******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20240926_203905 produced at 2024-09-26 21:37:29.785420 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.13 0.0 999.00 -999.00 0.00 0.00 -3.84 999999999.0 0 0 caleb_strategy_v3 MXP False False 0.01 -0.06 -0.07 0.0 0.53 -0.53 -0.06 -0.06 -8.08 60.0 -7 -7 caleb_strategy_v3 HEATOIL False False 0.03 -0.03 -0.06 0.0 0.10 -0.10 -0.03 -0.03 -1.75 3.0 -1 -1 caleb_strategy_v3 VIX False False 0.01 -0.03 -0.06 0.0 999.00 -999.00 -0.03 -0.03 -9.94 999999999.0 -5 -5 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -21.43 59.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.04 -0.05 0.0 0.09 -0.09 -0.04 -0.04 -6.13 12.0 -5 -5 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -0.89 24.0 0 0 caleb_strategy_v3 GASOIL False False 0.02 -0.02 -0.03 0.0 0.09 -0.09 -0.02 -0.02 -1.35 4.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.02 0.0 0.08 -0.08 0.00 0.00 -1.90 8.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.01 -0.02 0.0 0.16 -0.16 -0.01 -0.01 -6.35 51.0 -2 -2 caleb_strategy_v3 FEEDCOW False False 0.04 -0.04 -0.02 0.0 0.33 -0.33 -0.04 -0.04 -0.51 8.0 -1 -1 caleb_strategy_v3 COTTON2 False False 0.01 -0.05 -0.02 0.0 0.14 -0.14 -0.05 -0.05 -1.20 11.0 -4 -4 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.02 -0.02 0.0 0.07 -0.07 -0.02 -0.02 -7.77 26.0 -9 -9 caleb_strategy_v3 RICE False False 0.01 0.00 -0.02 0.0 0.04 -0.04 0.00 0.00 -1.53 4.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.01 -0.02 0.0 0.10 -0.10 -0.01 -0.01 -1.41 9.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.03 -0.01 0.0 0.33 -0.33 -0.03 -0.03 -0.42 23.0 -2 -2 caleb_strategy_v3 LUMBER-new False False 0.01 -0.01 -0.01 0.0 0.02 -0.02 -0.01 -0.01 -1.43 3.0 -2 -2 caleb_strategy_v3 JPY False False 0.03 0.00 -0.01 0.0 0.52 -0.52 0.00 0.00 -0.26 17.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.02 -0.01 0.0 0.10 -0.10 -0.02 -0.02 -1.17 9.0 -2 -2 caleb_strategy_v3 SOYBEAN False False 0.02 -0.08 -0.01 0.0 0.13 -0.13 -0.08 -0.08 -0.71 7.0 -4 -4 caleb_strategy_v3 BUXL False False 0.05 0.00 -0.01 0.0 0.21 -0.21 0.00 0.00 -0.17 4.0 0 0 caleb_strategy_v3 CHF False False 0.05 0.05 -0.01 0.0 0.68 -0.68 0.05 0.05 -0.21 13.0 1 1 caleb_strategy_v3 EUROSTX False False 0.02 -0.02 0.00 0.0 0.39 -0.39 -0.02 -0.02 0.21 20.0 -1 -1 caleb_strategy_v3 BOBL False False 0.05 0.00 0.00 0.0 0.88 -0.88 0.00 0.00 0.02 19.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.00 -0.00 0.0 0.52 -0.52 0.00 0.00 -0.06 10.0 0 0 caleb_strategy_v3 PLAT False False 0.02 0.00 -0.00 0.0 0.18 -0.18 0.00 0.00 -0.03 10.0 0 0 caleb_strategy_v3 US30 False False 0.05 0.23 0.00 0.0 0.28 -0.28 0.23 0.23 0.07 6.0 5 5 caleb_strategy_v3 PALLAD False False 0.04 0.00 0.00 0.0 0.07 -0.07 0.00 0.00 0.12 2.0 0 0 caleb_strategy_v3 CAC True False 0.03 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.13 12.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 0.00 -0.00 0.0 0.09 -0.09 0.00 0.00 -0.32 10.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 0.00 0.01 0.0 0.27 -0.27 0.00 0.00 2.15 68.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 0.01 0.0 0.00 0.00 0.00 0.00 1.39 2.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.00 0.01 0.0 0.34 -0.34 0.00 0.00 1.53 36.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.04 0.01 0.0 0.15 -0.15 0.04 0.04 1.53 18.0 5 5 caleb_strategy_v3 COCOA False False 0.02 0.00 0.01 0.0 0.60 -0.60 0.00 0.00 0.63 26.0 0 0 caleb_strategy_v3 SP400 False False 0.11 0.22 0.01 0.0 0.22 -0.22 0.22 0.22 0.11 2.0 2 2 caleb_strategy_v3 COFFEE False False 0.04 0.00 0.01 0.0 0.21 -0.21 0.00 0.00 0.24 6.0 0 0 caleb_strategy_v3 GASOLINE False False 0.03 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.23 999999999.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.01 0.02 0.0 0.07 -0.07 0.01 0.01 1.65 5.0 1 1 caleb_strategy_v3 SILVER-mini False False 0.03 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.74 999999999.0 0 0 caleb_strategy_v3 US20 False True 0.04 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.35 9.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.02 0.0 0.42 -0.42 0.02 0.02 0.89 23.0 1 1 caleb_strategy_v3 CAD False False 0.03 0.00 0.02 0.0 0.75 -0.75 0.00 0.00 0.63 29.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.02 0.02 0.02 0.0 0.12 -0.12 0.02 0.02 0.66 5.0 1 1 caleb_strategy_v3 OJ False False 0.02 0.02 0.02 0.0 0.07 -0.07 0.02 0.02 0.68 3.0 1 1 caleb_strategy_v3 OAT False False 0.05 0.05 0.02 0.0 0.49 -0.49 0.05 0.05 0.33 10.0 1 1 caleb_strategy_v3 US10U False False 0.04 0.00 0.02 0.0 0.54 -0.54 0.00 0.00 0.57 13.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.00 0.02 0.0 0.49 -0.49 0.00 0.00 1.49 48.0 0 0 caleb_strategy_v3 US10 False False 0.04 0.00 0.03 0.0 0.68 -0.68 0.00 0.00 0.72 17.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.02 0.04 0.0 0.46 -0.46 0.02 0.02 1.60 21.0 1 1 caleb_strategy_v3 DOW False False 0.01 0.00 0.04 0.0 0.49 -0.49 0.00 0.00 5.36 66.0 0 0 caleb_strategy_v3 SMI False True 0.05 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.71 9.0 0 0 caleb_strategy_v3 US5 False False 0.04 0.15 0.05 0.0 0.96 -0.96 0.15 0.15 1.23 25.0 4 4 caleb_strategy_v3 AUD False False 0.02 0.10 0.05 0.0 0.46 -0.46 0.10 0.10 2.16 19.0 4 4 caleb_strategy_v3 EUR False False 0.05 0.10 0.06 0.0 0.68 -0.68 0.10 0.10 1.25 14.0 2 2 caleb_strategy_v3 DAX False False 0.01 0.02 0.06 0.0 0.44 -0.44 0.02 0.02 7.33 58.0 3 3 caleb_strategy_v3 COPPER False False 0.04 0.08 0.06 0.0 999.00 -999.00 0.08 0.08 1.52 999999999.0 2 2 caleb_strategy_v3 BTP False False 0.05 0.05 0.06 0.0 0.47 -0.47 0.05 0.05 1.32 10.0 1 1 caleb_strategy_v3 LIVECOW False False 0.03 0.10 0.07 0.0 0.44 -0.44 0.10 0.10 2.71 17.0 4 4 caleb_strategy_v3 LEANHOG False False 0.01 0.05 0.08 0.0 0.13 -0.13 0.05 0.05 7.77 13.0 5 5 caleb_strategy_v3 US2 False True 0.07 0.00 0.08 0.0 0.00 0.00 0.00 0.00 1.08 13.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 0.01 0.09 0.0 0.53 -0.53 0.01 0.01 9.73 56.0 1 1 caleb_strategy_v3 GBP False False 0.03 0.03 0.09 0.0 0.64 -0.64 0.03 0.03 3.23 22.0 1 1 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.28 0.58 0.0 0.56 -0.56 0.28 0.28 16.48 16.0 8 8 caleb_strategy_v3 EURIBOR-ICE False False 0.10 0.00 0.90 0.0 0.95 -0.95 0.00 0.00 9.40 10.0 0 0 caleb_strategy_v3 SOFR False True 0.08 0.00 0.97 0.0 0.00 0.00 0.00 0.00 11.51 11.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 9.1 Shocked risk 20.0 Sum abs risk 33.1 Leverage 4.32 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2868636.08, 'annual_cash_vol_target': 717159.02, 'daily_cash_vol_target': 44822.43875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0044 0.6904 0.6429 10.2859 BITCOIN 1647.7561 65640.0000 2.5103 40.1647 BOBL 0.2490 119.7900 0.2079 3.3256 BTP 0.4920 121.2800 0.4057 6.4911 BUND 0.4616 134.5200 0.3431 5.4903 BUXL 1.1203 135.5600 0.8264 13.2228 CAC 72.0930 7776.0000 0.9271 14.8340 CAD 0.0027 0.7438 0.3696 5.9139 CANOLA 9.9799 612.4000 1.6296 26.0742 CHF 0.0056 1.1928 0.4679 7.4866 COCOA 148.1987 6626.0000 2.2366 35.7860 COFFEE 4.8686 271.3500 1.7942 28.7072 COPPER 0.0618 4.6490 1.3292 21.2677 CORN 4.6634 449.5000 1.0375 16.5995 COTTON2 1.1050 73.0400 1.5128 24.2053 CRUDE_W 1.2259 67.0300 1.8289 29.2624 DAX 156.0509 19436.0000 0.8029 12.8463 DOW 259.1623 42563.0000 0.6089 9.7423 DX 0.3614 100.2550 0.3605 5.7672 EUR 0.0047 1.1214 0.4187 6.6989 EURIBOR-ICE 0.0454 98.0450 0.0463 0.7403 EUROSTX 49.4455 5071.0000 0.9751 15.6010 FEEDCOW 1.7564 238.8000 0.7355 11.7683 GASOIL 11.4307 648.5000 1.7626 28.2022 GASOLINE 0.0353 1.8940 1.8619 29.7906 GAS_US_mini 0.0847 3.1850 2.6591 42.5451 GBP 0.0065 1.3416 0.4853 7.7649 GOLD_micro 17.7584 2699.1000 0.6579 10.5270 HEATOIL 0.0363 2.1663 1.6772 26.8354 JGB-SGX-mini 0.2488 145.0100 0.1716 2.7449 JPY 0.0000 0.0070 0.7079 11.3259 LEANHOG 0.9851 73.9250 1.3326 21.3211 LIVECOW 1.2077 184.8750 0.6533 10.4524 LUMBER-new 8.7001 543.0000 1.6022 25.6355 MILK 0.2824 21.4700 1.3152 21.0426 MXP 0.0005 0.0504 0.9572 15.3145 NASDAQ_micro 190.3789 20339.2500 0.9360 14.9763 NIKKEI 630.1815 39300.0000 1.6035 25.6562 NZD 0.0044 0.6328 0.6881 11.0097 OAT 0.4423 126.5300 0.3496 5.5930 OATIES 5.9276 379.7500 1.5609 24.9750 OJ 9.2898 461.4500 2.0132 32.2110 PALLAD 27.2724 1053.5000 2.5887 41.4199 PLAT 16.0233 1023.4000 1.5657 25.0511 REDWHEAT 9.3848 594.0000 1.5799 25.2789 RICE 0.1483 15.0900 0.9825 15.7198 ROBUSTA 83.2224 5246.0000 1.5864 25.3823 RUSSELL 24.6309 2236.1000 1.1015 17.6242 SHATZ 0.0923 107.0600 0.0863 1.3801 SILVER-mini 0.5217 32.4250 1.6091 25.7451 SMI 86.3633 12274.0000 0.7036 11.2581 SOFR 0.0510 96.9050 0.0526 0.8413 SOYBEAN 11.4573 1083.2500 1.0577 16.9228 SOYMEAL 4.2108 327.8000 1.2846 20.5532 SOYOIL 0.7581 42.9400 1.7654 28.2463 SP400 26.6781 3143.7000 0.8486 13.5780 SP500_micro 38.9387 5800.0000 0.6714 10.7417 SUGAR11 0.3452 21.6100 1.5975 25.5606 US10 0.3376 114.4375 0.2950 4.7203 US10U 0.4665 118.4531 0.3938 6.3014 US2 0.1017 104.3125 0.0975 1.5598 US20 0.7045 124.4062 0.5663 9.0604 US30 1.0852 133.4062 0.8135 13.0152 US5 0.2242 110.0078 0.2038 3.2609 VIX 0.7069 17.7500 3.9828 63.7248 WHEAT 8.8820 644.5000 1.3781 22.0501 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 690.45 0.64 443.87 1.00 443.87 44822.44 100.98 8.26 83.43 BITCOIN 65.64 2.51 164.78 1.00 164.78 44822.44 272.02 -7.28 -197.93 BOBL 1197.90 0.21 248.99 1.12 278.72 44822.44 160.82 0.15 2.33 BTP 1212.80 0.41 492.03 1.12 550.77 44822.44 81.38 4.74 38.57 BUND 1345.20 0.34 461.60 1.12 516.72 44822.44 86.74 -0.72 -6.28 BUXL 1355.60 0.83 1120.31 1.12 1254.07 44822.44 35.74 -4.60 -16.42 CAC 777.60 0.93 720.93 1.12 807.01 44822.44 55.54 -0.68 -3.78 CAD 743.85 0.37 274.94 1.00 274.94 44822.44 163.03 1.48 24.17 CANOLA 122.48 1.63 199.60 0.74 148.59 44822.44 301.65 -8.65 -260.96 CHF 1491.00 0.47 697.66 1.00 697.66 44822.44 64.25 -1.26 -8.11 COCOA 662.60 2.24 1481.99 1.00 1481.99 44822.44 30.24 9.67 29.23 COFFEE 1017.56 1.79 1825.71 1.00 1825.71 44822.44 24.55 8.44 20.72 COPPER 1162.25 1.33 1544.90 1.00 1544.90 44822.44 29.01 4.84 14.04 CORN 224.75 1.04 233.17 1.00 233.17 44822.44 192.23 -13.10 -251.91 COTTON2 365.20 1.51 552.49 1.00 552.49 44822.44 81.13 -6.92 -56.11 CRUDE_W 670.30 1.83 1225.91 1.00 1225.91 44822.44 36.56 1.66 6.08 DAX 194.36 0.80 156.05 1.12 174.68 44822.44 256.59 8.37 214.79 DOW 212.82 0.61 129.58 1.00 129.58 44822.44 345.90 6.67 230.73 DX 1002.55 0.36 361.37 1.00 361.37 44822.44 124.03 -11.93 -147.96 EUR 1401.75 0.42 586.89 1.00 586.89 44822.44 76.37 6.30 48.14 EURIBOR-ICE 2451.12 0.05 113.41 1.12 126.95 44822.44 353.06 7.81 275.73 EUROSTX 507.10 0.98 494.46 1.12 553.49 44822.44 80.98 0.77 6.21 FEEDCOW 1194.00 0.74 878.21 1.00 878.21 44822.44 51.04 -3.00 -15.32 GASOIL 648.50 1.76 1143.07 1.00 1143.07 44822.44 39.21 -7.96 -31.22 GASOLINE 795.48 1.86 1481.11 1.00 1481.11 44822.44 30.26 1.77 5.37 GAS_US_mini 79.62 2.66 211.73 1.00 211.73 44822.44 211.70 -3.39 -71.76 GBP 838.50 0.49 406.93 1.00 406.93 44822.44 110.15 11.29 124.31 GOLD_micro 269.91 0.66 177.58 1.00 177.58 44822.44 252.40 11.30 285.26 HEATOIL 909.85 1.68 1526.00 1.00 1526.00 44822.44 29.37 -13.77 -40.46 JGB-SGX-mini 145010.00 0.17 24877.67 0.01 173.54 44822.44 258.28 5.89 152.17 JPY 873.38 0.71 618.24 1.00 618.24 44822.44 72.50 -1.36 -9.85 LEANHOG 295.70 1.33 394.04 1.00 394.04 44822.44 113.75 11.25 127.93 LIVECOW 739.50 0.65 483.10 1.00 483.10 44822.44 92.78 8.81 81.72 LUMBER-new 149.33 1.60 239.25 1.00 239.25 44822.44 187.34 -3.56 -66.65 MILK 429.40 1.32 564.73 1.00 564.73 44822.44 79.37 9.71 77.09 MXP 251.75 0.96 240.96 1.00 240.96 44822.44 186.01 -2.96 -55.07 NASDAQ_micro 406.78 0.94 380.76 1.00 380.76 44822.44 117.72 -1.54 -18.17 NIKKEI 39300.00 1.60 63018.15 0.01 439.61 44822.44 101.96 1.39 14.16 NZD 632.85 0.69 435.47 1.00 435.47 44822.44 102.93 5.98 61.53 OAT 1265.30 0.35 442.30 1.12 495.11 44822.44 90.53 1.06 9.64 OATIES 189.88 1.56 296.38 1.00 296.38 44822.44 151.23 3.78 57.11 OJ 692.18 2.01 1393.48 1.00 1393.48 44822.44 32.17 9.84 31.65 PALLAD 1053.50 2.59 2727.24 1.00 2727.24 44822.44 16.44 2.21 3.63 PLAT 511.70 1.57 801.17 1.00 801.17 44822.44 55.95 -0.14 -0.80 REDWHEAT 297.00 1.58 469.24 1.00 469.24 44822.44 95.52 -14.97 -142.95 RICE 301.80 0.98 296.51 1.00 296.51 44822.44 151.16 -4.17 -63.08 ROBUSTA 524.60 1.59 832.22 1.00 832.22 44822.44 53.86 14.13 76.10 RUSSELL 111.80 1.10 123.15 1.00 123.15 44822.44 363.95 1.78 64.96 SHATZ 1070.60 0.09 92.35 1.12 103.37 44822.44 433.59 -2.03 -88.07 SILVER-mini 810.62 1.61 1304.35 1.00 1304.35 44822.44 34.36 6.30 21.64 SMI 1227.40 0.70 863.63 1.19 1026.00 44822.44 43.69 4.77 20.85 SOFR 2422.62 0.05 127.38 1.00 127.38 44822.44 351.89 5.38 189.47 SOYBEAN 541.62 1.06 572.86 1.00 572.86 44822.44 78.24 -9.78 -76.56 SOYMEAL 327.80 1.28 421.08 1.00 421.08 44822.44 106.45 -11.81 -125.72 SOYOIL 257.64 1.77 454.84 1.00 454.84 44822.44 98.55 -3.51 -34.57 SP400 3143.70 0.85 2667.81 1.00 2667.81 44822.44 16.80 1.97 3.31 SP500_micro 290.00 0.67 194.69 1.00 194.69 44822.44 230.22 2.78 64.03 SUGAR11 242.03 1.60 386.65 1.00 386.65 44822.44 115.92 6.20 71.90 US10 1144.38 0.30 337.61 1.00 337.61 44822.44 132.76 4.27 56.65 US10U 1184.53 0.39 466.51 1.00 466.51 44822.44 96.08 4.65 44.66 US2 2086.25 0.10 203.38 1.00 203.38 44822.44 220.39 3.86 85.09 US20 1244.06 0.57 704.48 1.00 704.48 44822.44 63.62 4.30 27.38 US30 1334.06 0.81 1085.20 1.00 1085.20 44822.44 41.30 1.40 5.79 US5 1100.08 0.20 224.20 1.00 224.20 44822.44 199.92 4.87 97.35 VIX 177.50 3.98 706.95 1.00 706.95 44822.44 63.40 -6.35 -40.25 WHEAT 322.25 1.38 444.10 1.00 444.10 44822.44 100.93 -10.56 -106.54 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 83.433 0.010 2.5 2.165 BITCOIN -197.934 0.043 2.5 -21.434 BOBL 2.333 0.004 2.5 0.024 BTP 38.567 0.014 2.5 1.315 BUND -6.281 0.004 2.5 -0.064 BUXL -16.424 0.004 2.5 -0.167 CAC -3.781 0.014 2.5 -0.129 CAD 24.171 0.010 2.5 0.627 CANOLA -260.964 0.010 2.5 -6.349 CHF -8.112 0.010 2.5 -0.210 COCOA 29.234 0.009 2.5 0.626 COFFEE 20.719 0.005 2.5 0.242 COPPER 14.036 0.043 2.5 1.520 CORN -251.911 0.010 2.5 -6.129 COTTON2 -56.111 0.009 2.5 -1.202 CRUDE_W 6.077 0.043 2.5 0.658 DAX 214.786 0.014 2.5 7.326 DOW 230.725 0.009 2.5 5.362 DX -147.955 0.010 2.5 -3.839 EUR 48.143 0.010 2.5 1.249 EURIBOR-ICE 275.734 0.014 2.5 9.405 EUROSTX 6.215 0.014 2.5 0.212 FEEDCOW -15.320 0.013 2.5 -0.508 GASOIL -31.217 0.017 2.5 -1.353 GASOLINE 5.366 0.017 2.5 0.233 GAS_US_mini -71.755 0.043 2.5 -7.770 GBP 124.305 0.010 2.5 3.225 GOLD_micro 285.256 0.014 2.5 9.730 HEATOIL -40.457 0.017 2.5 -1.754 JGB-SGX-mini 152.171 0.043 2.5 16.478 JPY -9.852 0.010 2.5 -0.256 LEANHOG 127.926 0.024 2.5 7.775 LIVECOW 81.718 0.013 2.5 2.708 LUMBER-new -66.649 0.009 2.5 -1.427 MILK 77.091 0.009 2.5 1.651 MXP -55.066 0.059 2.5 -8.082 NASDAQ_micro -18.166 0.009 2.5 -0.422 NIKKEI 14.160 0.043 2.5 1.533 NZD 61.525 0.010 2.5 1.596 OAT 9.637 0.014 2.5 0.329 OATIES 57.112 0.010 2.5 1.389 OJ 31.651 0.009 2.5 0.678 PALLAD 3.633 0.014 2.5 0.124 PLAT -0.799 0.014 2.5 -0.027 REDWHEAT -142.950 0.005 2.5 -1.896 RICE -63.081 0.010 2.5 -1.535 ROBUSTA 76.096 0.005 2.5 0.889 RUSSELL 64.959 0.013 2.5 2.153 SHATZ -88.069 0.004 2.5 -0.893 SILVER-mini 21.637 0.014 2.5 0.738 SMI 20.854 0.014 2.5 0.711 SOFR 189.473 0.024 2.5 11.515 SOYBEAN -76.558 0.004 2.5 -0.712 SOYMEAL -125.716 0.004 2.5 -1.169 SOYOIL -34.574 0.004 2.5 -0.322 SP400 3.310 0.013 2.5 0.110 SP500_micro 64.026 0.009 2.5 1.488 SUGAR11 71.899 0.009 2.5 1.529 US10 56.647 0.005 2.5 0.718 US10U 44.663 0.005 2.5 0.566 US2 85.093 0.005 2.5 1.078 US20 27.378 0.005 2.5 0.347 US30 5.786 0.005 2.5 0.073 US5 97.354 0.005 2.5 1.234 VIX -40.255 0.099 2.5 -9.937 WHEAT -106.538 0.005 2.5 -1.413 ===================== Position diags ===================== AUD 2.62 BITCOIN 29.46 BOBL 1.63 BTP 2.78 BUND 0.88 BUXL 0.36 CAC 1.89 CAD 4.23 CANOLA 7.34 CHF 1.67 COCOA 0.65 COFFEE 0.29 COPPER 3.14 CORN 4.68 COTTON2 1.74 CRUDE_W 3.96 DAX 8.75 DOW 8.04 DX 3.22 EUR 1.98 EURIBOR-ICE 12.04 EUROSTX 2.76 FEEDCOW 1.69 GASOIL 1.70 GASOLINE 1.31 GAS_US_mini 22.92 GBP 2.86 GOLD_micro 8.61 HEATOIL 1.27 JGB-SGX-mini 27.97 JPY 1.88 LEANHOG 6.91 LIVECOW 3.07 LUMBER-new 4.01 MILK 1.70 MXP 27.30 NASDAQ_micro 2.74 NIKKEI 11.04 NZD 2.67 OAT 3.09 OATIES 3.68 OJ 0.69 PALLAD 0.56 PLAT 1.91 REDWHEAT 1.27 RICE 3.68 ROBUSTA 0.63 RUSSELL 12.06 SHATZ 4.40 SILVER-mini 1.17 SMI 1.49 SOFR 21.39 SOYBEAN 0.73 SOYMEAL 0.99 SOYOIL 0.92 SP400 0.56 SP500_micro 5.35 SUGAR11 2.47 US10 1.68 US10U 1.22 US2 2.79 US20 0.81 US30 0.52 US5 2.53 VIX 15.65 WHEAT 1.34 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.2 1.9 2.4 4.0 4 BITCOIN -21.4 -24.4 -18.5 0.0 0 BOBL 0.0 -0.1 0.2 0.0 0 BTP 1.3 1.0 1.6 1.0 1 BUND -0.1 -0.2 0.0 0.0 0 BUXL -0.2 -0.2 -0.1 0.0 0 CAC -0.1 -0.3 0.1 0.0 0 CAD 0.6 0.2 1.1 0.0 0 CANOLA -6.3 -7.1 -5.6 -2.0 -2 CHF -0.2 -0.4 -0.0 1.0 1 COCOA 0.6 0.6 0.7 0.0 0 COFFEE 0.2 0.2 0.3 0.0 0 COPPER 1.5 1.2 1.8 2.0 2 CORN -6.1 -6.6 -5.7 -5.0 -5 COTTON2 -1.2 -1.4 -1.0 -4.0 -4 CRUDE_W 0.7 0.3 1.1 1.0 1 DAX 7.3 6.5 8.2 3.0 3 DOW 5.4 4.6 6.2 0.0 0 DX -3.8 -4.2 -3.5 0.0 0 EUR 1.2 1.1 1.4 2.0 2 EURIBOR-ICE 9.4 8.2 10.6 0.0 0 EUROSTX 0.2 -0.1 0.5 -1.0 -1 FEEDCOW -0.5 -0.7 -0.3 -1.0 -1 GASOIL -1.4 -1.5 -1.2 -1.0 -1 GASOLINE 0.2 0.1 0.4 0.0 0 GAS_US_mini -7.8 -10.1 -5.5 -9.0 -9 GBP 3.2 2.9 3.5 1.0 1 GOLD_micro 9.7 8.9 10.6 1.0 1 HEATOIL -1.8 -1.9 -1.6 -1.0 -1 JGB-SGX-mini 16.5 13.7 19.3 8.0 8 JPY -0.3 -0.4 -0.1 0.0 0 LEANHOG 7.8 7.1 8.5 5.0 5 LIVECOW 2.7 2.4 3.0 4.0 4 LUMBER-new -1.4 -1.8 -1.0 -2.0 -2 MILK 1.7 1.5 1.8 1.0 1 MXP -8.1 -10.8 -5.4 -7.0 -7 NASDAQ_micro -0.4 -0.7 -0.1 -2.0 -2 NIKKEI 1.5 0.4 2.6 0.0 0 NZD 1.6 1.3 1.9 1.0 1 OAT 0.3 0.0 0.6 1.0 1 OATIES 1.4 1.0 1.8 NaN 0 OJ 0.7 0.6 0.7 1.0 1 PALLAD 0.1 0.1 0.2 0.0 0 PLAT -0.0 -0.2 0.2 0.0 0 REDWHEAT -1.9 -2.0 -1.8 0.0 0 RICE -1.5 -1.9 -1.2 NaN 0 ROBUSTA 0.9 0.8 1.0 1.0 1 RUSSELL 2.2 0.9 3.4 0.0 0 SHATZ -0.9 -1.3 -0.5 NaN 0 SILVER-mini 0.7 0.6 0.9 0.0 0 SMI 0.7 0.6 0.9 0.0 0 SOFR 11.5 9.4 13.7 NaN 0 SOYBEAN -0.7 -0.8 -0.6 -4.0 -4 SOYMEAL -1.2 -1.3 -1.1 -2.0 -2 SOYOIL -0.3 -0.4 -0.2 0.0 0 SP400 0.1 0.1 0.2 2.0 2 SP500_micro 1.5 1.0 2.0 0.0 0 SUGAR11 1.5 1.3 1.8 5.0 5 US10 0.7 0.5 0.9 0.0 0 US10U 0.6 0.4 0.7 0.0 0 US2 1.1 0.8 1.4 NaN 0 US20 0.3 0.3 0.4 0.0 0 US30 0.1 0.0 0.1 5.0 5 US5 1.2 1.0 1.5 4.0 4 VIX -9.9 -11.5 -8.4 -5.0 -5 WHEAT -1.4 -1.5 -1.3 -1.0 -1 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.1 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MILK 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 0.1 0.4 0.2 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.3 0.2 0.1 0.2 0.1 0.0 -0.0 -0.0 -0.0 0.1 0.1 0.2 0.1 0.2 0.3 0.0 0.1 0.1 0.1 0.0 0.1 -0.0 0.3 -0.1 0.1 -0.0 0.4 -0.2 0.6 -0.0 BITCOIN 0.3 -0.1 -0.6 0.0 0.1 -0.0 0.1 -0.0 0.1 0.2 -0.1 0.2 0.3 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.2 0.2 0.1 -2.7 -0.0 0.1 -0.0 0.1 0.2 0.0 -0.1 -0.1 -0.6 -0.6 -0.1 -0.1 -0.1 -0.1 0.0 BOBL 0.1 0.3 0.6 0.0 -0.0 0.1 -0.0 0.1 0.0 0.0 0.1 0.1 -0.1 0.1 0.1 0.2 -0.2 -0.1 -0.2 0.1 0.1 0.0 0.0 0.1 0.6 0.0 0.0 0.1 0.0 0.0 0.0 -0.7 0.2 0.2 -0.1 -0.1 -0.7 -0.7 -0.2 -0.2 BTP 0.3 0.3 0.3 0.1 -0.0 0.2 -0.0 0.1 0.0 0.1 0.5 0.2 0.6 0.2 0.2 0.1 0.1 0.1 0.1 0.2 0.2 0.1 0.4 0.2 -2.7 0.1 0.0 0.2 0.1 0.2 0.1 0.7 0.5 0.5 -0.2 -0.4 -0.7 -0.5 -0.0 0.2 BUND 0.1 0.2 0.5 0.0 -0.0 0.1 -0.0 0.1 0.0 0.0 0.2 0.1 0.0 0.1 0.1 -0.4 -0.0 -0.2 -0.1 0.1 0.1 0.0 0.1 0.1 0.2 0.0 0.0 0.1 0.0 0.1 0.0 0.0 0.1 0.0 -0.3 -0.2 -0.7 -0.6 -0.1 -0.1 BUXL -0.0 0.1 0.3 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.1 -0.0 0.0 0.0 0.1 -0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.0 -0.0 -0.0 -0.4 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.1 -0.1 -0.2 -0.5 -0.5 -0.7 -0.7 -0.2 -0.2 CAC 0.1 0.3 -0.6 0.0 0.1 0.1 0.1 0.3 0.1 0.1 -0.2 0.1 0.0 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.0 0.1 -1.1 -0.0 0.1 -0.1 0.1 0.0 0.0 0.3 0.2 -0.2 -0.0 -0.6 0.4 0.2 -0.0 0.0 CAD -0.1 0.5 0.2 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.5 0.2 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.1 -0.1 0.1 -0.2 0.1 0.1 0.1 0.1 -0.0 0.1 -0.2 -0.1 -0.5 0.1 -0.1 0.4 -0.2 0.2 -0.1 CANOLA 0.2 -0.0 0.0 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 -0.1 0.0 -0.2 0.0 -0.0 -0.2 -0.2 -0.3 -0.3 -0.0 -0.1 0.1 -0.2 0.0 -1.8 -0.0 0.0 -0.0 0.0 -0.1 0.0 -1.1 0.1 0.1 0.1 -0.0 -0.1 -0.4 0.1 -0.2 CHF -0.3 0.5 0.6 0.0 0.0 0.1 0.1 0.0 0.1 -0.0 0.2 -0.1 -0.0 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 0.0 0.1 0.1 0.6 0.1 0.0 0.1 0.0 0.1 0.0 -1.1 -0.3 -0.5 0.3 0.6 -0.1 -0.4 -0.4 -0.4 COCOA 0.1 0.3 0.4 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 0.1 0.0 0.1 0.0 -0.0 0.4 0.4 0.4 0.4 0.0 0.1 0.1 0.3 0.0 -2.7 0.0 0.0 0.1 0.0 0.3 0.0 1.1 0.1 0.1 0.3 0.3 0.7 0.4 0.7 0.5 COFFEE 0.2 0.2 0.2 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 0.5 0.2 0.6 0.2 0.2 0.1 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 0.6 0.2 -0.4 0.0 0.0 -0.0 0.1 -0.0 0.1 0.1 -0.1 0.1 -0.0 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.2 0.1 0.2 -2.3 0.0 0.1 0.0 0.1 0.0 0.1 0.2 0.5 0.4 0.1 -0.1 0.7 0.3 0.7 0.7 CORN 0.5 0.2 -0.6 -0.0 0.1 -0.1 0.1 -0.2 0.0 0.1 -0.4 0.1 -0.7 0.1 -0.1 -0.3 -0.3 -0.4 -0.4 -0.1 -0.2 0.1 -0.5 0.0 -1.6 -0.0 0.0 -0.2 0.0 -0.4 0.0 -1.1 -0.2 0.3 -0.0 -0.5 -0.0 -0.2 0.1 -0.0 COTTON2 0.5 0.6 -0.2 -0.0 0.0 -0.1 0.1 -0.1 0.0 0.1 -0.3 0.1 -0.4 0.1 -0.0 -0.2 -0.1 -0.2 -0.1 0.0 -0.1 0.1 -0.3 0.1 -2.7 0.0 0.0 -0.1 0.1 -0.1 0.1 -0.6 0.2 0.4 0.4 0.2 -0.4 -0.4 -0.1 -0.2 CRUDE_W -0.1 -0.4 -0.5 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.0 0.1 -0.1 -0.1 0.2 0.3 0.3 0.3 -0.1 -0.1 -0.0 -0.1 -0.1 -0.2 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 0.6 -0.0 0.3 0.3 0.1 0.1 0.4 0.1 0.6 DAX 0.1 0.3 -0.4 0.0 0.1 0.1 0.1 0.2 0.0 0.1 0.2 0.2 0.5 0.2 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.2 0.3 0.1 1.3 0.0 0.1 0.1 0.1 0.2 0.1 -0.4 0.3 0.1 0.2 -0.5 0.5 0.2 0.1 0.1 DOW 0.2 0.5 0.1 0.0 0.1 0.1 0.1 0.2 0.0 0.1 0.3 0.2 0.5 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.4 0.2 -1.6 0.1 0.0 0.1 0.1 0.2 0.1 -0.4 0.1 0.6 0.6 0.4 0.3 0.1 -0.2 -0.2 DX -0.0 -0.6 -0.6 0.1 0.0 0.1 0.1 0.1 0.1 -0.1 -0.3 -0.1 0.1 -0.2 -0.2 0.1 0.1 0.1 0.1 -0.2 -0.2 -0.1 -0.2 -0.2 -2.7 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.8 -0.5 -0.5 -0.6 -0.6 -0.1 0.2 -0.1 0.3 EUR -0.1 0.4 0.4 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.3 0.1 -0.1 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 0.1 2.7 0.1 0.0 0.2 0.0 0.1 0.1 -0.5 -0.1 -0.3 0.2 0.2 0.0 -0.7 -0.2 -0.7 EURIBOR-ICE 0.1 0.4 0.6 0.0 -0.0 0.1 -0.0 0.0 0.0 0.0 0.2 0.1 0.2 0.1 0.1 0.1 -0.0 0.0 -0.0 0.1 0.1 0.1 0.2 0.1 1.6 0.0 0.0 0.1 0.0 0.1 0.0 0.2 0.2 0.3 0.1 0.1 -0.6 -0.7 0.0 0.1 EUROSTX 0.1 0.2 -0.6 0.0 0.1 0.1 0.1 0.2 0.0 0.1 0.1 0.1 0.4 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.1 0.2 0.1 -0.3 0.0 0.1 0.0 0.1 0.2 0.0 0.2 0.2 -0.1 0.0 -0.6 0.2 0.0 -0.6 -0.2 FEEDCOW 0.6 -0.5 -0.6 -0.0 0.1 -0.1 0.1 -0.2 0.0 0.2 -0.4 0.2 -0.5 -0.0 -0.1 0.4 -0.3 0.3 0.0 -0.2 -0.2 0.2 -0.5 0.1 -1.0 -0.0 0.0 -0.2 0.1 -0.1 0.0 -0.7 0.5 0.4 -0.6 -0.6 0.2 0.7 0.5 0.7 GASOIL -0.2 -0.5 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.3 -0.0 0.1 -0.1 -0.1 0.1 0.2 0.1 0.1 -0.2 -0.2 -0.0 -0.1 -0.1 0.5 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.0 -0.2 -0.3 -0.1 -0.1 -0.4 -0.2 -0.6 GASOLINE -0.0 -0.5 -0.5 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.3 0.0 0.1 -0.1 -0.1 0.3 0.4 0.4 0.4 -0.1 -0.1 -0.0 -0.0 -0.1 -2.7 -0.0 -0.0 -0.1 0.0 -0.0 -0.0 1.1 0.1 0.6 0.4 0.2 0.3 0.6 0.5 0.7 GAS_US_mini 0.5 0.2 -0.2 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.5 0.1 -0.7 0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 0.1 -0.5 0.1 2.7 -0.0 0.0 -0.2 0.1 -0.3 0.0 -1.1 0.3 0.6 0.6 0.2 -0.2 -0.6 -0.2 -0.7 GBP 0.1 0.5 0.4 0.1 0.0 0.1 0.1 0.1 0.1 0.2 0.5 0.2 0.6 0.2 0.2 0.0 -0.0 0.0 -0.0 0.2 0.2 0.2 0.4 0.2 -0.3 0.1 0.1 0.2 0.1 0.2 0.1 0.1 0.5 0.3 0.3 0.6 0.2 -0.7 0.3 -0.7 GOLD_micro 0.6 0.6 0.4 0.0 0.1 -0.0 0.1 -0.0 0.1 0.2 0.5 0.2 0.7 0.2 0.2 -0.3 -0.3 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -1.4 0.1 0.1 0.1 0.1 0.2 0.1 -0.7 0.5 0.5 0.6 0.6 0.5 -0.1 0.4 0.1 HEATOIL -0.2 -0.5 -0.5 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.4 -0.1 -0.1 -0.1 -0.2 -0.1 0.1 -0.1 -0.1 -0.2 -0.2 -0.0 -0.2 -0.1 -2.7 -0.1 -0.0 -0.2 -0.0 -0.1 -0.0 -0.5 0.0 0.2 -0.0 -0.0 -0.2 0.2 -0.4 0.1 JGB-SGX-mini 0.3 0.5 0.4 0.0 -0.0 0.1 -0.0 0.0 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.3 0.3 0.3 0.1 0.1 0.1 0.1 0.1 -1.1 0.0 0.0 0.0 0.0 0.0 0.0 1.1 0.3 0.1 0.2 -0.1 -0.3 -0.2 -0.3 0.1 JPY -0.1 0.6 0.6 0.0 0.0 0.0 0.0 0.0 0.0 -0.1 0.1 -0.0 -0.1 0.0 0.1 -0.2 -0.3 -0.2 -0.3 0.1 0.1 -0.0 -0.1 0.0 2.7 0.0 -0.0 0.0 -0.0 -0.0 0.0 -1.1 -0.5 -0.2 0.2 0.3 -0.7 -0.7 -0.7 -0.7 LEANHOG 0.4 0.6 -0.1 -0.0 0.1 -0.1 0.1 -0.2 0.0 0.1 -0.2 0.2 -0.3 0.2 0.1 0.4 0.4 0.4 0.4 0.1 -0.0 0.1 -0.4 0.2 0.6 0.0 0.0 -0.0 0.1 -0.1 0.1 1.1 0.0 0.3 0.6 0.3 0.0 -0.2 0.2 0.1 LIVECOW 0.6 -0.2 0.0 -0.0 0.1 -0.1 0.1 -0.2 0.0 0.2 0.2 0.2 0.3 0.1 0.0 -0.0 0.2 0.1 0.2 0.1 0.1 0.2 0.2 0.2 -2.2 0.0 0.1 0.0 0.1 0.1 0.1 0.9 0.5 0.6 -0.4 0.6 -0.0 0.7 0.3 0.7 LUMBER-new 0.1 0.2 -0.0 -0.0 0.0 -0.1 0.1 -0.1 0.0 0.1 -0.3 0.1 -0.4 0.0 0.0 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 0.1 -0.3 0.0 NaN 0.0 0.0 -0.1 0.1 -0.2 0.0 -1.2 0.1 0.2 0.3 0.4 0.1 -0.0 0.3 0.1 MILK 0.1 0.5 0.6 -0.0 0.0 -0.1 0.1 -0.1 0.0 -0.1 0.3 0.0 0.3 0.1 0.1 0.4 -0.2 0.4 0.1 0.2 0.2 0.0 0.3 0.1 1.8 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.3 -0.5 0.2 0.6 0.6 0.0 -0.7 0.2 -0.7 MXP 0.4 -0.2 -0.6 0.0 0.0 0.0 0.0 0.0 0.0 -0.1 -0.2 0.0 -0.2 -0.0 -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 -0.1 -0.0 1.1 -0.2 -0.1 -0.6 -0.6 0.4 0.4 0.6 0.7 NASDAQ_micro 0.3 0.1 -0.6 0.0 0.0 0.1 0.0 0.2 0.0 0.1 0.1 0.1 0.3 0.1 0.0 -0.1 -0.2 -0.2 -0.2 0.0 0.1 0.1 0.3 0.1 -2.5 0.0 0.0 0.1 0.1 0.2 0.0 -0.3 0.0 0.5 0.3 0.1 0.1 0.1 -0.3 -0.0 NIKKEI -0.0 -0.0 -0.6 0.0 0.0 0.0 0.0 0.1 0.0 0.1 0.0 0.0 0.1 0.0 0.0 0.0 0.2 0.1 0.1 -0.0 -0.0 0.1 0.1 0.0 -0.8 -0.0 0.0 -0.0 0.0 0.0 0.0 1.1 0.1 -0.0 -0.5 -0.4 0.4 0.1 0.3 0.0 NZD 0.0 0.5 0.1 0.0 0.0 0.1 0.0 0.0 0.1 0.1 0.2 0.1 0.1 0.1 0.1 -0.0 0.0 -0.0 -0.0 0.1 0.1 0.1 0.1 0.1 0.0 0.0 0.1 0.1 0.1 0.0 0.1 0.2 0.2 -0.0 0.3 -0.1 0.2 -0.2 0.1 -0.0 OAT 0.0 0.3 0.3 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.1 -0.0 -0.0 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.0 -0.0 -0.0 0.0 0.5 0.0 -0.0 0.1 -0.0 0.0 0.0 0.6 -0.2 -0.1 -0.3 -0.5 -0.4 -0.5 0.1 0.1 OATIES 0.6 0.6 -0.0 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.1 -0.2 0.2 -0.5 0.2 0.0 0.1 0.1 0.1 0.1 0.2 0.0 0.2 -0.2 0.2 -2.7 0.0 0.1 0.0 0.1 -0.1 0.1 0.2 -0.2 0.6 0.6 0.1 0.5 0.0 0.7 0.3 OJ 0.0 0.1 -0.1 -0.0 0.0 -0.1 0.1 -0.1 0.0 -0.1 0.3 0.0 0.5 0.1 0.1 0.3 0.2 0.2 0.2 0.1 0.2 0.0 0.5 0.1 -2.7 0.1 -0.0 0.2 0.0 0.3 0.0 1.0 -0.4 0.3 0.6 0.6 0.4 0.5 0.7 0.7 PALLAD 0.5 0.6 0.4 0.0 0.0 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 -0.2 0.1 0.0 -0.0 -0.0 -0.0 -0.0 0.1 0.0 0.0 -0.1 0.1 1.9 0.0 -0.0 0.0 0.0 -0.0 0.0 0.3 -0.3 0.0 0.1 0.3 -0.7 -0.7 -0.7 -0.7 PLAT 0.5 0.1 -0.2 0.0 0.0 -0.0 0.1 -0.0 0.1 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 -0.0 0.1 0.7 0.0 0.1 -0.0 0.1 -0.0 0.0 0.1 -0.3 -0.1 -0.3 -0.0 -0.1 -0.2 -0.3 0.0 REDWHEAT 0.4 0.3 -0.4 -0.0 0.1 -0.1 0.1 -0.2 0.0 -0.0 -0.4 0.0 -0.7 0.1 -0.1 -0.2 -0.1 -0.2 -0.2 -0.1 -0.2 0.0 -0.5 0.0 -0.7 -0.0 0.0 -0.2 0.0 -0.3 -0.0 -0.8 -0.5 0.3 0.0 -0.6 -0.7 -0.7 -0.7 -0.7 RICE 0.2 -0.0 -0.4 -0.0 0.1 -0.1 0.1 -0.2 0.0 -0.1 0.3 0.0 0.5 0.1 0.0 -0.2 0.4 0.1 0.4 0.0 0.0 -0.1 0.2 0.0 -1.7 0.0 -0.2 0.1 -0.1 0.1 -0.0 1.1 -0.5 -0.1 -0.0 0.6 -0.7 -0.7 -0.7 -0.7 ROBUSTA 0.4 0.5 0.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 0.3 0.1 0.4 0.1 0.1 0.4 0.4 0.4 0.4 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.1 0.0 0.2 0.0 1.1 0.4 0.6 0.6 0.6 0.3 -0.1 0.6 0.1 RUSSELL 0.1 0.1 0.1 0.0 0.0 0.1 0.1 0.2 0.0 0.0 0.1 0.1 0.3 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 -0.1 0.0 0.0 0.1 0.0 0.1 0.0 -0.0 -0.0 0.3 0.1 0.3 0.1 -0.5 -0.3 -0.7 SHATZ 0.1 0.4 0.6 0.0 -0.0 0.1 -0.0 0.0 0.0 0.0 0.1 0.1 -0.1 0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.1 0.1 -0.0 0.1 0.9 0.0 0.0 0.1 0.0 0.0 0.0 -1.1 0.2 0.3 0.1 0.1 -0.7 -0.6 -0.4 -0.3 SILVER-mini 0.6 0.2 -0.1 0.0 0.0 -0.0 0.1 -0.0 0.1 0.1 0.2 0.1 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.2 0.2 0.2 0.3 0.0 0.0 0.0 0.1 0.1 0.1 -0.1 0.2 0.1 0.1 0.1 0.2 -0.1 0.1 0.3 SMI -0.4 -0.1 -0.2 0.0 0.1 0.1 0.1 0.2 0.0 0.1 0.3 -0.0 0.5 0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.1 0.1 0.3 -0.0 1.4 0.0 0.1 0.2 0.0 0.3 0.0 0.5 -0.2 -0.6 0.2 0.2 -0.0 0.0 -0.5 -0.1 SOFR -0.1 0.5 0.6 0.1 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.4 -0.1 0.4 0.1 0.2 0.1 -0.0 0.0 0.0 0.2 0.2 -0.1 0.4 0.1 -1.0 0.1 -0.0 0.2 -0.0 0.2 0.0 0.3 -0.4 -0.4 -0.1 0.1 0.3 -0.4 0.7 0.3 SOYBEAN 0.6 0.1 -0.6 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.2 0.1 -0.4 0.1 -0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.2 0.1 -0.4 0.1 -2.7 -0.0 0.0 -0.1 0.0 -0.2 0.0 -0.2 0.0 0.3 -0.1 -0.5 0.0 -0.5 0.3 -0.4 SOYMEAL 0.5 0.3 -0.3 -0.0 0.0 -0.1 0.1 -0.1 0.0 0.1 -0.2 0.1 -0.4 0.1 -0.0 -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 -0.2 0.0 -0.0 -0.2 0.2 0.1 -0.2 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.5 0.1 0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.2 0.1 -0.3 0.0 -0.1 -0.0 0.0 0.0 0.0 -0.0 -0.1 0.1 -0.2 0.1 -2.4 0.0 0.0 -0.1 0.1 -0.1 0.0 0.0 0.2 0.3 0.1 0.1 -0.1 -0.3 0.2 -0.1 SP400 0.2 0.2 -0.2 0.0 0.1 0.1 0.1 0.2 0.0 0.1 0.2 0.1 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 -1.5 0.1 0.0 0.1 0.1 0.2 0.1 0.0 0.2 0.4 0.3 0.2 0.2 -0.2 -0.2 -0.7 SP500_micro 0.3 0.4 -0.5 0.0 0.1 0.1 0.1 0.2 0.0 0.1 0.3 0.2 0.5 0.2 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.2 0.5 0.2 -2.6 0.1 0.0 0.1 0.1 0.3 0.1 -0.5 0.0 0.6 0.5 0.4 0.2 0.1 -0.3 -0.1 SUGAR11 0.6 0.6 0.3 -0.0 0.0 -0.1 0.1 -0.1 0.0 0.1 -0.1 0.2 -0.3 0.1 0.1 0.4 0.1 0.1 0.1 0.2 0.0 0.2 -0.1 0.2 -2.7 0.0 0.1 0.0 0.1 -0.0 0.1 0.4 0.5 0.6 0.6 0.6 -0.4 0.4 -0.3 0.5 US10 0.0 0.5 0.6 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.3 0.0 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.2 -0.0 0.2 0.1 0.3 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.3 -0.1 -0.2 -0.0 0.0 0.1 -0.7 0.7 0.2 US10U 0.0 0.5 0.6 0.1 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.4 -0.0 0.2 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 -0.1 0.2 0.1 -0.1 0.1 -0.1 0.2 -0.0 0.1 0.0 -0.0 -0.2 -0.4 -0.2 -0.1 0.2 -0.6 0.7 0.6 US2 0.3 0.6 0.6 0.0 -0.0 0.1 -0.0 0.0 0.0 -0.0 0.2 0.1 0.0 0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.2 0.1 0.0 0.1 0.1 1.7 0.0 0.0 0.1 0.0 0.0 0.0 -1.1 0.2 0.2 0.3 0.3 0.0 -0.7 0.2 -0.4 US20 -0.1 0.4 0.6 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.3 -0.0 0.2 0.0 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.1 -0.1 0.1 0.0 -0.4 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.2 -0.2 -0.4 -0.2 -0.1 0.2 -0.3 0.7 0.7 US30 -0.1 0.4 0.5 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.3 -0.1 0.1 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.1 0.1 0.0 -0.3 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.2 -0.2 -0.5 -0.3 -0.3 0.1 -0.3 0.7 0.7 US5 0.1 0.5 0.6 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.3 0.0 0.1 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.2 -0.0 0.2 0.1 0.9 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.7 -0.1 -0.1 0.1 0.2 0.2 -0.7 0.7 -0.0 VIX -0.1 -0.0 1.0 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.4 -0.1 -0.1 0.1 -0.6 -0.4 -0.6 0.0 -0.0 -0.0 -0.2 -0.0 NaN 0.0 -0.0 0.0 -0.0 -0.1 -0.0 NaN NaN NaN NaN NaN -0.7 -1.1 NaN NaN WHEAT 0.6 0.3 -0.5 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.0 -0.3 0.1 -0.6 0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.0 -0.1 0.1 -0.5 0.1 0.5 -0.0 0.0 -0.1 0.0 -0.2 0.0 -1.1 -0.3 0.5 0.2 -0.6 -0.7 -0.7 -0.7 -0.6 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.1 11.0 5.2 4.9 4.0 2.8 5.5 1.4 5.9 14.1 11.0 15.0 1.6 15.6 13.5 0.0 -2.2 -1.0 -1.6 9.9 6.2 18.3 2.4 14.3 2.3 4.6 8.5 2.8 8.3 1.4 6.6 -0.0 14.4 -1.7 3.6 -0.4 12.3 -5.6 18.5 -0.2 BITCOIN 8.9 -3.6 -18.1 2.9 7.4 -0.7 8.6 -1.3 7.2 17.4 -2.3 17.6 7.8 7.5 -5.2 -5.8 -6.7 -5.8 -6.3 -1.4 -2.0 19.0 7.5 9.3 -20.0 -1.4 9.1 -0.4 8.6 6.9 3.8 -2.0 -3.8 -20.0 -20.0 -4.4 -2.7 -3.3 -3.7 1.3 BOBL 3.9 8.7 18.1 3.2 -1.3 3.0 -0.3 1.5 1.5 2.2 4.6 5.7 -1.8 6.5 9.5 12.3 -11.6 -5.3 -10.4 8.9 6.7 4.3 0.9 6.8 4.4 3.6 1.0 2.9 1.7 1.1 2.7 -13.6 7.5 5.7 -2.6 -1.8 -20.0 -19.7 -5.5 -5.7 BTP 8.6 8.1 9.9 5.8 -2.3 5.6 -0.6 2.7 2.8 13.0 17.7 16.9 17.7 17.5 20.0 6.7 4.3 4.4 3.7 17.9 15.7 13.0 13.4 16.6 -20.0 7.2 4.5 6.2 5.4 5.4 6.9 12.7 20.0 16.4 -6.4 -13.2 -20.0 -13.7 -0.9 7.5 BUND 2.7 6.8 14.0 3.9 -1.6 3.7 -0.4 1.8 1.9 0.5 6.6 5.1 1.2 6.4 11.2 -18.9 -2.3 -9.1 -5.1 8.8 7.7 1.8 2.1 5.4 1.4 4.1 0.1 3.9 0.8 2.2 2.4 0.1 5.3 1.4 -8.1 -6.9 -20.0 -18.3 -4.4 -4.0 BUXL -1.0 3.8 8.8 4.5 -1.8 4.4 -0.5 2.1 2.2 -8.2 5.4 -1.4 1.0 1.5 9.9 -0.5 -2.0 -0.9 -1.7 4.6 4.7 -5.0 -0.4 -0.4 -2.8 2.6 -2.6 3.5 -3.2 2.1 -0.6 2.7 -2.6 -7.5 -16.6 -15.8 -20.0 -20.0 -6.3 -5.7 CAC 4.5 8.5 -17.1 3.4 7.8 4.7 7.0 7.0 4.8 14.8 -8.0 9.1 1.0 10.4 -5.9 -6.5 -2.8 -5.8 -4.2 -2.8 -6.9 16.1 -1.7 6.2 -8.0 -1.5 15.2 -3.1 8.9 0.3 3.4 4.7 9.6 -4.7 -0.1 -20.0 11.8 5.7 -0.8 1.1 CAD -4.0 15.3 7.3 6.6 5.3 3.7 7.4 1.9 7.9 12.2 2.4 6.4 -12.7 14.7 13.1 -4.2 -3.6 -4.4 -4.1 9.4 3.5 14.2 -3.6 10.9 -1.5 5.3 9.7 2.3 7.9 -1.0 6.1 -3.3 -2.4 -15.9 4.0 -3.0 12.2 -7.4 6.2 -2.9 CANOLA 7.1 -1.4 0.1 -0.8 2.5 -1.8 2.7 -1.6 1.2 5.1 -4.5 3.8 -6.4 0.8 -3.6 -12.5 -10.9 -12.5 -12.7 -2.8 -4.8 5.9 -5.8 1.5 -13.2 -0.0 3.0 -1.8 3.2 -3.3 1.9 -20.0 4.6 3.9 2.1 -1.5 -3.8 -11.2 4.2 -6.5 CHF -8.7 14.4 20.0 4.3 3.5 2.4 4.8 1.2 5.2 -0.3 8.4 -5.1 -1.1 9.2 12.7 -13.9 -16.1 -14.9 -15.5 13.7 12.0 0.6 4.2 6.3 4.2 4.8 0.1 4.5 0.1 2.0 2.0 -20.0 -13.7 -14.1 8.3 20.0 -3.9 -11.0 -12.1 -11.9 COCOA 2.0 8.4 11.8 -0.8 2.4 -1.7 2.6 -1.5 1.1 6.4 2.0 4.5 3.3 2.5 -1.2 20.0 20.0 20.0 20.0 2.6 5.4 5.7 11.3 3.5 -20.0 2.3 4.2 4.6 3.1 9.7 2.5 20.0 2.8 3.4 8.9 9.6 20.0 11.3 20.0 16.3 COFFEE 6.2 6.3 4.7 -2.0 6.3 -4.4 6.6 -4.0 2.9 16.3 17.0 16.8 16.5 16.3 16.3 3.7 5.9 4.0 4.9 17.9 18.3 20.0 17.8 19.9 -20.0 6.2 8.2 6.5 7.6 7.2 7.0 7.9 20.0 18.7 20.0 20.0 -2.8 -8.8 6.7 -2.4 COPPER 20.0 6.2 -13.6 2.1 5.3 -0.5 6.1 -0.9 5.2 12.3 -3.6 13.3 -0.9 11.8 -2.1 -3.8 -3.0 -3.2 -2.8 3.7 -0.3 20.0 2.6 15.4 -17.0 2.5 10.9 0.7 9.0 1.3 6.2 4.5 20.0 12.9 4.4 -3.3 20.0 8.9 20.0 20.0 CORN 14.5 6.6 -19.3 -2.1 6.6 -4.6 6.9 -4.2 3.0 13.4 -14.8 12.1 -18.6 11.4 -12.0 -14.7 -15.8 -19.0 -18.7 -7.5 -20.0 6.1 -20.0 4.3 -11.9 -4.4 2.3 -9.2 2.3 -11.2 0.5 -20.0 -9.7 8.7 -0.3 -16.2 -0.5 -5.0 2.9 -0.2 COTTON2 17.0 20.0 -5.0 -1.6 4.8 -3.4 5.1 -3.1 2.2 7.4 -12.4 11.1 -12.2 10.5 -0.4 -10.4 -3.9 -9.9 -7.2 2.1 -7.9 10.8 -11.9 10.1 -20.0 1.5 2.1 -2.0 5.2 -2.4 4.9 -10.9 6.3 11.4 11.4 7.3 -13.1 -12.0 -4.0 -5.8 CRUDE_W -3.3 -12.7 -15.3 -4.9 -2.5 -4.1 -1.1 -1.7 -3.1 -9.0 -8.8 -2.6 3.8 -6.6 -11.0 12.0 12.7 12.6 12.8 -13.0 -9.8 -4.5 -2.4 -8.5 -1.6 -4.4 -7.4 -5.0 -1.1 -1.9 -1.4 11.3 -0.5 10.0 10.7 3.8 2.1 13.0 2.6 18.3 DAX 2.5 10.2 -11.0 3.2 7.3 4.4 6.6 6.6 4.5 14.7 9.1 13.9 13.8 15.3 12.3 -7.9 -10.2 -8.4 -9.3 8.3 6.3 18.2 9.8 13.4 10.0 3.1 11.5 3.0 8.4 5.9 5.7 -6.6 10.5 2.3 6.8 -15.6 14.0 5.5 3.3 1.7 DOW 6.7 15.4 2.9 2.9 6.6 4.0 6.0 6.0 4.1 13.1 12.6 15.2 14.7 15.8 14.5 -8.6 -10.6 -9.3 -10.0 16.6 14.5 16.3 14.7 18.0 -12.1 5.7 3.0 5.1 4.8 5.3 5.9 -7.6 3.1 20.0 19.3 13.4 10.2 2.1 -4.8 -5.1 DX -0.6 -19.2 -20.0 5.2 4.2 2.9 5.8 1.5 6.2 -9.0 -12.2 -12.4 3.3 -16.6 -17.5 4.8 6.7 5.8 6.3 -20.0 -16.2 -8.8 -5.7 -15.1 -20.0 -6.5 -1.7 -5.2 -2.6 -1.9 -4.7 14.6 -20.0 -16.7 -20.0 -20.0 -1.6 6.3 -2.8 9.1 EUR -2.7 11.3 12.7 5.8 4.7 3.2 6.5 1.7 7.0 15.3 11.8 13.8 -1.8 14.2 15.6 -5.5 -7.0 -6.4 -6.7 13.5 11.0 9.8 4.6 11.2 20.0 6.8 4.5 5.9 4.6 3.3 5.5 -8.5 -2.3 -10.0 5.5 7.4 0.5 -19.7 -5.2 -20.0 EURIBOR-ICE 3.4 12.3 20.0 2.7 -1.1 2.6 -0.3 1.2 1.3 3.7 6.2 6.2 4.5 7.1 9.0 4.4 -2.4 1.5 -0.6 11.8 9.9 6.1 5.6 9.3 12.1 3.3 1.2 2.8 1.8 1.7 2.7 3.3 7.6 10.3 3.4 3.5 -19.0 -20.0 1.2 2.9 EUROSTX 1.6 4.8 -17.8 3.0 6.8 4.2 6.2 6.1 4.2 13.8 2.5 9.6 10.5 10.2 2.0 -4.0 -3.1 -4.4 -4.2 0.9 0.1 15.4 6.0 7.3 -2.2 0.1 13.3 0.5 8.3 4.8 3.6 4.1 9.7 -3.5 0.2 -20.0 6.7 1.3 -17.3 -5.3 FEEDCOW 20.0 -14.0 -20.0 -2.2 6.7 -4.7 7.1 -4.3 3.1 17.9 -13.1 19.2 -12.6 -1.6 -11.0 20.0 -12.7 13.5 1.2 -16.3 -20.0 20.0 -17.4 6.5 -7.8 -4.1 4.8 -5.8 5.0 -3.7 1.0 -12.9 19.0 13.3 -20.0 -18.8 6.4 20.0 16.0 20.0 GASOIL -4.9 -16.2 -18.5 -4.6 -2.3 -3.8 -1.0 -1.6 -2.9 1.8 -12.9 -4.2 1.7 -9.8 -13.8 3.7 8.6 2.5 3.8 -18.0 -14.8 -3.3 -5.5 -12.2 3.6 -5.5 -1.3 -4.6 -1.1 -2.0 -3.7 0.1 -0.5 -6.8 -9.1 -3.3 -3.5 -10.9 -5.1 -19.1 GASOLINE -0.8 -14.0 -15.1 -5.0 -2.6 -4.2 -1.1 -1.8 -3.2 -4.7 -9.6 0.7 2.0 -7.2 -11.2 13.1 20.0 20.0 20.0 -13.1 -10.5 -1.5 -1.8 -7.0 -20.0 -3.7 -5.1 -4.3 0.8 -0.8 -0.1 20.0 5.6 18.3 11.1 7.4 9.4 16.6 15.5 20.0 GAS_US_mini 14.7 6.2 -7.0 -6.2 -3.1 -5.2 -1.3 -2.1 -3.9 6.8 -18.6 12.4 -20.0 7.6 -17.1 -20.0 -20.0 -20.0 -20.0 -4.8 -14.4 13.1 -20.0 6.9 20.0 -1.7 4.7 -5.7 8.4 -9.6 4.3 -20.0 12.3 20.0 20.0 7.0 -6.7 -17.6 -5.4 -20.0 GBP 2.7 14.1 10.8 6.2 5.0 3.5 6.9 1.8 7.4 18.2 19.7 19.6 15.4 20.0 20.0 1.1 -0.5 0.2 -0.2 20.0 19.4 20.0 13.7 20.0 -1.9 8.1 7.8 6.8 8.8 5.1 8.6 2.7 20.0 7.9 9.4 19.5 7.3 -20.0 9.3 -19.7 GOLD_micro 17.6 18.0 13.9 2.8 7.0 -0.7 8.1 -1.3 6.9 17.3 19.3 18.9 18.3 19.3 18.9 -12.5 -13.2 -12.4 -12.5 20.0 20.0 20.0 20.0 20.0 -10.6 6.5 8.9 5.4 9.3 5.4 8.3 -12.7 20.0 15.1 20.0 20.0 15.2 -2.2 13.0 3.2 HEATOIL -6.3 -16.7 -16.5 -5.0 -2.5 -4.2 -1.1 -1.7 -3.1 0.8 -15.1 -6.4 -4.1 -11.8 -15.3 -5.9 4.5 -5.6 -2.6 -20.0 -17.8 -3.3 -9.1 -13.2 -20.0 -6.0 -1.6 -6.4 -0.3 -3.5 -2.9 -8.9 0.7 6.8 -0.1 -0.7 -6.9 4.9 -12.7 3.7 JGB-SGX-mini 8.8 14.9 13.5 2.4 -1.0 2.3 -0.3 1.1 1.1 6.6 4.2 7.8 2.1 6.7 6.4 9.8 16.3 13.0 14.7 7.8 5.2 5.9 2.1 7.3 -8.5 2.6 1.2 1.6 1.8 0.2 2.3 20.0 13.6 3.5 6.5 -2.8 -9.8 -5.7 -10.3 3.3 JPY -2.3 19.1 20.0 2.5 2.0 1.4 2.8 0.7 3.0 -8.1 4.9 -1.9 -3.7 3.7 7.6 -10.6 -14.8 -12.0 -13.2 8.9 6.2 -4.8 -2.2 3.1 20.0 2.5 -2.3 1.7 -1.3 -0.6 0.8 -20.0 -20.0 -5.4 6.0 9.7 -20.0 -20.0 -20.0 -20.0 LEANHOG 11.4 20.0 -3.0 -2.4 7.4 -5.2 7.8 -4.7 3.4 11.7 -5.9 16.8 -7.7 20.0 12.8 20.0 20.0 20.0 20.0 12.7 -3.1 14.7 -13.3 19.9 4.9 4.0 0.9 -1.0 5.5 -3.7 6.8 20.0 1.8 9.2 20.0 10.5 0.6 -5.0 5.7 3.6 LIVECOW 17.1 -6.1 0.5 -2.5 7.6 -5.3 8.1 -4.9 3.5 20.0 7.0 20.0 8.0 9.8 0.8 -1.8 9.6 7.3 10.6 7.8 5.1 20.0 7.3 20.0 -16.2 1.3 11.0 1.1 11.7 3.4 6.4 16.7 20.0 20.0 -12.3 20.0 -0.4 20.0 8.3 20.0 LUMBER-new 3.3 6.2 -0.4 -1.4 4.4 -3.1 4.6 -2.7 2.0 5.7 -8.3 5.7 -9.3 0.5 1.1 -19.0 -18.0 -18.6 -18.2 -1.0 -5.8 6.2 -8.5 2.7 NaN 0.5 4.2 -3.2 4.8 -5.5 2.8 -20.0 2.6 5.7 7.3 10.0 2.1 -1.1 6.6 1.8 MILK 1.8 14.8 20.0 -1.5 4.5 -3.2 4.8 -2.9 2.1 -9.1 12.4 0.1 7.7 9.6 10.9 20.0 -8.8 20.0 6.6 17.5 17.5 0.4 9.5 10.5 13.8 4.5 -1.3 4.6 -0.1 2.3 2.6 -6.5 -20.0 7.2 20.0 20.0 0.2 -20.0 7.4 -20.0 MXP 12.8 -5.9 -19.5 2.8 2.2 1.6 3.1 0.8 3.3 -7.4 -8.1 2.2 -4.7 -2.3 -7.2 9.6 13.7 10.3 11.5 -7.8 -10.0 -0.9 -5.1 -2.1 -20.0 -2.8 -1.8 -3.6 -0.3 -1.7 -0.7 20.0 -9.7 -2.8 -20.0 -20.0 13.1 12.7 17.4 19.5 NASDAQ_micro 9.6 4.2 -20.0 2.1 4.7 2.9 4.2 4.2 2.9 10.6 3.1 11.2 7.9 9.6 1.8 -6.7 -9.7 -7.7 -8.8 4.3 4.9 14.1 9.7 9.3 -19.1 2.7 4.6 3.0 5.0 5.2 4.1 -5.7 0.8 14.1 8.9 4.5 2.3 3.9 -9.4 -0.2 NIKKEI -0.1 -1.2 -20.0 1.3 3.0 1.8 2.7 2.7 1.8 6.4 1.1 3.8 3.0 4.6 0.8 2.1 8.7 5.4 7.1 -0.9 -0.7 6.7 2.2 2.2 -6.2 -1.4 3.0 -1.0 1.8 0.9 0.1 20.0 3.3 -0.2 -14.2 -12.5 11.3 1.8 10.4 1.0 NZD 1.1 16.6 4.1 4.0 3.2 2.2 4.5 1.2 4.8 9.9 8.2 10.2 1.8 12.9 11.8 -0.1 0.1 -0.1 -0.0 9.7 5.7 13.5 1.9 12.0 0.2 4.0 5.9 2.3 5.7 0.9 5.1 3.3 7.8 -1.4 9.6 -1.8 4.6 -5.9 2.8 -0.5 OAT 0.6 9.1 10.1 4.0 -1.6 3.9 -0.4 1.9 2.0 -10.0 2.2 -2.9 -1.0 1.3 10.2 6.2 4.0 3.9 3.3 6.0 4.3 -5.3 -0.5 1.3 3.6 3.0 -3.8 2.6 -2.9 1.1 0.5 12.2 -7.9 -3.5 -10.7 -16.5 -12.5 -15.0 2.5 2.1 OATIES 20.0 20.0 -0.9 -1.8 5.6 -3.9 5.9 -3.5 2.6 13.2 -6.1 14.2 -13.1 14.0 3.0 2.5 2.5 4.0 4.0 14.8 0.6 19.4 -8.8 20.0 -20.0 3.5 6.5 0.3 5.1 -1.6 5.2 3.9 -8.3 20.0 20.0 1.7 15.7 0.9 20.0 10.5 OJ 0.4 3.6 -2.7 -1.7 5.1 -3.6 5.4 -3.2 2.4 -7.9 13.0 2.0 13.7 9.1 10.6 13.7 12.3 12.2 11.2 13.4 15.8 0.9 18.5 8.5 -20.0 4.8 -2.5 6.0 0.0 8.7 2.9 18.1 -15.5 9.9 20.0 20.0 12.7 14.1 20.0 20.0 PALLAD 16.9 17.3 13.3 1.3 3.4 -0.3 3.9 -0.6 3.3 -5.7 0.4 3.7 -6.0 5.7 4.4 -1.7 -2.0 -1.7 -1.8 5.7 1.3 4.0 -4.2 7.5 14.5 2.2 -0.2 0.5 1.5 -1.2 2.9 6.1 -14.1 0.0 3.1 9.5 -20.0 -20.0 -20.0 -20.0 PLAT 15.8 3.0 -5.2 2.0 5.0 -0.5 5.8 -0.9 4.9 10.1 -5.1 10.5 -4.2 8.7 -2.2 -4.1 -4.4 -4.5 -4.6 1.8 -0.7 10.3 -0.8 7.1 5.2 1.3 6.4 -0.8 5.2 -0.8 4.2 1.5 -13.2 -3.7 -9.1 -1.1 -2.0 -7.1 -8.9 0.7 REDWHEAT 13.7 8.6 -13.7 -2.3 6.9 -4.8 7.3 -4.4 3.2 -2.5 -15.7 0.2 -18.4 6.9 -13.7 -9.7 -6.4 -10.0 -8.8 -5.7 -14.2 2.3 -19.9 1.7 -5.2 -3.6 2.5 -6.5 0.6 -7.8 -0.3 -14.6 -20.0 8.9 1.5 -20.0 -20.0 -20.0 -20.0 -20.0 RICE 6.9 -0.9 -13.5 -2.2 6.9 -4.8 7.3 -4.4 3.2 -16.4 11.1 0.1 13.8 5.6 0.5 -10.6 20.0 6.1 20.0 1.8 2.8 -8.3 8.2 1.6 -12.8 0.6 -19.5 1.9 -7.6 3.7 -1.0 20.0 -20.0 -2.7 -1.4 17.1 -20.0 -20.0 -20.0 -20.0 ROBUSTA 12.9 16.8 5.2 -1.4 4.2 -2.9 4.5 -2.7 2.0 10.8 12.6 11.2 12.4 12.1 12.4 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 4.7 4.0 5.4 3.8 6.6 4.2 20.0 16.3 20.0 20.0 20.0 8.0 -3.7 17.5 3.2 RUSSELL 2.8 4.1 3.3 2.3 5.3 3.2 4.8 4.8 3.2 0.0 4.9 7.2 9.1 6.5 4.0 -4.9 -6.3 -5.4 -5.9 6.0 6.0 6.6 6.2 7.2 -0.7 4.1 0.5 4.2 2.7 4.0 3.9 -0.2 -0.6 8.2 3.2 9.8 1.6 -14.0 -9.4 -20.0 SHATZ 3.3 12.1 20.0 2.4 -1.0 2.3 -0.3 1.1 1.2 2.9 3.7 5.2 -1.7 5.9 7.5 -20.0 -20.0 -20.0 -20.0 9.1 6.3 6.3 -0.2 7.8 6.5 2.9 1.3 2.2 1.9 0.4 2.5 -20.0 10.3 8.8 3.2 4.6 -20.0 -18.3 -13.4 -10.0 SILVER-mini 17.7 6.1 -3.6 2.0 5.0 -0.5 5.8 -0.9 4.9 8.7 6.5 12.1 6.7 11.6 4.9 -6.6 -6.5 -6.3 -6.3 8.1 5.9 17.9 7.1 14.8 2.2 3.0 4.9 1.5 6.1 1.9 5.4 -1.5 10.3 2.3 2.0 4.2 6.7 -2.7 1.6 9.7 SMI -13.9 -2.4 -5.8 2.9 6.5 4.0 5.9 5.9 4.0 13.2 10.1 -4.5 13.1 3.0 3.9 -0.0 0.1 -1.5 -1.4 -0.2 6.5 6.4 11.4 -1.3 10.6 2.4 8.9 6.3 3.0 8.2 0.3 9.3 -7.4 -19.3 5.0 4.7 -0.2 1.1 -14.1 -4.0 SOFR -3.3 16.0 20.0 5.2 -2.1 5.0 -0.6 2.4 2.5 -16.7 15.8 -7.0 10.5 7.3 16.2 3.5 -0.2 1.7 0.5 20.0 20.0 -10.3 13.5 5.8 -7.3 5.2 -5.5 6.8 -4.2 4.8 0.2 6.2 -15.7 -13.6 -3.3 4.2 9.7 -12.5 20.0 9.5 SOYBEAN 20.0 3.6 -17.6 -1.4 4.3 -3.0 4.5 -2.7 2.0 7.2 -9.1 9.8 -10.1 6.2 -6.6 -4.6 1.0 -6.5 -4.2 -5.5 -14.4 10.1 -15.6 5.4 -20.0 -2.4 3.3 -5.0 3.4 -5.0 1.4 -4.6 1.4 10.1 -3.3 -15.2 1.0 -16.5 7.8 -10.8 SOYMEAL 14.2 7.8 -9.5 -1.6 4.9 -3.4 5.1 -3.1 2.3 8.3 -8.8 10.3 -11.7 8.3 -4.6 -6.6 2.9 -3.6 -0.9 -0.3 -8.4 6.4 -12.0 5.9 -20.0 -1.5 3.2 -4.2 3.0 -4.5 1.6 -0.0 -7.9 6.5 2.5 -5.0 -20.0 -20.0 -20.0 -20.0 SOYOIL 14.2 3.8 3.4 -1.0 3.1 -2.1 3.2 -1.9 1.4 5.6 -6.3 5.7 -8.3 3.2 -4.8 -0.0 1.4 1.8 1.2 -1.5 -5.7 11.0 -7.7 5.1 -18.4 0.1 4.5 -1.9 4.8 -2.6 2.7 0.0 10.3 9.4 1.9 2.1 -2.4 -8.9 6.6 -3.3 SP400 4.9 6.2 -4.9 2.7 6.1 3.7 5.5 5.5 3.7 9.3 7.6 11.9 11.8 11.0 6.8 -5.8 -5.9 -5.9 -5.9 7.3 6.4 12.7 8.5 11.2 -11.1 4.8 2.5 4.5 4.8 4.9 5.4 0.2 7.8 13.2 8.4 6.2 5.4 -6.2 -7.0 -20.0 SP500_micro 8.7 11.2 -16.6 2.8 6.3 3.8 5.7 5.7 3.9 13.8 12.3 15.2 14.4 14.9 12.1 -8.6 -11.7 -9.9 -11.0 12.6 13.7 17.9 18.2 16.1 -19.3 4.9 4.1 5.4 5.7 7.2 5.8 -9.3 1.5 19.8 16.6 12.2 6.7 3.2 -8.3 -2.0 SUGAR11 20.0 20.0 9.4 -1.6 4.9 -3.5 5.2 -3.1 2.3 12.6 -2.9 14.0 -9.1 12.9 7.6 18.2 7.2 5.7 4.1 16.8 2.6 20.0 -4.3 20.0 -20.0 3.5 5.8 0.5 7.7 -1.0 6.4 7.6 20.0 20.0 20.0 20.0 -12.8 11.1 -10.0 14.5 US10 0.8 15.3 20.0 4.0 -1.6 3.8 -0.4 1.8 1.9 -12.6 11.6 1.1 4.7 7.2 12.6 -6.7 -7.4 -7.0 -7.1 15.8 15.9 -4.5 6.2 6.2 2.3 4.2 -3.6 5.1 -2.2 3.1 0.9 -6.3 -3.9 -6.9 -1.0 1.5 4.1 -20.0 20.0 6.8 US10U 0.3 14.3 20.0 5.2 -2.1 5.0 -0.5 2.4 2.5 -16.6 14.6 -0.5 4.2 8.2 15.8 -4.4 -3.3 -4.3 -4.0 18.1 18.1 -7.6 6.1 6.1 -1.1 5.1 -5.7 6.4 -4.0 3.9 0.4 -0.2 -7.5 -11.6 -4.8 -2.5 4.7 -17.6 20.0 17.7 US2 9.7 20.0 20.0 2.7 -1.0 2.6 -0.1 1.2 1.5 -2.1 6.7 6.7 0.7 8.5 9.4 -20.0 -20.0 -20.0 -20.0 15.1 12.0 4.7 2.3 10.8 12.9 3.3 0.0 3.0 0.8 1.2 2.1 -20.0 7.2 5.4 10.5 8.1 0.3 -20.0 5.4 -12.6 US20 -1.7 13.2 19.7 3.9 -1.6 3.8 -0.4 1.8 1.9 -11.5 10.7 -3.0 5.2 4.6 11.0 -2.1 -1.0 -1.5 -1.2 11.9 12.8 -7.9 5.2 2.6 -3.3 3.3 -4.9 5.0 -4.0 3.5 -0.5 4.3 -8.5 -11.8 -5.8 -3.8 5.7 -10.2 20.0 20.0 US30 -2.4 11.2 16.2 4.3 -1.8 4.2 -0.5 2.0 2.1 -12.2 10.9 -5.2 3.0 3.8 11.4 -7.3 -5.4 -6.1 -5.5 10.3 10.9 -9.4 3.0 1.1 -2.2 3.2 -6.0 5.0 -5.3 3.3 -1.3 -3.2 -9.5 -14.4 -9.1 -8.3 2.2 -9.3 20.0 20.0 US5 2.1 16.7 20.0 3.9 -1.6 3.8 -0.4 1.8 1.9 -12.0 11.2 2.3 3.6 8.1 12.7 -10.1 -10.9 -11.0 -10.9 17.3 16.6 -3.1 5.9 7.9 7.1 4.4 -3.2 4.8 -1.5 2.7 1.5 -12.6 -2.7 -3.3 2.8 5.0 5.5 -20.0 20.0 -0.0 VIX -1.4 -0.4 20.0 0.9 -0.5 0.5 -0.9 -1.5 -0.3 -6.4 -5.0 -3.8 -6.9 -6.5 -4.9 4.3 -20.0 -11.9 -20.0 0.4 -0.4 -2.1 -4.2 -1.0 NaN 0.9 -0.5 0.5 -1.0 -1.8 -0.4 NaN NaN NaN NaN NaN -12.7 -20.0 NaN NaN WHEAT 19.8 10.4 -14.8 -2.1 6.4 -4.4 6.7 -4.1 3.0 2.2 -12.9 9.4 -15.5 11.2 -10.1 -13.0 -15.0 -15.1 -15.4 -1.9 -11.6 8.6 -16.8 7.8 3.9 -1.8 3.8 -5.0 3.6 -5.9 2.4 -20.0 -11.6 16.9 7.0 -19.2 -20.0 -20.0 -20.0 -17.5 End of report for caleb_strategy_v3