******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240820_203931 produced at 2024-08-20 21:38:00.863424 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 False 0.03 0.00 -0.11 0.0 999.00 -999.00 0.00 0.00 -3.16 999999999.0 0 0 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -2.00 24.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.04 -0.08 -0.07 0.0 0.31 -0.31 -0.08 -0.08 -1.89 8.0 -2 -2 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -27.09 59.0 0 0 caleb_strategy_v3 HEATOIL False False 0.03 -0.07 -0.06 0.0 0.10 -0.10 -0.07 -0.07 -1.75 3.0 -2 -2 caleb_strategy_v3 MXP False False 0.01 -0.05 -0.06 0.0 0.54 -0.54 -0.05 -0.05 -6.72 60.0 -6 -6 caleb_strategy_v3 BOBL False False 0.05 0.00 -0.04 0.0 0.86 -0.86 0.00 0.00 -0.90 19.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.07 -0.04 0.0 0.13 -0.13 -0.07 -0.07 -3.05 11.0 -6 -6 caleb_strategy_v3 CORN False False 0.01 -0.02 -0.04 0.0 0.08 -0.08 -0.02 -0.02 -6.47 12.0 -3 -3 caleb_strategy_v3 COPPER False False 0.04 0.00 -0.03 0.0 999.00 -999.00 0.00 0.00 -0.83 999999999.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.02 -0.03 0.0 999.00 -999.00 -0.02 -0.02 -4.75 999999999.0 -3 -3 caleb_strategy_v3 CANOLA False False 0.00 -0.00 -0.03 0.0 0.15 -0.15 -0.00 -0.00 -11.13 51.0 -1 -1 caleb_strategy_v3 CAC True False 0.03 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -1.16 12.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 -0.02 -0.03 0.0 0.32 -0.32 -0.02 -0.02 -2.85 36.0 -2 -2 caleb_strategy_v3 REDWHEAT False False 0.01 -0.02 -0.03 0.0 0.08 -0.08 -0.02 -0.02 -2.67 8.0 -2 -2 caleb_strategy_v3 GASOIL False False 0.02 -0.02 -0.03 0.0 0.10 -0.10 -0.02 -0.02 -1.37 4.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.00 -0.02 0.0 0.32 -0.32 0.00 0.00 -1.32 23.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.21 2.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.10 -0.02 0.0 0.12 -0.12 -0.10 -0.10 -1.13 7.0 -6 -6 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.02 -0.02 0.0 0.00 -0.02 -0.02 -0.02 -10.57 26.0 -11 -11 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.02 0.0 0.09 -0.09 -0.04 -0.04 -2.16 9.0 -4 -4 caleb_strategy_v3 EUROSTX False False 0.02 -0.02 -0.02 0.0 0.37 -0.37 -0.02 -0.02 -1.02 20.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 -0.02 0.0 0.12 -0.12 0.00 0.00 -2.62 18.0 0 0 caleb_strategy_v3 SP400 False False 0.10 0.00 -0.02 0.0 0.21 -0.21 0.00 0.00 -0.15 2.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 -0.02 0.0 0.74 -0.74 0.00 0.00 -0.93 29.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.02 0.0 0.47 -0.47 0.00 0.00 -1.67 48.0 0 0 caleb_strategy_v3 BTP False False 0.05 0.00 -0.01 0.0 0.46 -0.46 0.00 0.00 -0.32 10.0 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 RUSSELL False False 0.00 -0.04 -0.01 0.0 0.25 -0.25 -0.04 -0.04 -2.44 68.0 -12 -12 caleb_strategy_v3 SOYOIL False False 0.01 0.00 -0.01 0.0 0.08 -0.08 0.00 0.00 -1.26 10.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.01 0.0 0.10 -0.10 -0.01 -0.01 -1.13 9.0 -1 -1 caleb_strategy_v3 PLAT False False 0.02 -0.02 -0.01 0.0 0.17 -0.17 -0.02 -0.02 -0.52 10.0 -1 -1 caleb_strategy_v3 COFFEE False False 0.03 0.00 0.00 0.0 0.19 -0.19 0.00 0.00 0.14 6.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.00 0.0 0.41 -0.41 0.00 0.00 0.13 58.0 0 0 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.00 0.0 0.06 -0.06 0.00 0.00 -0.13 2.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.00 -0.01 -0.00 0.0 0.01 -0.01 -0.01 -0.01 -0.69 3.0 -2 -2 caleb_strategy_v3 DOW False False 0.01 0.00 -0.00 0.0 0.47 -0.47 0.00 0.00 -0.27 66.0 0 0 caleb_strategy_v3 RICE False True 0.01 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.33 4.0 0 0 caleb_strategy_v3 OAT False False 0.05 0.00 0.00 0.0 0.48 -0.48 0.00 0.00 0.05 10.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.00 0.00 0.0 0.51 -0.51 0.00 0.00 0.03 10.0 0 0 caleb_strategy_v3 GASOLINE False False 0.03 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.15 999999999.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.03 -0.03 0.00 0.0 999.00 -999.00 -0.03 -0.03 0.06 999999999.0 -1 -1 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.01 0.0 0.37 -0.37 0.02 0.02 0.68 23.0 1 1 caleb_strategy_v3 US30 False False 0.05 0.14 0.01 0.0 0.28 -0.28 0.14 0.14 0.22 6.0 3 3 caleb_strategy_v3 LIVECOW False False 0.02 0.10 0.01 0.0 0.41 -0.41 0.10 0.10 0.49 17.0 4 4 caleb_strategy_v3 JPY False False 0.03 0.03 0.01 0.0 0.51 -0.51 0.03 0.03 0.33 17.0 1 1 caleb_strategy_v3 CHF False False 0.05 0.10 0.01 0.0 0.66 -0.66 0.10 0.10 0.22 13.0 2 2 caleb_strategy_v3 COCOA False False 0.03 0.00 0.01 0.0 0.69 -0.69 0.00 0.00 0.29 26.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.00 0.02 0.0 0.45 -0.45 0.00 0.00 0.98 21.0 0 0 caleb_strategy_v3 MILK False False 0.02 0.00 0.02 0.0 0.08 -0.08 0.00 0.00 1.22 5.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 0.01 0.02 0.0 0.12 -0.12 0.01 0.01 1.78 13.0 1 1 caleb_strategy_v3 US20 False True 0.04 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.49 9.0 0 0 caleb_strategy_v3 US2 False True 0.07 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.31 13.0 0 0 caleb_strategy_v3 US10 False False 0.04 0.00 0.02 0.0 0.67 -0.67 0.00 0.00 0.62 17.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.02 0.02 0.0 0.07 -0.07 0.02 0.02 1.04 3.0 1 1 caleb_strategy_v3 US5 False False 0.04 0.11 0.03 0.0 0.94 -0.94 0.11 0.11 0.74 25.0 3 3 caleb_strategy_v3 US10U False False 0.04 0.04 0.03 0.0 0.53 -0.53 0.04 0.04 0.71 13.0 1 1 caleb_strategy_v3 AUD False False 0.02 0.07 0.03 0.0 0.44 -0.44 0.07 0.07 1.33 19.0 3 3 caleb_strategy_v3 CRUDE_W False False 0.02 0.05 0.03 0.0 0.12 -0.12 0.05 0.05 1.14 5.0 2 2 caleb_strategy_v3 GOLD_micro False False 0.01 0.00 0.04 0.0 0.49 -0.49 0.00 0.00 4.45 56.0 0 0 caleb_strategy_v3 SMI False True 0.05 0.00 0.06 0.0 0.00 0.00 0.00 0.00 1.15 9.0 0 0 caleb_strategy_v3 GBP False False 0.03 0.03 0.07 0.0 0.62 -0.62 0.03 0.03 2.38 22.0 1 1 caleb_strategy_v3 EUR False False 0.05 0.10 0.10 0.0 0.67 -0.67 0.10 0.10 2.12 14.0 2 2 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.14 0.35 0.0 0.14 0.00 0.14 0.14 10.44 16.0 4 4 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 0.51 0.0 0.94 -0.94 0.00 0.00 5.48 10.0 0 0 caleb_strategy_v3 SOFR False True 0.08 0.00 1.08 0.0 0.00 0.00 0.00 0.00 12.95 11.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 7.4 Shocked risk 14.7 Sum abs risk 33.3 Leverage 3.59 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2895585.54, 'annual_cash_vol_target': 723896.385, 'daily_cash_vol_target': 45243.5240625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0039 0.6750 0.5776 9.2419 BITCOIN 2012.4546 59940.0000 3.3574 53.7192 BOBL 0.2455 117.8800 0.2083 3.3328 BTP 0.4785 119.5100 0.4004 6.4061 BUND 0.4965 134.5800 0.3689 5.9027 BUXL 1.2184 136.9600 0.8896 14.2335 CAC 66.8574 7506.5000 0.8907 14.2506 CAD 0.0024 0.7347 0.3213 5.1413 CANOLA 9.1111 576.9000 1.5793 25.2691 CHF 0.0063 1.1725 0.5402 8.6429 COCOA 231.1052 7631.0000 3.0285 48.4561 COFFEE 4.6495 246.1000 1.8893 30.2284 COPPER 0.0587 4.1540 1.4124 22.5979 CORN 5.5953 398.5000 1.4041 22.4655 COTTON2 0.9698 69.3000 1.3994 22.3910 CRUDE_W 1.1731 72.0100 1.6291 26.0662 DAX 161.6193 18415.0000 0.8777 14.0424 DOW 317.2474 40965.0000 0.7744 12.3910 DX 0.4139 100.9350 0.4101 6.5616 EUR 0.0045 1.1134 0.4034 6.4543 EURIBOR-ICE 0.0440 97.8400 0.0449 0.7188 EUROSTX 48.9644 4870.0000 1.0054 16.0869 FEEDCOW 2.1310 228.0000 0.9347 14.9546 GASOIL 11.6428 700.2500 1.6627 26.6026 GASOLINE 0.0368 2.0465 1.7965 28.7436 GAS_US_mini 0.0854 2.3350 3.6575 58.5208 GBP 0.0061 1.3035 0.4654 7.4457 GOLD_micro 21.0517 2528.3000 0.8326 13.3223 HEATOIL 0.0383 2.2974 1.6673 26.6765 JGB-SGX-mini 0.3734 144.9200 0.2577 4.1225 JPY 0.0001 0.0069 0.7936 12.6979 LEANHOG 1.2319 68.2250 1.8056 28.8901 LIVECOW 1.4674 175.6250 0.8355 13.3683 LUMBER-new 9.0640 523.5000 1.7314 27.7027 MILK 0.2772 21.7900 1.2723 20.3573 MXP 0.0005 0.0524 0.9898 15.8375 NASDAQ_micro 247.9240 19850.7500 1.2489 19.9830 NIKKEI 889.3890 37700.0000 2.3591 37.7460 NZD 0.0041 0.6156 0.6724 10.7582 OAT 0.4412 126.6000 0.3485 5.5763 OATIES 5.4156 316.0000 1.7138 27.4205 OJ 7.1093 441.2500 1.6112 25.7787 PALLAD 22.9976 916.5000 2.5093 40.1485 PLAT 16.1323 956.9000 1.6859 26.9743 REDWHEAT 8.9323 562.2500 1.5887 25.4187 RICE 0.1663 15.0150 1.1075 17.7195 ROBUSTA 75.4940 4624.0000 1.6327 26.1225 RUSSELL 30.1792 2155.0000 1.4004 22.4068 SHATZ 0.0847 106.2400 0.0797 1.2757 SILVER-mini 0.5125 29.8500 1.7168 27.4681 SMI 98.5037 12261.0000 0.8034 12.8542 SOFR 0.0643 96.9000 0.0664 1.0616 SOYBEAN 13.1836 977.0000 1.3494 21.5904 SOYMEAL 5.1332 308.8000 1.6623 26.5971 SOYOIL 0.6883 39.2200 1.7550 28.0801 SP400 32.5990 3027.9000 1.0766 17.2259 SP500_micro 50.2816 5626.2500 0.8937 14.2991 SUGAR11 0.2936 17.9200 1.6384 26.2137 US10 0.4211 113.7812 0.3701 5.9218 US10U 0.5657 118.0469 0.4792 7.6675 US2 0.1233 103.2461 0.1194 1.9102 US20 0.8650 124.8750 0.6927 11.0830 US30 1.2931 133.6875 0.9673 15.4765 US5 0.2775 109.0312 0.2545 4.0724 VIX 1.1302 17.7500 6.3676 101.8814 WHEAT 8.6831 557.5000 1.5575 24.9201 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 675.00 0.58 389.89 1.00 389.89 45243.52 116.04 4.43 51.43 BITCOIN 59.94 3.36 201.25 1.00 201.25 45243.52 224.82 -11.13 -250.21 BOBL 1178.80 0.21 245.54 1.10 271.32 45243.52 166.75 -5.31 -88.46 BTP 1195.10 0.40 478.50 1.10 528.74 45243.52 85.57 -1.09 -9.29 BUND 1345.80 0.37 496.49 1.10 548.62 45243.52 82.47 0.32 2.62 BUXL 1369.60 0.89 1218.39 1.10 1346.32 45243.52 33.61 -3.45 -11.59 CAC 750.65 0.89 668.57 1.10 738.77 45243.52 61.24 -5.55 -33.96 CAD 734.70 0.32 236.08 1.00 236.08 45243.52 191.64 -1.87 -35.87 CANOLA 115.38 1.58 182.22 0.73 133.32 45243.52 339.36 -13.49 -457.65 CHF 1465.62 0.54 791.70 1.00 791.70 45243.52 57.15 1.46 8.32 COCOA 763.10 3.03 2311.05 1.00 2311.05 45243.52 19.58 6.99 13.68 COFFEE 922.88 1.89 1743.57 1.00 1743.57 45243.52 25.95 4.60 11.94 COPPER 1038.50 1.41 1466.74 1.00 1466.74 45243.52 30.85 -2.50 -7.70 CORN 199.25 1.40 279.77 1.00 279.77 45243.52 161.72 -16.46 -266.12 COTTON2 346.50 1.40 484.90 1.00 484.90 45243.52 93.30 -15.25 -142.28 CRUDE_W 720.10 1.63 1173.14 1.00 1173.14 45243.52 38.57 2.74 10.55 DAX 184.15 0.88 161.62 1.10 178.59 45243.52 253.34 0.15 3.78 DOW 204.82 0.77 158.62 1.00 158.62 45243.52 285.23 -0.41 -11.69 DX 1009.35 0.41 413.93 1.00 413.93 45243.52 109.30 -11.16 -121.98 EUR 1391.69 0.40 561.40 1.00 561.40 45243.52 80.59 10.12 81.57 EURIBOR-ICE 2446.00 0.04 109.89 1.10 121.43 45243.52 372.59 4.31 160.72 EUROSTX 487.00 1.01 489.64 1.10 541.06 45243.52 83.62 -3.57 -29.87 FEEDCOW 1140.00 0.93 1065.51 1.00 1065.51 45243.52 42.46 -13.44 -57.06 GASOIL 700.25 1.66 1164.28 1.00 1164.28 45243.52 38.86 -8.12 -31.56 GASOLINE 859.53 1.80 1544.12 1.00 1544.12 45243.52 29.30 1.22 3.56 GAS_US_mini 58.38 3.66 213.51 1.00 213.51 45243.52 211.90 -4.61 -97.64 GBP 814.69 0.47 379.12 1.00 379.12 45243.52 119.34 7.70 91.88 GOLD_micro 252.83 0.83 210.52 1.00 210.52 45243.52 214.92 6.08 130.58 HEATOIL 964.91 1.67 1608.78 1.00 1608.78 45243.52 28.12 -14.38 -40.44 JGB-SGX-mini 144920.00 0.26 37339.40 0.01 256.97 45243.52 176.07 5.48 96.40 JPY 863.31 0.79 685.14 1.00 685.14 45243.52 66.04 1.90 12.57 LEANHOG 272.90 1.81 492.76 1.00 492.76 45243.52 91.82 3.19 29.25 LIVECOW 702.50 0.84 586.95 1.00 586.95 45243.52 77.08 1.93 14.91 LUMBER-new 143.96 1.73 249.26 1.00 249.26 45243.52 181.51 -1.78 -32.29 MILK 435.80 1.27 554.48 1.00 554.48 45243.52 81.60 7.00 57.08 MXP 262.15 0.99 259.49 1.00 259.49 45243.52 174.36 -2.62 -45.75 NASDAQ_micro 397.02 1.25 495.85 1.00 495.85 45243.52 91.24 -6.21 -56.70 NIKKEI 37700.00 2.36 88938.90 0.01 612.08 45243.52 73.92 -3.56 -26.28 NZD 615.65 0.67 413.96 1.00 413.96 45243.52 109.30 3.47 37.91 OAT 1266.00 0.35 441.23 1.10 487.55 45243.52 92.80 0.15 1.37 OATIES 158.00 1.71 270.78 1.00 270.78 45243.52 167.09 -7.91 -132.10 OJ 661.88 1.61 1066.39 1.00 1066.39 45243.52 42.43 11.50 48.79 PALLAD 916.50 2.51 2299.76 1.00 2299.76 45243.52 19.67 -2.00 -3.93 PLAT 478.45 1.69 806.61 1.00 806.61 45243.52 56.09 -2.73 -15.33 REDWHEAT 281.12 1.59 446.62 1.00 446.62 45243.52 101.30 -19.91 -201.65 RICE 300.30 1.11 332.57 1.00 332.57 45243.52 136.04 -0.99 -13.53 ROBUSTA 462.40 1.63 754.94 1.00 754.94 45243.52 59.93 9.77 58.56 RUSSELL 107.75 1.40 150.90 1.00 150.90 45243.52 299.83 -2.46 -73.71 SHATZ 1062.40 0.08 84.71 1.10 93.60 45243.52 483.36 -4.09 -197.62 SILVER-mini 746.25 1.72 1281.13 1.00 1281.13 45243.52 35.32 0.48 1.71 SMI 1226.10 0.80 985.04 1.16 1142.84 45243.52 39.59 8.50 33.65 SOFR 2422.50 0.07 160.74 1.00 160.74 45243.52 281.47 7.57 213.07 SOYBEAN 488.50 1.35 659.18 1.00 659.18 45243.52 68.64 -17.78 -122.01 SOYMEAL 308.80 1.66 513.32 1.00 513.32 45243.52 88.14 -13.75 -121.18 SOYOIL 235.32 1.76 412.99 1.00 412.99 45243.52 109.55 -12.39 -135.69 SP400 3027.90 1.08 3259.90 1.00 3259.90 45243.52 13.88 -3.36 -4.66 SP500_micro 281.31 0.89 251.41 1.00 251.41 45243.52 179.96 -4.00 -71.90 SUGAR11 200.70 1.64 328.83 1.00 328.83 45243.52 137.59 -8.95 -123.09 US10 1137.81 0.37 421.12 1.00 421.12 45243.52 107.44 4.56 49.01 US10U 1180.47 0.48 565.70 1.00 565.70 45243.52 79.98 6.98 55.86 US2 2064.92 0.12 246.53 1.00 246.53 45243.52 183.52 1.35 24.70 US20 1248.75 0.69 865.00 1.00 865.00 45243.52 52.30 7.40 38.70 US30 1336.88 0.97 1293.13 1.00 1293.13 45243.52 34.99 5.01 17.52 US5 1090.31 0.25 277.51 1.00 277.51 45243.52 163.03 3.56 58.09 VIX 177.50 6.37 1130.25 1.00 1130.25 45243.52 40.03 -4.81 -19.25 WHEAT 278.75 1.56 434.16 1.00 434.16 45243.52 104.21 -15.64 -162.97 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 51.431 0.010 2.5 1.334 BITCOIN -250.205 0.043 2.5 -27.094 BOBL -88.463 0.004 2.5 -0.897 BTP -9.287 0.014 2.5 -0.317 BUND 2.616 0.004 2.5 0.027 BUXL -11.588 0.004 2.5 -0.118 CAC -33.961 0.014 2.5 -1.158 CAD -35.873 0.010 2.5 -0.931 CANOLA -457.649 0.010 2.5 -11.134 CHF 8.316 0.010 2.5 0.216 COCOA 13.681 0.009 2.5 0.293 COFFEE 11.939 0.005 2.5 0.139 COPPER -7.698 0.043 2.5 -0.834 CORN -266.124 0.010 2.5 -6.474 COTTON2 -142.279 0.009 2.5 -3.047 CRUDE_W 10.552 0.043 2.5 1.143 DAX 3.784 0.014 2.5 0.129 DOW -11.691 0.009 2.5 -0.272 DX -121.984 0.010 2.5 -3.165 EUR 81.571 0.010 2.5 2.116 EURIBOR-ICE 160.721 0.014 2.5 5.482 EUROSTX -29.872 0.014 2.5 -1.019 FEEDCOW -57.058 0.013 2.5 -1.891 GASOIL -31.556 0.017 2.5 -1.368 GASOLINE 3.565 0.017 2.5 0.155 GAS_US_mini -97.636 0.043 2.5 -10.573 GBP 91.880 0.010 2.5 2.384 GOLD_micro 130.575 0.014 2.5 4.454 HEATOIL -40.443 0.017 2.5 -1.753 JGB-SGX-mini 96.396 0.043 2.5 10.438 JPY 12.566 0.010 2.5 0.326 LEANHOG 29.252 0.024 2.5 1.778 LIVECOW 14.914 0.013 2.5 0.494 LUMBER-new -32.288 0.009 2.5 -0.691 MILK 57.082 0.009 2.5 1.223 MXP -45.753 0.059 2.5 -6.715 NASDAQ_micro -56.701 0.009 2.5 -1.318 NIKKEI -26.278 0.043 2.5 -2.846 NZD 37.914 0.010 2.5 0.984 OAT 1.370 0.014 2.5 0.047 OATIES -132.098 0.010 2.5 -3.214 OJ 48.790 0.009 2.5 1.045 PALLAD -3.930 0.014 2.5 -0.134 PLAT -15.331 0.014 2.5 -0.523 REDWHEAT -201.652 0.005 2.5 -2.675 RICE -13.533 0.010 2.5 -0.329 ROBUSTA 58.556 0.005 2.5 0.684 RUSSELL -73.711 0.013 2.5 -2.443 SHATZ -197.620 0.004 2.5 -2.004 SILVER-mini 1.711 0.014 2.5 0.058 SMI 33.645 0.014 2.5 1.148 SOFR 213.069 0.024 2.5 12.949 SOYBEAN -122.009 0.004 2.5 -1.135 SOYMEAL -121.176 0.004 2.5 -1.127 SOYOIL -135.688 0.004 2.5 -1.263 SP400 -4.659 0.013 2.5 -0.154 SP500_micro -71.896 0.009 2.5 -1.671 SUGAR11 -123.092 0.009 2.5 -2.618 US10 49.008 0.005 2.5 0.621 US10U 55.863 0.005 2.5 0.708 US2 24.703 0.005 2.5 0.313 US20 38.695 0.005 2.5 0.490 US30 17.517 0.005 2.5 0.222 US5 58.093 0.005 2.5 0.736 VIX -19.250 0.099 2.5 -4.752 WHEAT -162.965 0.005 2.5 -2.162 ===================== Position diags ===================== AUD 3.01 BITCOIN 24.34 BOBL 1.69 BTP 2.92 BUND 0.84 BUXL 0.34 CAC 2.09 CAD 4.97 CANOLA 8.26 CHF 1.48 COCOA 0.42 COFFEE 0.30 COPPER 3.34 CORN 3.93 COTTON2 2.00 CRUDE_W 4.18 DAX 8.64 DOW 6.63 DX 2.84 EUR 2.09 EURIBOR-ICE 12.71 EUROSTX 2.85 FEEDCOW 1.41 GASOIL 1.68 GASOLINE 1.27 GAS_US_mini 22.95 GBP 3.10 GOLD_micro 7.33 HEATOIL 1.22 JGB-SGX-mini 19.07 JPY 1.71 LEANHOG 5.58 LIVECOW 2.55 LUMBER-new 3.89 MILK 1.75 MXP 25.59 NASDAQ_micro 2.12 NIKKEI 8.00 NZD 2.84 OAT 3.17 OATIES 4.06 OJ 0.91 PALLAD 0.67 PLAT 1.91 REDWHEAT 1.34 RICE 3.31 ROBUSTA 0.70 RUSSELL 9.94 SHATZ 4.90 SILVER-mini 1.20 SMI 1.35 SOFR 17.11 SOYBEAN 0.64 SOYMEAL 0.82 SOYOIL 1.02 SP400 0.46 SP500_micro 4.18 SUGAR11 2.93 US10 1.36 US10U 1.01 US2 2.33 US20 0.66 US30 0.44 US5 2.07 VIX 9.88 WHEAT 1.38 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 1.3 1.0 1.6 3.0 3 BITCOIN -27.1 -29.5 -24.7 0.0 0 BOBL -0.9 -1.1 -0.7 0.0 0 BTP -0.3 -0.6 -0.0 0.0 0 BUND 0.0 -0.1 0.1 0.0 0 BUXL -0.1 -0.2 -0.1 0.0 0 CAC -1.2 -1.4 -0.9 0.0 0 CAD -0.9 -1.4 -0.4 0.0 0 CANOLA -11.1 -12.0 -10.3 -1.0 -1 CHF 0.2 0.1 0.4 2.0 2 COCOA 0.3 0.3 0.3 0.0 0 COFFEE 0.1 0.1 0.2 0.0 0 COPPER -0.8 -1.2 -0.5 0.0 0 CORN -6.5 -6.9 -6.1 -3.0 -3 COTTON2 -3.0 -3.2 -2.8 -6.0 -6 CRUDE_W 1.1 0.7 1.6 2.0 2 DAX 0.1 -0.7 1.0 0.0 0 DOW -0.3 -0.9 0.4 0.0 0 DX -3.2 -3.4 -2.9 0.0 0 EUR 2.1 1.9 2.3 2.0 2 EURIBOR-ICE 5.5 4.2 6.8 0.0 0 EUROSTX -1.0 -1.3 -0.7 -1.0 -1 FEEDCOW -1.9 -2.0 -1.8 -2.0 -2 GASOIL -1.4 -1.5 -1.2 -1.0 -1 GASOLINE 0.2 0.0 0.3 0.0 0 GAS_US_mini -10.6 -12.9 -8.3 -11.0 -11 GBP 2.4 2.1 2.7 1.0 1 GOLD_micro 4.5 3.7 5.2 0.0 0 HEATOIL -1.8 -1.9 -1.6 -2.0 -2 JGB-SGX-mini 10.4 8.5 12.3 4.0 4 JPY 0.3 0.2 0.5 1.0 1 LEANHOG 1.8 1.2 2.3 1.0 1 LIVECOW 0.5 0.2 0.7 4.0 4 LUMBER-new -0.7 -1.1 -0.3 -2.0 -2 MILK 1.2 1.0 1.4 NaN 0 MXP -6.7 -9.3 -4.2 -6.0 -6 NASDAQ_micro -1.3 -1.5 -1.1 0.0 0 NIKKEI -2.8 -3.6 -2.0 -2.0 -2 NZD 1.0 0.7 1.3 0.0 0 OAT 0.0 -0.3 0.4 0.0 0 OATIES -3.2 -3.6 -2.8 NaN 0 OJ 1.0 1.0 1.1 1.0 1 PALLAD -0.1 -0.2 -0.1 0.0 0 PLAT -0.5 -0.7 -0.3 -1.0 -1 REDWHEAT -2.7 -2.8 -2.5 -2.0 -2 RICE -0.3 -0.7 0.0 NaN 0 ROBUSTA 0.7 0.6 0.8 1.0 1 RUSSELL -2.4 -3.4 -1.4 -12.0 -12 SHATZ -2.0 -2.5 -1.5 NaN 0 SILVER-mini 0.1 -0.1 0.2 -1.0 -1 SMI 1.1 1.0 1.3 0.0 0 SOFR 12.9 11.2 14.7 NaN 0 SOYBEAN -1.1 -1.2 -1.1 -6.0 -6 SOYMEAL -1.1 -1.2 -1.0 -1.0 -1 SOYOIL -1.3 -1.4 -1.2 0.0 0 SP400 -0.2 -0.2 -0.1 0.0 0 SP500_micro -1.7 -2.1 -1.3 0.0 0 SUGAR11 -2.6 -2.9 -2.3 0.0 0 US10 0.6 0.5 0.8 0.0 0 US10U 0.7 0.6 0.8 1.0 1 US2 0.3 0.1 0.5 NaN 0 US20 0.5 0.4 0.6 0.0 0 US30 0.2 0.2 0.3 3.0 3 US5 0.7 0.5 0.9 3.0 3 VIX -4.8 -5.7 -3.8 -3.0 -3 WHEAT -2.2 -2.3 -2.0 -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 0.0 -0.2 0.1 -0.0 0.2 -0.0 0.1 -0.0 0.1 0.2 -0.0 0.2 -0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 0.0 0.2 -0.0 0.1 0.4 -0.0 0.1 -0.0 0.1 -0.0 0.0 -0.0 0.5 -0.1 -0.1 0.1 0.4 -0.2 0.4 -0.0 BITCOIN -0.4 -0.3 -0.5 -0.0 0.0 -0.1 0.0 -0.0 -0.0 0.0 0.0 -0.1 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.2 -0.1 -2.7 -0.0 -0.0 0.0 -0.0 0.2 -0.0 -0.1 -0.3 -0.6 0.1 0.2 -0.4 -0.2 -0.1 -0.0 BOBL 0.5 0.6 0.3 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 -0.1 0.0 -0.2 0.1 0.1 -0.4 -0.3 -0.4 -0.4 0.1 0.0 0.0 -0.1 0.1 0.6 0.0 -0.0 0.0 0.0 -0.0 0.0 -1.1 -0.2 -0.1 -0.1 -0.2 -0.7 -0.7 -0.3 -0.3 BTP 0.3 0.5 0.0 0.1 0.0 0.1 0.0 0.0 0.1 0.1 0.3 0.1 0.5 0.2 0.2 0.0 0.1 0.0 0.0 0.2 0.1 0.1 0.3 0.2 -2.7 0.1 0.0 0.1 0.0 0.2 0.1 0.6 0.2 -0.6 -0.2 -0.6 -0.7 -0.5 -0.1 0.2 BUND 0.5 0.6 0.2 0.0 0.0 0.1 0.0 0.0 0.0 -0.0 -0.0 0.1 -0.1 0.1 0.1 0.1 0.0 0.1 0.0 0.1 0.0 0.0 -0.0 0.1 0.1 0.0 0.0 0.1 0.0 0.0 0.0 0.4 -0.2 -0.2 -0.2 -0.3 -0.7 -0.7 -0.3 -0.3 BUXL 0.5 0.4 0.2 0.0 0.0 0.1 0.0 0.0 0.0 0.0 -0.1 0.1 -0.0 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.0 0.1 -0.1 0.1 -0.4 0.0 0.0 0.1 0.0 0.0 0.0 0.1 -0.2 -0.3 -0.3 -0.4 -0.7 -0.7 -0.4 -0.3 CAC -0.1 -0.5 -0.6 0.0 0.1 0.1 0.0 0.2 -0.0 0.1 -0.2 0.1 0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 0.1 -0.0 -0.1 -1.0 -0.0 0.0 -0.1 0.0 0.0 -0.0 0.4 -0.0 0.0 -0.6 -0.6 0.3 0.2 0.1 0.2 CAD 0.3 -0.0 -0.1 -0.0 0.2 -0.0 0.2 -0.0 0.1 0.2 -0.5 0.2 -0.7 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.2 -0.3 0.1 -0.2 -0.0 0.2 -0.1 0.1 -0.2 0.1 -0.1 0.1 0.2 -0.1 -0.3 0.3 -0.2 0.0 -0.1 CANOLA -0.6 -0.3 0.1 -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 -0.2 -0.1 -2.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.1 -0.3 -0.0 -0.1 0.0 -0.4 0.3 -0.1 CHF 0.5 0.6 0.5 -0.0 0.1 -0.0 0.1 -0.0 0.0 0.1 -0.1 0.0 -0.2 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.0 0.1 -0.0 0.1 0.4 0.0 0.0 0.0 0.0 -0.0 0.0 -1.1 -0.5 0.6 0.6 0.5 0.1 -0.4 -0.2 -0.4 COCOA 0.1 -0.2 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 0.3 0.3 0.1 0.0 0.6 0.2 0.7 0.4 COFFEE -0.1 -0.1 0.2 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.3 0.1 0.5 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.4 0.1 -2.7 0.0 0.1 0.2 0.1 0.3 0.0 0.3 0.5 0.6 0.6 0.5 -0.1 -0.3 0.1 -0.1 COPPER -0.1 -0.6 -0.3 -0.0 0.0 -0.1 0.0 -0.0 -0.0 0.1 -0.1 0.1 0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 0.0 0.1 -0.1 -1.5 -0.0 0.0 -0.0 0.0 0.0 -0.0 0.3 -0.1 -0.1 -0.2 0.1 0.4 0.1 0.6 0.5 CORN -0.0 -0.5 -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 -0.4 -0.2 -0.2 -0.0 -0.4 -0.1 -1.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.1 0.0 -0.6 -0.3 -0.2 -0.3 -0.1 -0.0 COTTON2 0.1 -0.2 -0.6 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.5 -0.0 -0.5 -0.1 -0.2 -0.2 -0.0 -0.2 -0.1 -0.2 -0.2 0.0 -0.5 -0.1 -2.7 -0.1 0.0 -0.2 0.0 -0.1 -0.0 -0.5 0.4 0.1 0.0 -0.5 -0.3 -0.3 0.1 -0.1 CRUDE_W -0.2 -0.4 -0.4 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 0.0 -0.0 0.4 -0.1 -0.1 0.2 0.3 0.3 0.3 -0.1 -0.0 -0.1 0.1 -0.1 -0.3 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 0.5 0.1 -0.1 -0.0 -0.3 0.4 0.6 0.5 0.7 DAX -0.3 -0.4 -0.6 0.0 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 0.1 0.4 -0.0 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.0 0.1 0.2 -0.0 1.2 -0.0 0.1 0.0 0.0 0.2 -0.0 -0.4 0.2 0.1 -0.3 -0.5 0.4 0.1 -0.1 0.1 DOW -0.3 0.0 -0.3 0.0 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 0.1 0.3 0.0 0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.1 0.1 0.2 0.1 -1.1 0.0 0.1 0.1 0.0 0.2 0.0 -0.4 0.1 0.3 0.3 0.0 0.4 -0.0 0.0 -0.1 DX -0.4 -0.6 -0.3 -0.0 0.2 -0.0 0.1 -0.0 0.0 -0.1 0.1 -0.2 0.4 -0.2 -0.2 0.1 0.1 0.1 0.1 -0.2 -0.0 -0.2 0.1 -0.2 -2.7 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.9 -0.5 -0.6 -0.6 -0.6 -0.2 0.2 -0.3 0.3 EUR 0.4 0.4 0.2 -0.0 0.2 -0.0 0.2 -0.0 0.1 0.2 0.0 0.2 -0.3 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.2 -0.0 0.2 2.7 0.1 0.1 0.1 0.1 0.0 0.1 -0.4 0.1 0.6 0.6 0.5 0.1 -0.6 -0.1 -0.6 EURIBOR-ICE 0.5 0.6 0.2 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.0 0.1 0.1 0.1 0.1 -0.0 -0.1 -0.0 -0.1 0.1 0.1 0.0 0.1 0.1 1.7 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.7 -0.7 -0.2 0.0 EUROSTX -0.2 -0.6 -0.6 0.0 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 0.1 0.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 0.2 -0.0 -0.2 -0.0 0.0 -0.0 0.0 0.1 -0.0 0.3 0.1 0.1 -0.5 -0.6 0.1 0.0 -0.5 -0.1 FEEDCOW -0.6 -0.6 -0.3 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 0.2 -0.4 0.0 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.8 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -1.1 -0.5 -0.6 -0.6 -0.4 0.1 0.7 0.3 0.7 GASOIL -0.3 -0.4 -0.4 -0.0 -0.1 -0.1 -0.1 0.0 -0.0 -0.1 -0.2 -0.1 0.3 -0.2 -0.1 0.0 0.2 0.0 0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.6 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 -0.2 -0.1 -0.1 -0.3 -0.5 -0.7 -0.7 GASOLINE -0.2 -0.3 -0.4 -0.0 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 0.0 -0.1 0.3 -0.1 -0.1 0.4 0.4 0.4 0.4 -0.1 -0.0 -0.1 0.1 -0.1 -2.7 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 1.1 -0.2 -0.0 0.2 -0.2 0.7 0.7 0.7 0.7 GAS_US_mini 0.3 -0.5 0.2 -0.0 -0.1 -0.1 -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 -0.0 2.7 -0.0 0.0 -0.1 0.0 -0.2 -0.0 -1.1 0.4 0.4 -0.2 0.5 -0.1 -0.4 -0.3 -0.6 GBP -0.2 0.1 0.2 -0.0 0.2 -0.0 0.2 -0.0 0.1 0.2 0.4 0.2 0.3 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.1 0.2 0.2 0.1 -0.1 0.1 0.2 0.1 0.1 0.2 0.1 0.2 0.4 -0.2 0.5 0.6 0.3 -0.7 0.3 -0.5 GOLD_micro 0.2 0.1 -0.0 -0.0 0.0 -0.1 0.0 -0.0 -0.0 0.1 0.3 0.1 0.4 0.1 0.1 -0.2 -0.3 -0.2 -0.2 0.1 0.1 0.1 0.3 0.1 -0.7 0.0 0.1 0.1 0.1 0.2 0.1 -0.7 0.3 0.5 0.6 0.5 0.3 -0.1 0.6 0.1 HEATOIL -0.3 -0.3 -0.4 -0.0 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 -0.3 -0.1 0.1 -0.2 -0.1 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 -0.2 -2.7 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.2 -0.3 -0.1 -0.3 -0.1 0.2 -0.5 0.1 JGB-SGX-mini 0.6 0.6 0.1 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 -0.0 0.0 -0.0 0.0 0.0 0.3 0.4 0.3 0.4 0.1 0.0 0.0 -0.0 0.1 -0.9 0.0 -0.0 0.0 0.0 -0.0 0.0 1.1 -0.0 0.1 -0.1 -0.2 -0.2 -0.2 -0.1 0.4 JPY 0.6 0.6 0.6 -0.0 0.1 -0.0 0.1 -0.0 0.0 0.0 -0.1 0.0 -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 -0.0 0.0 -1.1 -0.4 0.6 0.6 0.1 -0.7 -0.5 -0.7 -0.5 LEANHOG 0.2 0.2 -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 0.2 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 0.0 0.3 0.2 -0.5 -0.0 -0.2 0.1 0.1 LIVECOW -0.6 -0.3 0.3 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 0.3 -0.2 0.3 -0.1 0.1 0.4 0.2 0.3 0.3 -0.0 0.1 -0.2 0.2 -0.2 -1.6 -0.0 -0.1 0.1 -0.1 0.1 -0.1 1.0 -0.3 -0.5 0.2 0.6 -0.0 0.7 0.1 0.7 LUMBER-new 0.6 0.5 -0.3 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.2 0.1 -0.4 0.1 -0.0 -0.4 -0.4 -0.4 -0.4 0.0 -0.1 0.0 -0.3 0.1 NaN 0.0 -0.0 -0.1 0.0 -0.2 0.0 -1.2 0.1 0.7 0.7 -0.0 0.1 -0.1 0.3 -0.0 MILK 0.1 0.1 0.6 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.3 0.1 0.1 0.1 0.1 -0.1 -0.4 -0.3 -0.4 0.1 0.1 0.2 0.1 0.2 2.2 0.1 0.1 0.1 0.1 0.0 0.1 -1.1 0.5 0.6 0.6 0.6 -0.1 -0.7 0.0 -0.7 MXP -0.2 -0.2 -0.6 -0.0 0.1 -0.0 0.1 -0.0 0.0 0.0 -0.2 0.0 -0.0 -0.0 -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 0.0 -0.6 -0.3 -0.6 0.6 0.4 0.7 0.6 NASDAQ_micro -0.4 -0.6 -0.5 0.0 0.0 0.0 0.0 0.1 -0.0 0.1 0.1 0.1 0.3 -0.0 0.0 -0.1 -0.2 -0.2 -0.2 -0.0 0.0 0.1 0.2 0.0 -2.1 -0.0 0.0 0.0 0.0 0.1 0.0 -0.4 0.2 0.0 -0.3 0.1 0.1 0.2 -0.2 0.1 NIKKEI -0.5 -0.6 -0.6 0.0 0.0 0.0 0.0 0.1 -0.0 0.0 0.0 0.0 0.2 -0.0 -0.0 0.2 0.2 0.2 0.2 -0.0 -0.0 0.0 0.1 -0.0 -1.0 -0.0 0.0 -0.0 -0.0 0.0 -0.0 1.1 -0.2 -0.6 -0.4 -0.4 0.3 -0.0 0.1 -0.1 NZD 0.4 -0.3 0.1 -0.0 0.1 -0.0 0.1 -0.0 0.0 0.1 -0.1 0.1 -0.1 0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.2 -0.1 0.1 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.0 0.2 0.3 0.3 -0.3 0.1 0.3 -0.2 0.2 0.0 OAT 0.5 0.5 -0.1 0.0 0.0 0.1 0.0 0.0 0.0 0.0 -0.1 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 0.0 -0.0 0.0 0.6 0.0 -0.4 -0.2 -0.6 -0.6 -0.6 -0.1 -0.0 OATIES -0.1 -0.3 -0.6 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.3 -0.1 -0.4 -0.1 -0.1 0.2 0.1 0.1 0.1 -0.1 -0.2 -0.0 -0.4 -0.1 -2.7 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.0 -0.0 -0.1 -0.0 0.3 -0.0 0.7 0.3 OJ -0.0 -0.1 -0.2 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.1 0.4 0.1 0.6 0.0 0.1 0.2 0.2 0.2 0.2 0.1 0.2 0.1 0.5 0.1 -2.7 0.0 0.0 0.2 0.1 0.5 0.0 0.7 0.5 0.6 0.6 0.6 0.5 0.4 0.7 0.7 PALLAD 0.1 -0.1 0.1 -0.0 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.2 0.1 -0.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.2 -0.0 1.9 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.3 -0.0 0.1 0.3 0.1 -0.7 -0.7 -0.7 -0.7 PLAT -0.1 -0.4 -0.1 -0.0 0.0 -0.1 0.0 -0.0 -0.0 0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.0 -0.0 0.7 -0.0 0.0 -0.1 0.0 -0.0 -0.0 0.1 -0.1 -0.1 -0.0 0.3 -0.3 -0.3 -0.2 0.1 REDWHEAT -0.0 -0.6 -0.5 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.5 -0.1 -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 -0.2 -0.0 -0.8 -0.3 0.0 -0.4 -0.1 -0.7 -0.7 -0.5 -0.6 RICE 0.0 -0.5 -0.2 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.2 -0.1 0.4 -0.0 -0.0 -0.1 0.4 0.4 0.4 -0.0 0.0 -0.1 0.2 -0.1 -1.3 0.0 -0.0 0.0 -0.0 0.1 -0.0 1.1 -0.4 0.6 0.2 0.6 -0.7 -0.5 -0.7 -0.4 ROBUSTA -0.2 -0.2 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 0.4 0.4 0.4 0.1 0.2 0.1 0.5 0.1 -2.7 0.0 0.1 0.2 0.1 0.3 0.0 1.1 0.5 0.5 0.6 0.6 0.1 -0.2 0.3 0.1 RUSSELL -0.6 0.2 -0.1 0.0 0.0 0.0 0.0 0.1 -0.0 0.1 0.1 -0.0 0.2 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.0 0.1 -0.0 -0.1 0.0 0.0 0.1 0.0 0.1 0.0 -0.0 -0.2 -0.0 0.4 0.1 0.1 -0.6 -0.1 -0.7 SHATZ 0.5 0.6 0.6 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 -0.1 0.0 -0.2 0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.0 0.0 -0.1 0.1 0.9 0.0 -0.0 0.0 0.0 -0.0 0.0 -1.1 -0.2 0.0 0.0 -0.1 -0.7 -0.6 -0.6 -0.4 SILVER-mini -0.2 -0.5 -0.0 -0.0 0.0 -0.1 0.0 -0.0 -0.0 0.1 0.1 0.1 0.2 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 0.1 0.2 -0.0 0.3 -0.0 0.0 -0.0 0.0 0.1 -0.0 -0.1 0.1 -0.1 0.0 0.3 0.1 -0.2 0.3 0.2 SMI -0.5 -0.5 0.1 0.0 0.0 0.1 0.0 0.1 -0.0 0.1 0.2 0.1 0.4 0.0 0.1 -0.1 0.0 -0.1 -0.0 0.0 0.1 0.1 0.2 0.0 1.2 0.0 0.1 0.1 0.1 0.2 0.1 0.5 0.3 0.6 0.3 0.4 0.1 0.1 -0.3 -0.1 SOFR 0.4 0.6 0.6 0.0 0.0 0.1 0.0 0.0 0.0 0.1 0.2 0.1 0.1 0.1 0.1 0.0 -0.0 -0.0 -0.0 0.2 0.1 0.1 0.1 0.1 -0.5 0.0 0.0 0.1 0.0 0.1 0.0 0.2 0.0 0.1 0.0 0.2 0.3 -0.5 0.7 0.2 SOYBEAN -0.4 -0.6 -0.5 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -0.2 0.1 -0.1 -0.0 -0.2 -0.1 -0.1 -0.3 -0.2 -2.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.2 -0.4 -0.4 -0.5 -0.3 -0.2 -0.7 0.0 -0.7 SOYMEAL 0.1 -0.3 -0.3 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.2 -0.0 -0.3 -0.1 -0.1 -0.1 0.1 0.0 0.0 -0.1 -0.1 -0.0 -0.2 -0.1 -2.3 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.3 0.1 -0.3 0.1 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.6 -0.4 -0.2 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 0.1 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 -0.1 -0.2 -0.2 -0.3 0.2 -0.1 SP400 -0.4 -0.1 -0.4 0.0 0.0 0.1 0.0 0.1 -0.0 0.1 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 0.0 -1.1 0.0 0.0 0.1 0.0 0.1 0.0 0.0 -0.1 0.1 0.3 -0.0 0.2 -0.3 -0.0 -0.7 SP500_micro -0.4 -0.6 -0.4 0.0 0.0 0.1 0.0 0.1 -0.0 0.1 0.2 0.1 0.4 0.0 0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.1 0.1 0.3 0.0 -1.8 0.0 0.0 0.1 0.0 0.2 0.0 -0.6 0.3 0.1 -0.1 0.2 0.3 0.1 -0.1 0.0 SUGAR11 -0.3 -0.1 -0.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.4 -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 -0.1 -0.2 -0.0 0.2 -0.0 0.1 0.1 -0.0 -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 0.0 -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 0.6 0.6 0.0 0.0 0.1 0.0 0.0 0.0 0.1 0.1 0.1 -0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 -0.0 0.1 -0.0 0.0 0.0 0.1 0.0 0.0 0.0 0.0 0.1 0.1 -0.1 0.1 0.2 -0.6 0.7 0.5 US2 0.4 0.6 0.6 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.0 0.0 -0.2 0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.0 0.0 -0.1 0.1 1.5 0.0 0.0 0.0 0.0 0.0 0.0 -1.1 -0.1 0.3 0.3 0.1 0.1 -0.7 0.2 -0.4 US20 0.6 0.5 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 0.1 0.1 0.1 0.0 0.1 -0.2 0.0 0.0 0.1 0.0 0.0 0.0 0.2 0.1 0.0 -0.1 0.1 0.2 -0.3 0.7 0.7 US30 0.5 0.4 0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.1 0.1 -0.0 0.1 0.1 -0.1 -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 -0.0 -0.2 0.0 0.1 -0.3 0.6 0.7 US5 0.4 0.6 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 -0.3 -0.2 -0.2 -0.2 0.1 0.1 0.0 -0.0 0.1 0.7 0.0 0.0 0.1 0.0 0.0 0.0 -0.7 -0.1 0.1 0.1 0.2 0.2 -0.7 0.5 -0.1 VIX 0.5 1.0 1.0 0.0 -0.0 0.0 0.0 -0.1 0.0 -0.1 -0.2 -0.1 -0.4 -0.1 -0.1 -0.6 -0.6 -0.6 -0.6 0.0 -0.0 -0.0 -0.1 -0.0 NaN 0.0 -0.0 0.0 0.0 -0.1 0.0 NaN NaN NaN NaN NaN -0.7 -1.1 NaN NaN WHEAT 0.1 -0.6 -0.5 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.3 -0.1 -0.4 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.2 -0.2 -0.0 -0.4 -0.1 0.3 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.1 0.2 -0.3 0.0 -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 1.5 -6.2 3.2 -0.0 20.0 -1.4 13.3 -0.2 4.9 19.4 -1.3 14.8 -3.5 -0.4 -0.1 -2.0 -2.6 -2.2 -2.4 -0.4 0.0 20.0 -1.1 8.0 3.1 -0.6 16.5 -0.2 11.6 -0.1 3.4 -0.0 20.0 -1.6 -3.3 4.5 11.5 -4.6 13.0 -0.6 BITCOIN -12.1 -10.6 -16.9 -3.4 2.4 -2.9 1.6 -1.3 -1.3 5.1 1.8 -4.9 6.8 -5.2 -6.3 -5.3 -7.0 -6.2 -6.8 -6.0 -0.5 -4.6 6.7 -7.1 -20.0 -2.9 -0.3 0.5 -2.5 5.0 -3.6 -2.7 -12.3 -20.0 3.6 6.9 -11.7 -6.2 -4.3 -0.4 BOBL 15.3 20.0 9.2 3.0 0.9 1.7 1.8 0.3 3.1 -5.1 -2.4 4.6 -4.6 7.8 7.9 -20.0 -16.7 -20.0 -20.0 9.6 3.6 2.3 -2.6 9.2 4.2 3.1 -0.6 1.5 0.7 -0.0 2.9 -20.0 -8.3 -3.2 -2.7 -6.9 -20.0 -20.0 -9.0 -10.0 BTP 8.3 15.3 1.0 5.5 1.6 3.1 3.3 0.5 5.6 8.1 10.2 12.8 13.9 18.0 17.0 1.4 3.8 1.5 2.3 14.1 10.6 9.1 9.7 14.4 -20.0 6.0 2.8 4.7 4.1 4.4 6.2 11.0 9.0 -20.0 -6.7 -17.1 -20.0 -16.0 -3.1 4.6 BUND 14.2 17.2 7.6 3.4 1.0 1.9 2.0 0.3 3.4 -3.5 -1.1 6.1 -1.4 9.2 9.0 6.8 1.5 4.4 2.0 9.8 4.5 3.9 -1.0 9.7 1.0 3.5 0.1 2.0 1.3 0.6 3.4 8.0 -6.6 -5.9 -5.5 -8.2 -20.0 -20.0 -7.7 -9.4 BUXL 15.6 13.6 5.2 3.9 1.1 2.2 2.4 0.4 4.0 2.5 -2.3 7.8 -1.0 10.4 8.5 -0.7 -2.3 -1.6 -2.5 8.8 3.3 5.6 -2.5 10.3 -3.3 3.8 1.0 2.2 2.2 0.7 4.1 1.3 -7.5 -8.7 -10.4 -13.5 -20.0 -20.0 -11.1 -9.2 CAC -3.0 -15.1 -20.0 0.3 5.9 3.0 3.2 4.7 -0.3 13.2 -8.2 4.8 3.1 -4.5 -12.3 -4.9 -1.8 -5.1 -3.0 -15.4 -11.2 8.5 -0.4 -6.8 -7.8 -4.6 4.7 -2.9 2.3 0.7 -2.1 6.8 -0.9 1.3 -20.0 -20.0 8.8 5.1 2.1 5.2 CAD 9.2 -1.3 -2.2 -0.0 20.0 -1.7 15.9 -0.3 5.9 20.0 -18.0 20.0 -18.8 6.5 -2.7 -5.1 -3.4 -4.7 -4.0 -3.0 -8.9 20.0 -11.5 9.1 -1.3 -1.7 17.5 -4.5 13.7 -5.2 5.3 -2.0 4.9 6.9 -4.5 -8.3 10.1 -6.2 0.9 -3.8 CANOLA -20.0 -8.2 1.7 -2.3 0.6 -1.7 -0.9 -1.1 -2.0 -5.3 -5.2 -7.0 -6.4 -6.8 -6.0 -10.8 -10.3 -12.2 -12.7 -8.4 -6.0 -9.9 -6.1 -10.9 -14.7 -2.4 -1.6 -2.3 -2.2 -2.6 -2.4 -20.0 -4.9 -8.4 -1.5 -2.8 0.4 -10.9 9.0 -4.2 CHF 15.2 20.0 16.7 -0.0 11.7 -0.8 7.6 -0.1 2.8 6.5 -3.5 4.5 -5.7 6.4 7.2 -14.3 -16.5 -16.0 -16.3 9.8 3.4 8.5 -1.6 11.0 3.4 3.6 3.0 1.5 2.7 -0.0 3.8 -20.0 -20.0 20.0 17.9 14.9 3.0 -10.9 -6.8 -12.0 COCOA 3.0 -7.0 4.6 -2.1 0.5 -1.6 -0.8 -1.0 -1.8 5.3 2.0 3.9 3.2 0.9 -2.4 20.0 20.0 20.0 20.0 0.2 3.4 4.9 7.8 1.6 -19.6 1.0 4.4 5.1 2.7 10.9 1.1 20.0 12.4 7.8 3.3 0.9 17.6 6.9 20.0 11.0 COFFEE -4.4 -3.2 7.5 -4.9 1.2 -3.8 -1.9 -2.4 -4.2 14.5 12.9 12.6 13.1 6.6 11.4 3.3 6.2 3.9 5.4 9.5 13.6 13.0 14.3 8.6 -20.0 4.0 9.0 7.2 7.0 9.4 4.1 6.3 20.0 17.4 20.0 16.3 -3.2 -10.4 3.8 -3.8 COPPER -2.1 -20.0 -9.3 -2.4 1.7 -2.1 1.1 -0.9 -0.9 7.1 -2.5 4.9 0.3 -5.9 -7.8 -2.2 -2.6 -1.5 -1.7 -8.4 -2.9 3.3 2.7 -5.2 -11.3 -2.4 1.7 -0.9 0.9 0.8 -1.4 5.5 -2.2 -4.2 -6.3 3.7 11.2 3.9 19.4 14.4 CORN -0.5 -14.2 -13.8 -3.6 0.9 -2.8 -1.4 -1.7 -3.1 2.2 -11.5 -8.1 -12.1 -10.8 -11.9 -20.0 -14.5 -19.6 -18.1 -15.5 -16.5 -4.3 -15.5 -9.9 -8.3 -4.0 0.0 -4.2 -1.1 -3.8 -2.6 -20.0 -2.3 1.2 -18.5 -9.3 -5.9 -8.7 -3.9 -1.0 COTTON2 2.7 -6.4 -20.0 -5.0 1.3 -3.8 -2.0 -2.4 -4.3 10.7 -17.2 -0.7 -15.0 -13.5 -16.0 -11.1 -2.2 -8.8 -5.2 -17.6 -20.0 0.9 -19.2 -8.6 -20.0 -5.6 5.5 -6.0 0.8 -3.4 -2.9 -10.0 16.2 2.9 1.2 -14.5 -9.8 -9.5 1.8 -2.7 CRUDE_W -5.5 -12.9 -11.0 -4.7 -8.1 -2.7 -5.2 0.1 -4.9 -13.2 0.4 -4.1 11.0 -9.4 -7.2 11.9 12.7 13.2 13.1 -7.9 -2.5 -10.6 3.7 -9.5 -2.3 -5.4 -7.7 -3.8 -4.4 -0.1 -4.6 9.9 5.0 -2.3 -0.7 -8.4 12.3 19.5 13.8 20.0 DAX -8.4 -13.6 -20.0 0.2 5.2 2.6 2.9 4.1 -0.3 11.5 3.5 6.6 10.0 -0.6 -4.7 -7.2 -10.6 -8.7 -9.8 -5.1 -0.1 11.3 7.0 -0.9 8.8 -2.2 6.4 0.7 3.7 4.2 -1.0 -7.2 7.0 3.8 -8.4 -15.5 10.6 4.2 -2.4 3.6 DOW -8.7 0.0 -10.5 0.2 4.3 2.1 2.3 3.4 -0.2 10.7 4.2 7.8 9.2 2.1 2.6 -8.5 -11.0 -10.0 -10.7 3.7 4.7 12.1 6.9 5.5 -8.5 2.0 5.7 2.9 4.2 4.2 2.2 -8.2 4.1 9.9 10.4 0.6 11.2 -0.1 0.9 -4.0 DX -13.7 -19.4 -9.4 -0.0 17.8 -1.3 11.6 -0.2 4.3 -16.0 2.7 -17.6 10.6 -18.0 -15.5 6.6 7.0 7.1 7.1 -14.0 -4.6 -20.0 2.5 -20.0 -20.0 -5.6 -10.4 -2.0 -8.7 0.7 -7.9 16.5 -20.0 -20.0 -20.0 -18.1 -6.5 5.3 -7.9 8.0 EUR 10.9 12.6 5.7 -0.0 20.0 -1.5 14.0 -0.3 5.2 20.0 0.6 20.0 -8.2 20.0 17.7 -7.1 -7.2 -7.4 -7.3 13.4 4.9 20.0 -0.9 20.0 20.0 6.3 15.6 3.0 13.4 0.9 10.0 -8.1 4.5 20.0 20.0 14.2 2.7 -17.3 -1.9 -18.5 EURIBOR-ICE 15.6 20.0 7.3 2.6 0.8 1.5 1.6 0.3 2.7 -1.7 0.2 5.5 1.8 8.2 8.0 -0.2 -4.0 -2.3 -3.2 11.3 6.2 4.9 2.1 10.9 12.4 2.9 0.4 1.7 1.2 0.7 2.8 -0.5 0.8 -2.1 2.7 -4.0 -20.0 -20.0 -4.7 1.4 EUROSTX -6.2 -18.2 -20.0 0.2 5.1 2.6 2.8 4.1 -0.3 11.3 3.5 6.8 9.5 -3.2 -6.6 -3.7 -2.8 -4.6 -4.1 -7.8 -2.2 9.9 6.4 -2.9 -1.8 -2.9 5.5 -0.0 3.1 3.7 -1.4 4.8 4.5 3.6 -14.5 -18.4 2.5 0.9 -13.8 -1.5 FEEDCOW -20.0 -20.0 -9.8 -5.0 1.3 -3.8 -2.0 -2.4 -4.3 -14.6 -7.8 -15.2 -6.8 -15.5 -12.4 9.8 -20.0 0.2 -10.5 -20.0 -15.1 -20.0 -6.9 -20.0 -6.3 -5.1 -5.5 -3.1 -6.0 -1.1 -6.4 -20.0 -20.0 -20.0 -20.0 -11.8 2.3 20.0 9.3 20.0 GASOIL -8.9 -11.8 -13.6 -4.4 -7.6 -2.5 -4.9 0.1 -4.6 -12.9 -6.5 -10.5 8.7 -13.9 -12.2 2.3 9.8 1.2 4.1 -11.7 -6.5 -13.6 1.4 -13.3 4.2 -5.4 -8.2 -3.3 -6.0 -0.0 -6.1 0.1 -5.5 -6.5 -2.6 -2.3 -10.0 -14.1 -19.6 -20.0 GASOLINE -6.1 -8.9 -11.2 -4.5 -7.7 -2.6 -5.0 0.1 -4.7 -16.1 1.7 -12.4 9.5 -12.0 -9.6 20.0 20.0 20.0 20.0 -7.5 -2.4 -14.3 4.5 -10.5 -20.0 -5.1 -10.7 -3.1 -7.5 1.3 -5.8 20.0 -7.0 -1.2 5.4 -5.5 20.0 20.0 20.0 20.0 GAS_US_mini 8.1 -15.6 6.8 -3.4 -5.9 -2.0 -3.8 0.1 -3.6 8.0 -12.3 9.8 -13.7 -7.9 -11.1 -20.0 -20.0 -20.0 -20.0 -9.5 -11.8 4.2 -18.2 -2.8 20.0 -2.4 2.4 -3.5 2.5 -5.3 -0.1 -20.0 15.8 11.5 -5.1 14.8 -3.7 -12.4 -8.0 -18.2 GBP -6.5 4.3 6.1 -0.0 20.0 -1.6 14.6 -0.3 5.4 20.0 14.1 16.7 8.7 9.3 13.4 -0.5 -0.7 -0.6 -0.7 9.0 8.8 20.0 7.6 12.1 -0.8 4.7 18.6 5.3 12.4 4.9 5.9 3.1 16.5 -5.2 16.3 20.0 8.6 -20.0 8.3 -14.2 GOLD_micro 7.3 3.6 -1.4 -3.2 2.3 -2.7 1.5 -1.2 -1.2 11.4 10.9 11.1 10.9 9.8 8.0 -11.4 -13.2 -11.7 -12.3 9.8 11.2 15.7 12.6 12.0 -5.2 2.9 7.9 3.9 7.2 5.8 4.8 -12.7 13.2 16.0 20.0 16.3 10.0 -3.7 17.1 2.3 HEATOIL -8.9 -10.6 -11.2 -4.6 -7.8 -2.6 -5.1 0.1 -4.8 -15.9 -10.7 -13.5 3.0 -14.6 -12.7 -5.5 7.1 -5.0 -0.7 -13.0 -8.6 -17.8 -2.1 -15.5 -20.0 -6.1 -9.1 -5.0 -6.9 -1.6 -6.2 -6.4 -8.6 -9.0 -4.0 -10.5 -3.7 5.5 -14.0 2.2 JGB-SGX-mini 20.0 19.8 1.6 1.9 0.6 1.1 1.2 0.2 2.0 -4.5 -0.8 3.5 -0.2 4.0 2.6 13.7 18.1 17.2 17.6 4.7 1.3 3.5 -0.2 6.6 -6.9 1.6 -0.0 0.2 1.4 -0.4 2.3 20.0 -0.4 4.6 -2.3 -7.5 -5.6 -5.0 -3.9 11.1 JPY 20.0 20.0 17.2 -0.0 7.6 -0.5 5.0 -0.1 1.8 4.5 -2.5 4.1 -6.1 5.4 4.1 -11.8 -15.6 -13.6 -14.6 7.8 0.7 6.7 -5.6 10.1 20.0 1.9 1.2 0.2 1.6 -1.3 2.5 -20.0 -18.2 20.0 18.1 3.2 -20.0 -16.2 -20.0 -16.0 LEANHOG 6.7 6.6 -20.0 -3.5 0.9 -2.6 -1.4 -1.7 -3.0 7.7 -6.9 0.4 -6.1 4.3 -6.2 20.0 10.2 20.0 20.0 -6.3 -9.8 2.5 -9.0 -0.6 3.4 -2.3 2.1 -3.4 1.0 -2.8 -0.3 20.0 0.9 10.0 7.3 -14.7 -0.4 -6.3 3.9 3.2 LIVECOW -20.0 -10.6 8.4 -6.0 1.5 -4.6 -2.3 -2.9 -5.1 -15.5 10.9 -16.3 7.6 -13.0 4.7 19.5 10.9 15.5 14.8 -2.9 5.8 -20.0 7.2 -15.3 -11.7 -1.5 -11.3 2.4 -8.9 4.1 -6.2 18.3 -13.2 -14.8 6.6 20.0 -1.2 20.0 3.8 20.0 LUMBER-new 17.4 14.0 -7.3 -3.6 0.9 -2.7 -1.4 -1.6 -3.1 1.4 -7.6 7.1 -8.8 9.3 -0.6 -17.4 -17.4 -17.2 -17.4 0.1 -6.8 3.6 -8.4 5.8 NaN 0.5 -2.1 -3.1 1.7 -4.0 2.9 -20.0 4.4 20.0 20.0 -1.3 3.6 -3.5 8.5 -0.9 MILK 2.4 3.6 20.0 -4.6 1.1 -3.5 -1.8 -2.2 -3.9 13.0 12.2 13.7 2.8 11.6 12.8 -5.8 -20.0 -15.0 -19.5 13.8 12.5 20.0 4.0 16.2 16.6 4.7 8.5 4.3 8.2 1.0 5.8 -20.0 20.0 20.0 20.0 20.0 -3.3 -20.0 1.3 -20.0 MXP -5.8 -6.6 -20.0 -0.0 9.9 -0.7 6.4 -0.1 2.4 2.5 -5.8 0.7 -0.5 -3.3 -6.6 10.0 14.6 11.1 12.6 -8.9 -7.5 -0.3 -1.4 -5.3 -20.0 -3.0 -0.6 -2.5 -0.2 -0.4 -1.8 20.0 0.9 -18.3 -8.5 -19.9 17.5 12.6 20.0 19.1 NASDAQ_micro -11.2 -20.0 -14.4 0.1 3.2 1.6 1.8 2.6 -0.2 8.3 3.3 6.1 7.0 -0.8 0.3 -7.0 -10.3 -9.1 -10.0 -0.7 3.0 10.0 6.7 1.3 -15.6 -0.1 3.6 1.6 2.4 3.3 0.0 -7.0 7.4 0.7 -8.2 3.9 2.4 5.5 -6.4 3.3 NIKKEI -14.4 -20.0 -20.0 0.1 2.6 1.3 1.4 2.1 -0.1 4.9 1.7 3.0 4.3 -0.7 -1.0 8.1 10.1 10.0 9.7 -3.1 -0.5 2.0 2.3 -2.6 -7.2 -1.7 0.1 -0.2 -1.3 1.1 -2.4 20.0 -8.1 -20.0 -12.9 -11.1 8.8 -1.4 4.3 -4.0 NZD 13.7 -8.0 1.9 -0.0 15.2 -1.1 9.9 -0.2 3.7 13.7 -4.7 12.2 -3.4 4.3 -1.6 -0.2 0.1 -0.2 -0.1 -1.3 -2.3 17.1 -2.1 6.1 0.1 -0.8 12.0 -1.2 8.2 -0.7 2.9 4.3 11.8 8.9 -9.3 2.7 9.3 -4.8 7.5 0.1 OAT 15.4 16.8 -1.9 3.8 1.1 2.2 2.3 0.4 3.9 0.9 -4.8 8.7 -2.8 11.8 8.9 0.7 3.6 0.8 1.8 7.4 0.7 5.9 -3.7 10.2 2.6 3.3 1.1 1.0 2.5 -0.2 4.3 10.4 0.6 -11.2 -6.9 -17.1 -17.6 -19.5 -3.6 -1.1 OATIES -2.3 -9.0 -20.0 -3.8 1.0 -2.9 -1.5 -1.8 -3.3 4.8 -11.3 -7.6 -11.7 -9.6 -12.1 12.4 2.6 6.9 4.9 -12.5 -14.6 -2.3 -13.2 -7.4 -20.0 -3.7 2.4 -3.7 -0.6 -2.9 -2.4 2.1 1.4 -0.6 -1.7 -1.2 8.0 -0.8 20.0 8.7 OJ -0.2 -3.0 -5.4 -5.4 1.4 -4.2 -2.1 -2.6 -4.7 9.1 13.0 10.6 15.3 3.5 9.5 8.7 11.6 8.8 9.3 10.9 18.1 13.6 20.0 9.7 -20.0 3.8 4.2 7.5 5.9 14.1 3.8 13.8 20.0 20.0 19.6 20.0 14.3 10.9 20.0 20.0 PALLAD 3.7 -2.3 2.9 -2.2 1.6 -1.9 1.1 -0.9 -0.8 3.4 -6.1 5.6 -8.2 -2.4 -4.1 -1.8 -2.1 -1.8 -1.9 -2.8 -4.5 2.4 -8.1 -0.1 14.3 -1.9 0.3 -2.8 1.2 -3.7 -0.2 5.9 -0.5 1.8 9.3 2.9 -20.0 -20.0 -20.0 -20.0 PLAT -1.8 -12.5 -3.0 -2.9 2.1 -2.5 1.4 -1.1 -1.1 7.8 -4.2 1.1 -4.1 -6.1 -7.9 -4.6 -4.4 -4.9 -4.8 -4.9 -2.2 1.6 -0.5 -3.5 5.6 -3.1 1.3 -2.0 0.4 -0.6 -2.0 1.3 -4.4 -3.3 -0.0 8.7 -9.3 -8.8 -5.0 2.0 REDWHEAT -0.6 -20.0 -15.5 -5.8 1.5 -4.4 -2.3 -2.8 -5.0 -4.0 -16.7 -12.2 -17.2 -17.2 -19.2 -11.3 -5.6 -10.6 -8.4 -20.0 -20.0 -9.4 -20.0 -16.8 -6.4 -5.7 -0.5 -4.9 -2.7 -4.3 -4.5 -15.8 -12.1 1.2 -12.3 -1.8 -20.0 -20.0 -15.4 -19.3 RICE 0.8 -15.8 -5.9 -4.9 1.2 -3.7 -1.9 -2.3 -4.2 -3.6 8.6 -4.8 11.5 -2.5 -0.5 -6.9 20.0 20.0 20.0 -2.9 1.7 -5.6 7.1 -5.0 -9.7 0.2 -0.6 1.8 -3.4 2.9 -2.1 20.0 -14.8 19.4 6.3 20.0 -20.0 -13.6 -20.0 -12.7 ROBUSTA -5.5 -6.0 10.5 -3.4 0.9 -2.6 -1.3 -1.6 -2.9 10.2 10.4 9.3 10.6 7.7 9.4 20.0 20.0 20.0 20.0 11.8 16.5 16.4 19.7 11.2 -20.0 3.8 6.5 6.1 4.9 8.4 3.5 20.0 20.0 15.6 20.0 20.0 2.5 -5.5 9.1 2.0 RUSSELL -20.0 5.1 -3.4 0.1 3.4 1.7 1.9 2.7 -0.2 6.9 2.9 -0.9 6.3 -1.9 0.2 -5.0 -6.6 -6.0 -6.4 1.3 2.9 2.4 3.3 -0.3 -0.8 1.5 1.7 2.1 0.7 2.1 0.4 -0.6 -8.6 -0.6 13.3 3.2 4.3 -18.2 -3.6 -20.0 SHATZ 16.5 20.0 20.0 2.4 0.7 1.4 1.5 0.2 2.5 -4.6 -2.3 3.0 -4.9 5.8 6.5 -20.0 -20.0 -20.0 -20.0 9.4 3.2 1.7 -4.4 8.5 6.8 2.5 -0.5 1.0 0.5 -0.6 2.2 -20.0 -8.5 0.7 0.9 -3.3 -20.0 -16.5 -16.8 -11.0 SILVER-mini -6.4 -15.4 -0.2 -2.7 1.9 -2.3 1.3 -1.0 -1.0 9.5 3.3 6.3 4.8 -3.9 -4.4 -5.4 -6.3 -5.7 -6.0 -3.2 2.1 7.7 5.6 -1.6 2.2 -2.2 4.8 -0.4 2.5 1.5 -0.9 -1.3 6.0 -4.1 0.7 8.3 3.4 -5.0 7.6 6.4 SMI -14.3 -15.3 3.3 0.2 4.5 2.2 2.5 3.6 -0.2 10.4 8.9 8.0 10.5 3.9 6.6 -2.7 0.4 -2.9 -1.6 2.5 7.0 10.8 8.9 2.9 9.0 4.4 5.8 5.3 6.0 5.4 4.7 9.7 11.9 20.0 10.7 13.1 2.9 1.6 -8.0 -1.8 SOFR 12.0 20.0 19.7 3.3 0.9 1.9 2.0 0.3 3.4 5.6 6.1 7.1 1.7 9.4 10.6 0.6 -1.0 -0.7 -1.1 14.7 9.7 8.1 2.6 13.5 -3.9 4.0 1.3 2.9 2.2 1.4 3.6 3.8 1.3 2.6 1.2 7.5 9.9 -13.8 20.0 5.9 SOYBEAN -13.1 -18.2 -16.4 -2.8 0.7 -2.1 -1.1 -1.3 -2.4 -3.4 -9.0 -7.2 -7.4 -8.5 -9.1 -10.1 3.3 -5.9 -2.3 -15.5 -13.2 -10.5 -9.6 -14.6 -16.4 -3.2 -0.6 -2.7 -2.2 -1.9 -3.0 -3.2 -15.2 -10.9 -16.7 -10.1 -4.8 -20.0 0.2 -20.0 SOYMEAL 1.8 -9.3 -9.2 -2.7 0.7 -2.1 -1.1 -1.3 -2.3 -1.1 -7.9 -4.6 -7.8 -6.1 -7.7 -3.4 5.3 1.0 2.4 -8.3 -8.2 -4.5 -7.1 -6.9 -17.6 -2.5 0.1 -2.2 -1.5 -1.5 -2.2 2.3 -13.0 4.5 -7.9 2.2 -20.0 -20.0 -20.0 -20.0 SOYOIL -20.0 -13.2 -4.8 -2.5 0.6 -1.9 -1.0 -1.2 -2.2 -3.8 -7.4 -7.2 -8.0 -8.0 -7.7 6.6 1.6 4.2 1.6 -10.4 -8.4 -9.2 -8.2 -12.0 -18.2 -2.8 -0.7 -2.2 -2.3 -1.9 -3.0 -2.1 -2.9 -13.2 -4.3 -5.3 -4.7 -10.2 4.5 -2.0 SP400 -11.4 -2.2 -13.4 0.2 3.9 2.0 2.1 3.1 -0.2 8.4 4.1 1.5 7.9 -1.0 -0.9 -5.5 -5.8 -5.6 -5.8 0.3 2.4 5.2 4.8 0.7 -8.3 1.4 3.1 2.6 1.9 3.6 0.7 0.6 -5.3 3.7 8.1 -0.7 6.5 -8.1 -1.4 -20.0 SP500_micro -12.7 -20.0 -13.3 0.2 3.9 2.0 2.1 3.1 -0.2 10.0 7.1 8.4 9.8 2.0 3.6 -9.0 -12.3 -11.5 -12.2 2.0 6.1 13.5 9.9 4.1 -13.6 0.8 5.2 3.0 3.7 4.9 0.8 -10.6 11.0 2.6 -2.4 5.8 9.3 3.3 -3.9 0.9 SUGAR11 -7.8 -4.6 -4.6 -4.5 1.1 -3.4 -1.8 -2.1 -3.8 -11.2 -13.2 -12.4 -11.4 -13.0 -12.0 -4.3 6.8 -2.9 1.0 -11.3 -12.5 -11.1 -10.9 -11.6 -20.0 -4.2 -5.4 -5.1 -4.6 -4.6 -4.4 3.0 -1.8 1.8 3.4 -1.3 -4.3 17.4 -0.8 20.0 US10 14.9 20.0 20.0 2.6 -0.1 1.4 1.4 0.2 2.7 -0.7 3.5 4.7 -2.0 6.7 7.8 -8.3 -7.6 -7.8 -7.5 10.3 5.9 5.3 -0.3 10.1 2.0 3.0 0.2 2.0 1.7 0.7 2.9 -7.3 -1.7 3.2 0.7 4.4 5.0 -20.0 19.4 4.3 US10U 15.8 18.5 20.0 3.6 1.0 2.1 2.2 0.4 3.7 8.9 4.5 8.6 -2.7 10.0 10.9 -3.3 -2.9 -3.9 -3.7 13.2 7.4 9.7 -0.9 13.8 -0.1 4.2 2.0 2.9 3.0 1.0 4.2 0.0 2.2 2.6 -2.6 3.9 5.3 -17.5 20.0 13.9 US2 12.5 20.0 20.0 2.3 0.6 1.3 1.4 0.2 2.3 -2.0 0.1 3.0 -4.7 5.3 6.1 -20.0 -20.0 -20.0 -20.0 9.5 4.4 3.3 -2.5 8.8 11.3 2.5 0.2 1.4 1.1 0.1 2.4 -20.0 -5.0 8.0 7.9 3.5 2.2 -20.0 6.3 -10.9 US20 17.2 15.1 18.0 2.5 0.7 1.4 1.5 0.3 2.6 6.9 3.5 6.4 0.1 6.8 7.4 -1.1 -0.8 -1.0 -0.8 8.6 5.1 7.9 0.1 9.6 -1.6 3.0 2.0 2.3 2.5 1.1 3.1 4.3 3.2 1.4 -3.9 3.5 5.1 -10.4 20.0 20.0 US30 16.3 12.4 16.7 2.9 0.8 1.7 1.8 0.3 3.0 8.2 2.8 7.2 -1.3 7.2 7.7 -4.1 -4.9 -4.2 -4.5 8.1 4.2 8.5 -1.2 9.6 -1.1 3.3 2.7 2.5 3.1 1.0 3.6 -2.5 3.5 -1.5 -7.7 0.8 2.0 -9.7 16.8 20.0 US5 12.8 20.0 20.0 2.6 0.7 1.5 1.6 0.3 2.7 -0.5 3.1 4.4 -3.3 6.6 7.7 -12.7 -10.9 -11.9 -11.2 11.0 6.2 5.0 -0.6 10.1 5.3 3.0 0.5 2.0 1.5 0.6 2.8 -13.2 -2.5 4.6 3.5 5.0 5.4 -20.0 15.6 -2.4 VIX 10.5 20.0 20.0 1.4 -0.2 0.0 0.8 -1.1 1.9 -6.7 -4.9 -5.6 -7.6 -3.6 -3.7 -18.9 -20.0 -20.0 -20.0 1.2 -0.5 -3.3 -3.2 -0.0 NaN 1.6 -0.2 0.0 0.9 -1.4 2.1 NaN NaN NaN NaN NaN -12.9 -20.0 NaN NaN WHEAT 2.5 -20.0 -16.7 -4.2 1.0 -3.2 -1.6 -2.0 -3.6 -1.9 -11.4 -6.0 -11.6 -11.6 -13.3 -17.1 -14.9 -16.6 -16.0 -16.2 -14.9 -3.8 -13.5 -10.0 2.1 -3.8 0.2 -3.3 -1.0 -2.6 -2.5 -20.0 -3.3 5.9 -8.7 0.5 -17.6 -20.0 -15.5 -20.0 End of report for caleb_strategy_v3