******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240808_203931 produced at 2024-08-08 21:38:05.041965 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 MXP False False 0.01 -0.13 -0.14 0.0 0.54 -0.54 -0.13 -0.13 -15.40 60.0 -14 -14 caleb_strategy_v3 CAD False False 0.02 -0.02 -0.10 0.0 0.72 -0.72 -0.02 -0.02 -4.02 29.0 -1 -1 caleb_strategy_v3 DX False True 0.04 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -2.59 999999999.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.04 -0.08 -0.08 0.0 0.32 -0.32 -0.08 -0.08 -1.89 8.0 -2 -2 caleb_strategy_v3 COPPER False False 0.03 -0.03 -0.06 0.0 999.00 -999.00 -0.03 -0.03 -1.80 999999999.0 -1 -1 caleb_strategy_v3 BTP False False 0.04 0.00 -0.05 0.0 0.44 -0.44 0.00 0.00 -1.11 10.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -1.20 24.0 0 0 caleb_strategy_v3 HEATOIL False False 0.03 -0.07 -0.05 0.0 0.10 -0.10 -0.07 -0.07 -1.52 3.0 -2 -2 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -20.75 59.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 -0.04 -0.04 0.0 0.35 -0.35 -0.04 -0.04 -2.04 20.0 -2 -2 caleb_strategy_v3 CAC True False 0.03 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -1.61 12.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 -0.03 -0.04 0.0 0.30 -0.30 -0.03 -0.03 -4.21 36.0 -4 -4 caleb_strategy_v3 CORN False False 0.01 -0.02 -0.04 0.0 0.08 -0.08 -0.02 -0.02 -6.60 12.0 -3 -3 caleb_strategy_v3 COTTON2 False False 0.01 -0.06 -0.04 0.0 0.13 -0.13 -0.06 -0.06 -3.90 11.0 -5 -5 caleb_strategy_v3 GASOIL False False 0.02 -0.02 -0.03 0.0 0.10 -0.10 -0.02 -0.02 -1.28 4.0 -1 -1 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.03 -0.03 0.0 0.05 -0.05 -0.03 -0.03 -15.57 26.0 -17 -17 caleb_strategy_v3 OAT False False 0.05 -0.05 -0.03 0.0 0.47 -0.47 -0.05 -0.05 -0.66 10.0 -1 -1 caleb_strategy_v3 CANOLA False False 0.00 -0.00 -0.03 0.0 0.15 -0.15 -0.00 -0.00 -8.88 51.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.03 0.0 0.44 -0.44 0.00 0.00 -3.08 48.0 0 0 caleb_strategy_v3 BOBL False False 0.04 0.00 -0.03 0.0 0.84 -0.84 0.00 0.00 -0.74 19.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.03 -0.02 0.0 0.29 -0.29 -0.03 -0.03 -1.92 23.0 -2 -2 caleb_strategy_v3 REDWHEAT False False 0.01 -0.02 -0.02 0.0 0.08 -0.08 -0.02 -0.02 -2.10 8.0 -2 -2 caleb_strategy_v3 VIX False False 0.01 -0.02 -0.02 0.0 999.00 -999.00 -0.02 -0.02 -2.35 999999999.0 -2 -2 caleb_strategy_v3 SOYBEAN False False 0.02 -0.09 -0.02 0.0 0.12 -0.12 -0.09 -0.09 -1.01 7.0 -5 -5 caleb_strategy_v3 NZD False False 0.02 -0.04 -0.02 0.0 0.43 -0.43 -0.04 -0.04 -1.10 21.0 -2 -2 caleb_strategy_v3 AUD False False 0.02 0.00 -0.02 0.0 0.43 -0.43 0.00 0.00 -1.11 19.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.02 0.0 0.09 -0.09 -0.04 -0.04 -1.86 9.0 -4 -4 caleb_strategy_v3 DAX False False 0.01 0.00 -0.02 0.0 0.39 -0.39 0.00 0.00 -3.43 58.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.00 -0.01 0.0 0.20 -0.20 0.00 0.00 -0.15 4.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 0.00 -0.01 0.0 0.08 -0.08 0.00 0.00 -1.11 10.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.02 -0.02 -0.01 0.0 999.00 -999.00 -0.02 -0.02 -0.32 999999999.0 -1 -1 caleb_strategy_v3 SP400 False False 0.10 -0.20 -0.01 0.0 0.20 -0.20 -0.20 -0.20 -0.15 2.0 -2 -2 caleb_strategy_v3 LUMBER-new False False 0.00 -0.01 -0.01 0.0 0.01 -0.01 -0.01 -0.01 -1.72 3.0 -2 -2 caleb_strategy_v3 DOW False False 0.01 0.00 -0.01 0.0 0.45 -0.45 0.00 0.00 -1.47 66.0 0 0 caleb_strategy_v3 PLAT False False 0.02 -0.02 -0.01 0.0 0.16 -0.16 -0.02 -0.02 -0.76 10.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.10 -0.10 0.00 0.00 -0.99 9.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -2.51 2.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 -0.01 0.0 0.13 -0.13 0.00 0.00 -2.02 18.0 0 0 caleb_strategy_v3 PALLAD False False 0.03 -0.03 -0.01 0.0 0.06 -0.06 -0.03 -0.03 -0.23 2.0 -1 -1 caleb_strategy_v3 RUSSELL False False 0.00 0.00 -0.00 0.0 0.24 -0.24 0.00 0.00 -1.13 68.0 1 1 caleb_strategy_v3 GBP False False 0.03 0.00 0.00 0.0 0.60 -0.60 0.00 0.00 0.05 22.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.00 0.00 0.0 0.50 -0.50 0.00 0.00 0.03 10.0 0 0 caleb_strategy_v3 COCOA False False 0.02 0.00 0.00 0.0 0.61 -0.61 0.00 0.00 0.19 26.0 0 0 caleb_strategy_v3 COFFEE False False 0.03 0.00 0.00 0.0 0.18 -0.18 0.00 0.00 0.12 6.0 0 0 caleb_strategy_v3 US30 False False 0.04 0.13 0.00 0.0 0.27 -0.27 0.13 0.13 0.10 6.0 3 3 caleb_strategy_v3 MILK False False 0.01 0.00 0.01 0.0 0.07 -0.07 0.00 0.00 0.44 5.0 0 0 caleb_strategy_v3 US20 False True 0.04 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.33 9.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 0.01 0.01 0.0 0.12 -0.12 0.01 0.01 1.40 13.0 1 1 caleb_strategy_v3 JPY False False 0.03 0.06 0.01 0.0 0.50 -0.50 0.06 0.06 0.41 17.0 2 2 caleb_strategy_v3 GASOLINE False False 0.03 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.41 999999999.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 0.01 0.0 0.33 -0.33 0.00 0.00 0.61 23.0 0 0 caleb_strategy_v3 US10U False False 0.04 0.12 0.02 0.0 0.52 -0.52 0.12 0.12 0.51 13.0 3 3 caleb_strategy_v3 US10 False False 0.04 0.00 0.02 0.0 0.65 -0.65 0.00 0.00 0.54 17.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 0.01 0.02 0.0 0.47 -0.47 0.01 0.01 2.27 56.0 1 1 caleb_strategy_v3 CHF False False 0.05 0.10 0.02 0.0 0.64 -0.64 0.10 0.10 0.45 13.0 2 2 caleb_strategy_v3 RICE False True 0.01 0.00 0.02 0.0 0.00 0.00 0.00 0.00 1.59 4.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.02 0.02 0.0 0.07 -0.07 0.02 0.02 0.78 3.0 1 1 caleb_strategy_v3 CRUDE_W False False 0.03 0.08 0.02 0.0 0.13 -0.13 0.08 0.08 0.87 5.0 3 3 caleb_strategy_v3 US5 False False 0.04 0.11 0.03 0.0 0.93 -0.93 0.11 0.11 0.88 25.0 3 3 caleb_strategy_v3 LIVECOW False False 0.02 0.07 0.03 0.0 0.41 -0.41 0.07 0.07 1.11 17.0 3 3 caleb_strategy_v3 SMI False True 0.05 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.92 9.0 0 0 caleb_strategy_v3 EUR False False 0.05 0.05 0.06 0.0 0.65 -0.65 0.05 0.05 1.29 14.0 1 1 caleb_strategy_v3 US2 False True 0.07 0.00 0.07 0.0 0.00 0.00 0.00 0.00 0.93 13.0 0 0 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.14 0.31 0.0 0.54 -0.54 0.14 0.14 9.06 16.0 4 4 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 0.52 0.0 0.91 -0.91 0.00 0.00 5.73 10.0 0 0 caleb_strategy_v3 SOFR False True 0.08 0.00 0.90 0.0 0.00 0.00 0.00 0.00 10.87 11.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 8.3 Shocked risk 15.2 Sum abs risk 34.9 Leverage 3.50 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2927234.23, 'annual_cash_vol_target': 731808.5575, 'daily_cash_vol_target': 45738.03484375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0037 0.6599 0.5562 8.8986 BITCOIN 2195.3185 59765.0000 3.6733 58.7720 BOBL 0.2410 117.8900 0.2044 3.2706 BTP 0.4797 118.5700 0.4046 6.4729 BUND 0.4974 134.1500 0.3708 5.9324 BUXL 1.2594 135.0600 0.9325 14.9197 CAC 73.2100 7281.5000 1.0054 16.0868 CAD 0.0024 0.7291 0.3316 5.3049 CANOLA 9.5394 604.9000 1.5770 25.2324 CHF 0.0065 1.1596 0.5639 9.0225 COCOA 233.9494 6897.0000 3.3920 54.2727 COFFEE 4.4046 239.5500 1.8387 29.4189 COPPER 0.0615 3.9760 1.5472 24.7560 CORN 5.7056 396.5000 1.4390 23.0239 COTTON2 0.9304 67.2000 1.3845 22.1525 CRUDE_W 1.2021 73.5200 1.6351 26.1616 DAX 174.9850 17787.0000 0.9838 15.7405 DOW 348.5546 39576.0000 0.8807 14.0916 DX 0.3777 103.0400 0.3665 5.8642 EUR 0.0045 1.0936 0.4078 6.5241 EURIBOR-ICE 0.0419 97.8000 0.0429 0.6859 EUROSTX 52.9838 4702.0000 1.1268 18.0294 FEEDCOW 2.0462 234.9500 0.8709 13.9343 GASOIL 11.9854 723.7500 1.6560 26.4962 GASOLINE 0.0375 2.1316 1.7604 28.1662 GAS_US_mini 0.0865 2.2800 3.7941 60.7059 GBP 0.0060 1.2755 0.4689 7.5022 GOLD_micro 21.1549 2440.0000 0.8670 13.8721 HEATOIL 0.0395 2.3841 1.6561 26.4982 JGB-SGX-mini 0.4314 144.8500 0.2979 4.7657 JPY 0.0001 0.0068 0.8250 13.2007 LEANHOG 1.2568 65.9000 1.9071 30.5129 LIVECOW 1.3085 178.0500 0.7349 11.7581 LUMBER-new 8.6448 513.5000 1.6835 26.9362 MILK 0.2635 21.0900 1.2494 19.9903 MXP 0.0005 0.0524 0.9916 15.8657 NASDAQ_micro 268.5076 18495.5000 1.4517 23.2279 NIKKEI 986.9443 35630.0000 2.7700 44.3197 NZD 0.0034 0.6009 0.5721 9.1533 OAT 0.4407 125.9400 0.3499 5.5991 OATIES 5.8702 315.2500 1.8621 29.7930 OJ 7.1005 436.5000 1.6267 26.0272 PALLAD 24.7276 910.0000 2.7173 43.4772 PLAT 16.5342 941.9000 1.7554 28.0866 REDWHEAT 9.5873 567.5000 1.6894 27.0302 RICE 0.1555 15.2400 1.0202 16.3232 ROBUSTA 67.9543 4258.0000 1.5959 25.5347 RUSSELL 32.8999 2092.1000 1.5726 25.1612 SHATZ 0.0834 106.3000 0.0784 1.2549 SILVER-mini 0.5384 28.0000 1.9229 30.7657 SMI 110.3849 11872.0000 0.9298 14.8767 SOFR 0.0681 96.7500 0.0704 1.1258 SOYBEAN 13.1944 1007.7500 1.3093 20.9488 SOYMEAL 5.0557 316.4000 1.5979 25.5659 SOYOIL 0.7400 40.8600 1.8111 28.9774 SP400 35.6407 2946.3000 1.2097 19.3548 SP500_micro 54.5661 5341.0000 1.0216 16.3463 SUGAR11 0.3146 18.7900 1.6743 26.7881 US10 0.4516 112.6406 0.4010 6.4153 US10U 0.6162 116.5312 0.5288 8.4605 US2 0.1274 103.2266 0.1235 1.9753 US20 0.9543 122.0000 0.7822 12.5151 US30 1.4365 129.5625 1.1087 17.7398 US5 0.2933 108.6328 0.2700 4.3201 VIX 1.2896 23.0500 5.5950 89.5202 WHEAT 9.4083 560.2500 1.6793 26.8689 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 659.90 0.56 367.01 1.00 367.01 45738.03 124.62 -3.42 -42.62 BITCOIN 59.76 3.67 219.53 1.00 219.53 45738.03 208.34 -9.20 -191.66 BOBL 1178.90 0.20 240.98 1.09 262.88 45738.03 173.99 -4.18 -72.76 BTP 1185.70 0.40 479.68 1.09 523.26 45738.03 87.41 -3.72 -32.49 BUND 1341.50 0.37 497.40 1.09 542.58 45738.03 84.30 0.33 2.82 BUXL 1350.60 0.93 1259.41 1.09 1373.83 45738.03 33.29 -4.30 -14.32 CAC 728.15 1.01 732.10 1.09 798.61 45738.03 57.27 -8.23 -47.13 CAD 729.10 0.33 241.74 1.00 241.74 45738.03 189.20 -8.19 -155.01 CANOLA 120.98 1.58 190.79 0.73 138.47 45738.03 330.30 -11.05 -365.03 CHF 1449.50 0.56 817.39 1.00 817.39 45738.03 55.96 3.07 17.16 COCOA 689.70 3.39 2339.49 1.00 2339.49 45738.03 19.55 4.46 8.71 COFFEE 898.31 1.84 1651.71 1.00 1651.71 45738.03 27.69 3.62 10.03 COPPER 994.00 1.55 1537.97 1.00 1537.97 45738.03 29.74 -5.59 -16.64 CORN 198.25 1.44 285.28 1.00 285.28 45738.03 160.33 -16.93 -271.46 COTTON2 336.00 1.38 465.20 1.00 465.20 45738.03 98.32 -18.51 -181.99 CRUDE_W 735.20 1.64 1202.12 1.00 1202.12 45738.03 38.05 2.11 8.01 DAX 177.87 0.98 174.99 1.09 190.88 45738.03 239.61 -4.20 -100.62 DOW 197.88 0.88 174.28 1.00 174.28 45738.03 262.44 -2.40 -63.08 DX 1030.40 0.37 377.65 1.00 377.65 45738.03 121.11 -8.23 -99.66 EUR 1366.94 0.41 557.37 1.00 557.37 45738.03 82.06 6.07 49.84 EURIBOR-ICE 2445.00 0.04 104.81 1.09 114.33 45738.03 400.04 4.20 168.00 EUROSTX 470.20 1.13 529.84 1.09 577.97 45738.03 79.14 -7.54 -59.69 FEEDCOW 1174.75 0.87 1023.08 1.00 1023.08 45738.03 44.71 -12.78 -57.14 GASOIL 723.75 1.66 1198.54 1.00 1198.54 45738.03 38.16 -7.71 -29.41 GASOLINE 895.27 1.76 1576.02 1.00 1576.02 45738.03 29.02 3.24 9.41 GAS_US_mini 57.00 3.79 216.26 1.00 216.26 45738.03 211.49 -6.80 -143.79 GBP 797.19 0.47 373.79 1.00 373.79 45738.03 122.36 0.14 1.77 GOLD_micro 244.00 0.87 211.55 1.00 211.55 45738.03 216.21 3.07 66.47 HEATOIL 1001.32 1.66 1658.33 1.00 1658.33 45738.03 27.58 -12.70 -35.02 JGB-SGX-mini 144850.00 0.30 43144.13 0.01 293.46 45738.03 155.86 5.37 83.62 JPY 853.31 0.83 704.02 1.00 704.02 45738.03 64.97 2.41 15.67 LEANHOG 263.60 1.91 502.70 1.00 502.70 45738.03 90.98 2.54 23.10 LIVECOW 712.20 0.73 523.38 1.00 523.38 45738.03 87.39 3.82 33.42 LUMBER-new 141.21 1.68 237.73 1.00 237.73 45738.03 192.39 -4.19 -80.54 MILK 421.80 1.25 526.99 1.00 526.99 45738.03 86.79 2.36 20.47 MXP 261.85 0.99 259.65 1.00 259.65 45738.03 176.15 -5.96 -104.95 NASDAQ_micro 369.91 1.45 537.02 1.00 537.02 45738.03 85.17 -9.71 -82.74 NIKKEI 35630.00 2.77 98694.43 0.01 671.31 45738.03 68.13 -5.71 -38.90 NZD 600.90 0.57 343.76 1.00 343.76 45738.03 133.05 -3.19 -42.40 OAT 1259.40 0.35 440.72 1.09 480.76 45738.03 95.14 -2.04 -19.37 OATIES 157.62 1.86 293.51 1.00 293.51 45738.03 155.83 -6.61 -103.05 OJ 654.75 1.63 1065.08 1.00 1065.08 45738.03 42.94 8.49 36.47 PALLAD 910.00 2.72 2472.76 1.00 2472.76 45738.03 18.50 -3.60 -6.66 PLAT 470.95 1.76 826.71 1.00 826.71 45738.03 55.33 -4.03 -22.27 REDWHEAT 283.75 1.69 479.36 1.00 479.36 45738.03 95.41 -16.59 -158.30 RICE 304.80 1.02 310.96 1.00 310.96 45738.03 147.09 4.45 65.49 ROBUSTA 425.80 1.60 679.54 1.00 679.54 45738.03 67.31 7.74 52.09 RUSSELL 104.60 1.57 164.50 1.00 164.50 45738.03 278.04 -1.23 -34.22 SHATZ 1063.00 0.08 83.37 1.09 90.95 45738.03 502.91 -2.36 -118.70 SILVER-mini 700.00 1.92 1346.00 1.00 1346.00 45738.03 33.98 -2.75 -9.33 SMI 1187.20 0.93 1103.85 1.17 1287.31 45738.03 35.53 7.60 27.02 SOFR 2418.75 0.07 170.18 1.00 170.18 45738.03 268.76 6.66 178.89 SOYBEAN 503.88 1.31 659.72 1.00 659.72 45738.03 69.33 -15.65 -108.47 SOYMEAL 316.40 1.60 505.57 1.00 505.57 45738.03 90.47 -11.72 -106.06 SOYOIL 245.16 1.81 444.01 1.00 444.01 45738.03 103.01 -11.58 -119.31 SP400 2946.30 1.21 3564.07 1.00 3564.07 45738.03 12.83 -3.41 -4.38 SP500_micro 267.05 1.02 272.83 1.00 272.83 45738.03 167.64 -7.91 -132.62 SUGAR11 210.45 1.67 352.34 1.00 352.34 45738.03 129.81 -7.33 -95.20 US10 1126.41 0.40 451.64 1.00 451.64 45738.03 101.27 4.18 42.36 US10U 1165.31 0.53 616.19 1.00 616.19 45738.03 74.23 5.41 40.17 US2 2064.53 0.12 254.87 1.00 254.87 45738.03 179.45 4.07 73.04 US20 1220.00 0.78 954.27 1.00 954.27 45738.03 47.93 5.46 26.15 US30 1295.62 1.11 1436.51 1.00 1436.51 45738.03 31.84 2.57 8.17 US5 1086.33 0.27 293.32 1.00 293.32 45738.03 155.93 4.44 69.20 VIX 230.50 5.60 1289.65 1.00 1289.65 45738.03 35.47 -2.69 -9.53 WHEAT 280.12 1.68 470.41 1.00 470.41 45738.03 97.23 -14.43 -140.29 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -42.624 0.010 2.5 -1.106 BITCOIN -191.659 0.043 2.5 -20.754 BOBL -72.759 0.004 2.5 -0.738 BTP -32.488 0.014 2.5 -1.108 BUND 2.817 0.004 2.5 0.029 BUXL -14.324 0.004 2.5 -0.145 CAC -47.129 0.014 2.5 -1.607 CAD -155.006 0.010 2.5 -4.022 CANOLA -365.031 0.010 2.5 -8.881 CHF 17.156 0.010 2.5 0.445 COCOA 8.712 0.009 2.5 0.187 COFFEE 10.029 0.005 2.5 0.117 COPPER -16.636 0.043 2.5 -1.801 CORN -271.461 0.010 2.5 -6.604 COTTON2 -181.994 0.009 2.5 -3.898 CRUDE_W 8.013 0.043 2.5 0.868 DAX -100.625 0.014 2.5 -3.432 DOW -63.077 0.009 2.5 -1.466 DX -99.656 0.010 2.5 -2.586 EUR 49.844 0.010 2.5 1.293 EURIBOR-ICE 168.000 0.014 2.5 5.730 EUROSTX -59.695 0.014 2.5 -2.036 FEEDCOW -57.143 0.013 2.5 -1.894 GASOIL -29.414 0.017 2.5 -1.275 GASOLINE 9.410 0.017 2.5 0.408 GAS_US_mini -143.787 0.043 2.5 -15.570 GBP 1.773 0.010 2.5 0.046 GOLD_micro 66.471 0.014 2.5 2.267 HEATOIL -35.019 0.017 2.5 -1.518 JGB-SGX-mini 83.622 0.043 2.5 9.055 JPY 15.665 0.010 2.5 0.406 LEANHOG 23.105 0.024 2.5 1.404 LIVECOW 33.420 0.013 2.5 1.107 LUMBER-new -80.537 0.009 2.5 -1.724 MILK 20.467 0.009 2.5 0.438 MXP -104.951 0.059 2.5 -15.404 NASDAQ_micro -82.741 0.009 2.5 -1.923 NIKKEI -38.897 0.043 2.5 -4.212 NZD -42.402 0.010 2.5 -1.100 OAT -19.367 0.014 2.5 -0.661 OATIES -103.054 0.010 2.5 -2.507 OJ 36.470 0.009 2.5 0.781 PALLAD -6.665 0.014 2.5 -0.227 PLAT -22.275 0.014 2.5 -0.760 REDWHEAT -158.304 0.005 2.5 -2.100 RICE 65.489 0.010 2.5 1.593 ROBUSTA 52.086 0.005 2.5 0.608 RUSSELL -34.216 0.013 2.5 -1.134 SHATZ -118.699 0.004 2.5 -1.204 SILVER-mini -9.332 0.014 2.5 -0.318 SMI 27.015 0.014 2.5 0.921 SOFR 178.889 0.024 2.5 10.872 SOYBEAN -108.473 0.004 2.5 -1.009 SOYMEAL -106.063 0.004 2.5 -0.986 SOYOIL -119.312 0.004 2.5 -1.111 SP400 -4.376 0.013 2.5 -0.145 SP500_micro -132.620 0.009 2.5 -3.082 SUGAR11 -95.200 0.009 2.5 -2.025 US10 42.361 0.005 2.5 0.537 US10U 40.168 0.005 2.5 0.509 US2 73.037 0.005 2.5 0.926 US20 26.147 0.005 2.5 0.331 US30 8.168 0.005 2.5 0.103 US5 69.196 0.005 2.5 0.877 VIX -9.534 0.099 2.5 -2.353 WHEAT -140.291 0.005 2.5 -1.861 ===================== Position diags ===================== AUD 3.23 BITCOIN 22.56 BOBL 1.76 BTP 2.98 BUND 0.85 BUXL 0.34 CAC 1.95 CAD 4.91 CANOLA 8.04 CHF 1.45 COCOA 0.42 COFFEE 0.32 COPPER 3.22 CORN 3.90 COTTON2 2.11 CRUDE_W 4.12 DAX 8.17 DOW 6.10 DX 3.14 EUR 2.13 EURIBOR-ICE 13.64 EUROSTX 2.70 FEEDCOW 1.48 GASOIL 1.65 GASOLINE 1.26 GAS_US_mini 22.90 GBP 3.17 GOLD_micro 7.37 HEATOIL 1.20 JGB-SGX-mini 16.88 JPY 1.69 LEANHOG 5.53 LIVECOW 2.90 LUMBER-new 4.12 MILK 1.86 MXP 25.85 NASDAQ_micro 1.98 NIKKEI 7.38 NZD 3.45 OAT 3.24 OATIES 3.79 OJ 0.92 PALLAD 0.63 PLAT 1.89 REDWHEAT 1.27 RICE 3.58 ROBUSTA 0.79 RUSSELL 9.21 SHATZ 5.10 SILVER-mini 1.16 SMI 1.21 SOFR 16.33 SOYBEAN 0.64 SOYMEAL 0.84 SOYOIL 0.96 SP400 0.43 SP500_micro 3.90 SUGAR11 2.76 US10 1.28 US10U 0.94 US2 2.27 US20 0.61 US30 0.40 US5 1.98 VIX 8.75 WHEAT 1.29 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -1.1 -1.4 -0.8 0.0 0 BITCOIN -20.8 -23.0 -18.5 0.0 0 BOBL -0.7 -0.9 -0.6 0.0 0 BTP -1.1 -1.4 -0.8 0.0 0 BUND 0.0 -0.1 0.1 0.0 0 BUXL -0.1 -0.2 -0.1 0.0 0 CAC -1.6 -1.8 -1.4 0.0 0 CAD -4.0 -4.5 -3.5 -1.0 -1 CANOLA -8.9 -9.7 -8.1 -1.0 -1 CHF 0.4 0.3 0.6 2.0 2 COCOA 0.2 0.1 0.2 0.0 0 COFFEE 0.1 0.1 0.1 0.0 0 COPPER -1.8 -2.1 -1.5 -1.0 -1 CORN -6.6 -7.0 -6.2 -3.0 -3 COTTON2 -3.9 -4.1 -3.7 -5.0 -5 CRUDE_W 0.9 0.5 1.3 3.0 3 DAX -3.4 -4.2 -2.6 0.0 0 DOW -1.5 -2.1 -0.9 0.0 0 DX -2.6 -2.9 -2.3 0.0 0 EUR 1.3 1.1 1.5 1.0 1 EURIBOR-ICE 5.7 4.4 7.1 0.0 0 EUROSTX -2.0 -2.3 -1.8 -2.0 -2 FEEDCOW -1.9 -2.0 -1.7 -2.0 -2 GASOIL -1.3 -1.4 -1.1 -1.0 -1 GASOLINE 0.4 0.3 0.5 0.0 0 GAS_US_mini -15.6 -17.9 -13.3 -17.0 -17 GBP 0.0 -0.3 0.4 0.0 0 GOLD_micro 2.3 1.5 3.0 1.0 1 HEATOIL -1.5 -1.6 -1.4 -2.0 -2 JGB-SGX-mini 9.1 7.4 10.7 4.0 4 JPY 0.4 0.2 0.6 2.0 2 LEANHOG 1.4 0.9 2.0 1.0 1 LIVECOW 1.1 0.8 1.4 3.0 3 LUMBER-new -1.7 -2.1 -1.3 -2.0 -2 MILK 0.4 0.3 0.6 NaN 0 MXP -15.4 -18.0 -12.8 -14.0 -14 NASDAQ_micro -1.9 -2.1 -1.7 -2.0 -2 NIKKEI -4.2 -4.9 -3.5 -4.0 -4 NZD -1.1 -1.4 -0.8 -2.0 -2 OAT -0.7 -1.0 -0.3 -1.0 -1 OATIES -2.5 -2.9 -2.1 NaN 0 OJ 0.8 0.7 0.9 1.0 1 PALLAD -0.2 -0.3 -0.2 -1.0 -1 PLAT -0.8 -0.9 -0.6 -1.0 -1 REDWHEAT -2.1 -2.2 -2.0 -2.0 -2 RICE 1.6 1.2 2.0 NaN 0 ROBUSTA 0.6 0.5 0.7 0.0 0 RUSSELL -1.1 -2.1 -0.2 1.0 1 SHATZ -1.2 -1.7 -0.7 NaN 0 SILVER-mini -0.3 -0.4 -0.2 -1.0 -1 SMI 0.9 0.8 1.0 0.0 0 SOFR 10.9 9.2 12.5 NaN 0 SOYBEAN -1.0 -1.1 -0.9 -5.0 -5 SOYMEAL -1.0 -1.1 -0.9 0.0 0 SOYOIL -1.1 -1.2 -1.0 0.0 0 SP400 -0.1 -0.2 -0.1 -2.0 -2 SP500_micro -3.1 -3.5 -2.7 0.0 0 SUGAR11 -2.0 -2.3 -1.7 0.0 0 US10 0.5 0.4 0.7 0.0 0 US10U 0.5 0.4 0.6 3.0 3 US2 0.9 0.7 1.2 NaN 0 US20 0.3 0.3 0.4 0.0 0 US30 0.1 0.1 0.1 3.0 3 US5 0.9 0.7 1.1 3.0 3 VIX -2.4 -3.2 -1.5 -2.0 -2 WHEAT -1.9 -2.0 -1.7 -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 -0.2 0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 -0.2 -0.2 -0.2 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.2 0.5 -0.0 0.1 -0.0 -0.0 -0.0 -0.1 -0.0 0.2 -0.6 -0.2 0.2 0.3 -0.2 0.4 -0.0 BITCOIN 0.1 -0.5 -0.5 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 0.1 -0.1 0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.2 -0.1 -2.7 -0.0 -0.1 0.0 -0.1 0.2 -0.1 -0.2 -0.5 0.6 0.2 0.3 -0.6 -0.2 -0.2 -0.0 BOBL 0.6 0.5 0.2 0.0 0.0 0.0 0.0 -0.0 0.0 0.0 -0.1 0.1 -0.2 0.1 0.1 -0.4 -0.3 -0.4 -0.4 0.1 0.0 0.1 -0.1 0.2 0.6 0.0 0.0 0.0 0.0 -0.0 0.1 -1.1 -0.1 0.1 0.1 -0.2 -0.7 -0.6 -0.4 -0.4 BTP 0.4 0.3 -0.0 0.1 0.0 0.1 0.1 -0.0 0.1 0.0 0.2 0.1 0.4 0.2 0.2 0.0 0.1 0.0 0.0 0.1 0.1 0.1 0.2 0.2 -2.7 0.1 -0.0 0.1 0.0 0.1 0.1 0.6 -0.5 -0.6 -0.4 -0.4 -0.7 -0.5 -0.2 0.1 BUND 0.6 0.4 0.1 0.0 0.0 0.0 0.0 -0.0 0.0 0.0 -0.1 0.1 -0.1 0.1 0.1 0.1 0.0 0.1 0.0 0.1 0.0 0.1 -0.1 0.2 0.1 0.0 0.0 0.0 0.0 0.0 0.1 0.4 -0.2 -0.1 -0.0 -0.2 -0.7 -0.7 -0.3 -0.4 BUXL 0.5 0.2 0.1 0.0 0.0 0.0 0.1 -0.0 0.1 0.0 -0.2 0.1 -0.1 0.1 0.1 -0.0 -0.0 -0.0 -0.1 0.1 0.0 0.1 -0.1 0.1 -0.5 0.0 -0.0 0.0 0.1 0.0 0.1 0.1 -0.3 -0.2 -0.2 -0.3 -0.7 -0.7 -0.5 -0.4 CAC -0.3 -0.6 -0.6 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 -0.2 -0.1 0.2 -0.1 -0.2 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 -0.2 0.0 -0.2 -1.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 0.4 0.2 -0.0 -0.6 -0.6 0.2 0.2 0.1 0.2 CAD -0.4 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.2 -0.5 -0.1 -0.7 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.3 -0.1 -0.2 -0.1 0.1 -0.2 0.0 -0.2 -0.1 -0.1 0.5 -0.5 -0.0 -0.2 0.3 -0.2 -0.0 -0.2 CANOLA -0.0 0.0 0.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.0 -0.2 -0.2 -0.2 -0.3 -0.0 -0.0 -0.1 -0.1 -0.1 -2.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.3 0.1 -0.1 -0.1 -0.0 -0.4 0.2 -0.1 CHF 0.6 0.5 0.4 -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 0.0 0.2 -0.1 0.2 0.6 0.0 0.0 0.0 0.1 -0.0 0.1 -1.1 0.5 0.6 0.6 0.5 0.2 -0.4 -0.2 -0.4 COCOA -0.1 -0.4 0.1 -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 0.4 0.4 0.4 -0.0 0.0 -0.0 0.2 -0.0 -2.5 0.0 0.0 0.1 -0.0 0.4 -0.0 1.1 0.2 0.1 0.0 0.1 0.6 0.2 0.7 0.3 COFFEE -0.4 -0.0 0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.4 -0.0 0.5 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.5 0.0 -2.7 0.0 0.1 0.2 0.0 0.4 0.0 0.4 0.5 0.2 0.6 0.6 -0.1 -0.4 0.2 -0.1 COPPER -0.6 -0.6 -0.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 0.1 -0.2 -1.4 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.3 -0.1 -0.5 -0.2 0.3 0.3 0.1 0.6 0.4 CORN 0.1 -0.6 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -0.4 -0.3 -0.4 -0.3 -0.2 -0.2 -0.1 -0.4 -0.1 -1.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.2 -0.0 -0.6 -0.3 -0.3 -0.3 -0.2 -0.0 COTTON2 -0.2 -0.3 -0.6 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.5 -0.2 -0.5 -0.2 -0.2 -0.2 -0.0 -0.2 -0.1 -0.2 -0.2 -0.1 -0.5 -0.2 -2.7 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.4 0.1 -0.3 0.1 -0.6 -0.3 -0.3 0.2 -0.1 CRUDE_W -0.6 -0.2 -0.4 -0.1 0.0 -0.1 -0.1 0.0 -0.1 -0.0 0.1 -0.1 0.4 -0.1 -0.1 0.3 0.3 0.3 0.3 -0.1 -0.0 -0.1 0.1 -0.2 -0.4 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 0.5 -0.1 -0.3 -0.1 -0.3 0.6 0.7 0.7 0.7 DAX -0.5 -0.5 -0.5 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.1 0.1 -0.1 0.4 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 0.0 -0.2 0.2 -0.2 1.2 -0.0 -0.0 0.0 -0.1 0.2 -0.1 -0.4 -0.1 -0.0 -0.6 -0.4 0.3 0.1 -0.2 0.2 DOW -0.5 -0.0 -0.3 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.1 0.1 -0.1 0.4 -0.0 0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.0 -0.1 0.2 -0.1 -1.2 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.5 0.2 0.6 0.3 0.0 0.5 -0.0 0.1 -0.1 DX -0.3 -0.4 -0.2 -0.0 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 0.3 -0.2 0.5 -0.2 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.2 0.2 -0.2 -2.7 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 0.9 -0.5 -0.6 -0.2 -0.1 -0.3 0.2 -0.3 0.3 EUR 0.0 0.2 0.1 -0.0 -0.0 -0.1 -0.1 -0.0 -0.1 0.1 -0.2 0.1 -0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.1 -0.1 0.1 2.7 0.0 0.1 0.0 0.1 0.0 0.1 -0.4 0.5 0.6 0.6 0.4 0.1 -0.6 -0.0 -0.6 EURIBOR-ICE 0.6 0.6 0.1 0.0 0.0 0.0 0.0 -0.0 0.0 0.0 -0.1 0.1 0.0 0.1 0.1 -0.0 -0.1 -0.1 -0.1 0.1 0.0 0.1 0.0 0.2 1.7 0.0 0.0 0.0 0.0 0.0 0.0 -0.1 -0.1 0.1 0.1 -0.1 -0.7 -0.7 -0.3 0.0 EUROSTX -0.6 -0.6 -0.6 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.0 0.1 -0.1 0.4 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 0.2 -0.2 -0.2 -0.0 -0.0 0.0 -0.1 0.1 -0.1 0.3 0.1 -0.2 -0.6 -0.5 0.0 0.0 -0.5 -0.0 FEEDCOW -0.6 -0.5 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 -0.2 -0.1 0.1 -0.4 -0.1 -0.3 -0.2 -0.1 -0.2 -0.1 -0.2 -1.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -1.1 -0.5 -0.6 -0.5 -0.1 0.0 0.7 0.3 0.7 GASOIL -0.5 -0.1 -0.4 -0.0 0.0 -0.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.1 0.4 -0.1 -0.1 0.0 0.2 0.0 0.1 -0.1 -0.0 -0.1 0.1 -0.2 0.6 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 0.0 -0.3 -0.2 0.1 -0.1 -0.5 -0.5 -0.7 -0.7 GASOLINE -0.4 -0.1 -0.4 -0.1 0.0 -0.1 -0.1 0.0 -0.1 -0.0 0.1 -0.1 0.4 -0.1 -0.1 0.4 0.4 0.4 0.4 -0.1 -0.0 -0.1 0.2 -0.1 -2.7 -0.1 0.0 -0.1 -0.1 0.1 -0.1 1.1 0.0 0.1 0.2 -0.1 0.7 0.7 0.7 0.7 GAS_US_mini -0.3 -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 -0.0 -0.4 -0.1 2.7 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -1.1 0.3 0.2 -0.4 0.4 -0.1 -0.4 -0.3 -0.6 GBP -0.4 0.1 0.2 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 0.4 -0.2 0.3 -0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.1 0.2 -0.1 -0.1 0.0 -0.1 0.1 -0.1 0.2 -0.0 0.2 -0.5 -0.1 0.4 0.6 0.2 -0.7 0.2 -0.5 GOLD_micro -0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 0.3 -0.0 0.4 0.0 0.0 -0.2 -0.3 -0.2 -0.2 0.1 0.1 -0.0 0.3 0.0 -0.6 0.0 -0.0 0.1 -0.0 0.3 -0.0 -0.7 0.4 0.6 0.6 0.4 0.3 -0.1 0.6 0.1 HEATOIL -0.5 -0.1 -0.4 -0.1 0.0 -0.1 -0.1 0.0 -0.1 -0.0 -0.2 -0.1 0.2 -0.1 -0.1 -0.1 0.2 -0.1 0.0 -0.1 -0.1 -0.1 -0.0 -0.2 -2.7 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.3 -0.4 -0.2 0.0 -0.4 -0.0 0.2 -0.4 0.1 JGB-SGX-mini 0.6 0.3 -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 0.3 0.4 0.4 0.4 0.0 -0.0 0.1 -0.0 0.1 -1.0 0.0 0.0 -0.0 0.1 -0.0 0.0 1.1 0.3 0.1 -0.1 -0.3 -0.1 -0.2 -0.0 0.5 JPY 0.6 0.6 0.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 0.1 -0.3 0.1 0.0 -0.3 -0.3 -0.3 -0.3 0.1 -0.0 0.2 -0.2 0.2 2.7 0.0 0.0 -0.0 0.0 -0.1 0.0 -1.1 0.5 0.6 0.6 -0.0 -0.7 -0.5 -0.7 -0.5 LEANHOG 0.6 -0.0 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 0.0 -0.2 0.0 -0.1 0.4 0.1 0.4 0.4 -0.1 -0.1 -0.0 -0.2 -0.0 0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 1.1 -0.2 0.6 0.2 -0.5 -0.1 -0.2 0.1 0.1 LIVECOW -0.6 0.1 0.4 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 0.4 -0.2 0.3 -0.1 0.1 0.2 0.2 0.2 0.3 0.1 0.1 -0.2 0.3 -0.2 -1.6 0.0 -0.1 0.1 -0.1 0.2 -0.1 0.9 -0.5 -0.4 0.6 0.6 -0.0 0.7 0.1 0.7 LUMBER-new 0.7 0.1 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.3 0.1 -0.4 0.1 -0.1 -0.4 -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 0.4 0.7 0.5 -0.6 0.1 -0.2 0.3 -0.1 MILK -0.1 0.0 0.6 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 0.3 0.0 0.0 -0.0 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.1 0.0 0.1 0.0 2.3 0.0 0.0 0.1 0.0 0.0 0.0 -1.1 0.3 0.4 0.3 0.6 -0.1 -0.7 -0.0 -0.7 MXP -0.6 -0.3 -0.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.2 -0.1 0.0 -0.1 -0.1 0.2 0.3 0.2 0.3 -0.1 -0.1 -0.1 -0.0 -0.2 -2.7 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 1.1 -0.4 -0.6 -0.3 -0.6 0.6 0.4 0.7 0.6 NASDAQ_micro -0.6 -0.6 -0.3 0.0 -0.0 0.0 -0.1 0.1 -0.0 -0.0 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 -2.2 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.4 0.2 -0.6 -0.2 0.1 0.1 0.2 -0.2 0.2 NIKKEI -0.6 -0.6 -0.6 0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.0 0.1 -0.0 0.2 -0.1 -0.0 0.2 0.2 0.2 0.2 -0.0 0.0 -0.1 0.1 -0.1 -1.2 -0.0 -0.0 0.0 -0.1 0.1 -0.0 1.1 -0.4 -0.6 -0.4 -0.3 0.3 -0.1 0.1 -0.2 NZD -0.5 -0.4 0.1 -0.0 -0.0 -0.1 -0.1 -0.0 -0.1 0.2 -0.2 -0.0 -0.2 -0.1 -0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.1 0.0 -0.1 -0.1 0.0 -0.0 0.1 -0.1 0.0 -0.0 -0.0 0.2 0.5 -0.4 -0.5 0.1 0.3 -0.2 0.2 -0.0 OAT 0.5 0.3 -0.2 0.0 0.0 0.0 0.1 -0.0 0.1 0.0 -0.2 0.1 -0.1 0.1 0.0 0.0 0.1 0.0 0.0 0.1 -0.0 0.1 -0.1 0.1 0.3 0.0 0.0 0.0 0.0 -0.0 0.1 0.6 -0.4 -0.4 -0.3 -0.5 -0.7 -0.7 -0.2 -0.1 OATIES 0.3 -0.5 -0.3 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.2 -0.0 -0.3 -0.1 -0.1 0.1 0.0 0.1 0.1 -0.1 -0.1 -0.0 -0.2 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 0.0 0.2 -0.3 0.0 0.2 -0.0 0.6 0.3 OJ -0.3 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.1 0.3 -0.0 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 0.1 0.2 0.0 0.5 0.0 0.8 0.5 0.1 0.4 0.6 0.4 0.3 0.7 0.7 PALLAD -0.4 0.0 0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.2 -0.0 -0.3 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.2 -0.1 1.8 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.3 0.1 -0.1 0.3 0.0 -0.7 -0.7 -0.7 -0.7 PLAT -0.5 -0.4 0.1 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 0.8 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.1 0.0 -0.1 0.2 0.3 -0.4 -0.3 -0.2 0.1 REDWHEAT -0.0 -0.6 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.3 -0.1 -0.5 -0.2 -0.2 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 -0.4 -0.1 -0.8 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.8 0.2 -0.1 -0.6 0.2 -0.6 -0.7 -0.4 -0.6 RICE 0.4 -0.5 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.3 0.1 0.5 0.0 0.1 -0.1 0.4 0.4 0.4 0.0 0.0 0.1 0.3 0.1 -1.5 0.0 -0.0 0.1 0.0 0.1 0.0 1.1 0.5 0.6 0.6 0.6 -0.7 -0.4 -0.7 -0.3 ROBUSTA -0.5 0.0 0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -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 0.0 0.5 0.0 -2.7 0.0 0.0 0.2 0.0 0.3 0.0 1.1 0.3 0.1 0.6 0.6 0.1 -0.2 0.3 0.1 RUSSELL -0.3 0.2 -0.0 0.0 -0.0 0.0 -0.1 0.1 -0.0 -0.1 0.1 -0.1 0.2 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.1 0.1 -0.0 -0.1 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.0 -0.1 0.6 0.4 0.1 0.2 -0.7 -0.1 -0.7 SHATZ 0.6 0.6 0.5 0.0 0.0 0.0 0.0 -0.0 0.0 0.0 -0.1 0.1 -0.2 0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.0 0.1 -0.2 0.2 0.9 0.0 0.0 0.0 0.0 -0.0 0.0 -1.1 0.0 0.2 0.3 -0.1 -0.7 -0.5 -0.6 -0.4 SILVER-mini -0.6 -0.5 0.1 -0.0 -0.0 -0.1 -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 -0.1 0.0 -0.1 0.2 -0.1 0.3 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 -0.1 -0.1 -0.3 0.0 0.3 0.1 -0.2 0.3 0.2 SMI -0.6 -0.5 0.2 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.0 0.3 -0.1 0.5 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.0 0.1 -0.1 0.3 -0.1 1.5 0.0 0.0 0.2 0.0 0.3 0.0 0.5 0.5 0.6 0.1 0.4 0.2 0.1 -0.2 -0.0 SOFR 0.3 0.6 0.5 0.0 0.0 0.0 0.0 -0.0 0.0 0.0 0.1 0.1 -0.0 0.1 0.1 0.0 -0.0 -0.0 -0.0 0.1 0.1 0.1 0.0 0.2 -0.5 0.0 0.0 0.1 0.0 0.0 0.1 0.2 0.0 0.0 0.1 0.2 0.4 -0.5 0.7 0.2 SOYBEAN 0.1 -0.6 -0.3 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -2.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.3 -0.3 -0.4 -0.3 -0.2 -0.7 -0.1 -0.7 SOYMEAL 0.6 -0.4 -0.2 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.2 0.0 -0.3 -0.1 -0.1 -0.0 0.1 0.1 0.1 -0.1 -0.1 -0.0 -0.2 -0.0 -2.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.2 0.1 0.2 -0.2 0.2 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.6 0.1 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 0.1 0.0 0.1 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 -0.1 -0.2 -0.5 -0.0 -0.2 -0.3 -0.4 0.1 -0.1 SP400 -0.3 -0.2 -0.4 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.1 0.1 -0.1 0.3 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 0.1 -0.1 -1.1 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.0 0.1 0.6 0.2 -0.0 0.2 -0.3 0.0 -0.7 SP500_micro -0.6 -0.6 -0.3 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.1 0.2 -0.1 0.4 -0.1 0.0 -0.2 -0.3 -0.3 -0.3 -0.0 0.1 -0.2 0.3 -0.1 -2.1 -0.0 -0.0 0.1 -0.1 0.2 -0.0 -0.6 0.2 -0.4 -0.0 0.2 0.4 0.1 -0.0 0.1 SUGAR11 -0.5 0.2 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.3 -0.1 -0.4 -0.1 -0.1 -0.1 0.2 -0.0 0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -2.7 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.3 0.3 -0.5 0.3 -0.2 -0.1 0.7 0.1 0.7 US10 0.4 0.5 0.6 0.0 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.1 -0.1 0.1 0.1 -0.2 -0.1 -0.1 -0.1 0.1 0.0 0.1 -0.0 0.1 0.3 0.0 0.0 0.0 0.0 0.0 0.0 -0.4 0.1 0.1 0.0 0.1 0.2 -0.7 0.6 0.1 US10U 0.3 0.4 0.6 0.0 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 -0.1 0.1 0.0 0.1 -0.1 0.2 0.0 0.0 0.0 0.1 0.1 0.0 0.1 0.0 0.1 -0.1 -0.1 0.1 0.2 -0.6 0.7 0.4 US2 0.5 0.6 0.6 0.0 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.1 -0.2 0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.0 0.1 -0.1 0.2 1.8 0.0 0.0 0.0 0.0 -0.0 0.0 -1.1 0.5 0.5 0.3 0.1 0.1 -0.7 0.3 -0.4 US20 0.3 0.3 0.5 0.0 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0 -0.0 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.0 0.1 -0.0 0.1 -0.2 0.0 0.0 0.1 0.0 0.0 0.0 0.2 0.0 -0.1 -0.1 0.1 0.2 -0.3 0.7 0.7 US30 0.2 0.2 0.5 0.0 0.0 0.0 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.1 -0.1 0.1 -0.1 0.0 0.0 0.1 0.0 0.0 0.0 -0.1 -0.1 -0.3 -0.2 0.0 0.1 -0.3 0.5 0.7 US5 0.4 0.6 0.6 0.0 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.1 -0.2 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.0 0.1 -0.1 0.2 0.8 0.0 0.0 0.0 0.0 0.0 0.0 -0.7 0.2 0.2 0.1 0.2 0.2 -0.7 0.5 -0.1 VIX 1.0 1.0 1.0 0.0 0.1 -0.0 0.1 -0.1 0.1 0.0 -0.3 0.1 -0.7 0.1 -0.0 -0.6 -0.6 -0.6 -0.6 0.1 -0.0 0.2 -0.2 0.2 NaN 0.0 0.1 -0.0 0.1 -0.1 0.1 NaN NaN NaN NaN NaN -0.8 -1.1 NaN NaN WHEAT -0.1 -0.6 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.2 -0.0 -0.3 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.2 -0.1 -0.0 -0.3 -0.1 0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 0.2 -0.2 -0.6 0.1 -0.5 -0.7 -0.5 -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 -6.1 4.4 -4.7 -1.6 -3.0 -5.9 -0.5 -6.4 11.5 -4.7 -17.5 -4.3 -18.5 -3.0 -2.0 -2.7 -2.3 -2.4 -10.4 -1.8 -10.4 -1.7 -18.5 3.7 -4.6 5.8 -0.9 -4.1 -0.2 -7.7 -0.0 8.1 -20.0 -5.4 6.6 10.3 -4.9 12.0 -0.8 BITCOIN 2.4 -15.2 -16.6 -4.7 -1.5 -2.9 -3.7 -1.1 -4.8 -6.6 3.8 -7.2 8.9 -5.8 -5.6 -5.7 -7.1 -6.5 -7.0 -5.1 1.2 -16.3 8.5 -10.0 -20.0 -2.2 -6.2 1.6 -7.7 6.2 -4.6 -3.0 -20.0 20.0 5.8 8.9 -17.1 -7.4 -5.9 -1.0 BOBL 20.0 16.3 4.8 2.9 1.3 1.3 4.0 -0.1 4.1 3.6 -4.7 8.1 -5.7 9.7 7.2 -20.0 -15.1 -20.0 -19.6 9.9 1.8 14.0 -4.1 15.8 4.4 3.0 1.2 0.9 4.3 -0.4 4.7 -20.0 -3.7 2.8 3.1 -5.8 -20.0 -19.1 -10.9 -11.6 BTP 11.0 9.6 -1.0 5.0 2.2 2.2 6.8 -0.1 7.1 0.7 5.7 10.0 12.4 17.1 14.1 1.3 4.0 1.5 2.4 11.7 7.9 7.2 8.2 14.0 -20.0 5.2 -1.8 3.8 3.0 4.0 6.0 11.2 -20.0 -20.0 -11.0 -10.8 -19.7 -16.1 -4.9 3.9 BUND 19.0 12.2 4.1 3.2 1.4 1.4 4.4 -0.1 4.6 2.6 -4.2 8.1 -2.4 10.2 8.1 6.7 1.1 3.6 1.2 9.4 2.6 12.0 -2.4 14.5 1.0 3.4 0.2 1.4 4.2 0.2 5.1 6.9 -8.6 -1.9 -0.4 -6.2 -20.0 -20.0 -9.8 -11.6 BUXL 16.5 7.4 2.3 3.7 1.6 1.6 5.1 -0.1 5.3 2.0 -6.1 8.3 -2.1 9.6 5.6 -0.6 -2.4 -1.9 -2.7 7.2 1.0 11.2 -3.7 13.2 -3.4 3.4 -1.0 1.4 4.7 0.2 5.6 1.0 -11.7 -6.9 -5.7 -10.3 -20.0 -20.0 -14.4 -11.0 CAC -10.0 -18.6 -20.0 0.0 -5.6 2.9 -7.8 4.1 -4.4 -6.8 -6.7 -11.9 4.5 -13.5 -14.4 -7.3 -1.7 -5.7 -2.9 -17.5 -9.2 -20.0 1.1 -20.0 -7.5 -5.0 -3.0 -2.2 -5.6 1.0 -5.9 7.1 8.0 -1.0 -20.0 -20.0 7.2 5.3 2.3 6.7 CAD -11.2 -2.4 -3.4 -5.1 -1.8 -3.3 -6.5 -0.5 -7.0 20.0 -20.0 -7.1 -19.1 -13.5 -15.5 -4.8 -3.3 -4.4 -3.8 -12.7 -11.9 3.6 -12.1 -10.3 -1.3 -6.8 12.0 -5.7 1.8 -5.1 -5.8 -1.7 20.0 -15.2 -0.5 -7.3 8.7 -6.5 -0.9 -4.5 CANOLA -0.5 0.4 7.9 -2.2 -1.8 -1.6 -2.0 -1.0 -2.2 -5.2 -3.8 -6.3 -6.0 -4.8 -3.9 -9.7 -10.2 -12.3 -12.8 -4.5 -3.7 -11.3 -5.1 -7.8 -15.3 -1.9 -0.9 -2.0 -1.8 -2.6 -1.8 -20.0 -11.5 2.7 -3.4 -2.7 -1.0 -11.6 7.0 -4.3 CHF 20.0 16.2 11.4 -3.0 -1.1 -2.0 -3.8 -0.3 -4.2 3.5 -7.0 9.7 -8.4 11.2 9.7 -15.2 -16.6 -16.6 -16.6 11.3 1.7 19.7 -3.5 19.5 4.2 4.0 2.3 1.0 6.8 -0.6 6.6 -20.0 20.0 20.0 20.0 15.1 6.5 -11.3 -4.7 -12.1 COCOA -3.8 -13.3 2.7 -2.0 -1.6 -1.4 -1.8 -0.9 -2.0 2.2 1.9 -2.4 3.3 -4.3 -3.4 20.0 17.9 20.0 20.0 -1.2 3.4 -0.5 8.1 -2.0 -19.0 0.4 0.7 4.9 -0.1 10.1 -0.6 20.0 6.7 2.0 0.4 1.9 16.6 6.1 20.0 10.2 COFFEE -12.0 -0.5 7.6 -5.3 -4.3 -3.8 -4.9 -2.3 -5.3 12.2 13.7 -0.3 14.2 0.6 10.8 3.4 6.4 4.1 5.6 9.9 16.4 8.2 16.7 4.2 -20.0 3.2 11.1 7.9 4.6 10.3 1.1 7.2 20.0 7.2 19.9 20.0 -2.5 -10.6 4.8 -3.9 COPPER -20.0 -20.0 -9.4 -2.8 -0.9 -1.7 -2.2 -0.6 -2.8 -6.4 -1.4 -8.9 1.1 -9.2 -7.9 -3.0 -2.7 -1.4 -1.7 -10.0 -1.7 -12.8 3.5 -14.0 -10.6 -2.6 -2.0 -0.5 -2.8 0.9 -3.3 5.5 -5.0 -15.8 -6.7 9.1 8.8 2.8 18.0 12.6 CORN 2.8 -20.0 -9.3 -3.3 -2.6 -2.4 -3.0 -1.5 -3.3 -9.4 -10.5 -8.9 -11.3 -10.8 -10.9 -18.1 -13.7 -17.7 -17.0 -15.6 -15.0 -8.0 -13.6 -11.6 -8.1 -3.7 -2.1 -3.5 -2.0 -3.1 -2.8 -20.0 -7.8 -0.7 -17.0 -8.6 -9.1 -10.4 -7.3 -1.3 COTTON2 -6.6 -10.1 -20.0 -4.8 -3.8 -3.4 -4.3 -2.1 -4.7 -13.5 -16.8 -15.2 -14.2 -15.8 -16.9 -11.6 -1.6 -8.2 -4.4 -20.0 -20.0 -13.8 -18.9 -16.8 -20.0 -5.9 -4.0 -5.3 -4.9 -2.6 -5.2 -8.3 3.0 -7.8 2.9 -20.0 -8.7 -9.1 4.7 -2.2 CRUDE_W -20.0 -6.9 -10.9 -4.9 0.2 -2.1 -5.0 0.5 -6.4 -3.0 2.6 -13.2 12.1 -12.8 -6.8 12.5 12.7 13.6 13.3 -9.4 -1.5 -14.2 4.8 -16.2 -2.8 -5.9 -0.3 -3.2 -5.5 0.4 -7.0 9.6 -4.8 -10.0 -1.7 -8.7 17.5 20.0 19.8 20.0 DAX -16.5 -14.7 -14.8 0.0 -5.2 2.8 -7.3 3.9 -4.2 -6.2 4.7 -10.2 10.7 -9.3 -8.0 -7.7 -10.8 -9.2 -10.2 -8.0 0.5 -19.9 7.4 -15.8 8.9 -2.9 -4.4 1.1 -7.8 4.3 -6.2 -7.6 -2.4 -1.4 -18.4 -12.9 9.8 4.0 -5.4 4.7 DOW -16.4 -0.6 -9.1 0.0 -4.5 2.4 -6.3 3.3 -3.6 -6.2 4.7 -8.3 9.8 -4.5 1.0 -9.3 -11.2 -10.6 -11.1 0.9 4.2 -13.5 6.7 -5.9 -9.1 1.3 -3.9 2.7 -5.1 4.0 -1.6 -8.6 9.4 20.0 7.7 0.0 13.7 -0.5 4.3 -3.7 DX -10.5 -12.3 -6.1 -4.1 -1.4 -2.6 -5.2 -0.4 -5.6 -12.8 9.8 -14.7 13.4 -15.9 -11.9 6.9 7.0 7.3 7.2 -9.7 -0.5 -19.3 5.6 -16.9 -20.0 -4.8 -6.8 -0.6 -9.3 2.2 -8.2 16.6 -20.0 -18.9 -5.9 -3.2 -8.5 5.5 -9.5 8.4 EUR 1.2 7.1 4.1 -4.6 -1.6 -2.9 -5.8 -0.5 -6.2 12.0 -7.5 11.0 -10.0 13.2 11.3 -7.2 -7.2 -7.5 -7.3 5.2 0.5 10.8 -3.0 8.4 20.0 4.0 6.9 1.8 7.8 0.1 6.0 -8.0 20.0 20.0 18.5 11.3 3.0 -17.5 -0.7 -17.2 EURIBOR-ICE 20.0 20.0 2.0 2.5 1.1 1.1 3.4 -0.1 3.5 4.2 -2.0 7.4 1.1 8.9 7.1 -0.9 -4.3 -3.1 -3.7 11.1 4.3 12.4 0.8 15.5 12.5 2.8 1.2 1.2 3.2 0.4 3.9 -1.3 -4.6 2.8 4.5 -4.2 -20.0 -20.0 -7.8 1.3 EUROSTX -19.1 -18.8 -20.0 0.0 -5.0 2.6 -7.0 3.7 -4.0 -4.7 4.8 -10.5 10.2 -11.3 -10.3 -3.9 -2.7 -4.9 -4.1 -10.6 -1.3 -17.6 7.0 -17.1 -1.7 -3.6 -2.6 0.4 -6.2 3.8 -6.0 5.0 5.7 -6.2 -20.0 -15.0 0.6 1.0 -14.2 -0.4 FEEDCOW -20.0 -14.1 -4.6 -5.6 -4.5 -4.0 -5.1 -2.5 -5.6 -17.5 -4.2 -19.3 -5.4 -18.7 -9.8 7.4 -20.0 -3.5 -13.8 -20.0 -11.1 -20.0 -4.5 -20.0 -7.1 -5.2 -12.7 -2.6 -12.9 -0.6 -9.0 -20.0 -20.0 -20.0 -15.7 -3.2 1.3 20.0 8.2 20.0 GASOIL -16.2 -4.2 -13.7 -4.5 0.1 -1.9 -4.6 0.5 -5.9 -3.8 -2.8 -12.6 9.7 -12.8 -10.3 0.8 10.2 0.3 4.1 -10.7 -4.6 -14.5 2.9 -15.7 4.4 -5.0 -2.2 -2.4 -6.7 0.6 -7.3 0.1 -10.7 -6.7 1.9 -3.7 -14.0 -15.4 -20.0 -20.0 GASOLINE -12.5 -2.9 -11.3 -4.7 0.2 -2.0 -4.8 0.5 -6.2 -3.1 3.9 -10.9 11.1 -9.8 -8.1 20.0 20.0 20.0 20.0 -6.5 -0.9 -9.5 5.9 -10.4 -20.0 -5.1 0.2 -2.5 -4.9 2.0 -6.0 20.0 0.9 4.3 6.3 -4.3 20.0 20.0 20.0 20.0 GAS_US_mini -7.7 -20.0 15.8 -3.0 0.1 -1.3 -3.0 0.3 -3.9 9.6 -11.5 -4.8 -12.1 -11.4 -11.6 -20.0 -20.0 -20.0 -20.0 -12.8 -11.2 -2.1 -16.0 -11.1 20.0 -3.3 3.6 -2.9 -0.3 -3.8 -3.1 -20.0 11.0 7.0 -13.4 11.4 -4.4 -10.8 -10.1 -17.5 GBP -13.3 2.7 6.6 -4.9 -1.7 -3.1 -6.1 -0.5 -6.6 -12.0 13.3 -18.3 8.0 -4.7 11.5 -0.4 -0.8 -0.7 -0.7 4.4 7.9 -16.6 7.2 -6.9 -0.5 2.5 -6.9 5.0 -9.3 4.7 -3.9 3.1 -20.0 -1.6 12.7 20.0 6.7 -20.0 5.7 -13.6 GOLD_micro -6.0 -0.5 -1.3 -3.7 -1.2 -2.3 -2.9 -0.8 -3.7 -1.0 9.5 -3.3 10.2 2.4 3.4 -11.4 -13.3 -11.8 -12.4 5.6 9.5 -1.0 11.7 2.3 -4.7 0.7 -0.2 4.0 -0.8 7.1 -0.1 -12.8 15.0 20.0 20.0 13.6 8.4 -4.5 17.3 2.0 HEATOIL -15.7 -2.4 -11.4 -4.7 0.2 -2.0 -4.8 0.5 -6.2 -5.2 -8.2 -13.3 4.2 -13.4 -10.8 -4.6 8.0 -4.6 0.1 -11.7 -6.7 -15.8 -0.7 -16.6 -20.0 -6.1 -2.0 -4.5 -6.2 -0.9 -6.9 -5.2 -15.8 -6.9 0.2 -11.8 -1.0 6.1 -10.7 2.3 JGB-SGX-mini 18.4 10.4 -4.1 2.0 0.9 0.9 2.8 -0.0 2.9 2.9 -3.2 3.6 -1.3 2.6 -0.0 17.2 18.8 20.0 19.1 2.5 -0.5 10.2 -1.0 7.0 -7.5 1.0 3.8 -0.5 4.8 -0.9 3.2 20.0 12.8 3.5 -3.2 -9.7 -4.2 -4.9 -1.3 14.1 JPY 20.0 20.0 9.1 -1.8 -0.6 -1.2 -2.3 -0.2 -2.5 3.3 -5.2 6.8 -8.0 7.4 3.0 -12.8 -15.9 -14.4 -15.1 7.4 -1.8 16.9 -7.7 16.2 20.0 1.8 1.7 -0.4 4.2 -1.8 4.0 -20.0 20.0 20.0 18.0 -1.2 -20.0 -15.4 -20.0 -14.7 LEANHOG 20.0 -0.2 -20.0 -3.5 -2.8 -2.5 -3.2 -1.5 -3.5 -9.8 -7.2 3.4 -6.1 3.7 -7.1 20.0 5.9 20.0 20.0 -7.9 -10.9 -3.5 -9.0 -1.6 3.5 -2.4 -3.9 -3.2 -1.4 -2.4 -0.5 20.0 -6.6 19.2 5.9 -16.5 -2.1 -7.1 2.3 3.2 LIVECOW -19.7 4.0 12.6 -6.4 -5.1 -4.6 -5.8 -2.8 -6.4 -19.8 15.7 -19.0 8.8 -5.3 11.3 9.8 9.7 11.7 12.9 5.2 12.2 -20.0 10.5 -14.5 -12.1 1.4 -14.4 4.4 -12.8 5.1 -5.5 16.4 -20.0 -11.9 20.0 20.0 -0.4 20.0 4.2 20.0 LUMBER-new 19.9 2.6 -13.3 -3.5 -2.8 -2.5 -3.2 -1.4 -3.5 -1.3 -9.0 8.5 -9.6 4.3 -5.4 -16.8 -17.3 -17.0 -17.3 -4.3 -10.2 4.3 -9.8 3.3 NaN -1.3 -0.9 -4.5 1.8 -4.4 1.9 -20.0 14.2 18.8 13.8 -14.8 3.6 -4.3 8.9 -1.5 MILK -1.7 0.3 20.0 -4.7 -3.7 -3.3 -4.2 -2.0 -4.7 4.9 11.1 3.6 0.2 -0.1 11.1 -17.6 -20.0 -19.3 -20.0 9.2 11.4 1.9 2.6 3.6 17.5 3.5 2.1 4.8 0.3 0.5 0.8 -20.0 12.8 13.2 8.3 20.0 -4.3 -20.0 -0.1 -20.0 MXP -18.0 -10.0 -20.0 -2.2 -0.8 -1.4 -2.8 -0.2 -3.0 -1.7 -5.9 -8.2 0.8 -8.0 -8.1 10.3 14.9 11.4 12.9 -12.2 -7.8 -14.4 -0.6 -15.2 -20.0 -3.5 -0.8 -2.2 -3.7 -0.1 -4.0 20.0 -18.5 -19.9 -8.6 -20.0 17.7 12.7 20.0 19.4 NASDAQ_micro -20.0 -20.0 -10.1 0.0 -3.3 1.8 -4.7 2.5 -2.7 -4.4 4.1 -7.8 7.8 -7.3 -0.1 -8.0 -10.6 -10.0 -10.5 -4.0 3.1 -14.2 6.8 -12.1 -16.5 -0.7 -1.5 1.6 -3.6 3.0 -3.1 -7.5 6.6 -20.0 -5.2 2.5 3.5 6.1 -4.9 4.6 NIKKEI -20.0 -19.2 -20.0 0.0 -3.3 1.7 -4.6 2.4 -2.6 -0.1 3.2 -4.2 6.3 -5.0 -2.7 10.5 10.3 11.2 10.2 -4.4 0.1 -11.3 3.1 -9.7 -9.3 -1.6 -3.4 0.4 -5.1 1.8 -3.9 20.0 -17.3 -20.0 -11.7 -10.5 8.6 -2.6 1.8 -6.0 NZD -15.4 -13.1 2.2 -3.8 -1.3 -2.5 -4.9 -0.4 -5.3 17.2 -8.0 -3.5 -4.2 -9.7 -7.5 -0.5 0.1 -0.2 -0.1 -10.9 -5.7 3.0 -3.4 -10.0 0.3 -4.4 6.6 -2.2 1.3 -0.9 -3.9 4.4 20.0 -12.5 -14.4 2.7 8.9 -5.1 7.2 -0.0 OAT 16.2 9.5 -5.1 3.5 1.5 1.5 4.8 -0.1 5.0 4.1 -7.2 9.2 -3.4 11.2 4.5 0.7 3.8 0.8 2.0 4.9 -1.9 9.8 -4.9 11.3 2.3 2.4 0.3 0.0 4.4 -0.7 5.0 10.7 -15.3 -10.9 -10.5 -14.0 -20.0 -20.0 -7.0 -2.2 OATIES 9.3 -14.1 -8.7 -2.9 -2.3 -2.0 -2.6 -1.3 -2.9 -2.4 -8.1 -4.2 -8.8 -6.2 -8.5 7.0 1.5 3.6 3.1 -9.3 -10.4 -2.7 -9.0 -5.2 -20.0 -2.6 -0.5 -2.4 -0.9 -1.8 -1.7 0.3 1.4 6.0 -9.0 0.8 6.1 -0.7 17.1 9.1 OJ -9.6 -4.2 -0.4 -5.0 -4.0 -3.5 -4.5 -2.2 -5.0 13.8 11.7 -2.1 14.3 -2.4 7.4 7.6 11.8 8.6 9.3 8.4 17.7 6.8 20.0 2.1 -20.0 2.5 7.6 7.0 3.1 12.9 0.4 14.5 20.0 4.0 11.4 20.0 13.2 10.4 20.0 20.0 PALLAD -12.8 1.5 5.6 -2.6 -0.8 -1.6 -2.0 -0.6 -2.6 3.1 -7.1 -4.4 -8.2 -6.5 -6.8 -1.7 -2.1 -1.8 -1.9 -4.9 -4.7 -3.1 -7.7 -5.3 13.7 -2.7 1.6 -2.5 -1.4 -3.0 -2.6 6.0 3.5 -2.3 10.8 0.8 -20.0 -20.0 -20.0 -20.0 PLAT -16.9 -11.1 2.9 -3.6 -1.2 -2.2 -2.9 -0.8 -3.7 -5.6 -3.2 -9.1 -4.2 -9.8 -7.9 -5.0 -4.4 -5.1 -4.9 -6.3 -1.5 -10.1 0.1 -10.0 6.3 -3.6 -2.3 -1.6 -4.0 -0.2 -4.3 1.4 0.6 -4.3 5.6 8.6 -13.4 -10.0 -5.6 2.1 REDWHEAT -0.9 -20.0 -4.3 -4.8 -3.8 -3.4 -4.4 -2.1 -4.8 -1.8 -12.6 -7.1 -14.1 -14.3 -15.4 -11.0 -5.1 -10.2 -7.9 -19.0 -15.7 -5.0 -15.3 -13.2 -6.0 -4.5 -1.5 -3.5 -1.3 -3.1 -3.2 -14.4 8.7 -2.9 -20.0 5.5 -19.3 -20.0 -13.5 -18.3 RICE 12.2 -16.3 1.5 -5.3 -4.2 -3.8 -4.8 -2.3 -5.3 -3.3 11.0 12.6 13.5 3.0 7.1 -5.0 20.0 20.0 20.0 1.2 4.4 6.0 9.9 4.8 -10.9 3.1 -1.2 3.0 3.3 3.3 4.2 20.0 20.0 20.0 19.9 20.0 -20.0 -11.4 -20.0 -10.3 ROBUSTA -14.7 1.0 11.7 -3.4 -2.7 -2.4 -3.1 -1.5 -3.4 7.9 10.3 -1.7 10.8 2.2 8.1 20.0 20.0 20.0 20.0 11.1 18.8 3.1 20.0 3.6 -20.0 3.4 3.1 6.5 1.1 9.0 1.2 20.0 13.0 3.9 20.0 20.0 2.6 -5.7 9.2 2.4 RUSSELL -9.1 5.0 -1.4 0.0 -3.5 1.8 -4.9 2.6 -2.8 -6.2 4.5 -5.9 6.8 -1.9 2.0 -5.5 -6.7 -6.5 -6.7 2.2 3.5 -12.6 3.3 -3.8 -0.8 1.7 -3.0 2.0 -3.1 1.7 -0.2 -0.8 -4.5 20.0 12.7 4.1 4.6 -20.0 -1.5 -20.0 SHATZ 20.0 20.0 14.9 2.3 1.0 1.0 3.2 -0.0 3.3 3.4 -4.0 6.7 -6.0 7.9 6.7 -20.0 -20.0 -20.0 -20.0 9.9 1.4 14.6 -6.0 15.6 6.9 2.5 1.6 0.6 3.7 -0.9 3.9 -20.0 1.7 7.3 7.8 -3.2 -20.0 -15.5 -17.5 -11.1 SILVER-mini -20.0 -13.9 2.8 -3.0 -1.0 -1.9 -2.4 -0.7 -3.1 -4.6 3.8 -8.7 5.0 -8.7 -4.0 -5.6 -6.4 -5.8 -6.1 -4.7 2.8 -12.1 5.8 -11.0 2.2 -2.6 -2.3 -0.1 -3.8 1.5 -3.9 -1.4 -3.9 -10.6 0.1 8.3 2.1 -5.9 7.9 6.0 SMI -20.0 -16.2 6.4 0.0 -5.3 2.8 -7.4 3.9 -4.2 -3.4 10.9 -6.5 12.5 -4.5 6.8 -2.8 0.6 -3.0 -1.5 0.0 8.0 -16.5 9.7 -11.0 11.0 4.1 4.1 7.1 0.4 7.5 1.0 10.2 20.0 20.0 4.4 13.6 4.7 2.1 -5.8 -0.9 SOFR 10.4 17.6 16.3 3.2 1.4 1.4 4.4 -0.1 4.6 1.1 3.9 6.3 -0.3 10.1 11.1 0.1 -1.2 -1.2 -1.4 13.7 7.4 12.9 0.8 16.4 -3.8 4.0 0.8 2.5 4.2 1.0 4.8 3.4 1.4 0.6 2.3 7.2 10.7 -14.0 20.0 4.9 SOYBEAN 1.8 -17.3 -10.7 -2.8 -2.2 -2.0 -2.5 -1.2 -2.8 -7.9 -9.0 -7.7 -7.1 -8.8 -9.1 -6.1 4.5 -3.5 -0.7 -13.0 -11.3 -8.8 -8.4 -11.3 -17.5 -3.2 -2.0 -2.7 -2.0 -1.8 -2.7 -0.3 -10.6 -9.2 -13.7 -8.2 -7.2 -20.0 -2.2 -20.0 SOYMEAL 17.4 -13.4 -5.4 -2.9 -2.3 -2.1 -2.7 -1.3 -2.9 -6.3 -8.3 1.1 -8.3 -4.7 -7.5 -1.6 6.0 2.9 3.5 -7.3 -8.2 -1.0 -7.2 -3.2 -20.0 -2.0 -1.7 -2.0 -0.1 -1.4 -0.9 4.3 3.3 7.1 -6.4 5.0 -20.0 -20.0 -20.0 -20.0 SOYOIL -20.0 3.1 0.5 -2.4 -1.9 -1.7 -2.2 -1.1 -2.4 -2.9 -6.6 -6.8 -7.6 -7.3 -6.6 5.4 1.2 3.1 0.8 -7.0 -5.8 -9.7 -6.6 -9.8 -18.1 -2.5 -1.2 -2.0 -3.0 -1.9 -3.1 -2.6 -9.5 -15.6 -0.1 -6.3 -7.8 -11.5 2.2 -2.0 SP400 -8.8 -4.8 -10.8 0.0 -4.0 2.1 -5.6 3.0 -3.2 -6.4 5.0 -7.0 8.3 -4.3 -1.0 -5.2 -5.8 -5.6 -5.7 -0.4 2.7 -12.8 4.8 -5.9 -8.6 1.3 -3.7 2.5 -4.4 3.1 -1.2 0.8 3.9 20.0 6.9 -0.5 6.2 -9.0 0.5 -20.0 SP500_micro -20.0 -20.0 -9.5 0.0 -4.4 2.3 -6.2 3.3 -3.5 -5.7 8.3 -9.8 11.4 -7.9 2.7 -10.6 -12.6 -12.7 -12.9 -2.1 6.3 -17.5 10.6 -12.5 -15.4 -0.1 -2.9 3.1 -5.6 4.9 -3.9 -11.2 7.3 -12.4 -1.1 4.9 12.4 3.5 -1.0 2.0 SUGAR11 -15.6 6.1 -5.6 -4.1 -3.2 -2.9 -3.7 -1.8 -4.0 -3.3 -11.4 -8.8 -9.8 -9.2 -9.2 -4.3 7.6 -2.4 1.8 -8.6 -10.1 -8.0 -8.9 -9.7 -20.0 -3.3 0.1 -4.3 -3.1 -3.9 -3.5 5.0 12.0 -14.2 10.7 -7.1 -2.0 19.5 1.9 20.0 US10 11.1 15.9 17.2 2.6 1.1 1.1 3.5 -0.1 3.7 1.2 1.8 5.1 -3.3 7.8 8.4 -7.8 -7.5 -7.4 -7.3 9.4 4.3 10.6 -1.5 12.5 2.3 3.0 0.9 1.8 3.8 0.4 4.0 -7.1 5.4 1.6 1.0 4.4 5.9 -20.0 17.5 3.7 US10U 10.4 13.1 17.0 3.4 1.5 1.5 4.7 -0.1 4.9 1.4 1.1 6.7 -4.4 10.1 10.9 -3.0 -2.8 -4.0 -3.7 10.7 4.5 12.4 -2.6 14.6 0.1 3.9 0.9 2.4 4.9 0.5 5.2 0.0 2.9 -2.2 -2.3 3.9 6.2 -16.8 20.0 13.2 US2 15.6 20.0 20.0 2.4 1.1 1.1 3.4 -0.0 3.5 3.9 -1.8 6.5 -6.7 8.1 7.5 -20.0 -20.0 -20.0 -20.0 10.7 3.1 15.8 -4.3 15.8 13.2 2.7 2.5 1.1 4.5 -0.3 4.1 -20.0 19.1 14.1 8.5 2.8 3.4 -20.0 7.5 -10.9 US20 9.0 8.5 15.7 2.4 1.0 1.0 3.2 -0.0 3.4 0.3 1.4 4.1 -1.0 6.1 7.1 -1.0 -0.8 -0.9 -0.8 6.3 3.0 7.5 -1.0 8.7 -1.5 2.7 0.3 1.9 3.1 0.8 3.3 4.3 0.8 -3.6 -3.3 3.6 5.2 -10.3 20.0 20.0 US30 7.4 6.6 15.0 2.7 1.2 1.2 3.7 -0.1 3.8 -0.0 -0.2 4.3 -2.4 5.7 6.6 -3.2 -4.9 -4.0 -4.5 5.4 2.1 7.0 -2.1 7.9 -0.9 2.8 0.1 2.0 3.5 0.6 3.6 -2.6 -2.7 -7.8 -6.5 1.3 2.0 -9.6 14.0 20.0 US5 12.4 20.0 18.5 2.7 1.2 1.2 3.7 -0.1 3.9 2.1 0.9 5.8 -5.3 8.5 8.8 -12.0 -10.7 -11.4 -10.8 11.1 4.6 13.1 -2.1 14.9 5.9 3.2 1.5 1.7 4.3 0.3 4.3 -12.8 9.6 5.9 4.0 4.8 6.3 -20.0 14.5 -3.2 VIX 20.0 20.0 20.0 1.9 5.6 -0.7 7.4 -2.1 5.2 1.5 -7.6 5.1 -12.7 5.4 -2.8 -20.0 -20.0 -20.0 -20.0 5.1 -0.5 15.4 -4.9 11.8 NaN 2.1 6.2 -0.7 8.1 -2.5 5.7 NaN NaN NaN NaN NaN -15.2 -20.0 NaN NaN WHEAT -2.4 -20.0 -5.0 -3.3 -2.6 -2.3 -3.0 -1.5 -3.3 3.8 -8.3 -3.3 -9.0 -9.4 -10.5 -16.3 -14.7 -16.2 -15.7 -14.0 -11.0 -1.8 -9.5 -9.4 1.5 -3.0 -0.0 -2.2 -0.4 -1.6 -2.1 -20.0 9.3 -5.0 -17.0 4.0 -16.5 -20.0 -14.3 -20.0 End of report for caleb_strategy_v3