******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240704_203931 produced at 2024-07-04 21:38:03.532755 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.26 -0.33 0.0 999.00 -999.00 -0.26 -0.26 -70.40 999999999.0 -56 -56 caleb_strategy_v3 EURIBOR-ICE False False 0.08 -0.63 -0.28 0.0 0.79 -0.79 -0.63 -0.63 -3.52 10.0 -8 -8 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.00 -0.20 0.0 0.43 -0.43 0.00 0.00 -7.42 16.0 0 0 caleb_strategy_v3 SHATZ False True 0.03 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -4.18 24.0 0 0 caleb_strategy_v3 JPY False False 0.02 -0.17 -0.13 0.0 0.40 -0.40 -0.17 -0.17 -5.39 17.0 -7 -7 caleb_strategy_v3 OAT False False 0.04 -0.04 -0.10 0.0 0.40 -0.40 -0.04 -0.04 -2.38 10.0 -1 -1 caleb_strategy_v3 CHF False False 0.04 -0.04 -0.10 0.0 0.55 -0.55 -0.04 -0.04 -2.29 13.0 -1 -1 caleb_strategy_v3 US2 False True 0.06 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -1.68 13.0 0 0 caleb_strategy_v3 BTP False False 0.04 -0.04 -0.09 0.0 0.38 -0.38 -0.04 -0.04 -2.29 10.0 -1 -1 caleb_strategy_v3 LEANHOG False False 0.01 -0.08 -0.08 0.0 0.12 -0.12 -0.08 -0.08 -9.08 13.0 -9 -9 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -37.19 59.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.04 -0.06 0.0 0.08 -0.08 -0.04 -0.05 -9.23 12.0 -7 -8 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.06 0.0 0.18 -0.18 0.00 0.00 -0.63 2.0 0 0 caleb_strategy_v3 BOBL False False 0.04 0.00 -0.05 0.0 0.72 -0.72 0.00 0.00 -1.33 19.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.01 -0.04 0.0 0.15 -0.15 -0.01 -0.01 -13.83 51.0 -4 -2 caleb_strategy_v3 CAC True False 0.03 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -1.62 12.0 0 0 caleb_strategy_v3 MXP False False 0.01 -0.05 -0.03 0.0 0.50 -0.50 -0.05 -0.04 -3.18 60.0 -6 -5 caleb_strategy_v3 DOW False False 0.01 0.00 -0.03 0.0 0.40 -0.40 0.00 0.00 -4.55 66.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 -0.09 -0.03 0.0 0.21 -0.21 -0.09 -0.09 -10.92 68.0 -28 -28 caleb_strategy_v3 LUMBER-new False False 0.00 -0.01 -0.02 0.0 0.01 -0.01 -0.01 -0.01 -4.84 3.0 -2 -2 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.01 -0.02 0.0 0.05 -0.05 -0.01 -0.01 -9.97 26.0 -3 -5 caleb_strategy_v3 OATIES False True 0.00 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.92 2.0 0 0 caleb_strategy_v3 EUR False False 0.04 -0.12 -0.02 0.0 0.58 -0.58 -0.12 -0.12 -0.51 14.0 -3 -3 caleb_strategy_v3 CAD False False 0.02 -0.02 -0.02 0.0 0.65 -0.65 -0.02 0.00 -1.02 29.0 -1 0 caleb_strategy_v3 BUND False False 0.04 0.00 -0.02 0.0 0.43 -0.43 0.00 0.00 -0.39 10.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.04 -0.02 0.0 0.12 -0.12 -0.04 -0.05 -2.24 11.0 -4 -5 caleb_strategy_v3 SOYBEAN False False 0.02 -0.10 -0.02 0.0 0.12 -0.12 -0.10 -0.10 -1.44 7.0 -6 -6 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.09 -0.09 0.00 0.00 -1.48 9.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.02 -0.01 0.0 0.09 -0.09 -0.02 -0.02 -0.64 10.0 -2 -2 caleb_strategy_v3 REDWHEAT False False 0.01 -0.02 -0.01 0.0 0.07 -0.07 -0.02 -0.01 -1.53 8.0 -2 -1 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.01 0.0 0.08 -0.08 -0.03 -0.03 -1.52 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 -0.18 3.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.06 -0.01 0.0 0.40 -0.40 -0.06 -0.07 -1.53 56.0 -9 -10 caleb_strategy_v3 BUXL False False 0.04 -0.08 -0.01 0.0 0.17 -0.17 -0.08 -0.08 -0.27 4.0 -2 -2 caleb_strategy_v3 US5 False False 0.03 -0.06 -0.01 0.0 0.81 -0.81 -0.06 -0.06 -0.42 25.0 -2 -2 caleb_strategy_v3 EUROSTX False False 0.02 -0.02 -0.01 0.0 0.33 -0.33 -0.02 -0.02 -0.59 20.0 -1 -1 caleb_strategy_v3 COCOA False False 0.02 0.00 0.00 0.0 0.61 -0.61 0.00 0.00 0.07 26.0 0 0 caleb_strategy_v3 COFFEE False False 0.03 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.17 6.0 0 0 caleb_strategy_v3 COPPER False False 0.03 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.01 999999999.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 -0.00 0.0 0.06 -0.06 0.00 0.00 -0.30 5.0 0 0 caleb_strategy_v3 PALLAD False False 0.03 -0.03 0.00 0.0 0.06 -0.06 -0.03 0.00 0.03 2.0 -1 0 caleb_strategy_v3 US10 False False 0.03 0.00 -0.00 0.0 0.57 -0.57 0.00 0.00 -0.05 17.0 0 0 caleb_strategy_v3 US30 False False 0.04 0.04 0.00 0.0 0.23 -0.23 0.04 0.04 0.02 6.0 1 1 caleb_strategy_v3 ROBUSTA False False 0.01 0.01 0.01 0.0 0.29 -0.29 0.01 0.00 0.72 23.0 1 0 caleb_strategy_v3 US10U False False 0.03 0.07 0.01 0.0 0.45 -0.45 0.07 0.07 0.15 13.0 2 2 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.32 999999999.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.04 0.01 0.0 0.35 -0.35 0.04 0.06 1.87 58.0 6 10 caleb_strategy_v3 SUGAR11 False False 0.01 0.02 0.01 0.0 0.13 -0.13 0.02 0.04 0.82 18.0 3 5 caleb_strategy_v3 RICE False False 0.01 0.00 0.01 0.0 0.04 -0.04 0.00 0.00 1.43 4.0 0 0 caleb_strategy_v3 PLAT False False 0.02 0.03 0.01 0.0 0.15 -0.15 0.03 0.02 0.33 10.0 2 1 caleb_strategy_v3 OJ False False 0.02 0.02 0.01 0.0 0.06 -0.06 0.02 0.02 0.66 3.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.04 0.00 0.01 0.0 0.32 -0.32 0.00 0.04 0.18 8.0 0 1 caleb_strategy_v3 US20 False True 0.04 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.22 9.0 0 0 caleb_strategy_v3 GASOIL False False 0.02 0.00 0.02 0.0 0.10 -0.10 0.00 0.00 0.80 4.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.02 0.02 0.0 0.39 -0.39 0.02 0.02 1.11 21.0 1 1 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.04 0.03 0.0 0.29 -0.29 0.04 0.04 2.44 23.0 3 3 caleb_strategy_v3 GBP False False 0.02 0.00 0.04 0.0 0.53 -0.53 0.00 0.00 1.83 22.0 0 0 caleb_strategy_v3 GASOLINE False False 0.03 0.09 0.05 0.0 999.00 -999.00 0.09 0.12 1.61 999999999.0 3 4 caleb_strategy_v3 AUD False False 0.02 0.18 0.06 0.0 0.39 -0.39 0.18 0.20 2.70 19.0 9 10 caleb_strategy_v3 SP500_micro False False 0.01 0.08 0.06 0.0 0.41 -0.41 0.08 0.08 6.92 48.0 10 10 caleb_strategy_v3 DX False False 0.03 0.16 0.07 0.0 999.00 -999.00 0.16 0.16 2.26 999999999.0 5 5 caleb_strategy_v3 SMI False True 0.04 0.00 0.11 0.0 0.00 0.00 0.00 0.00 2.65 9.0 0 0 caleb_strategy_v3 LIVECOW False False 0.02 0.18 0.14 0.0 0.39 -0.39 0.18 0.18 6.33 17.0 8 8 caleb_strategy_v3 NIKKEI False False 0.01 0.09 0.18 0.0 0.28 -0.28 0.09 0.13 23.65 36.0 12 17 caleb_strategy_v3 CRUDE_W False False 0.02 0.10 0.19 0.0 0.12 -0.12 0.10 0.12 7.80 5.0 4 5 caleb_strategy_v3 SOFR False True 0.07 0.00 0.23 0.0 0.00 0.00 0.00 0.00 3.09 11.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 15.6 Shocked risk 51.3 Sum abs risk 46.0 Leverage 3.50 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3294412.19, 'annual_cash_vol_target': 823603.0475, 'daily_cash_vol_target': 51475.19046875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0036 0.6740 0.5381 8.6090 BITCOIN 1677.3041 58250.0000 2.8795 46.0719 BOBL 0.2714 115.8000 0.2343 3.7493 BTP 0.5580 115.9100 0.4814 7.7029 BUND 0.5678 130.5400 0.4350 6.9599 BUXL 1.4098 128.2800 1.0990 17.5842 CAC 69.2207 7718.5000 0.8968 14.3490 CAD 0.0026 0.7360 0.3548 5.6761 CANOLA 7.8006 649.4000 1.2012 19.2192 CHF 0.0047 1.1207 0.4215 6.7440 COCOA 311.8658 7706.0000 4.0471 64.7528 COFFEE 4.1695 224.2000 1.8597 29.7558 COPPER 0.0677 4.5340 1.4930 23.8876 CORN 5.4295 420.7500 1.2904 20.6468 COTTON2 1.1230 72.3600 1.5520 24.8316 CRUDE_W 0.9436 80.0000 1.1794 18.8710 DAX 136.6317 18600.0000 0.7346 11.7533 DOW 212.2105 39631.0000 0.5355 8.5675 DX 0.3532 104.8100 0.3370 5.3925 EUR 0.0043 1.0849 0.3993 6.3890 EURIBOR-ICE 0.0490 97.3300 0.0503 0.8051 EUROSTX 42.3946 5031.0000 0.8427 13.4827 FEEDCOW 1.8347 263.1250 0.6973 11.1563 GASOIL 10.7963 803.7500 1.3432 21.4918 GASOLINE 0.0329 2.3399 1.4063 22.5003 GAS_US_mini 0.0990 2.4750 4.0001 64.0008 GBP 0.0054 1.2769 0.4246 6.7932 GOLD_micro 20.8431 2366.1000 0.8809 14.0945 HEATOIL 0.0344 2.6334 1.3054 20.8857 JGB-SGX-mini 0.2389 142.7400 0.1674 2.6777 JPY 0.0000 0.0063 0.5498 8.7968 LEANHOG 1.1248 73.9750 1.5205 24.3279 LIVECOW 1.2204 186.5750 0.6541 10.4656 LUMBER-new 9.0037 492.5000 1.8282 29.2506 MILK 0.3019 20.3300 1.4848 23.7568 MXP 0.0006 0.0546 1.0219 16.3507 NASDAQ_micro 135.7955 20419.0000 0.6650 10.6407 NIKKEI 308.8868 40880.0000 0.7556 12.0895 NZD 0.0034 0.6118 0.5576 8.9217 OAT 0.5063 123.1800 0.4111 6.5769 OATIES 6.6553 312.7500 2.1280 34.0480 OJ 8.3039 426.6000 1.9465 31.1446 PALLAD 24.2942 1036.0000 2.3450 37.5200 PLAT 16.4053 1012.7000 1.6200 25.9194 REDWHEAT 10.9438 604.2500 1.8111 28.9782 RICE 0.1349 15.2150 0.8867 14.1874 ROBUSTA 66.9207 4164.0000 1.6071 25.7140 RUSSELL 18.3549 2054.0000 0.8936 14.2979 SHATZ 0.0870 105.4550 0.0825 1.3202 SILVER-mini 0.5740 31.3125 1.8332 29.3318 SMI 74.6452 12105.0000 0.6166 9.8664 SOFR 0.0685 96.3200 0.0711 1.1379 SOYBEAN 10.3945 1124.2500 0.9246 14.7931 SOYMEAL 4.2534 327.1000 1.3003 20.8054 SOYOIL 0.7432 48.0800 1.5457 24.7312 SP400 21.8897 2949.2000 0.7422 11.8756 SP500_micro 26.6746 5590.5000 0.4771 7.6343 SUGAR11 0.2912 20.8400 1.3973 22.3572 US10 0.4167 110.0469 0.3787 6.0589 US10U 0.5837 113.4531 0.5145 8.2321 US2 0.0954 102.1562 0.0933 1.4935 US20 0.9023 117.9688 0.7649 12.2383 US30 1.3589 124.9062 1.0880 17.4074 US5 0.2597 106.6484 0.2435 3.8961 VIX 0.3610 15.3000 2.3594 37.7511 WHEAT 10.6613 602.0000 1.7710 28.3357 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 674.00 0.54 362.65 1.00 362.65 51475.19 141.94 7.34 104.12 BITCOIN 58.25 2.88 167.73 1.00 167.73 51475.19 306.89 -11.19 -343.44 BOBL 1158.00 0.23 271.36 1.07 291.41 51475.19 176.64 -7.44 -131.40 BTP 1159.10 0.48 558.03 1.07 599.27 51475.19 85.90 -7.83 -67.23 BUND 1305.40 0.43 567.84 1.07 609.81 51475.19 84.41 -4.58 -38.68 BUXL 1282.80 1.10 1409.81 1.07 1514.00 51475.19 34.00 -7.77 -26.42 CAC 771.85 0.90 692.21 1.07 743.36 51475.19 69.25 -6.84 -47.39 CAD 736.00 0.35 261.10 1.00 261.10 51475.19 197.15 -1.99 -39.18 CANOLA 129.88 1.20 156.01 0.73 114.01 51475.19 451.49 -12.59 -568.54 CHF 1400.88 0.42 590.47 1.00 590.47 51475.19 87.18 -10.10 -88.07 COCOA 770.60 4.05 3118.66 1.00 3118.66 51475.19 16.51 1.92 3.17 COFFEE 840.75 1.86 1563.57 1.00 1563.57 51475.19 32.92 4.31 14.20 COPPER 1133.50 1.49 1692.29 1.00 1692.29 51475.19 30.42 0.03 0.10 CORN 210.38 1.29 271.47 1.00 271.47 51475.19 189.61 -20.00 -379.23 COTTON2 361.80 1.55 561.51 1.00 561.51 51475.19 91.67 -11.41 -104.61 CRUDE_W 800.00 1.18 943.55 1.00 943.55 51475.19 54.55 13.20 72.02 DAX 186.00 0.73 136.63 1.07 146.73 51475.19 350.82 1.56 54.85 DOW 198.16 0.54 106.11 1.00 106.11 51475.19 485.13 -4.03 -195.65 DX 1048.10 0.34 353.25 1.00 353.25 51475.19 145.72 5.98 87.07 EUR 1356.06 0.40 541.49 1.00 541.49 51475.19 95.06 -2.08 -19.74 EURIBOR-ICE 2433.25 0.05 122.44 1.07 131.49 51475.19 391.47 -2.64 -103.28 EUROSTX 503.10 0.84 423.95 1.07 455.28 51475.19 113.06 -1.53 -17.25 FEEDCOW 1315.62 0.70 917.34 1.00 917.34 51475.19 56.11 0.97 5.43 GASOIL 803.75 1.34 1079.63 1.00 1079.63 51475.19 47.68 3.88 18.51 GASOLINE 982.76 1.41 1382.02 1.00 1382.02 51475.19 37.25 9.95 37.06 GAS_US_mini 61.88 4.00 247.50 1.00 247.50 51475.19 207.98 -4.43 -92.03 GBP 798.06 0.42 338.84 1.00 338.84 51475.19 151.92 4.64 70.55 GOLD_micro 236.61 0.88 208.43 1.00 208.43 51475.19 246.96 -1.81 -44.73 HEATOIL 1106.03 1.31 1443.76 1.00 1443.76 51475.19 35.65 -1.18 -4.22 JGB-SGX-mini 142740.00 0.17 23888.52 0.01 147.58 51475.19 348.80 -1.96 -68.53 JPY 783.62 0.55 430.84 1.00 430.84 51475.19 119.48 -17.39 -207.79 LEANHOG 295.90 1.52 449.91 1.00 449.91 51475.19 114.41 -13.06 -149.46 LIVECOW 746.30 0.65 488.16 1.00 488.16 51475.19 105.45 18.11 190.93 LUMBER-new 135.44 1.83 247.60 1.00 247.60 51475.19 207.89 -10.88 -226.19 MILK 406.60 1.48 603.72 1.00 603.72 51475.19 85.26 -1.66 -14.13 MXP 273.20 1.02 279.19 1.00 279.19 51475.19 184.37 -1.18 -21.69 NASDAQ_micro 408.38 0.67 271.59 1.00 271.59 51475.19 189.53 5.54 104.94 NIKKEI 40880.00 0.76 30888.68 0.01 190.82 51475.19 269.75 8.10 218.38 NZD 611.75 0.56 341.12 1.00 341.12 51475.19 150.90 2.83 42.78 OAT 1231.80 0.41 506.34 1.07 543.76 51475.19 94.67 -7.37 -69.78 OATIES 156.38 2.13 332.77 1.00 332.77 51475.19 154.69 -10.41 -160.98 OJ 639.90 1.95 1245.59 1.00 1245.59 51475.19 41.33 7.51 31.03 PALLAD 1036.00 2.34 2429.42 1.00 2429.42 51475.19 21.19 0.47 1.00 PLAT 506.35 1.62 820.27 1.00 820.27 51475.19 62.75 1.53 9.62 REDWHEAT 302.12 1.81 547.19 1.00 547.19 51475.19 94.07 -12.27 -115.47 RICE 304.30 0.89 269.83 1.00 269.83 51475.19 190.77 3.09 58.88 ROBUSTA 416.40 1.61 669.21 1.00 669.21 51475.19 76.92 8.03 61.75 RUSSELL 102.70 0.89 91.77 1.00 91.77 51475.19 560.89 -5.88 -329.56 SHATZ 1054.55 0.08 87.01 1.07 93.44 51475.19 550.87 -7.48 -412.27 SILVER-mini 782.81 1.83 1435.08 1.00 1435.08 51475.19 35.87 2.58 9.24 SMI 1210.50 0.62 746.45 1.11 825.13 51475.19 62.38 12.45 77.68 SOFR 2408.00 0.07 171.26 1.00 171.26 51475.19 300.58 1.69 50.87 SOYBEAN 562.12 0.92 519.72 1.00 519.72 51475.19 99.04 -15.59 -154.39 SOYMEAL 327.10 1.30 425.34 1.00 425.34 51475.19 121.02 -13.18 -159.54 SOYOIL 288.48 1.55 445.90 1.00 445.90 51475.19 115.44 -5.98 -69.08 SP400 2949.20 0.74 2188.97 1.00 2188.97 51475.19 23.52 -8.11 -19.06 SP500_micro 279.53 0.48 133.37 1.00 133.37 51475.19 385.95 7.72 297.97 SUGAR11 233.41 1.40 326.15 1.00 326.15 51475.19 157.83 2.45 38.61 US10 1100.47 0.38 416.73 1.00 416.73 51475.19 123.52 -0.32 -4.00 US10U 1134.53 0.51 583.72 1.00 583.72 51475.19 88.18 1.30 11.50 US2 2043.12 0.09 190.72 1.00 190.72 51475.19 269.90 -4.90 -132.31 US20 1179.69 0.76 902.34 1.00 902.34 51475.19 57.05 2.98 17.00 US30 1249.06 1.09 1358.93 1.00 1358.93 51475.19 37.88 0.47 1.79 US5 1066.48 0.24 259.70 1.00 259.70 51475.19 198.21 -1.69 -33.44 VIX 153.00 2.36 360.99 1.00 360.99 51475.19 142.59 -20.00 -285.19 WHEAT 301.00 1.77 533.07 1.00 533.07 51475.19 96.56 -11.85 -114.45 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 104.122 0.010 2.5 2.702 BITCOIN -343.439 0.043 2.5 -37.190 BOBL -131.398 0.004 2.5 -1.332 BTP -67.229 0.014 2.5 -2.293 BUND -38.676 0.004 2.5 -0.392 BUXL -26.420 0.004 2.5 -0.268 CAC -47.390 0.014 2.5 -1.616 CAD -39.183 0.010 2.5 -1.017 CANOLA -568.544 0.010 2.5 -13.832 CHF -88.069 0.010 2.5 -2.285 COCOA 3.166 0.009 2.5 0.068 COFFEE 14.202 0.005 2.5 0.166 COPPER 0.102 0.043 2.5 0.011 CORN -379.229 0.010 2.5 -9.226 COTTON2 -104.614 0.009 2.5 -2.241 CRUDE_W 72.021 0.043 2.5 7.799 DAX 54.853 0.014 2.5 1.871 DOW -195.648 0.009 2.5 -4.547 DX 87.068 0.010 2.5 2.259 EUR -19.739 0.010 2.5 -0.512 EURIBOR-ICE -103.282 0.014 2.5 -3.523 EUROSTX -17.247 0.014 2.5 -0.588 FEEDCOW 5.432 0.013 2.5 0.180 GASOIL 18.505 0.017 2.5 0.802 GASOLINE 37.056 0.017 2.5 1.606 GAS_US_mini -92.033 0.043 2.5 -9.966 GBP 70.548 0.010 2.5 1.830 GOLD_micro -44.725 0.014 2.5 -1.526 HEATOIL -4.216 0.017 2.5 -0.183 JGB-SGX-mini -68.526 0.043 2.5 -7.420 JPY -207.787 0.010 2.5 -5.391 LEANHOG -149.465 0.024 2.5 -9.084 LIVECOW 190.932 0.013 2.5 6.327 LUMBER-new -226.188 0.009 2.5 -4.843 MILK -14.130 0.009 2.5 -0.303 MXP -21.690 0.059 2.5 -3.184 NASDAQ_micro 104.936 0.009 2.5 2.439 NIKKEI 218.384 0.043 2.5 23.648 NZD 42.778 0.010 2.5 1.110 OAT -69.783 0.014 2.5 -2.380 OATIES -160.977 0.010 2.5 -3.916 OJ 31.029 0.009 2.5 0.665 PALLAD 1.003 0.014 2.5 0.034 PLAT 9.617 0.014 2.5 0.328 REDWHEAT -115.472 0.005 2.5 -1.532 RICE 58.884 0.010 2.5 1.433 ROBUSTA 61.752 0.005 2.5 0.721 RUSSELL -329.557 0.013 2.5 -10.921 SHATZ -412.274 0.004 2.5 -4.181 SILVER-mini 9.245 0.014 2.5 0.315 SMI 77.677 0.014 2.5 2.649 SOFR 50.871 0.024 2.5 3.092 SOYBEAN -154.385 0.004 2.5 -1.436 SOYMEAL -159.541 0.004 2.5 -1.484 SOYOIL -69.079 0.004 2.5 -0.643 SP400 -19.062 0.013 2.5 -0.632 SP500_micro 297.969 0.009 2.5 6.925 SUGAR11 38.613 0.009 2.5 0.821 US10 -4.002 0.005 2.5 -0.051 US10U 11.499 0.005 2.5 0.146 US2 -132.313 0.005 2.5 -1.677 US20 16.996 0.005 2.5 0.215 US30 1.791 0.005 2.5 0.023 US5 -33.440 0.005 2.5 -0.424 VIX -285.185 0.099 2.5 -70.395 WHEAT -114.450 0.005 2.5 -1.518 ===================== Position diags ===================== AUD 3.68 BITCOIN 33.23 BOBL 1.79 BTP 2.93 BUND 0.86 BUXL 0.34 CAC 2.36 CAD 5.12 CANOLA 10.98 CHF 2.26 COCOA 0.35 COFFEE 0.38 COPPER 3.29 CORN 4.61 COTTON2 1.96 CRUDE_W 5.91 DAX 11.97 DOW 11.27 DX 3.78 EUR 2.47 EURIBOR-ICE 13.35 EUROSTX 3.86 FEEDCOW 1.86 GASOIL 2.07 GASOLINE 1.61 GAS_US_mini 22.52 GBP 3.94 GOLD_micro 8.42 HEATOIL 1.55 JGB-SGX-mini 37.77 JPY 3.10 LEANHOG 6.95 LIVECOW 3.49 LUMBER-new 4.45 MILK 1.83 MXP 27.06 NASDAQ_micro 4.40 NIKKEI 29.21 NZD 3.92 OAT 3.23 OATIES 3.76 OJ 0.89 PALLAD 0.72 PLAT 2.14 REDWHEAT 1.25 RICE 4.64 ROBUSTA 0.90 RUSSELL 18.59 SHATZ 5.59 SILVER-mini 1.22 SMI 2.13 SOFR 18.27 SOYBEAN 0.92 SOYMEAL 1.13 SOYOIL 1.07 SP400 0.78 SP500_micro 8.97 SUGAR11 3.36 US10 1.57 US10U 1.12 US2 3.42 US20 0.72 US30 0.48 US5 2.51 VIX 35.20 WHEAT 1.28 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.7 2.3 3.1 9.0 9 BITCOIN -37.2 -40.5 -33.9 0.0 0 BOBL -1.3 -1.5 -1.2 0.0 0 BTP -2.3 -2.6 -2.0 -1.0 -1 BUND -0.4 -0.5 -0.3 0.0 0 BUXL -0.3 -0.3 -0.2 -2.0 -2 CAC -1.6 -1.9 -1.4 0.0 0 CAD -1.0 -1.5 -0.5 -1.0 -1 CANOLA -13.8 -14.9 -12.7 -4.0 -4 CHF -2.3 -2.5 -2.1 -1.0 -1 COCOA 0.1 0.0 0.1 0.0 0 COFFEE 0.2 0.1 0.2 0.0 0 COPPER 0.0 -0.3 0.3 0.0 0 CORN -9.2 -9.7 -8.8 -7.0 -7 COTTON2 -2.2 -2.4 -2.0 -4.0 -4 CRUDE_W 7.8 7.2 8.4 4.0 4 DAX 1.9 0.7 3.1 6.0 6 DOW -4.5 -5.7 -3.4 0.0 0 DX 2.3 1.9 2.6 5.0 5 EUR -0.5 -0.8 -0.3 -3.0 -3 EURIBOR-ICE -3.5 -4.9 -2.2 -8.0 -8 EUROSTX -0.6 -1.0 -0.2 -1.0 -1 FEEDCOW 0.2 -0.0 0.4 0.0 0 GASOIL 0.8 0.6 1.0 0.0 0 GASOLINE 1.6 1.4 1.8 3.0 3 GAS_US_mini -10.0 -12.2 -7.7 -3.0 -3 GBP 1.8 1.4 2.2 0.0 0 GOLD_micro -1.5 -2.4 -0.7 -9.0 -9 HEATOIL -0.2 -0.3 -0.0 0.0 0 JGB-SGX-mini -7.4 -11.2 -3.6 0.0 0 JPY -5.4 -5.7 -5.1 -7.0 -7 LEANHOG -9.1 -9.8 -8.4 -9.0 -9 LIVECOW 6.3 6.0 6.7 8.0 8 LUMBER-new -4.8 -5.3 -4.4 -2.0 -2 MILK -0.3 -0.5 -0.1 NaN 0 MXP -3.2 -5.9 -0.5 -6.0 -6 NASDAQ_micro 2.4 2.0 2.9 3.0 3 NIKKEI 23.6 20.7 26.6 12.0 12 NZD 1.1 0.7 1.5 1.0 1 OAT -2.4 -2.7 -2.1 -1.0 -1 OATIES -3.9 -4.3 -3.5 NaN 0 OJ 0.7 0.6 0.8 1.0 1 PALLAD 0.0 -0.0 0.1 -1.0 -1 PLAT 0.3 0.1 0.5 2.0 2 REDWHEAT -1.5 -1.7 -1.4 -2.0 -2 RICE 1.4 1.0 1.9 NaN 0 ROBUSTA 0.7 0.6 0.8 1.0 1 RUSSELL -10.9 -12.8 -9.1 -28.0 -28 SHATZ -4.2 -4.7 -3.6 NaN 0 SILVER-mini 0.3 0.2 0.4 0.0 0 SMI 2.6 2.4 2.9 0.0 0 SOFR 3.1 1.3 4.9 NaN 0 SOYBEAN -1.4 -1.5 -1.3 -6.0 -6 SOYMEAL -1.5 -1.6 -1.4 0.0 0 SOYOIL -0.6 -0.8 -0.5 -2.0 -2 SP400 -0.6 -0.7 -0.6 0.0 0 SP500_micro 6.9 6.0 7.8 10.0 10 SUGAR11 0.8 0.5 1.2 3.0 3 US10 -0.1 -0.2 0.1 0.0 0 US10U 0.1 0.0 0.3 2.0 2 US2 -1.7 -2.0 -1.3 NaN 0 US20 0.2 0.1 0.3 0.0 0 US30 0.0 -0.0 0.1 1.0 1 US5 -0.4 -0.7 -0.2 -2.0 -2 VIX -70.4 -73.9 -66.9 -56.0 -56 WHEAT -1.5 -1.6 -1.4 -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 0.1 0.1 0.2 -0.0 0.0 -0.1 -0.0 0.0 -0.1 0.2 0.0 0.2 -0.2 0.1 0.2 -0.0 -0.1 -0.0 -0.1 0.1 0.0 0.1 -0.0 0.1 0.5 0.1 0.1 0.1 0.1 0.0 0.1 -0.0 0.5 0.6 0.4 0.5 0.1 -0.2 0.2 -0.0 BITCOIN -0.6 -0.4 -0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.1 0.3 -0.2 0.5 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.1 -0.2 0.5 -0.2 -2.7 -0.0 -0.1 0.1 -0.1 0.4 -0.1 -0.2 -0.5 -0.6 0.2 -0.1 -0.6 -0.2 -0.0 0.0 BOBL 0.4 0.1 -0.2 0.0 -0.0 -0.0 -0.0 -0.1 -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 -0.1 0.1 -0.1 -0.0 -0.7 -0.5 -0.3 -0.3 BTP -0.1 -0.3 -0.3 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.0 0.1 -0.1 0.3 -0.1 -0.1 -0.0 0.1 0.0 0.1 -0.1 -0.0 -0.0 0.1 -0.1 -2.7 -0.0 0.0 0.0 -0.0 0.1 -0.0 0.7 0.2 -0.3 -0.5 0.1 -0.6 -0.4 -0.0 0.1 BUND 0.3 0.1 -0.1 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.2 -0.0 -0.1 -0.0 -0.0 0.1 -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 0.2 -0.1 0.0 -0.1 0.1 -0.7 -0.6 -0.2 -0.4 BUXL 0.2 -0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.1 -0.0 -0.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.2 -0.1 -0.2 0.1 -0.7 -0.7 -0.5 -0.3 CAC -0.6 -0.6 -0.6 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.1 -0.1 0.4 -0.1 -0.1 -0.2 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.2 -0.2 -1.3 -0.0 0.0 0.0 -0.0 0.1 -0.1 0.6 -0.4 -0.6 -0.6 -0.5 0.0 0.3 -0.1 0.4 CAD 0.2 0.1 -0.2 -0.0 0.0 -0.1 -0.0 0.0 -0.1 0.2 -0.5 0.2 -0.6 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.3 0.0 -0.1 -0.0 0.2 -0.1 0.1 -0.2 0.0 -0.0 0.5 0.6 0.1 -0.1 0.1 -0.3 -0.1 -0.2 CANOLA -0.4 -0.3 0.5 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.1 0.0 -0.2 -0.0 -0.0 -0.3 -0.2 -0.3 -0.3 -0.1 -0.1 0.1 -0.2 -0.0 -2.7 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -1.1 0.1 -0.1 -0.2 0.1 -0.2 -0.5 0.2 -0.2 CHF -0.0 0.5 -0.3 -0.0 0.0 -0.1 -0.0 0.0 -0.1 -0.1 -0.4 -0.2 -0.5 -0.0 -0.1 -0.3 -0.3 -0.3 -0.3 -0.0 -0.1 -0.1 -0.3 -0.1 0.7 -0.0 -0.0 -0.1 -0.1 -0.2 -0.0 -1.1 -0.5 0.1 0.2 -0.4 0.2 -0.5 0.0 -0.4 COCOA -0.5 -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 -0.0 -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 -0.1 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 0.3 0.5 0.6 0.1 -0.4 0.5 -0.1 COPPER -0.5 -0.6 0.4 -0.0 0.0 -0.0 -0.0 0.0 -0.0 0.0 0.1 -0.0 0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 0.1 -0.0 0.2 -0.0 -1.2 0.0 0.0 0.1 -0.0 0.1 -0.0 0.3 -0.0 -0.0 0.1 0.5 0.0 -0.0 0.4 0.3 CORN -0.6 -0.5 0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -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 -0.4 -0.2 -1.6 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -1.1 -0.5 -0.3 -0.3 0.0 -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 -0.1 -0.3 -0.0 -0.3 -0.1 -0.1 -0.2 0.0 -0.1 -0.0 -0.1 -0.2 -0.0 -0.3 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.3 -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 0.3 0.2 0.6 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 0.1 0.2 0.2 0.2 -0.3 -0.1 0.7 0.7 0.7 0.7 DAX -0.5 -0.6 -0.3 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.4 -0.0 0.6 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 0.1 0.0 0.5 -0.0 1.5 0.0 0.1 0.2 0.0 0.4 -0.0 -0.4 -0.2 -0.6 -0.6 0.1 0.1 0.2 -0.1 0.3 DOW 0.1 -0.3 -0.3 0.1 0.1 0.2 0.1 0.3 0.1 -0.0 0.3 0.1 0.5 -0.0 -0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.1 0.1 0.4 0.0 -1.9 0.0 0.0 0.1 0.0 0.4 0.0 -0.5 -0.4 -0.4 -0.5 -0.4 0.4 -0.1 0.4 -0.2 DX 0.3 -0.0 0.2 -0.0 0.0 -0.1 -0.0 0.0 -0.1 -0.2 0.5 0.1 0.6 0.1 0.2 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 0.3 0.1 -2.7 0.1 -0.1 0.2 -0.0 0.2 0.0 0.9 0.0 0.6 0.1 0.6 -0.2 0.3 -0.1 0.4 EUR -0.2 -0.0 -0.1 -0.0 0.0 -0.1 -0.0 0.0 -0.1 0.2 -0.3 -0.0 -0.4 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.2 -0.0 2.7 -0.0 0.1 -0.1 0.1 -0.1 -0.0 -0.4 0.5 -0.1 -0.0 0.0 -0.2 -0.7 -0.2 -0.5 EURIBOR-ICE 0.3 -0.0 -0.5 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 -0.0 1.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 0.0 -0.1 -0.1 -0.7 -0.7 -0.2 0.2 EUROSTX -0.4 -0.6 -0.5 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.4 -0.0 0.6 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 0.1 0.0 0.5 -0.0 -0.3 0.0 0.1 0.2 0.0 0.5 -0.0 0.3 -0.2 -0.6 -0.6 -0.0 -0.3 0.1 -0.6 0.1 FEEDCOW 0.2 0.2 -0.2 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.1 0.2 0.1 -0.1 0.1 0.0 -0.2 -0.4 -0.4 -0.4 0.0 -0.0 0.0 0.0 0.1 -1.0 -0.0 0.1 -0.0 0.0 0.1 0.0 -1.1 0.3 0.6 0.6 -0.3 0.2 0.7 0.5 0.7 GASOIL 0.6 -0.0 -0.3 0.0 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.2 0.5 0.2 0.0 -0.0 0.3 0.0 0.1 0.1 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 0.4 0.1 -0.3 -0.7 -0.4 -0.7 -0.7 GASOLINE 0.6 -0.2 -0.2 0.0 0.1 0.0 0.1 0.1 0.1 0.2 0.2 0.2 0.5 0.2 -0.0 0.4 0.4 0.4 0.4 0.0 0.0 0.2 0.3 0.2 -2.7 -0.0 0.1 -0.0 0.1 0.1 0.0 1.1 0.2 -0.1 -0.4 -0.2 0.7 0.7 0.7 0.7 GAS_US_mini -0.4 0.5 0.6 0.0 0.0 0.0 0.1 0.1 0.0 -0.1 -0.2 -0.1 -0.4 -0.1 0.0 -0.1 -0.4 -0.4 -0.4 0.0 -0.0 -0.1 -0.3 -0.1 2.7 0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -1.1 -0.5 -0.6 0.3 0.0 -0.1 -0.2 -0.2 -0.5 GBP -0.3 0.2 -0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.1 0.2 0.3 -0.0 0.2 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.0 0.1 0.1 0.1 0.0 0.2 0.0 0.1 0.1 0.1 0.2 0.0 0.2 0.5 0.3 0.6 0.4 -0.0 -0.7 -0.1 -0.4 GOLD_micro -0.2 -0.6 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 -0.1 0.1 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 0.3 0.2 -0.0 -0.1 0.2 -0.1 0.1 0.1 -0.0 0.2 0.1 0.2 -2.7 -0.0 0.1 -0.1 0.1 0.0 0.1 -0.2 0.3 0.4 -0.3 -0.6 0.1 0.2 -0.2 0.1 JGB-SGX-mini 0.2 -0.0 -0.6 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.0 -0.0 -0.1 0.4 0.4 0.4 0.4 -0.1 -0.1 -0.1 -0.1 -0.1 -1.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 1.1 -0.3 -0.1 -0.4 -0.3 -0.3 -0.2 0.0 0.6 JPY -0.5 -0.4 -0.4 -0.0 0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.4 -0.2 -0.6 -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 -0.5 -0.6 -0.6 -0.6 -0.7 -0.4 -0.7 -0.4 LEANHOG -0.2 -0.6 -0.4 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.3 -0.2 -0.3 -0.2 -0.2 0.4 -0.4 0.4 -0.2 -0.2 -0.2 -0.2 -0.3 -0.2 0.7 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -1.1 -0.2 -0.3 -0.6 -0.6 -0.4 -0.3 -0.2 0.2 LIVECOW 0.6 0.6 0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.2 0.4 0.2 0.2 0.2 0.2 0.3 0.2 0.4 0.4 0.2 0.2 0.2 0.2 0.2 -1.3 0.1 0.1 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 -0.1 -0.3 -0.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.2 -0.0 -0.3 -0.1 -0.1 -0.3 -0.4 -0.4 -0.4 -0.2 -0.1 -0.0 -0.2 -0.1 NaN -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -1.2 0.0 0.2 -0.3 -0.7 -0.2 -0.3 0.1 -0.2 MILK -0.5 0.4 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 -0.1 0.2 0.6 0.6 -0.3 -0.7 -0.2 -0.7 MXP -0.2 -0.6 -0.6 -0.0 0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -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 0.2 -0.2 -0.6 -0.2 0.5 0.5 0.7 0.7 NASDAQ_micro 0.6 0.6 0.1 0.1 0.1 0.2 0.1 0.3 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 0.0 0.1 0.1 0.2 0.1 -0.4 -0.0 0.6 0.6 0.3 -0.1 0.1 -0.3 0.1 NIKKEI 0.4 0.0 -0.2 0.1 0.1 0.2 0.1 0.3 0.1 0.2 0.4 0.2 0.7 0.2 0.1 0.3 0.2 0.2 0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.2 0.2 0.2 0.4 0.1 1.1 0.5 0.5 -0.0 -0.3 0.0 -0.2 -0.3 -0.4 NZD -0.3 0.3 0.1 -0.0 0.0 -0.1 -0.0 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 -0.0 -0.0 -0.0 0.1 0.0 0.0 0.1 -0.0 0.0 -0.0 0.3 0.0 0.0 0.4 0.2 0.2 -0.2 0.3 0.1 OAT -0.1 -0.3 -0.4 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -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 -0.0 -0.1 -0.0 -0.0 -0.0 0.7 0.0 -0.4 -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 -0.2 -2.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.5 -0.2 -0.1 -0.0 -0.0 0.3 0.4 OJ -0.4 -0.1 -0.1 -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 0.2 0.2 0.2 0.1 0.2 0.0 0.5 0.1 -2.7 0.0 0.0 0.1 0.0 0.2 0.0 0.9 0.3 0.1 0.6 0.6 0.3 0.3 0.7 0.7 PALLAD 0.4 -0.0 0.2 -0.0 0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.2 0.1 -0.3 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.2 0.0 1.9 -0.0 0.1 -0.1 0.0 -0.1 0.0 0.3 0.5 0.5 0.1 -0.2 -0.7 -0.7 -0.7 -0.6 PLAT -0.2 -0.1 0.4 -0.0 0.0 -0.0 -0.0 0.0 -0.0 0.0 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 0.1 0.2 0.3 0.2 -0.7 -0.3 -0.1 0.1 REDWHEAT -0.6 -0.4 0.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.3 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.0 -0.1 -0.2 -0.2 -0.8 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.5 0.0 -0.6 -0.1 0.4 -0.5 -0.7 -0.2 -0.6 RICE -0.4 0.1 0.4 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.2 0.5 -0.2 0.6 -0.1 0.2 0.4 0.4 0.4 0.4 0.1 0.2 -0.2 0.5 -0.1 -1.9 0.0 -0.1 0.1 -0.1 0.2 -0.0 1.1 -0.5 0.5 0.6 0.3 -0.5 -0.2 -0.5 -0.1 ROBUSTA -0.3 0.4 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.3 -0.0 0.4 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 0.2 0.6 0.6 0.1 -0.2 0.4 0.1 RUSSELL -0.2 -0.3 -0.1 0.1 0.1 0.2 0.1 0.3 0.1 -0.0 0.2 -0.0 0.4 -0.1 -0.0 -0.2 -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 -0.3 -0.6 -0.6 -0.4 0.1 -0.7 0.0 -0.7 SHATZ 0.6 0.5 -0.0 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 0.2 -0.0 -0.1 -0.7 -0.5 -0.5 -0.4 SILVER-mini -0.3 -0.1 0.5 -0.0 0.0 -0.0 -0.0 0.0 -0.0 0.0 0.2 -0.0 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 0.3 0.4 0.1 0.1 0.2 0.1 0.3 0.1 -0.0 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 2.0 0.1 0.0 0.2 -0.0 0.3 0.0 0.7 -0.5 -0.6 0.3 0.5 0.2 0.1 0.1 0.0 SOFR 0.2 0.4 -0.1 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.0 -0.1 0.0 -0.1 0.1 0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.0 -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 0.2 -0.5 0.6 0.0 SOYBEAN -0.6 -0.5 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.3 -0.1 -0.3 -0.2 -0.1 -0.0 0.1 -0.0 0.0 -0.2 -0.1 -0.1 -0.3 -0.2 -2.7 -0.0 0.0 -0.1 -0.0 -0.1 -0.1 0.3 0.2 0.0 -0.3 0.1 -0.7 -0.7 -0.5 -0.7 SOYMEAL -0.6 -0.4 0.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 0.3 0.1 0.2 0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -2.7 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.5 -0.2 -0.1 -0.0 0.4 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.3 0.1 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.3 0.1 -0.4 0.0 -0.1 0.1 -0.0 -0.0 -0.0 -0.0 -0.1 0.2 -0.3 0.1 -2.7 -0.0 0.1 -0.1 0.1 -0.1 0.0 -0.2 0.5 0.6 0.3 -0.1 -0.5 -0.6 -0.0 -0.0 SP400 -0.2 -0.5 -0.2 0.1 0.1 0.2 0.1 0.3 0.1 -0.1 0.3 -0.1 0.5 -0.1 -0.1 -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 -0.5 -0.6 -0.6 -0.3 0.1 -0.3 0.1 -0.7 SP500_micro 0.5 0.6 0.3 0.1 0.1 0.2 0.1 0.4 0.1 0.2 0.5 0.2 0.7 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 0.1 0.2 0.1 0.4 0.1 -0.6 -0.2 0.6 0.6 0.5 0.2 0.0 0.0 0.0 SUGAR11 0.6 0.4 -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 0.2 -2.7 -0.0 0.1 -0.1 0.1 -0.1 0.1 0.7 0.5 0.6 0.5 -0.5 0.3 0.7 0.5 0.7 US10 0.2 0.4 0.1 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.0 -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 -0.4 0.1 0.0 0.2 0.1 0.0 -0.6 0.4 0.1 US10U 0.2 0.4 0.1 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.0 -0.1 -0.0 -0.2 0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 -0.0 -0.2 0.0 0.0 0.0 -0.0 0.0 -0.0 -0.0 0.0 0.0 0.0 -0.0 0.3 0.2 0.0 -0.5 0.6 0.3 US2 0.3 0.4 -0.2 0.0 -0.0 -0.0 -0.0 -0.1 0.0 0.0 -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 0.1 -0.5 US20 0.1 0.4 0.1 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.1 0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 0.0 -0.0 0.0 0.0 0.2 -0.1 -0.0 0.3 0.2 -0.0 -0.3 0.7 0.5 US30 0.1 0.4 0.1 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.0 -0.1 -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 -0.0 0.0 -0.0 -0.0 0.0 -0.2 -0.1 -0.0 0.3 0.2 -0.2 -0.3 0.4 0.6 US5 0.2 0.4 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.0 -0.1 -0.0 -0.3 0.0 -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 0.0 0.2 0.0 0.0 -0.7 0.3 -0.2 VIX 0.3 -0.2 0.1 -0.1 -0.1 -0.4 -0.1 -0.7 -0.1 -0.3 -0.9 -0.3 -1.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.2 -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 -0.5 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 -0.3 -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 0.0 -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 2.0 4.2 5.9 -4.0 4.1 -2.3 -3.5 0.3 -5.5 19.0 0.4 17.6 -4.4 12.4 16.2 -2.3 -2.8 -2.5 -2.6 7.1 4.6 12.7 -0.8 8.5 3.9 4.8 14.4 3.5 9.3 0.7 5.8 -0.0 20.0 20.0 11.0 16.1 3.4 -6.7 4.7 -1.5 BITCOIN -20.0 -12.4 -3.6 -3.8 -0.7 -0.7 -2.3 0.7 -4.9 -15.8 9.5 -17.2 14.2 -13.5 -9.0 -7.1 -7.4 -7.4 -7.6 -8.3 8.8 -20.0 20.0 -19.9 -20.0 -2.8 -8.8 5.4 -8.7 11.2 -7.9 -3.6 -20.0 -20.0 5.1 -1.6 -16.5 -5.0 -1.1 0.5 BOBL 13.0 4.4 -5.9 0.3 -1.2 -0.5 -1.5 -1.5 -0.1 -7.3 -6.5 -1.3 -5.7 0.3 -3.0 -20.0 -10.1 -14.6 -10.9 -1.8 -4.0 -5.4 -5.2 -1.4 3.8 -0.6 -4.3 -1.4 -2.8 -1.8 -0.6 -12.1 -4.5 2.6 -4.0 -0.8 -20.0 -15.4 -8.5 -10.3 BTP -2.9 -9.6 -9.5 0.5 -2.2 -1.0 -2.7 -2.6 -0.1 1.7 3.4 -4.8 8.5 -9.1 -10.4 -0.5 4.5 1.4 2.9 -5.5 -0.8 -3.7 4.0 -6.2 -20.0 -3.6 2.0 0.2 -2.5 3.7 -4.4 12.3 8.2 -10.7 -14.3 2.2 -17.8 -13.4 -0.7 2.8 BUND 8.8 2.2 -4.6 0.3 -1.3 -0.6 -1.6 -1.6 -0.1 -6.8 -5.6 -2.7 -3.0 -0.8 -2.9 4.0 -0.2 -0.5 -1.7 -1.7 -2.6 -6.2 -3.5 -2.3 1.1 -0.5 -4.6 -0.7 -3.6 -0.8 -1.2 3.8 -5.3 0.4 -4.6 1.6 -20.0 -19.3 -7.5 -11.3 BUXL 5.3 -0.5 -2.7 0.3 -1.4 -0.6 -1.8 -1.7 -0.1 -5.8 -5.2 -6.4 -2.5 -4.1 -4.9 -1.4 -2.9 -3.7 -3.9 -3.0 -2.9 -7.8 -3.9 -4.4 -2.3 -1.1 -4.2 -0.5 -4.4 -0.5 -2.2 -0.6 -7.5 -2.3 -7.5 2.4 -20.0 -20.0 -14.6 -10.1 CAC -20.0 -20.0 -20.0 5.2 8.6 6.5 6.5 7.3 5.3 10.5 5.0 -8.9 11.5 -12.5 -10.1 -7.8 -0.2 -2.8 -0.2 -13.4 -1.5 -4.4 8.4 -15.7 -9.5 -3.9 3.3 0.3 -1.6 3.3 -5.0 11.0 -14.8 -20.0 -20.0 -16.3 0.8 7.8 -3.8 11.0 CAD 4.7 1.6 -5.1 -4.6 4.8 -2.7 -4.0 0.3 -6.3 20.0 -17.1 14.8 -15.7 1.7 -9.5 -4.3 -2.9 -3.8 -3.3 -3.2 -7.7 10.6 -9.7 3.3 -0.9 -2.3 16.8 -5.4 9.0 -6.6 2.9 -0.6 20.0 20.0 1.9 -2.2 3.0 -7.6 -3.7 -4.9 CANOLA -11.9 -7.8 15.6 -2.1 0.2 -0.8 -1.6 -0.5 -2.6 7.6 -4.7 4.5 -6.8 -3.3 -2.8 -14.6 -9.9 -14.6 -13.8 -4.8 -4.7 7.1 -7.5 -2.3 -20.0 -2.3 0.5 -1.9 -0.8 -2.8 -2.5 -20.0 5.9 -3.3 -5.3 2.9 -5.6 -16.2 4.7 -5.0 CHF -0.1 16.0 -10.0 -3.7 3.9 -2.2 -3.2 0.2 -5.1 -8.8 -15.5 -14.9 -14.1 -2.4 -7.3 -17.4 -16.5 -17.1 -16.7 -4.2 -11.3 -13.1 -12.6 -6.0 5.2 -1.2 -3.8 -4.0 -5.9 -4.4 -2.3 -20.0 -20.0 2.9 7.3 -13.6 6.4 -13.9 0.2 -12.5 COCOA -16.3 -2.3 -18.2 -1.5 -0.8 -0.6 -1.6 -0.3 -2.1 -3.3 2.9 -5.1 4.2 -2.2 -0.2 9.9 15.0 16.2 17.9 0.2 5.3 -6.3 7.7 -4.6 -17.4 0.9 -0.4 4.1 -1.2 6.2 -0.9 20.0 -10.8 2.4 1.5 20.0 11.1 3.4 14.8 8.1 COFFEE -4.5 6.9 11.2 -3.9 -2.1 -1.5 -4.2 -0.8 -5.3 -13.6 12.3 -6.7 11.8 9.9 10.7 3.8 7.2 5.4 7.0 12.6 16.5 -1.4 14.6 5.4 -20.0 3.5 -2.1 7.2 -1.7 7.8 -0.2 11.2 -0.8 10.4 16.9 20.0 4.0 -11.5 14.4 -3.0 COPPER -14.7 -20.0 13.1 -1.5 1.5 -0.2 -0.6 0.3 -2.0 3.9 3.0 -3.2 3.4 -7.2 -0.1 -0.5 -2.9 -0.3 -1.6 -0.3 5.2 -0.2 5.9 -3.9 -9.0 0.2 2.0 2.3 -0.2 2.5 -1.4 5.2 -1.7 -0.2 3.2 16.5 1.5 -0.0 12.0 8.5 CORN -20.0 -15.0 5.0 -3.4 -1.8 -1.3 -3.6 -0.7 -4.6 -13.3 -10.2 -14.9 -13.9 -14.8 -11.2 -16.3 -12.7 -17.5 -16.7 -18.7 -11.9 -20.0 -13.0 -20.0 -12.1 -4.1 -6.1 -2.7 -7.8 -3.1 -6.7 -20.0 -20.0 -9.1 -9.5 1.2 -20.0 -17.1 -20.0 -1.3 COTTON2 6.6 -9.2 -20.0 -3.0 -1.6 -1.1 -3.2 -0.6 -4.1 -9.6 -12.2 -4.5 -9.1 -8.5 -12.7 -8.2 1.0 -2.7 -0.1 -13.6 -14.7 -3.6 -9.7 -6.4 -20.0 -3.7 -2.1 -3.0 -1.1 -0.6 -1.8 -0.6 6.0 10.6 -2.8 -20.0 -3.2 -9.9 12.7 -0.8 CRUDE_W 19.3 -2.3 -3.4 1.8 7.4 1.1 8.9 2.8 6.2 20.0 10.9 20.0 15.7 20.0 11.2 13.3 12.2 13.2 12.9 11.8 8.5 20.0 11.6 20.0 -4.6 -0.2 8.1 -0.3 8.6 3.1 4.9 4.1 7.6 6.2 -10.4 -2.2 20.0 19.5 20.0 20.0 DAX -14.5 -18.9 -10.6 5.7 9.5 7.2 7.2 8.1 5.8 15.4 13.5 -3.1 16.3 -10.2 -4.9 -9.2 -11.3 -10.4 -11.2 -1.5 9.8 3.0 17.7 -4.6 11.5 0.0 6.2 7.0 1.4 11.1 -2.3 -8.4 -7.2 -20.0 -20.0 3.5 4.3 6.0 -4.1 9.1 DOW 4.4 -7.8 -8.6 5.5 7.4 7.2 5.5 8.2 5.0 -3.3 12.0 8.0 14.5 -0.1 -0.8 -11.3 -11.3 -11.4 -11.5 2.4 7.5 5.8 15.6 4.1 -14.2 0.8 2.3 5.2 1.3 10.3 0.3 -8.6 -16.6 -12.4 -15.9 -11.8 10.7 -2.5 11.1 -6.3 DX 8.7 -1.0 6.9 -4.0 4.1 -2.3 -3.5 0.3 -5.5 -17.1 17.2 7.7 15.8 11.6 15.5 7.1 6.9 7.3 7.2 10.0 11.0 -1.3 11.0 7.6 -20.0 5.4 -8.7 5.8 -1.0 5.9 4.0 16.7 0.4 20.0 3.0 20.0 -4.5 8.0 -4.4 12.6 EUR -7.4 -0.9 -3.9 -4.1 4.2 -2.4 -3.5 0.3 -5.6 19.6 -12.8 -0.4 -11.1 -9.6 -9.2 -7.4 -7.1 -7.4 -7.1 -6.4 -6.2 7.0 -5.9 -3.7 20.0 -3.3 13.7 -2.2 4.9 -1.6 -2.1 -7.5 20.0 -2.2 -0.6 0.1 -4.7 -20.0 -6.2 -15.9 EURIBOR-ICE 9.9 -0.2 -16.3 0.3 -1.2 -0.5 -1.5 -1.4 -0.1 -3.4 -4.7 0.3 -0.3 0.8 -4.2 -5.4 -4.9 -5.6 -5.0 -2.2 -3.0 -2.9 -1.9 -1.1 11.7 -1.2 -2.3 -1.5 -1.8 -0.6 -0.7 -2.4 0.3 0.5 -4.5 -3.9 -20.0 -20.0 -5.9 4.7 EUROSTX -12.9 -20.0 -14.1 5.6 9.2 7.0 7.0 7.9 5.6 14.7 15.0 -1.0 17.1 -5.2 -2.9 -5.7 -2.4 -6.0 -4.1 -0.4 10.2 4.0 18.6 -3.2 -2.4 0.6 8.2 8.0 2.1 13.0 -1.9 5.9 -9.0 -20.0 -20.0 -0.2 -7.8 3.7 -17.5 4.2 FEEDCOW 4.8 7.0 -5.4 -5.1 -2.8 -1.9 -5.5 -1.1 -7.0 13.4 6.8 11.7 -2.9 5.6 1.9 -8.0 -20.0 -18.5 -20.0 3.2 -0.1 5.0 0.0 4.6 -7.6 -0.2 7.2 -0.9 2.8 1.9 1.2 -20.0 11.9 20.0 18.8 -8.6 6.5 20.0 15.5 20.0 GASOIL 20.0 -0.6 -9.9 2.2 8.0 1.2 8.8 2.7 6.3 13.2 4.2 20.0 13.5 19.4 0.0 -0.5 12.6 1.1 6.4 6.4 2.0 20.0 8.4 18.3 6.2 2.3 8.6 0.3 10.2 2.6 7.7 0.1 3.5 10.9 4.5 -8.1 -20.0 -13.1 -20.0 -20.0 GASOLINE 17.4 -7.2 -5.9 1.7 6.9 1.0 8.3 2.7 5.7 20.0 8.6 20.0 14.5 17.5 -0.9 20.0 20.0 20.0 20.0 4.5 4.5 20.0 11.3 15.3 -20.0 -0.5 7.4 -0.1 8.3 3.9 4.6 20.0 9.4 -2.1 -11.2 -4.8 20.0 20.0 20.0 20.0 GAS_US_mini -12.9 15.3 20.0 1.0 4.0 0.6 4.8 1.5 3.3 -12.2 -7.7 -12.2 -11.0 -6.6 0.1 -6.4 -20.0 -20.0 -20.0 0.1 -2.3 -15.2 -12.7 -7.2 20.0 1.1 -6.3 -0.6 -5.3 -3.9 -1.6 -20.0 -20.0 -20.0 10.3 0.6 -1.6 -6.7 -7.4 -13.5 GBP -7.9 5.7 -1.3 -4.6 4.8 -2.7 -4.0 0.3 -6.3 20.0 11.9 -1.0 5.1 7.6 11.1 -1.0 -0.8 -1.0 -0.9 4.2 4.9 7.9 4.9 2.5 1.2 3.6 15.2 5.1 5.7 4.9 1.7 3.2 20.0 10.2 18.2 12.9 -0.8 -20.0 -2.0 -11.0 GOLD_micro -5.9 -17.6 5.6 -1.9 1.9 -0.3 -0.7 0.4 -2.5 4.9 6.9 -1.4 8.2 -6.3 3.1 -10.8 -13.6 -11.7 -12.6 1.9 8.0 1.7 10.0 -1.0 -3.1 -0.4 2.2 3.2 -0.3 4.8 -2.0 -13.4 -2.6 3.3 1.0 15.6 2.5 -8.2 9.9 -1.7 HEATOIL 20.0 0.8 -9.3 1.7 7.1 1.0 8.5 2.7 5.9 17.0 -2.6 20.0 7.0 20.0 -0.9 -5.9 11.1 -4.0 2.9 5.0 -1.6 20.0 3.2 19.3 -20.0 -1.0 7.9 -2.5 8.9 1.0 5.2 -4.4 11.4 13.2 -8.2 -19.9 2.5 7.0 -5.3 2.2 JGB-SGX-mini 4.8 -1.4 -18.6 0.3 -1.3 -0.6 -1.6 -1.5 -0.1 -3.8 -4.8 -6.2 -1.1 -4.6 -6.0 20.0 18.4 20.0 18.8 -5.8 -5.4 -9.2 -2.8 -6.9 -8.6 -2.3 -1.6 -2.4 -3.3 -1.9 -2.5 20.0 -13.2 -3.9 -11.8 -9.0 -7.7 -4.5 1.3 16.5 JPY -15.6 -13.6 -11.6 -2.7 2.8 -1.6 -2.4 0.2 -3.7 -12.0 -16.1 -14.9 -16.1 -15.7 -16.0 -15.7 -16.3 -15.6 -15.8 -20.0 -20.0 -18.4 -20.0 -20.0 20.0 -5.9 -2.8 -6.1 -5.0 -6.5 -5.7 -20.0 -19.6 -18.2 -20.0 -20.0 -20.0 -11.7 -19.7 -11.3 LEANHOG -7.5 -20.0 -13.4 -4.1 -2.3 -1.6 -4.4 -0.9 -5.6 -11.1 -10.3 -14.8 -7.2 -17.4 -17.7 20.0 -20.0 20.0 -8.0 -20.0 -19.6 -16.9 -10.7 -20.0 5.1 -5.8 -1.6 -3.3 -2.4 -1.5 -4.9 -20.0 -8.8 -8.1 -20.0 -20.0 -12.2 -9.7 -6.7 4.5 LIVECOW 19.8 19.4 3.7 -5.2 -2.8 -2.0 -5.6 -1.1 -7.1 18.5 16.0 20.0 5.2 20.0 18.4 16.2 11.5 20.0 18.5 20.0 15.0 20.0 8.5 20.0 -9.7 7.7 6.0 5.2 7.7 4.4 9.0 20.0 20.0 20.0 20.0 20.0 5.0 20.0 11.0 20.0 LUMBER-new -3.9 -7.4 -20.0 -2.2 -1.2 -0.8 -2.3 -0.4 -3.0 5.3 -7.9 -3.8 -7.7 -6.4 -8.7 -13.7 -17.4 -17.0 -17.6 -12.2 -10.5 -3.2 -6.8 -9.4 NaN -3.3 1.1 -3.2 -0.1 -2.0 -1.9 -20.0 1.1 6.3 -7.6 -20.0 -5.2 -9.0 2.6 -5.4 MILK -15.0 12.1 20.0 -2.5 -1.4 -1.0 -2.7 -0.5 -3.5 -5.4 6.1 -8.2 -3.5 0.6 7.8 -20.0 -20.0 -20.0 -20.0 8.7 7.8 -3.8 -0.6 1.6 12.2 2.7 -0.8 2.4 -1.4 -0.4 0.3 -20.0 -2.9 6.1 20.0 20.0 -10.0 -20.0 -5.9 -20.0 MXP -5.7 -20.0 -20.0 -1.6 1.7 -0.9 -1.4 0.1 -2.2 2.9 -1.9 1.3 4.1 -4.9 -5.1 9.5 15.7 12.5 14.2 -8.1 -4.1 0.5 1.9 -5.8 -20.0 -2.3 0.9 -1.1 -0.1 0.6 -1.8 20.0 8.3 -5.3 -18.9 -5.3 16.5 15.4 20.0 20.0 NASDAQ_micro 17.7 20.0 1.9 4.7 6.3 6.2 4.7 7.1 4.3 13.6 16.5 14.4 16.7 15.3 15.9 -12.1 -10.8 -11.6 -11.3 20.0 20.0 20.0 20.0 20.0 -20.0 5.8 4.9 5.1 4.8 5.5 5.9 -7.9 -1.3 20.0 20.0 10.5 -3.8 3.6 -8.7 2.9 NIKKEI 11.0 0.1 -6.0 6.3 10.5 8.0 7.9 8.9 6.4 19.7 15.6 20.0 18.6 18.9 6.3 14.8 9.8 10.4 9.2 15.9 20.0 20.0 20.0 20.0 -20.0 5.7 18.8 7.6 15.4 12.5 9.6 20.0 20.0 15.4 -0.1 -9.0 0.9 -6.9 -10.3 -12.9 NZD -7.9 8.2 2.5 -3.6 3.7 -2.1 -3.1 0.2 -4.9 7.2 0.8 -10.7 -1.3 1.6 9.1 -0.0 0.2 0.1 0.1 3.3 3.0 -2.6 -0.4 -1.3 0.5 1.8 3.2 2.0 -1.7 0.6 -1.1 4.9 0.7 0.5 13.4 6.8 6.1 -5.4 8.2 1.8 OAT -4.2 -9.7 -12.1 0.4 -1.6 -0.7 -2.0 -1.9 -0.1 -3.5 -7.8 -6.4 -3.1 -8.6 -9.7 -2.3 4.5 0.9 2.7 -8.6 -7.0 -6.4 -5.1 -8.1 1.9 -3.7 -1.2 -2.4 -3.1 -1.2 -3.8 12.3 1.0 -13.7 -15.3 -4.2 -20.0 -18.2 -6.2 -2.9 OATIES -20.0 -20.0 5.1 -1.8 -1.0 -0.7 -2.0 -0.4 -2.5 -5.2 -5.3 -7.3 -6.6 -7.8 -6.4 -5.7 0.6 -0.0 1.8 -11.2 -6.5 -9.4 -4.8 -13.9 -20.0 -1.9 -1.1 -0.8 -1.8 -0.6 -2.7 0.6 -3.1 -15.8 -6.6 -1.7 -0.5 -0.8 10.1 11.5 OJ -13.6 -2.7 -4.1 -3.2 -1.7 -1.2 -3.4 -0.7 -4.4 3.3 9.2 3.0 11.8 3.4 6.3 7.0 12.4 9.0 9.7 11.7 15.9 3.1 18.3 5.0 -20.0 3.0 0.9 4.6 0.1 6.5 0.6 17.6 12.6 4.0 20.0 20.0 7.7 9.4 20.0 20.0 PALLAD 12.1 -1.5 6.0 -1.7 1.7 -0.2 -0.6 0.3 -2.2 8.8 -6.2 7.9 -8.5 0.7 -4.4 -1.4 -2.2 -2.0 -2.1 -1.4 -4.3 11.5 -8.9 4.2 14.5 -1.5 6.9 -2.1 4.4 -2.9 0.9 5.7 20.0 15.2 2.2 -6.4 -20.0 -20.0 -20.0 -18.5 PLAT -5.8 -3.7 11.6 -2.2 2.2 -0.3 -0.8 0.4 -2.8 0.1 1.9 2.8 -3.4 -5.2 -0.3 -4.9 -4.2 -5.0 -4.7 1.6 3.4 1.3 1.7 -0.1 7.9 -0.1 1.1 1.3 0.2 1.3 -0.9 1.7 5.9 6.8 9.8 5.9 -20.0 -8.2 -3.8 3.5 REDWHEAT -20.0 -12.3 20.0 -3.2 -1.7 -1.2 -3.4 -0.7 -4.4 -0.4 -2.8 -11.9 -9.7 -12.4 -6.8 -10.3 -3.7 -8.9 -6.2 -12.3 -3.8 -15.5 -7.4 -20.0 -6.1 -2.1 -0.8 -0.4 -2.8 -1.2 -4.1 -9.5 0.8 -20.0 -4.4 12.8 -14.2 -20.0 -7.0 -17.1 RICE -12.0 2.9 11.0 -4.9 -2.7 -1.9 -5.3 -1.0 -6.8 -19.9 17.8 -17.8 18.0 -9.9 18.0 20.0 20.0 20.0 20.0 8.1 16.8 -20.0 19.4 -7.1 -13.9 2.6 -11.6 4.2 -8.1 4.2 -2.4 20.0 -20.0 14.1 20.0 9.0 -14.5 -7.0 -14.4 -4.1 ROBUSTA -7.8 11.7 -1.5 -2.5 0.2 -1.0 -1.9 -0.6 -3.1 0.0 9.5 -2.6 10.0 6.4 7.7 20.0 20.0 20.0 20.0 12.1 18.2 2.7 20.0 5.7 -20.0 3.6 1.8 6.9 0.7 8.9 1.3 20.0 5.1 6.5 20.0 20.0 3.1 -7.4 10.8 4.0 RUSSELL -5.2 -8.0 -4.3 5.1 6.9 6.8 5.1 7.7 4.7 -0.0 9.1 -2.8 11.2 -8.6 -3.6 -7.6 -6.8 -7.3 -7.0 -3.2 2.3 -1.0 6.2 -3.9 -1.3 -0.3 0.4 2.3 0.3 4.4 -0.8 -0.8 -12.3 -20.0 -18.8 -13.7 2.3 -20.0 1.2 -20.0 SHATZ 20.0 15.5 -0.9 0.3 -1.2 -0.5 -1.4 -1.4 -0.1 -7.3 -6.7 0.1 -7.5 1.5 -1.9 -20.0 -20.0 -20.0 -20.0 -0.8 -5.5 -4.3 -8.8 0.5 6.8 -0.2 -3.4 -1.8 -1.6 -2.7 0.4 -20.0 -4.3 7.2 -1.0 -3.8 -20.0 -15.4 -16.3 -11.9 SILVER-mini -9.5 -3.0 15.4 -1.7 1.7 -0.2 -0.6 0.3 -2.2 3.9 5.9 -2.9 5.5 -0.6 4.1 -5.5 -6.5 -6.0 -6.3 4.1 7.4 2.2 6.4 0.4 2.1 0.3 3.0 2.6 -0.1 2.9 -1.5 -1.7 -2.4 1.5 9.2 14.5 -3.1 -9.2 5.7 4.1 SMI -11.4 9.5 12.7 5.9 9.8 7.4 7.4 8.3 6.0 -4.9 18.1 -11.6 17.1 9.1 14.8 -4.0 1.5 -2.8 -0.6 17.8 20.0 -0.5 19.8 6.2 15.0 6.2 1.1 9.1 -0.1 8.2 1.9 12.3 -20.0 -20.0 8.7 14.2 7.3 2.8 1.7 0.0 SOFR 7.0 13.6 -2.4 0.5 -1.0 -0.6 -1.9 -1.8 0.1 -1.0 -2.2 0.2 -3.2 5.5 2.6 -2.6 -1.4 -2.8 -2.1 2.6 -0.6 -1.9 -3.4 2.1 -2.8 2.3 0.2 1.1 -0.3 -0.1 1.8 3.0 4.1 2.7 10.2 4.3 4.6 -16.0 17.1 1.5 SOYBEAN -18.7 -15.1 0.8 -3.8 -2.1 -1.4 -4.1 -0.8 -5.2 3.2 -12.9 -11.6 -8.3 -15.3 -12.6 -1.8 6.7 -0.6 1.8 -17.6 -12.6 -9.9 -10.8 -19.8 -20.0 -4.5 2.8 -3.0 -1.9 -2.3 -5.0 5.9 9.9 0.4 -8.2 2.8 -20.0 -20.0 -14.8 -20.0 SOYMEAL -20.0 -11.3 9.9 -3.2 -1.7 -1.2 -3.4 -0.7 -4.3 -11.3 -10.7 -13.5 -10.0 -13.6 -9.1 17.5 7.4 8.8 5.8 -11.2 -7.5 -18.1 -7.9 -17.8 -20.0 -1.5 -5.0 -0.4 -5.6 -0.8 -4.5 9.2 -6.7 -3.1 -1.0 13.5 -20.0 -20.0 -20.0 -20.0 SOYOIL 9.0 3.5 0.2 -2.8 -1.5 -1.1 -3.0 -0.6 -3.9 11.0 -9.9 7.6 -11.2 1.1 -7.0 3.8 -0.1 -0.9 -2.2 -2.5 -7.2 16.9 -9.8 5.0 -20.0 -1.3 13.3 -2.7 7.7 -2.9 2.2 -3.8 20.0 20.0 9.2 -4.3 -13.9 -17.4 -1.0 -1.5 SP400 -6.8 -14.8 -5.7 5.1 7.0 6.8 5.2 7.7 4.7 -7.3 10.5 -7.5 12.8 -12.0 -5.3 -5.5 -5.9 -6.4 -6.2 -3.6 6.0 -5.8 13.0 -7.1 -13.5 -0.2 -1.1 4.0 -2.0 6.9 -2.1 0.8 -20.0 -20.0 -20.0 -8.0 3.5 -9.1 3.6 -20.0 SP500_micro 15.2 18.3 7.9 6.7 9.0 8.8 6.7 10.0 6.1 18.4 20.0 20.0 20.0 20.0 20.0 -15.0 -12.5 -13.9 -13.3 20.0 20.0 20.0 20.0 20.0 -20.0 8.7 6.0 9.1 6.1 10.0 8.0 -11.0 -8.9 20.0 20.0 15.7 5.9 0.7 0.2 0.1 SUGAR11 20.0 11.2 -17.3 -3.9 -2.1 -1.5 -4.2 -0.8 -5.3 15.5 -13.7 16.7 -9.2 13.6 -6.0 -2.8 10.4 0.7 5.3 0.9 -12.3 20.0 -11.0 16.5 -20.0 -0.2 6.8 -4.7 7.6 -3.9 5.3 12.7 20.0 20.0 14.2 -15.7 8.3 20.0 15.7 20.0 US10 5.9 12.1 1.8 0.4 -0.8 -0.5 -1.6 -1.5 0.1 -1.4 -2.7 -1.2 -5.0 3.8 0.7 -7.2 -7.4 -6.9 -7.0 1.1 -1.5 -2.4 -4.9 0.7 2.4 1.8 -0.2 0.7 -0.6 -0.7 1.2 -6.6 2.2 0.8 6.6 3.2 0.9 -18.5 10.8 2.1 US10U 4.8 12.7 3.0 0.5 -1.1 -0.7 -2.1 -2.0 0.1 -3.2 -3.8 -3.7 -6.4 4.1 1.1 -5.0 -2.7 -4.9 -3.9 1.2 -2.0 -4.7 -6.5 0.1 0.3 2.4 -1.2 1.1 -1.5 -0.8 1.3 0.4 0.7 -0.1 8.6 4.9 1.3 -15.1 19.2 10.0 US2 9.3 10.8 -5.0 0.4 -0.9 -0.6 -1.7 -1.6 0.1 0.9 -7.4 1.3 -9.1 4.3 -4.0 -20.0 -20.0 -20.0 -20.0 -1.9 -7.0 -0.1 -11.9 0.7 13.7 -0.1 1.4 -1.9 0.4 -3.4 0.9 -20.0 7.2 0.9 0.7 -4.2 -2.4 -20.0 1.6 -13.8 US20 2.9 11.6 3.4 0.4 -0.8 -0.5 -1.5 -1.4 0.1 -3.3 -0.8 -3.3 -2.5 2.2 1.8 -1.1 -0.8 -0.8 -0.7 1.3 -0.3 -4.7 -3.2 -0.5 -1.0 2.0 -1.4 1.4 -1.4 0.2 0.8 4.7 -2.1 -0.3 8.2 6.0 -0.9 -10.3 20.0 16.0 US30 2.9 11.4 4.3 0.4 -0.9 -0.6 -1.7 -1.6 0.1 -4.2 -1.9 -4.3 -4.0 1.7 1.2 -6.3 -5.3 -5.4 -5.3 1.0 -0.8 -5.7 -4.2 -1.0 -0.5 2.1 -1.9 1.4 -1.9 -0.1 0.8 -3.3 -3.0 -0.4 8.2 5.9 -4.9 -10.1 11.3 17.3 US5 7.3 12.6 -0.6 0.4 -0.9 -0.6 -1.7 -1.6 0.1 -0.3 -4.9 -0.0 -7.3 4.6 -0.6 -10.8 -10.2 -10.3 -10.1 0.7 -2.9 -1.4 -6.7 1.1 5.8 1.5 0.5 0.1 -0.1 -1.3 1.4 -11.6 4.6 1.2 5.8 1.1 1.2 -20.0 8.1 -5.6 VIX 6.2 -4.0 1.0 -8.2 -8.8 -9.6 -7.4 -11.5 -6.8 -20.0 -20.0 -18.1 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -12.8 -20.0 -12.3 NaN -9.6 -8.5 -11.1 -7.3 -13.5 -7.8 NaN NaN NaN NaN NaN -16.2 -20.0 NaN NaN WHEAT -20.0 -14.7 20.0 -2.5 -1.4 -1.0 -2.7 -0.5 -3.4 3.2 -1.1 -7.7 -6.5 -8.9 -4.9 -15.1 -14.2 -15.9 -15.4 -9.6 -2.4 -10.4 -4.4 -16.6 0.7 -1.4 0.1 -0.0 -1.7 -0.5 -3.0 -20.0 1.6 -18.8 -1.4 12.4 -13.3 -20.0 -10.2 -20.0 End of report for caleb_strategy_v3