******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240712_203934 produced at 2024-07-12 21:38:33.573053 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 0.01 -0.30 -0.38 0.0 999.00 -999.00 -0.30 -0.30 -72.11 999999999.0 -56 -56 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.15 0.0 0.00 0.00 0.00 0.00 -4.41 24.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.08 -0.65 -0.12 0.0 0.81 -0.81 -0.65 -0.65 -1.46 10.0 -8 -8 caleb_strategy_v3 CHF False False 0.04 -0.04 -0.09 0.0 0.56 -0.56 -0.04 -0.04 -2.14 13.0 -1 -1 caleb_strategy_v3 JGB-SGX-mini False False 0.03 -0.05 -0.08 0.0 0.44 -0.44 -0.05 -0.05 -2.85 16.0 -2 -2 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -42.12 59.0 0 0 caleb_strategy_v3 JPY False False 0.02 -0.17 -0.08 0.0 0.41 -0.41 -0.17 -0.15 -3.14 17.0 -7 -6 caleb_strategy_v3 BOBL False False 0.04 0.00 -0.06 0.0 0.73 -0.73 0.00 0.00 -1.53 19.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 -0.08 -0.06 0.0 0.11 -0.11 -0.08 -0.08 -7.57 13.0 -9 -9 caleb_strategy_v3 OAT False False 0.04 -0.04 -0.05 0.0 0.41 -0.41 -0.04 -0.04 -1.25 10.0 -1 -1 caleb_strategy_v3 CORN False False 0.01 -0.06 -0.05 0.0 0.08 -0.08 -0.06 -0.06 -8.33 12.0 -9 -9 caleb_strategy_v3 US2 False True 0.06 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -0.62 13.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.01 -0.04 0.0 0.14 -0.14 -0.01 -0.01 -15.34 51.0 -2 -2 caleb_strategy_v3 BTP False False 0.04 -0.08 -0.04 0.0 0.39 -0.39 -0.08 -0.08 -0.92 10.0 -2 -2 caleb_strategy_v3 CAC True False 0.03 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -1.51 12.0 0 0 caleb_strategy_v3 HEATOIL False False 0.03 -0.07 -0.03 0.0 0.10 -0.10 -0.07 -0.07 -0.85 3.0 -2 -2 caleb_strategy_v3 COTTON2 False False 0.01 -0.07 -0.03 0.0 0.12 -0.12 -0.07 -0.07 -2.79 11.0 -6 -6 caleb_strategy_v3 CAD False False 0.02 0.00 -0.03 0.0 0.65 -0.65 0.00 0.00 -1.23 29.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.02 -0.03 0.0 0.05 -0.05 -0.02 -0.02 -16.32 26.0 -10 -11 caleb_strategy_v3 FEEDCOW False False 0.04 0.04 -0.03 0.0 0.31 -0.31 0.04 0.00 -0.83 8.0 1 0 caleb_strategy_v3 BUND False False 0.04 0.00 -0.02 0.0 0.44 -0.44 0.00 0.00 -0.39 10.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.06 -0.02 0.0 0.11 -0.11 -0.06 -0.06 -1.53 7.0 -4 -4 caleb_strategy_v3 SP400 False False 0.09 0.00 -0.02 0.0 0.19 -0.19 0.00 0.00 -0.25 2.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.84 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 -3.89 2.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.02 -0.02 0.0 0.07 -0.07 -0.02 -0.03 -1.71 8.0 -2 -3 caleb_strategy_v3 LUMBER-new False False 0.00 -0.01 -0.02 0.0 0.01 -0.01 -0.01 -0.01 -4.81 3.0 -2 -2 caleb_strategy_v3 MILK False False 0.01 0.00 -0.01 0.0 0.06 -0.06 0.00 0.00 -0.45 5.0 0 0 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 -0.09 -0.01 0.0 0.17 -0.17 -0.09 -0.09 -0.28 4.0 -2 -2 caleb_strategy_v3 SUGAR11 False False 0.01 0.04 -0.00 0.0 0.12 -0.12 0.04 0.02 -0.20 18.0 6 3 caleb_strategy_v3 SOYOIL False False 0.01 -0.01 -0.00 0.0 0.08 -0.08 -0.01 -0.02 -0.51 10.0 -1 -2 caleb_strategy_v3 COCOA False False 0.02 0.00 0.00 0.0 0.58 -0.58 0.00 0.00 0.13 26.0 0 0 caleb_strategy_v3 US5 False False 0.03 -0.03 0.00 0.0 0.82 -0.82 -0.03 0.03 0.07 25.0 -1 1 caleb_strategy_v3 RUSSELL False False 0.00 -0.10 -0.00 0.0 0.23 -0.23 -0.10 -0.09 -0.44 68.0 -30 -28 caleb_strategy_v3 RICE False False 0.01 0.00 -0.00 0.0 0.04 -0.04 0.00 0.00 -0.03 4.0 0 0 caleb_strategy_v3 PALLAD False False 0.03 0.00 0.00 0.0 0.06 -0.06 0.00 0.00 0.07 2.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.00 0.0 0.41 -0.41 0.00 0.00 -0.68 66.0 0 0 caleb_strategy_v3 DX False False 0.03 0.16 0.00 0.0 999.00 -999.00 0.16 0.16 0.01 999999999.0 5 5 caleb_strategy_v3 PLAT False False 0.02 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.23 10.0 0 0 caleb_strategy_v3 US30 False False 0.04 0.04 0.00 0.0 0.23 -0.23 0.04 0.04 0.05 6.0 1 1 caleb_strategy_v3 GASOIL False False 0.02 0.00 -0.00 0.0 0.09 -0.09 0.00 0.00 -0.01 4.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 -0.05 -0.00 0.0 0.34 -0.34 -0.05 -0.05 -0.29 20.0 -3 -3 caleb_strategy_v3 US20 False True 0.04 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.27 9.0 0 0 caleb_strategy_v3 COFFEE False False 0.03 0.00 0.01 0.0 0.17 -0.17 0.00 0.03 0.25 6.0 0 1 caleb_strategy_v3 US10U False False 0.04 0.07 0.01 0.0 0.46 -0.46 0.07 0.11 0.31 13.0 2 3 caleb_strategy_v3 NZD False False 0.02 0.02 0.01 0.0 0.39 -0.39 0.02 0.02 0.71 21.0 1 1 caleb_strategy_v3 US10 False False 0.03 0.00 0.01 0.0 0.58 -0.58 0.00 0.00 0.17 17.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 0.01 0.0 0.33 -0.33 0.00 0.00 0.71 23.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.10 0.02 0.0 0.36 -0.36 0.10 0.13 3.21 58.0 16 21 caleb_strategy_v3 GOLD_micro False False 0.01 -0.01 0.02 0.0 0.41 -0.41 -0.01 -0.01 2.11 56.0 -2 -1 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.10 0.02 0.0 0.29 -0.29 0.10 0.10 1.19 23.0 8 8 caleb_strategy_v3 OJ False False 0.02 0.02 0.02 0.0 0.06 -0.06 0.02 0.02 0.73 3.0 1 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 0.04 0.04 0.03 0.0 999.00 -999.00 0.04 0.07 0.93 999999999.0 1 2 caleb_strategy_v3 MXP False False 0.01 0.01 0.04 0.0 0.51 -0.51 0.01 0.03 4.71 60.0 1 3 caleb_strategy_v3 EUR False False 0.04 -0.04 0.04 0.0 0.58 -0.58 -0.04 0.00 0.84 14.0 -1 0 caleb_strategy_v3 GASOLINE False False 0.03 0.12 0.05 0.0 999.00 -999.00 0.12 0.12 1.59 999999999.0 4 4 caleb_strategy_v3 SP500_micro False False 0.01 0.09 0.05 0.0 0.42 -0.42 0.09 0.09 5.77 48.0 10 10 caleb_strategy_v3 AUD False False 0.02 0.23 0.08 0.0 0.39 -0.39 0.23 0.23 3.96 19.0 11 11 caleb_strategy_v3 GBP False False 0.02 0.02 0.09 0.0 0.55 -0.55 0.02 0.02 3.81 22.0 1 1 caleb_strategy_v3 LIVECOW False False 0.02 0.18 0.11 0.0 0.38 -0.38 0.18 0.18 4.79 17.0 8 8 caleb_strategy_v3 SMI False True 0.04 0.00 0.13 0.0 0.00 0.00 0.00 0.00 2.99 9.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.02 0.12 0.17 0.0 0.12 -0.12 0.12 0.12 7.22 5.0 5 5 caleb_strategy_v3 NIKKEI False False 0.01 0.25 0.20 0.0 0.29 -0.29 0.25 0.25 25.28 36.0 32 32 caleb_strategy_v3 SOFR False True 0.07 0.00 0.53 0.0 0.00 0.00 0.00 0.00 7.22 11.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 16.3 Shocked risk 58.9 Sum abs risk 46.4 Leverage 3.36 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3275642.85, 'annual_cash_vol_target': 818910.7125, 'daily_cash_vol_target': 51181.91953125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0034 0.6800 0.5013 8.0200 BITCOIN 1537.5620 59190.0000 2.5977 41.5627 BOBL 0.2655 116.3900 0.2281 3.6492 BTP 0.5777 117.6400 0.4910 7.8566 BUND 0.5496 131.7700 0.4171 6.6730 BUXL 1.3329 130.4600 1.0217 16.3473 CAC 68.8837 7745.5000 0.8893 14.2294 CAD 0.0024 0.7349 0.3317 5.3073 CANOLA 8.0742 620.0000 1.3023 20.8368 CHF 0.0045 1.1262 0.4018 6.4295 COCOA 285.7486 7356.0000 3.8846 62.1530 COFFEE 4.8050 246.9000 1.9461 31.1380 COPPER 0.0627 4.5890 1.3670 21.8725 CORN 5.9797 416.2500 1.4366 22.9852 COTTON2 1.0315 71.3400 1.4458 23.1333 CRUDE_W 0.8998 78.3800 1.1480 18.3673 DAX 142.4556 18900.0000 0.7537 12.0597 DOW 219.5481 40492.0000 0.5422 8.6752 DX 0.3539 103.7800 0.3410 5.4554 EUR 0.0042 1.0939 0.3801 6.0815 EURIBOR-ICE 0.0506 97.5000 0.0519 0.8305 EUROSTX 43.8256 5077.0000 0.8632 13.8115 FEEDCOW 1.8341 257.6500 0.7118 11.3894 GASOIL 10.5885 774.5000 1.3671 21.8743 GASOLINE 0.0309 2.2942 1.3481 21.5694 GAS_US_mini 0.0915 2.3300 3.9280 62.8485 GBP 0.0056 1.2996 0.4302 6.8839 GOLD_micro 20.8354 2418.8000 0.8614 13.7823 HEATOIL 0.0334 2.5416 1.3153 21.0455 JGB-SGX-mini 0.2440 143.2000 0.1704 2.7267 JPY 0.0000 0.0064 0.6405 10.2472 LEANHOG 1.2506 70.3000 1.7789 28.4625 LIVECOW 1.2134 184.2250 0.6587 10.5385 LUMBER-new 8.7589 485.0000 1.8060 28.8953 MILK 0.2821 20.1300 1.4015 22.4241 MXP 0.0005 0.0562 0.9079 14.5272 NASDAQ_micro 163.4276 20709.0000 0.7892 12.6266 NIKKEI 361.6078 41410.0000 0.8732 13.9718 NZD 0.0034 0.6122 0.5542 8.8675 OAT 0.5369 124.4800 0.4313 6.9011 OATIES 6.7487 318.5000 2.1189 33.9023 OJ 9.1114 452.6500 2.0129 32.2064 PALLAD 23.8347 972.5000 2.4509 39.2139 PLAT 16.1488 1013.3000 1.5937 25.4989 REDWHEAT 11.5633 587.2500 1.9691 31.5050 RICE 0.1347 14.9000 0.9041 14.4653 ROBUSTA 80.8269 4631.0000 1.7453 27.9255 RUSSELL 23.2159 2174.0000 1.0679 17.0862 SHATZ 0.0882 105.6750 0.0835 1.3361 SILVER-mini 0.5598 31.4625 1.7793 28.4695 SMI 76.5363 12400.0000 0.6172 9.8757 SOFR 0.0645 96.5400 0.0668 1.0694 SOYBEAN 11.7657 1064.5000 1.1053 17.6845 SOYMEAL 4.2994 314.0000 1.3692 21.9079 SOYOIL 0.8134 45.5900 1.7842 28.5465 SP400 26.2743 3061.3000 0.8583 13.7324 SP500_micro 29.8056 5704.0000 0.5225 8.3606 SUGAR11 0.2931 19.6200 1.4940 23.9037 US10 0.3897 111.1875 0.3505 5.6077 US10U 0.5434 114.8906 0.4730 7.5676 US2 0.0958 102.5820 0.0934 1.4941 US20 0.8349 119.9062 0.6963 11.1404 US30 1.2557 127.3750 0.9858 15.7730 US5 0.2483 107.5234 0.2310 3.6955 VIX 0.3504 17.4000 2.0137 32.2196 WHEAT 11.2142 575.7500 1.9477 31.1640 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 679.95 0.50 340.83 1.00 340.83 51181.92 150.17 10.16 152.63 BITCOIN 59.19 2.60 153.76 1.00 153.76 51181.92 332.88 -11.68 -388.93 BOBL 1163.90 0.23 265.45 1.08 287.70 51181.92 177.90 -8.47 -150.73 BTP 1176.40 0.49 577.66 1.08 626.06 51181.92 81.75 -3.29 -26.91 BUND 1317.70 0.42 549.56 1.08 595.61 51181.92 85.93 -4.47 -38.41 BUXL 1304.60 1.02 1332.91 1.08 1444.61 51181.92 35.43 -7.86 -27.86 CAC 774.55 0.89 688.84 1.08 746.56 51181.92 68.56 -6.45 -44.23 CAD 734.90 0.33 243.77 1.00 243.77 51181.92 209.96 -2.25 -47.26 CANOLA 124.00 1.30 161.48 0.73 118.56 51181.92 431.70 -14.61 -630.55 CHF 1407.81 0.40 565.72 1.00 565.72 51181.92 90.47 -9.14 -82.67 COCOA 735.60 3.88 2857.49 1.00 2857.49 51181.92 17.91 3.36 6.01 COFFEE 925.88 1.95 1801.87 1.00 1801.87 51181.92 28.40 7.59 21.55 COPPER 1147.25 1.37 1568.33 1.00 1568.33 51181.92 32.63 2.62 8.57 CORN 208.12 1.44 298.99 1.00 298.99 51181.92 171.18 -20.00 -342.37 COTTON2 356.70 1.45 515.73 1.00 515.73 51181.92 99.24 -13.14 -130.37 CRUDE_W 783.80 1.15 899.77 1.00 899.77 51181.92 56.88 11.72 66.68 DAX 189.00 0.75 142.46 1.08 154.39 51181.92 331.50 2.84 94.16 DOW 202.46 0.54 109.77 1.00 109.77 51181.92 466.25 -0.63 -29.35 DX 1037.80 0.34 353.85 1.00 353.85 51181.92 144.64 0.03 0.45 EUR 1367.38 0.38 519.73 1.00 519.73 51181.92 98.48 3.29 32.43 EURIBOR-ICE 2437.50 0.05 126.52 1.08 137.12 51181.92 373.25 -1.15 -42.77 EUROSTX 507.70 0.86 438.26 1.08 474.98 51181.92 107.76 -0.79 -8.52 FEEDCOW 1288.25 0.71 917.03 1.00 917.03 51181.92 55.81 -4.50 -25.13 GASOIL 774.50 1.37 1058.85 1.00 1058.85 51181.92 48.34 -0.03 -0.14 GASOLINE 963.56 1.35 1298.97 1.00 1298.97 51181.92 39.40 9.31 36.67 GAS_US_mini 58.25 3.93 228.81 1.00 228.81 51181.92 223.69 -6.74 -150.68 GBP 812.25 0.43 349.47 1.00 349.47 51181.92 146.46 10.04 147.02 GOLD_micro 241.88 0.86 208.35 1.00 208.35 51181.92 245.65 2.51 61.75 HEATOIL 1067.47 1.32 1404.09 1.00 1404.09 51181.92 36.45 -5.40 -19.68 JGB-SGX-mini 143200.00 0.17 24403.96 0.01 150.88 51181.92 339.22 -0.78 -26.35 JPY 799.12 0.64 511.80 1.00 511.80 51181.92 100.00 -12.09 -120.86 LEANHOG 281.20 1.78 500.23 1.00 500.23 51181.92 102.32 -12.18 -124.58 LIVECOW 736.90 0.66 485.36 1.00 485.36 51181.92 105.45 13.70 144.52 LUMBER-new 133.38 1.81 240.87 1.00 240.87 51181.92 212.49 -10.57 -224.51 MILK 402.60 1.40 564.25 1.00 564.25 51181.92 90.71 -2.32 -21.04 MXP 280.85 0.91 255.00 1.00 255.00 51181.92 200.72 1.60 32.09 NASDAQ_micro 414.18 0.79 326.86 1.00 326.86 51181.92 156.59 3.27 51.28 NIKKEI 41410.00 0.87 36160.78 0.01 223.57 51181.92 228.93 10.20 233.50 NZD 612.15 0.55 339.27 1.00 339.27 51181.92 150.86 1.81 27.29 OAT 1244.80 0.43 536.91 1.08 581.90 51181.92 87.96 -4.16 -36.60 OATIES 159.25 2.12 337.43 1.00 337.43 51181.92 151.68 -10.54 -159.87 OJ 678.98 2.01 1366.71 1.00 1366.71 51181.92 37.45 9.07 33.98 PALLAD 972.50 2.45 2383.47 1.00 2383.47 51181.92 21.47 0.97 2.08 PLAT 506.65 1.59 807.44 1.00 807.44 51181.92 63.39 1.08 6.87 REDWHEAT 293.62 1.97 578.17 1.00 578.17 51181.92 88.52 -14.60 -129.22 RICE 298.00 0.90 269.42 1.00 269.42 51181.92 189.97 -0.06 -1.16 ROBUSTA 463.10 1.75 808.27 1.00 808.27 51181.92 63.32 9.63 61.00 RUSSELL 108.70 1.07 116.08 1.00 116.08 51181.92 440.92 -0.30 -13.40 SHATZ 1056.75 0.08 88.25 1.08 95.64 51181.92 535.15 -8.13 -434.93 SILVER-mini 786.56 1.78 1399.56 1.00 1399.56 51181.92 36.57 5.33 19.48 SMI 1240.00 0.62 765.36 1.11 851.08 51181.92 60.14 14.55 87.52 SOFR 2413.50 0.07 161.31 1.00 161.31 51181.92 317.29 3.75 118.83 SOYBEAN 532.25 1.11 588.29 1.00 588.29 51181.92 87.00 -18.89 -164.32 SOYMEAL 314.00 1.37 429.94 1.00 429.94 51181.92 119.04 -16.65 -198.24 SOYOIL 273.54 1.78 488.04 1.00 488.04 51181.92 104.87 -5.21 -54.60 SP400 3061.30 0.86 2627.43 1.00 2627.43 51181.92 19.48 -3.85 -7.49 SP500_micro 285.20 0.52 149.03 1.00 149.03 51181.92 343.44 7.23 248.23 SUGAR11 219.74 1.49 328.29 1.00 328.29 51181.92 155.90 -0.59 -9.22 US10 1111.88 0.35 389.69 1.00 389.69 51181.92 131.34 1.04 13.61 US10U 1148.91 0.47 543.40 1.00 543.40 51181.92 94.19 2.57 24.17 US2 2051.64 0.09 191.59 1.00 191.59 51181.92 267.14 -1.83 -48.97 US20 1199.06 0.70 834.87 1.00 834.87 51181.92 61.30 3.51 21.54 US30 1273.75 0.99 1255.68 1.00 1255.68 51181.92 40.76 0.95 3.89 US5 1075.23 0.23 248.35 1.00 248.35 51181.92 206.09 0.26 5.43 VIX 174.00 2.01 350.39 1.00 350.39 51181.92 146.07 -20.00 -292.14 WHEAT 287.88 1.95 560.71 1.00 560.71 51181.92 91.28 -14.01 -127.92 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 152.631 0.010 2.5 3.960 BITCOIN -388.926 0.043 2.5 -42.116 BOBL -150.734 0.004 2.5 -1.529 BTP -26.913 0.014 2.5 -0.918 BUND -38.405 0.004 2.5 -0.389 BUXL -27.861 0.004 2.5 -0.283 CAC -44.233 0.014 2.5 -1.509 CAD -47.260 0.010 2.5 -1.226 CANOLA -630.555 0.010 2.5 -15.340 CHF -82.668 0.010 2.5 -2.145 COCOA 6.014 0.009 2.5 0.129 COFFEE 21.548 0.005 2.5 0.252 COPPER 8.566 0.043 2.5 0.928 CORN -342.368 0.010 2.5 -8.329 COTTON2 -130.371 0.009 2.5 -2.792 CRUDE_W 66.675 0.043 2.5 7.220 DAX 94.165 0.014 2.5 3.212 DOW -29.355 0.009 2.5 -0.682 DX 0.453 0.010 2.5 0.012 EUR 32.426 0.010 2.5 0.841 EURIBOR-ICE -42.774 0.014 2.5 -1.459 EUROSTX -8.523 0.014 2.5 -0.291 FEEDCOW -25.133 0.013 2.5 -0.833 GASOIL -0.140 0.017 2.5 -0.006 GASOLINE 36.674 0.017 2.5 1.590 GAS_US_mini -150.680 0.043 2.5 -16.317 GBP 147.016 0.010 2.5 3.814 GOLD_micro 61.746 0.014 2.5 2.106 HEATOIL -19.676 0.017 2.5 -0.853 JGB-SGX-mini -26.346 0.043 2.5 -2.853 JPY -120.864 0.010 2.5 -3.136 LEANHOG -124.580 0.024 2.5 -7.571 LIVECOW 144.520 0.013 2.5 4.789 LUMBER-new -224.514 0.009 2.5 -4.807 MILK -21.036 0.009 2.5 -0.451 MXP 32.088 0.059 2.5 4.710 NASDAQ_micro 51.278 0.009 2.5 1.192 NIKKEI 233.499 0.043 2.5 25.285 NZD 27.288 0.010 2.5 0.708 OAT -36.599 0.014 2.5 -1.248 OATIES -159.869 0.010 2.5 -3.889 OJ 33.978 0.009 2.5 0.728 PALLAD 2.081 0.014 2.5 0.071 PLAT 6.875 0.014 2.5 0.234 REDWHEAT -129.220 0.005 2.5 -1.714 RICE -1.159 0.010 2.5 -0.028 ROBUSTA 60.999 0.005 2.5 0.712 RUSSELL -13.395 0.013 2.5 -0.444 SHATZ -434.934 0.004 2.5 -4.410 SILVER-mini 19.482 0.014 2.5 0.664 SMI 87.523 0.014 2.5 2.985 SOFR 118.827 0.024 2.5 7.222 SOYBEAN -164.319 0.004 2.5 -1.528 SOYMEAL -198.240 0.004 2.5 -1.844 SOYOIL -54.605 0.004 2.5 -0.508 SP400 -7.491 0.013 2.5 -0.248 SP500_micro 248.227 0.009 2.5 5.769 SUGAR11 -9.221 0.009 2.5 -0.196 US10 13.613 0.005 2.5 0.172 US10U 24.174 0.005 2.5 0.306 US2 -48.967 0.005 2.5 -0.620 US20 21.539 0.005 2.5 0.273 US30 3.888 0.005 2.5 0.049 US5 5.433 0.005 2.5 0.069 VIX -292.144 0.099 2.5 -72.113 WHEAT -127.917 0.005 2.5 -1.697 ===================== Position diags ===================== AUD 3.90 BITCOIN 36.05 BOBL 1.80 BTP 2.79 BUND 0.87 BUXL 0.36 CAC 2.34 CAD 5.45 CANOLA 10.50 CHF 2.35 COCOA 0.38 COFFEE 0.33 COPPER 3.53 CORN 4.16 COTTON2 2.13 CRUDE_W 6.16 DAX 11.31 DOW 10.84 DX 3.75 EUR 2.56 EURIBOR-ICE 12.73 EUROSTX 3.68 FEEDCOW 1.85 GASOIL 2.10 GASOLINE 1.71 GAS_US_mini 24.22 GBP 3.80 GOLD_micro 8.38 HEATOIL 1.58 JGB-SGX-mini 36.73 JPY 2.59 LEANHOG 6.22 LIVECOW 3.49 LUMBER-new 4.55 MILK 1.94 MXP 29.46 NASDAQ_micro 3.64 NIKKEI 24.79 NZD 3.91 OAT 3.00 OATIES 3.69 OJ 0.80 PALLAD 0.73 PLAT 2.16 REDWHEAT 1.17 RICE 4.62 ROBUSTA 0.74 RUSSELL 14.61 SHATZ 5.43 SILVER-mini 1.25 SMI 2.05 SOFR 19.28 SOYBEAN 0.81 SOYMEAL 1.11 SOYOIL 0.98 SP400 0.65 SP500_micro 7.98 SUGAR11 3.32 US10 1.66 US10U 1.19 US2 3.39 US20 0.78 US30 0.52 US5 2.61 VIX 36.06 WHEAT 1.21 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.0 3.6 4.3 11.0 11 BITCOIN -42.1 -45.7 -38.5 0.0 0 BOBL -1.5 -1.7 -1.3 0.0 0 BTP -0.9 -1.2 -0.6 -2.0 -2 BUND -0.4 -0.5 -0.3 0.0 0 BUXL -0.3 -0.3 -0.2 -2.0 -2 CAC -1.5 -1.7 -1.3 0.0 0 CAD -1.2 -1.8 -0.7 0.0 0 CANOLA -15.3 -16.4 -14.3 -2.0 -2 CHF -2.1 -2.4 -1.9 -1.0 -1 COCOA 0.1 0.1 0.2 0.0 0 COFFEE 0.3 0.2 0.3 0.0 0 COPPER 0.9 0.6 1.3 1.0 1 CORN -8.3 -8.7 -7.9 -9.0 -9 COTTON2 -2.8 -3.0 -2.6 -6.0 -6 CRUDE_W 7.2 6.6 7.8 5.0 5 DAX 3.2 2.1 4.3 16.0 16 DOW -0.7 -1.8 0.4 0.0 0 DX 0.0 -0.4 0.4 5.0 5 EUR 0.8 0.6 1.1 -1.0 -1 EURIBOR-ICE -1.5 -2.7 -0.2 -8.0 -8 EUROSTX -0.3 -0.7 0.1 -3.0 -3 FEEDCOW -0.8 -1.0 -0.6 1.0 1 GASOIL -0.0 -0.2 0.2 0.0 0 GASOLINE 1.6 1.4 1.8 4.0 4 GAS_US_mini -16.3 -18.7 -13.9 -10.0 -10 GBP 3.8 3.4 4.2 1.0 1 GOLD_micro 2.1 1.3 2.9 -2.0 -2 HEATOIL -0.9 -1.0 -0.7 -2.0 -2 JGB-SGX-mini -2.9 -6.5 0.8 -2.0 -2 JPY -3.1 -3.4 -2.9 -7.0 -7 LEANHOG -7.6 -8.2 -6.9 -9.0 -9 LIVECOW 4.8 4.4 5.1 8.0 8 LUMBER-new -4.8 -5.3 -4.4 -2.0 -2 MILK -0.5 -0.6 -0.3 NaN 0 MXP 4.7 1.8 7.7 1.0 1 NASDAQ_micro 1.2 0.8 1.6 8.0 8 NIKKEI 25.3 22.8 27.8 32.0 32 NZD 0.7 0.3 1.1 1.0 1 OAT -1.2 -1.5 -0.9 -1.0 -1 OATIES -3.9 -4.3 -3.5 NaN 0 OJ 0.7 0.6 0.8 1.0 1 PALLAD 0.1 -0.0 0.1 0.0 0 PLAT 0.2 0.0 0.5 0.0 0 REDWHEAT -1.7 -1.8 -1.6 -2.0 -2 RICE -0.0 -0.5 0.4 NaN 0 ROBUSTA 0.7 0.6 0.8 0.0 0 RUSSELL -0.4 -1.9 1.0 -30.0 -30 SHATZ -4.4 -5.0 -3.9 NaN 0 SILVER-mini 0.7 0.5 0.8 0.0 0 SMI 3.0 2.8 3.2 0.0 0 SOFR 7.2 5.3 9.1 NaN 0 SOYBEAN -1.5 -1.6 -1.4 -4.0 -4 SOYMEAL -1.8 -2.0 -1.7 0.0 0 SOYOIL -0.5 -0.6 -0.4 -1.0 -1 SP400 -0.2 -0.3 -0.2 0.0 0 SP500_micro 5.8 5.0 6.6 10.0 10 SUGAR11 -0.2 -0.5 0.1 6.0 6 US10 0.2 0.0 0.3 0.0 0 US10U 0.3 0.2 0.4 2.0 2 US2 -0.6 -1.0 -0.3 NaN 0 US20 0.3 0.2 0.4 0.0 0 US30 0.0 -0.0 0.1 1.0 1 US5 0.1 -0.2 0.3 -1.0 -1 VIX -72.1 -75.7 -68.5 -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 0.3 0.2 0.2 -0.0 0.1 -0.0 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 0.1 0.1 -0.0 0.2 0.6 0.4 0.6 0.2 -0.2 0.2 -0.1 BITCOIN -0.6 -0.6 -0.1 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 0.2 -0.2 0.5 -0.2 -0.2 -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 0.1 -0.6 0.4 -0.2 -0.6 -0.2 -0.1 0.0 BOBL 0.0 0.3 -0.2 0.0 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.2 -0.0 -0.2 0.0 -0.0 -0.4 -0.2 -0.4 -0.3 -0.0 -0.0 0.0 -0.1 0.0 0.5 -0.0 0.0 -0.0 0.0 -0.1 0.0 -0.8 -0.3 -0.0 -0.1 -0.1 -0.7 -0.5 -0.3 -0.4 BTP 0.1 -0.2 -0.2 0.0 0.1 -0.0 0.1 -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 0.1 -2.7 -0.0 0.1 0.0 0.1 0.1 0.0 0.6 0.3 0.2 -0.4 0.0 -0.6 -0.5 -0.1 0.1 BUND -0.0 0.2 -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 -0.1 -0.2 0.0 -0.7 -0.7 -0.3 -0.4 BUXL -0.1 0.0 -0.1 0.0 0.1 -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 -0.1 -0.3 0.0 -0.7 -0.7 -0.5 -0.4 CAC -0.2 -0.6 -0.6 0.1 0.1 0.1 0.1 0.2 0.1 0.1 0.1 0.0 0.4 -0.1 -0.1 -0.2 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.2 -0.1 -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 0.2 -0.1 0.1 0.0 0.0 0.1 -0.4 0.2 -0.6 0.1 -0.0 -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 -0.4 0.5 0.0 -0.0 0.2 -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 -0.1 -0.1 -0.1 -0.2 -0.1 -2.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.3 -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 -0.0 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 -0.5 -0.3 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 0.0 0.1 -0.0 0.1 -0.0 -0.0 0.4 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 0.3 -0.0 1.1 0.2 -0.1 0.2 0.6 0.4 0.1 0.6 0.3 COFFEE 0.0 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 0.4 0.2 -2.7 0.1 0.1 0.2 0.1 0.3 0.1 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 -1.5 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 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.3 -0.1 -0.4 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.2 -0.1 -0.1 -0.3 -0.2 -1.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -1.1 -0.4 -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 -0.1 0.3 0.1 -0.6 -0.1 -0.3 0.4 -0.0 CRUDE_W 0.4 0.1 -0.2 0.0 -0.1 0.0 -0.0 0.1 0.0 -0.2 0.4 0.1 0.6 0.2 0.2 0.3 0.2 0.3 0.3 0.1 0.1 0.0 0.4 0.1 -0.6 -0.0 -0.0 -0.0 -0.0 0.1 0.0 0.3 0.2 0.3 -0.2 -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 0.2 0.1 0.1 0.4 0.1 0.6 -0.0 -0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.1 0.1 0.4 0.0 1.5 0.0 0.1 0.2 0.1 0.4 0.0 -0.4 -0.5 -0.6 -0.6 -0.0 0.2 0.2 -0.2 0.3 DOW 0.4 -0.0 -0.2 0.1 0.1 0.2 0.1 0.2 0.1 0.2 0.4 0.2 0.6 0.1 0.0 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.2 0.4 0.2 -2.0 0.0 0.2 0.2 0.1 0.4 0.1 -0.5 -0.3 -0.4 -0.6 -0.4 0.4 -0.1 0.4 -0.2 DX -0.1 -0.1 0.2 -0.0 0.1 -0.0 0.1 0.0 0.0 -0.2 0.5 -0.2 0.6 -0.0 0.1 0.1 0.1 0.1 0.1 0.0 0.1 -0.2 0.3 -0.1 -2.7 0.0 -0.2 0.1 -0.1 0.2 -0.1 0.9 -0.5 -0.3 0.1 0.6 -0.2 0.3 -0.2 0.4 EUR 0.2 0.0 -0.1 -0.0 0.2 -0.0 0.1 0.0 0.0 0.2 -0.3 0.2 -0.4 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.2 -0.2 0.1 2.7 0.0 0.2 -0.0 0.1 -0.0 0.1 -0.4 0.4 0.5 -0.0 0.1 -0.1 -0.7 -0.1 -0.6 EURIBOR-ICE 0.2 0.2 -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 0.0 -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 -0.0 -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 0.1 0.5 0.0 -0.3 0.0 0.1 0.2 0.1 0.5 0.0 0.3 -0.5 -0.6 -0.6 -0.1 -0.2 0.1 -0.6 0.1 FEEDCOW -0.2 0.0 -0.0 -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 -0.1 -0.0 -0.1 -1.1 -0.0 -0.0 -0.0 -0.1 0.1 -0.0 -1.1 -0.3 0.2 0.5 -0.2 0.1 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 -0.1 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 0.2 0.3 -0.2 -0.7 -0.5 -0.7 -0.7 GASOLINE 0.5 -0.1 -0.3 0.0 -0.1 0.0 -0.0 0.1 0.0 -0.2 0.3 0.1 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 -0.1 -0.2 0.7 0.7 0.7 0.7 GAS_US_mini -0.6 0.0 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 -0.1 -0.1 -0.4 -0.1 2.7 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -1.1 -0.2 -0.6 0.0 0.1 -0.1 -0.3 -0.3 -0.5 GBP 0.1 0.2 0.1 -0.0 0.2 -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 0.1 0.1 0.2 0.5 0.6 0.6 0.6 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 0.1 -0.2 -0.3 -0.2 -0.3 0.1 0.1 0.1 0.3 0.1 -0.5 -0.0 0.0 0.1 0.0 0.2 -0.0 -0.7 0.5 0.4 0.3 0.6 0.1 -0.2 0.4 -0.0 HEATOIL 0.4 0.2 -0.3 0.0 -0.1 0.0 -0.0 0.1 0.0 -0.2 -0.0 -0.1 0.3 0.2 0.0 -0.1 0.2 -0.1 0.0 0.0 -0.0 -0.0 0.1 0.1 -2.7 -0.0 -0.0 -0.1 -0.0 0.0 0.0 -0.2 0.0 0.1 -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 -0.3 -0.3 -0.4 -0.2 -0.1 0.1 0.6 JPY -0.1 -0.1 -0.1 -0.0 0.1 -0.0 0.1 0.0 0.0 0.1 -0.4 -0.0 -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 0.1 -0.2 0.0 -0.2 -0.0 -1.1 -0.0 -0.5 -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 -0.1 -0.3 -0.2 -0.2 0.4 -0.3 0.4 0.2 -0.2 -0.2 -0.2 -0.3 -0.2 0.6 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.8 -0.5 -0.3 -0.6 -0.6 -0.3 -0.3 -0.1 0.1 LIVECOW 0.4 0.5 0.3 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 0.5 0.0 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 -0.1 -0.3 -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 -0.0 -0.2 -0.1 NaN -0.0 0.0 -0.1 0.0 -0.1 -0.0 -1.2 0.2 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 1.8 0.0 -0.0 0.1 -0.0 -0.0 -0.0 -1.1 -0.1 -0.3 0.6 0.6 -0.3 -0.7 -0.1 -0.7 MXP 0.3 -0.6 -0.6 -0.0 0.1 -0.0 0.0 0.0 0.0 0.1 -0.1 0.1 0.2 -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 0.1 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 -0.3 0.2 0.6 0.5 -0.1 0.2 -0.3 0.1 NIKKEI 0.6 0.1 -0.4 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.5 0.2 0.7 0.2 0.1 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 -0.1 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 -0.0 -0.0 -0.0 0.1 -0.0 0.0 0.0 0.0 0.0 0.0 -0.0 -0.0 -0.0 0.1 0.0 0.0 0.1 -0.0 0.0 -0.0 0.3 -0.4 -0.3 0.2 0.3 0.3 -0.2 0.3 0.0 OAT 0.1 -0.2 -0.3 0.0 0.1 -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 -0.0 -0.4 -0.2 -0.7 -0.6 -0.2 -0.1 OATIES -0.5 -0.6 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.2 -0.0 -0.3 -0.1 -0.1 -0.1 0.0 -0.0 0.0 -0.1 -0.1 -0.0 -0.2 -0.1 -2.7 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.2 -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 0.1 0.3 0.1 0.4 0.0 0.1 0.2 0.2 0.2 0.2 0.1 0.2 0.1 0.4 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 -0.1 -0.1 0.0 -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 0.3 0.6 0.4 -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 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.0 0.1 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 -0.1 -0.1 -0.1 -0.4 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.8 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.5 -0.3 -0.6 -0.5 0.3 -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 -0.0 0.2 -0.0 1.1 -0.3 -0.0 0.5 0.4 -0.6 -0.3 -0.6 -0.2 ROBUSTA 0.0 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 0.2 0.2 0.2 0.5 0.2 -2.7 0.0 0.1 0.1 0.1 0.2 0.0 1.1 0.5 0.6 0.6 0.6 0.1 -0.2 0.4 0.1 RUSSELL 0.2 -0.2 -0.2 0.1 0.1 0.1 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 0.2 0.1 0.1 -0.1 0.0 0.2 0.1 0.1 0.1 0.1 -0.0 0.1 -0.1 -0.5 -0.3 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 -0.0 0.0 -0.1 0.0 -1.1 -0.2 0.0 -0.0 -0.1 -0.7 -0.5 -0.5 -0.4 SILVER-mini -0.0 -0.2 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 -0.0 -0.3 0.2 0.1 SMI -0.3 0.1 0.4 0.1 0.1 0.2 0.1 0.2 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 0.2 0.5 0.2 2.1 0.1 0.1 0.3 0.1 0.3 0.1 0.6 -0.2 -0.6 0.1 0.5 0.2 0.1 -0.0 0.0 SOFR 0.2 0.6 0.0 0.0 0.1 -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 -0.1 0.1 -0.0 0.0 -0.2 -0.1 -0.2 -0.2 -0.2 -2.7 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.3 -0.5 -0.6 -0.5 -0.1 -0.6 -0.7 -0.3 -0.7 SOYMEAL -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 0.2 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 -0.1 -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 0.0 -2.7 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.1 0.3 0.5 0.3 -0.1 -0.4 -0.5 -0.0 -0.1 SP400 0.0 -0.4 -0.3 0.1 0.1 0.1 0.1 0.2 0.1 0.1 0.3 0.1 0.4 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 0.2 0.3 0.0 -1.7 0.0 0.2 0.1 0.1 0.2 0.1 0.0 -0.1 -0.3 -0.6 -0.3 0.2 -0.3 0.1 -0.7 SP500_micro 0.3 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 0.3 0.1 -0.6 -0.1 0.3 0.6 0.6 0.3 0.0 -0.0 0.0 SUGAR11 0.6 0.6 -0.4 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.3 -0.0 -0.3 0.1 -0.1 -0.1 0.2 -0.0 0.1 0.0 -0.1 -0.1 -0.3 0.0 -2.7 0.0 -0.0 -0.1 -0.0 -0.1 0.0 0.7 -0.3 0.6 0.6 -0.4 0.2 0.7 0.4 0.7 US10 0.1 0.5 0.1 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.2 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 -0.0 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 0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.1 -0.2 0.1 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 0.4 0.6 -0.2 0.0 0.1 -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 0.1 -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 0.1 0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.0 0.0 -0.1 0.0 -0.2 0.0 0.0 0.0 0.0 0.0 0.0 0.2 -0.1 -0.1 0.2 0.2 0.1 -0.3 0.7 0.6 US30 -0.1 0.4 0.1 0.0 0.1 -0.0 0.0 -0.1 0.0 0.1 -0.1 0.0 -0.1 0.0 0.0 -0.1 -0.1 -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 0.1 0.2 -0.1 -0.3 0.4 0.6 US5 0.2 0.6 -0.0 0.0 0.1 -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 0.1 0.1 0.0 0.1 -0.7 0.3 -0.2 VIX -0.1 -0.1 -0.6 -0.1 -0.1 -0.4 -0.1 -0.7 -0.1 -0.3 -0.9 -0.3 -1.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.2 -0.9 -0.3 NaN -0.2 -0.1 -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 -0.1 -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 -0.1 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.1 -0.3 -0.5 -0.4 0.3 -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 8.6 6.9 6.7 -1.2 16.6 -1.7 9.9 0.4 2.6 20.0 3.1 20.0 -2.9 20.0 20.0 -2.3 -2.7 -2.4 -2.6 13.5 8.1 20.0 0.7 18.0 3.9 7.3 12.6 4.6 12.3 1.4 10.0 -0.0 7.4 20.0 12.5 20.0 5.3 -6.5 6.7 -1.6 BITCOIN -20.0 -20.0 -4.6 -4.8 -3.0 -1.7 -5.2 0.1 -6.2 -9.8 6.2 -16.1 12.6 -17.3 -13.9 -6.9 -7.3 -7.3 -7.5 -15.4 3.9 -18.6 18.8 -20.0 -20.0 -4.4 -0.9 3.0 -5.4 8.8 -7.4 -3.6 3.4 -20.0 11.1 -4.9 -17.6 -5.7 -2.9 0.1 BOBL 1.0 7.8 -6.8 1.0 5.2 -0.2 3.2 -1.4 1.8 4.8 -6.8 -0.8 -6.1 0.9 -2.7 -20.0 -11.2 -18.0 -13.1 -1.5 -3.9 1.8 -5.5 0.2 3.9 -0.6 3.1 -1.6 1.1 -2.1 0.2 -15.0 -11.2 -1.1 -4.4 -1.9 -20.0 -15.9 -9.4 -11.0 BTP 4.3 -5.7 -7.4 1.7 8.9 -0.3 5.4 -2.3 3.2 13.0 2.5 12.4 8.6 2.8 -5.5 0.5 4.4 1.5 2.8 -0.8 0.3 13.2 3.9 4.8 -20.0 -0.1 12.7 1.0 9.7 3.6 3.6 11.8 11.9 6.1 -10.9 0.1 -18.6 -14.5 -2.5 2.4 BUND -0.8 4.8 -5.0 1.0 5.5 -0.2 3.3 -1.4 1.9 5.8 -6.0 -0.2 -3.2 0.4 -2.5 4.8 0.1 0.7 -0.9 -1.2 -2.6 2.1 -3.7 0.1 1.1 -0.4 3.6 -0.7 1.4 -0.9 0.1 4.4 -10.2 -1.6 -5.0 0.6 -20.0 -20.0 -8.5 -12.0 BUXL -4.5 1.1 -4.3 1.2 6.1 -0.2 3.7 -1.6 2.2 7.0 -6.4 -2.5 -2.7 -3.5 -5.3 -0.9 -2.8 -3.1 -3.6 -2.9 -3.2 0.6 -4.3 -1.9 -2.5 -1.1 2.7 -0.7 0.5 -0.7 -0.9 0.1 -12.2 -4.4 -8.0 1.0 -20.0 -20.0 -14.7 -10.6 CAC -4.7 -20.0 -20.0 5.5 10.7 5.5 8.8 5.7 6.8 11.1 2.2 2.0 10.4 -12.1 -11.4 -9.0 -0.7 -4.2 -1.2 -12.7 -3.2 -0.2 7.1 -10.8 -9.3 -4.0 3.2 -0.3 -0.4 3.2 -3.8 9.8 -20.0 -20.0 -20.0 -20.0 2.3 7.0 -1.8 9.9 CAD 8.1 2.7 -4.0 -1.3 18.0 -1.9 10.8 0.4 2.8 16.5 -16.5 18.2 -15.7 12.2 -4.0 -4.3 -3.0 -3.9 -3.4 -0.0 -6.4 8.0 -9.7 6.5 -1.0 0.4 3.5 -4.2 6.6 -6.3 5.4 -0.8 -15.8 15.6 0.2 -1.3 4.6 -6.9 -3.5 -4.5 CANOLA 0.3 -12.9 11.1 -2.2 -0.7 -1.1 -1.6 -0.6 -2.3 -7.0 -4.9 -1.5 -6.8 -4.0 -3.3 -17.1 -10.5 -15.8 -14.5 -4.7 -4.7 -6.0 -7.2 -4.8 -19.3 -2.7 -3.2 -2.1 -3.1 -2.6 -3.1 -20.0 -13.5 -8.1 -9.5 -1.2 -3.2 -14.6 6.1 -4.2 CHF -7.9 18.8 -7.2 -1.1 15.5 -1.6 9.2 0.4 2.4 16.2 -16.6 -9.4 -15.3 -2.3 -5.5 -18.0 -16.7 -17.5 -16.9 -4.4 -11.8 -0.5 -13.8 -2.7 5.9 -1.4 4.1 -4.5 0.1 -5.2 -0.8 -20.0 -20.0 -10.8 7.2 -10.9 7.8 -13.3 -0.6 -12.6 COCOA -20.0 -3.0 -20.0 -1.6 -0.5 -0.8 -1.2 -0.5 -1.7 5.2 2.6 -1.8 4.0 -1.8 -1.5 17.6 15.6 18.3 18.9 0.1 4.9 1.5 7.9 -1.6 -17.8 1.0 1.3 4.3 0.5 7.0 -0.2 20.0 7.3 -4.6 7.1 19.6 12.6 4.1 16.5 8.6 COFFEE 0.2 3.7 4.7 -4.0 -1.3 -2.1 -2.8 -1.2 -4.2 13.0 13.1 11.7 12.2 13.8 13.0 3.7 7.0 5.1 6.7 15.8 15.9 20.0 13.3 17.3 -20.0 5.0 6.9 6.8 6.9 7.0 5.1 11.9 20.0 20.0 20.0 20.0 2.2 -10.9 11.9 -2.8 COPPER -2.2 -13.0 9.5 -2.4 -1.5 -0.8 -2.5 0.0 -3.0 3.0 3.5 4.4 4.0 -4.9 0.3 1.4 -2.5 0.5 -1.1 2.2 6.7 4.3 7.5 1.8 -10.9 0.0 0.0 2.7 -0.4 3.2 -1.2 5.9 13.7 5.0 2.5 18.6 3.8 0.7 13.3 9.3 CORN -20.0 -20.0 4.4 -3.1 -1.0 -1.6 -2.2 -0.9 -3.2 -2.4 -10.0 -11.2 -12.1 -12.4 -11.2 -15.6 -12.9 -17.1 -16.6 -19.2 -12.7 -16.1 -11.6 -20.0 -10.0 -4.0 -0.6 -2.5 -4.0 -2.3 -5.3 -20.0 -15.7 -20.0 -17.4 -4.4 -20.0 -15.4 -20.0 -1.9 COTTON2 4.0 -13.4 -20.0 -3.5 -1.2 -1.8 -2.5 -1.0 -3.7 -6.7 -13.8 -11.5 -10.7 -12.7 -14.5 -9.8 0.3 -4.4 -1.2 -16.9 -17.9 -7.8 -12.5 -11.3 -20.0 -4.3 0.3 -3.7 -0.9 -1.0 -2.3 -0.9 -3.1 9.9 2.5 -20.0 -3.7 -9.5 12.3 -0.6 CRUDE_W 12.4 2.2 -6.3 1.3 -8.5 1.4 -4.2 3.2 1.0 -20.0 13.8 5.7 16.7 19.5 14.7 14.8 12.5 13.9 13.2 12.7 10.6 2.2 13.0 12.8 -4.5 -0.1 -3.2 -0.1 -0.0 3.6 2.1 6.1 8.9 9.0 -6.6 -1.9 20.0 20.0 20.0 20.0 DAX 1.6 -19.7 -10.0 5.9 11.5 6.0 9.5 6.2 7.4 16.4 13.0 12.3 16.1 -2.3 -2.8 -9.5 -11.2 -10.4 -11.1 1.6 9.2 12.9 16.4 3.6 11.6 1.4 12.3 7.3 6.7 11.8 1.7 -8.3 -19.3 -20.0 -20.0 -0.3 5.5 5.3 -4.6 8.0 DOW 11.4 -1.3 -5.8 6.2 12.0 6.2 9.9 6.4 7.7 18.1 13.1 17.7 15.8 7.7 4.3 -11.9 -11.4 -11.7 -11.7 7.7 9.4 20.0 16.3 14.1 -14.8 3.8 18.0 5.9 12.4 10.3 6.9 -8.8 -12.2 -12.4 -20.0 -12.4 13.0 -1.8 11.3 -4.9 DX -3.8 -2.3 5.2 -1.1 16.0 -1.7 9.6 0.4 2.5 -20.0 16.9 -16.3 16.5 -2.1 7.9 7.2 7.0 7.3 7.2 3.3 8.9 -20.0 10.6 -7.3 -20.0 1.6 -19.9 4.7 -13.1 5.8 -4.6 16.7 -20.0 -10.6 2.6 20.0 -6.2 7.5 -6.4 11.4 EUR 6.0 0.0 -2.5 -1.2 16.7 -1.7 10.0 0.4 2.6 20.0 -12.0 20.0 -11.4 5.3 -0.5 -7.5 -7.1 -7.4 -7.2 0.1 -4.2 20.0 -5.7 9.4 20.0 0.9 17.5 -0.8 13.4 -1.1 6.3 -7.6 17.5 16.3 -0.6 2.1 -1.9 -20.0 -4.1 -16.6 EURIBOR-ICE 5.4 5.6 -12.0 0.9 4.9 -0.2 3.0 -1.3 1.7 5.7 -4.8 4.2 -0.3 3.9 -2.6 -4.6 -4.9 -5.3 -4.9 -0.5 -2.2 5.3 -1.7 2.6 11.7 -0.2 5.1 -1.1 3.5 -0.6 1.6 -2.6 -1.2 2.6 -3.6 -4.2 -20.0 -20.0 -7.4 3.4 EUROSTX -0.2 -20.0 -14.9 5.8 11.3 5.9 9.3 6.1 7.2 14.8 14.7 11.2 17.0 -0.2 -1.6 -5.1 -2.5 -5.7 -4.2 1.2 9.2 8.8 17.4 1.8 -2.3 1.3 10.6 8.2 5.1 14.0 0.8 5.7 -20.0 -20.0 -20.0 -4.0 -5.6 2.6 -16.5 2.8 FEEDCOW -5.5 0.7 -1.5 -5.4 -1.8 -2.8 -3.9 -1.6 -5.7 -10.3 6.5 -11.8 -3.2 -7.9 0.4 -3.8 -20.0 -14.8 -20.0 -2.2 -1.7 -14.7 -0.5 -7.9 -7.9 -2.5 -3.3 -1.7 -5.9 1.5 -4.1 -20.0 -11.0 6.1 15.5 -6.5 4.3 20.0 12.6 20.0 GASOIL 10.9 3.0 -12.2 1.2 -7.6 1.2 -3.7 2.9 0.9 -20.0 4.9 -5.2 13.4 12.6 0.8 -1.1 12.0 0.6 5.7 4.8 2.6 -4.7 8.3 5.8 5.8 1.9 -6.9 0.6 -2.0 2.9 2.8 0.1 1.0 5.8 8.3 -6.7 -20.0 -13.5 -20.0 -20.0 GASOLINE 14.4 -1.8 -9.1 1.2 -8.0 1.3 -3.9 3.1 0.9 -17.7 10.0 11.1 15.3 17.8 1.4 20.0 20.0 20.0 20.0 6.3 6.2 2.8 12.4 9.4 -20.0 -0.0 -2.1 0.2 0.8 4.5 2.5 20.0 11.0 10.2 -4.2 -5.5 20.0 20.0 20.0 20.0 GAS_US_mini -20.0 0.4 20.0 0.7 -4.2 0.7 -2.1 1.6 0.5 -8.3 -8.8 -12.2 -10.9 -11.4 -5.9 -5.1 -20.0 -20.0 -20.0 -6.0 -4.9 -14.7 -13.4 -13.4 20.0 -0.7 -2.3 -1.2 -4.2 -3.9 -3.3 -20.0 -6.7 -20.0 0.3 2.8 -2.2 -7.5 -8.1 -15.2 GBP 4.4 5.8 1.9 -1.3 18.1 -1.9 10.8 0.4 2.8 20.0 15.3 20.0 6.2 20.0 18.4 -0.7 -0.8 -0.9 -0.8 12.5 8.1 20.0 6.2 20.0 0.9 6.6 20.0 5.1 17.3 4.0 10.5 3.2 20.0 20.0 20.0 17.2 1.3 -20.0 -0.1 -11.7 GOLD_micro 3.6 -11.2 2.9 -2.8 -1.7 -1.0 -3.0 0.1 -3.6 9.8 8.1 9.0 9.1 0.3 5.1 -11.2 -13.5 -11.7 -12.6 5.3 9.2 11.4 11.1 6.6 -3.6 -0.0 4.7 3.6 2.4 5.7 -0.3 -13.3 20.0 12.4 8.2 17.2 4.4 -7.0 11.9 -0.6 HEATOIL 12.6 4.8 -10.5 1.2 -8.0 1.3 -3.9 3.0 0.9 -20.0 -1.1 -6.3 7.2 14.0 0.6 -6.0 10.3 -4.4 2.0 4.2 -0.4 -5.0 3.6 6.2 -20.0 -1.5 -5.0 -2.7 -2.1 1.0 0.7 -4.4 2.0 4.2 -5.2 -18.4 1.8 7.1 -6.9 2.6 JGB-SGX-mini -7.1 2.8 -15.5 1.0 5.1 -0.2 3.1 -1.3 1.8 6.7 -5.3 -2.5 -1.5 -3.3 -5.7 20.0 18.6 20.0 19.1 -4.8 -5.1 0.6 -2.9 -3.0 -8.5 -2.2 2.7 -2.6 0.3 -2.1 -1.2 20.0 -3.1 -8.3 -9.0 -10.9 -5.3 -4.4 2.1 17.0 JPY -2.5 -2.2 -2.4 -0.7 10.3 -1.1 6.2 0.2 1.6 10.5 -15.4 -2.9 -15.6 -10.9 -14.2 -15.7 -16.3 -15.7 -15.9 -16.3 -20.0 3.1 -20.0 -9.2 20.0 -5.2 6.7 -6.1 1.4 -6.7 -2.9 -20.0 -2.0 -16.7 -18.4 -20.0 -20.0 -12.5 -20.0 -11.9 LEANHOG -5.1 -20.0 -19.4 -3.6 -1.2 -1.9 -2.6 -1.1 -3.9 -6.0 -10.6 -12.0 -7.4 -14.5 -15.1 20.0 -14.5 20.0 8.1 -20.0 -18.2 -20.0 -10.3 -20.0 4.3 -5.3 -2.3 -3.2 -4.1 -1.5 -5.1 -14.7 -20.0 -9.7 -20.0 -20.0 -9.3 -9.6 -4.1 3.9 LIVECOW 11.9 16.1 9.4 -5.6 -1.9 -2.9 -4.0 -1.7 -6.0 -12.8 17.6 4.2 6.6 14.7 18.3 4.5 10.5 16.2 15.8 20.0 17.0 1.9 10.2 17.8 -10.8 7.2 -1.2 6.0 -0.1 5.2 4.7 20.0 -11.4 20.0 20.0 20.0 2.9 20.0 8.3 20.0 LUMBER-new -3.9 -9.3 -20.0 -2.3 -0.8 -1.2 -1.7 -0.6 -2.5 1.0 -8.5 -5.7 -8.0 -7.6 -9.1 -14.4 -17.3 -16.7 -17.4 -12.5 -11.5 -3.7 -7.8 -8.9 NaN -3.3 1.3 -3.6 0.2 -2.4 -1.4 -20.0 5.6 4.6 -4.8 -20.0 -2.2 -7.4 4.5 -3.9 MILK -13.5 7.9 20.0 -2.9 -1.0 -1.5 -2.1 -0.9 -3.1 -5.1 6.9 -6.4 -2.9 -1.6 8.1 -20.0 -20.0 -20.0 -20.0 8.3 8.6 -2.5 -0.0 1.7 13.1 2.5 -2.5 2.8 -1.6 -0.3 -0.1 -20.0 -2.9 -9.3 18.6 20.0 -8.2 -20.0 -4.2 -20.0 MXP 10.6 -20.0 -20.0 -0.5 7.3 -0.8 4.4 0.2 1.1 9.4 -2.2 9.6 4.2 -2.5 -4.2 9.8 15.5 12.1 13.8 -5.8 -4.3 9.9 2.0 1.1 -20.0 -2.0 3.0 -1.3 2.1 0.7 -0.3 20.0 6.8 11.7 -20.0 -7.6 16.1 14.4 20.0 20.0 NASDAQ_micro 1.8 17.1 3.8 5.0 9.7 5.0 8.0 5.2 6.2 7.3 16.8 11.6 16.9 15.1 16.3 -12.3 -10.9 -11.8 -11.4 20.0 20.0 18.9 20.0 20.0 -20.0 6.0 0.8 5.4 3.3 5.5 5.6 -8.1 -12.9 5.8 20.0 15.2 -2.2 4.6 -9.2 4.1 NIKKEI 20.0 3.9 -12.5 6.7 13.0 6.8 10.8 7.0 8.3 10.6 17.9 19.0 19.6 20.0 13.5 15.4 10.1 11.5 9.9 20.0 20.0 20.0 20.0 20.0 -20.0 6.7 6.2 6.1 11.2 8.0 10.1 20.0 19.1 20.0 18.0 -4.4 3.1 -6.1 -8.4 -11.5 NZD -7.1 4.8 3.8 -1.0 14.4 -1.5 8.6 0.3 2.3 2.6 0.7 -2.7 -1.0 -4.4 9.6 -0.1 0.2 0.0 0.1 3.0 3.0 -0.9 -0.2 -0.1 0.4 1.7 1.1 2.1 -0.7 0.8 -0.3 4.8 -17.7 -8.8 5.8 8.8 7.6 -5.5 9.6 1.1 OAT 3.9 -5.2 -10.6 1.2 6.2 -0.2 3.8 -1.6 2.2 7.7 -7.8 6.6 -3.2 -2.8 -7.3 -2.0 4.2 0.4 2.3 -5.1 -5.7 5.1 -4.7 -0.7 1.8 -2.6 4.7 -2.4 3.0 -1.4 -0.4 11.4 0.8 -0.5 -13.5 -5.1 -20.0 -18.5 -7.5 -3.1 OATIES -16.2 -20.0 3.6 -2.0 -0.7 -1.1 -1.5 -0.6 -2.2 2.1 -6.3 -3.7 -7.1 -7.8 -7.4 -5.8 0.3 -1.2 0.9 -11.4 -7.9 -4.3 -5.7 -10.6 -20.0 -2.3 0.1 -1.2 -1.6 -0.8 -2.7 0.9 -7.7 -12.6 -15.1 -2.6 1.8 -1.0 12.0 11.4 OJ -1.8 -18.7 -5.3 -3.3 -1.1 -1.7 -2.4 -1.0 -3.5 6.3 9.6 8.3 11.6 4.1 7.9 8.7 12.4 9.3 9.8 12.4 14.7 11.4 16.7 10.4 -20.0 3.4 2.0 4.9 2.2 7.0 2.1 18.8 20.0 15.0 20.0 20.0 9.6 9.7 20.0 20.0 PALLAD 20.0 1.4 3.5 -2.2 -1.4 -0.8 -2.4 0.0 -2.9 -6.3 -5.5 3.7 -8.3 3.0 -2.4 -1.0 -2.1 -1.7 -1.9 0.5 -3.1 1.8 -8.3 3.6 14.5 -0.9 -1.4 -2.0 0.8 -3.2 0.9 5.9 11.6 19.1 11.1 -2.7 -20.0 -20.0 -20.0 -19.1 PLAT 2.1 -6.8 9.2 -2.9 -1.8 -1.0 -3.2 0.1 -3.8 -2.2 1.8 1.2 -3.2 -4.4 -0.1 -4.9 -4.2 -5.0 -4.7 2.1 3.5 1.1 1.9 1.0 7.6 -1.3 -1.0 0.7 -2.5 1.2 -2.8 1.6 0.7 12.8 5.4 8.8 -20.0 -8.6 -5.4 3.0 REDWHEAT -20.0 -20.0 20.0 -3.2 -1.1 -1.7 -2.3 -1.0 -3.4 -7.4 -5.3 -11.0 -9.9 -12.9 -9.7 -10.6 -4.1 -9.4 -6.7 -13.4 -6.2 -11.7 -7.7 -17.6 -5.7 -3.0 -1.8 -1.1 -3.4 -1.3 -4.5 -9.1 -13.3 -20.0 -14.1 10.4 -14.7 -20.0 -8.4 -17.4 RICE -20.0 -9.5 15.7 -5.2 -1.8 -2.7 -3.7 -1.5 -5.5 -12.3 14.7 -18.5 16.9 -17.2 12.5 20.0 20.0 20.0 20.0 -5.9 9.8 -20.0 16.8 -20.0 -13.5 0.6 -0.4 3.6 -4.4 4.3 -3.9 20.0 -14.3 -1.2 15.2 12.9 -16.8 -8.0 -17.2 -5.6 ROBUSTA 0.4 5.2 -16.2 -2.6 -0.9 -1.4 -1.9 -0.8 -2.8 9.0 9.9 8.3 10.1 9.2 9.0 20.0 20.0 20.0 20.0 14.5 16.4 20.0 17.5 16.0 -20.0 3.8 5.7 5.3 5.6 6.6 4.1 20.0 20.0 20.0 20.0 20.0 3.4 -6.7 10.9 4.1 RUSSELL 6.8 -6.2 -4.7 5.3 10.3 5.3 8.5 5.5 6.5 15.0 9.1 11.8 11.2 0.9 0.4 -7.6 -6.9 -7.4 -7.1 2.3 2.9 20.0 4.9 9.0 -1.1 3.1 19.6 2.7 13.4 3.5 7.1 -0.9 4.1 -2.8 -15.0 -9.7 3.7 -20.0 2.2 -20.0 SHATZ 3.1 20.0 -2.4 0.9 4.8 -0.2 2.9 -1.2 1.7 4.4 -6.7 -0.3 -7.4 1.7 -1.2 -20.0 -20.0 -20.0 -20.0 -0.6 -4.9 2.3 -8.5 1.3 6.8 -0.1 2.9 -1.8 1.3 -3.0 0.8 -20.0 -10.4 1.2 -0.7 -4.3 -20.0 -15.0 -16.2 -11.5 SILVER-mini -0.4 -6.1 11.9 -2.5 -1.6 -0.9 -2.7 0.1 -3.3 4.6 7.2 6.4 6.6 1.9 6.1 -5.6 -6.5 -5.9 -6.2 6.9 9.1 6.6 7.8 5.9 2.3 0.5 0.5 3.1 0.7 3.7 -0.5 -1.6 17.4 8.5 12.2 16.6 -1.5 -8.2 5.6 4.4 SMI -8.1 4.4 12.1 6.5 12.5 6.5 10.3 6.7 8.0 18.7 19.2 11.1 18.3 12.1 16.9 -4.0 1.2 -3.1 -1.0 19.1 20.0 20.0 20.0 14.7 15.8 6.9 15.1 9.4 8.8 8.8 5.5 11.7 -8.8 -20.0 1.9 14.1 6.4 2.7 -0.1 0.1 SOFR 5.2 17.6 0.7 1.2 6.4 -0.3 3.9 -1.7 2.3 10.4 -1.3 10.4 -2.9 10.2 6.9 -2.0 -1.4 -2.5 -2.0 6.0 1.1 11.3 -2.9 8.9 -3.1 2.9 4.7 1.6 3.3 0.2 3.1 2.8 0.1 2.5 7.9 4.7 6.1 -15.1 19.2 2.4 SOYBEAN -14.2 -20.0 0.4 -3.3 -1.1 -1.7 -2.4 -1.0 -3.5 -12.3 -11.7 -12.9 -7.9 -13.5 -12.2 -2.5 6.2 -1.1 1.3 -17.0 -11.9 -20.0 -9.2 -20.0 -20.0 -4.4 -4.5 -2.7 -5.9 -1.8 -5.9 6.2 -20.0 -19.8 -14.3 -3.7 -16.7 -20.0 -9.7 -20.0 SOYMEAL -20.0 -20.0 7.3 -3.1 -1.0 -1.6 -2.2 -0.9 -3.3 -11.8 -11.1 -13.0 -10.0 -13.3 -11.1 14.8 7.8 9.8 6.6 -16.2 -10.4 -20.0 -8.7 -20.0 -20.0 -3.1 -4.1 -1.3 -6.1 -0.9 -5.8 11.4 -20.0 -20.0 -10.5 8.4 -20.0 -20.0 -20.0 -20.0 SOYOIL 17.9 8.3 3.0 -2.4 -0.8 -1.3 -1.7 -0.7 -2.6 -6.2 -6.3 1.5 -8.7 1.9 -2.3 5.5 0.3 0.8 -1.2 1.0 -3.5 2.1 -6.5 4.5 -20.0 -0.4 -2.0 -2.0 0.5 -2.5 1.2 -1.6 11.8 14.8 10.6 -4.1 -13.4 -15.6 -1.3 -1.7 SP400 1.4 -13.5 -8.0 5.4 10.4 5.4 8.6 5.6 6.6 14.1 9.6 6.2 12.4 -4.1 -4.2 -5.3 -5.9 -6.2 -6.1 -0.4 4.6 17.0 10.0 3.6 -13.1 2.7 20.0 4.3 12.5 6.5 5.7 0.9 -2.1 -9.2 -20.0 -8.5 4.9 -9.1 4.5 -20.0 SP500_micro 8.0 17.2 11.4 7.2 14.0 7.3 11.6 7.5 9.0 18.8 20.0 20.0 20.0 20.0 20.0 -15.5 -12.8 -14.4 -13.6 20.0 20.0 20.0 20.0 20.0 -20.0 9.2 6.9 8.9 8.0 9.2 9.2 -11.4 -4.9 9.1 20.0 18.3 8.0 1.4 -0.6 1.2 SUGAR11 18.0 18.2 -13.8 -4.2 -1.4 -2.2 -3.0 -1.2 -4.5 -15.0 -12.9 -2.0 -9.7 7.5 -5.4 -4.0 9.7 -0.4 4.2 0.4 -10.3 -6.1 -10.4 4.4 -20.0 0.2 -5.4 -4.3 -0.6 -4.2 2.7 12.3 -10.5 20.0 20.0 -11.7 5.2 20.0 11.4 20.0 US10 3.6 15.6 1.6 1.0 5.5 -0.2 3.3 -1.4 1.9 8.8 -2.2 8.0 -5.0 8.0 4.4 -6.8 -7.3 -6.8 -7.0 3.5 -0.4 7.8 -4.8 5.9 2.4 2.3 3.7 1.1 2.4 -0.5 2.3 -6.8 -1.6 0.3 4.7 3.2 2.8 -18.5 12.1 2.5 US10U 1.2 15.1 2.6 1.4 7.3 -0.3 4.4 -1.9 2.6 11.8 -3.4 9.3 -6.4 9.3 5.2 -4.6 -2.7 -4.8 -4.0 3.6 -0.8 8.3 -6.5 5.9 0.3 2.8 4.6 1.5 2.6 -0.7 2.5 0.0 -4.6 -1.5 5.3 4.3 3.3 -15.1 19.3 10.8 US2 11.1 19.3 -5.6 1.1 6.0 -0.2 3.6 -1.6 2.1 9.5 -7.1 9.5 -9.6 9.2 -0.2 -20.0 -20.0 -20.0 -20.0 2.4 -5.1 13.3 -11.7 8.8 14.8 1.2 8.3 -1.4 5.4 -3.4 3.5 -20.0 5.7 3.9 1.0 -3.8 0.0 -20.0 3.8 -12.4 US20 -2.7 12.5 3.3 1.0 5.0 -0.2 3.1 -1.3 1.8 7.8 -0.9 3.9 -2.3 4.7 4.0 -0.7 -0.8 -0.7 -0.6 2.2 0.3 4.1 -3.1 2.7 -1.1 2.1 2.4 1.7 1.2 0.3 1.4 4.4 -4.8 -2.3 4.8 5.2 1.6 -9.9 20.0 17.2 US30 -3.6 11.9 3.8 1.1 5.7 -0.2 3.5 -1.5 2.0 8.7 -2.1 2.7 -3.8 3.8 3.2 -5.0 -5.2 -5.1 -5.1 1.7 -0.4 3.4 -4.2 2.0 -0.6 2.1 2.5 1.7 1.0 0.0 1.2 -3.4 -6.5 -3.5 4.1 4.8 -1.8 -9.5 12.0 18.3 US5 6.5 17.5 -0.4 1.1 6.0 -0.2 3.6 -1.6 2.1 9.6 -4.2 9.6 -7.5 9.4 3.5 -11.0 -10.3 -10.5 -10.2 3.9 -1.5 10.6 -6.6 7.7 6.2 2.3 5.5 0.6 3.7 -1.2 3.0 -12.1 1.3 2.0 4.4 1.4 3.0 -20.0 9.6 -5.0 VIX -1.0 -2.6 -10.9 -8.6 -4.1 -9.8 -5.5 -11.4 -7.1 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -13.3 -20.0 -16.9 NaN -10.4 -4.1 -11.3 -6.1 -13.3 -8.6 NaN NaN NaN NaN NaN -15.3 -20.0 NaN NaN WHEAT -20.0 -20.0 20.0 -2.5 -0.8 -1.3 -1.8 -0.7 -2.7 -7.6 -3.2 -8.6 -6.6 -9.4 -7.2 -15.1 -14.3 -15.8 -15.4 -10.1 -4.2 -9.8 -4.7 -13.3 0.8 -2.1 -2.3 -0.6 -2.8 -0.6 -3.4 -20.0 -11.3 -16.4 -11.5 10.1 -14.4 -20.0 -11.7 -20.0 End of report for caleb_strategy_v3