******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240710_203935 produced at 2024-07-10 21:38:35.633422 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.25 -0.33 0.0 999.00 -999.00 -0.25 -0.25 -73.13 999999999.0 -56 -56 caleb_strategy_v3 EURIBOR-ICE False False 0.08 -0.64 -0.23 0.0 0.80 -0.80 -0.64 -0.64 -2.95 10.0 -8 -8 caleb_strategy_v3 SHATZ False True 0.03 0.00 -0.18 0.0 0.00 0.00 0.00 0.00 -5.13 24.0 0 0 caleb_strategy_v3 JPY False False 0.02 -0.16 -0.13 0.0 0.40 -0.40 -0.16 -0.16 -5.70 17.0 -7 -7 caleb_strategy_v3 JGB-SGX-mini False False 0.03 -0.05 -0.13 0.0 0.43 -0.43 -0.05 -0.05 -4.97 16.0 -2 -2 caleb_strategy_v3 CHF False False 0.04 -0.04 -0.10 0.0 0.55 -0.55 -0.04 -0.04 -2.34 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 -1.59 13.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -42.69 59.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 -0.07 -0.07 0.0 0.11 -0.11 -0.07 -0.07 -8.91 13.0 -9 -9 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.06 0.0 0.18 -0.18 0.00 0.00 -0.67 2.0 0 0 caleb_strategy_v3 OAT False False 0.04 -0.04 -0.06 0.0 0.41 -0.41 -0.04 -0.04 -1.59 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 -1.60 19.0 0 0 caleb_strategy_v3 CAC True False 0.02 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -1.85 12.0 0 0 caleb_strategy_v3 BTP False False 0.04 -0.08 -0.05 0.0 0.38 -0.38 -0.08 -0.08 -1.39 10.0 -2 -2 caleb_strategy_v3 CORN False False 0.01 -0.06 -0.05 0.0 0.07 -0.07 -0.06 -0.06 -8.50 12.0 -9 -9 caleb_strategy_v3 CANOLA False False 0.00 -0.01 -0.04 0.0 0.14 -0.14 -0.01 -0.01 -13.76 51.0 -2 -2 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.02 -0.03 0.0 0.05 -0.05 -0.02 -0.02 -15.63 26.0 -9 -10 caleb_strategy_v3 FEEDCOW False False 0.04 0.08 -0.03 0.0 0.31 -0.31 0.08 0.04 -0.69 8.0 2 1 caleb_strategy_v3 COTTON2 False False 0.01 -0.06 -0.03 0.0 0.12 -0.12 -0.06 -0.06 -2.74 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 -9.65 68.0 -33 -33 caleb_strategy_v3 OATIES False True 0.00 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -4.65 2.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.02 0.0 0.40 -0.40 0.00 0.00 -3.63 66.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.06 -0.02 0.0 0.11 -0.11 -0.06 -0.06 -1.42 7.0 -4 -4 caleb_strategy_v3 LUMBER-new False False 0.00 -0.01 -0.02 0.0 0.01 -0.01 -0.01 -0.01 -5.35 3.0 -2 -2 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.68 9.0 0 0 caleb_strategy_v3 CAD False False 0.02 0.00 -0.02 0.0 0.64 -0.64 0.00 0.00 -0.89 29.0 0 0 caleb_strategy_v3 BUND False False 0.04 0.00 -0.02 0.0 0.43 -0.43 0.00 0.00 -0.42 10.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.02 -0.02 0.0 0.07 -0.07 -0.02 -0.02 -1.83 8.0 -2 -2 caleb_strategy_v3 HEATOIL False False 0.03 -0.03 -0.02 0.0 0.10 -0.10 -0.03 -0.03 -0.64 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 -1.70 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 -0.27 4.0 -2 -2 caleb_strategy_v3 US5 False False 0.03 -0.03 -0.01 0.0 0.81 -0.81 -0.03 -0.03 -0.33 25.0 -1 -1 caleb_strategy_v3 EUROSTX False False 0.02 -0.03 -0.01 0.0 0.33 -0.33 -0.03 -0.03 -0.75 20.0 -2 -2 caleb_strategy_v3 PLAT False False 0.02 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.16 10.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.01 -0.00 0.0 0.08 -0.08 -0.01 -0.01 -0.43 10.0 -1 -1 caleb_strategy_v3 COCOA False False 0.02 0.00 0.00 0.0 0.55 -0.55 0.00 0.00 0.10 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 0.06 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 -0.00 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 -0.08 0.00 0.0 0.57 -0.57 -0.08 -0.04 0.12 14.0 -2 -1 caleb_strategy_v3 SUGAR11 False False 0.01 0.04 0.00 0.0 0.12 -0.12 0.04 0.04 0.61 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 0.01 6.0 1 1 caleb_strategy_v3 MILK False False 0.01 0.00 -0.00 0.0 0.06 -0.06 0.00 0.00 -0.13 5.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.03 0.01 0.0 0.40 -0.40 -0.03 -0.02 0.74 56.0 -4 -3 caleb_strategy_v3 US20 False True 0.04 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.21 9.0 0 0 caleb_strategy_v3 GASOIL False False 0.02 0.00 0.01 0.0 0.09 -0.09 0.00 0.00 0.27 4.0 0 0 caleb_strategy_v3 COFFEE False False 0.03 0.00 0.01 0.0 0.16 -0.16 0.00 0.00 0.24 6.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 0.01 0.0 0.31 -0.31 0.00 0.00 0.66 23.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.10 0.01 0.0 0.35 -0.35 0.10 0.10 1.81 58.0 17 17 caleb_strategy_v3 NZD False False 0.02 0.02 0.01 0.0 0.39 -0.39 0.02 0.02 0.73 21.0 1 1 caleb_strategy_v3 US10U False False 0.03 0.07 0.01 0.0 0.45 -0.45 0.07 0.07 0.17 13.0 2 2 caleb_strategy_v3 OJ False False 0.02 0.02 0.02 0.0 0.06 -0.06 0.02 0.02 0.82 3.0 1 1 caleb_strategy_v3 MXP False False 0.01 -0.02 0.02 0.0 0.50 -0.50 -0.02 -0.01 1.96 60.0 -2 -1 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.66 999999999.0 0 0 caleb_strategy_v3 COPPER False False 0.03 0.03 0.03 0.0 999.00 -999.00 0.03 0.03 1.00 999999999.0 1 1 caleb_strategy_v3 GASOLINE False False 0.03 0.12 0.04 0.0 999.00 -999.00 0.12 0.12 1.53 999999999.0 4 4 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.06 0.04 0.0 0.29 -0.29 0.06 0.06 3.50 23.0 5 5 caleb_strategy_v3 DX False False 0.03 0.16 0.05 0.0 999.00 -999.00 0.16 0.16 1.44 999999999.0 5 5 caleb_strategy_v3 AUD False False 0.02 0.22 0.07 0.0 0.39 -0.39 0.22 0.22 3.54 19.0 11 11 caleb_strategy_v3 GBP False False 0.02 0.02 0.07 0.0 0.53 -0.53 0.02 0.02 3.04 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 8.54 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 4.80 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 7.33 5.0 5 5 caleb_strategy_v3 NIKKEI False False 0.01 0.23 0.23 0.0 0.29 -0.29 0.23 0.24 29.08 36.0 29 30 caleb_strategy_v3 SOFR False True 0.07 0.00 0.34 0.0 0.00 0.00 0.00 0.00 4.74 11.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 15.9 Shocked risk 52.4 Sum abs risk 48.2 Leverage 3.56 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3313655.44, 'annual_cash_vol_target': 828413.86, 'daily_cash_vol_target': 51775.86625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0035 0.6756 0.5122 8.1958 BITCOIN 1588.7601 57770.0000 2.7501 44.0024 BOBL 0.2611 116.1200 0.2249 3.5977 BTP 0.5843 117.2000 0.4986 7.9774 BUND 0.5503 131.3600 0.4189 6.7028 BUXL 1.3649 130.0600 1.0495 16.7915 CAC 68.4325 7539.5000 0.9077 14.5224 CAD 0.0025 0.7355 0.3397 5.4360 CANOLA 8.4329 616.2000 1.3685 21.8966 CHF 0.0046 1.1206 0.4103 6.5650 COCOA 292.6475 7007.0000 4.1765 66.8240 COFFEE 4.9414 243.0000 2.0335 32.5360 COPPER 0.0636 4.5940 1.3835 22.1355 CORN 5.9266 407.5000 1.4544 23.2700 COTTON2 1.0671 71.0200 1.5025 24.0404 CRUDE_W 0.9324 78.6200 1.1860 18.9763 DAX 142.2155 18583.0000 0.7653 12.2448 DOW 205.6925 39847.0000 0.5162 8.2593 DX 0.3397 104.7300 0.3243 5.1892 EUR 0.0041 1.0859 0.3816 6.1052 EURIBOR-ICE 0.0482 97.4400 0.0495 0.7914 EUROSTX 44.3686 5004.0000 0.8867 14.1866 FEEDCOW 1.8714 255.0500 0.7338 11.7401 GASOIL 10.9394 775.2500 1.4111 22.5774 GASOLINE 0.0321 2.2897 1.4014 22.4229 GAS_US_mini 0.0936 2.3450 3.9902 63.8430 GBP 0.0054 1.2850 0.4208 6.7331 GOLD_micro 20.2469 2379.0000 0.8511 13.6171 HEATOIL 0.0348 2.5506 1.3629 21.8070 JGB-SGX-mini 0.2412 142.8500 0.1689 2.7017 JPY 0.0000 0.0062 0.5334 8.5342 LEANHOG 1.2153 68.0500 1.7859 28.5750 LIVECOW 1.2637 183.2250 0.6897 11.0355 LUMBER-new 8.6528 470.5000 1.8391 29.4252 MILK 0.2823 20.7000 1.3638 21.8204 MXP 0.0005 0.0555 0.9443 15.1090 NASDAQ_micro 129.2786 20881.2500 0.6191 9.9058 NIKKEI 333.6680 42445.0000 0.7861 12.5779 NZD 0.0035 0.6078 0.5682 9.0916 OAT 0.5395 124.1800 0.4344 6.9510 OATIES 6.3364 305.2500 2.0758 33.2128 OJ 8.6687 462.9500 1.8725 29.9598 PALLAD 24.2313 989.5000 2.4488 39.1815 PLAT 16.6365 1007.9000 1.6506 26.4097 REDWHEAT 11.0005 583.5000 1.8853 30.1641 RICE 0.1384 14.7750 0.9367 14.9879 ROBUSTA 83.3278 4488.0000 1.8567 29.7069 RUSSELL 17.8245 2060.4000 0.8651 13.8416 SHATZ 0.0832 105.5300 0.0789 1.2619 SILVER-mini 0.5534 31.5375 1.7549 28.0780 SMI 75.9938 12207.0000 0.6225 9.9607 SOFR 0.0641 96.4050 0.0665 1.0646 SOYBEAN 12.2244 1066.2500 1.1465 18.3438 SOYMEAL 4.4806 316.9000 1.4139 22.6221 SOYOIL 0.8339 45.7200 1.8239 29.1828 SP400 21.5643 2938.7000 0.7338 11.7409 SP500_micro 25.8506 5672.5000 0.4557 7.2915 SUGAR11 0.2911 20.1700 1.4433 23.0926 US10 0.3907 110.4688 0.3537 5.6593 US10U 0.5484 114.0000 0.4811 7.6974 US2 0.0897 102.2617 0.0877 1.4035 US20 0.8470 118.6562 0.7138 11.4206 US30 1.2820 125.7812 1.0192 16.3071 US5 0.2437 106.9297 0.2279 3.6460 VIX 0.3495 15.0500 2.3223 37.1562 WHEAT 10.7504 583.7500 1.8416 29.4657 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 675.65 0.51 346.09 1.00 346.09 51775.87 149.60 9.11 136.35 BITCOIN 57.77 2.75 158.88 1.00 158.88 51775.87 325.89 -12.10 -394.23 BOBL 1161.20 0.22 261.10 1.08 282.75 51775.87 183.12 -8.63 -158.06 BTP 1172.00 0.50 584.35 1.08 632.79 51775.87 81.82 -4.98 -40.78 BUND 1313.60 0.42 550.30 1.08 595.92 51775.87 86.88 -4.80 -41.73 BUXL 1300.60 1.05 1364.94 1.08 1478.09 51775.87 35.03 -7.71 -27.02 CAC 753.95 0.91 684.32 1.08 740.58 51775.87 69.91 -7.76 -54.27 CAD 735.50 0.34 249.88 1.00 249.88 51775.87 207.20 -1.66 -34.31 CANOLA 123.24 1.37 168.66 0.73 123.75 51775.87 418.41 -13.52 -565.74 CHF 1400.69 0.41 574.72 1.00 574.72 51775.87 90.09 -10.01 -90.15 COCOA 700.70 4.18 2926.47 1.00 2926.47 51775.87 17.69 2.70 4.77 COFFEE 911.25 2.03 1853.03 1.00 1853.03 51775.87 27.94 7.29 20.36 COPPER 1148.50 1.38 1588.91 1.00 1588.91 51775.87 32.59 2.83 9.21 CORN 203.75 1.45 296.33 1.00 296.33 51775.87 174.72 -20.00 -349.45 COTTON2 355.10 1.50 533.55 1.00 533.55 51775.87 97.04 -13.16 -127.74 CRUDE_W 786.20 1.19 932.45 1.00 932.45 51775.87 55.53 12.19 67.69 DAX 185.83 0.77 142.22 1.08 154.01 51775.87 336.20 1.58 53.09 DOW 199.24 0.52 102.85 1.00 102.85 51775.87 503.43 -3.11 -156.34 DX 1047.30 0.32 339.67 1.00 339.67 51775.87 152.43 3.63 55.37 EUR 1357.38 0.38 517.94 1.00 517.94 51775.87 99.97 0.46 4.60 EURIBOR-ICE 2436.00 0.05 120.49 1.08 130.48 51775.87 396.81 -2.18 -86.44 EUROSTX 500.40 0.89 443.69 1.08 480.47 51775.87 107.76 -2.03 -21.86 FEEDCOW 1275.25 0.73 935.72 1.00 935.72 51775.87 55.33 -3.75 -20.74 GASOIL 775.25 1.41 1093.94 1.00 1093.94 51775.87 47.33 1.30 6.15 GASOLINE 961.67 1.40 1347.72 1.00 1347.72 51775.87 38.42 9.17 35.22 GAS_US_mini 58.63 3.99 233.92 1.00 233.92 51775.87 221.34 -6.52 -144.32 GBP 803.12 0.42 337.97 1.00 337.97 51775.87 153.20 7.64 117.05 GOLD_micro 237.90 0.85 202.47 1.00 202.47 51775.87 255.72 0.85 21.76 HEATOIL 1071.25 1.36 1460.05 1.00 1460.05 51775.87 35.46 -4.15 -14.73 JGB-SGX-mini 142850.00 0.17 24121.02 0.01 149.93 51775.87 345.33 -1.33 -45.88 JPY 780.69 0.53 416.41 1.00 416.41 51775.87 124.34 -17.67 -219.76 LEANHOG 272.20 1.79 486.13 1.00 486.13 51775.87 106.51 -13.77 -146.68 LIVECOW 732.90 0.69 505.49 1.00 505.49 51775.87 102.43 14.15 144.95 LUMBER-new 129.39 1.84 237.95 1.00 237.95 51775.87 217.59 -11.49 -250.11 MILK 414.00 1.36 564.60 1.00 564.60 51775.87 91.70 -0.67 -6.17 MXP 277.60 0.94 262.14 1.00 262.14 51775.87 197.51 0.67 13.33 NASDAQ_micro 417.62 0.62 258.56 1.00 258.56 51775.87 200.25 7.51 150.45 NIKKEI 42445.00 0.79 33366.80 0.01 207.40 51775.87 249.64 10.76 268.54 NZD 607.80 0.57 345.37 1.00 345.37 51775.87 149.91 1.88 28.13 OAT 1241.80 0.43 539.48 1.08 584.21 51775.87 88.63 -5.25 -46.55 OATIES 152.62 2.08 316.82 1.00 316.82 51775.87 163.42 -11.70 -191.23 OJ 694.42 1.87 1300.30 1.00 1300.30 51775.87 39.82 9.59 38.18 PALLAD 989.50 2.45 2423.13 1.00 2423.13 51775.87 21.37 1.44 3.08 PLAT 503.95 1.65 831.82 1.00 831.82 51775.87 62.24 0.77 4.82 REDWHEAT 291.75 1.89 550.02 1.00 550.02 51775.87 94.13 -14.64 -137.77 RICE 295.50 0.94 276.81 1.00 276.81 51775.87 187.05 0.12 2.31 ROBUSTA 448.80 1.86 833.28 1.00 833.28 51775.87 62.14 9.07 56.33 RUSSELL 103.02 0.87 89.12 1.00 89.12 51775.87 580.95 -5.01 -291.27 SHATZ 1055.30 0.08 83.23 1.08 90.13 51775.87 574.46 -8.81 -506.25 SILVER-mini 788.44 1.75 1383.61 1.00 1383.61 51775.87 37.42 5.19 19.40 SMI 1220.70 0.62 759.94 1.11 846.23 51775.87 61.18 12.76 78.05 SOFR 2410.12 0.07 160.36 1.00 160.36 51775.87 322.88 2.41 77.97 SOYBEAN 533.12 1.15 611.22 1.00 611.22 51775.87 84.71 -18.06 -152.98 SOYMEAL 316.90 1.41 448.06 1.00 448.06 51775.87 115.56 -15.64 -180.75 SOYOIL 274.32 1.82 500.34 1.00 500.34 51775.87 103.48 -4.43 -45.83 SP400 2938.70 0.73 2156.43 1.00 2156.43 51775.87 24.01 -8.39 -20.14 SP500_micro 283.62 0.46 129.25 1.00 129.25 51775.87 400.58 9.17 367.51 SUGAR11 225.90 1.44 326.04 1.00 326.04 51775.87 158.80 1.80 28.61 US10 1104.69 0.35 390.74 1.00 390.74 51775.87 132.51 -0.02 -0.23 US10U 1140.00 0.48 548.44 1.00 548.44 51775.87 94.41 1.44 13.63 US2 2045.23 0.09 179.40 1.00 179.40 51775.87 288.60 -4.34 -125.14 US20 1186.56 0.71 846.95 1.00 846.95 51775.87 61.13 2.75 16.81 US30 1257.81 1.02 1281.95 1.00 1281.95 51775.87 40.39 0.21 0.83 US5 1069.30 0.23 243.67 1.00 243.67 51775.87 212.49 -1.23 -26.08 VIX 150.50 2.32 349.50 1.00 349.50 51775.87 148.14 -20.00 -296.28 WHEAT 291.88 1.84 537.52 1.00 537.52 51775.87 96.32 -13.28 -127.96 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 136.346 0.010 2.5 3.538 BITCOIN -394.228 0.043 2.5 -42.690 BOBL -158.059 0.004 2.5 -1.603 BTP -40.779 0.014 2.5 -1.391 BUND -41.727 0.004 2.5 -0.423 BUXL -27.017 0.004 2.5 -0.274 CAC -54.273 0.014 2.5 -1.851 CAD -34.311 0.010 2.5 -0.890 CANOLA -565.739 0.010 2.5 -13.764 CHF -90.152 0.010 2.5 -2.339 COCOA 4.771 0.009 2.5 0.102 COFFEE 20.356 0.005 2.5 0.238 COPPER 9.207 0.043 2.5 0.997 CORN -349.449 0.010 2.5 -8.502 COTTON2 -127.738 0.009 2.5 -2.736 CRUDE_W 67.693 0.043 2.5 7.330 DAX 53.093 0.014 2.5 1.811 DOW -156.342 0.009 2.5 -3.633 DX 55.375 0.010 2.5 1.437 EUR 4.596 0.010 2.5 0.119 EURIBOR-ICE -86.437 0.014 2.5 -2.948 EUROSTX -21.860 0.014 2.5 -0.746 FEEDCOW -20.744 0.013 2.5 -0.687 GASOIL 6.146 0.017 2.5 0.266 GASOLINE 35.225 0.017 2.5 1.527 GAS_US_mini -144.322 0.043 2.5 -15.628 GBP 117.045 0.010 2.5 3.037 GOLD_micro 21.763 0.014 2.5 0.742 HEATOIL -14.733 0.017 2.5 -0.639 JGB-SGX-mini -45.882 0.043 2.5 -4.968 JPY -219.760 0.010 2.5 -5.702 LEANHOG -146.681 0.024 2.5 -8.914 LIVECOW 144.946 0.013 2.5 4.803 LUMBER-new -250.111 0.009 2.5 -5.355 MILK -6.169 0.009 2.5 -0.132 MXP 13.325 0.059 2.5 1.956 NASDAQ_micro 150.452 0.009 2.5 3.496 NIKKEI 268.539 0.043 2.5 29.079 NZD 28.135 0.010 2.5 0.730 OAT -46.549 0.014 2.5 -1.588 OATIES -191.233 0.010 2.5 -4.652 OJ 38.177 0.009 2.5 0.818 PALLAD 3.078 0.014 2.5 0.105 PLAT 4.816 0.014 2.5 0.164 REDWHEAT -137.770 0.005 2.5 -1.828 RICE 2.314 0.010 2.5 0.056 ROBUSTA 56.329 0.005 2.5 0.658 RUSSELL -291.266 0.013 2.5 -9.652 SHATZ -506.251 0.004 2.5 -5.134 SILVER-mini 19.404 0.014 2.5 0.662 SMI 78.055 0.014 2.5 2.662 SOFR 77.972 0.024 2.5 4.739 SOYBEAN -152.983 0.004 2.5 -1.423 SOYMEAL -180.747 0.004 2.5 -1.681 SOYOIL -45.828 0.004 2.5 -0.427 SP400 -20.140 0.013 2.5 -0.667 SP500_micro 367.508 0.009 2.5 8.541 SUGAR11 28.607 0.009 2.5 0.608 US10 -0.233 0.005 2.5 -0.003 US10U 13.626 0.005 2.5 0.173 US2 -125.137 0.005 2.5 -1.586 US20 16.809 0.005 2.5 0.213 US30 0.832 0.005 2.5 0.011 US5 -26.083 0.005 2.5 -0.331 VIX -296.285 0.099 2.5 -73.135 WHEAT -127.963 0.005 2.5 -1.697 ===================== Position diags ===================== AUD 3.88 BITCOIN 35.29 BOBL 1.86 BTP 2.79 BUND 0.88 BUXL 0.36 CAC 2.38 CAD 5.38 CANOLA 10.18 CHF 2.34 COCOA 0.38 COFFEE 0.33 COPPER 3.53 CORN 4.25 COTTON2 2.08 CRUDE_W 6.01 DAX 11.47 DOW 11.70 DX 3.95 EUR 2.59 EURIBOR-ICE 13.53 EUROSTX 3.68 FEEDCOW 1.83 GASOIL 2.05 GASOLINE 1.67 GAS_US_mini 23.97 GBP 3.97 GOLD_micro 8.72 HEATOIL 1.54 JGB-SGX-mini 37.39 JPY 3.23 LEANHOG 6.47 LIVECOW 3.39 LUMBER-new 4.66 MILK 1.96 MXP 28.99 NASDAQ_micro 4.65 NIKKEI 27.03 NZD 3.89 OAT 3.02 OATIES 3.98 OJ 0.85 PALLAD 0.73 PLAT 2.12 REDWHEAT 1.25 RICE 4.55 ROBUSTA 0.73 RUSSELL 19.25 SHATZ 5.83 SILVER-mini 1.28 SMI 2.09 SOFR 19.62 SOYBEAN 0.79 SOYMEAL 1.07 SOYOIL 0.96 SP400 0.80 SP500_micro 9.31 SUGAR11 3.38 US10 1.68 US10U 1.20 US2 3.66 US20 0.77 US30 0.51 US5 2.69 VIX 36.57 WHEAT 1.28 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.5 3.1 3.9 11.0 11 BITCOIN -42.7 -46.2 -39.2 0.0 0 BOBL -1.6 -1.8 -1.4 0.0 0 BTP -1.4 -1.7 -1.1 -2.0 -2 BUND -0.4 -0.5 -0.3 0.0 0 BUXL -0.3 -0.3 -0.2 -2.0 -2 CAC -1.9 -2.1 -1.6 0.0 0 CAD -0.9 -1.4 -0.4 0.0 0 CANOLA -13.8 -14.8 -12.7 -2.0 -2 CHF -2.3 -2.6 -2.1 -1.0 -1 COCOA 0.1 0.1 0.1 0.0 0 COFFEE 0.2 0.2 0.3 0.0 0 COPPER 1.0 0.6 1.3 1.0 1 CORN -8.5 -8.9 -8.1 -9.0 -9 COTTON2 -2.7 -2.9 -2.5 -6.0 -6 CRUDE_W 7.3 6.7 7.9 5.0 5 DAX 1.8 0.7 3.0 17.0 17 DOW -3.6 -4.8 -2.5 0.0 0 DX 1.4 1.0 1.8 5.0 5 EUR 0.1 -0.1 0.4 -2.0 -2 EURIBOR-ICE -2.9 -4.3 -1.6 -8.0 -8 EUROSTX -0.7 -1.1 -0.4 -2.0 -2 FEEDCOW -0.7 -0.9 -0.5 2.0 2 GASOIL 0.3 0.1 0.5 0.0 0 GASOLINE 1.5 1.4 1.7 4.0 4 GAS_US_mini -15.6 -18.0 -13.2 -9.0 -9 GBP 3.0 2.6 3.4 1.0 1 GOLD_micro 0.7 -0.1 1.6 -4.0 -4 HEATOIL -0.6 -0.8 -0.5 -1.0 -1 JGB-SGX-mini -5.0 -8.7 -1.2 -2.0 -2 JPY -5.7 -6.0 -5.4 -7.0 -7 LEANHOG -8.9 -9.6 -8.3 -9.0 -9 LIVECOW 4.8 4.5 5.1 8.0 8 LUMBER-new -5.4 -5.8 -4.9 -2.0 -2 MILK -0.1 -0.3 0.1 NaN 0 MXP 2.0 -0.9 4.9 -2.0 -2 NASDAQ_micro 3.5 3.0 4.0 5.0 5 NIKKEI 29.1 26.4 31.8 29.0 29 NZD 0.7 0.3 1.1 1.0 1 OAT -1.6 -1.9 -1.3 -1.0 -1 OATIES -4.7 -5.1 -4.3 NaN 0 OJ 0.8 0.7 0.9 1.0 1 PALLAD 0.1 0.0 0.2 0.0 0 PLAT 0.2 -0.0 0.4 0.0 0 REDWHEAT -1.8 -2.0 -1.7 -2.0 -2 RICE 0.1 -0.4 0.5 NaN 0 ROBUSTA 0.7 0.6 0.7 0.0 0 RUSSELL -9.7 -11.6 -7.7 -33.0 -33 SHATZ -5.1 -5.7 -4.6 NaN 0 SILVER-mini 0.7 0.5 0.8 0.0 0 SMI 2.7 2.5 2.9 0.0 0 SOFR 4.7 2.8 6.7 NaN 0 SOYBEAN -1.4 -1.5 -1.3 -4.0 -4 SOYMEAL -1.7 -1.8 -1.6 0.0 0 SOYOIL -0.4 -0.5 -0.3 -1.0 -1 SP400 -0.7 -0.7 -0.6 0.0 0 SP500_micro 8.5 7.6 9.5 10.0 10 SUGAR11 0.6 0.3 0.9 6.0 6 US10 -0.0 -0.2 0.2 0.0 0 US10U 0.2 0.1 0.3 2.0 2 US2 -1.6 -2.0 -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 -0.3 -0.6 -0.1 -1.0 -1 VIX -73.1 -76.8 -69.5 -56.0 -56 WHEAT -1.7 -1.8 -1.6 -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 0.1 0.2 -0.1 0.2 0.2 -0.0 -0.1 -0.0 -0.1 0.1 0.1 0.2 0.0 0.2 0.5 0.1 0.1 0.1 0.1 0.0 0.1 -0.0 0.4 0.6 0.4 0.6 0.2 -0.2 0.2 -0.1 BITCOIN -0.6 -0.6 -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 -0.2 -0.0 0.5 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.8 -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 -0.0 -0.1 0.0 0.1 0.0 0.1 -0.0 -0.0 0.1 0.1 0.0 -2.7 -0.0 0.1 0.0 0.1 0.1 0.0 0.6 0.3 0.0 -0.4 0.0 -0.6 -0.5 -0.1 0.1 BUND -0.0 0.1 -0.1 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 -0.0 -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 -0.2 -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 0.3 0.1 -0.1 -0.0 0.1 -0.1 0.0 0.0 -0.0 0.2 -0.4 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 0.1 -0.0 0.0 0.6 0.1 -0.0 0.1 -0.2 -0.1 -0.2 CANOLA -0.0 -0.3 0.5 -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 -2.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.1 -0.3 -0.3 0.0 -0.1 -0.5 0.2 -0.1 CHF -0.2 0.6 -0.3 -0.0 0.1 -0.1 0.0 0.0 -0.0 0.0 -0.4 -0.1 -0.5 -0.0 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 -0.1 -0.4 -0.1 0.8 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -1.1 -0.5 -0.1 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 0.4 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 0.1 -0.1 0.2 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 0.2 0.2 0.2 0.3 0.2 -2.7 0.0 0.1 0.2 0.1 0.3 0.0 0.6 0.5 0.6 0.6 0.6 0.1 -0.4 0.4 -0.1 COPPER -0.1 -0.4 0.3 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.0 0.1 0.1 0.1 -0.1 0.0 0.0 -0.1 0.0 -0.0 0.0 0.1 0.1 0.2 0.0 -1.4 0.0 0.0 0.1 -0.0 0.1 -0.0 0.3 0.3 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 -0.4 -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 -0.0 -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 -0.4 -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 0.3 0.0 -0.6 -0.1 -0.3 0.4 -0.0 CRUDE_W 0.5 0.1 -0.2 0.0 -0.1 0.0 -0.0 0.1 0.0 -0.1 0.4 0.1 0.6 0.2 0.2 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 0.3 0.3 -0.3 -0.1 0.7 0.7 0.7 0.7 DAX -0.1 -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 0.4 -0.0 1.5 0.0 0.0 0.2 0.0 0.4 -0.0 -0.4 -0.4 -0.6 -0.6 0.0 0.2 0.2 -0.2 0.3 DOW 0.3 -0.2 -0.2 0.1 0.1 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 0.1 0.5 0.1 -2.0 0.0 0.0 0.1 0.0 0.4 0.0 -0.5 -0.4 -0.5 -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 -0.1 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 0.1 -0.1 0.2 0.0 0.9 -0.5 0.5 0.1 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 0.2 -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 0.5 0.3 -0.0 0.0 -0.1 -0.7 -0.2 -0.5 EURIBOR-ICE 0.1 0.1 -0.5 0.0 0.0 -0.0 0.0 -0.0 0.0 0.1 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.0 -0.1 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 -0.1 -0.6 -0.5 0.1 0.1 0.2 0.1 0.3 0.1 0.0 0.4 0.0 0.6 -0.0 -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 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 0.2 -0.1 -0.1 -0.0 0.0 -0.1 -0.4 -0.3 -0.4 -0.0 -0.0 -0.2 -0.0 -0.1 -1.0 -0.0 -0.1 -0.0 -0.1 0.1 -0.0 -1.1 -0.4 0.6 0.6 -0.2 0.2 0.7 0.5 0.7 GASOIL 0.5 0.1 -0.4 0.0 -0.1 0.0 -0.0 0.1 0.0 -0.2 0.1 0.0 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 0.0 0.0 0.1 0.3 0.2 -0.2 -0.7 -0.4 -0.7 -0.7 GASOLINE 0.5 -0.1 -0.3 0.0 -0.1 0.0 -0.0 0.1 0.0 -0.1 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 0.2 0.0 1.1 0.2 0.2 -0.2 -0.2 0.7 0.7 0.7 0.7 GAS_US_mini -0.6 0.1 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 -0.1 -0.4 -0.1 2.7 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -1.1 -0.3 -0.6 0.1 0.1 -0.1 -0.2 -0.3 -0.5 GBP -0.0 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 0.2 0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.2 0.5 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 0.1 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 0.4 0.3 0.2 0.5 0.1 -0.2 0.4 -0.0 HEATOIL 0.5 0.1 -0.3 0.0 -0.1 0.0 -0.0 0.1 0.0 -0.2 -0.0 0.0 0.3 0.2 0.0 -0.1 0.2 -0.1 0.0 0.1 -0.0 0.0 0.1 0.1 -2.7 -0.0 -0.1 -0.1 -0.0 0.0 0.0 -0.2 0.1 0.3 -0.2 -0.6 0.1 0.2 -0.2 0.1 JGB-SGX-mini -0.2 0.1 -0.5 0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 -0.1 -0.0 -0.1 -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 -0.5 -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 -0.3 0.4 0.1 -0.2 -0.2 -0.2 -0.3 -0.2 0.6 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -1.1 -0.5 -0.3 -0.6 -0.6 -0.3 -0.3 -0.2 0.1 LIVECOW 0.4 0.5 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 0.5 0.1 0.2 0.2 0.2 0.2 0.2 0.4 0.3 0.2 0.2 0.0 0.3 0.2 -1.4 0.1 -0.0 0.2 -0.0 0.2 0.1 1.1 -0.2 0.6 0.6 0.6 0.1 0.7 0.3 0.7 LUMBER-new -0.3 -0.4 -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 0.2 0.1 -0.2 -0.7 -0.1 -0.3 0.2 -0.2 MILK -0.4 0.3 0.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.1 0.2 -0.0 -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 -0.1 -0.7 MXP 0.2 -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 0.1 0.1 -0.0 -2.7 -0.0 0.0 -0.0 0.0 0.0 -0.0 1.1 0.1 0.3 -0.6 -0.2 0.5 0.5 0.7 0.7 NASDAQ_micro 0.5 0.6 0.3 0.1 0.1 0.2 0.1 0.2 0.1 0.1 0.5 0.2 0.6 0.2 0.2 -0.3 -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 -0.3 0.1 0.1 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 0.2 0.2 0.2 0.3 0.1 1.1 0.5 0.6 0.6 -0.2 0.1 -0.2 -0.3 -0.4 NZD -0.2 0.2 0.1 -0.0 0.0 -0.1 0.0 0.0 -0.0 -0.1 0.0 -0.1 -0.0 -0.0 0.1 -0.0 0.0 0.0 0.0 0.0 0.0 -0.0 -0.0 -0.0 0.1 0.0 -0.1 0.1 -0.0 0.0 -0.0 0.3 -0.2 -0.1 0.3 0.3 0.2 -0.2 0.3 0.0 OAT 0.0 -0.2 -0.4 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.2 0.0 -0.1 -0.1 -0.1 -0.0 0.1 0.0 0.0 -0.1 -0.1 0.0 -0.1 -0.0 0.2 -0.0 0.0 -0.1 0.0 -0.0 -0.0 0.6 0.0 -0.2 -0.4 -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 -0.1 -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 -0.2 -2.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.5 -0.5 -0.1 0.0 -0.0 0.4 0.4 OJ -0.1 -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 0.3 0.0 1.0 0.5 0.5 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 0.0 -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 -0.0 0.0 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 0.4 0.2 0.3 -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 -0.2 -0.1 -0.1 -0.2 -0.2 -0.8 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.5 -0.2 -0.6 -0.4 0.4 -0.5 -0.7 -0.3 -0.6 RICE -0.6 -0.2 0.5 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 0.4 -0.2 0.6 -0.2 0.1 0.4 0.4 0.4 0.4 -0.0 0.1 -0.2 0.5 -0.2 -1.8 0.0 -0.1 0.1 -0.1 0.2 -0.0 1.1 -0.4 0.2 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 0.1 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 0.1 -0.7 SHATZ 0.1 0.5 -0.0 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 -0.3 -0.0 0.9 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.2 0.1 -0.0 -0.1 -0.7 -0.5 -0.5 -0.4 SILVER-mini -0.0 -0.1 0.4 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.0 0.2 0.1 0.2 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 0.3 0.0 0.0 0.1 0.0 0.1 -0.0 -0.1 0.4 0.3 0.4 0.5 -0.1 -0.3 0.2 0.1 SMI -0.3 0.1 0.4 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.5 0.0 0.6 0.1 0.2 -0.1 0.0 -0.1 -0.0 0.2 0.2 0.1 0.5 0.1 2.1 0.1 0.1 0.3 0.0 0.3 0.0 0.6 -0.4 -0.6 0.2 0.4 0.2 0.1 0.0 0.0 SOFR 0.1 0.5 -0.0 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.0 0.1 -0.1 0.1 0.1 -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 -0.6 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.3 -0.1 -0.3 -0.1 -0.1 -0.0 0.1 -0.0 0.0 -0.2 -0.1 -0.2 -0.2 -0.2 -2.7 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.3 -0.5 -0.4 -0.4 -0.0 -0.6 -0.7 -0.4 -0.7 SOYMEAL -0.6 -0.6 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 0.4 0.2 0.2 0.1 -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 -0.3 0.3 -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 0.0 -0.3 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 0.1 0.2 0.1 0.2 0.1 -0.0 0.3 -0.1 0.5 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -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 0.2 -0.3 0.2 -0.7 SP500_micro 0.4 0.6 0.4 0.1 0.1 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 0.2 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 -0.1 -0.1 -0.4 0.1 -0.3 0.1 -0.1 -0.1 0.2 -0.0 0.1 0.0 -0.1 0.0 -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 0.1 -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 0.4 US2 0.2 0.5 -0.3 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.2 0.1 -0.4 0.1 -0.0 -0.4 -0.4 -0.4 -0.4 0.0 -0.1 0.1 -0.4 0.1 2.0 0.0 0.0 -0.1 0.0 -0.1 0.0 -1.1 0.0 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 -0.0 0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -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 0.2 0.2 0.0 -0.3 0.7 0.6 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 -0.0 -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 0.1 0.8 0.0 0.0 0.0 0.0 -0.0 0.0 -0.6 0.0 0.0 0.1 0.0 0.1 -0.7 0.3 -0.2 VIX 0.0 -0.1 -0.3 -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 -0.7 -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 -0.1 -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 -0.5 -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 6.9 5.9 5.8 -2.7 6.1 -2.2 3.3 0.3 -1.2 18.1 2.0 20.0 -3.5 18.0 19.2 -2.3 -2.8 -2.5 -2.6 11.1 6.7 16.8 0.1 14.5 3.9 6.8 8.8 4.5 11.0 1.3 9.1 -0.0 14.9 20.0 12.6 19.2 4.7 -6.8 6.0 -1.7 BITCOIN -20.0 -18.0 -5.8 -4.5 -6.2 -1.4 -6.5 0.2 -6.3 -12.5 6.9 -17.2 12.7 -16.6 -12.6 -7.3 -7.4 -7.5 -7.6 -13.7 5.1 -20.0 18.7 -20.0 -20.0 -4.0 -3.9 3.4 -7.4 8.9 -7.9 -3.7 -4.3 -20.0 8.9 -4.0 -17.2 -5.5 -2.4 0.2 BOBL 1.7 5.7 -6.1 0.5 1.1 -0.4 0.5 -1.4 0.6 -2.8 -6.9 -3.9 -6.1 -0.3 -3.2 -20.0 -10.8 -16.9 -12.4 -2.2 -4.3 -2.4 -5.6 -1.6 3.9 -0.9 -0.3 -1.7 -1.4 -2.0 -0.8 -14.1 -7.9 1.6 -4.3 -1.4 -20.0 -15.7 -9.1 -10.8 BTP 0.9 -7.9 -9.0 0.8 1.9 -0.7 0.9 -2.5 1.0 12.4 2.6 9.3 8.5 -3.3 -7.9 0.2 4.4 1.5 2.8 -2.8 -0.3 7.4 3.7 0.5 -20.0 -1.8 11.1 0.6 6.3 3.9 0.6 11.9 12.7 0.5 -11.1 0.5 -18.4 -14.2 -1.9 2.4 BUND -0.2 3.4 -4.6 0.5 1.1 -0.4 0.5 -1.5 0.6 -0.0 -6.0 -3.3 -3.2 -1.0 -3.1 4.6 -0.0 0.3 -1.2 -1.9 -2.8 -1.7 -3.7 -1.7 1.1 -0.7 0.8 -0.8 -1.1 -0.9 -1.0 4.1 -7.0 0.8 -4.7 1.0 -20.0 -19.8 -8.2 -11.7 BUXL -3.5 0.3 -3.3 0.6 1.3 -0.5 0.6 -1.7 0.7 1.3 -6.0 -4.7 -2.7 -4.4 -5.4 -0.9 -2.8 -3.2 -3.6 -3.2 -3.2 -2.4 -4.2 -3.3 -2.4 -1.3 1.0 -0.7 -1.3 -0.7 -1.8 0.0 -6.8 -0.9 -7.2 1.6 -20.0 -20.0 -14.6 -10.4 CAC -11.1 -20.0 -20.0 5.5 3.8 6.4 5.8 7.0 5.7 -7.6 3.5 -10.1 10.9 -13.3 -11.3 -8.4 -0.5 -3.5 -0.7 -13.9 -2.7 -9.9 7.8 -15.4 -9.5 -4.1 -3.7 -0.1 -3.0 3.2 -4.8 10.4 -20.0 -20.0 -20.0 -20.0 1.8 7.3 -2.5 10.2 CAD 7.9 2.4 -4.6 -3.0 6.7 -2.4 3.6 0.3 -1.3 18.4 -16.6 18.1 -15.6 9.2 -5.8 -4.3 -2.9 -3.9 -3.4 -0.9 -6.8 10.1 -9.7 6.2 -1.0 -0.3 7.9 -4.5 8.4 -6.4 5.2 -0.7 1.8 20.0 1.7 -0.9 4.1 -7.1 -3.6 -4.6 CANOLA -1.0 -10.0 15.5 -2.2 -2.7 -1.0 -2.1 -0.6 -2.5 -5.3 -4.7 1.0 -6.8 -3.1 -2.7 -16.1 -10.2 -15.3 -14.2 -4.0 -4.3 -3.4 -6.9 -3.0 -19.7 -2.5 -4.8 -2.1 -3.0 -2.7 -2.9 -20.0 -3.5 -8.4 -7.8 0.6 -3.9 -15.1 5.8 -4.4 CHF -6.4 18.1 -8.5 -2.6 5.7 -2.0 3.0 0.2 -1.1 1.2 -16.2 -12.2 -14.8 -3.2 -6.6 -17.5 -16.6 -17.2 -16.8 -4.7 -11.7 -6.4 -13.4 -4.8 5.6 -1.6 -2.3 -4.5 -3.0 -5.0 -1.9 -20.0 -20.0 -3.2 6.1 -12.3 7.3 -13.6 -0.3 -12.8 COCOA -20.0 -3.0 -20.0 -1.6 -2.0 -0.8 -1.5 -0.4 -1.8 4.8 2.6 -4.0 4.0 -2.6 -1.4 15.6 15.4 17.7 18.6 -0.4 4.9 -1.8 7.8 -3.4 -17.7 0.9 0.5 4.2 -0.3 6.7 -0.7 20.0 3.9 -3.8 4.9 20.0 12.2 3.9 16.0 8.4 COFFEE -2.6 4.1 5.0 -4.0 -5.0 -1.9 -3.8 -1.1 -4.5 11.4 13.0 9.4 12.1 13.2 12.5 3.8 7.1 5.2 6.8 14.0 15.0 20.0 12.8 14.5 -20.0 4.6 9.0 6.9 7.3 7.3 4.2 11.8 20.0 20.0 20.0 20.0 2.9 -11.0 12.8 -2.7 COPPER -3.1 -12.9 10.7 -2.1 -2.9 -0.7 -3.1 0.1 -3.0 5.0 3.4 4.7 3.8 -4.9 0.3 1.4 -2.6 0.4 -1.2 1.9 6.4 6.4 7.1 1.7 -10.3 0.2 0.3 2.6 -0.1 3.0 -1.1 5.7 14.0 6.1 3.8 18.0 3.1 0.5 12.9 9.0 CORN -20.0 -20.0 5.5 -3.1 -3.9 -1.5 -3.0 -0.8 -3.5 -11.8 -10.1 -13.1 -12.5 -13.4 -11.4 -16.1 -12.8 -17.4 -16.7 -19.6 -12.5 -20.0 -11.7 -20.0 -10.4 -4.1 -4.3 -2.4 -6.8 -2.3 -6.4 -20.0 -20.0 -20.0 -18.4 -3.1 -20.0 -15.9 -20.0 -1.7 COTTON2 5.3 -11.8 -20.0 -3.2 -4.1 -1.6 -3.1 -0.9 -3.7 -10.5 -13.1 -11.6 -10.0 -12.0 -13.8 -9.2 0.6 -3.8 -0.9 -15.9 -16.6 -10.1 -11.3 -11.1 -20.0 -4.1 -1.0 -3.4 -1.6 -0.9 -2.4 -0.7 -8.7 9.7 0.9 -20.0 -3.5 -9.7 12.6 -0.7 CRUDE_W 14.7 1.7 -5.5 1.9 -9.3 1.5 -1.6 3.1 2.9 -12.8 13.1 12.8 16.4 20.0 14.2 14.1 12.4 13.6 13.1 13.0 10.1 7.1 12.4 16.1 -4.5 0.0 -2.9 -0.1 1.4 3.4 3.1 5.5 11.7 7.9 -7.8 -2.1 20.0 20.0 20.0 20.0 DAX -3.3 -20.0 -9.2 6.0 7.8 6.7 7.5 7.2 6.6 6.7 13.0 3.3 16.2 -7.7 -4.7 -9.4 -11.2 -10.3 -11.1 -0.4 8.9 2.6 16.5 -1.6 11.6 0.4 1.3 7.2 1.2 11.9 -1.1 -8.3 -16.3 -20.0 -20.0 1.0 5.0 5.5 -4.7 8.3 DOW 8.3 -5.8 -6.9 6.3 8.2 7.0 7.8 7.5 6.9 14.8 12.5 13.5 15.6 1.8 0.7 -11.9 -11.3 -11.7 -11.7 4.3 8.6 8.6 17.1 6.7 -14.9 1.5 5.4 5.5 3.6 10.9 1.8 -8.7 -18.7 -15.7 -20.0 -12.7 12.3 -2.0 11.1 -5.3 DX 2.0 -0.8 7.1 -2.7 6.0 -2.2 3.2 0.3 -1.2 -16.2 17.7 -7.8 16.7 6.0 13.0 7.2 6.9 7.3 7.2 7.4 10.8 -8.4 11.6 0.7 -20.0 3.8 -6.1 5.5 -4.9 6.1 0.1 16.7 -20.0 14.1 4.3 20.0 -5.7 7.9 -5.8 11.9 EUR 1.0 -0.8 -3.7 -2.8 6.2 -2.2 3.3 0.3 -1.2 15.8 -12.7 14.8 -11.5 -1.6 -5.1 -7.5 -7.1 -7.4 -7.2 -3.0 -5.4 11.7 -6.0 3.5 20.0 -1.1 7.5 -1.6 8.0 -1.5 2.6 -7.6 18.8 7.7 -0.9 1.2 -2.8 -20.0 -4.8 -16.5 EURIBOR-ICE 4.0 2.4 -14.2 0.5 1.0 -0.4 0.5 -1.4 0.6 6.2 -4.9 1.0 -0.4 2.0 -3.5 -5.1 -4.9 -5.5 -4.9 -1.6 -2.8 1.1 -1.9 0.3 11.8 -1.0 1.8 -1.4 0.7 -0.7 0.1 -2.7 -0.9 2.5 -4.1 -4.1 -20.0 -20.0 -6.9 3.8 EUROSTX -3.6 -20.0 -14.5 5.9 7.7 6.6 7.3 7.1 6.5 4.2 14.6 3.3 17.0 -4.1 -3.2 -5.3 -2.5 -5.8 -4.2 -0.2 9.0 0.8 17.3 -2.0 -2.4 0.6 0.7 8.1 0.2 13.8 -1.5 5.7 -20.0 -20.0 -20.0 -2.8 -6.4 2.9 -17.0 3.2 FEEDCOW -2.8 3.3 -2.4 -5.3 -6.7 -2.6 -5.0 -1.4 -6.0 -18.1 6.7 -11.3 -3.1 -3.8 0.5 -5.6 -20.0 -16.2 -20.0 -0.3 -0.9 -16.9 -0.2 -5.3 -7.9 -1.7 -13.9 -1.3 -8.1 1.7 -3.4 -20.0 -16.6 17.2 20.0 -7.2 4.9 20.0 13.5 20.0 GASOIL 15.8 2.5 -11.4 1.7 -8.4 1.3 -1.5 2.8 2.7 -18.2 4.8 2.8 13.4 14.8 1.0 -1.0 12.2 0.7 5.9 5.6 2.6 -0.4 8.2 9.4 5.9 2.3 -8.1 0.6 0.1 2.8 4.4 0.1 5.9 10.8 7.1 -7.3 -20.0 -13.4 -20.0 -20.0 GASOLINE 16.1 -3.3 -8.1 1.8 -8.7 1.4 -1.5 3.0 2.8 -14.1 9.6 14.7 15.0 18.2 1.0 20.0 20.0 20.0 20.0 6.2 5.7 5.7 11.9 11.5 -20.0 -0.1 -3.2 0.1 1.7 4.3 3.1 20.0 9.9 5.4 -5.8 -5.4 20.0 20.0 20.0 20.0 GAS_US_mini -20.0 4.1 20.0 1.0 -4.7 0.7 -0.8 1.6 1.5 -11.5 -8.2 -12.7 -10.8 -10.6 -4.1 -5.6 -20.0 -20.0 -20.0 -4.3 -4.0 -16.0 -13.0 -12.4 20.0 -0.1 -3.0 -1.0 -4.5 -3.9 -2.8 -20.0 -13.9 -20.0 2.4 2.3 -2.0 -7.2 -7.9 -14.7 GBP -0.9 5.2 0.6 -3.1 6.8 -2.4 3.6 0.3 -1.4 20.0 13.9 18.4 5.6 16.8 16.3 -0.8 -0.8 -0.9 -0.8 8.4 6.5 19.1 5.7 11.9 1.1 5.8 14.7 5.5 12.3 4.8 7.6 3.2 20.0 12.1 20.0 14.6 0.7 -20.0 -0.6 -11.4 GOLD_micro 1.0 -12.4 2.9 -2.6 -3.6 -0.8 -3.8 0.1 -3.7 3.8 7.6 4.9 8.9 -3.1 3.9 -11.1 -13.5 -11.7 -12.6 3.7 8.9 5.9 11.1 3.1 -3.5 -0.6 0.2 3.3 -0.8 5.4 -2.1 -13.3 16.3 9.4 5.2 16.9 3.9 -7.3 11.3 -0.9 HEATOIL 16.0 4.6 -10.0 1.8 -8.8 1.4 -1.5 3.0 2.8 -19.2 -1.2 3.4 7.2 16.6 0.8 -5.8 10.6 -4.2 2.4 5.3 -0.4 0.4 3.5 10.6 -20.0 -1.2 -5.6 -2.5 -0.5 1.0 2.2 -4.3 3.9 9.0 -5.7 -19.0 2.0 7.1 -6.5 2.5 JGB-SGX-mini -5.7 1.6 -16.2 0.5 1.1 -0.4 0.5 -1.4 0.6 3.1 -5.1 -4.2 -1.4 -4.1 -5.9 20.0 18.6 20.0 19.1 -5.5 -5.3 -3.0 -2.9 -4.8 -8.5 -2.3 0.4 -2.6 -1.2 -2.0 -1.9 20.0 -6.9 -5.4 -9.1 -10.3 -6.0 -4.4 1.8 16.8 JPY -15.0 -13.3 -13.1 -1.9 4.3 -1.5 2.3 0.2 -0.9 -13.4 -17.4 -15.4 -17.3 -16.4 -17.2 -16.1 -16.3 -15.8 -15.9 -20.0 -20.0 -14.7 -20.0 -20.0 20.0 -6.3 -2.7 -6.7 -4.0 -7.1 -5.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -12.2 -20.0 -11.6 LEANHOG -6.0 -20.0 -18.4 -3.9 -5.0 -1.9 -3.7 -1.1 -4.4 -15.1 -11.2 -16.4 -7.7 -16.9 -16.9 20.0 -17.4 20.0 3.0 -20.0 -19.3 -20.0 -10.8 -20.0 4.6 -5.7 -6.8 -3.4 -5.8 -1.5 -5.8 -20.0 -20.0 -10.4 -20.0 -20.0 -10.4 -9.7 -5.0 4.0 LIVECOW 13.7 16.7 7.5 -5.5 -6.9 -2.6 -5.2 -1.5 -6.2 -18.5 17.1 10.5 6.2 16.8 18.6 8.3 10.9 18.3 16.8 20.0 16.1 3.5 9.4 20.0 -10.5 7.3 -5.3 5.7 -0.3 4.8 5.6 20.0 -8.7 20.0 20.0 20.0 3.5 20.0 9.0 20.0 LUMBER-new -7.0 -10.1 -20.0 -2.2 -2.8 -1.1 -2.1 -0.5 -2.5 -7.8 -8.3 -7.6 -7.9 -7.9 -9.0 -14.4 -17.3 -16.9 -17.5 -13.0 -11.5 -7.9 -7.6 -10.6 NaN -3.3 -0.8 -3.4 -0.8 -2.2 -1.8 -20.0 5.8 1.6 -6.3 -20.0 -2.9 -7.9 4.1 -4.4 MILK -12.0 10.1 20.0 -2.8 -3.5 -1.3 -2.7 -0.8 -3.2 10.0 6.9 -3.8 -3.1 0.3 8.3 -20.0 -20.0 -20.0 -20.0 9.4 8.8 2.8 -0.2 3.9 12.9 2.8 0.6 2.7 -0.1 -0.3 0.6 -20.0 5.6 -1.5 20.0 20.0 -8.6 -20.0 -4.5 -20.0 MXP 5.2 -20.0 -20.0 -1.2 2.6 -0.9 1.4 0.1 -0.5 8.7 -2.2 7.9 4.1 -3.7 -4.7 9.7 15.6 12.2 13.9 -7.0 -4.4 6.0 1.9 -1.9 -20.0 -2.2 2.0 -1.2 1.1 0.6 -1.0 20.0 5.7 9.7 -20.0 -6.7 16.1 14.7 20.0 20.0 NASDAQ_micro 15.3 20.0 9.6 5.3 6.9 5.9 6.6 6.4 5.9 15.8 17.9 17.3 17.8 17.6 17.6 -12.6 -10.9 -11.9 -11.4 20.0 20.0 20.0 20.0 20.0 -20.0 6.4 4.8 5.5 6.1 5.6 6.9 -8.1 16.4 20.0 20.0 16.2 -3.0 4.3 -9.3 3.8 NIKKEI 20.0 4.1 -9.2 6.8 8.9 7.6 8.5 8.2 7.5 20.0 17.6 20.0 19.6 20.0 12.3 15.4 10.0 11.2 9.7 20.0 20.0 20.0 20.0 20.0 -20.0 6.5 18.2 6.1 15.3 8.6 10.8 20.0 20.0 20.0 18.3 -4.7 2.4 -6.5 -9.4 -12.1 NZD -7.5 6.0 3.1 -2.4 5.4 -1.9 2.9 0.2 -1.1 -6.6 0.8 -8.5 -1.1 -2.4 9.6 -0.1 0.2 0.0 0.1 3.1 3.0 -2.8 -0.2 -0.3 0.4 1.8 -5.8 2.1 -2.0 0.8 -0.5 4.8 -9.6 -3.8 10.1 8.5 7.1 -5.6 9.1 1.3 OAT 0.8 -6.9 -10.8 0.6 1.3 -0.5 0.6 -1.8 0.7 6.6 -8.0 3.4 -3.3 -5.8 -8.4 -2.0 4.3 0.6 2.5 -6.4 -6.2 1.4 -4.8 -3.4 1.9 -3.2 3.0 -2.5 0.9 -1.4 -1.8 11.6 1.5 -4.7 -13.5 -4.8 -20.0 -18.4 -7.0 -3.1 OATIES -20.0 -20.0 2.7 -2.0 -2.5 -1.0 -1.9 -0.5 -2.3 -7.0 -6.2 -7.8 -7.1 -8.4 -7.4 -6.6 0.3 -1.1 1.1 -12.8 -8.3 -9.7 -5.9 -13.9 -20.0 -2.3 -2.3 -1.1 -2.9 -0.7 -3.2 0.7 -6.0 -16.5 -16.5 -2.8 1.4 -0.8 11.7 11.8 OJ -2.4 -15.8 -3.2 -3.4 -4.3 -1.6 -3.2 -0.9 -3.8 12.1 9.8 11.1 12.1 4.1 7.8 8.0 12.4 9.1 9.8 13.2 16.0 15.9 18.1 11.2 -20.0 3.4 5.2 4.9 3.1 7.0 2.1 18.4 20.0 14.3 20.0 20.0 9.1 9.6 20.0 20.0 PALLAD 20.0 0.8 3.1 -2.1 -2.9 -0.6 -3.1 0.1 -3.0 1.5 -5.7 5.2 -8.3 3.3 -2.6 -1.0 -2.1 -1.8 -2.0 0.4 -3.3 4.8 -8.4 4.7 14.5 -1.0 0.1 -2.0 2.0 -3.1 1.2 5.8 19.7 20.0 9.3 -3.4 -20.0 -20.0 -20.0 -18.8 PLAT 1.4 -6.0 9.6 -2.8 -3.8 -0.8 -4.0 0.2 -3.9 -5.1 1.8 1.9 -3.3 -4.9 -0.1 -4.9 -4.2 -5.0 -4.7 1.9 3.4 0.1 1.8 0.6 7.5 -1.1 -3.5 0.9 -3.8 1.2 -3.0 1.7 -4.6 12.7 6.9 8.1 -20.0 -8.5 -5.1 3.1 REDWHEAT -20.0 -20.0 20.0 -3.3 -4.2 -1.6 -3.2 -0.9 -3.8 -12.1 -4.7 -13.3 -10.1 -13.6 -9.4 -10.6 -3.9 -9.3 -6.5 -14.4 -6.0 -16.2 -8.1 -20.0 -6.0 -2.9 -3.7 -0.9 -4.7 -1.3 -5.0 -9.2 -6.9 -20.0 -13.8 11.7 -14.5 -20.0 -8.0 -17.3 RICE -20.0 -6.9 14.0 -5.1 -6.4 -2.5 -4.8 -1.4 -5.8 -18.5 15.4 -19.7 17.1 -16.4 13.7 20.0 20.0 20.0 20.0 -3.1 11.3 -20.0 17.0 -20.0 -13.5 1.0 -6.7 3.7 -7.2 4.2 -4.2 20.0 -16.6 5.3 15.6 10.7 -16.2 -7.7 -16.5 -5.2 ROBUSTA -4.8 5.2 -16.8 -2.6 -3.3 -1.3 -2.5 -0.7 -3.0 6.7 9.9 6.2 10.2 8.6 8.7 20.0 20.0 20.0 20.0 12.7 15.6 17.9 17.1 12.6 -20.0 3.8 7.3 5.9 5.7 7.4 3.7 20.0 20.0 20.0 20.0 20.0 3.4 -6.9 11.0 4.1 RUSSELL -1.8 -8.7 -4.1 5.8 7.6 6.5 7.2 7.0 6.4 3.1 8.8 1.8 11.7 -9.9 -4.2 -7.8 -6.9 -7.5 -7.1 -3.3 1.9 0.4 6.3 -3.0 -1.2 0.6 4.0 2.7 3.6 4.8 1.4 -0.8 -12.8 -17.7 -20.0 -13.1 3.6 -20.0 2.4 -20.0 SHATZ 4.2 16.2 -1.2 0.4 1.0 -0.4 0.5 -1.3 0.5 -4.1 -6.9 -3.9 -7.6 0.4 -2.0 -20.0 -20.0 -20.0 -20.0 -1.5 -5.6 -3.1 -9.3 -0.8 6.9 -0.4 -0.9 -2.0 -1.2 -3.0 -0.1 -20.0 -9.4 4.4 -1.3 -4.2 -20.0 -15.1 -16.2 -11.6 SILVER-mini -0.9 -3.4 12.8 -2.3 -3.2 -0.7 -3.4 0.1 -3.3 5.2 6.8 4.9 6.2 1.0 5.4 -5.5 -6.5 -5.9 -6.2 6.3 8.7 7.0 7.5 5.0 2.3 0.3 1.0 2.9 0.3 3.4 -1.0 -1.7 18.0 7.7 12.7 15.9 -1.9 -8.5 5.6 4.2 SMI -10.8 3.0 11.7 6.4 8.4 7.2 8.0 7.7 7.1 13.3 18.6 0.2 17.8 7.4 15.4 -4.1 1.3 -3.0 -0.8 16.8 20.0 6.0 20.0 7.3 15.6 6.5 6.4 9.8 2.7 9.3 2.8 12.0 -18.2 -20.0 5.0 13.3 6.6 2.7 0.4 0.1 SOFR 2.8 15.1 -1.1 0.6 1.3 -0.5 0.6 -1.8 0.7 9.5 -1.7 8.3 -3.1 8.9 5.5 -2.3 -1.4 -2.7 -2.1 4.4 0.3 5.9 -3.2 5.8 -3.0 2.5 0.8 1.3 0.8 0.0 2.0 2.7 -0.9 2.3 8.4 4.6 5.7 -15.3 18.6 2.1 SOYBEAN -12.6 -17.5 2.6 -3.4 -4.4 -1.7 -3.3 -0.9 -3.9 -12.5 -11.9 -12.6 -8.0 -13.8 -12.2 -2.1 6.4 -0.9 1.5 -15.5 -11.0 -20.0 -8.8 -18.8 -20.0 -4.5 -7.7 -2.7 -7.4 -1.9 -6.4 6.2 -18.8 -13.7 -12.3 -1.5 -18.4 -20.0 -11.1 -20.0 SOYMEAL -20.0 -17.9 10.2 -3.1 -3.9 -1.5 -2.9 -0.8 -3.5 -11.8 -10.8 -12.8 -9.8 -13.2 -10.4 19.5 8.1 10.9 7.1 -13.8 -8.9 -20.0 -7.9 -20.0 -20.0 -2.8 -6.0 -1.0 -7.5 -0.8 -6.0 11.6 -20.0 -17.9 -8.5 10.3 -20.0 -20.0 -20.0 -20.0 SOYOIL 18.2 8.5 2.1 -2.6 -3.2 -1.2 -2.4 -0.7 -2.9 -0.6 -7.2 3.6 -9.4 2.9 -2.8 6.1 0.3 0.6 -1.3 1.1 -4.0 6.3 -7.0 6.6 -20.0 -0.5 -2.2 -2.1 1.9 -2.5 1.9 -2.0 20.0 19.3 12.8 -4.0 -13.7 -16.1 -1.3 -1.6 SP400 -6.2 -16.0 -6.3 5.7 7.5 6.4 7.1 6.9 6.3 -4.5 9.7 -11.5 13.0 -15.3 -7.8 -5.4 -5.9 -6.2 -6.1 -5.7 4.6 -7.3 12.8 -9.3 -14.0 -0.0 2.6 4.0 0.9 7.2 -0.8 0.8 -20.0 -20.0 -20.0 -10.0 4.7 -9.0 4.6 -20.0 SP500_micro 13.4 20.0 13.2 7.4 9.6 8.2 9.2 8.9 8.1 20.0 20.0 20.0 20.0 20.0 20.0 -15.7 -12.7 -14.4 -13.5 20.0 20.0 20.0 20.0 20.0 -20.0 9.3 7.6 9.2 8.6 9.7 9.4 -11.3 7.9 20.0 20.0 18.4 7.4 1.2 -0.5 0.9 SUGAR11 20.0 17.5 -15.1 -4.2 -5.3 -2.0 -4.0 -1.1 -4.7 -8.6 -13.3 6.0 -9.6 11.3 -5.0 -3.7 9.9 -0.1 4.6 2.0 -10.7 3.8 -10.7 10.5 -20.0 0.6 -0.5 -4.3 3.3 -4.0 4.7 12.5 20.0 20.0 20.0 -12.0 6.0 20.0 12.6 20.0 US10 1.6 13.4 0.2 0.5 1.1 -0.4 0.5 -1.5 0.6 7.6 -2.5 5.0 -5.0 6.4 2.8 -6.8 -7.3 -6.8 -7.0 2.3 -1.0 3.7 -5.0 3.5 2.4 1.9 0.3 0.9 0.3 -0.7 1.3 -6.8 -1.6 0.3 5.1 3.2 2.3 -18.4 11.7 2.4 US10U -0.4 13.3 1.5 0.7 1.5 -0.6 0.7 -2.0 0.8 10.2 -3.7 3.7 -6.3 6.6 3.3 -4.9 -2.7 -4.9 -4.0 2.3 -1.4 3.1 -6.6 3.0 0.3 2.3 0.2 1.3 -0.2 -0.8 1.3 0.0 -4.7 -1.0 6.2 4.5 2.7 -15.0 19.3 10.6 US2 6.9 14.1 -10.2 0.6 1.3 -0.5 0.6 -1.7 0.7 6.8 -7.6 7.2 -9.8 8.0 -2.2 -20.0 -20.0 -20.0 -20.0 0.2 -6.7 6.4 -13.1 5.0 14.9 0.1 0.2 -1.9 0.6 -3.7 1.1 -20.0 1.9 0.9 -0.0 -4.2 -0.6 -20.0 3.2 -12.8 US20 -3.8 11.1 2.5 0.5 1.0 -0.4 0.5 -1.4 0.6 4.0 -1.0 0.5 -2.4 3.1 2.9 -0.7 -0.8 -0.7 -0.6 1.5 -0.1 0.6 -3.2 0.9 -1.1 1.9 -0.1 1.5 -0.4 0.2 0.7 4.4 -5.5 -1.4 5.8 5.4 1.0 -10.0 20.0 16.9 US30 -4.3 10.9 3.3 0.5 1.2 -0.5 0.5 -1.6 0.6 3.5 -2.1 -0.6 -3.8 2.3 2.2 -5.6 -5.3 -5.2 -5.2 1.0 -0.7 -0.1 -4.2 0.3 -0.6 1.9 -0.2 1.5 -0.7 -0.1 0.6 -3.5 -7.2 -1.9 5.4 5.0 -2.6 -9.6 11.8 18.1 US5 3.7 14.5 -2.7 0.5 1.2 -0.5 0.6 -1.6 0.7 8.1 -4.6 7.6 -7.5 8.1 1.7 -10.9 -10.3 -10.4 -10.2 2.3 -2.3 5.2 -7.0 4.7 6.1 1.6 0.6 0.3 0.7 -1.3 1.5 -12.0 0.4 0.9 4.5 1.3 2.5 -20.0 9.2 -5.2 VIX 0.6 -2.6 -5.2 -8.5 -4.9 -9.5 -6.5 -11.1 -7.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -16.5 -20.0 -18.0 NaN -10.2 -5.0 -11.0 -8.0 -12.9 -9.3 NaN NaN NaN NaN NaN -15.5 -20.0 NaN NaN WHEAT -20.0 -20.0 20.0 -2.5 -3.2 -1.2 -2.4 -0.7 -2.9 -7.1 -2.5 -8.3 -6.7 -9.3 -6.6 -15.1 -14.3 -15.8 -15.4 -10.3 -3.8 -10.2 -4.8 -14.4 0.8 -2.0 -2.5 -0.4 -3.2 -0.6 -3.5 -20.0 1.3 -16.7 -10.2 11.3 -14.2 -20.0 -11.3 -20.0 End of report for caleb_strategy_v3