******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20241105_203902 produced at 2024-11-05 21:37:24.935515 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.00 0.0 0.00 0.00 0.00 0.00 -11.64 11.0 0 0 caleb_strategy_v3 US2 False True 0.07 0.00 -0.17 0.0 0.00 0.00 0.00 0.00 -2.27 13.0 0 0 caleb_strategy_v3 CAD False False 0.03 -0.08 -0.16 0.0 0.75 -0.75 -0.08 -0.08 -6.31 29.0 -3 -3 caleb_strategy_v3 MXP False False 0.01 -0.06 -0.12 0.0 0.53 -0.53 -0.06 -0.07 -13.91 60.0 -7 -8 caleb_strategy_v3 VIX False False 0.01 -0.06 -0.11 0.0 999.00 -999.00 -0.06 -0.06 -17.22 999999999.0 -9 -9 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -2.72 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 -1.61 13.0 -3 -3 caleb_strategy_v3 CORN False False 0.01 -0.06 -0.07 0.0 0.09 -0.09 -0.06 -0.06 -9.33 12.0 -7 -7 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.06 -0.07 0.0 0.07 -0.07 -0.06 -0.06 -27.79 26.0 -21 -21 caleb_strategy_v3 RICE False False 0.01 0.00 -0.06 0.0 0.04 -0.04 0.00 0.00 -5.81 4.0 0 0 caleb_strategy_v3 US5 False False 0.04 -0.08 -0.06 0.0 0.96 -0.96 -0.08 -0.08 -1.68 25.0 -2 -2 caleb_strategy_v3 CAC True False 0.03 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -1.68 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 -4.02 11.0 -4 -4 caleb_strategy_v3 US10 False False 0.04 0.00 -0.04 0.0 0.67 -0.67 0.00 0.00 -1.04 17.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.00 -0.04 0.0 0.51 -0.51 0.00 0.00 -0.68 10.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.00 -0.04 0.0 0.45 -0.45 0.00 0.00 -1.64 21.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.09 -0.04 0.0 0.50 -0.50 -0.09 -0.09 -1.43 17.0 -3 -3 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 US10U False False 0.04 0.00 -0.03 0.0 0.53 -0.53 0.00 0.00 -0.76 13.0 0 0 caleb_strategy_v3 EUR False False 0.05 -0.15 -0.03 0.0 0.69 -0.69 -0.15 -0.15 -0.70 14.0 -3 -3 caleb_strategy_v3 AUD False False 0.02 -0.05 -0.03 0.0 0.45 -0.45 -0.05 -0.05 -1.18 19.0 -2 -2 caleb_strategy_v3 HEATOIL False False 0.03 -0.03 -0.02 0.0 0.10 -0.10 -0.03 -0.03 -0.69 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 -2.20 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 -2.14 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 -2.15 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 -6.26 51.0 -2 -2 caleb_strategy_v3 BOBL False False 0.05 0.00 -0.02 0.0 0.87 -0.87 0.00 0.00 -0.41 19.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 0.00 -0.02 0.0 0.38 -0.38 0.00 0.00 -0.79 20.0 0 0 caleb_strategy_v3 GASOIL False False 0.02 -0.02 -0.01 0.0 0.10 -0.10 -0.02 -0.02 -0.42 4.0 -1 -1 caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.01 0.0 0.21 -0.21 -0.05 -0.05 -0.12 4.0 -1 -1 caleb_strategy_v3 BTP False False 0.05 0.00 -0.01 0.0 0.47 -0.47 0.00 0.00 -0.14 10.0 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 -0.52 23.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.18 -0.01 0.0 0.27 -0.27 -0.18 -0.18 -0.16 6.0 -4 -4 caleb_strategy_v3 US20 False True 0.04 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.27 9.0 0 0 caleb_strategy_v3 COPPER False False 0.04 -0.04 -0.01 0.0 999.00 -999.00 -0.04 -0.04 -0.35 999999999.0 -1 -1 caleb_strategy_v3 FEEDCOW False False 0.04 0.04 -0.01 0.0 0.34 -0.34 0.04 0.04 -0.29 8.0 1 1 caleb_strategy_v3 SUGAR11 False False 0.01 0.02 0.00 0.0 0.15 -0.15 0.02 0.02 0.54 18.0 2 2 caleb_strategy_v3 DOW False False 0.01 -0.02 -0.00 0.0 0.50 -0.50 -0.02 -0.02 -0.20 66.0 -2 -3 caleb_strategy_v3 SP500_micro False False 0.01 0.01 -0.00 0.0 0.50 -0.50 0.01 0.01 -0.14 48.0 1 1 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 GBP False False 0.03 -0.03 -0.00 0.0 0.64 -0.64 -0.03 -0.03 -0.02 22.0 -1 -1 caleb_strategy_v3 PLAT False False 0.02 0.00 -0.00 0.0 0.18 -0.18 0.00 0.00 -0.07 10.0 0 0 caleb_strategy_v3 COFFEE False False 0.03 0.00 -0.00 0.0 0.20 -0.20 0.00 0.00 -0.08 6.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.00 0.0 0.36 -0.36 0.00 0.00 -0.02 23.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.01 -0.00 0.0 0.07 -0.07 0.01 0.01 -0.18 5.0 1 1 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.01 0.0 0.00 0.00 0.00 0.00 4.67 59.0 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 0.39 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 0.18 9.0 0 0 caleb_strategy_v3 SP400 False False 0.11 0.23 0.01 0.0 0.23 -0.23 0.23 0.23 0.10 2.0 2 2 caleb_strategy_v3 CRUDE_W False False 0.02 -0.02 0.01 0.0 0.12 -0.12 -0.02 -0.02 0.21 5.0 -1 -1 caleb_strategy_v3 GASOLINE False False 0.03 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.18 999999999.0 0 0 caleb_strategy_v3 PALLAD False False 0.04 0.00 0.01 0.0 0.08 -0.08 0.00 0.00 0.14 2.0 0 0 caleb_strategy_v3 OAT False False 0.05 0.10 0.01 0.0 0.49 -0.49 0.10 0.10 0.20 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 2.06 3.0 0 0 caleb_strategy_v3 COCOA False False 0.02 0.02 0.02 0.0 0.65 -0.65 0.02 0.02 0.80 26.0 1 1 caleb_strategy_v3 OJ False False 0.02 0.02 0.02 0.0 0.07 -0.07 0.02 0.02 0.68 3.0 1 1 caleb_strategy_v3 OATIES False True 0.01 0.00 0.02 0.0 0.00 0.00 0.00 0.00 2.89 2.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 0.00 0.02 0.0 0.28 -0.28 0.00 0.00 4.62 68.0 0 0 caleb_strategy_v3 LIVECOW False False 0.03 0.03 0.04 0.0 0.45 -0.45 0.03 0.03 1.45 17.0 1 1 caleb_strategy_v3 DX False False 0.04 0.00 0.05 0.0 999.00 -999.00 0.00 0.00 1.46 999999999.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 0.06 0.07 0.0 0.55 -0.55 0.06 0.06 7.23 56.0 6 6 caleb_strategy_v3 NIKKEI False False 0.01 0.04 0.08 0.0 0.33 -0.33 0.04 0.05 8.54 36.0 4 5 caleb_strategy_v3 DAX False False 0.01 0.01 0.09 0.0 0.44 -0.44 0.01 0.01 11.34 58.0 1 1 caleb_strategy_v3 LEANHOG False False 0.01 0.11 0.13 0.0 0.16 -0.16 0.11 0.11 10.70 13.0 9 9 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.00 0.19 0.0 0.54 -0.54 0.00 0.00 5.52 16.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.10 0.00 0.52 0.0 0.95 -0.95 0.00 0.00 5.51 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 9.1 Shocked risk 21.5 Sum abs risk 35.1 Leverage 3.98 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2793885.3, 'annual_cash_vol_target': 698471.325, 'daily_cash_vol_target': 43654.4578125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0039 0.6639 0.5812 9.2994 BITCOIN 1613.7860 69860.0000 2.3100 36.9605 BOBL 0.2463 118.0900 0.2086 3.3372 BTP 0.5383 119.4300 0.4507 7.2120 BUND 0.4654 131.7100 0.3533 5.6533 BUXL 1.2048 132.9600 0.9062 14.4986 CAC 60.1845 7419.0000 0.8112 12.9795 CAD 0.0025 0.7234 0.3468 5.5489 CANOLA 8.2184 632.1000 1.3002 20.8027 CHF 0.0049 1.1642 0.4219 6.7512 COCOA 136.8378 6935.0000 1.9731 31.5704 COFFEE 4.2509 250.2000 1.6990 27.1842 COPPER 0.0500 4.4585 1.1220 17.9522 CORN 3.9017 441.7500 0.8832 14.1318 COTTON2 0.8710 72.3100 1.2045 19.2715 CRUDE_W 1.1910 68.4900 1.7389 27.8219 DAX 134.1135 19346.0000 0.6932 11.0918 DOW 256.1232 42277.0000 0.6058 9.6931 DX 0.3484 103.3200 0.3372 5.3954 EUR 0.0044 1.0952 0.4041 6.4663 EURIBOR-ICE 0.0452 97.7450 0.0462 0.7399 EUROSTX 41.9322 4880.0000 0.8593 13.7483 FEEDCOW 1.6144 240.6250 0.6709 10.7347 GASOIL 12.0287 691.0000 1.7408 27.8523 GASOLINE 0.0412 2.0269 2.0332 32.5315 GAS_US_mini 0.0955 2.9400 3.2482 51.9717 GBP 0.0061 1.3020 0.4655 7.4479 GOLD_micro 18.0258 2750.0000 0.6555 10.4877 HEATOIL 0.0430 2.3193 1.8557 29.6919 JGB-SGX-mini 0.2064 144.3500 0.1430 2.2880 JPY 0.0000 0.0066 0.7107 11.3706 LEANHOG 0.9323 84.5000 1.1033 17.6529 LIVECOW 1.0032 185.9500 0.5395 8.6318 LUMBER-new 7.2858 587.5000 1.2401 19.8422 MILK 0.2378 19.2900 1.2327 19.7232 MXP 0.0004 0.0494 0.7907 12.6517 NASDAQ_micro 167.6552 20282.5000 0.8266 13.2256 NIKKEI 494.5584 38980.0000 1.2687 20.3000 NZD 0.0036 0.5998 0.5990 9.5848 OAT 0.4799 124.6700 0.3849 6.1589 OATIES 5.2808 390.7500 1.3514 21.6231 OJ 7.6741 458.0500 1.6754 26.8062 PALLAD 30.1225 1075.5000 2.8008 44.8126 PLAT 16.0158 1005.0000 1.5936 25.4978 REDWHEAT 9.2318 589.5000 1.5660 25.0566 RICE 0.1329 14.7200 0.9025 14.4405 ROBUSTA 76.3856 4380.0000 1.7440 27.9034 RUSSELL 21.8502 2261.6000 0.9661 15.4582 SHATZ 0.0871 106.5150 0.0818 1.3085 SILVER-mini 0.5471 32.9000 1.6629 26.6061 SMI 91.9375 11892.0000 0.7731 12.3697 SOFR 0.0573 96.3150 0.0595 0.9518 SOYBEAN 9.3853 1037.7500 0.9044 14.4702 SOYMEAL 3.7919 303.4000 1.2498 19.9971 SOYOIL 0.7439 45.2500 1.6439 26.3020 SP400 23.2600 3155.2000 0.7372 11.7951 SP500_micro 36.4509 5796.0000 0.6289 10.0624 SUGAR11 0.3066 20.2800 1.5117 24.1865 US10 0.3766 110.4219 0.3410 5.4564 US10U 0.5182 113.7031 0.4558 7.2925 US2 0.1003 102.8789 0.0975 1.5605 US20 0.7952 118.2188 0.6726 10.7624 US30 1.2180 126.1250 0.9657 15.4519 US5 0.2417 107.1562 0.2256 3.6090 VIX 0.5789 18.5000 3.1293 50.0694 WHEAT 7.9176 635.0000 1.2469 19.9499 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 663.85 0.58 385.84 1.00 385.84 43654.46 113.14 -4.01 -45.35 BITCOIN 69.86 2.31 161.38 1.00 161.38 43654.46 270.51 1.59 43.14 BOBL 1180.90 0.21 246.30 1.09 268.26 43654.46 162.73 -2.51 -40.84 BTP 1194.30 0.45 538.33 1.09 586.32 43654.46 74.45 -0.56 -4.18 BUND 1317.10 0.35 465.37 1.09 506.86 43654.46 86.13 -7.81 -67.30 BUXL 1329.60 0.91 1204.83 1.09 1312.25 43654.46 33.27 -3.54 -11.76 CAC 741.90 0.81 601.84 1.09 655.50 43654.46 66.60 -7.38 -49.13 CAD 723.40 0.35 250.88 1.00 250.88 43654.46 174.01 -13.98 -243.22 CANOLA 126.42 1.30 164.37 0.72 118.20 43654.46 369.33 -6.96 -257.23 CHF 1455.19 0.42 614.01 1.00 614.01 43654.46 71.10 -8.72 -62.02 COCOA 693.50 1.97 1368.38 1.00 1368.38 43654.46 31.90 11.78 37.58 COFFEE 938.25 1.70 1594.10 1.00 1594.10 43654.46 27.39 -2.63 -7.19 COPPER 1114.62 1.12 1250.62 1.00 1250.62 43654.46 34.91 -0.93 -3.23 CORN 220.88 0.88 195.09 1.00 195.09 43654.46 223.77 -17.13 -383.39 COTTON2 361.55 1.20 435.48 1.00 435.48 43654.46 100.25 -18.73 -187.74 CRUDE_W 684.90 1.74 1190.95 1.00 1190.95 43654.46 36.66 0.53 1.95 DAX 193.46 0.69 134.11 1.09 146.07 43654.46 298.86 11.12 332.46 DOW 211.38 0.61 128.06 1.00 128.06 43654.46 340.89 -0.26 -8.70 DX 1033.20 0.34 348.41 1.00 348.41 43654.46 125.30 4.50 56.42 EUR 1369.00 0.40 553.27 1.00 553.27 43654.46 78.90 -3.40 -26.80 EURIBOR-ICE 2443.62 0.05 113.00 1.09 123.07 43654.46 354.70 4.55 161.43 EUROSTX 488.00 0.86 419.32 1.09 456.70 43654.46 95.59 -2.42 -23.14 FEEDCOW 1203.12 0.67 807.20 1.00 807.20 43654.46 54.08 -1.64 -8.86 GASOIL 691.00 1.74 1202.87 1.00 1202.87 43654.46 36.29 -2.70 -9.79 GASOLINE 851.30 2.03 1730.87 1.00 1730.87 43654.46 25.22 1.62 4.08 GAS_US_mini 73.50 3.25 238.74 1.00 238.74 43654.46 182.85 -14.04 -256.66 GBP 813.75 0.47 378.80 1.00 378.80 43654.46 115.24 -0.06 -0.67 GOLD_micro 275.00 0.66 180.26 1.00 180.26 43654.46 242.18 8.76 212.06 HEATOIL 974.11 1.86 1807.69 1.00 1807.69 43654.46 24.15 -6.59 -15.92 JGB-SGX-mini 144350.00 0.14 20642.33 0.01 135.64 43654.46 321.84 1.58 50.95 JPY 829.81 0.71 589.72 1.00 589.72 43654.46 74.03 -7.46 -55.19 LEANHOG 338.00 1.10 372.92 1.00 372.92 43654.46 117.06 15.04 176.11 LIVECOW 743.80 0.54 401.27 1.00 401.27 43654.46 108.79 4.03 43.88 LUMBER-new 161.56 1.24 200.36 1.00 200.36 43654.46 217.88 4.41 96.09 MILK 385.80 1.23 475.58 1.00 475.58 43654.46 91.79 -0.89 -8.19 MXP 247.10 0.79 195.39 1.00 195.39 43654.46 223.42 -4.24 -94.80 NASDAQ_micro 405.65 0.83 335.31 1.00 335.31 43654.46 130.19 -1.70 -22.20 NIKKEI 38980.00 1.27 49455.84 0.01 324.98 43654.46 134.33 5.87 78.84 NZD 599.80 0.60 359.31 1.00 359.31 43654.46 121.50 -5.21 -63.34 OAT 1246.70 0.38 479.89 1.09 522.67 43654.46 83.52 0.71 5.90 OATIES 195.38 1.35 264.04 1.00 264.04 43654.46 165.33 7.18 118.64 OJ 687.08 1.68 1151.12 1.00 1151.12 43654.46 37.92 8.37 31.75 PALLAD 1075.50 2.80 3012.25 1.00 3012.25 43654.46 14.49 2.79 4.04 PLAT 502.50 1.59 800.79 1.00 800.79 43654.46 54.51 -0.38 -2.09 REDWHEAT 294.75 1.57 461.59 1.00 461.59 43654.46 94.57 -17.52 -165.72 RICE 294.40 0.90 265.71 1.00 265.71 43654.46 164.30 -14.55 -238.99 ROBUSTA 438.00 1.74 763.86 1.00 763.86 43654.46 57.15 -0.32 -1.80 RUSSELL 113.08 0.97 109.25 1.00 109.25 43654.46 399.58 3.49 139.50 SHATZ 1065.15 0.08 87.11 1.09 94.87 43654.46 460.13 -5.83 -268.04 SILVER-mini 822.50 1.66 1367.72 1.00 1367.72 43654.46 31.92 3.61 11.54 SMI 1189.20 0.77 919.38 1.16 1062.15 43654.46 41.10 1.28 5.26 SOFR 2407.88 0.06 143.24 1.00 143.24 43654.46 304.76 -6.29 -191.61 SOYBEAN 518.88 0.90 469.26 1.00 469.26 43654.46 93.03 -16.65 -154.85 SOYMEAL 303.40 1.25 379.19 1.00 379.19 43654.46 115.12 -20.00 -230.25 SOYOIL 271.50 1.64 446.31 1.00 446.31 43654.46 97.81 -1.56 -15.28 SP400 3155.20 0.74 2326.00 1.00 2326.00 43654.46 18.77 1.68 3.15 SP500_micro 289.80 0.63 182.25 1.00 182.25 43654.46 239.52 -0.25 -5.91 SUGAR11 227.14 1.51 343.35 1.00 343.35 43654.46 127.14 2.00 25.39 US10 1104.22 0.34 376.56 1.00 376.56 43654.46 115.93 -7.09 -82.14 US10U 1137.03 0.46 518.24 1.00 518.24 43654.46 84.24 -7.12 -59.97 US2 2057.58 0.10 200.67 1.00 200.67 43654.46 217.54 -8.23 -178.94 US20 1182.19 0.67 795.20 1.00 795.20 43654.46 54.90 -3.87 -21.26 US30 1261.25 0.97 1218.04 1.00 1218.04 43654.46 35.84 -3.63 -13.01 US5 1071.56 0.23 241.70 1.00 241.70 43654.46 180.61 -7.33 -132.39 VIX 185.00 3.13 578.93 1.00 578.93 43654.46 75.41 -9.25 -69.75 WHEAT 317.50 1.25 395.88 1.00 395.88 43654.46 110.27 -14.72 -162.27 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -45.350 0.010 2.5 -1.177 BITCOIN 43.138 0.043 2.5 4.671 BOBL -40.836 0.004 2.5 -0.414 BTP -4.175 0.014 2.5 -0.142 BUND -67.302 0.004 2.5 -0.682 BUXL -11.761 0.004 2.5 -0.119 CAC -49.135 0.014 2.5 -1.676 CAD -243.215 0.010 2.5 -6.310 CANOLA -257.227 0.010 2.5 -6.258 CHF -62.022 0.010 2.5 -1.609 COCOA 37.579 0.009 2.5 0.805 COFFEE -7.189 0.005 2.5 -0.084 COPPER -3.232 0.043 2.5 -0.350 CORN -383.389 0.010 2.5 -9.327 COTTON2 -187.739 0.009 2.5 -4.021 CRUDE_W 1.946 0.043 2.5 0.211 DAX 332.464 0.014 2.5 11.340 DOW -8.701 0.009 2.5 -0.202 DX 56.421 0.010 2.5 1.464 EUR -26.800 0.010 2.5 -0.695 EURIBOR-ICE 161.428 0.014 2.5 5.506 EUROSTX -23.141 0.014 2.5 -0.789 FEEDCOW -8.862 0.013 2.5 -0.294 GASOIL -9.790 0.017 2.5 -0.424 GASOLINE 4.083 0.017 2.5 0.177 GAS_US_mini -256.663 0.043 2.5 -27.793 GBP -0.673 0.010 2.5 -0.017 GOLD_micro 212.063 0.014 2.5 7.233 HEATOIL -15.918 0.017 2.5 -0.690 JGB-SGX-mini 50.946 0.043 2.5 5.517 JPY -55.195 0.010 2.5 -1.432 LEANHOG 176.112 0.024 2.5 10.703 LIVECOW 43.881 0.013 2.5 1.454 LUMBER-new 96.086 0.009 2.5 2.058 MILK -8.192 0.009 2.5 -0.175 MXP -94.802 0.059 2.5 -13.914 NASDAQ_micro -22.196 0.009 2.5 -0.516 NIKKEI 78.836 0.043 2.5 8.537 NZD -63.336 0.010 2.5 -1.643 OAT 5.902 0.014 2.5 0.201 OATIES 118.637 0.010 2.5 2.886 OJ 31.752 0.009 2.5 0.680 PALLAD 4.044 0.014 2.5 0.138 PLAT -2.090 0.014 2.5 -0.071 REDWHEAT -165.718 0.005 2.5 -2.198 RICE -238.986 0.010 2.5 -5.814 ROBUSTA -1.805 0.005 2.5 -0.021 RUSSELL 139.502 0.013 2.5 4.623 SHATZ -268.043 0.004 2.5 -2.718 SILVER-mini 11.536 0.014 2.5 0.393 SMI 5.264 0.014 2.5 0.180 SOFR -191.610 0.024 2.5 -11.645 SOYBEAN -154.849 0.004 2.5 -1.440 SOYMEAL -230.248 0.004 2.5 -2.141 SOYOIL -15.285 0.004 2.5 -0.142 SP400 3.146 0.013 2.5 0.104 SP500_micro -5.907 0.009 2.5 -0.137 SUGAR11 25.390 0.009 2.5 0.540 US10 -82.139 0.005 2.5 -1.041 US10U -59.972 0.005 2.5 -0.760 US2 -178.940 0.005 2.5 -2.267 US20 -21.261 0.005 2.5 -0.269 US30 -13.009 0.005 2.5 -0.165 US5 -132.392 0.005 2.5 -1.678 VIX -69.752 0.099 2.5 -17.217 WHEAT -162.271 0.005 2.5 -2.153 ===================== Position diags ===================== AUD 2.94 BITCOIN 29.29 BOBL 1.65 BTP 2.54 BUND 0.87 BUXL 0.34 CAC 2.27 CAD 4.51 CANOLA 8.99 CHF 1.84 COCOA 0.68 COFFEE 0.32 COPPER 3.78 CORN 5.44 COTTON2 2.15 CRUDE_W 3.97 DAX 10.19 DOW 7.92 DX 3.25 EUR 2.05 EURIBOR-ICE 12.10 EUROSTX 3.26 FEEDCOW 1.79 GASOIL 1.57 GASOLINE 1.09 GAS_US_mini 19.80 GBP 2.99 GOLD_micro 8.26 HEATOIL 1.05 JGB-SGX-mini 34.85 JPY 1.92 LEANHOG 7.11 LIVECOW 3.60 LUMBER-new 4.67 MILK 1.97 MXP 32.79 NASDAQ_micro 3.03 NIKKEI 14.55 NZD 3.15 OAT 2.85 OATIES 4.02 OJ 0.81 PALLAD 0.49 PLAT 1.86 REDWHEAT 1.25 RICE 4.00 ROBUSTA 0.67 RUSSELL 13.24 SHATZ 4.67 SILVER-mini 1.09 SMI 1.40 SOFR 18.52 SOYBEAN 0.87 SOYMEAL 1.07 SOYOIL 0.91 SP400 0.62 SP500_micro 5.57 SUGAR11 2.70 US10 1.47 US10U 1.07 US2 2.76 US20 0.70 US30 0.45 US5 2.29 VIX 18.61 WHEAT 1.46 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -1.2 -1.5 -0.9 -2.0 -2 BITCOIN 4.7 1.7 7.6 0.0 0 BOBL -0.4 -0.6 -0.2 0.0 0 BTP -0.1 -0.4 0.1 0.0 0 BUND -0.7 -0.8 -0.6 0.0 0 BUXL -0.1 -0.2 -0.1 -1.0 -1 CAC -1.7 -1.9 -1.4 0.0 0 CAD -6.3 -6.8 -5.9 -3.0 -3 CANOLA -6.3 -7.2 -5.4 -2.0 -2 CHF -1.6 -1.8 -1.4 -3.0 -3 COCOA 0.8 0.7 0.9 1.0 1 COFFEE -0.1 -0.1 -0.1 0.0 0 COPPER -0.4 -0.7 0.0 -1.0 -1 CORN -9.3 -9.9 -8.8 -7.0 -7 COTTON2 -4.0 -4.2 -3.8 -4.0 -4 CRUDE_W 0.2 -0.2 0.6 -1.0 -1 DAX 11.3 10.3 12.4 1.0 1 DOW -0.2 -1.0 0.6 -2.0 -2 DX 1.5 1.1 1.8 0.0 0 EUR -0.7 -0.9 -0.5 -3.0 -3 EURIBOR-ICE 5.5 4.3 6.7 0.0 0 EUROSTX -0.8 -1.1 -0.5 0.0 0 FEEDCOW -0.3 -0.5 -0.1 1.0 1 GASOIL -0.4 -0.6 -0.3 -1.0 -1 GASOLINE 0.2 0.1 0.3 0.0 0 GAS_US_mini -27.8 -29.8 -25.8 -21.0 -21 GBP -0.0 -0.3 0.3 -1.0 -1 GOLD_micro 7.2 6.4 8.1 6.0 6 HEATOIL -0.7 -0.8 -0.6 -1.0 -1 JGB-SGX-mini 5.5 2.0 9.0 0.0 0 JPY -1.4 -1.6 -1.2 -3.0 -3 LEANHOG 10.7 10.0 11.4 9.0 9 LIVECOW 1.5 1.1 1.8 1.0 1 LUMBER-new 2.1 1.6 2.5 0.0 0 MILK -0.2 -0.4 0.0 1.0 1 MXP -13.9 -17.2 -10.6 -7.0 -7 NASDAQ_micro -0.5 -0.8 -0.2 0.0 0 NIKKEI 8.5 7.1 10.0 4.0 4 NZD -1.6 -2.0 -1.3 0.0 0 OAT 0.2 -0.1 0.5 2.0 2 OATIES 2.9 2.5 3.3 NaN 0 OJ 0.7 0.6 0.8 1.0 1 PALLAD 0.1 0.1 0.2 0.0 0 PLAT -0.1 -0.3 0.1 0.0 0 REDWHEAT -2.2 -2.3 -2.1 0.0 0 RICE -5.8 -6.2 -5.4 NaN 0 ROBUSTA -0.0 -0.1 0.0 0.0 0 RUSSELL 4.6 3.3 5.9 0.0 0 SHATZ -2.7 -3.2 -2.3 NaN 0 SILVER-mini 0.4 0.3 0.5 1.0 1 SMI 0.2 0.0 0.3 0.0 0 SOFR -11.6 -13.5 -9.8 NaN 0 SOYBEAN -1.4 -1.5 -1.4 -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 0.2 2.0 2 SP500_micro -0.1 -0.7 0.4 1.0 1 SUGAR11 0.5 0.3 0.8 2.0 2 US10 -1.0 -1.2 -0.9 0.0 0 US10U -0.8 -0.9 -0.7 0.0 0 US2 -2.3 -2.5 -2.0 NaN 0 US20 -0.3 -0.3 -0.2 0.0 0 US30 -0.2 -0.2 -0.1 -4.0 -4 US5 -1.7 -1.9 -1.4 -2.0 -2 VIX -17.2 -19.1 -15.4 -9.0 -9 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 -0.0 0.0 -0.1 0.1 0.1 -0.1 0.1 -0.2 -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 -0.1 -0.0 -0.3 -0.3 -0.0 -0.2 0.1 -0.2 0.2 -0.1 BITCOIN 0.5 0.4 -0.1 0.1 -0.0 0.1 0.0 0.0 0.1 -0.0 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 0.3 0.1 -0.1 0.4 0.5 -0.1 -0.2 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 -0.1 -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 -0.2 -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 0.4 0.6 0.3 -0.7 -0.4 0.2 0.4 BUND -0.5 -0.4 0.2 -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 -0.2 -0.3 0.1 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.1 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.3 -0.0 0.0 0.0 -0.0 0.0 -0.0 0.2 0.4 0.3 0.3 -0.1 -0.7 -0.7 -0.2 -0.2 CAC -0.3 0.1 -0.2 0.0 -0.0 0.1 -0.1 0.3 -0.0 -0.1 -0.3 -0.2 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -1.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 0.2 -0.1 -0.3 -0.3 -0.4 0.2 0.2 -0.2 -0.1 CAD -0.6 -0.5 0.1 -0.0 0.0 -0.0 -0.0 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 -0.1 -0.3 -0.2 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.3 -0.2 -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 -0.1 -0.0 0.0 -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 -0.0 0.4 0.3 0.3 -0.2 -0.4 0.0 -0.3 CHF -0.5 -0.6 0.3 -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 -0.0 0.1 -0.1 0.7 -0.0 0.0 0.0 -0.0 0.1 -0.1 -1.1 0.1 0.0 -0.5 0.6 -0.4 -0.4 -0.7 -0.5 COCOA 0.2 0.2 0.4 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 0.1 0.0 0.1 0.2 0.1 0.1 0.4 0.4 0.4 0.4 0.1 0.1 0.1 0.4 0.1 -2.7 0.0 0.0 0.1 0.0 0.3 0.0 1.1 0.3 0.5 0.2 0.3 0.7 0.7 0.7 0.7 COFFEE -0.3 -0.2 0.1 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 0.0 0.4 -0.1 0.6 -0.1 0.0 0.0 0.1 0.1 0.1 0.0 0.1 -0.0 0.5 -0.1 -2.7 0.0 0.0 0.2 -0.0 0.4 -0.0 0.2 -0.0 -0.0 -0.2 0.5 -0.3 -0.2 -0.0 -0.0 COPPER -0.3 0.4 -0.1 0.0 -0.0 0.1 0.0 0.0 0.0 0.1 -0.1 -0.0 -0.0 0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.0 0.1 0.0 -2.5 0.0 0.0 0.1 0.0 0.1 0.0 0.2 0.3 -0.6 -0.0 -0.3 0.6 0.3 0.4 0.7 CORN -0.3 0.2 -0.3 -0.0 -0.0 -0.1 -0.0 -0.3 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 0.1 -0.6 -0.6 -0.4 0.2 -0.1 0.4 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 -0.3 -0.4 -0.1 0.1 -0.6 -0.4 -0.4 -0.3 CRUDE_W -0.1 0.1 -0.4 -0.0 0.1 -0.1 0.0 -0.1 0.0 0.1 -0.2 -0.0 -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 0.1 -0.1 0.0 -0.1 -0.0 0.5 -0.1 -0.1 -0.0 0.0 -0.1 0.3 -0.1 0.4 DAX -0.1 0.4 0.3 0.0 -0.0 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 0.0 -0.0 0.2 -0.0 0.3 0.0 -0.3 0.0 0.4 0.4 0.3 0.7 0.3 0.3 0.1 DOW -0.5 0.1 0.4 0.0 -0.0 0.1 -0.1 0.3 -0.0 -0.1 0.4 -0.1 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 -0.0 0.2 -0.0 0.3 -0.0 -0.4 -0.3 0.1 0.3 0.6 0.4 0.2 -0.4 -0.3 DX 0.6 0.6 -0.3 -0.0 0.0 -0.0 -0.0 0.0 -0.1 -0.2 0.0 0.1 0.2 0.2 0.1 0.1 0.1 0.1 0.1 0.2 0.0 0.0 -0.0 0.2 -2.7 0.1 -0.0 0.0 0.0 -0.0 0.1 0.7 -0.1 0.6 0.6 -0.3 0.1 0.3 0.1 0.4 EUR -0.4 -0.6 0.1 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.2 -0.1 0.0 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.0 -0.1 2.7 -0.1 0.1 -0.0 0.0 0.0 -0.0 -0.5 0.5 0.1 -0.4 0.1 -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 -0.1 1.5 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.3 -0.2 0.2 0.3 0.3 -0.3 -0.6 0.3 0.2 EUROSTX -0.3 0.1 -0.1 0.0 -0.0 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 -0.1 0.3 0.0 -0.2 -0.1 -0.3 0.2 0.1 -0.7 -0.3 FEEDCOW -0.1 0.6 -0.4 -0.0 -0.0 -0.1 -0.0 -0.3 0.0 -0.1 -0.2 -0.1 -0.5 0.1 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 -0.5 -0.2 0.6 -0.6 0.4 0.7 0.7 0.7 GASOIL -0.0 0.2 -0.5 -0.0 0.1 -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 0.1 -0.2 0.0 0.5 -0.0 0.1 -0.1 0.0 -0.1 0.0 0.0 0.2 0.0 -0.2 -0.3 -0.0 -0.3 0.1 -0.4 GASOLINE -0.1 0.3 -0.3 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.2 -0.0 -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 0.1 0.2 0.1 0.4 0.2 0.6 GAS_US_mini -0.4 0.1 0.2 -0.0 0.1 -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 -0.5 -0.6 -0.6 0.0 -0.4 -0.7 -0.2 -0.6 GBP -0.5 -0.4 0.2 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.1 0.3 -0.1 0.5 -0.2 -0.0 0.0 -0.0 0.0 0.0 -0.1 0.1 -0.0 0.3 -0.1 -0.3 -0.0 0.0 0.1 -0.0 0.2 -0.1 0.1 0.1 0.2 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 0.3 0.1 -0.7 0.1 0.6 0.6 0.6 0.7 0.0 0.5 0.2 HEATOIL -0.0 0.4 -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 -0.0 -0.1 0.1 -0.2 0.0 -2.3 -0.0 0.1 -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 -0.2 -0.2 0.3 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.1 0.1 0.1 0.1 -0.1 0.0 0.3 0.3 0.3 0.3 0.0 0.0 0.0 0.1 -0.0 -1.6 0.0 0.1 0.0 0.0 0.0 -0.0 1.1 0.5 0.4 0.4 0.2 -0.7 -0.3 -0.7 -0.1 JPY -0.6 -0.6 0.4 -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 -0.0 -0.1 -0.1 2.7 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -1.1 -0.1 -0.1 -0.4 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 0.1 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 0.0 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 -0.2 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 -0.5 -0.1 0.6 0.4 -0.2 0.7 0.1 0.7 LUMBER-new 0.5 0.7 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 -0.5 -0.4 -0.4 -0.4 0.2 0.0 0.2 -0.3 0.2 NaN 0.1 0.1 0.0 0.1 -0.1 0.1 -1.2 0.6 0.7 0.6 0.7 0.3 0.1 0.5 0.3 MILK -0.6 -0.5 0.5 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 -0.1 0.3 -0.2 0.3 -0.2 0.0 0.2 -0.0 0.4 0.2 -0.0 0.1 -0.2 0.3 -0.2 2.0 -0.0 -0.1 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 -0.0 -0.4 -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 -0.0 1.1 -0.1 -0.1 0.2 -0.6 0.5 0.6 0.7 0.7 NASDAQ_micro -0.1 0.3 0.2 0.0 -0.0 0.1 -0.1 0.2 -0.0 -0.0 0.2 -0.1 0.4 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 -0.0 0.4 0.0 -2.7 0.0 -0.0 0.1 -0.0 0.3 0.0 -0.3 0.0 0.2 0.4 -0.1 0.3 0.1 -0.3 -0.1 NIKKEI -0.1 0.3 0.1 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 0.1 -0.0 0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 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 -0.2 -0.2 -0.2 -0.1 0.0 -0.3 0.1 -0.1 OAT -0.3 -0.4 0.2 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 0.2 0.1 0.1 0.1 -0.1 -0.0 -0.1 -0.0 -0.1 0.5 -0.0 -0.0 -0.0 -0.1 0.0 -0.0 0.7 -0.0 0.2 0.2 -0.1 -0.3 -0.5 0.3 0.2 OATIES -0.1 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 0.1 -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 0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 -0.1 0.5 0.0 0.7 0.1 0.2 0.3 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 0.5 0.0 0.9 -0.2 0.3 -0.2 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 -0.1 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 0.0 1.9 0.0 -0.0 0.0 -0.0 -0.0 0.0 0.3 0.1 0.1 0.0 0.1 -0.4 -0.7 -0.7 -0.7 PLAT 0.1 0.3 0.0 0.0 -0.0 0.0 0.0 0.0 0.0 -0.1 -0.1 -0.0 -0.1 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.0 0.0 0.0 0.7 0.0 -0.0 0.0 -0.0 0.0 0.0 0.1 -0.2 -0.1 -0.2 -0.3 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 -0.0 -0.4 -0.1 -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 -0.3 -0.1 -1.0 -0.2 -0.6 -0.3 -0.2 -0.7 -0.7 -0.7 -0.7 RICE -0.4 -0.3 -0.3 -0.0 -0.0 -0.1 -0.0 -0.3 0.0 -0.2 0.2 -0.2 0.4 -0.2 -0.1 -0.2 0.4 -0.1 0.2 -0.1 -0.0 -0.2 0.2 -0.2 -2.1 -0.1 -0.1 -0.1 -0.2 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 -0.0 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 -0.1 -0.5 -0.3 0.4 0.3 -0.0 0.5 0.2 RUSSELL -0.1 0.1 0.2 0.0 -0.0 0.1 -0.1 0.3 -0.0 0.1 0.3 -0.1 0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.3 0.0 0.0 0.0 0.0 0.2 0.0 0.3 0.0 0.0 0.4 0.4 0.3 0.6 -0.1 -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 0.0 -0.0 0.0 -0.0 -1.1 -0.2 0.1 0.2 0.2 -0.4 -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 -0.4 0.1 0.2 0.1 0.2 -0.1 -0.2 0.3 SMI -0.2 -0.2 -0.1 0.0 -0.0 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 -0.1 0.6 -0.3 -0.0 -0.4 0.2 -0.2 0.0 -0.7 -0.2 SOFR -0.6 -0.6 0.2 -0.0 -0.0 0.0 -0.0 0.0 -0.1 -0.1 0.1 -0.1 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 -0.0 0.0 -0.1 0.3 -0.2 -0.5 -0.6 -0.3 0.1 -0.4 0.7 0.5 SOYBEAN -0.4 0.1 -0.5 -0.0 -0.0 -0.1 -0.0 -0.2 0.0 0.1 -0.4 -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 0.1 -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 -0.2 -0.4 -0.6 -0.6 -0.2 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.2 0.6 0.2 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 0.0 -0.1 0.1 -0.3 0.1 0.0 -0.0 0.0 -0.0 0.0 0.1 -0.0 0.1 -0.2 0.1 -2.6 0.0 0.0 0.0 0.0 -0.1 0.0 -0.1 0.4 0.2 0.3 0.0 0.1 -0.2 0.4 -0.0 SP400 -0.2 0.2 0.2 0.0 -0.0 0.1 -0.1 0.3 -0.0 0.0 0.3 -0.1 0.6 0.1 0.1 -0.2 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.4 0.0 -1.8 0.0 0.0 0.2 -0.0 0.3 0.0 -0.0 0.2 0.4 0.5 0.6 0.2 -0.2 -0.5 -0.7 SP500_micro -0.3 0.3 0.3 0.0 -0.0 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 0.0 -0.0 0.2 -0.1 0.4 -0.0 -0.5 -0.3 0.2 0.5 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 -0.1 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 -0.0 0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 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 0.5 0.3 US10U -0.6 -0.6 0.2 -0.0 -0.0 0.0 -0.0 0.0 -0.1 -0.0 0.0 -0.1 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 -0.0 -0.2 -0.2 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.1 -0.0 -0.4 -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 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.0 -0.1 -0.0 -0.2 1.8 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -1.1 -0.2 -0.3 -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 -0.1 -0.4 -0.0 0.0 -0.0 -0.0 0.0 -0.0 0.2 0.1 -0.2 -0.4 -0.3 -0.0 -0.4 0.7 0.7 US30 -0.4 -0.6 0.1 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 -0.3 -0.0 0.0 -0.0 -0.0 0.0 -0.0 -0.1 0.3 -0.1 -0.3 -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 -0.0 0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.0 -0.1 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 0.0 -0.2 0.0 -0.1 -0.3 -0.1 -0.7 -0.0 -0.1 -0.2 -0.6 -0.2 -0.5 0.0 0.0 0.0 -0.3 0.0 NaN 0.0 -0.1 0.1 0.0 -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 -0.0 -0.5 -0.1 0.6 -0.0 0.0 -0.1 -0.0 -0.3 -0.0 -1.1 0.0 -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 -8.7 3.5 -3.4 2.4 -0.5 -2.7 0.7 -5.3 6.5 2.0 -13.5 2.4 -17.8 -7.0 -0.2 -1.8 -0.5 -1.1 -10.4 -1.3 -10.9 1.1 -17.4 3.0 -3.9 3.0 -0.4 -4.1 0.7 -6.6 -0.0 -11.8 -9.3 -0.0 -7.7 3.5 -6.9 6.4 -2.4 BITCOIN 15.2 13.3 -2.6 5.8 -3.0 2.9 0.7 0.4 5.0 -5.0 2.6 11.9 11.4 16.9 14.9 -6.5 -6.8 -6.3 -6.4 15.0 8.1 8.8 11.4 18.2 -20.0 5.7 -0.8 3.5 3.8 7.0 7.4 -2.3 15.8 14.9 -3.9 -4.7 4.8 -1.6 2.1 2.9 BOBL -16.6 -12.1 11.4 -1.8 -1.5 0.4 -2.9 0.8 -3.3 -9.5 3.1 -10.4 -1.4 -9.5 -1.1 18.1 -5.3 9.1 0.4 -4.1 1.2 -13.7 0.5 -10.8 3.8 -1.4 -4.5 0.8 -5.3 0.9 -4.2 -0.2 -7.3 -1.2 5.3 2.5 -16.6 -15.3 1.9 -1.1 BTP -12.5 -5.4 5.9 -2.9 -2.4 0.6 -4.7 1.3 -5.4 -15.1 11.7 -15.9 15.3 -9.5 6.0 7.3 5.0 6.3 5.1 2.7 9.3 -15.6 10.9 -7.9 -20.0 2.0 -7.1 5.3 -7.6 6.1 -3.6 14.1 -5.4 12.3 20.0 9.3 -20.0 -12.4 6.3 11.2 BUND -15.8 -13.2 7.3 -2.1 -1.7 0.4 -3.4 0.9 -3.9 -10.5 3.1 -12.0 1.0 -11.7 -3.0 -20.0 -6.5 -16.9 -11.5 -5.7 0.6 -13.9 0.9 -12.3 1.2 -2.2 -4.3 0.6 -5.9 1.3 -5.1 -9.2 -4.2 -0.3 5.8 -0.4 -20.0 -18.1 -0.1 -0.5 BUXL -7.5 -10.4 4.5 -2.3 -1.9 0.5 -3.8 1.0 -4.3 6.9 1.1 -6.3 0.3 -10.1 -4.3 0.2 -1.5 -0.2 -1.0 -4.7 -1.2 -2.4 -1.4 -6.3 -2.0 -2.5 2.6 0.1 -1.2 0.9 -3.5 3.3 15.8 9.5 8.5 -3.5 -20.0 -20.0 -5.1 -6.5 CAC -8.4 2.2 -6.9 1.1 -3.6 4.9 -6.9 8.2 -3.6 -9.9 -9.3 -14.4 -0.9 -13.6 -1.9 -5.2 -3.3 -5.5 -4.6 -8.0 -7.8 -15.1 -3.3 -11.7 -7.3 -4.2 -6.3 -3.7 -9.0 -0.4 -6.6 4.5 -3.1 -7.9 -9.2 -13.0 5.2 5.5 -7.2 -3.0 CAD -18.8 -16.0 2.5 -4.2 3.0 -0.6 -3.3 0.9 -6.6 8.6 -13.5 -16.2 -17.4 -20.0 -19.2 -6.4 -4.1 -5.5 -4.9 -20.0 -13.2 -15.1 -9.6 -20.0 -0.4 -6.8 3.1 -3.4 -4.6 -2.3 -8.6 -5.2 -9.4 -20.0 -20.0 -14.2 -0.7 -8.2 -4.4 -5.1 CANOLA 8.4 18.6 0.7 -0.2 -1.1 -1.9 -0.7 -3.0 0.0 -5.9 -0.5 4.4 -7.0 8.2 3.0 -16.9 -12.0 -15.0 -14.1 5.0 -0.4 1.3 -6.0 6.0 -16.4 2.8 -2.1 0.8 0.6 -1.7 2.6 -20.0 -0.3 12.5 9.6 9.7 -5.0 -12.3 0.8 -7.6 CHF -16.0 -18.7 10.0 -3.2 2.3 -0.5 -2.6 0.7 -5.1 13.8 4.8 -10.2 -2.1 -17.1 -1.9 -16.0 -16.1 -15.5 -15.6 -8.8 1.3 -5.3 2.5 -13.8 5.4 -3.0 2.0 1.0 -1.9 1.7 -5.0 -20.0 3.9 0.3 -14.0 17.8 -12.0 -13.5 -20.0 -13.5 COCOA 6.8 6.1 11.7 -0.1 -0.9 -1.7 -0.6 -2.6 0.0 7.3 1.2 4.8 4.3 4.8 4.9 20.0 20.0 20.0 20.0 6.2 7.8 7.4 13.7 6.8 -20.0 2.6 2.3 4.0 2.7 8.0 2.5 20.0 11.7 15.7 5.4 10.4 20.0 19.9 20.0 20.0 COFFEE -10.1 -6.2 3.1 -0.3 -2.0 -3.7 -1.4 -5.8 0.0 5.2 13.1 -10.0 15.9 -9.0 2.8 1.7 5.1 2.7 3.8 2.5 13.2 -5.2 19.2 -5.5 -20.0 0.8 2.4 6.6 -2.9 11.2 -3.3 4.6 -0.6 -1.4 -5.0 14.9 -10.0 -7.4 -1.0 -0.5 COPPER -8.8 11.4 -2.2 3.7 -1.9 1.9 0.4 0.2 3.2 12.2 -3.8 -2.0 -0.0 1.0 3.2 -4.2 -3.3 -3.8 -3.3 2.4 3.0 4.4 4.9 1.2 -18.7 2.5 5.2 2.8 2.1 3.1 1.4 3.7 13.1 -20.0 -1.5 -7.8 17.4 10.4 13.4 19.9 CORN -8.2 6.9 -9.9 -0.4 -2.5 -4.5 -1.7 -7.1 0.0 -0.5 -17.2 -9.4 -20.0 -10.6 -5.8 -9.6 -14.5 -13.2 -15.2 -10.9 -20.0 -3.1 -20.0 -7.1 -12.7 -6.6 1.4 -10.3 -1.8 -14.2 -4.6 -20.0 6.1 -19.5 -18.0 -13.7 5.9 -3.0 10.6 0.9 COTTON2 -9.3 5.5 7.5 -0.3 -2.2 -4.0 -1.5 -6.3 0.0 -12.3 -16.5 -15.4 -17.2 -4.3 1.6 -16.0 -6.4 -13.5 -10.4 -3.8 -9.5 -9.3 -17.6 -7.4 -20.0 -2.3 -3.1 -3.2 -6.0 -4.0 -5.0 -17.4 -14.3 -13.8 -3.6 2.4 -17.2 -13.4 -10.6 -8.7 CRUDE_W -2.7 4.6 -11.6 -1.3 6.2 -3.2 2.2 -2.4 0.4 10.1 -7.1 -3.0 -2.0 0.6 -6.3 3.1 10.7 6.6 9.0 -4.8 -6.6 2.1 -3.4 -1.7 -1.3 -1.9 5.9 -3.7 1.3 -2.5 -0.7 9.1 -3.0 -1.9 -0.9 1.4 -2.4 8.4 -2.5 12.9 DAX -4.5 11.5 7.8 1.2 -3.9 5.3 -7.3 8.7 -3.8 -5.9 15.8 -8.6 18.3 9.5 16.4 -8.6 -9.9 -8.6 -9.0 12.7 15.0 -9.0 16.9 2.4 9.8 4.5 -3.9 5.9 -4.5 7.9 0.3 -5.4 0.6 11.5 13.8 9.0 20.0 8.7 7.6 2.2 DOW -16.0 3.5 12.3 1.0 -3.2 4.3 -6.0 7.2 -3.1 -5.6 13.5 -12.8 16.2 1.9 11.5 -10.4 -10.7 -10.1 -10.2 8.9 15.8 -12.2 18.0 -3.9 -13.8 3.5 -2.6 6.4 -4.5 7.7 -1.4 -7.0 -10.8 3.2 10.7 20.0 10.7 5.5 -11.3 -7.9 DX 20.0 20.0 -7.8 -3.7 2.7 -0.5 -2.9 0.8 -5.8 -17.7 1.0 8.2 6.1 18.9 12.0 6.7 6.7 6.3 6.4 18.6 4.0 4.3 -0.3 20.0 -20.0 4.7 -5.0 0.9 0.9 -0.2 5.8 13.8 -4.4 20.0 20.0 -9.8 2.3 8.9 2.1 12.3 EUR -12.6 -18.3 3.3 -3.8 2.8 -0.6 -3.0 0.8 -6.0 18.5 -3.2 0.0 -4.2 -16.2 -13.2 -7.3 -7.1 -7.0 -7.0 -13.7 -4.4 3.5 -0.3 -12.9 20.0 -4.7 7.7 -1.0 1.5 0.8 -4.5 -9.6 20.0 2.7 -12.5 1.6 -5.6 -19.1 -11.5 -20.0 EURIBOR-ICE -12.2 -9.7 15.3 -1.5 -1.3 0.3 -2.6 0.7 -2.9 -8.0 5.9 -7.9 5.6 -5.9 3.8 5.3 -0.7 4.0 1.8 1.4 6.1 -10.5 5.9 -5.5 11.1 0.7 -5.2 2.6 -4.4 2.6 -2.3 6.3 -7.7 5.3 10.2 9.6 -7.5 -16.6 8.8 5.6 EUROSTX -10.4 3.6 -3.1 1.0 -3.4 4.6 -6.4 7.7 -3.4 -7.3 3.9 -12.2 12.1 -3.5 5.5 -3.7 -3.3 -4.0 -4.0 -1.5 1.4 -12.0 7.2 -7.1 -2.9 -1.2 -6.3 1.2 -7.9 6.1 -4.7 4.7 0.9 -5.7 -1.9 -8.9 6.5 2.5 -20.0 -9.7 FEEDCOW -3.8 20.0 -11.5 -0.4 -2.5 -4.5 -1.8 -7.1 0.0 -12.7 -6.0 -13.2 -12.8 13.7 2.4 15.5 -6.0 16.2 7.9 4.8 -8.0 -9.1 -14.4 2.9 -10.7 1.1 -3.4 -2.8 -3.5 -4.0 0.4 -2.3 -19.8 -7.3 20.0 -20.0 13.5 20.0 20.0 20.0 GASOIL -0.4 6.8 -14.9 -1.2 5.7 -3.0 2.1 -2.2 0.4 13.5 -11.0 1.8 -4.5 1.5 -8.4 0.8 7.1 1.4 2.7 -5.8 -9.5 8.4 -6.2 0.3 3.6 -3.1 8.8 -5.1 4.0 -3.6 0.0 0.1 7.6 0.4 -5.8 -8.7 -0.2 -8.3 1.6 -13.3 GASOLINE -3.3 8.6 -10.5 -1.2 5.3 -2.8 1.9 -2.0 0.3 10.8 -6.4 -2.8 -1.1 1.0 -2.7 1.3 20.0 13.1 20.0 -2.1 -3.7 2.7 -1.4 -0.3 -18.6 0.4 5.2 -0.7 1.5 -0.1 0.6 20.0 -1.8 0.3 4.5 7.2 2.5 11.0 6.3 18.6 GAS_US_mini -12.1 3.1 7.1 -1.6 7.4 -3.8 2.7 -2.8 0.5 -14.4 -17.8 -16.2 -19.8 -15.8 -15.7 -20.0 -20.0 -20.0 -20.0 -12.8 -12.7 -17.4 -19.8 -15.9 20.0 -5.6 -6.8 -4.7 -7.9 -5.9 -7.4 -20.0 -20.0 -20.0 -17.9 0.4 -11.7 -20.0 -7.2 -17.6 GBP -15.0 -12.4 5.3 -3.9 2.8 -0.6 -3.1 0.8 -6.1 12.7 9.7 -7.5 13.2 -19.1 -2.5 0.3 -0.3 0.3 0.0 -4.8 7.0 -5.1 11.7 -12.0 -2.3 -1.7 4.4 4.0 -2.2 6.2 -5.2 2.3 4.3 5.2 2.5 11.1 4.3 -20.0 13.9 -20.0 GOLD_micro 5.8 15.3 20.0 5.0 -2.5 2.5 0.6 0.3 4.2 -8.0 20.0 11.1 20.0 16.8 19.9 -14.2 -13.6 -13.7 -13.2 20.0 20.0 10.7 20.0 20.0 -15.7 7.5 -0.8 7.4 2.5 7.0 5.9 -13.8 3.0 20.0 20.0 20.0 20.0 0.8 15.0 6.3 HEATOIL -0.5 11.0 -11.3 -1.2 5.5 -2.8 2.0 -2.1 0.3 12.7 -10.4 0.1 -7.4 -1.1 -7.3 -2.4 2.9 -4.0 -2.8 -3.9 -7.9 7.1 -6.6 1.3 -17.3 -0.7 7.3 -3.4 3.8 -3.2 1.4 -8.5 6.9 0.7 0.9 -0.6 -2.6 3.8 -1.1 5.6 JGB-SGX-mini -7.6 -5.6 10.8 -1.9 -1.6 0.4 -3.1 0.9 -3.6 9.7 5.0 4.7 3.5 -5.9 4.0 16.9 16.2 14.1 14.7 0.4 3.4 4.1 3.1 -1.0 -12.1 0.1 5.7 1.2 2.4 0.4 -0.3 20.0 20.0 11.7 11.8 4.7 -19.9 -9.2 -20.0 -3.9 JPY -20.0 -20.0 11.5 -1.5 1.1 -0.2 -1.2 0.3 -2.4 4.8 -0.2 -5.8 -3.9 -8.7 -3.0 -10.7 -14.0 -11.2 -12.3 -8.2 -2.9 -5.0 -4.0 -10.8 20.0 -1.9 0.8 -0.5 -1.2 -1.0 -2.7 -20.0 -2.8 -3.3 -11.2 9.6 -20.0 -20.0 -17.0 -20.0 LEANHOG 14.3 20.0 18.0 -0.4 -2.8 -5.0 -2.0 -8.0 0.0 9.7 4.3 20.0 -1.0 20.0 20.0 -16.5 17.7 20.0 20.0 20.0 18.6 20.0 -2.0 20.0 2.4 8.6 1.3 4.6 6.9 0.5 9.5 20.0 20.0 20.0 20.0 20.0 0.7 -5.2 5.0 0.8 LIVECOW -6.9 20.0 6.1 -0.4 -2.8 -5.1 -2.0 -8.0 0.0 -20.0 20.0 -20.0 16.0 17.1 20.0 -3.8 7.3 1.5 5.9 20.0 20.0 -15.4 18.5 6.4 -20.0 5.3 -9.9 5.6 -6.3 5.9 1.0 9.2 -20.0 -4.4 20.0 13.1 -5.4 20.0 1.9 20.0 LUMBER-new 12.3 17.5 10.8 -0.3 -2.2 -4.0 -1.6 -6.0 0.0 15.9 -7.1 18.3 -10.6 19.5 18.9 -19.5 -18.3 -19.1 -18.6 15.0 2.1 20.0 -9.1 20.0 NaN 6.0 9.9 1.5 11.5 -2.4 9.2 -20.0 20.0 20.0 17.1 20.0 6.7 1.8 12.9 6.7 MILK -20.0 -15.8 15.7 -0.2 -1.6 -2.8 -1.1 -4.5 0.0 -13.2 10.1 -14.6 8.9 -13.9 0.6 9.7 -2.5 20.0 11.5 -3.8 9.9 -20.0 10.7 -16.9 14.7 -1.6 -6.9 2.6 -7.1 2.7 -5.5 3.0 -20.0 -16.6 -20.0 15.2 -3.7 -20.0 2.2 -20.0 MXP -10.0 -2.3 -18.8 -2.5 1.8 -0.4 -2.0 0.5 -3.9 -3.3 -13.1 -11.4 -10.0 -10.0 -12.6 11.9 13.4 11.4 11.7 -12.6 -15.6 -8.1 -11.0 -10.5 -20.0 -5.2 -1.0 -6.2 -3.6 -4.1 -4.5 20.0 -2.9 -3.0 5.8 -20.0 15.3 18.8 20.0 20.0 NASDAQ_micro -4.5 10.1 4.9 0.8 -2.7 3.6 -5.0 6.0 -2.6 -5.5 7.7 -4.7 10.9 8.6 8.4 -9.4 -9.7 -8.8 -9.0 7.4 9.8 -4.5 14.3 2.3 -20.0 3.4 -2.7 5.3 -2.6 8.2 0.6 -5.1 1.2 7.6 13.2 -2.3 7.7 3.9 -9.4 -4.1 NIKKEI -3.9 9.7 2.5 0.5 -1.7 2.4 -3.3 3.9 -1.7 3.1 3.4 -2.3 4.4 4.1 4.2 1.2 7.1 2.8 4.8 2.0 2.0 0.0 4.2 0.9 -7.1 -0.6 1.5 -1.0 -0.0 1.6 -0.1 20.0 10.6 2.4 3.3 -16.6 20.0 6.2 20.0 7.2 NZD -19.8 -13.4 4.3 -2.7 1.9 -0.4 -2.1 0.6 -4.2 -1.6 -1.4 -13.6 0.5 -15.9 -5.6 -1.0 -0.1 -0.5 -0.3 -10.9 -2.9 -10.4 -0.2 -16.0 1.0 -3.4 0.2 -0.7 -3.5 0.2 -5.2 2.1 -8.2 -6.6 -5.8 -4.2 0.8 -8.7 3.2 -2.0 OAT -9.6 -11.0 7.3 -2.0 -1.7 0.4 -3.4 0.9 -3.8 -8.5 0.9 -10.9 -1.3 -11.1 -3.4 7.9 5.0 6.5 5.2 -4.9 -1.1 -10.8 -1.2 -9.5 3.5 -2.2 -3.5 -0.0 -5.3 0.4 -4.6 14.0 -1.1 5.2 5.7 -1.7 -9.7 -14.3 9.6 5.6 OATIES -3.2 20.0 20.0 -0.4 -2.4 -4.4 -1.7 -6.9 0.0 7.9 3.7 12.1 -13.3 17.0 18.8 2.7 2.7 3.5 3.7 20.0 15.3 15.7 -1.2 19.2 -20.0 6.5 3.3 4.3 5.4 0.5 5.9 2.3 20.0 10.1 20.0 20.0 20.0 3.5 20.0 13.7 OJ 1.3 -1.5 0.3 -0.3 -2.1 -3.8 -1.5 -6.0 0.0 -14.8 17.5 1.9 18.5 6.4 14.0 12.9 12.2 12.1 11.4 12.6 20.0 -9.6 20.0 3.9 -20.0 5.0 -15.3 8.9 -5.5 15.0 1.0 16.6 -8.4 8.5 -5.2 20.0 15.2 12.5 20.0 20.0 PALLAD 4.7 9.3 20.0 2.2 -1.1 1.1 0.2 0.1 1.8 -6.8 4.1 -0.8 -3.0 2.9 5.3 -2.2 -2.1 -2.1 -2.0 6.0 3.8 -1.7 -1.1 4.6 14.0 2.5 -2.6 1.6 -0.0 -0.2 2.1 5.7 5.4 4.6 1.5 3.5 -10.8 -20.0 -19.5 -20.0 PLAT 4.4 8.2 1.3 3.4 -1.7 1.7 0.4 0.2 2.9 -9.4 -2.0 -0.4 -1.7 4.1 5.7 -4.0 -4.4 -4.3 -4.4 4.2 2.6 -4.9 0.9 1.9 5.2 2.5 -4.4 1.3 -2.6 0.2 1.3 1.5 -9.4 -4.5 -6.5 -7.8 4.2 -8.0 -5.6 -1.4 REDWHEAT -11.9 9.0 3.1 -0.3 -2.2 -3.9 -1.5 -6.2 0.0 -2.6 -13.5 -12.5 -16.9 -10.8 0.0 -10.3 -7.4 -10.5 -9.6 -4.9 -8.2 -8.6 -16.0 -8.0 -4.8 -3.0 -0.2 -4.2 -5.0 -7.0 -4.8 -17.9 -10.1 -18.3 -9.8 -4.9 -20.0 -20.0 -20.0 -20.0 RICE -13.3 -9.3 -8.4 -0.4 -2.4 -4.4 -1.7 -7.0 0.0 -19.4 8.7 -20.0 12.0 -20.0 -9.8 -8.8 20.0 -3.2 12.1 -13.0 -4.3 -20.0 5.6 -20.0 -16.0 -6.4 -15.8 -2.5 -14.0 0.7 -10.5 20.0 -20.0 -20.0 -20.0 -3.2 -20.0 -20.0 -20.0 -20.0 ROBUSTA -20.0 -20.0 -1.3 -0.2 -1.1 -2.0 -0.8 -3.1 0.0 -2.8 6.4 -8.0 8.8 -8.6 0.7 11.3 20.0 20.0 20.0 -0.9 11.3 -9.6 18.7 -10.1 -20.0 -0.4 -0.9 3.5 -2.6 6.9 -2.8 20.0 -4.7 -14.1 -9.2 13.4 8.8 -0.5 15.4 5.7 RUSSELL -2.1 3.0 6.3 1.0 -3.1 4.2 -5.9 7.0 -3.1 9.1 9.8 -5.1 13.2 5.9 8.7 -6.6 -6.4 -6.2 -6.2 5.8 8.8 0.5 9.9 1.7 0.0 4.3 4.0 7.0 0.3 8.0 1.2 0.2 16.3 13.1 8.7 20.0 -1.9 -14.2 -19.4 -20.0 SHATZ -14.3 -7.6 20.0 -1.4 -1.2 0.3 -2.4 0.6 -2.7 -7.5 4.2 -7.5 -0.3 -6.1 2.3 -20.0 -20.0 -20.0 -20.0 -0.3 3.5 -10.4 0.8 -6.5 6.0 0.1 -4.2 1.7 -4.1 0.9 -2.5 -20.0 -6.4 1.6 7.7 7.4 -13.5 -15.6 -1.7 -6.4 SILVER-mini 5.4 11.4 2.7 3.1 -1.6 1.6 0.3 0.2 2.7 -9.7 9.4 0.6 8.9 6.5 8.9 -5.5 -6.4 -6.0 -6.1 10.5 10.0 -3.0 9.1 6.5 1.3 3.7 -2.4 3.2 -0.6 2.7 2.5 -1.5 -17.8 2.3 6.9 2.3 4.6 -2.0 -5.4 9.0 SMI -5.4 -5.9 -3.0 0.9 -3.0 4.0 -5.6 6.7 -2.9 -8.0 8.2 -8.9 12.7 -6.5 2.3 0.7 0.3 -0.1 -0.5 -2.7 3.2 -15.2 8.7 -8.8 9.4 -0.5 -8.6 4.2 -8.9 7.7 -5.0 10.7 -14.5 -0.3 -11.2 5.6 -5.2 1.5 -20.0 -7.1 SOFR -20.0 -20.0 5.2 -2.5 -2.1 0.5 -4.2 1.2 -4.8 -6.0 3.8 -12.7 6.3 -15.0 -9.1 1.3 0.2 1.6 0.9 -16.6 -1.7 -19.5 3.7 -20.0 -6.2 -4.1 -1.8 -0.9 -4.3 0.8 -5.6 6.6 -8.8 -16.3 -20.0 -10.2 1.7 -12.6 20.0 15.1 SOYBEAN -12.3 2.9 -16.3 -0.3 -1.8 -3.3 -1.3 -5.2 0.0 13.8 -13.2 -7.4 -14.2 -11.1 -10.1 -1.5 0.6 -3.3 -3.1 -13.7 -20.0 -2.6 -20.0 -9.8 -20.0 -5.2 2.3 -6.8 -0.8 -7.3 -3.8 -6.0 5.2 -19.6 -17.3 -20.0 2.9 -9.7 8.2 -5.2 SOYMEAL -18.4 -1.5 -6.0 -0.3 -1.6 -3.0 -1.1 -4.7 0.0 -7.9 -11.3 -12.9 -13.0 -14.2 -9.6 -4.2 1.9 -2.9 -1.3 -12.3 -11.7 -14.9 -14.0 -16.0 -20.0 -4.3 -3.1 -3.6 -5.7 -3.4 -5.8 -2.9 -18.0 -20.0 -17.6 -6.5 -20.0 -20.0 -20.0 -20.0 SOYOIL 5.9 20.0 5.7 -0.2 -1.1 -1.9 -0.8 -3.1 0.0 4.9 -2.6 6.5 -8.0 7.4 2.6 -1.3 0.8 -0.2 0.2 4.6 -0.6 9.6 -5.7 7.9 -19.7 2.2 3.1 0.2 3.9 -1.7 3.3 -2.7 15.2 7.3 7.9 0.8 3.1 -6.5 11.8 -1.3 SP400 -5.8 7.2 7.5 1.1 -3.5 4.8 -6.7 8.0 -3.5 4.8 12.7 -9.0 16.8 8.0 12.3 -8.5 -6.4 -7.4 -6.8 8.2 11.8 -4.2 14.2 0.7 -13.7 4.6 1.1 7.3 -2.1 8.7 0.3 -0.2 8.4 10.8 13.9 20.0 5.7 -6.9 -13.7 -20.0 SP500_micro -9.7 7.9 9.8 1.1 -3.5 4.8 -6.6 7.9 -3.5 -6.9 17.3 -8.8 18.8 9.1 15.9 -11.5 -11.7 -11.0 -11.2 12.5 19.7 -11.5 20.0 0.2 -20.0 4.4 -4.4 7.7 -5.4 10.6 -0.7 -8.7 -12.0 7.0 16.8 10.3 11.5 4.1 -10.2 -5.9 SUGAR11 -13.5 18.2 19.6 -0.3 -1.8 -3.2 -1.3 -5.1 0.0 -11.5 7.0 -7.0 -6.0 7.1 9.6 20.0 17.1 20.0 20.0 11.1 9.3 -2.8 1.4 3.1 -20.0 3.3 -2.2 2.7 -0.8 0.2 1.0 20.0 6.0 -7.1 19.6 17.3 -20.0 5.4 -19.2 8.7 US10 -20.0 -20.0 4.9 -1.9 -1.6 0.4 -3.1 0.9 -3.6 -2.7 1.4 -8.9 2.5 -11.1 -7.4 -4.4 -6.9 -5.7 -6.3 -12.9 -2.7 -14.0 0.2 -18.6 1.8 -3.1 -1.2 -0.8 -3.1 0.3 -4.2 -5.8 -4.9 -12.1 -14.8 -8.0 -1.8 -20.0 16.4 8.2 US10U -20.0 -20.0 4.6 -2.6 -2.2 0.6 -4.4 1.2 -5.0 -0.6 1.4 -11.6 2.6 -15.2 -10.4 -4.8 -3.6 -4.7 -4.3 -16.3 -3.8 -15.9 -0.6 -20.0 -1.4 -4.4 -1.1 -1.3 -3.9 0.3 -5.7 -1.2 -1.0 -13.8 -18.1 -12.6 -1.0 -18.3 20.0 17.6 US2 -20.0 -20.0 11.0 -1.6 -1.3 0.3 -2.6 0.7 -3.0 -8.0 1.1 -9.2 0.4 -9.8 -5.2 -18.8 -20.0 -20.0 -20.0 -10.6 -1.3 -13.7 -0.7 -16.7 13.2 -2.1 -1.8 -0.1 -2.8 0.4 -3.4 -20.0 -6.8 -7.8 -10.4 0.9 -3.2 -19.1 5.3 -9.3 US20 -18.2 -20.0 3.0 -1.8 -1.5 0.4 -3.1 0.8 -3.5 4.2 0.6 -7.0 3.3 -10.4 -7.5 -2.2 -1.3 -2.0 -1.7 -10.7 -2.7 -7.8 -0.1 -13.8 -3.0 -3.1 0.1 -0.9 -2.1 0.3 -3.7 3.2 5.3 -7.6 -12.2 -10.2 -0.1 -10.9 20.0 20.0 US30 -12.9 -20.0 2.6 -2.1 -1.7 0.4 -3.4 0.9 -3.9 9.2 -0.4 -6.3 1.5 -11.2 -8.6 -1.4 -4.6 -3.1 -3.9 -10.2 -3.2 -4.9 -1.4 -11.9 -2.1 -3.4 1.0 -1.2 -1.6 0.1 -3.7 -1.7 11.8 -2.9 -9.9 -11.9 -2.7 -9.6 20.0 20.0 US5 -20.0 -20.0 6.2 -1.9 -1.6 0.4 -3.2 0.9 -3.6 -5.3 1.4 -9.8 1.3 -11.5 -7.3 -7.2 -10.2 -8.7 -9.6 -13.7 -2.7 -15.8 0.1 -20.0 6.1 -3.0 -1.6 -0.6 -3.3 0.4 -4.2 -11.4 -7.8 -12.1 -15.6 -5.8 0.7 -20.0 17.1 3.4 VIX -2.6 2.5 -0.3 2.3 -3.1 2.0 0.6 -2.9 1.2 -7.0 -8.0 -3.4 -11.3 -0.9 -7.6 -6.8 -20.0 -7.6 -15.7 2.6 1.2 0.7 -6.7 1.8 NaN 2.5 -3.6 2.1 0.7 -3.6 1.4 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -12.4 8.8 0.4 -0.4 -2.3 -4.2 -1.7 -6.7 0.0 9.2 -12.7 -12.2 -16.1 -11.3 2.4 -11.7 -14.3 -12.8 -13.9 -4.2 -8.6 -5.3 -17.5 -6.2 4.4 -3.1 0.4 -4.5 -3.1 -7.1 -4.0 -20.0 1.5 -18.3 -6.8 -5.7 -20.0 -17.6 -20.0 -15.6 End of report for caleb_strategy_v3