******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240814_203929 produced at 2024-08-14 21:38:04.683943 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 DX False True 0.04 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -3.14 999999999.0 0 0 caleb_strategy_v3 MXP False False 0.01 -0.09 -0.09 0.0 0.54 -0.54 -0.09 -0.07 -10.49 60.0 -10 -8 caleb_strategy_v3 FEEDCOW False False 0.04 -0.08 -0.08 0.0 0.33 -0.33 -0.08 -0.08 -1.83 8.0 -2 -2 caleb_strategy_v3 CAD False False 0.02 0.00 -0.06 0.0 0.72 -0.72 0.00 0.00 -2.37 29.0 0 0 caleb_strategy_v3 COPPER False False 0.03 -0.03 -0.06 0.0 999.00 -999.00 -0.03 -0.03 -1.65 999999999.0 -1 -1 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -23.76 59.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -1.37 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 -1.38 3.0 -2 -2 caleb_strategy_v3 COTTON2 False False 0.01 -0.06 -0.04 0.0 0.13 -0.13 -0.06 -0.06 -3.68 11.0 -5 -5 caleb_strategy_v3 CORN False False 0.01 -0.02 -0.04 0.0 0.08 -0.08 -0.02 -0.02 -6.38 12.0 -3 -3 caleb_strategy_v3 CAC True False 0.03 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -1.46 12.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 -0.02 -0.03 0.0 0.36 -0.36 -0.02 -0.02 -1.78 20.0 -1 -1 caleb_strategy_v3 CANOLA False False 0.00 -0.00 -0.03 0.0 0.15 -0.15 -0.00 -0.00 -9.81 51.0 -1 -1 caleb_strategy_v3 NIKKEI False False 0.01 -0.03 -0.03 0.0 0.30 -0.30 -0.03 -0.02 -4.00 36.0 -3 -2 caleb_strategy_v3 BTP False False 0.04 0.00 -0.03 0.0 0.45 -0.45 0.00 0.00 -0.61 10.0 0 0 caleb_strategy_v3 BOBL False False 0.04 0.00 -0.03 0.0 0.84 -0.84 0.00 0.00 -0.73 19.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.03 -0.03 0.0 0.00 -0.03 -0.03 -0.03 -12.58 26.0 -16 -15 caleb_strategy_v3 GASOIL False False 0.02 0.00 -0.03 0.0 0.10 -0.10 0.00 0.00 -1.13 4.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.02 0.0 0.09 -0.09 -0.04 -0.04 -1.91 9.0 -4 -4 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.01 -0.02 0.0 0.30 -0.30 -0.01 -0.01 -1.59 23.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 -0.02 -0.02 0.0 0.08 -0.08 -0.02 -0.02 -2.38 8.0 -2 -2 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.32 2.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 -0.02 0.0 0.39 -0.39 0.00 0.00 -2.66 58.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.08 -0.02 0.0 0.12 -0.12 -0.08 -0.08 -1.08 7.0 -5 -5 caleb_strategy_v3 SP400 False False 0.10 -0.10 -0.02 0.0 0.20 -0.20 -0.10 -0.10 -0.20 2.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.02 0.0 0.45 -0.45 0.00 0.00 -2.43 48.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 -0.02 0.0 0.13 -0.13 0.00 0.00 -2.41 18.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.01 -0.02 0.0 999.00 -999.00 -0.01 -0.01 -3.63 999999999.0 -2 -2 caleb_strategy_v3 SILVER-mini False False 0.02 -0.02 -0.01 0.0 999.00 -999.00 -0.02 -0.02 -0.35 999999999.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.01 0.0 0.09 -0.09 -0.01 -0.01 -1.11 9.0 -1 -1 caleb_strategy_v3 PLAT False False 0.02 -0.02 -0.01 0.0 0.16 -0.16 -0.02 -0.02 -0.85 10.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.01 0.00 -0.01 0.0 0.08 -0.08 0.00 0.00 -1.17 10.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 -0.01 -0.01 0.0 0.24 -0.24 -0.01 -0.00 -2.82 68.0 -2 -1 caleb_strategy_v3 AUD False False 0.02 0.00 -0.01 0.0 0.43 -0.43 0.00 0.00 -0.35 19.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.01 0.0 0.45 -0.45 0.00 0.00 -1.66 66.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.00 -0.01 0.0 0.21 -0.21 0.00 0.00 -0.12 4.0 0 0 caleb_strategy_v3 COCOA False False 0.02 0.00 0.00 0.0 0.62 -0.62 0.00 0.00 0.20 26.0 0 0 caleb_strategy_v3 RICE False True 0.01 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.30 4.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 -0.01 -0.00 0.0 0.02 -0.02 -0.01 -0.01 -0.62 3.0 -2 -2 caleb_strategy_v3 BUND False False 0.05 0.00 0.00 0.0 0.51 -0.51 0.00 0.00 0.09 10.0 0 0 caleb_strategy_v3 PALLAD False False 0.03 -0.03 -0.00 0.0 0.06 -0.06 -0.03 -0.03 -0.13 2.0 -1 -1 caleb_strategy_v3 OAT False False 0.05 0.00 -0.00 0.0 0.48 -0.48 0.00 0.00 -0.04 10.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.00 -0.00 0.0 0.43 -0.43 0.00 0.00 -0.04 21.0 0 0 caleb_strategy_v3 COFFEE False False 0.03 0.00 0.00 0.0 0.18 -0.18 0.00 0.00 0.03 6.0 0 0 caleb_strategy_v3 US30 False False 0.05 0.14 0.01 0.0 0.27 -0.27 0.14 0.18 0.15 6.0 3 4 caleb_strategy_v3 GASOLINE False False 0.03 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.47 999999999.0 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 ROBUSTA False False 0.01 0.00 0.01 0.0 0.34 -0.34 0.00 0.00 0.44 23.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 0.01 0.01 0.0 0.12 -0.12 0.01 0.01 1.42 13.0 1 1 caleb_strategy_v3 CHF False False 0.05 0.15 0.02 0.0 0.64 -0.64 0.15 0.15 0.46 13.0 3 3 caleb_strategy_v3 US20 False True 0.04 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.41 9.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 0.02 0.0 0.07 -0.07 0.00 0.00 1.03 5.0 0 0 caleb_strategy_v3 GBP False False 0.03 0.00 0.02 0.0 0.60 -0.60 0.00 0.00 0.73 22.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.02 0.02 0.0 0.07 -0.07 0.02 0.02 0.75 3.0 1 1 caleb_strategy_v3 US10 False False 0.04 0.00 0.03 0.0 0.66 -0.66 0.00 0.00 0.69 17.0 0 0 caleb_strategy_v3 US10U False False 0.04 0.08 0.03 0.0 0.53 -0.53 0.08 0.08 0.64 13.0 2 2 caleb_strategy_v3 GOLD_micro False False 0.01 0.01 0.03 0.0 0.47 -0.47 0.01 0.01 2.97 56.0 1 1 caleb_strategy_v3 CRUDE_W False False 0.03 0.08 0.04 0.0 0.13 -0.13 0.08 0.08 1.76 5.0 3 3 caleb_strategy_v3 US5 False False 0.04 0.11 0.04 0.0 0.93 -0.93 0.11 0.11 0.98 25.0 3 3 caleb_strategy_v3 LIVECOW False False 0.02 0.10 0.04 0.0 0.42 -0.42 0.10 0.10 1.45 17.0 4 4 caleb_strategy_v3 SMI False True 0.05 0.00 0.05 0.0 0.00 0.00 0.00 0.00 0.94 9.0 0 0 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 EUR False False 0.05 0.09 0.09 0.0 0.66 -0.66 0.09 0.09 1.85 14.0 2 2 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.14 0.40 0.0 0.14 0.00 0.14 0.14 11.88 16.0 4 4 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 0.63 0.0 0.92 -0.92 0.00 0.00 6.88 10.0 0 0 caleb_strategy_v3 SOFR False True 0.08 0.00 1.11 0.0 0.00 0.00 0.00 0.00 13.39 11.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 7.7 Shocked risk 14.6 Sum abs risk 34.8 Leverage 3.85 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2924018.82, 'annual_cash_vol_target': 731004.705, 'daily_cash_vol_target': 45687.7940625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0037 0.6610 0.5600 8.9602 BITCOIN 2077.7518 59205.0000 3.5094 56.1507 BOBL 0.2345 118.1600 0.1985 3.1760 BTP 0.4841 119.6400 0.4046 6.4743 BUND 0.4852 134.9500 0.3595 5.7523 BUXL 1.2283 137.4000 0.8940 14.3032 CAC 69.1426 7361.0000 0.9393 15.0289 CAD 0.0023 0.7300 0.3208 5.1328 CANOLA 9.4262 587.9000 1.6034 25.6540 CHF 0.0061 1.1604 0.5235 8.3763 COCOA 247.9878 6965.0000 3.5605 56.9678 COFFEE 4.9640 235.1000 2.1114 33.7831 COPPER 0.0593 4.0485 1.4643 23.4287 CORN 5.6210 401.0000 1.4017 22.4279 COTTON2 0.9612 67.0800 1.4330 22.9278 CRUDE_W 1.1949 74.5000 1.6039 25.6617 DAX 162.6385 17952.0000 0.9060 14.4954 DOW 333.0112 40155.0000 0.8293 13.2690 DX 0.3715 102.3950 0.3629 5.8056 EUR 0.0044 1.1034 0.3973 6.3576 EURIBOR-ICE 0.0414 97.8700 0.0423 0.6766 EUROSTX 49.6317 4747.0000 1.0455 16.7286 FEEDCOW 2.1173 240.8750 0.8790 14.0643 GASOIL 11.3794 729.0000 1.5610 24.9754 GASOLINE 0.0376 2.1144 1.7772 28.4354 GAS_US_mini 0.0833 2.3500 3.5461 56.7368 GBP 0.0060 1.2837 0.4712 7.5387 GOLD_micro 21.1069 2463.4000 0.8568 13.7091 HEATOIL 0.0387 2.4012 1.6135 25.8160 JGB-SGX-mini 0.3978 145.4700 0.2734 4.3751 JPY 0.0001 0.0068 0.7774 12.4382 LEANHOG 1.2702 67.1750 1.8908 30.2534 LIVECOW 1.3662 182.1500 0.7500 12.0005 LUMBER-new 9.2094 536.5000 1.7166 27.4652 MILK 0.2496 21.6100 1.1551 18.4819 MXP 0.0005 0.0528 0.9908 15.8533 NASDAQ_micro 261.0884 19107.2500 1.3664 21.8630 NIKKEI 931.5293 36225.0000 2.5715 41.1441 NZD 0.0039 0.6001 0.6482 10.3712 OAT 0.4362 126.9000 0.3437 5.4996 OATIES 5.4751 305.7500 1.7907 28.6513 OJ 7.4984 438.4500 1.7102 27.3634 PALLAD 23.9690 921.0000 2.6025 41.6400 PLAT 16.0644 931.5000 1.7246 27.5932 REDWHEAT 9.0485 563.2500 1.6065 25.7037 RICE 0.1644 15.1150 1.0879 17.4062 ROBUSTA 78.1340 4293.0000 1.8200 29.1205 RUSSELL 30.9215 2092.1000 1.4780 23.6482 SHATZ 0.0812 106.3450 0.0763 1.2212 SILVER-mini 0.5084 27.9875 1.8165 29.0640 SMI 105.7852 12101.0000 0.8742 13.9870 SOFR 0.0642 96.9300 0.0662 1.0596 SOYBEAN 13.2057 968.7500 1.3632 21.8107 SOYMEAL 5.0822 304.5000 1.6690 26.7044 SOYOIL 0.7276 38.7800 1.8761 30.0184 SP400 33.5837 2966.9000 1.1319 18.1112 SP500_micro 52.8732 5477.7500 0.9652 15.4438 SUGAR11 0.3027 18.2700 1.6565 26.5048 US10 0.4216 113.7656 0.3705 5.9288 US10U 0.5783 118.0938 0.4897 7.8355 US2 0.1204 103.3711 0.1164 1.8629 US20 0.8971 124.5312 0.7204 11.5260 US30 1.3551 133.1562 1.0177 16.2833 US5 0.2740 109.2500 0.2508 4.0124 VIX 1.2424 17.6000 7.0589 112.9432 WHEAT 9.0367 557.5000 1.6209 25.9349 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 661.00 0.56 370.17 1.00 370.17 45687.79 123.42 -1.09 -13.40 BITCOIN 59.20 3.51 207.78 1.00 207.78 45687.79 219.89 -9.98 -219.37 BOBL 1181.60 0.20 234.54 1.09 256.55 45687.79 178.09 -4.02 -71.58 BTP 1196.40 0.40 484.11 1.09 529.52 45687.79 86.28 -2.06 -17.80 BUND 1349.50 0.36 485.17 1.09 530.68 45687.79 86.09 1.03 8.87 BUXL 1374.00 0.89 1228.29 1.09 1343.50 45687.79 34.01 -3.55 -12.06 CAC 736.10 0.94 691.43 1.09 756.28 45687.79 60.41 -7.07 -42.68 CAD 730.05 0.32 234.20 1.00 234.20 45687.79 195.08 -4.67 -91.19 CANOLA 117.58 1.60 188.52 0.73 137.20 45687.79 333.00 -12.11 -403.28 CHF 1450.56 0.52 759.40 1.00 759.40 45687.79 60.16 2.96 17.82 COCOA 696.50 3.56 2479.88 1.00 2479.88 45687.79 18.42 5.15 9.50 COFFEE 881.62 2.11 1861.50 1.00 1861.50 45687.79 24.54 1.16 2.85 COPPER 1012.12 1.46 1482.05 1.00 1482.05 45687.79 30.83 -4.95 -15.26 CORN 200.50 1.40 281.05 1.00 281.05 45687.79 162.56 -16.13 -262.24 COTTON2 335.40 1.43 480.62 1.00 480.62 45687.79 95.06 -18.09 -171.96 CRUDE_W 745.00 1.60 1194.87 1.00 1194.87 45687.79 38.24 4.25 16.26 DAX 179.52 0.91 162.64 1.09 177.89 45687.79 256.83 -3.04 -78.12 DOW 200.78 0.83 166.51 1.00 166.51 45687.79 274.39 -2.61 -71.56 DX 1023.95 0.36 371.54 1.00 371.54 45687.79 122.97 -9.85 -121.12 EUR 1379.25 0.40 548.04 1.00 548.04 45687.79 83.37 8.54 71.21 EURIBOR-ICE 2446.75 0.04 103.47 1.09 113.17 45687.79 403.70 5.00 201.85 EUROSTX 474.70 1.05 496.32 1.09 542.87 45687.79 84.16 -6.21 -52.25 FEEDCOW 1204.38 0.88 1058.67 1.00 1058.67 45687.79 43.16 -12.79 -55.20 GASOIL 729.00 1.56 1137.94 1.00 1137.94 45687.79 40.15 -6.47 -26.00 GASOLINE 888.05 1.78 1578.25 1.00 1578.25 45687.79 28.95 3.78 10.95 GAS_US_mini 58.75 3.55 208.33 1.00 208.33 45687.79 219.30 -5.30 -116.13 GBP 802.31 0.47 378.02 1.00 378.02 45687.79 120.86 2.33 28.15 GOLD_micro 246.34 0.86 211.07 1.00 211.07 45687.79 216.46 4.03 87.21 HEATOIL 1008.50 1.61 1627.22 1.00 1627.22 45687.79 28.08 -11.35 -31.87 JGB-SGX-mini 145470.00 0.27 39777.99 0.01 269.53 45687.79 169.51 6.47 109.67 JPY 853.06 0.78 663.16 1.00 663.16 45687.79 68.89 2.45 16.90 LEANHOG 268.70 1.89 508.07 1.00 508.07 45687.79 89.92 2.60 23.36 LIVECOW 728.60 0.75 546.47 1.00 546.47 45687.79 83.61 5.24 43.78 LUMBER-new 147.54 1.72 253.26 1.00 253.26 45687.79 180.40 -1.60 -28.92 MILK 432.20 1.16 499.24 1.00 499.24 45687.79 91.51 5.24 47.92 MXP 264.15 0.99 261.73 1.00 261.73 45687.79 174.56 -4.09 -71.44 NASDAQ_micro 382.14 1.37 522.18 1.00 522.18 45687.79 87.49 -7.80 -68.27 NIKKEI 36225.00 2.57 93152.93 0.01 631.19 45687.79 72.38 -5.10 -36.94 NZD 600.10 0.65 388.99 1.00 388.99 45687.79 117.45 -0.13 -1.54 OAT 1269.00 0.34 436.18 1.09 477.10 45687.79 95.76 -0.12 -1.16 OATIES 152.88 1.79 273.75 1.00 273.75 45687.79 166.89 -8.18 -136.57 OJ 657.68 1.71 1124.76 1.00 1124.76 45687.79 40.62 8.58 34.87 PALLAD 921.00 2.60 2396.90 1.00 2396.90 45687.79 19.06 -2.01 -3.83 PLAT 465.75 1.72 803.22 1.00 803.22 45687.79 56.88 -4.37 -24.83 REDWHEAT 281.62 1.61 452.43 1.00 452.43 45687.79 100.98 -17.79 -179.70 RICE 302.30 1.09 328.87 1.00 328.87 45687.79 138.92 0.88 12.21 ROBUSTA 429.30 1.82 781.34 1.00 781.34 45687.79 58.47 6.39 37.38 RUSSELL 104.60 1.48 154.61 1.00 154.61 45687.79 295.51 -2.88 -85.14 SHATZ 1063.45 0.08 81.17 1.09 88.78 45687.79 514.61 -2.63 -135.30 SILVER-mini 699.69 1.82 1270.98 1.00 1270.98 45687.79 35.95 -2.88 -10.37 SMI 1210.10 0.87 1057.85 1.15 1220.71 45687.79 37.43 7.40 27.69 SOFR 2423.25 0.07 160.47 1.00 160.47 45687.79 284.71 7.74 220.28 SOYBEAN 484.38 1.36 660.29 1.00 660.29 45687.79 69.19 -16.74 -115.83 SOYMEAL 304.50 1.67 508.22 1.00 508.22 45687.79 89.90 -13.25 -119.10 SOYOIL 232.68 1.88 436.54 1.00 436.54 45687.79 104.66 -12.01 -125.71 SP400 2966.90 1.13 3358.37 1.00 3358.37 45687.79 13.60 -4.33 -5.89 SP500_micro 273.89 0.97 264.37 1.00 264.37 45687.79 172.82 -6.05 -104.50 SUGAR11 204.62 1.66 338.97 1.00 338.97 45687.79 134.78 -8.42 -113.43 US10 1137.66 0.37 421.56 1.00 421.56 45687.79 108.38 5.03 54.47 US10U 1180.94 0.49 578.33 1.00 578.33 45687.79 79.00 6.42 50.75 US2 2067.42 0.12 240.72 1.00 240.72 45687.79 189.80 3.30 62.71 US20 1245.31 0.72 897.09 1.00 897.09 45687.79 50.93 6.35 32.34 US30 1331.56 1.02 1355.14 1.00 1355.14 45687.79 33.71 3.62 12.22 US5 1092.50 0.25 273.97 1.00 273.97 45687.79 166.76 4.64 77.31 VIX 176.00 7.06 1242.37 1.00 1242.37 45687.79 36.77 -4.00 -14.71 WHEAT 278.75 1.62 451.84 1.00 451.84 45687.79 101.12 -14.22 -143.77 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -13.398 0.010 2.5 -0.348 BITCOIN -219.372 0.043 2.5 -23.755 BOBL -71.576 0.004 2.5 -0.726 BTP -17.801 0.014 2.5 -0.607 BUND 8.873 0.004 2.5 0.090 BUXL -12.057 0.004 2.5 -0.122 CAC -42.683 0.014 2.5 -1.456 CAD -91.192 0.010 2.5 -2.366 CANOLA -403.275 0.010 2.5 -9.811 CHF 17.820 0.010 2.5 0.462 COCOA 9.496 0.009 2.5 0.203 COFFEE 2.850 0.005 2.5 0.033 COPPER -15.255 0.043 2.5 -1.652 CORN -262.238 0.010 2.5 -6.380 COTTON2 -171.961 0.009 2.5 -3.683 CRUDE_W 16.257 0.043 2.5 1.760 DAX -78.123 0.014 2.5 -2.665 DOW -71.562 0.009 2.5 -1.663 DX -121.120 0.010 2.5 -3.143 EUR 71.205 0.010 2.5 1.847 EURIBOR-ICE 201.854 0.014 2.5 6.885 EUROSTX -52.246 0.014 2.5 -1.782 FEEDCOW -55.196 0.013 2.5 -1.829 GASOIL -25.996 0.017 2.5 -1.127 GASOLINE 10.945 0.017 2.5 0.474 GAS_US_mini -116.130 0.043 2.5 -12.575 GBP 28.152 0.010 2.5 0.730 GOLD_micro 87.214 0.014 2.5 2.975 HEATOIL -31.866 0.017 2.5 -1.381 JGB-SGX-mini 109.674 0.043 2.5 11.876 JPY 16.904 0.010 2.5 0.439 LEANHOG 23.355 0.024 2.5 1.419 LIVECOW 43.777 0.013 2.5 1.451 LUMBER-new -28.921 0.009 2.5 -0.619 MILK 47.921 0.009 2.5 1.026 MXP -71.440 0.059 2.5 -10.485 NASDAQ_micro -68.271 0.009 2.5 -1.587 NIKKEI -36.941 0.043 2.5 -4.000 NZD -1.545 0.010 2.5 -0.040 OAT -1.165 0.014 2.5 -0.040 OATIES -136.567 0.010 2.5 -3.322 OJ 34.869 0.009 2.5 0.747 PALLAD -3.830 0.014 2.5 -0.131 PLAT -24.834 0.014 2.5 -0.847 REDWHEAT -179.699 0.005 2.5 -2.384 RICE 12.210 0.010 2.5 0.297 ROBUSTA 37.383 0.005 2.5 0.437 RUSSELL -85.140 0.013 2.5 -2.821 SHATZ -135.298 0.004 2.5 -1.372 SILVER-mini -10.367 0.014 2.5 -0.354 SMI 27.694 0.014 2.5 0.945 SOFR 220.279 0.024 2.5 13.387 SOYBEAN -115.833 0.004 2.5 -1.077 SOYMEAL -119.100 0.004 2.5 -1.108 SOYOIL -125.708 0.004 2.5 -1.170 SP400 -5.890 0.013 2.5 -0.195 SP500_micro -104.497 0.009 2.5 -2.428 SUGAR11 -113.435 0.009 2.5 -2.412 US10 54.467 0.005 2.5 0.690 US10U 50.745 0.005 2.5 0.643 US2 62.709 0.005 2.5 0.795 US20 32.339 0.005 2.5 0.410 US30 12.216 0.005 2.5 0.155 US5 77.315 0.005 2.5 0.980 VIX -14.707 0.099 2.5 -3.630 WHEAT -143.769 0.005 2.5 -1.907 ===================== Position diags ===================== AUD 3.20 BITCOIN 23.81 BOBL 1.81 BTP 2.94 BUND 0.87 BUXL 0.34 CAC 2.06 CAD 5.06 CANOLA 8.10 CHF 1.56 COCOA 0.39 COFFEE 0.29 COPPER 3.34 CORN 3.95 COTTON2 2.04 CRUDE_W 4.14 DAX 8.76 DOW 6.38 DX 3.19 EUR 2.16 EURIBOR-ICE 13.77 EUROSTX 2.87 FEEDCOW 1.43 GASOIL 1.74 GASOLINE 1.25 GAS_US_mini 23.75 GBP 3.14 GOLD_micro 7.38 HEATOIL 1.22 JGB-SGX-mini 18.36 JPY 1.79 LEANHOG 5.47 LIVECOW 2.77 LUMBER-new 3.86 MILK 1.96 MXP 25.62 NASDAQ_micro 2.03 NIKKEI 7.84 NZD 3.05 OAT 3.27 OATIES 4.06 OJ 0.87 PALLAD 0.65 PLAT 1.94 REDWHEAT 1.34 RICE 3.38 ROBUSTA 0.68 RUSSELL 9.79 SHATZ 5.22 SILVER-mini 1.23 SMI 1.28 SOFR 17.30 SOYBEAN 0.64 SOYMEAL 0.84 SOYOIL 0.97 SP400 0.45 SP500_micro 4.02 SUGAR11 2.87 US10 1.37 US10U 1.00 US2 2.41 US20 0.65 US30 0.43 US5 2.11 VIX 9.08 WHEAT 1.34 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -0.3 -0.7 -0.0 0.0 0 BITCOIN -23.8 -26.1 -21.4 0.0 0 BOBL -0.7 -0.9 -0.5 0.0 0 BTP -0.6 -0.9 -0.3 0.0 0 BUND 0.1 0.0 0.2 0.0 0 BUXL -0.1 -0.2 -0.1 0.0 0 CAC -1.5 -1.7 -1.2 0.0 0 CAD -2.4 -2.9 -1.9 0.0 0 CANOLA -9.8 -10.6 -9.0 -1.0 -1 CHF 0.5 0.3 0.6 3.0 3 COCOA 0.2 0.2 0.2 0.0 0 COFFEE 0.0 0.0 0.1 0.0 0 COPPER -1.7 -2.0 -1.3 -1.0 -1 CORN -6.4 -6.8 -6.0 -3.0 -3 COTTON2 -3.7 -3.9 -3.5 -5.0 -5 CRUDE_W 1.8 1.3 2.2 3.0 3 DAX -2.7 -3.5 -1.8 0.0 0 DOW -1.7 -2.3 -1.0 0.0 0 DX -3.1 -3.5 -2.8 0.0 0 EUR 1.8 1.6 2.1 2.0 2 EURIBOR-ICE 6.9 5.5 8.3 0.0 0 EUROSTX -1.8 -2.1 -1.5 -1.0 -1 FEEDCOW -1.8 -2.0 -1.7 -2.0 -2 GASOIL -1.1 -1.3 -1.0 0.0 0 GASOLINE 0.5 0.3 0.6 0.0 0 GAS_US_mini -12.6 -15.0 -10.2 -16.0 -16 GBP 0.7 0.4 1.0 0.0 0 GOLD_micro 3.0 2.2 3.7 1.0 1 HEATOIL -1.4 -1.5 -1.3 -2.0 -2 JGB-SGX-mini 11.9 10.0 13.7 4.0 4 JPY 0.4 0.3 0.6 2.0 2 LEANHOG 1.4 0.9 2.0 1.0 1 LIVECOW 1.5 1.2 1.7 4.0 4 LUMBER-new -0.6 -1.0 -0.2 -2.0 -2 MILK 1.0 0.8 1.2 NaN 0 MXP -10.5 -13.0 -7.9 -10.0 -10 NASDAQ_micro -1.6 -1.8 -1.4 -1.0 -1 NIKKEI -4.0 -4.8 -3.2 -3.0 -3 NZD -0.0 -0.3 0.3 0.0 0 OAT -0.0 -0.4 0.3 0.0 0 OATIES -3.3 -3.7 -2.9 NaN 0 OJ 0.7 0.7 0.8 1.0 1 PALLAD -0.1 -0.2 -0.1 -1.0 -1 PLAT -0.8 -1.0 -0.7 -1.0 -1 REDWHEAT -2.4 -2.5 -2.2 -2.0 -2 RICE 0.3 -0.0 0.6 NaN 0 ROBUSTA 0.4 0.4 0.5 0.0 0 RUSSELL -2.8 -3.8 -1.8 -2.0 -2 SHATZ -1.4 -1.9 -0.9 NaN 0 SILVER-mini -0.4 -0.5 -0.2 -1.0 -1 SMI 0.9 0.8 1.1 0.0 0 SOFR 13.4 11.7 15.1 NaN 0 SOYBEAN -1.1 -1.1 -1.0 -5.0 -5 SOYMEAL -1.1 -1.2 -1.0 -1.0 -1 SOYOIL -1.2 -1.3 -1.1 0.0 0 SP400 -0.2 -0.2 -0.2 -1.0 -1 SP500_micro -2.4 -2.8 -2.0 0.0 0 SUGAR11 -2.4 -2.7 -2.1 0.0 0 US10 0.7 0.6 0.8 0.0 0 US10U 0.6 0.5 0.7 2.0 2 US2 0.8 0.6 1.0 NaN 0 US20 0.4 0.3 0.5 0.0 0 US30 0.2 0.1 0.2 3.0 3 US5 1.0 0.8 1.2 3.0 3 VIX -3.6 -4.5 -2.7 -2.0 -2 WHEAT -1.9 -2.0 -1.8 -4.0 -4 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.1 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MILK 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -0.5 -0.2 0.1 -0.0 0.1 -0.1 0.0 -0.0 -0.0 0.1 -0.1 -0.1 -0.2 -0.1 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 0.1 -0.0 -0.1 0.5 -0.0 0.1 -0.0 0.0 -0.0 -0.0 -0.0 0.4 -0.6 -0.1 0.2 0.4 -0.2 0.4 -0.0 BITCOIN -0.2 -0.4 -0.5 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 0.3 -0.0 -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 -0.0 0.2 -0.0 -0.2 -0.5 0.1 0.1 0.2 -0.5 -0.2 -0.2 -0.0 BOBL 0.6 0.6 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 -0.2 0.1 -0.0 -0.2 -0.7 -0.7 -0.3 -0.4 BTP 0.3 0.4 0.0 0.1 0.0 0.1 0.1 0.0 0.1 0.1 0.2 0.2 0.5 0.2 0.2 0.0 0.1 0.0 0.0 0.2 0.1 0.1 0.2 0.2 -2.7 0.1 0.1 0.1 0.1 0.1 0.1 0.6 -0.5 -0.6 -0.3 -0.5 -0.7 -0.5 -0.1 0.1 BUND 0.6 0.5 0.2 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 0.0 0.1 0.0 0.1 0.0 0.1 -0.0 0.2 0.1 0.0 0.0 0.0 0.0 0.0 0.1 0.4 -0.2 -0.1 -0.1 -0.2 -0.7 -0.7 -0.3 -0.3 BUXL 0.6 0.3 0.1 0.0 0.0 0.1 0.0 0.0 0.1 0.1 -0.1 0.1 -0.1 0.1 0.1 -0.0 -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 -0.3 -0.2 -0.3 -0.4 -0.7 -0.7 -0.4 -0.3 CAC -0.4 -0.6 -0.6 -0.0 0.0 0.1 -0.0 0.1 -0.0 0.0 -0.2 -0.1 0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 0.0 -0.2 -1.0 -0.1 0.0 -0.1 -0.0 0.0 -0.1 0.4 0.2 0.2 -0.6 -0.6 0.3 0.2 0.1 0.2 CAD -0.1 -0.1 -0.1 -0.0 0.1 -0.1 0.0 -0.0 -0.0 0.2 -0.5 0.1 -0.7 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.3 -0.0 -0.2 -0.1 0.1 -0.2 0.1 -0.2 -0.0 -0.1 0.5 0.1 0.0 -0.3 0.3 -0.2 0.0 -0.1 CANOLA -0.6 -0.1 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 -0.2 -0.2 -0.2 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -2.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.0 0.1 -0.1 -0.1 -0.0 -0.4 0.3 -0.1 CHF 0.6 0.6 0.4 -0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.2 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.0 0.1 -0.1 0.2 0.5 0.0 0.0 0.0 0.0 -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 -0.3 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 -2.6 0.0 0.0 0.1 0.0 0.4 0.0 1.1 0.2 0.2 0.0 0.0 0.6 0.2 0.7 0.4 COFFEE -0.5 -0.2 0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.3 0.0 0.5 -0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.4 0.0 -2.7 0.0 0.0 0.2 0.0 0.4 0.0 0.4 0.5 0.2 0.6 0.5 -0.1 -0.4 0.1 -0.1 COPPER -0.6 -0.6 -0.4 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 0.0 -0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.0 0.1 -0.1 -1.4 -0.0 0.0 -0.0 -0.0 0.0 -0.0 0.3 -0.1 -0.4 -0.2 0.2 0.3 0.1 0.6 0.4 CORN 0.1 -0.6 -0.4 -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 -0.3 -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 -0.2 -0.3 -0.2 -0.0 COTTON2 -0.1 -0.3 -0.6 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -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 -0.1 -2.7 -0.1 -0.0 -0.2 -0.0 -0.1 -0.0 -0.5 0.0 -0.2 0.1 -0.6 -0.3 -0.3 0.1 -0.1 CRUDE_W -0.4 -0.3 -0.4 -0.0 0.0 -0.1 -0.0 0.0 -0.0 0.1 0.1 -0.0 0.4 -0.1 -0.1 0.3 0.3 0.3 0.3 -0.1 -0.0 0.0 0.1 -0.1 -0.3 -0.1 0.0 -0.1 0.0 0.0 -0.0 0.5 0.1 -0.3 -0.0 -0.3 0.5 0.7 0.6 0.7 DAX -0.6 -0.5 -0.6 -0.0 0.0 0.1 -0.0 0.1 -0.0 0.0 0.1 -0.1 0.4 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.0 -0.1 0.2 -0.1 1.2 -0.0 0.0 0.0 -0.0 0.1 -0.1 -0.4 -0.1 0.1 -0.4 -0.5 0.3 0.1 -0.1 0.1 DOW -0.6 -0.1 -0.3 -0.0 0.0 0.1 -0.0 0.1 -0.0 0.0 0.1 -0.0 0.3 -0.0 0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.0 -0.0 0.2 -0.0 -1.1 0.0 0.0 0.1 -0.0 0.1 -0.0 -0.4 0.1 0.3 0.3 0.0 0.4 -0.0 0.1 -0.1 DX -0.4 -0.5 -0.2 -0.0 0.1 -0.1 0.0 -0.0 -0.0 -0.2 0.2 -0.2 0.4 -0.2 -0.2 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 -0.4 -0.6 -0.4 -0.3 0.2 -0.3 0.3 EUR 0.1 0.3 0.1 -0.0 0.1 -0.1 0.0 -0.0 -0.0 0.2 -0.1 0.2 -0.3 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.2 -0.1 0.2 2.7 0.1 0.1 0.1 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 0.2 0.0 0.0 0.0 0.0 0.0 0.0 0.1 -0.0 0.1 0.1 0.1 0.1 -0.0 -0.1 -0.1 -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 -0.0 -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 -0.0 0.1 -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 -0.2 -0.2 -0.0 0.0 -0.0 -0.0 0.1 -0.1 0.3 0.1 0.1 -0.6 -0.5 0.1 0.0 -0.5 -0.0 FEEDCOW -0.6 -0.6 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 -0.1 0.2 -0.4 -0.0 -0.2 -0.2 -0.1 -0.2 -0.2 -0.2 -0.9 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -1.1 -0.5 -0.6 -0.6 -0.2 0.1 0.7 0.3 0.7 GASOIL -0.3 -0.2 -0.4 -0.0 0.0 -0.1 -0.0 0.0 -0.0 0.1 -0.1 -0.1 0.3 -0.1 -0.1 0.0 0.2 0.0 0.1 -0.1 -0.1 -0.0 0.1 -0.1 0.6 -0.1 0.0 -0.1 -0.0 0.0 -0.1 0.0 -0.0 -0.3 -0.1 -0.1 -0.4 -0.5 -0.7 -0.7 GASOLINE -0.2 -0.2 -0.4 -0.0 0.0 -0.1 -0.0 0.0 -0.0 0.0 0.1 -0.0 0.4 -0.1 -0.1 0.4 0.4 0.4 0.4 -0.1 -0.0 -0.0 0.1 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 0.1 -0.0 1.1 -0.1 0.0 0.2 -0.1 0.7 0.7 0.7 0.7 GAS_US_mini -0.0 -0.6 0.4 -0.0 0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.3 0.1 -0.5 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 0.0 -0.5 -0.1 2.7 -0.0 0.0 -0.1 0.0 -0.2 -0.0 -1.1 0.4 0.4 -0.3 0.4 -0.1 -0.4 -0.3 -0.6 GBP -0.4 0.1 0.2 -0.0 0.1 -0.1 0.0 -0.0 -0.0 0.1 0.3 -0.1 0.3 -0.0 0.1 -0.0 -0.0 -0.0 -0.0 0.0 0.1 0.0 0.2 -0.0 -0.1 0.0 0.1 0.1 0.0 0.2 -0.0 0.2 -0.3 -0.3 0.4 0.6 0.3 -0.7 0.2 -0.5 GOLD_micro -0.1 0.1 -0.1 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 0.1 0.3 0.1 0.4 0.1 0.1 -0.2 -0.3 -0.2 -0.2 0.1 0.1 0.1 0.3 0.1 -0.7 0.0 0.0 0.1 0.0 0.2 0.0 -0.7 0.3 0.4 0.6 0.5 0.3 -0.1 0.6 0.1 HEATOIL -0.3 -0.2 -0.4 -0.0 0.0 -0.1 -0.0 0.0 -0.0 0.1 -0.2 -0.0 0.1 -0.1 -0.1 -0.1 0.2 -0.1 -0.0 -0.1 -0.1 -0.0 -0.0 -0.1 -2.7 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.3 -0.1 -0.2 -0.1 -0.4 -0.1 0.2 -0.4 0.1 JGB-SGX-mini 0.6 0.5 -0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.1 -0.0 0.0 0.0 0.3 0.4 0.4 0.4 0.0 0.0 0.1 -0.0 0.1 -0.9 0.0 0.0 0.0 0.0 -0.0 0.0 1.1 0.4 0.2 -0.1 -0.3 -0.2 -0.2 -0.1 0.4 JPY 0.6 0.6 0.4 -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 -0.3 -0.3 -0.3 0.1 -0.0 0.1 -0.2 0.1 2.7 0.0 0.0 -0.0 0.0 -0.1 0.0 -1.1 0.3 0.6 0.6 0.0 -0.7 -0.5 -0.7 -0.5 LEANHOG 0.5 0.1 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.2 -0.0 -0.2 0.0 -0.1 0.4 0.2 0.4 0.4 -0.1 -0.1 -0.0 -0.2 -0.0 0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 1.1 0.1 0.5 0.1 -0.5 -0.0 -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 0.0 0.4 -0.1 0.3 -0.1 0.1 0.3 0.2 0.3 0.3 0.0 0.1 -0.1 0.2 -0.1 -1.6 0.0 0.0 0.1 -0.0 0.2 -0.0 0.9 -0.5 -0.1 0.6 0.6 -0.0 0.7 0.1 0.7 LUMBER-new 0.7 0.4 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.2 0.1 -0.4 0.1 -0.0 -0.4 -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 0.6 0.7 0.6 -0.2 0.1 -0.1 0.3 -0.0 MILK 0.0 0.1 0.6 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.3 0.1 0.1 0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.1 0.1 0.1 0.1 2.4 0.0 0.1 0.1 0.1 0.0 0.0 -1.1 0.5 0.6 0.4 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 0.1 -0.2 -0.0 0.0 -0.1 -0.1 0.2 0.3 0.2 0.3 -0.1 -0.1 -0.0 -0.0 -0.1 -2.7 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 1.1 -0.2 -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 0.1 0.1 -0.0 0.3 -0.1 -0.0 -0.1 -0.2 -0.2 -0.2 -0.0 0.0 -0.0 0.2 -0.1 -2.1 -0.0 0.0 0.0 -0.0 0.1 -0.0 -0.4 0.3 -0.2 -0.3 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 -0.0 -0.0 -0.0 0.1 -0.1 -1.0 -0.0 -0.0 0.0 -0.0 0.0 -0.0 1.1 -0.5 -0.6 -0.4 -0.3 0.3 -0.1 0.1 -0.2 NZD -0.1 -0.3 0.1 -0.0 0.1 -0.1 0.0 -0.0 -0.0 0.0 -0.2 0.1 -0.1 -0.0 -0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.1 -0.0 0.0 -0.0 0.0 -0.1 0.0 -0.0 -0.0 0.2 0.4 0.0 -0.4 0.1 0.3 -0.2 0.3 0.0 OAT 0.6 0.5 -0.1 0.0 0.0 0.1 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 -0.2 -0.5 -0.6 -0.7 -0.2 -0.1 OATIES -0.0 -0.4 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 0.2 0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.0 0.2 -0.2 0.0 0.2 -0.0 0.6 0.3 OJ -0.3 -0.2 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.3 0.0 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 0.1 0.2 0.0 0.5 0.0 0.8 0.5 0.3 0.4 0.6 0.5 0.4 0.7 0.7 PALLAD -0.1 0.0 0.1 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.2 0.0 -0.3 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.2 -0.0 1.8 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.3 0.2 0.1 0.4 0.1 -0.7 -0.7 -0.7 -0.7 PLAT -0.4 -0.4 -0.0 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 0.8 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 0.1 -0.2 -0.2 0.1 0.3 -0.4 -0.3 -0.2 0.1 REDWHEAT -0.1 -0.6 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.4 -0.2 -0.6 -0.2 -0.2 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.5 -0.2 -0.9 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.8 0.3 0.2 -0.5 0.1 -0.7 -0.7 -0.5 -0.6 RICE 0.3 -0.6 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.3 0.0 0.4 -0.0 0.0 -0.1 0.4 0.4 0.4 -0.0 0.0 -0.1 0.2 -0.0 -1.4 0.0 -0.0 0.1 -0.0 0.1 -0.0 1.1 -0.2 0.6 0.4 0.6 -0.7 -0.4 -0.7 -0.4 ROBUSTA -0.6 -0.2 0.1 -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 0.5 0.1 0.6 0.6 0.1 -0.2 0.3 0.1 RUSSELL -0.6 0.1 -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 -0.2 0.2 0.4 0.1 0.2 -0.6 -0.1 -0.7 SHATZ 0.6 0.6 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 -0.1 0.1 -0.2 0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.0 0.1 -0.1 0.2 0.9 0.0 0.0 0.0 0.0 -0.0 0.0 -1.1 -0.0 0.2 0.1 -0.1 -0.7 -0.5 -0.6 -0.4 SILVER-mini -0.6 -0.5 0.0 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 -0.0 0.1 -0.1 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.1 -0.1 0.3 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.1 -0.3 -0.1 0.2 0.1 -0.2 0.2 0.2 SMI -0.6 -0.6 0.1 -0.0 0.0 0.1 -0.0 0.1 -0.0 0.1 0.2 0.0 0.4 -0.0 0.1 -0.1 0.0 -0.1 -0.0 -0.0 0.1 -0.0 0.2 -0.1 1.2 0.0 0.1 0.2 0.0 0.2 0.0 0.5 0.5 0.6 0.3 0.4 0.1 0.1 -0.2 -0.0 SOFR 0.5 0.6 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.1 0.1 0.0 0.1 0.1 0.0 -0.0 -0.0 -0.0 0.2 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 0.3 -0.5 0.7 0.2 SOYBEAN -0.3 -0.5 -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 0.1 -0.1 -0.0 -0.2 -0.1 -0.1 -0.2 -0.2 -2.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.2 -0.5 -0.3 -0.2 -0.7 -0.0 -0.7 SOYMEAL 0.3 -0.4 -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 0.0 0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -2.5 -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 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 0.1 0.0 0.1 0.0 -0.1 -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 -0.4 -0.1 -0.2 -0.2 -0.4 0.1 -0.1 SP400 -0.5 -0.1 -0.4 -0.0 0.0 0.0 -0.0 0.1 -0.0 -0.0 0.1 -0.0 0.3 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.0 0.1 -0.1 -1.1 0.0 0.0 0.1 -0.0 0.1 -0.0 0.0 -0.1 0.3 0.2 -0.0 0.2 -0.3 -0.0 -0.7 SP500_micro -0.6 -0.6 -0.4 -0.0 0.0 0.0 -0.0 0.1 -0.0 0.1 0.2 -0.0 0.4 -0.0 0.0 -0.2 -0.2 -0.2 -0.3 -0.0 0.1 0.0 0.3 -0.1 -1.8 -0.0 0.0 0.1 -0.0 0.2 -0.0 -0.6 0.3 -0.1 -0.1 0.2 0.4 0.1 -0.1 0.0 SUGAR11 -0.2 0.0 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -0.1 0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.3 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 0.2 -0.2 -0.3 0.3 -0.1 -0.1 0.6 0.0 0.7 US10 0.5 0.6 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.1 -0.1 0.1 0.1 -0.2 -0.2 -0.2 -0.1 0.1 0.1 0.1 -0.0 0.1 0.3 0.0 0.0 0.1 0.0 0.0 0.0 -0.4 0.0 0.1 0.0 0.1 0.2 -0.7 0.6 0.1 US10U 0.5 0.5 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.1 0.1 -0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 -0.0 0.2 -0.0 0.0 0.0 0.1 0.0 0.0 0.1 0.0 -0.0 -0.0 -0.1 0.1 0.2 -0.6 0.7 0.5 US2 0.6 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 1.6 0.0 0.0 0.0 0.0 -0.0 0.0 -1.1 0.3 0.3 0.3 0.1 0.1 -0.7 0.2 -0.4 US20 0.5 0.4 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 0.0 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 0.4 0.3 0.5 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 0.1 0.0 0.1 -0.0 0.1 -0.1 0.0 0.0 0.1 0.0 0.0 0.0 -0.1 -0.1 -0.2 -0.2 0.0 0.1 -0.3 0.5 0.7 US5 0.5 0.6 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.1 -0.1 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.1 -0.0 0.2 0.7 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 0.0 -0.1 0.1 -0.1 -0.2 -0.1 -0.5 -0.0 -0.1 -0.6 -0.6 -0.6 -0.6 0.0 -0.0 -0.0 -0.2 0.1 NaN 0.0 -0.0 -0.0 0.0 -0.1 0.1 NaN NaN NaN NaN NaN -0.7 -1.1 NaN NaN WHEAT 0.0 -0.6 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.3 -0.0 -0.4 -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 0.2 -0.4 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 -16.2 -6.6 3.3 -3.5 8.6 -2.9 3.1 -0.6 -2.1 13.8 -4.1 -4.7 -4.3 -12.0 -4.2 -1.9 -2.6 -2.2 -2.4 -7.2 -1.8 5.7 -1.7 -7.1 3.4 -3.6 7.0 -1.0 2.8 -0.3 -3.2 -0.0 15.5 -19.5 -4.1 5.3 11.0 -4.8 12.8 -0.7 BITCOIN -6.3 -12.8 -14.7 -4.1 0.5 -2.8 -0.8 -1.2 -3.0 -1.0 2.7 -4.5 7.5 -4.5 -5.5 -5.4 -7.1 -6.3 -6.9 -5.3 0.3 -6.7 7.3 -7.6 -20.0 -2.5 -1.7 1.0 -3.7 5.4 -3.9 -2.8 -20.0 2.8 4.3 7.7 -14.1 -6.8 -5.0 -0.7 BOBL 20.0 18.9 6.4 3.1 2.5 1.6 3.5 0.1 4.0 3.9 -3.5 8.8 -5.2 9.9 8.4 -20.0 -16.0 -20.0 -20.0 11.6 3.4 11.9 -3.4 15.5 4.4 3.3 1.9 1.3 3.4 -0.2 4.3 -20.0 -6.4 2.4 -0.1 -6.6 -20.0 -19.9 -10.0 -10.8 BTP 10.0 13.5 0.5 5.4 4.3 2.7 6.1 0.3 6.9 15.3 8.4 16.9 13.3 19.1 16.6 1.3 3.9 1.5 2.4 13.9 9.5 15.6 9.0 16.9 -20.0 5.9 7.4 4.2 6.9 4.1 7.1 11.0 -20.0 -20.0 -8.1 -14.6 -19.9 -16.2 -3.9 4.3 BUND 20.0 15.0 5.6 3.4 2.8 1.7 3.9 0.2 4.4 6.1 -2.6 9.5 -1.9 10.7 9.3 6.8 1.3 4.1 1.6 11.0 4.2 11.8 -1.6 14.6 1.0 3.7 2.6 1.8 3.8 0.4 4.7 7.5 -9.3 -2.0 -3.6 -7.6 -20.0 -20.0 -8.7 -10.5 BUXL 18.1 10.5 3.5 3.9 3.1 1.9 4.4 0.2 5.0 6.2 -4.1 9.8 -1.5 10.8 7.7 -0.8 -2.4 -1.8 -2.6 9.0 2.5 11.7 -3.0 13.5 -3.4 3.8 3.1 1.8 4.5 0.4 5.3 1.2 -12.9 -6.6 -9.6 -12.3 -20.0 -20.0 -12.6 -10.0 CAC -11.5 -17.4 -20.0 -0.6 1.6 2.5 -2.9 4.1 -3.7 3.8 -7.9 -7.3 3.5 -10.8 -13.9 -5.6 -1.8 -5.2 -2.9 -18.5 -10.9 -9.1 0.1 -17.7 -7.5 -5.1 0.9 -2.6 -2.4 0.8 -4.8 7.1 8.1 6.4 -20.0 -20.0 8.0 5.2 2.2 5.9 CAD -3.1 -1.8 -3.3 -4.0 9.8 -3.3 3.5 -0.6 -2.4 20.0 -20.0 11.9 -19.2 -4.4 -10.1 -4.9 -3.3 -4.5 -3.9 -8.7 -11.1 11.9 -12.2 -1.0 -1.3 -5.1 9.7 -5.7 6.8 -5.6 -0.8 -1.8 20.0 1.7 0.9 -8.0 9.3 -6.4 0.0 -4.2 CANOLA -19.1 -2.3 4.7 -2.3 -1.7 -1.6 -2.4 -1.0 -2.4 -4.8 -4.6 -6.9 -6.2 -6.3 -5.2 -10.1 -10.2 -12.1 -12.7 -6.7 -4.8 -11.4 -5.5 -10.1 -15.0 -2.2 -2.0 -2.1 -2.4 -2.6 -2.3 -20.0 -1.9 3.5 -2.1 -2.7 -0.4 -11.2 7.9 -4.2 CHF 19.9 19.4 13.6 -2.1 5.1 -1.7 1.8 -0.3 -1.2 -3.2 -4.9 4.4 -6.8 7.5 8.1 -14.6 -16.6 -16.3 -16.4 11.1 2.9 8.2 -2.5 14.2 3.7 3.8 0.3 1.3 3.0 -0.3 4.7 -20.0 20.0 20.0 20.0 15.1 4.6 -11.1 -5.9 -12.0 COCOA -2.5 -10.3 4.4 -2.1 -1.5 -1.4 -2.1 -0.9 -2.2 0.4 1.9 0.0 3.3 -2.9 -3.1 20.0 18.9 20.0 20.0 -0.7 3.1 0.9 7.4 -0.5 -19.3 0.6 0.5 5.1 0.6 10.8 0.0 20.0 6.4 6.0 0.6 0.2 17.0 6.5 20.0 10.6 COFFEE -14.5 -5.1 4.7 -4.9 -3.7 -3.5 -5.1 -2.1 -5.2 1.3 12.0 0.4 12.6 -0.6 9.3 3.7 6.4 4.1 5.6 6.8 12.2 1.1 13.0 2.2 -20.0 2.8 0.7 7.2 0.9 9.8 0.7 7.1 20.0 5.5 17.1 15.7 -3.0 -10.6 4.1 -3.9 COPPER -18.1 -20.0 -12.8 -2.7 0.4 -1.9 -0.5 -0.8 -2.0 1.0 -2.1 -5.1 0.6 -7.9 -8.0 -2.7 -2.6 -1.5 -1.8 -10.1 -2.7 -4.9 2.9 -10.9 -10.7 -2.6 0.3 -0.7 -1.1 0.8 -2.6 5.4 -2.6 -12.1 -7.5 6.3 10.0 3.3 18.7 13.5 CORN 1.7 -18.5 -11.8 -3.6 -2.7 -2.5 -3.7 -1.5 -3.8 -2.3 -11.1 -8.4 -11.8 -11.1 -11.5 -19.8 -14.1 -18.5 -17.5 -15.8 -16.0 -5.6 -14.8 -10.9 -8.3 -3.9 -0.2 -3.9 -1.4 -3.5 -2.7 -20.0 7.8 2.8 -18.4 -8.8 -7.4 -9.5 -5.5 -1.2 COTTON2 -3.1 -9.1 -20.0 -5.0 -3.8 -3.5 -5.1 -2.2 -5.3 -10.1 -17.1 -12.7 -14.6 -14.8 -16.6 -11.3 -1.9 -8.5 -4.8 -19.6 -20.0 -8.1 -18.9 -13.0 -20.0 -5.9 -3.3 -5.7 -3.1 -3.0 -4.3 -8.9 1.4 -6.4 3.4 -18.5 -9.2 -9.4 3.2 -2.5 CRUDE_W -11.0 -9.2 -10.9 -4.4 1.7 -2.4 -0.2 0.4 -3.8 9.0 2.1 -0.6 11.6 -7.2 -5.4 12.5 12.7 13.5 13.3 -6.9 -1.5 2.1 4.3 -6.7 -2.6 -5.2 2.8 -3.4 0.7 0.2 -3.6 9.7 3.6 -8.0 -1.1 -8.3 14.9 20.0 16.6 20.0 DAX -17.2 -15.9 -17.0 -0.6 1.5 2.3 -2.6 3.7 -3.3 2.5 3.1 -5.0 9.9 -7.4 -7.8 -7.3 -10.7 -8.9 -10.0 -9.1 -0.8 -7.4 6.9 -12.8 8.7 -3.2 1.1 0.5 -3.0 3.9 -4.8 -7.4 -2.4 3.4 -12.1 -14.1 10.3 4.1 -3.6 4.1 DOW -17.1 -1.9 -10.6 -0.5 1.2 1.9 -2.2 3.1 -2.7 4.2 3.4 -2.6 9.0 -3.5 0.2 -8.7 -11.1 -10.2 -10.9 0.5 3.6 -1.0 6.3 -2.8 -8.5 1.0 2.9 2.6 -0.6 4.1 -0.8 -8.4 4.2 10.7 8.3 0.1 12.3 -0.4 2.3 -3.9 DX -12.0 -16.9 -7.0 -3.1 7.6 -2.6 2.7 -0.5 -1.8 -17.5 6.5 -17.5 12.3 -17.9 -14.5 6.6 7.0 7.1 7.1 -12.9 -2.8 -20.0 4.4 -20.0 -20.0 -5.5 -8.1 -1.4 -8.8 1.5 -8.3 16.5 -20.0 -11.9 -17.8 -11.3 -7.6 5.4 -8.8 8.2 EUR 3.8 10.6 4.5 -3.6 8.7 -2.9 3.1 -0.6 -2.1 20.0 -4.0 18.8 -9.4 18.1 15.0 -7.1 -7.2 -7.4 -7.3 8.6 2.3 19.8 -2.2 14.3 20.0 5.4 14.8 2.5 11.7 0.5 8.5 -8.1 20.0 20.0 20.0 12.9 2.9 -17.4 -1.3 -17.8 EURIBOR-ICE 20.0 20.0 5.0 2.7 2.2 1.3 3.0 0.1 3.4 6.3 -0.8 8.6 1.5 9.4 8.2 -0.2 -4.1 -2.6 -3.4 13.0 6.0 13.0 1.7 16.2 12.7 3.0 2.3 1.5 3.2 0.6 3.8 -0.8 -4.7 2.3 3.8 -4.1 -20.0 -20.0 -6.2 1.4 EUROSTX -17.3 -19.9 -20.0 -0.6 1.4 2.2 -2.6 3.6 -3.2 4.0 3.3 -5.3 9.4 -9.1 -9.6 -3.7 -2.7 -4.7 -4.1 -11.5 -2.7 -6.9 6.4 -13.9 -1.7 -3.7 1.3 -0.1 -2.4 3.4 -4.7 4.9 5.6 1.9 -17.0 -16.5 1.7 0.9 -13.8 -1.0 FEEDCOW -20.0 -18.6 -6.6 -5.4 -4.1 -3.8 -5.6 -2.3 -5.8 -5.8 -6.1 -12.7 -6.1 -15.3 -10.9 9.2 -20.0 -1.4 -12.0 -20.0 -13.1 -20.0 -5.7 -20.0 -6.7 -5.2 -0.6 -2.9 -5.7 -0.9 -7.0 -20.0 -20.0 -20.0 -20.0 -7.3 1.8 20.0 8.8 20.0 GASOIL -10.4 -7.6 -13.7 -4.1 1.6 -2.2 -0.2 0.3 -3.5 6.3 -4.2 -5.0 9.3 -11.8 -10.6 2.2 10.1 0.9 4.1 -10.8 -5.6 -4.5 2.3 -11.6 4.4 -5.1 1.2 -2.9 -2.3 0.3 -5.5 0.1 -0.6 -8.4 -2.1 -3.2 -12.1 -14.9 -20.0 -20.0 GASOLINE -6.6 -5.1 -10.9 -4.2 1.6 -2.3 -0.2 0.4 -3.6 0.5 3.3 -1.6 10.5 -6.8 -7.4 20.0 20.0 20.0 20.0 -5.3 -1.0 -2.1 5.3 -5.5 -20.0 -4.5 -1.8 -2.7 -1.1 1.8 -3.5 20.0 -4.8 1.0 6.6 -4.4 20.0 20.0 20.0 20.0 GAS_US_mini -0.7 -19.7 12.9 -3.0 1.1 -1.6 -0.1 0.3 -2.6 12.2 -12.3 5.9 -13.3 -9.6 -11.6 -20.0 -20.0 -20.0 -20.0 -11.6 -12.2 4.8 -18.2 -5.7 20.0 -2.9 4.3 -3.3 2.6 -4.7 -1.1 -20.0 16.5 10.9 -10.1 12.7 -4.0 -11.6 -9.1 -17.8 GBP -13.9 3.4 6.2 -3.7 9.1 -3.1 3.3 -0.6 -2.2 13.3 12.5 -5.5 8.0 -2.4 10.1 -0.4 -0.7 -0.6 -0.7 4.1 7.3 1.9 7.0 -1.3 -0.6 2.5 7.2 5.1 0.6 5.1 -1.2 3.1 -11.4 -9.2 13.7 20.0 7.8 -20.0 7.3 -13.8 GOLD_micro -2.0 1.6 -2.3 -3.6 0.5 -2.5 -0.7 -1.0 -2.7 6.2 10.0 5.6 10.4 6.1 5.4 -11.4 -13.3 -11.7 -12.3 7.0 10.0 7.5 11.9 6.4 -4.9 1.8 4.0 4.2 4.2 6.9 2.5 -12.8 11.5 13.8 20.0 14.5 9.3 -4.1 17.3 2.2 HEATOIL -9.0 -5.9 -11.0 -4.3 1.6 -2.3 -0.2 0.4 -3.6 6.4 -9.0 -3.8 3.7 -11.1 -10.3 -4.7 7.6 -4.7 -0.3 -10.7 -7.2 -3.5 -1.2 -10.6 -20.0 -5.8 1.2 -4.8 -1.5 -1.3 -4.8 -5.8 -4.0 -6.9 -2.2 -11.1 -2.4 5.8 -12.4 2.2 JGB-SGX-mini 20.0 16.3 -1.2 2.0 1.6 1.0 2.2 0.1 2.5 4.8 -1.6 5.0 -0.6 4.3 2.0 15.6 18.5 18.7 18.5 4.5 0.7 9.4 -0.5 8.7 -7.1 1.5 1.9 0.0 3.1 -0.6 3.0 20.0 16.3 4.8 -3.1 -7.9 -5.0 -4.9 -2.7 12.5 JPY 20.0 20.0 11.7 -1.3 3.2 -1.1 1.2 -0.2 -0.8 -1.4 -3.7 4.7 -6.9 6.1 3.7 -12.2 -15.8 -14.0 -14.8 8.3 -0.3 8.7 -6.8 13.2 20.0 1.9 0.3 -0.0 2.1 -1.4 3.1 -20.0 12.8 20.0 18.5 1.2 -20.0 -15.8 -20.0 -15.3 LEANHOG 14.2 2.2 -20.0 -3.5 -2.6 -2.4 -3.6 -1.5 -3.7 -3.6 -7.0 -3.7 -6.0 2.3 -7.0 20.0 8.1 20.0 20.0 -7.7 -10.3 -4.3 -8.7 -3.7 3.3 -2.6 -0.6 -3.3 -1.7 -2.5 -1.4 20.0 3.1 15.2 4.6 -16.3 -1.0 -6.7 3.3 3.2 LIVECOW -19.3 -3.1 11.4 -6.4 -4.8 -4.5 -6.5 -2.7 -6.8 3.8 13.7 -9.9 8.4 -7.1 8.8 14.2 10.2 13.2 13.7 2.3 9.5 -9.2 9.2 -9.6 -11.9 0.5 2.5 3.9 -3.9 5.1 -4.2 17.3 -20.0 -2.2 20.0 20.0 -0.9 20.0 4.0 20.0 LUMBER-new 20.0 10.4 -9.3 -3.5 -2.6 -2.4 -3.6 -1.4 -3.7 8.4 -7.9 9.9 -8.8 8.0 -2.4 -17.1 -17.4 -17.1 -17.4 -1.2 -7.6 8.3 -8.3 6.1 NaN -0.1 3.2 -3.5 3.8 -3.9 3.1 -20.0 20.0 20.0 16.3 -5.9 3.6 -3.9 8.7 -1.2 MILK 0.6 2.3 20.0 -5.0 -3.8 -3.5 -5.1 -2.2 -5.3 14.6 12.2 13.3 1.4 8.7 12.4 -20.0 -20.0 -20.0 -20.0 11.7 13.0 13.1 3.5 9.6 18.0 4.4 7.3 5.2 5.5 0.9 3.5 -20.0 20.0 20.0 13.5 20.0 -3.6 -20.0 0.9 -20.0 MXP -15.8 -8.1 -20.0 -1.6 3.9 -1.3 1.4 -0.3 -1.0 7.0 -5.8 -3.6 0.1 -5.4 -7.3 10.0 14.7 11.2 12.7 -10.6 -7.6 -3.7 -1.1 -9.5 -20.0 -3.2 1.0 -2.3 -1.1 -0.3 -2.8 20.0 -8.7 -17.9 -5.7 -19.8 17.6 12.6 20.0 19.2 NASDAQ_micro -20.0 -20.0 -12.1 -0.4 0.9 1.4 -1.6 2.3 -2.1 6.1 3.1 -1.6 7.0 -4.7 -0.9 -7.3 -10.4 -9.5 -10.2 -3.5 2.3 -0.6 6.2 -6.4 -15.5 -0.7 2.1 1.4 -0.3 3.0 -1.9 -7.2 12.8 -5.6 -8.7 3.8 2.9 5.8 -5.8 3.9 NIKKEI -20.0 -20.0 -20.0 -0.3 0.8 1.3 -1.4 2.0 -1.8 2.8 2.1 -0.9 4.9 -3.0 -2.2 9.2 10.2 10.6 10.0 -4.4 -0.5 -3.8 2.5 -7.0 -7.9 -1.6 -1.5 0.1 -3.4 1.3 -3.3 20.0 -20.0 -20.0 -11.8 -10.2 8.8 -1.9 3.2 -4.9 NZD -2.6 -10.2 1.9 -2.9 7.0 -2.4 2.5 -0.5 -1.7 3.9 -7.1 6.3 -4.1 -2.9 -5.4 -0.1 0.1 -0.1 -0.0 -6.1 -4.2 7.7 -2.9 -1.5 0.2 -3.0 3.6 -2.0 4.1 -1.0 -0.6 4.4 18.3 0.5 -11.4 2.9 9.3 -5.0 7.7 0.0 OAT 17.8 14.8 -3.7 3.8 3.1 1.9 4.3 0.2 4.8 11.4 -6.0 12.4 -3.1 13.0 7.8 0.8 3.7 0.8 1.9 7.4 -0.3 13.5 -4.3 13.6 2.5 3.2 5.1 0.7 5.6 -0.4 5.5 10.5 -12.0 -9.4 -7.5 -16.0 -19.2 -19.9 -5.1 -1.6 OATIES -1.0 -12.0 -17.9 -3.3 -2.5 -2.4 -3.4 -1.4 -3.6 -9.9 -9.5 -9.6 -10.1 -8.4 -10.2 10.1 2.0 5.3 4.0 -11.4 -12.7 -7.3 -11.1 -8.0 -20.0 -3.2 -2.5 -3.0 -2.3 -2.3 -2.5 1.4 -0.5 5.8 -5.7 0.0 7.0 -0.6 18.5 9.0 OJ -9.6 -6.7 -1.4 -5.1 -3.9 -3.6 -5.3 -2.2 -5.5 10.2 11.6 2.8 14.2 -3.1 7.2 7.2 11.6 8.3 9.1 7.0 15.7 5.5 20.0 2.2 -20.0 2.3 6.4 7.0 2.5 13.6 0.5 14.1 20.0 9.2 13.6 20.0 13.7 10.5 20.0 20.0 PALLAD -3.9 0.3 4.3 -2.5 0.3 -1.7 -0.5 -0.7 -1.9 6.9 -6.5 3.0 -8.1 -4.1 -5.3 -1.8 -2.1 -1.8 -1.9 -3.8 -4.6 2.3 -7.7 -2.0 13.7 -2.3 2.8 -2.7 1.1 -3.3 -1.1 5.9 6.8 2.9 11.4 1.8 -20.0 -20.0 -20.0 -20.0 PLAT -10.8 -12.1 -0.6 -3.4 0.4 -2.4 -0.6 -1.0 -2.5 -4.4 -4.0 -6.8 -4.2 -8.9 -8.4 -4.8 -4.4 -5.0 -4.8 -6.5 -2.2 -5.6 -0.4 -8.2 5.8 -3.5 -1.2 -1.9 -2.2 -0.4 -3.5 1.4 -10.3 -6.5 2.8 9.1 -11.0 -9.4 -5.1 2.1 REDWHEAT -1.8 -20.0 -10.7 -5.5 -4.2 -3.9 -5.7 -2.4 -5.9 -14.4 -15.0 -14.3 -16.0 -17.0 -17.8 -11.1 -5.3 -10.4 -8.1 -20.0 -19.0 -9.2 -18.6 -15.5 -6.4 -5.2 -2.3 -4.3 -2.5 -3.8 -3.9 -14.8 12.9 7.0 -16.4 3.9 -20.0 -20.0 -14.5 -18.7 RICE 10.4 -17.0 -2.4 -5.2 -3.9 -3.6 -5.3 -2.2 -5.5 -2.4 9.7 2.9 12.5 -1.0 2.7 -7.1 20.0 20.0 20.0 -1.3 2.8 -5.9 8.2 -2.7 -10.3 1.5 -3.1 2.4 -3.4 3.1 -0.2 20.0 -6.9 20.0 11.0 20.0 -20.0 -12.5 -20.0 -11.4 ROBUSTA -19.6 -7.0 2.3 -3.4 -2.5 -2.4 -3.5 -1.4 -3.6 4.8 9.8 1.7 10.3 3.2 7.9 20.0 20.0 20.0 20.0 8.8 15.0 3.9 18.4 4.1 -20.0 3.4 1.9 6.4 1.6 9.0 1.7 20.0 20.0 3.8 20.0 20.0 2.3 -5.7 8.9 2.2 RUSSELL -19.7 4.1 -2.6 -0.4 1.0 1.5 -1.7 2.4 -2.2 -3.2 3.0 -5.3 6.2 -3.9 -0.1 -5.1 -6.6 -6.2 -6.5 0.5 2.7 -6.9 3.1 -4.6 -0.8 1.2 -0.7 1.9 -1.8 1.8 -0.6 -0.7 -7.9 7.6 12.7 3.8 4.5 -19.2 -2.6 -20.0 SHATZ 20.0 20.0 17.4 2.5 2.0 1.2 2.8 0.1 3.2 1.8 -3.1 6.5 -5.4 7.5 7.2 -20.0 -20.0 -20.0 -20.0 11.3 2.9 10.5 -5.3 14.5 6.9 2.7 1.1 0.9 2.5 -0.7 3.4 -20.0 -1.9 5.9 4.1 -3.3 -20.0 -16.0 -17.3 -11.0 SILVER-mini -20.0 -15.8 0.6 -2.9 0.4 -2.1 -0.6 -0.8 -2.2 -0.9 3.1 -5.9 4.6 -7.6 -5.2 -5.4 -6.4 -5.7 -6.0 -5.5 1.9 -5.9 5.5 -9.2 2.1 -2.7 -0.4 -0.4 -1.8 1.4 -3.1 -1.4 -5.0 -10.7 -1.8 7.4 2.7 -5.5 7.5 6.1 SMI -20.0 -17.4 3.6 -0.5 1.3 2.0 -2.3 3.3 -2.9 7.6 8.5 0.2 10.4 -1.7 5.0 -2.6 0.5 -2.9 -1.6 -0.4 6.2 -0.7 8.3 -5.3 9.3 4.0 7.1 6.1 4.3 6.5 3.0 10.0 20.0 20.0 8.2 12.6 3.7 1.8 -7.1 -1.4 SOFR 15.0 20.0 17.7 3.3 2.7 1.7 3.8 0.2 4.2 6.5 5.2 8.3 0.8 10.1 11.0 0.5 -1.1 -0.9 -1.2 15.5 9.1 14.7 1.8 17.3 -3.8 4.0 3.1 2.7 4.0 1.2 4.5 3.6 -0.6 1.4 2.4 7.3 10.3 -14.0 20.0 5.4 SOYBEAN -8.0 -16.2 -13.3 -2.8 -2.1 -2.0 -2.9 -1.2 -3.0 -7.3 -9.1 -8.6 -7.3 -9.1 -9.3 -8.0 3.9 -4.6 -1.4 -14.8 -12.3 -15.9 -9.0 -15.2 -16.9 -3.2 -3.6 -2.7 -3.5 -1.8 -3.3 -1.4 -10.3 -7.1 -15.1 -9.1 -5.9 -20.0 -1.0 -20.0 SOYMEAL 8.1 -11.7 -7.8 -2.8 -2.1 -2.0 -2.9 -1.2 -3.0 -6.6 -8.1 -6.1 -8.0 -6.9 -7.9 -2.7 5.6 1.9 2.9 -8.6 -8.3 -10.3 -7.1 -8.2 -18.4 -2.4 -3.7 -2.0 -3.3 -1.4 -2.5 3.5 -2.9 5.9 -7.3 3.4 -20.0 -20.0 -20.0 -20.0 SOYOIL -20.0 -3.8 -2.0 -2.5 -1.9 -1.8 -2.6 -1.1 -2.7 -7.0 -7.0 -7.4 -7.7 -7.7 -7.1 6.0 1.4 3.6 1.2 -8.6 -6.9 -11.8 -7.1 -11.2 -18.0 -2.6 -3.4 -2.1 -3.4 -1.8 -3.2 -2.1 -9.3 -11.9 -2.5 -5.7 -6.3 -10.8 3.3 -1.9 SP400 -14.5 -4.6 -12.5 -0.4 1.1 1.7 -2.0 2.8 -2.5 -1.0 3.9 -4.5 7.7 -4.5 -2.3 -5.3 -5.8 -5.6 -5.8 -1.4 2.0 -4.6 4.6 -4.8 -8.2 0.9 0.5 2.3 -1.7 3.2 -1.1 0.7 -3.5 9.3 7.6 -0.2 6.4 -8.5 -0.5 -20.0 SP500_micro -20.0 -20.0 -11.3 -0.5 1.1 1.8 -2.0 2.9 -2.6 7.4 6.7 -1.0 9.8 -3.9 1.7 -9.5 -12.4 -12.0 -12.5 -1.5 5.1 0.5 9.3 -5.4 -13.7 -0.2 3.3 2.7 -0.3 4.6 -2.0 -10.9 12.3 -3.6 -3.5 5.6 10.6 3.3 -2.7 1.4 SUGAR11 -7.5 0.3 -5.0 -4.3 -3.3 -3.1 -4.5 -1.9 -4.6 -8.0 -12.1 -9.3 -10.5 -10.5 -10.2 -4.2 7.2 -2.6 1.4 -9.5 -11.1 -7.8 -9.8 -9.4 -20.0 -3.6 -3.6 -4.8 -3.2 -4.4 -3.5 4.3 -7.0 -8.9 8.8 -3.6 -3.2 18.4 0.5 20.0 US10 16.1 19.7 18.4 2.6 2.1 1.3 3.0 0.1 3.3 4.0 3.0 6.2 -2.4 7.5 8.1 -8.1 -7.5 -7.6 -7.4 10.8 5.6 11.2 -0.7 12.9 2.1 3.0 2.4 1.9 3.2 0.6 3.6 -7.2 1.6 2.6 1.3 4.3 5.4 -20.0 18.6 4.0 US10U 15.2 16.6 18.0 3.6 2.9 1.8 4.0 0.2 4.5 6.1 3.0 8.6 -3.4 10.0 10.8 -3.1 -2.9 -3.9 -3.7 12.7 6.2 14.1 -1.7 15.7 -0.0 4.1 3.5 2.6 4.5 0.8 4.9 0.0 -0.6 -0.0 -2.2 3.6 5.7 -17.2 20.0 13.5 US2 18.7 20.0 20.0 2.4 1.9 1.2 2.7 0.1 3.0 2.7 -0.5 5.5 -5.5 6.9 6.9 -20.0 -20.0 -20.0 -20.0 11.2 4.3 10.9 -3.3 13.9 12.0 2.6 1.5 1.2 2.8 -0.1 3.3 -20.0 11.5 9.6 9.1 3.3 2.7 -20.0 6.8 -10.9 US20 14.2 12.3 16.3 2.5 2.0 1.2 2.8 0.1 3.1 3.4 2.5 5.4 -0.4 6.2 7.0 -1.0 -0.8 -0.9 -0.8 7.7 4.1 9.2 -0.5 9.7 -1.5 2.8 2.6 2.1 3.1 0.9 3.3 4.3 -1.6 -1.8 -3.7 3.2 5.0 -10.4 20.0 20.0 US30 12.5 9.6 15.4 2.8 2.2 1.4 3.2 0.1 3.6 3.2 1.3 5.8 -1.8 6.2 6.9 -3.4 -4.9 -4.0 -4.5 6.8 3.1 9.0 -1.6 9.1 -0.9 3.1 3.1 2.2 3.5 0.8 3.6 -2.5 -3.9 -5.5 -7.3 0.7 1.9 -9.7 15.5 20.0 US5 16.8 20.0 19.7 2.7 2.2 1.3 3.1 0.1 3.4 3.4 2.3 6.3 -4.1 7.9 8.4 -12.4 -10.8 -11.6 -11.0 12.3 6.0 12.0 -1.3 14.6 5.5 3.1 2.1 1.8 3.2 0.4 3.7 -13.0 4.1 5.0 4.6 5.0 5.8 -20.0 15.1 -2.8 VIX 20.0 20.0 20.0 1.6 -0.5 -0.2 2.1 -1.4 3.0 -7.7 -5.5 -3.8 -9.1 -1.2 -3.2 -20.0 -20.0 -20.0 -20.0 2.6 -0.3 -2.2 -3.6 3.1 NaN 1.8 -0.5 -0.2 2.2 -1.7 3.2 NaN NaN NaN NaN NaN -13.9 -20.0 NaN NaN WHEAT 0.6 -20.0 -10.7 -3.8 -2.9 -2.7 -3.9 -1.7 -4.1 -4.1 -9.9 -3.1 -10.3 -10.0 -11.9 -16.7 -14.8 -16.4 -15.9 -15.1 -13.0 -3.8 -11.5 -9.5 1.8 -3.4 -0.9 -2.7 -1.0 -2.1 -2.2 -20.0 13.6 6.5 -12.6 3.3 -17.0 -20.0 -14.9 -20.0 End of report for caleb_strategy_v3