******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240620_204010 produced at 2024-06-20 21:38:03.618268 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 0.01 -0.29 -0.34 0.0 999.00 -999.00 -0.29 -0.29 -65.85 999999999.0 -56 -56 caleb_strategy_v3 EURIBOR-ICE False False 0.08 -0.65 -0.19 0.0 0.82 -0.82 -0.65 -0.65 -2.34 10.0 -8 -8 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -3.99 24.0 0 0 caleb_strategy_v3 US2 False True 0.06 0.00 -0.12 0.0 0.00 0.00 0.00 0.00 -1.80 13.0 0 0 caleb_strategy_v3 JPY False False 0.02 -0.07 -0.10 0.0 0.42 -0.42 -0.07 -0.07 -3.97 17.0 -3 -3 caleb_strategy_v3 LEANHOG False False 0.01 -0.11 -0.10 0.0 0.12 -0.12 -0.11 -0.11 -10.83 13.0 -11 -11 caleb_strategy_v3 CAD False False 0.02 -0.05 -0.10 0.0 0.66 -0.66 -0.05 -0.05 -4.50 29.0 -2 -2 caleb_strategy_v3 OAT False False 0.04 0.00 -0.09 0.0 0.42 -0.42 0.00 0.00 -2.10 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 -0.08 -0.08 0.0 0.51 -0.51 -0.08 -0.08 -8.99 60.0 -10 -10 caleb_strategy_v3 BTP False False 0.04 -0.04 -0.08 0.0 0.39 -0.39 -0.04 -0.04 -2.13 10.0 -1 -1 caleb_strategy_v3 EUR False False 0.04 0.00 -0.07 0.0 0.59 -0.59 0.00 -0.04 -1.62 14.0 0 -1 caleb_strategy_v3 CANOLA False False 0.00 -0.03 -0.05 0.0 0.14 -0.14 -0.03 -0.03 -17.25 51.0 -9 -9 caleb_strategy_v3 CORN False False 0.01 -0.06 -0.05 0.0 0.09 -0.09 -0.06 -0.06 -7.31 12.0 -8 -8 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.05 0.0 0.18 -0.18 0.00 0.00 -0.49 2.0 0 0 caleb_strategy_v3 BOBL False False 0.04 0.00 -0.04 0.0 0.74 -0.74 0.00 0.00 -0.92 19.0 0 0 caleb_strategy_v3 HEATOIL False False 0.03 0.00 -0.04 0.0 0.10 -0.10 0.00 0.00 -1.08 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 -1.60 12.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 -0.01 -0.04 0.0 0.27 -0.27 -0.01 -0.01 -5.24 36.0 -1 -1 caleb_strategy_v3 DOW False False 0.01 0.00 -0.04 0.0 0.41 -0.41 0.00 0.00 -5.65 66.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 -0.06 -0.04 0.0 0.22 -0.22 -0.06 -0.06 -11.16 68.0 -19 -18 caleb_strategy_v3 LUMBER-new False False 0.00 -0.00 -0.03 0.0 0.01 -0.01 -0.00 -0.00 -7.94 3.0 -1 -1 caleb_strategy_v3 COTTON2 False False 0.01 -0.03 -0.03 0.0 0.13 -0.13 -0.03 -0.03 -2.96 11.0 -3 -3 caleb_strategy_v3 CHF False False 0.04 -0.09 -0.03 0.0 0.58 -0.58 -0.09 -0.09 -0.77 13.0 -2 -2 caleb_strategy_v3 SOYBEAN False False 0.02 -0.09 -0.03 0.0 0.12 -0.12 -0.09 -0.09 -1.59 7.0 -5 -5 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.25 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 -0.63 2.0 -2 -2 caleb_strategy_v3 EUROSTX False False 0.02 0.02 -0.02 0.0 0.34 -0.34 0.02 0.02 -0.96 20.0 1 1 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.01 0.0 0.08 -0.08 0.00 0.00 -1.25 8.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.01 0.0 0.12 -0.12 -0.01 -0.01 -0.76 18.0 -2 -1 caleb_strategy_v3 WHEAT False False 0.01 -0.02 -0.01 0.0 0.09 -0.09 -0.02 -0.02 -1.40 9.0 -2 -2 caleb_strategy_v3 GOLD_micro False False 0.01 -0.02 -0.01 0.0 0.42 -0.42 -0.02 -0.02 -1.62 56.0 -3 -3 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.09 -0.09 0.00 0.00 -1.30 9.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -5.26 59.0 0 0 caleb_strategy_v3 BUND False False 0.04 -0.09 -0.01 0.0 0.44 -0.44 -0.09 -0.04 -0.25 10.0 -2 -1 caleb_strategy_v3 BUXL False False 0.04 0.00 -0.01 0.0 0.18 -0.18 0.00 0.00 -0.18 4.0 0 0 caleb_strategy_v3 US5 False False 0.03 -0.10 -0.01 0.0 0.84 -0.84 -0.10 -0.07 -0.23 25.0 -3 -2 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 GAS_US_mini False False 0.00 0.02 -0.00 0.0 0.06 -0.06 0.02 0.01 -0.14 26.0 9 6 caleb_strategy_v3 MILK False False 0.01 0.00 0.00 0.0 0.06 -0.06 0.00 0.00 0.35 5.0 0 0 caleb_strategy_v3 PLAT False False 0.02 0.00 0.00 0.0 0.16 -0.16 0.00 0.00 0.12 10.0 0 0 caleb_strategy_v3 GASOIL False False 0.02 -0.05 0.00 0.0 0.10 -0.10 -0.05 -0.02 0.13 4.0 -2 -1 caleb_strategy_v3 FEEDCOW False False 0.04 -0.08 -0.00 0.0 0.33 -0.33 -0.08 -0.08 -0.11 8.0 -2 -2 caleb_strategy_v3 OJ False False 0.02 0.02 0.01 0.0 0.06 -0.06 0.02 0.02 0.52 3.0 1 1 caleb_strategy_v3 US30 False False 0.04 0.04 0.01 0.0 0.24 -0.24 0.04 0.04 0.18 6.0 1 1 caleb_strategy_v3 COPPER False False 0.04 0.04 0.01 0.0 999.00 -999.00 0.04 0.04 0.27 999999999.0 1 1 caleb_strategy_v3 GASOLINE False False 0.03 0.03 0.01 0.0 999.00 -999.00 0.03 0.03 0.28 999999999.0 1 1 caleb_strategy_v3 ROBUSTA False False 0.01 0.03 0.01 0.0 0.30 -0.30 0.03 0.03 0.69 23.0 2 2 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 COCOA False False 0.03 0.00 0.01 0.0 0.72 -0.72 0.00 0.00 0.30 26.0 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 0.28 999999999.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.02 0.01 0.0 0.36 -0.36 0.02 0.02 0.88 58.0 3 3 caleb_strategy_v3 US10 False False 0.03 0.00 0.01 0.0 0.59 -0.59 0.00 0.00 0.16 17.0 0 0 caleb_strategy_v3 US20 False True 0.04 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.46 9.0 0 0 caleb_strategy_v3 US10U False False 0.04 0.07 0.02 0.0 0.47 -0.47 0.07 0.07 0.44 13.0 2 2 caleb_strategy_v3 GBP False False 0.02 0.00 0.02 0.0 0.55 -0.55 0.00 0.00 0.86 22.0 0 0 caleb_strategy_v3 AUD False False 0.02 0.06 0.03 0.0 0.40 -0.40 0.06 0.10 1.23 19.0 3 5 caleb_strategy_v3 NZD False False 0.02 0.04 0.03 0.0 0.40 -0.40 0.04 0.04 1.79 21.0 2 2 caleb_strategy_v3 RICE False True 0.01 0.00 0.04 0.0 0.00 0.00 0.00 0.00 4.18 4.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.03 0.04 0.0 0.29 -0.29 0.03 0.04 2.85 23.0 2 3 caleb_strategy_v3 SP500_micro False False 0.01 0.09 0.06 0.0 0.42 -0.42 0.09 0.10 7.02 48.0 10 11 caleb_strategy_v3 DX False False 0.03 0.10 0.07 0.0 999.00 -999.00 0.10 0.10 2.08 999999999.0 3 3 caleb_strategy_v3 CRUDE_W False False 0.02 0.07 0.11 0.0 0.12 -0.12 0.07 0.07 4.46 5.0 3 3 caleb_strategy_v3 LIVECOW False False 0.02 0.18 0.12 0.0 0.39 -0.39 0.18 0.18 5.39 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 3.81 9.0 0 0 caleb_strategy_v3 JGB-SGX-mini False False 0.03 -0.03 0.18 0.0 0.45 -0.45 -0.03 -0.03 6.41 16.0 -1 -1 caleb_strategy_v3 SOFR False True 0.08 0.00 0.42 0.0 0.00 0.00 0.00 0.00 5.64 11.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 13.0 Shocked risk 41.0 Sum abs risk 43.6 Leverage 3.48 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3197833.42, 'annual_cash_vol_target': 799458.355, 'daily_cash_vol_target': 49966.1471875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0040 0.6678 0.5919 9.4700 BITCOIN 1449.8140 65815.0000 2.2029 35.2458 BOBL 0.2907 116.6700 0.2492 3.9866 BTP 0.6050 116.3700 0.5199 8.3177 BUND 0.5958 132.4200 0.4499 7.1989 BUXL 1.4693 133.1800 1.1032 17.6515 CAC 72.3997 7694.0000 0.9410 15.0558 CAD 0.0025 0.7320 0.3462 5.5398 CANOLA 8.0323 621.1000 1.2932 20.6918 CHF 0.0051 1.1342 0.4536 7.2573 COCOA 308.7418 8806.0000 3.5060 56.0966 COFFEE 4.0454 229.5000 1.7627 28.2034 COPPER 0.0748 4.5615 1.6399 26.2390 CORN 5.4237 457.0000 1.1868 18.9887 COTTON2 1.1549 72.7400 1.5877 25.4025 CRUDE_W 1.0254 78.3400 1.3090 20.9436 DAX 142.6909 18428.0000 0.7743 12.3890 DOW 234.4917 39672.0000 0.5911 9.4572 DX 0.3815 105.2100 0.3626 5.8023 EUR 0.0046 1.0756 0.4263 6.8213 EURIBOR-ICE 0.0533 97.4250 0.0547 0.8748 EUROSTX 45.6780 4990.0000 0.9154 14.6463 FEEDCOW 1.9288 261.1000 0.7387 11.8198 GASOIL 10.5975 783.5000 1.3526 21.6414 GASOLINE 0.0363 2.4548 1.4794 23.6696 GAS_US_mini 0.1069 2.8350 3.7716 60.3453 GBP 0.0055 1.2681 0.4319 6.9099 GOLD_micro 22.6677 2372.1000 0.9556 15.2896 HEATOIL 0.0353 2.5633 1.3777 22.0425 JGB-SGX-mini 0.2460 143.6600 0.1713 2.7403 JPY 0.0000 0.0064 0.6001 9.6016 LEANHOG 1.0947 76.3750 1.4333 22.9335 LIVECOW 1.3388 182.6000 0.7332 11.7306 LUMBER-new 8.6245 496.0000 1.7388 27.8209 MILK 0.3048 20.6800 1.4739 23.5822 MXP 0.0006 0.0539 1.1907 19.0512 NASDAQ_micro 139.3161 20023.5000 0.6958 11.1322 NIKKEI 331.7891 38525.0000 0.8612 13.7797 NZD 0.0037 0.6126 0.6008 9.6133 OAT 0.5353 124.1100 0.4313 6.9012 OATIES 7.2265 326.5000 2.2133 35.4133 OJ 8.6606 418.7500 2.0682 33.0914 PALLAD 20.5549 917.0000 2.2415 35.8646 PLAT 16.4501 999.8000 1.6453 26.3254 REDWHEAT 11.9721 614.2500 1.9491 31.1849 RICE 0.1502 15.6500 0.9599 15.3580 ROBUSTA 70.0974 4161.0000 1.6846 26.9541 RUSSELL 20.6267 2040.9000 1.0107 16.1706 SHATZ 0.0952 105.7400 0.0900 1.4402 SILVER-mini 0.6280 31.0875 2.0201 32.3217 SMI 77.5721 12179.0000 0.6369 10.1909 SOFR 0.0702 96.3850 0.0728 1.1646 SOYBEAN 10.7333 1116.2500 0.9615 15.3848 SOYMEAL 4.6163 335.5000 1.3760 22.0152 SOYOIL 0.6375 44.2300 1.4414 23.0624 SP400 24.1217 2955.0000 0.8163 13.0608 SP500_micro 29.8823 5539.5000 0.5394 8.6310 SUGAR11 0.2927 19.0300 1.5381 24.6096 US10 0.4230 110.5625 0.3826 6.1218 US10U 0.5742 114.3906 0.5019 8.0310 US2 0.1080 102.2031 0.1057 1.6908 US20 0.8468 119.8125 0.7068 11.3086 US30 1.2560 127.8750 0.9822 15.7158 US5 0.2748 106.8750 0.2571 4.1139 VIX 0.3698 16.3500 2.2619 36.1898 WHEAT 10.9190 608.0000 1.7959 28.7341 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 667.75 0.59 395.22 1.00 395.22 49966.15 126.42 3.76 47.51 BITCOIN 65.82 2.20 144.98 1.00 144.98 49966.15 344.64 -1.41 -48.53 BOBL 1166.70 0.25 290.70 1.07 312.17 49966.15 160.06 -5.64 -90.33 BTP 1163.70 0.52 604.95 1.07 649.63 49966.15 76.91 -8.14 -62.57 BUND 1324.20 0.45 595.80 1.07 639.80 49966.15 78.10 -3.16 -24.71 BUXL 1331.80 1.10 1469.26 1.07 1577.77 49966.15 31.67 -5.63 -17.82 CAC 769.40 0.94 724.00 1.07 777.46 49966.15 64.27 -7.31 -46.99 CAD 732.05 0.35 253.46 1.00 253.46 49966.15 197.13 -8.80 -173.52 CANOLA 124.22 1.29 160.65 0.73 117.14 49966.15 426.57 -16.62 -708.86 CHF 1417.81 0.45 643.10 1.00 643.10 49966.15 77.70 -3.84 -29.87 COCOA 880.60 3.51 3087.42 1.00 3087.42 49966.15 16.18 8.72 14.11 COFFEE 860.62 1.76 1517.04 1.00 1517.04 49966.15 32.94 6.38 21.02 COPPER 1140.37 1.64 1870.15 1.00 1870.15 49966.15 26.72 0.94 2.52 CORN 228.50 1.19 271.18 1.00 271.18 49966.15 184.25 -16.31 -300.52 COTTON2 363.70 1.59 577.43 1.00 577.43 49966.15 86.53 -15.96 -138.10 CRUDE_W 783.40 1.31 1025.45 1.00 1025.45 49966.15 48.73 8.45 41.15 DAX 184.28 0.77 142.69 1.07 153.23 49966.15 326.09 0.79 25.90 DOW 198.36 0.59 117.25 1.00 117.25 49966.15 426.17 -5.71 -243.23 DX 1052.10 0.36 381.54 1.00 381.54 49966.15 130.96 6.11 80.08 EUR 1344.56 0.43 573.23 1.00 573.23 49966.15 87.17 -7.17 -62.50 EURIBOR-ICE 2435.62 0.05 133.17 1.07 143.01 49966.15 349.40 -1.96 -68.57 EUROSTX 499.00 0.92 456.78 1.07 490.51 49966.15 101.87 -2.75 -28.04 FEEDCOW 1305.50 0.74 964.42 1.00 964.42 49966.15 51.81 -0.67 -3.45 GASOIL 783.50 1.35 1059.75 1.00 1059.75 49966.15 47.15 0.64 3.03 GASOLINE 1031.02 1.48 1525.24 1.00 1525.24 49966.15 32.76 2.00 6.55 GAS_US_mini 70.88 3.77 267.31 1.00 267.31 49966.15 186.92 -0.07 -1.26 GBP 792.56 0.43 342.28 1.00 342.28 49966.15 145.98 2.28 33.33 GOLD_micro 237.21 0.96 226.68 1.00 226.68 49966.15 220.43 -2.16 -47.59 HEATOIL 1076.59 1.38 1483.17 1.00 1483.17 49966.15 33.69 -7.41 -24.96 JGB-SGX-mini 143660.00 0.17 24604.70 0.01 155.92 49966.15 320.46 1.85 59.22 JPY 797.38 0.60 478.51 1.00 478.51 49966.15 104.42 -14.66 -153.06 LEANHOG 305.50 1.43 437.89 1.00 437.89 49966.15 114.11 -15.61 -178.13 LIVECOW 730.40 0.73 535.50 1.00 535.50 49966.15 93.31 17.43 162.65 LUMBER-new 136.40 1.74 237.17 1.00 237.17 49966.15 210.67 -17.61 -371.03 MILK 413.60 1.47 609.60 1.00 609.60 49966.15 81.97 2.00 16.43 MXP 269.35 1.19 320.71 1.00 320.71 49966.15 155.80 -3.93 -61.25 NASDAQ_micro 400.47 0.70 278.63 1.00 278.63 49966.15 179.33 6.83 122.57 NIKKEI 38525.00 0.86 33178.91 0.01 210.26 49966.15 237.64 -2.04 -48.40 NZD 612.60 0.60 368.07 1.00 368.07 49966.15 135.75 5.08 68.90 OAT 1241.10 0.43 535.32 1.07 574.85 49966.15 86.92 -7.09 -61.63 OATIES 163.25 2.21 361.33 1.00 361.33 49966.15 138.29 -9.67 -133.71 OJ 628.12 2.07 1299.09 1.00 1299.09 49966.15 38.46 6.32 24.30 PALLAD 917.00 2.24 2055.49 1.00 2055.49 49966.15 24.31 -7.55 -18.35 PLAT 499.90 1.65 822.50 1.00 822.50 49966.15 60.75 0.56 3.42 REDWHEAT 307.12 1.95 598.60 1.00 598.60 49966.15 83.47 -11.29 -94.24 RICE 313.00 0.96 300.44 1.00 300.44 49966.15 166.31 10.33 171.74 ROBUSTA 416.10 1.68 700.97 1.00 700.97 49966.15 71.28 8.23 58.69 RUSSELL 102.04 1.01 103.13 1.00 103.13 49966.15 484.48 -6.95 -336.78 SHATZ 1057.40 0.09 95.18 1.07 102.21 49966.15 488.88 -8.06 -393.86 SILVER-mini 777.19 2.02 1570.00 1.00 1570.00 49966.15 31.83 2.55 8.11 SMI 1217.90 0.64 775.72 1.13 877.65 49966.15 56.93 19.63 111.76 SOFR 2409.62 0.07 175.39 1.00 175.39 49966.15 284.88 3.26 92.73 SOYBEAN 558.12 0.96 536.66 1.00 536.66 49966.15 93.10 -18.37 -171.02 SOYMEAL 335.50 1.38 461.63 1.00 461.63 49966.15 108.24 -12.92 -139.83 SOYOIL 265.38 1.44 382.52 1.00 382.52 49966.15 130.62 -14.57 -190.26 SP400 2955.00 0.82 2412.17 1.00 2412.17 49966.15 20.71 -7.17 -14.85 SP500_micro 276.98 0.54 149.41 1.00 149.41 49966.15 334.42 9.03 302.09 SUGAR11 213.14 1.54 327.82 1.00 327.82 49966.15 152.42 -2.34 -35.67 US10 1105.62 0.38 423.03 1.00 423.03 49966.15 118.12 1.08 12.80 US10U 1143.91 0.50 574.17 1.00 574.17 49966.15 87.02 4.03 35.05 US2 2044.06 0.11 216.01 1.00 216.01 49966.15 231.32 -6.15 -142.15 US20 1198.12 0.71 846.82 1.00 846.82 49966.15 59.00 6.18 36.44 US30 1278.75 0.98 1256.03 1.00 1256.03 49966.15 39.78 3.47 13.82 US5 1068.75 0.26 274.79 1.00 274.79 49966.15 181.83 -1.01 -18.41 VIX 163.50 2.26 369.81 1.00 369.81 49966.15 135.11 -19.74 -266.75 WHEAT 304.00 1.80 545.95 1.00 545.95 49966.15 91.52 -11.51 -105.33 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 47.511 0.010 2.5 1.233 BITCOIN -48.532 0.043 2.5 -5.255 BOBL -90.328 0.004 2.5 -0.916 BTP -62.573 0.014 2.5 -2.134 BUND -24.706 0.004 2.5 -0.251 BUXL -17.821 0.004 2.5 -0.181 CAC -46.986 0.014 2.5 -1.603 CAD -173.519 0.010 2.5 -4.502 CANOLA -708.863 0.010 2.5 -17.246 CHF -29.866 0.010 2.5 -0.775 COCOA 14.110 0.009 2.5 0.302 COFFEE 21.024 0.005 2.5 0.246 COPPER 2.517 0.043 2.5 0.273 CORN -300.516 0.010 2.5 -7.311 COTTON2 -138.096 0.009 2.5 -2.958 CRUDE_W 41.155 0.043 2.5 4.457 DAX 25.901 0.014 2.5 0.883 DOW -243.233 0.009 2.5 -5.653 DX 80.077 0.010 2.5 2.078 EUR -62.499 0.010 2.5 -1.622 EURIBOR-ICE -68.566 0.014 2.5 -2.339 EUROSTX -28.043 0.014 2.5 -0.957 FEEDCOW -3.446 0.013 2.5 -0.114 GASOIL 3.026 0.017 2.5 0.131 GASOLINE 6.546 0.017 2.5 0.284 GAS_US_mini -1.262 0.043 2.5 -0.137 GBP 33.328 0.010 2.5 0.865 GOLD_micro -47.593 0.014 2.5 -1.623 HEATOIL -24.958 0.017 2.5 -1.082 JGB-SGX-mini 59.217 0.043 2.5 6.412 JPY -153.055 0.010 2.5 -3.971 LEANHOG -178.128 0.024 2.5 -10.826 LIVECOW 162.652 0.013 2.5 5.390 LUMBER-new -371.033 0.009 2.5 -7.943 MILK 16.427 0.009 2.5 0.352 MXP -61.248 0.059 2.5 -8.990 NASDAQ_micro 122.569 0.009 2.5 2.849 NIKKEI -48.399 0.043 2.5 -5.241 NZD 68.896 0.010 2.5 1.788 OAT -61.632 0.014 2.5 -2.102 OATIES -133.714 0.010 2.5 -3.253 OJ 24.302 0.009 2.5 0.520 PALLAD -18.345 0.014 2.5 -0.626 PLAT 3.422 0.014 2.5 0.117 REDWHEAT -94.239 0.005 2.5 -1.250 RICE 171.741 0.010 2.5 4.178 ROBUSTA 58.687 0.005 2.5 0.685 RUSSELL -336.780 0.013 2.5 -11.160 SHATZ -393.860 0.004 2.5 -3.994 SILVER-mini 8.112 0.014 2.5 0.277 SMI 111.756 0.014 2.5 3.812 SOFR 92.732 0.024 2.5 5.636 SOYBEAN -171.023 0.004 2.5 -1.591 SOYMEAL -139.828 0.004 2.5 -1.300 SOYOIL -190.263 0.004 2.5 -1.771 SP400 -14.849 0.013 2.5 -0.492 SP500_micro 302.090 0.009 2.5 7.021 SUGAR11 -35.666 0.009 2.5 -0.759 US10 12.800 0.005 2.5 0.162 US10U 35.046 0.005 2.5 0.444 US2 -142.148 0.005 2.5 -1.801 US20 36.441 0.005 2.5 0.462 US30 13.819 0.005 2.5 0.175 US5 -18.411 0.005 2.5 -0.233 VIX -266.752 0.099 2.5 -65.845 WHEAT -105.330 0.005 2.5 -1.397 ===================== Position diags ===================== AUD 3.28 BITCOIN 37.32 BOBL 1.62 BTP 2.62 BUND 0.79 BUXL 0.32 CAC 2.19 CAD 5.11 CANOLA 10.38 CHF 2.02 COCOA 0.35 COFFEE 0.38 COPPER 2.89 CORN 4.48 COTTON2 1.85 CRUDE_W 5.28 DAX 11.12 DOW 9.90 DX 3.40 EUR 2.26 EURIBOR-ICE 11.92 EUROSTX 3.47 FEEDCOW 1.72 GASOIL 2.04 GASOLINE 1.42 GAS_US_mini 20.24 GBP 3.79 GOLD_micro 7.52 HEATOIL 1.46 JGB-SGX-mini 34.70 JPY 2.71 LEANHOG 6.93 LIVECOW 3.09 LUMBER-new 4.51 MILK 1.76 MXP 22.87 NASDAQ_micro 4.17 NIKKEI 25.73 NZD 3.52 OAT 2.96 OATIES 3.36 OJ 0.82 PALLAD 0.83 PLAT 2.07 REDWHEAT 1.11 RICE 4.05 ROBUSTA 0.83 RUSSELL 16.05 SHATZ 4.96 SILVER-mini 1.09 SMI 1.94 SOFR 17.31 SOYBEAN 0.87 SOYMEAL 1.01 SOYOIL 1.22 SP400 0.69 SP500_micro 7.77 SUGAR11 3.24 US10 1.50 US10U 1.10 US2 2.93 US20 0.75 US30 0.50 US5 2.30 VIX 33.35 WHEAT 1.21 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 1.2 0.9 1.6 3.0 3 BITCOIN -5.3 -9.0 -1.5 0.0 0 BOBL -0.9 -1.1 -0.8 0.0 0 BTP -2.1 -2.4 -1.9 -1.0 -1 BUND -0.3 -0.3 -0.2 -2.0 -2 BUXL -0.2 -0.2 -0.1 0.0 0 CAC -1.6 -1.8 -1.4 0.0 0 CAD -4.5 -5.0 -4.0 -2.0 -2 CANOLA -17.2 -18.3 -16.2 -9.0 -9 CHF -0.8 -1.0 -0.6 -2.0 -2 COCOA 0.3 0.3 0.3 0.0 0 COFFEE 0.2 0.2 0.3 0.0 0 COPPER 0.3 -0.0 0.6 1.0 1 CORN -7.3 -7.8 -6.9 -8.0 -8 COTTON2 -3.0 -3.1 -2.8 -3.0 -3 CRUDE_W 4.5 3.9 5.0 3.0 3 DAX 0.9 -0.2 2.0 3.0 3 DOW -5.7 -6.6 -4.7 0.0 0 DX 2.1 1.7 2.4 3.0 3 EUR -1.6 -1.8 -1.4 0.0 0 EURIBOR-ICE -2.3 -3.5 -1.1 -8.0 -8 EUROSTX -1.0 -1.3 -0.6 1.0 1 FEEDCOW -0.1 -0.3 0.1 -2.0 -2 GASOIL 0.1 -0.1 0.3 -2.0 -2 GASOLINE 0.3 0.1 0.4 1.0 1 GAS_US_mini -0.1 -2.2 1.9 9.0 9 GBP 0.9 0.5 1.2 0.0 0 GOLD_micro -1.6 -2.4 -0.9 -3.0 -3 HEATOIL -1.1 -1.2 -0.9 0.0 0 JGB-SGX-mini 6.4 2.9 9.9 -1.0 -1 JPY -4.0 -4.2 -3.7 -3.0 -3 LEANHOG -10.8 -11.5 -10.1 -11.0 -11 LIVECOW 5.4 5.1 5.7 8.0 8 LUMBER-new -7.9 -8.4 -7.5 -1.0 -1 MILK 0.4 0.2 0.5 NaN 0 MXP -9.0 -11.3 -6.7 -10.0 -10 NASDAQ_micro 2.8 2.4 3.3 2.0 2 NIKKEI -5.2 -7.8 -2.7 -1.0 -1 NZD 1.8 1.4 2.1 2.0 2 OAT -2.1 -2.4 -1.8 0.0 0 OATIES -3.3 -3.6 -2.9 NaN 0 OJ 0.5 0.4 0.6 1.0 1 PALLAD -0.6 -0.7 -0.5 -2.0 -2 PLAT 0.1 -0.1 0.3 0.0 0 REDWHEAT -1.3 -1.4 -1.1 0.0 0 RICE 4.2 3.8 4.6 NaN 0 ROBUSTA 0.7 0.6 0.8 2.0 2 RUSSELL -11.2 -12.8 -9.6 -19.0 -19 SHATZ -4.0 -4.5 -3.5 NaN 0 SILVER-mini 0.3 0.2 0.4 0.0 0 SMI 3.8 3.6 4.0 0.0 0 SOFR 5.6 3.9 7.4 NaN 0 SOYBEAN -1.6 -1.7 -1.5 -5.0 -5 SOYMEAL -1.3 -1.4 -1.2 0.0 0 SOYOIL -1.8 -1.9 -1.6 -1.0 -1 SP400 -0.5 -0.6 -0.4 0.0 0 SP500_micro 7.0 6.2 7.8 10.0 10 SUGAR11 -0.8 -1.1 -0.4 -2.0 -2 US10 0.2 0.0 0.3 0.0 0 US10U 0.4 0.3 0.6 2.0 2 US2 -1.8 -2.1 -1.5 NaN 0 US20 0.5 0.4 0.5 0.0 0 US30 0.2 0.1 0.2 1.0 1 US5 -0.2 -0.5 -0.0 -3.0 -3 VIX -65.8 -69.2 -62.5 -56.0 -56 WHEAT -1.4 -1.5 -1.3 -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 0.2 0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.1 -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 0.3 0.1 0.2 0.3 -0.0 -0.2 0.1 -0.0 BITCOIN -0.2 -0.1 0.2 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.2 0.4 -0.2 0.7 0.1 0.0 -0.2 -0.1 -0.2 -0.2 0.1 0.2 -0.2 0.5 -0.1 -2.7 0.0 -0.1 0.4 -0.1 0.7 -0.0 -0.2 -0.4 0.6 0.4 0.6 -0.6 -0.1 0.1 0.0 BOBL 0.5 0.1 -0.2 0.0 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.2 0.1 -0.2 0.0 -0.0 -0.4 -0.2 -0.2 -0.1 -0.0 -0.0 0.1 -0.1 0.0 0.5 -0.0 0.0 -0.0 0.0 -0.1 0.0 -0.4 0.2 -0.0 -0.3 -0.1 -0.7 -0.5 -0.2 -0.3 BTP -0.1 -0.2 -0.3 0.0 0.0 -0.0 0.1 -0.1 0.0 0.0 0.2 0.0 0.3 -0.0 -0.1 0.0 0.1 0.0 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 0.7 -0.4 -0.6 -0.5 0.2 -0.5 -0.4 0.1 0.1 BUND 0.4 0.0 -0.2 0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 -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 0.0 -0.0 0.1 -0.0 0.0 0.2 0.1 -0.1 -0.2 0.1 -0.7 -0.6 -0.2 -0.4 BUXL 0.3 -0.0 -0.1 0.0 0.0 -0.0 0.0 -0.1 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 -0.1 0.0 -0.3 0.0 0.0 -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 -0.5 0.0 0.0 0.2 0.0 0.3 0.0 -0.1 0.3 -0.1 0.5 -0.1 -0.1 -0.1 0.0 -0.0 0.0 -0.1 0.0 -0.2 0.3 -0.2 -1.4 -0.0 -0.0 0.1 -0.1 0.2 -0.1 0.7 -0.5 -0.6 -0.6 -0.2 -0.1 0.3 -0.3 0.4 CAD -0.0 0.0 -0.2 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 0.1 -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 0.1 -0.2 -0.0 -0.2 -0.0 -0.0 0.3 -0.1 -0.4 -0.3 -0.0 -0.3 -0.1 -0.2 CANOLA -0.6 0.1 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 -0.1 -0.0 -0.1 -0.2 -0.1 -2.6 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -1.1 -0.2 -0.4 -0.1 0.2 -0.3 -0.6 0.1 -0.2 CHF 0.6 0.5 -0.5 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.4 0.2 -0.5 0.2 -0.0 -0.3 -0.3 -0.3 -0.3 0.0 -0.1 0.1 -0.3 0.2 0.6 0.0 0.0 -0.1 0.1 -0.1 0.1 -1.1 0.5 0.6 0.3 -0.6 0.1 -0.5 0.1 -0.4 COCOA 0.6 -0.1 -0.2 -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 0.2 0.6 -0.1 0.6 0.3 0.1 0.4 0.3 COFFEE 0.2 0.1 0.4 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.1 0.3 0.1 0.4 0.1 0.1 0.0 0.1 0.1 0.1 0.2 0.2 0.1 0.4 0.1 -2.7 0.0 0.0 0.2 0.0 0.2 0.0 0.5 0.0 0.6 -0.1 0.6 0.2 -0.4 0.5 -0.1 COPPER -0.6 -0.4 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 -0.0 0.1 -0.0 -1.0 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.3 0.0 -0.1 0.3 0.5 -0.1 -0.0 0.4 0.3 CORN -0.5 0.1 0.6 -0.0 -0.0 -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 -0.1 -0.1 -0.1 -0.3 -0.1 -1.9 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -1.1 0.4 0.2 0.2 0.2 -0.7 -0.7 -0.7 -0.0 COTTON2 -0.3 -0.5 -0.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.3 -0.1 -0.3 -0.1 -0.1 -0.1 0.0 -0.0 0.0 -0.2 -0.2 -0.0 -0.2 -0.1 -2.7 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 -0.0 0.1 -0.1 -0.5 -0.6 -0.1 -0.4 0.4 -0.0 CRUDE_W 0.0 -0.4 -0.1 -0.0 0.1 -0.0 0.1 0.1 0.0 0.2 0.1 0.2 0.5 0.1 -0.0 0.2 0.2 0.3 0.3 0.0 0.0 0.2 0.2 0.1 -0.6 -0.1 0.1 -0.0 0.0 0.1 -0.0 0.1 0.2 -0.4 -0.5 -0.0 0.7 0.6 0.7 0.7 DAX -0.6 -0.2 -0.3 0.1 0.0 0.2 0.0 0.3 0.0 -0.1 0.4 -0.1 0.6 -0.1 0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.1 0.5 -0.1 1.5 0.0 -0.0 0.2 -0.1 0.4 -0.1 -0.5 -0.5 -0.6 -0.6 0.4 0.1 0.2 -0.1 0.3 DOW -0.2 -0.1 -0.4 0.0 0.0 0.2 0.0 0.3 0.0 0.1 0.3 0.0 0.5 -0.0 -0.0 -0.2 -0.2 -0.2 -0.2 -0.0 0.1 0.1 0.4 -0.0 -1.7 0.0 0.0 0.1 -0.0 0.3 -0.0 -0.5 -0.2 -0.5 -0.4 -0.4 0.3 -0.1 0.4 -0.3 DX 0.1 -0.2 0.2 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 0.4 0.2 0.5 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 0.4 -0.4 0.5 -0.0 0.3 -0.0 0.5 EUR -0.2 0.2 -0.1 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.1 -0.3 -0.2 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -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 -0.1 0.0 -0.4 -0.7 -0.3 -0.5 EURIBOR-ICE 0.4 -0.1 -0.5 0.0 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.1 0.1 -0.0 0.0 -0.0 -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 -0.1 -0.3 -0.1 -0.7 -0.7 -0.1 0.2 EUROSTX -0.6 -0.4 -0.4 0.0 0.0 0.2 0.0 0.3 0.0 -0.0 0.4 -0.1 0.6 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.0 0.1 -0.1 0.5 -0.1 -0.3 0.0 -0.0 0.2 -0.1 0.4 -0.0 0.3 -0.5 -0.6 -0.5 0.2 -0.4 0.1 -0.7 0.2 FEEDCOW -0.0 0.2 -0.3 -0.0 -0.0 -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 0.3 0.3 -0.4 0.3 0.7 0.7 0.7 GASOIL 0.2 -0.4 -0.3 -0.0 0.1 -0.0 0.1 0.1 0.0 0.2 0.0 0.2 0.4 0.1 -0.1 -0.0 0.3 0.0 0.2 -0.1 -0.0 0.2 0.2 0.1 0.8 -0.0 0.1 -0.0 0.1 0.1 0.0 0.0 0.4 0.2 -0.0 -0.3 -0.7 -0.4 -0.7 -0.7 GASOLINE -0.1 -0.6 -0.1 -0.0 0.1 -0.0 0.1 0.1 0.0 0.2 0.2 0.2 0.5 -0.1 -0.1 0.4 0.3 0.4 0.3 -0.1 0.0 0.1 0.3 -0.0 -2.7 -0.1 0.1 -0.0 0.0 0.1 -0.0 0.2 -0.3 -0.3 -0.5 -0.1 0.7 0.7 0.7 0.7 GAS_US_mini 0.1 0.6 0.6 -0.0 0.1 -0.0 0.1 0.1 0.0 -0.1 -0.2 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 -0.1 0.0 -1.1 -0.5 -0.1 0.6 0.1 -0.1 -0.2 -0.2 -0.4 GBP 0.0 0.3 -0.1 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.2 0.4 -0.2 0.2 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.1 -0.1 0.1 0.0 0.2 0.1 -0.1 0.1 -0.0 0.2 0.0 0.2 -0.1 0.1 0.5 0.5 -0.2 -0.7 -0.2 -0.3 GOLD_micro -0.5 -0.4 0.3 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.1 0.2 -0.0 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 0.2 -0.0 -0.7 0.0 0.2 -0.0 0.6 -0.0 -0.3 0.2 -0.1 HEATOIL 0.2 -0.3 -0.3 -0.0 0.1 -0.0 0.1 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 0.1 -2.7 -0.1 0.1 -0.1 0.0 0.0 -0.0 -0.2 0.2 -0.3 -0.5 -0.6 0.1 0.2 -0.1 0.0 JGB-SGX-mini 0.6 -0.1 -0.5 0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 -0.1 0.1 -0.0 0.0 -0.0 0.4 0.4 0.4 0.4 -0.0 -0.0 0.1 -0.1 0.0 -1.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 1.1 0.1 -0.0 -0.3 -0.3 -0.5 -0.2 -0.0 0.5 JPY 0.1 -0.3 -0.3 -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 -0.1 -0.2 -0.1 -0.5 -0.1 2.7 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -1.1 -0.2 -0.3 -0.5 -0.6 -0.6 -0.4 -0.6 -0.4 LEANHOG -0.6 -0.6 -0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 0.4 -0.4 0.1 -0.4 -0.2 -0.2 -0.2 -0.2 -0.2 0.9 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -1.1 0.1 -0.6 -0.6 -0.6 -0.4 -0.3 -0.2 0.2 LIVECOW 0.1 0.4 -0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.1 0.3 0.2 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 0.5 0.7 LUMBER-new -0.1 -0.3 -0.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.2 -0.1 -0.1 -0.2 -0.2 NaN -0.1 0.0 -0.1 -0.0 -0.1 -0.0 -1.2 0.2 -0.3 -0.5 -0.7 -0.4 -0.4 -0.1 -0.3 MILK -0.0 0.6 0.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.2 0.0 -0.2 0.1 0.1 -0.4 -0.4 -0.3 -0.4 0.2 0.1 0.0 -0.0 0.1 1.8 0.0 -0.0 0.1 0.0 -0.0 0.0 -1.1 0.2 0.6 0.6 0.5 -0.4 -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 -0.1 -2.7 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 1.1 -0.2 -0.6 -0.6 -0.1 0.6 0.6 0.7 0.7 NASDAQ_micro 0.6 0.6 -0.1 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 0.1 0.0 0.2 0.0 0.3 0.0 -0.0 0.3 -0.0 0.6 0.0 -0.0 0.2 0.2 0.2 0.2 0.0 0.2 -0.0 0.5 -0.0 -2.6 0.0 -0.0 0.2 -0.0 0.6 -0.0 1.1 -0.4 -0.3 -0.5 -0.4 -0.1 -0.3 -0.3 -0.4 NZD 0.1 0.5 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 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 0.2 0.5 0.1 0.1 -0.2 0.2 0.1 OAT -0.1 -0.2 -0.3 0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.0 0.1 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 -0.4 -0.6 -0.5 -0.0 -0.7 -0.6 -0.1 -0.1 OATIES -0.6 0.0 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 -0.0 -0.0 -0.0 0.0 -0.5 -0.3 0.1 0.0 -0.1 -0.0 0.2 0.4 OJ -0.6 0.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.2 -0.1 0.4 0.0 0.1 0.2 0.3 0.2 0.2 0.1 0.2 -0.0 0.4 0.0 -2.7 0.0 -0.0 0.1 -0.0 0.2 0.0 0.9 -0.2 -0.3 0.6 0.6 0.2 0.3 0.7 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 -0.0 -0.3 -0.1 2.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.3 0.0 0.0 -0.2 -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 0.1 0.1 -0.1 -0.1 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.0 0.0 -0.1 1.1 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.1 0.1 -0.0 0.4 0.0 -0.7 -0.3 -0.0 0.1 REDWHEAT -0.6 0.3 0.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 -0.3 -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 -0.6 0.3 0.4 -0.5 -0.7 -0.2 -0.6 RICE -0.2 0.4 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.1 0.5 0.1 0.6 0.1 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.1 0.5 0.1 -1.8 0.0 0.1 0.1 0.0 0.1 0.0 1.1 0.5 0.6 0.6 0.1 -0.4 -0.2 -0.3 -0.1 ROBUSTA 0.4 0.1 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.2 0.0 0.3 0.1 0.1 0.4 0.4 0.4 0.4 0.1 0.2 0.0 0.5 0.1 -2.7 0.0 0.0 0.1 0.0 0.2 0.0 1.1 -0.0 0.6 0.1 0.6 0.0 -0.3 0.3 0.1 RUSSELL -0.3 -0.0 -0.1 0.0 0.0 0.2 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 -0.0 0.1 -0.0 0.1 -0.0 -0.0 -0.4 -0.5 -0.4 -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 -0.0 0.0 0.0 -0.2 0.1 -0.3 0.0 -0.0 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 0.1 -0.2 0.1 0.9 -0.0 0.0 -0.1 0.0 -0.1 0.0 -1.1 0.3 0.1 -0.2 -0.2 -0.7 -0.6 -0.5 -0.4 SILVER-mini -0.6 0.1 0.5 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.1 0.2 -0.0 0.2 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.1 0.0 0.2 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.0 0.1 0.3 0.5 -0.2 -0.4 0.2 0.1 SMI 0.0 0.6 0.4 0.1 0.0 0.2 0.0 0.3 0.0 -0.0 0.5 0.1 0.6 0.2 0.2 -0.1 0.0 -0.0 0.0 0.2 0.2 0.1 0.5 0.2 1.9 0.1 0.0 0.2 0.0 0.2 0.0 0.7 -0.4 0.3 0.6 0.6 0.3 0.1 0.2 -0.0 SOFR 0.6 0.5 -0.2 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.1 0.1 0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.0 0.1 -0.1 0.1 -0.3 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 0.1 -0.0 -0.0 -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 0.0 -0.1 -0.1 -0.2 -0.2 -0.2 -2.7 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 0.3 -0.2 -0.6 -0.0 0.2 -0.7 -0.7 -0.5 -0.7 SOYMEAL -0.6 0.1 0.4 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.0 0.1 0.1 0.1 0.1 -0.0 -0.0 -0.2 -0.2 -0.1 -2.7 0.0 -0.1 0.0 -0.0 -0.0 -0.0 0.2 -0.1 -0.1 0.5 0.4 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.2 0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -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 0.2 0.1 -0.2 -0.2 -0.5 -0.6 -0.0 -0.0 SP400 -0.4 -0.2 -0.1 0.0 0.0 0.2 0.0 0.2 0.0 0.0 0.3 -0.1 0.4 -0.1 -0.0 -0.1 -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 -0.3 -0.4 -0.4 -0.1 0.0 -0.3 0.0 -0.7 SP500_micro 0.5 0.6 -0.0 0.1 0.0 0.2 0.0 0.3 0.0 0.1 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 -0.6 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 -0.0 -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 0.3 0.6 -0.2 -0.6 0.5 0.6 0.7 0.7 US10 0.6 0.5 -0.0 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 -0.1 -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 0.1 0.2 0.1 -0.1 -0.6 0.3 0.1 US10U 0.6 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 0.6 0.4 -0.2 0.0 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.2 0.1 -0.3 0.1 -0.0 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 0.0 -0.3 0.0 1.6 -0.0 0.0 -0.1 0.0 -0.1 0.0 -1.1 -0.1 -0.0 -0.1 -0.2 -0.2 -0.7 -0.1 -0.5 US20 0.5 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 0.5 0.5 0.0 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.0 0.1 -0.2 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.0 0.0 0.0 -0.0 0.0 -0.1 0.0 0.2 0.3 0.2 -0.3 -0.4 0.3 0.5 US5 0.6 0.5 -0.1 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.2 0.1 -0.0 -0.2 -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 0.3 -0.6 0.1 -0.1 0.0 -0.4 0.0 -0.6 -0.1 0.3 -0.9 0.2 -1.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 0.1 -0.9 -0.1 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 0.3 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 -0.3 -0.3 -0.3 -0.0 0.0 -0.2 -0.1 -0.2 0.1 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -1.1 -0.5 -0.6 0.4 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 -1.7 7.7 4.4 -0.3 -5.0 -0.6 -3.4 0.9 -0.9 10.1 -0.4 6.3 -5.2 10.2 11.4 -2.4 -2.8 -2.6 -2.7 4.5 2.7 3.4 -1.5 3.5 3.4 3.1 4.2 2.4 2.2 0.1 2.1 -0.0 12.6 2.2 7.6 10.1 -0.2 -6.8 1.6 -0.8 BITCOIN -7.3 -1.6 5.1 -2.7 -0.1 1.1 -5.6 1.7 -6.9 -18.4 16.0 -20.0 18.8 5.4 4.5 -7.7 -7.4 -7.6 -7.7 6.2 20.0 -20.0 20.0 -8.7 -20.0 3.8 -7.7 13.7 -8.8 19.8 -4.0 -3.7 -18.1 20.0 13.6 20.0 -16.8 -3.9 1.9 1.3 BOBL 15.7 2.2 -6.8 0.8 1.8 -0.6 3.1 -1.3 2.5 4.8 -6.4 5.2 -5.4 2.6 -3.7 -20.0 -8.1 -7.7 -7.0 -1.7 -4.3 7.8 -4.9 3.9 3.9 -0.5 3.1 -1.5 4.0 -1.6 2.0 -7.0 7.8 -0.8 -7.9 -1.8 -20.0 -15.6 -6.5 -10.0 BTP -3.9 -6.9 -9.6 1.3 3.0 -1.0 5.3 -2.2 4.3 5.4 6.2 0.0 8.3 -3.9 -7.2 0.2 5.0 2.4 3.6 -3.1 0.8 -0.9 4.3 -3.2 -20.0 -2.1 0.1 1.7 -0.9 4.5 -2.8 13.9 -16.4 -20.0 -15.8 7.2 -15.0 -11.5 3.5 2.5 BUND 12.3 1.4 -4.7 0.8 1.9 -0.6 3.4 -1.4 2.8 5.5 -4.8 5.7 -2.8 3.1 -3.0 1.7 -0.8 -2.9 -3.0 -0.8 -2.8 7.9 -3.4 4.0 1.3 0.0 3.7 -0.7 4.7 -0.7 2.4 3.0 6.1 -2.3 -7.4 1.6 -20.0 -18.9 -4.9 -10.9 BUXL 10.4 -0.1 -1.7 1.0 2.2 -0.7 3.9 -1.6 3.2 5.4 -3.2 5.9 -2.5 3.0 -3.2 -2.5 -3.1 -4.8 -4.5 -0.9 -2.5 7.8 -3.7 3.9 -2.1 0.2 3.9 -0.2 5.1 -0.4 2.5 -0.6 5.0 -4.1 -9.3 3.9 -20.0 -20.0 -14.1 -9.0 CAC -20.0 -18.7 -16.0 4.6 4.9 6.9 3.4 7.9 3.4 -7.6 11.8 -12.7 15.0 -12.4 -5.0 -7.0 0.6 -0.3 1.4 -9.8 3.9 -20.0 11.8 -20.0 -10.4 -2.8 -3.8 2.3 -8.7 4.7 -7.7 13.0 -20.0 -20.0 -20.0 -5.9 -2.5 7.6 -8.9 10.8 CAD -1.5 0.3 -6.8 -0.4 -6.5 -0.8 -4.4 1.2 -1.2 14.3 -16.6 -6.6 -15.0 -10.0 -13.2 -4.2 -2.7 -3.5 -3.1 -8.1 -9.9 -0.4 -10.4 -5.1 -0.8 -5.9 6.0 -6.7 -0.2 -6.6 -4.1 -0.2 14.3 -3.3 -12.1 -9.8 -0.3 -8.9 -4.0 -5.8 CANOLA -20.0 2.0 20.0 -1.4 -0.5 -0.1 -2.9 -0.2 -3.0 -7.7 -3.7 -8.5 -6.2 -6.9 -1.0 -12.8 -9.5 -14.3 -13.5 -4.7 -3.5 -12.3 -6.8 -10.3 -19.9 -1.8 -2.9 -1.4 -3.9 -2.6 -3.5 -20.0 -9.1 -12.4 -3.0 4.9 -10.4 -16.6 1.7 -5.1 CHF 20.0 16.1 -14.4 -0.3 -5.3 -0.6 -3.6 1.0 -0.9 4.4 -14.9 15.1 -13.3 14.6 -4.3 -16.7 -16.4 -16.8 -16.5 2.3 -10.5 15.2 -11.6 14.7 4.3 1.5 1.9 -3.2 6.5 -3.5 6.4 -20.0 20.0 20.0 10.1 -17.9 3.6 -14.9 1.9 -12.3 COCOA 17.0 -1.7 -7.6 -1.0 -0.4 -0.1 -2.1 -0.1 -2.2 -5.2 3.7 2.2 4.8 1.8 2.6 19.9 15.8 20.0 20.0 5.6 7.8 1.0 8.6 4.7 -16.8 2.0 -0.0 4.0 0.7 5.3 1.0 20.0 8.9 18.6 -4.6 20.0 9.5 2.7 13.1 7.8 COFFEE 5.1 3.6 13.0 -2.7 -1.1 -0.3 -5.7 -0.4 -5.9 13.6 12.3 7.8 11.6 11.4 10.4 1.7 7.3 5.4 7.3 16.9 18.4 8.5 15.1 12.6 -20.0 4.5 0.5 6.7 0.4 6.4 1.6 9.9 2.0 20.0 -2.0 20.0 5.4 -13.1 16.2 -3.8 COPPER -20.0 -12.2 16.1 -0.9 -0.0 0.4 -1.8 0.5 -2.2 5.5 4.3 -5.5 3.7 -5.4 2.1 2.2 -2.9 0.5 -1.5 2.4 6.3 -2.9 5.4 -3.0 -7.8 1.2 -0.7 2.5 -1.4 2.1 -0.8 5.1 1.0 -1.8 9.2 14.5 -2.0 -0.9 11.0 7.8 CORN -14.9 3.0 18.1 -2.6 -1.0 -0.3 -5.5 -0.3 -5.7 -13.7 -7.5 -11.7 -15.3 -10.4 -3.5 -16.9 -12.4 -18.0 -16.8 -5.4 -6.1 -12.8 -12.5 -9.2 -14.3 -1.4 -1.6 -2.8 -2.0 -6.4 -2.5 -20.0 15.4 5.6 7.2 5.8 -20.0 -19.8 -20.0 -0.8 COTTON2 -8.6 -16.0 -20.0 -1.9 -0.7 -0.2 -4.0 -0.2 -4.1 7.2 -11.0 -9.8 -7.6 -11.2 -12.5 -6.8 1.8 -0.3 1.4 -16.7 -14.1 -5.2 -8.0 -12.1 -20.0 -3.9 0.1 -2.2 -1.7 -0.2 -3.3 -0.4 5.7 -1.9 -16.6 -20.0 -4.1 -10.6 11.4 -0.6 CRUDE_W 1.0 -11.5 -2.7 -2.1 11.0 -0.3 8.2 2.3 1.3 20.0 5.1 19.8 13.8 5.6 -0.4 11.4 12.0 12.7 12.5 0.4 3.3 20.0 9.1 8.6 -4.6 -4.8 9.7 -1.4 4.2 2.5 -2.9 1.9 6.9 -11.9 -14.9 -1.0 20.0 17.8 20.0 20.0 DAX -20.0 -6.8 -8.0 4.7 4.9 7.0 3.5 8.0 3.5 -8.9 15.7 -13.7 17.0 -9.4 1.6 -9.7 -11.4 -10.9 -11.6 0.3 12.8 -15.8 18.5 -11.9 11.3 1.0 -2.7 7.5 -6.8 9.9 -5.1 -8.8 -20.0 -20.0 -17.4 11.6 2.2 5.6 -3.4 10.3 DOW -7.0 -2.3 -11.9 4.1 4.3 6.1 3.0 7.1 3.1 14.1 11.4 4.4 12.9 -2.5 -3.2 -10.5 -11.2 -11.2 -11.5 -1.0 5.8 6.7 13.1 -1.2 -13.0 0.3 2.2 4.6 -0.6 8.5 -1.5 -8.4 -7.3 -16.3 -11.3 -13.7 8.7 -3.5 11.9 -7.8 DX 1.7 -7.6 6.7 -0.3 -5.2 -0.6 -3.5 0.9 -0.9 15.9 13.2 15.8 12.7 2.6 9.8 7.1 6.9 7.4 7.1 5.8 7.7 11.0 8.4 7.3 -20.0 3.5 6.2 4.4 6.5 4.8 4.4 16.8 20.0 12.3 -11.2 16.8 -1.2 8.1 -0.5 14.5 EUR -7.3 5.2 -3.7 -0.3 -5.6 -0.6 -3.7 1.0 -1.0 -14.7 -9.4 -15.9 -9.2 -8.0 -5.2 -7.2 -7.0 -7.3 -7.0 -5.0 -4.3 -13.9 -4.6 -9.7 20.0 -2.4 -7.6 -1.0 -9.2 -0.9 -6.3 -7.3 -20.0 -15.4 -3.4 1.3 -10.7 -20.0 -10.3 -15.2 EURIBOR-ICE 12.9 -2.0 -16.2 0.8 1.7 -0.6 3.0 -1.3 2.5 4.7 -3.6 5.2 -0.1 2.4 -4.6 -6.2 -4.9 -5.9 -5.0 -2.2 -3.1 5.6 -1.6 2.4 11.3 -1.0 1.8 -1.3 2.8 -0.4 1.1 -1.8 1.4 -3.7 -8.1 -3.5 -20.0 -20.0 -2.8 6.3 EUROSTX -18.7 -10.8 -11.1 4.5 4.8 6.8 3.4 7.8 3.4 -3.3 16.6 -7.7 17.6 -5.1 2.7 -7.4 -2.2 -6.5 -4.1 1.3 12.4 -10.4 18.7 -8.1 -2.2 1.7 -1.1 8.5 -5.6 11.6 -4.2 6.2 -20.0 -20.0 -15.7 6.9 -12.7 4.0 -20.0 5.7 FEEDCOW -1.1 5.5 -10.0 -3.3 -1.3 -0.3 -6.9 -0.4 -7.1 11.0 4.6 4.1 -2.9 5.8 0.5 -14.3 -20.0 -20.0 -20.0 2.5 -1.2 9.8 -0.4 6.9 -6.9 -1.1 7.5 -1.2 5.2 1.8 0.8 -20.0 20.0 10.5 8.1 -12.3 10.1 20.0 20.0 20.0 GASOIL 6.7 -12.0 -9.1 -1.9 10.1 -0.3 7.5 2.2 1.2 19.2 0.6 19.4 12.3 6.0 -9.3 -2.0 13.7 1.3 7.5 -4.8 -2.7 20.0 7.4 7.8 6.2 -2.6 11.3 -1.7 9.7 2.1 2.6 0.1 15.0 7.6 -0.5 -10.4 -19.8 -12.2 -20.0 -20.0 GASOLINE -2.4 -17.1 -4.0 -2.0 10.3 -0.3 7.7 2.2 1.2 20.0 6.2 14.2 13.5 -7.6 -9.0 17.6 14.4 17.9 14.1 -7.0 0.6 15.8 9.6 -1.2 -20.0 -5.0 7.8 -1.2 2.4 3.2 -3.7 4.2 -13.3 -10.2 -16.5 -2.8 20.0 20.0 20.0 20.0 GAS_US_mini 3.3 20.0 20.0 -1.3 6.9 -0.2 5.2 1.5 0.8 -12.3 -9.0 0.3 -12.8 7.4 6.8 -15.2 -20.0 -20.0 -20.0 7.6 -1.1 -0.1 -14.1 7.4 20.0 3.2 -0.4 -0.6 1.7 -4.1 3.8 -20.0 -20.0 -2.0 20.0 2.3 -2.0 -6.0 -7.4 -11.7 GBP 0.2 10.2 -2.1 -0.4 -6.6 -0.8 -4.5 1.2 -1.2 -19.9 14.2 -15.7 5.6 13.7 11.5 -1.0 -0.8 -1.0 -0.9 8.0 6.0 -6.7 5.0 3.7 1.3 5.5 -7.6 5.3 -4.2 4.2 2.1 3.3 -2.4 2.8 15.5 14.0 -5.7 -20.0 -6.6 -10.3 GOLD_micro -15.5 -13.2 9.9 -1.1 -0.0 0.4 -2.2 0.7 -2.8 7.5 7.1 -1.1 7.7 -5.0 5.4 -10.5 -13.7 -11.9 -12.9 3.0 8.2 1.3 8.9 -1.2 -2.8 0.8 -0.1 3.6 -1.4 4.2 -1.6 -13.7 0.9 6.6 -0.6 18.9 -0.2 -10.2 7.4 -3.2 HEATOIL 6.8 -10.3 -9.6 -2.0 10.5 -0.3 7.8 2.2 1.2 20.0 -7.1 19.9 6.2 4.1 -10.7 -8.5 12.4 -3.8 4.2 -7.5 -6.7 20.0 2.0 5.8 -20.0 -5.7 8.9 -3.5 4.6 0.8 -2.3 -3.8 8.9 -10.0 -14.1 -20.0 3.8 6.7 -2.9 1.4 JGB-SGX-mini 20.0 -3.7 -16.1 0.9 2.0 -0.6 3.4 -1.4 2.8 4.4 -2.8 6.4 -0.0 3.4 -4.2 20.0 18.1 20.0 18.1 -2.4 -4.3 8.3 -2.0 4.2 -8.5 -1.2 1.5 -2.2 3.3 -1.6 1.6 20.0 5.5 -0.7 -9.2 -8.5 -13.5 -5.1 -1.2 15.8 JPY 2.4 -8.8 -9.3 -0.2 -3.3 -0.4 -2.2 0.6 -0.6 -11.6 -13.3 -12.3 -13.5 -12.3 -12.9 -14.7 -16.2 -15.2 -15.7 -12.9 -16.8 -9.8 -20.0 -9.7 20.0 -4.7 -4.6 -6.0 -3.7 -6.9 -3.5 -20.0 -7.7 -8.1 -16.7 -18.8 -19.1 -11.0 -17.8 -10.7 LEANHOG -20.0 -20.0 -4.3 -3.3 -1.3 -0.3 -6.9 -0.4 -7.2 -9.7 -6.2 -16.5 -5.6 -20.0 -19.4 20.0 -20.0 4.4 -20.0 -20.0 -16.5 -20.0 -8.3 -20.0 6.4 -6.6 0.5 -2.6 -4.6 -0.8 -7.8 -20.0 5.8 -20.0 -20.0 -19.7 -13.1 -9.9 -7.4 5.7 LIVECOW 2.3 11.6 -3.3 -3.3 -1.3 -0.3 -6.9 -0.4 -7.2 15.7 10.1 14.4 2.3 16.5 9.5 20.0 11.7 20.0 20.0 11.8 6.2 19.9 4.1 16.4 -8.0 5.5 10.9 4.2 9.5 4.7 6.9 20.0 20.0 20.0 20.0 9.9 8.6 20.0 16.0 20.0 LUMBER-new -1.9 -8.0 -20.0 -1.9 -0.7 -0.2 -4.0 -0.1 -4.1 -8.5 -9.5 -8.3 -9.5 -8.8 -11.3 -15.6 -17.7 -18.5 -18.4 -14.2 -11.7 -10.8 -7.3 -12.5 NaN -4.3 0.2 -3.5 -1.6 -1.9 -3.3 -20.0 5.9 -6.8 -12.5 -20.0 -11.4 -11.0 -1.9 -7.0 MILK -1.4 20.0 20.0 -1.9 -0.7 -0.2 -3.9 -0.2 -4.1 -4.8 6.3 2.2 -5.0 8.8 10.7 -20.0 -20.0 -16.6 -20.0 15.2 9.2 2.3 -1.8 11.4 13.5 4.0 -2.0 2.2 0.9 -0.6 3.3 -20.0 9.3 20.0 20.0 16.0 -13.4 -20.0 -9.2 -20.0 MXP -20.0 -20.0 -20.0 -0.1 -2.4 -0.3 -1.6 0.4 -0.4 4.3 0.3 -6.3 5.7 -6.7 -5.2 10.6 16.3 13.9 15.1 -8.9 -2.5 -8.7 2.8 -12.7 -20.0 -2.3 -0.2 -0.6 -2.3 0.8 -3.3 20.0 -10.0 -20.0 -20.0 -2.4 18.8 17.8 20.0 20.0 NASDAQ_micro 20.0 20.0 -2.3 3.9 4.1 5.8 2.9 6.6 2.9 9.6 16.1 14.3 16.2 16.0 15.5 -11.5 -10.6 -11.2 -11.0 20.0 20.0 20.0 20.0 20.0 -20.0 5.2 7.9 4.6 8.2 5.6 7.0 -7.5 20.0 20.0 20.0 4.2 -2.8 2.6 -6.8 2.4 NIKKEI -3.0 -6.1 -5.8 4.7 5.0 7.1 3.5 8.1 3.5 -3.0 12.5 -2.4 16.3 4.5 -2.2 11.9 9.2 7.8 7.8 2.9 14.2 -4.4 20.0 -1.5 -19.3 1.3 -2.6 8.4 -3.2 16.1 -1.5 20.0 -14.8 -10.0 -16.3 -11.8 -2.2 -7.6 -9.5 -12.2 NZD 2.8 15.2 -0.1 -0.3 -4.6 -0.5 -3.1 0.8 -0.8 -7.9 1.8 -3.5 -1.5 11.9 10.8 0.2 0.2 0.2 0.2 7.5 3.5 -0.6 -0.5 6.0 0.7 3.8 -2.7 2.1 -0.6 0.4 2.8 5.0 -2.0 7.1 14.6 3.8 3.5 -4.9 6.3 3.4 OAT -3.4 -6.3 -10.2 1.0 2.2 -0.7 3.9 -1.6 3.2 2.3 -5.0 -3.1 -1.9 -5.6 -8.0 -0.3 5.2 2.8 3.9 -6.4 -5.0 -2.7 -3.7 -5.3 1.9 -3.0 -0.3 -1.7 -1.6 -0.7 -2.9 14.3 -16.7 -18.9 -15.3 -1.3 -20.0 -18.6 -3.2 -3.4 OATIES -20.0 1.1 10.1 -1.3 -0.5 -0.1 -2.7 -0.2 -2.8 -7.6 -3.6 -8.5 -6.2 -7.2 -3.6 -5.2 1.2 2.2 3.1 -6.0 -2.7 -18.5 -3.1 -13.7 -20.0 -0.6 -4.6 0.1 -4.6 -0.3 -2.8 0.4 -20.0 -10.1 3.1 0.2 -3.5 -1.2 7.4 11.7 OJ -20.0 8.5 -0.8 -2.0 -0.8 -0.2 -4.2 -0.3 -4.4 1.7 8.8 -8.3 11.1 3.0 6.5 9.4 13.0 10.3 10.5 12.9 15.1 -3.7 16.3 3.7 -20.0 3.2 -1.4 3.7 -1.1 4.7 1.0 17.1 -9.3 -8.0 20.0 20.0 5.3 9.0 19.8 20.0 PALLAD -15.0 -7.7 -1.9 -1.1 -0.0 0.4 -2.2 0.7 -2.8 6.1 -6.9 -7.8 -8.8 -9.2 -7.7 -2.8 -2.3 -2.6 -2.3 -7.8 -7.1 -4.5 -11.6 -8.4 14.8 -3.1 -1.7 -2.2 -3.0 -2.7 -3.8 5.4 1.8 1.1 -7.6 -10.7 -20.0 -20.0 -20.0 -17.8 PLAT -20.0 5.7 11.5 -1.3 -0.1 0.5 -2.6 0.8 -3.3 8.8 2.5 -7.5 -3.5 -3.3 0.4 -5.2 -4.1 -5.0 -4.7 1.1 3.6 -3.9 1.5 -4.7 7.9 -0.2 -0.0 1.3 -2.8 1.0 -2.7 1.8 3.5 -0.1 11.7 1.2 -20.0 -8.0 -0.7 4.3 REDWHEAT -20.0 9.4 20.0 -2.1 -0.8 -0.2 -4.4 -0.3 -4.6 -12.6 2.4 -13.8 -8.5 -7.1 2.1 -11.1 -3.2 -8.6 -5.6 -0.5 2.9 -20.0 -4.8 -17.8 -6.0 0.6 -7.8 1.1 -7.1 -0.8 -3.4 -10.1 -20.0 -20.0 10.8 13.2 -14.0 -20.0 -4.8 -17.5 RICE -6.8 12.8 1.0 -3.1 -1.2 -0.3 -6.5 -0.4 -6.7 10.2 16.7 7.3 16.3 12.5 18.6 20.0 20.0 20.0 20.0 15.5 17.2 7.2 16.7 9.8 -13.1 4.5 6.2 3.9 3.5 3.2 3.5 20.0 20.0 20.0 20.0 2.5 -10.8 -5.9 -10.0 -2.1 ROBUSTA 11.6 2.1 -6.3 -1.5 -0.6 -0.1 -3.2 -0.2 -3.4 4.1 8.5 2.5 9.1 5.7 7.0 18.2 20.0 19.1 20.0 13.4 17.0 4.1 17.9 8.8 -20.0 3.4 1.3 5.6 0.6 6.6 1.4 20.0 -1.8 20.0 3.9 20.0 1.2 -9.0 8.8 3.9 RUSSELL -10.2 -1.5 -2.7 3.9 4.1 5.8 2.9 6.6 2.9 -7.1 10.1 -10.2 10.3 -3.4 -1.7 -7.1 -6.7 -7.1 -6.9 -2.2 3.1 -8.4 5.7 -6.6 -1.5 -0.4 -2.7 2.6 -4.1 4.2 -3.0 -0.5 -16.6 -15.1 -12.1 -11.9 0.0 -20.0 -1.0 -20.0 SHATZ 20.0 10.1 -4.3 0.8 1.7 -0.6 3.0 -1.3 2.5 4.7 -7.4 5.1 -7.8 2.8 -3.7 -20.0 -20.0 -20.0 -20.0 -1.6 -6.6 10.1 -8.8 5.7 6.9 -0.5 3.1 -2.1 4.1 -2.5 2.3 -20.0 13.8 4.5 -7.6 -6.7 -20.0 -16.9 -16.4 -13.1 SILVER-mini -19.9 2.3 16.9 -1.0 -0.0 0.4 -2.0 0.6 -2.4 6.2 6.0 -3.3 5.0 1.9 5.4 -5.4 -6.5 -6.1 -6.4 5.7 7.3 1.8 5.4 1.7 1.8 1.6 -0.5 2.8 -1.3 2.5 -0.6 -1.8 0.8 2.6 8.8 14.4 -5.7 -10.8 6.5 3.9 SMI 0.6 20.0 10.9 4.7 5.0 7.1 3.5 8.1 3.5 -3.7 18.2 5.9 16.2 15.0 16.2 -3.7 2.0 -2.3 0.1 20.0 20.0 6.1 17.7 16.0 14.5 6.7 1.9 7.5 1.7 6.0 4.1 13.4 -16.5 8.8 18.9 18.2 8.9 1.9 5.2 -0.1 SOFR 18.7 15.5 -5.3 1.0 2.2 -0.7 3.9 -1.6 3.2 7.5 -2.2 9.0 -3.3 8.7 0.9 -3.1 -1.3 -3.0 -2.1 3.4 -1.6 9.2 -3.8 8.4 -2.6 2.2 3.3 0.4 4.0 -0.4 3.8 3.7 -1.0 6.2 8.3 3.6 2.2 -17.8 14.8 0.7 SOYBEAN -20.0 -2.2 4.6 -2.6 -1.0 -0.3 -5.5 -0.3 -5.7 -15.4 -10.3 -16.7 -6.6 -15.2 -6.8 -1.4 7.4 -0.1 2.4 -11.6 -7.9 -20.0 -8.6 -20.0 -20.0 -3.1 -8.1 -1.8 -7.9 -1.9 -6.3 5.4 -9.7 -17.3 -0.6 4.7 -20.0 -20.0 -16.1 -20.0 SOYMEAL -20.0 3.8 11.2 -2.1 -0.8 -0.2 -4.4 -0.3 -4.6 -12.4 -8.6 -13.4 -8.8 -9.5 -2.5 5.8 6.0 2.8 2.5 -3.8 -3.3 -18.4 -6.0 -11.8 -20.0 1.2 -5.7 0.8 -4.4 -0.5 -1.6 4.0 -5.6 -1.9 15.5 12.6 -20.0 -20.0 -20.0 -20.0 SOYOIL -6.1 1.4 -1.9 -1.9 -0.7 -0.2 -4.0 -0.3 -4.2 5.3 -10.7 -7.4 -11.2 -6.7 -9.2 0.4 -0.5 -3.4 -3.5 -7.7 -10.0 -2.5 -11.9 -5.8 -20.0 -3.7 0.7 -3.6 -1.6 -3.2 -3.2 -6.8 9.5 1.8 -7.3 -6.5 -15.6 -19.5 -1.4 -0.3 SP400 -12.7 -6.2 -3.4 4.0 4.2 6.0 3.0 6.9 3.0 0.8 11.6 -8.3 12.3 -5.2 -2.1 -7.4 -6.0 -7.1 -6.5 -1.3 7.4 -6.2 12.2 -6.7 -12.6 0.5 -0.2 4.7 -2.7 6.8 -2.4 0.5 -11.1 -13.5 -12.1 -2.8 0.9 -9.7 1.2 -20.0 SP500_micro 14.0 17.0 -0.1 5.1 5.4 7.7 3.8 8.8 3.8 14.1 20.0 19.7 20.0 20.0 20.0 -13.7 -12.2 -13.2 -12.8 20.0 20.0 20.0 20.0 20.0 -20.0 7.4 10.0 8.1 9.7 9.5 8.5 -10.3 20.0 20.0 20.0 10.8 4.7 -0.2 3.0 -0.3 SUGAR11 18.3 -2.1 -19.5 -2.5 -1.0 -0.2 -5.2 -0.3 -5.4 -2.3 -15.0 4.8 -8.4 -0.9 -12.0 0.2 11.7 2.8 7.0 -11.2 -17.6 3.3 -11.7 -0.3 -20.0 -4.5 -0.2 -6.2 1.5 -3.9 -0.7 13.6 11.7 20.0 -7.3 -20.0 13.7 19.3 20.0 20.0 US10 17.2 13.9 -1.3 0.8 1.9 -0.6 3.3 -1.4 2.7 6.4 -2.6 7.7 -5.0 7.2 -0.2 -7.2 -7.3 -6.7 -6.9 2.0 -2.1 7.3 -5.3 6.3 2.4 1.8 2.9 0.2 3.5 -0.9 3.3 -6.0 -1.6 4.5 5.5 2.9 -2.3 -19.3 8.7 2.0 US10U 17.2 14.6 -0.2 1.2 2.7 -0.9 4.7 -2.0 3.8 8.8 -3.4 10.7 -6.6 10.1 0.2 -4.9 -2.4 -4.8 -3.7 3.0 -2.8 10.2 -7.5 8.8 0.3 2.7 4.2 0.5 4.9 -1.2 4.7 1.3 -2.2 5.7 7.5 4.9 -2.0 -15.7 19.0 9.3 US2 20.0 11.5 -6.7 0.8 1.9 -0.6 3.3 -1.4 2.7 5.5 -7.0 6.7 -8.3 5.4 -4.4 -20.0 -20.0 -20.0 -20.0 -1.9 -6.7 5.3 -10.2 3.4 12.3 -0.5 2.3 -2.1 2.6 -3.0 1.7 -20.0 -5.2 -1.1 -2.3 -5.4 -6.4 -20.0 -1.8 -16.0 US20 16.1 14.8 0.8 0.9 2.0 -0.6 3.4 -1.4 2.8 6.1 0.0 7.8 -2.8 7.6 1.6 -0.8 -0.7 -0.6 -0.6 3.3 -0.6 7.9 -4.1 7.2 -0.9 2.5 3.1 1.1 3.6 -0.1 3.6 5.3 -0.6 6.4 8.6 7.0 -5.2 -11.1 20.0 14.9 US30 16.0 14.2 1.5 1.0 2.3 -0.7 4.0 -1.7 3.3 6.9 -1.2 8.9 -4.4 8.6 1.2 -6.1 -5.2 -4.9 -5.1 3.4 -1.2 9.3 -5.4 8.1 -0.4 2.8 4.0 1.1 4.5 -0.5 4.3 -2.5 0.5 6.2 7.9 7.1 -10.3 -10.7 9.4 16.3 US5 18.3 14.2 -3.7 0.9 2.0 -0.6 3.4 -1.4 2.8 6.5 -5.0 7.8 -6.9 7.2 -1.6 -9.7 -10.1 -9.7 -9.8 1.1 -3.5 6.9 -6.5 5.8 5.4 1.3 2.8 -0.4 3.4 -1.4 3.1 -10.8 -3.0 3.0 3.9 0.2 -1.8 -20.0 5.9 -6.3 VIX 4.8 -11.4 1.2 -7.3 2.5 -9.1 0.7 -11.1 -3.5 20.0 -20.0 8.8 -20.0 -19.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 7.3 -20.0 -8.5 NaN -8.7 3.4 -10.2 -0.2 -12.6 -5.1 NaN NaN NaN NaN NaN -18.3 -20.0 NaN NaN WHEAT -20.0 8.7 20.0 -1.9 -0.7 -0.2 -3.9 -0.2 -4.0 -11.1 3.7 -12.1 -6.1 -6.0 2.4 -15.3 -14.1 -16.1 -15.4 -0.8 3.4 -20.0 -2.9 -16.2 0.6 0.7 -6.1 1.3 -5.5 -0.2 -2.6 -20.0 -20.0 -20.0 12.1 12.1 -12.0 -20.0 -8.1 -20.0 End of report for caleb_strategy_v3