******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240701_203930 produced at 2024-07-01 21:38:14.881134 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.27 -0.33 0.0 999.00 -999.00 -0.27 -0.27 -69.10 999999999.0 -56 -56 caleb_strategy_v3 EURIBOR-ICE False False 0.08 -0.65 -0.27 0.0 0.81 -0.81 -0.65 -0.65 -3.31 10.0 -8 -8 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.00 -0.16 0.0 0.44 -0.44 0.00 0.00 -5.90 16.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.13 0.0 0.00 0.00 0.00 0.00 -3.62 24.0 0 0 caleb_strategy_v3 JPY False False 0.02 -0.14 -0.12 0.0 0.41 -0.41 -0.14 -0.14 -4.86 17.0 -6 -6 caleb_strategy_v3 US2 False True 0.06 0.00 -0.12 0.0 0.00 0.00 0.00 0.00 -1.90 13.0 0 0 caleb_strategy_v3 BTP False False 0.04 -0.04 -0.11 0.0 0.38 -0.38 -0.04 -0.04 -2.76 10.0 -1 -1 caleb_strategy_v3 OAT False False 0.04 -0.04 -0.10 0.0 0.41 -0.41 -0.04 -0.04 -2.54 10.0 -1 -1 caleb_strategy_v3 CHF False False 0.04 -0.04 -0.08 0.0 0.56 -0.56 -0.04 -0.04 -1.83 13.0 -1 -1 caleb_strategy_v3 CAD False False 0.02 -0.02 -0.08 0.0 0.65 -0.65 -0.02 -0.02 -3.51 29.0 -1 -1 caleb_strategy_v3 LEANHOG False False 0.01 -0.10 -0.08 0.0 0.12 -0.12 -0.10 -0.09 -8.76 13.0 -11 -10 caleb_strategy_v3 CORN False False 0.01 -0.04 -0.06 0.0 0.08 -0.08 -0.04 -0.04 -8.76 12.0 -6 -6 caleb_strategy_v3 MXP False False 0.01 -0.05 -0.06 0.0 0.50 -0.50 -0.05 -0.05 -6.92 60.0 -6 -6 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.05 0.0 0.18 -0.18 0.00 0.00 -0.57 2.0 0 0 caleb_strategy_v3 EUR False False 0.04 -0.12 -0.05 0.0 0.58 -0.58 -0.12 -0.12 -1.28 14.0 -3 -3 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -24.11 59.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.04 0.0 0.14 -0.14 -0.02 -0.01 -14.86 51.0 -7 -4 caleb_strategy_v3 CAC True False 0.03 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -1.73 12.0 0 0 caleb_strategy_v3 BOBL False False 0.04 0.00 -0.04 0.0 0.73 -0.73 0.00 0.00 -1.05 19.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.10 -0.03 0.0 0.12 -0.12 -0.10 -0.10 -1.53 7.0 -6 -6 caleb_strategy_v3 RUSSELL False False 0.00 -0.09 -0.03 0.0 0.21 -0.21 -0.09 -0.09 -9.40 68.0 -29 -28 caleb_strategy_v3 DOW False False 0.01 0.00 -0.03 0.0 0.40 -0.40 0.00 0.00 -4.45 66.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.00 -0.01 -0.02 0.0 0.01 -0.01 -0.01 -0.01 -5.09 3.0 -2 -2 caleb_strategy_v3 US5 False False 0.03 -0.03 -0.02 0.0 0.82 -0.82 -0.03 -0.03 -0.54 25.0 -1 -1 caleb_strategy_v3 EUROSTX False False 0.02 -0.02 -0.02 0.0 0.33 -0.33 -0.02 -0.02 -1.03 20.0 -1 -1 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.51 2.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.05 -0.02 0.0 0.12 -0.12 -0.05 -0.05 -1.99 11.0 -4 -4 caleb_strategy_v3 FEEDCOW False False 0.04 0.08 -0.02 0.0 0.32 -0.32 0.08 0.04 -0.44 8.0 2 1 caleb_strategy_v3 REDWHEAT False False 0.01 -0.03 -0.01 0.0 0.08 -0.08 -0.03 -0.03 -1.42 8.0 -3 -3 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.09 -0.09 0.00 0.00 -1.35 9.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.02 -0.01 0.0 0.08 -0.08 -0.02 -0.02 -1.03 10.0 -2 -2 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.01 0.0 0.08 -0.08 -0.03 -0.03 -1.45 9.0 -3 -3 caleb_strategy_v3 HEATOIL False False 0.03 0.00 -0.01 0.0 0.10 -0.10 0.00 0.00 -0.37 3.0 0 0 caleb_strategy_v3 BUND False False 0.04 -0.04 -0.01 0.0 0.43 -0.43 -0.04 -0.04 -0.31 10.0 -1 -1 caleb_strategy_v3 GAS_US_mini False False 0.00 0.00 -0.01 0.0 0.05 -0.05 0.00 0.00 -5.11 26.0 2 1 caleb_strategy_v3 BUXL False False 0.04 -0.08 -0.01 0.0 0.17 -0.17 -0.08 -0.08 -0.23 4.0 -2 -2 caleb_strategy_v3 COPPER False False 0.03 0.00 -0.01 0.0 999.00 -999.00 0.00 0.00 -0.26 999999999.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.04 -0.01 0.0 0.40 -0.40 -0.04 -0.04 -1.80 56.0 -5 -5 caleb_strategy_v3 GBP False False 0.02 -0.02 0.00 0.0 0.54 -0.54 -0.02 -0.02 0.11 22.0 -1 -1 caleb_strategy_v3 COCOA False False 0.02 0.00 0.00 0.0 0.59 -0.59 0.00 0.00 0.07 26.0 0 0 caleb_strategy_v3 US10 False False 0.03 0.00 -0.00 0.0 0.57 -0.57 0.00 0.00 -0.09 17.0 0 0 caleb_strategy_v3 US10U False False 0.03 0.07 0.00 0.0 0.45 -0.45 0.07 0.07 0.13 13.0 2 2 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.18 999999999.0 0 0 caleb_strategy_v3 COFFEE False False 0.03 0.00 0.00 0.0 0.16 -0.16 0.00 0.00 0.16 6.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 0.00 0.0 0.13 -0.13 0.00 0.00 0.52 18.0 0 0 caleb_strategy_v3 PALLAD False False 0.03 -0.06 -0.00 0.0 0.06 -0.06 -0.06 -0.06 -0.12 2.0 -2 -2 caleb_strategy_v3 US30 False False 0.04 0.08 0.00 0.0 0.23 -0.23 0.08 0.04 0.03 6.0 2 1 caleb_strategy_v3 MILK False False 0.01 0.00 -0.00 0.0 0.06 -0.06 0.00 0.00 -0.20 5.0 0 0 caleb_strategy_v3 PLAT False False 0.02 0.03 0.00 0.0 0.15 -0.15 0.03 0.03 0.20 10.0 2 2 caleb_strategy_v3 ROBUSTA False False 0.01 0.01 0.01 0.0 0.29 -0.29 0.01 0.01 0.59 23.0 1 1 caleb_strategy_v3 OJ False False 0.02 0.02 0.01 0.0 0.06 -0.06 0.02 0.02 0.57 3.0 1 1 caleb_strategy_v3 GASOIL False False 0.02 0.00 0.01 0.0 0.10 -0.10 0.00 0.00 0.61 4.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.02 0.01 0.0 0.39 -0.39 0.02 0.02 0.78 21.0 1 1 caleb_strategy_v3 US20 False True 0.04 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.22 9.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.01 0.01 0.0 0.36 -0.36 0.01 0.01 1.30 58.0 1 2 caleb_strategy_v3 RICE False False 0.01 0.00 0.02 0.0 0.04 -0.04 0.00 0.00 2.23 4.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.06 0.02 0.0 0.28 -0.28 0.06 0.06 1.81 23.0 5 5 caleb_strategy_v3 AUD False False 0.02 0.18 0.03 0.0 0.39 -0.39 0.18 0.18 1.60 19.0 9 9 caleb_strategy_v3 GASOLINE False False 0.03 0.03 0.04 0.0 999.00 -999.00 0.03 0.03 1.32 999999999.0 1 1 caleb_strategy_v3 SP500_micro False False 0.01 0.09 0.05 0.0 0.41 -0.41 0.09 0.09 5.64 48.0 11 11 caleb_strategy_v3 NIKKEI False False 0.01 0.05 0.09 0.0 0.27 -0.27 0.05 0.08 11.65 36.0 7 10 caleb_strategy_v3 DX False False 0.03 0.13 0.10 0.0 999.00 -999.00 0.13 0.16 2.98 999999999.0 4 5 caleb_strategy_v3 SMI False True 0.04 0.00 0.11 0.0 0.00 0.00 0.00 0.00 2.72 9.0 0 0 caleb_strategy_v3 LIVECOW False False 0.02 0.16 0.13 0.0 0.39 -0.39 0.16 0.16 5.89 17.0 7 7 caleb_strategy_v3 CRUDE_W False False 0.02 0.12 0.16 0.0 0.12 -0.12 0.12 0.12 6.45 5.0 5 5 caleb_strategy_v3 SOFR False True 0.07 0.00 0.17 0.0 0.00 0.00 0.00 0.00 2.34 11.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 14.2 Shocked risk 45.6 Sum abs risk 43.8 Leverage 3.30 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3242415.94, 'annual_cash_vol_target': 810603.985, 'daily_cash_vol_target': 50662.7490625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0036 0.6664 0.5464 8.7431 BITCOIN 1743.8218 64135.0000 2.7190 43.5038 BOBL 0.2816 115.8600 0.2430 3.8888 BTP 0.5536 115.0000 0.4814 7.7025 BUND 0.5854 130.4000 0.4489 7.1832 BUXL 1.4428 127.4600 1.1320 18.1114 CAC 69.8561 7592.5000 0.9201 14.7211 CAD 0.0025 0.7288 0.3471 5.5544 CANOLA 8.1363 627.1000 1.2974 20.7591 CHF 0.0049 1.1170 0.4359 6.9745 COCOA 316.1599 7323.0000 4.3174 69.0777 COFFEE 4.2973 225.3500 1.9069 30.5110 COPPER 0.0672 4.4075 1.5250 24.3999 CORN 5.6306 421.5000 1.3358 21.3736 COTTON2 1.1670 73.1400 1.5956 25.5290 CRUDE_W 0.9854 79.8500 1.2341 19.7448 DAX 133.1211 18494.0000 0.7198 11.5169 DOW 218.6474 39484.0000 0.5538 8.8602 DX 0.3607 105.5750 0.3416 5.4663 EUR 0.0044 1.0768 0.4042 6.4665 EURIBOR-ICE 0.0490 97.3100 0.0503 0.8055 EUROSTX 42.4250 4976.0000 0.8526 13.6415 FEEDCOW 1.7811 258.0250 0.6903 11.0443 GASOIL 10.6163 802.0000 1.3237 21.1797 GASOLINE 0.0344 2.3420 1.4684 23.4943 GAS_US_mini 0.1028 2.4950 4.1201 65.9210 GBP 0.0053 1.2648 0.4217 6.7480 GOLD_micro 21.1578 2340.0000 0.9042 14.4669 HEATOIL 0.0354 2.6336 1.3447 21.5149 JGB-SGX-mini 0.2366 142.4300 0.1661 2.6583 JPY 0.0000 0.0063 0.5692 9.1075 LEANHOG 1.1659 74.1250 1.5729 25.1668 LIVECOW 1.2458 184.1500 0.6765 10.8243 LUMBER-new 9.2408 484.5000 1.9073 30.5166 MILK 0.3088 20.3900 1.5146 24.2341 MXP 0.0006 0.0538 1.0833 17.3325 NASDAQ_micro 136.8538 20017.0000 0.6837 10.9390 NIKKEI 310.0652 39475.0000 0.7855 12.5676 NZD 0.0035 0.6070 0.5732 9.1711 OAT 0.4988 122.6400 0.4067 6.5075 OATIES 6.9037 325.5000 2.1210 33.9354 OJ 7.9933 423.8000 1.8861 30.1778 PALLAD 23.9087 974.0000 2.4547 39.2750 PLAT 16.7630 989.9000 1.6934 27.0945 REDWHEAT 11.3474 614.7500 1.8459 29.5336 RICE 0.1400 15.3050 0.9147 14.6356 ROBUSTA 69.1340 4059.0000 1.7032 27.2516 RUSSELL 19.0895 2049.3000 0.9315 14.9042 SHATZ 0.0917 105.5050 0.0869 1.3901 SILVER-mini 0.5617 29.9750 1.8740 29.9832 SMI 77.4180 12072.0000 0.6413 10.2608 SOFR 0.0683 96.1650 0.0710 1.1362 SOYBEAN 10.4343 1111.2500 0.9390 15.0235 SOYMEAL 4.3552 329.0000 1.3238 21.1801 SOYOIL 0.7200 45.7900 1.5725 25.1598 SP400 22.6649 2930.5000 0.7734 12.3746 SP500_micro 27.1484 5526.0000 0.4913 7.8606 SUGAR11 0.3011 20.5200 1.4674 23.4787 US10 0.4175 109.1875 0.3824 6.1177 US10U 0.5881 112.2969 0.5237 8.3791 US2 0.0971 102.0078 0.0952 1.5229 US20 0.9158 116.1562 0.7884 12.6148 US30 1.3693 122.4375 1.1184 17.8943 US5 0.2612 106.1250 0.2461 3.9378 VIX 0.3620 15.4500 2.3428 37.4855 WHEAT 11.0381 612.0000 1.8036 28.8578 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 666.45 0.55 364.18 1.00 364.18 50662.75 139.12 4.43 61.61 BITCOIN 64.14 2.72 174.38 1.00 174.38 50662.75 290.53 -7.66 -222.64 BOBL 1158.60 0.24 281.60 1.07 301.05 50662.75 168.28 -6.16 -103.72 BTP 1150.00 0.48 553.62 1.07 591.87 50662.75 85.60 -9.47 -81.04 BUND 1304.00 0.45 585.43 1.07 625.88 50662.75 80.95 -3.72 -30.10 BUXL 1274.60 1.13 1442.80 1.07 1542.49 50662.75 32.84 -7.01 -23.03 CAC 759.25 0.92 698.56 1.07 746.83 50662.75 67.84 -7.48 -50.77 CAD 728.85 0.35 253.02 1.00 253.02 50662.75 200.23 -6.76 -135.37 CANOLA 125.42 1.30 162.73 0.73 118.84 50662.75 426.30 -14.33 -610.81 CHF 1396.19 0.44 608.60 1.00 608.60 50662.75 83.24 -8.46 -70.45 COCOA 732.30 4.32 3161.60 1.00 3161.60 50662.75 16.02 2.05 3.29 COFFEE 845.06 1.91 1611.48 1.00 1611.48 50662.75 31.44 4.36 13.72 COPPER 1101.88 1.52 1680.35 1.00 1680.35 50662.75 30.15 -0.80 -2.40 CORN 210.75 1.34 281.53 1.00 281.53 50662.75 179.95 -20.00 -359.91 COTTON2 365.70 1.60 583.50 1.00 583.50 50662.75 86.83 -10.70 -92.94 CRUDE_W 798.50 1.23 985.39 1.00 985.39 50662.75 51.41 11.59 59.58 DAX 184.94 0.72 133.12 1.07 142.32 50662.75 355.98 1.07 38.16 DOW 197.42 0.55 109.32 1.00 109.32 50662.75 463.42 -4.13 -191.53 DX 1055.75 0.34 360.69 1.00 360.69 50662.75 140.46 8.17 114.82 EUR 1346.06 0.40 544.02 1.00 544.02 50662.75 93.13 -5.30 -49.34 EURIBOR-ICE 2432.75 0.05 122.48 1.07 130.94 50662.75 386.92 -2.51 -97.06 EUROSTX 497.60 0.85 424.25 1.07 453.57 50662.75 111.70 -2.71 -30.23 FEEDCOW 1290.12 0.69 890.54 1.00 890.54 50662.75 56.89 -2.35 -13.34 GASOIL 802.00 1.32 1061.63 1.00 1061.63 50662.75 47.72 2.93 13.96 GASOLINE 983.64 1.47 1444.37 1.00 1444.37 50662.75 35.08 8.70 30.51 GAS_US_mini 62.38 4.12 256.99 1.00 256.99 50662.75 197.14 -2.39 -47.16 GBP 790.50 0.42 333.39 1.00 333.39 50662.75 151.96 0.28 4.31 GOLD_micro 234.00 0.90 211.58 1.00 211.58 50662.75 239.45 -2.20 -52.79 HEATOIL 1106.11 1.34 1487.37 1.00 1487.37 50662.75 34.06 -2.51 -8.55 JGB-SGX-mini 142430.00 0.17 23663.61 0.01 147.00 50662.75 344.64 -1.58 -54.51 JPY 783.12 0.57 445.77 1.00 445.77 50662.75 113.65 -16.47 -187.17 LEANHOG 296.50 1.57 466.37 1.00 466.37 50662.75 108.63 -13.27 -144.19 LIVECOW 736.60 0.68 498.32 1.00 498.32 50662.75 101.67 17.49 177.80 LUMBER-new 133.24 1.91 254.12 1.00 254.12 50662.75 199.36 -11.93 -237.78 MILK 407.80 1.51 617.67 1.00 617.67 50662.75 82.02 -1.12 -9.16 MXP 269.00 1.08 291.40 1.00 291.40 50662.75 173.86 -2.71 -47.18 NASDAQ_micro 400.34 0.68 273.71 1.00 273.71 50662.75 185.10 4.22 78.04 NIKKEI 39475.00 0.79 31006.52 0.01 192.61 50662.75 263.03 4.09 107.60 NZD 606.95 0.57 347.90 1.00 347.90 50662.75 145.62 2.05 29.88 OAT 1226.40 0.41 498.80 1.07 533.27 50662.75 95.00 -7.82 -74.34 OATIES 162.75 2.12 345.19 1.00 345.19 50662.75 146.77 -9.82 -144.11 OJ 635.70 1.89 1199.00 1.00 1199.00 50662.75 42.25 6.34 26.79 PALLAD 974.00 2.45 2390.87 1.00 2390.87 50662.75 21.19 -1.66 -3.52 PLAT 494.95 1.69 838.15 1.00 838.15 50662.75 60.45 0.98 5.95 REDWHEAT 307.38 1.85 567.37 1.00 567.37 50662.75 89.29 -11.97 -106.92 RICE 306.10 0.91 280.00 1.00 280.00 50662.75 180.94 5.07 91.73 ROBUSTA 405.90 1.70 691.34 1.00 691.34 50662.75 73.28 6.84 50.14 RUSSELL 102.46 0.93 95.45 1.00 95.45 50662.75 530.79 -5.34 -283.60 SHATZ 1055.05 0.09 91.66 1.07 97.99 50662.75 516.99 -6.90 -356.82 SILVER-mini 749.38 1.87 1404.29 1.00 1404.29 50662.75 36.08 1.43 5.14 SMI 1207.20 0.64 774.18 1.11 860.39 50662.75 58.88 13.56 79.83 SOFR 2404.13 0.07 170.72 1.00 170.72 50662.75 296.76 1.30 38.51 SOYBEAN 555.62 0.94 521.71 1.00 521.71 50662.75 97.11 -16.98 -164.88 SOYMEAL 329.00 1.32 435.52 1.00 435.52 50662.75 116.33 -12.46 -144.93 SOYOIL 274.74 1.57 432.03 1.00 432.03 50662.75 117.27 -9.39 -110.15 SP400 2930.50 0.77 2266.49 1.00 2266.49 50662.75 22.35 -7.66 -17.12 SP500_micro 276.30 0.49 135.74 1.00 135.74 50662.75 373.23 6.50 242.70 SUGAR11 229.82 1.47 337.25 1.00 337.25 50662.75 150.22 1.63 24.47 US10 1091.88 0.38 417.48 1.00 417.48 50662.75 121.35 -0.60 -7.30 US10U 1122.97 0.52 588.09 1.00 588.09 50662.75 86.15 1.21 10.40 US2 2040.16 0.10 194.18 1.00 194.18 50662.75 260.90 -5.76 -150.17 US20 1161.56 0.79 915.80 1.00 915.80 50662.75 55.32 3.20 17.68 US30 1224.38 1.12 1369.33 1.00 1369.33 50662.75 37.00 0.67 2.48 US5 1061.25 0.25 261.18 1.00 261.18 50662.75 193.97 -2.19 -42.46 VIX 154.50 2.34 361.97 1.00 361.97 50662.75 139.96 -20.00 -279.93 WHEAT 306.00 1.80 551.91 1.00 551.91 50662.75 91.80 -11.92 -109.38 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 61.614 0.010 2.5 1.599 BITCOIN -222.639 0.043 2.5 -24.109 BOBL -103.721 0.004 2.5 -1.052 BTP -81.038 0.014 2.5 -2.764 BUND -30.100 0.004 2.5 -0.305 BUXL -23.028 0.004 2.5 -0.234 CAC -50.775 0.014 2.5 -1.732 CAD -135.371 0.010 2.5 -3.512 CANOLA -610.810 0.010 2.5 -14.860 CHF -70.449 0.010 2.5 -1.828 COCOA 3.291 0.009 2.5 0.070 COFFEE 13.721 0.005 2.5 0.160 COPPER -2.398 0.043 2.5 -0.260 CORN -359.910 0.010 2.5 -8.756 COTTON2 -92.944 0.009 2.5 -1.991 CRUDE_W 59.580 0.043 2.5 6.452 DAX 38.163 0.014 2.5 1.302 DOW -191.529 0.009 2.5 -4.451 DX 114.824 0.010 2.5 2.979 EUR -49.342 0.010 2.5 -1.280 EURIBOR-ICE -97.064 0.014 2.5 -3.311 EUROSTX -30.228 0.014 2.5 -1.031 FEEDCOW -13.341 0.013 2.5 -0.442 GASOIL 13.963 0.017 2.5 0.605 GASOLINE 30.513 0.017 2.5 1.323 GAS_US_mini -47.159 0.043 2.5 -5.107 GBP 4.307 0.010 2.5 0.112 GOLD_micro -52.786 0.014 2.5 -1.800 HEATOIL -8.550 0.017 2.5 -0.371 JGB-SGX-mini -54.513 0.043 2.5 -5.903 JPY -187.168 0.010 2.5 -4.856 LEANHOG -144.192 0.024 2.5 -8.763 LIVECOW 177.805 0.013 2.5 5.892 LUMBER-new -237.776 0.009 2.5 -5.091 MILK -9.163 0.009 2.5 -0.196 MXP -47.176 0.059 2.5 -6.924 NASDAQ_micro 78.039 0.009 2.5 1.814 NIKKEI 107.605 0.043 2.5 11.652 NZD 29.878 0.010 2.5 0.775 OAT -74.337 0.014 2.5 -2.536 OATIES -144.112 0.010 2.5 -3.506 OJ 26.791 0.009 2.5 0.574 PALLAD -3.517 0.014 2.5 -0.120 PLAT 5.948 0.014 2.5 0.203 REDWHEAT -106.922 0.005 2.5 -1.418 RICE 91.729 0.010 2.5 2.232 ROBUSTA 50.144 0.005 2.5 0.586 RUSSELL -283.600 0.013 2.5 -9.398 SHATZ -356.821 0.004 2.5 -3.618 SILVER-mini 5.144 0.014 2.5 0.175 SMI 79.825 0.014 2.5 2.723 SOFR 38.507 0.024 2.5 2.340 SOYBEAN -164.882 0.004 2.5 -1.533 SOYMEAL -144.928 0.004 2.5 -1.348 SOYOIL -110.150 0.004 2.5 -1.025 SP400 -17.118 0.013 2.5 -0.567 SP500_micro 242.699 0.009 2.5 5.640 SUGAR11 24.470 0.009 2.5 0.520 US10 -7.297 0.005 2.5 -0.092 US10U 10.396 0.005 2.5 0.132 US2 -150.173 0.005 2.5 -1.903 US20 17.676 0.005 2.5 0.224 US30 2.476 0.005 2.5 0.031 US5 -42.461 0.005 2.5 -0.538 VIX -279.928 0.099 2.5 -69.098 WHEAT -109.379 0.005 2.5 -1.451 ===================== Position diags ===================== AUD 3.61 BITCOIN 31.46 BOBL 1.71 BTP 2.92 BUND 0.82 BUXL 0.33 CAC 2.31 CAD 5.20 CANOLA 10.37 CHF 2.16 COCOA 0.34 COFFEE 0.37 COPPER 3.26 CORN 4.38 COTTON2 1.86 CRUDE_W 5.57 DAX 12.14 DOW 10.77 DX 3.64 EUR 2.42 EURIBOR-ICE 13.20 EUROSTX 3.81 FEEDCOW 1.89 GASOIL 2.07 GASOLINE 1.52 GAS_US_mini 21.35 GBP 3.94 GOLD_micro 8.17 HEATOIL 1.48 JGB-SGX-mini 37.32 JPY 2.95 LEANHOG 6.60 LIVECOW 3.37 LUMBER-new 4.27 MILK 1.76 MXP 25.52 NASDAQ_micro 4.30 NIKKEI 28.48 NZD 3.78 OAT 3.24 OATIES 3.57 OJ 0.90 PALLAD 0.72 PLAT 2.06 REDWHEAT 1.18 RICE 4.40 ROBUSTA 0.86 RUSSELL 17.59 SHATZ 5.24 SILVER-mini 1.23 SMI 2.01 SOFR 18.04 SOYBEAN 0.90 SOYMEAL 1.08 SOYOIL 1.09 SP400 0.74 SP500_micro 8.67 SUGAR11 3.19 US10 1.54 US10U 1.09 US2 3.31 US20 0.70 US30 0.47 US5 2.46 VIX 34.55 WHEAT 1.22 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 1.6 1.2 2.0 9.0 9 BITCOIN -24.1 -27.3 -21.0 0.0 0 BOBL -1.1 -1.2 -0.9 0.0 0 BTP -2.8 -3.1 -2.5 -1.0 -1 BUND -0.3 -0.4 -0.2 -1.0 -1 BUXL -0.2 -0.3 -0.2 -2.0 -2 CAC -1.7 -2.0 -1.5 0.0 0 CAD -3.5 -4.0 -3.0 -1.0 -1 CANOLA -14.9 -15.9 -13.8 -7.0 -7 CHF -1.8 -2.0 -1.6 -1.0 -1 COCOA 0.1 0.0 0.1 0.0 0 COFFEE 0.2 0.1 0.2 0.0 0 COPPER -0.3 -0.6 0.1 0.0 0 CORN -8.8 -9.2 -8.3 -6.0 -6 COTTON2 -2.0 -2.2 -1.8 -4.0 -4 CRUDE_W 6.5 5.9 7.0 5.0 5 DAX 1.3 0.1 2.5 1.0 1 DOW -4.5 -5.5 -3.4 0.0 0 DX 3.0 2.6 3.3 4.0 4 EUR -1.3 -1.5 -1.0 -3.0 -3 EURIBOR-ICE -3.3 -4.6 -2.0 -8.0 -8 EUROSTX -1.0 -1.4 -0.7 -1.0 -1 FEEDCOW -0.4 -0.6 -0.3 2.0 2 GASOIL 0.6 0.4 0.8 0.0 0 GASOLINE 1.3 1.2 1.5 1.0 1 GAS_US_mini -5.1 -7.2 -3.0 2.0 2 GBP 0.1 -0.3 0.5 -1.0 -1 GOLD_micro -1.8 -2.6 -1.0 -5.0 -5 HEATOIL -0.4 -0.5 -0.2 0.0 0 JGB-SGX-mini -5.9 -9.6 -2.2 0.0 0 JPY -4.9 -5.2 -4.6 -6.0 -6 LEANHOG -8.8 -9.4 -8.1 -11.0 -11 LIVECOW 5.9 5.6 6.2 7.0 7 LUMBER-new -5.1 -5.5 -4.7 -2.0 -2 MILK -0.2 -0.4 -0.0 NaN 0 MXP -6.9 -9.5 -4.4 -6.0 -6 NASDAQ_micro 1.8 1.4 2.2 5.0 5 NIKKEI 11.7 8.8 14.5 7.0 7 NZD 0.8 0.4 1.2 1.0 1 OAT -2.5 -2.9 -2.2 -1.0 -1 OATIES -3.5 -3.9 -3.1 NaN 0 OJ 0.6 0.5 0.7 1.0 1 PALLAD -0.1 -0.2 -0.0 -2.0 -2 PLAT 0.2 -0.0 0.4 2.0 2 REDWHEAT -1.4 -1.5 -1.3 -3.0 -3 RICE 2.2 1.8 2.7 NaN 0 ROBUSTA 0.6 0.5 0.7 1.0 1 RUSSELL -9.4 -11.2 -7.6 -29.0 -29 SHATZ -3.6 -4.1 -3.1 NaN 0 SILVER-mini 0.2 0.1 0.3 0.0 0 SMI 2.7 2.5 2.9 0.0 0 SOFR 2.3 0.5 4.1 NaN 0 SOYBEAN -1.5 -1.6 -1.4 -6.0 -6 SOYMEAL -1.3 -1.5 -1.2 0.0 0 SOYOIL -1.0 -1.1 -0.9 -2.0 -2 SP400 -0.6 -0.6 -0.5 0.0 0 SP500_micro 5.6 4.8 6.5 11.0 11 SUGAR11 0.5 0.2 0.8 0.0 0 US10 -0.1 -0.2 0.1 0.0 0 US10U 0.1 0.0 0.2 2.0 2 US2 -1.9 -2.2 -1.6 NaN 0 US20 0.2 0.2 0.3 0.0 0 US30 0.0 -0.0 0.1 2.0 2 US5 -0.5 -0.8 -0.3 -1.0 -1 VIX -69.1 -72.6 -65.6 -56.0 -56 WHEAT -1.5 -1.6 -1.3 -3.0 -3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 -0.0 0.2 0.2 -0.0 -0.1 -0.1 -0.1 0.0 -0.1 -0.0 -0.0 0.1 -0.2 0.1 0.1 -0.0 -0.1 -0.1 -0.1 0.1 0.0 0.0 -0.0 0.0 0.5 0.0 0.0 0.1 0.0 0.0 0.0 -0.0 0.5 0.5 0.3 0.5 0.1 -0.2 0.1 -0.0 BITCOIN -0.6 -0.3 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 0.0 0.3 -0.2 0.6 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.1 -0.1 0.5 -0.2 -2.7 -0.0 -0.0 0.2 -0.1 0.5 -0.1 -0.2 -0.5 -0.1 0.3 0.2 -0.5 -0.2 -0.0 0.0 BOBL 0.6 0.1 -0.2 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.2 0.0 -0.2 0.0 -0.0 -0.4 -0.2 -0.3 -0.2 -0.0 -0.0 -0.0 -0.1 0.0 0.5 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.6 0.0 0.1 -0.1 -0.0 -0.7 -0.5 -0.3 -0.3 BTP -0.2 -0.3 -0.4 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.1 -0.1 0.3 -0.1 -0.1 -0.0 0.1 0.0 0.1 -0.1 -0.0 -0.1 0.1 -0.1 -2.7 -0.0 -0.1 0.0 -0.1 0.1 -0.1 0.7 0.1 -0.6 -0.5 0.1 -0.6 -0.4 0.0 0.1 BUND 0.4 0.1 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 0.0 -0.1 0.0 -0.0 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 0.2 0.0 -0.1 -0.0 -0.0 -0.0 0.0 0.2 -0.0 0.0 -0.1 0.1 -0.7 -0.6 -0.2 -0.4 BUXL 0.3 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.1 -0.0 -0.3 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.2 0.1 -0.7 -0.7 -0.5 -0.3 CAC -0.6 -0.6 -0.6 0.1 0.0 0.2 0.0 0.3 0.0 -0.1 0.2 -0.1 0.4 -0.1 -0.1 -0.2 -0.0 -0.0 0.0 -0.1 -0.0 -0.2 0.2 -0.2 -1.3 -0.0 -0.0 0.0 -0.1 0.1 -0.1 0.6 -0.3 -0.6 -0.6 -0.4 0.0 0.3 -0.2 0.4 CAD 0.0 0.0 -0.2 -0.0 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 -0.5 -0.1 -0.6 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.0 -0.1 -0.0 -0.1 -0.2 -0.0 -0.2 -0.0 -0.0 0.5 0.3 -0.1 -0.1 0.1 -0.3 -0.1 -0.2 CANOLA -0.6 -0.2 0.5 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.1 -0.2 -0.1 -0.0 -0.3 -0.2 -0.3 -0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -2.6 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -1.1 0.0 -0.4 -0.1 0.1 -0.2 -0.6 0.1 -0.2 CHF 0.2 0.5 -0.4 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.2 -0.4 -0.1 -0.5 0.0 -0.1 -0.3 -0.3 -0.3 -0.3 -0.0 -0.1 -0.1 -0.3 -0.0 0.6 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -1.1 -0.3 0.6 0.3 -0.4 0.2 -0.5 0.0 -0.4 COCOA -0.4 -0.1 -0.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.1 0.2 -0.0 0.0 0.2 0.3 0.3 0.4 0.0 0.1 -0.1 0.2 -0.1 -2.3 0.0 -0.0 0.1 -0.0 0.2 -0.0 1.1 -0.3 0.1 0.0 0.6 0.4 0.1 0.5 0.3 COFFEE -0.1 0.2 0.4 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 0.3 -0.0 0.4 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 -0.0 0.4 0.1 -2.7 0.0 -0.0 0.2 -0.0 0.3 0.0 0.6 -0.0 0.6 0.4 0.6 0.1 -0.4 0.5 -0.1 COPPER -0.6 -0.6 0.5 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 0.1 -0.1 0.1 -0.1 0.0 -0.0 -0.1 -0.0 -0.0 -0.0 0.1 -0.0 0.2 -0.1 -1.1 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.3 -0.1 -0.0 0.1 0.5 0.0 -0.0 0.4 0.3 CORN -0.6 -0.4 0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.3 -0.2 -0.5 -0.2 -0.1 -0.3 -0.3 -0.4 -0.3 -0.2 -0.1 -0.2 -0.3 -0.2 -1.7 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -1.1 -0.5 -0.2 -0.2 0.1 -0.7 -0.6 -0.7 -0.0 COTTON2 0.2 -0.3 -0.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.3 -0.0 -0.3 -0.1 -0.1 -0.2 0.0 -0.0 0.0 -0.1 -0.2 -0.0 -0.2 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 0.3 0.4 -0.1 -0.6 -0.1 -0.3 0.4 -0.0 CRUDE_W 0.6 -0.1 -0.1 0.0 0.1 0.0 0.1 0.1 0.1 0.2 0.2 0.2 0.5 0.2 0.1 0.3 0.2 0.3 0.3 0.1 0.1 0.2 0.3 0.2 -0.6 -0.0 0.1 -0.0 0.1 0.1 0.0 0.2 -0.0 0.0 -0.4 -0.1 0.7 0.6 0.7 0.7 DAX -0.6 -0.5 -0.4 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 -0.0 0.5 -0.1 1.5 -0.0 0.0 0.2 -0.0 0.4 -0.0 -0.5 0.0 -0.6 -0.6 0.2 0.1 0.2 -0.1 0.3 DOW 0.1 -0.2 -0.4 0.1 0.0 0.2 0.0 0.3 0.0 -0.0 0.3 0.1 0.5 -0.0 -0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.1 0.0 0.4 0.0 -1.8 0.0 -0.0 0.1 -0.0 0.4 -0.0 -0.5 -0.2 -0.3 -0.5 -0.4 0.3 -0.1 0.4 -0.2 DX 0.4 -0.1 0.2 -0.0 -0.1 -0.1 -0.1 0.0 -0.1 0.1 0.4 0.2 0.5 0.2 0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.3 0.1 -2.7 0.1 0.0 0.1 0.1 0.2 0.1 0.9 0.5 0.6 0.1 0.6 -0.1 0.3 -0.1 0.4 EUR -0.4 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 0.0 -0.1 0.0 -0.3 -0.2 -0.4 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 2.7 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.4 0.4 -0.3 -0.1 -0.0 -0.2 -0.7 -0.2 -0.5 EURIBOR-ICE 0.4 -0.0 -0.5 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.1 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 1.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.0 -0.2 -0.1 -0.7 -0.7 -0.2 0.2 EUROSTX -0.5 -0.6 -0.5 0.1 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 -0.0 0.5 -0.1 -0.3 0.0 0.0 0.2 -0.0 0.4 -0.0 0.3 -0.1 -0.6 -0.6 0.1 -0.3 0.1 -0.6 0.2 FEEDCOW 0.1 0.2 -0.2 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.2 0.2 0.0 -0.1 0.0 0.0 -0.2 -0.4 -0.4 -0.4 0.0 -0.0 -0.0 -0.0 0.0 -1.0 -0.0 -0.1 -0.0 -0.0 0.1 -0.0 -1.1 -0.4 0.6 0.4 -0.3 0.2 0.7 0.5 0.7 GASOIL 0.6 -0.1 -0.3 0.0 0.1 0.0 0.1 0.1 0.1 0.2 0.1 0.2 0.5 0.2 -0.0 -0.0 0.3 0.0 0.1 0.0 0.0 0.2 0.2 0.2 0.8 0.0 0.1 -0.0 0.1 0.1 0.1 0.0 0.1 0.2 0.1 -0.3 -0.7 -0.4 -0.7 -0.7 GASOLINE 0.5 -0.3 -0.2 0.0 0.1 0.0 0.1 0.1 0.1 0.2 0.2 0.2 0.5 0.1 -0.0 0.4 0.4 0.4 0.4 0.0 0.0 0.2 0.3 0.1 -2.7 -0.0 0.1 -0.0 0.1 0.1 0.0 0.9 0.1 0.0 -0.5 -0.1 0.7 0.7 0.7 0.7 GAS_US_mini -0.2 0.6 0.6 0.0 0.0 0.0 0.1 0.1 0.0 -0.1 -0.2 -0.1 -0.4 -0.0 0.0 -0.1 -0.4 -0.4 -0.4 0.0 -0.0 -0.1 -0.3 -0.0 2.7 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -1.1 -0.5 -0.4 0.5 0.0 -0.0 -0.2 -0.2 -0.4 GBP -0.3 0.2 -0.1 -0.0 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 0.3 -0.2 0.2 0.0 0.1 -0.0 -0.0 -0.0 -0.0 0.0 0.0 -0.1 0.1 -0.0 0.2 0.0 -0.1 0.1 -0.1 0.2 -0.0 0.2 0.2 0.1 0.4 0.4 -0.1 -0.7 -0.1 -0.4 GOLD_micro -0.3 -0.5 0.2 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 0.2 -0.0 0.3 -0.1 0.0 -0.2 -0.3 -0.2 -0.3 0.0 0.1 -0.0 0.3 -0.0 -0.4 -0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.7 -0.0 0.2 0.0 0.5 0.1 -0.3 0.3 -0.1 HEATOIL 0.6 -0.0 -0.3 0.0 0.1 0.0 0.1 0.1 0.1 0.2 -0.1 0.2 0.2 0.2 -0.0 -0.1 0.2 -0.1 0.1 0.0 -0.0 0.2 0.1 0.2 -2.7 -0.0 0.1 -0.1 0.1 0.0 0.0 -0.2 0.1 0.3 -0.3 -0.6 0.1 0.2 -0.2 0.1 JGB-SGX-mini 0.4 -0.1 -0.6 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 0.4 0.4 0.4 0.4 -0.0 -0.1 -0.1 -0.1 -0.1 -1.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 1.1 -0.4 -0.0 -0.4 -0.3 -0.3 -0.2 0.0 0.5 JPY -0.4 -0.4 -0.3 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.1 -0.4 -0.2 -0.5 -0.2 -0.2 -0.3 -0.3 -0.3 -0.3 -0.2 -0.2 -0.2 -0.5 -0.2 2.7 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -1.1 -0.4 -0.4 -0.6 -0.6 -0.7 -0.4 -0.6 -0.4 LEANHOG -0.4 -0.6 -0.3 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.3 -0.2 -0.2 -0.2 -0.2 0.4 -0.4 0.4 -0.3 -0.2 -0.2 -0.2 -0.3 -0.2 0.7 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -1.1 -0.1 -0.4 -0.6 -0.6 -0.4 -0.3 -0.3 0.2 LIVECOW 0.6 0.6 0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 0.1 0.4 0.2 0.2 0.2 0.2 0.4 0.2 0.4 0.4 0.2 0.1 0.2 0.2 0.2 -1.2 0.1 0.0 0.1 0.1 0.2 0.1 1.1 0.5 0.6 0.6 0.6 0.2 0.7 0.4 0.7 LUMBER-new -0.2 -0.3 -0.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -0.3 -0.4 -0.4 -0.4 -0.2 -0.1 -0.1 -0.2 -0.1 NaN -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -1.2 -0.1 0.1 -0.3 -0.7 -0.2 -0.4 0.1 -0.2 MILK -0.4 0.5 0.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.2 -0.1 -0.1 0.0 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.1 -0.0 -0.0 0.0 1.6 0.0 -0.0 0.1 -0.0 -0.0 0.0 -1.1 -0.3 0.4 0.6 0.6 -0.4 -0.7 -0.2 -0.7 MXP -0.5 -0.6 -0.6 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.2 -0.1 -0.1 0.2 0.3 0.3 0.3 -0.1 -0.0 -0.0 0.1 -0.1 -2.7 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 1.1 0.3 -0.5 -0.6 -0.1 0.6 0.5 0.7 0.7 NASDAQ_micro 0.6 0.6 -0.1 0.0 0.0 0.2 0.0 0.3 0.0 0.0 0.4 0.1 0.6 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 0.0 0.1 0.0 0.2 0.1 -0.4 -0.1 0.6 0.6 0.3 -0.1 0.1 -0.3 0.1 NIKKEI 0.2 -0.1 -0.3 0.1 0.0 0.2 0.0 0.3 0.0 0.1 0.4 0.2 0.6 0.2 0.0 0.3 0.2 0.2 0.2 0.1 0.2 0.2 0.5 0.1 -2.7 0.0 0.1 0.3 0.1 0.6 0.1 1.1 0.5 0.0 -0.4 -0.4 -0.0 -0.2 -0.3 -0.4 NZD -0.2 0.3 0.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 0.0 -0.2 -0.0 0.0 0.1 0.0 0.0 0.0 0.0 0.0 0.0 -0.1 -0.0 -0.0 0.1 0.0 -0.1 0.1 -0.1 0.0 -0.0 0.3 0.0 0.1 0.5 0.2 0.2 -0.2 0.2 0.1 OAT -0.2 -0.3 -0.4 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 0.0 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.3 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 0.7 0.0 -0.5 -0.5 -0.1 -0.7 -0.6 -0.2 -0.1 OATIES -0.6 -0.6 0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 0.0 0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -2.7 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.5 -0.2 -0.0 -0.0 -0.0 0.3 0.4 OJ -0.6 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.2 -0.0 0.4 0.0 0.1 0.1 0.3 0.2 0.2 0.1 0.2 -0.0 0.5 0.0 -2.7 0.0 -0.0 0.1 -0.0 0.2 0.0 0.9 -0.1 -0.0 0.6 0.6 0.2 0.3 0.7 0.7 PALLAD 0.1 -0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.2 0.1 -0.3 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.2 0.0 1.9 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.3 0.4 0.4 0.0 -0.2 -0.7 -0.7 -0.7 -0.6 PLAT -0.3 -0.1 0.4 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.0 0.0 -0.0 1.0 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.1 0.2 0.2 0.4 0.2 -0.7 -0.3 -0.1 0.1 REDWHEAT -0.6 -0.3 0.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.3 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.0 -0.2 -0.2 -0.2 -0.8 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.5 -0.1 -0.6 -0.1 0.4 -0.5 -0.7 -0.2 -0.6 RICE -0.3 0.2 0.3 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.2 0.5 -0.1 0.6 -0.0 0.2 0.4 0.4 0.4 0.4 0.1 0.2 -0.1 0.5 -0.0 -1.8 0.0 -0.1 0.1 -0.0 0.2 0.0 1.1 -0.2 0.6 0.6 0.3 -0.4 -0.2 -0.4 -0.1 ROBUSTA -0.2 0.2 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.2 -0.1 0.3 0.1 0.1 0.4 0.4 0.4 0.4 0.1 0.2 -0.0 0.5 0.1 -2.7 0.0 -0.0 0.2 -0.0 0.3 0.0 1.1 0.1 0.5 0.5 0.6 0.1 -0.3 0.3 0.1 RUSSELL -0.2 -0.2 -0.1 0.1 0.0 0.2 0.0 0.3 0.0 0.0 0.3 -0.0 0.4 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.0 0.2 -0.0 -0.2 -0.0 0.0 0.1 0.0 0.2 -0.0 -0.0 -0.0 -0.6 -0.6 -0.4 0.1 -0.7 0.0 -0.7 SHATZ 0.6 0.5 -0.1 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.2 0.0 -0.3 0.0 -0.0 -0.4 -0.4 -0.4 -0.4 0.0 -0.1 0.0 -0.2 0.0 0.9 0.0 -0.0 -0.0 0.0 -0.1 0.0 -1.1 0.1 0.3 -0.0 -0.1 -0.7 -0.5 -0.5 -0.4 SILVER-mini -0.4 -0.1 0.5 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 0.2 -0.1 0.2 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.0 0.2 -0.0 0.3 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 -0.1 -0.0 0.3 0.5 -0.1 -0.3 0.2 0.1 SMI -0.4 0.4 0.3 0.1 0.0 0.2 0.0 0.3 0.0 -0.1 0.5 -0.1 0.6 0.1 0.2 -0.1 0.0 -0.1 -0.0 0.2 0.2 -0.0 0.5 0.1 1.9 0.1 -0.0 0.2 -0.0 0.3 0.0 0.7 -0.3 -0.2 0.5 0.5 0.3 0.1 0.1 -0.0 SOFR 0.3 0.5 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.0 -0.1 0.1 0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.0 -0.0 -0.1 0.0 -0.4 0.0 -0.0 0.0 -0.0 -0.0 0.0 0.2 0.1 0.1 0.3 0.1 0.1 -0.5 0.6 0.0 SOYBEAN -0.6 -0.4 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.3 -0.2 -0.3 -0.2 -0.1 -0.0 0.1 -0.0 0.0 -0.2 -0.1 -0.2 -0.3 -0.2 -2.7 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.3 -0.1 -0.2 -0.2 0.1 -0.7 -0.7 -0.5 -0.7 SOYMEAL -0.6 -0.3 0.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.3 -0.1 -0.3 -0.1 -0.1 0.3 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -2.7 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.4 -0.2 0.0 0.1 0.4 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.3 0.0 -0.4 -0.1 -0.1 0.1 -0.0 -0.0 -0.0 -0.1 -0.1 0.0 -0.3 -0.0 -2.7 -0.0 0.1 -0.1 0.0 -0.1 -0.0 -0.2 0.4 0.4 0.1 -0.2 -0.5 -0.6 -0.0 -0.0 SP400 -0.3 -0.4 -0.2 0.1 0.0 0.2 0.0 0.3 0.0 -0.1 0.3 -0.1 0.5 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.1 0.3 -0.1 -1.8 0.0 -0.0 0.1 -0.0 0.2 -0.0 0.0 -0.2 -0.6 -0.6 -0.2 0.1 -0.3 0.1 -0.7 SP500_micro 0.5 0.6 0.1 0.1 0.0 0.2 0.0 0.4 0.1 -0.1 0.5 0.2 0.7 0.2 0.2 -0.3 -0.2 -0.3 -0.3 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 0.0 0.2 0.0 0.4 0.1 -0.6 -0.1 0.6 0.6 0.5 0.2 0.0 0.0 0.0 SUGAR11 0.6 0.3 -0.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.4 0.2 -0.3 0.1 -0.1 -0.1 0.2 0.0 0.1 -0.0 -0.1 0.2 -0.3 0.1 -2.7 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.7 0.5 0.6 0.3 -0.6 0.3 0.7 0.6 0.7 US10 0.2 0.4 0.0 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.0 -0.2 0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 -0.0 -0.1 0.0 0.3 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.3 0.1 0.1 0.2 0.1 0.0 -0.6 0.3 0.1 US10U 0.2 0.4 0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.0 -0.2 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 -0.1 -0.2 0.0 0.0 0.0 -0.1 0.0 -0.0 -0.0 0.0 0.0 0.0 0.1 0.3 0.2 0.0 -0.5 0.6 0.3 US2 0.3 0.3 -0.2 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.2 0.0 -0.3 0.0 -0.0 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 -0.0 -0.3 0.0 1.8 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -1.1 0.2 0.0 -0.0 -0.1 -0.1 -0.7 0.0 -0.5 US20 0.1 0.4 0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.1 0.0 -0.1 0.0 -0.0 0.0 -0.0 0.0 0.0 0.3 -0.0 0.1 0.3 0.2 -0.1 -0.3 0.7 0.5 US30 0.2 0.4 0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 -0.1 -0.1 0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.2 -0.0 0.1 0.3 0.2 -0.2 -0.3 0.4 0.6 US5 0.2 0.4 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.0 -0.3 0.1 -0.0 -0.2 -0.2 -0.2 -0.2 0.0 -0.0 -0.0 -0.2 0.0 0.8 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.6 0.1 0.1 0.2 0.0 0.0 -0.7 0.3 -0.2 VIX 0.4 -0.2 0.0 -0.1 -0.1 -0.4 -0.1 -0.7 -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 -0.2 NaN -0.2 -0.1 -0.5 -0.1 -0.8 -0.1 NaN NaN NaN NaN NaN -0.9 -1.1 NaN NaN WHEAT -0.6 -0.4 0.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.2 -0.1 -0.0 -0.3 -0.3 -0.3 -0.3 -0.1 -0.0 -0.1 -0.1 -0.2 0.1 -0.0 0.0 0.0 -0.0 -0.0 -0.0 -1.1 -0.1 -0.6 0.0 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 -1.0 5.0 5.8 -3.6 -10.6 -1.9 -10.4 0.4 -6.9 -1.9 -0.4 9.2 -4.9 6.6 13.6 -2.3 -2.8 -2.5 -2.6 5.1 3.6 2.0 -1.3 3.6 3.8 3.2 0.4 2.8 1.3 0.4 2.1 -0.0 20.0 15.3 9.1 14.1 2.4 -6.7 3.6 -1.2 BITCOIN -20.0 -8.9 -1.2 -4.0 -1.6 -0.4 -4.8 0.8 -6.4 2.0 11.3 -14.1 15.4 -9.2 -5.7 -7.3 -7.4 -7.5 -7.6 -4.9 11.2 -15.9 20.0 -16.5 -20.0 -1.7 -0.5 7.1 -7.5 13.0 -7.6 -3.7 -20.0 -3.6 10.7 5.1 -16.3 -4.6 -0.2 0.8 BOBL 17.2 4.6 -5.8 0.5 -5.5 -0.5 -2.3 -1.4 0.4 -7.6 -6.3 1.9 -5.5 2.8 -2.4 -20.0 -9.5 -12.8 -9.8 -0.8 -3.7 -2.0 -4.9 1.5 3.8 -0.1 -5.1 -1.3 -0.9 -1.6 0.9 -10.6 1.0 3.4 -3.8 -0.4 -20.0 -15.4 -8.0 -10.2 BTP -5.8 -8.9 -10.8 0.9 -9.8 -0.8 -4.1 -2.4 0.6 -14.0 4.2 -10.3 8.5 -9.2 -9.9 -0.5 4.7 1.6 3.0 -5.5 -0.4 -11.3 4.2 -7.9 -20.0 -3.4 -11.1 0.5 -8.0 3.8 -5.5 12.8 3.4 -18.3 -16.6 4.2 -17.1 -12.8 0.4 2.6 BUND 12.4 2.8 -4.2 0.6 -6.0 -0.5 -2.5 -1.5 0.4 -8.3 -5.1 0.7 -2.8 2.1 -2.0 3.5 -0.4 -1.1 -2.1 -0.5 -2.3 -3.8 -3.3 0.6 1.2 0.2 -7.4 -0.4 -2.2 -0.7 0.5 3.6 -0.8 1.4 -4.1 2.3 -20.0 -19.1 -6.8 -11.3 BUXL 8.5 0.2 -2.0 0.6 -6.6 -0.6 -2.8 -1.6 0.4 -9.4 -4.4 -3.0 -2.4 -0.6 -3.4 -1.6 -3.0 -4.0 -4.1 -1.6 -2.4 -6.6 -3.7 -1.6 -2.3 -0.2 -9.3 -0.2 -3.8 -0.4 -0.5 -0.6 -4.6 -1.3 -7.1 3.4 -20.0 -20.0 -14.6 -9.8 CAC -20.0 -20.0 -20.0 4.8 0.8 6.9 2.4 7.9 3.6 -6.0 6.5 -13.2 12.1 -13.6 -9.5 -7.9 -0.0 -2.3 0.1 -13.8 -0.5 -17.9 9.1 -20.0 -9.6 -3.8 -2.5 0.6 -5.2 3.4 -6.3 11.5 -12.4 -20.0 -20.0 -12.6 0.0 7.7 -5.0 10.9 CAD 0.1 0.6 -5.9 -4.4 -12.6 -2.3 -12.4 0.5 -8.2 -15.8 -17.6 -4.9 -15.8 -8.0 -12.6 -4.3 -2.8 -3.8 -3.2 -6.2 -9.2 -4.2 -10.4 -3.0 -0.9 -4.6 -11.0 -6.3 -3.7 -6.8 -2.4 -0.5 20.0 10.5 -3.2 -4.6 2.2 -7.9 -3.7 -5.2 CANOLA -20.0 -6.8 15.8 -1.8 -2.2 -0.6 -2.7 -0.3 -2.9 5.0 -4.7 -5.2 -6.5 -6.9 -3.9 -13.6 -9.7 -14.3 -13.6 -6.7 -4.9 -6.1 -7.1 -9.6 -19.4 -2.2 0.6 -1.7 -1.8 -2.5 -2.9 -20.0 1.9 -11.0 -3.6 3.7 -7.4 -16.9 3.3 -5.3 CHF 5.2 16.0 -11.0 -3.4 -10.0 -1.8 -9.8 0.4 -6.5 -18.2 -14.7 -13.5 -13.4 2.0 -5.9 -17.1 -16.5 -17.0 -16.6 -1.8 -10.4 -14.4 -11.8 -1.9 4.8 -0.1 -11.0 -3.5 -6.3 -4.0 -0.4 -20.0 -11.4 19.5 10.5 -13.7 5.7 -14.1 0.6 -12.4 COCOA -11.7 -1.7 -20.0 -1.4 -1.1 -0.5 -1.8 -0.3 -2.1 -5.3 3.0 -5.6 4.3 -2.0 0.4 11.7 15.2 17.2 18.5 0.8 5.7 -9.2 7.7 -4.7 -17.3 1.1 -1.7 4.0 -1.8 6.0 -0.9 20.0 -14.0 4.5 0.6 20.0 10.7 3.3 14.4 8.0 COFFEE -4.5 5.7 11.4 -3.6 -2.7 -1.2 -4.6 -0.7 -5.4 -11.6 12.0 -4.6 11.4 10.3 10.6 3.4 7.2 5.4 7.1 13.0 16.0 -0.0 13.8 6.7 -20.0 3.6 -1.8 6.9 -1.4 7.3 0.2 10.9 -1.9 18.8 11.1 20.0 4.4 -11.8 14.8 -3.2 COPPER -18.6 -20.0 14.1 -1.5 -0.6 -0.2 -1.8 0.3 -2.4 -3.6 3.1 -6.6 3.4 -7.7 0.1 -0.3 -2.9 -0.2 -1.6 -0.5 5.2 -5.1 5.7 -5.9 -8.5 0.1 -0.2 2.1 -1.6 2.2 -1.9 5.1 -3.3 -1.4 3.3 16.0 0.7 -0.2 11.7 8.3 CORN -20.0 -10.8 6.5 -3.3 -2.4 -1.1 -4.2 -0.6 -4.9 -13.6 -9.8 -15.2 -14.1 -14.7 -10.3 -16.1 -12.6 -17.5 -16.7 -15.7 -10.1 -20.0 -12.2 -20.0 -12.5 -3.9 -10.6 -2.6 -9.8 -3.4 -7.1 -20.0 -20.0 -6.0 -6.0 2.8 -20.0 -17.5 -20.0 -1.0 COTTON2 5.5 -10.0 -20.0 -2.8 -2.1 -0.9 -3.6 -0.5 -4.2 -3.6 -11.9 -1.2 -8.7 -7.3 -12.5 -7.7 1.2 -2.1 0.3 -13.1 -13.9 -0.4 -9.0 -5.2 -20.0 -3.5 -1.1 -2.8 -0.0 -0.5 -1.4 -0.5 12.1 12.0 -3.5 -20.0 -3.3 -10.0 12.3 -0.7 CRUDE_W 19.1 -4.2 -3.2 0.8 9.4 0.6 8.5 2.8 5.1 20.0 9.3 20.0 15.1 20.0 8.1 12.8 12.2 13.1 12.7 8.7 6.9 20.0 10.6 17.5 -4.6 -1.5 8.5 -0.7 7.6 2.9 3.3 3.5 -1.3 0.7 -12.0 -2.1 20.0 19.0 20.0 20.0 DAX -18.9 -15.4 -13.1 5.3 0.8 7.5 2.6 8.7 4.0 9.0 14.0 -7.9 16.4 -11.7 -4.3 -9.3 -11.3 -10.5 -11.3 -2.1 10.7 -3.6 18.5 -8.5 11.5 -0.2 2.6 6.9 -1.6 10.6 -3.9 -8.5 0.9 -20.0 -20.0 5.9 3.9 5.8 -3.6 9.4 DOW 2.6 -6.5 -12.1 5.0 0.8 7.1 2.4 8.2 3.8 -3.5 11.7 5.4 13.9 -0.9 -1.4 -11.0 -11.2 -11.3 -11.5 1.5 6.9 3.3 14.7 2.7 -13.8 0.5 -1.4 5.0 -0.6 10.0 -0.6 -8.5 -7.7 -8.1 -14.7 -11.8 10.2 -2.7 11.1 -6.6 DX 11.6 -2.1 6.6 -3.6 -10.5 -1.9 -10.4 0.4 -6.8 11.1 16.4 17.9 15.0 14.5 15.6 7.1 6.9 7.3 7.2 11.0 10.7 12.7 10.4 13.3 -20.0 5.8 3.6 5.5 6.6 5.4 7.0 16.7 20.0 20.0 3.6 20.0 -3.6 8.0 -3.3 13.1 EUR -13.2 0.1 -4.0 -3.8 -10.9 -2.0 -10.7 0.4 -7.1 5.1 -12.5 -16.1 -10.7 -15.4 -10.7 -7.4 -7.1 -7.4 -7.1 -8.5 -6.5 -7.9 -5.8 -11.0 20.0 -4.4 0.6 -2.3 -4.8 -1.5 -6.6 -7.5 16.3 -8.0 -2.8 -0.6 -6.3 -20.0 -7.4 -15.7 EURIBOR-ICE 11.3 -0.8 -16.2 0.5 -5.4 -0.5 -2.3 -1.3 0.3 -7.6 -4.3 1.6 -0.2 2.0 -4.1 -5.6 -4.9 -5.7 -5.0 -1.8 -3.0 -2.7 -1.8 0.1 11.7 -0.9 -4.7 -1.3 -1.6 -0.5 -0.0 -2.3 1.4 -0.1 -4.8 -3.5 -20.0 -20.0 -5.0 5.2 EUROSTX -17.0 -19.1 -16.0 5.1 0.8 7.3 2.5 8.4 3.9 1.2 15.0 -7.2 17.0 -7.6 -3.0 -5.9 -2.3 -6.1 -4.1 -1.2 10.6 -5.5 18.7 -7.4 -2.3 0.2 0.5 7.8 -3.0 12.2 -4.0 5.9 -2.1 -20.0 -20.0 1.8 -8.9 3.8 -18.0 4.7 FEEDCOW 4.6 7.3 -6.6 -4.8 -3.6 -1.6 -6.2 -0.9 -7.2 -18.1 6.2 3.8 -3.0 3.4 1.0 -10.0 -20.0 -19.9 -20.0 2.2 -0.7 -5.4 -0.2 1.7 -7.5 -1.1 -9.6 -1.2 -3.2 1.8 -0.8 -20.0 -15.3 20.0 13.3 -10.1 7.1 20.0 16.3 20.0 GASOIL 20.0 -3.4 -9.2 0.8 8.8 0.6 8.0 2.6 4.7 18.5 2.8 20.0 13.2 18.0 -3.1 -0.6 13.0 1.2 6.8 3.0 0.3 20.0 8.1 15.4 6.3 0.7 11.1 -0.5 10.1 2.5 6.4 0.1 3.9 5.3 3.6 -9.4 -19.9 -12.8 -20.0 -20.0 GASOLINE 15.8 -9.1 -5.3 0.8 8.7 0.6 7.9 2.6 4.7 19.3 7.8 20.0 14.1 13.5 -3.0 20.0 19.2 20.0 20.0 1.8 3.2 20.0 10.4 11.8 -20.0 -1.6 8.7 -0.5 7.6 3.7 3.1 16.8 4.2 0.8 -14.0 -4.1 20.0 20.0 20.0 20.0 GAS_US_mini -5.4 20.0 20.0 0.5 5.2 0.4 4.7 1.5 2.8 -12.6 -7.6 -10.7 -11.3 -2.8 2.2 -6.5 -20.0 -20.0 -20.0 2.2 -1.6 -13.4 -12.7 -3.9 20.0 2.0 -7.8 -0.4 -4.3 -3.9 -0.1 -20.0 -20.0 -12.2 16.4 0.9 -1.5 -6.4 -7.1 -13.0 GBP -9.0 7.1 -1.7 -4.4 -12.7 -2.3 -12.5 0.5 -8.2 -12.7 11.5 -19.8 5.0 2.7 8.6 -1.0 -0.8 -1.0 -0.9 2.5 4.4 -10.5 4.8 -4.6 1.3 2.4 -5.8 4.7 -7.4 4.6 -3.3 3.2 7.9 3.5 13.5 12.0 -2.1 -20.0 -3.2 -10.8 GOLD_micro -8.8 -16.3 7.4 -1.9 -0.7 -0.2 -2.3 0.4 -3.0 -1.0 6.7 -4.1 7.8 -6.9 3.1 -10.6 -13.6 -11.7 -12.7 1.5 7.7 -1.6 9.5 -2.4 -3.0 -0.4 -0.0 3.1 -1.7 4.4 -2.5 -13.5 -1.2 5.7 0.7 15.6 2.0 -8.6 9.3 -2.0 HEATOIL 20.0 -1.3 -8.9 0.8 9.0 0.6 8.1 2.6 4.8 18.5 -4.1 20.0 6.7 19.2 -3.6 -6.3 11.4 -4.0 3.2 1.6 -3.2 20.0 2.7 14.7 -20.0 -2.4 8.9 -3.1 7.7 0.9 3.5 -4.3 2.5 9.5 -9.9 -20.0 2.7 7.0 -4.7 2.0 JGB-SGX-mini 11.0 -2.0 -17.8 0.5 -5.8 -0.5 -2.4 -1.4 0.4 -8.4 -4.1 -5.3 -0.6 -2.6 -5.2 20.0 18.2 20.0 18.5 -4.5 -4.9 -11.1 -2.5 -4.9 -8.5 -1.9 -6.3 -2.3 -4.0 -1.8 -1.8 20.0 -14.8 -1.2 -12.0 -8.4 -9.1 -4.7 0.8 16.4 JPY -12.9 -12.3 -10.8 -2.4 -7.1 -1.3 -7.0 0.3 -4.6 -13.0 -15.1 -14.5 -15.2 -14.8 -15.0 -15.4 -16.2 -15.5 -15.8 -19.8 -20.0 -20.0 -20.0 -19.5 20.0 -5.5 -5.3 -5.9 -6.0 -6.4 -5.6 -20.0 -15.8 -11.1 -18.8 -20.0 -20.0 -11.4 -19.0 -11.1 LEANHOG -11.5 -20.0 -10.5 -4.0 -2.9 -1.3 -5.1 -0.8 -5.9 -10.2 -9.5 -14.5 -6.8 -17.3 -17.7 20.0 -20.0 20.0 -13.4 -20.0 -18.2 -17.7 -9.8 -20.0 5.3 -5.9 -1.2 -3.2 -2.4 -1.3 -5.2 -20.0 -2.8 -13.4 -20.0 -20.0 -13.0 -9.7 -7.5 4.7 LIVECOW 17.0 18.6 2.0 -4.9 -3.6 -1.6 -6.2 -0.9 -7.2 7.6 14.7 18.1 4.4 20.0 16.7 20.0 11.7 20.0 19.3 20.0 12.9 20.0 7.3 20.0 -9.2 7.4 1.5 4.9 7.2 4.3 9.0 20.0 20.0 20.0 20.0 18.1 5.7 20.0 11.9 20.0 LUMBER-new -4.1 -8.0 -20.0 -2.1 -1.5 -0.7 -2.6 -0.3 -3.1 -3.4 -8.0 -5.7 -7.7 -7.3 -8.9 -14.2 -17.5 -17.4 -17.8 -12.6 -10.2 -7.2 -6.4 -11.4 NaN -3.4 0.1 -3.1 -0.9 -1.8 -2.3 -20.0 -3.2 2.2 -9.0 -20.0 -6.2 -9.4 1.9 -5.7 MILK -11.4 15.8 20.0 -2.4 -1.8 -0.8 -3.1 -0.5 -3.6 -4.7 6.2 -6.9 -3.7 3.1 8.3 -20.0 -20.0 -20.0 -20.0 9.8 7.9 -3.2 -0.8 3.1 12.3 2.9 -1.1 2.3 -1.3 -0.4 0.7 -20.0 -12.1 13.3 20.0 20.0 -10.7 -20.0 -6.6 -20.0 MXP -16.9 -20.0 -20.0 -1.5 -4.3 -0.8 -4.3 0.2 -2.8 -3.8 -1.4 -3.2 4.4 -5.4 -5.1 9.7 15.9 12.9 14.4 -8.4 -3.7 -3.7 2.0 -8.1 -20.0 -2.3 -0.4 -0.9 -1.0 0.6 -2.2 20.0 11.6 -16.9 -18.3 -4.2 17.0 16.1 20.0 20.0 NASDAQ_micro 18.5 20.0 -2.4 4.4 0.7 6.2 2.1 7.2 3.3 1.7 16.1 11.2 16.3 13.9 15.1 -12.0 -10.8 -11.5 -11.2 20.0 20.0 12.4 20.0 20.0 -20.0 5.6 1.2 5.0 3.3 5.6 5.5 -7.8 -5.5 20.0 20.0 8.4 -4.0 3.3 -8.5 2.8 NIKKEI 4.8 -2.1 -9.8 5.7 0.9 8.1 2.8 9.4 4.3 15.4 13.9 16.3 17.6 14.2 1.1 14.2 9.6 9.7 8.8 8.5 17.0 17.6 20.0 11.5 -20.0 4.1 8.9 9.4 9.3 17.1 5.7 20.0 20.0 0.9 -11.3 -13.7 -0.1 -7.2 -10.4 -12.9 NZD -6.7 10.4 2.0 -3.3 -9.4 -1.7 -9.3 0.4 -6.1 -15.0 1.0 -16.1 -1.4 3.2 9.2 0.1 0.2 0.1 0.2 3.8 3.0 -9.9 -0.5 -2.2 0.5 2.0 -7.1 2.0 -6.1 0.5 -1.7 4.9 1.8 3.9 14.7 5.9 5.3 -5.2 7.5 2.3 OAT -6.6 -9.4 -12.1 0.7 -7.1 -0.6 -3.0 -1.8 0.5 -10.0 -7.1 -8.9 -2.7 -8.6 -9.5 -2.0 4.7 1.4 3.1 -8.3 -6.6 -10.1 -4.8 -8.4 1.9 -3.5 -7.0 -2.2 -5.1 -1.1 -4.1 12.9 1.2 -16.5 -15.7 -3.2 -20.0 -18.3 -5.3 -3.1 OATIES -20.0 -19.9 7.0 -1.7 -1.3 -0.6 -2.2 -0.3 -2.6 2.8 -4.9 -6.5 -6.4 -7.4 -5.8 -5.9 0.7 0.3 2.0 -10.1 -5.6 -8.3 -4.3 -13.6 -20.0 -1.7 0.4 -0.6 -1.6 -0.5 -2.7 0.5 -1.2 -16.1 -5.0 -1.3 -1.1 -0.9 9.5 11.5 OJ -18.9 3.8 -1.1 -3.0 -2.2 -1.0 -3.9 -0.6 -4.5 1.0 9.1 -2.5 11.8 3.1 6.1 6.9 12.5 9.1 9.8 12.1 16.5 -0.8 18.9 3.7 -20.0 2.9 -0.6 4.4 -1.0 6.2 0.3 17.4 -3.8 -0.9 20.0 20.0 7.1 9.3 20.0 20.0 PALLAD 3.9 -3.0 4.1 -1.7 -0.7 -0.2 -2.1 0.4 -2.8 7.7 -6.6 5.2 -8.5 -3.3 -6.0 -1.7 -2.2 -2.2 -2.2 -3.5 -5.1 5.2 -9.2 0.1 14.4 -2.5 3.3 -2.4 1.5 -3.0 -1.1 5.6 15.1 12.4 0.1 -7.4 -20.0 -20.0 -20.0 -18.3 PLAT -10.6 -2.3 11.7 -2.2 -0.9 -0.2 -2.7 0.5 -3.5 -7.1 1.9 -1.5 -3.5 -5.4 -0.3 -4.9 -4.2 -5.0 -4.7 1.3 3.3 -1.3 1.6 -1.3 7.9 -0.3 -2.0 1.3 -1.0 1.2 -1.4 1.7 8.2 5.1 11.8 5.4 -20.0 -8.2 -3.2 3.7 REDWHEAT -20.0 -8.9 20.0 -2.9 -2.2 -1.0 -3.8 -0.6 -4.4 -1.1 -1.8 -11.7 -9.2 -11.7 -5.3 -10.3 -3.5 -8.8 -6.0 -10.7 -2.6 -17.6 -6.6 -20.0 -5.9 -1.8 0.2 -0.2 -3.2 -1.1 -4.3 -9.6 -5.0 -20.0 -3.3 12.7 -14.1 -20.0 -6.6 -17.1 RICE -9.6 5.7 8.0 -4.6 -3.4 -1.5 -5.9 -0.9 -6.9 -19.4 18.0 -12.1 17.8 -3.0 18.8 20.0 20.0 20.0 20.0 11.2 17.5 -12.6 18.9 -1.0 -13.8 4.1 -9.7 4.7 -4.3 4.2 0.5 20.0 -9.1 20.0 20.0 8.2 -13.5 -6.7 -13.2 -3.6 ROBUSTA -6.4 5.3 -4.7 -2.2 -1.6 -0.7 -2.9 -0.4 -3.3 -5.5 8.8 -5.7 9.4 5.8 7.1 20.0 20.0 20.0 20.0 11.7 16.9 -1.0 18.7 5.1 -20.0 3.3 -0.8 6.2 -0.4 7.8 1.0 20.0 3.8 14.8 14.0 20.0 2.6 -7.8 10.1 4.0 RUSSELL -7.1 -6.4 -4.0 4.7 0.7 6.7 2.3 7.7 3.5 1.5 9.3 -3.7 10.9 -7.6 -3.3 -7.4 -6.8 -7.3 -7.0 -3.0 2.4 -0.8 6.0 -4.1 -1.4 -0.4 0.8 2.3 0.6 4.3 -0.9 -0.7 -0.6 -18.1 -17.3 -13.5 1.8 -20.0 0.7 -20.0 SHATZ 20.0 15.4 -1.9 0.5 -5.2 -0.5 -2.2 -1.3 0.3 -7.2 -6.7 2.9 -7.4 3.5 -1.7 -20.0 -20.0 -20.0 -20.0 0.0 -5.2 0.1 -8.4 3.6 6.8 0.2 -3.0 -1.7 0.3 -2.5 1.6 -20.0 2.4 8.5 -1.3 -3.8 -20.0 -15.8 -16.2 -12.2 SILVER-mini -12.3 -2.4 16.8 -1.7 -0.7 -0.2 -2.0 0.4 -2.7 -4.9 5.6 -6.9 5.2 -0.9 3.8 -5.4 -6.5 -5.9 -6.3 3.7 7.2 -3.2 6.2 -1.6 2.0 0.2 -0.6 2.4 -2.1 2.6 -2.2 -1.7 -5.2 -1.5 9.1 13.9 -3.6 -9.5 5.9 4.0 SMI -12.9 12.6 9.3 5.4 0.8 7.6 2.6 8.8 4.0 -11.2 17.7 -10.6 16.5 12.0 14.7 -4.0 1.6 -2.7 -0.4 18.5 20.0 -3.2 18.4 6.9 14.5 6.2 -1.5 8.4 -1.1 7.3 2.1 12.6 -11.5 -5.2 14.3 16.9 7.8 2.5 2.7 -0.1 SOFR 7.8 14.0 -3.2 0.6 -6.9 -0.6 -2.9 -1.7 0.4 -9.4 -2.1 -0.1 -3.3 6.0 2.0 -2.9 -1.4 -2.9 -2.1 3.0 -0.7 -4.5 -3.5 2.7 -2.8 2.4 -4.8 1.0 -1.1 -0.1 2.0 3.2 4.1 4.1 9.8 4.2 4.1 -16.4 16.6 1.3 SOYBEAN -20.0 -13.2 1.1 -3.5 -2.6 -1.2 -4.5 -0.7 -5.3 -9.8 -12.3 -15.2 -7.8 -16.2 -12.1 -1.4 6.9 -0.4 2.0 -17.7 -11.9 -18.8 -10.2 -20.0 -20.0 -4.5 -1.7 -2.7 -4.7 -2.1 -6.1 5.9 -4.0 -7.5 -6.3 3.5 -20.0 -20.0 -15.4 -20.0 SOYMEAL -20.0 -8.0 10.4 -2.9 -2.2 -1.0 -3.8 -0.6 -4.4 -12.4 -10.0 -13.4 -9.5 -12.9 -7.6 14.0 7.0 7.0 4.8 -9.0 -6.2 -16.2 -7.2 -15.4 -20.0 -0.7 -5.4 -0.0 -5.0 -0.7 -3.7 7.7 -6.9 0.5 4.1 13.7 -20.0 -20.0 -20.0 -20.0 SOYOIL 0.3 1.5 -1.2 -2.8 -2.1 -0.9 -3.6 -0.5 -4.1 8.6 -11.2 1.1 -11.8 -5.3 -9.7 3.1 -0.2 -1.5 -2.5 -6.1 -9.0 4.1 -10.9 -2.4 -20.0 -3.4 8.4 -3.9 2.5 -3.7 -1.3 -4.5 17.2 11.8 3.3 -5.5 -13.9 -18.0 -0.7 -1.4 SP400 -8.1 -12.6 -5.7 4.8 0.8 6.8 2.3 7.8 3.6 -11.1 10.7 -8.4 12.6 -10.4 -4.5 -5.9 -6.0 -6.5 -6.3 -2.9 6.3 -6.8 12.6 -6.7 -13.3 0.0 -4.2 4.2 -2.4 6.9 -1.9 0.7 -9.9 -20.0 -17.5 -6.8 3.0 -9.1 3.2 -20.0 SP500_micro 15.7 18.9 2.7 6.2 1.0 8.8 3.0 10.2 4.7 -7.8 20.0 16.8 20.0 20.0 20.0 -14.6 -12.4 -13.7 -13.1 20.0 20.0 13.7 20.0 20.0 -20.0 8.4 0.3 8.9 4.1 10.0 7.5 -10.8 -6.2 20.0 20.0 14.4 5.4 0.5 0.4 0.0 SUGAR11 20.0 8.8 -17.6 -3.6 -2.6 -1.2 -4.6 -0.7 -5.3 13.8 -14.0 14.8 -9.0 10.7 -7.7 -2.6 10.7 1.1 5.6 -2.3 -13.2 19.2 -10.8 11.8 -20.0 -1.4 6.6 -5.3 6.8 -4.1 4.0 12.9 20.0 20.0 9.6 -17.8 9.4 20.0 17.2 20.0 US10 6.7 12.5 0.9 0.5 -5.9 -0.5 -2.4 -1.4 0.4 -7.9 -2.7 -1.3 -5.0 4.4 0.4 -7.5 -7.4 -7.0 -7.1 1.4 -1.6 -4.4 -5.0 1.2 2.4 1.9 -4.5 0.7 -1.3 -0.7 1.4 -6.5 2.4 2.2 6.4 3.2 0.3 -18.6 10.4 2.1 US10U 5.9 13.3 2.3 0.7 -8.0 -0.7 -3.4 -2.0 0.5 -10.8 -3.6 -2.5 -6.4 5.4 0.9 -5.4 -2.6 -5.0 -3.9 1.9 -2.0 -7.0 -6.6 1.1 0.3 2.6 -7.1 1.0 -2.3 -0.8 1.8 0.6 1.9 2.3 8.7 5.1 0.7 -15.2 19.2 9.8 US2 8.7 10.0 -6.0 0.6 -6.1 -0.5 -2.5 -1.5 0.4 -8.3 -7.2 0.1 -8.8 3.9 -4.3 -20.0 -20.0 -20.0 -20.0 -2.0 -6.9 -2.4 -11.5 0.4 13.2 -0.2 -2.6 -1.9 -0.8 -3.3 0.7 -20.0 7.5 0.8 -0.5 -4.6 -3.2 -20.0 1.0 -14.2 US20 4.4 12.8 3.0 0.5 -5.7 -0.5 -2.4 -1.4 0.4 -7.7 -0.5 -2.1 -2.6 3.5 1.9 -1.2 -0.8 -0.8 -0.7 1.9 -0.1 -6.1 -3.2 0.6 -1.0 2.2 -5.2 1.4 -1.7 0.1 1.3 4.8 -0.6 2.2 8.8 6.5 -1.7 -10.5 20.0 15.8 US30 4.7 12.6 3.9 0.6 -6.6 -0.6 -2.8 -1.6 0.4 -9.0 -1.6 -2.9 -4.1 3.5 1.5 -6.6 -5.3 -5.4 -5.3 1.8 -0.6 -7.1 -4.3 0.3 -0.5 2.4 -6.4 1.4 -2.2 -0.1 1.5 -3.2 -1.2 2.2 8.8 6.4 -6.0 -10.2 10.9 17.0 US5 7.6 12.7 -1.7 0.6 -6.2 -0.5 -2.6 -1.5 0.4 -8.4 -4.9 -0.6 -7.2 4.8 -1.1 -10.7 -10.2 -10.2 -10.0 0.8 -3.0 -3.8 -6.7 1.3 5.7 1.5 -4.2 0.0 -1.2 -1.3 1.4 -11.4 4.5 2.0 5.1 0.9 0.6 -20.0 7.7 -5.7 VIX 6.9 -4.7 0.9 -8.1 -7.4 -9.7 -6.2 -11.8 -6.2 -20.0 -20.0 -14.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -19.4 -20.0 -8.6 -20.0 -10.2 NaN -9.5 -6.9 -11.2 -6.1 -13.7 -7.2 NaN NaN NaN NaN NaN -16.4 -20.0 NaN NaN WHEAT -20.0 -11.7 20.0 -2.4 -1.8 -0.8 -3.1 -0.5 -3.6 1.4 -0.4 -8.6 -6.4 -9.0 -3.9 -15.1 -14.2 -15.9 -15.4 -8.9 -1.6 -13.3 -4.0 -18.2 0.7 -1.3 0.9 0.1 -2.3 -0.4 -3.4 -20.0 -4.7 -20.0 0.2 12.1 -13.0 -20.0 -9.7 -20.0 End of report for caleb_strategy_v3