******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20241104_203900 produced at 2024-11-04 21:37:20.605976 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -11.92 11.0 0 0 caleb_strategy_v3 CAD False False 0.03 -0.08 -0.18 0.0 0.75 -0.75 -0.08 -0.08 -6.98 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 -2.14 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 -13.83 60.0 -7 -7 caleb_strategy_v3 VIX False False 0.01 -0.05 -0.10 0.0 999.00 -999.00 -0.05 -0.06 -14.70 999999999.0 -8 -9 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -2.46 24.0 0 0 caleb_strategy_v3 CHF False False 0.05 -0.16 -0.08 0.0 0.68 -0.68 -0.16 -0.16 -1.60 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 -0.06 -26.62 26.0 -20 -21 caleb_strategy_v3 CORN False False 0.01 -0.06 -0.07 0.0 0.10 -0.10 -0.06 -0.06 -9.43 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 -1.65 25.0 -2 -2 caleb_strategy_v3 RICE False False 0.01 0.00 -0.06 0.0 0.04 -0.04 0.00 0.00 -5.62 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 -1.64 12.0 0 0 caleb_strategy_v3 EUR False False 0.05 -0.15 -0.05 0.0 0.69 -0.69 -0.15 -0.15 -0.99 14.0 -3 -3 caleb_strategy_v3 COTTON2 False False 0.01 -0.05 -0.05 0.0 0.14 -0.14 -0.05 -0.05 -3.94 11.0 -4 -4 caleb_strategy_v3 JPY False False 0.03 -0.09 -0.04 0.0 0.51 -0.51 -0.09 -0.09 -1.44 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 -1.69 21.0 0 0 caleb_strategy_v3 AUD False False 0.02 -0.05 -0.04 0.0 0.45 -0.45 -0.05 -0.05 -1.54 19.0 -2 -2 caleb_strategy_v3 US10 False False 0.04 0.00 -0.04 0.0 0.68 -0.68 0.00 0.00 -1.07 17.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.06 -0.03 0.0 0.13 -0.13 -0.06 -0.06 -1.43 7.0 -3 -3 caleb_strategy_v3 BUND False False 0.05 0.00 -0.03 0.0 0.52 -0.52 0.00 0.00 -0.64 10.0 0 0 caleb_strategy_v3 US10U False False 0.04 0.00 -0.03 0.0 0.53 -0.53 0.00 0.00 -0.82 13.0 0 0 caleb_strategy_v3 HEATOIL False False 0.03 -0.03 -0.03 0.0 0.10 -0.10 -0.03 -0.03 -0.75 3.0 -1 -1 caleb_strategy_v3 COPPER False False 0.04 -0.04 -0.03 0.0 999.00 -999.00 -0.04 -0.04 -0.71 999999999.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.02 0.0 0.08 -0.08 0.00 0.00 -2.24 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 -2.10 9.0 -2 -2 caleb_strategy_v3 WHEAT False False 0.01 -0.05 -0.02 0.0 0.10 -0.10 -0.05 -0.05 -2.18 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 -5.59 51.0 -2 -2 caleb_strategy_v3 BOBL False False 0.05 0.00 -0.02 0.0 0.88 -0.88 0.00 0.00 -0.35 19.0 0 0 caleb_strategy_v3 GBP False False 0.03 -0.03 -0.01 0.0 0.64 -0.64 -0.03 -0.03 -0.41 22.0 -1 -1 caleb_strategy_v3 GASOIL False False 0.02 -0.02 -0.01 0.0 0.10 -0.10 -0.02 -0.02 -0.50 4.0 -1 -1 caleb_strategy_v3 US30 False False 0.05 -0.18 -0.01 0.0 0.27 -0.27 -0.18 -0.18 -0.21 6.0 -4 -4 caleb_strategy_v3 FEEDCOW False False 0.04 0.04 -0.01 0.0 0.35 -0.35 0.04 0.04 -0.16 8.0 1 1 caleb_strategy_v3 US20 False True 0.04 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.32 9.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 0.00 -0.01 0.0 0.38 -0.38 0.00 0.00 -0.69 20.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.00 -0.01 0.0 0.33 -0.33 0.00 0.00 -0.40 23.0 0 0 caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.01 0.0 0.21 -0.21 -0.05 -0.05 -0.13 4.0 -1 -1 caleb_strategy_v3 GASOLINE False False 0.03 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.11 999999999.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.00 0.0 0.36 -0.36 0.00 0.00 -0.05 23.0 0 0 caleb_strategy_v3 COFFEE False False 0.03 0.00 -0.00 0.0 0.20 -0.20 0.00 0.00 -0.14 6.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.00 0.0 0.50 -0.50 0.00 -0.02 -0.20 66.0 0 -2 caleb_strategy_v3 SOYOIL False False 0.01 0.00 -0.00 0.0 0.10 -0.10 0.00 0.00 -0.14 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 0.04 5.0 -1 -1 caleb_strategy_v3 PLAT False False 0.02 0.00 -0.00 0.0 0.18 -0.18 0.00 0.00 -0.08 10.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.02 0.00 0.0 0.15 -0.15 0.02 0.02 0.59 18.0 2 2 caleb_strategy_v3 SP500_micro False False 0.01 0.01 0.00 0.0 0.50 -0.50 0.01 0.01 0.03 48.0 1 1 caleb_strategy_v3 BTP False False 0.05 0.00 -0.00 0.0 0.47 -0.47 0.00 0.00 -0.06 10.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.01 -0.00 0.0 0.07 -0.07 0.01 0.01 -0.02 5.0 1 1 caleb_strategy_v3 OAT False False 0.05 0.10 0.01 0.0 0.49 -0.49 0.10 0.10 0.17 10.0 2 2 caleb_strategy_v3 RUSSELL False False 0.00 0.00 0.01 0.0 0.27 -0.27 0.00 0.00 3.41 68.0 0 0 caleb_strategy_v3 SILVER-mini False True 0.03 0.03 0.01 0.0 0.03 0.00 0.03 0.03 0.40 999999999.0 1 1 caleb_strategy_v3 SMI False True 0.05 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.28 9.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 0.01 0.0 0.02 -0.02 0.00 0.00 1.94 3.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.01 0.0 0.00 0.00 0.00 0.00 3.65 59.0 0 0 caleb_strategy_v3 SP400 False False 0.11 0.23 0.01 0.0 0.23 -0.23 0.23 0.23 0.07 2.0 2 2 caleb_strategy_v3 PALLAD False False 0.04 0.00 0.01 0.0 0.08 -0.08 0.00 0.00 0.17 2.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 0.02 0.0 0.00 0.00 0.00 0.00 2.73 2.0 0 0 caleb_strategy_v3 COCOA False False 0.03 0.03 0.02 0.0 0.65 -0.65 0.03 0.03 0.75 26.0 1 1 caleb_strategy_v3 OJ False False 0.03 0.03 0.02 0.0 0.08 -0.08 0.03 0.03 0.93 3.0 1 1 caleb_strategy_v3 LIVECOW False False 0.03 0.03 0.05 0.0 0.46 -0.46 0.03 0.03 1.83 17.0 1 1 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.00 0.05 0.0 0.55 -0.55 0.00 0.00 1.45 16.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.04 0.07 0.0 0.32 -0.32 0.04 0.04 7.63 36.0 4 4 caleb_strategy_v3 GOLD_micro False False 0.01 0.05 0.07 0.0 0.55 -0.55 0.05 0.06 7.26 56.0 5 6 caleb_strategy_v3 DX False False 0.04 0.00 0.07 0.0 999.00 -999.00 0.00 0.00 1.97 999999999.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.02 0.08 0.0 0.44 -0.44 0.02 0.01 10.93 58.0 2 1 caleb_strategy_v3 LEANHOG False False 0.01 0.11 0.14 0.0 0.16 -0.16 0.11 0.11 11.13 13.0 9 9 caleb_strategy_v3 EURIBOR-ICE False False 0.10 0.00 0.61 0.0 0.96 -0.96 0.00 0.00 6.35 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 8.8 Shocked risk 20.7 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': 2776469.91, 'annual_cash_vol_target': 694117.4775, 'daily_cash_vol_target': 43382.34234375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0037 0.6589 0.5675 9.0808 BITCOIN 1586.7595 68170.0000 2.3277 37.2424 BOBL 0.2504 118.1700 0.2119 3.3897 BTP 0.5461 119.3500 0.4575 7.3204 BUND 0.4723 131.7300 0.3585 5.7362 BUXL 1.2209 132.6000 0.9207 14.7316 CAC 60.8201 7375.0000 0.8247 13.1949 CAD 0.0024 0.7204 0.3369 5.3905 CANOLA 7.9736 644.3000 1.2376 19.8009 CHF 0.0050 1.1631 0.4318 6.9086 COCOA 139.8904 6976.0000 2.0053 32.0849 COFFEE 4.2189 244.6000 1.7248 27.5970 COPPER 0.0510 4.4330 1.1499 18.3988 CORN 3.9237 439.7500 0.8923 14.2761 COTTON2 0.8838 72.2200 1.2238 19.5804 CRUDE_W 1.2089 68.2000 1.7726 28.3615 DAX 135.8102 19236.0000 0.7060 11.2963 DOW 254.8313 41985.0000 0.6070 9.7113 DX 0.3375 103.7750 0.3252 5.2034 EUR 0.0043 1.0898 0.3971 6.3539 EURIBOR-ICE 0.0452 97.7900 0.0462 0.7400 EUROSTX 42.7724 4866.0000 0.8790 14.0641 FEEDCOW 1.6449 240.2000 0.6848 10.9566 GASOIL 12.1237 684.5000 1.7712 28.3387 GASOLINE 0.0417 2.0047 2.0808 33.2921 GAS_US_mini 0.0946 3.0350 3.1178 49.8850 GBP 0.0060 1.2954 0.4615 7.3832 GOLD_micro 18.4050 2748.0000 0.6698 10.7161 HEATOIL 0.0436 2.2936 1.9009 30.4142 JGB-SGX-mini 0.2055 144.0200 0.1427 2.2827 JPY 0.0000 0.0066 0.7175 11.4803 LEANHOG 0.9129 85.4500 1.0683 17.0934 LIVECOW 1.0215 185.9500 0.5494 8.7898 LUMBER-new 7.3543 595.0000 1.2360 19.7762 MILK 0.2403 19.5200 1.2308 19.6928 MXP 0.0004 0.0493 0.7997 12.7955 NASDAQ_micro 168.6349 20136.2500 0.8375 13.3995 NIKKEI 503.1144 38120.0000 1.3198 21.1171 NZD 0.0036 0.5976 0.6025 9.6394 OAT 0.4852 124.4400 0.3899 6.2384 OATIES 5.3700 388.5000 1.3823 22.1160 OJ 7.5717 469.8500 1.6115 25.7841 PALLAD 30.6238 1084.0000 2.8251 45.2011 PLAT 16.0930 991.9000 1.6224 25.9591 REDWHEAT 9.2978 583.7500 1.5928 25.4842 RICE 0.1291 14.9450 0.8639 13.8217 ROBUSTA 77.2163 4319.0000 1.7878 28.6052 RUSSELL 21.5741 2233.1000 0.9661 15.4577 SHATZ 0.0885 106.5700 0.0831 1.3290 SILVER-mini 0.5577 32.6375 1.7086 27.3381 SMI 93.5988 11933.0000 0.7844 12.5499 SOFR 0.0569 96.3000 0.0590 0.9448 SOYBEAN 9.5133 1035.0000 0.9192 14.7065 SOYMEAL 3.8466 302.9000 1.2699 20.3188 SOYOIL 0.7527 45.6400 1.6492 26.3879 SP400 22.9607 3129.6000 0.7337 11.7386 SP500_micro 36.1385 5750.2500 0.6285 10.0555 SUGAR11 0.3129 20.3200 1.5400 24.6395 US10 0.3732 110.3281 0.3383 5.4124 US10U 0.5103 113.4531 0.4498 7.1969 US2 0.1012 102.9336 0.0983 1.5726 US20 0.7783 117.5938 0.6619 10.5899 US30 1.1882 125.0938 0.9498 15.1974 US5 0.2412 107.1484 0.2251 3.6024 VIX 0.5787 19.0500 3.0379 48.6056 WHEAT 7.9942 631.0000 1.2669 20.2705 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 658.90 0.57 373.96 1.00 373.96 43382.34 116.01 -5.13 -59.47 BITCOIN 68.17 2.33 158.68 1.00 158.68 43382.34 273.40 1.23 33.73 BOBL 1181.70 0.21 250.35 1.09 272.27 43382.34 159.34 -2.17 -34.54 BTP 1193.50 0.46 546.06 1.09 593.86 43382.34 73.05 -0.23 -1.71 BUND 1317.30 0.36 472.27 1.09 513.61 43382.34 84.46 -7.46 -63.02 BUXL 1326.00 0.92 1220.88 1.09 1327.77 43382.34 32.67 -4.01 -13.09 CAC 737.50 0.82 608.20 1.09 661.45 43382.34 65.59 -7.34 -48.11 CAD 720.45 0.34 242.72 1.00 242.72 43382.34 178.73 -15.05 -268.96 CANOLA 128.86 1.24 159.47 0.72 114.42 43382.34 379.17 -6.06 -229.72 CHF 1453.88 0.43 627.76 1.00 627.76 43382.34 69.11 -8.94 -61.80 COCOA 697.60 2.01 1398.90 1.00 1398.90 43382.34 31.01 11.35 35.19 COFFEE 917.25 1.72 1582.09 1.00 1582.09 43382.34 27.42 -4.42 -12.13 COPPER 1108.25 1.15 1274.41 1.00 1274.41 43382.34 34.04 -1.93 -6.57 CORN 219.88 0.89 196.19 1.00 196.19 43382.34 221.13 -17.52 -387.47 COTTON2 361.10 1.22 441.91 1.00 441.91 43382.34 98.17 -18.74 -183.97 CRUDE_W 682.00 1.77 1208.91 1.00 1208.91 43382.34 35.89 0.10 0.35 DAX 192.36 0.71 135.81 1.09 147.70 43382.34 293.72 10.91 320.44 DOW 209.92 0.61 127.42 1.00 127.42 43382.34 340.48 -0.26 -8.71 DX 1037.75 0.33 337.49 1.00 337.49 43382.34 128.54 5.91 75.98 EUR 1362.25 0.40 540.98 1.00 540.98 43382.34 80.19 -4.77 -38.29 EURIBOR-ICE 2444.75 0.05 113.07 1.09 122.97 43382.34 352.80 5.27 186.03 EUROSTX 486.60 0.88 427.72 1.09 465.17 43382.34 93.26 -2.16 -20.12 FEEDCOW 1201.00 0.68 822.43 1.00 822.43 43382.34 52.75 -0.90 -4.72 GASOIL 684.50 1.77 1212.37 1.00 1212.37 43382.34 35.78 -3.20 -11.44 GASOLINE 841.97 2.08 1751.94 1.00 1751.94 43382.34 24.76 1.06 2.62 GAS_US_mini 75.88 3.12 236.56 1.00 236.56 43382.34 183.39 -13.40 -245.82 GBP 809.62 0.46 373.60 1.00 373.60 43382.34 116.12 -1.36 -15.82 GOLD_micro 274.80 0.67 184.05 1.00 184.05 43382.34 235.71 9.03 212.78 HEATOIL 963.31 1.90 1831.15 1.00 1831.15 43382.34 23.69 -7.31 -17.33 JGB-SGX-mini 144020.00 0.14 20546.95 0.01 134.79 43382.34 321.85 0.42 13.38 JPY 825.88 0.72 592.58 1.00 592.58 43382.34 73.21 -7.56 -55.37 LEANHOG 341.80 1.07 365.16 1.00 365.16 43382.34 118.80 15.41 183.09 LIVECOW 743.80 0.55 408.62 1.00 408.62 43382.34 106.17 5.20 55.21 LUMBER-new 163.62 1.24 202.24 1.00 202.24 43382.34 214.51 4.23 90.79 MILK 390.40 1.23 480.50 1.00 480.50 43382.34 90.29 -0.12 -1.04 MXP 246.50 0.80 197.13 1.00 197.13 43382.34 220.07 -4.28 -94.24 NASDAQ_micro 402.72 0.84 337.27 1.00 337.27 43382.34 128.63 -1.33 -17.08 NIKKEI 38120.00 1.32 50311.44 0.01 330.52 43382.34 131.26 5.37 70.46 NZD 597.65 0.60 360.06 1.00 360.06 43382.34 120.49 -5.39 -64.97 OAT 1244.40 0.39 485.19 1.09 527.67 43382.34 82.22 0.61 5.03 OATIES 194.25 1.38 268.50 1.00 268.50 43382.34 161.57 6.95 112.31 OJ 704.78 1.61 1135.75 1.00 1135.75 43382.34 38.20 11.34 43.33 PALLAD 1084.00 2.83 3062.38 1.00 3062.38 43382.34 14.17 3.44 4.87 PLAT 495.95 1.62 804.65 1.00 804.65 43382.34 53.91 -0.41 -2.20 REDWHEAT 291.88 1.59 464.89 1.00 464.89 43382.34 93.32 -18.11 -168.97 RICE 298.90 0.86 258.21 1.00 258.21 43382.34 168.01 -13.75 -230.98 ROBUSTA 431.90 1.79 772.16 1.00 772.16 43382.34 56.18 -0.74 -4.13 RUSSELL 111.66 0.97 107.87 1.00 107.87 43382.34 402.17 2.56 102.79 SHATZ 1065.70 0.08 88.52 1.09 96.27 43382.34 450.65 -5.38 -242.39 SILVER-mini 815.94 1.71 1394.14 1.00 1394.14 43382.34 31.12 3.81 11.86 SMI 1193.30 0.78 935.99 1.16 1083.03 43382.34 40.06 2.02 8.07 SOFR 2407.50 0.06 142.16 1.00 142.16 43382.34 305.16 -6.42 -196.06 SOYBEAN 517.50 0.92 475.66 1.00 475.66 43382.34 91.20 -16.87 -153.88 SOYMEAL 302.90 1.27 384.66 1.00 384.66 43382.34 112.78 -20.00 -225.56 SOYOIL 273.84 1.65 451.63 1.00 451.63 43382.34 96.06 -1.58 -15.19 SP400 3129.60 0.73 2296.07 1.00 2296.07 43382.34 18.89 1.05 1.98 SP500_micro 287.51 0.63 180.69 1.00 180.69 43382.34 240.09 0.05 1.31 SUGAR11 227.58 1.54 350.47 1.00 350.47 43382.34 123.78 2.26 27.96 US10 1103.28 0.34 373.21 1.00 373.21 43382.34 116.24 -7.24 -84.16 US10U 1134.53 0.45 510.32 1.00 510.32 43382.34 85.01 -7.57 -64.38 US2 2058.67 0.10 202.34 1.00 202.34 43382.34 214.41 -7.89 -169.24 US20 1175.94 0.66 778.32 1.00 778.32 43382.34 55.74 -4.58 -25.51 US30 1250.94 0.95 1188.19 1.00 1188.19 43382.34 36.51 -4.62 -16.88 US5 1071.48 0.23 241.24 1.00 241.24 43382.34 179.83 -7.26 -130.52 VIX 190.50 3.04 578.71 1.00 578.71 43382.34 74.96 -7.95 -59.57 WHEAT 315.50 1.27 399.71 1.00 399.71 43382.34 108.53 -15.16 -164.56 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -59.471 0.010 2.5 -1.543 BITCOIN 33.726 0.043 2.5 3.652 BOBL -34.540 0.004 2.5 -0.350 BTP -1.709 0.014 2.5 -0.058 BUND -63.021 0.004 2.5 -0.639 BUXL -13.090 0.004 2.5 -0.133 CAC -48.114 0.014 2.5 -1.641 CAD -268.956 0.010 2.5 -6.978 CANOLA -229.723 0.010 2.5 -5.589 CHF -61.799 0.010 2.5 -1.603 COCOA 35.192 0.009 2.5 0.754 COFFEE -12.126 0.005 2.5 -0.142 COPPER -6.566 0.043 2.5 -0.711 CORN -387.473 0.010 2.5 -9.427 COTTON2 -183.970 0.009 2.5 -3.940 CRUDE_W 0.346 0.043 2.5 0.037 DAX 320.437 0.014 2.5 10.930 DOW -8.708 0.009 2.5 -0.202 DX 75.983 0.010 2.5 1.971 EUR -38.287 0.010 2.5 -0.993 EURIBOR-ICE 186.033 0.014 2.5 6.345 EUROSTX -20.124 0.014 2.5 -0.686 FEEDCOW -4.724 0.013 2.5 -0.157 GASOIL -11.443 0.017 2.5 -0.496 GASOLINE 2.623 0.017 2.5 0.114 GAS_US_mini -245.821 0.043 2.5 -26.619 GBP -15.818 0.010 2.5 -0.410 GOLD_micro 212.780 0.014 2.5 7.258 HEATOIL -17.329 0.017 2.5 -0.751 JGB-SGX-mini 13.379 0.043 2.5 1.449 JPY -55.368 0.010 2.5 -1.437 LEANHOG 183.090 0.024 2.5 11.127 LIVECOW 55.211 0.013 2.5 1.830 LUMBER-new 90.795 0.009 2.5 1.944 MILK -1.044 0.009 2.5 -0.022 MXP -94.240 0.059 2.5 -13.832 NASDAQ_micro -17.080 0.009 2.5 -0.397 NIKKEI 70.459 0.043 2.5 7.630 NZD -64.966 0.010 2.5 -1.686 OAT 5.029 0.014 2.5 0.172 OATIES 112.313 0.010 2.5 2.732 OJ 43.335 0.009 2.5 0.928 PALLAD 4.866 0.014 2.5 0.166 PLAT -2.205 0.014 2.5 -0.075 REDWHEAT -168.973 0.005 2.5 -2.241 RICE -230.982 0.010 2.5 -5.619 ROBUSTA -4.131 0.005 2.5 -0.048 RUSSELL 102.786 0.013 2.5 3.406 SHATZ -242.388 0.004 2.5 -2.458 SILVER-mini 11.855 0.014 2.5 0.404 SMI 8.072 0.014 2.5 0.275 SOFR -196.065 0.024 2.5 -11.916 SOYBEAN -153.883 0.004 2.5 -1.431 SOYMEAL -225.562 0.004 2.5 -2.098 SOYOIL -15.191 0.004 2.5 -0.141 SP400 1.982 0.013 2.5 0.066 SP500_micro 1.309 0.009 2.5 0.030 SUGAR11 27.959 0.009 2.5 0.595 US10 -84.158 0.005 2.5 -1.066 US10U -64.379 0.005 2.5 -0.816 US2 -169.238 0.005 2.5 -2.145 US20 -25.508 0.005 2.5 -0.323 US30 -16.884 0.005 2.5 -0.214 US5 -130.524 0.005 2.5 -1.654 VIX -59.568 0.099 2.5 -14.704 WHEAT -164.555 0.005 2.5 -2.183 ===================== Position diags ===================== AUD 3.01 BITCOIN 29.61 BOBL 1.62 BTP 2.49 BUND 0.86 BUXL 0.33 CAC 2.24 CAD 4.64 CANOLA 9.22 CHF 1.79 COCOA 0.66 COFFEE 0.32 COPPER 3.69 CORN 5.38 COTTON2 2.10 CRUDE_W 3.89 DAX 10.02 DOW 7.91 DX 3.34 EUR 2.08 EURIBOR-ICE 12.03 EUROSTX 3.18 FEEDCOW 1.75 GASOIL 1.55 GASOLINE 1.07 GAS_US_mini 19.86 GBP 3.01 GOLD_micro 8.04 HEATOIL 1.03 JGB-SGX-mini 34.85 JPY 1.90 LEANHOG 7.22 LIVECOW 3.52 LUMBER-new 4.59 MILK 1.93 MXP 32.30 NASDAQ_micro 2.99 NIKKEI 14.21 NZD 3.13 OAT 2.80 OATIES 3.93 OJ 0.82 PALLAD 0.48 PLAT 1.84 REDWHEAT 1.24 RICE 4.09 ROBUSTA 0.66 RUSSELL 13.33 SHATZ 4.57 SILVER-mini 1.06 SMI 1.37 SOFR 18.55 SOYBEAN 0.85 SOYMEAL 1.05 SOYOIL 0.89 SP400 0.63 SP500_micro 5.58 SUGAR11 2.63 US10 1.47 US10U 1.08 US2 2.72 US20 0.71 US30 0.46 US5 2.28 VIX 18.50 WHEAT 1.44 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -1.5 -1.8 -1.2 -2.0 -2 BITCOIN 3.7 0.7 6.6 0.0 0 BOBL -0.4 -0.5 -0.2 0.0 0 BTP -0.1 -0.3 0.2 0.0 0 BUND -0.6 -0.7 -0.6 0.0 0 BUXL -0.1 -0.2 -0.1 -1.0 -1 CAC -1.6 -1.9 -1.4 0.0 0 CAD -7.0 -7.4 -6.5 -3.0 -3 CANOLA -5.6 -6.5 -4.7 -2.0 -2 CHF -1.6 -1.8 -1.4 -3.0 -3 COCOA 0.8 0.7 0.8 1.0 1 COFFEE -0.1 -0.2 -0.1 0.0 0 COPPER -0.7 -1.1 -0.3 -1.0 -1 CORN -9.4 -10.0 -8.9 -7.0 -7 COTTON2 -3.9 -4.2 -3.7 -4.0 -4 CRUDE_W 0.0 -0.4 0.4 -1.0 -1 DAX 10.9 9.9 11.9 2.0 2 DOW -0.2 -1.0 0.6 0.0 0 DX 2.0 1.6 2.3 0.0 0 EUR -1.0 -1.2 -0.8 -3.0 -3 EURIBOR-ICE 6.3 5.1 7.5 0.0 0 EUROSTX -0.7 -1.0 -0.4 0.0 0 FEEDCOW -0.2 -0.3 0.0 1.0 1 GASOIL -0.5 -0.7 -0.3 -1.0 -1 GASOLINE 0.1 0.0 0.2 0.0 0 GAS_US_mini -26.6 -28.6 -24.6 -20.0 -20 GBP -0.4 -0.7 -0.1 -1.0 -1 GOLD_micro 7.3 6.5 8.1 5.0 5 HEATOIL -0.8 -0.9 -0.6 -1.0 -1 JGB-SGX-mini 1.4 -2.0 4.9 0.0 0 JPY -1.4 -1.6 -1.2 -3.0 -3 LEANHOG 11.1 10.4 11.8 9.0 9 LIVECOW 1.8 1.5 2.2 1.0 1 LUMBER-new 1.9 1.5 2.4 0.0 0 MILK -0.0 -0.2 0.2 1.0 1 MXP -13.8 -17.1 -10.6 -7.0 -7 NASDAQ_micro -0.4 -0.7 -0.1 0.0 0 NIKKEI 7.6 6.2 9.1 4.0 4 NZD -1.7 -2.0 -1.4 0.0 0 OAT 0.2 -0.1 0.5 2.0 2 OATIES 2.7 2.3 3.1 NaN 0 OJ 0.9 0.8 1.0 1.0 1 PALLAD 0.2 0.1 0.2 0.0 0 PLAT -0.1 -0.3 0.1 0.0 0 REDWHEAT -2.2 -2.4 -2.1 0.0 0 RICE -5.6 -6.0 -5.2 NaN 0 ROBUSTA -0.0 -0.1 0.0 0.0 0 RUSSELL 3.4 2.1 4.7 0.0 0 SHATZ -2.5 -2.9 -2.0 NaN 0 SILVER-mini 0.4 0.3 0.5 1.0 1 SMI 0.3 0.1 0.4 0.0 0 SOFR -11.9 -13.8 -10.1 NaN 0 SOYBEAN -1.4 -1.5 -1.3 -3.0 -3 SOYMEAL -2.1 -2.2 -2.0 -2.0 -2 SOYOIL -0.1 -0.2 -0.1 0.0 0 SP400 0.1 0.0 0.1 2.0 2 SP500_micro 0.0 -0.5 0.6 1.0 1 SUGAR11 0.6 0.3 0.9 2.0 2 US10 -1.1 -1.2 -0.9 0.0 0 US10U -0.8 -0.9 -0.7 0.0 0 US2 -2.1 -2.4 -1.9 NaN 0 US20 -0.3 -0.4 -0.3 0.0 0 US30 -0.2 -0.3 -0.2 -4.0 -4 US5 -1.7 -1.9 -1.4 -2.0 -2 VIX -14.7 -16.6 -12.9 -8.0 -8 WHEAT -2.2 -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 -0.3 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 -0.0 -0.3 0.1 -0.2 0.2 -0.1 BITCOIN 0.6 0.4 -0.1 0.1 -0.0 0.1 0.0 0.0 0.1 -0.1 0.1 0.1 0.4 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.1 0.3 0.2 -2.7 0.1 -0.0 0.1 0.0 0.2 0.1 -0.1 0.0 0.6 -0.2 -0.1 0.2 -0.1 0.1 0.1 BOBL -0.5 -0.4 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 -0.0 0.0 -0.1 0.0 -0.0 -0.0 -0.1 0.0 0.2 0.1 -0.6 -0.5 0.1 -0.0 BTP -0.4 -0.2 0.2 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.1 0.3 -0.2 0.5 -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 0.1 -0.1 0.2 -0.0 0.8 -0.1 0.5 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 -0.1 0.0 -0.1 0.0 -0.1 0.2 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.5 -0.1 0.0 0.2 -0.0 -0.7 -0.6 -0.0 -0.0 BUXL -0.3 -0.3 0.2 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.3 -0.0 0.0 0.0 -0.0 0.0 -0.0 0.2 0.3 0.3 0.2 -0.1 -0.7 -0.7 -0.2 -0.2 CAC -0.2 0.1 -0.2 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 -0.1 -0.4 -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 -0.0 -0.1 -0.1 -0.1 -0.1 -0.3 -0.3 -0.6 -0.6 -0.5 -0.0 -0.3 -0.1 -0.2 CANOLA 0.3 0.6 -0.0 -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 0.0 -0.2 0.1 -2.2 0.0 0.0 0.0 0.0 -0.1 0.0 -1.1 0.2 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 -0.0 0.0 -0.1 0.1 0.1 -0.1 -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 0.2 0.0 -0.4 0.6 -0.4 -0.4 -0.7 -0.4 COCOA 0.3 0.2 0.4 -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 0.2 0.5 0.2 0.3 0.7 0.7 0.7 0.7 COFFEE -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 0.0 0.1 0.1 0.1 0.0 0.1 -0.1 0.5 -0.1 -2.7 0.0 -0.0 0.2 -0.1 0.4 -0.0 0.3 -0.4 -0.2 -0.2 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 0.1 -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 0.1 -0.6 -0.1 -0.3 0.6 0.3 0.5 0.7 CORN -0.3 0.2 -0.3 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 -0.1 -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 0.2 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 -0.5 -0.1 -2.7 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.9 -0.4 -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 -0.1 0.4 0.2 0.0 -0.1 0.1 -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 0.1 0.2 -0.1 0.5 0.0 1.3 0.1 -0.1 0.2 -0.1 0.3 0.0 -0.3 0.1 0.4 0.4 0.3 0.7 0.3 0.2 0.1 DOW -0.4 0.2 0.4 0.0 -0.1 0.1 -0.1 0.3 -0.0 -0.1 0.4 -0.2 0.6 0.0 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 0.4 0.6 0.4 0.2 -0.4 -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 0.1 -0.0 0.2 -2.7 0.1 -0.0 0.0 0.0 -0.0 0.1 0.7 0.5 0.6 0.6 -0.4 0.1 0.3 0.1 0.4 EUR -0.5 -0.6 0.1 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.0 -0.0 -0.2 2.7 -0.1 0.0 -0.0 -0.0 0.0 -0.1 -0.5 0.5 0.0 -0.5 0.0 -0.2 -0.6 -0.4 -0.7 EURIBOR-ICE -0.4 -0.3 0.5 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.2 -0.1 0.2 -0.1 0.0 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 -0.1 0.2 0.4 0.3 -0.3 -0.6 0.3 0.2 EUROSTX -0.3 0.1 -0.1 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 -0.3 0.2 0.1 -0.7 -0.3 FEEDCOW -0.0 0.6 -0.4 -0.0 -0.0 -0.1 -0.0 -0.3 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 0.0 -1.4 0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.4 -0.0 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 0.1 -0.3 -0.0 -0.2 -0.0 -0.1 0.0 0.1 0.0 0.1 -0.1 -0.1 0.0 -0.2 -0.0 0.5 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.0 0.3 -0.0 -0.2 -0.3 -0.0 -0.3 0.0 -0.4 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 -0.0 -0.0 0.2 0.2 0.1 0.4 0.2 0.6 GAS_US_mini -0.4 0.2 0.3 -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 -0.2 -0.5 -0.2 2.7 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -1.1 -0.4 -0.6 -0.4 0.0 -0.4 -0.7 -0.2 -0.6 GBP -0.5 -0.4 0.2 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 0.3 -0.2 0.5 -0.2 -0.0 0.0 -0.0 0.0 0.0 -0.1 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 0.5 -0.7 GOLD_micro 0.2 0.5 0.6 0.1 -0.0 0.1 0.0 0.0 0.0 -0.1 0.5 0.1 0.7 0.2 0.2 -0.3 -0.3 -0.3 -0.3 0.2 0.2 0.1 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 -0.1 0.3 -0.4 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.3 -0.0 -0.3 -0.0 -0.1 -0.0 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 -0.0 0.2 JGB-SGX-mini -0.3 -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 -1.6 -0.0 0.0 0.0 -0.0 0.0 -0.0 1.1 0.4 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 -0.0 -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 -0.1 -0.3 0.3 -0.7 -0.7 -0.6 -0.7 LEANHOG 0.5 0.6 0.6 -0.0 -0.0 -0.1 -0.0 -0.3 0.0 0.2 0.1 0.2 -0.0 0.2 0.2 -0.3 0.4 0.4 0.4 0.2 0.2 0.2 -0.1 0.2 0.3 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 -0.2 0.6 0.2 0.2 -0.1 0.1 0.0 0.1 0.2 0.2 -0.1 0.5 0.1 -2.7 0.1 -0.1 0.2 -0.1 0.2 0.0 0.5 -0.4 0.0 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 -0.4 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.2 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 0.6 0.7 0.2 0.1 0.5 0.3 MILK -0.6 -0.4 0.5 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 -0.1 0.3 -0.2 0.3 -0.1 0.0 0.2 -0.0 0.4 0.2 -0.0 0.1 -0.2 0.3 -0.2 1.9 -0.0 -0.0 0.1 -0.1 0.1 -0.1 0.2 -0.5 -0.5 -0.6 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 -0.0 -0.1 -0.3 -0.1 -0.4 -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 -0.1 1.1 -0.0 -0.0 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 -0.1 0.4 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 -0.1 0.4 0.0 -2.7 0.0 -0.1 0.1 -0.0 0.3 0.0 -0.3 0.2 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 0.2 0.1 0.1 -0.5 0.6 0.2 0.7 0.2 NZD -0.6 -0.4 0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.1 -0.0 -0.2 0.0 -0.2 -0.1 -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 -0.0 0.0 -0.1 0.1 -0.1 -0.2 -0.2 -0.1 0.0 -0.3 0.1 -0.1 OAT -0.3 -0.4 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 -0.1 0.8 -0.1 0.2 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 0.1 0.1 0.1 -0.5 0.2 0.2 0.1 0.1 0.1 0.1 0.2 0.2 0.2 -0.0 0.2 -2.7 0.1 0.0 0.1 0.1 0.0 0.1 0.1 0.5 0.3 0.6 0.6 0.7 0.1 0.7 0.5 OJ 0.2 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 -0.1 0.5 0.1 0.7 0.1 0.2 0.3 0.2 0.2 0.2 0.2 0.2 0.0 0.5 0.1 -2.7 0.1 -0.1 0.3 -0.0 0.6 0.0 0.9 0.1 0.5 0.0 0.6 0.5 0.4 0.7 0.7 PALLAD 0.2 0.3 0.6 0.0 -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 0.1 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 0.2 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 0.0 0.0 -0.1 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 -0.1 -0.1 -0.1 -0.4 -0.1 -0.6 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -1.0 -0.4 -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 -0.2 0.3 -0.2 0.4 -0.2 -0.1 -0.2 0.4 -0.1 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 -0.1 -0.7 -0.7 -0.7 -0.7 ROBUSTA -0.6 -0.6 -0.0 -0.0 -0.0 -0.1 -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 -0.3 -0.5 -0.3 0.5 0.3 -0.0 0.5 0.2 RUSSELL -0.0 0.1 0.2 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.0 0.3 -0.1 0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.3 0.0 -0.0 0.0 -0.0 0.2 -0.0 0.3 0.0 0.0 0.3 0.4 0.3 0.6 -0.1 -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 -0.1 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 -0.1 0.1 0.3 0.2 -0.5 -0.5 -0.1 -0.2 SILVER-mini 0.2 0.4 0.1 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 -0.3 0.0 0.2 0.1 0.2 -0.1 -0.2 0.3 SMI -0.1 -0.2 -0.2 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.1 0.2 -0.1 0.5 -0.1 0.0 0.0 0.0 -0.0 -0.0 -0.0 0.0 -0.1 0.2 -0.1 1.3 0.0 -0.1 0.1 -0.1 0.3 -0.0 0.6 -0.2 0.1 -0.3 0.2 -0.2 0.1 -0.7 -0.2 SOFR -0.6 -0.6 0.2 -0.0 -0.0 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 -0.2 -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 -0.0 -0.5 -0.1 -2.7 -0.1 0.0 -0.2 -0.0 -0.3 -0.0 -0.3 0.2 -0.6 -0.6 -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 -0.1 -0.5 -0.2 -0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.4 -0.2 -2.7 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.5 -0.6 -0.6 -0.2 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.1 0.6 0.2 -0.0 -0.0 -0.1 -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 0.0 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 0.0 -0.0 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 -0.2 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 0.1 0.2 -0.1 0.5 0.0 -2.7 0.1 -0.1 0.2 -0.1 0.4 -0.0 -0.5 -0.2 0.3 0.6 0.3 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 -0.1 -0.2 0.1 0.1 0.4 0.3 0.4 0.4 0.1 0.1 -0.0 0.0 0.0 -2.7 0.0 -0.0 0.1 -0.0 0.0 0.0 1.1 0.1 -0.2 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 0.0 -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 -0.4 -0.5 -0.3 -0.1 -0.7 0.6 0.3 US10U -0.6 -0.6 0.2 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.1 0.0 -0.2 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.0 -0.2 -0.0 -0.2 -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 -0.1 -0.2 -0.3 0.0 -0.1 -0.6 0.2 -0.3 US20 -0.6 -0.6 0.1 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.1 -0.0 -0.0 -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 0.1 -0.3 -0.4 -0.3 0.0 -0.4 0.7 0.7 US30 -0.5 -0.6 0.1 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.1 -0.1 -0.1 -0.0 -0.1 -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 -0.1 0.2 -0.1 -0.4 -0.4 -0.1 -0.3 0.7 0.7 US5 -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 -0.1 -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 -0.0 0.0 0.0 0.1 0.1 -0.2 0.0 0.1 -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 0.0 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 0.0 -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 -0.2 -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 -8.0 3.4 -3.4 -1.1 -0.4 -4.7 0.7 -6.0 -12.6 2.3 -17.9 2.5 -18.9 -6.8 -0.2 -1.8 -0.5 -1.1 -11.1 -1.1 -19.0 1.2 -20.0 3.0 -3.9 -2.7 -0.3 -7.0 0.7 -7.6 -0.0 -13.3 -11.9 -1.1 -7.8 3.9 -6.9 6.9 -2.3 BITCOIN 17.4 13.6 -2.8 5.9 -5.0 2.8 1.0 0.3 5.4 -9.0 2.2 12.7 11.3 18.0 14.8 -6.4 -6.8 -6.3 -6.4 15.4 8.0 10.0 11.5 19.9 -20.0 5.7 -4.2 3.3 4.3 6.9 7.9 -2.2 1.8 18.4 -5.0 -3.7 4.6 -1.7 2.0 2.8 BOBL -16.5 -11.5 12.7 -1.7 -2.5 0.5 -3.5 0.8 -3.4 -9.3 3.3 -10.2 -1.3 -9.1 -0.3 17.9 -5.5 8.8 0.1 -3.4 1.5 -13.6 0.6 -10.0 3.8 -1.2 -5.1 1.0 -5.5 1.0 -4.0 -0.2 -5.0 0.2 5.9 2.5 -17.0 -15.4 1.7 -1.2 BTP -12.0 -4.6 5.8 -2.7 -4.1 0.7 -5.7 1.3 -5.6 -15.8 12.0 -15.6 15.3 -7.8 7.0 7.2 5.0 6.2 5.1 3.5 9.5 -16.5 10.9 -7.0 -20.0 2.4 -9.4 5.5 -8.1 6.1 -3.1 14.5 -4.9 15.1 20.0 9.4 -20.0 -12.4 6.1 11.2 BUND -15.9 -12.6 8.4 -2.0 -2.9 0.5 -4.1 1.0 -4.0 -10.6 3.4 -12.0 1.1 -11.4 -2.0 -20.0 -6.3 -16.7 -11.3 -5.0 1.0 -14.6 1.0 -11.8 1.1 -2.0 -5.5 0.8 -6.4 1.4 -5.0 -8.5 -3.3 1.1 6.0 -0.4 -20.0 -18.0 -0.2 -0.5 BUXL -8.9 -10.6 5.6 -2.2 -3.3 0.6 -4.5 1.1 -4.5 1.1 1.2 -8.2 0.3 -10.6 -4.0 0.2 -1.5 -0.2 -1.0 -4.9 -1.1 -4.7 -1.3 -7.3 -2.0 -2.5 0.6 0.1 -2.7 0.9 -4.1 3.8 13.8 9.5 7.5 -4.0 -20.0 -20.0 -5.2 -6.4 CAC -7.4 3.3 -7.3 1.2 -10.9 4.9 -9.2 8.0 -3.8 -14.1 -9.0 -15.9 -0.8 -13.1 -1.4 -5.4 -3.3 -5.6 -4.6 -7.5 -7.4 -17.6 -3.1 -11.6 -7.3 -3.9 -11.5 -3.5 -10.6 -0.3 -6.5 4.4 3.3 -7.4 -8.7 -14.1 5.4 5.5 -6.9 -2.8 CAD -20.0 -16.1 2.3 -4.3 -1.4 -0.5 -5.9 0.9 -7.5 -11.1 -13.4 -20.0 -17.4 -20.0 -19.5 -6.3 -4.1 -5.5 -4.8 -20.0 -13.4 -20.0 -9.7 -20.0 -0.4 -6.9 -2.7 -3.3 -7.7 -2.2 -9.7 -5.1 -13.1 -20.0 -20.0 -14.6 -0.3 -8.2 -4.0 -5.1 CANOLA 9.9 18.5 -0.5 -0.1 -1.0 -1.9 -0.6 -3.0 0.1 -0.2 -0.6 6.6 -7.2 8.8 3.1 -16.7 -11.9 -14.8 -13.9 5.6 -0.5 5.2 -6.4 7.9 -16.6 2.9 0.4 0.8 1.9 -1.7 3.2 -20.0 10.2 13.6 10.1 9.6 -4.8 -12.3 1.1 -7.6 CHF -18.1 -18.4 11.3 -3.3 -1.1 -0.4 -4.5 0.7 -5.8 7.4 4.9 -13.4 -2.0 -18.0 -1.4 -15.8 -16.1 -15.4 -15.5 -8.9 1.5 -8.5 2.6 -15.2 5.4 -3.0 0.2 1.1 -3.2 1.8 -5.5 -20.0 7.0 0.4 -13.3 17.8 -11.7 -13.3 -20.0 -13.3 COCOA 8.0 5.6 10.9 -0.1 -0.8 -1.6 -0.5 -2.5 0.1 7.2 1.2 4.6 4.1 4.4 4.5 20.0 20.0 20.0 20.0 5.7 7.3 7.7 12.9 6.3 -20.0 2.4 3.1 3.8 2.9 7.7 2.4 20.0 7.4 15.0 4.9 9.7 20.0 19.6 20.0 20.0 COFFEE -10.3 -8.3 2.4 -0.2 -1.9 -3.6 -1.1 -5.6 0.3 -10.7 13.0 -13.6 15.7 -8.8 2.8 1.7 5.1 2.7 3.8 2.3 13.3 -10.6 19.1 -7.1 -20.0 0.6 -5.3 6.4 -6.0 10.8 -4.1 4.7 -15.3 -6.6 -4.8 15.2 -9.8 -7.4 -0.6 -0.5 COPPER -11.2 11.6 -3.1 3.7 -3.1 1.8 0.6 0.2 3.4 7.8 -3.8 -7.1 -0.1 0.5 2.7 -4.4 -3.3 -3.8 -3.3 1.8 2.7 0.4 4.6 -0.6 -18.2 2.2 3.2 2.6 0.5 2.9 0.7 3.7 4.8 -20.0 -2.9 -8.1 17.5 10.3 13.5 20.0 CORN -9.7 7.1 -10.7 -0.3 -2.3 -4.3 -1.3 -6.8 0.3 -8.0 -17.0 -11.0 -20.0 -10.6 -6.1 -9.8 -14.6 -13.3 -15.3 -11.1 -20.0 -5.2 -20.0 -8.0 -12.6 -6.6 -1.4 -10.1 -3.0 -13.8 -5.1 -20.0 8.2 -20.0 -18.2 -14.4 5.7 -3.1 10.3 0.9 COTTON2 -10.1 6.5 7.3 -0.2 -2.0 -3.8 -1.1 -6.1 0.3 -13.2 -16.2 -16.2 -16.9 -1.9 1.9 -15.8 -6.3 -13.4 -10.2 -3.4 -9.2 -10.4 -17.2 -7.3 -20.0 -2.0 -4.6 -3.0 -6.8 -3.9 -5.0 -17.1 -15.6 -16.2 -3.7 2.8 -17.1 -13.3 -10.4 -8.6 CRUDE_W -3.3 4.3 -12.2 -1.7 3.4 -3.3 0.1 -2.4 -0.5 5.4 -7.2 -5.9 -1.8 -0.1 -6.6 2.9 10.7 6.7 9.1 -5.2 -6.6 -0.8 -3.3 -3.1 -1.3 -2.2 3.7 -3.8 -0.8 -2.5 -1.7 9.2 -1.7 -1.8 -0.3 1.6 -2.5 8.4 -2.5 13.0 DAX -2.4 11.4 6.5 1.3 -11.7 5.2 -9.9 8.5 -4.1 -11.1 15.8 -9.2 18.3 10.0 16.6 -8.6 -9.9 -8.6 -9.0 13.2 15.0 -11.5 16.7 2.9 9.9 4.7 -8.0 5.8 -5.6 7.7 0.5 -5.5 5.2 12.4 13.6 8.1 20.0 8.5 7.3 2.2 DOW -13.2 5.3 12.4 1.1 -9.6 4.3 -8.2 7.0 -3.4 -13.6 13.8 -14.0 16.3 2.8 11.9 -10.3 -10.7 -10.1 -10.2 9.6 16.2 -15.8 18.2 -4.0 -13.8 3.7 -6.2 6.4 -5.6 7.5 -1.4 -7.1 -11.9 3.7 12.1 20.0 11.2 5.4 -10.9 -7.7 DX 20.0 20.0 -8.3 -3.8 -1.2 -0.5 -5.2 0.8 -6.7 -12.2 0.7 14.8 6.1 20.0 11.9 6.7 6.7 6.3 6.4 20.0 4.0 12.9 -0.4 20.0 -20.0 4.9 -1.5 0.8 3.1 -0.3 6.8 13.8 20.0 20.0 20.0 -10.8 2.1 9.0 1.9 12.4 EUR -16.3 -18.0 3.5 -3.9 -1.3 -0.5 -5.4 0.9 -6.9 14.2 -3.1 -9.0 -4.3 -18.3 -13.7 -7.4 -7.1 -7.0 -7.0 -15.5 -4.7 -4.1 -0.3 -17.5 20.0 -5.1 3.1 -1.0 -1.2 0.8 -5.9 -9.5 18.9 0.6 -14.5 1.5 -5.5 -19.2 -11.5 -20.0 EURIBOR-ICE -11.0 -9.5 16.1 -1.5 -2.2 0.4 -3.1 0.7 -3.0 -7.7 6.0 -7.3 5.6 -5.1 4.3 5.5 -0.8 4.0 1.7 2.2 6.5 -9.0 6.0 -4.3 11.1 1.0 -4.4 2.9 -3.8 2.7 -1.8 6.7 -2.9 7.1 11.4 9.8 -7.8 -16.7 8.5 5.5 EUROSTX -8.5 4.1 -4.5 1.2 -10.2 4.6 -8.7 7.5 -3.6 -9.2 4.1 -13.0 12.1 -2.5 5.8 -3.8 -3.3 -4.0 -4.0 -1.0 1.6 -13.3 7.1 -6.6 -2.9 -0.9 -9.4 1.3 -8.8 6.1 -4.4 4.6 9.3 -3.9 -1.9 -9.8 6.6 2.5 -20.0 -9.6 FEEDCOW -1.1 20.0 -12.3 -0.3 -2.3 -4.4 -1.3 -7.0 0.3 -13.9 -6.1 -12.5 -12.8 14.5 2.3 15.7 -6.2 16.2 7.8 5.3 -8.0 -9.9 -14.2 3.9 -10.6 1.3 -4.8 -2.7 -3.7 -3.9 0.7 -2.5 -15.8 -1.0 20.0 -20.0 13.2 20.0 20.0 20.0 GASOIL -0.7 5.8 -15.4 -1.5 3.1 -3.0 0.1 -2.2 -0.5 12.1 -11.0 -1.9 -4.3 -0.3 -8.9 0.5 7.1 1.4 2.7 -6.6 -9.6 5.0 -6.1 -1.7 3.6 -3.5 7.5 -5.1 2.3 -3.5 -0.9 0.1 11.2 -0.2 -6.3 -8.6 -0.4 -8.4 1.4 -13.4 GASOLINE -4.2 8.3 -11.0 -1.4 2.9 -2.8 0.1 -2.0 -0.5 5.4 -6.5 -5.7 -1.0 0.1 -3.2 1.5 20.0 13.5 20.0 -2.6 -3.8 -0.7 -1.4 -1.8 -18.5 0.2 2.6 -0.8 -0.4 -0.1 -0.2 20.0 -2.0 -0.7 5.2 7.3 2.5 11.1 6.3 18.8 GAS_US_mini -13.2 5.8 7.8 -2.1 4.2 -4.1 0.2 -2.9 -0.7 -11.0 -17.9 -15.5 -20.0 -15.2 -15.5 -20.0 -20.0 -20.0 -20.0 -12.4 -12.7 -16.8 -20.0 -15.4 20.0 -5.6 -5.8 -4.7 -7.9 -6.1 -7.3 -20.0 -16.1 -20.0 -13.4 1.4 -11.4 -20.0 -6.8 -17.6 GBP -16.9 -11.2 5.6 -3.9 -1.3 -0.5 -5.4 0.9 -6.9 -5.2 9.9 -16.1 13.3 -20.0 -2.5 0.3 -0.3 0.3 0.0 -5.4 7.3 -12.3 11.9 -14.9 -2.3 -1.8 -1.9 3.9 -5.3 6.1 -6.3 2.3 0.3 4.2 1.9 11.7 4.3 -20.0 13.6 -20.0 GOLD_micro 5.8 14.6 19.3 5.0 -4.3 2.4 0.8 0.3 4.6 -7.8 20.0 12.2 20.0 17.6 20.0 -14.2 -13.6 -13.6 -13.2 20.0 20.0 13.3 20.0 20.0 -15.6 7.5 -1.1 7.3 3.1 6.8 6.3 -13.7 8.9 20.0 20.0 20.0 20.0 0.7 14.8 6.2 HEATOIL -1.7 10.0 -11.6 -1.5 3.0 -2.9 0.1 -2.1 -0.5 10.8 -10.5 -3.7 -7.3 -2.5 -8.0 -2.5 2.9 -4.1 -2.9 -4.7 -8.0 3.5 -6.5 -0.7 -17.1 -1.1 5.1 -3.5 1.9 -3.2 0.4 -8.5 6.7 -0.2 0.9 -0.8 -2.9 3.8 -1.5 5.5 JGB-SGX-mini -10.7 -5.4 10.9 -1.8 -2.7 0.5 -3.7 0.9 -3.7 4.1 4.7 -1.7 3.4 -7.7 3.7 16.1 16.1 13.6 14.5 -0.4 3.2 -0.7 3.0 -3.3 -11.9 -0.4 1.3 1.0 -0.2 0.3 -1.6 20.0 18.1 9.8 9.5 3.9 -19.4 -9.0 -20.0 -3.6 JPY -20.0 -20.0 14.9 -1.5 -0.5 -0.2 -2.1 0.3 -2.7 -2.5 -0.1 -7.2 -3.9 -8.9 -2.7 -10.6 -14.0 -11.2 -12.3 -8.3 -2.7 -7.4 -3.9 -11.8 20.0 -1.9 -0.2 -0.5 -1.9 -1.0 -2.9 -20.0 -3.9 -3.5 -10.3 9.6 -20.0 -20.0 -17.5 -20.0 LEANHOG 14.6 20.0 17.6 -0.3 -2.6 -4.9 -1.5 -7.8 0.4 20.0 3.9 20.0 -1.3 20.0 20.0 -14.8 18.2 20.0 20.0 20.0 18.4 20.0 -2.6 20.0 2.5 8.6 5.7 4.4 9.1 0.4 10.1 20.0 20.0 20.0 20.0 20.0 0.5 -5.2 4.9 0.8 LIVECOW -4.5 20.0 5.8 -0.3 -2.6 -5.0 -1.5 -7.8 0.4 -20.0 20.0 -17.0 15.9 18.8 20.0 -3.1 7.5 1.9 6.2 20.0 20.0 -12.3 18.2 9.7 -20.0 5.8 -10.4 5.7 -5.1 5.8 2.2 9.7 -15.9 1.5 20.0 14.2 -5.2 20.0 2.2 20.0 LUMBER-new 11.7 16.6 10.4 -0.2 -2.0 -3.9 -1.2 -5.8 0.3 18.2 -7.5 19.0 -10.7 19.3 18.6 -19.4 -18.3 -19.0 -18.5 13.8 1.4 20.0 -9.3 20.0 NaN 5.8 15.4 1.3 13.1 -2.5 9.2 -20.0 20.0 20.0 15.2 20.0 6.5 1.7 12.5 6.5 MILK -20.0 -13.6 16.4 -0.2 -1.4 -2.8 -0.8 -4.3 0.2 -13.1 10.3 -14.3 8.9 -13.4 1.5 11.6 -2.4 20.0 11.9 -2.4 10.5 -18.3 10.7 -14.8 14.5 -1.1 -5.5 3.0 -6.4 2.9 -5.1 3.4 -20.0 -15.8 -18.1 15.9 -3.6 -20.0 2.4 -20.0 MXP -9.5 -2.2 -19.0 -2.5 -0.8 -0.3 -3.4 0.5 -4.4 -7.1 -13.0 -12.7 -9.8 -10.1 -12.4 11.6 13.4 11.2 11.6 -12.6 -15.4 -10.4 -10.7 -11.2 -20.0 -5.1 -2.9 -6.1 -4.6 -4.0 -4.8 20.0 -0.8 -0.7 5.6 -20.0 15.1 18.4 20.0 20.0 NASDAQ_micro -2.4 10.8 4.5 0.9 -8.0 3.6 -6.8 5.9 -2.8 -8.8 7.7 -4.8 10.9 9.6 8.2 -9.4 -9.7 -8.8 -9.0 7.7 9.9 -6.1 14.3 2.7 -20.0 3.6 -5.9 5.2 -3.3 8.0 0.8 -5.2 6.9 10.7 14.3 -2.7 7.5 3.8 -9.4 -3.9 NIKKEI -1.5 9.8 0.1 0.9 -5.2 2.5 -4.0 3.9 -1.3 -3.0 3.3 -3.5 4.2 3.8 3.8 1.3 7.2 3.0 5.0 2.0 1.9 -2.2 4.0 0.5 -6.9 -0.6 -2.2 -1.0 -1.1 1.5 -0.3 20.0 9.3 3.0 2.2 -16.9 19.5 5.8 20.0 6.6 NZD -20.0 -12.4 4.6 -2.7 -0.9 -0.3 -3.6 0.6 -4.7 -11.7 -1.0 -15.3 0.7 -15.8 -5.2 -0.9 -0.1 -0.5 -0.3 -10.6 -2.6 -13.5 -0.1 -16.9 1.0 -3.2 -1.9 -0.6 -4.5 0.2 -5.5 2.2 -6.2 -6.5 -5.6 -4.6 1.0 -8.7 3.4 -2.1 OAT -9.9 -10.9 8.1 -1.9 -2.9 0.5 -4.0 0.9 -3.9 -10.7 1.1 -11.8 -1.2 -11.2 -2.6 7.8 4.9 6.4 5.1 -4.5 -0.9 -12.5 -1.1 -9.5 3.5 -2.0 -6.1 0.1 -6.3 0.5 -4.7 14.4 -2.4 6.2 5.7 -1.8 -9.9 -14.2 9.3 5.6 OATIES -6.3 20.0 20.0 -0.2 -2.2 -4.3 -1.3 -6.7 0.3 8.8 3.4 12.5 -13.4 17.1 18.6 2.9 2.7 3.6 3.7 20.0 14.7 17.3 -1.5 19.1 -20.0 6.3 4.4 4.1 6.0 0.4 5.9 2.5 20.0 8.7 20.0 20.0 20.0 3.4 20.0 13.5 OJ 5.0 -0.1 0.9 -0.2 -2.0 -3.8 -1.1 -6.0 0.3 -9.0 18.1 9.0 19.0 10.8 15.3 12.9 12.2 12.1 11.4 15.1 20.0 1.1 20.0 9.3 -20.0 6.2 -7.8 9.5 -0.1 15.6 3.6 16.7 5.4 15.6 0.4 20.0 15.2 12.6 20.0 20.0 PALLAD 5.0 10.1 20.0 2.2 -1.9 1.1 0.4 0.1 2.0 -5.3 4.2 0.8 -3.1 4.3 5.7 -2.3 -2.1 -2.1 -2.0 6.5 3.8 0.6 -1.2 6.1 14.2 2.6 -2.4 1.5 0.7 -0.2 2.5 5.7 6.8 7.6 2.4 3.7 -10.8 -20.0 -19.5 -20.0 PLAT 5.7 8.6 0.9 3.4 -2.9 1.7 0.6 0.2 3.2 -12.4 -2.0 0.2 -1.7 5.5 6.0 -4.0 -4.4 -4.3 -4.4 4.5 2.7 -5.6 0.9 2.7 5.3 2.7 -7.7 1.3 -2.8 0.2 1.7 1.5 -9.3 -5.5 -6.0 -7.7 4.0 -8.0 -6.0 -1.3 REDWHEAT -12.6 8.8 2.6 -0.2 -2.0 -3.8 -1.1 -6.0 0.3 -8.2 -13.3 -14.0 -16.8 -10.6 0.1 -10.4 -7.4 -10.6 -9.6 -4.8 -8.0 -12.1 -15.8 -8.8 -4.8 -3.0 -4.5 -4.2 -7.0 -6.9 -5.3 -17.8 -15.0 -19.1 -8.9 -5.7 -20.0 -20.0 -20.0 -20.0 RICE -11.3 -7.6 -7.3 -0.3 -2.3 -4.4 -1.3 -6.9 0.3 -17.0 9.3 -20.0 12.5 -19.9 -8.3 -7.8 20.0 -2.7 12.7 -11.5 -3.5 -20.0 6.2 -19.1 -16.1 -6.3 -11.4 -2.3 -12.8 1.0 -10.2 20.0 -20.0 -20.0 -20.0 -2.4 -20.0 -20.0 -20.0 -20.0 ROBUSTA -20.0 -20.0 -1.2 -0.1 -1.0 -1.9 -0.6 -3.0 0.1 -6.5 6.5 -8.6 8.7 -8.4 0.9 12.5 20.0 20.0 20.0 -0.6 11.4 -11.6 18.4 -10.4 -20.0 -0.3 -2.4 3.5 -3.1 6.8 -2.9 20.0 -12.6 -16.3 -8.5 14.1 9.3 -0.5 16.2 5.6 RUSSELL -1.2 3.6 6.2 1.1 -9.3 4.2 -7.9 6.8 -3.3 -2.4 9.6 -8.4 13.1 5.3 8.4 -6.6 -6.4 -6.2 -6.2 5.6 8.8 -4.5 9.9 0.2 -0.0 4.2 -1.8 6.9 -2.3 7.8 0.4 0.2 12.6 11.6 8.2 20.0 -1.7 -14.1 -18.9 -20.0 SHATZ -13.9 -7.0 20.0 -1.4 -2.0 0.4 -2.8 0.7 -2.8 -6.7 4.3 -6.9 -0.2 -5.4 2.8 -20.0 -20.0 -20.0 -20.0 0.4 3.8 -9.6 0.8 -5.5 5.9 0.3 -4.1 1.9 -3.9 1.0 -2.2 -20.0 -2.3 2.9 8.5 7.5 -13.9 -15.7 -2.0 -6.5 SILVER-mini 5.9 12.1 2.0 3.2 -2.7 1.5 0.5 0.2 2.9 -11.4 9.5 1.2 8.9 7.2 9.2 -5.6 -6.4 -6.0 -6.1 10.8 9.9 -2.6 8.9 7.5 1.4 3.7 -3.6 3.1 -0.4 2.7 2.8 -1.5 -13.5 1.0 6.8 2.7 4.7 -2.0 -5.2 9.1 SMI -2.4 -6.3 -6.4 1.1 -9.3 4.2 -7.9 6.8 -3.3 -6.5 8.8 -8.1 13.3 -5.5 3.2 0.7 0.3 -0.1 -0.5 -1.8 3.8 -14.6 9.1 -7.5 9.8 0.1 -9.4 4.7 -9.2 8.3 -4.5 10.6 -9.3 2.9 -10.6 6.0 -4.9 1.5 -20.0 -6.9 SOFR -20.0 -20.0 6.3 -2.5 -3.7 0.7 -5.1 1.2 -5.0 -10.4 4.2 -14.3 6.6 -15.6 -8.8 1.5 0.2 1.7 1.0 -16.7 -1.2 -20.0 4.1 -20.0 -6.3 -4.1 -3.2 -0.8 -5.2 0.9 -6.0 7.0 -10.1 -17.2 -20.0 -10.1 2.0 -12.8 20.0 15.0 SOYBEAN -14.3 3.0 -16.6 -0.2 -1.6 -3.2 -0.9 -5.0 0.2 10.8 -12.9 -9.0 -13.9 -11.3 -10.1 -1.6 0.6 -3.4 -3.1 -13.8 -19.8 -4.8 -20.0 -10.9 -20.0 -5.2 1.4 -6.5 -1.7 -7.0 -4.1 -5.9 6.8 -20.0 -17.8 -20.0 2.7 -9.9 8.3 -5.3 SOYMEAL -18.9 -0.8 -5.1 -0.2 -1.5 -2.8 -0.8 -4.5 0.2 -10.0 -10.8 -13.7 -12.6 -14.0 -8.9 -3.8 2.0 -2.7 -1.2 -11.5 -11.0 -16.3 -13.4 -15.8 -20.0 -4.1 -4.8 -3.4 -6.4 -3.4 -5.8 -2.7 -20.0 -20.0 -17.0 -6.7 -20.0 -20.0 -20.0 -20.0 SOYOIL 3.6 20.0 5.5 -0.1 -1.0 -1.9 -0.6 -3.0 0.1 6.8 -2.8 6.8 -8.0 7.3 2.0 -1.3 0.8 -0.1 0.3 4.2 -0.8 10.8 -5.7 7.7 -19.6 2.1 5.1 0.1 4.5 -1.7 3.3 -2.6 20.0 5.4 7.2 0.4 2.9 -6.6 11.7 -1.4 SP400 -3.7 8.3 7.6 1.2 -10.7 4.8 -9.0 7.8 -3.7 -6.6 12.8 -11.2 16.8 8.0 12.3 -8.1 -6.4 -7.2 -6.7 8.5 12.0 -8.7 14.4 -0.0 -13.7 4.6 -4.0 7.2 -4.0 8.5 -0.0 -0.2 3.7 10.2 13.9 20.0 5.9 -6.8 -13.3 -20.0 SP500_micro -7.2 9.4 10.1 1.2 -10.7 4.8 -9.1 7.8 -3.7 -14.4 17.5 -9.8 19.0 10.3 16.3 -11.5 -11.7 -11.0 -11.2 13.4 20.0 -15.6 20.0 0.6 -20.0 4.7 -9.7 7.7 -6.7 10.5 -0.5 -8.8 -9.2 10.1 18.7 10.7 11.4 4.0 -10.1 -5.8 SUGAR11 -13.1 20.0 19.2 -0.2 -1.6 -3.1 -0.9 -5.0 0.2 -5.1 6.9 -5.1 -6.0 7.6 9.7 20.0 16.7 20.0 20.0 11.5 9.3 -0.9 1.3 4.2 -20.0 3.4 -1.4 2.7 -0.2 0.2 1.3 20.0 3.7 -7.4 18.9 17.7 -20.0 5.5 -18.7 8.9 US10 -20.0 -20.0 5.8 -1.9 -2.8 0.5 -3.8 0.9 -3.8 -6.3 1.7 -10.5 2.7 -11.7 -7.3 -4.6 -7.0 -5.8 -6.4 -13.2 -2.4 -17.4 0.4 -20.0 1.8 -3.1 -2.3 -0.7 -3.8 0.4 -4.5 -5.4 -5.3 -13.0 -14.9 -8.0 -1.6 -20.0 17.0 8.1 US10U -20.0 -20.0 5.5 -2.6 -3.9 0.7 -5.4 1.3 -5.3 -7.4 1.8 -14.4 2.8 -16.2 -10.3 -4.9 -3.6 -4.7 -4.4 -17.0 -3.5 -20.0 -0.3 -20.0 -1.4 -4.5 -3.0 -1.2 -5.0 0.3 -6.1 -0.7 -2.6 -15.2 -18.6 -12.9 -0.7 -18.5 20.0 17.7 US2 -20.0 -20.0 12.1 -1.5 -2.3 0.4 -3.1 0.7 -3.1 -7.0 1.4 -9.0 0.5 -9.6 -4.6 -19.0 -20.0 -20.0 -20.0 -9.9 -0.9 -14.0 -0.5 -16.5 13.0 -2.0 -1.8 -0.0 -2.9 0.4 -3.4 -20.0 -3.4 -7.5 -9.5 1.2 -3.0 -19.2 5.3 -9.5 US20 -20.0 -20.0 3.6 -1.8 -2.7 0.5 -3.8 0.9 -3.7 -3.1 0.8 -9.7 3.5 -11.3 -7.7 -2.2 -1.3 -2.0 -1.6 -11.6 -2.7 -12.3 0.0 -16.3 -3.1 -3.2 -1.5 -0.9 -3.1 0.4 -4.1 3.7 3.6 -9.1 -13.1 -10.7 0.1 -11.0 20.0 20.0 US30 -16.8 -20.0 3.1 -2.1 -3.1 0.6 -4.3 1.0 -4.2 1.0 -0.3 -9.9 1.6 -12.4 -9.0 -1.6 -4.6 -3.2 -4.0 -11.3 -3.3 -9.7 -1.4 -14.8 -2.1 -3.6 -1.0 -1.2 -2.8 0.1 -4.3 -1.4 10.2 -4.3 -11.2 -12.8 -2.4 -9.7 20.0 20.0 US5 -20.0 -20.0 7.3 -1.9 -2.8 0.5 -3.8 0.9 -3.8 -7.5 1.7 -10.8 1.5 -11.8 -7.0 -7.3 -10.3 -8.9 -9.6 -13.5 -2.2 -18.4 0.3 -20.0 6.1 -3.0 -2.3 -0.5 -3.8 0.4 -4.4 -11.1 -6.9 -12.7 -15.2 -5.6 0.9 -20.0 17.5 3.2 VIX -2.6 2.5 -0.2 2.6 2.8 2.0 3.3 -3.0 2.0 5.5 -8.0 0.7 -11.4 0.8 -7.4 -5.8 -20.0 -7.2 -15.7 3.1 1.3 5.2 -6.8 3.2 NaN 2.8 3.3 2.2 3.9 -3.7 2.3 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -13.5 8.8 -0.1 -0.2 -2.1 -4.1 -1.2 -6.5 0.3 2.9 -12.5 -13.1 -16.0 -10.9 2.4 -11.5 -14.3 -12.8 -13.9 -4.1 -8.5 -7.3 -17.1 -6.8 4.3 -3.0 -2.4 -4.4 -4.3 -6.8 -4.3 -20.0 -2.3 -18.8 -5.8 -6.8 -20.0 -17.6 -20.0 -15.6 End of report for caleb_strategy_v3