******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240809_203929 produced at 2024-08-09 21:38:03.013404 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.11 0.0 0.55 -0.55 -0.13 -0.13 -12.27 60.0 -14 -14 caleb_strategy_v3 DX False True 0.04 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -2.66 999999999.0 0 0 caleb_strategy_v3 CAD False False 0.03 -0.03 -0.09 0.0 0.73 -0.73 -0.03 -0.03 -3.55 29.0 -1 -1 caleb_strategy_v3 FEEDCOW False False 0.04 -0.08 -0.07 0.0 0.33 -0.33 -0.08 -0.08 -1.81 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 -1.84 999999999.0 -1 -1 caleb_strategy_v3 CORN False False 0.01 -0.02 -0.05 0.0 0.08 -0.08 -0.02 -0.02 -6.81 12.0 -3 -3 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -1.29 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 -1.56 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 -20.11 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 -2.03 20.0 -2 -2 caleb_strategy_v3 BTP False False 0.04 0.00 -0.04 0.0 0.45 -0.45 0.00 0.00 -0.98 10.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.06 -0.04 0.0 0.13 -0.13 -0.06 -0.06 -3.57 11.0 -5 -5 caleb_strategy_v3 CAC True False 0.03 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -1.60 12.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.00 -0.03 0.0 0.15 -0.15 -0.00 -0.00 -9.04 51.0 -1 -1 caleb_strategy_v3 GASOIL False False 0.02 -0.02 -0.03 0.0 0.10 -0.10 -0.02 -0.02 -1.36 4.0 -1 -1 caleb_strategy_v3 BOBL False False 0.04 0.00 -0.03 0.0 0.85 -0.85 0.00 0.00 -0.74 19.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 -0.03 -0.03 0.0 0.30 -0.30 -0.03 -0.02 -4.10 36.0 -4 -3 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.03 -0.03 0.0 0.05 -0.05 -0.03 -0.03 -14.73 26.0 -17 -17 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.03 0.0 0.44 -0.44 0.00 0.00 -2.85 48.0 0 0 caleb_strategy_v3 OAT False False 0.05 -0.05 -0.02 0.0 0.48 -0.48 -0.05 -0.05 -0.46 10.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.03 -0.02 0.0 0.30 -0.30 -0.03 -0.03 -1.80 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 -2.11 8.0 -2 -2 caleb_strategy_v3 SP400 False False 0.10 -0.20 -0.02 0.0 0.20 -0.20 -0.20 -0.20 -0.15 2.0 -2 -2 caleb_strategy_v3 SOYBEAN False False 0.02 -0.09 -0.02 0.0 0.12 -0.12 -0.09 -0.09 -1.03 7.0 -5 -5 caleb_strategy_v3 VIX False False 0.01 -0.01 -0.02 0.0 999.00 -999.00 -0.01 -0.01 -2.75 999999999.0 -2 -2 caleb_strategy_v3 NZD False False 0.02 -0.04 -0.02 0.0 0.44 -0.44 -0.04 -0.04 -0.89 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 -1.00 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 -1.80 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 -3.32 58.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.10 -0.10 0.00 0.00 -1.02 9.0 0 0 caleb_strategy_v3 PLAT False False 0.02 -0.02 -0.01 0.0 0.16 -0.16 -0.02 -0.02 -0.83 10.0 -1 -1 caleb_strategy_v3 PALLAD False False 0.03 -0.03 -0.01 0.0 0.06 -0.06 -0.03 -0.03 -0.21 2.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 -0.01 0.0 0.13 -0.13 0.00 0.00 -1.93 18.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 -0.01 -0.01 0.0 0.02 -0.02 -0.01 -0.01 -1.20 3.0 -2 -2 caleb_strategy_v3 BUXL False False 0.05 0.00 -0.01 0.0 0.21 -0.21 0.00 0.00 -0.13 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 -1.08 10.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -2.63 2.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.01 0.0 0.45 -0.45 0.00 0.00 -1.55 66.0 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 -0.33 999999999.0 -1 -1 caleb_strategy_v3 COCOA False False 0.03 0.00 0.00 0.0 0.67 -0.67 0.00 0.00 0.18 26.0 0 0 caleb_strategy_v3 GBP False False 0.03 0.00 0.00 0.0 0.61 -0.61 0.00 0.00 0.06 22.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.00 0.00 0.0 0.51 -0.51 0.00 0.00 0.04 10.0 0 0 caleb_strategy_v3 US30 False False 0.05 0.14 0.00 0.0 0.27 -0.27 0.14 0.14 0.11 6.0 3 3 caleb_strategy_v3 COFFEE False False 0.03 0.00 0.00 0.0 0.18 -0.18 0.00 0.00 0.05 6.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 0.00 -0.00 0.0 0.25 -0.25 0.00 0.00 -1.33 68.0 1 1 caleb_strategy_v3 US20 False True 0.04 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.34 9.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 0.01 0.0 0.33 -0.33 0.00 0.00 0.53 23.0 0 0 caleb_strategy_v3 RICE False True 0.01 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.95 4.0 0 0 caleb_strategy_v3 JPY False False 0.03 0.06 0.01 0.0 0.50 -0.50 0.06 0.06 0.44 17.0 2 2 caleb_strategy_v3 LEANHOG False False 0.01 0.01 0.01 0.0 0.12 -0.12 0.01 0.01 1.28 13.0 1 1 caleb_strategy_v3 MILK False False 0.01 0.00 0.01 0.0 0.07 -0.07 0.00 0.00 0.46 5.0 0 0 caleb_strategy_v3 GASOLINE False False 0.03 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.44 999999999.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.02 0.01 0.0 0.06 -0.06 0.02 0.02 0.52 3.0 1 1 caleb_strategy_v3 CHF False False 0.05 0.10 0.02 0.0 0.65 -0.65 0.10 0.10 0.43 13.0 2 2 caleb_strategy_v3 GOLD_micro False False 0.01 0.01 0.02 0.0 0.47 -0.47 0.01 0.01 2.45 56.0 1 1 caleb_strategy_v3 US10 False False 0.04 0.00 0.02 0.0 0.66 -0.66 0.00 0.00 0.54 17.0 0 0 caleb_strategy_v3 US10U False False 0.04 0.12 0.02 0.0 0.53 -0.53 0.12 0.08 0.51 13.0 3 2 caleb_strategy_v3 CRUDE_W False False 0.03 0.08 0.03 0.0 0.13 -0.13 0.08 0.08 1.13 5.0 3 3 caleb_strategy_v3 US5 False False 0.04 0.11 0.03 0.0 0.94 -0.94 0.11 0.11 0.84 25.0 3 3 caleb_strategy_v3 LIVECOW False False 0.03 0.08 0.03 0.0 0.43 -0.43 0.08 0.08 1.15 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 0.89 9.0 0 0 caleb_strategy_v3 EUR False False 0.05 0.05 0.06 0.0 0.66 -0.66 0.05 0.05 1.34 14.0 1 1 caleb_strategy_v3 US2 False True 0.07 0.00 0.06 0.0 0.00 0.00 0.00 0.00 0.79 13.0 0 0 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.14 0.34 0.0 0.55 -0.55 0.14 0.14 9.93 16.0 4 4 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 0.55 0.0 0.92 -0.92 0.00 0.00 5.99 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 10.78 11.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 7.8 Shocked risk 14.4 Sum abs risk 34.4 Leverage 3.51 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2895195.03, 'annual_cash_vol_target': 723798.7575, 'daily_cash_vol_target': 45237.42234375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0036 0.6579 0.5528 8.8453 BITCOIN 2154.2318 60560.0000 3.5572 56.9150 BOBL 0.2367 117.9600 0.2007 3.2106 BTP 0.4828 119.0400 0.4056 6.4894 BUND 0.4929 134.5300 0.3664 5.8622 BUXL 1.2555 136.4200 0.9203 14.7248 CAC 71.8841 7292.5000 0.9857 15.7716 CAD 0.0024 0.7290 0.3273 5.2366 CANOLA 9.3376 601.1000 1.5534 24.8547 CHF 0.0064 1.1612 0.5547 8.8752 COCOA 260.0295 7429.0000 3.5002 56.0031 COFFEE 4.6902 229.2500 2.0459 32.7341 COPPER 0.0605 3.9855 1.5190 24.3037 CORN 5.5972 395.2500 1.4161 22.6579 COTTON2 0.9561 68.3800 1.3982 22.3718 CRUDE_W 1.1840 74.0100 1.5998 25.5967 DAX 171.3578 17812.0000 0.9620 15.3926 DOW 344.2734 39543.0000 0.8706 13.9301 DX 0.3709 102.9650 0.3603 5.7642 EUR 0.0044 1.0938 0.4013 6.4211 EURIBOR-ICE 0.0412 97.8150 0.0421 0.6739 EUROSTX 51.9207 4701.0000 1.1045 17.6714 FEEDCOW 2.1287 237.9750 0.8945 14.3120 GASOIL 11.7654 721.0000 1.6318 26.1090 GASOLINE 0.0368 2.1342 1.7249 27.5982 GAS_US_mini 0.0856 2.3000 3.7224 59.5580 GBP 0.0059 1.2762 0.4612 7.3794 GOLD_micro 20.9096 2446.3000 0.8547 13.6759 HEATOIL 0.0388 2.3698 1.6363 26.1811 JGB-SGX-mini 0.4258 145.1700 0.2933 4.6929 JPY 0.0001 0.0069 0.8070 12.9118 LEANHOG 1.2373 66.3750 1.8640 29.8245 LIVECOW 1.4195 181.1000 0.7838 12.5408 LUMBER-new 9.2703 533.0000 1.7393 27.8282 MILK 0.2599 21.1900 1.2266 19.6253 MXP 0.0005 0.0527 1.0064 16.1031 NASDAQ_micro 266.6667 18586.0000 1.4348 22.9563 NIKKEI 958.9591 35140.0000 2.7290 43.6635 NZD 0.0034 0.6000 0.5687 9.1000 OAT 0.4404 126.4000 0.3484 5.5745 OATIES 5.7741 312.0000 1.8507 29.6110 OJ 7.6879 416.1000 1.8476 29.5617 PALLAD 24.7810 892.0000 2.7781 44.4502 PLAT 16.3712 927.8000 1.7645 28.2323 REDWHEAT 9.4634 570.5000 1.6588 26.5408 RICE 0.1572 15.0450 1.0449 16.7185 ROBUSTA 68.6121 4155.0000 1.6513 26.4210 RUSSELL 32.4254 2088.2000 1.5528 24.8446 SHATZ 0.0820 106.2900 0.0772 1.2345 SILVER-mini 0.5270 27.8250 1.8940 30.3043 SMI 109.2385 11902.0000 0.9178 14.6851 SOFR 0.0667 96.7900 0.0689 1.1019 SOYBEAN 12.9340 1001.5000 1.2915 20.6634 SOYMEAL 5.0547 310.5000 1.6279 26.0467 SOYOIL 0.7268 41.0000 1.7727 28.3631 SP400 35.1830 2943.6000 1.1952 19.1238 SP500_micro 54.1564 5358.7500 1.0106 16.1699 SUGAR11 0.3103 18.8300 1.6480 26.3687 US10 0.4404 112.9375 0.3900 6.2394 US10U 0.6046 117.0156 0.5167 8.2667 US2 0.1252 103.1875 0.1213 1.9407 US20 0.9407 122.8750 0.7656 12.2489 US30 1.4157 130.8750 1.0817 17.3072 US5 0.2856 108.7500 0.2626 4.2021 VIX 1.2986 21.2500 6.1112 97.7790 WHEAT 9.3121 565.0000 1.6482 26.3704 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 657.90 0.55 363.71 1.00 363.71 45237.42 124.38 -3.09 -38.47 BITCOIN 60.56 3.56 215.42 1.00 215.42 45237.42 209.99 -8.85 -185.74 BOBL 1179.60 0.20 236.70 1.09 258.84 45237.42 174.77 -4.20 -73.32 BTP 1190.40 0.41 482.81 1.09 527.98 45237.42 85.68 -3.36 -28.76 BUND 1345.30 0.37 492.90 1.09 539.01 45237.42 83.93 0.51 4.26 BUXL 1364.20 0.92 1255.47 1.09 1372.92 45237.42 32.95 -3.95 -13.00 CAC 729.25 0.99 718.84 1.09 786.09 45237.42 57.55 -8.13 -46.80 CAD 728.95 0.33 238.58 1.00 238.58 45237.42 189.61 -7.21 -136.64 CANOLA 120.22 1.55 186.75 0.73 135.93 45237.42 332.80 -11.16 -371.55 CHF 1451.56 0.55 805.18 1.00 805.18 45237.42 56.18 2.93 16.47 COCOA 742.90 3.50 2600.29 1.00 2600.29 45237.42 17.40 4.89 8.51 COFFEE 859.69 2.05 1758.82 1.00 1758.82 45237.42 25.72 1.63 4.19 COPPER 996.38 1.52 1513.48 1.00 1513.48 45237.42 29.89 -5.67 -16.96 CORN 197.62 1.42 279.86 1.00 279.86 45237.42 161.64 -17.32 -279.96 COTTON2 341.90 1.40 478.06 1.00 478.06 45237.42 94.63 -17.60 -166.55 CRUDE_W 740.10 1.60 1184.01 1.00 1184.01 45237.42 38.21 2.74 10.48 DAX 178.12 0.96 171.36 1.09 187.39 45237.42 241.41 -4.03 -97.26 DOW 197.72 0.87 172.14 1.00 172.14 45237.42 262.80 -2.54 -66.86 DX 1029.65 0.36 370.94 1.00 370.94 45237.42 121.95 -8.39 -102.36 EUR 1367.19 0.40 548.68 1.00 548.68 45237.42 82.45 6.27 51.68 EURIBOR-ICE 2445.38 0.04 102.99 1.09 112.63 45237.42 401.66 4.37 175.73 EUROSTX 470.10 1.10 519.21 1.09 567.78 45237.42 79.67 -7.48 -59.61 FEEDCOW 1189.88 0.89 1064.35 1.00 1064.35 45237.42 42.50 -12.87 -54.69 GASOIL 721.00 1.63 1176.54 1.00 1176.54 45237.42 38.45 -8.16 -31.36 GASOLINE 896.36 1.72 1546.13 1.00 1546.13 45237.42 29.26 3.45 10.11 GAS_US_mini 57.50 3.72 214.04 1.00 214.04 45237.42 211.35 -6.44 -136.07 GBP 797.62 0.46 367.88 1.00 367.88 45237.42 122.97 0.17 2.13 GOLD_micro 244.63 0.85 209.10 1.00 209.10 45237.42 216.35 3.32 71.79 HEATOIL 995.32 1.64 1628.65 1.00 1628.65 45237.42 27.78 -12.92 -35.90 JGB-SGX-mini 145170.00 0.29 42578.91 0.01 291.50 45237.42 155.19 5.91 91.66 JPY 857.06 0.81 691.64 1.00 691.64 45237.42 65.41 2.58 16.87 LEANHOG 265.50 1.86 494.90 1.00 494.90 45237.42 91.41 2.30 21.00 LIVECOW 724.40 0.78 567.78 1.00 567.78 45237.42 79.67 4.35 34.69 LUMBER-new 146.58 1.74 254.93 1.00 254.93 45237.42 177.45 -3.16 -56.06 MILK 423.80 1.23 519.82 1.00 519.82 45237.42 87.02 2.46 21.38 MXP 263.70 1.01 265.40 1.00 265.40 45237.42 170.45 -4.91 -83.63 NASDAQ_micro 371.72 1.43 533.33 1.00 533.33 45237.42 84.82 -9.11 -77.25 NIKKEI 35140.00 2.73 95895.91 0.01 656.51 45237.42 68.91 -5.49 -37.86 NZD 600.00 0.57 341.25 1.00 341.25 45237.42 132.56 -2.60 -34.41 OAT 1264.00 0.35 440.38 1.09 481.58 45237.42 93.94 -1.43 -13.45 OATIES 156.00 1.85 288.71 1.00 288.71 45237.42 156.69 -6.91 -108.24 OJ 624.15 1.85 1153.18 1.00 1153.18 45237.42 39.23 6.17 24.22 PALLAD 892.00 2.78 2478.10 1.00 2478.10 45237.42 18.25 -3.31 -6.05 PLAT 463.90 1.76 818.56 1.00 818.56 45237.42 55.26 -4.38 -24.21 REDWHEAT 285.25 1.66 473.17 1.00 473.17 45237.42 95.60 -16.64 -159.08 RICE 300.90 1.04 314.41 1.00 314.41 45237.42 143.88 2.71 39.03 ROBUSTA 415.50 1.65 686.12 1.00 686.12 45237.42 65.93 6.87 45.32 RUSSELL 104.41 1.55 162.13 1.00 162.13 45237.42 279.02 -1.44 -40.14 SHATZ 1062.90 0.08 82.01 1.09 89.68 45237.42 504.43 -2.51 -126.75 SILVER-mini 695.62 1.89 1317.53 1.00 1317.53 45237.42 34.34 -2.83 -9.72 SMI 1190.20 0.92 1092.39 1.17 1272.68 45237.42 35.54 7.33 26.05 SOFR 2419.75 0.07 166.65 1.00 166.65 45237.42 271.46 6.53 177.39 SOYBEAN 500.75 1.29 646.70 1.00 646.70 45237.42 69.95 -15.80 -110.50 SOYMEAL 310.50 1.63 505.47 1.00 505.47 45237.42 89.50 -12.27 -109.82 SOYOIL 246.00 1.77 436.08 1.00 436.08 45237.42 103.74 -11.19 -116.08 SP400 2943.60 1.20 3518.30 1.00 3518.30 45237.42 12.86 -3.49 -4.49 SP500_micro 267.94 1.01 270.78 1.00 270.78 45237.42 167.06 -7.33 -122.53 SUGAR11 210.90 1.65 347.57 1.00 347.57 45237.42 130.15 -6.97 -90.66 US10 1129.38 0.39 440.41 1.00 440.41 45237.42 102.72 4.14 42.56 US10U 1170.16 0.52 604.58 1.00 604.58 45237.42 74.82 5.40 40.37 US2 2063.75 0.12 250.32 1.00 250.32 45237.42 180.72 3.44 62.22 US20 1228.75 0.77 940.68 1.00 940.68 45237.42 48.09 5.52 26.54 US30 1308.75 1.08 1415.68 1.00 1415.68 45237.42 31.95 2.72 8.70 US5 1087.50 0.26 285.61 1.00 285.61 45237.42 158.39 4.18 66.26 VIX 212.50 6.11 1298.63 1.00 1298.63 45237.42 34.83 -3.20 -11.13 WHEAT 282.50 1.65 465.60 1.00 465.60 45237.42 97.16 -13.95 -135.55 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -38.471 0.010 2.5 -0.998 BITCOIN -185.744 0.043 2.5 -20.114 BOBL -73.321 0.004 2.5 -0.744 BTP -28.760 0.014 2.5 -0.981 BUND 4.259 0.004 2.5 0.043 BUXL -12.999 0.004 2.5 -0.132 CAC -46.798 0.014 2.5 -1.596 CAD -136.645 0.010 2.5 -3.545 CANOLA -371.554 0.010 2.5 -9.039 CHF 16.467 0.010 2.5 0.427 COCOA 8.515 0.009 2.5 0.182 COFFEE 4.194 0.005 2.5 0.049 COPPER -16.962 0.043 2.5 -1.837 CORN -279.960 0.010 2.5 -6.811 COTTON2 -166.548 0.009 2.5 -3.567 CRUDE_W 10.476 0.043 2.5 1.134 DAX -97.262 0.014 2.5 -3.317 DOW -66.858 0.009 2.5 -1.554 DX -102.357 0.010 2.5 -2.656 EUR 51.685 0.010 2.5 1.341 EURIBOR-ICE 175.726 0.014 2.5 5.994 EUROSTX -59.611 0.014 2.5 -2.033 FEEDCOW -54.693 0.013 2.5 -1.812 GASOIL -31.356 0.017 2.5 -1.359 GASOLINE 10.107 0.017 2.5 0.438 GAS_US_mini -136.072 0.043 2.5 -14.735 GBP 2.126 0.010 2.5 0.055 GOLD_micro 71.789 0.014 2.5 2.449 HEATOIL -35.898 0.017 2.5 -1.556 JGB-SGX-mini 91.660 0.043 2.5 9.926 JPY 16.873 0.010 2.5 0.438 LEANHOG 20.998 0.024 2.5 1.276 LIVECOW 34.693 0.013 2.5 1.150 LUMBER-new -56.064 0.009 2.5 -1.200 MILK 21.384 0.009 2.5 0.458 MXP -83.628 0.059 2.5 -12.274 NASDAQ_micro -77.247 0.009 2.5 -1.795 NIKKEI -37.858 0.043 2.5 -4.100 NZD -34.412 0.010 2.5 -0.893 OAT -13.450 0.014 2.5 -0.459 OATIES -108.236 0.010 2.5 -2.633 OJ 24.222 0.009 2.5 0.519 PALLAD -6.049 0.014 2.5 -0.206 PLAT -24.206 0.014 2.5 -0.826 REDWHEAT -159.082 0.005 2.5 -2.110 RICE 39.028 0.010 2.5 0.949 ROBUSTA 45.317 0.005 2.5 0.529 RUSSELL -40.140 0.013 2.5 -1.330 SHATZ -126.749 0.004 2.5 -1.285 SILVER-mini -9.724 0.014 2.5 -0.332 SMI 26.047 0.014 2.5 0.888 SOFR 177.391 0.024 2.5 10.781 SOYBEAN -110.500 0.004 2.5 -1.028 SOYMEAL -109.819 0.004 2.5 -1.021 SOYOIL -116.083 0.004 2.5 -1.081 SP400 -4.493 0.013 2.5 -0.149 SP500_micro -122.531 0.009 2.5 -2.848 SUGAR11 -90.657 0.009 2.5 -1.928 US10 42.560 0.005 2.5 0.539 US10U 40.374 0.005 2.5 0.512 US2 62.216 0.005 2.5 0.788 US20 26.536 0.005 2.5 0.336 US30 8.703 0.005 2.5 0.110 US5 66.260 0.005 2.5 0.840 VIX -11.132 0.099 2.5 -2.748 WHEAT -135.546 0.005 2.5 -1.798 ===================== Position diags ===================== AUD 3.23 BITCOIN 22.74 BOBL 1.77 BTP 2.92 BUND 0.85 BUXL 0.33 CAC 1.96 CAD 4.92 CANOLA 8.10 CHF 1.46 COCOA 0.37 COFFEE 0.30 COPPER 3.24 CORN 3.93 COTTON2 2.03 CRUDE_W 4.14 DAX 8.23 DOW 6.11 DX 3.16 EUR 2.14 EURIBOR-ICE 13.70 EUROSTX 2.72 FEEDCOW 1.41 GASOIL 1.67 GASOLINE 1.27 GAS_US_mini 22.89 GBP 3.19 GOLD_micro 7.38 HEATOIL 1.20 JGB-SGX-mini 16.81 JPY 1.70 LEANHOG 5.56 LIVECOW 2.64 LUMBER-new 3.80 MILK 1.86 MXP 25.02 NASDAQ_micro 1.97 NIKKEI 7.46 NZD 3.44 OAT 3.20 OATIES 3.81 OJ 0.84 PALLAD 0.62 PLAT 1.88 REDWHEAT 1.27 RICE 3.50 ROBUSTA 0.77 RUSSELL 9.25 SHATZ 5.12 SILVER-mini 1.17 SMI 1.21 SOFR 16.50 SOYBEAN 0.65 SOYMEAL 0.83 SOYOIL 0.97 SP400 0.43 SP500_micro 3.88 SUGAR11 2.77 US10 1.30 US10U 0.95 US2 2.29 US20 0.61 US30 0.40 US5 2.01 VIX 8.60 WHEAT 1.29 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -1.0 -1.3 -0.7 0.0 0 BITCOIN -20.1 -22.4 -17.8 0.0 0 BOBL -0.7 -0.9 -0.6 0.0 0 BTP -1.0 -1.3 -0.7 0.0 0 BUND 0.0 -0.0 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 -3.5 -4.0 -3.1 -1.0 -1 CANOLA -9.0 -9.8 -8.2 -1.0 -1 CHF 0.4 0.3 0.6 2.0 2 COCOA 0.2 0.1 0.2 0.0 0 COFFEE 0.0 0.0 0.1 0.0 0 COPPER -1.8 -2.2 -1.5 -1.0 -1 CORN -6.8 -7.2 -6.4 -3.0 -3 COTTON2 -3.6 -3.8 -3.4 -5.0 -5 CRUDE_W 1.1 0.7 1.5 3.0 3 DAX -3.3 -4.1 -2.5 0.0 0 DOW -1.6 -2.2 -0.9 0.0 0 DX -2.7 -3.0 -2.3 0.0 0 EUR 1.3 1.1 1.6 1.0 1 EURIBOR-ICE 6.0 4.6 7.4 0.0 0 EUROSTX -2.0 -2.3 -1.8 -2.0 -2 FEEDCOW -1.8 -2.0 -1.7 -2.0 -2 GASOIL -1.4 -1.5 -1.2 -1.0 -1 GASOLINE 0.4 0.3 0.6 0.0 0 GAS_US_mini -14.7 -17.0 -12.4 -17.0 -17 GBP 0.1 -0.3 0.4 0.0 0 GOLD_micro 2.4 1.7 3.2 1.0 1 HEATOIL -1.6 -1.7 -1.4 -2.0 -2 JGB-SGX-mini 9.9 8.2 11.6 4.0 4 JPY 0.4 0.3 0.6 2.0 2 LEANHOG 1.3 0.7 1.8 1.0 1 LIVECOW 1.1 0.9 1.4 3.0 3 LUMBER-new -1.2 -1.6 -0.8 -2.0 -2 MILK 0.5 0.3 0.6 NaN 0 MXP -12.3 -14.8 -9.8 -14.0 -14 NASDAQ_micro -1.8 -2.0 -1.6 -2.0 -2 NIKKEI -4.1 -4.8 -3.4 -4.0 -4 NZD -0.9 -1.2 -0.5 -2.0 -2 OAT -0.5 -0.8 -0.1 -1.0 -1 OATIES -2.6 -3.0 -2.3 NaN 0 OJ 0.5 0.4 0.6 1.0 1 PALLAD -0.2 -0.3 -0.1 -1.0 -1 PLAT -0.8 -1.0 -0.6 -1.0 -1 REDWHEAT -2.1 -2.2 -2.0 -2.0 -2 RICE 0.9 0.6 1.3 NaN 0 ROBUSTA 0.5 0.5 0.6 0.0 0 RUSSELL -1.3 -2.3 -0.4 1.0 1 SHATZ -1.3 -1.8 -0.8 NaN 0 SILVER-mini -0.3 -0.4 -0.2 -1.0 -1 SMI 0.9 0.8 1.0 0.0 0 SOFR 10.8 9.1 12.4 NaN 0 SOYBEAN -1.0 -1.1 -1.0 -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 -2.8 -3.2 -2.5 0.0 0 SUGAR11 -1.9 -2.2 -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 0.8 0.6 1.0 NaN 0 US20 0.3 0.3 0.4 0.0 0 US30 0.1 0.1 0.2 3.0 3 US5 0.8 0.6 1.0 3.0 3 VIX -2.7 -3.6 -1.9 -2.0 -2 WHEAT -1.8 -1.9 -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 -0.0 0.0 -0.1 -0.0 -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 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.2 -0.6 -0.2 0.2 0.4 -0.2 0.4 -0.0 BITCOIN 0.0 -0.5 -0.5 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 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 -0.0 0.0 -0.1 0.2 -0.0 -0.2 -0.5 0.6 0.2 0.3 -0.5 -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 0.0 -1.1 -0.1 0.1 0.1 -0.2 -0.7 -0.6 -0.4 -0.4 BTP 0.3 0.3 -0.0 0.1 0.0 0.1 0.1 -0.0 0.1 0.1 0.2 0.1 0.5 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 -0.3 -0.4 -0.7 -0.5 -0.2 0.1 BUND 0.6 0.4 0.2 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 -0.0 -0.0 -0.2 -0.7 -0.7 -0.3 -0.4 BUXL 0.5 0.3 0.1 0.0 0.0 0.0 0.0 -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 0.0 0.0 0.1 0.1 -0.2 -0.2 -0.2 -0.4 -0.7 -0.7 -0.5 -0.4 CAC -0.3 -0.6 -0.6 -0.0 -0.0 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 -0.3 -0.1 -0.1 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.2 -0.5 -0.0 -0.7 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.3 -0.1 -0.2 -0.1 0.1 -0.2 0.0 -0.2 -0.0 -0.1 0.5 -0.3 0.0 -0.2 0.3 -0.2 -0.0 -0.1 CANOLA -0.2 -0.0 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 -0.2 -0.2 -0.2 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -2.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.2 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 0.1 -0.1 0.2 0.5 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 -0.5 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 0.0 0.6 0.2 0.7 0.3 COFFEE -0.5 -0.1 0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.4 -0.0 0.5 -0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.0 0.4 0.0 -2.7 0.0 -0.0 0.2 0.0 0.4 0.0 0.4 0.4 0.1 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 -0.0 -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 -0.1 -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 -0.1 -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 -0.0 -0.5 -0.1 -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 -0.0 -0.1 -0.1 -0.4 0.2 -0.2 0.1 -0.6 -0.3 -0.3 0.1 -0.1 CRUDE_W -0.6 -0.3 -0.4 -0.1 0.0 -0.1 -0.0 0.0 -0.1 0.0 0.1 -0.1 0.4 -0.1 -0.1 0.2 0.3 0.3 0.3 -0.1 -0.0 -0.1 0.1 -0.2 -0.4 -0.1 0.0 -0.1 -0.0 0.0 -0.1 0.5 0.1 -0.3 -0.0 -0.3 0.6 0.7 0.6 0.7 DAX -0.6 -0.5 -0.5 -0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.0 0.1 -0.1 0.4 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 0.0 -0.1 0.2 -0.2 1.2 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.4 -0.0 -0.0 -0.5 -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 -0.0 0.1 -0.1 0.3 -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 -0.0 0.1 -0.0 -0.5 0.1 0.6 0.3 -0.0 0.4 -0.0 0.1 -0.1 DX -0.3 -0.4 -0.2 -0.0 0.0 -0.1 -0.0 -0.0 -0.1 -0.1 0.2 -0.2 0.5 -0.2 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.2 0.1 -0.2 -2.7 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 0.9 -0.5 -0.5 -0.3 -0.2 -0.3 0.2 -0.3 0.3 EUR 0.0 0.3 0.1 -0.0 0.0 -0.1 -0.0 -0.0 -0.1 0.1 -0.2 0.1 -0.4 0.2 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.1 -0.1 0.1 2.7 0.0 0.0 0.1 0.1 0.0 0.1 -0.4 0.4 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 -0.0 0.1 0.0 0.1 0.1 -0.0 -0.1 -0.1 -0.1 0.1 0.1 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 -0.2 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 -0.1 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 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 0.2 -0.4 -0.1 -0.3 -0.2 -0.1 -0.2 -0.1 -0.2 -0.9 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -1.1 -0.5 -0.6 -0.6 -0.1 0.0 0.7 0.3 0.7 GASOIL -0.5 -0.2 -0.4 -0.0 0.0 -0.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.1 0.3 -0.1 -0.1 0.0 0.2 0.0 0.1 -0.1 -0.1 -0.1 0.1 -0.2 0.6 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 0.0 -0.4 -0.3 0.0 -0.1 -0.5 -0.5 -0.7 -0.7 GASOLINE -0.4 -0.1 -0.4 -0.1 0.0 -0.1 -0.0 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 -0.0 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 -0.2 -0.6 0.5 -0.0 0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.3 -0.0 -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 -0.0 -0.0 -0.1 -0.1 0.3 -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 -0.0 0.1 -0.1 0.2 -0.0 0.2 -0.5 -0.2 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 0.3 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 -0.0 0.0 -0.1 -0.1 -0.2 -0.1 0.1 -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 -0.3 -0.0 -0.4 -0.0 0.2 -0.4 0.1 JGB-SGX-mini 0.6 0.4 -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 0.0 -0.0 0.0 1.1 0.3 0.2 -0.1 -0.3 -0.1 -0.2 -0.1 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 0.1 -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 -0.3 0.6 0.2 -0.5 -0.1 -0.2 0.1 0.1 LIVECOW -0.6 0.0 0.4 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.4 -0.2 0.3 -0.1 0.1 0.2 0.2 0.2 0.3 0.0 0.1 -0.2 0.3 -0.1 -1.6 0.0 -0.0 0.1 -0.1 0.2 -0.1 0.9 -0.5 -0.3 0.6 0.6 -0.0 0.7 0.1 0.7 LUMBER-new 0.7 0.2 -0.4 -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 -0.4 -0.4 -0.4 -0.0 -0.1 0.1 -0.3 0.1 NaN -0.0 0.0 -0.1 0.0 -0.2 0.0 -1.2 0.4 0.7 0.5 -0.5 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 0.1 0.3 0.1 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 0.2 0.6 0.2 0.6 -0.1 -0.7 0.0 -0.7 MXP -0.5 -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 -0.1 -2.7 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 1.1 -0.3 -0.6 -0.2 -0.6 0.6 0.4 0.7 0.6 NASDAQ_micro -0.6 -0.6 -0.4 -0.0 -0.0 0.0 -0.0 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 -2.1 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.4 0.3 -0.5 -0.2 0.1 0.1 0.2 -0.2 0.1 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 -0.0 -0.0 0.2 0.2 0.2 0.2 -0.1 -0.0 -0.1 0.1 -0.1 -1.2 -0.0 -0.0 0.0 -0.0 0.1 -0.0 1.1 -0.3 -0.6 -0.4 -0.3 0.3 -0.1 0.1 -0.2 NZD -0.4 -0.4 0.1 -0.0 0.0 -0.1 -0.0 -0.0 -0.1 0.1 -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 0.0 -0.1 0.0 -0.0 -0.0 0.2 0.5 -0.3 -0.4 0.1 0.3 -0.2 0.2 -0.0 OAT 0.5 0.3 -0.1 0.0 0.0 0.0 0.0 -0.0 0.1 0.1 -0.2 0.1 -0.1 0.1 0.1 0.0 0.1 0.0 0.0 0.1 -0.0 0.1 -0.1 0.1 0.3 0.0 0.0 0.0 0.1 -0.0 0.1 0.6 -0.3 -0.3 -0.3 -0.5 -0.7 -0.7 -0.2 -0.1 OATIES 0.2 -0.4 -0.4 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 0.2 0.0 0.1 0.1 -0.1 -0.1 -0.0 -0.3 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 0.1 0.2 -0.3 0.0 0.2 -0.0 0.6 0.3 OJ -0.4 -0.2 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 0.3 -0.1 0.5 -0.0 0.1 0.1 0.2 0.2 0.2 0.1 0.2 -0.0 0.5 -0.0 -2.7 0.0 -0.0 0.2 -0.0 0.5 -0.0 0.8 0.2 0.0 0.3 0.6 0.4 0.3 0.7 0.7 PALLAD -0.4 0.1 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 -0.0 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 -0.2 -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 -0.1 -0.2 0.2 0.3 -0.4 -0.3 -0.2 0.1 REDWHEAT -0.0 -0.6 -0.2 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.4 -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 0.3 -0.0 -0.6 0.2 -0.7 -0.7 -0.5 -0.6 RICE 0.4 -0.5 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.3 0.1 0.5 0.0 0.1 -0.1 0.4 0.4 0.4 0.0 0.0 -0.0 0.3 0.0 -1.4 0.0 -0.1 0.1 -0.0 0.1 0.0 1.1 0.0 0.6 0.6 0.6 -0.7 -0.4 -0.7 -0.4 ROBUSTA -0.5 -0.0 0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 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 0.2 0.0 0.6 0.6 0.1 -0.2 0.3 0.1 RUSSELL -0.4 0.2 -0.1 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.0 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 0.2 -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 -0.4 -0.0 0.2 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 0.4 -0.0 0.1 -0.1 0.0 -0.1 -0.0 -0.0 0.1 -0.1 0.2 -0.1 1.4 0.0 0.0 0.2 0.0 0.3 0.0 0.5 0.5 0.6 0.2 0.4 0.1 0.1 -0.2 -0.0 SOFR 0.3 0.6 0.6 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 0.0 0.2 -0.0 -0.0 0.1 0.2 0.4 -0.5 0.7 0.2 SOYBEAN 0.1 -0.6 -0.4 -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 -0.2 -0.3 -0.5 -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 -2.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.2 -0.1 0.2 -0.2 0.1 -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 -0.1 -0.4 -0.0 -0.2 -0.2 -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 -0.0 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 0.0 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 -0.0 0.2 -0.1 0.4 -0.1 0.0 -0.2 -0.3 -0.3 -0.3 -0.0 0.1 -0.1 0.3 -0.1 -2.0 -0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.6 0.2 -0.3 -0.1 0.2 0.4 0.1 -0.1 0.1 SUGAR11 -0.4 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 0.1 -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 0.3 -0.3 0.3 -0.2 -0.1 0.6 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 0.1 0.0 -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 0.0 0.0 0.1 0.2 -0.7 0.6 0.1 US10U 0.4 0.4 0.6 0.0 0.0 0.0 0.0 -0.0 0.1 0.0 0.0 0.1 -0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 -0.1 0.2 0.0 0.0 0.0 0.1 0.0 0.0 0.1 0.0 0.0 -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 1.7 0.0 0.0 0.0 0.0 -0.0 0.0 -1.1 0.3 0.4 0.3 0.1 0.1 -0.7 0.2 -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 0.3 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 -0.2 -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 0.1 0.1 -0.1 0.2 0.8 0.0 0.0 0.0 0.0 0.0 0.0 -0.7 0.1 0.2 0.1 0.2 0.2 -0.7 0.5 -0.1 VIX 1.0 1.0 1.0 0.0 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.3 0.0 -0.7 0.1 -0.0 -0.6 -0.6 -0.6 -0.6 0.1 -0.0 0.1 -0.2 0.2 NaN 0.0 0.0 -0.0 0.1 -0.1 0.1 NaN NaN NaN NaN NaN -0.8 -1.1 NaN NaN WHEAT -0.0 -0.6 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 -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 0.3 -0.1 -0.5 0.1 -0.6 -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 -6.5 4.2 -4.6 1.2 -3.1 -3.9 -0.5 -5.7 11.8 -4.7 -15.1 -4.4 -17.2 -3.6 -2.0 -2.6 -2.2 -2.4 -10.0 -2.0 -6.3 -1.8 -16.1 3.6 -4.5 5.4 -1.0 -2.4 -0.2 -6.7 -0.0 7.9 -20.0 -4.8 6.3 10.5 -4.8 12.2 -0.8 BITCOIN 1.1 -14.7 -16.0 -4.5 -0.4 -2.9 -2.8 -1.1 -4.3 -3.2 3.5 -5.5 8.4 -5.1 -5.5 -5.6 -7.1 -6.5 -7.0 -5.1 1.0 -11.3 8.1 -8.9 -20.0 -2.3 -2.7 1.4 -5.8 6.0 -4.3 -2.9 -20.0 20.0 5.6 8.9 -16.3 -7.3 -5.6 -1.0 BOBL 20.0 16.9 5.5 2.9 1.5 1.4 3.6 -0.0 4.0 3.4 -4.5 7.7 -5.6 9.4 7.4 -20.0 -15.3 -20.0 -19.9 10.4 2.2 12.6 -4.0 15.6 4.4 3.1 1.1 1.0 3.7 -0.3 4.6 -20.0 -4.6 3.3 2.0 -6.0 -20.0 -19.3 -10.8 -11.4 BTP 9.6 10.2 -1.0 5.1 2.6 2.3 6.2 -0.0 7.0 7.8 6.4 12.1 12.6 17.6 14.8 1.1 4.0 1.4 2.4 12.0 8.2 8.7 8.3 14.1 -20.0 5.4 2.1 4.0 3.8 4.1 6.2 11.1 -20.0 -20.0 -9.8 -11.8 -19.7 -16.2 -4.7 4.0 BUND 18.5 12.7 4.8 3.3 1.7 1.5 4.0 -0.0 4.5 3.3 -3.8 7.8 -2.3 10.0 8.3 6.7 1.1 3.7 1.3 9.7 3.0 11.3 -2.2 14.3 1.0 3.4 1.2 1.5 3.9 0.3 4.9 7.1 -7.7 -0.9 -1.4 -6.5 -20.0 -20.0 -9.6 -11.3 BUXL 16.3 8.0 2.9 3.7 1.9 1.7 4.6 -0.0 5.1 3.1 -5.6 8.1 -1.9 9.7 6.1 -0.6 -2.4 -1.8 -2.7 7.6 1.4 10.9 -3.5 13.0 -3.4 3.5 1.0 1.5 4.4 0.3 5.4 1.1 -9.0 -5.2 -6.8 -10.9 -20.0 -20.0 -14.0 -10.7 CAC -10.7 -18.7 -20.0 -0.3 -3.4 2.7 -6.6 4.0 -4.4 -5.9 -7.0 -10.6 4.2 -12.8 -14.2 -6.9 -1.8 -5.6 -2.9 -17.9 -9.7 -17.6 0.8 -20.0 -7.4 -5.0 -1.9 -2.3 -4.7 1.0 -5.6 7.1 7.0 -0.1 -20.0 -20.0 7.4 5.3 2.3 6.5 CAD -9.7 -2.5 -3.3 -5.1 1.3 -3.4 -4.3 -0.6 -6.3 20.0 -20.0 -1.8 -19.2 -11.0 -14.2 -4.8 -3.3 -4.5 -3.9 -11.8 -11.8 6.9 -12.2 -7.6 -1.3 -6.4 11.0 -5.8 3.6 -5.3 -4.4 -1.7 20.0 -10.0 0.4 -7.2 9.0 -6.5 -0.5 -4.4 CANOLA -5.4 -0.4 7.0 -2.3 -1.6 -1.6 -2.0 -1.0 -2.2 -5.4 -4.0 -6.5 -6.1 -5.2 -4.3 -9.7 -10.2 -12.2 -12.8 -5.1 -4.0 -10.8 -5.2 -8.3 -15.3 -1.9 -1.0 -2.1 -1.7 -2.7 -1.8 -20.0 -8.0 4.3 -2.7 -2.5 -0.9 -11.5 7.2 -4.3 CHF 19.8 16.9 12.2 -2.9 0.7 -1.9 -2.4 -0.3 -3.5 2.4 -6.3 7.6 -7.8 9.8 9.1 -15.1 -16.6 -16.5 -16.6 11.1 2.0 15.0 -3.1 17.5 4.0 3.9 1.2 1.1 5.3 -0.5 6.0 -20.0 20.0 20.0 20.0 14.8 6.1 -11.3 -4.9 -12.1 COCOA -2.2 -14.3 4.2 -2.0 -1.4 -1.4 -1.8 -0.9 -2.0 3.9 1.9 -0.2 3.3 -3.6 -3.3 20.0 18.1 20.0 20.0 -0.8 3.1 1.8 7.2 -0.8 -19.1 0.5 3.3 4.9 1.0 10.0 -0.2 20.0 8.6 3.2 0.3 1.1 16.7 6.2 20.0 10.3 COFFEE -14.1 -2.3 6.1 -5.2 -3.7 -3.7 -4.6 -2.3 -5.2 -0.9 13.1 -2.9 13.7 -1.0 10.1 3.7 6.4 4.2 5.7 8.3 14.5 1.6 15.1 2.2 -20.0 2.9 -0.4 7.7 1.2 10.1 0.3 7.3 17.1 1.7 18.4 18.3 -2.7 -10.6 4.6 -3.9 COPPER -20.0 -20.0 -9.7 -2.7 -0.2 -1.7 -1.7 -0.6 -2.6 -5.3 -1.6 -8.4 1.0 -9.0 -8.0 -3.0 -2.7 -1.5 -1.8 -10.3 -2.0 -11.4 3.3 -13.8 -10.6 -2.6 -1.3 -0.6 -2.5 0.9 -3.2 5.4 -5.7 -16.7 -7.1 8.2 9.1 2.9 18.2 12.8 CORN 2.5 -20.0 -10.3 -3.4 -2.4 -2.4 -3.0 -1.5 -3.4 -10.1 -10.7 -9.9 -11.4 -11.2 -11.2 -18.5 -13.8 -17.9 -17.1 -16.2 -15.6 -9.3 -14.2 -12.4 -8.2 -3.8 -2.4 -3.6 -2.3 -3.2 -3.0 -20.0 -7.0 -2.2 -18.2 -8.9 -8.7 -10.1 -6.8 -1.3 COTTON2 -5.3 -8.9 -20.0 -4.8 -3.4 -3.5 -4.3 -2.1 -4.8 -4.7 -17.0 -13.3 -14.3 -15.3 -16.8 -11.5 -1.7 -8.3 -4.5 -20.0 -20.0 -9.3 -18.7 -14.9 -20.0 -5.9 -0.1 -5.5 -3.3 -2.7 -4.8 -8.4 9.5 -6.3 3.3 -20.0 -8.8 -9.2 4.3 -2.3 CRUDE_W -20.0 -7.7 -10.8 -4.9 1.3 -2.2 -3.6 0.5 -5.9 1.4 2.2 -10.0 11.9 -11.8 -6.9 12.4 12.7 13.5 13.3 -9.3 -1.7 -9.1 4.7 -14.3 -2.7 -5.8 2.0 -3.3 -3.6 0.3 -6.3 9.6 2.5 -9.5 -1.5 -8.7 16.9 20.0 19.0 20.0 DAX -17.0 -15.1 -15.8 -0.2 -3.2 2.6 -6.1 3.7 -4.1 -5.1 4.2 -8.8 10.4 -8.9 -8.0 -7.6 -10.8 -9.1 -10.2 -8.4 0.1 -16.5 7.2 -15.4 8.8 -3.0 -2.5 0.9 -6.4 4.1 -5.9 -7.6 -1.5 -1.4 -16.3 -13.0 9.9 4.0 -4.9 4.6 DOW -16.6 -1.1 -9.5 -0.2 -2.7 2.2 -5.2 3.2 -3.5 -4.4 4.2 -7.2 9.5 -4.6 0.6 -9.1 -11.1 -10.5 -11.0 0.6 3.9 -10.4 6.5 -5.6 -8.8 1.1 -1.9 2.6 -4.0 4.0 -1.6 -8.5 4.8 20.0 8.0 -0.0 13.3 -0.5 3.7 -3.7 DX -10.5 -13.4 -6.7 -4.1 1.0 -2.7 -3.4 -0.5 -5.0 -13.5 9.1 -15.0 13.2 -16.4 -12.6 6.8 7.0 7.2 7.2 -10.5 -1.0 -18.3 5.4 -17.4 -20.0 -5.0 -5.6 -0.8 -8.5 2.1 -8.1 16.6 -20.0 -13.9 -9.3 -5.5 -8.3 5.4 -9.4 8.3 EUR 1.1 7.9 4.3 -4.5 1.1 -3.0 -3.8 -0.5 -5.6 11.9 -6.9 11.8 -9.9 14.0 11.9 -7.2 -7.2 -7.5 -7.3 5.6 0.8 10.0 -2.9 8.8 20.0 4.3 5.2 1.9 7.2 0.2 6.2 -8.0 17.2 20.0 20.0 11.6 3.0 -17.5 -0.9 -17.3 EURIBOR-ICE 20.0 20.0 2.8 2.5 1.3 1.2 3.1 -0.0 3.5 4.6 -1.8 7.3 1.2 8.9 7.3 -0.7 -4.3 -3.0 -3.6 11.6 4.8 11.7 1.0 15.4 12.6 2.8 1.3 1.2 3.0 0.5 3.8 -1.1 -4.7 3.2 4.1 -4.2 -20.0 -20.0 -7.4 1.3 EUROSTX -18.9 -19.3 -20.0 -0.2 -3.1 2.5 -5.9 3.6 -4.0 -4.1 4.3 -9.4 9.9 -10.7 -10.2 -3.8 -2.7 -4.8 -4.1 -11.0 -1.7 -15.0 6.8 -16.7 -1.7 -3.6 -1.6 0.2 -5.2 3.6 -5.7 5.0 4.9 -5.8 -20.0 -15.2 0.9 1.0 -14.1 -0.5 FEEDCOW -20.0 -15.4 -4.7 -5.5 -3.9 -4.0 -4.9 -2.5 -5.5 -13.6 -4.7 -17.2 -5.6 -17.7 -10.2 7.9 -20.0 -3.0 -13.3 -20.0 -11.4 -20.0 -4.7 -20.0 -6.9 -5.2 -7.6 -2.7 -10.6 -0.7 -8.5 -20.0 -20.0 -20.0 -19.9 -4.5 1.4 20.0 8.4 20.0 GASOIL -16.1 -5.2 -13.8 -4.5 1.2 -2.0 -3.3 0.4 -5.4 -4.3 -3.2 -11.8 9.5 -13.0 -10.6 1.2 10.2 0.5 4.1 -11.1 -5.0 -13.2 2.7 -15.5 4.4 -5.1 -2.1 -2.5 -5.9 0.5 -7.0 0.1 -16.8 -8.0 0.4 -3.6 -13.6 -15.3 -20.0 -20.0 GASOLINE -12.3 -3.6 -11.2 -4.7 1.2 -2.1 -3.5 0.4 -5.7 -0.6 3.7 -8.0 10.9 -9.3 -8.1 20.0 20.0 20.0 20.0 -6.5 -1.0 -6.5 5.8 -9.4 -20.0 -5.0 1.7 -2.6 -3.3 1.9 -5.4 20.0 0.6 3.6 6.7 -4.3 20.0 20.0 20.0 20.0 GAS_US_mini -5.2 -20.0 14.2 -3.0 0.8 -1.4 -2.2 0.3 -3.7 11.3 -11.7 -1.0 -12.3 -10.9 -11.6 -20.0 -20.0 -20.0 -20.0 -12.5 -11.4 0.8 -16.5 -9.5 20.0 -3.2 4.3 -3.0 0.9 -4.0 -2.5 -20.0 11.4 7.3 -12.8 11.9 -4.4 -11.0 -10.0 -17.6 GBP -13.8 3.1 6.6 -4.8 1.2 -3.2 -4.0 -0.6 -5.9 -7.7 12.9 -17.1 7.9 -5.3 10.9 -0.4 -0.8 -0.7 -0.7 3.8 7.7 -13.5 7.2 -6.9 -0.5 2.2 -3.5 4.9 -7.7 4.8 -4.0 3.1 -20.0 -6.2 12.8 20.0 7.0 -20.0 6.1 -13.6 GOLD_micro -6.8 0.3 -1.0 -3.7 -0.3 -2.3 -2.3 -0.9 -3.5 2.4 9.5 -1.7 10.2 2.9 3.6 -11.4 -13.3 -11.8 -12.3 5.8 9.7 1.5 11.8 3.0 -4.7 0.9 2.5 4.1 0.6 7.2 0.4 -12.8 14.2 19.2 20.0 13.4 8.6 -4.4 17.3 2.0 HEATOIL -15.4 -3.5 -11.4 -4.7 1.2 -2.1 -3.5 0.4 -5.7 -5.7 -8.6 -12.3 4.0 -13.6 -11.1 -4.7 7.9 -4.6 -0.0 -12.1 -7.1 -14.4 -0.9 -16.4 -20.0 -6.1 -2.1 -4.5 -5.6 -1.0 -6.7 -5.4 -15.3 -7.9 -1.1 -11.7 -1.3 6.0 -11.1 2.3 JGB-SGX-mini 20.0 11.5 -3.3 2.0 1.0 0.9 2.4 -0.0 2.7 4.1 -2.7 4.4 -1.1 3.3 0.7 16.8 18.7 19.7 18.9 3.1 -0.1 10.7 -0.8 7.9 -7.4 1.2 3.4 -0.3 4.4 -0.8 3.2 20.0 14.6 4.8 -2.8 -9.1 -4.4 -4.9 -1.7 13.7 JPY 20.0 20.0 10.1 -1.8 0.4 -1.2 -1.5 -0.2 -2.2 3.4 -4.8 6.1 -7.6 7.0 3.3 -12.6 -15.8 -14.3 -15.0 7.8 -1.3 14.7 -7.4 15.6 20.0 1.9 1.3 -0.3 3.5 -1.6 3.7 -20.0 20.0 20.0 18.2 -0.4 -20.0 -15.5 -20.0 -14.8 LEANHOG 20.0 -1.0 -20.0 -3.5 -2.4 -2.5 -3.1 -1.5 -3.5 -8.5 -7.1 2.2 -6.1 3.3 -7.0 20.0 6.4 20.0 20.0 -8.0 -10.9 -4.6 -9.1 -2.4 3.4 -2.5 -3.2 -3.2 -1.7 -2.4 -0.8 20.0 -10.6 18.8 5.9 -16.4 -1.8 -7.0 2.6 3.3 LIVECOW -18.0 0.9 11.6 -6.3 -4.4 -4.5 -5.6 -2.8 -6.3 -10.9 15.0 -15.4 8.6 -6.0 10.4 11.3 9.8 12.2 13.2 3.9 10.5 -20.0 9.4 -12.3 -11.9 1.1 -4.9 4.2 -9.4 5.1 -5.2 16.7 -20.0 -8.5 20.0 20.0 -0.6 20.0 4.1 20.0 LUMBER-new 19.7 6.2 -11.1 -3.5 -2.4 -2.5 -3.1 -1.4 -3.5 6.7 -8.7 9.6 -9.4 5.8 -4.6 -16.4 -17.3 -16.8 -17.2 -3.2 -9.0 6.6 -8.9 4.1 NaN -1.0 3.2 -4.2 3.0 -4.3 2.3 -20.0 13.4 19.4 14.6 -12.5 3.7 -4.1 9.0 -1.4 MILK -1.8 0.7 20.0 -4.7 -3.3 -3.4 -4.2 -2.1 -4.7 6.9 11.2 5.1 0.4 1.5 11.0 -19.7 -20.0 -20.0 -20.0 9.3 11.5 3.5 2.7 4.1 17.5 3.5 3.1 4.8 1.1 0.6 1.1 -20.0 7.4 17.5 7.4 20.0 -4.2 -20.0 0.2 -20.0 MXP -16.9 -9.1 -20.0 -2.1 0.5 -1.4 -1.8 -0.2 -2.6 3.6 -5.8 -5.9 0.6 -6.7 -7.7 10.2 14.8 11.4 12.9 -11.2 -7.4 -8.3 -0.7 -12.4 -20.0 -3.3 1.0 -2.2 -2.3 -0.2 -3.5 20.0 -13.2 -18.0 -7.0 -20.0 17.6 12.7 20.0 19.4 NASDAQ_micro -20.0 -20.0 -11.0 -0.2 -2.0 1.6 -3.9 2.4 -2.6 -2.2 3.7 -6.5 7.5 -6.7 -0.5 -7.8 -10.5 -9.8 -10.4 -4.1 2.8 -10.4 6.6 -10.9 -16.1 -0.8 -0.3 1.5 -2.7 2.9 -2.8 -7.4 10.7 -15.5 -6.3 2.8 3.3 6.0 -5.2 4.4 NIKKEI -20.0 -20.0 -20.0 -0.1 -1.9 1.5 -3.7 2.2 -2.5 -0.6 2.7 -3.7 5.8 -4.6 -2.7 10.0 10.3 11.0 10.1 -4.8 -0.2 -10.5 2.9 -9.8 -8.8 -1.6 -2.6 0.2 -4.4 1.6 -3.7 20.0 -12.9 -20.0 -12.5 -10.4 8.7 -2.4 2.2 -5.7 NZD -13.4 -12.6 2.2 -3.8 1.0 -2.6 -3.2 -0.4 -4.7 15.1 -8.0 -0.9 -4.3 -8.2 -7.3 -0.3 0.1 -0.2 -0.0 -10.2 -5.7 4.6 -3.5 -8.1 0.3 -4.2 5.4 -2.2 2.0 -1.0 -3.2 4.4 20.0 -10.0 -13.8 2.9 9.0 -5.1 7.3 -0.0 OAT 15.7 10.4 -4.6 3.6 1.8 1.6 4.4 -0.0 4.9 7.4 -7.0 10.0 -3.3 11.7 5.4 0.8 3.8 0.8 2.0 5.4 -1.6 10.5 -4.8 11.7 2.4 2.6 2.6 0.2 4.6 -0.6 5.1 10.6 -12.9 -9.3 -9.2 -14.6 -20.0 -20.0 -6.5 -2.1 OATIES 7.7 -12.8 -12.2 -3.0 -2.1 -2.1 -2.7 -1.3 -3.0 -7.0 -8.4 -5.5 -9.1 -6.3 -8.9 7.6 1.6 3.9 3.3 -9.6 -10.9 -3.5 -9.5 -5.6 -20.0 -2.7 -1.1 -2.6 -1.1 -1.9 -1.8 0.6 3.9 5.4 -8.6 0.5 6.4 -0.7 17.5 9.1 OJ -11.2 -7.2 -3.5 -4.9 -3.5 -3.5 -4.4 -2.2 -4.9 -4.1 11.4 -6.6 14.0 -4.0 6.9 7.2 11.7 8.4 9.2 6.7 15.6 -0.5 20.0 -0.0 -20.0 2.1 -2.2 6.8 -0.1 12.8 -0.5 14.3 9.0 0.1 10.2 20.0 13.5 10.4 20.0 20.0 PALLAD -11.0 1.8 5.9 -2.6 -0.2 -1.6 -1.6 -0.6 -2.4 2.9 -6.9 -3.1 -8.1 -6.0 -6.5 -1.8 -2.1 -1.8 -1.9 -4.7 -4.7 -2.0 -7.6 -4.7 13.6 -2.6 1.2 -2.6 -0.9 -3.0 -2.3 5.9 3.2 -1.2 10.7 1.1 -20.0 -20.0 -20.0 -20.0 PLAT -16.1 -11.6 2.3 -3.6 -0.3 -2.2 -2.2 -0.8 -3.4 -7.2 -3.5 -9.3 -4.2 -9.8 -8.2 -5.0 -4.4 -5.1 -4.9 -6.6 -1.8 -9.9 -0.1 -10.1 6.2 -3.5 -2.5 -1.7 -3.8 -0.3 -4.2 1.4 -3.0 -5.8 4.8 8.6 -12.7 -9.8 -5.4 2.1 REDWHEAT -0.0 -20.0 -6.7 -5.0 -3.5 -3.6 -4.4 -2.2 -5.0 -2.7 -13.2 -7.0 -14.6 -14.5 -16.0 -11.1 -5.2 -10.2 -8.0 -19.5 -16.5 -5.2 -16.0 -13.3 -6.1 -4.6 -1.1 -3.7 -1.3 -3.3 -3.2 -14.5 13.4 -0.8 -20.0 5.5 -19.6 -20.0 -13.8 -18.4 RICE 13.4 -16.9 0.7 -5.3 -3.7 -3.8 -4.7 -2.3 -5.3 -12.0 10.8 9.1 13.4 1.8 6.0 -5.9 20.0 20.0 20.0 0.6 4.1 -0.5 9.6 2.2 -10.8 2.8 -7.0 2.9 -0.0 3.3 2.9 20.0 2.1 20.0 17.1 20.0 -20.0 -11.7 -20.0 -10.6 ROBUSTA -15.8 -0.3 10.4 -3.5 -2.4 -2.5 -3.1 -1.5 -3.4 2.4 10.3 -2.5 10.8 1.9 8.0 20.0 20.0 20.0 20.0 10.5 18.3 0.8 20.0 2.9 -20.0 3.4 0.4 6.6 0.5 9.2 1.1 20.0 9.3 0.5 20.0 20.0 2.5 -5.7 9.1 2.4 RUSSELL -11.4 5.0 -1.7 -0.2 -2.1 1.7 -4.1 2.5 -2.7 -5.2 4.0 -5.7 6.6 -2.5 1.4 -5.4 -6.7 -6.4 -6.7 1.7 3.3 -10.6 3.2 -4.1 -0.8 1.6 -2.0 1.9 -2.6 1.7 -0.4 -0.8 -6.1 20.0 12.9 4.0 4.7 -20.0 -1.7 -20.0 SHATZ 20.0 20.0 15.9 2.4 1.2 1.1 2.9 -0.0 3.2 2.7 -3.8 6.2 -5.9 7.6 6.8 -20.0 -20.0 -20.0 -20.0 10.4 1.8 12.7 -5.9 15.3 6.9 2.5 1.0 0.6 3.1 -0.8 3.7 -20.0 -0.1 7.2 6.5 -3.2 -20.0 -15.6 -17.5 -11.1 SILVER-mini -20.0 -14.4 2.2 -3.0 -0.3 -1.9 -1.9 -0.7 -2.9 -4.0 3.5 -8.2 4.8 -8.5 -4.4 -5.5 -6.4 -5.8 -6.1 -5.1 2.5 -10.8 5.7 -11.0 2.1 -2.6 -1.6 -0.2 -3.3 1.5 -3.7 -1.4 -3.4 -10.8 -0.5 7.7 2.2 -5.8 7.8 6.0 SMI -20.0 -16.6 5.6 -0.2 -3.1 2.5 -5.9 3.6 -4.0 -2.1 9.9 -5.0 11.7 -4.1 5.9 -2.8 0.6 -3.0 -1.5 -0.5 7.2 -12.2 9.1 -10.1 10.4 4.0 4.5 6.8 1.5 7.2 1.4 10.2 20.0 20.0 5.2 13.2 4.5 2.0 -6.1 -1.0 SOFR 10.7 18.2 17.1 3.2 1.6 1.5 3.9 -0.0 4.4 1.3 4.1 5.4 -0.0 9.5 10.8 0.2 -1.1 -1.1 -1.4 13.9 7.7 11.1 1.0 15.7 -3.8 3.9 0.8 2.6 3.6 1.1 4.5 3.4 -1.6 -0.5 2.2 7.1 10.8 -14.0 20.0 5.0 SOYBEAN 2.0 -17.2 -11.8 -2.8 -2.0 -2.0 -2.5 -1.2 -2.8 -8.4 -9.0 -8.4 -7.2 -9.0 -9.2 -6.6 4.3 -3.7 -0.9 -13.5 -11.7 -10.2 -8.7 -12.1 -17.4 -3.2 -2.4 -2.7 -2.3 -1.9 -2.8 -0.6 -9.4 -8.5 -14.3 -8.4 -6.9 -20.0 -1.9 -20.0 SOYMEAL 17.8 -13.0 -5.9 -2.9 -2.0 -2.1 -2.6 -1.3 -2.9 -8.0 -8.3 -1.8 -8.2 -5.4 -7.6 -1.9 5.9 2.6 3.4 -7.5 -8.1 -4.4 -7.2 -4.5 -19.6 -2.1 -3.5 -2.0 -1.3 -1.5 -1.3 4.1 -3.0 6.8 -7.0 4.6 -20.0 -20.0 -20.0 -20.0 SOYOIL -20.0 1.9 -0.2 -2.5 -1.7 -1.7 -2.2 -1.1 -2.4 -1.5 -6.7 -6.2 -7.7 -7.2 -6.7 5.6 1.2 3.2 0.9 -7.3 -6.2 -8.2 -6.8 -9.6 -18.3 -2.5 -0.6 -2.1 -2.5 -1.9 -3.0 -2.5 -2.9 -13.9 -0.3 -6.1 -7.4 -11.3 2.5 -2.0 SP400 -10.4 -4.8 -11.5 -0.2 -2.4 1.9 -4.7 2.8 -3.1 -5.1 4.7 -6.4 8.0 -4.4 -1.4 -5.1 -5.8 -5.5 -5.7 -0.7 2.4 -10.2 4.7 -5.7 -8.4 1.2 -2.1 2.4 -3.6 3.1 -1.2 0.8 1.6 19.7 7.5 -0.3 6.2 -8.9 0.2 -20.0 SP500_micro -20.0 -20.0 -10.4 -0.2 -2.6 2.1 -5.1 3.1 -3.4 -2.8 7.7 -7.7 10.8 -7.0 2.1 -10.2 -12.5 -12.5 -12.8 -2.3 5.8 -12.3 10.1 -11.0 -14.8 -0.2 -0.6 2.9 -4.0 4.8 -3.5 -11.1 10.3 -8.8 -1.8 5.1 11.8 3.4 -1.6 1.9 SUGAR11 -13.7 5.7 -6.0 -4.1 -2.9 -2.9 -3.7 -1.8 -4.1 -0.8 -11.5 -7.4 -10.0 -8.9 -9.1 -4.3 7.5 -2.5 1.7 -8.5 -10.2 -5.1 -9.1 -8.6 -20.0 -3.2 1.4 -4.4 -1.9 -4.1 -3.1 4.8 10.9 -9.7 9.7 -6.2 -2.3 19.2 1.6 20.0 US10 11.6 16.5 18.0 2.6 1.3 1.2 3.1 -0.0 3.5 1.4 2.0 4.5 -3.1 7.3 8.1 -7.8 -7.5 -7.5 -7.3 9.6 4.5 9.3 -1.3 12.0 2.2 3.0 1.0 1.8 3.3 0.5 3.7 -7.1 3.1 1.2 1.1 4.3 5.8 -20.0 17.8 3.7 US10U 10.9 13.6 17.7 3.4 1.8 1.6 4.2 -0.0 4.7 1.9 1.5 6.0 -4.1 9.5 10.6 -3.1 -2.8 -4.0 -3.7 11.0 4.8 11.1 -2.4 14.1 0.0 3.9 1.3 2.4 4.3 0.6 4.9 0.0 1.0 -2.2 -2.3 3.7 6.1 -16.9 20.0 13.3 US2 15.6 20.0 20.0 2.4 1.2 1.1 3.0 -0.0 3.3 2.7 -1.4 5.2 -6.4 7.4 7.2 -20.0 -20.0 -20.0 -20.0 10.6 3.3 12.4 -4.0 14.7 12.8 2.6 1.4 1.1 3.6 -0.2 3.8 -20.0 13.8 11.7 8.6 2.9 3.3 -20.0 7.4 -10.9 US20 9.5 9.1 16.3 2.4 1.2 1.1 2.9 -0.0 3.2 0.8 1.6 3.8 -0.9 5.7 6.9 -1.0 -0.8 -0.9 -0.8 6.5 3.2 6.8 -0.9 8.5 -1.5 2.7 0.8 2.0 2.8 0.8 3.2 4.3 0.0 -3.4 -3.4 3.4 5.1 -10.4 20.0 20.0 US30 8.1 6.9 15.5 2.7 1.4 1.2 3.3 -0.0 3.7 0.6 0.2 4.0 -2.3 5.5 6.6 -3.2 -4.9 -4.0 -4.5 5.6 2.3 6.6 -2.0 7.8 -0.9 2.9 1.0 2.0 3.2 0.7 3.5 -2.6 -2.7 -7.4 -6.6 1.1 2.0 -9.6 14.3 20.0 US5 12.8 20.0 19.4 2.7 1.4 1.2 3.3 -0.0 3.7 1.9 1.2 5.0 -5.0 7.9 8.5 -12.0 -10.7 -11.4 -10.9 11.2 4.9 11.0 -1.9 14.2 5.8 3.1 1.1 1.7 3.5 0.3 4.0 -12.9 5.9 4.7 4.1 4.8 6.2 -20.0 14.7 -3.2 VIX 20.0 20.0 20.0 1.8 2.5 -0.5 5.5 -1.9 4.5 -2.4 -6.8 1.9 -11.5 3.4 -2.7 -20.0 -20.0 -20.0 -20.0 4.5 -0.3 8.4 -4.4 9.1 NaN 2.0 2.8 -0.5 6.0 -2.2 5.0 NaN NaN NaN NaN NaN -14.9 -20.0 NaN NaN WHEAT -0.1 -20.0 -7.0 -3.5 -2.4 -2.5 -3.1 -1.5 -3.4 6.6 -8.7 -0.8 -9.3 -9.3 -10.8 -16.4 -14.7 -16.2 -15.8 -14.2 -11.5 -1.0 -10.0 -8.9 1.5 -3.1 0.5 -2.3 -0.2 -1.7 -2.0 -20.0 13.7 -1.8 -16.4 4.2 -16.6 -20.0 -14.4 -20.0 End of report for caleb_strategy_v3