******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240801_203932 produced at 2024-08-01 21:37:42.678872 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 CAD False False 0.02 -0.09 -0.16 0.0 0.68 -0.68 -0.09 -0.09 -6.99 29.0 -4 -4 caleb_strategy_v3 VIX False False 0.01 -0.22 -0.14 0.0 999.00 -999.00 -0.22 -0.17 -21.80 999999999.0 -35 -27 caleb_strategy_v3 MXP False False 0.01 -0.09 -0.11 0.0 0.51 -0.51 -0.09 -0.09 -12.76 60.0 -11 -11 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -1.75 24.0 0 0 caleb_strategy_v3 COPPER False False 0.03 -0.03 -0.06 0.0 999.00 -999.00 -0.03 -0.03 -1.68 999999999.0 -1 -1 caleb_strategy_v3 FEEDCOW False False 0.04 0.00 -0.06 0.0 0.32 -0.32 0.00 0.00 -1.56 8.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 -0.03 -0.05 0.0 0.28 -0.28 -0.03 -0.04 -6.26 36.0 -4 -5 caleb_strategy_v3 HEATOIL False False 0.03 -0.03 -0.05 0.0 0.10 -0.10 -0.03 -0.03 -1.41 3.0 -1 -1 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.03 -0.04 0.0 0.04 -0.04 -0.03 -0.03 -20.89 26.0 -16 -17 caleb_strategy_v3 COTTON2 False False 0.01 -0.05 -0.04 0.0 0.12 -0.12 -0.05 -0.05 -3.60 11.0 -5 -5 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.04 0.0 0.08 -0.08 -0.03 -0.03 -6.30 12.0 -4 -4 caleb_strategy_v3 AUD False False 0.02 0.00 -0.04 0.0 0.40 -0.40 0.00 0.00 -1.86 19.0 0 0 caleb_strategy_v3 NZD False False 0.02 -0.02 -0.04 0.0 0.40 -0.40 -0.02 -0.02 -2.33 21.0 -1 -1 caleb_strategy_v3 CAC True False 0.03 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -1.73 12.0 0 0 caleb_strategy_v3 BOBL False False 0.04 0.00 -0.03 0.0 0.78 -0.78 0.00 0.00 -0.84 19.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 -0.08 -0.03 0.0 0.42 -0.42 -0.08 -0.07 -2.92 48.0 -9 -8 caleb_strategy_v3 GASOIL False False 0.02 -0.02 -0.03 0.0 0.10 -0.10 -0.02 -0.02 -1.12 4.0 -1 -1 caleb_strategy_v3 EUROSTX False False 0.02 -0.05 -0.03 0.0 0.33 -0.33 -0.05 -0.07 -1.79 20.0 -3 -4 caleb_strategy_v3 OAT False False 0.04 0.00 -0.02 0.0 0.44 -0.44 0.00 0.00 -0.47 10.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.02 -0.02 0.0 0.07 -0.07 -0.02 -0.02 -2.00 8.0 -2 -2 caleb_strategy_v3 SOYBEAN False False 0.02 -0.07 -0.02 0.0 0.11 -0.11 -0.07 -0.08 -1.08 7.0 -4 -5 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.04 -0.02 0.0 0.28 -0.28 -0.04 -0.04 -2.00 23.0 -3 -3 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.02 0.0 0.08 -0.08 -0.04 -0.04 -1.89 9.0 -4 -4 caleb_strategy_v3 DX False False 0.03 0.00 -0.02 0.0 999.00 -999.00 0.00 0.00 -0.50 999999999.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -9.82 59.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.01 -0.02 0.0 0.15 -0.15 -0.01 -0.01 -8.43 51.0 -3 -2 caleb_strategy_v3 EUR False False 0.04 0.00 -0.01 0.0 0.61 -0.61 0.00 -0.04 -0.19 14.0 0 -1 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -1.74 18.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 0.00 -0.01 0.0 0.08 -0.08 0.00 0.00 -1.04 10.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.09 -0.09 0.00 0.00 -1.30 9.0 0 0 caleb_strategy_v3 BTP False False 0.04 0.00 -0.01 0.0 0.42 -0.42 0.00 0.00 -0.20 10.0 0 0 caleb_strategy_v3 PLAT False False 0.02 -0.02 -0.01 0.0 0.16 -0.16 -0.02 0.00 -0.44 10.0 -1 0 caleb_strategy_v3 PALLAD False False 0.03 -0.03 -0.01 0.0 0.06 -0.06 -0.03 -0.03 -0.25 2.0 -1 -1 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -2.42 2.0 0 0 caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.01 0.0 0.19 -0.19 -0.05 0.00 -0.15 4.0 -1 0 caleb_strategy_v3 LUMBER-new False False 0.00 -0.01 -0.01 0.0 0.01 -0.01 -0.01 -0.01 -2.40 3.0 -2 -2 caleb_strategy_v3 BUND False False 0.05 0.00 0.00 0.0 0.47 -0.47 0.00 0.05 0.05 10.0 0 1 caleb_strategy_v3 SILVER-mini False False 0.02 0.00 -0.00 0.0 999.00 -999.00 0.00 -0.02 -0.06 999999999.0 0 -1 caleb_strategy_v3 US30 False False 0.04 0.00 0.00 0.0 0.25 -0.25 0.00 0.00 0.11 6.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.01 0.00 0.0 0.37 -0.37 0.01 0.01 0.13 58.0 2 2 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.00 0.0 0.46 -0.46 -0.03 0.00 -0.09 17.0 -1 0 caleb_strategy_v3 COCOA False False 0.02 0.00 0.00 0.0 0.55 -0.55 0.00 0.00 0.17 26.0 0 0 caleb_strategy_v3 COFFEE False False 0.03 0.00 0.00 0.0 0.16 -0.16 0.00 0.00 0.05 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 0.46 3.0 1 1 caleb_strategy_v3 LEANHOG False False 0.01 -0.01 0.01 0.0 0.13 -0.13 -0.01 0.00 1.45 13.0 -1 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.01 0.01 0.0 0.30 -0.30 0.01 0.01 0.65 23.0 1 1 caleb_strategy_v3 RUSSELL False False 0.00 0.00 0.01 0.0 0.24 -0.24 0.00 0.00 4.20 68.0 0 0 caleb_strategy_v3 SP400 False False 0.10 0.10 0.01 0.0 0.20 -0.20 0.10 0.10 0.06 2.0 1 1 caleb_strategy_v3 CHF False False 0.05 0.00 0.01 0.0 0.60 -0.60 0.00 0.05 0.31 13.0 0 1 caleb_strategy_v3 DOW False False 0.01 0.00 0.01 0.0 0.43 -0.43 0.00 0.00 1.47 66.0 0 0 caleb_strategy_v3 US10U False False 0.04 0.15 0.02 0.0 0.49 -0.49 0.15 0.19 0.64 13.0 4 5 caleb_strategy_v3 US10 False False 0.04 0.00 0.02 0.0 0.62 -0.62 0.00 0.00 0.67 17.0 0 0 caleb_strategy_v3 GASOLINE False False 0.03 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.70 999999999.0 0 0 caleb_strategy_v3 US20 False True 0.04 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.41 9.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 0.02 0.0 0.07 -0.07 0.00 0.00 1.20 5.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 0.02 0.0 0.04 -0.04 0.00 0.00 1.87 4.0 0 0 caleb_strategy_v3 JGB-SGX-mini False False 0.03 -0.03 0.02 0.0 0.50 -0.50 -0.03 0.00 0.63 16.0 -1 0 caleb_strategy_v3 GOLD_micro False False 0.01 0.02 0.03 0.0 0.45 -0.45 0.02 0.03 3.24 56.0 2 4 caleb_strategy_v3 GBP False False 0.03 0.03 0.04 0.0 0.57 -0.57 0.03 0.00 1.44 22.0 1 0 caleb_strategy_v3 US5 False False 0.04 0.04 0.04 0.0 0.88 -0.88 0.04 0.04 1.12 25.0 1 1 caleb_strategy_v3 CRUDE_W False False 0.02 0.05 0.04 0.0 0.12 -0.12 0.05 0.05 1.69 5.0 2 2 caleb_strategy_v3 US2 False True 0.07 0.00 0.07 0.0 0.00 0.00 0.00 0.00 1.04 13.0 0 0 caleb_strategy_v3 LIVECOW False False 0.02 0.09 0.08 0.0 0.40 -0.40 0.09 0.07 3.53 17.0 4 3 caleb_strategy_v3 SMI False True 0.05 0.00 0.12 0.0 0.00 0.00 0.00 0.00 2.71 9.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 0.49 0.0 0.86 -0.86 0.00 0.00 5.71 10.0 0 0 caleb_strategy_v3 SOFR False True 0.08 0.00 1.13 0.0 0.00 0.00 0.00 0.00 14.42 11.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 7.0 Shocked risk 16.3 Sum abs risk 35.9 Leverage 3.57 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 3092858.48, 'annual_cash_vol_target': 773214.62, 'daily_cash_vol_target': 48325.91375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0035 0.6498 0.5334 8.5342 BITCOIN 1678.2307 63130.0000 2.6584 42.5340 BOBL 0.2301 117.8600 0.1952 3.1237 BTP 0.4960 119.0900 0.4165 6.6642 BUND 0.4722 134.3700 0.3514 5.6230 BUXL 1.1814 136.0600 0.8683 13.8921 CAC 72.8250 7352.0000 0.9905 15.8488 CAD 0.0024 0.7212 0.3361 5.3773 CANOLA 10.0123 617.6000 1.6212 25.9386 CHF 0.0049 1.1513 0.4291 6.8651 COCOA 261.7981 6531.0000 4.0085 64.1367 COFFEE 4.0498 226.1000 1.7911 28.6582 COPPER 0.0614 4.0615 1.5124 24.1987 CORN 6.0532 399.7500 1.5142 24.2278 COTTON2 0.9922 68.0400 1.4583 23.3330 CRUDE_W 1.1290 74.4200 1.5171 24.2740 DAX 164.5501 18085.0000 0.9099 14.5579 DOW 304.0739 40325.0000 0.7541 12.0649 DX 0.3338 104.2250 0.3203 5.1242 EUR 0.0039 1.0808 0.3643 5.8294 EURIBOR-ICE 0.0432 97.8000 0.0442 0.7064 EUROSTX 50.0632 4761.0000 1.0515 16.8244 FEEDCOW 1.8398 249.7750 0.7366 11.7855 GASOIL 11.2606 742.7500 1.5161 24.2570 GASOLINE 0.0358 2.1558 1.6597 26.5553 GAS_US_mini 0.0865 2.1000 4.1197 65.9158 GBP 0.0059 1.2737 0.4608 7.3729 GOLD_micro 21.0038 2460.5000 0.8536 13.6582 HEATOIL 0.0373 2.4345 1.5312 24.4986 JGB-SGX-mini 0.2590 143.2900 0.1808 2.8924 JPY 0.0000 0.0067 0.6861 10.9772 LEANHOG 1.3101 77.1250 1.6987 27.1798 LIVECOW 1.3180 183.5250 0.7182 11.4909 LUMBER-new 8.9202 514.0000 1.7355 27.7673 MILK 0.2349 21.1100 1.1127 17.8027 MXP 0.0005 0.0528 0.8818 14.1093 NASDAQ_micro 261.2230 18885.5000 1.3832 22.1311 NIKKEI 623.1495 36500.0000 1.7073 27.3161 NZD 0.0035 0.5946 0.5920 9.4724 OAT 0.4521 126.1700 0.3584 5.7338 OATIES 6.4472 316.2500 2.0386 32.6184 OJ 7.4072 415.5000 1.7827 28.5236 PALLAD 22.5610 902.5000 2.4998 39.9974 PLAT 14.8213 969.4000 1.5289 24.4626 REDWHEAT 10.2788 572.2500 1.7962 28.7393 RICE 0.1560 15.3300 1.0178 16.2848 ROBUSTA 67.8991 4078.0000 1.6650 26.6402 RUSSELL 30.7291 2185.3000 1.4062 22.4988 SHATZ 0.0794 106.2350 0.0747 1.1957 SILVER-mini 0.5079 29.0500 1.7482 27.9719 SMI 79.4153 12339.0000 0.6436 10.2978 SOFR 0.0582 96.7650 0.0601 0.9619 SOYBEAN 13.6092 1016.0000 1.3395 21.4318 SOYMEAL 4.6974 316.1000 1.4861 23.7769 SOYOIL 0.7830 41.4500 1.8889 30.2226 SP400 32.4635 3032.1000 1.0707 17.1306 SP500_micro 47.5014 5454.5000 0.8709 13.9339 SUGAR11 0.3220 18.9000 1.7039 27.2632 US10 0.3649 112.6875 0.3238 5.1804 US10U 0.5108 116.7344 0.4376 7.0012 US2 0.0917 103.0117 0.0890 1.4243 US20 0.7972 122.5312 0.6506 10.4096 US30 1.2058 130.1875 0.9262 14.8189 US5 0.2320 108.5391 0.2137 3.4195 VIX 0.5749 19.6500 2.9258 46.8123 WHEAT 10.2011 558.2500 1.8273 29.2373 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 649.80 0.53 346.59 1.00 346.59 48325.91 139.43 -5.13 -71.52 BITCOIN 63.13 2.66 167.82 1.00 167.82 48325.91 287.96 -3.15 -90.65 BOBL 1178.60 0.20 230.10 1.08 248.95 48325.91 194.12 -4.25 -82.45 BTP 1190.90 0.42 496.02 1.08 536.65 48325.91 90.05 -0.64 -5.78 BUND 1343.70 0.35 472.22 1.08 510.90 48325.91 94.59 0.55 5.23 BUXL 1360.60 0.87 1181.35 1.08 1278.10 48325.91 37.81 -3.86 -14.59 CAC 735.20 0.99 728.25 1.08 787.89 48325.91 61.34 -8.25 -50.62 CAD 721.15 0.34 242.36 1.00 242.36 48325.91 199.39 -13.52 -269.52 CANOLA 123.52 1.62 200.25 0.72 144.64 48325.91 334.10 -10.37 -346.57 CHF 1439.12 0.43 617.48 1.00 617.48 48325.91 78.26 1.51 11.82 COCOA 653.10 4.01 2617.98 1.00 2617.98 48325.91 18.46 4.22 7.79 COFFEE 847.88 1.79 1518.66 1.00 1518.66 48325.91 31.82 1.25 3.98 COPPER 1015.37 1.51 1535.67 1.00 1535.67 48325.91 31.47 -4.94 -15.53 CORN 199.88 1.51 302.66 1.00 302.66 48325.91 159.67 -16.21 -258.77 COTTON2 340.20 1.46 496.12 1.00 496.12 48325.91 97.41 -17.27 -168.24 CRUDE_W 744.20 1.52 1129.05 1.00 1129.05 48325.91 42.80 3.65 15.60 DAX 180.85 0.91 164.55 1.08 178.03 48325.91 271.45 0.14 3.67 DOW 201.62 0.75 152.04 1.00 152.04 48325.91 317.86 1.99 63.38 DX 1042.25 0.32 333.80 1.00 333.80 48325.91 144.78 -1.34 -19.41 EUR 1350.94 0.36 492.19 1.00 492.19 48325.91 98.18 -0.73 -7.20 EURIBOR-ICE 2445.00 0.04 107.95 1.08 116.79 48325.91 413.78 4.05 167.44 EUROSTX 476.10 1.05 500.63 1.08 541.63 48325.91 89.22 -5.90 -52.62 FEEDCOW 1248.88 0.74 919.91 1.00 919.91 48325.91 52.53 -8.95 -47.03 GASOIL 742.75 1.52 1126.06 1.00 1126.06 48325.91 42.92 -6.03 -25.89 GASOLINE 905.44 1.66 1502.76 1.00 1502.76 48325.91 32.16 5.05 16.24 GAS_US_mini 52.50 4.12 216.29 1.00 216.29 48325.91 223.44 -8.64 -192.95 GBP 796.06 0.46 366.83 1.00 366.83 48325.91 131.74 4.21 55.40 GOLD_micro 246.05 0.85 210.04 1.00 210.04 48325.91 230.08 4.13 95.11 HEATOIL 1022.49 1.53 1565.60 1.00 1565.60 48325.91 30.87 -10.52 -32.48 JGB-SGX-mini 143290.00 0.18 25903.09 0.01 169.37 48325.91 285.33 0.21 5.86 JPY 841.25 0.69 577.16 1.00 577.16 48325.91 83.73 -0.41 -3.41 LEANHOG 308.50 1.70 524.06 1.00 524.06 48325.91 92.21 2.59 23.93 LIVECOW 734.10 0.72 527.22 1.00 527.22 48325.91 91.66 11.62 106.51 LUMBER-new 141.35 1.74 245.31 1.00 245.31 48325.91 197.00 -5.69 -112.18 MILK 422.20 1.11 469.77 1.00 469.77 48325.91 102.87 5.45 56.02 MXP 264.05 0.88 232.85 1.00 232.85 48325.91 207.54 -4.19 -86.96 NASDAQ_micro 377.71 1.38 522.45 1.00 522.45 48325.91 92.50 -9.32 -86.24 NIKKEI 36500.00 1.71 62314.95 0.01 407.44 48325.91 118.61 -4.88 -57.86 NZD 594.65 0.59 352.05 1.00 352.05 48325.91 137.27 -6.55 -89.89 OAT 1261.70 0.36 452.15 1.08 489.18 48325.91 98.79 -1.39 -13.72 OATIES 158.12 2.04 322.36 1.00 322.36 48325.91 149.91 -6.62 -99.29 OJ 623.25 1.78 1111.08 1.00 1111.08 48325.91 43.49 4.97 21.62 PALLAD 902.50 2.50 2256.10 1.00 2256.10 48325.91 21.42 -3.47 -7.42 PLAT 484.70 1.53 741.06 1.00 741.06 48325.91 65.21 -1.96 -12.78 REDWHEAT 286.12 1.80 513.94 1.00 513.94 48325.91 94.03 -16.06 -151.03 RICE 306.60 1.02 312.06 1.00 312.06 48325.91 154.86 4.96 76.84 ROBUSTA 407.80 1.67 678.99 1.00 678.99 48325.91 71.17 7.78 55.41 RUSSELL 109.26 1.41 153.65 1.00 153.65 48325.91 314.53 4.03 126.88 SHATZ 1062.35 0.07 79.39 1.08 85.89 48325.91 562.62 -3.07 -172.73 SILVER-mini 726.25 1.75 1269.66 1.00 1269.66 48325.91 38.06 -0.46 -1.77 SMI 1233.90 0.64 794.15 1.13 895.33 48325.91 53.98 14.72 79.45 SOFR 2419.12 0.06 145.44 1.00 145.44 48325.91 332.27 7.14 237.21 SOYBEAN 508.00 1.34 680.46 1.00 680.46 48325.91 71.02 -16.29 -115.67 SOYMEAL 316.10 1.49 469.74 1.00 469.74 48325.91 102.88 -13.56 -139.46 SOYOIL 248.70 1.89 469.77 1.00 469.77 48325.91 102.87 -10.90 -112.09 SP400 3032.10 1.07 3246.35 1.00 3246.35 48325.91 14.89 1.24 1.84 SP500_micro 272.73 0.87 237.51 1.00 237.51 48325.91 203.47 -6.18 -125.79 SUGAR11 211.68 1.70 360.69 1.00 360.69 48325.91 133.98 -6.10 -81.75 US10 1126.88 0.32 364.86 1.00 364.86 48325.91 132.45 4.02 53.20 US10U 1167.34 0.44 510.80 1.00 510.80 48325.91 94.61 5.35 50.60 US2 2060.23 0.09 183.39 1.00 183.39 48325.91 263.51 3.12 82.24 US20 1225.31 0.65 797.19 1.00 797.19 48325.91 60.62 5.38 32.62 US30 1301.88 0.93 1205.77 1.00 1205.77 48325.91 40.08 2.24 9.00 US5 1085.39 0.21 231.97 1.00 231.97 48325.91 208.33 4.23 88.14 VIX 196.50 2.93 574.91 1.00 574.91 48325.91 84.06 -10.51 -88.32 WHEAT 279.12 1.83 510.05 1.00 510.05 48325.91 94.75 -15.07 -142.80 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -71.524 0.010 2.5 -1.856 BITCOIN -90.645 0.043 2.5 -9.816 BOBL -82.453 0.004 2.5 -0.836 BTP -5.784 0.014 2.5 -0.197 BUND 5.229 0.004 2.5 0.053 BUXL -14.590 0.004 2.5 -0.148 CAC -50.625 0.014 2.5 -1.727 CAD -269.523 0.010 2.5 -6.993 CANOLA -346.574 0.010 2.5 -8.432 CHF 11.820 0.010 2.5 0.307 COCOA 7.787 0.009 2.5 0.167 COFFEE 3.983 0.005 2.5 0.047 COPPER -15.534 0.043 2.5 -1.682 CORN -258.774 0.010 2.5 -6.296 COTTON2 -168.238 0.009 2.5 -3.603 CRUDE_W 15.605 0.043 2.5 1.690 DAX 3.672 0.014 2.5 0.125 DOW 63.376 0.009 2.5 1.473 DX -19.405 0.010 2.5 -0.503 EUR -7.201 0.010 2.5 -0.187 EURIBOR-ICE 167.441 0.014 2.5 5.711 EUROSTX -52.620 0.014 2.5 -1.795 FEEDCOW -47.028 0.013 2.5 -1.558 GASOIL -25.890 0.017 2.5 -1.122 GASOLINE 16.237 0.017 2.5 0.704 GAS_US_mini -192.948 0.043 2.5 -20.894 GBP 55.401 0.010 2.5 1.437 GOLD_micro 95.112 0.014 2.5 3.244 HEATOIL -32.478 0.017 2.5 -1.408 JGB-SGX-mini 5.860 0.043 2.5 0.635 JPY -3.407 0.010 2.5 -0.088 LEANHOG 23.926 0.024 2.5 1.454 LIVECOW 106.506 0.013 2.5 3.529 LUMBER-new -112.176 0.009 2.5 -2.402 MILK 56.022 0.009 2.5 1.200 MXP -86.956 0.059 2.5 -12.763 NASDAQ_micro -86.241 0.009 2.5 -2.004 NIKKEI -57.855 0.043 2.5 -6.265 NZD -89.892 0.010 2.5 -2.332 OAT -13.717 0.014 2.5 -0.468 OATIES -99.285 0.010 2.5 -2.415 OJ 21.616 0.009 2.5 0.463 PALLAD -7.423 0.014 2.5 -0.253 PLAT -12.778 0.014 2.5 -0.436 REDWHEAT -151.034 0.005 2.5 -2.004 RICE 76.838 0.010 2.5 1.869 ROBUSTA 55.407 0.005 2.5 0.647 RUSSELL 126.881 0.013 2.5 4.204 SHATZ -172.725 0.004 2.5 -1.752 SILVER-mini -1.767 0.014 2.5 -0.060 SMI 79.445 0.014 2.5 2.710 SOFR 237.212 0.024 2.5 14.416 SOYBEAN -115.666 0.004 2.5 -1.076 SOYMEAL -139.456 0.004 2.5 -1.297 SOYOIL -112.086 0.004 2.5 -1.043 SP400 1.842 0.013 2.5 0.061 SP500_micro -125.794 0.009 2.5 -2.923 SUGAR11 -81.754 0.009 2.5 -1.739 US10 53.196 0.005 2.5 0.674 US10U 50.595 0.005 2.5 0.641 US2 82.241 0.005 2.5 1.042 US20 32.616 0.005 2.5 0.413 US30 8.996 0.005 2.5 0.114 US5 88.139 0.005 2.5 1.117 VIX -88.323 0.099 2.5 -21.802 WHEAT -142.797 0.005 2.5 -1.894 ===================== Position diags ===================== AUD 3.62 BITCOIN 31.18 BOBL 1.97 BTP 3.07 BUND 0.96 BUXL 0.38 CAC 2.09 CAD 5.17 CANOLA 8.13 CHF 2.03 COCOA 0.40 COFFEE 0.37 COPPER 3.41 CORN 3.88 COTTON2 2.09 CRUDE_W 4.63 DAX 9.26 DOW 7.39 DX 3.76 EUR 2.55 EURIBOR-ICE 14.11 EUROSTX 3.04 FEEDCOW 1.74 GASOIL 1.86 GASOLINE 1.39 GAS_US_mini 24.20 GBP 3.42 GOLD_micro 7.85 HEATOIL 1.34 JGB-SGX-mini 30.90 JPY 2.17 LEANHOG 5.60 LIVECOW 3.04 LUMBER-new 4.22 MILK 2.20 MXP 30.46 NASDAQ_micro 2.15 NIKKEI 12.84 NZD 3.56 OAT 3.37 OATIES 3.65 OJ 0.93 PALLAD 0.73 PLAT 2.22 REDWHEAT 1.25 RICE 3.77 ROBUSTA 0.83 RUSSELL 10.42 SHATZ 5.71 SILVER-mini 1.30 SMI 1.84 SOFR 20.19 SOYBEAN 0.66 SOYMEAL 0.96 SOYOIL 0.96 SP400 0.49 SP500_micro 4.73 SUGAR11 2.85 US10 1.68 US10U 1.20 US2 3.34 US20 0.77 US30 0.51 US5 2.64 VIX 20.75 WHEAT 1.26 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -1.9 -2.2 -1.5 0.0 0 BITCOIN -9.8 -12.9 -6.7 0.0 0 BOBL -0.8 -1.0 -0.6 0.0 0 BTP -0.2 -0.5 0.1 0.0 0 BUND 0.1 -0.0 0.1 0.0 0 BUXL -0.1 -0.2 -0.1 -1.0 -1 CAC -1.7 -1.9 -1.5 0.0 0 CAD -7.0 -7.5 -6.5 -4.0 -4 CANOLA -8.4 -9.2 -7.6 -3.0 -3 CHF 0.3 0.1 0.5 0.0 0 COCOA 0.2 0.1 0.2 0.0 0 COFFEE 0.0 0.0 0.1 0.0 0 COPPER -1.7 -2.0 -1.3 -1.0 -1 CORN -6.3 -6.7 -5.9 -4.0 -4 COTTON2 -3.6 -3.8 -3.4 -5.0 -5 CRUDE_W 1.7 1.2 2.2 2.0 2 DAX 0.1 -0.8 1.1 2.0 2 DOW 1.5 0.7 2.2 0.0 0 DX -0.5 -0.9 -0.1 0.0 0 EUR -0.2 -0.4 0.1 0.0 0 EURIBOR-ICE 5.7 4.3 7.1 0.0 0 EUROSTX -1.8 -2.1 -1.5 -3.0 -3 FEEDCOW -1.6 -1.7 -1.4 0.0 0 GASOIL -1.1 -1.3 -0.9 -1.0 -1 GASOLINE 0.7 0.6 0.8 0.0 0 GAS_US_mini -20.9 -23.3 -18.5 -16.0 -16 GBP 1.4 1.1 1.8 1.0 1 GOLD_micro 3.2 2.5 4.0 2.0 2 HEATOIL -1.4 -1.5 -1.3 -1.0 -1 JGB-SGX-mini 0.6 -2.5 3.7 -1.0 -1 JPY -0.1 -0.3 0.1 -1.0 -1 LEANHOG 1.5 0.9 2.0 -1.0 -1 LIVECOW 3.5 3.2 3.8 4.0 4 LUMBER-new -2.4 -2.8 -2.0 -2.0 -2 MILK 1.2 1.0 1.4 NaN 0 MXP -12.8 -15.8 -9.7 -11.0 -11 NASDAQ_micro -2.0 -2.2 -1.8 -3.0 -3 NIKKEI -6.3 -7.5 -5.0 -4.0 -4 NZD -2.3 -2.7 -2.0 -1.0 -1 OAT -0.5 -0.8 -0.1 0.0 0 OATIES -2.4 -2.8 -2.1 NaN 0 OJ 0.5 0.4 0.6 1.0 1 PALLAD -0.3 -0.3 -0.2 -1.0 -1 PLAT -0.4 -0.7 -0.2 -1.0 -1 REDWHEAT -2.0 -2.1 -1.9 -2.0 -2 RICE 1.9 1.5 2.2 NaN 0 ROBUSTA 0.6 0.6 0.7 1.0 1 RUSSELL 4.2 3.2 5.2 0.0 0 SHATZ -1.8 -2.3 -1.2 NaN 0 SILVER-mini -0.1 -0.2 0.1 0.0 0 SMI 2.7 2.5 2.9 0.0 0 SOFR 14.4 12.4 16.4 NaN 0 SOYBEAN -1.1 -1.1 -1.0 -4.0 -4 SOYMEAL -1.3 -1.4 -1.2 0.0 0 SOYOIL -1.0 -1.1 -0.9 0.0 0 SP400 0.1 0.0 0.1 1.0 1 SP500_micro -2.9 -3.4 -2.5 -9.0 -9 SUGAR11 -1.7 -2.0 -1.5 0.0 0 US10 0.7 0.5 0.8 0.0 0 US10U 0.6 0.5 0.8 4.0 4 US2 1.0 0.7 1.4 NaN 0 US20 0.4 0.3 0.5 0.0 0 US30 0.1 0.1 0.2 0.0 0 US5 1.1 0.9 1.4 1.0 1 VIX -21.8 -23.9 -19.7 -35.0 -35 WHEAT -1.9 -2.0 -1.8 -4.0 -4 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 -0.6 -0.1 0.2 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 0.0 -0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.2 -0.0 -0.2 0.5 -0.0 -0.1 0.0 -0.2 0.0 -0.1 -0.0 -0.5 -0.6 -0.1 0.3 0.3 -0.2 0.3 -0.0 BITCOIN 0.6 -0.6 -0.3 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.1 0.2 0.1 0.5 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.0 0.5 0.0 -2.7 0.0 -0.1 0.1 -0.0 0.4 0.0 -0.2 0.3 0.6 0.6 0.3 -0.7 -0.3 -0.2 -0.0 BOBL 0.6 0.4 -0.0 0.0 0.1 0.0 0.1 -0.0 0.0 0.1 -0.2 0.1 -0.2 0.1 0.1 -0.4 -0.3 -0.4 -0.4 0.1 -0.0 0.2 -0.2 0.1 0.6 0.0 0.1 0.0 0.1 -0.0 0.1 -1.1 0.2 0.1 0.1 -0.1 -0.7 -0.6 -0.4 -0.4 BTP 0.6 0.2 -0.1 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 0.1 0.2 0.4 0.2 0.1 0.0 0.1 0.0 0.1 0.1 0.1 0.1 0.2 0.2 -2.7 0.0 0.1 0.1 0.1 0.1 0.1 0.6 -0.3 0.1 -0.2 -0.1 -0.6 -0.5 -0.2 0.1 BUND 0.5 0.3 0.0 0.0 0.1 0.0 0.1 -0.0 0.0 0.1 -0.2 0.1 -0.1 0.1 0.1 0.1 0.0 0.1 0.0 0.1 0.0 0.2 -0.1 0.1 0.1 0.0 0.1 0.0 0.1 -0.0 0.1 0.3 0.1 0.0 -0.0 -0.1 -0.7 -0.7 -0.4 -0.4 BUXL 0.4 0.1 -0.0 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 -0.2 0.1 -0.1 0.1 0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 0.1 -0.1 0.1 -0.5 0.0 0.1 0.0 0.1 -0.0 0.1 0.0 0.0 -0.1 -0.2 -0.2 -0.7 -0.7 -0.6 -0.4 CAC -0.0 -0.6 -0.6 0.0 -0.1 0.2 -0.0 0.2 0.0 -0.1 -0.1 -0.1 0.3 -0.2 -0.2 -0.2 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 0.1 -0.2 -1.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 0.4 -0.0 -0.6 -0.6 -0.6 0.2 0.2 0.1 0.3 CAD -0.4 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.3 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.4 -0.6 -0.3 -0.3 0.3 -0.2 -0.1 -0.2 CANOLA 0.2 -0.0 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 -0.2 -0.2 -0.3 -0.3 -0.0 -0.0 -0.1 -0.1 -0.0 -2.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.4 0.2 -0.1 CHF 0.5 0.4 0.1 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 0.2 -0.3 0.2 -0.5 0.2 0.1 -0.3 -0.3 -0.3 -0.3 0.1 -0.0 0.2 -0.2 0.2 0.8 0.0 0.1 -0.0 0.1 -0.1 0.1 -1.1 0.5 0.6 0.6 0.3 0.3 -0.4 -0.1 -0.4 COCOA -0.1 -0.6 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 0.4 0.3 0.4 0.4 -0.0 0.0 -0.0 0.2 -0.0 -2.5 0.0 -0.0 0.1 -0.0 0.3 -0.0 1.1 0.0 0.1 0.1 0.2 0.5 0.2 0.7 0.3 COFFEE -0.2 0.0 0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.4 -0.1 0.5 -0.0 0.1 0.0 0.1 0.1 0.1 0.1 0.2 -0.1 0.5 -0.0 -2.7 0.0 -0.1 0.2 -0.1 0.4 -0.0 0.4 -0.3 0.4 0.5 0.6 -0.0 -0.4 0.2 -0.1 COPPER -0.6 -0.6 -0.1 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.1 -0.2 -1.6 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 0.3 -0.2 -0.4 -0.2 0.4 0.2 0.1 0.6 0.4 CORN 0.1 -0.6 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.2 -0.1 -0.1 -0.3 -0.1 -1.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 0.0 -0.3 -0.4 -0.3 -0.4 -0.4 -0.3 -0.1 COTTON2 -0.0 -0.2 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.4 -0.1 -0.5 -0.1 -0.2 -0.2 -0.0 -0.2 -0.1 -0.2 -0.2 -0.1 -0.4 -0.1 -2.7 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.4 -0.4 -0.2 0.1 -0.6 -0.2 -0.3 0.2 -0.1 CRUDE_W -0.6 -0.0 -0.3 -0.0 0.0 -0.0 -0.1 0.0 -0.1 -0.0 0.2 -0.2 0.5 -0.1 -0.0 0.3 0.3 0.3 0.3 -0.1 0.0 -0.1 0.2 -0.1 -0.5 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 0.5 -0.4 -0.2 -0.0 -0.3 0.7 0.7 0.7 0.7 DAX -0.0 -0.4 -0.3 0.0 -0.1 0.2 -0.0 0.2 0.0 -0.1 0.3 -0.1 0.5 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 0.1 -0.1 0.3 -0.0 1.5 -0.0 -0.1 0.1 -0.1 0.4 -0.0 -0.4 0.1 -0.3 -0.6 -0.4 0.3 0.1 -0.2 0.2 DOW 0.3 0.2 -0.1 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.0 0.3 0.0 0.4 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.0 0.3 0.1 -1.4 0.0 -0.0 0.1 0.0 0.2 0.0 -0.5 0.1 0.6 0.2 -0.1 0.5 -0.0 0.2 -0.1 DX -0.4 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 0.4 -0.0 0.6 -0.1 -0.1 0.2 0.1 0.2 0.1 -0.0 0.0 -0.0 0.3 -0.1 -2.7 -0.0 0.0 0.0 -0.0 0.2 -0.1 0.9 0.5 -0.6 0.4 0.4 -0.3 0.2 -0.3 0.3 EUR 0.1 0.1 0.1 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.2 -0.3 -0.2 -0.4 0.0 0.1 -0.2 -0.1 -0.2 -0.1 0.0 -0.0 -0.1 -0.1 -0.0 2.7 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.4 -0.2 0.3 0.1 0.2 0.1 -0.6 0.0 -0.6 EURIBOR-ICE 0.6 0.5 -0.1 0.0 0.1 0.0 0.1 -0.0 0.0 0.1 -0.1 0.1 0.0 0.1 0.1 -0.0 -0.1 -0.1 -0.1 0.1 0.0 0.1 -0.0 0.1 1.6 0.0 0.1 0.0 0.1 0.0 0.0 -0.1 0.1 0.3 0.1 -0.1 -0.7 -0.7 -0.3 0.0 EUROSTX -0.3 -0.5 -0.5 0.0 -0.1 0.1 -0.0 0.2 0.0 -0.1 0.2 -0.1 0.5 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.3 -0.1 -0.3 -0.0 -0.1 0.1 -0.1 0.3 -0.1 0.3 0.0 -0.6 -0.6 -0.5 -0.0 0.0 -0.5 0.0 FEEDCOW -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 0.0 -0.2 -0.2 -0.2 -0.0 0.1 -0.4 -0.1 -0.3 -0.1 -0.1 -0.2 -0.1 -0.2 -1.2 -0.1 -0.2 -0.1 -0.1 0.0 -0.1 -1.1 -0.5 -0.6 0.5 0.2 0.0 0.7 0.3 0.7 GASOIL -0.5 0.0 -0.4 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.0 0.0 -0.2 0.4 -0.1 -0.1 -0.1 0.2 -0.0 0.1 -0.1 -0.0 -0.1 0.1 -0.1 0.7 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 0.0 -0.2 -0.1 0.2 -0.1 -0.6 -0.5 -0.7 -0.7 GASOLINE -0.3 0.0 -0.3 -0.0 0.0 -0.0 -0.1 0.0 -0.1 -0.0 0.2 -0.1 0.5 -0.0 -0.1 0.4 0.4 0.4 0.4 -0.0 0.0 -0.1 0.2 -0.1 -2.7 -0.0 0.0 -0.1 -0.0 0.1 -0.1 1.1 0.1 0.3 0.1 -0.2 0.7 0.7 0.7 0.7 GAS_US_mini -0.6 -0.6 0.5 -0.0 0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 -0.1 -0.4 -0.2 2.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 0.0 0.1 -0.4 0.3 -0.1 -0.3 -0.3 -0.6 GBP 0.1 0.2 0.2 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.2 0.4 -0.1 0.3 0.1 0.2 -0.0 -0.0 -0.0 -0.0 0.1 0.1 -0.1 0.2 0.0 -0.0 0.1 -0.1 0.2 -0.1 0.2 0.0 0.2 -0.3 0.6 0.6 0.6 0.2 -0.7 0.1 -0.4 GOLD_micro 0.2 -0.0 0.0 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 0.1 0.3 0.0 0.4 0.0 0.0 -0.2 -0.3 -0.2 -0.2 0.1 0.1 0.1 0.3 0.1 -0.6 0.0 0.1 0.1 0.0 0.2 0.0 -0.7 0.1 0.6 0.6 0.5 0.2 -0.2 0.6 0.1 HEATOIL -0.5 0.1 -0.4 -0.0 0.0 -0.0 -0.1 0.0 -0.1 -0.0 -0.2 -0.2 0.2 -0.1 -0.1 -0.1 0.2 -0.1 0.0 -0.1 -0.1 -0.1 0.0 -0.1 -2.7 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.2 -0.1 -0.2 0.1 -0.5 -0.0 0.2 -0.3 0.1 JGB-SGX-mini 0.3 0.1 -0.3 0.0 0.1 0.0 0.1 -0.0 0.0 0.0 -0.2 0.0 -0.1 -0.0 -0.0 0.4 0.4 0.4 0.4 -0.0 -0.0 0.0 -0.1 0.0 -1.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 1.1 -0.3 -0.3 -0.3 -0.5 -0.1 -0.2 0.1 0.6 JPY 0.6 0.5 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.2 0.1 -0.4 0.1 -0.0 -0.3 -0.3 -0.3 -0.3 0.0 -0.1 0.2 -0.4 0.1 2.7 0.0 0.1 -0.1 0.1 -0.1 0.0 -1.1 0.5 0.6 0.3 -0.3 -0.7 -0.5 -0.7 -0.5 LEANHOG 0.6 -0.2 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.2 0.1 -0.3 0.0 -0.1 0.4 0.1 0.4 0.4 -0.1 -0.1 0.1 -0.3 0.0 0.5 -0.0 0.0 -0.1 0.0 -0.1 0.0 1.1 0.5 0.4 0.0 -0.6 -0.1 -0.3 0.0 0.1 LIVECOW -0.2 0.4 0.4 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.5 0.0 0.4 0.2 0.2 0.0 0.2 0.2 0.2 0.2 0.2 0.0 0.3 0.1 -1.7 0.1 -0.1 0.2 -0.0 0.2 0.0 0.8 0.5 0.3 0.6 0.6 -0.0 0.7 0.2 0.7 LUMBER-new 0.7 -0.1 -0.6 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 0.0 -0.3 0.1 -0.4 -0.0 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 0.0 -0.3 0.0 NaN -0.0 0.0 -0.1 0.0 -0.2 0.0 -1.2 0.3 0.4 0.3 -0.7 0.1 -0.2 0.3 -0.1 MILK 0.0 0.1 0.6 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.3 0.1 -0.0 0.0 0.1 -0.2 -0.4 -0.3 -0.4 0.2 0.2 0.1 0.1 0.1 2.6 0.1 -0.0 0.1 0.0 0.0 0.0 -1.1 0.5 0.6 0.6 0.6 -0.2 -0.7 -0.0 -0.7 MXP -0.1 -0.3 -0.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 0.1 -0.1 -0.1 0.2 0.3 0.2 0.3 -0.1 -0.1 -0.1 0.0 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 1.1 -0.4 -0.3 -0.5 -0.6 0.6 0.4 0.7 0.7 NASDAQ_micro -0.6 -0.6 -0.1 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.2 -0.1 0.4 -0.1 0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.1 0.3 -0.1 -2.6 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.4 -0.3 -0.6 -0.1 0.1 0.1 0.2 -0.1 0.2 NIKKEI -0.6 -0.3 -0.6 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.1 0.2 -0.1 0.4 -0.1 -0.0 0.3 0.2 0.2 0.2 -0.0 0.0 -0.1 0.2 -0.1 -1.7 0.0 -0.1 0.1 -0.1 0.2 -0.0 1.1 -0.5 -0.6 -0.3 -0.3 0.3 -0.1 -0.0 -0.2 NZD -0.6 -0.4 0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.2 -0.1 -0.1 -0.2 -0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 0.1 -0.1 0.0 -0.0 -0.1 -0.0 -0.1 0.2 -0.2 -0.6 -0.6 0.1 0.3 -0.2 0.2 0.0 OAT 0.6 0.1 -0.2 0.0 0.1 0.0 0.1 -0.0 0.0 0.1 -0.2 0.1 -0.1 0.1 -0.0 0.0 0.1 0.0 0.0 0.0 -0.0 0.1 -0.1 0.1 0.3 0.0 0.1 -0.0 0.1 -0.0 0.0 0.6 -0.1 -0.0 -0.4 -0.3 -0.7 -0.7 -0.3 -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 -0.0 -2.7 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.0 -0.4 0.0 0.2 -0.0 0.5 0.3 OJ -0.3 -0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.3 -0.1 0.5 -0.0 0.1 0.2 0.2 0.2 0.2 0.1 0.2 -0.1 0.5 -0.0 -2.7 0.0 -0.0 0.2 -0.0 0.4 -0.0 0.8 -0.0 0.1 0.1 0.6 0.4 0.3 0.7 0.7 PALLAD -0.4 0.2 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 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.2 -0.1 1.9 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.3 0.0 0.0 0.4 -0.0 -0.7 -0.7 -0.7 -0.7 PLAT -0.4 -0.3 0.2 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.0 0.0 -0.1 1.0 -0.0 0.0 -0.0 -0.0 0.0 -0.0 0.1 0.1 0.0 0.2 0.3 -0.6 -0.3 -0.2 0.1 REDWHEAT -0.2 -0.6 0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.3 -0.1 -0.4 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 -0.2 -0.1 -0.1 -0.3 -0.2 -0.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.7 0.1 -0.4 -0.6 0.2 -0.6 -0.7 -0.4 -0.6 RICE 0.1 -0.5 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.3 0.1 0.5 0.0 0.1 0.0 0.4 0.4 0.4 -0.0 0.0 0.1 0.3 0.1 -1.5 0.0 0.0 0.1 0.1 0.1 0.1 1.1 0.5 0.6 0.6 0.6 -0.7 -0.3 -0.7 -0.3 ROBUSTA -0.0 0.0 0.4 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 0.3 -0.0 0.4 0.0 0.1 0.4 0.4 0.4 0.4 0.1 0.2 -0.1 0.5 0.0 -2.7 0.0 -0.0 0.2 -0.0 0.3 0.0 1.1 -0.3 0.6 0.6 0.6 0.1 -0.2 0.3 0.1 RUSSELL 0.6 0.3 0.0 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.0 0.2 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.1 0.1 -0.1 0.0 -0.0 0.1 0.0 0.1 0.0 -0.1 0.2 0.6 0.4 0.1 0.1 -0.7 -0.0 -0.7 SHATZ 0.6 0.6 0.2 0.0 0.1 0.0 0.0 -0.0 0.0 0.1 -0.1 0.1 -0.3 0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.1 -0.0 0.1 -0.2 0.1 1.0 0.0 0.1 -0.0 0.1 -0.1 0.0 -1.1 0.2 0.2 0.2 -0.1 -0.7 -0.5 -0.6 -0.4 SILVER-mini -0.6 -0.3 0.2 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.1 0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.1 0.2 -0.1 0.3 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.2 -0.0 0.1 0.4 0.0 -0.2 0.3 0.2 SMI -0.0 -0.1 0.5 0.1 0.0 0.2 0.0 0.3 0.0 0.1 0.5 0.1 0.6 0.1 0.2 -0.1 0.0 -0.1 -0.0 0.2 0.2 0.1 0.5 0.1 2.0 0.1 0.0 0.3 0.0 0.3 0.0 0.6 0.3 0.2 -0.2 0.4 0.2 0.1 -0.1 0.0 SOFR 0.4 0.5 0.4 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 0.1 0.2 -0.1 0.2 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.1 0.2 -0.0 0.2 -0.6 0.0 0.1 0.1 0.1 0.0 0.1 0.2 0.1 -0.0 0.1 0.2 0.3 -0.5 0.7 0.1 SOYBEAN -0.2 -0.6 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 0.1 -0.0 0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -2.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.0 -0.6 -0.4 -0.3 -0.3 -0.7 -0.1 -0.7 SOYMEAL 0.1 -0.6 -0.1 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.3 -0.0 -0.3 -0.1 -0.1 0.0 0.1 0.1 0.1 -0.1 -0.1 -0.0 -0.2 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 0.3 0.3 -0.2 -0.3 0.2 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.5 0.2 0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 0.1 0.0 0.1 0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -2.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.2 -0.2 -0.5 0.1 -0.2 -0.3 -0.4 0.0 -0.1 SP400 0.6 -0.0 -0.2 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.0 0.2 0.1 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.1 -1.4 0.0 -0.0 0.1 0.0 0.1 0.0 0.1 0.3 0.6 0.1 -0.1 0.2 -0.3 0.1 -0.7 SP500_micro -0.6 -0.5 -0.0 0.0 -0.1 0.1 -0.0 0.2 0.0 -0.1 0.4 -0.1 0.6 -0.0 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.2 -0.1 0.5 -0.0 -2.7 0.0 -0.0 0.2 -0.0 0.3 -0.0 -0.6 -0.2 -0.6 0.1 0.2 0.4 0.1 0.0 0.1 SUGAR11 -0.5 0.4 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.3 -0.1 -0.3 -0.1 -0.1 -0.1 0.2 -0.0 0.0 -0.1 -0.1 -0.0 -0.2 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.3 -0.0 -0.4 0.6 -0.4 -0.0 0.7 0.1 0.7 US10 0.4 0.4 0.4 0.0 0.1 0.0 0.1 -0.0 0.0 0.1 -0.0 0.1 -0.2 0.1 0.1 -0.2 -0.1 -0.1 -0.1 0.1 0.0 0.2 -0.1 0.1 0.4 0.0 0.1 0.1 0.1 0.0 0.0 -0.4 0.1 -0.1 0.0 0.1 0.2 -0.7 0.5 0.1 US10U 0.3 0.4 0.4 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 -0.0 0.2 -0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.2 -0.2 0.1 0.0 0.0 0.1 0.1 0.1 0.0 0.1 0.0 0.1 -0.2 -0.1 0.1 0.2 -0.5 0.7 0.4 US2 0.6 0.6 0.3 0.0 0.1 0.0 0.1 -0.0 0.0 0.1 -0.1 0.1 -0.4 0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.0 0.2 -0.3 0.2 2.3 0.0 0.1 0.0 0.1 -0.1 0.1 -1.1 0.2 0.1 0.1 -0.0 0.1 -0.7 0.3 -0.4 US20 0.2 0.2 0.4 0.0 0.1 0.0 0.1 -0.0 0.0 0.1 -0.0 0.1 -0.1 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.0 0.1 -0.1 0.1 -0.2 0.0 0.1 0.1 0.1 0.0 0.0 0.2 0.0 -0.2 -0.1 0.1 0.2 -0.3 0.7 0.7 US30 0.1 0.2 0.4 0.0 0.1 0.0 0.1 -0.0 0.0 0.1 -0.1 0.1 -0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 0.1 0.1 0.0 0.0 -0.1 -0.1 -0.3 -0.2 0.1 0.1 -0.3 0.4 0.7 US5 0.5 0.5 0.4 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 -0.0 0.1 -0.3 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.0 0.2 -0.2 0.2 1.0 0.0 0.1 0.1 0.1 -0.0 0.1 -0.7 0.2 0.0 0.1 0.1 0.2 -0.7 0.4 -0.1 VIX 1.0 0.9 0.4 -0.0 0.2 -0.3 0.1 -0.6 0.1 0.2 -0.9 0.2 -1.2 0.1 -0.3 -0.6 -0.6 -0.6 -0.6 -0.0 -0.2 0.2 -0.9 0.1 NaN -0.1 0.2 -0.4 0.2 -0.8 0.1 NaN NaN NaN NaN NaN -0.8 -1.1 NaN NaN WHEAT -0.3 -0.6 0.1 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 -0.1 -0.2 -0.1 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.1 0.1 -0.4 -0.6 0.1 -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 -20.0 -2.2 6.1 -3.5 -7.9 -2.3 -8.6 -0.1 -6.0 -20.0 -1.9 -20.0 -3.4 -17.8 2.6 -2.2 -2.7 -2.3 -2.5 -7.4 1.0 -20.0 -0.7 -20.0 3.7 -3.4 -12.8 0.2 -14.0 0.3 -9.9 -0.0 -20.0 -20.0 -4.3 9.5 8.9 -5.0 10.2 -0.9 BITCOIN 17.4 -17.4 -8.0 -6.0 0.2 -3.4 -3.0 -1.0 -5.9 -15.8 7.4 8.5 12.9 1.8 -2.4 -6.4 -7.2 -6.9 -7.2 0.5 6.2 -1.2 16.8 4.0 -20.0 0.3 -7.7 4.5 -0.3 11.2 1.6 -3.2 11.4 20.0 20.0 8.8 -20.0 -8.0 -6.9 -1.4 BOBL 19.0 12.0 -0.5 2.7 7.6 1.0 5.7 -0.6 4.1 10.3 -6.3 11.2 -6.6 10.2 5.1 -20.0 -14.0 -20.0 -17.7 5.8 -1.0 17.4 -5.7 12.5 4.4 2.5 8.6 0.2 7.1 -1.1 5.0 -20.0 6.4 3.3 2.6 -3.9 -20.0 -18.1 -12.1 -12.7 BTP 17.7 6.6 -1.6 4.3 12.4 1.6 9.2 -1.0 6.6 16.5 3.8 17.6 11.2 16.6 11.1 1.4 4.1 1.6 2.6 9.6 5.9 16.5 6.9 15.2 -20.0 4.5 8.2 3.1 7.9 3.6 7.0 11.4 -13.2 2.9 -7.5 -3.3 -19.4 -15.9 -6.4 3.2 BUND 16.5 9.1 0.4 2.9 8.3 1.1 6.2 -0.7 4.4 11.3 -5.9 12.2 -3.2 10.5 6.1 6.2 0.8 2.9 0.7 5.7 0.2 16.7 -3.7 11.8 1.0 2.8 9.8 0.9 7.8 -0.2 5.4 6.3 3.3 1.5 -0.2 -3.1 -20.0 -20.0 -11.2 -13.2 BUXL 13.0 4.0 -0.6 3.4 9.6 1.2 7.1 -0.7 5.1 12.8 -7.8 13.4 -2.8 6.9 1.5 -0.5 -2.5 -2.0 -2.9 2.9 -1.6 16.2 -5.1 9.5 -3.4 2.3 13.0 0.7 9.5 -0.3 5.6 0.9 0.5 -2.6 -5.4 -5.8 -20.0 -20.0 -16.5 -12.2 CAC -0.4 -17.9 -20.0 4.2 -6.5 5.9 -2.9 6.4 1.1 -11.8 -4.7 -12.9 7.0 -15.7 -15.3 -8.9 -1.7 -5.9 -2.8 -14.0 -6.9 -14.4 3.3 -14.4 -8.5 -5.0 -6.3 -1.9 -5.0 2.2 -5.2 7.4 -2.1 -20.0 -20.0 -20.0 6.1 5.6 2.9 7.9 CAD -13.3 -1.4 -3.4 -3.8 -8.7 -2.5 -9.4 -0.1 -6.6 -20.0 -20.0 -20.0 -18.6 -20.0 -18.1 -5.0 -3.2 -4.4 -3.8 -14.5 -11.6 -20.0 -11.7 -20.0 -1.2 -7.4 -11.4 -5.2 -13.3 -4.7 -11.4 -1.5 -17.4 -20.0 -7.9 -8.6 7.6 -6.6 -2.3 -4.8 CANOLA 5.2 -0.5 12.7 -2.2 -2.5 -1.5 -2.2 -0.9 -2.1 -6.6 -3.1 -4.5 -6.1 -1.8 -2.1 -9.9 -10.2 -12.7 -13.0 -1.8 -2.6 -7.2 -4.7 -2.5 -16.2 -1.7 -4.3 -2.0 -2.4 -2.6 -1.4 -20.0 -3.3 -1.8 -3.3 -2.9 -1.7 -12.2 6.5 -4.3 CHF 14.7 11.4 3.6 -3.0 -6.9 -2.0 -7.5 -0.1 -5.2 17.7 -12.9 17.9 -13.2 14.0 10.1 -17.2 -16.8 -17.4 -17.0 7.4 -3.7 20.0 -9.1 16.0 5.8 4.3 13.4 -0.4 10.7 -2.7 8.1 -20.0 20.0 20.0 20.0 10.3 9.6 -11.5 -2.2 -12.0 COCOA -1.7 -17.2 1.2 -1.8 -2.1 -1.3 -1.8 -0.8 -1.8 -4.5 2.1 -3.0 3.5 -4.0 -3.0 20.0 16.9 20.0 20.0 -0.8 3.6 -2.8 7.6 -2.2 -18.7 0.6 -1.9 4.8 -1.1 9.3 -0.7 20.0 0.7 3.4 4.5 5.6 15.7 5.5 19.9 9.7 COFFEE -4.7 0.1 10.0 -4.9 -5.6 -3.4 -4.9 -2.1 -4.8 -16.1 13.5 -11.5 13.7 -1.8 10.5 2.4 6.5 4.0 5.7 11.0 18.1 -11.6 17.7 -1.0 -20.0 2.9 -6.9 7.9 -6.1 9.8 -2.2 7.3 -13.2 12.1 17.0 20.0 -1.5 -10.6 6.3 -3.7 COPPER -20.0 -20.0 -3.0 -2.9 0.1 -1.7 -1.5 -0.5 -2.8 -6.8 -0.1 -9.4 2.2 -9.6 -7.2 -2.4 -2.6 -0.9 -1.5 -8.5 0.4 -12.4 5.1 -13.9 -11.6 -2.5 -1.7 -0.0 -2.9 1.4 -3.7 5.7 -10.1 -11.7 -5.7 12.9 7.4 2.1 17.0 11.7 CORN 3.6 -20.0 -1.4 -3.0 -3.4 -2.1 -3.0 -1.3 -2.9 -9.6 -9.7 -8.1 -10.7 -10.0 -10.2 -16.8 -13.4 -17.2 -16.7 -14.7 -13.2 -8.9 -11.8 -11.6 -8.0 -3.5 -2.6 -3.1 -2.2 -2.7 -2.8 -20.0 1.7 -9.3 -13.0 -8.1 -11.8 -11.6 -10.0 -1.6 COTTON2 -0.9 -5.6 -20.0 -4.2 -4.8 -2.9 -4.2 -1.8 -4.1 -11.1 -15.7 -11.3 -13.0 -13.6 -15.7 -11.6 -1.1 -7.5 -3.7 -18.5 -20.0 -11.5 -16.0 -13.8 -20.0 -5.3 -4.1 -4.9 -4.2 -2.1 -4.3 -7.4 -14.6 -5.1 3.4 -20.0 -7.5 -8.9 7.2 -1.7 CRUDE_W -18.8 -1.0 -9.2 -4.5 0.2 -1.6 -5.0 1.3 -6.6 -3.0 7.5 -16.5 14.8 -7.0 -0.2 14.1 12.8 14.2 13.6 -5.5 1.8 -14.4 7.4 -13.8 -3.4 -5.7 -1.0 -2.8 -6.4 1.3 -7.5 9.8 -16.1 -6.1 -1.5 -8.1 20.0 20.0 20.0 20.0 DAX -1.1 -11.6 -10.0 4.3 -6.6 6.0 -3.0 6.5 1.1 -8.3 9.8 -8.6 14.3 -5.6 -5.6 -8.7 -11.0 -9.7 -10.6 -1.2 5.1 -8.7 11.6 -4.3 10.9 -0.5 -13.7 5.5 -6.4 11.1 -3.3 -7.9 5.7 -9.2 -20.0 -12.7 8.3 3.9 -5.9 5.6 DOW 9.5 6.0 -3.9 3.6 -5.5 5.0 -2.5 5.5 0.9 -3.6 9.4 1.5 12.3 5.7 7.0 -10.6 -11.3 -11.2 -11.4 9.1 8.5 3.2 10.1 8.4 -10.9 4.2 -1.7 4.1 1.7 5.0 3.9 -8.8 4.7 20.0 4.7 -1.9 13.6 -1.1 7.1 -3.5 DX -13.0 -5.5 -1.8 -3.6 -8.0 -2.3 -8.8 -0.1 -6.1 6.0 14.6 -3.9 16.7 -10.7 -7.1 7.7 7.1 7.6 7.3 -4.6 3.7 -2.9 9.3 -7.8 -20.0 -3.0 1.3 1.5 -1.8 4.7 -4.7 16.8 20.0 -20.0 10.8 12.4 -9.5 5.6 -10.2 8.7 EUR 4.5 2.8 2.1 -3.7 -8.3 -2.4 -9.0 -0.1 -6.3 -20.0 -10.5 -16.3 -11.5 2.8 5.8 -7.8 -7.3 -7.6 -7.3 1.4 -1.7 -11.7 -4.8 -1.8 20.0 1.4 -13.2 0.6 -8.3 -0.5 -1.4 -8.0 -6.6 7.9 4.1 7.4 3.2 -17.7 0.3 -16.5 EURIBOR-ICE 20.0 16.0 -2.0 2.2 6.3 0.8 4.7 -0.5 3.4 8.5 -3.2 9.3 0.5 9.3 5.6 -2.1 -4.5 -3.8 -4.1 7.6 2.0 15.6 -0.3 13.2 12.2 2.4 5.6 0.7 5.1 0.2 4.2 -1.7 4.0 7.8 4.3 -3.3 -20.0 -20.0 -10.1 1.3 EUROSTX -8.7 -14.9 -15.1 4.0 -6.1 5.5 -2.7 6.0 1.0 -10.5 9.1 -13.2 13.4 -12.4 -10.2 -4.5 -2.7 -5.2 -4.2 -6.0 2.4 -13.4 10.6 -10.8 -1.9 -3.0 -10.0 2.9 -7.5 8.4 -6.0 5.0 1.3 -20.0 -20.0 -14.9 -1.4 1.0 -14.4 0.5 FEEDCOW -9.7 -4.5 -2.0 -6.4 -7.3 -4.4 -6.4 -2.7 -6.3 -19.0 1.1 -20.0 -4.4 -19.2 -2.8 5.4 -20.0 -6.2 -16.0 -9.4 -5.5 -20.0 -2.2 -15.1 -8.8 -5.7 -20.0 -3.6 -13.3 0.3 -8.5 -20.0 -20.0 -20.0 14.5 6.7 0.5 20.0 7.8 20.0 GASOIL -15.2 1.5 -12.8 -4.1 0.1 -1.4 -4.6 1.2 -6.0 0.5 0.1 -14.5 11.8 -7.3 -7.0 -2.6 10.4 -0.8 3.8 -7.6 -2.5 -14.3 5.0 -13.1 5.1 -4.3 -4.6 -1.8 -8.0 1.6 -7.1 0.1 -6.4 -4.4 4.8 -4.1 -17.3 -15.0 -20.0 -20.0 GASOLINE -10.6 1.2 -10.1 -4.3 0.1 -1.5 -4.8 1.3 -6.3 -0.3 6.6 -13.3 13.5 -0.9 -5.1 20.0 20.0 20.0 20.0 -3.6 1.3 -6.4 8.1 -7.1 -20.0 -4.3 1.3 -1.9 -3.4 3.1 -4.9 20.0 2.3 9.4 3.7 -4.8 20.0 20.0 20.0 20.0 GAS_US_mini -17.4 -19.3 16.9 -2.3 0.1 -0.8 -2.6 0.7 -3.4 -10.8 -10.9 -11.8 -11.5 -12.5 -11.2 -19.6 -20.0 -20.0 -20.0 -12.8 -10.0 -11.6 -15.1 -14.8 20.0 -3.2 -3.8 -2.5 -3.9 -3.5 -4.2 -20.0 1.7 2.7 -12.4 8.6 -4.0 -9.7 -9.9 -17.2 GBP 2.8 4.6 6.8 -3.8 -8.5 -2.5 -9.2 -0.1 -6.5 -20.0 16.4 -9.5 8.5 5.6 16.6 -0.6 -0.8 -0.8 -0.8 11.2 10.6 -13.0 8.1 2.9 -0.3 5.9 -14.3 6.1 -6.7 4.9 1.5 3.1 -14.3 18.0 20.0 20.0 5.4 -20.0 3.8 -13.2 GOLD_micro 5.8 -0.6 0.9 -3.5 0.1 -2.0 -1.7 -0.6 -3.4 7.9 9.3 1.5 9.9 3.4 4.2 -11.6 -13.4 -11.8 -12.5 6.7 10.0 6.3 11.7 5.3 -4.4 1.0 5.8 4.0 2.8 6.6 1.0 -12.9 4.4 20.0 19.8 14.7 7.4 -5.0 16.7 1.6 HEATOIL -14.7 2.8 -11.1 -4.3 0.1 -1.5 -4.8 1.3 -6.3 -4.0 -5.6 -16.5 5.6 -7.8 -7.2 -4.9 8.5 -4.7 0.4 -8.2 -4.9 -13.2 0.8 -12.7 -20.0 -5.9 -2.4 -4.6 -5.9 -0.5 -6.4 -4.5 -2.5 -5.4 3.1 -14.6 -0.1 6.6 -9.8 2.4 JGB-SGX-mini 8.4 2.0 -10.5 2.3 6.5 0.8 4.8 -0.5 3.5 3.8 -6.1 3.4 -2.4 -1.6 -4.2 20.0 19.3 20.0 20.0 -2.6 -4.2 2.3 -3.1 0.1 -9.2 -1.7 2.3 -3.1 1.3 -3.0 0.1 20.0 -11.7 -9.4 -8.3 -14.3 -2.3 -4.6 1.7 16.6 JPY 20.0 16.7 -3.4 -1.6 -3.6 -1.0 -3.9 -0.0 -2.7 9.7 -8.5 10.6 -10.4 8.0 -0.4 -14.0 -16.1 -15.0 -15.4 2.3 -7.1 20.0 -13.1 13.6 20.0 0.8 7.3 -2.1 6.7 -3.7 4.4 -20.0 20.0 20.0 9.1 -8.3 -20.0 -14.8 -20.0 -13.9 LEANHOG 20.0 -5.8 -20.0 -3.8 -4.3 -2.6 -3.8 -1.6 -3.7 3.0 -8.5 9.0 -7.0 2.6 -8.6 20.0 3.0 20.0 20.0 -9.9 -12.9 6.3 -9.9 1.2 4.0 -2.7 1.4 -3.4 1.7 -2.3 0.4 20.0 20.0 12.7 0.9 -20.0 -3.9 -7.9 0.8 3.2 LIVECOW -5.0 13.4 13.6 -6.5 -7.4 -4.5 -6.5 -2.8 -6.4 -9.9 20.0 1.4 9.9 16.4 20.0 1.2 9.1 9.4 12.0 20.0 18.2 0.1 12.5 13.0 -12.7 7.3 -9.6 7.4 -0.3 6.7 4.6 15.0 20.0 8.6 20.0 20.0 -0.0 20.0 4.7 20.0 LUMBER-new 20.0 -1.4 -15.6 -2.8 -3.2 -1.9 -2.8 -1.1 -2.8 1.7 -8.4 6.6 -8.5 -0.5 -7.0 -16.1 -17.3 -16.7 -17.2 -6.0 -9.9 4.1 -8.5 1.1 NaN -1.9 0.8 -4.2 1.7 -3.7 1.0 -20.0 12.0 11.4 8.7 -19.4 2.2 -5.0 7.7 -2.1 MILK 0.5 3.3 20.0 -4.8 -5.5 -3.3 -4.8 -2.0 -4.7 2.7 12.1 11.3 -0.9 2.4 13.3 -8.8 -20.0 -16.9 -20.0 14.4 15.2 7.1 2.7 9.6 19.2 4.8 -0.1 5.3 2.3 0.4 2.9 -20.0 20.0 19.0 20.0 20.0 -5.4 -20.0 -1.2 -20.0 MXP -2.4 -9.2 -20.0 -1.8 -4.0 -1.2 -4.3 -0.0 -3.0 -10.1 -4.8 -10.6 2.5 -6.4 -6.9 10.5 15.0 11.7 13.2 -9.7 -6.7 -15.3 0.8 -11.5 -20.0 -3.2 -3.9 -2.2 -4.2 0.3 -3.4 20.0 -15.3 -8.7 -15.2 -18.4 17.2 12.9 20.0 19.8 NASDAQ_micro -20.0 -19.7 -4.1 2.6 -4.1 3.7 -1.8 4.0 0.7 -6.8 7.4 -8.7 10.2 -5.7 4.1 -9.4 -10.8 -10.7 -10.9 1.0 6.8 -11.6 9.4 -7.5 -19.6 0.6 -2.7 2.9 -3.8 4.2 -2.5 -7.9 -11.5 -20.0 -2.1 3.9 3.2 6.1 -4.1 5.4 NIKKEI -20.0 -10.0 -19.0 3.1 -4.7 4.3 -2.1 4.6 0.8 -8.0 7.5 -9.7 10.3 -6.9 -1.4 13.1 10.5 12.0 10.5 -1.1 4.5 -15.8 8.7 -9.0 -13.1 0.1 -7.9 2.5 -6.4 4.6 -3.4 20.0 -20.0 -20.0 -8.8 -9.4 7.5 -3.6 -0.9 -7.5 NZD -20.0 -11.7 2.8 -2.8 -6.3 -1.8 -6.9 -0.1 -4.8 -1.3 -6.7 -12.8 -3.5 -15.5 -6.8 -0.4 0.1 -0.2 -0.0 -12.4 -4.8 -14.9 -2.8 -19.8 0.4 -4.6 0.8 -1.7 -5.4 -0.6 -7.3 4.5 -7.8 -20.0 -17.3 2.6 8.5 -5.1 7.0 0.1 OAT 17.1 4.1 -7.1 3.0 8.7 1.1 6.5 -0.7 4.6 11.6 -7.9 12.2 -3.6 9.2 -0.5 0.2 3.9 0.6 2.0 1.4 -3.8 12.8 -5.3 8.4 2.1 1.1 8.9 -1.0 7.1 -1.2 4.5 10.9 -5.8 -0.3 -11.6 -9.2 -20.0 -20.0 -9.9 -3.1 OATIES 14.8 -18.6 -2.6 -2.4 -2.8 -1.7 -2.4 -1.0 -2.4 -4.9 -7.0 -1.5 -7.8 -6.3 -7.4 4.0 1.1 2.1 2.3 -8.1 -8.5 -2.4 -7.1 -4.4 -20.0 -2.2 -0.8 -1.9 -0.8 -1.4 -1.5 -0.7 3.7 0.8 -11.7 0.8 4.7 -1.0 15.3 9.4 OJ -10.8 -2.5 -2.5 -4.1 -4.7 -2.8 -4.1 -1.7 -4.0 -12.2 10.3 -11.9 12.6 -4.2 6.5 7.5 11.9 8.7 9.4 7.5 15.9 -8.3 20.0 -2.5 -20.0 1.9 -3.3 5.9 -3.1 10.5 -1.7 14.6 -1.0 1.9 3.4 20.0 12.1 10.3 20.0 20.0 PALLAD -13.0 5.3 3.9 -2.6 0.1 -1.5 -1.3 -0.5 -2.6 1.3 -7.2 -7.4 -8.6 -7.1 -7.0 -1.6 -2.1 -1.8 -1.9 -4.5 -4.8 -4.4 -8.8 -5.5 14.5 -2.7 0.1 -2.7 -1.8 -3.3 -2.6 6.0 1.5 0.2 11.9 -0.3 -20.0 -20.0 -20.0 -20.0 PLAT -11.9 -7.9 6.1 -4.0 0.1 -2.3 -2.0 -0.7 -3.9 4.0 -1.5 -7.6 -4.2 -9.1 -6.1 -5.4 -4.4 -5.2 -4.9 -4.6 0.2 -3.7 1.0 -7.6 7.5 -3.6 1.1 -1.3 -1.5 0.1 -3.9 1.4 3.2 0.5 6.0 10.1 -16.7 -10.3 -6.3 2.2 REDWHEAT -5.2 -20.0 3.9 -3.8 -4.4 -2.6 -3.8 -1.6 -3.7 -5.4 -10.0 -10.5 -11.7 -13.4 -13.0 -10.5 -4.8 -9.9 -7.5 -17.2 -12.3 -8.3 -11.7 -15.2 -5.4 -3.9 -0.5 -2.6 -2.0 -2.2 -3.5 -13.9 4.6 -13.0 -20.0 4.8 -17.8 -20.0 -12.1 -17.8 RICE 2.7 -16.5 4.3 -4.9 -5.6 -3.4 -4.9 -2.1 -4.8 12.9 10.6 13.6 13.4 0.8 9.2 0.9 20.0 20.0 20.0 -0.7 4.0 15.4 10.0 5.0 -10.9 2.4 5.0 2.4 8.0 2.9 4.8 20.0 20.0 20.0 20.0 20.0 -20.0 -10.3 -20.0 -8.9 ROBUSTA -0.3 1.4 13.7 -3.0 -3.4 -2.1 -3.0 -1.3 -2.9 -9.9 9.8 -3.4 10.2 1.9 7.9 20.0 20.0 20.0 20.0 12.1 18.6 -7.6 20.0 2.4 -20.0 3.3 -2.6 5.8 -1.8 7.7 0.7 20.0 -10.6 17.8 20.0 20.0 3.0 -5.8 9.9 2.9 RUSSELL 20.0 9.1 1.4 2.9 -4.4 4.0 -2.0 4.4 0.7 -4.5 8.4 7.3 9.0 8.1 7.5 -6.3 -6.8 -6.9 -6.9 10.0 6.7 4.1 4.8 10.8 -1.0 3.6 -2.0 2.6 1.3 2.0 3.5 -0.9 10.3 20.0 12.0 3.7 3.5 -20.0 -0.5 -20.0 SHATZ 20.0 18.0 6.1 2.2 6.2 0.8 4.6 -0.5 3.3 8.4 -5.4 9.1 -7.0 8.5 5.8 -20.0 -20.0 -20.0 -20.0 6.1 -1.4 15.9 -7.9 12.0 7.1 2.1 6.3 -0.1 5.3 -1.7 3.9 -20.0 8.8 4.9 6.9 -3.0 -20.0 -15.0 -18.0 -11.3 SILVER-mini -18.2 -8.4 6.7 -3.1 0.1 -1.8 -1.6 -0.5 -3.0 -1.0 5.5 -7.7 6.1 -7.8 -0.7 -5.6 -6.4 -5.9 -6.1 -1.5 5.7 -8.4 7.6 -8.3 2.3 -2.2 -0.6 0.7 -2.9 2.3 -3.7 -1.4 -7.7 -0.3 2.5 11.7 1.0 -6.5 7.7 5.7 SMI -0.6 -2.5 16.1 5.3 1.7 6.8 0.3 7.2 2.7 13.8 18.2 6.9 17.9 8.2 16.9 -3.4 0.7 -3.2 -1.5 15.8 20.0 6.9 20.0 9.3 15.0 6.8 4.7 9.7 3.1 9.7 4.2 10.5 13.5 5.4 -5.8 13.1 4.5 2.0 -3.5 0.1 SOFR 13.6 16.5 11.8 3.5 9.9 1.3 7.4 -0.8 5.3 13.3 1.9 14.1 -1.9 14.1 13.3 -0.8 -1.3 -1.7 -1.7 13.6 6.6 20.0 -0.9 16.8 -4.3 4.6 10.3 3.0 7.4 1.1 5.3 3.1 6.1 -0.8 3.4 6.9 10.2 -14.0 20.0 4.0 SOYBEAN -6.7 -17.9 -5.6 -2.6 -3.0 -1.8 -2.7 -1.1 -2.6 -8.4 -9.0 -8.7 -6.9 -9.0 -9.1 -4.1 5.0 -2.4 0.1 -12.9 -10.5 -11.3 -7.7 -12.3 -18.3 -3.2 -2.6 -2.5 -2.5 -1.7 -3.0 0.7 -0.0 -20.0 -13.7 -8.5 -9.1 -20.0 -3.7 -20.0 SOYMEAL 1.6 -19.2 -2.7 -2.9 -3.4 -2.0 -2.9 -1.2 -2.9 -1.5 -9.3 -1.8 -8.9 -6.8 -8.7 0.7 6.5 4.4 4.3 -10.7 -10.0 -2.8 -8.2 -7.0 -20.0 -2.6 -1.2 -2.0 -0.6 -1.3 -1.8 5.2 13.6 -6.8 -8.1 4.7 -20.0 -20.0 -20.0 -20.0 SOYOIL -15.4 7.3 5.9 -2.3 -2.6 -1.6 -2.3 -1.0 -2.2 -7.1 -6.2 -7.8 -7.6 -6.6 -5.7 5.3 1.0 2.6 0.3 -4.3 -4.4 -9.8 -5.9 -7.0 -18.7 -2.2 -3.8 -2.1 -4.0 -2.1 -3.0 -3.3 -8.1 -15.0 3.0 -6.9 -9.9 -12.5 1.1 -2.0 SP400 19.1 -0.7 -6.3 3.3 -5.0 4.5 -2.2 4.9 0.8 -3.2 8.8 5.6 10.5 5.6 5.0 -4.8 -5.8 -5.5 -5.7 6.4 6.0 4.0 7.3 7.5 -10.3 3.9 -2.0 3.7 1.7 3.8 3.8 0.9 12.5 20.0 3.5 -2.4 5.0 -9.6 1.7 -20.0 SP500_micro -20.0 -14.6 -0.7 3.9 -6.0 5.4 -2.7 5.9 1.0 -8.3 14.1 -10.7 15.9 -2.9 10.0 -12.6 -12.8 -13.6 -13.3 6.7 14.3 -10.1 17.7 -3.9 -20.0 3.0 -3.3 6.3 -4.2 8.0 -1.6 -11.6 -10.0 -17.9 2.6 6.7 11.9 2.9 0.9 2.7 SUGAR11 -14.1 12.0 -5.8 -4.0 -4.5 -2.7 -4.0 -1.7 -3.9 3.8 -11.1 -4.7 -9.6 -5.2 -7.5 -4.4 8.1 -2.1 2.3 -6.4 -9.2 -4.3 -8.5 -6.5 -20.0 -2.5 -0.9 -4.3 -1.5 -4.0 -2.3 5.8 -0.1 -13.3 19.5 -11.8 -0.3 20.0 4.1 20.0 US10 12.0 13.7 11.2 2.9 8.2 1.1 6.1 -0.6 4.4 11.0 -0.3 11.4 -5.2 11.2 10.2 -7.9 -7.4 -7.4 -7.2 8.8 3.2 17.1 -4.0 12.3 2.9 3.6 10.4 2.2 7.0 0.2 4.5 -7.0 5.6 -2.2 0.3 4.0 6.4 -19.9 16.0 3.0 US10U 9.8 11.1 11.5 3.8 10.7 1.4 8.0 -0.8 5.7 14.2 -1.8 14.4 -6.6 13.8 12.7 -3.3 -2.8 -4.2 -3.8 9.0 2.8 19.9 -5.7 13.2 0.2 4.3 14.2 2.8 9.1 0.1 5.6 0.0 4.7 -6.0 -2.7 3.9 6.8 -16.1 20.0 12.4 US2 20.0 20.0 8.7 3.0 8.5 1.1 6.3 -0.7 4.5 11.1 -5.2 11.5 -10.1 11.6 8.9 -20.0 -20.0 -20.0 -20.0 10.3 0.3 19.9 -10.6 15.8 17.4 3.2 11.0 0.8 7.2 -1.6 5.0 -20.0 9.5 3.9 3.5 -0.6 4.1 -20.0 8.0 -10.8 US20 7.0 7.3 11.6 2.5 7.0 0.9 5.2 -0.5 3.7 9.2 -0.3 8.8 -2.0 7.9 7.9 -0.9 -0.8 -0.8 -0.7 4.7 1.9 12.0 -2.5 7.0 -1.5 2.8 9.1 2.4 5.5 0.9 3.1 4.4 1.6 -5.6 -3.0 3.9 5.4 -10.0 20.0 19.9 US30 4.5 5.3 10.9 2.8 7.8 1.0 5.8 -0.6 4.2 10.1 -2.0 8.7 -3.6 6.3 6.7 -3.3 -5.0 -4.2 -4.6 3.2 0.7 10.5 -3.9 5.4 -0.9 2.6 9.8 2.3 5.7 0.5 2.9 -2.7 -2.5 -9.8 -5.5 2.1 2.3 -9.2 12.8 20.0 US5 15.1 16.8 11.0 3.2 9.0 1.2 6.7 -0.7 4.8 12.0 -1.8 12.6 -8.2 12.6 11.0 -12.1 -10.6 -11.3 -10.7 11.0 3.2 20.0 -5.6 15.4 7.6 3.9 11.2 2.0 7.6 -0.2 5.2 -12.6 8.0 0.8 2.4 3.5 6.6 -19.7 13.4 -3.8 VIX 19.3 18.2 8.6 -2.6 10.6 -7.6 8.2 -11.0 3.8 13.4 -19.9 11.4 -20.0 6.6 -15.7 -20.0 -20.0 -20.0 -20.0 -2.6 -12.1 13.0 -20.0 6.6 NaN -3.1 11.9 -9.0 8.9 -13.4 4.1 NaN NaN NaN NaN NaN -15.6 -20.0 NaN NaN WHEAT -9.4 -20.0 4.1 -2.7 -3.1 -1.9 -2.7 -1.1 -2.6 -3.2 -6.7 -8.0 -7.5 -9.4 -9.2 -15.8 -14.6 -16.0 -15.6 -13.0 -8.7 -6.5 -7.2 -11.9 1.1 -2.7 -0.3 -1.6 -1.4 -1.2 -2.6 -20.0 4.3 -12.9 -19.9 2.8 -15.8 -20.0 -13.4 -20.0 End of report for caleb_strategy_v3