5 -2.0 1.1 0.9 -18.6 -8.0 -15.8 -8.9 0.7 -1.8 -7.3 -7.0 -7.3 -7.0 -2.3 -3.2 -17.1 -4.2 -6.8 20.0 -0.6 -16.9 -0.2 -12.1 -0.7 -4.6 -7.2 -20.0 -15.6 0.6 3.7 -13.8 -19.9 -12.3 -14.9 EURIBOR-ICE 3.0 -4.9 -17.2 0.1 5.9 -1.0 4.0 -1.5 2.0 6.1 -3.4 2.5 -0.1 -1.9 -6.1 -6.7 -4.9 -6.0 -5.0 -4.2 -3.8 4.4 -1.7 -0.8 11.5 -2.0 5.3 -1.6 2.1 -0.5 -0.4 -1.5 -3.4 -7.4 -9.3 -4.3 -20.0 -20.0 -0.9 7.1 EUROSTX -18.5 -10.1 -8.4 4.5 -3.0 7.1 0.8 8.1 2.7 -16.5 19.3 -12.3 19.8 -0.3 9.5 -8.1 -2.0 -6.6 -3.9 5.0 15.7 -18.5 20.0 -6.1 -2.3 3.8 -17.3 10.4 -9.3 12.8 -3.0 6.5 -20.0 -19.8 -8.1 12.4 -15.6 4.1 -20.0 6.3 FEEDCOW 0.6 3.5 -9.9 -1.9 -8.8 0.7 -10.7 -0.1 -7.2 15.6 3.4 -0.5 -3.1 2.9 -1.0 -14.6 -20.0 -20.0 -20.0 0.3 -2.2 7.6 -0.7 2.9 -6.9 -2.1 11.0 -1.4 2.8 1.7 -1.4 -20.0 20.0 10.3 5.9 -14.3 12.1 20.0 20.0 20.0 GASOIL -0.9 -17.8 -8.8 -3.7 4.1 -0.7 0.9 1.9 -3.5 17.7 -0.6 8.7 11.8 -6.8 -13.9 -3.7 14.0 1.3 7.9 -11.2 -4.4 10.3 6.8 -5.8 6.2 -5.0 8.8 -2.3 3.7 1.9 -2.9 0.1 12.6 7.7 -6.1 -11.1 -19.7 -12.0 -20.0 -20.0 GASOLINE -8.1 -20.0 -1.3 -3.8 4.2 -0.7 0.9 2.0 -3.6 13.1 5.8 -3.7 13.2 -13.7 -10.8 17.6 14.2 17.8 13.9 -11.0 0.1 -2.5 9.7 -11.9 -20.0 -5.5 0.7 -1.1 -1.7 3.0 -5.7 3.2 -4.1 -12.0 -14.5 0.2 20.0 20.0 20.0 20.0 GAS_US_mini 3.9 20.0 20.0 -2.7 3.0 -0.5 0.7 1.4 -2.6 2.7 -10.1 6.7 -13.7 10.2 7.7 -20.0 -20.0 -20.0 -20.0 9.0 -1.6 9.5 -15.5 12.4 20.0 3.4 0.2 -0.8 3.5 -4.3 4.8 -20.0 20.0 20.0 20.0 2.6 -2.7 -5.9 -8.4 -11.1 GBP 6.1 10.3 -3.6 0.5 -5.6 -0.6 -2.3 1.3 1.0 -14.4 14.4 0.3 5.8 20.0 12.5 -1.0 -0.8 -1.0 -0.9 10.4 6.2 0.1 4.8 10.0 1.3 6.6 -7.6 5.1 -0.0 3.8 5.6 3.4 0.9 14.8 17.5 15.1 -8.2 -20.0 -9.0 -10.1 GOLD_micro -19.0 -12.5 10.8 -0.7 -3.1 0.8 -4.2 0.8 -3.1 -2.4 7.3 -6.4 7.7 -5.6 5.6 -10.6 -13.8 -12.0 -13.0 3.1 8.3 -3.6 8.6 -2.6 -2.7 1.0 -0.3 3.6 -1.8 4.0 -1.6 -13.9 10.5 3.4 -3.2 18.5 -1.8 -11.2 6.0 -4.0 HEATOIL 1.1 -15.7 -9.2 -3.9 4.3 -0.7 0.9 2.0 -3.7 19.5 -8.3 10.4 6.1 -5.7 -14.4 -9.4 12.8 -3.6 4.7 -12.9 -8.2 12.0 1.9 -5.1 -20.0 -6.3 5.9 -3.4 1.7 0.8 -4.4 -3.6 13.9 -10.0 -16.6 -19.3 4.8 6.4 -1.8 0.9 JGB-SGX-mini 10.6 -6.2 -16.4 0.1 7.0 -1.2 4.8 -1.8 2.4 8.7 -3.0 5.9 0.0 -0.9 -6.7 20.0 17.9 19.9 17.8 -5.3 -5.5 10.1 -2.3 0.8 -8.8 -2.4 7.5 -2.6 3.8 -1.7 0.2 20.0 8.9 -3.7 -11.7 -8.6 -17.4 -5.4 -3.5 14.9 JPY 2.3 0.4 -6.1 0.2 -2.6 -0.3 -1.1 0.6 0.5 -10.1 -11.9 -8.8 -12.3 -9.9 -11.4 -14.3 -16.2 -15.2 -15.7 -10.8 -14.7 -4.7 -17.9 -6.4 20.0 -4.1 -1.9 -5.5 -1.7 -6.3 -2.3 -20.0 1.0 -5.9 -16.0 -17.1 -19.2 -10.8 -17.6 -10.6 LEANHOG -20.0 -20.0 -1.3 -2.0 -9.5 0.7 -11.5 -0.1 -7.7 -17.7 -4.2 -20.0 -5.2 -20.0 -20.0 20.0 -20.0 -9.1 -20.0 -20.0 -15.6 -20.0 -7.6 -20.0 7.0 -7.0 -5.7 -2.4 -8.7 -0.6 -9.6 -20.0 -20.0 -20.0 -20.0 -17.2 -13.0 -10.0 -7.1 6.4 LIVECOW 2.7 9.3 -2.9 -2.0 -9.1 0.7 -11.1 -0.1 -7.4 16.2 8.5 6.4 1.8 13.3 6.6 20.0 11.1 20.0 19.4 8.6 4.5 14.7 3.3 10.7 -8.0 5.0 17.1 4.2 8.2 5.1 5.3 20.0 20.0 20.0 20.0 7.2 11.0 20.0 19.1 20.0 LUMBER-new -4.3 -10.9 -19.3 -1.3 -6.1 0.5 -7.4 0.1 -5.0 -10.9 -11.0 -12.1 -11.1 -12.5 -13.6 -17.0 -17.8 -19.3 -18.8 -18.4 -14.3 -17.5 -8.7 -18.1 NaN -5.1 -3.7 -3.9 -4.0 -2.1 -4.7 -20.0 -5.2 -16.5 -20.0 -20.0 -11.6 -11.0 -2.2 -6.9 MILK 4.2 20.0 20.0 -1.2 -5.6 0.4 -6.7 -0.1 -4.5 6.8 6.4 10.0 -6.0 12.4 12.6 -13.4 -20.0 -13.6 -20.0 19.4 10.3 15.8 -2.8 19.4 14.8 4.5 2.2 2.3 3.3 -0.7 4.5 -20.0 20.0 20.0 20.0 16.3 -15.0 -20.0 -11.0 -20.0 MXP -20.0 -18.9 -20.0 0.2 -2.3 -0.2 -0.9 0.5 0.4 -5.8 2.2 -8.6 7.4 -7.8 -4.8 11.7 16.5 14.7 15.6 -8.3 -1.3 -17.7 3.7 -15.8 -20.0 -2.4 -2.6 -0.3 -4.8 1.2 -4.5 20.0 -20.0 -20.0 -20.0 0.1 20.0 18.8 20.0 20.0 NASDAQ_micro 15.9 17.9 -2.6 3.4 -2.3 5.3 0.6 6.1 2.0 14.1 15.4 15.3 15.5 15.5 14.6 -11.3 -10.6 -11.1 -10.9 20.0 18.9 20.0 20.0 20.0 -20.0 4.9 7.9 4.7 7.8 6.1 6.5 -7.3 20.0 20.0 15.9 -0.6 -2.0 2.2 -5.3 2.2 NIKKEI -0.5 -4.6 -0.3 4.4 -2.9 6.8 0.8 7.8 2.6 -12.0 13.3 4.6 16.8 9.7 -0.5 10.1 8.9 6.7 7.2 5.0 16.4 -1.1 20.0 2.0 -19.6 2.5 -6.2 9.5 -0.9 17.0 0.7 20.0 -1.6 5.2 -16.5 -8.3 -3.4 -7.6 -8.5 -11.6 NZD 7.5 15.6 -1.4 0.4 -3.8 -0.4 -1.6 0.9 0.7 -2.6 1.6 4.8 -2.0 13.6 10.5 0.2 0.2 0.1 0.2 8.1 3.0 3.8 -0.8 9.2 0.8 4.0 -1.5 1.8 1.4 0.3 4.2 5.0 5.2 9.3 15.7 3.1 2.3 -4.9 5.6 4.0 OAT -6.0 -5.5 -9.4 0.1 7.4 -1.3 5.1 -1.9 2.6 -3.8 -4.0 -5.6 -1.7 -6.6 -8.2 1.3 5.5 3.7 4.5 -6.5 -4.6 -6.2 -3.3 -6.9 1.9 -2.9 -1.5 -1.5 -3.5 -0.6 -3.7 15.3 -20.0 -18.0 -12.9 -0.1 -20.0 -18.5 -1.8 -3.3 OATIES -19.3 10.3 10.2 -0.8 -3.8 0.3 -4.6 -0.1 -3.1 -8.3 -2.8 -9.0 -6.4 -6.2 -1.6 -5.1 1.3 3.1 3.6 -2.9 -1.3 -16.0 -2.9 -9.9 -20.0 0.0 -4.1 0.4 -4.3 -0.3 -2.3 0.3 -19.7 -11.5 8.6 2.4 -4.7 -1.3 6.5 12.0 OJ -20.0 10.9 -1.7 -1.3 -6.0 0.5 -7.3 -0.1 -4.9 -6.3 10.1 -8.8 12.5 4.2 8.2 11.1 13.2 11.0 10.8 16.5 17.4 -6.7 18.2 6.1 -20.0 3.7 -1.3 3.9 -1.3 5.0 1.4 17.0 8.1 8.8 20.0 20.0 4.5 8.9 18.3 20.0 PALLAD -15.6 -7.3 -0.1 -0.6 -3.0 0.8 -4.1 0.8 -3.0 -7.9 -6.2 -9.3 -8.4 -9.2 -6.7 -2.7 -2.3 -2.5 -2.3 -7.1 -6.3 -9.0 -10.8 -9.2 14.2 -2.9 -2.4 -2.0 -3.5 -2.6 -3.9 5.5 5.3 1.0 -8.1 -10.6 -20.0 -20.0 -20.0 -17.4 PLAT -20.0 8.3 11.4 -0.7 -3.5 0.9 -4.7 0.9 -3.4 -9.2 2.7 -10.5 -3.4 -2.9 1.1 -5.1 -4.1 -5.0 -4.6 1.6 3.8 -12.4 1.4 -6.4 7.7 0.0 -3.1 1.3 -4.3 1.0 -2.9 1.9 -10.0 -7.0 7.4 0.3 -20.0 -7.9 0.8 4.7 REDWHEAT -17.4 19.8 20.0 -1.4 -6.4 0.5 -7.7 -0.1 -5.2 -13.9 4.6 -14.1 -9.2 -0.2 6.3 -11.3 -3.0 -8.4 -5.3 6.8 6.0 -20.0 -4.8 -8.0 -6.7 1.9 -7.1 1.8 -6.2 -0.9 -2.1 -10.2 -20.0 -4.8 20.0 16.1 -13.8 -20.0 -3.7 -17.8 RICE -7.3 16.1 0.5 -1.8 -8.2 0.6 -10.0 -0.1 -6.7 10.2 15.8 -3.5 15.6 10.3 17.6 20.0 20.0 20.0 20.0 15.3 16.9 2.4 16.3 7.5 -13.0 4.1 4.0 3.6 1.2 3.0 2.5 20.0 20.0 19.3 20.0 -1.2 -9.6 -5.5 -8.5 -1.4 ROBUSTA 20.0 -15.8 -6.2 -0.8 -3.9 0.3 -4.8 -0.1 -3.2 -6.9 7.9 4.6 8.6 5.5 6.4 17.7 20.0 19.1 20.0 13.1 15.5 2.9 16.0 10.0 -20.0 3.2 -1.2 4.9 0.1 5.6 1.6 20.0 15.0 20.0 7.8 20.0 0.1 -9.8 7.7 3.9 RUSSELL -10.6 0.6 -2.2 3.5 -2.4 5.5 0.6 6.3 2.1 -12.0 10.7 -12.7 10.6 -0.4 -0.3 -7.2 -6.7 -7.1 -6.9 -0.8 3.9 -9.7 6.0 -5.5 -1.7 0.1 -7.6 2.9 -5.0 4.2 -2.8 -0.4 -20.0 -14.1 -8.5 -11.0 -1.2 -20.0 -2.0 -20.0 SHATZ 14.9 5.9 -5.8 0.1 6.2 -1.1 4.2 -1.6 2.1 7.7 -8.4 4.3 -8.5 -0.9 -6.4 -20.0 -20.0 -20.0 -20.0 -4.8 -8.2 10.3 -9.5 1.7 7.4 -2.0 8.6 -3.0 4.3 -3.0 0.7 -20.0 7.0 -1.9 -10.7 -9.4 -20.0 -17.7 -15.7 -13.7 SILVER-mini -14.1 0.2 17.5 -0.6 -2.7 0.7 -3.7 0.7 -2.7 -5.6 6.2 -6.1 5.0 1.6 5.6 -5.6 -6.6 -6.2 -6.4 5.9 7.2 -3.9 5.1 0.7 1.7 1.7 -1.2 2.8 -1.7 2.4 -0.5 -1.9 2.4 7.4 7.0 14.2 -7.2 -11.6 7.0 3.8 SMI 0.9 18.6 10.0 4.2 -2.8 6.5 0.8 7.5 2.5 -7.1 17.9 7.1 15.7 15.8 16.6 -3.6 2.2 -2.0 0.4 20.0 20.0 7.5 15.6 19.4 14.2 6.7 -1.6 6.9 1.9 5.2 4.9 13.9 7.4 19.9 20.0 16.6 9.3 1.5 6.9 -0.2 SOFR 12.8 14.2 -6.8 0.1 7.6 -1.3 5.2 -2.0 2.6 9.5 -2.6 8.5 -3.6 7.8 -0.5 -3.4 -1.3 -3.0 -2.1 2.0 -2.5 11.8 -4.3 7.8 -2.6 2.0 5.7 0.2 4.7 -0.5 3.9 4.0 1.9 7.6 8.6 3.1 1.0 -18.9 13.9 0.3 SOYBEAN -20.0 6.4 7.7 -1.6 -7.5 0.6 -9.1 -0.1 -6.1 -12.0 -9.4 -15.8 -6.3 -13.5 -2.5 -0.8 7.7 0.2 2.8 -7.8 -6.4 -16.2 -8.5 -15.1 -20.0 -2.5 -3.8 -1.6 -6.2 -2.1 -5.6 5.4 -1.0 -8.4 1.7 3.6 -20.0 -20.0 -16.1 -20.0 SOYMEAL -18.5 17.2 12.8 -1.3 -6.0 0.5 -7.3 -0.1 -4.9 -7.8 -8.5 -12.7 -9.0 -5.3 0.2 4.2 5.9 2.0 2.1 -0.5 -2.2 -9.2 -6.1 -6.6 -20.0 2.1 -2.0 1.0 -2.0 -0.5 -0.2 3.1 11.5 3.5 19.8 11.2 -20.0 -20.0 -20.0 -20.0 SOYOIL -4.4 -0.7 1.5 -1.0 -4.7 0.4 -5.7 -0.1 -3.8 -5.7 -9.5 -8.5 -10.0 -6.6 -8.0 -1.5 -0.7 -4.4 -4.0 -7.1 -8.9 -6.0 -10.5 -6.6 -20.0 -3.4 -1.4 -3.1 -2.6 -2.8 -3.3 -7.9 1.7 0.5 -11.6 -7.2 -17.3 -19.5 -2.5 0.3 SP400 -16.3 -4.7 -2.2 3.6 -2.4 5.7 0.7 6.5 2.2 -13.1 12.0 -14.0 12.4 -3.5 -0.8 -8.6 -6.1 -7.4 -6.6 -0.5 8.3 -11.1 12.5 -7.6 -12.7 0.8 -6.7 4.9 -4.8 6.8 -2.8 0.4 -20.0 -17.4 -9.2 -1.8 -0.5 -10.1 -0.1 -20.0 SP500_micro 8.0 13.4 0.4 4.4 -3.0 6.9 0.8 8.0 2.6 17.0 20.0 19.3 20.0 20.0 19.1 -13.5 -12.1 -13.0 -12.7 20.0 20.0 20.0 20.0 20.0 -20.0 6.9 7.0 8.2 7.8 10.0 7.4 -10.1 20.0 20.0 15.0 6.7 4.4 -0.5 5.1 -0.6 SUGAR11 16.5 -4.6 -19.9 -1.5 -6.9 0.5 -8.3 -0.1 -5.6 10.6 -15.4 10.9 -8.0 -1.4 -12.7 0.8 12.0 3.3 7.5 -12.9 -18.6 12.1 -11.8 0.4 -20.0 -4.7 5.5 -6.1 3.4 -3.7 -0.7 13.8 20.0 20.0 -16.7 -20.0 16.9 18.2 20.0 20.0 US10 11.2 12.7 -2.5 0.1 6.5 -1.1 4.5 -1.7 2.2 8.0 -2.9 7.1 -5.1 6.2 -1.4 -7.2 -7.3 -6.7 -6.9 0.9 -2.9 9.0 -5.7 5.5 2.4 1.6 4.9 0.0 4.1 -1.0 3.3 -5.7 1.2 5.4 6.0 2.6 -4.1 -19.9 7.5 1.8 US10U 11.5 13.1 -1.7 0.1 9.3 -1.6 6.3 -2.4 3.2 11.4 -3.8 10.0 -6.9 8.8 -1.6 -4.9 -2.4 -4.8 -3.6 1.4 -4.0 12.5 -8.2 7.8 0.3 2.4 7.1 0.2 5.8 -1.4 4.7 1.7 1.5 7.6 8.1 4.7 -3.8 -16.1 18.8 9.1 US2 13.1 10.1 -7.8 0.1 6.5 -1.1 4.5 -1.7 2.3 8.0 -7.4 6.4 -8.6 4.1 -5.2 -20.0 -20.0 -20.0 -20.0 -3.0 -7.6 7.8 -10.7 3.0 12.5 -0.7 5.0 -2.2 3.4 -3.0 1.7 -20.0 -2.4 -0.9 -0.9 -6.0 -8.8 -20.0 -4.0 -17.2 US20 10.4 13.2 -0.7 0.1 6.7 -1.2 4.6 -1.7 2.3 8.3 -0.1 7.4 -3.0 6.8 0.2 -0.7 -0.7 -0.6 -0.5 2.2 -1.4 9.7 -4.6 6.4 -0.9 2.4 4.8 1.0 4.1 -0.3 3.6 5.7 2.7 8.0 8.7 7.0 -7.6 -11.6 20.0 14.6 US30 10.3 12.4 -0.0 0.1 7.9 -1.3 5.4 -2.0 2.7 9.7 -1.4 8.6 -4.7 7.7 -0.5 -5.8 -5.1 -4.7 -5.0 1.9 -2.2 11.0 -6.0 6.9 -0.3 2.6 6.3 0.9 5.1 -0.6 4.3 -2.1 3.1 8.1 7.8 7.5 -13.1 -11.0 8.9 16.1 US5 12.3 12.9 -5.2 0.1 6.8 -1.2 4.6 -1.7 2.3 8.4 -5.5 7.4 -7.2 6.1 -2.7 -9.2 -10.0 -9.6 -9.7 -0.1 -4.3 9.1 -7.0 5.3 5.5 1.1 5.1 -0.6 4.1 -1.5 3.1 -10.4 -0.1 3.7 4.8 -0.2 -3.5 -20.0 4.6 -6.8 VIX 2.7 -14.4 1.2 -7.5 0.4 -8.3 -2.4 -9.7 -5.3 1.0 -20.0 -15.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -6.0 -20.0 -15.4 NaN -8.6 0.5 -9.5 -2.6 -11.6 -6.2 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -20.0 19.5 20.0 -1.2 -5.5 0.4 -6.7 -0.1 -4.5 -11.9 5.9 -12.3 -6.4 0.2 6.0 -15.4 -14.0 -16.2 -15.4 5.5 6.2 -19.9 -2.7 -7.9 0.7 1.8 -4.6 1.8 -4.5 -0.1 -1.5 -20.0 -20.0 -6.6 20.0 14.4 -11.7 -20.0 -7.4 -20.0 End of report for caleb_strategy_v3