******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240916_203911 produced at 2024-09-16 21:37:50.978260 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.12 0.0 999.00 -999.00 0.00 0.00 -3.45 999999999.0 0 0 caleb_strategy_v3 MXP False False 0.01 -0.12 -0.09 0.0 0.53 -0.53 -0.12 -0.12 -10.26 60.0 -14 -13 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -33.33 59.0 0 0 caleb_strategy_v3 HEATOIL False False 0.03 -0.09 -0.06 0.0 0.09 -0.09 -0.09 -0.09 -1.80 3.0 -3 -3 caleb_strategy_v3 FEEDCOW False False 0.04 -0.08 -0.06 0.0 0.32 -0.32 -0.08 -0.08 -1.56 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 -1.25 24.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.04 -0.05 0.0 0.09 -0.09 -0.04 -0.04 -6.26 12.0 -5 -5 caleb_strategy_v3 VIX False False 0.01 -0.02 -0.04 0.0 999.00 -999.00 -0.02 -0.02 -5.66 999999999.0 -3 -3 caleb_strategy_v3 CAC True False 0.03 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -1.42 12.0 0 0 caleb_strategy_v3 GASOIL False False 0.02 -0.02 -0.04 0.0 0.09 -0.09 -0.02 -0.02 -1.62 4.0 -1 -1 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.03 -0.03 0.0 0.00 -0.03 -0.03 -0.03 -13.78 26.0 -13 -13 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 EUROSTX False False 0.02 -0.02 -0.02 0.0 0.37 -0.37 -0.02 -0.02 -1.04 20.0 -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 -1.21 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 -2.12 36.0 -2 -2 caleb_strategy_v3 BOBL False False 0.05 0.00 -0.02 0.0 0.88 -0.88 0.00 0.00 -0.35 19.0 0 0 caleb_strategy_v3 COPPER False False 0.04 0.00 -0.02 0.0 999.00 -999.00 0.00 0.00 -0.65 999999999.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.04 -0.02 0.0 0.14 -0.14 -0.04 -0.04 -1.52 11.0 -3 -3 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.02 0.0 0.15 -0.15 0.00 0.00 -7.58 51.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 0.00 -0.01 0.0 0.08 -0.08 0.00 0.00 -0.73 10.0 0 0 caleb_strategy_v3 LUMBER-new False True 0.00 -0.01 -0.01 0.0 0.00 -0.01 -0.01 -0.01 -2.72 3.0 -2 -2 caleb_strategy_v3 BUXL False False 0.05 0.00 -0.01 0.0 0.21 -0.21 0.00 0.00 -0.13 4.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.03 -0.01 0.0 0.74 -0.74 0.03 0.03 -0.47 29.0 1 1 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.01 0.0 0.09 -0.09 -0.03 -0.03 -1.30 9.0 -3 -3 caleb_strategy_v3 SP400 False False 0.11 0.00 -0.01 0.0 0.21 -0.21 0.00 0.00 -0.06 2.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.07 -0.01 0.0 0.13 -0.13 -0.07 -0.07 -0.79 7.0 -4 -4 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.10 -0.10 0.00 0.00 -1.04 9.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 -0.01 0.0 0.14 -0.14 0.00 0.00 -0.75 18.0 0 0 caleb_strategy_v3 GASOLINE False False 0.03 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.16 999999999.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 -0.01 -0.00 0.0 0.47 -0.47 -0.01 -0.01 -0.42 48.0 -1 -1 caleb_strategy_v3 RICE False False 0.01 0.00 0.00 0.0 0.04 -0.04 0.00 0.00 0.33 4.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.05 -0.00 0.0 0.52 -0.52 0.05 0.00 -0.05 10.0 1 0 caleb_strategy_v3 PLAT False False 0.02 -0.03 -0.00 0.0 0.17 -0.17 -0.03 -0.02 -0.11 10.0 -2 -1 caleb_strategy_v3 RUSSELL False False 0.00 -0.07 0.00 0.0 0.26 -0.26 -0.07 -0.04 0.28 68.0 -18 -10 caleb_strategy_v3 SILVER-mini False False 0.03 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.31 999999999.0 0 0 caleb_strategy_v3 PALLAD False False 0.04 0.00 0.01 0.0 0.07 -0.07 0.00 0.00 0.23 2.0 0 0 caleb_strategy_v3 US30 False False 0.05 0.14 0.01 0.0 0.29 -0.29 0.14 0.19 0.28 6.0 3 4 caleb_strategy_v3 OATIES False True 0.01 0.00 0.01 0.0 0.00 0.00 0.00 0.00 1.16 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 0.53 19.0 4 4 caleb_strategy_v3 LIVECOW False False 0.02 0.05 0.01 0.0 0.42 -0.42 0.05 0.05 0.61 17.0 2 2 caleb_strategy_v3 COCOA False False 0.02 0.00 0.01 0.0 0.56 -0.56 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 0.21 6.0 0 0 caleb_strategy_v3 CHF False False 0.05 0.26 0.02 0.0 0.67 -0.67 0.26 0.26 0.32 13.0 5 5 caleb_strategy_v3 CRUDE_W False False 0.02 0.02 0.02 0.0 0.12 -0.12 0.02 0.02 0.68 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 0.94 21.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.02 0.0 0.42 -0.42 0.02 0.02 0.85 23.0 1 1 caleb_strategy_v3 DOW False False 0.01 0.02 0.02 0.0 0.48 -0.48 0.02 0.01 3.17 66.0 3 2 caleb_strategy_v3 OJ False False 0.03 0.03 0.02 0.0 0.08 -0.08 0.03 0.03 0.95 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 0.74 17.0 1 1 caleb_strategy_v3 MILK False False 0.02 0.00 0.02 0.0 0.08 -0.08 0.00 0.00 1.43 5.0 0 0 caleb_strategy_v3 BTP False False 0.05 -0.05 0.03 0.0 0.47 -0.47 -0.05 -0.05 0.57 10.0 -1 -1 caleb_strategy_v3 US20 False True 0.04 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.61 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 0.58 9.0 0 0 caleb_strategy_v3 US10U False False 0.04 0.04 0.04 0.0 0.54 -0.54 0.04 0.04 0.90 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 0.99 17.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.03 0.04 0.0 0.42 -0.42 0.03 0.01 5.25 58.0 4 2 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 LEANHOG False False 0.01 0.04 0.05 0.0 0.13 -0.13 0.04 0.04 4.87 13.0 4 4 caleb_strategy_v3 EUR False False 0.05 0.05 0.05 0.0 0.68 -0.68 0.05 0.05 0.96 14.0 1 1 caleb_strategy_v3 US2 False True 0.07 0.00 0.06 0.0 0.00 0.00 0.00 0.00 0.86 13.0 0 0 caleb_strategy_v3 US5 False False 0.04 0.19 0.06 0.0 0.96 -0.96 0.19 0.19 1.49 25.0 5 5 caleb_strategy_v3 GOLD_micro False False 0.01 0.00 0.06 0.0 0.50 -0.50 0.00 0.00 6.48 56.0 0 0 caleb_strategy_v3 GBP False False 0.03 0.03 0.07 0.0 0.63 -0.63 0.03 0.03 2.43 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 7.80 16.0 4 4 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 1.00 0.0 0.94 -0.94 0.00 0.00 10.62 10.0 0 0 caleb_strategy_v3 SOFR False True 0.08 0.00 1.65 0.0 0.00 0.00 0.00 0.00 19.61 11.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 7.8 Shocked risk 17.0 Sum abs risk 32.4 Leverage 4.66 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2889279.9, 'annual_cash_vol_target': 722319.975, 'daily_cash_vol_target': 45144.9984375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0042 0.6750 0.6150 9.8407 BITCOIN 1781.7121 58290.0000 3.0566 48.9061 BOBL 0.2393 119.9000 0.1996 3.1940 BTP 0.4659 121.2400 0.3842 6.1479 BUND 0.4678 135.0600 0.3464 5.5419 BUXL 1.1480 138.0800 0.8314 13.3019 CAC 56.6203 7490.5000 0.7559 12.0943 CAD 0.0026 0.7375 0.3464 5.5424 CANOLA 10.9502 578.5000 1.8929 30.2858 CHF 0.0056 1.1950 0.4662 7.4590 COCOA 174.8448 6200.0000 2.8201 45.1212 COFFEE 4.5094 257.2500 1.7529 28.0470 COPPER 0.0519 4.2665 1.2167 19.4678 CORN 4.8463 447.5000 1.0830 17.3276 COTTON2 1.1724 72.8200 1.6099 25.7591 CRUDE_W 1.2061 68.3900 1.7636 28.2169 DAX 143.8062 18880.0000 0.7617 12.1870 DOW 277.2285 42059.0000 0.6591 10.5463 DX 0.3802 100.4150 0.3786 6.0581 EUR 0.0046 1.1162 0.4093 6.5489 EURIBOR-ICE 0.0418 98.0600 0.0426 0.6816 EUROSTX 43.0861 4873.0000 0.8842 14.1469 FEEDCOW 1.9607 230.8250 0.8494 13.5906 GASOIL 12.0706 641.7500 1.8809 30.0942 GASOLINE 0.0354 1.9194 1.8469 29.5503 GAS_US_mini 0.0812 2.6400 3.0766 49.2256 GBP 0.0062 1.3209 0.4679 7.4869 GOLD_micro 18.6196 2584.7000 0.7204 11.5260 HEATOIL 0.0384 2.1249 1.8056 28.8892 JGB-SGX-mini 0.2840 144.6200 0.1964 3.1418 JPY 0.0000 0.0072 0.6741 10.7858 LEANHOG 1.0589 72.2250 1.4661 23.4573 LIVECOW 1.3234 178.4750 0.7415 11.8645 LUMBER-new 8.6995 508.5000 1.7108 27.3731 MILK 0.3224 22.9700 1.4038 22.4600 MXP 0.0005 0.0511 1.0233 16.3729 NASDAQ_micro 217.4861 19665.5000 1.1059 17.6948 NIKKEI 653.8973 36290.0000 1.8019 28.8299 NZD 0.0040 0.6190 0.6398 10.2367 OAT 0.4245 127.8500 0.3320 5.3124 OATIES 5.7354 362.5000 1.5822 25.3147 OJ 8.6495 482.3500 1.7932 28.6913 PALLAD 24.9344 1082.5000 2.3034 36.8546 PLAT 15.7981 989.3000 1.5969 25.5503 REDWHEAT 9.8406 593.7500 1.6574 26.5178 RICE 0.1504 15.4500 0.9733 15.5727 ROBUSTA 80.6802 5252.0000 1.5362 24.5789 RUSSELL 26.7203 2214.1000 1.2068 19.3092 SHATZ 0.0875 106.9600 0.0818 1.3088 SILVER-mini 0.5383 31.3000 1.7197 27.5156 SMI 85.9813 12077.0000 0.7119 11.3911 SOFR 0.0532 97.0900 0.0548 0.8773 SOYBEAN 12.3415 1056.5000 1.1682 18.6904 SOYMEAL 4.4274 325.9000 1.3585 21.7363 SOYOIL 0.7484 39.1700 1.9106 30.5703 SP400 28.3953 3084.7000 0.9205 14.7283 SP500_micro 43.8123 5696.0000 0.7692 12.3068 SUGAR11 0.3002 19.6400 1.5287 24.4586 US10 0.3542 115.5469 0.3065 4.9047 US10U 0.4856 120.0781 0.4044 6.4701 US2 0.1073 104.4414 0.1027 1.6432 US20 0.7203 127.1250 0.5666 9.0654 US30 1.0972 137.5625 0.7976 12.7619 US5 0.2341 110.7031 0.2115 3.3841 VIX 0.8293 18.2000 4.5569 72.9097 WHEAT 9.4547 578.2500 1.6350 26.1608 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 675.00 0.62 415.16 1.00 415.16 45145.0 108.74 1.87 20.36 BITCOIN 58.29 3.06 178.17 1.00 178.17 45145.0 253.38 -12.15 -307.80 BOBL 1199.00 0.20 239.35 1.11 265.27 45145.0 170.19 -2.04 -34.73 BTP 1212.40 0.38 465.85 1.11 516.31 45145.0 87.44 1.90 16.60 BUND 1350.60 0.35 467.80 1.11 518.47 45145.0 87.07 -0.56 -4.87 BUXL 1380.80 0.83 1147.95 1.11 1272.27 45145.0 35.48 -3.51 -12.45 CAC 749.05 0.76 566.20 1.11 627.52 45145.0 71.94 -5.78 -41.57 CAD 737.50 0.35 255.47 1.00 255.47 45145.0 176.71 -1.03 -18.21 CANOLA 115.70 1.89 219.00 0.74 161.26 45145.0 279.96 -11.12 -311.42 CHF 1493.69 0.47 696.34 1.00 696.34 45145.0 64.83 1.91 12.35 COCOA 620.00 2.82 1748.45 1.00 1748.45 45145.0 25.82 7.83 20.21 COFFEE 964.69 1.75 1691.04 1.00 1691.04 45145.0 26.70 6.62 17.67 COPPER 1066.62 1.22 1297.80 1.00 1297.80 45145.0 34.79 -1.73 -6.01 CORN 223.75 1.08 242.32 1.00 242.32 45145.0 186.31 -13.81 -257.33 COTTON2 364.10 1.61 586.18 1.00 586.18 45145.0 77.02 -9.19 -70.76 CRUDE_W 683.90 1.76 1206.10 1.00 1206.10 45145.0 37.43 1.67 6.24 DAX 188.80 0.76 143.81 1.11 159.38 45145.0 283.25 5.44 154.04 DOW 210.30 0.66 138.61 1.00 138.61 45145.0 325.69 4.19 136.48 DX 1004.15 0.38 380.20 1.00 380.20 45145.0 118.74 -11.19 -132.82 EUR 1395.19 0.41 571.06 1.00 571.06 45145.0 79.06 4.67 36.93 EURIBOR-ICE 2451.50 0.04 104.43 1.11 115.74 45145.0 390.04 7.98 311.40 EUROSTX 487.30 0.88 430.86 1.11 477.52 45145.0 94.54 -3.22 -30.44 FEEDCOW 1154.12 0.85 980.33 1.00 980.33 45145.0 46.05 -10.21 -47.02 GASOIL 641.75 1.88 1207.06 1.00 1207.06 45145.0 37.40 -10.00 -37.40 GASOLINE 806.15 1.85 1488.87 1.00 1488.87 45145.0 30.32 1.19 3.61 GAS_US_mini 66.00 3.08 203.06 1.00 203.06 45145.0 222.33 -5.72 -127.25 GBP 825.56 0.47 386.30 1.00 386.30 45145.0 116.86 8.01 93.58 GOLD_micro 258.47 0.72 186.20 1.00 186.20 45145.0 242.46 7.84 190.01 HEATOIL 892.46 1.81 1611.40 1.00 1611.40 45145.0 28.02 -14.82 -41.52 JGB-SGX-mini 144620.00 0.20 28397.87 0.01 201.57 45145.0 223.96 3.22 72.06 JPY 899.31 0.67 606.24 1.00 606.24 45145.0 74.47 3.82 28.41 LEANHOG 288.90 1.47 423.55 1.00 423.55 45145.0 106.59 7.52 80.19 LIVECOW 713.90 0.74 529.38 1.00 529.38 45145.0 85.28 2.14 18.29 LUMBER-new 139.84 1.71 239.24 1.00 239.24 45145.0 188.70 -6.73 -126.98 MILK 459.40 1.40 644.88 1.00 644.88 45145.0 70.00 9.55 66.86 MXP 255.70 1.02 261.66 1.00 261.66 45145.0 172.53 -4.05 -69.89 NASDAQ_micro 393.31 1.11 434.97 1.00 434.97 45145.0 103.79 -5.02 -52.13 NIKKEI 36290.00 1.80 65389.73 0.01 458.03 45145.0 98.56 -1.98 -19.55 NZD 618.95 0.64 396.00 1.00 396.00 45145.0 114.00 3.19 36.34 OAT 1278.50 0.33 424.49 1.11 470.47 45145.0 95.96 3.27 31.34 OATIES 181.25 1.58 286.77 1.00 286.77 45145.0 157.43 3.03 47.68 OJ 723.52 1.79 1297.43 1.00 1297.43 45145.0 34.80 12.78 44.47 PALLAD 1082.50 2.30 2493.44 1.00 2493.44 45145.0 18.11 3.78 6.84 PLAT 494.65 1.60 789.90 1.00 789.90 45145.0 57.15 -0.56 -3.18 REDWHEAT 296.88 1.66 492.03 1.00 492.03 45145.0 91.75 -12.60 -115.59 RICE 309.00 0.97 300.75 1.00 300.75 45145.0 150.11 0.92 13.75 ROBUSTA 525.20 1.54 806.80 1.00 806.80 45145.0 55.96 12.97 72.60 RUSSELL 110.70 1.21 133.60 1.00 133.60 45145.0 337.91 0.25 8.35 SHATZ 1069.60 0.08 87.49 1.11 96.41 45145.0 468.24 -2.62 -122.89 SILVER-mini 782.50 1.72 1345.69 1.00 1345.69 45145.0 33.55 2.73 9.16 SMI 1207.70 0.71 859.81 1.18 1012.17 45145.0 44.60 3.81 17.01 SOFR 2427.25 0.05 133.09 1.00 133.09 45145.0 339.20 9.51 322.74 SOYBEAN 528.25 1.17 617.08 1.00 617.08 45145.0 73.16 -11.67 -85.38 SOYMEAL 325.90 1.36 442.74 1.00 442.74 45145.0 101.97 -10.95 -111.66 SOYOIL 235.02 1.91 449.04 1.00 449.04 45145.0 100.54 -7.79 -78.35 SP400 3084.70 0.92 2839.53 1.00 2839.53 45145.0 15.90 -1.19 -1.90 SP500_micro 284.80 0.77 219.06 1.00 219.06 45145.0 206.08 -0.88 -18.08 SUGAR11 219.97 1.53 336.26 1.00 336.26 45145.0 134.26 -2.64 -35.49 US10 1155.47 0.31 354.20 1.00 354.20 45145.0 127.46 6.11 77.87 US10U 1200.78 0.40 485.57 1.00 485.57 45145.0 92.97 7.65 71.09 US2 2088.83 0.10 214.53 1.00 214.53 45145.0 210.44 3.23 67.99 US20 1271.25 0.57 720.28 1.00 720.28 45145.0 62.68 7.73 48.47 US30 1375.62 0.80 1097.22 1.00 1097.22 45145.0 41.14 5.41 22.25 US5 1107.03 0.21 234.15 1.00 234.15 45145.0 192.81 6.12 117.92 VIX 182.00 4.56 829.35 1.00 829.35 45145.0 54.43 -4.21 -22.92 WHEAT 289.12 1.64 472.73 1.00 472.73 45145.0 95.50 -10.28 -98.21 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 20.360 0.010 2.5 0.528 BITCOIN -307.801 0.043 2.5 -33.331 BOBL -34.734 0.004 2.5 -0.352 BTP 16.605 0.014 2.5 0.566 BUND -4.875 0.004 2.5 -0.049 BUXL -12.447 0.004 2.5 -0.126 CAC -41.572 0.014 2.5 -1.418 CAD -18.208 0.010 2.5 -0.472 CANOLA -311.425 0.010 2.5 -7.576 CHF 12.354 0.010 2.5 0.321 COCOA 20.211 0.009 2.5 0.433 COFFEE 17.672 0.005 2.5 0.206 COPPER -6.007 0.043 2.5 -0.650 CORN -257.325 0.010 2.5 -6.260 COTTON2 -70.756 0.009 2.5 -1.515 CRUDE_W 6.235 0.043 2.5 0.675 DAX 154.042 0.014 2.5 5.254 DOW 136.481 0.009 2.5 3.172 DX -132.825 0.010 2.5 -3.446 EUR 36.926 0.010 2.5 0.958 EURIBOR-ICE 311.405 0.014 2.5 10.621 EUROSTX -30.439 0.014 2.5 -1.038 FEEDCOW -47.020 0.013 2.5 -1.558 GASOIL -37.397 0.017 2.5 -1.621 GASOLINE 3.607 0.017 2.5 0.156 GAS_US_mini -127.253 0.043 2.5 -13.780 GBP 93.584 0.010 2.5 2.428 GOLD_micro 190.013 0.014 2.5 6.481 HEATOIL -41.525 0.017 2.5 -1.800 JGB-SGX-mini 72.064 0.043 2.5 7.804 JPY 28.410 0.010 2.5 0.737 LEANHOG 80.187 0.024 2.5 4.873 LIVECOW 18.291 0.013 2.5 0.606 LUMBER-new -126.984 0.009 2.5 -2.719 MILK 66.862 0.009 2.5 1.432 MXP -69.885 0.059 2.5 -10.257 NASDAQ_micro -52.128 0.009 2.5 -1.211 NIKKEI -19.553 0.043 2.5 -2.117 NZD 36.338 0.010 2.5 0.943 OAT 31.344 0.014 2.5 1.069 OATIES 47.680 0.010 2.5 1.160 OJ 44.469 0.009 2.5 0.952 PALLAD 6.841 0.014 2.5 0.233 PLAT -3.175 0.014 2.5 -0.108 REDWHEAT -115.585 0.005 2.5 -1.533 RICE 13.747 0.010 2.5 0.334 ROBUSTA 72.598 0.005 2.5 0.848 RUSSELL 8.353 0.013 2.5 0.277 SHATZ -122.892 0.004 2.5 -1.246 SILVER-mini 9.158 0.014 2.5 0.312 SMI 17.007 0.014 2.5 0.580 SOFR 322.742 0.024 2.5 19.614 SOYBEAN -85.377 0.004 2.5 -0.794 SOYMEAL -111.659 0.004 2.5 -1.038 SOYOIL -78.351 0.004 2.5 -0.729 SP400 -1.900 0.013 2.5 -0.063 SP500_micro -18.080 0.009 2.5 -0.420 SUGAR11 -35.490 0.009 2.5 -0.755 US10 77.866 0.005 2.5 0.987 US10U 71.089 0.005 2.5 0.901 US2 67.990 0.005 2.5 0.862 US20 48.472 0.005 2.5 0.614 US30 22.250 0.005 2.5 0.282 US5 117.915 0.005 2.5 1.494 VIX -22.917 0.099 2.5 -5.657 WHEAT -98.209 0.005 2.5 -1.303 ===================== Position diags ===================== AUD 2.82 BITCOIN 27.44 BOBL 1.73 BTP 2.98 BUND 0.88 BUXL 0.36 CAC 2.45 CAD 4.59 CANOLA 6.81 CHF 1.68 COCOA 0.55 COFFEE 0.31 COPPER 3.77 CORN 4.53 COTTON2 1.65 CRUDE_W 4.05 DAX 9.66 DOW 7.57 DX 3.08 EUR 2.05 EURIBOR-ICE 13.30 EUROSTX 3.22 FEEDCOW 1.53 GASOIL 1.62 GASOLINE 1.31 GAS_US_mini 24.08 GBP 3.03 GOLD_micro 8.27 HEATOIL 1.21 JGB-SGX-mini 24.25 JPY 1.93 LEANHOG 6.48 LIVECOW 2.83 LUMBER-new 4.04 MILK 1.50 MXP 25.32 NASDAQ_micro 2.41 NIKKEI 10.67 NZD 2.96 OAT 3.27 OATIES 3.83 OJ 0.75 PALLAD 0.62 PLAT 1.95 REDWHEAT 1.22 RICE 3.65 ROBUSTA 0.65 RUSSELL 11.20 SHATZ 4.75 SILVER-mini 1.14 SMI 1.52 SOFR 20.61 SOYBEAN 0.68 SOYMEAL 0.95 SOYOIL 0.94 SP400 0.53 SP500_micro 4.79 SUGAR11 2.86 US10 1.62 US10U 1.18 US2 2.67 US20 0.79 US30 0.52 US5 2.44 VIX 13.44 WHEAT 1.27 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 0.5 0.2 0.8 4.0 4 BITCOIN -33.3 -36.1 -30.6 0.0 0 BOBL -0.4 -0.5 -0.2 0.0 0 BTP 0.6 0.3 0.9 -1.0 -1 BUND -0.0 -0.1 0.0 1.0 1 BUXL -0.1 -0.2 -0.1 0.0 0 CAC -1.4 -1.7 -1.2 0.0 0 CAD -0.5 -0.9 -0.0 1.0 1 CANOLA -7.6 -8.3 -6.9 0.0 0 CHF 0.3 0.2 0.5 5.0 5 COCOA 0.4 0.4 0.5 0.0 0 COFFEE 0.2 0.2 0.2 0.0 0 COPPER -0.7 -1.0 -0.3 0.0 0 CORN -6.3 -6.7 -5.8 -5.0 -5 COTTON2 -1.5 -1.7 -1.4 -3.0 -3 CRUDE_W 0.7 0.3 1.1 1.0 1 DAX 5.3 4.3 6.2 4.0 4 DOW 3.2 2.4 3.9 3.0 3 DX -3.4 -3.8 -3.1 0.0 0 EUR 1.0 0.8 1.2 1.0 1 EURIBOR-ICE 10.6 9.3 12.0 0.0 0 EUROSTX -1.0 -1.4 -0.7 -1.0 -1 FEEDCOW -1.6 -1.7 -1.4 -2.0 -2 GASOIL -1.6 -1.8 -1.5 -1.0 -1 GASOLINE 0.2 0.0 0.3 0.0 0 GAS_US_mini -13.8 -16.2 -11.4 -13.0 -13 GBP 2.4 2.1 2.7 1.0 1 GOLD_micro 6.5 5.7 7.3 0.0 0 HEATOIL -1.8 -1.9 -1.7 -3.0 -3 JGB-SGX-mini 7.8 5.4 10.2 4.0 4 JPY 0.7 0.5 0.9 1.0 1 LEANHOG 4.9 4.2 5.5 4.0 4 LIVECOW 0.6 0.3 0.9 2.0 2 LUMBER-new -2.7 -3.1 -2.3 -2.0 -2 MILK 1.4 1.3 1.6 NaN 0 MXP -10.3 -12.8 -7.7 -14.0 -14 NASDAQ_micro -1.2 -1.5 -1.0 0.0 0 NIKKEI -2.1 -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 1.2 0.8 1.5 NaN 0 OJ 1.0 0.9 1.0 1.0 1 PALLAD 0.2 0.2 0.3 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 -0.0 0.7 NaN 0 ROBUSTA 0.8 0.8 0.9 1.0 1 RUSSELL 0.3 -0.8 1.4 -18.0 -18 SHATZ -1.2 -1.7 -0.8 NaN 0 SILVER-mini 0.3 0.2 0.4 0.0 0 SMI 0.6 0.4 0.7 0.0 0 SOFR 19.6 17.6 21.7 NaN 0 SOYBEAN -0.8 -0.9 -0.7 -4.0 -4 SOYMEAL -1.0 -1.1 -0.9 0.0 0 SOYOIL -0.7 -0.8 -0.6 0.0 0 SP400 -0.1 -0.1 -0.0 0.0 0 SP500_micro -0.4 -0.9 0.1 -1.0 -1 SUGAR11 -0.8 -1.0 -0.5 0.0 0 US10 1.0 0.8 1.1 0.0 0 US10U 0.9 0.8 1.0 1.0 1 US2 0.9 0.6 1.1 NaN 0 US20 0.6 0.5 0.7 0.0 0 US30 0.3 0.2 0.3 3.0 3 US5 1.5 1.2 1.7 5.0 5 VIX -5.7 -7.0 -4.3 -3.0 -3 WHEAT -1.3 -1.4 -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 0.0 0.1 0.1 0.0 0.1 0.1 0.0 0.0 0.0 0.1 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 -0.5 -0.3 -0.3 -0.1 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 -0.6 0.1 -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 0.1 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 0.5 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 0.4 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 -0.6 -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 -0.2 -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 -0.0 -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 0.2 0.5 0.2 0.1 0.1 0.1 0.1 0.0 0.1 -0.1 -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 -0.2 0.0 -0.1 0.4 -0.2 0.2 -0.1 CANOLA 0.2 -0.3 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.2 -0.2 -0.2 -0.3 -0.1 -0.1 -0.0 -0.1 -0.1 -1.8 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.2 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 0.0 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 -0.1 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 0.0 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 0.2 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 0.3 0.1 0.4 0.5 0.6 0.6 0.6 -0.1 -0.3 0.2 -0.1 COPPER 0.2 -0.3 -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 0.1 0.1 -0.0 -2.1 -0.0 0.1 -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 -0.1 0.0 -0.2 0.0 -0.3 -0.0 -1.1 -0.0 0.1 0.1 -0.5 -0.1 -0.2 0.0 -0.0 COTTON2 0.4 0.5 -0.2 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.4 0.1 -0.5 0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.0 -0.1 0.1 -0.4 0.0 -2.7 -0.0 0.1 -0.1 0.1 -0.1 0.0 -0.6 0.2 0.4 0.2 0.1 -0.4 -0.4 -0.0 -0.2 CRUDE_W -0.4 -0.5 -0.4 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 0.1 -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 -0.0 0.6 0.4 0.4 0.2 -0.0 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 0.1 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 -0.0 0.2 0.2 -0.6 0.4 0.2 0.1 0.1 DOW 0.1 0.1 -0.0 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 0.1 0.1 0.1 0.3 0.1 -1.4 0.1 0.1 0.1 0.1 0.2 0.1 -0.4 0.5 0.6 0.6 0.2 0.3 0.0 -0.1 -0.2 DX -0.1 -0.6 -0.5 0.0 0.1 0.0 0.0 0.0 0.0 -0.1 -0.2 -0.1 0.2 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -2.7 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 0.8 -0.5 -0.6 -0.6 -0.6 -0.1 0.2 -0.1 0.3 EUR -0.2 0.4 0.3 0.1 0.1 0.1 0.1 0.0 0.1 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 0.1 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 0.2 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 0.1 0.0 -0.0 0.1 0.2 0.1 0.0 -0.7 -0.7 -0.0 0.1 EUROSTX 0.1 -0.2 -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 -0.0 0.2 -0.0 -0.3 -0.0 0.0 -0.0 -0.0 0.2 -0.0 0.2 -0.3 -0.2 -0.1 -0.6 0.2 0.0 -0.5 -0.1 FEEDCOW 0.2 -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 0.4 -0.3 0.2 -0.1 -0.2 -0.2 -0.0 -0.4 -0.2 -0.9 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.3 -0.4 -0.6 -0.6 0.2 0.7 0.4 0.7 GASOIL -0.4 -0.6 -0.5 -0.1 -0.0 -0.1 -0.0 -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 -0.3 -0.3 -0.1 -0.1 -0.4 -0.2 -0.7 GASOLINE -0.4 -0.6 -0.4 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 0.1 -0.2 -0.1 0.1 -0.1 -0.2 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 0.5 0.3 0.1 0.4 0.6 0.6 0.7 GAS_US_mini 0.0 -0.0 -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 -0.0 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 0.1 0.2 0.3 0.1 0.1 0.1 0.1 0.0 0.1 0.1 0.5 0.1 0.5 0.1 0.2 0.0 -0.0 -0.0 -0.0 0.2 0.2 0.1 0.3 0.2 -0.2 0.1 0.1 0.2 0.0 0.2 0.1 0.1 -0.1 0.3 0.2 0.6 0.3 -0.7 0.3 -0.6 GOLD_micro 0.2 0.3 0.3 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 0.4 0.2 0.6 0.2 0.2 -0.3 -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 -0.0 -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 -0.0 -0.1 -0.1 -0.4 0.1 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 0.1 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 0.3 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 -0.3 0.5 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 0.1 0.2 -0.1 -0.1 0.1 0.2 0.2 0.3 -0.1 0.0 0.0 0.1 -0.0 -1.8 -0.0 0.0 -0.0 0.0 0.1 -0.0 1.0 -0.1 -0.3 -0.3 0.6 -0.0 0.7 0.2 0.7 LUMBER-new -0.3 0.4 -0.1 -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 -0.0 -0.3 -0.0 NaN -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -1.2 -0.1 -0.3 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 0.0 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 0.0 -1.1 0.2 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 -0.0 -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 -0.3 -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 -2.3 0.0 0.0 0.1 0.0 0.2 0.0 -0.3 0.4 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 0.2 0.4 0.1 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.1 -0.0 0.0 0.1 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 0.0 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 -0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 0.1 0.4 0.0 0.0 0.1 0.1 0.0 0.1 0.5 -0.1 -0.1 -0.3 -0.6 -0.4 -0.5 0.0 0.0 OATIES 0.6 0.6 -0.3 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.2 0.2 -0.5 0.2 -0.0 0.1 0.1 0.1 0.1 0.1 -0.0 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 0.1 0.5 0.0 0.7 0.3 OJ 0.2 0.1 0.1 -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 0.4 0.6 0.6 0.6 0.4 0.4 0.7 0.7 PALLAD 0.5 0.3 0.4 -0.0 0.1 -0.0 0.1 -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 0.3 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 -0.0 0.1 -0.0 0.0 0.1 0.2 -0.0 -0.1 0.0 -0.1 -0.2 -0.2 0.0 REDWHEAT 0.6 0.1 -0.6 -0.1 0.0 -0.2 0.0 -0.2 -0.0 -0.0 -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 0.2 0.5 0.3 -0.5 -0.7 -0.7 -0.7 -0.7 RICE 0.2 -0.1 -0.4 -0.1 0.0 -0.1 0.0 -0.1 -0.0 0.1 0.3 0.2 0.4 0.1 -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 0.4 0.2 0.6 0.6 -0.7 -0.7 -0.7 -0.7 ROBUSTA 0.5 0.1 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 0.1 0.0 0.2 0.0 0.3 0.0 1.1 0.5 0.6 0.6 0.6 0.2 -0.1 0.5 0.1 RUSSELL -0.1 -0.2 0.0 0.0 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 0.0 0.3 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.0 0.1 -0.0 -0.1 0.0 0.1 0.1 0.0 0.1 0.0 -0.0 0.4 0.3 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 -0.2 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 0.1 0.1 0.2 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.1 0.1 0.0 0.3 0.0 0.1 0.0 0.1 0.1 0.0 -0.1 0.2 0.1 -0.1 0.1 0.2 -0.1 0.1 0.3 SMI -0.3 -0.5 -0.1 0.0 0.0 0.1 0.0 0.2 -0.0 -0.1 0.3 -0.1 0.5 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 -0.5 -0.4 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 0.1 0.1 0.4 0.1 0.3 0.2 0.2 0.1 -0.0 0.0 -0.0 0.2 0.2 0.1 0.3 0.2 -0.8 0.1 0.0 0.1 0.0 0.1 0.1 0.2 -0.4 0.0 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 -2.3 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 -0.3 -0.0 0.2 -0.1 -0.5 -0.0 -0.7 0.2 -0.4 SOYMEAL 0.6 0.2 -0.4 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.2 0.1 -0.4 0.1 -0.1 -0.1 0.1 -0.1 -0.0 -0.0 -0.1 0.1 -0.3 0.1 -2.7 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 0.1 0.3 0.3 -0.1 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.3 -0.3 0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 0.0 0.0 0.0 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 -0.2 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 -0.0 0.4 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 0.1 0.1 0.0 0.2 0.0 0.0 0.4 0.2 0.3 0.1 0.2 -0.2 -0.2 -0.7 SP500_micro -0.0 -0.2 -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 0.1 0.1 0.1 0.4 0.0 -2.2 0.0 0.1 0.1 0.1 0.3 0.0 -0.5 0.5 0.4 0.2 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 0.1 -0.3 0.1 -0.4 0.0 -0.0 -0.1 0.1 -0.1 -0.0 -0.0 -0.1 0.0 -0.3 0.0 -2.7 -0.0 0.0 -0.1 0.0 -0.2 0.0 0.1 -0.2 0.5 0.3 0.6 -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 -0.2 -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 0.1 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 0.1 -0.1 -0.3 -0.2 -0.1 0.1 0.2 -0.6 0.7 0.5 US2 0.4 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 0.2 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 0.1 0.0 0.1 0.3 0.2 0.1 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.1 0.1 0.2 -0.3 0.1 0.0 0.1 0.0 0.1 0.0 -0.3 -0.3 -0.3 -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 0.2 0.1 0.1 0.2 0.8 0.0 0.0 0.1 0.0 0.1 0.0 -0.8 -0.2 0.0 0.1 0.2 0.2 -0.7 0.7 -0.0 VIX 0.1 0.7 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 -0.5 -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 0.0 -0.3 0.1 -0.5 0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.0 -0.1 0.1 -0.4 0.1 0.4 -0.0 0.0 -0.1 0.0 -0.2 0.0 -1.1 0.3 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 1.3 4.1 4.0 3.9 6.3 1.9 4.2 1.0 4.4 8.9 7.0 -1.8 -0.3 7.4 7.7 -0.6 -2.3 -1.5 -1.9 4.3 3.6 1.0 1.1 2.4 2.3 2.3 3.4 1.8 0.6 0.9 1.5 -0.0 -20.0 -8.9 -10.5 -1.6 10.6 -5.3 15.2 -0.6 BITCOIN -4.5 -13.7 -20.0 -0.6 10.3 -2.8 7.9 -2.1 3.7 7.4 -1.3 -2.3 6.3 -7.3 -9.2 -4.9 -6.7 -5.6 -6.2 -8.3 -3.6 -2.4 5.7 -7.0 -20.0 -4.3 0.1 -1.0 -1.2 5.2 -3.5 -2.1 -20.0 -20.0 -18.4 4.3 -5.2 -4.0 -4.2 0.8 BOBL 1.1 17.2 15.4 3.5 2.7 2.7 3.2 1.1 3.3 5.7 2.3 7.3 -2.8 9.4 10.0 2.3 -14.1 -14.0 -15.4 10.5 6.6 9.9 -0.0 10.7 4.6 3.7 2.3 2.6 3.5 0.8 3.7 -20.0 -1.1 -1.6 -2.0 -4.4 -20.0 -20.0 -6.1 -6.9 BTP 3.1 10.3 8.4 6.3 4.9 4.9 5.7 1.9 5.9 18.9 16.8 20.0 16.9 20.0 20.0 5.4 4.0 3.3 3.1 17.9 14.9 20.0 12.9 20.0 -20.0 7.0 11.0 5.7 10.3 5.0 8.4 9.9 3.1 0.0 -15.6 -18.5 -20.0 -14.7 -1.4 6.3 BUND -0.7 13.8 12.5 4.0 3.1 3.1 3.7 1.2 3.8 7.9 4.3 9.2 0.4 10.6 11.3 -13.7 -0.7 -4.6 -2.4 10.2 7.2 9.8 1.3 10.0 1.3 4.1 3.2 3.3 4.0 1.6 4.0 1.2 -4.6 -6.1 -7.0 -8.6 -20.0 -19.5 -4.9 -5.4 BUXL -2.4 11.6 8.0 4.8 3.7 3.7 4.3 1.5 4.5 9.4 3.6 10.7 0.6 11.0 11.4 -0.3 -2.1 -1.0 -1.9 8.2 5.3 8.3 -0.8 8.2 -3.0 4.2 3.7 3.5 4.2 1.7 4.0 0.3 -9.9 -13.0 -13.7 -16.3 -20.0 -20.0 -7.1 -6.3 CAC 4.7 -5.1 -20.0 1.3 4.6 4.6 0.4 7.5 -0.3 -3.5 -9.6 -8.1 1.5 2.5 -10.0 -5.9 -2.4 -5.4 -3.7 -11.3 -12.4 -6.1 -2.4 -7.1 -9.2 -4.6 0.7 -4.2 -2.7 0.3 -3.2 5.5 -12.8 -5.9 -2.9 -20.0 13.1 5.8 1.6 2.4 CAD 5.9 14.2 5.3 5.4 8.7 2.7 5.9 1.4 6.1 -16.1 -2.6 -10.8 -14.1 10.2 10.9 -4.2 -3.6 -4.5 -4.1 8.8 2.1 -6.0 -5.3 5.3 -1.5 4.3 -4.3 1.4 -2.5 -1.6 2.8 -2.8 -20.0 -4.8 1.1 -2.7 11.7 -6.6 5.4 -2.6 CANOLA 6.5 -10.5 -0.8 -1.9 1.4 -1.9 0.2 -1.4 -1.1 -2.3 -5.4 -4.8 -6.4 -5.8 -5.8 -12.5 -10.7 -12.5 -12.7 -5.5 -5.2 -5.4 -5.4 -5.3 -13.2 -1.4 -1.4 -2.4 -1.3 -3.4 -0.8 -20.0 -10.3 4.1 1.7 -2.7 -2.4 -11.1 6.3 -5.8 CHF 1.7 20.0 20.0 3.2 5.2 1.6 3.5 0.8 3.6 0.1 5.4 2.4 -2.3 10.4 12.0 -13.7 -16.2 -15.1 -15.7 15.7 11.1 2.3 2.8 10.0 3.9 4.6 0.8 3.5 0.5 1.3 2.7 -20.0 -2.8 1.3 20.0 20.0 -1.8 -10.9 -9.6 -12.1 COCOA -1.6 2.9 3.0 -1.8 1.3 -1.8 0.2 -1.4 -1.0 5.5 2.0 -1.4 3.2 0.6 -1.4 20.0 20.0 20.0 20.0 1.3 4.4 0.3 9.6 0.4 -20.0 1.9 1.5 4.9 1.3 10.3 1.6 20.0 1.3 6.4 9.0 10.3 20.0 9.6 20.0 14.2 COFFEE 1.4 -2.5 3.8 -4.9 3.6 -5.0 0.5 -3.7 -2.8 16.4 15.9 11.2 16.0 11.1 13.9 4.2 6.0 4.2 5.2 13.5 17.0 16.5 17.9 12.2 -20.0 5.7 11.8 7.4 7.9 9.2 5.8 7.5 20.0 19.3 20.0 20.0 -2.8 -9.3 5.5 -2.9 COPPER 5.5 -9.8 -14.5 -0.5 8.3 -2.3 6.4 -1.7 3.0 11.5 -4.6 3.1 -1.2 1.4 -8.8 -4.4 -3.0 -3.2 -2.7 -6.3 -4.3 6.6 2.0 -0.6 -15.5 -0.8 5.7 -0.9 4.5 1.3 2.3 4.4 -4.1 0.0 -6.8 -4.6 18.6 7.2 20.0 20.0 CORN 16.7 -1.6 -20.0 -4.4 3.2 -4.5 0.4 -3.3 -2.5 -1.0 -13.9 9.6 -16.4 2.0 -12.3 -20.0 -16.3 -20.0 -20.0 -10.7 -20.0 6.0 -20.0 2.1 -10.6 -4.7 1.3 -7.3 0.9 -7.9 -0.9 -20.0 -1.2 4.1 3.8 -15.0 -1.9 -5.8 0.9 -0.4 COTTON2 12.5 14.2 -7.4 -3.9 2.8 -4.0 0.4 -2.9 -2.2 11.3 -14.3 7.4 -13.4 3.1 -9.5 -10.7 -3.5 -9.8 -6.7 -4.4 -11.8 9.4 -13.3 3.0 -20.0 -2.1 12.8 -4.8 5.9 -3.8 1.6 -10.8 8.2 12.8 5.2 2.9 -11.0 -11.8 -0.7 -4.8 CRUDE_W -13.4 -16.6 -12.0 -5.1 -1.1 -3.3 -4.2 -1.1 -5.5 7.4 -8.3 -9.7 5.3 -12.4 -13.0 11.0 12.6 12.3 12.7 -16.9 -9.3 -11.4 -1.2 -19.2 -1.6 -5.6 2.6 -4.5 -1.8 -1.4 -4.6 10.9 18.5 13.2 5.0 -1.2 4.0 14.5 4.8 20.0 DAX 8.2 -1.7 -11.4 1.2 3.9 3.9 0.3 6.5 -0.3 7.0 6.8 0.3 13.2 9.8 6.8 -8.1 -10.3 -8.6 -9.5 3.6 4.3 4.4 10.0 4.3 10.3 0.7 5.2 2.2 1.3 6.1 0.9 -6.8 -1.2 7.2 7.7 -17.6 12.9 4.9 2.6 2.0 DOW 4.5 2.0 -0.4 0.9 3.2 3.2 0.3 5.2 -0.2 12.0 8.9 7.8 12.4 10.2 9.5 -8.4 -10.7 -9.4 -10.2 9.4 9.6 10.3 11.1 8.7 -10.6 4.7 6.6 4.5 5.1 5.3 4.9 -7.7 20.0 17.1 19.5 6.8 9.6 1.2 -3.6 -4.7 DX -2.0 -20.0 -15.7 3.6 5.9 1.8 4.0 0.9 4.1 -13.7 -7.6 -5.6 4.7 -11.4 -13.6 5.0 6.8 6.1 6.5 -17.4 -12.0 -8.3 -3.0 -13.2 -20.0 -5.4 -3.4 -3.8 -2.4 -1.0 -4.0 15.2 -20.0 -20.0 -20.0 -20.0 -2.3 5.9 -3.6 8.6 EUR -5.5 13.6 9.5 4.6 7.5 2.3 5.1 1.2 5.2 13.6 8.6 -5.2 -3.5 8.4 12.8 -6.0 -7.1 -6.8 -6.9 12.2 9.6 3.4 3.2 6.8 20.0 5.8 4.9 4.9 1.6 2.5 3.3 -8.3 -3.8 -12.4 8.2 8.9 0.9 -18.9 -4.4 -20.0 EURIBOR-ICE 6.2 20.0 19.3 3.1 2.4 2.4 2.8 0.9 2.9 6.3 5.2 7.4 3.9 9.3 9.9 3.0 -3.0 0.3 -1.5 14.6 10.6 13.1 5.4 14.7 12.9 3.5 2.5 2.5 3.4 1.4 3.7 -0.1 4.9 6.6 3.8 1.0 -20.0 -20.0 -0.1 2.3 EUROSTX 2.0 -6.7 -16.3 1.1 3.8 3.7 0.3 6.2 -0.3 0.1 2.1 -5.1 10.7 2.5 -1.8 -4.2 -3.0 -4.5 -4.2 -4.7 -1.7 -3.0 7.1 -4.3 -2.3 -2.5 2.2 -0.2 -1.7 4.8 -2.6 4.3 -10.8 -5.7 -2.4 -20.0 6.4 1.2 -14.7 -3.9 FEEDCOW 6.3 -20.0 -20.0 -4.5 3.2 -4.5 0.4 -3.3 -2.5 6.7 -12.4 2.3 -10.4 -12.4 -14.0 17.7 -15.7 8.4 -3.0 -20.0 -20.0 -2.1 -13.4 -15.8 -6.5 -5.4 1.0 -4.7 -0.7 -2.5 -3.6 -19.7 -10.7 -11.4 -20.0 -19.9 4.5 20.0 13.0 20.0 GASOIL -13.6 -18.0 -14.7 -4.8 -1.1 -3.2 -4.0 -1.0 -5.3 -7.7 -12.4 -12.4 3.4 -14.9 -15.3 2.7 8.9 1.9 3.7 -19.9 -12.9 -19.2 -3.6 -20.0 3.5 -5.7 -2.6 -3.8 -5.3 -1.3 -6.4 0.1 -10.0 -9.2 -9.1 -2.2 -4.0 -11.4 -7.3 -20.0 GASOLINE -13.7 -17.2 -12.4 -5.2 -1.2 -3.4 -4.3 -1.1 -5.6 7.7 -8.4 -9.6 3.7 -13.7 -14.2 18.9 20.0 20.0 20.0 -17.9 -10.2 -10.5 -0.6 -19.4 -20.0 -5.8 3.7 -4.3 -1.2 -0.5 -4.7 20.0 20.0 15.6 8.6 2.7 12.1 18.2 18.2 20.0 GAS_US_mini 0.8 -0.8 -9.5 -5.7 -1.3 -3.8 -4.8 -1.2 -6.2 13.5 -17.4 -5.3 -18.7 -7.6 -17.4 -20.0 -20.0 -20.0 -20.0 -11.6 -16.2 2.5 -20.0 -4.4 20.0 -5.2 3.7 -6.2 0.5 -8.4 -3.1 -20.0 20.0 18.8 20.0 8.0 -6.5 -16.1 -6.5 -19.4 GBP 4.3 7.4 8.7 5.0 8.2 2.5 5.5 1.3 5.7 14.7 17.6 5.4 13.4 13.6 15.8 0.2 -0.6 -0.3 -0.5 18.8 16.6 9.1 12.2 14.3 -1.7 7.1 5.8 6.6 3.5 5.1 5.4 2.7 -5.1 8.5 5.1 19.7 8.1 -20.0 9.9 -18.4 GOLD_micro 5.3 9.0 8.7 -0.7 10.8 -2.9 8.2 -2.2 3.9 15.0 16.5 14.5 15.8 15.4 15.3 -12.6 -13.2 -12.3 -12.4 17.9 19.5 20.0 20.0 17.6 -8.5 5.6 9.4 5.5 7.8 6.5 6.6 -12.9 4.6 5.7 19.9 20.0 12.9 -2.6 14.1 2.9 HEATOIL -13.7 -18.0 -12.8 -5.0 -1.1 -3.2 -4.1 -1.1 -5.4 -9.5 -13.8 -14.0 -1.7 -15.5 -15.5 -6.3 5.2 -5.6 -2.2 -20.0 -14.9 -19.1 -6.5 -20.0 -20.0 -6.1 -2.4 -5.1 -4.3 -2.4 -5.8 -8.1 3.9 6.1 -0.7 -4.5 -7.1 4.7 -16.0 2.9 JGB-SGX-mini 0.5 20.0 9.5 2.3 1.8 1.8 2.1 0.7 2.2 6.0 2.1 4.9 1.1 4.2 4.1 11.4 16.7 13.9 15.2 5.2 3.2 3.9 1.0 4.6 -7.8 2.0 1.2 1.0 1.3 -0.1 1.7 20.0 -10.1 -6.8 -0.6 -5.6 -8.2 -5.3 -8.3 5.4 JPY 8.4 20.0 20.0 2.0 3.3 1.0 2.2 0.5 2.3 8.6 3.9 9.2 -4.4 9.4 8.8 -11.0 -15.0 -12.5 -13.7 12.8 6.3 11.4 -3.2 13.0 20.0 2.9 2.2 1.4 2.3 -0.7 2.8 -20.0 17.9 5.7 20.0 10.3 -20.0 -20.0 -20.0 -20.0 LEANHOG 15.3 14.0 -9.4 -4.7 3.4 -4.8 0.4 -3.5 -2.7 -6.3 -6.9 7.0 -7.6 11.3 2.6 20.0 20.0 20.0 20.0 4.1 -7.1 5.0 -12.5 9.6 4.5 0.8 1.4 -2.9 1.2 -4.3 2.7 20.0 -13.3 16.4 20.0 1.3 0.1 -5.0 4.6 3.8 LIVECOW 2.0 -20.0 1.8 -5.3 3.8 -5.3 0.5 -3.9 -3.0 12.9 3.6 10.4 6.1 -9.7 -7.4 6.7 10.9 12.4 13.6 -6.0 0.0 4.3 4.8 -4.1 -13.4 -3.8 3.1 -0.5 0.3 2.8 -3.5 19.2 -4.8 -8.7 -9.9 20.0 -1.5 20.0 6.0 20.0 LUMBER-new -7.5 10.3 -3.9 -3.0 2.2 -3.1 0.3 -2.2 -1.7 -5.6 -7.7 -8.5 -8.5 -5.1 -2.9 -19.4 -17.9 -18.5 -18.1 -3.6 -6.4 -4.7 -8.0 -3.9 NaN -1.4 -1.0 -3.8 -2.2 -5.2 -1.5 -20.0 -4.4 -9.0 11.6 5.5 2.7 -1.7 7.3 0.9 MILK 10.8 7.0 19.0 -3.5 2.5 -3.5 0.3 -2.6 -2.0 3.2 12.3 8.8 6.5 11.4 12.1 20.0 -14.8 10.1 -3.6 17.7 14.7 12.2 6.9 17.3 14.0 4.8 0.9 4.0 3.1 1.7 4.5 -20.0 7.1 20.0 20.0 20.0 -1.2 -19.9 5.3 -20.0 MXP -3.4 -11.4 -20.0 2.1 3.3 1.0 2.2 0.5 2.3 7.4 -7.7 -0.4 -3.8 -6.1 -8.3 9.5 13.9 10.4 11.8 -9.8 -9.5 4.9 -4.0 -4.4 -20.0 -3.0 3.7 -3.0 1.5 -1.2 -1.2 20.0 8.0 -19.2 -20.0 -20.0 14.2 12.4 18.9 19.1 NASDAQ_micro -4.3 -10.3 -20.0 0.7 2.2 2.2 0.2 3.7 -0.2 8.1 1.8 2.3 6.9 2.1 -0.9 -6.5 -9.8 -8.0 -9.1 -1.0 2.5 4.3 7.3 -0.4 -16.9 0.9 3.7 2.3 3.0 5.0 1.6 -6.0 18.0 3.2 -2.3 3.9 1.7 4.1 -8.6 0.7 NIKKEI -1.4 -18.5 -20.0 0.4 1.1 1.5 -0.4 2.5 -0.3 -3.3 1.0 -3.9 3.2 1.0 0.1 3.1 9.1 6.7 7.9 -2.8 -1.0 -3.7 2.2 -3.4 -6.3 -1.9 -0.3 -0.9 -1.0 0.8 -1.6 20.0 -2.8 -4.9 -20.0 -11.4 9.9 0.7 8.3 -0.6 NZD 7.6 13.6 2.5 3.2 5.2 1.6 3.5 0.8 3.6 -1.0 5.1 -0.3 0.1 9.2 8.7 0.3 0.1 0.1 0.0 7.1 3.9 0.8 0.8 5.8 0.1 2.8 0.7 1.5 0.4 0.4 2.4 3.8 -16.3 0.7 2.6 0.1 5.2 -5.3 2.7 -0.2 OAT 3.8 16.6 6.6 4.4 3.4 3.4 4.0 1.4 4.2 10.4 0.5 11.5 -1.4 13.0 13.0 5.5 3.8 2.9 2.7 10.7 4.9 13.3 -1.1 13.1 3.4 4.4 4.3 2.5 5.6 0.8 5.4 9.4 -2.6 -2.4 -9.1 -17.4 -12.7 -16.2 1.2 1.2 OATIES 20.0 18.7 -10.1 -4.4 3.2 -4.5 0.4 -3.3 -2.5 7.7 -9.1 14.9 -14.2 14.3 -3.5 2.7 2.6 4.5 4.2 12.7 -4.2 20.0 -11.9 20.0 -20.0 2.8 1.7 -0.8 6.0 -2.1 6.5 3.3 20.0 20.0 20.0 2.2 13.7 0.3 20.0 9.8 OJ 5.2 1.7 2.0 -4.3 3.1 -4.3 0.4 -3.2 -2.4 -0.8 13.8 6.5 14.6 10.3 11.7 14.8 12.2 11.9 10.9 17.5 18.1 9.5 20.0 16.3 -20.0 5.4 0.1 5.8 2.5 8.4 4.9 17.0 14.9 20.0 20.0 20.0 11.9 13.2 20.0 20.0 PALLAD 15.2 10.6 13.8 -0.4 6.1 -1.7 4.7 -1.2 2.2 8.8 -2.5 8.4 -7.6 7.3 2.8 -1.6 -2.0 -1.7 -1.8 3.9 -1.0 16.3 -6.2 9.9 15.3 1.8 7.3 -0.4 6.4 -2.0 4.4 5.9 7.8 7.9 5.9 9.5 -20.0 -20.0 -20.0 -20.0 PLAT 4.4 -5.4 -6.0 -0.5 8.1 -2.2 6.2 -1.6 2.9 9.7 -6.0 8.3 -4.7 2.7 -7.2 -4.4 -4.5 -4.7 -4.7 -1.9 -2.4 12.4 -1.3 3.9 5.1 -0.6 7.7 -1.8 6.8 -1.0 3.2 1.3 8.6 -0.8 -4.5 1.4 -3.6 -7.3 -6.5 1.3 REDWHEAT 20.0 3.1 -17.2 -5.6 4.1 -5.7 0.5 -4.2 -3.2 -2.4 -16.8 14.2 -19.1 11.6 -15.7 -9.2 -6.1 -9.9 -8.6 -6.7 -15.9 11.5 -20.0 7.8 -5.7 -3.2 0.3 -6.0 3.7 -6.7 2.0 -14.9 8.5 16.2 8.7 -16.1 -20.0 -20.0 -20.0 -20.0 RICE 4.7 -3.8 -11.3 -4.9 3.5 -4.9 0.4 -3.6 -2.8 15.8 9.3 14.1 12.3 5.2 -1.9 -10.6 20.0 11.3 20.0 -0.2 1.5 8.5 7.3 3.7 -11.3 -0.1 5.8 1.4 3.3 3.2 0.5 20.0 15.7 6.8 19.2 18.9 -20.0 -20.0 -20.0 -20.0 ROBUSTA 14.5 3.4 4.0 -3.3 2.4 -3.3 0.3 -2.5 -1.9 10.7 12.4 11.8 12.2 11.9 12.3 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 4.7 5.2 5.6 4.6 7.1 4.4 20.0 20.0 20.0 20.0 20.0 6.4 -4.5 14.9 2.6 RUSSELL -3.1 -7.3 0.6 0.7 2.5 2.5 0.2 4.1 -0.2 8.7 2.7 0.3 7.4 -0.7 -0.1 -4.6 -6.4 -5.5 -6.0 1.3 3.5 3.5 4.4 -0.2 -0.7 2.8 5.6 3.5 3.2 3.5 2.3 -0.2 16.2 7.9 9.2 6.7 1.9 -15.0 -8.0 -20.0 SHATZ 1.7 20.0 20.0 2.7 1.9 2.1 2.4 0.8 2.6 3.4 1.5 5.2 -2.9 7.6 8.0 -20.0 -20.0 -20.0 -20.0 10.2 6.0 8.8 -1.6 10.2 7.1 3.0 1.2 1.9 2.6 0.1 3.0 -20.0 1.0 2.7 3.6 2.1 -20.0 -18.6 -15.5 -10.7 SILVER-mini 4.6 -8.1 -4.6 -0.5 7.5 -2.0 5.7 -1.5 2.7 10.2 3.7 6.0 4.9 3.8 -2.5 -5.0 -6.3 -5.6 -5.9 0.7 2.3 12.2 5.1 4.2 2.2 0.6 9.8 0.3 6.4 1.8 3.2 -1.3 7.3 3.0 -3.1 4.6 5.6 -3.2 4.2 9.2 SMI -8.6 -14.6 -2.5 1.0 3.3 3.3 0.3 5.4 -0.2 -6.2 10.5 -9.0 12.7 2.4 5.2 -1.9 -0.0 -2.6 -1.8 0.5 7.7 -8.7 11.6 -6.4 10.1 2.6 -0.5 5.7 -3.1 6.8 -1.3 9.0 -19.1 -11.7 14.4 11.1 0.2 1.0 -12.3 -3.3 SOFR 9.9 20.0 20.0 5.0 3.9 3.9 4.5 1.5 4.7 10.2 14.1 13.9 8.1 16.4 17.1 2.7 -0.5 1.0 -0.1 20.0 20.0 15.6 10.4 20.0 -6.3 6.1 1.1 5.5 2.9 3.3 4.8 3.3 -15.8 0.1 2.9 9.0 9.7 -12.8 20.0 8.2 SOYBEAN 20.0 -6.0 -19.8 -2.7 2.0 -2.8 0.3 -2.0 -1.5 -1.7 -8.5 5.3 -8.5 -2.0 -7.5 -9.1 1.2 -8.1 -4.7 -8.7 -13.4 2.1 -12.4 -0.8 -17.0 -3.0 -0.1 -4.0 0.1 -3.4 -0.9 -5.5 -2.1 6.7 -3.9 -13.9 -0.7 -19.6 5.3 -13.2 SOYMEAL 18.7 5.2 -12.2 -3.1 2.3 -3.2 0.3 -2.3 -1.8 1.8 -8.3 7.2 -9.9 4.9 -6.5 -7.0 3.6 -2.7 -0.1 -2.4 -8.6 6.1 -10.2 4.7 -20.0 -2.0 1.1 -3.5 1.1 -3.2 0.3 0.5 3.2 7.8 8.8 -3.3 -20.0 -20.0 -20.0 -20.0 SOYOIL 9.7 -9.2 0.1 -2.1 1.5 -2.1 0.2 -1.6 -1.2 -6.5 -6.6 -4.8 -7.6 -5.5 -6.3 0.5 1.5 2.5 1.4 -5.8 -6.9 -4.3 -7.4 -4.3 -16.6 -1.9 -1.6 -2.7 -0.9 -2.7 -0.8 -0.5 -9.5 5.9 -4.4 0.1 -3.2 -9.1 5.2 -3.1 SP400 -4.0 -6.2 -7.3 0.8 2.9 2.9 0.3 4.8 -0.2 10.2 4.5 -1.1 9.7 0.6 0.2 -6.4 -5.9 -6.1 -6.0 0.3 3.1 3.3 6.4 -1.0 -9.8 3.1 7.9 4.2 4.2 5.3 2.8 0.2 17.5 7.6 10.6 2.2 5.2 -6.8 -5.9 -20.0 SP500_micro -0.3 -6.8 -15.8 0.8 2.9 2.9 0.3 4.8 -0.2 11.4 8.8 7.2 11.9 8.1 6.1 -8.5 -11.8 -10.3 -11.3 4.8 8.6 8.3 13.3 4.4 -16.5 3.2 5.9 4.7 4.8 7.3 3.7 -9.6 20.0 11.1 5.3 9.5 6.4 2.9 -7.3 -1.1 SUGAR11 18.1 4.6 2.8 -4.1 3.0 -4.1 0.4 -3.1 -2.3 6.8 -10.5 5.6 -11.7 4.4 -2.2 -4.3 5.2 -3.5 -0.4 -0.1 -7.1 5.1 -9.4 4.2 -20.0 -0.0 4.4 -3.4 2.4 -4.6 1.9 2.0 -7.1 16.8 8.2 17.7 -10.1 13.3 -6.9 16.8 US10 7.1 20.0 20.0 3.8 2.9 2.9 3.4 1.2 3.6 10.9 9.8 11.6 2.5 12.3 12.4 -6.5 -7.4 -7.0 -7.1 17.8 13.8 12.8 4.1 16.0 2.2 4.5 2.2 4.0 2.6 2.1 3.5 -8.5 -7.9 -2.7 1.2 4.2 4.2 -20.0 20.0 6.0 US10U 7.1 20.0 20.0 5.1 4.0 3.9 4.6 1.6 4.8 14.8 12.9 16.0 1.9 16.9 16.9 -4.3 -3.1 -4.2 -3.9 20.0 16.6 16.6 4.0 20.0 -0.8 5.9 3.2 5.3 3.6 2.7 4.7 -2.1 -12.0 -5.8 -2.2 1.9 4.8 -17.9 20.0 15.9 US2 11.7 20.0 20.0 2.7 2.1 2.1 2.4 0.8 2.5 7.7 5.0 8.2 -0.9 8.6 8.5 -20.0 -20.0 -20.0 -20.0 14.4 9.7 11.3 0.8 13.9 12.0 3.1 1.4 2.3 1.9 0.8 2.7 -20.0 -1.1 4.0 8.7 6.8 0.6 -20.0 5.1 -11.8 US20 6.3 20.0 20.0 3.9 3.0 3.0 3.5 1.2 3.7 11.2 9.9 12.2 3.7 12.7 12.7 -1.3 -0.9 -1.1 -0.9 16.1 12.5 12.2 3.9 14.9 -2.9 4.5 2.5 4.4 2.7 2.6 3.5 2.5 -9.2 -6.0 -3.6 0.8 5.6 -10.0 20.0 20.0 US30 6.1 18.5 17.5 4.5 3.5 3.5 4.1 1.4 4.3 12.7 10.6 13.9 1.7 14.6 14.3 -6.5 -5.2 -5.4 -5.1 15.9 11.5 12.8 2.1 15.4 -2.1 5.2 3.3 4.9 3.3 2.7 4.2 -4.9 -12.6 -8.0 -8.0 -3.3 2.5 -9.1 20.0 20.0 US5 9.2 20.0 20.0 3.7 2.9 2.8 3.3 1.1 3.5 10.4 9.1 11.2 1.3 11.9 12.0 -10.1 -10.9 -11.2 -11.0 18.7 14.1 13.1 3.7 16.9 6.3 4.4 1.8 3.7 2.5 1.8 3.5 -14.8 -6.8 0.6 4.5 6.3 5.1 -20.0 20.0 -0.7 VIX 1.4 14.3 20.0 1.1 -0.7 0.4 -0.6 -1.1 0.3 -5.6 -4.2 -0.3 -6.2 -3.8 -3.7 5.2 -20.0 -16.8 -20.0 1.3 -0.1 -0.3 -3.3 0.9 NaN 1.2 -0.8 0.5 -0.7 -1.4 0.3 NaN NaN NaN NaN NaN -11.7 -20.0 NaN NaN WHEAT 20.0 3.4 -18.5 -4.2 3.0 -4.2 0.4 -3.1 -2.4 2.8 -11.9 12.1 -13.4 9.7 -11.0 -15.1 -15.2 -16.3 -16.0 -4.6 -11.8 12.5 -14.2 7.7 3.2 -2.4 2.7 -4.3 3.9 -4.3 1.7 -20.0 13.5 10.0 7.2 -13.7 -20.0 -20.0 -18.4 -19.2 End of report for caleb_strategy_v3