******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20241022_203928 produced at 2024-10-22 21:37:59.017014 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 SOFR False True 0.09 0.00 -0.56 0.0 0.00 0.00 0.00 0.00 -6.60 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False False 0.03 -0.03 -0.13 0.0 0.54 -0.54 -0.03 -0.03 -3.77 16.0 -1 -1 caleb_strategy_v3 CAD False False 0.03 -0.08 -0.13 0.0 0.74 -0.74 -0.08 -0.08 -5.26 29.0 -3 -3 caleb_strategy_v3 US2 False True 0.07 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -1.54 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.05 -0.09 0.0 999.00 -999.00 -0.05 -0.05 -13.40 999999999.0 -7 -7 caleb_strategy_v3 EUR False False 0.05 -0.10 -0.08 0.0 0.67 -0.67 -0.10 -0.10 -1.70 14.0 -2 -2 caleb_strategy_v3 CHF False False 0.05 -0.10 -0.08 0.0 0.67 -0.67 -0.10 -0.10 -1.58 13.0 -2 -2 caleb_strategy_v3 MXP False False 0.01 -0.04 -0.08 0.0 0.53 -0.53 -0.04 -0.04 -9.37 60.0 -5 -5 caleb_strategy_v3 CORN False False 0.01 -0.05 -0.07 0.0 0.09 -0.09 -0.05 -0.05 -8.80 12.0 -6 -7 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.04 -0.07 0.0 0.00 -0.04 -0.04 -0.04 -28.75 26.0 -16 -16 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -1.82 24.0 0 0 caleb_strategy_v3 RICE False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -3.40 4.0 0 0 caleb_strategy_v3 US5 False False 0.04 -0.04 -0.04 0.0 0.95 -0.95 -0.04 -0.04 -1.03 25.0 -1 -1 caleb_strategy_v3 JPY False False 0.03 0.00 -0.03 0.0 0.50 -0.50 0.00 -0.03 -1.16 17.0 0 -1 caleb_strategy_v3 US10U False False 0.04 0.00 -0.03 0.0 0.53 -0.53 0.00 0.00 -0.62 13.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.05 -0.03 0.0 0.14 -0.14 -0.05 -0.05 -2.67 11.0 -4 -4 caleb_strategy_v3 US10 False False 0.04 0.00 -0.03 0.0 0.67 -0.67 0.00 0.00 -0.73 17.0 0 0 caleb_strategy_v3 CAC True False 0.03 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -1.00 12.0 0 0 caleb_strategy_v3 HEATOIL False False 0.03 -0.03 -0.03 0.0 0.10 -0.10 -0.03 -0.03 -0.91 3.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.56 8.0 0 0 caleb_strategy_v3 GASOIL False False 0.02 -0.02 -0.02 0.0 0.10 -0.10 -0.02 -0.02 -0.69 4.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.02 0.0 0.10 -0.10 -0.03 -0.03 -1.67 9.0 -3 -3 caleb_strategy_v3 SOYBEAN False False 0.02 -0.06 -0.02 0.0 0.13 -0.13 -0.06 -0.06 -1.35 7.0 -3 -3 caleb_strategy_v3 SOYMEAL False False 0.01 -0.02 -0.02 0.0 0.10 -0.10 -0.02 -0.02 -1.46 9.0 -2 -2 caleb_strategy_v3 CANOLA False False 0.00 -0.01 -0.02 0.0 0.17 -0.17 -0.01 -0.01 -5.96 51.0 -2 -2 caleb_strategy_v3 BUND False False 0.05 0.00 -0.02 0.0 0.51 -0.51 0.00 0.00 -0.33 10.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.00 -0.01 0.0 0.45 -0.45 0.00 0.00 -0.68 21.0 0 0 caleb_strategy_v3 GBP False False 0.03 0.00 -0.01 0.0 0.63 -0.63 0.00 0.00 -0.20 22.0 0 0 caleb_strategy_v3 US20 False True 0.04 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.31 9.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.00 -0.01 0.0 0.20 -0.20 0.00 0.00 -0.15 4.0 0 0 caleb_strategy_v3 US30 False False 0.04 -0.04 -0.01 0.0 0.27 -0.27 -0.04 -0.04 -0.27 6.0 -1 -1 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -4.38 59.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 0.00 -0.01 0.0 0.38 -0.38 0.00 0.00 -0.37 20.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.02 0.00 0.0 0.14 -0.14 0.02 0.02 0.39 18.0 3 3 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.36 -0.36 0.00 0.00 0.17 23.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 0.00 -0.00 0.0 0.09 -0.09 0.00 0.00 -0.44 10.0 0 0 caleb_strategy_v3 AUD False False 0.02 0.00 0.00 0.0 0.45 -0.45 0.00 0.00 0.11 19.0 0 0 caleb_strategy_v3 BOBL False False 0.05 0.00 -0.00 0.0 0.87 -0.87 0.00 0.00 -0.03 19.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 -0.01 -0.00 0.0 0.02 -0.02 -0.01 -0.01 -0.81 3.0 -2 -2 caleb_strategy_v3 COFFEE False False 0.03 0.00 -0.00 0.0 0.20 -0.20 0.00 0.00 -0.05 6.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 -0.01 -0.00 0.0 0.33 -0.33 -0.01 -0.01 -0.04 23.0 -1 -1 caleb_strategy_v3 COPPER False False 0.04 0.04 -0.00 0.0 999.00 -999.00 0.04 0.04 -0.02 999999999.0 1 1 caleb_strategy_v3 COCOA False False 0.02 0.02 0.01 0.0 0.60 -0.60 0.02 0.02 0.60 26.0 1 1 caleb_strategy_v3 MILK False True 0.01 0.01 0.01 0.0 0.01 0.00 0.01 0.01 0.94 5.0 1 1 caleb_strategy_v3 OATIES False True 0.01 0.00 0.01 0.0 0.00 0.00 0.00 0.00 1.77 2.0 0 0 caleb_strategy_v3 PALLAD False False 0.04 0.00 0.01 0.0 0.08 -0.08 0.00 0.00 0.16 2.0 0 0 caleb_strategy_v3 PLAT False False 0.02 0.00 0.01 0.0 0.18 -0.18 0.00 0.00 0.36 10.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.02 0.00 0.01 0.0 0.12 -0.12 0.00 0.00 0.45 5.0 0 0 caleb_strategy_v3 GASOLINE False False 0.03 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.35 999999999.0 0 0 caleb_strategy_v3 OJ False False 0.03 0.03 0.02 0.0 0.08 -0.08 0.03 0.03 0.73 3.0 1 1 caleb_strategy_v3 RUSSELL False False 0.00 0.00 0.02 0.0 0.27 -0.27 0.00 0.00 4.75 68.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.04 0.13 0.03 0.0 0.35 -0.35 0.13 0.13 0.65 8.0 3 3 caleb_strategy_v3 SILVER-mini False False 0.03 0.00 0.03 0.0 999.00 -999.00 0.00 0.03 1.00 999999999.0 0 1 caleb_strategy_v3 SP400 False False 0.11 0.22 0.03 0.0 0.22 -0.22 0.22 0.22 0.29 2.0 2 2 caleb_strategy_v3 SP500_micro False False 0.01 0.00 0.04 0.0 0.50 -0.50 0.00 0.00 3.52 48.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.05 0.04 0.0 0.32 -0.32 0.05 0.05 4.92 36.0 6 6 caleb_strategy_v3 DX False False 0.04 0.00 0.04 0.0 999.00 -999.00 0.00 0.00 1.15 999999999.0 0 0 caleb_strategy_v3 OAT False False 0.05 0.14 0.04 0.0 0.48 -0.48 0.14 0.14 0.83 10.0 3 3 caleb_strategy_v3 BTP False False 0.05 0.05 0.05 0.0 0.46 -0.46 0.05 0.05 1.02 10.0 1 1 caleb_strategy_v3 DOW False False 0.01 0.00 0.05 0.0 0.50 -0.50 0.00 0.00 6.37 66.0 0 0 caleb_strategy_v3 SMI False True 0.05 0.00 0.06 0.0 0.00 0.00 0.00 0.00 1.27 9.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.07 0.10 0.0 0.43 -0.43 0.07 0.08 14.01 58.0 9 11 caleb_strategy_v3 GOLD_micro False False 0.01 0.06 0.10 0.0 0.55 -0.55 0.06 0.05 10.25 56.0 6 5 caleb_strategy_v3 LIVECOW False False 0.03 0.03 0.11 0.0 0.45 -0.45 0.03 0.03 4.06 17.0 1 1 caleb_strategy_v3 LEANHOG False False 0.01 0.08 0.12 0.0 0.15 -0.15 0.08 0.08 10.15 13.0 7 7 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 0.81 0.0 0.94 -0.94 0.00 0.00 8.65 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 8.7 Shocked risk 23.6 Sum abs risk 34.4 Leverage 3.74 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2825469.49, 'annual_cash_vol_target': 706367.3725, 'daily_cash_vol_target': 44147.96078125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0040 0.6686 0.5948 9.5175 BITCOIN 1529.3233 68170.0000 2.2434 35.8943 BOBL 0.2575 118.9300 0.2165 3.4637 BTP 0.5749 120.5800 0.4767 7.6279 BUND 0.4991 132.8700 0.3756 6.0097 BUXL 1.2464 131.6200 0.9470 15.1515 CAC 64.4297 7562.0000 0.8520 13.6323 CAD 0.0025 0.7248 0.3468 5.5482 CANOLA 8.1200 644.4000 1.2601 20.1613 CHF 0.0050 1.1624 0.4324 6.9182 COCOA 151.2049 6539.0000 2.3124 36.9977 COFFEE 4.6797 247.9000 1.8878 30.2040 COPPER 0.0566 4.3830 1.2911 20.6575 CORN 4.3801 441.5000 0.9921 15.8736 COTTON2 0.9550 74.0800 1.2891 20.6263 CRUDE_W 1.1933 68.6900 1.7372 27.7949 DAX 136.1777 19567.0000 0.6960 11.1353 DOW 253.0104 43188.0000 0.5858 9.3734 DX 0.3563 103.8850 0.3429 5.4870 EUR 0.0042 1.0826 0.3906 6.2502 EURIBOR-ICE 0.0466 97.9250 0.0476 0.7618 EUROSTX 43.8871 4957.0000 0.8854 14.1657 FEEDCOW 1.6206 246.0000 0.6588 10.5405 GASOIL 12.8379 674.2500 1.9040 30.4644 GASOLINE 0.0410 2.0224 2.0281 32.4498 GAS_US_mini 0.0859 2.9050 2.9584 47.3339 GBP 0.0062 1.2980 0.4768 7.6293 GOLD_micro 16.5203 2759.2000 0.5987 9.5797 HEATOIL 0.0436 2.2598 1.9293 30.8694 JGB-SGX-mini 0.2218 143.7900 0.1543 2.4685 JPY 0.0000 0.0067 0.7419 11.8708 LEANHOG 0.9828 82.5500 1.1905 19.0483 LIVECOW 1.0442 188.0750 0.5552 8.8833 LUMBER-new 7.3129 550.0000 1.3296 21.2739 MILK 0.2845 20.4600 1.3908 22.2520 MXP 0.0004 0.0497 0.8313 13.3009 NASDAQ_micro 159.5955 20518.7500 0.7778 12.4448 NIKKEI 541.6347 38310.0000 1.4138 22.6211 NZD 0.0040 0.6047 0.6622 10.5947 OAT 0.5092 125.5400 0.4056 6.4902 OATIES 5.4208 380.2500 1.4256 22.8095 OJ 7.9943 471.8500 1.6942 27.1080 PALLAD 24.9723 1085.5000 2.3005 36.8086 PLAT 15.3878 1039.9000 1.4797 23.6759 REDWHEAT 9.4885 600.5000 1.5801 25.2816 RICE 0.1301 15.1900 0.8564 13.7030 ROBUSTA 85.9301 4418.0000 1.9450 31.1200 RUSSELL 22.0602 2246.7000 0.9819 15.7103 SHATZ 0.0891 106.8700 0.0834 1.3337 SILVER-mini 0.5448 35.1875 1.5482 24.7712 SMI 79.7746 12180.0000 0.6550 10.4794 SOFR 0.0581 96.4750 0.0602 0.9634 SOYBEAN 10.3468 1036.5000 0.9982 15.9719 SOYMEAL 4.2846 314.7000 1.3615 21.7840 SOYOIL 0.7441 43.5600 1.7083 27.3323 SP400 23.3460 3163.4000 0.7380 11.8080 SP500_micro 34.0728 5889.7500 0.5785 9.2561 SUGAR11 0.3171 20.1200 1.5760 25.2160 US10 0.3823 111.3438 0.3433 5.4933 US10U 0.5141 114.5312 0.4488 7.1813 US2 0.1130 103.2461 0.1095 1.7515 US20 0.7689 118.5000 0.6489 10.3824 US30 1.1692 125.4375 0.9321 14.9137 US5 0.2536 107.9219 0.2350 3.7600 VIX 0.5867 18.3500 3.1971 51.1533 WHEAT 8.6820 635.5000 1.3662 21.8587 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 668.65 0.59 397.74 1.00 397.74 44147.96 111.00 0.37 4.08 BITCOIN 68.17 2.24 152.93 1.00 152.93 44147.96 288.68 -1.40 -40.44 BOBL 1189.30 0.22 257.46 1.09 279.57 44147.96 157.92 -0.21 -3.32 BTP 1205.80 0.48 574.86 1.09 624.21 44147.96 70.73 4.22 29.84 BUND 1328.70 0.38 499.07 1.09 541.91 44147.96 81.47 -4.03 -32.86 BUXL 1316.20 0.95 1246.40 1.09 1353.40 44147.96 32.62 -4.44 -14.50 CAC 756.20 0.85 644.30 1.09 699.61 44147.96 63.10 -4.65 -29.33 CAD 724.80 0.35 251.33 1.00 251.33 44147.96 175.65 -11.54 -202.71 CANOLA 128.88 1.26 162.40 0.72 117.57 44147.96 375.49 -6.53 -245.10 CHF 1453.00 0.43 628.26 1.00 628.26 44147.96 70.27 -8.68 -61.02 COCOA 653.90 2.31 1512.05 1.00 1512.05 44147.96 29.20 9.64 28.15 COFFEE 929.62 1.89 1754.90 1.00 1754.90 44147.96 25.16 -1.73 -4.35 COPPER 1095.75 1.29 1414.72 1.00 1414.72 44147.96 31.21 -0.06 -0.19 CORN 220.75 0.99 219.01 1.00 219.01 44147.96 201.58 -17.93 -361.54 COTTON2 370.40 1.29 477.50 1.00 477.50 44147.96 92.46 -13.48 -124.61 CRUDE_W 686.90 1.74 1193.27 1.00 1193.27 44147.96 37.00 1.13 4.18 DAX 195.67 0.70 136.18 1.09 147.87 44147.96 298.56 13.76 410.76 DOW 215.94 0.59 126.51 1.00 126.51 44147.96 348.98 7.86 274.27 DX 1038.85 0.34 356.26 1.00 356.26 44147.96 123.92 3.57 44.21 EUR 1353.25 0.39 528.63 1.00 528.63 44147.96 83.51 -7.86 -65.66 EURIBOR-ICE 2448.12 0.05 116.57 1.09 126.57 44147.96 348.79 7.27 253.72 EUROSTX 495.70 0.89 438.87 1.09 476.55 44147.96 92.64 -1.19 -10.99 FEEDCOW 1230.00 0.66 810.30 1.00 810.30 44147.96 54.48 3.60 19.61 GASOIL 674.25 1.90 1283.79 1.00 1283.79 44147.96 34.39 -4.65 -16.00 GASOLINE 849.41 2.03 1722.70 1.00 1722.70 44147.96 25.63 3.17 8.12 GAS_US_mini 72.62 2.96 214.85 1.00 214.85 44147.96 205.48 -12.92 -265.49 GBP 811.25 0.48 386.83 1.00 386.83 44147.96 114.13 -0.67 -7.68 GOLD_micro 275.92 0.60 165.20 1.00 165.20 44147.96 267.24 11.24 300.38 HEATOIL 949.12 1.93 1831.17 1.00 1831.17 44147.96 24.11 -8.66 -20.88 JGB-SGX-mini 143790.00 0.15 22183.86 0.01 148.52 44147.96 297.25 -1.17 -34.79 JPY 833.50 0.74 618.39 1.00 618.39 44147.96 71.39 -6.25 -44.63 LEANHOG 330.20 1.19 393.11 1.00 393.11 44147.96 112.30 14.87 167.05 LIVECOW 752.30 0.56 417.68 1.00 417.68 44147.96 105.70 11.58 122.44 LUMBER-new 151.25 1.33 201.10 1.00 201.10 44147.96 219.53 -1.72 -37.83 MILK 409.20 1.39 569.10 1.00 569.10 44147.96 77.58 5.64 43.79 MXP 248.55 0.83 206.62 1.00 206.62 44147.96 213.67 -2.99 -63.83 NASDAQ_micro 410.38 0.78 319.19 1.00 319.19 44147.96 138.31 -0.11 -1.52 NIKKEI 38310.00 1.41 54163.47 0.01 362.62 44147.96 121.75 3.73 45.44 NZD 604.70 0.66 400.41 1.00 400.41 44147.96 110.26 -2.36 -26.03 OAT 1255.40 0.41 509.24 1.09 552.96 44147.96 79.84 3.05 24.35 OATIES 190.12 1.43 271.04 1.00 271.04 44147.96 162.88 4.46 72.59 OJ 707.78 1.69 1199.15 1.00 1199.15 44147.96 36.82 9.31 34.28 PALLAD 1085.50 2.30 2497.23 1.00 2497.23 44147.96 17.68 2.65 4.68 PLAT 519.95 1.48 769.39 1.00 769.39 44147.96 57.38 1.85 10.60 REDWHEAT 300.25 1.58 474.42 1.00 474.42 44147.96 93.06 -12.66 -117.83 RICE 303.80 0.86 260.19 1.00 260.19 44147.96 169.68 -8.24 -139.82 ROBUSTA 441.80 1.94 859.30 1.00 859.30 44147.96 51.38 2.77 14.24 RUSSELL 112.34 0.98 110.30 1.00 110.30 44147.96 400.25 3.58 143.44 SHATZ 1068.70 0.08 89.09 1.09 96.73 44147.96 456.39 -3.93 -179.14 SILVER-mini 879.69 1.55 1361.93 1.00 1361.93 44147.96 32.42 9.03 29.28 SMI 1218.00 0.65 797.75 1.16 922.11 44147.96 47.88 7.75 37.10 SOFR 2411.88 0.06 145.22 1.00 145.22 44147.96 304.01 -3.57 -108.64 SOYBEAN 518.25 1.00 517.34 1.00 517.34 44147.96 85.34 -16.95 -144.68 SOYMEAL 314.70 1.36 428.46 1.00 428.46 44147.96 103.04 -15.21 -156.73 SOYOIL 261.36 1.71 446.47 1.00 446.47 44147.96 98.88 -4.73 -46.76 SP400 3163.40 0.74 2334.60 1.00 2334.60 44147.96 18.91 4.55 8.61 SP500_micro 294.49 0.58 170.36 1.00 170.36 44147.96 259.14 5.84 151.31 SUGAR11 225.34 1.58 355.14 1.00 355.14 44147.96 124.31 1.48 18.35 US10 1113.44 0.34 382.28 1.00 382.28 44147.96 115.49 -4.96 -57.27 US10U 1145.31 0.45 514.05 1.00 514.05 44147.96 85.88 -5.74 -49.29 US2 2064.92 0.11 226.04 1.00 226.04 44147.96 195.31 -6.23 -121.60 US20 1185.00 0.65 768.95 1.00 768.95 44147.96 57.41 -4.31 -24.76 US30 1254.38 0.93 1169.21 1.00 1169.21 44147.96 37.76 -5.67 -21.42 US5 1079.22 0.23 253.61 1.00 253.61 44147.96 174.08 -4.66 -81.04 VIX 183.50 3.20 586.66 1.00 586.66 44147.96 75.25 -7.21 -54.29 WHEAT 317.75 1.37 434.10 1.00 434.10 44147.96 101.70 -12.34 -125.54 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 4.078 0.010 2.5 0.106 BITCOIN -40.444 0.043 2.5 -4.379 BOBL -3.320 0.004 2.5 -0.034 BTP 29.841 0.014 2.5 1.018 BUND -32.859 0.004 2.5 -0.333 BUXL -14.498 0.004 2.5 -0.147 CAC -29.325 0.014 2.5 -1.000 CAD -202.714 0.010 2.5 -5.260 CANOLA -245.104 0.010 2.5 -5.963 CHF -61.015 0.010 2.5 -1.583 COCOA 28.153 0.009 2.5 0.603 COFFEE -4.347 0.005 2.5 -0.051 COPPER -0.194 0.043 2.5 -0.021 CORN -361.539 0.010 2.5 -8.796 COTTON2 -124.608 0.009 2.5 -2.669 CRUDE_W 4.183 0.043 2.5 0.453 DAX 410.760 0.014 2.5 14.010 DOW 274.270 0.009 2.5 6.374 DX 44.209 0.010 2.5 1.147 EUR -65.658 0.010 2.5 -1.704 EURIBOR-ICE 253.718 0.014 2.5 8.654 EUROSTX -10.993 0.014 2.5 -0.375 FEEDCOW 19.611 0.013 2.5 0.650 GASOIL -16.003 0.017 2.5 -0.694 GASOLINE 8.122 0.017 2.5 0.352 GAS_US_mini -265.492 0.043 2.5 -28.749 GBP -7.679 0.010 2.5 -0.199 GOLD_micro 300.379 0.014 2.5 10.245 HEATOIL -20.878 0.017 2.5 -0.905 JGB-SGX-mini -34.786 0.043 2.5 -3.767 JPY -44.626 0.010 2.5 -1.158 LEANHOG 167.046 0.024 2.5 10.152 LIVECOW 122.439 0.013 2.5 4.057 LUMBER-new -37.833 0.009 2.5 -0.810 MILK 43.790 0.009 2.5 0.938 MXP -63.827 0.059 2.5 -9.368 NASDAQ_micro -1.516 0.009 2.5 -0.035 NIKKEI 45.436 0.043 2.5 4.920 NZD -26.029 0.010 2.5 -0.675 OAT 24.354 0.014 2.5 0.831 OATIES 72.594 0.010 2.5 1.766 OJ 34.283 0.009 2.5 0.734 PALLAD 4.680 0.014 2.5 0.160 PLAT 10.604 0.014 2.5 0.362 REDWHEAT -117.829 0.005 2.5 -1.563 RICE -139.824 0.010 2.5 -3.402 ROBUSTA 14.244 0.005 2.5 0.166 RUSSELL 143.440 0.013 2.5 4.753 SHATZ -179.136 0.004 2.5 -1.817 SILVER-mini 29.281 0.014 2.5 0.999 SMI 37.096 0.014 2.5 1.265 SOFR -108.635 0.024 2.5 -6.602 SOYBEAN -144.682 0.004 2.5 -1.346 SOYMEAL -156.730 0.004 2.5 -1.458 SOYOIL -46.763 0.004 2.5 -0.435 SP400 8.606 0.013 2.5 0.285 SP500_micro 151.308 0.009 2.5 3.516 SUGAR11 18.349 0.009 2.5 0.390 US10 -57.267 0.005 2.5 -0.726 US10U -49.293 0.005 2.5 -0.625 US2 -121.603 0.005 2.5 -1.541 US20 -24.755 0.005 2.5 -0.314 US30 -21.416 0.005 2.5 -0.271 US5 -81.041 0.005 2.5 -1.027 VIX -54.293 0.099 2.5 -13.402 WHEAT -125.535 0.005 2.5 -1.665 ===================== Position diags ===================== AUD 2.88 BITCOIN 31.26 BOBL 1.60 BTP 2.41 BUND 0.83 BUXL 0.33 CAC 2.15 CAD 4.56 CANOLA 9.14 CHF 1.82 COCOA 0.63 COFFEE 0.29 COPPER 3.38 CORN 4.90 COTTON2 1.98 CRUDE_W 4.01 DAX 10.18 DOW 8.11 DX 3.22 EUR 2.17 EURIBOR-ICE 11.90 EUROSTX 3.16 FEEDCOW 1.81 GASOIL 1.49 GASOLINE 1.11 GAS_US_mini 22.25 GBP 2.96 GOLD_micro 9.11 HEATOIL 1.05 JGB-SGX-mini 32.19 JPY 1.85 LEANHOG 6.83 LIVECOW 3.50 LUMBER-new 4.70 MILK 1.66 MXP 31.36 NASDAQ_micro 3.21 NIKKEI 13.18 NZD 2.86 OAT 2.72 OATIES 3.96 OJ 0.79 PALLAD 0.60 PLAT 1.96 REDWHEAT 1.23 RICE 4.13 ROBUSTA 0.60 RUSSELL 13.26 SHATZ 4.63 SILVER-mini 1.11 SMI 1.63 SOFR 18.48 SOYBEAN 0.79 SOYMEAL 0.96 SOYOIL 0.92 SP400 0.63 SP500_micro 6.02 SUGAR11 2.64 US10 1.46 US10U 1.09 US2 2.47 US20 0.73 US30 0.48 US5 2.21 VIX 18.58 WHEAT 1.35 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 0.1 -0.2 0.4 0.0 0 BITCOIN -4.4 -7.5 -1.3 0.0 0 BOBL -0.0 -0.2 0.1 0.0 0 BTP 1.0 0.8 1.3 1.0 1 BUND -0.3 -0.4 -0.3 0.0 0 BUXL -0.1 -0.2 -0.1 0.0 0 CAC -1.0 -1.2 -0.8 0.0 0 CAD -5.3 -5.7 -4.8 -3.0 -3 CANOLA -6.0 -6.9 -5.0 -2.0 -2 CHF -1.6 -1.8 -1.4 -2.0 -2 COCOA 0.6 0.5 0.7 1.0 1 COFFEE -0.1 -0.1 -0.0 0.0 0 COPPER -0.0 -0.4 0.3 1.0 1 CORN -8.8 -9.3 -8.3 -6.0 -6 COTTON2 -2.7 -2.9 -2.5 -4.0 -4 CRUDE_W 0.5 0.1 0.9 0.0 0 DAX 14.0 13.0 15.0 9.0 9 DOW 6.4 5.6 7.2 0.0 0 DX 1.1 0.8 1.5 0.0 0 EUR -1.7 -1.9 -1.5 -2.0 -2 EURIBOR-ICE 8.7 7.5 9.8 0.0 0 EUROSTX -0.4 -0.7 -0.1 0.0 0 FEEDCOW 0.6 0.5 0.8 3.0 3 GASOIL -0.7 -0.8 -0.5 -1.0 -1 GASOLINE 0.4 0.2 0.5 0.0 0 GAS_US_mini -28.7 -31.0 -26.5 -16.0 -16 GBP -0.2 -0.5 0.1 0.0 0 GOLD_micro 10.2 9.3 11.2 6.0 6 HEATOIL -0.9 -1.0 -0.8 -1.0 -1 JGB-SGX-mini -3.8 -7.0 -0.5 -1.0 -1 JPY -1.2 -1.3 -1.0 0.0 0 LEANHOG 10.2 9.5 10.8 7.0 7 LIVECOW 4.1 3.7 4.4 1.0 1 LUMBER-new -0.8 -1.3 -0.3 -2.0 -2 MILK 0.9 0.8 1.1 1.0 1 MXP -9.4 -12.5 -6.2 -5.0 -5 NASDAQ_micro -0.0 -0.4 0.3 -1.0 -1 NIKKEI 4.9 3.6 6.2 6.0 6 NZD -0.7 -1.0 -0.4 0.0 0 OAT 0.8 0.6 1.1 3.0 3 OATIES 1.8 1.4 2.2 NaN 0 OJ 0.7 0.7 0.8 1.0 1 PALLAD 0.2 0.1 0.2 0.0 0 PLAT 0.4 0.2 0.6 0.0 0 REDWHEAT -1.6 -1.7 -1.4 0.0 0 RICE -3.4 -3.8 -3.0 NaN 0 ROBUSTA 0.2 0.1 0.2 0.0 0 RUSSELL 4.8 3.4 6.1 0.0 0 SHATZ -1.8 -2.3 -1.4 NaN 0 SILVER-mini 1.0 0.9 1.1 0.0 0 SMI 1.3 1.1 1.4 0.0 0 SOFR -6.6 -8.4 -4.8 NaN 0 SOYBEAN -1.3 -1.4 -1.3 -3.0 -3 SOYMEAL -1.5 -1.6 -1.4 -2.0 -2 SOYOIL -0.4 -0.5 -0.3 0.0 0 SP400 0.3 0.2 0.3 2.0 2 SP500_micro 3.5 2.9 4.1 0.0 0 SUGAR11 0.4 0.1 0.7 3.0 3 US10 -0.7 -0.9 -0.6 0.0 0 US10U -0.6 -0.7 -0.5 0.0 0 US2 -1.5 -1.8 -1.3 NaN 0 US20 -0.3 -0.4 -0.2 0.0 0 US30 -0.3 -0.3 -0.2 -1.0 -1 US5 -1.0 -1.2 -0.8 -1.0 -1 VIX -13.4 -15.3 -11.5 -7.0 -7 WHEAT -1.7 -1.8 -1.5 -3.0 -3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.1 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MILK 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -0.5 0.0 0.1 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 0.2 -0.2 0.1 -0.1 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 0.1 -0.1 0.3 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.0 0.1 0.2 0.1 -0.1 0.3 -0.2 0.4 -0.0 BITCOIN 0.3 0.3 -0.3 0.1 0.1 0.0 0.1 -0.0 0.1 0.1 -0.1 0.2 0.4 0.2 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.2 0.3 0.2 -2.7 0.0 0.1 0.0 0.1 0.3 0.1 -0.1 0.0 0.3 -0.5 -0.2 0.1 -0.1 0.0 0.1 BOBL -0.6 -0.0 0.6 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.1 -0.1 -0.0 -0.0 0.0 0.3 -0.1 0.1 -0.1 0.0 0.0 -0.0 0.0 -0.0 0.5 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.2 0.1 0.3 0.2 0.0 -0.7 -0.6 -0.0 -0.1 BTP -0.3 0.1 0.3 -0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 0.4 -0.0 0.6 0.1 0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.3 0.1 -2.7 0.1 -0.0 0.2 0.0 0.2 0.0 0.8 0.4 0.6 0.6 0.3 -0.7 -0.4 0.1 0.3 BUND -0.5 -0.1 0.4 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.2 -0.1 0.1 -0.1 0.1 -0.4 -0.1 -0.3 -0.2 0.0 0.0 -0.1 0.1 -0.0 0.2 0.0 -0.1 0.1 -0.0 0.1 -0.0 -0.3 0.0 0.3 0.2 -0.1 -0.7 -0.6 -0.0 -0.0 BUXL -0.3 -0.1 0.3 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.1 -0.1 0.0 -0.1 0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.0 -0.1 -0.3 -0.0 -0.1 0.0 -0.1 0.1 -0.0 0.2 -0.1 0.4 0.1 -0.3 -0.7 -0.7 -0.2 -0.2 CAC -0.1 0.2 -0.4 0.1 -0.0 0.2 0.0 0.3 0.0 -0.0 -0.2 -0.1 0.0 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.9 -0.0 -0.0 -0.1 -0.0 0.0 0.0 0.2 -0.2 -0.2 -0.3 -0.6 0.2 0.2 -0.2 -0.0 CAD -0.6 -0.2 0.2 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.2 -0.1 -0.2 -0.5 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 -0.2 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.4 -0.3 -0.5 -0.3 0.1 -0.3 -0.0 -0.2 CANOLA 0.5 0.3 -0.1 0.0 0.0 -0.0 -0.0 -0.1 0.0 0.1 -0.1 0.0 -0.3 0.1 0.0 -0.3 -0.2 -0.3 -0.3 0.0 -0.0 0.1 -0.2 0.1 -2.0 0.0 0.0 -0.0 0.0 -0.1 0.0 -1.1 0.3 0.3 0.3 0.1 -0.2 -0.4 0.1 -0.3 CHF -0.6 -0.3 0.6 -0.0 -0.0 0.0 -0.1 0.0 -0.0 -0.1 0.2 -0.2 -0.0 -0.2 0.0 -0.3 -0.3 -0.3 -0.3 -0.0 0.1 -0.2 0.1 -0.2 0.6 -0.0 -0.0 0.1 -0.1 0.1 -0.1 -1.1 -0.1 -0.2 -0.4 0.4 -0.3 -0.4 -0.6 -0.4 COCOA 0.2 0.2 0.3 0.0 0.0 -0.0 -0.0 -0.1 0.0 -0.0 0.0 0.0 0.1 0.0 0.0 0.4 0.4 0.4 0.4 0.1 0.1 0.0 0.3 0.1 -2.7 0.0 -0.0 0.1 0.0 0.3 0.0 1.1 0.3 0.2 0.1 0.3 0.7 0.6 0.7 0.7 COFFEE -0.5 -0.1 0.1 0.0 0.0 -0.1 -0.0 -0.2 0.0 -0.1 0.4 -0.1 0.5 0.0 0.1 0.0 0.1 0.1 0.1 0.1 0.2 -0.1 0.4 -0.0 -2.7 0.0 -0.0 0.2 -0.0 0.3 -0.0 0.3 0.2 -0.4 0.1 0.6 -0.2 -0.2 0.1 -0.0 COPPER -0.1 0.5 -0.3 0.0 0.0 0.0 0.0 -0.0 0.0 -0.0 -0.1 -0.1 -0.0 0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.0 0.1 -0.0 -1.9 0.0 -0.0 0.0 -0.0 0.1 0.0 0.2 -0.5 -0.1 0.1 -0.0 0.6 0.3 0.5 0.7 CORN -0.1 0.3 -0.4 0.0 0.0 -0.1 -0.0 -0.2 0.0 -0.1 -0.4 -0.2 -0.7 -0.0 -0.1 -0.2 -0.3 -0.3 -0.3 -0.1 -0.2 -0.1 -0.5 -0.1 -1.7 -0.1 -0.0 -0.2 -0.1 -0.4 -0.1 -1.1 -0.5 -0.6 -0.2 -0.6 0.1 -0.1 0.3 0.0 COTTON2 -0.1 0.5 0.1 0.0 0.0 -0.1 -0.0 -0.2 0.0 0.0 -0.4 -0.1 -0.5 0.1 0.0 -0.3 -0.1 -0.2 -0.2 0.0 -0.1 -0.0 -0.4 -0.0 -2.7 0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.8 -0.0 -0.4 0.1 0.2 -0.5 -0.4 -0.3 -0.2 CRUDE_W 0.4 -0.0 -0.5 -0.0 0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.2 -0.0 0.0 0.0 -0.1 0.1 0.2 0.2 0.2 -0.1 -0.1 -0.0 -0.1 -0.0 -0.2 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.5 0.0 -0.3 0.1 0.1 -0.1 0.3 -0.1 0.5 DAX 0.3 0.4 0.0 0.1 -0.0 0.2 0.0 0.3 0.0 0.0 0.4 0.1 0.6 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.4 0.2 1.4 0.1 0.0 0.1 0.0 0.2 0.1 -0.3 0.3 0.6 0.5 0.0 0.6 0.2 0.1 0.1 DOW 0.1 0.5 0.3 0.1 -0.0 0.1 0.0 0.3 0.0 0.0 0.5 0.1 0.6 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.5 0.2 -1.8 0.1 0.0 0.2 0.0 0.2 0.1 -0.4 0.5 0.4 0.6 0.6 0.4 0.1 -0.2 -0.2 DX 0.6 0.4 -0.5 -0.0 -0.1 0.0 -0.1 0.1 -0.1 0.1 -0.2 0.2 0.1 0.2 -0.0 0.1 0.1 0.1 0.1 0.1 -0.0 0.2 -0.1 0.2 -2.7 0.0 0.1 -0.0 0.1 -0.0 0.1 0.7 0.5 0.6 0.6 -0.6 0.0 0.3 0.0 0.4 EUR -0.6 -0.4 0.2 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.2 0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 0.1 -0.2 2.7 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.5 -0.5 -0.6 -0.6 0.1 -0.1 -0.7 -0.3 -0.7 EURIBOR-ICE -0.5 -0.0 0.6 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.0 0.2 -0.0 0.2 0.0 0.1 0.1 -0.0 0.1 0.0 0.1 0.1 0.0 0.2 0.0 1.5 0.0 -0.0 0.1 0.0 0.1 0.0 0.3 0.3 0.4 0.4 0.3 -0.4 -0.6 0.2 0.2 EUROSTX 0.0 0.2 -0.3 0.0 -0.0 0.1 0.0 0.3 0.0 -0.1 0.1 -0.1 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.0 0.2 0.0 -0.3 0.0 -0.0 0.1 -0.0 0.2 0.0 0.2 -0.3 -0.1 -0.2 -0.5 0.2 0.1 -0.7 -0.3 FEEDCOW 0.6 0.6 -0.6 0.0 0.0 -0.1 -0.0 -0.2 0.0 0.0 -0.2 0.1 -0.5 0.2 0.0 0.4 -0.2 0.4 0.1 0.1 -0.1 0.1 -0.4 0.2 -1.3 0.0 0.0 -0.1 0.0 -0.1 0.1 -0.3 -0.1 0.6 0.6 -0.6 0.4 0.7 0.7 0.7 GASOIL 0.5 0.0 -0.6 -0.0 0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.3 -0.1 -0.1 -0.0 -0.1 0.0 0.2 0.0 0.1 -0.1 -0.1 -0.0 -0.1 -0.0 0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.1 -0.2 -0.3 -0.2 -0.1 -0.3 -0.0 -0.5 GASOLINE 0.5 0.1 -0.5 -0.0 0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.2 -0.0 0.0 0.0 -0.0 0.1 0.4 0.4 0.4 -0.0 -0.0 -0.0 -0.0 0.0 -2.6 0.0 0.0 -0.0 -0.0 -0.0 0.0 1.1 0.1 -0.0 0.3 0.3 0.1 0.4 0.3 0.7 GAS_US_mini -0.3 0.3 0.0 -0.0 0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.5 -0.2 -0.7 -0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 -0.2 -0.5 -0.2 2.7 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -1.1 -0.4 -0.6 -0.1 -0.0 -0.4 -0.7 -0.2 -0.6 GBP -0.6 -0.1 0.2 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.2 0.4 -0.2 0.5 -0.2 0.1 0.0 -0.0 0.0 0.0 0.0 0.1 -0.2 0.3 -0.1 -0.3 0.0 -0.1 0.2 -0.1 0.2 -0.1 0.1 0.1 -0.1 0.1 0.5 0.2 -0.7 0.3 -0.7 GOLD_micro 0.1 0.6 0.6 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 -0.3 -0.3 0.2 0.2 0.2 0.5 0.2 -2.0 0.1 0.1 0.2 0.1 0.3 0.1 -0.7 0.5 0.6 0.6 0.6 0.7 -0.0 0.5 0.2 HEATOIL 0.6 0.1 -0.5 -0.0 0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.3 -0.1 -0.2 -0.0 -0.1 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.0 -2.3 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.5 -0.1 -0.0 0.1 -0.0 -0.2 0.1 -0.2 0.2 JGB-SGX-mini -0.6 0.0 0.6 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.1 -0.1 0.1 -0.1 0.0 0.2 0.3 0.2 0.3 0.0 0.0 -0.1 0.1 -0.1 -1.4 0.0 -0.0 0.0 -0.0 0.0 -0.0 1.1 -0.1 0.0 0.1 -0.0 -0.5 -0.2 -0.6 -0.0 JPY -0.6 -0.3 0.6 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.3 -0.2 -0.2 -0.0 0.0 -0.1 -0.1 -0.1 2.7 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -1.1 -0.0 -0.2 -0.2 0.3 -0.7 -0.7 -0.7 -0.7 LEANHOG 0.3 0.6 0.4 0.0 0.0 -0.1 -0.0 -0.2 0.0 0.2 -0.0 0.2 -0.2 0.2 0.2 0.0 0.4 0.4 0.4 0.2 0.1 0.2 -0.2 0.2 0.5 0.1 0.1 0.1 0.1 -0.0 0.1 1.1 0.5 0.6 0.6 0.6 -0.0 -0.2 0.2 0.0 LIVECOW 0.5 0.6 0.1 0.0 0.0 -0.1 -0.0 -0.2 0.0 0.1 0.5 0.2 0.5 0.2 0.2 0.0 0.2 0.1 0.2 0.2 0.2 0.1 0.4 0.2 -2.7 0.1 0.0 0.1 0.0 0.2 0.1 0.6 0.1 0.6 0.6 0.6 -0.1 0.7 0.2 0.7 LUMBER-new 0.3 0.3 0.2 0.0 0.0 -0.1 -0.0 -0.2 0.0 -0.1 -0.3 0.1 -0.5 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.1 -0.0 0.0 -0.3 0.1 NaN 0.1 -0.0 -0.0 0.0 -0.2 0.1 -1.2 0.2 0.2 0.2 0.7 0.2 0.0 0.4 0.2 MILK -0.6 -0.1 0.6 0.0 0.0 -0.1 -0.0 -0.1 0.0 -0.1 0.3 -0.1 0.3 -0.0 0.1 0.4 -0.1 0.4 0.3 0.1 0.1 -0.1 0.3 -0.0 1.8 0.0 -0.1 0.1 -0.0 0.1 -0.0 0.2 0.1 -0.4 0.1 0.6 -0.1 -0.7 0.2 -0.7 MXP 0.1 0.1 -0.6 -0.0 -0.0 0.0 -0.1 0.0 -0.0 -0.1 -0.3 -0.1 -0.3 -0.0 -0.1 0.2 0.3 0.2 0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -2.7 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 1.1 -0.2 0.2 -0.1 -0.6 0.4 0.5 0.6 0.7 NASDAQ_micro 0.3 0.4 -0.1 0.0 -0.0 0.1 0.0 0.2 0.0 0.0 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 -2.7 0.0 0.0 0.1 0.0 0.3 0.0 -0.3 0.1 0.1 0.3 -0.1 0.2 0.1 -0.3 -0.1 NIKKEI 0.3 0.2 -0.6 0.0 -0.0 0.1 0.0 0.1 0.0 -0.1 0.1 0.0 0.1 0.1 0.0 0.0 0.2 0.1 0.1 0.0 0.0 -0.0 0.1 0.0 -0.9 -0.0 -0.0 -0.0 -0.0 0.0 0.0 1.1 -0.2 0.1 -0.0 -0.4 0.5 0.1 0.5 0.2 NZD -0.6 -0.1 0.1 -0.0 -0.0 0.0 -0.1 0.0 -0.0 -0.1 0.1 -0.1 0.1 -0.1 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 0.0 -0.1 0.1 -0.0 -0.0 0.0 -0.1 0.0 -0.0 0.1 -0.0 -0.1 -0.0 -0.1 0.1 -0.3 0.1 -0.1 OAT -0.3 -0.1 0.4 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.1 -0.1 -0.0 -0.1 0.1 0.2 0.1 0.1 0.1 -0.0 0.0 -0.0 -0.0 -0.0 0.5 0.0 -0.1 0.0 -0.0 0.0 -0.0 0.8 0.1 0.4 0.2 -0.1 -0.4 -0.5 0.2 0.1 OATIES -0.1 0.6 0.5 0.0 0.0 -0.1 -0.0 -0.2 0.0 0.0 0.0 0.0 -0.5 0.2 0.2 0.1 0.1 0.1 0.1 0.2 0.1 0.0 -0.1 0.1 -2.7 0.1 0.0 0.1 0.0 -0.0 0.0 0.1 -0.2 0.5 0.6 0.6 0.6 0.1 0.7 0.4 OJ -0.1 0.0 0.0 0.0 0.0 -0.1 -0.0 -0.2 0.0 0.0 0.4 0.1 0.6 0.1 0.1 0.2 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 0.5 0.0 0.8 0.2 -0.1 0.2 0.6 0.5 0.5 0.7 0.7 PALLAD -0.0 0.5 0.5 0.0 0.0 0.0 0.0 -0.0 0.0 0.1 0.1 0.1 -0.2 0.0 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.0 0.1 -0.1 0.1 2.1 0.0 0.0 0.0 0.0 -0.0 0.0 0.3 -0.1 -0.1 0.0 0.2 -0.4 -0.7 -0.7 -0.7 PLAT 0.1 0.3 -0.1 0.0 0.1 0.0 0.1 -0.0 0.0 0.1 -0.1 0.1 -0.1 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 0.1 0.1 -0.1 -0.2 0.0 -0.3 -0.4 -0.0 REDWHEAT 0.3 0.5 -0.1 0.0 0.0 -0.1 -0.0 -0.2 0.0 -0.1 -0.3 -0.1 -0.6 0.1 0.0 -0.2 -0.1 -0.2 -0.2 0.0 -0.1 -0.1 -0.4 0.0 -0.7 0.0 -0.0 -0.1 -0.0 -0.2 0.0 -1.0 -0.4 0.3 0.4 -0.3 -0.7 -0.7 -0.7 -0.7 RICE -0.2 -0.0 -0.2 0.0 0.0 -0.1 -0.0 -0.2 0.0 -0.1 0.3 -0.2 0.5 -0.1 -0.0 -0.2 0.4 -0.0 0.3 -0.0 0.0 -0.1 0.2 -0.1 -2.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 1.1 -0.0 -0.6 -0.4 0.1 -0.7 -0.7 -0.7 -0.7 ROBUSTA -0.6 -0.1 0.0 0.0 0.0 -0.0 -0.0 -0.1 0.0 -0.1 0.2 -0.1 0.3 -0.0 0.0 0.4 0.4 0.4 0.4 0.1 0.1 -0.1 0.5 -0.1 -2.7 0.0 -0.0 0.1 -0.0 0.2 -0.0 1.1 -0.2 -0.5 0.1 0.6 0.4 -0.0 0.7 0.2 RUSSELL 0.1 0.2 0.2 0.0 -0.0 0.1 0.0 0.2 0.0 -0.0 0.3 0.1 0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.3 0.1 -0.0 0.1 -0.0 0.2 0.0 0.2 0.0 -0.0 0.1 -0.1 0.2 0.6 0.0 -0.4 -0.5 -0.7 SHATZ -0.6 0.1 0.6 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.0 0.1 -0.0 -0.0 -0.0 0.1 -0.4 -0.4 -0.4 -0.4 0.0 0.1 -0.0 0.0 -0.0 0.8 0.0 -0.0 0.1 -0.0 0.0 0.0 -1.1 0.2 0.3 0.3 0.2 -0.6 -0.6 -0.2 -0.3 SILVER-mini 0.2 0.4 -0.1 0.0 0.1 0.0 0.1 -0.0 0.0 0.1 0.3 0.1 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.2 0.3 0.2 0.2 0.0 0.1 0.1 0.1 0.1 0.1 -0.1 0.5 0.5 0.3 0.2 0.2 -0.1 -0.1 0.3 SMI 0.1 -0.2 -0.3 0.1 -0.0 0.2 0.0 0.3 0.0 -0.0 0.3 0.1 0.6 0.0 0.1 0.0 0.0 -0.0 -0.0 0.0 0.1 0.1 0.4 0.1 1.6 0.0 -0.0 0.2 0.0 0.4 0.0 0.5 0.3 0.2 -0.5 0.1 -0.1 0.1 -0.7 -0.2 SOFR -0.6 -0.6 0.5 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.2 -0.2 0.3 -0.1 0.0 0.0 0.0 0.0 0.0 -0.1 0.1 -0.2 0.2 -0.2 -0.8 -0.0 -0.1 0.0 -0.1 0.1 -0.1 0.4 -0.3 -0.5 -0.5 -0.2 0.2 -0.4 0.7 0.4 SOYBEAN -0.3 0.3 -0.5 0.0 0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -0.0 0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.5 -0.1 -2.7 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.3 -0.5 -0.6 -0.2 -0.6 0.1 -0.4 0.3 -0.2 SOYMEAL -0.4 0.3 -0.0 0.0 0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.2 -0.1 -0.3 -0.1 -0.0 -0.0 0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -2.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.2 -0.1 -0.2 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.1 0.4 -0.0 0.0 0.0 -0.0 -0.0 -0.1 0.0 0.0 -0.1 -0.0 -0.3 0.0 -0.0 -0.0 0.0 0.0 0.0 0.0 -0.0 0.0 -0.2 0.0 -2.5 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 0.3 0.0 0.0 -0.3 0.3 -0.1 SP400 0.2 0.4 0.2 0.1 -0.0 0.2 0.0 0.3 0.0 -0.0 0.4 0.1 0.6 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.1 0.4 0.2 -1.8 0.1 -0.0 0.2 0.0 0.2 0.1 0.0 0.2 0.1 0.5 0.6 0.2 -0.2 -0.3 -0.7 SP500_micro 0.3 0.5 0.1 0.1 -0.0 0.2 0.0 0.3 0.0 0.1 0.5 0.2 0.7 0.2 0.2 -0.2 -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 -0.5 0.4 0.4 0.6 0.3 0.4 0.1 -0.3 -0.1 SUGAR11 -0.3 0.6 0.6 0.0 0.0 -0.1 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.2 0.1 0.1 0.4 0.3 0.4 0.3 0.1 0.1 -0.1 -0.0 0.1 -2.7 0.0 -0.0 0.1 -0.0 -0.0 0.0 1.1 -0.3 -0.3 0.6 0.6 -0.6 0.2 -0.5 0.3 US10 -0.6 -0.5 0.6 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 0.1 -0.1 0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.1 -0.2 0.2 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.3 -0.3 -0.5 -0.4 -0.2 0.0 -0.7 0.7 0.3 US10U -0.6 -0.5 0.5 -0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.1 0.2 -0.2 0.2 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 0.1 -0.2 -0.2 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.0 -0.4 -0.6 -0.5 -0.3 0.0 -0.6 0.7 0.6 US2 -0.6 -0.4 0.6 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.1 -0.1 0.0 -0.1 0.0 -0.4 -0.4 -0.4 -0.4 -0.0 0.0 -0.1 0.0 -0.1 1.5 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -1.1 -0.1 -0.4 -0.2 0.1 -0.0 -0.7 0.2 -0.4 US20 -0.6 -0.5 0.4 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 0.0 -0.2 0.1 -0.2 -0.4 -0.0 -0.0 0.0 -0.1 0.0 -0.1 0.2 -0.4 -0.5 -0.5 -0.3 0.1 -0.4 0.7 0.7 US30 -0.6 -0.5 0.4 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 0.0 -0.2 -0.3 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.4 -0.4 -0.5 -0.5 -0.0 -0.3 0.7 0.7 US5 -0.6 -0.5 0.6 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.1 -0.1 0.1 -0.1 0.0 -0.2 -0.2 -0.2 -0.2 -0.1 0.0 -0.1 0.1 -0.2 0.7 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.6 -0.2 -0.5 -0.3 -0.1 0.1 -0.7 0.7 0.1 VIX 0.1 0.1 1.0 0.0 -0.0 0.1 -0.0 -0.1 -0.0 -0.2 -0.3 -0.1 -0.6 -0.0 -0.1 -0.1 -0.6 -0.2 -0.5 0.0 0.0 -0.1 -0.3 -0.0 NaN 0.0 -0.0 0.1 -0.1 -0.2 -0.0 NaN NaN NaN NaN NaN -1.0 -1.1 NaN NaN WHEAT 0.1 0.6 -0.1 0.0 0.0 -0.1 -0.0 -0.2 0.0 -0.1 -0.3 -0.2 -0.6 0.1 0.0 -0.2 -0.3 -0.3 -0.3 0.0 -0.1 -0.1 -0.4 -0.0 0.5 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -1.1 -0.5 -0.1 0.3 -0.3 -0.7 -0.6 -0.7 -0.5 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 -16.9 0.5 3.3 -0.9 -5.8 1.3 -7.4 1.5 -5.3 -10.2 8.2 -16.3 4.0 -11.4 3.8 -0.2 -1.9 -0.6 -1.2 -0.3 4.5 -14.6 3.1 -9.9 2.5 0.0 -4.8 2.2 -6.9 1.8 -4.5 -0.0 2.6 5.2 1.7 -1.9 7.7 -6.6 12.0 -1.3 BITCOIN 9.4 8.1 -9.2 4.9 9.9 1.5 7.6 -0.6 6.4 16.6 -2.8 18.9 9.7 19.6 8.0 -6.1 -6.8 -6.1 -6.4 9.2 3.2 20.0 9.9 19.7 -20.0 3.4 6.7 1.7 10.4 7.4 8.5 -2.1 1.1 7.8 -16.3 -6.9 2.6 -2.1 0.2 2.5 BOBL -17.2 -1.2 18.6 -0.3 -3.6 1.7 -3.1 1.3 -2.5 -6.7 4.9 -7.6 -0.9 -4.1 4.6 16.9 -7.5 5.3 -3.0 1.7 4.1 -4.7 1.3 -3.0 4.0 1.1 -3.5 2.5 -2.3 1.5 -1.3 -3.7 3.5 7.8 6.8 0.9 -20.0 -16.7 -0.6 -2.5 BTP -8.9 2.8 8.6 -0.5 -6.2 2.9 -5.4 2.3 -4.4 -9.0 15.4 -3.2 16.8 8.6 14.9 7.3 4.8 5.8 4.7 10.9 12.6 0.6 11.8 6.2 -20.0 5.8 -5.1 6.5 0.7 6.0 3.5 14.5 16.2 20.0 20.0 8.1 -20.0 -12.4 3.7 9.9 BUND -15.1 -2.9 13.8 -0.3 -4.2 2.0 -3.6 1.6 -3.0 -9.3 5.8 -9.8 1.7 -6.3 5.0 -20.0 -5.1 -15.1 -9.7 0.7 4.0 -6.9 1.9 -4.4 1.2 0.7 -6.3 2.8 -3.9 2.3 -2.3 -5.6 1.0 10.1 5.2 -2.4 -20.0 -17.3 -1.4 -1.4 BUXL -10.3 -4.5 9.8 -0.4 -4.8 2.2 -4.2 1.8 -3.4 -11.4 3.9 -11.6 0.9 -9.9 3.3 0.2 -1.7 -0.3 -1.2 -2.0 1.1 -9.8 -0.6 -6.6 -2.1 -0.9 -10.4 1.6 -6.3 1.6 -3.9 3.9 -2.9 13.4 1.7 -8.6 -20.0 -20.0 -5.3 -6.0 CAC -1.9 6.8 -11.0 4.7 -2.1 5.6 1.7 7.3 4.0 -2.1 -6.9 -10.3 0.3 -2.7 2.3 -5.4 -3.1 -5.6 -4.5 -1.8 -5.0 -1.6 -1.8 -0.3 -6.9 -0.5 -1.9 -2.5 -0.7 0.3 0.5 4.4 -8.7 -6.5 -9.2 -20.0 7.1 5.4 -5.0 -1.4 CAD -20.0 -7.6 4.8 -1.2 -7.4 1.7 -9.5 1.9 -6.9 -19.9 -5.3 -20.0 -14.4 -20.0 -8.7 -5.3 -3.9 -4.8 -4.4 -14.0 -5.3 -20.0 -6.0 -20.0 -0.8 -4.4 -7.2 -1.2 -10.9 -1.5 -9.7 -4.4 -17.4 -10.2 -15.6 -10.0 3.5 -8.2 -0.6 -4.6 CANOLA 14.1 9.8 -3.8 0.1 0.1 -1.6 -0.3 -2.2 0.6 7.1 -2.4 4.5 -7.0 6.5 0.2 -13.5 -11.4 -13.2 -13.1 2.0 -2.9 6.1 -7.0 5.1 -15.3 2.1 5.0 -0.3 4.0 -2.6 3.4 -20.0 14.5 10.7 9.8 3.7 -5.3 -12.1 1.6 -7.9 CHF -20.0 -10.4 19.6 -0.8 -5.0 1.2 -6.4 1.3 -4.6 -13.8 6.5 -16.2 -0.9 -14.2 3.9 -14.5 -16.0 -14.8 -15.3 -3.6 5.4 -17.7 3.6 -16.1 4.5 -1.0 -3.6 2.4 -6.1 2.0 -5.5 -20.0 -3.0 -5.3 -11.1 12.9 -8.8 -12.1 -18.6 -12.3 COCOA 5.5 4.8 9.3 0.0 0.1 -1.3 -0.2 -1.8 0.5 -3.9 1.8 2.0 3.6 3.6 3.2 20.0 20.0 20.0 20.0 4.7 6.0 2.0 11.0 5.0 -20.0 2.2 -1.8 3.5 0.7 7.1 2.0 20.0 11.1 5.4 4.6 8.3 20.0 16.6 20.0 20.0 COFFEE -15.6 -1.5 2.2 0.1 0.3 -3.0 -0.6 -4.2 1.0 -11.1 13.4 -7.0 14.7 0.3 6.9 2.3 5.4 3.2 4.2 7.2 14.0 -5.7 16.6 -0.3 -20.0 3.1 -5.5 6.7 -3.0 9.1 -0.5 4.8 6.8 -12.6 2.4 20.0 -7.2 -7.4 2.4 -1.0 COPPER -4.2 14.6 -9.4 2.5 4.9 0.7 3.8 -0.3 3.2 -5.2 -2.2 -8.4 -0.0 1.8 2.4 -4.0 -3.1 -3.5 -3.0 3.1 2.5 -5.0 3.5 -0.2 -14.3 2.1 -0.7 1.8 -1.2 1.8 0.8 4.1 -20.0 -3.6 3.6 -1.2 19.4 9.8 16.0 20.0 CORN -3.3 10.3 -11.3 0.1 0.4 -3.8 -0.7 -5.4 1.3 -9.2 -15.4 -14.9 -20.0 -1.1 -9.0 -10.6 -15.0 -14.7 -16.3 -9.5 -19.6 -15.2 -20.0 -11.0 -12.4 -5.6 -2.4 -8.4 -8.3 -11.3 -6.8 -20.0 -20.0 -17.9 -6.7 -20.0 3.8 -3.6 8.0 0.3 COTTON2 -3.8 16.5 3.7 0.1 0.3 -3.2 -0.6 -4.5 1.1 4.6 -14.4 -6.5 -15.0 5.3 4.2 -13.7 -5.4 -11.9 -9.1 1.0 -7.2 -1.8 -14.7 -0.2 -20.0 0.8 3.1 -1.9 -1.1 -3.2 -0.4 -15.8 -1.8 -10.9 2.4 5.3 -14.8 -12.4 -7.7 -7.4 CRUDE_W 11.7 -0.8 -16.6 -1.1 0.8 -2.9 -0.5 -1.9 0.6 -4.0 -6.5 -1.7 0.1 1.4 -6.1 4.3 11.4 8.3 10.3 -4.7 -6.7 -2.9 -2.9 -1.9 -1.4 -1.1 1.3 -3.4 -1.4 -2.0 -0.0 9.8 1.6 -9.1 4.0 3.1 -2.5 9.4 -1.9 14.2 DAX 8.4 13.4 0.1 5.2 -2.4 6.2 1.9 8.2 4.5 3.6 15.2 12.8 17.3 17.0 17.9 -8.4 -10.0 -8.5 -9.0 19.4 15.3 13.0 15.7 19.9 10.2 6.2 0.1 5.1 4.4 6.2 6.6 -5.9 13.4 17.2 13.9 0.3 17.1 7.4 4.1 1.8 DOW 3.6 14.7 10.3 4.6 -2.1 5.5 1.7 7.3 4.0 4.5 16.8 12.1 17.4 16.7 17.9 -10.0 -10.6 -9.8 -10.1 20.0 20.0 13.6 19.7 20.0 -13.9 6.6 0.5 6.4 3.7 6.4 5.6 -7.3 19.2 11.0 20.0 20.0 13.3 4.2 -7.2 -6.7 DX 20.0 11.5 -15.8 -1.0 -6.4 1.5 -8.3 1.6 -6.0 16.5 -5.9 20.0 3.8 18.9 -1.2 6.0 6.6 5.9 6.3 10.4 -4.1 20.0 -3.6 20.0 -20.0 2.8 7.1 -1.3 9.0 -1.1 8.1 13.8 20.0 20.0 20.0 -20.0 0.7 8.3 0.1 11.5 EUR -20.0 -11.6 7.7 -1.1 -6.9 1.6 -8.8 1.7 -6.4 -20.0 2.9 -20.0 -2.8 -20.0 -5.3 -6.8 -7.0 -6.7 -6.8 -12.6 0.4 -20.0 2.2 -20.0 20.0 -3.9 -9.4 0.7 -11.3 1.7 -9.6 -9.1 -19.1 -20.0 -20.0 4.2 -3.7 -20.0 -10.4 -20.0 EURIBOR-ICE -16.7 -0.5 20.0 -0.2 -3.1 1.4 -2.7 1.2 -2.2 0.7 6.5 -1.1 5.4 1.0 6.6 5.3 -1.3 3.4 1.0 5.8 8.0 1.2 6.0 2.0 11.3 2.3 -0.4 3.1 0.4 2.5 0.8 6.1 12.5 11.6 12.4 8.3 -11.5 -18.3 6.5 4.7 EUROSTX 0.7 5.3 -9.9 4.5 -2.0 5.4 1.6 7.1 3.9 -8.5 5.1 -7.6 11.7 5.4 8.0 -3.7 -3.2 -4.1 -4.0 3.8 3.0 -2.2 7.4 2.8 -2.5 2.1 -3.2 2.2 -1.3 6.1 1.6 4.4 -12.1 -2.2 -4.7 -14.7 5.7 1.9 -20.0 -8.4 FEEDCOW 20.0 20.0 -17.5 0.1 0.4 -4.1 -0.8 -5.8 1.4 1.0 -8.1 11.8 -13.3 19.2 0.4 20.0 -7.6 17.6 7.0 9.3 -11.2 12.0 -16.3 20.0 -10.1 2.1 2.2 -2.9 3.0 -3.6 5.2 -5.2 -4.7 20.0 20.0 -19.4 10.8 20.0 20.0 20.0 GASOIL 16.4 1.0 -17.5 -1.0 0.7 -2.7 -0.4 -1.7 0.5 -4.7 -10.6 -6.8 -2.3 -1.2 -9.1 0.9 7.6 1.8 3.1 -6.9 -9.4 -4.9 -5.3 -3.9 3.5 -3.4 -0.3 -4.6 -2.4 -2.8 -1.9 0.1 -4.2 -6.1 -9.1 -7.3 -2.3 -9.6 -0.0 -15.1 GASOLINE 16.3 4.1 -14.5 -1.0 0.7 -2.6 -0.4 -1.7 0.5 -5.0 -6.2 -1.5 0.0 3.2 -2.8 6.7 20.0 19.1 20.0 -1.4 -3.9 -1.8 -1.2 0.8 -19.6 1.3 0.4 -0.8 -0.2 -0.1 2.0 20.0 3.9 -1.0 10.6 8.8 3.2 12.4 8.3 20.0 GAS_US_mini -10.5 7.7 1.2 -1.4 1.0 -3.7 -0.6 -2.4 0.7 -7.1 -17.7 -16.1 -20.0 -13.5 -16.8 -20.0 -20.0 -20.0 -20.0 -10.8 -12.7 -19.9 -20.0 -16.5 20.0 -4.5 -3.4 -4.2 -9.4 -6.3 -7.7 -20.0 -18.2 -20.0 -4.0 -1.0 -10.5 -20.0 -4.7 -17.9 GBP -20.0 -4.5 6.5 -1.0 -6.6 1.5 -8.5 1.7 -6.2 -18.4 13.1 -20.0 13.9 -16.6 4.8 0.6 -0.3 0.4 0.0 1.7 11.8 -17.5 12.8 -12.7 -2.2 1.2 -5.7 5.6 -7.1 6.2 -4.9 2.4 4.3 -3.9 2.5 15.6 5.2 -20.0 10.5 -20.0 GOLD_micro 4.0 19.8 20.0 4.6 9.1 1.4 7.0 -0.5 5.9 20.0 20.0 20.0 20.0 20.0 20.0 -14.1 -13.4 -13.3 -13.0 20.0 20.0 20.0 20.0 20.0 -15.1 7.8 10.3 7.4 8.8 7.1 7.8 -13.3 20.0 20.0 20.0 20.0 20.0 -0.3 13.6 5.4 HEATOIL 18.1 2.4 -14.2 -1.0 0.7 -2.6 -0.4 -1.7 0.5 -5.0 -10.5 -7.7 -6.1 -2.6 -8.6 -4.3 3.2 -5.0 -3.1 -5.7 -8.8 -4.5 -6.4 -3.0 -17.5 -1.2 0.2 -3.7 -1.4 -3.0 -0.0 -9.2 -4.9 -1.5 2.5 -0.8 -6.3 3.7 -5.3 4.8 JGB-SGX-mini -19.5 1.5 17.4 -0.3 -3.3 1.5 -2.9 1.2 -2.4 -8.1 4.7 -9.2 3.0 -7.5 4.5 10.9 15.9 12.3 14.0 0.7 3.8 -6.9 2.7 -5.4 -10.2 0.1 -2.1 1.2 -2.9 0.3 -2.4 20.0 -3.1 1.4 2.0 -0.8 -15.4 -7.4 -17.0 -1.1 JPY -20.0 -10.3 20.0 -0.4 -2.5 0.6 -3.3 0.6 -2.3 -7.4 2.1 -8.3 -3.2 -8.0 1.1 -10.2 -14.2 -11.2 -12.4 -3.8 0.5 -10.1 -2.5 -9.9 20.0 -0.8 -2.2 0.3 -2.8 -0.7 -2.7 -20.0 -1.1 -6.5 -6.6 8.5 -20.0 -20.0 -20.0 -20.0 LEANHOG 10.0 20.0 11.9 0.1 0.4 -4.3 -0.8 -6.1 1.5 20.0 -0.7 20.0 -4.4 20.0 20.0 2.3 20.0 20.0 20.0 20.0 8.4 20.0 -7.4 20.0 3.7 7.3 8.3 2.9 8.4 -1.2 8.7 20.0 20.0 20.0 20.0 20.0 -0.6 -5.2 4.7 1.2 LIVECOW 14.0 19.9 2.7 0.1 0.4 -4.5 -0.9 -6.4 1.6 10.3 18.4 15.4 13.8 20.0 20.0 2.0 8.6 5.0 8.4 20.0 20.0 13.6 15.9 20.0 -20.0 6.5 4.1 4.7 4.0 4.8 6.7 11.9 5.9 20.0 20.0 17.9 -3.8 20.0 4.6 20.0 LUMBER-new 8.0 9.1 5.5 0.1 0.3 -3.1 -0.6 -4.3 1.1 -10.4 -9.0 7.9 -11.1 13.4 13.5 -18.6 -18.0 -18.4 -18.1 5.2 -3.3 2.2 -10.7 6.8 NaN 4.0 -2.9 -0.8 1.1 -5.4 4.3 -20.0 6.1 6.1 5.0 18.3 4.3 0.6 9.4 4.6 MILK -19.3 -3.4 17.6 0.1 0.2 -2.4 -0.5 -3.4 0.8 -9.1 11.4 -5.9 8.8 -4.0 6.3 20.0 -2.7 20.0 13.7 6.3 13.0 -5.8 9.9 -1.7 13.8 2.3 -5.7 5.1 -2.4 3.6 -0.8 3.4 3.2 -13.0 1.7 19.9 -1.6 -20.0 5.4 -20.0 MXP 2.5 2.5 -20.0 -0.6 -4.0 0.9 -5.1 1.0 -3.7 -10.7 -10.5 -10.8 -7.6 -3.6 -8.8 11.2 13.4 10.9 11.5 -8.9 -12.5 -10.8 -8.3 -7.3 -20.0 -3.7 -4.7 -5.2 -4.9 -3.3 -3.3 20.0 -6.7 7.7 -3.1 -19.6 13.4 15.6 18.9 20.0 NASDAQ_micro 8.2 12.8 -2.8 3.7 -1.6 4.3 1.3 5.7 3.1 3.9 6.8 8.5 10.4 12.8 7.1 -8.5 -9.6 -8.3 -8.8 11.1 10.6 8.9 14.9 11.8 -20.0 4.4 2.2 4.8 3.0 7.0 4.1 -5.3 4.2 4.6 9.1 -3.8 5.8 3.7 -9.6 -2.5 NIKKEI 9.8 6.9 -20.0 2.1 -1.0 2.5 0.8 3.3 1.8 -7.0 2.9 1.0 3.8 5.3 3.4 1.3 7.6 3.5 5.5 3.1 1.8 -0.7 3.5 3.4 -6.4 -0.1 -2.4 -0.7 -0.5 1.3 0.7 20.0 -7.7 2.4 -0.8 -13.0 15.9 4.3 16.3 4.6 NZD -20.0 -3.1 4.5 -0.6 -4.0 0.9 -5.2 1.0 -3.7 -9.1 3.3 -12.7 2.0 -10.5 1.3 -0.4 -0.0 -0.3 -0.1 -2.9 1.6 -12.5 1.4 -10.4 0.5 -0.8 -3.3 0.9 -4.9 0.8 -3.9 2.6 -0.2 -2.5 -1.1 -4.0 3.1 -7.8 4.5 -1.6 OAT -9.8 -1.8 11.0 -0.3 -4.3 2.0 -3.7 1.6 -3.0 -7.9 2.5 -7.2 -0.7 -7.0 5.0 7.8 4.7 5.9 4.6 -0.1 1.4 -4.0 -0.4 -2.8 3.6 0.3 -5.6 1.6 -2.3 1.1 -1.5 14.3 6.0 13.2 5.1 -3.7 -12.0 -13.9 6.8 4.3 OATIES -1.6 20.0 14.3 0.1 0.3 -3.5 -0.7 -5.0 1.2 4.9 0.5 0.8 -13.1 14.5 14.1 3.6 2.7 4.0 3.9 20.0 10.9 1.9 -4.1 13.3 -20.0 4.9 0.2 2.8 0.3 -0.3 3.1 2.1 -9.1 14.8 20.0 20.0 19.1 2.6 20.0 12.5 OJ -4.4 0.5 1.3 0.1 0.3 -3.0 -0.6 -4.2 1.0 3.9 14.4 5.3 15.7 6.8 10.6 10.5 12.0 11.1 10.8 11.1 17.6 2.2 20.0 5.9 -20.0 4.7 -1.1 8.0 0.6 13.2 2.3 15.6 7.2 -3.0 6.9 20.0 14.2 13.7 20.0 20.0 PALLAD -0.6 15.7 15.9 2.1 4.2 0.6 3.2 -0.2 2.7 7.6 3.0 5.6 -5.1 4.1 5.0 -2.1 -2.0 -2.0 -1.9 5.2 2.7 5.8 -3.3 5.1 16.0 2.6 3.4 1.3 2.6 -1.0 2.5 5.9 -3.7 -4.1 1.0 6.4 -11.9 -20.0 -20.0 -20.0 PLAT 3.3 10.4 -3.0 3.0 6.1 0.9 4.6 -0.3 3.9 12.5 -3.6 10.7 -3.0 10.8 3.4 -4.1 -4.4 -4.3 -4.5 4.4 1.6 11.7 0.1 7.8 5.5 2.7 8.9 0.6 6.4 -0.2 4.4 1.6 4.7 2.2 -4.4 -4.7 1.1 -7.6 -10.5 -0.8 REDWHEAT 7.8 16.5 -1.9 0.1 0.3 -3.6 -0.7 -5.1 1.3 -14.0 -12.8 -7.4 -17.5 6.3 4.0 -10.8 -7.1 -10.6 -9.5 1.3 -6.8 -7.4 -16.1 0.8 -5.2 0.4 -5.0 -3.3 -4.1 -6.7 0.2 -17.9 -15.8 8.5 11.6 -7.8 -20.0 -20.0 -20.0 -20.0 RICE -5.6 -0.6 -4.7 0.1 0.4 -3.9 -0.8 -5.6 1.4 -9.6 11.3 -15.0 13.9 -8.3 -0.3 -10.5 20.0 -1.7 15.6 -3.3 0.8 -7.1 8.3 -6.2 -15.2 -3.3 -2.2 -0.2 -5.1 3.1 -5.2 20.0 -1.9 -20.0 -11.4 2.3 -20.0 -20.0 -20.0 -20.0 ROBUSTA -20.0 -3.7 1.2 0.1 0.2 -1.7 -0.3 -2.4 0.6 -8.4 7.8 -8.8 8.9 -3.6 4.5 20.0 20.0 20.0 20.0 5.7 13.8 -12.2 17.3 -5.0 -20.0 1.4 -4.2 4.3 -3.4 6.7 -1.6 20.0 -9.8 -16.8 2.4 20.0 12.3 -1.4 20.0 4.9 RUSSELL 2.3 6.4 6.1 4.3 -1.9 5.1 1.6 6.7 3.7 -0.5 9.4 5.3 12.7 11.2 9.7 -6.2 -6.3 -5.9 -6.0 9.9 9.9 5.7 9.8 9.7 -0.3 5.5 -2.5 6.3 2.3 6.3 4.3 -0.0 5.7 -2.2 7.3 19.1 0.4 -13.3 -14.4 -20.0 SHATZ -17.7 1.9 20.0 -0.2 -2.8 1.3 -2.5 1.1 -2.0 0.7 4.8 -3.7 -0.4 -1.0 5.0 -20.0 -20.0 -20.0 -20.0 3.9 5.4 -0.5 0.9 -0.1 6.2 1.7 -0.1 2.4 -0.2 1.0 0.0 -20.0 7.9 8.2 9.7 5.5 -19.5 -16.7 -5.6 -7.8 SILVER-mini 6.0 13.2 -3.7 3.2 6.3 0.9 4.8 -0.4 4.1 13.7 10.8 12.5 9.7 13.1 12.0 -6.6 -6.5 -6.4 -6.3 13.1 10.1 20.0 9.4 18.2 1.9 4.2 11.7 2.9 8.4 2.6 5.8 -1.6 20.0 14.2 9.2 6.8 6.9 -2.0 -3.0 10.1 SMI 4.5 -5.5 -8.0 5.0 -2.2 5.9 1.8 7.8 4.3 -1.2 11.8 8.6 15.7 1.4 7.6 0.9 0.2 -0.4 -0.7 4.5 8.0 6.9 13.6 7.1 11.8 4.6 -2.7 8.1 3.9 11.4 4.5 10.1 10.5 7.5 -14.1 3.5 -3.1 1.9 -20.0 -5.5 SOFR -20.0 -18.6 16.8 -0.4 -5.1 2.4 -4.4 1.9 -3.6 -12.8 8.2 -14.3 8.1 -13.8 1.7 2.3 0.2 1.9 0.9 -6.2 6.3 -20.0 7.1 -19.0 -6.3 -2.6 -5.8 1.0 -6.0 2.0 -5.7 7.4 -12.9 -16.4 -14.3 -5.6 4.6 -12.6 20.0 13.3 SOYBEAN -10.7 8.0 -16.0 0.1 0.2 -2.6 -0.5 -3.7 0.9 -7.4 -10.6 -12.2 -12.2 -6.7 -8.2 -2.2 0.7 -4.1 -3.4 -10.6 -16.2 -16.1 -19.7 -12.8 -20.0 -4.2 -2.5 -5.4 -6.1 -5.8 -5.1 -6.4 -20.0 -20.0 -6.1 -20.0 2.8 -11.5 9.8 -6.8 SOYMEAL -12.8 8.7 -0.7 0.1 0.2 -2.1 -0.4 -2.9 0.7 -5.5 -7.0 -10.4 -9.5 -6.2 -3.0 -1.1 2.6 -1.7 -0.5 -4.1 -5.9 -8.1 -8.9 -6.9 -19.7 -1.9 -1.4 -2.4 -3.4 -2.9 -2.9 -2.1 -7.4 -7.4 -1.8 -6.5 -20.0 -20.0 -20.0 -20.0 SOYOIL 4.3 13.6 -0.5 0.1 0.2 -1.6 -0.3 -2.3 0.6 2.3 -4.3 -2.7 -8.0 2.9 -2.4 -1.2 1.0 0.4 0.5 1.0 -2.8 0.1 -6.5 1.3 -18.7 1.0 2.0 -0.7 0.0 -2.3 0.8 -2.7 -1.7 1.9 7.8 1.3 0.9 -7.6 10.2 -2.3 SP400 6.9 11.5 5.5 4.9 -2.2 5.8 1.8 7.7 4.2 -0.2 14.2 9.5 16.6 16.6 15.9 -7.2 -6.1 -6.6 -6.3 15.9 13.8 9.0 14.3 16.2 -13.6 6.5 -2.8 6.6 2.8 6.8 5.6 0.0 9.3 3.8 14.4 18.8 7.2 -6.1 -9.7 -20.0 SP500_micro 8.1 16.6 2.2 4.9 -2.2 5.9 1.8 7.7 4.2 9.3 18.2 15.1 18.8 18.5 18.8 -10.7 -11.6 -10.4 -11.0 20.0 20.0 16.6 20.0 20.0 -20.0 6.8 2.1 7.3 4.6 9.0 6.3 -8.9 16.3 12.1 20.0 10.3 10.5 3.6 -9.1 -4.4 SUGAR11 -8.3 20.0 17.2 0.1 0.2 -2.7 -0.5 -3.8 0.9 -13.5 4.9 -12.5 -6.5 7.3 9.2 20.0 13.5 20.0 16.5 13.8 8.6 -7.5 -0.0 5.0 -20.0 3.3 -2.9 2.0 -1.9 -0.1 1.1 20.0 -14.1 -9.6 20.0 20.0 -17.3 7.1 -15.4 10.3 US10 -20.0 -16.5 17.6 -0.3 -3.7 1.7 -3.3 1.4 -2.7 -9.7 5.1 -10.7 3.8 -10.2 0.1 -5.7 -7.2 -6.5 -6.8 -5.8 2.9 -16.3 2.5 -15.1 1.7 -2.0 -4.0 0.5 -4.5 1.1 -4.3 -5.4 -10.6 -14.7 -11.5 -5.3 0.5 -20.0 20.0 8.2 US10U -20.0 -14.9 16.1 -0.4 -5.4 2.5 -4.7 2.0 -3.9 -14.2 6.8 -15.5 4.2 -14.9 -0.4 -4.6 -3.5 -4.5 -4.2 -8.3 3.4 -20.0 2.5 -20.0 -1.3 -3.2 -6.2 0.5 -6.7 1.3 -6.4 -0.2 -17.0 -18.8 -16.7 -10.8 1.2 -18.7 20.0 19.1 US2 -20.0 -12.2 20.0 -0.2 -2.8 1.3 -2.5 1.1 -2.0 -6.6 3.5 -7.9 1.2 -7.2 1.1 -20.0 -20.0 -20.0 -20.0 -3.2 3.0 -11.0 1.0 -10.7 11.5 -0.8 -2.1 0.9 -2.8 0.8 -2.7 -20.0 -2.8 -13.4 -4.7 3.2 -1.5 -20.0 5.8 -10.9 US20 -20.0 -16.1 12.9 -0.3 -4.0 1.9 -3.5 1.5 -2.9 -10.7 4.4 -11.6 4.6 -11.2 -1.6 -2.6 -1.3 -2.1 -1.6 -7.0 1.8 -18.3 2.1 -16.3 -3.2 -2.5 -4.9 0.2 -5.2 1.1 -4.9 4.2 -15.4 -14.1 -14.1 -10.4 1.9 -11.3 20.0 20.0 US30 -20.0 -14.3 11.0 -0.4 -4.5 2.1 -3.9 1.7 -3.2 -11.5 3.7 -12.5 2.5 -12.4 -3.0 -2.5 -4.9 -4.1 -4.6 -7.8 0.6 -18.5 0.4 -16.7 -2.2 -3.0 -5.3 -0.1 -5.8 0.8 -5.5 -1.6 -15.4 -12.0 -14.4 -14.0 -1.1 -10.0 20.0 20.0 US5 -20.0 -16.5 20.0 -0.3 -3.6 1.7 -3.1 1.3 -2.6 -9.1 4.8 -10.3 2.7 -9.8 0.5 -7.7 -10.5 -9.4 -10.0 -5.3 3.1 -15.0 2.3 -14.4 5.5 -1.7 -3.3 0.7 -3.9 1.1 -3.9 -11.1 -7.3 -15.5 -9.7 -2.3 2.8 -20.0 20.0 2.2 VIX 1.7 2.2 20.0 1.6 -2.8 1.4 -2.5 -2.5 -0.6 -11.5 -7.0 -7.5 -9.9 -0.6 -6.6 -1.8 -20.0 -6.6 -16.8 1.9 0.7 -5.1 -6.3 -1.1 NaN 1.7 -3.3 1.5 -3.0 -3.1 -0.7 NaN NaN NaN NaN NaN -18.1 -20.0 NaN NaN WHEAT 2.0 17.8 -3.8 0.1 0.3 -3.5 -0.7 -5.0 1.2 -14.8 -11.1 -14.2 -15.4 5.4 3.5 -10.8 -14.4 -13.0 -14.2 0.5 -6.5 -13.1 -15.1 -2.9 4.0 -0.5 -7.4 -3.0 -7.3 -5.5 -2.2 -20.0 -20.0 -2.8 9.2 -9.0 -20.0 -17.9 -20.0 -15.7 End of report for caleb_strategy_v3