******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240711_203935 produced at 2024-07-11 21:38:37.714184 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.34 0.0 999.00 -999.00 -0.26 -0.26 -74.41 999999999.0 -56 -56 caleb_strategy_v3 SHATZ False True 0.03 0.00 -0.16 0.0 0.00 0.00 0.00 0.00 -4.53 24.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.08 -0.63 -0.14 0.0 0.79 -0.79 -0.63 -0.63 -1.80 10.0 -8 -8 caleb_strategy_v3 JGB-SGX-mini False False 0.03 -0.05 -0.10 0.0 0.42 -0.42 -0.05 -0.05 -3.61 16.0 -2 -2 caleb_strategy_v3 JPY False False 0.02 -0.17 -0.09 0.0 0.40 -0.40 -0.17 -0.17 -3.60 17.0 -7 -7 caleb_strategy_v3 CHF False False 0.04 -0.04 -0.09 0.0 0.55 -0.55 -0.04 -0.04 -2.17 13.0 -1 -1 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -44.39 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 -8.27 13.0 -9 -9 caleb_strategy_v3 BOBL False False 0.04 0.00 -0.06 0.0 0.72 -0.72 0.00 0.00 -1.56 19.0 0 0 caleb_strategy_v3 US2 False True 0.06 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -0.95 13.0 0 0 caleb_strategy_v3 OAT False False 0.04 -0.04 -0.06 0.0 0.40 -0.40 -0.04 -0.04 -1.43 10.0 -1 -1 caleb_strategy_v3 CORN False False 0.01 -0.06 -0.05 0.0 0.07 -0.07 -0.06 -0.06 -8.58 12.0 -9 -9 caleb_strategy_v3 BTP False False 0.04 -0.08 -0.04 0.0 0.38 -0.38 -0.08 -0.08 -1.09 10.0 -2 -2 caleb_strategy_v3 CAC True False 0.02 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -1.77 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 -14.72 51.0 -2 -2 caleb_strategy_v3 FEEDCOW False False 0.04 0.04 -0.03 0.0 0.31 -0.31 0.04 0.04 -0.86 8.0 1 1 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.02 -0.03 0.0 0.04 -0.04 -0.02 -0.02 -16.77 26.0 -10 -10 caleb_strategy_v3 COTTON2 False False 0.01 -0.06 -0.03 0.0 0.12 -0.12 -0.06 -0.06 -2.87 11.0 -6 -6 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.03 0.0 0.18 -0.18 0.00 0.00 -0.38 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 -5.13 3.0 -2 -2 caleb_strategy_v3 HEATOIL False False 0.03 -0.03 -0.02 0.0 0.10 -0.10 -0.03 -0.06 -0.74 3.0 -1 -2 caleb_strategy_v3 SOYBEAN False False 0.02 -0.06 -0.02 0.0 0.11 -0.11 -0.06 -0.06 -1.50 7.0 -4 -4 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.02 0.0 0.08 -0.08 0.00 0.00 -1.80 9.0 0 0 caleb_strategy_v3 OATIES False True 0.00 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -4.04 2.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.02 -0.02 0.0 0.07 -0.07 -0.02 -0.02 -1.70 8.0 -2 -2 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.02 0.0 0.08 -0.08 -0.03 -0.03 -1.69 9.0 -3 -3 caleb_strategy_v3 BUND False False 0.04 0.00 -0.02 0.0 0.43 -0.43 0.00 0.00 -0.40 10.0 0 0 caleb_strategy_v3 CAD False False 0.02 0.00 -0.02 0.0 0.64 -0.64 0.00 0.00 -1.01 29.0 0 0 caleb_strategy_v3 BUXL False False 0.04 -0.08 -0.01 0.0 0.17 -0.17 -0.08 -0.08 -0.29 4.0 -2 -2 caleb_strategy_v3 EUROSTX False False 0.02 -0.03 -0.01 0.0 0.32 -0.32 -0.03 -0.05 -0.64 20.0 -2 -3 caleb_strategy_v3 DOW False False 0.01 0.00 -0.01 0.0 0.40 -0.40 0.00 0.00 -1.77 66.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 -0.11 -0.01 0.0 0.22 -0.22 -0.11 -0.10 -2.73 68.0 -33 -30 caleb_strategy_v3 US30 False False 0.04 0.04 0.00 0.0 0.23 -0.23 0.04 0.04 0.03 6.0 1 1 caleb_strategy_v3 SOYOIL False False 0.01 -0.01 -0.00 0.0 0.08 -0.08 -0.01 -0.01 -0.44 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 0.12 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 0.02 4.0 0 0 caleb_strategy_v3 PLAT False False 0.02 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.22 10.0 0 0 caleb_strategy_v3 US5 False False 0.03 -0.03 -0.00 0.0 0.80 -0.80 -0.03 -0.03 -0.09 25.0 -1 -1 caleb_strategy_v3 PALLAD False False 0.03 0.00 0.00 0.0 0.06 -0.06 0.00 0.00 0.11 2.0 0 0 caleb_strategy_v3 US10 False False 0.03 0.00 0.00 0.0 0.57 -0.57 0.00 0.00 0.10 17.0 0 0 caleb_strategy_v3 GASOIL False False 0.02 0.00 0.00 0.0 0.09 -0.09 0.00 0.00 0.12 4.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.04 0.00 0.0 0.12 -0.12 0.04 0.04 0.26 18.0 6 6 caleb_strategy_v3 MILK False False 0.01 0.00 -0.00 0.0 0.06 -0.06 0.00 0.00 -0.31 5.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.02 0.01 0.0 0.41 -0.41 -0.02 -0.01 1.46 56.0 -3 -2 caleb_strategy_v3 US10U False False 0.03 0.07 0.01 0.0 0.45 -0.45 0.07 0.07 0.25 13.0 2 2 caleb_strategy_v3 NZD False False 0.02 0.02 0.01 0.0 0.38 -0.38 0.02 0.02 0.59 21.0 1 1 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 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 US20 False True 0.04 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.24 9.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 0.01 0.0 0.31 -0.31 0.00 0.00 0.68 23.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.76 999999999.0 0 0 caleb_strategy_v3 DX False False 0.03 0.16 0.02 0.0 999.00 -999.00 0.16 0.16 0.73 999999999.0 5 5 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.06 0.02 0.0 0.28 -0.28 0.06 0.10 1.73 23.0 5 8 caleb_strategy_v3 EUR False False 0.04 -0.04 0.02 0.0 0.57 -0.57 -0.04 -0.04 0.46 14.0 -1 -1 caleb_strategy_v3 DAX False False 0.01 0.10 0.02 0.0 0.35 -0.35 0.10 0.10 2.58 58.0 17 16 caleb_strategy_v3 MXP False False 0.01 -0.01 0.03 0.0 0.50 -0.50 -0.01 0.01 3.36 60.0 -1 1 caleb_strategy_v3 COPPER False False 0.03 0.03 0.03 0.0 999.00 -999.00 0.03 0.03 0.76 999999999.0 1 1 caleb_strategy_v3 GASOLINE False False 0.03 0.12 0.05 0.0 999.00 -999.00 0.12 0.12 1.65 999999999.0 4 4 caleb_strategy_v3 SP500_micro False False 0.01 0.08 0.06 0.0 0.41 -0.41 0.08 0.08 6.72 48.0 10 10 caleb_strategy_v3 AUD False False 0.02 0.22 0.08 0.0 0.39 -0.39 0.22 0.22 3.82 19.0 11 11 caleb_strategy_v3 GBP False False 0.02 0.02 0.08 0.0 0.53 -0.53 0.02 0.02 3.46 22.0 1 1 caleb_strategy_v3 LIVECOW False False 0.02 0.18 0.10 0.0 0.37 -0.37 0.18 0.18 4.76 17.0 8 8 caleb_strategy_v3 SMI False True 0.04 0.00 0.12 0.0 0.00 0.00 0.00 0.00 2.93 9.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.02 0.12 0.18 0.0 0.12 -0.12 0.12 0.12 7.67 5.0 5 5 caleb_strategy_v3 NIKKEI False False 0.01 0.23 0.24 0.0 0.28 -0.28 0.23 0.25 30.81 36.0 30 32 caleb_strategy_v3 SOFR False True 0.07 0.00 0.43 0.0 0.00 0.00 0.00 0.00 5.95 11.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 16.2 Shocked risk 54.7 Sum abs risk 47.2 Leverage 3.34 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3340956.72, 'annual_cash_vol_target': 835239.18, 'daily_cash_vol_target': 52202.44875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0034 0.6774 0.5047 8.0754 BITCOIN 1563.6812 58750.0000 2.6616 42.5854 BOBL 0.2632 116.4400 0.2261 3.6168 BTP 0.5799 117.7100 0.4927 7.8827 BUND 0.5476 131.8400 0.4154 6.6461 BUXL 1.3369 130.4200 1.0251 16.4012 CAC 67.9169 7651.0000 0.8877 14.2030 CAD 0.0025 0.7349 0.3361 5.3782 CANOLA 8.2400 621.6000 1.3256 21.2098 CHF 0.0046 1.1254 0.4115 6.5846 COCOA 291.0864 7385.0000 3.9416 63.0654 COFFEE 4.8965 243.7500 2.0088 32.1412 COPPER 0.0635 4.5115 1.4078 22.5254 CORN 5.9224 411.0000 1.4410 23.0555 COTTON2 1.0441 70.9200 1.4722 23.5545 CRUDE_W 0.9147 78.7700 1.1613 18.5803 DAX 139.8006 18670.0000 0.7488 11.9808 DOW 212.0964 40090.0000 0.5291 8.4648 DX 0.3538 104.1400 0.3397 5.4352 EUR 0.0042 1.0902 0.3813 6.1008 EURIBOR-ICE 0.0493 97.5200 0.0506 0.8089 EUROSTX 43.1092 5006.0000 0.8612 13.7784 FEEDCOW 1.8414 255.9750 0.7194 11.5098 GASOIL 10.7410 777.2500 1.3819 22.1107 GASOLINE 0.0315 2.3030 1.3674 21.8787 GAS_US_mini 0.0924 2.2800 4.0515 64.8235 GBP 0.0055 1.2922 0.4260 6.8160 GOLD_micro 21.4418 2421.8000 0.8854 14.1658 HEATOIL 0.0340 2.5525 1.3336 21.3373 JGB-SGX-mini 0.2383 143.0000 0.1666 2.6663 JPY 0.0000 0.0064 0.6495 10.3913 LEANHOG 1.2480 69.3750 1.7989 28.7823 LIVECOW 1.2349 183.5000 0.6730 10.7679 LUMBER-new 8.8093 478.0000 1.8429 29.4871 MILK 0.2893 20.3000 1.4251 22.8022 MXP 0.0005 0.0557 0.9238 14.7812 NASDAQ_micro 158.3511 20460.2500 0.7739 12.3831 NIKKEI 319.5808 41555.0000 0.7691 12.3049 NZD 0.0034 0.6098 0.5575 8.9205 OAT 0.5322 124.5100 0.4275 6.8394 OATIES 6.8966 318.0000 2.1688 34.7001 OJ 9.2073 442.0500 2.0829 33.3257 PALLAD 23.7668 997.0000 2.3838 38.1413 PLAT 16.4750 1018.5000 1.6176 25.8811 REDWHEAT 11.6122 601.0000 1.9321 30.9143 RICE 0.1372 14.8650 0.9232 14.7714 ROBUSTA 82.5615 4566.0000 1.8082 28.9309 RUSSELL 22.5374 2140.0000 1.0532 16.8504 SHATZ 0.0879 105.7100 0.0832 1.3309 SILVER-mini 0.5554 32.2250 1.7237 27.5785 SMI 75.2219 12281.0000 0.6125 9.8001 SOFR 0.0672 96.5300 0.0696 1.1135 SOYBEAN 12.0274 1068.2500 1.1259 18.0144 SOYMEAL 4.3868 314.8000 1.3935 22.2964 SOYOIL 0.8242 46.2300 1.7828 28.5245 SP400 25.6193 3018.6000 0.8487 13.5794 SP500_micro 28.1220 5643.2500 0.4983 7.9733 SUGAR11 0.2964 19.8300 1.4949 23.9189 US10 0.4041 111.1406 0.3636 5.8175 US10U 0.5635 114.8438 0.4907 7.8508 US2 0.0984 102.5039 0.0960 1.5366 US20 0.8635 119.8438 0.7205 11.5283 US30 1.2962 127.2812 1.0184 16.2938 US5 0.2588 107.4531 0.2409 3.8541 VIX 0.3464 15.2500 2.2712 36.3388 WHEAT 10.9452 595.5000 1.8380 29.4077 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 677.40 0.50 341.89 1.00 341.89 52202.45 152.69 9.64 147.25 BITCOIN 58.75 2.66 156.37 1.00 156.37 52202.45 333.84 -12.28 -409.95 BOBL 1164.40 0.23 263.21 1.08 284.70 52202.45 183.36 -8.39 -153.86 BTP 1177.10 0.49 579.92 1.08 627.27 52202.45 83.22 -3.84 -31.94 BUND 1318.40 0.42 547.64 1.08 592.35 52202.45 88.13 -4.52 -39.83 BUXL 1304.20 1.03 1336.90 1.08 1446.06 52202.45 36.10 -7.80 -28.18 CAC 765.10 0.89 679.17 1.08 734.62 52202.45 71.06 -7.28 -51.75 CAD 734.90 0.34 247.03 1.00 247.03 52202.45 211.32 -1.84 -38.90 CANOLA 124.32 1.33 164.80 0.73 120.85 52202.45 431.95 -14.01 -605.21 CHF 1406.81 0.41 578.96 1.00 578.96 52202.45 90.17 -9.26 -83.47 COCOA 738.50 3.94 2910.86 1.00 2910.86 52202.45 17.93 3.25 5.83 COFFEE 914.06 2.01 1836.19 1.00 1836.19 52202.45 28.43 7.27 20.67 COPPER 1127.88 1.41 1587.87 1.00 1587.87 52202.45 32.88 2.13 7.01 CORN 205.50 1.44 296.12 1.00 296.12 52202.45 176.29 -20.00 -352.58 COTTON2 354.60 1.47 522.03 1.00 522.03 52202.45 100.00 -13.39 -133.86 CRUDE_W 787.70 1.16 914.73 1.00 914.73 52202.45 57.07 12.41 70.83 DAX 186.70 0.75 139.80 1.08 151.22 52202.45 345.22 2.19 75.71 DOW 200.45 0.53 106.05 1.00 106.05 52202.45 492.25 -1.55 -76.17 DX 1041.40 0.34 353.76 1.00 353.76 52202.45 147.56 1.92 28.32 EUR 1362.69 0.38 519.59 1.00 519.59 52202.45 100.47 1.78 17.90 EURIBOR-ICE 2438.00 0.05 123.26 1.08 133.32 52202.45 391.56 -1.35 -52.85 EUROSTX 500.60 0.86 431.09 1.08 466.29 52202.45 111.95 -1.68 -18.80 FEEDCOW 1279.88 0.72 920.70 1.00 920.70 52202.45 56.70 -4.59 -26.04 GASOIL 777.25 1.38 1074.10 1.00 1074.10 52202.45 48.60 0.58 2.82 GASOLINE 967.26 1.37 1322.65 1.00 1322.65 52202.45 39.47 9.62 37.96 GAS_US_mini 57.00 4.05 230.93 1.00 230.93 52202.45 226.05 -6.85 -154.85 GBP 807.62 0.43 344.05 1.00 344.05 52202.45 151.73 8.80 133.49 GOLD_micro 242.18 0.89 214.42 1.00 214.42 52202.45 243.46 1.76 42.79 HEATOIL 1072.05 1.33 1429.67 1.00 1429.67 52202.45 36.51 -4.68 -17.09 JGB-SGX-mini 143000.00 0.17 23830.01 0.01 147.58 52202.45 353.73 -0.94 -33.35 JPY 795.00 0.65 516.32 1.00 516.32 52202.45 101.11 -13.72 -138.69 LEANHOG 277.50 1.80 499.19 1.00 499.19 52202.45 104.57 -13.01 -136.06 LIVECOW 734.00 0.67 493.98 1.00 493.98 52202.45 105.68 13.59 143.58 LUMBER-new 131.45 1.84 242.25 1.00 242.25 52202.45 215.49 -11.12 -239.54 MILK 406.00 1.43 578.61 1.00 578.61 52202.45 90.22 -1.62 -14.63 MXP 278.70 0.92 257.47 1.00 257.47 52202.45 202.75 1.13 22.88 NASDAQ_micro 409.20 0.77 316.70 1.00 316.70 52202.45 164.83 4.52 74.50 NIKKEI 41555.00 0.77 31958.08 0.01 197.91 52202.45 263.76 10.79 284.53 NZD 609.80 0.56 339.98 1.00 339.98 52202.45 153.55 1.48 22.76 OAT 1245.10 0.43 532.23 1.08 575.69 52202.45 90.68 -4.61 -41.79 OATIES 159.00 2.17 344.83 1.00 344.83 52202.45 151.39 -10.96 -165.88 OJ 663.08 2.08 1381.09 1.00 1381.09 52202.45 37.80 8.52 32.20 PALLAD 997.00 2.38 2376.68 1.00 2376.68 52202.45 21.96 1.52 3.33 PLAT 509.25 1.62 823.75 1.00 823.75 52202.45 63.37 1.03 6.53 REDWHEAT 300.50 1.93 580.61 1.00 580.61 52202.45 89.91 -14.26 -128.18 RICE 297.30 0.92 274.47 1.00 274.47 52202.45 190.19 0.05 0.88 ROBUSTA 456.60 1.81 825.62 1.00 825.62 52202.45 63.23 9.21 58.20 RUSSELL 107.00 1.05 112.69 1.00 112.69 52202.45 463.25 -1.78 -82.35 SHATZ 1057.10 0.08 87.93 1.08 95.11 52202.45 548.88 -8.13 -446.27 SILVER-mini 805.62 1.72 1388.62 1.00 1388.62 52202.45 37.59 5.89 22.15 SMI 1228.10 0.61 752.22 1.11 838.42 52202.45 62.26 13.80 85.94 SOFR 2413.25 0.07 167.95 1.00 167.95 52202.45 310.82 3.15 97.97 SOYBEAN 534.12 1.13 601.37 1.00 601.37 52202.45 86.81 -18.62 -161.67 SOYMEAL 314.80 1.39 438.68 1.00 438.68 52202.45 119.00 -16.29 -193.88 SOYOIL 277.38 1.78 494.51 1.00 494.51 52202.45 105.56 -4.52 -47.68 SP400 3018.60 0.85 2561.93 1.00 2561.93 52202.45 20.38 -5.66 -11.54 SP500_micro 282.16 0.50 140.61 1.00 140.61 52202.45 371.26 7.79 289.03 SUGAR11 222.10 1.49 332.02 1.00 332.02 52202.45 157.23 0.76 12.01 US10 1111.41 0.36 404.10 1.00 404.10 52202.45 129.18 0.59 7.58 US10U 1148.44 0.49 563.51 1.00 563.51 52202.45 92.64 2.11 19.58 US2 2050.08 0.10 196.89 1.00 196.89 52202.45 265.14 -2.83 -75.00 US20 1198.44 0.72 863.49 1.00 863.49 52202.45 60.45 3.17 19.15 US30 1272.81 1.02 1296.18 1.00 1296.18 52202.45 40.27 0.66 2.66 US5 1074.53 0.24 258.84 1.00 258.84 52202.45 201.68 -0.34 -6.93 VIX 152.50 2.27 346.35 1.00 346.35 52202.45 150.72 -20.00 -301.44 WHEAT 297.75 1.84 547.26 1.00 547.26 52202.45 95.39 -13.35 -127.39 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 147.253 0.010 2.5 3.821 BITCOIN -409.947 0.043 2.5 -44.392 BOBL -153.855 0.004 2.5 -1.560 BTP -31.939 0.014 2.5 -1.089 BUND -39.832 0.004 2.5 -0.404 BUXL -28.176 0.004 2.5 -0.286 CAC -51.754 0.014 2.5 -1.765 CAD -38.896 0.010 2.5 -1.009 CANOLA -605.214 0.010 2.5 -14.724 CHF -83.473 0.010 2.5 -2.166 COCOA 5.828 0.009 2.5 0.125 COFFEE 20.673 0.005 2.5 0.241 COPPER 7.013 0.043 2.5 0.759 CORN -352.578 0.010 2.5 -8.578 COTTON2 -133.856 0.009 2.5 -2.867 CRUDE_W 70.827 0.043 2.5 7.670 DAX 75.706 0.014 2.5 2.582 DOW -76.173 0.009 2.5 -1.770 DX 28.319 0.010 2.5 0.735 EUR 17.902 0.010 2.5 0.464 EURIBOR-ICE -52.852 0.014 2.5 -1.803 EUROSTX -18.803 0.014 2.5 -0.641 FEEDCOW -26.043 0.013 2.5 -0.863 GASOIL 2.823 0.017 2.5 0.122 GASOLINE 37.958 0.017 2.5 1.645 GAS_US_mini -154.847 0.043 2.5 -16.768 GBP 133.491 0.010 2.5 3.464 GOLD_micro 42.790 0.014 2.5 1.459 HEATOIL -17.086 0.017 2.5 -0.741 JGB-SGX-mini -33.354 0.043 2.5 -3.612 JPY -138.693 0.010 2.5 -3.599 LEANHOG -136.065 0.024 2.5 -8.269 LIVECOW 143.579 0.013 2.5 4.758 LUMBER-new -239.541 0.009 2.5 -5.129 MILK -14.628 0.009 2.5 -0.313 MXP 22.880 0.059 2.5 3.358 NASDAQ_micro 74.499 0.009 2.5 1.731 NIKKEI 284.531 0.043 2.5 30.811 NZD 22.758 0.010 2.5 0.590 OAT -41.785 0.014 2.5 -1.425 OATIES -165.879 0.010 2.5 -4.036 OJ 32.200 0.009 2.5 0.690 PALLAD 3.334 0.014 2.5 0.114 PLAT 6.531 0.014 2.5 0.223 REDWHEAT -128.177 0.005 2.5 -1.700 RICE 0.883 0.010 2.5 0.021 ROBUSTA 58.205 0.005 2.5 0.680 RUSSELL -82.349 0.013 2.5 -2.729 SHATZ -446.270 0.004 2.5 -4.525 SILVER-mini 22.146 0.014 2.5 0.755 SMI 85.943 0.014 2.5 2.931 SOFR 97.971 0.024 2.5 5.954 SOYBEAN -161.673 0.004 2.5 -1.504 SOYMEAL -193.876 0.004 2.5 -1.803 SOYOIL -47.681 0.004 2.5 -0.444 SP400 -11.537 0.013 2.5 -0.382 SP500_micro 289.028 0.009 2.5 6.717 SUGAR11 12.013 0.009 2.5 0.255 US10 7.582 0.005 2.5 0.096 US10U 19.584 0.005 2.5 0.248 US2 -74.998 0.005 2.5 -0.950 US20 19.148 0.005 2.5 0.243 US30 2.655 0.005 2.5 0.034 US5 -6.929 0.005 2.5 -0.088 VIX -301.440 0.099 2.5 -74.408 WHEAT -127.388 0.005 2.5 -1.690 ===================== Position diags ===================== AUD 3.96 BITCOIN 36.15 BOBL 1.86 BTP 2.84 BUND 0.89 BUXL 0.37 CAC 2.42 CAD 5.48 CANOLA 10.51 CHF 2.34 COCOA 0.38 COFFEE 0.33 COPPER 3.56 CORN 4.29 COTTON2 2.14 CRUDE_W 6.18 DAX 11.77 DOW 11.44 DX 3.83 EUR 2.61 EURIBOR-ICE 13.36 EUROSTX 3.82 FEEDCOW 1.88 GASOIL 2.11 GASOLINE 1.71 GAS_US_mini 24.48 GBP 3.94 GOLD_micro 8.30 HEATOIL 1.58 JGB-SGX-mini 38.30 JPY 2.62 LEANHOG 6.36 LIVECOW 3.50 LUMBER-new 4.61 MILK 1.93 MXP 29.76 NASDAQ_micro 3.83 NIKKEI 28.56 NZD 3.98 OAT 3.09 OATIES 3.68 OJ 0.81 PALLAD 0.75 PLAT 2.16 REDWHEAT 1.19 RICE 4.63 ROBUSTA 0.74 RUSSELL 15.35 SHATZ 5.57 SILVER-mini 1.28 SMI 2.12 SOFR 18.89 SOYBEAN 0.81 SOYMEAL 1.11 SOYOIL 0.98 SP400 0.68 SP500_micro 8.63 SUGAR11 3.34 US10 1.64 US10U 1.17 US2 3.36 US20 0.77 US30 0.51 US5 2.56 VIX 37.20 WHEAT 1.27 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.8 3.4 4.2 11.0 11 BITCOIN -44.4 -48.0 -40.8 0.0 0 BOBL -1.6 -1.7 -1.4 0.0 0 BTP -1.1 -1.4 -0.8 -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 -2.0 -1.5 0.0 0 CAD -1.0 -1.6 -0.5 0.0 0 CANOLA -14.7 -15.8 -13.7 -2.0 -2 CHF -2.2 -2.4 -1.9 -1.0 -1 COCOA 0.1 0.1 0.2 0.0 0 COFFEE 0.2 0.2 0.3 0.0 0 COPPER 0.8 0.4 1.1 1.0 1 CORN -8.6 -9.0 -8.1 -9.0 -9 COTTON2 -2.9 -3.1 -2.7 -6.0 -6 CRUDE_W 7.7 7.1 8.3 5.0 5 DAX 2.6 1.4 3.8 17.0 17 DOW -1.8 -2.9 -0.6 0.0 0 DX 0.7 0.4 1.1 5.0 5 EUR 0.5 0.2 0.7 -1.0 -1 EURIBOR-ICE -1.8 -3.1 -0.5 -8.0 -8 EUROSTX -0.6 -1.0 -0.3 -2.0 -2 FEEDCOW -0.9 -1.1 -0.7 1.0 1 GASOIL 0.1 -0.1 0.3 0.0 0 GASOLINE 1.6 1.5 1.8 4.0 4 GAS_US_mini -16.8 -19.2 -14.3 -10.0 -10 GBP 3.5 3.1 3.9 1.0 1 GOLD_micro 1.5 0.6 2.3 -3.0 -3 HEATOIL -0.7 -0.9 -0.6 -1.0 -1 JGB-SGX-mini -3.6 -7.4 0.2 -2.0 -2 JPY -3.6 -3.9 -3.3 -7.0 -7 LEANHOG -8.3 -8.9 -7.6 -9.0 -9 LIVECOW 4.8 4.4 5.1 8.0 8 LUMBER-new -5.1 -5.6 -4.7 -2.0 -2 MILK -0.3 -0.5 -0.1 NaN 0 MXP 3.4 0.4 6.3 -1.0 -1 NASDAQ_micro 1.7 1.3 2.1 5.0 5 NIKKEI 30.8 28.0 33.7 30.0 30 NZD 0.6 0.2 1.0 1.0 1 OAT -1.4 -1.7 -1.1 -1.0 -1 OATIES -4.0 -4.4 -3.7 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 0.4 0.0 0 REDWHEAT -1.7 -1.8 -1.6 -2.0 -2 RICE 0.0 -0.4 0.5 NaN 0 ROBUSTA 0.7 0.6 0.8 0.0 0 RUSSELL -2.7 -4.3 -1.2 -33.0 -33 SHATZ -4.5 -5.1 -4.0 NaN 0 SILVER-mini 0.8 0.6 0.9 0.0 0 SMI 2.9 2.7 3.1 0.0 0 SOFR 6.0 4.1 7.8 NaN 0 SOYBEAN -1.5 -1.6 -1.4 -4.0 -4 SOYMEAL -1.8 -1.9 -1.7 0.0 0 SOYOIL -0.4 -0.5 -0.3 -1.0 -1 SP400 -0.4 -0.4 -0.3 0.0 0 SP500_micro 6.7 5.9 7.6 10.0 10 SUGAR11 0.3 -0.1 0.6 6.0 6 US10 0.1 -0.1 0.3 0.0 0 US10U 0.2 0.1 0.4 2.0 2 US2 -1.0 -1.3 -0.6 NaN 0 US20 0.2 0.2 0.3 0.0 0 US30 0.0 -0.0 0.1 1.0 1 US5 -0.1 -0.3 0.2 -1.0 -1 VIX -74.4 -78.1 -70.7 -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 0.1 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 0.3 0.6 0.4 0.6 0.2 -0.2 0.2 -0.1 BITCOIN -0.6 -0.6 -0.2 -0.1 -0.0 -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 -0.2 0.0 -0.2 0.5 -0.2 -2.7 -0.0 -0.0 0.1 -0.1 0.3 -0.1 -0.2 -0.2 -0.6 0.3 -0.1 -0.6 -0.2 -0.1 0.0 BOBL 0.0 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 -0.3 -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 0.0 -0.1 -0.1 -0.7 -0.5 -0.3 -0.4 BTP 0.1 -0.2 -0.3 0.0 0.1 -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 0.1 -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 0.1 -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 0.1 -0.2 -0.0 -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 -0.3 -0.0 -0.3 0.0 -0.7 -0.7 -0.5 -0.3 CAC -0.2 -0.6 -0.6 0.1 0.1 0.2 0.1 0.2 0.1 -0.0 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 -1.2 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 0.5 -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 0.1 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 0.0 -0.1 0.1 -0.2 0.1 -0.0 -0.2 0.6 0.0 -0.0 0.1 -0.2 -0.1 -0.2 CANOLA -0.0 -0.4 0.4 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.2 -0.0 -0.0 -0.3 -0.2 -0.3 -0.3 -0.0 -0.0 -0.0 -0.2 -0.0 -2.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.2 -0.3 -0.3 -0.0 -0.1 -0.5 0.2 -0.1 CHF -0.3 0.6 -0.2 -0.0 0.1 -0.1 0.1 0.0 0.0 0.1 -0.4 -0.1 -0.5 -0.0 -0.1 -0.4 -0.3 -0.3 -0.3 -0.0 -0.1 -0.0 -0.4 -0.0 0.8 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -1.1 -0.4 -0.2 0.2 -0.4 0.3 -0.4 -0.0 -0.4 COCOA -0.6 -0.1 -0.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.1 0.1 -0.0 0.1 -0.0 -0.0 0.3 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 0.2 -0.1 0.2 0.6 0.4 0.1 0.5 0.3 COFFEE -0.0 0.1 0.1 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 0.1 0.3 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 0.1 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 0.0 0.1 -0.1 0.0 0.0 -0.1 0.0 -0.0 0.0 0.1 0.0 0.2 0.0 -1.4 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.3 0.2 0.1 0.1 0.6 0.1 0.0 0.4 0.3 CORN -0.6 -0.6 0.1 -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 0.1 -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 -0.2 -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 0.1 -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 -0.2 -0.1 0.7 0.7 0.7 0.7 DAX -0.0 -0.6 -0.3 0.1 0.1 0.2 0.1 0.2 0.1 0.1 0.3 0.1 0.6 -0.1 -0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.1 0.1 0.5 -0.0 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 0.2 0.3 0.2 0.6 0.0 0.0 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.4 0.1 -2.0 0.0 0.1 0.2 0.1 0.4 0.0 -0.5 -0.3 -0.4 -0.6 -0.4 0.4 -0.1 0.4 -0.2 DX -0.0 -0.1 0.2 -0.0 0.1 -0.1 0.1 0.0 0.0 -0.2 0.5 -0.1 0.6 0.0 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 0.1 0.1 0.6 -0.2 0.3 -0.2 0.4 EUR 0.1 -0.0 -0.1 -0.0 0.1 -0.1 0.1 0.0 0.0 0.2 -0.3 0.2 -0.4 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.2 0.1 2.7 -0.0 0.1 -0.0 0.1 -0.0 0.0 -0.4 0.4 0.4 -0.0 0.1 -0.1 -0.7 -0.1 -0.6 EURIBOR-ICE 0.1 0.1 -0.4 0.0 0.0 -0.0 0.0 -0.0 0.0 0.1 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.0 -0.0 0.0 1.6 -0.0 0.1 -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 0.2 0.1 0.1 0.4 0.1 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 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 0.2 -0.1 -0.1 -0.1 0.0 -0.1 -0.4 -0.3 -0.4 -0.0 -0.0 -0.2 -0.0 -0.1 -1.1 -0.0 -0.1 -0.0 -0.1 0.1 -0.0 -1.1 -0.5 0.4 0.6 -0.2 0.2 0.7 0.4 0.7 GASOIL 0.4 0.1 -0.4 0.0 -0.1 0.0 -0.0 0.1 0.0 -0.2 0.1 -0.0 0.5 0.1 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 0.0 0.3 0.3 -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 0.0 0.3 0.1 -2.7 0.0 -0.0 0.0 0.0 0.2 0.0 1.1 0.3 0.3 -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 -0.1 -0.1 -0.4 -0.4 -0.4 -0.1 -0.0 -0.1 -0.4 -0.1 2.7 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -1.1 -0.3 -0.6 0.0 0.1 -0.1 -0.2 -0.3 -0.5 GBP 0.0 0.2 0.0 -0.0 0.1 -0.1 0.1 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 0.2 0.1 0.1 0.2 0.1 0.2 0.2 0.1 0.2 0.5 0.5 0.6 0.5 0.0 -0.7 -0.0 -0.4 GOLD_micro 0.1 -0.4 0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 0.2 0.1 0.3 -0.0 0.0 -0.2 -0.3 -0.2 -0.3 0.0 0.1 0.1 0.3 0.1 -0.5 -0.0 0.0 0.1 0.0 0.2 -0.0 -0.7 0.4 0.4 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 -0.0 -0.1 -0.0 0.0 0.0 -0.2 0.1 0.2 -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 -0.0 0.0 0.1 -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 -0.0 -1.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 1.1 -0.1 -0.2 -0.3 -0.3 -0.2 -0.1 0.1 0.6 JPY -0.2 -0.1 -0.1 -0.0 0.1 -0.0 0.0 0.0 0.0 0.0 -0.4 -0.1 -0.6 -0.1 -0.2 -0.3 -0.3 -0.3 -0.3 -0.2 -0.2 -0.0 -0.5 -0.1 2.7 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 -1.1 -0.2 -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 -0.0 -0.1 -0.1 -0.1 -0.1 -1.0 -0.5 -0.3 -0.6 -0.6 -0.3 -0.3 -0.2 0.1 LIVECOW 0.4 0.5 0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 0.5 0.1 0.2 0.2 0.2 0.1 0.2 0.3 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 -0.3 0.6 0.6 0.6 0.1 0.7 0.3 0.7 LUMBER-new -0.2 -0.4 -0.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -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 0.2 -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 0.0 0.2 -0.1 -0.1 -0.0 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.1 0.0 -0.0 0.0 1.7 0.0 -0.0 0.1 -0.0 -0.0 0.0 -1.1 0.0 -0.2 0.6 0.6 -0.3 -0.7 -0.1 -0.7 MXP 0.3 -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 -0.0 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 0.2 0.4 -0.6 -0.2 0.5 0.5 0.7 0.7 NASDAQ_micro 0.1 0.6 0.1 0.1 0.1 0.2 0.1 0.2 0.1 0.1 0.5 0.1 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 0.0 0.2 0.1 -0.4 -0.2 0.6 0.6 0.5 -0.1 0.1 -0.3 0.1 NIKKEI 0.6 0.2 -0.3 0.1 0.1 0.2 0.1 0.3 0.1 0.1 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 0.1 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 0.1 -0.0 0.1 0.0 0.0 -0.0 0.0 -0.1 -0.0 -0.0 0.1 -0.0 0.0 0.0 0.0 0.0 0.0 -0.0 -0.0 -0.0 0.1 0.0 -0.0 0.1 -0.0 0.0 -0.0 0.3 -0.3 -0.2 0.3 0.3 0.2 -0.2 0.3 0.0 OAT 0.1 -0.2 -0.4 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.2 0.1 -0.1 -0.0 -0.1 -0.0 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 -0.1 -0.0 0.6 0.0 -0.1 -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 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -0.1 0.0 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -2.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.4 -0.5 -0.1 0.1 -0.0 0.4 0.4 OJ -0.1 -0.6 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.3 0.1 0.4 0.0 0.1 0.2 0.2 0.2 0.2 0.1 0.2 0.1 0.4 0.1 -2.7 0.0 0.0 0.1 0.0 0.3 0.0 1.0 0.4 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 0.0 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 0.1 -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 -0.0 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 -0.0 -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 -0.0 -0.5 -0.2 -0.6 -0.5 0.4 -0.5 -0.7 -0.3 -0.6 RICE -0.6 -0.3 0.5 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 0.4 -0.2 0.6 -0.2 0.1 0.4 0.4 0.4 0.4 -0.1 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 0.4 -0.6 -0.3 -0.6 -0.2 ROBUSTA -0.1 0.2 -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 0.4 0.4 0.4 0.4 0.1 0.2 0.2 0.5 0.2 -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 -0.2 0.1 0.1 0.2 0.1 0.2 0.1 0.1 0.2 0.1 0.4 -0.0 -0.0 -0.2 -0.1 -0.1 -0.1 -0.0 0.0 0.1 0.1 0.0 -0.2 0.0 0.2 0.1 0.1 0.2 0.1 -0.0 0.1 -0.3 -0.6 -0.4 0.1 -0.7 0.1 -0.7 SHATZ 0.1 0.6 -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 0.1 -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 0.1 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 0.5 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 0.2 0.5 0.1 0.7 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 0.1 0.3 0.0 0.6 -0.3 -0.6 0.1 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 0.1 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 0.2 0.2 -0.5 0.6 0.1 SOYBEAN -0.5 -0.6 0.0 -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 -0.6 -0.4 -0.1 -0.6 -0.7 -0.3 -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 0.3 0.2 0.2 0.1 -0.2 -0.1 -0.2 -0.2 -0.2 -2.7 -0.0 -0.0 -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 0.0 -0.2 0.1 -2.7 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.1 0.4 0.6 0.4 -0.1 -0.4 -0.5 -0.0 -0.1 SP400 -0.1 -0.5 -0.3 0.1 0.1 0.2 0.1 0.2 0.1 0.1 0.3 0.0 0.5 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 0.1 0.3 -0.0 -1.8 0.0 0.1 0.1 0.1 0.3 0.0 0.0 -0.1 -0.5 -0.6 -0.3 0.2 -0.3 0.2 -0.7 SP500_micro 0.3 0.6 0.4 0.1 0.1 0.2 0.1 0.3 0.1 0.1 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 0.0 0.2 0.1 0.3 0.1 -0.6 -0.1 0.5 0.6 0.6 0.3 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 0.0 -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 0.0 0.7 0.1 0.6 0.6 -0.4 0.2 0.7 0.4 0.7 US10 0.1 0.5 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 0.1 -0.1 0.1 0.3 0.0 0.0 0.0 0.0 -0.0 0.0 -0.4 -0.1 0.0 0.2 0.1 0.1 -0.6 0.4 0.1 US10U 0.0 0.5 0.1 0.0 0.1 -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 0.1 -0.2 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.0 0.0 -0.2 -0.0 0.2 0.1 0.1 -0.5 0.6 0.4 US2 0.3 0.6 -0.2 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 0.1 2.0 0.0 0.1 -0.0 0.0 -0.1 0.0 -1.1 0.1 0.1 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 0.1 -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 0.0 0.0 0.0 0.0 0.0 0.0 0.2 -0.2 -0.1 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 0.1 -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 0.2 0.5 -0.0 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 0.1 -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 -0.5 -0.1 -0.0 -0.4 -0.1 -0.7 -0.1 -0.3 -0.9 -0.3 -1.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.2 -0.9 -0.3 NaN -0.2 -0.0 -0.5 -0.1 -0.8 -0.1 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 -0.1 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.1 -0.1 -0.5 -0.4 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 7.7 6.3 6.0 -2.1 10.3 -2.0 5.9 0.3 0.4 20.0 2.5 20.0 -3.2 19.6 20.0 -2.2 -2.7 -2.4 -2.6 12.2 7.4 18.5 0.3 16.1 3.9 7.0 10.1 4.6 11.3 1.4 9.5 -0.0 12.1 20.0 12.8 19.6 5.0 -6.7 6.4 -1.7 BITCOIN -20.0 -19.3 -5.2 -4.7 -3.3 -1.5 -5.5 0.2 -6.2 -11.4 6.6 -16.8 12.6 -17.0 -13.3 -7.0 -7.4 -7.4 -7.5 -14.6 4.5 -20.0 18.7 -20.0 -20.0 -4.2 -2.4 3.1 -6.4 8.8 -7.7 -3.6 -7.8 -20.0 9.5 -4.5 -17.4 -5.6 -2.6 0.2 BOBL 1.1 6.9 -7.1 0.7 4.4 -0.3 2.2 -1.4 1.3 4.7 -6.9 -2.6 -6.1 0.3 -3.0 -20.0 -11.0 -17.5 -12.7 -1.9 -4.1 0.3 -5.6 -0.6 3.9 -0.7 2.9 -1.6 0.2 -2.1 -0.3 -14.6 -9.2 1.5 -4.5 -1.6 -20.0 -15.8 -9.3 -10.9 BTP 2.6 -7.1 -7.9 1.3 7.6 -0.5 3.7 -2.4 2.2 13.9 2.5 11.6 8.5 0.2 -6.7 0.4 4.4 1.5 2.8 -1.8 -0.0 11.4 3.8 2.9 -20.0 -0.9 14.6 0.8 8.9 3.7 2.4 11.8 14.0 3.9 -11.0 0.2 -18.5 -14.4 -2.2 2.4 BUND -0.9 4.1 -5.2 0.8 4.6 -0.3 2.3 -1.5 1.3 5.8 -6.0 -2.0 -3.2 -0.4 -2.8 4.7 0.0 0.5 -1.1 -1.6 -2.7 0.7 -3.7 -0.8 1.1 -0.6 3.5 -0.8 0.5 -0.9 -0.4 4.2 -8.8 0.8 -5.0 0.8 -20.0 -19.9 -8.3 -11.8 BUXL -4.5 0.6 -4.2 0.9 5.2 -0.4 2.5 -1.6 1.5 6.8 -6.2 -4.0 -2.7 -4.2 -5.4 -1.0 -2.8 -3.1 -3.6 -3.2 -3.3 -0.9 -4.3 -2.8 -2.5 -1.3 2.3 -0.7 -0.5 -0.7 -1.5 0.0 -11.1 -1.3 -7.9 1.3 -20.0 -20.0 -14.6 -10.5 CAC -6.8 -20.0 -20.0 5.6 7.8 6.0 7.4 6.4 6.3 -0.0 2.5 -5.4 10.5 -13.3 -11.8 -9.1 -0.7 -4.1 -1.1 -13.9 -3.3 -6.8 7.4 -14.0 -9.4 -4.2 -0.3 -0.3 -2.2 3.1 -4.5 10.0 -20.0 -20.0 -20.0 -20.0 2.0 7.1 -2.1 10.1 CAD 8.3 2.6 -4.5 -2.3 11.3 -2.2 6.5 0.3 0.4 17.0 -16.5 18.2 -15.6 10.6 -4.9 -4.2 -2.9 -3.9 -3.4 -0.4 -6.5 9.0 -9.7 6.4 -1.0 0.1 4.9 -4.3 7.4 -6.3 5.3 -0.8 -6.8 20.0 1.3 -1.1 4.4 -7.0 -3.5 -4.5 CANOLA -0.6 -11.4 13.8 -2.2 -1.6 -1.1 -1.9 -0.6 -2.4 -6.3 -4.8 -0.4 -6.8 -3.6 -3.0 -16.3 -10.3 -15.4 -14.3 -4.3 -4.5 -5.0 -7.0 -3.9 -19.5 -2.6 -3.8 -2.1 -3.2 -2.7 -3.1 -20.0 -7.8 -8.8 -8.4 -0.4 -3.6 -14.8 5.9 -4.3 CHF -7.9 18.5 -7.6 -2.0 9.5 -1.9 5.5 0.3 0.3 12.2 -16.3 -10.4 -15.0 -2.7 -6.0 -17.7 -16.6 -17.3 -16.9 -4.4 -11.5 -2.6 -13.3 -3.5 5.8 -1.5 2.4 -4.5 -1.1 -5.1 -1.3 -20.0 -18.2 -4.7 6.7 -11.3 7.6 -13.5 -0.5 -12.7 COCOA -20.0 -2.9 -20.0 -1.6 -1.2 -0.8 -1.4 -0.5 -1.8 5.7 2.6 -2.9 4.0 -2.2 -1.5 16.7 15.5 18.1 18.8 -0.2 4.9 0.3 7.8 -2.4 -17.8 0.9 1.3 4.3 0.3 6.9 -0.4 20.0 9.6 -4.6 6.1 20.0 12.4 4.0 16.3 8.5 COFFEE -1.3 3.8 4.4 -4.0 -2.9 -2.0 -3.4 -1.1 -4.4 10.6 12.9 9.7 12.0 13.1 12.5 3.7 7.0 5.1 6.8 14.6 15.1 19.9 12.9 15.5 -20.0 4.8 6.9 6.8 6.8 7.2 4.6 11.9 20.0 20.0 20.0 20.0 2.5 -10.9 12.3 -2.7 COPPER -3.4 -13.5 10.0 -2.2 -1.6 -0.7 -2.6 0.1 -3.0 1.3 3.4 3.3 3.9 -5.2 0.2 0.8 -2.6 0.3 -1.2 1.8 6.4 3.4 7.2 1.1 -10.5 0.0 -1.3 2.6 -0.9 3.0 -1.4 5.7 10.0 4.1 3.1 18.0 3.4 0.6 13.1 9.1 CORN -20.0 -20.0 4.4 -3.1 -2.3 -1.5 -2.7 -0.9 -3.4 -8.4 -10.0 -12.4 -12.2 -13.0 -11.4 -15.8 -12.8 -17.2 -16.6 -19.7 -12.7 -20.0 -11.7 -20.0 -10.2 -4.1 -2.4 -2.5 -5.4 -2.3 -5.9 -20.0 -20.0 -20.0 -18.4 -3.9 -20.0 -15.6 -20.0 -1.8 COTTON2 4.6 -13.1 -20.0 -3.4 -2.5 -1.7 -2.9 -1.0 -3.7 -9.7 -13.5 -12.1 -10.3 -12.5 -14.2 -9.5 0.5 -4.1 -1.0 -16.6 -17.4 -9.6 -11.9 -11.6 -20.0 -4.2 -0.8 -3.5 -1.4 -0.9 -2.4 -0.7 -9.3 10.3 1.6 -20.0 -3.6 -9.6 12.4 -0.6 CRUDE_W 14.8 1.9 -5.8 1.7 -8.2 1.4 -2.8 3.2 2.0 -12.1 13.5 11.7 16.6 20.0 14.6 14.5 12.4 13.8 13.2 13.1 10.5 5.7 12.8 14.9 -4.5 0.1 -1.7 -0.0 1.3 3.5 2.8 5.8 12.1 9.3 -7.2 -2.0 20.0 20.0 20.0 20.0 DAX -0.9 -20.0 -9.4 6.0 8.5 6.5 8.0 6.9 6.9 13.7 12.9 8.5 16.1 -6.1 -4.2 -9.4 -11.2 -10.3 -11.1 0.1 9.0 5.6 16.7 -0.0 11.6 0.7 5.0 7.3 2.7 12.1 -0.3 -8.3 -16.3 -20.0 -20.0 0.5 5.2 5.4 -4.7 8.1 DOW 10.3 -4.7 -5.6 6.3 8.8 6.7 8.3 7.2 7.1 17.3 12.7 16.1 15.6 4.3 2.3 -12.0 -11.4 -11.7 -11.7 5.8 8.9 15.2 16.6 10.1 -14.8 2.7 11.7 5.9 8.3 11.1 4.5 -8.8 -12.3 -11.9 -20.0 -12.6 12.6 -1.9 11.1 -5.1 DX -0.6 -1.8 6.1 -2.1 10.1 -2.0 5.8 0.3 0.4 -19.2 17.4 -12.9 16.6 2.4 10.7 7.2 7.0 7.3 7.2 5.4 9.7 -14.7 10.9 -3.0 -20.0 2.8 -14.4 5.1 -8.9 5.9 -2.1 16.7 -20.0 3.8 4.2 20.0 -5.9 7.7 -6.1 11.7 EUR 3.2 -0.5 -3.2 -2.1 10.4 -2.0 6.0 0.3 0.4 19.9 -12.4 18.3 -11.5 1.4 -3.1 -7.5 -7.1 -7.4 -7.2 -1.6 -4.9 15.7 -5.9 6.1 20.0 -0.1 13.2 -1.3 10.7 -1.4 4.4 -7.6 17.4 12.0 -0.8 1.6 -2.3 -20.0 -4.4 -16.5 EURIBOR-ICE 4.5 4.0 -12.8 0.7 4.2 -0.3 2.0 -1.3 1.2 7.4 -4.9 3.7 -0.3 3.3 -3.0 -4.9 -4.9 -5.4 -4.9 -1.0 -2.5 4.3 -1.8 1.7 11.8 -0.6 5.8 -1.3 2.8 -0.6 1.0 -2.7 0.7 3.6 -4.0 -4.1 -20.0 -20.0 -7.1 3.6 EUROSTX -2.0 -20.0 -14.4 5.9 8.3 6.4 7.9 6.8 6.7 7.6 14.5 6.3 17.0 -3.4 -3.1 -5.2 -2.5 -5.8 -4.2 0.0 9.2 2.0 17.7 -1.4 -2.4 0.7 2.3 8.2 0.9 14.1 -1.1 5.7 -20.0 -20.0 -20.0 -3.4 -6.0 2.8 -16.8 3.0 FEEDCOW -4.3 1.6 -1.9 -5.4 -3.9 -2.7 -4.6 -1.5 -5.9 -16.5 6.5 -13.6 -3.2 -6.8 0.2 -4.8 -20.0 -15.6 -20.0 -1.7 -1.4 -18.6 -0.4 -7.8 -7.9 -2.4 -10.4 -1.6 -8.4 1.6 -4.5 -20.0 -19.2 13.6 17.9 -7.3 4.6 20.0 13.1 20.0 GASOIL 13.1 2.8 -11.7 1.5 -7.4 1.3 -2.6 2.9 1.8 -19.8 4.8 -0.6 13.4 13.8 1.0 -1.0 12.1 0.6 5.8 5.3 2.6 -2.4 8.3 7.8 5.9 2.2 -6.8 0.6 -0.9 2.9 3.7 0.1 2.0 7.7 7.9 -7.0 -20.0 -13.4 -20.0 -20.0 GASOLINE 16.3 -2.6 -8.6 1.6 -7.7 1.3 -2.7 3.0 1.9 -10.4 9.8 14.2 15.1 18.3 1.3 20.0 20.0 20.0 20.0 6.4 6.0 5.0 12.2 10.8 -20.0 0.0 -1.4 0.2 1.7 4.4 3.0 20.0 11.5 8.6 -5.0 -5.3 20.0 20.0 20.0 20.0 GAS_US_mini -20.0 2.1 20.0 0.8 -4.1 0.7 -1.4 1.6 1.0 -11.5 -8.5 -12.7 -10.8 -11.1 -5.1 -5.4 -20.0 -20.0 -20.0 -5.3 -4.5 -16.5 -13.1 -13.4 20.0 -0.5 -4.0 -1.1 -4.9 -3.8 -3.3 -20.0 -12.2 -20.0 1.1 2.4 -2.1 -7.4 -8.0 -15.0 GBP 1.2 5.2 1.4 -2.3 11.3 -2.2 6.5 0.3 0.4 20.0 14.7 20.0 5.8 18.7 17.4 -0.8 -0.8 -0.9 -0.8 10.2 7.2 20.0 5.9 15.9 1.0 6.3 20.0 5.3 15.2 4.4 9.2 3.2 20.0 15.6 20.0 15.9 1.0 -20.0 -0.3 -11.6 GOLD_micro 2.4 -12.7 2.3 -2.7 -1.9 -0.9 -3.2 0.1 -3.6 8.4 7.8 7.4 8.9 -1.1 4.5 -11.2 -13.5 -11.7 -12.6 4.4 8.7 9.6 10.6 5.1 -3.5 -0.3 4.5 3.4 1.5 5.5 -1.0 -13.3 18.5 11.6 6.8 16.9 4.1 -7.1 11.6 -0.7 HEATOIL 15.5 4.6 -10.3 1.6 -7.7 1.3 -2.7 3.0 1.9 -20.0 -1.1 -0.6 7.2 15.3 0.8 -5.8 10.4 -4.3 2.2 4.8 -0.4 -2.2 3.5 8.4 -20.0 -1.3 -4.7 -2.6 -1.2 1.0 1.5 -4.3 2.6 6.1 -5.4 -18.6 1.9 7.1 -6.7 2.6 JGB-SGX-mini -7.1 2.3 -16.0 0.7 4.3 -0.3 2.1 -1.4 1.2 6.4 -5.2 -3.3 -1.5 -3.7 -5.8 20.0 18.6 20.0 19.1 -5.3 -5.3 -1.1 -3.0 -3.9 -8.6 -2.3 1.5 -2.6 -0.4 -2.1 -1.6 20.0 -3.5 -6.1 -9.2 -10.6 -5.6 -4.4 2.0 16.9 JPY -5.0 -3.2 -1.9 -1.4 6.8 -1.3 3.9 0.2 0.2 5.1 -16.2 -9.0 -16.3 -13.5 -15.6 -15.9 -16.3 -15.8 -15.9 -18.1 -20.0 -3.2 -20.0 -12.9 20.0 -5.7 4.2 -6.4 -0.8 -6.9 -4.1 -20.0 -6.9 -19.8 -20.0 -20.0 -20.0 -12.3 -20.0 -11.7 LEANHOG -6.0 -20.0 -18.7 -3.8 -2.8 -1.9 -3.2 -1.1 -4.2 -11.0 -10.9 -14.3 -7.5 -15.7 -15.9 20.0 -16.0 20.0 5.5 -20.0 -18.5 -20.0 -10.4 -20.0 4.4 -5.5 -4.5 -3.3 -5.1 -1.5 -5.6 -18.2 -20.0 -9.1 -20.0 -20.0 -9.9 -9.7 -4.5 3.9 LIVECOW 13.2 16.1 8.6 -5.6 -4.1 -2.8 -4.8 -1.6 -6.2 -18.2 17.3 5.4 6.4 15.2 18.3 6.5 10.7 17.3 16.3 20.0 16.5 0.8 9.8 18.7 -10.6 7.2 -3.9 5.8 -0.8 5.0 4.9 20.0 -14.3 20.0 20.0 20.0 3.2 20.0 8.6 20.0 LUMBER-new -6.1 -9.7 -20.0 -2.3 -1.7 -1.1 -2.0 -0.6 -2.5 -3.7 -8.3 -7.0 -7.9 -7.9 -9.1 -14.4 -17.3 -16.8 -17.5 -12.6 -11.3 -6.3 -7.6 -9.9 NaN -3.3 0.2 -3.5 -0.5 -2.3 -1.7 -20.0 3.3 4.2 -5.6 -20.0 -2.6 -7.7 4.3 -4.2 MILK -13.6 8.8 20.0 -2.8 -2.1 -1.4 -2.5 -0.8 -3.2 1.1 6.9 -4.8 -3.0 -0.5 8.2 -20.0 -20.0 -20.0 -20.0 8.7 8.5 0.1 -0.1 2.9 13.0 2.7 -1.3 2.7 -0.8 -0.3 0.3 -20.0 1.3 -6.4 20.0 20.0 -8.4 -20.0 -4.3 -20.0 MXP 8.0 -20.0 -20.0 -0.9 4.5 -0.9 2.6 0.1 0.2 9.1 -2.2 8.9 4.1 -3.2 -4.5 9.6 15.6 12.2 13.9 -6.5 -4.4 7.6 1.9 -0.6 -20.0 -2.2 2.3 -1.3 1.5 0.6 -0.7 20.0 6.6 10.9 -20.0 -7.1 16.1 14.6 20.0 20.0 NASDAQ_micro 4.5 17.6 3.1 5.2 7.3 5.6 6.9 5.9 5.9 5.7 17.3 12.4 17.3 15.8 16.8 -12.5 -10.9 -11.9 -11.4 20.0 20.0 20.0 20.0 20.0 -20.0 6.2 0.1 5.4 3.8 5.5 6.0 -8.1 -6.4 17.2 20.0 15.9 -2.7 4.4 -9.3 3.9 NIKKEI 20.0 5.7 -8.2 6.9 9.8 7.4 9.2 7.9 7.9 16.0 18.0 20.0 19.8 20.0 13.2 15.4 10.1 11.4 9.8 20.0 20.0 20.0 20.0 20.0 -20.0 6.8 10.0 6.4 12.8 8.8 10.6 20.0 20.0 20.0 17.7 -4.8 2.7 -6.3 -9.0 -11.8 NZD -7.7 5.3 3.3 -1.9 9.0 -1.8 5.2 0.3 0.3 -5.0 0.7 -7.2 -1.0 -4.0 9.5 -0.1 0.2 0.0 0.1 2.9 3.0 -3.1 -0.2 -0.7 0.4 1.6 -3.8 2.1 -2.2 0.8 -0.7 4.8 -14.2 -7.2 8.0 8.6 7.3 -5.6 9.4 1.2 OAT 2.1 -6.3 -11.0 0.9 5.4 -0.4 2.6 -1.7 1.5 8.9 -7.9 6.0 -3.3 -4.3 -7.9 -2.0 4.3 0.5 2.4 -5.9 -6.0 3.6 -4.9 -2.1 1.9 -2.9 4.8 -2.5 2.1 -1.4 -1.1 11.4 2.0 -2.1 -13.7 -5.0 -20.0 -18.4 -7.2 -3.1 OATIES -19.5 -20.0 4.2 -2.0 -1.5 -1.0 -1.7 -0.6 -2.2 -0.3 -6.3 -6.1 -7.1 -8.0 -7.4 -6.4 0.3 -1.3 1.0 -11.4 -7.7 -6.0 -5.5 -11.5 -20.0 -2.3 -0.5 -1.1 -2.1 -0.7 -2.9 0.7 -5.6 -13.9 -16.2 -2.6 1.6 -0.9 11.9 11.6 OJ -3.9 -20.0 -5.4 -3.3 -2.4 -1.7 -2.9 -0.9 -3.7 5.4 9.6 8.1 11.8 3.6 7.7 8.4 12.4 9.2 9.8 12.1 14.6 10.8 16.6 9.7 -20.0 3.3 1.5 4.9 2.0 7.0 1.9 18.6 15.9 15.4 20.0 20.0 9.4 9.7 20.0 20.0 PALLAD 20.0 1.1 3.2 -2.2 -1.6 -0.7 -2.6 0.1 -2.9 -1.1 -5.6 5.1 -8.3 3.5 -2.4 -1.0 -2.1 -1.8 -1.9 0.6 -3.2 4.3 -8.5 4.6 14.5 -0.8 0.5 -2.0 2.0 -3.2 1.3 5.8 18.9 20.0 10.3 -3.0 -20.0 -20.0 -20.0 -19.0 PLAT 1.7 -6.8 9.4 -2.8 -2.0 -0.9 -3.4 0.1 -3.8 -1.8 1.8 2.3 -3.2 -4.7 -0.0 -4.9 -4.2 -5.0 -4.7 2.1 3.4 1.2 1.8 1.0 7.5 -1.2 -1.1 0.8 -2.8 1.2 -2.8 1.6 -1.1 12.7 6.0 8.4 -20.0 -8.5 -5.2 3.1 REDWHEAT -20.0 -20.0 20.0 -3.3 -2.4 -1.7 -2.9 -0.9 -3.7 -3.4 -5.0 -11.0 -10.0 -13.0 -9.5 -10.6 -4.0 -9.3 -6.6 -13.3 -5.9 -11.4 -7.7 -18.0 -5.8 -2.9 -1.2 -1.0 -3.5 -1.3 -4.6 -9.1 -8.5 -20.0 -13.9 11.4 -14.6 -20.0 -8.2 -17.3 RICE -20.0 -8.2 14.3 -5.2 -3.8 -2.6 -4.5 -1.5 -5.7 -16.0 15.0 -19.2 17.0 -16.9 13.0 20.0 20.0 20.0 20.0 -4.6 10.4 -20.0 16.8 -20.0 -13.5 0.7 -3.0 3.6 -5.9 4.2 -4.2 20.0 -15.3 3.4 15.3 11.7 -16.5 -7.8 -16.8 -5.4 ROBUSTA -2.4 5.3 -17.6 -2.6 -1.9 -1.3 -2.3 -0.7 -2.9 7.3 9.8 6.9 10.1 8.7 8.8 20.0 20.0 20.0 20.0 13.3 15.8 18.9 17.0 14.0 -20.0 3.8 6.2 5.6 5.6 7.0 3.9 20.0 20.0 20.0 20.0 20.0 3.4 -6.8 11.0 4.1 RUSSELL 2.3 -8.1 -5.2 5.6 7.9 6.0 7.4 6.4 6.4 14.0 8.8 9.1 11.4 -3.4 -2.0 -7.7 -6.9 -7.5 -7.1 -0.2 2.2 13.4 5.0 3.6 -1.2 2.4 20.0 3.2 12.8 4.7 6.0 -0.8 3.6 -8.7 -17.5 -11.3 3.7 -20.0 2.4 -20.0 SHATZ 3.7 18.7 -3.0 0.7 4.1 -0.3 2.0 -1.3 1.2 3.8 -6.8 -1.9 -7.5 1.2 -1.6 -20.0 -20.0 -20.0 -20.0 -1.0 -5.1 0.9 -8.7 0.5 6.9 -0.2 2.9 -1.9 0.5 -3.0 0.4 -20.0 -8.2 4.5 -1.1 -4.2 -20.0 -15.0 -16.2 -11.5 SILVER-mini 0.3 -4.3 12.6 -2.4 -1.7 -0.8 -2.9 0.1 -3.3 8.4 7.1 7.2 6.5 2.1 6.0 -5.5 -6.5 -5.9 -6.2 7.0 9.1 8.9 7.8 6.3 2.3 0.6 2.8 3.0 1.3 3.6 -0.4 -1.6 20.0 9.2 13.4 16.5 -1.7 -8.3 5.6 4.3 SMI -9.6 4.3 12.3 6.5 9.2 7.0 8.7 7.5 7.5 17.3 18.9 5.8 18.1 9.5 16.1 -4.2 1.2 -3.1 -1.0 17.8 20.0 12.5 20.0 10.1 15.7 6.7 10.6 9.9 5.3 9.3 3.9 11.8 -12.2 -20.0 3.8 13.8 6.5 2.7 0.1 0.1 SOFR 4.2 16.2 0.0 0.9 5.4 -0.4 2.6 -1.7 1.6 10.1 -1.5 9.5 -3.0 9.5 6.2 -2.1 -1.4 -2.6 -2.1 5.0 0.7 9.3 -2.9 7.4 -3.0 2.7 4.3 1.5 2.6 0.1 2.7 2.7 -0.8 2.1 8.1 4.6 5.9 -15.2 18.8 2.2 SOYBEAN -14.7 -19.4 1.3 -3.4 -2.5 -1.7 -2.9 -1.0 -3.7 -12.0 -11.7 -12.7 -7.9 -13.6 -12.1 -2.2 6.3 -1.0 1.4 -16.2 -11.4 -20.0 -8.9 -19.7 -20.0 -4.5 -5.6 -2.7 -6.6 -1.8 -6.1 6.2 -19.9 -17.5 -13.2 -2.8 -17.5 -20.0 -10.3 -20.0 SOYMEAL -20.0 -20.0 8.4 -3.1 -2.3 -1.5 -2.7 -0.9 -3.4 -11.7 -10.9 -12.8 -9.8 -13.2 -10.7 17.0 7.9 10.3 6.9 -15.0 -9.6 -20.0 -8.2 -20.0 -20.0 -3.0 -5.0 -1.2 -6.8 -0.8 -5.9 11.5 -20.0 -20.0 -9.4 9.2 -20.0 -20.0 -20.0 -20.0 SOYOIL 18.6 8.4 2.6 -2.5 -1.8 -1.2 -2.2 -0.7 -2.8 -0.4 -6.7 2.7 -9.0 2.6 -2.5 5.6 0.3 0.7 -1.2 1.2 -3.7 4.6 -6.7 5.8 -20.0 -0.4 -1.1 -2.0 1.4 -2.5 1.7 -1.8 18.4 17.4 12.0 -4.1 -13.5 -15.9 -1.3 -1.6 SP400 -2.4 -15.9 -8.2 5.6 7.9 6.0 7.4 6.4 6.4 10.8 9.5 0.1 12.6 -10.0 -6.2 -5.4 -5.9 -6.2 -6.1 -2.8 4.2 6.6 10.5 -2.2 -13.5 1.4 16.1 4.3 8.3 7.1 2.9 0.8 -4.7 -14.2 -20.0 -9.3 4.8 -9.0 4.6 -20.0 SP500_micro 10.2 17.6 12.3 7.4 10.4 8.0 9.8 8.4 8.4 13.9 20.0 20.0 20.0 20.0 20.0 -15.6 -12.7 -14.4 -13.6 20.0 20.0 20.0 20.0 20.0 -20.0 9.2 4.3 9.1 7.4 9.6 9.1 -11.4 -4.8 16.6 20.0 18.5 7.7 1.3 -0.6 1.0 SUGAR11 20.0 18.1 -14.2 -4.2 -3.1 -2.1 -3.6 -1.2 -4.7 -13.3 -13.0 2.2 -9.6 9.6 -5.1 -3.9 9.8 -0.3 4.4 1.3 -10.3 -1.2 -10.3 7.5 -20.0 0.5 -3.3 -4.3 1.4 -4.1 3.8 12.4 5.9 20.0 20.0 -11.7 5.6 20.0 12.0 20.0 US10 2.9 14.5 1.2 0.8 4.6 -0.3 2.2 -1.5 1.3 8.4 -2.3 6.8 -5.0 7.2 3.6 -6.8 -7.3 -6.8 -7.0 2.9 -0.6 6.4 -4.7 4.8 2.4 2.1 3.3 1.0 1.8 -0.6 1.9 -6.8 -2.6 0.1 4.9 3.2 2.5 -18.4 11.9 2.4 US10U 0.8 14.3 2.4 1.0 6.1 -0.4 3.0 -1.9 1.8 11.2 -3.5 7.0 -6.3 8.0 4.3 -4.4 -2.7 -4.7 -3.9 2.9 -1.1 6.5 -6.3 4.6 0.3 2.6 4.0 1.4 1.8 -0.7 2.0 0.0 -6.6 -1.4 5.8 4.4 3.0 -15.1 19.3 10.7 US2 9.4 17.2 -6.3 0.8 5.1 -0.4 2.5 -1.6 1.5 9.0 -7.3 8.7 -9.6 8.7 -1.3 -20.0 -20.0 -20.0 -20.0 1.3 -5.5 10.1 -11.6 6.7 14.7 0.7 6.3 -1.6 3.7 -3.6 2.4 -20.0 3.7 1.8 0.6 -4.0 -0.3 -20.0 3.5 -12.6 US20 -2.8 11.8 3.1 0.7 4.2 -0.3 2.1 -1.3 1.2 6.7 -0.9 2.6 -2.3 4.0 3.5 -0.7 -0.8 -0.7 -0.6 1.8 0.1 2.9 -3.0 2.0 -1.1 2.0 2.0 1.6 0.7 0.3 1.1 4.4 -7.3 -1.9 5.3 5.3 1.3 -9.9 20.0 17.0 US30 -3.5 11.4 3.8 0.8 4.8 -0.3 2.4 -1.5 1.4 7.3 -2.1 1.4 -3.8 3.2 2.7 -4.8 -5.2 -5.0 -5.1 1.4 -0.5 2.3 -4.1 1.3 -0.6 2.0 2.0 1.6 0.5 -0.0 1.0 -3.4 -9.5 -2.7 4.8 4.9 -2.2 -9.6 11.9 18.2 US5 5.4 16.1 -0.9 0.8 5.0 -0.4 2.4 -1.6 1.4 9.2 -4.4 8.8 -7.4 8.7 2.6 -10.9 -10.3 -10.4 -10.2 3.0 -1.7 8.5 -6.4 6.1 6.1 2.0 4.7 0.4 2.7 -1.2 2.4 -12.1 0.5 1.2 4.5 1.4 2.8 -20.0 9.4 -5.1 VIX 0.9 -2.5 -10.4 -8.5 -2.0 -9.7 -5.0 -11.3 -7.0 -17.9 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -12.2 -20.0 -16.5 NaN -10.2 -2.0 -11.2 -5.9 -13.2 -8.6 NaN NaN NaN NaN NaN -15.4 -20.0 NaN NaN WHEAT -20.0 -20.0 20.0 -2.6 -1.9 -1.3 -2.2 -0.7 -2.8 -3.9 -2.8 -7.7 -6.7 -9.3 -6.9 -15.1 -14.3 -15.8 -15.4 -10.1 -4.0 -8.2 -4.8 -13.2 0.8 -2.0 -1.1 -0.5 -2.5 -0.6 -3.3 -20.0 -3.5 -15.7 -10.8 11.0 -14.3 -20.0 -11.5 -20.0 End of report for caleb_strategy_v3