******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240709_203933 produced at 2024-07-09 21:38:37.912649 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -72.11 999999999.0 -56 -56 caleb_strategy_v3 EURIBOR-ICE False False 0.08 -0.64 -0.24 0.0 0.80 -0.80 -0.64 -0.64 -3.00 10.0 -8 -8 caleb_strategy_v3 JGB-SGX-mini False False 0.03 -0.05 -0.19 0.0 0.43 -0.43 -0.05 -0.05 -7.11 16.0 -2 -2 caleb_strategy_v3 SHATZ False True 0.03 0.00 -0.17 0.0 0.00 0.00 0.00 0.00 -4.90 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 -5.52 17.0 -7 -7 caleb_strategy_v3 US2 False True 0.06 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -1.57 13.0 0 0 caleb_strategy_v3 CHF False False 0.04 -0.04 -0.09 0.0 0.55 -0.55 -0.04 -0.04 -2.14 13.0 -1 -1 caleb_strategy_v3 LEANHOG False False 0.01 -0.08 -0.08 0.0 0.11 -0.11 -0.08 -0.08 -9.21 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 -40.72 59.0 0 0 caleb_strategy_v3 BTP False False 0.04 -0.08 -0.07 0.0 0.38 -0.38 -0.08 -0.08 -1.72 10.0 -2 -2 caleb_strategy_v3 OAT False False 0.04 -0.04 -0.07 0.0 0.41 -0.41 -0.04 -0.04 -1.83 10.0 -1 -1 caleb_strategy_v3 BOBL False False 0.04 0.00 -0.06 0.0 0.72 -0.72 0.00 0.00 -1.54 19.0 0 0 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.06 0.0 0.18 -0.18 0.00 0.00 -0.70 2.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.06 -0.05 0.0 0.07 -0.07 -0.06 -0.06 -8.31 12.0 -9 -9 caleb_strategy_v3 CAC True False 0.02 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -1.84 12.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.01 -0.04 0.0 0.14 -0.14 -0.01 -0.01 -13.05 51.0 -2 -2 caleb_strategy_v3 COTTON2 False False 0.01 -0.06 -0.03 0.0 0.12 -0.12 -0.06 -0.06 -2.69 11.0 -6 -6 caleb_strategy_v3 RUSSELL False False 0.00 -0.10 -0.03 0.0 0.21 -0.21 -0.10 -0.10 -9.99 68.0 -33 -33 caleb_strategy_v3 DOW False False 0.01 0.00 -0.03 0.0 0.40 -0.40 0.00 0.00 -4.58 66.0 0 0 caleb_strategy_v3 CAD False False 0.02 0.00 -0.03 0.0 0.64 -0.64 0.00 0.00 -1.17 29.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.01 -0.03 0.0 0.05 -0.05 -0.01 -0.02 -15.21 26.0 -8 -9 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.59 9.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.02 -0.02 0.0 0.07 -0.07 -0.02 -0.02 -1.74 8.0 -2 -2 caleb_strategy_v3 OATIES False True 0.00 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -4.42 2.0 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 -5.21 3.0 -2 -2 caleb_strategy_v3 BUND False False 0.04 0.00 -0.02 0.0 0.43 -0.43 0.00 0.00 -0.43 10.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.07 -0.02 0.0 0.11 -0.11 -0.07 -0.07 -1.35 7.0 -4 -4 caleb_strategy_v3 HEATOIL False False 0.03 -0.03 -0.02 0.0 0.10 -0.10 -0.03 -0.03 -0.47 3.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.01 0.0 0.08 -0.08 -0.03 -0.03 -1.62 9.0 -3 -3 caleb_strategy_v3 BUXL False False 0.04 -0.08 -0.01 0.0 0.17 -0.17 -0.08 -0.08 -0.28 4.0 -2 -2 caleb_strategy_v3 FEEDCOW False False 0.04 0.12 -0.01 0.0 0.31 -0.31 0.12 0.08 -0.27 8.0 3 2 caleb_strategy_v3 US5 False False 0.03 -0.03 -0.01 0.0 0.81 -0.81 -0.03 -0.03 -0.35 25.0 -1 -1 caleb_strategy_v3 EUROSTX False False 0.02 -0.03 -0.01 0.0 0.32 -0.32 -0.03 -0.03 -0.90 20.0 -2 -2 caleb_strategy_v3 GOLD_micro False False 0.01 -0.05 0.00 0.0 0.40 -0.40 -0.05 -0.03 0.26 56.0 -7 -4 caleb_strategy_v3 SOYOIL False False 0.01 -0.01 -0.00 0.0 0.08 -0.08 -0.01 -0.01 -0.38 10.0 -1 -1 caleb_strategy_v3 COCOA False False 0.02 0.00 0.00 0.0 0.57 -0.57 0.00 0.00 0.09 26.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 0.00 0.0 0.04 -0.04 0.00 0.00 0.19 4.0 0 0 caleb_strategy_v3 US10 False False 0.03 0.00 -0.00 0.0 0.57 -0.57 0.00 0.00 -0.02 17.0 0 0 caleb_strategy_v3 PALLAD False False 0.03 0.00 0.00 0.0 0.06 -0.06 0.00 0.00 0.10 2.0 0 0 caleb_strategy_v3 EUR False False 0.04 -0.12 0.00 0.0 0.57 -0.57 -0.12 -0.08 0.01 14.0 -3 -2 caleb_strategy_v3 PLAT False False 0.02 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.25 10.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.04 0.00 0.0 0.12 -0.12 0.04 0.04 0.71 18.0 6 6 caleb_strategy_v3 US30 False False 0.04 0.04 0.00 0.0 0.23 -0.23 0.04 0.04 0.00 6.0 1 1 caleb_strategy_v3 MXP False False 0.01 -0.03 0.00 0.0 0.50 -0.50 -0.03 -0.02 0.03 60.0 -4 -2 caleb_strategy_v3 MILK False False 0.01 0.00 -0.00 0.0 0.06 -0.06 0.00 0.00 -0.24 5.0 0 0 caleb_strategy_v3 GASOIL False False 0.02 0.00 0.01 0.0 0.09 -0.09 0.00 0.00 0.44 4.0 0 0 caleb_strategy_v3 COFFEE False False 0.03 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.24 6.0 0 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 OJ False False 0.02 0.02 0.01 0.0 0.06 -0.06 0.02 0.02 0.69 3.0 1 1 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 0.01 0.0 0.32 -0.32 0.00 0.00 0.73 23.0 0 0 caleb_strategy_v3 US20 False True 0.04 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.20 9.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.10 0.01 0.0 0.35 -0.35 0.10 0.10 1.77 58.0 17 17 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.59 999999999.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.02 0.03 0.0 0.39 -0.39 0.02 0.02 1.46 21.0 1 1 caleb_strategy_v3 COPPER False False 0.03 0.03 0.03 0.0 999.00 -999.00 0.03 0.03 0.89 999999999.0 1 1 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.08 0.04 0.0 0.29 -0.29 0.08 0.06 3.29 23.0 6 5 caleb_strategy_v3 DX False False 0.03 0.16 0.05 0.0 999.00 -999.00 0.16 0.16 1.42 999999999.0 5 5 caleb_strategy_v3 GASOLINE False False 0.03 0.12 0.05 0.0 999.00 -999.00 0.12 0.12 1.59 999999999.0 4 4 caleb_strategy_v3 AUD False False 0.02 0.20 0.07 0.0 0.39 -0.39 0.20 0.22 3.43 19.0 10 11 caleb_strategy_v3 GBP False False 0.02 0.02 0.07 0.0 0.53 -0.53 0.02 0.02 2.73 22.0 1 1 caleb_strategy_v3 SP500_micro False False 0.01 0.09 0.07 0.0 0.41 -0.41 0.09 0.09 8.57 48.0 10 10 caleb_strategy_v3 SMI False True 0.04 0.00 0.11 0.0 0.00 0.00 0.00 0.00 2.66 9.0 0 0 caleb_strategy_v3 LIVECOW False False 0.02 0.18 0.11 0.0 0.38 -0.38 0.18 0.18 5.12 17.0 8 8 caleb_strategy_v3 CRUDE_W False False 0.02 0.12 0.17 0.0 0.12 -0.12 0.12 0.12 7.12 5.0 5 5 caleb_strategy_v3 NIKKEI False False 0.01 0.22 0.24 0.0 0.28 -0.28 0.22 0.23 30.11 36.0 28 29 caleb_strategy_v3 SOFR False True 0.07 0.00 0.32 0.0 0.00 0.00 0.00 0.00 4.32 11.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 15.9 Shocked risk 52.3 Sum abs risk 47.7 Leverage 3.57 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3303919.96, 'annual_cash_vol_target': 825979.99, 'daily_cash_vol_target': 51623.749375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0035 0.6753 0.5199 8.3181 BITCOIN 1621.6396 58130.0000 2.7897 44.6348 BOBL 0.2622 116.0200 0.2260 3.6160 BTP 0.5617 116.4500 0.4823 7.7170 BUND 0.5488 130.9900 0.4190 6.7039 BUXL 1.3615 128.9400 1.0559 16.8950 CAC 69.0708 7528.0000 0.9175 14.6803 CAD 0.0025 0.7348 0.3442 5.5076 CANOLA 8.1226 633.4000 1.2824 20.5181 CHF 0.0047 1.1231 0.4142 6.6278 COCOA 308.7456 7216.0000 4.2786 68.4580 COFFEE 4.8024 245.5000 1.9562 31.2990 COPPER 0.0652 4.5840 1.4216 22.7449 CORN 6.0453 408.0000 1.4817 23.7070 COTTON2 1.0798 70.5900 1.5296 24.4738 CRUDE_W 0.9581 78.4000 1.2221 19.5529 DAX 136.9465 18401.0000 0.7442 11.9077 DOW 203.7330 39593.0000 0.5146 8.2331 DX 0.3452 104.8200 0.3293 5.2687 EUR 0.0042 1.0847 0.3875 6.2001 EURIBOR-ICE 0.0481 97.4150 0.0494 0.7899 EUROSTX 42.2769 4941.0000 0.8556 13.6901 FEEDCOW 1.8747 257.3250 0.7285 11.6566 GASOIL 11.2279 776.0000 1.4469 23.1503 GASOLINE 0.0326 2.3007 1.4159 22.6541 GAS_US_mini 0.0954 2.3650 4.0326 64.5211 GBP 0.0054 1.2794 0.4188 6.7004 GOLD_micro 20.7012 2371.1000 0.8731 13.9690 HEATOIL 0.0356 2.5555 1.3941 22.3061 JGB-SGX-mini 0.2433 142.6600 0.1705 2.7283 JPY 0.0000 0.0063 0.5381 8.6088 LEANHOG 1.1293 70.9000 1.5928 25.4844 LIVECOW 1.2923 183.5250 0.7042 11.2666 LUMBER-new 8.7870 470.5000 1.8676 29.8814 MILK 0.2903 20.5400 1.4136 22.6168 MXP 0.0005 0.0553 0.9649 15.4379 NASDAQ_micro 130.0781 20671.2500 0.6293 10.0683 NIKKEI 309.0601 41500.0000 0.7447 11.9156 NZD 0.0033 0.6125 0.5463 8.7402 OAT 0.5197 123.6500 0.4203 6.7254 OATIES 6.4858 309.0000 2.0990 33.5836 OJ 8.4631 446.4000 1.8959 30.3337 PALLAD 24.9224 982.0000 2.5379 40.6067 PLAT 16.9194 998.3000 1.6948 27.1171 REDWHEAT 11.1137 595.5000 1.8663 29.8606 RICE 0.1412 14.8250 0.9522 15.2357 ROBUSTA 79.2144 4625.0000 1.7127 27.4039 RUSSELL 18.0724 2048.2000 0.8824 14.1177 SHATZ 0.0839 105.5100 0.0796 1.2729 SILVER-mini 0.5672 31.5000 1.8006 28.8095 SMI 72.7301 12089.0000 0.6016 9.6260 SOFR 0.0655 96.3950 0.0680 1.0880 SOYBEAN 12.4140 1077.7500 1.1518 18.4296 SOYMEAL 4.5776 315.3000 1.4518 23.2290 SOYOIL 0.8460 46.3600 1.8249 29.1986 SP400 21.4396 2916.5000 0.7351 11.7619 SP500_micro 25.5555 5631.7500 0.4538 7.2604 SUGAR11 0.2948 20.0600 1.4697 23.5160 US10 0.3997 110.4062 0.3620 5.7924 US10U 0.5601 113.8750 0.4919 7.8702 US2 0.0916 102.2734 0.0896 1.4334 US20 0.8660 118.4688 0.7310 11.6958 US30 1.3094 125.3750 1.0444 16.7107 US5 0.2490 106.9219 0.2329 3.7263 VIX 0.3534 15.2000 2.3251 37.2020 WHEAT 10.8677 595.2500 1.8257 29.2119 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 675.30 0.52 351.08 1.00 351.08 51623.75 147.04 9.00 132.32 BITCOIN 58.13 2.79 162.16 1.00 162.16 51623.75 318.34 -11.81 -376.08 BOBL 1160.20 0.23 262.21 1.08 283.76 51623.75 181.93 -8.35 -151.91 BTP 1164.50 0.48 561.65 1.08 607.82 51623.75 84.93 -5.93 -50.39 BUND 1309.90 0.42 548.84 1.08 593.96 51623.75 86.92 -4.87 -42.33 BUXL 1289.40 1.06 1361.52 1.08 1473.44 51623.75 35.04 -7.98 -27.95 CAC 752.80 0.92 690.71 1.08 747.48 51623.75 69.06 -7.82 -54.02 CAD 734.80 0.34 252.94 1.00 252.94 51623.75 204.10 -2.21 -45.07 CANOLA 126.68 1.28 162.45 0.73 119.08 51623.75 433.51 -12.37 -536.27 CHF 1403.88 0.41 581.54 1.00 581.54 51623.75 88.77 -9.30 -82.52 COCOA 721.60 4.28 3087.46 1.00 3087.46 51623.75 16.72 2.54 4.24 COFFEE 920.62 1.96 1800.91 1.00 1800.91 51623.75 28.67 7.22 20.71 COPPER 1146.00 1.42 1629.10 1.00 1629.10 51623.75 31.69 2.58 8.18 CORN 204.00 1.48 302.26 1.00 302.26 51623.75 170.79 -20.00 -341.58 COTTON2 352.95 1.53 539.88 1.00 539.88 51623.75 95.62 -13.14 -125.67 CRUDE_W 784.00 1.22 958.09 1.00 958.09 51623.75 53.88 12.20 65.74 DAX 184.01 0.74 136.95 1.08 148.20 51623.75 348.33 1.49 51.87 DOW 197.96 0.51 101.87 1.00 101.87 51623.75 506.78 -3.89 -197.05 DX 1048.20 0.33 345.16 1.00 345.16 51623.75 149.56 3.66 54.78 EUR 1355.88 0.39 525.41 1.00 525.41 51623.75 98.25 0.03 0.31 EURIBOR-ICE 2435.38 0.05 120.24 1.08 130.12 51623.75 396.74 -2.22 -87.91 EUROSTX 494.10 0.86 422.77 1.08 457.52 51623.75 112.83 -2.33 -26.26 FEEDCOW 1286.62 0.73 937.36 1.00 937.36 51623.75 55.07 -1.48 -8.14 GASOIL 776.00 1.45 1122.79 1.00 1122.79 51623.75 45.98 2.21 10.15 GASOLINE 966.29 1.42 1368.16 1.00 1368.16 51623.75 37.73 9.72 36.67 GAS_US_mini 59.13 4.03 238.43 1.00 238.43 51623.75 216.52 -6.49 -140.46 GBP 799.62 0.42 334.86 1.00 334.86 51623.75 154.16 6.83 105.29 GOLD_micro 237.11 0.87 207.01 1.00 207.01 51623.75 249.38 0.30 7.54 HEATOIL 1073.31 1.39 1496.33 1.00 1496.33 51623.75 34.50 -3.13 -10.81 JGB-SGX-mini 142660.00 0.17 24326.51 0.01 151.49 51623.75 340.77 -1.93 -65.62 JPY 782.94 0.54 421.26 1.00 421.26 51623.75 122.55 -17.36 -212.72 LEANHOG 283.60 1.59 451.71 1.00 451.71 51623.75 114.29 -13.26 -151.60 LIVECOW 734.10 0.70 516.92 1.00 516.92 51623.75 99.87 15.47 154.51 LUMBER-new 129.39 1.87 241.64 1.00 241.64 51623.75 213.64 -11.39 -243.39 MILK 410.80 1.41 580.69 1.00 580.69 51623.75 88.90 -1.26 -11.23 MXP 276.30 0.96 266.59 1.00 266.59 51623.75 193.64 0.01 0.18 NASDAQ_micro 413.42 0.63 260.16 1.00 260.16 51623.75 198.43 7.13 141.49 NIKKEI 41500.00 0.74 30906.01 0.01 192.47 51623.75 268.22 10.37 278.02 NZD 612.50 0.55 334.59 1.00 334.59 51623.75 154.29 3.66 56.43 OAT 1236.50 0.42 519.75 1.08 562.47 51623.75 91.78 -5.85 -53.70 OATIES 154.50 2.10 324.29 1.00 324.29 51623.75 159.19 -11.43 -181.88 OJ 669.60 1.90 1269.47 1.00 1269.47 51623.75 40.67 7.90 32.14 PALLAD 982.00 2.54 2492.24 1.00 2492.24 51623.75 20.71 1.41 2.91 PLAT 499.15 1.69 845.97 1.00 845.97 51623.75 61.02 1.20 7.32 REDWHEAT 297.75 1.87 555.69 1.00 555.69 51623.75 92.90 -14.14 -131.35 RICE 296.50 0.95 282.34 1.00 282.34 51623.75 182.85 0.43 7.85 ROBUSTA 462.50 1.71 792.14 1.00 792.14 51623.75 65.17 9.58 62.42 RUSSELL 102.41 0.88 90.36 1.00 90.36 51623.75 571.30 -5.28 -301.55 SHATZ 1055.10 0.08 83.94 1.08 90.84 51623.75 568.30 -8.51 -483.55 SILVER-mini 787.50 1.80 1417.97 1.00 1417.97 51623.75 36.41 4.77 17.37 SMI 1208.90 0.60 727.30 1.12 812.76 51623.75 63.52 12.26 77.85 SOFR 2409.88 0.07 163.87 1.00 163.87 51623.75 315.04 2.26 71.14 SOYBEAN 538.88 1.15 620.70 1.00 620.70 51623.75 83.17 -17.50 -145.54 SOYMEAL 315.30 1.45 457.76 1.00 457.76 51623.75 112.78 -15.11 -170.45 SOYOIL 278.16 1.82 507.62 1.00 507.62 51623.75 101.70 -3.98 -40.43 SP400 2916.50 0.74 2143.96 1.00 2143.96 51623.75 24.08 -8.76 -21.10 SP500_micro 281.59 0.45 127.78 1.00 127.78 51623.75 404.01 9.13 368.94 SUGAR11 224.67 1.47 330.21 1.00 330.21 51623.75 156.34 2.14 33.49 US10 1104.06 0.36 399.70 1.00 399.70 51623.75 129.16 -0.14 -1.81 US10U 1138.75 0.49 560.14 1.00 560.14 51623.75 92.16 1.29 11.91 US2 2045.47 0.09 183.25 1.00 183.25 51623.75 281.71 -4.39 -123.57 US20 1184.69 0.73 865.99 1.00 865.99 51623.75 59.61 2.66 15.86 US30 1253.75 1.04 1309.44 1.00 1309.44 51623.75 39.42 0.06 0.26 US5 1069.22 0.23 249.02 1.00 249.02 51623.75 207.31 -1.34 -27.73 VIX 152.00 2.33 353.42 1.00 353.42 51623.75 146.07 -20.00 -292.14 WHEAT 297.62 1.83 543.39 1.00 543.39 51623.75 95.00 -12.86 -122.19 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 132.322 0.010 2.5 3.433 BITCOIN -376.082 0.043 2.5 -40.725 BOBL -151.906 0.004 2.5 -1.540 BTP -50.392 0.014 2.5 -1.719 BUND -42.327 0.004 2.5 -0.429 BUXL -27.946 0.004 2.5 -0.283 CAC -54.023 0.014 2.5 -1.843 CAD -45.070 0.010 2.5 -1.169 CANOLA -536.269 0.010 2.5 -13.047 CHF -82.524 0.010 2.5 -2.141 COCOA 4.239 0.009 2.5 0.091 COFFEE 20.708 0.005 2.5 0.242 COPPER 8.183 0.043 2.5 0.886 CORN -341.581 0.010 2.5 -8.310 COTTON2 -125.666 0.009 2.5 -2.691 CRUDE_W 65.741 0.043 2.5 7.119 DAX 51.875 0.014 2.5 1.769 DOW -197.047 0.009 2.5 -4.579 DX 54.781 0.010 2.5 1.421 EUR 0.309 0.010 2.5 0.008 EURIBOR-ICE -87.910 0.014 2.5 -2.998 EUROSTX -26.263 0.014 2.5 -0.896 FEEDCOW -8.144 0.013 2.5 -0.270 GASOIL 10.150 0.017 2.5 0.440 GASOLINE 36.670 0.017 2.5 1.590 GAS_US_mini -140.463 0.043 2.5 -15.210 GBP 105.285 0.010 2.5 2.732 GOLD_micro 7.542 0.014 2.5 0.257 HEATOIL -10.806 0.017 2.5 -0.468 JGB-SGX-mini -65.620 0.043 2.5 -7.106 JPY -212.717 0.010 2.5 -5.519 LEANHOG -151.597 0.024 2.5 -9.213 LIVECOW 154.509 0.013 2.5 5.120 LUMBER-new -243.386 0.009 2.5 -5.211 MILK -11.229 0.009 2.5 -0.241 MXP 0.181 0.059 2.5 0.027 NASDAQ_micro 141.492 0.009 2.5 3.288 NIKKEI 278.023 0.043 2.5 30.106 NZD 56.431 0.010 2.5 1.464 OAT -53.696 0.014 2.5 -1.831 OATIES -181.882 0.010 2.5 -4.425 OJ 32.140 0.009 2.5 0.688 PALLAD 2.914 0.014 2.5 0.099 PLAT 7.325 0.014 2.5 0.250 REDWHEAT -131.347 0.005 2.5 -1.742 RICE 7.845 0.010 2.5 0.191 ROBUSTA 62.416 0.005 2.5 0.729 RUSSELL -301.554 0.013 2.5 -9.993 SHATZ -483.549 0.004 2.5 -4.903 SILVER-mini 17.369 0.014 2.5 0.592 SMI 77.845 0.014 2.5 2.655 SOFR 71.145 0.024 2.5 4.324 SOYBEAN -145.540 0.004 2.5 -1.354 SOYMEAL -170.454 0.004 2.5 -1.585 SOYOIL -40.428 0.004 2.5 -0.376 SP400 -21.097 0.013 2.5 -0.699 SP500_micro 368.937 0.009 2.5 8.574 SUGAR11 33.494 0.009 2.5 0.712 US10 -1.809 0.005 2.5 -0.023 US10U 11.915 0.005 2.5 0.151 US2 -123.572 0.005 2.5 -1.566 US20 15.865 0.005 2.5 0.201 US30 0.255 0.005 2.5 0.003 US5 -27.730 0.005 2.5 -0.351 VIX -292.139 0.099 2.5 -72.112 WHEAT -122.191 0.005 2.5 -1.621 ===================== Position diags ===================== AUD 3.82 BITCOIN 34.47 BOBL 1.84 BTP 2.90 BUND 0.88 BUXL 0.36 CAC 2.36 CAD 5.30 CANOLA 10.55 CHF 2.30 COCOA 0.36 COFFEE 0.33 COPPER 3.43 CORN 4.16 COTTON2 2.05 CRUDE_W 5.83 DAX 11.88 DOW 11.78 DX 3.88 EUR 2.55 EURIBOR-ICE 13.53 EUROSTX 3.85 FEEDCOW 1.82 GASOIL 1.99 GASOLINE 1.64 GAS_US_mini 23.45 GBP 4.00 GOLD_micro 8.51 HEATOIL 1.50 JGB-SGX-mini 36.90 JPY 3.18 LEANHOG 6.95 LIVECOW 3.31 LUMBER-new 4.57 MILK 1.90 MXP 28.42 NASDAQ_micro 4.61 NIKKEI 29.04 NZD 4.00 OAT 3.13 OATIES 3.87 OJ 0.87 PALLAD 0.71 PLAT 2.08 REDWHEAT 1.23 RICE 4.45 ROBUSTA 0.76 RUSSELL 18.93 SHATZ 5.76 SILVER-mini 1.24 SMI 2.17 SOFR 19.15 SOYBEAN 0.77 SOYMEAL 1.05 SOYOIL 0.95 SP400 0.80 SP500_micro 9.39 SUGAR11 3.32 US10 1.64 US10U 1.17 US2 3.57 US20 0.76 US30 0.50 US5 2.63 VIX 36.06 WHEAT 1.26 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.4 3.1 3.8 10.0 10 BITCOIN -40.7 -44.2 -37.3 0.0 0 BOBL -1.5 -1.7 -1.4 0.0 0 BTP -1.7 -2.0 -1.4 -2.0 -2 BUND -0.4 -0.5 -0.3 0.0 0 BUXL -0.3 -0.3 -0.2 -2.0 -2 CAC -1.8 -2.1 -1.6 0.0 0 CAD -1.2 -1.7 -0.6 0.0 0 CANOLA -13.0 -14.1 -12.0 -2.0 -2 CHF -2.1 -2.4 -1.9 -1.0 -1 COCOA 0.1 0.1 0.1 0.0 0 COFFEE 0.2 0.2 0.3 0.0 0 COPPER 0.9 0.5 1.2 1.0 1 CORN -8.3 -8.7 -7.9 -9.0 -9 COTTON2 -2.7 -2.9 -2.5 -6.0 -6 CRUDE_W 7.1 6.5 7.7 5.0 5 DAX 1.8 0.6 3.0 17.0 17 DOW -4.6 -5.8 -3.4 0.0 0 DX 1.4 1.0 1.8 5.0 5 EUR 0.0 -0.2 0.3 -3.0 -3 EURIBOR-ICE -3.0 -4.4 -1.6 -8.0 -8 EUROSTX -0.9 -1.3 -0.5 -2.0 -2 FEEDCOW -0.3 -0.5 -0.1 3.0 3 GASOIL 0.4 0.2 0.6 0.0 0 GASOLINE 1.6 1.4 1.8 4.0 4 GAS_US_mini -15.2 -17.6 -12.9 -8.0 -8 GBP 2.7 2.3 3.1 1.0 1 GOLD_micro 0.3 -0.6 1.1 -7.0 -7 HEATOIL -0.5 -0.6 -0.3 -1.0 -1 JGB-SGX-mini -7.1 -10.8 -3.4 -2.0 -2 JPY -5.5 -5.8 -5.2 -7.0 -7 LEANHOG -9.2 -9.9 -8.5 -9.0 -9 LIVECOW 5.1 4.8 5.5 8.0 8 LUMBER-new -5.2 -5.7 -4.8 -2.0 -2 MILK -0.2 -0.4 -0.1 NaN 0 MXP 0.0 -2.8 2.9 -4.0 -4 NASDAQ_micro 3.3 2.8 3.7 6.0 6 NIKKEI 30.1 27.2 33.0 28.0 28 NZD 1.5 1.1 1.9 1.0 1 OAT -1.8 -2.1 -1.5 -1.0 -1 OATIES -4.4 -4.8 -4.0 NaN 0 OJ 0.7 0.6 0.8 1.0 1 PALLAD 0.1 0.0 0.2 0.0 0 PLAT 0.2 0.0 0.5 0.0 0 REDWHEAT -1.7 -1.9 -1.6 -2.0 -2 RICE 0.2 -0.3 0.6 NaN 0 ROBUSTA 0.7 0.7 0.8 0.0 0 RUSSELL -10.0 -11.9 -8.1 -33.0 -33 SHATZ -4.9 -5.5 -4.3 NaN 0 SILVER-mini 0.6 0.5 0.7 0.0 0 SMI 2.7 2.4 2.9 0.0 0 SOFR 4.3 2.4 6.2 NaN 0 SOYBEAN -1.4 -1.4 -1.3 -4.0 -4 SOYMEAL -1.6 -1.7 -1.5 0.0 0 SOYOIL -0.4 -0.5 -0.3 -1.0 -1 SP400 -0.7 -0.8 -0.6 0.0 0 SP500_micro 8.6 7.6 9.5 10.0 10 SUGAR11 0.7 0.4 1.0 6.0 6 US10 -0.0 -0.2 0.1 0.0 0 US10U 0.2 0.0 0.3 2.0 2 US2 -1.6 -1.9 -1.2 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 -0.6 -0.1 -1.0 -1 VIX -72.1 -75.7 -68.5 -56.0 -56 WHEAT -1.6 -1.7 -1.5 -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 0.2 0.2 0.2 -0.0 0.1 -0.1 0.0 0.0 -0.0 0.2 0.0 0.2 -0.1 0.2 0.2 -0.0 -0.1 -0.0 -0.1 0.1 0.1 0.2 -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 0.6 0.1 -0.2 0.2 -0.1 BITCOIN -0.6 -0.5 -0.2 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 0.2 -0.2 0.5 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.1 -0.2 0.5 -0.2 -2.7 -0.0 -0.0 0.1 -0.1 0.3 -0.1 -0.2 -0.1 -0.6 0.3 -0.1 -0.6 -0.2 -0.1 0.0 BOBL 0.1 0.2 -0.2 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.0 -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 -0.7 -0.2 0.1 -0.1 -0.0 -0.7 -0.5 -0.3 -0.4 BTP -0.0 -0.3 -0.3 0.0 0.0 -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 -0.0 -0.0 0.0 0.1 -0.0 -2.7 -0.0 0.1 0.0 0.0 0.1 -0.0 0.6 0.2 -0.1 -0.4 0.0 -0.6 -0.5 -0.1 0.1 BUND 0.0 0.1 -0.2 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.0 -0.2 -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 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.2 -0.2 0.0 -0.2 0.0 -0.7 -0.7 -0.3 -0.4 BUXL -0.1 -0.0 -0.1 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.0 -0.2 -0.1 -0.1 -0.0 -0.1 -0.0 -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 -0.0 -0.2 -0.1 -0.2 0.1 -0.7 -0.7 -0.5 -0.3 CAC -0.4 -0.6 -0.6 0.1 0.0 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 -0.1 0.2 -0.2 -1.3 -0.0 -0.0 -0.0 -0.0 0.1 -0.1 0.6 -0.5 -0.6 -0.6 -0.6 0.1 0.2 -0.1 0.3 CAD 0.2 0.1 -0.2 -0.0 0.1 -0.1 0.0 0.0 -0.0 0.1 -0.5 0.2 -0.6 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.3 0.1 -0.1 -0.0 0.1 -0.1 0.1 -0.2 0.0 -0.0 0.0 0.6 0.0 -0.0 0.1 -0.2 -0.1 -0.2 CANOLA -0.0 -0.3 0.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 0.0 -0.2 -0.0 -0.0 -0.3 -0.2 -0.3 -0.3 -0.0 -0.0 0.0 -0.2 -0.0 -2.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 0.1 -0.2 -0.2 0.0 -0.1 -0.5 0.2 -0.2 CHF -0.1 0.6 -0.3 -0.0 0.1 -0.1 0.0 0.0 -0.0 0.1 -0.4 -0.1 -0.5 -0.0 -0.1 -0.3 -0.3 -0.3 -0.3 -0.0 -0.1 -0.0 -0.4 -0.0 0.7 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -1.1 -0.4 -0.0 0.2 -0.4 0.2 -0.5 -0.0 -0.4 COCOA -0.6 -0.1 -0.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.0 0.1 -0.0 -0.0 0.3 0.3 0.3 0.4 -0.0 0.1 -0.0 0.2 -0.0 -2.4 0.0 0.0 0.1 -0.0 0.2 -0.0 1.1 0.0 -0.1 0.1 0.6 0.4 0.1 0.5 0.3 COFFEE -0.1 0.1 0.2 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 0.1 0.4 0.1 0.4 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.2 0.4 0.1 -2.7 0.0 0.1 0.2 0.1 0.3 0.0 0.6 0.5 0.5 0.6 0.6 0.1 -0.4 0.5 -0.1 COPPER -0.2 -0.4 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 0.1 0.2 0.0 -1.3 0.0 0.0 0.1 -0.0 0.1 -0.0 0.3 0.4 0.2 0.1 0.6 0.1 0.0 0.4 0.3 CORN -0.6 -0.6 0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.3 -0.1 -0.5 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.2 -0.1 -0.2 -0.3 -0.2 -1.4 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -1.1 -0.5 -0.6 -0.6 -0.1 -0.7 -0.5 -0.7 -0.1 COTTON2 0.2 -0.4 -0.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -0.2 0.0 -0.1 -0.0 -0.2 -0.2 -0.1 -0.3 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.2 0.2 -0.0 -0.6 -0.1 -0.3 0.4 -0.0 CRUDE_W 0.5 0.0 -0.2 0.0 -0.1 0.0 0.0 0.1 0.0 -0.1 0.3 0.2 0.6 0.2 0.1 0.3 0.2 0.3 0.3 0.1 0.1 0.1 0.3 0.2 -0.6 -0.0 -0.0 -0.0 0.0 0.1 0.0 0.3 0.2 0.2 -0.3 -0.1 0.7 0.7 0.7 0.7 DAX -0.2 -0.6 -0.3 0.1 0.0 0.2 0.1 0.3 0.1 0.0 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 1.6 0.0 -0.0 0.2 0.0 0.4 -0.0 -0.4 -0.3 -0.6 -0.6 0.0 0.2 0.2 -0.2 0.3 DOW 0.2 -0.2 -0.2 0.1 0.0 0.2 0.1 0.3 0.1 0.1 0.3 0.1 0.6 0.0 0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.1 0.0 0.5 0.1 -2.0 0.0 -0.0 0.1 0.0 0.4 0.0 -0.5 -0.4 -0.6 -0.6 -0.4 0.4 -0.1 0.4 -0.2 DX 0.1 -0.0 0.2 -0.0 0.1 -0.1 0.0 0.0 -0.0 -0.1 0.5 -0.0 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 0.3 0.0 -2.7 0.0 -0.1 0.2 -0.1 0.2 0.0 0.9 -0.5 0.4 0.0 0.6 -0.2 0.3 -0.2 0.4 EUR -0.0 -0.0 -0.1 -0.0 0.1 -0.1 0.0 0.0 -0.0 0.1 -0.3 0.1 -0.4 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.2 0.0 2.7 -0.0 0.1 -0.0 0.1 -0.1 0.0 -0.4 0.4 0.2 -0.0 0.0 -0.1 -0.7 -0.2 -0.5 EURIBOR-ICE 0.2 0.1 -0.5 0.0 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.1 0.0 -0.0 0.0 -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 0.1 -0.1 -0.1 -0.7 -0.7 -0.2 0.1 EUROSTX -0.2 -0.6 -0.4 0.1 0.0 0.2 0.1 0.3 0.1 -0.0 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 -0.0 0.2 -0.0 0.5 -0.0 0.3 -0.5 -0.6 -0.6 -0.1 -0.2 0.1 -0.6 0.1 FEEDCOW 0.0 0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 0.2 -0.1 -0.1 0.0 0.0 -0.1 -0.4 -0.3 -0.4 0.0 -0.0 -0.1 0.0 -0.0 -1.0 -0.0 -0.1 -0.0 -0.0 0.1 -0.0 -1.1 -0.0 0.6 0.6 -0.2 0.2 0.7 0.5 0.7 GASOIL 0.6 0.1 -0.4 0.0 -0.1 0.0 0.0 0.1 0.0 -0.1 0.1 0.1 0.5 0.2 0.0 -0.0 0.2 0.0 0.1 0.1 0.0 0.0 0.2 0.1 0.8 0.0 -0.1 0.0 0.0 0.1 0.1 0.0 0.1 0.4 0.2 -0.2 -0.7 -0.4 -0.7 -0.7 GASOLINE 0.6 -0.1 -0.2 0.0 -0.1 0.0 0.0 0.1 0.0 -0.0 0.3 0.2 0.5 0.2 0.0 0.4 0.4 0.4 0.4 0.1 0.1 0.1 0.3 0.1 -2.7 -0.0 -0.0 0.0 0.0 0.1 0.0 1.1 0.3 0.1 -0.2 -0.2 0.7 0.7 0.7 0.7 GAS_US_mini -0.6 0.2 0.6 0.0 -0.0 0.0 0.0 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 -0.2 -0.3 -0.1 2.7 0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -1.1 -0.5 -0.6 0.1 0.1 -0.1 -0.2 -0.3 -0.5 GBP -0.1 0.2 0.0 -0.0 0.1 -0.1 0.0 0.0 -0.0 0.2 0.4 0.2 0.2 0.2 0.2 -0.0 -0.0 -0.0 -0.0 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.1 0.1 0.1 0.2 0.1 0.2 0.4 0.4 0.6 0.5 0.0 -0.7 -0.0 -0.4 GOLD_micro -0.0 -0.4 0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.0 0.2 0.0 0.3 -0.0 0.0 -0.2 -0.3 -0.2 -0.3 0.0 0.1 0.1 0.3 0.0 -0.5 -0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.7 0.3 0.3 0.1 0.5 0.1 -0.2 0.4 -0.0 HEATOIL 0.6 0.1 -0.3 0.0 -0.1 0.0 0.0 0.1 0.0 -0.1 -0.0 0.1 0.3 0.2 0.0 -0.1 0.2 -0.1 0.1 0.1 -0.0 0.1 0.1 0.1 -2.7 -0.0 -0.0 -0.1 0.0 0.0 0.0 -0.2 0.2 0.3 -0.2 -0.6 0.1 0.2 -0.2 0.1 JGB-SGX-mini -0.1 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 -0.0 -0.1 -0.1 -1.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 1.1 -0.2 -0.2 -0.3 -0.3 -0.2 -0.1 0.1 0.6 JPY -0.5 -0.4 -0.4 -0.0 0.0 -0.0 0.0 0.0 -0.0 -0.1 -0.5 -0.2 -0.6 -0.2 -0.2 -0.3 -0.3 -0.3 -0.3 -0.2 -0.2 -0.1 -0.5 -0.2 2.7 -0.1 -0.0 -0.2 -0.0 -0.3 -0.1 -1.1 -0.4 -0.6 -0.6 -0.6 -0.7 -0.4 -0.7 -0.4 LEANHOG -0.2 -0.6 -0.6 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.3 -0.2 -0.3 -0.2 -0.2 0.4 -0.4 0.4 0.0 -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 -0.2 -0.6 -0.6 -0.4 -0.3 -0.2 0.1 LIVECOW 0.5 0.5 0.2 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 0.5 0.2 0.2 0.2 0.2 0.2 0.2 0.4 0.3 0.2 0.2 0.1 0.2 0.2 -1.4 0.1 -0.0 0.1 0.0 0.2 0.1 1.1 0.1 0.6 0.6 0.6 0.1 0.7 0.3 0.7 LUMBER-new -0.2 -0.3 -0.7 -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 -0.4 -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 0.0 -0.2 -0.7 -0.1 -0.3 0.1 -0.2 MILK -0.5 0.3 0.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.1 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 1.7 0.0 0.0 0.1 -0.0 -0.0 0.0 -1.1 0.1 -0.0 0.6 0.6 -0.3 -0.7 -0.2 -0.7 MXP 0.1 -0.6 -0.6 -0.0 0.0 -0.0 0.0 0.0 -0.0 0.1 -0.1 0.1 0.1 -0.0 -0.1 0.2 0.3 0.2 0.3 -0.1 -0.0 0.0 0.0 -0.0 -2.7 -0.0 0.0 -0.0 0.0 0.0 -0.0 1.1 0.1 0.2 -0.6 -0.2 0.5 0.5 0.7 0.7 NASDAQ_micro 0.5 0.6 0.2 0.1 0.0 0.2 0.1 0.2 0.1 0.1 0.5 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 0.4 0.6 0.6 0.5 -0.1 0.1 -0.3 0.1 NIKKEI 0.6 0.1 -0.2 0.1 0.0 0.2 0.1 0.3 0.1 0.2 0.5 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 0.1 0.2 0.2 0.4 0.1 1.1 0.5 0.6 0.4 -0.2 0.1 -0.2 -0.3 -0.4 NZD -0.2 0.2 0.1 -0.0 0.1 -0.1 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 0.0 0.1 0.0 0.0 0.0 0.3 -0.0 0.0 0.4 0.3 0.2 -0.2 0.3 0.0 OAT -0.0 -0.3 -0.4 0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 -0.2 0.0 -0.1 -0.1 -0.1 -0.0 0.1 0.0 0.1 -0.1 -0.1 0.0 -0.1 -0.0 0.3 -0.0 0.0 -0.1 0.0 -0.0 -0.0 0.6 0.0 -0.2 -0.5 -0.2 -0.7 -0.6 -0.2 -0.1 OATIES -0.6 -0.6 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -0.1 0.0 -0.0 0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -2.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.6 -0.5 -0.1 0.0 -0.0 0.4 0.4 OJ -0.2 -0.5 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.1 0.3 0.1 0.4 0.0 0.1 0.2 0.2 0.2 0.2 0.1 0.2 0.1 0.5 0.1 -2.7 0.0 0.0 0.1 0.0 0.2 0.0 1.0 0.2 0.3 0.6 0.6 0.3 0.3 0.7 0.7 PALLAD 0.6 0.0 0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.2 0.1 -0.3 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.2 0.1 1.9 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.3 0.5 0.6 0.3 -0.1 -0.7 -0.7 -0.7 -0.6 PLAT 0.0 -0.2 0.3 -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 -0.1 0.0 -0.0 0.0 -0.0 0.1 0.1 0.4 0.3 0.2 -0.7 -0.3 -0.2 0.1 REDWHEAT -0.6 -0.6 0.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.4 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.8 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.5 -0.1 -0.6 -0.4 0.4 -0.5 -0.7 -0.3 -0.6 RICE -0.6 -0.2 0.4 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 0.4 -0.2 0.6 -0.2 0.2 0.4 0.4 0.4 0.4 -0.0 0.1 -0.2 0.5 -0.2 -1.8 0.0 -0.0 0.1 -0.1 0.2 -0.0 1.1 -0.4 0.1 0.5 0.3 -0.5 -0.3 -0.5 -0.2 ROBUSTA -0.2 0.2 -0.5 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.1 0.3 0.1 0.4 0.1 0.1 0.4 0.4 0.4 0.4 0.1 0.2 0.2 0.5 0.1 -2.7 0.0 0.1 0.2 0.1 0.3 0.0 1.1 0.5 0.6 0.6 0.6 0.1 -0.2 0.4 0.1 RUSSELL -0.1 -0.3 -0.1 0.1 0.0 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 -0.2 -0.5 -0.6 -0.4 0.1 -0.7 0.1 -0.7 SHATZ 0.2 0.5 -0.1 0.0 0.0 -0.0 0.0 -0.0 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 -0.2 -0.0 0.9 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -1.1 -0.2 0.2 -0.0 -0.1 -0.7 -0.5 -0.5 -0.4 SILVER-mini -0.1 -0.1 0.4 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.0 0.2 0.0 0.2 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.0 0.3 0.0 0.0 0.1 0.0 0.1 -0.0 -0.1 0.4 0.2 0.4 0.5 -0.1 -0.3 0.2 0.1 SMI -0.3 0.2 0.4 0.1 0.0 0.2 0.1 0.3 0.1 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 2.1 0.1 0.0 0.3 0.0 0.3 0.0 0.6 -0.5 -0.6 0.2 0.4 0.2 0.1 0.0 0.0 SOFR 0.1 0.5 -0.1 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.0 0.1 -0.1 0.1 0.1 -0.0 -0.0 -0.1 -0.0 0.0 0.0 0.1 -0.1 0.1 -0.4 0.0 0.0 0.0 0.0 -0.0 0.0 0.1 -0.0 0.1 0.3 0.1 0.2 -0.5 0.6 0.1 SOYBEAN -0.4 -0.5 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.3 -0.1 -0.3 -0.2 -0.1 -0.0 0.1 -0.0 0.0 -0.2 -0.1 -0.1 -0.2 -0.2 -2.7 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.3 -0.4 -0.4 -0.4 -0.0 -0.6 -0.7 -0.4 -0.7 SOYMEAL -0.6 -0.5 0.4 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 0.4 0.2 0.2 0.2 -0.1 -0.1 -0.2 -0.2 -0.2 -2.7 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.6 -0.5 -0.6 -0.2 0.4 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.6 0.3 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.2 0.1 -0.4 0.0 -0.0 0.1 0.0 0.0 -0.0 0.0 -0.0 0.1 -0.2 0.1 -2.7 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.1 0.5 0.6 0.4 -0.1 -0.5 -0.5 -0.0 -0.1 SP400 -0.2 -0.5 -0.2 0.1 0.0 0.2 0.1 0.3 0.1 -0.1 0.3 -0.2 0.5 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 0.3 -0.1 -1.9 -0.0 -0.0 0.1 -0.0 0.3 -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 0.4 0.1 0.0 0.2 0.1 0.3 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 0.3 0.1 0.4 0.1 -0.6 0.2 0.6 0.6 0.6 0.2 0.0 -0.0 0.0 SUGAR11 0.6 0.6 -0.5 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.4 0.1 -0.3 0.1 -0.1 -0.1 0.2 0.0 0.1 0.0 -0.1 0.1 -0.3 0.1 -2.7 0.0 -0.0 -0.1 0.0 -0.1 0.1 0.7 0.5 0.6 0.6 -0.4 0.2 0.7 0.4 0.7 US10 0.1 0.4 -0.0 0.0 0.0 -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 0.0 -0.1 0.0 0.3 0.0 0.0 0.0 0.0 -0.0 0.0 -0.4 -0.0 0.0 0.2 0.1 0.1 -0.6 0.4 0.1 US10U 0.0 0.4 0.0 0.0 0.0 -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 0.0 -0.2 0.0 0.0 0.0 -0.0 0.0 -0.0 -0.0 0.0 0.0 -0.1 -0.0 0.2 0.1 0.1 -0.5 0.6 0.3 US2 0.2 0.4 -0.4 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.2 0.1 -0.3 0.1 -0.0 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 0.1 -0.3 0.0 1.9 0.0 0.0 -0.1 0.0 -0.1 0.0 -1.1 0.1 0.0 0.0 -0.1 -0.0 -0.7 0.1 -0.4 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 -0.2 -0.0 0.2 0.2 0.0 -0.3 0.7 0.6 US30 -0.1 0.3 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 -0.0 -0.1 0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.2 -0.2 -0.1 0.2 0.2 -0.1 -0.3 0.4 0.6 US5 0.1 0.5 -0.1 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.3 0.1 0.0 -0.2 -0.2 -0.2 -0.2 0.0 -0.0 0.0 -0.2 0.0 0.8 0.0 0.0 0.0 0.0 -0.0 0.0 -0.6 0.0 0.0 0.2 0.0 0.1 -0.7 0.3 -0.2 VIX 0.1 -0.1 -0.2 -0.1 -0.1 -0.4 -0.1 -0.6 -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 -0.3 NaN -0.2 -0.1 -0.5 -0.1 -0.8 -0.2 NaN NaN NaN NaN NaN -0.8 -1.1 NaN NaN WHEAT -0.6 -0.6 0.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.3 -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 -0.3 0.4 -0.5 -0.7 -0.4 -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 6.3 5.6 5.5 -3.0 6.4 -2.2 2.6 0.3 -2.0 16.9 1.6 19.6 -3.7 16.8 18.5 -2.2 -2.7 -2.4 -2.6 10.2 6.2 17.1 -0.2 13.6 3.9 6.5 10.5 4.3 11.6 1.2 8.9 -0.0 20.0 20.0 12.5 18.4 4.4 -6.8 5.7 -1.6 BITCOIN -20.0 -16.5 -4.8 -4.4 -8.0 -1.2 -6.6 0.3 -6.2 -13.1 7.4 -17.8 12.9 -16.2 -11.9 -7.3 -7.4 -7.4 -7.6 -12.6 5.8 -20.0 18.7 -20.0 -20.0 -3.8 -5.2 3.7 -8.3 9.2 -8.1 -3.7 -2.9 -20.0 7.8 -3.7 -17.0 -5.4 -2.0 0.3 BOBL 3.6 5.3 -6.4 0.4 0.9 -0.4 0.3 -1.4 0.5 -3.7 -6.8 -3.0 -6.0 -0.2 -3.1 -20.0 -10.6 -16.3 -12.0 -2.1 -4.2 -3.0 -5.5 -1.6 3.9 -0.8 -1.1 -1.6 -1.6 -2.0 -0.8 -13.6 -6.5 1.9 -4.2 -1.3 -20.0 -15.6 -9.0 -10.7 BTP -0.0 -8.4 -9.6 0.8 1.7 -0.8 0.6 -2.6 0.9 9.2 2.8 6.5 8.5 -5.2 -8.8 -0.0 4.4 1.4 2.8 -3.8 -0.6 4.6 3.9 -1.4 -20.0 -2.4 6.7 0.5 3.9 3.9 -0.9 11.9 9.2 -2.6 -12.2 0.6 -18.3 -14.1 -1.6 2.5 BUND 1.3 3.0 -4.8 0.5 1.0 -0.5 0.3 -1.5 0.5 -2.3 -5.9 -3.3 -3.1 -1.1 -3.1 4.4 -0.1 0.1 -1.3 -1.9 -2.8 -2.9 -3.7 -2.0 1.1 -0.7 -0.8 -0.8 -1.8 -0.9 -1.1 4.0 -6.9 0.6 -4.7 1.1 -20.0 -19.7 -8.0 -11.6 BUXL -2.2 -0.0 -3.4 0.5 1.1 -0.5 0.4 -1.7 0.6 -1.7 -5.9 -5.4 -2.6 -4.6 -5.4 -1.0 -2.8 -3.3 -3.7 -3.3 -3.2 -4.0 -4.1 -3.9 -2.4 -1.3 -1.0 -0.6 -2.3 -0.6 -2.0 -0.6 -7.5 -1.8 -7.5 1.7 -20.0 -20.0 -14.6 -10.3 CAC -11.0 -20.0 -20.0 5.5 3.7 6.4 5.7 7.0 5.7 -8.7 3.5 -10.5 10.9 -13.3 -11.3 -8.3 -0.5 -3.5 -0.7 -13.8 -2.7 -10.3 7.7 -15.4 -9.4 -4.1 -4.0 -0.1 -3.1 3.2 -4.9 10.4 -20.0 -20.0 -20.0 -20.0 1.5 7.4 -2.8 10.4 CAD 7.3 2.1 -4.9 -3.4 7.1 -2.5 2.9 0.3 -2.2 15.3 -16.8 16.1 -15.6 6.8 -7.1 -4.3 -2.9 -3.8 -3.3 -1.5 -7.0 9.4 -9.7 5.4 -1.0 -0.9 6.6 -4.8 7.8 -6.4 4.5 -0.7 0.7 20.0 1.2 -1.2 3.8 -7.2 -3.7 -4.7 CANOLA -1.5 -8.9 17.4 -2.1 -1.4 -1.0 -1.3 -0.6 -2.3 1.1 -4.6 4.4 -6.9 -2.2 -2.3 -15.9 -10.1 -15.2 -14.1 -3.5 -4.3 2.5 -7.2 -0.9 -20.0 -2.4 -2.5 -2.1 -1.6 -2.9 -2.5 -20.0 5.1 -5.7 -7.1 1.5 -4.3 -15.4 5.5 -4.5 CHF -3.7 17.7 -8.8 -2.8 5.9 -2.1 2.4 0.2 -1.9 6.3 -15.9 -11.0 -14.5 -2.4 -6.7 -17.4 -16.6 -17.2 -16.8 -4.3 -11.4 -4.8 -13.0 -4.0 5.5 -1.3 0.5 -4.3 -2.1 -4.8 -1.5 -20.0 -16.0 -1.2 6.4 -12.6 7.1 -13.7 -0.2 -12.7 COCOA -20.0 -3.4 -20.0 -1.5 -1.0 -0.7 -0.9 -0.4 -1.6 4.6 2.6 -4.0 4.1 -2.5 -1.2 14.4 15.3 17.4 18.5 -0.3 4.8 -2.0 7.5 -3.5 -17.6 0.9 0.9 4.1 -0.3 6.5 -0.7 20.0 1.6 -2.2 4.0 20.0 11.9 3.8 15.7 8.3 COFFEE -3.9 4.0 5.9 -4.0 -2.7 -1.9 -2.5 -1.1 -4.2 14.0 13.2 8.5 12.4 13.2 12.4 3.9 7.1 5.3 6.9 13.5 15.3 18.7 13.3 12.5 -20.0 4.3 11.8 7.3 6.8 7.8 3.2 11.6 19.4 16.4 20.0 20.0 3.4 -11.0 13.5 -2.6 COPPER -5.0 -13.3 11.0 -2.0 -3.7 -0.6 -3.1 0.2 -2.8 4.9 3.3 4.1 3.7 -5.2 0.2 0.8 -2.7 0.2 -1.4 1.5 6.1 6.6 6.7 1.0 -9.9 0.2 0.3 2.5 -0.2 2.8 -1.2 5.5 15.1 5.8 3.8 17.5 2.8 0.4 12.7 8.9 CORN -20.0 -18.3 6.6 -3.1 -2.1 -1.5 -1.9 -0.8 -3.3 -11.8 -10.1 -13.3 -12.8 -13.7 -11.4 -16.4 -12.8 -17.5 -16.7 -18.8 -11.9 -20.0 -11.5 -20.0 -10.8 -4.1 -6.4 -2.4 -8.1 -2.4 -6.8 -20.0 -20.0 -20.0 -17.9 -2.3 -20.0 -16.1 -20.0 -1.6 COTTON2 6.6 -11.3 -20.0 -3.1 -2.1 -1.5 -1.9 -0.8 -3.3 -12.2 -12.9 -11.7 -9.7 -11.6 -13.6 -8.9 0.7 -3.5 -0.7 -15.5 -16.1 -11.1 -10.9 -10.8 -20.0 -4.0 -2.0 -3.2 -1.9 -0.8 -2.4 -0.6 -9.4 7.6 -0.7 -20.0 -3.4 -9.8 12.8 -0.7 CRUDE_W 16.4 1.3 -5.3 2.2 -8.7 1.5 0.5 3.1 4.1 -9.5 12.7 15.0 16.3 20.0 13.8 13.8 12.3 13.5 13.0 12.8 9.6 10.0 12.0 17.4 -4.6 -0.1 -4.0 -0.2 2.1 3.3 3.5 5.1 8.9 7.6 -8.5 -2.3 20.0 20.0 20.0 20.0 DAX -5.2 -20.0 -8.8 6.1 4.1 7.1 6.3 7.7 6.3 0.2 13.3 -1.5 16.4 -8.8 -4.8 -9.4 -11.2 -10.4 -11.1 -0.7 9.5 1.5 17.5 -2.4 11.7 0.3 -2.1 7.3 0.6 11.8 -1.4 -8.3 -11.1 -20.0 -20.0 1.5 4.7 5.6 -4.7 8.5 DOW 7.5 -6.0 -6.5 6.1 4.2 7.2 6.4 7.8 6.4 6.1 12.4 9.5 15.4 0.6 0.1 -11.8 -11.3 -11.6 -11.6 3.5 8.4 5.0 17.0 5.1 -14.8 1.0 -0.2 5.4 0.8 10.8 0.5 -8.7 -17.1 -18.2 -20.0 -12.2 12.0 -2.1 11.1 -5.5 DX 3.1 -0.9 7.4 -3.0 6.3 -2.2 2.5 0.3 -2.0 -15.6 17.6 -2.0 16.5 7.2 13.7 7.1 6.9 7.3 7.2 8.0 10.7 -7.8 11.4 2.0 -20.0 4.2 -6.8 5.6 -4.7 6.0 0.8 16.7 -20.0 13.0 1.2 20.0 -5.4 7.9 -5.4 12.1 EUR -0.5 -0.8 -4.0 -3.1 6.5 -2.3 2.6 0.3 -2.0 14.9 -12.7 12.4 -11.4 -3.2 -6.4 -7.5 -7.1 -7.4 -7.2 -3.7 -5.6 11.5 -6.0 2.3 20.0 -1.6 7.9 -1.8 7.9 -1.5 1.8 -7.6 18.6 7.1 -0.6 1.0 -3.3 -20.0 -5.2 -16.3 EURIBOR-ICE 5.3 1.8 -14.7 0.4 0.9 -0.4 0.3 -1.4 0.5 4.3 -4.9 1.1 -0.3 1.7 -3.7 -5.2 -4.9 -5.6 -5.0 -1.8 -2.9 0.6 -1.9 0.1 11.8 -1.0 1.1 -1.5 0.3 -0.7 -0.0 -2.7 -0.2 2.4 -4.1 -4.1 -20.0 -20.0 -6.7 4.0 EUROSTX -4.9 -20.0 -13.4 5.9 4.0 6.9 6.2 7.6 6.1 -4.1 14.9 -1.1 17.3 -5.0 -3.3 -5.4 -2.4 -5.9 -4.2 -0.4 9.8 -0.9 18.6 -2.8 -2.4 0.5 -4.2 8.2 -0.7 13.8 -1.8 5.8 -19.0 -20.0 -20.0 -2.4 -6.7 3.1 -17.1 3.4 FEEDCOW 0.1 4.1 -2.6 -5.1 -3.5 -2.4 -3.2 -1.4 -5.5 -13.3 7.0 -5.0 -3.0 0.9 1.5 -6.0 -20.0 -16.7 -20.0 1.7 -0.3 -7.9 0.0 -0.4 -7.8 -0.7 -7.8 -1.0 -3.2 1.8 -0.7 -20.0 -0.3 20.0 20.0 -6.8 5.3 20.0 14.1 20.0 GASOIL 18.5 1.9 -11.2 2.0 -7.9 1.3 0.4 2.8 3.7 -13.0 4.8 9.3 13.5 16.5 1.1 -0.8 12.3 0.8 6.0 6.2 2.6 5.0 8.0 12.1 6.0 2.5 -6.4 0.6 2.6 2.8 5.6 0.1 6.0 12.9 6.8 -7.2 -20.0 -13.3 -20.0 -20.0 GASOLINE 17.9 -3.4 -7.6 2.0 -8.2 1.4 0.4 2.9 3.8 -4.6 9.5 17.6 14.9 18.8 0.9 20.0 20.0 20.0 20.0 6.3 5.5 10.0 11.7 13.3 -20.0 -0.1 -1.7 0.1 3.3 4.1 3.8 20.0 14.0 2.4 -6.5 -5.4 20.0 20.0 20.0 20.0 GAS_US_mini -20.0 5.0 20.0 1.1 -4.4 0.7 0.2 1.6 2.1 -11.4 -8.0 -12.5 -10.7 -9.9 -3.2 -5.8 -20.0 -20.0 -20.0 -3.4 -3.6 -16.7 -12.7 -11.7 20.0 0.3 -3.2 -0.8 -4.7 -3.8 -2.5 -20.0 -19.3 -20.0 3.5 1.8 -1.9 -7.1 -7.8 -14.5 GBP -2.5 5.3 0.3 -3.4 7.2 -2.5 2.9 0.3 -2.3 17.9 13.3 14.7 5.4 14.5 15.1 -0.8 -0.8 -0.9 -0.8 7.2 6.1 15.9 5.5 9.5 1.1 5.3 11.2 5.5 10.6 4.9 6.3 3.2 18.5 11.5 20.0 14.1 0.3 -20.0 -1.0 -11.3 GOLD_micro -0.1 -12.9 2.5 -2.5 -4.5 -0.7 -3.8 0.2 -3.5 4.1 7.4 4.0 8.7 -3.6 3.7 -11.0 -13.5 -11.7 -12.6 3.3 8.5 5.6 10.6 2.4 -3.4 -0.6 -0.7 3.3 -1.3 5.2 -2.2 -13.3 13.2 8.9 4.1 16.7 3.6 -7.5 11.0 -1.0 HEATOIL 18.9 4.5 -10.0 2.1 -8.2 1.4 0.4 2.9 3.8 -14.1 -1.3 10.0 7.2 18.3 0.8 -5.6 10.7 -4.1 2.5 5.8 -0.4 5.7 3.4 13.4 -20.0 -1.0 -5.4 -2.5 1.1 1.0 3.2 -4.2 8.4 10.4 -6.0 -19.4 2.1 7.1 -6.3 2.5 JGB-SGX-mini -4.3 0.7 -18.8 0.4 0.9 -0.4 0.3 -1.4 0.5 -1.2 -5.1 -5.0 -1.3 -4.5 -6.0 20.0 18.6 20.0 19.1 -5.6 -5.3 -5.1 -2.9 -5.6 -8.5 -2.4 -0.9 -2.5 -1.9 -2.0 -2.1 20.0 -10.0 -6.0 -10.4 -10.0 -6.4 -4.5 1.6 16.7 JPY -14.9 -13.1 -13.1 -2.1 4.5 -1.6 1.8 0.2 -1.4 -10.5 -17.0 -14.6 -17.0 -15.9 -16.8 -15.9 -16.3 -15.8 -15.9 -20.0 -20.0 -13.5 -20.0 -20.0 20.0 -6.2 -1.7 -6.6 -3.6 -7.0 -5.4 -20.0 -17.7 -20.0 -20.0 -20.0 -20.0 -12.0 -20.0 -11.5 LEANHOG -6.8 -20.0 -18.3 -4.0 -2.7 -1.9 -2.5 -1.1 -4.3 -16.0 -11.5 -17.2 -7.9 -17.8 -17.8 20.0 -18.8 20.0 0.5 -20.0 -20.0 -20.0 -11.7 -20.0 4.9 -5.9 -4.5 -3.5 -4.4 -1.6 -5.4 -20.0 -9.1 -6.8 -20.0 -20.0 -10.9 -9.8 -5.5 4.1 LIVECOW 15.5 16.3 6.8 -5.3 -3.6 -2.5 -3.3 -1.4 -5.7 -13.4 17.1 14.8 6.0 19.1 19.0 10.0 11.0 19.2 17.2 20.0 15.7 10.3 9.0 20.0 -10.3 7.6 -4.7 5.6 1.5 4.7 6.8 20.0 4.2 20.0 20.0 20.0 3.8 20.0 9.4 20.0 LUMBER-new -6.0 -9.2 -20.0 -2.2 -1.5 -1.0 -1.3 -0.5 -2.3 -7.5 -8.1 -6.6 -7.8 -7.4 -8.9 -14.3 -17.3 -16.9 -17.5 -12.6 -11.1 -7.3 -7.3 -10.1 NaN -3.3 -0.7 -3.3 -0.6 -2.1 -1.8 -20.0 5.0 0.7 -6.5 -20.0 -3.3 -8.1 3.8 -4.6 MILK -15.1 9.5 20.0 -2.6 -1.8 -1.2 -1.6 -0.7 -2.8 6.2 6.6 -5.0 -3.2 0.0 8.0 -20.0 -20.0 -20.0 -20.0 8.9 8.3 1.2 -0.3 3.0 12.6 2.7 0.1 2.6 -0.5 -0.3 0.4 -20.0 3.2 -1.3 20.0 20.0 -8.9 -20.0 -4.7 -20.0 MXP 2.7 -20.0 -20.0 -1.3 2.7 -0.9 1.1 0.1 -0.8 8.1 -2.2 6.7 4.0 -4.1 -4.9 9.6 15.6 12.3 14.0 -7.4 -4.4 4.2 1.8 -3.1 -20.0 -2.3 1.6 -1.2 0.7 0.6 -1.2 20.0 3.6 4.8 -20.0 -6.4 16.2 14.9 20.0 20.0 NASDAQ_micro 15.9 20.0 6.4 5.2 3.6 6.1 5.5 6.6 5.4 15.2 17.5 16.7 17.5 17.0 17.2 -12.5 -10.9 -11.8 -11.4 20.0 20.0 20.0 20.0 20.0 -20.0 6.2 4.0 5.4 5.7 5.6 6.6 -8.0 17.4 20.0 20.0 15.1 -3.3 4.1 -9.2 3.6 NIKKEI 20.0 4.3 -6.1 6.8 4.7 7.9 7.2 8.7 7.1 20.0 17.3 20.0 19.6 20.0 11.1 15.4 10.0 11.0 9.6 20.0 20.0 20.0 20.0 20.0 -20.0 6.5 14.4 6.9 14.1 10.2 10.5 20.0 20.0 20.0 12.0 -6.4 2.1 -6.6 -9.5 -12.3 NZD -6.5 7.1 3.0 -2.7 5.7 -2.0 2.3 0.2 -1.8 9.2 1.0 -4.1 -1.1 1.3 10.1 -0.0 0.2 0.1 0.1 4.0 3.3 2.4 -0.2 1.5 0.4 2.3 3.3 2.3 1.7 0.8 0.7 4.8 -1.9 1.4 12.5 8.4 6.8 -5.5 8.9 1.4 OAT -0.3 -7.8 -11.5 0.6 1.2 -0.6 0.4 -1.8 0.6 3.8 -8.0 1.7 -3.2 -6.5 -8.8 -2.0 4.4 0.7 2.5 -7.1 -6.6 0.1 -5.1 -4.4 1.9 -3.3 1.7 -2.5 0.2 -1.4 -2.3 11.7 0.4 -7.1 -14.0 -4.8 -20.0 -18.3 -6.8 -3.0 OATIES -20.0 -20.0 3.2 -1.9 -1.3 -0.9 -1.2 -0.5 -2.1 -5.4 -6.0 -7.3 -7.0 -8.2 -7.2 -6.5 0.4 -0.9 1.2 -12.1 -7.7 -8.2 -5.6 -13.2 -20.0 -2.2 -2.4 -1.0 -2.9 -0.6 -3.1 0.6 -6.1 -17.1 -15.3 -2.6 1.0 -0.8 11.4 11.9 OJ -6.9 -16.0 -3.3 -3.2 -2.2 -1.5 -2.0 -0.9 -3.5 10.2 9.5 9.1 11.9 2.0 6.9 7.5 12.4 9.0 9.7 12.1 15.8 9.0 18.3 7.7 -20.0 3.1 2.4 4.8 1.1 6.9 1.1 18.2 8.7 8.2 20.0 20.0 8.9 9.5 20.0 20.0 PALLAD 19.9 0.6 3.3 -2.1 -3.8 -0.6 -3.1 0.2 -2.9 2.0 -5.7 6.0 -8.4 3.2 -2.8 -1.1 -2.1 -1.8 -2.0 0.2 -3.4 6.3 -8.2 5.1 14.5 -1.1 0.2 -2.0 2.6 -3.0 1.2 5.8 20.0 20.0 8.2 -3.9 -20.0 -20.0 -20.0 -18.7 PLAT 1.0 -6.0 9.9 -2.7 -4.9 -0.7 -4.0 0.2 -3.8 -5.9 1.9 2.4 -3.3 -4.7 -0.0 -4.9 -4.2 -5.0 -4.7 2.0 3.4 0.5 1.7 0.8 7.6 -0.9 -5.6 1.0 -4.2 1.2 -2.7 1.7 4.3 12.2 8.0 7.7 -20.0 -8.4 -4.9 3.2 REDWHEAT -20.0 -20.0 20.0 -3.2 -2.2 -1.5 -2.0 -0.9 -3.5 -10.8 -4.2 -12.8 -10.1 -13.3 -8.7 -10.5 -3.9 -9.2 -6.4 -13.5 -5.3 -13.9 -7.9 -20.0 -6.1 -2.7 -3.4 -0.8 -4.5 -1.3 -4.9 -9.3 -4.3 -20.0 -12.5 12.3 -14.5 -20.0 -7.8 -17.3 RICE -19.9 -5.7 13.5 -4.9 -3.3 -2.3 -3.1 -1.3 -5.3 -16.4 16.0 -18.6 17.3 -14.8 14.7 20.0 20.0 20.0 20.0 -0.7 12.3 -20.0 17.1 -20.0 -13.6 1.7 -5.2 4.0 -6.2 4.2 -3.2 20.0 -18.6 3.3 15.8 10.2 -15.9 -7.6 -16.1 -5.0 ROBUSTA -6.2 6.4 -14.3 -2.6 -1.8 -1.2 -1.6 -0.7 -2.8 9.6 10.2 6.4 10.5 8.7 8.9 20.0 20.0 20.0 20.0 12.9 16.7 18.7 18.4 12.1 -20.0 3.9 10.2 6.3 5.8 8.0 3.4 20.0 20.0 20.0 20.0 20.0 3.5 -7.0 11.2 4.2 RUSSELL -2.7 -8.7 -4.0 5.7 3.9 6.6 6.0 7.2 5.9 -4.0 8.8 -3.5 11.6 -10.5 -4.3 -7.7 -6.9 -7.4 -7.1 -3.5 1.9 -1.9 6.2 -4.0 -1.2 0.2 2.3 2.5 2.6 4.7 0.7 -0.8 -8.2 -16.3 -20.0 -13.0 3.3 -20.0 2.1 -20.0 SHATZ 6.7 16.4 -2.0 0.4 0.9 -0.4 0.3 -1.3 0.5 -4.3 -6.8 -2.7 -7.5 0.7 -1.9 -20.0 -20.0 -20.0 -20.0 -1.3 -5.6 -3.3 -9.2 -0.5 6.9 -0.3 -1.3 -1.9 -1.2 -2.9 0.0 -20.0 -7.0 5.2 -1.3 -4.1 -20.0 -15.1 -16.2 -11.7 SILVER-mini -2.3 -4.1 13.0 -2.2 -4.0 -0.6 -3.3 0.2 -3.1 4.9 6.5 4.0 6.0 0.8 5.1 -5.5 -6.5 -5.9 -6.2 5.7 8.2 7.0 7.1 4.3 2.2 0.3 0.9 2.8 0.1 3.2 -1.2 -1.7 17.0 7.3 12.1 15.7 -2.1 -8.6 5.6 4.2 SMI -10.6 5.6 12.9 6.4 4.4 7.4 6.7 8.1 6.6 5.9 18.5 -9.3 17.7 6.3 15.0 -4.1 1.3 -3.0 -0.8 17.2 20.0 0.3 20.0 5.6 15.5 6.3 0.7 9.8 0.2 9.2 1.9 12.0 -20.0 -20.0 5.9 13.0 6.8 2.8 0.7 0.1 SOFR 3.5 14.6 -1.8 0.5 1.2 -0.5 0.4 -1.8 0.6 8.9 -1.8 7.4 -3.1 8.2 4.8 -2.3 -1.4 -2.7 -2.1 4.0 0.1 5.7 -3.2 5.3 -2.9 2.4 0.7 1.3 0.7 -0.0 1.9 2.7 -1.2 2.4 9.0 4.5 5.5 -15.5 18.3 1.9 SOYBEAN -11.7 -16.0 3.1 -3.5 -2.4 -1.6 -2.2 -0.9 -3.7 -11.6 -12.3 -12.0 -8.1 -14.0 -12.4 -2.0 6.5 -0.8 1.6 -14.6 -10.7 -15.5 -8.7 -16.6 -20.0 -4.6 -8.4 -2.8 -7.4 -2.0 -6.3 6.1 -18.6 -11.3 -11.3 -0.2 -19.2 -20.0 -11.8 -20.0 SOYMEAL -20.0 -16.3 11.0 -3.0 -2.1 -1.4 -1.9 -0.8 -3.2 -11.7 -10.8 -12.7 -9.9 -13.2 -10.1 20.0 8.3 11.9 7.5 -12.7 -8.2 -20.0 -7.6 -19.2 -20.0 -2.5 -8.0 -0.8 -8.5 -0.8 -6.0 11.9 -20.0 -17.4 -7.4 11.3 -20.0 -20.0 -20.0 -20.0 SOYOIL 19.0 8.4 3.5 -2.6 -1.8 -1.2 -1.6 -0.7 -2.8 2.9 -7.7 6.3 -10.0 4.1 -3.1 5.7 0.2 0.3 -1.5 1.2 -4.3 12.3 -7.3 8.6 -20.0 -0.4 0.5 -2.2 4.3 -2.6 2.7 -2.5 20.0 20.0 13.4 -3.8 -13.9 -16.4 -1.3 -1.6 SP400 -6.4 -15.5 -5.4 5.7 3.9 6.6 5.9 7.2 5.9 -14.1 9.9 -14.4 13.0 -15.6 -7.5 -5.5 -5.9 -6.3 -6.2 -5.7 4.9 -10.7 12.9 -10.2 -13.9 -0.2 -0.6 4.0 -0.7 7.2 -1.6 0.8 -20.0 -20.0 -20.0 -9.5 4.5 -9.0 4.4 -20.0 SP500_micro 14.6 20.0 13.2 7.3 5.0 8.5 7.7 9.3 7.6 20.0 20.0 20.0 20.0 20.0 20.0 -15.5 -12.7 -14.3 -13.5 20.0 20.0 20.0 20.0 20.0 -20.0 9.2 5.6 9.3 7.7 10.0 8.9 -11.2 9.0 20.0 20.0 17.9 7.1 1.1 -0.4 0.7 SUGAR11 20.0 17.2 -15.4 -4.0 -2.7 -1.9 -2.5 -1.1 -4.3 -4.0 -13.5 8.3 -9.6 12.2 -5.1 -3.5 10.0 0.1 4.7 2.0 -10.9 6.6 -10.6 12.2 -20.0 0.4 -0.6 -4.4 4.3 -4.0 5.1 12.6 20.0 20.0 20.0 -12.8 6.4 20.0 13.2 20.0 US10 2.3 13.0 -0.5 0.5 1.0 -0.5 0.3 -1.5 0.5 7.0 -2.5 4.3 -4.9 5.9 2.4 -7.0 -7.3 -6.9 -7.0 2.1 -1.1 3.5 -4.9 3.1 2.4 1.8 0.2 0.8 0.2 -0.7 1.3 -6.8 -1.8 0.4 5.5 3.2 2.0 -18.4 11.6 2.3 US10U 0.5 13.1 0.9 0.6 1.3 -0.6 0.4 -2.0 0.7 8.4 -3.6 2.8 -6.3 6.1 2.8 -5.1 -2.7 -4.9 -4.0 2.0 -1.6 2.6 -6.5 2.6 0.3 2.3 -0.2 1.2 -0.5 -0.8 1.2 0.1 -5.6 -1.0 6.7 4.5 2.5 -15.0 19.3 10.5 US2 7.3 13.8 -10.8 0.5 1.1 -0.5 0.4 -1.7 0.6 7.1 -7.5 7.0 -9.5 7.4 -2.5 -20.0 -20.0 -20.0 -20.0 -0.2 -6.6 6.8 -12.7 4.5 14.5 0.0 0.7 -1.9 0.8 -3.6 1.1 -20.0 3.1 1.3 0.3 -3.9 -1.0 -20.0 2.9 -13.0 US20 -2.4 11.0 2.1 0.4 0.9 -0.4 0.3 -1.4 0.5 3.0 -0.9 0.0 -2.4 2.9 2.6 -1.0 -0.8 -0.8 -0.7 1.4 -0.1 0.2 -3.1 0.7 -1.1 1.9 -0.4 1.5 -0.6 0.2 0.7 4.4 -6.6 -1.5 6.3 5.4 0.6 -10.0 20.0 16.7 US30 -2.9 10.8 3.0 0.5 1.0 -0.5 0.3 -1.6 0.5 2.0 -2.1 -1.2 -3.8 2.1 1.9 -6.0 -5.3 -5.3 -5.3 1.0 -0.7 -0.7 -4.2 0.1 -0.5 1.9 -0.7 1.4 -1.0 -0.1 0.6 -3.5 -8.4 -2.3 5.9 5.1 -3.1 -9.7 11.7 17.9 US5 4.3 14.1 -3.4 0.5 1.1 -0.5 0.4 -1.6 0.6 7.8 -4.7 6.8 -7.4 7.5 1.2 -11.0 -10.3 -10.4 -10.2 2.0 -2.4 5.2 -6.8 4.2 6.0 1.6 0.7 0.2 0.6 -1.3 1.5 -12.0 0.7 1.1 4.8 1.4 2.3 -20.0 9.0 -5.3 VIX 2.2 -2.1 -4.6 -8.5 -4.2 -9.5 -6.4 -11.2 -7.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -16.1 -20.0 -17.0 NaN -10.1 -5.2 -11.0 -8.4 -13.1 -9.2 NaN NaN NaN NaN NaN -15.6 -20.0 NaN NaN WHEAT -20.0 -20.0 20.0 -2.5 -1.7 -1.2 -1.5 -0.7 -2.7 -1.5 -2.1 -7.0 -6.6 -8.9 -6.1 -15.1 -14.2 -15.8 -15.4 -9.8 -3.3 -8.4 -4.6 -13.9 0.7 -1.8 -2.1 -0.3 -3.0 -0.5 -3.4 -20.0 1.5 -17.2 -9.0 11.7 -14.0 -20.0 -11.1 -20.0 End of report for caleb_strategy_v3