******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20241029_203904 produced at 2024-10-29 21:37:22.754435 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 0.08 0.00 -0.94 0.0 0.00 0.00 0.00 0.00 -11.11 11.0 0 0 caleb_strategy_v3 CAD False False 0.03 -0.08 -0.17 0.0 0.73 -0.73 -0.08 -0.08 -6.74 29.0 -3 -3 caleb_strategy_v3 US2 False True 0.07 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -1.98 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.05 -0.10 0.0 999.00 -999.00 -0.05 -0.05 -15.53 999999999.0 -7 -7 caleb_strategy_v3 MXP False False 0.01 -0.05 -0.09 0.0 0.52 -0.52 -0.05 -0.06 -10.23 60.0 -6 -7 caleb_strategy_v3 CHF False False 0.05 -0.15 -0.09 0.0 0.66 -0.66 -0.15 -0.15 -1.82 13.0 -3 -3 caleb_strategy_v3 EUR False False 0.05 -0.14 -0.08 0.0 0.67 -0.67 -0.14 -0.14 -1.72 14.0 -3 -3 caleb_strategy_v3 CORN False False 0.01 -0.05 -0.07 0.0 0.09 -0.09 -0.05 -0.05 -9.07 12.0 -7 -7 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.04 -0.06 0.0 0.07 -0.07 -0.04 -0.04 -23.19 26.0 -16 -16 caleb_strategy_v3 US5 False False 0.04 -0.04 -0.06 0.0 0.94 -0.94 -0.04 -0.04 -1.49 25.0 -1 -1 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -1.50 24.0 0 0 caleb_strategy_v3 RICE False True 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -4.61 4.0 0 0 caleb_strategy_v3 JGB-SGX-mini False False 0.03 -0.03 -0.04 0.0 0.53 -0.53 -0.03 -0.03 -1.07 16.0 -1 -1 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.04 0.0 0.49 -0.49 -0.03 -0.03 -1.49 17.0 -1 -1 caleb_strategy_v3 COPPER False False 0.04 0.00 -0.04 0.0 999.00 -999.00 0.00 0.00 -0.98 999999999.0 0 0 caleb_strategy_v3 US10 False False 0.04 0.00 -0.04 0.0 0.66 -0.66 0.00 0.00 -1.01 17.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.05 -0.04 0.0 0.14 -0.14 -0.05 -0.05 -3.25 11.0 -4 -4 caleb_strategy_v3 HEATOIL False False 0.03 -0.03 -0.03 0.0 0.10 -0.10 -0.03 -0.03 -1.02 3.0 -1 -1 caleb_strategy_v3 SOYBEAN False False 0.02 -0.05 -0.03 0.0 0.13 -0.13 -0.05 -0.05 -1.59 7.0 -3 -3 caleb_strategy_v3 NZD False False 0.02 0.00 -0.03 0.0 0.44 -0.44 0.00 0.00 -1.44 21.0 0 0 caleb_strategy_v3 CAC True False 0.03 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -1.21 12.0 0 0 caleb_strategy_v3 US10U False False 0.04 0.00 -0.03 0.0 0.52 -0.52 0.00 0.00 -0.85 13.0 0 0 caleb_strategy_v3 AUD False False 0.02 -0.02 -0.03 0.0 0.44 -0.44 -0.02 -0.02 -1.28 19.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.02 0.0 0.08 -0.08 0.00 0.00 -1.88 8.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.02 -0.02 0.0 0.10 -0.10 -0.02 -0.02 -1.98 9.0 -2 -2 caleb_strategy_v3 US20 False True 0.04 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.39 9.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.02 0.0 0.10 -0.10 -0.03 -0.03 -2.06 9.0 -3 -3 caleb_strategy_v3 GASOIL False False 0.02 -0.02 -0.02 0.0 0.09 -0.09 -0.02 -0.02 -0.96 4.0 -1 -1 caleb_strategy_v3 CANOLA False False 0.00 -0.01 -0.02 0.0 0.17 -0.17 -0.01 -0.01 -5.45 51.0 -2 -2 caleb_strategy_v3 BUND False False 0.05 0.00 -0.02 0.0 0.50 -0.50 0.00 0.00 -0.42 10.0 0 0 caleb_strategy_v3 US30 False False 0.04 -0.13 -0.01 0.0 0.26 -0.26 -0.13 -0.13 -0.30 6.0 -3 -3 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 CRUDE_W False False 0.02 0.00 -0.01 0.0 0.11 -0.11 0.00 0.00 -0.34 5.0 0 0 caleb_strategy_v3 GBP False False 0.03 -0.03 -0.00 0.0 0.63 -0.63 -0.03 -0.03 -0.12 22.0 -1 -1 caleb_strategy_v3 COFFEE False False 0.03 0.00 -0.00 0.0 0.20 -0.20 0.00 0.00 -0.11 6.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 0.00 -0.00 0.0 0.09 -0.09 0.00 0.00 -0.43 10.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.35 -0.35 0.00 0.00 0.02 23.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.01 0.00 0.0 0.07 -0.07 0.01 0.01 0.35 5.0 1 1 caleb_strategy_v3 LUMBER-new False False 0.01 -0.01 0.00 0.0 0.02 -0.02 -0.01 -0.01 0.50 3.0 -2 -2 caleb_strategy_v3 EUROSTX False False 0.02 0.00 -0.00 0.0 0.38 -0.38 0.00 0.00 -0.03 20.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.00 0.0 0.00 0.00 0.00 0.00 1.37 59.0 0 0 caleb_strategy_v3 GASOLINE False False 0.03 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.07 999999999.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.02 0.00 0.0 0.14 -0.14 0.02 0.02 0.38 18.0 2 2 caleb_strategy_v3 BOBL False False 0.05 0.00 -0.00 0.0 0.86 -0.86 0.00 0.00 -0.01 19.0 0 0 caleb_strategy_v3 COCOA False False 0.02 0.02 0.01 0.0 0.62 -0.62 0.02 0.02 0.55 26.0 1 1 caleb_strategy_v3 PLAT False False 0.02 0.02 0.01 0.0 0.19 -0.19 0.02 0.02 0.68 10.0 1 1 caleb_strategy_v3 PALLAD False False 0.04 0.00 0.01 0.0 0.09 -0.09 0.00 0.00 0.34 2.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 0.01 0.0 0.00 0.00 0.00 0.00 1.87 2.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.00 0.01 0.0 0.33 -0.33 0.00 0.01 0.82 23.0 0 1 caleb_strategy_v3 RUSSELL False False 0.00 0.00 0.02 0.0 0.27 -0.27 0.00 0.00 4.35 68.0 0 0 caleb_strategy_v3 SP400 False False 0.11 0.22 0.02 0.0 0.22 -0.22 0.22 0.22 0.17 2.0 2 2 caleb_strategy_v3 FEEDCOW False False 0.04 0.13 0.02 0.0 0.34 -0.34 0.13 0.13 0.55 8.0 3 3 caleb_strategy_v3 DOW False False 0.01 0.00 0.02 0.0 0.49 -0.49 0.00 0.00 2.09 66.0 0 0 caleb_strategy_v3 OJ False False 0.03 0.03 0.03 0.0 0.08 -0.08 0.03 0.03 1.08 3.0 1 1 caleb_strategy_v3 SILVER-mini False False 0.03 0.03 0.03 0.0 999.00 -999.00 0.03 0.03 0.87 999999999.0 1 1 caleb_strategy_v3 OAT False False 0.05 0.14 0.04 0.0 0.48 -0.48 0.14 0.14 0.77 10.0 3 3 caleb_strategy_v3 SP500_micro False False 0.01 0.00 0.04 0.0 0.50 -0.50 0.00 0.00 3.76 48.0 0 0 caleb_strategy_v3 BTP False False 0.05 0.00 0.04 0.0 0.46 -0.46 0.00 0.00 0.87 10.0 0 0 caleb_strategy_v3 SMI False True 0.05 0.00 0.05 0.0 0.00 0.00 0.00 0.00 1.11 9.0 0 0 caleb_strategy_v3 DX False False 0.04 0.00 0.06 0.0 999.00 -999.00 0.00 0.00 1.77 999999999.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.04 0.06 0.0 0.32 -0.32 0.04 0.04 6.16 36.0 4 4 caleb_strategy_v3 GOLD_micro False False 0.01 0.03 0.09 0.0 0.55 -0.55 0.03 0.03 9.46 56.0 3 3 caleb_strategy_v3 LIVECOW False False 0.03 0.03 0.11 0.0 0.45 -0.45 0.03 0.03 3.98 17.0 1 1 caleb_strategy_v3 DAX False False 0.01 0.07 0.12 0.0 0.43 -0.43 0.07 0.07 15.70 58.0 9 9 caleb_strategy_v3 LEANHOG False False 0.01 0.10 0.13 0.0 0.16 -0.16 0.10 0.10 10.59 13.0 8 8 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 0.94 0.0 0.93 -0.93 0.00 0.00 10.07 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 9.5 Shocked risk 24.9 Sum abs risk 36.1 Leverage 4.36 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2847076.12, 'annual_cash_vol_target': 711769.03, 'daily_cash_vol_target': 44485.564375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0039 0.6558 0.5878 9.4040 BITCOIN 1630.3222 73705.0000 2.2120 35.3913 BOBL 0.2540 118.7900 0.2138 3.4209 BTP 0.5621 120.6100 0.4661 7.4573 BUND 0.4922 132.6600 0.3710 5.9367 BUXL 1.2374 132.0200 0.9373 14.9967 CAC 60.8191 7513.0000 0.8095 12.9523 CAD 0.0024 0.7194 0.3336 5.3374 CANOLA 7.5841 645.9000 1.1742 18.7870 CHF 0.0047 1.1585 0.4041 6.4658 COCOA 149.3571 6791.0000 2.1993 35.1894 COFFEE 4.4854 247.2000 1.8145 29.0316 COPPER 0.0523 4.3615 1.1984 19.1740 CORN 4.1369 439.5000 0.9413 15.0603 COTTON2 0.9226 72.7600 1.2681 20.2892 CRUDE_W 1.2284 65.3100 1.8808 30.0932 DAX 126.2300 19571.0000 0.6450 10.3198 DOW 256.9475 42442.0000 0.6054 9.6865 DX 0.3507 104.1850 0.3366 5.3859 EUR 0.0041 1.0835 0.3829 6.1271 EURIBOR-ICE 0.0446 97.9300 0.0455 0.7282 EUROSTX 40.8609 4960.0000 0.8238 13.1809 FEEDCOW 1.6662 242.1750 0.6880 11.0084 GASOIL 12.1147 644.5000 1.8797 30.0754 GASOLINE 0.0421 1.9060 2.2102 35.3627 GAS_US_mini 0.0917 3.1250 2.9334 46.9341 GBP 0.0060 1.3005 0.4639 7.4228 GOLD_micro 17.3327 2784.8000 0.6224 9.9585 HEATOIL 0.0430 2.1634 1.9860 31.7768 JGB-SGX-mini 0.2192 143.8200 0.1524 2.4388 JPY 0.0000 0.0066 0.7265 11.6244 LEANHOG 0.9477 85.2000 1.1123 17.7973 LIVECOW 1.0297 188.4750 0.5463 8.7411 LUMBER-new 7.2109 570.0000 1.2651 20.2410 MILK 0.2573 19.9200 1.2918 20.6688 MXP 0.0004 0.0494 0.7917 12.6665 NASDAQ_micro 153.3577 20695.2500 0.7410 11.8565 NIKKEI 511.2938 39190.0000 1.3047 20.8745 NZD 0.0038 0.5969 0.6376 10.2012 OAT 0.5077 125.3500 0.4051 6.4810 OATIES 5.0940 382.5000 1.3318 21.3082 OJ 7.5449 483.2500 1.5613 24.9806 PALLAD 28.8505 1215.5000 2.3736 37.9768 PLAT 14.6364 1058.7000 1.3825 22.1198 REDWHEAT 9.8679 588.5000 1.6768 26.8286 RICE 0.1207 15.0300 0.8030 12.8478 ROBUSTA 82.2923 4382.0000 1.8780 30.0474 RUSSELL 21.7400 2251.8000 0.9654 15.4472 SHATZ 0.0865 106.8250 0.0810 1.2961 SILVER-mini 0.5467 34.6500 1.5779 25.2461 SMI 79.1835 12122.0000 0.6532 10.4515 SOFR 0.0557 96.3850 0.0578 0.9245 SOYBEAN 9.6775 1017.5000 0.9511 15.2176 SOYMEAL 3.9619 306.0000 1.2948 20.7161 SOYOIL 0.7368 43.0600 1.7110 27.3758 SP400 22.7361 3160.2000 0.7195 11.5112 SP500_micro 32.3448 5879.0000 0.5502 8.8028 SUGAR11 0.3017 20.4400 1.4762 23.6195 US10 0.3619 110.8125 0.3266 5.2258 US10U 0.4879 113.9688 0.4281 6.8500 US2 0.1042 103.0898 0.1011 1.6170 US20 0.7295 117.8125 0.6192 9.9073 US30 1.1112 124.9688 0.8892 14.2272 US5 0.2387 107.5234 0.2220 3.5526 VIX 0.5708 18.4500 3.0936 49.4978 WHEAT 8.4060 631.5000 1.3311 21.2979 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 655.75 0.59 385.42 1.00 385.42 44485.56 115.42 -4.26 -49.21 BITCOIN 73.70 2.21 163.03 1.00 163.03 44485.56 272.86 0.46 12.69 BOBL 1187.90 0.21 253.98 1.08 274.15 44485.56 162.27 -0.04 -0.64 BTP 1206.10 0.47 562.14 1.08 606.78 44485.56 73.31 3.49 25.57 BUND 1326.60 0.37 492.23 1.08 531.31 44485.56 83.73 -4.89 -40.93 BUXL 1320.20 0.94 1237.41 1.08 1335.66 44485.56 33.31 -4.53 -15.08 CAC 751.30 0.81 608.19 1.08 656.48 44485.56 67.76 -5.23 -35.46 CAD 719.35 0.33 239.96 1.00 239.96 44485.56 185.38 -14.02 -259.86 CANOLA 129.18 1.17 151.68 0.72 109.21 44485.56 407.34 -5.50 -223.84 CHF 1448.12 0.40 585.20 1.00 585.20 44485.56 76.02 -9.21 -70.04 COCOA 679.10 2.20 1493.57 1.00 1493.57 44485.56 29.78 8.63 25.71 COFFEE 927.00 1.81 1682.02 1.00 1682.02 44485.56 26.45 -3.46 -9.14 COPPER 1090.38 1.20 1306.68 1.00 1306.68 44485.56 34.04 -2.65 -9.01 CORN 219.75 0.94 206.84 1.00 206.84 44485.56 215.07 -17.33 -372.80 COTTON2 363.80 1.27 461.32 1.00 461.32 44485.56 96.43 -15.72 -151.62 CRUDE_W 653.10 1.88 1228.37 1.00 1228.37 44485.56 36.22 -0.87 -3.13 DAX 195.71 0.64 126.23 1.08 136.25 44485.56 326.49 14.10 460.29 DOW 212.21 0.61 128.47 1.00 128.47 44485.56 346.26 2.59 89.74 DX 1041.85 0.34 350.71 1.00 350.71 44485.56 126.84 5.37 68.17 EUR 1354.38 0.38 518.65 1.00 518.65 44485.56 85.77 -7.73 -66.34 EURIBOR-ICE 2448.25 0.05 111.42 1.08 120.27 44485.56 369.89 7.98 295.23 EUROSTX 496.00 0.82 408.61 1.08 441.05 44485.56 100.86 -0.09 -0.92 FEEDCOW 1210.88 0.69 833.12 1.00 833.12 44485.56 53.40 3.12 16.65 GASOIL 644.50 1.88 1211.47 1.00 1211.47 44485.56 36.72 -6.06 -22.25 GASOLINE 800.52 2.21 1769.29 1.00 1769.29 44485.56 25.14 0.68 1.71 GAS_US_mini 78.12 2.93 229.17 1.00 229.17 44485.56 194.12 -11.03 -214.16 GBP 812.81 0.46 377.08 1.00 377.08 44485.56 117.97 -0.38 -4.52 GOLD_micro 278.48 0.62 173.33 1.00 173.33 44485.56 256.66 10.80 277.25 HEATOIL 908.63 1.99 1804.58 1.00 1804.58 44485.56 24.65 -9.52 -23.46 JGB-SGX-mini 143820.00 0.15 21921.91 0.01 142.85 44485.56 311.42 -0.32 -9.88 JPY 819.81 0.73 595.61 1.00 595.61 44485.56 74.69 -7.70 -57.50 LEANHOG 340.80 1.11 379.08 1.00 379.08 44485.56 117.35 14.85 174.23 LIVECOW 753.90 0.55 411.87 1.00 411.87 44485.56 108.01 11.12 120.09 LUMBER-new 156.75 1.27 198.30 1.00 198.30 44485.56 224.34 1.04 23.37 MILK 398.40 1.29 514.65 1.00 514.65 44485.56 86.44 1.91 16.54 MXP 246.85 0.79 195.42 1.00 195.42 44485.56 227.64 -3.06 -69.69 NASDAQ_micro 413.90 0.74 306.72 1.00 306.72 44485.56 145.04 2.42 35.07 NIKKEI 39190.00 1.30 51129.38 0.01 333.17 44485.56 133.52 4.26 56.86 NZD 596.90 0.64 380.57 1.00 380.57 44485.56 116.89 -4.75 -55.55 OAT 1253.50 0.41 507.75 1.08 548.06 44485.56 81.17 2.78 22.55 OATIES 191.25 1.33 254.70 1.00 254.70 44485.56 174.66 4.41 76.98 OJ 724.88 1.56 1131.74 1.00 1131.74 44485.56 39.31 12.88 50.63 PALLAD 1215.50 2.37 2885.05 1.00 2885.05 44485.56 15.42 6.56 10.11 PLAT 529.35 1.38 731.82 1.00 731.82 44485.56 60.79 3.27 19.90 REDWHEAT 294.25 1.68 493.39 1.00 493.39 44485.56 90.16 -15.75 -141.98 RICE 300.60 0.80 241.38 1.00 241.38 44485.56 184.30 -10.27 -189.29 ROBUSTA 438.20 1.88 822.92 1.00 822.92 44485.56 54.06 0.35 1.89 RUSSELL 112.59 0.97 108.70 1.00 108.70 44485.56 409.25 3.21 131.25 SHATZ 1068.25 0.08 86.53 1.08 93.40 44485.56 476.28 -3.10 -147.68 SILVER-mini 866.25 1.58 1366.84 1.00 1366.84 44485.56 32.55 7.84 25.53 SMI 1212.20 0.65 791.83 1.15 911.52 44485.56 48.80 6.64 32.42 SOFR 2409.62 0.06 139.23 1.00 139.23 44485.56 319.51 -5.72 -182.74 SOYBEAN 508.75 0.95 483.87 1.00 483.87 44485.56 91.94 -18.65 -171.45 SOYMEAL 306.00 1.29 396.19 1.00 396.19 44485.56 112.28 -18.93 -212.56 SOYOIL 258.36 1.71 442.05 1.00 442.05 44485.56 100.63 -4.60 -46.27 SP400 3160.20 0.72 2273.61 1.00 2273.61 44485.56 19.57 2.58 5.05 SP500_micro 293.95 0.55 161.72 1.00 161.72 44485.56 275.07 5.89 161.91 SUGAR11 228.93 1.48 337.95 1.00 337.95 44485.56 131.63 1.34 17.68 US10 1108.12 0.33 361.92 1.00 361.92 44485.56 122.91 -6.48 -79.63 US10U 1139.69 0.43 487.93 1.00 487.93 44485.56 91.17 -7.32 -66.70 US2 2061.80 0.10 208.37 1.00 208.37 44485.56 213.49 -7.31 -156.11 US20 1178.12 0.62 729.50 1.00 729.50 44485.56 60.98 -5.07 -30.93 US30 1249.69 0.89 1111.22 1.00 1111.22 44485.56 40.03 -5.94 -23.80 US5 1075.23 0.22 238.74 1.00 238.74 44485.56 186.34 -6.31 -117.53 VIX 184.50 3.09 570.77 1.00 570.77 44485.56 77.94 -8.07 -62.92 WHEAT 315.75 1.33 420.30 1.00 420.30 44485.56 105.84 -14.67 -155.29 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -49.215 0.010 2.5 -1.277 BITCOIN 12.688 0.043 2.5 1.374 BOBL -0.637 0.004 2.5 -0.006 BTP 25.569 0.014 2.5 0.872 BUND -40.934 0.004 2.5 -0.415 BUXL -15.082 0.004 2.5 -0.153 CAC -35.457 0.014 2.5 -1.209 CAD -259.859 0.010 2.5 -6.742 CANOLA -223.839 0.010 2.5 -5.446 CHF -70.042 0.010 2.5 -1.817 COCOA 25.714 0.009 2.5 0.551 COFFEE -9.140 0.005 2.5 -0.107 COPPER -9.007 0.043 2.5 -0.975 CORN -372.797 0.010 2.5 -9.070 COTTON2 -151.617 0.009 2.5 -3.247 CRUDE_W -3.133 0.043 2.5 -0.339 DAX 460.289 0.014 2.5 15.700 DOW 89.745 0.009 2.5 2.086 DX 68.173 0.010 2.5 1.769 EUR -66.339 0.010 2.5 -1.721 EURIBOR-ICE 295.227 0.014 2.5 10.070 EUROSTX -0.922 0.014 2.5 -0.031 FEEDCOW 16.648 0.013 2.5 0.552 GASOIL -22.253 0.017 2.5 -0.965 GASOLINE 1.713 0.017 2.5 0.074 GAS_US_mini -214.163 0.043 2.5 -23.191 GBP -4.520 0.010 2.5 -0.117 GOLD_micro 277.247 0.014 2.5 9.456 HEATOIL -23.463 0.017 2.5 -1.017 JGB-SGX-mini -9.885 0.043 2.5 -1.070 JPY -57.503 0.010 2.5 -1.492 LEANHOG 174.229 0.024 2.5 10.589 LIVECOW 120.089 0.013 2.5 3.979 LUMBER-new 23.374 0.009 2.5 0.501 MILK 16.541 0.009 2.5 0.354 MXP -69.687 0.059 2.5 -10.228 NASDAQ_micro 35.071 0.009 2.5 0.815 NIKKEI 56.859 0.043 2.5 6.157 NZD -55.550 0.010 2.5 -1.441 OAT 22.555 0.014 2.5 0.769 OATIES 76.982 0.010 2.5 1.873 OJ 50.630 0.009 2.5 1.084 PALLAD 10.109 0.014 2.5 0.345 PLAT 19.898 0.014 2.5 0.679 REDWHEAT -141.980 0.005 2.5 -1.883 RICE -189.294 0.010 2.5 -4.605 ROBUSTA 1.889 0.005 2.5 0.022 RUSSELL 131.253 0.013 2.5 4.349 SHATZ -147.676 0.004 2.5 -1.497 SILVER-mini 25.529 0.014 2.5 0.871 SMI 32.420 0.014 2.5 1.106 SOFR -182.742 0.024 2.5 -11.106 SOYBEAN -171.447 0.004 2.5 -1.595 SOYMEAL -212.558 0.004 2.5 -1.977 SOYOIL -46.269 0.004 2.5 -0.431 SP400 5.047 0.013 2.5 0.167 SP500_micro 161.908 0.009 2.5 3.763 SUGAR11 17.685 0.009 2.5 0.376 US10 -79.629 0.005 2.5 -1.009 US10U -66.698 0.005 2.5 -0.845 US2 -156.109 0.005 2.5 -1.978 US20 -30.928 0.005 2.5 -0.392 US30 -23.796 0.005 2.5 -0.302 US5 -117.528 0.005 2.5 -1.489 VIX -62.915 0.099 2.5 -15.530 WHEAT -155.290 0.005 2.5 -2.060 ===================== Position diags ===================== AUD 2.99 BITCOIN 29.55 BOBL 1.65 BTP 2.50 BUND 0.85 BUXL 0.34 CAC 2.31 CAD 4.81 CANOLA 9.91 CHF 1.97 COCOA 0.64 COFFEE 0.31 COPPER 3.69 CORN 5.23 COTTON2 2.07 CRUDE_W 3.92 DAX 11.14 DOW 8.05 DX 3.29 EUR 2.23 EURIBOR-ICE 12.62 EUROSTX 3.44 FEEDCOW 1.77 GASOIL 1.59 GASOLINE 1.09 GAS_US_mini 21.02 GBP 3.06 GOLD_micro 8.75 HEATOIL 1.07 JGB-SGX-mini 33.72 JPY 1.94 LEANHOG 7.13 LIVECOW 3.58 LUMBER-new 4.80 MILK 1.85 MXP 33.41 NASDAQ_micro 3.37 NIKKEI 14.46 NZD 3.03 OAT 2.77 OATIES 4.25 OJ 0.84 PALLAD 0.53 PLAT 2.07 REDWHEAT 1.20 RICE 4.48 ROBUSTA 0.63 RUSSELL 13.56 SHATZ 4.83 SILVER-mini 1.11 SMI 1.66 SOFR 19.42 SOYBEAN 0.86 SOYMEAL 1.04 SOYOIL 0.94 SP400 0.65 SP500_micro 6.39 SUGAR11 2.80 US10 1.56 US10U 1.16 US2 2.71 US20 0.77 US30 0.51 US5 2.36 VIX 19.24 WHEAT 1.40 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -1.3 -1.6 -1.0 -1.0 -1 BITCOIN 1.4 -1.6 4.3 0.0 0 BOBL -0.0 -0.2 0.2 0.0 0 BTP 0.9 0.6 1.1 0.0 0 BUND -0.4 -0.5 -0.3 0.0 0 BUXL -0.2 -0.2 -0.1 0.0 0 CAC -1.2 -1.4 -1.0 0.0 0 CAD -6.7 -7.2 -6.3 -3.0 -3 CANOLA -5.4 -6.4 -4.5 -2.0 -2 CHF -1.8 -2.0 -1.6 -3.0 -3 COCOA 0.6 0.5 0.6 1.0 1 COFFEE -0.1 -0.1 -0.1 0.0 0 COPPER -1.0 -1.3 -0.6 0.0 0 CORN -9.1 -9.6 -8.5 -7.0 -7 COTTON2 -3.2 -3.5 -3.0 -4.0 -4 CRUDE_W -0.3 -0.7 0.1 0.0 0 DAX 15.7 14.6 16.8 9.0 9 DOW 2.1 1.3 2.9 0.0 0 DX 1.8 1.4 2.1 0.0 0 EUR -1.7 -1.9 -1.5 -3.0 -3 EURIBOR-ICE 10.1 8.8 11.3 0.0 0 EUROSTX -0.0 -0.4 0.3 0.0 0 FEEDCOW 0.6 0.4 0.7 3.0 3 GASOIL -1.0 -1.1 -0.8 -1.0 -1 GASOLINE 0.1 -0.0 0.2 0.0 0 GAS_US_mini -23.2 -25.3 -21.1 -16.0 -16 GBP -0.1 -0.4 0.2 -1.0 -1 GOLD_micro 9.5 8.6 10.3 3.0 3 HEATOIL -1.0 -1.1 -0.9 -1.0 -1 JGB-SGX-mini -1.1 -4.4 2.3 -1.0 -1 JPY -1.5 -1.7 -1.3 -1.0 -1 LEANHOG 10.6 9.9 11.3 8.0 8 LIVECOW 4.0 3.6 4.3 1.0 1 LUMBER-new 0.5 0.0 1.0 -2.0 -2 MILK 0.4 0.2 0.5 1.0 1 MXP -10.2 -13.6 -6.9 -6.0 -6 NASDAQ_micro 0.8 0.5 1.2 0.0 0 NIKKEI 6.2 4.7 7.6 4.0 4 NZD -1.4 -1.7 -1.1 0.0 0 OAT 0.8 0.5 1.0 3.0 3 OATIES 1.9 1.4 2.3 NaN 0 OJ 1.1 1.0 1.2 1.0 1 PALLAD 0.3 0.3 0.4 0.0 0 PLAT 0.7 0.5 0.9 1.0 1 REDWHEAT -1.9 -2.0 -1.8 0.0 0 RICE -4.6 -5.1 -4.2 NaN 0 ROBUSTA 0.0 -0.0 0.1 0.0 0 RUSSELL 4.3 3.0 5.7 0.0 0 SHATZ -1.5 -2.0 -1.0 NaN 0 SILVER-mini 0.9 0.8 1.0 1.0 1 SMI 1.1 0.9 1.3 0.0 0 SOFR -11.1 -13.0 -9.2 NaN 0 SOYBEAN -1.6 -1.7 -1.5 -3.0 -3 SOYMEAL -2.0 -2.1 -1.9 -2.0 -2 SOYOIL -0.4 -0.5 -0.3 0.0 0 SP400 0.2 0.1 0.2 2.0 2 SP500_micro 3.8 3.1 4.4 0.0 0 SUGAR11 0.4 0.1 0.7 2.0 2 US10 -1.0 -1.2 -0.9 0.0 0 US10U -0.8 -1.0 -0.7 0.0 0 US2 -2.0 -2.2 -1.7 NaN 0 US20 -0.4 -0.5 -0.3 0.0 0 US30 -0.3 -0.4 -0.3 -3.0 -3 US5 -1.5 -1.7 -1.3 -1.0 -1 VIX -15.5 -17.5 -13.6 -7.0 -7 WHEAT -2.1 -2.2 -1.9 -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 -0.6 -0.1 0.1 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.2 0.1 -0.2 0.1 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.2 0.1 -0.2 0.4 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.0 -0.3 -0.3 -0.1 -0.2 0.2 -0.2 0.3 -0.1 BITCOIN 0.5 0.4 -0.3 0.1 0.1 0.1 0.1 0.0 0.1 0.2 0.0 0.2 0.4 0.2 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.2 0.3 0.2 -2.7 0.1 0.2 0.1 0.1 0.2 0.1 -0.1 -0.1 0.3 -0.5 -0.1 0.1 -0.1 0.0 0.1 BOBL -0.5 -0.2 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 0.3 -0.1 0.1 -0.0 0.0 0.0 -0.0 0.0 -0.0 0.5 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.1 0.2 0.3 0.1 -0.6 -0.5 0.0 -0.1 BTP -0.3 -0.0 0.3 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.1 0.4 -0.1 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 0.3 0.0 -2.7 0.1 -0.0 0.2 -0.0 0.2 0.0 0.8 0.3 0.6 0.6 0.3 -0.7 -0.4 0.2 0.4 BUND -0.5 -0.3 0.4 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.1 -0.1 0.1 -0.1 0.0 -0.4 -0.1 -0.3 -0.2 -0.0 0.0 -0.1 0.0 -0.1 0.2 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.4 0.1 0.2 0.2 -0.0 -0.7 -0.6 -0.0 -0.0 BUXL -0.4 -0.3 0.3 -0.0 -0.0 0.0 -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 -0.0 0.0 -0.0 0.0 -0.0 0.2 0.1 0.4 0.1 -0.2 -0.7 -0.7 -0.2 -0.2 CAC -0.1 0.2 -0.3 0.0 -0.0 0.2 -0.0 0.3 0.0 -0.1 -0.2 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -1.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 0.2 0.1 -0.4 -0.3 -0.6 0.2 0.2 -0.2 -0.1 CAD -0.6 -0.4 0.1 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.2 -0.3 -0.2 -0.6 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.2 -0.6 -0.6 -0.4 0.0 -0.3 -0.1 -0.2 CANOLA 0.4 0.5 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 0.1 -0.0 0.1 -0.3 0.1 0.0 -0.3 -0.2 -0.3 -0.3 0.1 -0.0 0.1 -0.2 0.1 -2.2 0.0 0.0 0.0 0.0 -0.1 0.0 -1.1 0.5 0.6 0.4 0.2 -0.2 -0.4 0.1 -0.3 CHF -0.6 -0.5 0.6 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.1 0.2 -0.2 -0.1 -0.2 0.0 -0.3 -0.3 -0.3 -0.3 -0.1 0.0 -0.1 0.1 -0.2 0.7 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -1.1 0.1 -0.1 -0.4 0.5 -0.3 -0.4 -0.7 -0.4 COCOA 0.2 0.1 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 0.0 0.1 0.0 0.3 0.0 -2.7 0.0 0.0 0.1 0.0 0.3 0.0 1.1 -0.2 0.2 0.1 0.3 0.7 0.6 0.7 0.7 COFFEE -0.3 -0.1 0.0 -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 0.1 -0.1 0.5 -0.0 -2.7 0.0 -0.0 0.2 -0.0 0.4 -0.0 0.3 -0.3 -0.6 0.0 0.6 -0.3 -0.2 0.0 -0.0 COPPER -0.4 0.5 -0.2 0.0 0.0 0.0 0.1 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 -2.1 0.0 -0.0 0.1 -0.0 0.1 0.0 0.2 -0.5 -0.6 -0.1 -0.2 0.6 0.3 0.5 0.7 CORN -0.3 0.3 -0.4 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 0.0 -0.4 -0.1 -0.7 -0.1 -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 0.0 -0.6 -0.3 -0.6 0.2 -0.1 0.3 0.0 COTTON2 -0.3 0.5 0.2 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 -0.1 -0.4 -0.1 -0.6 0.0 0.0 -0.3 -0.1 -0.3 -0.2 -0.0 -0.1 -0.1 -0.4 -0.0 -2.7 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.9 -0.0 -0.3 -0.0 0.2 -0.5 -0.4 -0.3 -0.3 CRUDE_W 0.0 0.1 -0.4 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.0 -0.0 -0.1 0.1 0.2 0.1 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.5 -0.0 -0.2 0.1 0.1 -0.1 0.3 -0.1 0.4 DAX 0.2 0.5 0.1 0.0 -0.0 0.2 -0.0 0.3 0.0 -0.1 0.5 0.1 0.7 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.5 0.2 1.4 0.1 0.0 0.2 0.0 0.3 0.1 -0.3 0.2 0.4 0.5 0.2 0.7 0.3 0.2 0.1 DOW -0.1 0.4 0.3 0.0 -0.0 0.1 -0.0 0.3 0.0 -0.1 0.4 -0.1 0.6 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 -0.1 0.5 0.0 -1.8 0.1 -0.0 0.2 -0.0 0.3 0.0 -0.4 -0.2 0.1 0.5 0.6 0.4 0.2 -0.3 -0.2 DX 0.6 0.6 -0.4 -0.0 -0.1 0.0 -0.1 0.0 -0.1 0.1 -0.0 0.2 0.2 0.2 0.1 0.1 0.1 0.1 0.1 0.2 0.0 0.2 -0.0 0.2 -2.7 0.0 0.0 0.0 0.1 -0.0 0.1 0.7 0.5 0.6 0.6 -0.6 0.1 0.3 0.0 0.4 EUR -0.6 -0.5 0.2 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.0 -0.2 0.0 -0.2 2.7 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.5 0.0 -0.4 -0.6 0.1 -0.2 -0.7 -0.4 -0.7 EURIBOR-ICE -0.3 -0.1 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 0.4 0.3 0.4 0.4 0.3 -0.3 -0.6 0.3 0.2 EUROSTX -0.0 0.2 -0.3 0.0 -0.0 0.2 -0.0 0.3 0.0 -0.0 0.1 -0.1 0.5 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.0 0.2 0.0 -0.4 0.0 -0.0 0.1 -0.0 0.3 0.0 0.2 0.1 -0.1 -0.1 -0.4 0.2 0.1 -0.7 -0.3 FEEDCOW 0.5 0.6 -0.5 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 -0.0 -0.2 0.1 -0.5 0.2 0.0 0.3 -0.1 0.3 0.1 0.1 -0.1 0.1 -0.4 0.2 -1.4 0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.2 -0.1 0.6 0.6 -0.6 0.4 0.7 0.7 0.7 GASOIL 0.1 0.1 -0.5 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.1 -0.0 -0.1 0.0 0.1 0.0 0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 0.0 -0.2 -0.3 -0.3 -0.0 -0.3 0.0 -0.5 GASOLINE 0.1 0.3 -0.4 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.0 -0.0 -0.0 0.1 0.4 0.3 0.4 -0.0 -0.0 -0.1 -0.0 -0.0 -2.5 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 1.1 -0.1 0.0 0.3 0.3 0.1 0.4 0.2 0.6 GAS_US_mini -0.4 0.2 0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.5 -0.1 -0.7 -0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 -0.1 -0.5 -0.1 2.7 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 -1.1 0.3 -0.6 -0.1 0.1 -0.4 -0.7 -0.2 -0.6 GBP -0.6 -0.2 0.2 -0.0 -0.1 0.0 -0.1 0.0 -0.1 0.0 0.3 -0.2 0.5 -0.2 0.0 0.0 -0.0 0.0 0.0 -0.0 0.1 -0.1 0.3 -0.1 -0.3 -0.0 0.0 0.1 -0.0 0.2 -0.1 0.1 0.3 -0.0 0.1 0.5 0.2 -0.7 0.4 -0.7 GOLD_micro 0.1 0.6 0.6 0.1 0.1 0.1 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 -2.1 0.1 0.1 0.2 0.1 0.2 0.1 -0.7 0.5 0.5 0.6 0.6 0.7 0.0 0.5 0.2 HEATOIL 0.1 0.2 -0.4 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.2 -0.1 -0.1 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -2.3 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.5 0.1 -0.0 0.1 -0.0 -0.1 0.1 -0.1 0.2 JGB-SGX-mini -0.6 -0.1 0.5 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.3 0.3 0.3 0.3 -0.0 0.0 -0.0 0.1 -0.0 -1.5 -0.0 -0.0 0.0 -0.0 0.0 -0.0 1.1 0.2 0.2 0.1 0.0 -0.6 -0.3 -0.6 -0.1 JPY -0.6 -0.6 0.6 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.0 -0.2 -0.3 -0.2 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 2.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.1 -0.1 -0.3 -0.2 0.3 -0.7 -0.7 -0.7 -0.7 LEANHOG 0.4 0.6 0.5 -0.0 -0.0 -0.1 -0.0 -0.3 0.0 0.2 0.0 0.2 -0.1 0.2 0.2 -0.3 0.4 0.4 0.4 0.2 0.1 0.2 -0.1 0.2 0.4 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 0.1 0.0 LIVECOW 0.2 0.6 0.1 -0.0 -0.0 -0.1 -0.0 -0.3 0.0 0.1 0.5 0.2 0.6 0.2 0.2 -0.0 0.2 0.1 0.1 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 0.0 0.1 0.1 0.2 0.1 0.6 0.3 0.6 0.6 0.6 -0.1 0.7 0.1 0.7 LUMBER-new 0.2 0.5 0.3 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 0.2 -0.3 0.2 -0.5 0.2 0.2 -0.5 -0.4 -0.4 -0.4 0.1 -0.0 0.1 -0.3 0.1 NaN 0.1 0.1 -0.0 0.1 -0.2 0.1 -1.2 0.4 0.6 0.3 0.7 0.2 0.0 0.4 0.2 MILK -0.6 -0.2 0.5 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 0.3 -0.1 0.3 -0.1 0.0 0.4 -0.0 0.4 0.3 0.0 0.1 -0.1 0.3 -0.1 1.8 0.0 -0.1 0.1 -0.1 0.1 -0.0 0.2 -0.4 -0.6 -0.3 0.6 -0.1 -0.7 0.1 -0.7 MXP -0.2 -0.0 -0.6 -0.0 -0.0 0.0 -0.1 0.0 -0.0 -0.1 -0.3 -0.1 -0.3 -0.1 -0.1 0.2 0.3 0.2 0.2 -0.1 -0.2 -0.1 -0.3 -0.1 -2.7 -0.0 -0.0 -0.2 -0.1 -0.1 -0.0 1.1 -0.1 0.5 0.1 -0.6 0.5 0.6 0.7 0.7 NASDAQ_micro 0.3 0.5 0.1 0.0 -0.0 0.1 -0.0 0.2 0.0 0.1 0.2 0.1 0.4 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.4 0.1 -2.7 0.1 0.0 0.1 0.0 0.3 0.0 -0.3 0.4 0.4 0.5 -0.2 0.2 0.1 -0.3 -0.1 NIKKEI 0.1 0.3 -0.5 0.0 -0.0 0.1 -0.0 0.1 0.0 0.0 0.1 -0.0 0.1 0.0 0.0 0.0 0.1 0.1 0.1 0.0 0.0 -0.0 0.1 0.0 -0.9 -0.0 0.0 -0.0 -0.0 0.1 0.0 1.1 -0.0 0.0 0.0 -0.5 0.6 0.2 0.6 0.2 NZD -0.6 -0.3 0.2 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.1 0.0 -0.2 0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.2 0.1 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.3 -0.2 -0.2 0.1 -0.3 0.1 -0.1 OAT -0.3 -0.2 0.3 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.1 -0.1 -0.0 -0.1 0.0 0.2 0.1 0.1 0.1 -0.0 0.0 -0.0 -0.0 -0.0 0.5 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.8 0.1 0.4 0.2 -0.1 -0.3 -0.5 0.3 0.2 OATIES -0.3 0.6 0.6 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 0.1 0.0 -0.0 -0.5 0.1 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 0.4 -0.0 0.6 0.6 0.7 0.1 0.7 0.4 OJ 0.1 0.0 0.1 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 0.1 0.5 0.1 0.6 0.1 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.1 0.5 0.1 -2.7 0.1 0.0 0.2 0.1 0.5 0.1 0.9 0.2 0.6 0.4 0.6 0.5 0.4 0.7 0.7 PALLAD 0.3 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 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.0 0.2 -0.0 0.1 2.1 0.0 0.1 0.0 0.1 -0.0 0.0 0.3 0.4 0.4 0.1 0.2 -0.4 -0.7 -0.7 -0.7 PLAT 0.3 0.4 -0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.1 -0.1 0.2 -0.1 0.2 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.1 0.0 0.1 0.8 0.0 0.1 0.0 0.1 0.0 0.1 0.1 -0.0 -0.0 -0.1 -0.2 0.1 -0.3 -0.3 -0.0 REDWHEAT -0.2 0.4 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 -0.1 -0.7 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -1.0 -0.4 -0.1 0.1 -0.2 -0.7 -0.7 -0.7 -0.7 RICE -0.2 -0.1 -0.2 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 -0.2 0.3 -0.2 0.5 -0.2 -0.0 -0.2 0.4 -0.0 0.3 -0.1 -0.0 -0.1 0.2 -0.1 -2.2 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 1.1 -0.3 -0.5 -0.4 0.1 -0.7 -0.7 -0.7 -0.7 ROBUSTA -0.6 -0.4 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 0.2 -0.1 0.3 -0.1 0.0 0.3 0.4 0.4 0.4 0.0 0.1 -0.1 0.5 -0.1 -2.7 0.0 -0.0 0.1 -0.0 0.2 -0.0 1.1 -0.4 -0.6 -0.1 0.6 0.4 -0.0 0.7 0.2 RUSSELL 0.0 0.2 0.1 0.0 -0.0 0.1 -0.0 0.3 0.0 -0.0 0.3 -0.0 0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.3 0.0 -0.0 0.1 0.0 0.2 0.0 0.3 0.0 0.0 0.1 0.1 0.3 0.6 -0.0 -0.5 -0.6 -0.7 SHATZ -0.4 -0.0 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 0.3 0.2 0.4 0.2 -0.5 -0.5 -0.1 -0.2 SILVER-mini 0.2 0.5 0.0 0.0 0.0 0.0 0.1 0.0 0.0 0.1 0.3 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.1 0.3 0.2 0.2 0.0 0.0 0.1 0.1 0.1 0.1 -0.1 0.3 0.3 0.3 0.2 0.2 -0.1 -0.1 0.3 SMI 0.2 -0.1 -0.3 0.0 -0.0 0.2 -0.0 0.3 0.0 -0.1 0.3 0.0 0.6 0.0 0.1 0.0 0.0 -0.0 -0.0 0.0 0.1 -0.0 0.4 0.0 1.6 0.0 -0.1 0.2 -0.0 0.5 0.0 0.6 -0.0 0.1 -0.5 0.2 -0.1 0.1 -0.7 -0.2 SOFR -0.6 -0.6 0.4 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=================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 -20.0 -3.3 3.3 -2.6 -5.3 0.2 -7.1 1.0 -6.3 -17.6 4.9 -19.3 3.2 -17.3 -2.5 -0.3 -1.8 -0.6 -1.1 -7.1 1.3 -20.0 2.1 -19.2 2.7 -2.7 -10.7 0.6 -10.4 1.1 -7.5 -0.0 -13.2 -9.7 -2.5 -5.4 5.5 -6.8 9.1 -1.9 BITCOIN 14.8 12.0 -9.7 6.1 9.1 2.4 8.6 0.0 7.9 19.6 0.1 20.0 10.7 20.0 13.4 -6.2 -6.8 -6.2 -6.4 13.7 6.0 20.0 10.5 20.0 -20.0 5.2 17.6 2.7 12.7 6.8 9.8 -2.1 -6.1 9.7 -14.2 -4.2 3.8 -1.8 1.4 2.7 BOBL -14.8 -6.1 17.3 -1.1 -2.4 1.0 -3.1 1.1 -3.0 -8.2 4.5 -9.1 -1.0 -6.7 3.2 17.3 -6.6 6.9 -1.6 0.2 3.2 -5.4 1.2 -4.1 3.9 0.4 -3.4 2.2 -2.8 1.6 -2.0 -1.6 5.8 5.8 8.2 2.6 -19.0 -15.8 0.8 -1.6 BTP -8.2 -0.6 7.7 -1.8 -4.0 1.7 -5.2 1.8 -5.0 -12.9 14.0 -7.1 15.9 4.9 12.7 7.3 4.9 6.1 4.9 8.7 11.6 -2.5 11.4 2.9 -20.0 5.2 -3.9 6.6 -1.2 6.4 1.9 14.9 13.3 20.0 20.0 10.0 -20.0 -12.2 5.2 10.9 BUND -14.7 -7.8 12.2 -1.3 -2.8 1.2 -3.6 1.3 -3.5 -9.4 4.8 -10.5 1.5 -9.1 2.5 -20.0 -5.8 -16.1 -10.6 -1.3 2.7 -7.3 1.6 -6.1 1.1 -0.5 -4.3 2.0 -4.1 2.1 -3.3 -6.8 3.6 7.3 6.6 -0.7 -20.0 -17.5 -0.5 -0.6 BUXL -12.0 -8.8 8.2 -1.4 -3.1 1.3 -4.0 1.4 -3.9 -6.5 2.3 -9.3 0.6 -9.7 -0.4 0.2 -1.6 -0.3 -1.1 -3.9 -0.2 -7.4 -1.0 -7.6 -2.0 -2.0 -3.0 0.6 -4.4 1.2 -4.3 4.3 3.3 11.3 3.8 -6.2 -20.0 -20.0 -5.2 -6.1 CAC -2.8 7.4 -9.4 4.0 -0.8 6.0 -1.2 8.5 1.5 -13.9 -7.8 -13.1 -0.1 -6.5 1.8 -5.5 -3.2 -5.6 -4.6 -3.5 -5.9 -5.0 -2.4 -3.4 -7.2 -1.6 -3.0 -2.9 -3.0 0.2 -1.6 4.3 5.0 -10.9 -9.9 -18.4 6.2 5.5 -6.0 -2.2 CAD -20.0 -12.9 3.9 -3.4 -6.9 0.3 -9.2 1.3 -8.2 -20.0 -10.3 -20.0 -16.2 -20.0 -16.1 -5.9 -4.0 -5.2 -4.6 -20.0 -10.2 -20.0 -8.2 -20.0 -0.6 -6.2 -8.8 -2.5 -10.7 -1.8 -10.3 -4.8 -6.8 -19.0 -20.0 -13.5 1.3 -8.2 -2.5 -4.9 CANOLA 11.4 16.5 -4.0 -0.1 -1.0 -1.8 -0.7 -2.8 0.2 5.9 -1.3 7.4 -7.4 8.8 2.3 -15.5 -11.7 -14.1 -13.6 5.4 -1.5 9.2 -7.3 9.6 -16.7 2.8 1.3 0.5 3.2 -1.9 3.8 -20.0 20.0 17.1 11.2 6.9 -4.6 -12.2 1.7 -7.8 CHF -20.0 -14.4 17.4 -2.6 -5.2 0.2 -6.9 1.0 -6.2 -15.4 5.8 -18.7 -1.6 -18.4 1.0 -15.3 -16.1 -15.1 -15.4 -8.2 3.4 -15.7 3.4 -19.0 5.2 -2.4 -3.1 1.7 -5.2 1.9 -6.2 -20.0 4.8 -2.6 -11.5 15.9 -10.4 -12.7 -20.0 -12.7 COCOA 7.3 3.3 8.3 -0.1 -0.8 -1.4 -0.5 -2.1 0.2 1.0 1.2 0.1 3.6 1.9 2.8 20.0 20.0 20.0 20.0 3.5 5.7 1.0 10.9 2.2 -20.0 1.8 2.4 3.6 0.5 7.6 1.0 20.0 -7.4 4.6 3.1 8.5 20.0 18.2 20.0 20.0 COFFEE -10.4 -3.2 0.5 -0.1 -1.8 -3.3 -1.3 -4.9 0.4 -6.7 13.2 -8.8 15.2 -2.9 4.8 2.0 5.2 2.9 4.0 4.7 13.5 -6.8 17.7 -3.6 -20.0 2.0 -3.0 6.8 -3.8 10.2 -2.2 4.7 -13.4 -17.7 0.2 19.3 -8.5 -7.3 0.8 -0.7 COPPER -13.0 14.0 -6.2 3.3 5.0 1.3 4.7 0.0 4.3 -0.1 -3.1 -11.0 -0.1 0.7 2.2 -4.2 -3.2 -3.7 -3.1 1.9 2.5 -4.1 4.1 -1.6 -16.0 2.0 -0.5 2.2 -1.1 2.3 0.3 3.9 -20.0 -20.0 -2.2 -5.9 18.1 10.1 14.5 20.0 CORN -9.3 8.8 -11.7 -0.2 -2.2 -4.1 -1.6 -6.1 0.5 0.5 -16.2 -12.5 -20.0 -7.9 -7.0 -10.1 -14.8 -13.9 -15.7 -10.5 -20.0 -8.2 -20.0 -9.2 -12.5 -6.2 -2.7 -9.2 -4.6 -12.4 -5.7 -20.0 0.4 -19.0 -10.6 -17.1 4.8 -3.3 9.2 0.6 COTTON2 -8.2 14.8 5.5 -0.1 -2.0 -3.5 -1.4 -5.3 0.4 -13.8 -15.2 -13.7 -16.0 2.7 4.0 -14.7 -5.9 -12.6 -9.7 -0.7 -7.8 -7.8 -15.7 -3.3 -20.0 -0.3 -6.2 -2.3 -5.2 -3.6 -2.5 -16.5 -1.2 -10.8 -0.4 5.2 -16.3 -12.8 -9.4 -8.0 CRUDE_W 0.8 3.6 -13.8 -1.7 -8.0 -3.2 -4.3 -2.1 -1.4 -12.8 -7.1 -10.3 -1.1 -0.8 -6.9 3.4 11.0 7.4 9.6 -5.7 -6.7 -9.8 -3.1 -5.3 -1.4 -2.1 -11.5 -3.6 -6.5 -2.2 -2.6 9.6 -0.3 -5.6 2.3 2.4 -3.0 8.7 -2.7 13.4 DAX 7.5 16.2 2.2 4.4 -0.9 6.6 -1.3 9.3 1.6 -7.6 16.8 8.7 18.7 16.3 18.9 -8.6 -10.0 -8.6 -9.1 20.0 18.0 6.9 18.5 16.4 10.3 6.5 0.5 6.0 2.3 7.2 5.4 -5.6 8.9 11.2 14.1 4.8 19.5 8.0 6.2 2.1 DOW -4.0 11.0 8.7 3.6 -0.7 5.4 -1.0 7.6 1.3 -11.4 15.2 -8.4 16.7 9.1 14.5 -10.2 -10.7 -10.0 -10.2 15.1 18.3 -8.6 18.7 4.6 -13.7 5.3 -4.3 6.6 -2.9 7.1 1.5 -7.2 -10.1 2.6 16.9 20.0 12.7 4.8 -9.1 -7.3 DX 20.0 19.5 -12.7 -2.9 -6.0 0.2 -7.9 1.1 -7.1 16.1 -1.6 20.0 5.2 20.0 7.6 6.5 6.6 6.2 6.3 18.4 1.3 20.0 -1.6 20.0 -20.0 4.4 4.0 0.1 7.5 -0.5 8.4 13.8 20.0 20.0 20.0 -18.3 1.5 8.7 1.1 12.0 EUR -20.0 -15.7 5.8 -3.1 -6.4 0.3 -8.5 1.2 -7.6 -9.2 -1.4 -20.0 -3.9 -20.0 -12.3 -7.3 -7.1 -6.9 -6.9 -17.8 -3.7 -20.0 0.5 -20.0 20.0 -5.2 -2.2 -0.6 -6.7 1.0 -8.7 -9.4 0.9 -12.9 -19.1 1.6 -4.8 -19.6 -11.1 -20.0 EURIBOR-ICE -9.4 -4.3 20.0 -1.0 -2.1 0.9 -2.7 1.0 -2.7 -4.7 6.6 -1.2 5.7 0.2 6.3 5.9 -1.0 3.9 1.5 5.3 8.0 0.2 6.4 1.5 11.2 2.3 -0.3 3.4 0.1 2.9 0.6 7.0 11.7 11.2 13.8 10.1 -9.0 -17.3 7.7 5.3 EUROSTX -1.4 7.0 -8.0 3.8 -0.8 5.8 -1.1 8.2 1.4 -0.7 5.4 -9.3 12.6 4.3 8.3 -3.8 -3.2 -4.1 -4.0 3.1 3.2 -1.1 8.3 1.3 -2.8 1.8 -0.0 2.5 -0.7 7.2 0.8 4.5 3.8 -4.6 -4.3 -12.9 6.4 2.2 -20.0 -9.0 FEEDCOW 14.1 20.0 -14.4 -0.2 -2.4 -4.3 -1.7 -6.5 0.5 -5.4 -6.8 6.8 -13.0 19.5 2.7 16.9 -6.8 16.6 7.4 9.7 -8.1 5.6 -14.6 15.8 -10.5 2.6 -2.0 -2.4 1.5 -3.7 4.3 -3.8 -4.2 20.0 20.0 -19.7 12.3 20.0 20.0 20.0 GASOIL 2.1 2.5 -16.9 -1.5 -7.0 -2.8 -3.8 -1.9 -1.2 -12.5 -10.7 -11.9 -3.5 -3.4 -9.6 0.1 7.3 1.4 2.8 -8.0 -9.9 -8.7 -5.8 -6.4 3.5 -3.9 -4.8 -4.9 -3.9 -3.1 -3.0 0.1 0.7 -6.7 -8.4 -8.3 -1.2 -8.9 1.1 -14.0 GASOLINE 1.7 8.1 -12.5 -1.5 -7.0 -2.7 -3.7 -1.9 -1.2 -11.2 -6.5 -9.0 -0.7 -0.2 -3.7 3.2 20.0 15.8 20.0 -2.8 -4.0 -8.6 -1.3 -3.4 -19.0 0.3 -8.7 -0.9 -4.7 -0.1 -0.8 20.0 -2.1 0.6 8.0 8.0 2.3 11.5 6.7 19.5 GAS_US_mini -13.4 7.6 5.5 -2.2 -10.3 -4.1 -5.5 -2.8 -1.8 -3.9 -18.1 -12.0 -20.0 -11.8 -14.5 -20.0 -20.0 -20.0 -20.0 -10.3 -12.4 -9.5 -20.0 -11.3 20.0 -4.9 -5.1 -4.7 -5.1 -6.8 -6.0 -20.0 12.0 -20.0 -1.7 2.9 -10.8 -20.0 -5.6 -17.7 GBP -20.0 -7.7 5.0 -3.1 -6.3 0.2 -8.3 1.2 -7.4 1.6 11.4 -16.6 13.7 -18.4 0.6 0.4 -0.3 0.4 0.0 -2.5 9.4 -10.9 12.5 -13.7 -2.3 -0.5 0.5 4.8 -4.5 6.2 -5.5 2.4 10.9 -0.2 3.1 14.7 4.7 -20.0 12.2 -20.0 GOLD_micro 3.5 19.4 20.0 5.4 8.1 2.1 7.7 0.0 7.0 18.8 20.0 20.0 20.0 20.0 20.0 -14.3 -13.5 -13.5 -13.1 20.0 20.0 20.0 20.0 20.0 -15.7 7.9 6.8 7.3 7.5 6.9 7.9 -13.5 20.0 15.6 20.0 20.0 20.0 0.2 14.2 5.9 HEATOIL 2.3 6.6 -13.4 -1.5 -7.0 -2.8 -3.7 -1.9 -1.2 -11.2 -10.8 -11.3 -6.9 -4.9 -9.2 -3.3 3.0 -4.5 -3.0 -6.4 -8.9 -8.0 -6.7 -5.1 -17.3 -1.8 -6.6 -3.9 -3.9 -3.3 -1.5 -8.7 2.5 -0.8 1.6 -1.3 -4.4 3.8 -3.0 5.3 JGB-SGX-mini -17.4 -2.3 16.1 -1.1 -2.4 1.0 -3.1 1.1 -3.0 -2.9 4.5 -7.7 3.1 -7.8 3.7 16.1 16.1 13.6 14.5 -0.3 3.2 -3.7 2.7 -4.6 -10.9 -0.3 -1.2 1.0 -1.7 0.3 -2.1 20.0 10.2 7.6 4.0 1.3 -17.5 -8.2 -19.4 -2.5 JPY -20.0 -20.0 20.0 -1.2 -2.4 0.1 -3.2 0.4 -2.8 -7.8 0.8 -8.7 -3.5 -8.8 -0.9 -10.4 -14.1 -11.1 -12.3 -7.1 -1.5 -12.8 -3.3 -13.1 20.0 -1.6 -2.6 -0.2 -3.3 -0.8 -3.2 -20.0 -5.9 -8.2 -7.2 9.4 -20.0 -20.0 -19.5 -20.0 LEANHOG 11.4 20.0 14.0 -0.2 -2.6 -4.7 -1.8 -7.0 0.6 20.0 1.7 20.0 -2.8 20.0 20.0 -12.8 19.4 20.0 20.0 20.0 13.6 20.0 -5.0 20.0 3.1 8.2 11.3 3.8 10.6 -0.3 10.0 20.0 20.0 20.0 20.0 20.0 -0.3 -5.2 4.5 1.0 LIVECOW 6.9 20.0 2.7 -0.2 -2.7 -4.8 -1.9 -7.2 0.6 8.1 20.0 16.0 15.3 20.0 20.0 -1.5 7.9 3.1 7.1 20.0 20.0 15.0 17.9 20.0 -20.0 7.3 0.1 5.5 4.6 5.2 7.4 10.6 14.3 20.0 20.0 17.1 -4.5 20.0 3.2 20.0 LUMBER-new 6.6 12.2 6.9 -0.1 -2.0 -3.6 -1.4 -5.2 0.4 16.4 -9.1 14.3 -11.5 16.5 16.4 -20.0 -18.4 -19.4 -18.7 6.9 -2.1 11.5 -10.8 9.6 NaN 4.9 13.5 -0.1 7.6 -5.1 6.0 -20.0 13.4 16.2 9.0 20.0 5.5 1.2 11.0 5.7 MILK -19.7 -7.2 16.5 -0.1 -1.4 -2.5 -1.0 -3.8 0.3 -12.4 10.5 -12.8 8.7 -10.6 3.8 18.7 -2.4 20.0 12.9 1.9 11.7 -14.5 10.2 -9.1 13.7 0.4 -5.6 4.0 -5.7 3.3 -3.6 3.7 -17.8 -17.3 -8.6 17.4 -2.6 -20.0 3.8 -20.0 MXP -5.2 -0.8 -20.0 -1.9 -3.9 0.2 -5.2 0.7 -4.6 -12.7 -11.9 -12.9 -8.8 -6.8 -10.7 11.6 13.4 11.1 11.6 -11.2 -14.5 -10.6 -9.9 -9.7 -20.0 -4.6 -4.4 -5.8 -4.7 -3.8 -4.2 20.0 -2.6 16.1 3.9 -20.0 14.3 17.0 20.0 20.0 NASDAQ_micro 8.7 15.2 4.4 3.0 -0.6 4.6 -0.9 6.5 1.1 11.2 7.8 9.8 11.1 13.5 8.2 -9.2 -9.6 -8.6 -9.0 11.9 12.0 9.1 16.4 11.2 -20.0 4.7 4.6 5.3 3.3 7.7 4.0 -5.2 17.3 11.9 15.7 -4.6 6.8 3.8 -9.5 -3.2 NIKKEI 2.7 9.1 -14.8 1.8 -0.4 2.8 -0.5 3.9 0.7 4.0 3.1 -1.7 4.1 4.2 3.5 1.3 7.4 3.1 5.2 2.3 1.9 -0.1 3.9 1.4 -6.8 -0.5 2.0 -0.9 -0.1 1.5 0.1 20.0 -1.2 0.3 0.0 -16.1 18.1 5.2 18.7 5.8 NZD -20.0 -7.9 4.8 -1.9 -4.0 0.2 -5.2 0.7 -4.7 -12.9 0.9 -14.4 1.3 -13.7 -2.4 -0.7 -0.1 -0.4 -0.2 -7.4 -0.7 -16.6 0.6 -15.4 0.7 -2.4 -4.7 -0.0 -5.9 0.4 -5.3 2.4 -4.3 -9.5 -5.1 -5.1 2.1 -8.4 4.3 -2.0 OAT -9.1 -6.9 10.2 -1.3 -2.8 1.2 -3.6 1.3 -3.5 -9.6 2.3 -9.9 -0.8 -9.2 2.5 7.9 4.8 6.2 4.9 -1.4 0.6 -5.4 -0.5 -4.3 3.5 -0.6 -4.3 1.1 -3.4 0.9 -2.6 14.8 5.3 13.3 6.6 -2.0 -10.3 -13.9 8.3 5.3 OATIES -10.2 20.0 17.2 -0.1 -2.2 -4.0 -1.5 -5.9 0.5 10.3 1.6 -1.8 -13.5 12.5 15.7 3.3 2.8 3.8 3.8 20.0 12.9 3.9 -3.2 11.8 -20.0 5.2 2.4 3.5 1.2 -0.0 3.0 2.3 15.1 -1.4 20.0 20.0 20.0 2.9 20.0 13.0 OJ 2.5 1.1 2.2 -0.1 -1.9 -3.5 -1.3 -5.2 0.4 7.2 16.8 13.4 17.8 11.9 14.2 12.0 12.1 11.6 11.1 15.4 20.0 12.6 20.0 12.7 -20.0 6.0 3.0 8.8 5.3 14.2 5.1 16.1 6.8 18.8 11.0 20.0 14.6 13.1 20.0 20.0 PALLAD 10.5 15.0 19.8 2.5 3.7 1.0 3.5 0.0 3.2 8.9 4.6 9.2 -3.9 7.8 7.0 -2.2 -2.1 -2.0 -2.0 8.6 4.2 18.4 -1.8 12.9 15.7 3.0 6.2 1.5 5.9 -0.3 4.3 5.8 16.0 11.1 3.1 4.9 -11.2 -20.0 -19.9 -20.0 PLAT 8.0 11.7 -0.4 3.9 5.8 1.5 5.5 0.0 5.1 14.0 -2.1 14.7 -2.1 14.3 8.2 -4.1 -4.4 -4.3 -4.5 8.4 3.7 16.1 1.0 13.3 5.8 3.9 7.7 1.4 7.3 0.2 6.1 1.6 -1.4 -0.9 -2.0 -6.4 2.8 -8.0 -8.0 -1.2 REDWHEAT -5.6 12.9 2.0 -0.1 -2.0 -3.7 -1.4 -5.6 0.5 -8.8 -12.9 -13.8 -16.9 -5.2 2.1 -10.7 -7.3 -10.6 -9.6 -2.3 -7.0 -13.5 -14.9 -6.1 -4.9 -1.6 -8.0 -3.7 -8.2 -6.7 -3.9 -18.0 -17.9 -3.7 1.6 -6.6 -20.0 -20.0 -20.0 -20.0 RICE -7.6 -2.7 -5.4 -0.2 -2.4 -4.3 -1.7 -6.5 0.5 -20.0 11.1 -20.0 13.8 -17.2 -2.1 -7.6 20.0 -1.9 14.1 -6.4 -0.7 -12.1 8.3 -10.3 -16.3 -5.3 -7.8 -1.3 -8.7 2.7 -7.9 20.0 -13.8 -14.2 -11.3 2.2 -20.0 -20.0 -20.0 -20.0 ROBUSTA -20.0 -13.2 -3.0 -0.1 -1.0 -1.8 -0.7 -2.7 0.2 -5.8 7.1 -8.0 8.7 -6.8 2.4 13.9 20.0 20.0 20.0 1.9 12.2 -10.7 17.5 -8.4 -20.0 0.4 -1.8 3.8 -3.0 6.7 -2.4 20.0 -18.6 -20.0 -2.8 18.6 11.9 -0.9 19.5 5.3 RUSSELL 1.4 7.3 3.4 3.5 -0.7 5.2 -1.0 7.3 1.3 -4.2 9.7 -1.5 13.0 8.1 9.3 -6.5 -6.4 -6.1 -6.1 7.8 9.5 0.4 10.0 4.3 -0.1 5.0 1.1 6.7 0.3 7.2 2.3 0.1 4.4 4.5 8.0 20.0 -0.6 -13.6 -16.9 -20.0 SHATZ -12.0 -1.2 20.0 -0.9 -2.0 0.8 -2.6 0.9 -2.5 -4.8 5.0 -3.5 -0.2 -1.6 4.8 -20.0 -20.0 -20.0 -20.0 3.5 5.3 -0.9 1.2 0.1 6.1 1.7 -1.3 2.6 -0.4 1.2 0.1 -20.0 11.6 7.7 11.3 7.6 -16.1 -16.1 -3.5 -7.0 SILVER-mini 5.9 16.3 0.0 3.5 5.3 1.4 5.0 0.0 4.6 7.0 10.6 8.7 9.6 11.2 11.3 -6.0 -6.4 -6.2 -6.2 14.4 11.1 15.5 9.6 17.1 1.6 4.4 3.4 3.1 4.7 2.6 5.2 -1.6 10.5 8.7 9.3 4.9 5.4 -2.0 -4.3 9.5 SMI 5.8 -3.4 -8.5 4.1 -0.8 6.2 -1.2 8.7 1.5 -13.7 12.1 0.4 16.2 1.1 7.8 1.0 0.3 -0.2 -0.6 3.7 7.8 -1.9 13.8 2.8 11.8 4.3 -6.5 8.8 -1.3 12.9 2.1 10.4 -0.7 3.8 -13.9 7.1 -4.2 1.6 -20.0 -6.3 SOFR -20.0 -20.0 12.2 -1.6 -3.5 1.5 -4.6 1.6 -4.5 -12.6 6.2 -15.1 7.4 -15.4 -5.1 2.0 0.2 1.9 1.0 -13.0 2.2 -20.0 5.8 -20.0 -6.4 -3.6 -3.8 -0.1 -5.7 1.3 -6.1 7.7 -15.9 -19.3 -20.0 -8.6 3.1 -13.0 20.0 14.1 SOYBEAN -18.1 2.9 -17.9 -0.1 -1.6 -2.9 -1.1 -4.4 0.4 -12.4 -12.0 -13.7 -13.2 -11.3 -9.9 -2.0 0.6 -3.7 -3.3 -13.7 -18.9 -15.2 -20.0 -14.6 -20.0 -5.0 -5.1 -5.9 -5.4 -6.2 -5.3 -6.2 -15.1 -20.0 -12.0 -20.0 2.7 -10.5 8.8 -5.9 SOYMEAL -19.6 2.9 -2.7 -0.1 -1.4 -2.5 -1.0 -3.8 0.3 -12.2 -8.9 -13.5 -11.2 -11.7 -5.7 -2.1 2.4 -2.0 -0.7 -7.8 -8.5 -13.4 -11.4 -11.6 -20.0 -3.2 -5.6 -3.0 -5.8 -3.2 -4.7 -2.3 -11.1 -20.0 -6.8 -6.9 -20.0 -20.0 -20.0 -20.0 SOYOIL -1.6 16.7 0.8 -0.1 -1.0 -1.8 -0.7 -2.7 0.2 0.9 -3.8 0.2 -8.0 4.5 -1.2 -1.3 0.9 0.1 0.4 1.9 -2.1 1.5 -6.3 2.8 -19.1 1.4 -0.7 -0.4 0.7 -2.2 1.5 -2.7 4.0 2.3 5.8 -0.9 1.8 -7.1 10.7 -1.8 SP400 2.1 12.5 4.0 4.0 -0.8 6.0 -1.1 8.4 1.5 -5.6 13.7 -3.6 16.9 11.7 14.1 -7.9 -6.3 -7.0 -6.5 12.3 13.4 -2.2 14.9 6.3 -13.8 5.7 -0.3 7.1 -0.9 7.8 2.5 -0.1 -2.3 5.8 14.1 20.0 6.8 -6.5 -11.6 -20.0 SP500_micro 7.3 17.9 9.5 4.1 -0.9 6.3 -1.2 8.8 1.6 -1.4 19.2 9.3 20.0 17.5 19.3 -11.4 -11.7 -10.8 -11.1 20.0 20.0 6.2 20.0 16.1 -20.0 6.9 1.2 8.3 1.7 10.4 4.6 -8.9 11.2 16.0 20.0 11.1 11.1 3.7 -9.6 -5.2 SUGAR11 -14.0 20.0 17.2 -0.1 -1.6 -3.0 -1.1 -4.5 0.4 0.6 6.0 -10.0 -6.3 7.1 9.4 20.0 15.3 20.0 19.9 12.7 9.4 -2.6 0.7 4.0 -20.0 3.3 -0.3 2.4 -0.7 0.0 1.0 20.0 -10.2 -11.1 19.7 18.0 -19.1 6.2 -17.3 9.5 US10 -20.0 -20.0 12.8 -1.2 -2.6 1.1 -3.4 1.2 -3.3 -9.5 3.3 -11.3 3.3 -11.5 -4.8 -5.1 -7.1 -6.1 -6.6 -10.6 0.0 -18.0 1.5 -19.2 1.8 -2.7 -2.6 -0.2 -4.1 0.7 -4.5 -5.0 -9.8 -15.2 -14.4 -7.2 -0.6 -20.0 19.5 7.8 US10U -20.0 -20.0 11.8 -1.7 -3.7 1.6 -4.8 1.7 -4.7 -13.4 4.1 -16.0 3.5 -16.2 -7.1 -4.9 -3.6 -4.6 -4.3 -14.4 -0.6 -20.0 1.0 -20.0 -1.4 -4.0 -3.5 -0.5 -5.7 0.7 -6.4 -0.2 -12.6 -18.1 -19.6 -12.7 0.2 -19.0 20.0 18.0 US2 -20.0 -20.0 20.0 -0.9 -2.1 0.9 -2.7 0.9 -2.6 -7.0 2.4 -8.9 0.9 -8.8 -1.8 -20.0 -20.0 -20.0 -20.0 -7.0 1.1 -13.2 0.3 -14.3 12.3 -1.6 -1.8 0.4 -2.9 0.6 -3.2 -20.0 -4.6 -12.2 -7.6 2.2 -2.2 -19.7 5.5 -10.0 US20 -20.0 -20.0 9.0 -1.2 -2.7 1.1 -3.5 1.2 -3.4 -9.9 2.3 -11.5 4.0 -11.7 -5.9 -2.3 -1.3 -2.1 -1.6 -11.0 -1.0 -16.6 0.9 -18.5 -3.2 -3.0 -2.4 -0.5 -4.0 0.6 -4.6 4.3 -9.6 -12.3 -15.1 -11.3 1.0 -11.4 20.0 20.0 US30 -20.0 -20.0 7.7 -1.4 -3.0 1.3 -3.9 1.4 -3.8 -10.5 1.3 -12.6 2.0 -13.0 -7.3 -1.6 -4.7 -3.5 -4.2 -11.4 -2.1 -15.3 -0.7 -18.1 -2.1 -3.5 -2.1 -0.8 -4.1 0.4 -5.0 -1.0 -6.0 -8.4 -14.7 -14.3 -1.8 -10.0 20.0 20.0 US5 -20.0 -20.0 15.4 -1.2 -2.6 1.1 -3.3 1.2 -3.3 -9.2 3.3 -11.2 2.2 -11.3 -4.2 -7.6 -10.4 -9.1 -9.8 -10.3 0.3 -17.9 1.4 -19.2 5.9 -2.5 -2.6 -0.0 -3.9 0.7 -4.3 -10.7 -9.1 -15.9 -13.7 -4.3 1.8 -20.0 19.3 2.7 VIX -3.2 1.6 19.9 1.7 -1.7 1.6 -1.0 -3.0 -0.3 -5.9 -7.8 -9.7 -11.0 -2.9 -7.5 -4.8 -20.0 -7.1 -16.2 1.7 0.7 -2.0 -6.9 -0.6 NaN 1.8 -2.0 1.8 -1.2 -3.7 -0.4 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -9.4 12.2 -1.3 -0.1 -2.1 -3.8 -1.5 -5.8 0.5 -9.3 -11.8 -17.0 -15.6 -7.1 2.4 -11.0 -14.3 -12.8 -13.9 -3.0 -7.6 -13.0 -15.9 -7.7 4.1 -2.4 -4.8 -3.8 -7.3 -6.0 -4.8 -20.0 -14.9 -11.1 2.4 -9.0 -20.0 -17.6 -20.0 -15.6 End of report for caleb_strategy_v3