******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240913_203909 produced at 2024-09-13 21:37:32.084499 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -3.12 999999999.0 0 0 caleb_strategy_v3 MXP False False 0.01 -0.12 -0.10 0.0 0.53 -0.53 -0.12 -0.12 -11.20 60.0 -14 -14 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -31.51 59.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.04 -0.08 -0.06 0.0 0.32 -0.32 -0.08 -0.08 -1.48 8.0 -2 -2 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -1.21 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 -1.73 3.0 -3 -3 caleb_strategy_v3 CAC True False 0.03 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -1.46 12.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.04 -0.04 0.0 0.09 -0.09 -0.04 -0.04 -5.73 12.0 -5 -5 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.03 -0.03 0.0 0.00 -0.03 -0.03 -0.03 -14.95 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 -5.27 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 -2.09 11.0 -3 -3 caleb_strategy_v3 GASOIL False False 0.02 -0.02 -0.03 0.0 0.09 -0.09 -0.02 -0.02 -1.55 4.0 -1 -1 caleb_strategy_v3 COPPER False False 0.04 0.00 -0.03 0.0 999.00 -999.00 0.00 0.00 -0.80 999999999.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 -0.02 -0.02 0.0 0.37 -0.37 -0.02 -0.02 -1.13 20.0 -1 -1 caleb_strategy_v3 NIKKEI False False 0.01 -0.02 -0.02 0.0 0.32 -0.32 -0.02 -0.02 -2.17 36.0 -2 -2 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.02 0.0 0.08 -0.08 -0.01 -0.01 -1.53 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 -1.22 23.0 0 0 caleb_strategy_v3 BOBL False False 0.05 0.00 -0.02 0.0 0.87 -0.87 0.00 0.00 -0.39 19.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.02 0.0 0.14 -0.14 0.00 0.00 -8.15 51.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.01 0.0 0.09 -0.09 -0.03 -0.03 -1.34 9.0 -3 -3 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 SOYOIL False False 0.01 0.00 -0.01 0.0 0.08 -0.08 0.00 0.00 -0.64 10.0 0 0 caleb_strategy_v3 SP400 False True 0.10 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.12 2.0 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 -0.68 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 -0.85 18.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.03 -0.01 0.0 0.74 -0.74 0.03 0.03 -0.29 29.0 1 1 caleb_strategy_v3 BUXL False False 0.05 0.00 -0.01 0.0 0.21 -0.21 0.00 0.00 -0.13 4.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.07 -0.01 0.0 0.13 -0.13 -0.07 -0.07 -0.74 7.0 -4 -4 caleb_strategy_v3 LUMBER-new False False 0.00 -0.01 -0.01 0.0 0.01 -0.01 -0.01 -0.01 -2.68 3.0 -2 -2 caleb_strategy_v3 GASOLINE False False 0.03 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.07 999999999.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 -0.07 -0.00 0.0 0.26 -0.26 -0.07 -0.07 -0.77 68.0 -18 -18 caleb_strategy_v3 RICE False False 0.01 0.00 0.00 0.0 0.04 -0.04 0.00 0.00 0.27 4.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.05 -0.00 0.0 0.52 -0.52 0.05 0.05 -0.05 10.0 1 1 caleb_strategy_v3 PLAT False False 0.02 -0.03 -0.00 0.0 0.17 -0.17 -0.03 -0.03 -0.12 10.0 -2 -2 caleb_strategy_v3 SILVER-mini False False 0.03 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.22 999999999.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.01 0.0 0.42 -0.42 0.02 0.02 0.81 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 0.28 6.0 3 3 caleb_strategy_v3 PALLAD False False 0.04 0.00 0.01 0.0 0.07 -0.07 0.00 0.00 0.18 2.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 0.01 0.0 0.00 0.00 0.00 0.00 1.11 2.0 0 0 caleb_strategy_v3 AUD False False 0.02 0.09 0.01 0.0 0.44 -0.44 0.09 0.09 0.41 19.0 4 4 caleb_strategy_v3 CHF False False 0.05 0.26 0.01 0.0 0.67 -0.67 0.26 0.26 0.27 13.0 5 5 caleb_strategy_v3 COCOA False False 0.02 0.00 0.01 0.0 0.55 -0.55 0.00 0.00 0.43 26.0 0 0 caleb_strategy_v3 COFFEE False False 0.03 0.00 0.01 0.0 0.20 -0.20 0.00 0.00 0.18 6.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.02 0.02 0.01 0.0 0.12 -0.12 0.02 0.02 0.40 5.0 1 1 caleb_strategy_v3 NZD False False 0.02 0.00 0.02 0.0 0.45 -0.45 0.00 0.00 0.93 21.0 0 0 caleb_strategy_v3 BTP False False 0.05 -0.05 0.02 0.0 0.46 -0.46 -0.05 -0.05 0.44 10.0 -1 -1 caleb_strategy_v3 DOW False False 0.01 0.02 0.02 0.0 0.48 -0.48 0.02 0.02 2.47 66.0 3 3 caleb_strategy_v3 LIVECOW False False 0.02 0.05 0.02 0.0 0.42 -0.42 0.05 0.05 0.79 17.0 2 2 caleb_strategy_v3 OJ False False 0.03 0.03 0.02 0.0 0.08 -0.08 0.03 0.03 0.94 3.0 1 1 caleb_strategy_v3 JPY False False 0.03 0.03 0.02 0.0 0.53 -0.53 0.03 0.03 0.64 17.0 1 1 caleb_strategy_v3 SMI False True 0.05 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.59 9.0 0 0 caleb_strategy_v3 US20 False True 0.04 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.60 9.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.03 0.03 0.0 0.42 -0.42 0.03 0.03 4.56 58.0 4 4 caleb_strategy_v3 MILK False False 0.02 0.00 0.03 0.0 0.08 -0.08 0.00 0.00 1.58 5.0 0 0 caleb_strategy_v3 EUR False False 0.05 0.05 0.04 0.0 0.67 -0.67 0.05 0.05 0.87 14.0 1 1 caleb_strategy_v3 US10U False False 0.04 0.04 0.04 0.0 0.54 -0.54 0.04 0.04 0.88 13.0 1 1 caleb_strategy_v3 US10 False False 0.04 0.00 0.04 0.0 0.68 -0.68 0.00 0.00 0.94 17.0 0 0 caleb_strategy_v3 US5 False False 0.04 0.19 0.05 0.0 0.96 -0.96 0.19 0.19 1.43 25.0 5 5 caleb_strategy_v3 LEANHOG False False 0.01 0.04 0.05 0.0 0.13 -0.13 0.04 0.04 5.13 13.0 4 4 caleb_strategy_v3 OAT False False 0.05 0.00 0.05 0.0 0.49 -0.49 0.00 0.00 1.07 10.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 0.00 0.05 0.0 0.50 -0.50 0.00 0.00 6.02 56.0 0 0 caleb_strategy_v3 US2 False True 0.07 0.00 0.06 0.0 0.00 0.00 0.00 0.00 0.78 13.0 0 0 caleb_strategy_v3 GBP False False 0.03 0.03 0.06 0.0 0.62 -0.62 0.03 0.03 2.19 22.0 1 1 caleb_strategy_v3 JGB-SGX-mini False False 0.04 0.14 0.28 0.0 0.57 -0.57 0.14 0.14 7.77 16.0 4 4 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 0.99 0.0 0.94 -0.94 0.00 0.00 10.50 10.0 0 0 caleb_strategy_v3 SOFR False True 0.08 0.00 1.69 0.0 0.00 0.00 0.00 0.00 20.10 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 32.0 Leverage 4.62 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2889785.1, 'annual_cash_vol_target': 722446.275, 'daily_cash_vol_target': 45152.8921875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0042 0.6711 0.6195 9.9115 BITCOIN 1770.8360 60415.0000 2.9311 46.8979 BOBL 0.2431 119.8200 0.2028 3.2456 BTP 0.4690 120.9100 0.3879 6.2066 BUND 0.4726 134.8500 0.3505 5.6076 BUXL 1.1515 137.3600 0.8383 13.4133 CAC 57.3945 7466.0000 0.7687 12.2999 CAD 0.0026 0.7373 0.3523 5.6364 CANOLA 10.2463 556.3000 1.8419 29.4699 CHF 0.0056 1.1912 0.4729 7.5668 COCOA 179.5926 6153.0000 2.9188 46.7005 COFFEE 4.5393 255.3000 1.7780 28.4486 COPPER 0.0525 4.2190 1.2444 19.9109 CORN 4.9308 448.5000 1.0994 17.5903 COTTON2 1.0220 69.8600 1.4629 23.4069 CRUDE_W 1.2188 67.3600 1.8094 28.9499 DAX 146.6019 18875.0000 0.7767 12.4272 DOW 281.1812 41802.0000 0.6727 10.7624 DX 0.3829 100.7700 0.3799 6.0791 EUR 0.0046 1.1120 0.4104 6.5670 EURIBOR-ICE 0.0417 98.0250 0.0425 0.6807 EUROSTX 43.7620 4866.0000 0.8993 14.3895 FEEDCOW 2.0039 230.6000 0.8690 13.9042 GASOIL 12.2113 640.0000 1.9080 30.5283 GASOLINE 0.0356 1.8874 1.8837 30.1395 GAS_US_mini 0.0810 2.5850 3.1335 50.1362 GBP 0.0061 1.3122 0.4642 7.4270 GOLD_micro 19.1176 2586.6000 0.7391 11.8257 HEATOIL 0.0392 2.1180 1.8488 29.5808 JGB-SGX-mini 0.2904 144.6300 0.2008 3.2122 JPY 0.0000 0.0072 0.6851 10.9617 LEANHOG 1.0618 71.2750 1.4897 23.8347 LIVECOW 1.3530 178.4250 0.7583 12.1330 LUMBER-new 8.7048 498.0000 1.7479 27.9671 MILK 0.3188 23.3500 1.3653 21.8452 MXP 0.0005 0.0512 1.0260 16.4163 NASDAQ_micro 222.3491 19748.5000 1.1259 18.0145 NIKKEI 656.2298 36135.0000 1.8161 29.0568 NZD 0.0040 0.6158 0.6467 10.3467 OAT 0.4314 127.8200 0.3375 5.4005 OATIES 5.5595 370.0000 1.5026 24.0413 OJ 8.8556 482.2000 1.8365 29.3839 PALLAD 25.3824 1069.5000 2.3733 37.9727 PLAT 15.9002 1002.8000 1.5856 25.3693 REDWHEAT 9.1260 612.7500 1.4894 23.8297 RICE 0.1534 15.4300 0.9945 15.9118 ROBUSTA 82.3338 5266.0000 1.5635 25.0160 RUSSELL 26.8828 2196.5000 1.2239 19.5823 SHATZ 0.0879 106.9850 0.0821 1.3144 SILVER-mini 0.5443 31.1500 1.7473 27.9567 SMI 87.6692 12071.0000 0.7263 11.6205 SOFR 0.0542 97.0950 0.0558 0.8926 SOYBEAN 12.5974 1058.7500 1.1898 19.0374 SOYMEAL 4.5140 325.3000 1.3877 22.2025 SOYOIL 0.7641 39.0600 1.9562 31.2987 SP400 28.3618 3023.0000 0.9382 15.0112 SP500_micro 44.8221 5683.2500 0.7887 12.6187 SUGAR11 0.3042 19.3200 1.5747 25.1959 US10 0.3610 115.4219 0.3127 5.0036 US10U 0.4932 119.8438 0.4115 6.5843 US2 0.1100 104.4102 0.1054 1.6860 US20 0.7287 126.6562 0.5754 9.2056 US30 1.1019 136.6562 0.8064 12.9018 US5 0.2392 110.6562 0.2162 3.4588 VIX 0.8480 18.1500 4.6724 74.7588 WHEAT 8.8947 595.2500 1.4943 23.9084 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 671.10 0.62 415.72 1.00 415.72 45152.89 108.61 1.47 15.94 BITCOIN 60.42 2.93 177.08 1.00 177.08 45152.89 254.98 -11.41 -290.99 BOBL 1198.20 0.20 243.05 1.10 267.83 45152.89 168.59 -2.27 -38.22 BTP 1209.10 0.39 469.03 1.10 516.84 45152.89 87.36 1.46 12.80 BUND 1348.50 0.35 472.62 1.10 520.80 45152.89 86.70 -0.56 -4.82 BUXL 1373.60 0.84 1151.53 1.10 1268.93 45152.89 35.58 -3.66 -13.03 CAC 746.60 0.77 573.95 1.10 632.46 45152.89 71.39 -6.00 -42.83 CAD 737.35 0.35 259.75 1.00 259.75 45152.89 173.83 -0.63 -10.99 CANOLA 111.26 1.84 204.93 0.74 151.03 45152.89 298.96 -11.20 -334.95 CHF 1489.00 0.47 704.18 1.00 704.18 45152.89 64.12 1.61 10.33 COCOA 615.30 2.92 1795.93 1.00 1795.93 45152.89 25.14 8.06 20.26 COFFEE 957.38 1.78 1702.25 1.00 1702.25 45152.89 26.53 5.88 15.59 COPPER 1054.75 1.24 1312.56 1.00 1312.56 45152.89 34.40 -2.15 -7.38 CORN 224.25 1.10 246.54 1.00 246.54 45152.89 183.15 -12.87 -235.66 COTTON2 349.30 1.46 511.00 1.00 511.00 45152.89 88.36 -11.03 -97.47 CRUDE_W 673.60 1.81 1218.79 1.00 1218.79 45152.89 37.05 1.00 3.69 DAX 188.75 0.78 146.60 1.10 161.55 45152.89 279.50 4.79 133.79 DOW 209.01 0.67 140.59 1.00 140.59 45152.89 321.17 3.31 106.22 DX 1007.70 0.38 382.87 1.00 382.87 45152.89 117.93 -10.21 -120.38 EUR 1390.06 0.41 570.53 1.00 570.53 45152.89 79.14 4.23 33.46 EURIBOR-ICE 2450.62 0.04 104.26 1.10 114.89 45152.89 393.01 7.83 307.90 EUROSTX 486.60 0.90 437.62 1.10 482.24 45152.89 93.63 -3.55 -33.27 FEEDCOW 1153.00 0.87 1001.97 1.00 1001.97 45152.89 45.06 -9.88 -44.53 GASOIL 640.00 1.91 1221.13 1.00 1221.13 45152.89 36.98 -9.69 -35.83 GASOLINE 792.71 1.88 1493.24 1.00 1493.24 45152.89 30.24 0.54 1.63 GAS_US_mini 64.62 3.13 202.50 1.00 202.50 45152.89 222.97 -6.19 -138.01 GBP 820.12 0.46 380.69 1.00 380.69 45152.89 118.61 7.12 84.48 GOLD_micro 258.66 0.74 191.18 1.00 191.18 45152.89 236.18 7.47 176.46 HEATOIL 889.56 1.85 1644.62 1.00 1644.62 45152.89 27.45 -14.50 -39.82 JGB-SGX-mini 144630.00 0.20 29036.01 0.01 203.39 45152.89 222.00 3.23 71.80 JPY 897.69 0.69 615.01 1.00 615.01 45152.89 73.42 3.36 24.70 LEANHOG 285.10 1.49 424.70 1.00 424.70 45152.89 106.32 7.95 84.47 LIVECOW 713.70 0.76 541.21 1.00 541.21 45152.89 83.43 2.87 23.94 LUMBER-new 136.95 1.75 239.38 1.00 239.38 45152.89 188.62 -6.63 -124.99 MILK 467.00 1.37 637.61 1.00 637.61 45152.89 70.82 10.44 73.96 MXP 256.00 1.03 262.66 1.00 262.66 45152.89 171.91 -4.44 -76.28 NASDAQ_micro 394.97 1.13 444.70 1.00 444.70 45152.89 101.54 -5.19 -52.70 NIKKEI 36135.00 1.82 65622.98 0.01 459.67 45152.89 98.23 -2.04 -20.05 NZD 615.85 0.65 398.25 1.00 398.25 45152.89 113.38 3.15 35.71 OAT 1278.20 0.34 431.43 1.10 475.42 45152.89 94.98 3.29 31.29 OATIES 185.00 1.50 277.98 1.00 277.98 45152.89 162.43 2.82 45.80 OJ 723.30 1.84 1328.34 1.00 1328.34 45152.89 33.99 12.90 43.86 PALLAD 1069.50 2.37 2538.24 1.00 2538.24 45152.89 17.79 2.89 5.14 PLAT 501.40 1.59 795.01 1.00 795.01 45152.89 56.80 -0.62 -3.55 REDWHEAT 306.38 1.49 456.30 1.00 456.30 45152.89 98.95 -11.63 -115.11 RICE 308.60 0.99 306.90 1.00 306.90 45152.89 147.13 0.74 10.96 ROBUSTA 526.60 1.56 823.34 1.00 823.34 45152.89 54.84 12.62 69.21 RUSSELL 109.82 1.22 134.41 1.00 134.41 45152.89 335.92 -0.69 -23.12 SHATZ 1069.85 0.08 87.89 1.10 96.85 45152.89 466.23 -2.56 -119.39 SILVER-mini 778.75 1.75 1360.70 1.00 1360.70 45152.89 33.18 1.95 6.48 SMI 1207.10 0.73 876.69 1.17 1028.32 45152.89 43.91 3.97 17.41 SOFR 2427.38 0.06 135.42 1.00 135.42 45152.89 333.42 9.92 330.78 SOYBEAN 529.38 1.19 629.87 1.00 629.87 45152.89 71.69 -11.05 -79.24 SOYMEAL 325.30 1.39 451.40 1.00 451.40 45152.89 100.03 -10.43 -104.32 SOYOIL 234.36 1.96 458.45 1.00 458.45 45152.89 98.49 -6.93 -68.24 SP400 3023.00 0.94 2836.18 1.00 2836.18 45152.89 15.92 -2.33 -3.71 SP500_micro 284.16 0.79 224.11 1.00 224.11 45152.89 201.48 -1.45 -29.23 SUGAR11 216.38 1.57 340.75 1.00 340.75 45152.89 132.51 -3.00 -39.80 US10 1154.22 0.31 360.95 1.00 360.95 45152.89 125.09 5.95 74.38 US10U 1198.44 0.41 493.18 1.00 493.18 45152.89 91.56 7.61 69.66 US2 2088.20 0.11 220.04 1.00 220.04 45152.89 205.20 3.01 61.78 US20 1266.56 0.58 728.72 1.00 728.72 45152.89 61.96 7.67 47.52 US30 1366.56 0.81 1101.95 1.00 1101.95 45152.89 40.98 5.31 21.74 US5 1106.56 0.22 239.21 1.00 239.21 45152.89 188.76 5.97 112.65 VIX 181.50 4.67 848.05 1.00 848.05 45152.89 53.24 -4.01 -21.36 WHEAT 297.62 1.49 444.73 1.00 444.73 45152.89 101.53 -9.96 -101.13 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 15.937 0.010 2.5 0.413 BITCOIN -290.990 0.043 2.5 -31.510 BOBL -38.221 0.004 2.5 -0.388 BTP 12.797 0.014 2.5 0.436 BUND -4.819 0.004 2.5 -0.049 BUXL -13.026 0.004 2.5 -0.132 CAC -42.827 0.014 2.5 -1.461 CAD -10.989 0.010 2.5 -0.285 CANOLA -334.952 0.010 2.5 -8.149 CHF 10.332 0.010 2.5 0.268 COCOA 20.261 0.009 2.5 0.434 COFFEE 15.589 0.005 2.5 0.182 COPPER -7.381 0.043 2.5 -0.799 CORN -235.657 0.010 2.5 -5.733 COTTON2 -97.474 0.009 2.5 -2.088 CRUDE_W 3.689 0.043 2.5 0.400 DAX 133.790 0.014 2.5 4.563 DOW 106.215 0.009 2.5 2.468 DX -120.381 0.010 2.5 -3.123 EUR 33.463 0.010 2.5 0.868 EURIBOR-ICE 307.900 0.014 2.5 10.502 EUROSTX -33.272 0.014 2.5 -1.135 FEEDCOW -44.532 0.013 2.5 -1.476 GASOIL -35.833 0.017 2.5 -1.553 GASOLINE 1.632 0.017 2.5 0.071 GAS_US_mini -138.014 0.043 2.5 -14.945 GBP 84.477 0.010 2.5 2.192 GOLD_micro 176.458 0.014 2.5 6.019 HEATOIL -39.815 0.017 2.5 -1.726 JGB-SGX-mini 71.798 0.043 2.5 7.775 JPY 24.695 0.010 2.5 0.641 LEANHOG 84.469 0.024 2.5 5.133 LIVECOW 23.941 0.013 2.5 0.793 LUMBER-new -124.993 0.009 2.5 -2.677 MILK 73.961 0.009 2.5 1.584 MXP -76.283 0.059 2.5 -11.196 NASDAQ_micro -52.704 0.009 2.5 -1.225 NIKKEI -20.054 0.043 2.5 -2.172 NZD 35.714 0.010 2.5 0.927 OAT 31.288 0.014 2.5 1.067 OATIES 45.803 0.010 2.5 1.114 OJ 43.863 0.009 2.5 0.939 PALLAD 5.140 0.014 2.5 0.175 PLAT -3.546 0.014 2.5 -0.121 REDWHEAT -115.111 0.005 2.5 -1.527 RICE 10.957 0.010 2.5 0.267 ROBUSTA 69.211 0.005 2.5 0.808 RUSSELL -23.115 0.013 2.5 -0.766 SHATZ -119.390 0.004 2.5 -1.211 SILVER-mini 6.480 0.014 2.5 0.221 SMI 17.411 0.014 2.5 0.594 SOFR 330.779 0.024 2.5 20.103 SOYBEAN -79.236 0.004 2.5 -0.737 SOYMEAL -104.321 0.004 2.5 -0.970 SOYOIL -68.237 0.004 2.5 -0.635 SP400 -3.715 0.013 2.5 -0.123 SP500_micro -29.226 0.009 2.5 -0.679 SUGAR11 -39.796 0.009 2.5 -0.846 US10 74.379 0.005 2.5 0.943 US10U 69.661 0.005 2.5 0.883 US2 61.778 0.005 2.5 0.783 US20 47.524 0.005 2.5 0.602 US30 21.739 0.005 2.5 0.275 US5 112.654 0.005 2.5 1.428 VIX -21.359 0.099 2.5 -5.272 WHEAT -101.127 0.005 2.5 -1.341 ===================== Position diags ===================== AUD 2.82 BITCOIN 27.61 BOBL 1.71 BTP 2.98 BUND 0.88 BUXL 0.36 CAC 2.44 CAD 4.51 CANOLA 7.27 CHF 1.66 COCOA 0.54 COFFEE 0.31 COPPER 3.73 CORN 4.46 COTTON2 1.89 CRUDE_W 4.01 DAX 9.53 DOW 7.46 DX 3.06 EUR 2.05 EURIBOR-ICE 13.40 EUROSTX 3.19 FEEDCOW 1.49 GASOIL 1.60 GASOLINE 1.31 GAS_US_mini 24.15 GBP 3.08 GOLD_micro 8.06 HEATOIL 1.19 JGB-SGX-mini 24.04 JPY 1.90 LEANHOG 6.46 LIVECOW 2.76 LUMBER-new 4.04 MILK 1.52 MXP 25.23 NASDAQ_micro 2.36 NIKKEI 10.64 NZD 2.94 OAT 3.24 OATIES 3.95 OJ 0.73 PALLAD 0.61 PLAT 1.94 REDWHEAT 1.31 RICE 3.58 ROBUSTA 0.64 RUSSELL 11.13 SHATZ 4.73 SILVER-mini 1.13 SMI 1.50 SOFR 20.26 SOYBEAN 0.67 SOYMEAL 0.93 SOYOIL 0.92 SP400 0.53 SP500_micro 4.68 SUGAR11 2.82 US10 1.59 US10U 1.16 US2 2.60 US20 0.79 US30 0.52 US5 2.39 VIX 13.14 WHEAT 1.35 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 0.4 0.1 0.7 4.0 4 BITCOIN -31.5 -34.3 -28.7 0.0 0 BOBL -0.4 -0.6 -0.2 0.0 0 BTP 0.4 0.1 0.7 -1.0 -1 BUND -0.0 -0.1 0.0 1.0 1 BUXL -0.1 -0.2 -0.1 0.0 0 CAC -1.5 -1.7 -1.2 0.0 0 CAD -0.3 -0.7 0.2 1.0 1 CANOLA -8.1 -8.9 -7.4 0.0 0 CHF 0.3 0.1 0.4 5.0 5 COCOA 0.4 0.4 0.5 0.0 0 COFFEE 0.2 0.2 0.2 0.0 0 COPPER -0.8 -1.2 -0.4 0.0 0 CORN -5.7 -6.2 -5.3 -5.0 -5 COTTON2 -2.1 -2.3 -1.9 -3.0 -3 CRUDE_W 0.4 -0.0 0.8 1.0 1 DAX 4.6 3.6 5.5 4.0 4 DOW 2.5 1.7 3.2 3.0 3 DX -3.1 -3.4 -2.8 0.0 0 EUR 0.9 0.7 1.1 1.0 1 EURIBOR-ICE 10.5 9.2 11.8 0.0 0 EUROSTX -1.1 -1.5 -0.8 -1.0 -1 FEEDCOW -1.5 -1.6 -1.3 -2.0 -2 GASOIL -1.6 -1.7 -1.4 -1.0 -1 GASOLINE 0.1 -0.1 0.2 0.0 0 GAS_US_mini -14.9 -17.4 -12.5 -13.0 -13 GBP 2.2 1.9 2.5 1.0 1 GOLD_micro 6.0 5.2 6.8 0.0 0 HEATOIL -1.7 -1.8 -1.6 -3.0 -3 JGB-SGX-mini 7.8 5.4 10.2 4.0 4 JPY 0.6 0.5 0.8 1.0 1 LEANHOG 5.1 4.5 5.8 4.0 4 LIVECOW 0.8 0.5 1.1 2.0 2 LUMBER-new -2.7 -3.1 -2.3 -2.0 -2 MILK 1.6 1.4 1.7 NaN 0 MXP -11.2 -13.7 -8.7 -14.0 -14 NASDAQ_micro -1.2 -1.5 -1.0 0.0 0 NIKKEI -2.2 -3.2 -1.1 -2.0 -2 NZD 0.9 0.6 1.2 0.0 0 OAT 1.1 0.7 1.4 0.0 0 OATIES 1.1 0.7 1.5 NaN 0 OJ 0.9 0.9 1.0 1.0 1 PALLAD 0.2 0.1 0.2 0.0 0 PLAT -0.1 -0.3 0.1 -2.0 -2 REDWHEAT -1.5 -1.7 -1.4 -1.0 -1 RICE 0.3 -0.1 0.6 NaN 0 ROBUSTA 0.8 0.7 0.9 1.0 1 RUSSELL -0.8 -1.9 0.3 -18.0 -18 SHATZ -1.2 -1.7 -0.7 NaN 0 SILVER-mini 0.2 0.1 0.3 0.0 0 SMI 0.6 0.4 0.7 0.0 0 SOFR 20.1 18.1 22.1 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 -0.1 -0.2 -0.1 0.0 0 SP500_micro -0.7 -1.1 -0.2 -1.0 -1 SUGAR11 -0.8 -1.1 -0.6 0.0 0 US10 0.9 0.8 1.1 0.0 0 US10U 0.9 0.8 1.0 1.0 1 US2 0.8 0.5 1.0 NaN 0 US20 0.6 0.5 0.7 0.0 0 US30 0.3 0.2 0.3 3.0 3 US5 1.4 1.2 1.7 5.0 5 VIX -5.3 -6.6 -4.0 -3.0 -3 WHEAT -1.3 -1.5 -1.2 -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 -0.4 -0.2 -0.4 -0.0 0.4 -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 -0.6 -0.4 0.2 -0.2 -0.1 -0.1 0.0 BOBL 0.0 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 -0.1 -0.1 -0.7 -0.7 -0.2 -0.2 BTP 0.1 0.3 0.3 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 0.2 0.2 0.3 0.2 -2.7 0.1 0.1 0.2 0.1 0.2 0.1 0.5 0.1 -0.0 -0.5 -0.6 -0.7 -0.5 -0.0 0.2 BUND -0.0 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 -0.3 -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 -0.1 -0.2 -0.2 -0.3 -0.7 -0.7 -0.2 -0.2 BUXL -0.1 0.4 0.3 0.1 0.0 0.1 0.0 0.1 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 -0.3 -0.4 -0.4 -0.5 -0.7 -0.7 -0.2 -0.2 CAC 0.2 -0.2 -0.6 0.0 0.0 0.1 -0.0 0.3 -0.0 -0.1 -0.3 -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 -0.0 0.0 -0.0 0.3 -0.3 -0.2 -0.1 -0.6 0.4 0.2 0.1 0.1 CAD 0.3 0.5 0.2 0.1 0.0 0.1 0.0 0.0 0.1 -0.2 -0.1 -0.1 -0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 -0.1 -0.1 0.1 -0.2 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.2 -0.5 -0.0 0.1 -0.1 0.4 -0.2 0.2 -0.1 CANOLA 0.2 -0.4 -0.1 -0.0 0.0 -0.1 -0.0 -0.1 -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 -0.1 -0.2 -0.1 -1.8 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.1 0.1 0.1 -0.1 -0.1 -0.4 0.2 -0.2 CHF 0.1 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 -0.1 0.0 0.6 0.6 -0.1 -0.4 -0.3 -0.4 COCOA -0.0 0.1 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 0.3 0.0 -2.7 0.0 0.0 0.1 0.0 0.4 0.0 1.1 0.2 0.2 0.3 0.3 0.7 0.3 0.7 0.5 COFFEE 0.0 -0.1 0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.4 0.1 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.5 0.1 -2.7 0.1 0.1 0.2 0.1 0.4 0.1 0.4 0.5 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 0.1 -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 -0.1 0.0 -0.2 -0.1 0.6 0.2 0.7 0.7 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 0.1 -0.5 0.0 -1.4 -0.0 0.0 -0.2 0.0 -0.3 -0.0 -1.1 0.4 0.2 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 0.0 -0.2 0.0 -0.2 -0.0 -0.6 0.3 0.3 0.1 0.1 -0.4 -0.4 -0.0 -0.2 CRUDE_W -0.4 -0.5 -0.4 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.2 -0.1 0.2 -0.1 -0.1 0.2 0.3 0.2 0.3 -0.2 -0.1 -0.1 -0.0 -0.2 -0.2 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 0.6 0.4 0.4 0.1 -0.1 0.1 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 -0.0 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 -0.0 0.2 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 0.1 0.2 0.0 0.4 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.3 0.1 -1.4 0.0 0.0 0.1 0.0 0.2 0.0 -0.4 0.5 0.5 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 -0.1 -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 -0.1 -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 0.0 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 0.1 2.7 0.1 0.0 0.1 -0.0 0.1 0.0 -0.4 -0.0 -0.4 0.3 0.3 0.0 -0.6 -0.1 -0.7 EURIBOR-ICE 0.2 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 0.2 0.1 0.1 0.1 0.2 1.7 0.0 0.0 0.1 0.0 0.0 0.0 -0.0 0.1 0.2 0.1 0.0 -0.7 -0.7 -0.0 0.1 EUROSTX 0.1 -0.3 -0.5 0.0 0.0 0.1 -0.0 0.2 -0.0 -0.0 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 -0.0 0.2 -0.0 0.2 -0.2 -0.2 -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 0.1 -0.3 0.0 -0.4 -0.1 -0.2 0.3 -0.3 0.2 -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 0.2 -0.5 -0.6 -0.6 0.1 0.7 0.4 0.7 GASOIL -0.4 -0.6 -0.5 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.3 -0.1 0.1 -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 -0.2 -0.2 -0.3 -0.1 -0.1 -0.4 -0.3 -0.7 GASOLINE -0.5 -0.6 -0.4 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.2 -0.1 0.1 -0.2 -0.2 0.4 0.4 0.4 0.4 -0.2 -0.1 -0.1 -0.0 -0.2 -2.7 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 1.1 0.5 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 0.2 0.2 0.3 0.1 0.0 0.1 0.0 0.0 0.1 -0.0 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 0.1 0.1 -0.2 0.3 0.2 0.6 0.3 -0.7 0.3 -0.6 GOLD_micro 0.1 0.3 0.3 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 0.4 0.1 0.6 0.2 0.2 -0.2 -0.3 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -1.1 0.1 0.1 0.1 0.1 0.2 0.1 -0.7 0.1 0.2 0.6 0.6 0.4 -0.1 0.5 0.1 HEATOIL -0.4 -0.6 -0.4 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.4 -0.2 -0.1 -0.2 -0.2 -0.1 0.1 -0.1 -0.0 -0.2 -0.2 -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 -0.1 -0.2 0.2 -0.5 0.1 JGB-SGX-mini -0.0 0.6 0.3 0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.1 0.0 0.0 0.0 0.0 0.2 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 -0.2 -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 0.4 0.2 0.6 0.3 -0.7 -0.7 -0.7 -0.7 LEANHOG 0.5 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 -0.2 0.0 1.1 0.1 0.6 0.6 0.0 0.0 -0.2 0.2 0.1 LIVECOW -0.0 -0.6 0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.1 0.1 0.2 -0.1 -0.1 0.2 0.2 0.3 0.3 -0.1 -0.0 0.0 0.1 -0.1 -1.8 -0.0 0.0 -0.0 -0.0 0.1 -0.0 1.0 0.4 -0.4 -0.3 0.6 -0.0 0.7 0.2 0.7 LUMBER-new -0.3 0.4 -0.2 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.0 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 -0.1 -0.2 -0.1 NaN -0.0 -0.1 -0.1 -0.0 -0.2 -0.0 -1.2 0.1 -0.4 0.4 0.2 0.1 -0.1 0.3 0.0 MILK 0.4 0.2 0.6 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 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 -0.0 -0.7 0.2 -0.7 MXP -0.1 -0.4 -0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.1 -0.2 -0.0 -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 -0.4 -0.6 0.0 0.0 0.1 -0.0 0.1 -0.0 0.1 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 -0.1 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 -0.1 -0.2 -0.6 -0.4 0.3 0.0 0.3 -0.0 NZD 0.3 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 -0.4 0.1 0.1 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 0.0 0.1 0.1 0.0 0.1 0.5 0.0 -0.1 -0.3 -0.6 -0.4 -0.5 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 0.2 -0.0 0.1 0.1 0.1 0.1 0.1 -0.1 0.2 -0.3 0.2 -2.7 0.0 0.0 -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 0.4 0.3 0.4 -0.0 0.1 -0.1 0.0 -0.0 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 0.2 0.3 -0.7 -0.7 -0.7 -0.7 PLAT 0.1 -0.2 -0.2 -0.0 0.1 -0.1 0.1 -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 0.3 0.0 -0.2 0.1 -0.1 -0.2 -0.2 0.0 REDWHEAT 0.6 0.0 -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 0.2 -0.5 0.1 -0.8 -0.0 0.1 -0.2 0.1 -0.2 0.0 -0.8 0.5 0.6 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 0.2 0.4 -0.0 0.0 0.1 0.2 0.0 -1.5 -0.0 0.1 0.0 0.0 0.1 -0.0 1.1 0.5 0.2 0.6 0.6 -0.7 -0.7 -0.7 -0.7 ROBUSTA 0.4 0.0 0.1 -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 0.2 0.5 0.2 -2.7 0.0 0.1 0.2 0.0 0.3 0.0 1.1 0.5 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 -0.0 0.3 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.0 0.1 -0.0 -0.1 0.0 0.0 0.1 0.0 0.1 0.0 -0.0 0.3 0.2 0.3 0.2 0.1 -0.5 -0.3 -0.7 SHATZ 0.1 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 0.9 0.0 0.0 0.1 0.0 0.0 0.0 -1.1 0.0 0.1 0.1 0.1 -0.7 -0.6 -0.5 -0.4 SILVER-mini 0.1 -0.3 -0.1 -0.0 0.1 -0.1 0.1 -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 0.1 0.1 0.0 0.3 -0.0 0.1 0.0 0.1 0.1 0.0 -0.1 0.1 0.1 -0.1 0.2 0.2 -0.1 0.2 0.3 SMI -0.2 -0.5 -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 -0.0 -0.0 -0.1 -0.0 0.0 0.1 -0.1 0.3 -0.1 1.3 0.0 -0.0 0.2 -0.0 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 0.1 0.0 0.1 0.4 0.2 0.3 0.2 0.2 0.1 -0.0 0.0 -0.0 0.2 0.2 0.2 0.3 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 -0.2 -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 0.6 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 -0.1 -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 -0.0 0.2 -0.1 0.0 -0.1 -0.3 0.2 -0.1 SP400 -0.1 -0.3 -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 -0.0 0.2 -0.0 -1.3 0.0 0.0 0.1 0.0 0.2 0.0 0.0 0.3 0.2 0.3 0.0 0.2 -0.2 -0.2 -0.7 SP500_micro -0.0 -0.3 -0.5 0.0 0.0 0.1 -0.0 0.2 -0.0 0.1 0.2 0.1 0.4 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.1 0.0 0.3 0.0 -2.2 0.0 0.1 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 0.2 0.5 -0.3 0.4 -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 0.3 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 -0.5 -0.1 -0.1 0.0 0.1 0.1 -0.7 0.7 0.2 US10U 0.2 0.6 0.6 0.1 0.0 0.1 0.0 0.1 0.0 0.1 0.3 0.2 0.1 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 -0.2 -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 0.1 0.1 0.1 -0.0 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 0.3 0.1 0.1 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.2 0.1 0.1 0.1 0.2 -0.4 0.0 0.0 0.1 0.0 0.1 0.0 0.1 -0.2 -0.2 -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 0.1 0.2 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 -0.3 -0.3 -0.2 -0.3 -0.1 0.1 -0.3 0.7 0.7 US5 0.3 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 -0.1 -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 0.0 -0.6 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.3 0.2 -0.5 0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 0.2 -0.4 0.1 0.4 -0.0 0.1 -0.1 0.1 -0.2 0.0 -1.1 0.5 0.3 0.2 -0.4 -0.7 -0.7 -0.6 -0.6 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 3.0 2.7 4.0 3.7 3.2 1.8 2.4 0.9 3.7 -5.1 6.6 -4.3 -0.4 6.5 7.2 -0.5 -2.4 -1.5 -1.9 4.0 3.5 -2.8 1.0 1.2 2.3 2.1 0.1 1.7 -1.2 0.8 0.9 -0.0 -16.5 -5.8 -11.5 -1.4 10.5 -5.3 14.8 -0.6 BITCOIN -3.0 -13.5 -20.0 -1.3 11.4 -3.2 7.0 -2.2 2.8 12.5 -1.0 -1.9 6.4 -7.3 -9.1 -5.0 -6.8 -5.7 -6.3 -8.4 -3.4 -1.3 5.9 -7.1 -20.0 -4.2 3.3 -1.0 -0.7 5.2 -3.5 -2.2 -20.0 -18.3 -13.1 5.5 -5.4 -4.1 -4.1 0.8 BOBL 0.5 18.0 14.9 3.5 2.7 2.7 3.2 1.1 3.3 6.0 1.8 7.5 -2.9 9.5 9.9 0.5 -14.4 -15.2 -16.0 10.2 6.3 10.4 -0.2 10.6 4.6 3.6 2.4 2.5 3.8 0.7 3.8 -20.0 -1.0 -1.9 -1.7 -4.5 -20.0 -20.0 -6.2 -7.0 BTP 1.9 10.3 7.9 6.2 4.8 4.8 5.7 1.9 5.8 18.3 16.3 19.2 16.6 19.8 19.9 5.0 4.0 3.1 3.0 16.5 14.1 20.0 12.4 18.4 -20.0 6.8 10.2 5.8 9.7 5.2 7.9 10.0 3.0 -1.2 -15.4 -18.5 -20.0 -14.8 -1.4 6.2 BUND -1.3 14.5 12.1 4.0 3.1 3.1 3.6 1.2 3.7 7.6 3.8 9.0 0.3 10.5 11.1 -12.7 -0.5 -3.9 -2.0 9.8 6.9 9.8 1.1 9.6 1.3 4.0 2.9 3.2 4.1 1.5 3.9 1.8 -5.0 -6.2 -6.5 -8.5 -20.0 -19.6 -5.0 -5.6 BUXL -2.9 12.4 7.8 4.7 3.7 3.6 4.3 1.4 4.4 8.6 3.0 9.9 0.4 10.3 10.9 -0.3 -2.1 -1.1 -2.0 7.8 5.1 7.9 -0.9 7.8 -3.0 4.0 2.4 3.3 3.9 1.6 3.8 0.4 -11.1 -12.6 -13.0 -16.0 -20.0 -20.0 -7.3 -6.3 CAC 6.4 -5.1 -20.0 1.1 2.8 4.4 -1.5 7.3 -1.0 -9.5 -9.5 -9.8 1.6 1.6 -10.1 -5.7 -2.3 -5.3 -3.6 -11.4 -12.3 -10.2 -2.3 -8.2 -9.1 -4.5 -1.7 -4.1 -4.3 0.4 -3.6 5.7 -13.2 -5.4 -2.4 -20.0 12.9 5.7 1.7 2.5 CAD 8.9 13.9 5.1 5.1 4.5 2.5 3.3 1.3 5.2 -16.7 -3.0 -6.5 -14.1 10.8 11.2 -4.2 -3.6 -4.5 -4.1 9.3 2.0 -6.0 -5.3 6.4 -1.5 4.5 -5.1 1.3 -2.4 -1.6 3.3 -2.8 -20.0 -0.3 1.6 -2.1 11.4 -6.5 5.0 -2.6 CANOLA 7.6 -12.2 -2.6 -2.0 1.3 -1.9 -0.2 -1.4 -1.3 -6.5 -5.4 -5.8 -6.4 -6.0 -5.9 -12.3 -10.7 -12.4 -12.7 -5.9 -5.6 -7.6 -5.7 -6.0 -13.4 -1.4 -4.2 -2.4 -1.9 -3.3 -0.8 -20.0 -5.4 3.7 3.0 -2.7 -2.1 -11.0 6.8 -5.6 CHF 3.5 20.0 20.0 3.0 2.6 1.5 1.9 0.8 3.0 -6.2 5.0 3.8 -2.4 10.1 11.7 -13.6 -16.2 -15.1 -15.7 15.5 10.6 0.4 2.5 9.7 3.8 4.5 -0.7 3.4 0.0 1.2 2.6 -20.0 -3.8 1.0 20.0 20.0 -1.7 -10.8 -9.5 -12.1 COCOA -0.1 1.6 3.0 -1.9 1.2 -1.8 -0.2 -1.3 -1.2 4.0 2.0 -1.8 3.2 0.4 -1.4 20.0 20.0 20.0 20.0 1.2 4.4 -0.5 9.4 0.1 -20.0 1.9 1.1 4.9 1.0 10.3 1.4 20.0 8.0 7.0 9.1 10.0 20.0 9.5 20.0 13.9 COFFEE 0.5 -3.4 4.0 -5.0 3.2 -4.8 -0.5 -3.5 -3.3 15.5 15.5 7.3 15.7 9.0 13.1 4.2 6.1 4.2 5.2 12.1 16.3 11.2 17.4 9.2 -20.0 5.5 10.8 7.7 5.9 9.8 4.7 7.4 20.0 17.2 20.0 20.0 -2.9 -9.3 5.4 -3.0 COPPER 5.5 -11.5 -14.3 -1.0 9.0 -2.5 5.6 -1.7 2.2 10.2 -4.5 -0.2 -1.1 -0.9 -8.9 -4.5 -3.0 -3.2 -2.7 -6.9 -4.4 3.1 1.9 -2.5 -15.0 -1.2 4.3 -1.0 3.4 1.2 1.6 4.4 -5.1 1.1 -7.5 -4.3 18.1 7.0 20.0 19.8 CORN 15.3 -2.8 -20.0 -4.4 2.8 -4.2 -0.4 -3.1 -2.9 0.4 -13.6 8.8 -15.9 1.4 -12.2 -20.0 -16.4 -20.0 -20.0 -10.8 -20.0 5.8 -20.0 1.6 -10.3 -4.6 1.4 -7.0 0.7 -7.4 -1.0 -20.0 18.6 4.9 3.8 -14.6 -2.0 -6.0 0.7 -0.5 COTTON2 11.6 9.4 -11.6 -4.2 2.6 -4.0 -0.4 -2.9 -2.8 7.8 -14.9 3.8 -13.9 0.3 -10.8 -11.0 -3.4 -9.8 -6.7 -6.8 -14.7 3.1 -15.9 -0.1 -20.0 -3.4 4.1 -5.8 1.4 -4.3 -0.6 -10.9 12.4 10.2 2.8 2.1 -10.6 -11.6 -0.2 -4.5 CRUDE_W -13.0 -16.7 -11.5 -5.0 -2.7 -3.2 -5.1 -1.0 -5.8 -0.7 -8.1 -11.7 5.5 -13.6 -13.2 10.9 12.6 12.3 12.7 -17.0 -9.0 -16.7 -1.0 -20.0 -1.6 -5.6 -0.0 -4.3 -3.5 -1.3 -5.3 10.8 15.5 11.6 3.5 -1.6 4.3 14.7 5.1 20.0 DAX 9.6 -3.9 -11.7 1.0 2.4 3.8 -1.3 6.3 -0.9 -0.6 6.6 -1.7 13.0 9.0 6.1 -8.1 -10.3 -8.6 -9.5 3.0 4.0 0.8 9.7 2.9 10.3 0.5 3.9 2.1 -0.4 6.0 0.2 -6.8 -1.7 7.5 7.3 -17.5 12.7 4.9 2.5 2.1 DOW 4.4 -0.2 -0.7 0.8 1.9 3.0 -1.0 5.1 -0.7 9.1 8.4 4.0 12.1 8.8 8.7 -8.4 -10.7 -9.5 -10.2 8.3 9.0 5.7 10.6 6.4 -10.4 4.5 5.0 4.5 4.0 5.4 4.4 -7.7 20.0 15.3 18.7 5.7 9.5 1.1 -3.4 -4.6 DX -2.9 -20.0 -15.2 3.4 3.0 1.7 2.2 0.9 3.5 -8.4 -7.0 -3.2 4.9 -10.3 -13.0 5.1 6.8 6.2 6.6 -16.7 -11.5 -4.0 -2.7 -11.7 -20.0 -5.2 -1.2 -3.6 -1.2 -0.9 -3.6 15.3 -5.5 -20.0 -20.0 -20.0 -2.4 5.9 -3.7 8.6 EUR -4.3 13.0 9.1 4.4 3.8 2.1 2.9 1.1 4.4 1.8 8.2 -8.5 -3.7 7.4 12.5 -6.1 -7.1 -6.8 -7.0 11.9 9.4 -1.6 3.0 5.3 20.0 5.6 1.2 4.8 -0.4 2.4 2.6 -8.4 -1.2 -11.0 9.1 9.2 1.0 -18.8 -4.3 -20.0 EURIBOR-ICE 6.0 20.0 18.9 3.0 2.4 2.3 2.8 0.9 2.8 5.6 5.0 7.4 3.8 9.5 9.9 2.9 -3.0 0.2 -1.6 14.4 10.4 13.4 5.2 14.6 13.0 3.5 2.2 2.5 3.6 1.4 3.7 -0.1 5.1 6.2 3.9 0.7 -20.0 -20.0 -0.3 2.2 EUROSTX 3.3 -8.0 -16.4 0.9 2.3 3.6 -1.2 6.0 -0.9 -4.9 2.2 -6.7 10.6 1.7 -2.0 -4.2 -3.0 -4.5 -4.2 -4.9 -1.7 -6.4 7.0 -5.5 -2.3 -2.6 0.8 -0.2 -3.2 4.6 -3.0 4.4 -10.0 -5.2 -2.7 -20.0 6.1 1.1 -14.6 -3.8 FEEDCOW 4.1 -20.0 -20.0 -4.5 2.9 -4.4 -0.4 -3.2 -3.0 5.9 -12.1 0.2 -10.2 -12.6 -13.9 16.8 -16.1 7.8 -3.5 -20.0 -20.0 -3.6 -12.7 -16.9 -6.4 -5.4 1.0 -4.6 -1.0 -2.3 -3.8 -20.0 7.3 -14.9 -20.0 -19.4 4.5 20.0 12.8 20.0 GASOIL -12.3 -17.5 -14.1 -4.9 -2.7 -3.2 -5.0 -1.0 -5.7 -9.0 -12.5 -13.0 3.8 -15.4 -15.6 2.8 8.9 1.9 3.7 -19.7 -12.6 -20.0 -3.4 -20.0 3.5 -5.8 -3.4 -3.8 -6.0 -1.3 -6.7 0.1 -7.8 -7.0 -8.8 -2.0 -4.0 -11.4 -7.6 -20.0 GASOLINE -14.0 -17.1 -12.2 -5.1 -2.8 -3.3 -5.2 -1.0 -5.9 -1.7 -8.1 -12.1 4.0 -14.7 -14.4 19.4 20.0 20.0 20.0 -18.2 -10.0 -15.9 -0.4 -20.0 -20.0 -5.9 0.5 -4.1 -3.2 -0.5 -5.6 20.0 19.0 13.5 7.7 2.2 12.4 18.4 18.4 20.0 GAS_US_mini -0.7 -2.2 -9.3 -5.7 -3.1 -3.6 -5.8 -1.2 -6.5 6.2 -17.3 -8.4 -18.5 -9.3 -17.3 -20.0 -20.0 -20.0 -20.0 -12.2 -16.3 0.5 -20.0 -5.8 20.0 -5.3 1.5 -6.1 -0.8 -8.1 -3.7 -20.0 20.0 20.0 20.0 8.1 -6.5 -16.0 -6.7 -19.4 GBP 5.9 5.5 8.7 4.8 4.2 2.3 3.1 1.2 4.8 -0.4 17.2 2.0 13.1 12.1 15.2 0.3 -0.6 -0.2 -0.5 18.4 16.5 2.3 12.1 12.4 -1.6 6.9 0.6 6.5 1.0 5.1 4.7 2.8 -6.8 8.7 5.7 20.0 8.1 -20.0 9.8 -18.1 GOLD_micro 4.1 8.3 7.9 -1.3 11.8 -3.3 7.3 -2.3 2.9 13.7 16.1 12.8 15.4 14.5 14.7 -12.5 -13.2 -12.2 -12.4 16.2 18.3 17.6 19.5 15.1 -8.3 5.4 10.9 5.5 7.4 6.7 6.2 -12.9 4.8 6.9 19.9 20.0 12.7 -2.7 14.3 2.9 HEATOIL -12.2 -17.2 -12.1 -4.9 -2.7 -3.2 -5.0 -1.0 -5.7 -10.4 -13.6 -14.1 -1.4 -15.6 -15.3 -6.1 5.3 -5.5 -2.1 -20.0 -14.1 -20.0 -6.0 -20.0 -20.0 -6.1 -3.1 -5.0 -4.8 -2.3 -5.9 -8.0 7.1 5.8 -0.6 -4.5 -7.1 4.7 -16.3 2.8 JGB-SGX-mini -0.7 20.0 9.3 2.3 1.8 1.8 2.1 0.7 2.2 5.7 1.9 4.1 1.0 3.9 3.9 11.4 16.7 13.9 15.2 5.0 3.0 3.8 0.9 4.3 -7.7 1.9 1.4 1.0 1.3 -0.1 1.7 20.0 -7.4 -6.8 -0.5 -5.7 -8.1 -5.2 -8.0 5.6 JPY 7.5 20.0 20.0 1.9 1.6 0.9 1.2 0.5 1.9 8.3 3.5 8.8 -4.5 9.1 8.4 -10.9 -15.0 -12.5 -13.7 12.0 5.7 10.3 -3.3 11.9 20.0 2.8 2.1 1.3 2.1 -0.8 2.6 -20.0 16.2 4.7 20.0 9.6 -20.0 -20.0 -20.0 -20.0 LEANHOG 16.4 14.0 -10.3 -4.7 3.0 -4.6 -0.5 -3.3 -3.2 -12.5 -6.9 6.0 -7.5 10.9 1.9 20.0 19.8 20.0 20.0 3.7 -7.4 3.3 -12.3 9.3 4.4 0.6 -1.6 -3.0 0.2 -4.2 2.3 20.0 2.8 17.4 20.0 0.0 0.1 -5.1 4.5 3.7 LIVECOW -0.3 -20.0 2.1 -5.3 3.4 -5.2 -0.5 -3.8 -3.5 11.8 3.7 7.6 6.0 -10.1 -7.3 8.3 11.1 13.1 13.9 -6.3 -0.0 3.1 4.7 -5.3 -13.1 -3.9 3.3 -0.4 -0.3 2.8 -3.9 19.5 16.9 -11.2 -10.0 20.0 -1.5 20.0 5.9 20.0 LUMBER-new -8.2 10.2 -4.4 -3.1 2.0 -3.0 -0.3 -2.1 -2.0 -9.6 -7.6 -9.8 -8.3 -4.5 -2.9 -19.3 -17.8 -18.4 -18.0 -3.6 -6.4 -6.9 -7.9 -4.4 NaN -1.4 -5.0 -3.7 -3.4 -5.0 -1.7 -20.0 4.9 -9.5 11.8 5.0 2.8 -1.8 7.4 0.8 MILK 12.1 7.4 19.1 -3.6 2.3 -3.5 -0.4 -2.6 -2.4 7.0 12.4 10.0 6.4 11.9 12.4 20.0 -15.3 9.0 -4.4 18.3 14.9 15.9 6.9 18.8 14.2 4.8 2.8 4.0 3.9 1.6 4.9 -20.0 20.0 20.0 20.0 20.0 -1.3 -19.9 5.0 -20.0 MXP -4.0 -12.7 -20.0 1.9 1.7 1.0 1.3 0.5 2.0 7.9 -7.8 -3.5 -3.8 -7.2 -8.7 9.3 13.9 10.3 11.8 -10.6 -9.7 2.4 -4.0 -6.3 -20.0 -3.2 3.7 -3.0 0.8 -1.2 -1.7 20.0 8.8 -20.0 -20.0 -20.0 14.4 12.4 19.1 19.1 NASDAQ_micro -3.9 -12.8 -19.7 0.6 1.3 2.1 -0.7 3.6 -0.5 7.8 1.8 1.5 6.9 1.3 -1.1 -6.5 -9.9 -8.0 -9.1 -1.3 2.3 3.5 7.1 -1.3 -16.7 0.7 4.8 2.2 2.9 4.9 1.3 -6.0 19.7 3.8 -3.4 4.0 1.7 4.1 -8.5 0.9 NIKKEI -1.5 -18.6 -20.0 0.4 0.9 1.5 -0.5 2.5 -0.4 -3.7 1.0 -4.2 3.2 1.0 0.1 3.2 9.1 6.7 7.9 -2.8 -1.0 -4.0 2.2 -3.5 -6.3 -1.9 -0.4 -0.9 -1.0 0.8 -1.6 20.0 -3.0 -5.0 -20.0 -11.4 9.9 0.7 8.3 -0.6 NZD 10.1 12.8 2.5 3.0 2.6 1.5 2.0 0.8 3.1 -7.3 4.8 0.8 0.0 9.0 8.5 0.3 0.1 0.0 0.0 7.0 3.8 -1.1 0.7 5.6 0.0 2.7 -1.2 1.4 -0.3 0.4 2.3 3.8 -15.6 3.0 1.9 0.6 5.3 -5.3 2.9 -0.2 OAT 3.5 16.8 6.1 4.3 3.4 3.3 4.0 1.3 4.1 10.6 0.0 11.6 -1.5 12.9 12.8 5.2 3.8 2.8 2.6 10.1 4.5 14.0 -1.3 12.7 3.3 4.3 5.1 2.4 6.1 0.7 5.4 9.5 0.2 -1.9 -8.6 -17.2 -13.0 -16.3 1.0 1.1 OATIES 20.0 16.7 -12.0 -4.5 2.9 -4.4 -0.4 -3.2 -3.0 14.1 -9.5 16.2 -14.2 14.5 -4.1 2.8 2.6 4.6 4.2 12.4 -5.2 20.0 -12.5 20.0 -20.0 2.7 5.3 -0.9 7.7 -2.1 6.9 3.2 20.0 20.0 20.0 1.4 13.5 0.2 20.0 9.7 OJ 7.9 0.8 0.2 -4.4 2.8 -4.3 -0.4 -3.1 -2.9 -1.2 13.7 6.8 14.5 10.4 11.8 14.5 12.1 11.7 10.8 17.1 17.5 10.2 20.0 16.6 -20.0 5.3 -0.3 5.7 2.8 8.3 5.1 16.7 20.0 20.0 20.0 20.0 11.8 13.0 20.0 20.0 PALLAD 13.5 9.0 12.8 -0.7 6.7 -1.9 4.1 -1.3 1.7 8.5 -3.1 7.4 -7.6 6.5 1.9 -1.6 -2.0 -1.7 -1.8 2.6 -1.5 13.8 -6.2 7.7 15.1 1.5 8.4 -0.7 6.5 -2.3 4.1 5.9 7.0 5.6 5.0 8.8 -20.0 -20.0 -20.0 -20.0 PLAT 3.7 -6.3 -6.2 -1.0 8.9 -2.5 5.5 -1.7 2.2 11.4 -6.1 7.5 -4.8 1.0 -7.7 -4.4 -4.5 -4.7 -4.7 -2.7 -2.7 12.2 -1.3 2.5 5.1 -1.1 10.8 -2.0 7.0 -1.1 2.7 1.3 11.7 0.0 -4.7 1.6 -3.9 -7.4 -6.5 1.4 REDWHEAT 20.0 0.7 -19.9 -5.9 3.8 -5.7 -0.6 -4.2 -3.9 16.7 -17.3 17.5 -19.6 12.4 -16.2 -9.2 -6.1 -9.9 -8.6 -7.8 -17.9 19.5 -20.0 10.0 -5.9 -3.3 7.9 -6.0 6.2 -6.6 2.5 -15.0 20.0 18.2 9.3 -15.7 -20.0 -20.0 -20.0 -20.0 RICE 4.0 -3.9 -11.5 -4.9 3.1 -4.7 -0.5 -3.5 -3.3 14.2 9.0 11.6 12.0 4.4 -2.3 -10.6 20.0 12.1 20.0 -0.8 1.2 7.3 7.0 2.5 -11.1 -0.4 6.0 1.3 2.5 3.1 -0.2 20.0 20.0 6.2 18.5 18.2 -20.0 -20.0 -20.0 -20.0 ROBUSTA 13.5 1.5 3.0 -3.3 2.1 -3.2 -0.3 -2.3 -2.2 10.8 12.1 11.5 12.0 11.5 12.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 4.6 5.7 5.6 4.3 7.2 4.2 20.0 20.0 20.0 20.0 20.0 6.1 -4.5 14.5 2.5 RUSSELL -3.1 -9.7 0.4 0.6 1.5 2.4 -0.8 3.9 -0.6 5.3 2.5 -3.0 7.3 -1.9 -0.6 -4.8 -6.4 -5.6 -6.1 0.7 3.3 -0.9 4.3 -2.2 -0.7 2.6 4.2 3.4 1.8 3.5 1.5 -0.3 12.5 5.9 9.6 6.1 2.0 -15.1 -7.8 -20.0 SHATZ 1.8 20.0 20.0 2.8 2.1 2.1 2.5 0.8 2.6 3.9 1.5 5.5 -2.9 7.6 8.0 -20.0 -20.0 -20.0 -20.0 10.3 6.0 9.3 -1.6 10.4 7.0 3.0 1.4 1.9 2.7 0.1 3.1 -20.0 1.2 2.8 3.7 2.1 -20.0 -18.6 -15.5 -10.7 SILVER-mini 3.9 -9.6 -4.6 -0.9 8.3 -2.3 5.1 -1.6 2.1 9.2 3.4 2.9 4.8 1.8 -3.3 -4.9 -6.3 -5.6 -5.9 -0.5 1.9 7.8 4.9 1.5 2.2 -0.0 9.9 0.1 5.1 1.9 2.2 -1.3 3.0 3.3 -4.0 4.7 5.6 -3.3 4.5 9.0 SMI -6.5 -14.4 -2.0 0.8 2.0 3.1 -1.0 5.2 -0.7 -8.3 10.5 -9.4 12.5 2.6 5.4 -2.2 -0.0 -2.7 -1.8 0.8 7.7 -10.8 11.3 -6.6 9.9 2.7 -1.5 5.6 -3.9 6.5 -1.3 9.0 -17.3 -10.1 15.3 11.5 0.3 1.0 -12.1 -3.2 SOFR 9.8 20.0 20.0 4.8 3.8 3.7 4.4 1.5 4.5 10.8 13.6 14.2 7.7 16.1 16.6 2.6 -0.5 0.9 -0.1 20.0 20.0 17.1 9.7 20.0 -6.1 6.0 1.6 5.3 3.2 3.1 4.8 3.4 -7.9 1.8 3.4 8.9 9.7 -12.9 20.0 8.0 SOYBEAN 20.0 -7.1 -19.7 -2.7 1.7 -2.7 -0.3 -1.9 -1.8 -0.5 -8.4 5.4 -8.3 -2.1 -7.4 -9.8 1.2 -8.3 -4.7 -8.7 -13.0 2.5 -11.9 -0.8 -16.7 -3.0 0.2 -3.9 0.1 -3.3 -0.9 -5.6 10.4 7.2 -3.5 -13.6 -0.8 -20.0 5.0 -13.5 SOYMEAL 17.4 4.3 -12.3 -3.1 2.0 -3.0 -0.3 -2.2 -2.1 1.6 -8.2 6.7 -9.7 4.3 -6.6 -6.7 3.7 -2.5 0.1 -2.7 -8.4 5.9 -9.8 4.3 -20.0 -2.0 0.8 -3.3 0.9 -3.1 0.2 0.6 15.6 8.5 8.8 -3.1 -20.0 -20.0 -20.0 -20.0 SOYOIL 14.2 -9.3 0.8 -2.2 1.4 -2.1 -0.2 -1.5 -1.4 -6.5 -6.5 -3.8 -7.6 -5.2 -6.2 0.8 1.6 2.7 1.5 -5.6 -6.7 -4.0 -7.3 -3.9 -16.7 -1.8 -1.8 -2.6 -0.7 -2.7 -0.7 -0.6 -0.0 6.6 -4.2 0.0 -3.2 -9.1 5.3 -3.1 SP400 -3.8 -7.8 -7.2 0.7 1.7 2.8 -0.9 4.6 -0.7 6.1 4.2 -4.8 9.5 -1.0 -0.4 -6.5 -5.9 -6.1 -6.0 -0.5 2.9 -2.8 6.2 -3.7 -9.7 2.8 4.9 4.2 1.8 5.4 1.7 0.3 11.8 4.9 10.3 1.5 5.3 -6.9 -5.7 -20.0 SP500_micro -0.0 -9.7 -15.2 0.7 1.7 2.8 -0.9 4.6 -0.7 9.5 8.5 4.8 11.6 6.8 5.5 -8.6 -11.9 -10.3 -11.4 4.0 8.1 5.5 12.8 2.6 -16.2 3.0 6.0 4.7 4.2 7.3 3.1 -9.7 20.0 10.7 4.0 9.1 6.4 2.9 -7.2 -1.0 SUGAR11 19.2 4.1 2.3 -4.1 2.6 -4.0 -0.4 -2.9 -2.8 0.1 -10.6 3.4 -11.6 3.0 -2.8 -4.2 5.3 -3.5 -0.3 -0.8 -7.2 1.3 -9.2 2.6 -20.0 -0.4 1.2 -3.5 0.6 -4.6 1.1 2.0 2.6 14.2 5.1 16.3 -9.8 13.5 -6.7 16.9 US10 6.4 20.0 20.0 3.6 2.8 2.8 3.3 1.1 3.4 9.8 9.3 10.9 2.1 11.8 11.9 -6.9 -7.4 -7.1 -7.2 16.8 12.9 12.2 3.6 15.2 2.2 4.3 1.8 3.8 2.4 1.9 3.4 -8.4 -4.7 -2.3 1.1 4.1 4.1 -20.0 20.0 5.8 US10U 6.5 20.0 20.0 4.9 3.9 3.8 4.5 1.5 4.6 13.8 12.3 15.3 1.5 16.3 16.4 -4.1 -3.1 -4.1 -3.9 20.0 15.6 15.7 3.6 19.3 -0.8 5.8 2.4 5.1 3.2 2.6 4.5 -1.9 -8.0 -4.9 -2.1 2.0 4.7 -17.9 20.0 15.7 US2 10.4 20.0 20.0 2.6 2.0 2.0 2.4 0.8 2.5 7.1 4.6 7.8 -1.2 8.3 8.3 -20.0 -20.0 -20.0 -20.0 13.6 9.1 11.0 0.5 13.3 11.8 3.0 1.3 2.3 1.9 0.7 2.6 -20.0 1.3 3.4 8.5 6.5 0.6 -20.0 5.1 -11.7 US20 5.9 20.0 20.0 3.7 2.9 2.9 3.4 1.1 3.5 10.0 9.4 11.5 3.4 12.2 12.1 -1.0 -0.9 -1.0 -0.9 15.2 11.7 11.2 3.6 14.0 -2.8 4.3 1.6 4.2 2.3 2.5 3.3 2.7 -6.9 -5.0 -3.6 1.0 5.5 -10.1 20.0 20.0 US30 5.9 18.6 17.2 4.4 3.4 3.4 4.0 1.3 4.1 10.8 10.1 13.0 1.5 14.0 13.8 -6.3 -5.1 -5.3 -5.1 15.1 10.8 11.5 1.8 14.4 -2.0 5.0 1.5 4.7 2.6 2.5 3.8 -4.7 -10.5 -6.9 -8.0 -2.9 2.3 -9.2 20.0 20.0 US5 8.4 20.0 20.0 3.5 2.8 2.7 3.2 1.1 3.3 9.2 8.6 10.5 1.0 11.4 11.6 -10.1 -10.9 -11.2 -11.0 17.7 13.1 12.9 3.3 16.2 6.2 4.2 1.6 3.5 2.4 1.7 3.5 -14.7 -2.9 0.6 4.4 6.1 5.0 -20.0 20.0 -0.8 VIX 1.1 16.6 20.0 1.2 -0.9 0.4 -0.6 -1.1 0.4 -4.6 -4.2 -0.1 -6.2 -3.7 -3.7 5.1 -20.0 -17.6 -20.0 1.3 -0.1 -0.1 -3.2 1.1 NaN 1.3 -1.0 0.5 -0.7 -1.3 0.4 NaN NaN NaN NaN NaN -11.7 -20.0 NaN NaN WHEAT 20.0 1.0 -20.0 -4.4 2.8 -4.3 -0.4 -3.1 -2.9 14.0 -12.4 14.4 -13.8 10.2 -11.6 -15.1 -15.2 -16.3 -16.0 -5.7 -13.4 17.6 -15.7 8.8 3.2 -2.6 7.7 -4.4 5.3 -4.3 1.8 -20.0 20.0 10.6 7.0 -13.8 -20.0 -20.0 -18.3 -19.4 End of report for caleb_strategy_v3