******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20241106_203903 produced at 2024-11-06 21:37:28.986842 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= Optimal positions ======================================================================================================================================================================================================================================================================================= dont_trade reduce_only weight_per_contract position_limit_weight optimum_weight start_weight maximum_weight minimum_weight previous_weight optimised_weight optimal_position position_limit_contracts previous_position optimised_position caleb_strategy_v3 SOFR False True 0.08 0.00 -0.93 0.0 0.00 0.00 0.00 0.00 -11.18 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 -2.34 13.0 0 0 caleb_strategy_v3 CAD False False 0.02 -0.07 -0.15 0.0 0.72 -0.72 -0.07 -0.07 -5.83 29.0 -3 -3 caleb_strategy_v3 MXP False False 0.01 -0.07 -0.14 0.0 0.51 -0.51 -0.07 -0.08 -15.78 60.0 -8 -9 caleb_strategy_v3 VIX False False 0.01 -0.05 -0.12 0.0 999.00 -999.00 -0.05 -0.07 -20.76 999999999.0 -9 -11 caleb_strategy_v3 CHF False False 0.05 -0.15 -0.09 0.0 0.65 -0.65 -0.15 -0.15 -1.78 13.0 -3 -3 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -2.14 24.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.05 -0.07 0.0 0.07 -0.07 -0.05 -0.05 -28.58 26.0 -21 -21 caleb_strategy_v3 CORN False False 0.01 -0.05 -0.07 0.0 0.09 -0.09 -0.05 -0.05 -8.60 12.0 -7 -7 caleb_strategy_v3 US5 False False 0.04 -0.07 -0.06 0.0 0.93 -0.93 -0.07 -0.07 -1.69 25.0 -2 -2 caleb_strategy_v3 CAC True False 0.03 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -2.07 12.0 0 0 caleb_strategy_v3 RICE False False 0.01 0.00 -0.06 0.0 0.04 -0.04 0.00 0.00 -6.28 4.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.05 -0.05 0.0 0.14 -0.14 -0.05 -0.05 -4.33 11.0 -4 -4 caleb_strategy_v3 JPY False False 0.03 -0.08 -0.04 0.0 0.48 -0.48 -0.08 -0.08 -1.43 17.0 -3 -3 caleb_strategy_v3 US10 False False 0.04 0.00 -0.04 0.0 0.65 -0.65 0.00 0.00 -1.02 17.0 0 0 caleb_strategy_v3 EUR False False 0.05 -0.14 -0.04 0.0 0.65 -0.65 -0.14 -0.14 -0.84 14.0 -3 -3 caleb_strategy_v3 EUROSTX False False 0.02 0.00 -0.03 0.0 0.36 -0.36 0.00 -0.04 -1.47 20.0 0 -2 caleb_strategy_v3 NZD False False 0.02 0.00 -0.03 0.0 0.43 -0.43 0.00 0.00 -1.60 21.0 0 0 caleb_strategy_v3 AUD False False 0.02 -0.05 -0.03 0.0 0.43 -0.43 -0.05 -0.05 -1.18 19.0 -2 -2 caleb_strategy_v3 SOYBEAN False False 0.02 -0.05 -0.03 0.0 0.13 -0.13 -0.05 -0.05 -1.52 7.0 -3 -3 caleb_strategy_v3 BUND False False 0.05 0.00 -0.03 0.0 0.49 -0.49 0.00 0.00 -0.67 10.0 0 0 caleb_strategy_v3 US10U False False 0.04 0.00 -0.03 0.0 0.51 -0.51 0.00 0.00 -0.75 13.0 0 0 caleb_strategy_v3 COPPER False False 0.04 -0.04 -0.03 0.0 999.00 -999.00 -0.04 -0.04 -0.78 999999999.0 -1 -1 caleb_strategy_v3 HEATOIL False False 0.03 -0.03 -0.02 0.0 0.10 -0.10 -0.03 -0.03 -0.73 3.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.01 -0.02 -0.02 0.0 0.09 -0.09 -0.02 -0.02 -2.24 9.0 -2 -2 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.02 0.0 0.08 -0.08 0.00 0.00 -2.33 8.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.02 0.0 0.10 -0.10 -0.04 -0.04 -2.25 9.0 -4 -4 caleb_strategy_v3 CANOLA False False 0.00 -0.01 -0.02 0.0 0.16 -0.16 -0.01 -0.01 -5.72 51.0 -2 -2 caleb_strategy_v3 GASOIL False False 0.02 -0.02 -0.01 0.0 0.09 -0.09 -0.02 -0.02 -0.39 4.0 -1 -1 caleb_strategy_v3 US30 False False 0.04 -0.17 -0.01 0.0 0.26 -0.26 -0.17 -0.21 -0.17 6.0 -4 -5 caleb_strategy_v3 GBP False False 0.03 -0.03 -0.01 0.0 0.62 -0.62 -0.03 -0.03 -0.33 22.0 -1 -1 caleb_strategy_v3 US20 False True 0.04 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.27 9.0 0 0 caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.01 0.0 0.20 -0.20 -0.05 -0.05 -0.15 4.0 -1 -1 caleb_strategy_v3 BOBL False False 0.04 0.00 -0.01 0.0 0.84 -0.84 0.00 0.00 -0.25 19.0 0 0 caleb_strategy_v3 BTP False False 0.04 0.00 -0.01 0.0 0.44 -0.44 0.00 0.00 -0.34 10.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.01 0.00 -0.00 0.0 0.34 -0.34 0.00 0.00 -0.05 23.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 0.00 -0.00 0.0 0.10 -0.10 0.00 0.00 -0.05 10.0 0 0 caleb_strategy_v3 COFFEE False False 0.03 0.00 -0.00 0.0 0.19 -0.19 0.00 0.00 -0.08 6.0 0 0 caleb_strategy_v3 SMI False True 0.05 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.05 9.0 0 0 caleb_strategy_v3 PLAT False False 0.02 0.00 -0.00 0.0 0.17 -0.17 0.00 0.00 -0.06 10.0 0 0 caleb_strategy_v3 PALLAD False False 0.04 0.00 0.00 0.0 0.07 -0.07 0.00 0.00 0.11 2.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.02 0.00 0.0 0.14 -0.14 0.02 0.02 0.59 18.0 2 2 caleb_strategy_v3 FEEDCOW False False 0.04 0.04 -0.00 0.0 0.34 -0.34 0.04 0.04 -0.11 8.0 1 1 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.00 -0.00 0.0 0.33 -0.33 0.00 0.00 -0.08 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 -0.31 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 0.20 999999999.0 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 2.25 3.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.02 -0.02 0.01 0.0 0.12 -0.12 -0.02 -0.02 0.31 5.0 -1 -1 caleb_strategy_v3 OJ False False 0.02 0.02 0.01 0.0 0.07 -0.07 0.02 0.02 0.59 3.0 1 1 caleb_strategy_v3 DOW False False 0.01 -0.02 0.01 0.0 0.50 -0.50 -0.02 -0.02 0.92 66.0 -3 -2 caleb_strategy_v3 OAT False False 0.05 0.09 0.01 0.0 0.46 -0.46 0.09 0.09 0.11 10.0 2 2 caleb_strategy_v3 SP500_micro False False 0.01 0.01 0.01 0.0 0.50 -0.50 0.01 0.01 0.73 48.0 1 1 caleb_strategy_v3 SILVER-mini False True 0.03 0.03 0.01 0.0 0.03 0.00 0.03 0.03 0.24 999999999.0 1 1 caleb_strategy_v3 OATIES False True 0.01 0.00 0.02 0.0 0.00 0.00 0.00 0.00 3.15 2.0 0 0 caleb_strategy_v3 COCOA False False 0.02 0.02 0.02 0.0 0.60 -0.60 0.02 0.02 0.73 26.0 1 1 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.02 0.0 0.00 0.00 0.00 0.00 8.15 59.0 0 0 caleb_strategy_v3 SP400 False False 0.11 0.23 0.02 0.0 0.23 -0.23 0.23 0.23 0.18 2.0 2 2 caleb_strategy_v3 RUSSELL False False 0.00 0.00 0.02 0.0 0.28 -0.28 0.00 0.00 4.55 68.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 0.06 0.03 0.0 0.52 -0.52 0.06 0.05 3.49 56.0 6 5 caleb_strategy_v3 LIVECOW False False 0.03 0.03 0.04 0.0 0.44 -0.44 0.03 0.03 1.49 17.0 1 1 caleb_strategy_v3 DX False True 0.04 0.00 0.06 0.0 0.00 0.00 0.00 0.00 1.57 999999999.0 0 0 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.00 0.07 0.0 0.52 -0.52 0.00 0.00 2.05 16.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.01 0.07 0.0 0.41 -0.41 0.01 0.01 9.20 58.0 1 1 caleb_strategy_v3 NIKKEI False False 0.01 0.04 0.08 0.0 0.32 -0.32 0.04 0.04 9.33 36.0 5 5 caleb_strategy_v3 LEANHOG False False 0.01 0.11 0.13 0.0 0.15 -0.15 0.11 0.11 11.25 13.0 9 9 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 0.53 0.0 0.91 -0.91 0.00 0.00 5.85 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 10.5 Shocked risk 23.1 Sum abs risk 37.7 Leverage 3.79 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2876222.59, 'annual_cash_vol_target': 719055.6475, 'daily_cash_vol_target': 44940.97796875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0040 0.6584 0.6017 9.6278 BITCOIN 1931.8484 76530.0000 2.5243 40.3888 BOBL 0.2632 118.5000 0.2221 3.5536 BTP 0.5346 118.9200 0.4496 7.1933 BUND 0.4716 131.8800 0.3576 5.7222 BUXL 1.1923 131.3800 0.9075 14.5206 CAC 59.2124 7379.5000 0.8024 12.8383 CAD 0.0028 0.7186 0.3870 6.1913 CANOLA 8.4970 646.9000 1.3135 21.0160 CHF 0.0057 1.1464 0.5006 8.0102 COCOA 141.4645 6685.0000 2.1161 33.8584 COFFEE 4.1336 248.6500 1.6624 26.5984 COPPER 0.0637 4.2390 1.5022 24.0349 CORN 3.9421 445.5000 0.8849 14.1579 COTTON2 0.8598 72.0300 1.1936 19.0981 CRUDE_W 1.1681 68.4700 1.7061 27.2970 DAX 135.4683 19163.0000 0.7069 11.3108 DOW 353.4922 43827.0000 0.8066 12.9050 DX 0.4634 105.0000 0.4414 7.0618 EUR 0.0058 1.0750 0.5401 8.6409 EURIBOR-ICE 0.0513 97.8800 0.0524 0.8390 EUROSTX 43.0151 4815.0000 0.8934 14.2937 FEEDCOW 1.6006 241.9250 0.6616 10.5858 GASOIL 12.1860 681.5000 1.7881 28.6099 GASOLINE 0.0404 2.0155 2.0061 32.0979 GAS_US_mini 0.0952 3.0100 3.1612 50.5796 GBP 0.0068 1.2888 0.5275 8.4394 GOLD_micro 22.5295 2676.0000 0.8419 13.4706 HEATOIL 0.0424 2.2865 1.8553 29.6846 JGB-SGX-mini 0.2447 143.7700 0.1702 2.7238 JPY 0.0001 0.0065 0.7846 12.5543 LEANHOG 0.9225 85.1500 1.0834 17.3344 LIVECOW 1.0015 186.8500 0.5360 8.5758 LUMBER-new 7.4658 596.0000 1.2527 20.0425 MILK 0.2335 19.1800 1.2176 19.4809 MXP 0.0004 0.0492 0.7795 12.4714 NASDAQ_micro 188.3829 20888.5000 0.9019 14.4296 NIKKEI 506.1825 39825.0000 1.2710 20.3363 NZD 0.0037 0.5952 0.6267 10.0278 OAT 0.4727 124.4200 0.3799 6.0783 OATIES 5.1861 391.2500 1.3255 21.2081 OJ 7.5951 461.5000 1.6457 26.3320 PALLAD 30.2792 1043.0000 2.9031 46.4494 PLAT 15.9248 996.6000 1.5979 25.5665 REDWHEAT 9.0934 586.2500 1.5511 24.8178 RICE 0.1307 14.7200 0.8881 14.2097 ROBUSTA 74.7575 4312.0000 1.7337 27.7393 RUSSELL 30.7934 2403.9000 1.2810 20.4956 SHATZ 0.0961 106.7400 0.0900 1.4399 SILVER-mini 0.5913 31.4625 1.8795 30.0715 SMI 90.2912 11895.0000 0.7591 12.1451 SOFR 0.0627 96.1900 0.0651 1.0423 SOYBEAN 9.2674 1033.2500 0.8969 14.3507 SOYMEAL 3.7320 302.1000 1.2354 19.7657 SOYOIL 0.7558 46.4700 1.6265 26.0240 SP400 31.4792 3296.0000 0.9551 15.2811 SP500_micro 43.3866 5954.2500 0.7287 11.6586 SUGAR11 0.3021 20.4800 1.4750 23.6001 US10 0.4081 109.5469 0.3726 5.9612 US10U 0.5651 112.4531 0.5025 8.0402 US2 0.1011 102.7461 0.0984 1.5743 US20 0.8651 116.2500 0.7442 11.9066 US30 1.3642 122.8125 1.1108 17.7722 US5 0.2511 106.7422 0.2352 3.7634 VIX 0.6125 17.2000 3.5611 56.9769 WHEAT 7.7900 634.5000 1.2277 19.6438 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 658.35 0.60 396.16 1.00 396.16 44940.98 113.44 -4.02 -45.58 BITCOIN 76.53 2.52 193.18 1.00 193.18 44940.98 232.63 3.24 75.28 BOBL 1185.00 0.22 263.19 1.09 286.44 44940.98 156.89 -1.59 -24.88 BTP 1189.20 0.45 534.64 1.09 581.88 44940.98 77.23 -1.28 -9.89 BUND 1318.80 0.36 471.65 1.09 513.32 44940.98 87.55 -7.58 -66.40 BUXL 1313.80 0.91 1192.32 1.09 1297.66 44940.98 34.63 -4.27 -14.78 CAC 737.95 0.80 592.12 1.09 644.44 44940.98 69.74 -8.69 -60.58 CAD 718.65 0.39 278.09 1.00 278.09 44940.98 161.61 -13.91 -224.84 CANOLA 129.38 1.31 169.94 0.72 122.34 44940.98 367.35 -6.40 -234.92 CHF 1433.06 0.50 717.44 1.00 717.44 44940.98 62.64 -10.93 -68.46 COCOA 668.50 2.12 1414.65 1.00 1414.65 44940.98 31.77 10.71 34.01 COFFEE 932.44 1.66 1550.09 1.00 1550.09 44940.98 28.99 -2.41 -6.99 COPPER 1059.75 1.50 1591.94 1.00 1591.94 44940.98 28.23 -2.55 -7.18 CORN 222.75 0.88 197.10 1.00 197.10 44940.98 228.01 -15.51 -353.56 COTTON2 360.15 1.19 429.89 1.00 429.89 44940.98 104.54 -19.36 -202.40 CRUDE_W 684.70 1.71 1168.14 1.00 1168.14 44940.98 38.47 0.75 2.87 DAX 191.63 0.71 135.47 1.09 147.44 44940.98 304.82 8.85 269.70 DOW 219.14 0.81 176.75 1.00 176.75 44940.98 254.27 1.55 39.40 DX 1050.00 0.44 463.43 1.00 463.43 44940.98 96.97 6.24 60.51 EUR 1343.69 0.54 725.67 1.00 725.67 44940.98 61.93 -5.20 -32.21 EURIBOR-ICE 2447.00 0.05 128.32 1.09 139.66 44940.98 321.80 5.33 171.64 EUROSTX 481.50 0.89 430.15 1.09 468.16 44940.98 96.00 -4.49 -43.08 FEEDCOW 1209.62 0.66 800.30 1.00 800.30 44940.98 56.15 -0.61 -3.41 GASOIL 681.50 1.79 1218.60 1.00 1218.60 44940.98 36.88 -2.43 -8.97 GASOLINE 846.51 2.01 1698.20 1.00 1698.20 44940.98 26.46 1.70 4.50 GAS_US_mini 75.25 3.16 237.88 1.00 237.88 44940.98 188.92 -13.97 -263.90 GBP 805.50 0.53 424.87 1.00 424.87 44940.98 105.78 -1.22 -12.91 GOLD_micro 267.60 0.84 225.30 1.00 225.30 44940.98 199.48 5.12 102.22 HEATOIL 960.33 1.86 1781.69 1.00 1781.69 44940.98 25.22 -6.67 -16.83 JGB-SGX-mini 143770.00 0.17 24474.77 0.01 160.66 44940.98 279.72 0.68 18.90 JPY 813.38 0.78 638.21 1.00 638.21 44940.98 70.42 -7.84 -55.19 LEANHOG 340.60 1.08 369.01 1.00 369.01 44940.98 121.79 15.20 185.14 LIVECOW 747.40 0.54 400.60 1.00 400.60 44940.98 112.19 4.01 45.04 LUMBER-new 163.90 1.25 205.31 1.00 205.31 44940.98 218.89 4.81 105.18 MILK 383.60 1.22 467.05 1.00 467.05 44940.98 96.22 -1.51 -14.50 MXP 246.25 0.78 191.94 1.00 191.94 44940.98 234.14 -4.59 -107.54 NASDAQ_micro 417.77 0.90 376.77 1.00 376.77 44940.98 119.28 -0.27 -3.25 NIKKEI 39825.00 1.27 50618.25 0.01 332.28 44940.98 135.25 6.37 86.16 NZD 595.20 0.63 373.03 1.00 373.03 44940.98 120.47 -5.13 -61.79 OAT 1244.20 0.38 472.66 1.09 514.42 44940.98 87.36 0.37 3.26 OATIES 195.62 1.33 259.30 1.00 259.30 44940.98 173.31 7.48 129.62 OJ 692.25 1.65 1139.27 1.00 1139.27 44940.98 39.45 6.98 27.51 PALLAD 1043.00 2.90 3027.92 1.00 3027.92 44940.98 14.84 2.10 3.12 PLAT 498.30 1.60 796.24 1.00 796.24 44940.98 56.44 -0.31 -1.74 REDWHEAT 293.12 1.55 454.67 1.00 454.67 44940.98 98.84 -17.81 -176.00 RICE 294.40 0.89 261.46 1.00 261.46 44940.98 171.89 -15.03 -258.31 ROBUSTA 431.20 1.73 747.58 1.00 747.58 44940.98 60.12 -0.68 -4.06 RUSSELL 120.20 1.28 153.97 1.00 153.97 44940.98 291.89 4.71 137.43 SHATZ 1067.40 0.09 96.06 1.09 104.54 44940.98 429.88 -4.91 -210.91 SILVER-mini 786.56 1.88 1478.32 1.00 1478.32 44940.98 30.40 2.27 6.90 SMI 1189.50 0.76 902.91 1.16 1044.76 44940.98 43.02 0.35 1.52 SOFR 2404.75 0.07 156.65 1.00 156.65 44940.98 286.88 -6.41 -183.91 SOYBEAN 516.62 0.90 463.37 1.00 463.37 44940.98 96.99 -16.85 -163.45 SOYMEAL 302.10 1.24 373.20 1.00 373.20 44940.98 120.42 -20.00 -240.84 SOYOIL 278.82 1.63 453.50 1.00 453.50 44940.98 99.10 -0.58 -5.77 SP400 3296.00 0.96 3147.92 1.00 3147.92 44940.98 14.28 3.76 5.36 SP500_micro 297.71 0.73 216.93 1.00 216.93 44940.98 207.17 1.53 31.60 SUGAR11 229.38 1.48 338.33 1.00 338.33 44940.98 132.83 2.08 27.61 US10 1095.47 0.37 408.14 1.00 408.14 44940.98 110.11 -7.29 -80.31 US10U 1124.53 0.50 565.09 1.00 565.09 44940.98 79.53 -7.40 -58.84 US2 2054.92 0.10 202.19 1.00 202.19 44940.98 222.27 -8.31 -184.68 US20 1162.50 0.74 865.09 1.00 865.09 44940.98 51.95 -4.07 -21.17 US30 1228.12 1.11 1364.16 1.00 1364.16 44940.98 32.94 -3.97 -13.08 US5 1067.42 0.24 251.07 1.00 251.07 44940.98 179.00 -7.45 -133.35 VIX 172.00 3.56 612.50 1.00 612.50 44940.98 73.37 -11.46 -84.12 WHEAT 317.25 1.23 389.50 1.00 389.50 44940.98 115.38 -14.71 -169.75 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -45.581 0.010 2.5 -1.183 BITCOIN 75.276 0.043 2.5 8.151 BOBL -24.883 0.004 2.5 -0.252 BTP -9.889 0.014 2.5 -0.337 BUND -66.404 0.004 2.5 -0.673 BUXL -14.776 0.004 2.5 -0.150 CAC -60.583 0.014 2.5 -2.066 CAD -224.839 0.010 2.5 -5.834 CANOLA -234.921 0.010 2.5 -5.715 CHF -68.457 0.010 2.5 -1.776 COCOA 34.011 0.009 2.5 0.728 COFFEE -6.994 0.005 2.5 -0.082 COPPER -7.185 0.043 2.5 -0.778 CORN -353.559 0.010 2.5 -8.602 COTTON2 -202.403 0.009 2.5 -4.335 CRUDE_W 2.872 0.043 2.5 0.311 DAX 269.696 0.014 2.5 9.199 DOW 39.400 0.009 2.5 0.916 DX 60.506 0.010 2.5 1.570 EUR -32.212 0.010 2.5 -0.836 EURIBOR-ICE 171.640 0.014 2.5 5.854 EUROSTX -43.081 0.014 2.5 -1.469 FEEDCOW -3.408 0.013 2.5 -0.113 GASOIL -8.966 0.017 2.5 -0.389 GASOLINE 4.500 0.017 2.5 0.195 GAS_US_mini -263.902 0.043 2.5 -28.577 GBP -12.906 0.010 2.5 -0.335 GOLD_micro 102.223 0.014 2.5 3.487 HEATOIL -16.828 0.017 2.5 -0.729 JGB-SGX-mini 18.898 0.043 2.5 2.046 JPY -55.188 0.010 2.5 -1.432 LEANHOG 185.136 0.024 2.5 11.251 LIVECOW 45.035 0.013 2.5 1.492 LUMBER-new 105.183 0.009 2.5 2.253 MILK -14.503 0.009 2.5 -0.311 MXP -107.538 0.059 2.5 -15.784 NASDAQ_micro -3.248 0.009 2.5 -0.075 NIKKEI 86.156 0.043 2.5 9.330 NZD -61.785 0.010 2.5 -1.603 OAT 3.256 0.014 2.5 0.111 OATIES 129.621 0.010 2.5 3.153 OJ 27.515 0.009 2.5 0.589 PALLAD 3.122 0.014 2.5 0.106 PLAT -1.744 0.014 2.5 -0.059 REDWHEAT -175.999 0.005 2.5 -2.335 RICE -258.311 0.010 2.5 -6.284 ROBUSTA -4.059 0.005 2.5 -0.047 RUSSELL 137.432 0.013 2.5 4.554 SHATZ -210.907 0.004 2.5 -2.139 SILVER-mini 6.902 0.014 2.5 0.235 SMI 1.515 0.014 2.5 0.052 SOFR -183.913 0.024 2.5 -11.177 SOYBEAN -163.450 0.004 2.5 -1.520 SOYMEAL -240.841 0.004 2.5 -2.240 SOYOIL -5.766 0.004 2.5 -0.054 SP400 5.364 0.013 2.5 0.178 SP500_micro 31.600 0.009 2.5 0.734 SUGAR11 27.609 0.009 2.5 0.587 US10 -80.311 0.005 2.5 -1.018 US10U -58.838 0.005 2.5 -0.746 US2 -184.684 0.005 2.5 -2.340 US20 -21.165 0.005 2.5 -0.268 US30 -13.083 0.005 2.5 -0.166 US5 -133.349 0.005 2.5 -1.690 VIX -84.118 0.099 2.5 -20.764 WHEAT -169.753 0.005 2.5 -2.252 ===================== Position diags ===================== AUD 2.94 BITCOIN 25.19 BOBL 1.59 BTP 2.63 BUND 0.89 BUXL 0.35 CAC 2.38 CAD 4.19 CANOLA 8.94 CHF 1.63 COCOA 0.68 COFFEE 0.34 COPPER 3.06 CORN 5.55 COTTON2 2.24 CRUDE_W 4.17 DAX 10.40 DOW 5.91 DX 2.52 EUR 1.61 EURIBOR-ICE 10.98 EUROSTX 3.27 FEEDCOW 1.86 GASOIL 1.60 GASOLINE 1.15 GAS_US_mini 20.46 GBP 2.74 GOLD_micro 6.80 HEATOIL 1.09 JGB-SGX-mini 30.29 JPY 1.83 LEANHOG 7.40 LIVECOW 3.72 LUMBER-new 4.69 MILK 2.06 MXP 34.36 NASDAQ_micro 2.77 NIKKEI 14.65 NZD 3.13 OAT 2.98 OATIES 4.22 OJ 0.84 PALLAD 0.51 PLAT 1.93 REDWHEAT 1.31 RICE 4.18 ROBUSTA 0.70 RUSSELL 9.67 SHATZ 4.36 SILVER-mini 1.04 SMI 1.47 SOFR 17.43 SOYBEAN 0.90 SOYMEAL 1.12 SOYOIL 0.92 SP400 0.47 SP500_micro 4.81 SUGAR11 2.82 US10 1.40 US10U 1.01 US2 2.82 US20 0.66 US30 0.42 US5 2.27 VIX 18.11 WHEAT 1.53 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 8.2 5.6 10.7 0.0 0 BOBL -0.3 -0.4 -0.1 0.0 0 BTP -0.3 -0.6 -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 -2.1 -2.3 -1.8 0.0 0 CAD -5.8 -6.3 -5.4 -3.0 -3 CANOLA -5.7 -6.6 -4.8 -2.0 -2 CHF -1.8 -1.9 -1.6 -3.0 -3 COCOA 0.7 0.7 0.8 1.0 1 COFFEE -0.1 -0.1 -0.0 0.0 0 COPPER -0.8 -1.1 -0.5 -1.0 -1 CORN -8.6 -9.2 -8.0 -7.0 -7 COTTON2 -4.3 -4.6 -4.1 -4.0 -4 CRUDE_W 0.3 -0.1 0.7 -1.0 -1 DAX 9.2 8.2 10.2 1.0 1 DOW 0.9 0.3 1.5 -3.0 -3 DX 1.6 1.3 1.8 0.0 0 EUR -0.8 -1.0 -0.7 -3.0 -3 EURIBOR-ICE 5.9 4.8 7.0 0.0 0 EUROSTX -1.5 -1.8 -1.1 0.0 0 FEEDCOW -0.1 -0.3 0.1 1.0 1 GASOIL -0.4 -0.5 -0.2 -1.0 -1 GASOLINE 0.2 0.1 0.3 0.0 0 GAS_US_mini -28.6 -30.6 -26.5 -21.0 -21 GBP -0.3 -0.6 -0.1 -1.0 -1 GOLD_micro 3.5 2.8 4.2 6.0 6 HEATOIL -0.7 -0.8 -0.6 -1.0 -1 JGB-SGX-mini 2.0 -1.0 5.1 0.0 0 JPY -1.4 -1.6 -1.2 -3.0 -3 LEANHOG 11.3 10.5 12.0 9.0 9 LIVECOW 1.5 1.1 1.9 1.0 1 LUMBER-new 2.3 1.8 2.7 0.0 0 MILK -0.3 -0.5 -0.1 1.0 1 MXP -15.8 -19.2 -12.3 -8.0 -8 NASDAQ_micro -0.1 -0.4 0.2 0.0 0 NIKKEI 9.3 7.9 10.8 5.0 5 NZD -1.6 -1.9 -1.3 0.0 0 OAT 0.1 -0.2 0.4 2.0 2 OATIES 3.2 2.7 3.6 NaN 0 OJ 0.6 0.5 0.7 1.0 1 PALLAD 0.1 0.1 0.2 0.0 0 PLAT -0.1 -0.3 0.1 0.0 0 REDWHEAT -2.3 -2.5 -2.2 0.0 0 RICE -6.3 -6.7 -5.9 NaN 0 ROBUSTA -0.0 -0.1 0.0 0.0 0 RUSSELL 4.6 3.6 5.5 0.0 0 SHATZ -2.1 -2.6 -1.7 NaN 0 SILVER-mini 0.2 0.1 0.3 1.0 1 SMI 0.1 -0.1 0.2 0.0 0 SOFR -11.2 -12.9 -9.4 NaN 0 SOYBEAN -1.5 -1.6 -1.4 -3.0 -3 SOYMEAL -2.2 -2.4 -2.1 -2.0 -2 SOYOIL -0.1 -0.1 0.0 0.0 0 SP400 0.2 0.1 0.2 2.0 2 SP500_micro 0.7 0.3 1.2 1.0 1 SUGAR11 0.6 0.3 0.9 2.0 2 US10 -1.0 -1.2 -0.9 0.0 0 US10U -0.7 -0.8 -0.6 0.0 0 US2 -2.3 -2.6 -2.1 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 -1.5 -2.0 -2 VIX -20.8 -22.6 -19.0 -9.0 -9 WHEAT -2.3 -2.4 -2.1 -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 -0.0 0.0 -0.2 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 -0.1 -0.2 0.0 -0.2 0.1 -0.2 0.2 -0.1 BITCOIN 0.4 0.4 -0.1 0.1 -0.1 0.1 -0.0 0.0 0.0 0.1 0.1 0.2 0.4 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.2 0.3 0.2 -2.7 0.1 0.1 0.1 0.1 0.2 0.1 -0.1 0.5 0.6 0.1 -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 -0.0 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 -0.0 0.0 -0.0 -0.0 0.0 0.1 0.2 0.1 -0.5 -0.5 0.1 -0.0 BTP -0.5 -0.2 0.2 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 0.3 -0.2 0.5 -0.1 0.0 0.1 0.1 0.1 0.1 0.0 0.1 -0.2 0.3 -0.1 -2.7 0.0 -0.1 0.1 -0.1 0.2 -0.0 0.7 -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 -0.3 -0.4 0.1 -0.0 -0.0 0.0 -0.1 0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 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 0.1 0.1 0.0 0.3 -0.0 -0.1 -0.3 -0.2 -0.0 -0.2 -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 -0.5 -0.5 -0.4 -0.4 0.2 0.2 -0.2 -0.1 CAD -0.5 -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 -0.1 -0.2 -0.2 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.3 -0.2 -0.6 -0.6 -0.4 -0.0 -0.3 -0.2 -0.2 CANOLA 0.3 0.6 0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 0.1 -0.2 0.1 0.0 -0.4 -0.2 -0.3 -0.3 0.1 -0.0 0.0 -0.2 0.1 -2.1 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 -0.1 0.0 -0.2 0.7 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -1.1 -0.2 -0.1 -0.5 0.5 -0.4 -0.4 -0.7 -0.5 COCOA 0.1 0.2 0.3 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.0 0.0 0.0 0.2 0.0 0.1 0.4 0.4 0.4 0.4 0.1 0.1 0.0 0.4 0.1 -2.7 0.0 -0.0 0.1 0.0 0.3 0.0 1.1 0.2 0.4 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 0.1 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 0.3 -0.1 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.0 -0.1 -0.1 -0.0 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.0 0.1 -0.0 -2.3 0.0 -0.1 0.1 -0.0 0.1 -0.0 0.2 0.1 -0.6 -0.1 -0.2 0.6 0.4 0.4 0.7 CORN -0.2 0.2 -0.3 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 0.1 -0.5 -0.0 -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 0.1 -0.3 0.0 -0.5 -0.0 -1.1 0.3 -0.5 -0.5 -0.4 0.2 -0.1 0.4 0.0 COTTON2 -0.3 0.1 0.3 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.1 -0.5 -0.2 -0.6 -0.1 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 -0.5 -0.4 -0.1 0.1 -0.6 -0.4 -0.4 -0.3 CRUDE_W -0.1 0.2 -0.4 -0.0 0.0 -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 -0.0 -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 -0.0 -0.0 0.0 -0.1 0.3 -0.1 0.4 DAX -0.3 0.3 0.2 0.0 0.1 0.1 0.0 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 0.4 -0.0 1.3 0.0 -0.1 0.2 -0.1 0.3 -0.0 -0.3 -0.5 0.0 0.3 0.3 0.7 0.3 0.3 0.1 DOW -0.5 -0.1 0.2 0.0 0.1 0.1 0.0 0.2 -0.0 0.1 0.4 -0.0 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.3 0.0 -1.7 0.0 0.1 0.2 0.0 0.2 0.0 -0.4 0.2 0.2 0.4 0.6 0.3 0.2 -0.4 -0.3 DX 0.5 0.6 -0.2 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 0.1 0.0 0.1 0.2 0.2 0.1 0.1 0.1 0.1 0.1 0.2 0.0 0.1 0.0 0.2 -2.7 0.1 0.1 0.0 0.0 -0.0 0.1 0.7 0.5 0.6 0.6 -0.2 0.1 0.3 0.1 0.4 EUR -0.3 -0.6 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 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 2.7 -0.1 -0.1 -0.0 -0.0 0.0 -0.1 -0.5 0.2 -0.1 -0.4 0.0 -0.2 -0.6 -0.3 -0.7 EURIBOR-ICE -0.4 -0.4 0.4 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.2 -0.1 0.2 -0.1 0.0 0.1 -0.0 0.1 0.0 0.0 0.1 -0.0 0.1 -0.0 1.5 0.0 0.0 0.1 -0.0 0.1 -0.0 0.3 0.1 0.3 0.3 0.3 -0.2 -0.6 0.3 0.2 EUROSTX -0.4 0.1 -0.1 0.0 0.1 0.1 0.0 0.3 -0.0 -0.1 0.1 -0.2 0.4 -0.1 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 -0.5 -0.5 -0.2 -0.3 0.2 0.1 -0.7 -0.3 FEEDCOW -0.1 0.6 -0.3 -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 -0.0 -0.4 0.0 -1.4 0.0 0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.2 -0.2 0.6 -0.6 0.5 0.7 0.7 0.7 GASOIL 0.0 0.3 -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 0.1 -0.2 0.0 0.5 -0.0 0.1 -0.1 0.0 -0.1 0.0 0.0 0.2 0.0 -0.1 -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 -0.3 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 -0.1 -0.5 -0.2 2.7 -0.1 -0.0 -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 -0.5 0.1 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 0.2 -0.1 0.5 -0.2 -0.0 0.0 -0.0 0.0 0.0 -0.1 0.1 -0.1 0.3 -0.1 -0.3 -0.0 -0.0 0.1 -0.0 0.2 -0.1 0.1 0.2 0.1 0.1 0.3 0.1 -0.7 0.5 -0.7 GOLD_micro -0.2 0.1 0.4 0.0 -0.1 0.1 -0.0 0.0 0.0 -0.1 0.5 0.0 0.7 0.1 0.2 -0.3 -0.3 -0.3 -0.3 0.2 0.2 -0.0 0.5 0.1 -2.0 0.1 -0.1 0.2 -0.0 0.2 0.0 -0.7 -0.1 0.5 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 0.0 -0.1 0.0 -0.1 0.0 -0.4 0.1 0.0 0.0 -0.0 -0.1 0.1 -0.0 0.2 JGB-SGX-mini -0.2 -0.3 0.3 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.1 -0.0 0.1 -0.1 0.0 0.3 0.3 0.3 0.3 0.0 0.0 -0.0 0.1 -0.0 -1.5 -0.0 -0.0 0.0 0.0 0.0 -0.0 1.1 0.4 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 -0.1 -0.1 -0.1 2.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.1 -0.1 -0.1 -0.4 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 -0.4 0.3 0.4 0.4 0.2 0.2 0.2 -0.0 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 -0.1 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 -0.0 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 0.6 0.4 -0.0 -0.0 -0.1 -0.0 -0.3 -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 0.1 0.1 -0.1 0.1 -1.2 0.6 0.7 0.7 0.7 0.3 0.1 0.5 0.3 MILK -0.6 -0.6 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 -0.1 0.4 0.2 -0.1 0.1 -0.2 0.3 -0.2 2.0 -0.0 -0.1 0.1 -0.1 0.1 -0.1 0.1 -0.5 -0.6 -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 -0.4 -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 -0.2 -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 0.1 0.1 0.0 0.2 -0.0 0.1 0.2 0.0 0.4 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.3 0.1 -2.7 0.0 0.1 0.1 0.0 0.3 0.0 -0.3 0.2 0.2 0.4 -0.0 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 0.1 0.1 0.0 0.2 0.1 0.1 0.0 0.1 0.1 0.1 0.0 0.0 0.0 0.1 0.0 -1.0 -0.0 0.0 -0.0 0.0 0.1 0.0 1.1 0.2 0.0 0.1 -0.5 0.7 0.2 0.7 0.2 NZD -0.6 -0.5 0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.1 -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 -0.1 -0.2 -0.1 0.0 -0.3 0.1 -0.1 OAT -0.4 -0.4 0.2 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.0 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 -0.1 0.7 0.0 0.2 0.2 -0.0 -0.3 -0.5 0.3 0.2 OATIES -0.1 0.6 0.6 -0.0 -0.0 -0.1 -0.0 -0.3 -0.0 0.1 0.1 0.1 -0.5 0.2 0.2 0.0 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 0.4 0.6 0.6 0.7 0.1 0.7 0.5 OJ -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.1 0.5 -0.0 0.7 0.0 0.1 0.3 0.2 0.2 0.2 0.1 0.2 -0.1 0.5 0.0 -2.7 0.0 -0.1 0.2 -0.1 0.5 -0.0 0.9 -0.4 0.1 -0.2 0.6 0.5 0.4 0.7 0.7 PALLAD 0.1 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 1.8 0.0 -0.0 0.0 -0.0 -0.0 0.0 0.3 0.2 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 -0.1 -0.1 -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 -0.0 -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 -0.0 -0.3 -0.1 -1.0 -0.3 -0.6 -0.4 -0.1 -0.7 -0.7 -0.7 -0.7 RICE -0.5 -0.4 -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 -0.2 -0.1 -0.2 0.1 -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 -0.1 -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 0.3 -0.0 1.1 -0.1 -0.4 -0.3 0.4 0.3 -0.0 0.5 0.2 RUSSELL -0.1 -0.0 0.1 0.0 0.1 0.1 0.0 0.2 -0.0 0.1 0.3 0.0 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 0.0 0.0 0.2 0.1 0.1 0.2 0.0 0.0 0.5 0.6 0.4 0.6 -0.1 -0.5 -0.7 -0.7 SHATZ -0.4 -0.3 0.6 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.1 -0.1 -0.0 -0.1 0.0 -0.4 -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 0.0 0.2 0.3 0.3 -0.4 -0.5 -0.0 -0.2 SILVER-mini 0.0 0.3 0.1 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.1 0.2 -0.0 0.3 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.1 0.2 0.0 0.2 0.0 -0.1 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 -0.3 -0.2 -0.1 0.0 0.1 0.1 0.0 0.2 -0.0 -0.1 0.2 -0.1 0.4 -0.1 0.0 0.0 0.0 0.0 -0.0 -0.0 0.0 -0.1 0.2 -0.1 1.2 -0.0 -0.1 0.1 -0.1 0.3 -0.1 0.6 -0.5 -0.2 -0.4 0.1 -0.2 0.0 -0.7 -0.2 SOFR -0.6 -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 0.0 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 0.3 -0.1 -0.5 -0.6 -0.3 0.1 -0.4 0.7 0.5 SOYBEAN -0.3 0.0 -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 -0.2 -0.2 -0.0 -0.5 -0.1 -2.7 -0.1 0.0 -0.2 -0.0 -0.3 -0.0 -0.3 0.0 -0.6 -0.6 -0.6 0.1 -0.3 0.3 -0.2 SOYMEAL -0.6 -0.1 -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 0.3 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 0.1 -0.0 0.1 -0.1 0.1 -2.7 0.0 0.0 0.0 0.0 -0.1 0.0 -0.2 0.5 0.3 0.3 0.1 0.1 -0.2 0.4 -0.0 SP400 -0.2 0.1 0.1 0.0 0.1 0.1 0.0 0.3 -0.0 0.1 0.3 0.0 0.6 0.1 0.1 -0.2 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.3 0.1 -1.7 0.1 0.2 0.2 0.1 0.2 0.0 -0.0 0.5 0.6 0.5 0.6 0.2 -0.2 -0.5 -0.7 SP500_micro -0.3 0.1 0.3 0.0 0.1 0.1 0.0 0.3 -0.0 0.1 0.5 0.0 0.7 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.1 0.5 0.1 -2.7 0.1 0.1 0.2 0.0 0.4 0.0 -0.5 0.0 0.3 0.5 0.3 0.4 0.1 -0.3 -0.2 SUGAR11 -0.4 0.5 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 -0.1 0.6 0.6 -0.7 0.2 -0.7 0.3 US10 -0.6 -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 -0.1 -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 -0.3 -0.5 -0.3 -0.1 -0.7 0.5 0.3 US10U -0.6 -0.6 0.1 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.1 0.0 -0.1 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 -0.0 0.0 -0.1 -0.1 -0.0 -0.4 -0.5 -0.4 -0.0 -0.6 0.7 0.6 US2 -0.6 -0.6 0.3 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 -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 -0.1 -0.2 -0.3 0.0 -0.1 -0.6 0.2 -0.3 US20 -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 -0.0 -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 0.1 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 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 0.2 -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 -0.1 0.0 -0.1 0.0 -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 -0.1 -0.3 -0.5 -0.2 0.0 -0.7 0.6 0.1 VIX -0.2 0.1 -0.0 0.0 -0.2 0.1 -0.1 -0.2 -0.0 -0.2 -0.3 -0.1 -0.6 -0.1 -0.1 -0.3 -0.6 -0.3 -0.5 0.0 0.0 -0.1 -0.3 -0.0 NaN 0.0 -0.2 0.1 -0.1 -0.2 -0.0 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.4 0.2 0.0 -0.0 -0.0 -0.1 -0.0 -0.3 -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 -0.3 -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 -19.3 -9.9 3.0 -3.5 -4.1 -0.7 -4.3 0.6 -5.5 -3.4 1.4 -14.1 2.2 -17.7 -7.7 -0.3 -1.8 -0.5 -1.1 -10.4 -1.7 -11.1 0.8 -16.6 3.1 -4.0 -0.7 -0.6 -4.3 0.6 -6.4 -0.0 -3.3 -7.0 0.8 -7.2 3.2 -7.0 5.8 -2.5 BITCOIN 13.1 12.6 -3.2 5.3 -9.1 2.8 -2.7 0.4 3.3 13.1 3.8 16.0 11.5 18.2 15.8 -6.3 -6.8 -6.3 -6.4 14.6 7.7 20.0 9.7 20.0 -20.0 6.0 15.3 3.4 9.8 6.2 8.8 -2.2 20.0 20.0 3.8 -3.4 4.8 -1.6 2.0 2.8 BOBL -15.7 -12.6 10.8 -1.9 -3.5 0.2 -3.6 0.7 -3.5 -4.7 2.9 -8.2 -1.5 -8.9 -1.5 18.1 -5.1 9.5 0.7 -4.0 0.9 -9.4 0.4 -9.4 3.8 -1.5 -0.9 0.7 -3.9 0.9 -3.8 -0.2 1.3 1.8 5.9 2.9 -16.2 -15.3 2.1 -1.0 BTP -14.2 -6.5 5.4 -3.1 -5.7 0.4 -5.9 1.2 -5.7 -15.8 11.3 -16.7 15.2 -11.3 4.6 7.3 5.0 6.3 5.2 1.3 8.7 -18.2 10.9 -10.1 -20.0 1.3 -9.1 4.9 -8.7 5.9 -4.5 13.7 -4.4 11.7 20.0 9.4 -20.0 -12.5 6.4 11.1 BUND -16.2 -13.9 6.7 -2.3 -4.2 0.3 -4.3 0.8 -4.2 -8.2 2.8 -11.2 0.9 -11.7 -3.9 -20.0 -6.6 -17.0 -11.6 -6.1 0.2 -12.6 0.7 -12.4 1.1 -2.4 -2.7 0.5 -5.2 1.2 -5.0 -9.8 3.0 1.3 6.5 -0.0 -20.0 -18.2 -0.1 -0.6 BUXL -8.5 -10.9 4.0 -2.5 -4.6 0.3 -4.7 0.9 -4.6 -8.1 0.7 -9.4 0.2 -11.2 -5.6 0.3 -1.5 -0.1 -0.9 -5.4 -1.5 -5.4 -1.5 -7.5 -2.0 -2.8 -2.4 -0.1 -3.1 0.8 -4.2 3.0 18.4 9.3 9.5 -3.1 -20.0 -20.0 -5.4 -6.6 CAC -9.1 1.7 -6.7 1.8 11.5 5.0 0.5 8.2 -1.1 -13.5 -9.7 -15.7 -1.1 -14.8 -2.7 -5.0 -3.3 -5.4 -4.6 -9.0 -8.3 -15.9 -3.6 -12.9 -7.4 -4.5 -7.3 -3.8 -9.1 -0.5 -7.0 4.4 -20.0 -15.2 -12.0 -13.2 5.0 5.6 -7.2 -3.0 CAD -14.9 -15.4 3.2 -4.4 -5.1 -0.8 -5.3 0.8 -6.9 -6.6 -13.8 -16.7 -17.3 -20.0 -19.3 -6.3 -4.2 -5.5 -4.9 -20.0 -12.2 -15.0 -8.7 -20.0 -0.3 -6.8 -1.8 -3.5 -5.0 -2.3 -8.2 -5.2 -7.0 -18.1 -20.0 -13.1 -1.0 -8.2 -4.7 -5.2 CANOLA 9.4 19.2 2.3 -0.2 -0.7 -1.9 -0.7 -3.1 -0.0 -0.1 -0.3 5.0 -6.9 8.2 3.1 -17.7 -12.2 -15.4 -14.3 4.8 -0.2 2.3 -5.6 5.7 -16.1 2.7 -0.1 0.9 0.9 -1.6 2.6 -20.0 0.9 13.8 10.0 9.9 -5.2 -12.3 0.5 -7.6 CHF -14.5 -20.0 8.7 -3.2 -3.7 -0.6 -3.9 0.6 -5.1 -7.1 3.9 -12.9 -2.1 -16.7 -3.2 -15.9 -16.1 -15.5 -15.6 -8.4 0.3 -13.0 1.7 -14.0 5.1 -3.2 -8.3 0.6 -5.6 1.4 -5.7 -20.0 -8.1 -3.5 -13.9 15.6 -11.9 -13.4 -20.0 -13.5 COCOA 2.8 4.7 10.3 -0.2 -0.6 -1.7 -0.6 -2.7 -0.0 3.6 1.2 3.2 4.3 4.3 4.9 20.0 20.0 20.0 20.0 5.8 7.5 3.9 13.2 5.6 -20.0 2.5 -0.8 4.0 1.4 8.1 2.2 20.0 9.5 12.1 4.9 10.5 20.0 20.0 20.0 20.0 COFFEE -10.1 -4.7 3.2 -0.4 -1.3 -3.8 -1.4 -6.1 -0.1 5.7 13.2 -9.2 16.2 -9.8 2.7 1.7 5.0 2.6 3.7 2.4 13.5 -3.9 19.9 -5.2 -20.0 0.7 2.2 6.8 -2.1 11.6 -3.1 4.4 -1.5 0.4 -5.2 14.5 -10.2 -7.4 -1.3 -0.5 COPPER -9.6 9.0 -3.5 3.2 -5.5 1.7 -1.6 0.2 2.0 -5.1 -3.8 -6.0 -0.1 -1.7 2.3 -4.2 -3.3 -3.8 -3.3 0.8 1.8 -4.5 3.5 -1.8 -17.3 1.8 -5.8 2.4 -2.0 2.8 -0.1 3.7 4.1 -20.0 -2.0 -7.2 17.5 10.6 13.4 19.9 CORN -5.1 5.4 -8.5 -0.5 -1.6 -4.6 -1.7 -7.3 -0.1 13.8 -17.3 -3.7 -20.0 -9.1 -4.9 -9.4 -14.5 -13.0 -15.1 -9.9 -20.0 2.2 -20.0 -4.7 -12.7 -6.3 7.7 -10.4 1.5 -14.6 -3.2 -20.0 11.0 -15.4 -16.6 -12.8 6.3 -3.0 11.1 1.0 COTTON2 -8.6 4.5 8.0 -0.4 -1.4 -4.1 -1.5 -6.5 -0.1 -13.9 -16.8 -16.5 -17.5 -7.2 1.1 -16.1 -6.5 -13.7 -10.5 -4.3 -9.9 -9.6 -18.1 -8.0 -20.0 -2.6 -4.2 -3.3 -6.2 -4.1 -5.3 -17.7 -19.7 -12.9 -4.4 1.9 -17.2 -13.5 -10.7 -8.8 CRUDE_W -1.7 4.8 -11.6 -1.2 4.9 -3.2 2.7 -2.5 0.8 11.1 -7.1 -1.4 -2.1 0.6 -6.0 3.2 10.6 6.5 9.0 -4.5 -6.6 3.3 -3.5 -0.9 -1.3 -1.7 5.4 -3.7 2.1 -2.5 -0.2 9.1 -1.9 -1.3 -1.4 1.2 -2.3 8.3 -2.4 12.8 DAX -7.8 10.3 7.6 1.8 12.1 5.3 0.6 8.6 -1.1 -14.2 15.4 -12.7 18.2 7.2 15.7 -8.6 -9.9 -8.6 -9.0 11.1 14.3 -12.5 16.5 -0.2 9.7 3.9 -7.8 5.7 -6.2 7.9 -0.8 -5.4 -20.0 0.4 10.4 8.4 20.0 8.9 8.1 2.4 DOW -15.9 -3.4 6.5 1.4 9.3 4.1 0.4 6.6 -0.9 9.7 13.0 -1.7 15.3 5.0 11.6 -10.1 -10.7 -10.0 -10.2 7.7 11.2 7.1 12.4 3.0 -12.9 3.8 12.5 5.8 3.1 6.8 1.3 -7.0 9.3 7.5 11.3 20.0 9.7 5.2 -12.0 -8.1 DX 15.5 20.0 -7.1 -3.6 -4.2 -0.7 -4.4 0.6 -5.7 7.1 1.8 12.1 6.0 18.2 12.1 6.6 6.7 6.3 6.4 14.2 3.6 13.3 0.2 18.6 -20.0 4.6 6.2 1.0 4.4 -0.1 6.2 13.8 20.0 20.0 20.0 -5.6 1.7 8.6 1.6 12.0 EUR -8.6 -17.7 2.9 -3.7 -4.3 -0.7 -4.5 0.7 -5.8 -7.2 -3.9 -7.4 -4.2 -16.3 -13.1 -7.2 -7.1 -7.0 -6.9 -10.7 -3.7 -8.4 -0.5 -12.2 20.0 -4.7 -7.4 -1.2 -3.7 0.6 -5.4 -9.6 9.5 -3.0 -12.3 0.5 -5.0 -18.7 -10.5 -20.0 EURIBOR-ICE -12.1 -11.2 12.7 -1.7 -3.0 0.2 -3.1 0.6 -3.0 -1.5 5.8 -5.3 5.6 -5.2 3.6 5.3 -0.7 4.0 1.8 1.2 5.2 -5.1 5.1 -3.9 11.0 0.7 0.1 2.6 -2.5 2.7 -1.8 6.0 3.5 8.9 10.8 9.9 -7.5 -16.5 8.7 5.5 EUROSTX -11.2 2.7 -3.5 1.6 10.6 4.7 0.5 7.5 -1.0 -13.4 3.4 -14.2 11.9 -6.3 4.7 -3.8 -3.3 -4.0 -4.0 -2.6 0.8 -15.4 6.7 -9.0 -2.9 -1.9 -11.5 0.8 -9.7 5.5 -5.7 4.7 -20.0 -15.1 -5.0 -9.1 6.4 2.6 -20.0 -9.7 FEEDCOW -3.5 20.0 -10.4 -0.5 -1.6 -4.6 -1.7 -7.3 -0.1 -6.3 -5.8 -10.6 -12.8 13.6 2.7 15.5 -5.8 16.1 8.0 4.8 -7.8 -4.8 -14.4 3.5 -10.8 1.2 0.3 -2.8 -1.9 -4.1 0.6 -2.1 -7.6 -7.0 20.0 -20.0 13.7 20.0 20.0 20.0 GASOIL 0.5 8.0 -14.5 -1.1 4.4 -2.9 2.4 -2.2 0.7 9.2 -10.9 3.5 -4.6 2.5 -7.9 0.7 7.0 1.4 2.7 -5.1 -9.1 8.4 -6.1 1.5 3.6 -2.9 5.9 -5.1 4.2 -3.7 0.6 0.1 6.9 0.7 -4.5 -8.6 -0.1 -8.2 1.6 -13.1 GASOLINE -2.5 8.7 -10.4 -1.0 4.2 -2.8 2.3 -2.1 0.7 11.4 -6.4 -1.7 -1.1 1.0 -2.4 1.1 20.0 12.6 20.0 -1.8 -3.7 3.5 -1.4 0.4 -18.9 0.6 4.0 -0.7 1.9 -0.0 0.9 20.0 -0.5 0.7 4.0 7.1 2.6 10.9 6.3 18.5 GAS_US_mini -10.8 1.6 7.0 -1.4 5.7 -3.8 3.1 -2.9 0.9 -11.3 -17.7 -14.7 -19.7 -15.7 -15.7 -20.0 -20.0 -20.0 -20.0 -12.9 -12.8 -14.5 -19.8 -15.3 20.0 -5.7 -3.5 -4.7 -6.6 -5.9 -7.1 -20.0 -20.0 -20.0 -20.0 0.5 -11.9 -20.0 -7.4 -17.5 GBP -14.2 -14.9 3.8 -3.9 -4.6 -0.7 -4.8 0.7 -6.2 -9.6 8.9 -11.2 12.5 -19.0 -3.2 0.3 -0.3 0.3 0.1 -4.8 5.5 -8.4 9.8 -11.2 -2.2 -1.9 -4.0 3.5 -4.1 5.9 -5.4 2.3 8.6 4.3 3.3 10.1 4.4 -20.0 14.4 -20.0 GOLD_micro -6.0 3.3 12.0 4.3 -7.4 2.3 -2.2 0.3 2.7 -14.0 19.3 2.9 19.4 12.3 17.5 -13.9 -13.6 -13.6 -13.2 20.0 20.0 -4.8 20.0 13.7 -14.8 6.5 -8.0 6.9 -1.3 6.6 4.0 -13.7 -4.9 16.4 20.0 20.0 20.0 0.9 15.5 6.4 HEATOIL 0.9 11.7 -11.1 -1.0 4.3 -2.8 2.3 -2.1 0.7 10.2 -10.4 0.7 -7.5 -0.9 -7.0 -2.3 2.8 -3.9 -2.8 -3.6 -7.8 6.4 -6.7 1.7 -17.4 -0.6 4.2 -3.3 3.3 -3.2 1.6 -8.4 4.2 0.8 0.6 -0.6 -2.3 3.8 -0.8 5.5 JGB-SGX-mini -6.7 -7.9 9.2 -2.0 -3.6 0.2 -3.7 0.7 -3.6 -3.6 4.7 -0.1 3.4 -6.3 3.7 16.9 16.2 14.1 14.7 0.0 2.6 -0.0 2.5 -1.5 -11.6 -0.1 -1.9 1.0 0.2 0.3 -0.8 20.0 18.5 11.2 12.5 5.2 -20.0 -9.4 -20.0 -4.2 JPY -18.7 -20.0 11.5 -1.6 -1.8 -0.3 -1.9 0.3 -2.5 -3.9 -0.5 -7.0 -3.9 -8.8 -3.6 -10.6 -14.0 -11.1 -12.2 -7.9 -3.0 -7.5 -3.8 -10.6 20.0 -2.0 -2.1 -0.6 -2.1 -1.0 -2.8 -20.0 -2.2 -4.3 -12.0 9.0 -20.0 -20.0 -16.6 -20.0 LEANHOG 15.3 20.0 18.8 -0.5 -1.8 -5.1 -1.9 -8.2 -0.1 12.9 4.7 20.0 -0.6 20.0 20.0 -18.4 17.3 20.0 20.0 20.0 19.5 20.0 -1.5 20.0 2.2 8.7 2.0 4.8 6.3 0.6 9.2 20.0 20.0 20.0 20.0 20.0 0.9 -5.2 5.1 0.8 LIVECOW -7.2 18.9 6.3 -0.5 -1.8 -5.2 -1.9 -8.2 -0.1 -16.6 20.0 -18.4 16.1 16.1 19.8 -4.7 7.1 1.0 5.6 19.9 20.0 -12.0 18.6 5.5 -20.0 5.2 -4.6 5.7 -5.0 6.1 0.8 8.7 -20.0 -4.2 20.0 12.4 -5.5 20.0 1.6 20.0 LUMBER-new 13.1 17.2 11.1 -0.4 -1.4 -4.1 -1.5 -6.2 -0.1 17.3 -6.5 18.7 -10.3 19.7 19.2 -19.8 -18.4 -19.2 -18.6 16.0 2.9 20.0 -8.4 20.0 NaN 6.1 10.3 1.7 11.2 -2.0 9.2 -20.0 20.0 20.0 19.5 20.0 7.0 1.9 13.2 6.9 MILK -20.0 -17.9 15.2 -0.3 -1.0 -2.9 -1.1 -4.7 -0.1 -13.5 10.0 -14.9 9.0 -14.4 -0.2 7.8 -2.5 19.0 11.1 -5.3 9.3 -20.0 10.7 -19.0 14.9 -1.9 -6.9 2.3 -7.4 2.5 -5.9 2.6 -20.0 -18.2 -20.0 14.6 -3.9 -20.0 1.9 -20.0 MXP -10.5 -2.8 -19.1 -2.6 -3.1 -0.5 -3.2 0.5 -4.1 -5.6 -13.4 -11.7 -10.3 -10.7 -12.9 11.8 13.4 11.4 11.7 -13.1 -16.2 -8.3 -11.4 -10.8 -20.0 -5.3 -1.7 -6.3 -3.6 -4.2 -4.6 20.0 -2.7 -3.1 5.9 -20.0 15.6 19.2 20.0 20.0 NASDAQ_micro -3.3 8.1 4.9 1.3 8.2 3.6 0.4 5.8 -0.8 7.6 7.9 2.5 10.8 10.0 9.1 -9.4 -9.7 -8.8 -9.0 7.6 9.0 6.0 12.7 5.5 -20.0 3.7 8.0 5.1 2.3 7.7 2.2 -5.1 7.3 7.3 11.9 -1.0 7.8 3.8 -9.0 -4.2 NIKKEI -4.1 9.9 2.6 0.8 5.5 2.4 0.3 3.9 -0.5 6.4 3.6 1.1 4.5 5.1 4.8 1.2 7.1 2.8 4.8 2.5 2.1 3.9 4.2 2.4 -7.1 -0.3 5.4 -0.9 2.0 1.7 0.7 20.0 7.8 1.5 3.6 -16.7 20.0 6.5 20.0 7.5 NZD -18.4 -14.5 4.1 -2.8 -3.3 -0.5 -3.5 0.5 -4.4 -9.1 -1.9 -14.0 0.3 -15.9 -6.1 -0.8 -0.1 -0.5 -0.3 -10.8 -3.2 -11.0 -0.4 -15.4 1.1 -3.5 -2.4 -0.9 -3.8 0.1 -5.2 2.1 -2.6 -3.9 -5.1 -3.7 0.6 -8.6 2.7 -2.0 OAT -11.4 -11.8 6.8 -2.2 -4.1 0.3 -4.2 0.8 -4.1 -10.4 0.6 -11.9 -1.4 -11.8 -4.5 7.9 5.0 6.6 5.2 -5.7 -1.5 -11.8 -1.4 -10.6 3.6 -2.4 -4.0 -0.2 -5.5 0.3 -4.9 13.7 1.8 5.5 6.0 -1.5 -9.7 -14.4 9.8 5.5 OATIES -1.7 20.0 20.0 -0.5 -1.6 -4.5 -1.6 -7.1 -0.1 8.2 4.1 12.2 -13.2 17.2 19.2 2.4 2.7 3.4 3.6 20.0 16.0 14.7 -0.8 19.4 -20.0 6.6 2.8 4.4 5.0 0.6 5.9 2.1 20.0 13.6 19.3 20.0 20.0 3.6 20.0 13.8 OJ -1.8 -1.0 -0.6 -0.4 -1.3 -3.8 -1.4 -6.1 -0.1 -13.6 17.1 -1.7 18.3 3.4 13.0 13.0 12.3 12.2 11.5 11.1 20.0 -13.1 20.0 0.8 -20.0 4.2 -13.1 8.5 -7.2 14.8 -0.5 16.6 -17.3 4.4 -7.1 20.0 15.2 12.3 20.0 20.0 PALLAD 3.6 8.3 19.6 1.9 -3.4 1.0 -1.0 0.1 1.2 -7.5 3.9 -2.6 -2.9 1.3 4.8 -2.2 -2.1 -2.1 -2.0 5.2 3.5 -4.3 -1.1 2.8 13.8 2.3 -3.5 1.5 -0.9 -0.1 1.5 5.7 6.8 2.1 0.8 3.4 -10.8 -20.0 -19.6 -20.0 PLAT 3.4 7.9 1.5 3.1 -5.3 1.7 -1.6 0.2 1.9 -10.2 -2.0 -3.0 -1.6 2.7 5.3 -4.0 -4.4 -4.3 -4.4 3.7 2.5 -5.5 0.9 0.9 5.2 2.3 -4.5 1.2 -2.9 0.2 0.8 1.5 -4.0 -2.0 -6.2 -7.6 4.4 -8.0 -5.3 -1.5 REDWHEAT -11.3 8.2 3.4 -0.4 -1.4 -4.0 -1.5 -6.4 -0.1 -3.6 -13.8 -12.5 -17.1 -11.4 -0.2 -10.2 -7.4 -10.5 -9.6 -5.2 -8.5 -7.8 -16.4 -8.0 -4.8 -3.2 -0.8 -4.3 -4.4 -7.0 -4.7 -18.1 -11.0 -19.7 -11.0 -4.5 -20.0 -20.0 -20.0 -20.0 RICE -14.8 -11.0 -8.6 -0.5 -1.6 -4.5 -1.6 -7.1 -0.1 -20.0 8.1 -20.0 11.6 -20.0 -11.2 -9.8 20.0 -3.7 11.6 -14.7 -5.2 -20.0 5.2 -20.0 -16.0 -6.5 -13.7 -2.6 -13.5 0.5 -10.6 20.0 -20.0 -20.0 -20.0 -4.0 -20.0 -20.0 -20.0 -20.0 ROBUSTA -20.0 -19.0 -1.8 -0.2 -0.7 -2.0 -0.7 -3.2 -0.0 -5.5 6.3 -8.6 8.8 -9.0 0.3 10.3 20.0 20.0 20.0 -1.5 11.2 -10.0 19.1 -10.7 -20.0 -0.5 -1.5 3.4 -2.7 7.0 -2.9 20.0 -5.8 -13.8 -10.6 12.6 8.2 -0.4 14.6 5.8 RUSSELL -2.0 -0.1 2.8 1.4 9.0 4.0 0.4 6.4 -0.8 12.4 9.6 3.6 12.4 8.1 9.2 -6.4 -6.4 -6.1 -6.2 6.2 6.6 16.3 6.8 7.7 0.0 4.2 19.1 5.2 8.5 5.6 4.2 0.2 20.0 20.0 11.2 19.2 -2.6 -14.4 -20.0 -20.0 SHATZ -13.2 -8.4 20.0 -1.5 -2.8 0.2 -2.9 0.6 -2.8 -2.8 4.1 -5.2 -0.3 -5.6 2.2 -20.0 -20.0 -20.0 -20.0 -0.2 3.1 -5.6 0.7 -4.9 5.9 0.1 0.0 1.7 -2.5 0.9 -2.1 -20.0 0.6 5.1 8.2 7.8 -13.0 -15.5 -1.4 -6.3 SILVER-mini 1.1 8.6 2.2 2.7 -4.7 1.5 -1.4 0.2 1.7 -10.7 8.6 -3.8 8.5 4.1 7.8 -5.5 -6.4 -6.0 -6.1 8.0 8.4 -8.2 7.9 2.7 1.3 3.2 -5.8 3.0 -2.4 2.7 1.4 -1.5 -16.1 1.8 6.3 2.0 4.6 -1.9 -5.6 8.8 SMI -7.9 -6.1 -3.2 1.4 9.1 4.0 0.4 6.5 -0.8 -8.3 7.6 -9.4 12.3 -7.2 1.5 1.0 0.3 0.0 -0.4 -3.4 2.8 -14.7 8.4 -9.6 9.2 -0.9 -6.9 3.7 -8.2 7.2 -5.2 10.7 -20.0 -7.5 -13.0 4.4 -5.5 1.4 -20.0 -7.2 SOFR -20.0 -20.0 3.6 -2.7 -4.9 0.3 -5.0 1.0 -4.9 -9.9 3.2 -12.7 5.9 -14.6 -9.4 1.1 0.2 1.6 0.9 -15.6 -2.3 -20.0 2.9 -20.0 -6.0 -4.1 -4.1 -1.0 -4.7 0.7 -5.5 6.1 -6.0 -14.0 -20.0 -10.0 1.6 -12.4 20.0 15.2 SOYBEAN -10.2 0.7 -16.0 -0.3 -1.2 -3.4 -1.2 -5.4 -0.1 10.5 -13.5 -7.1 -14.5 -11.2 -10.3 -1.4 0.6 -3.2 -3.0 -13.9 -20.0 -2.8 -20.0 -9.5 -20.0 -5.3 0.8 -7.0 -1.0 -7.6 -3.7 -6.0 1.8 -18.3 -17.2 -20.0 3.0 -9.6 8.1 -5.0 SOYMEAL -17.7 -4.3 -6.1 -0.3 -1.1 -3.1 -1.1 -4.9 -0.1 -8.8 -11.8 -12.8 -13.4 -14.6 -10.4 -4.5 1.9 -3.0 -1.4 -13.1 -12.4 -14.6 -14.7 -16.6 -20.0 -4.5 -3.2 -3.7 -5.5 -3.5 -5.8 -3.2 -17.5 -20.0 -18.3 -6.4 -20.0 -20.0 -20.0 -20.0 SOYOIL 8.1 20.0 7.1 -0.2 -0.7 -2.0 -0.7 -3.2 -0.0 7.8 -2.3 7.8 -8.0 8.1 3.4 -1.3 0.8 -0.2 0.2 5.3 -0.2 11.4 -5.5 9.1 -19.9 2.4 4.7 0.4 4.5 -1.6 3.7 -2.9 18.8 10.4 9.5 1.6 3.4 -6.4 12.0 -1.2 SP400 -6.4 3.4 3.7 1.6 10.3 4.6 0.5 7.4 -1.0 13.6 12.5 2.4 15.9 10.2 12.5 -8.3 -6.4 -7.3 -6.8 8.1 9.0 15.2 10.1 7.7 -12.8 4.7 18.3 6.1 7.1 6.9 3.7 -0.2 20.0 18.3 16.0 20.0 4.9 -7.0 -14.4 -20.0 SP500_micro -9.9 3.2 7.8 1.6 10.6 4.6 0.5 7.5 -1.0 10.4 16.8 1.9 18.1 11.2 15.8 -11.3 -11.7 -10.9 -11.2 11.5 16.3 6.1 20.0 5.5 -20.0 4.7 9.8 7.3 1.6 10.0 1.6 -8.7 0.7 8.4 15.6 10.7 11.1 4.0 -10.3 -6.1 SUGAR11 -13.7 16.5 19.7 -0.3 -1.2 -3.3 -1.2 -5.2 -0.1 -9.3 7.2 -5.8 -5.9 6.9 9.7 20.0 17.4 20.0 20.0 11.0 9.5 -1.8 1.5 3.1 -20.0 3.4 -0.6 2.8 -0.5 0.3 1.0 20.0 2.2 -3.2 20.0 17.6 -20.0 5.2 -19.6 8.6 US10 -20.0 -20.0 3.8 -2.0 -3.7 0.2 -3.8 0.7 -3.7 -7.3 0.9 -9.3 2.2 -10.9 -7.6 -4.2 -6.9 -5.6 -6.2 -12.3 -3.0 -15.0 -0.1 -17.5 1.7 -3.1 -3.0 -0.9 -3.5 0.2 -4.1 -6.1 -4.7 -10.6 -13.9 -7.8 -1.9 -20.0 16.0 8.3 US10U -19.9 -20.0 3.8 -2.8 -5.1 0.3 -5.2 1.0 -5.1 -9.1 0.7 -12.4 2.3 -14.9 -10.6 -4.5 -3.6 -4.6 -4.3 -15.3 -4.0 -17.9 -0.8 -20.0 -1.3 -4.3 -4.1 -1.3 -4.6 0.2 -5.6 -1.6 -2.0 -12.0 -16.7 -12.1 -1.0 -18.1 20.0 17.6 US2 -20.0 -20.0 9.6 -1.7 -3.2 0.2 -3.3 0.6 -3.2 -8.2 0.8 -9.3 0.2 -9.9 -5.7 -18.4 -20.0 -20.0 -20.0 -11.2 -1.9 -15.0 -0.9 -17.3 13.3 -2.3 -2.7 -0.2 -3.1 0.3 -3.5 -20.0 -5.2 -6.2 -10.1 0.7 -3.3 -19.0 5.2 -9.2 US20 -16.6 -20.0 2.2 -1.9 -3.5 0.2 -3.6 0.7 -3.5 -5.0 0.1 -8.1 3.1 -10.2 -7.6 -2.0 -1.3 -2.0 -1.6 -10.0 -2.8 -9.7 -0.3 -13.0 -2.9 -3.0 -2.2 -1.0 -2.6 0.3 -3.6 2.8 3.8 -6.5 -11.1 -9.6 -0.1 -10.7 20.0 20.0 US30 -11.4 -20.0 2.4 -2.1 -4.0 0.3 -4.0 0.8 -3.9 -4.4 -0.8 -7.9 1.3 -11.0 -8.6 -1.3 -4.5 -3.0 -3.9 -9.2 -3.1 -7.8 -1.4 -11.1 -2.0 -3.3 -2.5 -1.2 -2.5 0.0 -3.8 -2.1 8.7 -2.4 -8.6 -11.0 -2.5 -9.5 20.0 20.0 US5 -20.0 -20.0 5.1 -2.1 -3.8 0.2 -3.9 0.8 -3.8 -8.3 0.9 -10.1 1.1 -11.4 -7.7 -6.9 -10.2 -8.6 -9.5 -13.7 -3.1 -16.7 -0.2 -19.8 6.0 -3.1 -2.8 -0.7 -3.5 0.3 -4.2 -11.8 -5.5 -10.1 -14.9 -5.8 0.5 -20.0 16.8 3.5 VIX -4.8 1.8 -0.1 1.3 -12.8 1.5 -5.0 -2.8 -1.2 -12.6 -7.8 -8.7 -10.8 -4.3 -7.8 -8.8 -20.0 -8.3 -15.9 1.0 0.6 -8.2 -6.1 -2.1 NaN 1.3 -14.9 1.6 -5.7 -3.4 -1.4 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -11.0 7.6 0.8 -0.4 -1.5 -4.4 -1.6 -7.0 -0.1 10.5 -12.9 -11.8 -16.2 -11.7 2.5 -11.8 -14.3 -12.9 -13.9 -4.3 -8.8 -4.3 -17.9 -5.8 4.4 -3.2 0.8 -4.7 -2.5 -7.3 -3.8 -20.0 2.0 -18.8 -7.8 -4.9 -20.0 -17.6 -20.0 -15.7 End of report for caleb_strategy_v3