******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20241031_203902 produced at 2024-10-31 21:37:19.793286 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.98 0.0 0.00 0.00 0.00 0.00 -11.52 11.0 0 0 caleb_strategy_v3 CAD False False 0.03 -0.08 -0.19 0.0 0.74 -0.74 -0.08 -0.08 -7.33 29.0 -3 -3 caleb_strategy_v3 US2 False True 0.07 0.00 -0.15 0.0 0.00 0.00 0.00 0.00 -2.06 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.06 -0.09 0.0 999.00 -999.00 -0.06 -0.06 -13.57 999999999.0 -8 -8 caleb_strategy_v3 MXP False False 0.01 -0.06 -0.09 0.0 0.53 -0.53 -0.06 -0.06 -10.51 60.0 -7 -7 caleb_strategy_v3 CHF False False 0.05 -0.15 -0.09 0.0 0.67 -0.67 -0.15 -0.15 -1.67 13.0 -3 -3 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -2.27 24.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.04 -0.07 0.0 0.07 -0.07 -0.04 -0.05 -26.03 26.0 -16 -19 caleb_strategy_v3 CORN False False 0.01 -0.05 -0.07 0.0 0.09 -0.09 -0.05 -0.05 -9.11 12.0 -7 -7 caleb_strategy_v3 US5 False False 0.04 -0.04 -0.06 0.0 0.95 -0.95 -0.04 -0.08 -1.60 25.0 -1 -2 caleb_strategy_v3 EUR False False 0.05 -0.14 -0.06 0.0 0.67 -0.67 -0.14 -0.14 -1.15 14.0 -3 -3 caleb_strategy_v3 RICE False True 0.01 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -5.43 4.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.05 -0.05 0.0 0.14 -0.14 -0.05 -0.05 -3.75 11.0 -4 -4 caleb_strategy_v3 JPY False False 0.03 -0.06 -0.04 0.0 0.50 -0.50 -0.06 -0.09 -1.41 17.0 -2 -3 caleb_strategy_v3 COPPER False False 0.04 0.00 -0.04 0.0 999.00 -999.00 0.00 -0.04 -1.09 999999999.0 0 -1 caleb_strategy_v3 US10 False False 0.04 0.00 -0.04 0.0 0.66 -0.66 0.00 0.00 -1.07 17.0 0 0 caleb_strategy_v3 CAC True False 0.03 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -1.55 12.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.05 -0.03 0.0 0.13 -0.13 -0.05 -0.05 -1.44 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 -1.58 21.0 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 BUND False False 0.05 0.00 -0.03 0.0 0.51 -0.51 0.00 0.00 -0.57 10.0 0 0 caleb_strategy_v3 HEATOIL False False 0.03 -0.03 -0.03 0.0 0.10 -0.10 -0.03 -0.03 -0.82 3.0 -1 -1 caleb_strategy_v3 AUD False False 0.02 -0.02 -0.03 0.0 0.44 -0.44 -0.02 -0.02 -1.48 19.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.01 -0.02 -0.02 0.0 0.10 -0.10 -0.02 -0.02 -2.13 9.0 -2 -2 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.02 0.0 0.08 -0.08 0.00 0.00 -2.13 8.0 0 0 caleb_strategy_v3 US20 False True 0.04 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.37 9.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.02 0.0 0.10 -0.10 -0.03 -0.04 -2.10 9.0 -3 -4 caleb_strategy_v3 CANOLA False False 0.00 -0.01 -0.02 0.0 0.17 -0.17 -0.01 -0.01 -5.59 51.0 -2 -2 caleb_strategy_v3 GASOIL False False 0.02 -0.02 -0.01 0.0 0.10 -0.10 -0.02 -0.02 -0.61 4.0 -1 -1 caleb_strategy_v3 BUXL False False 0.05 0.00 -0.01 0.0 0.20 -0.20 0.00 -0.05 -0.15 4.0 0 -1 caleb_strategy_v3 GBP False False 0.03 -0.03 -0.01 0.0 0.63 -0.63 -0.03 -0.03 -0.52 22.0 -1 -1 caleb_strategy_v3 EUROSTX False False 0.02 0.00 -0.01 0.0 0.37 -0.37 0.00 0.00 -0.63 20.0 0 0 caleb_strategy_v3 US30 False False 0.04 -0.18 -0.01 0.0 0.27 -0.27 -0.18 -0.18 -0.26 6.0 -4 -4 caleb_strategy_v3 BOBL False False 0.05 0.00 -0.01 0.0 0.86 -0.86 0.00 0.00 -0.28 19.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 0.00 -0.00 0.0 0.10 -0.10 0.00 0.00 -0.26 10.0 0 0 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 CRUDE_W False False 0.02 0.00 -0.00 0.0 0.12 -0.12 0.00 -0.02 -0.12 5.0 0 -1 caleb_strategy_v3 DOW False False 0.01 0.00 0.00 0.0 0.49 -0.49 0.00 0.00 0.67 66.0 0 0 caleb_strategy_v3 PLAT False False 0.02 0.02 0.00 0.0 0.18 -0.18 0.02 0.00 0.09 10.0 1 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.00 0.0 0.36 -0.36 0.00 0.00 -0.01 23.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.01 -0.00 0.0 0.33 -0.33 0.01 0.00 -0.10 23.0 1 0 caleb_strategy_v3 MILK False False 0.01 0.01 0.00 0.0 0.07 -0.07 0.01 0.01 0.10 5.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.04 0.13 0.00 0.0 0.34 -0.34 0.13 0.08 0.06 8.0 3 2 caleb_strategy_v3 GASOLINE False False 0.03 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.12 999999999.0 0 0 caleb_strategy_v3 PALLAD False False 0.04 0.00 0.01 0.0 0.08 -0.08 0.00 0.00 0.23 2.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.00 0.01 0.0 0.49 -0.49 0.00 0.01 1.39 48.0 0 1 caleb_strategy_v3 SUGAR11 False False 0.01 0.02 0.01 0.0 0.15 -0.15 0.02 0.02 0.96 18.0 2 2 caleb_strategy_v3 BTP False False 0.05 0.00 0.01 0.0 0.46 -0.46 0.00 0.00 0.29 10.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 -0.01 0.01 0.0 0.02 -0.02 -0.01 0.00 1.49 3.0 -1 0 caleb_strategy_v3 RUSSELL False False 0.00 0.00 0.01 0.0 0.27 -0.27 0.00 0.00 2.55 68.0 0 0 caleb_strategy_v3 SP400 False False 0.11 0.22 0.01 0.0 0.22 -0.22 0.22 0.22 0.07 2.0 2 2 caleb_strategy_v3 SMI False True 0.05 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.30 9.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.01 0.0 0.00 0.00 0.00 0.00 5.52 59.0 0 0 caleb_strategy_v3 JGB-SGX-mini False False 0.03 -0.03 0.01 0.0 0.54 -0.54 -0.03 0.00 0.41 16.0 -1 0 caleb_strategy_v3 OATIES False True 0.01 0.00 0.02 0.0 0.00 0.00 0.00 0.00 2.87 2.0 0 0 caleb_strategy_v3 OAT False False 0.05 0.14 0.02 0.0 0.48 -0.48 0.14 0.10 0.37 10.0 3 2 caleb_strategy_v3 COCOA False False 0.02 0.02 0.02 0.0 0.63 -0.63 0.02 0.02 0.66 26.0 1 1 caleb_strategy_v3 SILVER-mini False False 0.03 0.03 0.02 0.0 999.00 -999.00 0.03 0.03 0.58 999999999.0 1 1 caleb_strategy_v3 OJ False False 0.03 0.03 0.03 0.0 0.08 -0.08 0.03 0.03 1.13 3.0 1 1 caleb_strategy_v3 LIVECOW False False 0.03 0.03 0.07 0.0 0.45 -0.45 0.03 0.03 2.81 17.0 1 1 caleb_strategy_v3 DX False False 0.04 0.00 0.07 0.0 999.00 -999.00 0.00 0.00 1.91 999999999.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.04 0.07 0.0 0.32 -0.32 0.04 0.04 7.54 36.0 4 4 caleb_strategy_v3 GOLD_micro False False 0.01 0.04 0.08 0.0 0.55 -0.55 0.04 0.04 7.91 56.0 4 4 caleb_strategy_v3 DAX False False 0.01 0.05 0.09 0.0 0.43 -0.43 0.05 0.02 11.95 58.0 7 3 caleb_strategy_v3 LEANHOG False False 0.01 0.10 0.13 0.0 0.16 -0.16 0.10 0.10 10.99 13.0 8 8 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 0.68 0.0 0.94 -0.94 0.00 0.00 7.28 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 8.7 Shocked risk 21.2 Sum abs risk 34.5 Leverage 4.00 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2827135.51, 'annual_cash_vol_target': 706783.8775, 'daily_cash_vol_target': 44173.99234375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0038 0.6582 0.5709 9.1341 BITCOIN 1602.7918 70760.0000 2.2651 36.2418 BOBL 0.2592 118.1700 0.2194 3.5100 BTP 0.5626 119.6800 0.4701 7.5213 BUND 0.4879 131.7500 0.3703 5.9250 BUXL 1.2121 132.1400 0.9173 14.6760 CAC 61.0970 7372.0000 0.8288 13.2603 CAD 0.0023 0.7195 0.3261 5.2177 CANOLA 7.5987 648.8000 1.1712 18.7391 CHF 0.0046 1.1635 0.3962 6.3397 COCOA 146.6664 6900.0000 2.1256 34.0096 COFFEE 4.3451 245.6500 1.7688 28.3009 COPPER 0.0502 4.3605 1.1511 18.4172 CORN 4.0334 441.0000 0.9146 14.6337 COTTON2 0.9018 71.8500 1.2551 20.0809 CRUDE_W 1.2129 67.4800 1.7974 28.7580 DAX 132.8884 19184.0000 0.6927 11.0833 DOW 253.9567 42024.0000 0.6043 9.6690 DX 0.3488 103.8300 0.3359 5.3744 EUR 0.0042 1.0896 0.3831 6.1302 EURIBOR-ICE 0.0461 97.8050 0.0472 0.7549 EUROSTX 42.1772 4843.0000 0.8709 13.9342 FEEDCOW 1.6605 239.3250 0.6938 11.1010 GASOIL 13.3593 678.5000 1.9689 31.5030 GASOLINE 0.0418 1.9864 2.1023 33.6363 GAS_US_mini 0.0936 2.9700 3.1521 50.4330 GBP 0.0061 1.2892 0.4724 7.5581 GOLD_micro 18.8643 2756.9000 0.6843 10.9481 HEATOIL 0.0436 2.2721 1.9181 30.6890 JGB-SGX-mini 0.2122 144.0000 0.1474 2.3578 JPY 0.0000 0.0066 0.7256 11.6091 LEANHOG 0.9320 85.1250 1.0949 17.5187 LIVECOW 1.0335 186.8750 0.5531 8.8490 LUMBER-new 7.3350 583.5000 1.2571 20.1132 MILK 0.2482 19.6300 1.2646 20.2341 MXP 0.0004 0.0496 0.7830 12.5275 NASDAQ_micro 176.5049 20012.7500 0.8820 14.1114 NIKKEI 508.2276 38365.0000 1.3247 21.1955 NZD 0.0037 0.5978 0.6176 9.8820 OAT 0.5011 124.5500 0.4023 6.4367 OATIES 5.1223 393.7500 1.3009 20.8143 OJ 7.1694 485.7000 1.4761 23.6175 PALLAD 31.3053 1124.5000 2.7839 44.5428 PLAT 16.5581 1001.6000 1.6532 26.4506 REDWHEAT 9.5513 584.2500 1.6348 26.1567 RICE 0.1295 14.6900 0.8818 14.1083 ROBUSTA 79.2204 4381.0000 1.8083 28.9324 RUSSELL 22.0315 2207.5000 0.9980 15.9685 SHATZ 0.0909 106.5600 0.0853 1.3649 SILVER-mini 0.5820 32.9000 1.7689 28.3023 SMI 85.1381 11822.0000 0.7202 11.5227 SOFR 0.0570 96.3300 0.0592 0.9470 SOYBEAN 9.8099 1034.0000 0.9487 15.1797 SOYMEAL 3.8506 303.9000 1.2671 20.2729 SOYOIL 0.7605 45.3300 1.6777 26.8435 SP400 23.3796 3111.7000 0.7513 12.0215 SP500_micro 36.2221 5751.7500 0.6298 10.0761 SUGAR11 0.3039 21.0600 1.4429 23.0871 US10 0.3601 110.5000 0.3259 5.2142 US10U 0.4819 113.7969 0.4235 6.7759 US2 0.1043 102.9883 0.1012 1.6200 US20 0.7194 118.0000 0.6097 9.7547 US30 1.0904 125.4688 0.8691 13.9051 US5 0.2410 107.2578 0.2247 3.5955 VIX 0.5820 19.6500 2.9617 47.3866 WHEAT 8.2565 634.5000 1.3013 20.8203 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 658.15 0.57 375.72 1.00 375.72 44173.99 117.57 -4.87 -57.20 BITCOIN 70.76 2.27 160.28 1.00 160.28 44173.99 275.61 1.85 50.98 BOBL 1181.70 0.22 259.24 1.08 280.53 44173.99 157.46 -1.72 -27.12 BTP 1196.80 0.47 562.59 1.08 608.81 44173.99 72.56 1.18 8.57 BUND 1317.50 0.37 487.88 1.08 527.96 44173.99 83.67 -6.67 -55.79 BUXL 1321.40 0.92 1212.06 1.08 1311.63 44173.99 33.68 -4.53 -15.26 CAC 737.20 0.83 610.97 1.08 661.16 44173.99 66.81 -6.80 -45.45 CAD 719.50 0.33 234.64 1.00 234.64 44173.99 188.27 -15.00 -282.41 CANOLA 129.76 1.17 151.97 0.72 109.22 44173.99 404.46 -5.68 -229.94 CHF 1454.31 0.40 576.25 1.00 576.25 44173.99 76.66 -8.38 -64.28 COCOA 690.00 2.13 1466.66 1.00 1466.66 44173.99 30.12 10.21 30.77 COFFEE 921.19 1.77 1629.40 1.00 1629.40 44173.99 27.11 -3.63 -9.84 COPPER 1090.12 1.15 1254.81 1.00 1254.81 44173.99 35.20 -2.86 -10.08 CORN 220.50 0.91 201.67 1.00 201.67 44173.99 219.04 -17.09 -374.31 COTTON2 359.25 1.26 450.88 1.00 450.88 44173.99 97.97 -17.87 -175.10 CRUDE_W 674.80 1.80 1212.87 1.00 1212.87 44173.99 36.42 -0.29 -1.07 DAX 191.84 0.69 132.89 1.08 143.81 44173.99 307.18 11.40 350.24 DOW 210.12 0.60 126.98 1.00 126.98 44173.99 347.89 0.83 28.82 DX 1038.30 0.34 348.76 1.00 348.76 44173.99 126.66 5.82 73.67 EUR 1362.06 0.38 521.86 1.00 521.86 44173.99 84.65 -5.25 -44.43 EURIBOR-ICE 2445.13 0.05 115.37 1.08 124.85 44173.99 353.82 6.03 213.49 EUROSTX 484.30 0.87 421.77 1.08 456.42 44173.99 96.78 -1.92 -18.55 FEEDCOW 1196.62 0.69 830.24 1.00 830.24 44173.99 53.21 0.33 1.77 GASOIL 678.50 1.97 1335.93 1.00 1335.93 44173.99 33.07 -4.23 -13.99 GASOLINE 834.29 2.10 1753.90 1.00 1753.90 44173.99 25.19 1.11 2.80 GAS_US_mini 74.25 3.15 234.04 1.00 234.04 44173.99 188.74 -12.74 -240.39 GBP 805.75 0.47 380.62 1.00 380.62 44173.99 116.06 -1.73 -20.04 GOLD_micro 275.69 0.68 188.64 1.00 188.64 44173.99 234.17 9.90 231.89 HEATOIL 954.28 1.92 1830.37 1.00 1830.37 44173.99 24.13 -7.87 -19.00 JGB-SGX-mini 144000.00 0.15 21219.76 0.01 138.41 44173.99 319.16 0.12 3.74 JPY 827.12 0.73 600.14 1.00 600.14 44173.99 73.61 -7.37 -54.25 LEANHOG 340.50 1.09 372.82 1.00 372.82 44173.99 118.49 15.26 180.87 LIVECOW 747.50 0.55 413.41 1.00 413.41 44173.99 106.85 7.95 84.92 LUMBER-new 160.46 1.26 201.71 1.00 201.71 44173.99 218.99 3.19 69.76 MILK 392.60 1.26 496.50 1.00 496.50 44173.99 88.97 0.50 4.46 MXP 247.95 0.78 194.14 1.00 194.14 44173.99 227.54 -3.15 -71.62 NASDAQ_micro 400.26 0.88 353.01 1.00 353.01 44173.99 125.14 -0.35 -4.43 NIKKEI 38365.00 1.32 50822.76 0.01 331.50 44173.99 133.26 5.22 69.59 NZD 597.85 0.62 369.25 1.00 369.25 44173.99 119.63 -5.10 -60.96 OAT 1245.50 0.40 501.06 1.08 542.22 44173.99 81.47 1.32 10.76 OATIES 196.88 1.30 256.11 1.00 256.11 44173.99 172.48 6.83 117.83 OJ 728.55 1.48 1075.41 1.00 1075.41 44173.99 41.08 12.87 52.87 PALLAD 1124.50 2.78 3130.53 1.00 3130.53 44173.99 14.11 4.79 6.75 PLAT 500.80 1.65 827.91 1.00 827.91 44173.99 53.36 0.49 2.63 REDWHEAT 292.12 1.63 477.56 1.00 477.56 44173.99 92.50 -17.37 -160.68 RICE 293.80 0.88 259.06 1.00 259.06 44173.99 170.51 -13.09 -223.15 ROBUSTA 438.10 1.81 792.20 1.00 792.20 44173.99 55.76 -0.11 -0.63 RUSSELL 110.38 1.00 110.16 1.00 110.16 44173.99 401.01 1.92 76.90 SHATZ 1065.60 0.09 90.90 1.08 98.37 44173.99 449.06 -4.99 -223.87 SILVER-mini 822.50 1.77 1454.92 1.00 1454.92 44173.99 30.36 5.61 17.03 SMI 1182.20 0.72 851.38 1.15 982.54 44173.99 44.96 1.98 8.88 SOFR 2408.25 0.06 142.53 1.00 142.53 44173.99 309.92 -6.12 -189.52 SOYBEAN 517.00 0.95 490.49 1.00 490.49 44173.99 90.06 -17.25 -155.31 SOYMEAL 303.90 1.27 385.06 1.00 385.06 44173.99 114.72 -20.00 -229.44 SOYOIL 271.98 1.68 456.31 1.00 456.31 44173.99 96.81 -2.87 -27.76 SP400 3111.70 0.75 2337.96 1.00 2337.96 44173.99 18.89 1.12 2.12 SP500_micro 287.59 0.63 181.11 1.00 181.11 44173.99 243.91 2.45 59.73 SUGAR11 235.87 1.44 340.35 1.00 340.35 44173.99 129.79 3.48 45.21 US10 1105.00 0.33 360.11 1.00 360.11 44173.99 122.67 -6.91 -84.76 US10U 1137.97 0.42 481.93 1.00 481.93 44173.99 91.66 -7.33 -67.17 US2 2059.77 0.10 208.55 1.00 208.55 44173.99 211.82 -7.66 -162.22 US20 1180.00 0.61 719.41 1.00 719.41 44173.99 61.40 -4.71 -28.93 US30 1254.69 0.87 1090.41 1.00 1090.41 44173.99 40.51 -5.12 -20.74 US5 1072.58 0.22 241.03 1.00 241.03 44173.99 183.27 -6.88 -126.06 VIX 196.50 2.96 581.97 1.00 581.97 44173.99 75.90 -7.24 -54.96 WHEAT 317.25 1.30 412.83 1.00 412.83 44173.99 107.00 -14.81 -158.46 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -57.203 0.010 2.5 -1.484 BITCOIN 50.976 0.043 2.5 5.520 BOBL -27.123 0.004 2.5 -0.275 BTP 8.575 0.014 2.5 0.292 BUND -55.792 0.004 2.5 -0.566 BUXL -15.261 0.004 2.5 -0.155 CAC -45.452 0.014 2.5 -1.550 CAD -282.415 0.010 2.5 -7.327 CANOLA -229.937 0.010 2.5 -5.594 CHF -64.276 0.010 2.5 -1.668 COCOA 30.766 0.009 2.5 0.659 COFFEE -9.842 0.005 2.5 -0.115 COPPER -10.077 0.043 2.5 -1.091 CORN -374.307 0.010 2.5 -9.106 COTTON2 -175.104 0.009 2.5 -3.750 CRUDE_W -1.068 0.043 2.5 -0.116 DAX 350.241 0.014 2.5 11.946 DOW 28.816 0.009 2.5 0.670 DX 73.668 0.010 2.5 1.911 EUR -44.428 0.010 2.5 -1.153 EURIBOR-ICE 213.489 0.014 2.5 7.282 EUROSTX -18.554 0.014 2.5 -0.633 FEEDCOW 1.768 0.013 2.5 0.059 GASOIL -13.986 0.017 2.5 -0.606 GASOLINE 2.805 0.017 2.5 0.122 GAS_US_mini -240.387 0.043 2.5 -26.031 GBP -20.043 0.010 2.5 -0.520 GOLD_micro 231.888 0.014 2.5 7.909 HEATOIL -18.995 0.017 2.5 -0.823 JGB-SGX-mini 3.743 0.043 2.5 0.405 JPY -54.252 0.010 2.5 -1.408 LEANHOG 180.866 0.024 2.5 10.992 LIVECOW 84.922 0.013 2.5 2.814 LUMBER-new 69.756 0.009 2.5 1.494 MILK 4.463 0.009 2.5 0.096 MXP -71.615 0.059 2.5 -10.511 NASDAQ_micro -4.426 0.009 2.5 -0.103 NIKKEI 69.587 0.043 2.5 7.535 NZD -60.957 0.010 2.5 -1.582 OAT 10.756 0.014 2.5 0.367 OATIES 117.834 0.010 2.5 2.867 OJ 52.866 0.009 2.5 1.132 PALLAD 6.752 0.014 2.5 0.230 PLAT 2.628 0.014 2.5 0.090 REDWHEAT -160.676 0.005 2.5 -2.131 RICE -223.148 0.010 2.5 -5.429 ROBUSTA -0.630 0.005 2.5 -0.007 RUSSELL 76.899 0.013 2.5 2.548 SHATZ -223.866 0.004 2.5 -2.270 SILVER-mini 17.027 0.014 2.5 0.581 SMI 8.883 0.014 2.5 0.303 SOFR -189.525 0.024 2.5 -11.518 SOYBEAN -155.314 0.004 2.5 -1.444 SOYMEAL -229.440 0.004 2.5 -2.134 SOYOIL -27.757 0.004 2.5 -0.258 SP400 2.119 0.013 2.5 0.070 SP500_micro 59.735 0.009 2.5 1.388 SUGAR11 45.212 0.009 2.5 0.962 US10 -84.762 0.005 2.5 -1.074 US10U -67.174 0.005 2.5 -0.851 US2 -162.225 0.005 2.5 -2.056 US20 -28.930 0.005 2.5 -0.367 US30 -20.744 0.005 2.5 -0.263 US5 -126.057 0.005 2.5 -1.597 VIX -54.963 0.099 2.5 -13.567 WHEAT -158.461 0.005 2.5 -2.102 ===================== Position diags ===================== AUD 3.05 BITCOIN 29.84 BOBL 1.60 BTP 2.47 BUND 0.85 BUXL 0.34 CAC 2.28 CAD 4.88 CANOLA 9.84 CHF 1.99 COCOA 0.65 COFFEE 0.32 COPPER 3.81 CORN 5.33 COTTON2 2.10 CRUDE_W 3.94 DAX 10.48 DOW 8.08 DX 3.29 EUR 2.20 EURIBOR-ICE 12.07 EUROSTX 3.30 FEEDCOW 1.76 GASOIL 1.43 GASOLINE 1.09 GAS_US_mini 20.44 GBP 3.01 GOLD_micro 7.99 HEATOIL 1.05 JGB-SGX-mini 34.56 JPY 1.91 LEANHOG 7.20 LIVECOW 3.54 LUMBER-new 4.69 MILK 1.91 MXP 33.40 NASDAQ_micro 2.91 NIKKEI 14.43 NZD 3.10 OAT 2.78 OATIES 4.20 OJ 0.88 PALLAD 0.48 PLAT 1.82 REDWHEAT 1.23 RICE 4.15 ROBUSTA 0.65 RUSSELL 13.29 SHATZ 4.55 SILVER-mini 1.04 SMI 1.53 SOFR 18.83 SOYBEAN 0.84 SOYMEAL 1.07 SOYOIL 0.90 SP400 0.63 SP500_micro 5.67 SUGAR11 2.76 US10 1.55 US10U 1.16 US2 2.68 US20 0.78 US30 0.51 US5 2.32 VIX 18.74 WHEAT 1.42 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -1.5 -1.8 -1.2 -1.0 -1 BITCOIN 5.5 2.5 8.5 0.0 0 BOBL -0.3 -0.4 -0.1 0.0 0 BTP 0.3 0.0 0.5 0.0 0 BUND -0.6 -0.7 -0.5 0.0 0 BUXL -0.2 -0.2 -0.1 0.0 0 CAC -1.6 -1.8 -1.3 0.0 0 CAD -7.3 -7.8 -6.8 -3.0 -3 CANOLA -5.6 -6.6 -4.6 -2.0 -2 CHF -1.7 -1.9 -1.5 -3.0 -3 COCOA 0.7 0.6 0.7 1.0 1 COFFEE -0.1 -0.1 -0.1 0.0 0 COPPER -1.1 -1.5 -0.7 0.0 0 CORN -9.1 -9.6 -8.6 -7.0 -7 COTTON2 -3.8 -4.0 -3.5 -4.0 -4 CRUDE_W -0.1 -0.5 0.3 0.0 0 DAX 11.9 10.9 13.0 7.0 7 DOW 0.7 -0.1 1.5 0.0 0 DX 1.9 1.6 2.2 0.0 0 EUR -1.2 -1.4 -0.9 -3.0 -3 EURIBOR-ICE 7.3 6.1 8.5 0.0 0 EUROSTX -0.6 -1.0 -0.3 0.0 0 FEEDCOW 0.1 -0.1 0.2 3.0 3 GASOIL -0.6 -0.7 -0.5 -1.0 -1 GASOLINE 0.1 0.0 0.2 0.0 0 GAS_US_mini -26.0 -28.1 -24.0 -16.0 -16 GBP -0.5 -0.8 -0.2 -1.0 -1 GOLD_micro 7.9 7.1 8.7 4.0 4 HEATOIL -0.8 -0.9 -0.7 -1.0 -1 JGB-SGX-mini 0.4 -3.1 3.9 -1.0 -1 JPY -1.4 -1.6 -1.2 -2.0 -2 LEANHOG 11.0 10.3 11.7 8.0 8 LIVECOW 2.8 2.5 3.2 1.0 1 LUMBER-new 1.5 1.0 2.0 -1.0 -1 MILK 0.1 -0.1 0.3 1.0 1 MXP -10.5 -13.9 -7.2 -7.0 -7 NASDAQ_micro -0.1 -0.4 0.2 1.0 1 NIKKEI 7.5 6.1 9.0 4.0 4 NZD -1.6 -1.9 -1.3 0.0 0 OAT 0.4 0.1 0.6 3.0 3 OATIES 2.9 2.4 3.3 NaN 0 OJ 1.1 1.0 1.2 1.0 1 PALLAD 0.2 0.2 0.3 0.0 0 PLAT 0.1 -0.1 0.3 1.0 1 REDWHEAT -2.1 -2.3 -2.0 0.0 0 RICE -5.4 -5.8 -5.0 NaN 0 ROBUSTA -0.0 -0.1 0.1 0.0 0 RUSSELL 2.5 1.2 3.9 0.0 0 SHATZ -2.3 -2.7 -1.8 NaN 0 SILVER-mini 0.6 0.5 0.7 1.0 1 SMI 0.3 0.1 0.5 0.0 0 SOFR -11.5 -13.4 -9.6 NaN 0 SOYBEAN -1.4 -1.5 -1.4 -3.0 -3 SOYMEAL -2.1 -2.2 -2.0 -2.0 -2 SOYOIL -0.3 -0.3 -0.2 0.0 0 SP400 0.1 0.0 0.1 2.0 2 SP500_micro 1.4 0.8 2.0 0.0 0 SUGAR11 1.0 0.7 1.2 2.0 2 US10 -1.1 -1.2 -0.9 0.0 0 US10U -0.9 -1.0 -0.7 0.0 0 US2 -2.1 -2.3 -1.8 NaN 0 US20 -0.4 -0.4 -0.3 0.0 0 US30 -0.3 -0.3 -0.2 -4.0 -4 US5 -1.6 -1.8 -1.4 -1.0 -1 VIX -13.6 -15.4 -11.7 -8.0 -8 WHEAT -2.1 -2.2 -2.0 -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 -0.2 0.1 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 0.1 -0.2 0.1 -0.2 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.2 0.0 -0.2 0.4 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.3 -0.4 -0.1 -0.2 0.2 -0.2 0.3 -0.1 BITCOIN 0.6 0.4 -0.3 0.1 0.0 0.1 0.1 0.0 0.1 0.1 0.0 0.2 0.4 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.2 0.3 0.2 -2.7 0.1 0.1 0.1 0.1 0.2 0.1 -0.1 0.0 0.6 -0.3 -0.1 0.1 -0.1 0.1 0.1 BOBL -0.5 -0.3 0.5 -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 -0.1 0.2 -0.0 -0.0 0.0 -0.1 0.0 -0.1 0.5 -0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.0 -0.1 0.0 0.2 0.1 -0.6 -0.5 0.0 -0.0 BTP -0.3 -0.1 0.2 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.1 0.4 -0.1 0.6 -0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 0.3 -0.0 -2.7 0.0 -0.1 0.2 -0.1 0.2 -0.0 0.8 -0.1 0.6 0.6 0.3 -0.7 -0.4 0.2 0.4 BUND -0.5 -0.4 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 -0.4 -0.1 -0.3 -0.2 -0.0 0.0 -0.1 0.0 -0.1 0.2 -0.0 -0.1 0.0 -0.1 0.1 -0.0 -0.4 -0.1 0.1 0.2 -0.0 -0.7 -0.6 -0.0 -0.0 BUXL -0.4 -0.3 0.2 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.2 0.2 0.4 0.2 -0.2 -0.7 -0.7 -0.2 -0.2 CAC -0.2 0.2 -0.3 0.0 -0.1 0.2 -0.1 0.3 -0.0 -0.2 -0.2 -0.2 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -1.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 0.2 0.1 -0.3 -0.3 -0.5 0.2 0.2 -0.2 -0.1 CAD -0.6 -0.5 0.1 -0.0 -0.0 -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 -0.4 -0.6 -0.6 -0.5 0.0 -0.3 -0.1 -0.2 CANOLA 0.4 0.6 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 0.0 -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 0.4 0.5 0.3 0.3 -0.2 -0.4 0.1 -0.3 CHF -0.6 -0.5 0.4 -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 -0.0 0.1 -0.1 -1.1 0.3 0.0 -0.4 0.6 -0.4 -0.4 -0.7 -0.4 COCOA 0.3 0.1 0.3 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 0.1 0.0 0.0 0.1 0.0 0.0 0.4 0.4 0.4 0.4 0.0 0.1 0.1 0.3 0.0 -2.7 0.0 0.0 0.1 0.0 0.3 0.0 1.1 -0.0 0.4 0.1 0.3 0.7 0.6 0.7 0.7 COFFEE -0.3 -0.2 0.0 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 -0.1 0.4 -0.1 0.6 -0.0 0.0 0.0 0.1 0.1 0.1 0.0 0.1 -0.1 0.5 -0.1 -2.7 0.0 -0.0 0.2 -0.0 0.4 -0.0 0.3 -0.4 -0.3 -0.1 0.6 -0.3 -0.2 0.0 -0.0 COPPER -0.4 0.4 -0.1 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 -2.3 0.0 -0.0 0.1 -0.0 0.1 0.0 0.2 -0.3 -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 0.1 -0.4 -0.1 -0.7 -0.1 -0.1 -0.2 -0.3 -0.3 -0.3 -0.1 -0.2 -0.0 -0.5 -0.1 -1.7 -0.1 0.0 -0.3 -0.0 -0.5 -0.1 -1.1 0.1 -0.6 -0.5 -0.5 0.2 -0.1 0.3 0.0 COTTON2 -0.3 0.3 0.2 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 -0.2 -0.4 -0.2 -0.6 -0.0 0.0 -0.3 -0.1 -0.3 -0.2 -0.0 -0.1 -0.1 -0.4 -0.1 -2.7 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.9 -0.2 -0.5 -0.1 0.1 -0.6 -0.4 -0.3 -0.3 CRUDE_W -0.0 0.1 -0.4 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.2 -0.1 -0.1 -0.0 -0.1 0.1 0.2 0.1 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 -0.1 0.0 0.1 -0.1 0.3 -0.1 0.4 DAX 0.1 0.4 0.2 0.0 -0.1 0.2 -0.1 0.3 -0.0 -0.2 0.4 -0.1 0.7 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 -0.1 0.5 0.1 1.4 0.1 -0.1 0.2 -0.0 0.3 0.0 -0.3 0.0 0.3 0.4 0.2 0.7 0.3 0.2 0.1 DOW -0.2 0.3 0.4 0.0 -0.1 0.1 -0.1 0.3 -0.0 -0.1 0.4 -0.1 0.6 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.1 0.5 -0.0 -1.8 0.0 -0.1 0.2 -0.1 0.3 -0.0 -0.4 -0.3 0.1 0.5 0.6 0.4 0.2 -0.3 -0.3 DX 0.6 0.6 -0.3 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -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 0.1 -0.0 0.0 0.1 -0.0 0.1 0.7 0.5 0.6 0.6 -0.5 0.1 0.3 0.1 0.4 EUR -0.6 -0.5 0.1 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 0.0 -0.2 2.7 -0.1 0.0 -0.0 -0.0 0.0 -0.1 -0.5 0.5 -0.1 -0.5 0.1 -0.2 -0.6 -0.4 -0.7 EURIBOR-ICE -0.3 -0.2 0.6 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.2 -0.1 0.2 -0.0 0.1 0.1 -0.0 0.1 0.0 0.0 0.1 -0.1 0.2 -0.0 1.5 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.4 0.0 0.2 0.4 0.3 -0.3 -0.6 0.3 0.2 EUROSTX -0.2 0.2 -0.2 0.0 -0.1 0.1 -0.1 0.3 -0.0 -0.1 0.1 -0.2 0.4 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.1 0.2 -0.0 -0.4 0.0 -0.1 0.0 -0.1 0.2 -0.0 0.2 0.2 -0.2 -0.1 -0.4 0.2 0.1 -0.7 -0.3 FEEDCOW 0.2 0.6 -0.4 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 -0.2 -0.2 -0.1 -0.5 0.2 0.0 0.3 -0.1 0.3 0.2 0.1 -0.1 -0.1 -0.4 0.1 -1.4 0.0 -0.1 -0.1 -0.0 -0.1 0.0 -0.2 -0.3 0.4 0.6 -0.6 0.4 0.7 0.7 0.7 GASOIL 0.0 0.2 -0.5 -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 0.1 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 -0.1 -0.2 -0.3 -0.0 -0.3 0.0 -0.5 GASOLINE -0.0 0.3 -0.4 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.2 -0.1 -0.0 -0.0 -0.0 0.0 0.4 0.3 0.4 -0.0 -0.0 -0.0 -0.0 -0.0 -2.5 0.0 0.0 -0.0 -0.0 -0.0 -0.0 1.1 -0.1 0.0 0.2 0.2 0.1 0.4 0.2 0.6 GAS_US_mini -0.4 0.2 0.2 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 -0.1 -0.5 -0.1 2.7 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -1.1 -0.2 -0.6 -0.2 0.1 -0.4 -0.7 -0.2 -0.6 GBP -0.6 -0.3 0.2 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 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 -0.2 -0.3 -0.0 -0.1 0.1 -0.1 0.2 -0.1 0.1 -0.0 0.1 0.1 0.4 0.1 -0.7 0.4 -0.7 GOLD_micro 0.2 0.5 0.6 0.1 0.0 0.1 0.1 0.0 0.1 0.0 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 0.0 0.2 0.1 0.2 0.1 -0.7 0.4 0.6 0.6 0.6 0.7 0.0 0.5 0.2 HEATOIL 0.0 0.3 -0.4 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.3 -0.1 -0.3 -0.0 -0.1 -0.1 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 0.2 0.0 0.0 -0.0 -0.1 0.1 -0.1 0.2 JGB-SGX-mini -0.5 -0.1 0.4 -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 0.4 0.3 0.2 0.1 -0.6 -0.3 -0.7 -0.1 JPY -0.6 -0.6 0.6 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 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 -0.2 -0.3 0.3 -0.7 -0.7 -0.6 -0.7 LEANHOG 0.4 0.6 0.5 -0.0 -0.0 -0.1 -0.0 -0.3 0.0 0.2 0.1 0.2 -0.1 0.2 0.2 -0.3 0.4 0.4 0.4 0.2 0.2 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 0.2 0.0 LIVECOW 0.0 0.6 0.1 -0.0 -0.0 -0.1 -0.0 -0.3 0.0 -0.2 0.5 -0.1 0.6 0.2 0.2 -0.0 0.2 0.1 0.1 0.2 0.2 -0.0 0.5 0.2 -2.7 0.1 -0.1 0.2 -0.0 0.2 0.0 0.5 -0.0 0.4 0.6 0.5 -0.2 0.7 0.1 0.7 LUMBER-new 0.3 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 0.2 -0.3 0.2 NaN 0.1 0.2 0.0 0.2 -0.1 0.1 -1.2 0.6 0.7 0.4 0.7 0.2 0.1 0.5 0.2 MILK -0.6 -0.3 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 0.3 -0.0 0.4 0.2 -0.0 0.1 -0.2 0.3 -0.1 1.9 -0.0 -0.1 0.1 -0.1 0.1 -0.0 0.2 -0.5 -0.6 -0.4 0.5 -0.1 -0.7 0.1 -0.7 MXP -0.2 -0.1 -0.6 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 -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 -0.1 -0.0 -0.2 -0.0 -0.1 -0.0 1.1 0.1 0.3 0.2 -0.6 0.5 0.6 0.7 0.7 NASDAQ_micro 0.1 0.4 0.1 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.1 0.2 0.0 0.4 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 -0.0 0.4 0.1 -2.7 0.0 -0.1 0.1 -0.0 0.3 0.0 -0.3 0.3 0.4 0.5 -0.1 0.2 0.1 -0.3 -0.1 NIKKEI 0.0 0.3 -0.3 0.0 -0.1 0.1 -0.0 0.1 -0.0 0.0 0.1 -0.0 0.2 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 0.2 0.1 0.1 -0.6 0.6 0.2 0.7 0.2 NZD -0.6 -0.3 0.2 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.1 -0.0 -0.2 0.0 -0.2 -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 -0.3 0.3 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 0.2 0.1 0.1 0.1 -0.0 -0.0 -0.1 -0.0 -0.1 0.5 -0.0 -0.1 0.0 -0.1 0.0 -0.0 0.8 -0.0 0.3 0.2 -0.1 -0.3 -0.5 0.3 0.2 OATIES -0.2 0.6 0.6 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 0.2 0.1 0.1 -0.5 0.2 0.2 0.1 0.1 0.1 0.1 0.2 0.2 0.2 -0.1 0.2 -2.7 0.1 0.1 0.1 0.1 0.0 0.1 0.1 0.5 0.2 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 0.7 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 0.3 0.0 0.5 0.1 0.9 0.1 0.6 0.2 0.6 0.5 0.4 0.7 0.7 PALLAD 0.3 0.4 0.6 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.1 -0.1 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.0 0.1 -0.0 0.1 2.0 0.0 -0.0 0.0 0.0 -0.0 0.0 0.3 0.2 0.3 0.1 0.1 -0.4 -0.7 -0.7 -0.7 PLAT 0.3 0.3 -0.0 0.0 0.0 0.0 0.0 0.0 0.0 -0.1 -0.1 0.1 -0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.0 0.0 0.1 0.7 0.0 -0.1 0.0 0.0 0.0 0.0 0.1 -0.3 -0.2 -0.1 -0.2 0.1 -0.3 -0.2 -0.0 REDWHEAT -0.3 0.3 0.1 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 -0.1 -0.4 -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 -0.6 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -1.0 -0.5 -0.5 -0.2 -0.2 -0.7 -0.7 -0.7 -0.7 RICE -0.3 -0.2 -0.2 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 -0.2 0.3 -0.2 0.5 -0.2 -0.1 -0.1 0.4 -0.0 0.3 -0.1 -0.0 -0.2 0.2 -0.2 -2.1 -0.1 -0.2 -0.1 -0.2 0.1 -0.1 1.1 -0.5 -0.6 -0.6 -0.0 -0.7 -0.7 -0.7 -0.7 ROBUSTA -0.6 -0.6 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.0 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 -0.3 -0.6 -0.2 0.5 0.4 -0.0 0.6 0.2 RUSSELL -0.0 0.2 0.2 0.0 -0.1 0.1 -0.1 0.3 -0.0 -0.1 0.3 -0.1 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 0.0 -0.1 0.2 -0.0 0.3 0.0 0.0 -0.0 0.3 0.2 0.6 -0.0 -0.5 -0.6 -0.7 SHATZ -0.4 -0.2 0.6 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.1 -0.1 -0.0 -0.0 0.0 -0.4 -0.4 -0.4 -0.4 0.0 0.0 -0.1 0.0 -0.0 0.8 0.0 -0.1 0.1 -0.0 0.0 -0.0 -1.1 -0.0 0.1 0.3 0.2 -0.5 -0.5 -0.1 -0.2 SILVER-mini 0.2 0.4 -0.0 0.0 0.0 0.0 0.0 0.0 0.0 -0.1 0.3 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.1 0.2 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 -0.2 0.3 SMI 0.0 -0.2 -0.3 0.0 -0.1 0.1 -0.1 0.3 -0.0 -0.2 0.3 -0.1 0.5 -0.1 0.1 0.0 0.0 -0.0 -0.0 -0.0 0.1 -0.2 0.3 -0.1 1.5 0.0 -0.2 0.2 -0.1 0.4 -0.0 0.6 -0.4 -0.1 -0.4 0.2 -0.2 0.1 -0.7 -0.2 SOFR -0.6 -0.6 0.3 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.1 0.1 -0.2 0.3 -0.2 -0.1 0.0 0.0 0.0 0.0 -0.2 0.0 -0.2 0.1 -0.2 -0.8 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 0.4 -0.3 -0.6 -0.6 -0.3 0.1 -0.4 0.7 0.5 SOYBEAN -0.5 0.1 -0.5 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 0.1 -0.3 -0.1 -0.5 -0.1 -0.1 -0.0 0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.5 -0.1 -2.7 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 -0.3 -0.0 -0.6 -0.5 -0.6 0.1 -0.3 0.3 -0.2 SOYMEAL -0.6 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.3 -0.2 -0.4 -0.1 -0.1 -0.1 0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.3 -0.1 -2.7 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.4 -0.6 -0.4 -0.2 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.0 0.6 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 -0.0 0.0 -0.0 0.0 0.0 -0.0 0.1 -0.2 0.1 -2.6 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.1 0.4 0.1 0.2 -0.0 0.1 -0.2 0.4 -0.1 SP400 -0.0 0.3 0.2 0.0 -0.1 0.1 -0.1 0.3 -0.0 -0.1 0.4 -0.1 0.6 0.1 0.1 -0.2 -0.1 -0.1 -0.1 0.1 0.1 -0.1 0.4 0.0 -1.8 0.1 -0.1 0.2 -0.0 0.3 0.0 -0.0 -0.1 0.3 0.5 0.6 0.2 -0.2 -0.4 -0.7 SP500_micro -0.0 0.4 0.3 0.0 -0.1 0.2 -0.1 0.3 -0.0 -0.1 0.5 -0.0 0.7 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 -0.1 0.5 0.1 -2.7 0.1 -0.1 0.2 -0.0 0.4 0.0 -0.5 0.1 0.5 0.6 0.4 0.4 0.1 -0.3 -0.2 SUGAR11 -0.4 0.6 0.6 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 0.1 0.2 -0.0 -0.2 0.1 0.1 0.4 0.3 0.4 0.4 0.1 0.1 0.0 0.0 0.1 -2.7 0.0 0.0 0.1 0.0 0.0 0.0 1.1 0.2 -0.3 0.6 0.6 -0.7 0.2 -0.6 0.3 US10 -0.6 -0.6 0.3 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 0.0 -0.2 0.2 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.3 -0.1 -0.5 -0.5 -0.2 -0.0 -0.7 0.6 0.3 US10U -0.6 -0.6 0.3 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.1 0.1 -0.2 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.0 -0.2 0.0 -0.2 -0.2 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.5 -0.6 -0.4 -0.0 -0.6 0.7 0.6 US2 -0.6 -0.6 0.5 -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 -0.1 0.0 -0.1 -0.0 -0.2 1.7 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -1.1 -0.1 -0.4 -0.3 0.1 -0.1 -0.6 0.2 -0.3 US20 -0.6 -0.6 0.2 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.2 -0.4 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.2 0.0 -0.3 -0.5 -0.4 0.0 -0.4 0.7 0.7 US30 -0.6 -0.6 0.2 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.2 -0.3 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 0.1 -0.1 -0.4 -0.5 -0.1 -0.3 0.7 0.7 US5 -0.6 -0.6 0.3 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.0 -0.2 0.0 -0.2 0.8 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.6 -0.2 -0.5 -0.5 -0.2 0.0 -0.7 0.6 0.1 VIX -0.2 0.1 0.5 0.0 0.1 0.1 0.0 -0.2 0.0 0.1 -0.3 -0.1 -0.7 -0.0 -0.1 -0.2 -0.6 -0.2 -0.5 0.0 0.0 0.1 -0.3 0.0 NaN 0.0 0.1 0.1 0.1 -0.2 0.0 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.4 0.3 -0.0 -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 -0.3 -0.3 -0.3 -0.0 -0.1 -0.1 -0.4 -0.1 0.6 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -1.1 -0.3 -0.6 -0.1 -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 -20.0 -5.6 3.4 -3.1 -2.6 -0.1 -5.7 0.9 -6.2 -14.6 3.6 -18.7 2.8 -18.2 -4.8 -0.3 -1.8 -0.6 -1.1 -9.4 0.1 -20.0 1.7 -20.0 2.8 -3.4 -5.5 0.1 -8.7 0.9 -7.7 -0.0 -13.5 -12.7 -2.5 -6.8 4.6 -6.9 7.9 -2.0 BITCOIN 17.8 13.7 -8.8 6.2 0.4 2.7 5.5 0.2 7.3 8.9 1.6 19.6 11.2 20.0 15.1 -6.3 -6.8 -6.2 -6.4 16.1 7.6 20.0 11.2 20.0 -20.0 5.8 6.7 3.1 10.5 6.7 9.8 -2.2 1.1 20.0 -9.3 -3.0 4.3 -1.7 1.8 2.8 BOBL -15.9 -9.4 14.5 -1.4 -2.8 0.7 -3.3 1.0 -3.2 -9.4 3.9 -9.9 -1.1 -8.1 1.3 17.7 -6.0 8.1 -0.6 -1.7 2.3 -12.5 0.9 -7.7 3.8 -0.6 -7.7 1.5 -5.7 1.2 -3.5 -0.2 -4.5 0.9 6.7 2.3 -17.9 -15.6 1.3 -1.4 BTP -10.0 -3.7 6.5 -2.3 -4.6 1.2 -5.5 1.6 -5.3 -15.5 13.0 -13.1 15.5 -2.6 9.8 7.2 4.9 6.1 5.0 6.0 10.4 -12.0 10.9 -2.6 -20.0 3.8 -10.1 6.1 -6.1 6.3 -0.9 15.0 -2.2 20.0 20.0 9.5 -20.0 -12.2 5.7 11.1 BUND -15.6 -10.8 10.0 -1.6 -3.2 0.9 -3.9 1.1 -3.7 -10.9 4.0 -11.6 1.3 -10.4 0.2 -20.0 -6.1 -16.4 -10.9 -3.2 1.7 -13.4 1.3 -9.5 1.1 -1.4 -8.0 1.3 -6.6 1.6 -4.5 -7.3 -3.4 3.3 5.9 -0.8 -20.0 -17.7 -0.3 -0.5 BUXL -11.1 -10.7 6.7 -1.8 -3.6 1.0 -4.4 1.3 -4.2 -6.3 1.6 -9.4 0.4 -10.6 -2.4 0.2 -1.6 -0.2 -1.0 -4.7 -0.7 -7.1 -1.2 -8.1 -2.0 -2.4 -1.6 0.3 -4.0 1.0 -4.5 4.4 8.1 11.3 5.2 -5.4 -20.0 -20.0 -5.2 -6.2 CAC -5.1 6.7 -8.3 2.6 -14.3 5.6 -7.7 8.4 -1.7 -17.2 -8.4 -16.5 -0.4 -10.6 0.2 -5.6 -3.3 -5.7 -4.6 -5.7 -6.7 -15.7 -2.7 -8.6 -7.3 -3.0 -16.4 -3.3 -10.2 -0.1 -5.0 4.3 4.3 -8.6 -9.0 -16.3 5.8 5.4 -6.4 -2.5 CAD -20.0 -14.9 3.1 -3.9 -3.3 -0.1 -7.3 1.1 -7.9 -20.0 -12.0 -20.0 -16.9 -20.0 -18.2 -6.2 -4.1 -5.3 -4.7 -20.0 -12.2 -20.0 -9.2 -20.0 -0.5 -6.6 -5.9 -2.9 -9.2 -2.0 -10.1 -4.9 -15.6 -20.0 -20.0 -14.6 0.5 -8.3 -3.3 -5.0 CANOLA 11.0 17.0 -2.6 -0.0 -0.1 -1.9 -0.2 -2.9 0.4 5.4 -0.9 7.0 -7.3 8.9 2.7 -16.2 -11.8 -14.5 -13.8 5.8 -1.0 7.4 -7.1 9.1 -16.8 2.9 1.3 0.7 2.5 -1.8 3.5 -20.0 16.7 15.3 10.5 8.3 -4.7 -12.3 1.5 -7.7 CHF -20.0 -16.2 13.5 -3.1 -2.6 -0.1 -5.7 0.9 -6.2 6.9 5.6 -16.8 -1.8 -19.0 -0.1 -15.8 -16.1 -15.4 -15.5 -9.2 2.7 -10.7 3.3 -17.8 5.5 -2.8 0.7 1.5 -3.4 1.9 -5.8 -20.0 12.6 1.4 -12.3 17.6 -11.1 -13.0 -20.0 -12.9 COCOA 9.4 4.3 9.5 -0.0 -0.0 -1.4 -0.1 -2.2 0.3 5.7 1.2 2.9 3.8 3.2 3.6 20.0 20.0 20.0 20.0 4.5 6.3 5.8 11.5 4.5 -20.0 2.1 3.6 3.6 2.4 7.5 1.9 20.0 -1.3 11.2 4.5 8.9 20.0 18.9 20.0 20.0 COFFEE -9.2 -5.4 0.3 -0.1 -0.1 -3.4 -0.3 -5.3 0.6 -10.3 13.2 -9.9 15.5 -4.1 4.0 1.8 5.2 2.8 3.9 3.9 13.6 -7.6 18.5 -4.7 -20.0 1.5 -4.3 6.8 -4.4 10.7 -2.8 4.8 -15.1 -10.4 -2.3 17.3 -9.2 -7.3 0.1 -0.6 COPPER -11.7 13.0 -4.3 3.6 0.2 1.6 3.2 0.1 4.2 -0.6 -3.5 -11.5 -0.1 0.4 2.3 -4.2 -3.2 -3.7 -3.2 1.6 2.6 -3.8 4.5 -1.9 -17.2 2.1 -0.5 2.4 -1.0 2.6 0.2 3.8 -13.6 -20.0 -3.9 -7.6 17.8 10.2 13.9 20.0 CORN -9.8 8.0 -11.1 -0.1 -0.1 -4.1 -0.4 -6.4 0.8 6.5 -16.6 -11.0 -20.0 -9.2 -6.4 -10.0 -14.7 -13.6 -15.5 -10.7 -20.0 -5.4 -20.0 -8.3 -12.5 -6.4 0.2 -9.6 -3.1 -13.1 -5.2 -20.0 6.0 -20.0 -15.4 -15.6 5.2 -3.2 9.7 0.7 COTTON2 -9.4 9.0 6.1 -0.1 -0.1 -3.6 -0.4 -5.7 0.7 -17.5 -15.7 -17.3 -16.4 -0.1 2.7 -15.4 -6.1 -13.1 -10.0 -2.3 -8.6 -12.2 -16.5 -6.4 -20.0 -1.4 -9.8 -2.7 -8.2 -3.7 -4.5 -16.8 -9.3 -14.3 -3.8 4.0 -16.8 -13.0 -10.0 -8.3 CRUDE_W -1.4 4.2 -12.7 -1.8 0.5 -3.2 -1.8 -2.3 -1.1 -0.7 -7.1 -9.0 -1.5 -0.7 -6.8 3.0 10.9 7.0 9.3 -5.6 -6.7 -4.8 -3.3 -4.5 -1.3 -2.3 -0.6 -3.7 -3.5 -2.3 -2.4 9.4 -1.0 -4.3 0.7 1.9 -2.7 8.6 -2.5 13.2 DAX 2.1 13.5 5.7 2.9 -15.5 6.1 -8.4 9.2 -1.8 -18.1 16.4 -4.7 18.6 12.6 17.8 -8.6 -9.9 -8.6 -9.1 16.2 16.3 -9.5 17.5 7.5 10.2 5.5 -11.7 5.9 -4.4 7.5 2.3 -5.6 2.0 10.5 13.4 6.5 20.0 8.3 6.8 2.2 DOW -7.6 8.1 11.5 2.4 -12.7 5.0 -6.9 7.5 -1.5 -15.0 14.6 -12.9 16.6 6.4 13.3 -10.3 -10.7 -10.0 -10.2 12.5 17.5 -14.5 18.7 -0.3 -13.8 4.5 -7.4 6.6 -4.9 7.4 -0.1 -7.1 -13.5 2.8 14.5 20.0 12.0 5.0 -10.0 -7.5 DX 20.0 20.0 -9.6 -3.4 -2.9 -0.1 -6.3 1.0 -6.9 4.9 -0.4 17.3 5.6 20.0 9.9 6.7 6.7 6.3 6.4 19.3 2.7 19.8 -1.0 20.0 -20.0 4.7 -0.1 0.5 4.9 -0.4 7.5 13.8 20.0 20.0 20.0 -14.8 1.8 8.9 1.5 12.3 EUR -20.0 -16.8 4.3 -3.6 -3.1 -0.1 -6.7 1.0 -7.3 16.5 -2.3 -12.3 -4.1 -19.7 -13.0 -7.3 -7.1 -7.0 -6.9 -16.8 -4.3 -8.1 0.1 -20.0 20.0 -5.1 4.0 -0.8 -2.4 1.0 -7.0 -9.4 20.0 -2.7 -16.4 1.7 -5.2 -19.4 -11.3 -20.0 EURIBOR-ICE -10.2 -7.5 17.6 -1.2 -2.4 0.7 -3.0 0.9 -2.8 -8.2 6.3 -5.8 5.6 -3.2 5.3 5.7 -0.9 4.0 1.6 3.5 7.0 -6.8 6.0 -2.0 11.1 1.6 -5.3 3.1 -3.0 2.8 -0.8 7.2 0.3 7.1 12.4 9.8 -8.4 -16.9 8.1 5.4 EUROSTX -5.4 5.8 -5.0 2.5 -13.6 5.4 -7.4 8.1 -1.6 -15.2 4.7 -14.6 12.4 0.4 6.9 -3.9 -3.3 -4.1 -4.0 0.7 2.3 -13.2 7.7 -4.3 -2.9 0.2 -15.9 1.8 -8.7 6.5 -2.9 4.6 9.2 -4.9 -3.5 -11.5 6.6 2.3 -20.0 -9.3 FEEDCOW 5.2 20.0 -13.8 -0.1 -0.1 -4.3 -0.4 -6.7 0.8 -19.4 -6.5 -10.1 -12.9 16.4 2.3 16.4 -6.5 16.5 7.6 6.7 -8.1 -10.7 -14.4 6.9 -10.5 1.7 -9.2 -2.6 -3.9 -3.8 1.7 -3.1 -14.2 12.2 20.0 -20.0 12.7 20.0 20.0 20.0 GASOIL 1.4 6.0 -15.1 -1.6 0.4 -2.8 -1.6 -2.0 -1.0 4.6 -10.6 -7.6 -3.8 -2.5 -9.2 0.1 7.2 1.3 2.7 -6.7 -8.7 -1.6 -5.3 -4.1 3.4 -3.7 4.0 -4.9 -0.8 -3.2 -2.2 0.1 6.2 -3.2 -7.5 -8.3 -1.1 -8.7 0.9 -13.8 GASOLINE -0.7 8.6 -11.4 -1.5 0.4 -2.8 -1.5 -1.9 -0.9 1.2 -6.4 -7.5 -0.8 -0.1 -3.5 2.2 20.0 14.6 20.0 -2.8 -3.9 -3.6 -1.4 -2.6 -18.6 0.2 0.2 -0.9 -2.1 -0.1 -0.5 20.0 -2.9 0.0 6.4 7.6 2.5 11.3 6.6 19.1 GAS_US_mini -13.5 6.5 7.3 -2.2 0.6 -4.1 -2.3 -2.8 -1.4 -15.4 -18.0 -15.8 -20.0 -14.1 -15.1 -20.0 -20.0 -20.0 -20.0 -11.3 -12.4 -16.4 -20.0 -13.7 20.0 -5.3 -11.0 -4.7 -8.2 -6.4 -6.9 -20.0 -7.4 -20.0 -7.3 2.3 -11.0 -20.0 -6.2 -17.5 GBP -18.7 -9.2 5.4 -3.5 -3.0 -0.1 -6.6 1.0 -7.2 -15.4 10.5 -18.2 13.4 -19.8 -1.2 0.4 -0.3 0.3 0.0 -4.2 8.1 -15.4 12.0 -15.2 -2.3 -1.3 -7.0 4.3 -6.7 6.1 -6.3 2.3 -0.6 2.4 1.7 13.2 4.5 -20.0 12.8 -20.0 GOLD_micro 5.0 14.5 17.2 5.4 0.3 2.3 4.8 0.2 6.3 3.7 20.0 17.5 20.0 20.0 20.0 -14.3 -13.6 -13.6 -13.2 20.0 20.0 20.0 20.0 20.0 -15.8 7.8 2.2 7.3 6.0 6.8 7.6 -13.6 16.7 19.7 20.0 20.0 20.0 0.5 14.5 6.1 HEATOIL 0.2 8.6 -12.5 -1.6 0.4 -2.8 -1.6 -2.0 -1.0 8.2 -10.6 -7.7 -7.1 -3.8 -8.6 -2.8 3.0 -4.3 -2.9 -5.5 -8.4 -0.4 -6.5 -2.7 -17.1 -1.5 3.4 -3.7 -0.1 -3.2 -0.5 -8.6 6.5 0.9 1.1 -1.0 -3.6 3.8 -2.1 5.5 JGB-SGX-mini -14.8 -3.9 12.1 -1.4 -2.9 0.8 -3.5 1.0 -3.3 2.2 4.6 -5.1 3.3 -7.6 3.7 16.1 16.1 13.6 14.5 -0.4 3.2 -1.8 2.9 -3.9 -11.3 -0.4 0.7 1.0 -0.8 0.3 -1.8 20.0 18.7 8.7 6.1 2.5 -18.5 -8.6 -20.0 -3.0 JPY -20.0 -20.0 18.5 -1.4 -1.2 -0.1 -2.6 0.4 -2.8 -4.6 0.3 -7.6 -3.7 -8.9 -1.8 -10.6 -14.0 -11.2 -12.3 -7.7 -2.1 -9.5 -3.6 -12.5 20.0 -1.8 -0.5 -0.3 -2.4 -0.9 -3.1 -20.0 -3.7 -4.9 -8.5 9.7 -20.0 -20.0 -18.5 -20.0 LEANHOG 13.7 20.0 15.6 -0.1 -0.1 -4.8 -0.5 -7.4 0.9 19.6 2.8 20.0 -2.0 20.0 20.0 -13.2 18.9 20.0 20.0 20.0 16.0 20.0 -3.8 20.0 2.8 8.4 8.0 4.1 10.2 0.1 10.3 20.0 20.0 20.0 20.0 20.0 0.1 -5.3 4.7 0.8 LIVECOW 0.6 20.0 4.6 -0.1 -0.1 -4.8 -0.5 -7.5 0.9 -19.5 20.0 -6.8 15.6 20.0 20.0 -1.9 7.7 2.7 6.7 20.0 20.0 -3.2 18.0 17.0 -20.0 6.6 -8.6 5.6 -1.6 5.5 4.6 10.3 -0.7 13.1 20.0 15.7 -4.8 20.0 2.7 20.0 LUMBER-new 9.1 14.1 8.9 -0.1 -0.1 -3.7 -0.4 -5.5 0.7 18.0 -8.4 17.7 -11.2 18.3 17.6 -19.9 -18.3 -19.1 -18.6 10.3 -0.4 20.0 -10.1 17.0 NaN 5.4 17.2 0.7 12.5 -3.5 8.3 -20.0 20.0 20.0 11.6 20.0 6.0 1.4 11.8 6.1 MILK -20.0 -10.5 16.2 -0.0 -0.1 -2.6 -0.3 -4.0 0.5 -12.6 10.3 -13.7 8.7 -12.1 2.5 14.9 -2.4 20.0 12.4 -0.4 11.0 -18.0 10.4 -12.6 14.0 -0.5 -6.3 3.4 -6.6 3.0 -4.6 3.6 -20.0 -19.5 -13.3 16.1 -3.2 -20.0 3.0 -20.0 MXP -6.9 -1.7 -20.0 -2.3 -1.9 -0.1 -4.2 0.6 -4.6 -5.4 -12.5 -12.5 -9.4 -8.2 -11.6 11.8 13.4 11.2 11.7 -12.0 -15.3 -9.3 -10.5 -10.1 -20.0 -4.9 -1.9 -6.1 -4.1 -4.0 -4.3 20.0 2.8 9.9 5.9 -20.0 14.7 17.7 20.0 20.0 NASDAQ_micro 1.7 11.4 3.0 2.0 -10.7 4.2 -5.8 6.3 -1.3 -7.5 7.8 0.8 11.0 11.7 8.3 -9.4 -9.7 -8.7 -9.0 8.9 10.0 -2.4 14.0 5.7 -20.0 4.1 -7.4 5.3 -1.4 7.8 2.2 -5.2 14.0 11.4 14.9 -4.1 7.2 3.8 -9.5 -3.5 NIKKEI 0.6 9.6 -7.8 1.2 -6.7 2.6 -3.6 4.0 -0.8 1.1 3.3 -1.6 4.3 4.4 3.8 1.3 7.3 3.0 5.1 2.3 2.0 -0.2 4.0 1.4 -7.0 -0.5 -0.5 -0.9 -0.1 1.6 0.1 20.0 9.7 3.2 2.4 -17.1 19.0 5.6 19.8 6.4 NZD -20.0 -9.9 4.7 -2.3 -2.0 -0.1 -4.3 0.7 -4.7 -13.0 -0.0 -15.0 1.0 -14.8 -3.8 -0.9 -0.1 -0.5 -0.3 -9.0 -1.6 -14.8 0.3 -16.3 0.8 -2.8 -2.7 -0.3 -5.1 0.3 -5.4 2.3 -4.9 -8.4 -5.6 -4.9 1.5 -8.6 3.9 -2.0 OAT -9.7 -9.6 9.2 -1.6 -3.2 0.8 -3.8 1.1 -3.7 -10.9 1.7 -11.2 -1.0 -10.4 -0.3 7.9 4.9 6.4 5.0 -3.1 -0.2 -11.0 -0.8 -7.4 3.4 -1.4 -8.0 0.5 -6.2 0.7 -4.1 15.0 -1.6 9.5 5.8 -2.1 -10.0 -14.0 8.8 5.5 OATIES -7.1 20.0 19.5 -0.1 -0.1 -4.1 -0.4 -6.4 0.8 19.0 2.5 10.8 -13.6 16.1 17.6 3.1 2.7 3.7 3.8 20.0 14.3 17.7 -2.4 17.6 -20.0 5.9 9.8 3.8 6.0 0.2 5.0 2.4 19.5 7.0 20.0 20.0 20.0 3.1 20.0 13.3 OJ 3.8 0.7 3.0 -0.1 -0.1 -3.6 -0.4 -5.7 0.7 6.3 17.8 12.9 18.6 12.5 15.2 12.2 12.1 11.8 11.2 16.8 20.0 10.2 20.0 13.1 -20.0 6.4 1.7 9.4 4.1 15.1 5.1 16.4 4.0 20.0 6.3 20.0 14.9 12.9 20.0 20.0 PALLAD 8.5 11.8 20.0 2.4 0.1 1.0 2.1 0.1 2.8 0.2 4.5 5.0 -3.4 6.5 6.5 -2.1 -2.1 -2.0 -2.0 7.5 4.0 7.7 -1.3 9.4 14.9 2.9 -0.2 1.5 3.0 -0.2 3.5 5.8 8.5 9.6 2.6 4.0 -10.9 -20.0 -19.7 -20.0 PLAT 7.8 9.8 -0.2 3.7 0.2 1.6 3.3 0.1 4.4 -8.8 -1.9 6.0 -1.8 10.1 7.3 -4.0 -4.4 -4.3 -4.4 6.0 3.0 1.3 0.9 6.9 5.5 3.4 -6.1 1.4 0.8 0.2 3.8 1.6 -12.1 -6.7 -4.0 -7.2 3.5 -8.0 -6.9 -1.3 REDWHEAT -9.2 10.1 2.0 -0.1 -0.1 -3.7 -0.4 -5.7 0.7 -6.3 -13.0 -12.7 -16.7 -7.8 1.2 -10.6 -7.4 -10.6 -9.6 -3.4 -7.4 -12.1 -15.3 -7.3 -4.8 -2.3 -5.6 -3.9 -7.3 -6.8 -4.5 -17.9 -20.0 -16.4 -5.2 -6.4 -20.0 -20.0 -20.0 -20.0 RICE -10.5 -5.1 -6.7 -0.1 -0.1 -4.3 -0.4 -6.6 0.8 -20.0 10.0 -20.0 13.0 -19.4 -5.8 -6.9 20.0 -2.0 13.5 -9.4 -2.3 -20.0 6.9 -17.0 -16.1 -5.9 -20.0 -1.9 -15.2 1.5 -10.2 20.0 -20.0 -20.0 -20.0 -0.3 -20.0 -20.0 -20.0 -20.0 ROBUSTA -20.0 -18.5 -4.1 -0.0 -0.1 -1.8 -0.2 -2.8 0.3 -5.0 6.9 -7.6 8.8 -7.5 1.8 13.9 20.0 20.0 20.0 1.0 12.1 -9.5 18.2 -8.7 -20.0 0.1 -1.6 3.8 -2.6 6.9 -2.5 20.0 -13.3 -18.1 -5.7 16.5 10.6 -0.7 17.9 5.5 RUSSELL -0.1 5.3 5.6 2.3 -12.3 4.8 -6.7 7.3 -1.5 -12.0 9.6 -6.8 13.1 6.5 8.7 -6.5 -6.4 -6.1 -6.1 6.4 9.0 -5.3 9.8 1.4 -0.1 4.5 -6.0 6.8 -2.5 7.5 1.0 0.1 -0.4 8.5 7.7 20.0 -1.2 -13.9 -18.0 -20.0 SHATZ -13.5 -5.2 20.0 -1.1 -2.3 0.6 -2.7 0.8 -2.6 -7.5 4.6 -6.4 -0.2 -4.1 3.7 -20.0 -20.0 -20.0 -20.0 1.7 4.3 -8.3 1.0 -3.5 6.0 0.9 -6.1 2.2 -3.6 1.1 -1.4 -20.0 -0.0 2.8 9.8 7.4 -15.0 -15.9 -2.7 -6.7 SILVER-mini 7.3 13.5 -0.8 3.4 0.2 1.5 3.0 0.1 4.0 -6.9 10.2 5.2 9.3 9.6 10.5 -5.9 -6.4 -6.2 -6.2 12.4 10.2 4.9 8.9 12.1 1.5 4.1 -2.4 3.1 1.8 2.6 4.1 -1.6 2.1 3.4 7.5 3.5 5.1 -2.0 -4.8 9.3 SMI 0.8 -5.4 -10.2 2.5 -13.6 5.4 -7.4 8.1 -1.6 -16.7 10.5 -10.4 15.0 -5.3 5.0 0.8 0.3 -0.1 -0.6 -0.3 5.6 -20.0 11.6 -6.5 11.0 1.3 -20.0 6.2 -11.6 10.0 -3.5 10.5 -16.0 -1.7 -13.3 6.4 -4.5 1.6 -20.0 -6.6 SOFR -20.0 -20.0 9.0 -2.0 -4.1 1.1 -4.9 1.4 -4.7 -12.4 5.2 -14.6 7.0 -15.4 -7.1 1.7 0.2 1.8 1.0 -14.7 0.5 -20.0 4.9 -20.0 -6.3 -3.9 -3.8 -0.4 -5.5 1.1 -6.1 7.7 -12.0 -19.4 -20.0 -9.4 2.5 -13.0 20.0 14.6 SOYBEAN -16.2 3.7 -16.2 -0.1 -0.1 -3.0 -0.3 -4.6 0.6 6.2 -12.3 -11.2 -13.5 -11.3 -10.0 -1.7 0.6 -3.5 -3.2 -13.5 -18.9 -8.5 -20.0 -12.4 -20.0 -5.1 0.6 -6.2 -3.1 -6.6 -4.7 -6.0 -0.6 -20.0 -15.7 -20.0 2.7 -10.2 8.5 -5.6 SOYMEAL -19.8 0.8 -4.1 -0.0 -0.1 -2.7 -0.3 -4.1 0.5 -12.8 -9.9 -14.4 -12.0 -13.3 -7.3 -3.0 2.2 -2.4 -1.0 -9.7 -9.9 -15.0 -12.7 -13.8 -20.0 -3.7 -5.5 -3.3 -6.2 -3.4 -5.3 -2.4 -15.9 -20.0 -12.3 -7.0 -20.0 -20.0 -20.0 -20.0 SOYOIL 0.8 18.7 3.1 -0.0 -0.1 -1.8 -0.2 -2.8 0.3 7.5 -3.4 4.4 -7.9 6.0 0.2 -1.3 0.9 -0.0 0.3 2.7 -1.5 6.6 -5.9 4.8 -19.1 1.7 5.2 -0.2 3.1 -2.1 2.4 -2.6 14.6 3.0 5.8 -0.6 2.4 -6.9 11.2 -1.6 SP400 -0.8 10.3 6.8 2.6 -14.1 5.6 -7.6 8.3 -1.7 -13.8 13.3 -8.9 16.9 9.9 13.3 -8.1 -6.3 -7.1 -6.6 10.2 12.5 -7.8 14.4 2.6 -13.8 5.2 -6.8 7.2 -3.4 8.2 1.1 -0.1 -5.1 8.8 14.0 20.0 6.3 -6.7 -12.5 -20.0 SP500_micro -0.6 11.7 8.9 2.7 -14.6 5.7 -7.9 8.6 -1.7 -16.0 18.7 -1.8 19.8 14.9 18.2 -11.6 -11.7 -10.9 -11.2 17.5 20.0 -8.4 20.0 7.4 -20.0 6.1 -10.4 8.3 -3.6 10.7 2.2 -8.9 2.4 14.2 20.0 11.1 11.1 3.7 -10.1 -5.6 SUGAR11 -11.9 20.0 17.8 -0.1 -0.1 -3.1 -0.3 -4.8 0.6 13.0 6.8 -2.4 -6.3 8.3 10.1 20.0 16.1 20.0 20.0 13.2 9.9 5.1 1.1 6.5 -20.0 3.6 4.5 2.6 1.7 0.1 1.8 20.0 10.3 -7.7 20.0 18.4 -19.9 5.9 -17.9 9.2 US10 -20.0 -20.0 8.8 -1.5 -3.1 0.8 -3.7 1.1 -3.6 -10.0 2.6 -11.5 3.0 -11.8 -6.3 -4.8 -7.0 -6.0 -6.5 -12.2 -1.2 -18.0 1.0 -20.0 1.8 -3.0 -2.6 -0.5 -3.9 0.5 -4.5 -4.9 -6.1 -14.5 -14.7 -7.7 -1.1 -20.0 18.2 8.0 US10U -20.0 -20.0 8.2 -2.2 -4.4 1.2 -5.3 1.5 -5.1 -13.1 3.0 -15.9 3.2 -16.6 -9.1 -4.8 -3.6 -4.6 -4.3 -16.4 -2.1 -20.0 0.4 -20.0 -1.4 -4.3 -2.8 -0.9 -5.1 0.5 -6.2 -0.2 -3.8 -15.8 -19.2 -13.0 -0.3 -18.8 20.0 17.8 US2 -20.0 -20.0 15.1 -1.2 -2.4 0.6 -2.9 0.8 -2.8 -7.4 1.9 -8.8 0.7 -9.1 -3.3 -19.3 -20.0 -20.0 -20.0 -8.3 0.1 -13.6 -0.1 -15.1 12.6 -1.8 -2.0 0.2 -2.9 0.5 -3.3 -20.0 -2.2 -11.3 -8.4 1.8 -2.6 -19.5 5.4 -9.7 US20 -20.0 -20.0 6.1 -1.6 -3.1 0.8 -3.8 1.1 -3.7 -8.4 1.6 -11.2 3.8 -11.9 -7.1 -2.3 -1.3 -2.1 -1.6 -12.0 -2.0 -13.9 0.5 -18.2 -3.2 -3.2 -1.2 -0.7 -3.2 0.5 -4.4 4.3 0.1 -9.5 -14.3 -11.3 0.5 -11.2 20.0 20.0 US30 -20.0 -20.0 5.0 -1.8 -3.5 0.9 -4.3 1.2 -4.1 -5.9 0.6 -11.4 1.9 -13.0 -8.4 -1.6 -4.7 -3.4 -4.1 -12.1 -2.9 -11.2 -1.1 -17.0 -2.2 -3.6 -0.5 -1.0 -2.9 0.3 -4.6 -0.8 6.2 -4.0 -13.1 -13.9 -2.1 -9.9 20.0 20.0 US5 -20.0 -20.0 10.3 -1.5 -3.0 0.8 -3.7 1.1 -3.5 -9.6 2.5 -11.2 1.8 -11.5 -5.7 -7.5 -10.3 -9.0 -9.7 -11.9 -0.9 -18.4 0.9 -20.0 5.9 -2.8 -2.8 -0.3 -3.9 0.6 -4.4 -10.5 -6.7 -15.4 -14.4 -4.9 1.4 -20.0 18.4 2.9 VIX -3.2 1.9 9.1 2.2 7.4 1.8 2.9 -3.0 1.1 10.2 -8.0 -3.8 -11.3 -1.0 -7.5 -4.8 -20.0 -7.0 -15.9 2.4 1.0 4.5 -6.8 1.7 NaN 2.3 8.7 2.0 3.3 -3.7 1.3 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -11.3 9.9 -0.6 -0.1 -0.1 -3.9 -0.4 -6.1 0.7 7.3 -12.1 -12.7 -15.7 -8.5 2.6 -11.2 -14.3 -12.8 -13.9 -3.3 -7.9 -6.9 -16.3 -6.2 4.2 -2.6 0.4 -4.0 -4.0 -6.4 -4.1 -20.0 -11.3 -18.1 -2.6 -8.4 -20.0 -17.6 -20.0 -15.6 End of report for caleb_strategy_v3