******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20241101_203908 produced at 2024-11-01 21:37:37.977530 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.03 0.0 0.00 0.00 0.00 0.00 -11.95 11.0 0 0 caleb_strategy_v3 CAD False False 0.03 -0.08 -0.19 0.0 0.75 -0.75 -0.08 -0.08 -7.49 29.0 -3 -3 caleb_strategy_v3 US2 False True 0.07 0.00 -0.16 0.0 0.00 0.00 0.00 0.00 -2.13 13.0 0 0 caleb_strategy_v3 MXP False False 0.01 -0.06 -0.12 0.0 0.53 -0.53 -0.06 -0.06 -13.34 60.0 -7 -7 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -2.34 24.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.06 -0.09 0.0 999.00 -999.00 -0.06 -0.06 -13.38 999999999.0 -8 -8 caleb_strategy_v3 CHF False False 0.05 -0.15 -0.09 0.0 0.67 -0.67 -0.15 -0.15 -1.82 13.0 -3 -3 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.05 -0.07 0.0 0.07 -0.07 -0.05 -0.05 -27.97 26.0 -19 -20 caleb_strategy_v3 CORN False False 0.01 -0.06 -0.07 0.0 0.09 -0.09 -0.06 -0.06 -9.11 12.0 -7 -7 caleb_strategy_v3 US5 False False 0.04 -0.08 -0.06 0.0 0.96 -0.96 -0.08 -0.08 -1.67 25.0 -2 -2 caleb_strategy_v3 EUR False False 0.05 -0.15 -0.06 0.0 0.68 -0.68 -0.15 -0.15 -1.20 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 -5.32 4.0 0 0 caleb_strategy_v3 CAC True False 0.03 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -1.57 12.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.05 -0.05 0.0 0.14 -0.14 -0.05 -0.05 -3.74 11.0 -4 -4 caleb_strategy_v3 JPY False False 0.03 -0.09 -0.04 0.0 0.50 -0.50 -0.09 -0.09 -1.46 17.0 -3 -3 caleb_strategy_v3 NZD False False 0.02 0.00 -0.04 0.0 0.45 -0.45 0.00 0.00 -1.66 21.0 0 0 caleb_strategy_v3 AUD False False 0.02 -0.02 -0.04 0.0 0.45 -0.45 -0.02 -0.05 -1.62 19.0 -1 -2 caleb_strategy_v3 US10 False False 0.04 0.00 -0.04 0.0 0.67 -0.67 0.00 0.00 -1.13 17.0 0 0 caleb_strategy_v3 US10U False False 0.04 0.00 -0.04 0.0 0.53 -0.53 0.00 0.00 -0.87 13.0 0 0 caleb_strategy_v3 COPPER False False 0.04 -0.04 -0.04 0.0 999.00 -999.00 -0.04 -0.04 -1.12 999999999.0 -1 -1 caleb_strategy_v3 SOYBEAN False False 0.02 -0.06 -0.03 0.0 0.13 -0.13 -0.06 -0.06 -1.44 7.0 -3 -3 caleb_strategy_v3 BUND False False 0.05 0.00 -0.03 0.0 0.51 -0.51 0.00 0.00 -0.61 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 -0.83 3.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.02 0.0 0.08 -0.08 0.00 0.00 -2.22 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 -2.12 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 -0.37 9.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.05 -0.02 0.0 0.10 -0.10 -0.05 -0.05 -2.12 9.0 -4 -4 caleb_strategy_v3 CANOLA False False 0.00 -0.01 -0.02 0.0 0.17 -0.17 -0.01 -0.01 -5.87 51.0 -2 -2 caleb_strategy_v3 GASOIL False False 0.02 -0.02 -0.02 0.0 0.10 -0.10 -0.02 -0.02 -0.78 4.0 -1 -1 caleb_strategy_v3 GBP False False 0.03 -0.03 -0.02 0.0 0.64 -0.64 -0.03 -0.03 -0.53 22.0 -1 -1 caleb_strategy_v3 COFFEE False False 0.03 0.00 -0.01 0.0 0.19 -0.19 0.00 0.00 -0.15 6.0 0 0 caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.01 0.0 0.20 -0.20 -0.05 -0.05 -0.16 4.0 -1 -1 caleb_strategy_v3 EUROSTX False False 0.02 0.00 -0.01 0.0 0.38 -0.38 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 0.87 -0.87 0.00 0.00 -0.31 19.0 0 0 caleb_strategy_v3 SP400 False False 0.11 0.22 0.00 0.0 0.22 -0.22 0.22 0.22 0.04 2.0 2 2 caleb_strategy_v3 SOYOIL False False 0.01 0.00 -0.00 0.0 0.10 -0.10 0.00 0.00 -0.16 10.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.02 -0.02 -0.00 0.0 0.12 -0.12 -0.02 -0.02 -0.18 5.0 -1 -1 caleb_strategy_v3 DOW False False 0.01 0.00 0.00 0.0 0.50 -0.50 0.00 0.00 0.35 66.0 0 0 caleb_strategy_v3 BTP False False 0.05 0.00 0.00 0.0 0.46 -0.46 0.00 0.00 0.08 10.0 0 0 caleb_strategy_v3 PLAT False False 0.02 0.00 -0.00 0.0 0.18 -0.18 0.00 0.00 -0.00 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 -0.07 23.0 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 NASDAQ_micro False False 0.01 0.00 -0.00 0.0 0.33 -0.33 0.00 0.00 -0.23 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 0.07 5.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.04 0.09 -0.00 0.0 0.35 -0.35 0.09 0.04 -0.01 8.0 2 1 caleb_strategy_v3 SUGAR11 False False 0.01 0.02 0.01 0.0 0.15 -0.15 0.02 0.02 0.66 18.0 2 2 caleb_strategy_v3 SP500_micro False False 0.01 0.01 0.01 0.0 0.49 -0.49 0.01 0.01 0.57 48.0 1 1 caleb_strategy_v3 SILVER-mini False False 0.03 0.03 0.01 0.0 999.00 -999.00 0.03 0.03 0.47 999999999.0 1 1 caleb_strategy_v3 PALLAD False False 0.04 0.00 0.01 0.0 0.08 -0.08 0.00 0.00 0.20 2.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 0.00 0.01 0.0 0.27 -0.27 0.00 0.00 2.58 68.0 0 0 caleb_strategy_v3 OAT False False 0.05 0.10 0.01 0.0 0.48 -0.48 0.10 0.10 0.23 10.0 2 2 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 0.01 0.0 0.02 -0.02 0.00 0.00 1.65 3.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.02 0.0 0.00 0.00 0.00 0.00 6.42 59.0 0 0 caleb_strategy_v3 COCOA False False 0.02 0.02 0.02 0.0 0.64 -0.64 0.02 0.02 0.70 26.0 1 1 caleb_strategy_v3 OATIES False True 0.01 0.00 0.02 0.0 0.00 0.00 0.00 0.00 3.24 2.0 0 0 caleb_strategy_v3 SMI False True 0.05 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.32 9.0 0 0 caleb_strategy_v3 OJ False False 0.03 0.03 0.03 0.0 0.08 -0.08 0.03 0.03 1.27 3.0 1 1 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.00 0.05 0.0 0.54 -0.54 0.00 0.00 1.38 16.0 0 0 caleb_strategy_v3 LIVECOW False False 0.03 0.03 0.06 0.0 0.46 -0.46 0.03 0.03 2.43 17.0 1 1 caleb_strategy_v3 GOLD_micro False False 0.01 0.04 0.07 0.0 0.55 -0.55 0.04 0.05 7.19 56.0 4 5 caleb_strategy_v3 DX False False 0.04 0.00 0.08 0.0 999.00 -999.00 0.00 0.00 2.18 999999999.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.04 0.08 0.0 0.33 -0.33 0.04 0.05 8.30 36.0 4 5 caleb_strategy_v3 DAX False False 0.01 0.02 0.09 0.0 0.44 -0.44 0.02 0.02 11.37 58.0 3 2 caleb_strategy_v3 LEANHOG False False 0.01 0.10 0.14 0.0 0.16 -0.16 0.10 0.11 11.17 13.0 8 9 caleb_strategy_v3 EURIBOR-ICE False False 0.10 0.00 0.65 0.0 0.95 -0.95 0.00 0.00 6.82 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 9.0 Shocked risk 21.5 Sum abs risk 35.5 Leverage 4.12 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2792892.75, 'annual_cash_vol_target': 698223.1875, 'daily_cash_vol_target': 43638.94921875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0037 0.6558 0.5690 9.1044 BITCOIN 1592.7230 69620.0000 2.2877 36.6038 BOBL 0.2546 118.1400 0.2155 3.4481 BTP 0.5555 119.3400 0.4655 7.4483 BUND 0.4800 131.5400 0.3649 5.8382 BUXL 1.2190 131.0600 0.9301 14.8821 CAC 60.9211 7396.0000 0.8237 13.1793 CAD 0.0023 0.7176 0.3245 5.1925 CANOLA 7.6162 647.5000 1.1762 18.8199 CHF 0.0049 1.1538 0.4237 6.7790 COCOA 143.2624 6923.0000 2.0694 33.1099 COFFEE 4.2933 241.9500 1.7745 28.3915 COPPER 0.0493 4.3480 1.1339 18.1431 CORN 3.9760 440.7500 0.9021 14.4334 COTTON2 0.8994 72.4000 1.2422 19.8756 CRUDE_W 1.2002 66.8600 1.7951 28.7219 DAX 135.3246 19307.0000 0.7009 11.2146 DOW 256.9379 42199.0000 0.6089 9.7420 DX 0.3372 104.2300 0.3235 5.1755 EUR 0.0042 1.0854 0.3907 6.2505 EURIBOR-ICE 0.0459 97.8050 0.0470 0.7515 EUROSTX 42.8314 4878.0000 0.8781 14.0488 FEEDCOW 1.6668 241.2250 0.6910 11.0558 GASOIL 11.9987 667.0000 1.7989 28.7824 GASOLINE 0.0412 1.9548 2.1090 33.7448 GAS_US_mini 0.0919 2.9350 3.1302 50.0836 GBP 0.0060 1.2920 0.4649 7.4380 GOLD_micro 18.8482 2744.2000 0.6868 10.9894 HEATOIL 0.0431 2.2401 1.9231 30.7698 JGB-SGX-mini 0.2097 144.0500 0.1456 2.3290 JPY 0.0000 0.0066 0.7221 11.5542 LEANHOG 0.9199 85.7250 1.0731 17.1691 LIVECOW 1.0154 187.0750 0.5428 8.6841 LUMBER-new 7.3580 586.5000 1.2546 20.0730 MILK 0.2440 19.6900 1.2392 19.8271 MXP 0.0004 0.0490 0.8018 12.8282 NASDAQ_micro 171.8568 20146.2500 0.8530 13.6487 NIKKEI 506.1772 38575.0000 1.3122 20.9950 NZD 0.0036 0.5963 0.6102 9.7638 OAT 0.4960 124.2400 0.3992 6.3879 OATIES 5.0622 397.7500 1.2727 20.3634 OJ 7.0450 492.2500 1.4312 22.8989 PALLAD 30.9132 1108.0000 2.7900 44.6400 PLAT 16.2946 998.6000 1.6317 26.1080 REDWHEAT 9.4096 580.0000 1.6224 25.9576 RICE 0.1304 14.8050 0.8808 14.0934 ROBUSTA 78.6593 4274.0000 1.8404 29.4466 RUSSELL 21.9093 2221.7000 0.9861 15.7784 SHATZ 0.0900 106.5800 0.0844 1.3508 SILVER-mini 0.5699 32.7375 1.7409 27.8543 SMI 93.1526 11984.0000 0.7773 12.4369 SOFR 0.0565 96.2650 0.0587 0.9385 SOYBEAN 9.6465 1032.5000 0.9343 14.9486 SOYMEAL 3.8336 300.1000 1.2774 20.4390 SOYOIL 0.7562 46.1900 1.6371 26.1933 SP400 23.3305 3119.6000 0.7479 11.9659 SP500_micro 36.9001 5759.7500 0.6407 10.2505 SUGAR11 0.3191 20.4700 1.5587 24.9393 US10 0.3612 109.9062 0.3287 5.2585 US10U 0.4924 112.9062 0.4361 6.9784 US2 0.1020 102.8789 0.0991 1.5860 US20 0.7481 116.5938 0.6417 10.2665 US30 1.1292 123.5938 0.9136 14.6181 US5 0.2381 106.9453 0.2226 3.5623 VIX 0.5749 19.6500 2.9256 46.8096 WHEAT 8.1253 632.5000 1.2846 20.5542 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 655.80 0.57 373.17 1.00 373.17 43638.95 116.94 -5.34 -62.47 BITCOIN 69.62 2.29 159.27 1.00 159.27 43638.95 273.99 2.17 59.33 BOBL 1181.40 0.22 254.60 1.09 276.33 43638.95 157.92 -1.97 -31.06 BTP 1193.40 0.47 555.55 1.09 602.97 43638.95 72.37 0.33 2.42 BUND 1315.40 0.36 479.97 1.09 520.94 43638.95 83.77 -7.13 -59.76 BUXL 1310.60 0.93 1219.03 1.09 1323.07 43638.95 32.98 -4.72 -15.56 CAC 739.60 0.82 609.21 1.09 661.21 43638.95 66.00 -6.97 -45.98 CAD 717.55 0.32 232.87 1.00 232.87 43638.95 187.40 -15.41 -288.75 CANOLA 129.50 1.18 152.32 0.72 109.47 43638.95 398.63 -6.06 -241.39 CHF 1442.31 0.42 611.09 1.00 611.09 43638.95 71.41 -9.80 -69.98 COCOA 692.30 2.07 1432.62 1.00 1432.62 43638.95 30.46 10.73 32.68 COFFEE 907.31 1.77 1610.00 1.00 1610.00 43638.95 27.10 -4.88 -13.23 COPPER 1087.00 1.13 1232.60 1.00 1232.60 43638.95 35.40 -2.93 -10.36 CORN 220.38 0.90 198.80 1.00 198.80 43638.95 219.51 -17.07 -374.62 COTTON2 362.00 1.24 449.68 1.00 449.68 43638.95 97.04 -17.99 -174.56 CRUDE_W 668.60 1.80 1200.22 1.00 1200.22 43638.95 36.36 -0.45 -1.64 DAX 193.07 0.70 135.32 1.09 146.87 43638.95 297.12 11.22 333.24 DOW 211.00 0.61 128.47 1.00 128.47 43638.95 339.68 0.45 15.16 DX 1042.30 0.32 337.15 1.00 337.15 43638.95 129.43 6.49 83.97 EUR 1356.81 0.39 530.04 1.00 530.04 43638.95 82.33 -5.63 -46.34 EURIBOR-ICE 2445.13 0.05 114.84 1.09 124.64 43638.95 350.12 5.71 199.94 EUROSTX 487.80 0.88 428.31 1.09 464.87 43638.95 93.87 -1.97 -18.50 FEEDCOW 1206.12 0.69 833.42 1.00 833.42 43638.95 52.36 -0.07 -0.36 GASOIL 667.00 1.80 1199.87 1.00 1199.87 43638.95 36.37 -4.96 -18.03 GASOLINE 821.02 2.11 1731.56 1.00 1731.56 43638.95 25.20 0.68 1.71 GAS_US_mini 73.38 3.13 229.68 1.00 229.68 43638.95 190.00 -13.60 -258.33 GBP 807.50 0.46 375.39 1.00 375.39 43638.95 116.25 -1.77 -20.60 GOLD_micro 274.42 0.69 188.48 1.00 188.48 43638.95 231.53 9.11 210.92 HEATOIL 940.84 1.92 1809.35 1.00 1809.35 43638.95 24.12 -7.92 -19.09 JGB-SGX-mini 144050.00 0.15 20968.61 0.01 137.75 43638.95 316.80 0.40 12.71 JPY 821.44 0.72 593.19 1.00 593.19 43638.95 73.57 -7.65 -56.28 LEANHOG 342.90 1.07 367.96 1.00 367.96 43638.95 118.60 15.49 183.74 LIVECOW 748.30 0.54 406.14 1.00 406.14 43638.95 107.45 6.81 73.19 LUMBER-new 161.29 1.25 202.35 1.00 202.35 43638.95 215.67 3.57 77.09 MILK 393.80 1.24 488.00 1.00 488.00 43638.95 89.42 0.39 3.49 MXP 244.75 0.80 196.23 1.00 196.23 43638.95 222.39 -4.09 -90.86 NASDAQ_micro 402.92 0.85 343.71 1.00 343.71 43638.95 126.96 -0.78 -9.89 NIKKEI 38575.00 1.31 50617.72 0.01 332.53 43638.95 131.23 5.84 76.63 NZD 596.30 0.61 363.89 1.00 363.89 43638.95 119.93 -5.34 -64.09 OAT 1242.40 0.40 496.02 1.09 538.36 43638.95 81.06 0.84 6.80 OATIES 198.88 1.27 253.11 1.00 253.11 43638.95 172.41 7.72 133.19 OJ 738.38 1.43 1056.75 1.00 1056.75 43638.95 41.30 14.38 59.37 PALLAD 1108.00 2.79 3091.32 1.00 3091.32 43638.95 14.12 4.17 5.88 PLAT 499.30 1.63 814.73 1.00 814.73 43638.95 53.56 -0.02 -0.09 REDWHEAT 290.00 1.62 470.48 1.00 470.48 43638.95 92.75 -18.07 -167.64 RICE 296.10 0.88 260.82 1.00 260.82 43638.95 167.32 -13.06 -218.47 ROBUSTA 427.40 1.84 786.59 1.00 786.59 43638.95 55.48 -1.11 -6.16 RUSSELL 111.08 0.99 109.55 1.00 109.55 43638.95 398.36 1.95 77.84 SHATZ 1065.80 0.08 89.98 1.09 97.66 43638.95 446.83 -5.16 -230.47 SILVER-mini 818.44 1.74 1424.81 1.00 1424.81 43638.95 30.63 4.50 13.78 SMI 1198.40 0.78 931.53 1.16 1076.94 43638.95 40.52 2.34 9.47 SOFR 2406.62 0.06 141.16 1.00 141.16 43638.95 309.14 -6.36 -196.60 SOYBEAN 516.25 0.93 482.33 1.00 482.33 43638.95 90.48 -17.05 -154.30 SOYMEAL 300.10 1.28 383.36 1.00 383.36 43638.95 113.83 -20.00 -227.67 SOYOIL 277.14 1.64 453.70 1.00 453.70 43638.95 96.18 -1.82 -17.52 SP400 3119.60 0.75 2333.05 1.00 2333.05 43638.95 18.70 0.67 1.26 SP500_micro 287.99 0.64 184.50 1.00 184.50 43638.95 236.53 1.04 24.58 SUGAR11 229.26 1.56 357.35 1.00 357.35 43638.95 122.12 2.53 30.93 US10 1099.06 0.33 361.21 1.00 361.21 43638.95 120.81 -7.36 -88.98 US10U 1129.06 0.44 492.44 1.00 492.44 43638.95 88.62 -7.79 -69.05 US2 2057.58 0.10 203.95 1.00 203.95 43638.95 213.97 -7.85 -167.90 US20 1165.94 0.64 748.13 1.00 748.13 43638.95 58.33 -4.98 -29.07 US30 1235.94 0.91 1129.19 1.00 1129.19 43638.95 38.65 -5.35 -20.68 US5 1069.45 0.22 238.11 1.00 238.11 43638.95 183.28 -7.20 -131.99 VIX 196.50 2.93 574.88 1.00 574.88 43638.95 75.91 -7.14 -54.20 WHEAT 316.25 1.28 406.27 1.00 406.27 43638.95 107.41 -14.84 -159.46 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -62.467 0.010 2.5 -1.621 BITCOIN 59.331 0.043 2.5 6.425 BOBL -31.063 0.004 2.5 -0.315 BTP 2.419 0.014 2.5 0.083 BUND -59.760 0.004 2.5 -0.606 BUXL -15.556 0.004 2.5 -0.158 CAC -45.979 0.014 2.5 -1.568 CAD -288.751 0.010 2.5 -7.492 CANOLA -241.388 0.010 2.5 -5.873 CHF -69.982 0.010 2.5 -1.816 COCOA 32.685 0.009 2.5 0.700 COFFEE -13.229 0.005 2.5 -0.154 COPPER -10.364 0.043 2.5 -1.122 CORN -374.620 0.010 2.5 -9.114 COTTON2 -174.558 0.009 2.5 -3.739 CRUDE_W -1.641 0.043 2.5 -0.178 DAX 333.244 0.014 2.5 11.366 DOW 15.156 0.009 2.5 0.352 DX 83.967 0.010 2.5 2.179 EUR -46.336 0.010 2.5 -1.202 EURIBOR-ICE 199.943 0.014 2.5 6.820 EUROSTX -18.497 0.014 2.5 -0.631 FEEDCOW -0.363 0.013 2.5 -0.012 GASOIL -18.031 0.017 2.5 -0.782 GASOLINE 1.715 0.017 2.5 0.074 GAS_US_mini -258.333 0.043 2.5 -27.974 GBP -20.603 0.010 2.5 -0.535 GOLD_micro 210.915 0.014 2.5 7.194 HEATOIL -19.091 0.017 2.5 -0.828 JGB-SGX-mini 12.708 0.043 2.5 1.376 JPY -56.281 0.010 2.5 -1.460 LEANHOG 183.737 0.024 2.5 11.166 LIVECOW 73.193 0.013 2.5 2.425 LUMBER-new 77.087 0.009 2.5 1.651 MILK 3.493 0.009 2.5 0.075 MXP -90.859 0.059 2.5 -13.335 NASDAQ_micro -9.888 0.009 2.5 -0.230 NIKKEI 76.633 0.043 2.5 8.298 NZD -64.093 0.010 2.5 -1.663 OAT 6.805 0.014 2.5 0.232 OATIES 133.186 0.010 2.5 3.240 OJ 59.368 0.009 2.5 1.271 PALLAD 5.882 0.014 2.5 0.201 PLAT -0.091 0.014 2.5 -0.003 REDWHEAT -167.642 0.005 2.5 -2.224 RICE -218.470 0.010 2.5 -5.315 ROBUSTA -6.159 0.005 2.5 -0.072 RUSSELL 77.839 0.013 2.5 2.579 SHATZ -230.474 0.004 2.5 -2.337 SILVER-mini 13.779 0.014 2.5 0.470 SMI 9.474 0.014 2.5 0.323 SOFR -196.603 0.024 2.5 -11.948 SOYBEAN -154.295 0.004 2.5 -1.435 SOYMEAL -227.666 0.004 2.5 -2.117 SOYOIL -17.515 0.004 2.5 -0.163 SP400 1.262 0.013 2.5 0.042 SP500_micro 24.584 0.009 2.5 0.571 SUGAR11 30.927 0.009 2.5 0.658 US10 -88.976 0.005 2.5 -1.127 US10U -69.048 0.005 2.5 -0.875 US2 -167.900 0.005 2.5 -2.128 US20 -29.065 0.005 2.5 -0.368 US30 -20.683 0.005 2.5 -0.262 US5 -131.993 0.005 2.5 -1.673 VIX -54.202 0.099 2.5 -13.379 WHEAT -159.455 0.005 2.5 -2.115 ===================== Position diags ===================== AUD 3.03 BITCOIN 29.67 BOBL 1.60 BTP 2.47 BUND 0.85 BUXL 0.33 CAC 2.25 CAD 4.86 CANOLA 9.70 CHF 1.85 COCOA 0.65 COFFEE 0.32 COPPER 3.83 CORN 5.34 COTTON2 2.08 CRUDE_W 3.94 DAX 10.13 DOW 7.89 DX 3.36 EUR 2.14 EURIBOR-ICE 11.94 EUROSTX 3.20 FEEDCOW 1.74 GASOIL 1.58 GASOLINE 1.09 GAS_US_mini 20.57 GBP 3.02 GOLD_micro 7.90 HEATOIL 1.05 JGB-SGX-mini 34.30 JPY 1.91 LEANHOG 7.21 LIVECOW 3.56 LUMBER-new 4.62 MILK 1.92 MXP 32.64 NASDAQ_micro 2.95 NIKKEI 14.21 NZD 3.11 OAT 2.76 OATIES 4.19 OJ 0.88 PALLAD 0.48 PLAT 1.83 REDWHEAT 1.23 RICE 4.07 ROBUSTA 0.65 RUSSELL 13.20 SHATZ 4.53 SILVER-mini 1.04 SMI 1.38 SOFR 18.79 SOYBEAN 0.84 SOYMEAL 1.06 SOYOIL 0.90 SP400 0.62 SP500_micro 5.50 SUGAR11 2.60 US10 1.53 US10U 1.12 US2 2.71 US20 0.74 US30 0.49 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 -1.6 -1.9 -1.3 -1.0 -1 BITCOIN 6.4 3.5 9.4 0.0 0 BOBL -0.3 -0.5 -0.2 0.0 0 BTP 0.1 -0.2 0.3 0.0 0 BUND -0.6 -0.7 -0.5 0.0 0 BUXL -0.2 -0.2 -0.1 -1.0 -1 CAC -1.6 -1.8 -1.3 0.0 0 CAD -7.5 -8.0 -7.0 -3.0 -3 CANOLA -5.9 -6.8 -4.9 -2.0 -2 CHF -1.8 -2.0 -1.6 -3.0 -3 COCOA 0.7 0.6 0.8 1.0 1 COFFEE -0.2 -0.2 -0.1 0.0 0 COPPER -1.1 -1.5 -0.7 -1.0 -1 CORN -9.1 -9.6 -8.6 -7.0 -7 COTTON2 -3.7 -3.9 -3.5 -4.0 -4 CRUDE_W -0.2 -0.6 0.2 -1.0 -1 DAX 11.4 10.4 12.4 3.0 3 DOW 0.4 -0.4 1.1 0.0 0 DX 2.2 1.8 2.5 0.0 0 EUR -1.2 -1.4 -1.0 -3.0 -3 EURIBOR-ICE 6.8 5.6 8.0 0.0 0 EUROSTX -0.6 -1.0 -0.3 0.0 0 FEEDCOW -0.0 -0.2 0.2 2.0 2 GASOIL -0.8 -0.9 -0.6 -1.0 -1 GASOLINE 0.1 -0.0 0.2 0.0 0 GAS_US_mini -28.0 -30.0 -25.9 -19.0 -19 GBP -0.5 -0.8 -0.2 -1.0 -1 GOLD_micro 7.2 6.4 8.0 4.0 4 HEATOIL -0.8 -0.9 -0.7 -1.0 -1 JGB-SGX-mini 1.4 -2.1 4.8 0.0 0 JPY -1.5 -1.7 -1.3 -3.0 -3 LEANHOG 11.2 10.4 11.9 8.0 8 LIVECOW 2.4 2.1 2.8 1.0 1 LUMBER-new 1.7 1.2 2.1 0.0 0 MILK 0.1 -0.1 0.3 1.0 1 MXP -13.3 -16.6 -10.1 -7.0 -7 NASDAQ_micro -0.2 -0.5 0.1 0.0 0 NIKKEI 8.3 6.9 9.7 4.0 4 NZD -1.7 -2.0 -1.4 0.0 0 OAT 0.2 -0.0 0.5 2.0 2 OATIES 3.2 2.8 3.7 NaN 0 OJ 1.3 1.2 1.4 1.0 1 PALLAD 0.2 0.2 0.2 0.0 0 PLAT -0.0 -0.2 0.2 0.0 0 REDWHEAT -2.2 -2.3 -2.1 0.0 0 RICE -5.3 -5.7 -4.9 NaN 0 ROBUSTA -0.1 -0.1 -0.0 0.0 0 RUSSELL 2.6 1.3 3.9 0.0 0 SHATZ -2.3 -2.8 -1.9 NaN 0 SILVER-mini 0.5 0.4 0.6 1.0 1 SMI 0.3 0.2 0.5 0.0 0 SOFR -11.9 -13.8 -10.1 NaN 0 SOYBEAN -1.4 -1.5 -1.4 -3.0 -3 SOYMEAL -2.1 -2.2 -2.0 -2.0 -2 SOYOIL -0.2 -0.3 -0.1 0.0 0 SP400 0.0 -0.0 0.1 2.0 2 SP500_micro 0.6 0.0 1.1 1.0 1 SUGAR11 0.7 0.4 0.9 2.0 2 US10 -1.1 -1.3 -1.0 0.0 0 US10U -0.9 -1.0 -0.8 0.0 0 US2 -2.1 -2.4 -1.9 NaN 0 US20 -0.4 -0.4 -0.3 0.0 0 US30 -0.3 -0.3 -0.2 -4.0 -4 US5 -1.7 -1.9 -1.4 -2.0 -2 VIX -13.4 -15.3 -11.5 -8.0 -8 WHEAT -2.1 -2.3 -2.0 -4.0 -4 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 -0.2 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 -0.1 -0.0 -0.1 0.0 -0.1 -0.0 -0.3 -0.4 -0.1 -0.2 0.1 -0.2 0.2 -0.1 BITCOIN 0.6 0.5 -0.1 0.1 -0.0 0.1 0.0 0.0 0.1 0.0 0.1 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 0.0 0.1 0.1 0.2 0.1 -0.1 0.1 0.6 -0.2 -0.1 0.1 -0.1 0.1 0.1 BOBL -0.5 -0.3 0.4 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.1 -0.1 -0.0 -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 -0.4 -0.1 0.2 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 0.3 -0.2 0.6 -0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.1 -0.1 0.3 -0.1 -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 -0.1 -0.4 -0.1 0.1 0.2 -0.0 -0.7 -0.6 -0.0 -0.0 BUXL -0.3 -0.4 0.2 -0.0 -0.0 0.0 -0.1 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 -0.1 0.2 0.3 0.3 0.2 -0.2 -0.7 -0.7 -0.2 -0.2 CAC -0.2 0.2 -0.3 0.0 -0.1 0.1 -0.1 0.3 -0.0 -0.1 -0.2 -0.2 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -1.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 0.2 0.1 -0.2 -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 -0.3 -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 0.3 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 0.3 0.4 0.3 0.3 -0.2 -0.4 0.0 -0.3 CHF -0.6 -0.6 0.4 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 0.1 -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 0.0 -0.4 0.6 -0.4 -0.4 -0.7 -0.4 COCOA 0.3 0.2 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 0.1 0.1 0.1 0.3 0.1 -2.7 0.0 0.0 0.1 0.0 0.3 0.0 1.1 0.1 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 -0.1 0.0 0.0 0.1 0.1 0.1 0.0 0.1 -0.1 0.5 -0.1 -2.7 0.0 -0.1 0.2 -0.1 0.4 -0.0 0.3 -0.5 -0.4 -0.1 0.5 -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 -2.4 0.0 -0.0 0.1 -0.0 0.1 0.0 0.2 -0.2 -0.6 -0.1 -0.3 0.6 0.3 0.5 0.7 CORN -0.3 0.2 -0.4 -0.0 0.0 -0.1 -0.0 -0.2 0.0 0.0 -0.5 -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 0.2 -0.6 -0.6 -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 -0.1 -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 -0.0 -0.1 -0.1 -0.1 -0.1 -0.9 -0.2 -0.5 -0.1 0.1 -0.6 -0.4 -0.3 -0.3 CRUDE_W -0.1 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 -0.0 0.4 0.2 0.0 -0.1 0.2 -0.1 0.3 -0.0 -0.1 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 1.3 0.1 -0.1 0.2 -0.1 0.3 0.0 -0.3 0.1 0.4 0.4 0.2 0.7 0.3 0.2 0.1 DOW -0.3 0.2 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 -0.0 0.2 -0.1 0.3 -0.0 -0.4 -0.3 0.1 0.4 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 0.1 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 0.1 0.0 0.0 0.1 -0.0 0.1 0.7 0.5 0.6 0.6 -0.4 0.1 0.3 0.1 0.4 EUR -0.6 -0.6 0.1 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 -0.2 -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 0.4 -0.0 -0.5 0.1 -0.2 -0.6 -0.4 -0.7 EURIBOR-ICE -0.3 -0.3 0.5 -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 -0.1 0.4 -0.0 0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 0.2 -0.1 -0.4 -0.0 -0.1 0.0 -0.1 0.2 -0.0 0.2 0.2 -0.1 -0.1 -0.4 0.2 0.1 -0.7 -0.3 FEEDCOW 0.1 0.6 -0.4 -0.0 0.0 -0.1 -0.0 -0.2 0.0 -0.1 -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 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.4 0.2 0.6 -0.6 0.4 0.7 0.7 0.7 GASOIL -0.1 0.2 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.3 -0.1 -0.2 -0.0 -0.1 0.0 0.1 0.0 0.1 -0.1 -0.1 -0.0 -0.2 -0.1 0.5 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.0 0.1 -0.2 -0.2 -0.3 -0.0 -0.3 0.0 -0.5 GASOLINE -0.1 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 -0.5 0.2 0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 -0.2 -0.5 -0.2 2.7 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -1.1 -0.2 -0.6 -0.4 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 -0.1 0.1 -0.1 0.3 -0.2 -0.3 -0.0 -0.0 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 0.0 0.0 0.1 -0.1 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 0.0 0.2 0.1 -0.7 0.2 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 -0.4 -0.2 0.4 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.0 0.1 -0.0 0.1 -0.1 0.0 0.3 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 0.5 0.3 0.3 0.1 -0.6 -0.3 -0.7 -0.1 JPY -0.6 -0.6 0.5 -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 -0.1 -0.3 0.3 -0.7 -0.7 -0.6 -0.7 LEANHOG 0.5 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 -0.1 0.6 0.2 -0.0 0.0 -0.1 -0.0 -0.3 0.0 -0.2 0.5 -0.1 0.6 0.2 0.2 -0.1 0.2 0.0 0.1 0.2 0.2 -0.1 0.5 0.2 -2.7 0.1 -0.1 0.2 -0.0 0.2 0.0 0.5 -0.2 0.2 0.6 0.5 -0.2 0.7 0.1 0.7 LUMBER-new 0.4 0.6 0.4 -0.0 0.0 -0.1 -0.0 -0.2 0.0 0.2 -0.2 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 -0.4 0.5 -0.0 0.0 -0.1 -0.0 -0.1 0.0 -0.1 0.3 -0.2 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 -0.0 0.1 -0.1 0.1 -0.1 0.2 -0.5 -0.6 -0.5 0.5 -0.1 -0.7 0.1 -0.7 MXP -0.3 -0.1 -0.6 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -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 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 1.1 0.0 0.1 0.2 -0.6 0.5 0.6 0.7 0.7 NASDAQ_micro -0.0 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 0.0 -2.7 0.0 -0.1 0.1 -0.0 0.3 0.0 -0.3 0.3 0.3 0.5 -0.1 0.2 0.1 -0.3 -0.1 NIKKEI -0.0 0.3 0.0 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.0 0.1 -0.0 0.2 0.0 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 0.3 0.1 0.1 -0.5 0.7 0.2 0.7 0.2 NZD -0.6 -0.4 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 -0.2 -0.2 -0.2 0.0 -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 -0.1 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 0.2 -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 0.4 0.6 0.6 0.7 0.1 0.7 0.4 OJ 0.2 0.0 0.1 -0.0 0.0 -0.1 -0.0 -0.2 0.0 0.1 0.5 0.2 0.7 0.2 0.2 0.3 0.2 0.2 0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 0.0 0.3 0.1 0.5 0.1 0.9 0.5 0.6 0.2 0.6 0.5 0.4 0.7 0.7 PALLAD 0.2 0.4 0.6 0.0 -0.0 0.0 0.0 0.0 0.0 -0.0 0.1 0.0 -0.1 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.0 0.0 -0.0 0.1 1.9 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 0.2 0.3 0.0 0.0 -0.0 0.0 0.0 0.0 0.0 -0.1 -0.1 0.0 -0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 -0.0 0.0 0.0 0.7 0.0 -0.1 0.0 -0.0 0.0 0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.1 -0.3 -0.2 -0.0 REDWHEAT -0.4 0.3 0.1 -0.0 0.0 -0.1 -0.0 -0.2 0.0 -0.1 -0.4 -0.2 -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 -0.1 -0.9 -0.5 -0.6 -0.3 -0.2 -0.7 -0.7 -0.7 -0.7 RICE -0.4 -0.2 -0.2 -0.0 0.0 -0.1 -0.0 -0.2 0.0 -0.1 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 -0.1 -0.1 -0.1 0.0 -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 -0.2 -0.0 0.0 -0.0 -0.0 -0.1 0.0 -0.1 0.2 -0.1 0.3 -0.1 0.0 0.2 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 -0.2 0.5 0.3 -0.0 0.6 0.2 RUSSELL -0.0 0.1 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 -0.1 0.3 0.0 -0.0 0.0 -0.0 0.2 -0.0 0.3 0.0 0.0 0.1 0.3 0.2 0.6 -0.0 -0.5 -0.6 -0.7 SHATZ -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 -0.4 -0.4 -0.4 -0.4 0.0 0.0 -0.1 0.0 -0.1 0.8 0.0 -0.0 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 0.0 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 -0.2 0.0 0.2 0.1 0.2 -0.1 -0.2 0.3 SMI -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 0.0 0.0 0.0 -0.0 -0.0 -0.0 0.0 -0.1 0.3 -0.1 1.4 0.0 -0.1 0.1 -0.1 0.3 -0.0 0.6 -0.3 0.0 -0.4 0.2 -0.2 0.1 -0.7 -0.2 SOFR -0.6 -0.6 0.2 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 0.1 -0.2 0.2 -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 -0.0 -0.3 0.1 -0.6 -0.5 -0.6 0.1 -0.3 0.3 -0.2 SOYMEAL -0.6 -0.0 -0.2 -0.0 0.0 -0.1 -0.0 -0.2 0.0 -0.1 -0.3 -0.2 -0.4 -0.1 -0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.2 -0.4 -0.2 -2.7 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.5 -0.6 -0.5 -0.2 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.1 0.6 0.1 -0.0 0.0 -0.0 -0.0 -0.1 0.0 0.1 -0.1 0.1 -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 0.1 -0.0 0.0 -0.1 0.0 -0.1 0.5 0.2 0.2 -0.0 0.1 -0.2 0.4 -0.0 SP400 -0.1 0.3 0.2 0.0 -0.1 0.1 -0.1 0.3 -0.0 -0.1 0.3 -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 0.4 0.6 0.2 -0.2 -0.4 -0.7 SP500_micro -0.1 0.3 0.3 0.0 -0.1 0.1 -0.1 0.3 -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 0.0 -2.7 0.1 -0.1 0.2 -0.1 0.4 0.0 -0.5 -0.1 0.3 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 0.0 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 0.1 -0.3 0.6 0.6 -0.7 0.2 -0.6 0.3 US10 -0.6 -0.6 0.2 -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 -0.1 -0.3 -0.2 -0.5 -0.5 -0.3 -0.0 -0.7 0.6 0.3 US10U -0.6 -0.6 0.2 -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 -0.2 -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 0.4 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.0 -0.4 -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 -0.0 -0.3 -0.3 0.0 -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 -0.4 -0.4 0.0 -0.4 0.7 0.7 US30 -0.6 -0.6 0.1 -0.0 -0.0 0.0 -0.1 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 -0.1 -0.1 0.2 -0.1 -0.4 -0.4 -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 -0.4 -0.5 -0.2 0.0 -0.7 0.6 0.1 VIX -0.1 0.1 0.1 0.0 0.1 0.1 0.1 -0.2 0.0 0.2 -0.3 0.0 -0.7 0.0 -0.1 -0.2 -0.6 -0.2 -0.5 0.1 0.0 0.1 -0.3 0.1 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 -0.5 -0.1 0.6 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -1.1 -0.1 -0.6 -0.2 -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 -6.8 3.4 -3.3 -4.1 -0.3 -5.9 0.8 -6.3 -16.9 2.9 -19.2 2.6 -18.9 -6.0 -0.2 -1.8 -0.5 -1.1 -10.6 -0.6 -20.0 1.4 -20.0 2.9 -3.7 -6.0 -0.1 -8.5 0.8 -7.9 -0.0 -14.5 -13.4 -1.6 -7.3 4.2 -6.9 7.4 -2.2 BITCOIN 18.8 14.0 -3.4 6.1 -3.1 2.8 3.0 0.2 6.4 0.1 2.0 16.4 11.3 20.0 15.1 -6.4 -6.8 -6.3 -6.4 16.0 7.9 18.5 11.4 20.0 -20.0 5.8 1.0 3.2 7.5 6.8 9.1 -2.2 4.0 20.0 -6.1 -2.5 4.4 -1.7 1.9 2.8 BOBL -16.5 -10.3 13.6 -1.6 -3.8 0.6 -3.8 0.9 -3.4 -9.5 3.6 -10.2 -1.2 -8.7 0.4 17.8 -5.8 8.4 -0.2 -2.7 1.9 -13.8 0.7 -9.2 3.8 -0.9 -6.7 1.2 -5.9 1.1 -3.8 -0.2 -4.0 0.9 6.4 2.5 -17.5 -15.5 1.5 -1.3 BTP -11.3 -3.7 6.1 -2.6 -6.2 0.9 -6.3 1.4 -5.6 -15.6 12.5 -14.6 15.3 -5.5 8.2 7.2 5.0 6.2 5.0 4.5 9.9 -15.7 10.8 -5.3 -20.0 3.0 -11.0 5.7 -7.8 6.1 -2.3 14.9 -5.3 18.9 20.0 9.6 -20.0 -12.3 5.9 11.1 BUND -16.1 -11.6 9.2 -1.8 -4.4 0.7 -4.5 1.0 -4.0 -11.2 3.7 -11.9 1.2 -10.9 -1.0 -20.0 -6.2 -16.6 -11.1 -4.2 1.3 -15.1 1.1 -11.0 1.1 -1.7 -7.7 1.0 -6.9 1.5 -4.9 -7.7 -2.8 2.4 6.0 -0.5 -20.0 -17.9 -0.2 -0.5 BUXL -10.5 -10.8 6.1 -2.0 -4.9 0.7 -5.0 1.1 -4.5 -9.3 1.3 -10.4 0.3 -11.1 -3.5 0.2 -1.5 -0.2 -1.0 -5.0 -1.0 -7.9 -1.3 -8.4 -2.0 -2.5 -3.7 0.2 -4.5 0.9 -4.6 4.2 10.6 9.9 6.3 -4.7 -20.0 -20.0 -5.2 -6.3 CAC -6.2 6.3 -7.8 1.9 -11.8 5.2 -8.7 8.2 -2.9 -13.7 -8.7 -16.0 -0.6 -11.9 -0.7 -5.4 -3.3 -5.6 -4.6 -6.7 -7.1 -17.3 -2.9 -10.4 -7.3 -3.5 -13.1 -3.4 -10.7 -0.2 -6.0 4.4 2.7 -7.1 -8.8 -15.4 5.7 5.5 -6.7 -2.7 CAD -20.0 -16.0 2.3 -4.2 -5.2 -0.4 -7.5 1.0 -8.0 -20.0 -12.9 -20.0 -17.2 -20.0 -19.2 -6.3 -4.1 -5.4 -4.8 -20.0 -13.4 -20.0 -9.8 -20.0 -0.5 -6.9 -7.7 -3.1 -9.8 -2.1 -10.2 -5.0 -14.6 -20.0 -20.0 -14.9 0.1 -8.3 -3.6 -5.0 CANOLA 10.5 17.5 -2.1 -0.0 0.4 -1.9 -0.0 -3.0 0.4 3.3 -0.8 6.4 -7.3 8.7 2.9 -16.5 -11.9 -14.7 -13.9 5.7 -0.8 5.9 -6.9 8.4 -16.8 2.9 0.8 0.7 2.1 -1.8 3.3 -20.0 12.6 13.7 10.1 8.9 -4.8 -12.3 1.4 -7.6 CHF -20.0 -17.8 12.2 -3.3 -4.0 -0.3 -5.9 0.8 -6.2 -9.5 5.1 -17.8 -2.0 -19.2 -1.1 -15.8 -16.1 -15.4 -15.5 -9.5 1.8 -14.4 2.8 -18.0 5.4 -3.1 -5.1 1.2 -5.2 1.8 -6.2 -20.0 5.5 0.4 -13.9 17.5 -11.4 -13.2 -20.0 -13.1 COCOA 8.9 4.9 10.2 -0.0 0.3 -1.5 -0.0 -2.3 0.3 6.2 1.2 3.7 3.9 3.7 4.0 20.0 20.0 20.0 20.0 5.0 6.7 6.6 12.1 5.3 -20.0 2.3 3.1 3.7 2.6 7.6 2.1 20.0 3.5 12.2 4.5 9.3 20.0 19.2 20.0 20.0 COFFEE -10.2 -7.3 0.7 -0.0 0.7 -3.4 -0.0 -5.4 0.7 -14.7 13.1 -13.0 15.5 -6.9 3.2 1.7 5.1 2.7 3.8 2.9 13.3 -11.3 18.7 -6.6 -20.0 0.9 -8.2 6.5 -6.3 10.5 -3.9 4.8 -20.0 -12.7 -3.6 15.9 -9.5 -7.3 -0.2 -0.5 COPPER -11.7 12.5 -3.2 3.7 -1.9 1.7 1.8 0.2 3.9 -3.8 -3.7 -12.2 -0.1 0.0 2.4 -4.4 -3.3 -3.8 -3.2 1.4 2.6 -4.2 4.7 -2.3 -17.8 2.0 -1.0 2.5 -1.2 2.8 0.1 3.8 -6.9 -20.0 -4.0 -8.3 17.6 10.2 13.7 20.0 CORN -9.7 7.6 -11.1 -0.1 0.8 -4.2 -0.0 -6.6 0.9 4.1 -16.8 -10.8 -20.0 -9.8 -6.2 -9.9 -14.6 -13.5 -15.4 -10.9 -20.0 -4.7 -20.0 -7.9 -12.6 -6.5 0.1 -9.9 -2.7 -13.5 -5.0 -20.0 9.2 -20.0 -17.3 -15.3 5.5 -3.1 10.0 0.8 COTTON2 -9.8 8.3 6.9 -0.0 0.7 -3.7 -0.0 -5.8 0.8 -12.8 -15.9 -16.4 -16.7 -0.7 2.4 -15.6 -6.2 -13.2 -10.1 -2.8 -8.8 -10.7 -16.7 -6.7 -20.0 -1.7 -5.4 -2.8 -7.1 -3.8 -4.6 -16.9 -9.5 -15.5 -4.3 3.6 -17.0 -13.2 -10.3 -8.4 CRUDE_W -2.8 4.5 -12.6 -1.9 -0.7 -3.3 -1.8 -2.3 -1.2 -2.0 -7.2 -9.1 -1.7 -0.9 -6.8 2.8 10.8 6.8 9.2 -5.7 -6.8 -4.4 -3.3 -4.5 -1.3 -2.4 -1.6 -3.8 -3.3 -2.4 -2.5 9.3 -1.1 -2.6 0.2 1.8 -2.6 8.5 -2.6 13.1 DAX -0.1 12.3 6.3 2.0 -12.7 5.7 -9.4 8.8 -3.1 -10.5 16.1 -6.8 18.5 11.2 17.2 -8.6 -9.9 -8.6 -9.0 14.6 15.5 -10.5 17.0 4.9 10.0 5.1 -8.5 5.9 -5.0 7.6 1.3 -5.5 2.8 11.9 13.5 7.1 20.0 8.4 7.1 2.2 DOW -10.3 6.3 12.4 1.7 -10.5 4.7 -7.7 7.3 -2.6 -11.3 14.2 -12.6 16.4 4.7 12.6 -10.3 -10.7 -10.0 -10.2 11.0 16.7 -14.2 18.3 -2.0 -13.8 4.2 -5.5 6.5 -5.0 7.5 -0.7 -7.1 -11.5 2.6 13.7 20.0 11.6 5.2 -10.4 -7.6 DX 20.0 20.0 -8.8 -3.7 -4.5 -0.3 -6.6 0.9 -7.0 14.9 0.4 19.8 6.0 20.0 11.6 6.8 6.7 6.3 6.4 20.0 3.8 20.0 -0.6 20.0 -20.0 5.0 2.1 0.7 5.4 -0.3 7.7 13.8 20.0 20.0 20.0 -12.1 2.0 9.0 1.8 12.4 EUR -18.9 -17.6 3.8 -3.8 -4.7 -0.4 -6.9 0.9 -7.4 5.3 -2.8 -12.1 -4.2 -19.4 -13.6 -7.4 -7.1 -7.0 -6.9 -16.5 -4.6 -8.3 -0.1 -20.0 20.0 -5.2 0.7 -1.0 -2.6 0.9 -6.7 -9.5 17.2 -0.8 -15.6 1.6 -5.3 -19.3 -11.4 -20.0 EURIBOR-ICE -10.7 -8.3 16.7 -1.4 -3.3 0.5 -3.4 0.8 -3.0 -7.2 6.2 -6.5 5.6 -4.2 4.8 5.6 -0.8 4.0 1.7 2.8 6.7 -8.4 6.0 -3.3 11.1 1.3 -4.9 3.0 -3.6 2.8 -1.4 7.1 -0.1 7.4 12.1 9.9 -8.0 -16.8 8.4 5.5 EUROSTX -6.9 5.3 -4.8 1.8 -11.2 5.0 -8.3 7.8 -2.7 -9.8 4.4 -13.5 12.2 -1.3 6.3 -3.8 -3.3 -4.0 -4.0 -0.3 1.9 -13.5 7.3 -5.7 -2.9 -0.4 -11.4 1.5 -9.0 6.3 -3.8 4.6 9.1 -3.9 -2.7 -10.9 6.7 2.4 -20.0 -9.5 FEEDCOW 1.9 20.0 -13.0 -0.1 0.9 -4.3 -0.0 -6.8 0.9 -11.7 -6.3 -10.1 -12.8 15.6 2.4 15.9 -6.3 16.3 7.7 6.1 -7.9 -8.6 -14.1 5.8 -10.5 1.6 -4.6 -2.6 -3.3 -3.9 1.3 -2.7 -17.0 6.0 20.0 -20.0 12.9 20.0 20.0 20.0 GASOIL -1.7 4.7 -16.1 -1.7 -0.7 -3.0 -1.7 -2.1 -1.1 3.7 -11.1 -8.3 -4.2 -3.0 -9.7 0.4 7.1 1.3 2.7 -7.8 -10.0 -2.0 -6.2 -4.9 3.5 -4.0 2.6 -5.2 -0.9 -3.5 -2.4 0.1 5.0 -4.9 -7.6 -8.8 -0.6 -8.5 1.3 -13.6 GASOLINE -3.2 8.8 -11.4 -1.6 -0.6 -2.9 -1.6 -2.0 -1.0 -1.9 -6.5 -8.1 -1.0 -0.5 -3.6 1.8 20.0 14.0 20.0 -3.0 -4.0 -4.0 -1.5 -2.9 -18.5 0.1 -1.4 -0.9 -2.3 -0.1 -0.8 20.0 -2.8 -0.4 5.8 7.4 2.5 11.2 6.4 18.9 GAS_US_mini -14.3 5.7 7.4 -2.3 -0.9 -4.1 -2.3 -2.9 -1.5 -17.8 -18.1 -17.5 -20.0 -15.4 -15.7 -20.0 -20.0 -20.0 -20.0 -12.5 -13.0 -20.0 -20.0 -16.0 20.0 -5.5 -11.4 -4.7 -9.3 -6.1 -7.5 -20.0 -9.9 -20.0 -11.4 1.6 -11.2 -20.0 -6.6 -17.6 GBP -17.9 -10.2 5.3 -3.8 -4.7 -0.3 -6.8 0.9 -7.3 -13.9 10.2 -18.4 13.3 -20.0 -2.0 0.3 -0.3 0.3 0.0 -5.0 7.7 -15.2 12.0 -15.7 -2.3 -1.7 -5.4 4.1 -6.6 6.1 -6.5 2.3 1.1 3.1 1.9 12.5 4.4 -20.0 13.1 -20.0 GOLD_micro 5.1 14.0 18.1 5.2 -2.7 2.4 2.6 0.2 5.4 -6.5 20.0 13.9 20.0 18.6 20.0 -14.2 -13.6 -13.6 -13.2 20.0 20.0 17.2 20.0 20.0 -15.6 7.6 -0.9 7.2 4.0 6.8 6.8 -13.6 9.8 19.4 20.0 20.0 20.0 0.6 14.6 6.1 HEATOIL -1.5 9.5 -12.3 -1.6 -0.6 -2.9 -1.6 -2.0 -1.1 6.3 -10.6 -7.3 -7.2 -3.6 -8.5 -2.7 3.0 -4.2 -2.9 -5.4 -8.4 0.0 -6.6 -2.3 -17.1 -1.4 1.9 -3.6 0.1 -3.2 -0.3 -8.5 6.9 0.5 1.0 -0.9 -3.2 3.8 -1.8 5.5 JGB-SGX-mini -12.4 -4.7 11.4 -1.7 -4.0 0.6 -4.0 0.9 -3.6 3.7 4.7 -3.1 3.3 -7.7 3.6 16.1 16.1 13.6 14.5 -0.4 3.2 -1.1 2.9 -3.6 -11.6 -0.4 1.4 1.0 -0.4 0.3 -1.7 20.0 20.0 10.1 7.9 3.3 -19.0 -8.8 -20.0 -3.3 JPY -20.0 -20.0 15.9 -1.5 -1.8 -0.1 -2.7 0.4 -2.8 -5.8 0.1 -7.9 -3.8 -9.0 -2.4 -10.6 -14.0 -11.2 -12.3 -8.2 -2.5 -9.3 -3.8 -12.6 20.0 -1.9 -1.0 -0.4 -2.3 -0.9 -3.1 -20.0 -4.2 -3.8 -9.5 9.7 -20.0 -20.0 -18.0 -20.0 LEANHOG 14.7 20.0 16.6 -0.1 1.0 -4.8 -0.0 -7.6 1.0 20.0 3.4 20.0 -1.7 20.0 20.0 -13.8 18.5 20.0 20.0 20.0 17.4 20.0 -3.2 20.0 2.7 8.5 7.8 4.3 10.0 0.2 10.3 20.0 20.0 20.0 20.0 20.0 0.3 -5.2 4.9 0.8 LIVECOW -1.8 20.0 5.9 -0.1 1.0 -4.9 -0.0 -7.6 1.0 -20.0 20.0 -12.2 15.8 20.0 20.0 -2.5 7.6 2.3 6.5 20.0 20.0 -6.0 18.4 14.3 -20.0 6.4 -7.2 5.7 -2.6 5.7 3.7 10.0 -9.1 7.2 20.0 15.1 -5.0 20.0 2.5 20.0 LUMBER-new 9.9 15.1 9.7 -0.0 0.8 -3.7 -0.0 -5.6 0.8 17.4 -8.0 18.0 -10.9 18.6 18.0 -19.5 -18.3 -19.1 -18.5 11.7 0.3 20.0 -9.7 19.2 NaN 5.6 14.9 1.0 12.4 -3.1 8.7 -20.0 20.0 20.0 11.8 20.0 6.2 1.5 12.1 6.3 MILK -20.0 -11.7 16.3 -0.0 0.5 -2.6 -0.0 -4.2 0.5 -12.7 10.3 -13.9 8.9 -12.8 2.1 13.6 -2.4 20.0 12.2 -1.2 10.8 -16.9 10.6 -13.2 14.3 -0.7 -4.8 3.3 -6.1 3.0 -4.7 3.6 -20.0 -18.1 -15.2 16.2 -3.5 -20.0 2.7 -20.0 MXP -8.1 -2.2 -19.8 -2.4 -3.0 -0.2 -4.4 0.6 -4.6 -11.3 -12.8 -13.6 -9.7 -9.7 -12.1 11.9 13.4 11.3 11.7 -12.5 -15.4 -12.2 -10.6 -11.4 -20.0 -5.0 -5.4 -6.0 -5.3 -3.9 -4.9 20.0 1.1 3.4 6.0 -20.0 14.9 18.0 20.0 20.0 NASDAQ_micro -0.5 11.2 4.1 1.4 -8.7 3.9 -6.5 6.1 -2.1 -8.4 7.7 -2.4 11.0 10.6 8.3 -9.4 -9.7 -8.7 -9.0 8.3 10.0 -4.8 14.2 4.0 -20.0 3.8 -6.8 5.3 -2.6 7.9 1.4 -5.2 12.9 10.3 14.7 -3.3 7.3 3.8 -9.5 -3.7 NIKKEI -0.9 10.0 0.2 0.9 -5.5 2.5 -4.1 3.9 -1.4 0.6 3.3 -2.2 4.3 4.2 3.9 1.3 7.2 3.0 5.0 2.2 1.9 -0.7 4.0 1.1 -7.0 -0.5 -0.6 -0.9 -0.4 1.6 -0.0 20.0 12.3 4.1 2.6 -16.7 19.5 5.8 20.0 6.6 NZD -20.0 -11.2 4.7 -2.5 -3.1 -0.2 -4.6 0.6 -4.9 -13.8 -0.6 -15.5 0.8 -15.4 -4.5 -0.8 -0.1 -0.5 -0.3 -10.0 -2.1 -15.0 0.1 -17.0 0.9 -3.1 -3.1 -0.5 -5.1 0.3 -5.5 2.2 -4.4 -7.6 -5.5 -4.8 1.3 -8.8 3.6 -2.1 OAT -10.0 -10.2 8.6 -1.8 -4.3 0.6 -4.4 1.0 -4.0 -11.0 1.3 -11.6 -1.1 -10.8 -1.5 7.8 4.9 6.4 5.0 -3.9 -0.5 -12.8 -0.9 -8.8 3.5 -1.8 -8.2 0.3 -6.8 0.6 -4.5 14.8 -2.6 8.0 5.8 -1.8 -9.9 -14.1 9.1 5.5 OATIES -5.5 20.0 20.0 -0.1 0.8 -4.2 -0.0 -6.6 0.9 20.0 3.1 15.0 -13.6 17.7 18.5 2.9 2.7 3.6 3.7 20.0 15.4 20.0 -2.0 20.0 -20.0 6.3 11.3 4.0 7.8 0.3 6.1 2.5 20.0 11.8 20.0 20.0 20.0 3.3 20.0 13.4 OJ 7.7 0.7 3.4 -0.0 0.8 -3.8 -0.0 -5.9 0.8 13.0 18.4 15.4 19.2 14.2 16.2 12.8 12.2 12.0 11.3 18.1 20.0 13.5 20.0 14.8 -20.0 6.8 5.2 9.5 5.5 15.2 5.7 16.7 20.0 20.0 4.7 20.0 15.1 12.8 20.0 20.0 PALLAD 6.9 11.1 20.0 2.3 -1.2 1.1 1.1 0.1 2.4 -2.3 4.4 2.9 -3.3 5.6 6.2 -2.2 -2.1 -2.1 -2.0 7.1 3.9 4.1 -1.2 7.8 14.5 2.8 -1.3 1.5 1.8 -0.2 3.1 5.8 7.4 9.2 2.7 3.8 -10.8 -20.0 -19.6 -20.0 PLAT 7.1 9.3 0.5 3.6 -1.8 1.6 1.8 0.1 3.7 -11.7 -1.9 2.7 -1.8 7.6 6.6 -4.0 -4.4 -4.3 -4.4 5.3 2.9 -2.8 0.9 4.6 5.4 3.0 -7.2 1.3 -1.4 0.2 2.7 1.6 -10.3 -6.6 -5.1 -7.5 3.8 -8.0 -6.4 -1.3 REDWHEAT -11.4 9.6 2.3 -0.0 0.7 -3.7 -0.0 -5.8 0.8 -10.2 -13.1 -14.0 -16.7 -9.6 0.6 -10.5 -7.4 -10.6 -9.6 -4.3 -7.8 -13.4 -15.5 -8.5 -4.8 -2.7 -7.0 -4.0 -7.8 -6.8 -5.1 -17.8 -19.7 -18.6 -8.0 -6.3 -20.0 -20.0 -20.0 -20.0 RICE -11.0 -6.2 -6.8 -0.1 0.9 -4.3 -0.0 -6.7 0.9 -14.5 9.6 -20.0 12.7 -19.2 -6.9 -6.0 20.0 -1.8 13.4 -10.2 -2.8 -20.0 6.5 -17.5 -16.0 -6.1 -12.4 -2.1 -13.3 1.3 -10.1 20.0 -20.0 -20.0 -20.0 -1.2 -20.0 -20.0 -20.0 -20.0 ROBUSTA -20.0 -20.0 -4.9 -0.0 0.4 -1.8 -0.0 -2.9 0.4 -7.8 6.7 -8.5 8.7 -8.1 1.3 12.5 20.0 20.0 20.0 0.1 11.6 -11.9 18.1 -9.9 -20.0 -0.1 -3.1 3.6 -3.3 6.8 -2.8 20.0 -17.8 -19.1 -7.3 15.1 9.9 -0.6 17.0 5.5 RUSSELL -0.5 4.4 6.0 1.6 -10.1 4.5 -7.5 7.0 -2.5 -8.0 9.5 -8.5 13.0 5.6 8.4 -6.5 -6.4 -6.1 -6.1 5.8 8.8 -6.0 9.8 0.3 -0.0 4.3 -4.6 6.8 -2.9 7.6 0.5 0.1 4.0 9.3 7.6 20.0 -1.4 -14.0 -18.5 -20.0 SHATZ -14.0 -6.0 20.0 -1.3 -3.1 0.5 -3.1 0.7 -2.8 -6.8 4.5 -6.7 -0.2 -4.8 3.2 -20.0 -20.0 -20.0 -20.0 1.0 4.0 -9.4 0.9 -4.7 6.0 0.6 -5.1 2.0 -4.0 1.0 -1.9 -20.0 -0.1 3.3 9.3 7.6 -14.4 -15.8 -2.4 -6.6 SILVER-mini 7.0 12.8 1.5 3.3 -1.7 1.5 1.6 0.1 3.4 -10.4 9.8 2.8 9.1 8.3 9.8 -5.9 -6.4 -6.1 -6.2 11.5 10.0 0.2 8.8 9.6 1.4 3.9 -3.5 3.1 0.5 2.6 3.4 -1.6 -8.1 1.3 6.9 3.1 4.9 -2.0 -5.1 9.2 SMI -0.5 -6.1 -6.3 1.7 -10.6 4.7 -7.8 7.4 -2.6 -7.6 9.6 -8.6 14.1 -5.2 4.0 0.8 0.3 -0.1 -0.5 -1.1 4.4 -15.9 9.8 -6.9 10.3 0.6 -12.3 5.3 -10.1 9.0 -4.1 10.6 -10.8 1.5 -12.0 6.0 -4.5 1.6 -20.0 -6.7 SOFR -20.0 -20.0 7.6 -2.3 -5.6 0.8 -5.7 1.3 -5.1 -13.7 4.7 -15.2 6.8 -15.7 -8.1 1.6 0.2 1.7 1.0 -16.1 -0.4 -20.0 4.5 -20.0 -6.3 -4.0 -4.5 -0.6 -5.7 1.0 -6.1 7.5 -10.4 -17.7 -20.0 -9.8 2.2 -12.9 20.0 14.8 SOYBEAN -15.6 3.2 -16.6 -0.0 0.6 -3.0 -0.0 -4.8 0.6 7.6 -12.6 -10.5 -13.7 -11.4 -10.1 -1.7 0.6 -3.4 -3.1 -13.7 -19.3 -6.7 -20.0 -11.8 -20.0 -5.1 0.8 -6.3 -2.4 -6.8 -4.5 -5.9 4.0 -20.0 -16.9 -20.0 2.7 -10.0 8.4 -5.5 SOYMEAL -19.9 -0.2 -5.0 -0.0 0.5 -2.7 -0.0 -4.3 0.6 -13.2 -10.4 -14.7 -12.3 -13.9 -8.2 -3.5 2.1 -2.6 -1.1 -10.9 -10.6 -17.7 -13.1 -15.5 -20.0 -3.9 -7.3 -3.3 -7.0 -3.3 -5.7 -2.5 -20.0 -20.0 -15.4 -7.0 -20.0 -20.0 -20.0 -20.0 SOYOIL 2.4 19.8 4.3 -0.0 0.4 -1.8 -0.0 -2.9 0.4 8.5 -3.1 6.3 -8.0 6.9 1.2 -1.2 0.9 -0.0 0.3 3.7 -1.1 10.5 -5.8 6.8 -19.4 2.0 7.0 -0.0 4.5 -1.9 3.0 -2.5 20.0 5.1 6.7 -0.1 2.7 -6.7 11.6 -1.5 SP400 -2.4 9.1 7.2 1.9 -11.5 5.1 -8.5 8.0 -2.8 -12.5 12.9 -11.0 16.8 8.6 12.6 -8.1 -6.3 -7.2 -6.6 9.0 12.1 -9.8 14.2 0.6 -13.7 4.8 -6.5 7.1 -4.4 8.2 0.3 -0.1 -3.3 8.4 13.5 20.0 6.2 -6.8 -12.9 -20.0 SP500_micro -4.3 9.8 9.6 1.9 -11.7 5.2 -8.7 8.1 -2.9 -13.9 18.0 -6.2 19.2 12.3 17.1 -11.5 -11.7 -10.9 -11.2 14.9 20.0 -13.1 20.0 3.3 -20.0 5.3 -10.7 7.9 -5.8 10.5 0.6 -8.8 -3.2 10.4 20.0 10.9 11.3 3.9 -10.0 -5.7 SUGAR11 -13.0 20.0 18.5 -0.0 0.6 -3.1 -0.0 -4.9 0.6 1.7 6.9 -3.1 -6.1 8.0 9.9 20.0 16.4 20.0 20.0 12.0 9.3 2.0 1.2 5.3 -20.0 3.6 0.7 2.7 0.8 0.2 1.6 20.0 2.7 -8.8 18.9 18.2 -20.0 5.7 -18.3 9.1 US10 -20.0 -20.0 7.3 -1.8 -4.2 0.6 -4.3 1.0 -3.9 -10.7 2.1 -11.8 2.8 -12.0 -7.0 -4.7 -7.0 -5.9 -6.4 -13.3 -1.9 -20.0 0.7 -20.0 1.8 -3.1 -3.8 -0.6 -4.4 0.4 -4.6 -5.0 -6.8 -14.0 -15.0 -8.0 -1.3 -20.0 17.5 8.0 US10U -20.0 -20.0 6.9 -2.5 -5.9 0.9 -6.0 1.4 -5.4 -14.7 2.4 -16.4 3.0 -16.8 -10.0 -5.1 -3.6 -4.7 -4.4 -17.3 -3.0 -20.0 -0.0 -20.0 -1.4 -4.4 -5.0 -1.1 -5.8 0.4 -6.4 -0.3 -4.3 -15.8 -19.0 -13.2 -0.5 -18.7 20.0 17.7 US2 -20.0 -20.0 13.6 -1.4 -3.4 0.5 -3.4 0.8 -3.1 -8.5 1.6 -9.4 0.6 -9.5 -4.0 -19.2 -20.0 -20.0 -20.0 -9.3 -0.4 -15.1 -0.3 -16.4 12.8 -1.9 -2.5 0.1 -3.1 0.5 -3.4 -20.0 -1.9 -9.0 -9.0 1.5 -2.8 -19.3 5.3 -9.6 US20 -20.0 -20.0 4.9 -1.8 -4.2 0.6 -4.3 1.0 -3.9 -9.9 1.1 -11.4 3.7 -11.9 -7.6 -2.3 -1.3 -2.1 -1.7 -12.2 -2.4 -15.4 0.2 -18.1 -3.2 -3.2 -3.0 -0.8 -3.7 0.4 -4.4 4.1 0.9 -9.7 -13.7 -11.2 0.3 -11.1 20.0 20.0 US30 -20.0 -20.0 4.1 -2.0 -4.8 0.7 -4.9 1.1 -4.4 -10.0 0.1 -12.0 1.7 -13.1 -9.0 -1.6 -4.6 -3.3 -4.1 -12.2 -3.3 -13.0 -1.3 -16.9 -2.2 -3.7 -2.7 -1.1 -3.5 0.2 -4.7 -1.0 8.3 -4.5 -12.1 -13.6 -2.3 -9.8 20.0 20.0 US5 -20.0 -20.0 8.8 -1.7 -4.2 0.6 -4.2 1.0 -3.8 -10.5 2.1 -11.7 1.7 -11.9 -6.5 -7.4 -10.3 -8.9 -9.7 -13.2 -1.7 -20.0 0.6 -20.0 6.0 -2.9 -3.6 -0.4 -4.2 0.5 -4.5 -10.7 -6.6 -13.8 -14.9 -5.3 1.1 -20.0 17.9 3.1 VIX -2.5 2.3 1.7 2.6 8.4 2.0 4.6 -3.0 2.1 13.3 -8.0 0.2 -11.4 1.0 -7.4 -5.1 -20.0 -7.1 -15.8 3.1 1.3 7.5 -6.9 3.5 NaN 2.8 9.8 2.2 5.4 -3.7 2.5 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -12.6 9.4 -0.3 -0.1 0.8 -4.0 -0.0 -6.3 0.8 6.0 -12.3 -12.6 -15.8 -9.7 2.5 -11.4 -14.3 -12.8 -13.9 -3.7 -8.1 -6.9 -16.7 -6.4 4.2 -2.8 -1.1 -4.2 -4.0 -6.6 -4.1 -20.0 -5.0 -18.3 -4.8 -7.8 -20.0 -17.6 -20.0 -15.6 End of report for caleb_strategy_v3