******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240912_203905 produced at 2024-09-12 21:37:36.291866 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= Optimal positions ======================================================================================================================================================================================================================================================================================= dont_trade reduce_only weight_per_contract position_limit_weight optimum_weight start_weight maximum_weight minimum_weight previous_weight optimised_weight optimal_position position_limit_contracts previous_position optimised_position caleb_strategy_v3 MXP False False 0.01 -0.12 -0.12 0.0 0.52 -0.52 -0.12 -0.12 -13.36 60.0 -14 -14 caleb_strategy_v3 DX False False 0.03 0.00 -0.10 0.0 999.00 -999.00 0.00 0.00 -2.77 999999999.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.04 -0.08 -0.06 0.0 0.32 -0.32 -0.08 -0.08 -1.51 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 -31.54 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 -1.22 24.0 0 0 caleb_strategy_v3 HEATOIL False False 0.03 -0.09 -0.05 0.0 0.09 -0.09 -0.09 -0.09 -1.68 3.0 -3 -3 caleb_strategy_v3 GASOIL False False 0.02 -0.02 -0.04 0.0 0.09 -0.09 -0.02 -0.02 -1.73 4.0 -1 -1 caleb_strategy_v3 CAC True False 0.03 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -1.28 12.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.04 -0.04 0.0 0.09 -0.09 -0.04 -0.04 -5.87 12.0 -5 -5 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.03 -0.03 0.0 0.06 -0.06 -0.03 -0.03 -14.85 26.0 -13 -13 caleb_strategy_v3 VIX False False 0.01 -0.02 -0.03 0.0 999.00 -999.00 -0.02 -0.02 -4.91 999999999.0 -3 -3 caleb_strategy_v3 COTTON2 False False 0.01 -0.04 -0.03 0.0 0.13 -0.13 -0.04 -0.04 -2.08 11.0 -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 SP400 False True 0.10 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.18 2.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.02 0.0 0.09 -0.09 -0.03 -0.03 -1.60 9.0 -3 -3 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.02 0.0 0.15 -0.15 0.00 0.00 -7.99 51.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.02 0.0 0.08 -0.08 -0.01 -0.01 -1.71 8.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.00 -0.02 0.0 0.31 -0.31 0.00 0.00 -1.35 23.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 -0.02 -0.02 0.0 0.32 -0.32 -0.02 -0.02 -1.83 36.0 -2 -2 caleb_strategy_v3 BOBL False False 0.05 0.00 -0.02 0.0 0.86 -0.86 0.00 0.00 -0.40 19.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 -0.02 -0.02 0.0 0.37 -0.37 -0.02 -0.02 -1.19 20.0 -1 -1 caleb_strategy_v3 LUMBER-new False False 0.00 -0.01 -0.01 0.0 0.01 -0.01 -0.01 -0.01 -2.35 3.0 -2 -2 caleb_strategy_v3 RUSSELL False False 0.00 -0.07 -0.01 0.0 0.25 -0.25 -0.07 -0.07 -1.79 68.0 -18 -18 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.10 -0.10 0.00 0.00 -0.97 9.0 0 0 caleb_strategy_v3 PLAT False False 0.02 -0.03 -0.01 0.0 0.17 -0.17 -0.03 -0.03 -0.33 10.0 -2 -2 caleb_strategy_v3 SOYOIL False False 0.01 0.00 -0.01 0.0 0.08 -0.08 0.00 0.00 -0.62 10.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 -0.01 -0.01 0.0 0.47 -0.47 -0.01 -0.01 -1.10 48.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 -0.01 0.0 0.13 -0.13 0.00 0.00 -0.98 18.0 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 SOYBEAN False False 0.02 -0.07 -0.01 0.0 0.13 -0.13 -0.07 -0.07 -0.73 7.0 -4 -4 caleb_strategy_v3 GASOLINE False False 0.03 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.03 999999999.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.03 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.05 999999999.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.02 0.02 0.00 0.0 0.12 -0.12 0.02 0.02 0.18 5.0 1 1 caleb_strategy_v3 COFFEE False False 0.03 0.00 0.00 0.0 0.19 -0.19 0.00 0.00 0.15 6.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 0.00 0.0 0.04 -0.04 0.00 0.00 0.04 4.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.03 -0.00 0.0 0.74 -0.74 0.03 0.03 -0.08 29.0 1 1 caleb_strategy_v3 BUND False False 0.05 0.05 -0.00 0.0 0.51 -0.51 0.05 0.05 -0.03 10.0 1 1 caleb_strategy_v3 PALLAD False False 0.04 0.00 0.00 0.0 0.07 -0.07 0.00 0.00 0.13 2.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.01 0.0 0.40 -0.40 0.02 0.02 0.83 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 0.27 6.0 3 3 caleb_strategy_v3 AUD False False 0.02 0.09 0.01 0.0 0.44 -0.44 0.09 0.09 0.45 19.0 4 4 caleb_strategy_v3 BTP False False 0.05 -0.05 0.01 0.0 0.46 -0.46 -0.05 -0.05 0.29 10.0 -1 -1 caleb_strategy_v3 CHF False False 0.05 0.26 0.01 0.0 0.66 -0.66 0.26 0.26 0.20 13.0 5 5 caleb_strategy_v3 COCOA False False 0.02 0.00 0.01 0.0 0.54 -0.54 0.00 0.00 0.41 26.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.02 0.01 0.0 0.47 -0.47 0.02 0.02 1.76 66.0 3 3 caleb_strategy_v3 OATIES False True 0.01 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.95 2.0 0 0 caleb_strategy_v3 OJ False False 0.02 0.02 0.02 0.0 0.07 -0.07 0.02 0.02 0.95 3.0 1 1 caleb_strategy_v3 LIVECOW False False 0.02 0.05 0.02 0.0 0.42 -0.42 0.05 0.05 0.63 17.0 2 2 caleb_strategy_v3 MILK False False 0.02 0.00 0.02 0.0 0.08 -0.08 0.00 0.00 1.46 5.0 0 0 caleb_strategy_v3 JPY False False 0.03 0.03 0.02 0.0 0.52 -0.52 0.03 0.03 0.50 17.0 1 1 caleb_strategy_v3 NZD False False 0.02 0.00 0.02 0.0 0.45 -0.45 0.00 0.00 1.08 21.0 0 0 caleb_strategy_v3 US20 False True 0.04 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.58 9.0 0 0 caleb_strategy_v3 SMI False True 0.05 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.61 9.0 0 0 caleb_strategy_v3 US10U False False 0.04 0.04 0.03 0.0 0.54 -0.54 0.04 0.04 0.83 13.0 1 1 caleb_strategy_v3 US10 False False 0.04 0.00 0.03 0.0 0.67 -0.67 0.00 0.00 0.87 17.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.03 0.03 0.0 0.41 -0.41 0.03 0.03 3.85 58.0 4 4 caleb_strategy_v3 EUR False False 0.05 0.05 0.04 0.0 0.67 -0.67 0.05 0.05 0.75 14.0 1 1 caleb_strategy_v3 LEANHOG False False 0.01 0.04 0.05 0.0 0.13 -0.13 0.04 0.04 5.41 13.0 4 4 caleb_strategy_v3 US2 False True 0.07 0.00 0.05 0.0 0.00 0.00 0.00 0.00 0.65 13.0 0 0 caleb_strategy_v3 OAT False False 0.05 0.00 0.05 0.0 0.48 -0.48 0.00 0.00 0.99 10.0 0 0 caleb_strategy_v3 US5 False False 0.04 0.19 0.05 0.0 0.95 -0.95 0.19 0.19 1.32 25.0 5 5 caleb_strategy_v3 GOLD_micro False False 0.01 0.00 0.05 0.0 0.49 -0.49 0.00 0.00 5.36 56.0 0 0 caleb_strategy_v3 GBP False False 0.03 0.03 0.06 0.0 0.62 -0.62 0.03 0.03 2.17 22.0 1 1 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.14 0.24 0.0 0.56 -0.56 0.14 0.14 7.00 16.0 4 4 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 0.92 0.0 0.93 -0.93 0.00 0.00 9.90 10.0 0 0 caleb_strategy_v3 SOFR False True 0.08 0.00 1.66 0.0 0.00 0.00 0.00 0.00 19.91 11.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 7.6 Shocked risk 16.7 Sum abs risk 31.5 Leverage 4.44 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2902111.83, 'annual_cash_vol_target': 725527.9575, 'daily_cash_vol_target': 45345.49734375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0042 0.6726 0.6212 9.9399 BITCOIN 1788.8534 58265.0000 3.0702 49.1232 BOBL 0.2511 119.6800 0.2098 3.3572 BTP 0.4731 120.5900 0.3923 6.2774 BUND 0.4831 134.6900 0.3587 5.7393 BUXL 1.1769 137.2600 0.8574 13.7189 CAC 59.3067 7481.0000 0.7928 12.6842 CAD 0.0026 0.7378 0.3568 5.7084 CANOLA 9.9648 575.2000 1.7324 27.7185 CHF 0.0057 1.1862 0.4808 7.6932 COCOA 184.3895 6038.0000 3.0538 48.8611 COFFEE 4.4162 247.0000 1.7879 28.6070 COPPER 0.0534 4.1990 1.2726 20.3622 CORN 4.9580 445.0000 1.1142 17.8266 COTTON2 1.0364 70.4500 1.4711 23.5372 CRUDE_W 1.2406 67.6300 1.8345 29.3512 DAX 149.0192 18759.0000 0.7944 12.7102 DOW 281.9521 41402.0000 0.6810 10.8962 DX 0.3883 100.9900 0.3844 6.1512 EUR 0.0046 1.1104 0.4118 6.5888 EURIBOR-ICE 0.0432 98.0100 0.0441 0.7054 EUROSTX 44.7743 4851.0000 0.9230 14.7679 FEEDCOW 2.0507 231.2000 0.8870 14.1919 GASOIL 11.6878 647.7500 1.8044 28.8699 GASOLINE 0.0361 1.8912 1.9113 30.5815 GAS_US_mini 0.0810 2.6300 3.0788 49.2614 GBP 0.0061 1.3108 0.4642 7.4271 GOLD_micro 19.0304 2560.5000 0.7432 11.8917 HEATOIL 0.0396 2.1502 1.8414 29.4620 JGB-SGX-mini 0.2969 144.4100 0.2056 3.2895 JPY 0.0000 0.0071 0.6982 11.1706 LEANHOG 1.0780 71.6750 1.5041 24.0653 LIVECOW 1.3834 178.6500 0.7744 12.3902 LUMBER-new 8.8427 501.5000 1.7632 28.2119 MILK 0.3252 23.1100 1.4073 22.5164 MXP 0.0005 0.0505 1.0282 16.4513 NASDAQ_micro 228.7081 19688.2500 1.1616 18.5864 NIKKEI 673.5207 36720.0000 1.8342 29.3473 NZD 0.0040 0.6176 0.6410 10.2563 OAT 0.4378 127.6200 0.3430 5.4883 OATIES 5.6444 371.0000 1.5214 24.3422 OJ 8.9306 477.4500 1.8705 29.9276 PALLAD 25.8712 1054.0000 2.4546 39.2731 PLAT 15.9372 984.5000 1.6188 25.9011 REDWHEAT 8.9423 600.5000 1.4891 23.8264 RICE 0.1567 15.4250 1.0156 16.2494 ROBUSTA 79.6710 5074.0000 1.5702 25.1229 RUSSELL 26.4062 2153.1000 1.2264 19.6228 SHATZ 0.0891 106.9150 0.0834 1.3338 SILVER-mini 0.5031 29.8000 1.6884 27.0143 SMI 89.5425 12046.0000 0.7433 11.8934 SOFR 0.0550 97.0850 0.0566 0.9062 SOYBEAN 12.8644 1060.5000 1.2130 19.4088 SOYMEAL 4.6050 325.5000 1.4148 22.6362 SOYOIL 0.7637 39.9600 1.9112 30.5796 SP400 28.0930 2978.0000 0.9434 15.0936 SP500_micro 45.8189 5656.7500 0.8100 12.9598 SUGAR11 0.3092 19.4000 1.5936 25.4975 US10 0.3665 115.1719 0.3182 5.0919 US10U 0.5021 119.5781 0.4199 6.7181 US2 0.1114 104.2969 0.1068 1.7094 US20 0.7437 126.3438 0.5886 9.4178 US30 1.1239 136.3125 0.8245 13.1919 US5 0.2422 110.5000 0.2192 3.5073 VIX 0.8673 18.4000 4.7135 75.4164 WHEAT 8.4340 579.0000 1.4566 23.3063 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 672.65 0.62 417.88 1.00 417.88 45345.5 108.51 1.60 17.31 BITCOIN 58.26 3.07 178.89 1.00 178.89 45345.5 253.49 -11.49 -291.30 BOBL 1196.80 0.21 251.12 1.10 277.38 45345.5 163.48 -2.40 -39.23 BTP 1205.90 0.39 473.12 1.10 522.59 45345.5 86.77 0.98 8.49 BUND 1346.90 0.36 483.14 1.10 533.66 45345.5 84.97 -0.39 -3.33 BUXL 1372.60 0.86 1176.91 1.10 1299.96 45345.5 34.88 -3.34 -11.66 CAC 748.10 0.79 593.07 1.10 655.07 45345.5 69.22 -5.40 -37.41 CAD 737.80 0.36 263.23 1.00 263.23 45345.5 172.27 -0.18 -3.17 CANOLA 115.04 1.73 199.30 0.74 146.56 45345.5 309.39 -10.61 -328.40 CHF 1482.81 0.48 712.97 1.00 712.97 45345.5 63.60 1.24 7.90 COCOA 603.80 3.05 1843.90 1.00 1843.90 45345.5 24.59 7.79 19.16 COFFEE 926.25 1.79 1656.08 1.00 1656.08 45345.5 27.38 4.81 13.16 COPPER 1049.75 1.27 1335.95 1.00 1335.95 45345.5 33.94 -2.25 -7.62 CORN 222.50 1.11 247.90 1.00 247.90 45345.5 182.92 -13.18 -241.15 COTTON2 352.25 1.47 518.19 1.00 518.19 45345.5 87.51 -11.07 -96.91 CRUDE_W 676.30 1.83 1240.64 1.00 1240.64 45345.5 36.55 0.45 1.66 DAX 187.59 0.79 149.02 1.10 164.60 45345.5 275.49 4.10 113.01 DOW 207.01 0.68 140.98 1.00 140.98 45345.5 321.65 2.36 75.83 DX 1009.90 0.38 388.26 1.00 388.26 45345.5 116.79 -9.15 -106.88 EUR 1387.94 0.41 571.55 1.00 571.55 45345.5 79.34 3.64 28.90 EURIBOR-ICE 2450.25 0.04 108.03 1.10 119.32 45345.5 380.04 7.64 290.34 EUROSTX 485.10 0.92 447.74 1.10 494.55 45345.5 91.69 -3.80 -34.85 FEEDCOW 1156.00 0.89 1025.37 1.00 1025.37 45345.5 44.22 -10.31 -45.62 GASOIL 647.75 1.80 1168.78 1.00 1168.78 45345.5 38.80 -10.27 -39.84 GASOLINE 794.30 1.91 1518.19 1.00 1518.19 45345.5 29.87 0.21 0.63 GAS_US_mini 65.75 3.08 202.43 1.00 202.43 45345.5 224.00 -6.12 -137.13 GBP 819.25 0.46 380.29 1.00 380.29 45345.5 119.24 7.02 83.76 GOLD_micro 256.05 0.74 190.30 1.00 190.30 45345.5 238.28 6.60 157.22 HEATOIL 903.08 1.84 1662.91 1.00 1662.91 45345.5 27.27 -14.20 -38.71 JGB-SGX-mini 144410.00 0.21 29690.16 0.01 210.26 45345.5 215.66 3.00 64.66 JPY 891.19 0.70 622.19 1.00 622.19 45345.5 72.88 2.67 19.46 LEANHOG 286.70 1.50 431.22 1.00 431.22 45345.5 105.16 8.46 88.98 LIVECOW 714.60 0.77 553.38 1.00 553.38 45345.5 81.94 2.33 19.10 LUMBER-new 137.91 1.76 243.17 1.00 243.17 45345.5 186.47 -5.89 -109.81 MILK 462.20 1.41 650.44 1.00 650.44 45345.5 69.71 9.78 68.18 MXP 252.50 1.03 259.62 1.00 259.62 45345.5 174.66 -5.21 -91.04 NASDAQ_micro 393.76 1.16 457.42 1.00 457.42 45345.5 99.13 -5.87 -58.23 NIKKEI 36720.00 1.83 67352.07 0.01 476.98 45345.5 95.07 -1.78 -16.92 NZD 617.60 0.64 395.89 1.00 395.89 45345.5 114.54 3.63 41.56 OAT 1276.20 0.34 437.76 1.10 483.53 45345.5 93.78 3.11 29.14 OATIES 185.50 1.52 282.22 1.00 282.22 45345.5 160.68 2.42 38.86 OJ 716.18 1.87 1339.59 1.00 1339.59 45345.5 33.85 13.14 44.46 PALLAD 1054.00 2.45 2587.12 1.00 2587.12 45345.5 17.53 2.17 3.81 PLAT 492.25 1.62 796.86 1.00 796.86 45345.5 56.91 -1.68 -9.58 REDWHEAT 300.25 1.49 447.12 1.00 447.12 45345.5 101.42 -12.69 -128.72 RICE 308.50 1.02 313.31 1.00 313.31 45345.5 144.73 0.12 1.70 ROBUSTA 507.40 1.57 796.71 1.00 796.71 45345.5 56.92 12.42 70.71 RUSSELL 107.66 1.23 132.03 1.00 132.03 45345.5 343.45 -1.58 -54.13 SHATZ 1069.15 0.08 89.13 1.10 98.45 45345.5 460.61 -2.60 -119.96 SILVER-mini 745.00 1.69 1257.85 1.00 1257.85 45345.5 36.05 0.38 1.38 SMI 1204.60 0.74 895.43 1.19 1061.53 45345.5 42.72 4.21 17.97 SOFR 2427.12 0.06 137.47 1.00 137.47 45345.5 329.86 9.93 327.58 SOYBEAN 530.25 1.21 643.22 1.00 643.22 45345.5 70.50 -11.15 -78.58 SOYMEAL 325.50 1.41 460.50 1.00 460.50 45345.5 98.47 -10.57 -104.04 SOYOIL 239.76 1.91 458.24 1.00 458.24 45345.5 98.96 -6.68 -66.11 SP400 2978.00 0.94 2809.30 1.00 2809.30 45345.5 16.14 -3.36 -5.43 SP500_micro 282.84 0.81 229.09 1.00 229.09 45345.5 197.93 -2.39 -47.22 SUGAR11 217.28 1.59 346.26 1.00 346.26 45345.5 130.96 -3.51 -45.99 US10 1151.72 0.32 366.53 1.00 366.53 45345.5 123.72 5.52 68.28 US10U 1195.78 0.42 502.09 1.00 502.09 45345.5 90.31 7.22 65.22 US2 2085.94 0.11 222.85 1.00 222.85 45345.5 203.48 2.53 51.56 US20 1263.44 0.59 743.67 1.00 743.67 45345.5 60.98 7.46 45.51 US30 1363.12 0.82 1123.89 1.00 1123.89 45345.5 40.35 5.22 21.04 US5 1105.00 0.22 242.23 1.00 242.23 45345.5 187.20 5.58 104.49 VIX 184.00 4.71 867.29 1.00 867.29 45345.5 52.28 -3.81 -19.90 WHEAT 289.50 1.46 421.70 1.00 421.70 45345.5 107.53 -11.23 -120.71 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 17.314 0.010 2.5 0.449 BITCOIN -291.302 0.043 2.5 -31.544 BOBL -39.228 0.004 2.5 -0.398 BTP 8.494 0.014 2.5 0.290 BUND -3.330 0.004 2.5 -0.034 BUXL -11.663 0.004 2.5 -0.118 CAC -37.412 0.014 2.5 -1.276 CAD -3.169 0.010 2.5 -0.082 CANOLA -328.396 0.010 2.5 -7.989 CHF 7.899 0.010 2.5 0.205 COCOA 19.161 0.009 2.5 0.410 COFFEE 13.160 0.005 2.5 0.154 COPPER -7.625 0.043 2.5 -0.826 CORN -241.149 0.010 2.5 -5.867 COTTON2 -96.905 0.009 2.5 -2.075 CRUDE_W 1.659 0.043 2.5 0.180 DAX 113.010 0.014 2.5 3.855 DOW 75.832 0.009 2.5 1.762 DX -106.878 0.010 2.5 -2.773 EUR 28.899 0.010 2.5 0.750 EURIBOR-ICE 290.340 0.014 2.5 9.903 EUROSTX -34.849 0.014 2.5 -1.189 FEEDCOW -45.616 0.013 2.5 -1.512 GASOIL -39.835 0.017 2.5 -1.727 GASOLINE 0.627 0.017 2.5 0.027 GAS_US_mini -137.133 0.043 2.5 -14.850 GBP 83.759 0.010 2.5 2.173 GOLD_micro 157.216 0.014 2.5 5.362 HEATOIL -38.709 0.017 2.5 -1.678 JGB-SGX-mini 64.663 0.043 2.5 7.002 JPY 19.463 0.010 2.5 0.505 LEANHOG 88.984 0.024 2.5 5.408 LIVECOW 19.103 0.013 2.5 0.633 LUMBER-new -109.810 0.009 2.5 -2.351 MILK 68.184 0.009 2.5 1.460 MXP -91.044 0.059 2.5 -13.363 NASDAQ_micro -58.226 0.009 2.5 -1.353 NIKKEI -16.920 0.043 2.5 -1.832 NZD 41.563 0.010 2.5 1.078 OAT 29.140 0.014 2.5 0.994 OATIES 38.859 0.010 2.5 0.945 OJ 44.463 0.009 2.5 0.952 PALLAD 3.810 0.014 2.5 0.130 PLAT -9.575 0.014 2.5 -0.327 REDWHEAT -128.724 0.005 2.5 -1.708 RICE 1.698 0.010 2.5 0.041 ROBUSTA 70.712 0.005 2.5 0.826 RUSSELL -54.130 0.013 2.5 -1.794 SHATZ -119.965 0.004 2.5 -1.216 SILVER-mini 1.380 0.014 2.5 0.047 SMI 17.975 0.014 2.5 0.613 SOFR 327.579 0.024 2.5 19.908 SOYBEAN -78.578 0.004 2.5 -0.731 SOYMEAL -104.039 0.004 2.5 -0.968 SOYOIL -66.109 0.004 2.5 -0.615 SP400 -5.429 0.013 2.5 -0.180 SP500_micro -47.220 0.009 2.5 -1.097 SUGAR11 -45.986 0.009 2.5 -0.978 US10 68.282 0.005 2.5 0.865 US10U 65.219 0.005 2.5 0.826 US2 51.564 0.005 2.5 0.653 US20 45.506 0.005 2.5 0.577 US30 21.043 0.005 2.5 0.267 US5 104.492 0.005 2.5 1.324 VIX -19.900 0.099 2.5 -4.912 WHEAT -120.707 0.005 2.5 -1.601 ===================== Position diags ===================== AUD 2.82 BITCOIN 27.45 BOBL 1.66 BTP 2.96 BUND 0.86 BUXL 0.35 CAC 2.36 CAD 4.47 CANOLA 7.53 CHF 1.65 COCOA 0.53 COFFEE 0.32 COPPER 3.68 CORN 4.45 COTTON2 1.87 CRUDE_W 3.96 DAX 9.40 DOW 7.48 DX 3.03 EUR 2.06 EURIBOR-ICE 12.96 EUROSTX 3.13 FEEDCOW 1.47 GASOIL 1.68 GASOLINE 1.29 GAS_US_mini 24.26 GBP 3.09 GOLD_micro 8.13 HEATOIL 1.18 JGB-SGX-mini 23.35 JPY 1.89 LEANHOG 6.39 LIVECOW 2.72 LUMBER-new 3.99 MILK 1.49 MXP 25.64 NASDAQ_micro 2.30 NIKKEI 10.29 NZD 2.97 OAT 3.20 OATIES 3.91 OJ 0.72 PALLAD 0.60 PLAT 1.94 REDWHEAT 1.35 RICE 3.52 ROBUSTA 0.66 RUSSELL 11.38 SHATZ 4.67 SILVER-mini 1.23 SMI 1.46 SOFR 20.05 SOYBEAN 0.66 SOYMEAL 0.92 SOYOIL 0.92 SP400 0.53 SP500_micro 4.60 SUGAR11 2.79 US10 1.57 US10U 1.14 US2 2.58 US20 0.77 US30 0.51 US5 2.37 VIX 12.91 WHEAT 1.43 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 0.4 0.2 0.7 4.0 4 BITCOIN -31.5 -34.3 -28.8 0.0 0 BOBL -0.4 -0.6 -0.2 0.0 0 BTP 0.3 -0.0 0.6 -1.0 -1 BUND -0.0 -0.1 0.1 1.0 1 BUXL -0.1 -0.2 -0.1 0.0 0 CAC -1.3 -1.5 -1.0 0.0 0 CAD -0.1 -0.5 0.4 1.0 1 CANOLA -8.0 -8.7 -7.2 0.0 0 CHF 0.2 0.0 0.4 5.0 5 COCOA 0.4 0.4 0.5 0.0 0 COFFEE 0.2 0.1 0.2 0.0 0 COPPER -0.8 -1.2 -0.5 0.0 0 CORN -5.9 -6.3 -5.4 -5.0 -5 COTTON2 -2.1 -2.3 -1.9 -3.0 -3 CRUDE_W 0.2 -0.2 0.6 1.0 1 DAX 3.9 2.9 4.8 4.0 4 DOW 1.8 1.0 2.5 3.0 3 DX -2.8 -3.1 -2.5 0.0 0 EUR 0.7 0.5 1.0 1.0 1 EURIBOR-ICE 9.9 8.6 11.2 0.0 0 EUROSTX -1.2 -1.5 -0.9 -1.0 -1 FEEDCOW -1.5 -1.7 -1.4 -2.0 -2 GASOIL -1.7 -1.9 -1.6 -1.0 -1 GASOLINE 0.0 -0.1 0.2 0.0 0 GAS_US_mini -14.8 -17.3 -12.4 -13.0 -13 GBP 2.2 1.9 2.5 1.0 1 GOLD_micro 5.4 4.5 6.2 0.0 0 HEATOIL -1.7 -1.8 -1.6 -3.0 -3 JGB-SGX-mini 7.0 4.7 9.3 4.0 4 JPY 0.5 0.3 0.7 1.0 1 LEANHOG 5.4 4.8 6.0 4.0 4 LIVECOW 0.6 0.4 0.9 2.0 2 LUMBER-new -2.4 -2.8 -2.0 -2.0 -2 MILK 1.5 1.3 1.6 NaN 0 MXP -13.4 -15.9 -10.8 -14.0 -14 NASDAQ_micro -1.4 -1.6 -1.1 0.0 0 NIKKEI -1.8 -2.9 -0.8 -2.0 -2 NZD 1.1 0.8 1.4 0.0 0 OAT 1.0 0.7 1.3 0.0 0 OATIES 0.9 0.6 1.3 NaN 0 OJ 1.0 0.9 1.0 1.0 1 PALLAD 0.1 0.1 0.2 0.0 0 PLAT -0.3 -0.5 -0.1 -2.0 -2 REDWHEAT -1.7 -1.8 -1.6 -1.0 -1 RICE 0.0 -0.3 0.4 NaN 0 ROBUSTA 0.8 0.8 0.9 1.0 1 RUSSELL -1.8 -2.9 -0.7 -18.0 -18 SHATZ -1.2 -1.7 -0.7 NaN 0 SILVER-mini 0.0 -0.1 0.2 0.0 0 SMI 0.6 0.5 0.8 0.0 0 SOFR 19.9 17.9 21.9 NaN 0 SOYBEAN -0.7 -0.8 -0.7 -4.0 -4 SOYMEAL -1.0 -1.1 -0.9 0.0 0 SOYOIL -0.6 -0.7 -0.5 0.0 0 SP400 -0.2 -0.2 -0.1 0.0 0 SP500_micro -1.1 -1.6 -0.6 -1.0 -1 SUGAR11 -1.0 -1.3 -0.7 0.0 0 US10 0.9 0.7 1.0 0.0 0 US10U 0.8 0.7 0.9 1.0 1 US2 0.7 0.4 0.9 NaN 0 US20 0.6 0.5 0.7 0.0 0 US30 0.3 0.2 0.3 3.0 3 US5 1.3 1.1 1.6 5.0 5 VIX -4.9 -6.2 -3.6 -3.0 -3 WHEAT -1.6 -1.7 -1.5 -3.0 -3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 0.1 0.1 0.1 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.2 -0.0 -0.0 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0 0.0 0.3 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.0 -0.3 -0.1 -0.4 -0.0 0.3 -0.2 0.5 -0.0 BITCOIN -0.1 -0.4 -0.6 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 -0.0 -0.0 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 -0.5 -0.5 -0.3 0.2 -0.2 -0.1 -0.1 0.0 BOBL -0.1 0.6 0.5 0.0 0.0 0.1 0.0 0.0 0.0 0.1 0.0 0.1 -0.1 0.1 0.1 0.0 -0.3 -0.3 -0.3 0.1 0.1 0.1 -0.0 0.1 0.6 0.0 0.0 0.1 0.0 0.0 0.0 -1.1 0.0 -0.1 -0.0 -0.2 -0.7 -0.7 -0.2 -0.2 BTP 0.0 0.3 0.2 0.1 0.0 0.1 0.1 0.1 0.1 0.2 0.4 0.2 0.6 0.2 0.2 0.1 0.1 0.1 0.1 0.2 0.1 0.2 0.3 0.2 -2.7 0.1 0.1 0.2 0.1 0.2 0.1 0.5 0.1 -0.1 -0.5 -0.6 -0.7 -0.5 -0.0 0.2 BUND -0.1 0.5 0.4 0.0 0.0 0.1 0.0 0.0 0.0 0.1 0.1 0.1 0.0 0.1 0.1 -0.2 -0.0 -0.1 -0.0 0.1 0.1 0.1 0.0 0.1 0.2 0.0 0.0 0.1 0.0 0.1 0.0 0.1 -0.0 -0.2 -0.2 -0.3 -0.7 -0.7 -0.2 -0.2 BUXL -0.1 0.4 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 -0.0 -0.0 -0.0 0.1 0.1 0.1 -0.0 0.1 -0.4 0.0 0.0 0.1 0.0 0.1 0.0 0.0 -0.1 -0.4 -0.4 -0.5 -0.7 -0.7 -0.2 -0.2 CAC 0.3 -0.2 -0.6 0.0 -0.0 0.1 -0.0 0.3 -0.0 -0.1 -0.2 -0.1 0.1 0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -1.2 -0.0 -0.0 -0.1 -0.1 0.0 -0.0 0.3 -0.2 -0.1 -0.0 -0.6 0.4 0.2 0.1 0.1 CAD 0.3 0.4 0.2 0.1 0.0 0.1 0.0 0.0 0.1 -0.1 -0.1 -0.0 -0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 -0.0 -0.1 0.1 -0.2 0.1 -0.0 0.0 -0.0 -0.1 0.0 -0.1 -0.5 0.1 0.1 -0.1 0.4 -0.2 0.2 -0.1 CANOLA 0.3 -0.4 -0.1 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.2 -0.2 -0.2 -0.3 -0.1 -0.1 -0.0 -0.2 -0.1 -1.8 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.0 0.2 0.2 -0.1 -0.1 -0.4 0.2 -0.2 CHF 0.2 0.6 0.6 0.0 0.0 0.0 0.0 0.0 0.0 -0.1 0.1 0.0 -0.1 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.2 0.1 -0.0 0.1 0.1 0.5 0.0 -0.0 0.1 -0.0 0.0 0.0 -1.1 -0.2 -0.0 0.6 0.6 -0.0 -0.4 -0.3 -0.4 COCOA 0.1 0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 0.1 0.0 -0.0 0.4 0.4 0.4 0.4 0.0 0.0 -0.0 0.2 -0.0 -2.7 0.0 0.0 0.1 0.0 0.4 0.0 1.1 0.1 0.2 0.3 0.3 0.7 0.3 0.7 0.5 COFFEE -0.0 -0.1 0.2 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.4 0.0 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.0 0.5 0.1 -2.7 0.1 0.0 0.2 0.0 0.4 0.0 0.4 0.3 0.6 0.6 0.6 -0.1 -0.3 0.2 -0.1 COPPER 0.2 -0.4 -0.5 -0.0 0.1 -0.1 0.0 -0.1 0.0 0.1 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 0.1 -0.0 -2.0 -0.0 0.0 -0.0 0.0 0.0 0.0 0.2 0.0 0.1 -0.3 -0.1 0.6 0.2 0.7 0.6 CORN 0.5 -0.1 -0.6 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.4 0.1 -0.6 0.0 -0.1 -0.4 -0.3 -0.4 -0.4 -0.1 -0.2 0.0 -0.5 0.0 -1.3 -0.0 -0.0 -0.2 -0.0 -0.3 -0.0 -1.1 0.5 0.1 0.1 -0.5 -0.1 -0.2 0.0 -0.0 COTTON2 0.4 0.3 -0.4 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.4 0.0 -0.5 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.2 0.0 -0.4 -0.0 -2.7 -0.0 0.1 -0.2 0.0 -0.1 -0.0 -0.6 0.3 0.3 0.1 0.1 -0.4 -0.4 -0.0 -0.1 CRUDE_W -0.4 -0.5 -0.4 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 0.2 -0.2 -0.1 0.2 0.3 0.2 0.3 -0.2 -0.1 -0.2 -0.0 -0.2 -0.2 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 0.6 0.2 0.3 0.1 -0.1 0.2 0.5 0.2 0.7 DAX 0.3 -0.1 -0.4 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.1 0.2 -0.0 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.0 -0.0 0.3 0.0 1.4 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.4 -0.1 0.3 0.2 -0.6 0.4 0.2 0.1 0.1 DOW 0.1 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.0 0.2 0.0 0.4 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.0 0.3 0.0 -1.4 0.0 0.0 0.1 0.0 0.2 0.0 -0.4 0.4 0.4 0.6 0.2 0.3 0.0 -0.1 -0.2 DX -0.1 -0.6 -0.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 -0.2 -0.0 0.2 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.2 -0.1 -0.0 -0.1 -0.1 -2.7 -0.1 0.0 -0.1 -0.0 -0.0 -0.0 0.8 0.3 -0.6 -0.6 -0.6 -0.1 0.2 -0.1 0.3 EUR -0.1 0.4 0.3 0.0 0.0 0.1 0.0 0.0 0.0 -0.1 0.2 -0.1 -0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.1 0.0 2.7 0.1 -0.0 0.1 -0.0 0.1 0.0 -0.4 -0.1 -0.4 0.3 0.3 0.0 -0.6 -0.1 -0.7 EURIBOR-ICE 0.1 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 0.0 -0.0 0.1 0.1 0.1 0.1 0.2 1.7 0.0 0.0 0.1 0.0 0.0 0.0 -0.0 0.2 0.2 0.1 0.0 -0.7 -0.7 -0.0 0.1 EUROSTX 0.2 -0.3 -0.5 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.1 0.1 -0.1 0.4 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.2 -0.1 -0.3 -0.0 -0.0 -0.0 -0.1 0.2 -0.0 0.2 -0.2 -0.1 -0.1 -0.6 0.2 0.0 -0.5 -0.1 FEEDCOW 0.1 -0.6 -0.6 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.3 -0.0 -0.4 -0.1 -0.2 0.3 -0.3 0.1 -0.1 -0.2 -0.2 -0.0 -0.3 -0.2 -0.9 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 -1.1 0.1 -0.6 -0.6 -0.6 0.1 0.7 0.4 0.7 GASOIL -0.5 -0.6 -0.4 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.3 -0.2 0.2 -0.2 -0.2 0.1 0.2 0.0 0.1 -0.2 -0.1 -0.2 -0.1 -0.2 0.5 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.0 -0.3 -0.3 -0.3 -0.1 -0.1 -0.4 -0.3 -0.7 GASOLINE -0.5 -0.5 -0.4 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 0.2 -0.2 -0.2 0.4 0.4 0.4 0.4 -0.2 -0.1 -0.2 -0.0 -0.2 -2.7 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 1.1 0.4 0.4 0.2 0.1 0.4 0.6 0.6 0.7 GAS_US_mini -0.0 -0.1 -0.3 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.1 -0.5 -0.1 -0.7 -0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 0.0 -0.5 -0.1 2.7 -0.1 0.0 -0.2 -0.0 -0.3 -0.0 -1.1 0.5 0.6 0.6 0.3 -0.2 -0.5 -0.2 -0.6 GBP 0.3 0.2 0.3 0.0 0.0 0.1 0.0 0.0 0.0 -0.1 0.5 0.0 0.5 0.1 0.2 0.0 -0.0 -0.0 -0.0 0.2 0.2 -0.0 0.3 0.1 -0.2 0.1 -0.0 0.2 -0.0 0.2 0.0 0.1 -0.2 0.4 0.2 0.6 0.3 -0.7 0.3 -0.6 GOLD_micro 0.1 0.2 0.3 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 0.4 0.1 0.6 0.1 0.2 -0.2 -0.3 -0.2 -0.2 0.2 0.2 0.1 0.5 0.1 -1.1 0.1 0.1 0.2 0.1 0.3 0.1 -0.7 0.0 0.3 0.6 0.6 0.4 -0.1 0.5 0.1 HEATOIL -0.4 -0.5 -0.4 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.4 -0.2 -0.0 -0.2 -0.2 -0.1 0.1 -0.1 -0.0 -0.2 -0.1 -0.2 -0.2 -0.2 -2.7 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.4 0.2 0.2 -0.0 -0.2 -0.2 0.2 -0.6 0.1 JGB-SGX-mini -0.1 0.6 0.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.2 0.3 0.3 0.3 0.1 0.0 0.0 0.0 0.0 -1.0 0.0 0.0 0.0 0.0 -0.0 0.0 1.1 -0.2 -0.2 -0.0 -0.2 -0.3 -0.2 -0.3 0.2 JPY 0.2 0.6 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.1 0.1 -0.2 0.1 0.1 -0.2 -0.3 -0.3 -0.3 0.1 0.1 0.1 -0.1 0.1 2.7 0.0 0.0 0.0 0.0 -0.0 0.0 -1.1 0.3 0.1 0.6 0.3 -0.7 -0.7 -0.7 -0.7 LEANHOG 0.6 0.5 -0.3 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 0.1 -0.3 0.1 0.0 0.4 0.4 0.4 0.4 0.0 -0.1 0.0 -0.3 0.1 0.6 0.0 -0.0 -0.1 0.0 -0.1 0.0 1.1 0.1 0.6 0.6 -0.0 0.0 -0.2 0.2 0.1 LIVECOW -0.1 -0.6 0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.1 0.0 0.2 -0.1 -0.1 0.2 0.2 0.3 0.3 -0.1 -0.0 0.0 0.1 -0.1 -1.7 -0.0 0.0 -0.0 -0.0 0.1 -0.0 1.1 0.4 -0.5 -0.3 0.6 -0.0 0.7 0.2 0.7 LUMBER-new -0.2 0.4 -0.2 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.3 -0.0 -0.0 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 -0.1 -0.2 -0.0 NaN -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -1.2 0.2 -0.2 0.5 0.2 0.1 -0.1 0.3 0.0 MILK 0.3 0.2 0.6 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.0 0.3 0.1 0.2 0.1 0.1 0.4 -0.3 0.2 -0.1 0.2 0.2 0.1 0.2 0.2 1.9 0.1 0.0 0.1 0.0 0.1 0.1 -1.1 0.5 0.6 0.6 0.6 -0.1 -0.7 0.2 -0.7 MXP -0.3 -0.5 -0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.3 0.2 0.2 -0.1 -0.1 -0.0 -0.1 -0.1 -2.7 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 1.1 0.2 -0.6 -0.6 -0.6 0.5 0.4 0.6 0.6 NASDAQ_micro -0.1 -0.5 -0.6 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.0 0.0 -0.0 0.2 0.0 -0.0 -0.1 -0.2 -0.2 -0.2 -0.0 0.0 0.0 0.2 -0.0 -2.2 0.0 0.0 0.1 0.0 0.2 0.0 -0.3 0.5 0.1 -0.2 0.1 0.1 0.1 -0.3 0.0 NIKKEI 0.0 -0.6 -0.6 0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.0 0.0 -0.0 0.1 0.0 0.0 0.1 0.2 0.1 0.2 -0.0 -0.0 -0.0 0.1 -0.0 -0.8 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 1.1 -0.0 -0.1 -0.6 -0.4 0.3 0.0 0.3 -0.0 NZD 0.4 0.4 0.1 0.0 0.0 0.0 0.0 0.0 0.0 -0.1 0.1 0.0 -0.0 0.1 0.1 0.0 0.0 -0.0 -0.0 0.1 0.0 -0.0 0.0 0.1 0.0 0.0 -0.0 0.0 -0.0 0.0 0.0 0.2 -0.2 0.1 0.0 0.0 0.2 -0.2 0.1 -0.0 OAT 0.1 0.5 0.2 0.0 0.0 0.1 0.0 0.0 0.0 0.1 -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 0.4 0.0 0.1 0.1 0.1 0.0 0.1 0.5 0.1 -0.1 -0.3 -0.6 -0.4 -0.6 0.0 0.0 OATIES 0.6 0.5 -0.4 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.3 0.2 -0.5 0.1 -0.1 0.0 0.1 0.1 0.1 0.1 -0.1 0.2 -0.3 0.2 -2.7 0.0 0.1 -0.0 0.1 -0.1 0.1 0.2 0.5 0.6 0.6 0.0 0.4 0.0 0.7 0.3 OJ 0.3 0.0 0.0 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.0 0.4 0.1 0.5 0.1 0.1 0.3 0.2 0.2 0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 -0.0 0.2 0.0 0.3 0.1 0.9 0.5 0.6 0.6 0.6 0.4 0.4 0.7 0.7 PALLAD 0.3 0.3 0.4 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.3 0.1 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.2 0.1 2.0 0.0 0.1 -0.0 0.1 -0.1 0.0 0.3 0.2 0.2 0.1 0.3 -0.7 -0.7 -0.7 -0.7 PLAT 0.0 -0.2 -0.2 -0.0 0.1 -0.1 0.0 -0.1 0.0 0.1 -0.2 0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 -0.0 -0.0 0.7 -0.0 0.1 -0.1 0.1 -0.0 0.0 0.1 0.2 -0.0 -0.2 0.1 -0.1 -0.2 -0.2 0.0 REDWHEAT 0.6 -0.1 -0.6 -0.1 0.0 -0.2 -0.0 -0.1 -0.0 0.1 -0.5 0.2 -0.7 0.1 -0.2 -0.2 -0.1 -0.2 -0.2 -0.1 -0.2 0.1 -0.5 0.1 -0.8 -0.0 0.0 -0.2 0.0 -0.2 0.0 -0.8 0.5 0.5 0.3 -0.5 -0.7 -0.7 -0.7 -0.7 RICE 0.1 -0.1 -0.4 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.2 0.1 0.4 0.0 -0.0 -0.2 0.4 0.3 0.4 -0.0 0.0 0.0 0.2 0.0 -1.5 -0.0 0.1 0.0 0.0 0.1 -0.0 1.1 0.5 0.1 0.5 0.6 -0.7 -0.7 -0.7 -0.7 ROBUSTA 0.4 0.1 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 0.4 0.4 0.4 0.4 0.2 0.2 0.1 0.5 0.2 -2.7 0.0 0.0 0.2 0.0 0.3 0.0 1.1 0.4 0.6 0.6 0.6 0.2 -0.2 0.5 0.1 RUSSELL -0.1 -0.3 0.0 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.0 0.1 -0.1 0.3 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.1 0.1 -0.0 -0.1 0.0 0.0 0.1 -0.0 0.1 0.0 -0.0 0.2 0.1 0.3 0.2 0.1 -0.5 -0.3 -0.7 SHATZ 0.0 0.6 0.6 0.0 0.0 0.1 0.0 0.0 0.0 0.0 0.0 0.1 -0.1 0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.1 0.1 -0.0 0.1 1.0 0.0 0.0 0.1 0.0 0.0 0.0 -1.1 0.1 0.1 0.1 0.1 -0.7 -0.6 -0.5 -0.4 SILVER-mini 0.0 -0.3 -0.1 -0.0 0.1 -0.1 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 0.3 -0.0 0.0 -0.0 0.0 0.1 0.0 -0.1 -0.2 0.1 -0.2 0.2 0.2 -0.1 0.2 0.3 SMI -0.1 -0.4 -0.1 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.1 0.3 -0.1 0.4 0.0 0.1 -0.1 -0.0 -0.1 -0.0 0.0 0.1 -0.1 0.3 -0.1 1.3 0.0 -0.0 0.1 -0.1 0.2 -0.0 0.5 -0.4 -0.3 0.5 0.4 0.0 0.0 -0.4 -0.1 SOFR 0.3 0.6 0.6 0.1 0.0 0.1 0.0 0.0 0.0 0.1 0.4 0.2 0.3 0.2 0.2 0.0 -0.0 0.0 -0.0 0.2 0.2 0.2 0.2 0.2 -0.8 0.1 0.0 0.1 0.0 0.1 0.1 0.2 -0.2 0.1 0.1 0.3 0.3 -0.4 0.7 0.3 SOYBEAN 0.6 -0.3 -0.6 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.2 0.1 -0.3 -0.0 -0.1 -0.2 0.0 -0.2 -0.1 -0.1 -0.1 0.0 -0.3 -0.0 -2.2 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.3 0.3 0.2 -0.1 -0.4 -0.0 -0.7 0.2 -0.5 SOYMEAL 0.5 0.1 -0.4 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.2 0.1 -0.3 0.0 -0.1 -0.1 0.1 -0.0 0.0 -0.0 -0.1 0.1 -0.3 0.0 -2.7 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 0.4 0.3 0.3 -0.1 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.5 -0.3 0.0 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.2 -0.0 -0.3 -0.1 -0.1 0.0 0.0 0.1 0.0 -0.1 -0.1 -0.0 -0.2 -0.0 -2.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.1 0.2 -0.1 0.0 -0.1 -0.3 0.2 -0.1 SP400 -0.1 -0.2 -0.2 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.1 0.1 -0.1 0.3 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 0.2 -0.1 -1.3 0.0 0.0 0.1 -0.0 0.2 0.0 0.0 0.2 0.1 0.3 0.0 0.2 -0.2 -0.2 -0.7 SP500_micro -0.0 -0.5 -0.5 0.0 -0.0 0.1 -0.0 0.2 -0.0 0.0 0.2 0.0 0.4 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.1 0.0 0.3 0.0 -2.1 0.0 0.0 0.1 0.0 0.3 0.0 -0.5 0.5 0.3 0.1 0.3 0.2 0.1 -0.2 -0.0 SUGAR11 0.6 0.1 0.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.3 0.0 -0.4 0.0 -0.0 -0.1 0.1 -0.1 -0.0 -0.0 -0.1 0.0 -0.2 0.0 -2.7 -0.0 0.0 -0.1 0.0 -0.2 0.0 0.1 -0.1 0.5 0.1 0.5 -0.3 0.5 -0.2 0.6 US10 0.2 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 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.1 0.1 0.2 0.3 0.0 0.0 0.1 0.0 0.1 0.0 -0.4 -0.2 -0.1 0.0 0.1 0.1 -0.7 0.7 0.2 US10U 0.1 0.6 0.6 0.1 0.0 0.1 0.0 0.1 0.0 0.1 0.3 0.2 0.0 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.1 0.2 -0.1 0.1 0.0 0.1 0.0 0.1 0.0 -0.1 -0.2 -0.1 -0.1 0.1 0.2 -0.6 0.7 0.5 US2 0.3 0.6 0.6 0.0 0.0 0.1 0.0 0.0 0.0 0.0 0.1 0.1 -0.1 0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.1 0.1 0.0 0.1 1.6 0.0 0.0 0.1 0.0 0.0 0.0 -1.1 -0.0 0.1 0.3 0.2 0.0 -0.7 0.2 -0.4 US20 0.2 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 -0.4 0.0 0.0 0.1 0.0 0.1 0.0 0.2 -0.2 -0.1 -0.1 0.0 0.2 -0.3 0.7 0.7 US30 0.2 0.6 0.6 0.0 0.0 0.1 0.0 0.0 0.0 0.1 0.3 0.1 0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.1 0.0 0.2 -0.3 0.1 0.0 0.1 0.0 0.1 0.0 -0.2 -0.3 -0.2 -0.2 -0.1 0.1 -0.3 0.7 0.7 US5 0.2 0.6 0.6 0.0 0.0 0.1 0.0 0.0 0.0 0.1 0.2 0.1 0.0 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.1 0.1 0.1 0.2 0.8 0.0 0.0 0.1 0.0 0.1 0.0 -0.8 -0.1 0.0 0.1 0.2 0.2 -0.7 0.7 -0.0 VIX 0.1 0.9 1.0 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.0 -0.2 0.0 -0.4 -0.1 -0.1 0.2 -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 -0.6 -1.1 NaN NaN WHEAT 0.6 -0.1 -0.6 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.3 0.1 -0.5 0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.2 0.1 -0.4 0.1 0.4 -0.0 0.0 -0.1 0.0 -0.2 0.0 -1.1 0.5 0.2 0.2 -0.4 -0.7 -0.7 -0.6 -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 4.1 1.9 4.0 3.5 1.9 1.7 1.3 0.9 3.4 -5.5 6.5 -3.6 -0.5 6.5 7.3 -0.8 -2.4 -1.6 -2.0 4.1 3.5 -4.1 1.0 1.2 2.3 2.1 -0.0 1.6 -1.8 0.8 0.9 -0.0 -14.2 -3.5 -11.6 -1.2 10.4 -5.2 14.4 -0.6 BITCOIN -3.4 -13.6 -20.0 -2.0 8.7 -3.5 4.6 -2.3 1.5 7.8 -0.9 -4.1 6.2 -7.9 -9.1 -5.0 -6.8 -5.7 -6.3 -8.5 -3.3 -4.9 5.8 -8.5 -20.0 -4.2 0.9 -0.9 -2.2 5.0 -4.0 -2.1 -20.0 -16.9 -8.0 6.4 -5.6 -4.2 -4.0 0.8 BOBL -1.7 18.1 14.8 3.5 3.0 2.7 3.3 1.0 3.2 6.1 1.4 7.9 -3.1 9.5 9.8 0.5 -14.4 -15.2 -16.0 9.7 5.9 10.8 -0.4 10.1 4.6 3.6 2.9 2.5 4.1 0.7 3.7 -20.0 1.0 -2.4 -1.4 -4.7 -20.0 -20.0 -6.3 -7.2 BTP 0.1 10.2 7.4 6.0 5.3 4.7 5.7 1.8 5.6 17.0 15.8 18.2 16.4 19.1 19.4 4.6 3.9 2.9 2.9 15.3 13.4 19.7 12.0 16.4 -20.0 6.7 10.0 5.8 9.2 5.3 7.4 10.0 3.2 -2.3 -15.2 -18.4 -20.0 -14.9 -1.4 6.1 BUND -3.0 14.7 12.0 3.9 3.4 3.0 3.7 1.1 3.6 7.9 3.3 9.2 0.1 10.3 10.9 -11.5 -0.3 -3.2 -1.6 9.3 6.5 10.3 0.9 9.2 1.3 3.9 3.7 3.1 4.4 1.5 3.8 2.4 -1.8 -6.0 -6.0 -8.4 -20.0 -19.8 -5.1 -5.8 BUXL -4.1 12.8 7.8 4.6 4.0 3.5 4.3 1.3 4.2 9.6 2.4 10.1 0.3 9.9 10.5 -0.3 -2.1 -1.1 -2.0 7.4 4.7 8.8 -1.0 7.5 -3.0 3.8 3.7 3.2 4.4 1.5 3.7 0.5 -5.9 -11.1 -12.2 -15.6 -20.0 -20.0 -7.4 -6.4 CAC 8.5 -4.7 -20.0 1.0 -0.9 4.3 -3.6 7.1 -1.6 -9.0 -9.2 -8.5 1.8 1.9 -9.9 -5.6 -2.3 -5.2 -3.5 -10.7 -11.7 -10.8 -2.0 -7.5 -9.1 -4.3 -2.3 -3.9 -4.6 0.4 -3.4 5.8 -9.1 -3.0 -1.0 -20.0 12.8 5.7 1.8 2.7 CAD 10.8 13.9 4.9 4.9 2.6 2.3 1.8 1.2 4.7 -15.1 -3.4 -1.2 -14.2 11.7 11.7 -4.3 -3.6 -4.5 -4.1 9.8 2.0 -5.1 -5.4 7.9 -1.5 4.6 -5.1 1.3 -2.0 -1.6 3.9 -2.7 -19.8 2.5 2.2 -1.7 11.2 -6.4 4.8 -2.6 CANOLA 8.3 -12.3 -3.5 -2.0 1.1 -1.9 -0.6 -1.4 -1.5 -6.3 -5.3 -5.0 -6.4 -5.7 -5.7 -12.1 -10.6 -12.3 -12.6 -5.5 -5.5 -5.1 -5.8 -4.8 -13.5 -1.3 -1.9 -2.4 -0.5 -3.4 -0.1 -20.0 -0.9 5.2 4.6 -2.4 -1.9 -11.0 7.1 -5.6 CHF 5.1 20.0 20.0 2.8 1.5 1.3 1.0 0.7 2.7 -12.1 4.5 4.2 -2.6 10.0 11.6 -13.7 -16.2 -15.1 -15.7 15.4 10.3 -1.0 2.3 9.9 3.8 4.5 -2.4 3.2 -0.3 1.1 2.7 -20.0 -6.3 -0.3 20.0 20.0 -1.5 -10.8 -9.4 -12.1 COCOA 1.6 1.4 1.5 -1.9 1.0 -1.8 -0.6 -1.3 -1.4 -0.3 2.1 -2.2 3.2 0.3 -1.3 20.0 20.0 20.0 20.0 1.2 4.3 -1.3 9.2 -0.1 -20.0 1.8 0.4 4.8 0.8 10.3 1.3 20.0 6.0 7.5 8.9 9.8 20.0 9.3 20.0 13.7 COFFEE -0.7 -3.3 5.0 -5.0 2.8 -4.7 -1.6 -3.4 -3.8 13.3 15.0 1.6 15.4 6.6 12.2 4.1 6.1 4.2 5.2 11.3 16.2 4.2 17.5 6.3 -20.0 5.1 4.0 7.9 2.4 10.2 3.3 7.2 13.5 17.3 18.8 20.0 -2.9 -9.4 5.2 -3.0 COPPER 5.0 -12.6 -14.1 -1.6 6.9 -2.8 3.7 -1.9 1.2 5.9 -4.4 -2.6 -1.1 -2.7 -9.0 -4.5 -3.0 -3.1 -2.6 -7.3 -4.4 0.4 1.9 -3.9 -14.6 -1.5 3.6 -1.1 2.6 1.1 1.0 4.6 0.8 2.6 -7.8 -4.0 17.6 6.8 20.0 19.5 CORN 13.9 -4.4 -20.0 -4.3 2.4 -4.0 -1.4 -2.9 -3.3 -2.1 -13.2 7.2 -15.3 0.5 -12.0 -20.0 -16.5 -20.0 -20.0 -11.2 -19.8 4.2 -20.0 0.7 -9.9 -4.5 -0.6 -6.6 -0.1 -6.9 -1.3 -20.0 19.1 3.1 3.1 -14.1 -2.2 -6.1 0.5 -0.5 COTTON2 12.5 8.7 -12.1 -4.2 2.3 -3.9 -1.3 -2.8 -3.2 8.8 -14.9 3.2 -13.8 -1.2 -11.0 -11.1 -3.4 -9.8 -6.6 -7.1 -14.7 2.4 -15.7 -0.7 -20.0 -3.5 5.9 -5.7 0.9 -4.2 -1.0 -11.0 12.8 10.2 2.7 1.9 -10.5 -11.5 -0.2 -4.4 CRUDE_W -13.2 -16.5 -11.2 -5.0 -2.8 -3.2 -5.6 -1.0 -5.9 -7.2 -7.9 -13.0 5.8 -14.4 -13.3 10.8 12.6 12.3 12.7 -16.6 -8.5 -19.9 -0.8 -20.0 -1.6 -5.6 -0.8 -4.2 -4.6 -1.2 -5.7 10.8 9.6 10.6 2.5 -1.9 4.6 14.9 5.3 20.0 DAX 10.7 -4.1 -11.9 0.9 -0.8 3.7 -3.1 6.1 -1.4 -6.3 6.5 -3.2 12.9 8.4 5.6 -8.1 -10.3 -8.6 -9.5 2.6 3.8 -4.1 9.5 1.6 10.2 0.3 -0.5 2.0 -2.6 5.8 -0.4 -6.8 -4.4 8.3 6.5 -17.3 12.5 4.8 2.2 2.1 DOW 4.1 -0.1 -1.3 0.7 -0.6 3.0 -2.5 4.9 -1.1 -0.4 8.0 0.3 12.0 7.5 8.0 -8.6 -10.8 -9.6 -10.3 7.6 8.7 0.5 10.4 4.4 -10.3 4.3 2.0 4.5 2.4 5.4 3.8 -7.8 18.2 13.8 18.7 4.8 9.4 1.0 -3.2 -4.6 DX -3.4 -20.0 -14.4 3.2 1.7 1.5 1.2 0.8 3.1 0.7 -6.6 -2.3 5.0 -9.9 -12.8 5.2 6.8 6.3 6.6 -16.3 -11.0 -1.9 -2.4 -11.3 -20.0 -5.1 0.4 -3.5 -0.6 -0.8 -3.5 15.4 11.0 -20.0 -20.0 -20.0 -2.6 5.8 -3.9 8.5 EUR -3.3 12.8 8.8 4.2 2.2 2.0 1.5 1.1 4.0 -7.7 7.9 -10.1 -3.9 6.9 12.5 -6.2 -7.1 -6.9 -7.0 11.9 9.3 -5.4 2.9 4.5 20.0 5.5 -1.7 4.6 -2.0 2.3 2.3 -8.3 -5.2 -11.1 9.9 9.5 1.1 -18.7 -4.1 -20.0 EURIBOR-ICE 3.4 20.0 17.9 3.0 2.6 2.3 2.8 0.9 2.8 5.9 4.8 7.9 3.7 9.7 9.9 2.7 -3.1 0.0 -1.7 13.6 9.8 14.1 4.8 14.1 13.0 3.5 3.0 2.5 3.9 1.4 3.7 -0.1 7.6 5.6 4.3 0.3 -20.0 -20.0 -0.5 2.2 EUROSTX 4.8 -8.1 -16.8 0.8 -0.7 3.5 -2.9 5.8 -1.3 -7.5 2.4 -7.8 10.6 1.1 -2.0 -4.2 -3.0 -4.5 -4.2 -4.8 -1.6 -9.9 6.9 -6.1 -2.2 -2.5 -1.9 -0.1 -4.8 4.6 -3.3 4.4 -10.1 -4.0 -3.2 -20.0 5.9 1.1 -14.5 -3.7 FEEDCOW 3.0 -20.0 -19.3 -4.6 2.5 -4.3 -1.4 -3.1 -3.5 5.5 -11.9 -2.3 -9.9 -12.9 -14.0 16.1 -16.4 7.2 -3.9 -20.0 -20.0 -5.4 -12.2 -18.1 -6.4 -5.4 1.2 -4.4 -1.4 -2.2 -4.1 -20.0 5.5 -18.1 -20.0 -18.9 4.4 20.0 12.6 20.0 GASOIL -14.2 -17.9 -13.8 -5.1 -2.8 -3.2 -5.7 -1.0 -6.0 -9.7 -12.8 -14.8 4.2 -16.7 -16.4 2.8 8.9 1.9 3.7 -20.0 -13.3 -20.0 -3.4 -20.0 3.7 -6.0 -4.4 -3.9 -7.2 -1.3 -7.3 0.1 -11.1 -8.9 -9.3 -2.1 -3.7 -11.4 -7.7 -20.0 GASOLINE -14.4 -16.5 -12.0 -5.1 -2.8 -3.2 -5.7 -1.0 -6.0 -8.5 -7.8 -13.5 4.3 -15.3 -14.5 19.9 20.0 20.0 20.0 -17.9 -9.4 -19.2 -0.1 -20.0 -20.0 -5.9 -0.4 -4.0 -4.3 -0.4 -6.0 20.0 17.5 11.7 6.9 1.8 12.8 18.7 18.6 20.0 GAS_US_mini -1.1 -3.0 -9.0 -5.6 -3.1 -3.5 -6.3 -1.1 -6.6 11.9 -17.1 -8.7 -18.3 -9.9 -17.2 -20.0 -20.0 -20.0 -20.0 -12.5 -16.3 0.5 -20.0 -6.4 20.0 -5.3 3.4 -5.9 -0.9 -7.8 -4.0 -20.0 20.0 20.0 20.0 8.3 -6.5 -15.8 -7.0 -19.4 GBP 8.1 5.5 8.6 4.6 2.4 2.2 1.7 1.2 4.4 -8.7 17.2 2.9 12.9 11.7 15.2 0.2 -0.6 -0.3 -0.5 18.5 16.4 -0.5 11.9 12.3 -1.6 6.9 -1.7 6.4 -0.1 4.9 4.5 2.8 -8.3 11.0 6.5 20.0 8.2 -20.0 9.9 -17.8 GOLD_micro 1.7 7.5 8.0 -2.1 9.2 -3.7 4.9 -2.5 1.6 10.6 15.9 10.7 15.3 13.7 14.3 -12.5 -13.2 -12.2 -12.4 14.9 17.8 10.3 19.4 11.7 -8.1 5.3 7.7 5.8 5.2 7.3 5.4 -12.7 0.9 8.2 19.9 20.0 12.6 -2.7 14.4 2.8 HEATOIL -11.9 -15.7 -11.4 -4.9 -2.7 -3.1 -5.6 -1.0 -5.9 -9.6 -13.5 -13.9 -1.1 -15.6 -15.3 -6.0 5.4 -5.4 -2.0 -20.0 -13.6 -20.0 -5.7 -20.0 -20.0 -6.1 -2.4 -5.0 -4.9 -2.3 -6.0 -7.8 9.1 6.1 -0.8 -4.7 -7.0 4.8 -16.7 2.7 JGB-SGX-mini -1.6 20.0 9.0 2.2 2.0 1.7 2.1 0.7 2.1 3.7 1.7 2.2 0.9 3.6 3.7 11.4 16.7 13.9 15.2 4.7 2.8 2.9 0.8 3.8 -7.6 1.9 0.9 0.9 1.0 -0.2 1.5 20.0 -7.6 -7.4 -0.5 -5.7 -7.9 -5.2 -7.8 5.9 JPY 5.8 20.0 20.0 1.7 0.9 0.8 0.6 0.4 1.7 7.9 3.1 8.3 -4.5 8.7 8.0 -10.9 -15.1 -12.6 -13.8 11.2 5.2 8.4 -3.5 10.8 20.0 2.6 1.4 1.2 1.8 -0.8 2.4 -20.0 12.2 2.5 20.0 8.8 -20.0 -19.9 -20.0 -20.0 LEANHOG 19.0 14.1 -10.4 -4.7 2.6 -4.4 -1.5 -3.2 -3.6 -8.4 -6.9 7.6 -7.4 11.3 1.4 20.0 19.4 20.0 20.0 3.7 -7.4 5.1 -12.0 10.1 4.4 0.6 -0.0 -2.9 0.9 -4.0 2.7 20.0 4.8 19.7 20.0 -0.9 0.1 -5.1 4.5 3.6 LIVECOW -2.5 -20.0 2.4 -5.4 3.0 -5.0 -1.7 -3.6 -4.1 9.8 3.8 3.6 6.0 -10.7 -7.2 9.8 11.3 13.8 14.3 -6.7 -0.0 0.9 4.6 -6.7 -12.9 -3.9 3.3 -0.4 -1.2 2.7 -4.5 19.7 15.3 -15.2 -10.3 20.0 -1.5 20.0 5.7 20.0 LUMBER-new -6.6 10.9 -4.1 -3.1 1.7 -2.9 -1.0 -2.0 -2.4 -8.6 -7.5 -9.1 -8.3 -2.8 -2.4 -19.4 -17.8 -18.4 -18.0 -3.1 -6.2 -5.3 -7.8 -3.4 NaN -1.1 -3.7 -3.6 -2.4 -5.0 -1.1 -20.0 7.6 -6.4 13.9 4.9 2.9 -1.9 7.5 0.8 MILK 8.4 5.3 18.9 -3.7 2.0 -3.5 -1.2 -2.5 -2.8 3.9 12.4 9.4 6.2 11.7 12.4 20.0 -15.8 7.8 -5.2 17.5 14.3 14.9 6.5 18.1 14.3 4.8 2.4 4.0 3.9 1.6 4.9 -20.0 20.0 20.0 20.0 20.0 -1.5 -19.9 4.7 -20.0 MXP -8.3 -14.2 -20.0 1.9 1.0 0.9 0.7 0.5 1.8 6.0 -7.9 -6.2 -3.7 -8.3 -9.0 9.4 14.0 10.4 11.8 -11.6 -10.0 -2.2 -4.0 -8.8 -20.0 -3.4 1.9 -3.0 -0.5 -1.1 -2.3 20.0 7.3 -20.0 -20.0 -20.0 14.6 12.4 19.4 19.0 NASDAQ_micro -4.2 -16.9 -19.6 0.5 -0.4 2.1 -1.7 3.4 -0.8 5.4 1.8 -0.2 6.8 0.2 -1.2 -6.5 -9.9 -8.1 -9.2 -1.7 2.2 0.8 6.9 -2.7 -16.6 0.5 4.7 2.1 2.2 4.8 0.7 -6.1 20.0 3.2 -5.0 4.0 1.5 4.2 -8.5 1.0 NIKKEI 0.3 -18.9 -20.0 0.3 -0.3 1.5 -1.2 2.4 -0.5 -3.1 1.1 -3.9 3.2 0.9 0.2 3.4 9.2 6.9 8.0 -2.6 -0.8 -4.1 2.2 -3.3 -6.3 -1.9 -0.3 -0.9 -1.1 0.8 -1.6 20.0 -0.3 -4.0 -19.9 -11.2 9.8 0.6 8.1 -0.8 NZD 12.2 12.5 2.5 2.9 1.5 1.4 1.0 0.7 2.8 -7.5 4.6 3.8 -0.1 9.2 8.5 0.2 0.1 -0.0 -0.0 7.3 3.7 -1.1 0.6 6.2 0.0 2.7 -1.1 1.3 -0.4 0.4 2.4 3.9 -10.1 4.3 1.5 1.1 5.5 -5.2 3.1 -0.2 OAT 2.1 16.8 5.4 4.3 3.7 3.3 4.0 1.3 4.0 10.1 -0.6 11.3 -1.6 12.7 12.5 4.8 3.7 2.5 2.5 9.4 4.1 13.9 -1.5 11.9 3.3 4.1 5.7 2.3 6.3 0.6 5.2 9.5 3.2 -2.0 -8.3 -17.2 -13.3 -16.5 0.8 0.9 OATIES 20.0 14.8 -12.6 -4.4 2.4 -4.1 -1.4 -3.0 -3.4 14.4 -9.7 15.7 -13.9 13.5 -5.0 2.3 2.5 4.5 4.2 10.3 -6.0 20.0 -12.4 20.0 -20.0 2.3 6.6 -1.2 8.1 -2.2 6.8 2.9 20.0 20.0 20.0 0.4 13.2 0.1 20.0 9.6 OJ 10.4 0.3 0.6 -4.5 2.5 -4.2 -1.4 -3.0 -3.4 0.0 13.9 8.3 14.7 11.0 12.1 14.1 12.1 11.4 10.6 17.3 17.4 12.7 20.0 17.9 -20.0 5.4 -0.7 5.7 3.5 8.3 5.6 16.4 20.0 20.0 20.0 20.0 11.9 12.9 20.0 20.0 PALLAD 10.7 8.7 11.9 -1.2 5.2 -2.1 2.8 -1.4 0.9 8.1 -3.5 6.2 -7.7 5.6 0.9 -1.6 -2.0 -1.7 -1.8 1.5 -1.9 10.5 -6.2 5.4 14.9 1.1 9.3 -1.1 6.1 -2.8 3.7 6.0 9.2 4.8 4.2 8.2 -20.0 -20.0 -20.0 -20.0 PLAT 1.3 -7.3 -6.5 -1.6 6.9 -2.8 3.7 -1.8 1.2 10.9 -6.3 4.7 -4.8 -1.9 -8.5 -4.5 -4.5 -4.8 -4.7 -4.0 -3.0 7.0 -1.4 -0.5 5.1 -1.9 8.8 -2.4 5.1 -1.2 1.3 1.4 9.7 -1.0 -5.2 1.6 -4.2 -7.5 -6.4 1.4 REDWHEAT 18.9 -1.8 -20.0 -6.0 3.3 -5.6 -1.9 -4.0 -4.5 10.8 -17.5 15.1 -19.4 9.9 -16.6 -9.2 -6.0 -9.9 -8.5 -9.8 -19.0 15.4 -20.0 7.4 -5.9 -4.0 3.7 -6.2 4.2 -6.6 1.3 -15.1 20.0 14.5 8.5 -15.1 -20.0 -20.0 -20.0 -20.0 RICE 3.2 -3.7 -11.6 -4.9 2.7 -4.6 -1.6 -3.3 -3.7 11.7 8.7 8.6 11.8 3.7 -2.7 -10.4 20.0 12.9 20.0 -1.4 1.0 5.5 6.8 1.2 -10.9 -0.7 5.6 1.2 1.1 3.0 -1.0 20.0 20.0 2.9 16.7 17.7 -20.0 -20.0 -20.0 -20.0 ROBUSTA 13.8 2.1 5.1 -3.3 1.8 -3.1 -1.1 -2.2 -2.5 10.2 11.9 10.9 11.8 11.1 11.7 20.0 20.0 20.0 20.0 20.0 20.0 15.7 20.0 18.8 -20.0 4.5 3.4 5.8 3.0 7.5 3.7 20.0 17.9 20.0 20.0 20.0 5.8 -4.6 14.0 2.4 RUSSELL -3.7 -8.6 0.4 0.5 -0.5 2.3 -1.9 3.8 -0.9 -4.7 2.4 -5.9 7.2 -2.8 -0.9 -4.8 -6.4 -5.6 -6.1 0.2 3.2 -6.0 4.3 -4.0 -0.7 2.3 0.9 3.3 -0.0 3.5 0.8 -0.3 7.9 3.8 10.3 5.6 2.0 -15.2 -7.6 -20.0 SHATZ 0.2 20.0 20.0 2.8 2.4 2.1 2.6 0.8 2.6 4.1 1.2 6.2 -3.1 7.9 8.1 -20.0 -20.0 -20.0 -20.0 10.1 5.8 10.2 -1.7 10.4 7.2 3.0 1.8 1.9 3.1 0.0 3.1 -20.0 2.5 2.4 4.2 1.8 -20.0 -18.6 -15.7 -10.7 SILVER-mini 1.5 -10.7 -3.5 -1.5 6.5 -2.6 3.5 -1.7 1.1 6.0 3.2 -1.8 4.7 -0.7 -4.2 -6.1 -6.4 -6.0 -6.1 -1.9 1.7 0.6 5.3 -1.9 2.2 -0.8 4.4 -0.1 2.0 2.0 0.7 -1.4 -6.7 2.3 -5.1 4.9 5.5 -3.4 4.8 8.9 SMI -4.2 -13.6 -1.7 0.7 -0.6 3.0 -2.5 5.0 -1.1 -9.5 10.5 -9.5 12.4 2.9 5.8 -2.5 -0.0 -2.8 -1.9 1.2 7.8 -13.1 11.1 -6.5 9.8 2.8 -3.3 5.5 -4.7 6.3 -1.2 9.0 -14.9 -9.0 16.2 12.0 0.4 1.0 -11.8 -3.1 SOFR 8.5 20.0 20.0 4.7 4.1 3.6 4.4 1.4 4.3 11.5 13.1 14.5 7.3 15.9 16.3 2.5 -0.5 0.8 -0.2 20.0 20.0 18.5 9.0 20.0 -5.9 5.8 2.0 5.1 3.6 3.0 4.9 3.5 -6.4 2.9 3.4 9.1 9.5 -12.9 20.0 7.9 SOYBEAN 19.9 -8.1 -19.0 -2.8 1.5 -2.6 -0.9 -1.9 -2.1 -0.1 -8.4 5.3 -8.2 -2.2 -7.5 -10.6 1.2 -8.5 -4.8 -8.9 -12.8 2.5 -11.5 -1.1 -16.6 -3.0 0.1 -3.8 0.1 -3.1 -1.0 -5.7 11.5 6.0 -4.1 -13.4 -1.0 -20.0 4.8 -13.8 SOYMEAL 16.2 3.4 -11.8 -3.1 1.7 -2.9 -1.0 -2.1 -2.4 3.5 -8.2 6.4 -9.5 3.8 -6.7 -6.3 3.8 -2.2 0.3 -3.1 -8.4 5.8 -9.5 4.0 -20.0 -2.1 0.4 -3.2 0.7 -2.9 0.1 0.7 15.1 7.8 8.0 -2.7 -20.0 -20.0 -20.0 -20.0 SOYOIL 14.3 -9.7 0.3 -2.2 1.2 -2.1 -0.7 -1.5 -1.7 -5.1 -6.5 -2.0 -7.6 -4.7 -6.0 1.2 1.6 2.8 1.6 -5.4 -6.7 -2.8 -7.3 -3.3 -16.9 -1.8 -0.6 -2.6 -0.1 -2.6 -0.4 -0.7 2.3 7.6 -4.1 0.0 -3.0 -9.1 5.5 -3.0 SP400 -3.8 -7.0 -7.6 0.6 -0.6 2.7 -2.3 4.5 -1.0 -6.6 4.2 -7.8 9.4 -2.1 -0.8 -6.4 -5.9 -6.1 -6.0 -1.0 2.8 -8.8 6.2 -5.8 -9.6 2.4 0.3 4.0 -0.7 5.4 0.7 0.3 7.1 2.6 10.6 1.1 5.3 -6.9 -5.5 -20.0 SP500_micro -0.2 -14.0 -15.7 0.6 -0.5 2.7 -2.2 4.4 -1.0 4.4 8.3 2.0 11.5 5.5 5.0 -8.7 -11.9 -10.4 -11.4 3.3 7.7 1.7 12.3 0.8 -15.9 2.7 5.1 4.6 3.1 7.3 2.5 -9.7 20.0 10.0 2.4 8.8 6.3 2.9 -7.1 -0.9 SUGAR11 18.7 3.7 2.8 -4.2 2.3 -3.9 -1.3 -2.8 -3.2 -1.3 -10.6 2.9 -11.5 2.6 -3.1 -4.1 5.4 -3.4 -0.2 -1.0 -7.3 0.3 -9.1 2.4 -20.0 -0.5 0.9 -3.5 0.0 -4.4 0.9 2.0 -5.0 14.5 3.8 15.4 -9.6 13.6 -6.4 17.0 US10 4.8 20.0 20.0 3.5 3.1 2.7 3.3 1.0 3.3 8.2 8.8 10.1 1.8 11.3 11.5 -7.0 -7.4 -7.2 -7.2 16.0 12.2 11.7 3.3 14.4 2.1 4.1 1.2 3.7 2.2 1.8 3.2 -8.3 -6.7 -2.2 1.0 4.2 4.1 -20.0 20.0 5.7 US10U 4.2 20.0 20.0 4.8 4.2 3.7 4.5 1.4 4.4 12.1 11.8 14.3 1.2 15.6 15.8 -4.1 -3.1 -4.1 -3.9 19.9 14.7 15.4 3.1 18.4 -0.7 5.6 1.9 4.9 3.1 2.4 4.3 -1.7 -10.2 -4.0 -2.1 2.3 4.6 -17.9 20.0 15.6 US2 8.2 20.0 20.0 2.6 2.2 2.0 2.4 0.8 2.4 5.4 4.3 7.1 -1.5 8.0 8.1 -20.0 -20.0 -20.0 -20.0 13.1 8.6 10.4 0.3 12.7 11.8 3.0 0.8 2.2 1.8 0.7 2.6 -20.0 -0.4 2.6 8.2 6.2 0.6 -20.0 5.1 -11.6 US20 4.7 20.0 19.8 3.6 3.1 2.8 3.4 1.1 3.3 9.2 8.9 10.8 3.1 11.6 11.6 -0.6 -0.8 -0.8 -0.8 14.3 10.9 11.1 3.2 13.3 -2.7 4.2 1.4 4.0 2.2 2.4 3.1 2.9 -8.7 -3.8 -3.4 1.4 5.4 -10.1 20.0 20.0 US30 4.9 18.5 17.3 4.2 3.7 3.2 4.0 1.2 3.9 10.6 9.5 12.6 1.2 13.5 13.2 -6.2 -5.1 -5.2 -5.0 14.3 10.1 11.7 1.5 13.9 -1.9 4.8 1.4 4.5 2.6 2.4 3.8 -4.5 -11.8 -5.1 -7.6 -2.3 2.2 -9.3 20.0 20.0 US5 6.8 20.0 20.0 3.4 3.0 2.6 3.2 1.0 3.2 7.9 8.2 9.9 0.7 11.0 11.2 -10.2 -10.9 -11.3 -11.0 16.9 12.4 12.8 2.9 15.6 6.1 4.1 1.3 3.4 2.4 1.6 3.4 -14.6 -3.9 0.5 4.3 6.1 4.9 -20.0 20.0 -0.9 VIX 1.2 17.3 20.0 1.2 -1.0 0.4 -0.5 -1.1 0.5 -0.5 -4.2 0.6 -6.2 -3.5 -3.6 5.2 -20.0 -18.3 -20.0 1.4 -0.1 0.5 -3.2 1.5 NaN 1.3 -1.1 0.5 -0.6 -1.3 0.6 NaN NaN NaN NaN NaN -11.6 -20.0 NaN NaN WHEAT 17.1 -2.4 -20.0 -4.5 2.5 -4.2 -1.4 -3.0 -3.4 12.6 -12.6 13.3 -13.8 8.5 -12.0 -15.3 -15.2 -16.4 -16.1 -7.8 -14.8 13.6 -16.6 6.2 3.2 -3.3 3.3 -4.6 3.1 -4.3 0.6 -20.0 20.0 7.1 5.4 -13.6 -20.0 -20.0 -18.2 -19.7 End of report for caleb_strategy_v3