******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240917_203913 produced at 2024-09-17 21:37:53.945550 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -3.50 999999999.0 0 0 caleb_strategy_v3 MXP False False 0.01 -0.12 -0.08 0.0 0.53 -0.53 -0.12 -0.08 -8.43 60.0 -13 -9 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -31.66 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 -1.41 8.0 -2 -2 caleb_strategy_v3 HEATOIL False False 0.03 -0.09 -0.06 0.0 0.09 -0.09 -0.09 -0.06 -1.77 3.0 -3 -2 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -1.31 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 -6.35 12.0 -5 -5 caleb_strategy_v3 VIX False False 0.01 -0.02 -0.04 0.0 999.00 -999.00 -0.02 -0.03 -6.35 999999999.0 -3 -4 caleb_strategy_v3 CAC True False 0.03 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -1.48 12.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.03 -0.03 0.0 0.00 -0.03 -0.03 -0.03 -14.49 26.0 -13 -12 caleb_strategy_v3 GASOIL False False 0.02 -0.02 -0.03 0.0 0.09 -0.09 -0.02 -0.02 -1.49 4.0 -1 -1 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.02 0.0 0.15 -0.15 0.00 0.00 -7.55 51.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 -0.02 -0.02 0.0 0.38 -0.38 -0.02 -0.02 -0.96 20.0 -1 -1 caleb_strategy_v3 COPPER False False 0.04 0.00 -0.02 0.0 999.00 -999.00 0.00 0.00 -0.59 999999999.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.00 -0.02 0.0 0.31 -0.31 0.00 0.00 -1.23 23.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.04 -0.02 0.0 0.14 -0.14 -0.04 -0.05 -1.49 11.0 -3 -4 caleb_strategy_v3 NIKKEI False False 0.01 -0.02 -0.02 0.0 0.32 -0.32 -0.02 -0.02 -1.73 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 -1.69 8.0 -1 -1 caleb_strategy_v3 SOYBEAN False False 0.02 -0.07 -0.02 0.0 0.13 -0.13 -0.07 -0.07 -0.83 7.0 -4 -4 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 CAD False False 0.03 0.03 -0.02 0.0 0.74 -0.74 0.03 0.00 -0.67 29.0 1 0 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.02 0.0 0.10 -0.10 -0.03 -0.02 -1.43 9.0 -3 -2 caleb_strategy_v3 LUMBER-new False True 0.00 -0.01 -0.01 0.0 0.00 -0.01 -0.01 -0.01 -2.42 3.0 -2 -2 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.01 0.0 0.10 -0.10 0.00 -0.01 -1.12 9.0 0 -1 caleb_strategy_v3 SOYOIL False False 0.01 0.00 -0.01 0.0 0.08 -0.08 0.00 0.00 -0.71 10.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.00 -0.01 0.0 0.21 -0.21 0.00 0.00 -0.13 4.0 0 0 caleb_strategy_v3 SP400 False False 0.11 0.00 -0.00 0.0 0.21 -0.21 0.00 0.00 -0.02 2.0 0 0 caleb_strategy_v3 PLAT False False 0.02 -0.02 -0.00 0.0 0.17 -0.17 -0.02 -0.02 -0.12 10.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.01 -0.01 -0.00 0.0 0.47 -0.47 -0.01 0.00 -0.19 48.0 -1 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.00 -0.00 0.0 0.14 -0.14 0.00 0.00 -0.22 18.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 -0.04 0.00 0.0 0.26 -0.26 -0.04 -0.02 1.22 68.0 -10 -4 caleb_strategy_v3 OATIES False True 0.01 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.72 2.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.00 -0.00 0.0 0.52 -0.52 0.00 0.00 -0.08 10.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 0.00 0.0 0.04 -0.04 0.00 0.00 0.27 4.0 0 0 caleb_strategy_v3 GASOLINE False False 0.03 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.21 999999999.0 0 0 caleb_strategy_v3 US30 False False 0.05 0.19 0.01 0.0 0.28 -0.28 0.19 0.24 0.30 6.0 4 5 caleb_strategy_v3 COFFEE False False 0.03 0.00 0.01 0.0 0.20 -0.20 0.00 0.00 0.23 6.0 0 0 caleb_strategy_v3 COCOA False False 0.02 0.00 0.01 0.0 0.55 -0.55 0.00 0.00 0.42 26.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.03 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.37 999999999.0 0 0 caleb_strategy_v3 CHF False False 0.05 0.26 0.01 0.0 0.67 -0.67 0.26 0.26 0.28 13.0 5 5 caleb_strategy_v3 PALLAD False False 0.04 0.00 0.01 0.0 0.08 -0.08 0.00 0.00 0.30 2.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.02 0.0 0.42 -0.42 0.02 0.02 0.90 23.0 1 1 caleb_strategy_v3 AUD False False 0.02 0.09 0.02 0.0 0.44 -0.44 0.09 0.09 0.82 19.0 4 4 caleb_strategy_v3 LIVECOW False False 0.02 0.05 0.02 0.0 0.42 -0.42 0.05 0.07 0.85 17.0 2 3 caleb_strategy_v3 NZD False False 0.02 0.00 0.02 0.0 0.45 -0.45 0.00 0.00 1.01 21.0 0 0 caleb_strategy_v3 MILK False False 0.02 0.00 0.02 0.0 0.08 -0.08 0.00 0.00 1.55 5.0 0 0 caleb_strategy_v3 JPY False False 0.03 0.03 0.02 0.0 0.52 -0.52 0.03 0.03 0.59 17.0 1 1 caleb_strategy_v3 CRUDE_W False False 0.02 0.02 0.02 0.0 0.12 -0.12 0.02 0.02 0.80 5.0 1 1 caleb_strategy_v3 OJ False False 0.03 0.03 0.02 0.0 0.08 -0.08 0.03 0.03 0.99 3.0 1 1 caleb_strategy_v3 BTP False False 0.05 -0.05 0.03 0.0 0.47 -0.47 -0.05 0.00 0.61 10.0 -1 0 caleb_strategy_v3 US20 False True 0.04 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.62 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 0.55 9.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.01 0.03 0.0 0.48 -0.48 0.01 0.01 3.65 66.0 2 2 caleb_strategy_v3 US10U False False 0.04 0.04 0.04 0.0 0.54 -0.54 0.04 0.04 0.93 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 1.02 17.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.01 0.04 0.0 0.42 -0.42 0.01 0.05 5.51 58.0 2 7 caleb_strategy_v3 OAT False False 0.05 0.00 0.05 0.0 0.49 -0.49 0.00 0.00 1.01 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 0.02 6.06 56.0 0 2 caleb_strategy_v3 EUR False False 0.05 0.05 0.05 0.0 0.68 -0.68 0.05 0.05 1.01 14.0 1 1 caleb_strategy_v3 GBP False False 0.03 0.03 0.06 0.0 0.63 -0.63 0.03 0.03 2.20 22.0 1 1 caleb_strategy_v3 US2 False True 0.07 0.00 0.06 0.0 0.00 0.00 0.00 0.00 0.87 13.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 0.04 0.06 0.0 0.13 -0.13 0.04 0.04 5.56 13.0 4 4 caleb_strategy_v3 US5 False False 0.04 0.19 0.06 0.0 0.96 -0.96 0.19 0.19 1.53 25.0 5 5 caleb_strategy_v3 JGB-SGX-mini False False 0.04 0.14 0.31 0.0 0.57 -0.57 0.14 0.14 8.61 16.0 4 4 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 0.92 0.0 0.94 -0.94 0.00 0.00 9.77 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 19.69 11.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 7.7 Shocked risk 16.7 Sum abs risk 32.5 Leverage 4.62 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2892821.3, 'annual_cash_vol_target': 723205.325, 'daily_cash_vol_target': 45200.3328125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0041 0.6766 0.6092 9.7480 BITCOIN 1817.8829 61145.0000 2.9731 47.5691 BOBL 0.2399 119.7000 0.2004 3.2066 BTP 0.4637 120.9600 0.3834 6.1337 BUND 0.4639 134.7800 0.3442 5.5076 BUXL 1.1326 137.8600 0.8216 13.1451 CAC 55.6879 7480.0000 0.7445 11.9118 CAD 0.0025 0.7374 0.3416 5.4663 CANOLA 10.8043 587.3000 1.8397 29.4344 CHF 0.0055 1.1940 0.4627 7.4027 COCOA 170.5921 6124.0000 2.7856 44.5701 COFFEE 4.4819 261.4000 1.7146 27.4335 COPPER 0.0508 4.2755 1.1882 19.0104 CORN 4.7861 449.7500 1.0642 17.0268 COTTON2 1.1615 72.1700 1.6093 25.7495 CRUDE_W 1.1968 69.3200 1.7265 27.6240 DAX 141.7039 18846.0000 0.7519 12.0305 DOW 271.4983 41989.0000 0.6466 10.3455 DX 0.3715 100.5750 0.3694 5.9103 EUR 0.0046 1.1162 0.4081 6.5301 EURIBOR-ICE 0.0424 98.0050 0.0433 0.6927 EUROSTX 42.5333 4875.0000 0.8725 13.9597 FEEDCOW 1.9690 233.0250 0.8450 13.5198 GASOIL 12.3591 655.2500 1.8862 30.1787 GASOLINE 0.0354 1.9503 1.8152 29.0437 GAS_US_mini 0.0810 2.6050 3.1091 49.7449 GBP 0.0063 1.3169 0.4758 7.6120 GOLD_micro 18.4768 2573.9000 0.7179 11.4856 HEATOIL 0.0388 2.1692 1.7872 28.5949 JGB-SGX-mini 0.2783 144.7400 0.1923 3.0766 JPY 0.0000 0.0071 0.6958 11.1334 LEANHOG 1.0808 73.7750 1.4650 23.4398 LIVECOW 1.3226 179.8750 0.7353 11.7646 LUMBER-new 8.7084 517.0000 1.6844 26.9505 MILK 0.3130 23.2000 1.3492 21.5877 MXP 0.0005 0.0516 0.9970 15.9513 NASDAQ_micro 212.3739 19640.5000 1.0813 17.3009 NIKKEI 654.0680 36255.0000 1.8041 28.8652 NZD 0.0040 0.6192 0.6389 10.2219 OAT 0.4234 127.5600 0.3319 5.3103 OATIES 6.1202 351.0000 1.7437 27.8986 OJ 8.4439 485.9500 1.7376 27.8018 PALLAD 25.2213 1122.0000 2.2479 35.9662 PLAT 15.5248 987.2000 1.5726 25.1617 REDWHEAT 9.6575 594.2500 1.6252 26.0026 RICE 0.1474 15.4450 0.9544 15.2707 ROBUSTA 78.8496 5305.0000 1.4863 23.7812 RUSSELL 26.2777 2234.2000 1.1762 18.8185 SHATZ 0.0863 106.9300 0.0807 1.2916 SILVER-mini 0.5257 31.4125 1.6736 26.7779 SMI 84.5458 12045.0000 0.7019 11.2307 SOFR 0.0528 97.0700 0.0544 0.8700 SOYBEAN 12.1155 1059.7500 1.1432 18.2918 SOYMEAL 4.3579 324.1000 1.3446 21.5139 SOYOIL 0.7512 39.9900 1.8786 30.0573 SP400 27.8346 3101.4000 0.8975 14.3598 SP500_micro 42.8394 5691.5000 0.7527 12.0431 SUGAR11 0.3280 20.3900 1.6087 25.7393 US10 0.3517 115.3906 0.3048 4.8767 US10U 0.4826 119.9062 0.4025 6.4395 US2 0.1075 104.3594 0.1030 1.6477 US20 0.7242 126.8438 0.5710 9.1352 US30 1.0961 137.2500 0.7986 12.7773 US5 0.2335 110.5781 0.2112 3.3791 VIX 0.8115 18.3000 4.4347 70.9546 WHEAT 9.2732 638.7500 1.4518 23.2282 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 676.60 0.61 412.22 1.00 412.22 45200.33 109.65 2.87 31.51 BITCOIN 61.14 2.97 181.79 1.00 181.79 45200.33 248.64 -11.76 -292.34 BOBL 1197.00 0.20 239.89 1.11 266.27 45200.33 169.76 -2.26 -38.41 BTP 1209.60 0.38 463.71 1.11 514.69 45200.33 87.82 2.04 17.89 BUND 1347.80 0.34 463.95 1.11 514.96 45200.33 87.77 -0.93 -8.16 BUXL 1378.60 0.82 1132.61 1.11 1257.15 45200.33 35.95 -3.50 -12.57 CAC 748.00 0.74 556.88 1.11 618.11 45200.33 73.13 -5.94 -43.43 CAD 737.40 0.34 251.93 1.00 251.93 45200.33 179.42 -1.43 -25.67 CANOLA 117.46 1.84 216.09 0.74 159.16 45200.33 283.99 -10.93 -310.42 CHF 1492.50 0.46 690.53 1.00 690.53 45200.33 65.46 1.68 10.98 COCOA 612.40 2.79 1705.92 1.00 1705.92 45200.33 26.50 7.47 19.78 COFFEE 980.25 1.71 1680.73 1.00 1680.73 45200.33 26.89 7.23 19.45 COPPER 1068.88 1.19 1269.99 1.00 1269.99 45200.33 35.59 -1.52 -5.42 CORN 224.88 1.06 239.31 1.00 239.31 45200.33 188.88 -13.83 -261.17 COTTON2 360.85 1.61 580.73 1.00 580.73 45200.33 77.83 -8.94 -69.61 CRUDE_W 693.20 1.73 1196.81 1.00 1196.81 45200.33 37.77 1.96 7.38 DAX 188.46 0.75 141.70 1.11 157.28 45200.33 287.38 5.62 161.53 DOW 209.94 0.65 135.75 1.00 135.75 45200.33 332.97 4.72 157.17 DX 1005.75 0.37 371.52 1.00 371.52 45200.33 121.66 -11.10 -135.08 EUR 1395.25 0.41 569.44 1.00 569.44 45200.33 79.38 4.89 38.82 EURIBOR-ICE 2450.12 0.04 106.08 1.11 117.75 45200.33 383.88 7.46 286.48 EUROSTX 487.50 0.87 425.33 1.11 472.10 45200.33 95.74 -2.95 -28.27 FEEDCOW 1165.12 0.84 984.52 1.00 984.52 45200.33 45.91 -9.25 -42.46 GASOIL 655.25 1.89 1235.91 1.00 1235.91 45200.33 36.57 -9.40 -34.39 GASOLINE 819.13 1.82 1486.90 1.00 1486.90 45200.33 30.40 1.62 4.92 GAS_US_mini 65.12 3.11 202.48 1.00 202.48 45200.33 223.24 -5.99 -133.79 GBP 823.06 0.48 391.57 1.00 391.57 45200.33 115.43 7.36 84.97 GOLD_micro 257.39 0.72 184.77 1.00 184.77 45200.33 244.63 7.27 177.76 HEATOIL 911.06 1.79 1628.24 1.00 1628.24 45200.33 27.76 -14.70 -40.82 JGB-SGX-mini 144740.00 0.19 27831.26 0.01 198.62 45200.33 227.57 3.49 79.49 JPY 892.19 0.70 620.82 1.00 620.82 45200.33 72.81 3.13 22.76 LEANHOG 295.10 1.46 432.32 1.00 432.32 45200.33 104.55 8.75 91.48 LIVECOW 719.50 0.74 529.04 1.00 529.04 45200.33 85.44 2.99 25.54 LUMBER-new 142.18 1.68 239.48 1.00 239.48 45200.33 188.74 -5.98 -112.96 MILK 464.00 1.35 626.04 1.00 626.04 45200.33 72.20 10.03 72.40 MXP 257.80 1.00 257.02 1.00 257.02 45200.33 175.87 -3.27 -57.45 NASDAQ_micro 392.81 1.08 424.75 1.00 424.75 45200.33 106.42 -4.97 -52.93 NIKKEI 36255.00 1.80 65406.80 0.01 466.79 45200.33 96.83 -1.65 -15.96 NZD 619.15 0.64 395.56 1.00 395.56 45200.33 114.27 3.40 38.80 OAT 1275.60 0.33 423.37 1.11 469.91 45200.33 96.19 3.09 29.75 OATIES 175.50 1.74 306.01 1.00 306.01 45200.33 147.71 2.00 29.52 OJ 728.92 1.74 1266.59 1.00 1266.59 45200.33 35.69 12.95 46.21 PALLAD 1122.00 2.25 2522.13 1.00 2522.13 45200.33 17.92 4.94 8.86 PLAT 493.60 1.57 776.24 1.00 776.24 45200.33 58.23 -0.59 -3.43 REDWHEAT 297.12 1.63 482.88 1.00 482.88 45200.33 93.61 -13.65 -127.74 RICE 308.90 0.95 294.82 1.00 294.82 45200.33 153.32 0.73 11.14 ROBUSTA 530.50 1.49 788.50 1.00 788.50 45200.33 57.32 13.51 77.44 RUSSELL 111.71 1.18 131.39 1.00 131.39 45200.33 344.02 1.07 36.74 SHATZ 1069.30 0.08 86.32 1.11 95.81 45200.33 471.76 -2.74 -129.18 SILVER-mini 785.31 1.67 1314.31 1.00 1314.31 45200.33 34.39 3.15 10.83 SMI 1204.50 0.70 845.46 1.18 999.42 45200.33 45.23 3.56 16.09 SOFR 2426.75 0.05 131.95 1.00 131.95 45200.33 342.56 9.46 324.05 SOYBEAN 529.88 1.14 605.77 1.00 605.77 45200.33 74.62 -11.94 -89.11 SOYMEAL 324.10 1.34 435.79 1.00 435.79 45200.33 103.72 -11.64 -120.68 SOYOIL 239.94 1.88 450.75 1.00 450.75 45200.33 100.28 -7.61 -76.32 SP400 3101.40 0.90 2783.46 1.00 2783.46 45200.33 16.24 -0.31 -0.50 SP500_micro 284.58 0.75 214.20 1.00 214.20 45200.33 211.02 -0.38 -8.08 SUGAR11 228.37 1.61 367.38 1.00 367.38 45200.33 123.04 -0.85 -10.46 US10 1153.91 0.30 351.70 1.00 351.70 45200.33 128.52 6.29 80.83 US10U 1199.06 0.40 482.58 1.00 482.58 45200.33 93.66 7.86 73.65 US2 2087.19 0.10 214.94 1.00 214.94 45200.33 210.29 3.25 68.44 US20 1268.44 0.57 724.22 1.00 724.22 45200.33 62.41 7.85 49.02 US30 1372.50 0.80 1096.06 1.00 1096.06 45200.33 41.24 5.65 23.30 US5 1105.78 0.21 233.53 1.00 233.53 45200.33 193.55 6.25 120.98 VIX 183.00 4.43 811.54 1.00 811.54 45200.33 55.70 -4.62 -25.72 WHEAT 319.38 1.45 463.66 1.00 463.66 45200.33 97.49 -11.04 -107.61 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 31.511 0.010 2.5 0.818 BITCOIN -292.339 0.043 2.5 -31.656 BOBL -38.411 0.004 2.5 -0.390 BTP 17.890 0.014 2.5 0.610 BUND -8.161 0.004 2.5 -0.083 BUXL -12.572 0.004 2.5 -0.127 CAC -43.428 0.014 2.5 -1.481 CAD -25.672 0.010 2.5 -0.666 CANOLA -310.417 0.010 2.5 -7.552 CHF 10.980 0.010 2.5 0.285 COCOA 19.784 0.009 2.5 0.424 COFFEE 19.451 0.005 2.5 0.227 COPPER -5.422 0.043 2.5 -0.587 CORN -261.173 0.010 2.5 -6.354 COTTON2 -69.606 0.009 2.5 -1.491 CRUDE_W 7.385 0.043 2.5 0.800 DAX 161.530 0.014 2.5 5.509 DOW 157.169 0.009 2.5 3.653 DX -135.083 0.010 2.5 -3.505 EUR 38.818 0.010 2.5 1.007 EURIBOR-ICE 286.477 0.014 2.5 9.771 EUROSTX -28.269 0.014 2.5 -0.964 FEEDCOW -42.462 0.013 2.5 -1.407 GASOIL -34.386 0.017 2.5 -1.491 GASOLINE 4.924 0.017 2.5 0.213 GAS_US_mini -133.794 0.043 2.5 -14.488 GBP 84.971 0.010 2.5 2.205 GOLD_micro 177.760 0.014 2.5 6.063 HEATOIL -40.815 0.017 2.5 -1.769 JGB-SGX-mini 79.485 0.043 2.5 8.607 JPY 22.759 0.010 2.5 0.590 LEANHOG 91.475 0.024 2.5 5.559 LIVECOW 25.536 0.013 2.5 0.846 LUMBER-new -112.961 0.009 2.5 -2.419 MILK 72.404 0.009 2.5 1.551 MXP -57.452 0.059 2.5 -8.432 NASDAQ_micro -52.934 0.009 2.5 -1.230 NIKKEI -15.956 0.043 2.5 -1.728 NZD 38.796 0.010 2.5 1.007 OAT 29.754 0.014 2.5 1.015 OATIES 29.521 0.010 2.5 0.718 OJ 46.206 0.009 2.5 0.990 PALLAD 8.862 0.014 2.5 0.302 PLAT -3.426 0.014 2.5 -0.117 REDWHEAT -127.741 0.005 2.5 -1.695 RICE 11.136 0.010 2.5 0.271 ROBUSTA 77.436 0.005 2.5 0.904 RUSSELL 36.738 0.013 2.5 1.217 SHATZ -129.182 0.004 2.5 -1.310 SILVER-mini 10.833 0.014 2.5 0.370 SMI 16.089 0.014 2.5 0.549 SOFR 324.054 0.024 2.5 19.694 SOYBEAN -89.105 0.004 2.5 -0.829 SOYMEAL -120.683 0.004 2.5 -1.122 SOYOIL -76.321 0.004 2.5 -0.710 SP400 -0.504 0.013 2.5 -0.017 SP500_micro -8.076 0.009 2.5 -0.188 SUGAR11 -10.464 0.009 2.5 -0.223 US10 80.827 0.005 2.5 1.024 US10U 73.652 0.005 2.5 0.933 US2 68.441 0.005 2.5 0.867 US20 49.024 0.005 2.5 0.621 US30 23.300 0.005 2.5 0.295 US5 120.980 0.005 2.5 1.533 VIX -25.722 0.099 2.5 -6.349 WHEAT -107.611 0.005 2.5 -1.427 ===================== Position diags ===================== AUD 2.85 BITCOIN 26.92 BOBL 1.72 BTP 3.00 BUND 0.89 BUXL 0.36 CAC 2.49 CAD 4.66 CANOLA 6.91 CHF 1.70 COCOA 0.57 COFFEE 0.31 COPPER 3.85 CORN 4.60 COTTON2 1.67 CRUDE_W 4.09 DAX 9.80 DOW 7.74 DX 3.16 EUR 2.06 EURIBOR-ICE 13.09 EUROSTX 3.27 FEEDCOW 1.52 GASOIL 1.59 GASOLINE 1.32 GAS_US_mini 24.17 GBP 2.99 GOLD_micro 8.34 HEATOIL 1.20 JGB-SGX-mini 24.64 JPY 1.89 LEANHOG 6.35 LIVECOW 2.83 LUMBER-new 4.04 MILK 1.55 MXP 25.81 NASDAQ_micro 2.47 NIKKEI 10.49 NZD 2.96 OAT 3.28 OATIES 3.59 OJ 0.76 PALLAD 0.61 PLAT 1.99 REDWHEAT 1.24 RICE 3.73 ROBUSTA 0.67 RUSSELL 11.40 SHATZ 4.78 SILVER-mini 1.17 SMI 1.54 SOFR 20.82 SOYBEAN 0.69 SOYMEAL 0.96 SOYOIL 0.93 SP400 0.54 SP500_micro 4.90 SUGAR11 2.62 US10 1.63 US10U 1.19 US2 2.66 US20 0.79 US30 0.52 US5 2.45 VIX 13.75 WHEAT 1.29 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 0.8 0.5 1.1 4.0 4 BITCOIN -31.7 -34.3 -29.0 0.0 0 BOBL -0.4 -0.6 -0.2 0.0 0 BTP 0.6 0.3 0.9 -1.0 -1 BUND -0.1 -0.2 0.0 0.0 0 BUXL -0.1 -0.2 -0.1 0.0 0 CAC -1.5 -1.7 -1.2 0.0 0 CAD -0.7 -1.1 -0.2 1.0 1 CANOLA -7.6 -8.2 -6.9 0.0 0 CHF 0.3 0.1 0.5 5.0 5 COCOA 0.4 0.4 0.5 0.0 0 COFFEE 0.2 0.2 0.3 0.0 0 COPPER -0.6 -1.0 -0.2 0.0 0 CORN -6.4 -6.8 -5.9 -5.0 -5 COTTON2 -1.5 -1.7 -1.3 -3.0 -3 CRUDE_W 0.8 0.4 1.2 1.0 1 DAX 5.5 4.5 6.5 2.0 2 DOW 3.7 2.9 4.4 2.0 2 DX -3.5 -3.8 -3.2 0.0 0 EUR 1.0 0.8 1.2 1.0 1 EURIBOR-ICE 9.8 8.5 11.1 0.0 0 EUROSTX -1.0 -1.3 -0.6 -1.0 -1 FEEDCOW -1.4 -1.6 -1.3 -2.0 -2 GASOIL -1.5 -1.6 -1.3 -1.0 -1 GASOLINE 0.2 0.1 0.3 0.0 0 GAS_US_mini -14.5 -16.9 -12.1 -13.0 -13 GBP 2.2 1.9 2.5 1.0 1 GOLD_micro 6.1 5.2 6.9 0.0 0 HEATOIL -1.8 -1.9 -1.6 -3.0 -3 JGB-SGX-mini 8.6 6.1 11.1 4.0 4 JPY 0.6 0.4 0.8 1.0 1 LEANHOG 5.6 4.9 6.2 4.0 4 LIVECOW 0.8 0.6 1.1 2.0 2 LUMBER-new -2.4 -2.8 -2.0 -2.0 -2 MILK 1.6 1.4 1.7 NaN 0 MXP -8.4 -11.0 -5.9 -13.0 -13 NASDAQ_micro -1.2 -1.5 -1.0 0.0 0 NIKKEI -1.7 -2.8 -0.7 -2.0 -2 NZD 1.0 0.7 1.3 0.0 0 OAT 1.0 0.7 1.3 0.0 0 OATIES 0.7 0.4 1.1 NaN 0 OJ 1.0 0.9 1.1 1.0 1 PALLAD 0.3 0.2 0.4 0.0 0 PLAT -0.1 -0.3 0.1 -1.0 -1 REDWHEAT -1.7 -1.8 -1.6 -1.0 -1 RICE 0.3 -0.1 0.6 NaN 0 ROBUSTA 0.9 0.8 1.0 1.0 1 RUSSELL 1.2 0.1 2.4 -10.0 -10 SHATZ -1.3 -1.8 -0.8 NaN 0 SILVER-mini 0.4 0.3 0.5 0.0 0 SMI 0.5 0.4 0.7 0.0 0 SOFR 19.7 17.6 21.8 NaN 0 SOYBEAN -0.8 -0.9 -0.8 -4.0 -4 SOYMEAL -1.1 -1.2 -1.0 0.0 0 SOYOIL -0.7 -0.8 -0.6 0.0 0 SP400 -0.0 -0.1 0.0 0.0 0 SP500_micro -0.2 -0.7 0.3 -1.0 -1 SUGAR11 -0.2 -0.5 0.0 0.0 0 US10 1.0 0.9 1.2 0.0 0 US10U 0.9 0.8 1.1 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 4.0 4 US5 1.5 1.3 1.8 5.0 5 VIX -6.3 -7.7 -5.0 -3.0 -3 WHEAT -1.4 -1.6 -1.3 -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 0.2 0.1 0.0 0.1 0.1 0.1 0.0 0.1 0.1 0.2 0.0 -0.0 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.0 0.0 0.0 0.0 0.3 0.0 0.0 0.1 0.0 0.0 0.0 -0.0 -0.3 -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 0.5 0.5 0.0 0.0 0.1 0.0 0.0 0.0 0.0 0.1 0.1 -0.1 0.1 0.1 0.1 -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 -0.1 -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 0.1 0.5 0.2 0.6 0.2 0.2 0.1 0.1 0.1 0.1 0.2 0.2 0.2 0.4 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 0.0 0.1 0.1 0.0 0.1 0.1 -0.3 -0.0 -0.1 -0.1 0.1 0.1 0.1 0.0 0.1 0.2 0.0 0.0 0.1 0.0 0.1 0.0 0.0 -0.1 -0.2 -0.2 -0.3 -0.7 -0.6 -0.2 -0.2 BUXL -0.0 0.3 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 -0.5 -0.5 -0.7 -0.7 -0.2 -0.2 CAC 0.1 -0.1 -0.6 0.0 0.0 0.1 0.0 0.3 -0.0 0.0 -0.3 -0.1 0.0 0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -1.2 -0.1 0.0 -0.1 -0.0 0.0 -0.0 0.3 -0.3 -0.2 -0.1 -0.6 0.4 0.2 0.0 0.1 CAD 0.1 0.5 0.2 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.2 -0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 -0.1 -0.1 0.0 -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 -0.0 -0.2 -0.1 -0.1 -0.3 -0.2 -0.3 -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 -0.3 0.2 0.0 -0.1 -0.1 -0.4 0.2 -0.2 CHF -0.0 0.6 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.2 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 0.1 0.0 0.1 0.0 0.0 0.0 -1.1 -0.2 -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 -0.1 0.0 -0.1 -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 -0.1 0.1 0.3 0.3 0.7 0.3 0.7 0.5 COFFEE 0.1 -0.0 0.1 -0.1 0.0 -0.1 0.0 -0.1 -0.0 0.2 0.4 0.1 0.6 0.1 0.2 0.1 0.1 0.1 0.1 0.2 0.2 0.2 0.5 0.2 -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 0.1 -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 0.1 0.0 0.0 0.2 -0.1 -0.0 -0.2 -0.2 0.6 0.2 0.7 0.7 CORN 0.6 -0.0 -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 -1.5 -0.1 0.0 -0.2 0.0 -0.3 -0.0 -1.1 -0.2 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 0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.0 -0.1 0.1 -0.3 0.0 -2.7 -0.0 0.1 -0.1 0.1 -0.1 0.0 -0.6 0.1 0.4 0.2 0.1 -0.4 -0.4 -0.0 -0.2 CRUDE_W -0.5 -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 -0.1 -0.0 0.6 0.3 0.5 0.2 -0.0 0.1 0.5 0.2 0.7 DAX 0.2 0.0 -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 0.3 0.1 0.5 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 0.0 0.1 0.1 0.2 0.1 -0.4 0.5 0.6 0.6 0.3 0.3 0.0 -0.1 -0.2 DX 0.0 -0.6 -0.5 0.0 0.1 0.1 0.1 0.0 0.0 -0.1 -0.2 -0.0 0.2 -0.1 -0.1 0.1 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 -0.0 -0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 0.1 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 -0.2 -0.7 EURIBOR-ICE 0.2 0.6 0.6 0.0 0.0 0.1 0.0 0.0 0.0 0.0 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 0.0 -0.0 0.2 0.1 0.1 0.1 0.1 1.7 0.0 0.0 0.1 0.0 0.1 0.0 -0.0 0.0 0.2 0.1 0.0 -0.7 -0.7 0.0 0.1 EUROSTX 0.0 -0.2 -0.5 0.0 0.0 0.1 0.0 0.2 -0.0 0.1 0.1 -0.1 0.4 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.2 -0.0 -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 0.2 -0.6 -0.6 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.3 0.1 -0.4 -0.1 -0.1 0.4 -0.3 0.2 -0.0 -0.2 -0.2 0.0 -0.4 -0.1 -0.9 -0.1 0.0 -0.1 0.0 -0.1 -0.0 -1.0 -0.3 -0.1 -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 0.0 -0.3 -0.1 0.1 -0.1 -0.2 0.1 0.2 0.0 0.1 -0.2 -0.1 -0.1 -0.1 -0.2 0.5 -0.1 -0.0 -0.1 -0.0 -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 -0.5 -0.4 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.1 -0.2 -0.1 0.1 -0.1 -0.1 0.4 0.4 0.4 0.4 -0.2 -0.1 -0.0 -0.0 -0.2 -2.7 -0.1 0.1 -0.1 0.0 -0.0 -0.0 1.1 0.3 0.5 0.3 0.1 0.4 0.6 0.6 0.7 GAS_US_mini 0.1 0.0 -0.3 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.1 -0.5 -0.0 -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 0.4 0.6 0.3 -0.2 -0.5 -0.2 -0.6 GBP 0.1 0.3 0.3 0.1 0.1 0.1 0.1 0.0 0.1 0.1 0.5 0.1 0.5 0.2 0.2 0.0 -0.0 -0.0 -0.0 0.2 0.2 0.1 0.3 0.2 -0.2 0.1 0.0 0.2 0.0 0.2 0.1 0.1 -0.2 0.2 0.1 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 0.5 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 -1.2 0.1 0.1 0.1 0.1 0.2 0.1 -0.7 -0.0 0.1 0.6 0.6 0.4 -0.1 0.5 0.1 HEATOIL -0.5 -0.6 -0.4 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.4 -0.1 -0.1 -0.2 -0.2 -0.1 0.1 -0.1 -0.0 -0.2 -0.2 -0.1 -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 0.1 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 0.1 -1.0 0.0 0.0 0.0 0.0 -0.0 0.0 1.1 -0.1 -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 0.0 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 0.2 0.1 0.6 0.3 -0.7 -0.7 -0.7 -0.7 LEANHOG 0.5 0.5 -0.3 -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 0.1 -0.1 0.1 -0.3 0.1 0.6 0.0 0.1 -0.1 0.0 -0.2 0.0 1.1 -0.3 0.6 0.6 0.1 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 0.1 0.1 -0.0 -1.8 -0.0 0.1 -0.0 0.0 0.1 -0.0 1.0 -0.2 -0.0 -0.3 0.6 -0.0 0.7 0.2 0.7 LUMBER-new -0.2 0.4 -0.1 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.2 -0.1 -0.4 -0.1 -0.0 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 -0.0 -0.3 -0.0 NaN -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -1.2 -0.1 -0.2 0.4 0.2 0.1 -0.1 0.3 0.0 MILK 0.4 0.3 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 -1.0 0.1 0.6 0.6 0.6 -0.0 -0.7 0.2 -0.7 MXP -0.0 -0.3 -0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.1 -0.2 0.0 -0.1 -0.0 -0.1 0.2 0.3 0.2 0.2 -0.1 -0.1 0.1 -0.1 -0.0 -2.7 -0.0 0.0 -0.1 0.0 -0.0 -0.0 1.1 0.2 -0.5 -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 0.3 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 0.3 0.1 -0.0 0.1 0.1 0.1 -0.3 0.0 NIKKEI -0.1 -0.4 -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 -0.1 -0.6 -0.4 0.3 0.0 0.3 -0.0 NZD 0.2 0.5 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 -0.3 -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 0.1 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 0.5 0.0 0.0 0.1 0.0 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 0.1 -0.5 0.1 -0.0 0.1 0.1 0.1 0.1 0.1 -0.0 0.1 -0.3 0.2 -2.7 0.0 -0.0 -0.0 0.0 -0.1 0.1 0.2 0.1 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 0.2 0.6 0.6 0.6 0.4 0.4 0.7 0.7 PALLAD 0.6 0.4 0.5 -0.0 0.0 -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 0.1 -0.0 0.2 -0.2 0.1 2.1 0.0 0.1 -0.0 0.1 -0.1 0.0 0.3 0.3 0.4 0.2 0.3 -0.7 -0.7 -0.7 -0.7 PLAT 0.2 -0.1 -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 0.1 0.7 -0.0 0.0 -0.0 0.1 -0.0 0.0 0.1 0.1 -0.0 -0.1 0.0 -0.1 -0.2 -0.2 0.0 REDWHEAT 0.6 0.1 -0.6 -0.1 0.1 -0.2 0.0 -0.2 -0.0 -0.1 -0.4 0.1 -0.7 0.1 -0.2 -0.2 -0.1 -0.2 -0.2 -0.1 -0.2 0.1 -0.5 0.1 -0.7 -0.0 -0.0 -0.2 0.0 -0.2 0.0 -0.8 -0.1 0.4 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 0.5 0.1 -0.0 -0.2 0.4 0.2 0.4 0.0 0.0 0.1 0.2 0.0 -1.6 0.0 0.0 0.0 0.0 0.1 0.0 1.1 0.2 0.2 0.6 0.6 -0.7 -0.7 -0.7 -0.7 ROBUSTA 0.6 0.2 0.2 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 0.3 0.1 0.5 0.1 0.1 0.4 0.4 0.4 0.4 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.2 0.1 0.3 0.1 1.1 0.5 0.6 0.6 0.6 0.2 -0.1 0.5 0.1 RUSSELL -0.1 -0.1 0.0 0.0 0.0 0.1 0.0 0.2 -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 0.1 0.1 0.0 -0.1 0.0 0.1 0.1 0.0 0.1 0.0 -0.0 0.4 0.4 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 0.1 0.0 -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 -0.3 SILVER-mini 0.2 -0.2 -0.1 -0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 0.1 0.1 0.2 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.1 0.1 0.1 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 -0.4 -0.4 -0.1 0.0 0.0 0.1 0.0 0.2 -0.0 -0.0 0.3 -0.1 0.5 0.0 0.1 -0.0 0.0 -0.0 -0.0 -0.0 0.1 -0.1 0.3 -0.1 1.4 0.0 -0.0 0.2 -0.0 0.3 -0.0 0.5 -0.5 -0.4 0.4 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 -0.9 0.1 0.0 0.2 0.0 0.1 0.0 0.2 -0.3 -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 -0.2 0.2 -0.2 -0.5 -0.0 -0.6 0.2 -0.4 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 -0.4 0.1 -0.1 -0.1 0.1 -0.1 -0.0 -0.0 -0.1 0.0 -0.3 0.1 -2.7 -0.0 -0.0 -0.1 0.0 -0.1 0.0 0.0 -0.1 0.2 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 -0.0 -0.2 -0.0 -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 -0.3 0.2 -0.1 0.0 -0.1 -0.3 0.2 -0.1 SP400 -0.1 -0.1 -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 0.1 0.2 0.0 -1.3 0.0 0.1 0.1 0.1 0.2 0.0 0.0 0.4 0.4 0.4 0.1 0.2 -0.2 -0.2 -0.7 SP500_micro -0.0 -0.1 -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 0.1 -2.2 0.0 0.0 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 0.5 0.2 0.1 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.3 0.1 -0.4 0.1 -0.0 -0.1 0.1 -0.1 -0.0 0.0 -0.1 0.1 -0.2 0.1 -2.7 0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 -0.0 0.6 0.4 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 0.2 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 0.1 0.1 0.4 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 -0.2 -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 0.0 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 0.1 0.0 0.1 0.0 0.1 0.0 0.1 -0.1 -0.2 -0.1 0.0 0.2 -0.3 0.7 0.7 US30 0.2 0.6 0.6 0.1 0.0 0.1 0.0 0.1 0.0 0.1 0.3 0.1 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 -0.2 -0.3 -0.2 -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 0.3 0.1 0.1 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.1 0.2 0.9 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 0.5 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 0.5 -0.0 0.0 -0.1 0.0 -0.2 0.0 -1.1 0.1 0.3 0.3 -0.5 -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 0.5 5.4 4.1 4.1 6.1 2.1 5.1 1.1 4.8 14.2 7.5 1.7 -0.1 8.7 8.4 -0.5 -2.3 -1.4 -1.9 4.8 3.9 4.6 1.2 4.0 2.3 2.5 5.2 1.9 2.4 0.9 2.2 -0.0 -11.5 -9.5 -9.2 -1.8 10.8 -5.4 15.7 -0.5 BITCOIN -4.2 -13.0 -20.0 -0.1 9.1 -2.5 8.2 -2.0 4.4 12.6 -1.4 0.1 6.4 -6.2 -9.0 -4.9 -6.7 -5.6 -6.2 -7.6 -3.4 1.6 5.6 -5.0 -20.0 -4.1 4.0 -1.1 0.5 5.4 -2.7 -2.1 -20.0 -20.0 -20.0 3.5 -5.0 -3.9 -4.3 0.9 BOBL 1.4 15.6 15.8 3.6 1.8 2.8 2.8 1.1 3.3 1.0 2.6 6.4 -2.7 8.9 9.9 3.9 -13.8 -12.9 -14.8 10.4 6.7 7.6 0.1 10.0 4.6 3.7 0.7 2.6 2.7 0.8 3.5 -20.0 -2.8 -1.7 -2.7 -4.4 -20.0 -20.0 -6.0 -6.7 BTP 3.9 10.1 8.9 6.4 3.2 5.0 5.1 2.0 5.9 15.4 17.1 19.4 17.2 20.0 20.0 5.5 4.1 3.4 3.1 18.7 15.4 20.0 13.3 20.0 -20.0 7.1 7.5 5.8 9.3 5.1 8.4 9.9 5.1 0.9 -15.7 -18.5 -20.0 -14.6 -1.4 6.4 BUND -0.2 12.6 12.7 4.1 2.1 3.2 3.3 1.3 3.8 3.5 4.7 8.7 0.5 10.5 11.4 -14.6 -0.9 -5.2 -2.8 10.4 7.5 8.2 1.4 9.8 1.3 4.2 1.6 3.4 3.4 1.7 3.9 0.6 -5.9 -6.2 -7.7 -8.7 -20.0 -19.3 -4.8 -5.2 BUXL -1.5 10.7 8.2 4.9 2.4 3.8 3.9 1.5 4.5 6.9 4.3 11.2 0.7 11.6 11.9 -0.3 -2.0 -1.0 -1.9 8.6 5.6 8.1 -0.6 8.6 -3.0 4.3 3.1 3.6 4.1 1.8 4.2 0.3 -10.2 -12.9 -14.3 -16.6 -20.0 -20.0 -7.0 -6.2 CAC 2.7 -4.4 -20.0 1.4 3.4 4.7 0.6 7.8 -0.2 1.4 -9.8 -8.8 1.4 2.5 -10.1 -6.0 -2.4 -5.4 -3.7 -11.6 -12.8 -5.8 -2.6 -7.3 -9.2 -4.7 0.2 -4.4 -2.5 0.3 -3.3 5.5 -13.2 -6.4 -3.2 -20.0 13.2 5.9 1.4 2.3 CAD 2.9 14.9 5.5 5.6 8.4 2.8 7.0 1.5 6.7 -16.6 -2.3 -14.1 -14.0 9.6 10.6 -4.3 -3.6 -4.5 -4.1 8.4 2.1 -6.2 -5.3 4.3 -1.5 4.2 -3.9 1.4 -2.6 -1.6 2.4 -2.9 -20.0 -7.2 0.3 -3.3 12.0 -6.7 5.8 -2.6 CANOLA 6.2 -10.0 -0.7 -1.8 2.0 -1.9 0.7 -1.5 -0.8 1.1 -5.3 -3.5 -6.4 -5.4 -5.6 -12.5 -10.7 -12.5 -12.7 -5.4 -5.3 -3.3 -5.4 -4.6 -13.2 -1.4 0.6 -2.4 -0.4 -3.5 -0.5 -20.0 -10.9 5.3 0.6 -2.8 -2.7 -11.1 5.9 -5.9 CHF -0.1 20.0 20.0 3.4 5.1 1.7 4.2 0.9 4.0 1.9 5.9 1.6 -2.1 10.7 12.3 -13.6 -16.2 -15.0 -15.6 15.9 11.5 3.5 3.0 10.2 3.9 4.7 1.0 3.6 0.9 1.4 2.8 -20.0 -6.4 -0.4 20.0 20.0 -2.1 -10.9 -10.0 -12.0 COCOA -3.9 3.5 3.7 -1.7 1.9 -1.9 0.6 -1.4 -0.8 5.0 2.0 -1.4 3.2 0.5 -1.5 20.0 20.0 20.0 20.0 1.3 4.5 0.1 9.7 0.4 -20.0 1.9 0.7 4.9 1.0 10.4 1.5 20.0 -2.6 4.4 8.6 10.4 20.0 9.8 20.0 14.4 COFFEE 1.9 -1.4 4.3 -4.8 5.1 -5.1 1.8 -3.8 -2.1 16.7 16.4 13.7 16.4 12.8 14.7 4.1 6.0 4.2 5.1 15.0 17.9 20.0 18.5 15.2 -20.0 6.0 12.7 7.2 9.2 8.8 6.7 7.6 20.0 19.6 20.0 20.0 -2.8 -9.2 5.7 -2.9 COPPER 5.7 -8.6 -14.4 -0.1 7.5 -2.1 6.8 -1.6 3.7 12.3 -4.7 5.7 -1.3 3.4 -8.6 -4.4 -3.0 -3.2 -2.7 -5.7 -4.3 8.8 2.1 1.1 -16.0 -0.4 5.7 -0.8 5.1 1.3 2.9 4.4 -6.2 -0.0 -6.0 -5.0 19.2 7.5 20.0 20.0 CORN 18.7 -0.8 -20.0 -4.4 4.7 -4.6 1.6 -3.5 -1.9 3.7 -14.2 11.2 -16.9 2.9 -12.4 -20.0 -16.3 -20.0 -20.0 -10.3 -20.0 7.4 -20.0 3.0 -10.9 -4.6 2.5 -7.7 1.6 -8.4 -0.5 -20.0 -7.5 4.5 3.6 -15.4 -1.8 -5.7 1.1 -0.4 COTTON2 12.8 15.6 -7.3 -3.7 4.0 -3.9 1.4 -3.0 -1.6 10.2 -13.8 8.4 -13.1 4.7 -8.5 -10.5 -3.5 -9.7 -6.8 -3.3 -11.2 11.0 -12.9 4.6 -20.0 -1.4 10.7 -4.3 6.8 -3.5 2.7 -10.8 2.9 12.0 7.1 3.4 -11.4 -11.9 -1.2 -5.0 CRUDE_W -13.9 -15.7 -12.3 -5.1 1.4 -3.4 -2.7 -1.2 -5.0 13.2 -8.4 -7.3 5.2 -11.0 -12.6 11.3 12.6 12.4 12.7 -16.4 -9.5 -5.8 -1.4 -16.6 -1.6 -5.4 5.2 -4.6 0.3 -1.4 -3.7 11.0 11.1 14.0 6.0 -0.5 3.8 14.3 4.6 19.8 DAX 6.7 0.5 -11.3 1.2 2.9 4.0 0.5 6.7 -0.2 10.7 6.9 0.1 13.3 10.0 7.3 -8.1 -10.3 -8.6 -9.4 3.8 4.5 4.6 10.2 4.6 10.3 0.7 3.8 2.3 1.5 6.3 1.0 -6.8 -1.3 7.5 7.3 -17.7 13.0 5.0 2.8 1.9 DOW 4.1 4.4 0.2 0.9 2.4 3.3 0.4 5.4 -0.1 12.5 9.4 10.0 12.7 11.2 10.3 -8.5 -10.7 -9.4 -10.2 10.2 10.2 11.8 11.6 10.0 -10.7 4.8 5.4 4.6 5.2 5.3 5.1 -7.7 20.0 18.6 20.0 7.8 9.6 1.3 -3.8 -4.7 DX 0.0 -20.0 -16.4 3.9 5.8 2.0 4.8 1.0 4.6 -15.3 -8.1 -3.8 4.6 -11.7 -13.9 5.1 6.8 6.1 6.5 -17.9 -12.7 -7.7 -3.3 -13.2 -20.0 -5.5 -2.5 -4.0 -2.3 -1.1 -4.0 15.2 -20.0 -20.0 -20.0 -20.0 -2.2 6.0 -3.5 8.7 EUR -6.2 13.2 9.9 4.9 7.2 2.4 6.0 1.3 5.8 15.2 9.0 -2.2 -3.3 9.4 13.2 -5.9 -7.1 -6.7 -6.9 12.6 9.9 6.5 3.4 8.2 20.0 5.9 5.4 5.0 3.0 2.6 3.9 -8.4 -3.2 -13.8 7.9 8.7 0.9 -19.0 -4.5 -20.0 EURIBOR-ICE 5.4 20.0 19.5 3.1 1.5 2.4 2.5 1.0 2.8 2.2 5.4 6.3 4.0 8.8 9.7 3.1 -2.9 0.4 -1.4 14.2 10.5 9.9 5.4 13.5 12.8 3.5 0.9 2.6 2.7 1.4 3.5 -0.1 1.6 5.6 3.1 1.1 -20.0 -20.0 0.0 2.4 EUROSTX 0.8 -5.1 -16.5 1.1 2.8 3.8 0.5 6.4 -0.2 8.2 1.9 -4.7 10.7 2.8 -1.8 -4.9 -3.1 -4.8 -4.3 -4.7 -1.8 -1.7 7.2 -3.9 -2.3 -2.6 2.2 -0.2 -1.2 4.9 -2.4 4.1 -8.9 -5.4 -2.2 -20.0 6.6 1.2 -14.8 -4.0 FEEDCOW 7.0 -20.0 -20.0 -4.3 4.7 -4.6 1.6 -3.5 -1.9 12.5 -12.5 6.5 -10.6 -11.6 -13.7 18.5 -15.4 9.0 -2.4 -20.0 -20.0 2.3 -13.6 -13.1 -6.6 -5.4 2.4 -4.9 0.2 -2.6 -3.1 -18.8 -12.8 -4.2 -20.0 -20.0 4.7 20.0 13.3 20.0 GASOIL -12.6 -17.3 -15.1 -4.7 1.3 -3.2 -2.5 -1.1 -4.6 1.1 -12.2 -10.4 3.1 -13.8 -14.8 2.7 8.8 1.9 3.7 -18.9 -12.6 -13.7 -3.7 -20.0 3.4 -5.6 -0.1 -3.8 -3.9 -1.4 -5.8 0.1 -10.1 -8.4 -9.2 -2.4 -4.1 -11.3 -7.2 -20.0 GASOLINE -12.9 -16.4 -12.6 -5.2 1.4 -3.5 -2.7 -1.2 -5.1 13.5 -8.6 -6.5 3.5 -12.2 -13.7 18.5 20.0 20.0 20.0 -17.2 -10.3 -4.4 -0.8 -16.4 -20.0 -5.5 7.0 -4.3 1.3 -0.6 -3.5 20.0 13.3 16.7 9.1 3.6 11.7 18.0 17.9 20.0 GAS_US_mini 2.2 0.5 -9.5 -5.7 1.6 -3.9 -3.0 -1.3 -5.6 9.0 -17.5 -4.3 -18.9 -6.8 -17.4 -20.0 -20.0 -20.0 -20.0 -11.2 -16.1 2.3 -20.0 -3.8 20.0 -5.2 1.9 -6.4 0.5 -8.6 -2.8 -20.0 20.0 12.7 19.2 8.0 -6.6 -16.3 -6.4 -19.5 GBP 2.0 7.8 8.6 5.2 7.8 2.6 6.5 1.4 6.2 10.7 17.6 4.9 13.5 14.2 16.0 0.3 -0.6 -0.2 -0.5 18.5 16.5 9.5 12.1 14.3 -1.7 7.2 4.1 6.7 3.7 5.2 5.5 2.7 -9.4 6.4 3.7 18.9 7.9 -20.0 9.6 -18.7 GOLD_micro 5.1 9.0 9.3 -0.1 9.5 -2.6 8.5 -2.0 4.6 12.4 16.7 14.0 16.0 15.7 15.7 -12.6 -13.2 -12.3 -12.4 18.8 20.0 19.8 20.0 18.6 -8.7 5.7 6.3 5.5 7.2 6.5 6.7 -12.8 -1.9 2.6 18.9 20.0 13.1 -2.6 14.0 2.9 HEATOIL -13.9 -17.6 -13.1 -4.9 1.4 -3.3 -2.6 -1.1 -4.9 0.6 -13.9 -12.1 -2.0 -14.8 -15.3 -6.3 5.1 -5.6 -2.3 -20.0 -15.0 -13.6 -6.7 -20.0 -20.0 -6.1 0.7 -5.2 -2.8 -2.5 -5.2 -8.2 -3.4 5.7 -1.1 -4.1 -7.0 4.7 -15.4 3.0 JGB-SGX-mini 1.4 17.9 9.8 2.4 1.2 1.9 1.9 0.8 2.2 6.9 2.3 6.1 1.2 4.6 4.4 10.6 16.5 13.5 14.9 5.6 3.5 4.7 1.1 5.1 -7.8 2.1 1.5 1.1 1.5 -0.1 1.8 20.0 -5.2 -5.2 -0.4 -5.6 -8.4 -5.3 -8.5 5.1 JPY 6.4 20.0 20.0 2.1 3.2 1.1 2.6 0.6 2.5 3.6 4.2 8.1 -4.3 9.2 8.9 -11.0 -15.0 -12.4 -13.6 12.6 6.4 9.0 -3.0 12.2 20.0 2.9 0.9 1.5 1.9 -0.7 2.7 -20.0 9.6 4.5 20.0 10.7 -20.0 -20.0 -20.0 -20.0 LEANHOG 15.0 15.0 -8.6 -4.6 4.9 -4.9 1.7 -3.7 -2.0 8.7 -6.8 10.8 -7.5 12.9 3.7 20.0 20.0 20.0 20.0 5.1 -6.5 10.2 -12.1 11.5 4.5 1.3 7.3 -2.7 4.0 -4.2 3.7 20.0 -12.6 18.7 20.0 2.7 0.2 -4.9 4.7 3.9 LIVECOW 4.0 -19.2 1.8 -5.1 5.5 -5.4 1.9 -4.1 -2.2 16.5 3.7 13.8 6.2 -8.6 -7.1 5.2 10.8 11.7 13.2 -5.0 0.2 8.6 4.8 -1.6 -13.7 -3.5 6.1 -0.5 2.2 2.9 -2.5 18.9 -7.7 -0.3 -10.5 20.0 -1.4 20.0 6.3 20.0 LUMBER-new -5.4 10.4 -3.7 -2.9 3.2 -3.1 1.1 -2.3 -1.3 0.8 -7.8 -5.2 -8.5 -4.4 -2.6 -19.3 -17.9 -18.5 -18.1 -3.3 -6.4 -1.4 -8.1 -2.8 NaN -1.2 3.2 -3.8 -0.1 -5.4 -0.7 -20.0 -5.4 -5.5 11.8 6.0 2.6 -1.7 7.2 1.0 MILK 11.9 10.2 19.9 -3.3 3.6 -3.6 1.2 -2.7 -1.5 5.0 12.4 9.1 6.7 11.5 12.1 20.0 -14.3 11.2 -2.8 18.5 15.5 12.1 7.4 17.6 14.0 4.8 1.2 4.0 2.9 1.7 4.4 -19.3 2.4 20.0 20.0 20.0 -1.0 -19.9 5.6 -20.0 MXP -0.7 -10.2 -20.0 2.2 3.2 1.1 2.7 0.6 2.6 8.6 -7.7 3.3 -3.9 -4.6 -8.0 9.6 13.9 10.4 11.8 -9.1 -9.5 7.5 -4.1 -2.5 -20.0 -2.8 4.1 -3.1 2.3 -1.3 -0.7 20.0 8.3 -14.9 -20.0 -20.0 14.1 12.5 18.7 19.1 NASDAQ_micro -4.0 -8.5 -20.0 0.7 1.7 2.3 0.3 3.8 -0.1 7.9 1.8 2.8 7.0 2.8 -0.8 -6.4 -9.8 -7.9 -9.0 -0.7 2.6 4.3 7.5 0.2 -17.1 1.1 2.7 2.4 2.9 5.1 1.8 -6.0 14.3 3.3 -1.2 3.8 1.8 4.0 -8.8 0.6 NIKKEI -3.4 -12.9 -20.0 0.4 1.1 1.5 0.2 2.6 -0.1 0.3 1.0 -3.9 3.1 1.3 0.1 2.9 9.1 6.5 7.8 -2.9 -1.0 -3.3 2.1 -3.4 -6.2 -1.9 -0.3 -0.9 -1.0 0.8 -1.6 20.0 -5.9 -4.4 -18.7 -11.8 10.2 1.0 8.7 -0.3 NZD 5.9 14.3 2.6 3.4 5.0 1.7 4.2 0.9 4.0 2.5 5.4 -0.2 0.3 9.6 9.0 0.5 0.1 0.1 0.1 7.2 4.1 2.3 0.9 6.2 0.1 2.9 1.3 1.6 1.0 0.5 2.6 3.8 -13.3 -0.9 3.3 -0.4 5.0 -5.4 2.7 -0.3 OAT 4.0 16.1 7.2 4.5 2.2 3.5 3.6 1.4 4.1 5.4 1.0 10.7 -1.3 12.7 13.1 5.7 3.8 3.1 2.8 10.8 5.2 10.8 -1.0 12.6 3.4 4.5 2.0 2.6 4.6 0.8 5.2 9.4 -3.0 -2.9 -9.5 -17.6 -12.5 -16.0 1.4 1.3 OATIES 20.0 20.0 -8.5 -4.1 4.4 -4.3 1.5 -3.3 -1.8 -6.7 -8.6 11.6 -13.6 12.5 -3.2 2.5 2.5 4.4 4.1 11.2 -3.5 14.6 -10.5 20.0 -20.0 2.6 -3.3 -0.7 3.1 -2.0 5.3 3.4 2.5 20.0 20.0 2.1 13.9 0.3 20.0 9.9 OJ 6.5 2.7 3.1 -4.2 4.5 -4.4 1.5 -3.3 -1.8 -1.0 14.0 6.7 14.8 10.5 11.9 14.9 12.2 12.0 11.0 18.1 18.9 9.7 20.0 16.4 -20.0 5.4 0.9 5.9 2.6 8.6 4.8 17.3 9.4 20.0 20.0 20.0 12.0 13.3 20.0 20.0 PALLAD 17.5 12.9 14.7 -0.1 5.5 -1.5 4.9 -1.2 2.7 9.0 -1.9 9.1 -7.5 8.1 3.6 -1.5 -2.0 -1.7 -1.8 5.2 -0.4 19.3 -6.0 12.3 15.6 2.0 7.5 -0.2 6.6 -1.7 4.6 6.0 10.8 10.9 6.8 10.2 -20.0 -20.0 -20.0 -20.0 PLAT 5.2 -4.6 -5.9 -0.1 7.2 -2.0 6.4 -1.5 3.5 8.8 -5.9 8.7 -4.7 4.0 -6.5 -4.4 -4.5 -4.7 -4.7 -1.2 -2.2 12.0 -1.2 4.9 5.2 -0.2 5.5 -1.7 6.3 -1.0 3.6 1.3 4.4 -1.3 -4.4 1.1 -3.4 -7.3 -6.6 1.3 REDWHEAT 20.0 3.4 -17.5 -5.3 5.7 -5.7 2.0 -4.3 -2.3 -8.0 -16.5 12.3 -18.9 11.0 -15.3 -9.2 -6.1 -9.9 -8.6 -6.4 -15.7 8.0 -20.0 6.8 -5.6 -3.2 -1.5 -6.0 2.3 -6.8 1.6 -14.8 -5.2 12.8 8.3 -16.8 -20.0 -20.0 -20.0 -20.0 RICE 5.4 -3.3 -11.1 -4.8 5.1 -5.1 1.8 -3.8 -2.1 16.4 9.6 15.8 12.6 5.8 -1.5 -10.7 20.0 10.5 20.0 0.4 1.7 8.9 7.6 4.6 -11.6 0.2 4.8 1.5 3.6 3.2 1.0 20.0 8.1 6.1 18.6 19.4 -20.0 -20.0 -20.0 -20.0 ROBUSTA 17.4 5.4 5.0 -3.2 3.5 -3.4 1.2 -2.6 -1.4 11.2 12.8 12.3 12.5 12.4 12.7 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 4.8 5.0 5.6 4.8 7.1 4.7 20.0 20.0 20.0 20.0 20.0 6.7 -4.4 15.3 2.6 RUSSELL -3.1 -4.5 0.9 0.7 1.9 2.5 0.3 4.3 -0.1 10.0 2.9 3.3 7.6 0.5 0.4 -4.7 -6.4 -5.5 -6.0 2.1 3.8 7.1 4.7 1.8 -0.7 3.1 6.3 3.5 4.2 3.5 2.9 -0.2 16.8 11.4 9.1 7.3 1.9 -14.8 -8.2 -20.0 SHATZ 2.5 20.0 20.0 2.8 1.4 2.1 2.2 0.9 2.6 0.4 2.1 4.3 -2.6 7.0 7.8 -20.0 -20.0 -20.0 -20.0 10.3 6.3 6.6 -1.2 9.6 6.9 3.0 0.3 2.0 1.9 0.2 2.8 -20.0 -0.6 3.0 3.0 2.3 -20.0 -18.6 -14.9 -10.5 SILVER-mini 5.3 -6.8 -4.1 -0.1 6.6 -1.8 5.9 -1.4 3.2 10.8 4.0 8.1 5.1 5.5 -1.7 -5.6 -6.3 -5.8 -6.0 1.8 2.8 14.7 5.4 6.5 2.2 1.0 8.5 0.5 6.8 1.8 3.9 -1.3 6.8 2.5 -2.5 4.5 5.8 -3.1 4.0 9.3 SMI -11.0 -13.5 -3.1 1.0 2.5 3.4 0.5 5.6 -0.1 -4.5 10.5 -9.9 12.8 1.9 4.7 -1.6 0.0 -2.4 -1.7 -0.1 7.6 -8.9 11.9 -7.1 10.3 2.5 -1.2 5.8 -3.2 7.0 -1.6 9.1 -19.4 -13.2 13.8 10.9 0.1 0.9 -12.6 -3.4 SOFR 9.2 20.0 20.0 5.2 2.6 4.0 4.1 1.6 4.8 5.6 14.6 13.2 8.6 16.5 17.4 2.7 -0.5 1.0 -0.0 20.0 20.0 13.3 11.0 20.0 -6.5 6.2 0.2 5.7 2.4 3.5 4.6 3.3 -12.1 -1.0 2.6 8.8 9.8 -12.7 20.0 8.3 SOYBEAN 20.0 -5.8 -20.0 -2.7 2.9 -2.8 1.0 -2.1 -1.2 -0.6 -8.6 5.6 -8.7 -1.9 -7.5 -8.5 1.1 -8.0 -4.7 -8.7 -13.7 2.3 -12.9 -0.6 -17.3 -3.1 0.2 -4.2 0.2 -3.6 -0.8 -5.3 -6.6 6.2 -4.7 -14.3 -0.5 -19.2 5.5 -12.9 SOYMEAL 18.9 3.9 -12.4 -3.1 3.3 -3.3 1.1 -2.5 -1.4 -0.7 -8.4 7.1 -10.2 5.1 -6.4 -7.3 3.4 -3.0 -0.3 -2.3 -8.7 5.1 -10.6 4.6 -20.0 -2.0 -0.0 -3.6 0.8 -3.4 0.2 0.4 -3.9 6.8 8.4 -3.7 -20.0 -20.0 -20.0 -20.0 SOYOIL 9.1 -7.8 0.2 -2.0 2.2 -2.2 0.8 -1.6 -0.9 -2.9 -6.6 -4.2 -7.6 -5.2 -6.3 0.4 1.5 2.4 1.4 -5.6 -6.8 -2.7 -7.4 -3.8 -16.6 -1.8 0.1 -2.7 -0.4 -2.8 -0.7 -0.4 -10.8 6.0 -4.5 0.2 -3.3 -9.1 5.2 -3.2 SP400 -4.0 -3.4 -6.9 0.9 2.2 3.0 0.4 5.0 -0.1 11.8 4.8 2.0 10.0 2.1 0.9 -6.4 -5.9 -6.1 -6.0 1.2 3.5 7.5 6.7 1.3 -10.0 3.4 8.5 4.2 5.5 5.2 3.6 0.2 17.9 11.5 11.3 3.0 5.2 -6.7 -6.1 -20.0 SP500_micro -0.5 -3.5 -15.1 0.9 2.2 3.0 0.4 5.0 -0.1 11.9 9.1 8.7 12.1 9.2 6.6 -8.5 -11.8 -10.2 -11.3 5.4 9.1 9.2 13.9 5.5 -16.8 3.5 4.8 4.9 4.8 7.4 4.0 -9.6 19.8 11.7 6.6 9.9 6.4 2.9 -7.5 -1.2 SUGAR11 16.9 7.2 4.6 -3.9 4.2 -4.2 1.4 -3.1 -1.7 11.2 -10.1 8.8 -11.6 6.5 -0.9 -4.4 5.1 -3.6 -0.5 1.3 -5.8 11.9 -8.3 6.9 -20.0 0.7 11.3 -2.8 5.9 -4.1 3.3 2.0 -0.7 20.0 12.0 18.9 -10.4 13.1 -7.3 16.6 US10 7.2 20.0 20.0 3.9 1.9 3.0 3.1 1.2 3.6 8.6 10.2 11.5 2.8 12.6 12.8 -6.5 -7.4 -7.0 -7.1 18.4 14.5 11.7 4.5 16.1 2.2 4.6 1.3 4.1 2.3 2.2 3.5 -8.6 -4.5 -3.1 1.2 4.1 4.2 -20.0 20.0 6.1 US10U 7.1 20.0 20.0 5.2 2.6 4.1 4.2 1.7 4.9 12.0 13.4 15.8 2.3 17.2 17.3 -4.3 -3.1 -4.2 -3.9 20.0 17.3 15.5 4.5 20.0 -0.9 6.1 2.2 5.5 3.4 2.9 4.8 -2.2 -6.6 -6.4 -2.0 1.7 4.8 -17.8 20.0 16.1 US2 11.3 20.0 20.0 2.7 1.4 2.1 2.2 0.9 2.5 5.2 5.2 7.8 -0.7 8.6 8.7 -20.0 -20.0 -20.0 -20.0 14.5 10.0 9.8 1.0 13.5 12.1 3.1 0.7 2.4 1.6 0.8 2.6 -20.0 0.5 4.0 8.7 7.1 0.5 -20.0 5.1 -11.9 US20 6.0 20.0 20.0 4.0 2.0 3.1 3.2 1.3 3.7 8.2 10.3 11.7 4.0 12.9 13.0 -1.3 -0.9 -1.1 -0.9 16.5 12.9 11.5 4.2 15.0 -3.0 4.7 1.8 4.5 2.6 2.8 3.6 2.3 -4.8 -6.5 -3.4 0.5 5.8 -10.0 20.0 20.0 US30 6.2 17.9 17.9 4.6 2.3 3.6 3.7 1.5 4.3 10.3 11.1 13.7 2.0 14.9 14.7 -6.5 -5.2 -5.5 -5.2 16.4 12.0 12.5 2.4 15.6 -2.1 5.3 2.7 5.0 3.3 2.8 4.3 -5.1 -7.0 -8.5 -7.7 -3.6 2.6 -9.1 20.0 20.0 US5 8.9 20.0 20.0 3.8 1.9 2.9 3.0 1.2 3.5 7.4 9.5 10.9 1.7 12.1 12.3 -10.0 -10.9 -11.1 -11.0 19.1 14.6 11.6 4.0 16.7 6.5 4.5 0.9 3.8 2.2 1.9 3.5 -14.9 -4.0 0.4 4.5 6.4 5.2 -20.0 20.0 -0.6 VIX 1.9 8.8 20.0 1.1 -0.4 0.5 -0.5 -1.2 0.3 -5.4 -4.2 -0.3 -6.3 -4.0 -3.8 5.3 -20.0 -16.0 -20.0 1.3 -0.1 -0.2 -3.4 0.9 NaN 1.2 -0.5 0.5 -0.6 -1.4 0.3 NaN NaN NaN NaN NaN -11.8 -20.0 NaN NaN WHEAT 20.0 4.0 -18.8 -4.3 4.6 -4.5 1.6 -3.4 -1.9 -1.4 -12.5 11.4 -14.1 10.0 -11.4 -14.3 -15.1 -16.0 -15.9 -4.4 -12.4 10.7 -15.2 7.8 3.4 -2.5 1.0 -4.5 3.3 -4.6 1.7 -20.0 3.7 8.5 8.0 -15.0 -20.0 -20.0 -18.6 -18.9 End of report for caleb_strategy_v3