******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240618_204009 produced at 2024-06-18 21:37:57.443347 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 VIX False False 0.00 -0.28 -0.33 0.0 999.00 -999.00 -0.28 -0.28 -66.95 999999999.0 -56 -56 caleb_strategy_v3 EURIBOR-ICE False False 0.08 -0.65 -0.23 0.0 0.82 -0.82 -0.65 -0.65 -2.79 10.0 -8 -8 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.15 0.0 0.00 0.00 0.00 0.00 -4.22 24.0 0 0 caleb_strategy_v3 CAD False False 0.02 -0.05 -0.13 0.0 0.66 -0.66 -0.05 -0.05 -5.55 29.0 -2 -2 caleb_strategy_v3 US2 False True 0.06 0.00 -0.12 0.0 0.00 0.00 0.00 0.00 -1.95 13.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 -0.11 -0.11 0.0 0.13 -0.13 -0.11 -0.11 -11.26 13.0 -11 -11 caleb_strategy_v3 JPY False False 0.03 -0.05 -0.09 0.0 0.43 -0.43 -0.05 -0.08 -3.74 17.0 -2 -3 caleb_strategy_v3 OAT False False 0.04 0.00 -0.08 0.0 0.42 -0.42 0.00 0.00 -2.03 10.0 0 0 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 MXP False False 0.01 -0.08 -0.07 0.0 0.50 -0.50 -0.08 -0.08 -8.86 60.0 -10 -10 caleb_strategy_v3 EUR False False 0.04 0.00 -0.06 0.0 0.59 -0.59 0.00 0.00 -1.42 14.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.05 0.0 0.15 -0.15 -0.02 -0.03 -16.00 51.0 -8 -9 caleb_strategy_v3 CORN False False 0.01 -0.06 -0.05 0.0 0.09 -0.09 -0.06 -0.05 -7.18 12.0 -8 -7 caleb_strategy_v3 DOW False False 0.01 0.00 -0.05 0.0 0.40 -0.40 0.00 0.00 -7.70 66.0 0 0 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.05 0.0 0.19 -0.19 0.00 0.00 -0.55 2.0 0 0 caleb_strategy_v3 CHF False False 0.04 -0.13 -0.04 0.0 0.58 -0.58 -0.13 -0.09 -0.90 13.0 -3 -2 caleb_strategy_v3 BOBL False False 0.04 0.00 -0.04 0.0 0.74 -0.74 0.00 0.00 -0.96 19.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 -0.05 -0.04 0.0 0.22 -0.22 -0.05 -0.06 -11.13 68.0 -17 -19 caleb_strategy_v3 HEATOIL False False 0.03 0.00 -0.04 0.0 0.10 -0.10 0.00 0.00 -1.16 3.0 0 0 caleb_strategy_v3 CAC True False 0.03 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -1.55 12.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.00 -0.00 -0.03 0.0 0.01 -0.01 -0.00 -0.00 -7.74 3.0 -1 -1 caleb_strategy_v3 SOYBEAN False False 0.02 -0.09 -0.03 0.0 0.12 -0.12 -0.09 -0.11 -1.48 7.0 -5 -6 caleb_strategy_v3 NIKKEI False False 0.01 0.02 -0.03 0.0 0.27 -0.27 0.02 -0.01 -3.70 36.0 3 -1 caleb_strategy_v3 COTTON2 False False 0.01 -0.03 -0.03 0.0 0.12 -0.12 -0.03 -0.03 -2.96 11.0 -3 -3 caleb_strategy_v3 GOLD_micro False False 0.01 -0.01 -0.02 0.0 0.41 -0.41 -0.01 -0.02 -2.16 56.0 -2 -3 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.14 2.0 0 0 caleb_strategy_v3 PALLAD False False 0.03 -0.06 -0.02 0.0 0.06 -0.06 -0.06 -0.06 -0.66 2.0 -2 -2 caleb_strategy_v3 GASOIL False False 0.02 -0.05 -0.01 0.0 0.10 -0.10 -0.05 -0.05 -0.25 4.0 -2 -2 caleb_strategy_v3 EUROSTX False False 0.02 0.05 -0.01 0.0 0.33 -0.33 0.05 0.02 -0.90 20.0 3 1 caleb_strategy_v3 SOYOIL False False 0.01 -0.01 -0.01 0.0 0.08 -0.08 -0.01 -0.01 -1.77 10.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.10 -0.10 0.00 0.00 -1.18 9.0 0 0 caleb_strategy_v3 US5 False False 0.03 -0.13 -0.01 0.0 0.84 -0.84 -0.13 -0.10 -0.32 25.0 -4 -3 caleb_strategy_v3 BUXL False False 0.04 -0.04 -0.01 0.0 0.18 -0.18 -0.04 0.00 -0.19 4.0 -1 0 caleb_strategy_v3 BUND False False 0.04 -0.09 -0.01 0.0 0.44 -0.44 -0.09 -0.09 -0.29 10.0 -2 -2 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.01 0.0 0.08 -0.08 0.00 -0.01 -1.11 8.0 0 -1 caleb_strategy_v3 WHEAT False False 0.01 -0.02 -0.01 0.0 0.09 -0.09 -0.02 -0.02 -1.24 9.0 -2 -2 caleb_strategy_v3 PLAT False False 0.02 0.00 -0.00 0.0 0.15 -0.15 0.00 0.00 -0.00 10.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.04 -0.08 -0.00 0.0 0.33 -0.33 -0.08 -0.04 -0.10 8.0 -2 -1 caleb_strategy_v3 MILK False False 0.01 0.00 0.00 0.0 0.06 -0.06 0.00 0.00 0.38 5.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.00 0.0 0.12 -0.12 -0.01 -0.01 -0.71 18.0 -2 -1 caleb_strategy_v3 US10 False False 0.03 0.00 0.00 0.0 0.59 -0.59 0.00 0.00 0.10 17.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.63 59.0 0 0 caleb_strategy_v3 US10U False False 0.04 0.04 0.01 0.0 0.47 -0.47 0.04 0.07 0.41 13.0 1 2 caleb_strategy_v3 US30 False False 0.04 0.04 0.01 0.0 0.24 -0.24 0.04 0.04 0.16 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 0.27 999999999.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.02 0.01 0.0 0.29 -0.29 0.02 0.02 0.67 23.0 2 2 caleb_strategy_v3 AUD False False 0.02 0.06 0.01 0.0 0.40 -0.40 0.06 0.06 0.70 19.0 3 3 caleb_strategy_v3 OJ False False 0.02 0.02 0.01 0.0 0.06 -0.06 0.02 0.02 0.61 3.0 1 1 caleb_strategy_v3 COCOA False False 0.03 0.00 0.01 0.0 0.75 -0.75 0.00 0.00 0.33 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 0.25 6.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 0.02 0.01 0.0 0.06 -0.06 0.02 0.02 3.20 26.0 10 9 caleb_strategy_v3 GASOLINE False False 0.03 0.00 0.01 0.0 999.00 -999.00 0.00 0.03 0.22 999999999.0 0 1 caleb_strategy_v3 COPPER False False 0.04 0.00 0.01 0.0 999.00 -999.00 0.00 0.04 0.22 999999999.0 0 1 caleb_strategy_v3 DAX False False 0.01 0.01 0.01 0.0 0.35 -0.35 0.01 0.02 1.57 58.0 1 3 caleb_strategy_v3 US20 False True 0.04 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.44 9.0 0 0 caleb_strategy_v3 GBP False False 0.02 0.00 0.03 0.0 0.55 -0.55 0.00 0.00 1.36 22.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.04 0.04 0.0 0.40 -0.40 0.04 0.04 1.98 21.0 2 2 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.04 0.04 0.0 0.29 -0.29 0.04 0.03 2.85 23.0 3 2 caleb_strategy_v3 RICE False True 0.01 0.00 0.04 0.0 0.00 0.00 0.00 0.00 4.13 4.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.09 0.06 0.0 0.42 -0.42 0.09 0.09 6.81 48.0 10 10 caleb_strategy_v3 DX False False 0.03 0.07 0.07 0.0 999.00 -999.00 0.07 0.10 2.02 999999999.0 2 3 caleb_strategy_v3 CRUDE_W False False 0.02 0.02 0.10 0.0 0.12 -0.12 0.02 0.07 4.20 5.0 1 3 caleb_strategy_v3 LIVECOW False False 0.02 0.18 0.12 0.0 0.39 -0.39 0.18 0.18 5.29 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 3.68 9.0 0 0 caleb_strategy_v3 JGB-SGX-mini False False 0.03 -0.09 0.19 0.0 0.46 -0.46 -0.09 -0.03 6.55 16.0 -3 -1 caleb_strategy_v3 SOFR False True 0.08 0.00 0.37 0.0 0.00 0.00 0.00 0.00 4.92 11.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 13.2 Shocked risk 40.4 Sum abs risk 43.7 Leverage 3.48 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3202957.6, 'annual_cash_vol_target': 800739.4, 'daily_cash_vol_target': 50046.2125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0041 0.6670 0.6096 9.7542 BITCOIN 1486.5888 65440.0000 2.2717 36.3469 BOBL 0.3021 116.8000 0.2586 4.1379 BTP 0.6197 116.7600 0.5307 8.4918 BUND 0.6193 132.6600 0.4668 7.4692 BUXL 1.5217 134.2400 1.1336 18.1375 CAC 71.8312 7647.0000 0.9393 15.0294 CAD 0.0026 0.7304 0.3539 5.6623 CANOLA 8.2759 626.1000 1.3218 21.1490 CHF 0.0049 1.1434 0.4297 6.8746 COCOA 307.1721 9278.0000 3.3108 52.9721 COFFEE 4.0436 226.4000 1.7860 28.5764 COPPER 0.0748 4.4900 1.6650 26.6396 CORN 5.3681 466.0000 1.1520 18.4313 COTTON2 1.1532 72.7200 1.5858 25.3735 CRUDE_W 1.0240 77.8800 1.3149 21.0379 DAX 144.5059 18154.0000 0.7960 12.7360 DOW 234.4077 39238.0000 0.5974 9.5584 DX 0.3892 104.9100 0.3710 5.9352 EUR 0.0047 1.0785 0.4361 6.9771 EURIBOR-ICE 0.0550 97.4750 0.0565 0.9035 EUROSTX 45.8734 4917.0000 0.9330 14.9273 FEEDCOW 1.9328 260.9750 0.7406 11.8497 GASOIL 11.0116 781.0000 1.4099 22.5590 GASOLINE 0.0360 2.4336 1.4800 23.6806 GAS_US_mini 0.1071 2.9600 3.6192 57.9070 GBP 0.0056 1.2716 0.4383 7.0135 GOLD_micro 22.6966 2346.0000 0.9675 15.4794 HEATOIL 0.0351 2.5520 1.3746 21.9943 JGB-SGX-mini 0.2426 144.0000 0.1684 2.6951 JPY 0.0000 0.0064 0.6003 9.6049 LEANHOG 1.0917 78.1500 1.3969 22.3506 LIVECOW 1.3381 182.1250 0.7347 11.7550 LUMBER-new 8.6260 514.5000 1.6766 26.8254 MILK 0.3024 20.3500 1.4860 23.7755 MXP 0.0007 0.0536 1.2409 19.8539 NASDAQ_micro 139.4011 20200.2500 0.6901 11.0415 NIKKEI 353.0354 38565.0000 0.9154 14.6469 NZD 0.0038 0.6146 0.6131 9.8094 OAT 0.5511 124.3000 0.4433 7.0932 OATIES 7.2074 327.7500 2.1991 35.1851 OJ 8.6582 410.7000 2.1082 33.7307 PALLAD 20.5635 893.5000 2.3015 36.8232 PLAT 16.4447 978.4000 1.6808 26.8924 REDWHEAT 11.9898 626.0000 1.9153 30.6449 RICE 0.1489 15.7250 0.9466 15.1456 ROBUSTA 71.0613 3994.0000 1.7792 28.4672 RUSSELL 20.6516 2052.2000 1.0063 16.1010 SHATZ 0.0991 105.7700 0.0937 1.4988 SILVER-mini 0.6273 29.8625 2.1007 33.6119 SMI 79.9599 12104.0000 0.6606 10.5697 SOFR 0.0705 96.4250 0.0731 1.1693 SOYBEAN 10.7262 1131.5000 0.9480 15.1675 SOYMEAL 4.6097 339.8000 1.3566 21.7054 SOYOIL 0.6383 44.3800 1.4382 23.0108 SP400 24.0764 2963.1000 0.8125 13.0006 SP500_micro 29.8881 5552.0000 0.5383 8.6133 SUGAR11 0.2930 18.9600 1.5452 24.7227 US10 0.4248 110.7969 0.3834 6.1351 US10U 0.5756 114.6875 0.5019 8.0305 US2 0.1087 102.2500 0.1063 1.7003 US20 0.8488 120.4062 0.7049 11.2790 US30 1.2570 128.6250 0.9772 15.6358 US5 0.2760 107.0078 0.2579 4.1269 VIX 0.3691 16.0000 2.3066 36.9056 WHEAT 10.9391 622.0000 1.7587 28.1392 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 666.95 0.61 406.60 1.00 406.60 50046.21 123.09 2.20 27.11 BITCOIN 65.44 2.27 148.66 1.00 148.66 50046.21 336.65 -0.17 -5.79 BOBL 1168.00 0.26 302.07 1.07 322.95 50046.21 154.96 -6.09 -94.31 BTP 1167.60 0.53 619.69 1.07 662.54 50046.21 75.54 -7.80 -58.89 BUND 1326.60 0.47 619.29 1.07 662.11 50046.21 75.59 -3.82 -28.84 BUXL 1342.40 1.13 1521.74 1.07 1626.97 50046.21 30.76 -5.97 -18.36 CAC 764.70 0.94 718.31 1.07 767.98 50046.21 65.17 -6.97 -45.41 CAD 730.45 0.35 258.50 1.00 258.50 50046.21 193.60 -11.04 -213.77 CANOLA 125.22 1.32 165.52 0.73 120.37 50046.21 415.76 -15.82 -657.85 CHF 1429.19 0.43 614.07 1.00 614.07 50046.21 81.50 -4.27 -34.82 COCOA 927.80 3.31 3071.72 1.00 3071.72 50046.21 16.29 9.39 15.29 COFFEE 849.00 1.79 1516.33 1.00 1516.33 50046.21 33.00 6.41 21.16 COPPER 1122.50 1.66 1868.93 1.00 1868.93 50046.21 26.78 0.77 2.07 CORN 233.00 1.15 268.41 1.00 268.41 50046.21 186.46 -15.83 -295.07 COTTON2 363.60 1.59 576.61 1.00 576.61 50046.21 86.79 -15.93 -138.25 CRUDE_W 778.80 1.31 1024.02 1.00 1024.02 50046.21 48.87 7.94 38.81 DAX 181.54 0.80 144.51 1.07 154.50 50046.21 323.93 1.42 46.04 DOW 196.19 0.60 117.20 1.00 117.20 50046.21 427.00 -7.76 -331.19 DX 1049.10 0.37 389.17 1.00 389.17 50046.21 128.60 6.07 78.01 EUR 1348.12 0.44 587.87 1.00 587.87 50046.21 85.13 -6.41 -54.59 EURIBOR-ICE 2436.88 0.06 137.60 1.07 147.12 50046.21 340.17 -2.41 -81.91 EUROSTX 491.70 0.93 458.73 1.07 490.45 50046.21 102.04 -2.60 -26.49 FEEDCOW 1304.88 0.74 966.40 1.00 966.40 50046.21 51.79 -0.57 -2.96 GASOIL 781.00 1.41 1101.16 1.00 1101.16 50046.21 45.45 -1.28 -5.83 GASOLINE 1022.11 1.48 1512.76 1.00 1512.76 50046.21 33.08 1.55 5.14 GAS_US_mini 74.00 3.62 267.82 1.00 267.82 50046.21 186.87 1.58 29.56 GBP 794.75 0.44 348.38 1.00 348.38 50046.21 143.66 3.65 52.37 GOLD_micro 234.60 0.97 226.97 1.00 226.97 50046.21 220.50 -2.87 -63.21 HEATOIL 1071.84 1.37 1473.40 1.00 1473.40 50046.21 33.97 -7.86 -26.70 JGB-SGX-mini 144000.00 0.17 24255.99 0.01 154.13 50046.21 324.71 1.86 60.46 JPY 803.12 0.60 482.12 1.00 482.12 50046.21 103.80 -13.90 -144.28 LEANHOG 312.60 1.40 436.68 1.00 436.68 50046.21 114.61 -16.16 -185.21 LIVECOW 728.50 0.73 535.22 1.00 535.22 50046.21 93.51 17.08 159.67 LUMBER-new 141.49 1.68 237.22 1.00 237.22 50046.21 210.97 -17.15 -361.72 MILK 407.00 1.49 604.79 1.00 604.79 50046.21 82.75 2.13 17.63 MXP 267.75 1.24 332.24 1.00 332.24 50046.21 150.63 -4.01 -60.35 NASDAQ_micro 404.00 0.69 278.80 1.00 278.80 50046.21 179.50 6.83 122.63 NIKKEI 38565.00 0.92 35303.54 0.01 224.32 50046.21 223.10 -1.53 -34.18 NZD 614.55 0.61 376.77 1.00 376.77 50046.21 132.83 5.75 76.42 OAT 1243.00 0.44 551.05 1.07 589.16 50046.21 84.95 -6.99 -59.40 OATIES 163.88 2.20 360.37 1.00 360.37 50046.21 138.87 -9.30 -129.09 OJ 616.05 2.11 1298.74 1.00 1298.74 50046.21 38.53 7.38 28.43 PALLAD 893.50 2.30 2056.35 1.00 2056.35 50046.21 24.34 -7.93 -19.31 PLAT 489.20 1.68 822.23 1.00 822.23 50046.21 60.87 -0.02 -0.11 REDWHEAT 313.00 1.92 599.49 1.00 599.49 50046.21 83.48 -10.00 -83.46 RICE 314.50 0.95 297.70 1.00 297.70 50046.21 168.11 10.10 169.84 ROBUSTA 399.40 1.78 710.61 1.00 710.61 50046.21 70.43 8.16 57.49 RUSSELL 102.61 1.01 103.26 1.00 103.26 50046.21 484.67 -6.93 -335.84 SHATZ 1057.70 0.09 99.08 1.07 105.93 50046.21 472.43 -8.82 -416.49 SILVER-mini 746.56 2.10 1568.33 1.00 1568.33 50046.21 31.91 2.45 7.82 SMI 1210.40 0.66 799.60 1.12 897.59 50046.21 55.76 19.35 107.87 SOFR 2410.62 0.07 176.17 1.00 176.17 50046.21 284.08 2.85 80.91 SOYBEAN 565.75 0.95 536.31 1.00 536.31 50046.21 93.32 -17.05 -159.08 SOYMEAL 339.80 1.36 460.97 1.00 460.97 50046.21 108.57 -11.67 -126.66 SOYOIL 266.28 1.44 382.96 1.00 382.96 50046.21 130.68 -14.57 -190.35 SP400 2963.10 0.81 2407.64 1.00 2407.64 50046.21 20.79 -7.93 -16.48 SP500_micro 277.60 0.54 149.44 1.00 149.44 50046.21 334.89 8.75 293.04 SUGAR11 212.35 1.55 328.12 1.00 328.12 50046.21 152.52 -2.20 -33.62 US10 1107.97 0.38 424.84 1.00 424.84 50046.21 117.80 0.68 8.02 US10U 1146.88 0.50 575.62 1.00 575.62 50046.21 86.94 3.71 32.28 US2 2045.00 0.11 217.32 1.00 217.32 50046.21 230.29 -6.69 -154.17 US20 1204.06 0.70 848.79 1.00 848.79 50046.21 58.96 5.92 34.92 US30 1286.25 0.98 1256.97 1.00 1256.97 50046.21 39.81 3.21 12.78 US5 1070.08 0.26 276.01 1.00 276.01 50046.21 181.32 -1.41 -25.58 VIX 160.00 2.31 369.06 1.00 369.06 50046.21 135.61 -20.00 -271.21 WHEAT 311.00 1.76 546.96 1.00 546.96 50046.21 91.50 -10.23 -93.61 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 27.107 0.010 2.5 0.703 BITCOIN -5.793 0.043 2.5 -0.627 BOBL -94.311 0.004 2.5 -0.956 BTP -58.894 0.014 2.5 -2.009 BUND -28.842 0.004 2.5 -0.292 BUXL -18.359 0.004 2.5 -0.186 CAC -45.411 0.014 2.5 -1.549 CAD -213.769 0.010 2.5 -5.546 CANOLA -657.854 0.010 2.5 -16.005 CHF -34.819 0.010 2.5 -0.903 COCOA 15.292 0.009 2.5 0.328 COFFEE 21.160 0.005 2.5 0.247 COPPER 2.066 0.043 2.5 0.224 CORN -295.069 0.010 2.5 -7.179 COTTON2 -138.250 0.009 2.5 -2.961 CRUDE_W 38.808 0.043 2.5 4.202 DAX 46.045 0.014 2.5 1.571 DOW -331.190 0.009 2.5 -7.697 DX 78.009 0.010 2.5 2.024 EUR -54.589 0.010 2.5 -1.416 EURIBOR-ICE -81.908 0.014 2.5 -2.794 EUROSTX -26.492 0.014 2.5 -0.904 FEEDCOW -2.958 0.013 2.5 -0.098 GASOIL -5.828 0.017 2.5 -0.253 GASOLINE 5.138 0.017 2.5 0.223 GAS_US_mini 29.560 0.043 2.5 3.201 GBP 52.367 0.010 2.5 1.359 GOLD_micro -63.209 0.014 2.5 -2.156 HEATOIL -26.701 0.017 2.5 -1.157 JGB-SGX-mini 60.455 0.043 2.5 6.546 JPY -144.284 0.010 2.5 -3.744 LEANHOG -185.213 0.024 2.5 -11.256 LIVECOW 159.674 0.013 2.5 5.291 LUMBER-new -361.716 0.009 2.5 -7.744 MILK 17.633 0.009 2.5 0.378 MXP -60.354 0.059 2.5 -8.858 NASDAQ_micro 122.631 0.009 2.5 2.850 NIKKEI -34.185 0.043 2.5 -3.702 NZD 76.422 0.010 2.5 1.983 OAT -59.399 0.014 2.5 -2.026 OATIES -129.091 0.010 2.5 -3.141 OJ 28.431 0.009 2.5 0.609 PALLAD -19.308 0.014 2.5 -0.659 PLAT -0.107 0.014 2.5 -0.004 REDWHEAT -83.456 0.005 2.5 -1.107 RICE 169.845 0.010 2.5 4.132 ROBUSTA 57.492 0.005 2.5 0.671 RUSSELL -335.840 0.013 2.5 -11.129 SHATZ -416.491 0.004 2.5 -4.223 SILVER-mini 7.816 0.014 2.5 0.267 SMI 107.871 0.014 2.5 3.679 SOFR 80.912 0.024 2.5 4.917 SOYBEAN -159.083 0.004 2.5 -1.480 SOYMEAL -126.661 0.004 2.5 -1.178 SOYOIL -190.350 0.004 2.5 -1.772 SP400 -16.478 0.013 2.5 -0.546 SP500_micro 293.045 0.009 2.5 6.810 SUGAR11 -33.615 0.009 2.5 -0.715 US10 8.023 0.005 2.5 0.102 US10U 32.278 0.005 2.5 0.409 US2 -154.169 0.005 2.5 -1.954 US20 34.916 0.005 2.5 0.442 US30 12.782 0.005 2.5 0.162 US5 -25.578 0.005 2.5 -0.324 VIX -271.212 0.099 2.5 -66.946 WHEAT -93.612 0.005 2.5 -1.242 ===================== Position diags ===================== AUD 3.19 BITCOIN 36.45 BOBL 1.57 BTP 2.58 BUND 0.77 BUXL 0.31 CAC 2.22 CAD 5.02 CANOLA 10.11 CHF 2.11 COCOA 0.35 COFFEE 0.39 COPPER 2.90 CORN 4.54 COTTON2 1.86 CRUDE_W 5.29 DAX 11.05 DOW 9.92 DX 3.34 EUR 2.21 EURIBOR-ICE 11.60 EUROSTX 3.48 FEEDCOW 1.72 GASOIL 1.97 GASOLINE 1.43 GAS_US_mini 20.24 GBP 3.73 GOLD_micro 7.52 HEATOIL 1.47 JGB-SGX-mini 35.16 JPY 2.69 LEANHOG 6.97 LIVECOW 3.10 LUMBER-new 4.52 MILK 1.77 MXP 22.11 NASDAQ_micro 4.17 NIKKEI 24.16 NZD 3.45 OAT 2.90 OATIES 3.38 OJ 0.83 PALLAD 0.83 PLAT 2.08 REDWHEAT 1.11 RICE 4.09 ROBUSTA 0.82 RUSSELL 16.06 SHATZ 4.79 SILVER-mini 1.09 SMI 1.90 SOFR 17.26 SOYBEAN 0.87 SOYMEAL 1.01 SOYOIL 1.22 SP400 0.69 SP500_micro 7.78 SUGAR11 3.24 US10 1.49 US10U 1.10 US2 2.92 US20 0.75 US30 0.50 US5 2.30 VIX 33.47 WHEAT 1.21 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 0.7 0.4 1.0 3.0 3 BITCOIN -0.6 -4.3 3.0 0.0 0 BOBL -1.0 -1.1 -0.8 0.0 0 BTP -2.0 -2.3 -1.8 -1.0 -1 BUND -0.3 -0.4 -0.2 -2.0 -2 BUXL -0.2 -0.2 -0.2 -1.0 -1 CAC -1.5 -1.8 -1.3 0.0 0 CAD -5.5 -6.0 -5.0 -2.0 -2 CANOLA -16.0 -17.0 -15.0 -8.0 -8 CHF -0.9 -1.1 -0.7 -3.0 -3 COCOA 0.3 0.3 0.4 0.0 0 COFFEE 0.2 0.2 0.3 0.0 0 COPPER 0.2 -0.1 0.5 0.0 0 CORN -7.2 -7.6 -6.7 -8.0 -8 COTTON2 -3.0 -3.1 -2.8 -3.0 -3 CRUDE_W 4.2 3.7 4.7 1.0 1 DAX 1.6 0.5 2.7 1.0 1 DOW -7.7 -8.7 -6.7 0.0 0 DX 2.0 1.7 2.4 2.0 2 EUR -1.4 -1.6 -1.2 0.0 0 EURIBOR-ICE -2.8 -4.0 -1.6 -8.0 -8 EUROSTX -0.9 -1.3 -0.6 3.0 3 FEEDCOW -0.1 -0.3 0.1 -2.0 -2 GASOIL -0.3 -0.4 -0.1 -2.0 -2 GASOLINE 0.2 0.1 0.4 0.0 0 GAS_US_mini 3.2 1.2 5.2 10.0 10 GBP 1.4 1.0 1.7 0.0 0 GOLD_micro -2.2 -2.9 -1.4 -2.0 -2 HEATOIL -1.2 -1.3 -1.0 0.0 0 JGB-SGX-mini 6.5 3.0 10.1 -3.0 -3 JPY -3.7 -4.0 -3.5 -2.0 -2 LEANHOG -11.3 -12.0 -10.6 -11.0 -11 LIVECOW 5.3 5.0 5.6 8.0 8 LUMBER-new -7.7 -8.2 -7.3 -1.0 -1 MILK 0.4 0.2 0.6 NaN 0 MXP -8.9 -11.1 -6.6 -10.0 -10 NASDAQ_micro 2.8 2.4 3.3 3.0 3 NIKKEI -3.7 -6.1 -1.3 3.0 3 NZD 2.0 1.6 2.3 2.0 2 OAT -2.0 -2.3 -1.7 0.0 0 OATIES -3.1 -3.5 -2.8 NaN 0 OJ 0.6 0.5 0.7 1.0 1 PALLAD -0.7 -0.7 -0.6 -2.0 -2 PLAT -0.0 -0.2 0.2 0.0 0 REDWHEAT -1.1 -1.2 -1.0 0.0 0 RICE 4.1 3.7 4.5 NaN 0 ROBUSTA 0.7 0.6 0.8 2.0 2 RUSSELL -11.1 -12.7 -9.5 -17.0 -17 SHATZ -4.2 -4.7 -3.7 NaN 0 SILVER-mini 0.3 0.2 0.4 0.0 0 SMI 3.7 3.5 3.9 0.0 0 SOFR 4.9 3.2 6.6 NaN 0 SOYBEAN -1.5 -1.6 -1.4 -5.0 -5 SOYMEAL -1.2 -1.3 -1.1 0.0 0 SOYOIL -1.8 -1.9 -1.7 -1.0 -1 SP400 -0.5 -0.6 -0.5 0.0 0 SP500_micro 6.8 6.0 7.6 10.0 10 SUGAR11 -0.7 -1.0 -0.4 -2.0 -2 US10 0.1 -0.0 0.3 0.0 0 US10U 0.4 0.3 0.5 1.0 1 US2 -2.0 -2.2 -1.7 NaN 0 US20 0.4 0.4 0.5 0.0 0 US30 0.2 0.1 0.2 1.0 1 US5 -0.3 -0.6 -0.1 -4.0 -4 VIX -66.9 -70.3 -63.6 -56.0 -56 WHEAT -1.2 -1.4 -1.1 -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 0.1 -0.1 0.2 0.3 -0.0 -0.2 0.0 -0.0 BITCOIN -0.1 -0.0 0.2 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.2 0.4 -0.2 0.7 0.1 0.1 -0.2 -0.1 -0.2 -0.2 0.1 0.2 -0.2 0.5 -0.0 -2.7 0.1 -0.1 0.4 -0.1 0.7 -0.0 -0.2 -0.3 0.6 0.5 0.6 -0.6 -0.1 0.1 0.0 BOBL 0.4 0.0 -0.2 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.2 0.1 -0.2 0.0 -0.1 -0.4 -0.2 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 0.0 0.5 -0.0 0.1 -0.0 0.1 -0.1 0.0 -0.3 0.1 -0.1 -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 -0.0 -0.1 0.0 0.1 0.1 0.1 -0.0 0.0 -0.0 0.1 -0.0 -2.7 -0.0 0.0 0.0 -0.0 0.2 -0.0 0.8 -0.5 -0.6 -0.5 0.3 -0.5 -0.4 0.1 0.1 BUND 0.3 0.0 -0.1 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.1 0.0 -0.0 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 0.1 -0.0 0.0 0.2 0.1 -0.1 -0.3 0.0 -0.7 -0.6 -0.1 -0.4 BUXL 0.2 -0.0 -0.0 0.0 0.0 -0.0 0.1 -0.1 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 -0.1 0.0 -0.3 -0.0 0.1 -0.0 0.1 -0.0 0.0 -0.0 0.1 -0.1 -0.3 0.1 -0.7 -0.7 -0.5 -0.3 CAC -0.6 -0.6 -0.4 0.1 0.0 0.2 0.0 0.3 0.0 -0.1 0.4 -0.2 0.6 -0.1 -0.0 -0.1 0.0 0.0 0.0 -0.1 0.1 -0.2 0.4 -0.2 -1.5 -0.0 -0.1 0.1 -0.1 0.2 -0.1 0.7 -0.5 -0.6 -0.6 -0.1 -0.1 0.3 -0.3 0.4 CAD -0.1 0.0 -0.2 0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.4 -0.1 -0.5 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.1 -0.1 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 -0.0 0.0 -0.4 -0.4 -0.4 -0.0 -0.3 -0.1 -0.2 CANOLA -0.6 0.2 0.6 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 0.0 -0.3 -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 -0.1 -0.3 -0.1 0.2 -0.4 -0.6 0.0 -0.2 CHF 0.6 0.4 -0.5 0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.4 0.2 -0.5 0.2 -0.1 -0.3 -0.3 -0.3 -0.3 0.0 -0.1 0.2 -0.3 0.2 0.6 0.0 0.1 -0.1 0.1 -0.1 0.1 -1.1 0.5 0.6 0.2 -0.6 0.1 -0.5 0.1 -0.4 COCOA 0.6 -0.2 -0.1 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.1 0.0 0.2 0.0 0.0 0.4 0.3 0.4 0.4 0.1 0.1 0.0 0.2 0.1 -2.2 0.0 -0.0 0.1 0.0 0.2 0.0 1.1 0.3 0.6 -0.1 0.6 0.3 0.1 0.4 0.3 COFFEE 0.4 0.0 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 0.1 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 0.4 0.6 -0.1 0.6 0.2 -0.5 0.5 -0.1 COPPER -0.6 -0.3 0.5 -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 -0.1 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 -0.5 0.2 0.6 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 -0.2 -0.1 -0.6 -0.1 -0.0 -0.3 -0.2 -0.4 -0.3 -0.0 -0.1 -0.1 -0.3 -0.1 -1.9 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -1.1 0.5 0.2 0.2 0.2 -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 -0.0 -0.3 -0.1 -0.3 -0.1 -0.1 -0.1 0.0 -0.0 0.0 -0.2 -0.1 -0.1 -0.2 -0.1 -2.7 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 -0.0 0.2 0.0 -0.6 -0.6 -0.1 -0.4 0.4 -0.0 CRUDE_W 0.0 -0.4 -0.1 -0.0 0.1 -0.0 0.0 0.1 -0.0 0.2 0.1 0.2 0.5 0.0 -0.0 0.2 0.2 0.3 0.3 -0.0 0.0 0.2 0.2 0.0 -0.6 -0.1 0.1 -0.0 0.0 0.1 -0.0 0.1 0.3 -0.4 -0.4 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 0.4 -0.2 0.6 -0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.2 -0.2 0.5 -0.1 1.5 0.0 -0.1 0.2 -0.1 0.4 -0.1 -0.5 -0.5 -0.6 -0.4 0.5 0.0 0.2 -0.1 0.4 DOW -0.5 -0.1 -0.5 0.0 0.0 0.2 0.0 0.2 0.0 0.0 0.3 -0.1 0.4 -0.0 -0.0 -0.2 -0.2 -0.2 -0.2 -0.0 0.1 -0.0 0.3 -0.1 -1.7 0.0 0.0 0.1 -0.0 0.3 -0.0 -0.5 -0.3 -0.6 -0.3 -0.4 0.3 -0.1 0.4 -0.3 DX 0.0 -0.3 0.2 0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 0.3 0.2 0.4 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.1 -2.7 0.0 0.1 0.1 0.1 0.2 0.0 0.9 0.5 0.5 -0.4 0.5 -0.0 0.3 0.0 0.5 EUR -0.2 0.2 -0.1 0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.2 -0.2 -0.3 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 2.7 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.4 -0.5 -0.5 -0.0 0.1 -0.4 -0.7 -0.4 -0.5 EURIBOR-ICE 0.3 -0.1 -0.5 0.0 0.0 -0.0 0.0 -0.0 0.0 0.1 -0.1 0.1 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 -0.0 0.0 1.5 -0.0 0.0 -0.0 0.0 -0.0 0.0 -0.1 -0.0 -0.2 -0.3 -0.1 -0.7 -0.7 -0.1 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 0.0 0.1 -0.1 0.5 -0.1 -0.3 0.0 -0.1 0.2 -0.1 0.4 -0.0 0.3 -0.5 -0.6 -0.4 0.3 -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 0.1 0.0 -0.3 -0.4 -0.4 -0.4 0.0 -0.0 0.1 -0.0 0.1 -0.9 -0.0 0.1 -0.0 0.1 0.1 0.0 -1.1 0.5 0.5 0.2 -0.4 0.4 0.7 0.7 0.7 GASOIL 0.1 -0.5 -0.3 -0.0 0.1 -0.0 0.0 0.1 -0.0 0.2 -0.0 0.2 0.4 -0.0 -0.1 -0.1 0.3 0.0 0.2 -0.1 -0.0 0.2 0.2 0.0 0.8 -0.0 0.1 -0.1 0.1 0.1 0.0 0.0 0.2 0.3 -0.1 -0.3 -0.7 -0.4 -0.7 -0.7 GASOLINE -0.2 -0.6 -0.1 -0.0 0.1 -0.0 0.0 0.1 -0.0 0.2 0.2 0.1 0.5 -0.1 -0.1 0.4 0.3 0.4 0.3 -0.1 0.0 0.1 0.3 -0.1 -2.7 -0.1 0.1 -0.0 0.0 0.1 -0.0 0.2 -0.2 -0.3 -0.5 -0.0 0.7 0.7 0.7 0.7 GAS_US_mini 0.1 0.6 0.6 -0.0 0.1 -0.0 0.0 0.1 -0.0 -0.0 -0.3 0.0 -0.5 0.1 0.1 -0.3 -0.4 -0.4 -0.4 0.1 -0.0 0.0 -0.4 0.1 2.7 0.0 -0.0 -0.0 0.0 -0.2 0.0 -1.1 -0.3 0.4 0.6 0.1 -0.1 -0.2 -0.3 -0.4 GBP 0.1 0.3 -0.1 0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 0.4 -0.1 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 0.0 0.2 -0.0 0.3 0.6 0.5 -0.2 -0.7 -0.3 -0.3 GOLD_micro -0.6 -0.4 0.3 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.2 -0.1 0.3 -0.1 0.1 -0.2 -0.3 -0.2 -0.3 0.0 0.1 -0.0 0.2 -0.0 -0.4 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.7 0.2 0.1 -0.0 0.6 -0.0 -0.4 0.2 -0.1 HEATOIL 0.2 -0.4 -0.3 -0.0 0.1 -0.0 0.0 0.1 -0.0 0.2 -0.2 0.2 0.2 0.0 -0.1 -0.2 0.2 -0.1 0.1 -0.1 -0.1 0.2 0.1 0.0 -2.7 -0.1 0.1 -0.1 0.0 0.0 -0.0 -0.2 0.4 -0.3 -0.5 -0.6 0.1 0.2 -0.1 0.0 JGB-SGX-mini 0.6 -0.2 -0.5 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.1 0.1 0.0 0.0 -0.1 0.4 0.4 0.4 0.4 -0.0 -0.1 0.1 -0.1 0.0 -1.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 1.1 0.3 0.0 -0.3 -0.3 -0.5 -0.2 -0.1 0.5 JPY 0.1 -0.3 -0.3 0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.3 -0.1 -0.5 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.2 -0.1 -0.5 -0.1 2.7 -0.0 -0.0 -0.2 -0.0 -0.2 -0.0 -1.1 -0.2 -0.2 -0.5 -0.6 -0.6 -0.4 -0.6 -0.4 LEANHOG -0.6 -0.6 -0.1 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.2 -0.2 -0.2 -0.2 0.4 -0.4 0.0 -0.4 -0.2 -0.2 -0.2 -0.2 -0.2 0.9 -0.1 0.0 -0.1 -0.1 -0.0 -0.1 -1.1 -0.2 -0.6 -0.6 -0.6 -0.4 -0.3 -0.2 0.2 LIVECOW 0.1 0.4 -0.1 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 0.1 0.3 0.1 0.1 0.2 0.1 0.4 0.2 0.4 0.4 0.1 0.1 0.2 0.1 0.2 -1.1 0.1 0.1 0.1 0.1 0.2 0.1 1.1 0.5 0.6 0.6 0.3 0.3 0.7 0.6 0.7 LUMBER-new -0.0 -0.3 -0.7 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 0.0 -0.3 -0.1 -0.4 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.1 -0.2 -0.1 NaN -0.1 0.0 -0.1 -0.0 -0.1 -0.0 -1.2 0.6 -0.3 -0.7 -0.7 -0.4 -0.4 -0.1 -0.3 MILK -0.0 0.6 0.6 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.2 0.0 -0.2 0.1 0.1 -0.4 -0.4 -0.3 -0.4 0.2 0.1 0.0 -0.1 0.1 1.9 0.0 -0.0 0.1 0.0 -0.0 0.0 -1.1 0.2 0.6 0.6 0.5 -0.5 -0.7 -0.3 -0.7 MXP -0.6 -0.6 -0.6 0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.2 -0.1 -0.1 0.2 0.3 0.3 0.3 -0.1 -0.0 -0.1 0.1 -0.2 -2.7 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 1.1 -0.3 -0.6 -0.6 -0.0 0.6 0.6 0.7 0.7 NASDAQ_micro 0.6 0.6 -0.0 0.0 0.0 0.2 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 0.6 0.1 -0.1 0.1 -0.2 0.1 NIKKEI -0.1 -0.2 -0.2 0.0 0.0 0.2 0.0 0.3 0.0 -0.0 0.3 -0.0 0.6 0.1 -0.0 0.2 0.2 0.1 0.1 0.0 0.2 -0.0 0.5 -0.0 -2.6 0.0 -0.1 0.2 -0.0 0.6 -0.0 1.1 -0.5 -0.1 -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 0.0 -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 0.1 0.0 0.0 0.0 0.3 0.0 0.3 0.5 0.1 0.1 -0.2 0.2 0.1 OAT -0.2 -0.2 -0.3 0.0 0.0 -0.0 0.1 -0.1 0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 0.0 0.1 0.1 0.1 -0.1 -0.1 -0.0 -0.1 -0.1 0.2 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.8 -0.5 -0.6 -0.5 -0.0 -0.7 -0.6 -0.1 -0.1 OATIES -0.6 0.2 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 0.0 0.1 -0.1 -0.0 -0.2 -0.1 -0.1 -2.7 -0.0 -0.0 0.0 -0.1 -0.0 -0.0 0.0 -0.5 -0.3 0.2 0.0 -0.1 -0.0 0.2 0.4 OJ -0.6 0.3 -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 -0.0 0.5 0.0 -2.7 0.0 -0.0 0.1 -0.0 0.2 0.0 0.9 0.0 0.1 0.6 0.6 0.2 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 0.1 -0.3 -0.3 -0.7 -0.7 -0.7 -0.6 PLAT -0.6 0.2 0.4 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.1 -0.1 -0.1 -0.0 0.0 -0.1 -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 0.0 -0.0 0.3 0.0 -0.7 -0.3 0.0 0.2 REDWHEAT -0.6 0.5 0.6 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.1 -0.2 -0.3 -0.1 0.0 -0.2 -0.1 -0.2 -0.1 0.0 0.0 -0.2 -0.1 -0.2 -0.8 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.5 -0.5 -0.5 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 0.1 0.6 0.1 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.1 0.4 0.1 -1.8 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 -0.1 ROBUSTA 0.6 -0.0 -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 0.3 0.4 0.4 0.4 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 0.1 0.6 0.2 0.6 0.0 -0.3 0.3 0.1 RUSSELL -0.4 -0.0 -0.1 0.0 0.0 0.2 0.0 0.2 0.0 -0.0 0.3 -0.1 0.4 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 0.2 -0.1 -0.2 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.0 -0.5 -0.5 -0.3 -0.4 -0.0 -0.7 -0.0 -0.7 SHATZ 0.6 0.3 -0.1 0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 -0.2 0.1 -0.3 0.0 -0.1 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 0.1 -0.2 0.0 0.9 -0.0 0.1 -0.1 0.1 -0.1 0.0 -1.1 0.2 0.1 -0.3 -0.3 -0.7 -0.6 -0.5 -0.4 SILVER-mini -0.5 0.0 0.6 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.2 -0.1 0.2 0.0 0.1 -0.1 -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 0.1 0.3 0.5 -0.2 -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 -0.1 0.5 0.0 0.6 0.2 0.2 -0.1 0.0 -0.0 0.0 0.2 0.2 0.0 0.4 0.2 1.9 0.1 -0.0 0.2 0.0 0.2 0.0 0.7 -0.2 0.4 0.6 0.6 0.3 0.1 0.2 -0.0 SOFR 0.5 0.5 -0.2 0.0 0.0 -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 -0.3 0.0 0.0 0.0 0.0 -0.0 0.0 0.2 -0.0 0.2 0.3 0.1 0.1 -0.6 0.5 0.0 SOYBEAN -0.6 0.1 0.2 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.3 -0.2 -0.2 -0.2 -0.1 -0.0 0.1 -0.0 0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -2.7 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.3 0.1 -0.4 0.0 0.1 -0.7 -0.7 -0.5 -0.7 SOYMEAL -0.6 0.3 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 -0.1 0.0 -0.1 -0.0 -0.0 0.2 0.1 0.0 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 0.0 -0.3 -0.1 -0.4 -0.1 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.1 -2.7 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.4 0.4 0.0 -0.3 -0.2 -0.5 -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 0.0 0.3 -0.1 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 -0.0 0.1 -0.0 0.2 -0.0 0.0 -0.4 -0.5 -0.3 -0.1 0.0 -0.3 0.0 -0.7 SP500_micro 0.4 0.6 0.0 0.1 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 0.3 0.1 -0.5 0.5 0.6 0.6 0.3 0.2 -0.0 0.1 -0.0 SUGAR11 0.6 -0.1 -0.6 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 -0.4 0.1 -0.3 -0.0 -0.1 0.0 0.2 0.1 0.1 -0.1 -0.2 0.0 -0.3 -0.0 -2.7 -0.0 -0.0 -0.2 0.0 -0.1 -0.0 0.7 0.5 0.6 -0.4 -0.6 0.5 0.6 0.7 0.7 US10 0.4 0.4 -0.0 0.0 0.0 -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 -0.1 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 0.5 -0.0 0.0 0.0 -0.0 0.1 -0.1 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 -0.2 0.1 0.0 0.0 0.0 0.0 0.1 -0.0 0.1 0.1 -0.1 0.2 0.2 0.2 -0.1 -0.5 0.6 0.3 US2 0.5 0.3 -0.2 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.2 0.1 -0.3 0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 0.1 -0.3 0.0 1.6 -0.0 0.0 -0.1 0.0 -0.1 0.0 -1.1 -0.1 -0.1 -0.1 -0.2 -0.3 -0.7 -0.1 -0.6 US20 0.4 0.5 0.0 0.0 0.0 -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 -0.0 0.2 0.3 0.2 -0.2 -0.4 0.7 0.5 US30 0.4 0.5 0.0 0.0 0.0 -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 0.0 0.0 0.0 -0.0 0.0 -0.1 -0.0 0.2 0.2 0.2 -0.4 -0.4 0.3 0.5 US5 0.5 0.4 -0.1 0.0 0.0 -0.0 0.0 -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 -0.1 0.1 0.1 0.0 -0.1 -0.7 0.2 -0.2 VIX 0.2 -0.7 0.0 -0.1 0.0 -0.4 -0.0 -0.6 -0.1 0.3 -0.9 -0.1 -1.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.0 -0.9 -0.2 NaN -0.1 0.0 -0.4 -0.0 -0.7 -0.1 NaN NaN NaN NaN NaN -1.0 -1.1 NaN NaN WHEAT -0.6 0.5 0.6 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.1 -0.1 -0.2 -0.0 0.0 -0.3 -0.3 -0.3 -0.3 0.0 0.0 -0.2 -0.1 -0.1 0.1 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -1.1 -0.5 -0.6 0.6 0.4 -0.4 -0.7 -0.3 -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 -2.6 8.2 4.3 0.1 -3.0 -0.5 -2.3 0.9 -0.0 3.4 -0.6 -0.8 -5.5 9.1 10.6 -2.4 -2.8 -2.6 -2.7 4.0 2.4 0.2 -1.7 2.1 3.4 2.8 2.0 2.2 -0.2 -0.0 1.1 -0.0 6.2 -4.1 7.5 8.9 -1.1 -6.8 1.0 -0.7 BITCOIN -4.0 -0.5 6.4 -2.4 -4.0 1.4 -8.3 1.7 -7.6 -20.0 16.5 -17.8 18.9 8.6 7.1 -7.6 -7.4 -7.5 -7.7 9.1 20.0 -18.2 20.0 -4.1 -20.0 5.1 -11.1 14.3 -8.0 19.7 -2.0 -3.7 -13.6 20.0 15.5 20.0 -16.5 -3.6 2.8 1.5 BOBL 11.3 1.3 -6.4 0.5 3.7 -0.8 3.9 -1.4 2.5 5.8 -6.8 5.0 -5.5 1.2 -4.7 -19.0 -7.7 -6.2 -6.3 -2.6 -4.7 9.1 -5.0 2.9 4.0 -1.0 6.0 -1.7 4.8 -1.7 1.6 -6.0 4.6 -2.4 -8.9 -2.4 -20.0 -15.7 -5.8 -10.0 BTP -5.9 -6.1 -8.9 0.8 6.1 -1.3 6.4 -2.4 4.2 3.1 6.6 -0.1 8.3 -4.2 -7.3 0.4 5.1 2.6 3.7 -3.1 1.0 -0.2 4.4 -3.5 -20.0 -2.0 3.8 1.8 -0.4 4.5 -2.9 14.2 -19.0 -19.9 -14.2 8.3 -14.5 -11.2 4.4 2.4 BUND 8.3 0.9 -4.6 0.5 4.0 -0.8 4.2 -1.5 2.7 6.4 -5.0 5.3 -2.9 1.6 -4.1 1.0 -0.9 -3.4 -3.3 -1.7 -3.1 8.9 -3.4 3.0 1.4 -0.5 7.1 -0.9 5.5 -0.8 1.9 2.8 3.4 -3.4 -8.2 1.2 -20.0 -18.9 -4.2 -10.7 BUXL 6.8 -0.4 -1.3 0.6 4.6 -1.0 4.9 -1.8 3.2 7.4 -3.2 5.8 -2.6 1.3 -4.5 -3.0 -3.1 -5.1 -4.7 -1.8 -2.8 9.7 -3.8 3.0 -2.1 -0.4 8.7 -0.4 6.2 -0.5 1.9 -0.6 4.3 -4.4 -10.4 3.9 -20.0 -20.0 -13.8 -8.7 CAC -20.0 -17.2 -13.4 4.7 2.4 7.2 2.3 8.2 3.1 -11.6 13.8 -15.6 16.5 -12.9 -3.3 -7.0 0.7 0.2 1.7 -8.2 5.8 -20.0 13.4 -20.0 -11.1 -2.3 -10.2 3.1 -12.3 5.5 -8.5 13.3 -20.0 -20.0 -20.0 -2.9 -3.6 7.6 -10.4 10.8 CAD -2.0 0.3 -6.7 0.1 -3.9 -0.6 -2.9 1.2 -0.0 -4.9 -16.2 -12.8 -14.6 -11.5 -13.4 -4.0 -2.7 -3.5 -3.0 -8.6 -9.8 -5.4 -10.1 -7.3 -0.8 -6.4 0.2 -6.7 -4.4 -6.5 -6.0 -0.1 1.9 -12.1 -12.3 -10.9 -1.2 -9.2 -4.0 -6.0 CANOLA -20.0 6.4 20.0 -1.2 -3.9 0.0 -4.5 -0.1 -3.3 -7.6 -3.3 -8.4 -6.1 -5.9 0.4 -13.0 -9.4 -14.4 -13.6 -3.5 -2.8 -13.1 -6.4 -9.3 -19.9 -1.5 -3.8 -1.3 -4.5 -2.7 -3.4 -20.0 -2.9 -9.9 -2.3 5.3 -11.5 -16.5 1.0 -4.9 CHF 20.0 13.4 -16.9 0.1 -3.2 -0.5 -2.4 1.0 -0.0 15.9 -15.6 16.6 -13.7 14.2 -5.9 -16.5 -16.3 -16.7 -16.5 0.7 -12.5 20.0 -12.7 15.2 4.1 0.9 10.0 -3.8 8.7 -3.8 6.5 -20.0 20.0 20.0 6.5 -20.0 3.4 -15.1 2.6 -12.4 COCOA 20.0 -5.1 -4.1 -0.9 -2.9 0.0 -3.4 -0.1 -2.5 -0.8 3.7 4.3 4.8 1.7 2.7 20.0 15.8 20.0 20.0 6.0 7.9 4.7 8.6 6.1 -16.7 2.0 -0.2 4.0 0.6 5.3 1.0 20.0 13.0 19.3 -4.4 20.0 9.1 2.5 12.8 7.7 COFFEE 11.0 1.4 13.0 -2.3 -7.6 0.0 -8.7 -0.2 -6.4 -2.6 11.7 6.5 11.1 10.0 9.6 1.4 7.3 5.5 7.4 16.2 17.6 5.1 14.4 11.5 -20.0 4.3 0.6 6.5 0.4 6.2 1.6 9.9 16.0 20.0 -1.9 20.0 5.1 -13.5 15.8 -4.0 COPPER -20.0 -9.6 16.8 -0.7 -1.2 0.5 -2.6 0.5 -2.4 -4.8 4.4 -6.7 3.7 -5.4 2.2 1.8 -3.0 0.3 -1.6 2.5 6.4 -5.6 5.4 -3.7 -7.6 1.2 -0.7 2.5 -1.4 2.1 -0.8 5.0 2.7 -4.3 11.1 14.4 -2.9 -1.2 10.9 7.7 CORN -14.7 5.5 17.7 -2.4 -7.8 0.0 -8.9 -0.3 -6.5 -3.0 -7.3 -8.1 -15.6 -8.7 -1.9 -17.0 -12.4 -18.1 -16.8 -4.6 -5.9 -6.0 -12.8 -6.9 -14.6 -1.6 -3.2 -2.9 -2.7 -6.5 -2.8 -20.0 20.0 5.6 6.9 5.2 -20.0 -20.0 -20.0 -1.1 COTTON2 -6.2 -18.3 -20.0 -1.6 -5.3 0.0 -6.1 -0.2 -4.4 -1.8 -10.6 -10.4 -7.3 -11.3 -12.1 -6.7 1.9 -0.0 1.6 -16.6 -13.7 -7.3 -7.7 -12.9 -20.0 -3.8 0.0 -2.2 -1.7 -0.2 -3.2 -0.3 10.3 1.2 -19.0 -19.3 -4.5 -10.8 10.9 -0.6 CRUDE_W 0.8 -13.4 -2.3 -3.4 9.5 -0.7 4.6 2.2 -1.6 20.0 4.4 16.1 13.6 1.6 -2.1 11.1 12.0 12.7 12.5 -1.7 2.7 19.0 9.0 4.0 -4.7 -4.8 9.5 -1.4 4.2 2.4 -2.9 1.6 11.8 -11.6 -13.8 0.0 20.0 17.5 20.0 20.0 DAX -20.0 -6.3 -6.5 4.5 2.3 7.0 2.2 8.0 3.0 -12.4 16.6 -15.0 17.5 -6.7 4.9 -10.3 -11.5 -11.2 -11.7 2.2 14.1 -20.0 19.1 -11.2 11.6 1.9 -8.3 8.2 -8.8 10.2 -4.9 -9.0 -20.0 -20.0 -13.7 14.8 1.5 5.5 -3.4 10.6 DOW -15.1 -2.0 -13.9 3.8 2.0 5.8 1.8 6.7 2.5 3.1 11.1 -5.6 12.5 -4.3 -3.8 -10.5 -11.2 -11.2 -11.5 -2.1 5.4 -2.8 12.7 -4.8 -12.7 0.2 1.3 4.4 -1.0 8.2 -1.6 -8.4 -10.5 -20.0 -10.0 -13.6 8.3 -3.7 12.2 -8.2 DX 0.0 -8.1 6.7 0.1 -3.1 -0.5 -2.4 1.0 -0.0 13.6 12.8 14.8 12.5 0.3 8.8 7.1 6.9 7.4 7.1 4.9 7.3 11.0 8.1 6.1 -20.0 3.0 5.6 4.2 6.7 4.7 3.7 16.8 20.0 16.4 -12.7 16.4 -0.4 8.1 0.5 15.0 EUR -5.5 6.2 -3.3 0.1 -3.4 -0.5 -2.5 1.1 -0.0 -12.7 -8.6 -14.5 -8.9 -4.0 -3.5 -7.3 -7.0 -7.3 -7.0 -3.6 -3.7 -14.2 -4.3 -8.2 20.0 -1.5 -7.5 -0.6 -9.8 -0.8 -5.6 -7.3 -20.0 -16.2 -1.5 2.3 -12.2 -20.0 -11.2 -15.0 EURIBOR-ICE 8.8 -2.6 -16.6 0.5 3.5 -0.7 3.7 -1.4 2.4 6.4 -3.4 5.0 -0.1 1.1 -5.1 -6.4 -4.9 -5.9 -5.0 -2.9 -3.3 7.1 -1.6 1.7 11.3 -1.4 4.8 -1.4 3.5 -0.4 0.8 -1.7 -0.9 -4.8 -8.4 -3.8 -20.0 -20.0 -1.9 6.7 EUROSTX -20.0 -10.3 -10.5 4.5 2.3 6.9 2.2 7.9 3.0 -8.4 17.6 -10.3 18.4 -3.8 5.3 -7.8 -2.1 -6.6 -4.0 2.6 13.7 -16.0 19.6 -8.3 -2.2 2.4 -7.2 9.1 -8.2 11.9 -4.1 6.3 -20.0 -20.0 -12.7 9.2 -14.1 4.1 -20.0 5.9 FEEDCOW 1.5 4.5 -10.5 -2.9 -9.4 0.0 -10.7 -0.3 -7.9 13.7 4.2 3.5 -3.0 5.2 0.1 -14.3 -20.0 -20.0 -20.0 2.0 -1.5 10.8 -0.5 6.2 -6.9 -1.2 7.1 -1.2 5.0 1.8 0.7 -20.0 20.0 15.4 7.3 -13.4 11.1 20.0 20.0 20.0 GASOIL 4.5 -14.8 -9.7 -3.1 8.7 -0.6 4.2 2.0 -1.5 19.7 -0.1 16.0 12.0 -0.3 -11.6 -3.0 13.8 1.2 7.7 -8.0 -3.6 19.2 6.9 1.4 6.2 -3.9 12.6 -2.0 7.6 2.0 0.0 0.1 7.5 9.0 -3.0 -10.6 -19.8 -12.1 -20.0 -20.0 GASOLINE -4.9 -19.2 -2.8 -3.2 8.9 -0.6 4.3 2.1 -1.5 19.7 5.9 6.6 13.3 -10.3 -9.9 17.6 14.3 17.8 14.1 -8.8 0.2 8.0 9.6 -5.8 -20.0 -5.0 7.1 -1.2 2.1 3.1 -3.8 3.8 -7.1 -8.4 -14.4 -1.2 20.0 20.0 20.0 20.0 GAS_US_mini 3.6 20.0 20.0 -2.2 6.2 -0.4 3.0 1.4 -1.1 -2.4 -9.3 3.3 -13.1 8.7 7.3 -17.4 -20.0 -20.0 -20.0 8.3 -1.2 4.5 -14.6 9.7 20.0 3.3 -0.3 -0.6 1.8 -4.2 3.9 -20.0 -12.9 13.4 20.0 3.0 -2.3 -5.9 -7.8 -11.4 GBP 2.7 10.4 -3.5 0.1 -4.0 -0.6 -3.0 1.3 -0.0 -13.9 14.3 -8.6 5.7 17.5 12.1 -1.1 -0.8 -1.0 -0.9 9.2 6.2 -3.4 4.9 6.8 1.3 6.1 -5.6 5.2 -2.1 4.0 3.9 3.3 -1.3 8.3 17.4 14.3 -6.9 -20.0 -7.8 -10.2 GOLD_micro -18.6 -12.9 10.7 -0.9 -1.6 0.6 -3.3 0.7 -3.0 -2.3 7.1 -5.3 7.6 -5.8 5.3 -10.6 -13.7 -11.9 -12.9 2.8 8.2 -2.6 8.8 -2.5 -2.7 0.8 -0.0 3.6 -1.4 4.1 -1.6 -13.8 6.8 4.3 -1.4 18.7 -1.0 -10.7 6.7 -3.6 HEATOIL 5.7 -12.7 -9.3 -3.2 9.1 -0.6 4.4 2.1 -1.6 20.0 -7.6 17.1 6.2 0.3 -12.1 -9.1 12.5 -3.9 4.3 -9.6 -7.4 19.8 2.0 1.7 -20.0 -5.7 8.4 -3.5 4.4 0.8 -2.4 -3.8 15.4 -8.3 -15.1 -19.8 4.2 6.6 -2.4 1.1 JGB-SGX-mini 17.1 -5.0 -16.5 0.6 4.1 -0.9 4.3 -1.6 2.8 7.8 -2.8 7.5 0.0 2.4 -5.1 20.0 18.1 20.0 18.1 -3.5 -5.0 12.5 -2.2 4.0 -8.6 -1.6 5.4 -2.3 4.6 -1.6 1.4 20.0 12.8 0.1 -9.3 -8.5 -15.2 -5.2 -2.2 15.4 JPY 2.3 -8.5 -9.5 0.1 -1.9 -0.3 -1.5 0.6 -0.0 -11.1 -12.6 -11.0 -12.9 -11.2 -12.2 -14.5 -16.2 -15.2 -15.7 -11.8 -15.9 -7.0 -19.3 -7.9 20.0 -4.4 -2.9 -5.8 -2.6 -6.7 -2.8 -20.0 -8.2 -6.2 -16.7 -17.8 -19.1 -10.9 -17.7 -10.7 LEANHOG -20.0 -20.0 -3.2 -3.0 -9.8 0.0 -11.1 -0.3 -8.2 3.3 -5.5 -15.5 -5.4 -20.0 -19.6 20.0 -20.0 0.1 -20.0 -20.0 -15.9 -20.0 -8.0 -20.0 6.7 -6.8 0.1 -2.6 -4.9 -0.8 -8.0 -20.0 -8.1 -20.0 -20.0 -18.3 -13.0 -9.9 -7.2 6.0 LIVECOW 3.7 10.9 -3.1 -2.9 -9.6 0.0 -10.9 -0.3 -8.0 14.2 9.6 11.9 2.2 15.5 8.6 20.0 11.5 20.0 19.9 10.9 5.7 19.2 3.8 14.9 -8.0 5.6 11.0 4.3 9.6 4.8 7.0 20.0 20.0 20.0 20.0 8.4 9.7 20.0 17.4 20.0 LUMBER-new -0.2 -8.4 -19.4 -1.8 -5.9 0.0 -6.7 -0.0 -4.9 2.5 -9.9 -5.9 -10.0 -8.3 -11.8 -15.5 -17.7 -18.6 -18.4 -14.6 -12.1 -5.8 -7.6 -11.7 NaN -4.5 0.3 -3.7 -1.7 -2.1 -3.5 -20.0 20.0 -8.0 -18.1 -20.0 -11.6 -11.0 -2.2 -7.0 MILK -0.6 20.0 20.0 -1.7 -5.6 0.0 -6.4 -0.2 -4.7 -6.7 6.4 3.5 -5.4 9.8 11.4 -18.3 -20.0 -15.4 -20.0 16.5 9.6 3.5 -2.1 13.3 14.1 4.1 -1.9 2.3 1.0 -0.6 3.4 -20.0 7.7 20.0 20.0 16.2 -14.2 -20.0 -10.1 -20.0 MXP -20.0 -20.0 -20.0 0.0 -1.5 -0.2 -1.1 0.5 -0.0 -4.3 1.1 -7.5 6.4 -7.4 -5.1 11.1 16.4 14.2 15.3 -8.8 -2.0 -13.1 3.1 -14.5 -20.0 -2.3 -1.2 -0.4 -3.4 0.9 -3.9 20.0 -11.8 -20.0 -20.0 -1.4 19.5 18.3 20.0 20.0 NASDAQ_micro 20.0 20.0 -0.7 3.6 1.9 5.6 1.8 6.4 2.4 14.4 15.9 15.8 15.9 16.1 15.3 -11.4 -10.6 -11.2 -11.0 20.0 20.0 20.0 20.0 20.0 -20.0 5.1 7.7 4.5 8.1 5.5 6.9 -7.4 20.0 20.0 20.0 2.0 -2.4 2.4 -6.2 2.3 NIKKEI -2.5 -7.4 -5.6 4.5 2.3 6.9 2.2 7.9 3.0 -4.5 12.7 -0.5 16.3 7.0 -1.4 10.9 9.0 7.2 7.5 3.5 13.9 -4.5 20.0 -0.3 -19.2 1.8 -5.8 8.8 -3.3 16.3 -0.7 20.0 -20.0 -2.1 -14.3 -10.1 -2.8 -7.7 -9.0 -11.9 NZD 5.0 15.3 -0.9 0.1 -2.7 -0.4 -2.0 0.9 -0.0 -4.7 1.7 1.3 -1.7 12.5 10.6 0.2 0.2 0.1 0.2 7.8 3.2 1.3 -0.7 7.4 0.7 3.9 -1.5 1.9 0.3 0.3 3.4 5.0 1.0 8.7 14.7 2.9 2.9 -4.9 6.0 3.7 OAT -5.0 -5.4 -9.6 0.6 4.5 -0.9 4.7 -1.7 3.0 -1.7 -4.5 -3.5 -1.8 -5.9 -8.0 0.3 5.4 3.2 4.2 -6.3 -4.7 -3.3 -3.4 -5.8 1.8 -2.9 0.5 -1.6 -2.0 -0.6 -3.2 14.8 -20.0 -18.5 -14.6 -0.8 -20.0 -18.6 -2.5 -3.4 OATIES -20.0 5.1 10.0 -1.2 -3.8 0.0 -4.4 -0.1 -3.2 -7.9 -3.4 -8.7 -6.3 -7.0 -3.0 -5.4 1.2 2.4 3.2 -5.1 -2.3 -18.9 -3.0 -12.8 -20.0 -0.7 -4.9 0.1 -4.8 -0.3 -2.9 0.3 -20.0 -10.2 5.2 1.3 -4.1 -1.3 6.9 11.9 OJ -20.0 9.1 -1.7 -1.9 -6.1 0.0 -6.9 -0.2 -5.1 -5.9 9.4 -8.8 11.7 3.4 7.1 9.8 13.0 10.5 10.6 14.1 16.0 -5.3 17.1 4.4 -20.0 3.3 -1.4 3.9 -1.1 5.0 1.1 17.1 0.7 2.2 20.0 20.0 5.0 9.0 19.2 20.0 PALLAD -16.3 -7.5 -2.1 -0.9 -1.6 0.6 -3.3 0.7 -3.0 -7.9 -6.6 -9.5 -8.6 -9.6 -7.4 -2.7 -2.3 -2.5 -2.3 -7.8 -7.0 -7.9 -11.4 -9.4 14.5 -3.0 -1.5 -2.2 -2.9 -2.6 -3.7 5.4 3.7 2.3 -7.9 -10.6 -20.0 -20.0 -20.0 -17.6 PLAT -20.0 7.0 11.3 -1.1 -1.8 0.7 -3.8 0.8 -3.5 -2.8 2.5 -8.7 -3.4 -3.1 0.6 -5.2 -4.1 -5.0 -4.6 1.1 3.6 -7.2 1.4 -5.6 7.7 -0.1 -0.1 1.3 -2.7 1.0 -2.6 1.8 1.3 -0.3 9.9 0.7 -20.0 -8.0 0.0 4.5 REDWHEAT -20.0 14.5 20.0 -2.0 -6.4 0.0 -7.3 -0.2 -5.3 -13.2 3.2 -14.1 -8.8 -5.2 3.6 -11.2 -3.1 -8.5 -5.5 2.0 4.0 -20.0 -4.8 -14.5 -6.3 0.6 -8.4 1.2 -7.5 -0.9 -3.6 -10.1 -20.0 -16.1 18.6 14.7 -13.9 -20.0 -4.3 -17.7 RICE -7.4 14.7 0.4 -2.7 -8.8 0.0 -10.1 -0.3 -7.4 14.8 16.4 4.8 16.1 12.1 18.3 20.0 20.0 20.0 20.0 15.5 17.2 7.2 16.7 9.3 -13.1 4.4 5.4 3.9 3.2 3.2 3.4 20.0 20.0 20.0 20.0 0.6 -10.2 -5.7 -9.3 -1.7 ROBUSTA 19.1 -0.5 -6.4 -1.3 -4.3 0.0 -4.9 -0.1 -3.6 -8.1 8.0 2.0 8.8 5.2 6.5 17.3 20.0 18.9 20.0 12.9 16.2 0.6 16.9 8.3 -20.0 3.2 -1.3 5.2 -0.4 6.1 1.2 20.0 4.2 20.0 6.3 20.0 0.7 -9.4 8.3 3.9 RUSSELL -11.6 -0.0 -2.3 3.7 1.9 5.7 1.8 6.5 2.4 -4.8 10.4 -9.9 10.4 -2.1 -1.1 -7.2 -6.7 -7.1 -6.9 -1.6 3.5 -7.6 5.9 -5.9 -1.6 -0.4 -2.3 2.6 -3.9 4.1 -2.9 -0.5 -19.2 -15.8 -10.1 -11.4 -0.6 -20.0 -1.5 -20.0 SHATZ 20.0 8.0 -3.6 0.5 3.6 -0.8 3.8 -1.4 2.5 5.5 -7.8 5.1 -8.1 1.4 -4.8 -20.0 -20.0 -20.0 -20.0 -2.8 -7.1 11.5 -8.8 4.5 7.1 -1.1 5.6 -2.4 4.8 -2.7 1.9 -20.0 9.6 1.9 -8.9 -7.9 -20.0 -17.3 -16.2 -13.4 SILVER-mini -15.9 0.8 17.2 -0.8 -1.4 0.5 -2.9 0.6 -2.7 -4.9 5.9 -6.3 5.0 1.1 5.2 -5.4 -6.6 -6.1 -6.4 5.5 7.2 -3.1 5.3 0.2 1.7 1.6 -0.6 2.8 -1.3 2.4 -0.6 -1.8 5.7 4.0 8.1 14.3 -6.4 -11.2 6.7 3.8 SMI -2.6 20.0 10.4 4.4 2.3 6.8 2.1 7.8 2.9 -11.7 17.8 4.3 15.8 14.7 16.0 -3.7 2.1 -2.2 0.2 20.0 20.0 3.4 16.4 16.3 14.2 6.6 -1.2 7.1 0.8 5.6 4.2 13.6 -8.0 12.5 19.6 17.0 9.0 1.7 6.0 -0.2 SOFR 15.2 15.0 -5.7 0.6 4.5 -1.0 4.8 -1.8 3.1 8.6 -2.3 9.0 -3.4 8.5 0.5 -3.2 -1.3 -3.0 -2.1 3.0 -1.9 10.6 -3.9 8.4 -2.6 2.2 3.5 0.4 4.1 -0.4 3.9 3.8 -1.3 6.4 8.4 3.3 1.6 -18.3 14.3 0.5 SOYBEAN -20.0 1.8 6.1 -2.4 -7.7 0.0 -8.8 -0.3 -6.5 -14.7 -10.0 -16.5 -6.5 -14.8 -5.5 -1.3 7.5 -0.1 2.5 -10.0 -7.2 -20.0 -8.5 -18.0 -20.0 -3.2 -8.4 -1.9 -8.2 -2.0 -6.5 5.4 2.1 -13.7 0.8 4.6 -20.0 -20.0 -16.1 -20.0 SOYMEAL -20.0 9.5 11.4 -1.9 -6.2 0.0 -7.1 -0.2 -5.2 -12.1 -8.6 -13.4 -8.9 -8.3 -1.5 4.9 5.9 2.4 2.3 -2.6 -2.9 -14.7 -6.0 -9.7 -20.0 1.2 -6.3 0.8 -4.7 -0.6 -1.7 3.7 5.0 1.3 17.9 12.1 -20.0 -20.0 -20.0 -20.0 SOYOIL -4.5 1.4 -0.4 -1.6 -5.3 0.0 -6.0 -0.2 -4.4 1.3 -10.2 -7.8 -10.7 -6.7 -8.7 -0.1 -0.6 -3.7 -3.7 -7.5 -9.7 -3.6 -11.4 -6.1 -20.0 -3.6 0.8 -3.4 -1.5 -3.1 -3.0 -7.1 15.1 0.3 -9.4 -6.8 -16.4 -19.6 -1.9 0.1 SP400 -16.5 -4.9 -3.0 3.8 2.0 5.9 1.8 6.7 2.5 0.2 11.7 -9.7 12.3 -4.6 -1.6 -7.8 -6.1 -7.2 -6.5 -1.1 7.7 -6.8 12.3 -6.8 -12.6 0.5 -0.6 4.6 -2.8 6.7 -2.5 0.5 -16.6 -16.8 -10.2 -2.3 0.2 -9.9 0.6 -20.0 SP500_micro 11.4 17.0 1.5 4.8 2.5 7.4 2.3 8.5 3.2 18.9 20.0 20.0 20.0 20.0 20.0 -13.6 -12.2 -13.1 -12.8 20.0 20.0 20.0 20.0 20.0 -20.0 7.2 9.0 7.9 9.2 9.4 8.2 -10.3 20.0 20.0 20.0 8.8 4.6 -0.4 3.9 -0.5 SUGAR11 18.4 -1.8 -19.7 -2.2 -7.2 0.0 -8.2 -0.2 -6.0 -2.0 -15.1 6.1 -8.3 -1.1 -12.2 0.4 11.8 3.0 7.2 -11.8 -17.9 5.0 -11.8 -0.2 -20.0 -4.6 -0.4 -6.2 1.4 -3.9 -0.8 13.7 20.0 20.0 -11.1 -20.0 15.2 18.7 20.0 20.0 US10 13.5 13.5 -1.5 0.5 3.9 -0.8 4.1 -1.5 2.6 7.4 -2.7 7.7 -5.0 7.0 -0.5 -7.3 -7.3 -6.7 -7.0 1.7 -2.4 8.3 -5.4 6.2 2.4 1.8 3.1 0.2 3.6 -0.9 3.3 -5.8 -2.0 4.8 5.7 2.8 -3.1 -19.6 8.2 1.9 US10U 13.8 14.2 -0.5 0.7 5.5 -1.2 5.8 -2.1 3.7 10.4 -3.6 10.8 -6.7 9.8 -0.3 -4.9 -2.4 -4.8 -3.7 2.6 -3.2 11.6 -7.7 8.7 0.3 2.7 4.5 0.5 5.1 -1.2 4.7 1.5 -3.0 6.5 7.6 4.8 -2.9 -15.9 18.9 9.2 US2 16.3 10.5 -7.3 0.5 3.9 -0.8 4.1 -1.5 2.6 6.3 -7.1 6.7 -8.4 5.0 -4.7 -20.0 -20.0 -20.0 -20.0 -2.3 -6.9 6.0 -10.3 3.3 12.4 -0.5 2.6 -2.1 2.8 -3.1 1.8 -20.0 -4.6 -2.0 -1.6 -5.7 -7.6 -20.0 -2.9 -16.6 US20 12.4 14.6 0.6 0.5 4.0 -0.9 4.2 -1.6 2.7 7.6 0.0 7.9 -2.9 7.5 1.2 -0.8 -0.7 -0.6 -0.6 3.0 -0.9 9.3 -4.2 7.2 -0.9 2.5 3.2 1.1 3.6 -0.1 3.6 5.5 -0.6 7.5 8.5 6.9 -6.4 -11.4 20.0 14.8 US30 12.6 14.0 1.3 0.6 4.7 -1.0 4.9 -1.8 3.2 8.7 -1.3 9.1 -4.5 8.5 0.7 -6.0 -5.1 -4.8 -5.0 3.0 -1.5 10.8 -5.6 8.1 -0.4 2.8 4.1 1.1 4.6 -0.5 4.3 -2.3 -0.3 7.6 7.7 7.2 -11.6 -10.8 9.1 16.2 US5 14.7 13.6 -4.2 0.6 4.0 -0.9 4.3 -1.6 2.7 7.5 -5.2 7.8 -7.0 6.9 -1.9 -9.5 -10.1 -9.7 -9.8 0.7 -3.7 7.9 -6.7 5.7 5.5 1.3 3.0 -0.4 3.5 -1.4 3.1 -10.6 -3.1 2.8 4.3 0.0 -2.6 -20.0 5.3 -6.5 VIX 4.4 -13.6 0.1 -7.5 2.5 -8.7 -0.5 -10.4 -4.4 19.0 -20.0 -4.9 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -0.7 -20.0 -12.4 NaN -8.6 2.8 -10.1 -0.5 -12.4 -5.1 NaN NaN NaN NaN NaN -19.2 -20.0 NaN NaN WHEAT -20.0 14.1 20.0 -1.7 -5.6 0.0 -6.4 -0.2 -4.7 -11.6 4.5 -12.4 -6.2 -4.3 3.7 -15.3 -14.1 -16.1 -15.4 1.5 4.5 -20.0 -2.8 -13.0 0.7 0.8 -6.4 1.4 -5.8 -0.2 -2.8 -20.0 -20.0 -17.3 19.0 13.3 -11.8 -20.0 -7.7 -20.0 End of report for caleb_strategy_v3