******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20241108_203918 produced at 2024-11-08 21:38:09.879136 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.81 0.0 0.00 0.00 0.00 0.00 -9.64 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 -2.34 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.08 -0.14 0.0 999.00 -999.00 -0.08 -0.09 -24.50 999999999.0 -13 -16 caleb_strategy_v3 CAD False False 0.03 -0.08 -0.12 0.0 0.73 -0.73 -0.08 -0.08 -4.83 29.0 -3 -3 caleb_strategy_v3 CHF False False 0.05 -0.15 -0.10 0.0 0.65 -0.65 -0.15 -0.15 -1.94 13.0 -3 -3 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -2.01 24.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.05 -0.08 0.0 0.07 -0.07 -0.05 -0.06 -31.00 26.0 -21 -24 caleb_strategy_v3 RICE False False 0.01 0.00 -0.07 0.0 0.04 -0.04 0.00 0.00 -6.78 4.0 0 0 caleb_strategy_v3 MXP False False 0.01 -0.08 -0.07 0.0 0.52 -0.52 -0.08 -0.07 -8.60 60.0 -9 -8 caleb_strategy_v3 CAC True False 0.03 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -2.24 12.0 0 0 caleb_strategy_v3 US5 False False 0.04 -0.04 -0.06 0.0 0.93 -0.93 -0.04 0.00 -1.54 25.0 -1 0 caleb_strategy_v3 CORN False False 0.01 -0.05 -0.06 0.0 0.09 -0.09 -0.05 -0.05 -7.17 12.0 -7 -7 caleb_strategy_v3 COTTON2 False False 0.01 -0.05 -0.05 0.0 0.14 -0.14 -0.05 -0.05 -3.59 11.0 -4 -4 caleb_strategy_v3 EUR False False 0.05 -0.09 -0.04 0.0 0.66 -0.66 -0.09 -0.05 -0.96 14.0 -2 -1 caleb_strategy_v3 JPY False False 0.03 -0.09 -0.04 0.0 0.49 -0.49 -0.09 -0.09 -1.30 17.0 -3 -3 caleb_strategy_v3 HEATOIL False False 0.03 -0.03 -0.03 0.0 0.10 -0.10 -0.03 -0.03 -0.76 3.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.03 0.0 0.08 -0.08 0.00 0.00 -2.53 8.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 -0.04 -0.03 0.0 0.36 -0.36 -0.04 -0.04 -1.71 20.0 -2 -2 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.10 -0.10 -0.04 -0.04 -2.40 9.0 -4 -4 caleb_strategy_v3 US10 False False 0.04 0.00 -0.03 0.0 0.65 -0.65 0.00 0.00 -0.86 17.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.00 -0.03 0.0 0.50 -0.50 0.00 0.00 -0.67 10.0 0 0 caleb_strategy_v3 JGB-SGX-mini False False 0.03 0.00 -0.02 0.0 0.53 -0.53 0.00 0.00 -0.73 16.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.02 -0.02 0.0 0.09 -0.09 -0.02 -0.02 -2.27 9.0 -2 -2 caleb_strategy_v3 US10U False False 0.04 0.00 -0.02 0.0 0.52 -0.52 0.00 0.00 -0.57 13.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.00 -0.02 0.0 0.44 -0.44 0.00 0.00 -1.04 21.0 0 0 caleb_strategy_v3 BTP False False 0.05 0.00 -0.02 0.0 0.45 -0.45 0.00 0.00 -0.43 10.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.06 -0.02 0.0 0.13 -0.13 -0.06 -0.04 -1.20 7.0 -3 -2 caleb_strategy_v3 US20 False True 0.04 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.20 9.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.01 -0.01 0.0 0.07 -0.07 0.01 0.00 -0.44 5.0 1 0 caleb_strategy_v3 US30 False False 0.04 -0.22 -0.01 0.0 0.26 -0.26 -0.22 -0.18 -0.12 6.0 -5 -4 caleb_strategy_v3 SMI False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.17 9.0 0 0 caleb_strategy_v3 AUD False False 0.02 -0.02 -0.01 0.0 0.44 -0.44 -0.02 0.00 -0.63 19.0 -1 0 caleb_strategy_v3 COPPER False False 0.04 -0.04 -0.01 0.0 999.00 -999.00 -0.04 -0.04 -0.27 999999999.0 -1 -1 caleb_strategy_v3 GBP False False 0.03 -0.03 -0.01 0.0 0.62 -0.62 -0.03 -0.03 -0.37 22.0 -1 -1 caleb_strategy_v3 BOBL False False 0.04 0.00 -0.01 0.0 0.85 -0.85 0.00 0.00 -0.21 19.0 0 0 caleb_strategy_v3 GASOIL False False 0.02 -0.02 -0.01 0.0 0.09 -0.09 -0.02 0.00 -0.39 4.0 -1 0 caleb_strategy_v3 FEEDCOW False False 0.04 0.04 -0.01 0.0 0.33 -0.33 0.04 0.00 -0.32 8.0 1 0 caleb_strategy_v3 BUXL False False 0.05 -0.05 -0.01 0.0 0.20 -0.20 -0.05 -0.05 -0.14 4.0 -1 -1 caleb_strategy_v3 CANOLA False False 0.00 -0.01 -0.01 0.0 0.17 -0.17 -0.01 -0.01 -4.35 51.0 -2 -4 caleb_strategy_v3 PLAT False False 0.02 0.00 -0.00 0.0 0.17 -0.17 0.00 0.00 -0.21 10.0 0 0 caleb_strategy_v3 GASOLINE False False 0.03 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.17 999999999.0 0 0 caleb_strategy_v3 COFFEE False False 0.03 0.00 -0.00 0.0 0.20 -0.20 0.00 0.00 -0.02 6.0 0 0 caleb_strategy_v3 SILVER-mini False True 0.03 0.03 0.00 0.0 0.03 0.00 0.03 0.00 0.16 999999999.0 1 0 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.00 0.0 0.07 -0.07 0.00 0.00 -0.01 2.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 0.00 0.00 0.0 0.10 -0.10 0.00 0.00 0.15 10.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.00 0.0 0.35 -0.35 0.00 0.00 -0.02 23.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.02 -0.02 0.01 0.0 0.12 -0.12 -0.02 0.00 0.36 5.0 -1 0 caleb_strategy_v3 DOW False False 0.01 -0.01 0.01 0.0 0.51 -0.51 -0.01 0.00 1.81 66.0 -1 0 caleb_strategy_v3 SUGAR11 False False 0.01 0.02 0.01 0.0 0.14 -0.14 0.02 0.02 0.63 18.0 2 2 caleb_strategy_v3 OJ False False 0.02 0.02 0.01 0.0 0.07 -0.07 0.02 0.02 0.58 3.0 1 1 caleb_strategy_v3 OATIES False True 0.01 0.00 0.01 0.0 0.00 0.00 0.00 0.00 1.02 2.0 0 0 caleb_strategy_v3 OAT False False 0.05 0.05 0.01 0.0 0.47 -0.47 0.05 0.05 0.16 10.0 1 1 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.01 0.01 0.0 0.34 -0.34 0.01 0.03 0.41 23.0 1 2 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 0.01 0.0 0.02 -0.02 0.00 0.00 2.27 3.0 0 0 caleb_strategy_v3 COCOA False False 0.02 0.02 0.02 0.0 0.64 -0.64 0.02 0.05 0.62 26.0 1 2 caleb_strategy_v3 GOLD_micro False False 0.01 0.05 0.02 0.0 0.53 -0.53 0.05 0.04 1.98 56.0 5 4 caleb_strategy_v3 LIVECOW False False 0.03 0.03 0.02 0.0 0.44 -0.44 0.03 0.03 0.90 17.0 1 1 caleb_strategy_v3 RUSSELL False False 0.00 0.00 0.02 0.0 0.29 -0.29 0.00 0.00 5.33 68.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.01 0.02 0.0 0.51 -0.51 0.01 0.00 1.60 48.0 1 0 caleb_strategy_v3 SP400 False False 0.12 0.23 0.03 0.0 0.23 -0.23 0.23 0.23 0.22 2.0 2 2 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.03 0.0 0.00 0.00 0.00 0.00 12.74 59.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.01 0.05 0.0 0.42 -0.42 0.01 0.00 7.48 58.0 1 0 caleb_strategy_v3 DX False True 0.04 0.00 0.06 0.0 0.00 0.00 0.00 0.00 1.51 999999999.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.04 0.09 0.0 0.32 -0.32 0.04 0.04 9.50 36.0 5 4 caleb_strategy_v3 LEANHOG False False 0.01 0.11 0.14 0.0 0.15 -0.15 0.11 0.11 11.40 13.0 9 9 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 0.65 0.0 0.92 -0.92 0.00 0.00 7.10 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 11.5 Shocked risk 25.9 Sum abs risk 37.4 Leverage 3.60 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2861653.61, 'annual_cash_vol_target': 715413.4025, 'daily_cash_vol_target': 44713.33765625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0049 0.6574 0.7489 11.9825 BITCOIN 1879.4092 77805.0000 2.4155 38.6486 BOBL 0.2577 118.5600 0.2173 3.4775 BTP 0.5401 119.5400 0.4518 7.2292 BUND 0.4847 132.2200 0.3666 5.8652 BUXL 1.2806 132.4400 0.9669 15.4704 CAC 59.2864 7363.5000 0.8051 12.8822 CAD 0.0029 0.7193 0.4087 6.5386 CANOLA 8.3942 663.0000 1.2661 20.2576 CHF 0.0058 1.1456 0.5049 8.0782 COCOA 161.1594 6995.0000 2.3039 36.8628 COFFEE 4.5947 253.7500 1.8107 28.9717 COPPER 0.0736 4.3110 1.7067 27.3066 CORN 3.8608 448.5000 0.8608 13.7731 COTTON2 0.8864 73.2200 1.2106 19.3693 CRUDE_W 1.1472 68.0200 1.6865 26.9840 DAX 147.6268 19305.0000 0.7647 12.2353 DOW 355.5664 44239.0000 0.8037 12.8598 DX 0.4715 104.9400 0.4493 7.1885 EUR 0.0060 1.0730 0.5616 8.9855 EURIBOR-ICE 0.0479 97.9100 0.0489 0.7830 EUROSTX 43.7838 4822.0000 0.9080 14.5280 FEEDCOW 1.6560 239.3500 0.6919 11.0702 GASOIL 11.8185 670.5000 1.7626 28.2023 GASOLINE 0.0396 1.9998 1.9792 31.6670 GAS_US_mini 0.0914 2.9150 3.1362 50.1793 GBP 0.0072 1.2913 0.5542 8.8668 GOLD_micro 23.9632 2695.1000 0.8891 14.2262 HEATOIL 0.0416 2.2591 1.8400 29.4406 JGB-SGX-mini 0.2416 143.5500 0.1683 2.6927 JPY 0.0001 0.0066 0.7926 12.6808 LEANHOG 0.9039 84.9750 1.0637 17.0195 LIVECOW 1.0641 185.3750 0.5740 9.1847 LUMBER-new 7.5775 590.0000 1.2843 20.5491 MILK 0.2326 19.1200 1.2164 19.4619 MXP 0.0004 0.0492 0.8850 14.1601 NASDAQ_micro 187.7230 21234.2500 0.8841 14.1449 NIKKEI 499.1636 39195.0000 1.2735 20.3766 NZD 0.0043 0.5962 0.7194 11.5108 OAT 0.4886 124.8900 0.3912 6.2595 OATIES 6.1644 370.0000 1.6661 26.6569 OJ 7.5196 472.6000 1.5911 25.4578 PALLAD 29.9317 993.5000 3.0128 48.2041 PLAT 16.2524 978.1000 1.6616 26.5860 REDWHEAT 8.8583 577.2500 1.5346 24.5532 RICE 0.1264 14.6200 0.8646 13.8338 ROBUSTA 79.3171 4384.0000 1.8092 28.9478 RUSSELL 29.4849 2411.8000 1.2225 19.5604 SHATZ 0.0908 106.7600 0.0851 1.3612 SILVER-mini 0.6066 31.5750 1.9212 30.7399 SMI 90.7204 11845.0000 0.7659 12.2543 SOFR 0.0644 96.2700 0.0669 1.0709 SOYBEAN 9.5339 1052.2500 0.9060 14.4967 SOYMEAL 3.6677 301.7000 1.2157 19.4511 SOYOIL 0.7901 49.0000 1.6124 25.7981 SP400 31.2414 3314.2000 0.9427 15.0824 SP500_micro 42.8440 6029.5000 0.7106 11.3692 SUGAR11 0.2986 20.3700 1.4659 23.4542 US10 0.4281 110.2188 0.3885 6.2153 US10U 0.5889 113.4375 0.5191 8.3057 US2 0.1018 102.7578 0.0990 1.5845 US20 0.8910 117.7500 0.7566 12.1064 US30 1.3882 125.2188 1.1087 17.7385 US5 0.2603 106.9766 0.2433 3.8927 VIX 0.5944 16.8500 3.5276 56.4412 WHEAT 7.5637 632.2500 1.1963 19.1409 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 657.40 0.75 492.33 1.00 492.33 44713.34 90.82 -2.69 -24.47 BITCOIN 77.81 2.42 187.94 1.00 187.94 44713.34 237.91 4.94 117.63 BOBL 1185.60 0.22 257.68 1.08 277.05 44713.34 161.39 -1.29 -20.83 BTP 1195.40 0.45 540.11 1.08 580.70 44713.34 77.00 -1.62 -12.50 BUND 1322.20 0.37 484.68 1.08 521.11 44713.34 85.80 -7.65 -65.66 BUXL 1324.40 0.97 1280.56 1.08 1376.80 44713.34 32.48 -4.29 -13.93 CAC 736.35 0.81 592.86 1.08 637.42 44713.34 70.15 -9.38 -65.78 CAD 719.30 0.41 293.95 1.00 293.95 44713.34 152.11 -12.23 -186.01 CANOLA 132.60 1.27 167.88 0.72 120.90 44713.34 369.83 -4.83 -178.69 CHF 1432.06 0.50 723.03 1.00 723.03 44713.34 61.84 -12.09 -74.75 COCOA 699.50 2.30 1611.59 1.00 1611.59 44713.34 27.74 10.45 29.01 COFFEE 951.56 1.81 1723.02 1.00 1723.02 44713.34 25.95 -0.58 -1.51 COPPER 1077.75 1.71 1839.36 1.00 1839.36 44713.34 24.31 -1.03 -2.50 CORN 224.25 0.86 193.04 1.00 193.04 44713.34 231.63 -12.73 -294.82 COTTON2 366.10 1.21 443.19 1.00 443.19 44713.34 100.89 -16.61 -167.53 CRUDE_W 680.20 1.69 1147.16 1.00 1147.16 44713.34 38.98 0.85 3.30 DAX 193.05 0.76 147.63 1.08 158.72 44713.34 281.71 7.78 219.17 DOW 221.20 0.80 177.78 1.00 177.78 44713.34 251.50 3.10 77.96 DX 1049.40 0.45 471.48 1.00 471.48 44713.34 94.84 6.15 58.37 EUR 1341.19 0.56 753.21 1.00 753.21 44713.34 59.36 -6.21 -36.85 EURIBOR-ICE 2447.75 0.05 119.78 1.08 128.78 44713.34 347.20 5.99 208.08 EUROSTX 482.20 0.91 437.84 1.08 470.74 44713.34 94.98 -5.28 -50.17 FEEDCOW 1196.75 0.69 828.02 1.00 828.02 44713.34 54.00 -1.78 -9.63 GASOIL 670.50 1.76 1181.85 1.00 1181.85 44713.34 37.83 -2.40 -9.07 GASOLINE 839.92 1.98 1662.35 1.00 1662.35 44713.34 26.90 1.44 3.87 GAS_US_mini 72.88 3.14 228.55 1.00 228.55 44713.34 195.64 -14.63 -286.27 GBP 807.06 0.55 447.25 1.00 447.25 44713.34 99.97 -1.42 -14.22 GOLD_micro 269.51 0.89 239.63 1.00 239.63 44713.34 186.59 3.11 58.07 HEATOIL 948.82 1.84 1745.87 1.00 1745.87 44713.34 25.61 -6.88 -17.63 JGB-SGX-mini 143550.00 0.17 24158.26 0.01 156.82 44713.34 285.13 -0.24 -6.77 JPY 822.56 0.79 651.92 1.00 651.92 44713.34 68.59 -7.33 -50.25 LEANHOG 339.90 1.06 361.56 1.00 361.56 44713.34 123.67 15.17 187.55 LIVECOW 741.50 0.57 425.65 1.00 425.65 44713.34 105.05 2.58 27.13 LUMBER-new 162.25 1.28 208.38 1.00 208.38 44713.34 214.58 4.93 105.87 MILK 382.40 1.22 465.14 1.00 465.14 44713.34 96.13 -2.14 -20.60 MXP 246.25 0.89 217.93 1.00 217.93 44713.34 205.17 -2.86 -58.62 NASDAQ_micro 424.68 0.88 375.45 1.00 375.45 44713.34 119.09 1.48 17.57 NIKKEI 39195.00 1.27 49916.36 0.01 324.39 44713.34 137.84 6.36 87.70 NZD 596.15 0.72 428.88 1.00 428.88 44713.34 104.26 -3.85 -40.17 OAT 1248.90 0.39 488.59 1.08 525.31 44713.34 85.12 0.55 4.71 OATIES 185.00 1.67 308.22 1.00 308.22 44713.34 145.07 2.89 41.96 OJ 708.90 1.59 1127.94 1.00 1127.94 44713.34 39.64 6.83 27.07 PALLAD 993.50 3.01 2993.17 1.00 2993.17 44713.34 14.94 -0.23 -0.35 PLAT 489.05 1.66 812.62 1.00 812.62 44713.34 55.02 -1.10 -6.07 REDWHEAT 288.62 1.53 442.92 1.00 442.92 44713.34 100.95 -18.92 -191.03 RICE 292.40 0.86 252.81 1.00 252.81 44713.34 176.86 -15.75 -278.56 ROBUSTA 438.40 1.81 793.17 1.00 793.17 44713.34 56.37 -0.34 -1.91 RUSSELL 120.59 1.22 147.42 1.00 147.42 44713.34 303.30 5.31 160.92 SHATZ 1067.60 0.09 90.82 1.08 97.65 44713.34 457.90 -4.32 -197.98 SILVER-mini 789.38 1.92 1516.58 1.00 1516.58 44713.34 29.48 1.60 4.71 SMI 1184.50 0.77 907.20 1.14 1037.02 44713.34 43.12 -1.17 -5.07 SOFR 2406.75 0.07 161.09 1.00 161.09 44713.34 277.57 -5.71 -158.62 SOYBEAN 526.12 0.91 476.69 1.00 476.69 44713.34 93.80 -13.71 -128.55 SOYMEAL 301.70 1.22 366.77 1.00 366.77 44713.34 121.91 -20.00 -243.82 SOYOIL 294.00 1.61 474.04 1.00 474.04 44713.34 94.32 1.74 16.39 SP400 3314.20 0.94 3124.14 1.00 3124.14 44713.34 14.31 4.72 6.76 SP500_micro 301.48 0.71 214.22 1.00 214.22 44713.34 208.73 3.29 68.63 SUGAR11 228.14 1.47 334.43 1.00 334.43 44713.34 133.70 2.21 29.58 US10 1102.19 0.39 428.15 1.00 428.15 44713.34 104.43 -6.50 -67.92 US10U 1134.38 0.52 588.86 1.00 588.86 44713.34 75.93 -5.94 -45.08 US2 2055.16 0.10 203.53 1.00 203.53 44713.34 219.69 -8.41 -184.71 US20 1177.50 0.76 890.95 1.00 890.95 44713.34 50.19 -3.10 -15.54 US30 1252.19 1.11 1388.25 1.00 1388.25 44713.34 32.21 -2.94 -9.48 US5 1069.77 0.24 260.27 1.00 260.27 44713.34 171.80 -7.06 -121.24 VIX 168.50 3.53 594.40 1.00 594.40 44713.34 75.22 -13.20 -99.26 WHEAT 316.12 1.20 378.18 1.00 378.18 44713.34 118.23 -15.29 -180.74 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -24.465 0.010 2.5 -0.635 BITCOIN 117.626 0.043 2.5 12.737 BOBL -20.826 0.004 2.5 -0.211 BTP -12.501 0.014 2.5 -0.426 BUND -65.656 0.004 2.5 -0.666 BUXL -13.933 0.004 2.5 -0.141 CAC -65.781 0.014 2.5 -2.244 CAD -186.014 0.010 2.5 -4.826 CANOLA -178.686 0.010 2.5 -4.347 CHF -74.754 0.010 2.5 -1.940 COCOA 29.006 0.009 2.5 0.621 COFFEE -1.512 0.005 2.5 -0.018 COPPER -2.500 0.043 2.5 -0.271 CORN -294.819 0.010 2.5 -7.172 COTTON2 -167.526 0.009 2.5 -3.588 CRUDE_W 3.295 0.043 2.5 0.357 DAX 219.168 0.014 2.5 7.475 DOW 77.956 0.009 2.5 1.812 DX 58.370 0.010 2.5 1.514 EUR -36.852 0.010 2.5 -0.956 EURIBOR-ICE 208.084 0.014 2.5 7.097 EUROSTX -50.171 0.014 2.5 -1.711 FEEDCOW -9.635 0.013 2.5 -0.319 GASOIL -9.071 0.017 2.5 -0.393 GASOLINE 3.869 0.017 2.5 0.168 GAS_US_mini -286.269 0.043 2.5 -30.999 GBP -14.222 0.010 2.5 -0.369 GOLD_micro 58.068 0.014 2.5 1.981 HEATOIL -17.631 0.017 2.5 -0.764 JGB-SGX-mini -6.775 0.043 2.5 -0.734 JPY -50.246 0.010 2.5 -1.304 LEANHOG 187.550 0.024 2.5 11.398 LIVECOW 27.133 0.013 2.5 0.899 LUMBER-new 105.872 0.009 2.5 2.267 MILK -20.603 0.009 2.5 -0.441 MXP -58.620 0.059 2.5 -8.604 NASDAQ_micro 17.573 0.009 2.5 0.408 NIKKEI 87.699 0.043 2.5 9.497 NZD -40.174 0.010 2.5 -1.042 OAT 4.714 0.014 2.5 0.161 OATIES 41.956 0.010 2.5 1.021 OJ 27.071 0.009 2.5 0.580 PALLAD -0.350 0.014 2.5 -0.012 PLAT -6.069 0.014 2.5 -0.207 REDWHEAT -191.031 0.005 2.5 -2.534 RICE -278.560 0.010 2.5 -6.777 ROBUSTA -1.912 0.005 2.5 -0.022 RUSSELL 160.917 0.013 2.5 5.332 SHATZ -197.979 0.004 2.5 -2.008 SILVER-mini 4.709 0.014 2.5 0.161 SMI -5.066 0.014 2.5 -0.173 SOFR -158.620 0.024 2.5 -9.640 SOYBEAN -128.555 0.004 2.5 -1.196 SOYMEAL -243.820 0.004 2.5 -2.268 SOYOIL 16.389 0.004 2.5 0.153 SP400 6.759 0.013 2.5 0.224 SP500_micro 68.634 0.009 2.5 1.595 SUGAR11 29.579 0.009 2.5 0.629 US10 -67.921 0.005 2.5 -0.861 US10U -45.077 0.005 2.5 -0.571 US2 -184.713 0.005 2.5 -2.341 US20 -15.543 0.005 2.5 -0.197 US30 -9.475 0.005 2.5 -0.120 US5 -121.240 0.005 2.5 -1.536 VIX -99.265 0.099 2.5 -24.503 WHEAT -180.744 0.005 2.5 -2.398 ===================== Position diags ===================== AUD 2.36 BITCOIN 25.76 BOBL 1.64 BTP 2.63 BUND 0.87 BUXL 0.33 CAC 2.39 CAD 3.95 CANOLA 9.00 CHF 1.60 COCOA 0.59 COFFEE 0.30 COPPER 2.63 CORN 5.64 COTTON2 2.16 CRUDE_W 4.22 DAX 9.61 DOW 5.84 DX 2.46 EUR 1.54 EURIBOR-ICE 11.84 EUROSTX 3.24 FEEDCOW 1.79 GASOIL 1.64 GASOLINE 1.17 GAS_US_mini 21.19 GBP 2.59 GOLD_micro 6.36 HEATOIL 1.11 JGB-SGX-mini 30.88 JPY 1.78 LEANHOG 7.52 LIVECOW 3.48 LUMBER-new 4.60 MILK 2.06 MXP 30.11 NASDAQ_micro 2.77 NIKKEI 14.93 NZD 2.70 OAT 2.90 OATIES 3.53 OJ 0.85 PALLAD 0.51 PLAT 1.88 REDWHEAT 1.34 RICE 4.30 ROBUSTA 0.66 RUSSELL 10.05 SHATZ 4.64 SILVER-mini 1.01 SMI 1.47 SOFR 16.87 SOYBEAN 0.87 SOYMEAL 1.13 SOYOIL 0.88 SP400 0.47 SP500_micro 4.85 SUGAR11 2.84 US10 1.32 US10U 0.96 US2 2.78 US20 0.64 US30 0.41 US5 2.18 VIX 18.57 WHEAT 1.57 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -0.6 -0.9 -0.4 -1.0 -1 BITCOIN 12.7 10.2 15.3 0.0 0 BOBL -0.2 -0.4 -0.0 0.0 0 BTP -0.4 -0.7 -0.2 0.0 0 BUND -0.7 -0.8 -0.6 0.0 0 BUXL -0.1 -0.2 -0.1 -1.0 -1 CAC -2.2 -2.5 -2.0 0.0 0 CAD -4.8 -5.2 -4.4 -3.0 -3 CANOLA -4.3 -5.2 -3.4 -2.0 -2 CHF -1.9 -2.1 -1.8 -3.0 -3 COCOA 0.6 0.6 0.7 1.0 1 COFFEE -0.0 -0.0 0.0 0.0 0 COPPER -0.3 -0.5 -0.0 -1.0 -1 CORN -7.2 -7.7 -6.6 -7.0 -7 COTTON2 -3.6 -3.8 -3.4 -4.0 -4 CRUDE_W 0.4 -0.1 0.8 -1.0 -1 DAX 7.5 6.5 8.4 1.0 1 DOW 1.8 1.2 2.4 -1.0 -1 DX 1.5 1.3 1.8 0.0 0 EUR -1.0 -1.1 -0.8 -2.0 -2 EURIBOR-ICE 7.1 5.9 8.3 0.0 0 EUROSTX -1.7 -2.0 -1.4 -2.0 -2 FEEDCOW -0.3 -0.5 -0.1 1.0 1 GASOIL -0.4 -0.6 -0.2 -1.0 -1 GASOLINE 0.2 0.1 0.3 0.0 0 GAS_US_mini -31.0 -33.1 -28.9 -21.0 -21 GBP -0.4 -0.6 -0.1 -1.0 -1 GOLD_micro 2.0 1.3 2.6 5.0 5 HEATOIL -0.8 -0.9 -0.7 -1.0 -1 JGB-SGX-mini -0.7 -3.8 2.4 0.0 0 JPY -1.3 -1.5 -1.1 -3.0 -3 LEANHOG 11.4 10.6 12.1 9.0 9 LIVECOW 0.9 0.6 1.2 1.0 1 LUMBER-new 2.3 1.8 2.7 0.0 0 MILK -0.4 -0.6 -0.2 1.0 1 MXP -8.6 -11.6 -5.6 -9.0 -9 NASDAQ_micro 0.4 0.1 0.7 1.0 1 NIKKEI 9.5 8.0 11.0 5.0 5 NZD -1.0 -1.3 -0.8 0.0 0 OAT 0.2 -0.1 0.5 1.0 1 OATIES 1.0 0.7 1.4 NaN 0 OJ 0.6 0.5 0.7 1.0 1 PALLAD -0.0 -0.1 0.0 0.0 0 PLAT -0.2 -0.4 -0.0 0.0 0 REDWHEAT -2.5 -2.7 -2.4 0.0 0 RICE -6.8 -7.2 -6.3 NaN 0 ROBUSTA -0.0 -0.1 0.0 0.0 0 RUSSELL 5.3 4.3 6.3 0.0 0 SHATZ -2.0 -2.5 -1.5 NaN 0 SILVER-mini 0.2 0.1 0.3 1.0 1 SMI -0.2 -0.3 -0.0 0.0 0 SOFR -9.6 -11.3 -8.0 NaN 0 SOYBEAN -1.2 -1.3 -1.1 -3.0 -3 SOYMEAL -2.3 -2.4 -2.2 -2.0 -2 SOYOIL 0.2 0.1 0.2 0.0 0 SP400 0.2 0.2 0.3 2.0 2 SP500_micro 1.6 1.1 2.1 1.0 1 SUGAR11 0.6 0.3 0.9 2.0 2 US10 -0.9 -1.0 -0.7 0.0 0 US10U -0.6 -0.7 -0.5 0.0 0 US2 -2.3 -2.6 -2.1 NaN 0 US20 -0.2 -0.3 -0.1 0.0 0 US30 -0.1 -0.2 -0.1 -5.0 -5 US5 -1.5 -1.8 -1.3 -1.0 -1 VIX -24.5 -26.4 -22.6 -13.0 -13 WHEAT -2.4 -2.6 -2.2 -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 -0.4 -0.3 0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.1 0.0 -0.1 0.1 -0.2 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.0 -0.1 0.4 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.0 0.1 -0.1 0.1 -0.2 0.1 -0.2 0.2 -0.1 BITCOIN 0.5 0.5 -0.1 0.0 -0.1 0.1 -0.1 0.0 0.0 0.2 0.2 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 0.6 -0.1 0.2 -0.1 0.1 0.1 BOBL -0.5 -0.5 0.3 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.1 -0.1 -0.1 -0.1 -0.0 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 -0.6 -0.3 0.1 -0.0 -0.0 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 -0.1 0.3 -0.1 -2.7 0.0 -0.0 0.1 -0.1 0.2 -0.1 0.7 -0.1 0.3 0.6 0.3 -0.6 -0.4 0.2 0.4 BUND -0.6 -0.5 0.2 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.1 -0.1 0.0 -0.1 -0.1 -0.4 -0.1 -0.3 -0.2 -0.1 -0.0 -0.1 0.0 -0.1 0.2 -0.0 0.0 0.0 -0.0 0.0 -0.1 -0.6 0.1 0.1 0.3 0.0 -0.7 -0.6 -0.0 -0.0 BUXL -0.3 -0.4 0.1 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.1 0.0 -0.1 -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 0.1 0.3 0.3 0.4 -0.1 -0.7 -0.7 -0.2 -0.2 CAC -0.3 0.0 -0.2 0.0 0.1 0.1 0.1 0.3 0.0 -0.1 -0.3 -0.2 -0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -1.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.2 -0.5 -0.6 -0.5 -0.5 0.2 0.2 -0.2 -0.1 CAD -0.3 -0.5 0.1 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.4 -0.1 -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 -0.0 -0.1 -0.1 -0.3 0.0 -0.3 -0.6 -0.4 -0.0 -0.3 -0.2 -0.2 CANOLA 0.4 0.6 0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 0.0 0.1 -0.2 0.1 0.0 -0.3 -0.2 -0.3 -0.3 0.1 0.0 0.1 -0.1 0.1 -2.1 0.0 0.0 0.0 0.0 -0.1 0.0 -1.1 0.1 0.6 0.4 0.3 -0.2 -0.4 0.0 -0.2 CHF -0.4 -0.6 0.2 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 0.1 -0.1 -0.1 -0.2 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.0 -0.1 0.0 -0.2 0.6 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -1.1 -0.4 -0.3 -0.4 0.4 -0.4 -0.4 -0.7 -0.4 COCOA -0.0 0.0 0.3 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 0.0 0.1 0.1 0.1 0.1 0.4 0.4 0.4 0.4 0.1 0.1 0.1 0.3 0.1 -2.7 0.0 0.0 0.1 0.0 0.3 0.0 1.1 0.4 0.3 0.2 0.3 0.7 0.7 0.7 0.7 COFFEE -0.3 -0.3 0.1 -0.0 0.0 -0.1 0.0 -0.2 0.0 0.1 0.4 0.0 0.6 -0.1 0.0 0.0 0.1 0.1 0.1 0.0 0.1 0.1 0.5 0.0 -2.7 0.0 0.1 0.2 0.1 0.4 0.0 0.2 0.4 0.2 -0.1 0.5 -0.4 -0.3 -0.1 -0.0 COPPER -0.2 0.2 -0.1 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.0 -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 -2.0 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.2 0.2 -0.4 0.0 -0.2 0.6 0.4 0.4 0.7 CORN 0.0 0.2 -0.3 -0.0 0.0 -0.1 0.0 -0.3 0.0 0.2 -0.5 0.1 -0.7 -0.1 -0.0 -0.2 -0.3 -0.3 -0.3 -0.1 -0.2 0.1 -0.5 0.0 -1.7 -0.1 0.1 -0.3 0.1 -0.5 0.0 -1.1 0.4 -0.2 -0.4 -0.3 0.2 -0.1 0.4 0.0 COTTON2 -0.2 0.1 0.3 -0.0 0.0 -0.1 0.0 -0.2 0.0 0.1 -0.5 -0.1 -0.6 -0.1 0.0 -0.3 -0.1 -0.3 -0.2 -0.0 -0.1 -0.0 -0.5 -0.0 -2.7 -0.0 0.1 -0.1 0.0 -0.1 -0.0 -1.0 0.0 -0.3 -0.1 0.1 -0.6 -0.5 -0.4 -0.3 CRUDE_W 0.0 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 -0.1 -0.0 -0.1 0.0 -0.1 0.3 -0.1 0.4 DAX -0.4 0.2 0.2 0.0 0.1 0.1 0.1 0.3 0.0 -0.0 0.4 -0.1 0.6 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.1 0.1 -0.0 0.4 0.0 1.2 0.0 -0.0 0.2 -0.0 0.3 -0.0 -0.3 -0.5 -0.3 0.2 0.2 0.7 0.3 0.3 0.1 DOW -0.5 -0.1 0.2 0.0 0.1 0.1 0.1 0.2 0.0 0.1 0.3 0.1 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.2 0.3 0.1 -1.6 0.0 0.1 0.1 0.1 0.2 0.0 -0.4 0.5 0.3 0.4 0.6 0.3 0.2 -0.4 -0.3 DX 0.4 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 0.1 0.1 0.1 0.1 0.1 0.0 0.1 0.0 0.2 -2.7 0.0 0.1 0.0 0.1 0.0 0.1 0.7 0.5 0.6 0.6 -0.1 0.0 0.3 0.0 0.4 EUR -0.2 -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 2.6 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.5 -0.1 -0.2 -0.4 -0.0 -0.1 -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 -0.0 0.2 -0.0 0.0 0.1 -0.0 0.1 0.0 0.0 0.1 -0.0 0.1 -0.0 1.4 0.0 0.0 0.1 -0.0 0.1 -0.0 0.3 0.2 0.4 0.4 0.3 -0.2 -0.5 0.3 0.2 EUROSTX -0.4 0.0 -0.1 0.0 0.1 0.1 0.1 0.2 0.0 -0.1 0.1 -0.1 0.4 -0.1 0.0 -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 0.2 -0.5 -0.6 -0.3 -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 -0.1 -0.1 -0.5 0.1 0.0 0.3 -0.1 0.3 0.2 0.0 -0.1 -0.1 -0.4 0.0 -1.5 0.0 -0.0 -0.1 -0.0 -0.2 0.0 -0.1 -0.5 -0.5 0.6 -0.6 0.5 0.7 0.7 0.7 GASOIL 0.1 0.3 -0.5 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.3 0.0 -0.2 0.0 -0.1 0.0 0.1 0.0 0.1 -0.0 -0.1 0.0 -0.2 0.0 0.5 -0.0 -0.0 -0.1 0.0 -0.1 0.0 0.0 0.3 -0.0 -0.1 -0.3 0.0 -0.3 0.1 -0.4 GASOLINE -0.0 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 0.2 0.4 -0.0 -0.0 0.0 -0.0 0.0 -2.6 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 -0.0 0.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -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 -0.3 -0.6 GBP -0.4 -0.5 0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.1 0.2 -0.1 0.4 -0.2 -0.0 0.0 -0.0 0.0 0.0 -0.0 0.0 -0.1 0.2 -0.1 -0.3 -0.0 -0.0 0.1 -0.0 0.2 -0.1 0.1 0.0 0.2 0.1 0.3 0.2 -0.7 0.5 -0.7 GOLD_micro -0.4 -0.1 0.3 0.0 -0.1 0.1 -0.0 0.0 0.0 -0.1 0.4 -0.0 0.6 0.1 0.2 -0.3 -0.3 -0.3 -0.3 0.2 0.2 -0.1 0.5 0.1 -1.7 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.7 -0.2 0.4 0.5 0.6 0.7 0.0 0.6 0.2 HEATOIL 0.1 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 0.0 -0.2 0.0 -2.4 -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 -0.1 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 -0.1 0.0 -0.0 0.0 -0.0 1.1 0.3 0.4 0.4 0.2 -0.7 -0.3 -0.7 -0.2 JPY -0.5 -0.6 0.3 -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 -0.0 -0.1 -0.4 0.3 -0.7 -0.7 -0.5 -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 0.3 0.4 0.2 0.2 0.2 -0.0 0.2 0.2 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 -0.3 0.5 0.2 -0.0 0.0 -0.1 0.0 -0.3 0.0 -0.2 0.5 -0.2 0.6 0.1 0.2 -0.1 0.1 -0.0 0.1 0.2 0.2 -0.1 0.5 0.0 -2.7 0.0 -0.1 0.2 -0.1 0.2 -0.0 0.4 -0.5 -0.3 0.6 0.4 -0.2 0.7 0.0 0.7 LUMBER-new 0.5 0.7 0.4 -0.0 0.0 -0.1 0.0 -0.3 0.0 0.1 -0.2 0.2 -0.4 0.2 0.2 -0.5 -0.4 -0.4 -0.4 0.2 0.1 0.2 -0.2 0.2 NaN 0.1 0.0 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 0.4 -0.0 0.0 -0.1 0.0 -0.2 0.0 -0.1 0.3 -0.2 0.3 -0.2 -0.0 0.1 -0.1 0.3 0.2 -0.1 0.1 -0.2 0.3 -0.2 2.1 -0.0 -0.0 0.0 -0.1 0.1 -0.1 0.1 -0.5 -0.6 -0.6 0.4 -0.1 -0.7 0.0 -0.7 MXP -0.1 0.0 -0.5 -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 -0.1 -0.0 -0.3 -0.1 -2.7 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 1.1 0.0 -0.1 0.2 -0.6 0.5 0.7 0.7 0.7 NASDAQ_micro 0.0 0.3 0.2 0.0 0.1 0.1 0.1 0.2 0.0 0.1 0.2 0.1 0.4 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.2 0.3 0.1 -2.7 0.0 0.1 0.1 0.1 0.2 0.0 -0.3 0.2 0.3 0.4 0.0 0.3 0.1 -0.3 -0.1 NIKKEI -0.1 0.3 0.1 0.0 0.1 0.1 0.0 0.1 0.0 0.0 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 0.1 -0.1 0.1 -0.6 0.7 0.2 0.7 0.3 NZD -0.4 -0.5 0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.1 0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 0.1 -0.0 -0.1 -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 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 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 -0.0 0.0 -0.0 0.7 0.1 0.2 0.2 -0.0 -0.3 -0.5 0.3 0.2 OATIES -0.3 0.5 0.6 -0.0 0.0 -0.1 0.0 -0.2 0.0 -0.1 0.1 -0.0 -0.4 0.1 0.2 0.0 0.1 0.1 0.1 0.2 0.1 -0.0 -0.0 0.1 -2.7 0.1 -0.1 0.1 -0.0 0.0 0.0 0.1 -0.1 0.2 0.4 0.6 0.7 0.1 0.7 0.5 OJ -0.2 -0.1 0.1 -0.0 0.0 -0.1 0.0 -0.2 0.0 -0.1 0.5 -0.1 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 -0.0 0.2 -0.1 0.5 -0.0 0.9 -0.5 0.2 -0.3 0.6 0.5 0.4 0.7 0.7 PALLAD -0.0 0.2 0.6 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 -0.0 -0.0 0.0 0.0 -0.1 -0.0 -0.0 1.8 0.0 -0.0 0.0 -0.0 -0.0 0.0 0.3 -0.3 -0.1 -0.0 0.1 -0.4 -0.7 -0.7 -0.7 PLAT -0.0 0.2 0.1 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.1 0.0 -0.0 0.7 0.0 -0.1 0.0 -0.0 0.0 -0.0 0.1 -0.1 -0.1 -0.2 -0.2 0.2 -0.3 -0.2 -0.1 REDWHEAT -0.4 0.2 0.1 -0.0 0.0 -0.1 0.0 -0.2 0.0 -0.1 -0.4 -0.2 -0.6 -0.2 -0.0 -0.2 -0.1 -0.2 -0.2 -0.1 -0.1 -0.1 -0.5 -0.1 -0.7 -0.0 -0.1 -0.1 -0.1 -0.3 -0.1 -1.0 -0.3 -0.6 -0.5 -0.2 -0.7 -0.7 -0.7 -0.7 RICE -0.6 -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 -0.2 -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 -0.0 0.5 -0.1 -2.7 -0.0 0.0 0.1 -0.0 0.3 -0.0 1.1 0.0 -0.4 -0.4 0.4 0.2 -0.0 0.4 0.2 RUSSELL 0.0 0.1 0.1 0.0 0.1 0.1 0.1 0.2 0.0 0.1 0.3 0.1 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.2 0.2 0.2 0.0 0.0 0.1 0.1 0.1 0.2 0.1 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 -0.0 -0.0 -0.1 0.0 -0.4 -0.4 -0.4 -0.4 -0.0 0.0 -0.0 0.0 -0.0 0.8 0.0 0.0 0.0 -0.0 0.0 -0.0 -1.1 0.1 0.2 0.3 0.3 -0.4 -0.5 -0.0 -0.2 SILVER-mini -0.1 0.2 0.1 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.1 0.2 -0.1 0.3 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.1 0.2 -0.0 0.1 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 -0.2 0.1 0.2 0.1 0.2 -0.1 -0.2 0.3 SMI -0.4 -0.2 -0.1 0.0 0.1 0.1 0.1 0.2 0.0 -0.1 0.2 -0.1 0.4 -0.1 0.0 0.0 0.0 0.0 -0.0 -0.0 0.0 -0.1 0.2 -0.1 1.2 -0.0 -0.0 0.1 -0.1 0.2 -0.1 0.6 -0.5 -0.5 -0.5 0.1 -0.2 0.0 -0.7 -0.2 SOFR -0.6 -0.6 0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.1 -0.1 0.2 -0.1 -0.1 0.0 0.0 0.0 0.0 -0.2 -0.0 -0.1 0.1 -0.2 -0.7 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 0.3 -0.0 -0.4 -0.6 -0.3 0.0 -0.4 0.7 0.5 SOYBEAN -0.1 0.0 -0.4 -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 0.1 -0.5 -0.0 -2.7 -0.1 0.1 -0.2 0.0 -0.3 -0.0 -0.3 0.3 -0.3 -0.5 -0.6 0.1 -0.3 0.3 -0.2 SOYMEAL -0.5 -0.2 -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 -0.2 -0.1 -0.1 -0.4 -0.2 -2.7 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.2 -0.3 -0.6 -0.6 -0.2 -0.7 -0.7 -0.7 -0.7 SOYOIL 0.5 0.6 0.3 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.0 0.1 -0.3 0.1 0.1 -0.0 0.0 -0.0 0.0 0.1 0.0 0.2 -0.1 0.1 -2.7 0.0 0.1 0.0 0.1 -0.0 0.0 -0.2 0.5 0.6 0.5 0.1 0.1 -0.2 0.4 -0.0 SP400 -0.1 0.2 0.2 0.0 0.1 0.1 0.1 0.2 0.0 0.1 0.3 0.1 0.5 0.1 0.1 -0.2 -0.1 -0.1 -0.1 0.1 0.1 0.2 0.3 0.2 -1.6 0.1 0.1 0.1 0.1 0.2 0.1 -0.0 0.5 0.6 0.6 0.6 0.1 -0.2 -0.5 -0.7 SP500_micro -0.2 0.1 0.3 0.0 0.1 0.1 0.1 0.2 0.0 0.1 0.4 0.1 0.6 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.2 0.1 0.3 0.0 -0.5 0.3 0.4 0.5 0.4 0.3 0.1 -0.3 -0.2 SUGAR11 -0.3 0.4 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 0.4 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 -0.0 -0.0 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 -0.0 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 -0.4 0.0 -0.2 -0.4 -0.2 -0.1 -0.7 0.5 0.3 US10U -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 -0.1 -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 -0.1 -0.1 0.1 -0.2 -0.5 -0.3 -0.0 -0.6 0.7 0.6 US2 -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 -0.4 -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 -0.4 -0.6 0.0 -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 0.2 -0.1 -0.3 -0.3 0.0 -0.3 0.7 0.7 US30 -0.3 -0.6 0.0 -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 -0.0 -0.0 -0.1 -0.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.3 0.0 -0.2 -0.3 -0.1 -0.3 0.7 0.7 US5 -0.6 -0.6 0.1 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.0 -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 -0.7 -0.0 -0.3 -0.4 -0.2 0.0 -0.7 0.5 0.1 VIX -0.4 0.0 -0.1 -0.0 -0.2 0.0 -0.1 -0.1 -0.1 -0.2 -0.3 -0.2 -0.6 -0.1 -0.1 -0.4 -0.6 -0.3 -0.5 -0.0 -0.0 -0.2 -0.3 -0.1 NaN -0.0 -0.2 0.0 -0.2 -0.2 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.3 0.2 0.0 -0.0 0.0 -0.1 0.0 -0.3 0.0 0.0 -0.4 -0.1 -0.6 -0.1 0.0 -0.2 -0.3 -0.3 -0.3 -0.1 -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 -0.4 -0.1 -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 -13.1 -10.7 2.8 -3.3 -3.0 -0.8 -3.6 0.4 -4.8 -5.6 0.6 -10.0 1.7 -14.7 -7.3 -0.2 -1.7 -0.5 -1.0 -7.1 -1.5 -5.0 0.4 -9.7 2.8 -3.4 -0.3 -0.6 -2.0 0.5 -4.6 -0.0 3.4 -3.7 2.9 -5.6 2.5 -7.0 4.7 -2.8 BITCOIN 14.6 14.3 -1.8 4.5 -8.9 2.7 -4.9 0.4 1.3 20.0 5.9 20.0 12.0 20.0 17.4 -6.2 -6.7 -6.2 -6.4 18.9 9.9 20.0 10.6 20.0 -20.0 6.4 14.6 3.6 12.6 5.4 10.0 -2.2 20.0 20.0 17.7 -2.3 4.8 -1.7 1.8 2.6 BOBL -16.8 -14.1 9.6 -2.1 -1.5 0.0 -3.0 0.6 -3.4 -1.5 2.6 -6.6 -1.6 -8.6 -2.4 18.2 -4.7 10.1 1.3 -4.4 0.4 -6.0 0.2 -8.6 3.8 -1.6 0.9 0.6 -2.4 0.8 -3.5 -0.2 1.3 3.7 7.1 3.1 -15.4 -15.2 2.4 -0.9 BTP -18.5 -8.3 4.3 -3.4 -2.6 0.0 -5.0 1.0 -5.7 -9.6 10.5 -15.2 15.2 -12.5 2.6 7.4 5.1 6.4 5.3 -0.3 7.7 -13.9 10.5 -10.7 -20.0 0.5 -2.4 4.5 -6.7 5.8 -4.9 13.0 -3.9 10.7 20.0 9.4 -19.3 -12.7 6.5 10.9 BUND -17.1 -15.3 5.4 -2.5 -1.9 0.0 -3.6 0.7 -4.1 -3.7 2.3 -10.0 0.8 -11.7 -5.4 -20.0 -6.8 -17.3 -11.9 -6.6 -0.4 -8.6 0.5 -11.4 1.1 -2.6 0.6 0.2 -3.5 1.1 -4.7 -11.2 2.3 2.8 7.9 0.2 -20.0 -18.4 -0.2 -0.7 BUXL -8.9 -11.1 3.3 -2.7 -2.0 0.0 -3.9 0.8 -4.4 3.2 0.1 -8.2 0.0 -10.9 -6.5 0.2 -1.5 -0.1 -0.9 -5.3 -1.8 -4.4 -1.6 -6.9 -2.0 -2.9 0.6 -0.4 -2.6 0.7 -4.0 2.2 13.4 9.5 11.1 -2.4 -20.0 -20.0 -5.9 -6.8 CAC -9.7 0.1 -6.1 2.9 14.1 5.0 7.6 7.7 2.8 -15.0 -10.3 -16.1 -1.4 -16.2 -3.8 -5.1 -3.4 -5.4 -4.6 -9.9 -8.9 -13.9 -3.9 -13.1 -7.4 -5.0 -6.1 -4.0 -7.9 -0.6 -7.1 4.3 -20.0 -20.0 -16.4 -14.6 4.5 5.6 -7.2 -3.1 CAD -10.7 -16.1 3.5 -4.4 -4.0 -1.1 -4.9 0.6 -6.4 -5.9 -13.9 -13.6 -16.8 -20.0 -18.9 -6.2 -4.2 -5.5 -4.9 -19.1 -11.6 -10.7 -8.3 -20.0 -0.2 -6.6 -1.5 -3.7 -3.8 -2.4 -7.2 -5.3 1.3 -8.1 -18.2 -11.7 -1.4 -8.1 -5.1 -5.2 CANOLA 12.7 19.2 4.6 -0.1 0.5 -1.9 0.3 -3.1 0.3 7.8 0.2 7.7 -6.6 8.8 3.8 -17.4 -12.2 -15.3 -14.3 5.7 0.4 7.5 -5.3 7.6 -15.8 2.8 3.1 1.1 2.5 -1.4 2.9 -20.0 2.7 17.8 13.5 10.0 -5.4 -12.3 0.0 -7.5 CHF -12.8 -20.0 7.4 -3.0 -2.7 -0.7 -3.3 0.4 -4.4 -11.8 2.6 -12.9 -2.2 -15.1 -4.9 -15.6 -16.1 -15.4 -15.5 -8.9 -0.8 -15.2 1.1 -14.6 4.5 -3.3 -7.2 0.1 -6.3 1.0 -5.8 -20.0 -15.3 -9.0 -12.7 12.1 -11.6 -13.1 -20.0 -13.4 COCOA -0.8 1.5 8.5 -0.0 0.4 -1.6 0.2 -2.6 0.3 4.3 1.1 4.8 4.2 5.1 5.3 20.0 20.0 20.0 20.0 5.4 6.5 5.6 11.2 5.8 -20.0 2.5 2.1 3.7 2.4 7.4 2.5 20.0 18.0 8.8 5.9 10.6 20.0 20.0 20.0 20.0 COFFEE -8.3 -8.6 2.2 -0.1 1.0 -3.7 0.6 -6.2 0.7 7.9 13.2 1.3 16.1 -6.9 3.6 1.5 5.0 2.5 3.6 3.5 12.2 6.3 17.8 0.3 -20.0 1.8 10.0 6.8 4.9 11.4 0.5 4.1 16.1 6.0 -4.6 14.6 -10.8 -7.6 -2.0 -0.4 COPPER -7.5 5.1 -3.4 2.3 -4.6 1.4 -2.5 0.2 0.7 -1.2 -3.3 -2.2 -0.1 -2.6 2.0 -4.0 -3.3 -3.8 -3.3 0.5 1.3 -2.3 2.5 -1.1 -14.7 1.4 -2.7 2.1 -1.7 2.5 -0.3 3.6 10.0 -13.9 0.3 -5.0 17.2 10.7 12.9 19.8 CORN 0.2 5.7 -8.1 -0.1 1.3 -4.6 0.7 -7.6 0.9 20.0 -17.3 9.4 -20.0 -5.1 -2.8 -9.0 -14.4 -12.6 -14.8 -7.9 -20.0 10.7 -20.0 0.4 -12.8 -5.0 12.7 -10.3 7.0 -15.1 0.0 -20.0 16.9 -7.2 -13.8 -10.5 7.1 -2.8 12.0 1.2 COTTON2 -5.7 3.7 8.5 -0.1 1.1 -4.1 0.6 -6.8 0.8 12.2 -16.8 -6.2 -17.7 -7.1 1.8 -16.1 -6.7 -13.8 -10.7 -3.4 -9.3 -0.3 -17.5 -4.2 -20.0 -2.0 6.4 -3.2 0.3 -4.1 -2.7 -18.1 0.2 -7.9 -3.7 1.8 -17.3 -13.7 -11.0 -9.0 CRUDE_W 0.8 4.8 -11.3 -0.9 1.4 -3.2 2.4 -2.6 1.3 9.4 -7.2 3.4 -2.4 0.9 -5.0 3.0 10.5 6.3 8.7 -3.9 -6.6 3.9 -3.6 0.5 -1.4 -1.3 2.0 -3.5 2.4 -2.5 0.7 9.0 -2.3 -0.9 -2.8 1.3 -2.1 8.1 -2.2 12.6 DAX -12.0 7.2 6.1 2.9 14.0 5.0 7.6 7.6 2.8 -3.8 14.7 -8.6 17.5 5.5 14.8 -8.5 -9.9 -8.6 -9.0 9.0 12.2 -5.3 14.5 0.3 9.2 3.6 -1.0 5.6 -3.2 7.9 -0.6 -5.3 -20.0 -8.6 5.3 7.5 20.0 9.1 8.8 2.6 DOW -14.0 -3.0 6.8 2.1 10.2 3.6 5.5 5.5 2.0 12.8 12.1 7.5 13.9 8.1 11.4 -9.8 -10.6 -9.9 -10.1 9.5 10.9 19.1 11.5 9.9 -11.7 4.0 12.0 4.9 7.3 5.5 3.8 -6.9 20.0 10.0 11.7 20.0 7.9 4.8 -12.6 -8.3 DX 11.2 20.0 -5.9 -3.3 -3.0 -0.8 -3.6 0.4 -4.7 11.7 2.8 12.1 5.6 15.9 11.5 6.3 6.6 6.2 6.4 12.9 4.0 14.2 0.6 16.8 -20.0 4.3 5.6 1.2 5.0 0.1 5.7 13.7 20.0 20.0 20.0 -1.7 0.9 8.1 0.9 11.3 EUR -5.2 -18.6 2.1 -3.3 -3.0 -0.8 -3.7 0.4 -4.8 -12.6 -4.6 -10.3 -4.0 -14.7 -12.2 -6.9 -7.1 -6.9 -6.9 -9.9 -3.8 -12.2 -0.8 -12.2 19.5 -4.3 -7.9 -1.3 -5.6 0.3 -5.5 -9.6 -6.2 -6.6 -11.9 -1.0 -4.0 -17.8 -8.8 -20.0 EURIBOR-ICE -13.3 -11.2 12.5 -1.8 -1.3 0.0 -2.6 0.5 -3.0 3.0 5.7 -2.5 5.6 -4.3 3.4 5.3 -0.6 4.1 1.9 1.3 5.4 -0.9 5.4 -2.7 10.9 0.7 2.7 2.7 -0.5 2.8 -1.3 5.3 6.6 11.0 12.0 10.0 -6.9 -16.3 9.1 5.6 EUROSTX -11.7 0.9 -3.7 2.6 12.5 4.5 6.8 6.8 2.5 -12.0 2.6 -13.9 11.4 -9.0 3.5 -3.8 -3.3 -4.0 -4.0 -3.9 0.1 -14.1 6.1 -10.1 -2.8 -2.6 -7.7 0.3 -8.7 4.9 -6.2 4.7 -20.0 -20.0 -10.0 -9.7 6.2 2.8 -20.0 -9.5 FEEDCOW -4.5 20.0 -8.3 -0.1 1.3 -4.5 0.7 -7.5 0.8 -14.4 -5.4 -12.7 -12.8 12.1 3.0 15.1 -5.5 16.0 8.2 3.8 -7.3 -6.6 -13.7 1.7 -10.9 0.9 -4.6 -2.8 -2.9 -4.3 0.1 -1.7 -20.0 -14.5 20.0 -20.0 14.1 20.0 20.0 20.0 GASOIL 3.4 8.8 -14.2 -0.8 1.2 -2.9 2.2 -2.3 1.2 3.0 -11.0 3.3 -5.0 2.9 -7.2 0.4 6.9 1.2 2.5 -4.5 -9.1 4.7 -6.3 1.8 3.7 -2.6 -0.3 -5.2 2.3 -3.9 0.8 0.1 11.3 -0.5 -4.5 -8.7 0.2 -8.0 1.8 -12.9 GASOLINE -0.9 8.9 -10.2 -0.8 1.2 -2.8 2.0 -2.2 1.1 8.5 -6.4 2.4 -1.2 1.1 -1.6 0.6 20.0 11.7 20.0 -1.3 -3.6 3.5 -1.5 1.4 -19.3 0.8 1.3 -0.6 1.9 0.0 1.4 20.0 -0.8 -1.3 2.9 7.1 2.7 10.8 6.3 18.3 GAS_US_mini -9.0 -1.1 6.4 -1.0 1.6 -3.6 2.7 -2.9 1.5 -17.0 -18.0 -17.5 -19.6 -17.4 -16.6 -20.0 -20.0 -20.0 -20.0 -14.5 -13.9 -16.2 -20.0 -17.1 20.0 -5.9 -5.0 -4.8 -6.7 -5.7 -7.2 -20.0 -20.0 -20.0 -20.0 -0.8 -12.3 -20.0 -7.9 -17.4 GBP -10.9 -16.3 2.7 -3.8 -3.5 -0.9 -4.2 0.5 -5.5 -6.6 7.6 -8.4 11.1 -16.9 -3.6 0.3 -0.3 0.3 0.1 -4.5 4.2 -6.3 8.1 -9.1 -2.0 -2.0 -2.9 3.0 -3.5 5.3 -4.8 2.2 1.8 5.0 4.0 8.4 4.8 -20.0 15.1 -20.0 GOLD_micro -13.3 -3.0 9.8 3.2 -6.2 1.9 -3.4 0.3 0.9 -8.2 16.0 -3.4 16.6 7.6 13.9 -13.3 -13.5 -13.4 -13.1 17.1 20.0 -7.3 20.0 6.6 -13.0 5.1 -5.4 6.0 -2.7 6.0 2.0 -13.6 -7.1 11.3 17.0 20.0 20.0 1.2 16.7 6.7 HEATOIL 3.5 12.3 -10.8 -0.8 1.2 -2.8 2.1 -2.2 1.2 6.2 -10.5 2.8 -7.9 -0.7 -6.5 -2.5 2.7 -3.8 -2.8 -3.1 -7.8 4.1 -6.9 2.0 -17.8 -0.4 0.1 -3.2 2.1 -3.2 1.6 -8.3 2.5 -1.0 0.4 -0.4 -1.7 3.8 -0.2 5.4 JGB-SGX-mini -7.3 -9.2 8.7 -2.0 -3.2 0.1 -3.6 0.6 -3.6 -7.7 4.4 -3.6 3.2 -7.0 3.2 16.9 16.2 14.1 14.7 -0.5 2.3 -3.9 2.3 -2.9 -11.3 -0.4 -5.8 0.8 -2.2 0.3 -1.6 20.0 11.3 10.9 12.4 5.4 -20.0 -9.6 -20.0 -4.5 JPY -15.0 -20.0 10.6 -1.6 -1.5 -0.4 -1.8 0.2 -2.3 1.0 -0.9 -5.0 -3.8 -8.0 -4.2 -10.5 -13.9 -11.1 -12.1 -7.5 -3.2 -5.1 -3.7 -9.0 20.0 -2.0 -0.5 -0.7 -1.6 -1.0 -2.6 -20.0 -0.9 -3.6 -12.4 8.1 -20.0 -20.0 -15.6 -20.0 LEANHOG 15.2 20.0 20.0 -0.2 1.4 -5.0 0.8 -8.4 0.9 7.0 5.5 20.0 0.1 20.0 20.0 -20.0 16.2 17.0 20.0 20.0 20.0 19.8 -0.4 20.0 1.9 8.8 1.1 5.1 5.1 0.8 8.6 20.0 20.0 20.0 20.0 20.0 1.3 -5.1 5.3 0.8 LIVECOW -10.2 14.9 6.3 -0.2 1.4 -5.1 0.8 -8.4 0.9 -18.8 20.0 -18.2 16.3 13.7 18.9 -6.6 6.7 -0.1 4.9 16.3 19.6 -12.4 17.5 2.2 -20.0 4.5 -8.0 5.7 -5.8 6.3 -0.4 7.7 -20.0 -10.4 20.0 11.6 -5.8 20.0 1.2 20.0 LUMBER-new 14.1 17.6 9.7 -0.1 1.1 -3.9 0.6 -6.2 0.7 11.8 -5.4 15.9 -9.4 18.5 18.6 -19.9 -18.4 -19.3 -18.7 17.0 4.1 20.0 -7.4 20.0 NaN 6.2 4.5 2.0 8.4 -1.6 8.6 -20.0 20.0 20.0 20.0 20.0 7.4 2.1 13.8 7.4 MILK -20.0 -20.0 13.7 -0.1 0.8 -3.0 0.4 -4.9 0.6 -12.4 9.8 -14.8 9.0 -14.9 -1.5 5.6 -2.6 17.5 10.6 -7.4 8.1 -20.0 10.5 -20.0 15.4 -2.5 -5.1 1.8 -6.6 2.3 -6.1 2.2 -20.0 -20.0 -20.0 13.1 -4.2 -20.0 1.4 -20.0 MXP -4.0 0.4 -16.0 -2.7 -2.5 -0.7 -3.0 0.4 -3.9 -1.8 -13.0 -8.1 -10.1 -9.0 -12.3 11.8 13.4 11.4 11.7 -10.2 -13.4 -2.9 -9.7 -6.8 -20.0 -4.9 -0.4 -6.2 -1.3 -4.3 -3.3 20.0 0.8 -2.5 5.4 -20.0 16.0 20.0 20.0 20.0 NASDAQ_micro 0.9 8.5 5.5 2.0 9.7 3.5 5.3 5.3 2.0 12.2 8.5 9.0 10.9 11.5 10.1 -9.3 -9.7 -8.9 -9.0 10.1 9.9 19.1 12.8 12.2 -20.0 4.0 10.9 4.5 7.0 6.5 4.4 -5.2 10.0 10.2 11.4 1.3 7.9 3.8 -8.3 -4.4 NIKKEI -2.6 10.2 3.1 1.4 6.8 2.4 3.7 3.7 1.4 4.2 3.9 3.7 4.7 6.2 5.8 1.2 7.0 2.7 4.7 3.1 2.5 5.0 4.4 3.7 -7.2 0.1 2.6 -0.7 2.6 1.7 1.5 20.0 2.5 -1.8 3.2 -17.0 20.0 6.9 20.0 8.1 NZD -13.0 -14.8 3.9 -2.7 -2.5 -0.7 -3.0 0.4 -4.0 -2.5 -2.4 -9.3 0.0 -13.6 -6.2 -1.0 -0.2 -0.6 -0.4 -8.5 -2.9 -6.1 -0.6 -10.7 1.0 -3.2 -0.9 -1.0 -2.4 0.0 -4.2 2.0 2.4 -1.5 -3.0 -2.4 0.1 -8.5 1.6 -2.2 OAT -13.3 -12.2 5.8 -2.4 -1.8 0.0 -3.5 0.7 -4.0 -4.3 0.1 -10.2 -1.6 -11.4 -5.7 8.0 5.0 6.7 5.3 -6.2 -2.0 -8.2 -1.6 -9.9 3.6 -2.7 0.2 -0.5 -3.7 0.2 -4.5 13.0 3.2 6.6 6.8 -1.3 -9.7 -14.6 10.0 5.4 OATIES -8.5 15.7 20.0 -0.1 1.2 -4.1 0.6 -6.8 0.8 -12.0 4.0 -0.6 -12.3 12.1 17.3 1.2 2.6 2.9 3.3 16.8 12.3 -4.8 -0.4 8.7 -20.0 5.5 -11.4 4.1 -2.2 0.7 3.0 1.7 -4.6 5.9 11.2 20.0 20.0 3.8 20.0 14.0 OJ -6.1 -2.8 1.8 -0.1 1.1 -3.8 0.6 -6.2 0.7 -6.0 16.8 -5.8 18.2 0.7 12.1 13.6 12.3 12.5 11.7 9.4 19.2 -9.4 20.0 -1.3 -20.0 3.4 -2.2 8.3 -5.4 14.9 -1.6 16.7 -20.0 4.9 -8.2 20.0 15.3 12.0 20.0 20.0 PALLAD -0.8 6.0 19.9 1.6 -3.2 1.0 -1.8 0.1 0.5 -7.8 3.3 -5.8 -2.8 -1.9 3.6 -2.3 -2.1 -2.1 -2.0 3.4 3.0 -8.9 -1.1 -0.9 13.3 1.8 -4.8 1.4 -2.6 -0.1 0.3 5.7 -12.4 -1.8 -1.3 3.0 -10.8 -20.0 -19.7 -20.0 PLAT -0.0 6.1 1.8 2.6 -5.2 1.6 -2.8 0.2 0.8 -11.4 -2.2 -8.1 -1.6 -0.3 4.2 -4.0 -4.4 -4.3 -4.4 2.3 2.1 -7.8 0.8 -1.4 5.1 1.6 -6.8 1.1 -4.4 0.2 -0.6 1.5 -3.8 -1.7 -6.7 -7.4 4.7 -7.9 -4.7 -1.6 REDWHEAT -12.2 6.8 3.9 -0.1 1.1 -4.0 0.6 -6.7 0.8 -10.3 -14.3 -15.4 -17.5 -14.1 -1.3 -10.1 -7.5 -10.4 -9.6 -6.6 -9.3 -11.0 -17.2 -9.7 -4.9 -3.9 -6.0 -4.7 -6.3 -7.3 -5.6 -18.2 -13.7 -20.0 -14.5 -4.9 -20.0 -20.0 -20.0 -20.0 RICE -18.3 -12.6 -8.3 -0.1 1.2 -4.4 0.7 -7.3 0.8 -20.0 7.0 -20.0 10.9 -20.0 -13.7 -11.7 20.0 -4.9 10.5 -18.5 -7.3 -20.0 4.4 -20.0 -16.0 -6.8 -10.7 -2.9 -12.4 0.1 -10.6 20.0 -20.0 -20.0 -20.0 -5.2 -20.0 -20.0 -20.0 -20.0 ROBUSTA -20.0 -20.0 -1.2 -0.1 0.6 -2.0 0.3 -3.3 0.4 0.8 6.1 -6.6 8.7 -8.5 0.1 8.2 20.0 20.0 20.0 -1.5 10.0 -4.6 17.7 -8.0 -20.0 -0.5 0.5 3.4 -1.2 7.2 -2.4 20.0 0.4 -11.0 -12.7 11.4 7.2 -0.2 13.2 5.9 RUSSELL 0.8 2.1 4.2 2.1 10.0 3.6 5.4 5.4 2.0 12.9 9.5 9.6 11.6 10.0 9.7 -6.3 -6.4 -6.1 -6.1 9.1 7.5 20.0 7.0 14.3 0.1 4.1 12.7 4.2 9.6 4.2 5.6 0.2 20.0 20.0 12.2 17.2 -3.5 -14.5 -20.0 -20.0 SHATZ -13.6 -9.6 19.4 -1.7 -1.3 0.0 -2.4 0.5 -2.8 0.8 4.0 -3.0 -0.3 -5.1 1.9 -19.6 -20.0 -20.0 -20.0 -0.3 3.0 -2.3 0.7 -4.0 5.8 0.0 1.6 1.7 -1.0 0.9 -1.7 -20.0 2.2 7.5 9.7 8.1 -12.2 -15.4 -0.9 -6.1 SILVER-mini -3.5 5.9 2.1 2.2 -4.4 1.4 -2.4 0.2 0.7 -8.7 7.6 -6.6 7.8 0.7 6.4 -5.5 -6.4 -6.0 -6.1 5.8 7.2 -8.5 7.1 -0.1 1.1 2.6 -4.3 2.8 -2.8 2.6 0.4 -1.5 -8.1 2.3 5.2 1.8 4.5 -1.8 -5.7 8.7 SMI -11.8 -7.0 -4.1 2.2 10.6 3.8 5.7 5.8 2.1 -9.4 6.7 -10.0 11.6 -8.3 0.3 0.9 0.3 0.1 -0.4 -4.4 1.9 -12.8 7.7 -10.0 8.8 -1.5 -5.3 3.0 -6.8 6.5 -5.3 10.7 -20.0 -16.8 -15.8 2.0 -6.0 1.3 -20.0 -7.3 SOFR -20.0 -20.0 1.4 -2.7 -2.0 0.0 -3.9 0.8 -4.4 -3.2 2.3 -10.1 5.1 -13.0 -9.4 0.8 0.2 1.4 0.9 -14.6 -3.0 -14.2 2.1 -19.7 -5.6 -3.9 -1.7 -1.1 -3.5 0.5 -4.8 5.2 -0.3 -11.8 -18.4 -9.3 1.3 -12.0 20.0 15.4 SOYBEAN -2.6 1.5 -12.6 -0.1 0.9 -3.4 0.5 -5.6 0.6 15.2 -13.6 5.0 -14.8 -8.8 -9.4 -0.9 0.6 -2.9 -2.9 -11.6 -19.7 6.2 -20.0 -4.3 -20.0 -4.7 7.1 -7.2 3.0 -8.1 -1.7 -6.0 13.4 -8.9 -14.9 -18.1 3.2 -9.3 8.0 -4.7 SOYMEAL -16.2 -6.2 -6.2 -0.1 0.9 -3.1 0.5 -5.2 0.6 -6.9 -12.8 -12.3 -14.1 -15.2 -11.7 -5.2 1.7 -3.4 -1.6 -14.3 -13.6 -12.6 -15.8 -16.6 -20.0 -4.8 -2.4 -4.0 -4.6 -3.8 -5.8 -3.6 -14.4 -18.5 -20.0 -6.2 -20.0 -20.0 -20.0 -20.0 SOYOIL 15.2 20.0 10.4 -0.1 0.6 -2.0 0.3 -3.3 0.4 9.1 -1.2 9.3 -7.8 9.1 4.9 -1.3 0.8 -0.3 0.1 7.6 1.0 19.3 -4.7 13.5 -20.0 2.7 7.6 0.7 6.2 -1.1 4.4 -3.0 20.0 18.1 14.4 3.6 3.8 -6.3 12.3 -1.0 SP400 -4.5 4.7 4.6 2.4 11.5 4.1 6.2 6.2 2.3 14.8 12.1 10.3 14.7 12.1 12.7 -7.7 -6.4 -7.2 -6.7 11.0 9.6 20.0 9.8 15.1 -11.6 4.8 13.7 5.0 9.8 5.3 5.8 -0.2 20.0 20.0 17.0 19.6 3.6 -7.1 -15.3 -20.0 SP500_micro -7.4 3.2 8.4 2.5 12.1 4.3 6.6 6.6 2.4 15.3 16.3 10.7 17.3 13.3 15.8 -11.2 -11.7 -10.9 -11.2 14.2 16.8 20.0 20.0 14.0 -20.0 5.0 13.0 6.6 7.5 8.6 4.4 -8.7 11.6 11.3 14.6 11.8 10.1 3.9 -10.4 -6.4 SUGAR11 -10.7 12.2 20.0 -0.1 0.9 -3.3 0.5 -5.5 0.6 -9.8 7.6 -4.8 -5.9 6.5 9.8 20.0 18.0 20.0 20.0 10.6 9.6 -1.3 1.8 2.9 -20.0 3.4 -0.7 3.0 -0.3 0.4 1.0 20.0 -0.4 -0.9 20.0 18.7 -20.0 4.9 -20.0 8.4 US10 -19.4 -20.0 2.1 -2.0 -1.5 0.0 -2.9 0.6 -3.3 -0.6 0.2 -6.9 1.8 -9.5 -7.4 -3.9 -6.8 -5.4 -6.1 -11.1 -3.2 -9.4 -0.4 -14.1 1.6 -2.9 -0.9 -0.9 -2.4 0.1 -3.5 -6.8 1.1 -7.6 -12.3 -7.1 -2.1 -20.0 15.1 8.4 US10U -16.8 -20.0 2.4 -2.8 -2.1 0.0 -4.0 0.8 -4.6 1.6 -0.1 -8.9 1.8 -12.9 -10.1 -4.2 -3.6 -4.4 -4.2 -13.7 -4.3 -10.9 -1.1 -17.0 -1.3 -4.0 -1.0 -1.4 -3.1 0.0 -4.7 -2.4 4.8 -7.7 -14.3 -10.8 -1.0 -17.6 20.0 17.5 US2 -20.0 -20.0 7.7 -1.9 -1.4 0.0 -2.8 0.6 -3.2 -7.2 0.2 -8.9 -0.0 -9.9 -6.6 -18.1 -20.0 -20.0 -20.0 -12.0 -2.7 -13.5 -1.3 -17.0 13.4 -2.4 -1.9 -0.4 -2.8 0.2 -3.4 -20.0 -2.9 -7.1 -10.4 0.5 -3.6 -18.8 4.9 -9.0 US20 -13.9 -20.0 0.9 -1.9 -1.5 0.0 -2.8 0.6 -3.2 2.5 -0.4 -5.9 2.7 -9.0 -7.3 -1.9 -1.3 -1.9 -1.6 -9.0 -3.0 -5.8 -0.5 -10.5 -2.8 -2.8 -0.3 -1.0 -1.8 0.2 -3.1 1.9 7.0 -3.1 -9.3 -8.6 0.0 -10.4 20.0 20.0 US30 -9.4 -20.0 1.4 -2.2 -1.6 0.0 -3.1 0.6 -3.6 1.9 -1.3 -5.7 1.1 -9.6 -8.1 -1.0 -4.4 -2.8 -3.7 -8.2 -3.2 -4.6 -1.5 -9.0 -1.9 -3.1 -0.3 -1.3 -1.7 -0.1 -3.2 -2.7 11.2 1.0 -6.5 -9.6 -1.8 -9.2 20.0 20.0 US5 -20.0 -20.0 3.1 -2.1 -1.6 0.0 -3.1 0.6 -3.5 -3.7 0.2 -8.4 0.7 -10.6 -7.9 -6.7 -10.1 -8.4 -9.4 -13.1 -3.7 -12.1 -0.6 -17.1 5.7 -3.0 -1.3 -0.9 -2.7 0.2 -3.8 -12.4 -0.3 -8.5 -13.9 -5.7 0.2 -20.0 16.0 3.8 VIX -7.8 0.6 -1.0 -0.2 -11.1 0.8 -7.9 -2.3 -3.5 -13.2 -7.8 -11.9 -10.2 -7.9 -8.5 -12.6 -20.0 -9.8 -16.5 -1.5 -0.3 -15.3 -6.0 -7.1 NaN -0.4 -12.8 0.8 -9.1 -2.8 -4.1 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -10.0 6.1 1.3 -0.1 1.2 -4.4 0.7 -7.3 0.8 5.3 -13.3 -10.4 -16.6 -13.3 2.3 -12.2 -14.3 -12.9 -13.9 -4.9 -9.4 -4.9 -18.8 -6.1 4.6 -3.6 -1.4 -5.1 -3.0 -7.8 -4.0 -20.0 0.0 -20.0 -11.3 -4.1 -20.0 -17.7 -20.0 -15.7 End of report for caleb_strategy_v3